CalPERS Annual Investment Report Summary

Annual Investment Report
Fiscal Year Ended June 30, 2010
California Public Employees Retirement System

A Component Unit of the State of California
Summary of Investments
as of June 30, 2010
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Equity
Introduction
Domestic Equity & Options
Cash Equivalents
International Equity & Options
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Equity
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Alternative Investments
Program
Inflationary-Linked Assets
Corporate Restructuring
Real Estate Programs
Distressed Securities
Expansion Capital
Mezzanine Debt
Introduction
Secondary Interest
Chief Investment Officers Letter
Special Situation
Venture Capital
Cash Equivalents
Domestic Cash Equivalents
International Currency
Debt Securities
Real Estate Programs
Asset-Backed Securities
Domestic Real Estate
Corporate Bonds
Domestic REITS
Sovereign Bonds
International Real Estate
U.S. Treasuries & Agencies
International REITS
Mortgage Loans
Mortgage-Backed Securities
International Debt Securities
Chief Investment Officers Letter

June 30, 2010
The Board of Administration of the California Public Employees Retirement System
On behalf of CalPERS Investment Office, I am

pleased to report on CalPERS investment performance,
operations, and initiatives for the one-year period ending
on June 30, 2010. The CalPERS Fund earned a net
13.3 percent return this fiscal year, a strong rebound
that saw the market value of our portfolio climb to
$200.5 billion. Overall, the fund outperformed its
benchmark by 0.37 percent. These results were driven
by positive returns in all asset classes with the exception
of global real estate, a sector still suffering from the worldwide economic downturn.
Specifically, our total Global Equity portfolio
increased 14.42 percent. Global Fixed Income grew by
20.35 percent, and the Alternative Investment Management
Program (private equity) was up 23.88 percent.
Commodities, infrastructure, forestland, and inflationlinked bonds grew a combined 8.70 percent. CalPERS
real estate values declined by 10.76 percent as we continued
to experience a tough climate for housing and commercial
properties. To address this, we are restructuring the real
estate portfolio, focusing on income-generating properties
and reducing leverage ratios.
We successfully led and completed numerous initiatives
this fiscal year, including management fee reductions,
financial market reform, and a total fund risk assessment.
The Investment Office negotiated with our external
managers to better align our interests and decrease their
fees. In fiscal year 2009-10 we reduced management fees
approximately $100 million that will accrue over the next
several years and anticipate additional fee reductions in
fiscal year 2010-11.
CalPERS strongly advocated for the creation of the
Dodd-Frank Wall Street Reform and Consumer Protection
Act, which was ratified this year. This legislation represents
a historic advancement in financial market reform and
authorizes the Securities and Exchange Commission
to implement proxy access, a longtime CalPERS goal.
We believe proxy access will hold corporate boards more

accountable and help restore investor confidence in the
capital markets.
For the first time in the history of our Corporate
Governance program we did not publish a Focus List.
This decision came after 14 of the 15 identified companies
improved their performance and governance practices.
A Wilshire Associates study validated the long-term success
of the Focus List by showing that our engagement efforts
significantly contributed to superior financial results.
Though California faces many economic challenges,
we continue to prudently invest significant capital in our
home state. As the fiscal year closed, we had approximately
$21 billion invested or committed to businesses in
California. In addition, we have devoted considerable
effort to support our corporate board member diversity
and emerging manager initiatives.
Finally, we bolstered our placement agent disclosure
requirements and created a website to accept proposals
from investment managers interested in managing assets
from CalPERS. The CalPERS Board and Investment
Office Staff also reviewed our approach on capital allocation
and capital market assumptions in preparation for further
policy discussions in the next fiscal year.
In the upcoming fiscal year we will finalize the
procurement for master custodian services, strengthen
our internal systems and operational processes, and
continue to bolster our risk management framework.
Our Investment Office staff, pension consultant
Wilshire Associates, and State Street Bank & Trust,
our master custodian, compiled the investment data
presented on the next pages as required by the Public
Employees Retirement Law. We remain committed to
provide our members, beneficiaries and employers with
superior risk-adjusted returns to support their long-term
financial needs.
Joseph A. Dear
Chief Investment Officer
CalPERS 2009-2010 Annual Investment Report

Domestic Cash Equivalents
Security Name
FED HOME LN DISCOUNT NT
FREDDIE MAC DICOUNT NT
GOLDMAN FUTURES CASH
MORGAN STANLEY REPO
SMIF/PERS
STIF
UNITED STATE TREASURY BILL
UNITED STATES TREAS BILLS
Grand Total
Rate Maturity Date

0.19
07/09/2010
0.21
08/09/2010
0.07
12/31/2030
0.03
07/01/2010
5.05
12/31/2030
0.02
12/31/2020
0.18
09/16/2010
0.34
07/29/2010
0.10
07/15/2010
0.15
07/22/2010
0.18
09/02/2010
Par Value
800,000 $
19,896,000
45,000
57,400,000
1,135,298,000
9,779,525,636
1,000,000
112,000
175,000
32,000
1,694,000
$
Book Value
799,966
19,891,689
45,000
57,400,000
1,135,298,000
10,810,517,269
999,861
111,988
174,998
31,997
1,693,427
12,026,964,194
Market Value
799,966
19,891,689
45,000
57,400,000
1,135,298,000
11,463,849,895
999,861
111,988
174,998
31,997
1,693,427
12,680,296,820
Yield
0.19
0.21
0.07
0.03
5.05
0.02
0.18
0.34
0.10
0.15
0.18

International Currency
Security Name
ARGENTINE PESO
AUSTRALIAN DOLLAR
BRAZILIAN REAL
CANADIAN DOLLAR
CHILEAN PESO
COLOMBIAN PESO
CZECH KORUNA
DANISH KRONE
EGYPTIAN POUND
EURO CURRENCY
HONG KONG DOLLAR
HUNGARIAN FORINT
INDIAN RUPEE
INDONESIAN RUPIAH
ISRAELI SHEKEL
JAPANESE YEN
MALAYSIAN RINGGIT
MEXICAN PESO (NEW)
MOROCCAN DIRHAM
NEW TAIWAN DOLLAR
NEW ZEALAND DOLLAR
NORWEGIAN KRONE
PAKISTAN RUPEE
PERUVIAN NOUVEAU SOL
PHILIPPINE PESO
POLISH ZLOTY
POUND STERLING
SINGAPORE DOLLAR
SOUTH AFRICAN RAND
SOUTH KOREAN WON
SRI LANKA RUPEE
SWEDISH KRONA
SWISS FRANC
THAILAND BAHT
TURKISH LIRA
Grand Total
Par Value
379
16,577,634
15,847,677
19,427,591
255,494,783
35,568,911
2,711,030
9,173,211
1,959,162
100,296,990
79,336,097
18,331,271
167,303,196
6,469,806,440
4,032,287
3,588,017,117
2,238,881
8,252,653
725,810
380,864,714
1,769,412
14,006,223
8,683,397
196,714
3,687,514
1,211,487
7,739,555
5,939,590
6,996,119
4,141,433,947
345,784
8,839,713
1,488,973
135,720,705
1,322,184
Book Value
122
19,579,000
8,852,329
22,103,510
477,257
18,455
130,883
3,798,433
344,030
145,104,644
11,507,799
81,877
3,607,450
706,594
1,719,714
79,664,774
689,104
649,762
88,643
11,851,850
2,632,190
5,336,345
103,346
67,552
80,966
370,133
21,416,131
6,938,453
923,693
4,119,635
3,209
2,036,142
2,019,176
4,185,167
836,639
362,045,006
Market Value
96
18,900,371
8,792,054
21,834,052
466,274
18,551
129,287
3,707,182
343,954
141,335,073
11,512,823
78,765
3,602,179
713,713
1,720,355
81,570,681
693,552
640,515
80,738
11,853,313
2,591,211
5,274,097
101,531
69,584
79,549
358,730
21,798,304
6,999,523
912,640
4,037,387
3,045
1,990,742
2,091,067
4,190,204
835,108
359,326,251

Security Name
AAMES MTG INVST TRUST
ACCESS GROUP INC DEL
ACCREDITED MTG LN TR
ACCREDITED MTG LN TR
ACE SECS CORP
ACE SECS CORP HOME EQUITY LN
ACE SECS CORP HOME EQUITY LN T
ACES SECS CORP HOME EQTY LNTR
AEGIS ASSET BACKED SECS TR
AFC MTG LN TR
AFC MTG LN TR
ALLYA 2010 1 A1
AMERICAN EXPRESS ISSUANCE TRA
AMERICAN HOME MTG
AMERICAN HOME MTG INVESTMENT
AMERIQUEST MTG SECS INC
ARGENT SECS INC
ARGENT SECS INC
ASSET BACKED FDG CORP
ASSET BACKED FDG CORP NIM
ASSET BACKED SECS CORP
BA CR CARD TR
BAAT 2009 2A A2 144A
BAAT 2010 1A A1
BAYVIEW COML ASSET TR
BAYVIEW FINL
BAYVIEW FINL
BAYVIEW FINL ASSET TR
BAYVIEW FINL MTG PTHRU TR2006D
BAYVIEW FINL REVOLVING ASSET
BEAR STEARNS ASSET BACKED
BEAR STEARNS ASSET BACKED SECS
BEAR STEARNS ASSET BACKED SECS
BEAR STEARNS ASSET BCK SECS TR
BEAR STEARNS ASSET BKD SECS
BEAR STEARNS ASST BACKED SEC
BEAR STEARNS SECOND LIEN
BLACK
CARRINGTON MTG LN TR
CBA COML SMALL BALANCE COML
CCCIT 2009 A1 A1
CD
CHAIT 2009 A2 A2
CHASE ISSUANCE TR
CITIBANK CR CARD ISSUANCE TR
CITIGROUP MORTGAGE LOAN TRUST
CITIGROUP MTG LN TR INC
CMO HLDGS II LTD
COLLEGE + UNIV FAC LN TR TWO
COMET 2005 A4 A
Rate Maturity Date

3.10
10/25/2035
1.62
10/27/2025
4.46
01/25/2034
0.73
01/25/2034
1.40
12/25/2033
0.75
08/25/2045
0.70
02/25/2036
0.68
11/25/2035
1.40
01/25/2034
0.74
06/25/2030
0.62
04/25/2028
0.32
04/15/2011
0.38
08/15/2011
0.80
07/25/2046
0.75
06/25/2037
1.70
03/25/2033
1.38
03/25/2034
1.05
10/25/2033
1.47
05/25/2032
0.79
04/25/2036
0.66
01/25/2035
6.00
07/26/2035
1.47
09/15/2033
0.55
01/15/2013
1.16
02/15/2012
0.26
02/15/2011
0.75
11/25/2035
0.70
04/28/2037
0.63
12/28/2036
1.85
03/25/2037
1.50
03/25/2037
0.95
12/25/2039
0.80
03/25/2037
5.66
12/28/2036
1.35
05/28/2039
0.87
06/25/2034
0.51
08/25/2036
0.75
03/25/2035
0.68
01/25/2036
0.75
09/25/2046
0.90
09/25/2034
0.57
12/25/2036
0.58
04/29/2013
0.47
02/25/2037
0.73
12/25/2034
2.10
03/17/2014
5.32
12/11/2049
1.90
04/15/2014
0.35
07/16/2012
6.15
06/15/2039
5.65
09/20/2019
0.28
07/12/2012
0.41
05/25/2037
0.75
11/25/2046
5.50
12/25/2035
4.00
06/01/2018
0.35
07/15/2013
Par Value
580,000 $
1,505,309
2,838,633
53,422
500,000
660,470
307,604
2,000,000
67,806
504,068
198,668
103,376
30,000,000
1,801,122
1,362,516
584,809
729,301
345,461
276,579
178,904
1,141,261
314,228
855,188
36,000,000
4,491,197
25,172,932
1,598,312
3,298,500
2,705,592
602,586
766,928
1,533,406
2,629,465
4,700,000
2,038,905
1,454,343
3,000,000
2,125,766
105,660
2,096,207
3,500,000
1,259,014
1,860,000
1,440,936
832,827
544,022,011
15,521,819
2,965,000,000
40,000,000
167,391,388
125,543,541
23,655,000
2,802,885
4,107,279
87,300
2,495,336
20,000,000
Book Value
534,269
1,491,918
2,715,270
53,476
502,713
660,470
307,604
1,916,353
68,070
504,621
198,691
103,376
29,994,452
1,798,334
1,360,124
587,813
733,016
348,358
276,921
165,940
1,085,027
311,468
859,124
36,003,130
4,491,014
25,172,932
1,519,403
3,298,500
2,705,592
602,586
766,928
1,533,406
2,629,465
4,666,364
2,038,905
1,457,099
2,887,829
2,128,696
105,660
2,096,207
3,500,000
1,259,014
1,860,000
1,440,936
832,827
532,590,871
28,072,971
2,965,000,000
39,980,359
166,549,760
122,371,980
23,649,097
2,802,885
4,107,279
85,197
4,536,008
19,988,930
Market Value
58
1,542,496
2,242,441
36,770
393,303
606,958
267,608
1,439,312
60,114
320,717
144,210
103,329
29,996,664
790,520
467,402
415,031
625,312
274,501
237,483
156,426
1,010,795
0
703,638
36,003,305
4,496,553
25,164,633
1,209,828
1,987,564
1,829,822
211,287
320,470
1,380,544
2,258,110
4,674,930
1,317,081
1,338,789
1,448,541
1,781,628
103,584
1,159,433
3,204,278
984,283
1,826,133
1,314,530
416,414
653,191,615
33,849,570
3,031,974,013
39,997,856
242,811,143
169,375,492
23,659,537
2,541,490
1,860,375
0
5,322,696
19,991,364
Yield
12.00
1.58
5.65
1.06
1.78
0.81
0.80
0.94
1.58
1.16
0.85
0.32
0.38
1.82
2.18
2.39
1.61
1.32
1.71
0.90
0.74
0.00
1.79
0.55
1.16
0.26
0.99
1.16
0.93
5.27
3.58
1.05
0.93
5.69
2.09
0.94
1.05
0.89
0.69
1.35
0.98
0.73
0.59
0.51
1.45
1.75
2.44
1.86
0.35
4.24
4.19
0.28
0.45
1.65
0.00
1.88
0.35

Security Name
COMPUCREDIT ACQRD PRTFLO VLTGE
COUNTRY WIDE HOME LOANS
COUNTRYWIDE ASSET BACKED CERT
CREDIT SUISSE FIRST BOSTON MTG
CREDIT SUISSE NIMS TR
CSFB NIMS TR
CWABS
CWABS ASSET BACKED CTFS TR
CWABS CTFS TR 2007 QH1
CWABS INC
CWABS INC
CWABS INC
CWABS INC
CWABS INC
CWABS INC
CWABS INC FOR FUTURE ISSUES
CWHEQ INC
DT AUTO OWNER TR
EMC MTG TR
EQUITY ONE ABS INC
FBR SECURITIZATION TR
FBR SECURITIZATION TR
FIRST FRANKLIN CI 15
FIRST FRANKLIN MTG LN NIM
FIRST FRANKLIN MTG LN TR
FORDO 2010 A A1
GE WMC MTG SECS LTD
GMAC LLC
GREAT HALL MTGS NO 1 PLC
GREENPOINT MTG FDG TR
GS MTG SECS CORP
GSAMP TR
GSAMP TR
GSAMP TR 2006 SEA1
GSAMP TR 2006 SEA1
HOME EQUITY ASSET TR 2006 5
HOME EQUITY MTG TR
INDYMAC ABS INC
IRWIN HOME EQUITY LN TR
IXIS REAL ESTATE CAP TR
J P MORGAN MTG ACQUISITION TR
JP MORGAN CHASE COML MTG SECS
JP MORGAN MTG ACQUISITION TR
LA ARENA FDG LLC
LEHMAN XS TR
LONG BEACH ACCEP AUTO REC
LONG BEACH ACCEP AUTO RECEIV
LONG BEACH MTG LN TR
MASTR SPECIALIZED LN TR
MERRILL LYNCH FIRST FRANKLIN
MERRILL LYNCH MTG
MERRILL LYNCH MTG INVS INC
Rate Maturity Date

0.52
09/15/2018
0.58
09/25/2034
0.69
04/25/2036
2.75
10/25/2033
0.82
05/25/2044
6.50
05/27/2036
6.00
01/27/2036
1.35
08/25/2047
1.25
10/25/2047
1.00
02/25/2037
1.01
04/25/2032
0.64
12/15/2033
0.63
02/15/2034
0.63
02/15/2034
0.80
06/25/2033
0.70
03/15/2029
0.72
12/15/2028
5.55
08/25/2021
5.60
03/15/2013
1.10
05/25/2039
5.91
02/25/2033
2.60
09/25/2035
2.60
11/25/2035
5.68
12/25/2035
6.50
09/25/2035
0.48
12/25/2026
0.86
09/25/2035
0.38
05/15/2011
5.50
01/25/2036
6.00
04/01/2011
0.67
06/18/2039
1.03
09/25/2034
0.75
09/25/2034
5.50
11/25/2035
0.65
12/25/2036
0.38
03/25/2047
0.85
05/25/2036
0.65
05/25/2036
0.50
10/25/2036
4.60
01/25/2037
1.16
06/25/2031
0.50
08/25/2037
0.51
08/25/2036
0.41
03/25/2047
5.42
01/15/2049
0.43
08/25/2036
7.66
12/15/2026
0.45
01/25/2037
5.03
01/15/2014
4.25
04/15/2012
1.17
09/25/2031
0.82
08/25/2035
0.59
01/25/2036
0.75
07/25/2034
0.41
07/25/2037
0.63
01/25/2047
5.67
05/25/2046
Par Value
11,879,362
841,267
1,630,000
248,679
113,064
131,313
419,282
2,440,593
3,068,999
1,252,000
373,248
209,274
921,642
498,169
420,817
1,577,260
680,696
1,317,350
640,820
884,360
153,073
300,000
570,753
42,874
198,940
2,261,292
4,181,000
16,296,022
103,549
1,174,107
1,355,414
2,500,000
2,035,273
539,975
3,163,046
1,280,022
3,104,000
2,049,920
3,190,000
4,255,436
949,150
4,832,889
5,742,017
2,983,048
6,208,727
30,102
12,030,553
1,981,425
1,156,651
527,583
1,113,263
1,650,000
952,666
1,912,840
1,380,967
1,814,385
472,941
Book Value
8,550,268
842,010
1,523,584
252,364
113,064
131,176
415,512
2,424,420
3,068,999
1,246,415
373,526
209,261
921,105
498,642
421,186
1,543,817
681,558
1,317,332
640,820
886,901
153,132
257,944
566,391
42,874
197,773
2,261,292
4,195,544
16,296,022
103,233
1,104,901
1,146,588
2,500,000
2,035,273
533,296
3,159,167
1,280,022
3,104,000
2,046,081
3,064,903
4,253,118
949,565
4,832,889
5,730,468
2,983,048
10,691,232
30,102
19,985,813
1,981,425
1,156,651
524,601
1,113,480
1,493,436
906,609
1,916,758
1,380,967
1,814,385
471,842
Market Value
12,292,028
719,078
809,709
177,776
109,161
8,532
0
1,441,968
2,087,619
113,215
206,226
104,150
455,084
254,712
338,876
1,331,290
532,408
1,045,276
651,237
684,876
77,988
30
57
8,574
75,558
215,892
3,448,899
16,287,916
0
1,066,762
1,084,243
41,380
1,743,232
1
1,919,485
1,151,054
1,007,372
1,641,656
1,157,587
552,347
639,369
3,111,672
2,142,393
2,143,926
13,621,678
8,963
28,836,712
1,803,521
1,175,642
528,133
644,008
1,180,860
700,317
1,636,879
1,348,165
1,191,922
462,667
Yield
0.50
0.68
1.38
3.84
0.85
0.00
0.00
2.28
1.83
11.03
1.82
1.29
1.28
1.23
0.99
0.83
0.92
6.99
5.51
1.42
11.60
12.00
12.00
0.00
0.00
5.00
1.04
0.38
0.00
6.60
0.84
12.00
0.87
0.00
1.07
0.43
2.61
0.81
1.37
12.00
1.73
0.77
1.36
0.57
2.47
1.43
3.19
0.49
4.94
4.25
2.03
1.14
0.80
0.87
0.42
0.95
5.79

Security Name
MERRILL LYNCH MTG INVS NIM TR
MERRILL LYNCH MTG INVS TR
MORGAN STANLEY ABS
MORGAN STANLEY ABS CAP I
MORGAN STANLEY DEAN WITTER
NATIONAL COLLEGIATE STDNT LN
NELNET STUDENT LN TR
NEW CENTURY HOME EQUITY LN TR
NORTHWEST AIRLINES
NOVASTAR MTG FDG TR
OPTION ONE MTG LN TR
OPTION ONE MTG SECS CORP
OPTION ONE WOODBRIDGE LN TR
ORIGEN MANUFCTRD HSG CNTRCT TR
PROVIDENT BK HOME EQUITY LN TR
RAAC
RAAC
RAAC SER 2007 RP3 TR
RAAC SERIES
RAAC SERIES
RASC SER 2007 KS3 TR
RASC TR
RESIDENTIAL ASSET MORT PRODS
RESIDENTIAL ASSET MTG PRODS
RESIDENTIAL ASSET SEC MTG PASS
RESMAE MTG LN TR
SASCO ARC CO / SASCO ARC CORP
SAXON ASSET SECS TR
SB FIN NIM TR
SECURITIZED ASSET BACKED RECD
SHARPS SP I LLC NET INT MARGIN
SLM PRIVATE CR STUDENT LN TR
SLM PRIVATE CR STUDENT LN TR 2
SMALL BUSINESS ADMIN
STANFIELD DAYTONA CLO LTD
STRUCTURED ASSET INVT LN TR
STRUCTURED ASSET SECS CORP
TERWIN MTG TR
TERWIN MTG TR
TERWIN MTG TR
TERWIN MTG TR
VALET 2010 1 A1
WAMU ASSET BACKED CTFS WAMU
WARREN BUSINESS CENTER
WELLS FARGO HOME EQUITY TR
WOART 2010 A A1
Grand Total
Rate Maturity Date

0.47
02/25/2037
5.00
08/25/2036
0.75
03/25/2037
0.65
02/25/2037
0.42
07/25/2037
1.35
02/25/2037
0.88
09/25/2034
0.65
12/25/2035
0.67
11/25/2035
3.42
11/25/2032
0.82
02/25/2032
0.59
06/22/2017
1.32
11/25/2033
0.83
02/06/2015
0.45
03/25/2037
0.75
02/25/2035
5.44
08/25/2035
0.83
08/25/2033
0.50
11/15/2018
0.89
08/25/2031
1.55
09/25/2047
0.64
05/25/2046
0.73
10/25/2046
0.50
03/25/2037
0.45
11/25/2036
0.46
04/25/2037
0.67
01/25/2036
0.43
02/25/2037
1.13
02/25/2033
0.95
06/25/2032
0.50
02/25/2036
7.35
11/27/2033
2.93
12/25/2032
7.50
06/25/2036
0.68
10/25/2035
5.00
05/25/2035
0.60
03/15/2017
0.93
12/15/2039
6.02
08/01/2028
5.68
06/01/2028
0.57
04/27/2013
0.80
11/25/2034
0.48
02/25/2037
0.72
04/25/2034
0.47
10/25/2036
4.50
02/25/2037
3.87
07/25/2037
3.37
03/25/2037
0.43
01/25/2038
0.26
02/21/2011
0.73
05/25/2037
7.26
05/10/2014
3.35
05/25/2034
0.23
02/15/2011
Par Value
1,488,369
939,561
3,100,000
4,345,747
104,624
1,900,000
95,008
2,660,000
3,550,639
292,899
2,500,000
126,715
1,089,370
2,314,286
1,981,124
977,895
213,614
47,375
1,035,280
882,003
1,635,017
2,572,241
2,829,357
1,129,900
234,377
1,031,675
1,800,000
440,519
109,173
417,594
1,880,588
74,593
348,752
111,419
534,230
428,624
313,073
2,100,000
3,803,273
4,890,956
2,970,000
6,438,002
3,250,000
3,750,000
1,246,506
4,873,910
4,910,653
3,065,120
1,049,629
60,063,166
3,200,000
3,377,646
511,149
43,510,855
$
Book Value
1,488,369
927,068
3,100,000
4,345,747
104,614
1,900,000
95,008
2,540,332
3,392,453
294,728
2,500,000
126,729
1,095,838
2,243,479
1,981,124
958,169
212,597
47,434
1,035,017
882,437
1,635,017
2,572,241
2,829,357
1,129,900
234,377
1,031,675
1,739,964
440,481
109,282
417,931
1,880,588
3,661
351,203
111,333
517,613
427,796
311,568
2,100,000
3,803,273
4,890,956
2,970,000
6,446,184
2,985,947
3,735,761
1,246,506
4,826,992
4,860,724
3,047,898
1,049,166
60,063,166
3,200,000
6,074,299
512,484
43,510,855
4,110,550,303
Market Value
1,030,934
104,161
40,244
147,638
102,056
9,223
75,744
1,824,651
3,075,461
56,215
19,040
126,481
892,239
2,381,400
1,812,441
820,285
0
45,831
962,843
443,780
1,127,905
1,394,260
1,643,944
1,087,977
232,648
1,005,449
1,180,928
428,912
57,127
202,951
816,158
0
126,641
6,682
478,583
0
311,415
113,435
4,288,638
5,417,254
2,916,017
3,615,640
1,071,155
2,620,680
1,149,627
1,336,977
1,571,409
871,429
781,808
60,042,024
32,394
7,961,705
130,239
43,498,581
4,405,386,876
Yield
0.67
0.00
12.00
12.00
0.43
12.00
1.10
0.94
0.77
12.00
8.00
0.59
1.61
0.81
0.49
0.89
0.00
0.86
0.54
1.76
2.24
1.18
1.25
0.52
0.45
0.47
1.02
0.44
2.15
1.95
1.15
0.00
8.08
0.00
0.76
0.00
0.60
8.00
5.34
5.13
0.58
1.42
1.45
1.03
0.51
12.00
12.09
11.86
0.57
0.26
12.00
3.08
12.00
0.23

Corporate Bonds
Security Name
24 HOUR FITNESS WORLDWIDE INC
A000CK011TL01
AAC GROUP HOLDING CORP
ABITIBI CONSOLIDATED CO CDA
ABITIBI CONSOLIDATED INC
ACCELLENT INC
ACCO BRANDS CORP
ACCO BRANDS CORP
ACCURIDE CORP NEW
ACCURIDE CORPORATION
ACE CAP TR II
ACE CASH EXPRESS INC
ACTIVANT SOLUTIONS
ACXIOM CORPORATION
ADESA INC.
ADVANTAGE SALES MARKETING INC
AEROFLEX INC
AES CORP
AES CORP
AES CORP
AES CORPORATION
AES CORPORATION
AES EASTN ENERGY LP
AES IRONWOOD LLC
AES RED OAK LLC
AFFINION GROUP INC
AFLAC INC
AGA MEDICAL CORPORATION
AGY HLDG CORP
AHERN RENTALS INC
AHOLD FIN USA INC
AIFUL CORP
AK STEEL CORP
ALASKA AIRLS INC
ALASKA AIRLS INC
ALASKA COMM SYS HOLDINGS, INC
ALASKA COMMUNICATIONS SYSTEMS
ALBERTSONS INC
ALBERTSONS INC
ALERE INC
ALGOMA ACQUISTION CORP
ALH FIN LLC
ALION SCIENCE + TECHNOLOGY COR
ALLBRITTON COMMUNICATIONS
ALLIANCE HEALTHCARE SERVICES
ALLIANCE HEALTHCARE SVCS
ALLIANCE LAUNDRY SYSTEMS, INC
ALLIANCE ONE INTL INC
ALLIANT HLDGS I INC
ALLIANT TECHSYSTEMS INC
ALLIS CHALMERS ENERGY IN
ALLIS CHALMERS ENERGY INC
ALLISON TRANSMISSION INC
Rate
0.00
1.00
10.25
8.38
8.55
8.38
10.63
7.63
7.50
0.00
9.70
10.25
9.50
0.00
0.00
1.00
11.75
8.75
8.00
7.75
9.75
8.00
9.67
8.86
9.20
1.00
8.50
1.00
11.00
9.25
6.88
5.00
7.63
9.50
9.50
0.00
1.00
8.70
7.45
7.88
9.88
8.50
10.25
8.00
0.00
8.00
0.00
10.00
11.00
6.75
8.50
9.00
11.25
11.00
0.00
*** Yield calculation unavailable due to lack of data.
Maturity Date
04/22/2016
03/01/2012
10/01/2012
04/01/2015
08/01/2049
02/01/2017
03/15/2015
08/15/2015
02/26/2020
06/30/2013
04/01/2030
10/01/2014
05/01/2016
03/15/2015
10/18/2013
05/05/2016
02/15/2015
05/15/2013
10/15/2017
03/01/2014
04/15/2016
06/01/2020
01/02/2029
11/30/2025
11/30/2029
10/10/2016
05/15/2019
04/26/2013
11/15/2014
08/15/2013
05/01/2029
08/10/2010
05/15/2020
04/12/2012
10/12/2010
02/01/2012
02/01/2012
05/01/2030
08/01/2029
02/01/2016
06/15/2015
01/15/2013
02/01/2015
05/15/2018
06/01/2016
12/01/2016
01/27/2012
07/15/2016
05/01/2015
04/01/2016
03/01/2017
01/15/2014
11/01/2015
11/01/2015
08/07/2014
Par Value
450,000 $
495,719
1,857,384
217,358
1,659,828
1,779,008
2,138,938
1,404,329
72,428
500,000
21,840,391
493,997
1,609,158
273,104
508,158
149,625
1,310,707
236,171
4,126,090
465,197
987,993
1,996,306
65,952,207
897,118
74,975
399,000
20,923,924
322,469
59,280
3,174,587
1,746,000
810,000
1,255,435
1,203,798
1,218,887
300,000
199,060
2,057,111
430,000
1,250,000
177,839
1,853,628
3,347,828
474,237
298,500
790,394
468,705
250,000
1,994,693
1,673,914
2,510,871
168,354
158,079
4,585,623
220,332
Book Value
441,000
448,718
1,837,070
167,684
1,632,740
1,775,480
2,295,690
1,279,970
70,278
500,000
24,472,899
483,944
1,555,677
264,911
493,073
148,877
1,314,534
230,644
3,943,724
452,752
968,663
1,729,145
68,830,026
902,166
76,066
395,010
20,484,264
274,905
57,520
1,983,372
1,930,036
809,366
1,229,056
1,086,183
1,195,392
285,000
189,107
1,857,233
366,567
1,229,482
172,684
1,811,290
2,621,729
451,770
292,530
757,717
452,768
252,484
1,996,175
1,601,079
1,967,131
149,076
160,939
4,671,755
210,968
Market Value
416,250
414,787
1,861,631
27,606
210,811
1,713,822
2,341,977
1,282,274
165,616
497,360
30,396,263
358,837
1,496,047
271,056
431,128
147,942
1,391,918
218,369
3,737,387
429,622
946,626
2,265,595
83,429,017
780,462
66,250
379,218
29,510,438
289,416
44,910
1,211,997
2,011,258
783,675
1,426,363
1,346,545
1,416,962
288,939
191,721
1,777,809
356,900
1,221,875
134,729
1,803,704
3,019,381
418,453
292,032
651,631
454,058
254,375
1,996,484
1,921,424
2,543,926
138,422
148,290
4,716,721
200,282
Yield
0.00
1.20
10.74
***
***
8.69
9.70
8.35
3.28
0.00
6.97
14.11
10.22
0.00
0.00
1.01
11.06
9.46
8.83
8.39
10.18
7.05
7.64
10.18
10.41
1.05
6.03
1.11
14.52
***
5.97
5.17
6.71
8.49
8.17
0.00
1.04
10.07
8.98
8.06
13.03
8.74
17.78
9.07
0.00
9.70
0.00
9.83
10.99
5.88
8.39
10.95
11.99
10.69
0.00

Corporate Bonds
Security Name
ALLTEL CORP
ALLTEL CORP TRANCHE B 3
ALLY FINANCIAL INC
ALLY FINANCIAL INC
ALLY FINANCIAL INC
ALTRA HOLDINGS INC
ALTRIA GROUP INC
AMC ENTERTAINMENT INC
AMC ENTERTAINMENT, INC.
AMER AIRLN PT TRS 01 1
AMER RESIDENT SERVICES L
AMERICA MOVIL SAB DE CV
AMERICA TOWER CORP
AMERICAN ACHIEVEMENT CORP
AMERICAN ACHIEVEMENT GROUP
AMERICAN AIRLS
AMERICAN AIRLS INC
AMERICAN AIRLS PASS THRU TR
AMERICAN AXLE + MFG INC
AMERICAN AXLE + MFG INC
AMERICAN AXLE MFG INC
AMERICAN EXPRESS BK FSB
AMERICAN EXPRESS CO
AMERICAN EXPRESS CO
AMERICAN GEN FIN CORP
AMERICAN GEN FIN CORP MTN
AMERICAN GEN INSTL CAP A
AMERICAN GENERAL FINACE
AMERICAN GENERAL FINANCE CORP
AMERICAN GREETINGS CORP
AMERICAN HONDA FIN CORP
AMERICAN INTL GROUP
AMERICAN INTL GROUP
AMERICAN INTL GROUP
AMERICAN INTL GROUP INC
AMERICAN PETROLEUM TAN
AMERICAN RENAL HOLDINGS
AMERICAN STORES CO NEW
AMERICAN TIRE DIST INC
AMERICAN TOWER CORP
AMERICAN WTR CAP CORP
AMERIGAS PARTNERS L P
AMERIGAS PARTNERS L P
AMERISOURCEBERGEN CORP
AMERISTAR CASINOS INC
AMERITECH CAP FDG CORP
AMES TRUE TEMPER INC
AMES TRUE TEMPER INC
Rate
7.88
7.65
8.30
7.50
8.00
8.13
7.75
8.75
0.00
7.38
12.00
5.00
7.00
8.25
12.75
6.82
10.50
6.98
7.88
5.25
9.25
5.50
7.25
8.15
6.90
6.50
5.63
4.88
4.00
0.79
7.57
1.00
1.00
7.38
7.63
8.18
8.25
0.41
6.25
5.60
5.85
5.45
10.25
8.38
8.00
9.75
7.25
6.59
7.13
7.25
5.88
9.25
9.10
10.00
4.30
Maturity Date
07/01/2032
05/16/2015
02/12/2015
12/31/2013
11/01/2031
12/01/2016
02/06/2014
06/01/2019
01/28/2013
05/23/2016
04/15/2015
03/30/2020
10/15/2017
04/01/2012
10/01/2012
11/23/2012
10/15/2012
10/01/2012
03/01/2017
02/11/2014
01/15/2017
04/16/2013
05/20/2014
03/19/2038
12/15/2017
09/15/2017
08/17/2011
07/15/2012
03/15/2011
12/15/2011
12/01/2045
04/20/2015
04/21/2015
06/01/2016
10/01/2018
05/15/2068
08/15/2018
10/18/2011
03/15/2087
10/18/2016
01/16/2018
05/18/2017
05/01/2015
05/15/2018
06/01/2026
06/01/2017
05/15/2019
10/15/2037
05/20/2016
05/20/2015
09/15/2015
06/01/2014
06/01/2016
07/15/2012
01/15/2012
Par Value
30,130,450
2,954
3,021,796
1,799,398
13,089,953
551,391
1,529,000
3,368,157
300,000
113,931
1,000,000
1,693,000
1,673,914
555,952
621,404
276,638
1,105,427
29,417
1,745,911
1,673,914
2,991,689
3,300,000
1,350,000
46,032,632
65,609,954
82,858,737
474,237
467,329
118,559
2,180,000
1,640,068
750,875
750,000
256,878
41,010,890
63,799,283
42,697,397
400,000
67,746,950
656,031
34,733,713
20,505,445
2,455,220
1,502,436
1,499,499
1,184,627
1,673,914
45,195,675
1,030,905
50,000
110,000
335,918
16,213,134
836,957
1,451,140
Book Value
35,037,556
2,877
2,985,761
1,509,621
8,550,910
552,742
1,527,204
3,378,386
287,250
104,325
995,601
1,679,381
1,624,028
557,977
590,820
259,466
1,084,078
27,942
1,398,804
1,260,769
3,052,901
3,041,984
1,348,344
45,240,967
46,194,309
57,493,263
424,069
376,775
102,763
2,180,000
1,435,417
717,655
735,625
251,753
40,149,158
62,147,700
41,891,694
372,654
61,650,234
451,320
32,915,457
11,321,427
2,376,813
1,485,131
1,479,999
1,151,949
1,612,516
44,246,011
1,004,169
50,000
109,714
329,931
17,136,910
719,226
1,345,980
Market Value
45,045,387
2,917
2,991,839
1,635,080
13,580,759
553,499
1,769,447
3,317,033
286,071
88,852
1,000,000
1,742,740
2,190,725
558,529
531,694
246,563
1,037,501
26,998
1,553,219
1,646,935
3,042,640
3,570,972
1,540,531
72,558,980
60,693,787
75,700,187
407,357
395,733
102,236
1,954,427
1,213,267
653,181
728,813
228,379
58,200,944
58,807,352
48,582,848
377,541
53,808,358
542,337
36,309,768
21,315,798
2,427,427
1,450,739
1,161,085
1,154,837
2,190,999
57,783,391
934,417
50,000
123,187
313,619
22,727,373
955,810
1,368,224
Yield
5.27
7.75
8.38
8.25
7.71
8.09
6.70
8.88
0.00
9.46
12.00
4.86
5.35
8.21
14.90
7.65
11.19
7.60
8.85
5.34
9.10
5.08
6.35
5.17
7.46
7.11
6.55
5.76
4.64
0.88
10.23
1.15
1.03
8.30
5.37
8.87
7.25
0.44
7.87
6.77
5.60
5.24
10.37
8.67
10.33
10.00
5.54
5.16
7.86
7.25
5.25
9.91
6.49
8.76
4.56

Corporate Bonds
Security Name
AMH HLDGS INC
AMKOR TECHNOLOGIES INC
AMKOR TECHNOLOGY INC
AMN HEALTHCARE INC
AMSCAN HLDGS INC
AMSCAN HOLDINGS, INC.
AMSTED INDUSTRIES
ANADARKO PETE CORP
ANADARKO PETE CORP
ANADARKO PETE CORP
ANADARKO PETE CORP
ANCHOR GLASS CONTAINER
ANGIOTECH PHARMACEUTICAL
ANGLOGOLD HOLDINGS PLC
ANHEUSER BUSCH COS INC
ANHEUSER BUSCH INBEV WORLDWIDE
ANHEUSER BUSCH INBEV WORLDWIDE
ANHEUSER BUSCH INVEV WORLDWIDE
ANTERO RESOURCES FINANCE
AOL TIME WARNER INC
APPLETON PAPERS INC
APRIA HEALTHCARE GROUP I
AQUILEX HDG/AQUILEX FIN
ARAMARK CORP
ARAMARK CORP
ARAMARK CORPORATION
ARAMARK CORPORATION
ARCELORMITTAL
ARCH COAL INC
ARCH WESTERN FINANCE
ARCHER DANIELS MIDLAND CO
ARDENT MEDICAL SERVICES, INC
ARVINMERITOR INC
ARVINMERITOR INC
ARVINMERITOR INC
ASBURY AUTOMOTIVE GROUP INC
ASHTEAD CAP INC
ASPECT SOFTWARE INC
ASSOC MATERIALS LLC
ASURION CORP
AT+T INC
AT+T WIRELESS SVCS INC
ATI ACQUISITION CORP
ATLAS ENERGY OPER CO
ATLAS ENERGY OPERATING
ATP OIL + GAS CORPORATION
ATRIUM COS INC
AVAYA INC
AVAYA INC
AVIS BUDGET CAR RENTAL
AVIS BUDGET CAR RENTAL
AXA SA
Rate
11.25
7.38
9.25
1.00
8.75
0.00
8.13
8.70
7.63
6.45
5.75
1.00
7.75
5.38
6.00
6.45
5.75
7.20
6.38
7.75
9.38
7.70
9.75
12.38
11.13
8.50
3.85
1.00
1.00
5.38
8.75
6.75
6.75
5.38
0.00
10.63
8.13
8.75
7.63
9.00
10.63
9.88
0.00
6.30
8.75
1.00
10.75
12.13
11.88
15.00
10.13
9.75
9.63
7.75
6.38
Maturity Date
Par Value
03/01/2014
1,196,518
05/01/2018
2,839,746
06/01/2016
1,954,780
12/23/2013
170,625
05/01/2014
1,047,273
05/25/2013
831,750
03/15/2018
1,210,625
03/15/2019
20,086,967
03/15/2014
1,389,505
09/15/2036
24,271,751
06/15/2014
275,695
03/02/2016
132,837
04/01/2014
836,957
04/15/2020
12,554,354
11/01/2041
12,915,919
09/01/2037
5,858,699
04/01/2036
11,717,397
01/15/2014
2,100,000
01/15/2040
10,043,483
01/15/2019
11,717,397
12/01/2017
374,875
05/01/2032
38,500,019
06/15/2014
711,355
11/01/2014
1,847,159
12/15/2016
1,730,576
02/01/2015
3,153,796
02/01/2015
1,188,799
07/26/2016
39,594
07/26/2016
602,046
06/01/2013
2,067,000
08/01/2016
1,123,484
07/01/2013
2,510,871
12/15/2027
11,717,397
09/15/2035
22,597,837
09/09/2015
423,938
03/15/2018
2,529,262
09/15/2015
374,875
03/01/2012
215,178
03/15/2017
1,925,437
08/15/2016
1,120,185
05/15/2017
641,310
11/15/2016
1,783,859
07/03/2015
750,000
01/15/2038 137,260,938
03/01/2031
16,822,834
12/23/2014
174,125
02/01/2018
1,114,101
08/01/2017
374,488
05/01/2015
1,853,997
12/15/2012
1,567,248
11/01/2015
967,383
11/01/2015
1,082,222
03/15/2018
636,978
05/15/2016
997,073
12/29/2049
20,923,924
Book Value
1,188,755
2,767,447
2,008,620
163,800
992,624
773,034
1,206,320
24,028,788
1,392,117
23,640,011
262,809
131,508
602,541
12,272,447
12,396,176
5,717,738
11,448,390
2,112,480
9,780,496
13,582,172
379,231
41,920,866
685,262
1,978,496
1,723,512
3,165,616
1,094,354
39,594
602,046
2,063,655
1,133,633
2,421,582
11,702,566
21,594,925
415,459
2,476,244
329,427
212,663
1,816,848
1,065,647
644,389
1,805,348
725,625
132,442,229
19,660,633
167,160
1,177,002
418,995
1,729,133
1,360,863
891,074
1,073,097
632,109
912,709
19,259,371
Market Value
1,235,928
2,909,732
2,345,763
168,066
910,082
788,083
1,219,143
21,998,345
1,343,808
22,601,241
251,273
131,508
578,388
14,861,787
15,315,186
7,762,495
14,073,590
2,414,654
13,234,865
16,658,225
341,495
53,656,509
534,161
1,996,852
1,702,150
3,139,075
1,083,814
38,081
579,042
2,180,087
1,148,576
2,948,308
16,587,558
28,028,142
410,957
2,389,549
327,836
206,799
1,771,544
1,024,861
636,491
1,868,141
731,250
174,984,268
27,360,535
166,289
1,178,984
410,699
1,305,211
20,953
897,707
1,016,460
648,929
924,021
19,208,114
Yield
10.89
7.20
7.71
1.02
10.07
0.00
8.07
7.94
7.88
6.93
6.31
1.01
***
4.54
5.06
4.87
4.79
6.26
4.84
5.45
10.29
5.52
12.98
11.45
11.31
8.54
4.22
1.04
1.04
5.10
8.56
5.75
4.77
4.33
0.00
11.25
9.29
9.10
8.29
9.84
10.71
9.43
0.00
4.94
5.38
1.05
10.16
11.06
16.87
***
10.91
10.38
9.45
8.36
6.95

Corporate Bonds
Security Name
AXA SA
B+G FOODS INC
B0007A059TL01
B0009E018TC01
BAC CAP TR XI
BAC CAP TR XIII
BAKER TAYLOR ACQUISITION CORP
BALDOR ELEC CO
BALDOR ELECTRIC COMPANY
BALL CORP
BALL CORP
BANK AMER CORP
BANK OF AMERICA CORP
BANK OF MONTREAL
BARCLAYS BK PLC
BARCLAYS BK PLC UK GOVT CR
BARRINGTON BROADCASTING GROUP
BAUSCH + LOMB INC
BCP07S742 CDS USD P F .35000
BCP07S7S9 CDS USD P F .20000
BCP07S7S9 CDS USD R V 03MEVENT
BCP07S841 CDS USD R V 03MEVENT
BCP07SPQ3 CDS USD P F .62000
BCP07SPQ3 CDS USD R V 01MEVENT
BCP07SQ82 CDS USD P F .82000
BCP07SQ82 CDS USD R V 01MEVENT
BCP07SQE9 CDS USD P F .62000
BCP07SQE9 CDS USD R V 01MEVENT
BCP07SQL3 CDS USD P F .11000
BCP07SQL3 CDS USD R V 03MEVENT
BCP07SQP4 CDS USD P F .35000
BCP07SQP4 CDS USD R V 03MEVENT
BEAR STEARNS COS INC
BEAZER HOMES USA
BEAZER HOMES USA
BELO CORP
BELO CORP
BERRY PETROLEUM CO
BERRY PLASTICS CORP
BERRY PLASTICS CORP
BERRY PLASTICS CORPORATION
BERRY PLASTICS ESCROW
BERRY PLASTICS HLDG CORP
BERRY PLASTICS HLDG CORP
BERRY PLASTICS TL 7.55875
BERRY PLATICS CORP
BICENT POWER LLC
BIG WEST OIL
BIO RAD LABORATORIES INC
Rate
8.60
7.63
1.00
1.00
6.63
0.94
11.50
8.63
0.00
6.75
7.38
8.13
8.00
7.38
4.50
2.85
6.05
2.70
10.50
9.88
1.00
0.35
0.20
1.00
0.72
1.00
0.62
1.00
0.82
1.00
0.62
1.00
0.11
1.00
0.35
1.00
7.25
5.55
0.65
12.00
9.13
8.00
6.75
10.25
9.50
8.88
0.00
8.25
8.88
4.41
7.56
5.05
7.36
1.00
6.13
Maturity Date
12/15/2030
01/15/2018
06/21/2014
11/30/2014
05/23/2036
03/15/2043
07/01/2013
02/15/2017
01/31/2014
09/15/2020
09/01/2019
12/29/2049
12/29/2049
05/15/2014
04/01/2015
06/09/2015
12/04/2017
03/05/2012
08/15/2014
11/01/2015
06/20/2014
06/20/2014
06/20/2014
06/20/2014
09/20/2012
09/20/2012
12/25/2049
12/25/2049
12/25/2049
12/25/2049
12/25/2049
12/25/2049
06/20/2012
06/20/2012
06/20/2012
06/20/2012
02/01/2018
01/22/2017
08/15/2011
10/15/2017
06/15/2018
11/15/2016
05/30/2013
06/01/2014
05/15/2018
09/15/2014
04/03/2015
11/15/2015
09/15/2014
09/15/2014
06/05/2014
02/15/2015
07/31/2014
02/19/2015
12/15/2014
Par Value
3,347,828
952,484
355,677
102,095
13,391,311
810,000
1,304,151
519,602
451,376
168,694
836,957
51,355,311
46,032,632
2,000,000
3,500,000
1,800,000
57,750,029
100,000
158,079
1,343,474
7,700,000
(7,700,000)
(2,000,000)
2,000,000
(4,300,000)
4,300,000
(1,000,000)
1,000,000
(3,000,000)
3,000,000
(6,000,000)
6,000,000
(3,300,000)
3,300,000
(5,000,000)
5,000,000
38,500,019
50,917,416
970,000
468,110
1,929,733
375,437
573,036
3,560,150
1,521,509
281,156
843,973
414,957
562,312
1,475,000
503,089
374,875
68,576
175,000
513,756
Book Value
3,395,714
939,421
348,426
94,054
11,428,481
687,883
1,265,435
534,702
453,633
164,449
837,097
50,183,753
35,541,995
1,991,414
3,496,679
1,803,420
56,424,460
101,827
142,811
1,380,863
7,700,000
(7,700,000)
(2,000,000)
2,000,000
(4,300,000)
4,300,000
(755,509)
1,000,000
(3,000,000)
3,754,624
(4,489,149)
6,000,000
(3,300,000)
3,300,000
(5,000,000)
5,117,793
37,612,679
47,799,724
961,545
501,949
1,917,974
357,803
553,588
3,671,009
1,471,560
255,616
749,985
398,463
520,313
1,256,355
401,408
351,350
68,576
169,750
494,746
Market Value
4,452,676
912,589
67,111
74,162
14,341,462
478,827
851,435
533,747
449,557
155,210
1,019,531
57,658,950
52,080,542
2,232,542
3,537,678
1,829,421
68,267,252
102,512
130,326
1,370,047
7,888,411
(7,700,000)
(2,000,000)
2,019,276
(4,300,000)
4,329,734
(1,000,000)
1,730,617
(3,000,000)
5,191,850
(6,000,000)
10,383,700
(3,300,000)
3,319,560
(5,000,000)
5,076,314
52,658,933
62,847,578
970,656
509,890
1,740,623
343,823
518,399
3,721,244
1,240,829
246,517
745,709
367,071
493,034
1,264,813
406,827
323,567
59,576
175,656
460,192
Yield
6.47
7.96
5.30
1.38
6.19
1.59
17.61
8.40
0.00
7.34
6.05
7.24
7.07
6.61
4.45
2.80
5.12
2.63
12.74
9.68
0.98
0.35
0.20
0.99
0.72
0.99
0.62
0.58
0.82
0.58
0.62
0.58
0.11
0.99
0.35
0.98
5.30
4.50
0.65
11.02
10.12
8.74
7.46
9.81
11.65
10.12
0.00
9.33
10.12
5.15
9.35
5.85
8.47
1.00
6.84

Corporate Bonds
Security Name
BIO RAD LABS
BIOMET INC
BIOMET INC
BIOMET INC
BIOMET, INC.
BIOSCRIP INC
BLOCKBUSTER INC
BOEING CO
BOEING CO
BOISE PAPER HDG/CO ISSR
BOISE PAPER HOLDINGS LLC
BON TON DEPT STORES INC
BONTEN MEDIA GROUP INC
BOSTON SCIENTIFIC CORP
BOWATER CDA FIN CORP
BOYD GAMING CORP
BOYD GAMING CORP
BRITISH TELECOMMUNICATIONS PLC
BRITISH TELECOMMUNICATIONS PLC
BROCADE COMMUCATIONS SYSTEMS
BROCADE COMMUNICATIONS
BROCADE COMMUNICATIONS
BRODER BROS CO
BROOKSTONE CO INC
BROWN SHOE INC NEW
BRSP LLC (CALPINE GENCO CIT)
BUCKEYE OHIO TOB SETTLEMENT
BUCKEYE OHIO TOB SETTLEMENT
BUCYRUS INTERNATIONAL INC
BUFFALO THUNDER DEV AUTH
BUILDING MATERIALS CORP
BUILDING MATERIALS CORP
BUMBLE BEE FOODS LLC
BUNGE LIMITED FINANCE CO
BURLINGTON COAT
BURLINGTON NORTHN SANTA FE COR
BURLINGTON NORTHN SANTA FE RY
BURLINGTON RES FIN CO
BVPS II FUNDING CORP
BVPS II FUNDING CORP
BWAY CORPORATION
BWAY CORPORATION
BWAY HOLDING CO
C+S GROUP ENTERPRISES LLC
CABLEVISION SYSTEM CORP
CABLEVISION SYSTEMS CORP
CABLEVISION SYSTEMS CORP
CABLEVISION SYSTEMS CORP TL
CALENERGY CO INC
CALPERS MARINER FIXED FUND LLC
CALPINE CORP
CALPINE CORPORATION
CALUMET LUBRICANTS CO
CALUMET LUBRICANTS CO
Rate
8.00
11.63
10.00
10.38
0.00
10.25
11.75
8.75
5.13
8.00
9.00
10.25
9.00
7.38
6.00
7.95
7.13
6.75
9.38
9.88
1.00
6.88
6.63
12.00
12.00
8.75
0.00
5.88
5.88
1.00
9.38
7.50
7.00
7.75
8.50
11.13
6.15
6.74
7.20
8.68
8.89
1.00
0.00
10.00
8.38
8.63
8.00
7.75
6.67
8.48
0.00
7.25
0.00
1.00
1.00
Maturity Date
Par Value
09/15/2016
948,473
10/15/2017
2,859,181
10/15/2017
374,875
10/15/2017
6,950,662
03/25/2015
246,173
10/01/2015
39,520
10/01/2014
2,885,828
09/15/2031
25,778,274
02/15/2013
1,500,000
04/01/2020
1,858,807
11/01/2017
335,918
03/15/2014
2,329,267
06/01/2015
797,751
01/15/2040
20,923,924
01/15/2020
20,086,967
12/31/2049
19,760
02/01/2016
3,283,706
04/15/2014
65,000
12/15/2010
80,000
12/15/2030
51,253,623
10/01/2013
619,678
01/15/2020
374,875
01/15/2018
37,487
10/15/2013
720,563
10/15/2012
3,180,436
05/01/2012
395,197
06/24/2014
700,000
06/01/2047
2,600,000
06/01/2030
800,000
02/19/2016
598,525
12/15/2049
2,124,811
03/15/2020
212,278
02/15/2020
1,363,430
12/15/2015
1,509,540
06/15/2019
585,000
04/15/2014
79,039
05/01/2037
11,967,647
09/24/2010
1,168,890
08/15/2031
56,913,072
06/01/2017
17,935,987
06/01/2017
32,249,625
06/16/2017
297,143
06/16/2017
27,857
06/15/2018
919,523
05/01/2017
1,871,512
09/15/2017
5,770,949
04/15/2020
1,260,457
04/15/2018
612,556
03/29/2013
2,532
09/15/2028 109,599,511
12/31/2030
20,923,924
10/15/2017
1,804,722
03/29/2014
970,559
01/03/2015
437,366
01/03/2015
59,214
Book Value
952,810
2,826,794
360,469
7,329,441
233,249
38,347
2,124,550
29,426,887
1,527,810
1,811,587
331,544
1,931,000
776,248
20,459,927
19,484,634
17,035
2,951,067
64,566
80,825
46,635,622
624,574
371,984
36,282
884,410
2,285,380
383,359
700,000
2,549,790
795,984
595,533
1,988,208
204,669
1,331,056
1,500,582
587,669
78,188
11,083,296
1,146,506
56,581,601
18,300,156
33,428,139
295,657
27,718
907,490
1,830,474
5,776,830
1,242,857
590,345
2,443
119,225,767
20,484,264
1,723,095
899,120
393,630
53,293
Market Value
881,287
2,887,328
367,108
7,412,526
235,896
34,871
2,197,090
43,857,742
1,645,869
1,749,381
308,380
2,565,372
415,948
24,847,836
23,358,878
6,725
2,713,520
56,875
82,738
72,939,217
620,713
338,934
33,893
494,514
3,036,046
355,755
693,000
1,860,118
626,736
595,718
344,072
187,701
1,203,052
1,508,342
696,199
72,912
15,794,350
1,384,286
78,733,690
23,367,447
43,851,296
296,525
27,799
928,467
2,072,651
5,694,325
1,153,524
545,961
2,442
164,805,635
24,507,960
1,721,180
888,624
392,536
53,145
Yield
8.61
11.51
10.21
9.73
0.00
11.62
0.00
5.14
4.67
8.50
9.80
9.31
17.26
6.21
5.16
***
8.62
7.71
9.06
6.94
1.00
7.60
7.33
17.49
***
9.72
0.00
8.21
7.50
1.00
***
8.48
7.93
7.76
7.14
12.06
4.66
5.69
5.20
6.66
6.54
1.00
0.00
9.90
7.56
8.74
8.74
8.70
6.92
5.64
0.00
7.60
0.00
1.11
1.11

Corporate Bonds
Security Name
CANADIAN NAT RES LTD
CANADIAN NAT RES LTD
CANNERY CASINO RESORTS LLC 0
CAPELLA HEALTHCARE
CAPITAL AUTOMOTIVE REIT
CAPITAL ONE CAPITAL V
CAPITAL ONE CAPITAL VI
CAPITAL ONE FINL CORP
CAPMARK FINANCIAL GROUP
CAPMARK FINL GROUP INC
CAPMARK FINL GROUP INC
CARDINAL HEALTH 409, INC.
CARDTRONICS INC
CARDTRONICS INC
CARESTREAM HEALTH, INC
CARGILL INC
CARGILL INC
CARGILL INC
CARGILL INC MEDIUM NTS 144A
CARIS DIAGNOSTICS
CARMIKE CINEMAS, INC.
CARRIZO OIL GAS INC
CARROLS CORP
CASCADES INC
CASCADES INC
CASE NEW HOLLAND INC
CASE NEW HOLLAND INC
CASELLA WASTE SYS INC
CASELLA WASTE SYSTEMS IN
CATALENT PHARMA SOLUTION
CATALYST PAPER CORP
CB LEAR CORPORATION B
CBS CORP
CC HOLDINGS GS V LLC CRO
CCH II LLC/CCH II CAPITA
CCM MERGER INC.
CCO HLDGS LLC/CAP CORP
CCO HLDGS LLC/CAP CORP
CDW CORPORATION
CDW CORPORATION
CELANESE HOLDINGS LLC
CELANESE US HOLDINGS LLC
CEMEX FINANCE LLC
CENGAGE LEARNING INC
CENTEL CAPITAL CORP
CENTERPOINT ENERGY HOUSTON
CENTERPOINT ENERGY INC
CENTERPOINT ENERGY RES CORP
CENTRAL GARDEN + PET CO
CENTURY TEL ENTERPRISES INC
CENVEO CORP
CEQUEL COM HLDG I/CAP CP
CF INDUSTRIES HOLDINGS I
CF INDUSTRIES HOLDINGS I
CHAPARRAL ENERGY INC
Rate
6.75
6.25
0.00
9.25
0.00
10.25
8.88
6.75
5.88
1.00
6.30
0.00
9.25
9.25
0.00
8.89
6.13
6.00
7.41
1.00
0.00
4.38
9.00
7.88
7.75
7.88
7.13
9.75
11.00
9.50
11.00
5.75
7.88
7.75
13.50
0.00
7.88
8.13
1.00
1.00
0.00
7.10
9.50
0.00
9.00
6.95
6.85
6.63
8.25
6.88
8.88
8.63
6.88
7.13
8.88
Maturity Date
02/01/2039
03/15/2038
05/18/2014
07/01/2017
12/16/2010
08/15/2039
05/15/2040
09/15/2017
05/10/2049
12/30/2049
05/10/2017
04/10/2014
08/15/2013
08/15/2013
10/30/2013
03/31/2022
09/15/2036
11/27/2017
06/18/2027
01/29/2016
01/27/2016
06/01/2028
01/15/2013
01/15/2020
12/15/2017
12/01/2017
03/01/2014
02/01/2013
07/15/2014
04/15/2015
12/15/2016
08/01/2014
07/30/2030
05/01/2017
11/30/2016
07/13/2012
04/30/2018
04/30/2020
10/08/2012
10/08/2012
04/02/2014
04/01/2014
12/14/2016
07/03/2014
10/15/2019
03/15/2033
06/01/2015
11/01/2037
03/01/2018
01/15/2028
02/01/2018
11/15/2017
05/01/2018
05/01/2020
02/01/2017
Par Value
15,065,225
26,782,622
66,000
1,831,905
500,000
16,739,139
23,173,171
37,663,062
2,828,061
3,979,194
100,000
496,164
177,839
1,043,973
500,000
20,923,924
30,967,407
69,885,904
12,135,876
223,875
390,800
1,100,000
2,239,094
118,559
1,801,715
3,051,326
965,000
4,246,109
569,912
1,849,887
399,940
197,599
70,304,383
393,618
3,594,093
976,595
1,580,404
3,122,798
(28,113,558)
13,734,289
746,154
5,013
869,434
744,260
23,760,880
6,549,188
15,065,225
25,945,665
3,683,534
47,706,546
612,556
6,536,811
1,065,473
766,027
612,556
Book Value
14,728,703
26,061,169
33,000
1,787,792
488,750
16,203,991
22,389,314
36,796,426
1,347,126
3,952,459
99,890
430,422
169,896
1,053,413
430,000
23,909,589
30,248,121
67,770,346
11,908,120
220,517
386,892
957,452
2,219,812
113,177
1,767,902
3,040,976
942,193
4,210,729
604,985
1,585,335
437,479
73,585,238
374,186
4,149,293
935,090
1,579,209
3,154,699
(726,646)
14,102,811
705,115
5,006
850,814
653,088
22,535,306
7,137,569
15,524,232
25,168,070
3,681,013
42,890,442
590,039
6,490,675
1,041,855
749,209
505,531
Market Value
20,375,024
34,069,190
53,185
1,760,503
486,750
20,586,685
27,088,071
49,717,452
821,021
1,242,408
32,768
443,446
160,090
1,058,096
460,315
29,802,415
39,986,229
93,798,480
17,164,363
218,278
388,146
946,000
2,145,005
105,142
1,751,000
3,055,289
998,775
4,229,490
611,472
2,063,831
279,821
2,201
94,308,033
379,188
4,073,913
954,016
1,553,689
3,224,183
(823,227)
15,684,650
705,115
4,777
747,791
641,411
32,844,837
8,923,667
20,035,934
33,525,773
3,614,103
51,923,526
524,123
6,198,026
1,087,361
822,946
502,284
Yield
4.99
4.91
0.00
9.63
0.00
8.33
7.59
5.11
0.00
3.20
0.00
0.00
10.28
9.13
0.00
6.24
4.74
4.47
5.24
1.03
0.00
5.09
9.39
8.88
7.97
7.86
6.88
9.79
10.25
8.52
15.72
***
5.87
8.04
11.91
0.00
8.01
7.87
1.64
0.88
0.00
7.45
11.05
0.00
6.51
5.10
5.15
5.13
8.41
6.32
10.37
9.10
6.74
6.63
10.82

Corporate Bonds
Security Name
CHAPARRAL ENERGY INC
CHART INDS INC
CHARTER COMMUNICATIONS OPERAT
CHARTERCOMMUNICATIONSOPERATING
CHEMTURA CORP
CHESAPEAKE + POTOMAC TEL CO WV
CHESAPEAKE ENERGY CORP
CHG COMPANIES
CHIQUITA BRANDS INTL INC
CHOCTAW RESORT DEV ENTERPRISE
CHS CMNTY HEALTH SYS INC
CHS COMMUNITY HEALTH SYS INC
CHUKCHANSI ECONOMIC DEV AUTH
CIE GEN GEOPHYSIQUE
CII CARBON L L C
CINCINNATI BELL
CINCINNATI BELL INC
CINCINNATI BELL INC
CINCINNATI BELL INC NEW
CINCINNATI GAS + ELEC CO
CINEMARK USA INC
CINEMARK USA INC
CIT GROUP INC
CIT GROUP INC
CIT GROUP INC
CIT GROUP INC
CIT GROUP INC
CIT GROUP INC NEW
CIT GROUP INC NEW
CIT GROUP INC NEW
CIT GROUP INC NEW
CIT GROUP INC. (10/09)
CITIGROUP
CITIGROUP CAPITAL XXI
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIZENS COMMUNICATIONS CO
CLAIRES STORES INC
CLAIRES STORES INC
CLAIRES STORES INC
CLAIRES STORES INC
CLAIRES STORES INC
CLAIRES STORES, INC
CLARKE AMERICAN CORPORATION
CLEAR CHANNEL
Rate
8.50
9.13
1.00
0.00
1.00
8.40
7.25
6.25
6.38
6.50
1.00
8.88
7.25
8.88
6.00
8.00
9.50
11.13
8.25
8.75
1.00
7.00
6.90
8.63
1.00
10.25
10.25
7.00
7.00
0.00
7.00
7.00
7.00
7.00
3.00
5.50
8.30
8.50
8.13
6.88
5.50
6.13
6.00
5.30
9.00
7.88
7.13
10.50
8.07
9.63
9.25
1.00
0.00
1.00
1.00
Maturity Date
Par Value
12/01/2015
612,556
10/15/2015
1,290,112
09/06/2016
662,708
03/06/2014
81,634
02/11/2011
700,000
10/15/2029
19,413,053
12/15/2018
1,499,499
01/15/2018
50,000
06/15/2015
40,000
08/15/2017
6,356,742
12/20/2013
225,000
12/01/2015
1,076,652
11/15/2019
1,039,369
07/15/2015
5,868,269
07/13/2014
984,532
11/15/2013
299,900
05/15/2016
74,975
11/15/2015
256,878
10/15/2017
512,794
03/15/2018
1,793,008
06/09/2017
575,000
02/15/2015
120,000
06/01/2025
30,967,407
06/15/2019
3,134,257
04/29/2016
398,000
05/01/2016
411,037
05/01/2017
852,089
05/01/2017
31,413,140
05/01/2016
21,575,359
01/20/2012
250,000
05/01/2013
97,149
05/01/2014
13,047,300
05/01/2015
9,815,730
05/01/2013
6,585,126
01/18/2012
970,200
02/15/2017
19,250,010
12/21/2077
1,889,271
05/22/2019
4,000,000
07/15/2039
25,108,708
03/05/2038 167,391,388
04/11/2013
1,610,000
05/15/2018
6,695,656
08/15/2017
56,165,244
01/07/2016
4,184,785
08/15/2031
562,312
01/15/2027
110,000
03/15/2019
3,099,897
06/01/2017
928,713
05/29/2014
1,024,812
06/01/2015
3,612,842
06/01/2015
1,673,914
05/29/2014
93,382
05/24/2014
497,436
03/26/2014
547,056
01/29/2016
594,668
Book Value
504,960
1,285,194
662,708
75,128
696,500
21,251,713
1,355,777
49,649
40,116
5,576,610
216,000
1,097,178
1,019,099
5,930,069
984,532
292,354
75,664
225,278
482,028
1,749,894
557,750
119,580
30,600,693
3,203,846
394,518
407,171
840,735
23,136,849
15,899,339
255,625
108,544
10,222,933
6,988,811
4,965,604
993,291
18,327,236
1,806,959
4,077,144
24,097,991
162,557,076
1,605,454
6,356,577
55,052,759
4,003,103
369,928
113,690
2,884,559
698,724
833,120
2,877,786
1,158,107
77,059
426,551
468,114
436,138
Market Value
507,744
1,233,283
616,836
75,622
701,169
26,157,912
1,410,376
50,500
41,300
7,117,678
216,000
1,060,548
639,197
5,924,483
945,397
191,237
69,324
222,655
485,543
1,576,188
557,572
112,500
42,345,237
3,105,501
385,762
375,509
778,440
31,506,773
21,961,190
254,430
93,020
13,445,996
10,493,068
7,288,533
1,001,324
22,356,762
1,649,690
4,771,341
35,119,100
205,107,078
1,669,014
8,200,896
68,202,902
4,937,544
475,106
99,275
2,804,334
670,476
838,008
3,612,798
1,681,246
76,360
409,842
467,732
449,473
Yield
10.25
9.55
1.07
0.00
1.00
6.23
7.71
6.19
6.17
5.81
1.04
9.01
11.79
8.79
6.25
12.55
10.27
12.83
8.71
9.95
1.03
7.47
5.05
8.70
1.03
11.22
11.22
6.98
6.88
0.00
7.31
6.79
6.55
6.32
2.91
4.74
9.51
7.13
5.81
5.61
5.31
5.00
4.94
4.49
10.65
8.73
7.88
14.54
9.87
9.63
9.21
1.22
0.00
1.17
1.32

Corporate Bonds
Security Name
CLEAR CHANNEL COMMUNICATION
CLEAR CHANNEL COMMUNICATIONS
CLEAR CHANNEL WORLDWIDE
CLEAR CHANNEL WORLDWIDE
CLEARWIRE COMM
CLEARWIRE COMM/FINANCE
CLEAVER BROOKS INC
CLOUD PEAK ENRGY RES/FIN
CMP SUSQUEHANNA CORP.
CMS ENERGY CORP
CMS ENERGY CORP
CNG HOLDINGS INC
COCA COLA CO
COCA COLA ENTERPRISES INC
COCA COLA ENTERPRISES INC
COFFEYVILLE RESOURCES
COFFEYVILLE RESOURCES/FIN
COINMACH TERM
COLT DEFENSE/FINANCE
COLUMBIA/HCA HEALTHCARE CORP
COLUMBIA/HCA HEALTHCARE CORP
COMCAST CABLE COMMUNICATIONS
COMCAST CORP NEW
COMCAST CORP NEW
COMMONWEALTH BANK AUST
COMMONWEALTH EDISON CO
COMMONWEALTH EDISON CO
COMMSCOPE INC
COMMUNITY HEALTH SYSTEMS, INC.
COMMUNITY HEALTH SYSTEMS, INC.
COMPAGNIE GENERALE DE
COMPAGNIE GENERALE DE
COMPAGNIE GENERALE DE GEOPHYSI
COMPLETE PRODTN SVCS INC
COMPTON PETE FIN CORP
COMPUCOM SYS INC
COMSTOCK RESOURCES INC
CONAGRA INC
CONAGRA INC
CONCHO RESOURCES INC
CONNACHER OIL + GAS
CONNACHER OIL + GAS LTD
CONOCOPHILLIPS CDA FDG CO I
CONSECO, INC.
CONSOL ENERGY
CONSOL ENERGY INC
CONSOLIDATED CONTAINER COMPANY
CONSOLIDATED CONTAINER COMPANY
CONSTELLATION BRANDS INC
CONSUMERS ENERGY CO
Rate
0.00
11.00
10.75
5.50
4.40
9.25
9.25
12.00
12.00
12.25
8.25
0.00
8.75
1.25
12.25
4.88
8.50
8.00
10.88
9.00
1.00
8.75
9.00
7.69
8.88
6.45
5.65
0.71
6.45
5.90
0.00
0.00
0.00
7.50
7.50
7.75
8.00
7.63
12.50
8.38
9.75
5.82
8.63
11.75
10.25
5.63
0.00
8.25
8.00
0.00
0.00
7.25
7.25
0.00
5.50
Maturity Date
01/28/2016
08/01/2016
08/01/2016
12/15/2016
05/15/2011
12/15/2017
12/15/2017
12/01/2015
12/01/2015
05/01/2016
12/15/2017
05/05/2013
06/15/2019
01/15/2013
02/15/2015
03/15/2019
02/01/2022
09/15/2022
04/01/2017
04/01/2015
12/15/2012
11/15/2017
12/15/2014
06/15/2025
05/01/2017
03/15/2037
06/15/2035
07/12/2013
01/15/2038
03/15/2036
11/19/2014
07/25/2014
07/25/2014
05/15/2015
05/15/2015
05/15/2017
12/15/2016
12/01/2013
10/01/2015
10/15/2017
03/01/2021
06/15/2017
10/01/2017
07/15/2014
12/15/2015
10/15/2016
10/10/2013
04/01/2020
04/01/2017
03/28/2014
09/28/2014
09/01/2016
05/15/2017
06/05/2013
08/15/2016
Par Value
1,100,000
1,363,430
355,677
25,307,233
138,319
2,931,770
8,655,044
7,105,152
2,267,107
2,914,273
1,275,000
596,614
2,888,794
2,000,000
316,158
20,923,924
28,456,536
7,532,612
1,634,166
1,749,502
1,400,000
2,710,207
1,899,707
230,000
36,909,801
22,597,837
8,369,569
10,400,000
69,467,426
17,576,096
184,777
2,038,129
104,591
955,930
175,000
90,000
195,000
1,970,946
414,957
2,177,994
5,169,046
19,213,184
2,779,019
118,559
513,756
1,485,000
651,686
3,711,278
4,227,277
702,035
100,000
829,914
3,347,828
1,000,000
49,798,938
Book Value
913,000
886,042
249,718
14,848,380
123,439
2,941,096
8,791,957
6,939,321
2,238,116
2,893,414
1,295,367
477,291
2,860,300
2,000,000
292,623
21,032,959
31,316,957
8,547,684
1,615,395
1,741,872
1,271,088
2,674,441
1,913,769
240,548
39,624,226
21,948,800
8,177,969
10,400,000
67,819,188
17,038,347
176,231
1,992,007
102,224
945,567
177,254
92,142
198,339
1,569,216
388,755
2,193,075
5,970,473
18,688,843
2,804,213
113,445
361,063
1,371,084
635,394
3,667,198
4,170,215
658,157
87,250
807,984
3,131,644
1,000,000
48,780,863
Market Value
837,716
826,339
222,699
14,067,496
117,117
2,857,842
8,473,119
6,799,408
2,220,208
2,735,550
1,262,250
507,122
3,625,896
1,885,000
284,604
27,106,963
46,543,094
11,944,766
1,557,284
1,678,687
1,188,250
2,087,369
1,825,923
205,850
54,093,515
28,552,203
9,658,177
10,359,846
94,677,702
22,577,506
180,158
1,898,007
97,400
829,450
166,688
85,275
190,613
1,566,425
389,262
2,186,319
8,255,214
25,035,002
2,733,660
113,067
452,179
1,684,485
629,014
4,280,984
4,631,659
637,679
84,500
746,162
3,975,191
968,210
64,524,130
Yield
0.00
18.15
17.17
9.89
5.20
9.49
9.45
12.54
12.25
13.05
8.33
0.00
6.97
1.33
13.61
3.76
5.20
5.04
11.41
9.38
1.18
11.36
9.36
8.59
6.06
5.10
4.90
0.72
4.73
4.59
0.00
0.00
0.00
8.64
7.87
8.18
8.18
9.59
13.33
8.34
6.11
4.47
8.77
12.32
11.65
4.96
0.00
7.15
7.30
0.00
0.00
8.06
6.11
0.00
4.24

Corporate Bonds
Security Name
CONTINENTAL AIRLS PTHRU
CONTINENTAL RESOURCES
CONTINENTAL RESOURCES
COOPER STANDARD AUTOMOTI
COPANO ENERGY LLC/COPANY
CORNELL COMPANIES INC
CORP ANDINA DE FOMENTO
COUNTRYWIDE CAP III
COVANTA ENERGY CORPORATION
COVENTRY HEALTH CARE INC
COVENTRY HLTH CARE INC
COX COMMUNICATIONS INC NEW
COX COMMUNICATIONS INC NEW
CPG INTL I INC
CPG INTL I INC
CPM HOLDINGS INC
CRC HLTH CORP
CREDIT SUISSE
CREDIT SUISSE N Y
CRICKET COMMUNICATION
CRICKET COMMUNICATIONS
CRICKET COMMUNICATIONS INC
CROSSTEX ENERGY LP/CROSS
CROWN AMERS LLC / CROWN AMERS
CROWN AMERS LLC + CAP CORP
CROWN CASTLE INTL CORP
CROWN CASTLE OPERATING COMPANY
CSC HLDGS INC
CSC HLDGS INC
CSC HLDGS INC
CSC HLDGS INC
CSC HLDGS LLC
CSC HOLDINGS INC
CSX CORP
CSX CORP
CSX CORP
CSX CORP MTNS BOOK ENTRY
CUMULUS MEDIA, INC.
CUSTOM BUILDING PRODUCTS
CVS CORP
CW MEDIA HOLDINGS INC
CYTEC INDUSTRIES INC
DAIMLER CHRYSLER HLDGS
DANA CORP
DAVE + BUSTER S INC
DAVIDS BRIDAL
DAVITA INC
DAVITA INC
DCP MIDSTREAM LLC
DCP MIDSTREAM LLC
DEALER COMPUTER SERVICES INC.
DEAN FOODS COMPANY
DELHAIZE AMER INC
Rate
7.34
8.25
7.38
8.50
7.75
10.75
8.13
8.05
0.00
6.30
6.13
5.95
8.38
5.50
7.18
10.50
10.63
10.75
5.40
6.00
9.38
7.75
10.00
8.88
7.63
7.75
9.00
7.13
0.00
7.63
7.63
6.75
7.88
8.50
0.00
6.15
6.22
6.25
6.80
0.00
1.00
6.12
0.00
8.95
8.50
1.00
11.00
1.00
7.25
6.63
6.75
5.35
1.00
0.00
9.00
Maturity Date
04/19/2014
10/01/2019
10/01/2020
05/01/2018
06/01/2018
07/01/2012
06/04/2019
06/15/2027
02/10/2014
08/15/2014
01/15/2015
03/15/2017
03/01/2039
10/01/2015
07/01/2012
07/01/2013
09/01/2014
02/01/2016
01/14/2020
02/15/2018
11/01/2014
05/15/2016
07/15/2015
02/15/2018
11/15/2013
11/15/2015
01/15/2015
11/01/2019
03/06/2014
04/01/2011
07/15/2018
04/15/2012
02/15/2018
04/15/2014
03/29/2016
05/01/2037
04/30/2040
03/15/2018
12/01/2028
06/07/2013
03/17/2015
01/10/2013
02/15/2015
07/01/2017
01/18/2031
01/31/2013
06/01/2018
01/31/2014
03/15/2015
03/15/2013
09/15/2037
03/15/2020
04/21/2017
04/02/2014
04/15/2031
Par Value
1,967,214
749,749
1,748,889
1,215,254
1,945,307
790,394
5,100,000
562,312
576,726
1,306,000
165,000
420,000
25,108,708
12,554,354
541,417
831,122
2,145,422
4,885,517
34,315,235
20,923,924
1,928,827
4,125,622
1,680,626
1,095,376
1,150,814
749,749
702,164
374,875
2,076,951
224,925
894,749
880,955
5,546,566
98,799
221,695
1,673,914
30,774,907
46,032,632
19,417,401
500,000
159,576
1,582,613
945,653
2,600,000
51,054,373
(41,847,847)
2,440,334
264,953
414,957
856,185
38,500,019
567,000
309,821
497,436
7,532,612
Book Value
1,889,963
752,316
1,696,857
1,204,980
1,872,833
767,736
5,890,370
527,759
549,078
1,279,758
160,302
379,396
24,490,291
11,925,627
496,375
806,063
2,216,429
4,429,110
33,515,994
20,518,363
1,893,982
4,005,400
1,701,351
1,093,044
1,123,351
741,853
739,224
353,689
2,070,495
218,602
858,316
842,057
5,268,704
90,123
213,164
1,251,677
30,192,676
45,073,697
18,835,328
450,000
157,981
1,600,374
891,278
2,593,664
55,809,169
(2,048,426)
2,407,980
241,107
393,541
818,270
37,525,572
566,406
307,498
470,077
9,149,790
Market Value
1,846,835
713,726
1,993,430
1,193,606
1,861,631
713,272
6,275,828
508,401
533,760
1,371,300
168,483
399,000
39,977,345
16,106,654
521,733
821,547
2,216,298
4,318,501
40,181,770
25,879,409
1,838,957
4,636,027
1,749,888
1,085,787
1,053,909
708,603
736,959
333,812
1,971,297
210,020
837,306
830,602
6,487,204
91,801
214,705
2,120,100
39,471,787
61,684,605
25,795,026
450,000
157,981
1,695,295
917,879
3,173,948
75,963,292
(2,303,748)
2,342,770
243,757
369,845
976,825
47,628,560
579,735
305,369
460,596
11,887,402
Yield
7.82
8.67
6.47
8.65
8.10
11.91
6.60
8.90
0.00
6.00
6.00
6.26
5.26
4.29
7.45
10.62
10.29
12.16
4.61
4.85
9.83
6.90
9.60
8.95
8.33
8.20
8.58
8.00
0.00
8.17
8.15
7.16
6.73
9.15
0.00
4.86
4.85
4.66
5.12
0.00
1.01
5.71
0.00
7.33
5.71
18.17
11.46
1.09
8.13
5.81
5.46
5.23
1.01
0.00
5.70

Corporate Bonds
Security Name
DELTA AIR LINES
DELTA AIR LINES
DELTA AIR LINES INC
DELTA AIR LINES INC DEL PASS T
DELUX ENTERTAINMENT SERVICES
DELUXE ENTERTAINMENT SERVICES
DELUXE ENTERTAINMENT SERVICES
DENBURY RES INC
DENBURY RESOURCES INC
DENNYS HLDGS INC
DEUTSCHE BK AG LONDON
DEUTSCHE TELEKOM INTL FIN
DEUTSCHE TELEKOM INTL FIN B V
DEVON ENERGY CORP
DEVON FING CORP U L C
DEVON FING CORP U L C
DEX ONE CORP
DEXIA CREDIT LOCAL
DEXIA CREDIT LOCAL
DEXIA CREDIT LOCAL
DI FIN SUB LLC
DILLARD KENNER LA
DISCOVER FINL SVCS
DISH DBS CORP
DISNEY WALT CO NEW MTN BOOK
DJO FIN LLC
DJO FIN LLC DJO FIN CORP
DOLE FOOD COMPANY INC
DOLE FOOD COMPANY INC
DOLE FOOD INC
DOLE FOODS CO
DOLE FOODS CO INC TERM LOAN
DOLLAR GENERAL CORP.
DOMINION RES INC
DOMINION RES INC VA NEW
DOMINION RES INC VA NEW
DOMTAR CORP
DONNELLEY R R + SONS
DOW CHEM CO
DRESSER INC.
DRESSER, INC.
DUKE ENERGY CAROLINAS LLC
DUNE ENERGY INC
DYNCORP INTERNTL INC
DYNEGY HLDGS INC
DYNEGY HLDGS INC
DYNEGY HOLDING INC
DYNEGY HOLDINGS INC
DYNEGY HOLDINGS INC
DYNEGY HOLDINGS INC.
E TRADE FINL CORP
E0006V018TD01
Rate
12.25
9.50
0.00
7.78
0.00
0.00
0.00
7.50
8.25
10.00
6.00
8.75
9.25
7.95
6.88
7.88
12.00
2.75
1.19
0.54
9.50
9.25
6.45
7.88
5.63
10.88
11.75
1.00
0.00
8.75
8.00
1.00
1.00
7.00
4.75
5.95
9.50
11.25
6.13
4.95
5.50
8.55
0.00
0.00
6.00
10.50
10.38
8.38
7.50
7.63
7.75
7.50
0.00
12.50
1.00
Maturity Date
03/15/2015
09/15/2014
09/27/2013
07/02/2013
01/28/2011
01/28/2011
01/28/2011
12/15/2015
02/15/2020
10/01/2012
09/01/2017
06/15/2030
06/01/2032
04/15/2032
09/30/2011
09/30/2031
01/29/2017
01/10/2014
09/23/2011
01/12/2012
02/15/2013
01/15/2013
06/12/2017
09/01/2019
09/15/2016
11/15/2014
11/15/2014
03/02/2017
08/30/2010
07/15/2013
10/01/2016
03/02/2017
07/07/2014
06/15/2038
12/15/2010
06/15/2035
08/01/2016
02/01/2019
01/15/2017
04/01/2014
05/15/2015
05/15/2019
05/04/2015
05/04/2014
01/15/2038
06/01/2012
07/01/2017
05/01/2016
06/01/2015
10/15/2026
06/01/2019
06/01/2015
04/02/2013
11/30/2017
04/19/2015
Par Value
2,341,389
979,301
744,375
123,807
25,000
383,432
41,568
2,510,871
1,039,040
1,519,766
26,782,622
73,233,732
68,140,012
10,043,483
760,000
39,336,976
152,368
2,300,000
5,400,000
8,700,000
82,000
2,026,150
200,000
2,171,945
1,655,000
1,666,934
2,683,337
353,459
83,278
374,875
1,119,235
142,309
427,918
7,532,612
580,000
29,653,384
138,319
1,250,000
6,695,656
3,000,000
18,413,053
1,523,000
2,279,901
200,000
15,065,225
2,929,349
911,860
1,442,470
468,110
1,638,384
3,461,341
2,080,180
250,000
2,722,181
1,152,732
Book Value
2,341,664
943,501
750,888
110,792
23,500
360,426
39,074
2,399,570
1,024,217
1,535,222
26,125,005
82,840,115
82,042,788
11,712,459
773,955
45,695,519
188,316
2,308,563
5,400,000
8,700,000
82,614
1,983,576
199,717
2,161,396
1,570,550
1,733,123
2,722,996
351,883
83,278
382,122
1,116,591
141,674
410,801
7,408,597
577,198
28,890,236
142,427
1,249,914
6,521,149
2,924,035
18,011,636
1,555,520
2,091,942
184,750
14,739,197
2,235,735
910,707
1,170,340
417,647
1,107,353
2,968,675
1,840,278
241,979
3,017,623
891,013
Market Value
2,483,054
927,320
745,774
109,795
22,125
339,337
36,788
2,970,365
1,215,896
1,513,581
34,518,703
110,477,633
108,620,350
14,933,217
812,003
57,909,455
145,131
2,315,539
5,406,885
8,647,156
84,153
2,373,207
198,850
2,115,242
1,925,150
1,698,621
2,719,068
352,331
83,013
351,740
1,085,536
141,855
409,290
10,755,768
590,041
38,029,251
137,459
1,500,000
7,920,973
2,985,000
21,459,170
1,857,094
2,115,976
182,876
20,233,116
2,436,091
908,904
1,017,271
367,608
1,000,034
2,380,064
1,624,823
234,563
2,876,219
516,788
Yield
11.55
10.03
0.00
8.77
0.00
0.00
0.00
6.34
7.05
10.04
4.66
5.80
5.80
5.35
6.43
5.35
12.95
2.73
1.19
0.55
9.26
7.90
6.49
8.09
4.84
10.67
11.60
1.00
0.00
9.33
8.25
1.00
1.05
4.90
4.67
4.64
9.56
9.37
5.18
4.97
4.72
7.01
0.00
0.00
4.47
***
10.41
11.88
9.55
12.49
13.89
9.60
0.00
11.83
2.23

Corporate Bonds
Security Name
EASTMAN CHEMICAL
EASTMAN KODAK CO
EASTON BELL SPORTS INC
ECHOSTAR DBS CORP
ECHOSTAR DBS CORP
ECHOSTAR DBS CORP
ECHOSTAR DBS CORP
EDF S A
EDISON MISSION ENERGY
EDUCATION MANAGEMENT LLC
EDWARDS (CAYMAN ISLAND II) LTD
EL PASO CORP
EL PASO CORP
EL PASO CORP
EL PASO CORP
EL PASO CORP
EL PASO CORP
EL PASO ENERGY CORP
EL PASO ENERGY CORP MTN
EL PASO PERFORMANCE LINKED TR
ELDORADO CASINO SHREVEPORT JT
ELIZABETH ARDEN INC
EMBARQ CORP
EMBARQ CORP
EMDEON BUSINESS SERVICES LLC 2
EMMIS OPERATING COMPANY
ENCANA CORP
ENCANA CORP
ENERGY FUTURE HLDGS CORP
ENERGY FUTURE HLDGS CORP
ENERGY FUTURE HOLDINGS
ENERGY TRANSFER PARTNERS L P
ENERGY TRANSFER PARTNERS LP
ENTERPRISE PRODS OPER L P
ENTERPRISE PRODUCTS OPER
ENTRPRISE PRODUCTS OPER
EOG RES INC
EOG RES INC
EQUINIX INC
EQUINOX HOLDINGS INC
ESCO CORP
ESCO CORP
ESSAR STEEL ALGOMA INC
EXELON CORP
EXIDE TECHNOLOGIES
EXPRESS LLC
EXPRO FINANCE LUXEMBOURG
F00056031TL01
FAGE DAIRY INDU
FEDERAL EXPRESS CORP
Rate
5.50
9.75
9.75
7.13
7.13
6.63
7.75
6.95
7.63
7.20
7.00
7.50
0.00
0.00
7.42
8.25
7.88
7.00
7.25
7.00
8.05
7.75
7.75
10.00
7.75
8.00
7.08
0.00
0.00
6.63
6.50
11.25
10.88
10.00
7.50
6.63
8.38
6.88
6.65
6.45
6.13
6.88
5.88
8.13
9.50
8.63
4.41
9.38
5.63
10.50
8.75
8.50
1.00
9.88
11.13
Maturity Date
11/15/2019
03/01/2018
12/01/2016
02/01/2016
02/01/2016
10/01/2014
05/31/2015
01/26/2039
05/15/2027
05/15/2019
05/15/2017
06/15/2013
06/03/2013
05/31/2014
02/15/2037
02/15/2016
06/15/2012
06/15/2017
06/01/2018
06/15/2017
10/15/2030
01/15/2032
07/15/2011
08/01/2012
01/15/2014
06/01/2036
06/01/2016
05/16/2014
11/02/2013
08/15/2037
02/01/2038
11/01/2017
11/01/2017
01/15/2020
07/01/2038
10/15/2036
08/01/2066
03/01/2033
10/15/2034
09/01/2040
10/15/2039
10/01/2018
09/15/2017
03/01/2018
02/01/2016
12/15/2013
12/15/2013
03/15/2015
06/15/2035
03/15/2013
03/01/2018
12/15/2016
12/15/2014
02/01/2020
12/26/2015
Par Value
506,000
731,115
3,486,505
824,724
160,000
3,544,975
2,510,871
62,771,771
474,237
1,580,789
3,499,508
731,115
496,046
425,376
928,713
237,118
822,010
412,362
3,391,826
836,957
1,027,513
2,510,871
573,036
599,057
434,717
60,679,378
45,898,804
500,000
621,879
23,434,794
46,032,632
1,069,056
9,035,661
1,328,633
19,250,010
11,717,397
1,124,624
7,532,612
11,717,397
41,847,847
7,532,612
8,369,569
34,315,235
1,129,814
3,377,746
430,661
234,055
395,197
31,804,364
1,445,000
790,394
1,896,947
157
1,899,707
17,835,648
Book Value
506,268
697,825
3,549,886
786,782
159,653
3,489,044
2,369,385
60,604,682
460,158
1,276,936
2,746,185
672,906
466,283
357,694
851,052
211,497
811,495
400,437
3,100,519
754,465
998,160
2,023,627
560,953
626,732
424,386
58,196,325
45,503,613
488,750
534,816
22,807,019
44,970,162
820,426
7,075,479
1,350,350
18,663,462
11,376,181
995,592
6,880,605
11,275,328
40,774,667
7,413,374
8,157,537
33,577,509
1,100,147
3,336,718
427,008
210,465
378,358
30,914,696
1,466,475
764,575
1,796,898
120
1,769,210
20,120,118
Market Value
542,179
641,857
3,593,116
753,168
160,400
3,538,299
3,029,184
88,616,862
239,871
866,493
2,255,810
560,403
453,495
338,867
744,775
221,378
769,218
373,530
3,753,558
974,798
905,360
2,906,320
526,460
491,215
384,550
71,709,359
56,594,779
484,690
542,589
30,839,474
59,857,645
619,341
6,643,107
1,301,674
22,515,243
12,334,713
1,023,206
9,416,109
14,294,789
49,923,245
8,602,524
11,840,252
45,666,129
1,035,676
3,350,309
424,219
212,551
334,621
36,338,063
1,459,450
716,794
1,614,636
160
1,585,297
28,202,441
Yield
5.13
11.11
9.46
7.80
7.11
6.64
6.42
4.92
15.08
13.14
10.86
9.78
0.00
0.00
9.25
8.84
8.42
7.73
6.55
6.01
9.14
6.70
8.44
12.20
8.76
6.77
5.74
0.00
0.00
5.03
5.00
19.42
14.79
10.21
6.41
6.29
9.21
5.50
5.45
5.41
5.36
4.86
4.41
8.86
9.58
8.76
4.86
11.07
4.92
10.40
9.65
9.99
0.98
11.83
7.04

Corporate Bonds
Security Name
FEDERAL EXPRESS CORP
FEDERAL MOGUL CORPORATION
FERRELLGAS L P
FERRELLGAS L P
FERRELLGAS PARTNERS LP
FGI HOLDING CO INC
FIREKEEPERS DEV AUTH
FIRST AMERICAN CORPORATION
FIRST DATA CORP
FIRST DATA CORP
FIRST DATA CORPORATION
FIRST DATA CORPORATION
FIRST DATA TERM B2 1
FIRST DATA TERM LN B1 2.99625
FIRST DATA TERM LOAN B1 3.0325
FIRST DATA TERM LOAN B3 3.0325
FIRST ENERGY CORP
FIRST LIGHT POWER RESOURCES
FIRST LIGHT POWER RESOURCES
FIRSTENERGY CORP
FLEXTRONICS INTERNATIONAL LTD
FLORIDA PWR + LT CO
FLORIDA PWR + LT CO
FLORIDA PWR CORP
FMC FIN III SA
FORBES ENERGY SVCS LLC
FORD HLDGS INC
FORD MOTOR COMPANY
FORD MOTOR COMPANY
FORD MOTOR COMPANY
FORD MOTOR CREDIT CO LLC
FORD MOTOR TERM LOAN B 3.25
FORD MOTOR TERM LOAN B 3.51
FORD MTR CO DEL
FORD MTR CR CO
FORD MTR CR CO
FORD MTR CR CO
FORD MTR CR CO
FORD MTR CR CO
FOREST CITY ENTERPRISES INC
FOREST CITY ENTERPRISES INC
FOREST OIL CORP
FOREST OIL CORPORATION
FORTUNE BRANDS INC
FORTUNE BRANDS INC
FREEDOM GROUP INC
FREEDOM GROUP INC
FREEPORT MCMORAN COPPER + GOLD
FREESCALE SEMICONDUCTOR
FREESCALE SEMICONDUCTOR INC
Rate
10.70
1.00
6.75
6.75
8.63
11.25
13.88
0.00
11.25
9.88
10.55
9.88
1.00
3.00
3.04
3.04
3.03
3.03
7.38
1.00
1.00
6.45
1.00
6.20
5.65
6.35
6.88
11.00
9.30
7.45
1.00
0.00
8.70
3.25
3.51
9.22
8.00
7.80
7.00
8.13
3.05
7.63
6.50
7.25
8.50
5.88
5.38
10.25
10.25
8.38
10.13
9.25
10.13
8.88
9.13
Maturity Date
03/11/2013
12/27/2013
05/01/2014
05/01/2014
06/15/2020
10/01/2015
05/01/2015
04/12/2016
03/31/2016
09/24/2015
09/24/2015
09/24/2015
09/24/2014
09/24/2014
09/24/2014
09/24/2014
09/24/2014
09/24/2014
11/15/2031
11/01/2013
11/01/2013
11/15/2011
10/01/2014
06/01/2036
02/01/2037
09/15/2037
07/15/2017
02/15/2015
03/01/2030
07/16/2031
12/15/2013
12/16/2013
10/01/2014
12/16/2013
12/16/2013
09/15/2021
12/15/2016
06/01/2012
10/01/2013
01/15/2020
01/13/2012
06/01/2015
02/01/2017
06/15/2019
02/15/2014
01/15/2036
01/15/2016
08/01/2015
08/01/2015
04/01/2017
12/15/2016
04/15/2018
03/15/2018
12/15/2014
12/15/2014
Par Value
13,537,476
(62,771,771)
93,719
37,487
454,477
637,287
1,572,567
150,000
937,364
5,398,753
13,226,165
1,179,976
496,173
343,005
9,477
706,867
18,587
35,271
13,079,126
8,811
494,174
51,000
498,718
15,065,225
34,733,713
11,717,397
220,000
2,510,871
21,568,380
1,758,628
1,835,734
741,358
2,747,660
118,071
2,052,397
751,328
6,287,209
553,276
632,316
5,179,487
8,255,000
20,000
52,000
1,908,332
374,875
23,002,088
32,641,321
316,158
217,358
4,875,000
1,354,235
5,868,740
524,283
434,717
7,357,943
Book Value
14,280,631
(3,687,168)
85,169
32,833
440,985
609,354
1,802,783
148,500
771,475
4,758,985
11,568,844
1,082,116
424,849
257,767
6,756
503,909
13,250
26,254
14,764,682
8,084
453,404
51,673
480,016
14,745,496
33,898,554
11,457,452
217,261
2,098,624
16,731,644
1,451,831
1,736,172
665,369
2,677,205
108,161
1,930,691
665,178
4,774,223
539,920
579,547
5,207,470
8,195,655
20,544
52,000
1,821,266
376,280
21,637,308
31,824,012
323,989
211,364
5,099,490
1,110,396
5,750,624
527,503
392,521
6,666,364
Market Value
23,784,444
(5,440,767)
83,666
33,467
405,068
568,931
1,839,352
149,250
583,791
3,963,152
9,392,047
896,207
416,706
263,688
7,286
542,315
14,289
27,060
16,015,463
8,128
455,875
53,896
472,849
20,667,186
44,469,392
16,204,481
222,200
2,646,860
25,389,119
1,414,612
1,732,713
699,753
2,645,096
101,965
1,772,428
673,270
5,894,466
507,801
574,654
5,744,204
8,017,669
18,325
41,600
1,850,254
356,009
25,785,235
40,634,291
293,058
201,477
5,350,313
1,246,829
5,406,254
530,750
353,554
6,403,822
Yield
6.09
11.54
7.56
7.56
9.68
12.60
11.86
0.00
18.06
13.45
14.86
13.00
1.19
3.90
3.95
3.96
3.94
3.95
6.02
1.08
1.08
6.10
1.05
4.52
4.41
4.59
6.81
14.00
7.90
9.26
1.06
0.00
9.04
3.76
4.06
10.28
8.53
8.50
7.70
7.33
3.14
8.32
8.13
7.80
8.95
5.24
4.32
11.06
11.06
7.63
15.07
10.04
10.00
10.91
10.48

Corporate Bonds
Security Name
FRONTIER COMMUNICATIONS
FRONTIER COMMUNICATIONS CORP
FSB GLOBAL HOLDINGS, INC.
FTI CONSULTING INC
FUBON BANK
G0002Z049RC01 GREEKTOWN CASINO
G00069025TC01
GANNETT CO INC
GANNETT CO INC
GARDA WORLD SECURITY COR
GARTMORE INVESTMENT MGT
GAZ CAP SA LUXEMBOURG
GCI INC
GCI INC
GENERAC ACQUISITION CORP
GENERAL CABLE CORP
GENERAL ELEC CAP CORP
GENERAL MARITIME CORP
GENERAL MTRS ACCEP CORP
GENERAL MTRS CORP
GENERAL NUTRITION CENTERS, INC
GENERAL NUTRITION CTRS INC
GENTEK HOLDING LLC
GENWORTH FINL INC
GENWORTH FINL INC
GENWORTH FINL INC
GEOEYE INC
GEOKINETICS HOLDINGS INC
GEORGIA GULF CORPORATION
GEORGIA PAC CORP
GEORGIA PAC CORP
GEORGIA PAC CORP
GEORGIA PAC CORP
GEORGIA PAC CORP
GEORGIA PACIFIC CORPORATION
GEORGIA PACIFIC LLC
GIBRALTAR INDS INC
GIBSON ENERGY/GEP MIDSTR
GLATFELTER P H CO
GLITNIR BANKI HF
GLOBAL CROSSING LTD
GLOBAL GEOPHYSICAL SVC
GMAC INC
Rate
1.00
1.00
8.13
8.25
8.25
8.50
1.00
7.75
9.00
1.00
1.00
9.38
8.75
9.75
1.00
6.21
8.63
7.25
0.00
7.13
6.38
5.50
6.15
5.88
6.00
5.63
5.00
12.00
8.00
7.25
6.75
8.25
0.00
5.75
0.00
6.52
5.75
5.65
9.63
9.75
9.00
8.00
7.25
7.13
7.00
8.88
0.00
8.25
8.00
10.00
7.13
6.69
12.00
10.50
8.00
Maturity Date
Par Value
12/02/2013
5,025
12/01/2016
750,000
10/01/2018
1,402,950
04/15/2017
1,829,961
05/01/2014
836,957
04/15/2020
3,189,074
09/29/2013
814,054
10/01/2016
335,918
12/31/2049
596,790
12/03/2012
7,777
05/18/2015
671,835
11/15/2017
316,158
11/15/2014
217,358
03/15/2017
3,028,600
05/30/2014
416,814
11/22/2016
2,000,000
11/15/2019
1,910,665
02/15/2014
11/07/2013
361,412
04/01/2017
1,673,914
11/15/2067
45,333,718
01/08/2020
4,600,000
08/07/2037 178,732,155
01/14/2038
57,750,029
08/07/2019
55,239,158
05/01/2018
8,369,569
01/08/2016
3,347,828
11/15/2017
1,329,795
11/01/2031
937,187
03/02/2011
1,050,212
12/01/2014
749,749
07/15/2023
2,500,000
09/16/2013
374,862
03/15/2014
936,617
10/29/2014
953,053
05/22/2018
1,630,000
06/15/2014
635,000
06/15/2012
1,020,000
10/01/2015
343,484
12/15/2014
750,875
01/15/2017
1,555,677
01/15/2024
2,911,938
06/01/2028
562,312
01/15/2017
138,319
01/15/2015
770,635
05/15/2031
1,673,914
12/21/2012
426,064
05/01/2016
4,032,131
12/01/2015
2,357,747
01/15/2018
1,047,273
05/01/2016
1,027,513
06/15/2016
130,000
09/15/2015
1,659,828
05/01/2017
395,197
03/15/2020
7,229,626
Book Value
4,891
660,000
1,398,788
1,790,891
791,512
3,138,615
775,387
322,787
31,457
295
651,891
309,054
208,139
2,983,055
411,857
1,967,432
1,883,155
(10)
333,403
1,615,623
44,181,705
4,773,242
172,958,837
52,569,275
55,393,104
8,262,336
3,251,701
1,395,471
428,644
1,015,470
541,601
754,114
360,805
827,006
933,992
1,630,984
630,590
1,019,892
326,263
716,142
1,545,872
2,679,581
503,050
134,544
758,509
1,782,166
413,283
3,982,655
2,268,401
1,000,023
998,544
133,815
1,694,460
372,287
7,281,572
Market Value
2,125
658,688
1,242,612
2,108,333
1,017,080
3,633,007
775,387
302,392
239,177
7,590
108,143
296,580
202,446
2,948,993
133,380
2,017,600
1,781,857
328,162
1,941,030
48,697,325
4,867,664
211,761,469
66,398,114
70,350,383
10,454,854
4,154,482
1,347,503
784,513
959,436
660,305
756,250
351,433
765,922
948,964
1,548,500
625,475
1,039,846
316,779
572,203
1,539,765
2,801,513
505,840
125,747
693,723
2,132,193
411,152
4,849,180
2,304,084
886,747
892,911
163
1,568,141
338,144
7,052,675
Yield
2.36
1.14
9.17
7.16
6.79
7.46
1.05
8.61
***
1.02
6.21
9.99
9.39
10.01
3.13
6.16
9.25
0.00
0.00
6.14
5.93
5.20
5.19
5.11
4.71
4.50
4.03
11.84
9.56
7.94
7.66
***
0.00
7.03
0.00
6.86
5.84
5.54
10.44
12.79
9.09
8.32
8.06
7.84
7.78
6.97
0.00
6.86
8.19
11.81
8.20
0.00
12.70
12.27
8.20

Corporate Bonds
Security Name
GMAC INC
GMAC INC
GMAC INC
GMAC INC
GMAC INC
GOLDEN ST TOB SECURITIZATION
GOLDEN ST TOB SECURITIZATION
GOLDMAN SACHS CAP III
GOLDMAN SACHS GROUP INC
GOLDMAN SACHS GROUP INC 1
GOLDMAN SACHS GROUP INC MTN
GOODMAN GLOBAL GRP INC
GOODYEAR TIRE + RUBBER
GOODYEAR TIRE + RUBBER C
GOODYEAR TIRE + RUBBER CO
GRAHAM PACK CO LP GPC 144A
GRAHAM PACKAGING CO L P GPC
GRAHAM PACKAGING COMPANY, L.P.
GRAPHIC PACKAGE INTL
GRAPHIC PACKAGING INTERNATIONA
GRAY TELEVISION
GRAY TELEVISION INC
GREAT ATLANTIC + PAC TEA
GREAT POINT POWER
GREEKTOWN HLDGS
GREEKTOWN HOLDINGS LLC REV 1L
GREEKTOWN NEW DD
GREEKTOWN NEW DIP
GREEKTOWN SUPERHOLDINGS
GREEKTOWN TERM LOAN 227.5M
GREENBRIER COS INC
GREENWOOD RACING TL
GREGG APPLIANCES, INC
GREIF INC
GSC HLDGS CORP / GAMESTOP INC
GTE CORP
GTE CORP
GTE CORP
GTE FLA INC
GWR OPERATING PARTNERSHIP
GXS WORLDWIDE INC
HANEBRANDS INC
HANESBRANDS INC
HANESBRANDS INC
HARRAHS OPER INC
HARRAHS OPER INC
HARRAHS OPER INC
HARRAHS OPER INC
HARRAHS OPERATING CO INC
HARRAHS OPERATING CO INC
HARRAHS OPERATING COMPANY
Rate
7.25
6.75
6.88
6.88
6.00
5.75
0.00
1.31
6.60
6.75
5.35
6.15
5.38
5.95
7.50
0.00
8.75
10.50
9.00
8.25
9.88
0.00
9.50
0.00
0.00
10.50
11.38
1.00
1.00
1.00
1.00
1.00
13.00
1.00
8.38
1.00
1.00
7.75
8.00
8.75
6.94
6.84
6.86
10.88
9.75
1.00
8.00
4.12
10.75
10.00
11.25
5.63
12.75
10.00
0.00
Maturity Date
Par Value
03/02/2011
5,271,359
12/01/2014
2,609,313
08/28/2012
2,940,756
09/15/2011
198,000
12/15/2011
5,436,000
06/01/2047
2,900,000
06/01/2037
300,000
09/29/2049
3,620,000
01/15/2012
1,170,000
10/01/2037 121,863,756
01/15/2016
5,200,000
04/01/2018
13,391,311
03/15/2020
41,847,847
01/15/2027
11,717,397
02/15/2019
44,777,196
12/15/2014
3,416,695
08/15/2020
1,033,854
05/15/2016
468,110
07/01/2015
2,320,561
01/01/2017
842,984
10/15/2014
1,170,274
04/05/2014
433,642
06/15/2017
3,067,118
05/16/2014
390,406
12/31/2014
616,205
06/29/2015
1,345,394
08/01/2015
2,968,293
02/11/2017
200,000
12/03/2012
17,888
12/02/2010
227,856
09/30/2010
48,929
09/30/2010
468,986
07/01/2015
810,154
12/03/2012
191,787
05/15/2015
2,510,871
11/28/2011
423,902
07/03/2013
174,550
08/01/2019
177,839
10/01/2012
3,347,828
11/01/2021
12,930,985
04/15/2028
33,677,473
04/15/2018
22,597,837
02/01/2028
18,413,053
04/01/2017
2,130,762
06/15/2015
2,357,894
12/10/2015
756,687
12/15/2016
1,759,648
12/15/2014
2,819,348
02/01/2016
1,916,706
12/15/2018
1,499,499
06/01/2017
7,133,288
06/01/2015
1,424,781
04/15/2018
1,284,391
12/15/2018
4,653,317
01/28/2015
826,222
Book Value
5,071,689
2,495,471
2,735,872
176,610
4,700,093
2,720,730
197,938
3,525,079
1,179,101
117,060,989
5,074,572
13,091,230
40,611,000
11,447,308
45,378,621
2,048,811
995,724
495,103
2,370,172
818,059
1,187,898
436,894
3,234,753
373,814
550,807
1,326,119
2,908,348
200,000
13,585
227,172
47,477
451,028
746,820
184,600
2,035,256
416,484
171,496
167,293
3,303,124
14,133,828
35,112,928
22,094,042
18,028,232
2,039,938
2,256,509
755,947
1,765,785
2,618,149
1,582,861
1,135,657
7,366,124
860,795
1,208,345
3,946,740
679,230
Market Value
5,148,212
2,449,433
2,833,337
200,723
5,436,000
2,062,944
190,851
2,099,600
1,239,715
139,808,016
5,364,228
16,416,963
48,433,669
12,818,134
58,600,150
1,974,924
985,786
505,244
2,282,991
793,996
1,187,614
434,457
3,220,491
368,801
575,122
1,321,584
2,454,911
198,000
17,458
222,377
43,885
424,520
685,974
187,176
2,771,850
410,125
167,568
163,260
4,029,109
20,321,575
43,866,088
31,060,961
22,574,959
2,028,007
2,099,276
757,361
1,730,721
2,492,992
1,362,393
1,120,105
7,375,983
937,732
1,093,243
3,812,885
614,745
Yield
7.42
7.19
7.14
6.78
6.00
8.08
0.00
2.26
6.23
5.88
5.19
5.02
4.64
5.44
5.73
0.00
9.18
9.73
9.15
8.76
9.73
0.00
9.05
0.00
0.00
10.69
13.75
1.01
1.02
1.02
1.11
1.10
15.35
1.02
7.59
1.03
1.04
8.44
6.65
5.57
5.33
4.98
5.60
11.43
10.95
1.00
8.13
4.66
15.12
13.39
10.88
8.55
14.98
12.20
0.00

Corporate Bonds
Security Name
HARRAHS OPERATING COMPANY INC
HARTFOED FINL SVCS GROUP INC
HARTFORD FINL SVCS GROUP INC
HAWAIIAN TELECOM TL C 4.75
HAWKER BEECHCRAFT
HAWKER BEECHCRAFT ACQ CO LLC
HAWKER BEECHCRAFT ACQ LX060773
HAWKER BEECHCRAFT ACQUISITION
HAWKER BEECHCRAFT INC
HAWKER BEECHCRAFT INC
HAWKER BEEHCRAFT ACUISTION
HBOS PLC MEDIUM TERM NTS
HCA INC
HCA INC
HCA INC
HCA INC
HCA INC
HCA INC
HCA INC
HCA INC
HCA INC
HCA INC FORMERLY HCA
HCA INC TERM LOAN A
HCA INC.
HCA INC.
HEADWATERS INC
HEALTH MANAGEMENT ASSOC INC
HEALTH MGMT ASSOC INC NEW
HEALTHSOUTH CORP
HEALTHSOUTH CORP
HEALTHSOUTH CORPORATION
HECHINGER COLUMBIA MD
HECHINGER FAIRFAX VIRGINIA
HECHINGER INDEPENDENCE MO
HECHINGER LENEXA KANSAS
HECHINGER ST MATTHEWS KENTUCKY
HECHINGER WYOMISSING PA
HELIX ENERGY SOLUTIONS GROUP
HERCULES OFFSHORE INC TERM B4
HERTZ CORP
HERTZ CORP
HEXION SPECIALTY CHEMICALS INC
HEXION SPECIALTY CHEMICALS INC
HEXION SPECIALTY CHEMICALS, IN
HEXION U S FIN CORP
HEXION US FIN/NOVA SOTI
HHI HOLDINGS LLC
HILCORP ENERGY I HILCORP
HILCORP ENERGY I L P
HILCORP ENGY ILP
HILLMAN GROUP INC
HILLMAN GROUP, INC.
Rate
0.00
8.13
6.30
4.75
1.00
9.75
1.00
8.50
1.00
0.00
0.00
3.17
3.17
7.35
6.75
9.88
9.25
9.63
8.50
7.88
7.25
6.75
6.30
1.00
6.50
0.00
1.00
0.00
11.38
0.00
6.13
10.75
8.13
0.00
9.43
9.43
9.43
9.43
9.43
9.43
9.50
1.00
10.50
8.88
0.00
0.00
0.00
9.75
8.88
0.00
8.00
7.75
9.00
10.88
1.00
Maturity Date
10/31/2016
06/15/2068
03/15/2018
06/01/2024
03/31/2014
04/01/2017
03/26/2014
04/01/2015
03/26/2014
03/26/2014
03/26/2014
03/26/2014
03/26/2014
03/26/2014
05/21/2018
02/15/2017
11/15/2016
11/15/2016
04/15/2019
02/15/2020
09/15/2020
07/15/2013
10/01/2012
11/16/2012
02/15/2016
11/16/2012
11/16/2012
11/18/2013
11/01/2014
02/28/2014
04/15/2016
06/15/2016
02/15/2020
03/11/2013
01/01/2020
01/01/2020
01/01/2020
01/01/2020
01/01/2020
01/01/2020
01/15/2016
07/11/2013
01/01/2016
01/01/2014
05/05/2015
05/05/2015
05/05/2015
11/15/2014
02/01/2018
03/30/2015
02/15/2020
11/01/2015
06/01/2016
06/01/2018
05/27/2016
Par Value
1,507,472
58,586,986
1,775,000
650,213
406,291
118,559
5,600
1,673,914
18,550
370,309
22,025
298,986
17,797
1,681
1,405,780
599,799
4,024,931
4,084,061
393,618
691,595
299,900
1,778,387
790,394
(5,230,981)
1,930,000
413,212
78,464,713
1,468,943
1,382,118
618,621
782,738
712,390
2,862,821
573,466
4,813,056
4,757,733
3,706,606
5,808,860
3,761,929
3,208,704
2,355,637
5,000
25,000
6,781,057
206,359
86,903
363,998
1,772,713
4,762,696
870,000
3,200,980
4,381,243
928,713
1,289,733
225,000
Book Value
1,460,562
39,495,639
1,514,121
627,877
337,040
72,291
4,609
1,042,108
15,431
265,359
15,788
241,184
14,356
1,669
1,146,497
606,155
4,015,307
4,291,450
372,749
660,336
289,786
1,696,238
756,191
(145,372)
1,836,527
391,001
74,603,690
1,444,563
1,425,205
575,629
668,492
765,052
2,839,359
544,792
5,582,628
5,464,668
4,309,858
6,737,654
4,363,433
3,697,101
2,406,691
5,000
26,626
6,821,296
189,798
79,949
291,198
1,533,876
4,674,797
870,446
3,082,272
4,213,193
897,699
1,283,791
223,875
Market Value
1,451,953
62,274,726
1,845,699
420,545
327,292
65,251
4,511
1,570,960
14,943
267,803
15,928
240,851
14,337
767
1,198,649
587,372
3,873,353
4,331,228
380,084
634,129
274,562
1,553,348
700,944
(202,191)
1,799,725
389,795
88,871,990
1,383,333
1,369,903
575,677
675,608
764,340
2,848,397
551,531
6,874,173
6,407,524
5,354,771
8,296,415
5,372,917
4,419,408
2,152,985
3,463
25,938
6,710,306
186,755
78,648
329,418
1,936,017
4,258,705
870,000
3,028,618
4,631,770
848,441
1,319,256
224,624
Yield
0.00
7.64
6.06
7.34
1.24
17.72
1.24
9.06
1.24
0.00
0.00
3.94
3.94
16.11
7.92
10.08
9.61
9.08
8.80
8.59
7.92
7.73
7.10
1.19
6.97
0.00
0.88
0.00
11.48
0.00
7.10
10.02
8.17
0.00
6.60
7.00
6.52
6.60
6.60
6.84
10.39
1.44
9.22
8.97
0.00
0.00
0.00
8.93
9.93
0.00
8.46
7.33
9.85
10.63
1.00

Corporate Bonds
Security Name
HIT ENTERTAINMENT INC
HITCHISON WHAM INT 09/16
HOLLY CORP
HOLLY ENERGY PARTNERS LP
HOLLY ENERGY PARTNERS LP
HOME DEPOT INC
HOME DEPOT INC
HOMER CITY FDG LLC
HORIZON LINES INC
HORNBECK OFFSHORE SRVCS
HOST HOTELS + RESORTS L P
HOST MARRIOTT LP
HOUSEHOLD FIN CORP
HOUSTON LTG + PWR CO
HOVNANIAN K ENTERPRISES INC
HSBC BK USA NEW YORK N Y
HSBC FIN CORP
HSBC FIN CORP
HSBC HOLDINGS PLC
HUB INTERNATIONAL LIMITED
HUB INTL HLDGS INC
HUGHES NETWORK SYS LLC
HUMANA INC
HUMANA INC
HUMANA INC
HUNTSMAN INTERNATIONAL L
HUNTSMAN INTERNATIONAL, LLC
HUNTSMAN INTL LLC
HUNTSMAN INTL LLC
HUSKY ENERGY INC
HUSKY ENERGY INC
IASIS HEALTHCARE
IASIS HEALTHCARE LLC
IBM INTL GROUP CAP LLC
ICAHN ENTERPRISES/FIN
ILFC E CAPITAL TR I
IM US HOLDINGS, LLC
IMG WORLDWIDE, INC
IMS HEALTH INC
INEOS FINANCE PLC
INEOS GROUP HLDGS PLC
INERGY L P + INERGY FIN CORP
INERGY LP/INERGY FIN
INFOGROUP INC.
ING BANK NV
INGLES MARKETS INC
INN OF THE MTN GODS RESORT + C
INNOPHOS INC
INTEGRA TELECOM
Rate
0.00
4.63
9.88
8.25
6.25
5.88
5.40
8.73
4.25
8.00
9.00
7.13
8.00
9.15
7.50
7.75
6.25
6.38
4.63
5.50
5.00
6.80
0.00
10.25
9.50
7.20
6.45
6.30
8.63
0.00
7.88
5.50
7.25
6.80
0.00
8.75
0.00
0.00
0.00
5.05
8.00
5.90
0.00
1.00
12.50
9.00
8.50
8.25
8.75
1.00
3.90
8.88
12.00
8.88
10.75
Maturity Date
03/20/2012
09/11/2015
06/15/2017
03/15/2018
03/01/2015
12/16/2036
03/01/2016
10/01/2026
08/15/2012
09/01/2017
05/15/2017
11/01/2013
07/15/2010
03/15/2021
05/15/2016
05/15/2013
01/15/2016
12/15/2014
04/01/2014
01/19/2016
06/30/2015
06/01/2038
06/30/2014
06/15/2015
04/15/2014
06/15/2018
06/01/2016
08/01/2018
03/15/2020
08/16/2012
11/15/2014
06/30/2016
12/15/2019
09/15/2037
06/13/2014
06/15/2014
03/14/2014
03/14/2014
03/14/2014
10/22/2012
01/15/2018
12/21/2065
06/26/2014
06/11/2015
03/01/2018
05/15/2015
02/15/2016
03/01/2016
03/01/2015
07/01/2016
03/19/2014
05/15/2017
11/15/2049
08/15/2014
04/15/2016
Par Value
750,000
2,700,000
691,595
810,154
375,437
57,750,029
5,858,699
71,913,182
1,899,707
770,635
5,219,340
1,580,789
1,635,000
21,852,946
1,142,910
355,677
1,714,957
313,190
67,793,512
5,858,699
7,532,612
17,408,704
99,749
3,609,444
1,448,527
1,135,000
265,000
390,000
992,973
768,959
468,110
655,353
5,858,699
38,500,019
1,303,587
2,669,007
45,475
482,863
167,119
390,000
2,949,931
140,000
992,327
425,000
1,580,000
498,514
2,075,692
919,523
686,418
475,000
6,300,000
1,851,753
326,878
533,516
1,335,890
Book Value
658,125
2,798,390
656,293
786,104
363,848
55,838,261
5,598,656
77,836,995
1,629,882
728,575
4,913,334
1,450,674
1,636,634
22,741,125
747,296
341,675
1,240,124
245,711
66,204,617
5,693,263
7,341,516
16,374,642
99,998
3,388,679
1,457,590
1,108,792
238,346
338,136
943,728
732,433
437,428
572,342
5,723,667
37,638,424
1,025,869
2,695,823
43,282
459,586
159,063
389,858
2,790,628
137,459
945,192
412,250
1,825,665
485,710
1,622,906
929,726
631,082
465,500
6,660,458
1,820,296
307,976
514,697
1,323,489
Market Value
697,230
2,817,277
633,359
725,688
319,563
69,132,878
7,584,219
77,492,625
1,556,988
611,300
6,480,988
1,419,499
1,637,611
34,427,284
713,060
275,798
1,168,891
237,872
83,815,759
7,478,363
9,200,502
21,827,047
95,135
3,289,963
1,457,023
1,269,294
285,110
413,944
869,193
710,326
448,331
569,125
8,218,348
50,871,841
1,047,191
2,612,911
42,424
450,473
155,909
422,930
2,670,364
89,775
933,145
412,250
1,805,150
448,725
1,453,955
901,749
632,140
464,313
6,753,644
2,156,227
144,991
489,780
1,248,955
Yield
0.00
4.43
10.78
9.21
7.34
4.91
4.17
8.11
5.19
10.09
7.25
7.93
7.99
5.81
12.02
9.99
9.17
8.39
3.74
4.31
4.09
5.42
0.00
11.25
9.44
6.44
6.00
5.94
9.85
0.00
8.22
6.33
5.17
5.15
0.00
8.94
0.00
0.00
0.00
4.66
8.84
9.20
0.00
1.03
10.94
10.00
12.13
8.41
9.50
1.02
3.64
7.62
0.00
9.67
11.50

Corporate Bonds
Security Name
INTEGRA TELECOM INC
INTELSAT BERMUDA LTD
INTELSAT BERMUDA LTD
INTELSAT CORP
INTELSAT CORP
INTELSAT INER HLDG CO LTD
INTELSAT JACKSON HLDG
INTELSAT JACKSON HLDGS LTD
INTELSAT JACKSON HOLDINGS LTD
INTELSAT LTD
INTELSAT SUBSIDIARY HLDG CO
INTELSAT SUBSIDIARY HLDG CO
INTERFACE INC
INTERGEN NV
INTERGRAPH CORPORATION
INTERLINE BRANDS INC
INTERNATIONAL COAL
INTERNATIONAL LEASE FIN CORP
INTERNATIONAL PAPER CO
INTERNATIONAL WIRE GROUP
INTERTAPE POLYMER US INC
INTL LEASE FIN CORP MTN
INTL LEASE FINANCE CORP
INTL PAPER CO
INVISTA
IPALCO ENTERPRISES INC
IPAYMENT INC
IPCS INC
IRON MOUNTAIN INC
IRON MOUNTAIN INC
IRON MOUNTAIN INC
IRS 12420 IRS USD P F 1.21200
IRS 12420 IRS USD R V 03MLIBOR
IRS 12422 IRS USD P V 03MLIBOR
IRS 12422 IRS USD R F 2.80750
IRS 12854 IRS USD P F 3.82900
IRS 12854 IRS USD R V 03MLIBOR
ISLE CAPRI CASINOS INC
ISLE OF CAPRI CASINOS, INC
ISP CHEMCO INC.
ISTAR FINANCIAL INC
ISTAR FINL INC
ISTAR FINL INC
ITAL12892 CDS USD P V 00MEVENT
ITAL12892 CDS USD R F 1.00000
ITC DELTACOM INC
ITY13578 CDS USD P V 00MEVENT
ITY13578 CDS USD R F 1.00000
JAP 13639 CDS USD P V 00MEVENT
Rate
1.00
11.25
11.50
9.25
9.25
9.50
8.50
9.50
1.00
11.25
8.88
8.88
11.38
9.00
1.00
8.13
9.13
8.75
7.95
9.38
9.75
8.50
6.63
5.75
5.30
0.62
8.63
7.30
9.25
7.25
9.75
3.59
8.75
8.38
8.00
1.21
0.48
0.48
2.81
3.83
0.53
7.00
0.00
0.00
0.00
0.00
10.00
5.88
5.80
1.00
1.00
10.50
1.00
1.00
1.00
Maturity Date
04/12/2015
02/04/2017
02/04/2017
08/15/2014
06/15/2016
02/01/2015
11/01/2019
06/15/2016
02/02/2014
06/15/2016
01/15/2015
01/15/2015
11/01/2013
06/30/2017
05/29/2014
06/15/2014
04/01/2018
03/15/2017
06/15/2018
05/15/2019
04/15/2015
08/01/2014
11/15/2013
06/15/2011
05/01/2012
07/01/2011
09/15/2015
11/15/2039
05/01/2012
04/01/2016
05/15/2014
05/01/2014
07/15/2018
08/15/2021
06/15/2020
02/23/2012
02/23/2012
02/23/2015
02/23/2015
03/31/2020
03/31/2020
03/01/2014
11/30/2013
11/30/2013
11/30/2013
06/04/2014
06/15/2014
03/15/2016
03/15/2011
06/20/2015
06/20/2015
04/01/2016
06/20/2015
06/20/2015
06/20/2015
Par Value
175,000
731,115
3,643,002
177,839
2,569,864
365,000
3,122,311
374,875
500,000
1,591,573
1,978,868
1,717,950
849,142
955,930
140,000
280,866
1,173,069
7,879,620
1,455,000
1,673,914
138,319
316,158
1,211,063
1,874,373
1,180,855
570,000
3,110,048
28,456,536
1,479,730
276,638
414,957
858,685
936,219
2,375,349
1,252,857
(96,000,000)
96,000,000
(35,000,000)
35,000,000
(12,000,000)
12,000,000
936,219
97,071
242,677
85,376
256,287
1,102,600
580,000
474,237
(7,750,000)
7,750,000
3,257,576
(5,000,000)
5,000,000
(13,200,000)
Book Value
171,500
709,411
3,605,668
162,656
2,537,387
378,105
3,092,377
389,045
466,250
1,670,446
1,832,752
1,355,380
910,055
974,237
138,600
276,313
1,176,024
7,668,931
1,454,861
1,653,469
132,968
307,232
1,153,871
1,678,194
985,280
570,000
2,985,509
27,787,805
1,498,391
262,906
404,425
698,081
969,430
2,441,902
1,262,108
(96,000,000)
96,000,000
(35,000,000)
35,000,000
(12,000,000)
12,000,000
815,786
95,615
239,037
84,096
240,269
1,071,810
565,908
439,552
(7,750,000)
7,696,402
3,204,121
(5,000,000)
4,688,678
(13,200,000)
Market Value
174,344
659,776
3,465,478
162,071
2,915,651
371,388
2,969,135
358,570
458,645
1,682,288
1,809,961
1,590,865
963,101
866,459
139,825
279,104
1,165,382
8,196,543
1,722,989
2,503,537
122,049
228,247
1,115,901
1,675,462
1,011,168
525,907
3,044,369
36,511,901
1,519,431
252,111
336,559
779,793
959,383
2,434,299
1,263,317
(96,000,000)
95,639,877
(35,000,000)
36,344,611
(12,000,000)
11,127,243
836,266
91,004
227,510
80,040
239,628
972,903
406,000
393,092
(7,750,000)
7,436,084
3,103,386
(5,000,000)
4,797,474
(13,200,000)
Yield
1.00
12.47
12.09
10.15
8.15
9.34
8.94
9.93
1.09
10.64
9.70
9.58
10.03
9.93
1.00
8.18
9.19
8.41
6.71
6.27
11.05
11.77
7.19
6.43
6.19
0.67
8.81
5.69
9.01
7.96
12.02
3.96
8.54
8.17
7.93
1.21
0.49
0.48
2.70
3.83
0.58
7.84
0.00
0.00
0.00
0.00
11.33
8.39
7.00
1.00
1.04
11.02
1.00
1.04
1.00

Corporate Bonds
Security Name
JAP 13639 CDS USD R F 1.00000
JARDEN CORP
JARDEN CORP
JARDEN CORP
JARDEN CORP
JBS USA LLC/JBS USA FIN INC
JOHN MANEELY COMPANY
JOHNSON CTLS INC
JOHNSONDIVERSEY HOLD INC 144A
JOHNSONDIVERSEY HOLDINGS
JOSTENS HLDG CORP
JOSTENS IH CORP
JP MORGAN CHASE CAP XXV
JPMORGAN CHASE + CO
JPMORGAN CHASE + CO
JPMORGAN CHASE CAP XVIII
JPMORGAN CHASE CAP XX
JRD HOLDINGS, INC
K HOVNANIAN ENTERPRISES
K MART GASTONIA NC
KANSAS CITY SOUTHERN RY CO
KANSAS CITY SOUTHN RY CO
KAR HLDGS INC
KB HOME
KB HOME
KB HOME
KEY ENERGY SVCS INC
KINCAID GENERATION L L C
KINDER MORGAN ENERGY PARTNERS
KINDER MORGAN ENERGY PARTNERS
KINDER MORGAN FIN CORP
KNIGHT RIDDER INC
KNIGHT RIDDER INC
KNIGHT RIDDER INC
KOPPERS INC
KRAFT FOODS INC
KRAFT FOODS INC
KRATOS DEFENSE+SEC
KROGER CO
KROGER CO
KROGER CO
L 3 COMMUNICATIONS CORP
L 3 COMMUNICATIONS CORP
LAMAR MEDIA CORP
LANDRYS RESTAURANT INC
LANDSBANKI IS HF
LAS VEGAS SANDS, LLC
LBI ESCROW CORP
LEAR CORP
LEAR CORP
LEAR CORPORATION
LEHMAN BROS HLDGS INC
Rate
1.00
7.50
7.50
8.00
0.00
11.63
0.00
6.00
8.25
10.50
10.25
7.63
6.80
7.90
6.00
6.95
6.55
0.00
10.63
9.80
8.00
13.00
8.75
9.10
7.25
6.25
8.38
7.33
7.50
6.75
5.70
7.15
6.88
5.75
7.88
7.00
6.50
10.00
7.50
6.90
6.40
6.38
6.13
6.63
11.63
1.00
0.00
8.00
8.13
7.88
0.00
6.75
5.63
6.50
7.50
Maturity Date
Par Value
06/20/2015
13,200,000
01/15/2020
761,590
05/01/2017
4,652,021
05/01/2016
836,957
01/25/2015
1,178,646
05/01/2014
474,927
12/08/2013
407,851
01/15/2036
39,336,976
11/15/2019
2,966,449
05/15/2020
149,950
12/01/2013
3,522,862
10/01/2012
56,231
10/01/2037
1,814,000
04/29/2049
83,695,694
01/15/2018
16,739,139
08/17/2036
5,021,742
09/29/2036
7,642,254
06/26/2014
480,645
10/15/2016
5,366,116
09/15/2018
2,778,190
06/01/2015
213,717
12/15/2013
1,438,079
05/01/2014
869,434
09/15/2017
256,878
06/15/2018
1,673,914
06/15/2015
220,556
12/01/2014
1,780,993
06/15/2020
11,198,350
11/01/2010
430,000
03/15/2011
250,000
01/05/2016
4,500,000
11/01/2027
775,000
03/15/2029
390,000
09/01/2017
715,000
12/01/2019
1,006,810
08/11/2037
15,065,225
11/01/2031
3,347,828
06/01/2017
1,466,700
04/01/2031
36,826,105
04/15/2038
10,880,440
08/15/2017
7,532,612
10/15/2015
416,158
07/15/2013
118,559
08/15/2015
20,000
12/01/2015
4,464,557
08/25/2049
3,330,000
05/23/2014
802,994
11/01/2017
3,112,140
03/15/2020
1,381,821
03/15/2018
1,038,885
11/09/2012
1,720,000
12/28/2017
562,312
01/24/2049
599,799
07/19/2017
1,140,000
05/11/2038 284,403,177
Book Value
13,293,139
743,065
4,612,627
855,214
1,175,527
518,571
377,262
38,032,450
2,976,863
157,559
3,451,043
55,165
1,711,496
81,423,437
16,574,952
4,204,445
6,083,581
463,823
5,469,482
2,614,710
220,175
1,618,774
770,248
250,360
1,575,540
201,810
1,758,707
10,627,225
432,346
251,501
4,297,067
479,380
233,288
498,829
977,044
14,587,363
3,319,244
1,499,755
39,508,703
10,596,853
7,344,920
384,297
109,227
19,181
4,536,730
3,330,000
703,569
3,085,302
1,352,750
1,039,791
156,757
547,758
583,340
1,114,009
6,349,309
Market Value
13,244,494
707,241
4,589,007
1,007,277
1,157,136
529,022
383,719
48,806,602
2,915,515
151,624
3,380,761
51,224
1,788,906
101,044,358
21,661,750
5,802,999
8,405,801
460,819
5,393,065
3,254,064
218,686
1,714,386
778,787
224,945
1,735,164
198,785
1,792,309
15,268,266
436,999
258,790
4,297,500
410,750
214,500
439,725
940,132
20,622,120
4,324,757
1,507,582
54,273,613
15,243,113
10,299,864
381,786
106,727
18,950
4,498,440
374,625
709,445
2,962,529
1,302,162
1,042,987
17,200
256
110,645
570
166,471
Yield
1.00
8.08
7.60
6.65
0.00
10.44
0.00
4.84
8.39
10.38
10.68
8.37
6.90
6.54
4.64
6.01
5.96
0.00
10.57
8.37
7.82
10.90
9.77
10.39
6.99
6.93
8.32
5.38
7.38
6.52
5.97
13.49
12.50
9.35
8.43
5.11
5.03
9.73
5.09
4.93
4.68
6.95
6.80
6.99
11.54
8.89
0.00
8.40
8.62
7.84
0.00
***
***
0.00
0.00

Corporate Bonds
Security Name
LEHMAN BROS HLDGS ING
LEHMAN BROTHERS HLDGS INC
LENDER PROCESSING SERVICES INC
LENDER PROCESSING SVCS INC
LENNAR CORP
LENNAR CORP
LEVEL 3 FINANCING INC
LEVEL 3 FING INC
LEVEL 3 FING INC
LEVEL 3 FING INC
LEVI STRAUSS + CO
LEVI STRAUSS + CO
LEVI STRAUSS + CO NEW
LIBBEY GLASS INC
LIMITED BRANDS INC
LIMITED INC
LIN TELEVISION CORP
LIN TELEVISION CORP
LINCOLN NATIONAL CORP
LINCOLN NATL CORP IN
LINN ENERGY LLC
LINN ENERGY LLC
LINN ENERGY LLC FIN CORP
LIONS GATE ENTERTAINMENT
LITTON INDS INC
LIVE NATION ENTERTAINMENT
LIVE NATION WORLDWIDE INC
LL FDC 140924B1
LLOYDS TSB BANK PLC SER 144A
LN376454 FEDERAL MOGUL CO
LN376458 FEDERAL MOGUL CO
LOCAL INSIGHT REGATTA HLDGS IN
LOCAL INSIGHT TERM LOAN B
LOCKHEED MARTIN CORP
LONGHORN A
LONGHORN B MULTI STRATEGY CRDT
LORAL CORP
LS PWR FDG CORP
LUCENT TECHNOLOGIES INC
LUCENT TECHNOLOGIES INC
LYONDELL BASELL INDUSTRIES
LYONDELL CHEMICAL CO
LYONDELL CHEMICAL CO
LYONDELLBASELL
M FOODS HOLDINGS INC
M0006E019TB02
M0006E035TC01
M000B8018TB01
M000CQ025TB01 MICHAELS FOODS
MACDERMID INC
Rate
5.91
6.88
6.63
5.50
7.00
0.00
8.13
12.25
6.95
10.00
9.25
8.75
4.14
7.63
1.00
8.88
10.00
8.50
7.00
8.38
6.50
7.00
8.75
6.30
6.25
11.75
9.88
8.63
10.25
6.75
8.13
1.00
7.95
1.29
1.00
1.00
11.00
6.25
6.15
1.00
1.00
7.00
8.08
6.50
6.45
1.00
11.00
1.00
9.62
1.00
1.00
1.00
1.00
1.00
9.50
Maturity Date
Par Value
11/29/2049
4,950,000
05/02/2018
5,616,318
01/18/2049
74,975
04/04/2016
575,000
09/27/2027
66,956,555
07/02/2014
246,839
07/01/2016
674,774
06/01/2017
280,000
06/01/2018
1,205,352
02/01/2018
4,853,776
11/01/2014
576,113
02/15/2017
5,366,548
02/15/2015
79,039
05/15/2020
1,074,075
03/27/2014
500,000
04/01/2016
836,957
02/15/2015
2,810,190
06/15/2019
2,510,871
05/01/2020
881,957
04/15/2018
1,007,753
05/15/2013
98,799
06/15/2040
20,923,924
07/01/2019
717,000
10/09/2037
12,554,354
02/15/2020
15,065,225
05/15/2017
883,067
07/01/2018
907,633
04/15/2020
3,643,800
11/01/2016
276,638
04/15/2018
24,690,230
05/15/2018
2,846,753
10/20/2016
174,563
09/24/2014
486,250
04/02/2012
4,400,000
12/27/2014
450,436
12/27/2015
228,842
12/01/2017
1,402,841
04/23/2015
521,838
09/01/2036
28,038,057
11/01/2027 323,065,379
11/01/2027 136,080,161
09/15/2023
5,230,981
12/30/2016
17,576,096
01/15/2028
158,079
03/15/2029
1,027,513
08/06/2014 (83,695,694)
05/01/2018
2,246,926
03/14/2016
400,000
05/31/2015
5,250
06/29/2016
325,000
05/11/2014
276,562
05/11/2015
375,366
12/31/2099
158,079
06/21/2016
533,516
04/15/2017
7,118,718
Book Value
4,893,479
1,645,260
56,278
560,406
14,500,832
242,519
658,915
330,502
1,126,373
4,652,029
533,020
4,477,082
76,693
1,044,855
462,500
838,618
2,780,731
2,382,451
864,371
989,925
76,627
20,441,094
710,775
12,232,345
14,727,889
899,167
969,373
3,565,127
256,864
23,763,193
2,834,011
173,690
475,887
4,400,000
391,490
198,533
1,264,421
468,581
30,530,085
315,118,710
132,845,700
5,169,441
17,331,334
81,792
603,828
2,377,477
396,000
4,918
318,500
263,963
368,212
153,386
507,325
6,953,980
Market Value
495
1,021,046
13,489
113,563
15,489,031
244,370
646,963
319,200
934,650
4,252,797
527,900
4,532,867
54,596
1,167,825
456,665
1,014,630
2,886,288
3,168,879
1,033,008
893,703
84,536
26,073,682
877,625
14,270,707
18,684,612
947,086
955,490
3,607,929
245,330
34,482,848
2,685,492
173,035
461,242
4,457,028
393,100
199,713
822,063
390,994
37,986,969
352,886,854
121,964,127
7,596,224
21,504,029
92,990
604,432
2,391,720
401,556
3,102
318,500
227,713
302,775
141
466,004
7,140,786
Yield
0.00
***
***
0.00
0.00
0.00
8.47
10.75
8.96
11.41
12.04
10.36
5.99
7.01
1.09
7.32
9.74
6.74
5.98
9.44
7.60
5.62
7.15
5.54
5.04
10.96
9.38
8.71
11.56
4.83
8.61
1.01
8.38
1.27
1.15
1.15
18.77
8.34
4.54
0.92
1.12
4.82
6.60
11.05
10.96
0.00
10.33
1.00
16.28
1.02
1.21
1.24
***
1.14
9.47

Corporate Bonds
Security Name
MACDERMID, INCORPORATED
MACQUARIE BANK LTD
MACQUARIE GROUP LTD
MAGNACHIP SEMICONDUCTOR
MANITOWOC COMPANY INC
MANITOWOC COMPANY, INC
MANITOWOC COMPANY, INC. (THE)
MANITOWOC INC
MARATHON OIL CORP
MARKWEST ENERGY PART/FIN
MARKWEST ENERGY PARTNERS LP
MARKWEST ENERGY PARTNERS LP
MARQUETTE TRANS CO/FINAN
MARSICO PARENT CO LLC
MARSICO PARENT HOLDCO LLC
MARTIN MIDSTREAM PARTNER
MASCO CORP
MASS MUTUAL LIFE INS CO
MASSEY ENERGY CO
MAXIM CRANE WORKS LP
MBNA CAP 1
MCCLATCHY CO
MCJUNKIN RED MAN CORP
MEDIA GENERAL INC
MEDIACOM BROADBAND LLC
MEDIACOM BROADBAND LLC
MEDIACOM ILLIONOIS, LLC
MEDIACOM LLC MEDIACOM CAP CORP
MEDIMEDIA USA INC
MERGE HEALTHCARE INC
MERITAGE HOMES CORP
MERNA REINS LTD 2007 1
MERRILL LYNCH + CO
MERRILL LYNCH + CO INC
METALS USA INC
METAVANTE
METHANEX CORP
METLIFE CAP TR IV
METLIFE CAP TR X
METLIFE INC
METLIFE INC
METRO GOLDWYN MAYER HOLDINGS
METRO PCS
METROPCS WIRELESS INC
METROPCS WIRELESS INC
METROPOLITAN LIFE GLOBAL FDG I
MGM GRAND INC
MGM MIRAGE
MGM MIRAGE
MGM MIRAGE
MGM MIRAGE
Rate
0.00
3.30
7.63
10.50
9.50
1.00
1.00
7.13
6.80
6.88
8.75
8.50
10.88
10.63
12.50
8.88
6.13
8.88
6.88
12.25
8.28
11.50
9.50
11.75
8.50
1.00
0.00
9.13
11.38
11.75
7.15
2.04
6.88
7.75
6.05
6.40
5.45
5.70
11.13
1.00
6.00
7.88
9.25
10.75
6.40
0.00
1.00
9.25
9.25
0.64
11.13
13.00
7.63
6.63
8.38
Maturity Date
Par Value
04/12/2014
715,737
07/17/2014
9,800,000
08/13/2019
20,923,924
04/15/2018
1,719,955
02/15/2018
3,068,970
11/06/2013
400,000
11/06/2014
559,645
11/01/2013
142,259
03/15/2032
18,367,020
11/01/2014
335,918
04/15/2018
1,032,704
07/15/2016
949,854
01/15/2017
1,654,717
01/15/2016
1,662,244
07/15/2016
1,616,235
04/01/2018
1,220,562
10/03/2016
1,900,000
06/01/2039
50,217,416
12/15/2013
1,673,914
04/15/2015
1,734,666
12/01/2026
1,234,810
02/15/2017
2,537,845
12/15/2016
4,435,878
02/15/2017
197,599
10/15/2015
98,799
10/23/2017
550,000
03/31/2017
744,375
08/15/2019
4,300,170
11/15/2014
948,473
05/01/2015
470,000
04/15/2020
1,673,914
07/07/2010
1,400,000
04/25/2018
35,152,191
05/14/2038 119,684,842
05/16/2016
1,798,000
08/28/2017
48,543,503
02/05/2013
6,600,000
05/02/2017
30,967,407
12/01/2015
1,200,000
11/01/2014
218,053
08/15/2015
217,358
12/15/2067 106,293,531
04/08/2068 103,782,661
08/01/2069
62,771,771
12/15/2036
25,108,708
04/08/2012
500,000
11/04/2013
496,134
11/01/2014
2,528,566
11/01/2014
1,709,737
08/13/2012
1,390,000
11/15/2017
749,169
11/15/2013
187,437
01/15/2017
74,975
07/15/2015
74,975
02/01/2011
2,137,171
Book Value
626,270
9,789,140
20,403,201
1,730,151
3,072,994
394,500
542,855
134,198
18,876,974
268,724
1,048,641
966,715
1,650,758
1,124,165
512,517
1,213,516
1,805,963
48,550,904
1,584,825
1,677,092
1,211,040
2,442,846
4,406,284
187,544
86,539
547,250
748,097
4,376,992
892,919
457,600
1,598,559
1,400,000
33,835,175
116,197,642
1,776,380
47,473,824
6,628,763
29,521,979
1,245,560
219,144
210,686
103,126,938
101,601,951
61,441,307
23,674,840
257,500
472,568
2,534,877
1,728,390
1,379,752
816,022
209,153
64,855
60,382
2,085,715
Market Value
662,952
10,273,477
27,536,948
1,741,071
3,000,228
393,500
556,768
139,021
23,828,815
287,422
1,035,387
953,066
1,575,307
792,649
321,129
1,200,438
1,838,351
78,264,112
1,914,072
1,604,294
1,196,050
2,299,987
4,295,930
178,758
84,096
522,225
724,835
4,153,250
771,390
462,950
1,754,770
1,399,720
43,909,757
148,292,745
1,842,096
59,325,020
6,909,964
36,465,211
1,260,000
216,054
188,374
119,520,419
131,284,240
87,493,423
25,586,310
225,000
473,758
2,521,894
1,749,489
1,368,879
802,905
196,787
53,444
53,786
2,144,398
Yield
0.00
3.15
5.79
10.37
9.72
1.02
1.01
7.29
5.24
8.03
8.73
8.47
11.42
***
***
9.02
6.33
5.69
6.01
13.25
8.55
12.69
9.81
12.99
9.99
1.05
0.00
9.45
13.99
11.93
6.82
2.04
5.50
6.25
5.91
5.24
5.21
4.84
10.60
1.01
6.92
7.00
7.31
7.71
6.28
0.00
1.05
9.27
9.04
0.65
10.38
12.38
10.70
9.23
8.35

