UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 11-K
(Mark One) |
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ANNUAL REPORT PURSUANT TO SECTION 15 (d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
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For the fiscal year ended December 31, 2005 |
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TRANSITION REPORT PURSUANT TO SECTION 15 (d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the transition period from to
Commission file number 1-2360
A. Full title of the plan and address of the plan, if different from that of the issuer named below:
IBM Savings Plan
Director of Compensation and Benefits
Capital Accumulation Programs
IBM Corporation
North Castle Drive
Armonk, New York 10504
B. Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:
INTERNATIONAL BUSINESS MACHINES CORPORATION
New Orchard Road
Armonk, New York 10504
IBM SAVINGS PLAN
Table of Contents
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Financial Statements and Schedule |
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Financial Statements: |
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Statements of Net Assets Available for Benefits at December 31, 2005 and 2004 |
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Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2005 |
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Supplemental Schedule*: |
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Schedule H, Line 4i - Schedule of Assets (Held at End of Year) |
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Exhibits |
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Exhibit 23 - Consent of Independent Registered Public Accounting Firm |
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* Other schedules required by Section 2520.103-10 of the Department of Labor Rules and Regulations for Reporting and Disclosures under the Employee Retirement Income Security Act of 1974 are omitted because they are not applicable.
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The Plan. Pursuant to the requirements of the Securities Exchange Act of 1934, the trustees (or other persons who administer the employee benefit plan) have duly caused this annual report to be signed on its behalf by the undersigned thereunto duly authorized.
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IBM Savings Plan |
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Date: June 27, 2006 |
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By: |
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/s/ Timothy S. Shaughnessy |
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Timothy S. Shaughnessy |
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Vice President and Controller |
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Report of Independent Registered Public Accounting Firm
To the Members of the International Business Machines Corporation (IBM) Retirement Plans Committee and the Participants of the IBM Savings Plan:
In our opinion, the accompanying statements of net assets available for benefits and the related statement of changes in net assets available for benefits present fairly, in all material respects, the net assets available for benefits of IBM Savings Plan (the Plan) at December 31, 2005 and 2004, and the changes in net assets available for benefits for the year ended December 31, 2005 in conformity with accounting principles generally accepted in the United States of America. These financial statements are the responsibility of the Plans management. Our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
Our audits were conducted for the purpose of forming an opinion on the basic financial statements taken as a whole. The supplemental schedule of assets (held at end of year) is presented for the purpose of additional analysis and is not a required part of the basic financial statements but is supplementary information required by the Department of Labors Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. This supplemental schedule is the responsibility of the Plans management. The supplemental schedule has been subjected to the auditing procedures applied in the audits of the basic financial statements and, in our opinion, is fairly stated in all material respects in relation to the basic financial statements taken as a whole.
/s/ PricewaterhouseCoopers LLP
New York, NY
June 27, 2006
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IBM SAVINGS PLAN
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
AT DECEMBER 31,
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2005 |
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2004 |
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(Dollars in thousands) |
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Assets: |
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Investments, at fair value (Note 7) |
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28,421,430 |
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27,045,734 |
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Participant loans, at fair value |
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291,865 |
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293,193 |
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Total investments |
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28,713,295 |
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27,338,927 |
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Receivables: |
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Participant contributions |
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35,538 |
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33,525 |
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Employer contributions |
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10,914 |
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10,559 |
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Income, sales proceeds and other receivables |
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8,794 |
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5,347 |
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Total receivables |
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55,246 |
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49,431 |
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Total assets |
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28,768,541 |
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27,388,358 |
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Liabilities: |
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Payable for cash collateral |
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1,909,001 |
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1,932,125 |
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Accrued expenses and other liabilities |
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10,577 |
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1,070 |
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Total Liabilities |
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1,919,578 |
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1,933,195 |
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Net assets available for benefits |
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26,848,963 |
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25,455,163 |
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The accompanying notes are an integral part of these financial statements.
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IBM SAVINGS PLAN
STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
FOR THE YEAR ENDED DECEMBER 31,
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2005 |
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(Dollars in thousands) |
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Additions to net assets attributed to: |
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Investment income: |
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Net appreciation in fair value of investments (Note 7) |
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756,087 |
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Interest income from investments |
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354,877 |
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Dividends |
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96,023 |
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1,206,987 |
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Contributions |
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Participants |
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1,204,249 |
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Employer |
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331,621 |
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1,535,870 |
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Transfers from other benefit plans, net |
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136,406 |
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Total additions |
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2,879,263 |
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Deductions from net assets attributed to: |
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Distributions to participants |
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1,462,965 |
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Administrative expenses |
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22,498 |
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Total deductions |
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1,485,463 |
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Net increase in net assets during the year |
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1,393,800 |
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Net assets available for benefits: |
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Beginning of year |
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25,455,163 |
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End of year |
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26,848,963 |
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The accompanying notes are an integral part of these financial statements.
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IBM SAVINGS PLAN
NOTES TO FINANCIAL STATEMENTS
NOTE 1 - DESCRIPTION OF THE PLAN
The following description of the IBM Savings Plan (the Plan) provides only general information. Participants should refer to the Plan prospectus for a complete description of the Plans provisions.
General
The Plan was established by resolution of IBMs Retirement Plans Committee (the Committee) effective July 1, 1983 and Plan assets are held in trust for the benefit of its participants. The Plan offers all eligible active, full-time and part-time regular and long-term supplemental U.S. employees of IBM and certain of its domestic related companies and partnerships an opportunity to defer from one to eighty percent of their eligible compensation for contribution to any of twenty-three investment funds. The investment objectives of the twenty-three funds are described in Note 3, Description of Investment Funds. In addition, participants are able to contribute up to 10% of their eligible compensation on an after-tax basis. (After-tax contributions are not available for employees working in Puerto Rico.) Annual contributions are subject to the legal limits allowed by Internal Revenue Service (IRS) regulations.
Effective January 1, 2005, the Plan allows participants to invest their account balances in more than 175 mutual fund investment options through a mutual fund window. Participants may direct investments into this mutual fund window in addition to the various primary investment funds offered by the Plan.
Effective January 1, 2005, participants also have the choice to enroll in a disability protection program under which a portion of the participants account is used to pay premiums to purchase term insurance (underwritten by Metropolitan Life Insurance Company), which will pay the amount of their 401(k) deferral contributions and/or matching contributions into their accounts in the event the participant becomes disabled while insured.
At December 31, 2005 and 2004, the number of participants with an account balance in the Plan was 223,186 and 223,578, respectively.
The Plan qualifies under Section 401(a) of the Internal Revenue Code of 1986, as amended, and is subject to the provisions of the Employee Retirement Income Security Act of 1974 (ERISA), as amended.
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Administration
The Plan is administered by the Committee, which appointed certain officials of IBM to assist in administering the Plan. The Committee appointed State Street Bank and Trust Corporation (SSBT), as Trustee, to safeguard the assets of the funds and State Street Global Advisors (SSGA), the institutional investment management affiliate of State Street Bank and Trust Corporation, The Vanguard Group and other investment managers to direct investments in the various funds. Hewitt Associates (Hewitt) is the provider of record keeping, participant services, and operator of the IBM Savings Plan Service Center in Lincolnshire, Illinois. Communications services are provided by Hewitt as well as The Vanguard Group.
Fidelity Investments Institutional Operations Company, Inc. is the provider of administrative services relating to the mutual fund window that became effective January 1, 2005.
Contributions
For eligible employees hired prior to January 1, 2005 (and certain employees hired thereafter in connection with a particular transaction, as noted in the IBM Savings Plan document), IBM contributes to the Plan a matching contribution equal to fifty percent of the first six percent of annual eligible compensation the employee defers (such that the maximum match is three percent of eligible compensation).
Effective January 1, 2005, other eligible employees (i.e., generally those hired on and after January 1, 2005) participate in the IBM Savings Plan under certain new Plan provisions referred to as the IBM Pension Program offered through the IBM Savings Plan. These employees are automatically enrolled to make 401(k) contributions at three percent of eligible compensation after approximately thirty days of employment with IBM unless they elect otherwise. After completing one year of service, IBM contributes to the Plan a matching contribution equal to one hundred percent of the first six percent of annual eligible compensation the employee defers (such that the maximum match is six percent). IBM matching contributions for such employees will be automatically adjusted after year-end to provide the full IBM matching contribution for their aggregate 401(k) deferral contributions for the year.
Starting January 1, 2008, IBM intends to introduce an enhanced plan design that will be called the 401(k) Plus Plan and will provide employer contributions for eligible participants as follows, based upon which, if any, IBM pension formula the employee was eligible for on December 31, 2007:
IBM Pension Plan |
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2008 Automatic |
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2008 IBM Matching |
Pension Credit Formula |
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4% |
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100% on 6% of eligible pay |
Personal Pension Account |
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2% |
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100% on 6% of eligible pay |
401(k) Pension Program |
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1% |
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100% on 5% of eligible pay |
Under the intended 2008 plan design, some participants who were eligible to participate in the Personal Pension Account may also receive transition credits contributed to the IBM Savings Plan, if
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they had been eligible for transition credits under the IBM Personal Pension Account formula. In addition, an additional contribution equal to 5% of eligible compensation (referred to as a Special Savings Award) will be added to the accounts of participants who are non-exempt employees and who participated in the Pension Credit Formula as of December 31, 2007.
Eligible compensation under the IBM Savings Plan includes regular salary, commissions, overtime, shift premium and similar additional compensation payments for nonscheduled workdays, recurring payments under any form of employee variable compensation plan, regular IBM Short-Term Disability Income Plan payments, holiday pay, and vacation pay, but excludes payments made under any executive incentive pay plan.
Participants may choose to have their contributions invested entirely in one of, or in any combination of, the following funds in multiples of one percent. These funds and their investment objectives are more fully described in Note 3, Description of Investment Funds.
Life Strategy Funds (4)
Income Plus Life Strategy Fund
Conservative Life Strategy Fund
Moderate Life Strategy Fund
Aggressive Life Strategy Fund
Core Funds (6)
Stable Value Fund
Inflation Protected Bond Fund
Total Bond Market Fund
Total International Stock Market Index Fund
Total Stock Market Index Fund
Real Estate Investment Trust Index Fund
Extended Choice Funds (13)
Money Market Fund
Long-Term Corporate Bond Fund
High Yield and Emerging Markets Bond Fund
Equity Income Fund
European Stock Index Fund
Large Company Index Fund
Large-Cap Value Index Fund
Small-Cap Value Index Fund
Large-Cap Growth Index Fund
Pacific Stock Index Fund
Small/Mid-Cap Stock Index Fund
Small-Cap Growth Index Fund
IBM Stock Fund
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IBM Savings Plan participants also have access to the mutual fund window investments effective January 1, 2005, as previously described.
Participants may change their deferral percentage and investment selection for future contributions at any time. The changes will take effect for the next eligible pay cycle so long as the request is completed before the respective cutoff dates. Also, the participant may transfer part or all of existing account balances among funds in the Plan once daily, subject to the IBM Savings Plan restrictions on trading. The restrictions include:
· Direct transfers from the Stable Value Fund to the Money Market Fund are prohibited. Any funds that are transferred out of the Stable Value Fund cannot be transferred into the Money Market Fund for a period of 90 days.
· 30-Day Trading Block. When money is transferred out of an investment fund other than the Stable Value Fund, the Money Market Fund or the Mutual Fund Window, the participant must wait 30 calendar days before being able to transfer money back into that fund.
A service fee will be assessed for each transfer in excess of eight in a calendar year.
IBM is committed to preserving the integrity of the IBM Savings Plan as a long-term savings vehicle for its employees. Frequent, short-term trading that is intended to attempt to take advantage of pricing lags in mutual funds can harm long-term investors, or increase trading expense in general. Therefore, the IBM Savings Plan reserves the right to take appropriate action to curb short-term round trip transactions (buying/selling) into the same fund within five (5) business days.
Participant Accounts
The Plan record keeper (Hewitt) maintains an account in the name of each participant to which each participants contributions and share of the net earnings, losses and expenses, if any, of the various investment funds are recorded. The earnings on the assets held in each of the funds and all proceeds from the sale of such assets are held and reinvested in the respective funds.
Participants may transfer rollover contributions of pre-tax dollars from other qualified savings plans or conduit Individual Retirement Accounts (IRAs that exclusively hold a pre-tax distribution from a qualified plan) into their Plan accounts. Rollovers must be made in cash within the time limits specified by the IRS; stock or in-kind rollovers cannot be accepted. These rollovers are limited to active employees on the payroll of IBM (or affiliated companies) who have existing accounts in the Plan. Retirees are not eligible for such rollovers, except that a retiree or separated employee who has an existing account in the Plan may rollover a lump-sum distribution from an IBM-sponsored qualified retirement plan, including the IBM Personal Pension Plan. After-tax funds may also be rolled over in the Plan. Participant contributions for 2005 of $1,204 million include rollover activity totaling approximately $84 million.
The interest of each participant in each of the funds is represented by units/shares credited to the participants account.
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On each valuation date, the unit/share value of each fund is determined by dividing the current investment value of the assets in that fund on that date by the number of units/shares in the fund. The investment value of assets equals the market value of assets for all funds except the Stable Value Fund for which the investment value of assets equals the contract value of assets. In determining the unit/share value, new contributions that are to be allocated as of the valuation date are excluded from the calculation. The number of additional units to be credited to a participants account for each fund, due to new contributions, is equal to the amount of the participants new contributions to the fund divided by the unit value for the applicable fund as determined on the valuation date.
Contributions made to the Plan as well as interest, dividends or other earnings of the Plan are generally not included in the taxable income of the participant until withdrawal, at which time all earnings and contributions withdrawn generally are taxed as ordinary income to the participant. Additionally, withdrawals by the participant before attaining age 59 1/2 generally are subject to a penalty tax of 10 percent.
Consistent with provisions established by the IRS, the Plans 2005 limit on employee salary deferrals was $14,000. (The limit increases to $15,000 for 2006.) Those who were age 50 or older during 2005 could take advantage of a higher pre-tax contribution limit of $18,000 (which increases to $20,000 for 2006). The IRS scheduled increases for the maximum contribution limit will stop in 2006. The 2005 maximum annual deferral amount for employees residing in Puerto Rico was limited by local government regulations to the lesser of $8,000 or ten percent of eligible compensation.
Vesting
Participants in the Plan are at all times fully vested in their account balance, including deferral contributions, employer matching contributions and earnings thereon, if any.
Distributions
Participants who have attained age 59 1/2 may request a distribution of all or part of the value in the account. Up to four distributions are allowed each year and the minimum amount of any such distribution shall be the lesser of the participants account balance or $500.
In addition, participants who (1) retire under the prior IBM Retirement Plan provisions of the IBM Personal Pension Plan, or (2) become eligible for benefits under the IBM Long-Term Disability Plan or the IBM Medical Disability Income Plan, or (3) separate and have attained age 55, may also elect to receive the balance of their account either in annual installments over a period not to exceed ten years or over the participants life expectancy, recalculated annually, or defer distribution until age 70 1/2.
Withdrawals for financial hardship are permitted provided they are for a severe and immediate financial need, and the distribution is necessary to satisfy that need. Employees are required to fully use the Plan loan program, described below, before requesting a hardship withdrawal. Only an
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employees deferral contributions are eligible for hardship withdrawal; earnings and IBM matching contributions are not eligible for withdrawal. Employees must submit evidence of hardship to Hewitt, who will determine whether the situation qualifies for a hardship withdrawal based on direction from IBM. A hardship withdrawal is taxed as ordinary income to the employee and may be subject to the 10 percent additional tax on early distributions.
Upon the death of a participant, the value of the participants account will be distributed to the participants beneficiary in a lump-sum payment. If the participant is married, the beneficiary must be the participants spouse, unless the participants spouse has previously given written, notarized consent to designate another person as beneficiary. If the participant marries or remarries, any prior beneficiary designation is canceled and the spouse automatically becomes the beneficiary. If the participant is single, the beneficiary may be anyone previously designated by the participant under the Plan. In the absence of an effective designation under the Plan at the time of death, the proceeds normally will be paid in the following order: the participants spouse, the participants children in equal shares, or to surviving parents equally. If no spouse, child, or parent is living, payments will be made to the executors or administrators of the participants estate.
Participant Loans
Participants may borrow up to one-half of the value of the account balance, not to exceed $50,000 within a twelve month period. Loans will be granted in $50 increments subject to a minimum loan amount of $500. Participants are limited to two simultaneous outstanding Plan loans. Repayment of a loan shall be made through semi-monthly payroll deductions over a term of one to four years. The loan shall bear a fixed rate of interest, set quarterly, for the term of the loan, determined by the plan administrator to be 1.25 percent above the prime rate. The interest shall be credited to the participants account as the semi-monthly repayments of principal and interest are made. Interest rates on outstanding loans at December 31, 2005 and 2004 ranged from 5.00 percent to 11.00 percent and 5.00 percent to 11.50 percent, respectively.
Participants may prepay the entire remaining loan principal after payments have been made for three full months. Employees on an approved leave of absence may elect to make scheduled loan payments directly to the Plan. Participants may continue to contribute to the Plan while having an outstanding loan, provided that the loan is not in default.
Participants who retire or separate from IBM and have outstanding Plan loans may make coupon payments to continue monthly loan repayments according to their original amortization schedule.
Termination of Service
If the value of a participants account is $1,000 or less, it will be distributed to the participant in a lump-sum payment as soon as practical following the termination of the participants employment with IBM. If the account balance is greater than $1,000 at the time of separation, the participant may defer distribution of the account until age 70 ½.
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Termination of the Plan
IBM reserves the right to terminate this Plan at any time by action of the Committee. In that event, each participant or beneficiary receiving or entitled to receive payments under the Plan would receive the balance of the account at such time and in such manner as the Committee shall determine at its discretion.
In the event of a full or partial termination of the Plan, or upon complete discontinuance of contributions under the Plan, the rights of all affected participants in the value of their accounts would be nonforfeitable.
Risks and Uncertainties
The Plan provides for various investment options that include in any combination of mutual funds, commingled funds, life-cycle funds, equities, fixed income securities, synthetic guaranteed investment contracts (GICs), and derivative contracts. Investment securities are exposed to various risks, such as interest rates, credit and overall market volatility. Due to the level of risk associated with certain investment securities and the level of uncertainty related to changes in the value of investment securities, it is reasonably possible that changes in risks in the near term could materially affect participants account balances and the amounts reported in the statement of net assets available for benefits.
The Plan is exposed to credit loss in the event of non-performance by the companies with whom the investment contracts are placed. However, the Committee does not anticipate non-performance by these companies.
NOTE 2 - SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
Basis of Accounting
The accompanying financial statements are prepared under the accrual basis of accounting, except distributions, which are recorded when paid.
Valuation of Investments
The Plans investments are stated at fair value, except benefit-responsive investment contracts, which are stated at contract value. Investments in mutual funds and commingled funds are valued at the net asset values per share as quoted by such companies or funds as of the valuation date. IBM common stock is valued daily at the New York Stock Exchange closing price. Other equity securities are valued at the last reported sales price or closing price. Fixed income securities traded in the over-the-counter market are valued at the bid prices. Short-term securities are valued at amortized cost, which includes cost and accrued interest, which approximates fair value. Participant loans are valued at cost plus accrued interest, which approximates fair value.
Investment Contracts
The Plan entered into benefit-responsive investment contracts, such as synthetic investment contracts (GICs), (through the Stable Value Fund) with various third parties. Contract value represents contributions made to investment contracts, plus earnings, less participant withdrawals and administrative expenses.