Corporate Bonds
Security Name
MGM MIRAGE
MGM MIRAGE FORMERLY MGM GRAND
MGM MIRAGE FORMLY MGM GRAND
MGM MIRAGE INC
MGM MIRAGE INC
MGM MIRAGE INC
MGM MIRAGE INC
MICHAEL FOODS INC
MICHAELS STORES INC
MICHAELS STORES INC
MICHAELS STORES INC
MICHAELS STORES TERM LOAN B2
MIDAMERICAN ENERGY HLDGS
MIDAMERICAN ENERGY HLDGS CO
MIDWEST GENERATION LLC
MIDWEST GMNG BOR/MW FINA
MILLAR WESTN FST PRODS LTD
MILLENIUM INORGANIC CHEMICALS
MIRANT AMERICAS GENERATION LLC
MIRANT MID ATLANTIC LLC
MMC230 CDS USD P F .95000
MMC230 CDS USD R V 00MEVENT
MOBILE MINI INC
MOBILE SVCS GROUP INC
MOHEGAN TRIBAL GAMING AUTH
MOMENTIVE PERFORMANCE
MOMENTIVE PERFORMANCE MATLS IN
MOMENTIVE PERFORMANCE MATLS IN
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY DEAN WITTER
MORGAN STANLEY GROUP INC
MOSIAC GLOBAL HOLDINGS
MOTORS LIQUIDATION CO
MTR GAMING GROUP INC
MUFG CAPITAL FINANCE 1 LIMITED
MYLAN INC
MYLAN LABORATORIES, INC.
N0007R026TC01
NALCO CO
NALCO COMPANY
NALCO COMPANY
NATIONAL BEDDING COMPANY, LLC
NATIONAL CAP II NAB
NATIONAL GRID PLC
Rate
6.75
7.50
6.75
11.38
9.00
6.88
5.88
9.75
11.38
7.63
0.00
1.00
6.50
5.95
8.56
11.63
7.75
0.00
9.13
8.50
8.30
10.06
0.95
1.00
6.88
9.75
6.88
7.13
8.00
12.50
11.50
9.75
5.95
5.63
6.00
4.75
4.10
0.60
6.60
6.63
6.25
5.55
7.30
8.38
9.00
6.35
7.88
0.00
1.00
8.88
8.25
0.00
0.00
5.49
6.30
Maturity Date
09/01/2012
06/01/2016
04/01/2013
03/01/2018
03/15/2020
04/01/2016
02/27/2014
07/15/2018
11/01/2016
10/31/2013
11/01/2016
06/29/2016
09/15/2037
05/15/2037
01/02/2016
04/15/2016
11/15/2013
04/30/2014
05/01/2031
10/01/2021
05/01/2011
12/30/2028
06/20/2019
06/20/2019
05/01/2015
08/01/2014
02/15/2015
08/15/2014
04/01/2012
06/15/2014
12/01/2016
12/01/2014
12/28/2017
09/23/2019
04/28/2015
04/01/2014
01/26/2015
01/09/2014
04/01/2012
04/01/2018
08/28/2017
04/27/2017
01/15/2028
07/15/2033
06/01/2012
07/29/2049
07/15/2020
10/02/2014
07/31/2015
11/15/2013
05/15/2017
05/13/2016
02/28/2013
12/29/2049
08/01/2016
Par Value
1,722,917
3,937,878
988,401
5,106,822
1,782,052
112,462
1,647,746
2,258,147
1,736,810
250,000
936,219
590,959
29,293,493
30,967,407
49,871,801
3,281,869
810,154
667,286
1,920,000
983,030
1,106,552
61,158,185
(1,200,000)
1,200,000
395,197
375,437
612,556
1,372,609
669,566
4,289,821
2,764,228
5,775,936
47,706,546
41,847,847
7,532,612
870,000
3,000,000
2,870,000
1,130,000
79,510,909
38,500,019
57,750,029
197,599
3,477,735
1,673,914
1,150,000
3,162,946
500,000
2,173,585
506,081
2,899,025
472,625
250,000
500,000
14,228,268
Book Value
1,599,011
3,219,352
832,613
4,851,097
1,758,331
89,694
1,351,034
2,249,524
1,799,470
239,375
826,609
567,320
28,456,481
30,184,789
41,587,196
3,327,051
537,234
632,253
1,788,463
904,540
1,090,123
44,682,483
(1,200,000)
1,200,000
381,989
364,879
526,903
1,037,664
580,496
4,479,681
2,268,958
5,055,389
46,817,800
40,811,591
7,238,301
834,708
2,994,098
2,870,096
1,139,629
77,840,204
37,651,384
54,484,673
191,358
1,139,130
1,347,695
1,150,000
3,089,494
498,750
1,932,923
495,035
2,884,119
430,089
238,750
281,454
14,237,050
Market Value
1,495,473
3,037,166
852,957
4,829,730
1,668,778
81,959
1,296,026
2,208,327
1,789,533
231,518
826,974
560,306
38,530,827
37,958,605
57,317,129
3,147,101
620,987
608,344
1,766,400
907,348
1,005,977
76,827,364
(1,200,000)
1,238,868
326,696
342,150
387,632
1,161,579
684,262
4,735,212
2,691,265
5,614,530
56,708,148
47,374,575
9,121,663
879,006
2,915,216
2,642,165
1,196,337
97,544,798
46,523,159
67,244,288
202,608
991,888
1,490,084
1,092,500
3,592,582
495,710
2,038,020
472,544
3,159,399
447,812
238,908
435,038
18,913,235
Yield
7.78
9.72
7.82
12.03
9.61
9.43
7.47
9.97
11.04
8.23
0.00
1.05
4.94
4.85
7.45
12.12
10.11
0.00
9.92
9.21
9.13
8.01
0.95
0.97
8.32
10.70
10.86
8.42
7.83
11.32
14.36
10.03
5.01
4.97
4.95
4.70
4.22
0.65
6.23
5.40
5.17
4.77
7.12
***
***
6.68
6.93
0.00
1.07
9.50
7.57
0.00
0.00
6.31
4.74

Corporate Bonds
Security Name
NATIONAL MENTOR HOLDINGS, INC.
NATIONAL MENTOR HOLDINGS, INC.
NATIONSTAR MORT/CAP CORP
NATIONWIDE FINL SVSC INC
NATIONWIDE MUTUAL INSURA
NAVISTAR INTL CORP
NB CAP TR IV
NE CUSTOMER SERVICE
NEBRASKA BOOK CO
NEENAH CORP
NEIMAN MARCUS GROUP INC
NEIMAN MARCUS GROUP INC
NEIMAN MARCUS GROUP INC THE
NELL AF SARL F
NES RENTALS HOLDINGS
NETFLIX INC
NEVADA PWR CO
NEVADA PWR CO
NEW COMMUNICATIONS HLDGS
NEW ENGLAND TEL + TELEG CO
NEW HOLDINGS I LLC
NEW JERSEY BELL TEL CO
NEW JERSEY BELL TEL CO
NEW YORK LIFE INSURANCE
NEWARK GROUP INC
NEWARK GROUP INC
NEWFIELD EXPL CO
NEWFIELD EXPLORATION CO
NEWPAGE CORP
NEWPAGE CORP
NEWPAGE CORP
NEWS AMER HLDGS INC
NEWS AMER HLDGS INC
NEWS AMER HLDGS INC
NEWS AMER INC
NEWS AMER INC
NEWS AMER INC
NEWS AMER INC
NEWS AMERICA INC
NEWSDAY LLC TL A1
NEXEN INC
NEXSTAR/MISSION BROADCST
NEXTEL COMMUNICATIONS
NEXTEL COMMUNICATIONS INC
NFR ENERGY LLC/FIN CORP
NFR ENERGY LLC/FIN CORP
NIBC BANK NV
NIELSEN FIN LLC
NIELSEN FIN LLC
NIELSEN FINANCE LLC
NIELSEN FINANCE LLC CO
NISOURCE FIN CORP
NISSAN MTR ACCEP CORP
NMH HLDGS INC
Rate
0.00
0.00
10.88
6.75
9.38
8.25
8.25
1.00
10.00
9.50
10.38
9.00
0.00
8.38
12.25
8.50
6.75
6.50
7.88
7.88
1.00
7.85
8.00
6.75
9.75
1.00
6.63
7.13
6.88
12.00
10.00
11.38
8.45
8.00
7.75
6.75
6.65
6.40
6.15
6.90
9.75
6.40
8.88
7.38
6.88
9.75
9.75
0.92
10.00
1.00
0.00
11.50
6.80
5.63
7.66
Maturity Date
06/29/2013
06/29/2013
04/01/2015
05/15/2037
08/15/2039
11/01/2021
04/15/2027
03/05/2016
12/01/2011
01/01/2017
10/15/2015
10/15/2015
04/05/2013
12/30/2049
04/15/2015
11/15/2017
07/01/2037
08/01/2018
04/15/2015
11/15/2029
03/23/2017
11/15/2029
06/01/2022
11/15/2039
03/15/2014
03/31/2014
04/15/2016
05/15/2018
02/01/2020
05/01/2013
05/01/2012
12/31/2014
08/01/2034
10/17/2016
12/01/2045
01/09/2038
11/15/2037
12/15/2035
03/01/2037
08/15/2039
08/01/2013
05/15/2037
04/15/2017
08/01/2015
10/31/2013
02/15/2017
02/15/2017
12/02/2014
08/01/2014
08/01/2016
05/01/2016
05/01/2016
01/15/2019
03/14/2011
06/15/2014
Par Value
700,761
43,764
790,394
16,739,139
65,356,771
3,727,541
3,309,000
645,357
118,559
1,867,328
3,421,313
4,763,435
550,000
573,036
1,905,309
158,079
29,293,493
16,739,139
1,748,889
22,179,359
1,050,000
6,109,786
8,369,569
33,478,278
671,835
1,659,828
2,848,258
2,082,352
1,026,950
98,799
2,726,861
4,623,575
36,725,671
27,619,579
22,825,490
16,739,139
43,521,761
24,606,534
28,038,057
10,461,962
1,874,373
32,641,321
1,669,397
1,069,698
4,025,337
1,639,506
837,873
10,000,000
2,115,135
3,307,396
992,462
1,584,270
1,807,000
490,000
444,753
Book Value
634,189
39,607
746,630
13,322,824
64,035,929
3,712,852
3,433,078
638,904
114,662
1,028,181
3,450,017
4,464,863
515,625
1,795,757
156,417
29,326,347
16,344,105
1,711,830
23,623,893
1,029,710
6,526,920
8,797,015
32,700,945
518,078
1,578,738
2,530,177
1,960,554
986,637
67,976
1,827,942
4,482,319
38,662,762
28,410,736
20,545,937
16,187,280
42,557,121
24,123,205
26,336,216
10,203,352
1,765,666
31,829,641
1,670,739
975,928
3,555,594
1,565,327
827,555
10,000,000
2,156,258
2,770,757
931,208
1,648,053
1,805,172
490,662
417,362
Market Value
620,173
38,731
553,006
14,704,776
89,211,709
4,030,084
3,226,275
633,095
105,670
996,641
3,487,190
4,575,481
513,838
35,752
1,478,428
146,529
38,924,010
22,091,657
2,044,153
30,156,691
1,022,112
8,029,024
11,919,466
45,804,279
404,187
1,465,916
3,264,543
1,841,788
895,000
22,675
1,318,496
4,056,592
52,544,111
40,088,207
32,148,541
21,533,517
56,413,296
30,856,751
34,104,145
13,831,917
1,784,314
39,723,553
1,672,689
1,029,102
3,929,660
1,417,239
785,104
9,991,370
2,190,157
3,037,128
952,972
1,616,896
2,030,303
502,716
307,211
Yield
0.00
0.00
15.54
7.68
6.87
7.63
8.46
1.02
11.22
***
10.18
9.37
0.00
***
15.79
9.17
5.08
4.93
6.74
5.79
1.03
5.97
5.62
4.93
16.21
1.13
5.78
8.06
7.89
***
***
12.96
5.91
5.51
5.50
5.25
5.13
5.10
5.06
5.22
10.24
5.26
8.86
7.67
7.04
11.28
10.41
0.92
9.66
1.09
0.00
11.27
6.05
5.48
11.09

Corporate Bonds
Security Name
NMHG HOLDING CO
NOBLE GROUP LTD
NOMURA HOLDINGS INC
NORANDA ALUM ACQUISITION CORP
NORANDA ALUMINUM ACQUISITION
NORCRAFT COS FINANCE
NORCRAFT HLDGS L P
NORFOLK SOUTHN CORP
NORTEK INC
NORTEL NETWORKS LTD
NORTEL NETWORKS LTD
NORTH AMERICAN ENERGY AL
NORWEST OFFICE DES MOINES IA
NOVA CHEMICALS CORP
NOVA CHEMICALS CORP
NOVASEP HOLDING SAS
NOVELIS
NOVELIS INC
NOVELIS INC
NOVELIS INC
NOVELIS INC
NPC INTL INC
NRG ENERGY
NRG ENERGY INC
NRG ENERGY INC
NRG ENERGY INC
NRG ENERGY INC
NRG ENERGY INC.
NSG HLDGS LLC INC
NUVEEN INVESTMENTS
NUVEEN INVESTMENTS INC
NUVEEN INVESTMENTS INC.
NXP BV
NXP BV / FDG LLC
NXP BV/NXP FUNDING LLC
NXP BV/NXP FUNDING LLC
OMEGA HEALTHCARE INVS INC
OMNICOM GROUP INC
ONCOR ELEC DELIVERY CO
ONCOR ELEC DELIVERY CO
ONCOR ELECTRIC DELIVERY
ONCURE MEDICAL CORP
ONEOK PARTERS LP
OPEN SOLUTIONS INC
OPTI CANADA INC
OPTI CDA INC
OPTI CDA INC
ORIX CORP
OSHKOSH CORP
OSHKOSH CORP
OSI RESTAURANT PARTNERS LLC
OSI RESTAURANT PARTNERS LLC
OSI RESTAURANT PARTNERS, LLC
OWENS BROCKWAY
OWENS BROCKWAY GLASS CONTAINER
Rate
1.00
6.75
6.70
5.37
0.00
10.50
9.75
7.70
11.00
10.13
1.00
10.88
10.19
8.63
8.38
9.75
1.00
7.36
7.25
0.00
0.00
9.50
7.38
7.38
8.50
7.25
0.00
0.00
7.75
1.00
10.50
0.00
3.05
9.50
10.00
7.88
7.00
5.90
7.00
7.00
7.50
11.75
6.85
9.75
9.00
8.25
7.88
4.71
8.50
8.25
10.00
0.00
0.00
7.38
6.75
Maturity Date
06/27/2014
01/29/2020
03/04/2020
05/15/2015
05/18/2014
12/15/2015
09/01/2012
05/15/2017
12/01/2013
07/15/2013
07/15/2011
06/01/2016
06/01/2013
11/01/2019
11/01/2016
12/15/2016
07/10/2012
06/30/2014
02/15/2015
07/06/2014
07/06/2014
05/01/2014
02/01/2016
01/15/2017
06/15/2019
02/01/2014
02/01/2013
02/01/2013
12/15/2025
11/09/2014
11/15/2015
11/13/2014
10/15/2013
10/15/2015
07/15/2013
10/15/2014
01/15/2016
04/15/2016
05/01/2032
09/01/2022
09/01/2038
05/15/2017
10/15/2037
02/01/2015
12/15/2012
12/15/2014
12/15/2014
04/27/2015
03/01/2020
03/01/2017
06/15/2015
06/14/2014
06/14/2013
05/15/2016
12/01/2014
Par Value
(29,293,493)
1,790,000
16,739,139
5,345,871
226,035
1,622,192
27,570
87,462,000
1,783,295
1,087,136
197,599
256,878
3,227,701
1,262,685
466,477
2,721,331
(29,293,493)
2,500
6,424,296
555,587
188,675
3,908,013
1,376,140
1,579,360
9,202,810
210,000
244,641
369,502
1,030,905
936,219
3,382,888
750,000
404,796
4,214,372
6,000
3,175,101
493,997
1,800,000
24,338,708
14,228,268
16,739,139
2,982,686
67,793,512
533,516
2,357,835
6,218,268
2,288,631
2,218,000
1,454,113
738,783
1,673,914
320,996
29,004
836,957
395,197
Book Value
1,781,003
16,354,277
4,310,318
224,339
1,635,324
26,491
89,408,293
1,849,970
1,076,139
158,702
247,963
3,436,776
1,277,716
471,290
2,584,772
(573,559)
2,500
5,712,456
502,112
170,515
3,837,168
1,342,349
1,548,518
8,866,987
209,986
234,724
354,525
966,911
974,137
2,883,915
669,375
362,233
3,796,491
4,637
2,774,911
473,304
1,822,571
25,907,757
14,856,698
16,340,447
2,893,996
66,182,753
520,309
2,320,822
5,265,892
1,859,823
2,217,807
1,442,832
731,897
1,412,598
275,254
24,871
796,802
382,630
Market Value
1,736,300
20,595,406
4,025,314
205,314
1,692,050
26,419
126,029,196
1,882,665
799,697
138,251
235,820
4,195,904
1,265,913
470,031
2,656,187
(1,509,690)
1,550
6,031,150
521,557
177,119
3,820,558
1,309,793
1,536,918
10,341,659
212,888
233,835
353,181
826,419
964,493
2,623,150
623,438
311,627
3,470,903
6,270
3,033,252
434,788
2,019,135
32,856,580
19,752,701
24,259,166
2,683,316
83,319,908
356,636
2,297,942
5,258,024
2,199,441
2,126,796
1,476,450
739,698
1,916,522
274,567
24,809
1,021,982
358,397
Yield
0.00
6.96
5.45
7.13
0.00
10.07
10.17
5.34
10.42
13.76
1.43
11.85
7.84
8.60
8.31
9.99
19.40
11.87
7.72
0.00
0.00
9.72
7.75
7.58
7.56
7.15
0.00
0.00
9.67
0.97
13.54
0.00
3.97
11.53
9.57
8.24
7.95
5.26
5.19
5.04
5.18
13.06
5.57
14.59
9.23
9.76
8.19
4.91
8.37
8.24
8.73
0.00
0.00
6.04
7.44

Corporate Bonds
Security Name
OWENS CORNING NEW
OWENS ILL INC
P.H. GLATFELTER
P0007N017TK01
PACE WAREHOUSE BALTIMORE MD
PACIFIC ENERGY PARTNER LP/PAC
PACIFIC GAS + ELEC CO
PACIFIC LIFE INSURANCE C
PACIFICORP
PACKAGING DYNAMICS FIN CORP
PAETEC HLDG CORP
PAETEC HOLDING CORP
PAETEC HOLDING CORP
PANAMSAT CORPORATION
PANTRY, INC (THE)
PANTRY, INC. (THE)
PARK OHIO INDUSTRIES INC
PARKER DRILLING CO
PATHEON INC
PATRIOT COAL CORP
PEABODY ENERGY CORP
PEABODY ENERGY CORP
PEABODY ENERGY CORP
PEMEX PROJ FDG MASTER TR
PENHALL INTL CORP
PENN NATIONAL GAMING INC
PENN VIRGINIA CORP
PENN VIRGINIA RESOURCE
PENNEY J C INC
PENNEY J C INC
PENSON WORLDWIDE INC
PETROBRAS INTL FIN CO
PETROHAWK ENERGY CORP
PETROLEUM DEV CORP
PETRONAS CAPITAL LTD
PFIZER INC
PFIZER INC
PHARMANET DEVELOPMENT GR
PHIBRO ANIMAL HEALTH COR
PHILLIPS VAN HEUSEN
PIERRE FOODS
PILOT TRAVEL CEN
PINNACLE ENTERTAINMENT
PINNACLE ENTERTAINMENT
PINNACLE ENTMT INC
PINNACLE FOODS FIN LLC
PINNACLE FOODS FIN LLC
PINNACLE FOODS FINANCE L
PIONEER DRILLING COMPANY
PIONEER NATURAL RESOURCE
PLAINS EXPL + PRODTN CO
Rate
6.50
7.80
7.13
1.00
9.00
6.25
6.05
9.25
6.25
10.00
9.50
8.88
8.88
0.00
0.00
0.00
0.00
0.00
8.38
9.13
8.63
8.25
6.88
7.38
5.88
7.38
12.00
8.75
10.38
8.25
7.40
7.95
12.50
5.88
10.50
9.13
7.88
12.00
5.25
6.20
7.20
10.88
9.25
7.38
1.00
1.00
8.75
8.63
7.50
10.63
9.25
9.25
9.88
7.50
10.00
Maturity Date
Par Value
12/01/2016
1,705,000
05/15/2018
1,673,914
05/01/2016
316,158
04/01/2012
441,684
03/15/2017
3,954,531
09/15/2015
98,799
03/01/2034
67,793,512
06/15/2039 119,684,842
10/15/2037
38,500,019
05/01/2016
1,811,780
07/15/2015
2,745,923
06/30/2017
1,827,497
06/30/2017
1,850,217
01/03/2014
122,141
01/03/2014
122,179
01/03/2014
122,141
05/15/2014
385,248
05/15/2014
110,922
11/15/2014
1,903,989
04/01/2018
2,233,004
04/15/2017
1,914,510
04/30/2018
434,717
03/15/2013
335,918
11/01/2016
836,957
04/15/2016
2,570,871
12/15/2014
5,000,000
08/01/2014
3,004,867
08/15/2019
375,437
06/15/2016
187,437
04/15/2018
493,997
04/01/2037
21,086,913
04/01/2017
3,347,828
05/15/2017
533,516
03/01/2018
82,200,038
08/01/2014
1,047,487
07/15/2013
468,110
06/01/2015
4,751,950
02/15/2018
533,516
08/12/2019
2,235,000
03/15/2019
3,000,000
03/15/2039
41,847,847
04/15/2017
1,187,317
07/01/2018
355,677
05/15/2020
462,043
02/29/2016
222,188
06/30/2016
250,000
05/15/2020
5,169,933
08/01/2017
2,950,270
06/15/2015
475,299
04/01/2017
3,233,343
04/01/2015
1,466,700
04/01/2015
1,847,195
03/15/2018
467,570
01/15/2020
635,062
03/01/2016
1,185,592
Book Value
1,610,697
1,665,125
292,417
317,111
4,324,795
95,638
68,472,749
120,477,996
37,648,236
1,655,875
2,648,269
1,789,248
1,863,089
115,118
115,153
115,118
367,912
105,931
1,651,952
2,224,879
1,900,995
418,830
329,991
812,215
2,281,508
5,103,814
2,276,605
367,200
183,027
479,332
22,756,323
3,576,071
521,170
80,335,413
1,103,832
482,149
4,767,331
520,967
2,250,717
2,997,356
40,945,774
1,181,876
340,384
451,423
221,077
247,500
5,058,181
2,885,924
410,886
3,328,800
1,490,443
1,821,772
446,935
620,935
1,193,355
Market Value
1,790,250
2,041,513
274,742
45,272
5,340,115
91,515
87,237,946
173,729,265
52,227,625
1,387,924
2,660,319
1,750,030
1,837,702
113,103
113,137
113,103
367,430
105,792
1,786,496
2,055,022
1,853,401
372,927
301,644
1,020,757
2,944,687
5,753,450
2,366,873
343,823
181,846
432,586
24,690,303
4,352,614
470,759
99,365,119
1,100,390
484,337
4,791,601
490,969
2,349,901
3,565,101
63,612,486
1,150,048
315,425
419,879
221,721
249,793
4,677,567
3,440,560
451,244
3,384,940
1,515,009
1,782,660
446,937
598,517
1,130,668
Yield
6.19
6.40
8.20
9.76
6.66
6.75
4.70
6.37
4.61
13.05
9.81
9.27
8.94
0.00
0.00
0.00
0.00
0.00
8.93
9.92
8.91
9.62
7.66
6.05
5.13
6.41
***
9.55
10.69
9.42
6.32
6.11
14.17
4.86
10.00
8.82
7.81
13.04
4.99
5.22
4.74
11.23
10.43
8.12
1.00
1.00
9.67
7.40
7.90
10.15
8.96
9.58
10.33
7.96
10.49

Corporate Bonds
Security Name
PLAINS EXPL + PRODTN CO
PLAINS EXPL PRODTN CO
PLAINS EXPL PRODTN CO
PLAINS EXPLORATION + PRO
PLAINS EXPLORATION + PRO
PLY GEM INDS INC
PLY GEM INDUSTRIES
PNPP II FUNDING CORP
POINDEXTER J B INC
POKAGON GAMING AUTH
POLYONE CORP
POWDERHOUND
PQ CORP
PRESTIGE BRANDS INC
PRESTIGE BRANDS, INC
PRIDE INTERNATIONAL INC
PRIDE INTL INC DE
PRIMUS TELECOMMUNICATION
PRINCIPAL FINANCIAL GROU
PRINCIPAL FINANCIAL GROU
PRU10846 CDS USD P V 00MEVENT
PRU10846 CDS USD R F 5.00000
PRUDENTIAL FINL INC
PRUDENTIAL FINL INC
PSYCHIATRIC SOLUTIONS INC
PUBLIC SVC CO NM
PUBLIC SVC ELEC + GAS CO
PUERTO RICO SALES TAX FING
PUGET SOUND PWR + LT CO
PVNGS II FDG CORP INC
PXRE CAP TR I
QUAD GRAPHICS
QUALITY DISTRIB/QD CAP
QUALITY DISTRIB/QD CAP
QUEBECOR MEDIA INC
QUEBECOR MEDIA INC
QUICKSILVER RES INC
QUICKSILVER RESOURCES IN
QUICKSILVER RESOURCES IN
QUIKSILVER INC
QUINTILES TRANSNATIONAL
QVC INC
QVC INC
QVC INC
QVC INC TL 6J
QWEST COMMUNICATIONS INT
QWEST COMMUNICATIONS INTL INC
QWEST CORP
QWEST CORP
R0000U054TH01
R0006S015TB01
RABOBANK NEDERLAND
RADIATION THERAPY SERIVC
RADNET INC
Rate
7.63
7.75
7.00
8.63
7.63
11.75
13.13
9.12
8.75
10.38
8.88
1.00
1.00
8.25
1.00
8.50
7.38
14.25
7.88
8.88
1.00
5.00
8.88
6.63
7.75
7.75
7.95
9.25
0.01
6.27
8.00
8.85
1.00
11.75
10.00
7.75
7.75
7.13
11.75
9.13
6.88
9.50
7.50
7.38
7.13
1.00
8.00
7.50
7.63
3.79
1.00
1.00
11.00
9.88
10.38
Maturity Date
Par Value
06/01/2018
1,792,473
06/15/2015
493,997
03/15/2017
316,158
10/15/2019
1,146,072
04/01/2020
2,965,801
06/15/2013
1,995,746
07/15/2014
1,304,151
05/30/2016
10,420,951
03/15/2014
691,595
06/15/2014
5,356,872
05/01/2012
814,511
03/31/2028 167,391,388
07/31/2014
496,203
04/01/2018
3,561,500
03/17/2016
174,563
06/15/2019
513,756
07/15/2014
330,000
05/20/2013
1,255,435
05/15/2014
1,000,000
05/15/2019
58,586,986
09/20/2014
(1,900,000)
09/20/2014
1,900,000
06/15/2038
62,771,771
12/01/2037
19,250,010
07/15/2015
59,280
07/15/2015
1,424,781
05/15/2018
177,839
06/01/2021
30,967,407
08/01/2054
700,000
03/15/2037
13,391,311
12/30/2015
22,569,381
02/01/2027
632,316
04/14/2016
225,000
11/01/2013
2,360,943
06/01/2013
975,276
03/15/2016
3,567,624
03/15/2016
5,408,194
04/01/2016
4,979,120
01/01/2016
374,875
08/15/2019
1,549,180
04/15/2015
4,274,342
12/30/2014
374,875
10/01/2019
395,197
10/15/2020
503,595
04/15/2017
430,652
03/30/2014
373,479
10/01/2015
224,925
02/15/2014
2,705,806
06/15/2015
1,605,000
06/15/2013
930,000
03/02/2013
972,677
05/15/2015
691,595
06/29/2049
16,854,354
04/15/2017
2,235,240
04/01/2018
749,749
Book Value
1,601,266
477,057
306,772
1,100,217
2,901,148
1,775,563
1,240,485
10,770,433
629,649
5,517,646
818,040
163,874,114
444,101
3,514,845
172,817
494,847
333,010
1,125,132
1,000,000
57,355,940
(1,900,000)
1,888,523
61,128,658
18,703,746
58,501
1,335,487
172,559
34,138,086
96,269
13,122,324
22,305,917
609,573
221,625
1,943,619
889,623
3,403,359
5,344,114
4,521,583
366,471
1,476,256
3,616,889
371,779
373,665
490,029
418,207
373,479
219,265
2,486,142
1,622,260
959,226
779,524
664,835
16,590,559
2,189,118
720,251
Market Value
2,019,815
435,888
269,106
1,034,244
3,252,831
1,858,822
1,176,899
13,364,533
576,341
5,486,938
840,726
126,366,840
448,374
3,485,111
173,545
475,074
328,763
1,448,420
1,149,449
84,412,498
(1,900,000)
1,791,042
77,935,307
23,309,680
54,156
1,450,830
166,949
49,648,668
39,347
17,226,837
28,504,619
503,693
215,438
2,438,117
1,092,564
3,154,481
5,302,439
4,571,831
376,499
1,427,673
3,858,854
343,203
346,069
440,089
377,603
371,145
210,532
3,126,329
1,713,338
920,700
606,852
585,587
23,470,898
2,016,973
614,692
Yield
6.77
8.78
8.22
9.56
6.95
12.62
14.54
7.11
10.50
10.13
8.60
1.32
1.11
8.43
1.01
9.19
7.40
14.90
6.85
6.16
1.00
5.30
7.15
5.47
8.48
7.61
8.47
5.77
0.18
4.88
6.33
11.11
1.04
14.07
8.93
8.77
7.90
7.76
11.70
9.90
7.62
10.38
8.56
8.44
8.13
1.01
8.55
6.49
7.14
3.83
1.60
1.18
7.90
10.94
12.65

Corporate Bonds
Security Name
RAINBOW NATL SVCS LLC + RNS CO
RANGE RES CORP
RANGE RES CORP
RANGE RESOURCES CORP
RAYTHEON CO
RAYTHEON CO
RAYTHEON CO
RBS GLOBAL AND REXNORD COR
RBS GLOBAL INC / REXNORD CORP
READERS DIGEST ASSN
REALOGY
REALOGY CORP
REALOGY CORP
REALOGY CORP
REALOGY CORP
REED ELSEVIER CAP INC
REGAL CINEMAS CORP
REGAL CINEMAS CORPORATION
REGENCY ENERGY PARTNERS
REGIONS FINL CORP
REICHHOLD INDS INC
RELIANCE INTERMEDIATE HO
RELIANT ENERGY MID ATLANTIC
RENTAL SERVICE CORPORATION 2ND
RENTAL SVC CORP
REPUBLIC SERVICES INC
RES CARE INC
RESONA PFD GLOBAL SECS CAYMAN
RESTAURANT CO
REVOLUTION STUDIOS DISTRIBUTIO
REXNORD CORPORATION
REYNOLDS AMERN INC
REYNOLDS GROUP HOLDINGS INC
REYNOLDS GROUP HOLDINGS INC
REYNOLDS GRP ISS/REYNOLD
REYNOLDS GRP ISS/REYNOLD
RGS AEGCO FDG CORP
RGS I + M FDG CORP
RIO TINTO FIN USA LTD
RIO TINTO FIN USA LTD
RITE AID
RITE AID 1998 CTL 6
RITE AID CORP
RITE AID CORP
RITE AID CORP
RITE AID CORP
RITE AID CORP
RITE AID CORP
RITE AID CORP
RITE AID CORP
RITE AID CORPORATION
RIVERSIDE ENERGY CENTER LLC
RMK ACQUISITION CORP (ARAMARK)
RMK ACQUISITION CORP (ARAMARK)
ROCHE HLDGS INC
Rate
8.75
7.50
7.50
8.00
6.75
7.20
6.40
8.50
11.75
9.50
1.00
12.38
11.00
10.50
0.00
7.75
8.63
0.00
9.38
7.00
9.00
9.50
9.68
0.00
9.50
5.25
7.75
7.19
10.00
1.00
0.00
6.75
1.00
0.00
8.50
7.75
9.81
9.81
9.00
5.88
1.00
7.15
7.70
9.38
9.50
10.38
10.25
8.63
6.88
7.50
0.00
1.00
0.00
0.00
7.00
Maturity Date
09/01/2012
05/15/2016
10/01/2017
05/15/2019
03/15/2018
08/15/2027
12/15/2018
05/01/2018
08/01/2016
02/15/2017
10/15/2017
04/15/2015
04/15/2014
04/15/2014
10/10/2013
01/15/2014
07/15/2019
11/21/2016
06/01/2016
03/01/2011
08/15/2014
12/15/2019
07/02/2026
11/30/2013
12/01/2014
11/15/2021
10/15/2013
12/29/2049
10/01/2013
12/21/2012
07/19/2013
06/15/2017
05/05/2016
05/05/2016
05/15/2018
10/15/2016
12/07/2022
12/07/2022
05/01/2019
07/15/2013
09/30/2012
01/10/2021
02/15/2027
12/15/2015
06/15/2017
07/15/2016
10/15/2019
03/01/2015
08/15/2013
03/01/2017
06/04/2014
06/24/2011
01/27/2014
01/27/2014
03/01/2039
Par Value
883,661
197,599
1,673,914
1,568,072
24,447,512
3,766,306
6,193,481
6,432,564
2,635,844
1,047,273
928,713
1,860,466
4,319,410
1,401,940
1,060,000
2,919,625
295,610
5,345,042
1,800,000
3,003,362
474,237
62,771,771
713,878
4,059,852
2,398,000
592,796
1,610,000
836,957
969,649
500,000
455,000
250,000
496,875
5,708,932
374,875
15,357,127
21,167,932
12,554,354
2,125,000
(41,847,847)
45,584,377
1,871,512
454,477
2,075,000
2,671,377
1,450,000
1,506,522
493,997
2,736,394
498,251
295,795
21,980
303,537
16,739,139
Book Value
861,999
193,505
1,567,994
1,519,383
24,358,130
3,786,524
6,379,677
6,317,559
2,678,357
(1)
1,016,183
683,285
1,486,548
3,483,261
1,354,357
1,058,076
3,018,679
295,610
5,609,991
1,763,851
2,779,205
442,675
51,456,619
653,198
3,996,882
2,401,071
573,470
1,618,600
485,259
886,535
473,125
454,708
248,750
495,881
5,635,103
373,510
16,441,231
22,541,737
11,580,634
2,120,203
(1,055,952)
33,007,595
1,174,315
367,398
1,696,678
2,727,383
1,537,051
1,199,839
394,725
2,486,814
513,198
292,837
20,259
279,761
15,961,328
Market Value
789,562
177,658
1,977,792
1,703,347
34,222,685
5,630,312
8,605,290
6,134,557
2,729,860
986,529
624,949
1,543,309
3,462,922
1,171,397
1,228,018
2,956,974
288,379
5,679,422
1,821,274
2,651,520
445,399
76,464,835
650,221
4,006,743
2,533,937
520,424
1,481,538
392,127
803,965
475,155
495,613
249,508
493,770
5,400,955
333,812
21,169,646
29,179,782
19,177,226
2,325,233
31,234,599
1,201,924
331,143
1,536,994
2,670,984
1,444,563
1,438,127
388,007
2,442,049
503,981
292,837
20,497
283,049
25,505,806
Yield
9.79
8.34
6.35
7.36
4.82
4.82
4.61
8.91
11.35
0.00
1.06
18.39
13.26
13.10
0.00
6.69
8.52
0.00
8.82
6.92
10.19
10.12
7.95
0.00
9.63
4.97
8.83
7.81
***
1.21
0.00
6.20
1.00
0.00
8.98
8.70
7.12
7.12
5.89
5.37
0.00
10.43
14.86
12.87
12.83
10.38
10.29
9.04
8.75
8.40
0.00
1.01
0.00
0.00
4.59

Corporate Bonds
Security Name
ROCK TENN CO
ROCKWOOD SPECIALTIES GROUP INC
ROCKWOOD SPECIALTIES GROUP INC
ROCKY MOUNTAIN ENERGY
ROCKY MOUNTAIN ENERGY
ROHM + HAAS CO
ROSETON DANSKAMMER
ROTECH HEALTHCARE INC
ROVER ACQUISITION CORP. (PETCO
ROYAL BANK OF SCOTLAND GRP PLC
ROYAL BK SCOTLAND GROUP PLC
ROYAL CARIBBEAN CRUISES LTD
ROYAL KPN NV
RRD198 CDS USD P F 3.40000
RRD198 CDS USD R V 00MEVENT
RRI ENERGY INC
RRI ENERGY INC
RSC EQUIP RENT/RSC HLDGS
RSHB CAP S A
RYERSON INC
RYERSONHOLDING CORP
RYLAND GROUP
SABARE INC.
SABIC
SABIC
SABINE PASS LNG LP
SABMILLER PLC
SABRE HLDGS CORP
SAFEWAY INC
SAFEWAY INC
SALEM COMMUNICATIONS
SALLY HLDGS LLC SALLY CAP IN
SALLY HOLDINGS, LLC
SAMS CLUB GASTONIA NC
SAN DIEGO GAS + ELEC CO
SAN PASQUAL CASINO DEV GROUP
SANDRIDGE ENERGY INC
SANDRIGE ENERGY INC
SANMINA SCI CORP
SANTA FE TOPEKA, KS 10.32PCT
SAPANSION LLC
SBA TELECOMMUNICATIONS
SBC COMMUNICATIONS INC
SBC COMMUNICATIONS INC
SCHERING PLOUGH CORP
SCIENTIFIC GAMES INTERNA
SCOTTS MIRACLE GRO CO/TH
SEAGATE HDD CAYMAN
SEAGATE TECHNOLOGY HDD HLDGS
SEALY MATTRESS CO
SEDGWICK CMS HOLDINGS, INC
SEITEL INC
SELECT MED CORP
Rate
9.25
7.50
0.00
1.00
1.00
6.00
7.67
9.50
0.00
7.65
7.64
7.25
8.38
3.40
1.00
7.63
1.00
10.25
7.75
12.00
0.01
6.63
0.00
1.00
1.00
7.50
6.50
8.35
7.25
6.35
9.63
10.50
1.00
9.18
6.13
8.00
8.75
8.63
8.00
9.88
3.29
10.32
2.25
8.00
6.45
6.15
6.55
9.25
7.25
6.88
6.80
8.25
1.00
9.75
7.63
Maturity Date
03/15/2016
11/15/2014
05/15/2014
06/24/2011
06/24/2011
09/15/2017
11/08/2016
04/01/2012
10/25/2013
08/29/2049
03/29/2049
06/15/2016
10/01/2030
03/20/2019
03/20/2019
06/15/2014
06/30/2014
11/15/2019
05/29/2018
11/01/2015
02/01/2015
05/01/2020
09/30/2014
08/31/2012
08/31/2012
11/30/2016
07/01/2016
03/15/2016
02/01/2031
08/15/2017
12/15/2016
11/15/2016
11/15/2013
07/15/2018
09/15/2037
09/15/2013
01/15/2020
04/01/2015
06/01/2018
05/15/2016
06/15/2014
01/01/2014
06/15/2016
08/15/2016
06/15/2034
09/15/2034
09/15/2037
06/15/2019
01/15/2018
05/01/2020
10/01/2016
06/15/2014
05/13/2016
02/15/2014
02/01/2015
Par Value
1,673,914
1,068,393
275,000
115,117
29,344
1,200,000
262,412
1,034,479
409,300
374,875
33,478,278
1,673,914
30,130,450
(1,750,000)
1,750,000
1,402,387
1,023,800
1,780,090
4,108,000
2,236,560
1,673,914
533,516
990,893
(61,045,547)
14,280,578
474,237
39,336,976
1,500,000
25,945,665
36,826,105
2,846,410
2,525,883
500,000
4,168,165
14,646,746
99,250
1,300,000
3,684,860
55,000
1,732,005
1,325,000
9,772,081
2,929,349
1,442,470
7,532,612
66,119,598
38,500,019
217,358
815,975
5,517,891
836,957
5,320,873
224,438
687,643
3,082,275
Book Value
1,666,428
1,046,271
275,000
113,965
29,051
1,150,464
233,100
691,575
387,812
317,035
8,167,177
1,569,306
31,674,139
(1,750,000)
1,750,000
1,384,888
968,860
1,752,508
3,404,494
2,276,226
836,835
517,678
862,176
(2,195,390)
13,977,351
384,605
38,472,529
1,414,434
27,008,341
36,037,403
2,931,396
2,672,009
481,250
4,648,319
14,298,393
96,371
1,271,817
3,158,133
48,996
1,761,345
1,253,284
10,389,928
1,213,271
1,434,749
7,910,556
64,642,163
37,482,494
213,855
804,320
5,311,238
819,371
5,132,765
222,193
529,159
2,922,843
Market Value
2,102,783
980,562
275,000
113,965
29,051
1,278,962
210,361
1,087,477
389,858
256,122
22,449,291
1,916,522
45,969,903
(1,750,000)
1,688,225
1,356,392
998,850
1,796,467
4,280,536
2,247,127
855,328
436,285
879,318
(3,289,091)
15,957,255
351,881
54,075,606
1,432,500
37,399,404
50,074,540
2,912,160
2,684,262
479,690
5,834,091
19,915,621
95,484
1,235,000
3,501,034
52,113
1,744,776
1,225,625
12,294,531
446,045
1,330,648
9,545,257
81,330,894
56,109,741
198,087
791,494
5,451,329
950,909
5,355,387
222,754
496,437
2,934,087
Yield
7.36
8.17
0.00
1.01
1.01
5.63
9.57
9.04
0.00
11.19
13.40
6.33
5.49
3.40
1.04
7.88
1.02
10.16
7.44
11.94
0.02
8.10
0.00
3.90
0.89
10.11
4.73
8.74
5.03
4.67
9.41
9.88
1.04
6.56
4.50
8.32
9.21
9.08
8.44
9.80
3.55
8.20
14.78
8.67
5.09
5.00
4.49
10.15
7.47
6.96
5.99
8.20
1.01
13.51
8.01

Corporate Bonds
Security Name
SELECT MEDICAL CORPORATION
SELKIRK COGEN FDG CORP
SEMINOLE TRIBE OF FLORIDA
SEMINOLE TRIBE OF FLORIDA
SEMINOLE TRIBE OF FLORIDA 1ST
SENECA GAMING CORP
SENSATA TECHNOLOGIES B V
SEQUA CORP
SERVICE CORP INTL
SERVICE CORP INTL
SERVICE CORP INTL
SERVICE CORP INTL
SERVICE MASTER COMPANY
SERVICE MASTER COMPANY
SERVICEMASTER CO
SERVICEMASTER CO.
SESI LLC
SEVERSTAL COLUMBUS
SEVERSTAL COLUMBUS LLC
SEVERSTAL NORTH AMERICA INC
SEVERSTAL NORTH AMERICA INC
SEVERSTAL SPARROWS POINT
SEVERSTAL SPARROWS POINT
SGS INTERNATIONAL INC
SHINGLE SPRINGS TRIBAL GAMING
SHINSEI FIN CAYMAN LTD
SIERRA PAC RES NEW
SIMMONS BEDDING CO
SIMMONS COMPANY
SIMON PPTY GROUP L P
SIMON PROPERTY GROUP LP
SINCLAIR TELEVISION GROU
SINCLAIR TELEVISION GROUP
SIRIUS XM RADIO INC
SITHE INDEPENDENCE FDG CORP
SIX FLAGS THEME PARK
SIX FLAGS THEME PARKS 2L BANKD
SIX FLAGS THEME PARKS, INC
SIX FLAGS THEME PARKSCI350
SKILLED HEALTHCARE GROUP
SKILLED HEALTHCARE GROUP INC
SLH OPEN POSITION NET ASSET
SLM CORP
SLM CORP
SLM CORP
SLM CORP
SLM CORP MEDIUM TERM NTS
SLM CORP MEDIUM TERM NTS BOOK
SLM CORP MTN
SLM CORP MTN
SMART MODULAR TECHNOLOGIES WWH
SMITHFIELD FOODS INC
Rate
0.00
8.98
1.00
1.00
0.00
0.00
0.00
7.25
8.00
11.75
8.00
7.50
7.00
6.75
1.00
1.00
10.75
1.00
6.88
1.00
1.00
1.00
1.00
1.00
1.00
12.00
9.38
6.42
7.80
11.25
1.00
5.75
6.75
9.25
1.00
8.75
9.00
1.00
1.00
1.00
0.00
1.00
1.00
0.00
8.45
8.00
5.00
5.45
0.48
0.62
5.05
0.55
5.79
10.00
7.75
Maturity Date
08/05/2014
06/26/2012
02/20/2014
02/20/2014
03/05/2014
03/05/2014
03/05/2014
05/01/2012
05/01/2014
12/01/2015
11/15/2021
04/01/2027
06/15/2017
04/01/2016
07/24/2014
07/24/2014
07/15/2015
07/24/2014
06/01/2014
02/11/2013
02/11/2013
01/26/2012
01/26/2012
06/11/2013
06/11/2013
12/15/2013
06/15/2015
01/29/2049
06/15/2012
07/15/2015
12/19/2011
12/01/2015
02/01/2040
11/01/2017
10/29/2015
04/01/2015
12/30/2013
05/18/2016
10/08/2016
06/30/2016
10/08/2016
03/16/2016
04/08/2016
12/31/2060
06/15/2018
03/25/2020
10/01/2013
04/25/2011
07/26/2010
01/27/2014
11/14/2014
10/25/2011
04/01/2012
07/15/2014
05/15/2013
Par Value
668,356
3,505,094
36,437
41,538
83,419
33,227
119,783
355,677
2,226,009
1,723,550
790,394
140,000
256,878
1,561,749
676,842
67,403
1,497,951
100,000
1,086,792
(23,602,186)
1,506,522
(20,271,535)
9,021,958
(3,514,365)
13,566,389
987,993
5,961,761
640,000
929,620
1,390,285
893,990
580,000
41,847,847
2,021,530
1,317,045
2,695,600
471,432
625,000
465,000
175,000
75,000
114,271
10,417
25
787,237
206,181
2,074,975
700,000
5,120,000
1,010,000
2,124,000
1,499,499
924,761
1,620,309
553,276
Book Value
648,305
3,398,659
36,446
41,541
79,561
31,690
114,243
310,828
2,175,218
1,622,082
753,242
140,000
246,149
1,475,802
607,466
60,495
1,488,299
91,250
1,046,753
(103,580)
1,474,867
(376,208)
8,727,784
(36,038)
12,908,981
950,468
4,632,953
611,789
911,279
1,382,436
782,297
570,022
40,741,582
1,994,797
1,313,811
2,699,779
437,125
634,663
457,967
173,250
73,875
113,414
10,339
25
607,581
197,706
2,019,095
651,083
5,104,341
952,885
1,916,142
1,301,062
898,684
1,570,930
464,045
Market Value
641,621
4,362,029
34,798
39,669
77,372
30,818
111,099
309,877
2,188,641
1,600,832
707,988
123,900
225,517
1,387,997
617,618
61,506
1,538,729
90,167
944,425
(276,450)
1,746,927
(617,339)
10,292,569
(78,210)
15,588,248
899,295
4,973,983
411,440
857,676
1,481,602
19,920
633,533
53,265,050
2,011,916
1,317,045
2,641,586
436,172
623,750
464,070
171,413
74,850
112,748
10,278
7
656,184
165,284
1,923,518
708,611
5,119,636
832,679
1,858,500
1,293,694
779,923
1,599,402
488,503
Yield
0.00
7.22
1.05
1.05
0.00
0.00
0.00
8.32
8.14
12.65
8.93
8.47
7.97
7.59
1.10
1.10
10.47
1.11
7.91
***
0.86
3.34
0.88
3.58
0.87
13.18
15.52
9.98
8.46
10.56
***
5.26
5.30
9.29
1.00
8.93
9.73
1.00
1.00
1.02
0.00
1.01
1.01
0.00
10.14
9.98
5.39
5.38
0.48
0.75
5.77
0.63
6.87
10.13
8.78

Corporate Bonds
Security Name
SMURFIT STONE CONTAINER ENT
SMURFITSTONE CONTAINER ENT INC
SNOQUALMIE ENTMT AUTH
SNOQUALMIE ENTMT AUTH
SOLO CUP CO
SOLUTIA INC
SOLUTIA INC
SOLUTIA INC
SOLUTIA INC
SONAT INC
SONAT INC
SONIC AUTOMOTIVE INC
SORENSON COMMUNICATIONS
SOURCE INTERLINK COMPANIES
SOURCE INTERLINK COMPANIES
SOUTHERN CA EDISON CO
SOUTHERN NATURAL GAS CO
SOUTHERN STATES COOP INC
SOUTHWEST AIRLS CO
SOUTHWEST AIRLS CO
SOUTHWESTERN ELEC POWER
SOVRISC B V
SPANISH BROADCASTING SYS INC.
SPANSION LLC
SPECTRUM BRANDS INC
SPECTRUM BRANDS INC
SPIRIT AEROSYSTEMS, INC.
SPORTS AUTHORITY
SPRING WINDOW FASHIONS
SPRINT CAP CORP
SPRINT CAP CORP
SPRINT CAP CORP
SPRINT CAPITAL CORP
SPRINT CORP
SPRINT NEXTEL CORP
SPRINT NEXTEL CORP
SSI INV/CO ISSR SSIINV
STALLION OILFIELD HLDNGS
STANADYNE CORP
STANADYNE HLDGS INC
STANDARD PAC CORP NEW
STANDARD PACIFIC CORP
STARWOOD HOTELS + RESORT
STARWOOD HOTELS + RESORT
STARWOOD HOTELS + RESORT WORLD
STARWOOD HOTELS + RESORTS
STATE STR CAP TR III
STATION CASINOS INC
STATION CASINOS INC
STATION CASINOS INC
STEEL DYNAMICS INC
STEEL DYNAMICS INC
Rate
8.00
1.00
9.13
4.14
8.50
8.75
7.88
1.00
1.00
7.00
7.63
9.00
10.50
1.00
1.00
6.00
5.95
5.63
5.90
11.25
9.15
7.22
6.20
5.25
0.00
0.00
12.00
9.50
0.00
1.00
1.00
8.75
8.38
6.90
6.88
9.25
8.38
6.00
11.13
10.50
10.00
12.00
7.00
10.75
8.38
7.88
7.15
6.75
6.25
8.25
6.88
6.63
7.75
7.38
7.63
Maturity Date
03/15/2017
02/22/2016
02/01/2015
02/01/2014
02/15/2014
11/01/2017
03/15/2020
03/17/2017
03/12/2017
02/01/2018
07/15/2011
03/15/2018
02/01/2015
08/01/2013
08/01/2013
01/15/2034
02/01/2038
02/01/2036
04/01/2017
05/15/2015
07/01/2016
07/01/2013
03/15/2040
04/30/2011
06/10/2012
01/08/2015
08/28/2019
06/15/2018
12/31/2011
05/03/2013
12/31/2012
03/15/2032
03/15/2012
05/01/2019
11/15/2028
04/15/2022
08/15/2017
12/01/2016
06/01/2018
02/15/2015
08/15/2014
02/15/2015
08/15/2015
09/15/2016
05/15/2018
10/15/2014
12/01/2019
05/15/2018
02/15/2013
01/29/2049
03/01/2016
03/15/2018
12/31/2049
11/01/2012
03/15/2020
Par Value
750,000
3,656,943
592,796
3,378,343
1,495,622
1,007,753
928,713
598,500
374,875
1,490,000
1,244,871
2,272,384
(30,547,180)
838,705
25,405,828
25,108,708
11,717,397
600,000
1,424,781
23,434,794
5,123,633
19,250,010
6,394,902
750,000
125,000
1,341,228
4,223,466
496,134
466,599
565,977
35,219,330
1,673,914
73,931,670
27,950,850
19,054,999
4,954,051
2,922,701
903,451
928,713
185,000
2,197,907
1,888,233
545,000
395,197
3,347,828
1,673,914
513,756
552,000
6,200,000
30,000
2,351,423
200,000
20,000
1,209,346
Book Value
148
742,500
2,608,256
458,195
3,228,681
1,496,852
978,533
896,802
595,508
361,965
1,509,971
1,206,902
2,007,074
(462,018)
812,757
25,288,813
24,477,230
11,447,218
599,329
1,399,574
24,152,075
4,917,670
19,193,564
6,445,089
656,250
125,000
1,364,441
4,134,214
480,010
422,272
523,750
25,195,497
1,655,665
53,385,724
17,703,229
13,893,605
4,778,509
2,522,008
898,918
893,225
170,899
1,654,065
1,539,712
575,087
377,453
3,140,113
1,630,857
385,526
554,289
6,200,000
30,405
2,086,299
202,372
20,000
1,180,959
Market Value
745,935
3,318,536
421,359
3,011,164
1,435,614
895,949
828,244
596,908
336,505
1,537,045
1,126,177
1,275,964
982,366
33,703,130
33,409,908
14,887,095
625,208
1,358,826
31,599,891
6,319,312
23,447,551
6,633,157
678,750
123,438
1,450,953
4,228,813
479,141
424,605
533,434
38,289,864
2,056,218
77,705,762
27,010,971
21,593,544
4,884,171
2,572,873
910,113
778,083
168,350
1,480,201
1,649,248
583,150
334,621
4,215,369
1,985,145
457,903
572,700
6,208,680
23
1,572
12,625
20,700
1,306,762
Yield
0.00
1.01
10.06
5.82
9.54
9.12
8.86
1.12
1.00
7.80
7.39
9.95
18.70
9.00
0.85
4.52
4.47
4.43
5.66
11.80
6.79
5.85
5.09
5.06
0.00
0.00
11.09
9.49
0.00
1.10
1.06
8.05
6.82
6.56
7.11
8.16
8.49
6.82
11.04
12.53
10.99
17.82
8.01
10.05
9.89
6.25
6.03
7.57
6.02
8.24
0.00
0.00
0.00
7.13
7.06

Corporate Bonds
Security Name
STEEL DYNAMICS INC
STEEL DYNAMICS INC
STEINWAY MUSICAL INSTRS INC
STEWART ENTERPRISES INC
STRATUS TECHNOLOGIES INC
SUBURBAN PROPANE PARTNRS
SUN MEDIA CORP CDA
SUNCOR ENERGY INC
SUNCOR ENERGY INC
SUNCORP METWAY LTD
SUNCORP METWAY LTD
SUNGAD DATA SYSTEMS
SUNGARD DATA SYSTEMS
SUNGARD DATA SYSTEMS INC
SUNGUARD DATA SYS INC
SUPERMEDIA (FROM IDEARC) TLB
SUPERVALU
SUPERVALU INC
SUPERVALU INC.
SUPERVALUE INC
SURGICAL CARE AFFILIATES LLC
SURGICAL CARE AFFILIATES LLC
SUSSER HOLDINGS + FINANC
SUTTER CBO
SWIFT TRANSPORTATION CO.,INC
SWPC005B8 CDS USD P V 03MEVENT
SWPC005B8 CDS USD R F 5.00000
SWPC005H5 CDS USD P V 03MEVENT
SWPC005H5 CDS USD R F 1.00000
SWPC038D5 CDS USD P V 03MEVENT
SWPC038D5 CDS USD R F 5.00000
SWPC041E8 CDS USD P V 03MEVENT
SWPC041E8 CDS USD R F 5.00000
SWPC237E2 CDS USD P F 1.00000
SWPC237E2 CDS USD R V 03MEVENT
SWPC278E2 CDS USD R F 5.00000
Rate
6.75
7.75
7.00
6.25
12.00
7.38
7.63
6.50
5.95
1.80
0.91
0.00
10.25
10.63
9.13
11.00
5.75
7.50
1.00
8.00
10.00
8.88
8.50
0.99
1.00
1.00
5.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
5.00
1.00
5.00
1.00
5.00
1.00
5.00
1.00
5.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
5.00
1.00
1.00
Maturity Date
04/01/2015
04/15/2016
03/01/2014
02/15/2013
03/29/2015
03/15/2020
02/15/2013
06/15/2038
12/01/2034
07/16/2012
12/17/2010
02/26/2016
08/15/2015
05/15/2015
08/15/2013
12/31/2015
06/02/2012
11/15/2014
06/02/2011
05/01/2016
07/15/2017
07/15/2015
05/15/2016
01/11/2013
05/10/2014
12/20/2013
12/20/2013
06/20/2015
06/20/2015
06/20/2015
06/20/2015
06/20/2015
06/20/2015
06/20/2015
06/20/2015
12/20/2010
12/20/2010
09/20/2010
09/20/2010
06/20/2013
06/20/2013
12/20/2010
12/20/2010
09/20/2014
09/20/2014
06/20/2016
06/20/2016
06/20/2015
06/20/2015
06/20/2015
06/20/2015
12/20/2014
12/20/2014
06/20/2015
06/20/2015
Par Value
160,000
2,510,871
468,110
217,358
189,971
74,975
618,326
82,858,737
15,065,225
10,000,000
5,400,000
497,429
6,021,133
2,767,273
1,609,499
286,295
1,899
1,146,072
342,857
7,380,422
949,854
1,484,613
355,096
1,868,198
1,672,997
(524,824)
524,824
(3,000,000)
3,000,000
(5,600,000)
5,600,000
(2,500,000)
2,500,000
(5,900,000)
5,900,000
(224,925)
224,925
(74,975)
74,975
(93,719)
93,719
(112,462)
112,462
(749,749)
749,749
(1,900,000)
1,900,000
(6,400,000)
6,400,000
(1,200,000)
1,200,000
(149,950)
149,950
(3,000,000)
3,000,000
Book Value
160,038
2,322,633
448,544
207,311
1,747,533
72,474
577,184
81,865,762
14,647,484
10,000,000
5,400,000
484,994
6,175,656
3,009,359
1,592,318
318,625
1,856
1,103,434
338,571
7,125,823
926,845
1,393,361
352,876
1,867,943
1,618,160
(511,619)
455,341
(3,000,000)
3,023,729
(5,600,000)
5,641,616
(2,500,000)
2,517,472
(5,900,000)
5,938,413
(219,265)
203,704
(73,088)
68,043
(91,361)
80,867
(109,633)
103,344
(730,885)
667,440
(1,900,000)
1,865,259
(6,400,000)
6,533,957
(1,200,000)
1,211,284
(146,177)
131,742
(3,000,000)
3,028,621
Market Value
160,600
2,955,660
442,524
190,338
2,155,013
69,153
614,281
106,503,457
18,099,447
10,271,940
5,402,846
474,423
6,219,526
2,947,212
1,499,967
224,447
1,833
1,021,476
331,951
8,225,441
931,834
1,448,389
359,600
1,849,516
1,545,431
(478,094)
468,173
(3,000,000)
3,037,245
(5,600,000)
5,669,525
(2,500,000)
2,468,962
(5,900,000)
5,973,249
(204,897)
205,713
(68,299)
68,429
(85,374)
84,870
(102,449)
102,857
(682,991)
726,297
(1,900,000)
1,977,065
(6,400,000)
6,525,580
(1,200,000)
1,201,490
(136,598)
127,790
(3,000,000)
3,041,475
Yield
6.72
6.58
7.40
7.14
1.06
8.00
7.68
5.06
4.95
1.76
0.91
0.00
9.92
9.98
9.79
14.03
5.96
8.41
1.03
7.18
10.19
9.10
8.39
1.00
1.08
1.10
5.61
1.00
0.99
1.00
0.99
1.00
1.01
1.00
0.99
1.10
5.47
1.10
5.48
1.10
5.52
1.10
5.47
1.10
5.16
1.00
0.96
1.00
0.98
1.00
1.00
1.10
5.87
1.00
0.99

Corporate Bonds
Security Name
SWPC343D5 CDS USD P F 1.00000
SWPC343D5 CDS USD R V 03MEVENT
SWPC36852 CDS USD P F 1.03000
SWPC36852 CDS USD R V 03MEVENT
SWPC563C0 CDS USD P F 1.00000
SWPC563C0 CDS USD R V 00MEVENT
SWPC82302 CDS USD P F .80000
SWPC82302 CDS USD R V 00MEVENT
SWPC872E2 CDS USD R F .48000
SWPC964G6 CDS USD P V 03MEVENT
SWPC964G6 CDS USD R F 1.00000
SYNAGRO TECHNOLOGIES, INC.
SYNCREON GLOBAL IRE/FIN
T000AS016TC01
TALISMAN ENERGY
TALISMAN ENERGY INC
TALISMAN ENERGY INC
TARGA RES PARTNERS LP
TARGA RESOUCES, INC.
TARGET CORP
TASC INC TL B
TCI COMMUNICATIONS INC
TCI COMMUNICATIONS INC
TEACHERS INSUR + ANNUITY
TECK CORPORATION
TECK RESOURCES LIMITED
TEEKAY SHIPPING CORP
TELCORDIA TECHNOLOGIES
TELECOM ITALIA CAP
TELECOM ITALIA CAP
TELECOM ITALIA CAP
TELECOM ITALIA CAP
TELECOM ITALIA CAP
TELEFONICA EMISIONES S A U
TELEFONICA EMISIONES SAU
TELEFONICA EUROPE BV
TELEFONICA EUROPE BV
TELESAT CANADA
Rate
1.00
1.00
1.00
1.00
1.03
1.00
1.00
5.00
1.00
1.00
1.00
1.00
1.00
5.00
1.00
5.00
1.00
1.00
0.80
1.00
1.00
0.48
1.00
1.00
1.00
1.00
1.00
1.00
0.00
9.50
1.00
7.25
6.25
5.75
8.25
1.00
7.00
1.00
8.75
7.88
6.85
9.75
10.75
8.88
11.00
7.20
6.00
4.88
0.91
0.82
7.05
3.73
7.75
8.25
0.00
Maturity Date
Par Value
09/20/2017
(1,200,000)
09/20/2017
1,200,000
06/20/2017
(200,000)
06/20/2017
200,000
06/20/2014
(3,000,000)
06/20/2014
3,000,000
09/20/2014
(1,199,599)
09/20/2014
1,199,599
09/20/2017
(1,400,000)
09/20/2017
1,400,000
06/20/2014
(5,952,000)
06/20/2014
5,952,000
09/20/2010
(74,975)
09/20/2010
74,975
09/20/2014
(74,975)
09/20/2014
74,975
09/20/2017
(1,200,000)
09/20/2017
1,200,000
12/20/2017 (48,400,000)
12/20/2017
48,400,000
12/20/2010
(1,500,000)
12/20/2010
1,500,000
03/20/2016
(1,500,000)
03/20/2016
1,500,000
06/20/2015
(2,600,000)
06/20/2015
2,600,000
03/20/2016
(3,000,000)
03/20/2016
3,000,000
06/21/2012
562,454
05/01/2018
513,756
10/10/2014
2,428,705
10/15/2027
96,250,048
02/01/2038
39,336,976
05/15/2035
7,532,612
07/01/2016
533,516
07/05/2016
120,331
01/15/2038 102,108,747
12/18/2015
250,000
08/01/2015
48,543,503
02/15/2026
24,271,751
12/16/2039
24,271,751
05/15/2014
612,556
05/15/2019
1,499,499
07/15/2011
112,000
05/01/2018
177,839
07/18/2036
25,945,665
09/30/2034
66,119,598
10/01/2010
2,620,000
07/18/2011
1,240,000
02/01/2011
1,470,000
06/20/2036
51,439,374
04/27/2015
2,400,000
09/15/2010
4,010,000
09/15/2030
71,727,210
10/31/2014
56,474
Book Value
(1,200,000)
1,309,760
(200,000)
214,640
(3,000,000)
3,000,000
(1,169,415)
996,439
(1,400,000)
1,551,020
(5,952,000)
5,912,029
(73,088)
62,724
(73,088)
65,516
(1,200,000)
1,185,026
(48,400,000)
48,649,795
(1,500,000)
1,500,000
(1,500,000)
1,567,823
(2,600,000)
2,626,090
(3,000,000)
3,138,773
462,131
498,505
1,859,508
92,943,230
37,908,424
7,397,350
517,678
119,127
99,337,215
250,625
49,419,551
27,479,821
23,732,112
609,993
1,567,612
114,817
162,682
25,297,825
63,825,351
2,615,801
1,240,000
1,470,191
50,868,802
2,400,000
4,027,328
77,571,152
54,356
Market Value
(1,200,000)
1,236,315
(200,000)
212,048
(3,000,000)
3,136,009
(1,092,785)
1,032,470
(1,400,000)
1,442,368
(5,952,000)
5,964,300
(68,299)
68,698
(68,299)
64,529
(1,200,000)
1,188,329
(48,400,000)
50,709,082
(1,500,000)
1,502,438
(1,500,000)
1,591,850
(2,600,000)
2,632,279
(3,000,000)
3,183,701
482,304
441,876
1,608,131
131,336,987
49,358,333
8,864,024
467,193
119,528
151,710,403
249,765
69,915,912
33,743,027
33,112,808
645,226
1,673,738
115,500
150,580
29,310,025
65,972,633
2,639,388
1,222,414
1,456,708
66,676,044
2,382,499
4,060,157
103,552,792
53,791
Yield
1.00
0.97
1.00
0.94
1.03
0.96
1.10
5.81
1.00
0.97
1.00
1.00
1.10
5.46
1.10
5.81
1.00
1.01
0.80
0.95
1.00
0.48
1.00
0.94
1.00
0.99
1.00
0.94
0.00
11.05
1.51
5.31
4.98
4.89
9.42
1.01
4.71
1.00
6.08
5.66
5.02
9.26
9.63
8.61
12.99
6.37
6.01
4.84
0.93
0.83
5.44
3.76
7.65
5.71
0.00

Corporate Bonds
Security Name
TELESAT CANADA
TELESAT CANADA TELESAT L
TELESAT CANADA/TELESAT L
TENASKA AL PARTNERS L P
TENET HEALTHCARE
TENET HEALTHCARE CORP
TENNECO AUTOMOTIVE INC
TENNECO INC
TENNECO INC
TENNESSEE GAS PIPELINE CO
TEREX CORP
TEREX CORP NEW
TEREX CORPRATION
TERRA INDUSTRIES
TESORO CORP
TESORO CORP FORMERLY TESORO
TESORO PETROLEUM
TEVA PHARMACEUTICAL FIN CO LLC
TEXAS COMP ELEC HOLD CO
TEXAS COMP ELEC HOLD LLC
TEXAS COMPETITIVE
TEXAS COMPETITIVE ELEC
TEXAS COMPETITIVE ELEC HLDGS
TEXAS COMPETITIVE ELECTRIC
TEXAS COMPETITIVE ELECTRIC
TEXAS COMPETITIVE ELECTRIC CO
THE HERTZ CORPORATION
THE HERTZ CORPORATION
THE YANKEE CANDLE COMPANY, INC
THERMON INDUSTRIES INC
TICKETMASTER ENTERTAIN
TIME WARNER CABLE INC
TIME WARNER COS INC
TIME WARNER ENTMT CO L P
TIME WARNER INC
TIME WARNER INC
TIME WARNER INC
TIME WARNER INC
TIME WARNER INC NEW
TIME WARNER TELECOM HOLDINGS
TL ACQUISITIONS INC
TNK BP FIN S A
TNK BP FIN SA
TNK BP FIN SA SR
TOBACCO SETTLEMENT FING CORP
TOLL BROS FINANCE CORP
TOLL BROS FINANCE CORP
TOPS MARKETS
TOWER AUTOMOTIVE, INC.
TOWER AUTOMOTIVE, INC.
TOWN SPORTS INTL HLDGS
TOYS R US INC
Rate
0.00
11.00
12.50
7.00
1.00
9.00
9.25
10.25
8.13
0.00
8.00
10.88
8.00
0.00
1.00
9.75
6.50
1.00
6.15
1.00
10.25
1.00
1.00
10.25
4.90
1.00
1.00
0.00
0.00
0.00
9.50
10.75
6.75
7.30
6.75
9.15
8.38
9.13
6.88
7.63
6.88
6.50
0.00
10.50
7.50
6.13
6.88
5.20
8.91
6.75
10.13
1.00
1.00
11.00
7.38
Maturity Date
10/31/2014
11/01/2015
11/01/2017
06/30/2021
11/16/2011
05/01/2015
02/01/2015
07/15/2013
11/15/2015
06/03/2015
02/01/2016
06/01/2016
11/15/2017
07/12/2013
01/31/2012
06/01/2019
06/01/2017
05/11/2012
02/01/2036
10/10/2014
11/01/2015
10/10/2014
10/10/2014
11/01/2015
10/10/2014
10/10/2014
10/10/2014
12/21/2012
12/21/2012
02/06/2014
05/01/2017
08/01/2016
07/01/2018
07/01/2038
06/15/2039
02/01/2023
03/15/2023
01/15/2013
05/01/2012
04/15/2031
06/15/2018
11/15/2036
01/07/2013
01/15/2015
03/13/2013
03/20/2012
07/18/2011
06/01/2046
10/15/2017
11/01/2019
10/15/2015
08/01/2012
08/01/2012
02/01/2014
10/15/2018
Par Value
657,483
1,124,624
2,710,031
1,183,398
(35,152,191)
701,080
2,167,347
131,206
2,877,340
100,000
276,638
970,448
3,094,866
689,322
(5,230,981)
928,713
1,300,000
(50,217,416)
23,434,794
197,093
5,965,793
240,000
1,625,733
3,938,836
178,092
782,379
1,133,554
50,223
271,565
309,154
2,724,455
90,895
4,500,000
6,695,656
29,293,493
14,646,746
5,806,807
1,250,000
870,000
30,967,407
93,739,177
15,065,225
496,144
3,786,882
710,000
610,000
2,850,000
2,410,000
237,118
98,799
296,398
(10,095,793)
5,597,150
757,988
235,000
Book Value
632,828
1,022,715
3,028,691
1,174,818
(2,064,814)
654,612
2,220,610
131,293
2,763,936
99,000
260,335
1,043,760
2,841,546
687,737
(358,475)
923,298
1,178,863
(737,434)
22,939,637
162,644
4,400,752
202,589
1,296,573
2,808,708
142,664
653,282
933,336
46,708
252,555
294,074
2,709,812
89,276
4,911,476
6,536,997
27,882,793
15,617,316
6,394,619
1,329,498
878,734
32,057,901
90,992,293
14,738,428
476,298
3,672,288
707,053
609,902
2,848,134
1,644,994
229,210
95,854
288,248
(43,026)
5,955,248
608,025
218,127
Market Value
626,253
1,106,445
3,024,813
1,078,027
(1,111,681)
660,791
2,220,971
122,362
2,894,715
99,750
286,630
1,058,920
2,765,089
673,812
858,788
1,189,500
(588,191)
31,146,377
130,502
3,618,796
177,180
1,191,179
2,569,275
130,488
577,591
830,558
47,703
257,938
293,099
2,695,113
87,292
5,108,134
9,202,504
37,762,535
22,687,697
8,568,941
1,456,237
948,038
43,156,758
128,240,640
19,145,579
475,678
3,413,402
749,050
622,200
2,932,080
1,503,045
235,690
86,323
272,100
(443,441)
6,310,034
614,780
220,900
Yield
0.00
11.18
11.20
7.68
***
9.55
9.03
10.99
8.08
0.00
7.72
9.97
8.95
0.00
0.00
10.54
7.10
***
4.63
1.51
16.90
1.35
1.36
15.71
6.68
1.35
1.36
0.00
0.00
0.00
9.60
11.19
5.95
5.31
5.24
5.91
5.68
7.83
6.31
5.47
5.03
5.11
0.00
11.65
7.11
6.00
6.68
8.34
8.96
7.73
11.03
2.90
0.89
13.56
7.85

Corporate Bonds
Security Name
TOYS R US PROPERTY CO II
TPF GENERATING HLDG
TPF GENERATING HLDG
TPF GENERATING HLDG
TPF GENERATION HOLDINGS LLC
TRANS UNION LLC
TRANS UNION LLC/TRANSUNI
TRANSCANADA PIPELINES LTD
TRANSDIGM INC
TRANSDIGM INC
TRANSDIGM, INC
TRANSOCEAN INC
TRAVELERS COS INC
TRAVELPORT LLC
TRAVELPORT LLC
TRAVELPORT LLC TRAVELPORT
TREEHOUSE FOODS INC
TRIBUNE COMPANY
TRICO MARINE SVCS INC
TRICO MARINE SVCS INC
TRICO SHIPPING AS
TRILOGY INTL TERM LOAN B
TRIMAS CORP
TRIUMPH GROUP INC
TRIUMPH GROUP INC
TRIUMPH GROUP INC.
TRW AUTOMOTIVE INC
TRW AUTOMOTIVE INC
TRW AUTOMOTIVE INC
TRW AUTOMOTIVE INC144A
TUBE CITY IMS CORP
TUNICA BILOXI GAMING AUTH
TW TELECOM HOLDINGS INC
TXU (TCEH) BANK LOAN 3.75375
TXU (TCEH) TERM LN B1 3.75375
TXU TEXAS COMPETITIVE ELEC HOL
TXU TEXAS COMPETITIVE ELEC HOL
TYCO ELECTRONICS GROUP
TYSON FOODS INC
U S FOODSERVICE 144A
U S WEST COMMUNICATIONS INC
UNION BK CALIF
UNION PAC CORP
UNION PAC CORP
UNION PAC CORP
UNION PAC CORP
UNITED AIR LINES
UNITED AIR LINES
UNITED AIR LINES
UNITED AIR LINES
UNITED AIR LINES
Rate
8.50
1.00
1.00
1.00
1.00
0.00
11.38
9.88
7.70
5.85
7.75
7.75
0.00
6.80
5.80
9.88
5.16
11.88
7.75
0.00
3.00
8.13
11.88
3.78
9.75
8.00
8.63
0.00
7.25
7.00
1.00
8.88
9.75
9.00
8.00
3.75
3.75
0.00
0.00
7.13
7.85
10.25
7.50
7.13
6.88
5.95
7.88
7.13
6.25
6.15
7.34
8.39
8.25
9.20
8.70
Maturity Date
12/01/2017
12/13/2013
12/15/2013
12/15/2011
12/15/2014
06/15/2017
06/15/2018
01/01/2021
06/15/2029
03/15/2036
07/15/2014
07/15/2014
06/23/2013
03/15/2038
05/15/2018
09/01/2014
09/01/2014
09/01/2016
03/01/2018
06/04/2014
01/15/2027
02/01/2013
11/01/2014
06/27/2012
12/15/2017
11/15/2017
07/15/2018
06/16/2016
03/15/2017
03/15/2014
02/09/2014
12/01/2017
02/01/2015
11/15/2015
03/01/2018
10/10/2014
10/10/2014
10/10/2014
10/10/2014
10/01/2037
04/01/2016
06/30/2015
06/15/2023
11/15/2043
09/15/2033
05/11/2016
01/15/2019
02/01/2028
05/01/2034
05/01/2037
07/02/2019
01/21/2011
04/22/2049
12/31/2049
12/31/2049
Par Value
3,299,897
76,074
142,531
17,512
1,000,000
200,000
1,169,782
3,347,828
19,250,010
19,250,010
1,231,978
915,329
250,000
29,293,493
25,108,708
702,164
120,000
594,499
286,237
2,944,219
1,673,914
2,018,914
1,450,935
1,049,649
1,017,524
592,796
337,387
125,000
1,396,823
1,251,598
1,655
3,230,522
1,736,189
705,780
1,503,745
1,869,687
1,557,769
467,771
1,491,065
11,717,397
1,673,914
1,599,034
749,749
9,641,744
18,564,542
1,443,000
41,010,890
47,706,546
3,347,828
21,175,011
1,941,249
10,175,040
26,577,587
3,304,866
17,702,112
Book Value
3,191,855
72,270
135,404
16,636
852,500
197,000
1,153,937
3,761,869
19,674,285
18,800,452
1,200,799
901,540
243,049
28,644,886
24,563,517
702,706
118,308
629,415
282,056
1,760,586
933,411
1,502,307
1,494,303
989,130
995,050
573,508
326,509
124,375
1,178,440
1,199,635
1,643
3,284,545
1,627,974
647,830
1,483,846
1,414,807
1,140,994
355,401
1,162,967
11,423,698
1,582,894
1,596,459
719,761
7,306,631
15,399,189
1,438,671
40,088,061
47,699,371
3,239,865
19,491,083
1,669,480
5,076,802
384,213
1,003,423
3,709,493
Market Value
3,014,674
69,956
131,068
16,103
919,580
200,750
1,148,946
5,506,365
27,716,996
23,270,072
1,137,696
898,153
241,250
30,536,918
32,423,634
698,630
112,200
595,932
268,511
1,603,609
313,702
1,152,818
1,392,898
852,632
994,876
504,574
313,493
124,844
1,253,569
1,166,534
1,104
3,346,492
1,637,506
639,685
1,512,729
1,251,518
1,054,222
307,768
1,100,779
15,358,396
2,132,193
1,599,073
659,086
9,938,076
19,896,165
1,564,841
60,775,591
67,719,007
4,414,722
27,945,804
1,668,177
32,178
7,938,159
1,161,286
4,768,886
Yield
9.30
1.09
1.09
1.09
1.09
0.00
11.58
6.00
5.35
4.84
8.39
7.90
0.00
6.52
4.49
9.92
5.52
11.85
8.26
0.00
16.01
14.23
12.37
4.66
9.97
9.40
9.28
0.00
8.08
7.51
1.50
8.57
10.34
9.93
7.95
5.61
5.55
0.00
0.00
5.44
6.16
10.25
8.53
6.91
6.41
5.49
5.31
5.02
4.74
4.66
8.54
0.00
0.00
0.00
0.00

Corporate Bonds
Security Name
UNITED AIR LINES INC
UNITED AIRLINES INC
UNITED AIRLINES INC
UNITED AIRLINES INC
UNITED AIRLS
UNITED AIRLS
UNITED AIRLS PASS THRU TRS
UNITED AUTO GROUP INC
UNITED COMPONENTS INC
UNITED MARITIME LLC CORP
UNITED REFINING CO
UNITED RENTALS NORTH AMER INC
UNITED STATES STL CORP
UNITED STS STL CORP NEW
UNITED SURGICAL PARTNERS INTL
UNITED SURGICAL PARTNERS INTL
UNITED TECHNOLOGIES CORP
UNITEDHEALTH GROUP INC
UNIVAR
UNIVAR
UNIVAR INC
UNIVERSAL CITY DEV PRTS LTD
UNIVERSAL CITY DEVELOPMENT
UNIVERSAL CITY DEVELOPMT
UNIVERSAL CITY DEVELOPMT
UNIVERSAL HOSP SVCS INC NEW
UNIVERSAL HOSP SVCS INC NEW
UNIVISION COMMUNICATIONS
UNIVISION COMMUNICATIONS
UNIVISION COMMUNICATIONS, INC.
UPC GERMANY GMBH
URS CORP
US AIRWAYS GROUP INC
US AIRWAYS PASSTHRU TRS
US CONCRETE INC
US FOODSERVICE
US ONCOLOGY HLDGS INC
US ONCOLOGY INC
US ONCOLOGY INC
US STEEL CORP
US WEST CAP FDG INC
USA WASTE SVCS INC
USB CAPITAL XIII TRUST
USD CASH COLLATERAL
USG CORP
VALEANT PHARMACEUTICALS
VALEANT PHARMACEUTICALS
VALERO ENERGY CORP
VALERO ENERGY CORP
VANGUARD HEALTH HOLDING CO LLC
VANGUARD HLT HDG LLC
Rate
9.76
12.00
9.88
1.00
8.31
8.31
9.02
7.75
9.38
11.75
10.50
9.25
7.75
7.00
7.00
6.65
6.05
5.65
9.25
8.88
5.40
6.00
1.00
0.00
1.00
0.00
1.00
10.88
8.88
8.50
4.13
9.75
12.00
0.00
8.13
7.65
1.00
6.85
8.38
10.25
6.64
10.75
9.13
7.38
6.50
7.00
6.63
0.57
9.75
8.38
7.63
9.38
10.50
0.00
8.00
Maturity Date
12/31/2049
11/01/2013
08/01/2013
02/03/2014
03/26/2049
06/17/2049
04/19/2012
12/15/2016
06/15/2013
06/15/2015
08/15/2012
12/15/2019
11/15/2013
02/15/2014
02/01/2018
06/01/2037
06/01/2017
06/01/2013
05/01/2017
05/01/2017
05/01/2035
02/15/2018
10/11/2013
10/11/2013
10/10/2014
11/06/2014
11/06/2014
11/15/2016
11/15/2015
06/01/2015
06/01/2015
03/15/2015
07/01/2014
09/29/2014
12/01/2017
03/05/2013
03/21/2014
01/30/2018
04/01/2014
06/30/2015
03/15/2012
08/15/2014
08/15/2017
04/01/2020
11/15/2018
07/15/2028
12/15/2039
12/31/2099
08/01/2014
06/15/2016
03/15/2020
03/15/2019
03/15/2039
01/29/2016
02/01/2018
Par Value
1,399,889
1,213,255
1,857,796
496,414
3,490,821
3,600,085
5,633,224
928,713
1,357,518
553,276
434,717
5,716,431
2,849,561
882,225
24,271,751
7,532,612
1,515,000
215,000
804,027
1,171,048
13,809,790
685,000
11,183,952
(30,663,895)
667,854
353,899
295,000
156,047
224,925
1,393,319
98,799
7,950,950
1,779,078
1,724,806
2,297,273
43,200
500,000
492,065
1,673,914
1,202,032
2,596,477
783,629
2,500,355
1,571,593
1,673,914
50,175,569
24,271,751
200,000
296,398
335,918
941,360
1,608,000
16,739,139
956,115
3,523,287
Book Value
1,370,474
1,136,585
1,852,169
399,614
51,255
52,536
2,720,282
823,951
1,327,971
536,851
429,253
5,716,606
2,700,161
831,198
22,938,053
6,263,176
1,478,374
214,955
789,744
1,142,892
13,434,129
712,076
12,058,253
(1,159,725)
612,756
338,242
294,152
153,290
221,678
1,353,753
95,866
6,599,851
1,836,908
1,434,070
2,263,067
43,088
387,500
493,870
1,139,044
1,175,533
2,342,181
811,926
2,484,123
1,522,771
1,469,333
47,293,784
23,677,089
200,000
288,034
341,644
915,521
1,820,596
16,347,891
925,138
3,448,133
Market Value
1,254,351
1,124,610
1,838,183
426,668
974
974
2,639,253
778,083
1,354,054
466,004
355,491
5,780,877
2,753,038
839,810
28,109,405
7,587,664
1,439,250
217,150
763,990
1,098,371
16,941,425
764,511
12,706,650
(1,077,488)
627,783
314,794
293,375
142,616
205,922
1,357,607
73,969
6,796,905
1,752,662
1,372,411
2,139,749
42,820
396,430
452,700
1,019,531
1,211,192
2,289,741
797,956
2,381,322
1,732,551
1,842,999
67,945,861
30,205,740
200,000
274,742
338,320
993,089
1,940,784
25,881,405
865,131
3,372,574
Yield
0.00
12.95
9.98
1.16
0.00
0.00
0.00
9.25
9.40
13.95
12.84
9.15
8.02
7.35
6.04
6.60
6.37
5.59
9.73
9.46
4.40
5.38
0.88
0.00
1.06
0.00
1.01
11.90
9.69
8.72
5.52
14.80
12.18
0.00
8.72
7.72
1.26
7.45
***
10.17
7.53
10.56
9.58
6.69
5.90
5.17
5.32
0.57
10.52
8.32
7.23
7.77
6.79
0.00
8.36

Corporate Bonds
Security Name
VANGUARD HLT HDG LLC/INC
VENETIAN CASINO RESORT, LLC/LA
VENOCO INC
VENOCO INC
VENTAS REALTY LP
VENTAS REALTY LP CAP CRP
VENTAS RLTY LTD PARTNERSHIP
VERIZON COMMUNICATIONS INC
VERIZON GLOBAL FDG CORP
VERIZON GLOBAL FDG CORP
VERSO PAPER HLDGS LLC
VERSO PAPER HLDGS LLC/IN
VERTIS INC
VIACOM INC
VIDEOTRON LTEE
VIDEOTRON LTEE
VIDEOTRON LTEE
VIRGIN MEDIA SECURED FIN
VIRGINIA ELEC + PWR CO
VIRGINIA ELEC + PWR CO
VISANT HLDG CORP
VISKASE COS INC
VISTEON CORP
VISTEON CORP
VML US FINANCE LLC
VML US FINANCE LLC
VODAFONE AIRTOUCH PLC
VODAFONE GROUP PLC
VODAFONE GROUP PLC NEW
VODAFONE GROUP PLC NEW
VOLVO TREASURY AB
VULCAN MATLS CO
WACHOVIA BK NATL ASSN MEDIUM
WACHOVIA CAP TR III
WACHOVIA CORP 2ND NEW
WAL MART STORES INC
WAL MART STORES INC
WARNERCHILCOTT CORPORATION PLC
WASHINGTON MUT BK FA CHATSWORT
WASTE MANAGEMENT INC
WASTE MGMT INC DEL
WASTE MGMT INC DEL
WAVEDIVISION
WCA WASTE CORP
WEATHER CHANNEL
WEATHERFORD INTL INC
WEATHERFORD INTL INC
WELLPOINT INC
WELLPOINT INC
WELLS FARGO CAPITAL XV
WELLS FARGO CO NEW
WENDYS/ARBYS RESTAURANTS,LLC
WEST CORP BECAME A PRIVATE COM
Rate
8.00
0.00
11.50
1.00
6.75
6.50
9.00
6.40
7.38
5.85
11.38
9.13
4.09
11.50
18.50
6.88
9.13
6.88
6.38
6.50
6.35
6.00
8.75
9.88
8.25
7.00
0.00
0.00
7.88
0.88
5.63
5.35
5.95
7.15
6.60
5.80
4.88
6.50
5.25
0.00
1.00
6.38
7.75
7.38
1.00
9.25
1.00
5.95
5.50
7.00
5.88
9.75
7.98
1.00
9.50
Maturity Date
Par Value
02/01/2018
517,205
05/23/2014
117,023
10/01/2017
2,051,435
05/08/2014
514,186
04/01/2017
50,000
06/01/2016
652,075
05/01/2012
100,000
02/15/2038
54,402,201
09/01/2012
1,500,000
09/15/2035
21,760,880
08/01/2016
2,912,029
08/01/2014
1,760,516
08/01/2014
300,000
07/01/2014
118,559
10/01/2012
914,375
04/30/2036
62,771,771
04/15/2018
59,280
01/15/2014
414,957
12/15/2015
19,760
01/15/2018
836,957
11/30/2037
28,456,536
01/15/2036
46,869,589
12/01/2013
1,654,173
01/15/2018
355,677
12/31/2049
154,280
03/10/2014
2,819,986
05/25/2013
37,750
05/27/2013
157,249
02/15/2030
35,989,148
06/15/2011
970,000
02/27/2017
1,750,000
02/27/2012
155,000
04/01/2015
2,087,000
11/30/2037
19,250,010
01/15/2038
85,369,608
03/29/2049
5,990,000
02/15/2014
3,000,000
08/15/2037
30,130,450
09/01/2035
40,173,933
04/30/2015
248,750
01/01/2025
1,710,000
03/11/2015
118,559
05/15/2032
4,184,785
05/15/2029
38,500,019
06/30/2014
703,800
06/15/2014
4,159,841
09/14/2015
246,074
06/15/2012
345,000
02/15/2016
7,532,612
02/15/2019
465,000
06/15/2017
200,000
09/29/2049
1,649,448
03/29/2049 188,315,312
05/19/2017
550,000
10/15/2014
4,245,496
Book Value
500,329
101,229
2,046,614
488,180
51,496
571,494
103,748
52,793,775
1,572,410
20,827,209
2,296,425
1,510,390
250,843
108,757
809,186
61,085,002
57,573
392,596
19,122
803,743
27,801,296
45,775,593
1,708,331
342,876
152,642
1,373,905
36,006
149,985
41,291,489
963,606
1,534,064
154,973
2,083,511
18,797,598
81,963,034
5,973,774
2,995,387
29,477,056
38,858,180
247,817
1,662,012
114,726
4,833,875
36,905,764
659,813
4,162,229
244,844
344,736
7,356,690
521,730
209,650
1,607,946
166,498,689
547,250
4,195,356
Market Value
505,433
103,390
2,006,451
439,201
50,604
591,801
105,824
69,768,353
1,681,202
26,124,054
2,819,850
1,805,894
257,250
113,859
985,318
82,830,312
57,326
371,694
17,436
963,163
38,559,866
60,550,269
1,691,905
318,595
161,140
3,250,503
36,643
152,641
51,124,887
969,552
1,914,259
163,480
2,181,579
24,993,356
109,283,190
4,762,050
3,123,998
43,028,621
49,333,450
247,937
718,200
121,180
6,103,866
53,691,400
672,129
4,137,266
244,800
362,351
8,991,433
552,652
222,525
1,592,735
227,188,789
548,075
4,205,867
Yield
8.19
0.00
11.76
1.17
6.67
7.16
8.50
4.99
6.58
4.87
15.16
8.90
4.77
11.97
***
5.21
9.44
7.68
7.22
5.65
4.69
4.64
8.55
11.02
7.90
6.07
0.00
0.00
5.54
0.88
5.14
5.07
5.69
5.51
5.16
7.30
4.68
4.55
4.28
0.00
2.38
6.24
5.31
5.29
1.05
9.30
1.01
5.67
4.61
5.89
5.28
10.10
6.61
1.00
9.59

Corporate Bonds
Security Name
WEST CORPORATION
WESTERN REFINING
WESTERN REFINING INC
WESTPAC BANKING CORP
WEYERHAEUSER CO
WIDEOPENWEST FINANCE LLC
WILLIAMS COS INC
WILLIAMS COS INC
WILLIAMS COS INC
WILLIAMS COS INC
WILLIAMS COS INC
WILLIAMS PARTNERS LP
WILMINGTON TRUST UAL
WIND ACQUISITION FIN SA
WINDSTREAM CORP
WINDSTREAM CORP
WINDSTREAM CORP
WINDSTREAM CORP
WINDSTREAM CORPORATION
WINN DIXIE STORES
WIRECO WORLDGROUP INC
WITCO CORP
WM BOLTHOUSE
WM. BOLTHOUSE FARMS, INC.
WMG ACQUISITION CORP
WMG ACQUSITION CORP
WMG HLDGS CORP
WRIGLEY JR. COMPANY
WYLE SERVICES CORP
WYNDHAM WORLDWIDE CORP
WYNN LAS VEGAS LLC
WYNN LAS VEGAS LLC
WYNN LAS VEGAS LLC/CORP
XEROX CORP
XL 11076 CDS USD P F 5.00000
XL 11076 CDS USD R V 00MEVENT
XL CAP FIN EUROPE PLC
XTO ENERGY INC
YANKEE ACQUISITION CORP
YANKEE ACQUISITION CORP
YONKERS RACING CORP
ZAYO GROUP LLC/ZAYO CAP
ZFS FIN USA TR III
ZUFFA LLC
Grand Total
Rate
0.00
1.00
11.25
2.70
7.38
1.00
7.50
8.75
6.38
7.75
2.29
7.25
8.90
11.75
8.13
7.88
8.63
7.00
0.00
1.00
9.50
6.88
1.00
1.00
9.50
7.38
9.50
1.00
10.50
6.00
6.63
6.63
7.88
6.75
5.00
1.00
6.50
6.75
9.75
8.50
11.38
10.25
1.69
1.00
Maturity Date
10/24/2013
05/30/2014
06/15/2017
12/09/2014
03/15/2032
06/18/2014
01/15/2031
03/15/2032
10/01/2010
06/15/2031
10/01/2010
02/01/2017
03/03/2013
07/15/2017
08/01/2013
11/01/2017
08/01/2016
03/15/2019
12/17/2015
11/21/2011
05/15/2017
02/01/2026
08/11/2016
02/11/2016
06/15/2016
04/15/2014
12/15/2014
09/30/2014
04/01/2018
12/01/2016
12/01/2014
12/01/2014
11/01/2017
02/01/2017
03/20/2012
03/20/2012
01/15/2012
08/01/2037
02/15/2017
02/15/2015
07/15/2016
03/15/2017
12/15/2065
02/06/2014
Par Value
740,470
1,449,098
928,713
9,800,000
86,206,565
271,575
555,564
26,113,893
1,040,000
5,799,275
1,000,000
375,437
20,988,916
1,030,000
1,205,352
1,168,559
10,519,811
836,957
497,494
(33,478,278)
589,988
276,638
250,000
500,000
2,510,871
234,055
2,132,422
15,000
1,174,717
1,338,000
374,875
1,524,925
1,673,914
40,000
(5,750,000)
5,750,000
5,740,000
68,630,469
936,219
140,433
1,899,707
1,130,172
1,066,000
744,375
Book Value
746,023
1,416,146
822,622
9,797,563
93,486,251
271,575
444,248
27,993,356
1,041,130
5,938,796
1,000,066
368,066
3,668,483
1,111,779
1,204,800
1,134,778
10,361,210
758,290
495,006
(655,496)
578,569
226,711
247,500
498,000
2,490,911
224,651
2,102,006
15,000
1,158,769
1,240,625
285,928
1,484,711
1,625,033
39,847
(6,033,529)
5,750,000
5,676,528
67,215,888
933,238
137,870
1,994,993
1,118,099
1,049,265
742,514
$ 13,209,873,210
Market Value
737,693
1,319,404
753,250
9,966,002
99,751,933
246,183
544,261
36,079,404
1,049,004
7,417,334
999,808
379,868
2,458
1,055,750
1,110,569
1,128,223
11,171,758
904,344
486,121
(392,127)
582,535
278,616
248,203
495,370
3,132,117
221,262
2,107,855
14,956
1,121,819
1,298,087
342,349
1,508,660
1,985,145
45,190
(5,750,000)
6,417,445
5,963,050
103,095,111
945,445
140,946
2,021,726
1,121,676
962,065
744,375
$ 16,506,021,812
Yield
0.00
1.10
13.87
2.66
6.37
1.10
7.66
6.33
6.32
6.06
2.29
7.17
***
11.46
8.82
8.16
8.12
6.48
0.00
***
9.62
6.83
1.01
1.01
7.62
7.80
9.61
1.00
11.00
6.18
7.25
6.70
6.64
5.97
5.00
0.90
6.26
4.49
9.65
8.47
10.69
10.33
1.87
1.00

Sovereign Bonds
Security Name
AB SVENSK EXPORTKREDIT SE
BCP0AW8P1 IRS USD P F 4.05500
BCP0AW8P1 IRS USD PAY Float 3M
BRAZIL FERERATIVE REP
BRITISH COLUMBIA PROV CDA
CHILE REP
COLOMBIA REP
FED REPUBLIC OF BRAZIL
HYDRO QUEBEC
HYDRO QUEBEC
HYDRO QUEBEC
HYDRO QUEBEC
ISRAEL ST
ITALY REP
ITALY REP
KFW
KINGDOM OF BAHRAIN
KOREA REP
KREDITANSTALT FUR WIEDERAUFBAU
MEXICO UNITED MEXICAN STS
NOVA SCOTIA
ONTARIO (PROVINCE OF)
PANAMA REP
PERU REP
QUEBEC PROV CDA
QUEBEC PROV CDA
REPUBLIC OF COLOMBIA
REPUBLIC OF CROATIA
REPUBLIC OF LITHUANIA
REPUBLIC OF PANAMA
REPUBLIC OF PERU
REPUBLIC OF POLAND
REPUBLIC OF SOUTH AFRICA
RUSSIA FOREIGN BOND
RUSSIAN FEDERATION
SFEF
STATE OF QATAR
UNITED MEXICAN STATES
UNITED MEXICAN STS
UNITED MEXICAN STS
UNITED MEXICAN STS MTN
Grand Total
Rate Maturity Date

0.00
05/11/2037
4.15
10/22/2039
0.28
10/22/2039
8.88
04/15/2024
6.50
01/15/2026
5.50
01/15/2013
8.13
05/21/2024
4.88
01/22/2021
8.88
10/14/2019
4.88
01/22/2021
8.75
02/04/2025
8.25
01/20/2034
7.13
01/20/2037
9.40
02/01/2021
9.40
02/01/2021
8.05
07/07/2024
9.38
04/15/2030
5.13
03/26/2019
6.88
09/27/2023
5.38
06/15/2033
4.00
01/27/2020
5.50
03/31/2020
5.63
11/03/2025
0.00
04/18/2036
8.13
12/30/2019
9.25
03/01/2020
4.40
04/14/2020
6.70
01/26/2036
7.35
07/21/2025
7.13
02/09/2024
7.50
09/15/2029
7.38
01/27/2017
11.75
02/25/2020
7.38
09/18/2037
6.75
11/05/2019
6.75
01/15/2015
5.20
01/30/2020
6.55
03/14/2037
6.38
07/15/2019
6.88
05/27/2019
5.50
03/09/2020
5.88
05/30/2022
5.00
04/29/2020
7.50
03/31/2030
2.88
09/22/2014
6.55
04/09/2019
5.13
01/15/2020
5.95
03/19/2019
6.75
09/27/2034
5.63
01/15/2017
8.30
08/15/2031
7.50
04/08/2033
Par Value
20,923,924 $
(13,391,311)
13,391,311
15,734,790
1,339,131
4,500,000
15,483,703
1,000,000
27,703,275
16,739,139
37,663,062
3,766,306
15,065,225
8,369,569
8,369,569
17,513,324
63,609
11,550,006
23,434,794
3,347,828
40,676,107
8,369,569
6,695,656
25,945,665
40,592,412
8,369,569
22,346,750
15,483,703
51,472,852
14,646,746
8,369,569
2,092,392
9,834,244
13,391,311
2,400,000
2,450,000
17,743,487
3,300,000
21,760,880
19,082,618
11,717,397
2,929,349
14,228,268
6,118,000
3,000,000
5,858,699
8,369,569
7,532,612
9,457,613
1,450,000
26,364,144
12,402,028
$
Book Value
5,366,530
(13,109,929)
13,109,929
19,533,778
1,528,297
4,855,526
17,841,195
989,962
32,163,334
16,118,586
44,452,143
4,381,113
15,499,410
11,400,412
10,804,277
19,998,014
86,897
11,560,722
25,192,945
3,098,078
39,482,069
8,058,240
6,486,132
7,303,111
46,096,052
11,089,973
21,966,388
16,813,902
55,927,035
16,654,072
10,256,645
2,176,897
13,169,911
14,310,081
2,388,468
2,447,593
17,853,227
3,072,532
22,075,811
21,159,268
11,392,840
2,927,557
13,842,100
6,396,718
3,065,165
5,719,592
8,370,416
8,069,871
9,414,637
1,541,636
25,860,973
12,418,400
692,678,530
Market Value
6,569,604
(15,685,094)
14,419,944
24,963,416
1,997,215
4,894,111
22,397,825
1,004,650
42,410,241
19,697,538
59,466,114
5,834,120
21,058,239
14,181,590
14,177,590
29,077,182
115,250
14,373,919
31,049,406
3,786,152
49,586,466
9,858,797
8,403,207
9,507,222
60,382,712
13,843,057
27,796,716
20,040,159
72,046,050
22,305,237
13,626,196
2,842,923
17,105,331
18,429,986
2,512,435
2,567,674
21,638,792
3,630,000
27,845,944
25,565,371
14,188,344
3,611,248
16,082,123
6,896,821
3,097,104
7,771,474
10,255,601
9,705,152
12,751,755
1,584,705
41,070,439
18,085,316
890,423,367
Yield
0.00
3.54
0.26
5.59
4.36
5.06
5.62
4.85
5.80
4.14
5.54
5.33
5.10
5.55
5.55
4.85
5.17
4.12
5.19
4.75
3.28
4.67
4.48
0.00
5.46
5.59
3.54
5.18
5.25
4.68
4.61
5.43
6.76
5.36
6.45
6.44
4.26
5.95
4.98
5.13
4.54
4.77
4.42
6.65
2.78
4.94
4.18
4.62
5.01
5.15
5.33
5.14

U.S. Treasuries and Agencies
Security Name
FARMER MAC GTD NTS TR
FEDERAL HOME LN BKS
FEDERAL HOME LN MTG CORP
FEDERAL HOME LOAN BANK
FEDERAL HOME LOAN MTG CORP
FEDERAL NATL MTG ASSN
FREDDIE MAC
FREDDIE MAC
TENNESSEE VALLEY AUTHORITY
TSY INFL IX N/B
TUNISIA REP
UNITED STATES TREAS
UNITED STATES TREAS BDS
UNITED STATES TREAS NTS
Rate Maturity Date

5.13
04/19/2017
3.63
10/18/2013
5.40
03/17/2021
0.00
12/11/2025
6.75
03/15/2031
6.25
07/15/2032
4.88
11/27/2013
5.00
01/30/2014
0.00
10/09/2019
5.38
04/11/2022
6.25
05/15/2029
7.25
05/15/2030
6.63
11/15/2030
4.63
05/01/2013
5.13
01/02/2014
5.50
03/28/2016
4.50
01/15/2014
8.25
04/15/2042
5.88
04/01/2036
5.38
04/01/2056
4.88
01/15/2048
5.25
09/15/2039
2.13
02/15/2040
9.80
12/31/2014
1.63
01/15/2018
7.25
08/15/2022
7.63
11/15/2022
6.88
08/15/2025
6.75
08/15/2026
6.63
02/15/2027
5.25
11/15/2028
5.25
02/15/2029
3.88
04/15/2029
5.38
02/15/2031
3.38
04/15/2032
2.38
01/15/2025
2.00
01/15/2026
2.38
01/15/2027
4.75
02/15/2037
5.00
05/15/2037
1.75
01/15/2028
4.38
02/15/2038
2.50
01/15/2029
3.50
02/15/2039
4.50
08/15/2039
4.38
05/15/2040
4.50
08/15/2039
4.38
05/15/2040
3.50
02/15/2018
1.38
07/15/2018
4.00
08/15/2018
Par Value
83,695,694 $
3,000,000
20,923,924
125,543,541
83,695,694
29,293,493
64,964,698
80,980,192
337,795,821
130,565,283
171,576,173
62,771,771
126,296,802
41,847,847
41,847,847
125,543,541
75,000,000
40,801,651
274,885,953
62,771,771
97,087,005
41,847,847
253,646,865
2,245,507
43,409,609
85,000,000
28,000,000
290,400,000
127,175,000
10,000,000
12,500,000
74,500,000
61,042,492
10,141,000
41,116,347
20,326,755
64,348,430
41,053,043
1,225,000
282,500,000
82,526,172
383,932,905
40,663,252
255,154,385
179,500,000
4,125,000
28,875,014
7,951,091
79,000,000
21,094,872
95,050,000
Book Value
85,486,621
2,996,908
22,375,037
56,679,208
102,589,163
35,073,131
65,207,216
81,668,752
200,479,543
131,800,277
201,882,514
82,019,433
152,417,341
43,794,607
44,664,012
125,528,595
75,442,180
46,200,890
300,147,623
64,525,194
90,704,871
42,044,120
266,957,601
2,356,885
44,401,608
119,305,600
40,582,786
427,733,731
186,195,709
14,528,598
14,206,140
96,901,046
79,437,737
11,105,296
51,735,938
21,783,868
65,851,153
44,208,077
1,681,622
402,651,080
80,482,512
458,136,332
44,223,273
225,544,599
189,059,536
4,269,817
29,842,160
8,060,825
77,699,618
21,092,905
97,231,330
Market Value
107,145,958
3,223,251
27,265,130
71,932,853
129,671,165
43,515,228
81,292,728
101,713,277
246,049,444
161,697,266
250,013,278
101,688,695
193,069,732
52,823,736
53,873,079
152,420,135
82,830,375
55,774,894
382,558,419
83,526,076
117,039,470
54,287,450
324,898,770
3,001,292
53,641,680
118,438,997
40,199,320
402,953,220
176,548,148
13,763,800
15,045,500
89,667,456
95,885,783
12,478,906
62,591,929
26,401,487
79,751,143
53,336,816
1,406,631
336,737,189
98,111,922
444,293,862
53,864,881
248,798,246
197,717,459
4,461,435
37,253,477
10,072,595
84,443,099
25,634,747
104,548,343
Yield
4.00
3.37
4.14
0.00
4.36
4.21
3.90
3.98
0.00
4.34
4.29
4.48
4.33
3.66
3.98
4.53
4.07
6.04
4.23
4.04
4.04
4.05
1.66
7.33
1.32
5.20
5.31
4.95
4.86
4.81
4.36
4.36
2.47
4.37
2.22
1.83
1.61
1.83
4.14
4.19
1.47
3.78
1.89
3.59
4.09
4.05
3.49
3.45
3.27
1.13
3.64

U.S. Treasuries and Agencies
Security Name
UNITES STATES TREAS NTS
US DEPT HSG + URBAN DEV GOVT
US TREASURY N/B
US TREASURY BDS
US TREASURY N/B
US TREASURY N/B
US TREASURY N/B
US TREASURY N/B
US TREASURY N/B
US TREASURY N/B
US TREASURY N/B
US TREASURY N/B
US TREASURY N/B
US TREASURY N/B
US TREASURY N/B
US TREASURY N/B
US TREASURY N/B
US TREASURY N/B
US TREASURY NB
US TREASURY SECURITY
US TREASURY T/B
WI INFL IDX N/B
WI TREASURY N/B
WI TREASURY SEC
WI TREASURY SEC
WI TREASURY SEC
WI TREASURY SEC
Grand Total
Rate Maturity Date

Par Value
2.00
11/30/2013
14,600,000
2.13
01/15/2019
39,831,835
3.75
11/15/2018
13,700,000
5.38
08/01/2027
2,800,000
1.38
09/15/2012
319,047,986
6.13
11/15/2027
69,500,000
4.38
11/15/2039
62,771,771
4.63
02/15/2040
528,705,699
3.13
05/15/2019
216,639,235
1.13
06/30/2011
1,605,000
3.63
08/15/2019 1,732,082,387
1.00
08/31/2011
209,000
3.38
11/15/2019 2,025,435,795
2.75
11/30/2016
193,755,532
3.63
02/15/2020
505,103,513
1.75
04/15/2013
11,298,919
3.13
04/30/2017
50,217,416
3.50
05/15/2020
131,402,240
2.13
05/31/2015
137,679,417
2.75
05/31/2017
54,820,680
2.50
03/31/2015
470,799,073
2.63
07/15/2017
44,016,402
1.38
05/15/2012
6,700,000
1.38
01/15/2020
84,109,151
2.50
04/30/2015
62,771,771
3.13
01/31/2017
38,081,541
3.00
02/28/2017
19,668,488
1.38
03/15/2013
121,023,974
3.25
03/31/2017
379,015,950
Book Value
14,636,919
42,024,803
14,439,089
2,787,493
312,409,158
97,203,203
61,079,093
533,849,617
210,490,905
1,616,628
1,722,109,564
209,124
1,959,607,273
186,892,158
497,955,691
11,067,127
48,952,053
131,497,468
135,981,284
53,869,444
462,128,230
48,126,962
6,734,198
82,945,851
62,140,045
37,192,152
19,084,789
117,485,956
369,710,682
$ 12,425,221,576
Market Value
14,989,382
50,962,673
14,762,162
3,122,451
379,400,000
91,489,799
79,383,734
696,260,653
257,733,703
1,616,540
2,145,037,575
210,354
2,457,040,266
232,678,577
625,048,771
13,535,379
61,484,789
161,063,730
164,032,856
65,562,491
544,519,526
58,153,537
6,798,356
101,025,323
76,133,245
46,651,831
23,913,828
143,595,420
467,718,911
$ 14,753,285,636
Yield
1.95
1.66
3.48
4.82
1.16
4.65
3.46
3.51
2.63
1.12
2.93
0.99
2.78
2.29
2.93
1.46
2.55
2.86
1.78
2.30
2.16
1.99
1.36
1.14
2.06
2.55
2.47
1.16
2.63

Mortgage Loans
Security Name
COACHELLA HOUSING
COLUMBIA FAMILY APARTMENTS
COUNTRY MANOR APTS
DEFAULT MHLP
HARMONY CREEK SENIOR APTS
JUMBO MHLP 15 YEAR 912
JUMBO MHLP 885
JUMBO MHLP 15 YR 887
JUMBO MHLP 30 YEAR ARM 899
JUMBO MHLP 30 YR 888
JUMBO MHLP 844
JUMBO MHLP 846
JUMBO MHLP 847
JUMBO MHLP 848
JUMBO MHLP 850
JUMBO MHLP 851
JUMBO MHLP 853
JUMBO MHLP 854
JUMBO MHLP 855
JUMBO MHLP 856
JUMBO MHLP 857
JUMBO MHLP 858
JUMBO MHLP 859
JUMBO MHLP 860
Rate Maturity Date

8.40
08/01/2020
8.12
07/01/2017
8.13
01/01/2028
8.00
01/01/2020
8.38
06/01/2013
5.31
12/10/2024
5.79
03/12/2025
4.45
06/15/2025
6.63
03/13/2039
5.08
06/15/2040
1.00
12/14/2036
5.73
06/15/2022
5.72
09/20/2022
5.96
12/20/2022
5.16
03/20/2023
4.72
09/19/2023
5.83
12/12/2023
5.22
06/18/2024
5.27
09/10/2024
1.00
03/15/2022
6.09
06/15/2037
6.23
09/20/2037
6.15
12/20/2037
6.02
03/20/2038
6.21
06/20/2038
5.90
08/19/2038
6.28
12/12/2038
5.58
06/18/2039
4.99
09/10/2039
1.00
12/10/2039
4.27
03/12/2040
6.25
06/20/2038
6.04
09/19/2038
6.31
12/12/2038
6.38
06/15/2040
1.00
03/15/2037
9.14
07/01/2029
7.76
06/01/2030
7.06
08/01/2016
7.55
08/01/2031
1.00
01/01/2032
1.00
05/01/2032
5.73
02/01/2018
6.21
02/01/2033
5.40
06/01/2018
5.93
06/01/2033
5.05
09/01/2018
5.64
09/01/2033
5.03
12/15/2018
1.00
12/15/2033
Par Value
Book Value
968,341 $
968,341
1,046,122
1,046,122
467,482
467,482
1,529,740
1,529,740
1,461,658
1,461,658
1,127,467
1,125,900
172,931
172,931
1,053,244
1,053,244
7,282,794
7,260,338
2,606,611
2,606,611
11,680,350
11,641,250
336,158
335,033
340,665
337,342
586,752
586,752
941,812
940,659
1,536,143
1,531,551
835,771
835,771
804,461
801,199
319,173
319,173
797,704
797,704
8,076,852
8,031,129
3,944,451
3,923,714
20,529,638
20,397,270
22,915,409
22,871,171
8,067,427
8,024,000
35,762,206
35,762,206
58,084,542
58,000,612
4,183,805
4,183,055
1,572,730
1,566,771
15,787,620
15,763,785
2,291,491
2,284,898
628,036
624,993
202,351
202,351
583,410
583,410
313,304
313,304
24,582,175
24,472,176
130,166
130,166
125,136
125,136
57,330
57,330
326,021
326,021
576,960
576,960
3,247,590
3,241,803
2,722,981
2,716,279
6,503,968
6,493,820
1,415,302
1,415,174
10,619,947
10,618,256
2,484,044
2,478,850
26,481,388
26,413,834
1,392,881
1,388,222
19,146,413
19,075,370
Market Value
1,013,834
1,074,123
470,650
1,529,740
1,471,866
1,122,516
172,931
1,053,244
7,260,338
2,606,611
11,680,350
335,033
337,342
586,752
940,659
1,531,551
835,771
801,199
319,173
797,704
8,032,532
3,924,254
20,402,360
22,871,759
8,024,617
35,762,206
58,000,612
4,183,055
1,566,607
15,779,080
2,284,835
624,993
202,351
583,410
313,304
24,475,342
130,166
125,136
57,330
326,021
576,960
3,239,655
2,716,405
6,493,106
1,415,302
10,616,761
2,478,850
26,413,834
1,388,074
19,146,413
Yield
8.02
7.91
8.08
8.00
8.32
5.34
5.79
4.45
6.65
5.08
1.00
5.75
5.78
5.96
5.16
4.73
5.83
5.24
5.27
1.00
6.13
6.26
6.19
6.03
6.24
5.90
6.29
5.59
5.01
1.00
4.28
6.28
6.04
6.31
6.38
1.00
9.14
7.76
7.06
7.55
1.00
1.00
5.74
6.22
5.40
5.93
5.07
5.65
5.05
1.00

Mortgage Loans
Security Name
JUMBO MHLP 861
JUMBO MHLP 862
JUMBO MHLP 864
JUMBO MHLP 865
JUMBO MHLP 866
JUMBO MHLP 867
JUMBO MHLP 868
JUMBO MHLP 869
JUMBO MHLP 870
JUMBO MHLP 871
JUMBO MHLP 872
JUMBO MHLP 873
JUMBO MHLP 874
JUMBO MHLP 875
JUMBO MHLP 876
JUMBO MHLP 877
JUMBO MHLP 878
JUMBO MHLP 879
JUMBO MHLP 881
JUMBO MHLP 882
JUMBO MHLP 883
JUMBO MHLP 884
JUMBO MHLP 886
JUMBO MHLP ARM 893
NEEDLES HOUSING INVESTORS LP
OAK HILLS APARTMENTS
OAK RIDGE APARTMENTS
PEACHTREE INN
PERSONAL LOAN MHLP
RALPHS/ADAMS VERMONT
RUGBY PLAZA SENIOR APTS
SANTA ANA APARTMENTS
SONOMA CREEKSIDE TOWNHOMES
ULLICO RALPHS GROCERY
WESTERN HEIGHTS APARTMENTS
WESTSIDE VILLAGE RENTAL HOMES
Grand Total
Rate Maturity Date

Par Value
5.00
03/15/2019
859,236
5.00
03/15/2034 1,380,155
5.00
07/25/2034 2,342,495
5.30
09/24/2019
177,725
5.30
09/24/2034 2,101,961
5.00
12/30/2015 1,106,557
5.00
12/30/2030 2,208,627
3.50
03/25/2020
484,601
3.50
03/25/2035 3,342,386
1.00
07/19/2025
812,520
1.00
07/25/2034 9,003,020
1.00
07/25/2034 1,817,895
1.00
07/25/2034 11,778,407
1.00
12/19/2020 1,537,924
1.00
12/19/2035 12,636,160
1.00
12/19/2035
232,436
5.00
03/24/2021
688,098
5.00
03/24/2036 5,818,144
1.00
06/23/2036 4,399,637
1.00
09/19/2036 3,335,661
1.00
09/19/2021
147,386
1.00
12/14/2021
494,674
1.00
12/14/2036
787,322
6.22
09/20/2037 1,656,024
8.04
02/01/2021
603,049
8.12
09/01/2017 1,096,678
7.50
06/01/2014 1,442,416
8.02
12/07/2015 2,781,582
7.50
12/01/2019 22,072,019
1.00
06/01/2012 1,799,255
8.38
09/01/2016 3,122,580
7.15
09/01/2011
899,717
9.00
01/01/2019 1,284,703
8.00
02/01/2022 3,902,134
8.05
02/01/2016
479,430
8.25
02/01/2017
994,408
Book Value
859,236
1,380,155
2,342,495
177,491
2,101,032
1,106,557
2,204,828
484,601
3,336,907
809,885
8,981,063
1,813,898
11,769,578
1,537,924
12,583,256
232,436
684,784
5,770,758
4,361,305
3,318,742
147,386
493,170
787,322
1,653,672
603,049
1,096,678
1,442,416
2,781,582
22,072,019
1,799,255
3,122,580
899,717
1,284,703
3,902,134
479,430
994,408
$ 427,297,324
Market Value
859,236
1,380,155
2,342,495
177,163
2,101,076
1,106,557
2,199,276
484,601
3,336,991
809,885
8,999,072
1,817,895
11,778,407
1,537,924
12,596,862
232,436
684,784
5,770,758
4,361,305
3,318,742
147,386
494,674
787,322
1,653,672
631,423
958,021
1,509,128
2,911,436
22,262,280
1,884,344
3,269,277
941,033
1,315,536
4,431,489
442,950
1,041,021
$ 428,673,330
Yield
5.00
5.00
5.00
5.32
5.30
5.00
5.02
3.50
3.51
1.00
1.00
1.00
1.00
1.00
1.00
1.00
5.02
5.04
1.01
1.01
1.00
1.00
1.00
6.22
7.68
9.30
7.17
7.66
7.44
0.95
8.00
6.84
8.79
7.04
8.71
7.88

Security Name
ADJUSTABLE RATE MTG TR
ADJUSTABLE RATE MTG TR
ALTERNATIVE LN TR
AMERICAN HOME MTG ASSETS TR
AMERICAN HOME MTG INVT TR
AMERICAN HOME MTG INVT TR
BANC AMER COML MTG INC
BANC AMER COML MTG TR
BANC AMER FDG CORP
BANC AMER MTG SECS INC
BANC OF AMERICA COMMERCIAL MTG
BANC OF AMERICA COMMERCIAL MTG
BAYVIEW COML ASSET TR
BEAR STEARNS ARM TR
BEAR STEARNS COML MTG SECS INC
BEAR STEARNS COML MTG SECS INC
BEAR STEARNS COML MTG SECS TR
BEAR STEARNS COML MTG SECS TR
BEAR STEARNS MTG FDG TR
BEAR STEARNS MTG FDG TR
BEAR STEARNS STRUCT PRODS INC
BEAR STEARNS TR
CBA COML SMALL BALANCE COML
CD
CD
CD COMMERCIAL MTG TR
CD MTG TR
CD MTG TR
CHEVY CHASE FDG LLC
CHL MTG PASS THROUGH TR
CITIGROUP COML MTG TR
CITIGROUP COML MTG TR
CITIGROUP DEUTSCHE BANK
CITIGROUP MTG LN TR
CITIGROUP MTG LN TR
CITIGROUP MTG LN TR
CITIGROUP MTG LOAN TRUST INC
COBALT CMBS COML MTG TR
COMM 2001 J2
COMM 2004 LNB2
COMM MTG
COMM MTG TR
COMMERCIAL MTG TR 2007 GG9
COMMUNITY PROGRAM LN TR 1987 A
CONTINENTAL AIRLS PASS THRU TR
COUNTRYWIDE ALTERNATIVE LN TR
COUNTRYWIDE HOME LOAN
COUNTRYWIDE HOME LOANS
COUNTRYWIDE MTG PASS THRU TR
Rate Maturity Date

3.34
04/25/2035
5.07
02/25/2036
0.56
06/25/2046
3.46
11/25/2035
2.70
06/25/2045
5.35
11/25/2045
5.18
10/10/2045
5.35
09/10/2047
6.35
06/11/2035
0.26
03/11/2041
5.89
07/10/2044
0.13
10/10/2045
0.10
05/10/2017
5.49
02/10/2051
3.46
12/20/2034
5.00
12/25/2019
5.61
05/10/2045
5.93
05/10/2045
0.78
08/25/2034
3.23
01/25/2035
0.67
11/11/2035
0.33
05/11/2039
5.20
12/11/2038
5.69
06/11/2050
0.50
12/25/2036
0.61
08/25/2036
5.49
01/26/2036
5.54
09/11/2041
0.67
07/25/2035
5.32
12/11/2049
0.12
12/11/2049
0.03
09/15/2020
5.89
11/15/2044
5.62
10/15/2048
0.53
07/25/2036
5.20
02/25/2047
5.43
10/15/2049
5.89
12/10/2049
0.56
12/11/2049
3.16
08/25/2035
5.81
07/25/2036
3.08
03/25/2037
5.50
04/25/2037
5.48
04/15/2047
0.85
07/16/2034
0.36
03/10/2039
0.85
02/16/2034
0.15
12/10/2046
0.51
03/10/2039
4.50
10/01/2018
7.37
06/15/2017
1.50
12/25/2035
0.85
03/25/2036
6.00
09/25/2037
3.77
01/25/2037
Par Value
334,114 $
1,902,184
2,379,301
353,200
742,632
5,290,271
3,084,000
2,833,000
3,100,000
66,713,161
1,732,000
98,181,267
432,980,294
2,300,000
412,831
989,589
601,495
1,783,000
746,752
520,952
34,865,999
44,615,685
75,326,125
20,923,924
1,432,936
3,563,773
737,236
62,771,771
1,795,039
121,358,756
47,699,012
570,281,257
152,676,192
41,847,847
1,195,971
1,446,348
24,834,910
325,719,450
56,931,078
976,090
35,882,121
2,234,355
4,862,656
202,543,579
3,660,000
50,382,245
1,070,518
54,943,348
119,726,227
1,746,680
381,577
470,000
3,000,000
27,707,385
4,956,100
Book Value
332,055
1,899,638
2,380,471
354,056
742,527
5,284,225
2,992,179
2,760,180
3,151,159
895,335
1,762,173
562,977
1,236,066
2,311,908
416,223
968,104
606,691
1,816,443
725,889
526,482
4,365,743
949,077
70,281,447
20,106,720
1,432,936
3,563,773
733,600
61,752,299
1,795,039
119,349,961
398,670
433,871
155,028,691
40,168,791
1,196,138
1,421,075
42,288,982
327,732,853
1,354,478
943,251
27,360,826
2,237,254
4,809,243
198,600,122
3,694,511
1,450,754
1,048,913
613,128
2,478,386
3,227,295
328,913
474,981
3,004,111
22,505,070
4,956,100
Market Value
267,672
1,455,115
1,165,698
201,042
592,832
3,861,326
2,702,355
2,560,324
3,205,085
1,208,145
1,758,998
2,001,251
1,392,883
2,333,702
252,250
1,012,511
609,602
1,903,667
578,985
442,568
2,291,600
1,446,672
90,025,311
24,737,180
247,147
802,854
465,055
76,960,705
1,023,172
137,333,013
851,996
409,729
188,660,888
50,740,604
653,236
867,913
57,572,695
406,812,142
2,149,928
844,894
22,064,159
1,077,656
3,413,040
226,835,558
3,554,953
2,698,283
1,055,798
1,245,764
4,077,560
3,969,417
326,745
2,311
26,172
28,196,415
2,753,039
Yield
4.17
6.63
1.14
6.07
3.38
7.33
5.91
5.92
6.14
9.07
5.80
6.55
12.64
5.41
5.67
4.89
5.54
5.55
1.00
3.80
13.94
13.78
4.35
4.82
2.88
2.70
8.70
4.52
1.17
4.70
6.63
28.74
4.76
4.63
0.97
8.67
2.34
4.71
12.85
3.65
9.45
6.38
7.84
4.90
0.87
6.69
0.86
6.75
9.41
1.98
8.61
20.00
20.00
5.90
6.79

Security Name
CREDIT SUISSE 1ST BOSTON MTG
CREDIT SUISSE COML MTG TR
CREDIT SUISSE COML MTG TR
CRUSADE GLOBAL TR
CSMC 2006 C3 A3
CSMC TR
CWALT INC
CWALT INC
CWALT INC
CWALT INC
CWALT INC
CWALT INC
CWALT INC
CWMBS INC
CWMBS INC
CWMBS INC
CWMBS INC
CWMBS INC
CWMBS INC
CWMBS INC
CWMBS INC
DLJ MTG ACCEP CORP
DSLA MTG LN TR
FANNIE MAE
FANNIE MAE
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
Rate Maturity Date

0.44
10/15/2039
5.31
12/15/2039
0.18
12/15/2039
1.61
12/15/2035
0.70
01/17/2034
6.02
06/15/2038
0.62
10/25/2036
3.12
12/25/2034
3.58
12/25/2034
2.00
08/25/2035
1.13
01/25/2036
2.35
01/25/2036
1.04
02/25/2036
5.50
03/25/2036
5.70
04/20/2036
1.17
04/25/2046
0.75
09/25/2035
3.57
02/25/2034
2.48
11/25/2034
0.68
02/25/2035
0.74
02/25/2035
0.64
04/25/2035
1.32
11/12/2021
0.75
11/19/2044
5.38
06/12/2017
2.38
07/28/2015
4.50
08/15/2035
6.03
08/01/2036
5.59
04/01/2037
5.83
06/01/2037
6.03
07/01/2037
5.75
05/01/2037
5.57
06/01/2037
5.81
05/01/2037
5.72
07/01/2037
5.89
07/01/2037
5.76
08/01/2037
7.00
05/01/2017
7.00
05/01/2017
4.96
01/01/2034
4.99
02/01/2034
6.52
07/01/2031
6.00
02/01/2034
6.50
06/01/2034
6.00
07/01/2034
6.00
07/01/2034
6.50
08/01/2034
6.00
08/01/2034
6.50
08/01/2034
6.00
08/01/2034
7.00
03/01/2032
4.50
04/01/2035
7.00
04/01/2036
4.50
07/01/2035
7.00
07/01/2036
Par Value
37,765,782
6,725,000
38,073,175
34,642,764
767,940
4,167,000
1,680,706
297,688
178,198
2,101,639
6,300,000
55,508
5,850,000
4,522,347
412,948
41,711
2,185,329
693,093
1,358,542
947,910
4,522,246
1,291,189
132,144
433,062
4,700,000
2,700,000
360,667
12,672,242
5,511,922
11,857,224
4,407,845
1,304,213
6,726,835
5,600,224
8,260,262
12,299,413
25,361,368
2,541
18,285
6,948,746
4,057,761
168,322
2,507,673
46,616
3,716,709
1,628,602
40,820
3,514,127
2,119
2,037,338
2,541
29,283
68,516
945,877
76,768
Book Value
1,033,637
6,632,705
601,734
1,848,224
768,326
4,264,900
1,680,706
298,094
180,668
2,116,428
6,300,000
51,363
5,860,191
4,479,781
412,677
41,698
2,185,329
697,657
1,377,550
947,910
4,522,246
1,291,189
9
433,062
4,949,646
2,702,712
111,983
23,152,875
9,985,548
21,356,449
8,046,961
2,354,206
12,039,518
10,211,952
14,838,311
22,219,496
45,608,397
4,790
34,480
12,858,385
7,491,455
315,731
4,698,631
88,372
6,964,544
3,051,195
77,389
6,591,388
4,018
3,817,287
4,856
51,146
128,172
1,691,097
143,619
Market Value
1,889,286
6,602,925
1,355,429
2,103,928
765,012
4,302,512
1,409,332
250,714
136,173
1,129,442
192,188
92
74,283
567,342
383,037
35
1,754,362
646,430
806,689
523,618
2,393,457
728,580
11
155,815
5,472,390
2,733,394
64,896
30,799,098
13,368,909
28,812,208
10,738,301
3,169,145
16,315,622
13,612,802
20,056,826
29,930,249
61,526,885
6,278
45,402
16,657,572
9,746,340
393,314
6,214,951
116,443
9,211,397
4,036,286
101,967
8,709,321
5,294
5,049,286
6,400
68,906
170,916
2,225,762
191,500
Yield
8.84
5.41
5.18
13.74
0.71
5.83
0.74
3.70
4.69
3.72
20.00
20.00
20.00
20.00
6.15
20.00
0.93
3.83
4.17
1.23
1.39
1.13
20.00
2.08
4.62
2.35
25.01
2.48
2.31
2.40
2.48
2.37
2.30
2.39
2.36
2.42
2.38
2.83
2.82
2.07
2.08
2.79
2.42
2.60
2.42
2.42
2.60
2.42
2.60
2.42
2.78
1.91
2.81
1.91
2.81

Security Name
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
Rate Maturity Date

7.00
09/01/2036
7.00
09/01/2036
7.00
10/01/2036
7.00
11/01/2036
7.00
12/01/2036
7.00
12/01/2036
6.00
01/01/2037
6.00
03/01/2037
7.00
04/01/2037
6.00
05/01/2037
6.00
05/01/2037
6.00
05/01/2037
6.00
05/01/2037
6.00
06/01/2037
6.00
06/01/2037
6.00
06/01/2037
6.00
05/01/2037
6.00
07/01/2037
6.00
04/01/2037
6.00
07/01/2037
6.00
06/01/2037
6.00
07/01/2037
6.00
06/01/2037
6.00
07/01/2037
6.00
07/01/2037
6.00
07/01/2037
7.00
07/01/2037
6.00
07/01/2037
6.00
08/01/2037
6.50
08/01/2037
6.00
08/01/2037
6.00
08/01/2037
6.00
08/01/2037
6.00
08/01/2037
7.00
08/01/2037
7.00
08/01/2037
7.00
08/01/2037
7.00
08/01/2037
7.00
08/01/2037
6.50
09/01/2037
6.00
10/01/2037
6.00
10/01/2037
6.50
11/01/2037
6.50
11/01/2037
6.50
10/01/2037
6.50
12/01/2037
6.50
12/01/2037
7.00
12/01/2037
6.50
12/01/2037
6.50
12/01/2037
6.50
01/01/2038
6.00
01/01/2038
6.00
01/01/2038
6.00
11/01/2037
7.00
02/01/2038
Par Value
128,253
9,612
15,129
159,344
4,308
7,405
161,772
468,815
7,260
287,476
62,473
132,676
11,673
383,729
10,363
36,034
101,907
879,118
106,911
4,337,658
119,632
64,406
514,412
11,540
95,673
170,274
284,343
159,627
1,717,187
305,075
4,096,623
165,002
168,010
225,046
687,672
198,432
125,773
53,488
299,500
12,416
1,622,884
3,470,464
169,747
11,475,918
151,951
109,724
1,438,113
116,303
972,400
186,948
119,207
2,218,434
1,354,536
28,725
80,448
Book Value
239,996
17,986
28,310
298,179
8,061
13,856
292,551
847,808
13,586
519,871
112,976
239,931
22,573
693,932
20,040
65,164
184,289
1,589,784
193,338
7,844,154
216,341
116,470
930,258
20,869
173,014
307,921
531,971
288,668
3,159,331
568,522
7,408,247
298,387
303,825
406,968
1,286,560
371,348
235,373
100,070
560,332
23,138
2,981,126
6,375,003
316,336
21,373,651
283,170
204,480
2,680,043
222,405
1,812,148
348,393
222,153
4,146,370
2,531,700
55,549
153,842
Market Value
319,931
23,976
37,740
397,488
10,746
18,471
396,539
1,149,169
18,104
704,668
153,135
325,219
28,613
940,605
25,402
88,328
249,797
2,154,914
262,063
10,632,563
293,244
157,872
1,260,939
28,287
234,516
417,379
709,049
391,282
4,209,208
754,986
10,041,733
404,457
411,829
551,637
1,714,806
494,819
313,633
133,379
746,844
30,727
3,978,049
8,506,878
420,083
28,400,061
376,041
271,540
3,558,975
290,018
2,406,450
462,651
295,007
5,437,874
3,320,269
70,411
200,606
Yield
2.81
2.81
2.81
2.81
2.81
2.81
2.45
2.45
2.81
2.45
2.45
2.45
2.45
2.45
2.45
2.45
2.45
2.45
2.45
2.45
2.45
2.45
2.45
2.45
2.45
2.45
2.81
2.45
2.45
2.63
2.45
2.45
2.45
2.45
2.81
2.81
2.81
2.81
2.81
2.63
2.45
2.45
2.63
2.63
2.63
2.63
2.63
2.81
2.63
2.63
2.63
2.45
2.45
2.45
2.81

Security Name
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
Rate Maturity Date

7.00
02/01/2038
4.50
03/01/2038
7.00
03/01/2038
7.00
05/01/2038
7.00
06/01/2038
7.00
05/01/2038
7.00
05/01/2038
7.00
06/01/2038
7.00
06/01/2038
6.50
10/01/2037
6.50
09/01/2037
7.00
11/01/2037
6.00
08/01/2038
6.00
08/01/2038
6.00
10/01/2038
6.00
12/01/2038
6.00
12/01/2038
6.00
12/01/2038
5.00
02/01/2039
4.50
01/01/2040
5.00
05/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
06/01/2040
4.50
07/01/2040
5.00
12/01/2019
5.00
03/01/2020
7.00
01/01/2030
7.00
05/01/2032
6.00
10/01/2039
Par Value
27,601
603,996
335,410
165,908
401,658
377,721
104,229
62,371
229,053
6,272,596
124,565
56,350
20,330
21,384
242,724
167,519
24,452
66,465
913,982
2,918,213
3,795,678
310,417
84,234
120,646
263,871
189,056
18,602
620,849
741,162
15,025,772
42,342
16,453,128
1,862,618
931,309
151,058
18,998,134
188,259
2,527,920
12,727,891
75,991
1,241,745
38,732
18,875,103
2,862,212
1,109,702
242,186
3,213,674
752,916
4,966,982
620,873
331,732
868,723
6,655
2,854
136,850
Book Value
52,782
1,117,047
641,418
317,277
768,126
722,344
199,324
119,277
438,039
11,689,382
232,134
107,756
39,317
41,356
469,412
323,972
47,289
128,539
1,669,889
5,353,271
3,955,091
567,673
154,042
220,631
482,552
346,087
34,019
1,135,372
1,355,395
27,526,730
77,791
30,228,097
3,422,049
1,711,024
276,246
34,898,581
344,278
4,644,358
23,384,000
138,969
2,281,366
70,831
34,677,810
5,245,362
2,038,772
444,950
5,903,221
1,383,276
9,125,463
1,140,683
611,410
858,894
12,486
5,453
264,672
Market Value
68,827
1,413,432
836,386
413,710
1,001,581
941,893
259,907
155,528
571,171
15,523,124
308,267
140,517
49,796
52,378
594,516
410,312
59,892
162,795
2,184,067
6,830,746
4,019,189
726,602
197,169
282,401
617,650
442,528
43,543
1,453,238
1,734,860
35,171,262
99,110
38,512,315
4,359,885
2,179,942
353,585
44,469,487
440,664
5,917,177
29,792,546
177,875
2,906,590
90,662
44,181,503
6,699,663
2,597,512
566,892
7,522,340
1,762,373
11,626,359
1,453,295
804,896
932,749
16,748
7,157
335,564
Yield
2.81
1.92
2.81
2.81
2.81
2.81
2.81
2.81
2.81
2.63
2.63
2.81
2.45
2.45
2.45
2.45
2.45
2.45
2.09
1.92
4.72
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
2.06
4.66
2.78
2.79
2.45

Security Name
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
Rate Maturity Date

5.50
10/01/2039
4.50
06/01/2040
7.50
11/01/2029
7.00
01/01/2030
7.00
01/01/2030
7.50
01/01/2030
7.00
03/01/2030
7.50
07/01/2030
7.50
01/01/2031
7.50
01/01/2031
7.50
01/01/2031
7.50
02/01/2031
7.50
01/01/2031
7.50
03/01/2031
7.50
03/01/2031
7.50
04/01/2031
7.50
04/01/2031
7.50
05/01/2031
7.50
05/01/2031
8.00
06/01/2021
7.00
06/01/2026
7.00
10/01/2031
5.50
12/01/2034
5.50
01/01/2035
5.50
02/01/2035
5.50
06/01/2035
6.50
12/01/2035
6.50
08/01/2036
6.50
10/01/2036
7.00
03/01/2037
6.00
05/01/2037
6.00
05/01/2037
6.00
08/01/2037
6.00
08/01/2037
5.50
09/01/2037
6.00
09/01/2037
6.50
07/01/2037
6.00
11/01/2037
6.50
12/01/2037
6.50
12/01/2037
6.00
01/01/2038
5.50
07/01/2038
6.00
09/01/2038
4.50
09/01/2038
6.00
02/01/2039
6.00
01/01/2039
6.00
04/01/2039
4.50
05/01/2040
6.00
07/01/2034
5.50
07/01/2035
7.00
08/01/2036
7.00
11/01/2036
6.00
06/01/2037
6.00
10/01/2037
5.00
05/01/2038
Par Value
28,657,602
15,192,198
735
17,090
9,494
29,753
15,186
1,704
8,972
3,862
6,190
5,611
21,681
1,200
12,844
1,148
2,806
5,828
20,988
100,108
287
17,601
20,250,065
54,916,962
11,739,373
19,689,911
66,942
1,399,981
17,556
613,725
9,302,388
3,244,607
208,286
563,252
32,228,542
2,568,404
508,934
1,930,538
1,406,726
1,680,400
23,608,777
3,530,807
89,600
92,263
68,600
169,167
10,167
184,168
3,147,762
21,619,810
259,982
279,970
1,458,816
14,913
3,175,916
Book Value
55,208,219
27,910,433
1,383
32,066
17,815
55,995
28,494
3,206
16,888
7,271
11,651
10,562
40,810
2,260
24,179
2,161
5,283
10,973
39,512
192,697
546
32,910
37,241,441
100,820,537
21,686,607
36,382,465
124,736
2,608,761
32,715
1,148,468
16,822,396
5,867,535
402,787
1,033,147
58,279,581
4,717,975
948,416
1,980,345
2,621,550
3,144,073
43,802,068
3,567,283
173,279
170,022
132,669
327,161
19,662
338,358
5,896,937
39,733,694
486,356
523,905
1,469,667
28,839
3,192,837
Market Value
69,475,498
35,560,822
1,851
43,011
23,895
74,895
38,178
4,288
22,583
9,988
15,580
14,510
56,064
3,102
33,214
2,968
7,253
15,072
54,273
257,479
726
44,251
49,141,407
133,268,548
28,488,269
47,782,065
166,237
3,468,706
43,499
1,530,951
22,802,219
7,953,253
510,555
1,380,655
78,068,401
6,295,729
1,259,486
2,096,478
3,481,299
4,158,575
57,870,354
3,789,360
219,629
215,909
168,024
414,348
24,929
431,087
7,801,333
52,416,648
648,530
698,393
1,584,209
36,555
3,360,797
Yield
2.27
1.92
2.98
2.78
2.78
2.98
2.78
2.98
2.98
2.90
2.98
2.90
2.90
2.90
2.90
2.90
2.90
2.90
2.90
3.11
2.77
2.78
2.27
2.27
2.27
2.27
2.62
2.62
2.62
2.81
2.45
2.45
2.45
2.45
2.27
2.45
2.63
5.53
2.63
2.63
2.45
5.12
2.45
1.92
2.45
2.45
2.45
1.92
2.42
2.27
2.81
2.81
5.53
2.45
4.72

Security Name
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FED HM LN PC POOL
FEDERAL HOME LN MTG PC GTD
FEDERAL HOME LN MTG PC GTD
FEDERAL HOME LOAN MTG
FEDERAL HOME LOAN MTG CORP
FEDERAL NATL MTG ASSN GTD
FEDERAL NATL MTG ASSN REMIC
FEDERAL NATL MTG ASSN REMIC
FEDERAL NATL MTG ASSN STRIPPED
FHLMC TBA AUG 30 GOLD SINGLE
FHLMC TBA JUL 15 GOLD SINGLE
FHLMC TBA JUN 30 GOLD SINGLE
FIRST HORIZON MTG PASS THRU TR
FIRST HORIZON TR
FNMA
Rate Maturity Date