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A synthetic GIC provides for a fixed return on principal over a specified period of time, e.g., monthly crediting rate, through fully benefit-responsive wrapper contracts issued by a third party, which are backed by underlying assets owned by the Plan. The contract value of the synthetic GIC held by the Stable Value Fund was $5,713 million and $5,191 million at December 31, 2005 and 2004, respectively. The fair value of the synthetic GIC was ($122) million and ($274) million at December 31, 2005 and 2004, respectively, attributable to the amounts by which the contract value of the investment contracts were less than the value of the underlying assets.
The average yield and crediting interest rates of the investment contracts was 5.57 percent and 5.42 percent at December 31, 2005 and 2004, respectively. Fully benefit-responsive investment contracts are reported at contract value, which approximates fair value.
On December 29, 2005, the Financial Accounting Standards Board (FASB) released FASB Staff Position No. AAG INV-1 and SOP94-4-1, Reporting of Fully Benefit-Responsive Investment Contracts Held by Certain Investment Companies Subject to the AICPA Investment Company Audit Guide and Defined-Contribution Health and Welfare and Pension Plans (the "FSP"). The FSP clarifies the definition of fully benefit responsive investment contracts for contracts held by defined contribution plans. The FSP also establishes enhanced financial statement presentation and disclosure requirements for defined contribution plans subject to the FSP effective for financial statements for annual periods ending after December 15, 2006.
Upon adoption of the FSP for the Plan year ending December 31, 2006, the Plans statement of net assets available for benefits will present net assets reflecting all investments at fair value and separately, the amount necessary to adjust the portion of net assets attributable to each fully benefit-responsive investment contract from fair value to contract value. The adoption of this FSP is not expected to have any impact on the net assets of the Plan.
Use of Estimates
The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets, liabilities and changes therein, and disclosures of contingent assets and liabilities at the date of the financial statements. Actual results could differ from those estimates.
Security Transactions and Related Investment Income
Security transactions are recorded on a trade-date basis. Dividend income is recorded on the ex-dividend date, and interest income is recorded on the accrual basis.
The Plan presents in the Statement of Changes in Net Assets Available for Benefits the net appreciation in the fair value of its investments, which consists of realized gains and losses and the unrealized appreciation and depreciation on those investments.
Administrative Expenses and Investment Management Fees
All administrative costs of the Plan are deducted from participants account balances. These costs include (a) brokerage fees and commissions, which are included in the cost of investments and in determining net proceeds on sales of investments, (b) investment management fees, which are paid from the assets of the respective funds; those fees comprise fixed annual charges and charges based on a percentage of net asset value and are included as part of administrative expenses, and (c) operational expenses required for administration of the Plan including trustee, recordkeeping, participant reports and communications, and service center expenses, which are charged against the funds assets on a pro rata basis throughout the year and are included as part of administrative expenses.
NOTE 3 - DESCRIPTION OF INVESTMENT FUNDS
The objectives of the twenty-three investment funds to which employees may contribute monies are described below:
Life Strategy Funds - four blended funds that build a portfolio of diversified investments U.S. stocks, international stocks, real estate equity stocks and fixed-income investments from the
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existing core funds noted below. The funds are structured by the IBM Retirement Fund organization and managed by the underlying funds managers.
x Income Plus Life Strategy Fund - target allocation 30% stocks, 70% bonds; seeks returns that modestly outpace inflation on a fairly consistent basis.
x Conservative Life Strategy Fund - target allocation 50% stocks, 50% bonds; seeks returns that moderately outpace inflation over the long term.
x Moderate Life Strategy Fund - target allocation 65% stocks, 35% bonds; seeks relatively high returns at a moderate risk level.
x Aggressive Life Strategy Fund - target allocation 85% stocks, 15% bonds; seeks high returns over the long term.
Core Funds - six funds that provide an opportunity to custom-build a portfolio from a selection of broadly diversified U.S. and international stock funds and from funds tracking the fixed-income markets.
x Stable Value Fund - seeks to preserve principal and provide income at a stable rate of interest that is competitive with intermediate-term rates of return. The fund is managed by multiple money managers.
x Inflation Protected Bond Fund - seeks over the long term to provide a rate of return over and above the rate of inflation, thereby preserving the long-term spending power of the money invested. The fund is managed by State Street Global Advisors.
x Total Bond Market Fund - seeks to modestly exceed the return of its benchmark index (Lehman Brothers Aggregate Bond Index), which consists of more than 5,000 U.S. Treasury, federal agency, mortgage-backed, and corporate securities. The fund is managed by State Street Global Advisors.
x Total International Stock Market Index Fund - seeks long-term capital growth with a market rate of return for a diversified group of non-U.S. equities in such major markets as Europe and Asia plus the emerging markets of the world. It attempts to match the performance of the Morgan Stanley Capital International All Country World Ex-U.S. Free Index. The fund is managed by State Street Global Advisors.
x Total Stock Market Index Fund - seeks long-term growth of capital and income. It attempts to match the performance of the Dow Jones Wilshire 5000 Total Market Index. The fund is managed by The Vanguard Group.
x Real Estate Investment Trust (REIT) Index Fund - seeks a total rate of return approximating the returns of the MSCI U.S. REIT index. Investment consists of U.S. publicly traded real estate equity securities. The fund is managed by Barclays Global Investors.
Extended Choice Funds - thirteen funds that provide an opportunity to build an investment portfolio with funds that are less broadly diversified, focusing instead on discrete sectors of the stock and bond markets.
x Money Market Fund - seeks liquidity and preservation of capital while providing a variable rate of income based on current short-term market interest rates. The fund is managed by State Street Global Advisors.
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x Long-Term Corporate Bond Fund - seeks a high and sustainable level of interest income by investing in a widely diversified group of long-term bonds issued by corporations with strong credit ratings. The fund is managed by State Street Global Advisors.
x Equity Income Fund - seeks both long-term capital appreciation and dividend income by investing in large- and mid-cap U.S. stocks. The fund is managed by State Street Global Advisors.
x European Stock Index Fund - seeks long-term growth of capital that corresponds to an index of European stocks. It attempts to match the investment results of the Morgan Stanley Capital International Europe Index. The fund is managed by The Vanguard Group.
x Large Company Index Fund - seeks long-term growth of capital and income from dividends by holding all the stocks that make up the Standard & Poors 500 Index. The fund is managed by The Vanguard Group.
x Large-Cap Value Index Fund - seeks long-term growth of capital and income from dividends. The fund holds all the stocks in the Russell 1000 Value Index in approximately the same proportion as those stocks represented in the index. The fund is managed by The Vanguard Group.
x Small-Cap Value Index Fund - seeks long-term growth of capital by attempting to replicate the performance of the Russell 2000 Value Index. The fund is managed by The Vanguard Group.
x Large-Cap Growth Index Fund - seeks long-term growth of capital by holding all the stocks in the Russell 1000 Growth Index in approximately the same proportion as those stocks represented in the index. The fund is managed by The Vanguard Group.
x Pacific Stock Index Fund - seeks long-term growth of capital by attempting to match the performance of the Morgan Stanley Capital International Pacific Index. The fund is managed by The Vanguard Group.
x Small/Mid-Cap Stock Index Fund - seeks long-term growth of capital with a market rate of return from a diversified group of medium- and small-company stocks. The fund holds stocks in the Russell 3000 index that are not part of the Standard and Poors 500 index and attempts to match the performance of the Russell SmallCap Completeness Index. The fund is managed by State Street Global Advisors.
x Small-Cap Growth Index Fund - seeks long-term growth of capital by attempting to match the performance of the Russell 2000 Growth Index. The fund is managed by The Vanguard Group.
x IBM Stock Fund - invests in IBM common stock and holds a small interest-bearing cash balance of approximately 0.25% for liquidity purposes. The fund is managed by State Street Global Advisors.
x High Yield and Emerging Markets Bond Fund - seeks to provide attractive returns, with somewhat less volatility than stocks. The fund invests in below investment grade U.S. corporate and emerging market dollar bonds and is managed by Pacific Investment Management Company, LLC (PIMCO).
Securities Lending
Stock loan transactions are permitted with the objective to add investment return to the portfolio. Certain funds may lend securities held in that fund to unaffiliated broker-dealers registered under the Securities Exchange Act of 1934, or banks organized in the United States of America. At all times, the borrower must maintain cash or equivalent collateral equal in value to at least 102 percent of the value of the domestic securities loaned and 105 percent of the value of international securities loaned. The cash collateral is reinvested to generate income that is credited to the portfolio return.
15
The primary risk in lending securities is a borrower may default during a sharp rise in the price of the security that was borrowed, resulting in a deficiency in the collateral posted by the borrower. The funds seek to minimize this risk by requiring that the value of the securities that are loaned to be computed each day and that additional collateral is furnished each day, if necessary. The addition of the securities lending provision does not change the investment objectives for the funds. The value of loaned securities in the State Street Bank agency program amounted to $1,852 million and $1,879 million at December 31, 2005 and 2004, respectively. The value of cash collateral obtained and reinvested in short-term investments of $1,909 million and $1,932 million for December 31, 2005 and 2004, respectively, is reflected as a liability in the Plans financial statements. Securities lending is also permitted in the Vanguard and SSGA commingled funds.
NOTE 4 - PLAN TRANSFERS
The transfers below represent participant investment account balances attributable to employees transferred to IBM in 2005 primarily as a result of IBM acquisitions:
Significant transfers were:
x Ascential Corporation - net transfer totaling $111,239,156
x Healthlink, Inc. - net transfer totaling $12,886,149
x Corio, Inc. - net transfer totaling $9,125,280
In 2005, there were also transfers into the Plan totaling $3,154,996 related to participant account balances from other companies. Total plan transfers were $136,405,581, which includes participant loan balances in addition to the transfers noted above.
NOTE 5 - TAX STATUS
The Trust established under the Plan is qualified under Section 401(a) of the Internal Revenue Code and the Trustee intends to continue it as a qualified trust. The Plan received a favorable determination letter from the IRS on September 10, 2004. The Plan administrator continues to believe the Plan is designed and is being operated in compliance with the applicable requirements of the Internal Revenue Code. Accordingly, a provision for federal income taxes has not been made.
NOTE 6 - RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500
The following is a reconciliation of net assets available for benefits per the financial statements to the Form 5500 as of:
|
|
2005 |
|
2004 |
|
||
|
|
(Dollars in thousands) |
|
||||
Net assets available for benefits per the financial statements |
|
$ |
26,848,963 |
|
$ |
25,455,163 |
|
Benefit obligations currently payable |
|
7,116 |
|
3,871 |
|
||
Net assets available for benefits per the Form 5500 |
|
$ |
26,841,847 |
|
$ |
25,451,292 |
|
16
The following is a reconciliation of benefits paid to participants per the financial statements to the Form 5500:
|
|
Year Ended |
|
|
|
|
(Dollars in thousands) |
|
|
|
|
|
|
|
Benefits paid to participants per the financial statements |
|
$ |
1,462,965 |
|
Less: |
|
|
|
|
Amounts payable at December 31, 2004 |
|
3,871 |
|
|
Plus: |
|
|
|
|
Amounts payable at December 31, 2005 |
|
7,116 |
|
|
|
|
|
|
|
Benefits paid to participants per the Form 5500 |
|
$ |
1,466,210 |
|
17
NOTE 7 - INVESTMENT VALUATIONS
The following schedules summarize the value of investments, and the related net appreciation in fair value of investments by type of investment:
|
|
Value Determined By |
|
|||||||
|
|
Quoted |
|
Contract |
|
Total |
|
|||
|
|
(Dollars in thousands) |
|
|||||||
At December 31, 2005 |
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|||
Investments at Fair Value |
|
|
|
|
|
|
|
|||
Commingled Funds |
|
$ |
14,207,603 |
|
|
|
$ |
14,207,603 |
|
|
Common Stocknon-employer |
|
3,141,918 |
|
|
|
3,141,918 |
|
|||
IBM Common Stock |
|
2,044,358 |
|
|
|
2,044,358 |
|
|||
Short-Term Investments |
|
2,144,121 |
|
|
|
2,144,121 |
|
|||
Mutual Funds |
|
1,098,412 |
|
|
|
1,098,412 |
|
|||
Fixed Income Securities |
|
71,761 |
|
|
|
71,761 |
|
|||
Total |
|
$ |
22,708,173 |
|
|
|
$ |
22,708,173 |
|
|
|
|
|
|
|
|
|
|
|||
Investments at Contract Value |
|
|
|
|
|
|
|
|||
Investment contracts |
|
|
|
$ |
5,713,257 |
|
5,713,257 |
|
||
Total |
|
$ |
22,708,173 |
|
$ |
5,713,257 |
|
$ |
28,421,430 |
|
|
|
|
|
|
|
|
|
|||
At December 31, 2004 |
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|||
Investments at Fair Value |
|
|
|
|
|
|
|
|||
Commingled Funds |
|
$ |
12,016,899 |
|
|
|
$ |
12,016,899 |
|
|
Common Stocknon-employer |
|
4,574,368 |
|
|
|
4,574,368 |
|
|||
IBM Common Stock |
|
2,590,210 |
|
|
|
2,590,210 |
|
|||
Short-Term Investments |
|
2,188,918 |
|
|
|
2,188,918 |
|
|||
Mutual Funds |
|
481,377 |
|
|
|
481,377 |
|
|||
Fixed Income Securities |
|
3,397 |
|
|
|
3,397 |
|
|||
Total |
|
$ |
21,855,169 |
|
|
|
$ |
21,855,169 |
|
|
|
|
|
|
|
|
|
|
|||
Investments at Contract Value |
|
|
|
|
|
|
|
|||
Investment contracts |
|
|
|
$ |
5,190,565 |
|
5,190,565 |
|
||
Total |
|
$ |
21,855,169 |
|
$ |
5,190,565 |
|
$ |
27,045,734 |
|
18
Net Appreciation in Fair Value of Investments (including gains and losses on investments bought and sold, as well as held during the year):
|
|
2005 |
|
|
|
|
(Dollars in thousands) |
|
|
Investments at fair value as determined by quoted market price: |
|
|
|
|
Commingled Funds |
|
$ |
558,453 |
|
Common Stocknon-employer |
|
506,669 |
|
|
IBM Common Stock |
|
(396,167 |
) |
|
Fixed Income |
|
(520 |
) |
|
Mutual Funds |
|
87,652 |
|
|
Total |
|
$ |
756,087 |
|
Investments
The investments that represent 5% or more of the Plans net assets available for benefits at December 31, 2005 and 2004 are as follows:
Investments |
|
|
|
2005 |
|
2004 |
|
||
|
|
(Dollars in thousands) |
|
||||||
Large Company Index Fund (Vanguard) |
|
$ |
4,562,615 |
|
$ |
4,883,337 |
|
||
Total Stock Market Index Fund (Vanguard) |
|
2,201,948 |
|
2,004,369 |
|
||||
IBM Common Stock |
|
2,044,358 |
|
2,590,210 |
|
||||
Investment ContractRoyal Bank of Canada, 5.57% (5.42%2004) |
|
1,428,314 |
|
1,297,641 |
|
||||
Investment Contract JPMorgan Chase, 5.57% (5.42%2004) |
|
1,428,314 |
|
2,335,754 |
|
||||
NOTE 8 - RELATED-PARTY TRANSACTIONS
At December 31, 2005, a significant portion of the Plans assets were invested in State Street Global Advisors funds. State Street Global Advisors parent company, State Street Bank and Trust Corporation, also acts as the trustee for the Plan and, therefore, these investments qualify as party-in-interest transactions. The Plan also pays a fee to the trustee and the trustee also is a security lending agent. These transactions qualify as party-in-interest transactions as well.
At December 31, 2005 the Plan held 24,862,508 shares of IBM common stock valued at $2,044,358,384. At December 31, 2004, the Plan held 26,269,305 shares of IBM common stock valued at $2,590,209,713.