Par Value
4.50
06/01/2040
3,539,746
5.00
07/01/2020
937,193
5.00
12/01/2012
168,895
5.00
02/01/2023
4,134
5.00
05/01/2023
3,950
4.50
02/01/2025
5,653,123
6.50
03/01/2048
72,298
6.50
01/01/2048
3,990,885
5.00
09/15/2035
807,064
0.01
10/17/2027
486,607
6.50
04/15/2028
3,303,664
6.25
06/15/2028
6,577,442
5.50
07/18/2016
5,000,000
5.00
10/15/2031 65,376,380
5.50
02/25/2034 94,952,765
5.00
12/15/2031 14,646,746
5.00
02/15/2029
8,369,569
5.00
09/15/2034 79,321,757
5.00
01/15/2034 58,004,389
5.50
03/15/2034
2,669,753
5.50
09/15/2033 15,102,141
5.50
07/15/2032 14,131,181
5.50
08/15/2033 14,517,246
5.50
05/15/2033 34,623,387
5.50
01/15/2035 56,748,438
5.50
10/15/2034 42,356,717
5.50
07/15/2031 82,587,943
4.50
03/15/2021
18,860
7.00
03/25/2024
148,058
5.00
02/15/2020
881,913
5.50
03/15/2037 73,579,519
4.38
09/15/2012
4,000,000
3.00
10/01/2036 73,512,603
5.00
03/01/2036
910,641
6.50
11/25/2031
3,777,475
5.50
01/25/2035 20,799,237
4.33
04/25/2045
1,792,361
0.00
09/25/2023
331,960
6.50
09/25/2023
218,521
7.00
11/25/2029
2,003,666
5.50
02/25/2043
1,943,409
6.50
08/18/2028
693,892
7.00
03/25/2020
52,198
5.00
04/01/2036
1,002,265
5.50
12/01/2099 100,270,948
5.00
12/01/2099 56,809,856
4.50
12/01/2099 192,470,549
5.00
12/01/2099 112,377,966
5.50
12/01/2099 78,229,965
6.00
12/01/2099 12,417,455
4.50
12/31/2099 15,521,819
0.89
09/25/2034
1,473,170
5.51
11/25/2036
4,940,681
5.61
11/25/2036
1,334,357
4.50
12/01/2099 99,339,638
Book Value
6,494,574
927,225
324,192
7,971
7,618
5,894,713
135,664
7,488,636
211,478
796,205
6,302,899
12,373,559
5,138,709
61,803,857
94,033,141
13,833,064
7,937,994
76,151,400
56,613,164
4,843,246
17,583,266
14,042,425
26,799,185
34,337,668
56,118,118
41,973,417
78,337,166
34,520
276,090
214,834
71,579,484
4,212,110
60,855,791
313,079
7,149,503
37,676,409
1,830,560
516,047
411,157
3,723,274
3,616,316
1,298,272
97,745
355,728
196,352,249
110,457,803
360,463,365
215,954,640
152,966,552
24,511,410
28,422,976
1,473,170
4,942,034
1,336,688
191,077,478
Market Value
8,288,551
1,007,421
409,492
9,961
9,519
5,968,475
177,966
9,823,768
115,086
976,950
8,173,618
15,901,018
5,840,487
81,628,212
119,246,821
18,116,471
10,267,798
100,272,073
73,510,623
6,532,855
22,613,991
17,670,076
35,214,726
43,383,539
72,978,687
54,259,016
97,462,221
42,648
370,958
100,066
92,963,676
4,309,829
81,899,236
129,833
9,423,149
51,925,221
1,828,035
699,314
540,645
5,026,538
4,651,241
1,752,577
130,723
138,221
242,139,889
136,686,743
449,922,359
268,284,986
189,465,908
30,419,912
36,344,358
1,363,548
2,655,779
1,092,487
235,896,706
Yield
1.92
4.65
2.06
2.08
2.08
4.26
2.64
2.64
20.00
0.00
2.63
2.59
4.71
4.00
4.38
4.04
4.08
3.96
3.95
2.25
3.67
4.40
2.27
4.39
4.28
4.29
4.66
1.99
2.79
20.00
4.35
4.06
2.69
20.00
2.61
2.20
4.24
0.00
2.63
2.79
2.30
2.57
2.80
20.00
2.28
2.08
1.93
2.09
2.27
2.45
1.92
0.96
10.26
6.85
1.90

Security Name
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA GRANTOR TRUST
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

Par Value
5.00
12/01/2099 29,491,455
5.00
12/01/2099 85,990,874
4.00
12/01/2099 85,370,002
4.50
12/01/2099 23,282,728
5.50
12/01/2099 31,043,637
5.00
12/01/2099 187,348,349
6.50
01/25/2044
2,520,253
9.25
08/01/2015
139
9.25
08/01/2011
267
7.50
01/01/2017
1,531
7.50
02/01/2017
1,290
7.50
02/01/2017
1,914
7.50
04/01/2017
848
7.50
03/01/2017
384
7.50
03/01/2017
3,619
7.50
03/01/2017
237
7.50
05/01/2017
10,596
7.50
04/01/2017
5,557
7.50
05/01/2017
4,783
7.50
03/01/2017
12,988
7.50
04/01/2017
1,771
7.50
05/01/2017
3,948
7.50
05/01/2017
3,342
7.50
06/01/2017
14,458
7.50
06/01/2017
5,602
7.50
06/01/2017
22,700
7.50
09/01/2022
5,417
7.50
11/01/2022
860
7.50
08/01/2023
3,668
7.50
02/01/2024
943
7.50
07/01/2017
8,727
7.50
08/01/2022
844
8.75
07/01/2021
71,512
8.75
08/01/2021
17,957
8.75
09/01/2021
48,503
8.50
10/01/2021
96,384
8.50
11/01/2021
52,846
7.50
01/01/2022
1,547
7.50
03/01/2022
1,725
8.50
05/01/2022
47,252
8.50
06/01/2022
64,041
8.50
05/01/2020
107,026
7.50
04/01/2021
1,932
8.50
05/01/2020
223,260
6.00
09/01/2038
2,177,333
4.50
06/01/2039
30,610
4.50
11/01/2039
7,846
7.50
07/01/2019
6,987
7.50
06/01/2019
7,962
7.50
09/01/2023
6,230
6.00
04/01/2026
299,853
6.00
05/01/2026
380,707
6.00
06/01/2026
284,037
7.00
01/01/2018
1,291
6.00
02/01/2032
25,552
Book Value
57,450,361
165,843,429
160,306,799
44,695,377
60,952,751
359,626,571
2,570,148
266
494
2,888
2,439
3,618
1,604
726
6,844
448
20,055
10,505
9,049
24,576
3,353
7,476
6,314
27,376
10,606
42,965
10,411
1,653
7,058
1,809
16,531
1,623
74,980
18,831
50,871
100,806
55,278
2,970
3,313
49,466
67,020
111,842
3,706
233,109
4,101,834
56,270
14,424
13,357
15,219
11,990
562,873
714,677
533,227
2,456
47,545
Market Value
70,853,553
204,622,774
200,164,516
55,436,124
75,688,490
447,397,525
2,848,280
320
612
3,795
3,197
4,745
2,107
954
8,972
589
26,338
13,813
11,889
32,284
4,391
9,813
8,308
35,848
13,889
56,424
13,591
2,158
9,212
2,413
21,638
2,119
82,519
20,721
55,968
111,325
61,038
3,881
4,328
54,913
74,424
118,768
4,847
255,176
5,328,429
71,699
18,378
17,548
19,998
15,646
740,346
939,976
701,296
3,214
63,647
Yield
2.08
2.10
1.71
1.89
2.26
2.09
5.75
4.03
4.03
3.02
3.02
3.02
3.02
3.02
3.02
3.02
3.02
3.02
3.02
3.02
3.02
3.02
3.02
3.02
3.02
3.02
2.99
2.99
2.99
2.93
3.02
2.99
7.58
7.58
7.58
7.36
7.36
2.99
2.99
7.31
7.31
7.66
2.99
7.44
2.45
1.92
1.92
2.99
2.99
2.99
2.43
2.43
2.43
2.81
2.41

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

6.50
02/01/2022
6.50
05/01/2022
6.00
03/01/2033
6.00
11/01/2033
6.00
12/01/2033
6.00
01/01/2034
5.00
05/01/2019
6.00
06/01/2034
6.00
07/01/2034
6.00
09/01/2034
4.50
07/01/2015
5.50
11/01/2035
4.50
03/01/2021
4.50
04/01/2021
4.50
04/01/2021
6.00
09/01/2037
6.00
11/01/2037
6.00
12/01/2022
5.50
01/01/2023
4.50
01/01/2023
4.50
03/01/2038
6.00
09/01/2038
7.50
08/01/2022
7.50
06/01/2024
6.50
03/01/2016
7.00
07/01/2015
6.00
02/01/2029
6.00
07/01/2029
6.00
04/01/2026
6.00
11/01/2025
6.00
02/01/2026
6.00
02/01/2026
6.00
02/01/2026
6.00
02/01/2026
6.00
03/01/2026
6.00
03/01/2026
6.00
03/01/2026
6.00
03/01/2026
6.00
03/01/2026
6.00
05/01/2026
6.00
04/01/2026
6.00
05/01/2026
6.00
05/01/2026
6.00
05/01/2026
6.00
06/01/2026
6.00
12/01/2023
6.00
09/01/2032
5.00
08/01/2018
6.00
07/01/2034
6.00
08/01/2034
6.00
04/01/2034
6.00
05/01/2035
6.00
03/01/2025
6.00
06/01/2024
6.00
02/01/2028
Par Value
487
505
633,346
5,154
109,838
21,820
24,015
69,497
308,666
35,536
73,422
3,089,267
33,734
14,478
227,907
2,540,246
16,111,765
30,105
26,626
212,318
270,458
294,983
3,539
1,124
2,463
1,784
299,969
297,828
23,049
33,811
20,872
4,693
3,277
231,199
34,147
88,580
286,199
15,684
32,902
14,278
985
10,321
1,365
900
39
10,887
244,489
214,029
131,630
97,607
9,046
6,944
14,156
26,388
151
Book Value
899
934
1,178,691
9,593
204,436
40,613
44,095
129,361
574,552
66,180
134,013
3,069,080
59,894
25,704
404,622
4,785,275
30,351,347
55,745
48,723
394,503
500,376
555,712
6,802
2,156
4,542
3,379
562,426
558,491
43,267
63,510
39,176
8,680
6,152
433,964
64,097
166,272
537,220
29,010
61,760
26,815
1,822
19,375
2,563
1,665
73
20,452
454,974
388,933
245,016
181,689
16,838
12,927
26,580
49,527
284
Market Value
1,220
1,269
1,575,915
12,824
273,302
54,293
58,218
172,018
764,005
87,959
171,819
3,309,017
80,657
34,616
544,927
6,214,940
39,418,875
74,042
64,858
506,678
633,357
721,889
8,889
2,874
6,076
4,392
749,270
743,922
56,909
83,781
51,532
11,587
8,092
570,837
84,311
218,707
706,634
38,724
81,236
35,253
2,432
25,483
3,371
2,222
94
26,817
608,983
519,091
325,808
241,596
22,391
17,059
34,638
64,803
378
Yield
2.59
2.59
2.41
2.41
2.41
2.41
2.06
2.42
2.42
2.42
1.92
5.13
1.88
1.88
1.88
2.45
2.45
2.44
2.26
1.89
1.92
2.45
2.99
2.93
2.63
2.84
2.40
2.40
2.43
2.42
2.43
2.43
2.43
2.43
2.43
2.43
2.43
2.43
2.43
2.43
2.43
2.43
2.43
2.43
2.49
2.44
2.41
2.06
2.42
2.42
2.42
2.44
2.45
2.44
2.40

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

6.00
04/01/2028
6.00
03/01/2028
6.00
03/01/2028
6.00
04/01/2028
6.00
06/01/2028
6.00
05/01/2028
6.00
05/01/2028
6.00
06/01/2028
6.00
06/01/2028
6.00
07/01/2028
6.00
11/01/2018
6.00
01/01/2029
6.00
11/01/2028
6.00
12/01/2028
6.00
11/01/2028
6.00
01/01/2029
6.00
12/01/2028
6.00
12/01/2028
6.00
02/01/2029
6.00
02/01/2029
6.00
01/01/2029
6.00
02/01/2029
6.00
02/01/2029
6.00
07/01/2029
6.00
08/01/2016
6.00
04/01/2031
6.00
11/01/2032
6.00
01/01/2033
4.50
04/01/2018
6.00
05/01/2033
6.50
03/01/2031
6.00
10/01/2031
6.50
09/01/2031
6.00
09/01/2016
5.00
02/01/2017
5.00
02/01/2017
6.00
04/01/2017
6.00
09/01/2031
6.50
08/01/2031
6.00
08/01/2032
6.00
01/01/2032
6.00
02/01/2032
5.50
09/01/2017
5.00
10/01/2017
4.50
11/01/2017
5.00
11/01/2017
5.00
11/01/2017
4.50
03/01/2013
6.00
01/01/2032
6.50
05/01/2032
6.50
07/01/2032
6.00
02/01/2032
6.00
04/01/2032
6.00
07/01/2032
6.00
06/01/2032
Par Value
6,803
12,798
7,374
4,641
8,294
36,286
9,946
1,814
11,813
7,244
22,307
233,552
2,982
227,567
10,137
730
77,949
11,373
97,017
58,646
337,816
100,061
69,497
1,724
483,553
5,487
75,457
8,277
84,616
2,865
78,528
418,616
121,329
337,110
418,916
61,702
30,800
24,482
74,147
20,776
6,264
37,513
79,578
326,640
331,830
282,007
382,847
199,690
262,492
86,869
320,796
80,486
19,800
97,405
6,441
Book Value
12,751
23,988
13,821
8,698
15,547
68,016
18,643
3,399
22,144
13,579
41,334
437,884
5,590
426,650
18,751
1,351
144,191
21,038
181,860
108,485
633,367
187,566
128,557
3,233
487,985
10,209
140,423
15,403
151,785
5,332
79,349
421,890
124,291
340,214
413,747
60,941
31,093
45,551
140,414
38,662
11,656
69,802
79,497
322,488
323,483
278,409
377,963
199,437
264,549
88,953
328,498
150,513
36,843
181,259
11,987
Market Value
16,992
31,968
18,418
11,591
20,717
90,636
24,844
4,530
29,508
18,094
55,066
583,372
7,448
568,423
25,320
1,825
194,704
28,408
242,356
146,502
843,805
249,960
173,607
4,308
526,389
13,707
187,952
20,616
203,858
7,136
87,585
461,956
135,323
366,973
449,627
66,226
33,587
60,981
183,039
51,749
15,603
93,438
86,214
350,587
354,538
302,681
410,914
204,513
289,669
96,883
357,776
200,478
49,318
242,621
16,045
Yield
2.40
2.40
2.40
2.40
2.40
2.40
2.40
2.40
2.40
2.40
2.43
2.40
2.40
2.40
2.40
2.40
2.40
2.40
2.40
2.40
2.40
2.40
2.40
2.40
5.51
2.40
2.41
2.41
1.87
2.41
5.83
5.44
5.83
5.51
4.66
4.66
5.50
2.41
2.63
2.41
2.41
2.41
5.08
4.66
4.21
4.66
4.66
4.39
5.44
5.83
5.83
2.41
2.41
2.41
2.41

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

6.00
08/01/2032
6.00
08/01/2032
6.00
09/01/2032
5.00
10/01/2032
6.00
09/01/2032
6.00
10/01/2032
6.00
10/01/2032
6.00
10/01/2032
6.00
03/01/2033
6.00
10/01/2032
6.00
11/01/2032
6.00
11/01/2032
6.00
11/01/2032
6.00
06/01/2032
6.00
12/01/2032
6.00
02/01/2033
5.00
01/01/2018
6.00
01/01/2033
6.00
01/01/2033
6.00
03/01/2033
6.00
02/01/2033
5.00
01/01/2033
5.50
01/01/2033
6.00
09/01/2032
5.00
02/01/2033
5.00
03/01/2033
5.50
03/01/2033
5.50
03/01/2033
5.00
04/01/2033
5.00
05/01/2033
4.50
06/01/2033
4.50
06/01/2033
5.00
06/01/2033
4.50
07/01/2033
4.50
08/01/2033
4.50
07/01/2033
5.00
06/01/2033
4.50
08/01/2033
4.50
08/01/2033
4.50
08/01/2033
5.00
08/01/2033
4.50
09/01/2033
4.50
09/01/2033
4.50
09/01/2033
5.00
09/01/2033
4.50
09/01/2033
4.50
10/01/2033
4.50
09/01/2033
4.50
10/01/2033
5.00
10/01/2033
5.00
10/01/2033
5.50
10/01/2033
4.50
10/01/2033
4.50
11/01/2033
5.00
11/01/2033
Par Value
12,856
54,838
96,941
462,359
98,685
18,657
24,472
37,475
102,331
3,199
145,793
30,361
86,307
25,782
162,555
103,455
1,688,941
31,541
104,452
61,063
79,516
346,090
1,007,696
23,733
899,074
1,547,306
1,259,523
656,849
3,482,260
3,187,050
3,338,068
415,328
1,992,594
2,306,577
9,087,881
3,266,064
651,666
5,360,321
17,281,306
5,563,955
100,776
6,782,597
17,630,884
11,799,148
530,449
647,105
5,327,002
1,273,336
2,119,668
953,605
1,620,459
1,272,978
798,092
1,612,627
1,007,326
Book Value
24,603
104,937
97,651
455,625
99,409
34,895
45,541
70,089
190,443
5,953
271,315
56,500
160,614
47,977
302,513
192,625
1,708,528
58,698
194,479
113,695
148,052
342,774
1,009,961
45,416
890,954
1,534,140
1,262,869
655,961
3,465,964
3,174,793
3,133,891
412,587
1,989,065
2,165,433
8,531,530
3,254,744
649,401
5,032,167
16,223,361
5,540,211
100,321
6,367,193
16,551,068
11,746,967
529,089
607,473
5,000,609
1,253,807
2,080,826
956,965
1,608,478
1,267,397
749,192
1,552,328
999,371
Market Value
31,540
134,522
106,975
490,384
108,900
46,472
60,956
93,344
254,623
7,968
363,146
75,624
214,976
64,220
404,899
257,420
1,814,741
78,563
259,902
151,938
197,854
367,031
1,083,963
58,220
953,428
1,640,687
1,354,717
706,563
3,692,233
3,379,055
3,498,343
431,497
2,112,639
2,417,326
9,524,229
3,393,002
690,926
5,617,692
18,111,054
5,780,203
106,842
7,108,259
18,477,417
12,256,960
562,294
678,176
5,582,773
1,322,659
2,201,774
1,010,855
1,717,659
1,368,655
836,411
1,675,092
1,067,696
Yield
2.45
2.45
5.44
4.71
5.44
2.41
2.41
2.41
2.41
2.41
2.41
2.41
2.41
2.41
2.41
2.41
4.65
2.41
2.41
2.41
2.41
4.71
5.11
2.45
4.71
4.72
5.11
5.11
4.72
4.72
4.29
4.33
4.72
4.29
4.29
4.33
4.72
4.29
4.29
4.33
4.72
4.29
4.29
4.33
4.72
4.29
4.29
4.33
4.33
4.72
4.72
5.12
4.29
4.33
4.72

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

Par Value
5.50
11/01/2033
441,127
4.50
03/01/2018
1,738,960
4.50
03/01/2013
152,093
4.50
04/01/2013
194,524
4.50
05/01/2018
977,481
4.50
04/01/2018
1,583,384
4.50
06/01/2013
22,313
4.50
05/01/2013
162,839
4.50
05/01/2018
2,383,069
4.50
05/01/2018
1,062,787
4.50
06/01/2013
265,462
4.50
06/01/2018
1,513,000
4.50
06/01/2018
1,099,598
4.00
07/01/2013
399,779
4.50
07/01/2018
494,481
4.00
08/01/2013
202,669
4.00
08/01/2013
297,171
4.00
09/01/2013
445,554
4.00
09/01/2013
434,315
4.00
10/01/2013
313,972
4.50
10/01/2018
1,028,358
5.00
10/01/2018
193,285
4.50
11/01/2018
1,001,987
6.00
02/01/2033
30,353
5.00
06/01/2019
52,439
6.00
02/01/2033
140,970
6.00
03/01/2033
21,687
5.50
02/01/2033 11,663,529
6.00
03/01/2033
3,662
6.00
04/01/2033
78,432
6.00
05/01/2033
20,888
6.00
04/01/2033
76,188
6.00
05/01/2033
165,325
5.50
06/01/2033 15,345,060
6.00
06/01/2033
77,976
6.00
08/01/2034
4,199
6.00
02/01/2034
275,673
6.00
03/01/2034
22,199
5.00
07/01/2019
64,561
6.00
08/01/2034
3,456,037
6.00
08/01/2034
75,137
6.00
08/01/2034
204,777
5.00
10/01/2019
1,522,745
5.00
11/01/2019
804,546
6.00
11/01/2034
88,570
6.00
08/01/2033
52,043
6.00
08/01/2033
148,794
6.00
12/01/2032
29,835
5.50
12/01/2034 117,263,521
6.00
11/01/2034
28,664
6.00
01/01/2035
118,436
6.00
04/01/2035
3,832,905
6.00
04/01/2035 11,790,595
5.00
06/01/2035 27,657,777
5.00
07/01/2019
85,054
Book Value
441,209
1,693,829
151,963
194,620
951,955
1,542,160
22,338
162,783
2,320,838
1,035,034
265,675
1,473,369
1,070,796
399,580
481,492
202,504
296,330
445,426
433,133
312,962
1,001,110
190,648
975,364
56,514
96,285
262,350
40,380
21,428,439
6,818
145,968
38,874
141,792
307,686
28,192,581
145,123
7,820
513,310
41,320
118,544
6,407,390
139,928
381,273
2,796,144
1,477,373
164,934
96,861
278,334
55,522
210,592,717
53,380
220,471
7,138,658
25,835,517
53,507,101
156,172
Market Value
474,282
1,856,064
155,765
199,217
1,043,306
1,690,011
22,775
166,560
2,543,548
1,134,357
272,190
1,614,887
1,173,647
409,150
527,781
207,513
304,278
455,991
443,623
321,629
1,097,609
207,682
1,069,463
75,524
127,123
350,767
53,963
28,326,003
9,111
195,158
51,974
189,574
411,367
37,266,956
194,024
10,393
685,939
55,295
156,509
8,554,318
185,977
509,535
3,691,467
1,950,396
219,227
129,496
370,236
74,313
284,113,393
70,948
293,150
9,487,134
29,183,856
66,180,879
206,188
Yield
5.12
4.22
4.39
4.39
4.22
4.22
4.41
4.40
4.22
4.22
4.39
4.22
4.22
3.91
4.22
3.91
3.91
3.91
3.92
3.90
4.22
4.65
4.22
2.41
2.06
2.41
2.41
2.26
2.41
2.41
2.41
2.41
2.41
2.26
2.41
2.42
2.41
2.41
2.06
2.42
2.42
2.41
2.06
2.06
2.42
2.41
2.41
2.41
2.27
2.42
2.42
2.42
2.42
2.09
2.06

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

6.00
08/01/2033
6.00
10/01/2033
6.00
09/01/2033
6.00
09/01/2033
6.00
11/01/2033
6.00
10/01/2033
6.00
10/01/2033
6.50
11/01/2036
5.00
06/01/2019
5.00
10/01/2018
6.00
10/01/2033
6.00
10/01/2033
6.00
11/01/2033
5.00
07/01/2019
5.00
06/01/2019
6.00
08/01/2033
4.50
10/01/2018
6.00
12/01/2033
6.00
10/01/2033
6.00
12/01/2033
6.00
11/01/2033
6.00
12/01/2033
6.00
12/01/2033
6.00
11/01/2033
5.00
01/01/2034
5.50
01/01/2034
5.00
03/01/2034
5.00
04/01/2034
5.00
05/01/2034
5.00
05/01/2034
5.00
07/01/2034
5.00
06/01/2034
5.00
03/01/2034
5.00
05/01/2034
5.00
06/01/2034
5.00
10/01/2034
5.00
07/01/2034
5.50
08/01/2034
5.50
10/01/2034
3.00
12/01/2034
5.50
10/01/2034
4.50
12/01/2013
4.50
01/01/2019
4.50
02/01/2019
4.50
05/01/2014
4.50
02/01/2019
4.50
05/01/2019
4.50
10/01/2019
5.00
09/01/2019
4.50
12/01/2019
4.50
01/01/2020
4.50
02/01/2020
4.50
03/01/2015
4.50
04/01/2020
5.00
06/01/2020
Par Value
23,235
91,472
54,190
31,301
86,612
2,775
297,784
7,794,742
6,904
1,183,757
33,872
304,905
301,651
97,967
9,447
27,571
1,238,569
512,814
32,921
137,240
11,903
146,181
67,272
41,876
838,854
1,735,601
357,435
6,077,883
866,966
3,638,403
3,008,727
2,209,253
1,685,798
2,229,569
381,192
7,285,045
1,832,714
1,440,357
1,588,536
2,080,523
4,408,409
226,736
1,125,338
1,210,536
215,318
479,004
1,171,741
1,123,678
827,546
1,553,158
784,818
457,154
219,034
592,096
742,710
Book Value
43,243
170,250
100,858
58,257
161,282
5,165
557,052
14,737,936
12,677
2,151,046
63,044
574,816
568,694
179,884
17,347
51,314
1,231,490
959,329
61,302
255,561
22,155
272,081
125,211
77,978
831,782
1,737,588
354,608
5,855,226
865,292
3,505,061
2,898,373
2,190,093
1,674,545
2,147,859
379,618
7,017,525
1,827,464
1,432,459
1,564,701
2,073,286
4,342,264
226,319
1,095,277
1,177,283
215,256
465,846
1,139,316
1,092,212
815,363
1,509,470
762,693
443,695
218,515
574,592
731,036
Market Value
57,813
227,605
134,837
77,884
215,511
6,905
740,958
19,294,285
16,737
2,871,001
84,282
758,677
750,579
237,494
22,903
68,603
1,321,976
1,276,004
81,916
341,486
29,618
363,734
167,390
104,198
889,083
1,865,866
378,800
6,443,129
918,696
3,857,051
3,189,535
2,341,075
1,786,474
2,363,554
403,917
7,722,835
1,941,972
1,548,010
1,705,120
2,150,608
4,731,947
233,133
1,201,120
1,289,851
221,833
510,389
1,248,515
1,197,302
888,777
1,654,922
836,240
486,499
226,740
630,103
796,685
Yield
2.41
2.41
2.41
2.41
2.41
2.41
2.41
2.63
2.06
2.06
2.41
2.41
2.41
2.06
2.06
2.41
4.22
2.41
2.41
2.41
2.41
2.41
2.41
2.41
4.72
5.12
4.72
4.72
4.72
4.72
4.72
4.72
4.72
4.72
4.72
4.72
4.72
5.12
5.12
2.90
5.12
4.38
4.22
4.22
4.37
4.22
4.22
4.22
4.66
4.22
4.22
4.23
4.35
4.23
4.66

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

6.00
09/01/2034
6.00
01/01/2034
6.00
01/01/2034
6.00
01/01/2034
5.00
05/01/2019
5.00
05/01/2019
6.00
09/01/2033
6.00
02/01/2034
6.00
01/01/2032
5.00
03/01/2019
6.00
01/01/2034
6.00
12/01/2031
5.00
03/01/2019
5.00
04/01/2019
5.00
07/01/2019
5.00
06/01/2019
6.00
04/01/2034
5.00
06/01/2019
6.00
06/01/2034
5.00
06/01/2019
5.00
08/01/2019
4.50
04/01/2019
6.00
04/01/2034
5.00
04/01/2019
5.00
04/01/2019
5.00
05/01/2019
5.00
05/01/2019
5.00
05/01/2019
5.00
06/01/2019
5.00
06/01/2019
5.00
06/01/2019
5.00
06/01/2019
5.00
07/01/2019
5.00
07/01/2019
5.00
10/01/2019
5.00
06/01/2019
6.00
08/01/2034
6.00
09/01/2034
5.00
07/01/2019
5.00
06/01/2019
6.00
08/01/2034
5.00
06/01/2019
5.00
06/01/2019
5.00
06/01/2019
5.00
07/01/2019
5.00
07/01/2019
5.00
07/01/2019
5.00
09/01/2019
5.00
06/01/2019
5.00
06/01/2019
5.00
06/01/2019
6.00
06/01/2034
5.00
06/01/2019
5.00
06/01/2019
5.00
07/01/2019
Par Value
7,311
67,295
35,674
19,219
22,544
96,409
164,193
28,250
181,015
1,918
43,122
28,874
28,684
2,452
58,973
142,109
76,849
13,834
101,112
9,009
15,270
2,507
74,321
8,549
3,246
4,971
96,402
96,876
86,463
6,858
20,822
33,767
21,867
21,506
3,055
141,704
11,227
28,487
3,577
100,124
116,158
16,957
65,883
6,453
60,937
2,764
101,042
86,672
62,141
83,134
10,180
56,548
22,346
98,642
1,239
Book Value
13,609
125,254
66,399
35,772
41,393
177,017
305,595
53,263
336,818
3,522
80,300
53,726
52,664
4,503
108,284
260,932
143,042
25,401
188,297
16,541
28,039
4,493
138,337
15,697
5,960
9,128
177,004
177,874
158,758
12,593
38,232
62,000
40,151
39,489
5,610
260,188
20,907
53,026
6,569
183,841
216,220
31,135
120,969
11,849
111,891
5,075
185,529
159,150
114,099
152,646
18,692
105,257
41,031
181,120
2,275
Market Value
18,096
167,446
88,765
47,821
54,651
233,717
408,552
69,924
446,931
4,650
106,735
72,129
69,535
5,945
142,963
344,504
190,215
33,537
250,270
21,839
37,019
6,029
183,958
20,725
7,869
12,052
233,699
234,848
209,606
16,626
50,477
81,858
53,011
52,136
7,406
343,521
27,788
70,510
8,673
242,722
287,513
41,107
159,714
15,644
147,725
6,700
244,947
210,113
150,643
201,535
24,678
139,966
54,172
239,130
3,003
Yield
2.42
2.41
2.41
2.41
2.06
2.06
2.41
2.42
2.43
2.06
2.42
2.40
2.06
2.06
2.06
2.06
2.42
2.06
2.42
2.06
2.06
1.87
2.42
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.42
2.42
2.06
2.06
2.42
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.42
2.06
2.06
2.06

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

5.00
07/01/2019
5.00
07/01/2019
5.00
07/01/2019
5.00
06/01/2019
5.00
07/01/2019
6.00
02/01/2035
6.00
09/01/2034
6.00
09/01/2034
6.00
10/01/2034
5.00
05/01/2019
5.00
06/01/2019
5.00
06/01/2019
5.00
07/01/2019
5.00
06/01/2019
5.00
07/01/2019
5.00
07/01/2019
5.00
07/01/2019
5.00
06/01/2019
5.00
06/01/2019
6.00
11/01/2034
5.00
07/01/2019
5.00
06/01/2019
5.00
07/01/2019
5.00
07/01/2019
5.00
07/01/2019
5.00
11/01/2019
5.00
07/01/2019
5.00
07/01/2019
5.00
07/01/2019
4.50
07/01/2019
5.00
07/01/2019
5.00
08/01/2019
6.00
08/01/2034
5.00
06/01/2019
5.00
06/01/2019
5.00
08/01/2019
6.00
09/01/2034
6.00
10/01/2034
5.00
07/01/2019
5.00
07/01/2019
5.00
07/01/2019
5.00
08/01/2019
5.00
07/01/2019
5.00
08/01/2019
5.00
07/01/2019
6.00
10/01/2034
6.00
10/01/2034
5.00
07/01/2019
5.00
07/01/2019
5.00
05/01/2019
6.00
09/01/2034
6.00
09/01/2034
6.00
09/01/2034
6.00
09/01/2034
6.00
08/01/2034
Par Value
19,950
109,597
16,714
17,889
34,651
3,214
2,658
37,708
47,908
81,941
24,059
37,666
130,203
81,210
43,971
120,818
22,571
78,907
4,365
4,821
49,530
111,297
23,887
90,546
19,006
52,786
19,706
18,485
33,888
53,456
108,143
79,513
28,030
84,542
84,640
108,564
8,303
104,023
3,589
93,450
106,760
3,179
3,493
33,951
82,216
92,281
97,038
10,245
7,545
81,331
31,919
4,064
28,221
106,320
41,610
Book Value
36,632
201,239
30,690
32,847
63,624
5,983
4,948
70,550
89,179
150,452
44,176
69,160
239,074
149,112
80,738
221,842
41,445
144,884
8,016
8,975
90,945
204,357
43,861
166,257
34,898
96,929
36,184
33,942
62,224
97,536
198,568
146,002
52,176
155,230
155,411
199,344
15,456
193,662
6,590
171,589
196,028
5,837
6,414
62,341
150,962
171,778
180,632
18,812
13,854
149,333
59,444
7,564
52,532
197,920
77,453
Market Value
48,364
265,688
40,518
43,367
84,001
7,895
6,579
93,333
118,581
198,642
58,325
91,311
315,641
196,870
106,595
292,890
54,718
191,288
10,583
11,934
120,071
269,809
57,908
219,502
46,074
127,964
47,773
44,812
82,152
128,568
262,162
192,758
69,380
204,948
205,186
263,182
20,552
257,476
8,701
226,543
258,809
7,707
8,468
82,305
199,309
228,412
240,185
24,837
18,290
197,165
79,006
10,059
69,853
263,161
102,991
Yield
2.06
2.06
2.06
2.06
2.06
2.44
2.42
2.42
2.42
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.42
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.06
1.87
2.06
2.06
2.42
2.06
2.06
2.06
2.42
2.42
2.06
2.06
2.06
2.06
2.06
2.06
2.06
2.42
2.42
2.06
2.06
2.06
2.42
2.42
2.42
2.42
2.42

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

6.00
09/01/2034
6.00
08/01/2034
6.00
08/01/2034
6.00
09/01/2034
6.00
09/01/2034
6.00
09/01/2034
6.00
09/01/2034
5.00
07/01/2019
5.00
08/01/2019
5.00
07/01/2019
6.00
08/01/2034
6.00
08/01/2034
6.00
08/01/2034
6.00
09/01/2034
6.00
09/01/2034
6.00
09/01/2034
5.00
07/01/2019
6.00
08/01/2034
6.00
08/01/2034
6.00
09/01/2034
6.00
09/01/2034
6.00
09/01/2034
5.00
08/01/2019
5.00
08/01/2019
5.00
08/01/2019
6.00
09/01/2034
6.00
10/01/2034
6.00
10/01/2034
5.00
10/01/2019
5.00
08/01/2019
6.00
11/01/2034
6.00
08/01/2034
6.00
07/01/2034
5.00
08/01/2019
5.00
08/01/2019
5.00
08/01/2019
5.00
09/01/2019
6.00
09/01/2034
6.00
09/01/2034
6.00
10/01/2034
6.00
09/01/2034
6.00
09/01/2034
6.00
09/01/2034
6.00
09/01/2034
6.00
09/01/2034
5.00
09/01/2019
6.00
09/01/2034
6.00
09/01/2034
6.00
09/01/2034
6.00
10/01/2034
6.00
09/01/2034
6.00
10/01/2034
6.00
09/01/2034
6.00
09/01/2034
6.00
09/01/2034
Par Value
97,169
40,254
16,383
162,269
25,304
47,931
104,538
116,089
11,162
38,230
80,024
2,412
28,898
172,700
28,317
79,681
14,152
157,793
8,407
70,641
2,631
8,597
18,577
143,572
25,007
54,894
58,577
53,494
21,077
44,309
20,783
35,007
102,689
32,782
34,088
88,949
2,995
45,682
75,460
2,946
129,192
49,450
306,926
50,411
47,790
93,200
70,846
482,330
48,520
21,774
148,358
16,756
218,452
28,692
22,955
Book Value
180,961
74,965
30,496
302,055
47,102
89,220
194,592
213,159
20,495
70,197
148,958
4,490
53,792
321,472
52,711
148,321
25,985
293,719
15,650
131,494
4,898
16,002
34,110
263,627
45,917
102,181
109,090
99,578
38,702
75,554
38,688
65,163
191,146
60,193
62,593
163,328
5,499
85,035
140,464
5,484
240,484
92,048
571,326
93,837
88,959
171,136
131,876
897,830
90,317
40,532
276,161
31,192
406,636
53,408
42,729
Market Value
240,511
99,635
40,552
401,645
62,632
118,637
258,752
281,425
27,058
92,679
198,073
5,970
71,528
427,465
70,090
197,224
34,307
390,565
20,810
174,849
6,513
21,278
45,034
348,051
60,621
135,872
144,987
132,408
51,095
107,415
51,442
86,649
254,175
79,470
82,638
215,632
7,260
113,072
186,777
7,292
319,775
122,397
759,698
124,777
118,290
225,937
175,357
1,193,854
120,095
53,895
367,214
41,475
540,708
71,017
56,817
Yield
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.06
2.06
2.06
2.42
2.42
2.42
2.42
2.42
2.42
2.06
2.42
2.42
2.42
2.42
2.42
2.06
2.06
2.06
2.42
2.42
2.42
2.06
2.06
2.42
2.42
2.42
2.06
2.06
2.06
2.06
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.06
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.42

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

6.00
09/01/2034
6.00
09/01/2029
6.00
10/01/2034
6.00
10/01/2034
6.00
11/01/2034
6.00
09/01/2034
6.00
09/01/2034
6.00
09/01/2034
6.00
09/01/2034
6.00
10/01/2034
6.00
01/01/2035
6.00
06/01/2035
6.00
04/01/2035
6.00
04/01/2035
4.50
01/01/2020
6.00
11/01/2034
6.00
11/01/2034
6.00
11/01/2034
6.00
10/01/2034
6.00
12/01/2034
6.00
12/01/2034
6.00
11/01/2034
6.00
01/01/2032
6.00
11/01/2034
6.00
10/01/2034
6.00
12/01/2034
6.00
11/01/2034
6.00
11/01/2034
6.00
08/01/2034
6.00
11/01/2034
6.00
11/01/2034
6.00
09/01/2034
5.00
10/01/2019
6.00
10/01/2034
6.00
12/01/2034
6.00
10/01/2034
6.00
11/01/2034
6.00
11/01/2034
6.00
12/01/2034
6.00
10/01/2034
6.00
12/01/2034
6.00
11/01/2034
5.00
01/01/2020
6.00
09/01/2034
6.00
12/01/2034
6.00
11/01/2034
6.00
12/01/2034
6.00
12/01/2034
6.00
01/01/2035
6.00
01/01/2035
6.00
11/01/2034
6.00
12/01/2034
6.00
12/01/2034
6.00
03/01/2035
6.00
12/01/2034
Par Value
39,785
29,068
414,677
49,083
95,010
28,350
54,480
56,875
108,734
71,684
47,798
4,755
4,360
6,489
37,896
70,508
55,944
15,249
442,417
2,475
35,484
53,033
96,547
38,545
171,448
3,015
132,162
2,364
612,176
115,691
58,550
85,838
77,562
31,260
33,815
51,619
520,452
52,822
44,878
16,169
52,675
93,735
4,181
82,923
61,506
12,506
27,331
20,821
2,060
11,481
21,910
44,612
54,633
30,160
3,271
Book Value
74,057
54,065
771,906
91,410
176,906
52,797
101,459
105,870
202,413
133,437
88,235
8,855
8,117
12,079
67,900
131,250
104,189
28,150
823,544
4,608
66,053
98,721
179,648
71,784
319,144
5,612
246,134
4,400
1,145,344
215,358
108,990
159,859
142,423
58,216
62,977
96,087
968,813
98,327
83,540
30,098
98,055
174,487
7,678
154,356
114,493
23,279
50,877
38,759
3,835
21,373
40,784
83,045
101,700
55,676
6,088
Market Value
98,475
71,948
1,026,400
121,490
235,168
70,171
134,847
140,776
269,135
177,431
117,421
11,680
10,711
15,940
91,144
174,521
138,472
37,745
1,095,063
6,127
87,829
131,267
240,489
95,405
424,364
7,462
327,124
5,851
1,523,240
286,357
144,922
212,465
188,027
77,373
83,699
127,766
1,288,213
130,744
111,081
40,021
130,381
232,012
10,124
205,249
152,237
30,953
67,650
51,537
5,099
28,418
54,230
110,422
135,227
74,091
8,095
Yield
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.44
2.44
2.44
2.44
1.87
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.41
2.42
2.42
2.42
2.42
2.42
2.41
2.42
2.42
2.42
2.06
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.07
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.42
2.44
2.42

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

5.00
02/01/2020
6.00
04/01/2032
6.00
05/01/2035
6.00
03/01/2035
5.00
02/01/2020
5.00
02/01/2020
6.00
04/01/2035
4.50
04/01/2020
5.00
11/01/2034
5.00
12/01/2034
5.00
01/01/2035
5.00
02/01/2035
6.00
04/01/2035
6.00
04/01/2035
6.00
05/01/2035
6.00
07/01/2035
5.00
03/01/2035
5.00
04/01/2035
5.00
05/01/2035
5.50
05/01/2035
5.00
08/01/2035
5.50
09/01/2035
6.00
06/01/2035
6.00
07/01/2035
5.00
08/01/2035
5.00
10/01/2035
4.50
01/01/2021
4.50
01/01/2021
5.95
08/01/2036
5.00
10/01/2035
5.50
11/01/2035
6.00
02/01/2036
6.00
09/01/2026
5.67
01/01/2036
4.50
02/01/2021
4.50
04/01/2021
4.50
02/01/2021
4.50
04/01/2021
4.50
04/01/2021
4.50
04/01/2021
4.50
04/01/2021
4.50
03/01/2021
4.50
03/01/2021
4.50
04/01/2021
7.00
07/01/2036
4.50
02/01/2021
4.50
03/01/2021
5.00
03/01/2037
6.50
12/01/2037
6.50
10/01/2037
6.50
01/01/2038
4.50
01/01/2039
7.00
07/01/2036
7.00
08/01/2036
6.00
11/01/2038
Par Value
84,052
86,202
9,482
11,111
3,943
79,611
4,017
68,616
3,425,615
2,044,223
4,138,651
3,436,712
13,926
3,110
23,983
8,120
1,453,107
4,649,507
2,436,644
1,002,029
3,862,229
3,422,769
8,733
9,295
85,875
104,981
168,422
124,222
9,609,788
1,211,285
2,385,433
219,410
326,724
2,135,377
170,700
300,991
101,433
150,873
126,250
4,172
144,602
148,282
176,427
17,953
22,308
187,377
13,035
1,843,012
11,717,076
9,557,752
2,346,076
328,653
1,842
12,235
668,532
Book Value
154,350
161,206
17,661
20,683
7,240
146,196
7,479
125,190
3,299,770
1,969,097
3,986,494
3,307,422
25,936
5,792
44,647
15,124
1,398,421
4,474,462
2,344,876
986,326
3,716,607
3,369,049
16,265
17,312
156,113
194,964
299,071
220,584
17,545,498
1,165,581
2,347,966
420,820
326,109
3,841,737
303,096
534,375
180,106
269,576
226,059
7,471
258,919
263,274
313,246
31,873
42,770
332,707
23,143
3,422,853
22,156,208
18,072,929
2,398,631
606,582
3,532
23,458
1,259,445
Market Value
203,510
214,719
23,294
27,501
9,558
192,759
9,869
161,428
3,631,475
2,167,069
4,387,361
3,637,938
34,210
7,639
58,916
19,948
1,538,189
4,921,744
2,579,314
1,073,307
4,088,370
3,666,242
21,453
22,833
205,187
250,839
402,698
298,393
23,235,569
1,282,208
2,555,117
537,857
355,739
5,187,128
408,145
719,672
242,528
360,739
301,865
9,976
345,744
354,543
421,839
42,925
55,803
448,019
31,166
4,393,092
28,942,067
23,658,255
2,567,329
769,637
4,608
30,606
1,636,051
Yield
2.07
2.41
2.44
2.42
2.06
2.07
2.44
1.91
4.72
4.72
4.72
4.72
2.44
2.44
2.44
2.44
4.72
4.72
4.72
5.13
4.72
5.13
2.44
2.44
2.09
2.09
1.88
1.87
2.46
4.72
5.13
2.45
5.51
2.33
1.88
1.88
1.88
1.88
1.88
1.88
1.88
1.88
1.88
1.88
2.80
1.88
1.88
2.10
2.63
2.63
5.94
1.92
2.80
2.80
2.45

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

4.50
01/01/2040
7.00
09/01/2036
7.00
07/01/2036
7.00
09/01/2036
5.47
05/01/2037
4.50
06/01/2037
6.50
12/01/2037
5.00
11/01/2036
5.65
03/01/2037
5.00
03/01/2037
5.00
06/01/2022
5.50
10/01/2022
4.50
04/01/2023
6.00
02/01/2037
5.50
12/01/2036
5.50
04/01/2027
5.50
04/01/2037
5.50
07/01/2027
5.50
05/01/2037
5.58
03/01/2037
6.00
04/01/2037
5.00
05/01/2037
5.69
05/01/2037
5.00
05/01/2037
5.00
05/01/2037
6.00
09/01/2037
6.50
08/01/2037
6.00
10/01/2037
4.50
02/01/2039
6.00
02/01/2037
6.00
05/01/2038
6.00
09/01/2038
6.00
09/01/2038
6.00
10/01/2038
6.00
12/01/2038
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
5.00
03/01/2039
4.50
03/01/2039
4.50
08/01/2039
4.50
08/01/2039
4.50
09/01/2039
5.00
11/01/2024
4.50
01/01/2040
4.50
01/01/2040
4.50
02/01/2040
4.50
01/01/2040
4.50
03/01/2040
4.50
02/01/2038
4.50
04/01/2038
4.50
04/01/2038
4.50
05/01/2038
4.50
06/01/2038
4.50
06/01/2038
Par Value
61,777
42,046
7,247
6,228
2,271,128
328,534
2,330,356
40,148
3,765,661
109,481
513,820
474,221
1,910,965
1,422,836
1,462,994
1,360,539
1,621,244
1,254,488
2,267,752
853,412
338,428
60,190
3,961,282
30,245
8,477
207,227
689,446
2,358,262
228,978
1,137,690
1,885,352
763,791
276,185
222,725
1,431,162
6,149,276
4,254,776
6,822,619
2,993,936
412,519
2,712,982
4,610,934
1,406,965
347,938
289,695
720,310
368,098
245,870
2,436,031
41,355
230,699
318,381
132,420
54,584
62,582
Book Value
113,049
80,614
13,894
11,942
4,106,704
607,812
4,551,966
74,562
6,848,548
203,329
517,387
482,992
1,860,900
1,429,068
1,475,535
1,355,782
1,635,155
1,247,903
2,287,214
1,574,807
637,511
111,786
7,107,993
56,171
15,743
390,371
1,292,927
4,442,475
423,641
1,139,784
3,551,718
1,438,890
520,300
419,589
2,696,171
11,377,026
7,871,934
12,622,806
3,107,787
754,882
4,966,812
8,476,137
2,582,312
671,747
534,339
1,320,957
676,720
452,905
4,480,964
76,512
426,819
589,039
244,992
100,987
115,784
Market Value
144,712
105,176
18,128
15,580
5,472,034
769,737
5,756,157
95,698
9,093,756
260,937
548,073
511,765
2,019,050
1,534,751
1,563,862
1,461,291
1,733,169
1,347,387
2,424,309
2,056,204
827,995
143,457
9,555,449
72,086
20,204
507,000
1,694,675
5,769,700
536,334
1,233,145
4,613,887
1,869,170
675,889
545,058
3,502,380
14,403,454
9,965,964
15,980,625
3,166,312
966,243
6,354,619
10,800,194
3,295,535
838,756
678,552
1,687,182
862,262
575,902
5,706,355
96,846
540,250
745,581
310,100
127,825
146,554
Yield
1.92
2.80
2.80
2.80
2.27
1.92
2.63
2.10
2.34
2.10
4.69
5.10
4.26
5.56
5.15
5.12
5.14
5.12
5.14
2.32
2.45
2.10
2.36
2.10
2.10
2.45
2.64
2.45
1.92
5.54
2.45
2.45
2.45
2.45
2.45
1.92
1.92
1.92
4.73
1.92
1.92
1.92
1.92
2.07
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

6.00
07/01/2038
6.00
09/01/2038
6.00
11/01/2038
4.50
02/01/2039
4.50
02/01/2039
6.00
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
03/01/2039
5.66
05/01/2037
6.00
08/01/2037
5.64
07/01/2037
5.50
06/01/2022
6.00
10/01/2037
6.00
08/01/2037
6.00
10/01/2037
6.00
08/01/2037
4.50
02/01/2039
6.00
08/01/2037
6.00
08/01/2037
6.00
08/01/2037
6.00
09/01/2037
7.00
08/01/2037
6.00
08/01/2037
6.00
10/01/2037
6.00
10/01/2037
6.00
07/01/2037
7.00
07/01/2037
6.00
08/01/2037
6.00
11/01/2037
6.00
08/01/2037
6.00
08/01/2022
6.00
09/01/2037
6.00
09/01/2037
6.00
09/01/2037
6.00
09/01/2037
4.50
09/01/2022
4.50
10/01/2022
6.00
08/01/2037
6.00
09/01/2037
7.00
09/01/2037
7.00
10/01/2037
6.00
09/01/2037
6.00
09/01/2037
6.00
10/01/2037
6.00
12/01/2037
6.00
09/01/2037
6.00
10/01/2037
6.00
11/01/2022
4.50
01/01/2038
6.00
11/01/2037
6.00
10/01/2037
6.00
10/01/2037
6.00
10/01/2037
6.00
10/01/2037
Par Value
1,320,451
1,040,734
4,424,716
107,988
194,053
915,924
12,776
944,988
71,519
3,703,587
338,878
2,964,893
34,176
326,996
178,908
1,671,150
328,683
16,968
347,704
169,686
450,668
264,508
105,649
945,382
285,370
200,481
1,815,705
24,691
252,928
322,673
278,689
11,171
257,059
326,917
321,894
265,536
83,283
5,276
13,965,589
278,411
59,067
7,900
345,964
243,454
267,293
2,426,916
188,339
343,188
75,863
42,021
368,879
119,391
79,595
897,097
55,631
Book Value
2,487,550
1,960,619
8,335,705
199,793
359,025
1,725,526
23,637
1,748,360
132,320
6,734,209
638,370
5,326,556
62,539
615,992
337,023
3,148,098
619,164
31,394
654,995
319,651
848,957
498,277
202,586
1,780,886
537,578
377,665
3,420,365
47,345
476,460
607,852
524,987
20,683
484,244
615,840
606,379
500,212
154,739
9,725
26,308,029
524,466
113,264
15,149
651,720
458,615
503,524
4,531,290
354,789
646,496
140,475
77,743
694,894
224,907
149,940
1,689,944
104,796
Market Value
3,231,444
2,546,914
10,828,289
252,941
454,530
2,241,473
29,925
2,213,445
167,519
8,933,834
829,095
7,150,382
83,250
800,024
437,716
4,088,618
804,151
39,745
850,688
415,152
1,102,599
647,144
264,018
2,312,961
698,184
490,495
4,442,286
61,703
618,812
789,449
681,837
27,474
628,918
799,831
787,542
649,658
198,747
12,590
34,168,063
681,157
147,609
19,742
846,431
595,632
653,956
5,937,667
460,787
839,641
186,585
98,404
902,495
292,100
194,735
2,194,829
136,105
Yield
2.45
2.45
2.45
1.92
1.92
2.45
1.92
1.92
1.92
2.35
2.45
2.34
2.26
2.45
2.45
2.45
2.45
1.92
2.45
2.45
2.45
2.45
2.80
2.45
2.45
2.45
2.45
2.80
2.45
2.45
2.45
2.44
2.45
2.45
2.45
2.45
1.89
1.89
2.45
2.45
2.80
2.80
2.45
2.45
2.45
2.45
2.45
2.45
2.44
1.92
2.45
2.45
2.45
2.45
2.45

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

6.00
09/01/2037
6.00
11/01/2037
7.00
11/01/2037
6.00
11/01/2037
7.00
11/01/2037
4.50
02/01/2039
6.00
11/01/2037
5.00
02/01/2038
4.50
02/01/2038
4.50
03/01/2038
4.50
04/01/2038
4.50
05/01/2038
6.00
07/01/2038
6.00
07/01/2038
6.00
08/01/2038
6.00
07/01/2038
6.00
08/01/2038
6.00
08/01/2038
6.00
09/01/2038
6.00
09/01/2038
6.00
09/01/2038
5.50
12/01/2022
4.50
02/01/2038
4.50
03/01/2038
6.00
12/01/2022
7.00
01/01/2038
5.50
04/01/2037
6.00
08/01/2037
6.00
10/01/2037
5.50
10/01/2037
6.00
09/01/2037
6.00
01/01/2038
5.50
01/01/2023
7.00
12/01/2037
6.00
09/01/2038
4.50
03/01/2038
4.50
01/01/2023
4.50
04/01/2038
6.00
12/01/2038
4.50
01/01/2039
4.50
02/01/2039
4.50
02/01/2039
7.00
03/01/2038
4.50
03/01/2038
5.50
12/01/2037
6.00
11/01/2037
5.00
02/01/2038
5.50
02/01/2038
4.50
04/01/2038
5.00
04/01/2038
5.50
01/01/2038
4.50
02/01/2038
6.00
03/01/2038
4.50
03/01/2038
4.50
05/01/2023
Par Value
388,518
256,607
216,180
107,013
113,762
558,474
254,315
148,886
33,623
27,263
25,820
366,574
1,129,834
314,015
293,466
269,068
1,319,973
131,118
1,409,971
104,441
800,083
118,113
28,366
144,110
63,310
77,952
1,014,146
447,311
1,180,128
8,939,198
2,792,511
693,953
147,564
4,891
231,077
216,191
385,337
17,738
1,443,431
144,511
12,745
4,935,913
44,426
143,010
3,481,713
1,897,222
2,676,860
1,217,563
4,260,871
7,827,535
1,361,708
23,377
387,525
16,941
121,653
Book Value
731,883
483,396
414,547
201,591
218,151
1,033,255
479,079
276,518
62,206
50,440
47,624
678,203
2,128,453
591,562
552,852
506,888
2,486,661
247,009
2,656,216
196,754
1,507,261
216,134
52,144
264,885
117,233
149,485
1,022,847
458,205
1,176,365
9,016,001
2,860,542
696,281
270,027
9,379
435,322
399,976
715,985
32,604
2,719,285
267,365
23,580
5,970,945
85,194
264,583
3,511,640
1,943,462
2,643,356
1,210,408
3,977,601
7,551,875
1,347,791
43,250
730,032
31,342
224,264
Market Value
950,543
627,811
540,236
261,817
284,293
1,308,113
622,205
355,414
78,738
63,845
60,464
858,440
2,764,960
768,467
718,178
658,471
3,230,275
320,875
3,450,519
255,590
1,957,986
287,711
66,427
337,476
155,711
194,804
1,084,158
484,841
1,272,953
9,556,326
3,026,811
748,537
359,451
12,222
565,499
506,274
919,572
41,540
3,532,405
338,415
29,852
6,649,019
111,044
334,899
3,722,077
2,056,404
2,830,981
1,300,966
4,420,547
8,278,205
1,455,715
54,745
948,362
39,672
290,127
Yield
2.45
2.45
2.80
2.45
2.80
1.92
2.45
2.09
1.92
1.92
1.92
1.92
2.45
2.45
2.45
2.45
2.45
2.45
2.45
2.45
2.45
2.26
1.92
1.92
2.44
2.80
5.14
5.54
5.56
5.14
5.54
5.56
2.26
2.80
2.45
1.92
1.89
1.92
2.45
1.92
1.92
3.34
2.80
1.92
5.14
5.54
4.73
5.15
4.34
4.73
5.14
1.92
2.45
1.92
1.89

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

4.50
04/01/2038
5.00
04/01/2038
6.00
04/01/2038
4.50
04/01/2038
4.50
04/01/2038
4.50
05/01/2038
4.50
05/01/2038
4.50
02/01/2039
6.00
09/01/2038
6.00
11/01/2037
6.00
02/01/2038
5.50
05/01/2038
4.50
06/01/2038
4.50
06/01/2038
6.00
07/01/2038
6.00
08/01/2038
6.00
09/01/2038
6.00
08/01/2038
6.00
08/01/2038
6.00
10/01/2038
4.50
12/01/2038
4.50
08/01/2038
6.00
08/01/2038
4.50
05/01/2038
6.00
09/01/2038
6.00
09/01/2038
6.00
09/01/2038
6.00
09/01/2038
6.00
08/01/2038
6.00
09/01/2038
6.00
09/01/2038
4.50
01/01/2039
6.00
09/01/2038
6.00
09/01/2038
6.00
09/01/2038
4.50
01/01/2039
6.00
10/01/2038
6.00
10/01/2038
6.00
10/01/2038
4.50
01/01/2039
4.50
02/01/2039
4.50
02/01/2039
6.00
11/01/2038
6.00
12/01/2038
4.50
01/01/2039
6.00
12/01/2038
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
6.00
12/01/2038
4.50
02/01/2039
4.50
02/01/2039
6.00
11/01/2038
4.50
01/01/2039
4.50
01/01/2039
Par Value
7,908
100,253
1,717,165
229,398
50,229
52,926
16,421
401,308
347,332
1,993,312
132,737
576,477
8,750
260,022
372,845
1,108,268
634,959
170,748
241,883
1,554,183
336,597
307,920
217,163
44,602
553,302
2,007,910
329,903
1,088,659
2,785,579
111,072
93,498
343,880
609,624
1,123,741
443,552
272,688
253,253
226,108
412,005
280,774
258,838
213,095
358,535
9,125,550
134,453
351,994
2,733,588
380,588
236,418
1,301,902
289,142
821,949
563,729
400,343
343,862
Book Value
14,631
186,197
3,234,865
424,411
92,929
97,919
30,380
742,476
654,331
3,816,871
254,173
570,435
16,189
481,071
702,389
2,087,836
1,196,187
321,668
455,677
2,927,907
622,751
569,690
409,107
82,519
1,058,614
3,841,664
631,193
2,050,904
5,247,675
209,247
176,140
636,226
1,148,459
2,116,994
835,599
504,511
477,101
425,963
776,171
519,471
478,886
394,256
675,443
17,191,655
248,756
663,123
5,024,573
704,142
437,406
2,452,658
534,953
1,510,814
1,062,007
740,689
636,192
Market Value
18,520
239,321
4,202,294
537,203
117,625
123,942
38,454
939,983
850,000
4,876,817
324,753
615,966
20,491
608,918
912,436
2,712,184
1,553,889
417,860
591,943
3,803,441
788,241
721,085
531,447
104,450
1,354,057
4,913,814
807,349
2,664,197
6,816,945
271,819
228,812
805,471
1,491,889
2,750,051
1,085,473
638,579
619,768
553,338
1,008,270
657,657
606,275
499,133
877,417
22,332,300
314,929
861,410
6,402,886
891,452
553,762
3,186,051
677,257
1,925,252
1,379,574
937,723
805,428
Yield
1.92
2.09
2.45
1.92
1.92
1.92
1.92
1.92
2.45
2.45
2.45
5.15
1.92
1.92
2.45
2.45
2.45
2.45
2.45
2.45
1.92
1.92
2.45
1.92
2.45
2.45
2.45
2.45
2.45
2.45
2.45
1.92
2.45
2.45
2.45
1.92
2.45
2.45
2.45
1.92
1.92
1.92
2.45
2.45
1.92
2.45
1.92
1.92
1.92
2.45
1.92
1.92
2.45
1.92
1.92

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

4.50
01/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
03/01/2039
4.50
01/01/2039
4.50
01/01/2039
4.50
01/01/2039
4.50
02/01/2039
4.50
12/01/2038
4.50
01/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
03/01/2039
4.50
03/01/2039
4.50
03/01/2039
4.50
01/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
01/01/2039
4.50
02/01/2039
4.50
01/01/2039
4.50
01/01/2039
4.50
02/01/2039
4.50
03/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
03/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
Par Value
110,748
1,961,804
573,846
1,750,238
109,371
182,247
186,850
387,078
120,713
454,947
792,031
514,042
891,365
317,487
516,992
87,956
368,416
188,858
154,192
2,304,744
299,379
303,977
301,895
909,535
1,636,804
1,062,443
176,627
264,507
135,521
151,293
971,410
97,747
24,102
168,193
424,436
1,453,698
240,312
334,864
797,633
216,809
1,369,728
575,557
1,156,158
111,653
668,725
134,657
428,356
1,181,448
1,250,209
25,554
606,461
55,606
355,421
1,912,539
564,250
Book Value
203,564
3,605,966
1,061,696
3,231,154
201,033
334,986
345,698
716,149
221,881
836,232
1,458,413
951,048
1,649,149
587,394
956,508
162,731
681,621
349,414
285,277
4,264,101
553,893
558,736
558,547
1,682,771
3,028,322
1,965,672
326,785
489,375
250,732
279,914
1,797,246
180,845
44,593
311,181
785,265
2,689,546
444,613
619,546
1,466,119
399,670
2,534,190
1,064,861
2,128,191
206,574
1,237,236
249,134
792,520
2,185,846
2,302,299
47,278
1,122,038
102,880
657,579
3,515,413
1,043,942
Market Value
259,405
4,595,135
1,344,121
4,099,583
256,179
426,877
437,658
906,653
282,747
1,065,623
1,855,175
1,203,779
2,087,392
743,488
1,210,951
205,975
862,942
442,362
361,164
5,398,403
701,235
712,006
707,128
2,130,405
3,833,886
2,488,561
413,714
619,555
317,430
354,375
2,275,335
228,952
56,455
393,959
994,156
3,404,998
562,884
784,353
1,868,296
507,833
3,208,315
1,348,127
2,708,070
261,525
1,566,356
315,406
1,003,339
2,767,307
2,928,365
59,855
1,420,514
130,247
832,503
4,479,742
1,321,644
Yield
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

4.50
03/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
02/01/2039
4.50
03/01/2039
4.50
01/01/2039
5.00
02/01/2024
4.50
02/01/2039
4.50
03/01/2039
4.50
03/01/2039
4.50
02/01/2039
6.00
10/01/2038
4.50
03/01/2039
4.00
02/01/2039
4.50
07/01/2039
4.00
07/01/2039
4.00
07/01/2039
4.50
07/01/2039
4.00
03/01/2024
5.00
05/01/2024
5.00
08/01/2039
4.50
06/01/2039
4.50
08/01/2039
4.50
07/01/2039
4.50
07/01/2039
4.50
08/01/2039
4.50
09/01/2039
4.50
09/01/2039
4.50
09/01/2039
4.50
11/01/2039
4.50
12/01/2039
4.00
06/01/2039
4.50
07/01/2039
4.50
07/01/2039
4.50
07/01/2039
4.50
07/01/2039
4.50
02/01/2039
4.50
08/01/2039
4.50
11/01/2039
4.50
12/01/2039
4.50
02/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
10/01/2039
4.50
02/01/2040
4.50
12/01/2039
4.50
01/01/2040
4.50
11/01/2039
4.50
12/01/2039
4.50
12/01/2039
4.50
12/01/2039
4.50
11/01/2039
4.50
01/01/2040
Par Value
584,902
477,509
519,764
605,508
132,352
1,035,802
508,384
153,933
52,054
1,555,616
1,829,995
1,406,516
68,714
868,461
5,790,779
1,269,206
3,565,514
2,609,810
5,860,805
1,018,444
989,482
37,730
3,528,003
301,113
2,287,231
198,975
482,441
178,079
8,054
62,052
944,665
7,868
152,032
1,015,878
1,471,821
2,692,588
4,888,146
3,787,304
1,456,309
2,053,785
8,044
161,761
5,629,679
1,423,899
408,821
8,102
4,309,914
43,503
153,596
61,211
177,031
1,853,947
155,003
23,344
293,139
Book Value
1,082,152
883,458
961,636
1,112,976
243,275
1,903,894
940,584
284,797
100,492
2,877,468
3,364,300
2,602,257
126,303
1,661,602
5,828,591
1,243,912
3,573,483
2,575,102
5,790,980
1,016,881
999,831
72,840
3,628,884
554,664
4,185,479
367,007
882,836
328,464
14,855
114,303
1,737,808
14,512
278,208
1,002,271
1,473,652
2,693,422
4,887,831
3,788,942
1,452,771
2,040,313
14,837
296,268
10,350,949
2,617,249
748,115
14,943
7,935,011
80,240
282,352
112,523
326,532
3,408,055
283,646
43,057
540,691
Market Value
1,370,015
1,118,469
1,217,443
1,418,281
310,008
2,426,159
1,190,789
360,557
125,483
3,643,721
4,286,398
3,294,484
160,949
2,125,321
6,009,092
1,286,857
3,699,935
2,646,104
5,942,309
1,056,839
1,030,160
90,953
3,736,150
705,298
5,357,382
466,060
1,130,023
417,115
18,864
145,345
2,212,689
18,428
356,104
1,030,006
1,527,309
2,794,099
5,072,431
3,930,086
1,511,212
2,131,213
18,841
378,892
13,187,411
3,335,456
957,654
18,976
10,095,888
101,896
359,769
143,375
414,660
4,342,500
363,064
54,678
686,672
Yield
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
2.07
1.92
1.92
1.92
1.92
2.45
4.34
3.95
4.34
3.95
3.95
4.34
3.84
2.07
4.72
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
3.95
4.34
4.34
4.34
4.34
4.34
4.34
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
Rate Maturity Date

4.50
01/01/2040
4.50
02/01/2040
4.50
02/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
12/01/2039
4.50
01/01/2040
4.50
01/01/2040
4.50
01/01/2040
4.50
01/01/2040
4.50
12/01/2039
4.50
12/01/2039
4.50
01/01/2040
4.50
01/01/2040
4.50
02/01/2040
4.50
01/01/2040
4.50
01/01/2040
4.50
03/01/2040
4.50
02/01/2040
4.50
03/01/2040
4.50
02/01/2040
4.50
02/01/2040
4.50
02/01/2040
4.50
02/01/2040
4.50
02/01/2040
4.50
02/01/2040
4.50
02/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
01/01/2040
4.50
02/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
01/01/2040
4.50
03/01/2040
4.50
02/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
02/01/2040
4.50
02/01/2040
4.50
03/01/2040
4.50
02/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
Par Value
459,554
462,699
309,274
157,692
309,194
174,351
1,308,574
354,619
3,103,259
308,287
308,851
2,161,514
21,831
940,242
30,727
1,775,530
1,909,762
123,573
184,486
236,608
22,496
21,853
308,726
15,819
206,224
672,533
1,191,768
370,626
7,206,155
4,396,306
3,307,999
4,330,046
650,860
1,769,740
143,644
19,245
154,063
262,702
62,780,192
184,451
2,009,516
3,815,917
614,984
2,286,251
3,729,740
528,382
1,233,680
111,224
2,726,498
3,183,087
235,070
615,899
2,162,532
234,195
18,508
Book Value
846,520
852,314
568,529
289,880
570,304
320,505
2,409,807
648,929
5,716,021
567,880
567,751
3,971,309
40,267
1,725,783
56,229
3,263,545
3,515,768
226,131
340,283
432,977
41,493
40,308
567,523
29,177
379,095
1,230,690
2,185,974
679,771
13,236,624
8,047,510
6,090,510
7,949,623
1,196,175
3,247,084
264,950
35,377
284,168
480,727
115,070,034
337,534
3,691,347
7,014,690
1,130,507
4,204,009
6,855,780
974,594
2,275,508
203,533
5,012,043
5,857,112
430,163
1,132,189
3,970,615
430,514
34,023
Market Value
1,076,496
1,083,863
724,468
369,390
724,280
408,415
3,065,308
830,688
7,268,765
722,101
723,477
5,063,304
51,139
2,202,331
71,973
4,159,145
4,473,237
289,468
432,123
554,249
52,695
51,190
723,185
37,055
483,075
1,575,395
2,791,692
868,184
16,880,275
10,298,259
7,748,923
10,143,047
1,524,627
4,145,580
336,483
45,081
360,891
615,373
147,061,358
432,073
4,707,252
8,938,710
1,440,587
5,355,497
8,736,842
1,237,724
2,889,870
260,541
6,386,768
7,456,319
550,647
1,442,730
5,065,687
548,598
43,355
Yield
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92

Security Name
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
FNMA POOL
GE CAP COML MTG CORP
GE COML MTG CORP
GE COML MTG CORP
GENERAL NATL MTG ASSN
GMAC COML MTG SEC INC
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
Rate Maturity Date

4.50
02/01/2040
4.50
02/01/2040
4.50
02/01/2040
4.50
02/01/2040
4.50
04/01/2040
4.50
04/01/2040
4.50
03/01/2040
4.50
02/01/2040
4.50
03/01/2040
4.50
04/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.50
03/01/2040
4.00
04/01/2040
4.50
05/01/2040
3.50
05/01/2025
4.00
05/01/2025
4.50
03/01/2040
4.50
03/01/2040
4.50
04/01/2040
1.67
12/10/2037
0.30
03/10/2040
0.19
07/16/2039
5.00
04/20/2033
0.36
04/01/2040
9.00
11/20/2016
5.00
06/20/2033
5.00
08/20/2033
5.50
01/20/2034
5.50
03/20/2035
5.00
08/20/2035
5.50
04/20/2036
6.00
08/20/2037
5.00
06/20/2039
4.00
03/20/2040
5.00
04/20/2040
4.00
05/20/2040
4.50
06/20/2040
8.75
12/20/2016
8.75
03/20/2017
8.75
04/20/2017
8.75
08/20/2017
3.38
01/20/2028
3.38
02/20/2028
3.25
03/20/2028
3.38
03/20/2028
3.38
03/20/2028
4.38
04/20/2028
4.38
05/20/2028
4.38
05/20/2028
4.38
06/20/2028
Par Value
270,733
80,447
800,120
10,665,743
922,949
2,906,700
307,851
402,788
107,775
261,416
1,391,563
1,236,590
1,321,852
3,518,144
618,287
123,015
139,076
1,672,527
11,066,187
2,749,854
1,451,124
618,329
2,568,335
429,668
41,755,998
82,744,416
84,458,694
23,275,773
75,666,839
62,908
721,836
2,726,928
963,950
3,117,940
1,902,317
2,028,347
1,023,983
1,182,128
1,417,585
988,891
596,671
10,118,519
1,637
5,628
1,490
1,969
8,172
6,594
9,024
21,458
5,280
10,407
11,395
26,537
17,296
Book Value
499,364
148,384
1,471,985
19,666,927
1,688,935
5,338,331
565,914
737,075
198,789
480,553
2,546,468
2,270,611
2,431,464
6,444,070
1,140,423
225,109
255,659
1,623,308
11,098,285
2,723,051
1,453,747
1,131,501
4,726,029
786,265
2,121,902
1,764,578
951,141
22,539,106
1,678,831
121,654
740,833
2,694,188
909,015
3,159,023
1,860,371
2,017,514
1,056,435
1,175,263
1,374,111
984,912
576,570
10,035,375
3,144
10,821
2,865
3,793
8,298
6,694
9,153
21,789
5,361
10,586
11,568
26,998
17,505
Market Value
634,187
188,446
1,874,265
24,984,292
2,161,990
6,808,887
721,136
943,523
252,460
612,361
3,259,709
2,896,689
3,096,412
8,241,182
1,448,324
288,160
325,783
1,695,837
11,484,264
2,801,545
1,509,599
1,448,423
6,016,274
1,006,490
2,699,805
2,747,626
1,597,205
29,495,379
2,634,281
160,903
773,785
2,923,177
1,047,712
3,379,358
2,034,286
2,194,109
1,117,009
1,253,647
1,440,995
1,053,179
606,525
10,540,077
4,057
14,044
3,717
4,915
8,375
6,757
9,242
21,990
5,410
10,754
11,775
27,422
17,873
Yield
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
1.92
3.95
4.34
3.44
3.85
1.92
1.92
1.92
9.92
8.98
10.16
3.95
10.37
3.52
4.66
4.66
5.06
5.07
4.68
5.08
5.50
4.71
3.94
4.69
3.94
4.32
3.53
3.51
3.51
3.51
3.29
3.29
3.17
3.29
3.29
4.23
4.23
4.23
4.23

Security Name
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA II POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GNMA POOL
GS MORTGAGE SECURITIES CORP
GS MTG SEC CORP
GS MTG SECS CORP
GS MTG SECS CORP
GS MTG SECS CORP
GS MTG SECS CORP II
GS MTG SECS TR 2007 GG10
GSR MTG LN TR
HARBORVIEW MTG LN
HARBORVIEW MTG LN TR
Rate Maturity Date

4.38
06/20/2028
4.38
06/20/2028
1.00
08/20/2028
3.63
08/20/2029
3.63
09/20/2029
2.88
12/20/2031
4.00
06/20/2034
3.63
07/20/2035
3.25
12/20/2035
2.50
03/20/2036
4.00
08/20/2036
8.20
08/15/2012
8.20
05/15/2013
6.50
09/15/2027
6.50
10/15/2023
6.50
12/15/2023
6.50
04/15/2026
6.50
03/15/2026
6.50
02/15/2026
6.50
04/15/2026
6.50
04/15/2026
6.50
07/15/2026
6.50
01/15/2028
5.00
06/15/2035
5.50
03/15/2033
5.50
12/15/2033
5.50
04/15/2033
5.50
12/15/2032
5.50
04/15/2033
5.50
06/15/2033
5.50
06/15/2033
5.50
12/15/2033
5.50
01/15/2034
5.50
08/15/2033
5.50
05/15/2033
5.50
10/15/2034
5.50
10/15/2033
5.50
10/15/2033
5.50
11/15/2034
6.00
06/15/2036
6.00
01/15/2038
4.50
05/15/2040
9.50
05/15/2022
0.47
12/25/2046
0.86
11/10/2039
2.94
09/25/2035
3.53
06/25/2034
2.18
05/25/2034
4.86
09/25/2034
1.01
01/10/2040
6.00
08/10/2045
3.33
08/25/2046
0.55
01/25/2047
0.75
11/19/2034
0.75
12/19/2034
Par Value
15,543
20,989
20,318
8,434
16,689
170,450
277,284
186,500
152,374
172,489
75,128
11,007
74,973
264
12,458
6,055
1,051
1,561
58
675
177
2,821
8,127
1,138,742
1,162,719
12,551
159,322
52,488
6,571
89,841
37,802
90,992
13,752
21,113
5,381
2,454
9,257
16,881
13,581
1,326,486
1,686,164
9,888,573
803,728
422,572
66,167,780
327,374
930,149
722,226
1,263,316
39,733,287
1,200,000
3,119,322
2,820,627
517,248
2,808,698
Book Value
15,764
21,349
20,628
8,553
16,820
170,452
276,322
185,245
152,230
171,536
74,995
20,363
139,152
504
23,695
11,520
1,997
2,964
111
1,281
337
5,359
15,492
1,148,373
1,170,488
23,352
296,394
97,642
12,225
167,140
70,327
169,294
25,587
39,279
10,012
4,565
17,222
31,406
25,271
1,317,947
1,702,595
9,888,573
872,813
419,318
2,471,946
294,215
905,380
702,096
2,307,871
1,259,901
1,215,267
3,122,846
2,820,627
517,248
2,808,698
Market Value
16,061
21,689
20,891
8,672
17,159
174,417
284,465
191,757
156,281
175,949
77,449
25,835
177,086
666
31,161
15,147
2,636
3,913
146
1,691
445
7,072
20,614
1,215,790
1,263,461
30,785
390,781
128,801
16,118
220,360
92,721
223,184
33,731
51,785
13,200
6,011
22,705
41,404
33,272
1,448,708
1,838,627
10,322,909
925,562
44,923
3,696,262
307,170
233,232
620,376
2,717,063
1,533,991
1,175,286
1,510,672
585,012
280,564
1,641,541
Yield
4.23
4.23
0.97
3.53
3.53
2.81
3.90
3.53
3.17
2.45
3.88
3.49
3.47
2.58
2.60
2.60
2.59
2.59
2.59
2.59
2.59
2.59
2.56
4.68
5.06
2.24
2.24
2.24
2.24
2.24
2.24
2.24
2.24
2.24
2.24
2.24
2.24
2.24
2.24
5.49
5.50
4.31
8.25
4.39
10.52
3.14
14.08
2.54
2.26
14.90
6.12
6.87
2.64
1.38
1.28

Security Name
HARBORVIEW MTG LN TR 2007 7
HARBORVIEWMTG LN TR
HAROT 2010 1 A1
HOMEBANC MTG TR
IMPAC CMB TR
IMPAC CMB TR
IMPAC SECD ASSET TR
IMPAC SECD ASSETS TR
IMPAC SECD ASSETS TR
INDYMAC IDA MTG LN TR 2007 AR7
INDYMAC INDX MTG LN TR
INDYMAC MBS INC
INDYMAC MBS INC
INDYMAC MBS INC
J P MORGAN CHASE COML MTG SEC
J P MORGAN CHASE COML MTG SECS
J P MORGAN MTG TR
J P MORGAN MTG TR
JP MORGAN CHASE
JP MORGAN CHASE COML MTG
JP MORGAN CHASE COML MTG TR
JP MORGAN MORTGAGE TRUST
JP MORGAN MTG ACQUISITION TR
JP MORGAN MTG TR
LB UBS COML
LB UBS COML MTG TR
LB UBS COML MTG TR
LB UBS COML MTG TR
LB UBS COML MTG TR
LB UBS COML MTG TR
LB UBS COML MTG TR
LB UBS COML MTG TR
LB UBS COML MTG TR
LB UBS COML MTG TR
LB UBS COML MTG TR
LB UBS COML MTG TR
LEHMAN XS TR
LEHMAN XS TR
LEHMAN XS TRUST
LUMINENT MTG TR
MASTR ADJ RATE MTGS TR
MASTR ADJ RATE MTGS TR
MASTR ALTERNATIVE LN TR
MASTR REPERFORMING LN TR
MASTR SPECIALIZED LN TR2007 01
MERRILL LYNCH COML TR 2008 LAQ
MERRILL LYNCH MTG
Rate Maturity Date

Par Value
0.73
01/19/2035
3,613,856
0.62
03/19/2035
928,663
0.53
11/19/2036
1,707,511
1.35
11/25/2047
3,029,996
2.87
04/19/2034
725,775
0.27
02/22/2011 12,740,126
0.72
12/25/2034
1,473,175
0.95
03/25/2035
347,719
0.78
04/25/2035
935,123
0.46
05/25/2037
2,671,446
0.43
01/25/2037
14,526
0.46
10/25/2036
2,064,318
6.02
11/25/2037
1,997,354
5.24
06/25/2036
5,595,849
0.59
03/25/2035
1,912,021
2.75
08/25/2035
1,547,461
0.74
12/25/2034
322,613
1.65
10/12/2037 10,383,171
1.42
10/12/2035 18,809,982
0.99
11/15/2035 62,439,914
5.34
05/15/2047 22,008,924
5.44
06/12/2047 208,469,812
3.37
11/25/2033
83,257
5.74
06/25/2036
2,577,152
5.43
12/12/2043
1,700,000
5.40
05/15/2045 62,771,771
0.37
01/15/2042 108,887,486
6.06
04/15/2045 10,865,273
5.88
02/15/2051 23,282,728
5.68
04/25/2036
2,453,178
0.63
01/25/2037
7,150,000
2.97
07/25/2035
351,199
0.51
02/15/2040 22,878,821
0.09
02/15/2040 18,248,624
0.19
09/15/2039 113,392,053
0.18
11/15/2038 34,704,977
0.91
11/15/2038 35,552,784
0.58
03/15/2036 64,190,437
1.52
07/15/2035 29,832,345
1.63
10/15/2035 12,115,661
0.34
08/15/2036 98,962,362
1.26
02/15/2037 34,582,841
6.08
06/15/2038 33,478,278
5.86
07/15/2040 21,730,546
1.05
12/25/2035
2,250,000
0.45
10/25/2036
717,219
0.48
03/25/2047
3,902,042
0.54
07/25/2036
2,729,683
2.38
11/25/2034
287,457
3.05
03/25/2035
927,313
6.50
05/25/2033
115,301
0.70
05/25/2035
2,604,971
0.72
01/25/2037
2,807,512
0.89
07/09/2021
999,794
5.84
05/12/2039 15,521,819
Book Value
3,613,856
928,663
1,675,994
3,022,458
734,295
12,740,126
1,473,222
349,302
936,165
2,671,446
14,526
2,064,318
1,996,361
5,601,208
1,791,248
1,549,075
322,613
614,418
827,440
1,804,413
19,387,106
216,657,563
81,734
2,579,214
1,673,861
59,505,977
2,195,754
20,193,448
42,747,240
2,447,410
7,137,536
305,430
2,247,429
1,450,924
9,839,644
3,054,482
4,014,103
7,455,405
3,884,862
1,673,861
9,530,470
4,095,582
32,808,340
39,894,673
2,245,226
717,219
3,901,770
2,668,027
291,617
927,313
232,702
2,604,971
2,806,198
928,262
28,569,478
Market Value
1,790,543
597,249
971,408
1,957,777
669,316
12,735,198
1,239,004
275,842
375,272
1,306,270
14,516
1,177,760
1,518,622
3,008,034
1,172,239
851,269
168,596
723,252
578,910
1,239,789
25,494,157
263,633,681
79,901
2,250,600
1,714,223
75,443,188
3,299,638
25,762,066
52,409,277
2,383,657
1,017,874
312,675
923,000
360,383
4,460,141
1,135,851
2,389,954
4,079,592
1,362,053
777,509
3,652,189
2,094,012
41,501,411
48,387,273
30,483
671,350
2,611,399
1,415,019
209,711
644,237
267,305
2,103,626
1,123,889
922,599
36,884,795
Yield
1.47
0.96
0.93
2.09
3.11
0.27
0.85
1.19
1.94
0.93
0.43
0.80
7.92
9.75
0.96
5.00
1.41
9.82
19.31
20.12
4.61
4.30
3.51
6.57
5.38
4.49
8.11
2.56
2.61
5.84
4.41
3.33
21.77
4.60
4.84
5.60
8.84
9.15
20.74
11.21
9.14
11.47
4.90
2.63
20.00
0.48
0.71
1.04
3.26
4.39
2.80
0.86
1.79
0.96
2.46

Security Name
MERRILL LYNCH MTG TR
MERRILL LYNCH MTG TR 2008 C1
ML CFC COML MGT
ML CFC COML MTG
ML CFC COML MTG TR
ML CFC COML MTG TR
ML CFC COML MTG TR
ML CFC COML MTG TR
ML CFC COML MTG TR
ML CFC COML MTG TR 2006 3
ML CFC COML MTG TR 2007 8
MORGAN STANLEY CAP I INC
MORGAN STANLEY CAP I TR
MORGAN STANLEY CAP I TR
MORGAN STANLEY CAP I TR HQ13
MORGAN STANLEY MTG LN TR
NEW YORK MTG TR
NOMURA ASSET ACCEP CORP ALTER
NOMURA HOME EQUITY LN INC
PARAGON MTGS
PNC MTG ACCEP CORP
PRUDENTIAL SECS SECD FING CORP
RALI TR
RESI FIN LTD PARTNERSHIP
RESIDENTIAL ACCREDIT LNS INC
RESIDENTIAL ACCREDIT LNS INC
RESIDENTIAL ASSET MTG PRODS
SALOMON BROS MTG SECS VII INC
SALOMON BROS MTG SECS VII INC
SEARS MTG SECS CORP STRP MTG
SEQUOIA MTG TR
SEQUOIA MTG TR
SEQUOIA MTG TR 4
SMALL BUSINESS ADMIN PARTN CTF
STRON CDO III LTD
STRUCTURD ASSTS INVS II 07 AR4
STRUCTURED ADJ RATE MTG LN TR
Rate Maturity Date

2.82
02/25/2034
2.80
02/25/2035
2.94
07/25/2035
5.40
11/12/2037
5.69
02/12/2051
5.17
12/12/2049
0.20
12/12/2049
5.38
08/12/2048
0.72
08/25/2048
6.10
06/12/2046
5.41
07/12/2046
5.70
09/12/2049
0.17
07/12/2046
6.15
08/12/2049
2.55
07/25/2035
5.33
11/12/2041
5.81
12/12/2049
5.57
12/15/2044
3.45
08/25/2034
3.05
09/25/2034
2.09
10/25/2034
9.61
06/25/2037
6.00
08/25/2037
5.59
11/25/2037
0.68
08/25/2035
6.00
03/25/2037
6.06
02/25/2037
0.86
05/15/2034
7.30
10/12/2033
6.96
04/15/2013
6.00
06/25/2036
1.75
09/10/2035
5.50
08/25/2035
1.91
08/25/2035
7.50
05/25/2032
0.85
05/25/2032
3.21
09/01/2032
8.00
05/25/2018
0.67
01/20/2034
0.62
01/20/2035
1.07
11/22/2024
5.17
01/01/2028
5.49
03/01/2028
5.87
07/01/2028
5.94
08/01/2018
0.76
10/15/2013
0.55
09/25/2047
2.77
01/25/2035
2.73
03/25/2035
2.59
04/25/2035
4.60
07/25/2035
0.69
08/25/2035
1.25
08/25/2035
0.65
10/25/2035
6.01
09/25/2037
Par Value
837,392
5,500,000
1,266,349
4,053,000
4,710,000
9,917,000
125,478,681
45,919,748
73,050,034
22,231,901
146,576,269
4,640,000
138,285,117
13,442,826
1,824,289
15,521,819
199,522,165
6,000,000
685,959
571,906
388,445
1,461,883
1,041,391
4,489,715
1,719,726
1,965,908
1,551,862
1,218,533
5,812
4,889,373
3,798,060
2,110,925
1,346,301
1,914,062
1,004,902
26,090
246,929
60
334,932
738,110
46,691
4,254,502
1,663,319
2,160,324
6,542,441
1,222,400
976,462
628,632
2,090,818
1,244,753
1,778,003
758,300
1,010,235
934,030
4,386,130
Book Value
822,453
5,446,869
1,266,175
4,018,493
4,734,565
9,658,181
1,385,781
83,887,774
2,480,947
41,461,401
141,660,863
4,653,759
2,052,191
24,045,213
1,801,266
28,506,779
194,711,354
6,030,592
679,316
571,389
392,546
1,448,967
1,047,480
4,507,935
1,723,758
1,965,847
1,551,511
1,025,773
6,433
7,405,755
3,806,875
1,355,110
1,339,697
1,911,378
1,041,171
25,187
458,361
109
334,975
738,678
46,659
4,254,502
1,663,319
2,160,324
6,542,441
1,222,677
974,044
637,862
2,108,332
1,237,955
1,731,628
758,300
1,016,820
934,030
4,393,143
Market Value
778,396
4,993,052
835,530
4,328,486
4,772,166
9,786,430
3,267,834
97,296,124
3,850,665
53,897,518
175,938,667
4,640,627
3,904,343
30,904,897
1,290,413
36,292,716
233,842,531
5,532,594
156,449
95,960
329,924
708,581
981,254
2,859,607
1,474,668
1,123,348
967,877
1,043,181
5,809
10,113,503
2,168,749
2,804,747
1,177,597
1,165,327
972,710
21,462
569,241
137
285,620
615,186
38,661
4,640,461
1,814,353
2,409,423
7,149,978
1,145,266
958,961
468,514
1,589,030
853,238
1,244,804
603,848
24,108
622,653
2,763,122
Yield
3.03
3.08
4.45
5.06
5.62
5.24
7.59
2.54
16.10
2.52
4.51
5.70
6.09
2.68
3.60
2.28
4.96
6.04
15.12
18.16
2.46
19.82
6.37
8.77
0.79
10.49
9.71
1.00
7.30
3.36
10.51
1.32
6.29
3.14
7.75
1.03
1.39
3.49
0.78
0.74
1.29
4.74
5.03
5.26
5.44
0.81
0.56
3.71
3.59
3.78
6.57
0.86
20.00
0.97
9.53

Security Name
STRUCTURED ADJBL RT MTG LN TR
STRUCTURED ASSET MTG INVTS
STRUCTURED ASSET MTG INVTS II
STRUCTURED ASSET MTG INVTS II
STRUCTURED ASSET SECS CORP MTG
THORNBURG MTG SECS TR
U S DEPT VETERAN AFFAIRS REMIC
WACHOVIA BK COM MTG TR
WACHOVIA BK COML MTG TR
WAMU
WAMU
WAMU
WAMU
WAMU
WAMU
WAMU COML MTG SECS TR
WAMU COML MTG SECS TR
WAMU MORTGAGE PASS THROUGH CRT
WAMU MTG
WAMU MTG
WAMU MTG
WAMU MTG PASS THROUGH CTFS
WAMU MTG PASS THRU
WAMU MTG PASS THRU CTFS
WAMU MTG PASSTHRU CTFS
WASHINGTON MUT MT PASS CTFS
WASHINGTON MUT MTG CTFS
WASHINGTON MUT MTG PASS THRU
WASHINGTON MUT MTG SECS CORP
WASHINGTON MUTUAL
WASHINGTON MUTUAL
WELLS FARGO MORTGAGED BACKED
WELLS FARGO MTG
WELLS FARGO MTG BACKED SECS
WELLS FARGO MTG BCKD SECS
Grand Total
Rate Maturity Date

0.85
10/25/2034
0.58
02/25/2036
0.66
12/25/2035
0.56
08/25/2036
2.24
01/25/2032
2.66
04/25/2032
2.89
11/25/2032
2.56
06/25/2033
2.57
04/25/2034
0.50
05/25/2036
6.18
07/25/2037
6.50
10/15/2029
0.51
11/15/2035
0.67
12/15/2043
1.62
11/25/2042
5.50
12/25/2036
5.50
12/25/2036
5.49
03/25/2037
3.36
07/25/2046
5.54
11/25/2036
0.85
12/27/2049
0.93
11/23/2043
5.54
06/25/2037
0.67
08/25/2045
0.67
07/25/2045
5.42
04/25/2037
2.77
01/25/2033
0.75
08/25/2045
5.03
12/25/2035
0.71
10/25/2045
0.82
11/22/2044
2.83
09/25/2033
0.62
07/25/2045
0.82
07/25/2044
0.77
10/25/2044
6.15
10/25/2036
5.34
02/25/2037
5.79
08/25/2046
3.36
09/25/2046
4.52
07/25/2037
6.01
08/25/2036
1.41
06/25/2046
1.38
08/25/2046
5.32
04/25/2037
2.73
01/25/2035
0.71
01/25/2045
0.61
12/25/2035
2.83
08/25/2033
6.02
08/01/2036
4.68
12/25/2033
5.57
10/25/2036
5.48
03/25/2036
5.08
03/25/2036
Par Value
3,468,337
1,972,083
440,893
3,712,540
8,507
78,119
264,894
1,789,478
1,244,213
750,000
1,867,798
5,069,839
66,114,311
38,660,243
35,171
3,603,873
2,402,582
4,384,434
738,229
2,407,294
32,286,704
15,481,001
7,273,846
1,471,362
630,448
8,204,390
416,773
1,371,609
1,553,930
1,419,351
1,518,282
3,450,279
135,712
1,232,124
410,669
2,693,224
4,765,303
2,232,968
3,597,522
1,714,862
3,505,412
1,607,548
2,728,701
3,835,530
2,738,331
2,785,720
2,682,840
1,669,360
2,761,226
28,755
996,185
4,020,029
1,175,510
Book Value
3,462,171
1,923,814
441,303
3,641,468
15,513
145,116
492,667
1,799,462
1,217,835
702,392
1,870,176
9,429,286
915,994
3,547,437
33,575
3,585,622
2,394,512
4,396,083
704,919
2,397,142
2,248,089
1,213,727
7,273,748
1,473,397
630,448
8,213,265
413,885
1,374,188
1,550,981
1,421,188
1,518,282
3,218,349
135,712
1,219,335
410,669
2,697,364
4,761,778
2,226,508
3,597,522
1,714,132
3,499,149
1,575,420
2,691,398
3,844,101
2,696,296
2,785,720
2,682,840
1,647,005
2,758,107
27,720
990,670
4,002,605
1,060,000
$ 8,155,802,415
Market Value
1,097,046
1,113,316
240,923
2,045,806
19,222
175,817
489,833
1,715,850
1,055,542
417,081
1,715,882
11,941,300
1,772,147
1,708,202
30,307
2,646,950
372,518
3,239,631
512,166
2,103,605
2,011,373
1,083,481
5,320,693
1,147,751
489,333
6,206,333
413,292
869,915
1,458,339
833,799
629,162
3,433,222
105,269
909,650
289,498
2,620,253
3,517,624
1,830,656
2,539,599
1,193,592
3,362,125
677,067
1,412,941
1,687,402
2,700,816
1,736,726
1,447,894
1,657,072
2,617,237
28,982
818,860
3,967,771
1,102,367
$ 9,945,533,880
Yield
2.68
1.02
1.20
1.01
0.99
1.18
1.56
2.67
3.03
0.89
6.73
2.76
(5.24)
17.97
1.88
7.49
20.00
7.43
4.84
6.34
36.41
27.49
7.57
0.86
0.86
7.16
2.79
1.18
5.36
1.20
1.97
2.84
0.80
1.10
1.09
6.32
7.23
7.06
4.76
6.49
6.27
3.35
2.67
12.10
2.77
1.13
1.13
2.85
6.36
4.64
6.78
5.55
5.42

Security Name
ABBEY NATL TREAURY SERV
AMER INTL GRP
AMER INTL GRP
ARENA 2006 I BV
AUBURN SECURITIES 4 PLC
AUSTRALIA (COMMONWEALTH OF)
AUSTRIA (REP OF)
BA COVERED BD
BA COVERED BD
BANK OF AMERICA CORPORATION
BANK OF SCOTLAND PLC
BANK OF SCOTLAND PLC
BARCLAYS BANK PLC
BARCLAYS BANK PLC
BARCLAYS BANK PLC
BARCLAYS BANK PLC/PREF SHS
BEAR STEANRS COS INC
BELGIUM (KINGDOM OF)
BELGIUM KINGDOM
BELGIUM(KINGDOM)
BK TOKYO MITSU UFJ
BNP PARIBAS HOME LOAN
BNP PARIBAS HOME LOAN COVERED
BRAZIL REPUBLIC OF
BUMP 2009 3 A
BUNDESOBLIGATION
BUNDESOBLIGATION
BUNDESREP DEUTSCHLAND
BUNDESREP DEUTSCHLAND ANL
BUNDESREPUB DEUTSCHLAND
BUNDESREPUB DEUTSCHLAND
BUNDESREPUBLIK DEU
BUNDESREPUBLIK DEUTSCHLAND
BUNDESSCHATZANWEISUNGEN
CANADA GOVT
CANADA GOVT
CANADA GOVT
CANADA GOVT
CANADA GOVT
CANADA GOVT
CANADA HSG TR NO 1
CANADA HSG TR NO 1ST
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CREDIT AGRICOLE COV BOND
DENMARK (KINGDOM OF)
DENMARK (KINGDOM OF)
DENMARK (KINGDOM)
DEPFA ACS BANK
DEUTSCHE BANK AG
DNB NOR BOLIGKRED
DNB NOR BOLIGKREDITT
ENBW INTERNATIONAL FINANCE BV
Rate Maturity Date

3.63
10/14/2016
4.88
03/15/2067
4.00
09/20/2011
0.84
12/17/2064
0.97
10/01/2041
6.00
02/15/2017
3.80
10/20/2013
4.25
04/05/2017
4.13
04/05/2012
4.00
03/28/2018
4.50
10/23/2013
3.88
11/05/2010
6.00
01/23/2018
4.25
10/27/2011
4.00
10/07/2019
4.88
12/29/2049
0.95
07/27/2012
5.50
03/28/2028
3.75
09/28/2020
4.00
03/28/2019
3.50
12/16/2015
3.00
07/23/2013
3.75
12/13/2011
11.00
06/26/2017
2.23
06/20/2022
2.50
02/27/2015
2.50
10/10/2014
4.00
10/11/2013
3.75
01/04/2019
3.50
07/04/2019
3.25
01/04/2020
4.25
10/12/2012
5.00
07/04/2011
1.25
03/11/2011
5.75
06/01/2029
4.25
06/01/2018
4.00
06/01/2016
3.75
06/01/2019
2.00
12/01/2014
1.50
06/01/2012
4.55
12/15/2012
4.60
09/15/2011
2.40
10/31/2025
0.85
06/03/2011
0.80
08/10/2011
0.74
01/16/2012
3.25
03/23/2017
7.00
11/10/2024
4.00
11/15/2010
4.00
11/15/2015
1.65
12/20/2016
5.13
08/31/2017
4.63
07/03/2012
3.38
01/20/2017
4.88
01/16/2025
Par Value
7,100,000 $
2,200,000
200,000
5,420,474
844,166
18,000,000
10,475,000
1,400,000
7,000,000
3,300,000
200,000
10,000,000
2,900,000
6,050,000
2,400,000
1,560,000
100,000
11,500,000
28,000,000
31,400,000
3,400,000
3,600,000
1,000,000
1,800,000
1,593,795
1,180,000
11,200,000
4,200,000
13,700,000
1,700,000
1,000,000
29,400,000
3,800,000
6,000,000
1,800,000
42,300,000
866,000
20,700,000
7,000,000
19,600,000
8,000,000
1,300,000
100,000,000
1,000,000
2,300,000
1,600,000
5,600,000
20,000,000
64,000,000
44,080,000
270,000,000
2,400,000
6,200,000
3,400,000
3,550,000
Book Value
10,472,761
2,879,757
277,238
7,870,312
1,143,510
16,784,659
15,364,541
1,905,162
9,624,330
4,631,523
260,668
12,926,164
4,579,471
7,794,913
3,476,128
1,950,562
127,056
17,106,804
39,693,881
46,147,344
4,110,729
4,615,651
1,460,259
3,370,408
2,246,544
1,636,927
14,515,341
6,365,746
19,341,044
2,412,799
1,397,536
40,041,259
5,146,892
8,711,673
2,070,486
43,192,687
889,601
20,209,604
6,538,370
19,015,003
8,276,194
1,244,756
824,915
1,362,659
3,437,947
2,421,229
7,702,619
4,571,686
13,000,971
7,464,173
2,266,631
3,813,377
8,536,863
4,912,565
4,645,081
Market Value
8,635,827
1,414,760
238,282
6,398,133
1,080,702
16,130,522
13,812,004
1,761,539
8,805,679
3,667,344
257,411
12,371,578
3,663,086
7,713,994
3,018,202
1,261,176
120,420
16,863,196
35,122,741
40,502,655
4,165,994
4,549,709
1,266,179
3,082,119
1,953,844
1,515,960
14,441,457
5,669,123
18,515,632
2,254,227
1,299,239
38,970,099
4,864,172
7,393,351
2,186,763
43,610,816
878,958
20,608,056
6,518,336
18,482,266
8,005,872
1,272,413
940,855
1,206,404
3,366,863
2,281,742
6,994,806
4,838,794
10,653,771
8,040,864
2,429,515
3,233,066
8,060,236
4,294,769
4,754,193
Yield
2.98
7.58
3.36
0.71
0.75
6.70
2.88
3.38
3.28
3.60
3.50
3.13
4.75
3.33
3.18
6.03
0.78
3.75
2.99
3.10
2.86
2.37
2.96
6.42
1.82
1.95
1.94
2.96
2.77
2.64
2.50
3.21
3.91
1.01
4.73
4.12
3.94
3.77
2.15
1.59
4.55
4.70
4.34
0.71
0.54
0.52
2.60
2.96
0.52
1.83
5.43
3.80
3.56
2.67
3.64

Security Name
EUROPEAN INVESTMENT BANK
EUROSAIL UK 1NC
FASTR 2009 R1A A1
FASTR 2009 R1A A2
FINLAND(REP OF)
FORTIS BANK NED HOLDING
FRANCE (GOVT OF)
FRANCE (GOVT OF)
FRANCE (GOVT OF)
FRANCE (GOVT OF)
FRANCE (GOVT)
FRANCE (GOVT)
FRANCE (REPUBLIC OF)
FRANCE (REPUBLIC OF)
FRANCE(GOVT OF)
FRANCE(GOVT)
FRENCH REPUBLIC
GAZ CAPITAL SA
GAZ CAPITAL SA
GAZ CAPITOL SA
GENERAL ELECTRIC SCF
GERMAN FED REP
GERMANY (FED REP)
GERMANY (FED REP)
GERMANY (FED REP)
GERMANY (FED REP)
GERMANY (FED REP)
GERMANY (FED REP)
GERMANY (FED REP)
GERMANY (FED REP)
GERMANY (FED REP)
GERMANY (FEDERAL REPUBLIC)
GERMANY(FED REP)
GERMANY(FED REP)
GERMANY(FED REP)
GERMANY(FED REP)
GERMANY(FEDERAL REPUBLIC OF)
GLOBALDRIVE AUTO RECEIVEABLES
GREECE (REPUBLIC
HUNGARY(REP OF)
IKB DEUT INDUSTR
IMMEO RES FIN
INVESTEC BK AUSTRA
ITALY (REP OF)
ITALY(REP OF)
ITALY(REP)
JAPAN ( 2 YEAR ISSUE )
JAPAN (GOVERNMENT OF)
JAPAN (GOVERNMENT OF)
JAPAN (GOVERNMENT)
JAPAN (GOVERNMENT)
JAPAN (GOVT OF)
JAPAN (GOVT OF)
JAPAN (GOVT OF)
JAPAN (GOVT OF)
Rate Maturity Date

6.00
08/14/2013
0.89
03/13/2045
3.40
11/15/2011
4.82
10/15/2012
3.88
09/15/2017
3.38
05/19/2014
4.75
04/25/2035
4.00
10/25/2014
3.75
10/25/2019
3.25
04/25/2016
4.25
10/25/2023
3.50
04/25/2015
5.00
10/25/2011
4.00
10/25/2013
3.00
01/12/2011
0.00
04/25/2035
2.50
01/12/2014
8.13
02/04/2015
4.56
12/09/2012
5.03
02/25/2014
3.75
07/22/2014
3.50
04/12/2013
5.25
07/04/2010
5.00
01/04/2012
5.50
01/04/2031
4.75
07/04/2034
4.00
01/04/2037
3.75
07/04/2013
3.75
01/04/2017
3.25
07/04/2015
2.50
10/08/2010
5.25
01/04/2011
4.50
01/04/2013
4.25
07/04/2039
3.50
01/04/2016
2.25
12/10/2010
4.75
07/04/2028
0.57
06/20/2015
5.35
05/18/2011
6.75
02/24/2017
9.50
04/11/2014
0.88
12/15/2016
5.00
02/27/2014
4.50
02/01/2020
5.00
08/01/2034
4.00
02/01/2017
0.20
10/15/2011
1.30
12/20/2013
0.50
06/20/2013
1.40
09/20/2015
1.00
06/20/2013
2.30
06/20/2035
2.50
09/20/2034
2.50
09/20/2035
1.00
06/10/2016
Par Value
4,630,000
1,700,000
1,804,959
1,900,000
2,760,000
2,300,000
7,000,000
18,400,000
11,900,000
10,000,000
3,000,000
43,473,000
16,850,000
350,000
13,000,000
6,600,000
15,476,445
3,650,000
2,000,000
950,000
3,500,000
3,810,000
9,850,000
29,000,000
47,670,000
27,970,000
8,850,000
12,185,000
4,880,000
2,620,000
2,100,000
7,300,000
11,260,000
31,260,000
6,250,000
13,900,000
23,000,000
368,144
5,500,000
837,970,000
928
7,171,639
14,300,000
26,950,000
15,000,000
15,000,000
1,500,000,000
7,664,950,000
1,645,000,000
225,000,000
3,866,800,000
1,830,500,000
650,000,000
550,000,000
796,800,000
Book Value
3,746,466
2,170,236
1,575,695
1,658,664
4,017,928
3,126,939
10,580,481
28,733,776
17,479,764
13,576,799
4,573,071
59,953,886
24,677,949
542,270
19,051,301
3,245,392
21,822,331
5,185,919
2,496,735
1,197,333
5,076,207
5,497,862
11,943,042
43,194,840
77,318,531
43,499,929
12,035,805
17,007,502
7,083,105
3,870,514
2,875,016
10,797,246
14,093,130
46,446,351
9,073,989
19,154,482
36,610,735
540,150
7,880,827
3,707,916
20,322
10,280,574
9,035,179
35,947,696
19,939,641
19,997,498
16,580,477
63,246,534
18,348,941
1,936,453
38,290,262
16,403,206
6,771,826
6,511,344
7,371,229
Market Value
3,999,575
2,024,442
1,709,568
1,849,561
3,729,818
2,964,549
10,052,940
24,644,131
15,477,741
12,958,220
4,015,787
57,080,368
21,819,121
466,000
16,136,763
3,141,228
19,651,690
5,108,434
2,535,225
1,207,991
4,501,423
5,025,846
12,065,268
37,937,966
77,475,508
42,310,298
12,175,792
16,206,159
6,627,149
3,471,433
2,586,541
9,163,349
15,077,826
45,150,104
8,380,002
17,165,387
34,031,220
450,531
6,436,888
3,430,828
26,190
7,380,360
11,878,080
34,203,092
18,338,411
18,962,742
16,961,747
89,880,872
18,771,385
2,675,654
44,795,495
22,269,422
8,184,704
6,940,771
8,765,790
Yield
6.95
0.75
3.59
4.95
2.87
2.62
3.31
2.99
2.88
2.51
3.17
2.67
3.86
3.00
2.42
0.00
1.97
5.81
3.60
3.96
2.92
2.65
4.29
3.82
3.38
3.14
2.91
2.82
2.76
2.45
2.03
4.18
3.36
2.94
2.61
1.82
3.21
0.47
4.57
7.56
0.34
0.85
6.02
3.55
4.09
3.16
0.13
0.20
0.17
0.36
0.17
1.85
1.82
1.82
1.49

Security Name
JAPAN (GOVT OF)
JAPAN (GOVT OF)
JAPAN (GOVT)
JAPAN (GOVT)
JAPAN 112 (20 YR ISSUE)
JAPAN 280(10 YEAR ISSUE
JAPAN 302 (10 YR ISSUE)
JAPAN(GOVT OF)
JAPAN(GOVT)
JP MORGAN CHASE NA
JPMORGAN CHASE CO
KFW
KFW BANKENGRUPPE
KINGDOM OF DENMARK
KINGDOM OF THE NETHERLANDS
KOREA TREASURY BOND
KREDITANSTALT FUR WIE
LANDWIRT RENTENBK
LEASEPLAN CORPORATION NV
LLOYDS TSB BANK
LOCAT 2004 2 A
MACQUARIE BANK LTD
MERRILL LYNCH + CO
MERRILL LYNCH AND CO INC
MEX BONOS DESARR FIX RT
MEXICO (UNITED MEXICAN STATES)
MUFG CAPITAL FIN 2
NATIONAL AUSTRALIA BANK
NATIONAL AUSTRALIA BANK
NATIONWIDE B/S
NATL AUSTRALIA BK
NETHERLANDS (KINGDOM OF)
NEW SOUTH WALES TREASURY
NEW SOUTH WALES TREASURY
NEW STH WALES TSY
NEW STH WALES TSY
NORDEA HYPOTEK AB
NYKREDIT REALKREDIT A/S
ONTARIO PROV CDA
ONTARIO PROV CDA
OPERA FIN (CMH)
PETROLEOS MEXICANOS
PHILIPPINES(REP
POLAND (GOVT OF)
POLAND (REP OF)
POLAND(GOVT OF)
QUEBEC PROV CDA
QUEENSLAND GOVT DEV AUTH GLBL
QUEENSLAND TREASURY CORP
REPUBLIC OF AUSTRIA
Rate Maturity Date

1.70
09/20/2017
1.50
03/20/2015
1.20
06/10/2017
1.70
03/20/2017
2.10
06/20/2029
1.90
06/20/2016
1.40
06/20/2019
1.70
12/20/2016
1.50
12/20/2017
4.63
05/31/2017
3.75
12/12/2011
1.25
06/17/2013
3.38
01/16/2012
4.00
11/15/2012
4.00
07/15/2019
5.75
09/10/2018
5.50
07/25/2016
3.75
02/11/2016
3.25
05/22/2014
3.75
11/17/2011
0.90
12/12/2024
5.00
02/25/2014
1.49
09/27/2012
1.08
03/22/2011
8.00
06/11/2020
10.00
12/05/2024
1.04
04/13/2016
4.85
07/29/2049
5.50
01/21/2014
4.25
03/26/2012
4.13
02/27/2012
4.75
02/12/2014
7.50
01/15/2023
5.00
07/15/2011
5.50
01/15/2028
4.25
07/15/2013
3.75
01/15/2023
5.50
08/01/2014
5.50
08/01/2014
6.00
05/01/2012
5.50
03/01/2017
3.50
01/18/2017
4.00
01/01/2012
6.50
03/08/2029
6.20
06/02/2031
0.83
01/15/2015
5.50
01/09/2017
6.25
03/15/2016
5.00
10/24/2013
5.50
10/25/2019
6.25
10/24/2015
5.75
12/01/2036
6.00
10/14/2015
6.25
06/14/2019
4.00
09/15/2016
Par Value
1,355,000,000
2,932,450,000
1,046,850,000
7,246,500,000
2,250,500,000
290,000,000
5,130,000,000
7,574,700,000
12,310,000,000
5,500,000
1,900,000
4,200,000
6,500,000
90,400,000
2,900,000
28,159,180,000
11,000,000
10,000,000
2,300,000
7,000,000
1,292,842
4,000,000
5,200,000
2,328,000
223,432,000
41,000,000
5,900,000
2,464,000
5,000,000
3,000,000
3,800,000
3,000,000
7,595,000
10,000,000
8,600,000
15,880,000
15,000,000
8,800,000
9,100,000
10,000,000
10,000,000
3,400,000
24,444,000
4,473,000
300,000
2,900,000
2,150,000
2,500,000
24,195,000
54,500,000
50,000,000
1,100,000
9,395,000
6,750,000
669,000
Book Value
13,347,720
24,603,839
9,719,300
64,665,340
25,069,180
2,546,859
57,905,080
63,301,262
131,703,882
8,066,361
2,921,842
5,006,742
8,216,318
18,523,581
4,370,510
26,735,261
8,845,975
12,834,607
3,114,805
8,884,059
1,864,648
3,262,166
7,017,510
3,166,544
18,876,931
3,987,338
6,940,486
3,191,301
3,301,751
1,978,322
5,243,620
1,976,829
15,018,648
13,655,368
12,809,932
23,034,002
20,940,114
7,533,158
6,976,349
7,420,429
8,276,480
4,858,903
4,292,409
5,195,906
334,556
4,178,801
3,122,823
3,356,169
8,234,003
16,974,577
15,697,829
1,158,938
8,633,481
5,347,755
950,518
Market Value
16,476,794
34,927,140
11,534,397
88,110,774
26,721,591
3,556,418
60,320,081
92,044,889
147,580,193
6,901,252
2,941,303
5,142,523
8,247,045
15,903,256
3,930,912
24,308,221
9,132,999
13,220,814
2,955,810
8,868,769
1,530,954
3,334,821
6,109,912
2,803,690
18,723,381
3,973,223
6,036,379
2,489,977
4,305,448
2,504,813
4,785,076
2,492,161
13,672,792
12,807,435
13,685,536
21,303,580
19,716,791
7,570,297
7,834,148
8,626,379
8,490,796
4,315,588
4,167,460
5,259,758
344,786
2,662,382
2,696,740
3,353,164
7,128,468
15,703,323
15,280,414
1,193,484
8,234,776
5,994,178
895,832
Yield
0.60
0.31
1.60
0.52
1.76
0.42
0.91
0.49
0.65
3.69
2.42
1.02
2.66
0.91
2.95
4.89
6.62
2.84
2.53
2.96
0.76
6.00
1.27
0.90
6.88
7.21
1.02
4.80
6.39
5.09
3.28
5.72
4.17
3.90
3.46
3.17
2.85
6.39
6.39
6.96
6.48
2.76
1.41
5.53
5.39
0.91
4.38
4.66
5.08
5.85
5.48
5.30
6.85
7.04
2.99

Security Name
REPUBLIC OF POLAND
RESONA BANK LTD
ROYAL BANK OF SCOT
ROYAL BANK OF SCOTLAND
ROYAL BANK OF SCOTLAND
ROYAL BK OF SCOTLAND AU
RWE FINANCE BV
SCGA 2007 1A
SFEF
SINGAPORE GOVERNMENT
SINGAPORE GOVERNMENT
SNS BANK NV
SOCIETE DE FIN
STANDARD CHARTERED PLC
SUNCORP METWAY LTD
SWEDEN (KINGDOM OF)
SWEDEN(KINGDOM OF)
SWU000700 IRS EUR P V 00MFCPET
SWU000700 IRS EUR R F 1.94750
SWU001070 IRS EUR P V 00MFCPET
SWU001070 IRS EUR R F 1.95000
SWU003803 IRS EUR P V 0M FCPET
SWU003803 IRS EUR R F 2.08000
SWU003977 IRS EUR P V 0M FCPET
SWU003977 IRS EUR R F 2.23000
SWU0077P0 IRS JPY P V 06MLIBOR
SWU0077P0 IRS JPY R F 1.50000
SWU0094L8 IRS CAD P V 06MCDOR
SWU0094L8 IRS CAD R F 5.80000
SWU0260N2 IRS AUD P V 06MBBSW
SWU0260N2 IRS AUD R F 6.00000
SWU0766N1 IRS JPY P V 06MLIBOR
SWU0766N1 IRS JPY R F 2.15000
SWU0781N2 IRS JPY P V 06MLIBOR
SWU0781N2 IRS JPY R F 2.15000
TREASURY GILT
TSY 1.875PCT 2022 I/L GILT
UK (GOVT OF)
UK GOVT
UK TREASURY
UK TREASURY BILL
UK(GOVT OF)
UK(GOVT OF)
UK(GOVT OF)
UK(GOVT OF)
US BANK NA
WM COVERED BOND PR
WM COVERED BOND PROGRAM
YPG HOLDINGS INC
Grand Total
Rate Maturity Date

4.68
10/15/2019
4.13
09/29/2049
4.35
01/23/2017
6.93
04/09/2018
3.75
11/14/2011
4.38
03/27/2012
5.13
07/23/2018
0.51
08/11/2015
2.13
05/20/2012
2.38
04/01/2017
1.38
10/01/2014
3.50
03/10/2014
3.50
11/24/2011
3.63
12/15/2015
4.00
01/16/2014
6.75
05/05/2014
4.25
03/12/2019
1.00
03/15/2012
1.95
03/15/2012
1.00
03/30/2012
1.95
03/30/2012
1.00
06/15/2012
2.08
06/15/2012
1.00
06/20/2012
2.23
06/20/2012
1.00
12/15/2020
1.50
12/15/2020
1.00
12/19/2023
5.80
12/19/2023
1.00
12/15/2020
6.00
12/15/2020
0.45
06/16/2035
2.15
06/16/2035
0.45
06/16/2035
2.15
06/16/2035
2.75
01/22/2015
1.88
11/22/2022
5.00
03/07/2018
4.75
12/07/2030
4.75
12/07/2038
0.01
08/09/2010
4.50
12/07/2042
4.25
09/07/2039
4.50
03/07/2019
1.25
11/22/2017
4.38
02/28/2017
4.00
03/19/2012
4.38
05/19/2014
4.00
09/27/2016
5.25
02/15/2016
Par Value
3,100,000
721,000
2,100,000
1,850,000
4,500,000
5,900,000
3,100,000
982,775
1,800,000
25,000,000
10,000,000
10,000,000
4,500,000
4,950,000
8,400,000
103,975,000
24,250,000
(5,100,000)
5,100,000
(1,700,000)
1,700,000
(7,700,000)
7,700,000
(3,000,000)
3,000,000
(1,500,000,000)
1,500,000,000
(14,500,000)
14,500,000
(12,600,000)
12,600,000
(1,860,000,000)
1,860,000,000
(1,960,000,000)
1,960,000,000
16,155,000
6,812,133
7,650,000
6,426,000
23,440,000
11,000,000
2,400,000
2,400,000
40,010,000
9,036,799
2,250,000
6,900,000
10,800,000
7,000,000
875,000
Book Value
4,559,457
921,850
2,757,170
2,813,109
5,831,847
4,061,887
4,293,669
1,439,515
2,446,708
18,266,706
7,246,823
12,756,222
5,655,033
6,060,785
11,974,463
14,491,579
3,320,940
(6,785,299)
6,789,041
(2,266,694)
2,266,694
(10,253,706)
10,253,706
(4,018,652)
4,018,652
(16,254,876)
16,374,837
(13,888,889)
13,967,857
(10,466,194)
10,523,701
(19,742,079)
19,688,776
(20,803,481)
20,745,232
25,076,067
11,893,926
11,847,124
11,314,005
39,646,219
16,350,244
3,867,437
3,546,354
65,291,183
14,875,401
2,695,554
4,476,203
14,893,208
9,769,999
703,052
$ 2,469,071,789
Market Value
3,776,306
816,917
2,251,068
2,236,149
5,700,398
4,897,477
4,257,779
1,199,528
2,244,829
18,903,714
7,337,626
12,920,591
5,700,310
6,116,995
13,329,333
15,761,124
3,517,839
(6,246,991)
6,378,252
(2,082,330)
2,122,189
(9,431,732)
9,676,670
(3,674,701)
3,799,711
(16,951,068)
17,350,656
(13,645,132)
13,829,717
(10,642,593)
10,915,093
(21,019,324)
22,052,152
(22,149,395)
23,237,751
24,883,444
11,584,718
13,043,473
10,445,056
38,463,195
16,448,860
3,804,460
3,633,725
65,698,155
14,591,131
2,731,194
5,736,440
13,892,790
8,723,983
808,633
$ 2,517,546,390
Yield
3.84
3.64
4.06
5.74
2.96
5.27
3.73
0.41
1.70
3.14
1.87
2.71
2.76
2.93
2.52
1.84
2.57
0.82
1.56
0.82
1.56
0.82
1.66
0.82
1.76
***
***
1.06
6.08
1.18
6.93
***
***
***
***
1.79
1.10
2.93
2.92
2.89
0.01
2.84
2.81
2.74
0.77
3.60
4.81
3.40
3.21
5.68

Domestic Equity and Options
Security Name
1 800 FLOWERS.COM INC CL A
10YR US TREASURY NOTE FTR OPTN
144A MERISANT CO
1ST SOURCE CORP
21ST CENTURY HOLDING CO
317511M00 ECAL USD VS KRW JPM
317511UA9 CBK USD VS MXN
317U495B0 IRO USD 10Y SWAPTION
317U496B9 IRO USD 10Y SWAPTION
317U499B6 SWAPTION USD 10Y C
317U500B3 SWAPTION USD 10Y P
317U532B5 IRO USD 10Y C 3.25
317U533B4 IRO USD 10Y P 5.0
317U534B3 GLM IRO USD 10Y SWAP
317U535B2 BRC IRO USD 10Y SWAP
317U536B1 BRC IRO USD 10Y SWAP
317U649B5 IRO USD 10Y DUB
317U650B1IRO USD 10Y DUB
3D SYSTEMS CORP
3M CO
3PAR INC
47 DEGREES NORTH FND
4KIDS ENTERTAINMENT INC
8X8 INC
99 CENTS ONLY STORES
A.D.A.M. INC
A123 SYSTEMS INC
AAON INC
AAR CORP
AARON S INC
AASTROM BIOSCIENCES INC
ABAXIS INC
ABBOTT LABORATORIES
ABERCROMBIE + FITCH CO CL A
ABINGTON BANCORP INC
ABIOMED INC
ABM INDUSTRIES INC
ABOVENET INC
ABRAXAS PETROLEUM CORP
ABRAXIS BIOSCIENCE INC
AC MOORE ARTS + CRAFTS INC
ACACIA RESEARCH ACACIA TEC
ACADIA PHARMACEUTICALS INC
ACCELR8 TECHNOLOGY CORP
ACCELRYS INC
ACCENTURE PLC CL A
ACCESS NATIONAL CORP
ACCO BRANDS CORP
ACCURAY INC
Shares
244,690
(79,000)
691,595
39,970
62,100
(1,900,000)
(2,100,000)
(4,500,000)
(4,500,000)
(2,300,000)
(2,300,000)
(5,700,000)
(14,000,000)
(14,000,000)
(33,200,000)
(33,200,000)
(1,500,000)
(1,500,000)
43,388
1,795,793
286,844
202,573,748
89,000
538,795
104,430
144,912
133,800
71,004
164,859
133,289
67,354
148,935
4,305,736
249,526
33,432
10,548
141,815
800
171,700
28,079
100,063
135,806
96,150
10,703
95,502
203,328
32,400
101,771
24,015
Book Value
661,110
(24,654)
766,844
814,805
(21,043)
(57,540)
(47,250)
(11,925)
(8,740)
(20,700)
(33,060)
(112,000)
(91,000)
(268,920)
(87,980)
(6,300)
(12,900)
523,178
73,924,642
3,009,052
200,000,000
403,143
679,690
2,173,101
1,006,007
1,889,913
1,425,681
2,534,023
1,851,386
378,242
3,179,600
105,898,256
6,589,058
247,319
70,693
2,045,653
44,008
293,925
1,038,246
701,349
1,218,156
102,990
44,821
545,952
7,025,642
206,960
464,435
166,776
Market Value
504,061
(8,641)
9,246
676,292
238,154
(3,933)
(1,806)
(45)
(103,949)
(53,130)
(23)
(131,669)
(1,616)
(357,783)
(3,831)
(848,456)
(53)
(59,708)
544,519
141,849,689
2,670,518
191,000,912
66,750
673,494
1,545,564
462,269
1,261,734
1,655,103
2,759,740
2,275,243
100,357
3,191,677
201,422,330
7,657,953
291,527
102,105
2,971,024
37,744
480,760
2,083,462
227,143
1,932,519
104,804
12,630
615,988
7,858,627
190,512
507,837
159,219

Security Name
ACCURIDE CORPORATION
ACE LTD
ACETO CORP
ACHILLION PHARMACEUTICALS
ACI WORLDWIDE INC
ACME PACKET INC
ACME UNITED CORP
ACORDA THERAPEUTICS INC
ACTEL CORP
ACTIVE POWER INC
ACTIVIDENTITY CORP
ACTIVISION BLIZZARD INC
ACTUANT CORP CL A
ACTUATE CORPORATION
ACUITY BRANDS INC
ACURA PHARMACEUTICALS INC
ACXIOM CORP
ADA ES INC
ADAMS GOLF INC
ADAMS RESOURCES + ENERGY INC
ADC TELECOMMUNICATIONS INC
ADCARE HEALTH SYSTEMS INC
ADDVANTAGE TECHNOLOGIES GRP
ADEONA PHARMACEUTICALS INC
ADEPT TECHNOLOGY INC
ADMINISTAFF INC
ADOBE SYSTEMS INC
ADOLOR CORPORATION
ADPT CORP
ADTRAN INC
ADVANCE AMERICA CASH ADVANCE
ADVANCE AUTO PARTS INC
ADVANCED ANALOGIC TECHNOLOGI
ADVANCED BATTERY TECHNOLOGIE
ADVANCED ENERGY INDUSTRIES
ADVANCED ENVIRONMENTAL REC A
ADVANCED MARKETING SVCS INC
ADVANCED MICRO DEVICES
ADVANCED PHOTONIX INC CL A
ADVANCED SEMICONDUCTOR E ADR
ADVANSOURCE BIOMATERIALS COR
ADVENT SOFTWARE INC
ADVISORY BOARD CO/THE
ADVOCAT INC
AECOM TECHNOLOGY CORP
AEHR TEST SYSTEMS
AEP INDUSTRIES INC
AERCAP HOLDINGS NV
AEROCENTURY CORP
Shares
50,700
191,365
179,118
60,800
71,385
118,285
9,300
85,034
131,190
187,119
321,964
2,070,494
213,897
298,521
51,574
46,639
247,210
16,000
7,237
25,600
278,296
2,000
18,600
1,750
8,080
48,680
1,222,392
182,200
200,995
196,226
252,593
292,112
35,429
309,995
80,281
136,700
34,000
1,523,974
52,700
14,404
128,776
108,849
12,069
14,789
173,362
2,300
34,900
4,500
3,000
Book Value
33,301
9,426,513
1,028,854
125,722
961,905
1,865,831
53,164
2,039,705
2,778,499
574,609
939,788
26,134,840
2,502,068
1,284,054
1,039,850
204,395
3,760,140
165,973
44,727
421,764
6,515,669
3,373
77,042
875
52,318
1,237,871
24,614,014
622,581
928,795
3,628,046
1,298,053
6,853,954
126,916
1,133,776
1,700,280
226,906
85
18,296,189
93,921
62,301
344,192
3,229,603
446,822
50,461
5,343,457
9,798
1,193,514
49,815
37,959
Market Value
57,389
9,851,470
1,026,346
133,760
1,389,866
3,179,501
98,952
2,645,408
1,681,856
145,972
614,951
21,719,482
4,027,681
1,328,418
1,876,262
117,064
3,631,515
84,960
26,343
460,800
2,062,173
6,280
53,010
1,943
40,723
1,176,109
32,307,821
198,598
580,876
5,351,083
1,043,209
14,658,180
113,019
1,016,784
986,653
53,313
85
11,155,490
23,241
56,320
36,057
5,111,549
518,484
72,466
3,997,728
4,370
833,412
46,710
62,310

Security Name
AEROPOSTALE INC
AEROSONIC CORP
AEROVIRONMENT INC
AES CORP
AETNA INC
AETRIUM INC
AFC ENTERPRISES
AFFILIATED MANAGERS GROUP
AFFIRMATIVE INSURANCE HOLDIN
AFFYMAX INC
AFFYMETRIX INC
AFLAC INC
AGA MEDICAL HOLDINGS INC
AGCO CORP
AGILENT TECHNOLOGIES INC
AGILYSYS INC
AGL RESOURCES INC
AH BELO CORP A
AIR METHODS CORP
AIR PRODUCTS + CHEMICALS INC
AIR T INC
AIR TRANSPORT SERVICES GROUP
AIRCASTLE LTD
AIRGAS INC
AIRSPAN NETWORKS INC
AIRTRAN HOLDINGS INC
AIS HIGHBURY FUND L.P
AK STEEL HOLDING CORP
AKAMAI TECHNOLOGIES INC
AKEENA SOLAR INC
AKORN INC
ALAMO GROUP INC
ALANCO TECHNOLOGIES INC
ALASKA AIR GROUP INC
ALASKA COMM SYSTEMS GROUP
ALBANY INTL CORP CL A
ALBANY MOLECULAR RESEARCH
ALBEMARLE CORP
ALBERTO CULVER CO
ALCOA INC
ALCON INC
ALDILA INC
ALERE INC
ALEXANDER + BALDWIN INC
ALEXCO RESOURCE CORP
ALEXION PHARMACEUTICALS INC
ALEXZA PHARMACEUTICALS INC
ALICO INC
ALIGN TECHNOLOGY INC
Shares
336,070
14,590
53,255
1,692,840
1,446,576
73,237
76,216
99,909
60,500
13,343
285,756
1,326,880
59,801
169,608
936,202
60,185
114,920
90,635
77,530
513,042
65,900
270,800
324,570
162,930
9,080
147,654
112,557,863
197,734
486,764
94,000
384,775
27,093
8,000
134,718
16,583
110,160
131,083
130,374
172,512
2,633,275
23,300
30,202
199,225
92,892
122,980
400,739
87,180
11,467
187,017
Book Value
4,422,449
105,027
1,607,362
16,352,783
23,776,109
269,938
998,109
4,868,375
842,826
280,680
2,055,622
23,169,716
963,992
3,571,718
20,866,924
526,846
3,692,586
216,950
1,790,595
12,846,419
1,122,913
812,781
4,060,069
6,066,434
847,447
872,324
112,557,863
1,392,884
9,873,452
92,565
755,536
506,580
6,226
3,904,597
131,842
2,219,975
3,013,176
3,494,350
4,287,880
33,653,464
3,796,337
168,958
4,724,492
2,258,220
421,468
14,256,698
208,559
321,076
3,084,003
Market Value
9,625,045
42,895
1,157,231
15,641,842
38,160,675
238,020
693,566
6,071,470
241,395
79,791
1,685,960
56,617,970
758,875
4,574,328
26,616,223
402,638
4,116,434
601,816
2,306,518
33,250,252
689,314
1,289,008
2,547,875
10,134,246
1,998
716,122
101,757,261
2,356,989
19,748,015
63,497
1,142,782
587,918
1,728
6,055,574
140,790
1,783,490
677,699
5,177,152
4,673,350
26,490,747
3,452,827
120,808
5,311,339
2,766,324
386,157
20,513,829
237,130
263,512
2,780,943

Security Name
ALINDA INFRASTRUCTURE
ALINDA INFRASTRUCTURE FUND II
ALKERMES INC
ALL AMERICAN GROUP INC
ALLEGHANY CORP
ALLEGHENY ENERGY INC
ALLEGHENY TECHNOLOGIES INC
ALLEGIANT TRAVEL CO
ALLERGAN INC
ALLETE INC
ALLIANCE BANKSHARES CORP
ALLIANCE DATA SYSTEMS CORP
ALLIANCE FIBER OPTIC PRODUCT
ALLIANCE FINANCIAL CORP
ALLIANCE HEALTHCARE SERVICE
ALLIANCE RESOURCE PARTNERS
ALLIANT ENERGY CORP
ALLIANT TECHSYSTEMS INC
ALLIED DEFENSE GROUP INC/THE
ALLIED HEALTHCARE INTL INC
ALLIED HEALTHCARE PRODUCTS
ALLIED HLDGS INC
ALLIED MOTION TECHNOLOGIES I
ALLIED NEVADA GOLD CORP
ALLIED WORLD ASSURANCE CO
ALLIS CHALMERS ENERGY INC
ALLOS THERAPEUTICS INC
ALLOY INC
ALLSCRIPTS MISYS HEALTHCARE
ALLSTATE CORP
ALLY FINANCIAL INC
ALLY FINANCIAL INC
ALMOST FAMILY INC
ALNYLAM PHARMACEUTICALS INC
ALON USA ENERGY INC
ALPHA NATURAL RESOURCES INC
ALPHATEC HOLDINGS INC
ALSERES PHARMACEUTICALS INC
ALTAIR NANOTECHNOLOGIES INC
ALTERA CORPORATION
ALTERRA CAPITAL HOLDINGS LTD
ALTIGEN COMMUNICATIONS INC
ALTISOURCE PORTFOLIO SOL
ALTRA HOLDINGS INC
ALTRIA GROUP INC
ALUMINUM CORP OF CHINA ADR
AMAG PHARMACEUTICALS INC
AMAZON.COM INC
AMBAC FINANCIAL GROUP INC
Shares
91,860,878
54,677,303
119,310
105,090
19,858
516,139
136,179
57,877
838,130
94,353
12,790
132,739
190,900
11,377
181,485
10,870
316,166
62,878
21,170
305,065
25,400
22,900
20,924
262,357
152,468
115,748
287,933
71,660
263,797
1,918,266
1,195
2,511
42,258
45,495
120,236
456,447
129,850
60,507
239,750
710,199
173,330
30,100
42,476
13,750
131,145
49,500
49,790
1,190,403
483,935
Book Value
91,789,019
46,442,118
1,718,428
942,742
1,841,504
16,885,518
4,977,800
2,531,171
26,744,042
3,006,769
159,862
5,790,066
336,021
276,975
1,581,798
406,395
9,456,315
2,172,801
422,638
1,014,841
89,680
78,754
104,315
3,247,538
6,357,606
306,837
2,115,236
685,375
4,639,487
39,576,057
376,126
773,691
1,251,698
930,385
1,163,823
14,938,392
569,703
177,310
927,796
11,336,785
3,763,397
77,143
506,299
133,977
2,449,765
900,168
2,068,618
88,283,600
2,439,089
Market Value
88,342,764
56,527,386
1,485,410
53,596
5,824,351
10,673,755
6,017,750
2,470,769
48,829,454
3,230,647
34,405
7,900,625
267,260
316,281
733,199
488,824
10,035,109
3,902,209
80,023
707,751
90,424
94,995
5,163,186
6,918,998
238,441
1,765,029
672,171
4,247,132
55,111,782
928,926
2,286,133
1,476,072
683,335
764,701
15,459,860
602,504
11,496
76,720
17,620,037
3,255,137
21,371
1,050,856
179,025
2,628,146
923,670
1,710,287
130,063,432
324,236

Security Name
AMBASSADORS GROUP INC
AMBASSADORS INTERNATIONAL
AMCOL INTERNATIONAL CORP
AMCON DISTRIBUTING CO
AMCORE FINANCIAL INC
AMDOCS LTD
AMEDISYS INC
AMER MEDICAL ALERT CORP
AMER NATL BNKSHS/DANVILLE VA
AMERCO
AMEREN CORPORATION
AMERIANA BANCORP
AMERICA MOVIL ADR SERIES L
AMERICA S CAR MART INC
AMERICA SERVICE GROUP INC
AMERICAN APPAREL INC
AMERICAN AXLE + MFG HOLDINGS
AMERICAN BILTRITE INC
AMERICAN CAPITAL AGENCY CORP
AMERICAN CARESOURCE HOLDINGS
AMERICAN COMMERCIAL LINES
AMERICAN DEFENSE SYSTEMS INC
AMERICAN DENTAL PARTNERS INC
AMERICAN EAGLE OUTFITTERS
AMERICAN ELECTRIC POWER
AMERICAN ELECTRIC TECHNOLOGI
AMERICAN EQUITY INVT LIFE HL
AMERICAN EXPRESS CO
AMERICAN FINANCIAL GROUP INC
AMERICAN GREETINGS CORP CL A
AMERICAN INDEPENDENCE CORP
AMERICAN INTERNATIONAL GROUP
AMERICAN ITALIAN PASTA CO A
AMERICAN MEDICAL SYS HLDGS
AMERICAN NATIONAL INSURANCE
AMERICAN OIL + GAS INC
AMERICAN PACIFIC CORP
AMERICAN PHYSICIANS CAP INC
AMERICAN PHYSICIANS SVC GP
AMERICAN PUBLIC EDUCATION
AMERICAN RAILCAR INDUSTRIES
AMERICAN REALTY INVESTORS IN
AMERICAN REPROGRAPHICS CO
AMERICAN RIVER BANKSHRS (CA)
AMERICAN SAFETY INS HOLDINGS
AMERICAN SCIENCE + ENGINEERI
AMERICAN SHARED HOSPITAL
AMERICAN SOFTWARE INC CL A
AMERICAN STATES WATER CO
Shares
52,848
29,190
95,790
1,150
86,161
231,000
75,865
10,500
10,600
48,295
726,350
20,000
1,533,307
27,615
81,781
214,585
225,382
7,800
343,829
37,715
17,413
54,722
64,798
546,861
1,138,853
6,700
330,402
3,008,988
416,194
66,775
24,102
550,719
24,970
228,386
69,660
293,577
27,300
50,226
18,830
87,635
41,500
912
183,020
5,547
51,492
26,554
13,000
113,237
43,358
Book Value
1,239,566
329,555
1,384,804
30,592
194,428
6,491,291
3,974,253
59,853
260,904
2,472,475
23,149,171
301,991
70,448,189
289,277
1,147,797
608,311
1,890,797
56,304
9,187,843
176,359
609,345
35,505
814,356
8,328,144
31,275,991
22,554
3,340,261
51,155,341
10,166,631
796,909
266,499
82,845,105
603,291
3,575,786
4,490,213
1,652,622
225,476
1,478,345
430,743
3,304,821
440,483
8,681
1,786,961
84,431
752,694
1,294,191
66,506
624,337
1,473,397
Market Value
596,654
13,719
2,251,065
64,975
1,129
6,202,350
3,335,784
62,108
226,734
2,658,640
17,265,340
83,800
73,948,169
624,927
1,406,633
392,691
1,652,050
28,860
9,083,962
64,116
391,967
13,133
784,704
6,425,617
36,784,952
13,735
3,409,749
119,456,824
11,370,420
1,252,699
122,920
18,966,762
1,320,164
5,051,898
5,640,370
1,843,664
137,046
1,549,472
460,394
3,829,650
501,320
7,387
1,597,765
41,436
809,454
2,023,680
39,000
523,155
1,436,884

Security Name
AMERICAN SUPERCONDUCTOR CORP
AMERICAN TOWER CORP CL A
AMERICAN VANGUARD CORP
AMERICAN WATER WORKS CO INC
AMERICAN WOODMARK CORP
AMERICANWEST BANCORPORATION
AMERICREDIT CORP
AMERIGON INC
AMERIGROUP CORP
AMERIPRISE FINANCIAL INC
AMERIS BANCORP
AMERISAFE INC
AMERISERV FINANCIAL INC
AMERISOURCEBERGEN CORP
AMERISTAR CASINOS INC
AMERITYRE CORP
AMERON INTERNATIONAL CORP
AMES NATIONAL CORP
AMETEK INC
AMGEN INC
AMICUS THERAPEUTICS INC
AMKOR TECHNOLOGY INC
AML COMMUNICATIONS INC
AMN HEALTHCARE SERVICES INC
AMPAL AMERICAN ISRAEL CORP A
AMPCO PITTSBURGH CORP
AMPEX CORP DEL
AMPHENOL CORP CL A
AMR CORP
AMREP CORP
AMSURG CORP
AMTECH SYSTEMS INC
AMTRUST FINANCIAL SERVICES
AMYLIN PHARMACEUTICALS INC
ANADARKO PETROLEUM CORP
ANADIGICS INC
ANADYS PHARMACEUTICALS INC
ANALOG DEVICES INC
ANALOGIC CORP
ANALYSTS INTERNATIONAL CORP
ANAREN INC
ANCESTRY.COM INC
ANCHOR BANCORP WISCONSIN INC
ANDERSONS INC/THE
ANGEION CORP
ANGIODYNAMICS INC
ANGLOGOLD ASHANTI SPON ADR
ANIKA THERAPEUTICS INC
ANIMAL HEALTH INTERNATIONAL
Shares
135,070
1,167,732
58,015
508,103
77,900
59,875
268,091
106,653
135,618
839,537
50,474
105,689
24,033
1,179,447
101,489
7,800
44,575
10,927
294,411
2,742,181
8,800
423,991
13,000
39,391
30,780
6,700
34,275
436,001
528,585
21,694
98,909
78,192
205,445
216,890
1,267,750
108,072
144,100
1,037,037
69,389
11,188
73,157
16,300
117,560
49,449
22,910
113,336
94,817
199,900
142,838
Book Value
3,193,252
34,242,207
972,009
10,353,897
1,417,164
1,026,170
2,312,603
545,929
3,072,511
16,364,989
449,554
1,869,799
76,517
20,479,937
1,278,514
4,106
4,118,820
239,875
7,206,070
94,251,401
93,996
2,692,027
8,592
506,895
39,847
159,261
192,402
7,632,659
5,687,675
1,088,264
2,026,585
534,952
3,210,463
2,921,437
27,771,187
392,687
1,209,772
20,944,130
1,669,689
165,801
948,705
227,136
163,573
1,403,582
196,892
1,626,149
3,440,404
2,174,744
473,027
Market Value
3,605,018
51,964,074
460,059
10,466,922
1,332,090
11,975
4,884,618
787,099
4,404,873
30,332,472
487,580
1,854,842
38,693
37,447,442
1,528,424
3,354
2,689,210
213,514
11,820,602
144,238,721
19,712
2,336,190
17,420
294,645
48,017
139,561
17,126,119
3,583,806
272,911
1,762,558
652,903
2,473,558
4,077,532
45,753,098
471,194
276,672
28,891,851
3,157,893
27,634
1,092,966
287,206
52,902
1,611,543
90,953
1,671,706
4,094,198
1,177,411
354,238

Security Name
ANIXTER INTERNATIONAL INC
ANNTAYLOR STORES CORP
ANSWERS CORP
ANSYS INC
ANTARES PHARMA INC
ANTE5 INC
ANTIGENICS INC
AOL INC
AON CORP
AP PHARMA INC
APAC CUSTOMER SERVICES INC
APACHE CORP
APCO OIL AND GAS INTL INC
APOGEE ENTERPRISES INC
APOLLO GROUP INC CL A
APPLE INC
APPLIANCE RECYCLING CTRS AMR
APPLIED ENERGETICS INC
APPLIED INDUSTRIAL TECH INC
APPLIED MATERIALS INC
APPLIED MICRO CIRCUITS CORP
APPLIED SIGNAL TECHNOLOGY
APPROACH RESOURCES INC
APTARGROUP INC
APW LTD
AQUA AMERICA INC
ARABIAN AMERICAN DEVELOPMENT
ARBINET CORP
ARBITRON INC
ARCA BIOPHARMA INC
ARCADIA RESOURCES INC
ARCH CAPITAL GROUP LTD
ARCH CHEMICALS INC
ARCH COAL INC
ARCHIPELAGO LEARNING INC
ARCSIGHT INC
ARCTIC CAT INC
ARDEA BIOSCIENCES INC
ARDEN GROUP INC CL A
ARENA PHARMACEUTICALS INC
ARENA RESOURCES INC
ARES CAPITAL CORP
ARGAN INC
ARGO GROUP INTERNATIONAL
ARGON ST INC
ARIAD PHARMACEUTICALS INC
ARIBA INC
ARK RESTAURANTS CORP
Shares
27,645
198,454
31,300
243,941
330,200
5,500
222,323
482,635
681,368
39,475
164,332
992,157
10,358
92,524
571,675
2,591,172
5,993
175,900
159,920
3,095,572
218,631
62,100
96,200
214,405
1
622,917
7,600
26,251
129,289
5,575
679,821
150,761
29,913
425,666
1,817,553
13,245
100,394
59,500
23,020
3,000
220,240
136,378
48,345
9,300
171,509
74,702
236,217
397,900
8,900
Book Value
1,225,047
4,220,968
250,751
6,162,503
462,092
825
653,392
9,658,925
16,092,434
138,521
851,729
43,501,811
230,150
1,683,877
33,173,310
153,299,490
15,119
885,032
3,350,980
26,132,707
10,039,141
1,182,337
854,240
3,013,928
9,973,410
28,218
660,213
2,613,347
408,090
295,884
9,182,639
990,224
9,900,694
30,913,883
249,695
1,879,189
612,434
318,498
331,954
889,346
3,844,341
536,651
132,060
5,676,880
2,053,096
512,212
41,707,363
128,267
Market Value
1,177,677
3,228,847
229,116
9,896,686
581,152
1,155
180,304
10,033,982
25,292,380
24,080
936,692
83,529,698
243,517
1,002,035
24,279,037
651,757,493
15,762
181,177
4,049,174
37,208,775
2,291,253
1,220,265
661,856
8,108,797
11,013,173
16,872
209,220
3,313,677
18,899
360,305
11,231,695
919,526
8,432,443
46,929,218
151,390
2,247,822
542,045
473,291
263,610
676,137
4,350,458
605,763
96,999
5,246,460
2,561,532
666,132
6,338,547
119,216

Security Name
ARKANSAS BEST CORP
ARLINGTON ASSET INVESTMENT A
ARMSTRONG WORLD INDUSTRIES
AROTECH CORP
ARQULE INC
ARRAY BIOPHARMA INC
ARRHYTHMIA RESEARCH TECH
ARRIS GROUP INC
ARROW ELECTRONICS INC
ARROW FINANCIAL CORP
ARROWHEAD RESEARCH CORP
ARROWSTREET CAPITAL LP
ART S WAY MANUFACTURING CO
ART TECHNOLOGY GROUP INC
ARTESIAN RESOURCES CORP CL A
ARTHUR J GALLAGHER + CO
ARTIO GLOBAL INVESTORS INC
ARUBA NETWORKS INC
ARVINMERITOR INC
ARYX THERAPEUTICS INC
ASBURY AUTOMOTIVE GROUP
ASCENT MEDIA CORP A
ASCENT SOLAR TECHNOLOGIES
ASHLAND INC
ASIAINFO HOLDINGS INC
ASPECT ALTERNATIVE LLC
ASPEN INSURANCE HOLDINGS LTD
ASPENBIO PHARMA INC
ASSET ACCEPTANCE CAPITAL
ASSISTED LIVING CONCEPTS I A
ASSOCIATED BANC CORP
ASSURANT INC
ASSURED GUARANTY LTD
ASTA FUNDING INC
ASTEA INTL INC
ASTEC INDUSTRIES INC
ASTORIA FINANCIAL CORP
ASTRAZENECA PLC SPONS ADR
ASTRO MED INC
ASTRONICS CORP
ASTROTECH CORP
ASURE SOFTWARE INC
AT CROSS CO CL A
AT+T INC
ATC TECHNOLOGY CORP
ATHENAHEALTH INC
ATHEROS COMMUNICATIONS
ATLANTIC AMERICAN CORP
ATLANTIC COAST FEDERAL/WAYCR
Shares
17,202
36,201
44,385
30,142
122,200
12,900
23,000
1,018,599
487,918
58,310
21,981
39,219
3,219
347,134
13,974
147,630
73,495
356,653
158,592
47,300
94,221
17,377
225,280
216,167
21,580
180,000,000
617,180
58,765
50,838
36,389
379,389
338,682
307,232
54,499
61,574
16,434
182,257
272,351
19,382
12,618
1,625
22,370
50,100
18,195,535
111,332
116,918
186,526
53,025
78,779
Book Value
538,550
334,022
1,305,465
1,014,065
389,577
30,015
228,123
11,394,228
11,414,052
1,446,226
27,289
39,219
11,168
901,312
238,828
3,474,968
1,784,800
2,432,148
1,091,010
174,515
1,086,748
484,040
1,209,842
7,443,170
468,922
180,000,000
15,271,119
122,231
296,054
952,569
6,299,113
9,823,089
5,728,041
367,429
313,566
523,184
3,164,702
11,943,094
168,571
49,025
596
373,123
309,306
301,422,065
1,915,464
3,690,648
4,492,058
136,040
719,128
Market Value
356,942
681,665
1,339,539
44,007
525,460
39,345
110,170
10,379,524
10,904,967
1,346,961
24,179
17,061
1,187,198
257,960
3,599,219
1,156,811
5,078,739
2,077,555
19,866
993,089
438,943
615,014
10,034,472
471,739
243,169,380
15,269,033
57,590
210,469
1,076,751
4,651,309
11,752,265
4,076,969
537,905
155,166
455,715
2,507,856
12,835,903
139,357
206,430
2,015
49,214
250,500
440,149,992
1,794,672
3,055,067
5,136,926
71,319
235,549

Security Name
ATLANTIC SOUTHERN FINANCIAL
ATLANTIC TELE NETWORK INC
ATLAS AIR WORLDWIDE HOLDINGS
ATLAS ENERGY INC
ATLAS PIPELINE HOLDINGS LP
ATMEL CORP
ATMI INC
ATMOS ENERGY CORP
ATP OIL + GAS CORPORATION
ATRICURE INC
ATRINSIC INC
ATRION CORPORATION
ATRIUM CORP
ATS MEDICAL INC
ATWOOD OCEANICS INC
AU OPTRONICS CORP SPON ADR
AUDIOVOX CORP CL A
AUTHENTEC INC
AUTHENTIDATE HOLDING CORP
AUTOBYTEL INC
AUTODESK INC
AUTOINFO INC
AUTOLIV INC
AUTOMATIC DATA PROCESSING
AUTONATION INC
AUTOZONE INC
AUXILIUM PHARMACEUTICALS INC
AVAGO TECHNOLOGIES LTD
AVALON CORRECTIONAL SERVICES
AVALON HOLDINGS CORP A
AVANIR PHARMACEUTICALS INC A
AVATAR HOLDINGS INC
AVERY DENNISON CORP
AVI BIOPHARMA INC
AVI BIOPHARMA INC WARRANTS
AVIAT NETWORKS INC
AVID TECHNOLOGY INC
AVIS BUDGET GROUP INC
AVISTA CORP
AVISTAR COMMUNICATIONS CORP
AVNET INC
AVON PRODUCTS INC
AVX CORP
AXCELIS TECHNOLOGIES INC
AXIS CAPITAL HOLDINGS LTD
AXT INC
AZZ INC
B+G FOODS INC CLASS A
BADGER METER INC
Shares
4,200
26,033
102,051
139,981
50,490
955,803
140,159
166,211
90,437
130,334
41,166
4,850
680
70,400
204,326
207,149
74,465
232,888
168,069
229,000
639,081
10,200
60,729
1,257,057
380,214
139,225
78,442
38,000
78,600
5,200
307,300
9,300
251,528
355,497
150,000
165,717
38,308
484,453
263,062
35,400
755,310
1,234,655
319,545
296,714
679,205
52,400
34,189
58,841
47,475
Book Value
44,760
623,300
3,411,625
3,180,160
103,287
5,007,432
3,545,757
4,433,429
1,934,269
626,586
229,687
419,203
178,112
5,227,264
1,877,596
950,905
557,002
843,706
806,877
13,391,855
7,467
3,050,148
17,593,424
7,097,737
12,670,279
1,533,599
636,503
214,253
23,124
555,185
183,836
8,470,735
1,382,019
1,494,411
742,596
4,812,760
4,376,573
96,541
17,594,447
20,520,343
6,703,181
220,226
22,675,195
171,338
830,109
518,444
2,150,597
Market Value
5,964
1,075,163
4,847,423
3,789,286
201,455
4,587,854
2,051,928
4,494,345
957,728
866,721
37,461
654,993
279,488
5,214,400
1,839,483
547,318
584,549
106,337
261,060
15,568,013
4,488
2,905,883
50,609,115
7,414,173
26,901,055
1,843,387
800,280
314,400
12,792
789,761
178,374
8,081,595
572,350
601,553
487,661
4,757,328
5,137,601
20,886
18,210,524
32,718,358
4,096,567
459,907
20,185,973
236,324
1,257,130
634,306
1,836,808

Security Name
BAIDU INC SPON ADR
BAKER HUGHES INC
BAKERS FOOTWEAR GROUP INC
BALCHEM CORP
BALDOR ELECTRIC
BALDWIN + LYONS INC CL B
BALDWIN TECHNOLOGY CO CL A
BALL CORP
BALLANTYNE STRONG INC
BALLY TECHNOLOGIES INC
BALTIC TRADING LTD
BANCFIRST CORP
BANCO BRADESCO ADR
BANCO DE CHILE ADR
BANCO LATINOAMERICANO COME E
BANCO SANTANDER BRASIL ADS
BANCO SANTANDER CHILE ADR
BANCOLOMBIA S.A. SPONS ADR
BANCORP INC/THE
BANCORP RHODE ISLAND INC
BANCORPSOUTH INC
BANCTRUST FINANCIAL GROUP
BANK MUTUAL CORP
BANK OF FLORIDA CORP
BANK OF GRANITE CORP
BANK OF HAWAII CORP
BANK OF MARIN BANCORP/CA
BANK OF NEW YORK MELLON CORP
BANK OF THE CAROLINAS(NC)
BANK OF THE OZARKS
BANKATLANTIC BANCORP INC A
BANKATLANTIC BANCORP INC RTS
BANKFINANCIAL CORP
BANNER CORPORATION
BAR HARBOR BANKSHARES
BARNES + NOBLE INC
BARNES GROUP INC
BARNWELL INDUSTRIES INC
BARRETT BUSINESS SVCS INC
BARRICK GOLD CORP
BARRY (R.G.)
BASIC ENERGY SERVICES INC
BASSETT FURNITURE INDS
BAXTER INTERNATIONAL INC
BAY NATIONAL CORP
BB+T CORP
BE AEROSPACE INC
BEACH FIRST NATL BANCSHARES
Shares
202,000
905,495
6,200
144,386
137,165
48,331
213,930
151,451
78,538
140,090
300,000
15,900
1,096,172
16,476
47,104
1,732,674
22,151
224,986
88,800
25,360
249,753
56,211
86,840
31,346,113
16,500
36,919
160,440
21,542
3,162,997
22,565
51,938
133,505
47,939
4,905
71,790
5,500
151,080
25,784
24,600
85,793
42,100
33,842
47,588
51,743
1,489,541
11,700
2,078,375
319,964
40,200
Book Value
2,533,624
24,504,058
124,834
2,431,511
2,442,064
1,079,083
923,271
4,530,152
209,486
2,356,035
4,200,000
662,403
12,433,612
544,805
690,146
22,372,448
940,145
6,866,493
584,463
833,115
5,054,496
234,759
645,750
496,718,236
218,625
518,177
3,010,365
601,120
45,521,802
213,354
1,366,320
272,236
55,171
246,354
154,797
3,643,365
381,199
361,849
928,020
1,448,905
162,246
455,302
761,274
31,947,006
173,296
54,745,729
5,444,905
419,701
Market Value
13,752,160
37,641,420
4,588
3,609,650
4,948,913
1,015,434
252,437
8,001,156
568,615
4,537,515
3,411,000
580,191
17,643,933
983,617
588,329
17,898,522
1,573,663
11,583,773
695,304
664,432
4,465,584
207,981
493,251
450,443,644
1,320
42,457
7,757,274
687,836
78,094,396
78,301
1,842,241
186,907
0
40,761
142,144
137,335
1,948,932
422,600
68,880
1,063,833
1,911,761
373,277
366,428
221,460
60,534,946
2,012
54,682,046
8,136,685
201

Security Name
BEACON FEDERAL BANCORP INC
BEACON POWER CORPORATION
BEACON ROOFING SUPPLY INC
BEASLEY BROADCAST GRP INC A
BEAZER HOMES USA INC
BEBE STORES INC
BECKMAN COULTER INC
BECTON DICKINSON AND CO
BED BATH + BEYOND INC
BEL FUSE INC CL B
BELDEN INC
BELO CORPORATION A
BEMIS COMPANY
BENCHMARK ELECTRONICS INC
BENEFICIAL MUTUAL BANCORP IN
BENIHANA INC CLASS A
BERKSHIRE BANCORP INC
BERKSHIRE HATHAWAY INC CL A
BERKSHIRE HATHAWAY INC CL B
BERKSHIRE HILLS BANCORP INC
BERRY PETROLEUM CO CLASS A
BEST BUY CO INC
BGC PARTNERS INC CL A
BIDZ.COM INC
BIG 5 SPORTING GOODS CORP
BIG LOTS INC
BIGBAND NETWORKS INC
BIGLARI HOLDINGS INC
BILL BARRETT CORP
BIO RAD LABORATORIES CL A
BIO REFERENCE LABS INC
BIOCLINICA INC
BIOCRYST PHARMACEUTICALS INC
BIODEL INC
BIODELIVERY SCIENCES INTL
BIOGEN IDEC INC
BIOLASE TECHNOLOGY INC
BIOMARIN PHARMACEUTICAL INC
BIOMIMETIC THERAPEUTICS INC
BIONOVO INC
BIOSANTE PHARMACEUTICALS INC
BIOSCRIP INC
BIOSPECIFICS TECHNOLOGIES
BIOSPHERE MEDICAL INC
BIOTIME INC
BIRNER DENTAL MGMT SERVICES
BITSTREAM INC CLASS A
BJ S RESTAURANTS INC
BJ S WHOLESALE CLUB INC
Shares
1,600
256,200
122,339
72,683
351,881
167,443
141,528
571,886
726,503
16,615
125,272
445,674
238,847
283,564
60,481
55,912
7,345
3,324
1,044,892
47,524
111,206
976,331
320,348
2,900
56,339
247,010
120,978
5,726
93,671
40,910
152,220
67,200
100,500
63,070
7,500
721,776
88,184
43,407
(3,818)
140,900
201,219
286,628
11,355
88,807
14,000
2,500
14,700
76,902
209,976
Book Value
13,282
174,527
1,746,453
503,083
1,693,178
1,528,332
3,127,007
10,546,241
17,544,634
314,883
3,635,869
4,112,072
348,063
5,144,646
670,592
806,916
125,611
198,614,614
75,905,864
1,078,694
2,098,414
19,193,911
1,643,230
8,903
801,162
4,534,696
538,545
2,011,965
2,743,952
2,753,097
2,142,759
361,623
687,420
305,219
22,874
29,290,916
681,688
1,896,003
(44,966)
103,755
838,362
2,064,180
307,224
414,599
44,128
33,821
70,560
1,688,081
3,965,859
Market Value
14,248
83,521
2,204,549
353,966
1,277,328
1,071,635
8,532,723
38,670,931
26,938,731
274,314
2,755,984
2,535,885
6,448,869
4,494,489
597,552
330,999
36,725
398,880,000
83,267,443
925,768
2,860,218
33,058,568
1,636,978
4,350
740,294
7,926,551
365,354
1,642,789
2,882,257
3,538,306
3,374,717
275,520
593,955
238,405
17,288
34,248,271
130,512
822,997
(42,456)
56,360
354,145
1,501,931
225,737
383,646
86,240
42,438
96,285
1,814,887
7,771,212

Security Name
BLACK BOX CORP
BLACK HILLS CORP
BLACK RIVER COMMODITY
BLACK RIVER COMMODITY
BLACK RIVER FL RELATIVE VALUE
BLACKBAUD INC
BLACKBOARD INC
BLACKROCK INC
BLACKSTONE GROUP LP/THE
BLOCKBUSTER INC CL A
BLONDER TONGUE LABORATORIES
BLOUNT INTERNATIONAL INC
BLUE COAT SYSTEMS INC
BLUE DOLPHIN ENERGY CO
BLUE NILE INC
BLUE TREND LP
BLUEFLY INC
BLUEGREEN CORP
BLUELINX HOLDINGS INC
BLUM STRATEGIC PARTNERS II
BLUM STRATEGIC PARTNERS III
BLUM STRATEGIC PARTNERS IV
BLYTH INC
BMC SOFTWARE INC
BNC BANCORP
BOB EVANS FARMS
BOEING CO
BOFI HOLDING INC
BOISE INC
BOK FINANCIAL CORPORATION
BOLT TECHNOLOGY CORP
BOMBAY COMPANY INC
BON TON STORES INC/THE
BOOKS A MILLION INC
BOOTS + COOTS INC
BORDERS GROUP INC
BORGWARNER INC
BOSTON BEER COMPANY INC CL A
BOSTON PRIVATE FINL HOLDING
BOTTOMLINE TECHNOLOGIES INC
BOVIE MEDICAL CORP
BOWL AMERICA INC CLASS A
BOWNE + CO INC
BOYD GAMING CORP
BP PRUDHOE BAY ROYALTY TRUST
BPZ RESOURCES INC
BRADY CORPORATION CL A
BRASIL TELECOM SA ADR
Shares
77,764
21,330
58,642,015
149,780,227
215,000,000
36,451
128,939
121,546
37,700
709,540
22,600
67,753
131,710
167,623
23,028
228,128,518
2,919
12,000
54,800
10,545,157
96,170,185
252,164,424
22,691
658,245
600
135,004
1,726,513
45,500
320,637
90,613
86,900
54,900
51,943
34,000
396,600
347,683
253,361
16,078
282,733
3,339,828
145,041
13,900
5,912
72,098
77,559
42,965
154,738
36,940
37,142
Book Value
2,221,486
642,359
58,642,015
149,780,227
215,000,000
854,369
3,769,871
20,898,132
362,433
1,091,100
46,520
1,022,107
3,249,352
367,794
1,100,229
220,000,000
22,280
45,986
188,753
18,652,391
102,574,544
252,164,424
854,261
16,426,716
8,044
2,832,308
41,761,666
312,488
1,490,173
3,467,961
1,029,359
27
441,538
283,077
909,548
483,679
8,706,332
264,853
1,864,429
41,462,227
1,512,151
95,715
76,257
552,078
1,059,085
3,146,779
2,689,333
1,055,191
684,686
Market Value
2,168,838
607,265
25,373,931
182,853,648
343,429,820
793,538
4,813,293
17,429,696
360,412
168,941
29,380
695,823
2,690,835
60,344
1,084,158
251,179,308
5,838
36,120
144,124
11,772,824
90,276,395
215,555,949
773,082
22,795,024
6,390
3,323,798
108,338,691
642,460
1,760,297
4,301,399
760,375
27
506,444
204,680
1,169,970
462,418
9,460,500
1,084,461
1,817,973
19,371,002
1,889,884
41,422
83,359
808,940
658,476
3,830,330
642,163
920,545
745,811

Security Name
BRASIL TELECOM SA ADR
BREEDEN EUROPEAN PARTNERS
BREEDEN PARTNERS
BREEZE EASTERN CORP
BRF BRASIL FOODS SA ADR
BRIDGE BANCORP INC
BRIDGE CAPITAL HOLDINGS
BRIDGELINE DIGITAL INC
BRIDGEPOINT EDUCATION INC
BRIDGFORD FOODS CORP
BRIGGS + STRATTON
BRIGHAM EXPLORATION CO
BRIGHTPOINT INC
BRINK S CO/THE
BRINKER INTERNATIONAL INC
BRISTOL BAY FDG LTD
BRISTOL MYERS SQUIBB CO
BRISTOW GROUP INC
BROADCAST INTERNATIONAL INC
BROADCOM CORP CL A
BROADMARK CAPITAL VENTURES
BROADRIDGE FINANCIAL SOLUTIO
BROADSOFT INC
BROADWIND ENERGY INC
BROCADE COMMUNICATIONS SYS
BRODER BROS CO
BRONCO DRILLING CO INC
BROOKDALE SENIOR LIVING INC
BROOKFIELD HOMES CORP
BROOKFIELD PROPERTIES CORP
BROOKLINE BANCORP INC
BROOKLYN FEDERAL BANCORP INC
BROOKS AUTOMATION INC
BROOKSIDE CAP PARTNERS
BROOKSIDE CAPITAL
BROWN + BROWN INC
BROWN FORMAN CORP CLASS B
BROWN SHOE COMPANY INC
BRUKER CORP
BRUNSWICK CORP
BRUSH ENGINEERED MATERIALS
BRYN MAWR BANK CORP
BSD MEDICAL CORP
BSQUARE CORP
BTU INTERNATIONAL INC
BUCKEYE TECHNOLOGIES INC
BUCKLE INC/THE
BUCYRUS INTERNATIONAL INC
BUFFALO WILD WINGS INC
Shares
21,070
232,000,000
487,332,950
18,000
40,460
4,800
20,206
5,300
42,196
23,772
206,450
359,617
263,999
191,979
291,531
41,848
5,199,126
53,401
15,000
1,557,968
1,098,900
283,886
9,031
405,000
1,115,010
63,096
89,500
239,709
69,703
1,119,409
425,490
1,804
166,902
50,000,000
75,000,000
438,442
265,600
122,381
407,629
158,094
48,738
23,080
28,043
42,450
35,273
76,593
161,258
270,166
172,199
Book Value
198,870
232,000,000
487,332,950
146,406
593,165
116,188
333,240
14,054
1,060,148
181,701
3,226,092
4,817,421
2,344,427
4,321,852
4,654,642
40,968,529
101,078,210
1,409,128
51,164
77,771,883
1,098,900
2,269,258
80,164
1,379,493
25,478,644
496,977
3,735,396
538,302
9,214,317
5,070,169
25,216
3,735,490
50,000,000
75,000,000
6,841,471
8,023,862
1,431,447
4,099,975
2,186,964
941,291
373,989
118,300
187,085
97,392
963,920
4,124,350
12,834,915
5,989,328
Market Value
182,256
191,980,696
347,888,474
106,200
536,500
116,544
183,875
5,936
667,119
332,808
3,513,779
5,530,909
1,847,993
3,653,360
4,215,538
49,015,920
129,666,202
1,569,989
10,200
51,366,205
5,408,028
77,215
1,134,000
5,753,452
70,296
299,825
3,595,635
469,798
15,716,502
3,778,351
7,956
1,290,152
53,564,300
145,664,400
8,391,780
15,200,288
1,857,744
4,956,769
1,965,108
973,785
387,282
32,530
96,362
204,936
762,100
5,227,984
12,819,377
6,299,039

Security Name
BUILD A BEAR WORKSHOP INC
BUILDERS FIRSTSOURCE INC
BUNGE LTD
BURGER KING HOLDINGS INC
BUTLER NATIONAL CORP
C + F FINANCIAL CORP
C.H. ROBINSON WORLDWIDE INC
C+D TECHNOLOGIES INC
CA INC
CABELA S INC
CABLEVISION SYSTEMS NY GRP A
CABOT CORP
CABOT MICROELECTRONICS CORP
CABOT OIL + GAS CORP
CACHE INC
CACI INTERNATIONAL INC CL A
CADENCE DESIGN SYS INC
CADENCE FINANCIAL CORP
CADENCE PHARMACEUTICALS, INC
CADIZ INC
CADUS CORP
CAGLE S INC CLASS A
CAI INTERNATIONAL INC
CAL DIVE INTERNATIONAL INC
CAL MAINE FOODS INC
CALAMOS ASSET MANAGEMENT A
CALAMP CORP
CALAVO GROWERS INC
CALGON CARBON CORP
CALIFORNIA COASTAL COMM INC
CALIFORNIA FIRST NATL BANCOR
CALIFORNIA PIZZA KITCHEN INC
CALIFORNIA WATER SERVICE GRP
CALIPER LIFE SCIENCES INC
CALLAWAY GOLF COMPANY
CALLIDUS SOFTWARE INC
CALLON PETROLEUM CO
CALPERS SJYK POOL FUND
CALPINE CORP
CAMBREX CORP
CAMCO FINANCIAL CORP
CAMDEN NATIONAL CORP
CAMERON INTERNATIONAL CORP
CAMPBELL SOUP CO
CANO PETROLEUM INC
CANTEL MEDICAL CORP
CANYON SPECIAL OPPORTUNITY FD
CANYON VALUE REALIZATION FUND
CAPE BANCORP INC
Shares
46,300
299,219
273,972
252,017
4,900
1,550
434,287
118,100
1,511,375
145,201
743,777
208,362
49,133
165,906
142,700
155,896
463,059
36,600
100,200
21,120
232,600
15,900
66,800
203,491
34,450
72,595
193,515
40,600
267,595
65,885
2,039
182,068
40,296
299,500
175,266
28,500
185,000
1,406,024,297
1,367,446
142,959
38,965
35,210
889,480
755,291
119,250
44,504
150,000,000
15,975,523
8,547
Book Value
362,559
1,115,021
10,722,715
5,967,743
1,446
22,838
17,047,532
713,816
27,378,989
2,435,964
6,734,900
3,629,928
1,655,570
9,664,529
1,447,793
6,187,120
4,300,118
732,212
721,440
253,424
439,985
105,762
1,042,212
1,870,231
966,548
524,889
1,476,831
549,713
3,583,242
578,265
22,398
2,718,096
1,582,842
1,829,070
1,587,910
186,637
1,128,752
1,256,381,937
12,374,732
675,416
574,586
925,729
25,220,833
14,021,191
631,664
729,299
150,000,000
15,975,523
70,220
Market Value
313,914
718,126
13,476,683
4,243,966
1,862
26,621
24,172,414
104,058
27,809,300
2,053,142
17,858,086
5,023,608
1,699,510
5,196,176
810,536
6,622,462
2,681,112
42,090
702,402
254,918
343,085
77,910
794,920
1,190,422
1,099,989
673,682
412,187
729,176
3,542,958
96,192
25,161
2,758,330
1,438,567
1,278,865
1,058,607
94,335
1,165,500
752,273,616
17,393,913
450,321
97,802
967,219
28,925,890
27,062,077
91,226
743,217
128,367,600
32,721,019
61,111

Security Name
CAPELLA EDUCATION CO
CAPITAL BANK CORP
CAPITAL CITY BANK GROUP INC
CAPITAL ONE FINANCIAL CORP
CAPITAL PPTYS INC RI
CAPITAL PRODUCT PARTNERS LP
CAPITAL SENIOR LIVING CORP
CAPITALSOURCE INC
CAPITOL BANCORP LTD
CAPITOL FEDERAL FINANCIAL
CAPSTONE THERAPEUTICS CORP
CAPSTONE TURBINE CORP
CARACO PHARM LABS LTD
CARBO CERAMICS INC
CARDIAC SCIENCE CORP
CARDICA INC
CARDINAL FINANCIAL CORP
CARDINAL HEALTH INC
CARDIOME PHARMA CORP
CARDIONET INC
CARDIOVASCULAR SYSTEMS INC
CARDIUM THERAPEUTICS INC
CARDTRONICS INC
CAREER EDUCATION CORP
CAREFUSION CORP
CARIBOU COFFEE CO INC
CARLISLE COS INC
CARLYLE INFRASTRUCTURE PARTNER
CARMAX INC
CARMIKE CINEMAS INC
CARNIVAL CORP
CARPENTER TECHNOLOGY
CARRIAGE SERVICES INC
CARRIZO OIL + GAS INC
CARROLLTON BANCORP
CARROLS RESTAURANT GROUP INC
CARTER S INC
CARTICA CAPITAL PARTNERS, LP
CARVER BANCORP INC
CAS MEDICAL SYSTEMS INC
CASCADE BANCORP
CASCADE CORP
CASCADE FINANCIAL CORP
CASCAL N.V.
CASELLA WASTE SYSTEMS INC A
CASEY S GENERAL STORES INC
CASH AMERICA INTL INC
CASS INFORMATION SYSTEMS INC
CASTLE (A.M.) + CO
Shares
105,546
26,330
59,136
1,366,770
1,500
24,945
99,000
901,195
63,800
99,500
67,500
800,907
104,300
164,680
105,011
50,000
119,405
1,379,176
109,710
104,310
9,680
88,600
204,996
375,394
397,124
48,152
186,324
34,823,414
490,183
63,339
1,157,424
138,850
155,600
62,974
14,363
72,617
198,696
102,841,584
2,400
6,600
95,420
4,163
50,399
22,000
94,967
215,801
92,293
12,209
45,793
Book Value
6,159,856
307,094
1,072,487
42,258,041
16,637
238,225
586,600
7,834,452
296,987
3,228,920
347,625
841,416
533,406
9,335,514
263,775
500,000
731,268
35,722,860
623,542
1,083,772
66,555
184,705
2,278,524
8,385,146
7,116,882
146,705
2,362,848
33,930,381
6,711,955
368,480
21,434,681
4,473,082
642,805
3,255,508
183,727
369,922
5,226,511
102,841,584
34,159
18,592
111,477
142,573
710,214
145,330
350,660
3,880,695
2,939,629
293,471
943,004
Market Value
8,586,167
85,573
732,104
55,080,831
15,000
200,558
492,030
4,289,688
81,026
3,299,420
44,618
784,889
492,296
11,888,249
102,911
81,500
1,103,302
46,354,105
894,137
571,619
43,076
30,576
2,656,748
8,641,570
9,014,715
455,999
6,731,886
28,594,922
9,754,642
383,834
35,000,502
4,558,446
725,096
977,986
79,068
331,860
5,215,770
122,725,490
19,272
11,682
45,802
148,244
23,940
147,400
362,774
7,531,455
3,162,881
418,158
636,065

Security Name
CASUAL MALE RETAIL GROUP INC
CATALYST HEALTH SOLUTIONS IN
CATALYST PHARMACEUTICAL PART
CATERPILLAR INC
CATHAY GENERAL BANCORP
CATO CORP CLASS A
CAVCO INDUSTRIES INC
CAVIUM NETWORKS INC
CB RICHARD ELLIS GROUP INC A
CBEYOND INC
CBIZ INC
CBOE HOLDINGS INC
CBS CORP CLASS B NON VOTING
CCA INDUSTRIES INC
CDC CORP CL A
CDI CORP
CEC ENTERTAINMENT INC
CECO ENVIRONMENTAL CORP
CEDAR FAIR LP
CEL SCI CORP
CELADON GROUP INC
CELANESE CORP SERIES A
CELERA CORP
CELGENE CORP
CELL THERAPEUTICS INC
CELLCOM ISRAEL LTD
CELLDEX THERAPEUTICS INC
CELLU TISSUE HOLDINGS INC
CELSION CORP
CEMEX SAB SPONS ADR PART CER
CEMIG SA SPONS ADR
CENTENE CORP
CENTER BANCORP INC
CENTER FINANCIAL CORP
CENTERPOINT ENERGY INC
CENTERSTATE BANKS INC
CENTRAIS ELEC BRAS SP ADR CM
CENTRAL BANCORP INC
CENTRAL EURO DISTRIBUTION CP
CENTRAL EUROPEAN MEDIA ENT A
CENTRAL FEDERAL CORP
CENTRAL GARDEN AND PET CO A
CENTRAL JERSEY BANCORP
CENTRAL PACIFIC FINANCIAL CO
CENTRAL VALLEY COMM BANCORP
CENTRAL VERMONT PUBLIC SERV
CENTRUE FINANCIAL CORP
CENTURY ALUMINUM COMPANY
CENTURY BANCORP INC CL A
Shares
100,541
132,638
10,500
1,596,618
74,286
135,848
20,170
266,131
714,915
65,428
341,378
25,000
1,984,554
24,958
44,100
34,382
78,588
312,570
24,685
634,800
55,607
504,514
300,840
1,464,238
1,913,518
38,471
180,424
175,000
33,400
408,256
2,279,356
294,008
29,766
68,300
1,022,214
42,646
12,006
4,899
146,824
(54,312)
7,300
245,190
8,720
202,790
1,900
29,985
14,210
222,071
23,852
Book Value
194,747
2,897,148
37,707
39,035,140
966,358
2,385,630
495,154
6,017,459
8,620,998
1,667,426
1,773,915
725,000
24,677,857
206,407
114,012
507,258
1,451,038
2,162,865
316,088
877,010
421,680
10,204,344
2,566,973
50,727,220
2,124,005
1,088,594
1,685,430
2,275,000
179,358
3,930,627
32,742,446
6,713,886
278,724
486,145
13,721,850
566,901
169,981
128,926
7,322,456
(2,250,178)
32,684
2,043,526
66,229
434,113
17,285
640,931
249,790
2,317,060
676,599
Market Value
343,850
4,576,011
10,395
95,908,843
767,374
2,991,373
709,581
6,969,971
9,729,993
817,850
2,171,164
813,750
25,660,283
133,525
91,728
533,952
2,771,013
1,462,828
304,119
311,052
786,283
12,567,444
1,970,502
74,412,575
717,761
961,775
822,733
1,359,750
104,542
3,947,836
33,438,153
6,321,172
225,626
351,745
13,452,336
430,298
160,400
52,370
3,139,097
(1,080,809)
11,863
2,199,354
61,738
304,185
12,198
591,904
28,420
1,960,887
525,698

Security Name
CENTURY CASINOS INC
CENTURYLINK INC
CENVEO INC
CEPHALON INC
CEPHEID INC
CERADYNE INC
CERNER CORP
CERUS CORP
CEVA INC
CF INDUSTRIES HOLDINGS INC
CFS BANCORP INC
CH ENERGY GROUP INC
CHAMPION INDUSTRIES INC/WV
CHARLES + COLVARD LTD
CHARLES RIVER LABORATORIES
CHARMING SHOPPES
CHART INDUSTRIES INC
CHARTER COMMUNICATION A
CHARTER COMMUNICATIONS INC DEL
CHARTER FINANCIAL CORP
CHASE CORP
CHATHAM ASSET HIGH YIELD
CHATHAM ASSET LEVERAGES LOAN
CHATHAM EUREKA FUND L P
CHECKPOINT SYSTEMS INC
CHEESECAKE FACTORY INC/THE
CHELSEA THERAPEUTICS INTERNA
CHEMED CORP
CHEMICAL FINANCIAL CORP
CHEMTURA CORP
CHENIERE ENERGY INC
CHENIERE ENERGY PARTNERS LP
CHERKIZOVO GROUP GDR REG S
CHEROKEE INC
CHESAPEAKE LODGING TRUST
CHESAPEAKE UTILITIES CORP
CHEVIOT FINANCIAL CORP
CHEVRON CORP
CHICAGO BRIDGE + IRON NY SHR
CHICAGO RIVET + MACHINE CO
CHICO S FAS INC
CHICOPEE BANCORP INC
CHILDREN S PLACE
CHINA AUTOMOTIVE SYSTEMS INC
CHINA BIOTICS INC
CHINA GREEN AGRICULTURE INC
CHINA LIFE INSURANCE CO ADR
CHINA MOBILE LTD SPON ADR
Shares
35,700
640,402
21,731
214,968
157,386
44,305
218,152
103,300
95,183
284,533
48,492
17,990
42,743
373,412
181,398
273,600
79,518
93,455
15
495
14,850
135,000,000
110,200,000
179,800,000
223,320
298,536
66,792
98,202
78,916
424,849
174,890
15,425
100,000
23,349
1,543,715
7,000
33,353
4,219
5,972,712
200
2,900
643,479
18,013
56,097
1,200
1,300
58,000
123,955
376,808
Book Value
362,097
12,878,806
162,042
13,155,734
1,860,006
1,163,015
9,857,072
443,944
687,100
22,347,772
675,626
809,753
201,058
2,768,384
5,878,715
978,988
3,138,487
2,650,252
1
5,975
108,544
135,000,000
110,200,000
200,000,000
2,940,143
6,948,740
371,849
4,196,842
1,794,586
531,749
671,193
91,819
1,826,902
413,130
34,779,490
140,000
973,321
43,004
228,014,584
3,866
75,237
8,792,064
243,901
2,126,517
20,072
24,924
921,028
6,504,779
17,729,952
Market Value
77,112
21,331,791
119,086
12,199,434
2,521,324
946,798
16,555,555
326,428
1,199,306
18,053,619
235,671
705,928
76,083
1,041,819
6,205,626
1,026,000
1,238,890
3,491,036
0
4,975
169,736
248,447,385
147,119,645
212,643,527
3,876,835
6,645,411
195,701
5,365,757
1,718,790
246,412
493,190
263,151
1,436,000
399,268
32,340,829
110,740
1,047,284
35,355
405,308,236
3,762
41,760
6,357,573
210,932
2,469,390
21,120
16,913
520,840
8,081,866
18,618,083

Security Name
CHINA SOUTHERN AIR SPONS ADR
CHINA TELECOM CORP LTD ADR
CHINA UNICOM HONG KONG ADR
CHINDEX INTERNATIONAL INC
CHIPOTLE MEXICAN GRILL INC
CHIQUITA BRANDS INTL
CHOICE HOTELS INTL INC
CHRISTOPHER + BANKS CORP
CHROMCRAFT REVINGTON INC
CHUBB CORP
CHUNGHWA TELECOM LTD ADR
CHURCH + DWIGHT CO INC
CHURCHILL DOWNS INC
CHYRON CORP
CIA BRASILEIRA SP ADR PREF A
CIA CERVECERIAS UNIDAS ADR
CIA DE MINAS BUENAVENTUR ADR
CIA PARANAENSE ENER SP ADR P
CIA SANEAMENTO BASICO DE ADR
CIA SIDERURGICA NACL SP ADR
CIBER INC
CIBL INC RSTD
CIENA CORP
CIGNA CORP
CIM INFRASTRUCTURE FUND
CIMAREX ENERGY CO
CINCINNATI BELL INC
CINCINNATI FINANCIAL CORP
CINEDIGM DIGITAL CINEMA A
CINEMARK HOLDINGS INC
CINTAS CORP
CIRCOR INTERNATIONAL INC
CIRRUS LOGIC INC
CISCO SYSTEMS INC
CIT GROUP INC
CIT GROUP INC
CITI TRENDS INC
CITIGROUP INC
CITIZENS + NORTHERN CORP
CITIZENS FINANCIAL SERVICES
CITIZENS FIRST BANCORP INC
CITIZENS FIRST CORP
CITIZENS INC
CITIZENS REPUBLIC BANCORP IN
CITIZENS SOUTH BANKING CORP
CITRIX SYSTEMS INC
CITY BANK LYNNWOOD WA
CITY HOLDING CO
CITY NATIONAL CORP
Shares
5,238
14,600
276,397
36,127
114,011
237,145
47,544
94,431
13,900
1,108,792
232,965
230,076
26,594
27,466
121,982
146,822
78,552
118,844
7,986
1,074,945
368,963
88
149,220
893,885
43,673,682
468,428
704,429
421,279
39,500
167,279
281,850
11,603
165,991
17,100,529
18,861
533,418
72,702
61,106,818
42,746
9,316
29,154
11,600
238,484
2,471,809
46,000
393,902
68,130
112,874
114,698
Book Value
86,799
652,027
3,302,399
444,596
9,597,615
3,661,396
1,479,291
1,083,847
149,866
25,447,399
4,348,689
4,283,533
1,145,902
41,320
4,018,121
5,050,085
2,530,537
2,208,848
331,573
16,587,871
3,709,995
3,548,226
14,765,701
18,422,477
23,711,685
3,825,911
5,653,851
404,090
1,997,033
7,090,677
334,680
1,307,936
149,381,554
646,832
10,789,209
1,719,103
324,573,054
494,639
194,279
663,166
116,247
1,768,600
3,573,387
587,510
7,969,255
202,341
4,155,124
3,461,588
Market Value
108,427
699,632
3,676,080
452,671
15,597,845
2,881,312
1,436,304
584,528
32,109
55,450,688
4,587,081
14,428,066
872,283
53,284
8,602,502
6,326,560
3,019,539
2,454,129
330,141
15,875,154
1,022,028
1,892,110
27,764,068
103,810,393
33,530,076
2,120,331
10,898,488
51,350
2,199,719
6,755,945
296,805
2,624,318
364,412,273
638,633
21,155,265
2,394,804
229,761,636
457,382
258,519
2,915
80,910
1,588,303
2,101,038
261,050
16,634,481
17,033
3,146,927
5,875,979

Security Name
CKE RESTAURANTS INC
CKX INC
CKX LDS INC
CLARCOR INC
CLARIENT INC
CLAYTON WILLIAMS ENERGY INC
CLEAN DIESEL TECHNOLOGIES
CLEAN ENERGY FUELS CORP
CLEAN HARBORS INC
CLEAR CHANNEL OUTDOOR CL A
CLEARFIELD INC
CLEARONE COMMUNICATIONS INC
CLEARWATER PAPER CORP
CLEARWIRE CORP CLASS A
CLECO CORPORATION
CLEVELAND BIOLABS INC
CLICKSOFTWARE TECHNOLOGIES
CLIFFS NATURAL RESOURCES INC
CLIFTON SAVINGS BANCORP INC
CLINICAL DATA INC
CLOROX COMPANY
CLOUD PEAK ENERGY INC
CME GROUP INC
CMS ENERGY CORP
CNA FINANCIAL CORP
CNA SURETY CORP
CNB FINANCIAL CORP/PA
CNH GLOBAL N.V.
CNO FINANCIAL GROUP INC
CNOOC LTD ADR
COACH INC
COAST DISTRIBUTION SYSTEM/DE
COAST FEDERAL LITIGATION TR
COBALT INTERNATIONAL ENERGY
COBIZ FINANCIAL INC
COBRA ELECTRONICS CORP
COCA COLA BOTTLING CO CONSOL
COCA COLA CO/THE
COCA COLA ENTERPRISES
COCA COLA FEMSA SAB SP ADR
CODORUS VALLEY BANCORP INC
COEUR D ALENE MINES CORP
COFFEE HOLDING CO INC
COGENT COMMUNICATIONS GROUP
COGENT INC
COGNEX CORP
COGNIZANT TECH SOLUTIONS A
COGO GROUP INC
COHEN + CO INC
Shares
33,945
100,832
5,095
159,247
114,524
30,541
3,200
282,459
30,511
125,345
31,100
2,100
75,909
271,958
110,785
12,100
400
506,201
39,692
27,422
464,772
335,300
171,880
664,684
193,428
60,010
23,900
100
848,381
10,400
1,102,109
19,900
11,500
3,100
172,591
17,900
8,419
5,748,524
807,436
27,700
10,282
203,224
5,100
90,581
268,204
112,584
985,283
11,000
6,500
Book Value
376,293
634,551
68,122
1,997,274
298,016
2,574,264
42,559
3,381,449
1,069,070
1,796,625
70,034
7,951
3,663,245
2,052,056
2,791,813
31,663
2,816
25,722,754
413,965
421,476
10,975,655
5,081,518
44,234,772
11,773,013
4,563,099
631,821
331,251
2,335
3,705,045
1,613,047
17,831,513
111,846
160,841
39,716
1,049,585
108,203
412,377
106,738,546
10,461,676
935,429
163,170
2,859,185
12,106
1,422,389
3,501,551
2,593,340
23,625,616
74,192
43,072
Market Value
425,331
503,152
60,121
5,656,453
352,734
1,286,387
3,456
4,219,937
2,026,236
1,087,995
79,927
5,807
4,156,777
1,979,854
2,925,832
44,770
2,128
23,872,439
343,336
341,130
28,890,228
4,446,078
48,392,814
9,737,621
4,944,020
964,361
262,422
2,265
4,199,486
1,769,768
40,282,084
81,192
23,095
1,137,375
36,158
403,438
288,116,023
20,880,295
1,733,743
75,059
3,206,875
25,806
686,604
2,416,518
1,979,227
49,323,267
68,640
32,500

Security Name
COHEN + STEERS INC
COHERENT INC
COHU INC
COINSTAR INC
COLDWATER CREEK INC
COLEMAN CABLE INC
COLFAX CORP
COLGATE PALMOLIVE CO
COLLECTIVE BRANDS INC
COLLECTORS UNIVERSE
COLONIAL BANCGROUP INC
COLONIAL BANKSHARES INC
COLONY BANKCORP
COLUMBIA BANCORP/OR
COLUMBIA BANKING SYSTEM INC
COLUMBIA LABORATORIES INC
COLUMBIA SPORTSWEAR CO
COLUMBUS MCKINNON CORP/NY
COMARCO INC
COMBINATORX INC
COMCAST CORP CLASS A
COMCAST CORP SPECIAL CL A
COMERICA INC
COMFORCE CORPORATION
COMFORT SYSTEMS USA INC
COMMAND SECURITY CORPORATION
COMMERCE BANCSHARES INC
COMMERCIAL METALS CO
COMMERCIAL VEHICLE GROUP INC
COMMONWEALTH BANKSHARES INC
COMMONWEALTH BIOTECHNOLOGIES
COMMSCOPE INC
COMMUNICATIONS SYSTEMS INC
COMMUNITY BANK SYSTEM INC
COMMUNITY BK SHARES/INDIANA
COMMUNITY CAPITAL CORP
COMMUNITY FINL CORP/VA
COMMUNITY HEALTH SYSTEMS INC
COMMUNITY PARTNERS BANCORP
COMMUNITY TRUST BANCORP INC
COMMUNITY VALLEY BANCORP
COMMUNITY WEST BANCSHARES
COMMVAULT SYSTEMS INC
COMPANHIA DE BEBIDAS PRF ADR
COMPASS DIVERSIFIED HOLDINGS
COMPASS MINERALS INTERNATION
COMPELLENT TECHNOLOGIES INC
COMPETITIVE TECHNOLOGIES INC
COMPLETE PRODUCTION SERVICES
Shares
65,839
6,026
2,067
208,333
189,311
42,117
22,700
1,309,727
189,561
10,200
515,822
5,685
999
33,300
69,774
212,800
75,166
51,140
29,248
65,200
4,826,098
3,269,740
765,999
55,563
38,383
1,500
243,609
136,294
78,715
13,692
57,300
181,457
26,400
34,454
7,117
64,013
11,600
231,330
3,002
27,196
2,824
24,654
22,840
116,236
21,000
73,166
(400)
27,125
157,381
Book Value
1,094,661
195,610
23,226
5,968,286
1,415,735
271,463
163,879
36,646,788
2,457,905
29,642
9,543
60,971
13,919
594,635
1,466,069
1,355,995
2,912,149
1,163,988
213,909
281,742
73,140,621
35,033,197
22,427,888
58,679
449,516
4,668
6,588,483
2,442,053
331,616
246,679
157,071
5,922,517
212,834
676,739
146,807
386,021
133,290
6,130,021
22,494
798,239
29,786
207,077
300,594
8,030,998
240,814
3,064,860
(7,381)
62,042
4,703,336
Market Value
1,365,501
206,692
25,073
8,952,069
636,085
237,540
236,307
103,154,099
2,995,064
136,884
9,543
53,212
6,568
849
1,274,073
225,568
3,507,997
714,426
69,903
94,540
83,829,322
53,721,828
28,211,743
62,231
370,780
3,090
8,767,488
1,801,807
803,680
36,147
9,168
4,313,233
275,088
759,022
58,858
275,256
50,576
7,821,267
13,269
682,620
423
61,635
513,900
11,740,998
281,610
5,142,106
(4,848)
54,521
2,250,548

Security Name
COMPREHENSIVE CARE CORP
COMPUCREDIT HOLDINGS CORP
COMPUTER PROGRAMS + SYSTEMS
COMPUTER SCIENCES CORP
COMPUTER TASK GROUP INC
COMPUWARE CORP
COMPX INTERNATIONAL INC
COMSCORE INC
COMSTOCK HOMEBUILDING COS A
COMSTOCK RESOURCES INC
COMTECH TELECOMMUNICATIONS
COMVERGE INC
CON WAY INC
CONAGRA FOODS INC
CONCEPTUS INC
CONCHO RESOURCES INC
CONCUR TECHNOLOGIES INC
CONCURRENT COMPUTER CORP
CONEXANT SYSTEMS INC
CONMED CORP
CONN S INC
CONNECTICUT WATER SVC INC
CONOCOPHILLIPS
CONOLOG CORP
CONSOL ENERGY INC
CONSOLIDATED COMMUNICATIONS
CONSOLIDATED EDISON INC
CONSOLIDATED GRAPHICS INC
CONSTANT CONTACT INC
CONSTELLATION BRANDS INC A
CONSTELLATION ENERGY GROUP
CONSUMER PORTFOLIO SERVICES
CONTANGO OIL + GAS
CONTINENTAL AIRLINES CLASS B
CONTINENTAL RESOURCES INC/OK
CONTINUCARE CORP
CONVERA CORP CLASS A
CONVERGYS CORP
COOPER COS INC/THE
COOPER INDUSTRIES PLC
COOPER STANDARD HOLDING
COOPER STD HLDGS INC
COOPER TIRE + RUBBER
COOPERATIVE BANKSHARES INC
COPA HOLDINGS SA CLASS A
COPANO ENERGY LLC UNITS
COPART INC
COPYTELE INC
CORCEPT THERAPEUTICS INC
Shares
30,250
76,977
105,678
519,767
57,990
440,526
22,000
10,217
128,713
35,789
57,916
35,622
51,283
945,687
99,426
308,410
113,223
52,868
194,120
14,175
105,628
27,905
4,838,615
20
494,680
9,744
707,872
12,136
59,316
435,233
653,762
111,600
217,918
277,635
400,259
158,375
74,300
467,690
120,990
158,602
11,633
61,265
142,576
24,475
36,372
17,114
195,280
128,000
159,700
Book Value
55,983
324,767
3,117,506
16,165,341
245,141
1,826,347
164,115
182,786
334,938
(461,708)
1,430,934
350,729
1,324,814
14,905,185
1,621,098
11,086,458
3,299,798
909,359
128,119
406,548
1,161,541
650,419
141,173,139
6,551
13,027,974
135,783
22,774,424
307,033
1,107,762
7,979,929
19,546,383
616,045
10,500,083
6,469,126
16,424,070
763,251
649,233
3,679,396
3,337,808
7,101,872
392,901
1,291,925
1,766,328
245
1,231,655
339,885
2,906,468
122,735
1,154,071
Market Value
3,025
304,829
4,324,344
23,519,457
374,615
3,515,397
216,700
168,274
180,198
992,071
1,733,426
319,173
1,539,516
22,053,421
1,549,057
17,064,325
4,832,358
244,250
434,829
264,080
621,093
586,563
237,527,610
21
16,700,397
165,745
30,509,283
524,761
1,265,210
6,798,339
21,083,825
154,008
9,751,831
6,107,970
17,859,557
530,556
5,164
4,588,039
4,814,192
6,978,488
442,827
2,332,177
2,780,232
2
1,608,370
470,293
6,992,977
37,120
498,264

Security Name
CORE LABORATORIES N.V.
CORE MARK HOLDING CO INC
CORE MOLDING TECHNOLOGIES IN
CORELOGIC INC
CORINTHIAN COLLEGES INC
CORN PRODUCTS INTL INC
CORNELL COMPANIES INC
CORNERSTONE THERAPEUTICS INC
CORNING INC
CORPORATE EXECUTIVE BOARD CO
CORRECTIONS CORP OF AMERICA
CORVEL CORP
COSFV US WTS
COSI INC
COST PLUS INC/CALIFORNIA
COSTAR GROUP INC
COSTCO WHOLESALE CORP
COURIER CORP
COVANCE INC
COVANTA HOLDING CORP
COVENANT TRANSPORT GRP CL A
COVER ALL TECHNOLOGIES INC
COVIDIEN PLC
COWEN GROUP INC CLASS A
COWLITZ BANCORP
CPEX PHARMACEUTICALS INC
CPFL ENERGIA SA ADR
CPI AEROSTRUCTURES INC
CPI CORP
CPI INTERNATIONAL INC
CR BARD INC
CRA INTERNATIONAL INC
CRACKER BARREL OLD COUNTRY
CRAFT BREWERS ALLIANCE INC
CRAFTMADE INTERNATIONAL INC
CRANE CO
CRAWFORD + CO CL B
CRAY INC
CREDICORP LTD
CREDICORP LTD
CREDIT ACCEPTANCE CORP
CREDO PETROLEUM CORP
CREE RESEARCH INC
CRESCENT FINANCIAL CORP
CRIMSON EXPLORATION INC
CROCS INC
CROSS COUNTRY HEALTHCARE INC
CROSS TIMBERS RLTY TR
Shares
2,200
29,600
1,645
372,631
169,468
193,961
13,500
16,523
3,714,661
78,808
354,712
12,628
4,847
207,528
81,200
101,239
1,026,770
6,100
152,084
544,136
47,900
589,338
5,300
211,598
29,000
169
12,359
2,600
11,700
19,000
29,532
248,528
30,740
105,486
46,790
14,405
332,686
39,308
201,936
18,592
150,036
40,200
55,800
244,124
15,198
1,200
489,058
88,975
20,177
Book Value
310,961
829,671
4,572
6,506,672
2,421,898
4,266,508
286,019
713,051
43,597,562
3,250,303
9,203,435
582,363
80,665
536,378
400,144
4,772,226
18,765,904
106,793
3,890,324
9,837,223
809,388
12,791,335
4,091
9,487,471
336,743
10,914
179,762
124,680
105,109
211,406
370,453
6,190,939
1,146,806
3,022,734
143,743
296,442
6,045,086
292,040
979,712
1,947,187
6,853,861
2,086,737
1,120,030
10,813,714
88,965
4,302
3,786,861
1,088,856
619,066
Market Value
324,742
811,040
8,949
6,580,663
1,669,260
5,877,018
362,745
97,320
59,991,775
2,070,286
6,767,905
426,700
88,704
150,458
289,884
3,928,073
56,297,799
74,481
7,804,951
9,027,216
323,325
10,419,496
7,685
8,502,008
118,900
394
327,514
174,070
115,245
425,980
460,404
19,268,376
578,834
4,911,428
215,234
87,871
10,050,444
124,213
1,126,803
2,690,491
13,893,958
1,960,554
410,688
14,654,764
38,147
3,204
5,174,234
799,885
701,151

Security Name
CROSSTEX ENERGY INC
CROWN CRAFTS INC
CROWN HOLDINGS INC
CROWN MEDIA HOLDINGS CLASS A
CRYO CELL INTL INC
CRYOLIFE INC
CRYSTAL ROCK HOLDINGS INC
CSG SYSTEMS INTL INC
CSP INC
CSS INDUSTRIES INC
CSX CORP
CTC MEDIA INC
CTI INDUSTRIES CORP
CTM MEDIA HOLDINGS INC B
CTS CORP
CUBIC CORP
CUBIC ENERGY INC
CUBIST PHARMACEUTICALS INC
CULLEN/FROST BANKERS INC
CULP INC
CUMBERLAND PHARMACEUTICALS
CUMMINS INC
CUMULUS MEDIA INC CL A
CURIS INC
CURTISS WRIGHT CORP
CUTERA INC
CVB FINANCIAL CORP
CVR ENERGY INC
CVS CAREMARK CORP
CYANOTECH CORP
CYBERONICS INC
CYBEROPTICS CORP
CYBERSOURCE CORP
CYBEX INTERNATIONAL INC
CYCLACEL PHARMACEUTICALS INC
CYCLE COUNTRY ACCESSORIES CO
CYMER INC
CYNOSURE INC CLASS A
CYPRESS BIOSCIENCE INC
CYPRESS SEMICONDUCTOR CORP
CYTEC INDUSTRIES INC
CYTOKINETICS INC
CYTOMEDIX INC
CYTORI THERAPEUTICS INC
CYTRX CORP
DAKTRONICS INC
DANA HOLDING CORP
DANAHER CORP
Shares
148,420
632,362
38,475
522,338
10,250
3,200
105,556
53,000
70,170
218,253
12,428
1,075,288
122,400
8,000
3,188
163,959
80,621
31,300
230,753
161,780
41,743
7,600
769,537
71,946
227,687
68,438
54,433
217,392
221,041
4,062,671
11,600
164,908
28,500
246,238
16,850
5,500
2,800
144,917
107,150
173,795
206,125
186,693
170,150
115,400
90,700
225,150
178,185
502,399
1,280,628
Book Value
1,236,913
17,339,721
101,008
10,577,400
16,913
1,872
824,362
139,535
1,380,567
1,786,747
246,217
22,574,767
2,028,768
13,960
596
2,939,713
2,808,014
31,035
5,385,686
3,252,681
307,646
53,041
31,514,895
170,163
469,946
1,107,623
1,041,887
2,352,658
1,436,482
63,784,105
23,331
3,329,155
410,127
3,633,630
26,762
304,401
1,694
4,505,178
2,531,418
1,415,607
(272,949)
6,815,652
745,839
386,142
611,318
230,921
4,858,459
5,639,886
13,710,548
Market Value
951,372
23,561,808
158,132
13,079,344
18,040
4,000
568,947
39,220
1,286,216
934,123
205,062
53,366,543
1,767,456
54,000
7,173
1,514,981
2,932,992
28,170
4,753,512
8,315,492
457,503
48,792
50,119,945
192,096
316,485
1,987,440
501,328
2,065,224
1,662,228
119,117,514
22,040
3,905,021
275,595
6,286,456
24,601
9,460
1,148
4,353,307
1,154,006
399,729
2,069,495
7,465,853
403,256
72,702
315,636
173,366
1,336,388
5,023,990
47,536,911

Security Name
DANAOS CORP
DANVERS BANCORP INC
DARA BIOSCIENCES INC
DARDEN RESTAURANTS INC
DARLING INTERNATIONAL INC
DATA I/O CORP
DATALINK CORP
DATARAM CORP
DATATRAK INTERNATIONAL INC
DATAWATCH CORP
DAVITA INC
DAWSON GEOPHYSICAL CO
DAXOR CORP
DAYTON SUPERIOR CORP
DAZHONG TRANSPORTATION GRP B
DDI CORP
DEALERTRACK HOLDINGS INC
DEAN FOODS CO
DEARBORN BANCORP INC
DECKERS OUTDOOR CORP
DEEPHAVEN MARKET NEUTRAL FND
DEERE + CO
DEL MONTE FOODS CO
DELCATH SYSTEMS INC
DELEK US HOLDINGS INC
DELHAIZE GROUP SPONS ADR
DELIA S INC
DELL INC
DELPHI FINANCIAL GROUP CL A
DELTA AIR LINES INC
DELTA APPAREL INC
DELTA FINL CORP
DELTA NATURAL GAS CO INC
DELTA PETROLEUM CORP
DELTATHREE INC CLASS A
DELTEK INC
DELTIC TIMBER CORP
DELUXE CORP
DEMANDTEC INC
DENALI ADVISORS VENTURES
DENBURY RESOURCES INC
DENDREON CORP
DENNY S CORP
DENTSPLY INTERNATIONAL INC
DEPOMED INC
DERMA SCIENCES INC
DESARROLLADORA HOMEX ADR
DESTINATION MATERNITY CORP
DEVON ENERGY CORPORATION
Shares
23,600
37,044
4,233
330,358
300,985
27,600
114,700
18,200
27,400
69,143
284,801
22,620
13,700
29,100
232,850
79,723
141,970
364,134
61,100
46,153
25,558,662
1,356,348
829,051
26,309
29,595
5,101
68,730
5,183,992
234,357
2,135,910
21,800
101,800
4,700
555,562
187,299
105,006
5,390
162,335
31,686
2,128,500
342,946
232,973
605,008
245,194
172,200
7,400
214,000
26,322
1,107,513
Book Value
107,200
483,790
119,809
9,490,303
3,426,989
89,088
841,256
71,344
74,821
217,958
6,614,297
532,083
199,966
73
280,766
622,583
3,936,987
7,580,625
569,195
4,376,647
25,558,662
41,815,527
7,234,360
115,691
229,316
404,305
139,637
37,598,975
4,545,054
23,253,176
196,980
112,550
1,768,299
463,347
772,700
239,475
2,480,999
240,143
2,128,500
4,647,264
2,383,134
1,751,298
2,814,437
752,758
58,127
7,993,735
557,054
37,505,761
Market Value
89,680
535,286
14,646
12,834,408
2,260,397
139,932
461,094
27,118
13,700
188,760
17,782,974
481,127
137,822
73
209,880
600,314
2,335,407
3,666,829
114,257
6,593,879
21,699,713
75,521,457
11,930,044
166,799
216,044
369,823
101,033
62,518,944
5,720,654
25,096,943
318,280
137,475
477,783
37,460
875,750
225,302
3,043,781
213,881
2,600,001
5,020,729
7,532,017
1,573,021
7,333,753
482,160
35,594
5,401,360
665,947
67,469,692

Security Name
DEVRY INC
DEX ONE CORP
DEX ONE CORP
DEXCOM INC
DG FASTCHANNEL INC
DGSE COMPANIES INC
DHT HOLDINGS INC
DIAMOND FOODS INC
DIAMOND HILL INVESTMENT GRP
DIAMOND MANAGEMENT + TECHNOL
DIAMOND OFFSHORE DRILLING
DIAMONDHEAD CASINO CORP
DIANA SHIPPING INC
DICE HOLDINGS INC
DICK S SPORTING GOODS INC
DIEBOLD INC
DIGI INTERNATIONAL INC
DIGIMARC CORP
DIGIRAD CORP
DIGITAL ANGEL CORP
DIGITAL POWER CORP
DIGITAL RIVER INC
DIGITALGLOBE INC
DILLARDS INC CL A
DIME COMMUNITY BANCSHARES
DINEEQUITY INC
DIODES INC
DIONEX CORP
DIRECTV CLASS A
DISCOVER FINANCIAL SERVICES
DISCOVERY COMMUNICATIONS A
DISCOVERY COMMUNICATIONS C
DISCOVERY LABORATORIES INC
DISH NETWORK CORP A
DITECH NETWORKS INC
DIVX INC
DIXIE GROUP INC
DOCUMENT SECURITY SYSTEMS
DOLAN CO/THE
DOLBY LABORATORIES INC CL A
DOLE FOOD CO INC
DOLLAR FINANCIAL CORP
DOLLAR GENERAL CORP
DOLLAR THRIFTY AUTOMOTIVE GP
DOLLAR TREE INC
DOMINION RESOURCES INC/VA
DOMINO S PIZZA INC
DOMTAR CORP
DONALDSON CO INC
Shares
252,511
4,900
40,107
157,209
139,515
20,500
137,300
67,523
61,122
231,452
154,628
4,900
5,100
80,875
173,237
126,010
38,750
15,541
77,300
114,512
13,600
138,960
52,360
225,539
212,682
34,853
75,218
8,346
2,875,261
1,415,550
184,123
819,788
629,600
738,668
108,000
4,129
56,457
23,500
72,356
272,604
355,600
139,491
258,993
137,858
358,040
1,381,305
160,282
115,311
96,039
Book Value
13,314,119
159,978
2,403,220
1,548,397
3,027,854
85,260
539,584
1,830,032
3,902,244
1,731,645
6,602,167
6,478
72,675
480,024
3,336,521
1,316,203
350,967
181,074
311,444
1,858,498
15,585
4,015,044
1,295,300
3,785,076
3,065,464
457,157
1,565,724
370,451
55,594,377
10,343,881
4,220,616
21,981,529
1,157,249
20,888,563
983,880
26,892
348,608
109,544
1,554,369
13,386,901
4,366,697
3,068,958
5,688,731
3,715,696
10,598,687
29,543,015
2,048,138
8,530,366
3,048,206
Market Value
13,254,302
93,100
679,188
1,817,336
4,545,399
64,985
528,605
2,775,195
3,465,006
2,386,270
9,616,315
2,891
57,426
559,655
4,311,869
3,433,773
320,463
291,394
161,557
57,451
14,960
3,322,534
1,377,068
4,849,089
2,622,369
973,096
1,193,710
621,443
97,528,853
19,789,389
6,575,032
25,356,043
119,624
13,406,824
137,160
31,628
207,762
74,025
804,599
17,089,545
3,708,908
2,760,527
7,135,257
5,874,129
14,905,205
53,511,756
1,811,187
5,667,536
4,096,063

Security Name
DONEGAL GROUP INC CL A
DORAL FINANCIAL CORP
DORMAN PRODUCTS INC
DOT HILL SYSTEMS CORP
DOUBLE EAGLE PETROLEUM CO
DOUBLE TAKE SOFTWARE INC
DOVER CORP
DOVER DOWNS GAMING + ENTERTA
DOVER MOTORSPORTS INC
DOW CHEMICAL
DPL INC
DR HORTON INC
DR PEPPER SNAPPLE GROUP INC
DREAMWORKS ANIMATION SKG A
DRESS BARN INC
DRESSER RAND GROUP INC
DREW INDUSTRIES INC
DRI CORP
DRIL QUIP INC
DRUGSTORE.COM INC
DRYSHIPS INC
DSP GROUP INC
DST SYSTEMS INC
DSW INC CLASS A
DTE ENERGY COMPANY
DTS INC
DU PONT (E.I.) DE NEMOURS
DUCKWALL ALCO STORES INC
DUCOMMUN INC
DUFF + PHELPS CORP CLASS A
DUKE ENERGY CORP
DUN + BRADSTREET CORP
DUOYUAN PRINTING INC
DURA AUTOMOTIVE SYS INC
DURECT CORPORATION
DUSA PHARMACEUTICALS INC
DXP ENTERPRISES INC
DYAX CORP
DYCOM INDUSTRIES INC
DYNACQ HEALTHCARE INC
DYNAMEX INC
DYNAMIC MATERIALS CORP
DYNAMICS RESEARCH CORP
DYNATRONICS CORP
DYNAVAX TECHNOLOGIES CORP
DYNAVOX INC CLASS A
DYNCORP INTERNATIONAL INC A
DYNEGY INC
DYNEGY INC
Shares
47,427
6,279
80,525
174,700
38,585
25,600
559,510
56,950
115,086
2,848,959
464,077
992,607
888,520
31,201
252,958
261,674
34,798
15,157
158,124
336,507
7,400
81,500
73,323
6,923
507,960
34,846
2,794,649
19,100
17,017
69,113
3,286,065
140,611
33,690
59,107
68,237
85,854
46,300
86,750
231,576
8,800
19,300
40,960
48,994
4,300
127,000
40,000
152,393
284,926
9
Book Value
755,760
96,011
1,020,398
566,507
492,222
229,163
9,256,722
219,402
706,947
56,346,655
10,314,879
9,630,970
19,805,217
1,381,665
3,533,790
9,205,002
913,749
22,474
8,212,465
941,774
36,722
663,092
3,080,437
106,426
13,897,749
735,651
102,484,397
251,355
332,608
1,052,303
33,053,456
301,924
310,745
295,720
266,551
544,511
268,204
3,194,552
33,884
316,146
547,259
700,001
2,270
802,113
600,000
2,925,999
8,968,011
-
Market Value
582,878
15,321
1,637,073
207,893
163,986
268,544
23,381,923
164,586
209,457
67,577,307
11,091,440
9,757,327
33,221,763
890,789
6,022,930
8,255,815
702,920
25,312
6,960,618
1,036,442
26,418
520,785
2,649,893
155,491
23,168,056
1,145,388
96,666,909
279,815
290,991
872,897
52,577,040
9,437,810
260,087
165,816
184,586
724,595
196,923
1,979,975
20,592
235,460
656,998
495,329
2,838
236,220
640,400
2,669,925
1,096,965
30

Security Name
E TRADE FINANCIAL CORP
EAGLE BANCORP INC
EAGLE BULK SHIPPING INC
EAGLE MATERIALS INC
EARTHLINK INC
EAST WEST BANCORP INC
EASTERN CO/THE
EASTERN INSURANCE HOLDINGS
EASTERN VIRGINIA BANKSHARES
EASTMAN CHEMICAL COMPANY
EASTMAN KODAK CO
EASYLINK SERVICES INTL CL A
EATON CORP
EATON VANCE CORP
EBAY INC
EBIX INC
ECHELON CORP
ECHO GLOBAL LOGISTICS INC
ECHOSTAR CORP A
ECLIPSYS CORP
ECOLAB INC
ECOLOGY AND ENVIRON CL A
EDAC TECHNOLOGIES CORP
EDCI HOLDINGS INC
EDEN BIOSCIENCE CORP
EDGAR ONLINE INC
EDGEWATER TECHNOLOGY INC
EDIETS.COM INC
EDISON INTERNATIONAL
EDUCATION MANAGEMENT CORP
EDUCATIONAL DEVELOPMENT CORP
EDWARDS LIFESCIENCES CORP
EF JOHNSON TECHNOLOGIES INC
EHEALTH INC
EINSTEIN NOAH RESTAURANT GRO
EL PASO CORP
EL PASO ELECTRIC CO
ELECSYS CORP
ELECTRO RENT CORP
ELECTRO SCIENTIFIC INDS INC
ELECTRO SENSORS INC
ELECTRONIC ARTS INC
ELECTRONICS FOR IMAGING
ELI LILLY + CO
ELIXIR GAMING TECHNOLOGIES I
ELIZABETH ARDEN INC
ELMIRA SAVINGS BANK FSB
ELOYALTY CORP
EMAGIN CORPORATION
Shares
279,753
28,030
297,956
36,339
431,688
257,088
18,425
61,500
8,463
229,041
667,820
70,000
442,340
534,035
3,161,856
91,318
53,320
28,089
234,998
126,216
462,120
6,300
15,900
62,196
5,999
59,915
51,545
48,450
1,075,121
44,308
6,900
285,800
246,200
60,410
47,303
1,615,920
118,028
7,100
77,919
80,100
3,550
881,054
116,780
2,186,422
122,075
42,167
2,102
24,127
62,890
Book Value
7,708,083
315,586
3,301,048
269,980
3,520,259
3,220,548
208,535
987,075
193,916
11,328,160
4,071,323
146,921
17,304,594
13,539,396
69,264,861
625,557
702,569
364,560
6,129,797
2,384,241
4,930,298
62,451
28,658
955,457
23,069
72,548
287,147
294,976
23,050,816
969,518
83,628
4,441,007
1,504,585
1,271,941
503,455
20,753,437
2,057,069
38,532
1,083,687
1,193,287
18,492
15,197,966
1,475,534
77,445,142
15,870
808,460
34,709
213,865
138,386
Market Value
3,306,680
330,193
1,257,374
942,270
3,436,236
3,920,592
270,111
653,130
55,094
12,221,628
2,898,339
167,300
28,946,730
14,744,706
62,003,996
1,431,866
390,836
342,967
4,483,762
2,251,693
20,753,809
76,923
74,730
223,284
7,619
76,092
148,965
36,628
34,102,838
675,697
37,950
16,010,516
352,066
686,862
510,399
17,952,871
2,283,842
24,992
996,584
1,070,136
13,987
12,687,178
1,138,605
73,245,137
29,786
612,265
35,734
143,073
226,404

Security Name
EMBOTELLADORA ANDINA ADR A
EMBOTELLADORA ANDINA ADR B
EMC CORP/MASS
EMC INS GROUP INC
EMCOR GROUP INC
EMCORE CORP
EMDEON INC CLASS A
EMERGE INTERACTIVE INC
EMERGENCY MEDICAL SERVICES A
EMERGENT BIOSOLUTIONS INC
EMERGENT GROUP INC
EMERITUS CORP
EMERSON ELECTRIC CO
EMERSON RADIO CORP
EMERSON RADIO CORP
EMISPHERE TECHNOLOGIES INC
EMMIS COMMUNICATIONS CLASS A
EMPIRE DISTRICT ELECTRIC CO
EMPIRE RESORTS INC
EMPLOYERS HOLDINGS INC
EMPRESA BRASILEIRA DE AE ADR
EMPRESA NAC ELEC CHIL SP ADR
EMS TECHNOLOGIES INC
EMULEX CORP
ENBRIDGE ENERGY MANAGEMENT L
ENCORE BANCSHARES INC
ENCORE CAPITAL GROUP INC
ENCORE WIRE CORP
ENCORIUM GROUP INC
ENDEAVOUR INTERNATIONAL CORP
ENDO PHARMACEUT HLDGS INC
ENDOLOGIX INC
ENDURANCE SPECIALTY HOLDINGS
ENDWAVE CORPORATION
ENER1 INC
ENERGEN CORP
ENERGIZER HOLDINGS INC
ENERGY CONVERSION DEVICES
ENERGY FOCUS INC
ENERGY INC
ENERGY PARTNERS LTD
ENERGY XXI BERMUDA
ENERGYSOLUTIONS INC DEP SHS
ENERNOC INC
ENERSIS S.A. SPONS ADR
ENERSYS
ENGLOBAL CORP
ENNIS INC
ENOVA SYSTEMS INC
Shares
26,500
318,784
6,018,546
36,548
180,028
253,165
3,800
5,566
163,011
29,432
13,570
91,529
2,119,150
2,100
4,600
116,400
217,712
142,461
62,000
105,815
95,600
35,861
100,360
101,236
7,009
24,373
81,984
16,640
5,037
650,900
325,302
45,478
418,719
72,400
41,058
193,287
195,532
110,275
170,800
6,150
111,734
59,566
122,020
86,448
197,446
182,981
97,500
52,327
11,400
Book Value
458,929
4,365,281
45,865,657
969,481
3,527,096
327,670
53,519
7,394,503
605,713
94,606
1,285,957
32,441,805
2,811
494,497
1,190,449
2,974,910
137,005
1,389,825
2,144,065
1,660,080
2,009,797
1,389,442
286,361
343,991
1,293,570
352,159
68,863
1,645,243
6,447,787
208,199
14,351,974
694,581
252,501
7,004,450
7,233,937
4,204,211
579,861
27,804
1,376,445
689,215
1,760,014
2,635,635
3,102,080
4,290,196
824,431
774,522
11,198
Market Value
477,000
7,221,286
110,139,392
801,498
4,171,249
225,317
47,614
7,992,429
480,919
92,276
1,492,838
92,585,664
7,820
365,496
478,966
2,673,993
101,060
1,558,655
2,002,820
1,719,939
1,507,407
929,346
357,459
241,049
1,689,690
302,682
13,398
689,954
7,098,090
206,015
15,714,524
238,920
138,776
8,568,413
9,831,349
452,128
206,668
66,789
1,364,272
939,951
621,082
2,717,925
3,956,134
3,910,304
200,850
785,428
10,374

Security Name
ENPRO INDUSTRIES INC
ENSCO PLC SPON ADR
ENSIGN GROUP INC/THE
ENSTAR GROUP LTD
ENTEGRIS INC
ENTERCOM COMMUNICATIONS CL A
ENTERGY CORP
ENTERPRISE BANCORP INC
ENTERPRISE FINANCIAL SERVICE
ENTORIAN TECHNOLOGIES INC
ENTRAVISION COMMUNICATIONS A
ENTREMED INC
ENTROPIC COMMUNICATIONS INC
ENVIRONMENTAL POWER CORP
ENVIRONMENTAL TECTONICS CORP
ENZO BIOCHEM INC
ENZON PHARMACEUTICALS INC
EOG RESOURCES INC
EON COMMUNICATIONS CORP
EPICEPT CORP
EPICOR SOFTWARE CORP
EPIQ SYSTEMS INC
EPLUS INC
EPOCH HOLDING CORP
EQT CORP
EQUIFAX INC
EQUINIX INC
ERAAM HIGHBURY FUND
ERESEARCH TECHNOLOGY INC
ERICSSON (LM) TEL SP ADR
ERIE INDEMNITY COMPANY CL A
ERMITAGE HIGHBURY FUND
ESB FINANCIAL CORP
ESCALADE INC
ESCALON MEDICAL CORP
ESCO TECHNOLOGIES INC
ESPEY MFG + ELECTRONICS CORP
ESTEE LAUDER COMPANIES CL A
ESTERLINE TECHNOLOGIES CORP
ETHAN ALLEN INTERIORS INC
EUROBANCSHARES INC
EURONET WORLDWIDE INC
EUROSEAS LTD
EV3 INC
EVANS BANCORP INC
EVERCORE PARTNERS INC CL A
EVEREST RE GROUP LTD
EVERGREEN ENERGY INC
EVERGREEN SOLAR INC
Shares
88,609
25,096
2,632
18,845
151,458
288,852
637,852
6,857
61,800
3,879
279,864
242,200
304,854
26,200
21,200
6,000
110,027
761,870
19,555
17,833
245,326
127,155
34,100
121,166
282,503
343,818
50,632
231,898,761
212,846
101,353
50,932
125,000,000
23,536
4,900
17,000
44,594
9,200
427,866
109,263
61,671
84,848
160,414
10,200
192,747
300
47,661
201,635
111,300
1,117,030
Book Value
1,039,813
983,529
42,437
1,484,395
756,377
2,597,064
27,930,379
93,988
587,138
109,096
794,826
987,620
1,317,114
197,910
134,202
27,013
972,731
37,130,700
298,523
41,565
3,277,285
2,065,066
440,324
1,085,907
4,136,235
4,348,180
2,308,551
235,000,000
1,722,601
1,052,190
2,247,661
125,000,000
275,806
75,184
107,388
1,943,514
121,366
18,569,975
5,069,439
1,341,701
429,073
2,988,809
40,468
1,566,908
5,233
558,229
17,818,316
231,504
2,415,747
Market Value
2,494,343
985,771
43,481
1,252,062
601,288
2,547,675
45,682,960
70,696
595,752
7,448
590,513
97,703
1,932,774
1,153
67,840
24,420
1,171,788
74,945,152
29,919
18,190
1,960,155
1,644,114
596,750
1,486,707
10,209,658
9,647,533
4,112,331
252,758,055
1,677,226
1,116,910
2,317,406
129,938,875
307,145
24,059
26,860
1,148,296
173,696
23,844,972
5,184,529
862,777
3,394
2,051,695
36,312
4,319,460
3,795
1,112,884
14,259,627
11,798
761,814

Security Name
EVOLUTION PETROLEUM CORP
EVOLVING SYSTEMS INC
EVRAZ GROUP SA GDR REG S
EVRAZ GROUP SA GDR REG S
EW SCRIPPS CO CL A
EXACT SCIENCES CORP
EXACTECH INC
EXAR CORP
EXCEL MARITIME CARRIERS LTD
EXCO RESOURCES INC
EXELIXIS INC
EXELON CORP
EXIDE TECHNOLOGIES
EXLSERVICE HOLDINGS INC
EXPEDIA INC
EXPEDITORS INTL WASH INC
EXPONENT INC
EXPRESS 1 EXPEDITED SOLUTION
EXPRESS INC
EXPRESS SCRIPTS INC
EXPRESSJET HOLDINGS INC
EXTERRAN HOLDINGS INC
EXTREME NETWORKS INC
EXXON MOBIL CORP
EZCORP INC CL A
F5 NETWORKS INC
FACTSET RESEARCH SYSTEMS INC
FAIR ISAAC CORP
FAIRCHILD SEMICON INTERNATIO
FALCONSTOR SOFTWARE INC
FAMILY DOLLAR STORES
FAMOUS DAVE S OF AMERICA
FANNIE MAE
FANNIE MAE
FARALLON CAPITAL INST PARTNERS
FARALLON CAPITAL PARTNERS
FARMER BROS CO
FARMERS CAPITAL BANK CORP
FARO TECHNOLOGIES INC
FASTENAL CO
FBL FINANCIAL GROUP INC CL A
FBR CAPITAL MARKETS CORP
FEDDERS CORP
FEDERAL AGRIC MTG CORP CL C
FEDERAL MOGUL CORP
FEDERAL MOGUL CORP
FEDERAL SIGNAL CORP
FEDERATED INVESTORS INC CL B
FEDEX CORP
Shares
87,400
537
80,500
88,700
205,939
243,615
29,900
121,844
340,774
537,842
122,930
1,924,208
308,250
95,645
492,906
543,506
59,117
17,100
80,000
1,503,514
15,490
103,710
480,890
15,261,655
514,525
278,637
181,477
146,665
767,917
285,800
329,886
48,622
3,271,950
13,726,094
704,725
3,523,623
(110)
34,524
45,544
389,501
79,590
136,763
53,585
59,400
103,000
378,214
205,553
215,561
773,344
Book Value
328,468
3,238
1,795,134
2,647,014
1,358,891
1,136,320
371,630
1,274,457
4,497,570
5,796,467
797,216
49,212,352
2,035,412
1,718,301
8,739,187
13,576,178
1,549,748
18,938
1,360,000
28,636,946
251,140
2,823,405
4,980,249
409,575,889
8,263,279
9,381,127
9,257,816
2,215,605
7,644,438
990,305
4,079,548
506,184
36,160,920
335,450,311
704,725
3,523,623
(1,980)
338,700
756,424
13,737,150
1,060,014
784,891
21
1,576,149
46,350
6,063,933
1,466,462
5,626,599
26,200,776
Market Value
437,874
3,866
1,902,215
2,095,981
1,530,127
1,071,906
510,692
844,379
1,744,763
7,857,872
426,567
73,062,178
1,602,900
1,642,225
9,256,775
18,756,392
1,934,308
21,546
1,309,600
70,695,228
40,274
2,676,755
1,298,403
870,982,651
9,544,439
19,106,139
12,157,144
3,195,830
6,458,182
754,512
12,433,403
404,535
1,120,643
5,466,255
1,150,538
3,202,568
(1,660)
174,346
852,128
19,549,055
1,671,390
455,421
21
833,382
46,350
4,924,346
1,241,540
4,464,268
54,219,148

Security Name
FEI COMPANY
FEMALE HEALTH COMPANY
FERRO CORP
FIBERTOWER CORP
FIBRIA CELULOSE SA SPON ADR
FIDELITY NATIONAL FINL A
FIDELITY NATIONAL INFORMATIO
FIDELITY SOUTHERN CORP
FIELDPOINT PETROLEUM CORP
FIFTH THIRD BANCORP
FINANCIAL INSTITUTIONS INC
FINISAR CORPORATION
FINISH LINE/THE CL A
FINISHMASTER INC
FIRST ACCEPTANCE CORP
FIRST AMERICAN FINANCIAL
FIRST BANCORP INC/ME
FIRST BANCORP PUERTO RICO
FIRST BANCORP/NC
FIRST BANCSHARES INC (MO)
FIRST BUSEY CORP
FIRST CALIFORNIA FINANCIAL G
FIRST CAPITAL BANCORP INC
FIRST CASH FINL SVCS INC
FIRST CITIZENS BANC CORP
FIRST CITIZENS BCSHS CL A
FIRST CLOVER LEAF FINANCIAL
FIRST COMMONWEALTH FINL CORP
FIRST COMMUNITY BANCSHARES
FIRST COMMUNITY CORP
FIRST DEFIANCE FINL CORP
FIRST FED BNCSHS OF ARKANSAS
FIRST FEDERAL OF NORTHERN MI
FIRST FINANCIAL BANCORP
FIRST FINANCIAL CORP INDIANA
FIRST FINANCIAL HOLDINGS INC
FIRST FINANCIAL NORTHWEST
FIRST FINANCIAL SERVICE CORP
FIRST FINL BANKSHARES INC
FIRST FRANKLIN CORP
FIRST HORIZON NATIONAL CORP
FIRST KEYSTONE FINANCIAL INC
FIRST M + F CORP
FIRST MARBLEHEAD CORP/THE
FIRST MARINER BANCORP INC
FIRST MERCHANTS CORP
FIRST MERCURY FINANCIAL CORP
FIRST MIDWEST BANCORP INC/IL
FIRST NATIONAL BANCSHARES
Shares
49,449
89,000
245,086
18,425
3,655
1,018,357
872,490
44,238
110,740
2,536,962
53,830
444,820
343,534
17,300
58,200
271,631
21,863
718,026
66,411
6,900
91,811
48,629
1,100
441,625
14,700
16,125
2,700
283,059
44,686
6,180
44,788
31,100
23,553
96,958
27,778
55,155
53,779
4,781
57,017
10,300
710,875
15,500
30,730
409,205
218,153
104,400
27,340
250,675
5,376
Book Value
1,085,877
469,227
1,802,133
150,470
62,273
16,428,358
13,339,369
484,939
350,816
30,786,586
688,246
10,026,888
3,391,671
176,460
148,200
3,716,804
313,740
4,237,256
979,869
117,484
597,202
348,749
11,627
9,089,538
197,026
2,407,181
27,188
2,617,997
630,442
96,039
871,525
576,151
177,910
1,544,208
929,714
1,227,587
341,609
100,425
2,239,652
154,860
6,141,426
284,783
550,958
979,495
588,460
706,334
345,542
3,260,588
35,238
Market Value
974,640
461,910
1,806,284
86,966
54,094
13,228,457
23,400,182
290,201
300,105
31,179,263
956,021
6,627,818
4,785,429
294,533
99,522
3,444,281
287,061
380,554
962,295
58,650
415,904
130,812
7,876
9,627,425
67,179
3,101,321
18,090
1,486,060
656,437
34,484
400,405
80,860
57,705
1,449,522
716,950
631,525
212,965
34,614
2,741,948
84,821
8,139,522
206,925
121,076
961,632
209,427
885,312
289,257
3,048,208
1,505

Security Name
FIRST NIAGARA FINANCIAL GRP
FIRST OF LONG ISLAND CORP
FIRST PACTRUST BANCORP INC
FIRST PLACE FINANCIAL /OHIO
FIRST REGIONAL BANCORP/CAL
FIRST SECURITY GROUP INC/TN
FIRST SOLAR INC
FIRST SOUTH BANCORP INC /NC
FIRST STATE BANCORPORATION
FIRST UNITED CORP
FIRSTBANK CORP/ALMA MICH
FIRSTCITY FINANCIAL CORP
FIRSTENERGY CORP
FIRSTMERIT CORP
FISERV INC
FISHER COMMUNICATIONS INC
FIVE STAR QUALITY CARE
FLAGSTAR BANCORP INC
FLAGSTONE REINSURANCE HOLDIN
FLANDERS CORPORATION
FLANIGAN S ENTERPRISES INC
FLEXSTEEL INDS
FLEXTRONICS INTL LTD
FLIR SYSTEMS INC
FLORIDA GAMING CORP
FLOTEK INDUSTRIES INC
FLOW INTL CORP
FLOWERS FOODS INC
FLOWSERVE CORP
FLUOR CORP
FLUSHING FINANCIAL CORP
FMC CORP
FMC TECHNOLOGIES INC
FNB CORP
FNB UNITED CORP
FOMENTO ECONOMICO MEX SP ADR
FONAR CORP
FOOD TECHNOLOGY SERVICE INC
FOOT LOCKER INC
FORCE PROTECTION INC
FORD MOTOR CO
FOREST CITY ENTERPRISES CL A
FOREST LABORATORIES INC
FOREST OIL CORP
FORESTAR GROUP INC
FORMFACTOR INC
FORRESTER RESEARCH INC
FORTINET INC
FORTRESS INTERNATIONAL GROUP
Shares
461,612
26,182
3,500
17,715
22,409
55,412
160,505
44,525
80,726
24,432
10,290
35,149
793,921
283,977
433,960
38,600
214,900
943,967
68,040
16,700
3,400
30,200
487,400
259,986
4,400
140,290
135,100
221,845
155,581
462,901
137,420
178,746
371,527
445,358
37,515
513,508
18,775
9,329
643,011
202,608
8,522,510
431,975
792,895
194,945
90,300
36,978
64,944
42,100
7,000
Book Value
6,880,034
564,407
43,410
166,189
550,713
548,541
20,122,039
501,872
405,853
555,580
133,911
168,900
23,577,006
5,181,889
11,993,807
572,823
909,299
4,534,427
751,468
97,298
21,874
540,122
3,785,246
4,856,849
64,776
405,438
665,030
3,384,739
7,905,714
12,575,919
2,451,167
3,129,188
11,149,832
5,190,488
534,511
15,387,754
275,339
18,902
8,953,916
1,087,391
60,110,613
7,948,982
13,189,020
5,042,189
1,277,227
698,448
1,394,362
697,212
7,639
Market Value
5,783,998
673,139
27,895
53,145
448
106,391
18,270,284
472,410
25,025
95,285
43,527
234,092
27,969,837
4,864,526
19,814,614
650,024
648,998
2,964,056
736,193
51,937
22,440
332,200
2,729,440
7,562,993
16,500
169,751
318,836
5,419,673
13,193,269
19,673,293
1,680,647
10,265,383
19,564,612
3,576,225
30,012
23,035,557
29,289
18,658
8,114,799
830,693
85,906,901
4,889,957
21,749,110
5,333,695
1,621,788
399,362
1,965,205
692,124
10,220

Security Name
FORTRESS INVESTMENT GRP CL A
FORTUNE BRANDS INC
FORWARD AIR CORPORATION
FORWARD INDUSTRIES INC
FOSSIL INC
FOSTER (LB) CO CL A
FOSTER WHEELER AG
FOX CHASE BANCORP INC
FPIC INSURANCE GROUP INC
FRANKLIN COVEY CO
FRANKLIN ELECTRIC CO INC
FRANKLIN RESOURCES INC
FRED S INC CLASS A
FREDDIE MAC
FREDDIE MAC
FREDERICK S OF HOLLYWOOD GRO
FREEPORT MCMORAN COPPER
FREIGHTCAR AMERICA INC
FREQUENCY ELECTRONICS INC
FRESH DEL MONTE PRODUCE INC
FRIEDMAN INDUSTRIES
FRISCH S RESTAURANTS INC
FRONTIER COMMUNICATIONS CORP
FRONTIER FINANCIAL CORP
FRONTIER OIL CORP
FRONTLINE LTD
FROZEN FOOD EXPRESS INDS
FSI INTL INC
FTI CONSULTING INC
FUEL SYSTEMS SOLUTIONS INC
FUEL TECH INC
FUELCELL ENERGY INC
FULL HOUSE RESORTS INC
FULTON FINANCIAL CORP
FURIEX PHARMACEUTICALS
FURMANITE CORP
FURNITURE BRANDS INTL INC
FUSHI COPPERWELD INC
FX ENERGY INC
G + K SERVICES INC CL A
G III APPAREL GROUP LTD
GAFISA SA ADR
GAIAM INC CLASS A
GAINSCO INC
GAMCO INVESTORS INC A
GAMESTOP CORP CLASS A
GAMETECH INTERNATIONAL INC
GAMING PARTNERS INTERNATIONA
GANDER MOUNTAIN CO
Shares
299,500
561,301
59,663
94,005
84,408
42,169
30,860
6,629
16,350
35,245
106,012
573,385
233,423
2,085,870
11,896,866
13,700
1,520,541
12,742
9,400
123,831
62,299
7,629
793,655
19,859
298,719
500
59,507
101,000
87,287
159,345
81,544
9
9,575
653,788
17,203
151,565
266,412
48,800
17,800
73,439
43,280
150,800
42,305
1,257
34,260
584,430
31,064
19,100
62,600
Book Value
1,256,140
22,577,642
1,666,866
375,525
2,106,539
1,252,712
819,647
67,293
420,820
278,021
3,391,145
29,584,799
4,507,419
21,800,607
237,214,026
29,362
84,480,089
294,730
102,333
2,145,306
417,214
166,889
6,543,670
202,858
5,700,271
19,875
256,768
710,930
2,630,168
4,997,987
1,693,373
31
20,619
7,091,564
63,563
557,507
1,681,032
578,583
50,708
1,365,915
788,389
2,133,474
153,284
38,839
1,254,363
14,310,791
100,320
111,746
421,215
Market Value
859,565
21,991,773
1,625,817
292,356
2,928,958
1,093,020
649,912
63,440
419,378
229,093
3,055,266
49,420,053
2,581,658
861,464
4,737,787
10,275
89,909,589
288,224
43,710
2,506,339
347,005
153,495
5,642,887
5,958
4,017,771
14,270
208,275
423,190
3,804,840
4,135,003
515,358
11
29,683
6,309,054
174,782
601,713
1,390,671
399,184
64,436
1,516,515
990,679
1,826,188
256,791
8,736
1,274,472
10,981,440
22,366
121,858
322,077

Security Name
GANNETT CO
GAP INC/THE
GARDNER DENVER INC
GARMIN LTD
GARTNER INC
GASCO ENERGY INC
GASTAR EXPLORATION LTD
GATX CORP
GAYLORD ENTERTAINMENT CO
GAZPROM OAO SPON ADR
GAZPROM OAO SPON ADR
GEEKNET INC
GEN PROBE INC
GENAERA CORP
GENCO SHIPPING + TRADING LTD
GENCORP INC
GENERAL CABLE CORP
GENERAL COMMUNICATION CL A
GENERAL DYNAMICS CORP
GENERAL ELECTRIC CO
GENERAL EMPLOYMENT ENTERPRIS
GENERAL MARITIME CORP
GENERAL MILLS INC
GENERAL MOLY INC
GENESCO INC
GENESEE + WYOMING INC CL A
GENOMIC HEALTH INC
GENOPTIX INC
GENPACT LTD
GENTEX CORP
GENTIVA HEALTH SERVICES
GENUINE PARTS CO
GENVEC INC
GENWORTH FINANCIAL INC CL A
GENZYME CORP
GEO GROUP INC/THE
GEOEYE INC
GEOKINETICS INC
GEOMET INC
GEOPETRO RESOURCES CO
GEOPHARMA INC
GEORESOURCES INC
GEORGIA GULF CORP
GEORGIA GULF CORP
GERBER SCIENTIFIC INC
GERDAU AMERISTEEL CORP
GERDAU SA SPON ADR
GERMAN AMERICAN BANCORP
GERON CORP
Shares
1,459,524
1,825,443
86,846
378,791
366,932
454,788
81,126
169,502
70,558
2,323,634
597,500
205,955
78,517
68,507
150,425
281,700
242,285
222,507
919,831
31,122,960
1,300
292,573
1,887,896
218,185
100,937
155,143
119,035
60,280
283,503
681,965
126,914
462,677
292,927
1,623,390
534,659
191,325
48,780
32,600
22,800
18,800
62,082
51,967
58,803
21,478
79,000
400
183,600
26,403
65,600
Book Value
20,466,435
15,675,153
2,352,162
19,009,214
5,106,630
652,683
367,501
4,970,752
1,134,443
60,536,442
16,482,329
1,084,998
4,278,674
3,425
6,075,563
1,532,819
6,188,797
1,450,666
25,469,049
361,867,574
1,304
2,818,736
29,079,764
374,181
2,934,823
4,429,449
2,388,519
1,953,519
3,541,168
10,708,467
1,787,827
9,102,015
600,449
27,816,614
17,740,991
3,469,519
1,285,953
485,978
21,654
43,237
254,111
598,208
1,081,082
381,002
377,211
4,378
3,192,233
392,349
524,971
Market Value
19,645,193
35,523,121
3,872,463
11,055,257
8,531,169
161,905
292,865
4,522,313
1,558,626
43,707,556
11,406,275
255,384
3,566,242
3,425
2,254,871
1,233,846
6,456,895
1,688,828
53,865,303
448,793,083
351
1,767,141
67,058,066
672,010
2,655,652
5,788,385
1,539,123
1,036,816
4,402,802
12,261,731
3,427,947
18,252,608
134,776
21,217,707
27,144,637
3,969,994
1,519,009
124,858
25,992
8,648
7,450
723,900
784,432
255,370
422,650
4,360
2,419,848
403,966
329,312

Security Name
GFI GROUP INC
GIBRALTAR INDUSTRIES INC
GIGA TRONICS INC
GIGAMEDIA LTD
GIGOPTIX INC
GILAT SATELLITE NETWORKS LTD
GILEAD SCIENCES INC
GLACIER BANCORP INC
GLACIER WATER SERVICES INC
GLATFELTER
GLAXOSMITHKLINE PLC SPON ADR
GLEACHER + CO INC
GLG PARTNERS INC
GLOBAL CASH ACCESS HOLDINGS
GLOBAL CROSSING LTD
GLOBAL ENERGY HOLDINGS GROUP
GLOBAL INDUSTRIES LTD
GLOBAL PAYMENTS INC
GLOBAL SHIP LEASE INC CL A
GLOBAL SOURCES LTD
GLOBAL TRAFFIC NETWORK INC
GLOBALSCAPE INC
GLOBALSTAR INC
GLOBECOMM SYSTEMS INC
GLU MOBILE INC
GMX RESOURCES INC
GOL LINHAS AEREAS INTEL ADR
GOLAR LNG LTD
GOLD FIELDS LTD SPONS ADR
GOLDCORP INC
GOLDEN CAPITAL MANAGEMENT LLC
GOLDEN ENTERPRISES
GOLFSMITH INTERNATIONAL HOLD
GOODRICH CORP
GOODRICH PETROLEUM CORP
GOODYEAR TIRE + RUBBER CO
GOOGLE INC CL A
GORMAN RUPP CO
GP STRATEGIES CORP
GRACO INC
GRAFTECH INTERNATIONAL LTD
GRAHAM CORP
GRAHAM PACKAGING CO INC
GRAN TIERRA ENERGY INC
GRAND CANYON EDUCATION INC
GRANITE CITY FOOD + BREWERY
GRANITE CONSTRUCTION INC
GRAPHIC PACKAGING HOLDING CO
Shares
291,705
18,330
26,700
33,800
6,650
109,705
2,510,746
163,414
6,200
355,928
655,133
149,300
467,230
349,442
97,995
196,400
253,100
225,423
37,200
11,700
45,900
21,000
389,619
72,200
33,400
90,429
1,059,200
5,000
565,400
17,100
1
45,502
1,612,646
10,000
341,799
198,062
779,278
630,414
39,702
49,133
233,106
504,902
26,748
200,000
38,000
286,250
2,883
44,161
402,492
Book Value
2,339,018
240,952
51,200
97,975
209,652
401,916
47,927,275
2,740,269
118,470
4,901,333
22,541,911
609,630
3,868,721
2,834,780
1,876,855
262,956
1,803,224
6,004,504
90,937
74,813
392,148
21,925
587,174
528,824
41,671
2,190,011
12,999,508
57,511
7,378,013
532,653
1
114,976
196,032,782
115,000
13,320,995
3,981,390
10,506,477
179,448,239
1,344,135
260,517
6,936,604
5,777,650
420,953
2,000,000
179,926
5,517,243
53,603
1,421,535
1,407,416
Market Value
1,627,714
185,133
61,410
80,444
19,219
506,837
86,068,373
2,397,283
186,000
3,861,819
22,281,073
380,715
2,046,467
2,519,477
1,035,807
1,964
1,136,419
8,236,956
102,300
91,728
246,942
54,180
600,013
595,650
44,422
586,884
12,837,504
49,350
7,559,398
749,835
136,506
211,692,040
33,500
22,644,184
2,376,744
7,746,023
280,502,709
994,535
356,706
6,571,258
7,381,667
400,953
2,394,000
188,480
6,706,838
5,074
1,041,316
1,267,850

Security Name
GRAY TELEVISION INC
GRAYMARK HEALTHCARE INC
GREAT ATLANTIC + PAC TEA CO
GREAT LAKES DREDGE + DOCK CO
GREAT PLAINS ENERGY INC
GREAT SOUTHERN BANCORP INC
GREAT WOLF RESORTS INC
GREATBATCH INC
GREEN BANKSHARES INC
GREEN MOUNTAIN COFFEE ROASTE
GREEN PLAINS RENEWABLE ENERG
GREENBRIER COMPANIES INC
GREENHILL + CO INC
GREENLIGHT CAPITAL RE LTD A
GREIF INC CL A
GRIFFIN LAND + NURSERIES
GRIFFON CORPORATION
GRILL CONCEPTS INC
GROUP 1 AUTOMOTIVE INC
GRUBB + ELLIS CO
GRUPO TELEVISA SA SPONS ADR
GSE SYSTEMS INC
GSI COMMERCE INC
GT SOLAR INTERNATIONAL INC
GTC BIOTHERAPEUTICS INC
GTSI CORP
GTX INC
GUANGSHEN RAILWAY SPONS ADR
GUARANTY BANCORP
GUARANTY FEDERAL BNCSHS INC
GUARANTY FINANCIAL GROUP
GUESS? INC
GULF ISLAND FABRICATION INC
GULFMARK OFFSHORE INC CL A
GULFPORT ENERGY CORP
GULFSTREAM INTERNATIONAL GRP
GYMBOREE CORP
H.B. FULLER CO.
H+E EQUIPMENT SERVICES INC
H+R BLOCK INC
HACKETT GROUP INC/THE
HAEMONETICS CORP/MASS
HAIN CELESTIAL GROUP INC
HALLIBURTON CO
HALLMARK FINL SERVICES INC
HALOZYME THERAPEUTICS INC
HAMPDEN BANCORP INC
HAMPTON ROADS BANKSHARES INC
HANA BIOSCIENCES INC
Shares
113,765
2,800
148,439
222,918
256,621
28,470
83,513
95,201
61,120
490,682
172,633
53,385
55,171
45,989
58,121
4,900
54,853
3,500
47,100
281,790
837,609
147,100
179,935
696,076
31,340
18,000
116,240
10,645
277,157
17,728
233,193
215,382
29,834
29,592
139,696
700
88,974
168,198
127,700
599,788
247,500
51,171
138,818
2,340,661
82,100
50,700
6,900
110,358
36,500
Book Value
160,087
5,519
1,282,066
1,230,384
5,885,727
647,481
205,562
2,598,760
408,543
7,221,002
2,368,083
459,429
3,658,422
903,681
3,344,505
84,833
819,575
10,897
970,220
253,304
14,917,437
1,138,456
2,918,805
3,998,814
852,111
192,897
595,707
209,839
486,460
310,968
5,830
4,600,602
662,388
959,449
1,445,303
1,525
2,554,954
2,048,209
1,288,710
5,156,479
1,123,234
1,364,962
3,280,173
34,571,587
1,110,740
368,917
76,203
593,764
343,453
Market Value
274,174
3,360
578,912
1,337,508
4,367,689
578,226
173,707
2,123,934
780,502
12,610,527
1,764,309
597,912
3,372,603
1,158,463
3,228,040
124,460
606,674
1,383
1,108,263
276,154
14,582,773
597,226
5,182,128
3,898,026
15,043
98,280
354,532
183,520
293,786
113,105
4,197
6,728,534
463,024
775,310
1,656,795
700
3,800,080
3,194,080
956,473
9,410,674
695,475
2,738,672
2,799,959
57,463,228
816,895
356,928
65,550
82,769
6,023

Security Name
HANCOCK HOLDING CO
HANESBRANDS INC
HANGER ORTHOPEDIC GROUP INC
HANMI FINANCIAL CORPORATION
HANMI FINL CORP RTS
HANOVER INSURANCE GROUP INC/
HANSEN MEDICAL INC
HANSEN NATURAL CORPORATION
HARBIN ELECTRIC INC
HARBINGER GROUP INC
HARDINGE INC
HARLEY DAVIDSON INC
HARLEYSVILLE GROUP INC
HARLEYSVILLE SVNGS FIN CORP
HARMAN INTERNATIONAL
HARMONIC INC
HARRINGTON WEST FINANCIAL GR
HARRIS CORP
HARRIS INTERACTIVE INC
HARSCO CORP
HARTE HANKS INC
HARTFORD FINANCIAL SVCS GRP
HARVARD BIOSCIENCE INC
HARVEST NATURAL RESOURCES IN
HASBRO INC
HASTINGS ENTERTAINMENT INC
HATTERAS FINL CORP
HAUPPAUGE DIGITAL INC
HAVERTY FURNITURE
HAWAIIAN ELECTRIC INDS
HAWAIIAN HOLDINGS INC
HAWK CORP CLASS A
HAWKINS INC
HAWTHORN BANCSHARES INC
HAYNES INTERNATIONAL INC
HCC INSURANCE HOLDINGS INC
HEADWATERS INC
HEALTH GRADES INC
HEALTH MGMT ASSOCIATES INC A
HEALTH NET INC
HEALTHCARE SERVICES GROUP
HEALTHSOUTH CORP
HEALTHSPRING INC
HEALTHSTREAM INC
HEALTHTRONICS INC
HEALTHWAYS INC
HEARTLAND EXPRESS INC
HEARTLAND FINANCIAL USA INC
HEARTLAND PAYMENT SYSTEMS IN
Shares
68,679
227,432
138,649
198,973
198,973
169,845
4,392
198,457
13,000
49,480
37,425
466,541
53,532
9,964
118,795
375,356
25,120
379,432
411,018
238,322
118,429
1,100,092
139,202
133,265
335,243
56,100
191,913
117,100
92,338
289,633
182,027
58,729
56,315
9,927
27,815
366,856
123,660
58,500
517,585
396,940
228,121
163,430
188,070
59,800
194,064
82,699
147,665
13,379
155,706
Book Value
2,373,952
1,813,495
1,999,549
358,324
6,493,528
10,673
5,239,743
240,868
353,983
338,851
9,420,129
1,769,587
167,562
3,447,698
2,908,108
337,843
10,092,401
1,354,372
11,204,478
1,687,255
35,604,377
728,343
645,177
8,581,016
272,984
5,177,339
603,636
876,667
5,948,088
849,673
817,749
1,122,281
304,922
755,471
6,939,760
1,047,068
166,733
2,787,176
9,258,637
3,293,079
2,010,958
3,121,462
183,396
1,134,458
1,548,035
1,580,550
210,802
3,359,829
Market Value
2,291,131
5,472,014
2,490,136
250,706
11,938
7,388,258
9,355
7,761,653
216,450
310,734
318,861
10,371,206
1,661,098
152,350
3,550,783
2,041,937
5,778
15,803,343
435,679
5,600,567
1,237,583
24,345,036
495,559
982,163
13,778,487
429,726
5,339,020
238,884
1,134,834
6,597,840
941,080
1,494,653
1,356,065
119,122
857,536
9,083,355
351,194
351,000
4,021,635
9,673,428
4,322,893
3,057,775
2,916,966
275,080
937,329
985,772
2,144,096
231,189
2,310,677

Security Name
HEARTWARE INTERNATIONAL INC
HEARUSA INC
HECKMANN CORP
HECLA MINING CO
HEELYS INC
HEICO CORP
HEICO CORP CLASS A
HEIDRICK + STRUGGLES INTL
HELEN OF TROY LTD
HELICOS BIOSCIENCES CORP
HELIX ENERGY SOLUTIONS GROUP
HELMERICH + PAYNE
HEMISPHERX BIOPHARMA INC
HENRY BROS. ELECTRONICS INC
HENRY SCHEIN INC
HERBALIFE LTD
HERCULES OFFSHORE INC
HERE MEDIA INC
HERE MEDIA INC SPL SHRS
HERITAGE COMMERCE CORP
HERITAGE FINANCIAL CORP
HERITAGE FINANCIAL GROUP
HERITAGE OAKS BANCORP
HERLEY INDUSTRIES INC
HERMAN MILLER INC
HERSHEY CO/THE
HERTZ GLOBAL HOLDINGS INC
HESKA CORP
HESS CORP
HEWITT ASSOCIATES INC CL A
HEWLETT PACKARD CO
HEXCEL CORP
HF FINANCIAL CORP
HFF INC CLASS A
HHGREGG INC
HI TECH PHARMACAL CO INC
HIBBETT SPORTS INC
HICKORYTECH CORP
HIGHLAND CREDIT OPPORTUNITIES
HIGHLAND CREDIT OPPORTUNITIES
HIGHLAND RESTORATION CAP PTNRS
HILL INTERNATIONAL INC
HILL ROM HOLDINGS INC
HILLENBRAND INC
HILLTOP HOLDINGS INC
HINGHAM INSTITUTION FOR SVGS
HITTITE MICROWAVE CORP
HJ HEINZ CO
HKN INC
Shares
6,900
63,200
(22,500)
656,800
19,540
624
18,500
40,285
97,570
16,000
420,231
262,604
439,500
2,400
254,341
258,168
194,603
3,622
3,622
43,500
25,000
21,933
3,897
71,423
25,640
491,796
401,461
23,800
1,070,730
368,744
6,964,405
157,638
801
25,000
110,114
68,117
153,416
48,100
13,742,603
41,587,757
76,056,164
156,373
191,979
179,560
39,600
3,480
57,410
714,496
73,977
Book Value
200,621
109,591
(120,236)
2,328,140
119,389
13,929
438,388
1,070,007
1,713,221
30,930
9,173,147
7,549,115
967,694
14,898
3,630,419
10,032,325
1,783,255
239,241
239,241
171,264
498,156
305,607
41,414
872,656
360,401
10,490,064
5,038,511
42,343
50,246,320
12,490,347
115,693,396
2,536,424
12,235
450,000
2,329,021
1,467,388
3,717,509
521,720
13,453,839
48,042,407
74,458,051
989,239
1,738,911
1,406,461
478,159
140,353
1,803,481
8,833,301
1,774,504
Market Value
483,483
59,408
(104,400)
3,428,496
47,482
22,414
498,575
919,304
2,152,394
7,112
4,525,888
9,590,298
205,906
9,312
13,963,321
11,888,636
472,885
154,425
374,250
237,315
14,185
1,018,492
483,827
23,571,782
3,797,821
14,994
53,900,548
12,706,918
301,419,448
2,444,965
7,850
176,750
2,567,858
1,560,560
3,675,847
324,675
16,096,558
57,479,310
89,083,743
634,874
5,841,921
3,840,788
396,396
128,516
2,568,523
30,880,517
231,548

Security Name
HMN FINANCIAL INC
HMS HOLDINGS CORP
HNI CORP
HOKU CORP
HOLLY CORP
HOLLYWOOD MEDIA CORP
HOLOGIC INC
HOME BANCORP INC
HOME BANCSHARES INC
HOME DEPOT INC
HOME FEDERAL BANCORP INC/MD
HON HAI PRECISION GDR REG S
HONEYWELL INTERNATIONAL INC
HONGKONG LAND HOLDINGS LTD
HOOKER FURNITURE CORP
HOOPER HOLMES INC
HOPFED BANCORP INC
HORACE MANN EDUCATORS
HORIZON FINANCIAL CORP
HORIZON LINES INC CL A
HORMEL FOODS CORP
HORNBECK OFFSHORE SERVICES
HORSEHEAD HOLDING CORP
HOSPIRA INC
HOT TOPIC INC
HOUSTON AMERICAN ENERGY CORP
HOUSTON WIRE + CABLE CO
HOVNANIAN ENTERPRISES A
HQ SUSTAINABLE MARITIME INDU
HSN INC
HUAXIN CEMENT CO LTD B
HUB GROUP INC CL A
HUBBELL INC CL B
HUDSON CITY BANCORP INC
HUDSON HIGHLAND GROUP INC
HUDSON TECHNOLOGIES INC
HUGHES COMMUNICATIONS INC
HUGOTON ROYALTY TRUST
HUMAN GENOME SCIENCES INC
HUMANA INC
HUNT (JB) TRANSPRT SVCS INC
HUNTINGTON BANCSHARES INC
HUNTSMAN CORP
HURCO COMPANIES INC
HURON CONSULTING GROUP INC
HUTCHINSON TECH
HYATT HOTELS CORP CL A
HYPERCOM CORP
HYPERDYNAMICS CORP
Shares
23,940
103,272
46,435
58,202
28,114
153,215
683,181
2,000
55,279
8,137,158
48,508
507,385
2,089,388
4,341,026
33,500
247,000
7,500
63,395
26,981
151,980
236,175
54,133
28,409
439,836
288,051
118,363
15,680
435,795
237,466
87,750
13,700
62,992
204,877
1,660,393
73,440
74,800
39,010
160,163
317,228
683,249
318,704
2,471,613
757,270
17,400
121,422
165,044
135,941
154,957
230,127
Book Value
527,229
3,561,704
1,214,474
230,778
586,509
656,086
8,240,685
27,760
1,056,956
178,135,192
635,732
1,569,353
41,267,278
13,688,530
630,987
831,121
119,860
852,357
387,357
808,670
3,148,766
1,616,483
281,329
11,899,468
2,273,739
1,244,444
107,646
1,844,248
2,011,267
778,643
31,284
1,771,419
3,954,830
16,533,418
257,476
171,600
1,734,861
5,152,206
5,049,552
22,573,198
5,218,598
14,443,040
7,482,264
85,310
4,674,529
1,190,683
3,879,413
266,387
340,568
Market Value
109,645
5,599,408
1,281,142
194,395
747,270
180,794
9,516,711
25,820
1,260,914
228,410,025
612,656
3,714,058
81,548,814
37,165,781
357,110
140,790
67,725
969,944
302
642,875
9,560,364
790,342
214,772
25,268,578
1,463,299
1,167,059
170,128
1,603,726
1,187,330
2,106,000
28,044
1,890,390
8,131,568
20,323,210
323,136
152,592
949,113
3,039,894
7,188,386
31,203,982
10,412,060
13,692,736
6,565,531
258,390
2,356,801
714,641
5,042,052
719,000
250,838

Security Name
IAC/INTERACTIVECORP
IBERIABANK CORP
ICAD INC
ICAGEN INC
ICAHN ENTERPRISES LP
ICF INTERNATIONAL INC
ICICI BANK LTD SPON ADR
ICO GLOBAL COM HLDG LTD NEW
ICONIX BRAND GROUP INC
ICOP DIGITAL INC
ICU MEDICAL INC
ICX TECHNOLOGIES INC
ID SYSTEMS INC
IDACORP INC
IDENIX PHARMACEUTICALS INC
IDENTIVE GROUP INC
IDERA PHARMACEUTICALS INC
IDEX CORP
IDEXX LABORATORIES INC
IDT CORP CLASS B
IEC ELECTRONICS CORP
IGATE CORP
IGI LABORATORIES INC
IGO INC
IHS INC CLASS A
II VI INC
IKANOS COMMUNICATIONS INC
ILLINOIS TOOL WORKS
ILLUMINA INC
IMAGE ENTERTAINMENT INC
IMAGE SENSING SYSTEMS INC
IMATION CORP
IMAX CORP
IMERGENT INC
IMMERSION CORPORATION
IMMUCOR INC
IMMUNOGEN INC
IMMUNOMEDICS INC
IMPAX LABORATORIES INC
IMPERIAL INDUSTRIES INC
IMPERIAL SUGAR CO
INCONTACT INC
INCYTE CORP
INDEPENDENCE HOLDING CO
INDEPENDENT BANK CORP MICH
INDEPENDENT BANK CORP/MA
INDIANA COMMUNITY BANCORP
INDUSTRIAL SVCS OF AMERICA
INFINEON TECHNOLOGIES ADR
Shares
151,537
23,893
165,356
144,100
3,510
52,900
145,773
49,248
242,400
950
28,599
133,667
38,786
119,210
129,975
49,210
107,000
285,050
166,384
47,366
40,200
109,971
17,000
374,694
104,903
74,814
193,330
1,103,276
335,865
102,600
31,600
179,473
40,304
40,100
91,420
212,602
(3,300)
192,954
24,800
44,900
33,783
98,474
245,524
31,537
41,818
43,615
18,109
65,227
1,945
Book Value
2,918,607
1,165,587
542,018
220,537
245,980
1,243,632
5,108,841
51,714
4,419,666
9,814
976,234
918,328
465,215
3,701,508
377,765
320,854
512,530
5,007,065
3,136,002
269,109
75,387
954,221
29,446
1,179,852
6,526,299
1,537,263
1,365,550
10,844,215
6,013,220
339,381
344,414
3,590,016
629,423
338,495
415,146
4,850,852
(25,034)
338,731
508,205
655,158
523,520
316,125
3,285,177
473,093
396,889
1,044,761
478,196
370,775
12,469
Market Value
3,329,268
1,230,012
315,830
54,830
129,695
1,265,897
5,432,200
79,289
3,483,288
1,235
920,030
975,769
102,783
3,966,117
649,875
78,736
385,200
8,143,879
10,132,786
603,917
183,714
1,409,828
17,000
562,041
6,128,433
2,216,739
311,261
45,543,233
14,620,203
24,624
413,960
1,649,357
588,438
145,162
462,585
4,050,068
(30,591)
596,228
472,688
23,352
341,208
241,261
2,717,951
188,276
15,849
1,076,418
219,119
725,977
11,242

Security Name
INFINERA CORP
INFINITY PHARMACEUTICALS INC
INFINITY PROPERTY + CASUALTY
INFOGROUP INC
INFORMATICA CORP
INFORMATION SERVICES GROUP
INFOSONICS CORP
INFOSPACE INC
INFOSYS TECHNOLOGIES SP ADR
INGERSOLL RAND PLC
INGLES MARKETS INC CLASS A
INGRAM MICRO INC CL A
INHIBITEX INC
INNER MONGOLIA EERDUOSI CA B
INNER MONGOLIA YITAI COAL B
INNER MONGOLIA YITAI COAL B
INNERWORKINGS INC
INNODATA ISOGEN INC
INNOPHOS HOLDINGS INC
INNOSPEC INC
INNOTRAC CORP
INNOVARO INC
INNOVATIVE SOLUTIONS + SUPP
INOVIO PHARMACEUTICALS INC
INSIGHT ENTERPRISES INC
INSIGNIA SYSTEMS INC
INSITE VISION INC
INSITUFORM TECHNOLOGIES CL A
INSMED INC
INSPIRE PHARMACEUTICALS INC
INSTEEL INDUSTRIES INC
INSULET CORP
INTEGRA BANK CORPORATION
INTEGRA LIFESCIENCES HOLDING
INTEGRAL SYSTEMS INC/MD
INTEGRAMED AMERICA INC
INTEGRATED DEVICE TECH INC
INTEGRATED ELECTRICAL SERVIC
INTEGRATED SILICON SOLUTION
INTEGRYS ENERGY GROUP INC
INTEL CORP
INTELLICHECK MOBILISA INC
INTELLIGENT SYSTEMS CORP
INTER PARFUMS INC
INTERACTIVE BROKERS GRO CL A
INTERACTIVE DATA CORP
INTERACTIVE INTELLIGENCE INC
INTERCLICK INC
INTERCONTINENTALEXCHANGE INC
Shares
201,887
48,616
69,314
148,585
265,404
79,400
210,199
46,240
253,969
44,838
23,513
587,158
133,600
150,818
19,387
176,100
19,089
96,992
33,824
27,800
37,900
13,700
21,500
244,800
221,047
74,400
69,200
178,722
806,576
6,057
39,684
38,485
53,900
63,814
21,318
37,195
336,085
42,100
143,633
146,981
15,029,462
38,600
300
51,891
225,178
82,900
41,300
125,890
261,565
Book Value
2,211,288
615,665
2,743,617
1,263,936
4,393,658
273,901
394,424
418,680
9,138,991
1,214,011
390,629
8,859,554
811,475
177,610
397,182
513,319
132,832
446,297
886,441
323,853
230,959
150,011
113,349
649,628
2,844,890
85,398
29,362
3,416,339
705,577
4,241
318,126
562,668
98,675
2,133,058
159,068
143,013
3,552,333
360,265
792,450
6,223,536
116,928,899
217,154
236
669,284
5,210,259
1,494,981
696,705
556,896
28,646,171
Market Value
1,298,133
287,321
3,200,921
1,185,708
6,337,848
158,800
121,915
347,725
15,215,283
1,546,463
353,871
8,918,930
340,680
181,911
900,622
850,563
130,378
249,269
882,130
260,764
48,512
51,375
94,600
249,696
2,908,979
386,880
24,912
3,660,227
542,503
30,224
461,128
579,199
40,964
2,361,118
135,369
302,023
1,663,621
146,929
1,082,993
6,428,949
292,323,036
61,374
375
738,409
3,737,955
2,767,202
678,559
463,275
29,564,692

Security Name
INTERDIGITAL INC
INTERFACE INC CLASS A
INTERLEUKIN GENETICS INC
INTERLINE BRANDS INC
INTERMEC INC
INTERMUNE INC
INTERNAP NETWORK SERVICES
INTERNATIONAL BANCSHARES CRP
INTERNATIONAL COAL GROUP INC
INTERNET BRANDS INC CL A
INTERNET CAPITAL GROUP INC
INTERPHASE CORP
INTERPUBLIC GROUP OF COS INC
INTERSECTIONS INC
INTERSIL CORP CL A
INTERVAL LEISURE GROUP
INTERVEST BANCSHARES CORP A
INTEST CORP
INTEVAC INC
INTL ASSETS HOLDING CORP
INTL BUSINESS MACHINES CORP
INTL FLAVORS + FRAGRANCES
INTL GAME TECHNOLOGY
INTL RECTIFIER CORP
INTL SHIPHOLDING CORP
INTL SPEEDWAY CORP CL A
INTREPID POTASH INC
INTRICON CORP
INTUIT INC
INTUITIVE SURGICAL INC
INUVO INC
INVACARE CORP
INVENTIV HEALTH INC
INVENTURE FOODS INC
INVERNESS MEDICAL INNOV
INVESCO LTD
INVESCO MORTGAGE CAPITAL
INVESTMENT TECHNOLOGY GROUP
INVESTORS BANCORP INC
INVESTORS CAPITAL HOLDINGS
INVESTORS TITLE CO
INVITEL HOLDINGS A/S ADR
INX INC
ION GEOPHYSICAL CORP
IPASS INC
IPC THE HOSPITALIST CO
IPG PHOTONICS CORP
IRIDEX CORP
Shares
218,119
131,854
123,383
33,122
66,685
43,370
299,514
140,284
557,323
1,521,718
3,468
204,954
4,263
644,814
15,300
779,162
52,594
16,600
142,376
61,832
16,151
3,618,702
163,552
764,982
(39,926)
11,421
115,196
111,761
39,216
840,168
112,882
339,800
167,362
216,563
65,180
134
1,151,283
14,024
187,143
26,603
5,690
4,800
34,396
61,100
267,392
443,570
40,000
113,217
25,800
Book Value
5,365,160
1,105,822
292,001
613,132
1,074,225
1,475,597
2,606,261
2,832,030
2,037,252
39,091,674
25,272
1,830,031
14,334
7,704,422
166,705
14,731,608
951,987
478,766
694,988
957,464
240,488
179,451,082
6,751,690
12,151,764
(533,066)
252,357
4,005,583
3,037,214
171,770
17,926,395
20,164,797
700,795
4,370,154
4,551,143
300,917
30,542
27,886,072
311,506
3,961,534
263,857
29,025
158,791
526,336
464,875
1,840,340
1,136,602
1,135,273
1,432,728
108,180
Market Value
5,385,358
1,416,112
43,184
572,679
683,521
405,510
1,248,973
2,341,340
2,145,694
34,436,478
35,824
1,557,650
6,608
4,597,524
63,495
9,435,652
654,795
90,470
484,078
659,747
258,416
446,837,323
6,937,876
12,010,217
(743,023)
252,747
2,967,449
2,187,163
210,982
29,212,641
35,627,817
57,766
3,471,088
5,544,013
199,451
26,419
19,376,093
280,620
3,005,517
349,031
13,684
150,000
153,406
286,559
930,524
474,620
1,004,000
1,724,295
94,944

Security Name
IRIS INTERNATIONAL INC
IROBOT CORP
IRON MOUNTAIN INC
IRONWOOD PHARMACEUTICALS INC
IRVINE SENSORS CORP
ISHARES RUSSELL 2000 GROWTH IN
ISHARES S+P SMALLCAP 600/BARRA
ISILON SYSTEMS INC
ISIS PHARMACEUTICALS INC
ISLE OF CAPRI CASINOS
ISORAY INC
ISRAMCO INC
ISTA PHARMACEUTICALS INC.
ITAU UNIBANCO HLDNG PREF ADR
ITAU UNIBANCO HOLD ADS ECH
ITC HOLDINGS CORP
ITERIS INC
ITRON INC
ITT CORP
ITT EDUCATIONAL SERVICES INC
IVAX DIAGNOSTICS INC
IVY INVESTMENT VEHICLE LDC
IXIA
IXYS CORPORATION
J + J SNACK FOODS CORP
J CREW GROUP INC
J. ALEXANDERS CORPORATION
J.C. PENNEY CO INC
J2 GLOBAL COMMUNICATIONS INC
JABIL CIRCUIT INC
JACK HENRY + ASSOCIATES INC
JACK IN THE BOX INC
JACKSON HEWITT TAX SERVICE
JACO ELECTRONICS INC
JACOBS ENGINEERING GROUP INC
JAKKS PACIFIC INC
JAMBA INC
JAMES RIVER COAL CO
JANUS CAPITAL GROUP INC
JARDEN CORP
JARDINE MATHESON HLDGS LTD
JARDINE STRATEGIC HLDGS LTD
JAVELIN PHARMACEUTICALS INC
JAZZ PHARMACEUTICALS INC
JDA SOFTWARE GROUP INC
JDS UNIPHASE CORP
JEFFERIES GROUP INC
JEFFERSON BANCSHARES INC/TN
JENNIFER CONVERTIBLES INC
Shares
54,522
116,272
392,376
5,000
3,499
19,088
28,850
68,924
297,830
46,117
10,500
300
105,200
1,034,446
214,967
168,830
38,800
97,438
546,589
134,672
107,200
155,099,936
145,260
83,632
38,042
107,752
19,800
1,014,068
148,395
794,543
237,413
146,292
33,400
31,200
289,625
32,041
163,618
47,054
451,840
423,460
225,476
192,237
23,800
327,275
133,790
843,355
234,227
40,300
23,400
Book Value
756,327
1,824,870
5,965,594
56,250
54,299
1,251,756
1,726,589
423,642
4,599,231
486,099
11,991
2,962
790,876
13,586,586
3,439,472
7,759,759
123,046
6,515,800
11,163,425
10,695,007
482,726
155,099,936
1,570,785
600,668
1,313,029
4,312,766
99,491
28,348,049
3,376,766
11,045,741
3,534,931
3,304,646
133,797
93,176
13,779,578
570,194
148,549
687,722
3,691,951
13,188,337
3,988,262
2,115,926
35,721
2,883,882
2,357,465
120,499,000
3,132,641
564,119
84,578
Market Value
552,853
2,184,751
8,812,765
59,600
840
1,270,879
1,642,719
884,984
2,850,233
427,043
15,015
14,154
230,388
19,849,144
3,871,556
8,932,795
52,380
6,023,617
24,552,778
11,180,469
55,744
157,442,664
1,247,783
739,307
1,601,568
3,966,351
96,624
21,782,181
3,240,947
10,567,422
5,669,422
2,845,379
37,742
15,600
10,553,935
460,750
348,506
749,100
4,012,339
11,378,370
24,709,262
12,482,933
52,360
2,562,563
2,940,704
8,298,613
4,937,505
159,991
14,040

Security Name
JER INVS TR INC
JESUP + LAMONT INC
JETBLUE AIRWAYS CORP
JEWETT CAMERON TRADING LTD
JG WENTWORTH PREFERED STOCK
JIANGSU FUTURE LAND CO LTD B
JM SMUCKER CO/THE
JMP GROUP INC
JO ANN STORES INC
JOE S JEANS INC
JOHN B. SANFILIPPO + SON INC
JOHN BEAN TECHNOLOGIES CORP
JOHNSON + JOHNSON
JOHNSON CONTROLS INC
JOHNSON OUTDOORS INC CL A
JONES APPAREL GROUP INC
JONES LANG LASALLE INC
JONES SODA CO
JOS A BANK CLOTHIERS INC
JOURNAL COMMUNICATIONS INC A
JOY GLOBAL INC
JPMORGAN CHASE + CO
JUNIPER NETWORKS INC
K FED BANCORP
K SEA TRANSPORTATION PARTNER
K SWISS INC CL A
K12 INC
KADANT INC
KAISER ALUMINUM CORP
KAMA CO LTD B
KAMAN CORP
KANSAS CITY LIFE INS CO
KANSAS CITY SOUTHERN
KAPSTONE PAPER AND PACKAGING
KAR AUCTION SERVICES INC
KATY INDUSTRIES INC
KAYDON CORP
KB HOME
KBC BLUE DIAMOND FUND
KBR INC
KBW INC
KEARNY FINANCIAL CORP
KEITHLEY INSTRUMENTS INC
KELLOGG CO
KELLY SERVICES INC CL A
KENDLE INTERNATIONAL INC
KENEXA CORP
KENNAMETAL INC
KENNETH COLE PRODUCTIONS A
Shares
23,109
221,200
563,157
13,390
72
50,400
300,226
57,100
110,293
158,700
13,200
56,738
7,591,662
2,220,718
8,200
249,164
126,913
64,200
67,951
103,665
501,160
11,953,933
1,423,855
28,726
8,170
40,779
49,791
18,553
33,460
36,700
20,322
21,174
352,781
162,532
7,900
40,700
63,567
181,784
211,613,005
478,543
93,402
4,500
66,000
681,788
141,298
78,200
35,721
291,063
40,100
Book Value
1,322,703
523,887
5,464,233
123,762
517,678
34,747
4,760,312
443,667
2,728,654
773,811
317,063
825,001
194,734,587
37,142,639
114,187
5,294,369
7,657,863
442,221
1,511,237
320,884
15,068,779
281,779,604
61,556,723
422,405
157,848
649,621
997,250
258,015
2,011,237
25,865
462,007
659,059
5,641,651
1,453,225
115,323
190,467
2,096,180
2,577,431
216,728,054
7,878,542
2,299,284
58,758
1,050,060
22,972,564
2,710,177
2,196,541
1,034,792
5,884,566
715,645
Market Value
1,733
9,954
3,091,732
89,713
121,802
25,805
18,079,610
353,449
4,137,090
314,226
191,004
865,255
448,363,558
59,670,693
92,250
3,949,249
8,330,569
75,756
3,668,674
411,550
25,103,104
437,633,487
32,492,371
260,832
40,196
457,948
1,104,364
323,193
1,160,058
17,102
449,523
626,115
12,823,589
1,810,606
97,723
70,411
2,088,812
1,999,624
209,352,554
9,733,565
2,002,539
41,220
582,780
34,293,936
2,101,101
900,864
428,652
7,401,732
441,501

Security Name
KENSEY NASH CORP
KENTUCKY FIRST FEDERAL BANCO
KERYX BIOPHARMACEUTICALS
KEWAUNEE SCIENTIFIC CP
KEY ENERGY SERVICES INC
KEY TECHNOLOGY INC
KEY TRONIC CORP
KEYCORP
KEYNOTE SYSTEMS INC
KFORCE INC
KID BRANDS INC
KIMBALL INTERNATIONAL B
KIMBERLY CLARK CORP
KINDER MORGAN ENERGY PRTNRS
KINDER MORGAN MGMT LLC
KINDRED HEALTHCARE INC
KINETIC CONCEPTS INC
KING PHARMACEUTICALS INC
KIRBY CORP
KIRKLAND S INC
KLA TENCOR CORPORATION
KMG CHEMICALS INC
KNIGHT CAPITAL GROUP INC A
KNIGHT TRANSPORTATION INC
KNIGHTSBRIDGE TANKERS LTD
KNOLL INC
KNOLOGY INC
KNOT INC/THE
KODIAK OIL + GAS CORP
KOHLS CORP
KONA GRILL INC
KONINKLIJKE AHOLD NV
KONINKLIJKE PHILIPS ELECTRS N
KOPIN CORP
KOPPERS HOLDINGS INC
KORN/FERRY INTERNATIONAL
KOSS CORP
KRAFT FOODS INC CLASS A
KRATON PERFORMANCE POLYMERS
KRATOS DEFENSE + SECURITY
KRISPY KREME DOUGHNUTS INC
KRISPY KREME DOUGHNUTS INC
KROGER CO
KRONOS WORLDWIDE INC
KSW INC
KULICKE + SOFFA INDUSTRIES
KV PHARMACEUTICAL CO CL A
KVH INDUSTRIES INC
L 1 IDENTITY SOLUTIONS INC
Shares
66,061
5,612
118,447
8,100
569,840
28,567
26,400
2,640,226
59,900
144,523
131,000
166,335
1,140,704
82,530
42,489
158,470
155,244
443,541
99,332
94,603
304,898
41,550
284,688
69,316
4,900
59,676
74,158
119,455
364,032
779,951
18,200
17,346
135,590
510,565
52,983
76,897
20,416
4,242,555
104,100
36,532
261,939
25,939
1,975,927
9,023
40,987
126,116
176,825
31,667
175,141
Book Value
1,498,708
56,130
109,340
83,908
7,989,214
599,429
64,680
22,400,170
710,304
1,417,013
904,714
1,846,985
39,274,902
4,311,773
1,685,180
2,793,153
8,777,688
4,379,984
3,213,322
1,471,923
7,695,873
632,099
4,129,377
563,052
95,267
678,239
759,107
2,163,399
860,286
16,462,790
39,385
217,334
3,963,267
858,007
1,613,254
1,214,855
193,686
135,540,020
1,413,932
761,040
862,011
23,439,115
134,356
226,348
590,121
581,054
411,762
2,191,471
Market Value
1,566,306
50,452
433,516
89,262
5,231,131
385,655
135,960
20,303,338
540,298
1,842,668
920,930
919,833
69,160,884
5,369,402
2,404,453
2,034,755
5,667,958
3,366,476
3,799,449
1,596,426
8,500,556
596,658
3,925,848
1,402,956
86,191
793,094
810,547
929,360
1,161,262
37,047,673
66,794
214,223
4,046,006
1,730,815
1,191,058
1,068,868
107,388
118,791,540
1,956,039
383,586
882,734
2,335
38,906,003
175,949
127,060
885,334
148,533
393,304
1,434,405

Security Name
L 3 COMMUNICATIONS HLDGS INC
L N B BANCORP INC
L+L ENERGY INC
LA Z BOY INC
LABARGE INC
LABORATORY CRP OF AMER HLDGS
LABRANCHE + CO INC
LACLEDE GROUP INC/THE
LACROSSE FOOTWEAR INC
LADENBURG THALMANN FINANCIAL
LADISH CO INC
LAKE SHORE BANCORP INC
LAKELAND BANCORP INC
LAKELAND FINANCIAL CORP
LAKELAND INDUSTRIES INC
LAKES ENTERTAINMENT INC
LAM RESEARCH CORP
LAMAR ADVERTISING CO CL A
LAN AIRLINES SA SPON ADR
LANCASTER COLONY CORP
LANCE INC
LANDAUER INC
LANDEC CORP
LANDMARK BANCORP INC
LANDRY S RESTAURANTS INC
LANDSDOWNE EUROPEAN STRATEGIC
LANDSTAR SYSTEM INC
LANNETT CO INC
LANSDOWNE EUROPEAN STRATEGIC
LANTRONIX INC
LANTRONIX INC
LAS VEGAS SANDS CORP
LASERCARD CORP
LATTICE SEMICONDUCTOR CORP
LAWSON PRODUCTS INC
LAWSON SOFTWARE INC
LAYNE CHRISTENSEN COMPANY
LAZARD LTD CL A
LAZARE KAPLAN INTERNATIONAL
LCA VISION INC
LEAP WIRELESS INTL INC
LEAPFROG ENTERPRISES INC
LEAR CORP
LEAR CORP
LEAR CORP
LEAR CORP
LEARNING TREE INTERNATIONAL
LECG CORP
LECROY CORP
Shares
496,035
6,667
103,450
133,464
47,992
312,065
64,300
85,918
18,500
203,899
78,477
6,475
114,687
57,111
14,546
(2,600)
469,827
154,605
33,203
89,989
184,350
20,762
108,816
5,466
81,761
170,000,000
131,840
83,300
25,000,000
41,933
1,202
1,155,218
39,500
376,311
21,537
298,591
91,030
23,922
45,000
65,500
100,111
139,519
260,295
41,130
6,561
20,489
57,100
30,900
76,156
Book Value
33,418,556
76,539
1,159,209
1,308,531
532,187
14,391,406
313,567
2,315,979
137,268
119,887
1,824,047
60,852
857,446
1,152,747
150,453
(3,549)
13,785,698
5,866,621
677,894
3,639,099
3,275,402
1,217,188
694,602
122,938
1,952,747
170,000,000
5,935,314
679,986
25,000,000
371,508
27,922,067
675,867
3,532,233
363,351
2,125,828
2,576,351
820,872
377,873
467,061
3,863,776
1,843,332
5,232
2,958,020
274,579
933,336
775,722
112,287
1,475,175
Market Value
35,139,119
33,602
889,670
991,638
547,589
23,514,098
275,204
2,846,463
311,540
254,874
1,782,997
53,095
977,133
1,141,078
133,241
(3,978)
17,881,616
3,790,915
742,644
4,801,813
3,039,932
1,263,991
640,926
92,977
1,999,874
188,331,440
5,140,442
380,681
47,415,550
169,829
25,576,527
176,170
1,633,190
365,698
2,179,714
2,209,298
638,957
112,500
362,870
1,299,441
560,866
5,232
2,722,806
514,876
1,537,075
619,535
80,340
364,787

Security Name
LECTEC CORP
LEE ENTERPRISES
LEGACY BANCORP INC
LEGG MASON INC
LEGGETT + PLATT INC
LEMAITRE VASCULAR INC
LENDER PROCESSING SERVICES
LENNAR CORP CL A
LENNOX INTERNATIONAL INC
LEUCADIA NATIONAL CORP
LEVEL 3 COMMUNICATIONS INC
LEXICON PHARMACEUTICALS INC
LEXMARK INTERNATIONAL INC A
LG DISPLAY CO LTD ADR
LHC GROUP INC
LIBBEY INC
LIBERTY GLOBAL INC A
LIBERTY MEDIA CORP CAP SER A
LIBERTY MEDIA CORP INTER A
LIBERTY MEDIA STARZ SERIES A
LICT CORP
LIFE PARTNERS HOLDINGS INC
LIFE TECHNOLOGIES CORP
LIFE TIME FITNESS INC
LIFEPOINT HOSPITALS INC
LIFETIME BRANDS INC
LIFEWAY FOODS INC
LIGAND PHARMACEUTICALS INC
LIGAND PHARMACEUTICALS INC
LIGAND PHARMACEUTICALS INC.
LIGAND PHARMACEUTICALS INC.
LIGHTPATH TECHNOLOGIES INC A
LIME ENERGY CO
LIMELIGHT NETWORKS INC
LIN TV CORP CL A
LINCARE HOLDINGS INC
LINCOLN EDUCATIONAL SERVICES
LINCOLN ELECTRIC HOLDINGS
LINCOLN NATIONAL CORP
LINDSAY CORP
LINEAR TECHNOLOGY CORP
LINN ENERGY LLC UNITS
LIONBRIDGE TECHNOLOGIES INC
LIONS GATE ENTERTAINMENT W/D
LIQUIDITY SERVICES INC
LITHIA MOTORS INC CL A
LITTELFUSE INC
LIVE NATION ENTERTAINMENT IN
LIVEPERSON INC
Shares
900
349,385
59,849
537,188
601,681
5,347
208,454
501,010
202,567
419,294
3,967,699
515,418
192,930
42,824
81,627
52,500
823,667
221,484
2,142,178
84,883
88
106,871
600,301
94,465
137,564
46,436
97,746
110,383
110,383
110,383
110,383
1,923
32,700
111,402
133,948
392,290
54,595
121,434
795,795
10,098
191,585
2,892
463,955
36,800
36,131
88,335
69,190
411,382
67,346
Book Value
3,661
732,517
833,474
17,168,903
6,837,847
17,438
5,293,987
7,453,998
4,698,300
5,873,437
63,468,567
902,211
6,468,800
743,528
2,557,469
521,683
21,768,188
4,900,264
31,800,586
4,338,789
201,907
2,068,186
18,620,835
3,160,815
4,163,557
673,278
1,167,679
7,864
125,062
395,473
719,835
3,454,554
1,113,037
7,641,423
12,948,510
522,506
2,465,608
53,720
1,436,286
221,720
587,913
784,690
1,822,149
5,078,475
426,483
Market Value
2,691
897,919
527,868
15,057,380
12,069,721
29,943
6,526,695
6,969,049
8,420,710
8,180,426
4,324,792
659,735
6,372,478
689,466
2,265,149
681,450
21,407,105
9,282,394
22,492,869
4,400,335
216,480
2,186,581
28,364,222
3,003,042
4,319,510
678,894
952,046
5,519
14,350
6,071
7,727
3,058
112,161
489,055
724,659
12,753,348
1,124,111
6,191,920
19,329,861
320,006
5,327,979
76,783
2,120,274
256,864
468,258
545,910
2,187,096
4,298,942
461,994