19
IBM SAVINGS PLAN
Schedule H, line 4i - Schedule of Assets (Held at End of Year)
AT DECEMBER 31, 2005
(a) |
|
(b) Identity of issue, borrower, lessor, or similar party |
|
(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value |
|
(d) Cost |
|
(e) Current value |
|
|
|
|
|
|
|
|
|
|
IBM Stock Fund |
|
|
|
|
|
|
|
* |
|
Managed by State Street Global Advisors |
|
IBM Common Stock* |
|
|
|
$2,044,358,384 |
* |
|
Managed by State Street Global Advisors |
|
SSBT Short-Term Investments* |
|
|
|
1,848,568 |
|
|
|
|
|
|
|
|
|
|
Mutual Funds |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Managed by the Vanguard Group |
|
European Stock Index |
|
|
|
262,513,573 |
|
|
|
Managed by the Vanguard Group |
|
Pacific Stock Index |
|
|
|
487,645,110 |
|
Managed by Fidelity Investments |
|
Mutual Fund Window |
|
|
|
348,253,390 |
|
|
|
|
|
|
|
|
|
|
|
Commingled Trust Funds |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Managed by The Vanguard Group |
|
Large Company Index |
|
|
|
4,562,615,228 |
|
|
|
Managed by The Vanguard Group |
|
Total Stock Market Index |
|
|
|
2,201,947,903 |
* |
|
Managed by State Street Global Advisors |
|
SSBT Inflation Protected Bond* |
|
|
|
1,031,854,355 |
* |
|
Managed by State Street Global Advisors |
|
SSBT Money Market* |
|
|
|
916,114,096 |
* |
|
Managed by State Street Global Advisors |
|
SSBT Total Bond Market* |
|
|
|
780,025,443 |
* |
|
Party-In-Interest |
|
|
|
|
|
|
20
(a) |
|
(b) Identity of issue, borrower, lessor, or similar party |
|
(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value |
|
(d) Cost |
|
(e) Current value |
|
|
|
|
|
|
|
|
|
|
Commingled Trust Funds - continued |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Managed by Barclays Global Investors |
|
BGI Real Estate Investment Trust |
|
|
|
$691,657,580 |
|
|
|
Managed by The Vanguard Group |
|
Small Cap Value Index |
|
|
|
690,636,074 |
|
Managed by The Vanguard Group |
|
Large Cap Value Index |
|
|
|
574,529,628 |
|
|
|
Managed by The Vanguard Group |
|
Large Cap Growth Index |
|
|
|
313,461,235 |
* |
|
Managed by The Vanguard Group |
|
Small Cap Growth Index |
|
|
|
281,933,146 231,162,969 |
|
|
|
|
|
|
|
|
|
|
Separately-Managed FundsIBM |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
* |
|
Managed by State Street Global Advisors |
|
SSBT Small/Mid Cap Stock Index* (refer to Exhibit A - investments) |
|
|
|
3,025,056,406 |
* |
|
Managed by State Street Global Advisors |
|
SSBT Total International Stock Market Index* (refer to Exhibit B - investments) |
|
|
|
1,931,665,572 |
* |
|
Managed by State Street Global Advisors |
|
SSBT Equity Income* (refer to Exhibit C - investments) |
|
|
|
117,138,578 |
|
|
Managed by Pacific Management Investment Company (PIMCO) |
|
High Yield and Emerging Markets Bond (refer to Exhibit D investments) |
|
|
|
71,483,473 |
* |
|
Party-In-Interest |
|
|
|
|
|
|
21
(a) |
|
(b) Identity of issue, borrower, lessor, or similar party |
|
(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value |
|
(d) Cost |
|
(e) Current value |
|
|
|
|
|
|
|
|
|
|
|
|
Short-Term Investments |
|
|
|
|
|
|
||
|
|
Managed by JPMorgan Chase Bank N.A. |
|
Short-Term Investments purchased with cash collateral from securities lending(refer to Exhibit E - investments) |
|
|
|
$1,909,000,935 |
|
|
|
|
|
|
|
|
|
|
|
|
Stable Value FundInvestment Contracts |
|
|
|
|
|
|
||
|
|
Underlying assets managed by various investment companies |
|
Synthetic GIC Global Wrapper (the fair value of wrap contracts is ($122) million, Rate of Interest 5.57%, refer to Exhibit F - investments) |
|
|
|
5,713,257,446 |
|
|
|
|
|
|
|
|
|
|
|
|
Short-Term Investments |
|
|
|
|
|
|
||
* |
|
Managed by State Street Global Advisors |
|
SSGA Short-Term Investments* |
|
|
|
233,271,214 |
|
|
|
|
|
|
|
|
|
|
|
* |
|
Loans to Participants |
|
Interest rates range: 5.00% - 11.00%, Terms: one to four years |
|
|
|
291,864,892 |
|
|
|
|
|
|
|
|
|
|
|
* |
|
Party-In-Interest |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Royal Bank of Canada, 5.57% |
|
|
|
|
|
$1,428,314,362 |
|
|
|
|
|
|
|
|
|
|
|
|
|
JPMorgan Chase, 5.57% |
|
|
|
|
|
1,428,314,362 |
|
|
|
|
|
|
|
|
|
|
|
|
|
UBS, 5.57% |
|
|
|
|
|
1,142,651,489 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Bank of America, 5.57% |
|
|
|
|
|
1,142,651,489 |
|
|
|
|
|
|
|
|
|
|
|
|
|
State Street Bank and Trust, 5.57% |
|
|
|
|
|
571,325,744 |
|
22
EXHIBIT
ASmall/Mid-Cap Stock Index
(Managed by State Street Global Advisors)
IBM SAVINGS PLAN AT DECEMBER 31, 2005
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
(a) |
|
(b) Identity of issue, borrower, lessor, or similar party |
|
(c) Description of investment including maturity date, |
|
(d) Cost |
|
(e) Current |
|
||||
|
|
|
|
|
|
Shares |
|
(n/a) |
|
|
|
||
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
1 800 CONTACTS |
|
COM |
|
6,900 |
|
|
|
$ |
80,799 |
|
|
|
|
1ST SOURCE CORP |
|
COM |
|
15,690 |
|
|
|
394,604 |
|
||
|
|
21ST CENTURY INS GROUP |
|
COM |
|
29,300 |
|
|
|
474,074 |
|
||
|
|
3COM CORP |
|
COM |
|
427,350 |
|
|
|
1,538,460 |
|
||
|
|
3D SYS CORP DEL |
|
COM |
|
14,715 |
|
|
|
264,870 |
|
||
|
|
4 KIDS ENTERTAINMENT INC |
|
COM |
|
16,100 |
|
|
|
252,609 |
|
||
|
|
99 CENTS ONLY STORES |
|
COM |
|
49,464 |
|
|
|
517,393 |
|
||
|
|
A C MOORE ARTS + CRAFTS INC |
|
COM |
|
15,700 |
|
|
|
228,435 |
|
||
|
|
A S V INC |
|
COM |
|
18,200 |
|
|
|
454,636 |
|
||
|
|
AAMES INVT CORP MD |
|
COM |
|
41,000 |
|
|
|
264,860 |
|
||
|
|
AAON INC |
|
COM |
|
10,650 |
|
|
|
190,848 |
|
||
|
|
AAR CORP |
|
COM |
|
39,200 |
|
|
|
938,840 |
|
||
|
|
AARON RENTS INC |
|
CL B |
|
39,775 |
|
|
|
838,457 |
|
||
|
|
AASTROM BIOSCIENCES INC |
|
COM |
|
82,355 |
|
|
|
173,769 |
|
||
|
|
ABAXIS INC |
|
COM |
|
18,100 |
|
|
|
298,288 |
|
||
|
|
ABERCROMBIE AND FITCH CO |
|
CL A |
|
87,230 |
|
|
|
5,685,651 |
|
||
|
|
ABGENIX INC |
|
COM |
|
96,075 |
|
|
|
2,066,573 |
|
||
|
|
ABIOMED INC |
|
COM |
|
20,000 |
|
|
|
184,800 |
|
||
|
|
ABM INDS INC |
|
COM |
|
43,500 |
|
|
|
850,425 |
|
||
|
|
ABX AIR INC |
|
COM |
|
66,454 |
|
|
|
520,335 |
|
||
|
|
ACADIA PHARMACEUTICALS INC |
|
COM |
|
23,000 |
|
|
|
226,550 |
|
||
|
|
ACADIA RLTY TR |
|
COM |
|
31,500 |
|
|
|
631,575 |
|
||
|
|
ACCO BRANDS CORP |
|
COM |
|
35,736 |
|
|
|
875,532 |
|
||
23
|
|
ACCREDITED HOME LENDERS HLDG |
|
COM |
|
19,900 |
|
|
|
986,642 |
|
|
|
ACCURIDE CORP |
|
COM |
|
5,295 |
|
|
|
68,306 |
|
|
|
ACE CASH EXPRESS INC |
|
COM |
|
8,557 |
|
|
|
199,806 |
|
|
|
ACTEL CORP |
|
COM |
|
26,400 |
|
|
|
336,072 |
|
|
|
ACTIVISION INC NEW |
|
COM |
|
247,598 |
|
|
|
3,401,997 |
|
|
|
ACTUANT CORP |
|
CL A |
|
28,600 |
|
|
|
1,595,880 |
|
|
|
ACUITY BRANDS INC |
|
COM |
|
49,100 |
|
|
|
1,561,380 |
|
|
|
ACXIOM CORP |
|
COM |
|
90,600 |
|
|
|
2,083,800 |
|
|
|
ADAMS RESPIRATORY THERAPEUTICS |
|
COM |
|
4,863 |
|
|
|
197,730 |
|
|
|
ADAPTEC INC |
|
COM |
|
125,800 |
|
|
|
732,156 |
|
|
|
ADE CORP MASS |
|
COM |
|
6,200 |
|
|
|
149,172 |
|
|
|
ADESA INC |
|
COM |
|
87,100 |
|
|
|
2,126,982 |
|
|
|
ADMINISTAFF INC |
|
COM |
|
23,100 |
|
|
|
971,355 |
|
|
|
ADOLOR CORP |
|
COM |
|
47,242 |
|
|
|
689,733 |
|
|
|
ADTRAN INC |
|
COM |
|
69,700 |
|
|
|
2,072,878 |
|
|
|
ADVANCE AMER CASH ADVANCE |
|
COM |
|
63,800 |
|
|
|
791,120 |
|
|
|
ADVANCE AUTO PARTS |
|
COM |
|
112,000 |
|
|
|
4,867,520 |
|
|
|
ADVANCED DIGITAL INFORMATION |
|
COM |
|
76,000 |
|
|
|
744,040 |
|
|
|
ADVANCED ENERGY INDS INC |
|
COM |
|
20,600 |
|
|
|
243,698 |
|
|
|
ADVANCED MED OPTICS INC |
|
COM |
|
65,164 |
|
|
|
2,723,855 |
|
|
|
ADVANTA CORP |
|
CL B |
|
23,000 |
|
|
|
746,120 |
|
|
|
ADVENT SOFTWARE INC |
|
COM |
|
25,698 |
|
|
|
742,929 |
|
|
|
ADVISORY BRD CO |
|
COM |
|
21,400 |
|
|
|
1,020,138 |
|
|
|
ADVO INC |
|
COM |
|
33,950 |
|
|
|
956,711 |
|
|
|
AEROFLEX INC |
|
COM |
|
85,400 |
|
|
|
918,050 |
|
|
|
AEROPOSTALE |
|
COM |
|
60,900 |
|
|
|
1,601,670 |
|
|
|
AFC ENTERPRISES INC |
|
COM |
|
16,175 |
|
|
|
244,566 |
|
|
|
AFFILIATED MANAGERS GROUP INC |
|
COM |
|
34,949 |
|
|
|
2,804,657 |
|
|
|
AFFORDABLE RESIDENTIAL CMNTYS |
|
COM |
|
21,900 |
|
|
|
208,707 |
|
|
|
AFFYMETRIX INC |
|
COM |
|
65,200 |
|
|
|
3,113,300 |
|
|
|
AFTERMARKET TECHNOLOGY CORP |
|
COM |
|
15,061 |
|
|
|
292,786 |
|
|
|
AGCO CORP |
|
COM |
|
102,200 |
|
|
|
1,693,454 |
|
|
|
AGERE SYS INC |
|
COM |
|
188,600 |
|
|
|
2,432,940 |
|
|
|
AGILE SOFTWARE CORP DEL |
|
COM |
|
57,200 |
|
|
|
342,056 |
|
|
|
AGILYSYS INC |
|
COM |
|
36,180 |
|
|
|
659,200 |
|
|
|
AGL RES INC |
|
COM |
|
78,300 |
|
|
|
2,725,623 |
|
|
|
AGREE RLTY CORP |
|
COM |
|
2,540 |
|
|
|
73,406 |
|
24
|
|
AIRGAS INC |
|
COM |
|
65,800 |
|
|
|
2,164,820 |
|
|
|
AIRSPAN NETWORKS INC |
|
COM |
|
17,785 |
|
|
|
101,197 |
|
|
|
AIRTRAN HOLDINGS INC |
|
COM |
|
92,600 |
|
|
|
1,484,378 |
|
|
|
AK STL HLDG CORP |
|
COM |
|
120,727 |
|
|
|
959,780 |
|
|
|
AKAMAI TECHNOLOGIES INC |
|
COM |
|
142,948 |
|
|
|
2,848,954 |
|
|
|
ALABAMA NATL BANCORPORATION DE |
|
COM |
|
16,180 |
|
|
|
1,047,817 |
|
|
|
ALAMO GROUP INC |
|
COM |
|
4,900 |
|
|
|
100,450 |
|
|
|
ALAMOSA HOLDINGS INC |
|
COM |
|
133,557 |
|
|
|
2,485,496 |
|
|
|
ALASKA AIR GROUP INC |
|
COM |
|
29,900 |
|
|
|
1,068,028 |
|
|
|
ALASKA COMMUNICATIONS SYS INC |
|
COM |
|
1,200 |
|
|
|
12,192 |
|
|
|
ALBANY INTL CORP |
|
CL A |
|
27,860 |
|
|
|
1,007,418 |
|
|
|
ALBANY MOLECULAR RESH INC |
|
COM |
|
34,300 |
|
|
|
416,745 |
|
|
|
ALBEMARLE CORP |
|
COM |
|
35,800 |
|
|
|
1,372,930 |
|
|
|
ALDERWOODS GROUP INC |
|
COM |
|
46,300 |
|
|
|
734,781 |
|
|
|
ALERIS INTL INC |
|
COM |
|
33,900 |
|
|
|
1,092,936 |
|
|
|
ALEXANDER + BALDWIN INC |
|
COM |
|
45,200 |
|
|
|
2,451,648 |
|
|
|
ALEXANDERS INC |
|
COM |
|
2,100 |
|
|
|
515,550 |
|
|
|
ALEXANDRIA REAL ESTATE EQUIT |
|
COM |
|
23,100 |
|
|
|
1,859,550 |
|
|
|
ALEXION PHARMACEUTICALS INC |
|
COM |
|
26,200 |
|
|
|
530,550 |
|
|
|
ALFA CORP |
|
COM |
|
33,700 |
|
|
|
542,570 |
|
|
|
ALICO INC |
|
COM |
|
3,600 |
|
|
|
162,684 |
|
|
|
ALIGN TECHNOLOGY INC |
|
COM |
|
54,000 |
|
|
|
349,380 |
|
|
|
ALKERMES INC |
|
COM |
|
98,000 |
|
|
|
1,873,760 |
|
|
|
ALLEGHANY CORP DEL |
|
COM |
|
4,977 |
|
|
|
1,413,468 |
|
|
|
ALLETE INC |
|
COM |
|
24,300 |
|
|
|
1,069,200 |
|
|
|
ALLIANCE DATA SYSTEMS CORP |
|
COM |
|
82,000 |
|
|
|
2,919,200 |
|
|
|
ALLIANCE GAMING CORP |
|
COM |
|
55,000 |
|
|
|
716,100 |
|
|
|
ALLIANCE IMAGING INC DEL |
|
COM |
|
10,700 |
|
|
|
63,665 |
|
|
|
ALLIANCE ONE INTL INC |
|
COM |
|
85,000 |
|
|
|
331,500 |
|
|
|
ALLIANT ENERGY CORP |
|
COM |
|
121,300 |
|
|
|
3,401,252 |
|
|
|
ALLIANT TECHSYSTEMS INC |
|
COM |
|
37,934 |
|
|
|
2,889,433 |
|
|
|
ALLIED CAP CORP NEW |
|
COM |
|
141,552 |
|
|
|
4,157,382 |
|
|
|
ALLIED HEALTHCARE INTL INC |
|
COM |
|
28,625 |
|
|
|
175,758 |
|
|
|
ALLOY INC |
|
COM |
|
39,900 |
|
|
|
115,311 |
|
|
|
ALLSCRIPTS HEATHCARE SOLUT |
|
COM |
|
29,800 |
|
|
|
399,320 |
|
|
|
ALON USA ENERGY INC |
|
COM |
|
10,700 |
|
|
|
210,255 |
|
|
|
ALPHA NAT RES INC |
|
COM |
|
27,245 |
|
|
|
523,376 |
|
25
|
|
ALPHARMA INC |
|
CL A |
|
43,050 |
|
|
|
1,227,356 |
|
|
|
ALTIRIS INC |
|
COM |
|
22,200 |
|
|
|
374,958 |
|
|
|
AMB PPTY CORP |
|
COM |
|
88,300 |
|
|
|
4,341,711 |
|
|
|
AMBASSADORS GROUP INC |
|
COM |