Security Name
LIVEWIRE MOBILE INC
LIZ CLAIBORNE INC
LKQ CORP
LM CAPITAL CORP
LMI AEROSPACE INC
LOCAL.COM CORP
LOCKHEED MARTIN CORP
LODGENET INTERACTIVE CORP
LOEWS CINEPLEX ENTMT CORP
LOEWS CORP
LOGIC DEVICES INC
LOGITECH INTERNATIONAL REG
LOGMEIN INC
LOJACK CORPORATION
LOOKSMART LTD
LOOPNET INC
LORAL SPACE + COMMUNICATIONS
LORILLARD INC
LOUISIANA BANCORP INC
LOUISIANA PACIFIC CORP
LOWE S COS INC
LRAD CORP
LSB CORP
LSB INDUSTRIES INC
LSI CORP
LSI INDUSTRIES INC
LSR GROUP OJSC GDR REG S
LTD BRANDS INC
LTX CREDENCE CORP
LUBRIZOL CORP
LUBY S INC
LUCAS ENERGY INC
LUFKIN INDUSTRIES INC
LUKOIL OAO SPON ADR
LUKOIL OAO SPON ADR
LULULEMON ATHLETICA INC
LUMBER LIQUIDATORS HOLDINGS
LUMINEX CORP
LUNA INNOVATIONS INC
LYDALL INC
LYONDELLBASELL INDU CL A
LYONDELLBASELL INDU CL B
LYRIS INC
M + F WORLDWIDE CORP
M + T BANK CORP
M/I HOMES INC
MAC GRAY CORP
MACATAWA BANK CORP
MACE SECURITY INTL INC
Shares
12,710
137,694
431,908
106,647
60,216
36,200
824,792
122,965
78,000
1,033,620
114,400
19,930
2,513
42,469
146,140
99,812
60,530
30,300
5,425
470,721
4,215,967
43,800
17,056
117,751
1,982,738
20,847
545,900
736,366
352,797
334,797
9,800
23,500
178,281
779,461
779,241
14,120
77,431
192,325
61,800
84,300
77,063
78,989
36,300
48,265
244,808
43,301
40,400
42,376
71,154
Book Value
671,080
977,456
7,203,061
106,647
1,020,451
464,921
28,362,511
98,681
26,752,159
308,084
351,382
70,370
175,618
1,414,600
1,666,235
1,598,556
2,231,825
65,279
4,900,011
45,412,690
228,074
276,701
1,541,815
17,095,776
150,277
5,512,529
10,894,219
927,414
20,797,496
46,417
17,921
5,976,590
44,053,472
49,319,216
335,539
1,764,894
3,480,856
554,608
879,880
309,867
1,340,624
23,392
1,589,282
8,063,711
459,240
201,206
351,866
163,745
Market Value
43,214
581,069
8,327,186
7,089,599
949,606
247,608
61,447,004
456,200
34,429,882
137,280
267,261
65,916
156,711
172,445
1,230,682
2,585,842
2,180,994
76,004
3,149,123
86,090,046
54,750
222,154
1,567,266
9,120,595
101,733
4,148,840
16,251,598
998,416
26,887,547
37,730
53,110
6,951,176
40,454,026
40,130,912
525,546
1,806,465
3,119,512
135,960
644,052
1,157,464
1,181,091
12,342
1,307,982
20,796,440
417,422
450,056
50,851
41,984

Security Name
MACQUARIE INFRASTRUCTURE CO
MACY S INC
MADISON SQUARE GAR INC A
MAGELLAN HEALTH SERVICES INC
MAGELLAN PETROLEUM CORP
MAGMA DESIGN AUTOMATION INC
MAGNETEK INC
MAGNIT OJSC SPON GDR 144A
MAGNIT OJSC SPON GDR REGS
MAGNIT OJSC SPON GDR REGS
MAGNITOGORS SPON GDR REGS
MAGNITOGORS SPON GDR REGS
MAGNUM HUNTER RESOURCES CORP
MAGYAR TELEKOM TELE SPON ADR
MAIDEN HOLDINGS LTD
MAIDENFORM BRANDS INC
MAINE + MARITIMES CORP
MAINSOURCE FINANCIAL GROUP I
MAJESCO ENTERTAINMENT CO
MAJESTIC CAPITAL LTD
MAKEMUSIC INC
MAKO SURGICAL CORP
MANAGEMENT NETWORK GROUP INC
MANHATTAN ASSOCIATES INC
MANITEX INTERNATIONAL INC
MANITOWOC COMPANY INC
MANNATECH INC
MANNKIND CORP
MANPOWER INC
MANTECH INTERNATIONAL CORP A
MAP PHARMACEUTICALS INC
MARATHON OIL CORP
MARCHEX INC CLASS B
MARCUS CORPORATION
MARIDIVE + OIL SERVICE
MARINE PRODUCTS CORP
MARINEMAX INC
MARINER ENERGY INC
MARKEL CORP
MARKET LEADER INC
MARKETAXESS HOLDINGS INC
MARLIN BUSINESS SERVICES
MARQUEE FUND
MARRIOTT INTERNATIONAL CL A
MARSH + MCLENNAN COS
MARSHALL + ILSLEY CORP
MARTEK BIOSCIENCES CORP
MARTEN TRANSPORT LTD
MARTHA STEWART LIVING CL A
Shares
13,500
1,488,709
149,710
58,863
270,500
263,300
115,900
729,812
286,906
72,650
111,115
85,868
100,400
58,600
16,500
66,093
3,900
84,957
22,900
11,100
1,100
125,000
53,440
120,328
6,800
203,950
2,800
378,704
289,391
12,360
215,981
2,065,206
58,280
(1,631)
527,475
159,843
48,489
282,810
24,802
205,670
296,013
49,583
130,000,000
748,082
1,387,774
1,313,017
158,350
78,093
158,225
Book Value
180,196
24,823,680
852,890
2,180,649
319,179
2,274,156
583,955
7,851,223
1,045,985
944,450
593,156
1,474,096
232,545
1,157,350
107,931
682,642
121,981
540,736
16,252
43,177
4,583
906,250
1,166,960
2,539,300
26,749
1,105,117
8,691
2,310,504
10,505,443
475,244
3,470,089
36,004,614
1,167,435
(4,740)
2,302,948
807,812
452,501
5,466,105
5,100,872
857,466
4,038,349
596,106
130,000,000
23,545,383
24,308,958
15,718,067
5,825,828
1,447,179
989,221
Market Value
172,665
26,647,891
2,944,796
2,137,904
495,015
747,772
106,628
10,217,368
4,016,684
1,256,119
1,032,258
1,034,256
437,744
795,788
108,405
1,345,653
172,809
609,142
16,259
3,108
6,105
1,556,250
143,754
3,315,036
12,240
1,864,103
5,572
2,419,919
12,495,903
526,165
2,833,671
64,207,255
224,378
(15,429)
1,656,272
904,711
336,514
6,074,759
8,432,680
405,170
4,082,019
599,458
127,015,590
22,397,567
31,294,304
9,427,462
3,754,479
1,622,773
778,467

Security Name
MARTIN MARIETTA MATERIALS
MARVELL TECHNOLOGY GROUP LTD
MASCO CORP
MASIMO CORPORATION
MASSEY ENERGY CO
MASTEC INC
MASTECH HOLDINGS INC
MASTERCARD INC CLASS A
MATERIAL SCIENCES CORP
MATRIX SERVICE CO
MATRIXX INITIATIVES INC
MATTEL INC
MATTHEWS INTL CORP CLASS A
MATTSON TECHNOLOGY INC
MAUI LAND + PINEAPPLE CO
MAXIM INTEGRATED PRODUCTS
MAXIMUS INC
MAXWELL TECHNOLOGIES INC
MAXXAM INC
MAXYGEN INC
MAYFLOWER BANCORP INC
MB FINANCIAL INC
MBIA INC
MBT FINANCIAL CORP
MCAFEE INC
MCCLATCHY CO CLASS A
MCCORMICK + CO NON VTG SHRS
MCCORMICK + SCHMICK S SEAFOO
MCDERMOTT INTL INC
MCDONALD S CORP
MCGRATH RENTCORP
MCGRAW HILL COMPANIES INC
MCKESSON CORP
MCMORAN EXPLORATION CO
MDC HOLDINGS INC
MDRNA INC
MDU RESOURCES GROUP INC
MEAD JOHNSON NUTRITION CO
MEADE INSTRUMENTS CORP
MEADOWBROOK INSURANCE GROUP
MEADWESTVACO CORP
MEASUREMENT SPECIALTIES INC
MECHANICAL TECHNOLOGY INC
MECHEL SPONSORED ADR
MEDALLION FINANCIAL CORP
MEDASSETS INC
MEDCATH CORPORATION
MEDCO HEALTH SOLUTIONS INC
MEDIA GENERAL INC CL A
Shares
75,648
2,000,946
1,517,441
88,553
179,378
163,363
22,098
251,043
31,950
79,500
8,400
1,228,621
15,170
157,285
4,200
828,809
28,147
26,762
80
37,176
13,000
91,082
279,918
54,400
492,339
340,399
252,469
53,500
754,306
2,713,394
116,032
910,906
1,017,059
456,066
140,834
73,259
521,560
334,331
10,750
306,293
436,397
42,650
64,847
102,100
38,899
120,424
84,900
1,338,713
128,380
Book Value
(831,052)
51,622,348
21,179,040
2,413,476
3,359,195
2,014,131
41,323
36,649,932
443,904
632,400
41,168
21,231,853
657,736
165,533
142,829
12,078,915
1,005,854
408,239
313,240
238,573
254,103
2,188,080
2,748,904
652,253
12,917,957
2,473,354
94,900
814,350
12,942,099
35,582,489
2,841,909
17,858,904
34,574,699
6,089,674
6,688,097
172,042
5,223,763
11,362,565
450,599
2,104,091
8,772,292
866,519
253,713
2,605,607
359,952
1,994,106
817,733
35,858,621
531,651
Market Value
6,415,707
31,534,909
16,327,665
2,108,447
4,905,988
1,535,612
67,620
50,090,610
96,170
740,145
38,640
25,997,620
444,178
596,110
15,666
13,865,975
1,628,867
305,087
64,000
205,583
101,400
1,674,998
1,570,340
123,488
15,124,654
1,239,052
9,583,723
399,110
16,338,268
178,731,263
2,643,209
25,632,895
68,305,682
5,066,893
3,795,476
66,006
9,403,727
16,756,670
34,938
2,643,309
9,688,013
584,305
38,908
1,852,094
256,733
2,779,386
667,314
73,736,312
1,252,989

Security Name
MEDIA SCIENCES INTL INC
MEDIACOM COMMUNICATIONS CL A
MEDICAL ACTION IND INC
MEDICINES COMPANY
MEDICINOVA INC
MEDICIS PHARMACEUTICAL CL A
MEDIDATA SOLUTIONS INC
MEDIFAST INC
MEDIVATION INC
MEDIWARE INFORMATION SYSTEMS
MEDNAX INC
MEDQUIST INC
MEDTOX SCIENTIFIC INC
MEDTRONIC INC
MELA SCIENCES INC
MELLANOX TECHNOLOGIES LTD
MEMC ELECTRONIC MATERIALS
MEN S WEARHOUSE INC/THE
MENTOR GRAPHICS CORP
MERCADOLIBRE INC
MERCANTILE BANCORP QUINCY
MERCANTILE BANK CORP
MERCER INSURANCE GROUP INC
MERCER INTERNATIONAL INC
MERCHANTS BANCSHARES INC
MERCK CO INC
MERCURY COMPUTER SYSTEMS INC
MERCURY GENERAL CORP
MEREDITH CORP
MERGE HEALTHCARE INC
MERIDIAN BIOSCIENCE INC
MERIDIAN INTERSTATE BANCORP
MERISANT CO
MERIT MEDICAL SYSTEMS INC
MERITAGE HOMES CORP
MERRIMAN CURHAN FORD GROUP
MERU NETWORKS INC
MESA LABORATORIES INC
MET PRO CORP
META FINANCIAL GROUP INC
METABOLIX INC
METALICO INC
METALLINE MINING CO
METHODE ELECTRONICS INC
METLIFE INC
METRO BANCORP INC
METRO HEALTH NETWORKS INC
METROCORP BANCSHARES INC
METROPCS COMMUNICATIONS INC
Shares
2,800
83,281
46,625
313,485
10,300
98,777
60,673
64,933
83,924
43,169
126,063
17,724
41,379
2,782,947
50,400
73,531
307,275
135,010
324,977
800
12,200
33,328
41,327
41,500
23,093
7,881,291
77,975
55,308
201,467
150,500
111,396
12,197
592
155,651
121,718
35,900
8,000
9,800
84,269
11,310
65,200
257,381
110,900
57,523
2,329,338
25,303
151,700
25,300
696,718
Book Value
3,713
551,945
408,011
4,811,226
37,035
1,295,391
958,320
1,955,143
1,795,984
385,768
4,122,943
149,950
310,471
37,973,630
459,648
1,637,236
7,064,999
2,695,061
4,833,305
17,991
204,206
251,831
755,011
116,392
628,866
132,714,200
730,338
2,167,400
4,816,566
391,300
2,070,781
116,394
117,103
2,240,110
2,222,668
125,497
120,000
87,997
832,690
242,848
850,009
1,475,039
299,303
459,385
85,339,222
326,712
389,440
212,569
10,911,951
Market Value
949
559,648
559,034
2,385,621
48,925
2,161,241
939,825
1,682,414
741,888
388,521
7,010,363
140,197
508,962
100,937,488
374,976
1,610,329
3,035,877
2,478,784
2,876,046
42,040
34,770
178,971
699,253
165,170
513,126
275,608,746
914,647
2,291,964
6,271,668
440,965
1,893,732
132,947
36,935
2,501,312
1,981,569
19,745
94,880
235,396
906,734
331,383
933,012
1,024,376
66,540
560,274
87,955,803
312,239
565,841
71,093
5,706,120

Security Name
METTLER TOLEDO INTERNATIONAL
MEXCO ENERGY CORP
MF GLOBAL HOLDINGS LTD
MFRI INC
MGE ENERGY INC
MGIC INVESTMENT CORP
MGM RESORTS INTERNATIONAL
MGP INGREDIENTS INC
MICHAEL BAKER CORP
MICREL INC
MICROCHIP TECHNOLOGY INC
MICROFINANCIAL INC
MICROMET INC
MICRON TECHNOLOGY INC
MICRONETICS INC
MICROS SYSTEMS INC
MICROSEMI CORP
MICROSOFT CORP
MICROSTRATEGY INC CL A
MICROTUNE INC
MICROVISION INC
MICRUS ENDOVASCULAR CORP
MIDAS INC
MIDDLEBROOK PHARMACEUTICALS
MIDDLEBURG FINANCIAL CORP
MIDDLEBY CORP
MIDDLESEX WATER CO
MIDSOUTH BANCORP INC
MIDWEST BANC HOLDINGS INC
MIDWESTONE FINANCIAL GROUP I
MILESTONE SCIENTIFIC INC
MILLER INDUSTRIES INC/TENN
MILLICOM INTL CELLULAR S.A.
MILLIPORE CORP
MINDRAY MEDICAL INTL LTD ADR
MINDSPEED TECHNOLOGIES INC
MINE SAFETY APPLIANCES CO
MINERALS TECHNOLOGIES INC
MINES MANAGEMENT INC
MIPS TECHNOLOGIES INC
MIRANT CORP
MISONIX INC
MITCHAM INDUSTRIES INC
MKS INSTRUMENTS INC
MKTG INC
MMC NORILSK NICKEL JSC ADR
MMC NORILSK NICKEL JSC ADR
MOBILE MINI INC
MOBILE TELESYSTEMS SP ADR
Shares
105,801
14,900
398,629
19,400
40,200
349,460
943,412
27,900
41,306
56,859
204,253
65,690
139,733
3,026,688
109,755
217,582
313,431
25,933,892
21,660
168,850
73,300
56,127
16,600
400,000
10,400
85,160
326,093
26,392
73,953
12,674
2,500
51,870
11,100
92,957
142,571
89,595
65,923
8,567
21,400
92,252
550,690
3,500
24,000
91,987
3,450
726,018
264,000
594,492
3,123,400
Book Value
9,209,630
463,528
6,824,389
206,984
1,397,306
2,342,985
12,963,814
136,181
1,390,082
1,518,345
1,005,748
299,813
668,702
22,064,127
850,332
5,905,603
4,483,994
337,360,047
2,235,983
311,294
142,202
814,126
170,920
975,753
265,702
3,276,127
5,035,937
555,448
83,814
240,382
1,525
376,291
989,898
5,122,799
4,898,199
782,331
2,133,772
440,934
27,373
374,139
16,229,134
5,480
54,240
2,162,193
6,068
9,251,669
3,144,070
10,779,450
70,333,661
Market Value
11,810,566
115,028
2,276,172
116,400
1,448,808
2,407,779
9,094,492
184,977
1,441,579
578,825
5,665,978
229,258
871,934
25,696,581
474,142
6,934,338
4,585,496
596,738,855
1,626,449
359,651
216,968
1,166,880
127,322
44,400
144,664
4,529,660
5,168,574
337,026
1,257
196,194
3,000
698,689
899,877
9,913,864
4,479,581
671,067
1,633,572
407,275
38,306
471,408
5,815,286
7,350
162,000
1,721,997
1,139
10,541,781
3,833,280
9,678,330
62,024,646

Security Name
MOCON INC
MOD PAC CORP
MODINE MANUFACTURING CO
MODUSLINK GLOBAL SOLUTIONS I
MOHAWK INDUSTRIES INC
MOL HUNGARIAN OIL SP ADR
MOLECULAR INSIGHT PHARMACEUT
MOLEX INC
MOLEX INC CL A
MOLINA HEALTHCARE INC
MOLSON COORS BREWING CO B
MOMENTA PHARMACEUTICALS INC
MONARCH CASINO + RESORT INC
MONARCH COMMUNITY BANCORP
MONARCH FINANCIAL HOLDINGS
MONEYGRAM INTERNATIONAL INC
MONOLITHIC POWER SYSTEMS INC
MONOTYPE IMAGING HOLDINGS IN
MONRO MUFFLER BRAKE INC
MONSANTO CO
MONSTER WORLDWIDE INC
MONTPELIER RE HOLDINGS LTD
MOODY S CORP
MOOG INC CLASS A
MORGAN STANLEY
MORGAN STANLEY CAP SVCS BOC
MORGANS HOTEL GROUP CO
MORNINGSTAR INC
MORTON S RESTAURANT GROUP
MOSAIC CO/THE
MOSYS INC
MOTORCAR PARTS OF AMERICA IN
MOTOROLA INC
MOTRICITY INC
MOVADO GROUP INC
MOVE INC
MOVIE GALLERY INC
MRV COMMUNICATIONS INC
MSC INDUSTRIAL DIRECT CO A
MSCI INC A
MTR GAMING GROUP INC
MTS SYSTEMS CORP
MUELLER INDUSTRIES INC
MUELLER WATER PRODUCTS INC A
MULTI COLOR CORP
MULTI FINELINE ELECTRONIX IN
MULTIBAND CORP
MULTIMEDIA GAMES INC
MURPHY OIL CORP
Shares
18,100
2,375
327,254
83,855
97,368
44,555
54,138
19,411
371,800
32,161
340,630
88,820
48,200
9,854
3,000
138,503
150,261
65,071
78,790
1,449,021
79,691
694,743
518,157
94,789
3,832,360
(310,000)
27,610
16,850
36,400
475,608
86,643
25,100
5,500,686
20,010
8,284
301,506
230,000
769,099
126,848
338,142
96,300
6,754
55,329
414,395
44,637
92,708
7,600
119,300
664,452
Book Value
148,253
14,060
2,935,436
659,815
4,005,535
1,796,991
196,509
467,556
6,747,845
858,737
11,843,611
964,620
499,992
97,633
24,291
415,509
3,088,872
554,823
2,077,678
39,346,283
4,865,124
11,868,718
5,429,400
1,641,268
80,700,354
(310,000)
49,571
2,241,454
417,660
16,708,971
503,396
111,384
36,521,983
199,567
180,585
936,089
720,989
4,318,580
10,136,922
920,956
185,945
1,391,265
2,971,169
518,433
2,203,980
19,049
1,231,529
27,464,837
Market Value
194,394
10,569
2,513,311
505,646
4,455,560
1,726,506
89,328
354,057
5,744,310
926,237
14,429,087
1,088,933
488,266
10,642
22,500
339,332
2,683,661
586,290
3,114,569
66,973,751
928,400
10,372,513
10,321,687
3,055,049
88,949,076
(310,000)
170,078
716,462
188,552
18,539,200
382,962
160,138
35,864,473
176,088
88,473
618,087
999,829
6,426,120
9,265,091
156,006
195,866
1,361,093
1,537,405
457,083
2,313,992
12,084
536,850
32,923,597

Security Name
MUTUALFIRST FINANCIAL INC
MWI VETERINARY SUPPLY INC
MYERS INDUSTRIES INC
MYLAN INC
MYR GROUP INC/DELAWARE
MYREXIS INC
MYRIAD GENETICS INC
N B T BANCORP INC
N VIRO INTERNATIONAL CORP
NABI BIOPHARMACEUTICALS
NABORS INDUSTRIES LTD
NACCO INDUSTRIES CL A
NALCO HOLDING CO
NAM TAI ELECTRONICS INC
NANOMETRICS INC
NANOPHASE TECHNOLOGIES CORP
NANOSPHERE INC
NAPCO SECURITY TECHNOLOGIES
NARA BANCORP INC
NASB FINANCIAL INC
NASDAQ OMX GROUP/THE
NASH FINCH CO
NATHAN S FAMOUS INC
NATIONAL BANKSHARES INC/VA
NATIONAL BEVERAGE CORP
NATIONAL CINEMEDIA INC
NATIONAL COAL CORP
NATIONAL DENTEX CORP
NATIONAL ENERGY
NATIONAL ENERGY GROUP INC
NATIONAL FINANCIAL PARTNERS
NATIONAL FUEL GAS CO
NATIONAL GRID PLC SP ADR
NATIONAL HEALTHCARE CORP
NATIONAL INSTRUMENTS CORP
NATIONAL INTERSTATE CORP
NATIONAL OILWELL VARCO INC
NATIONAL PRESTO INDS INC
NATIONAL RESEARCH CORP
NATIONAL SEMICONDUCTOR CORP
NATIONAL TECHNICAL SYSTEM
NATL PENN BCSHS INC
NATL WESTERN LIFE INS CL A
NATURAL ALTERNATIVES INTL
NATURAL GAS SERVICES GROUP
NATURAL HEALTH TRENDS CORP
NATUS MEDICAL INC
NAUGATUCK VALLEY FINANCIAL
NAUTILUS INC
Shares
27,574
9,994
91,644
988,580
25,122
96,714
273,303
77,903
7,900
147,682
739,149
36,842
493,810
81,600
165,464
23,826
109,522
89,460
149,185
19,710
458,527
35,187
2,900
3,887
9,984
68,429
29,487
24,350
595,856
85,300
231,280
204,564
10,594
11,105
170,396
22,475
1,230,520
8,240
25,300
502,446
28,010
364,382
6,307
14,300
47,110
42,000
135,354
17,100
138,400
Book Value
482,743
387,957
883,803
8,697,623
455,830
468,125
6,026,811
1,761,994
27,008
736,584
14,644,494
3,259,133
10,485,866
407,940
1,699,750
26,190
643,131
153,671
1,120,062
444,537
13,908,633
1,192,185
39,672
72,842
103,670
777,495
149,305
388,390
5,833
351,188
2,688,032
4,013,058
405,289
584,520
2,632,429
406,185
31,017,712
566,858
393,655
6,825,413
119,309
4,113,347
1,246,014
103,234
429,075
24,715
2,391,876
170,083
532,383
Market Value
184,746
502,298
741,400
16,845,403
419,286
363,645
4,085,880
1,590,779
23,305
803,390
13,023,805
3,270,096
10,103,353
336,192
1,669,532
27,638
477,516
168,632
1,257,630
298,607
8,152,610
1,201,988
45,066
94,182
122,604
1,140,027
17,692
410,298
6,979
409,440
2,259,606
9,385,396
390,177
382,678
5,415,185
445,455
40,693,296
765,166
609,983
6,762,923
202,792
2,189,936
963,457
90,805
712,774
9,870
2,204,917
106,875
210,368

Security Name
NAVARRE CORP
NAVIGANT CONSULTING INC
NAVIGATORS GROUP INC
NAVIOS MARITIME HOLDINGS INC
NAVISITE INC
NAVISTAR INTERNATIONAL
NBTY INC
NCI BUILDING SYSTEMS INC
NCI INC CLASS A
NCR CORPORATION
NEENAH PAPER INC
NEKTAR THERAPEUTICS
NELNET INC CL A
NEOGEN CORP
NEOPROBE CORP
NEOSTEM INC
NEPHROS INC
NESS TECHNOLOGIES INC
NET 1 UEPS TECHNOLOGIES INC
NET SERVICOS DE COMUNICACAO
NETAPP INC
NETBANK INC
NETEASE.COM INC ADR
NETEZZA CORP
NETFLIX INC
NETGEAR INC
NETLOGIC MICROSYSTEMS INC
NETSCOUT SYSTEMS INC
NETSOL TECHNOLOGIES INC
NETSUITE INC
NETWORK EQUIPMENT TECH INC
NEURALSTEM INC
NEUROBIOLOGICAL TECHNOLOGIES
NEUROCRINE BIOSCIENCES INC
NEUROGESX INC
NEUROMETRIX INC
NEUSTAR INC CLASS A
NEUTRAL TANDEM INC
NEVADA GOLD + CASINOS INC
NEW CENTURY BANCORP INC
NEW ENGLAND BANCSHARES INC
NEW FRONTIER MEDIA INC
NEW HAMPSHIRE THRIFT BANCSHS
NEW JERSEY RESOURCES CORP
NEW MOUNTAIN CAPITAL
NEW YORK + CO
NEW YORK COMMUNITY BANCORP
NEW YORK TIMES CO CL A
NEWALLIANCE BANCSHARES INC
Shares
153,140
146,636
81,013
4,100
11,700
232,105
203,963
228,019
16,344
225,019
56,569
298,110
197,715
95,568
111,900
2,800
137,500
79,300
16,800
57,400
1,352,040
4,817
343,200
61,025
113,259
52,298
158,046
83,321
79,300
9,536
31,300
29,500
61,300
109,105
6,918
45,800
237,886
166,913
135,300
12,198
33,500
73,400
23,000
38,290
198,743,581
319,131
920,175
492,547
377,384
Book Value
740,517
2,068,842
3,385,625
25,178
60,581
8,167,185
4,843,932
2,654,814
475,717
191,271
758,448
2,395,321
3,105,024
1,553,664
50,271
2,633
202,392
392,856
274,017
674,414
30,203,213
24
13,686,811
704,515
4,144,630
954,112
2,840,833
1,180,082
139,244
121,338
72,118
33,154
39,415
527,822
15,310
728,390
6,081,660
3,380,036
316,211
113,646
392,833
592,852
314,852
1,303,623
198,743,581
1,475,778
12,916,603
6,502,010
4,672,763
Market Value
333,845
1,522,082
3,332,065
19,147
30,771
11,419,566
6,936,782
1,908,519
369,048
2,727,230
1,035,213
3,607,131
3,811,945
2,489,546
201,420
5,124
49,500
341,783
225,288
538,986
50,444,612
24
10,882,872
834,822
12,305,590
932,996
4,298,851
1,184,825
58,634
120,535
109,237
73,750
4,230
610,988
45,866
52,212
4,905,209
1,877,771
121,770
67,943
257,615
118,174
241,500
1,347,808
216,566,707
730,810
14,051,072
4,260,532
4,230,475

Security Name
NEWBRIDGE BANCORP
NEWELL RUBBERMAID INC
NEWMARKET CORP
NEWMONT MINING CORP
NEWPARK RESOURCES INC
NEWPORT BANCORP INC
NEWPORT CORP
NEWS CORP CL A
NEWSTAR FINANCIAL INC
NEWTEK BUSINESS SERVICES INC
NEXMED INC
NEXSTAR BROADCASTING GROUP A
NEXTERA ENERGY INC
NEXTWAVE WIRELESS INC
NGAS RESOURCES INC
NIC INC
NICOR INC
NIGHTHAWK RADIOLOGY HOLDINGS
NII HOLDINGS INC
NIKE INC CL B
NIPPON TELEGRAPH + TELE ADR
NISOURCE INC
NL INDUSTRIES
NMT MEDICAL INC
NMV SPECIAL HOLDINGS LLC
NN INC
NOBEL LEARNING COMMUNITIES
NOBILITY HOMES INC
NOBLE CORP
NOBLE ENERGY INC
NOBLE INTL LTD
NOKIA CORP SPON ADR
NORDIC AMER TANKER SHIPPING
NORDSON CORP
NORDSTROM INC
NORFOLK SOUTHERN CORP
NORTECH SYSTEMS INC
NORTEK INC
NORTEL NETWORKS CORP
NORTH AMERICAN GALVANIZING +
NORTH CENTRAL BANCSHARES INC
NORTH ROAD CAPITAL VENTURES
NORTH VALLEY BANCORP
NORTHEAST BANCORP
NORTHEAST UTILITIES
NORTHERN OIL AND GAS INC
NORTHERN STATES FINL CORP
NORTHERN TECHNOLOGIES INTL
Shares
74,282
765,055
390,866
46,585
1,321,964
284,659
4,774
105,106
6,518,552
132,425
140,800
13,493
67,800
1,347,024
29,390
55,800
250,187
163,040
146,865
558,756
1,160,155
153,534
642,952
25,727
42,366
61,015,914
53,150
15,350
16,500
36,699
322,496
13,412
1,513,303
2,300
11,765
426,075
1,316,966
6,878
47,583
90,915
169,066
7,500
1,453,721
15,215
12,100
379,633
121,252
17,765
7,700
Book Value
992,548
10,254,520
6,814,843
3,217,840
49,082,345
1,826,638
55,914
4,959,154
97,281,018
577,386
647,914
188,989
524,625
43,470,754
114,425
383,740
1,824,837
4,814,779
582,851
26,907,105
38,660,924
3,074,412
9,590,415
185,852
150,305
61,015,914
633,002
101,859
166,271
1,721,087
6,205,433
38,876
15,758,420
80,623
675,727
6,094,740
34,324,325
38,369
1,503,909
3,328
923,562
258,396
1,453,721
213,432
209,341
5,796,558
1,378,631
411,163
45,431
Market Value
260,730
11,200,405
19,097,713
4,067,802
81,618,057
1,722,187
58,147
952,260
77,961,882
842,223
187,264
28,335
296,964
65,680,890
31,447
58,590
1,603,699
6,603,120
380,380
18,170,745
78,368,470
3,122,882
9,322,804
156,935
22,229
82,240,483
265,750
90,565
155,513
1,134,366
19,456,184
201
12,333,419
64,607
659,781
13,715,354
69,865,046
25,311
2,213,795
2,818
1,296,736
121,875
2,034,380
33,473
154,759
9,673,049
1,556,876
41,570
81,774

Security Name
NORTHERN TRUST CORP
NORTHFIELD BANCORP INC/NJ
NORTHGATE MINERALS CORP
NORTHRIM BANCORP INC
NORTHROP GRUMMAN CORP
NORTHWEST BANCSHARES INC
NORTHWEST BIOTHERAPEUTICS
NORTHWEST NATURAL GAS CO
NORTHWEST PIPE COMPANY
NORTHWESTERN CORP
NORWOOD FINANCIAL CORP
NOVA MEASURING INSTRUMENTS
NOVABAY PHARMACEUTICALS INC
NOVADEL PHARMA INC
NOVAMED INC
NOVARTIS AG ADR
NOVATEK OAO SPONS GDR REG S
NOVATEL WIRELESS INC
NOVAVAX INC
NOVELL INC
NOVELLUS SYSTEMS INC
NOVOLIPETSK STEE GDR REGS WI
NOVOROSSIYSK GDR REG S
NOVOROSSIYSK TRADE SP GDR
NPS PHARMACEUTICALS INC
NRG ENERGY INC
NSTAR
NTELOS HOLDINGS CORP
NTN BUZZTIME INC
NTT DOCOMO INC SPON ADR
NU HORIZONS ELEC CORP
NU SKIN ENTERPRISES INC A
NUANCE COMMUNICATIONS INC
NUCOR CORP
NUMEREX CORP CL A
NUTRACEUTICAL INTL CORP
NUTRISYSTEM INC
NUVASIVE INC
NV ENERGY INC
NVE CORP
NVIDIA CORP
NVR INC
NXSTAGE MEDICAL INC
NYMAGIC INC
NYSE EURONEXT
O CHARLEYS INC
O REILLY AUTOMOTIVE INC
Shares
589,969
10,662
270,175
38,168
1,067,973
134,373
14,200
16,050
27,800
166,507
1,980
30,461
9,600
233,400
39,498
123,549
144,011
42,400
283,013
965,600
152,033
4,763
55,515
99,198
609,796
93,188
224,411
689,386
303,804
162,320
96,100
21,603
65,450
216,721
553,567
752,390
32,300
78,700
67,686
141,370
719,272
24,448
1,434,339
24,180
127,428
18,200
733,388
70,580
339,622
Book Value
23,684,695
130,985
420,076
721,024
41,296,307
1,579,711
29,133
679,676
854,191
4,549,991
55,410
112,261
15,705
79,880
578,118
5,906,772
6,755,204
352,193
614,138
18,921,670
3,645,521
1,434,203
1,502,569
3,425,344
8,169,245
1,789,210
763,634
13,775,985
6,138,272
3,395,167
151,433
316,916
626,600
4,455,569
6,099,412
22,797,739
113,705
1,280,496
2,288,113
5,615,550
8,066,746
801,366
11,979,991
9,250,857
1,281,225
420,744
49,677,435
432,944
6,405,720
Market Value
27,551,552
138,393
810,525
590,841
58,140,450
1,541,258
9,926
699,299
528,200
4,362,483
49,995
127,022
20,640
44,346
327,833
5,969,888
10,411,995
243,376
614,138
5,484,608
3,855,557
1,190,992
1,443,390
2,579,148
6,707,756
1,025,068
1,445,207
14,621,877
10,633,140
2,791,904
50,933
325,773
200,277
5,402,855
8,275,827
28,801,489
140,182
1,200,962
1,552,717
5,012,980
8,494,602
1,064,221
14,644,601
15,838,625
1,891,032
351,078
20,263,510
374,074
16,152,422

Security Name
O.I. CORPORATION
OASIS PETROLEUM INC
OBAGI MEDICAL PRODUCTS INC
OCCAM NETWORKS INC
OCCIDENTAL PETROLEUM CORP
OCEAN BIO CHEM INC
OCEAN GATE LIFE SETTLEMENT
OCEAN POWER TECHNOLOGIES INC
OCEAN SHORE HOLDING CO
OCEANEERING INTL INC
OCEANFIRST FINANCIAL CORP
OCEANFREIGHT INC A
OCEANGATE LIFE SETTLEMENT LOC
OCEANGATE LIFE SETTLEMENT LOC
OCH ZIFF CAPITAL MANAGEMENT
OCLARO INC
OCONNER GLOBAL QUANTITATIVE
OCULUS INNOVATIVE SCIENCES I
OCWEN FINANCIAL CORP
ODYSSEY HEALTHCARE INC
OFFICE DEPOT INC
OFFICEMAX INC
OGE ENERGY CORP
OHIO VALLEY BANC CORP
OIL DRI CORP OF AMERICA
OIL STATES INTERNATIONAL INC
OLD DOMINION FREIGHT LINE
OLD NATL BANCORP/IN
OLD REPUBLIC INTL CORP
OLD SECOND BANCORP INC
OLIN CORP
OLYMPIC STEEL INC
OM GROUP INC
OMEGA FLEX INC
OMEGA PROTEIN CORP
OMNI ENERGY SERVICES CORP
OMNICARE INC
OMNICELL INC
OMNICOM GROUP
OMNIVISION TECHNOLOGIES INC
OMNOVA SOLUTIONS INC
ON ASSIGNMENT INC
ON SEMICONDUCTOR CORPORATION
ONCOGENEX PHARMACEUTICAL INC
ONEBEACON INSURANCE GROUP A
ONEOK INC
ONLINE RESOURCES CORP
ONSTREAM MEDIA CORP
ONVIA INC
Shares
8,100
2,340
41,579
109,055
2,739,240
43,495
167,319,702
6,200
8,880
153,915
22,686
179,155
25,945,665
12,972,833
31,000
122,513
110,000,000
63,200
133,803
184,764
862,751
71,347
170,249
2,582
32,100
199,075
78,801
311,001
849,894
13,100
112,562
4,207
37,425
17,200
55,900
221,941
351,649
20,782
1,244,057
68,479
187,347
79,500
946,968
10,444
62,139
325,576
88,500
11,200
15,800
Book Value
53,850
33,916
496,103
889,973
94,556,245
68,417
163,803,935
55,380
104,746
5,775,290
283,859
962,716
25,400,488
12,700,244
440,352
1,343,746
110,000,000
173,794
972,618
2,691,328
5,253,595
815,738
3,034,773
62,229
450,571
7,444,002
1,343,763
4,771,500
11,084,830
87,390
1,954,044
125,120
1,554,582
148,568
485,345
884,483
9,838,683
247,109
38,686,342
872,825
994,616
353,989
5,831,391
219,651
1,026,511
7,052,124
428,929
219,433
75,446
Market Value
62,573
33,930
491,464
606,346
211,332,366
92,644
146,686,310
32,116
92,174
6,910,784
273,820
152,282
30,389,870
15,194,935
390,290
1,358,669
109,755,360
128,928
1,363,453
4,936,894
3,485,514
931,792
6,224,303
42,526
736,695
7,879,389
2,769,067
3,221,970
10,309,214
26,200
2,036,247
96,635
892,961
250,776
224,159
592,582
8,334,081
242,942
42,671,155
1,468,190
1,463,180
399,885
6,041,656
140,472
889,830
14,081,162
367,275
11,648
59,408

Security Name
ONYX PHARMACEUTICALS INC
OPENTABLE INC
OPENWAVE SYSTEMS INC
OPEXA THERAPEUTICS INC
OPKO HEALTH INC
OPLINK COMMUNICATIONS INC
OPNET TECHNOLOGIES INC
OPNEXT INC
OPPENHEIMER HOLDINGS CL A
OPTELECOM NKF INC
OPTICAL CABLE CORP
OPTIMER PHARMACEUTICALS INC
OPTIONSXPRESS HOLDINGS INC
ORACLE CORP
ORASCOM CONSTRUCTION GDR
ORASURE TECHNOLOGIES INC
ORBCOMM INC
ORBIT INTERNATIONAL CORP
ORBIT/FR INC
ORBITAL SCIENCES CORP
ORBITZ WORLDWIDE INC
ORBOTECH LTD
ORCHARD ENTERPRISES INC
ORCHID CELLMARK INC
ORCHIDS PAPER PRODUCTS CO
ORE PHARMACEUTICAL HOLDINGS
OREXIGEN THERAPEUTICS INC
ORIENT EXPRESS HOTELS LTD A
ORIENTAL FINANCIAL GROUP
ORION ENERGY SYSTEMS INC
ORION MARINE GROUP INC
ORITANI FINANCIAL CORP
ORLEANS HOMEBUILDERS INC
ORMAT TECHNOLOGIES INC
ORTHOFIX INTERNATIONAL NV
ORTHOVITA INC
OSHKOSH CORP
OSI SYSTEMS INC
OSIRIS THERAPEUTICS INC
OSTEOTECH INC
OTIX GLOBAL INC
OTTER TAIL CORP
OUTDOOR CHANNEL HOLDINGS INC
OVERHILL FARMS INC
OVERLAND STORAGE INC
OVERSEAS SHIPHOLDING GROUP
OVERSTOCK.COM INC
OWENS + MINOR INC
OWENS CORNING
Shares
159,472
55,442
494,946
24,200
255,540
378,755
82,540
107,940
4,300
33,900
85,541
50,100
95,914
10,254,556
80,000
179,145
104,000
34,429
17,000
236,861
328,930
6,700
1,400
119,400
25,100
72,838
13,825
35,100
77,292
75,100
121,275
22,386
46,591
29,254
95,791
145,120
420,780
62,442
124,520
113,068
11,320
74,404
107,600
88,681
11,766
30,979
2,412
214,113
487,350
Book Value
5,154,102
1,505,166
878,548
98,230
494,976
6,670,147
818,111
233,935
110,024
302,786
477,031
565,115
2,557,154
119,600,230
2,275,079
1,745,797
577,346
216,302
9,217
2,591,113
1,980,214
68,333
3,028
735,921
412,372
1,186,250
97,703
461,561
489,000
396,331
2,368,184
238,639
341,505
1,010,515
3,342,356
549,688
11,016,175
1,129,036
901,600
925,481
511,617
1,688,529
547,013
288,684
519,616
1,004,924
41,570
3,086,581
12,758,291
Market Value
3,443,000
2,299,180
1,004,740
34,848
577,520
5,427,559
1,212,513
178,101
102,985
49,155
249,780
464,427
1,509,686
220,062,772
3,096,000
829,441
189,280
117,403
37,145
3,735,298
1,253,223
72,494
2,828
201,786
326,300
26,222
58,065
259,740
978,517
236,565
1,722,105
223,860
6,989
827,596
3,070,102
294,594
13,111,505
1,734,014
723,461
358,426
45,280
1,438,229
502,492
522,331
23,767
1,147,462
43,585
6,076,527
14,576,639

Security Name
OWENS ILLINOIS INC
OXFORD INDUSTRIES INC
OXIGENE INC
OYO GEOSPACE CORP
OZ DOMESTIC PARTNERS LP
P + F INDUSTRIES CL A
P G + E CORP
P.A.M. TRANSPORTATION SVCS
PAAMCO 1848 FUND LP
PAB BANKSHARES INC
PACCAR INC
PACER INTERNATIONAL INC
PACIFIC CAPITAL BANCORP
PACIFIC CONTINENTAL CORP
PACIFIC ETHANOL INC
PACIFIC MERCANTILE BANCORP
PACIFIC PREMIER BANCORP INC
PACIFIC STATE BANCORP
PACIFIC SUNWEAR OF CALIF
PACKAGING CORP OF AMERICA
PACTIV CORPORATION
PACWEST BANCORP
PAETEC HOLDING CORP
PALATIN TECHNOLOGIES INC
PALL CORP
PALM HARBOR HOMES INC
PALM INC
PALOMAR MEDICAL TECHNOLOGIES
PAMRAPO BANCORP INC
PAN AMERICAN SILVER CORP
PANERA BREAD COMPANY CLASS A
PANHANDLE OIL AND GAS INC A
PANTRY INC
PAPA JOHN S INTL INC
PAR PHARMACEUTICAL COS INC
PAR TECHNOLOGY CORP/DEL
PARAGON TECHNOLOGIES INC
PARAMETRIC TECHNOLOGY CORP
PAREXEL INTERNATIONAL CORP
PARK ELECTROCHEMICAL CORP
PARK NATIONAL CORP
PARK OHIO HOLDINGS CORP
PARKER DRILLING CO
PARKER HANNIFIN CORP
PARKERVISION INC
PARKVALE FINANCIAL CORP
PARLUX FRAGRANCES INC
PARTNERRE LTD
PATRICK INDUSTRIES INC
Shares
381,180
30,835
65,999
20,952
420,000,000
2,500
1,127,071
51,400
150,000,000
24,609
961,174
169,360
557,538
42,685
186,795
26,537
29,860
12,060
293,019
314,066
415,940
132,949
359,064
406,025
387,033
38,900
527,732
124,239
20,300
22,935
167,960
21,490
120,851
110,922
195,875
30,335
13,500
351,325
172,082
63,341
58,593
70,369
554,764
479,468
175,785
27,458
57,698
184,950
72,775
Book Value
6,322,560
470,483
376,782
788,572
420,000,000
16,336
28,308,563
1,124,162
150,000,000
316,085
16,834,607
1,458,818
923,806
531,150
102,737
343,253
262,836
162,499
1,163,001
7,461,062
15,944,635
4,679,091
2,082,113
703,339
6,555,673
199,976
3,595,324
1,230,321
457,608
498,272
10,455,631
435,628
2,416,177
2,082,141
3,307,721
140,816
123,609
7,512,734
2,826,448
1,538,174
5,043,684
939,721
3,661,359
17,139,849
327,740
715,605
366,904
14,028,063
119,449
Market Value
10,082,211
645,377
25,086
1,015,753
504,345,660
5,425
46,322,618
772,542
140,959,800
23,132
38,322,007
1,183,826
401,427
404,227
119,549
92,349
125,113
3,015
937,661
6,915,733
11,583,929
2,434,296
1,224,408
73,085
13,302,324
69,242
3,002,795
1,390,234
148,596
579,797
12,645,708
567,981
1,705,208
2,564,517
5,084,915
155,922
35,100
5,505,263
3,730,738
1,546,154
3,810,889
1,012,610
2,191,318
26,591,295
223,247
230,098
103,279
12,972,393
134,634

Security Name
PATRIOT COAL CORP
PATRIOT NATIONAL BANCORP INC
PATRIOT TRANSPORTATION HLDG
PATTERSON COS INC
PATTERSON UTI ENERGY INC
PAULSON CAPITAL CORP
PAYCHEX INC
PC CONNECTION INC
PC GROUP INC
PC MALL INC
PC TEL INC
PDF SOLUTIONS INC
PDI INC
PDL BIOPHARMA INC
PEABODY ENERGY CORP
PEAPACK GLADSTONE FINL CORP
PEERLESS SYSTEMS CORP
PEETS COFFEE + TEA INC
PEGASYSTEMS INC
PENFORD CORP
PENN NATIONAL GAMING INC
PENN VIRGINIA CORP
PENN VIRGINIA GP HOLDINGS LP
PENNANTPARK INVESTMENT CORP
PENNICHUCK CORP
PENNS WOODS BANCORP INC
PENSKE AUTOMOTIVE GROUP INC
PENSON WORLDWIDE INC
PENTAIR INC
PENWEST PHARMACEUTICALS CO
PEOPLE S UNITED FINANCIAL
PEOPLES BANCORP INC
PEOPLES BANCORP OF NC
PEOPLES FINANCIAL CORP/MISS
PEP BOYS MANNY MOE + JACK
PEPCO HOLDINGS INC
PEPSICO INC
PERCEPTRON INC
PEREGRINE PHARMACEUTICALS
PERFECT WORLD CO SPON ADR
PERFICIENT INC
PERFORMANCE TECHNOLOGIES INC
PERFUMANIA HOLDINGS INC
PERICOM SEMICONDUCTOR CORP
PERKINELMER INC
PERMA FIX ENVIRONMENTAL SVCS
PERNIX THERAPEUTICS HOLDINGS
PERRIGO CO
PERRY ELLIS INTERNATIONAL
Shares
251,130
19,649
22,000
266,517
474,943
92,065
823,425
46,650
93,460
43,544
54,920
72,999
87,400
416,790
785,136
26,118
19,876
71,757
121,989
48,300
208,673
112,306
30,200
12,300
23,400
5,808
148,270
23,731
179,084
63,600
534,386
20,000
6,352
18,007
272,031
585,874
4,850,391
28,600
99,100
67,790
256,357
233,946
16,375
136,601
330,981
20,300
800
322,204
51,061
Book Value
2,953,054
382,602
1,710,226
4,528,358
7,575,989
534,623
13,597,481
287,065
480,549
271,788
318,844
593,482
999,034
7,905,671
14,916,846
307,534
47,508
1,746,845
2,715,677
711,929
6,661,422
5,767,276
545,190
128,597
577,630
147,897
2,312,935
233,523
2,433,159
366,897
6,769,377
286,005
75,240
350,304
3,486,977
12,433,533
139,401,689
213,187
323,863
2,382,402
4,641,724
1,466,024
111,493
830,087
3,881,277
24,169
1,603
7,348,743
796,685
Market Value
2,950,778
35,958
1,780,020
7,603,730
6,112,516
131,653
21,384,347
282,699
37,384
174,176
276,797
350,395
723,672
2,342,360
30,722,372
305,581
53,665
2,817,897
3,917,067
312,984
4,820,346
2,258,474
550,244
117,465
515,502
176,679
1,684,347
133,843
5,766,505
209,880
7,214,211
290,000
30,680
190,874
2,410,195
9,186,504
295,631,331
125,840
213,065
1,492,058
2,284,141
580,186
154,253
1,311,370
6,841,377
32,683
2,816
19,032,590
1,031,432

Security Name
PERVASIVE SOFTWARE INC
PET DRX CORP
PETMED EXPRESS INC
PETROLEO BRASILEIRO S.A. ADR
PETROLEO BRASILEIRO SPON ADR
PETROLEUM DEVELOPMENT CORP
PETROQUEST ENERGY INC
PETSMART INC
PF CHANG S CHINA BISTRO INC
PFIZER INC
PFM DIVERSIFIED EUREKA FUND LP
PFM DIVERSIFIED FUND LP
PFSWEB INC
PGT INC
PHARMACEUTICAL PRODUCT DEVEL
PHARMACYCLICS INC
PHARMASSET INC
PHARMATHENE INC
PHARMERICA CORP
PHASE FORWARD INC
PHAZAR CORP
PHC INC CL A (MASS)
PHH CORP
PHI INC NON VOTING
PHILIP MORRIS INTERNATIONAL
PHILIPPINE LONG DIST SP ADR
PHILLIPS VAN HEUSEN
PHOENIX COMPANIES INC
PHOENIX FOOTWEAR GROUP INC
PHOENIX TECHNOLOGIES LTD
PHOTOMEDEX INC
PHOTRONICS INC
PHYSICIANS FORMULA HOLDINGS
PICO HOLDINGS INC
PIEDMONT INVESTMENT ADVSRS LLC
PIEDMONT NATURAL GAS CO
PIER 1 IMPORTS INC
PIKE ELECTRIC CORP
PINNACLE AIRLINES CORP
PINNACLE DATA SYSTEMS INC
PINNACLE ENTERTAINMENT INC
PINNACLE FINANCIAL PARTNERS
PINNACLE GAS RESOURCES INC
PINNACLE WEST CAPITAL
PIONEER DRILLING COMPANY
PIONEER NATURAL RESOURCES CO
PIPER JAFFRAY COS
PITNEY BOWES INC
Shares
97,300
9,100
124,621
443,933
386,685
1,762,009
88,444
252,061
360,072
79,658
23,045,464
59,225,719
17,400,708
11,567
96,157
202,361
184,040
7,214
26,300
130,064
172,646
47,700
60,400
233,167
42,950
304,963
368,800
57,296
373,590
20,100
131,381
1,312
192,128
24,700
59,648
3,207,929
102,433
221,665
22,400
116,900
900
187,408
91,343
98,740
186,347
82,709
300,591
78,066
780,587
Book Value
657,789
4,720
2,169,121
4,363,579
15,862,437
47,204,917
2,040,515
903,254
5,564,847
3,806,525
355,650,776
59,225,719
17,400,708
84,907
166,131
1,652,644
876,432
215,664
77,511
2,348,300
3,385,358
407,879
111,330
4,196,990
1,209,170
14,116,079
19,500,021
1,982,184
1,185,394
78,516
343,619
113,110
793,748
104,029
2,047,527
3,207,929
2,259,334
1,592,469
234,434
433,720
706
1,240,275
1,790,738
70,644
6,778,330
1,037,213
11,897,843
2,529,617
11,631,280
Market Value
482,608
3,276
2,218,254
7,533,543
14,411,065
52,979,110
2,265,935
1,703,932
10,863,372
3,158,440
328,628,317
208,358,211
2,283,826
33,082
247,123
5,141,993
1,225,706
197,231
42,869
1,906,738
2,879,735
130,698
69,460
4,439,500
605,166
13,979,504
18,797,736
2,651,086
788,275
8,040
379,691
6,744
868,419
81,510
1,787,651
7,595,916
2,591,555
1,420,873
211,008
635,936
855
1,772,880
1,173,758
31,597
6,775,577
468,960
17,870,135
2,515,287
17,141,691

Security Name
PIXELWORKS INC
PIZZA INN INC
PLAINS EXPLORATION + PRODUCT
PLANAR SYSTEMS INC
PLANTRONICS INC
PLATINUM UNDERWRITERS HLDGS
PLAYBOY ENTERPRISES CLASS B
PLEXUS CORP
PLUG POWER INC
PLUMAS BANCORP
PLX TECHNOLOGY INC
PMA CAPITAL CORPORATION CL A
PMC SIERRA INC
PMFG INC
PMI GROUP INC/THE
PMR CORP
PNC FINANCIAL SERVICES GROUP
PNM RESOURCES INC
POINT.360
POKERTEK INC
POLARIS INDUSTRIES INC
POLO RALPH LAUREN CORP
POLYCOM INC
POLYMETAL REGS GDR
POLYMETAL REGS GDR
POLYONE CORPORATION
POLYPORE INTERNATIONAL INC
POLYUS GOLD SPONSORED ADR
PONIARD PHARMACEUTICALS INC
POOL CORP
POPE RESOURCES LTD LP
POPULAR INC
PORTEC RAIL PRODUCTS INC
PORTER BANCORP INC
PORTFOLIO RECOVERY ASSOCIATE
PORTLAND GENERAL ELECTRIC CO
POSCO ADR
POSITIVEID CORP
POSTROCK ENERGY CORP
POWELL INDUSTRIES INC
POWER INTEGRATIONS INC
POWER ONE INC
POWERSECURE INTERNATIONAL IN
POWERWAVE TECHNOLOGIES INC
POZEN INC
PPG INDUSTRIES INC
PPL CORPORATION
PRAXAIR INC
PRECISION CASTPARTS CORP
Shares
41,666
48,100
283,794
31,976
187,711
116,245
38,675
109,885
151,502
2,315
211,036
126,600
807,847
43,546
351,799
18,900
1,637,676
161,528
19,400
42,100
90,980
172,181
232,735
35,169
36,531
684,388
78,523
48,813
35,520
107,969
3,050
3,172,804
40,700
14,497
71,716
405,361
26,000
184,180
12,096
55,913
13,865
263,597
84,076
421,450
44,457
472,892
1,006,634
776,961
393,729
Book Value
713,750
126,107
8,693,385
290,022
2,592,701
3,965,354
89,373
1,374,915
364,956
19,461
1,466,478
751,567
6,969,579
312,179
1,465,955
80,660,771
1,663,649
15,926
104,870
5,332,015
9,779,286
6,331,280
370,260
687,936
6,004,189
1,374,467
1,789,068
540,492
2,843,174
115,385
11,161,421
566,696
271,036
3,407,158
8,372,796
2,809,058
1,197,170
650,034
1,695,315
425,595
1,217,255
987,030
466,794
273,031
13,996,290
20,326,755
23,038,196
12,259,079
Market Value
124,165
88,985
5,848,994
54,679
5,368,535
4,218,531
162,435
2,938,325
69,691
6,274
884,241
829,230
6,075,009
659,722
1,016,699
92,528,694
1,805,883
31,040
31,491
4,969,328
12,562,326
6,933,176
439,613
801,331
5,762,547
1,785,613
2,300,879
21,312
2,366,680
78,233
8,503,115
463,166
182,952
4,789,194
7,430,267
2,452,320
180,496
58,061
1,528,661
446,384
1,779,280
764,251
649,033
311,644
28,567,406
25,115,518
59,041,266
40,522,589

Security Name
PRECISION DRILLING CORP
PREFERRED BANK/LOS ANGELES
PREFORMED LINE PRODUCTS CO
PREMIER EXHIBITIONS INC
PREMIER FINANCIAL BANCORP
PREMIERE GLOBAL SERVICES INC
PREMIERWEST BANCORP
PREPAID LEGAL SERVICES INC
PRESIDENTIAL LIFE
PRESSTEK INC
PRESSURE BIOSCIENCES INC
PRESTIGE BRANDS HOLDINGS INC
PRGX GLOBAL INC
PRICELINE.COM INC
PRICESMART INC
PRIDE INTERNATIONAL INC
PRIMEDIA INC
PRIMEENERGY CORP
PRIMERICA INC
PRIMUS GUARANTY LTD
PRIMUS TELECOMM GROUP INC
PRIMUS TELECOMMUNICATIONS GR
PRIMUS TELECOMMUNICATIONS WTS
PRINCETON NATIONAL BANCORP
PRINCETON REVIEW INC
PRINCIPAL FINANCIAL GROUP
PRIVATEBANCORP INC
PRO DEX INC
PROASSURANCE CORP
PROCERA NETWORKS INC
PROCTER + GAMBLE CO/THE
PROGENICS PHARMACEUTICALS
PROGRESS ENERGY INC
PROGRESS ENERGY INC
PROGRESS SOFTWARE CORP
PROGRESSIVE CORP
PROPHASE LABS INC
PROS HOLDINGS INC
PROSPECT CAPITAL CORP
PROSPERITY BANCSHARES INC
PROTECTIVE LIFE CORP
PROVIDENCE AND WORCESTER RR
PROVIDENCE SERVICE CORP
PROVIDENT FINANCIAL HLDGS
PROVIDENT FINANCIAL SERVICES
PROVIDENT NEW YORK BANCORP
PROXIM WIRELESS CORP
Shares
975
50,735
4,900
65,955
30,713
195,672
523,347
42,440
73,362
181,434
8,200
100,080
40,707
117,762
48,172
467,239
132,351
7,380
24,255
121,100
93,900
15,270
4,154
4,154
4,154
19,900
103,700
865,962
136,308
4,733
55,855
85,654
8,272,522
91,900
646,017
381,225
221,202
1,617,280
39,900
102,935
18,613
218,257
473,609
6,400
67,101
37,015
351,174
163,662
423
Book Value
8,561
620,451
176,772
721,774
451,985
2,654,873
266,220
910,240
1,054,798
895,515
31,974
874,795
193,965
11,914,327
828,969
12,335,160
350,937
365,389
395,380
194,618
52,834
547,071
516,232
566,904
20,566,259
3,956,383
21,425
2,531,608
122,794
206,716,979
433,022
23,256,021
186,800
2,915,371
16,872,179
393,004
816,693
228,099
6,616,385
6,388,078
67,311
878,075
709,524
4,861,864
1,828,401
37,493
Market Value
6,474
106,036
136,955
84,422
242,018
1,240,560
209,339
1,930,596
667,594
640,462
10,496
708,566
168,934
20,789,703
1,119,036
10,438,119
387,788
145,681
520,027
446,859
1,690
95,952
4,813
1,111
444
122,385
240,584
20,298,149
1,510,293
8,093
3,170,330
39,401
496,185,870
503,612
25,336,787
57,184
6,642,696
30,275,482
43,491
669,078
179,615
7,584,431
10,130,497
79,328
939,414
177,672
4,105,224
1,448,409
4,230

Security Name
PRUDENTIAL BANCORP INC OF PA
PRUDENTIAL FINANCIAL INC
PSB HOLDINGS INC
PSS WORLD MEDICAL INC
PSYCHEMEDICS CORP
PT INDOSAT ADR
PUBLIC SERVICE ENTERPRISE GP
PULASKI FINANCIAL CORP
PULTE GROUP INC
PURPLE COMMUNICATIONS INC
PVF CAPITAL CORP
PYRAMID OIL CO
PZENA INVESTMENT MANAGM CL A
Q.E.P. COMPANY INC
QAD INC
QC HOLDINGS INC
QCR HOLDINGS INC
QIAO XING UNIVERSAL RESOURCE
QLOGIC CORP
QUAKER CHEMICAL CORP
QUALCOMM INC
QUALITY DISTRIBUTION INC
QUALITY DISTRIBUTION INC
QUALITY SYSTEMS INC
QUALSTAR CORP
QUANEX BUILDING PRODUCTS
QUANTA SERVICES INC
QUANTUM CORP
QUANTUM FUEL SYSTEMS TECHNOL
QUEPASA CORP
QUEST DIAGNOSTICS
QUEST SOFTWARE INC
QUESTAR CORP
QUESTCOR PHARMACEUTICALS
QUICKLOGIC CORP
QUICKSILVER RESOURCES INC
QUIDEL CORP
QUIKSILVER INC
QUOTIENT VENTURES
QWEST COMMUNICATIONS INTL
RACKSPACE HOSTING INC
RADIAN GROUP INC
RADIANT SYSTEMS INC
RADIO ONE INC CL D
RADIOSHACK CORP
RADISYS CORP
RADNET INC
RAE SYSTEMS INC
Shares
6,130
1,639,883
18,388
294,404
48,160
134,681
18,180
1,537,445
52,950
1,412,164
7,800
40,738
1,376
48,710
5,325
107,008
53,800
9,736
116,800
519,456
57,627
4,654,876
172,359
14,132
73,920
37,899
15,050
570,408
721,228
238,167
23,700
353,223
156,000
752,458
283,619
52,500
281,213
119,629
585,289
1,675,798
2,548,941
399,968
285,724
32,936
211,834
284,699
155,665
30,936
244,300
Book Value
79,009
64,941,166
184,561
3,598,472
641,263
3,607,616
622,888
29,881,233
565,102
15,686,042
22,117
188,995
4,555
340,483
55,399
586,220
676,679
187,974
230,727
8,086,185
805,781
75,802,961
1,147,421
2,906,919
151,096
201,902
11,492,029
1,847,629
1,109,587
53,645
2,138,517
4,334,934
17,884,167
2,235,700
227,989
5,143,504
1,708,602
3,567,424
1,675,798
20,331,654
6,997,768
3,351,986
373,866
404,527
4,447,321
949,101
132,746
703,151
Market Value
36,535
87,996,122
82,378
6,226,645
392,022
4,406,762
493,405
48,168,152
341,528
11,692,718
546
76,587
6,330
310,283
72,101
441,943
197,984
96,094
179,872
8,633,359
1,561,115
152,866,128
891,096
65,121
4,286,621
70,871
260,215
11,778,925
1,355,909
127,658
91,482
17,579,909
2,814,240
34,229,314
2,895,750
153,825
3,093,343
1,518,092
2,165,569
1,126,188
13,381,940
7,335,413
2,068,642
476,255
271,148
5,554,477
1,481,931
73,318
195,440

Security Name
RAINMAKER SYSTEMS INC.
RALCORP HOLDINGS INC
RAM ENERGY RESOURCES INC
RAMBUS INC
RAMTRON INTERNATIONAL CORP
RANGE RESOURCES CORP
RAPTOR PHARMACEUTICAL CORP
RAVEN INDUSTRIES INC
RAYMOND JAMES FINANCIAL INC
RAYTHEON COMPANY
RBC BEARINGS INC
RC2 CORP
RCM TECHNOLOGIES INC
RCN CORP
READING INTERNATIONAL INC A
REALNETWORKS INC
RED HAT INC
RED LION HOTELS CORP
RED ROBIN GOURMET BURGERS
REDDY ICE HOLDINGS INC
REDWOOD INVESTMENTS, LLC
REED S INC
REGAL BELOIT CORP
REGAL ENTERTAINMENT GROUP A
REGENERON PHARMACEUTICALS
REGENERX BIOPHARMACEUTICALS
REGIONS FINANCIAL CORP
REGIS CORP
REHABCARE GROUP INC
REINSURANCE GROUP OF AMERICA
REIS INC
RELATIONAL INVESTORS LP
RELIANCE STEEL + ALUMINUM
RELIV INTERNATIONAL INC
RELM WIRELESS CORP
RENAISSANCE LEARNING INC
RENAISSANCERE HOLDINGS LTD
RENASANT CORP
RENEGY HOLDINGS INC
RENT A CENTER INC
RENTECH INC
RENTRAK CORP
REPLIGEN CORP
REPROS THERAPEUTICS INC
REPUBLIC AIRWAYS HOLDINGS IN
REPUBLIC BANCORP INC CLASS A
REPUBLIC FIRST BANCORP INC
REPUBLIC SERVICES INC
RES CARE INC
Shares
217,383
131,953
85,100
160,161
26,720
321,101
334
129,886
320,606
1,106,345
97,912
34,680
50,700
131,666
42,505
60,085
400,567
62,000
6,085
99,900
326,556
1,100
64,715
344,834
144,131
3,000
3,848,093
85,447
127,566
190,736
69,112
1,297,078,207
156,327
56,138
79,806
73,335
493,195
54,240
7,422
285,851
769,850
54,895
145,308
8,403
70,366
77,867
46,464
912,800
39,285
Book Value
1,331,832
4,672,961
316,865
2,653,919
56,489
2,374,854
8,581
4,333,117
3,695,924
44,157,798
2,644,489
583,389
215,096
1,899,180
258,159
248,411
10,726,643
415,087
158,816
323,535
326,556
2,028
1,805,372
5,934,051
2,550,120
2,970
38,450,551
1,889,333
2,904,388
7,867,425
487,911
1,297,078,207
3,631,261
365,312
291,610
947,578
25,756,161
851,991
118,372
3,365,209
909,265
917,820
746,845
36,936
933,370
1,779,229
345,739
18,216,297
475,086
Market Value
260,860
7,231,024
176,157
2,806,021
69,472
12,892,205
935
4,378,457
7,915,762
53,536,035
2,838,469
558,695
226,629
1,949,973
168,745
198,281
11,592,409
370,140
104,419
322,677
398,188
2,321
3,609,803
4,496,635
3,217,004
795
25,320,452
1,330,410
2,778,387
8,718,543
449,228
1,191,078,823
5,651,221
135,854
169,189
1,077,291
27,752,083
778,344
3,822
5,791,341
762,152
1,335,595
466,439
3,025
429,936
1,744,221
90,605
27,137,544
379,493

Security Name
RESEARCH FRONTIERS INC
RESEARCH IN MOTION
RESMED INC
RESOURCE AMERICA INC CL A
RESOURCES CONNECTION INC
RESPONSE GENETICS INC
RETAIL VENTURES INC
RETRACTABLE TECHNOLOGIES INC
REVLON INC CLASS A
REWARDS NETWORK INC
REX AMERICAN RESOURCES CORP
REX ENERGY CORP
REXAHN PHARMACEUTICALS INC
RF INDUSTRIES LTD
RF MICRO DEVICES INC
RF MONOLITHICS INC
RGC RESOURCES INC
RICHARDSON ELEC LTD
RICK S CABARET INTL INC
RIGEL CAPITAL VENTURES
RIGEL PHARMACEUTICALS INC
RIGHTNOW TECHNOLOGIES INC
RIMAGE CORP
RITE AID CORP
RIVERBED TECHNOLOGY INC
RIVERVIEW BANCORP INC
RIVIERA HOLDINGS CORP
RLI CORP
ROADRUNNER TRANSPORTATION SY
ROBBINS + MYERS INC
ROBERT HALF INTL INC
ROCHESTER MEDICAL CORP
ROCK CREEK 1848 FUND L.P.
ROCK OF AGES CORP
ROCK TENN COMPANY CL A
ROCKFORD CORPORATION
ROCKVILLE FINANCIAL INC
ROCKWELL AUTOMATION INC
ROCKWELL COLLINS INC.
ROCKWELL MEDICAL TECH INC
ROCKWOOD HOLDINGS INC
ROCKY BRANDS INC
ROCKY MOUNTAIN CHOC FACT INC
RODMAN + RENSHAW CAPITAL GRP
ROFIN SINAR TECHNOLOGIES INC
ROGERS CORP
ROLLINS INC
ROMA FINANCIAL CORP
ROME BANCORP INC
Shares
18,746
20,331
196,068
66,400
182,076
16,400
227,866
2,700
31,716
51,383
34,150
187,898
29,829
7,050
375,530
30,900
4,100
47,800
35,100
238,095
52,900
82,879
39,840
2,238,762
218,524
44,855
48,500
77,348
8,800
90,542
323,559
46,800
197,620,000
13,400
181,127
12,800
43,500
405,322
477,491
66,895
144,398
65,997
15,420
30,300
163,146
48,399
189,202
12,896
52,100
Book Value
196,490
1,848,508
4,306,916
539,973
3,111,575
55,936
1,764,575
3,644
679,831
724,648
512,611
2,400,719
20,823
39,032
1,006,369
193,558
99,399
365,346
282,840
238,095
677,424
938,735
593,671
5,751,911
4,847,432
420,098
102,427
1,885,756
124,819
2,136,005
1,419,265
566,280
200,000,000
66,776
6,934,284
30,067
504,149
8,420,365
10,391,785
416,884
2,886,542
659,197
155,148
100,078
3,320,251
1,975,244
1,640,265
152,591
618,860
Market Value
82,857
1,001,505
11,922,895
255,640
2,476,234
41,000
1,781,912
4,347
353,951
702,406
546,400
1,897,770
42,655
36,907
1,468,322
36,153
127,100
430,200
276,939
5,690,023
380,880
1,300,372
630,667
2,193,987
6,035,633
109,895
14,065
4,061,543
125,048
1,968,383
7,619,814
442,260
203,410,859
54,404
8,996,578
16,000
518,085
19,897,257
25,369,097
360,564
3,276,391
421,721
143,406
86,658
3,396,700
1,344,040
3,914,589
140,051
484,009

Security Name
ROPER INDUSTRIES INC
ROSETTA RESOURCES INC
ROSETTA STONE INC
ROSNEFT OJSC REG S GDR
ROSNEFT OJSC REG S GDR
ROSS STORES INC
ROSTELECOM SPONSORED ADR
ROTECH HEALTHCARE INC
ROVI CORP
ROWAN COMPANIES INC
ROYAL BANCSHARES OF PENN A
ROYAL BANK OF CANADA
ROYAL CARIBBEAN CRUISES LTD
ROYAL DUTCH SHELL PLC ADR
ROYAL GOLD INC
ROYALE ENERGY INC
RPC INC
RPM INTERNATIONAL INC
RR DONNELLEY + SONS CO
RRI ENERGY INC
RSC HOLDINGS INC
RTI BIOLOGICS INC
RTI INTERNATIONAL METALS INC
RUBICON TECHNOLOGY INC
RUBIO S RESTAURANTS INC
RUBY TUESDAY INC
RUDDICK CORP
RUDOLPH TECHNOLOGIES INC
RUE21 INC
RURAL/METRO CORP
RURBAN FINANCIAL CORP
RUSH ENTERPRISES INC CL A
RUSHYDRO SP ADR
RUTH S HOSPITALITY GROUP INC
RXI PHARMACEUTICALS CORP
RYANAIR HOLDINGS PLC SP ADR
RYDER SYSTEM INC
RYLAND GROUP INC
S + T BANCORP INC
S.Y. BANCORP INC
S1 CORPORATION
SABA SOFTWARE INC
SAFEGUARD SCIENTIFICS INC
SAFETY INSURANCE GROUP INC
SAFEWAY INC
SAGA COMMUNICATIONS INC CL A
SAIA INC
SAIC INC
SAKS INC
Shares
222,546
206,465
25,095
856,880
1,246,089
359,590
33,206
39,600
358,728
361,907
11,543
(7,220,000)
403,492
59,211
99,448
71,182
186,867
354,033
532,355
1,159,045
1,514,260
105,135
82,978
82,787
87,253
205,459
114,469
267,447
10,750
143,500
3,100
31,734
342,638
526,243
10,457
248,910
155,961
96,885
39,046
7,900
248,549
124,194
58,175
26,180
1,023,869
15,415
72,150
818,460
336,910
Book Value
2,201,109
3,855,478
446,101
5,749,051
10,676,505
8,139,206
1,539,965
113,172
5,634,385
8,355,883
217,843
(7,220,000)
9,631,463
3,058,252
2,877,970
598,720
2,509,521
4,461,145
8,949,310
16,291,786
12,911,761
289,964
4,217,939
1,661,582
490,945
1,555,010
1,601,785
2,008,518
374,555
305,964
30,526
452,597
1,311,727
2,709,947
62,853
6,891,048
3,931,573
3,601,286
852,989
183,578
1,689,828
720,100
633,028
924,702
15,696,288
552,269
844,280
15,284,080
2,797,904
Market Value
12,453,674
4,090,072
576,181
5,295,518
10,409,703
19,162,551
1,017,599
69,696
13,599,378
7,940,240
34,629
(7,220,000)
9,187,513
2,973,576
4,773,504
141,652
2,550,735
6,315,949
8,714,651
4,392,781
9,342,984
308,046
2,000,600
2,466,225
739,033
1,746,402
3,547,394
2,019,225
326,155
1,168,090
12,524
423,966
1,675,500
2,199,696
27,188
6,742,972
6,274,311
1,532,721
771,549
181,542
1,493,779
639,599
614,328
969,184
20,129,265
368,110
1,082,250
13,701,020
2,557,147

Security Name
SALARY.COM INC
SALEM COMMUNICATIONS CL A
SALESFORCE.COM INC
SALIX PHARMACEUTICALS LTD
SALLY BEAUTY HOLDINGS INC
SANDERS MORRIS HARRIS GRP IN
SANDERSON FARMS INC
SANDISK CORP
SANDY SPRING BANCORP INC
SANGAMO BIOSCIENCES INC
SANMINA SCI CORP
SANOFI AVENTIS ADR
SANTANDER BANCORP
SANTARUS INC
SAPIENT CORPORATION
SARA LEE CORP
SASOL LTD SPONSORED ADR
SATCON TECHNOLOGY CORP
SAUER DANFOSS INC
SAVANNAH BANCORP INC
SAVIENT PHARMACEUTICALS INC
SAVVIS INC
SBA COMMUNICATIONS CORP CL A
SCANA CORP
SCANSOURCE INC
SCBT FINANCIAL CORP
SCHAWK INC
SCHIFF NUTRITION INTERNATION
SCHLUMBERGER LTD
SCHMITT INDUSTRIES INC
SCHNITZER STEEL INDS INC A
SCHOLASTIC CORP
SCHOOL SPECIALTY INC
SCHUFF INTERNATIONAL INC
SCHULMAN (A.) INC
SCHWAB (CHARLES) CORP
SCICLONE PHARMACEUTICALS INC
SCIENTIFIC GAMES CORP A
SCIENTIFIC LEARNING CORP
SCOLR PHARMA INC
SCORPIO TANKERS INC
SCOTTS MIRACLE GRO CO CL A
SCRIPPS NETWORKS INTER CL A
SEABOARD CORP
SEABRIGHT HOLDINGS INC
SEACHANGE INTERNATIONAL INC
SEACOAST BANKING CORP FL
SEACOR HOLDINGS INC
Shares
37,138
18,500
379,249
160,160
177,856
876,120
100,587
637,622
339,954
113,645
357,639
287,856
177,023
28,465
154,478
367,766
1,944,180
18,770
316,310
50,548
8,291
108,035
345,484
128,163
238,901
142,011
11,627
7,249
112,761
3,445,114
14,306
102,396
134,985
6,059
16,600
130,522
2,873,406
53,983
62,727
48,600
130,494
100,000
110,053
250,505
691
108,874
145,529
151,390
46,668
Book Value
372,284
225,123
13,121,890
2,885,183
743,953
7,870,851
5,019,506
15,417,078
6,495,868
1,530,357
2,338,916
8,091,605
5,235,114
357,688
614,213
2,438,703
17,180,877
670,679
765,913
449,397
155,616
1,275,980
11,803,637
2,356,268
7,033,036
3,954,010
332,461
78,175
904,732
94,414,554
34,763
5,117,711
4,166,728
196,965
26,952
2,036,758
20,628,248
221,800
1,568,646
243,043
158,617
1,300,000
3,799,399
5,087,955
1,312,752
1,654,912
927,245
725,038
3,038,644
Market Value
94,331
68,635
32,547,149
6,251,045
1,458,419
4,862,466
5,103,784
26,824,758
1,981,932
1,592,166
1,326,841
3,917,720
5,321,311
359,798
383,105
3,729,147
27,412,938
662,018
904,647
617,697
80,920
1,361,241
5,095,889
4,358,824
8,543,100
3,540,334
409,503
108,373
802,858
190,652,609
50,929
4,013,923
3,255,838
109,486
234,641
2,474,697
40,744,897
143,595
577,088
255,636
54,807
1,145,000
4,887,454
10,105,372
1,043,410
1,032,126
1,197,704
201,349
3,297,561

Security Name
SEAGATE TECHNOLOGY
SEAHAWK DRILLING INC
SEALED AIR CORP
SEALY CORP
SEARS HOLDINGS CORP
SEASPAN CORP
SEATTLE GENETICS INC
SECURITY NATL FINL CORP CL A
SEI INVESTMENTS COMPANY
SELECT COMFORT CORPORATION
SELECT MEDICAL HOLDINGS CORP
SELECTICA INC
SELECTIVE INSURANCE GROUP
SEMGROUP CORP CLASS A
SEMGROUP CORPORATION WTS
SEMPRA ENERGY
SEMTECH CORP
SENECA FOODS CORP CL A
SENESCO TECHNOLOGIES INC
SENOMYX INC
SENORX INC
SENSIENT TECHNOLOGIES CORP
SEQUENOM INC
SERVICE CORP INTERNATIONAL
SERVOTRONICS INC
SEVERN BANCORP INC/MD
SEVERSTAL GDR REG S
SEVERSTAL GDR REG S
SFN GROUP INC
SHANGHAI LUJIAZUI FIN+TRAD B
SHANGHAI ZHENHUA HEAVY IND B
SHAW GROUP INC
SHENANDOAH TELECOMMUNICATION
SHENANDOAH VENTURES
SHENGDATECH INC
SHERWIN WILLIAMS CO/THE
SHILOH INDUSTRIES INC
SHIP FINANCE INTL LTD
SHOE CARNIVAL INC
SHORE BANCSHARES INC
SHORETEL INC
SHREVEPORT GAMING HOLDINGS
SHUFFLE MASTER INC
SHUTTERFLY INC
SI FINANCIAL GROUP INC
SIBIRTELECOM SPONS ADR
SIEBERT FINANCIAL CORP
SIEMENS AG SPONS ADR
SIERRA BANCORP
Shares
2,246,379
26,764
487,725
169,925
280,053
1,200
143,763
39,463
414,215
228,033
4,600
18,761
228,203
90
95
658,510
107,332
16,274
5,800
73,250
45,414
162,397
158,300
737,279
16,553
49,450
510,987
171,496
198,201
186,857
471,569
322,835
77,035
1,475,752
70,004
301,530
61,493
121,211
57,688
35,386
97,168
3,641
146,840
87,604
39,900
23,400
44,300
19,371
37,562
Book Value
34,101,759
731,966
5,377,804
481,578
20,817,475
12,372
1,569,600
180,078
2,970,713
1,402,569
36,922
738,794
3,009,787
203
21,142,613
2,413,894
441,672
3,822
513,208
330,042
3,240,159
1,030,747
3,205,986
83,071
482,197
3,290,154
1,461,414
1,126,260
475,457
584,918
11,373,688
1,769,957
1,475,752
344,782
9,090,788
462,453
1,006,026
1,048,613
473,283
516,600
1,189,206
1,452,616
420,769
286,435
189,278
1,699,030
426,130
Market Value
29,292,782
260,146
9,617,937
453,700
18,105,426
12,000
1,723,718
76,558
8,433,417
1,995,289
31,188
103,186
3,391,097
2,363
570
30,811,683
1,757,025
524,999
1,826
277,618
498,646
4,210,954
935,553
5,455,865
148,977
273,459
5,087,100
1,982,063
1,082,177
400,563
321,741
11,047,414
1,366,601
100,000
331,119
20,862,861
520,231
2,167,253
1,183,181
421,447
450,860
48,672
1,176,188
2,098,992
249,375
286,084
96,353
1,734,286
431,963

Security Name
SIFCO INDUSTRIES
SIGA TECHNOLOGIES INC
SIGMA ALDRICH
SIGMA DESIGNS INC
SIGMATRON INTERNATIONAL INC
SIGNATURE BANK
SIGNET JEWELERS LTD
SILGAN HOLDINGS INC
SILICON GRAPHICS INTERNATION
SILICON IMAGE INC
SILICON LABORATORIES INC
SILVER CREEK FDG LTD
SILVERLEAF RESORTS INC
SIMMONS FIRST NATL CORP CL A
SIMPSON MANUFACTURING CO INC
SIMULATIONS PLUS INC
SINCLAIR BROADCAST GROUP A
SIRIUS XM RADIO INC
SIRONA DENTAL SYSTEMS INC
SIRVA INC
SISTEMA JSFC REG S SPONS GDR
SJW CORP
SK TELECOM CO LTD ADR
SKECHERS USA INC CL A
SKILLED HEALTHCARE GROU CL A
SKYLINE CORP
SKYWEST INC
SKYWORKS SOLUTIONS INC
SL INDS INC
SLM CORP
SM ENERGY CO
SMART BALANCE INC
SMART MODULAR TECHNOLOGIES
SMARTHEAT INC
SMARTPROS LTD
SMF ENERGY CORP
SMITH (A.O.) CORP
SMITH + WESSON HOLDING CORP
SMITH A O CORP
SMITH GRAHAM + CO VENTURES
SMITH INTERNATIONAL INC
SMITH MICRO SOFTWARE INC
SMITH MIDLAND CORP
SMITHTOWN BANCORP INC
SMURFIT STONE CONTAINER W/I
SMURFIT STONE CONTAINER W/I
SNAP ON INC
SOCKET MOBILE INC
Shares
21,725
17,809
230,207
88,071
8,700
175,462
301,575
219,994
6,716
180,949
206,573
32,641
130,472
37,370
54,106
33,200
322,691
10,693,312
171,100
172,100
263,952
18,390
96,700
68,948
30,083
14,404
171,177
395,959
19,052
1,528,165
135,136
128,179
193,498
117,070
2,700
3,932
87,387
155,300
6,150
2,647,250
579,542
163,633
800
348,021
43,200
106,295
64,559
196,687
8,320
Book Value
61,151
111,128
281,820
1,978,740
56,562
4,764,268
7,426,780
2,810,515
51,886
917,063
7,974,330
31,955,452
672,621
1,028,462
1,485,319
128,761
1,753,928
18,361,375
6,276,732
6,671,496
474,111
1,913,325
1,388,949
385,112
292,984
3,098,693
4,092,552
138,297
14,588,103
2,289,993
851,115
1,164,752
1,340,021
8,602
19,249
2,375,181
620,989
186,038
2,647,250
9,582,535
1,042,118
800
5,274,681
218,422
2,701,928
1,852,817
7,397,377
202,934
Market Value
232,458
137,129
11,471,215
881,591
46,110
6,669,311
8,293,313
6,243,430
47,549
635,131
8,378,601
38,232,418
135,691
981,336
1,328,302
80,344
1,881,289
10,153,300
5,961,124
7,045,708
431,062
1,424,391
2,517,981
204,264
259,416
2,091,783
6,648,152
228,624
15,877,634
5,427,062
524,252
1,131,963
668,470
7,695
4,797
4,211,180
635,177
186,038
499,999
21,819,756
1,556,150
1,088
5,185,513
128,736
3,081,434
1,424,134
8,046,465
21,216

Security Name
SOHU.COM INC
SOLARWINDS INC
SOLERA HOLDINGS INC
SOLITARIO EXPLORATION + ROY
SOLTA MEDICAL INC
SOLUTIA INC
SOLUTIA INC
SOMANETICS CORP
SOMAXON PHARMACEUTICALS INC
SONESTA INTL HOTELS CL A
SONIC AUTOMOTIVE INC CLASS A
SONIC CORP
SONIC FOUNDRY INC
SONIC SOLUTIONS
SONICWALL INC
SONOCO PRODUCTS CO
SONOSITE INC
SONUS NETWORKS INC
SOTHEBY S
SOUNDBITE COMMUNICATIONS INC
SOURCECAP INTERNATIONAL
SOURCEFIRE INC
SOUTH FINANCIAL GROUP INC
SOUTH JERSEY INDUSTRIES
SOUTHCOAST FINANCIAL CORP
SOUTHERN CO
SOUTHERN COMMUNITY FINANCIAL
SOUTHERN COPPER CORP
SOUTHERN MISSOURI BANCORP
SOUTHERN NATL BANCORP OF VA
SOUTHERN UNION CO
SOUTHSIDE BANCSHARES INC
SOUTHWEST AIRLINES CO
SOUTHWEST BANCORP INC/OKLA
SOUTHWEST GAS CORP
SOUTHWEST GEORGIA FINL CORP
SOUTHWEST WATER CO
SOUTHWESTERN ENERGY CO
SPAN AMERICA MEDICAL SYS INC
SPANISH BROADCASTING SYS A
SPANSION INC CLASS A
SPARTAN MOTORS INC
SPARTAN STORES INC
SPARTECH CORP
SPARTON CORP
SPECTRA ENERGY CORP
SPECTRANETICS CORP
SPECTRUM CONTROL INC
SPECTRUM GROUP INTERNATIONAL
Shares
2,600
473,806
112,648
9,904
231,874
70,400
384,057
68,958
55,700
6,215
130,029
260,035
9,487
161,983
122,963
321,849
14,444
346,244
16,032
6,500
147
123,318
998,560
17,740
11,681
2,325,228
61,700
736,627
8,895
15,300
482,824
88,824
1,709,733
51,423
72,033
10,163
68,279
1,047,238
10,412
921,800
52,713
47,764
94,952
104,287
21,199
1,701,324
66,435
55,000
92,306
Book Value
141,543
9,143,683
2,396,239
40,807
1,626,505
8,448
3,258,595
1,327,054
471,647
157,960
1,373,206
4,145,550
213,286
1,604,191
2,308,158
6,299,224
396,744
654,250
460,693
11,426
147
2,586,108
1,148,633
658,941
179,307
51,564,298
559,506
12,084,586
133,938
170,331
6,102,824
1,716,741
9,572,268
443,300
1,960,856
191,128
803,537
26,572,768
110,790
1,970,602
1,258,306
360,342
1,689,434
1,356,532
161,595
32,033,945
451,836
412,464
346,148
Market Value
106,834
7,599,848
4,077,858
21,244
440,561
8,448
5,031,147
1,720,502
200,520
89,403
1,113,048
2,015,271
69,350
1,352,558
1,444,815
9,809,958
391,577
938,321
366,652
18,688
903,310
2,343,042
272,108
762,110
30,371
77,383,588
138,208
19,550,081
137,828
111,843
10,554,533
1,744,503
18,995,134
683,412
2,124,974
102,646
715,564
40,465,276
182,002
1,050,852
1,007,019
200,609
1,302,741
1,068,942
106,631
34,145,573
344,133
768,900
168,920

Security Name
SPECTRUM PHARMACEUTICALS INC
SPEEDUS CORP
SPEEDWAY MOTORSPORTS INC
SPHERIX INC
SPIRE CORP
SPIRIT AEROSYSTEMS HOLD CL A
SPORT CHALET INC CLASS A
SPORT CHALET INC CLASS B
SPORT HALEY INC
SPORT SUPPLY GROUP INC
SPRINT NEXTEL CORP
SPX CORP
SRA INTERNATIONAL INC CL A
SRI/SURGICAL EXPRESS INC
SRS LABS INC
ST JOE CO/THE
ST JUDE MEDICAL INC
STAAR SURGICAL CO
STAGE STORES INC
STAMPS.COM INC
STANCORP FINANCIAL GROUP
STANDARD MICROSYSTEMS CORP
STANDARD MOTOR PRODS
STANDARD PARKING CORP
STANDARD REGISTER CO
STANDEX INTERNATIONAL CORP
STANLEY BLACK + DECKER INC
STANLEY FURNITURE CO INC
STANLEY INC
STAPLES INC
STARBUCKS CORP
STARRETT (L.S.) CO CL A
STARTEK INC
STARWOOD HOTELS + RESORTS
STATE AUTO FINANCIAL CORP
STATE BANCORP INC
STATE STREET CORP
STEC INC
STEEL DYNAMICS INC
STEELCASE INC CL A
STEELCLOUD INC
STEIN MART INC
STEINER LEISURE LTD
STEINWAY MUSICAL INSTRUMENTS
STELLARONE CORP
STEMCELLS INC
STEPAN CO
STEREOTAXIS INC
Shares
206,500
3,575
20,690
47,500
39,300
199,800
18,375
1,025
6,900
20,238
8,880,387
100,685
31,202
91,400
43,110
182,022
843,101
48,600
125,876
98,263
190,770
69,018
112,075
766,938
9,170
41,100
35,985
345,338
31,700
113,725
1,749,637
2,139,107
50,000
76,600
486,032
40,930
47,412
1,501,989
122,715
594,755
194,583
140,000
220,700
43,018
6,300
77,244
262,400
26,472
24,114
Book Value
908,600
15,269
679,398
272,091
379,141
4,637,840
67,725
4,284
36,500
160,218
91,865,686
4,500,902
669,164
447,839
296,062
6,192,326
17,042,485
370,058
1,715,786
874,657
7,968,048
1,271,355
990,432
2,010,186
140,942
218,887
615,765
7,905,653
329,360
3,424,487
18,122,587
30,707,514
862,431
1,217,979
19,193,336
890,089
363,139
33,270,805
1,731,167
11,917,143
1,354,977
437,457
1,866,728
1,565,876
102,783
1,025,080
632,688
1,124,594
64,407
Market Value
809,480
9,295
280,556
63,650
136,764
3,808,188
35,831
2,921
7,245
272,403
37,652,841
5,317,175
613,743
361,944
394,457
4,215,630
30,427,515
277,992
1,344,356
1,007,196
7,733,816
1,606,739
904,445
2,553,904
145,161
129,054
912,220
17,446,476
128,702
4,251,041
33,330,585
51,980,300
476,500
298,740
20,136,306
634,824
450,414
50,797,268
1,541,300
7,844,818
1,508,018
9,100
1,374,961
1,653,612
112,077
986,406
246,656
1,811,479
79,817

Security Name
STERICYCLE INC
STERIS CORP
STERLING BANCORP N Y
STERLING BANCSHARES INC/TX
STERLING CONSTRUCTION CO
STERLING FINL CORP/SPOKANE
STEVEN MADDEN LTD
STEWART ENTERPRISES INC CL A
STEWART INFORMATION SERVICES
STIFEL FINANCIAL CORP
STILLWATER MINING CO
STONE ENERGY CORP
STONERIDGE INC
STR HOLDINGS INC
STRATASYS INC
STRATEGIC DIAGNOSTICS INC
STRATTEC SECURITY CORP
STRATUS PROPERTIES INC
STRAYER EDUCATION INC
STREAMLINE HEALTH SOLUTIONS
STRYKER CORP
STUDENT LOAN CORP
STURM RUGER + CO INC
STUX CAPITAL MGMT VENTURES
SUCAMPO PHARMACEUTICALS CL A
SUCCESSFACTORS INC
SUFFOLK BANCORP
SULPHCO INC
SUMMIT FINANCIAL GROUP INC
SUN BANCORP INC NJ
SUN HEALTHCARE GROUP INC
SUN HYDRAULICS CORP
SUNCOR ENERGY INC
SUNESIS PHARMACEUTICALS INC
SUNLINK HEALTH SYSTEMS INC
SUNOCO INC
SUNOPTA INC
SUNPOWER CORP CLASS A
SUNRISE SENIOR LIVING INC
SUNSHINE PCS CORP CLASS A
SUNTRUST BANKS INC
SUPER MICRO COMPUTER INC
SUPERCONDUCTOR TECHNOLOGIES
SUPERGEN INC
SUPERIOR BANCORP
SUPERIOR ENERGY SERVICES INC
SUPERIOR INDUSTRIES INTL
SUPERIOR OFFSHORE INTL
SUPERIOR UNIFORM GROUP INC
Shares
171,731
183,912
87,536
329,985
26,300
282,762
43,281
309,537
46,741
94,930
384,143
129,123
118,211
27,115
66,781
33,500
6,154
22,499
48,426
28,600
816,249
14,947
92,293
1,142,857
5,290
95,372
54,618
211,828
14,950
42,399
103,430
22,364
1,600
66,800
25,182
448,953
132,255
237,487
349,245
1,144
1,722,978
35,408
45,410
181,500
84,603
253,145
(8,983)
20,000
22,300
Book Value
5,334,762
3,582,869
732,497
2,690,138
426,649
492,169
891,611
2,422,451
726,620
3,480,794
4,019,991
2,443,652
880,972
458,930
1,261,260
135,234
266,262
361,432
9,424,059
63,270
14,235,483
1,659,547
733,514
1,142,857
29,769
1,550,091
1,596,317
171,536
173,067
221,179
1,233,091
523,288
78,695
347,409
74,080
10,488,463
672,591
8,419,980
730,742
33,523
43,759,629
213,508
463,182
1,024,076
1,321,656
5,415,206
(131,023)
280
287,237
Market Value
11,262,119
5,715,985
787,824
1,554,229
340,322
155,519
1,364,217
1,674,595
421,604
4,119,013
4,463,742
1,441,013
897,221
509,762
1,640,141
60,635
136,003
222,965
10,067,281
41,184
40,861,425
359,924
1,322,559
1,383,307
18,674
1,982,784
1,689,881
57,617
36,030
159,420
835,714
524,659
47,104
31,396
57,919
15,610,096
579,277
2,873,593
970,901
31,998
40,145,387
478,008
109,892
366,630
163,284
4,726,217
(120,732)
280
222,443

Security Name
SUPERIOR WELL SERVICES INC
SUPERTEX INC
SUPERVALU INC
SUPPORT.COM INC
SUPREME INDS INC CLASS A
SUREWEST COMMUNICATIONS
SURGUTNEFTEGAS SP ADR
SURGUTNEFTEGAS SP ADR
SURMODICS INC
SUSQUEHANNA BANCSHARES INC
SUSSER HOLDINGS CORP
SUTTONBROOK EUREKA FUND
SVB FINANCIAL GROUP
SWAP BANK OF AMERICA BOC
SWAP BARCLAYS BOC
SWAP CITIBANK COC
SWAP CITIBANK COC
SWAP DEUTSCHE BOC
SWAP HSBC COC
SWAP JPM CHASE COC
SWAPTION 317U638B8
SWIFT ENERGY CO
SWORDFISH FINANCIAL INC
SWS GROUP INC
SXC HEALTH SOLUTIONS CORP
SYBASE INC
SYCAMORE NETWORKS INC
SYKES ENTERPRISES INC
SYMANTEC CORP
SYMETRA FINANCIAL CORP
SYMMETRICOM INC
SYMMETRY MEDICAL INC
SYMPHONY EUREKA FUND, L.P.
SYMS CORP
SYMYX TECHNOLOGIES INC
SYNALLOY CORP
SYNAPTICS INC
SYNCHRONOSS TECHNOLOGIES INC
SYNERGETICS USA INC
SYNERON MEDICAL LTD
SYNIVERSE HOLDINGS INC
SYNNEX CORP
SYNOPSYS INC
SYNOVIS LIFE TECHNOLOGIES IN
SYNOVUS FINANCIAL CORP
SYNTA PHARMACEUTICALS CORP
SYNTEL INC
SYNTHESIS ENERGY SYSTEMS INC
SYNTROLEUM CORP
Shares
13,219
48,873
907,125
100,600
34,164
19,129
59,036
1,267,522
22,972
594,660
51,105
153,836,426
193,744
(3,020,000)
390,000
52,482
(1,030,000)
40,000
1,420,000
(5,700,000)
120,296
100
63,190
3,940
244,756
52,515
193,064
2,161,174
70,500
197,700
136,044
247,501,998
46,100
131,782
44,857
114,335
67,874
89,900
36,519
137,283
103,305
417,354
51,651
2,151,232
93,800
55,794
149,999
104,600
Book Value
207,946
1,164,467
15,466,429
497,384
134,816
177,244
543,962
17,467,033
778,351
7,344,760
506,888
153,836,426
5,544,060
(3,020,000)
390,000
51,162
(1,030,000)
40,000
1,420,000
(18,810)
2,403,371
144
806,082
191,479
4,159,056
1,122,580
3,346,264
64,285,445
897,322
755,962
1,370,804
247,501,998
319,203
645,446
733,960
2,884,810
1,771,492
87,852
1,144,779
1,960,189
2,477,633
8,170,494
661,945
8,293,798
408,077
1,413,485
77,223
237,442
Market Value
221,022
1,205,208
9,833,235
418,496
73,794
121,278
521,288
18,396,890
376,971
4,953,518
602,528
151,787,941
7,988,065
(3,020,000)
390,000
47,809
(1,030,000)
40,000
1,420,000
(200)
3,237,165
50
600,305
288,605
15,825,923
872,799
2,747,301
29,997,095
846,000
1,006,293
1,433,904
253,370,766
325,005
660,228
382,630
3,144,213
1,287,570
239,134
375,415
2,807,437
2,646,674
8,710,178
789,227
5,464,129
253,260
1,894,206
164,999
171,544

Security Name
SYNUTRA INTERNATIONAL INC
SYPRIS SOLUTIONS INC
SYSCO CORP
SYSTEMAX INC
T 3 ENERGY SERVICES INC
T ROWE PRICE GROUP INC
T.G.C. INDUSTRIES INC
TAIWAN SEMICONDUCTOR SP ADR
TAIYO CYPRESS GP, LP
TAIYO FUND GP LLC
TAIYO PEARL GP LP
TAKE TWO INTERACTIVE SOFTWRE
TAL INTERNATIONAL GROUP INC
TALBOTS INC
TALECRIS BIOTHERAPEUTICS
TALEO CORP CLASS A
TAMALPAIS BANCORP
TANDY BRANDS ACCESSORIES INC
TANDY LEATHER FACTORY INC
TARGACEPT INC
TARGET CORP
TARGETED GENETICS CORP
TASER INTERNATIONAL INC
TASTY BAKING CO
TATA MOTORS LTD SPON ADR
TAYLOR CAPITAL GROUP INC
TAYLOR DEVICES INC
TBS INTERNATIONAL PLC A
TCF FINANCIAL CORP
TD AMERITRADE HOLDING CORP
TEAM INC
TEAMSTAFF INC
TECH DATA CORP
TECH/OPS SEVCON INC
TECHE HOLDING CO
TECHNE CORP
TECHNICAL COMMUNICATIONS
TECHNITROL INC
TECHNOLOGY RESEARCH CORP
TECHTARGET
TECHTEAM GLOBAL INC
TECO ENERGY INC
TECUMSEH PRODUCTS CO CLASS A
TEEKAY CORP
TEEKAY TANKERS LTD CLASS A
TEGAL CORP
TEJON RANCH CO
TEKELEC
TELE NORTE LESTE PART ADR
Shares
18,300
89,448
2,027,832
115,717
57,922
879,932
88,315
2,027,440
300,000
600,000
300,000
63,646
46,605
236,607
106,340
113,377
3,900
15,287
3,000
142,731
1,885,536
2,470
100,977
53,831
40,300
25,386
500
295,805
493,894
1,191,483
71,910
5,675
255,900
12,800
6,500
116,557
10,100
187,125
29,600
34,382
116,053
577,318
25,978
156,823
4,000
9,000
28,526
226,197
689
Book Value
329,759
853,273
25,423,718
2,137,607
2,794,194
31,507,360
415,528
20,903,120
300,000
600,000
300,000
593,090
1,093,244
3,773,199
1,993,373
1,959,843
42,966
211,649
13,330
2,987,204
28,544,115
60,383
554,694
413,021
462,382
354,462
1,215
3,390,752
7,108,288
19,528,898
1,585,996
18,757
6,929,146
76,746
250,191
5,730,863
23,549
1,154,463
160,775
182,135
1,301,924
8,351,968
326,616
4,720,644
46,427
42,487
985,400
3,622,083
93,164
Market Value
295,911
358,686
57,935,160
1,743,855
1,616,024
39,060,181
267,594
20,053,009
1,272,394
1,868,098
390,552
572,814
1,047,214
2,439,418
2,243,774
2,753,927
41
55,033
12,420
2,758,990
92,711,805
939
393,810
388,660
692,757
328,495
2,625
1,813,285
8,203,579
18,229,690
938,426
2,985
9,115,158
66,048
182,650
6,696,200
118,675
591,315
150,072
184,975
695,157
8,700,182
288,875
4,104,058
44,520
6,795
658,380
2,994,848
99,173

Security Name
TELECOM NEW ZEALAND SP ADR
TELECOMMUNICATION SYSTEMS A
TELECOMUNICACOES DE S.P. ADR
TELEDYNE TECHNOLOGIES INC
TELEFLEX INC
TELEFONOS DE MEXICO SP ADR L
TELEKOMUNIK INDONESIA SP ADR
TELENAV INC
TELEPHONE AND DATA SYSTEMS
TELETECH HOLDINGS INC
TELIK INC
TELKONET INC
TELLABS INC
TELULAR CORP
TELVENT GIT SA
TEMPLE INLAND INC
TEMPUR PEDIC INTERNATIONAL
TENARIS SA ADR
TENGASCO INC
TENNANT CO
TENNECO INC
TENNENBAUM STRATEGY SPV LTD
TENNESSEE COMMERCE BANCORP
TERADATA CORP
TERADYNE INC
TEREX CORP
TERNIUM SA SPONSORED ADR
TERRA NOVA ROYALTY CORP
TERREMARK WORLDWIDE INC
TERRESTAR CORP
TERRITORIAL BANCORP INC
TERRITORIAL GENERATION CO NO 5
TESCO CORP
TESLA MOTORS INC
TESORO CORP
TESSCO TECHNOLOGIES INC
TESSERA TECHNOLOGIES INC
TETON ADVISORS INC CLASS A
TETON ADVISORS INC CLASS B
TETRA TECH INC
TETRA TECHNOLOGIES INC
TEVA PHARMACEUTICAL SP ADR
TEXAS CAPITAL BANCSHARES INC
TEXAS INDUSTRIES INC
TEXAS INSTRUMENTS INC
TEXAS ROADHOUSE INC
TEXTAINER GROUP HOLDINGS LTD
TEXTRON INC
Shares
135,794
448,500
5,700
113,711
82,527
187,200
488,985
15,000
330,873
117,817
103,973
453,800
1,483,024
60,745
2,600
382,653
235,044
12,889
2,731,035
183,248
78,043
176,032
17,467,707
26,111
441,583
464,528
73,811
45,591
13,800
18,690
390,035
30,000
1
335,187
134,225
623,093
69,075
144,231
404
15
190,704
194,620
205,200
86,835
215,702
3,414,726
353,462
122,053
673,338
Book Value
1,954,568
3,249,952
123,087
2,250,445
2,930,142
3,359,759
16,586,840
120,000
10,236,583
1,740,003
34,438
663,590
7,597,750
572,164
73,346
4,769,385
4,016,522
467,194
24,615,408
213,229
2,005,322
2,083,707
17,467,707
671,341
4,131,330
4,718,267
3,539,150
1,142,773
159,841
110,214
213,543
557,971
4,148,154
2,330,907
9,040,073
765,546
3,248,559
42
3,742,152
3,030,293
8,594,357
1,388,287
7,585,011
32,653,648
4,221,964
1,994,982
8,962,408
Market Value
874,513
1,856,790
116,052
4,386,970
4,479,566
2,641,392
16,737,957
125,850
10,055,230
1,518,661
81,099
54,456
9,476,523
182,842
43,420
7,909,438
7,227,603
446,088
11,852,692
82,645
2,639,414
3,707,234
16,821,961
168,416
13,459,450
4,529,148
1,383,218
1,500,856
114,954
145,969
193,067
568,500
1
4,116,096
3,198,582
7,271,495
1,153,553
2,314,908
3,737
3,739,705
1,767,150
10,668,348
1,424,094
6,371,837
79,494,821
4,460,690
2,946,359
11,426,546

Security Name
TFS FINANCIAL CORP
THERAGENICS CORP
THERAVANCE INC
THERMADYNE HOLDINGS CORP
THERMO FISHER SCIENTIFIC INC
THERMOGENESIS CORP
THESTREET.COM INC
THOMAS + BETTS CORP
THOMAS GROUP INC
THOMAS PROPERTIES GROUP
THOMAS WEISEL PARTNERS GROUP
THOMSON REUTERS CORP
THOR INDUSTRIES INC
THORATEC CORP
THQ INC
THRESHOLD PHARMACEUTICALS
TIB FINANCIAL CORP
TIBCO SOFTWARE INC
TIDELANDS BANCSHARES INC
TIDEWATER INC
TIER TECHNOLOGIES INC
TIERONE CORP
TIFFANY + CO
TIGERLOGIC CORP
TII NETWORK TECHNOLOGIES INC
TIM PARTICIPACOES SA ADR
TIMBERLAND BANCORP INC
TIMBERLAND CO CLASS A
TIME WARNER CABLE
TIME WARNER INC
TIMELESS INVESTMENT VENTURES
TIMKEN CO
TITAN INTERNATIONAL INC
TITAN MACHINERY INC
TITANIUM METALS CORP
TIVO INC
TIX CORP
TJX COMPANIES INC
TMK GDR REG S
TNS INC
TODD SHIPYARDS CORP
TOFUTTI BRANDS INC
TOLL BROTHERS INC
TOLLGRADE COMMUNICATIONS INC
TOMOTHERAPY INC
TOMPKINS FINANCIAL CORP
TOOTSIE ROLL INDS
TOR MINERALS INTERNATIONAL
TORCHMARK CORP
Shares
199,676
190,400
186,200
67,204
1,161,396
198,298
288,280
229,295
40,700
185,984
78,020
800
208,102
190,244
295,240
29,000
61,171
653,409
20,200
147,188
93,707
77,845
264,165
13,900
119,700
288,555
40,000
41,284
998,524
4,346,999
1,302,347
246,708
65,479
16,085
389,140
170,335
15,000
1,474,412
20,579
150,092
16,494
16,300
812,376
68,663
154,252
21,027
8,108
1,220
430,402
Book Value
2,468,260
673,827
2,837,221
541,277
32,155,805
805,642
945,942
6,666,235
63,305
1,161,458
306,258
28,732
5,470,911
4,364,844
1,872,332
28,367
505,328
17,803,813
234,436
4,194,923
802,918
125,330
6,681,261
82,259
214,591
6,026,969
455,864
749,432
32,221,368
101,123,070
1,302,347
5,318,074
1,287,439
222,366
5,782,303
1,339,409
49,893
28,280,144
466,843
3,204,615
240,739
48,905
11,131,624
917,263
615,295
705,134
193,817
18,524
16,986,364
Market Value
2,477,979
218,960
2,340,534
726,475
56,966,474
97,166
830,246
7,956,537
26,048
615,607
459,538
28,664
4,942,423
8,129,126
1,275,437
36,250
28,769
7,880,113
30,704
5,699,119
569,739
5,371
10,014,495
61,299
185,535
7,831,383
131,200
666,737
52,003,130
125,671,741
6,411,941
652,826
211,196
6,844,973
1,257,072
16,500
61,851,583
308,685
2,617,604
243,946
53,627
13,290,471
432,577
490,521
793,769
191,754
8,320
21,309,203

Security Name
TOREADOR RESOURCES CORP
TORO CO
TORONTO DOMINION BANK
TOTAL SYSTEM SERVICES INC
TOUSA INC
TOWER AUTOMOTIVE INC
TOWER GROUP INC
TOWERS WATSON + CO CL A
TOWERSTREAM CORP
TOWN SPORTS INTERNATIONAL
TOWNE BANK
TRACK DATA CORP
TRACTOR SUPPLY COMPANY
TRADESTATION GROUP INC
TRAILER BRIDGE INC
TRANS LUX CORP
TRANS WORLD ENTERTAINMENT CP
TRANSACT TECHNOLOGIES INC
TRANSATLANTIC HOLDINGS INC
TRANSCAT INC
TRANSCEND SERVICES INC
TRANSCEPT PHARMACEUTICALS IN
TRANSDIGM GROUP INC
TRANSOCEAN LTD
TRANSWITCH CORP
TRAVELCENTERS OF AMERICA LLC
TRAVELERS COS INC/THE
TRAVELZOO INC
TRC COS INC
TREDEGAR CORP
TREE.COM INC
TREEHOUSE FOODS INC
TREMBLANT PARTNERS
TREMBLANT PARTNERS LP
TREX COMPANY INC
TRI VALLEY CORP
TRIAD GUARANTY INC
TRICO BANCSHARES
TRICO MARINE SERVICES INC
TRIDENT MICROSYSTEMS INC
TRIMAS CORP
TRIMBLE NAVIGATION LTD
TRIMERIS INC
TRINITY INDUSTRIES INC
TRIO TECH INTERNATIONAL
TRIPLE S MANAGEMENT CORP B
TRIQUINT SEMICONDUCTOR INC
TRIUMPH GROUP INC
TRUE RELIGION APPAREL INC
Shares
325,976
37,276
1,800
540,420
112,950
270,300
146,122
59,755
63,700
102,400
50,192
453
131,832
254,410
24,100
1,870
14,193
32,752
236,824
17,704
55,180
2,580
57,507
13,587
24,403
51,108
1,802,922
23,866
30,339
34,216
16,302
43,288
38,211,055
105,000,000
269,018
29,040
14,600
31,600
50,923
160,800
25,601
290,015
231,061
353,719
2,400
47,595
408,994
102,877
74,794
Book Value
3,189,230
1,434,439
107,442
8,506,090
1,061,935
11,893
3,549,639
3,099,711
143,540
496,026
914,029
326,554
5,929,497
2,326,608
111,738
4,358
51,062
434,935
8,968,949
49,064
1,027,631
31,035
2,227,288
1,056,777
758,822
216,910
58,469,504
320,568
488,659
574,171
139,000
1,352,164
38,211,055
105,000,000
4,521,874
173,287
99,067
584,394
492,340
275,939
164,448
6,644,210
2,410,559
5,980,408
10,336
754,254
4,993,185
4,886,944
1,832,460
Market Value
1,792,868
1,830,997
116,838
7,349,712
1,186
3,146,007
2,321,482
101,920
235,520
728,788
36,693
8,037,797
1,717,268
74,951
1,141
24,128
239,090
11,358,079
134,019
744,930
21,491
2,934,582
629,486
52,588
118,571
88,793,909
295,461
93,748
558,405
103,029
1,976,530
59,115,215
96,480,720
5,404,572
29,330
3,358
534,988
25,462
228,336
289,547
8,120,420
499,092
6,267,901
9,216
882,887
2,498,953
6,854,695
1,650,704

Security Name
TRUEBLUE INC
TRUSTCO BANK CORP NY
TRUSTMARK CORP
TRW AUTOMOTIVE HOLDINGS CORP
TRX INC
TSAKOS ENERGY NAVIGATION LTD
TSR INC
TTM TECHNOLOGIES
TUESDAY MORNING CORP
TUFCO TECHNOLOGIES INC
TUPPERWARE BRANDS CORP
TURKCELL ILETISIM HIZMET ADR
TUTOR PERINI CORP
TVI CORP NEW
TW TELECOM INC
TWIN DISC INC
TXU FRN 10OCT14
TYCO ELECTRONICS LTD
TYCO INTERNATIONAL LTD
TYLER TECHNOLOGIES INC
TYSON FOODS INC CL A
U S CONCRETE INC
U S ENERGY CORP WYOMING
U S GOLD CORP
U.S. GLOBAL INVESTORS INC A
U.S. PHYSICAL THERAPY INC
UAL CORP
UBS AG REG
UBS OCONNOR GLOBAL
UFP TECHNOLOGIES INC
UGI CORP
UIL HOLDINGS CORP
ULTA SALON COSMETICS + FRAGR
ULTIMATE SOFTWARE GROUP INC
ULTRA CLEAN HOLDINGS
ULTRA PETROLEUM CORP
ULTRAPAR PARTICPAC SPON ADR
ULTRAPETROL (BAHAMAS) LTD
ULTRATECH INC
UMB FINANCIAL CORP
UMPQUA HOLDINGS CORP
UNDER ARMOUR INC CLASS A
UNICA CORP
UNICO AMERICAN CORP
UNIFI INC
UNIFIRST CORP/MA
UNIFY CORP
UNIGENE LABORATORIES INC
UNILEVER N V
Shares
221,680
162,200
132,390
496,214
106,800
4,400
10,500
99,259
147,408
9,200
216,913
52,300
116,751
250,800
417,084
21,105
2,873
590,870
455,175
156,042
1,263,335
91,845
64,960
287,900
72,900
44,734
381,507
584,500
45,000,000
35,000
380,327
73,189
138,671
141,071
129,000
521,448
2,800
8,700
96,798
61,686
266,465
104,592
86,600
12,800
306,560
15,170
3,853
161,800
271,481
Book Value
3,370,466
1,172,993
3,088,452
6,757,028
948,163
110,694
73,483
1,280,027
598,105
58,577
7,414,265
903,934
2,649,878
1,028
6,038,713
202,946
2,339
11,985,175
14,451,559
1,777,130
18,437,489
506,452
197,884
641,680
1,237,044
539,765
11,593,846
9,307,973
45,000,000
181,890
8,476,131
1,953,656
2,366,432
3,550,787
1,070,487
21,078,292
61,112
46,451
1,101,345
2,725,539
4,897,655
4,129,295
878,473
58,375
628,903
629,323
18,842
367,244
7,435,949
Market Value
2,480,599
908,320
2,756,360
13,680,620
92,916
62,348
23,468
942,961
588,158
29,900
8,643,983
678,854
1,924,056
1,028
6,956,961
239,753
2,335
14,996,281
16,035,815
2,421,772
20,706,061
21,124
308,560
1,442,379
404,595
755,110
7,843,784
7,727,090
46,752,795
321,650
9,675,519
1,831,921
3,280,956
4,635,593
1,099,080
23,074,074
132,412
37,845
1,574,903
2,193,554
3,059,018
3,465,133
829,628
121,536
1,171,059
667,783
13,293
127,822
7,416,861

Security Name
UNION DRILLING INC
UNION FIRST MARKET BANKSHARE
UNION PACIFIC CORP
UNISOURCE ENERGY CORP CO
UNISYS CORP
UNIT CORP
UNITED AMERICA INDEMNITY A
UNITED AMERICAN HEALTHCARE
UNITED BANCORP INC/OHIO
UNITED BANKSHARES INC
UNITED CAPITAL CORP
UNITED COMMUNITY BANCORP
UNITED COMMUNITY BANKS/GA
UNITED COMMUNITY FINANCIAL
UNITED FINANCIAL BANCORP INC
UNITED FIRE + CASUALTY CO
UNITED GUARDIAN INC
UNITED MICROELECTRON SP ADR
UNITED NATURAL FOODS INC
UNITED ONLINE INC
UNITED PANAM FINANCIAL CORP
UNITED PARCEL SERVICE CL B
UNITED RENTALS INC
UNITED SECURITY BANCSHARE/CA
UNITED SECURITY BANCSHARES
UNITED STATES LIME + MINERAL
UNITED STATES STEEL CORP
UNITED STATIONERS INC
UNITED TECHNOLOGIES CORP
UNITED THERAPEUTICS CORP
UNITED WESTERN BANCORP INC
UNITEDHEALTH GROUP INC
UNITIL CORP
UNITRIN INC
UNITY BANCORP INC
UNIVERSAL AMERICAN CORP
UNIVERSAL DISPLAY CORP
UNIVERSAL ELECTRONICS INC
UNIVERSAL FOREST PRODUCTS
UNIVERSAL HEALTH SERVICES B
UNIVERSAL INSURANCE HOLDINGS
UNIVERSAL SECURITY INSTRUMNT
UNIVERSAL STAINLESS + ALLOY
UNIVERSAL TECHNICAL INSTITUT
UNIVERSAL TRUCKLOAD SERVICES
UNIVEST CORP OF PENNSYLVANIA
UNUM GROUP
UQM TECHNOLOGIES INC
URALKALI SPON GDR REG S
Shares
37,200
31,379
1,506,471
147,852
115,969
205,228
70,672
34,300
13,229
121,394
18,090
18,869
229,547
38,975
32,957
108,549
14,450
23,400
99,566
340,088
87,000
1,799,290
252,633
57,683
8,800
6,050
292,580
36,864
2,692,595
155,637
33,900
3,396,929
20,142
264,429
27,224
120,000
317
100,294
46,368
289,092
173,080
1,966
22,689
185,509
16,295
24,686
1,159,274
118,980
7,568
Book Value
447,868
430,089
41,024,870
3,108,834
10,482,125
10,132,029
611,149
70,860
152,169
3,310,998
427,829
235,474
3,647,239
61,458
446,636
2,511,886
123,976
84,474
2,454,108
4,664,301
1,005,845
111,444,788
3,058,055
288,416
130,768
238,673
7,037,314
1,596,575
83,592,090
5,504,778
778,038
49,893,059
421,687
6,375,262
258,936
1,212,259
4,601
1,976,432
1,770,558
7,685,556
1,007,465
10,557
279,423
4,522,918
277,661
543,506
21,245,611
544,638
146,250
Market Value
204,972
384,707
104,714,799
4,462,173
2,144,267
8,330,205
520,146
21,952
109,933
2,906,172
441,577
141,895
906,711
65,088
449,863
2,151,441
172,533
68,094
2,975,032
1,958,907
378,450
102,361,608
2,354,540
209,966
79,640
233,046
11,278,959
2,007,982
174,776,341
7,596,642
27,120
96,472,784
421,169
6,769,382
145,648
1,728,000
5,700
1,667,889
1,405,414
11,028,860
723,474
11,698
362,797
4,385,433
226,989
427,562
25,156,246
403,342
136,375

Security Name
URALKALI SPON GDR REG S
URANIUM ENERGY CORP
URANIUM RESOURCES INC
URBAN OUTFITTERS INC
UROLOGIX INC
UROPLASTY INC
URS CORP
US AIRWAYS GROUP INC
US AUTO PARTS NETWORK INC
US BANCORP
US CELLULAR CORP
US ECOLOGY INC
US GEOTHERMAL INC
US HOME SYSTEMS INC
USA MOBILITY INC
USA TRUCK INC
USANA HEALTH SCIENCES INC
USD CASH COLLATERAL
USEC INC
USG CORP
UTAH MEDICAL PRODUCTS INC
UTI WORLDWIDE INC
UTSTARCOM INC
VAALCO ENERGY INC
VAIL RESORTS INC
VALASSIS COMMUNICATIONS INC
VALE SA SP ADR
VALE SA SP PREF ADR
VALEANT PHARMACEUTICALS INTE
VALENCE TECHNOLOGY INC
VALERO ENERGY CORP
VALHI INC
VALIDUS HOLDINGS LTD
VALLEY NATIONAL BANCORP
VALMONT INDUSTRIES
VALPEY FISHER CORP
VALSPAR CORP
VALUE LINE INC
VALUECLICK INC
VALUEVISION MEDIA INC CL A
VANDA PHARMACEUTICALS INC
VARIAN MEDICAL SYSTEMS INC
VARIAN SEMICONDUCTOR EQUIP
VASCO DATA SECURITY INTL
VASCULAR SOLUTIONS INC
VAUGHAN FOODS INC
VCA ANTECH INC
VCG HOLDING CORP
VECTREN CORPORATION
Shares
461,072
106,757
202,055
475,867
81,700
30,900
265,108
363,465
28,200
6,133,095
68,803
77,988
191,735
76,499
66,751
43,243
10,722
2,113,927
375,460
211,997
16,250
252,364
90,445
190,696
56,047
159,190
1,930,632
1,816,962
327,773
292,153
2,207,784
15,572
176,520
391,852
59,723
8,000
178,263
1,100
284,444
180,400
98,186
222,751
160,194
119,665
34,550
2,900
203,103
34,000
135,920
Book Value
9,410,531
321,339
140,226
11,805,064
350,271
84,583
10,622,057
5,453,922
173,210
90,689,252
3,021,224
1,985,982
184,179
440,626
753,121
635,685
310,352
2,113,927
3,104,208
4,158,376
402,369
7,579,783
267,130
1,352,799
1,523,594
3,178,905
40,269,758
41,055,598
8,509,090
251,252
43,063,664
285,581
4,465,495
6,425,640
5,027,562
24,168
3,870,600
21,725
3,485,770
769,931
938,905
4,698,377
2,282,377
1,575,004
279,510
2,647
1,561,719
351,393
3,248,181
Market Value
9,007,465
251,947
80,216
16,365,066
88,236
145,848
10,432,000
3,129,434
169,200
137,074,673
2,831,243
1,136,285
152,103
203,487
862,423
697,077
391,675
2,113,927
1,787,190
2,560,924
405,275
3,124,266
166,419
1,067,898
1,956,601
5,049,507
47,773,068
38,919,666
17,139,250
210,350
39,695,956
192,158
4,310,618
5,337,024
4,339,473
15,360
5,369,282
19,954
3,040,706
319,308
649,009
11,645,422
4,591,160
738,333
431,875
1,769
5,028,830
54,400
3,215,867

Security Name
VEECO INSTRUMENTS INC
VELOCITY PORTFOLIO GROUP INC
VENOCO INC
VERASUN ENERGY CORP
VERAZ NETWORKS INC
VERENIUM CORP
VERIFONE SYSTEMS INC
VERIGY LTD
VERISIGN INC
VERISK ANALYTICS INC CLASS A
VERIZON COMMUNICATIONS INC
VERMILLION INC
VERSANT CORP
VERSAR INC
VERSO PAPER CORP
VERTEX PHARMACEUTICALS INC
VERTRO INC
VESTIN RLTY MTG II INC
VF CORP
VIA PHARMACEUTICALS INC
VIACOM INC CLASS B
VIAD CORP
VIASAT INC
VIASYSTEMS GROUP INC
VICAL INC
VICON INDUSTRIES INC
VICOR CORP
VIDEO DISPLAY CORP
VIEWPOINT FINANCIAL GROUP
VILLAGE SUPER MARKET CLASS A
VIMPELCOM LTD SPON ADR
VIRAGE LOGIC CORPORATION
VIRCO MFG CORPORATION
VIRGIN MEDIA INC
VIRGINIA COMMERCE BANCORP
VIRNETX HOLDING CORP
VIROPHARMA INC
VIRTUAL RADIOLOGIC CORP
VIRTUALSCOPICS INC
VIRTUS INVESTMENT PARTNERS
VIRTUSA CORP
VISA INC CLASS A SHARES
VISHAY INTERTECHNOLOGY INC
VISION BLUE DIAMOND
VISION SCIENCES INC
VIST FINANCIAL CORP
VISTA GOLD CORP
VISTAPRINT NV
VITAL IMAGES INC
Shares
129,012
20
108,798
164,460
44,600
10,707
152,356
12,700
478,954
73,818
8,325,391
75,794
20,000
22,600
74,933
306,730
48,900
30,035
232,085
81
1,524,190
70,336
99,708
11,341
152,600
13,000
56,185
34,180
1,588
27,367
373,300
95,738
49,276
701,684
145,186
23,800
259,558
30,055
25,400
25,224
10,433
1,211,972
942,913
249,313,638
39,540
33,680
129,017
5,916
113,820
Book Value
3,215,993
505
1,368,561
1,238,242
104,709
153,509
3,377,034
137,243
33,182,226
2,223,026
188,066,233
1,703,161
169,437
67,993
106,292
7,913,085
204,480
218,268
10,090,500
1,269
41,389,135
1,088,988
2,254,038
815,645
951,348
54,801
1,013,232
188,789
23,951
754,249
5,058,245
848,301
317,393
12,728,816
714,099
59,582
2,700,988
317,982
35,417
152,857
95,729
66,919,304
8,940,969
252,374,191
208,506
636,666
809,768
223,127
3,487,020
Market Value
4,422,531
7
1,791,903
543
39,248
25,161
2,884,099
110,363
12,716,229
2,207,158
233,277,456
923,929
222,800
72,320
173,095
10,091,417
24,206
40,848
16,519,810
8
47,813,840
1,241,430
3,246,492
167,507
473,060
53,560
701,751
142,189
21,994
718,384
6,039,994
1,138,325
147,828
11,711,106
907,413
140,896
2,909,645
515,744
28,956
472,193
97,340
85,747,019
7,298,147
261,227,339
39,145
259,336
219,329
280,951
1,451,205

Security Name
VITAMIN SHOPPE INC
VIVO PARTICIPACOES SA ADR
VIVUS INC
VMWARE INC CLASS A
VOCUS INC
VODAFONE GROUP PLC SP ADR
VOLCANO CORP
VOLCOM INC
VOLGATELECOM SP ADR
VOLT INFO SCIENCES INC
VOLTERRA SEMICONDUCTOR CORP
VONAGE HOLDINGS CORP
VOXWARE INC
VOYAGER OIL + GAS INC
VSE CORP
VTB BANK OJSC GDR REG S
VTB BANK OJSC GDR REG S
VULCAN MATERIALS CO
W HOLDING COMPANY INC
W.P. CAREY + CO. LLC
W+T OFFSHORE INC
WABASH NATIONAL CORP
WABCO HOLDINGS INC
WABTEC CORP
WADDELL + REED FINANCIAL A
WAINWRIGHT BANK TRUST CO
WAL MART STORES INC
WALGREEN CO
WALT DISNEY CO/THE
WALTER ENERGY INC
WARNACO GROUP INC/THE
WARNER CHILCOTT PLC CLASS A
WARNER MUSIC GROUP CORP
WARREN RESOURCES INC
WARWICK VALLEY TELEPHONE CO
WASHINGTON BANKING CO
WASHINGTON FEDERAL INC
WASHINGTON POST CLASS B
WASHINGTON TRUST BANCORP
WASTE CONNECTIONS INC
WASTE MANAGEMENT INC
WASTE SERVICES INC
WATERS CORP
WATERSTONE FINANCIAL INC
WATSCO INC
WATSON PHARMACEUTICALS INC
WATTS WATER TECHNOLOGIES A
WAUSAU PAPER CORP
WAVE SYSTEMS CORP CLASS A
Shares
4,585
156,842
91,785
349,967
5,727
333,168
75,782
83,233
36,700
52,373
98,469
948,220
2,118
5,500
18,092
103,655
2,645,405
249,513
16,800
20,364
87,843
152,917
230,590
14,093
276,192
14,028
6,240,059
2,787,509
5,018,770
193,128
115,575
37,282
222,470
334,235
5,800
96,245
217,156
20,451
29,321
102,684
1,165,088
8,800
257,143
41,588
69,466
232,829
53,312
216,794
167,300
Book Value
126,555
2,804,447
529,841
17,745,118
98,629
6,879,862
1,487,510
2,399,169
266,744
589,968
1,121,165
1,498,221
3,735
40,920
585,522
501,434
10,745,713
10,369,017
179,088
548,415
1,102,923
487,090
5,467,244
186,050
7,074,253
158,140
117,027,645
35,297,785
63,373,912
3,893,076
2,446,588
566,870
2,303,077
896,246
87,797
986,319
2,631,193
8,897,655
523,089
2,960,219
26,827,912
59,432
4,272,856
116,571
3,397,069
2,500,318
1,831,747
2,578,500
504,374
Market Value
117,605
4,065,345
881,136
21,904,435
87,509
6,886,583
1,653,563
1,545,637
220,200
439,933
2,270,695
2,180,906
1,917
20,900
575,687
497,544
13,756,366
10,936,155
4,200
562,861
830,995
1,087,240
7,258,973
562,170
6,043,081
261,622
299,959,636
74,426,490
158,091,255
11,751,839
4,176,881
851,894
1,081,204
969,282
81,606
1,230,974
3,513,584
8,394,726
499,630
3,582,645
36,455,604
102,608
16,637,152
141,815
4,023,471
9,445,873
1,527,922
1,467,695
542,052

Security Name
WAYNE SAVINGS BANCSHARES INC
WAYSIDE TECHNOLOGY GROUP INC
WAYZATA RECOVERY FUND LLC
WCA WASTE CORP
WD 40 CO
WEATHERFORD INTL LTD
WEB.COM GROUP INC
WEBMD HEALTH CORP
WEBMEDIABRANDS INC
WEBSENSE INC
WEBSTER FINANCIAL CORP
WEIGHT WATCHERS INTL INC
WEIS MARKETS INC
WELLCARE HEALTH PLANS INC
WELLMAN INC
WELLPOINT INC
WELLS FARGO + CO
WELLS GARDNER ELECTRONICS
WENDY S/ARBY S GROUP INC A
WERNER ENTERPRISES INC
WESBANCO INC
WESCO FINANCIAL CORP
WESCO INTERNATIONAL INC
WEST BANCORPORATION
WEST COAST BANCORP/OREGON
WEST MARINE INC
WEST PHARMACEUTICAL SERVICES
WESTAMERICA BANCORPORATION
WESTAR ENERGY INC
WESTELL TECHNOLOGIES INC A
WESTERN ALLIANCE BANCORP
WESTERN DIGITAL CORP
WESTERN REFINING INC
WESTERN UNION CO
WESTFIELD FINANCIAL INC
WESTLAKE CHEMICAL CORP
WESTMORELAND COAL CO
WESTWOOD HOLDINGS GROUP INC
WESTWOOD ONE INC
WET SEAL INC/THE CLASS A
WEYCO GROUP INC
WEYERHAEUSER CO
WGL HOLDINGS INC
WHIRLPOOL CORP
WHITE MOUNTAINS INSURANCE GP
WHITING PETROLEUM CORP
WHITING USA TRUST I
WHITNEY HOLDING CORP
WHOLE FOODS MARKET INC
Shares
10,466
62,690
113,349,664
61,600
99,290
(77,692)
252,441
116,278
136,700
304,266
185,645
121,841
20,760
141,481
312,400
1,466,640
15,004,181
45,523
1,030,449
158,959
58,373
2,522
177,546
67,459
105,264
40,857
77,139
116,029
226,899
479,920
124,675
730,967
258,520
1,745,576
39,619
22,870
33,600
43,316
10,745
316,447
3,650
533,285
40,840
246,200
26,038
140,552
16,000
330,147
2,559,203
Book Value
115,794
590,725
113,349,664
495,282
2,179,661
(886,903)
2,410,464
4,854,962
880,348
5,745,617
2,539,373
4,960,139
723,891
5,545,199
156
61,320,426
323,793,288
119,082
3,226,843
1,681,824
1,155,906
800,282
5,844,738
395,139
674,948
466,534
3,338,524
5,636,509
5,000,073
1,066,242
1,504,206
12,983,850
2,108,367
12,870,136
373,305
550,650
668,422
1,427,390
519,260
856,242
109,080
21,394,278
1,343,149
13,192,187
10,544,684
7,017,701
300,664
5,165,939
67,994,822
Market Value
79,751
568,598
122,946,413
274,736
3,316,286
(1,020,873)
906,263
5,398,788
123,030
5,750,627
3,330,471
3,130,095
683,212
3,358,759
156
71,762,695
384,107,034
84,673
4,121,796
3,479,613
983,585
815,110
5,977,974
459,396
268,423
444,524
2,814,802
6,093,843
4,903,287
748,675
893,920
22,045,965
1,300,356
26,026,538
330,026
424,696
272,832
1,522,557
106,053
1,155,032
83,147
18,771,632
1,389,785
21,621,284
8,441,520
11,022,088
266,880
3,053,860
92,182,492

Security Name
WHX CORP
WIDEPOINT CORP
WILBER CORP
WILEY (JOHN) + SONS CL A
WILLAMETTE VALLEY VINEYARDS
WILLBROS GROUP INC
WILLDAN GROUP INC
WILLIAMS CONTROLS INC
WILLIAMS COS INC
WILLIAMS SONOMA INC
WILLIS GROUP HOLDINGS PLC
WILLIS LEASE FINANCE CORP
WILMINGTON TRUST CORP
WILSHIRE BANCORP INC
WIMM BILL DANN FOODS ADR
WINDSTREAM CORP
WINLAND ELECTRONICS INC
WINMARK CORP
WINN DIXIE STORES INC
WINNEBAGO INDUSTRIES
WINTRUST FINANCIAL CORP
WIRELESS TELECOM GROUP INC
WISCONSIN ENERGY CORP
WMS INDUSTRIES INC
WOLVERINE WORLD WIDE INC
WOODWARD GOVERNOR CO
WORLD ACCEPTANCE CORP
WORLD FUEL SERVICES CORP
WORLD WRESTLING ENTERTAIN A
WORLDGATE COMMUNICATIONS INC
WORTHINGTON INDUSTRIES
WR BERKLEY CORP
WR GRACE + CO
WRIGHT EXPRESS CORP
WRIGHT MEDICAL GROUP INC
WSB HOLDINGS INC
WSFS FINANCIAL CORP
WSI INDUSTRIES INC
WVS FINANCIAL CORP
WW GRAINGER INC
WYNDHAM WORLDWIDE CORP
WYNN RESORTS LTD
X 5 RETAIL GROUP NV REGS GDR
X 5 RETAIL GROUP NV REGS GDR
X RITE INC
XATA CORP
Shares
(2,080,600)
2,080,600
(2,080,600)
295,098
1,500
13,700
102,079
4,600
18,900
12,100
15,542
1,882,691
208,706
22,112
25,500
165,496
73,940
105,365
946,209
4,700
14,500
250,776
137,158
103,176
67,592
319,517
32,820
141,652
174,206
40,566
279,356
25,875
216,800
171,061
411,071
137,325
67,832
118,724
40,700
3,555
2,600
2,594
205,653
467,158
188,742
4,867
925,936
33,500
7,200
Book Value
(4,628,241)
5,512,580
(3,121,794)
674,989
1,128
120,795
3,707,575
21,574
294,891
19,094
194,446
30,427,306
2,912,082
644,781
176,691
2,373,968
673,674
2,266,884
4,500,187
3,430
254,050
3,673,304
1,778,763
3,158,574
178,420
8,201,094
(651,188)
2,254,039
5,653,137
1,494,548
4,858,810
337,126
106,232
2,054,410
8,767,418
1,735,560
1,852,353
3,132,700
250,115
135,182
6,794
43,453
9,502,971
7,445,671
13,474,365
163,808
22,359,120
381,900
27,100
Market Value
(10,559,045)
655,389
(260,075)
1,257,117
1,245
81,515
3,947,395
16,100
139,860
33,396
140,655
34,415,591
5,180,083
664,466
235,110
1,835,351
646,975
2,162,168
9,991,967
3,346
485,315
2,417,481
1,363,351
3,439,888
48,673
16,212,293
1,288,185
3,572,463
4,447,479
1,554,083
7,246,495
402,615
119,457
2,199,844
10,876,939
2,889,318
2,014,610
1,972,006
136,345
127,731
6,500
28,171
20,452,191
9,408,562
14,395,352
164,991
31,389,230
123,615
19,800

Security Name
XCEL ENERGY INC
XENONICS HOLDINGS INC
XENOPORT INC
XERIUM TECHNOLOGIES INC
XERIUM TECHNOLOGIES INC WTS
XEROX CORP
XETA TECHNOLOGIES INC
XILINX INC
XL GROUP PLC
XOMA LTD
XYRATEX LTD
YADKIN VALLEY FINANCIAL CORP
YAHOO INC
YANZHOU COAL MINING SP ADR
YORK WATER CO
YOUNG INNOVATIONS INC
YRC WORLDWIDE INC
YUCHENG TECHNOLOGIES LTD
YUM BRANDS INC
Z TRIM HOLDINGS
ZALE CORP
ZANETT INC
ZBB ENERGY CORP
ZEBRA TECHNOLOGIES CORP CL A
ZEP INC
ZHEJIANG SOUTHEAST ELEC B
ZHONE TECHNOLOGIES INC
ZHONGPIN INC
ZIMMER HOLDINGS INC
ZION OIL + GAS INC
ZION OIL GAS DELAWARE CP
ZIONS BANCORPORATION
ZIOPHARM ONCOLOGY INC
ZIPREALTY INC
ZIX CORP
ZOLL MEDICAL CORP
ZOLTEK COMPANIES INC
ZOOM TECHNOLOGIES INC
ZOOM TELEPHONICS INC
ZORAN CORP
ZUMIEZ INC
ZYGO CORP
ZYMOGENETICS INC
Grand Total
Shares
1,334,456
28,000
77,170
2,672
1,731
4,538,644
29,100
842,182
1,181,882
898,617
16,600
44,117
2,349,173
30,400
4,375
11,507
1,897,294
7,800
1,326,176
2,123
148,672
6,375
8,100
211,214
58,820
361,339
40,822
48,270
656,701
61,749
30,875
366,703
42,900
73,500
174,300
158,949
81,005
18,500
18,500
180,911
42,144
65,478
115,580
Book Value
24,286,150
80,585
1,638,981
272,466
44,436,634
148,082
18,491,628
26,013,446
519,547
139,475
182,967
95,524,126
367,356
51,937
264,652
2,044,843
30,697
14,238,239
17,482
333,663
46,946
17,447
4,476,542
733,959
292,341
306,346
525,937
19,289,505
316,751
5,918,348
120,305
650,236
276,242
4,722,125
2,223,514
26,784
925
2,003,102
1,108,407
827,262
1,062,228
$ 34,896,180,527
Market Value
27,503,138
9,772
757,038
37,729
36,490,698
88,755
21,273,517
18,921,931
372,027
234,890
149,115
32,489,063
582,160
62,125
323,922
284,594
28,392
51,773,911
2,272
234,902
10,519
4,375
5,358,499
1,025,821
268,135
60,825
567,655
35,494,689
309,980
618
7,909,784
136,422
191,835
393,918
4,307,518
686,112
94,720
5,550
1,725,891
678,940
531,027
487,748
$ 43,510,433,012

International Equity and Options
Security Name
361 DEGREES INTERNATIONAL
3I GROUP PLC
77 BANK LTD/THE
888 HOLDINGS PLC
A DATA TECHNOLOGY CO LTD
A P MOLLER MAERSK A/S A
A P MOLLER MAERSK A/S B
A TEC INDUSTRIES AG
A2A SPA
AAC ACOUSTIC TECHNOLOGY HOLD
AALBERTS INDUSTRIES NV
AAREAL BANK AG
AARHUSKARLSHAMN AB
ABAN OFFSHORE LTD
ABB LTD
ABB LTD REG
ABC MART INC
ABCAM PLC
ABENGOA SA
ABERDEEN ASSET MGMT PLC
ABERTIS INFRAESTRUCTURAS SA
ABG SUNDAL COLLIER ASA
ABILITY ENTERPRISE CO LTD
ABOITIZ POWER CORP
ABSA GROUP LTD
ABSOLUTE SOFTWARE CORPORATIO
ACADEMEDIA AB B SHS
ACBEL POLYTECH INC
ACC LTD
ACCELL GROUP
ACCIONA SA
ACCOR SA
ACCORDIA GOLF CO LTD
ACE DIGITECH CO LTD
ACEA SPA
ACER INC
ACERGY SA
ACERINOX SA
ACHILLES CORP
ACINO HOLDING AG REG
ACKERMANS + VAN HAAREN
ACOM CO LTD
ACS ACTIVIDADES CONS Y SERV
ACTELION LTD REG
ACTELIOS SPA
ADANI ENTERPRISES LTD
ADANI POWER LTD
ADARO ENERGY PT
ADCOCK INGRAM HOLDINGS LTD
Shares
1,904,000
608,222
306,596
318,953
18,000
416
2,645
32,491
1,002,140
2,774,000
326,512
98,815
95,489
7,118
16,251
2,128,758
44,989
4,900
139,180
3,406,518
236,865
1,103,203
87,310
87,000
1,257,277
144,100
2,984
132,000
29,269
22,740
34,798
3,157,100
2,421
53,335
320,566
3,499,977
450,576
160,818
451,000
9,806
77,418
54,566
194,860
191,738
62,472
127,720
256,894
8,058,500
49,531
Book Value
1,534,690
12,692,057
4,761,746
669,085
50,889
15,371,554
48,276,323
509,046
11,565,151
3,106,900
3,538,945
1,504,404
1,581,072
186,171
297,706
112,382,970
2,643,525
89,980
3,278,368
7,277,144
21,695,994
1,142,859
115,283
28,236
15,108,111
992,679
79,094
109,763
427,366
1,092,589
14,423,078
264,551,623
2,195,938
983,966
4,217,898
5,555,554
5,845,577
13,060,825
709,308
1,741,696
6,027,049
3,647,943
31,703,204
18,048,612
440,496
763,292
641,245
1,758,245
273,424
Market Value
1,364,340
9,450,451
4,497,405
169,401
35,517
12,467,310
45,193,691
337,489
5,389,726
3,989,752
4,273,408
1,667,306
1,779,222
129,962
301,437
112,461,315
3,611,100
89,803
2,733,673
6,574,469
13,273,207
1,050,080
130,157
34,721
19,925,720
568,182
80,141
87,914
553,934
960,971
6,242,080
167,216,999
2,407,594
949,320
3,202,154
8,191,285
6,776,152
9,863,872
626,884
942,998
4,812,588
1,707,467
23,812,563
13,679,763
224,209
1,484,956
699,137
1,769,047
374,755

Security Name
ADECCO SA REG
ADEKA CORP
ADELAIDE BRIGHTON LTD
ADERANS CO LTD
ADIDAS AG
ADITYA BIRLA NUVO LTD
ADMIRAL GROUP PLC
ADP
ADVAN CO LTD
ADVANCED INFO SERVICE FOR RG
ADVANCED SEMICONDUCTOR ENGR
ADVANTAGE OIL + GAS LTD
ADVANTECH CO LTD
ADVANTEST CORPORATION
ADVANTEST CORPORATION
AECI LTD
AECON GROUP INC
AED OIL LTD
AEGIS GROUP PLC
AEGON NV
AEON COMPANY LTD
AEON COMPANY LTD
AEON CREDIT SERVICE CO LTD
AEON DELIGHT CO LTD
AEON FANTASY CO LTD
AEON MALL CO LTD
AER LINGUS
AES GENER S.A.
AES TIETE SA
AES TIETE SA PREF
AFG ARBONIA FORSTER HOLD REG
AFIRMA GRUPO INMOBILIARIO SA
AFRICA ISRAEL INV LTD
AFRICA ISRAEL PROPERTIES LTD
AFRICAN BANK INVESTMENTS LTD
AFRICAN OXYGEN LTD
AFRICAN RAINBOW MINERALS LTD
AGEAS
AGF MANAGEMENT LTD CLASS B
AGFA GEVAERT NV
AGGREKO PLC
AGILE PROPERTY HOLDINGS LTD
AGL ENERGY LTD
AGNICO EAGLE MINES LTD
AGORA SA
AGRANA BETEILIGUNGS AG
AGRICULTURAL BANK OF GREECE
AGRIUM INC
AGUAS ANDINAS SA A
Shares
197,126
238,400
1,145,141
124,000
242,217
41,213
125,233
18,739
41,640
1,647,100
10,385,625
501,400
677,694
94,487
39,500
60,258
173,300
379,982
1,074,973
2,333,787
377,257
201,600
57,431
50,900
16,800
56,815
680,567
1,819,310
14,600
68,000
55,993
1,197,016
12,490
20,364
2,978,910
148,305
98,877
5,214,388
274,002
1,027,766
854,599
986,259
285,072
106,031
14,581
13,109
556,343
131,331
836,600
Book Value
23,125,966
2,138,087
4,727,814
1,665,103
34,558,342
812,927
9,155,807
6,928,839
236,161
4,130,379
7,401,725
3,358,029
1,247,253
7,891,234
1,034,313
433,287
2,034,678
416,792
6,977,246
63,291,333
20,827,077
2,648,748
2,884,550
1,010,939
162,295
5,487,572
905,867
824,620
132,957
539,647
1,218,688
618,075
584,424
387,142
12,490,339
433,685
1,789,217
99,816,785
3,997,925
6,504,654
8,384,038
3,114,531
13,067,774
19,580,149
93,631
1,111,931
1,406,062
21,504,904
401,328
Market Value
21,965,446
2,260,341
4,555,774
1,504,984
30,594,325
674,697
10,303,310
4,739,055
274,337
4,411,421
8,290,658
2,925,403
1,394,133
7,851,317
840,976
534,523
1,686,277
139,614
5,216,750
29,877,023
15,723,890
2,152,921
2,013,751
997,408
185,106
4,450,395
675,238
793,531
144,583
782,802
1,142,343
294,711
233,589
225,593
11,762,844
438,194
2,081,811
22,299,948
3,689,802
5,954,648
18,091,690
4,008,837
13,721,155
23,910,851
99,347
1,067,484
701,909
20,499,389
343,526