|
13,200 |
|
|
|
302,148 |
|
|
|
AMCOL INTL CORP |
|
COM |
|
24,800 |
|
|
|
508,896 |
|
|
|
AMCORE FINL INC |
|
COM |
|
28,100 |
|
|
|
854,521 |
|
|
|
AMEDISYS INC |
|
COM |
|
14,700 |
|
|
|
620,928 |
|
|
|
AMERCO |
|
COM |
|
9,583 |
|
|
|
690,455 |
|
|
|
AMERICA SVC GROUP INC |
|
COM |
|
12,100 |
|
|
|
191,906 |
|
|
|
AMERICAN AXLE + MFG HLDGS INC |
|
COM |
|
46,400 |
|
|
|
850,512 |
|
|
|
AMERICAN CAMPUS CMNTYS INC |
|
COM |
|
12,500 |
|
|
|
310,000 |
|
|
|
AMERICAN CAP STRATEGIES LTD |
|
COM |
|
106,743 |
|
|
|
3,865,164 |
|
|
|
AMERICAN DENTAL PARTNERS INC |
|
COM |
|
14,850 |
|
|
|
268,488 |
|
|
|
AMERICAN EAGLE OUTFITTERS INC |
|
COM |
|
126,000 |
|
|
|
2,895,480 |
|
|
|
AMERICAN ECOLOGY CORP |
|
COM |
|
12,700 |
|
|
|
183,261 |
|
|
|
AMERICAN EQUITY INVT LIFE |
|
COM |
|
25,900 |
|
|
|
337,995 |
|
|
|
AMERICAN FINL GROUP INC OHIO |
|
COM |
|
51,100 |
|
|
|
1,957,641 |
|
|
|
AMERICAN FINL RLTY TR |
|
COM |
|
120,400 |
|
|
|
1,444,800 |
|
|
|
AMERICAN GREETINGS CORP |
|
CL A |
|
65,500 |
|
|
|
1,439,035 |
|
|
|
AMERICAN HEALTHWAYS INC |
|
COM |
|
34,900 |
|
|
|
1,579,225 |
|
|
|
AMERICAN HOME MTG INVT CORP |
|
COM |
|
40,928 |
|
|
|
1,333,025 |
|
|
|
AMERICAN ITALIAN PASTA CO |
|
CL A |
|
19,550 |
|
|
|
132,940 |
|
|
|
AMERICAN MED SYS HLDGS |
|
COM |
|
66,400 |
|
|
|
1,183,912 |
|
|
|
AMERICAN NATL INS CO |
|
COM |
|
8,500 |
|
|
|
994,415 |
|
|
|
AMERICAN PHARMACEUTICAL PART |
|
COM |
|
22,000 |
|
|
|
853,380 |
|
|
|
AMERICAN PHYSICIANS CAP INC |
|
COM |
|
10,200 |
|
|
|
467,058 |
|
|
|
AMERICAN REPROGRAPHICSCO |
|
COM |
|
17,000 |
|
|
|
431,970 |
|
|
|
AMERICAN RETIREMENT CORP |
|
COM |
|
23,935 |
|
|
|
601,487 |
|
|
|
AMERICAN SCIENCE + ENGR INC |
|
COM |
|
9,760 |
|
|
|
608,731 |
|
|
|
AMERICAN STS WTR CO |
|
COM |
|
18,000 |
|
|
|
554,400 |
|
|
|
AMERICAN SUPERCONDUCTOR CORP |
|
COM |
|
25,100 |
|
|
|
197,537 |
|
|
|
AMERICAN TOWER CORP |
|
CL A |
|
412,864 |
|
|
|
11,188,614 |
|
|
|
AMERICAN VANGUARD CORP |
|
COM |
|
9,600 |
|
|
|
225,600 |
|
|
|
AMERICAN WOODMARK CORP |
|
COM |
|
11,300 |
|
|
|
280,127 |
|
|
|
AMERICANWEST BANCORPORATION |
|
COM |
|
13,980 |
|
|
|
330,347 |
|
|
|
AMERICAS CAR MART INC |
|
COM |
|
8,850 |
|
|
|
146,202 |
|
|
|
AMERICREDIT CORP |
|
COM |
|
145,800 |
|
|
|
3,736,854 |
|
26
|
|
AMERIGROUP CORP |
|
COM |
|
57,200 |
|
|
|
1,113,112 |
|
|
|
AMERIS BANCORP |
|
COM |
|
12,480 |
|
|
|
247,603 |
|
|
|
AMERISTAR CASINOS INC |
|
COM |
|
28,400 |
|
|
|
644,680 |
|
|
|
AMERITRADE HLDG CORP NEW |
|
COM |
|
250,200 |
|
|
|
6,004,800 |
|
|
|
AMERON INTL CORP |
|
COM |
|
8,800 |
|
|
|
401,104 |
|
|
|
AMERUS GROUP CO |
|
COM |
|
42,300 |
|
|
|
2,397,141 |
|
|
|
AMES NATL CORP |
|
COM |
|
6,870 |
|
|
|
176,628 |
|
|
|
AMETEK INC NEW |
|
COM |
|
72,200 |
|
|
|
3,071,388 |
|
|
|
AMICAS INC |
|
COM |
|
23,170 |
|
|
|
114,923 |
|
|
|
AMIS HLDGS INC |
|
COM |
|
33,300 |
|
|
|
354,645 |
|
|
|
AMKOR TECHNOLOGY INC |
|
COM |
|
119,400 |
|
|
|
668,640 |
|
|
|
AMLI RESIDENTIAL PPTYS TR |
|
SH BEN INT |
|
29,893 |
|
|
|
1,137,429 |
|
|
|
AMN HEALTHCARE SVCS INC |
|
COM |
|
15,490 |
|
|
|
306,392 |
|
|
|
AMPHENOL CORP NEW |
|
CL A |
|
92,700 |
|
|
|
4,102,902 |
|
|
|
AMR CORP DEL |
|
COM |
|
186,900 |
|
|
|
4,154,787 |
|
|
|
AMSURG CORP |
|
COM |
|
31,600 |
|
|
|
722,376 |
|
|
|
AMYLIN PHARMACEUTICALS INC |
|
COM |
|
116,100 |
|
|
|
4,634,712 |
|
|
|
ANALOGIC CORP |
|
COM |
|
16,100 |
|
|
|
770,385 |
|
|
|
ANAREN INC |
|
COM |
|
22,100 |
|
|
|
345,423 |
|
|
|
ANCHOR BANCORP WIS INC |
|
COM |
|
22,460 |
|
|
|
681,436 |
|
|
|
ANDERSONS INC |
|
COM |
|
6,425 |
|
|
|
276,789 |
|
|
|
ANDRX CORP DEL |
|
COM |
|
80,120 |
|
|
|
1,319,576 |
|
|
|
ANGELICA CORP |
|
COM |
|
9,400 |
|
|
|
155,476 |
|
|
|
ANIMAS CORP DEL |
|
COM |
|
15,500 |
|
|
|
374,325 |
|
|
|
ANIXTER INTL INC |
|
COM |
|
35,450 |
|
|
|
1,386,804 |
|
|
|
ANNALY MTG MGMT INC |
|
COM |
|
129,700 |
|
|
|
1,418,918 |
|
|
|
ANNTAYLOR STORES CORP |
|
COM |
|
74,650 |
|
|
|
2,576,918 |
|
|
|
ANSOFT CORP |
|
COM |
|
7,526 |
|
|
|
256,260 |
|
|
|
ANSYS INC |
|
COM |
|
36,800 |
|
|
|
1,570,992 |
|
|
|
ANTEON INTERNATIONAL CORP |
|
COM |
|
31,800 |
|
|
|
1,728,330 |
|
|
|
ANTHRACITE CAP INC |
|
COM |
|
55,500 |
|
|
|
584,415 |
|
|
|
ANTIGENICS INC DEL |
|
COM |
|
27,700 |
|
|
|
131,852 |
|
|
|
ANWORTH MTG ASSET CORP 1 |
|
COM |
|
58,800 |
|
|
|
429,240 |
|
|
|
APOGEE ENTERPRISES INC |
|
COM |
|
28,300 |
|
|
|
459,026 |
|
|
|
APOLLO INVT CORP |
|
COM |
|
71,950 |
|
|
|
1,290,064 |
|
|
|
APPLEBEES INTL INC |
|
COM |
|
79,312 |
|
|
|
1,791,658 |
|
|
|
APPLERA CORP CELERA GENOMICS |
|
COM |
|
89,534 |
|
|
|
981,293 |
|
27
|
|
APPLIED DIGITAL SOLUTIONS INC |
|
COM |
|
55,305 |
|
|
|
158,725 |
|
|
|
APPLIED FILMS CORP |
|
COM |
|
18,300 |
|
|
|
380,091 |
|
|
|
APPLIED INDL TECHNOLOGIES INC |
|
COM |
|
33,950 |
|
|
|
1,143,776 |
|
|
|
APPLIED SIGNAL TECHNOLOGY INC |
|
COM |
|
10,700 |
|
|
|
242,890 |
|
|
|
APRIA HEALTHCARE GROUP INC |
|
COM |
|
53,900 |
|
|
|
1,299,529 |
|
|
|
APTARGROUP INC |
|
COM |
|
37,800 |
|
|
|
1,973,160 |
|
|
|
AQUA AMER INC |
|
COM |
|
132,620 |
|
|
|
3,620,526 |
|
|
|
AQUANTIVE INC |
|
COM |
|
58,800 |
|
|
|
1,484,112 |
|
|
|
AQUILA INC DEL NEW |
|
COM |
|
380,266 |
|
|
|
1,368,958 |
|
|
|
ARAMARK CORP |
|
CL B |
|
69,700 |
|
|
|
1,936,266 |
|
|
|
ARBITRON INC |
|
COM |
|
33,660 |
|
|
|
1,278,407 |
|
|
|
ARBOR RLTY TR INC |
|
COM REITS |
|
8,900 |
|
|
|
230,688 |
|
|
|
ARCH CHEMICALS INC |
|
COM |
|
24,800 |
|
|
|
741,520 |
|
|
|
ARCH COAL INC |
|
COM |
|
65,673 |
|
|
|
5,221,004 |
|
|
|
ARCHIPELAGO HLDGS INC |
|
COM |
|
28,100 |
|
|
|
1,398,537 |
|
|
|
ARCTIC CAT INC |
|
COM |
|
18,600 |
|
|
|
373,116 |
|
|
|
ARDEN GROUP INC |
|
CL A |
|
2,400 |
|
|
|
218,376 |
|
|
|
ARDEN RLTY INC |
|
COM |
|
69,400 |
|
|
|
3,111,202 |
|
|
|
ARENA PHARMACEUTICALS INC |
|
COM |
|
34,680 |
|
|
|
493,150 |
|
|
|
ARES CAP CORP |
|
COM |
|
29,860 |
|
|
|
479,850 |
|
|
|
ARGON ST INC |
|
COM |
|
7,895 |
|
|
|
244,587 |
|
|
|
ARGONAUT GROUP INC |
|
COM |
|
33,000 |
|
|
|
1,081,410 |
|
|
|
ARIAD PHARMACEUTICALS INC |
|
COM |
|
57,500 |
|
|
|
336,375 |
|
|
|
ARIBA INC |
|
COM |
|
73,011 |
|
|
|
536,631 |
|
|
|
ARKANSAS BEST CORP |
|
COM |
|
25,300 |
|
|
|
1,105,104 |
|
|
|
ARMOR HLDGS INC |
|
COM |
|
37,100 |
|
|
|
1,582,315 |
|
|
|
ARQULE INC |
|
COM |
|
10,600 |
|
|
|
64,872 |
|
|
|
ARRAY BIOPHARMA INC |
|
COM |
|
24,701 |
|
|
|
173,154 |
|
|
|
ARRIS GROUP INC |
|
COM |
|
105,800 |
|
|
|
1,001,926 |
|
|
|
ARROW ELECTRS INC |
|
COM |
|
122,650 |
|
|
|
3,928,480 |
|
|
|
ARROW FINL CORP |
|
COM |
|
8,751 |
|
|
|
228,839 |
|
|
|
ARROW INTERNATIONAL INC |
|
COM |
|
20,500 |
|
|
|
594,295 |
|
|
|
ARTESYN TECHNOLOGIES INC |
|
COM |
|
38,900 |
|
|
|
400,670 |
|
|
|
ARTHROCARE CORP |
|
COM |
|
21,800 |
|
|
|
918,652 |
|
|
|
ARVINMERITOR INC |
|
COM |
|
76,712 |
|
|
|
1,103,886 |
|
|
|
ASBURY AUTOMOTIVE GROUP INC |
|
COM |
|
15,500 |
|
|
|
255,130 |
|
|
|
ASHFORD HOSPITALITY TR INC |
|
COM |
|
35,300 |
|
|
|
370,297 |
|
28
|
|
ASIAINFO HLDGS INC |
|
COM |
|
35,000 |
|
|
|
139,300 |
|
|
|
ASPECT MED SYS INC |
|
COM |
|
14,900 |
|
|
|
511,815 |
|
|
|
ASPEN TECHNOLOGY INC |
|
COM |
|
42,530 |
|
|
|
333,861 |
|
|
|
ASSET ACCEP CAP CORP |
|
COM |
|
7,000 |
|
|
|
157,220 |
|
|
|
ASSOCIATED BANC CORP |
|
COM |
|
143,415 |
|
|
|
4,668,158 |
|
|
|
ASSURANT INC |
|
COM |
|
113,200 |
|
|
|
4,923,068 |
|
|
|
ASTA FDG INC |
|
COM |
|
7,300 |
|
|
|
199,582 |
|
|
|
ASTEC INDS INC |
|
COM |
|
17,400 |
|
|
|
568,284 |
|
|
|
ASTORIA FINL CORP |
|
COM |
|
103,500 |
|
|
|
3,042,900 |
|
|
|
ASYST TECHNOLOGIES INC |
|
COM |
|
57,300 |
|
|
|
327,756 |
|
|
|
ATARI INC |
|
COM |
|
14,120 |
|
|
|
15,250 |
|
|
|
ATHEROGENICS INC |
|
COM |
|
44,200 |
|
|
|
884,442 |
|
|
|
ATHEROS COMMUNICATIONS INC |
|
COM |
|
27,700 |
|
|
|
360,100 |
|
|
|
ATLAS AMER INC |
|
COM |
|
11,908 |
|
|
|
717,100 |
|
|
|
ATMEL CORP |
|
COM |
|
468,280 |
|
|
|
1,446,985 |
|
|
|
ATMI INC |
|
COM |
|
40,700 |
|
|
|
1,138,379 |
|
|
|
ATMOS ENERGY CORP |
|
COM |
|
86,100 |
|
|
|
2,252,376 |
|
|
|
ATP OIL + GAS CORPORATION |
|
COM |
|
15,780 |
|
|
|
584,018 |
|
|
|
ATWOOD OCEANICS INC |
|
COM |
|
14,200 |
|
|
|
1,108,026 |
|
|
|
AUDIBLE INC |
|
COM |
|
21,030 |
|
|
|
270,025 |
|
|
|
AUDIOVOX CORP |
|
CL A |
|
20,700 |
|
|
|
286,902 |
|
|
|
AUGUST TECHNOLOGY CORP |
|
COM |
|
23,680 |
|
|
|
260,243 |
|
|
|
AUTOBYTEL INC |
|
COM |
|
40,100 |
|
|
|
198,094 |
|
|
|
AUTOLIV |
|
COM |
|
93,600 |
|
|
|
4,251,312 |
|
|
|
AVALONBAY CMNTYS INC |
|
COM |
|
76,200 |
|
|
|
6,800,850 |
|
|
|
AVANIR PHARMACEUTICALS |
|
CL A |
|
86,365 |
|
|
|
297,096 |
|
|
|
AVATAR HLDGS INC |
|
COM |
|
6,500 |
|
|
|
356,980 |
|
|
|
AVIALL INC |
|
COM |
|
32,100 |
|
|
|
924,480 |
|
|
|
AVID TECHNOLOGY INC |
|
COM |
|
41,878 |
|
|
|
2,293,239 |
|
|
|
AVISTA CORP |
|
COM |
|
57,100 |
|
|
|
1,011,241 |
|
|
|
AVNET INC |
|
COM |
|
152,283 |
|
|
|
3,645,655 |
|
|
|
AVOCENT CORP |
|
COM |
|
55,875 |
|
|
|
1,519,241 |
|
|
|
AVX CORP NEW |
|
COM |
|
62,000 |
|
|
|
897,760 |
|
|
|
AXCELIS TECHNOLOGIES INC |
|
COM |
|
122,100 |
|
|
|
582,417 |
|
|
|
AZTAR CORP |
|
COM |
|
39,730 |
|
|
|
1,207,395 |
|
|
|
BADGER METER INC |
|
COM |
|
5,235 |
|
|
|
205,421 |
|
|
|
BALCHEM CORP |
|
COM |
|
10,155 |
|
|
|
302,721 |
|
29
|
|
BALDOR ELEC CO |
|
COM |
|
36,700 |
|
|
|
941,355 |
|
|
|
BALDWIN + LYONS INC |
|
CL B |
|
9,250 |
|
|
|
224,775 |
|
|
|
BANCFIRST CORP |
|
COM |
|
4,600 |
|
|
|
363,400 |
|
|
|
BANCORP INC DEL |
|
COM |
|
4,025 |
|
|
|
68,425 |
|
|
|
BANCORPSOUTH INC |
|
COM |
|
87,860 |
|
|
|
1,939,070 |
|
|
|
BANCTRUST FINL GROUP INC |
|
COM |
|
8,034 |
|
|
|
161,483 |
|
|
|
BANDAG INC |
|
COM |
|
12,200 |
|
|
|
520,574 |
|
|
|
BANK CORP |
|
COM |
|
2,970 |
|
|
|
33,888 |
|
|
|
BANK GRANITE CORP |
|
COM |
|
14,850 |
|
|
|
275,171 |
|
|
|
BANK HAWAII CORP |
|
COM |
|
55,900 |
|
|
|
2,881,086 |
|
|
|
BANK MUTUAL CORP |
|
COM |
|
52,092 |
|
|
|
552,175 |
|
|
|
BANK OF THE OZARKS INC |
|
COM |
|
12,400 |
|
|
|
457,560 |
|
|
|
BANKATLANTIC BANCORP INC |
|
CL A |
|
52,900 |
|
|
|
740,600 |
|
|
|
BANKFINANCIAL CORP |
|
COM |
|
16,168 |
|
|
|
237,346 |
|
|
|
BANKRATE INC |
|
COM |
|
12,000 |
|
|
|
354,240 |
|
|
|
BANKUNITED FINL CORP |
|
COM |
|
32,700 |
|
|
|
868,839 |
|
|
|
BANNER CORP |
|
COM |
|
11,800 |
|
|
|
368,160 |
|
|
|
BANTA CORP |
|
COM |
|
27,200 |
|
|
|
1,354,560 |
|
|
|
BARNES + NOBLE INC |
|
COM |
|
54,600 |
|
|
|
2,329,782 |
|
|
|
BARNES GROUP INC |
|
COM |
|
18,400 |
|
|
|
607,200 |
|
|
|
BARR PHARMACEUTICALS INC |
|
COM |
|
108,628 |
|
|
|
6,766,438 |
|
|
|
BARRETT BILL CORP |
|
COM |
|
11,200 |
|
|
|
432,432 |
|
|
|
BASSETT FURNITURE INDS INC |
|
COM |
|
10,700 |
|
|
|
197,950 |
|
|
|
BE AEROSPACE INC |
|
COM |
|
64,000 |
|
|
|
1,408,000 |
|
|
|
BEA SYS INC |
|
COM |
|
361,860 |
|
|
|
3,401,484 |
|
|
|
BEACON ROOFING SUPPLY INC |
|
COM |
|
15,300 |
|
|
|
439,569 |
|
|
|
BEARINGPOINT INC |
|
COM |
|
175,400 |
|
|
|
1,378,644 |
|
|
|
BEASLEY BROADCAST GROUP INC |
|
CL A |
|
5,400 |
|
|
|
72,954 |
|
|
|
BEAZER HOMES USA INC |
|
COM |
|
45,188 |
|
|
|
3,291,494 |
|
|
|
BEBE STORES INC |
|
COM |
|
20,137 |
|
|
|
282,522 |
|
|
|
BECKMAN COULTER INC |
|
COM |
|
65,150 |
|
|
|
3,707,035 |
|
|
|
BEDFORD PPTY INVS INC |
|
COM |
|
17,300 |
|
|
|
379,562 |
|
|
|
BEL FUSE INC |
|
CL B |
|
11,600 |
|
|
|
368,880 |
|
|
|
BELDEN CDT INC |
|
COM |
|
50,450 |
|
|
|
1,232,494 |
|
|
|
BELL MICROPRODUCTS INC |
|
COM |
|
23,200 |
|
|
|
177,480 |
|
|
|
BELO CORP |
|
COM SER A |
|
104,200 |
|
|
|
2,230,922 |
|
|
|
BENCHMARK ELECTRS INC |
|
COM |
|
45,149 |
|
|
|
1,518,361 |
|
30
|
|
BENTLEY PHARMACEUTICALS INC |
|
COM |
|
18,600 |
|
|
|
305,226 |
|
|
|
BERKLEY W R CORP |
|
COM |
|
112,814 |
|
|
|
5,372,203 |
|
|
|
BERKSHIRE HILL BANCORP INC |
|
COM |
|
5,500 |
|
|
|
184,250 |
|
|
|
BERRY PETE CO |
|
CL A |
|
20,300 |
|
|
|
1,161,160 |
|
|
|
BEVERLY ENTERPRISES INC |
|
COM |
|
120,800 |
|
|
|
1,409,736 |
|
|
|
BEVERLY HILLS BANCORP DE |
|
COM |
|
5,700 |
|
|
|
59,109 |
|
|
|
BFC FINL CORP |
|
CL A |
|
9,975 |
|
|
|
55,062 |
|
|
|
BIG 5 SPORTING GOODS CORP |
|
COM |
|
20,341 |
|
|
|
445,264 |
|
|
|
BIMINI MTG MGMT INC |
|
CL A |
|
17,700 |
|
|
|
160,185 |
|
|
|
BIO RAD LABORATORIES INC |
|
CL A |
|
19,400 |
|
|
|
1,269,536 |
|
|
|
BIO REFERENCE LABS INC |
|
COM |
|
3,800 |
|
|
|
71,478 |
|
|
|
BIOENVISION INC |
|
COM |
|
49,685 |
|
|
|
324,443 |
|
|
|
BIOMARIN PHARMACEUTICAL INC |
|
COM |
|
76,300 |
|
|
|
822,514 |
|
|
|
BIOMED RLTY TR INC |
|
COM |
|
45,600 |
|
|
|
1,112,640 |
|
|
|
BIOSCRIP INC |
|
COM |
|
36,842 |
|
|
|
277,789 |
|
|
|
BIOSITE INC |
|
COM |
|
18,400 |
|
|
|
1,035,736 |
|
|
|
BISYS GROUP INC |
|
COM |
|
135,800 |
|
|
|
1,902,558 |
|
|
|
BJS RESTAURANTS INC |
|
COM |
|
13,800 |
|
|
|
315,468 |
|
|
|
BJS WHSL CLUB INC |
|
COM |
|
75,950 |
|
|
|
2,245,082 |
|
|
|
BKF CAP GROUP INC |
|
COM |
|
7,900 |
|
|
|
149,705 |
|
|
|
BLACK BOX CORP |
|
COM |
|
20,400 |
|
|
|
966,552 |
|
|
|
BLACK HILLS CORP |
|
COM |
|
34,950 |
|
|
|
1,209,620 |
|
|
|
BLACKBAUD INC |
|
COM |
|
4,700 |
|
|
|
80,276 |
|
|
|
BLACKBOARD INC |
|
COM |
|
15,500 |
|
|
|
449,190 |
|
|
|
BLACKROCK INC |
|
CL A |
|
20,200 |
|
|
|
2,191,296 |
|
|
|
BLAIR CORP |
|
COM |
|
5,250 |
|
|
|
204,435 |
|
|
|
BLOCKBUSTER INC |
|
CL A |
|
197,500 |
|
|
|
740,625 |
|
|
|
BLOUT INTL INC NEW |
|
COM |
|
26,400 |
|
|
|
420,552 |
|
|
|
BLUE COAT SYS INC |
|
COM |
|
9,100 |
|
|
|
416,052 |
|
|
|
BLUE NILE INC |
|
COM |
|
13,100 |
|
|
|
528,061 |
|
|
|
BLUEGREEN CORP |
|
COM |
|
25,400 |
|
|
|
401,320 |
|
|
|
BLYTH INC |
|
COM |
|
30,300 |
|
|
|
634,785 |
|
|
|
BOB EVANS FARMS INC |
|
COM |
|
37,600 |
|
|
|
867,056 |
|
|
|
BOIS D ARC ENERGY LLC 1 |
|
COM |
|
12,500 |
|
|
|
198,250 |
|
|
|
BOK FINL CORP |
|
COM |
|
22,352 |
|
|
|
1,015,451 |
|
|
|
BOMBAY COMPANY INC |
|
COM |
|
42,900 |
|
|
|
126,984 |
|
|
|
BON TON STORES INC |
|
COM |
|
3,200 |
|
|
|
61,216 |
|
31
|
|
BORDERS GROUP INC |
|
COM |
|
77,100 |
|
|
|
1,670,757 |
|
|
|
BORG WARNER INC |
|
COM |
|
59,800 |
|
|
|
3,625,674 |
|
|
|
BORLAND SOFTWARE CORP |
|
COM |
|
87,300 |
|
|
|
570,069 |
|
|
|
BOSTON BEER INC |
|
CL A |
|
7,900 |
|
|
|
197,500 |
|
|
|
BOSTON PPTYS INC |
|
COM |
|
113,825 |
|
|
|
8,437,847 |
|
|
|
BOSTON PRIVATE FINL HLDGS INC |
|
COM |
|
30,600 |
|
|
|
930,852 |
|
|
|
BOTTOMLINE TECHNOLOGIES DEL |
|
COM |
|
15,235 |
|
|
|
167,890 |
|
|
|
BOWATER INC |
|
COM |
|
58,950 |
|
|
|
1,810,944 |
|
|
|
BOWNE + CO INC |
|
COM |
|
36,700 |
|
|
|
544,628 |
|
|
|
BOYD GAMING CORP |
|
COM |
|
43,500 |
|
|
|
2,073,210 |
|
|
|
BOYKIN LODGING CO |
|
COM |
|
5,750 |
|
|
|
70,265 |
|
|
|
BRADY CORP |
|
CL A |
|
45,000 |
|
|
|
1,628,100 |
|
|
|
BRANDYWINE RLTY TR |
|
SH BEN INT |
|
57,700 |
|
|
|
1,610,407 |
|
|
|
BRE PPTYS INC |
|
COM |
|
53,100 |
|
|
|
2,414,988 |
|
|
|
BRIGGS + STRATTON CORP |
|
COM |
|
55,900 |
|
|
|
2,168,361 |
|
|
|
BRIGHAM EXPL CO |
|
COM |
|
21,500 |
|
|
|
254,990 |
|
|
|
BRIGHT HORIZONS FAMILY SOLUT |
|
COM |
|
28,200 |
|
|
|
1,044,810 |
|
|
|
BRIGHTPOINT INC |
|
COM |
|
24,000 |
|
|
|
665,520 |
|
|
|
BRINKER INTL INC |
|
COM |
|
90,800 |
|
|
|
3,510,328 |
|
|
|
BRINKS CO |
|
COM |
|
63,332 |
|
|
|
3,034,236 |
|
|
|
BRISTOL WEST HLDGS INC |
|
COM |
|
10,500 |
|
|
|
199,815 |
|
|
|
BROADWING CORP |
|
COM |
|
42,870 |
|
|
|
259,364 |
|
|
|
BROCADE COMMUNICATIONS SYS INC |
|
COM |
|
285,300 |
|
|
|
1,161,171 |
|
|
|
BROOKDALE SR LIVING INC |
|
COM |
|
9,300 |
|
|
|
277,233 |
|
|
|
BROOKFIELD HOMES CORP |
|
COM |
|
17,223 |
|
|
|
856,500 |
|
|
|
BROOKLINE BANCORP INC DEL |
|
COM |
|
71,017 |
|
|
|
1,006,311 |
|
|
|
BROOKS AUTOMATION INC NEW |
|
COM |
|
81,885 |
|
|
|
1,026,019 |
|
|
|
BROWN + BROWN INC |
|
COM |
|
115,500 |
|
|
|
3,527,370 |
|
|
|
BROWN SHOE INC NEW |
|
COM |
|
20,400 |
|
|
|
865,572 |
|
|
|
BRUKER BIOSCIENCES CORP |
|
COM |
|
22,307 |
|
|
|
108,412 |
|
|
|
BRUSH ENGINEERED MATLS INC |
|
COM |
|
22,000 |
|
|
|
349,800 |
|
|
|
BUCKEYE TECHNOLOGIES INC |
|
COM |
|
33,550 |
|
|
|
270,078 |
|
|
|
BUCKLE INC |
|
COM |
|
7,900 |
|
|
|
254,696 |
|
|
|
BUCYRUS INTL INC NEW |
|
CL A |
|
18,900 |
|
|
|
996,030 |
|
|
|
BUFFALO WILD WINGS INC |
|
COM |
|
2,400 |
|
|
|
79,704 |
|
|
|
BUILD A BEAR WORKSHOP INC |
|
COM |
|
10,000 |
|
|
|
296,400 |
|
|
|
BUILDERS FIRSTSOURCE INC |
|
COM |
|
7,600 |
|
|
|
162,412 |
|
32
|
|
BUILDING MATLS HLDG CORP |
|
COM |
|
15,100 |
|
|
|
1,029,971 |
|
|
|
BURLINGTON COAT FACTORY WHSE |
|
COM |
|
19,800 |
|
|
|
796,158 |
|
|
|
C COR NET CORPORATION |
|
COM |
|
50,100 |
|
|
|
243,486 |
|
|
|
C D I CORP |
|
COM |
|
13,860 |
|
|
|
379,764 |
|
|
|
C H ROBINSON WORLDWIDE INC |
|
COM |
|
176,200 |
|
|
|
6,524,686 |
|
|
|
C+D TECHNOLOGIES |
|
COM |
|
25,600 |
|
|
|
195,072 |
|
|
|
CABELAS INC |
|
COM |
|
28,400 |
|
|
|
471,440 |
|
|
|
CABLEVISION SYS CORP |
|
COM |
|
206,575 |
|
|
|
4,848,315 |
|
|
|
CABOT CORP |
|
COM |
|
65,500 |
|
|
|
2,344,900 |
|
|
|
CABOT MICROELECTRONICS CORP |
|
COM |
|
29,155 |
|
|
|
855,116 |
|
|
|
CABOT OIL + GAS CORP |
|
COM |
|
54,450 |
|
|
|
2,455,695 |
|
|
|
CACHE INC |
|
COM |
|
15,150 |
|
|
|
262,398 |
|
|
|
CACI INTL INC |
|
CL A |
|
32,600 |
|
|
|
1,870,588 |
|
|
|
CADENCE DESIGN SYS INC |
|
COM |
|
285,418 |
|
|
|
4,829,273 |
|
|
|
CAL DIVE INTL INC |
|
COM |
|
83,200 |
|
|
|
2,986,048 |
|
|
|
CALAMOS ASSET MGMT INC |
|
CL A |
|
21,780 |
|
|
|
684,981 |
|
|
|
CALGON CARBON CORP |
|
COM |
|
43,500 |
|
|
|
247,515 |
|
|
|
CALIFORNIA COASTAL CMNTYS INC |
|
COM |
|
8,980 |
|
|
|
352,285 |
|
|
|
CALIFORNIA PIZZA KITCHEN INC |
|
COM |
|
22,800 |
|
|
|
728,916 |
|
|
|
CALIFORNIA WATER SERVICE GRP |
|
COM |
|
19,900 |
|
|
|
760,777 |
|
|
|
CALIPER LIFE SCIENCES INC |
|
COM |
|
9,115 |
|
|
|
53,596 |
|
|
|
CALLAWAY GOLF CO |
|
COM |
|
79,250 |
|
|
|
1,096,820 |
|
|
|
CALLON PETE CO DEL |
|
COM |
|
16,900 |
|
|
|
298,285 |
|
|
|
CAMBREX CORP |
|
COM |
|
27,900 |
|
|
|
523,683 |
|
|
|
CAMDEN NATL CORP |
|
COM |
|
11,600 |
|
|
|
381,408 |
|
|
|
CAMDEN PPTY TR |
|
COM |
|
49,683 |
|
|
|
2,877,639 |
|
|
|
CANDELA CORP |
|
COM |
|
25,200 |
|
|
|
363,888 |
|
|
|
CANTEL MED CORP |
|
COM |
|
12,950 |
|
|
|
232,323 |
|
|
|
CAPITAL CITY BK GROUP INC |
|
COM |
|
13,781 |
|
|
|
472,550 |
|
|
|
CAPITAL CORP OF THE WEST |
|
COM |
|
6,460 |
|
|
|
209,627 |
|
|
|
CAPITAL CROSSING BK |
|
COM |
|
2,100 |
|
|
|
70,140 |
|
|
|
CAPITAL LEASE FDG INC |
|
COM |
|
24,300 |
|
|
|
255,879 |
|
|
|
CAPITAL SOUTHWEST CORP |
|
COM |
|
3,000 |
|
|
|
271,500 |
|
|
|
CAPITAL TR INC MD |
|
CL A |
|
13,700 |
|
|
|
401,136 |
|
|
|
CAPITALSOURCE INC |
|
COM |
|
80,200 |
|
|
|
1,796,480 |
|
|
|
CAPITOL BANCORP LTD |
|
COM |
|
13,900 |
|
|
|
520,416 |
|
|
|
CAPITOL FED FINL |
|
COM |
|
25,300 |
|
|
|
833,382 |
|
33
|
|
CARACO PHARMACEUTICAL LABS |
|
COM |
|
4,400 |
|
|
|
39,512 |
|
|
|
CARAUSTAR INDS INC |
|
COM |
|
32,800 |
|
|
|
285,032 |
|
|
|
CARBO CERAMICS INC |
|
COM |
|
22,650 |
|
|
|
1,280,178 |
|
|
|
CARDINAL FINL CORP |
|
COM |
|
15,444 |
|
|
|
169,884 |
|
|
|
CAREER ED CORP |
|
COM |
|
101,500 |
|
|
|
3,422,580 |
|
|
|
CARLISLE COS INC |
|
COM |
|
33,450 |
|
|
|
2,313,068 |
|
|
|
CARMAX INC |
|
COM |
|
102,300 |
|
|
|
2,831,664 |
|
|
|
CARMIKE CINEMAS INC |
|
COM |
|
10,000 |
|
|
|
253,600 |
|
|
|
CARPENTER TECHNOLOGY CORP |
|
COM |
|
26,800 |
|
|
|
1,888,596 |
|
|
|
CARRAMERICA RLTY CORP |
|
COM |
|
59,900 |
|
|
|
2,074,337 |
|
|
|
CARRIZO OIL + GAS INC |
|
COM |
|
15,640 |
|
|
|
386,464 |
|
|
|
CARTER HOLDINGS |
|
COM |
|
17,400 |
|
|
|
1,023,990 |
|
|
|
CASCADE BANCORP |
|
COM |
|
18,000 |
|
|
|
414,180 |
|
|
|
CASCADE CORP |
|
COM |
|
14,400 |
|
|
|
675,504 |
|
|
|
CASCADE NAT GAS CORP |
|
COM |
|
10,100 |
|
|
|
197,051 |
|
|
|
CASELLA WASTE SYS INC |
|
CL A |
|
13,500 |
|
|
|
172,665 |
|
|
|
CASEYS GEN STORES INC |
|
COM |
|
53,700 |
|
|
|
1,331,760 |
|
|
|
CASH AMER INTL INC |
|
COM |
|
33,300 |
|
|
|
772,227 |
|
|
|
CASTLE A MCO |
|
COM |
|
8,300 |
|
|
|
181,272 |
|
|
|
CASUAL MALE RETAIL GROUP INC |
|
COM |
|
38,000 |
|
|
|
232,940 |
|
|
|
CATALINA MARKETING CORP |
|
COM |
|
60,000 |
|
|
|
1,521,000 |
|
|
|
CATAPULT COMMUNICATIONS CORP |
|
COM |
|
7,000 |
|
|
|
103,530 |
|
|
|
CATHAY GENERAL BANCORP |
|
COM |
|
49,182 |
|
|
|
1,767,601 |
|
|
|
CATO CORP NEW |
|
CL A |
|
28,650 |
|
|
|
614,543 |
|
|
|
CB RICHARD ELLIS GROUP INC |
|
CL A |
|
48,700 |
|
|
|
2,865,995 |
|
|
|
CBIZ INC |
|
COM |
|
83,643 |
|
|
|
503,531 |
|
|
|
CBL + ASSOC PPTYS INC |
|
COM |
|
45,600 |
|
|
|
1,801,656 |
|
|
|
CBOT HLDGS INC |
|
CL A |
|
3,300 |
|
|
|
309,408 |
|
|
|
CBRL GROUP INC |
|
COM |
|
51,600 |
|
|
|
1,813,740 |
|
|
|
CCC INFORMATION SVCS GROUP INC |
|
COM |
|
11,224 |
|
|
|
294,293 |
|
|
|
CDW CORP |
|
COM |
|
65,000 |
|
|
|
3,742,050 |
|
|
|
CEC ENTMT INC |
|
COM |
|
36,625 |
|
|
|
1,246,715 |
|
|
|
CEDAR SHOPPING CTRS INC |
|
COM |
|
23,100 |
|
|
|
325,017 |
|
|
|
CELANESE CORP DE |
|
COM SER A |
|
55,100 |
|
|
|
1,053,512 |
|
|
|
CELGENE CORP |
|
COM |
|
173,580 |
|
|
|
11,247,984 |
|
|
|
CELL GENESYS INC |
|
COM |
|
46,500 |
|
|
|
275,745 |
|
|
|
CELL THERAPEUTICS INC |
|
COM |
|
61,500 |
|
|
|
134,070 |
|
34
|
|
CENTENE CORP DEL |
|
COM |
|
43,600 |
|
|
|
1,146,244 |
|
|
|
CENTENNIAL BK HLDGS INC DEL |
|
COM |
|
31,800 |
|
|
|
393,366 |
|
|
|
CENTENNIAL COMMUNICATIONS CORP |
|
CL A |
|
18,300 |
|
|
|
284,016 |
|
|
|
CENTER FINL CORP CA |
|
COM |
|
12,004 |
|
|
|
302,021 |
|
|
|
CENTERPOINT PPTYS TR |
|
COM |
|
50,800 |
|
|
|
2,513,584 |
|
|
|
CENTRACORE PPTYS TR |
|
COM |
|
11,500 |
|
|
|
309,005 |
|
|
|
CENTRAL COAST BANCORP |
|
COM |
|
14,253 |
|
|
|
352,619 |
|
|
|
CENTRAL EUROPEAN DISTR CORP |
|
COM |
|
15,013 |
|
|
|
602,622 |
|
|
|
CENTRAL GARDEN + PET CO |
|
|
|
21,300 |
|
|
|
978,522 |
|
|
|
CENTRAL PAC FINL CORP |
|
COM |
|
32,563 |
|
|
|
1,169,663 |
|
|
|
CENTRAL PKG CORP |
|
COM |
|
18,200 |
|
|
|
249,704 |
|
|
|
CENTRAL VT PUBLIC SERVICE |
|
COM |
|
13,800 |
|
|
|
248,538 |
|
|
|
CENTURY ALUM CO |
|
COM |
|
21,500 |
|
|
|
563,515 |
|
|
|
CENVEO INC |
|
COM |
|
42,545 |
|
|
|
559,892 |
|
|
|
CEPHALON INC |
|
COM |
|
62,538 |
|
|
|
4,048,710 |
|
|
|
CEPHEID |
|
COM |
|
39,800 |
|
|
|
349,444 |
|
|
|
CERADYNE INC CALIF |
|
COM |
|
26,525 |
|
|
|
1,161,795 |
|
|
|
CERES GROUP INC |
|
COM |
|
39,300 |
|
|
|
203,181 |
|
|
|
CERIDIAN CORP NEW |
|
COM |
|
160,900 |
|
|
|
3,998,365 |
|
|
|
CERNER CORP |
|
COM |
|
31,300 |
|
|
|
2,845,483 |
|
|
|
CERTEGY INC |
|
COM |
|
55,400 |
|
|
|
2,247,024 |
|
|
|
CF INDS HLDGS INC |
|
COM |
|
45,100 |
|
|
|
687,775 |
|
|
|
CH ENERGY GROUP INC |
|
COM |
|
17,700 |
|
|
|
812,430 |
|
|
|
CHAMPION ENTERPRISES INC |