Security Name
AI HOLDINGS CORP
AICA KOGYO CO LTD
AICHI BANK LTD/THE
AICHI CORP
AICHI MACHINE INDUSTRY CO
AICHI STEEL CORPORATION
AIDA ENGINEERING LTD
AIFUL CORP
AIGAN CO LTD
AIPHONE CO LTD
AIR BERLIN PLC
AIR CHINA LTD H
AIR FRANCE KLM
AIR LIQUIDE
AIR LIQUIDE
AIR NEW ZEALAND LTD CLASS A
AIR NEW ZEALAND LTD CLASS A
AIR WATER INC
AIRASIA BHD
AIRPORT FACILITIES CO LTD
AIRPORTS OF THAILAND PCL FOR
AISAN INDUSTRY CO LTD
AISIN SEIKI CO LTD
AIXTRON AG
AJ LUCAS GROUP LTD
AJINOMOTO CO INC
AJISEN CHINA HOLDINGS LTD
AKBANK T.A.S.
AKCANSA CIMENTO
AKEBONO BRAKE INDUSTRY
AKENERJI ELEKTRIK URETIM AS
AKER ASA A SHARES
AKER SOLUTIONS ASA
AKITA BANK LTD/THE
AKSA AKRILIK KIMYA SANAYII
AKSIGORTA
AKZO NOBEL NV
AKZO NOBEL NV
ALAMOS GOLD INC
ALAPIS HOLDING INDUSTRIAL
ALARKO HOLDING
ALBARAKA TURK KATILIM BANKAS
ALCATEL LUCENT
ALESCO CORP LTD
ALFA LAVAL AB
ALFA S.A.B. A
ALFRESA HOLDINGS CORP
ALI CORP
ALIANSCE SHOPPING CENTERS SA
Shares
130,500
161,300
16,900
99,200
111,000
245,000
182,400
549,950
48,625
47,800
178,581
5,700,000
217,111
85,984
169,420
177,290
1,607,596
142,653
11,252,100
67,000
1,169,800
51,500
381,855
326,484
149,711
446,598
1,324,000
5,446,633
35,934
314,300
7,462
99,823
301,787
447,000
78,156
160,993
145,550
269,138
363,700
5,408,053
26,388
47,843
1,708,625
291,283
470,812
478,400
53,117
12,000
151,500
Book Value
480,957
1,525,241
1,342,692
485,746
344,050
915,259
685,223
654,659
284,165
772,549
918,905
3,215,456
9,479,249
8,344,497
63,472,473
636,140
2,791,450
4,590,548
4,207,332
367,553
1,311,267
416,702
17,225,391
4,934,642
399,703
13,812,977
852,209
16,312,608
118,600
1,617,981
12,494
2,778,310
9,452,021
1,760,821
145,040
180,530
34,154,512
15,564,783
3,260,272
6,139,569
53,731
86,957
46,450,703
1,133,617
13,643,848
2,588,549
6,399,124
22,538
728,019
Market Value
436,524
1,718,905
1,155,441
404,692
301,051
969,036
760,601
664,986
255,516
818,904
726,230
5,672,807
5,857,708
8,790,159
67,597,412
509,121
1,182,846
4,494,030
4,344,440
235,473
1,227,947
378,291
18,047,693
7,890,231
281,991
12,904,289
1,484,307
26,317,222
146,391
1,445,588
14,611
1,696,169
7,867,472
1,560,888
126,373
187,101
29,923,855
14,177,338
5,589,066
1,722,325
53,001
88,842
15,496,439
585,557
13,947,265
3,601,255
5,605,558
18,972
953,967

Security Name
ALIBABA.COM LTD
ALIMENTATION COUCHE TARD B
ALK ABELLO A/S
ALL AMERICA LATINA LOGISTICA
ALL NIPPON AIRWAYS CO LTD
ALLAHABAD BANK
ALLGREEN PROPERTIES LTD
ALLIANCE FINANCIAL GROUP BHD
ALLIANCE GLOBAL GROUP INC
ALLIANCE GRAIN TRADERS INC
ALLIANCE RESOURCES LTD
ALLIANZ SE REG
ALLIED IRISH BANKS PLC
ALLIED TECHNOLOGIES LTD
ALLREAL HOLDING AG REG
ALM. BRAND A/S
ALMA MEDIA CORP
ALMACENES EXITO SA
ALMIRALL SA
ALOKA CO LTD
ALONY HETZ PROPERTIES + INV
ALPEN CO LTD
ALPHA BANK AE
ALPHA NETWORKS INC
ALPHA SYSTEMS INC
ALPINE ELECTRONICS INC
ALPS ELECTRIC CO LTD
ALSTOM
ALSTOM PROJECTS INDIA LTD
ALTEK CORP
ALTEN
ALTRAN TECHNOLOGIES SA
ALTRI SGPS SA
ALUMINA LTD
ALUMINUM CORP OF CHINA LTD
ALVARION LTD
AMADA CO LTD
AMANO CORPORATION
AMATA CORP PUBLIC CO LTD FOR
AMBASSADOR HOTEL/THE
AMBUJA CEMENTS LTD
AMCOR LIMITED
AMEC PLC
AMER SPORTS OYJ A SHS
AMERICA MOVIL SAB DE C SER L
AMG ADVANCED METALLURGICAL
AMIL PARTICIPACOES SA
AMLIN PLC
AMMB HOLDINGS BHD
Shares
957,802
524,680
21,217
1,121,320
531,195
870,003
3,666,376
1,195,500
13,844,000
6,300
787,293
536,572
1,533,300
36,742
21,015
21,278
229,571
78,824
153,087
26,000
179,974
49,400
1,020,400
161,000
19,300
107,200
1,372,207
348,660
1,145
2,685,985
73,023
327,217
236,594
1,540,244
1,082,000
136,844
503,741
187,500
2,860,700
10,000
4,811,399
1,029,727
307,516
375,161
29,226,708
61,750
879,834
3,342,678
11,108,359
Book Value
4,288,383
7,100,446
2,010,562
11,627,592
6,922,205
2,861,116
4,121,068
814,588
1,783,652
184,191
519,861
207,247,990
38,301,056
285,138
2,411,685
542,242
2,063,272
507,913
1,602,803
297,489
457,990
889,922
35,358,993
150,557
443,353
1,104,977
9,935,991
69,303,652
10,405
3,600,295
1,754,089
1,563,497
772,888
11,129,680
1,116,922
600,738
8,390,026
1,783,903
598,160
11,664
9,126,754
15,052,647
10,050,064
3,496,902
49,307,825
1,095,164
5,459,216
19,070,133
15,380,535
Market Value
7,479,108
8,838,067
1,182,725
8,833,700
6,630,274
3,048,616
3,761,581
1,089,336
1,642,584
179,043
189,521
136,646,015
3,371,676
294,768
2,309,341
220,430
1,799,690
739,977
1,207,605
201,560
737,237
782,115
9,848,947
124,014
368,595
1,315,620
13,930,514
40,777,268
16,520
3,494,209
1,791,601
1,233,688
1,178,343
7,743,216
836,460
271,467
6,992,340
1,519,239
741,892
11,609
11,913,250
17,626,178
11,266,640
3,565,990
69,412,411
535,060
7,150,939
19,393,789
17,121,455

Security Name
AMOREPACIFIC CORP
AMP LTD
AMPLIFON SPA
AMREST HOLDINGS SE
AMTEK AUTO LTD
AMTRAN TECHNOLOGY CO LTD
AMVIG HOLDINGS LTD
ANADOLU CAM SANAYII AS
ANADOLU EFES BIRACILIK
ANDEAN RESOURCES LTD
ANDHRA BANK
ANDO CORP
ANDRITZ AG
ANEKA TAMBANG TBK PT
ANGANG STEEL CO LTD H
ANGLO AMERICAN PLC
ANGLO AMERICAN PLC
ANGLO IRISH BANK
ANGLO IRISH BANK
ANGLO PLATINUM LTD
ANGLOGOLD ASHANTI LTD
ANHEUSER BUSCH INBEV NV
ANHEUSER BUSCH INBEV ST VVPR
ANHUI CONCH CEMENT CO LTD H
ANHUI EXPRESSWAY CO LTD H
ANRITSU CORPORATION
ANSALDO STS SPA
ANSELL LTD
ANTA SPORTS PRODUCTS LTD
ANTENA 3 TELEVISION
ANTOFAGASTA PLC
AOC HOLDINGS INC
AOKI HOLDINGS INC
AOMORI BANK LTD/THE
AOYAMA TRADING CO LTD
AOZORA BANK LTD
APA GROUP
APAC RESOURCES LTD
APLUS FINANCIAL CO LTD
APN NEWS + MEDIA LTD
APOLLO TYRES LTD
APRIL GROUP
AQUARIUS PLATINUM LTD
AQUILA RESOURCES LTD
ARAKAWA CHEMICAL INDUSTRIES
ARC LAND SAKAMOTO CO LTD
ARCADIS NV
ARCELIK AS
ARCELORMITTAL
Shares
2,777
2,232,052
243,792
2,110
15,750
5,550,000
1,340,000
60,177
2,181,127
1,088,126
3,417,127
196,000
120,182
1,810,500
1,034,000
1,182,428
1,788,057
22,979
504,926
30,287
22,098
802,471
20,312
4,299,465
118,000
295,000
248,325
85,582
514,688
260,225
1,020,614
122,100
75,700
488,000
34,863
509,514
1,645,538
13,420,000
218,000
57,277
1,127,112
50,055
1,424,594
79,887
46,400
48,600
156,414
1,883,445
933,281
Book Value
6,806,261
36,439,456
839,445
47,688
69,091
5,962,142
867,636
69,919
15,817,395
1,624,126
3,893,814
324,222
5,741,229
454,101
1,497,249
152,765,006
58,726,137
316,848
26,067,116
1,806,777
909,648
64,680,918
12,972,032
79,761
1,119,086
4,259,184
3,153,613
2,208,167
1,921,409
19,177,939
1,171,360
888,391
1,807,219
3,032,459
2,794,402
4,000,027
1,188,990
235,148
288,125
1,894,084
1,951,842
7,620,988
3,113,659
511,901
500,203
2,860,030
3,232,241
154,886,763
Market Value
9,232,224
26,372,472
1,134,759
42,486
60,090
5,017,740
707,242
79,818
25,623,851
3,097,319
9,608,715
239,213
6,771,704
387,465
1,256,126
127,179,588
62,742,239
0
0
2,880,224
956,904
110,339,166
75
12,616,012
65,613
1,323,483
4,024,214
3,704,328
3,657,856
1,494,936
20,323,630
625,057
1,182,251
1,191,185
2,450,987
2,606,782
5,003,655
947,844
123,178
374,804
1,574,972
1,226,248
6,997,168
2,069,947
490,270
711,782
2,825,975
7,970,366
84,417,995

Security Name
ARCELORMITTAL SOUTH AFRICA
ARCS CO LTD
ARDENT LEISURE GROUP
ARENA LEISURE PLC
ARIAKE JAPAN CO LTD
ARISAWA MFG CO LTD
ARISTOCRAT LEISURE LTD
ARKEMA
ARM HOLDINGS PLC
ARNEST ONE CORP
ARNOLDO MONDADORI EDITORE
ARRIVA PLC
ARROW ENERGY LTD
ARYZTA AG
AS ONE CORP
ASAHI BREWERIES LTD
ASAHI CO LTD
ASAHI DIAMOND INDUSTRIAL CO
ASAHI GLASS CO LTD
ASAHI HOLDINGS INC
ASAHI KAISEI CORP
ASAHI KAISEI CORP
ASAHI ORGANIC CHEMICAL INDUS
ASATSU DK INC
ASCIANO GROUP
ASCIANO GROUP
ASCOM HOLDING AG REG
ASCOPIAVE SPA
ASELSAN ELEKTRONIK SANAYI
ASHMORE GROUP PLC.
ASHOK LEYLAND LTD
ASHTEAD GROUP PLC
ASIA CEMENT CORP
ASIA OPTICAL CO INC
ASIA STANDARD INTL.GROUP
ASIA VITAL COMPONENTS
ASIAN PAINTS LTD
ASIAN PROPERTY DEVE FOREIGN
ASIANA AIRLINES
ASICS CORP
ASKA PHARMACEUTICAL CO LTD
ASKUL CORP
ASM INTERNATIONAL N.V.
ASM PACIFIC TECHNOLOGY
ASML HOLDING NV
ASPEN GROUP
ASPEN PHARMACARE HOLDINGS LT
ASSA ABLOY AB B
ASSECO POLAND SA
Shares
125,476
64,300
942,594
446,606
75,800
95,100
498,307
210,903
4,036,345
40,300
472,594
708,247
2,233,727
247,527
25,200
786,255
40,400
146,000
1,526,311
84,600
690,000
663,008
228,000
21,287
656,541
1,840,963
110,742
287,171
18,780
873,847
4,720,362
1,551,043
1,245,736
150,153
1,921,134
50,000
18,036
412,200
271,530
94,117
70,000
47,100
163,556
287,609
727,465
1,798,414
360,047
258,810
43,609
Book Value
1,636,657
896,229
1,176,658
216,355
1,199,096
597,086
7,932,819
7,337,002
7,856,473
149,813
2,094,446
6,230,686
6,212,498
9,089,754
500,001
24,221,812
710,708
886,895
32,655,600
1,851,166
3,664,625
15,550,457
635,205
2,143,963
913,150
10,278,234
1,241,632
610,223
81,767
2,863,530
3,682,405
1,665,796
852,534
271,860
260,990
60,548
231,253
61,404
905,985
3,672,475
593,965
754,708
3,063,552
4,302,348
36,905,444
755,954
3,373,441
14,629,195
1,001,139
Market Value
1,242,189
869,783
788,201
187,087
1,196,662
622,250
4,554,883
7,411,635
16,757,591
412,609
1,390,760
8,105,998
9,150,583
9,548,962
433,432
24,728,581
561,555
2,271,918
29,952,452
1,864,278
3,641,428
13,656,105
525,619
2,130,318
898,367
9,831,555
985,880
548,739
65,832
3,180,811
6,494,373
2,084,982
1,101,066
243,000
323,184
60,533
893,198
70,630
2,157,637
3,403,874
490,451
799,992
3,243,501
5,188,223
42,568,763
683,564
3,574,262
18,645,394
697,300

Security Name
ASSICURAZIONI GENERALI
ASSOCIATED BRITISH FOODS PLC
ASSYSTEM
ASTALDI SPA
ASTELLAS PHARMA INC
ASTIR PALACE HOTELS SA
ASTRA INTERNATIONAL TBK PT
ASTRAL FOODS LTD
ASTRAL MEDIA INC
ASTRAZENECA PLC
ASUNARO AOKI CONSTRUCTION
ASUSTEK COMPUTER INC
ASX LTD
ASYA KATILIM BANKASI AS
ATCO LTD CLASS I
ATEA ASA
ATHENS MEDICAL CENTER
ATHENS WATER SUPPLY + SEWAGE
ATKINS (WS) PLC
ATLANTIA SPA
ATLAS COPCO AB A SHS
ATLAS COPCO AB B SHS
ATLAS IRON LTD
ATOS ORIGIN SA
ATRIUM EUROPEAN REAL ESTATE
ATRIUM INNOVATIONS INC
ATS AUTOMATION TOOLING SYS
ATSUGI CO LTD
AU OPTRONICS CORP
AUCKLAND INTL AIRPORT LTD
AURA MINERALS INC
AURIGA INDUSTRIES B
AURIZON MINES LTD
AUROBINDO PHARMA LTD
AURUBIS AG
AUSDRILL LTD
AUSENCO LTD
AUST AND NZ BANKING GROUP
AUSTAL LTD
AUSTAR UNITED COMMUNICATIONS
AUSTEVOLL SEAFOOD ASA
AUSTRALIAN AGRICULTURAL CO
AUSTRALIAN PHARMA INDUS LTD
AUTOBACS SEVEN CO LTD
AUTOGRILL SPA
AUTOMOTIVE HOLDINGS GROUP
AUTONOMY CORPORATION PLC
AUTOSTRADA TORINO MILANO SPA
AV TECH CORP
Shares
1,509,076
504,028
47,469
151,191
692,969
58,745
4,113,000
14,507
165,800
2,475,205
45,500
1,381,996
191,582
1,178,821
162,600
294,375
105,902
100,567
309,733
333,016
1,608,672
2,083,412
1,430,377
54,176
859,886
75,900
268,100
481,000
23,294,278
613,749
444,926
27,650
493,200
1,211
129,944
527,778
281,094
2,475,179
445,685
1,941,963
237,051
798,562
1,513,560
33,683
233,214
518,800
158,994
135,177
23,000
Book Value
134,709,117
17,965,129
469,244
1,084,604
51,670,579
338,241
7,971,350
182,403
4,399,455
239,822,519
212,818
11,226,354
16,172,830
2,647,771
6,178,873
1,430,211
274,482
1,055,128
3,989,028
27,071,082
38,377,596
23,138,369
1,913,762
8,543,527
5,703,283
911,213
1,295,035
657,499
27,643,133
3,532,492
1,648,423
711,884
1,866,301
25,761
4,694,480
1,049,429
1,612,717
125,358,545
1,039,975
1,995,015
1,095,341
1,233,588
891,213
2,639,430
4,981,626
1,216,052
15,310,833
1,667,259
82,485
Market Value
76,964,906
17,947,229
761,697
772,722
45,558,456
165,501
21,914,826
211,952
5,609,100
243,542,927
195,903
10,301,045
12,465,863
2,725,081
7,289,572
1,720,128
89,506
613,459
3,167,279
20,425,628
40,851,020
37,380,541
2,549,235
7,536,027
3,742,285
1,092,806
1,435,552
576,178
20,879,050
3,080,244
1,687,340
379,648
2,432,003
23,688
5,702,209
735,550
427,367
130,057,234
824,421
1,558,266
1,202,907
1,011,758
498,587
3,336,234
5,625,587
985,960
16,479,954
1,657,439
67,644

Security Name
AVANZA BANK HOLDING AB
AVANZIT SA
AVENG LTD
AVEVA GROUP PLC
AVEX GROUP HOLDINGS INC
AVI LTD
AVIVA PLC
AVOCA RESOURCES LTD
AWA BANK LTD/THE
AWB LTD
AWE LTD
AXA
AXA
AXA ASIA PACIFIC HOLDINGS
AXEL SPRINGER AG
AXELL CORP
AXFOOD AB
AXIATA GROUP BERHAD
AXIS BANK LTD
AXIS COMMUNICATIONS AB
AXTEL SAB DE CV CPO
AYALA CORPORATION
AYALA LAND INC
AYGAZ AS
AZIMUT HOLDING SPA
B COMMUNICATIONS LTD
B2W COM GLOBAL DO VAREJO
BABCOCK INTL GROUP PLC
BABIS VOVOS INTL CONSTRUCT
BACHEM HOLDING AG REG B
BAE SYSTEMS PLC ORD
BAJAJ AUTO LTD
BAJAJ HINDUSTHAN LTD
BAJAJ HOLDINGS AND INVESTMEN
BAKRIE + BROTHERS PT
BAKRIE TELECOM TBK PT
BAKRIELAND DEVELOPMENT PT
BALFOUR BEATTY PLC
BALOISE HOLDING AG REG
BALRAMPUR CHINI MILLS LTD
BANCA CARIGE SPA
BANCA GENERALI SPA
BANCA MONTE DEI PASCHI SIENA
BANCA POPOLARE DELL ETRURIA
BANCA POPOLARE DI MILANO
BANCO BILBAO VIZCAYA ARGENTA
BANCO BPI SA. REG SHS
BANCO BRADESCO SA PREF
BANCO COMERCIAL PORTUGUES
Shares
84,638
556,411
1,641,960
207,941
70,800
150,492
4,142,326
655,236
107,175
514,740
1,606,133
1,112,757
1,438,248
1,151,923
35,950
3,375
97,967
3,157,025
794,626
159,241
256,000
165,020
13,575,000
615,244
335,560
92,015
11,000
704,889
78,180
8,354
5,976,622
229,157
5,065
26,910
4,323,500
1,070,500
543,500
2,342,862
76,020
693,471
680,930
136,791
4,257,865
231,981
382,475
3,520,973
448,409
1,543,945
3,330,940
Book Value
1,350,061
904,849
7,166,372
3,493,026
698,025
357,501
93,350,432
896,795
2,505,677
3,048,360
3,955,617
26,485,302
169,077,364
17,153,573
3,683,427
453,895
2,548,856
3,351,704
18,013,447
1,780,918
144,340
715,738
2,654,072
2,294,778
3,021,175
2,557,482
250,298
6,238,168
1,156,212
561,925
85,830,849
8,062,261
14,776
317,600
34,835
16,434
14,511
11,481,115
14,878,073
1,479,063
8,350,718
1,064,902
24,698,072
1,754,094
11,165,583
195,130,080
5,269,351
16,096,500
21,915,344
Market Value
2,360,119
320,328
7,378,946
3,515,433
888,900
433,859
43,332,539
1,516,440
2,595,123
1,552,640
2,408,002
17,371,643
87,631,347
18,471,486
3,809,482
439,325
2,580,729
3,822,560
21,199,722
1,841,646
151,004
1,174,773
3,953,457
2,487,012
2,807,318
2,157,250
183,567
6,295,865
180,992
500,070
58,322,454
12,334,858
12,743
405,895
27,186
20,076
8,634
8,387,832
11,756,734
1,254,205
4,255,461
1,320,336
10,639,931
934,865
4,763,445
109,216,718
2,167,202
24,077,833
7,398,009

Security Name
BANCO COMPARTAMOS SA
BANCO DE CHILE
BANCO DE CREDITO E INVERSION
BANCO DE ORO UNIBANK INC
BANCO DE SABADELL SA
BANCO DE VALENCIA SA
BANCO DESIO E DELLA BRIANZA
BANCO DO BRASIL S.A.
BANCO ESP CREDITO (BANESTO)
BANCO ESPIRITO SANTO REG
BANCO ESTADO RIO GRANDE SUL
BANCO PANAMERICANO SA
BANCO PASTOR
BANCO POPOLARE SCARL
BANCO POPULAR ESPANOL
BANCO SANTANDER (BRASIL) SA
BANCO SANTANDER CHILE SA
BANCO SANTANDER SA
BANCO SANTANDER SA
BANCOLOMBIA SA
BANCOLOMBIA SA PREF
BANDO CHEMICAL INDUSTRIES
BANG + OLUFSEN A/S
BANGKOK BANK
BANGKOK BANK FOREIGN REG
BANGKOK DUSIT MED SERVICE F
BANGKOK EXPRESSWAY PUB FOREI
BANGKOK LAND PUB CO LTD FRGN
BANIF SGPS SA REG
BANK HANDLOWY W WARSZAWIE SA
BANK HAPOALIM BM
BANK LEUMI LE ISRAEL
BANK MANDIRI TBK
BANK MILLENNIUM SA
BANK NEGARA INDONESIA PT
BANK OF ATTICA
BANK OF AYUDHYA PCL FOREIGN
BANK OF BARODA
BANK OF CHINA LTD H
BANK OF COMMUNICATIONS
BANK OF COMMUNICATIONS CO H
BANK OF EAST ASIA
BANK OF INDIA
BANK OF IRELAND
BANK OF IWATE LTD/THE
BANK OF KYOTO LTD/THE
BANK OF MAHARASHTRA
BANK OF MONTREAL
BANK OF NAGOYA LTD/THE
Shares
8,100
33,069,264
23,740
2,978,500
1,037,589
149,391
142,853
5,274,580
196,922
353,423
621,536
307,400
409,017
1,080,832
991,811
843,542
36,624,130
7,603,860
36,485
27,885
80,607
235,000
83,300
121,900
2,005,600
169,800
71,500
4,466,700
516,131
38,533
1,022,370
494,116
34,154,600
554,516
57,296,800
223,623
3,213,400
1,311,136
99,559,000
2,047,050
13,321,000
1,435,020
1,068,740
4,698,656
44,500
179,734
159,162
416,163
107,668
Book Value
29,547
1,980,004
318,831
2,473,419
27,069,329
6,371,391
1,003,897
54,925,055
5,007,051
6,569,007
3,822,625
1,572,519
3,501,427
33,990,808
38,623,165
9,670,872
1,769,339
308,526,672
1,417,490
232,100
613,427
650,349
707,390
469,720
7,327,486
163,653
38,662
67,084
1,003,639
739,388
7,260,406
4,350,650
10,698,227
527,830
13,112,604
622,394
1,599,408
6,172,271
48,744,289
13,770,219
18,629,523
8,247,335
40,302,013
2,552,584
7,075,055
199,437
68,555,253
2,726,048
Market Value
42,259
3,331,369
968,750
3,084,198
14,935,807
2,613,919
647,429
72,132,259
2,963,394
3,538,465
4,527,472
1,492,233
1,971,455
12,599,661
14,635,426
8,671,752
2,366,750
242,275,951
391,376
345,545
1,013,999
751,554
739,671
470,438
7,925,804
153,339
38,410
77,226
518,411
844,334
10,271,793
5,636,586
22,606,464
702,761
14,853,555
271,177
1,974,272
19,834,302
50,756,596
820,171
14,181,195
18,703,430
8,022,741
8,896,445
2,519,437
5,818,588
204,071
78,011,127
1,505,348

Security Name
BANK OF NOVA SCOTIA
BANK OF OKINAWA LTD/THE
BANK OF PHILIPPINE ISLANDS
BANK OF QUEENSLAND LIMITED
BANK OF SAGA LTD/THE
BANK OF THE RYUKYUS LTD
BANK OF YOKOHAMA LTD/THE
BANK PEKAO SA
BANK RAKYAT INDONESIA
BANK SARASIN + CIE AG REG B
BANK ZACHODNI WBK SA
BANKERS PETROLEUM LTD
BANKINTER SA
BANPU PUBLIC CO LTD FOR REG
BANPU PUBLIC CO LTD NVDR
BANQUE CANTONALE VAUDOIS REG
BANQUE NATIONALE DE BELGIQUE
BANYAN TREE HOLDINGS LTD
BAOYE GROUP CO LTD H
BARCLAYS PLC
BARCO (NEW) N.V.
BARLOWORLD LTD
BARRATT DEVELOPMENTS PLC
BARRICK GOLD CORP
BARRY CALLEBAUT AG REG
BASF SE
BASF SE
BASICNET SPA
BASILEA PHARMACEUTICA REG
BASLER KANTONALBK PC
BATU KAWAN BHD
BAUER AG
BAVARIAN NORDIC A/S
BAWANG INTERNATIONAL GROUP
BAYER AG
BAYER AG
BAYERISCHE MOTOREN WERKE AG
BAYWA BAYERISCHE WARENVERMIT
BB BIOTECH
BBA AVIATION PLC
BCE INC
BE GROUP AB
BEACH ENERGY LTD
BEAZLEY PLC
BEC WORLD PCL FOREIGN
BECHTLE AG
BEFIMMO
BEIERSDORF AG
BEIJING CAPITAL INTL AIRPO H
Shares
724,021
50,400
1,353,080
134,094
401,000
120,900
1,240,365
122,372
23,312,421
119,105
57,202
702,600
225,052
1,471,950
90,400
10,589
739
1,816,600
200,000
12,192,243
29,237
413,846
3,302,638
681,652
6,343
1,010,634
583,782
49,200
14,988
18,153
109,800
39,218
27,591
3,709,000
462,358
521,590
485,688
65,036
56,302
1,531,254
614,588
155,041
3,324,977
1,889,881
1,549,800
49,840
51,740
131,987
1,452,000
Book Value
108,850,470
1,789,835
1,069,458
5,959,562
1,338,556
1,308,663
19,050,669
4,111,897
13,086,271
4,255,670
2,141,328
4,135,333
10,779,003
16,997,814
1,440,484
3,106,292
3,010,984
824,419
145,601
243,052,090
1,203,451
2,596,540
7,107,655
84,997,058
3,587,293
52,813,253
114,587,271
202,260
1,705,831
1,935,091
344,492
2,133,108
816,663
2,679,768
26,786,545
123,603,880
50,105,528
2,420,078
3,847,694
3,119,944
31,610,644
887,824
2,529,964
3,084,670
970,336
1,100,672
4,260,320
17,817,989
898,958
Market Value
120,582,767
1,788,405
1,342,718
4,628,281
1,237,123
1,418,174
14,440,169
5,652,705
23,916,769
4,771,490
3,282,575
4,641,464
5,416,042
27,721,195
1,691,337
4,374,646
3,376,401
1,079,993
118,143
138,814,113
1,315,748
2,197,231
4,684,137
113,036,962
3,949,853
55,842,835
125,895,309
168,742
836,721
2,420,737
366,283
1,349,632
1,002,674
2,652,977
26,051,752
114,702,573
50,952,767
2,217,807
3,056,969
4,199,233
31,752,058
884,582
1,937,825
3,197,845
1,315,823
1,282,640
3,556,046
16,498,617
863,315

Security Name
BEIJING CAPITAL LAND LTD H
BEIJING ENTERPRISES HLDGS
BEIJING ENTERPRISES WATER GR
BEKAERT NV
BELGACOM SA
BELIMO HOLDING AG REG
BELL ALIANT REGIONAL COMMUNI
BELL HOLDING AG REG
BELLE INTERNATIONAL HOLDINGS
BELLEVUE GROUP AG
BELLUNA CO LTD
BELLWAY PLC
BEML LTD
BENDIGO AND ADELAIDE BANK
BENESSE HOLDINGS INC
BENETEAU
BENETTON GROUP SPA
BENI STABILI SPA
BENI STABILI SPA
BERJAYA CORP BHD
BERJAYA CORP BHD
BERJAYA LAND BHD
BERJAYA SPORTS TOTO BERHAD
BERKELEY GROUP HOLDINGS
BERLIAN LAJU TANKER TBK PT
BES ENGINEERING CORP
BEST DENKI CO LTD
BETER BED HOLDING NV
BETSSON AB
BEZEQ THE ISRAELI TELECOM CP
BG GROUP PLC
BGP HOLDINGS PLC
BHARAT FORGE LTD
BHARAT HEAVY ELECTRICALS
BHARAT PETROLEUM CORP LTD
BHARTI AIRTEL LTD
BHP BILLITON LTD
BHP BILLITON PLC
BIC CAMERA INC
BIDVEST GROUP LTD
BIESSE SPA
BIG C SUPERCENTER PCL FORGN
BILFINGER BERGER AG
BILLABONG INTERNATIONAL LTD
BILLERUD AKTIEBOLAG
BIM BIRLESIK MAGAZALAR AS
BINCKBANK NV
BINGGRAE CO LTD
BIOCON LTD
Shares
436,000
387,084
5,500,000
45,461
353,905
1,421
1,080
495
4,004,997
12,820
86,900
443,202
3,332
219,668
64,635
107,094
101,415
2,254,065
645,906
33,910
339,100
128,300
859,198
425,775
1,049,333
316,000
208,500
49,978
104,600
8,180,878
3,944,706
9,386,770
49,585
70,929
150,359
520,999
3,123,015
2,574,077
2,121
1,582,578
41,808
256,000
117,715
119,305
322,149
310,773
237,571
22,910
7,850
Book Value
158,345
2,015,596
1,902,534
5,655,619
26,570,534
1,314,902
27,086
745,986
19,379,803
558,501
396,304
4,594,364
49,059
7,865,290
8,297,762
1,489,879
2,904,825
1,739,541
456,678
3,833
98,128
205,389
940,969
5,739,918
78,600
82,761
977,463
668,399
1,501,838
26,080,089
154,952,970
278,488
3,204,277
1,624,583
3,753,985
250,501,188
161,746,942
834,311
24,504,745
381,489
238,605
6,415,376
4,321,214
1,440,202
5,988,727
2,732,080
815,958
37,714
Market Value
124,297
2,532,625
1,723,352
7,648,361
21,112,319
1,680,136
25,845
699,110
22,441,437
425,610
413,435
4,081,221
71,389
5,923,562
9,609,997
1,399,685
1,766,572
1,725,628
490,526
13,616
133,021
165,651
1,133,213
4,863,507
38,200
71,399
572,556
1,071,316
1,199,634
25,913,259
152,461,314
309,553
3,750,708
2,144,425
2,943,485
295,241,238
173,916,513
817,336
25,163,771
256,053
434,702
6,581,513
3,437,403
1,966,343
8,636,673
2,988,578
946,799
55,032

Security Name
BIOMERIEUX
BIOSENSORS INTERNATIONAL GRO
BIOTA HOLDINGS LTD
BIOVAIL CORPORATION
BIRCHCLIFF ENERGY LTD
BISI INTERNATIONAL PT
BKW FMB ENERGIE AG
BLACK EARTH FARMING LTD SDR
BLACKPEARL RESOURCES INC
BLOOMSBURY PUBLISHING PLC
BLUE LABEL TELECOMS LTD
BLUE SQUARE ISRAEL LTD
BLUEBAY ASSET MANAGEMENT/UNI
BLUESCOPE STEEL LTD
BM+FBOVESPA SA
BML INC
BNP PARIBAS
BOART LONGYEAR GROUP
BOBST GROUP AG REG
BOC HONG KONG HOLDINGS LTD
BODYCOTE PLC
BOE TECHNOLOGY GROUP CO LT B
BOIRON SA
BOLIDEN AB
BOLSAS Y MERCADOS ESPANOLES
BOMBARDIER INC B
BOMBARDIER INC A
BOMBAY DYEING + MFG CO LTD
BONDUELLE SCA
BONGRAIN SA
BORAL LTD
BOSIDENG INTL HLDGS LTD
BOSKALIS WESTMINSTER
BOURBON SA
BOURSORAMA
BOUSTEAD HOLDINGS BHD
BOUYGUES SA
BOVIS HOMES GROUP PLC
BP PLC
BR MALLS PARTICIPACOES SA
BRADESPAR SA PREF
BRADKEN LTD
BRAMBLES LTD
BRASIL TELECOM SA
BRASIL TELECOM SA PREFERENCE
BRASKEM SA PREF A
BRE BANK SA
BRE BANK SA ALLT
BRE X MINERALS LTD
Shares
12,452
2,478,000
547,622
490,100
378,400
94,500
18,370
383,131
806,400
222,776
275,267
40,035
448,479
2,089,314
4,076,808
20,200
1,517,036
1,418,897
41,037
9,501,993
806,175
359,900
33,387
2,053,524
257,669
1,806,253
38,250
494
12,289
14,223
628,632
7,230,000
245,699
186,860
80,073
365,160
463,605
486,506
24,162,261
140,800
342,807
423,642
4,135,089
14,414
172,914
161,700
26,805
16,621
78,152
Book Value
5,273,100
910,349
1,157,771
5,837,151
1,894,999
16,302
4,382,117
1,225,752
1,863,887
494,619
160,926
371,490
1,706,956
15,742,454
25,814,612
432,168
275,166,826
3,580,122
1,597,498
35,412,554
2,769,075
105,883
1,055,155
28,883,282
7,771,796
20,643,682
764,391
6,500
1,050,726
890,243
7,518,670
831,348
8,310,463
7,821,814
736,434
458,948
52,654,290
3,160,480
598,878,733
1,240,643
6,761,327
2,150,912
46,053,433
299,197
1,736,676
725,827
2,049,094
793,709
-
Market Value
5,027,595
1,366,707
471,800
9,459,324
3,454,082
13,969
2,840,947
1,033,892
2,139,978
377,457
174,156
422,887
1,935,745
9,631,760
26,236,323
459,745
186,905,461
3,415,644
1,408,048
39,643,667
2,400,174
77,645
1,184,750
28,756,354
5,652,733
20,191,976
684,160
5,127
1,117,821
993,040
6,982,043
1,959,035
9,662,217
7,595,544
800,345
445,523
36,956,757
2,518,399
280,314,178
1,835,673
6,236,140
2,576,371
30,938,023
127,947
1,164,591
1,124,050
1,801,737
1,087,675
-

Security Name
BREMBO SPA
BREWIN DOLPHIN HOLDINGS PLC
BRF BRASIL FOODS SA
BRIDGESTONE CORP
BRIGHTOIL PETROLEUM HOLDINGS
BRILLIANCE CHINA AUTOMOTIVE
BRISA AUTO ESTRADAS PORTUGAL
BRIT INSURANCE HOLDINGS NV
BRITISH AIRWAYS PLC
BRITISH AMERICAN TOBACCO BHD
BRITISH AMERICAN TOBACCO PLC
BRITISH SKY BROADCASTING GRO
BRITVIC PLC
BROOKFIELD ASSET MANAGE CL A
BROOKFIELD INCORPORACOES SA
BROOKFIELD PROPERTIES CORP
BROSTROM AB
BROTHER INDUSTRIES LTD
BROWN (N) GROUP PLC
BRUNEL INTERNATIONAL
BSS GROUP PLC
BT GROUP PLC
BTG PLC
BUCHER INDUSTRIES AG REG
BUDIMEX
BUKWANG PHARMACEUTICAL CO
BULGARI SPA
BULL
BUMI RESOURCES TBK PT
BUMI SERPONG DAMAI PT
BUMRUNGRAD HOSPITAL FOREIGN
BUNKA SHUTTER CO LTD
BUNZL PLC
BURBERRY GROUP PLC
BURCKHARDT COMPRESSION HOLDI
BURE EQUITY AB
BUREAU VERITAS SA
BURSA MALAYSIA BHD
BUSAN BANK
BUZZI UNICEM SPA
BWIN INTERACTIVE ENTERTAINME
BWT AG
BYD CO LTD H
BYD ELECTRONIC INTL CO LTD
C C LAND HOLDINGS LTD
C+C GROUP PLC
CA IMMOBILIEN ANLAGEN AG
CABCHARGE AUSTRALIA LTD
CABLE + WIRELESS COMMUNICATI
Shares
105,409
700,378
143,238
683,858
6,179,000
240,478
284,038
280,569
1,006,546
462,400
896,396
1,257,727
863,443
398,991
3,371,157
271,511
54,625
410,970
633,509
27,835
382,876
17,049,556
786,838
32,560
3,494
62,320
83,464
285,452
19,958,307
26,340,000
201,100
170,000
431,507
415,491
10,477
275,410
93,735
24,200
117,289
122,827
108,080
27,467
531,500
2,774,000
586,631
1,029,461
268,629
283,725
5,252,510
Book Value
804,611
1,509,611
1,628,585
32,781,885
2,254,619
56,567
12,160,121
3,581,301
7,130,775
5,703,718
26,486,492
35,592,953
4,305,134
38,466,432
15,321,729
15,320,956
10,426,481
2,283,103
615,081
1,832,231
96,562,909
2,057,990
4,511,818
119,423
775,705
2,275,344
859,011
3,747,869
1,716,427
204,015
632,931
12,101,261
9,322,288
1,814,717
1,164,558
9,340,951
47,872
5,133,360
4,040,853
4,161,263
696,332
3,228,347
1,537,537
1,364,452
3,776,819
3,002,979
1,452,048
9,939,137
Market Value
652,033
1,354,326
1,883,351
28,816,560
2,896,226
78,439
6,755,476
3,798,819
6,025,999
6,267,216
28,652,539
38,473,605
6,141,199
32,846,497
14,550,680
13,515,514
9,647,531
2,372,324
797,825
2,405,846
60,817,192
2,347,312
3,475,361
90,528
716,548
2,354,156
947,552
4,139,175
2,092,090
192,470
491,807
10,561,756
13,763,976
1,853,769
923,696
10,512,858
52,623
4,176,949
2,772,907
4,811,614
623,093
3,979,177
1,553,154
773,263
4,072,988
2,817,272
1,231,793
8,587,590

Security Name
CABLE + WIRELESS WORLDWIDE
CAC CORPORATION
CAE INC
CAFE DE CORAL HOLDINGS LTD
CAIRN ENERGY PLC
CAIRN INDIA LTD
CAJA DE AHORROS DEL MEDITERR
CALCOMP ELECTRONICS (THAI) F
CALFRAC WELL SERVICES LTD
CALPERS SWJX POOL FUND
CALSONIC KANSEI CORP
CALTEX AUSTRALIA LTD
CAM FINANZIARIA SPA
CAMECO CORP
CAMPBELL BROTHERS LTD
CAMPOFRIO FOOD GROUP SA
CAN IMPERIAL BK OF COMMERCE
CANACCORD FINANCIAL INC
CANADIAN NATL RAILWAY CO
CANADIAN NATURAL RESOURCES
CANADIAN PACIFIC RAILWAY LTD
CANADIAN TIRE CORP CLASS A
CANADIAN UTILITIES LTD A
CANADIAN WESTERN BANK
CANAL PLUS
CANAM GROUP INC
CANARA BANK
CANFOR CORPORATION
CANGENE CORP
CANON ELECTRONICS INC
CANON INCORPORATED
CANON INCORPORATED
CANON MARKETING JAPAN INC
CAP GEMINI SA
CAP GEMINI SA
CAP SA
CAPCOM CO LTD
CAPITA GROUP PLC
CAPITAL + COUNTIES PROPERTIE
CAPITAL SECURITIES CORP
CAPITALAND LTD
CAPSTONE MINING CORP
CARBON ENERGY LTD
CARDIOME PHARMA CORP
CARDNO LTD
CARDO AB
CARGOTEC OYJ B SHARE
CARILLION PLC
CARL ZEISS MEDITEC AG
Shares
2,642,079
49,700
793,206
245,887
883,731
214,256
253,304
2,766,200
99,584
433,194,346
250,000
304,307
819,804
265,492
192,777
156,623
333,802
253,000
398,971
827,172
128,331
88,277
54,301
203,300
292,805
144,300
662,053
331,300
42,000
51,100
841,894
765,400
131,713
97,974
160,428
109,728
118,208
1,192,137
453,066
570,035
2,979,374
607,500
1,334,739
186,500
259,693
62,402
152,467
1,349,451
52,670
Book Value
12,002,522
398,305
5,944,315
1,555,982
16,159,614
835,871
2,111,980
259,438
1,674,185
4,510,724,621
646,520
5,984,667
366,829
29,164,517
3,007,763
1,512,975
69,479,854
1,986,648
57,894,547
87,021,069
21,847,694
12,924,795
8,411,210
3,632,947
2,315,681
931,123
2,656,152
1,905,463
180,513
874,998
148,372,560
27,504,217
4,472,315
20,881,122
7,390,496
2,395,047
5,358,334
23,549,423
3,750,957
283,390
24,250,807
1,626,249
650,030
1,036,169
992,263
1,440,926
3,317,709
6,269,203
721,921
Market Value
9,495,537
358,891
6,889,655
2,464,748
21,409,622
1,402,847
2,004,358
309,159
1,832,087
5,436,057,945
743,022
4,506,472
272,634
21,003,551
4,909,299
1,304,563
64,931,270
2,235,609
72,235,384
93,654,748
23,430,915
11,837,011
9,046,425
4,522,667
1,836,323
951,906
6,464,443
2,650,026
144,262
1,165,327
123,649,638
28,803,051
3,821,623
16,999,867
7,132,269
3,384,256
3,426,146
25,883,261
2,576,405
243,935
22,693,906
1,234,837
394,586
1,540,931
877,399
1,615,780
4,024,611
6,238,439
725,154

Security Name
CARLSBERG AS B
CARLSBERG BREWERY MALAY BHD
CARNARVON PETROLEUM LTD
CARNIVAL PLC
CARPETRIGHT PLC
CARPHONE WAREHOUSE GROUP PLC
CARREFOUR SA
CARSALES.COM.AU LTD
CARSO INFRAESTRUCTURA Y CONS
CASCADES INC
CASINO GUICHARD PERRACHON
CASIO COMPUTER LTD
CASIO COMPUTER LTD
CASTELLUM AB
CASTROL INDIA LTD
CAT OIL AG
CATCHER TECHNOLOGY CO LTD
CATHAY FINANCIAL HOLDING CO
CATHAY PACIFIC AIRWAYS
CATHAY REAL ESTATE DEVELOPME
CATLIN GROUP LTD
CATTLES PLC
CATTOLICA ASSICURAZIONI SCRL
CAWACHI LTD
CCL INDUSTRIES INC CL B
CELESIO AG
CELESTIAL NUTRIFOODS LTD
CELESTICA INC
CELLCOM ISRAEL LTD
CELLTRION INC
CELTIC EXPLORATION LTD
CEMENTIR HOLDING SPA
CEMENTOS ARGOS SA
CEMENTOS PORTLANDVALDERRIVAS
CENOVUS ENERGY INC
CENTENNIAL COAL COMPANY LTD
CENTERRA GOLD INC
CENTERRA GOLD INC
CENTRAIS ELETRICAS BRAS PR B
CENTRAIS ELETRICAS BRASILIER
CENTRAL BANK OF INDIA
CENTRAL GLASS CO LTD
CENTRAL JAPAN RAILWAY CO
CENTRAL PATTANA PUB CO FOREI
CENTRICA PLC
CENTRO RETAIL GRP
CENTROTHERM PHOTOVOLTAICS AG
CENTURY LEASING SYSTEM INC
CENTURY TEXTILES + INDS LTD
Shares
241,820
29,000
2,134,391
202,279
156,450
304,500
685,206
206,835
643,600
276,600
95,540
116,562
216,300
529,530
13,553
60,121
291,269
9,308,500
2,755,937
432,000
1,105,103
1,248,565
193,168
30,200
94,500
354,657
1,340,000
707,544
383,373
249,477
275,300
250,425
64,116
53,739
729,821
1,208,226
10,400
531,700
429,000
648,768
265,592
502,000
2,020
7,441,068
5,584,282
7,181,718
19,909
145,300
3,391
Book Value
35,736,162
40,418
1,195,240
22,384,308
1,607,430
558,288
109,605,016
1,067,349
375,390
1,495,050
15,089,616
5,325,211
1,719,617
3,960,099
80,260
468,022
1,088,953
14,747,114
9,775,927
195,420
6,153,931
1,378,877
6,780,703
618,327
2,219,394
19,846,211
364,088
4,981,560
13,582,708
3,486,989
1,627,784
1,144,689
311,133
2,081,632
55,001,175
3,506,014
100,766
4,169,177
4,659,745
8,817,929
936,264
1,936,129
44,251,638
3,874,961
67,576,894
597,274
819,111
1,581,109
29,052
Market Value
35,409,230
44,788
621,971
19,349,531
1,498,014
861,012
79,302,631
831,587
337,175
1,671,079
13,739,838
2,765,868
1,315,057
4,838,034
129,271
512,550
634,543
13,920,092
11,279,172
151,926
5,814,809
18,680
4,850,536
569,599
2,534,466
11,227,319
0
5,726,136
11,939,748
4,226,123
2,841,990
665,638
381,205
860,332
54,262,234
4,561,762
114,702
5,864,136
6,711,678
8,587,853
803,438
2,008,227
41,307,932
4,594,670
66,333,449
970,566
677,824
1,776,637
33,804

Security Name
CERAGON NETWORKS LTD
CERMAQ ASA
CERSANIT SA
CESC LTD
CEZ AS
CFAO
CFE
CGI GROUP INC CL A
CH OFFSHORE LTD
CHALLENGER DIVERS
CHALLENGER LTD
CHAMBAL FERTILIZERS + CHEM
CHANG HWA COMMERCIAL BANK
CHAODA MODERN AGRICULTURE
CHARLES VOEGELE HOLDING A BR
CHAROEN POKPHAND FOOD FORGN
CHARTER HALL GROUP
CHARTER INTERNATIONAL PLC
CHAUCER HOLDINGS PLC
CHEIL INDUSTRIES INC
CHEIL WORLDWIDE INC
CHEMRING GROUP PLC
CHEN HSONG HOLDINGS
CHENG LOONG CORP
CHENG SHIN RUBBER IND CO LTD
CHENG UEI PRECISION INDUSTRY
CHENNAI PETROLEUM CORP LTD
CHESNARA PLC
CHEUNG KONG HOLDINGS LTD
CHEUNG KONG INFRASTRUCTURE
CHIA HSIN CEMENT
CHIA HSIN FOOD AND SYNTHTC FBR
CHIBA BANK LTD/THE
CHIBA KOGYO BANK LTD/THE
CHICONY ELECTRONICS CO LTD
CHIMEI INNOLUX CORP
CHIN POON INDUSTRIAL CO LTD
CHINA AEROSPACE INTL HLDG
CHINA AGRI INDUSTRIES HLDGS
CHINA AIRLINES LTD
CHINA AUTOMATION GROUP
CHINA BILLS FINANCE CORP
CHINA BLUECHEMICAL LTD H
CHINA CITIC BANK H
CHINA COAL ENERGY CO H
CHINA COMMUNICATIONS CONST H
CHINA COMMUNICATIONS SERVI H
CHINA CONSTRUCTION BANK H
CHINA COSCO HOLDINGS H
Shares
91,546
213,454
18,172
14,264
396,823
239,764
30,212
282,861
1,152,000
2,071,373
274,499
73,273
3,812,000
2,042,406
26,989
24,467,800
3,725,744
555,105
1,683,852
31,560
54,462
108,736
780,000
366,000
590,564
199,637
91,685
311,806
3,075,465
289,989
157,505
24,573
424,020
77,900
747,725
3,676,629
145,000
6,830,000
2,194,450
1,440,446
2,328,000
309,000
436,000
10,543,071
3,506,000
2,407,000
1,086,000
103,720,000
1,496,000
Book Value
781,969
1,839,285
89,474
110,881
16,870,247
8,083,509
1,820,089
7,769,572
433,007
766,677
2,524,832
97,194
1,781,153
5,813,826
1,148,636
3,958,160
2,448,836
5,395,574
1,376,362
5,451,354
2,080,913
4,081,300
223,113
145,970
704,934
367,940
414,097
760,367
78,518,477
4,140,170
87,637
6,610
11,284,967
835,530
1,128,514
5,502,486
119,786
1,167,487
2,733,750
661,075
1,801,162
92,569
254,567
6,452,303
5,419,555
2,883,220
635,132
80,040,408
1,977,265
Market Value
674,537
1,731,422
73,556
115,506
16,289,972
6,511,040
1,345,933
11,567,356
437,333
909,785
3,185,262
104,597
1,749,903
7,820,637
1,112,497
15,334,867
1,888,170
5,219,642
1,051,770
9,515,519
2,235,246
4,838,098
301,497
133,271
1,203,864
323,082
496,771
1,072,933
73,047,855
4,214,891
68,136
0
10,080,125
555,485
1,673,169
3,821,776
102,890
824,461
2,561,598
739,690
1,515,697
88,666
243,555
6,769,531
4,434,755
2,213,149
532,739
84,444,861
1,544,575

Security Name
CHINA DAYE NON FERROUS METAL
CHINA DEVELOPMENT FINANCIAL
CHINA DONGXIANG GROUP CO
CHINA EASTERN AIRLINES H SHR
CHINA ENERGY LTD
CHINA EVERBRIGHT INTL LTD
CHINA EVERBRIGHT LTD
CHINA FISHERY GROUP LTD
CHINA FOODS LTD
CHINA GAS HOLDINGS LTD
CHINA GRAND FORESTRY GREEN R
CHINA GREEN (HOLDINGS) LTD
CHINA HIGH SPEED TRANSMISSIO
CHINA HONGXING SPORTS LTD
CHINA HUIYUAN JUICE GROUP
CHINA INTL MARINE CONTAINE B
CHINA LIFE INSURANCE CO H
CHINA LIFE INSURANCE CO LTD
CHINA LONGYUAN POWER GROUP H
CHINA MANMADE FIBERS
CHINA MENGNIU DAIRY CO
CHINA MERCHANTS BANK H
CHINA MERCHANTS HLDGS INTL
CHINA MERCHANTS PROPERTY D B
CHINA METAL PRODUCTS CO LTD
CHINA METAL RECYCLING
CHINA MILK PRODUCTS GROUP
CHINA MINING RESOURCES GROUP
CHINA MINSHENG BANKING H
CHINA MOBILE LTD
CHINA MOLYBDENUM CO LTD H
CHINA MOTOR CORP
CHINA NATIONAL BUILDING MA H
CHINA NATIONAL MATERIALS H
CHINA NICKEL RESOURCES HLDGS
CHINA OIL AND GAS GROUP LTD
CHINA ORIENTAL GROUP CO LTD
CHINA OVERSEAS LAND + INVEST
CHINA PACIFIC INSURANCE GR H
CHINA PETROCHEMICAL DEV CORP
CHINA PHARMACEUTICAL GROUP
CHINA POWER INTERNATIONAL
CHINA POWER NEW ENERGY DEVEL
CHINA RAILWAY CONSTRUCTIO H
CHINA RAILWAY GROUP LTD H
CHINA RARE EARTH HLDGS LTD
CHINA RESOURCES ENTERPRISES
CHINA RESOURCES GAS GROUP LT
CHINA RESOURCES LAND LTD
Shares
12,922,000
7,682,154
6,161,107
5,148,000
1,955,000
37,051
170,092
1,019,085
1,060,077
7,768,000
24,502,000
2,046,000
787,677
6,512,000
679,762
575,600
9,254,629
6,544,986
362,000
626,852
821,677
9,265,818
779,432
142,800
21,000
1,288,200
1,714,577
19,056,000
3,010,480
11,535,152
678,200
374,585
3,781,044
689,000
3,268,000
11,400,000
2,558,000
9,845,178
420,000
393,960
371,097
268,086
180,299
1,676,000
4,382,000
658,000
7,873,580
20,545
1,379,864
Book Value
1,000,499
2,358,418
7,417,665
2,094,143
392,864
18,015
425,902
954,735
788,421
1,981,941
1,293,710
2,131,186
5,987,425
1,112,824
1,633,020
569,105
38,305,883
4,242,102
444,285
154,635
6,388,169
21,048,919
2,154,413
269,255
27,692
1,215,941
607,441
1,098,656
2,717,795
113,439,727
547,608
216,983
5,821,596
466,469
575,588
1,920,622
1,074,485
18,779,105
1,822,322
141,904
274,652
65,975
18,521
2,350,014
3,466,575
150,008
27,131,831
29,501
2,786,110
Market Value
755,027
2,072,865
7,247,261
2,254,314
210,049
15,749
392,731
1,423,405
623,483
4,389,180
786,616
2,070,395
6,553,339
559,731
1,819,302
726,601
41,120,328
5,326,592
335,635
185,335
10,480,827
22,488,839
2,587,380
224,089
26,273
1,184,453
0
486,975
2,632,718
115,467,803
384,077
219,168
6,108,208
414,082
524,582
1,229,718
696,399
18,559,706
1,680,076
199,852
225,408
58,870
16,207
2,117,827
2,836,118
150,407
29,220,763
29,285
2,618,980

Security Name
CHINA RESOURCES POWER HOLDIN
CHINA SHANSHUI CEMENT GROUP
CHINA SHENHUA ENERGY CO H
CHINA SHIPPING CONTAINER H
CHINA SHIPPING DEVELOPMENT H
CHINA SKY CHEMICAL FIBRE CO
CHINA SOUTH CITY HOLDINGS
CHINA SOUTH LOCOMOTIVE H
CHINA SOUTHERN AIRLINES CO H
CHINA STATE CONSTRUCTION INT
CHINA STEEL CHEMICAL CORP
CHINA STEEL CORP
CHINA SUN BIO CHEM TECHNOLOG
CHINA SYNTHETIC RUBBER
CHINA TAIPING INSURANCE HOLD
CHINA TELECOM CORP LTD
CHINA TRAVEL INTL INV HK
CHINA UNICOM HONG KONG LTD
CHINA VANKE CO LTD B
CHINA WATER AFFAIRS GROUP
CHINA WINDPOWER GROUP LTD
CHINA WIRELESS TECH LTD
CHINA XLX FERTILISER LTD
CHINA YURUN FOOD GROUP LTD
CHINA ZHONGWANG HOLDINGS LTD
CHINATRUST FINANCIAL HOLDING
CHINESE ESTATES HOLDINGS LTD
CHIPBOND TECHNOLOGY CORP
CHIYODA CO LTD
CHIYODA CORP
CHIYODA INTEGRE CO LTD
CHLORIDE GROUP PLC
CHOFU SEISAKUSHO CO LTD
CHONG HONG CONSTRUCTION CO
CHONG KUN DANG PHARM CORP
CHONGQING CHANGAN AUTOMOBI B
CHORI CO LTD
CHOW SANG SANG HLDG
CHRISTIAN DIOR
CHROMA ATE INC
CHUBU ELECTRIC POWER CO INC
CHUDENKO CORP
CHUETSU PULP + PAPER CO LTD
CHUGAI PHARMACEUTICAL LTD
CHUGAI PHARMACEUTICAL LTD
CHUGAI RO CO LTD
CHUGOKU BANK LTD/THE
CHUGOKU ELECTRIC POWER CO
CHUGOKU MARINE PAINTS LTD
Shares
994,310
6,287,000
9,694,022
2,101,000
931,000
1,271,000
5,530,000
6,097,000
14,492,000
3,623,194
19,000
7,113,627
304,000
66,091
289,079
15,151,000
1,777,385
13,921,177
711,900
2,984,000
11,180,000
4,784,000
1,238,073
836,460
2,031,027
7,075,955
1,034,758
462,000
64,100
173,712
32,200
803,734
55,400
21,000
40,260
310,600
367,000
625,290
81,313
18,000
461,594
83,200
179,000
140,486
355,400
206,000
166,378
175,644
212,000
Book Value
2,105,114
3,331,073
39,284,348
705,410
1,258,116
317,046
992,261
4,493,459
3,990,228
1,121,464
42,048
5,508,092
11,595
70,174
888,328
7,236,099
1,440,363
19,493,793
874,300
744,407
1,355,277
2,034,770
428,759
6,696,347
4,789,024
4,662,192
2,644,281
644,791
922,521
4,420,996
414,438
2,571,859
1,094,473
47,577
662,235
278,475
442,884
501,236
20,753,152
39,689
37,132,717
1,320,989
394,651
9,014,507
5,950,705
736,774
6,663,102
14,374,455
1,486,313
Market Value
2,260,042
2,817,671
35,478,914
755,450
1,193,168
141,111
837,970
4,188,817
6,066,908
1,112,016
55,584
6,597,454
11,976
63,044
948,482
7,335,067
1,487,663
18,842,478
748,728
954,157
1,105,488
1,806,176
461,140
10,334,004
3,177,817
3,908,881
3,110,223
690,164
768,563
3,889,117
400,271
4,641,517
1,191,391
38,037
604,576
177,893
406,441
1,066,353
20,763,995
34,788
38,283,989
972,187
341,858
9,814,737
6,361,776
535,428
5,776,161
14,168,980
1,470,991

Security Name
CHUKYO BANK LTD/THE
CHUNG HUNG STEEL CORP
CHUNGHWA PICTURE TUBES LTD
CHUNGHWA TELECOM CO LTD
CHUO DENKI KOGYO CO LTD
CHUO MITSUI TRUST HOLDINGS
CHUO SPRING CO LTD
CHUO WAREHOUSE CO LTD
CI FINANCIAL CORP
CIA BRASILEIRA DE DIS PREF A
CIA CERVECERIAS UNIDAS SA
CIA DE BEBIDAS DAS AME PREF
CIA DE BEBIDAS DAS AMER RCT
CIA DE BEBIDAS DAS AMERICAS
CIA DE CONCESSOES RODOVIARIA
CIA DE GAS DE SAO PAULO PR A
CIA DE MINAS BUENAVENTUR COM
CIA DE TRANSMISSAO DE ENE PF
CIA ENERGETICA DE MINAS GER
CIA ENERGETICA DE SP PREF B
CIA ENERGETICA DO CEARA PR A
CIA ENERGETICA MINAS GER PRF
CIA GENERAL DE ELECTRICIDAD
CIA PARANAENSE DE ENERGI PFB
CIA SANEAMENTO BASICO DE SP
CIA SANEAMENTO MINAS GERAIS
CIA SIDERURGICA NACIONAL
CIA SUDAMERICANA DE VAPORES
CIE FINANCIERE RICHEMON BR A
CIE GENERALE DE GEOPHYSIQUE
CIECH SA
CIELO SA
CIMB GROUP HOLDINGS BHD
CIMC ENRIC HOLDINGS LTD
CIMENTS FRANCAIS
CIMPOR CIMENTOS DE PORTUGAL
CIMSA CIMENTO SANAYI VE TIC
CIPLA LTD
CIPUTRA DEVELOPMENT TBK PT
CIR SPA
CIRCLE K SUNKUS CO LTD
CITADEL RESOURCE GROUP LTD
CITADEL RESOURCES RTS
CITIC PACIFIC LTD
CITIC RESOURCES HOLDINGS LTD
CITIZEN HOLDINGS CO LTD
CITY DEVELOPMENTS LTD
CITY LODGE HOTELS LTD
CITYCON OYJ
Shares
201,000
100,445
9,782,000
5,774,152
64,200
1,104,691
79,000
168,800
743,649
31,882
106,536
156,403
370
6,000
404,000
18,020
48,266
103,664
150,452
155,285
13,175
235,409
79,768
539,412
665,632
283,800
976,916
254,845
537,762
164,834
9,148
3,072,000
17,263,778
1,976,000
16,776
136,504
9,089
312,027
1,075,000
1,152,671
397,484
4,204,356
3,153,267
1,849,762
1,295,490
180,054
430,403
5,499
507,080
Book Value
625,759
43,350
2,023,599
11,079,684
528,158
18,680,625
233,302
1,523,181
14,883,562
668,571
726,482
11,529,047
35,143
360,431
5,564,159
354,142
1,309,833
2,687,673
1,618,448
1,778,806
176,550
1,156,869
160,925
8,842,316
8,211,874
2,435,766
12,533,156
204,123
30,429,894
13,530,053
105,780
27,070,162
24,625,115
1,315,867
5,043,126
4,208,420
34,263
1,631,996
55,010
2,270,587
7,920,398
1,499,982
4,540,672
1,321,913
4,023,252
11,477,831
53,514
1,555,149
Market Value
617,833
40,014
642,361
11,483,072
386,695
12,099,920
271,398
1,175,057
12,456,549
1,113,969
933,247
15,610,798
37,677
519,279
8,378,097
348,403
1,870,372
2,674,272
1,623,463
2,119,285
191,357
3,416,532
477,487
11,132,386
13,848,100
3,936,200
14,254,031
228,358
52,649,380
7,964,226
69,074
25,905,354
37,327,088
926,193
3,017,112
3,016,215
50,231
2,285,197
39,727
1,962,551
6,120,264
941,071
3
3,463,338
883,039
4,359,806
13,355,709
55,128
1,503,116

Security Name
CITYSPRING INFRAST CITYSPRING
CJ CGV CO LTD
CJ CHEILJEDANG CORP
CJ CORP
CJ INTERNET CORP
CJ O SHOPPING CO LTD
CKD CORP
CLAL INDUSTRIES + INVESTMENT
CLAL INSURANCE ENTERPR HLDGS
CLARIANT AG REG
CLARION CO LTD
CLAS OHLSON AB B SHS
CLEANUP CORP
CLEVO COMPANY
CLICKS GROUP LTD
CLOSE BROTHERS GROUP PLC
CLOUGH LTD
CLP HOLDINGS LTD
CLS HOLDINGS PLC
CLUB MEDITERRANEE SA
CMB CIE MARITIME BELGE
CMC LTD
CMC MAGNETICS CORP
CMIC CO LTD
CMK CORPORATION
CML HEALTHCARE INCOME FUND
CNOOC LTD
CNP CIE NATL A PORTEFEUILLE
CNP ASSURANCES
COAL OF AFRICA LTD
COASTAL GREENLAND LTD
COBHAM PLC
COCA COLA AMATIL LTD
COCA COLA CENTRAL JAPAN CO
COCA COLA FEMSA SAB SER L
COCA COLA HELLENIC BOTTLING
COCA COLA ICECEK URETIM AS
COCA COLA WEST CO LTD
COCHLEAR LTD
COCOKARA FINE HOLDINGS INC
CODERE SA
COFFEY INTERNATIONAL LTD
COFIDE SPA
COGECO CABLE INC
COLBUN SA
COLGATE PALMOLIVE (INDIA)
COLLINS STEWART PLC
COLOPLAST B
COLOWIDE CO LTD
Shares
2,265,000
63,170
10,408
15,864
52,075
16,696
160,200
28,810
6,494
797,291
261,000
73,536
44,845
80,453
1,185,977
443,571
1,193,957
2,410,567
73,770
43,705
53,764
361
1,572,000
550
98,400
276,900
12,577,000
31,740
82,456
1,470,413
3,408,000
1,224,186
418,094
55,500
269,200
138,870
563,269
32,744
153,822
30,600
51,104
384,368
1,657,173
100,500
4,534,438
31,442
760,103
48,563
173,893
Book Value
1,008,220
1,095,669
4,507,864
1,928,889
590,511
1,077,782
847,524
374,212
331,317
7,281,421
311,135
1,038,086
233,477
157,969
3,660,558
4,735,985
707,969
39,245,728
424,130
915,843
2,123,624
11,404
405,582
131,004
851,539
3,205,640
16,205,855
6,125,225
15,575,280
2,122,675
282,370
11,919,637
10,410,389
767,049
757,447
10,654,123
2,991,763
2,586,602
14,374,718
499,161
535,835
624,415
1,323,009
2,996,156
1,015,746
339,102
976,250
9,469,250
916,763
Market Value
957,202
1,220,012
5,016,766
2,040,650
449,597
1,348,562
1,211,140
732,900
460,646
10,173,621
504,362
1,015,821
248,829
169,762
5,252,409
4,598,929
776,527
41,661,545
505,482
656,330
1,434,992
11,169
394,327
147,429
464,812
2,587,510
21,545,390
4,260,144
11,226,238
2,266,622
181,622
10,580,104
14,526,558
713,742
1,695,088
8,780,219
5,051,899
2,121,500
16,133,024
555,703
397,493
311,670
1,283,894
3,245,810
1,170,952
567,777
861,421
10,635,434
876,441

Security Name
COLRUYT SA
COLT GROUP SA
COLTENE HOLDING AG REG
COMBA TELECOM SYSTEMS HOLDIN
COMDIRECT BANK AG
COMFORTDELGRO CORP LTD
COMMERCIAL INTERNATIONAL BAN
COMMERZBANK AG
COMMONWEALTH BANK OF AUSTRAL
COMMUTURE CORP
COMPAGNIE DE SAINT GOBAIN
COMPAGNIE FINANCIERE TRAD BR
COMPAL COMMUNICATIONS INC
COMPAL ELECTRONICS
COMPASS GROUP PLC
COMPASS RESOURCES LTD
COMPEQ MANUFACTURING CO LTD
COMPUTACENTER PLC
COMPUTERSHARE LTD
COMSYS HOLDINGS CORP
CONERGY AG
CONFAB INDUSTRIAL S.A. PREF
CONNACHER OIL + GAS LTD
CONNAUGHT PLC
CONNECTEAST GROUP
CONSOLIDATED MEDIA HOLDINGS
CONSOLIDATED THOMPSON IRON M
CONSORCIO ARA S.A.B. SER
CONSTANTIN MEDIEN AG
CONSTRUCC Y AUX DE FERROCARR
CONTACT ENERGY LIMITED
CONTAINER CORP OF INDIA LTD
CONTAX PARTICIPACOES PREF
CONTINENTAL AG
CONTINENTAL HOLDINGS CORP
CONTROLADORA COML MEXIC UBC
CONWERT IMMOBILIEN INVEST SE
COOKSON GROUP PLC
CORETRONIC CORP
CORFICOLOMBIANA COM COP10
CORINTH PIPEWORKS
CORONA CORP
CORP DERMOESTETICA
CORP FINANCIERA COLOMBIANA
CORP MOCTEZUMA SER
CORPBANCA SA
CORPORACION FINANCIERA ALBA
CORPORACION GEO S.A. SER B
CORPORATE EXPRESS AUSTRALIA
Shares
29,274
1,349,462
12,871
4,125,692
87,232
1,676,566
2,146,716
950,020
1,261,247
56,000
650,642
5,995
355,639
7,755,169
2,533,835
106,700
387,000
496,982
352,457
113,610
917,280
244,091
1,315,000
427,663
8,937,580
195,124
709,500
361,400
197,039
10,564
309,028
200,600
2,000
36,900
590,000
531,800
261,141
929,379
3,097,274
56
114,152
27,100
24,604
15,095
1,362,985
81,978,698
19,524
2,562,700
39,590
Book Value
12,499,160
2,623,869
614,211
3,550,471
675,912
5,905,561
19,427,206
46,866,694
140,196,134
344,978
82,615,190
734,786
406,445
7,535,862
33,305,537
152,058
119,059
1,641,032
9,927,178
3,428,540
1,436,288
677,153
1,839,510
2,789,463
3,304,520
2,485,068
4,498,879
225,094
595,190
4,544,576
4,448,058
4,703,021
27,126
1,902,270
256,535
468,108
2,798,357
5,985,921
2,398,656
384
287,008
342,842
137,426
221,133
2,561,867
529,464
4,651,886
2,702,176
675,229
Market Value
12,688,691
2,644,797
632,599
4,604,029
810,140
5,715,892
25,345,269
18,204,097
167,530,075
339,835
59,368,320
583,739
296,629
9,328,456
45,575,772
13,519
98,402
2,119,073
12,327,737
2,840,785
803,357
659,486
1,596,339
737,720
2,868,669
2,045,502
4,847,287
216,261
371,684
4,331,614
3,338,750
5,830,552
23,967
1,933,606
215,754
487,042
2,747,058
5,390,747
4,588,340
829
114,656
252,043
63,289
223,426
3,061,438
792,932
2,828,064
6,864,020
739,999

Security Name
CORPORATE EXPRESS NV
CORPORATION BANK
CORRIDOR RESOURCES INC
CORUS ENTERTAINMENT INC B SH
COSAN SA INDUSTRIA COMERCIO
COSCO CORP SINGAPORE LTD
COSCO INTL HLDGS LTD
COSCO PACIFIC LTD
COSEL CO LTD
COSMO OIL COMPANY LTD
COSMOS PHARMACEUTICAL CORP
COTT CORPORATION
COUNTRY GARDEN HOLDINGS CO
CP ALL PCL FOREIGN
CPFL ENERGIA SA
CRAMO OYJ
CRANE GROUP LTD
CRANSWICK PLC
CREATE SD HOLDINGS CO
CREDIT AGRICOLE EGYPT
CREDIT AGRICOLE SA
CREDIT SAISON CO LTD
CREDIT SUISSE GROUP AG REG
CREDITO ARTIGIANO
CREDITO EMILIANO SPA
CRESCENT POINT ENERGY CORP
CREW ENERGY INC
CRH PLC
CRITERIA CAIXACORP SA
CRODA INTERNATIONAL PLC
CROMPTON GREAVES LTD
CROMWELL GROUP
CROPENERGIES AG
CROWN LTD
CRUCELL
CSE GLOBAL LTD
CSG HOLDING CO LTD B
CSK HOLDINGS CORP
CSL LTD
CSM
CSR LTD
CSR PLC
CTCI CORP
CTS EVENTIM
CUDECO LTD
CULTURE CONVENIENCE CLUB CO
CUMMINS INDIA LTD
CUSTOMERS LTD
CYBERAGENT INC
Shares
99,603
17,191
271,800
81,679
50,100
551,886
94,892
323,241
59,900
1,389,851
24,600
283,100
2,055,794
8,764,185
78,100
70,734
237,853
163,511
27,000
70,348
1,774,481
279,455
887,610
262,482
371,400
717,800
240,600
996,894
948,257
419,689
750,664
2,481,838
77,837
487,288
250,433
1,584,000
221,990
289,700
383,640
335,840
1,249,102
558,805
4,287,598
33,468
424,232
48,561
22,967
423,807
790
Book Value
1,359,858
170,162
943,447
1,157,313
586,800
2,501,113
49,229
493,599
600,980
8,374,378
388,965
2,421,092
5,704,505
3,261,583
1,364,581
811,301
2,173,501
1,669,670
601,971
145,038
75,967,414
11,540,113
151,949,995
800,233
2,295,153
26,376,260
1,311,911
60,271,138
13,754,853
4,114,793
2,616,959
1,304,481
337,499
10,175,749
5,265,397
773,802
171,072
1,293,497
36,847,980
7,820,553
7,101,261
3,195,160
4,367,412
1,318,771
1,925,046
1,226,627
108,977
1,190,069
1,389,178
Market Value
1,119,994
194,322
1,330,033
1,443,497
627,605
2,298,817
46,671
388,114
925,340
6,189,099
532,921
1,646,410
2,153,439
7,779,263
1,707,584
1,053,568
1,617,266
2,103,806
525,110
142,030
36,788,673
6,571,111
112,685,793
432,437
2,118,827
25,100,878
3,414,340
48,020,340
11,508,593
6,329,194
4,161,825
1,456,918
344,473
8,347,824
4,596,730
998,439
149,948
1,221,133
40,000,855
10,055,952
5,693,151
3,148,480
4,216,675
1,617,661
1,684,140
890,997
294,870
1,002,312
1,178,438

Security Name
CYBERLINK CORP
CYBERNET SYSTEMS CO
CYBERTAN TECHNOLOGY INC
CYBOZU INC
CYRELA BRAZIL REALTY
D CARNEGIE + CO AB
D LINK CORP
D/S NORDEN
DAB BANK AG
DABUR INDIA LTD
DAEDUCK ELECTRONICS CO
DAEDUCK GDS CO LTD
DAEGU BANK
DAEHAN FLOUR MILLS CO LTD
DAEHAN SYNTHETIC FIBER CO
DAEJAN HOLDINGS PLC
DAEKYO CO LTD
DAELIM INDUSTRIAL CO LTD
DAESANG CORPORATION
DAETWYLER HOLDING AG BR
DAEWOO ENGINEERING + CONSTR
DAEWOO INTERNATIONAL CORP
DAEWOO MOTOR SALES CORP
DAEWOO SECURITIES CO LTD
DAEWOO SHIPBUILDING + MARINE
DAEWOONG PHARMACEUTICAL CO
DAH CHONG HONG
DAH SING BANKING GROUP LTD
DAH SING FINANCIAL
DAI DAN CO LTD
DAI ICHI LIFE INSURANCE
DAI NIPPON PRINTING CO LTD
DAI NIPPON TORYO CO LTD
DAIBIRU CORP
DAICEL CHEMICAL INDUSTRIES
DAIDO METAL CO LTD
DAIDO STEEL CO LTD
DAIDOH LTD
DAIEI INC
DAIFUKU CO LTD
DAIHATSU MOTOR CO LTD
DAIHEN CORP
DAIICHI CHUO KISEN KAISHA
DAIICHI JITSUGYO CO LTD
DAIICHI SANKYO CO LTD
DAIICHIKOSHO CO LTD
DAIKEN CORP
DAIKIN INDUSTRIES LTD
DAIKOKU DENKI CO LTD
Shares
11,089
297
43,000
807
290,700
65,200
447,510
44,058
62,712
1,374,457
151,310
63,800
83,678
41,900
20,464
15,023
218,780
53,415
76,500
19,306
61,679
68,970
134,370
89,993
94,935
33,163
2,755,000
209,866
92,684
106,000
6,324
487,506
229,000
279,200
318,698
104,000
176,162
57,900
1,043,875
299,500
265,320
313,000
324,000
133,000
391,659
15,000
164,000
224,832
13,800
Book Value
49,279
111,690
59,687
237,055
3,207,620
836,730
402,354
1,846,620
334,546
3,644,045
743,575
589,079
4,699,364
7,596,992
1,906,140
582,436
1,050,810
7,327,442
492,777
997,628
2,822,634
5,632,169
1,262,107
6,997,944
4,134,178
1,608,265
1,885,785
1,232,194
2,537,196
547,030
42,274,645
20,922,556
263,013
2,435,121
4,608,647
450,179
3,150,694
447,792
6,683,485
2,343,216
5,904,903
1,144,532
1,297,150
502,778
33,209,738
200,483
298,785
23,157,799
178,184
Market Value
44,865
95,286
45,434
281,342
3,146,495
150,810
341,919
1,533,718
320,322
6,242,689
929,927
550,826
3,741,673
5,554,824
1,113,662
528,184
975,765
6,119,609
566,567
1,199,520
2,038,930
5,247,992
289,201
5,820,528
3,620,334
1,255,182
1,715,872
1,058,151
2,067,157
542,638
34,194,940
16,952,257
235,496
2,123,422
5,616,960
378,438
2,975,782
469,141
4,317,530
1,861,510
5,601,288
1,291,050
871,421
416,330
24,487,772
218,669
391,050
19,437,243
186,516

Security Name
DAIKYO INCORPORATED
DAILY MAIL+GENERAL TST A NV
DAIMEI TELECOM ENGINEER CORP
DAIMLER AG REGISTERED SHARES
DAINICHISEIKA COLOR + CHEM
DAINIPPON SCREEN MFG CO LTD
DAINIPPON SUMITOMO PHARMA CO
DAIO PAPER CORP
DAIRY CREST GROUP PLC
DAISAN BANK LTD/THE
DAISEKI CO LTD
DAISHI BANK LTD/THE
DAISHIN SECURITIES CO LTD
DAISHIN SECURITIES CO LTD PF
DAISO CO LTD
DAISYO CORP
DAITO TRUST CONSTRUCT CO LTD
DAIWA HOUSE INDUSTRY CO LTD
DAIWA INDUSTRIES LTD
DAIWA SECURITIES LTD JAPAN
DAIWA SECURITIES LTD JAPAN
DAIWABO HOLDINGS CO LTD
DALIAN PORT (PDA) CO LTD H
DANA PETROLEUM PLC
DANAL CO LTD
DANIELI + CO
DANIELI + CO RSP
DANISCO A/S
DANONE
DANSKE BK A/S BEARER SHS
DAPHNE INTERNATIONAL HOLDING
DASSAULT SYSTEMES SA
DATALOGIC SPA
DATANG INTL POWER GEN CO H
DATATEC LTD
DAUM COMMUNICATIONS CORP
DAVID JONES LTD
DAVIDE CAMPARI MILANO SPA
DAVIS SERVICE GROUP PLC
DBS GROUP HOLDINGS LTD
DCC PLC
DCM HOLDINGS CO LTD
DE LA RUE PLC
DEA CAPITAL SPA
DEBENHAMS PLC
DECCAN CHRONICLE HLDGS LTD
DECHRA PHARMACEUTICALS PLC
DELACHAUX
DELEK AUTOMOTIVE SYSTEMS LTD
Shares
686,000
180,908
94,600
931,073
116,000
117,523
175,232
296,000
516,316
283,311
104,300
333,241
367,049
16,377
171,000
32,400
85,572
474,076
122,000
1,106,246
258,000
564,000
12,000
300,521
49,600
68,625
124,792
118,875
559,119
805,038
2,556,000
42,761
53,521
780,000
79,021
7,857
1,982,919
916,694
634,673
2,833,750
280,307
194,600
354,599
375,665
4,711,066
39,817
202,961
15,880
73,195
Book Value
1,211,973
4,197,955
880,696
153,854,371
324,419
1,203,420
4,056,335
2,516,388
3,013,987
835,065
2,679,434
3,356,987
8,366,267
535,398
445,171
415,960
12,244,139
15,930,819
543,240
35,735,591
1,431,922
1,493,551
4,726
7,086,790
827,559
1,581,963
1,595,206
13,003,527
105,036,428
57,997,436
1,335,777
7,922,387
367,500
427,893
216,995
1,367,680
7,134,678
3,687,469
3,897,544
58,202,688
6,032,284
1,370,215
6,136,210
787,664
6,054,407
139,961
1,427,121
1,285,820
814,975
Market Value
1,139,586
4,637,331
752,609
147,827,830
428,659
2,120,010
3,548,237
2,284,642
2,851,149
858,033
2,186,422
2,716,273
5,346,440
481,745
430,930
380,057
14,596,829
11,814,502
583,185
18,443,121
1,102,091
1,134,501
5,224
5,103,064
696,125
1,260,882
1,294,705
13,970,539
94,682,958
40,546,688
2,606,170
9,268,949
218,963
318,525
293,167
2,123,099
7,218,703
4,541,964
3,484,788
58,542,585
6,372,541
1,075,369
5,026,631
549,882
3,735,557
105,661
1,169,051
913,828
1,079,241

Security Name
DELEK DRILLIN LP
DELEK GROUP LTD
DELEK REAL ESTATE LTD
DELHAIZE GROUP
DELTA ELECTRONICS INC
DELTA ELECTRONICS THAI FORGN
DELTA SUGAR
DEMAG CRANES AG
DENA CO LTD
DENISON MINES CORP
DENKI KAGAKU KOGYO K K
DENKI KOGYO CO LTD
DENSO CORP
DENTSU INC
DENWAY MOTORS LTD
DENYO CO LTD
DEPO AUTO PARTS IND CO LTD
DERICHEBOURG
DESARROLLADORA HOMEX SA
DESCENTE LTD
DET NORSKE OLJESELSKAP ASA
DETOUR GOLD CORP
DEUTSCHE BANK AG REGISTERED
DEUTSCHE BETEILIGUNGS AG
DEUTSCHE BOERSE AG
DEUTSCHE EUROSHOP AG
DEUTSCHE LUFTHANSA REG
DEUTSCHE POST AG
DEUTSCHE POST AG
DEUTSCHE POSTBANK AG
DEUTSCHE TELEKOM AG REG
DEUTSCHE WOHNEN AG BR
DEUTZ AG
DEVELOPMENT SECURITIES PLC
DEXIA RTS
DEXIA SA
DIAGEO PLC
DIAGNOSTIC + THERAPEUTIC
DIAGNOSTICOS DA AMERICA SA
DIALOG GROUP BHD
DIASORIN SPA
DIC ASSET AG
DIC CORP
DICKSON CONCEPTS INTL LTD
DIGI.COM BHD
DIGITAL CHINA HOLDINGS LTD
DIGITAL MULTIMEDIA TECH SPA
DIGNITY PLC
DIMENSION DATA HOLDINGS PLC
Shares
138,406
11,707
930,148
126,031
1,346,138
1,195,500
33,823
48,662
68,888
1,051,300
506,164
163,000
579,874
166,385
4,289,460
58,100
16,000
393,818
52,700
178,000
256,799
213,000
641,276
41,910
355,776
135,943
418,674
571,785
570,784
159,366
3,525,580
251,807
369,475
253,481
8
1,252,915
2,043,166
374,250
5,000
60,478
84,744
90,570
724,512
875,500
419,500
2,501,000
26,461
194,402
5,220,855
Book Value
1,479,886
2,994,409
875,096
23,010,026
3,101,188
564,524
115,420
1,547,756
3,166,393
2,774,555
4,756,384
871,138
41,846,152
10,325,198
1,278,867
465,389
40,560
1,793,364
272,647
891,071
1,610,263
2,337,573
161,555,134
832,504
64,291,171
4,339,393
16,076,978
9,005,335
54,367,658
8,161,055
149,182,690
2,290,628
2,021,724
1,253,932
25,642,220
111,681,460
1,251,778
20,355
13,524
1,952,659
996,418
5,372,312
440,347
2,274,541
1,828,582
454,818
2,207,289
5,017,882
Market Value
1,309,573
3,324,750
364,247
22,661,896
4,336,096
852,610
90,852
1,485,086
7,121,821
1,256,435
6,888,044
705,492
38,929,998
11,319,348
2,032,593
397,226
37,446
1,413,396
222,303
991,683
809,512
4,740,460
101,857,939
957,152
43,783,617
3,701,664
11,692,989
8,411,559
32,771,810
9,355,230
113,267,896
1,973,081
1,860,515
951,874
2
8,136,763
105,728,695
476,756
47,129
19,614
3,124,469
691,151
2,820,777
617,234
2,980,232
3,854,042
447,287
1,887,582
7,381,315

Security Name
DISCO CORPORATION
DISCO CORPORATION
DISCOUNT INVESTMENT CORP REG
DISCOVERY HOLDINGS LTD
DIVI S LABORATORIES LTD
DLF LTD
DMS CO LTD
DNB NOR ASA
DNO INTERNATIONAL ASA
DOCKWISE LTD
DOCKWISE LTD
DOF ASA
DOGAN SIRKETLER GRUBU HLDGS
DOGAN YAYIN HOLDING AS
DOGUS OTOMOTIV SERVIS VE TIC
DOLLARAMA INC
DOLLARAMA INC
DOMINION MINING LTD
DOMINO S PIZZA UK + IRL PLC
DON QUIJOTE CO LTD
DONG A PHARMACEUTICAL CO LTD
DONGBU CORPORATION
DONGBU HITEK CO LTD
DONGBU INSURANCE CO LTD
DONGBU SECURITIES CO LTD
DONGBU STEEL CO LTD
DONGFANG ELECTRIC CORP LTD H
DONGFENG MOTOR GRP CO LTD H
DONGKUK STEEL MILL CO LTD
DONGSUH COMPANIES INC
DONGWON DEVELOPMENT CO LTD
DOOSAN CORP
DOOSAN ENGINEERING + CONSTRU
DOOSAN HEAVY INDUSTRIES
DOOSAN INFRACORE CO LTD
DOREL INDUSTRIES CL B
DOSHISHA CO LTD
DOUGLAS HOLDING AG
DOUJA PROM ADDOHA
DOUTOR NICHIRES HOLDINGS CO
DOWA HOLDINGS CO LTD
DOWNER EDI LTD
DR CI LABO CO LTD
DR. REDDY S LABORATORIES
DRAEGERWERK AG
DRAEGERWERK AG + CO KGAA
DRAKA HOLDING
DRAX GROUP PLC
DRB HICOM BHD
Shares
10,594
11,000
16,013
620,277
34,833
198,346
46,250
1,305,909
2,788,397
40,535
39,398
140,891
8,545,268
227,324
53,371
60,800
18,500
240,200
370,872
38,140
32,875
49,880
87,100
128,459
98,660
117,160
167,600
6,952,000
84,307
36,962
3,443
45,713
188,960
26,748
53,006
89,200
29,200
132,187
49,791
116,300
213,981
258,421
428
77,968
5,850
19,509
112,640
453,832
381,900
Book Value
1,390,836
335,938
905,878
2,332,077
369,154
1,372,907
343,900
32,818,358
3,693,088
1,314,488
943,767
1,067,436
5,494,178
180,475
232,779
1,159,251
379,705
782,784
1,748,453
2,989,586
2,456,826
390,822
569,688
7,989,305
620,843
933,068
336,248
7,461,386
4,088,306
1,070,507
56,549
6,814,385
1,127,388
6,243,104
3,271,748
2,282,685
425,713
5,511,890
810,482
1,670,128
3,886,651
3,747,268
823,199
1,067,675
195,914
714,964
2,056,435
12,117,624
115,377
Market Value
2,654,074
706,068
998,273
2,836,065
577,488
1,234,191
539,346
34,368,034
3,074,327
969,252
965,172
916,431
5,451,268
192,398
229,226
1,416,082
430,880
553,876
2,108,473
4,013,633
3,309,117
273,491
826,832
7,513,316
468,285
1,006,723
517,619
8,132,978
3,047,455
989,110
16,398
8,333,128
675,760
6,458,733
3,250,529
2,794,399
681,080
5,551,286
664,641
1,570,556
4,077,086
2,168,258
1,338,316
2,433,048
296,945
1,109,996
1,578,408
6,414,057
122,680

Security Name
DS SMITH PLC
DSG INTERNATIONAL PLC
DSV A/S
DTS CORP
DUERR AG
DUFRY GROUP REG
DUNDEE CORP CL A
DUNDEEWEALTH INC
DUNELM GROUP PLC
DURATEX SA
DURO FELGUERA SA
DUSKIN CO LTD
DUZONBIZON CO LTD
DWANGO CO LTD
DYCKERHOFF AG PRF
DYDO DRINCO INC
DYNAPACK INTERNATIONAL TECH
E INK HOLDINGS INC
E TON SOLAR TECH CO LTD
E.ON AG
E.SUN FINANCIAL HOLDING CO
E1 CORP
EACCESS LTD
EADS NV
EAGA PLC
EAGLE INDUSTRY CO LTD
EARTH CHEMICAL CO LTD
EAST JAPAN RAILWAY CO
EASTERN MEDIA INTERNATIONAL
EASTERN PLATINUM LTD
EASTERN STAR GAS LTD
EASTERN TOBACCO
EASYJET PLC
EBARA CORP
EBRO PULEVA SA
ECHO INVESTMENT S.A.
ECORODOVIAS INFRA E LOG SA
EDB BUSINESS PARTNER ASA
EDF ENERGIES NOUVELLES SA
EDION CORP
EDISON SPA
EDP ENERGIAS DO BRASIL SA
EDP RENOVAVEIS SA
EDUCOMP SOLUTIONS LTD
EFG EUROBANK ERGASIAS
EFG HERMES HOLDING SAE
EFG INTERNATIONAL REG
EGIS PLC
EGYPTIAN IRON + STEEL CO
Shares
1,634,749
13,555,390
1,065,418
59,300
23,204
62,347
220,975
184,600
246,146
148,160
143,367
207,700
42,290
305
23,787
20,400
23,000
8,382
5,000
2,247,568
2,447,748
21,272
4,457
394,870
576,637
62,000
46,500
335,813
250,000
2,088,500
1,993,266
207,312
1,093,275
442,756
360,365
43,285
413,198
138,239
14,688
244,200
916,037
77,300
165,179
762
667,863
282,242
27,683
3,452
147,922
Book Value
2,440,844
6,509,295
14,695,020
731,301
566,399
3,536,602
1,233,807
1,800,724
795,915
1,285,091
1,305,542
3,512,245
715,979
476,014
1,377,965
575,009
75,457
9,482
10,020
257,882,935
1,004,842
1,307,690
3,223,243
22,419,709
1,330,542
297,993
1,223,303
61,246,765
70,201
2,004,455
1,648,348
6,451,187
5,475,595
3,595,808
5,783,834
53,362
2,199,463
543,095
3,156,554
1,762,866
3,860,013
1,333,974
7,277,617
9,993
27,048,287
1,459,951
2,166,031
212,371
348,838
Market Value
2,959,353
5,031,519
15,478,418
727,093
491,711
4,706,307
2,530,716
2,348,649
1,219,305
1,348,030
1,413,663
3,574,721
787,336
502,187
1,168,382
745,779
64,781
10,317
6,769
160,861,742
1,001,755
1,000,962
3,057,293
20,567,853
988,661
430,196
1,409,871
59,408,909
63,178
1,906,409
1,388,980
4,503,649
6,506,606
4,677,701
6,122,373
53,319
2,287,776
354,996
1,953,490
1,871,032
2,060,960
1,535,279
3,815,648
8,732
6,506,987
1,457,292
1,302,524
280,333
221,260

Security Name
EHIME BANK LTD/THE
EIFFAGE
EIGHTEENTH BANK LTD/THE
EIKEN CHEMICAL CO LTD
EIS ECZACIBASI ILAC VE SINAI
EISAI CO LTD
EIZO NANAO CORP
ELAN CORP PLC
ELAN MICROELECTRONICS CORP
ELBIT IMAGING LTD
ELBIT SYSTEMS LTD
ELCO HOLDINGS LTD
ELDERS LTD
ELDORADO GOLD CORP
ELECTRA LTD
ELECTRA REAL ESTATE LTD
ELECTRIC POWER DEVELOPMENT C
ELECTRICITE DE FRANCE
ELECTROCOMPONENTS PLC
ELECTROLUX AB B
ELEKTA AB B SHS
ELEMENTIS PLC
ELETROPAULO METROPOLI PREF B
ELIA SYSTEM OPERATOR SA/NV
ELISA OYJ
ELITE SEMICONDUCTOR MEMORY
ELITEGROUP COMPUTER SYSTEMS
ELLAKTOR SA
ELPIDA MEMORY INC
ELRINGKLINGER AG
ELSWEDY CABLES HOLDING CO
ELVAL SA
EMBOTELLADORA ANDINA A PREF
EMBOTELLADORA ANDINA PREF B
EMBOTELLADORAS ARCA SAB NOM
EMECO HOLDINGS LTD
EMERA INC
EMMI AG REG
EMPIRE CO LTD A
EMPRESA BRAS DE AERONAUTICA
EMPRESA NACIONAL DE ELECTRIC
EMPRESA NACIONAL DE TELECOM
EMPRESAS CMPC SA
EMPRESAS COPEC SA
EMPRESAS ICA SAB
EMPRESAS LA POLAR SA
EMS CHEMIE HOLDING AG REG
ENAGAS
ENBRIDGE INC
Shares
418,000
61,540
414,000
34,000
82,812
165,020
20,800
367,638
8,280
5,395
14,998
32,746
282,518
2,318,055
4,042
1
126,930
697,108
1,548,286
764,876
275,426
1,371,549
1,233,700
139,354
558,248
29,000
482,907
483,588
180,984
177,500
430,171
115,407
368,900
463,064
415,000
1,970,712
357,600
6,574
141,447
282,100
3,018,272
181,543
102,387
586,771
1,080,621
472,991
54,057
256,616
253,808
Book Value
1,232,105
16,271,454
1,294,477
282,949
97,115
21,994,616
408,439
20,408,533
13,565
427,123
2,916,908
291,985
3,190,274
22,720,294
293,110
6
14,715,703
72,311,149
4,189,923
16,761,298
5,016,978
1,146,120
22,508,134
4,648,122
9,000,979
71,439
199,798
3,955,362
5,133,378
3,550,816
9,491,108
255,388
1,107,053
1,267,570
1,097,301
1,076,302
7,075,531
705,129
6,113,910
1,637,152
4,565,762
1,863,069
1,838,875
5,130,325
2,727,590
2,608,541
5,671,085
14,262,385
35,309,675
Market Value
1,213,990
8,251,805
1,160,267
312,374
117,686
19,103,170
455,066
6,573,211
11,635
308,585
2,985,938
349,268
363,223
41,620,938
374,365
6
13,741,216
44,968,238
5,024,248
30,355,543
7,021,912
1,287,613
24,612,401
4,376,613
9,723,609
51,445
167,574
1,634,878
7,087,899
3,826,588
5,135,468
156,912
1,117,573
1,733,268
1,417,862
965,446
8,285,053
990,657
7,009,457
1,452,365
4,615,954
2,435,151
4,465,826
9,206,078
2,561,405
2,563,707
7,018,111
8,873,520
44,237,597

Security Name
ENCANA CORP
ENDESA SA
ENEL SPA
ENERGIAS DE PORTUGAL SA
ENERGIAS DE PORTUGAL SA
ENERGY DEVELOPMENT CORP
ENERGY DEVELOPMENTS LTD
ENERGY RESOURCES OF AUST
ENERGY WORLD CORP LTD
ENERSIS SA
ENGRO CORPORATION LTD
ENI SPA
ENIA SPA
ENIRO AB
ENKA INSAAT VE SANAYI AS
ENPLAS CORPORATION
ENQUEST PLC
ENSIGN ENERGY SERVICES INC
ENTERPRISE INNS PLC
ENVESTRA LTD
EON CAPITAL BHD
EPISTAR CORP
EPS CO LTD
EQUINOX MINERALS LTD
ERAMET SLN
ERCROS SA
EREGLI DEMIR VE CELIK FABRIK
ERG RENEW SPA
ERG SPA
ERICSSON LM B SHS
ERSTE GROUP BANK AG
ESPEC CORP
ESPRINET SPA
ESPRIT HOLDINGS LTD
ESS DEE ALUMINIUM LTD
ESSILOR INTERNATIONAL
ESSO STE ANONYME FRANCAISE
ESUN HOLDINGS LTD
ETAM DEVELOPPEMENT SA
ETERNAL CHEMICAL CO LTD
ETRON TECHNOLOGY INC
EUGENE INVESTMENT + SECURITI
EULER HERMES SA
EURASIAN NATURAL RESOURCES
EURAZEO
EURO DISNEY SCA REGR
EUROCASH SA
EUROFINS SCIENTIFIC
EUROMONEY INSTITUTIONAL INV
Shares
825,376
276,976
6,798,793
1,734,283
1,468,882
12,609,137
485,659
48,020
1,997,647
13,456,291
6,752
8,062,911
132,105
498,532
1,029,473
48,600
405,007
496,954
5,697,509
599,255
324,200
123,841
223
2,180,300
8,308
230,359
2,436,834
122,198
257,029
4,389,733
259,477
54,400
80,499
1,959,810
36,000
491,841
20,828
2,826,000
27,175
361,357
48,000
1,335,820
29,690
488,762
66,810
59,486
15,565
21,764
107,993
Book Value
63,493,053
13,867,741
135,462,535
32,141,624
6,434,516
977,191
909,139
3,221,058
1,354,180
4,794,007
10,707
389,203,556
970,076
2,031,312
3,723,661
639,108
2,433,995
7,758,093
9,330,984
1,282,126
462,819
371,516
427,581
5,930,867
10,935,113
556,031
5,545,983
232,850
4,052,451
127,283,047
37,746,610
430,017
636,060
35,891,195
399,145
43,053,121
2,828,158
447,372
644,996
318,867
41,967
1,279,669
4,703,630
12,312,164
9,250,989
448,849
113,551
1,492,543
553,327
Market Value
66,815,758
9,261,277
84,074,968
20,229,988
4,390,131
1,237,657
992,713
2,105,403
632,742
5,317,193
13,737
243,347,258
836,586
493,279
3,543,741
1,014,399
2,350,683
5,855,045
7,454,270
967,987
690,959
323,752
567,265
7,653,055
6,893,255
219,808
6,218,102
119,146
3,022,415
110,910,229
25,174,130
386,683
655,712
23,537,054
400,732
53,312,614
2,606,839
373,793
1,200,983
347,507
36,749
787,085
3,450,675
15,372,040
6,811,779
276,885
99,921
779,768
968,601

Security Name
EURONAV SA
EUROPEAN GOLDFIELDS LTD
EUTELSAT COMMUNICATIONS
EVA AIRWAYS CORP
EVEN CONSTRUTORA E INCORPORA
EVERGREEN INTERNATIONAL STOR
EVERGREEN MARINE
EVERLIGHT CHEMICAL
EVERLIGHT ELECTRONICS CO LTD
EVN AG
EVOLUTION GROUP PLC
EVS BROADCAST EQUIPMENT S.A.
EXACT HOLDING NV
EXEDY CORP
EXIDE INDUSTRIES LTD
EXOR SPA
EXOR SPA PRF
EXPERIAN PLC
EXTRACT RESOURCES LTD
EXXARO RESOURCES LTD
EZAKI GLICO CO LTD
EZRA HOLDINGS LTD
EZZ STEEL
F SECURE OYJ
F+A AQUA HOLDINGS INC
F+C ASSET MANAGEMENT PLC
F+C COMMERCIAL PROPERTY TRUST
FABEGE AB
FAES FARMA SA
FAES FARMA SA NEW
FAIRBORNE ENERGY LTD
FAIRFAX FINANCIAL HLDGS LTD
FAIRFAX MEDIA LTD
FAIVELEY TRANSPORT
FALCON OIL + GAS LTD
FAMILYMART CO LTD
FANCL CORP
FANUC LTD
FANUC LTD
FAR EAST CONSORTIUM
FAR EASTERN DEPARTMENT STORE
FAR EASTERN INTL BANK
FAR EASTERN NEW CENTURY CORP
FAR EASTONE TELECOMM CO LTD
FARADAY TECHNOLOGY CORP
FARGLORY LAND DEVELOPMENT CO
FAST RETAILING CO LTD
FASTWEB SPA
FAUJI FERTILIZER COMPANY LTD
Shares
63,617
855,999
70,807
3,087,275
807,800
77,000
1,624,000
20,000
57,868
72,089
712,860
32,018
75,202
74,800
8,688
55,032
33,664
1,838,023
298,866
210,533
62,457
1,530,000
1,886,746
190,197
70,800
1,508,897
864,446
506,588
532,612
46,527
312,773
50,759
4,009,420
20,249
3,035,768
66,535
150,400
113,606
69,200
1,902,000
569,849
923,859
5,495,880
2,179,703
133,677
73,000
50,691
50,052
524,551
Book Value
1,720,207
3,858,025
5,845,197
1,595,759
1,037,945
71,493
962,980
18,622
209,101
3,355,172
1,555,752
1,995,778
1,963,191
1,612,094
12,235
4,860,927
1,158,152
32,518,483
2,157,290
3,409,576
2,504,233
1,666,536
4,744,479
658,900
814,961
1,838,386
1,159,455
2,256,210
3,225,504
254,007
1,165,854
27,524,999
6,573,755
1,491,293
5,558,585
6,561,557
1,814,240
38,067,451
6,624,913
423,190
352,535
329,748
5,019,518
2,611,320
242,679
174,908
14,558,831
1,214,788
624,342
Market Value
1,156,399
5,485,676
7,805,339
1,825,568
3,007,122
53,799
1,033,590
17,086
149,121
2,435,564
930,529
1,298,536
1,717,944
1,939,103
24,598
3,659,566
1,596,473
32,535,387
1,640,842
3,030,645
2,964,057
1,994,556
5,750,335
484,583
670,476
1,173,879
1,182,073
3,023,123
1,843,020
160,999
1,353,932
31,822,205
5,889,298
1,344,323
499,938
6,660,671
2,139,830
50,807,678
7,929,574
532,462
469,088
296,150
5,712,849
2,693,127
208,016
145,857
22,617,094
770,650
632,957

Security Name
FAURECIA
FBD HOLDINGS PLC
FCC CO LTD
FDK CORP
FEDERAL BANK LTD
FENG HSIN IRON + STEEL CO
FENG TAY ENTERPRISE CO LTD
FENNER PLC
FERREXPO PLC
FERROVIAL SA
FERSA ENERGIAS RENOVABLES SA
FERTILIZANTES FOSFATADOS PRF
FFP
FHB MORTGAGE BANK PLC
FIAT SPA
FIAT SPA PFD
FIBERWEB PLC
FIBRECHEM TECHNOLOGIES LTD
FIBRIA CELULOSE SA
FIDEA HOLDINGS CO LTD
FIDESSA GROUP PLC
FIELMANN AG
FIERA MILANO SPA
FILINVEST LAND INC
FILTRONA PLC
FIMALAC
FINANCIAL TECHN (INDIA) LTD
FINANZ E BREDA
FINMECCANICA SPA
FINNAIR OYJ
FINNING INTERNATIONAL INC
FIRICH ENTERPRISES CO LTD
FIRST CAPITAL REALTY INC
FIRST FINANCIAL HOLDING CO
FIRST GEN CORPORATION
FIRST INTL BANK ISRAEL (5)
FIRST PACIFIC CO
FIRST PHILIPPINE HLDGS
FIRST QUANTUM MINERALS LTD
FIRST RESOURCES LTD
FIRST SHIP LEASE TRUST
FIRST STEAMSHIP
FIRST TRACTOR CO H
FIRST URANIUM CORP
FIRSTGROUP PLC
FIRSTRAND LTD
FIRSTSERVICE CORP
FISCHER (GEORG) REG
FISHER + PAYKEL APPLIANCES H
Shares
125,048
78,109
64,800
201,000
27,388
310,190
163,000
591,302
544,170
346,991
323,576
264,000
23,592
3,557
901,366
54,800
470,660
761,000
78,057
441,000
109,572
38,810
51,663
1,435,000
632,785
38,324
4,567
669,673
441,555
196,585
144,191
1,101
188,480
4,648,736
3,599,800
7,327
2,179,241
221,000
259,300
1,350,000
1,376,000
18,718
110,000
380,700
1,701,836
9,548,463
43,500
12,637
2,225,000
Book Value
1,559,064
1,033,634
958,102
317,456
144,271
542,662
154,663
1,573,662
1,440,138
13,291,272
1,197,381
2,336,152
1,341,039
27,000
32,735,818
783,218
1,627,905
311,662
1,166,882
869,633
1,925,398
2,629,462
385,516
31,569
1,506,794
2,259,683
133,263
24,527,306
1,212,138
9,544,439
2,824
1,968,244
2,744,096
830,680
233,024
4,014,873
280,607
13,119,916
1,111,440
774,499
29,860
82,110
1,593,611
11,859,460
17,312,269
580,663
3,077,045
852,644
Market Value
2,024,925
639,018
1,222,186
304,373
187,609
411,250
152,948
1,762,215
2,021,490
8,874,795
527,143
1,977,254
1,073,555
16,124
24,532,449
336,630
390,805
0
1,153,641
837,247
2,190,112
2,947,380
261,197
29,718
2,056,252
1,478,707
131,479
12,936,887
963,188
7,401,313
2,083
2,413,977
2,582,511
815,401
442,062
5,215,830
266,983
13,066,875
1,015,328
374,529
30,933
59,752
404,828
9,308,596
22,495,401
906,310
4,157,255
826,212

Security Name
FISHER + PAYKEL HEALTHCARE C
FKP
FLEETWOOD CORPORATION LTD
FLETCHER BUILDING LTD
FLIGHT CENTRE LTD
FLINT ENERGY SERVICES LTD
FLSMIDTH + CO A/S
FLUGHAFEN WIEN AG
FLUGHAFEN ZUERICH AG REG
FLUIDRA SA
FMS ENTERPRISES MIGUN LTD
FOLLI FOLLIE SA REG
FOMENTO DE CONSTRUC Y CONTRA
FOMENTO ECONOMICO MEXICA UBD
FONDIARIA SAI SPA
FONDIARIA SAI SPA RSP
FOR + COL INV TST
FORBO HOLDING AG REG
FORD OTOMOTIV SANAYI AS
FORHUMAN CO LTD
FORMOSA CHEMICALS + FIBRE
FORMOSA INTERNATIONAL HOTELS
FORMOSA PETROCHEMICAL CORP
FORMOSA PLASTICS CORP
FORMOSA TAFFETA CO.
FORTESCUE METALS GROUP LTD
FORTH PORTS PLC
FORTIS BANK AS
FORTIS INC
FORTUM OYJ
FORZANI GROUP LTD CL A
FOSCHINI LTD
FOSTER ELECTRIC CO LTD
FOSTER S GROUP LTD
FOSUN INTERNATIONAL
FOURLIS SA
FOXCONN INTERNATIONAL HLDGS
FOXCONN TECHNOLOGY CO LTD
FP CORP
FRANCE BED HOLDINGS CO LTD
FRANCE TELECOM SA
FRANCO NEVADA CORP
FRANSHION PROPERTIES
FRAPORT AG
FRASER + NEAVE HOLDINGS BHD
FRASER AND NEAVE LTD
FRED OLSEN ENERGY ASA
FREENET AG
FREIGHTWAYS LTD
Shares
322,771
2,695,215
163,307
523,159
50,325
107,000
36,301
41,007
9,461
172,267
28,291
75,426
79,877
2,528,900
220,385
43,362
413,125
8,363
1,654,640
53,095
2,466,170
4,650
1,072,880
1,062,150
829,000
1,465,057
140,498
290,072
527,700
538,508
95,900
1,617,495
61,300
2,304,834
1,647,928
117,105
2,647,133
346,609
51,200
367,628
1,938,073
350,900
191,510
34,993
69,000
1,705,902
82,208
394,632
473,308
Book Value
2,609,335
1,842,789
959,121
9,142,537
3,234,790
1,432,956
6,681,909
2,072,483
2,549,634
787,230
762,303
1,628,911
10,183,182
5,964,192
9,330,986
2,233,242
1,695,266
2,288,840
8,250,339
536,941
3,519,436
56,158
2,688,055
1,399,252
520,289
22,001,907
3,012,120
310,811
11,866,857
42,026,760
1,242,721
12,489,040
945,713
27,066,990
3,438,307
2,051,333
6,279,562
1,163,844
1,934,732
540,593
144,770,137
7,492,028
59,561
6,072,479
168,644
13,300,489
3,081,118
4,936,821
910,898
Market Value
2,702,728
1,548,030
1,267,644
8,806,401
2,758,890
1,202,259
8,707,337
2,163,384
2,807,549
526,470
889,219
1,607,574
3,736,625
10,993,425
3,582,956
707,425
1,600,817
3,559,713
10,764,435
348,473
5,687,353
57,236
2,601,103
2,247,832
585,665
19,898,204
2,478,245
304,134
13,497,281
30,031,429
1,396,107
13,681,335
1,605,757
27,913,824
3,678,343
1,039,954
4,304,307
1,159,624
2,678,902
544,234
97,201,035
10,698,875
53,121
4,356,864
267,688
15,629,377
2,131,316
4,041,097
908,062

Security Name
FRESENIUS MEDICAL CARE AG +
FRESENIUS SE
FRESENIUS SE PREF
FRESNILLO PLC
FRIGOGLASS SA
FRONTEER GOLD INC
FRONTLINE LTD
FRUTAROM
FU JI FOOD + CATERING SERVIC
FUBON BANK (HONG KONG) LTD
FUBON FINANCIAL HOLDING CO
FUCHS PETROLUB AG
FUCHS PETROLUB AG PFD
FUDO TETRA CORP
FUFENG GROUP LTD
FUGRO NV
FUGRO NV
FUJI CO LTD
FUJI ELECTRIC HOLDINGS CO LT
FUJI ELECTRONICS CO LTD
FUJI FIRE + MARINE INSURANCE
FUJI HEAVY INDUSTRIES LTD
FUJI KYUKO CO LTD
FUJI MEDIA HOLDINGS INC
FUJI OIL CO LTD
FUJI SEAL INTERNATIONAL INC
FUJI SOFT INC
FUJICCO CO LTD
FUJIFILM HOLDINGS CORP
FUJIKURA KASEI CO LTD
FUJIKURA LIMITED
FUJIKURA LIMITED
FUJIMI INC
FUJIMORI KOGYO CO LTD
FUJITA KANKO INC
FUJITEC CO LTD
FUJITSU FRONTECH LTD
FUJITSU GENERAL LTD
FUJITSU LTD
FUJIYA CO LTD
FUKUI BANK LTD/THE
FUKUOKA FINANCIAL GROUP INC
FUKUSHIMA BANK LTD/THE
FUKUYAMA TRANSPORTING CO LTD
FUNAI ELECTRIC CO LTD
FURUKAWA CO LTD
FURUKAWA ELECTRIC CO LTD
FURUKAWA SKY ALUMINUM CORP
FURUNO ELECTRIC CO LTD
Shares
191,389
77,968
62,021
148,801
61,049
366,881
196,945
88,730
676,000
221,003
7,763,000
37,426
30,390
280,000
2,550,000
69,795
49,725
43,504
345,671
25,100
645,000
1,661,528
136,000
1,432
202,400
54,300
109,800
54,000
655,066
75,500
1,655,000
239,974
70,800
39,600
112,000
217,000
29,300
133,000
2,703,833
405,000
563,000
750,298
707,000
82,537
114,300
932,000
332,472
284,000
48,660
Book Value
28,243,332
7,794,213
14,996,747
6,923,944
756,067
1,328,017
7,241,706
737,688
635,666
460,605
7,174,266
2,491,532
1,991,921
242,031
2,087,185
4,062,766
9,606,019
757,632
3,100,212
227,622
825,081
13,566,248
582,165
4,508,110
2,225,241
1,006,792
2,103,710
613,237
45,856,130
499,132
8,470,512
4,195,990
1,105,287
476,739
580,203
1,086,164
287,753
438,497
35,733,748
572,701
1,801,782
10,942,751
528,290
1,351,670
5,809,993
1,331,169
5,559,335
611,623
408,622
Market Value
32,362,256
9,135,097
13,925,171
7,957,479
683,479
2,206,154
5,760,122
654,245
0
376,603
8,721,793
3,199,850
2,705,865
164,538
1,670,059
3,270,921
9,095,131
790,043
3,948,696
267,480
823,652
14,820,381
740,784
3,593,832
2,996,316
1,193,508
1,826,484
634,648
39,880,308
439,400
7,312,747
4,138,395
1,027,316
514,187
434,128
1,123,133
221,844
562,120
35,210,534
846,706
1,889,603
9,789,833
407,470
1,499,817
4,862,336
968,968
5,748,207
744,581
240,853

Security Name
FUSHAN INTERNATIONAL ENERGY
FUSO PHARMACEUTICAL INDUST
FUTABA CORPORATION
FUTABA INDUSTRIAL CO LTD
FUTURE ARCHITECT INC
FUYO GENERAL LEASE CO LTD
FYFFES PLC
G RESOURCES GROUP LTD
G.U.D. HOLDINGS LTD
G4S PLC
GABRIEL RESOURCES LTD
GAFISA SA
GAGFAH SA
GAIL INDIA LTD
GAKKEN HOLDINGS CO LTD
GALAXY ENTERTAINMENT GROUP L
GALENICA AG REG
GALIFORM PLC
GALLEON ENERGY INC A
GALLIFORD TRY PLC
GALP ENERGIA SGPS SA B SHRS
GAM HOLDING LTD
GAME GROUP PLC
GAMELOFT.COM
GAMESA CORP TECNOLOGICA SA
GAMMON GOLD INC
GAMMON INDIA LTD
GAMUDA BHD
GAMUDA BHD WTS
GAS NATURAL SDG SA
GATEWAY DISTRIPARKS LTD
GAZIT GLOBE LTD
GB AUTO
GCL POLY ENERGY HOLDINGS LTD
GDF SUEZ
GEA GROUP AG
GEBERIT AG REG
GECOSS CORP
GEELY AUTOMOBILE HOLDINGS LT
GEK TERNA HOLDING REAL ESTAT
GEM DIAMONDS LTD
GEMALTO
GEMINA SPA
GEMTEK TECHNOLOGY CORP
GENERAL DE ALQUILER DE MAQUI
GENERALI DEUTSCHLAND HOLDING
GENIKI BANK SA
GENMAB A/S
GENOMMA LAB INTERNACIONAL B
Shares
1,540,367
144,000
106,100
161,300
745
69,900
1,070,707
43,347,000
187,057
1,132,721
522,400
8,700
276,914
588,998
244,000
747,024
15,553
1,949,211
261,400
339,436
568,212
246,325
1,412,004
168,338
216,556
422,309
4,559
695,900
87,799
512,180
3,389
23,069
5,516
16,357,336
1,341,174
329,375
38,117
33,632
2,290,101
197,887
424,533
297,029
1,791,600
73,786
46,953
12,449
545,315
102,728
2,392,212
Book Value
4,964,647
471,014
1,890,626
1,500,624
356,823
1,741,952
644,229
3,073,156
1,046,630
13,934,149
968,564
47,083
2,874,038
5,390,323
530,855
684,081
5,032,663
1,158,629
2,012,682
2,020,450
16,335,028
8,711,843
4,182,682
695,107
18,681,589
3,307,394
23,302
573,924
2,750
32,258,191
9,267
553,155
19,967
7,472,899
217,991,677
16,780,314
14,947,849
149,572
4,793,651
1,719,416
2,143,283
10,075,536
1,589,871
124,962
655,967
3,401,487
859,389
4,115,372
7,305,756
Market Value
3,389,186
467,036
1,788,916
1,226,748
255,939
1,616,966
432,798
2,393,586
1,366,680
14,800,625
2,374,434
52,128
2,015,818
5,922,318
504,599
1,587,475
6,043,221
1,654,951
1,060,212
1,595,855
15,205,122
6,897,348
1,349,886
760,868
5,740,764
2,312,933
21,207
685,690
28,475
19,798,218
8,417
762,448
37,777
5,829,450
125,462,239
13,386,551
17,451,915
125,042
2,754,689
950,176
1,333,801
11,311,503
1,097,266
103,107
103,523
3,057,523
227,105
733,971
7,974,411

Security Name
GENTING BHD
GENTING MALAYSIA BHD
GENTING PLANTATIONS BHD
GENTING SINGAPORE PLC
GENUS PLC
GENWORTH MI CANADA INC
GEO CO LTD
GEODYNAMICS LTD
GEOX SPA
GERDAU AMERISTEEL CORP
GERDAU S.A.
GERDAU SA PREF
GERRESHEIMER AG
GERRY WEBER INTL AG
GESTEVISION TELECINCO SA
GETAC TECHNOLOGY CORP
GETIN HOLDING SA
GETINGE AB B SHS
GFI INFORMATIQUE
GFK SE
GIANT MANUFACTURING
GIGABYTE TECHNOLOGY CO LTD
GIIR INC
GILAT SATELLITE NETWORKS LTD
GILDAN ACTIVEWEAR INC
GILDEMEISTER AG
GIMV NV
GINDALBIE METALS LTD
GINTECH ENERGY CORP
GIORDANO INTERNATIONAL LTD
GIVAUDAN REG
GIVEN IMAGING LTD
GKN PLC
GL EVENTS
GLANBIA PLC
GLAXOSMITHKLINE PHARMACEUTIC
GLAXOSMITHKLINE PLC
GLENMARK PHARMACEUTICALS LTD
GLOBAL BIO CHEM TECH
GLOBAL BIO CHEM TECHNOLOGY
GLOBAL BRANDS MANUFACTURE
GLOBAL MIXED MODE TECHNOLOGY
GLOBAL UNICHIP CORP
GLOBE TELECOM INC
GLOBE TRADE CENTRE SA
GLORY LTD
GLOVIS CO LTD
GLOW ENERGY PCL FOREIGN
GMO INTERNET INC
Shares
3,217,800
3,006,300
179,800
3,329,169
182,161
180,400
1,337
666,363
238,250
533,100
23,200
599,000
26,100
52,547
390,688
191,000
461,847
685,295
166,418
33,534
117,280
2,279,000
25,280
122,700
419,156
134,273
21,360
1,639,997
6,000
4,572,000
8,466
35,641
8,096,557
27,394
449,332
12,385
7,098,133
29,148
473,049
1,182,624
246,000
5,000
4,158
39,720
58,992
70,593
4,734
77,600
231,500
Book Value
5,286,044
2,312,966
312,364
8,289,808
1,982,437
4,611,245
1,158,794
477,654
1,957,019
4,908,145
198,922
2,983,932
587,300
1,396,856
8,133,309
149,420
1,447,650
10,460,555
775,955
932,645
255,991
2,157,532
249,894
657,909
7,507,924
1,965,954
1,068,373
1,259,687
19,241
1,483,825
17,410,273
476,960
12,882,518
580,901
1,770,721
271,748
375,843,160
186,338
1,611,442
204,712
24,649
22,873
865,631
468,192
4,133,834
1,863,469
81,709
1,020,859
Market Value
7,076,675
2,535,042
370,430
10,254,110
2,022,179
3,941,926
1,634,799
185,738
1,076,132
5,809,343
223,827
7,839,340
840,808
1,544,756
5,096,114
111,753
1,296,451
13,358,937
552,421
1,150,123
357,700
2,237,756
192,605
581,019
12,062,100
1,504,252
970,941
1,433,707
15,891
1,960,984
20,008,532
551,396
14,087,710
669,085
1,651,161
582,664
285,890,626
169,447
72,312
646,070
152,355
22,097
15,140
766,895
406,480
3,754,396
2,033,629
89,244
902,560

Security Name
GMP CAPITAL INC
GMR INFRASTRUCTURE LTD
GN GREAT NORDIC LTD
GO AHEAD GROUP PLC
GODO STEEL LTD
GODREJ INDUSTRIES LTD
GOL LINHAS AEREAS PREF
GOLAR LNG LTD
GOLDCORP INC
GOLDCREST CO LTD
GOLDEN AGRI RESOURCES LTD
GOLDEN EAGLE RETAIL GROUP
GOLDEN MEDITECH HOLDINGS LTD
GOLDEN STAR RESOURCES LTD
GOLDSUN DEV + CONST
GOME ELECTRICAL APPLIANCES
GOODMAN FIELDER LTD
GOODMAN PROPERTY TRUST
GOODPACK LIMITED
GOTTEX FUND MGMT HLDINGS LTD
GOURMET KINEYA CO LTD
GOURMET NAVIGATOR INC
GOVERNANCE FOR OWNERS
GRAFTON GRP PLC UTS
GRAINCORP LTD
GRAINGER PLC
GRAN TIERRA ENERGY INC
GRAND PACIFIC PETROCHEMICAL
GRANDE CACHE COAL CORP
GRANITIFIANDRE SPA
GRASIM INDUSTRIES LTD
GREAT BASIN GOLD LTD
GREAT CANADIAN GAMING CORP
GREAT EAGLE HOLDINGS LTD
GREAT EASTERN SHIPPING CO
GREAT OFFSHORE LTD
GREAT WALL ENTERPRISES
GREAT WALL MOTOR COMPANY H
GREAT WALL TECHNOLOGY CO H
GREAT WEST LIFECO INC
GREATEK ELECTRONICS INC
GREEN CROSS CORP
GREENCORE GROUP PLC
GREENE KING PLC
GREENTOWN CHINA HOLDINGS
GREGGS PLC
GRENDENE SA
GRENKELEASING AG
GRIFOLS SA
Shares
224,800
534,964
642,081
184,534
403,000
25,909
16,600
106,000
581,581
43,970
5,746,315
362,671
4,932,000
793,100
103,748
7,127,268
868,687
1,969,039
1,070,000
36,971
35,000
402
221,743,929
709,364
612,045
965,033
253,000
254,000
37,800
45,009
21,555
1,033,200
258,700
3,175,019
62,107
1,532
8,545,500
333,500
186,000
351,962
67,400
11,003
691,200
730,729
412,563
319,960
9,800
21,073
134,050
Book Value
2,739,119
526,450
2,732,988
4,409,501
1,187,564
90,751
161,851
1,245,720
62,077,230
1,001,893
7,994,255
2,873,394
1,311,310
1,757,671
47,532
6,480,669
4,314,838
1,365,340
835,203
308,546
236,419
916,993
300,497,562
2,987,150
3,903,865
1,892,341
1,297,561
128,039
194,921
267,467
892,456
1,770,577
1,417,163
10,577,575
405,779
15,020
8,807,456
341,355
112,427
21,555,204
64,523
1,522,755
1,484,605
4,900,550
2,333,390
2,053,447
27,366
746,164
12,331,389
Market Value
1,969,499
688,790
4,497,793
2,959,590
983,704
93,578
196,898
1,026,887
85,484,364
770,183
8,514,007
2,991,917
969,027
3,507,806
45,204
8,465,996
3,851,658
1,232,149
1,287,587
223,880
204,486
508,803
198,169,990
2,537,188
2,755,418
1,700,779
1,273,750
98,417
195,643
158,228
854,380
1,759,838
1,640,839
9,572,854
391,136
14,612
7,460,009
585,873
77,628
19,746,540
64,922
1,265,111
1,092,180
4,288,792
1,732,771
2,201,982
42,136
787,921
5,406,811

Security Name
GRINDROD LTD
GRONTMIJ NV
GROUP FIVE LTD
GROUPE AEROPLAN INC
GROUPE BRUX LAMBERT STR VVPR
GROUPE BRUXELLES LAMBERT SA
GROUPE EUROTUNNEL SA REGR
GROUPE STERIA SCA
GROWTHPOINT PROPERTIES LTD
GRUMA S.A.B, B
GRUPA LOTOS SA
GRUPO AEROPORTUARIO DE SUR B
GRUPO AEROPORTUARIO DEL B SH
GRUPO AEROPORTUARIO DEL CENT
GRUPO BIMBO SAB SERIES A
GRUPO CARSO SAB DE CV SER A1
GRUPO CATALANA OCCIDENTE SA
GRUPO COMERCIAL CHEDRAUI SA
GRUPO DE INV SURAMERICANA
GRUPO ELEKTRA SA
GRUPO EMPRESARIAL ENCE SA
GRUPO FAMSA SAB A
GRUPO FINANCIERO BANORTE O
GRUPO FINANCIERO INBURSA O
GRUPO MEXICO SA SER B
GRUPO MODELO S.A.B. SER C
GRUPO SIMEC S.A. SER B
GRUPO TELEVISA ORD PART CTF
GRUPPO COIN SPA
GRUPPO EDITORIALE L ESPRESSO
GS ENGINEERING + CONSTRUCT
GS HOLDINGS
GS HOME SHOPPING INC
GS YUASA CORP
GTL LTD
GUANGDONG ELECTRIC POWER B
GUANGDONG INVEST
GUANGSHEN RAILWAY CO LTD H
GUANGZHOU R+F PROPERTIES H
GUARARAPES CONFECCOES SA
GUDANG GARAM TBK PT
GUERBET
GUJARAT MINERAL DEV CORP LTD
GUJARAT NARMADA VALLEY FERT
GUJARAT NRE COKE LTD
GUJARAT NRE COKE LTD TYPE B
GUJARAT STATE FERT + CHEMICA
GUJARAT STATE PETRONET LTD
GULLIVER INTERNATIONAL CO
Shares
2,232,185
60,430
56,869
616,200
727
143,127
1,468,761
65,747
449,798
137,400
20,909
25,500
267,900
52,000
340,900
342,000
184,895
279,900
44,091
81,765
596,717
115,200
3,274,744
4,196,932
11,788,266
810,600
160,900
3,492,491
128,786
504,434
35,320
88,554
9,895
194,887
5,198
150,000
1,100,246
594,000
768,400
390
1,283,000
3,633
10,562
44,103
14,695
1,469
19,240
9,413
16,410
Book Value
4,503,281
1,664,909
265,255
4,118,108
32,503,137
13,012,103
1,416,097
790,796
176,096
177,844
130,032
726,934
72,245
1,247,774
341,662
3,791,384
776,989
457,623
2,171,881
2,173,287
239,834
7,574,904
11,330,553
20,242,763
2,929,018
396,616
10,329,100
630,619
868,845
8,184,353
4,921,242
561,666
7,036,384
38,549
88,620
568,386
268,401
1,381,899
5,638
3,797,407
610,115
19,470
116,467
11,013
1,101
110,112
11,062
558,908
Market Value
4,175,628
1,142,510
255,939
5,137,658
8
20,364,120
10,026,305
1,625,166
910,651
208,696
178,619
116,789
784,504
81,727
2,460,627
1,097,318
2,760,766
734,269
688,936
3,287,252
1,885,771
185,080
12,454,011
13,843,843
28,088,213
4,018,901
378,385
12,252,072
828,976
984,903
6,469,410
5,457,784
622,706
5,045,577
47,912
79,169
521,360
206,717
980,833
14,235
4,840,441
378,255
29,245
104,833
20,218
1,251
105,635
20,682
700,981

Security Name
GUN EI CHEMICAL INDUSTRY CO
GUNMA BANK LTD/THE
GUNNEBO AB
GUNNS LTD
GUNZE LTD
GUOCO GROUP LTD
GUOCOLAND LTD 333
GURIT HOLDING AG BR
GUYENNE ET GASCOGNE SA
GVK POWER + INFRASTRUCTURE
GWA GROUP LTD
H I S CO LTD
H LUNDBECK A/S
H+R WASAG AG
H2O RETAILING CORP
HACHIJUNI BANK LTD/THE
HACI OMER SABANCI HOLDING
HADERA PAPER LTD
HAFNIA HLDGS AS
HAFNIA HLDGS AS
HAIER ELECTRONICS GROUP CO
HAINAN MEILAN INTL AIRPORT H
HAITIAN INTERNATIONAL HLDGS
HAKON INVEST AB
HAKUHODO DY HOLDINGS INC
HAKUTO CO LTD
HALDEX AB
HALFORDS GROUP PLC
HALKOR SA
HALLA CLIMATE CONTROL
HALMA PLC
HAMAKYOREX CO LTD
HAMAMATSU PHOTONICS KK
HAMBURGER HAFEN UND LOGISTIK
HAMPSON INDUSTRIES PLC
HANA FINANCIAL GROUP
HANA MICROELECTRONICS FOREIG
HANA TOUR SERVICE INC
HANDSOME CO LTD
HANDSOME P + D CORP
HANFENG EVERGREEN INC
HANG LUNG GROUP LTD
HANG LUNG PROPERTIES LTD
HANG SENG BANK LTD
HANGZHOU STEAM TURBINE CO B
HANIL CEMENT CO LTD
HANJIN HEAVY INDUS + CONST
HANJIN HEAVY INDUSTRIES
HANJIN SHIPPING CO LTD
Shares
212,000
233,075
177,000
506,856
122,697
265,349
111,610
1,292
15,642
43,251
188,109
52,300
243,072
69,166
151,117
253,771
1,952,414
11,678
390,635
265,967
1,868,000
22,000
1,961,000
182,237
41,359
37,100
134,686
646,473
123,313
26,897
1,160,005
19,200
35,356
31,421
849,291
289,276
240,700
35,741
75,650
210
144,000
632,950
2,709,879
1,602,419
35,620
23,296
22,632
91,570
103,808
Book Value
474,590
5,697,963
632,324
2,253,073
2,259,703
5,284,929
1,041,813
750,981
1,544,464
39,643
1,718,131
982,279
6,879,485
1,161,111
2,217,961
6,199,017
7,199,012
588,056
290,732
25,104
1,217,884
2,090,419
5,230,288
345,692
848,781
3,353,737
275,714
1,040,949
3,976,591
439,975
3,205,349
4,086,877
1,105,428
18,436,061
127,476
1,088,629
835,294
989,943
9,792,613
19,403,314
48,875,377
54,449
1,576,581
1,966,339
1,111,980
4,339,935
Market Value
505,503
4,862,376
639,129
1,019,240
1,515,248
4,886,212
670,827
653,578
1,486,233
41,067
1,866,540
1,054,393
4,884,053
1,541,507
2,126,942
5,607,525
7,892,278
823,763
1,158,632
24,296
1,382,520
2,472,915
4,802,344
332,890
1,163,921
4,736,317
104,222
1,408,896
4,756,957
467,578
3,875,025
2,784,450
667,077
15,629,280
200,645
1,602,834
947,200
787,315
13,260,268
25,339,524
40,420,484
53,472
1,153,395
1,883,067
880,506
6,671,274

Security Name
HANJIN SHIPPING HOLDINGS CO
HANJIN TRANSPORTATION CO
HANKOOK TIRE CO LTD
HANKUK ELECTRIC GLASS
HANKYU HANSHIN HOLDINGS INC
HANMI PHARM CO LTD
HANNOVER RUECKVERSICHERUNGS
HANNSTAR DISPLAY CORP
HANSOL PAPER CO LTD
HANSSEM CO LTD
HANWA CO LTD
HANWHA CHEMICAL CORP
HANWHA CORPORATION
HANWHA GENERAL INSURANCE CO
HANWHA SECURITIES CO
HAREL INSURANCE INVESTMENTS
HARGREAVES LANSDOWN PLC
HARRY WINSTON DIAMOND CORP
HARVEY NORMAN HOLDINGS LTD
HASEKO CORPORATION
HASEKO CORPORATION
HASTIE GROUP LTD
HAVAS
HAW PAR CORP LTD
HAYS PLC
HCL INFOSYSTEMS LTD
HCL TECHNOLOGIES LTD
HDFC BANK LTD
HEADLAM GROUP PLC
HEALTHSCOPE LTD
HEIDELBERGCEMENT AG
HEIDELBERGER DRUCKMASCHINEN
HEIJMANS
HEINEKEN HOLDING NV
HEINEKEN NV
HEIWA CORP
HEIWA REAL ESTATE CO LTD
HEIWADO CO LTD
HELICAL BAR PLC
HELIOPOLIS HOUSING
HELLENIC DUTY FREE SHOPS SA
HELLENIC EXCHANGES SA HOLDIN
HELLENIC PETROLEUM SA
HELLENIC TELECOMMUN ORGANIZA
HELVETIA HOLDING AG REG
HENDERSON GROUP PLC
HENDERSON INVESTMENT LTD
HENDERSON LAND DEVELOPMENT
HENDERSON LAND DEVELOPMENT WTS
Shares
20,688
187,130
134,447
144,940
799,207
29,441
175,235
31,370,375
637,700
35,920
824,000
44,070
77,698
112,300
183,053
4,015
437,818
177,000
860,992
825,742
1,070,500
721,353
1,421,389
93,499
1,984,667
121,585
390,912
261,093
255,762
971,353
328,284
381,487
51,770
409,918
669,038
25,254
460,500
72,200
329,998
17,137
48,236
201,547
147,449
467,098
22,894
2,537,629
15,779,000
814,022
136,496
Book Value
1,336,963
6,530,781
5,573,416
3,840,174
15,286,377
2,749,425
11,752,899
6,654,324
7,264,925
267,062
3,472,629
1,922,400
8,280,725
1,113,907
1,465,062
566,198
1,478,293
2,175,355
6,450,381
3,093,006
1,480,633
970,858
4,191,415
1,428,929
8,446,343
347,822
1,328,632
6,275,350
1,184,339
3,611,683
43,731,328
6,020,340
1,291,063
22,731,766
52,061,360
1,046,792
1,664,665
957,453
1,807,896
95,057
586,307
2,155,191
4,537,120
25,358,323
6,757,466
4,361,246
2,911,592
17,951,440
-
Market Value
1,248,841
6,140,858
7,858,986
4,080,261
13,817,720
2,076,831
12,354,227
6,023,846
7,358,288
373,320
3,305,684
2,498,432
6,559,213
997,128
1,012,663
740,766
2,216,584
2,180,332
6,471,598
2,585,793
858,916
837,775
6,323,529
1,500,332
6,214,859
300,134
3,057,354
10,866,180
865,735
4,258,154
32,265,637
3,470,047
740,665
23,350,587
47,785,538
1,067,052
1,056,408
882,000
1,367,082
78,224
276,514
1,073,906
2,641,228
8,659,233
6,040,101
4,662,156
1,276,561
16,425,842
89,810

Security Name
HENGAN INTL GROUP CO LTD
HENGDELI HOLDINGS LTD
HENKEL AG + CO KGAA
HENKEL AG + CO KGAA VORZUG
HENNES + MAURITZ AB B SHS
HERA SPA
HERITAGE OIL PLC
HERMES INTERNATIONAL
HERO HONDA MOTORS LTD
HEXAGON AB B SHS
HI P INTERNATIONAL LTD
HI SUN TECHNOLOGY CHINA LTD
HIBIYA ENGINEERING LTD
HIDILI INDUSTRY INTL DEVELOP
HIGASHI NIPPON BANK LTD/THE
HIGHVELD STEEL AND VANDIUM
HIGHWEALTH CONSTRUCTION CORP
HIGO BANK LTD/THE
HIKARI TSUSHIN INC
HIKMA PHARMACEUTICALS PLC
HILLS INDUSTRIES LTD
HINDALCO INDUSTRIES LTD
HINDUSTAN CONSTRUCTION CO
HINDUSTAN OIL EXPLORATION CO
HINDUSTAN PETROLEUM CORP
HINDUSTAN UNILEVER LTD
HINDUSTAN ZINC LTD
HINO MOTORS LTD
HIOKI E E CORP
HIROSE ELECTRIC CO LTD
HIROSHIMA BANK LTD/THE
HISAKA WORKS LTD
HISAMITSU PHARMACEUTICAL CO
HISCOX LTD
HITACHI CABLE LTD
HITACHI CAPITAL CORP
HITACHI CHEMICAL CO LTD
HITACHI CONSTRUCTION MACHINE
HITACHI HIGH TECHNOLOGIES CO
HITACHI KOKI CO LTD
HITACHI KOKUSAI ELECTRIC INC
HITACHI LTD
HITACHI MEDICAL CORP
HITACHI METALS LTD
HITACHI TOOL ENGINEERING LTD
HITACHI TRANSPORT SYSTEM LTD
HITACHI ZOSEN CORPORATION
HITE BREWERY CO LTD
HITE HOLDINGS CO LTD
Shares
884,377
19,092,000
81,579
206,743
1,302,190
2,001,914
657,107
50,660
58,872
585,571
830,000
6,105,000
77,800
702,922
284,000
86,619
15,699
110,625
39,419
439,081
764,181
2,061,918
8,878
1,639
226,941
268,431
11,293
512,973
12,900
23,122
295,163
76,000
30,034
1,362,206
1,091,624
31,044
142,227
54,056
549,061
30,847
243,000
6,119,824
37,000
256,421
34,300
103,300
2,453,000
4,539
58,900
Book Value
9,112,328
6,764,614
12,609,128
22,436,414
55,987,502
5,580,272
4,788,966
25,822,386
1,260,640
6,820,536
338,797
1,344,469
670,311
1,586,181
790,591
828,957
14,456
2,773,963
1,529,399
3,550,335
1,420,430
6,711,482
20,400
8,743
1,640,869
1,372,913
197,512
4,674,258
226,008
8,148,763
5,151,618
1,152,808
4,138,315
6,393,369
5,294,676
1,500,803
5,393,352
4,984,210
15,118,178
1,864,091
1,735,246
55,383,405
385,529
4,900,224
354,328
1,265,187
3,057,944
2,469,385
1,208,276
Market Value
20,902,614
8,311,369
13,098,156
26,219,974
65,792,920
3,312,848
3,875,369
26,386,108
2,590,013
7,697,753
383,461
2,806,662
662,034
2,036,299
552,017
887,004
25,113
2,400,533
1,268,514
4,687,043
1,387,751
6,419,493
22,890
7,831
2,295,551
1,548,918
235,853
5,067,244
245,784
7,206,127
4,634,502
773,828
4,676,002
6,978,095
3,651,564
1,626,609
6,382,409
3,948,146
11,789,550
1,038,066
1,957,950
45,183,476
291,016
5,324,498
388,777
1,516,405
3,326,478
2,123,994
1,041,143

Security Name
HKC HOLDINGS LTD
HKR INTERNATIONAL LTD
HKSCAN OYJ A SHS
HMV GROUP PLC
HO BEE INVESTMENT LTD
HO TUNG CHEMICAL CORP
HOCHSCHILD MINING PLC
HOCHTIEF AG
HODOGAYA CHEMICAL CO LTD
HOGANAS AB B
HOGY MEDICAL CO LTD
HOKKAIDO ELECTRIC POWER CO
HOKKAIDO GAS CO LTD
HOKKAN HOLDINGS LTD
HOKKOKU BANK LTD/THE
HOKUETSU BANK LTD/THE
HOKUETSU KISHU PAPER CO LTD
HOKUHOKU FINANCIAL GROUP INC
HOKURIKU ELECTRIC INDUSTRY
HOKURIKU ELECTRIC POWER CO
HOKUTO CORP
HOLCIM INDONESIA TBK PT
HOLCIM LIMITED REG SHRS
HOLIDAYBREAK PLC
HOLMEN AB B SHS
HOLYSTONE ENTERPRISE CO LTD
HOME CAPITAL GROUP INC
HOME RETAIL GROUP
HOMESERVE PLC
HON HAI PRECISION INDUSTRY
HONAM PETROCHEMICAL CORP
HONDA MOTOR CO LTD
HONEYS CO LTD
HONG KONG + CHINA GAS
HONG KONG AIRCRAFT ENGINEERG
HONG KONG ENERGY HOLDINGS WTS
HONG KONG EXCHANGES + CLEAR
HONG LEONG ASIA LIMITED
HONG LEONG BANK BERHAD
HONG LEONG FINANCE LTD
HONG LEONG FINANCIAL GROUP
HONGKONG + SHANGHAI HOTELS
HONGKONG CHINESE LTD
HONGKONG ELECTRIC HOLDINGS
HOPEWELL HIGHWAY INFRASTRUCT
HOPEWELL HOLDINGS
HOPSON DEVELOPMENT HOLDINGS
HORIBA LTD
HORIZON OIL LTD
Shares
13,220,460
2,089,674
112,088
1,961,881
906,000
334,000
520,113
56,900
132,000
105,138
37,700
101,927
161,000
103,000
159,654
394,000
322,000
658,820
287,000
104,317
77,000
24,500
184,889
214,544
56,675
64,000
106,300
1,536,272
200,851
19,055,181
36,590
1,521,971
34,070
3,749,451
52,282
72,840
2,519,990
355,000
579,100
186,700
168,800
464,994
1,692,251
2,105,221
559,369
673,347
462,455
97,300
3,281,107
Book Value
1,299,141
905,742
1,341,950
3,398,895
1,218,922
184,657
2,424,384
11,811,333
308,993
1,406,178
1,883,714
8,475,030
404,723
266,385
2,478,576
816,394
1,497,051
7,179,694
532,263
9,365,125
1,652,451
2,381
43,629,458
991,077
4,818,672
100,477
3,159,574
15,091,276
5,141,054
65,343,534
5,796,376
121,107,343
268,744
25,861,986
2,708,376
54,443,347
366,519
962,422
338,913
200,916
2,393,824
174,205
27,139,882
1,510,306
6,884,167
2,174,148
2,321,426
1,050,867
Market Value
899,796
788,946
1,036,589
1,849,156
992,894
161,639
2,395,895
9,212,233
457,950
2,749,368
1,834,089
8,586,480
442,118
278,190
2,323,728
663,420
1,622,918
4,765,424
538,389
8,953,441
1,526,252
5,878
42,657,173
946,888
4,161,632
84,553
4,218,389
10,078,997
6,030,894
67,606,263
7,897,827
118,611,721
420,437
34,125,619
2,759,216
851
70,677,406
862,008
1,534,727
401,189
438,489
2,964,426
145,600
30,085,696
1,530,726
5,991,828
2,250,585
2,625,748
845,273