|
COM |
|
79,000 |
|
|
|
1,075,980 |
|
|
|
CHAPARRAL STL CO DEL |
|
COM |
|
23,963 |
|
|
|
724,881 |
|
|
|
CHARLES AND COLVARD LTD |
|
COM |
|
15,085 |
|
|
|
304,717 |
|
|
|
CHARLES RIV LABORATORIES INTL |
|
COM |
|
73,136 |
|
|
|
3,098,772 |
|
|
|
CHARLOTTE RUSSE HLDG INC |
|
COM |
|
14,200 |
|
|
|
295,786 |
|
|
|
CHARMING SHOPPES INC |
|
COM |
|
126,500 |
|
|
|
1,669,800 |
|
|
|
CHARTER COMMUNICATIONS INC DEL |
|
CL A |
|
322,100 |
|
|
|
392,962 |
|
|
|
CHARTER FINL CORP WEST PT GA |
|
COM |
|
5,200 |
|
|
|
185,692 |
|
|
|
CHARTERMAC |
|
SH BEN INT |
|
42,700 |
|
|
|
904,386 |
|
|
|
CHATTEM INC |
|
COM |
|
21,200 |
|
|
|
771,468 |
|
|
|
CHECKFREE CORP NEW |
|
COM |
|
85,800 |
|
|
|
3,938,220 |
|
|
|
CHECKPOINT SYS INC |
|
COM |
|
41,900 |
|
|
|
1,032,835 |
|
|
|
CHEESECAKE FACTORY |
|
COM |
|
82,450 |
|
|
|
3,082,806 |
|
|
|
CHEMED CORP NEW |
|
COM |
|
26,200 |
|
|
|
1,301,616 |
|
35
|
|
CHEMICAL FINL CORP |
|
COM |
|
28,356 |
|
|
|
900,587 |
|
|
|
CHEMTURA CORP |
|
COM |
|
235,225 |
|
|
|
2,987,358 |
|
|
|
CHENIERE ENERGY INC |
|
COM |
|
51,200 |
|
|
|
1,905,664 |
|
|
|
CHEROKEE INC DEL NEW |
|
COM |
|
7,700 |
|
|
|
264,803 |
|
|
|
CHESAPEAKE CORP |
|
COM |
|
20,900 |
|
|
|
354,882 |
|
|
|
CHESAPEAKE ENERGY CORP |
|
COM |
|
355,435 |
|
|
|
11,277,953 |
|
|
|
CHICAGO MERCANTILE EXCHANGE |
|
COM |
|
35,690 |
|
|
|
13,115,718 |
|
|
|
CHICOS FAS INC |
|
COM |
|
187,800 |
|
|
|
8,250,054 |
|
|
|
CHILDRENS PL RETAIL STORES INC |
|
COM |
|
22,000 |
|
|
|
1,087,240 |
|
|
|
CHINA ENERGY SVGS TECHNOLOGY |
|
COM |
|
2,715 |
|
|
|
22,589 |
|
|
|
CHIQUITA BRANDS INTL INC |
|
COM |
|
45,200 |
|
|
|
904,452 |
|
|
|
CHITTENDEN CORP |
|
COM |
|
50,287 |
|
|
|
1,398,481 |
|
|
|
CHOICE HOTELS INC |
|
COM |
|
37,000 |
|
|
|
1,545,120 |
|
|
|
CHOICEPOINT INC |
|
COM |
|
94,399 |
|
|
|
4,201,699 |
|
|
|
CHRISTOPHER + BANKS CORP |
|
COM |
|
42,575 |
|
|
|
799,559 |
|
|
|
CHURCH + DWIGHT INC |
|
COM |
|
66,100 |
|
|
|
2,183,283 |
|
|
|
CHURCHILL DOWNS INC |
|
COM |
|
7,300 |
|
|
|
268,129 |
|
|
|
CIBER INC |
|
COM |
|
61,000 |
|
|
|
402,600 |
|
|
|
CIMAREX ENERGY CO |
|
COM |
|
82,152 |
|
|
|
3,533,358 |
|
|
|
CINCINNATI BELL INC NEW |
|
COM |
|
266,432 |
|
|
|
935,176 |
|
|
|
CIRCOR INTL INC |
|
COM |
|
15,600 |
|
|
|
400,296 |
|
|
|
CIRRUS LOGIC INC |
|
COM |
|
86,300 |
|
|
|
576,484 |
|
|
|
CITADEL BROADCASTING CORP |
|
COM |
|
58,400 |
|
|
|
784,896 |
|
|
|
CITIZENS + NORTHN CORP |
|
COM |
|
9,084 |
|
|
|
232,812 |
|
|
|
CITIZENS BKG CORP MICH |
|
COM |
|
49,882 |
|
|
|
1,384,226 |
|
|
|
CITIZENS INC AMER |
|
CL A |
|
35,313 |
|
|
|
192,457 |
|
|
|
CITY BK LYNNWOOD WASH |
|
COM |
|
9,700 |
|
|
|
345,029 |
|
|
|
CITY HLDG CO |
|
COM |
|
19,600 |
|
|
|
704,620 |
|
|
|
CITY NATL CORP |
|
COM |
|
43,000 |
|
|
|
3,114,920 |
|
|
|
CKE RESTAURANTS INC |
|
COM |
|
62,600 |
|
|
|
845,726 |
|
|
|
CKX INC |
|
COM |
|
20,165 |
|
|
|
262,145 |
|
|
|
CLAIRE S STORES INC |
|
COM |
|
90,400 |
|
|
|
2,641,488 |
|
|
|
CLARCOR INC |
|
COM |
|
55,600 |
|
|
|
1,651,876 |
|
|
|
CLARK INC |
|
COM |
|
16,800 |
|
|
|
222,600 |
|
|
|
CLEAN HBRS INC |
|
COM |
|
16,010 |
|
|
|
461,248 |
|
|
|
CLEAR CHANNEL OUTDOOR HLDGS IN |
|
COM CL A |
|
36,200 |
|
|
|
725,810 |
|
|
|
CLECO CORP NEW |
|
COM |
|
55,700 |
|
|
|
1,161,345 |
|
36
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CLEVELAND CLIFFS INC |
|
COM |
|
23,400 |
|
|
|
2,072,538 |
|
|
|
CLICK COMM INC |
|
COM |
|
9,500 |
|
|
|
199,690 |
|
|
|
CLIFTON SVGS BANCORP INC |
|
COM |
|
11,691 |
|
|
|
117,611 |
|
|
|
CMG INFORMATION SVCS INC |
|
COM |
|
485,600 |
|
|
|
738,112 |
|
|
|
CNA FINL CORP |
|
COM |
|
28,900 |
|
|
|
945,897 |
|
|
|
CNA SURETY CORP |
|
COM |
|
15,900 |
|
|
|
231,663 |
|
|
|
CNET NETWORKS INC |
|
COM |
|
143,008 |
|
|
|
2,100,788 |
|
|
|
CNF INC |
|
COM |
|
56,000 |
|
|
|
3,129,840 |
|
|
|
CNS INC |
|
COM |
|
17,035 |
|
|
|
373,237 |
|
|
|
COACHMEN INDS INC |
|
COM |
|
22,100 |
|
|
|
261,001 |
|
|
|
COASTAL FINL CORP DEL |
|
COM |
|
16,421 |
|
|
|
211,174 |
|
|
|
COBIZ INC |
|
COM |
|
13,950 |
|
|
|
254,309 |
|
|
|
COCA COLA BOTTLING CO CONS |
|
COM |
|
3,900 |
|
|
|
167,700 |
|
|
|
COEUR D ALENE MINES CORP IDAHO |
|
COM |
|
252,000 |
|
|
|
1,008,000 |
|
|
|
COGENT COMMUNICATIONS GRP INC |
|
COM |
|
1,200 |
|
|
|
6,588 |
|
|
|
COGENT INC |
|
COM |
|
23,200 |
|
|
|
526,176 |
|
|
|
COGNEX CORP |
|
COM |
|
41,500 |
|
|
|
1,248,735 |
|
|
|
COGNIZANT TECHNOLOGY SOLUTIONS |
|
CL A |
|
139,300 |
|
|
|
7,013,755 |
|
|
|
COHERENT INC |
|
COM |
|
33,300 |
|
|
|
988,344 |
|
|
|
COHU INC |
|
COM |
|
23,700 |
|
|
|
542,019 |
|
|
|
COINSTAR INC |
|
COM |
|
26,600 |
|
|
|
607,278 |
|
|
|
COLDWATER CREEK INC |
|
COM |
|
37,305 |
|
|
|
1,138,922 |
|
|
|
COLE KENNETH PRODTNS INC |
|
CL A |
|
7,400 |
|
|
|
188,700 |
|
|
|
COLLEGIATE FDG SVCS INC |
|
COM |
|
13,708 |
|
|
|
270,733 |
|
|
|
COLONIAL BANCGROUPINC |
|
COM |
|
160,740 |
|
|
|
3,828,827 |
|
|
|
COLONIAL PPTYS TR |
|
SH BEN INT |
|
47,860 |
|
|
|
2,009,163 |
|
|
|
COLONY BANKCORP CORP |
|
COM |
|
1,005 |
|
|
|
25,105 |
|
|
|
COLOR KINETICS INC |
|
COM |
|
12,000 |
|
|
|
172,680 |
|
|
|
COLUMBIA BANCORP |
|
COM |
|
7,800 |
|
|
|
321,750 |
|
|
|
COLUMBIA BKY SYS INC |
|
COM |
|
16,427 |
|
|
|
468,991 |
|
|
|
COLUMBIA EQUITY TR INC |
|
COM |
|
10,600 |
|
|
|
171,190 |
|
|
|
COLUMBIA SPORTSWEAR CO |
|
COM |
|
15,950 |
|
|
|
761,294 |
|
|
|
COMFORT SYS USA INC |
|
COM |
|
40,100 |
|
|
|
368,920 |
|
|
|
COMMERCE BANCORP INC N J |
|
COM |
|
181,660 |
|
|
|
6,250,921 |
|
|
|
COMMERCE BANCSHARES INC |
|
COM |
|
66,942 |
|
|
|
3,489,017 |
|
|
|
COMMERCE GROUP INC MASS |
|
COM |
|
27,780 |
|
|
|
1,591,238 |
|
|
|
COMMERCIAL BANKSHARES INC |
|
COM |
|
4,335 |
|
|
|
153,329 |
|
37
|
|
COMMERCIAL CAP BANCORP INC |
|
COM |
|
38,239 |
|
|
|
654,652 |
|
|
|
COMMERCIAL METALS CO |
|
COM |
|
62,800 |
|
|
|
2,357,512 |
|
|
|
COMMERCIAL NET LEASE RLTY INC |
|
COM |
|
55,542 |
|
|
|
1,131,391 |
|
|
|
COMMERCIAL VEH GROUP INC |
|
COM |
|
16,469 |
|
|
|
309,288 |
|
|
|
COMMONWEALTH TEL ENTERPRISES |
|
COM |
|
22,900 |
|
|
|
773,333 |
|
|
|
COMMSCOPE INC |
|
COM |
|
61,900 |
|
|
|
1,246,047 |
|
|
|
COMMUNITY BANCORP NEV |
|
COM |
|
2,800 |
|
|
|
88,508 |
|
|
|
COMMUNITY BK SYS INC |
|
COM |
|
31,400 |
|
|
|
708,070 |
|
|
|
COMMUNITY BKS INC MILLERSBURG |
|
COM |
|
24,852 |
|
|
|
695,856 |
|
|
|
COMMUNITY HEALTH SYS INC NEW |
|
COM |
|
94,000 |
|
|
|
3,603,960 |
|
|
|
COMMUNITY TR BANCORP INC |
|
COM |
|
16,857 |
|
|
|
518,353 |
|
|
|
COMPASS MINERALS INTL INC |
|
COM |
|
17,900 |
|
|
|
439,266 |
|
|
|
COMPUCREDIT CORP |
|
COM |
|
23,038 |
|
|
|
886,502 |
|
|
|
COMPUTER PROGRAMS + SYS INC |
|
COM |
|
7,900 |
|
|
|
327,297 |
|
|
|
COMPX INTL INC |
|
CL A |
|
9,000 |
|
|
|
144,180 |
|
|
|
COMSTOCK RES INC |
|
COM |
|
41,500 |
|
|
|
1,266,165 |
|
|
|
COMSYS IT PARTNERS INC |
|
COM |
|
1,394 |
|
|
|
15,404 |
|
|
|
COMTECH TELECOMMUNICATIONS |
|
COM |
|
22,395 |
|
|
|
683,943 |
|
|
|
CONCUR TECHNOLOGIES INC |
|
COM |
|
25,900 |
|
|
|
333,851 |
|
|
|
CONEXANT SYS INC |
|
COM |
|
511,451 |
|
|
|
1,155,879 |
|
|
|
CONMED CORP |
|
COM |
|
35,690 |
|
|
|
844,425 |
|
|
|
CONNECTICUT WTR SVC INC |
|
COM |
|
8,850 |
|
|
|
216,914 |
|
|
|
CONNETICS CORP |
|
COM |
|
37,000 |
|
|
|
534,650 |
|
|
|
CONNS INC |
|
COM |
|
10,600 |
|
|
|
390,822 |
|
|
|
CONOR MEDSYSTEMS INC |
|
COM |
|
10,600 |
|
|
|
205,110 |
|
|
|
CONSECO INC |
|
COM |
|
148,600 |
|
|
|
3,443,062 |
|
|
|
CONSOL ENERGY INC |
|
COM |
|
95,100 |
|
|
|
6,198,618 |
|
|
|
CONSOLIDATED COMM HOLDINGS INC |
|
COM |
|
18,200 |
|
|
|
236,418 |
|
|
|
CONSOLIDATED GRAPHICS INC |
|
COM |
|
13,600 |
|
|
|
643,824 |
|
|
|
CONSOLIDATED TOMOKA LD CO |
|
COM |
|
6,500 |
|
|
|
460,850 |
|
|
|
CONTINENTAL AIRLS INC |
|
COM CL B |
|
91,000 |
|
|
|
1,938,300 |
|
|
|
COOPER CAMERON CORP |
|
COM |
|
114,800 |
|
|
|
4,752,720 |
|
|
|
COOPER COS INC |
|
COM |
|
44,388 |
|
|
|
2,277,104 |
|
|
|
COPART INC |
|
COM |
|
72,650 |
|
|
|
1,675,309 |
|
|
|
CORINTHIAN COLLEGES INC |
|
COM |
|
99,200 |
|
|
|
1,168,576 |
|
|
|
CORN PRODUCTS INTL INC |
|
COM |
|
78,200 |
|
|
|
1,868,198 |
|
|
|
CORPORATE EXECUTIVE BRD CO |
|
COM |
|
42,100 |
|
|
|
3,776,370 |
|
38
|
|
CORPORATE OFFICE PPTYS TR |
|
COM |
|
33,800 |
|
|
|
1,201,252 |
|
|
|
CORRECTIONS CORP AMER NEW |
|
COM |
|
42,162 |
|
|
|
1,896,025 |
|
|
|
CORUS BANKSHARES INC |
|
COM |
|
20,400 |
|
|
|
1,147,908 |
|
|
|
CORVEL CORP |
|
COM |
|
7,500 |
|
|
|
142,425 |
|
|
|
COST PLUS INC CALIF |
|
COM |
|
21,350 |
|
|
|
366,153 |
|
|
|
COSTAR GROUP INC |
|
COM |
|
18,000 |
|
|
|
777,060 |
|
|
|
COTHERIX INC |
|
COM |
|
19,400 |
|
|
|
206,028 |
|
|
|
COURIER CORP |
|
COM |
|
11,250 |
|
|
|
386,325 |
|
|
|
COUSINS PPTYS INC |
|
COM |
|
40,900 |
|
|
|
1,157,470 |
|
|
|
COVANCE INC |
|
COM |
|
65,000 |
|
|
|
3,155,750 |
|
|
|
COVANSYS CORP |
|
COM |
|
29,833 |
|
|
|
406,027 |
|
|
|
COVANTA HLDG CORP |
|
COM |
|
116,510 |
|
|
|
1,754,641 |
|
|
|
COVENANT TRANS INC |
|
CL A |
|
7,700 |
|
|
|
107,646 |
|
|
|
COX RADIO INC |
|
CL A |
|
40,700 |
|
|
|
573,056 |
|
|
|
CRA INTL INC |
|
COM |
|
10,500 |
|
|
|
500,745 |
|
|
|
CRANE CO |
|
COM |
|
54,300 |
|
|
|
1,915,161 |
|
|
|
CRAWFORD + CO |
|
COM |
|
15,825 |
|
|
|
91,152 |
|
|
|
CREDENCE SYSTEMS CORP |
|
COM |
|
95,379 |
|
|
|
663,838 |
|
|
|
CREE INC |
|
COM |
|
81,200 |
|
|
|
2,049,488 |
|
|
|
CRESCENT REAL ESTATE EQUITIES |
|
COM |
|
81,700 |
|
|
|
1,619,294 |
|
|
|
CRIIMI MAE INC |
|
COM |
|
18,400 |
|
|
|
364,320 |
|
|
|
CROSS CTRY HEALTHCARE INC |
|
COM |
|
29,791 |
|
|
|
529,684 |
|
|
|
CROSSTEX ENERGY INC |
|
COM |
|
7,200 |
|
|
|
454,032 |
|
|
|
CROWN CASTLE INTL CORP |
|
COM |
|
225,400 |
|
|
|
6,065,514 |
|
|
|
CROWN HLDGS INC |
|
COM |
|
179,900 |
|
|
|
3,513,447 |
|
|
|
CROWN MEDIA HLDGS INC |
|
CL A |
|
16,100 |
|
|
|
147,637 |
|
|
|
CSG SYS INTL INC |
|
COM |
|
56,200 |
|
|
|
1,254,384 |
|
|
|
CSK AUTO CORP |
|
COM |
|
52,200 |
|
|
|
787,176 |
|
|
|
CSS INDS INC |
|
COM |
|
5,795 |
|
|
|
178,080 |
|
|
|
CT COMMUNICATIONS INC |
|
COM |
|
23,800 |
|
|
|
288,932 |
|
|
|
CTS CORP |
|
COM |
|
38,680 |
|
|
|
427,801 |
|
|
|
CUBIC CORP |
|
COM |
|
19,700 |
|
|
|
393,212 |
|
|
|
CUBIST PHARMACEUTICALS INC |
|
COM |
|
57,450 |
|
|
|
1,220,813 |
|
|
|
CULLEN FROST BANKERS INC |
|
COM |
|
55,700 |
|
|
|
2,989,976 |
|
|
|
CUMULUS MEDIA INC |
|
CL A |
|
52,720 |
|
|
|
654,255 |
|
|
|
CURAGEN CORP |
|
COM |
|
49,050 |
|
|
|
151,074 |
|
|
|
CURIS INC |
|
COM |
|
53,034 |
|
|
|
188,801 |
|
39
|
|
CURTISS WRIGHT CORP |
|
COM |
|
23,900 |
|
|
|
1,304,940 |
|
|
|
CV THERAPEUTICS INC |
|
COM |
|
39,100 |
|
|
|
966,943 |
|
|
|
CVB FINL CORP |
|
COM |
|
50,871 |
|
|
|
1,033,190 |
|
|
|
CYBERGUARD CORP |
|
COM |
|
14,338 |
|
|
|
126,605 |
|
|
|
CYBERONICS INC |
|
COM |
|
21,250 |
|
|
|
686,375 |
|
|
|
CYBERSOURCE CORP DEL |
|
COM |
|
24,354 |
|
|
|
160,736 |
|
|
|
CYMER INC |
|
COM |
|
40,400 |
|
|
|
1,434,604 |
|
|
|
CYPRESS BIOSCIENCES INC |
|
COM |
|
34,500 |
|
|
|
199,410 |
|
|
|
CYPRESS SEMICONDUCTOR CORP |
|
COM |
|
135,100 |
|
|
|
1,925,175 |
|
|
|
CYTEC INDS INC |
|
COM |
|
45,200 |
|
|
|
2,152,876 |
|
|
|
CYTYC CORP |
|
COM |
|
122,100 |
|
|
|
3,446,883 |
|
|
|
DADE BEHRING HLDGS INC |
|
COM |
|
92,800 |
|
|
|
3,794,592 |
|
|
|
DAKTRONICS INC |
|
COM |
|
17,700 |
|
|
|
523,389 |
|
|
|
DARLING INTL INC |
|
COM |
|
65,600 |
|
|
|
260,432 |
|
|
|
DATASCOPE CORP |
|
COM |
|
12,400 |
|
|
|
409,820 |
|
|
|
DAVE + BUSTERS INC |
|
COM |
|
13,200 |
|
|
|
232,452 |
|
|
|
DAVITA INC |
|
COM |
|
104,284 |
|
|
|
5,280,942 |
|
|
|
DEAN FOODS CO NEW |
|
COM |
|
145,120 |
|
|
|
5,465,219 |
|
|
|
DEB SHOPS INC |
|
COM |
|
6,200 |
|
|
|
184,326 |
|
|
|
DECKERS OUTDOOR CORP |
|
COM |
|
10,000 |
|
|
|
276,200 |
|
|
|
DECODE GENETICS INC |
|
COM |
|
56,770 |
|
|
|
468,920 |
|
|
|
DEERFIELD TRIARC CAP CORP |
|
COM |
|
25,400 |
|
|
|
347,980 |
|
|
|
DEL MONTE FOODS CO |
|
COM |
|
201,500 |
|
|
|
2,101,645 |
|
|
|
DELIA S INC NEW |
|
COM |
|
19,950 |
|
|
|
165,585 |
|
|
|
DELPHI FINL GROUP INC |
|
COM |
|
27,598 |
|
|
|
1,269,784 |
|
|
|
DELTA + PINE LD CO |
|
COM |
|
39,600 |
|
|
|
911,196 |
|
|
|
DELTA FINL CORP |
|
COM |
|
2,900 |
|
|
|
24,302 |
|
|
|
DELTA PETE CORP |
|
COM |
|
31,780 |
|
|
|
691,851 |
|
|
|
DELTIC TIMBER CORP |
|
COM |
|
10,100 |
|
|
|
523,786 |
|
|
|
DELUXE CORP |
|
COM |
|
52,700 |
|
|
|
1,588,378 |
|
|
|
DENBURY RES INC |
|
COM |
|
116,600 |
|
|
|
2,656,148 |
|
|
|
DENDREON CORP |
|
COM |
|
61,900 |
|
|
|
335,498 |
|
|
|
DENDRITE INTL INC |
|
COM |
|
37,800 |
|
|
|
544,698 |
|
|
|
DENNYS CORP |
|
COM |
|
78,315 |
|
|
|
315,609 |
|
|
|
DENTSPLY INTL INC NEW |
|
COM |
|
82,950 |
|
|
|
4,453,586 |
|
|
|
DEVELOPERS DIVERSIFIED RLTY |
|
COM |
|
112,798 |
|
|
|
5,303,762 |
|
|
|
DEVRY INC DEL |
|
COM |
|
64,600 |
|
|
|
1,292,000 |
|
40
|
|
DEX MEDIA INC |
|
COM |
|
157,200 |
|
|
|
4,258,548 |
|
|
|
DHB INDS INC |
|
COM |
|
25,300 |
|
|
|
113,091 |
|
|
|
DIAGNOSTIC PRODS CORP |
|
COM |
|
25,150 |
|
|
|
1,221,033 |
|
|
|
DIAMOND OFFSHORE DRILLING INC |
|
COM |
|
61,500 |
|
|
|
4,277,940 |
|
|
|
DIAMONDCLUSTER INTL INC |
|
COM |
|
31,800 |
|
|
|
252,492 |
|
|
|
DIAMONDROCK HOSPITALITY CO |
|
COM |
|
16,225 |
|
|
|
194,051 |
|
|
|
DICKS SPORTING GOODS INC |
|
COM |
|
35,400 |
|
|
|
1,176,696 |
|
|
|
DIEBOLD INC |
|
COM |
|
76,125 |
|
|
|
2,892,750 |
|
|
|
DIGENE CORP |
|
COM |
|
16,600 |
|
|
|
484,222 |
|
|
|
DIGI INTL INC |
|
COM |
|
18,879 |
|
|
|
198,041 |
|
|
|
DIGITAL INSIGHT CORP |
|
COM |
|
40,200 |
|
|
|
1,287,204 |
|
|
|
DIGITAL RIV INC |
|
COM |
|
34,000 |
|
|
|
1,011,160 |
|
|
|
DIGITAL RLTY TR INC |
|
COM |
|
20,600 |
|
|
|
466,178 |
|
|
|
DIGITAS INC |
|
COM |
|
87,228 |
|
|
|
1,092,095 |
|
|
|
DIME CMNTY BANCORP INC |
|
COM |
|
36,000 |
|
|
|
525,960 |
|
|
|
DIODES INC |
|
COM |
|
19,100 |
|
|
|
593,055 |
|
|
|
DIONEX CORP |
|
COM |
|
22,900 |
|
|
|
1,123,932 |
|
|
|
DIRECT GEN CORP |
|
COM |
|
16,900 |
|
|
|
285,610 |
|
|
|
DIRECTV GROUP INC |
|
COM |
|
717,607 |
|
|
|
10,132,611 |
|
|
|
DISCOVERY HLDG CO |
|
COM SER A |
|
280,615 |
|
|
|
4,251,317 |
|
|
|
DISCOVERY LABORATORIES INC NEW |
|
COM |
|
45,400 |
|
|
|
303,272 |
|
|
|
DITECH COMMUNICATIONS CORP |
|
COM |
|
32,000 |
|
|
|
267,200 |
|
|
|
DIVERSA CORP |
|
COM |
|
28,000 |
|
|
|
134,400 |
|
|
|
DIXIE GROUP INC |
|
CL A |
|
12,100 |
|
|
|
166,738 |
|
|
|
DJ ORTHOPEDICS INC |
|
COM |
|
18,700 |
|
|
|
515,746 |
|
|
|
DOBSON COMMUNICATIONS CORP |
|
CL A |
|
122,942 |
|
|
|
922,065 |
|
|
|
DOLBY LABORATORIES INC |
|
CL A |
|
20,600 |
|
|
|
351,230 |
|
|
|
DOLLAR THRIFTY AUTOMOTIVE GRP |
|
COM |
|
27,100 |
|
|
|
977,497 |
|
|
|
DOLLAR TREE STORES INC |
|
COM |
|
106,955 |
|
|
|
2,560,503 |
|
|
|
DOMINOS PIZZA INC |
|
COM |
|
26,800 |
|
|
|
648,560 |
|
|
|
DONALDSON CO INC |
|
COM |
|
78,700 |
|
|
|
2,502,660 |
|
|
|
DONEGA GROUP INC |
|
CL A |
|
5,200 |
|
|
|
120,848 |
|
|
|
DORAL FINL CORP |
|
COM |
|
95,675 |
|
|
|
1,014,155 |
|
|
|
DOT HILL SYSTEMS CORP |
|
COM |
|
45,400 |
|
|
|
314,622 |
|
|
|
DOV PHARMACEUTICAL INC |
|
COM |
|
13,000 |
|
|
|
190,840 |
|
|
|
DOVER DOWNS GAMING + ENTMT INC |
|
COM |
|
13,599 |
|
|
|
192,426 |
|
|
|
DOVER MOTORSPORTS INC |
|
COM |
|
16,100 |
|
|
|
98,371 |
|
41
|
|
DOWNEY FINL CORP |
|
COM |
|
22,800 |
|
|
|
1,559,292 |
|
|
|
DPL INC |
|
COM |
|
131,169 |
|
|
|
3,411,706 |
|
|
|
DREAMWORKS ANIMATION SKG |
|
CL A |
|
43,900 |
|
|
|
1,078,184 |
|
|
|
DRESS BARN INC |
|
COM |
|
22,800 |
|
|
|
880,308 |
|
|
|
DRESSER RAND GROUP INC |
|
COM |
|
25,300 |
|
|
|
611,754 |
|
|
|
DREW INDS INC NEW |
|
COM |
|
15,600 |
|
|
|
439,764 |
|
|
|
DRIL QUIP INC |
|
COM |
|
7,400 |
|
|
|
349,280 |
|
|
|
DRS TECHNOLOGIES INC |
|
COM |
|
25,400 |
|
|
|
1,306,068 |
|
|
|
DRUGSTORE COM INC |
|
COM |
|
42,500 |
|
|
|
121,125 |
|
|
|
DSP GROUP INC |
|
COM |
|
32,900 |
|
|
|
824,474 |
|
|
|
DST SYS INC DEL |
|
COM |
|
65,500 |
|
|
|
3,924,105 |
|
|
|
DSW INC |
|
CL A |
|
8,800 |
|
|
|
230,736 |
|
|
|
DTS INC |
|
COM |
|
17,800 |
|
|
|
263,440 |
|
|
|
DUKE RLTY CORP |
|
COM |
|
149,600 |
|
|
|
4,996,640 |
|
|
|
DUN + BRADSTREET CORP DEL NEW |
|
COM |
|
70,500 |
|
|
|
4,720,680 |
|
|
|
DUQUESNE LT HLDGS INC |
|
COM |
|
85,500 |
|
|
|
1,395,360 |
|
|
|
DURATEK INC |
|
COM |
|
9,200 |
|
|
|
137,356 |
|
|
|
DURECT CORP INC |
|
COM |
|
33,900 |
|
|
|
171,873 |
|
|
|
DUSA PHARMACEUTICALS INC |
|
COM |
|
10,697 |
|
|
|
115,207 |
|
|
|
DYCOM INDS INC |
|
COM |
|
51,100 |
|
|
|
1,124,200 |
|
|
|
DYNAMEX INC |
|
COM |
|
3,250 |
|
|
|
61,945 |
|
|
|
DYNAMIC MATLS CORP |
|
COM |
|
3,900 |
|
|
|
117,078 |
|
|
|
EAGLE MATLS INC |
|
COM |
|
20,716 |
|
|
|
2,534,810 |
|
|
|
EARTHLINK INC |
|
COM |
|
123,822 |
|
|
|
1,375,662 |
|
|
|
EAST WEST BANCORP INC |
|
COM |
|
57,900 |
|
|
|
2,112,771 |
|
|
|
EASTGROUP PPTYS INC |
|
COM |
|
23,100 |
|
|
|
1,043,196 |
|
|
|
EATON VANCE CORP |
|
COM
NON |
|
139,700 |
|
|
|
3,822,192 |
|
|
|
ECC CAP CORP |
|
COM |
|
48,400 |
|
|
|
109,384 |
|
|
|
ECHELON CORP |
|
COM |
|
34,000 |
|
|
|
266,220 |
|
|
|
ECHOSTAR COMMUNICATIONS CORP N |
|
CL A |
|
239,515 |
|
|
|
6,507,623 |
|
|
|
ECLIPSYS CORP |
|
COM |
|
43,700 |
|
|
|
827,241 |
|
|
|
ECOLLEGE COM |
|
COM |
|
17,700 |
|
|
|
319,131 |
|
|
|
EDGE PETE CORP DEL |
|
COM |
|
13,146 |
|
|
|
327,467 |
|
|
|
EDO CORP |
|
COM |
|
19,800 |
|
|
|
535,788 |
|
|
|
EDUCATE INC |
|
COM |
|
18,800 |
|
|
|
221,840 |
|
|
|
EDUCATION MGMT CORP |
|
COM |
|
78,200 |
|
|
|
2,620,482 |
|
|
|
EDUCATION RLTY TR INC |
|
COM |
|
18,600 |
|
|
|
239,754 |
|
42
|
|
EDWARDS A G INC |
|
COM |
|
78,800 |
|
|
|
3,692,568 |
|
|
|
EDWARDS LIFESCIENCES CORP |
|
COM |
|
58,335 |
|
|
|
2,427,319 |
|
|
|
EFUNDS CORP |
|
COM |
|
42,300 |
|
|
|
991,512 |
|
|
|
EGL INC |
|
COM |
|
40,500 |
|
|
|
1,521,585 |
|
|
|
EL PASO ELEC CO |
|
COM |
|
52,100 |
|
|
|
1,096,184 |
|
|
|
ELECTRO RENT |
|
COM |
|
21,800 |
|
|
|
325,038 |
|
|
|
ELECTRO SCIENTIFIC INDS INC |
|
COM |
|
30,200 |
|
|
|
729,330 |
|
|
|
ELETRONICS FOR IMAGING INC |
|
COM |
|
57,700 |
|
|
|
1,535,397 |
|
|
|
ELIZABETH ARDEN INC |
|
COM |
|
22,300 |
|
|
|
447,338 |
|
|
|
ELKCORP |
|
COM |
|
21,850 |
|
|
|
735,471 |
|
|
|
ELLIS PERRY INTL INC |
|
COM |
|
8,100 |
|
|
|
153,900 |
|
|
|
EMAGEON INC |
|
COM |
|
11,700 |
|
|
|
186,030 |
|
|
|
EMC INS GROUP INC |
|
COM |
|
6,100 |
|
|
|
121,634 |
|
|
|
EMCOR GROUP INC |
|
COM |
|
15,800 |
|
|
|
1,066,974 |
|
|
|
EMCORE CORP |
|
COM |
|
38,168 |
|
|
|
283,207 |
|
|
|
EMDEON CORP |
|
COM |
|
343,165 |
|
|
|
2,903,176 |
|
|
|
EMMIS COMMUNICATIONS CORP |
|
COM |
|
37,316 |
|
|
|
742,962 |
|
|
|
EMPIRE DIST ELEC CO |
|
COM |
|
27,000 |
|
|
|
548,910 |
|
|
|
EMULEX CORP |
|
COM |
|
90,500 |
|
|
|
1,790,995 |
|
|
|
ENCORE AQUISITION CO |
|
COM |
|
47,250 |
|
|
|
1,513,890 |
|
|
|
ENCORE CAP GROUP INC |
|
COM |
|
16,700 |
|
|
|
289,745 |
|
|
|
ENCORE MED CORP |
|
COM |
|
27,000 |
|
|
|
133,650 |
|
|
|
ENCORE WIRE CORP |
|
COM |
|
18,300 |
|
|
|
416,508 |
|
|
|
ENCYSIVE PHARMACEUTICALS INC |
|
COM |
|
61,350 |
|
|
|
484,052 |
|
|
|
ENDEAVOUR INTL CORP |
|
COM |
|
53,400 |
|
|
|
176,220 |
|
|
|
ENDO PHARMACEUTICALS HLDGS |
|
COM |
|
51,100 |
|
|
|
1,546,286 |
|
|
|
ENDWAVE CORP |
|
COM |
|
5,615 |
|
|
|
66,145 |
|
|
|
ENERGEN CORP |
|
COM |
|
78,200 |
|
|
|
2,840,224 |
|
|
|
ENERGIZER HLDGS INC |
|
COM |
|
70,781 |
|
|
|
3,524,186 |
|
|
|
ENERGY CONVERSION DEVICES INC |
|
COM |
|
24,000 |
|
|
|
978,000 |
|
|
|
ENERGY EAST CORP |
|
COM |
|
145,744 |
|
|
|
3,322,963 |
|
|
|
ENERGY PARTNERS LTD |
|
COM |
|
36,000 |
|
|
|
784,440 |
|
|
|
ENERGYSOUTH INC |
|
COM |
|
8,550 |
|
|
|
228,969 |
|
|
|
ENERSYS |
|
COM |
|
41,700 |
|
|
|
543,768 |
|
|
|
ENGINEERED SUPPORT SYS INC |
|
COM |
|
42,787 |
|
|
|
1,781,651 |
|
|
|
ENNIS INC |
|
COM |
|
31,400 |
|
|
|
570,538 |
|
|
|
ENPRO INDS INC |
|
COM |
|
23,400 |
|
|
|
630,630 |
|
43
|
|
ENSCO INTL INC |
|
COM |
|
157,538 |
|
|
|
6,986,810 |
|
|
|
ENSTAR GROUP INC GA |
|
COM |
|
2,805 |
|
|
|
185,831 |
|
|
|
ENTEGRIS INC |
|
COM |
|
125,656 |
|
|
|
1,183,680 |
|
|
|
ENTERCOM COMMUNICATIONS CORP |
|
COM |
|
40,100 |
|
|
|
1,189,767 |
|
|
|
ENTERPRISE FINL SVCS CORP |
|
COM |
|
1,470 |
|
|
|
33,340 |
|
|
|
ENTERTAINMENT PPTYS TR |
|
COM
SH |
|
29,100 |
|
|
|
1,185,825 |
|
|
|
ENTRAVISION COM CORP |
|
COM |
|
70,000 |
|
|
|
498,400 |
|
|
|
ENTRUST INC |
|
COM |
|
58,000 |
|
|
|
280,720 |
|
|
|
ENZO BIOCHEM INC |
|
COM |
|
29,108 |
|
|
|
361,521 |
|
|
|
ENZON PHARMACEUTICALS INC |
|
COM |
|
50,320 |
|
|
|
372,368 |
|
|
|
EPICOR SOFTWARE CORP |
|
COM |
|
59,600 |
|
|
|
842,148 |
|
|
|
EPIQ SYS INC |
|
COM |
|
15,200 |
|
|
|
281,808 |
|
|
|
EPIX PHARMACEUTICALS INC |
|
COM |
|
18,500 |
|
|
|
74,740 |
|
|
|
EQUINIX INC |
|
COM |
|
17,200 |
|
|
|
701,072 |
|
|
|
EQUITABLE RES INC |
|
COM |
|
127,000 |
|
|
|
4,659,630 |
|
|
|
EQUITY INNS INC |
|
COM |
|
58,285 |
|
|
|
789,762 |
|
|
|
EQUITY LIFESTYLE PPTYS INC |
|
COM |
|
21,100 |
|
|
|
938,950 |
|
|
|
EQUITY ONE INC |
|
COM |
|
38,800 |
|
|
|
897,056 |
|
|
|
ERESEARCH TECHNOLOGY INC |
|
COM |
|
47,700 |
|
|
|
720,270 |
|
|
|
ERIE INDTY CO |
|
CL A |
|
43,900 |
|
|
|
2,335,480 |
|
|
|
ESCALA GROUP INC |
|
COM |
|
2,800 |
|
|
|
56,784 |
|
|
|
ESCALADE INC |
|
COM |
|
9,100 |
|
|
|
107,107 |
|
|
|
ESCO TECHNOLOGIES INC |
|
COM |
|
24,400 |
|
|
|
1,085,556 |
|
|
|
ESPEED INC |
|
CL A |
|
29,325 |
|
|
|
226,096 |
|
|
|
ESSEX CORP |
|
COM |
|
19,370 |
|
|
|
330,259 |
|
|
|
ESSEX PROPERTY TRUST |
|
COM |
|
24,828 |
|
|
|
2,289,142 |
|
|
|
ESTERLINE TECHNOLOGIES CORP |
|
COM |
|
27,400 |
|
|
|
1,019,006 |
|
|
|
ETHAN ALLEN INTERIORS INC |
|
COM |
|
35,900 |
|
|
|
1,311,427 |
|
|
|
EUROBANCSHARES INC |
|
COM |
|
7,617 |
|
|
|
107,933 |
|
|
|
EURONET WORLDWIDE INC |
|
COM |
|
33,600 |
|
|
|
934,080 |
|
|
|
EVERGREEN SOLAR INC |
|
COM |
|
31,515 |
|
|
|
335,635 |
|
|
|
EXAR CORP |
|
COM |
|
39,043 |
|
|
|
488,818 |
|
|
|
EXCEL TECHNOLOGY INC |
|
COM |
|
12,500 |
|
|
|
297,250 |
|
|
|
EXELIXIS INC |
|
COM |
|
87,900 |
|
|
|
828,018 |
|
|
|
EXPEDIA INC DEL |
|
COM |
|
195,168 |
|
|
|
4,676,225 |
|
|
|
EXPEDITORS INTL WA INC |
|
COM |
|
112,300 |
|
|
|
7,581,373 |
|
|
|
EXPONENT INC |
|
COM |
|
10,500 |
|
|
|
297,990 |
|
44
|
|
EXPRESSJET HOLDINGS INC |
|
COM |
|
36,700 |
|
|
|
296,903 |
|
|
|
EXTRA SPACE STORAGE INC |
|
COM |
|
41,400 |
|
|
|
637,560 |
|
|
|
EXTREME NETWORKS INC |
|
COM |
|
120,000 |
|
|
|
570,000 |
|
|
|
F N B CORP PA |
|
COM |
|
58,328 |
|
|
|
1,012,574 |
|
|
|
F N B CORP VA |
|
COM |
|
7,325 |
|
|
|
224,658 |
|
|
|
F5 NETWORKS INC |
|
COM |
|
39,961 |
|
|
|
2,285,370 |
|
|
|
FACTSET RESH SYS INC |
|
COM |
|
37,050 |
|
|
|
1,524,978 |