Security Name
HOSHIZAKI ELECTRIC CO LTD
HOSIDEN CORPORATION
HOSOKAWA MICRON CORP
HOT TELECOMMUNICATION SYSTEM
HOTAI MOTOR COMPANY LTD
HOTEL LEELAVENTURE LTD
HOTEL PROPERTIES
HOTEL SHILLA CO LTD
HOUSE FOODS CORPORATION
HOUSING + DEVELOPMENT BANK
HOUSING DEVELOPMENT + INFRAS
HOUSING DEVELOPMENT FINANCE
HOYA CORP
HQ AB
HSBC HOLDINGS PLC
HTC CORP
HUA NAN FINANCIAL HOLDINGS C
HUABAO INTERNATIONAL HOLDING
HUADIAN POWER INTL CORP H
HUAKU DEVELOPMENT CO LTD
HUANENG POWER INTL INC H
HUANG HSIANG CONSTRUCTION CO
HUB POWER COMPANY
HUBER + SUHNER AG REG
HUCHEMS FINE CHEMICAL CORP
HUDBAY MINERALS INC
HUFVUDSTADEN AB A SHS
HUGO BOSS PFD
HUHTAMAKI VAN LEER OYJ
HULAMIN LTD
HULIC CO LTD
HUMAX CO LTD
HUNAN NON FERROUS METALS H
HUNG POO REAL ESTATE DEVELOP
HUNTING PLC
HURRIYET GAZETECILIK VE MATB
HUSKY ENERGY INC
HUSQVARNA AB A SHS
HUSQVARNA AB B SHS
HUTCHISON HARBOUR RING LTD
HUTCHISON TELECOMM HONG KONG
HUTCHISON WHAMPOA LTD
HYAKUGO BANK LTD/THE
HYAKUJUSHI BANK LTD/THE
HYFLUX LTD
HYNIX SEMICONDUCTOR INC
HYOSUNG CORPORATION
HYPERMARCAS S.A
HYSAN DEVELOPMENT CO
Shares
166,500
264,100
99,000
13,854
115,000
13,866
123,929
120,760
26,831
2,198
55,969
113,365
307,556
84,077
14,897,856
1,480,516
4,148,211
931,271
19,577,000
826,000
1,778,000
16,000
714,503
46,567
122,060
471,500
468,701
53,551
374,185
121,449
337,900
60,726
132,000
10,000
406,402
149,193
319,795
454,750
363,602
2,248,956
4,165,417
3,424,307
115,799
143,147
1,299,000
313,715
21,957
1,012,086
498,208
Book Value
2,363,971
3,799,456
483,637
445,732
105,635
15,555
1,106,366
1,641,419
1,612,177
8,222
331,997
7,209,576
24,987,531
1,202,579
564,035,218
17,395,764
2,604,458
2,816,613
6,496,096
2,152,093
1,132,948
32,216
297,053
1,693,501
2,952,418
3,782,352
3,453,325
1,561,373
3,762,606
174,676
2,585,025
729,020
38,331
14,997
4,208,293
157,666
27,775,777
2,439,572
6,795,048
738,589
1,049,779
82,141,570
2,768,368
3,211,459
2,252,536
18,850,990
7,235,023
7,489,962
5,058,540
Market Value
2,922,076
2,823,354
361,363
470,834
279,523
14,480
866,126
2,450,846
1,543,127
7,197
301,506
7,212,084
19,524,796
599,624
429,235,631
19,813,015
2,394,825
4,100,097
4,776,626
2,053,978
1,052,578
23,927
267,505
2,016,673
2,612,079
4,956,152
3,592,652
2,090,829
3,478,795
160,806
2,566,039
693,250
43,225
12,464
2,725,743
121,559
18,813,820
2,750,589
6,858,823
789,016
1,493,128
57,527,238
1,956,108
2,077,152
3,023,960
23,097,293
5,484,020
13,015,342
5,555,807

Security Name
HYUNDAI DEPT STORE CO
HYUNDAI DEVELOPMENT COMPANY
HYUNDAI ELEVATOR CO.
HYUNDAI ENGINEERING + CONST
HYUNDAI GREENFOOD CO LTD
HYUNDAI HEAVY INDUSTRIES
HYUNDAI HYSCO
HYUNDAI MARINE + FIRE INS CO
HYUNDAI MERCHANT MARINE
HYUNDAI MIPO DOCKYARD
HYUNDAI MOBIS
HYUNDAI MOTOR CO
HYUNDAI MOTOR CO LTD 2ND PFD
HYUNDAI MOTOR CO LTD PFD
HYUNDAI SECURITIES CO
HYUNDAI STEEL CO
HYUNJIN MATERIALS CO LTD
IAMGOLD CORP
IBERDROLA RENOVABLES SA
IBERDROLA SA
IBERIA LINEAS AER DE ESPANA
IBIDEN CO LTD
IBJ LEASING CO LTD
IC COMPANYS A/S
ICAP PLC
ICHIBANYA CO LTD
ICHIKOH INDUSTRIES LTD
ICHIYOSHI SECURITIES CO LTD
ICICI BANK LTD
ICOM INC
IDB HOLDING CORP LTD
IDBI BANK LTD
IDEA CELLULAR LTD
IDEC CORP
IDEMITSU KOSAN CO LTD
IESI BFC LTD
IFCI LTD
IG GROUP HOLDINGS PLC
IGB CORPORATION BHD
IGM FINANCIAL INC
IGUATEMI EMP DE SHOPPING
IHI CORP
IIDA HOME MAX
IINET LTD
IINO KAIUN KAISHA LTD
IJM CORP BHD
ILIAD SA
ILLOVO SUGAR LTD
ILSUNG PHARMACEUTICALS CO
Shares
14,305
62,463
16,460
64,533
1,049,340
49,593
178,865
242,580
41,998
14,898
102,962
224,722
81,944
30,450
107,303
30,792
33,838
1,236,940
805,229
3,921,175
2,502,417
88,642
85,200
38,787
555,533
14,611
147,000
102,400
740,459
18,300
25,113
259,971
481,840
89,000
42,913
253,700
104,503
1,217,869
142,000
94,965
69,700
1,169,574
38,700
185,221
171,100
1,287,820
23,836
96,252
2,560
Book Value
5,035,466
7,509,886
835,673
11,679,124
7,356,438
25,576,774
2,981,571
4,477,307
3,985,127
4,801,158
29,322,380
49,240,568
3,419,616
1,192,182
6,280,270
7,646,275
734,869
11,664,876
14,175,787
146,337,897
5,858,602
10,290,465
1,295,850
935,013
13,579,960
312,753
285,915
875,275
12,261,849
412,388
1,012,162
570,490
676,054
787,037
6,735,544
4,002,746
105,894
6,136,216
73,755
12,500,590
1,158,111
5,889,281
154,352
292,107
1,146,627
1,329,407
4,924,972
353,628
249,588
Market Value
5,368,514
4,514,272
654,647
10,047,593
8,140,776
29,660,772
3,255,417
4,863,650
4,802,166
4,491,513
40,093,737
62,244,238
3,493,785
1,255,912
4,026,963
8,051,306
535,830
21,848,552
7,413,527
76,429,890
7,154,203
8,278,272
1,521,257
1,122,532
10,410,632
364,573
299,017
688,530
13,712,322
419,190
1,198,236
664,971
619,872
753,317
6,061,449
5,068,509
128,590
7,670,841
76,757
11,466,209
1,225,792
5,138,939
309,635
456,825
870,098
1,957,089
3,413,557
348,430
145,811

Security Name
ILUKA RESOURCES LTD
ILYANG PHARMACEUTICAL CO LTD
IMERYS SA
IMI PLC
IMMOBILIARE GRANDE DISTRIBUZO
IMMOFINANZ AG
IMMSI SPA
IMPALA PLATINUM HOLDINGS LTD
IMPERIAL HOLDINGS LTD
IMPERIAL OIL LTD
IMPERIAL TOBACCO GROUP PLC
IMPLENIA AG REG
IMPREGILO SPA
IMPRESA SGPS SA
IMPULSORA DEL DESARROLLO Y E
IMS INTL METAL SERVICE
IMTECH NV
INABA DENKI SANGYO CO LTD
INABA SEISAKUSHO CO LTD
INABATA + CO LTD
INAGEYA CO LTD
INCHCAPE PLC
INCITEC PIVOT LTD
IND + COMM BK OF CHINA H
INDAH KIAT PULP + PAPER
INDEPENDENCE GROUP NL
INDEPENDENT NEWS + MEDIA PLC
INDESIT CO SPA
INDIA CEMENTS LTD
INDIA INFOLINE LTD
INDIABULLS FINANCIAL SERVICE
INDIABULLS REAL ESTATE LTD
INDIAN BANK
INDIAN HOTELS CO LTD
INDIAN OVERSEAS BANK
INDITEX
INDO TAMBANGRAYA MEGAH PT
INDOCEMENT TUNGGAL PRAKARSA
INDOFOOD AGRI RESOURCES LTD
INDOPHIL RESOURCES NL
INDOSAT TBK PT
INDRA SISTEMAS SA
INDRAPRASTHA GAS LTD
INDS KLABIN PAPEL E CELU PRF
INDUS HOLDING AG
INDUSIND BANK LTD
INDUSTREA LTD
INDUSTRIA MACCHINE AUTOMATIC
INDUSTRIAL + COMMERCIAL BANK
Shares
264,282
32,590
39,238
1,066,169
374,000
651,264
933,523
525,324
651,407
338,345
368,744
56,750
1,237,181
206,327
465,100
55,644
291,370
72,000
16,500
299,300
65,000
1,840,079
1,275,624
80,634,218
1,044,000
354,822
1,923,335
200,653
38,423
22,722
66,702
337,681
75,474
24,269
227,383
395,921
1,705,000
12,522,781
1,338,000
903,529
813,000
103,486
3,609
106,900
22,429
3,610
2,945,152
41,635
332,613
Book Value
3,814,145
970,945
6,416,445
6,382,017
817,084
5,961,520
1,123,130
10,633,079
6,145,594
40,563,736
8,525,817
1,431,647
4,733,172
332,201
436,368
1,085,815
6,141,475
1,788,116
168,820
1,335,694
603,664
7,885,437
15,667,350
58,844,057
248,953
1,304,263
2,874,829
1,446,480
106,462
58,241
259,365
1,150,109
233,513
32,306
473,444
42,751,143
6,424,890
9,886,290
1,015,398
1,042,757
454,385
10,384,539
10,111
218,253
440,211
4,979
1,089,804
780,175
2,988,982
Market Value
4,051,196
597,412
5,641,484
10,966,273
503,924
6,634,780
846,170
12,335,088
7,290,918
35,094,374
10,366,020
1,505,124
2,858,088
394,259
541,830
680,357
7,566,263
1,694,022
177,512
1,363,068
678,721
6,772,233
9,775,012
59,332,884
213,061
1,414,586
1,726,870
2,278,380
89,263
47,332
204,651
1,150,202
368,148
55,127
513,074
49,232,993
6,987,397
21,826,800
2,031,774
835,667
443,944
6,520,528
20,211
296,533
444,380
15,953
883,106
664,003
3,459,105

Security Name
INDUSTRIAL ALLIANCE INSURANC
INDUSTRIAL BANK OF KOREA
INDUSTRIAS CH S.A.B. SER B
INDUSTRIAS PENOLES SAB DE CV
INDUSTRIVARDEN AB A SHS
INDUSTRIVARDEN AB C SHS
INES CORP
INFIGEN ENERGY
INFINEON TECHNOLOGIES AG
INFORMA PLC
INFORMATION SERVICES INTL
INFORTREND TECHNOLOGY INC
INFOSYS TECHNOLOGIES LTD
INFRASTRUCTURE DEV FINANCE
INFRATIL LTD
ING GROEP NV
ING UK REAL ESTATE
INGENICO
INMARSAT PLC
INMET MINING CORPORATION
INMOBILIARIA COLONIAL SA
INOTERA MEMORIES INC
INPEX CORP
INSPUR INTERNATIONAL LTD
INSUN ENT CO LTD
INSURANCE AUSTRALIA GROUP
INTACT FINANCIAL CORP
INTERCELL AG
INTERCONEXION ELECTRICA SA
INTERCONTINENTAL HOTELS GROU
INTERMEDIATE CAPITAL GROUP
INTERNATIONAL FERRO METALS
INTERNATIONAL GAMES SYSTEM C
INTERNATIONAL PERSONAL FINAN
INTERNATIONAL POWER PLC
INTERNET GOLD GOLDEN LINES
INTERNET INITIATIVE JAPAN
INTERPARK CORPORATION
INTERPUMP GROUP SPA
INTERSEROH SE
INTERSERVE PLC
INTERSHOP HOLDINGS BR
INTERTEK GROUP PLC
INTESA SANPAOLO
INTESA SANPAOLO RSP
INTIME DEPARTMENT STORE
INTL CONTAINER TERM SVCS INC
INTOLL GROUP
INTOPS CO LTD
Shares
309,413
180,532
124,500
149,120
169,506
72,319
114,100
2,468,612
2,392,835
1,979,129
39,800
71,000
504,028
2,405,801
1,311,366
4,885,639
1,027,923
73,429
288,261
172,900
6,840,431
1,251,616
2,102
8,285,000
105,816
1,805,747
410,378
108,936
58,822
300,029
1,190,530
1,192,024
4,399
792,640
3,170,474
60,007
193
332,356
223,794
15,316
527,591
3,226
489,083
10,313,637
460,000
5,870,000
8,376,439
1,788,842
19,845
Book Value
8,227,318
6,028,978
431,504
2,708,921
9,567,750
3,654,643
716,389
2,625,391
19,878,543
8,333,730
264,452
112,294
19,775,050
8,105,504
1,629,032
205,701,759
651,157
1,671,044
9,935,245
7,787,640
1,180,860
775,492
26,563,400
1,130,492
620,839
19,101,510
12,708,305
4,158,004
294,947
11,442,055
4,255,174
969,196
32,678
1,990,659
31,706,157
1,515,417
394,612
1,888,982
1,388,151
1,035,970
2,253,181
858,659
8,353,624
146,184,948
1,087,626
4,702,231
5,792,327
10,680,339
330,960
Market Value
10,161,872
5,671,619
420,720
2,925,365
7,459,790
3,043,051
773,647
1,490,856
26,005,851
10,532,180
257,267
90,596
30,277,492
9,321,216
1,451,835
90,591,434
730,490
1,583,450
12,026,356
6,858,077
1,047,356
703,100
19,092,160
744,753
310,010
16,132,822
17,339,644
2,042,901
392,678
13,109,314
4,452,877
481,514
30,119
2,259,078
26,770,197
1,279,448
573,831
1,267,450
1,119,802
850,042
1,572,737
876,541
10,558,670
71,266,842
928,572
5,917,377
5,692,112
5,211,750
350,789

Security Name
INTRACOM HOLDINGS SA REG
INTRALOT S.A. INTEGRATED LOT
INTRUM JUSTITIA AB
INUI STEAMSHIP CO LTD
INVENSYS PLC
INVENTEC APPLIANCES CORP
INVENTEC CO LTD
INVERSIONES AGUAS METROPOL
INVERSIONES ARGOS SA
INVESTEC LTD
INVESTEC PLC
INVESTOR AB B SHS
INVISTA FOUNDATION
INVOCARE LTD
INVOICE INC
IOI CORPORATION BERHAD
ION BEAM APPLICATIONS
IOOF HOLDINGS LTD
IPIRANGA REF PETRO
IPSEN
IPSOS
IRB INFRASTRUCTURE DEVELOPER
IREN SPA
IRESS MARKET TECHNOLOGY LTD
IRISH LIFE + PERMANENT PLC
IRPC PCL FOREIGN
ISEKI + CO LTD
ISETAN MITSUKOSHI HOLDINGS L
ISHIHARA SANGYO KAISHA LTD
ISOFT GROUP LTD
ISPAT INDUSTRIES LTD
ISRAEL CHEMICALS LTD
ISRAEL CORP LIMITED/THE
ISRAEL DISCOUNT BANK A
ISUZU MOTORS LTD
IT HOLDINGS CORP
ITALCEMENTI SPA
ITALCEMENTI SPA RSP
ITALIAN THAI DEVELOP FOREIGN
ITALMOBILIARE SPA
ITALMOBILIARE SPA RSP
ITAU UNIBANCO HOLDING SA
ITAUSA INV SA
ITAUSA INVESTIMENTOS ITAU PR
ITC LTD
ITE GROUP PLC
ITERATION ENERGY LTD
ITO EN LTD
ITOCHU CORPORATION
Shares
309,161
362,185
121,490
67,400
649,763
2,690,310
2,752,171
35,211
55,575
320,593
1,686,819
323,616
997,185
314,319
35,884
2,921,206
61,206
153,351
717
10,607
83,408
2,561
1,274,283
379,168
1,051,404
25,030,000
530,000
189,136
896,000
1,662,765
514,415
410,587
2,521
3,622,215
1,119,967
44,767
168,956
333,740
1,678,100
56,436
50,209
1,979,936
13,670
2,751,506
1,027,202
763,951
613,000
41,835
751,040
Book Value
722,198
3,240,861
1,474,149
656,607
10,131,673
2,285,033
1,502,541
38,173
369,226
1,997,219
9,919,842
22,253,368
574,804
1,539,112
624,279
4,768,813
809,160
2,627,488
317
2,320,583
2,349,669
15,968
2,530,152
2,181,378
7,231,793
3,341,069
1,834,214
8,354,256
1,128,920
870,064
243,584
15,575,251
3,785,342
10,697,617
10,425,949
3,070,136
4,686,266
4,078,800
137,677
2,369,146
1,352,029
23,506,410
71,429
14,449,368
4,282,420
1,642,405
1,650,500
2,555,452
26,325,453
Market Value
242,362
1,162,338
1,194,293
423,487
7,553,999
1,929,933
1,473,238
43,439
562,301
2,252,072
11,447,268
18,834,327
563,188
1,608,867
442,822
4,520,538
508,305
3,028,138
24,782
1,267,723
2,823,371
14,750
1,919,870
2,783,097
1,961,418
3,199,265
1,311,674
7,274,140
678,404
238,757
198,810
14,004,955
4,318,406
8,424,878
10,671,023
2,090,967
2,603,801
2,319,593
150,247
1,541,565
968,026
35,699,262
82,892
16,348,754
6,758,810
1,646,986
876,827
2,509,417
23,353,022

Security Name
ITOCHU CORPORATION
ITOCHU ENEX CO LTD
ITOCHU SHOKUHIN CO LTD
ITOCHU TECHNO SOLUTIONS CORP
ITOHAM FOODS INC
ITOKI CORP
ITURAN LOCATION AND CONTROL
ITV PLC
IVANHOE MINES LTD
IVG IMMOBILIEN AG
IVRCL INFRASTRUCTURES + PROJ
IWAI COSMO HOLDINGS INC
IWASAKI ELECTRIC CO LTD
IWATANI INTERNATIONAL CORP
IYO BANK LTD/THE
IZUMI CO LTD
IZUMIYA CO LTD
J FRONT RETAILING CO LTD
J OIL MILLS INC
J+P AVAX SA
JAAKKO POYRY GROUP OYJ
JACCS CO LTD
JAFCO CO LTD
JAGUAR MINING INC
JAIN IRRIGATION SYSTEMS LTD
JAIPRAKASH ASSOCIATES LTD
JAIPRAKASH POWER VENTURES LT
JAMES HARDIE INDUSTRIES CDI
JANOME SEWING MACHINE CO LTD
JAPAN AIRPORT TERMINAL CO
JAPAN AVIATION ELECTRONICS
JAPAN CASH MACHINE CO LTD
JAPAN DIGITAL LABORATORY CO
JAPAN PETROLEUM EXPLORATION
JAPAN PULP + PAPER CO LTD
JAPAN PURE CHEMICAL CO LTD
JAPAN RADIO CO LTD
JAPAN SECURITIES FINANCE CO
JAPAN STEEL WORKS LTD
JAPAN TOBACCO INC
JAPAN TRANSCITY CORP
JAPAN VILENE CO LTD
JAPAN WOOL TEXTILE CO LTD
JARDINE CYCLE + CARRIAGE LTD
JARDINE LLOYD THOMPSON GROUP
JASA MARGA (PERSERO) TBK PT
JAYA HOLDINGS LTD
JB HI FI LTD
JBCC HOLDINGS INC
Shares
1,218,700
359,400
11,900
34,486
381,000
119,400
68,801
5,419,473
1,012,400
276,755
3,033
77,100
179,000
581,000
223,248
38,682
196,000
529,305
206,000
94,814
134,257
404,000
20,348
258,800
937
368,231
62,477
1,304,943
449,000
215,200
142,000
46,200
52,200
43,271
185,000
144
319,000
216,200
192,753
7,034
157,100
151,000
204,000
108,007
493,629
252,500
1,201,000
333,327
43,200
Book Value
7,978,561
2,030,100
421,327
2,789,429
1,585,729
400,352
658,612
10,708,478
8,312,406
2,870,154
10,571
757,060
416,147
1,654,084
6,911,375
2,214,853
1,140,880
7,349,868
807,844
499,837
2,442,261
892,098
2,217,091
2,904,874
12,072
1,006,554
93,729
11,990,772
343,184
2,852,080
935,299
403,218
645,827
5,408,537
585,037
445,513
840,504
1,776,274
9,606,748
24,660,459
446,403
747,455
1,494,448
4,535,400
3,531,904
55,336
621,871
3,952,785
305,962
Market Value
9,709,385
1,864,217
399,536
3,365,365
1,442,366
375,107
1,081,247
9,450,333
13,137,906
1,657,697
12,218
585,503
313,538
1,615,166
6,251,495
2,038,749
850,537
6,154,723
614,578
147,495
1,662,604
671,127
1,783,202
2,301,473
21,667
1,019,979
93,356
11,105,488
329,811
3,202,830
903,447
410,365
580,459
3,901,233
639,733
425,540
731,800
1,236,266
6,014,210
22,074,153
477,567
643,316
1,390,123
8,184,901
3,880,911
56,405
580,671
5,369,058
248,977

Security Name
JC DECAUX SA .
JD GROUP LTD
JEAN COUTU GROUP INC A
JENOPTIK AG
JEOL LTD
JEONBUK BANK
JERONIMO MARTINS
JERUSALEM ECONOMY LTD
JESS LINK PRODUCTS CO LTD
JET AIRWAYS INDIA LTD
JFE HOLDINGS INC
JFE SHOJI HOLDINGS INC
JGC CORP
JIANGLING MOTORS CORP LTD B
JIANGSU EXPRESS CO LTD H
JIANGXI COPPER CO LTD H
JIH SUN FINANCIAL HOLDINGS
JINDAL SAW LTD
JINDAL STEEL + POWER LTD
JJB SPORTS PLC
JKX OIL + GAS PLC
JM AB
JOHNSON ELECTRIC HLDGS
JOHNSON MATTHEY PLC
JOHNSTON PRESS PLC
JOLLIBEE FOODS CORPORATION
JOSHIN DENKI CO LTD
JOYO BANK LTD/THE
JS GROUP CORP
JSE LTD
JSL STAINLESS LTD
JSP CORP
JSR CORPORATION
JSR CORPORATION
JSW STEEL LTD
JTEKT CORP
JU TENG INTERNATIONAL HLDGS
JUKI CORP
JULIO SIMOES LOGISTICA SA
JULIUS BAER GROUP LTD
JUMBO SA
JUNGHEINRICH PRFD
JUROKU BANK LTD/THE
JURONG TECHNOLOGIES INDUSTRI
JUSUNG ENGINEERING CO LTD
JUVENTUS FOOTBALL CLUB SPA
JVC KENWOOD HOLDINGS INC
JX HOLDINGS INC
JYSKE BANK REG
Shares
63,272
469,504
432,200
131,551
183,000
172,078
337,816
48,691
5,000
4,498
543,012
705,000
155,430
98,700
3,044,000
644,000
1,123,000
23,097
1,277,810
2,018,116
394,870
192,654
1,843,892
254,424
5,363,891
298,900
133,000
389,231
248,969
25,822
17,072
38,100
122,845
216,600
49,536
257,991
9,740,000
296,000
1,137,300
260,030
286,397
62,963
169,017
465,000
75,147
249,537
2,538,100
1,770,919
196,678
Book Value
3,930,002
3,098,874
3,582,367
735,322
721,147
990,310
7,365,027
337,856
19,393
50,517
56,811,548
2,994,716
8,594,769
184,511
2,736,051
1,052,192
154,355
65,695
12,802,620
1,283,108
2,019,650
1,705,045
2,263,441
16,570,725
4,533,570
309,512
998,310
7,950,288
10,865,708
186,135
43,966
285,885
8,402,447
4,080,113
1,057,856
12,332,431
8,298,731
503,687
5,195,820
25,543,891
3,088,326
1,128,317
3,519,475
93,260
1,071,057
315,028
1,941,647
31,127,632
7,836,863
Market Value
4,346,352
2,480,486
3,343,231
636,652
639,021
958,989
7,381,406
261,801
15,794
51,440
43,516,585
2,796,418
7,786,747
177,193
2,791,029
1,212,387
141,199
100,230
17,186,950
392,509
1,441,466
2,605,607
2,255,776
14,438,197
1,183,674
454,589
1,349,689
6,060,006
13,108,859
221,308
37,493
363,390
8,159,687
3,686,288
1,132,678
7,978,308
6,003,737
585,377
5,173,847
18,567,256
1,754,039
1,451,848
2,355,632
8,327
1,300,658
245,443
975,199
25,713,289
5,750,261

Security Name
K GREEN TRUST 100
K S AG
K S HOLDINGS CORP
K WAH INTL HOLDINGS
K1 VENTURES LTD
KABA HOLDING AG REG B
KABU.COM SECURITIES CO LTD
KADOKAWA GROUP HOLDINGS INC
KAGA ELECTRONICS CO LTD
KAGARA LTD
KAGOME CO LTD
KAGOSHIMA BANK LTD/THE
KAI YUAN HOLDINGS LTD
KAJIMA CORP
KAKAKU.COM INC
KAKEN PHARMACEUTICAL CO LTD
KALBE FARMA TBK PT
KAMEI CORP
KAMIGUMI CO LTD
KANADEN CORP
KANAMOTO CO LTD
KANDENKO CO LTD
KANEKA CORP
KANEMATSU CORP
KANEMATSU ELECTRONICS LTD
KANGWON LAND INC
KANSAI ELECTRIC POWER CO INC
KANSAI PAINT CO LTD
KANSAI URBAN BANKING CORP
KANTO AUTO WORKS LTD
KANTO DENKA KOGYO CO LTD
KANTO NATURAL GAS DEVELOP
KAO CORPORATION
KAO CORPORATION
KAPPA CREATE CO LTD
KAPPAHL AB
KAPSCH TRAFFICCOM AG
KARDAN NV
KARNATAKA BANK LTD
KAROON GAS AUSTRALIA LTD
KAS BANK NV
KASIKORNBANK PCL FOR SHS
KASIKORNBANK PCL NVDR
KASUMI CO LTD
KATAKURA INDUSTRIES CO LTD
KATO SANGYO CO LTD
KATO WORKS CO LTD
KAUFMAN + BROAD SA
KAWASAKI HEAVY INDUSTRIES
Shares
424,066
156,071
140,200
3,036,000
3,381,000
11,670
55,238
62,882
108,100
1,582,573
62,876
107,668
21,720,000
781,180
441
235,000
9,497,500
58,000
225,349
54,021
76,000
157,870
218,297
2,197,000
35,000
311,459
577,136
138,466
231,843
163,500
132,000
94,000
341,581
264,600
53,250
92,354
14,954
136,486
45,547
411,904
36,443
5,767,500
556,000
99,214
53,800
99,000
138,000
34,220
1,350,358
Book Value
637,405
33,973,029
2,711,107
1,078,360
406,141
2,593,412
1,335,945
1,442,509
1,295,622
1,217,624
4,831,695
3,146,413
1,035,683
7,302,879
1,499,634
2,056,136
2,115,258
275,559
4,792,869
277,154
393,299
2,248,490
4,059,577
2,277,572
292,551
8,555,786
42,200,789
3,892,857
2,008,415
1,666,343
700,355
573,638
34,243,268
6,153,701
1,052,055
481,671
400,037
1,081,500
143,868
2,438,133
925,485
11,142,182
1,507,193
500,863
582,990
1,542,981
391,915
954,151
10,421,446
Market Value
646,133
23,438,633
2,885,119
947,392
339,044
3,122,173
1,020,812
1,343,766
1,093,338
648,310
4,470,355
2,725,772
739,141
5,109,611
1,833,970
2,339,643
2,200,193
263,487
4,644,269
272,883
357,283
1,956,061
3,377,709
1,762,764
319,584
9,166,411
45,913,808
4,671,905
1,441,800
1,213,917
838,332
480,145
31,532,183
6,258,422
1,084,979
569,647
535,777
545,012
173,872
2,070,093
533,213
16,916,101
1,557,796
506,777
535,021
1,546,141
271,353
689,310
8,830,881

Security Name
KAWASAKI KISEN KAISHA LTD
KAYABA INDUSTRY CO LTD
KAZAKHMYS PLC
KB FINANCIAL GROUP INC
KBC ANCORA
KBC GROEP NV
KCC CORP
KCOM GROUP PLC
KDDI CORPORATION
KDDI CORPORATION
KEANGNAM ENTERPRISES LTD
KEIHAN ELECTRIC RAILWAY CO
KEIHANSHIN REAL ESTATE CO
KEIHIN CORP
KEIKYU CORP
KEIO CORP
KEISEI ELECTRIC RAILWAY CO
KEIYO BANK LTD/THE
KEIYO CO LTD
KELLER GROUP PLC
KEMIRA OYJ
KENDA RUBBER INDUSTRIAL CO
KENEDIX INC
KENTUCKY FRIED CHICKEN JAPAN
KEPPEL CORP LTD
KEPPEL LAND LTD
KEPPEL TELECOM + TRANSPORT
KERRY GROUP PLC A
KERRY PROPERTIES LTD
KESA ELECTRICALS PLC
KESKO OYJ B SHS
KESORAM INDUSTRIES LTD
KEWPIE CORP
KEY COFFEE INC
KEYENCE CORP
KGHM POLSKA MIEDZ SA
KGI SECURITIES CO LTD
KHD HUMBOLDT WEDAG INTERNATI
KIA MOTORS CORPORATION
KIATNAKIN BANK PCL FOR
KIER GROUP PLC
KIKKOMAN CORP
KIM ENG HOLDINGS LTD
KIMBERLY CLARK MEXICO CL A
KINDEN CORP
KINDOM CONSTRUCTION CO LTD
KING SLIDE WORKS CO LTD
KING YUAN ELECTRONICS CO LTD
KINGBOARD CHEMICALS HOLDINGS
Shares
466,508
515,000
371,058
459,597
48,112
306,426
5,293
1,587,407
2,127
2,902
36,740
357,251
56,000
147,400
260,522
305,018
163,350
95,103
72,600
197,158
240,836
39,150
3,735
28,000
2,279,188
1,472,068
347,000
105,086
437,099
2,263,077
140,157
11,160
113,955
34,600
36,537
896,712
913,000
3,003
990,147
946,400
145,861
97,813
926,619
1,584,300
190,498
12,000
3,000
4,858,651
406,527
Book Value
11,063,675
1,460,879
10,957,840
58,358,832
1,376,170
36,054,139
4,412,617
853,329
50,786,967
14,539,976
441,402
6,492,397
244,495
2,105,551
7,240,320
6,895,780
3,733,311
2,128,087
362,566
2,066,911
1,643,782
34,740
1,972,809
479,425
25,512,760
4,302,253
681,897
9,312,466
7,365,387
5,045,102
9,769,794
99,195
3,215,337
540,759
22,773,874
28,383,506
434,380
17,937
30,067,485
795,648
2,371,534
4,565,060
1,112,178
5,855,144
4,788,099
10,492
18,357
1,877,413
6,278,179
Market Value
6,165,586
1,873,997
11,411,843
45,435,365
862,181
24,630,839
3,622,985
1,074,650
39,827,771
13,921,336
238,426
5,814,209
248,706
2,580,208
9,019,973
7,735,435
3,595,095
1,950,458
356,888
1,554,481
2,601,901
39,599
628,479
552,153
27,326,481
7,634,584
313,172
9,758,258
7,448,439
4,127,274
8,488,831
72,806
3,643,571
606,839
26,311,776
23,525,364
358,023
16,038
40,734,145
796,215
2,111,303
4,029,338
1,055,314
9,235,725
4,659,463
8,160
16,012
2,018,673
6,886,722

Security Name
KINGBOARD LAMINATES HOLDING
KINGFISHER PLC
KINGSGATE CONSOLIDATED LTD
KINGSOFT CORP LTD
KINGSPAN GROUP PLC
KINGWAY BREWERY HOLDINGS LTD
KINKI SHARYO CO LTD
KINNEVIK INVESTMENT AB B
KINPO ELECTRONICS INC
KINROSS GOLD CORP US
KINSUS INTERCONNECT TECH
KINTETSU CORP
KINTETSU WORLD EXPRESS INC
KIRIN HOLDINGS CO LTD
KIRKLAND LAKE GOLD INC
KISCO CORP
KISCO HOLDINGS CO LTD
KISOJI CO LTD
KISSEI PHARMACEUTICAL CO LTD
KITA NIPPON BANK LTD/THE
KITAGAWA IRON WORKS CO LTD
KITANO CONSTRUCTION CORP
KITZ CORPORATION
KIWOOM SECURITIES CO LTD
KIYO HOLDINGS INC
KIZOO AG
KLCC PROPERTY HOLDINGS BHD
KLOECKNER + CO
KLOVERN AB
KME GROUP
KME GROUP RTS
KNIGHT VINKE INST PARTNERS
KNM GROUP BHD
KOA CORPORATION
KOATSU GAS KOGYO CO LTD
KOBAYASHI PHARMACEUTICAL CO
KOBE STEEL LTD
KOC HOLDING AS
KOENIG + BAUER AG
KOHNAN SHOJI CO LTD
KOITO MANUFACTURING CO LTD
KOJIMA CO LTD
KOKUYO CO LTD
KOLON CORP
KOLON ENG + CONST
KOLON INDUSTRIES INC
KOMATSU LTD
KOMATSU SEIREN CO LTD
KOMERCNI BANKA AS
Shares
2,765,000
2,720,378
322,815
1,695,000
571,780
142,061
84,000
671,098
436,957
443,736
102,415
806,325
33,000
787,107
208,500
21,414
8,460
40,209
79,902
20,300
296,000
183,000
278,000
33,951
2,282,000
49,709
272,200
107,681
371,640
805,388
805,388
126,120,869
2,002,900
93,600
87,000
34,563
2,616,058
7,940,194
37,652
47,700
393,754
59,400
70,588
15,005
51,880
38,595
729,837
99,000
46,297
Book Value
1,495,257
22,448,122
1,726,728
1,065,679
4,007,557
30,859
488,543
7,767,410
127,986
32,048,001
262,763
11,119,868
750,225
30,052,695
1,694,089
886,227
576,311
799,540
3,695,956
571,304
439,598
423,628
1,089,596
1,371,015
3,125,149
491,911
239,500
2,588,835
978,496
443,733
170,582,885
1,038,415
725,763
458,784
2,791,610
18,164,017
18,681,864
658,850
531,363
6,516,027
291,780
2,332,988
368,924
318,633
1,566,438
54,366,979
374,269
8,093,111
Market Value
2,329,273
22,182,797
2,582,145
827,132
4,237,260
30,283
355,023
10,857,265
118,040
29,661,346
198,573
9,637,634
835,722
27,246,374
1,663,840
537,994
311,547
851,982
3,347,476
516,389
515,132
428,082
1,325,754
1,148,866
3,120,375
468,294
258,117
1,917,804
1,155,704
286,091
296
133,747,508
315,515
843,024
490,598
3,261,116
13,328,099
27,081,666
636,686
491,069
8,101,947
363,153
2,282,048
379,434
176,193
1,967,707
47,167,916
371,432
7,506,768

Security Name
KOMERI CO LTD
KOMIPHARM INTERNATIONAL CO
KOMORI CORP
KONAMI CORP
KONE OYJ B
KONECRANES OYJ
KONGSBERG GRUPPEN ASA
KONICA MINOLTA HOLDINGS INC
KONINKLIJKE AHOLD NV
KONINKLIJKE BAM GROEP NV
KONINKLIJKE DSM NV
KONINKLIJKE KPN NV
KONINKLIJKE PHILIPS ELECTRON
KONINKLIJKE WESSANEN NV
KONISHI CO LTD
KONTRON AG
KOOR INDUSTRIES LTD
KOREA DIGITAL COMMUNICATIONS
KOREA ELECTRIC POWER CORP
KOREA ELECTRIC TERMINAL CO
KOREA ELECTRONIC BANKING TEC
KOREA EXCHANGE BANK
KOREA EXPRESS CO LTD
KOREA GAS CORPORATION
KOREA INVESTMENT HOLDINGS CO
KOREA KUMHO PETROCHEMICAL CO
KOREA LINE CORP
KOREA PLANT SERVICE + ENG
KOREA ZINC CO LTD
KOREAN AIR LINES CO LTD
KOREAN REINSURANCE CO
KOSE CORP
KOTAK MAHINDRA BANK LTD
KOURAKUEN CORP
KOWLOON DEVELOPMENT CO LTD
KOZA ALTIN ISLETMELERI AS
KP CHEMICAL CORP
KREDYT BANK SA
KRONES AG
KRUNG THAI BANK PUB CO FOREI
KS ENERGY SERVICES LTD
KT CORP
KT+G CORP
KTB SECURITIES CO LTD
KUALA LUMPUR KEPONG BERHAD
KUBOTA CORP
KUDELSKI SA BR
KUEHNE + NAGEL INTL AG REG
KUKA AG
Shares
24,687
23,476
157,600
97,352
561,361
220,729
12,000
747,757
2,721,503
652,354
489,940
1,893,657
2,417,241
230,428
46,600
161,684
8,942
239,313
293,365
32,000
19,896
340,502
7,199
14,634
33,374
59,123
35,019
27,910
12,651
22,720
360,478
10,163
77,619
20,141
361,439
191,641
90,770
44,764
53,831
50,317,600
970,000
142,613
80,180
185,300
611,400
711,527
153,224
82,024
95,625
Book Value
2,492,084
1,384,620
2,125,051
7,653,047
28,295,211
6,155,671
186,744
18,766,166
59,010,044
4,737,230
34,980,893
69,400,753
127,003,641
1,306,406
387,389
2,041,386
709,884
1,219,181
22,140,286
638,308
160,026
8,797,279
1,728,095
2,635,783
4,058,370
1,434,929
1,611,635
690,114
6,670,550
3,518,955
3,407,256
911,937
809,585
225,844
2,607,947
1,826,435
577,836
168,404
2,662,070
12,438,253
935,510
12,722,899
4,483,977
820,826
1,908,936
15,418,864
2,414,626
16,695,320
1,692,153
Market Value
2,176,591
670,488
1,531,653
4,604,376
34,777,238
5,810,273
202,056
14,431,532
61,129,114
3,046,049
33,065,895
63,024,716
128,018,257
819,376
510,288
1,457,624
622,220
744,202
19,759,131
542,078
181,544
8,401,115
1,402,674
1,965,484
3,357,739
2,491,753
1,382,746
1,557,706
6,891,952
5,950,478
2,843,787
937,739
1,289,416
275,405
1,396,678
1,646,182
861,671
205,452
2,699,486
19,573,997
757,324
13,937,114
3,950,061
558,039
3,100,907
14,707,179
4,170,375
19,923,577
1,199,422

Security Name
KULIM MALAYSIA BHD
KUMAGAI GUMI LIMITED
KUMBA IRON ORE LTD
KUMHO ELECTRIC CO LTD
KUMHO INDUSTRIAL CO LTD
KUMHO TIRE CO INC
KUMIAI CHEMICAL INDUSTRY CO
KUNGSLEDEN AB
KUONI REISEN HLDG REG(CAT B)
KURABO INDUSTRIES LTD
KURARAY CO LTD
KUREHA CORP
KURIMOTO LTD
KURITA WATER INDUSTRIES LTD
KURODA ELECTRIC CO LTD
KWANG DONG PHARMACEUTICAL CO
KWG PROPERTY HOLDING LTD
KWS SAAT AG
KYERYONG CONST INDUST CO LTD
KYOBO SECURITIES CO LTD
KYOCERA CORP
KYODO PRINTING CO LTD
KYOEI STEEL LTD
KYOKUTO KAIHATSU KOGYO CO
KYOKUTO SECURITIES
KYOKUYO CO LTD
KYORIN HOLDINGS INC
KYORITSU MAINTENANCE CO LTD
KYOSAN ELECTRIC MFG CO LTD
KYOTO KIMONO YUZEN CO LTD
KYOWA EXEO CORP
KYOWA HAKKO KOGYO CO LTD
KYOWA HAKKO KOGYO CO LTD
KYUDENKO CORP
KYUSHU ELECTRIC POWER
KYUSHU ELECTRIC POWER
L OREAL
LA SEDA DE BARCELONA B
LABORATORIOS FARMACEUTICOS R
LADBROKES PLC
LAFARGE MALAYAN CEMENT BHD
LAFARGE SA
LAGARDERE S.C.A.
LAI FUNG HOLDINGS LTD
LAIRD PLC
LAKE SHORE GOLD CORP
LAMBRAKIS PRESS SA
LAMPRELL PLC
LAN AIRLINES SA
Shares
31,000
419,000
657,958
21,056
112,030
106,830
134,000
420,652
8,096
570,000
245,764
420,000
204,000
62,876
75,000
160,010
728,299
8,111
20,770
55,300
148,162
212,000
69,100
100,300
75,300
250,000
172,000
18,541
145,000
22,700
271,900
145,611
43,000
275,000
44,113
224,896
245,876
1,681,204
62,821
1,071,237
944,000
178,084
226,194
10,112,000
811,276
802,800
101,742
461,523
142,269
Book Value
58,581
347,275
19,964,160
1,076,424
522,007
559,535
516,773
2,359,250
2,983,936
1,142,045
10,889,039
2,293,024
231,470
7,252,786
989,423
445,340
2,022,628
1,329,922
395,720
577,311
42,059,658
651,002
1,739,055
501,550
425,638
503,190
2,410,528
314,986
587,116
184,380
2,655,455
5,337,822
411,518
1,793,735
1,057,989
19,363,317
77,887,225
1,385,690
567,046
10,743,579
1,167,679
49,299,237
30,160,627
311,845
2,472,889
3,062,313
341,087
1,375,225
1,109,667
Market Value
71,336
279,365
27,383,303
797,807
306,212
362,813
354,345
2,567,588
2,267,345
882,473
11,403,152
2,040,909
255,893
6,783,181
984,857
378,431
1,773,996
1,197,684
259,208
367,470
40,821,113
517,482
1,135,398
335,505
636,506
511,357
2,493,796
251,013
648,887
222,665
2,415,114
5,433,180
411,097
1,525,879
992,032
19,738,992
79,227,238
700,164
357,815
5,184,811
1,979,849
31,512,925
14,684,646
318,145
1,274,437
2,417,503
142,071
1,487,993
2,648,314

Security Name
LANCASHIRE HOLDINGS LTD
LANCO INFRATECH LTD
LAND + HOUSE CO LTD FOR
LAND + HOUSES PUB NVDR
LANDI RENZO SPA
LANXESS
LARGAN PRECISION CO LTD
LARSEN + TOUBRO LTD
LASSILA + TIKANOJA OYJ
LAURENT PERRIER GROUP
LAURENTIAN BANK OF CANADA
LAWSON INC
LEE + MAN PAPER MANUFACTURIN
LEE CHANG YUNG CHEM IND CORP
LEGAL + GENERAL GROUP PLC
LEGRAND SA
LEIGHTON HOLDINGS LTD
LEMMINKAINEN OYJ
LEND LEASE GROUP
LENOVO GROUP LTD
LEONI AG
LEOPALACE21 CORP
LEROY SEAFOOD GROUP ASA
LEWIS GROUP LTD
LG CHEM LTD
LG CHEM LTD PREFERRED
LG CORP
LG DISPLAY CO LTD
LG ELECTRONICS INC
LG FASHION CORP
LG HAUSYS LTD
LG HOUSEHOLD + HEALTH CARE
LG INNOTEK CO LTD
LG INTERNATIONAL CORP
LG LIFE SCIENCES LTD
LG UPLUS CORP
LI + FUNG LTD
LI + FUNG LTD
LI NING CO LTD
LIANHUA SUPERMARKET HLDGS H
LIBERTY HOLDINGS LTD
LIC HOUSING FINANCE LTD
LIECHTENSTEIN LANDESBANK BR
LIEN HWA INDUSTRIAL
LIFE CORP
LIFE HEALTHCARE GROUP HOLDIN
LIFESTYLE INTL HLDGS LTD
LIG INSURANCE CO LTD
LIGHT SA
Shares
541,801
128,819
4,059,600
4,087,500
171,699
601,368
59,703
302,754
89,499
9,133
73,793
171,308
1,150,643
77,736
11,978,002
119,220
135,977
20,949
330,213
4,611,985
106,397
373,848
57,930
609,928
47,042
45,700
363,875
604,908
127,429
89,970
4,246
7,394
79,156
147,190
51,079
158,424
965,000
1,790,640
496,825
72,000
69,122
43,667
37,965
30,665
49,400
1,078,700
417,614
172,000
163,876
Book Value
4,298,360
138,014
771,539
448,627
783,593
28,921,357
898,334
7,227,726
1,796,632
844,277
2,509,767
12,555,574
1,711,188
78,949
36,273,052
9,882,738
10,513,579
633,655
10,300,675
10,358,309
2,583,174
6,688,491
949,779
3,785,015
26,149,186
2,457,900
32,532,948
31,973,100
33,335,585
1,800,202
1,786,571
5,394,486
7,343,556
3,722,338
2,790,868
4,487,792
2,986,428
21,841,683
5,172,038
126,102
498,156
886,401
2,331,575
16,342
837,905
1,977,819
2,518,145
3,346,181
2,031,409
Market Value
4,039,159
185,275
701,876
668,841
630,942
32,146,577
958,771
11,793,684
1,447,081
766,310
2,925,610
13,145,517
3,344,840
93,143
26,731,796
10,770,131
10,184,335
610,718
7,979,213
9,800,775
2,255,938
2,065,074
1,077,867
4,685,572
35,024,659
4,338,258
28,220,600
36,849,883
25,144,966
2,105,741
1,254,322
8,217,930
10,526,365
3,722,014
2,012,704
3,875,926
4,368,254
31,635,445
6,424,360
265,360
662,745
938,824
2,394,046
15,079
749,737
1,906,701
3,181,451
3,441,506
1,911,053

Security Name
LIHIR GOLD LTD
LINAMAR CORP
LINC ENERGY LTD
LINDAB INTERNATIONAL AB
LINDE AG
LINDT + SPRUENGLI AG PC
LINDT + SPRUENGLI AG REG
LINTEC CORP
LION CORPORATION
LION CORPORATION
LIPPO KARAWACI TBK PT
LISI
LITE ON IT CORP
LITE ON SEMICONDUCTOR CORP
LITE ON TECHNOLOGY CORP
LLOYDS BANKING GROUP PLC
LLX LOGISTICA SA ORD
LOBLAW COMPANIES LTD
LOCALIZA RENT A CAR
LOGICA PLC
LOGITECH INTERNATIONAL REG
LOJAS AMERICANAS SA PREF
LOJAS RENNER S.A.
LONDON STOCK EXCHANGE GROUP
LONKING HOLDINGS LTD
LONMIN PLC
LONZA GROUP AG REG
LOOMIS AB B
LOTTE CHILSUNG BEVERAGE CO
LOTTE CONFECTIONERY CO LTD
LOTTE MIDOPA CO LTD
LOTTE SHOPPING CO
LOTTOMATICA SPA
LOW KENG HUAT SINGAPORE LTD
LPN DEVELOPMENT PCL FOREIGN
LPP SA
LPS BRASIL CONS DE IMOVEIS
LS CORP
LS INDUSTRIAL SYSTEMS
LUNDBERGS AB B SHS
LUNDIN MINING CORP
LUNDIN PETROLEUM AB
LUPATECH SA
LUPIN LTD
LUTHAI TEXTILE CO LTD B
LUXOTTICA GROUP SPA
LVMH MOET HENNESSY LOUIS VUI
LYNAS CORP LTD
M DIAS BRANCO SA
Shares
2,195,573
200,900
1,082,975
242,545
190,846
545
88
248,486
121,465
95,000
420,000
16,477
352,729
111,000
6,924,862
35,698,146
55,000
123,317
403,200
2,216,350
583,925
246,660
288,550
701,888
2,029,000
379,554
38,444
214,094
1,278
673
12,309
16,363
94,334
621,000
22,763,300
224
300
20,325
27,691
54,099
1,506,400
734,753
1,000
67,447
80,500
155,909
387,011
5,131,864
7,999
Book Value
18,835,847
2,040,507
1,333,368
2,778,896
42,711,660
6,119,888
10,416,273
6,069,466
2,292,363
483,217
28,033
956,361
263,458
80,175
7,768,816
151,233,681
241,939
10,001,339
2,971,526
9,899,009
9,812,333
1,130,677
2,377,329
8,631,741
844,823
26,469,048
14,712,997
2,147,386
3,308,681
2,531,346
580,533
8,131,245
4,723,624
188,187
4,096,166
99,332
3,882
6,568,988
2,040,524
2,203,073
5,684,882
4,876,038
13,641
2,167,823
73,167
9,889,596
102,645,753
2,361,181
182,544
Market Value
23,823,092
3,403,002
933,030
2,563,522
44,804,830
4,637,579
8,483,421
6,110,789
2,453,628
491,694
23,166
855,746
385,316
62,355
7,650,829
86,907,687
224,577
11,816,832
4,686,291
8,395,025
7,992,519
1,789,910
7,844,078
5,917,279
1,367,927
15,848,494
8,769,213
2,063,358
1,936,088
2,740,082
418,709
9,312,320
2,422,447
186,820
6,008,837
114,217
3,825
5,738,535
1,767,561
2,422,706
4,266,940
3,269,660
11,650
2,860,816
63,266
10,112,485
116,768,273
2,362,373
173,071

Security Name
M REAL OYJ B SHARES
M1 LTD
M3 INC
M6 METROPOLE TELEVISION
MAANSHAN IRON + STEEL H
MABUCHI MOTOR CO LTD
MACARTHUR COAL LTD
MACDONALD DETTWILER + ASSOC
MACINTOSH RETAIL GROUP NV
MACMAHON HOLDINGS LTD
MACNICA INC
MACQUARIE ATLAS ROADS GROUP
MACQUARIE GROUP LTD
MACQUARIE KOREA INFRA FUND
MACROMILL INC
MACRONIX INTERNATIONAL
MADECO SA
MAEDA CORP
MAEDA ROAD CONSTRUCTION CO
MAEIL DAIRY INDUSTRY
MAEZAWA KASEI INDUSTRIES CO
MAEZAWA KYUSO INDUSTRIES CO
MAGNA INTERNATIONAL INC CL A
MAGNA INTERNATIONAL INC CL A
MAGNESITA REFRATARIOS SA
MAGYAR TELEKOM TELECOMMUNICA
MAHANAGAR TELEPHONE NIGAM
MAHINDRA + MAHINDRA LTD
MAINFREIGHT LTD
MAIRE TECNIMONT SPA
MAISONS FRANCE CONFORT
MAJOR DRILLING GROUP INTL
MAKHTESHIM AGAN INDUSTRIES
MAKINO MILLING MACHINE CO
MAKITA CORP
MALAYAN BANKING BHD
MALAYSIA AIRPORTS HLDGS BHD
MALAYSIAN BULK CARRIERS BHD
MALAYSIAN RESOURCES CORP BHD
MAN GROUP PLC
MAN SE
MANDOM CORP
MANGALORE REFINERY + PETRO
MANILA ELECTRIC COMPANY
MANILA WATER COMPANY
MANITOBA TELECOM SVCS INC
MANITOU BF SA
MANTRA RESOURCES LTD
MANULIFE FINANCIAL CORP
Shares
859,343
224,984
240
300,290
2,863,000
21,928
587,813
124,700
53,934
2,275,110
27,900
285,519
325,942
766,070
196
11,600,739
3,589,041
424,000
218,000
31,163
36,300
36,600
70,180
249
43,381
1,206,789
333,820
1,144,183
151,259
406,043
10,829
73,700
140,954
277,000
215,357
6,035,869
152,000
357,900
45,200
3,324,222
182,462
55,700
393,551
187,640
104,700
107,000
46,463
239,683
1,365,397
Book Value
1,299,919
1,141,252
800,156
5,994,949
1,543,625
4,344,349
4,747,785
3,270,462
916,363
1,394,851
393,285
853,836
45,350,419
3,184,621
216,283
5,846,542
239,488
1,535,181
1,946,117
400,044
353,087
588,560
16,689,925
17,065
342,452
4,448,669
655,278
8,049,206
546,040
1,245,612
334,177
1,863,292
2,913,173
1,121,330
12,530,549
11,212,457
117,523
404,592
22,710
40,973,128
43,045,966
1,329,460
584,824
502,003
32,967
3,524,758
830,862
1,345,200
122,581,279
Market Value
3,052,567
1,345,968
968,245
6,144,522
1,264,740
3,945,903
6,017,536
5,137,502
1,060,324
1,047,311
535,047
894,172
29,367,454
2,858,739
293,479
7,708,192
192,241
1,116,420
1,786,078
354,483
346,632
442,972
18,076,303
16,433
250,298
3,334,139
475,089
15,544,827
639,682
1,308,063
384,669
1,504,308
1,842,491
1,784,269
11,270,040
14,094,570
234,749
313,957
21,780
21,581,258
36,726,767
1,522,639
639,324
752,908
37,268
2,709,613
697,179
836,111
66,677,010

Security Name
MANZ AUTOMATION AG
MAOYE INTERNATIONAL HLDGS
MAP GROUP
MAPELEY
MAPFRE
MAPFRE SA
MAPLE LEAF FOODS INC
MARCOPOLO SA PREF
MARFIN INVESTMENT GROUP SA
MARFRIG ALIMENTOS SA
MARIELLA BURANI SPA
MARINE HARVEST
MARKS + SPENCER GROUP PLC
MAROC TELECOM
MARR SPA
MARS ENGINEERING CORP
MARSHALLS PLC
MARSTON S PLC
MARTIFER SGPS SA
MARTINREA INTERNATIONAL INC
MARUBENI CORPORATION
MARUBENI CORPORATION
MARUDAI FOOD CO LTD
MARUETSU INC/THE
MARUHA NICHIRO HOLDINGS INC
MARUI CO LTD
MARUI CO LTD
MARUICHI STEEL TUBE LTD
MARUSAN SECURITIES CO LTD
MARUTI SUZUKI INDIA LTD
MARUZEN SHOWA UNYU CO LTD
MASISA SA
MASPRO DENKOH CORP
MASSMART HOLDINGS LTD
MASTERLINK SECURITIES CORP
MATSUDA SANGYO CO LTD
MATSUI SECURITIES CO LTD
MATSUMOTOKIYOSHI HOLDINGS CO
MATSUYA CO LTD
MATSUYA FOODS CO LTD
MAUREL ET PROM
MAX CO LTD
MAXIS BHD
MAYR MELNHOF KARTON AG
MAZDA MOTOR CORPORATION
MAZDA MOTOR CORPORATION
MCB BANK LTD
MCBRIDE PLC
MDS INC
Shares
10,297
2,983,000
2,068,343
30,416
17,864
1,002,430
353,200
16,600
600,391
636,226
28,240
8,262,282
2,746,900
83,326
100,837
34,861
614,886
2,207,740
91,573
260,200
832,025
436,487
305,000
119,000
1,174,000
230,900
150,169
38,361
177,000
65,357
121,606
980,510
32,000
1,434,183
286,000
26,500
79,679
71,245
70,500
23,800
370,186
117,000
657,200
27,118
813,054
1,524,058
541,407
554,646
206,400
Book Value
912,271
965,579
7,970,852
440,627
171,649
10,311,846
3,022,509
77,533
8,773,340
6,004,095
313,259
5,557,618
39,633,264
1,497,103
823,130
859,208
1,096,833
3,597,395
469,171
1,594,391
21,418,859
2,101,609
813,318
705,884
1,852,655
1,666,375
4,268,593
3,986,629
1,121,932
1,287,240
340,167
143,907
276,552
15,952,059
116,823
470,565
2,469,711
3,298,987
1,048,817
307,540
6,403,125
1,285,481
1,044,800
2,203,686
8,913,538
4,004,550
1,152,099
1,214,731
1,117,986
Market Value
574,387
1,080,249
7,821,695
91,011
191,814
7,180,502
2,981,418
87,305
2,029,085
5,958,111
87,256
5,520,342
28,093,112
1,362,551
759,619
590,931
742,844
3,071,788
201,902
1,853,587
16,917,191
2,273,935
903,040
441,089
1,804,317
1,573,429
3,993,809
2,883,065
1,024,116
2,004,122
388,908
129,697
283,874
22,076,443
99,690
433,032
1,922,311
3,359,614
605,492
339,424
4,166,215
1,319,539
1,071,820
2,416,526
7,530,599
3,616,817
1,228,730
1,078,747
1,744,198

Security Name
MEC CO LTD
MEDA AB A SHS
MEDI CLINIC CORP LTD
MEDIA PRIMA BHD
MEDIASET SPA
MEDIATEK INC
MEDINET NASR HOUSING
MEDIOBANCA SPA
MEDIOBANCA SPA WTS
MEDIOLANUM SPA
MEDION AG
MEDIPAL HOLDINGS CORP
MEDIQ NV
MEDUSA MINING LTD
MEETIC
MEGA FINANCIAL HOLDING CO LT
MEGACABLE HOLDINGS CPO
MEGACHIPS CORP
MEGANE TOP CO LTD
MEGASTUDY CO LTD
MEGAWORLD CORP
MEGGITT PLC
MEGMILK SNOW BRAND CO LTD
MEIDENSHA CORP
MEIJI HOLDINGS CO LTD
MEISEI INDUSTRIAL CO LTD
MEITEC CORP
MEIWA ESTATE CO LTD
MEKONOMEN AB
MELCO HOLDINGS INC
MELCO INTERNATIONAL DEVELOP.
MELCOR DEVELOPMENTS LTD
MELEXIS NV
MELLANOX TECHNOLOGIES LTD
MELROSE PLC
MELROSE RESOURCES PLC
MENORAH MIVTACHIM HOLDINGS L
MERAFE RESOURCES LTD
MERCATOR MINERALS LTD
MERCIALYS
MERCIAN CORP
MERCK KGAA
MERIDA INDUSTRY CO LTD
MERITZ FIRE + MARINE INSURAN
MERITZ SECURITIES CO LTD
MERLIN INTL PROPS
MERMAID MARINE AUSTRALIA LTD
MERRY ELECTRONICS CO LTD
MERSEN (EX LE CARBONE LORRAI
Shares
18,800
698,542
142,598
27,500
1,330,477
2,808,059
35,523
599,939
76,200
290,075
112,191
264,345
207,400
421,890
35,199
7,991,000
2,072,023
56,200
70,100
14,632
3,420,000
2,296,486
163,600
526,000
35,873
82,000
109,200
31,700
47,859
27,400
580,964
37,200
99,940
102,456
1,533,359
175,008
16,011
239,710
582,700
138,964
204,000
86,626
49,000
286,130
711,770
3
422,202
52,000
62,581
Book Value
130,424
5,775,789
427,504
12,421
24,000,046
33,483,054
185,101
21,599,606
3,389,167
1,415,612
9,256,169
3,100,730
1,561,852
864,838
4,509,794
5,389,954
1,089,640
1,214,320
3,068,133
79,570
7,157,624
2,704,879
2,505,109
6,223,549
214,246
2,242,120
173,297
696,905
427,431
1,314,801
335,524
968,172
2,529,383
3,090,750
957,106
760,505
59,259
1,542,853
4,746,355
413,979
23,697,451
76,522
1,997,715
804,564
72,035
1,106,758
99,612
2,107,579
Market Value
103,040
5,103,073
489,600
17,923
16,608,239
39,545,203
187,094
13,386,557
3,089
2,703,198
1,344,819
7,145,397
3,817,016
1,389,763
894,642
4,302,454
5,210,452
847,223
466,594
1,944,603
104,765
10,791,754
2,967,318
1,824,862
5,759,158
200,158
1,986,801
179,475
1,063,943
873,183
902,646
458,589
1,022,178
2,243,658
4,826,695
733,122
737,332
39,088
822,519
3,966,057
343,496
15,078,685
68,777
1,824,072
582,480
0
905,797
70,884
2,167,434

Security Name
METALFRIO SOLUTIONS SA
METALL ZUG AG REG
METALLURGICAL CORP OF CHIN H
METALURGICA GERDAU SA PREF
METCASH LTD
METHANEX CORP
METKA SA
METOREX LTD
METRO AG
METRO INC A
METROPOLITAN BANK + TRUST
METROPOLITAN HOLDINGS LTD
METSO OYJ
MEXICHEM SAB DE CV
MEYER BURGER TECHNOLOGY AG
MICHAEL PAGE INTERNATIONAL
MICHELIN (CGDE) B
MICHINOKU BANK LTD/THE
MICRO FOCUS INTERNATIONAL
MICRO STAR INTERNATIONAL CO
MIDAS HOLDINGS LTD
MIDLAND HOLDINGS LTD
MIE BANK LTD/THE
MIGDAL INSURANCE + FINANCIAL
MIKUNI COCA COLA BOTTLING CO
MILANO ASSICURAZIONI
MILBON CO LTD
MILLENNIUM + COPTHORNE HOTEL
MIMASU SEMICONDUCTOR INDUST
MINARA RESOURCES LTD
MINATO BANK LTD/THE
MINCOR RESOURCES NL
MINEBEA CO LTD
MINEFINDERS CORP
MINERAL DEPOSITS LTD
MINERAL RESOURCES LTD
MINGYUAN MEDICARE DEVELOPME
MINISTOP CO LTD
MINMETALS RESOURCES LTD
MINOR INTERNATIONAL PCL CW13
MINOR INTERNATIONAL PCL FOR
MINTH GROUP LTD
MIQUEL Y COSTAS
MIRABELA NICKEL LTD
MIRACA HOLDINGS INC
MIRAE ASSET SECURITIES CO LT
MISAWA HOMES CO LTD
MISUMI GROUP INC
MISYS PLC
Shares
169,200
588
1,834,000
348,900
1,218,289
283,600
79,451
180,070
280,415
417,975
6,631,470
1,312,506
165,772
2,064,932
137,424
980,964
477,300
348,000
630,264
747,137
2,233,000
1,674,000
210,000
129,790
125,900
1,012,630
28,700
568,068
32,300
3,370,484
507,000
623,574
543,322
203,900
1,368,363
171,948
5,280,000
45,200
389,762
13,360
106,900
4,712,200
28,651
842,947
113,853
10,581
237,600
23,973
1,685,269
Book Value
2,086,547
1,213,240
1,009,822
7,881,526
9,329,809
4,882,299
1,179,167
108,282
33,549,911
13,565,553
6,646,551
1,747,246
13,222,424
3,676,126
2,908,328
4,084,791
49,810,079
799,299
3,652,561
493,877
1,277,509
963,389
830,612
491,237
1,092,328
3,664,199
631,048
2,584,612
432,550
2,033,763
739,045
943,934
6,655,350
2,058,369
716,338
1,147,620
663,709
792,680
137,163
23,563
5,365,599
545,623
2,061,240
6,067,601
2,603,700
877,952
1,562,741
4,490,644
Market Value
891,761
1,499,513
793,690
5,654,019
9,395,519
5,591,135
798,020
77,517
29,673,087
16,445,240
9,012,676
2,749,726
14,350,834
5,368,913
3,421,741
5,471,284
48,103,527
762,934
3,984,853
396,455
1,463,502
1,386,553
602,780
796,083
1,007,314
1,724,115
687,905
3,459,036
381,804
1,878,941
698,994
955,964
7,132,765
1,820,930
1,086,441
1,176,411
596,675
628,274
138,644
990
33,334
5,627,664
539,053
1,452,471
5,951,417
1,824,853
1,103,555
1,746,703
5,899,910

Security Name
MITAC INTERNATIONAL
MITCHELLS + BUTLERS PLC
MITIE GROUP PLC
MITO SECURITIES CO LTD
MITSUBA CORP
MITSUBISHI CHEMICAL HOLDINGS
MITSUBISHI CORP
MITSUBISHI ELECTRIC CORP
MITSUBISHI ESTATE CO LTD
MITSUBISHI GAS CHEMICAL CO
MITSUBISHI HEAVY INDS LTD
MITSUBISHI HEAVY INDS LTD
MITSUBISHI KAKOKI KAISHA LTD
MITSUBISHI LOGISTICS CORP
MITSUBISHI MATERIALS CORP
MITSUBISHI MOTORS CORP
MITSUBISHI PAPER MILLS LTD
MITSUBISHI PENCIL CO LTD
MITSUBISHI STEEL MFG CO LTD
MITSUBISHI TANABE PHARMA
MITSUBISHI UFJ FINANCIAL GRO
MITSUBISHI UFJ LEASE + FINAN
MITSUBOSHI BELTING CO LTD
MITSUI + CO LTD
MITSUI CHEMICALS INC
MITSUI ENGINEER + SHIPBUILD
MITSUI FUDOSAN CO LTD
MITSUI HIGH TEC INC
MITSUI HOME CO LTD
MITSUI KNOWLEDGE INDUSTRY CO
MITSUI MINING + SMELTING CO
MITSUI O.S.K. LINES LTD
MITSUI O.S.K. LINES LTD
MITSUI SOKO CO LTD
MITSUI SUGAR CO LTD
MITSUMI ELECTRIC CO LTD
MITSUUROKO CO LTD
MIURA CO LTD
MIYAZAKI BANK LTD/THE
MIZRAHI TEFAHOT BANK LTD
MIZUHO FINANCIAL GROUP INC
MIZUHO INVESTORS SECS CO LTD
MIZUHO SECURITIES CO LTD
MIZUHO TRUST + BANKING CO
MIZUNO CORP
MLP AG
MMC CORP BHD
MMX MINERACAO E METALICOS SA
MOBIMO HOLDING AG REG
Shares
969,888
1,541,665
1,088,012
177,000
105,000
873,054
1,363,763
1,983,288
929,211
420,699
520,000
2,132,985
186,000
83,276
1,180,660
2,930,728
789,000
50,900
357,000
183,190
13,859,892
50,243
181,000
3,057,203
897,574
437,324
1,006,550
65,300
82,000
1,848
399,628
442,053
571,616
319,400
326,000
184,666
62,900
96,400
542,000
81,419
11,214,062
173,698
307,975
827,836
306,000
249,288
717,400
37,000
14,534
Book Value
505,073
7,009,727
4,003,342
552,202
466,561
18,228,516
84,775,095
39,911,893
57,982,197
7,562,218
2,256,242
37,551,912
514,275
3,645,284
11,033,286
17,540,296
1,386,628
657,671
1,053,690
6,064,573
346,343,958
4,707,582
821,235
84,754,105
10,802,003
4,014,512
51,128,270
599,028
456,742
400,893
4,347,153
2,881,110
24,430,142
1,355,632
1,154,512
7,299,929
361,526
2,151,355
1,929,945
1,786,012
136,324,596
1,114,304
4,227,696
4,709,896
1,474,928
3,500,211
428,212
253,574
2,079,881
Market Value
368,256
6,319,764
3,455,763
380,043
545,824
13,601,810
77,890,542
39,071,979
40,068,405
5,517,116
1,815,798
29,069,477
386,756
3,669,260
7,772,715
13,334,986
918,375
699,451
710,046
7,519,693
182,307,551
4,802,037
795,672
66,198,623
6,511,211
3,491,188
37,109,920
449,403
394,756
312,212
4,177,298
2,967,335
14,975,521
1,165,852
1,123,630
5,952,813
410,140
2,209,280
1,543,496
2,325,035
54,077,013
651,185
2,716,666
2,811,423
1,365,917
2,231,825
529,602
215,945
2,533,864

Security Name
MOBINIL EGYPTIAN MOBILE SERV
MOBISTAR SA
MOCHIDA PHARMACEUTICAL CO
MODEC INC
MODERN TIMES GROUP B SHS
MOL HUNGARIAN OIL AND GAS NY
MONADELPHOUS GROUP LTD
MONDI LTD
MONDI PLC
MONEX GROUP INC
MONEYSUPERMARKET.COM
MONGOLIA ENERGY CO LTD
MONNET ISPAT + ENERGY LTD
MORGAN CRUCIBLE COMPANY PLC
MORGAN SINDALL GROUP PLC
MORI SEIKI CO LTD
MORINAGA + CO LTD
MORINAGA MILK INDUSTRY CO
MORITA HOLDINGS CORP
MORPHOSYS AG
MORY INDUSTRIES INC
MOS FOOD SERVICES INC
MOSEL VITELIC INC
MOSHI MOSHI HOTLINE INC
MOTA ENGIL SGPS SA
MOTECH INDUSTRIES INC
MOTHERCARE PLC
MOTOR OIL (HELLAS) SA
MOUCHEL GROUP PLC
MOUNT GIBSON IRON LTD
MPHASIS LTD
MPX ENERGIA SA
MR MAX CORP
MR PRICE GROUP LTD
MRV ENGENHARIA
MS+AD INSURANCE GROUP HOLDIN
MTN GROUP LTD
MTR CORP
MTU AERO ENGINES HOLDING AG
MUENCHENER RUECKVER AG REG
MULLEN GROUP LTD
MULTI PURPOSE HOLDINGS BHD
MULTIPLAN EMPREENDIMENTOS
MULTIPLUS SA
MUNDRA PORT AND SEZ LTD
MUNTERS AB
MURATA MANUFACTURING CO LTD
MURCHISON METALS LTD
MURRAY + ROBERTS HOLDINGS
Shares
173,358
21,491
271,146
69,700
215,334
274,496
265,715
561,501
1,677,313
721
779,905
2,869,587
21,274
832,557
159,584
55,830
625,000
709,000
108,000
69,101
101,000
98,500
146,680
53,550
314,342
219,598
268,402
171,214
344,357
3,311,358
22,202
1,500
60,500
706,344
1,194,600
840,364
1,811,291
1,450,137
145,982
487,447
248,400
29,260
9,700
459,600
25,172
173,071
179,358
1,339,598
2,283,750
Book Value
5,996,408
3,734,559
4,509,292
1,430,985
7,919,805
19,276,529
2,780,069
4,685,051
8,296,608
1,016,588
651,047
4,431,535
216,081
1,956,550
1,628,102
2,865,532
1,258,332
2,521,628
430,002
1,726,168
263,582
1,492,847
84,438
1,226,407
1,522,284
826,229
2,022,692
2,154,795
1,521,835
3,388,513
236,113
10,809
270,708
2,826,073
8,747,027
58,110,888
19,348,547
13,660,740
5,275,397
128,902,260
3,742,832
10,663
164,149
3,899,459
343,288
1,094,784
31,722,455
2,291,532
15,414,747
Market Value
5,053,739
2,907,737
4,210,932
969,609
11,903,969
22,881,217
2,859,318
3,310,056
9,638,706
1,169,688
840,690
3,969,493
184,593
2,300,600
1,227,193
2,225,997
1,426,715
2,764,211
585,829
1,228,999
367,522
1,651,870
64,138
1,178,233
823,980
673,184
2,288,869
1,509,985
701,949
4,335,256
270,086
16,394
266,640
4,123,365
8,423,504
43,681,654
23,864,488
15,817,180
8,178,030
107,582,906
3,359,063
18,437
177,641
4,921,098
399,977
1,060,844
28,643,075
2,274,298
11,559,068

Security Name
MUSASHI SEIMITSU INDUSTRY CO
MUSASHINO BANK LTD/THE
MVELAPHANDA RESOURCES LTD
MVV ENERGIE AG
MYER HOLDINGS LTD
MYTILINEOS HOLDINGS S.A.
NABTESCO CORP
NACHI FUJIKOSHI CORP
NAGAILEBEN CO LTD
NAGANO BANK LTD/THE
NAGARJUNA CONSTRUCTION CO
NAGASE + CO LTD
NAGATANIEN CO LTD
NAGOYA RAILROAD CO LTD
NAKAMURAYA CO LTD
NAKAYAMA STEEL WORKS LTD
NAMCO BANDAI HOLDINGS INC
NAMHAE CHEMICAL CORP
NAMPAK LTD
NAMURA SHIPBUILDING CO LTD
NAMYANG DAIRY PRODUCTS CO
NAN HAI CORP LTD
NAN KANG RUBBER TIRE CO LTD
NAN YA PLASTICS CORP
NAN YA PRINTED CIRCUIT BOARD
NANTO BANK LTD/THE
NANYA TECHNOLOGY CORP
NASPERS LTD N SHS
NATIONAL ALUMINIUM CO LTD
NATIONAL AUSTRALIA BANK LTD
NATIONAL BANK OF CANADA
NATIONAL BANK OF GREECE
NATIONAL BANK OF PAKISTAN
NATIONAL EXPRESS GROUP PLC
NATIONAL GRID PLC
NATIONAL PETROLEUM CO LTD
NATIXIS
NATRACEUTICAL SA
NATURA COSMETICOS SA
NAVA BHARAT VENTURES LTD
NAVITAS LTD
NCC AB B SHS
NCSOFT CORPORATION
NEC CORP
NEC FIELDING LTD
NEC LEASING LTD
NEC MOBILING LTD
NEC NETWORKS + SYSTEM INTEGR
NEDBANK GROUP LTD
Shares
113,500
16,581
45,999
40,511
577,350
271,860
32,029
570,000
44,100
284,000
9,470
108,609
60,000
421,556
138,000
307,000
201,545
76,120
300,169
111,200
1,648
85,150,000
16,000
3,959,030
314,675
163,596
702,445
721,421
36,115
2,072,494
192,321
1,385,047
795,745
2,034,995
3,282,104
63,000
1,173,677
401,350
735,578
2,287
196,800
283,787
53,244
2,200,129
50,300
26,500
22,485
61,400
1,139,997
Book Value
1,986,262
2,612,423
225,479
1,804,243
1,878,043
2,489,636
1,141,693
1,513,997
790,358
684,208
24,554
2,777,689
519,150
5,199,412
636,192
784,858
6,704,821
1,029,482
592,657
678,570
744,247
798,219
16,472
4,957,551
1,167,892
3,572,336
567,085
15,803,127
285,344
140,923,793
24,211,864
67,728,503
643,267
7,528,414
101,076,576
73,237
14,217,769
317,473
9,926,584
21,757
333,645
3,352,820
7,977,590
26,551,483
627,388
377,560
404,484
756,188
14,677,795
Market Value
2,424,172
1,870,733
270,685
1,538,280
1,541,002
1,282,055
1,948,067
1,610,351
1,070,979
545,598
38,455
2,461,258
583,117
4,741,180
673,703
513,459
4,809,028
872,104
751,813
634,603
674,324
656,081
20,167
6,370,131
1,287,825
3,304,683
552,005
24,458,937
332,613
117,261,389
25,062,426
27,269,075
596,774
6,701,063
70,770,675
70,683
12,289,008
180,914
16,323,506
20,780
774,619
4,266,651
13,828,731
18,382,775
615,605
315,041
600,938
768,107
17,845,449

Security Name
NEOPOST SA
NEOSEMITECH CORP
NEOWIZ GAMES CORP
NEPTUNE ORIENT LINES LTD
NESTE OIL OYJ
NESTLE INDIA LTD
NESTLE SA REG
NET ONE SYSTEMS CO LTD
NET SERVICOS DE COMUNI PREF
NETCARE LTD
NETUREN CO LTD
NEW GOLD INC
NEW HOPE CORP LTD
NEW TIMES ENERGY
NEW TIMES ENERGY CORP LTD
NEW WORLD CHINA LAND LTD
NEW WORLD DEPT STORE CHINA
NEW WORLD DEVELOPMENT
NEW ZEALAND OIL + GAS LTD
NEWCREST MINING LTD
NEXANS SA
NEXEN INC
NEXITY
NEXT PLC
NEXUS ENERGY LTD
NEYVELI LIGNITE CORPORATION
NGK INSULATORS LTD
NGK SPARK PLUG CO LTD
NH HOTELES SA
NH INVESTMENT + SECURITIES
NHK SPRING CO LTD
NHN CORP
NIBE INDUSTRIER AB B SHS
NICE HOLDINGS INC
NICE SPA
NICE SYSTEMS LTD
NICHI IKO PHARMACEUTICAL CO
NICHIAS CORP
NICHICON CORP
NICHIDEN CORP
NICHIHA CORP
NICHII GAKKAN CO
NICHIREI CORP
NICOX SA
NIDEC COPAL CORPORATION
NIDEC COPAL ELECTRONICS CORP
NIDEC CORP
NIDEC SANKYO CORP
NIDEC TOSOK CORP
Shares
95,784
105,002
49,070
643,382
109,198
5,986
4,581,451
1,265
277,979
1,141,170
69,200
1,190,900
153,767
2,826,571
19,786,000
1,077,567
5,209,605
1,854,770
1,196,937
393,371
102,697
695,581
92,431
242,557
2,970,775
67,485
180,247
66,276
758,797
125,581
280,306
30,303
74,242
229,000
142,986
37,239
72,000
289,000
180,300
36,800
46,600
89,700
153,987
200,694
58,600
83,000
83,338
35,232
17,774
Book Value
8,984,355
1,062,377
1,689,433
2,829,416
7,580,295
312,013
435,010,033
2,003,627
2,588,308
1,062,478
541,721
3,056,165
1,776,332
875,842
2,263,585
4,956,406
13,341,383
1,171,514
31,690,099
7,491,337
43,551,810
2,484,687
15,070,482
1,542,520
180,979
12,159,332
2,587,851
4,402,903
1,205,325
5,149,839
16,484,992
593,464
405,885
541,294
3,620,751
2,087,943
858,960
2,098,569
1,022,935
362,743
783,044
2,878,621
2,107,301
632,994
426,870
12,192,428
944,694
134,070
Market Value
6,982,061
0
1,646,422
3,597,223
5,036,785
374,665
546,207,285
1,643,971
2,621,716
1,920,360
524,728
7,407,753
2,240,509
20,690
686,030
1,323,174
4,756,592
11,880,305
1,045,304
37,874,632
6,067,653
32,511,605
2,662,339
17,830,946
639,863
227,687
9,989,814
3,253,447
2,323,627
934,177
5,685,277
17,760,357
663,045
450,288
531,561
3,639,601
2,689,117
1,169,194
2,218,858
1,080,005
423,924
811,953
2,540,083
649,483
845,657
658,447
16,052,998
1,048,905
355,520

Security Name
NIEN HSING TEXTILE CO LTD
NIFCO INC
NIHON DEMPA KOGYO CO LTD
NIHON KOHDEN CORP
NIHON M+A CENTER INC
NIHON NOHYAKU CO LTD
NIHON PARKERIZING CO LTD
NIHON UNISYS LTD
NIHON YAMAMURA GLASS CO LTD
NIKKISO CO LTD
NIKO RESOURCES LTD
NIKON CORP
NINE DRAGONS PAPER HOLDINGS
NINTENDO CO LTD
NIPPO CORP
NIPPON BEET SUGAR MFG CO LTD
NIPPON CARBON CO LTD
NIPPON CERAMIC CO LTD
NIPPON CHEMI CON CORP
NIPPON CHEMICAL INDUSTRIAL
NIPPON CHEMIPHAR CO LTD
NIPPON COKE + ENGINEERING CO
NIPPON DENKO CO LTD
NIPPON DENSETSU KOGYO CO LTD
NIPPON DENWA SHISETSU CO LTD
NIPPON ELECTRIC GLASS CO LTD
NIPPON EXPRESS CO LTD
NIPPON FLOUR MILLS CO LTD
NIPPON GAS CO LTD
NIPPON KANZAI CO LTD
NIPPON KASEI CHEMICAL CO LTD
NIPPON KAYAKU CO LTD
NIPPON KOEI CO LTD
NIPPON KONPO UNYU SOKO CO
NIPPON LIGHT METAL CO LTD
NIPPON MEAT PACKERS INC
NIPPON METAL INDUSTRY CO LTD
NIPPON PAINT CO LTD
NIPPON PAPER GROUP INC
NIPPON PARKING DEVELOPMENT C
NIPPON ROAD CO LTD
NIPPON SEIKI CO LTD
NIPPON SHARYO LTD
NIPPON SHEET GLASS CO LTD
NIPPON SHINYAKU CO LTD
NIPPON SHOKUBAI LTD
NIPPON SHOKUBAI LTD
NIPPON SIGNAL CO LTD/THE
NIPPON SODA CO LTD
Shares
174,000
124,200
48,300
105,800
152
162,000
102,000
170,000
258,000
185,000
155,100
377,262
871,107
142,734
257,000
352,000
364,000
40,200
294,000
210,000
89,000
463,500
257,000
154,000
101,000
329,147
1,713,463
402,000
55,300
31,600
97,000
99,537
200,000
115,000
1,254,000
157,651
409,000
135,509
54,770
5,218
149,000
75,000
139,000
419,831
108,000
88,204
184,000
144,100
358,000
Book Value
104,717
2,217,176
1,014,719
1,607,664
673,047
1,472,185
1,257,059
1,902,372
593,151
1,231,247
10,873,982
19,686,053
2,513,982
104,209,293
2,028,285
852,944
1,220,982
428,289
1,104,178
545,171
326,446
848,833
1,995,081
1,501,883
283,328
8,826,756
14,554,737
1,893,805
707,368
584,284
166,639
2,530,170
633,892
1,260,038
1,491,857
5,997,088
974,458
2,544,389
5,822,782
257,973
355,219
861,782
631,855
6,478,161
1,266,211
3,039,031
1,690,433
1,057,898
1,519,295
Market Value
94,767
2,593,757
874,411
1,979,939
472,542
721,302
1,340,558
1,244,886
696,825
1,488,530
14,451,090
16,267,491
4,671,560
100,586,117
1,925,540
819,437
1,032,478
565,589
1,295,740
467,510
300,723
649,497
1,579,930
1,481,004
326,432
9,224,401
14,453,343
2,012,499
863,027
519,227
177,579
3,358,451
587,637
1,346,367
1,643,847
5,884,031
545,395
3,221,423
5,949,770
265,352
316,556
829,755
570,200
4,073,695
1,232,682
3,295,055
1,761,193
1,003,114
1,193,468

Security Name
NIPPON STEEL CORP
NIPPON STEEL TRADING CO LTD
NIPPON SUISAN KAISHA LTD
NIPPON SYNTHETIC CHEMICAL
NIPPON SYSTEM DEVELOPMENT CO
NIPPON TELEGRAPH + TELEPHONE
NIPPON TELEVISION NETWORK
NIPPON THOMPSON CO LTD
NIPPON VALQUA INDUSTRIES LTD
NIPPON YAKIN KOGYO CO LTD
NIPPON YUSEN
NIPRO CORP
NIS GROUP CO LTD
NISCAYAH GROUP AB
NISHI NIPPON CITY BANK LTD
NISHI NIPPON RAILROAD CO LTD
NISHIMATSU CONSTRUCTION CO
NISHIMATSUYA CHAIN CO LTD
NISHIO RENT ALL CO LTD
NISSAN CHEMICAL INDUSTRIES
NISSAN MOTOR CO LTD
NISSAN SHATAI CO LTD
NISSEN CO LTD
NISSHA PRINTING CO LTD
NISSHIN OILLIO GROUP LTD/THE
NISSHIN SEIFUN GROUP INC
NISSHIN STEEL CO LTD
NISSHINBO HOLDINGS INC
NISSIN CORP
NISSIN ELECTRIC CO LTD
NISSIN FOODS HOLDINGS CO LTD
NISSIN KOGYO CO LTD
NITORI CO LTD
NITORI CO LTD
NITTA CORP
NITTETSU MINING CO LTD
NITTO BOSEKI CO LTD
NITTO DENKO CORP
NITTO KOGYO CORP
NITTO KOHKI CO LTD
NITTO SEIKO CO LTD
NKSJ HOLDINGS INC
NKT HOLDING A/S
NOBEL BIOCARE HOLDING AG REG
NOBIA AB
NOBLE GROUP LTD
NOF CORP
NOHMI BOSAI LTD
NOK CORP
Shares
4,946,562
208,000
639,700
154,000
117,900
1,493,200
3,114
171,000
216,000
288,500
1,113,476
119,297
46,200
1,072,130
372,724
180,843
988,000
68,400
41,323
177,784
3,871,889
226,070
146,600
21,263
401,000
188,723
409,730
95,103
155,000
99,000
73,565
150,800
28,800
18,010
69,600
127,000
567,000
115,065
67,600
50,300
93,000
826,996
54,313
78,468
265,757
3,532,233
454,000
75,000
88,771
Book Value
65,340,305
437,184
2,051,208
729,645
1,246,506
107,904,358
1,220,956
926,897
529,680
1,475,157
20,357,934
3,345,817
78,797
1,766,846
4,181,803
2,490,943
1,662,184
624,916
340,705
5,856,782
68,406,917
1,745,966
602,442
3,372,999
2,011,219
5,963,206
5,373,162
4,093,598
377,184
501,767
8,005,852
2,101,547
2,040,878
3,869,828
1,119,655
517,694
1,092,041
13,095,587
680,607
989,739
292,795
29,802,399
2,519,243
8,715,757
1,126,253
9,582,339
1,885,713
596,767
4,523,314
Market Value
47,896,174
639,349
2,074,742
898,000
1,351,007
101,041,974
1,679,847
1,171,048
488,191
945,474
12,767,661
3,716,173
9,920
1,481,033
4,208,407
2,855,455
1,183,501
636,153
267,579
5,863,503
56,721,586
1,497,085
498,662
2,251,641
1,966,708
6,136,117
2,584,191
3,603,103
353,825
460,933
8,986,968
2,222,208
2,489,773
6,076,802
1,126,310
436,298
1,262,278
11,926,544
631,769
1,110,136
296,372
19,121,693
2,444,436
5,310,800
1,359,179
14,247,927
1,816,205
431,405
5,579,244

Security Name
NOKIA OYJ
NOKIAN RENKAAT OYJ
NOMURA CO LTD
NOMURA HOLDINGS INC
NOMURA REAL ESTATE HOLDINGS
NOMURA RESEARCH INSTITUTE
NONG SHIM CO LTD
NORBORD INC
NORBORD INC 144A
NORDEA BANK AB
NORDEX SE
NORDNET AB B SHARES
NORITAKE CO LTD
NORITSU KOKI CO LTD
NORITZ CORP
NORSK HYDRO A S
NORSK HYDRO A S
NORSK HYDRO RTS
NORSKE SKOGINDUSTRIER ASA
NORTH ASIA RESOURCES HOLDING
NORTHAM PLATINUM LTD
NORTHERN DYNASTY MINERALS
NORTHERN FOODS PLC
NORTHERN OFFSHORE LTD
NORTHGATE MINERALS CORP
NORTHUMBRIAN WATER GROUP PLC
NORWEGIAN ENERGY CO AS
NORWEGIAN PROPERTY ASA
NOVAE GROUP PLC
NOVAGOLD RESOURCES INC
NOVARTIS AG REG
NOVATEK MICROELECTRONICS LTD
NOVO NORDISK A/S B
NOVOZYMES A/S B SHARES
NRJ GROUP
NRW HOLDINGS LTD
NS SOLUTIONS CORP
NSK LTD
NTN CORP
NTPC LTD
NTT DATA CORP
NTT DOCOMO INC
NTT URBAN DEVELOPMENT CORP
NUFARM LTD
NUPLEX INDUSTRIES LTD
NUTRECO NV
NUVISTA ENERGY LTD
NWS HOLDINGS LTD
NYRSTAR
Shares
8,902,597
344,624
138,000
2,791,802
40,234
103,652
11,689
57,040
9,200
4,736,971
85,350
253,486
244,000
45,200
117,200
264,340
573,569
255,014
1,020,480
1,305,000
49,218
215,400
1,441,990
102,700
893,501
1,333,431
748,202
1,536,472
224,951
495,808
2,121,430
1,853,838
906,544
162,885
80,302
769,850
13,206
301,437
340,945
471,460
1,114
29,444
687
130,491
583,972
119,768
272,100
790,614
308,159
Book Value
279,767,461
13,651,464
414,714
94,858,109
3,257,534
9,891,077
3,997,295
1,244,108
153,500
109,215,737
1,729,508
522,531
856,062
485,138
1,294,452
2,272,245
30,239,619
2,578,728
277,082
254,828
1,755,103
1,376,914
229,494
1,974,561
6,171,598
2,045,583
2,641,553
1,182,996
2,637,598
320,287,167
5,275,081
102,785,253
23,502,773
639,126
1,115,033
848,696
7,929,641
6,739,649
2,034,253
12,092,475
95,004,061
3,491,581
5,045,844
710,653
5,461,780
2,994,092
5,162,860
2,576,258
Market Value
129,559,618
13,947,179
470,968
52,906,474
1,991,019
8,654,050
3,762,413
610,846
98,524
101,064,098
783,462
899,025
824,455
344,785
1,929,714
1,209,278
10,240,799
393,577
1,165,922
231,266
292,131
1,400,662
938,451
192,667
2,707,451
6,076,602
1,369,122
2,031,886
1,041,619
3,462,001
306,147,839
5,025,265
150,730,468
28,136,310
585,254
637,249
1,015,216
7,345,711
4,133,430
2,025,111
11,522,875
93,806,307
2,153,292
2,318,633
1,128,407
6,487,978
2,601,549
3,517,170
3,204,670

Security Name
O.S.K. HOLDINGS BHD
OAKTON LTD
OBARA CORPORATION
OBAYASHI CORP
OBIC BUSINESS CONSULTANTS
OBIC CO LTD
OBRASCON HUARTE LAIN S.A.
OC OERLIKON CORP AG REG
OCEANUS GROUP LTD
OCI CO LTD
ODAKYU ELECTRIC RAILWAY CO
OENON HOLDINGS INC
OESTERREICHISCHE POST AG
OGAKI KYORITSU BANK LTD/THE
OGX PETROLEO E GAS PARTICIPA
OHARA INC
OHASHI TECHNICA INC
OHSHO FOOD SERVICE CORP
OIL + GAS DEVELOPMENT CO LTD
OIL + NATURAL GAS CORP LTD
OIL INDIA LTD
OIL REFINERIES LTD
OIL SEARCH LIMITED
OILES CORPORATION
OITA BANK LTD/THE
OJI PAPER CO LTD
OKABE CO LTD
OKAMOTO INDUSTRIES INC
OKAMURA CORP
OKASAN SECURITIES GROUP INC
OKI ELECTRIC IND CO LTD
OKINAWA CELLULAR TELEPHONE
OKINAWA ELECTRIC POWER CO
OKUMA CORP
OKUMURA CORP
OKURA INDUSTRIAL CO LTD
OKUWA CO LTD
OLAM INTERNATIONAL LTD
OLD MUTUAL PLC
OLYMPIC CORP
OLYMPUS CORP
OM HOLDINGS LTD
OMC CARD INC
OMEGA PHARMA SA
OMNIA HOLDINGS LTD
OMRON CORP
OMV AG
ON MEDIA CORP
ONESTEEL LTD
Shares
214,100
282,092
32,100
911,483
12,450
3,063
233,903
740,624
3,022,000
14,472
348,036
150,000
129,948
132,306
3,559,070
31,300
28,300
21,400
3,476,085
93,487
108,262
388,286
1,212,824
78,200
395,000
502,985
169,900
270,344
173,000
65,636
3,016,000
445
40,500
77,856
703,000
145,000
56,000
957,432
6,813,282
28,513
465,913
1,134,115
450,800
55,949
19,611
297,599
217,876
176,640
1,550,943
Book Value
90,920
621,394
346,397
9,235,526
488,525
1,989,959
5,246,639
4,794,956
765,834
12,831,968
9,627,307
356,343
4,006,137
2,571,950
27,171,936
460,532
183,634
612,177
4,606,699
2,380,531
2,751,209
867,771
17,096,855
1,171,260
1,993,151
9,197,624
639,847
954,028
1,102,235
1,406,209
2,591,065
828,941
2,152,094
3,519,139
2,789,805
362,223
724,887
6,150,677
32,605,467
174,779
19,381,193
1,129,091
963,637
2,055,127
143,214
15,511,223
24,869,874
467,311
12,393,626
Market Value
84,648
571,846
372,184
7,633,424
675,331
2,321,899
5,268,879
3,138,732
671,026
11,509,334
11,712,241
303,424
3,205,751
1,593,064
33,013,953
501,564
196,044
549,208
5,771,459
2,648,111
3,363,593
635,611
16,701,075
1,164,737
1,348,062
9,694,537
675,837
1,112,049
1,000,972
1,007,418
2,624,387
879,540
2,057,266
1,881,759
2,589,875
424,398
569,556
6,932,286
25,976,243
206,541
20,092,715
1,403,368
708,116
2,460,297
156,079
16,173,605
15,125,620
443,058
10,072,879

Security Name
ONEX CORPORATION
ONO PHARMACEUTICAL CO LTD
ONOKEN CO LTD
ONWARD HOLDINGS CO LTD
OPAP SA
OPEN TEXT CORP
OPERA SOFTWARE ASA
OPTEX CO LTD
OPTI CANADA INC
OPTO CIRCUITS INDIA LTD
OPTO TECH CORP
ORACLE CORPORATION JAPAN
ORACLE CORPORATION JAPAN
ORACLE FINANCIAL SERVICES
ORASCOM CONSTRUCTION INDS
ORASCOM DEVELOPMENT HOLDING
ORASCOM TELECOM HOLDING
ORDINA NV
ORESUND INVESTMENT AB
ORGANIZACION SORIANA S.A.B B
ORGANO CORP
ORICA LIMITED
ORIENT CORPORATION
ORIENT OVERSEAS INTL LTD
ORIENTAL BANK OF COMMERCE
ORIENTAL HOLDINGS BERHAD
ORIENTAL LAND CO LTD
ORIENTAL PRESS GROUP
ORIENTAL UNION CHEMICAL
ORIENTAL WEAVERS
ORIGIN ELECTRIC CO LTD
ORIGIN ENERGY LTD
ORIOLA KD OYJ B SHARES
ORION CORP
ORION OYJ CLASS B
ORIX CORP
ORKLA ASA
ORMAT INDUSTRIES LTD
ORPEA
ORTAK
OSAKA GAS CO LTD
OSAKA STEEL CO LTD
OSAKA TITANIUM TECHNOLOGIES
OSAKI ELECTRIC CO LTD
OSEM INVESTMENTS LTD
OSG CORPORATION
OSISKO MINING CORP
OSSTEM IMPLANT CO LTD
OSTASIATISKE KOMPAGNI
Shares
437,272
57,209
49,500
119,726
443,626
190,900
274,425
21,100
878,200
743,840
34,000
15,226
11,000
7,470
838,754
28,621
2,571,440
150,992
132,031
1,032,500
89,000
268,979
774,000
1,002,299
73,471
131,700
23,012
2,204,000
1,599,926
33,740
79,000
889,858
317,315
13,729
341,463
206,405
879,947
21,768
45,626
18,230
1,253,210
39,100
9,239
89,000
27,124
228,400
839,000
32,513
57,874
Book Value
9,511,703
11,232,391
615,392
3,023,804
26,242,668
6,873,884
1,302,764
224,047
4,925,519
3,095,255
28,913
2,520,214
448,706
332,741
41,127,622
2,361,578
2,915,724
977,106
1,788,113
2,506,502
765,312
18,529,938
1,044,832
10,493,846
362,992
148,043
5,737,802
280,220
906,702
228,540
317,568
25,726,802
1,291,473
2,400,273
5,774,318
47,897,473
28,992,983
641,786
2,040,043
20,358
14,811,958
627,738
1,342,015
767,846
1,329,838
2,003,277
5,088,429
290,231
2,511,893
Market Value
10,530,081
9,083,662
436,880
2,570,053
11,119,977
7,185,809
953,692
221,039
1,479,300
3,827,705
23,650
2,934,717
543,225
362,700
33,570,775
1,592,489
2,230,146
528,588
1,866,282
2,654,895
554,176
19,734,144
603,526
10,421,863
516,883
251,400
7,520,753
283,030
1,190,054
212,652
363,352
31,428,045
1,488,641
4,140,165
6,424,445
30,024,126
17,856,657
632,558
1,730,550
17,387
15,257,558
541,276
1,411,987
722,138
1,350,019
2,462,353
9,063,869
332,589
1,246,679

Security Name
OSX BRASIL SA
OTP BANK PLC
OTSUKA SHOKAI CO LTD
OTSUKA SHOKAI CO LTD
OTTOGI CORPORATION
OUTOKUMPU OYJ
OUTOTEC OYJ
OVERSEA CHINESE BANKING CORP
OYO CORP
OZ MINERALS LTD
PA RESOURCES AB
PA RESOURCES AB
PACE PLC
PACIFIC BASIN SHIPPING LTD
PACIFIC BRANDS LTD
PACIFIC CENTURY REGION DEVEL
PACIFIC CORP
PACIFIC ELEC WIRE
PACIFIC INDUSTRIAL CO LTD
PACIFIC METALS CO LTD
PACIFIC RUBIALES ENERGY CORP
PACIFIC RUBIALES ENERGY CORP
PACIFIC TEXTILES HOLDINGS
PACK CORP/THE
PADDY POWER PLC
PAGESJAUNES
PAKISTAN PETROLEUM LTD
PAKISTAN STATE OIL CO LTD
PAKISTAN TELECOM CO LTD
PAL CO LTD
PALABORA MINING CO LTD
PALADIN ENERGY LTD
PALFINGER AG
PAN AMERICAN SILVER CORP
PAN INTERNATIONAL INDUSTRIAL
PANAHOME CORP
PANALPINA WELTTRANSPORT HOLD
PANASONIC CORP
PANASONIC ELECTRIC WORKS CO
PANASONIC ELECTRIC WORKS INF
PANAUST LTD
PANIN FINANCIAL TBK PT
PANORAMIC RESOURCES LTD
PAPELES Y CARTONES DE EUROPA
PAPERLINX LTD
PARADISE CO LTD
PARAGON GROUP COMPANIES PLC
PARAMOUNT BED CO LTD
PARAMOUNT RESOURCES LTD A
Shares
6,900
961,483
9,707
9,400
11,996
142,904
140,937
1,852,237
74,000
1,956,068
70,300
1,372,460
927,642
13,925,000
2,865,708
1,089,000
5,037
153,684
85,000
106,682
803,600
259,400
1,317,000
24,200
109,532
167,120
2,725,029
236,587
4,531,212
10,700
6,504
450,567
32,980
329,400
31,400
103,392
79,466
2,243,659
390,161
6,500
9,049,934
65,349,622
640,621
123,880
1,849,619
111,926
918,347
38,700
159,700
Book Value
3,069,480
21,953,952
2,204,552
499,589
1,393,929
8,953,874
4,665,310
31,732,110
802,954
10,133,360
141,634
2,550,640
2,665,622
15,710,937
2,611,491
263,811
2,433,642
105,051
290,248
3,048,794
6,936,148
4,068,934
851,203
342,515
2,702,585
6,372,424
4,590,944
694,716
1,032,941
153,589
72,980
6,212,823
541,929
6,961,213
47,177
1,407,289
6,077,099
125,898,507
8,030,796
132,538
3,662,445
1,452,527
1,355,877
573,083
1,121,006
319,709
1,248,338
555,069
1,458,042
Market Value
1,799,168
19,685,475
2,436,154
604,430
1,369,468
5,968,108
4,441,867
40,153,641
612,137
6,190,380
47,878
886,391
2,245,532
8,744,310
2,142,161
136,505
2,525,671
0
382,303
2,846,686
18,043,472
5,903,941
654,513
426,351
3,410,494
4,387,718
5,878,607
722,002
937,766
380,891
95,577
5,332,322
730,382
8,298,158
47,591
1,328,804
6,308,054
85,427,019
7,992,998
148,305
3,783,794
1,333,666
1,179,599
476,466
968,614
305,012
1,652,847
889,982
2,792,289

Security Name
PARCO CO LTD
PARGESA HOLDING SA BR
PARIS MIKI HOLDINGS INC
PARK24 CO LTD
PARKSON HOLDINGS BHD
PARKSON RETAIL GROUP LTD
PARKWAY HOLDINGS
PARMALAT SPA
PARROT SA
PARSVNATH DEVELOPERS LTD
PARTNER COMMUNICATIONS CO
PARTNERS GROUP HOLDING AG
PASON SYSTEMS INC
PASONA GROUP INC
PATEL ENGINEERING LTD
PATHEON INC
PATNI COMPUTER SYSTEMS LTD
PATRIZIA IMMOBILIEN AG
PAYPOINT PLC
PAZ OIL CO LTD
PBG SA
PCCW LTD
PDG REALTY SA
PEAB AB
PEAB INDUSTRI
PEACE MARK HOLDINGS LTD
PEAK SPORT PRODUCTS LTD
PEARSON PLC
PEGATRON CORP
PENINSULA LAND LTD
PENN WEST ENERGY TRUST
PENNON GROUP PLC
PENTA OCEAN CONSTRUCTION CO
PEOPLE S FOOD HOLDINGS LTD
PERNOD RICARD SA
PERPETUAL LTD
PERSEUS MINING LTD
PERSIMMON PLC
PERUSAHAAN GAS NEGARA PT
PESCANOVA SA
PETKIM PETROKIMYA HOLDING AS
PETROBAKKEN ENERGY LTD A
PETROBANK ENERGY + RESOURCES
PETROBRAS PETROLEO BRAS
PETROBRAS PETROLEO BRAS PR
PETROFAC LTD
PETROLEUM GEO SERVICES
PETROMINERALES LTD
PETRON CORP
Shares
183,300
32,062
85,600
344,200
355,516
844,713
489,566
4,051,792
40,926
28,180
65,665
32,911
188,800
382
1,663
157,600
3,401
79,874
155,452
1,908
5,231
8,063,833
528,173
593,308
46,200
1,056,000
2,578,000
817,614
2,931,651
13,574
18,200
1,181,404
562,500
534,152
200,650
26,828
914,595
1,144,087
2,513,000
30,379
35,648
228,324
364,800
397,500
1,225,200
226,607
1,022,566
91,200
566,000
Book Value
1,670,223
10,032,965
793,343
2,755,541
639,236
4,538,142
3,074,459
17,965,263
513,398
79,235
3,680,520
3,588,357
1,997,873
260,215
17,240
447,473
14,698
327,261
1,419,001
1,578,879
638,277
8,363,205
4,299,286
2,705,710
406,541
428,107
1,967,753
28,992,533
3,775,103
21,921
358,395
10,255,392
799,981
1,066,946
55,750,650
4,762,547
1,698,593
7,671,706
753,193
996,175
206,197
6,884,605
12,147,422
8,235,807
17,068,420
10,908,551
9,840,031
1,625,373
71,174
Market Value
1,387,852
6,746,190
648,118
3,718,558
598,475
5,613,834
4,885,942
16,829,388
655,704
75,023
3,228,634
3,979,779
2,009,437
247,788
15,361
387,085
38,067
289,013
616,315
961,032
323,728
4,935,320
4,465,662
2,920,033
195,320
0
1,718,192
30,483,420
2,741,737
21,598
347,678
9,774,260
705,588
881,019
53,462,775
2,499,307
1,776,780
5,990,836
1,074,228
755,388
238,667
4,550,795
12,856,312
6,836,338
18,257,349
12,437,124
8,664,015
2,132,706
80,587

Security Name
PETRONET LNG LTD
PETROPAVLOVSK PLC
PETROPLUS HOLDINGS AG
PEUGEOT SA
PFEIFFER VACUUM TECHNOLOGY
PFLEIDERER AG REGISTERED SHS
PGM HOLDINGS K K
PHARMAXIS LTD
PHIHONG TECHNOLOGY CO LTD
PHILIPPINE LONG DISTANCE TEL
PHILLIPS CARBON BLACK LTD
PHISON ELECTRONICS CORP
PHOENIX MECANO AG BR
PHOENIX SATELLITE TV
PHOENIX SOLAR AG
PIAGGIO + C. S.P.A.
PICC PROPERTY + CASUALTY H
PICCOLO CREDITO VALTELLINESE
PICK N PAY HOLDINGS LTD
PICK N PAY STORES LIMITED
PIERRE + VACANCES
PIGEON CORP
PIHSIANG MACHINERY MFG CO
PILOT CORP
PING AN INSURANCE GROUP CO H
PINGUELY HAULOTTE
PIOLAX INC
PIONEER CORP
PIPAVAV SHIPYARD LTD
PIRAEUS BANK S.A.
PIRAEUS PORT AUTHORITY
PIRAMAL HEALTHCARE LTD
PIRELLI + C REAL ESTATE SPA
PIRELLI + C.
PIXART IMAGING INC
PKO BANK POLSKI SA
PLASTIC OMNIUM
PLATINUM ASSET MANAGEMENT
PLATINUM AUSTRALIA LIMITED
PLAYTECH LTD
PLENUS CO LTD
PLUS EXPRESSWAYS BHD
PMP LTD
POCKET CARD CO LTD
POHJOLA BANK PLC
POINT INC
POLARIS SECURITIES CO LTD
POLARIS SOFTWARE LAB LTD
POLIMEX MOSTOSTAL SA
Shares
33,446
594,443
294,766
343,377
26,563
71,517
1,074
682,904
83,000
169,010
190,200
1,447
2,464
4,594,000
20,727
452,975
2,194,000
641,559
56,877
1,068,406
13,463
31,200
10,000
539
925,568
39,777
16,100
753,700
1,666,720
317,142
23,607
37,722
1,325,881
2,399,256
7,817
856,004
28,959
691,509
983,309
199,700
41,000
4,725,600
1,059,306
36,800
578,810
4,075
739,998
4,012
71,752
Book Value
51,665
6,416,330
7,290,463
28,526,424
2,144,105
700,942
653,431
1,335,183
78,934
7,845,563
852,055
10,016
857,162
1,160,885
1,051,895
926,831
1,433,957
5,867,187
114,181
4,578,111
1,040,585
876,724
18,204
801,874
6,911,701
364,695
260,814
2,439,371
2,055,987
21,447,297
441,831
352,534
1,895,590
6,672,056
52,244
10,418,215
571,064
2,178,040
1,175,789
1,390,914
599,773
5,278,938
592,645
97,931
5,344,570
984,506
408,536
16,176
86,752
Market Value
55,917
10,583,212
4,376,319
17,128,803
1,977,926
362,143
660,251
1,188,239
83,177
8,750,383
757,606
8,376
1,231,600
1,079,602
780,443
1,084,730
2,113,097
2,950,851
135,036
6,048,791
903,698
1,159,995
14,861
872,243
7,630,708
379,551
313,121
2,538,169
3,617,297
3,973,772
423,623
389,646
539,192
5,224,573
44,034
9,238,958
1,276,988
2,733,510
560,623
1,367,624
628,738
4,977,389
510,004
100,224
5,944,835
877,105
325,879
15,488
93,059

Security Name
POLSKA GRUPA ENERGETYCZNA SA
POLSKI KONCERN NAFTOWY SA
POLSKIE GORNICTWO NAFTOWE I
POLY HONG KONG INVESTMENTS
POLYTEC ASSET HOLDINGS LTD
POONGSAN CORP
PORSCHE AUTOMOBIL HLDG PFD
PORTO SEGURO SA
PORTS DESIGN LTD
PORTUCEL EMPRESA PRODUTORA
PORTUGAL TELECOM SGPS SA REG
POSCO
POSCO ICT CO LTD
POTASH CORP OF SASKATCHEWAN
POWER CORP OF CANADA
POWER FINANCE CORPORATION
POWER FINANCIAL CORP
POWER GRID CORP OF INDIA LTD
POWERCHIP TECHNOLOGY CORP
POWERTECH TECHNOLOGY INC
POWSZECHNY ZAKLAD UBEZPIECZE
PP LONDON SUMATRA INDONES PT
PPB GROUP BERHAD
PPR
PRAJ INDUSTRIES LTD
PRAKTIKER BAU UND HEIMWERK A
PRECIOUS SHIPPING PCL FORGN
PREMAFIN FINANZIARIA
PREMIER FARNELL PLC
PREMIER FOODS PLC
PREMIER INVESTMENTS LTD
PREMIER OIL PLC
PRESIDENT CHAIN STORE CORP
PRESIDENT SECURITIES CORP
PRESS KOGYO CO LTD
PRETORIA PORTLAND CEMENT CO
PRIMA MEAT PACKERS LTD
PRIMARY HEALTH CARE LTD
PRINCE HOUSING + DEVELOPMENT
PROFARMA DISTRIBUIDORA
PROGRAMMED MAINTENANCE SERV
PROGRESS ENERGY RESOURCES CO
PROMISE CO LTD
PROMOS TECHNOLOGIES INC
PROMOTORA DE INFOM SA PRISA
PRONEXUS INC
PRONOVA BIOPHARMA AS
PROPERTY + BUILDING CORP LTD
PROSAFE PRODUCTION
Shares
553,089
566,842
2,231,741
26,361
3,825,000
86,220
55,334
57,500
1,300,000
708,398
1,137,757
85,097
127,463
194,356
381,605
41,312
324,538
195,910
5,387,966
2,962,750
37,373
187,500
531,100
109,819
13,551
265,998
1,875,200
1,328,268
1,122,396
8,947,906
348,460
358,259
1,160,904
333,728
265,000
2,482,312
517,000
1,482,752
54,000
282,500
373,838
830,900
242,463
3,279,000
409,962
89,600
462,803
1,103
1,084,503
Book Value
4,409,892
4,731,768
3,077,222
29,443
739,066
1,741,138
25,057,609
513,271
3,292,501
1,784,712
29,999,119
107,799,019
526,911
72,127,350
32,148,880
180,030
23,739,672
469,619
956,480
8,361,373
3,785,809
136,498
1,062,803
35,039,309
28,880
3,004,325
898,453
2,034,967
2,856,277
5,628,176
2,745,735
6,772,714
2,338,684
191,963
708,804
10,971,456
611,536
6,488,156
25,312
2,485,796
1,059,761
8,794,494
6,915,916
233,417
2,118,212
629,664
1,382,527
243,906
3,726,497
Market Value
3,439,252
5,955,185
2,174,149
26,134
604,168
2,176,729
9,336,730
594,938
3,338,834
1,838,692
27,890,247
93,589,605
754,160
63,223,729
26,962,090
265,199
21,615,567
439,738
734,460
8,307,853
3,873,251
171,677
2,621,460
35,679,843
23,881
1,827,856
1,053,678
1,439,891
3,677,482
2,568,956
1,795,394
6,662,367
3,435,942
165,142
841,508
10,297,363
572,562
4,458,568
23,360
2,491,956
786,248
9,672,266
2,760,219
188,791
1,016,879
470,833
918,041
305,008
2,209,647

Security Name
PROSAFE SE
PROSEGUR COMP SEGURIDAD REGD
PROSIEBEN SAT.1 MEDIA AG PFD
PROTO CORP
PROTON HOLDINGS BHD
PROVIDENT FINANCIAL PLC
PRUDENTIAL PLC
PRYSMIAN SPA
PSP SWISS PROPERTY AG REG
PT ASTRA AGRO LESTARI
PT BANK CENTRAL ASIA
PT BANK DANAMON
PT BANK PAN INDONESIA
PT BARITO PACIFIC TIMBER
PT INDOFOOD SUKSES MAK TBK
PT INTERNATIONAL NICKEL INDO
PT MEDCO ENERGI INTL TBK
PT TELEKOMUNIKASI
PT UNILEVER INDONESIA TBK
PT UNITED TRACTORS
PTT AROMATICS + REFIN FOREIG
PTT CHEMICAL PCL FOREIGN
PTT PCL FOREIGN
PUBLIC BANK BERHAD
PUBLIC BANK BHD FOREIGN MKT
PUBLIC FINANCIAL HOLDINGS LT
PUBLIC POWER CORP
PUBLICIS GROUPE
PUBLIGROUPE SA REG
PUMA AG
PUNCAK NIAGA HOLDINGS BHD
PUNCH TAVERNS PLC
PUNJ LLOYD LTD
PUNJAB NATIONAL BANK
PV CRYSTALOX SOLAR PLC
PYEONG SAN CO LTD
PZ CUSSONS PLC
Q CELLS SE
Q MED AB
QANTAS AIRWAYS LTD
QBE INSURANCE GROUP LTD
QIAGEN N.V.
QINETIQ PLC
QINGLING MOTORS COMPANY H
QISDA CORP
QLT INC
QSC AG
QUADRA FNX MINING LTD
QUALITY HOUSE PCL FOREIGN
Shares
876,471
95,086
329,718
4,700
237,400
86,816
2,259,780
689,160
147,310
353,625
10,358,000
16,986,420
1,149,500
469,000
11,200,500
965,500
1,026,500
35,603,089
1,583,100
8,694,332
1,203,077
506,400
264,300
20,065
1,152,391
324,236
141,298
176,315
7,714
4,199
158,700
3,279,599
69,184
1,516,708
641,094
49,427
660,639
25,874
152,468
1,221,808
1,050,964
142,500
2,480,689
1,018,300
1,331,432
169,200
317,829
676,141
518,500
Book Value
6,051,637
3,257,343
2,822,270
182,040
244,291
4,921,117
72,016,759
11,714,283
7,032,842
592,995
3,490,926
6,725,379
64,850
64,992
3,560,846
446,738
338,976
30,316,861
1,440,418
7,730,899
900,291
1,166,504
1,966,063
53,694
3,154,365
1,040,029
8,200,120
16,253,564
934,027
5,099,986
138,415
7,070,287
285,558
19,415,208
1,337,186
945,925
2,165,739
2,122,725
868,591
7,792,097
55,155,062
12,599,674
6,605,430
231,690
1,180,838
461,466
764,632
7,738,379
22,941
Market Value
3,531,141
4,053,186
4,892,905
179,789
324,111
4,258,205
52,411,595
9,994,763
8,831,633
754,842
6,798,687
10,118,772
129,343
53,290
5,127,642
399,407
334,051
30,242,006
2,968,858
17,983,312
937,873
1,641,618
2,007,342
73,752
4,250,054
666,272
5,162,665
18,059,884
797,618
4,384,452
135,293
2,845,831
203,478
34,220,224
513,140
505,610
3,378,287
652,984
1,278,404
6,049,438
45,063,973
10,899,854
4,345,998
243,226
662,992
972,862
520,895
6,229,163
32,336

Security Name
QUANTA COMPUTER INC
QUANTA STORAGE INC
QUEBECOR INC CL B
RADIANT OPTO ELECTRONICS COR
RADIUM LIFE TECH CO LTD
RAFFLES EDUCATION CORP LTD
RAIFFEISEN INTL BANK HOLDING
RAIFFEISEN INTL BANK HOLDING
RAITO KOGYO CO LTD
RAKUTEN INC
RALINK TECHNOLOGY CORP
RALLYE SA
RAMAYANA LESTARI SENTOSA PT
RAMIRENT OYJ
RAMSAY HEALTH CARE LTD
RANBAXY LABORATORIES LTD
RANDGOLD RESOURCES LTD
RANDON SA IMPLEMEN
RANDSTAD HOLDING NV
RANK GROUP PLC
RATHBONE BROTHERS PLC
RATIONAL AG
RATOS AB B SHS
RAUTARUUKKI OYJ
RCS MEDIAGROUP SPA
REAL GOLD MINING LTD
REALIA BUSINESS SA
REALTEK SEMICONDUCTOR CORP
RECKITT BENCKISER GROUP PLC
RECORDATI SPA
RECTICEL
RECYLEX SA
RED BACK MINING INC
RED ELECTRICA CORPORACION SA
REDECARD SA
REDES ENERGETICAS NACIONAIS
REDROW PLC
REED ELSEVIER NV
REED ELSEVIER PLC
REGAL HOTELS INTL HLDGS LTD
REGENT PACIFIC GROUP LTD
REGUS PLC
REITMANS (CANADA) LTD A
REJECT SHOP LTD/THE
RELIANCE CAPITAL LTD
RELIANCE COMMUNICATIONS LTD
RELIANCE INDUSTRIES LTD
RELIANCE INFRASTRUCTURE LTD
RELIANCE NATURAL RESOURCES L
Shares
6,568,256
84,000
204,161
1,446,535
7,000
6,058,536
30,023
13,612
132,300
21,394
6,000
87,232
23,011,857
250,852
670,649
44,674
127,145
2,300
467,977
1,796,428
132,986
13,993
364,603
65,748
727,807
4,326,500
340,863
301,010
788,799
346,653
35,075
55,743
789,900
61,318
2,048,000
241,524
945,346
756,018
809,247
1,663,200
10,141,000
2,199,260
200,400
80,056
449,582
664,472
1,643,554
96,679
473,138
Book Value
11,950,855
142,329
4,664,582
1,668,641
6,779
2,960,076
8,862,611
752,993
338,146
15,438,772
27,199
2,778,444
2,104,027
1,777,248
6,304,801
359,070
21,089,997
8,386
26,461,412
2,428,974
2,005,718
1,813,813
7,928,280
10,142,334
1,189,034
7,049,347
979,717
862,820
95,211,619
2,270,944
254,828
541,070
7,476,579
8,775,848
28,995,874
971,951
2,340,690
33,075,814
32,264,396
564,102
372,364
2,594,819
2,703,025
763,766
7,428,537
3,754,407
20,342,738
1,686,369
390,045
Market Value
11,958,451
118,687
6,249,807
1,969,591
5,991
1,236,790
4,519,786
525,044
279,581
15,497,292
24,275
2,660,577
2,436,998
2,132,445
7,958,817
443,373
28,100,955
13,130
27,840,826
2,675,540
1,591,682
2,169,071
9,215,807
3,778,107
840,676
6,833,816
611,671
666,069
98,732,042
2,447,908
328,240
444,500
20,003,020
5,793,127
28,973,093
786,942
1,596,780
23,293,047
22,656,979
655,699
279,989
2,299,927
3,534,086
1,061,623
7,378,972
2,839,868
38,541,863
2,516,214
674,383

Security Name
RELIANCE POWER LTD
REMGRO LTD
REMY COINTREAU
RENAULT SA
RENESAS ELECTRONICS CORP
RENEWABLE ENERGY CORP ASA
RENGO CO LTD
RENHE COMMERCIAL HOLDINGS
RENISHAW PLC
RENTOKIL INITIAL PLC
REPSOL YPF SA
RESEARCH IN MOTION
RESOLUTION LTD
RESONA HOLDINGS INC
RESORTTRUST INC
RESOURCES AB NPV
RESTAURANT GROUP PLC
RETALIX LTD
REUNERT LTD
REXAM PLC
REXEL SA
REXLOT HOLDINGS LTD
REZIDOR HOTEL GROUP AB
RHB CAPITAL BERHAD
RHEINMETALL AG
RHI AG
RHJ INTERNATIONAL
RHODIA SA
RHOEN KLINIKUM AG
RHYTHM WATCH CO LTD
RICHTEK TECHNOLOGY CORP
RICHTER GEDEON NYRT.
RICOH CO LTD
RICOH LEASING CO LTD
RIETER HOLDING AG REG
RIGHT ON CO LTD
RIGHTMOVE PLC
RIKEN CORP
RIKEN TECHNOS CORP
RINGER HUT CO LTD
RINNAI CORP
RIO TINTO LTD
RIO TINTO PLC
RISA PARTNERS INC
RISANAMENTO SPA
RITCHIE BROS AUCTIONEERS
RITEK CORPORATION
RIVERCITY MOTORWAY GROUP
RIVERSDALE MINING LTD
Shares
148,524
639,789
58,340
805,260
22,913
314,554
139,697
5,528,765
112,870
2,709,381
1,146,888
398,333
1,519,032
424,903
119,000
102,888
603,077
44,474
98,401
1,120,379
335,129
17,481,131
344,746
3,242,500
45,768
91,938
263,208
308,755
273,533
328,000
187,265
16,748
614,309
48,000
15,524
36,000
381,227
246,000
102,000
42,400
39,750
446,114
1,630,210
911
342,591
650,292
1,249,077
2,459,112
605,236
Book Value
497,405
7,563,169
2,322,131
71,023,349
1,033,386
7,722,871
3,571,472
5,030,111
1,065,724
10,375,522
102,098,231
100,147,671
9,316,882
23,271,525
1,310,294
111,255
1,451,740
455,937
617,420
16,018,159
3,665,044
1,432,956
957,823
5,130,826
2,121,639
2,593,164
2,013,609
3,495,709
6,540,702
399,685
1,797,956
2,459,395
27,756,633
963,207
3,419,006
383,346
2,158,094
836,814
214,247
531,211
4,409,677
73,962,147
216,072,177
906,692
318,299
13,760,289
302,063
403,723
3,575,833
Market Value
548,591
7,900,340
3,131,050
45,722,197
783,215
2,946,864
3,456,545
4,516,712
1,224,269
9,690,459
69,148,057
69,963,462
5,614,565
16,238,107
1,693,084
70,073
1,894,752
496,129
736,679
12,414,110
4,722,798
1,616,306
1,461,914
5,889,081
2,639,083
2,179,098
1,969,886
5,234,206
6,124,726
511,515
1,582,324
2,986,431
21,145,335
1,103,854
3,958,919
238,400
3,593,226
859,012
261,657
463,817
5,876,722
72,160,504
196,918,371
386,575
148,343
11,859,652
314,101
41,542
5,393,294

Security Name
RMB HOLDINGS LTD
ROAD KING INFRASTRUCTURE LTD
ROBERT WALTERS PLC
ROBERT WISEMAN DAIRIES PLC
ROBINSONS LAND CO
ROC OIL CO LTD
ROCHE HOLDING AG GENUSSCHEIN
ROCK FIELD CO LTD
ROCKWOOL INTL A/S B SHS
ROGERS COMMUNICATIONS INC B
ROHM COMPANY LTD
ROHM COMPANY LTD
ROHTO PHARMACEUTICAL CO LTD
ROLAND CORP
ROLAND DG CORP
ROLLS ROYCE GROUP C SHS
ROLLS ROYCE GROUP PLC
ROLTA INDIA LTD
ROMANDE ENERGIE HOLDING REG
RONA INC
ROSKILDE BANK
ROSSI RESIDENCIAL S.A.
ROTH + RAU AG
ROTORK PLC
ROULARTA MEDIA GROUP NV
ROUND ONE CORP
ROYAL BANK OF CANADA
ROYAL BANK OF SCOTLAND GROUP
ROYAL DUTCH SHELL PLC A SHS
ROYAL DUTCH SHELL PLC A SHS
ROYAL DUTCH SHELL PLC B SHS
ROYAL HOLDINGS CO LTD
RPS GROUP PLC
RSA INSURANCE GROUP PLC GRP
RSA INSURANCE GROUP PLC GRP
RTL GROUP
RUBICON MINERALS CORP
RUBIS
RUENTEX DEVELOPMENT CO LTD
RUENTEX INDUSTRIES LTD
RURAL ELECTRIFICATION CORP
RUSSEL METALS INC
RUUKKI GROUP OYJ
RWE AG
RYANAIR HOLDINGS PLC
RYOBI LIMITED
RYODEN TRADING CO LTD
RYOHIN KEIKAKU CO LTD
RYOSAN CO LTD
Shares
1,101,923
964,000
236,147
110,214
250,900
2,211,364
727,944
31,500
2,801
398,002
72,924
90,000
347,000
60,100
21,900
75,636,000
2,683,685
946
702
425,800
9,650
964,800
42,791
265,941
11,598
116,500
1,041,695
26,316,846
2,112,322
965,037
5,140,983
62,900
662,337
2,157,930
1,206,919
33,536
490,300
33,839
23,000
83,000
41,393
184,000
602,366
445,938
510,696
395,000
106,000
17,641
127,000
Book Value
3,893,867
805,498
543,385
682,681
36,462
1,457,373
315,009,562
401,219
1,295,809
40,691,877
21,327,193
6,708,886
3,894,676
865,959
373,195
116,124
44,359,087
2,163
1,428,874
4,896,944
300,403
7,132,488
1,832,077
4,040,723
301,155
950,115
159,620,994
190,909,883
213,314,977
31,371,568
396,578,305
636,476
2,705,906
20,139,198
2,784,934
5,363,937
2,294,035
2,600,998
18,829
192,747
250,075
3,211,802
1,579,458
109,294,221
8,266,941
1,149,324
623,900
3,469,891
2,936,007
Market Value
4,484,854
732,859
670,385
819,179
79,836
588,366
278,988,328
423,607
870,154
41,927,341
17,271,672
5,461,634
4,258,583
724,677
303,170
113,159
51,194,132
3,422
1,087,161
6,290,933
0
6,963,688
1,170,158
5,112,681
240,798
645,101
174,349,569
35,663,331
162,544,389
24,528,037
302,889,510
644,709
1,853,024
15,070,027
2,159,582
4,447,877
1,688,701
2,762,188
36,721
231,707
270,755
3,140,978
1,143,649
76,762,600
7,669,913
1,348,062
585,761
2,754,308
3,114,363

Security Name
RYOSHOKU LTD
RYOYO ELECTRO CORP
S OIL CORPORATION
S.A. D IETEREN N.V.
S.A.C.I. FALABELLA
S+T DAEWOO CO LTD
S+T DYNAMICS CO LTD
S1 CORPORATION
SA DES CIMENTS VICAT VICAT
SA SA INTERNATIONAL HLDGS
SAAB AB B
SABAF SPA
SABMILLER PLC
SABMILLER PLC
SACYR VALLEHERMOSO SA
SADBHAV ENGINEERING LIMITED
SADBHAV ENGINEERING LTD
SAES GETTERS RSP
SAES GETTERS SPA
SAFILO GROUP SPA
SAFRAN SA
SAFT GROUPE SA
SAG GEST SOLUCOES AUTOMOVEL
SAGAMI CHAIN CO LTD
SAGE GROUP PLC/THE
SAHAVIRIYA STEEL INDUS FOREI
SAI GLOBAL LTD
SAIBU GAS CO LTD
SAINSBURY (J) PLC
SAINT MARC HOLDINGS CO LTD
SAIPEM SPA
SAIZERIYA CO LTD
SAKAI CHEMICAL INDUSTRY CO
SAKATA INX CORP
SAKATA SEED CORP
SALA CORP
SALAMANDER ENERGY PLC
SALZGITTER AG
SAM YOUNG ELECTRONICS CO LTD
SAMCHULLY CO LTD
SAMLING GLOBAL LTD
SAMPO OYJ A SHS
SAMRUDDHI CEMENT LTD
SAMSUNG C+T CORP
SAMSUNG CARD CO
SAMSUNG ELECTRO MECHANICS CO
SAMSUNG ELECTRONICS CO LTD
SAMSUNG ENGINEERING CO LTD
SAMSUNG FINE CHEMICALS CO
Shares
68,200
98,800
103,692
9,587
782,854
35,530
76,830
18,049
41,509
1,282,000
128,865
14,279
1,144,054
850,612
361,653
2,377
47,557
11,561
23,307
132,093
237,078
74,169
157,635
57,972
3,481,008
518,100
489,250
572,000
1,913,447
17,400
377,319
120,800
240,000
98,000
117,500
49,500
470,080
219,060
61,540
51,977
13,558,000
1,264,079
8,001
202,668
81,178
35,360
204,453
39,148
12,214
Book Value
1,535,744
881,057
13,447,259
2,455,870
2,787,157
667,770
906,408
2,945,650
2,225,299
501,221
1,892,743
330,450
71,184,009
19,083,101
10,546,208
676,319
129,477
322,300
1,115,229
11,237,583
2,837,670
319,570
551,906
24,303,596
25,031
1,159,830
1,421,729
33,282,628
561,148
27,559,160
1,540,136
918,075
333,489
1,628,766
251,144
1,799,318
31,239,509
643,735
7,987,898
1,118,830
53,558,812
63,414
21,606,145
7,415,215
11,088,835
297,394,143
8,853,502
2,218,903
Market Value
1,641,609
1,020,490
11,376,934
4,103,750
5,079,014
812,678
1,175,746
3,009,243
2,800,509
979,550
1,475,440
293,838
93,402,101
23,845,720
2,935,731
28,315
1,308,854
60,185
168,009
1,233,731
17,610,339
2,263,064
193,087
376,042
20,545,916
24,473
1,661,245
1,609,538
25,449,880
700,011
30,169,195
2,412,178
914,002
427,483
1,530,992
310,459
1,645,690
18,116,616
574,121
4,402,433
1,114,287
49,362,350
84,411
20,783,946
6,055,747
17,448,718
299,382,425
10,535,712
2,504,397

Security Name
SAMSUNG FIRE + MARINE INS
SAMSUNG HEAVY INDUSTRIES
SAMSUNG LIFE INSURANCE CO
SAMSUNG SDI CO LTD
SAMSUNG SECURITIES CO LTD
SAMSUNG TECHWIN CO LTD
SAMYANG CORPORATION
SAMYANG GENEX CO LTD
SAN A CO LTD
SAN AI OIL CO LTD
SAN IN GODO BANK LTD/THE
SANDEN CORP
SANDS CHINA LTD
SANDVIK AB
SANEI INTERNATIONAL CO LTD
SANGETSU CO LTD
SANKEI BUILDING CO LTD/THE
SANKEN ELECTRIC CO LTD
SANKI ENGINEERING CO LTD
SANKYO CO LTD
SANKYO SEIKO CO LTD
SANKYO TATEYAMA HOLDINGS INC
SANKYU INC
SANLAM LTD
SANOFI AVENTIS
SANOH INDUSTRIAL CO LTD
SANOMA OYJ
SANRIO CO LTD
SANSHIN ELECTRONICS CO LTD
SANTAM LTD
SANTEN PHARMACEUTICAL CO LTD
SANTOS BRASIL PARTICIPACOES
SANTOS LTD
SANWA HOLDINGS CORP
SANYANG INDUSTRIAL CO LTD
SANYO CHEMICAL INDUSTRIES
SANYO DENKI CO LTD
SANYO ELECTRIC (TAIWAN) CO
SANYO ELECTRIC CO LTD
SANYO SHOKAI LTD
SANYO SPECIAL STEEL CO LTD
SAP AG COMMON
SAPPI LIMITED
SAPPORO HOKUYO HOLDINGS INC
SAPPORO HOLDINGS LTD
SAPURACREST PETROLEUM BHD
SAPUTO INC
SARANTIS SA
SARAS SPA
Shares
111,156
187,571
78,924
42,762
42,186
33,536
31,130
70,000
24,600
93,000
88,943
324,000
1,520,755
821,720
21,900
92,835
63,200
387,000
170,000
48,646
138,500
743,000
854,000
8,849,662
2,071,445
57,800
54,377
135,800
69,900
24,228
101,399
3,000
744,848
710,000
391,000
183,000
150,000
35,000
1,947,140
194,000
386,000
1,221,278
248,587
197,178
186,510
101,800
98,103
88,367
845,617
Book Value
37,628,376
14,474,836
18,706,903
14,255,523
9,962,757
9,787,115
1,139,265
4,341,849
806,670
408,521
2,943,262
1,005,982
7,952,053
38,591,154
227,130
1,903,758
351,765
1,574,807
1,303,259
7,348,904
312,338
728,646
3,693,642
20,539,311
286,419,005
297,893
3,197,131
1,290,397
586,669
268,860
6,283,709
14,303
27,505,312
2,534,592
173,144
926,323
615,834
36,424
14,773,512
765,412
1,698,649
136,414,214
1,015,181
5,779,877
5,020,544
43,115
9,306,866
802,756
5,563,725
Market Value
31,718,094
11,542,450
16,014,149
14,947,446
7,356,800
11,353,694
1,444,453
3,586,027
943,802
353,125
2,687,163
893,389
8,917,679
37,040,449
255,158
1,937,691
327,820
1,517,561
1,267,940
6,402,745
383,461
856,436
3,435,688
26,390,367
235,493,167
419,995
2,493,866
1,548,448
593,230
353,095
7,947,752
24,965
24,134,911
2,166,346
155,760
1,187,049
737,371
33,386
9,876,114
716,895
1,757,916
130,696,752
969,599
3,417,761
3,158,809
69,491
10,953,481
476,259
3,086,993

Security Name
SAS AB
SASEBO HEAVY INDUSTRIES CO
SASOL LTD
SATO CORP
SAVANNA ENERGY SERVICES CORP
SAVIA A
SAVILLS PLC
SAWAI PHARMACEUTICAL CO LTD
SBERBANK UNSPON GDR REGS
SBI HOLDINGS INC
SBM OFFSHORE NV
SCANIA AB B SHS
SCHIBSTED ASA
SCHINDLER HOLDING AG REG
SCHINDLER HOLDING PART CERT
SCHMOLZ BICKENBACH AG REG
SCHNEIDER ELECTRIC SA
SCHOELLER BLECKMANN OILFIELD
SCHOUW + CO
SCHRODER IMMOPLUS
SCHRODERS PLC
SCHRODERS PLC NON VOTING
SCHULTHESS GROUP REG
SCHWEITER TECHNOLOGIES AG BR
SCOR SE
SCORPION OFFSHORE LTD
SCOTTISH + SOUTHERN ENERGY
SDL PLC
SEADRILL LTD
SEAH BESTEEL CORP
SEAT PAGINE GIALLE
SEB SA
SECHE ENVIRONNEMENT
SECHILIENNE SIDEC
SECOM CO LTD
SECOM TECHNO SERVICE CO LTD
SECTRA AB B
SECURITAS AB B SHS
SEEK LTD
SEGA SAMMY HOLDINGS INC
SEIKA CORP
SEIKAGAKU CORP
SEIKO EPSON CORP
SEIKO HOLDINGS CORP
SEINO HOLDINGS CO LTD
SEIREN CO LTD
SEKERBANK
SEKISUI CHEMICAL CO LTD
SEKISUI HOUSE LTD
Shares
648,638
374,000
997,725
50,000
241,400
228,906
404,991
36,300
36,933
10,578
128,819
382,051
245,077
18,891
22,978
81,587
330,873
36,922
43,416
2,958
146,431
32,027
24,979
3,318
242,754
130,400
928,578
235,091
1,000,778
111,200
6,092,530
81,705
19,957
87,056
174,127
12,000
52,139
278,074
1,034,697
260,675
195,000
135,400
168,503
430,265
206,190
149,500
239,751
551,851
378,540
Book Value
3,621,065
839,991
30,481,565
518,791
2,203,662
159,457
1,893,976
1,836,139
8,743,568
7,678,523
8,251,211
15,472,379
3,159,217
4,274,999
4,038,114
3,193,422
81,586,159
2,123,796
1,040,209
2,542,456
9,153,576
2,119,441
1,386,499
1,235,389
14,968,726
877,368
58,824,242
1,351,426
27,918,737
1,583,880
1,523,507
3,701,292
1,509,196
4,148,332
23,319,391
314,784
328,885
9,119,394
5,798,046
5,713,405
447,373
1,447,863
9,331,517
1,269,667
3,576,152
786,865
238,564
8,846,432
14,152,462
Market Value
2,075,442
701,593
35,739,947
606,283
1,374,366
0
1,666,243
3,482,733
9,319,284
5,230,140
6,227,435
17,214,459
4,748,422
6,180,837
5,325,163
2,186,548
83,327,136
1,688,052
885,261
2,712,906
8,294,120
1,871,981
798,003
1,676,923
11,074,153
810,094
43,832,665
1,641,123
28,349,550
1,820,019
1,016,425
5,330,286
1,289,491
2,228,670
22,109,615
349,870
200,998
8,364,927
6,126,439
7,640,386
407,673
1,390,876
5,610,025
1,541,349
3,718,433
794,045
225,630
8,181,512
11,301,831

Security Name
SEKISUI JUSHI CORP
SEKISUI PLASTICS CO LTD
SELOGER.COM
SEMAFO INC
SEMAPA SOCIEDADE DE INVESTIM
SEMBCORP INDUSTRIES LTD
SEMBCORP MARINE LTD
SEMEN GRESIK (PERSERO) PT
SEMICONDUCTOR MANUFACTURING
SEMPERIT AG HOLDING
SENAO INTERNATIONAL CO LTD
SENIOR PLC
SENKO CO LTD
SENSHUKAI CO LTD
SEOUL SEMICONDUCTOR CO LTD
SEQUANA CAPITAL
SERCO GROUP PLC
SES
SESA GOA LTD
SEVAN MARINE ASA
SEVEN + I HOLDINGS CO LTD
SEVEN GROUP HOLDINGS LTD
SEVERFIELD ROWEN PLC
SEVERN TRENT PLC
SEWON CELLONTECH CO LTD
SFA ENGINEERING CORP
SFCG CO. LTD
SGL CARBON SE
SGS SA REG
SHANDONG CHENMING PAPER B
SHANGHAI ELECTRIC GRP CO L H
SHANGHAI FORTE LAND CO H
SHANGHAI INDUSTRIAL HLDG LTD
SHANGHAI JIN JIANG INTL HO H
SHANGRI LA ASIA LTD
SHANKS GROUP PLC
SHARP CORP
SHAW COMMUNICATIONS INC B
SHAWCOR LTD CLASS A
SHENZHEN EXPRESSWAY CO H
SHENZHEN INTL HOLDINGS
SHENZHEN INVESTMENT LTD
SHENZHOU INTERNATIONAL GROUP
SHERRITT INTERNATIONAL CORP
SHIBAURA MECHATRONICS CORP
SHIBUSAWA WAREHOUSE CO LTD
SHIBUYA KOGYO CO LTD
SHIGA BANK LTD/THE
SHIH WEI NAVIGATION CO LTD
Shares
109,833
124,000
38,473
813,900
145,634
1,712,980
1,781,626
20,670,648
13,832,393
47,476
53,000
1,225,570
172,000
110,100
134,755
174,215
1,562,224
608,389
1,148,719
1,618,621
660,739
495,659
272,222
256,012
83,590
28,248
6,340
198,717
4,536
369,600
1,646,000
574,000
1,090,189
134,000
908,019
1,211,680
1,180,032
306,584
177,200
304,000
2,217,822
32,675,934
2,748,000
897,700
80,000
177,500
34,047
112,349
36,300
Book Value
866,188
405,618
1,033,257
3,635,017
1,381,108
10,125,194
7,001,438
15,474,279
2,687,176
1,433,021
80,642
1,321,488
600,078
734,042
4,762,727
1,933,508
11,345,464
23,684,863
8,618,008
3,864,552
53,446,013
2,841,758
1,014,846
15,525,268
666,932
1,016,915
131
7,649,727
18,451,902
280,574
770,889
174,655
4,271,815
34,001
8,200,860
1,946,307
38,775,384
20,034,507
3,873,094
149,848
158,886
13,763,286
3,745,084
6,167,263
348,359
753,604
260,802
2,776,032
50,849
Market Value
991,712
582,936
1,388,320
6,165,619
1,311,324
10,091,151
9,388,877
19,952,363
3,590,262
1,631,493
85,113
2,255,296
530,636
603,441
4,835,660
2,135,027
13,742,981
25,569,417
8,775,229
1,186,248
44,154,891
2,403,100
863,415
12,662,999
367,341
1,532,648
143
5,756,611
20,754,863
254,875
731,354
151,845
4,360,952
30,458
6,662,582
1,812,793
28,999,961
19,129,238
4,477,316
133,903
138,131
9,483,265
3,151,299
4,832,112
370,663
617,810
282,026
2,561,838
48,183

Security Name
SHIHLIN ELECTRIC + ENGINEER
SHIHLIN PAPER
SHIKOKU BANK LTD/THE
SHIKOKU CHEMICALS CORP
SHIKOKU ELECTRIC POWER CO
SHIKUN + BINUI LTD
SHIMA SEIKI MFG LTD
SHIMACHU CO LTD
SHIMADZU CORP
SHIMAMURA CO LTD
SHIMANO INC
SHIMAO PROPERTY HOLDINGS LTD
SHIMIZU BANK LTD/THE
SHIMIZU CORP
SHIMOJIMA CO LTD
SHIN ETSU CHEMICAL CO LTD
SHIN ETSU POLYMER CO LTD
SHIN KEISEI ELECTRIC RAILWAY
SHIN KOBE ELECTRIC MACHINERY
SHIN KONG FINANCIAL HOLDING
SHIN NIPPON BIOMEDICAL LABOR
SHIN ZU SHING CO LTD
SHINDENGEN ELECTRIC MFG
SHINHAN FINANCIAL GROUP LTD
SHINING BUILDING BUSINESS CO
SHINKAWA LTD
SHINKO ELECTRIC INDUSTRIES
SHINKO PLANTECH CO LTD
SHINKO SHOJI CO LTD
SHINKONG SYNTHETIC FIBERS
SHINKONG TEXTILE CO LTD
SHINMAYWA INDUSTRIES LTD
SHINSEGAE CO LTD
SHINSEI BANK LTD
SHINSUNG HOLDINGS CO LTD
SHINWA CO LTD
SHINWA KAIUN KAISHA LTD
SHINWHA INTERTEK CORP
SHIONOGI + CO LTD
SHIP HEALTHCARE HOLDINGS INC
SHIPPING CORP OF INDIA LTD
SHIRE PLC
SHIROKI CORP
SHISEIDO COMPANY LIMITED
SHISEIDO COMPANY LIMITED
SHIZUOKA BANK LTD/THE
SHIZUOKAGAS CO LTD
SHO BOND HOLDINGS CO LTD
SHOCHIKU CO LTD
Shares
95,000
4,000
505,000
72,000
112,620
370,223
20,918
74,640
185,349
33,148
54,957
893,620
22,100
551,266
22,200
306,678
126,400
68,000
47,000
4,912,253
41,900
7,753
160,000
615,973
10,000
46,900
110,144
127,200
58,400
252,000
5,000
277,000
31,283
1,999,418
79,630
33,463
202,000
76,350
326,976
954
52,410
605,630
82,000
194,083
108,232
362,062
93,000
66,900
298,000
Book Value
114,965
9,071
1,914,017
315,247
11,467,315
527,072
1,694,181
4,208,063
5,078,280
5,623,551
7,388,860
5,514,750
878,023
7,898,848
263,472
49,545,332
692,392
238,984
427,276
2,329,717
241,674
34,177
396,559
56,995,537
10,881
614,709
2,416,739
1,215,191
516,463
100,009
7,097
992,905
29,673,163
10,260,553
313,513
492,853
752,173
1,036,965
14,865,845
561,352
155,829
27,923,476
179,295
15,604,820
2,039,942
13,897,651
458,901
1,186,392
2,192,080
Market Value
104,072
7,693
1,643,576
379,161
12,596,699
650,692
2,047,205
3,128,056
4,271,703
6,189,392
8,089,942
5,490,981
897,836
5,653,204
311,839
42,173,036
755,629
272,031
368,075
1,696,964
173,301
23,598
544,242
55,532,189
9,430
667,804
3,365,555
1,137,023
502,231
84,702
5,104
1,023,607
24,856,510
4,149,072
376,005
381,559
531,879
877,863
16,784,264
684,586
178,461
33,557,331
196,452
16,863,367
2,409,504
11,760,208
634,784
1,351,760
2,155,272

Security Name
SHOEI COMPANY LIMITED
SHOKO CO LTD
SHOPPERS DRUG MART CORP
SHOPRITE HOLDINGS LTD
SHOUGANG CONCORD INTL ENT CO
SHOWA AIRCRAFT INDUSTRY
SHOWA CORP
SHOWA DENKO K K
SHOWA SANGYO CO LTD
SHOWA SHELL SEKIYU KK
SHREE RENUKA SUGARS LTD
SHRIRAM TRANSPORT FINANCE
SHUFERSAL LTD
SHUI ON CONSTRUCTION + MATER
SHUI ON LAND LTD
SHUN TAK HOLDINGS LTD
SIA ENGINEERING CO
SIAM CEMENT PUB CO FOR REG
SIAM CITY CEMENT PCL FOR
SIAM COMMERCIAL BANK FOREIGN
SIAM MAKRO PUBLIC CO FOREIGN
SIAS SPA
SICHUAN EXPRESSWAY CO H
SIDENOR
SIDI KERIR PETROCHEMICALS CO
SIEGFRIED HOLDING AG REG
SIEMENS AG REG
SIEMENS INDIA LTD
SIERRA WIRELESS INC
SIG PLC
SIGMA PHARMACEUTICALS LTD
SIGNET JEWELERS LTD
SIKA AG BR
SILEX SYSTEMS LTD
SILIC
SILICON INTEGRATED SYSTEMS
SILICON ON INSULATOR SOITEC
SILICONWARE PRECISION INDS
SILITECH TECHNOLOGY CORP
SILVER GRANT INTL LTD.
SILVER STANDARD RESOURCES
SILVER WHEATON CORP
SILVERCORP METALS INC
SIMCORP A/S
SIME DARBY BERHAD
SIMPLEX TECHNOLOGY INC
SIMPLO TECHNOLOGY CO LTD
SIMS METAL MANAGEMENT LTD
SINANEN CO LTD
Shares
96,800
173,000
145,172
2,190,526
26,707,731
51,008
219,200
705,386
276,000
161,513
12,297
1,435,180
420,434
604,000
1,091,943
959,896
701,625
481,100
292,500
6,438,344
114,600
208,757
74,000
118,789
183,333
6,582
964,382
43,097
96,900
2,151,409
721,704
9,514
3,782
449,753
39,954
28,000
261,953
4,142,667
630,000
5,076,574
242,500
1,051,500
500,400
14,679
1,571,000
830
9,300
126,881
95,000
Book Value
909,851
214,117
24,497,731
16,001,191
4,605,241
305,477
1,264,777
6,597,190
791,640
3,101,756
16,592
11,442,133
2,398,482
963,795
2,570,017
1,695,084
2,963,820
2,738,474
1,305,848
15,002,304
278,190
1,603,103
27,154
1,177,888
396,200
724,083
237,783,785
594,894
743,172
4,640,065
3,193,466
314,582
4,604,514
2,420,955
4,010,953
19,165
2,045,605
4,504,015
2,229,953
939,608
5,052,496
10,521,096
1,915,553
2,322,023
3,210,221
469,219
37,306
11,100,632
443,290
Market Value
650,876
240,468
16,674,344
23,674,643
3,806,987
383,900
1,238,558
5,040,024
835,891
2,262,280
17,951
17,829,666
2,818,152
667,823
1,855,267
1,958,057
3,056,353
4,158,938
1,968,663
16,150,523
389,194
1,764,375
40,672
308,470
394,282
549,339
239,601,141
684,801
644,693
3,273,439
999,241
264,181
6,733,843
1,747,466
3,964,113
17,559
2,353,233
4,518,945
1,627,375
1,447,255
4,333,576
21,106,192
3,296,288
2,351,015
3,882,008
607,797
50,796
7,156,630
395,073

Security Name
SINCERE NAVIGATION
SINDOH CO LTD
SINFONIA TECHNOLOGY CO LTD
SINGAMAS CONTAINER HLDGS
SINGAPORE AIRLINES LTD
SINGAPORE AIRPORT TERMINAL S
SINGAPORE EXCHANGE LTD
SINGAPORE LAND LTD
SINGAPORE POST LTD
SINGAPORE PRESS HOLDINGS LTD
SINGAPORE TECH ENGINEERING
SINGAPORE TELECOMMUNICATIONS
SINGULUS TECHNOLOGIES
SINO AMERICAN SILICON PRODUC
SINO BIOPHARMACEUTICAL
SINO FOREST CORPORATION
SINO I TECHNOLOGY LTD
SINO LAND CO
SINO OCEAN LAND HOLDINGS
SINO UNION ENERGY INVESTMENT
SINOFERT HOLDINGS LTD
SINOLINK WORLDWIDE HOLDINGS
SINOPAC FINANCIAL HOLDINGS
SINOPEC SHANGHAI PETROCHEM H
SINOPEC YIZHENG CHEMICAL H
SINOPHARM GROUP CO H
SINOTRANS LIMITED H
SINOTRANS SHIPPING LTD
SINOTRUK HONG KONG LTD
SINTEK PHOTRONIC CORP
SINTEX INDUSTRIES LTD
SINTOKOGIO LTD
SINYI REALTY CO
SIPEF NV
SIX OF OCTOBER DEVELOPMENT
SIXT AG
SIXT AG PRFD
SJM HOLDINGS LTD
SK BROADBAND CO LTD
SK CHEMICALS CO LTD
SK COMMUNICATIONS CO LTD
SK ENERGY CO LTD
SK GAS CO LTD
SK HOLDINGS CO LTD
SK NETWORKS CO LTD
SK SECURITIES CO LTD
SK TELECOM
SKANDINAVISKA ENSKILDA BAN A
SKANSKA AB B SHS
Shares
95,000
111,398
227,000
5,536,000
793,818
2,494,467
683,951
100,604
2,104,720
1,004,272
1,736,922
6,929,387
105,443
19,198
7,368,000
746,100
24,430,000
3,723,681
13,153,458
7,510,000
1,211,520
10,806,000
5,599,000
1,134,000
446,000
174,800
2,189,000
594,912
214,824
78,000
82,572
131,600
23,000
20,657
1,686
25,924
26,882
7,045,000
444,403
63,822
39,598
56,712
52,963
141,770
168,848
737,600
51,992
1,668,731
459,264
Book Value
114,006
6,911,636
563,049
1,009,629
17,273,435
4,013,337
13,554,379
1,778,130
3,281,606
10,809,296
8,528,673
46,809,553
562,229
47,890
3,021,831
9,360,881
183,846
14,965,161
12,574,631
844,077
575,989
1,689,324
1,990,820
442,033
117,378
759,194
564,704
281,879
230,521
56,126
467,459
1,008,478
46,138
999,430
28,661
717,775
589,241
2,387,018
1,901,855
3,321,852
305,075
17,925,316
2,498,563
20,006,545
3,497,523
1,752,747
18,021,924
35,411,907
18,172,514
Market Value
111,316
4,886,322
464,312
1,094,809
19,687,279
4,788,462
14,129,859
1,794,332
3,843,134
10,640,429
10,285,481
46,873,037
639,328
41,346
2,876,369
10,622,964
125,489
14,861,515
9,526,657
655,798
480,740
1,554,191
1,786,090
433,961
91,638
645,358
500,365
227,662
171,591
50,857
577,533
1,003,842
42,591
1,193,025
24,272
604,761
520,259
5,970,991
2,185,711
3,494,120
651,344
16,543,604
1,755,371
16,289,598
2,595,724
1,243,453
16,403,677
30,181,215
17,316,307

Security Name
SKC CO LTD
SKF AB B SHS
SKILLED GROUP LTD
SKISTAR AB
SKY CITY ENTERTAINMENT GROUP
SKY DEUTSCHLAND AG
SKY NETWORK TELEVISION LTD
SKY PERFECT JSAT HOLDINGS
SKYWORTH DIGITAL HLDGS LTD
SLIGRO FOOD GROUP NV
SM INVESTMENTS CORP
SM PRIME HOLDINGS INC
SMA SOLAR TECHNOLOGY AG
SMARTONE TELECOMMUNICATIONS
SMC CORP
SMITH + NEPHEW PLC
SMITHS GROUP PLC
SMITHS NEWS PLC
SMK CORP
SMRT CORP LTD
SMS MANAGEMENT + TECH LTD
SMURFIT KAPPA GROUP PLC
SNAI SPA
SNAM RETE GAS
SNC LAVALIN GROUP INC
SNS REAAL
SO NET ENTERTAINMENT CORP
SOC QUIMICA Y MINERA CHILE B
SOCIETE BIC SA
SOCIETE DES AUTOROUTES PARIS
SOCIETE GENERALE
SOCO INTERNATIONAL PLC
SODEXO
SODICK CO LTD
SODIFF ADVANCED MATERIALS CO
SOFINA
SOFT WORLD INTL CORP
SOFTBANK CORP
SOFTWARE AG
SOGEFI
SOHGO SECURITY SERVICES CO
SOHO CHINA LTD
SOJITZ CORP
SOL MELIA SA
SOLAR APPLIED MATERIALS TECH
SOLAR MILLENNIUM AG
SOLARIA ENERGIA Y MEDIO AMBI
SOLARWORLD AG
SOLVAY SA
Shares
9,101
513,674
442,829
86,634
361,334
1,244,177
197,177
1,778
8,796,000
67,320
235,036
1,733,372
33,779
833,500
135,828
1,566,530
357,661
561,968
183,000
475,020
204,771
427,623
181,823
1,931,829
95,201
901,670
392
121,179
43,865
14,255
739,409
1,018,452
124,897
162,700
24,340
55,718
9,059
494,055
96,230
145,046
67,342
1,312,219
1,681,378
227,069
7,100
38,760
123,497
52,777
79,086
Book Value
611,330
19,656,427
841,824
1,175,287
4,035,760
5,578,485
1,987,591
1,200,159
10,603,778
1,976,870
1,728,956
351,650
3,504,247
642,672
28,767,694
30,765,357
20,825,420
999,208
815,177
2,140,084
690,726
2,632,872
835,437
23,240,527
17,378,665
6,234,700
824,734
3,137,899
6,132,296
4,765,132
186,879,817
5,725,538
19,824,811
522,450
1,825,355
4,864,250
48,090
28,736,982
7,383,775
347,134
1,658,378
2,307,871
10,364,092
1,644,961
16,785
1,371,880
367,531
7,864,476
17,241,862
Market Value
856,079
22,977,899
405,829
1,349,829
2,763,797
2,048,246
1,770,367
1,081,963
5,896,268
1,954,309
2,129,546
411,328
3,498,747
866,986
31,656,648
30,387,619
17,141,910
992,096
810,668
2,948,044
1,030,841
3,473,812
636,965
20,193,482
14,898,717
3,967,205
942,235
3,953,052
7,785,997
3,664,885
88,139,073
6,058,251
19,140,350
522,170
2,360,370
4,339,271
44,264
39,811,538
9,967,269
362,440
1,607,934
2,999,010
6,308,404
1,453,265
15,777
833,224
251,111
2,311,119
13,397,586

Security Name
SONAE CAPITAL SGPS SA
SONAE INDUSTRIA SGPS SA/NEW
SONAE SGPS SA
SONAECOM SGPS SA
SONGA OFFSHORE SE
SONIC HEALTHCARE LTD
SONIX TECHNOLOGY CO LTD
SONOVA HOLDING AG REG
SONY CORP
SONY FINANCIAL HOLDINGS INC
SOPRA GROUP
SORIN SPA
SOS CORPORACION ALIMENTARIA
SOTETSU HOLDINGS INC
SOUND GLOBAL LTD
SOUTH AUSTRALIA COAL CORPORATI
SOUTH VALLEY CEMENT
SOUTHERN CROSS HEALTHCARE
SOUZA CRUZ SA
SP AUSNET
SP SETIA BHD
SPAR GROUP LIMITED/THE
SPAREBANK 1 SMN
SPAREBANK 1 SR BANK
SPARKASSEN IMMOBILIEN AG
SPECTRIS PLC
SPEEDY HIRE PLC
SPERIAN PROTECTION
SPICE PLC
SPIR COMMUNICATION
SPIRAX SARCO ENGINEERING PLC
SPIRENT PLC
SPONDA OYJ
SPORTS DIRECT INTERNATIONAL
SPOTLESS GROUP LTD
SPROTT INC
SQUARE ENIX HOLDINGS CO LTD
SRE GROUP LTD
SRI SPORTS LTD
SSAB AB B SHARES
SSAB AB A SHARES
SSANGYONG CEMENT IND
SSANGYONG MOTOR CO
SSCP CO LTD
SSL INTERNATIONAL PLC
ST BARBARA LTD
ST CORP
ST GALLER KANTONALBANK REG
ST JAMES S PLACE PLC
Shares
386,898
218,539
3,779,318
332,004
421,055
244,043
23,000
42,783
1,057,033
921
17,947
720,979
316,688
199,814
2,362,000
243,064
332,437
577,782
427,400
849,794
780,100
454,043
289,250
372,668
209,589
355,313
1,588,995
7,018
1,073,994
7,732
233,470
2,082,729
639,188
874,768
119,241
138,200
23,135
8,304,000
354
59,313
170,898
170,920
110,971
62,521
783,145
6,052,691
46,100
6,870
590,196
Book Value
435,003
722,344
3,714,235
764,924
2,152,091
10,624,007
57,306
10,133,406
111,902,713
9,324,894
944,433
875,011
3,396,238
2,758,554
1,639,561
17,043
397,288
1,294,244
8,906,107
3,030,371
698,848
4,231,757
1,811,341
2,358,302
1,360,084
3,820,185
1,269,988
486,136
1,343,120
282,063
3,620,833
2,409,060
2,180,858
1,212,231
1,464,768
479,614
2,384,113
952,689
301,479
3,626,991
10,118,340
1,404,670
1,700,904
480,201
6,562,029
1,484,054
493,230
2,557,486
2,047,386
Market Value
227,478
564,287
3,522,888
561,614
1,044,358
8,390,989
47,744
16,557,615
77,764,137
8,465,162
1,165,114
1,279,652
632,295
3,463,456
1,311,188
0
315,161
298,225
16,123,828
2,143,075
1,009,612
4,726,530
1,899,230
2,641,796
1,250,767
4,125,087
576,494
988,580
867,673
167,257
4,785,331
3,418,218
1,941,695
1,365,015
841,208
465,587
1,675,464
821,107
356,840
2,812,595
8,321,110
753,916
1,271,390
374,523
9,490,465
1,789,342
527,214
3,032,522
1,873,708

Security Name
ST. MODWEN PROPERTIES PLC
STADA ARZNEIMITTEL AG
STAGECOACH GROUP PLC
STALLERGENES
STANDARD BANK GROUP LTD
STANDARD CHARTERED PLC
STANDARD FOODS CORP
STANDARD LIFE PLC
STANLEY ELECTRIC CO LTD
STANTEC INC
STAR MICRONICS CO LTD
STARHUB LTD
STARZEN CO LTD
STATE BANK OF INDIA
STATOIL ASA
STATS CHIPPAC LTD
STEEL AUTHORITY OF INDIA
STEINHOFF INTL HOLDINGS LTD
STELLA CHEMIFA CORPORATION
STELLA INTERNATIONAL
STERLING BIOTECH LTD
STERLITE INDUSTRIES INDIA LT
STHREE PLC
STMICROELECTRONICS NV
STOCKMANN OYJ ABP B SHARE
STOLT NIELSEN S.A.
STORA ENSO OYJ R SHS
STOREBRAND ASA
STORM EXPLORATION INC
STRABAG SE BR
STRAITS ASIA RESOURCES LTD
STRAITS RESOURCES LTD
STRAUMANN HOLDING AG REG
STRAUSS GROUP LTD
STUDIO ALICE CO LTD
STW COMMUNICATIONS GROUP LTD
STX CORPORATION
STX ENGINE CO LTD
STX OFFSHORE + SHIPBUILDING
STX PAN OCEAN CO LTD
SUBSEA 7 INC
SUCCESS UNIVERSE GROUP LTD
SUEDZUCKER AG
SUEZ ENVIRONNEMENT SA
SUEZ ENVIRONNEMENT SA
SUGI PHARMACY CO LTD
SUL AMERICA SA UNITS
SULZER AG REG
SUMCO CORP
Shares
463,073
184,822
2,422,547
29,913
4,289,426
1,540,001
14,000
1,912,244
172,966
140,800
117,800
1,357,940
134,000
210,771
2,096,567
277,917
329,590
1,376,425
28,900
751,500
29,771
1,422,000
283,090
479,182
90,539
78,813
475,011
726,069
140,400
77,680
2,303,000
761,390
4,590
64,753
15,700
1,129,664
174,714
66,690
85,914
64,921
342,131
3,048,000
86,106
232,263
64,136
78,100
198,300
122,544
82,325
Book Value
1,600,867
6,283,154
6,992,854
2,193,737
44,003,630
115,970,583
27,309
26,802,351
7,858,256
3,519,775
1,313,376
3,977,869
293,532
8,252,973
121,957,024
874,769
1,267,421
2,473,692
855,260
1,111,401
77,669
4,819,480
895,090
19,430,523
2,304,404
1,077,819
13,971,386
9,405,503
1,401,346
4,752,631
3,418,401
2,146,183
4,345,930
1,196,877
153,554
716,867
4,322,914
1,333,726
2,480,346
2,875,128
5,057,227
227,685
3,858,474
22,766,956
1,131,606
1,798,539
3,996,737
9,311,277
4,809,910
Market Value
1,294,849
6,182,670
6,415,135
1,904,570
57,292,693
130,116,706
34,116
15,681,680
7,231,744
3,124,325
1,234,045
4,162,564
354,345
10,460,268
86,260,477
877,933
1,371,725
3,197,857
949,072
1,451,437
69,324
5,214,051
1,066,874
13,969,492
2,805,802
921,059
11,675,887
8,098,569
1,773,084
2,927,010
3,299,191
839,256
3,892,386
1,618,612
138,034
873,066
3,761,408
1,143,368
1,739,698
2,343,100
5,200,503
115,467
3,656,491
15,084,287
1,067,240
1,593,067
4,839,510
11,511,761
4,564,326

Security Name
SUMIDA CORP
SUMIKIN BUSSAN CORP
SUMISHO COMPUTER SYSTEMS
SUMITOMO BAKELITE CO LTD
SUMITOMO CHEMICAL CO LTD
SUMITOMO CORP
SUMITOMO ELECTRIC INDUSTRIES
SUMITOMO FORESTRY CO LTD
SUMITOMO HEAVY INDUSTRIES
SUMITOMO LIGHT METAL IND LTD
SUMITOMO METAL INDUSTRIES
SUMITOMO METAL MINING CO LTD
SUMITOMO MITSUI CONSTRUCTION
SUMITOMO MITSUI FINANCIAL GR
SUMITOMO OSAKA CEMENT CO LTD
SUMITOMO PRECISION PRODUCTS
SUMITOMO REAL ESTATE SALES
SUMITOMO REALTY + DEVELOPMNT
SUMITOMO RUBBER INDUSTRIES
SUMITOMO SEIKA CHEMICALS CO
SUMITOMO TRUST + BANKING CO
SUMITOMO WAREHOUSE CO LTD
SUMMARECON AGUNG TBK PT
SUN HUNG KAI PROPERTIES
SUN INTERNATIONAL LTD
SUN LIFE FINANCIAL INC
SUN PHARMACEUTICAL INDUS
SUN TV NETWORK LTD
SUNCOR ENERGY INC
SUNCORP METWAY LIMITED
SUNDANCE RESOURCES LTD
SUNDRUG CO LTD
SUNG KWANG BEND CO LTD
SUNLAND GROUP LTD
SUNLIGHT REAL EST
SUNPLUS TECHNOLOGY CO LTD
SUNREX TECHNOLOGY CORP
SUNX LTD
SUPALAI PUBLIC CO LTD FOR
SUPER CHEAP AUTO GROUP LTD
SUPERIOR PLUS CORP
SURUGA BANK LTD
SURUGA CORPORATION
SUZANO PAPEL E CELULOSE SA
SUZLON ENERGY LTD
SUZLON ENERGY LTDRTS
SUZUKEN CO LTD
SUZUKI MOTOR CORP
SVENSKA CELLULOSA AB B SHS
Shares
31,400
470,000
17,000
132,060
933,734
1,082,816
800,990
205,315
1,087,917
997,000
2,950,173
516,689
337,300
1,706,028
216,075
81,000
6,968
416,995
444,964
107,000
1,098,545
453,000
9,295,000
1,629,573
47,809
436,253
475,923
11,800
1,158,970
1,454,820
8,396,906
12,689
65,998
727,566
3,622,000
215,078
15,000
44,300
7,628,600
177,337
323,300
176,175
5,400
314,050
235,637
29,979
74,938
364,448
800,919
Book Value
252,674
1,197,101
1,209,437
2,685,769
18,992,269
34,828,067
22,740,941
3,539,525
11,652,920
1,071,730
35,027,790
24,212,212
356,569
243,717,577
1,953,661
311,237
1,092,029
28,407,423
6,218,800
404,892
24,707,333
2,016,540
305,226
63,648,447
544,504
53,524,604
7,487,416
77,632
151,293,047
37,464,876
1,255,190
1,275,800
1,334,915
785,566
660,347
193,527
16,050
165,540
1,336,668
498,872
4,327,981
6,258,153
3,057
1,948,944
432,391
5,508,838
26,535,184
24,583,417
Market Value
316,165
1,019,776
926,753
2,551,145
12,582,903
28,430,376
22,473,546
3,662,668
11,283,689
1,036,547
21,872,357
19,982,272
259,198
123,383,314
1,620,111
262,708
1,246,139
22,273,390
6,445,628
390,564
17,541,066
2,124,477
871,566
71,239,735
514,525
38,521,355
18,434,395
111,763
118,513,988
25,723,532
922,018
1,213,285
1,085,596
417,886
930,250
150,943
14,682
239,798
2,249,248
807,356
3,894,264
4,918,258
3,356
2,650,042
293,754
5,589,426
22,443,853
22,631,087

Security Name
SVENSKA HANDELSBANKEN A SHS
SWATCH GROUP AG/THE BR
SWATCH GROUP AG/THE REG
SWCC SHOWA HOLDINGS CO LTD
SWEDBANK AB A SHARES
SWEDISH MATCH AB
SWIBER HOLDINGS LTD
SWIRE PACIFIC LTD A
SWIRE PACIFIC LTD A
SWISS LIFE HOLDING AG REG
SWISS PRIME SITE REG
SWISS REINSURANCE CO LTD REG
SWISSCOM AG REG
SWISSQUOTE GROUP HOLDING REG
SXC HEALTH SOLUTIONS CORP
SYDBANK A/S
SYMRISE AG
SYNCMOLD ENTERPRISE CORP
SYNDICATE BANK
SYNEAR FOOD HOLDINGS LTD
SYNERGY HEALTH PLC
SYNGENTA AG REG
SYNNEX TECHNOLOGY INTL CORP
SYNTHES INC
SYNTHOS SA
SYSMEX CORPORATION
SYSMEX CORPORATION
SYSTEX CORP
T HASEGAWA CO LTD
T JOIN TRANSPORTATION CO
T M G HOLDING
T RAD CO LTD
T+D HOLDINGS INC
TA CHEN STAINLESS PIPE CO
TA CHONG BANK LTD
TABCORP HOLDINGS LTD
TACHI S CO LTD
TADANO LTD
TAEKWANG INDUSTRIAL CO LTD
TAEWOONG CO LTD
TAEYOUNG ENGINEERING + CONST
TAI CHEUNG HOLDINGS
TAICHUNG COMMERCIAL BANK
TAIHAN ELECTRIC WIRE CO LTD
TAIHEI DENGYO KAISHA LTD
TAIHEI KOGYO CO LTD
TAIHEIYO CEMENT CORPORATION
TAIHEIYO CEMENT CORPORATION
TAIHO KOGYO CO
Shares
1,070,139
21,384
58,723
580,000
920,164
191,285
1,182,000
691,000
572,627
97,932
124,004
297,230
64,092
33,729
92,400
228,808
372,462
9,000
146,059
3,178,000
168,120
104,111
835,398
37,440
144,190
11,531
3,500
36,000
39,400
46,000
4,375,373
175,000
319,357
30,000
823,000
488,637
80,800
300,000
16,638
20,602
177,680
1,460,000
449,000
203,680
98,000
98,000
363,410
457,000
35,100
Book Value
53,734,228
15,732,647
9,765,247
735,202
14,769,651
3,294,553
978,991
6,940,813
22,618,133
20,439,609
6,622,241
58,755,919
33,814,960
1,444,591
4,805,624
5,811,378
6,062,903
19,197
248,982
662,509
1,780,137
60,092,118
1,074,263
15,140,595
84,292
1,682,928
209,407
57,203
501,097
37,250
5,672,266
557,341
33,933,684
23,389
176,606
13,530,606
742,045
1,911,314
12,387,336
1,453,036
880,582
795,429
119,157
3,631,847
949,067
321,882
2,551,029
590,754
308,464
Market Value
54,384,524
22,169,867
11,795,715
530,907
20,643,611
4,210,630
833,945
7,897,498
25,542,778
15,312,708
7,520,621
40,545,788
35,158,769
1,338,713
6,804,897
4,695,543
7,776,420
18,150
288,690
569,085
1,638,680
65,174,161
1,822,554
14,357,456
76,425
2,573,313
200,136
48,065
609,990
33,285
5,499,942
504,294
16,942,817
19,000
165,975
8,526,830
798,960
1,488,304
10,170,984
937,401
689,220
873,696
121,852
1,641,821
708,781
317,844
1,811,201
583,580
255,842

Security Name
TAIKISHA LTD
TAIKO PHARMACEUTICAL CO LTD
TAINAN SPINNING
TAISEI CORP
TAISEI LAMICK CO LTD
TAISHIN FINANCIAL HOLDING
TAISHO PHARMACEUTICAL CO LTD
TAIWAN BUSINESS BANK
TAIWAN CEMENT
TAIWAN COOPERATIVE BANK
TAIWAN FERTILIZER CO LTD
TAIWAN GLASS IND CORP
TAIWAN HON CHUAN ENTERPRISE
TAIWAN LIFE INSURANCE CO LTD
TAIWAN MOBILE CO LTD
TAIWAN NAVIGATION CO LTD
TAIWAN SECOM
TAIWAN SEMICONDUCTOR MANUFAC
TAIYO CYPRESS FUND LP
TAIYO INK MFG CO LTD
TAIYO NIPPON SANSO CORP
TAIYO PACIFIC PARTNERS JPY
TAIYO PARTNERS JPY
TAIYO YUDEN CO LTD
TAKAMATSU CORPORATION
TAKAOKA ELECTRIC MFG CO LTD
TAKARA HOLDINGS INC
TAKARA STANDARD CO LTD
TAKASAGO INTERNATIONAL CORP
TAKASAGO THERMAL ENGINEERING
TAKASHIMAYA CO LTD
TAKATA CORP
TAKEDA PHARMACEUTICAL CO LTD
TAKEFUJI CORPORATION
TAKEFUJI CORPORATION
TAKIHYO CO LTD
TAKIRON CO LTD
TAKKT AG
TAKUMA CO LTD
TALISMAN ENERGY INC
TALKTALK TELECOM GROUP
TALVIVAARA MINING CO PLC
TAM SA PREF
TAMBANG BATUBARA BUKIT ASAM
TAMRON CO LTD
TAMURA CORP
TAN CHONG MOTOR HOLDINGS BHD
TANJONG PLC
TAP OIL LTD
Shares
84,900
29,200
218,000
1,148,398
7,800
4,578,307
290,335
2,645,000
5,735,819
3,413,369
867,000
737,160
14,000
88,200
1,012,093
87,000
206,000
63,720,760
20,672,352,257
34,800
229,872
22,841,210,500
55,232,757,730
82,784
23,700
247,000
105,943
227,000
155,000
197,900
308,649
447,873
571,423
12,016
167,758
79,000
121,000
60,457
201,000
999,233
1,570,992
566,651
32,900
3,665,000
64,600
172,000
8,000
143,300
475,822
Book Value
1,080,470
1,037,867
84,195
6,700,947
167,414
2,129,797
13,749,025
778,335
5,241,827
2,106,567
2,506,233
442,683
27,256
80,646
1,757,356
124,202
330,421
112,664,845
199,636,393
719,856
6,767,610
200,300,000
495,284,924
2,665,765
349,400
867,336
2,662,004
1,233,765
847,466
1,823,759
6,502,634
6,348,530
88,574,381
241,380
1,122,361
345,489
358,953
810,181
514,433
49,258,600
3,567,250
3,224,050
388,019
4,879,614
997,553
677,650
11,488
698,192
477,856
Market Value
1,342,243
475,172
89,557
5,361,183
184,929
1,781,082
14,216,196
699,703
4,873,344
2,071,509
2,293,544
679,082
25,750
91,545
2,069,449
104,379
323,763
120,177,336
184,791,066
920,240
6,415,511
204,723,996
610,211,183
4,417,951
269,166
812,261
2,107,372
1,423,720
672,618
1,679,545
6,153,362
10,702,986
71,588,847
138,321
494,800
365,137
359,623
620,793
479,274
43,465,226
4,221,401
3,094,346
456,311
6,974,214
932,973
499,537
10,625
771,939
343,627

Security Name
TASEKO MINES LTD
TAT HONG HOLDINGS LTD
TATA CHEMICALS LTD
TATA COMMUNICATIONS LTD
TATA CONSULTANCY SVS LTD
TATA GLOBAL BEVERAGES LTD
TATA MOTORS LTD
TATA POWER CO LTD
TATA STEEL LTD
TATA STEEL THAILAND PCL FRGN
TATA TELESERVICES MAHARASHTR
TATE + LYLE PLC
TATTS GROUP LTD
TATUNG CO LTD
TAV HAVALIMANLARI HOLDING AS
TAYLOR WIMPEY PLC
TCC INTL HLDGS LTD
TCL MULTIMEDIA TECHNOLOGY
TDK CORP
TECAN GROUP AG REG
TECH MAHINDRA LTD
TECHNICOLOR
TECHNIP SA
TECHTRONIC INDUSTRIES CO
TECK RESOURCES LTD CLS B
TECMO KOEI HOLDINGS CO LTD
TECNICAS REUNIDAS SA
TECO ELECTRIC + MACHINERY
TEIJIN LTD
TEIKOKU ELECTRIC MFG CO LTD
TEIKOKU PISTON RING CO LTD
TEIKOKU TSUSHIN KOGYO CO LTD
TEIXEIRA DUARTE ENGENHARIA C
TEKFEN HOLDING AS
TEKKEN CORP
TELE NORTE LESTE PART
TELE NORTE LESTE PART PREF
TELE2 AB B SHS
TELECITY GROUP PLC
TELECOM CORP OF NEW ZEALAND
TELECOM EGYPT
TELECOM ITALIA MEDIA SPA
TELECOM ITALIA RSP
TELECOM ITALIA SPA
TELECOMUNICACOES DE SAO PAOL
TELECOMUNICACOES DE SAO PREF
TELEFONICA O2 CZECH REPUBLIC
TELEFONICA SA
TELEFONOS DE MEXICO SAB L
Shares
567,000
770,000
46,817
73,098
288,233
86,350
510,838
68,888
1,225,903
690,400
132,082
1,091,648
800,204
5,631,000
452,243
11,752,824
3,063,000
3,413,561
125,880
36,548
4,188
4,326,538
109,880
1,527,025
481,108
82,500
86,124
10,277,000
902,180
21,700
81,900
117,000
967,746
1,291,600
359,000
40,500
159,000
982,422
609,835
2,467,067
2,581,254
1,755,458
8,637,917
17,973,847
39,100
103,800
346,724
3,749,188
13,039,240
Book Value
1,408,514
515,064
288,659
577,278
3,090,463
143,567
7,394,123
1,031,214
14,692,963
29,926
70,688
12,651,361
7,949,075
1,441,651
2,238,098
6,933,768
1,071,379
3,399,129
17,212,085
1,645,708
72,471
3,996,060
20,500,354
2,846,944
35,205,951
649,509
4,405,371
4,533,994
7,513,761
435,405
476,769
322,491
1,335,246
4,490,233
400,813
878,027
1,747,811
26,747,432
3,430,266
13,634,800
7,626,246
763,113
32,264,809
95,579,325
737,263
1,948,527
7,193,906
257,994,903
10,449,996
Market Value
2,411,744
504,656
336,222
411,565
4,666,836
225,984
8,557,045
1,928,182
12,839,714
34,104
63,418
12,977,213
5,908,960
998,917
1,613,878
4,634,981
849,615
1,845,488
16,807,821
2,331,805
66,366
2,443,105
18,107,386
3,335,856
45,733,176
544,468
3,962,856
4,253,897
6,762,387
395,549
670,083
269,725
1,161,684
3,834,214
300,215
847,074
2,381,692
26,022,869
3,653,143
7,658,265
7,069,446
399,949
18,093,824
47,391,173
711,067
2,078,879
6,762,830
227,568,742
9,300,442

Security Name
TELEGATE AG
TELEGRAAF HOLDING
TELEKOM AUSTRIA AG
TELEKOM MALAYSIA BHD
TELEKOMUNIKACJA POLSKA SA
TELEMAR NORTE LESTE SA PR A
TELENET GROUP HOLDING NV
TELENOR ASA
TELEPARK CORP
TELEPERFORMANCE
TELEVISION BROADCASTS LTD
TELEVISION FRANCAISE (T.F.1)
TELIASONERA AB
TELKOM SA LTD
TELSTRA CORPORATION LTD
TELUS CORP
TELUS CORP
TELUS CORPORATION NON VOTE
TEMENOS GROUP AG REG
TEMP HOLDINGS CO LTD
TEN CATE NV
TEN NETWORK HOLDINGS LTD
TENAGA NASIONAL BERHAD
TENARIS SA
TENCENT HOLDINGS LTD
TENMA CORP
TERNA SPA
TERUMO CORPORATION
TERUMO CORPORATION
TESCO PLC
TESSENDERLO CHEMIE
TEVA PHARMACEUTICALS INDUS R
TEXWINCA HOLDINGS LTD
TGS NOPEC GEOPHYSICAL CO ASA
THAI AIRWAYS INTL FOREIGN
THAI BEVERAGE PCL
THAI OIL PCL FRGN
THAI PLASTIC + CHEMICAL FOR
THAI UNION FROZEN PROD FOREI
THALES SA
THANACHART CAPITAL FOREIGN
THEOLIA
THEOLIA RTS
THERMAX LTD
THK CO LTD
THOMAS COOK GROUP PLC
THOMPSON CREEK METALS CO INC
THOMSON REUTERS CORP
THORESEN THAI AGENCIES FOR
Shares
25,918
61,903
426,153
3,545,100
1,434,579
39,600
257,915
2,660,794
631
173,318
489,466
135,778
2,402,002
1,356,999
6,401,803
98,585
694
29,800
142,407
100,700
77,013
706,975
4,037,400
1,889,325
652,432
48,459
1,193,273
100,006
69,400
11,183,287
63,751
714,925
1,107,860
319,489
1,954,600
45,011,881
1,336,300
70,500
1,036,000
106,401
329,800
88,468
88,468
245,555
210,043
786,031
428,800
317,767
17,881,600
Book Value
323,003
1,226,820
20,668,569
2,719,980
7,115,119
1,107,205
5,475,579
53,893,343
816,335
5,413,692
6,093,396
7,976,368
43,589,506
8,660,663
47,239,424
7,717,998
25,774
4,474,743
2,982,111
828,386
2,154,611
4,329,784
9,914,582
56,313,697
21,513,620
605,656
14,604,837
17,022,254
3,339,239
171,257,343
2,393,097
107,978,816
1,550,384
3,502,362
1,386,455
8,035,527
1,738,887
38,135
1,138,180
12,772,407
147,493
763,844
253,053
2,546,168
7,314,624
10,367,661
5,226,166
33,684,993
11,250,353
Market Value
225,086
1,015,676
11,855,158
3,668,289
6,074,495
1,076,505
6,820,716
53,156,892
1,029,680
4,359,524
5,082,523
5,690,782
42,208,849
6,682,500
39,671,025
8,092,435
26,234
4,216,025
3,453,371
904,695
1,696,112
3,272,225
10,487,887
48,311,603
38,391,921
531,740
14,274,123
18,878,135
3,356,673
146,591,909
1,632,052
124,493,217
2,262,101
3,733,754
1,553,904
9,027,524
1,825,603
38,308
1,423,341
8,093,255
295,282
158,212
15,821
3,994,862
9,535,905
6,302,446
3,728,520
38,584,832
12,808,062

Security Name
THROMBOGENICS NV
THYSSENKRUPP AG
TIAN AN CHINA INVESTMENT
TIANJIN DEVELOPMENT HLDGS LT
TIANJIN PORT DVLP HLDS LTD
TIANNENG POWER INTL LTD
TIETO OYJ
TIGER BRANDS LTD
TIKKURILA OY
TIM HORTONS INC
TIM PARTICIPACOES SA
TIM PARTICIPACOES SA PREF
TIMAH TBK PT
TINGYI (CAYMAN ISLN) HLDG CO
TISCALI SPA
TISCO FINANCIAL FOREIGN
TITAN CEMENT CO. S.A.
TITAN INDUSTRIES LTD
TITAN PETROCHEMICALS GROUP L
TK CORPORATION
TKC CORP
TKH GROUP NV
TMB BANK PUBLIC CORPORATION
TMX GROUP INC
TNT NV
TOA CORP
TOA CORP
TOA OIL CO LTD
TOAGOSEI CO LTD
TOBISHIMA CORP
TOBU RAILWAY CO LTD
TOC CO LTD
TOCALO CO LTD
TOCHIGI BANK LTD/THE
TOD S SPA
TODA CORPORATION
TODA CORPORATION
TODA KOGYO CORP
TOEI CO LTD
TOENEC CORP
TOFAS TURK OTOMOBIL FABRIKA
TOGNUM AG
TOHO BANK LTD
TOHO CO LTD
TOHO CO LTD
TOHO GAS CO LTD
TOHO PHARMACEUTICAL CO LTD
TOHO REAL ESTATE CO LTD
TOHO TITANIUM CO LTD
Shares
60,849
972,844
3,499,905
169,116
73,510
2,488,000
290,814
591,936
67,857
545,621
207,444
431,440
28,768,000
1,411,264
5,590,700
84,300
36,480
1,128
10,078,555
52,852
34,400
113,931
23,942,300
228,968
773,102
81,000
520,000
155,000
610,000
1,842,000
406,527
316,400
36,500
178,000
37,667
167,046
389,000
112,000
340,843
89,744
1,386,321
303,633
591,000
89,416
85,000
265,105
172,400
51,010
15,522
Book Value
1,308,674
64,467,074
1,899,537
105,204
20,871
1,269,931
4,825,958
10,588,044
999,354
15,520,326
730,813
1,164,766
8,762,585
6,184,265
1,453,228
63,047
6,105,725
44,740
268,940
1,495,194
641,821
1,911,043
851,175
7,135,349
44,700,161
525,651
721,477
206,550
1,894,914
552,756
8,045,699
1,385,115
531,275
954,559
2,084,255
2,443,590
1,597,400
444,352
1,762,331
476,083
2,809,914
4,923,266
2,396,710
6,670,821
287,793
5,104,518
2,318,411
272,458
911,215
Market Value
1,154,531
41,906,952
2,179,814
101,854
16,237
849,872
4,844,567
13,146,326
1,280,018
17,498,484
840,134
1,160,879
6,823,078
13,580,512
786,841
74,826
2,689,212
57,560
802,438
886,659
606,441
2,079,356
1,049,647
5,987,880
36,921,256
430,218
511,244
162,900
2,729,800
499,582
8,588,468
1,276,470
668,211
776,449
2,392,272
2,121,868
1,266,041
823,958
1,502,190
509,114
4,728,333
5,707,115
1,943,508
5,824,889
315,064
5,542,260
2,747,022
277,272
1,469,151

Security Name
TOHO ZINC CO LTD
TOHOKU ELECTRIC POWER CO INC
TOKAI CARBON CO LTD
TOKAI CORP
TOKAI RIKA CO LTD
TOKAI RUBBER INDUSTRIES
TOKAI TOKYO SECURITIES CO
TOKEN CORP
TOKIO MARINE HOLDINGS INC
TOKO INC
TOKUSHU TOKAI PAPER CO LTD
TOKUYAMA CORPORATION
TOKYO BROADCASTING SYSTEM
TOKYO DOME CORPORATION
TOKYO ELECTRIC POWER CO
TOKYO ELECTRIC POWER CO
TOKYO ELECTRON DEVICE LTD
TOKYO ELECTRON LTD
TOKYO ENERGY + SYSTEMS INC
TOKYO GAS CO LTD
TOKYO KIKAI SEISAKUSHO LTD
TOKYO OHKA KOGYO CO LTD
TOKYO RAKUTENCHI CO LTD
TOKYO ROPE MFG CO LTD
TOKYO SEIMITSU CO LTD
TOKYO STEEL MFG CO LTD
TOKYO STYLE CO LTD
TOKYO TATEMONO CO LTD
TOKYO TEKKO CO LTD
TOKYO TOMIN BANK LTD/THE
TOKYOTOKEIBA CO LTD
TOKYU COMMUNITY CORP
TOKYU CONSTRUCTION CO LTD
TOKYU CORP
TOKYU LAND CORP
TOKYU LIVABLE INC
TOLI CORP
TOLL HOLDINGS LTD
TOM GROUP LTD
TOMATO BANK LTD
TOMEN ELECTRONICS CORP
TOMKINS PLC
TOMOKU CO LTD
TOMONY HOLDINGS INC
TOMRA SYSTEMS ASA
TOMSON GROUP LTD
TOMTOM
TOMY COMPANY LTD
TON YI INDUSTRIAL CORP
Shares
316,000
262,724
105,943
117,000
499,414
281,990
659,000
16,560
677,784
229,000
383,000
164,828
18,405
439,044
526,367
641,667
162
132,666
56,666
2,033,574
207,000
107,700
100,767
375,000
95,200
76,944
56,593
204,003
108,000
91,700
351,000
13,200
166,650
598,210
261,902
44,400
153,000
558,610
4,780,000
267,000
25,030
1,546,411
149,000
354,100
476,743
2,088,000
273,318
221,900
573,000
Book Value
1,272,303
20,506,264
2,322,538
532,778
7,582,035
3,636,705
2,381,459
546,868
59,946,176
370,620
932,200
4,572,180
1,105,307
1,671,110
13,880,657
64,546,381
229,002
22,622,640
419,268
23,536,802
404,580
2,065,488
386,344
1,183,824
1,211,550
3,504,266
2,222,207
3,556,181
373,213
1,698,972
595,879
277,704
494,859
12,596,073
5,546,192
373,322
308,066
11,533,377
281,934
592,507
270,808
9,830,693
293,865
1,679,285
2,228,441
798,812
2,823,177
1,481,577
227,675
Market Value
1,128,444
20,561,695
1,962,520
531,518
9,956,706
4,070,948
2,621,404
456,060
47,456,653
367,477
991,152
2,864,301
985,452
1,146,109
14,341,404
68,233,528
244,401
20,922,490
373,333
26,345,133
245,621
1,832,933
386,032
868,742
1,327,571
3,515,831
1,779,700
2,492,335
250,198
1,050,783
491,852
352,487
438,800
9,551,103
3,627,097
447,562
264,538
8,484,735
380,576
552,164
272,108
10,694,696
390,643
1,104,437
2,001,351
790,995
1,507,882
1,697,664
246,987

Security Name
TONAMI HOLDINGS CO LTD
TONENGENERAL SEKIYU KK
TONG YANG INDUSTRY
TONG YANG LIFE INSURANCE
TONG YANG MAJOR CORP
TONG YANG SECURITIES INC
TONGAAT HULETT LTD
TOP GLOVE CORP BHD
TOPCON CORP
TOPDANMARK A/S
TOPPAN FORMS CO LTD
TOPPAN PRINTING CO LTD
TOPRE CORPORATION
TOPY INDUSTRIES LTD
TORAY INDUSTRIES INC
TORIDOLL.CORP
TORII PHARMACEUTICAL CO LTD
TORISHIMA PUMP MFG CO LTD
TORM A/S
TOROMONT INDUSTRIES LTD
TORONTO DOMINION BANK
TORRENT PHARMACEUTICALS LTD
TORRENT POWER LTD
TORSTAR CORP CL B
TOSHIBA CORP
TOSHIBA MACHINE CO LTD
TOSHIBA PLANT SYSTEMS + SERV
TOSHIBA TEC CORP
TOSHO PRINTING CO LTD
TOSOH CORP
TOTAL ACCESS COMMU
TOTAL ACCESS COMMUNICATION
TOTAL ACCESS COMMUNICATION
TOTAL PRODUCE PLC
TOTAL SA
TOTETSU KOGYO CO LTD
TOTO LTD
TOTVS SA
TOWA BANK LTD/THE
TOWA PHARMACEUTICAL CO LTD
TOWER AUSTRALIA GROUP LTD
TOWER LTD
TOYO CONSTRUCTION CO LTD
TOYO CORP
TOYO ELECTRIC MFG CO LTD
TOYO ENGINEERING CORP
TOYO INK MFG CO LTD
TOYO KANETSU K K
TOYO KOHAN CO LTD
Shares
118,848
284,379
31,000
47,580
175,580
369,570
30,906
3,200
114,300
51,766
29,295
561,807
67,500
556,000
863,197
240
35,500
45,600
197,681
235,100
727,962
2,968
11,006
212,591
5,514,782
206,000
120,000
819,565
132,000
283,337
503,600
1,036,300
20,400
1,104,717
2,362,695
83,000
259,089
138,062
698,900
21,000
262,877
596,343
802,000
70,800
144,000
451,000
467,000
321,000
126,000
Book Value
284,560
7,492,438
51,640
681,949
827,680
4,724,471
357,918
5,262
702,954
6,572,220
1,305,327
15,179,521
558,499
1,234,950
17,302,356
484,191
555,409
801,303
3,372,730
5,513,408
135,052,133
19,204
46,720
1,659,445
62,869,209
892,173
1,229,863
4,476,827
330,692
3,154,494
535,088
1,135,466
21,378
570,720
450,844,399
551,910
5,415,818
4,802,880
491,343
951,735
2,431,792
711,570
490,195
752,625
1,374,761
1,802,720
1,641,105
646,833
595,177
Market Value
237,723
6,980,312
43,608
500,344
357,061
2,682,635
433,203
13,561
551,544
5,694,698
1,105,992
12,404,708
488,954
1,156,108
14,258,790
433,405
558,837
713,192
1,492,030
5,077,443
151,227,098
35,147
78,200
2,128,611
57,071,733
842,717
1,510,679
3,372,646
237,179
2,899,226
571,389
1,175,796
23,618
460,077
305,794,529
514,002
4,944,906
10,259,864
576,559
1,369,307
1,759,182
746,337
371,590
719,281
631,393
1,320,025
1,810,159
493,344
605,153

Security Name
TOYO SECURITIES CO LTD
TOYO SEIKAN KAISHA LTD
TOYO SUISAN KAISHA LTD
TOYO TANSO CO LTD
TOYO TIRE + RUBBER CO LTD
TOYO WHARF + WAREHOUSE CO
TOYOBO CO LTD
TOYODA GOSEI CO LTD
TOYOTA AUTO BODY CO LTD
TOYOTA BOSHOKU CORP
TOYOTA INDUSTRIES CORP
TOYOTA MOTOR CORP
TOYOTA TSUSHO CORP
TPG TELECOM LTD
TPI TRIUNFO PARTICIPACOES
TPI POLENE PUB CO LTD FOR
TPV TECHNOLOGY LTD
TRACTEBEL ENERGIA SA ORD
TRADEDOUBLER
TRAKYA CAM SANAYII AS
TRANSALTA CORP
TRANSAT A.T. INC CL B
TRANSCANADA CORP
TRANSCEND INFORMATION INC
TRANSCONTINENTAL INC CL A
TRANSCOSMOS INC
TRANSFIELD SERVICES LTD
TRANSFORCE INC
TRANSURBAN GROUP
TRAVELSKY TECHNOLOGY LTD
TRAVIS PERKINS PLC
TRELLEBORG AB B SHS
TREND MICRO INC
TREVI FINANZIARIA SPA
TRICAN WELL SERVICE LTD
TRIGANO
TRIGEM COMPUTER
TRILOGY ENERGY CORP
TRINIDAD DRILLING LTD
TRINITY MIRROR PLC
TRIPOD TECHNOLOGY CORP
TRIVENI ENGINEERING + INDUS
TRUE CORP PCL FOREIGN
TRULY INTERNATIONAL HOLDINGS
TRUSCO NAKAYAMA CORP
TRUWORTHS INTERNATIONAL LTD
TRYG A/S
TS TECH CO LTD
TSINGTAO BREWERY CO LTD H
Shares
209,000
221,248
88,479
47,900
587,000
191,809
313,149
98,848
95,318
102,280
110,750
2,282,512
523,996
688,499
322,838
11,287,900
2,350,883
665,126
132,939
118,833
139,716
146,700
516,413
3,658,677
200,500
112,400
1,269,462
314,400
894,860
181,000
725,946
849,507
96,923
98,311
441,900
33,017
7
145,100
371,200
3,298,825
378,160
14,852
4,713,300
580,000
51,500
1,974,152
30,490
133,100
194,000
Book Value
621,424
9,563,887
5,218,826
2,241,227
1,423,945
325,303
1,890,827
5,235,141
2,496,529
4,002,944
10,753,567
332,323,812
12,311,604
1,345,047
1,510,732
8,967,475
3,648,433
5,613,694
1,047,313
130,492
13,630,577
1,887,261
58,177,318
11,580,412
2,027,529
1,050,399
2,672,529
2,596,184
17,130,771
111,357
6,748,577
3,178,297
9,169,855
1,610,330
5,224,474
485,577
1,327,451
1,510,947
6,485,780
1,105,561
24,964
404,455
464,276
770,814
9,198,612
5,753,578
2,089,629
605,094
Market Value
349,554
7,718,494
5,774,864
2,143,564
1,260,368
329,472
2,057,918
5,092,852
1,749,555
3,543,269
8,925,174
244,680,488
11,624,834
1,116,558
965,380
3,624,395
3,312,267
7,819,151
514,195
159,870
10,032,709
1,394,316
59,551,195
9,746,907
2,483,019
939,948
3,334,702
2,742,660
12,507,857
149,920
7,961,018
5,130,664
7,908,707
1,429,399
5,667,997
631,915
1,267,142
1,764,043
3,183,313
1,412,296
32,569
456,924
647,246
800,814
13,811,184
4,254,619
2,108,783
909,319

Security Name
TSRC CORP
TSUBAKIMOTO CHAIN CO
TSUGAMI CORP
TSUKISHIMA KIKAI CO LTD
TSUKUBA BANK LTD
TSUMURA + CO
TSURUHA HOLDINGS INC
TSURUMI MANUFACTURING CO LTD
TSUTSUMI JEWELRY CO LTD
TT HELLENIC POSTBANK S.A.
TUBACEX SA
TUBOS REUNIDOS SA
TUI AG
TUI TRAVEL PLC
TULLETT PREBON PLC
TULLOW OIL PLC
TUNG HO STEEL ENTERPRISE COR
TUPRAS TURKIYE PETROL RAFINE
TURK EKONOMI BANKASI
TURK HAVA YOLLARI AS
TURK SISE VE CAM FABRIKALARI
TURK TELEKOMUNIKASYON AS
TURKCELL ILETISIM HIZMET AS
TURKIYE GARANTI BANKASI
TURKIYE HALK BANKASI
TURKIYE IS BANKASI C
TURKIYE VAKIFLAR BANKASI T D
TV ASAHI CORP
TV AZTECA S.A. CPO
TV TOKYO CORP
TVN SA
TVS MOTOR CO LTD
TXC CORP
U MING MARINE TRANSPORT CORP
U SHIN LTD
UBE INDUSTRIES LTD
UBI BANCA SCPA
UBI BANCA SCPA
UBI SOFT ENTERTAINMENT
UBS AG REG
UCB SA
UCHIDA YOKO CO LTD
UCO BANK
UEM LAND HOLDINGS BHD
UGL LTD
UK COAL PLC
UK COMMERCIAL PROP
UKC HOLDINGS CORP
ULKER BISKUVI SANAYI AS
Shares
145,000
442,000
157,000
71,000
252,500
41,209
57,500
64,000
30,900
349,442
407,501
410,665
253,315
817,195
663,254
1,165,968
391,427
470,844
233,997
493,049
609,106
926,701
3,202,945
11,906,100
953,318
17,989,786
12,387,047
166
350,700
25,400
139,155
1,094,380
26,000
476,000
50,000
793,334
843,930
103,294
286,748
3,285,201
96,273
126,000
201,550
475,662
614,520
913,585
1,095,463
33,300
29,806
Book Value
191,889
1,867,286
411,085
476,681
877,096
3,872,589
1,978,313
430,554
581,989
2,925,094
2,186,002
1,569,104
9,831,411
7,846,855
3,842,274
43,570,569
490,546
8,128,608
144,577
1,187,948
514,490
2,816,902
19,304,609
26,990,381
3,541,796
41,888,369
22,138,430
861,852
132,526
833,793
868,280
1,063,355
44,694
812,998
300,164
6,500,362
40,293,920
8,174,263
273,010,667
15,026,645
440,764
200,566
228,808
5,891,324
2,665,378
1,335,540
408,198
60,864
Market Value
201,267
1,798,169
1,098,237
499,864
690,530
4,396,186
2,046,841
426,715
662,068
1,031,556
1,232,896
930,594
6,304,479
5,766,208
3,134,655
41,868,818
309,424
8,624,334
285,245
1,220,750
669,411
2,955,844
16,689,908
50,008,252
7,105,102
56,244,712
28,478,668
943,348
186,178
492,844
657,218
2,831,085
40,540
912,550
422,082
5,317,656
17,492,873
2,075
2,174,513
137,467,769
10,965,369
398,689
338,267
214,507
7,033,188
553,559
1,300,484
424,858
79,822

Security Name
ULTRA ELECTRONICS HLDGS PLC
ULTRAPAR PARTICIPACOES PREF
ULTRATECH CEMENT LTD
ULVAC INC
UMICORE
UMW HOLDINGS BHD
UNI LAND SPA
UNI PRESIDENT CHINA HOLDINGS
UNI PRESIDENT ENTERPRISES CO
UNIAO INDS PETROQUIMICA PR B
UNICHARM CORP
UNICREDIT SPA
UNIDEN CORP
UNILEVER NV CVA
UNILEVER PLC
UNIMICRON TECHNOLOGY CORP
UNION BANK OF INDIA
UNION FINANCIERE DE FRANCE
UNION STEEL
UNION TOOL CO
UNIPETROL AS
UNIPOL GRUPPO FINANZIARI PFD
UNIPOL GRUPPO FINANZIARIO SP
UNIPRES CORP
UNISON CO LTD
UNIT 4 NV
UNITE GROUP PLC
UNITECH LTD
UNITED ARROWS LIMITED
UNITED BANK LTD
UNITED BUSINESS MEDIA LTD
UNITED CO RUSAL PLC
UNITED DRUG PLC
UNITED ENERGY GROUP LTD
UNITED INTERNET AG REG SHARE
UNITED MICROELECTRONICS CORP
UNITED OVERSEAS BANK LTD
UNITED PHOSPHORUS LTD
UNITED SPIRITS LTD
UNITED UTILITIES GROUP PLC
UNITIKA LTD
UNIVERSAL ENTERTAINMENT CORP
UNY CO LTD
UOL GROUP LTD
UPC TECHNOLOGY CORP
UPM KYMMENE OYJ
UPONOR OYJ
URALSVYAZINFORM SPON ADR
URANIUM ONE INC
Shares
217,571
439,286
14,463
19,809
382,257
758,800
146,776
3,348,000
2,565,349
385,400
28,180
22,637,637
194,000
2,736,803
1,396,007
7,092,359
1,979,150
15,247
9,470
28,300
117,400
3,150,383
651,695
62,000
35,268
81,434
489,758
2,948,725
53,400
976,804
447,561
3,725,900
717,299
12,080,000
416,574
70,204,016
2,893,825
65,785
32,862
843,465
1,090,000
19,400
212,797
366,261
237,000
639,975
225,643
39,988
1,808,200
Book Value
4,298,391
17,907,641
287,274
1,569,288
19,182,136
896,075
221,309
1,677,176
1,976,433
159,986
6,372,932
221,683,416
693,049
150,152,110
98,207,310
7,924,327
9,340,720
541,655
182,663
716,876
906,457
7,418,681
3,628,448
664,506
657,292
1,518,347
1,696,909
5,265,671
345,506
638,657
8,224,050
4,767,557
2,660,860
747,327
5,448,248
39,013,751
61,780,333
155,291
593,560
27,607,206
1,008,468
275,835
4,080,003
3,433,898
125,483
24,531,792
2,811,080
184,812
5,347,721
Market Value
5,003,054
21,054,046
273,410
1,520,203
17,424,640
1,483,615
101,489
1,913,229
2,842,271
124,012
10,360,365
131,007,579
591,931
154,144,452
101,160,052
10,462,562
13,188,652
436,833
176,696
722,771
1,076,075
2,443,258
1,724,438
977,399
272,743
1,721,161
1,274,944
4,733,070
631,217
619,604
6,633,874
3,368,413
2,009,403
806,662
4,609,193
31,353,271
70,395,057
260,548
924,763
16,355,330
923,833
358,228
3,386,267
3,890,833
126,866
21,328,098
3,219,945
255,927
4,407,131

Security Name
URBI DESARROLLOS URBANOS SA
USG PEOPLE NV
USHA MARTIN LTD
USHIO INC
USI CORP
USINAS SIDER MINAS GER PF A
USINAS SIDERURGICAS DE MINAS
USS CO LTD
UTS ENERGY CORP
VACON OYJ
VALE SA
VALE SA PREF A
VALEO
VALIANT HOLDING AG REG
VALLOUREC
VALOR CO LTD
VALORA HOLDING AG REG
VAN DE VELDE NV
VANGUARD INTERNATIONAL SEMI
VANTEC CORP
VARITRONIX INTERNATIONAL LTD
VECTOR LTD
VEDANTA RESOURCES PLC
VEIDEKKE ASA
VENTANA GOLD CORP
VENTURE CORP LTD
VEOLIA ENVIRONNEMENT
VERBUND AG
VERWALTUNGS UND PRIVAT BA BR
VESTAS WIND SYSTEMS AS
VETROPACK HOLDING AG BR
VIA TECHNOLOGIES INC
VICTREX PLC
VIENNA INSURANCE GROUP
VIENNA INSURANCE GROUP
VIJAYA BANK
VILMORIN CLAUSE + CIE
VINCI SA
VIOHALCO
VIRBAC SA
VIRGIN BLUE HOLDINGS LTD
VISCOFAN SA
VISTA LAND + LIFESCAPES INC
VITAL KSK HOLDINGS INC
VITASOY INTL HOLDINGS LTD
VITERRA INC
VIVENDI SA
VIVO PARTICIPACOES SA
VIVO PARTICIPACOES SA PREF
Shares
404,000
239,447
27,139
64,552
257,000
997,620
76,800
14,938
1,455,300
47,060
255,300
1,950,579
507,653
51,653
91,085
121,300
8,615
20,874
18,099,777
574
981,000
713,626
277,413
323,445
150,000
650,072
424,453
46,793
12,282
199,694
772
7,180
255,051
20,326
23,135
125,168
15,869
377,987
309,267
20,141
6,796,781
144,018
2,579,000
92,000
2,332,000
1,343,602
2,076,330
1,000
211,672
Book Value
782,859
3,445,739
51,208
3,892,121
141,658
23,094,920
2,389,038
3,621,465
3,431,090
1,728,488
5,186,250
20,754,696
12,065,524
10,172,493
41,647,070
1,005,416
1,745,208
792,914
8,660,962
802,045
329,874
1,967,423
13,413,882
1,849,466
1,125,218
6,412,542
67,507,420
7,450,514
1,826,940
43,674,053
1,223,399
8,349
2,867,365
916,203
5,911,058
138,978
1,704,456
73,788,032
2,224,532
1,649,018
4,564,359
2,943,074
116,594
516,076
1,938,701
12,738,727
136,226,732
51,340
4,136,349
Market Value
752,538
3,411,064
48,937
3,934,645
158,368
26,627,183
2,019,595
4,196,848
2,821,172
1,971,418
6,182,438
41,024,383
13,994,156
9,632,697
34,317,744
943,094
2,061,177
818,194
7,379,272
736,230
287,227
1,872,658
16,891,915
1,939,730
1,122,195
7,698,986
31,550,660
3,999,308
1,448,760
24,082,194
1,288,635
5,653
4,174,502
853,480
3,791,423
174,230
1,325,473
53,626,664
1,269,051
2,147,586
1,693,566
3,919,779
104,595
520,872
1,790,817
8,964,512
89,044,031
47,712
5,448,866

Security Name
VODACOM GROUP LTD
VODAFONE GROUP PLC
VODONE LTD
VOESTALPINE AG
VOLCAN CIA MINERA SAA CMN B
VOLKSWAGEN AG
VOLKSWAGEN AG PFD
VOLTAS LTD
VOLVO AB A SHS
VOLVO AB B SHS
VON ROLL HOLDING AG BR
VONTOBEL HOLDING AG REG
VOPAK
VOSSLOH AG
VT GROUP PLC
VTECH HOLDINGS LTD
VZ HOLDING AG
WACKER CHEMIE AG
WACOAL HOLDINGS CORP
WACOM CO LTD
WAFANGDIAN BEARING CO LTD B
WAFER WORKS CORP
WAH LEE INDUSTRIAL CORP
WAH SEONG CORP BHD
WALLENSTAM AB B SHS
WALMART DE MEXICO SER V
WALSIN LIHWA CORP
WALSIN TECHNOLOGY CORP
WAN HAI LINES LTD
WANT WANT CHINA HOLDINGS LTD
WARABEYA NICHIYO CO LTD
WAREHOUSE GROUP LIMITED/THE
WAREHOUSES DE PAUW SCA WDP
WARTSILA OYJ
WASION GROUP HOLDINGS LTD
WATAMI CO LTD
WATERLAND FINANCIAL HOLDINGS
WAVIN NV
WCT BHD
WEG SA
WEI CHUAN FOOD
WEICHAI POWER CO LTD H
WEIQIAO TEXTILE CO LTD H
WEIR GROUP PLC/THE
WELLSTREAM HOLDINGS PLC
WELSPUN CORP LTD
WENDEL
WERELDHAVE BELGIUM
WESFARMERS LTD
Shares
474,353
61,402,373
7,140,000
350,958
327,143
116,238
107,598
4,656
428,512
1,117,410
227,412
100,152
153,958
30,776
551,031
864,000
9,831
40,473
59,624
966
30,100
9,153
118,000
83,200
128,127
1,748,000
2,437,000
42,000
1,292,400
6,269,125
38,200
97,645
26,761
87,355
1,430,000
63,300
735,991
155,087
123,000
127,700
56,000
865,000
9,437,000
647,113
306,389
809,801
30,665
6,562
815,727
Book Value
3,390,321
402,702,496
2,251,038
27,733,030
293,552
28,813,606
39,241,193
9,471
20,080,248
43,989,398
1,646,679
2,935,229
3,956,942
3,777,671
4,776,549
5,858,509
450,649
9,953,000
2,978,396
1,986,143
24,040
15,058
183,914
67,545
1,626,098
4,295,512
785,041
25,427
686,483
10,161,166
467,904
1,204,604
1,195,291
14,318,616
1,121,549
1,154,925
228,882
2,284,040
82,498
854,810
57,909
3,619,258
6,391,120
6,434,082
3,745,809
6,518,116
3,942,635
475,365
48,575,385
Market Value
3,619,929
328,964,029
2,136,366
18,080,113
318,232
14,573,258
37,231,187
19,929
17,891,273
42,437,796
1,145,127
2,670,163
5,693,327
2,507,640
6,389,076
9,270,041
797,712
10,105,395
2,840,111
1,444,251
20,486
11,565
158,832
55,510
2,165,086
3,886,886
906,343
22,352
800,422
15,590,529
470,539
885,767
1,058,452
12,292,639
905,325
1,187,456
219,665
1,803,728
104,099
1,183,129
66,664
5,637,332
5,877,561
10,039,664
2,305,693
4,059,031
3,994,452
483,072
64,201,183

Security Name
WESFARMERS LTD PPS
WEST AUSTRALIAN NEWSPAPERS
WEST FRASER TIMBER CO LTD
WEST JAPAN RAILWAY CO
WESTERN AREAS NL
WESTERN COAL CORP
WESTON (GEORGE) LTD
WETHERSPOON (J.D.) PLC
WH SMITH PLC
WHARF HOLDINGS LTD
WHEELOCK + CO LTD
WHEELOCK PROPERTIES (S) LTD
WHITBREAD PLC
WHITEHAVEN COAL LTD
WHK GROUP LTD
WIENERBERGER AG
WIHLBORGS FASTIGHETER AB
WILH WILHELMSEN HOLDING A
WILLIAM DEMANT HOLDING
WILLIAM HILL PLC
WILMAR INTERNATIONAL LTD
WILSON BAYLY HOLMES OVCON
WINBOND ELECTRONICS CORP
WINCANTON PLC
WINCOR NIXDORF AG
WING HANG BANK LTD
WING TAI HOLDINGS LTD
WINTEK CORP
WIPRO LTD
WIRECARD AG
WISTRON CORP
WISTRON NEWEB CORP
WITAN INVESTMENT TRUST
WM MORRISON SUPERMARKETS
WOCKHARDT LTD
WOLFSON MICROELECTRONICS PLC
WOLSELEY PLC
WOLTERS KLUWER
WOOD GROUP (JOHN) PLC
WOOD ONE CO LTD
WOODSIDE PETROLEUM LTD
WOOLWORTHS HOLDINGS LTD
WOOLWORTHS LTD
WOONGJIN CHEMICAL CO LTD
WOONGJIN COWAY CO LTD
WOONGJIN HOLDINGS CO LTD
WOONGJIN THINKBIG CO LTD
WOORI FINANCE HOLDINGS CO
Shares
95,917
40,045
92,200
1,848
414,545
992,700
70,672
2,651,601
427,640
464,089
2,208,972
1,072,122
715,323
159,110
719,815
816,317
431,181
118,237
45,046
32,066
693,493
1,860,885
23,348
1,192,000
563,389
145,686
138,958
901,264
127,000
689,302
235,256
7,031,121
51,000
54,991
2,371,906
18,500
363,242
690,634
249,688
1,402,462
114,235
499,415
2,095,943
1,554,854
1,093,910
48,845
35,760
58,110
431,840
Book Value
9,832,724
1,123,331
2,324,034
18,907,505
2,463,857
1,984,476
8,833,985
147,466,060
2,469,334
3,225,123
20,901,443
6,729,284
1,912,449
9,752,208
3,332,426
683,891
8,565,654
1,709,765
1,030,884
4,044,615
7,846,389
24,517,467
332,024
279,076
2,041,907
8,909,055
6,109,215
2,765,434
113,470
3,609,818
2,264,088
9,560,917
91,181
499,042
33,132,885
50,885
678,304
28,216,825
19,528,644
7,681,290
443,090
61,716,799
5,829,791
73,596,239
1,139,976
5,587,855
323,015
970,447
17,166,842
Market Value
9,103,350
863,350
2,883,175
16,881,324
1,323,550
3,886,164
11,576,806
145,528,736
2,498,387
2,841,864
23,411,562
7,369,110
1,760,776
10,140,729
2,918,361
672,265
5,310,586
2,256,257
768,874
5,486,959
5,265,369
27,087,287
332,899
302,345
2,006,068
8,223,906
5,355,714
2,486,077
102,765
5,713,882
2,022,919
10,415,989
87,139
345,131
28,661,984
53,773
951,030
24,203,439
15,421,303
6,571,631
378,244
55,468,049
6,548,284
86,911,760
1,016,058
6,411,900
343,856
1,205,508
13,999,066

Security Name
WOORI INVESTMENT + SECURITIE
WORLD COLOR PRESS INC
WORLEYPARSONS LTD
WOTIF.COM HOLDINGS LTD
WPG HOLDINGS CO LTD
WPP PLC
WSP GROUP PLC
XCHANGING PLC
XEBIO CO LTD
XIAMEN INTERNATIONAL PORT H
XINAO GAS HOLDINGS LTD
XINYI GLASS HOLDING CO LTD
XL AXIATA TBK PT
XSTRATA PLC
XTEP INTERNATIONAL HOLDINGS
YA HSING IND CO
YACHIYO BANK LTD/THE
YAGEO CORPORATION
YAHAGI CONSTRUCTION CO LTD
YAHOO JAPAN CORP
YAKULT HONSHA CO LTD
YAMABIKO CORP
YAMADA DENKI CO LTD
YAMAGATA BANK LTD/THE
YAMAGUCHI FINANCIAL GROUP IN
YAMAHA CORPORATION
YAMAHA CORPORATION
YAMAHA MOTOR CO LTD
YAMANA GOLD INC
YAMANASHI CHUO BANK LTD/THE
YAMATAKE CORP
YAMATO HOLDINGS CO LTD
YAMATO KOGYO CO LTD
YAMAZAKI BAKING CO LTD
YAMAZEN CORP
YANG MING MARINE TRANSPORT
YANGZIJIANG SHIPBUILDING
YANLORD LAND GROUP LTD
YANTAI CHANGYU PIONEER B
YANZHOU COAL MINING CO H
YAOKO CO LTD
YAPI VE KREDI BANKASI
YARA INTERNATIONAL ASA
YASKAWA ELECTRIC CORP
YAZICILAR HOLDING AS A
YELL GROUP PLC
YELLOW HAT LTD
YES BANK LTD
YIEH PHUI ENTERPRISE
Shares
62,731
103,400
168,950
318,860
1,428,841
1,241,673
197,261
724,259
127,900
636,000
3,934,299
7,956,000
3,429,500
2,893,041
2,671,000
299,938
48,800
12,721,000
70,000
13,133
111,043
25,600
81,519
398,000
175,668
98,404
75,112
353,360
503,711
439,000
37,080
358,196
89,434
91,912
232,800
1,491,919
8,349,319
377,208
41,500
8,242,000
18,500
7,799,018
304,858
155,030
29,900
10,552,042
38,430
966,041
221,229
Book Value
3,814,082
1,166,352
13,057,504
1,073,222
2,094,188
35,498,604
1,124,032
2,569,876
2,567,265
127,592
5,929,224
2,889,884
1,257,537
103,787,980
1,988,469
181,082
1,470,647
3,003,377
407,306
17,377,686
10,366,794
370,491
19,669,584
2,092,632
6,454,790
6,306,354
1,053,864
12,185,088
21,000,412
2,362,287
3,459,752
13,569,371
6,642,405
3,131,268
954,436
599,560
7,614,135
1,769,034
257,926
10,111,786
568,187
12,650,515
25,383,368
3,660,745
172,196
7,701,028
176,756
3,612,609
92,377
Market Value
3,185,696
1,143,321
11,402,090
1,454,356
2,668,113
33,771,228
1,000,463
2,123,784
2,416,644
113,525
8,740,473
3,003,748
1,541,667
91,631,184
2,202,066
0
993,206
5,186,347
424,794
18,184,086
11,876,694
251,979
17,059,909
1,889,027
5,181,863
3,975,574
777,518
11,055,123
19,000,923
1,805,809
3,400,065
13,384,390
4,959,429
3,916,754
1,052,322
763,801
11,308,208
1,824,296
391,703
16,172,510
521,404
21,280,125
20,092,821
3,718,077
177,521
3,869,369
264,915
5,595,113
80,212

Security Name
YIT OYJ
YODOGAWA STEEL WORKS LTD
YOKOGAWA BRIDGE CORPORATION
YOKOGAWA ELECTRIC CORP
YOKOHAMA REITO CO LTD
YOKOHAMA RUBBER CO LTD
YOKOWO CO LTD
YOMIURI LAND CO LTD
YONEKYU CORP
YOROZU CORP
YOSHINOYA HOLDINGS CO LTD
YOSUN INDUSTRIAL CORP
YOULCHON CHEMICAL CO LTD
YOUNG FAST OPTOELECTRONICS
YOUNG POONG CORPORATION
YOUNGONE CORP
YOUNGONE HOLDINGS CO LTD
YPSOMED HOLDING AG REG
YTL CORPORATION BERHAD
YTL POWER INTERNATIONAL BHD
YUANTA FINANCIAL HOLDING CO
YUASA TRADING CO LTD
YUE YUEN INDUSTRIAL HLDG
YUEN FOONG YU PAPER MANUFACT
YUEXIU PROPERTY CO LTD
YUHAN CORPORATION
YULE CATTO + COMPANY PLC
YULON MOTOR COMPANY
YUNGTAY ENGINEERING CO LTD
YURTEC CORP
YUSEN AIR + SEA SERVICE CO
YUSHIN PRECISION EQUIPMENT
YUSHIRO CHEMICAL INDUSTRY CO
ZAPPALLAS INC
ZARDOYA OTIS SA
ZARDOYA OTIS SA RTS
ZEE ENTERTAINMENT ENTERPRISE
ZEHNDER GROUP AG BR
ZELTIA SA
ZENRIN CO LTD
ZENSHO CO LTD
ZEON CORP
ZERIA PHARMACEUTICAL CO LTD
ZHAOJIN MINING INDUSTRY H
ZHEJIANG EXPRESSWAY CO H
ZHONGDE WASTE TECHNOLOGY AG
ZHUZHOU CSR TIMES ELECTRIC H
ZIGNAGO VETRO SPA
ZIJIN MINING GROUP CO LTD
Shares
391,049
426,000
105,000
195,473
121,000
164,335
47,900
102,000
66,500
49,400
1,017
130,000
56,780
8,000
2,856
93,434
113,070
11,685
904,478
2,331,626
7,856,706
924,000
795,552
604,014
2,212,365
6,694
337,142
868,113
119,000
100,000
38,800
27,200
35,100
309
78,283
78,283
177,044
747
684,745
47,100
182,800
134,277
74,000
111,500
984,000
19,919
29,000
97,678
564,000
Book Value
5,261,982
2,182,458
786,154
3,674,652
791,309
3,236,774
284,527
313,010
712,627
624,608
1,140,132
205,337
437,156
65,013
1,311,427
584,479
2,212,284
857,197
1,549,998
1,314,110
4,295,077
1,030,094
4,711,793
223,080
479,643
4,025,121
673,726
799,633
115,145
537,381
490,647
429,156
497,331
566,618
6,914,583
343,077
667,672
765,377
4,627,428
702,889
946,359
2,066,450
763,227
176,096
804,668
415,738
41,440
471,262
494,211
Market Value
7,079,561
1,761,962
625,325
3,502,958
860,086
2,920,970
287,432
335,428
586,919
724,615
1,129,745
197,439
412,155
60,999
1,325,203
634,635
2,290,149
617,652
2,067,378
1,591,627
4,242,374
866,674
5,495,615
218,999
485,819
3,271,002
904,133
859,157
97,403
427,167
605,962
489,963
461,310
443,474
3,955,734
194,980
1,172,924
1,114,595
2,683,982
515,231
1,745,576
3,097,380
783,569
262,887
912,334
365,982
61,969
494,137
425,871

Security Name
ZINWELL CORPORATION
ZODIAC AEROSPACE
ZON MULTIMEDIA SERVICOS DE T
ZORLU ENERJI ELEKTRIK URETIM
ZPH STALPRODUKT SA
ZTE CORP H
ZUEBLIN IMMOBILIEN HOLDI REG
ZUKEN INC
ZUMTOBEL AG
ZURICH FINANCIAL SERVICES AG
ZYXEL COMMUNICATIONS CORP
Grand Total
Shares
40,000
131,618
195,101
6,387
340
602,670
135,223
65,600
27,509
204,083
115,000
Book Value
75,818
5,025,619
7,905,415
10,863
86,164
2,152,142
658,262
552,181
324,337
111,454,907
83,192
$ 53,096,593,533
Market Value
60,003
6,439,890
2,967,873
10,085
39,566
1,853,560
453,941
478,897
466,855
105,283,098
68,181
$ 48,265,865,112

Security Name
ADVENT INTERNATIONAL GPE V D
ADVENT INTERNATIONAL GPE VI A
ADVENT JP PRIVATE EQUITY FD C
ADVENT LATIN AMERICAN PEF III
ADVENT LATIN AMERICAN PRIVATE
ADVENT LATIN AMERICAN PRIVATE
AFFINITY ASIA PACIFIC FUND III
APOLLO INVESTMENT FUND IV
APOLLO INVESTMENT FUND V
APOLLO INVESTMENT FUND VI
APOLLO INVESTMENT FUND VII LP
APOLLO INVESTMENTS FD III LP
AUDAX PRIVATE EQUITY FD II
AUDAX PRIVATE EQUITY FUND III
AURORA EQUITY
AURORA EQUITY PARTNERS III LP
AURORA EQUITY PARTNERS LTD
BARING VOSTOK PRIV EQ FD IV
BASTION CAPITAL II
BIRCH HILL EQUITY PRTNS III LP
BLACKSTONE CAPITAL PARTNERS II
BLACKSTONE CAPITAL PTR III
BLACKSTONE COMMUNICATIONS I
BLACKSTONE MANAGEMENT PRTNRS V
BLACKSTONE MANAGEMENT PTRS IV
BRIDGEPOINT EUROPE III D
BRIDGEPOINT EUROPE IV D
CANDOVER 1997 U S NO 1 L P
CANDOVER 2001 FUND NO 1
CANDOVER 2005 FUND US NO 1
CANDOVER 2008 FUND
CAPITAL LINK FUND I
CARLYLE
CARLYLE ASIA PARTNERS GP II
CARLYLE ASIA PARTNERS III
CARLYLE ASIA PARTNERS LP
CARLYLE EUROPE PARTNERS II
CARLYLE EUROPE PARTNERS III LP
CARLYLE GLB FIN SERV PARTNERS
CARLYLE JAPAN INTL PARTNERS II
CARLYLE JAPAN PARTNERS LP
CARLYLE MANOR CARE
CARLYLE MEXICO PARTNERS
CARLYLE PARTNERS II LP
CARLYLE PARTNERS III LP
CARLYLE PARTNERS IV, L.P.
CARLYLE PARTNERS KINDER MORGAN
CARLYLE PARTNERS V
CARLYLE/RIVER RENE+ALT ENGY II
Book Value
64,311,120
163,750,000
9,130,520
37,973,125
141,060,000
2,500,000
69,142,574
3,950,394
20,704,006
551,232,512
368,449,878
17,034,295
64,369,009
71,649,061
45,732,928
129,485,507
15,195,152
31,009,821
43,359,889
116,821,055
8,865,133
77,947,076
63,847,750
608,429,119
97,941,193
183,380,342
81,415,645
17,977,640
90,195,572
161,427,415
25,367,568
307,809,673
19,684,204
129,831,339
85,112,721
43,656,669
41,418,311
162,788,336
54,156,661
73,742,102
17,952,022
24,997,500
11,504,648
7,067,140
42,511,183
267,279,625
41,620,284
325,552,978
135,886,531
Market Value
67,550,670
164,196,950
984,571
52,877,903
163,889,882
586,160
61,253,019
23,989,343
104,274,354
614,255,464
420,308,479
8,483,538
56,872,999
77,270,803
52,816,261
142,380,850
3,276,953
27,359,091
49,456,027
134,409,058
6,394,467
54,106,122
34,553,624
561,868,934
146,255,094
153,182,513
64,243,348
245,360
30,868,712
55,017,620
16,267,900
325,901,109
37,447,651
115,898,719
86,749,284
134,375,645
39,184,818
92,941,381
58,615,180
57,368,797
8,965,390
31,029,899
12,015,952
6,404,533
25,662,073
324,908,028
64,511,440
322,743,389
132,100,777

Security Name
CARLYLE/RIVERSTONE GLB E+P IV
CARLYLE/RIVERSTONE GLOBAL
CLESSIDRA CAPITAL PARTNERS
CLESSIDRA CAPITAL PARTNERS II
COINVEST HAMLET HOLDINGS B LLC
COURT SQUARE CAPITAL PARTNERS
CVC CPTL PTNRS ASIA/PACIFIC II
CVC CPTL PTRS ASIA/PACIFIC III
CVC EURO EQUITY PARTNERS III
CVC EUROPEAN EQ PTNERS IV(B)LP
CVC EUROPEAN EQTY TNDM FND B
CVC EUROPEAN EQUITY PARTNERS
CVC EUROPEAN EQUITY PRTNRS II
CVC EUROPEAN EQUITY V LP
DOUGHTY HANSON + CO FUND II
ENRGY FUTURE HOLDINGS CORP KKR
ETHOS PRIVATE EQUITY FD III
EXXEL CAPITAL PARTN V LP
FALCONHEAD CAPITAL PARTNERS II
FENWAY PARTNERS CAPITAL FUND
FIRST RESERVE FUND XI
FIRST RESERVE FUND XII
FIRST RESERVE IX
FIRST RESERVE X
FRANCISCO PARTNERS
FRANCISCO PARTNERS II LP
FS EQUITY PARTNERS III
FS EQUITY PARTNERS V LP
GCP CALIFORNIA FUND LP
GLOBAL PRIVATE EQUITY IV A
GOLDER THOMA CRESSEY RAUNER
GREEN EQUITY INVESTORS II
GREEN EQUITY INVESTORS III LP
GREEN EQUITY INVESTORS IV
GREEN EQUITY INVESTORS V LP
HELLMAN + FRIEDMAN CAP PAR IV
HELLMAN + FRIEDMAN CAP PAR VI
HELLMAN + FRIEDMAN CAP PART V
HELLMAN FRIEDMAN CAP PARTN II
HUNTSMAN GAY CAPITAL PARTNERS
ICV PARTNERS II LP
INNER CITY VENTURES LP
IRONBRIDGE CAPITAL 2003/4
IRONBRIDGE FUND II
KKR 2006
KKR ASIAN FUND
KKR EUROPEAN FD II
KKR EUROPEAN FUND III
KKR EUROPEAN FUND L P 1
Book Value
208,241,694
224,713,685
50,308,308
38,079,341
45,000,000
70,316,079
85,481,489
51,626,183
39,332,164
276,645,890
361,826,051
11,144,098
30,663,247
151,743,220
16,972,333
75,039,662
5,247,640
78,146,070
38,774,378
63,327,782
375,895,213
121,463,704
1,534,258
61,148,766
30,274,806
129,619,927
13,026,414
34,779,630
8,685,460
241,405
9,816,833
17,307,498
127,999,990
156,691,939
16,958,312
427,751,497
126,546,095
19,000,012
63,749,091
14,151,337
1,905,752
11,937,014
50,696,882
392,608,989
129,597,627
196,319,974
116,541,659
33,578,056
Market Value
231,393,322
269,827,540
27,623,456
28,878,555
29,716,893
67,620,770
54,020,937
38,049,993
120,241,204
291,373,184
319,805,294
9,496,768
22,195,239
163,461,680
5,377,322
22,590,108
133,021
132,566
45,477,926
1,120,026
328,161,000
82,275,000
421,000
82,142,000
18,019,016
134,907,734
19,403
52,364,308
119,682,045
3,996,488
245,349
(14,234,749)
11,555,742
131,721,041
168,975,115
23,124,070
483,666,612
196,054,179
56,434
54,103,861
14,964,418
13,276
10,368,947
48,692,444
396,019,085
133,687,925
120,690,184
95,919,147
48,992,862

Security Name
KKR MILENNIUM FUND
LEVINE LEICHTMAN CAP PART II
LEVINE LEICHTMAN CAP PART III
LEVINE LEICHTMAN CAPITAL IV
LION CAPITAL FUND II L.P.
MADISON DEARBORN CAP PART IV
MADISON DEARBORN CAP PARTNER V
MADISON DEARBORN PARTNERS II
MADISON DEARBORN PARTNERS III
MAGNUM CAPITAL
MARKSTONE CAPITAL PARTNERS LP
NEW MOUNTAIN PARTNERS II
NEW MOUNTAIN PARTNERS III
NEWBRIDGE ASIA III
NEWBRIDGE ASIA IV LP
NWEPP II (NATWEST)
NWP SERVICE CORPORATION S 2
NWP SERVICES CORPORATION S 1
OAK HILL CAPITAL PARTNERS II
OAK HILL CR PARTNERS III LTD
PALLADIUM EQUITY PARTNERS III
PCG CLEAN ENERGY + TECHNOLOGY
PCG INTERNATIONAL EMERGING MKT
PCGI GLOBAL OPPS FUND 2
PERMIRA EUROPE III LP 2
PERMIRA IV
PERMIRA VENTURES EUROPEAN V
PROVIDENCE EQUITY PARTNERS V
PROVIDENCE EQUITY VI
QUADRANGLE CAPITAL PRTRS
RESOLUTE FUND II
RHONE PARTNERS III LP
RIPPLEWOOD PARTNERS II LP
SILVER LAKE BANK ONE
SILVER LAKE PARTNERS II
SILVER LAKE PARTNERS III
SILVER LAKE PARTNERS LP
SILVER LAKE SUMERU FUND
THE SECOND EUROPEAN EQUITY
THL MANAGERS VI
THOMAS H LEE EQUITY FD V
TOWERBROOK INVESTORS II
TOWERBROOK INVESTORS III L.P.
TOWERBROOK INVESTORS LP
TPG ASIA V
TPG PARTNERS III
TPG PARTNERS IV
TPG PARTNERS V
TPG PARTNERS VI
Book Value
125,828,801
72,629,982
38,723,009
10,080,882
162,329,279
106,392,872
255,925,797
21,576,002
50,145,525
60,797,496
34,079,730
100,041,600
125,863,226
28,014,488
137,095,319
5,445,302
68,774,921
174,736,557
112,968,479
243,484,932
202,540,104
11,945,471
46,812,721
232,777,900
37,364,385
111,338,282
248,997,685
76,432,693
64,816,014
67,658,404
21,352,955
4,364,723
78,652,414
260,120,816
24,006,610
84,909,465
31,060,435
161,124,369
100,493,355
145,595,265
77,338,494
4,295,413
99,708,628
51,343,014
162,274,083
603,034,531
180,046,248
Market Value
131,165,858
48,589,375
33,394,410
10,293,594
160,904,958
109,350,795
198,913,236
64,764
8,577,020
56,082,793
30,695,711
134,588,981
117,069,971
101,593,996
155,012,751
1,201,703
364,620
18,844
74,763,145
145,088,305
109,237,739
225,913,654
228,957,782
4,616,552
41,798,047
133,193,517
1,467,424
118,284,953
236,077,898
79,983,213
61,481,790
58,805,475
19,598,286
106,595
104,327,004
245,685,348
848,027
112,338,242
21,556,130
140,251,709
108,191,111
156,365,167
83,927,720
6,379,299
83,255,208
33,853,836
151,524,815
443,337,299
141,459,136

Security Name
TRICOR PACIFIC CAPITAL PARTNER
UNITED PLASTICS GROUP
WELSH CARSON ANDERSON STOWE 6
WELSH CARSON ANDERSON STOWE X
WELSH CARSON ANDERSON STOWE XI
WELSH CARSON ANDERSON VII
WELSH CARSON ANDERSON VIII
WELSH CARSON ANDERSON+STOWE IX
YUCAIPA AMERICAN ALLIANCE FUND
YUCAIPA AMERICAN ALLIANCE II
YUCAIPA CORP INITIATIVE FD
YUCAIPA CORP INITIATIVES II LP
Grand Total
Book Value
65,902,248
29,000,000
23,427,612
147,582,773
20,298,427
70,434,170
110,017,327
60,441,885
115,403,598
232,586,236
172,648,484
29,772,399
$ 15,991,538,514
Market Value
61,915,457
2,841,108
147,720,021
16,385,540
3,312,513
48,081,583
56,768,184
123,291,619
262,051,953
138,337,501
21,224,542
$ 15,273,947,700

Distressed Securities
Security Name
AACP CHINA DEBT INVESTORS
APOLLO ASIA OPPORTUNITY FUND
APOLLO SVF MNGMNT L P
APOLLO/CALPERS CLO
ARES CALPERS CLO
ARES SPECIAL SIT. FUND
ASIA RECOVERY CO INVESTMENT
ASIA RECOVERY FUND
AUDAX CREDIT OPPORTUNITIES LP
AURORA RESURGENCE FUND C
AVENUE ASIA SPECIAL SITUATIONS
AVENUE ASIA SPL SIT FD III LP
AVENUE EUROPE SPL SIT FUND
AVENUE SPECIAL SITUATIONS FD V
AVENUE SPECIAL SITUATIONS II
AVENUE SPECIAL SITUATIONS III
AVENUE SPECIAL SITUATIONS IV
CARLYLE HIGH YLD PRTRS IV LP
CARLYLE STRATEGIC PARTNERS
CARLYLE STRATEGIC PARTNERS II
CARLYLE/CALPERS CLO
CLEARWATER CAP PARTNERS FD III
CLEARWATER CAPITAL PARTNERS
CLEARWATER CAPITAL PARTNERS 1
GREEN CREDIT INVESTORS LP
KPS SPECIAL SITUATIONS FND III
LEVINE LEICHTMAN CAP DEEP VAL
MHR INSTITUTIONAL ADV II LLC
MHR INSTITUTIONAL INV III
OCM OPPORTUNITIES FUND LP
SILVER LAKE CREDIT FUND LP
TPG CREDIT STRATEGIES, L.P.
WAYZATA OPPORTUNITIES FUND II
WAYZATA OPPORTUNITIES FUND LLC
WLR RECOVERY FD
WLR RECOVERY FUND II LP
WLR RECOVERY FUND III
WLR RECOVERY FUND IV
Grand Total
Book Value
5,889,279
50,000,000
800,000,000
100,000,000
94,122,098
150,000,000
5,890,032
14,228,664
25,000,000
160,264,145
215,708,646
13,301,845
178,098,630
389,994,352
1
70,173,866
3,005,902
28,093,141
72,286,846
150,000,000
142,292,003
46,762,988
23,886,365
100,000,001
34,462,515
70,393,388
29,295,068
219,135,851
99,972,107
75,000,000
162,500,000
60,375,000
18,659,090
29,629,612
167,996,031
198,105,552
4,004,523,020
Market Value
7,015,636
47,018,670
955,310,762
52,429,054
69,593,231
169,845,937
2,744,659
2,074,117
28,515,428
186,672,175
233,934,164
32,311,970
203,133,485
462,455,306
79,398
349,531
117,108,784
625,000
42,004,137
70,897,902
152,865,817
151,697,643
52,161,865
20,852,551
93,770,742
59,330,109
54,937,895
34,710,265
162,253,594
135,188
126,298,266
71,033,765
235,649,713
97,065,347
4,554,464
26,487,236
167,269,390
220,239,367
4,415,432,563

Expansion Capital
Security Name
AACP AP INVESTORS
AACP CHINA GROWTH
AP ALTERNATIVE ASSETS L P
APOLLO GLOBAL MGMT LLC
ARCLIGHT ENERGY PARTNERS FD 3
ARCLIGHT ENERGY PARTNERS FD II
ARCLIGHT ENERGY PARTNERS FD IV
ASIA ALTERNATIVES CAPITAL
ASIA ALTERNATIVES CAPITAL II
CARLYLE ASIA GROWTH PRTNRS IV
CARLYLE ASIA GROWTH PRTNS III
CARLYLE GROUP
CARLYLE RIVERSTONE BRAZIL
CARLYLE VENTURE PARTNERS III
CARLYLE/RIVERSTONEENERGYFDI,LP
CENTINELA CAPITAL PTNRS
CHINA PRIVATIZATION FUND I
CONCENTRA INC
CONVERSUS ASSET MANAGEMENT
CORPORATE PARTNERS LP
EM ALTERANTIVES INVESTEMENTS
GENERATION CAPTIAL PARTNERS LP
GOLDEN STATE INVESTMENT FUND
HEALTH EVOLUTION MGMT CO LLC
INSIGHT VENTURE PARTNERS V
INSIGHT VENTURE PARTNERS V
INSIGHT VENTURE PARTNERS VI
KLEINWORT BENSON C+EE LP
LIME ROCK PARTNERS III LP
LIME ROCK PARTNERS IV
LIME ROCK PARTNERS V
LOMBARD ASIA III
LOMBARD THAILAND FUND
LOMBARD/PACIFIC PART L.P.
NOGALES INVESTORS FUND 1 LP
NOGALES INVESTORS FUND II
OPPORTUNITY CAPITAL PARTNER IV
PCG CORPORATE PARTNERS II
PERMIRA UK VENTURE FD IV
PERMIRA UK VENTURE FUND III
PHAROS CAPITAL II
POLISH ENTERPRISE FD IV
POLISH ENTERPRISE FUND V
POLISH ENTERPRISE FUND VI
RFG PRIVATE EQUITY
RICHARDSON PRIVATE EQUITY II
ROSEWOOD CAPITAL V
SAIF PARTNERS III
SILVER LAKE TECHNOLOGY MANAGEM
Book Value
10,373,931
33,115,711
195,450,000
581,278,324
170,697,272
28,214,979
147,365,612
32,016,790
6,120,575
38,334,672
74,673,734
175,000,000
25,000,000
53,023,843
57,497,613
2,000,003
68,634,889
15,769,765
333,188,868
34,879,415
31,108,867
308,622,295
5,000,000
21,690,509
10,223,807
42,024,000
49,228,278
22,808,416
34,362,520
41,008,123
29,589,342
54,449,137
138,789,473
21,213,893
15,135,366
18,835,320
139,293,249
10,161,468
4,293,214
17,507,418
14,378,187
50,231,213
83,547,509
26,227,683
23,428,501
24,059,042
74,566,279
269,810,275
Market Value
8,486,758
37,518,153
61,000,000
240,000,000
174,279,376
34,723,091
165,477,774
35,733,459
4,789,798
42,053,862
82,450,995
334,000,000
19,774,785
51,957,375
40,600,885
2,000,003
52,996,841
22,351,220
480,032
325,773,242
28,799,750
484,774
249,944,506
5,000,000
24,770,389
12,721,666
45,901,502
80,085
21,259,938
32,344,839
38,309,627
33,834,964
73,771,310
1,176,277
3,814,290
12,687,471
2,435,693
129,868,003
1,338,661
263,840
23,911,073
26,500,793
80,875,503
39,020,942
14,950,478
11,209,690
17,285,076
106,040,661
197,900,000

Expansion Capital
Security Name
SPV VCOC (NAT WEST)
T3 PARTNERS II LP
TA X L.P.
TAILWIND CAPITAL PARTNERS LP
THOMAS WEISEL PARTNERS
TPG STAR
TSG CAPITAL FUND II LP
TSG CAPITAL FUND III LP
YUCAIPA AMERICAN FUNDS LLC
Grand Total
Book Value
10,493,991
20,074,695
87,355,000
38,677,382
2,996,744
88,417,501
32,806,027
17,500,000
3,962,550,720
Market Value
107,719
9,779,501
69,155,578
44,952,580
2,996,744
95,713,878
(26,931,528)
519,760
17,500,000
3,186,743,681

Mezzanine Debt
Security Name
AUDAX MEZZANINE FUND II LP
BLACKSTONE MEZZANINE PTNRS
CENTRAL VALLEY FUND
DARBY CONVERGINGEROPE
GLEACHER MEZZANINE FUND
GLEACHER MEZZANINE FUND II
GSO CAPITAL OPPORTUNITY
KB MEZZANINE FUND II
RICE PARTNERS II
TA SUBORDINATED DEBT FUND II
Grand Total
Book Value
66,372,083
26,830,836
9,123,550
30,193,527
4,242,446
29,258,297
111,545,737
24,269,961
25,922,104
47,175,863
374,934,403
Market Value
62,566,783
13,478,011
12,580,722
27,364,075
1,912,472
25,429,836
56,427,662
38,662
1,423,269
44,020,525
245,242,017

Secondary Interest
Security Name
CALIFORNIA ASIA INVESTORS LP
COLLER INTERNATIONAL PARTNERS
COLLER INTL PARTNERS III
COLLER INTL PARTNERS IV LP
LEXINGTON CAP PARTNERS V LP
LEXINGTON CAPITAL PARTNERS III
LEXINGTON CAPITAL PARTNERS IV
LEXINGTON CAPTIAL PARTNERS II
LEXINGTON MIDDLE MARKETS
W CAPITAL PARTNERS
W CAPITAL PARTNERS II
Grand Total
Book Value
18,385,985
190,274,443
1
9,252,836
6,122,358
1
1
1
30,816,532
14,652,141
77,313,800
346,818,099
Market Value
16,985,957
40,756,966
174,682,616
9,235,340
18,188,523
15,624,520
11,651,876
19,834,064
30,060,110
96,577,702
8,892,633
442,490,307

Special Situation
Security Name
1818 FUND II LP
AP INVESTMENT EUROPE LTD
APOLLO CREDIT OPPORT FD I
APOLLO EURO PRINCIPAL FINANCE
ARES CORP OPPORTUNITY FUND II
ARES CORPORATE OPP FUND III
ARES CORPORATE OPP FUND LP
BANC OF AMERICA CAL COMM
CAPITAL LINK FUND II
CARLYLE EUROPE REALTY PARTNERS
CARLYLE REALTY III LP
CONVERSUS CAP L P
ESP GOLDEN BEAR EUROPE FUND
PARISH CAPITAL 1
PARISH CAPITAL II
TCW SPECIAL CREDIT FD V
YUCAIPA AMERICAN SPECIAL SIT
Grand Total
Book Value
15,501,474
75,050,224
856,812,418
32,115,981
148,257,154
160,519,383
57,947,613
67,719,897
123,788,065
15,547,276
14,354,665
500,000,000
155,715,497
38,643,475
40,042,833
4,039,536
35,788,349
2,341,843,841
Market Value
2,685,913
11,624,269
1,092,486,620
31,583,618
176,983,018
193,042,661
63,919,874
49,208,172
113,517,427
10,820,297
23,056,346
285,000,000
109,149,950
34,196,102
37,688,387
10,730
9,805,356
2,244,778,741

Venture Capital
Security Name
AACP CHINA VENTURE INVESTORS
AACP INDIA A
AACP INDIA B
AACP INDIA C
ABERDARE VENTURE III
ABERDARE VENTURES IV L P
AISLING CAPITAL 11
AISLING CAPITAL III LP
ALTA BIOPHARMA PARTNER II
ALTA V
AMERICAN RIVERS VENTURES I LP
APA EXCELSIOR IV
CALIFORNIA EM VENTURES IV LLC
CALIFORNIA EMERG VENT II LLC
CALIFORNIA EMERG VENT III LLC
CALIFORNIA EMERGING VENTURES
CARLYLE ASIA II LP
CARLYLE EUROPE TECH PTNRS II
CARLYLE VENTURE PRTNRS II LP
CLARUS LIFESCIENCES I LP
CLARUS LIFESCIENCES II LP
CLEARSTONE VENTURE PARTNERS
CRATON EQUITY INVESTORS I L.P
DFJ ELEMENT PARTNERS
DFJ FRONTIER FUND LP
EMERGENCE CAPITAL PARTNERS
ENERTECH CAPITAL III LP
ESSEX W HEALTH VENTURES VIII
GARAGE CALIFORNIA ENTREPRENEUR
GIZA VENTURE FD IV LP
GRANITE GLOBAL VENTURES 111
GRANITE GLOBAL VENTURES II LP
HEALTH EVOLUTION INVESTMENTS
HEALTH EVOLUTION INVSTMNT FOF
HEALTH EVOLUTION PARTNERS FOF
HEALTH EVOLUTION PARTNERS LLC
INFORMATION TECH VENTURES II
INFORMATION TECH VENTURES LP
KH GROWTH EQUITY FUND
KHOSLA VENTURES III
KHOSLA VENTURES SEED, LP
KLINE HAWKES PACIFIC LP
LIGHTSPEED VENTURE PRTNRS VII
MEDIA COMM PRTNRS II PL
NEW ENTERPRISE ASSOCIATES 12
NGEN PARTNERS II
PACIFIC COMMUNITY VENTURE INV
PERSEUS SOROS BIO PHARM LP
PINNACLE VENTURES II B LP
Book Value
2,286,665
3,133,180
4,214,986
1,038,797
17,022,284
11,250,000
61,645,385
7,740,970
25,687,216
11,644,856
15,000,000
8,983,741
222,307,179
922,305,970
369,520,305
562,247,192
27,625,460
25,405,786
40,868,623
34,163,466
25,500,000
23,000,000
23,456,768
24,046,032
18,584,304
12,375,000
4,503,028
34,375,000
9,604,054
8,024,558
38,567,369
23,766,103
779,353
417,138
76,537,574
77,935,313
21,958,345
11,830,256
69,000,000
14,100,000
66,360,646
26,229,808
1
35,476,575
11,847,898
7,964,175
11,602,814
28,314,179
Market Value
2,039,828
3,150,819
4,072,787
857,153
12,562,277
9,350,500
50,666,640
4,632,675
11,184,619
427,516
386,776
236,291,795
592,532,841
334,598,242
304,872,812
17,720,254
14,372,541
20,338,880
35,475,267
22,358,902
20,359,692
20,688,835
17,995,851
14,984,320
11,798,172
4,204,149
30,622,351
9,771,763
6,294,388
34,716,270
20,263,689
584,699
272,027
56,392,320
66,445,877
103,076
(12,321,128)
8,079,978
78,321,494
14,778,268
65,523,633
26,472,627
35,400,502
7,178,480
2,003,844
10,371,818
29,956,578

Venture Capital
Security Name
PROSPECT VENTURE II
PROSPECT VENTURE PARTNERS III
ROCKPORT CAPITAL PARTNERS
SACRAMENTO PARTNERS
SPACEVEST FUND LP
TECHNOLOGY PARTNERS FUND V
TECHNOLOGY PARTNERS FUND VI
TPG BIOTECHNOLOGY PARTNERS II
TPG BIOTECHNOLOGY PARTNERS LP
TPG BIOTECHNOLOGY PRTNRS III
TPG VENTURE HOLDING
TPG VENTURES LP
TRINITY VENTURES IX
VANTAGEPOINT 2006
VANTAGEPOINT CLEANTECH PARTNER
WARBURG PINCUS INVESTORS L P
Grand Total
Book Value
50,802,994
31,750,000
12,652,606
223,887,774
14,380,016
10,322,120
15,680,379
55,284,196
58,762,396
29,966,702
25,527,551
180,194,393
17,139,558
46,000,000
17,500,000
3,870,099,036
Market Value
26,716,096
22,622,327
12,166,435
178,882,000
698,076
1,366,581
2,668,818
63,183,459
51,153,899
30,238,482
25,527,551
133,115,015
15,714,792
39,058,417
26,855,142
177,233
2,889,301,020

Security Name
AGENCE FRANCE TRES
BUNDESREP DEUTSCHLAND
BUNDESREPUBLIK DEUTSCHLAND
BUONI POLIENNALI DEL TES
BUONI POLIENNALI DES TES
DEUTCSHLAND I/L BOND
FRANCE (GOVT OF)
FRANCE (GOVT OF)
FRANCE (GOVT OF)
FRANCE (GOVT OF) OAT
FRANCE (REP)
FRANCE (REPUBLIC)
FRANCE GOVT OF
FRANCE(GOVT OF)
FRANCE(GOVT OF)
FRANCE(REP OF)
ITALY (REPUBLIC)
ITALY (REPUBLIC)
ITALY(REP OF)
ITALY(REP OF)
JAPAN (GOVT OF)
JAPAN (GOVT OF)
JAPAN (GOVT OF)
JAPAN (GOVT)
JAPAN (GOVT)
JAPAN (GOVT)
JAPAN(GOVT OF)
JAPAN(GOVT OF)
JAPAN(GOVT)
JAPAN(GOVT)
JAPAN(GOVT)
TST 2PR 2035 I/L STOCK
TSY 2 1/2 2013I/L STOCK
TSY 2 1/2 2020I/L STOCK
TSY IL GILT
TSY INFL IX N/B
TSY INFL IX N/B
TSY INFL IX N/B
UK (GOVT OF)
UK GOVT OF
UK TSY I/L GILT
UK TSY I/L GILT
UK TSY I/L STOCK UTI 2.50 08/1
UK(GOVT
UK(GOVT OF)
UK(GOVT OF)
UK(GOVT OF)
UK(GOVT OF)
UNITED KINGDOM (GOV OF)
UNITED STATES TREAS
UNITED STATES TREAS
Rate Maturity Date

2.10
07/25/2023
2.25
04/15/2013
1.50
04/15/2016
2.55
09/15/2041
2.10
09/15/2017
1.75
04/15/2020
3.15
07/25/2032
3.40
07/25/2029
1.30
07/25/2019
2.25
07/25/2020
1.60
07/25/2015
3.00
07/25/2012
1.80
07/25/2040
2.50
07/25/2013
1.60
07/25/2011
1.00
07/25/2017
2.15
09/15/2014
2.35
09/15/2035
2.60
09/15/2023
2.35
09/15/2019
1.10
09/10/2016
0.80
12/10/2015
1.10
06/10/2014
1.20
06/10/2017
1.20
03/10/2014
1.20
12/10/2017
1.10
12/10/2016
0.80
03/10/2016
1.40
06/10/2018
1.40
03/10/2018
0.80
09/10/2015
2.50
01/26/2035
0.63
03/22/2040
1.88
11/22/2022
6.11
08/16/2013
6.61
04/16/2020
0.50
03/22/2050
0.50
04/15/2015
1.88
07/15/2019
1.25
04/15/2014
0.75
11/22/2047
1.13
11/22/2037
1.25
11/22/2027
0.63
11/22/2042
7.31
08/23/2011
2.50
07/17/2024
6.63
07/26/2016
4.13
07/22/2030
1.25
11/22/2017
1.25
11/22/2032
1.25
11/22/2055
1.63
01/15/2018
0.63
04/15/2013
3.88
04/15/2029
3.63
04/15/2028
3.38
04/15/2032
Par Value
5,812,313 $
5,813,238
8,905,528
2,944,283
10,751,796
4,862,670
7,417,219
3,908,907
1,623,696
13,261,340
7,497,486
10,604,790
4,815,900
10,676,520
11,212,537
13,037,372
10,263,870
9,808,050
10,263,097
7,634,093
594,600,000
228,620,000
99,800,000
687,930,000
99,300,000
227,700,000
336,260,000
377,720,000
886,500,000
354,240,000
249,250,000
6,786,657
2,263,074
5,804,934
4,730,000
4,090,000
3,131,160
42,752,025
40,838,800
27,811,890
4,137,997
6,651,852
7,861,745
3,354,624
2,980,000
4,440,000
4,950,000
4,730,000
6,875,326
3,692,808
5,446,548
36,419,950
11,757,618
30,764,824
37,738,960
15,965,950
Book Value
8,538,543
9,058,864
13,270,496
4,318,373
15,941,708
6,978,034
13,298,328
7,159,538
2,249,426
20,067,527
11,686,560
17,144,545
6,959,721
17,132,491
16,968,945
18,292,988
16,230,521
13,508,196
15,759,227
11,065,775
5,864,038
2,150,572
1,044,308
6,694,406
1,058,100
2,213,161
3,383,783
3,582,148
8,331,600
3,348,473
2,362,087
17,982,771
3,374,557
10,745,571
19,123,224
21,465,721
5,179,862
42,840,218
41,019,643
28,070,813
7,048,496
13,617,705
13,003,398
5,499,366
11,703,292
19,268,712
22,600,719
22,849,317
13,708,631
5,717,134
12,841,783
36,797,855
11,648,278
38,373,870
43,990,021
20,150,223
Market Value
7,811,804
7,607,475
11,575,868
3,416,393
13,061,490
6,375,549
11,954,780
6,467,707
2,046,145
17,734,514
9,667,652
13,995,611
6,366,198
14,198,298
14,054,385
16,374,148
12,928,388
11,996,583
12,288,039
9,182,498
6,585,015
2,515,104
1,119,014
7,579,746
1,123,844
2,517,849
3,722,078
4,131,913
9,816,718
3,961,131
2,733,328
16,155,556
3,253,568
9,871,874
19,599,702
19,204,071
4,360,637
43,346,706
43,831,467
29,063,425
6,284,273
10,887,599
12,448,964
4,864,369
13,772,321
18,149,527
22,934,384
18,302,288
11,101,140
6,000,823
10,193,867
38,423,047
12,009,349
41,258,398
48,736,470
20,750,786
Yield
2.06
1.49
1.15
2.20
2.66
2.79
2.34
1.95
1.56
1.23
1.04
0.94
2.11
2.57
2.12
2.66
2.38
1.81
1.18
0.91
1.38
1.37
1.26
1.25
0.91
0.90
1.60
1.59
***
***
***
0.74
1.21
1.03
0.86
0.99
1.68
1.72
1.22
0.90
1.17
0.85
1.02
0.43
1.58
0.61
1.43
1.07
0.77
0.77
0.67
1.54
0.61
2.89
2.81
2.60

Security Name
US TREASURY NTS
US TREASURY SECURITY
WI INFL IDX N/B
Grand Total
Rate Maturity Date

2.50
01/15/2029
2.38
01/15/2025
2.38
01/15/2027
2.13
02/15/2040
2.00
01/15/2026
1.75
01/15/2028
3.38
01/15/2012
2.38
04/15/2011
2.50
07/15/2016
2.13
01/15/2019
2.00
07/15/2014
2.00
01/15/2016
1.88
07/15/2013
1.38
07/15/2018
3.00
07/15/2012
2.63
07/15/2017
1.38
01/15/2020
Par Value
24,622,238
41,460,525
27,024,750
30,761,995
46,679,450
18,938,374
27,623,250
37,781,176
7,286,288
12,793,410
64,764,000
103,243,960
83,085,100
1,516,395
56,075,350
45,123,078
58,469,220
$
Book Value
26,640,186
42,931,408
28,568,590
31,157,655
48,201,188
18,221,347
29,107,403
38,497,146
7,599,890
13,526,706
68,283,167
106,822,430
87,409,389
1,418,982
58,518,317
48,433,530
58,832,530
1,488,453,525
Market Value
27,846,273
45,975,991
29,976,393
33,641,010
49,392,460
19,222,450
29,133,966
38,424,589
8,111,678
13,974,753
69,520,268
111,454,952
87,953,056
1,573,260
59,737,631
50,897,478
59,958,431
1,476,508,514
Yield
2.21
2.14
2.14
1.94
1.89
1.72
3.20
2.34
2.25
1.95
1.86
1.85
1.77
1.33
2.82
2.33
1.34

Investment
(Page Mill Properties FD 1)DIVCO West
301 Capitol Mall
400 R Street
AEW Capital Partners
AEW Senior Housing Co
AGI TMG Housing Partners I, LLC
American Value Partners Fund I
Apollo Real Estate Finance Company
Apollo Real Estate Investment Fund V LP (AREA)
Bridge Urban InFill
Buchanan II
CAL SPECIAL Urban Housing
CalEast La Salle
California Smart Growth Fund IV
CalSmart, LLC
CalWest RREEF
Canyon Johnson Urban Fund III LP
Capmark Structured Real Estate Partners
Capri Urban Capital I LLC
CIM CA Urban Real Estate
CIM Core Urban REIT LLC
CIM Fund III
Cityview America Fund I LLC
Cityview LA Urban Fund I LP
CMR Commercial Mortgage Fund
CUIP (SCG)
CWP - Bishop Square
ERPMI Eqk Partners
Fifth St. Properties CWP
Fillmore East Fund
Fortress Holiday
Fortress RIC CoInvestment
GI Partners Fund II
GI Partners Fund III
Global Innovation Partners
Global Retail Investors
Guggenheim Structured III
Hampshire Companies
Hearthston Path-of-Growth Fund, LLC
Hearthstone A+D Partners
Hearthstone Housing Partners II LLC
Hearthstone Housing Partners III LLC
Hearthstone MS II (HOMEBUILDING)
Hearthstone MS III
Heartstone HSG Partners
Hines CalPERS Green
Hollywood Park CoInvestment (Stockbridge)
IHP Fund II LP A+D
IHP Investment Fund III
IHP Investment Fund IV
Institutional HSG Partners LP(IHP Invest)
Institutional Mall Investors
Integral Urban Fund I, LP
JER US Debt Co-Investment
Karec CA Development Program LLC
Kennedy Wilson Property Fund II
KSC Affordable Housing
Net Assets at Cost

$
4,648,708
20,329,954
16,167,062
75,586,676
(30,177,441)
(1,715,405)
47,739,531
85,324,465
64,075,756
51,119,764
354,951,826
132,043,364
2,532,857,498
65,042,352
479,928,472
306,737,975
5,025,879
14,067,589
161,493,636
418,797,832
438,150,442
115,233,398
180,500,329
3,970,008
47,054,237
261,004,440
(622,943)
717,080
64,192,060
218,677,063
67,386,871
25,115,667
469,599,722
57,554,649
23,489,390
389,672,619
58,857,527
32,326,493
318,203,685
(1,332)
147,506,013
40,222,358
(1,040,275)
(568,669)
(1,162,986)
187,559,784
90,757,957
71,944,763
573,476,227
(40,772)
201,757,129
1,047,845,745
14,968,885
170,932,713
335,447,313
45,752,601
26,826,798
Net Assets at Market Value

762,337
(15,074,114)
16,167,062
91,690,393
(26,536,528)
(1,886,776)
28,877,990
85,324,465
34,832,116
34,062,400
94,461,041
81,983,623
1,827,205,710
33,324,662
189,760,816
234,035,384
5,025,879
14,067,589
55,338,272
420,543,154
397,760,121
90,909,912
69,314,220
2,530,714
27,782,532
(23,049,532)
(622,943)
717,080
46,848,647
1,206,690
62,108,916
10,270,012
530,573,240
66,995,902
126,564,390
394,607,316
58,857,527
21,185,413
145,717,580
(1,332)
131,864,708
28,679,285
(1,040,275)
(5,798,707)
(1,162,986)
187,559,784
101,647,522
22,852,732
382,053,919
(501,260)
176,411,047
1,570,650,879
4,003,346
93,377,154
189,142,868
36,722,198
26,826,798

Investment
Legacy Part Housing Fund
Lowe Resort Community Fund LLC
Market Street Capital Partners, LP
Meriwether Farms LLC
National Office Partners
Newland LP A+D (Cal-Land)
Newland National Partners II
Newland National Partners III
Newland National Partners IV
Newland National Partners LP
Next Block Medical
Olson Urban Housing LLC (Wells Fargo)
ORA Multi-Family Investment I
ORA Residential Investments (Olympic)
Pacific City Home
Pacific Vineyard Partners
Page Mill Properties II, LP
PICAL Housing Assoc II
PICAL Housing Assoc. LP
Predential Preco III
Principal Mortgage Value Investors
Reg Finance + Accounting (WFHAI/Wells Fargo)
RLJ Real Estate Fund III
RLJ Urban Lodging Fund II
Rockpoint Real Estate Fund II, LP
Rockpoint Real Estate Fund III
Savanna Real Estate Fund I LP
Senior Housing UK Investment II LP (PRECO III)
SHEA Capital I, LLC
SHEA Mountain House, LLC
SoCap I - R Street Holdings
Starwood Capital Hospitality Fund
Starwood Capital Hospitality Fund II
StockBridge Real Estate Fund II
Strategic Partners Value Enhancement Fund
TPG Hospitality Investments IV
URBANAMERICA, LP. II
Western Multifamily SSR
Windsor Realty Fund III GID
Windsor Realty Fund VII, LP
Grand Total
Net Assets at Cost

172,617,356
8,911,555
77,379,366
81,111,475
864,927,823
10,045,528
212,877,978
477,584,862
189,923,642
451,847,724
81,561,991
30,784
7,096,462
109,982,987
236,914,651
73,892,538
(1,844,096)
1,034,560
948,687
90,244,986
31,469,886
275,902
33,373,313
57,915,079
35,312,363
85,860,402
64,224,658
5,746,055
474,088,532
1,148,197,100
198,873
155,864,691
3,632,458
63,268,984
24,740,250
140,383,196
53,577,473
2,257,158,888
127,647,666
31,772,759
$ 18,469,111,867

39,451,078
1,619,989
58,425,205
40,776,246
575,101,387
10,875,397
188,749,045
141,381,561
142,611,761
262,643,411
41,909,990
30,784
(25,986,652)
83,624,748
111,553,991
64,392,641
(1,844,096)
1,034,560
948,687
47,259,787
20,628,371
275,902
33,373,313
57,915,079
14,234,160
69,814,554
48,439,119
2,060,372
110,455,873
89,955,968
198,873
177,230,414
4,174,860
15,024,733
34,956,661
(19,352,649)
50,472,174
1,035,890,021
75,139,993
12,510,412
11,795,488,615
$

Domestic REITS
Security Name
ACADIA REALTY TRUST
AGREE REALTY CORP
ALEXANDER S INC
ALEXANDRIA REAL ESTATE EQUIT
AMB PROPERTY CORP
AMERICAN CAMPUS COMMUNITIES
ANNALY CAPITAL MANAGEMENT IN
ANTHRACITE CAPITAL INC
ANWORTH MORTGAGE ASSET CORP
APARTMENT INVT + MGMT CO A
APOLLO COMMERCIAL REAL ESTAT
ARBOR REALTY TRUST INC
ASHFORD HOSPITALITY TRUST
ASSOCIATED ESTATES REALTY CP
AVALONBAY COMMUNITIES INC
BIOMED REALTY TRUST INC
BOSTON PROPERTIES INC
BRANDYWINE REALTY TRUST
BRE PROPERTIES INC
BRT REALTY TRUST
CAMDEN PROPERTY TRUST
CAPITAL TRUST CL A
CAPLEASE INC
CAPSTEAD MORTGAGE CORP
CARE INVESTMENT TRUST INC
CBL + ASSOCIATES PROPERTIES
CEDAR SHOPPING CENTERS INC
CHIMERA INVESTMENT CORP
COGDELL SPENCER INC
COLONIAL PROPERTIES TRUST
CORPORATE OFFICE PROPERTIES
COUSINS PROPERTIES INC
CYPRESS SHARPRIDGE INVESTMEN
DCT INDUSTRIAL TRUST INC
DEVELOPERS DIVERSIFIED RLTY
DIAMONDROCK HOSPITALITY CO
DIGITAL REALTY TRUST INC
DOUGLAS EMMETT INC
DUKE REALTY CORP
DUPONT FABROS TECHNOLOGY
EASTGROUP PROPERTIES INC
EDUCATION REALTY TRUST INC
ENTERTAINMENT PROPERTIES TR
EQUITY LIFESTYLE PROPERTIES
EQUITY ONE INC
EQUITY RESIDENTIAL
ESSEX PROPERTY TRUST INC
EXTRA SPACE STORAGE INC
FEDERAL REALTY INVS TRUST
FELCOR LODGING TRUST INC
Shares
84,542
34,000
6,750
88,468
414,063
94,990
1,634,736
205,615
821,048
376,990
137
77,059
317,800
75,269
245,232
227,973
400,751
357,487
123,129
10,003
148,114
160,175
199,830
133,155
48,594
335,532
146,644
2,024,571
75,351
124,431
75,210
144,368
2,200
432,646
411,100
381,361
253,728
212,738
517,115
173,032
71,905
125,223
81,498
60,897
132,851
789,942
64,686
193,290
138,048
158,114
Book Value
2,036,845
468,418
2,571,417
9,096,453
12,526,660
3,095,689
23,928,633
35,131
5,339,047
9,103,520
2,486
288,215
1,663,391
560,061
20,694,252
5,309,098
30,870,349
3,521,945
5,959,838
58,761
6,729,825
363,345
918,384
1,392,171
326,654
4,013,533
1,724,530
7,839,926
555,029
2,160,876
2,943,621
1,172,027
29,059
2,847,128
8,981,158
3,276,375
12,330,502
4,592,853
9,269,431
3,032,971
3,251,612
1,057,333
4,154,886
3,139,267
2,716,153
30,877,011
7,375,783
2,942,138
11,330,802
579,881
Market Value
1,421,996
792,880
2,044,710
5,606,217
9,817,434
2,592,277
28,035,722
2,056
5,845,862
7,302,296
2,255
398,395
2,329,474
974,734
22,897,312
3,668,086
28,589,576
3,842,985
4,547,154
59,018
6,050,457
264,289
921,216
1,472,694
421,796
4,174,018
882,797
7,308,701
509,373
1,807,982
2,839,930
973,040
27,852
1,955,560
4,069,890
3,134,787
14,635,031
3,025,134
5,869,255
4,249,666
2,558,380
755,095
3,102,629
2,937,062
2,072,476
32,893,185
6,309,472
2,686,731
9,700,633
788,989

Domestic REITS
Security Name
FIRST INDUSTRIAL REALTY TR
FIRST POTOMAC REALTY TRUST
FRANKLIN STREET PROPERTIES C
GENERAL GROWTH PROPERTIES
GETTY REALTY CORP
GLIMCHER REALTY TRUST
GOVERNMENT PROPERTIES INCOME
GRAMERCY CAPITAL CORP
HCP INC
HEALTH CARE REIT INC
HEALTHCARE REALTY TRUST INC
HERSHA HOSPITALITY TRUST
HIGHWOODS PROPERTIES INC
HOME PROPERTIES INC
HOMEBANC CORP GA
HOSPITALITY PROPERTIES TRUST
HOST HOTELS + RESORTS INC
HRPT PROPERTIES TRUST
INLAND REAL ESTATE CORP
INVESTORS REAL ESTATE TRUST
ISTAR FINANCIAL INC
KILROY REALTY CORP
KIMCO REALTY CORP
KITE REALTY GROUP TRUST
LASALLE HOTEL PROPERTIES
LEXINGTON REALTY TRUST
LIBERTY PROPERTY TRUST
LTC PROPERTIES INC
MACERICH CO/THE
MACK CALI REALTY CORP
MEDICAL PROPERTIES TRUST INC
MFA FINANCIAL INC
MID AMERICA APARTMENT COMM
MISSION WEST PROPERTIES
MONMOUTH REIT CLASS A
MPG OFFICE TRUST INC
NATIONAL RETAIL PROPERTIES
NATIONWIDE HEALTH PPTYS INC
NATL HEALTH INVESTORS INC
NEWCASTLE INVESTMENT CORP
NORTHSTAR REALTY FINANCE COR
OMEGA HEALTHCARE INVESTORS
ONE LIBERTY PROPERTIES INC
PARKWAY PROPERTIES INC
PENN REAL ESTATE INVEST TST
PENNYMAC MORTGAGE INVESTMENT
PIEDMONT OFFICE REALTY TRU A
PITTSBURGH + W VA RAILROAD
PLUM CREEK TIMBER CO
PMC COMMERCIAL TRUST
Shares
250,190
113,906
143,434
653,757
58,110
350,701
32,441
189,625
731,859
309,743
129,936
299,963
134,471
75,360
700
691,909
1,883,036
799,305
190,525
148,015
362,692
113,919
966,012
159,845
151,498
317,367
233,887
60,420
255,655
159,501
211,770
1,670,798
51,447
92,000
92,308
379,055
183,696
258,907
69,760
318,273
269,878
188,783
42,567
64,359
126,350
142
21,400
500
554,578
5,180
Book Value
4,141,076
1,803,454
1,850,135
9,744,963
1,223,674
1,802,276
867,216
225,654
25,668,670
15,047,172
3,545,117
1,167,328
4,657,244
4,223,785
4
14,342,372
23,674,222
5,175,817
2,823,188
1,608,920
1,029,455
4,513,356
23,832,958
1,070,097
3,152,448
3,062,557
8,415,357
1,675,596
13,776,021
5,290,438
2,097,640
11,430,977
2,493,504
648,600
551,615
1,079,760
4,252,460
9,005,961
2,301,126
168,685
1,721,921
3,531,474
691,100
2,145,068
2,118,346
2,308
422,078
4,806
17,426,401
34,543
Market Value
1,205,916
1,636,829
1,693,956
8,668,818
1,302,245
2,097,192
827,894
238,928
23,602,453
13,046,375
2,854,694
1,355,833
3,732,915
3,396,475
14,599,280
25,383,325
4,963,684
1,508,958
1,306,972
1,617,606
3,386,812
12,983,201
668,152
3,116,314
1,907,376
6,747,640
1,466,393
9,541,045
4,741,965
1,999,109
12,363,905
2,647,977
627,440
682,156
1,110,631
3,938,442
9,261,103
2,689,946
852,972
720,574
3,762,445
634,674
937,711
1,543,997
2,258
400,822
5,150
19,149,578
42,372

Domestic REITS
Security Name
POST PROPERTIES INC
POTLATCH CORP
PROLOGIS
PS BUSINESS PARKS INC/CA
PUBLIC STORAGE
RAIT FINANCIAL TRUST
RAMCO GERSHENSON PROPERTIES
RAYONIER INC
REALTY INCOME CORP
REDWOOD TRUST INC
REGENCY CENTERS CORP
RESOURCE CAPITAL CORP
SAUL CENTERS INC
SENIOR HOUSING PROP TRUST
SIMON PROPERTY GROUP INC
SL GREEN REALTY CORP
SOVRAN SELF STORAGE INC
STARWOOD PROPERTY TRUST INC
STRATEGIC HOTELS + RESORTS I
SUN COMMUNITIES INC
SUNSTONE HOTEL INVESTORS INC
SUPERTEL HOSPITALITY INC
TANGER FACTORY OUTLET CENTER
TAUBMAN CENTERS INC
TIMBER INTERNATIONAL
TIMBERLAND GETCO
TIMBERLAND LINCOLN TIMBER CO
TRANSCONTINENTAL REALTY INV
U STORE IT TRUST
UDR INC
UMH PROPERTIES INC
UNIVERSAL HEALTH RLTY INCOME
URSTADT BIDDLE CLASS A
VENTAS INC
VORNADO REALTY TRUST
WALTER INVESTMENT MANAGEMENT
WASHINGTON REAL ESTATE INV
WEINGARTEN REALTY INVESTORS
WINTHROP REALTY TRUST
Grand Total
Shares
125,031
159,007
1,208,375
55,523
430,249
273,778
49,625
191,637
246,128
120,565
164,984
199,047
42,461
246,558
876,845
205,996
62,484
100,219
454,978
54,113
181,307
14,200
74,941
239,876
252,320,945
39,963
1,693,498,328
100
166,453
268,546
2,221
22,590
52,825
397,271
534,522
53,534
129,995
226,919
59,873
$
Book Value
3,363,369
5,540,090
25,993,578
3,096,161
37,902,469
428,184
472,430
8,756,175
6,344,614
2,290,061
10,200,818
999,098
2,085,466
5,558,581
72,489,801
9,806,717
2,637,617
1,899,976
1,778,289
1,072,311
2,106,490
19,191
3,201,769
9,232,878
255,036,151
39,830
1,678,046,978
1,173
1,897,736
6,509,943
14,337
864,033
956,965
17,545,682
39,845,257
726,204
4,497,123
7,011,826
626,044
2,761,488,827
Market Value
2,841,955
5,681,320
12,240,839
3,097,073
37,823,190
511,965
501,213
8,435,861
7,465,062
1,765,072
5,675,450
1,130,587
1,725,190
4,958,281
70,805,234
11,338,020
2,151,324
1,698,712
1,997,353
1,404,773
1,800,379
19,880
3,101,059
9,026,534
368,452,340
39,830
1,995,325,311
923
1,241,739
5,137,285
22,365
725,817
852,067
18,651,873
38,993,380
875,281
3,586,562
4,322,807
766,973
3,118,331,947

International Real Estate
Investment
AETOS Asia Real Estate Securities Opportunity Fund
AETOS Capital Asia TE
AETOS Capital Asia TE II LTD
ARA Asia Dragon Limited
CB Richard Ellis Strategic Partners Europe Fund III, US
CB Richard Ellis Strategic Partners UK Fund III, TE
CBRE Strategic Partners, UK
DB International Fund 1A
DB International Fund 1B
Fortress Investment Fund Deutschland LP
Fortress Investment Fund IV
Harbert European Real Estate Fund II LP
Hines CalPERS Brazil Fund
Hines CalPERS Brazil Fund II
Hines CalPERS China Fund
Hines CalPERS Mexico II
Hines European Development Fund
Hines European Development Fund II
Hines Mexico Development Fund (HCM Holdings)
Hines Residential Sunbelt Spain Fund
IL & FS India Realty Fund II
IL & FS India Realty Fund LLC
IXIS AEW (European Property Investors)
JER Europe Fund III
LaSalle Asia Opportunity Fund III
LaSalle French Fund II G.P., LLC
LaSalle Japan Logistics II
MGP Asia Fund II
MGP Europe Parellel Fund II
NIAM Nordic Fund III
NIAM Nordic Investment Fund IV
PLA Residential Fund
PLA Retail Fund I
RREEF Global Opportunities Fund II, LLC
SDL Hospitality Co-Invest Fund
Secured Capital Japan I
Secured Capital Japan II
Secured Capital Japan Real Estate Partners Asia LP
Sun Apollo India Real Estate Fund
Xander Cassander Co-Investment
Xander JV Fund (Ptolemy)(India)
Grand Total
Net Assets at Cost

$
2,823,054
24,926,597
152,599,590
290,934,254
66,263,392
59,323,472
69,657,139
1,263,559
30,616,473
87,063,936
94,732,963
46,988,326
55,668,922
128,684,696
2,567,795
(46,373,840)
(9,015,766)
(28,101,370)
95,135,395
3,196,731
95,355,520
81,492,688
23,903,211
31,858,340
21,588,818
34,984,450
5,755,623
80,276,732
59,145,734
37,655,170
86,312,734
35,675,989
67,762,507
85,317,688
48,212,386
11,781,971
90,561,039
321,885,446
20,935,268
176,786,097
4,237,748
$
2,550,440,478

$
2,823,054
24,926,597
152,599,590
290,934,254
57,028,531
23,915,105
(7,259,484)
1,263,559
30,616,473
43,897,852
74,863,831
54,646,450
55,668,922
128,684,696
2,567,795
(46,373,840)
(9,015,766)
(28,101,370)
95,135,395
3,196,731
106,037,192
143,837,158
34,305,558
13,880,800
22,805,146
39,902,232
5,755,623
73,285,278
54,511,244
37,655,170
86,312,734
35,675,989
72,229,960
85,317,688
174,163,564
9,231,586
79,101,913
259,147,588
18,482,890
109,872,246
4,926,268
$
2,418,456,201

International REITS
Security Name
ABACUS PROPERTY GROUP
ADVANCE RESIDENCE INVESTMENT
ALLIED PROPERTIES REAL ESTAT
ALSTRIA OFFICE REIT AG
AMP NZ OFFICE TRUST
ASCENDAS INDIA TRUST
ASCENDAS REAL ESTATE INV TRT
ASCOTT RESIDENCE TRUST
ASTRO JAPAN PROPERTY GROUP
AUSTRALAND PROPERTY GROUP
BIG YELLOW GROUP PLC
BOARDWALK REAL ESTATE INVEST
BOARDWALK REAL ESTATE INVEST
BRITISH LAND CO PLC
BRITISH LAND CO PLC
BRITISH LAND CO PLC
BUNNINGS WAREHOUSE PROPERTY
CALLOWAY REAL ESTATE INVESTM
CAMBRIDGE INDUSTRIAL TRUST
CAN APARTMENT PROP REAL ESTA
CAN REAL ESTATE INVEST TRUST
CAPITACOMMERCIAL TRUST
CAPITACOMMERCIAL TRUST
CAPITAL PROPERTY FUND
CAPITAL SHOPPING CENTRES GRO
CAPITAL SHOPPING CENTRES GRO
CAPITAMALL TRUST
CAPITARETAIL CHINA TRUST
CDL HOSPITALITY TRUSTS
CDL HOSPITALITY TRUSTS
CFS RETAIL PROPERTY TRUST
CHAMPION REIT
CHARTER HALL OFFICE REIT
CHARTER HALL RETAIL REIT
CHARTWELL SENIORS HOUSING RE
COFINIMMO
COMINAR REAL ESTATE INV TR U
COMMONWEALTH PROPERTY OFFICE
CORIO NV
DERWENT LONDON PLC
DEXUS PROPERTY GROUP
DEXUS PROPERTY GROUP
DUNDEE REAL ESTATE INVESTMEN
EMIRA PROPERTY FUND
EUROBANK PROPERTIES REAL EST
EUROCOMMERCIAL CVA
EXTENDICARE REAL ESTATE INVE
EXTENDICARE REAL ESTATE INVE
Shares
4,069,811
216
119,700
85,803
2,298,902
1,810,204
504,000
1,333,200
1,187,150
1,430,000
1,632,384
182,736
401,835
149,500
6,500
173,206
232,545
546,865
1,272,697
262,200
2,658,248
208,300
203,800
999,000
1,318,239
25,125
45,466
394,747
1,502,640
955,000
674,000
1,913,000
1,195,387
7,463,000
3,072,921
4,631,280
393,700
39,113
186,900
1,259,425
56,792
309,912
763,709
3,025,591
110,973
61,829
57,132
124,199
243,100
20,000
Book Value
1,584,716
277,669
2,114,989
849,975
1,253,257
946,138
405,695
1,617,808
633,781
629,919
651,745
293,317
2,264,918
4,394,777
239,747
1,697,007
1,822,766
2,310,377
1,800,823
3,722,337
787,829
2,753,893
4,730,342
843,689
378,403
24,483
292,932
1,181,840
736,324
726,743
757,545
1,413,041
735,429
2,853,149
536,623
1,595,128
2,339,055
5,408,436
3,035,110
509,221
1,567,525
5,097,791
579,477
1,130,964
2,361,711
101,757
601,058
4,453,533
1,629,636
185,706
Market Value
1,409,402
280,710
2,208,928
819,781
1,122,397
1,218,818
657,030
1,738,002
6,058,794
1,157,439
448,108
1,462,317
1,779,507
5,635,882
245,038
1,128,785
1,515,497
13,952,573
2,026,345
5,161,835
942,506
2,936,370
5,327,779
872,989
4,509,861
23,926
211,955
7,204,464
7,753,218
848,220
844,854
2,397,930
7,470,901
3,488,480
2,540,352
2,151,496
2,656,405
4,427,798
3,262,594
3,873,090
10,878,632
5,795,738
496,702
7,703,773
2,553,324
100,336
387,695
3,993,449
1,953,676
160,730

International REITS
Security Name
FONCIERE DES REGIONS
FORTUNE REAL ESTATE INVESTME
FOUNTAINHEAD PROPERTY TRUST
FRASERS CENTREPOINT TRUST
FRASERS COMMERCIAL TRUST
FRONTIER REAL ESTATE INVEST
GECINA SA
GOODMAN GROUP
GOODMAN GROUP
GPT GROUP
GPT GROUP
GREAT PORTLAND ESTATES PLC
GZI REAL ESTATE INVMNT TRUST
H+R REAL ESTATE INV REIT UTS
HAMMERSON PLC
HAMMERSON PLC
ICADE
ING INDUSTRIAL FUND
ING OFFICE FUND
INNVEST REAL ESTATE INVESTME
INTERVEST OFFICES
K REIT ASIA
KIWI INCOME PROPERTY TRUST
KIWI INCOME PROPERTY TRUST
KLEPIERRE
LAND SECURITIES GROUP PLC
LINK REIT
LINK REIT
LINK REIT
LIPPO MAPLETREE INDONESIA RE
MAPLETREE LOGISTICS TRUST
MIRVAC GROUP
MORGUARD REAL ESTATE TR UTS
MUCKLOW A + J GROUP PLC
NIEUWE STEEN INVESTMENTS NV
PARKWAY LIFE REAL ESTATE
PRIMARIS RETAIL REAL ESTATE
PROLOGIS EUROP PRO
PROSPERITY REIT
RIOCAN REAL ESTATE INVST TR
SEGRO PLC
SEGRO PLC
SHAFTESBURY PLC
STE DE LA TOUR EIFFEL
STOCKLAND
STOCKLAND
Shares
111,611
3,858,000
230,577
261,487
34,981
1,174,000
9,432,000
89
11,831
642,223
3,939,461
155,568
1,175,679
963,523
2,479,000
443,000
97,690
441,653
12,919
7,975,877
8,396,857
268,400
21,357
1,234,000
525,949
509,133
60,211
58,400
226,435
478,974
476,590
318,000
1,380,804
2,452,000
4,733,250
2,074,009
133,800
73,834
120,896
1,387,000
207,909
436,093
4,103,958
739,937
183,176
465,229
693,338
16,691
742,396
108,296
Book Value
9,119,552
1,543,869
136,941
200,769
26,127
874,675
1,066,264
462,411
564,117
226,096
710,033
312,114
915,506
3,839,383
822,774
4,874,583
784,674
1,381,597
552,994
4,081,581
4,361,248
1,404,145
660,240
893,418
420,274
159,435
820,269
735,257
3,031,988
3,058,837
1,046,104
682,713
1,215,451
873,440
2,054,336
1,154,183
1,318,108
326,251
2,299,041
1,373,190
2,711,372
2,930,981
620,244
10,954,179
923,998
1,169,136
3,643,595
928,385
1,934,351
594,310
Market Value
9,295,072
1,758,782
187,390
212,511
28,429
1,093,188
945,835
613,516
4,220,464
344,458
8,272,049
369,236
10,924,397
4,193,398
1,047,355
7,086,999
502,331
8,890,915
4,295,268
2,526,310
4,113,596
1,492,725
560,090
1,007,636
325,502
1,233,580
6,573,043
487,974
1,892,026
15,668,281
1,187,321
792,228
13,467,311
834,253
2,830,932
9,018,595
1,662,034
293,831
1,986,568
1,351,135
3,416,074
2,230,162
743,094
13,257,799
695,537
6,915,832
3,734,288
1,011,200
2,332,682
340,277

International REITS
Security Name
STOCKLAND
STOCKLAND
SUNTEC REIT
TOKYU REIT INC
UNIBAIL RODAMCO SE
UNIBAIL RODAMCO SE
UNIBAIL RODAMCO SE
UNITED URBAN INVESTMENT CORP
UNITED URBAN INVESTMENT CORP
VASTNED OFFICES/INDUSTRIAL
VASTNED RETAIL NV
WERELDHAVE NV
WERELDHAVE NV
WESTFIELD GROUP
WESTFIELD GROUP
WESTFIELD GROUP
WESTFIELD GROUP
WESTFIELD GROUP
WESTFIELD GROUP
WORKSPACE GROUP PLC
Grand Total
Shares
309,795
1,509,922
5,538,569
169
3,300
6,940
57,977
115
34
59,865
57,031
2,566
65,465
292,150
47,100
253,583
296,100
2,958
1,465,010
3,525,637
$
Book Value
1,100,849
1,880,890
4,226,991
891,968
793,410
1,284,138
4,689,487
465,535
209,540
1,099,196
3,441,712
212,659
5,497,396
3,391,004
373,745
2,945,709
4,339,719
30,285
7,520,032
1,169,576
211,218,515
Market Value
973,407
18,573,761
5,236,667
883,292
544,683
1,145,484
37,463,688
690,078
204,023
735,120
2,885,805
191,729
4,891,474
3,005,592
484,557
2,608,821
3,046,229
30,431
59,005,195
1,134,061
459,794,033
California Public Employees

Retirement System
400 Q Street
P.O. Box 942701
Sacramento, CA 94229-2701
(916) 795-3991
(916) 795-3507 fax
TTY: (916) 795-3240
www.calpers.ca.gov
www.CalPERSResponds.com

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Annual Investment Report

Fiscal Year Ended June 30, 2010

California Public Employees Retirement System

Domestic Equity & Options

International Equity & Options

Alternative Investment Management

Real Estate Programs

Chief Investment Officers Letter

Real Estate Programs

Domestic Real Estate

International Real Estate

U.S. Treasuries & Agencies

Chief Investment Officers Letter

On behalf of CalPERS Investment Office, I am

We believe proxy access will hold corporate boards more

CalPERS 2009-2010 Annual Investment Report

Rate Maturity Date

CalPERS 2009-2010 Annual Investment Report

CalPERS 2009-2010 Annual Investment Report

Rate Maturity Date

CalPERS 2009-2010 Annual Investment Report

Rate Maturity Date

CalPERS 2009-2010 Annual Investment Report

Rate Maturity Date

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.

CalPERS 2009-2010 Annual Investment Report

*** Yield calculation unavailable due to lack of data.