|
|
|
FAIR ISAAC CORPORATION |
|
COM |
|
70,960 |
|
|
|
3,134,303 |
|
|
|
FAIRCHILD SEMICONDUCTOR INTL |
|
CL A |
|
131,400 |
|
|
|
2,221,974 |
|
|
|
FAIRPOINT COMMUNICATIONS INC |
|
COM |
|
23,700 |
|
|
|
245,532 |
|
|
|
FALCONSTOR SOFTWARE INC |
|
COM |
|
42,600 |
|
|
|
314,814 |
|
|
|
FARGO ELECTRONICS INC |
|
COM |
|
5,431 |
|
|
|
104,547 |
|
|
|
FARMER BROS CO |
|
COM |
|
8,100 |
|
|
|
156,654 |
|
|
|
FARMERS CAP BK CORP |
|
COM |
|
5,900 |
|
|
|
181,366 |
|
|
|
FARO TECHNOLOGIES INC |
|
COM |
|
10,700 |
|
|
|
214,000 |
|
|
|
FASTENAL CO |
|
COM |
|
132,600 |
|
|
|
5,196,594 |
|
|
|
FBL FINL GROUP INC |
|
CL A |
|
13,695 |
|
|
|
449,333 |
|
|
|
FEDERAL AGRIC MTG CORP |
|
CL C |
|
9,000 |
|
|
|
269,370 |
|
|
|
FEDERAL RLTY INVT TR |
|
SH BEN INT |
|
54,700 |
|
|
|
3,317,555 |
|
|
|
FEDERAL SIGNAL CORP |
|
COM |
|
51,550 |
|
|
|
773,766 |
|
|
|
FEI CO |
|
COM |
|
29,700 |
|
|
|
569,349 |
|
|
|
FELCOR LODGING TR INC |
|
COM |
|
55,700 |
|
|
|
958,597 |
|
|
|
FERRO CORP |
|
COM |
|
46,150 |
|
|
|
865,774 |
|
|
|
FIDELITY BANKSHARES INC NEW |
|
COM |
|
25,050 |
|
|
|
819,135 |
|
|
|
FIDELITY NATL FINL INC |
|
COM |
|
170,509 |
|
|
|
6,273,026 |
|
|
|
FIDELITY NATL TITLE GROUP INC |
|
CL A |
|
28,805 |
|
|
|
701,402 |
|
|
|
FIELDSTONE INVT CORP |
|
COM |
|
47,100 |
|
|
|
558,606 |
|
|
|
FILENET CORP |
|
COM |
|
44,900 |
|
|
|
1,160,665 |
|
|
|
FINANCIAL FED CORP |
|
COM |
|
19,600 |
|
|
|
871,220 |
|
|
|
FINANCIAL INSTNS INC |
|
COM |
|
12,000 |
|
|
|
235,440 |
|
|
|
FINISAR CORP |
|
COM |
|
177,900 |
|
|
|
370,032 |
|
|
|
FINISH LINE INC |
|
CL A |
|
40,800 |
|
|
|
710,736 |
|
|
|
FIRST ACCEP CORP |
|
COM |
|
20,800 |
|
|
|
214,032 |
|
|
|
FIRST ADVANTAGE CORP |
|
CL A |
|
3,690 |
|
|
|
98,560 |
|
|
|
FIRST AMERICAN CORP |
|
COM |
|
84,950 |
|
|
|
3,848,235 |
|
|
|
FIRST BANCORP N C |
|
COM |
|
13,050 |
|
|
|
263,088 |
|
|
|
FIRST BANCORP P R |
|
COM |
|
74,800 |
|
|
|
928,268 |
|
45
|
|
FIRST BUSE CORP |
|
CL A |
|
13,500 |
|
|
|
282,015 |
|
|
|
FIRST CASH FINANCIAL SERVICES |
|
COM |
|
11,258 |
|
|
|
328,283 |
|
|
|
FIRST CHARTER CORP |
|
COM |
|
32,700 |
|
|
|
773,682 |
|
|
|
FIRST CMNTY BANCORP CALIF |
|
COM |
|
14,200 |
|
|
|
772,054 |
|
|
|
FIRST CMNTY BANCSHARES INC NEW |
|
COM |
|
10,890 |
|
|
|
339,332 |
|
|
|
FIRST COMWLTH FINL CORP PA |
|
COM |
|
78,661 |
|
|
|
1,017,087 |
|
|
|
FIRST CTZNS BANCSHARES INC N C |
|
COM |
|
6,900 |
|
|
|
1,203,498 |
|
|
|
FIRST DEFIANCE FINL CORP |
|
COM |
|
3,364 |
|
|
|
91,131 |
|
|
|
FIRST FINL BANCORP |
|
COM |
|
37,625 |
|
|
|
659,190 |
|
|
|
FIRST FINL BANKSHARES INC |
|
COM |
|
21,716 |
|
|
|
761,363 |
|
|
|
FIRST FINL CORP IND |
|
COM |
|
15,200 |
|
|
|
410,400 |
|
|
|
FIRST FINL HLDGS INC |
|
COM |
|
14,300 |
|
|
|
439,296 |
|
|
|
FIRST HORIZON PHARMACEUTICAL |
|
COM |
|
22,850 |
|
|
|
394,163 |
|
|
|
FIRST IND CORP |
|
COM |
|
11,544 |
|
|
|
396,883 |
|
|
|
FIRST INDL RLTY TR INC |
|
COM |
|
46,000 |
|
|
|
1,771,000 |
|
|
|
FIRST MARBLEHEAD CORP |
|
COM |
|
24,600 |
|
|
|
808,356 |
|
|
|
FIRST MERCHANTS CORP |
|
COM |
|
23,666 |
|
|
|
615,316 |
|
|
|
FIRST MIDWEST BANCORP INC DEL |
|
COM |
|
50,100 |
|
|
|
1,756,506 |
|
|
|
FIRST NIAGARA FINL GROUP INC |
|
COM |
|
125,311 |
|
|
|
1,813,250 |
|
|
|
FIRST OAK BROOK BANCSHARES INC |
|
CL A |
|
8,700 |
|
|
|
243,165 |
|
|
|
FIRST PL FINL CORP DEL |
|
COM |
|
12,500 |
|
|
|
300,625 |
|
|
|
FIRST POTOMAC RLTY TR |
|
COM |
|
14,130 |
|
|
|
375,858 |
|
|
|
FIRST REGL BANCORP |
|
COM |
|
3,400 |
|
|
|
229,670 |
|
|
|
FIRST REP BK SAN FRANCISCO CA |
|
COM |
|
22,700 |
|
|
|
840,127 |
|
|
|
FIRST SOUTH BACORP INC VA |
|
COM |
|
915 |
|
|
|
32,318 |
|
|
|
FIRST ST BANCORPORATION |
|
COM |
|
16,200 |
|
|
|
388,638 |
|
|
|
FIRSTFED FINL CORP DEL |
|
COM |
|
20,500 |
|
|
|
1,117,660 |
|
|
|
FIRSTMERIT CORP |
|
COM |
|
87,600 |
|
|
|
2,269,716 |
|
|
|
FISHER COMMUNICATIONS INC |
|
COM |
|
8,200 |
|
|
|
339,726 |
|
|
|
FLAGSTAR BANCORP INC |
|
COM |
|
38,000 |
|
|
|
547,200 |
|
|
|
FLEETWOOD ENTERPRISES INC |
|
COM |
|
60,220 |
|
|
|
743,717 |
|
|
|
FLIR SYS INC |
|
COM |
|
61,900 |
|
|
|
1,382,227 |
|
|
|
FLORIDA EAST COAST IND INC |
|
COM |
|
33,800 |
|
|
|
1,432,106 |
|
|
|
FLORIDA ROCK INDS INC |
|
COM |
|
50,250 |
|
|
|
2,465,265 |
|
|
|
FLOWERS COM INC |
|
CL A |
|
23,700 |
|
|
|
152,154 |
|
|
|
FLOWERS FOODS INC |
|
COM |
|
58,545 |
|
|
|
1,613,500 |
|
|
|
FLOWSERVE CORP |
|
COM |
|
58,900 |
|
|
|
2,330,084 |
|
46
|
|
FLUSHING FINL CORP |
|
COM |
|
17,550 |
|
|
|
273,254 |
|
|
|
FMC CORP |
|
COM |
|
38,800 |
|
|
|
2,062,996 |
|
|
|
FMC TECHNOLOGIES INC |
|
COM |
|
72,732 |
|
|
|
3,121,657 |
|
|
|
FOOT LOCKER INC |
|
COM |
|
164,600 |
|
|
|
3,882,914 |
|
|
|
FOREST CITY ENTERPRISES INC |
|
COM |
|
68,300 |
|
|
|
2,590,619 |
|
|
|
FOREST OIL CORP |
|
COM |
|
53,900 |
|
|
|
2,456,223 |
|
|
|
FORMFACTOR INC |
|
COM |
|
29,300 |
|
|
|
715,799 |
|
|
|
FORRESTER RESH INC |
|
COM |
|
15,800 |
|
|
|
296,250 |
|
|
|
FORWARD AIR CORP |
|
COM |
|
32,790 |
|
|
|
1,201,754 |
|
|
|
FOSSIL INC |
|
COM |
|
53,462 |
|
|
|
1,149,968 |
|
|
|
FOUNDATION COAL HLDGS INC |
|
COM |
|
26,000 |
|
|
|
988,000 |
|
|
|
FOUNDRY NETWORKS INC |
|
COM |
|
132,900 |
|
|
|
1,835,349 |
|
|
|
FOXHOLLOW TECHNOLOGIES INC |
|
COM |
|
12,200 |
|
|
|
363,438 |
|
|
|
FPIC INS GROUP INC |
|
COM |
|
6,400 |
|
|
|
222,080 |
|
|
|
FRANKLIN BANK CORP |
|
COM |
|
12,700 |
|
|
|
228,473 |
|
|
|
FRANKLIN ELEC INC |
|
COM |
|
23,900 |
|
|
|
945,006 |
|
|
|
FREDS INC |
|
CL A |
|
46,309 |
|
|
|
753,447 |
|
|
|
FREIGHTCAR AMER INC |
|
COM |
|
10,350 |
|
|
|
497,628 |
|
|
|
FREMONT GEN CORP |
|
COM |
|
71,000 |
|
|
|
1,649,330 |
|
|
|
FRIEDMAN BILLINGS RAMSEY GROUP |
|
CL A |
|
152,560 |
|
|
|
1,510,344 |
|
|
|
FRONTIER AIRLS INC NEW |
|
COM |
|
43,600 |
|
|
|
402,864 |
|
|
|
FRONTIER FINL CORP WA |
|
COM |
|
29,550 |
|
|
|
945,600 |
|
|
|
FRONTIER OIL CORP |
|
COM |
|
59,800 |
|
|
|
2,244,294 |
|
|
|
FROZEN FOOD EXPRESS INDS INC |
|
COM |
|
15,500 |
|
|
|
170,965 |
|
|
|
FTI CONSULTING INC |
|
COM |
|
46,000 |
|
|
|
1,262,240 |
|
|
|
FUELCELL ENERGY INC |
|
COM |
|
49,100 |
|
|
|
415,877 |
|
|
|
FULLER H B CO |
|
COM |
|
31,000 |
|
|
|
994,170 |
|
|
|
FULTON FINL CORP PA |
|
COM |
|
167,376 |
|
|
|
2,945,818 |
|
|
|
FURNITURE BRANDS INTL INC |
|
COM |
|
53,000 |
|
|
|
1,183,490 |
|
|
|
FX ENERGY INC |
|
COM |
|
42,956 |
|
|
|
342,789 |
|
|
|
G + K SERVICES |
|
CL A |
|
22,400 |
|
|
|
879,200 |
|
|
|
GALLAGHER ARTHUR J + CO |
|
COM |
|
95,800 |
|
|
|
2,958,304 |
|
|
|
GAMCO INVS INC |
|
COM |
|
8,100 |
|
|
|
352,593 |
|
|
|
GAMESTOP CORP NEW |
|
CL B |
|
41,682 |
|
|
|
1,204,610 |
|
|
|
GAMESTOP CORP NEW |
|
CL A |
|
10,006 |
|
|
|
318,391 |
|
|
|
GARDNER DENVER INC |
|
COM |
|
25,600 |
|
|
|
1,262,080 |
|
|
|
GARTNER INC |
|
COM |
|
71,900 |
|
|
|
927,510 |
|
47
|
|
GASCO ENERGY INC |
|
COM |
|
48,500 |
|
|
|
316,705 |
|
|
|
GATX |
|
COM |
|
46,100 |
|
|
|
1,663,288 |
|
|
|
GAYLORD ENTMT CO NEW |
|
COM |
|
38,900 |
|
|
|
1,695,651 |
|
|
|
GB+T BANCSHARES INC |
|
COM |
|
9,750 |
|
|
|
208,748 |
|
|
|
GEHL CO |
|
COM |
|
14,025 |
|
|
|
368,156 |
|
|
|
GEMSTAR TV GUIDE INTL INC |
|
COM |
|
252,800 |
|
|
|
659,808 |
|
|
|
GEN PROBE INC NEW |
|
COM |
|
53,100 |
|
|
|
2,590,749 |
|
|
|
GENCORP INC |
|
COM |
|
61,300 |
|
|
|
1,088,075 |
|
|
|
GENENTECH INC |
|
COM |
|
481,300 |
|
|
|
44,520,250 |
|
|
|
GENERAL COMMUNICATION INC |
|
CL A |
|
57,595 |
|
|
|
594,956 |
|
|
|
GENERAL GROWTH PPTYS INC |
|
COM |
|
186,605 |
|
|
|
8,768,569 |
|
|
|
GENERALE CABLE CORP DEL NEW |
|
COM |
|
45,700 |
|
|
|
900,290 |
|
|
|
GENESCO INC |
|
COM |
|
24,800 |
|
|
|
961,992 |
|
|
|
GENESEE + WYO INC |
|
CL A |
|
22,900 |
|
|
|
859,895 |
|
|
|
GENESIS HEALTHCARE CORP |
|
COM |
|
24,100 |
|
|
|
880,132 |
|
|
|
GENESIS MICROCHIP INC DEL |
|
COM |
|
38,100 |
|
|
|
689,229 |
|
|
|
GENITOPE CORP |
|
COM |
|
3,765 |
|
|
|
29,932 |
|
|
|
GENLYTE GROUP INC |
|
COM |
|
28,100 |
|
|
|
1,505,317 |
|
|
|
GENTEX CORP |
|
COM |
|
164,700 |
|
|
|
3,211,650 |
|
|
|
GENTIVA HEALTH SVCS INC |
|
COM |
|
26,700 |
|
|
|
393,558 |
|
|
|
GEO GROUP INC |
|
COM |
|
10,200 |
|
|
|
233,886 |
|
|
|
GEORGIA GULF CORP |
|
COM |
|
36,500 |
|
|
|
1,110,330 |
|
|
|
GERON CORP |
|
COM |
|
68,036 |
|
|
|
585,790 |
|
|
|
GETTY IMAGES INC |
|
COM |
|
50,300 |
|
|
|
4,490,281 |
|
|
|
GETTY RLTY CORP NEW |
|
COM |
|
21,500 |
|
|
|
565,235 |
|
|
|
GEVITY HR INC |
|
COM |
|
25,400 |
|
|
|
653,288 |
|
|
|
GFI GROUP INC |
|
COM |
|
6,600 |
|
|
|
313,038 |
|
|
|
GIANT INDS INC |
|
COM |
|
15,200 |
|
|
|
789,792 |
|
|
|
GIBRALTAR INDS INC |
|
COM |
|
22,700 |
|
|
|
520,738 |
|
|
|
GLACIER BANCORP INC |
|
COM |
|
35,546 |
|
|
|
1,068,157 |
|
|
|
GLADSTONE CAP CORP |
|
COM |
|
14,700 |
|
|
|
314,286 |
|
|
|
GLADSTONE INVT CORP |
|
COM |
|
8,772 |
|
|
|
119,211 |
|
|
|
GLATFELTER |
|
COM |
|
49,800 |
|
|
|
706,662 |
|
|
|
GLENAYRE TECHNOLOGIES INC |
|
COM |
|
55,045 |
|
|
|
178,896 |
|
|
|
GLENBOROUGH RLTY TR INC |
|
COM |
|
37,841 |
|
|
|
684,922 |
|
|
|
GLIMCHER RLTY TR |
|
COM |
|
39,827 |
|
|
|
968,593 |
|
|
|
GLOBAL CASH ACCESS HLDGS INC |
|
COM |
|
12,500 |
|
|
|
182,375 |
|
48
|
|
GLOBAL IMAGING SYS INC |
|
COM |
|
27,700 |
|
|
|
959,251 |
|
|
|
GLOBAL INDUSTRIES INC |
|
COM |
|
98,100 |
|
|
|
1,113,435 |
|
|
|
GLOBAL PMTS INC |
|
COM |
|
67,378 |
|
|
|
3,140,489 |
|
|
|
GLOBAL PWR EQUIP GROUP INC |
|
COM |
|
30,400 |
|
|
|
137,408 |
|
|
|
GLOBAL SIGNAL INC |
|
COM |
|
15,100 |
|
|
|
651,716 |
|
|
|
GLOBETEL COMMUNICATIONS CORP |
|
COM |
|
87,085 |
|
|
|
321,344 |
|
|
|
GMH CMNTYS TR |
|
COM |
|
30,900 |
|
|
|
479,259 |
|
|
|
GOLD BANC CORP INC |
|
COM |
|
43,100 |
|
|
|
785,282 |
|
|
|
GOLD KIST INC |
|
COM |
|
49,100 |
|
|
|
734,045 |
|
|
|
GOLDEN TELECOM INC |
|
COM |
|
20,145 |
|
|
|
522,964 |
|
|
|
GOODRICH PETE CORP |
|
COM |
|
14,515 |
|
|
|
365,052 |
|
|
|
GOOGLE INC |
|
CL A |
|
171,025 |
|
|
|
70,951,432 |
|
|
|
GORMAN RUPP CO |
|
COM |
|
11,000 |
|
|
|
243,210 |
|
|
|
GOVERNMENT PPTYS TR INC |
|
COM |
|
14,200 |
|
|
|
132,486 |
|
|
|
GRACE W R + CO DEL NEW |
|
COM |
|
77,300 |
|
|
|
726,620 |
|
|
|
GRACO INC |
|
COM |
|
72,075 |
|
|
|
2,629,296 |
|
|
|
GRAFTECH INTL LTD |
|
COM |
|
110,100 |
|
|
|
684,822 |
|
|
|
GRAMERCY CAP CORP |
|
COM |
|
10,200 |
|
|
|
232,356 |
|
|
|
GRANITE CONSTR INC |
|
COM |
|
38,000 |
|
|
|
1,364,580 |
|
|
|
GRANT PRIDECO INC |
|
COM |
|
131,800 |
|
|
|
5,815,016 |
|
|
|
GRAPHIC PACKAGING CORP DEL |
|
COM |
|
83,400 |
|
|
|
190,152 |
|
|
|
GRAY TELEVISION INC |
|
COM |
|
48,700 |
|
|
|
478,234 |
|
|
|
GREAT AMERICAN FINL RES INC |
|
COM |
|
8,800 |
|
|
|
174,592 |
|
|
|
GREAT ATLANTIC + PAC TEA INC |
|
COM |
|
20,700 |
|
|
|
657,846 |
|
|
|
GREAT PLAINS ENERGY INC |
|
COM |
|
80,300 |
|
|
|
2,245,188 |
|
|
|
GREAT SOUTHN BANCORP INC |
|
COM |
|
12,600 |
|
|
|
347,886 |
|
|
|
GREAT WOLF RESORTS INC |
|
COM |
|
16,246 |
|
|
|
167,496 |
|
|
|
GREATBATCH INC |
|
COM |
|
24,700 |
|
|
|
642,447 |
|
|
|
GREATER BAY BANCORP |
|
COM |
|
56,458 |
|
|
|
1,446,454 |
|
|
|
GREEN MTN COFFEE ROASTERS |
|
COM |
|
3,661 |
|
|
|
148,637 |
|
|
|
GREENBRIER COS INC |
|
COM |
|
3,400 |
|
|
|
96,560 |
|
|
|
GREENE CNTY BANCSHARES INC |
|
COM |
|
9,280 |
|
|
|
253,901 |
|
|
|
GREENHILL + CO INC |
|
COM |
|
10,800 |
|
|
|
606,528 |
|
|
|
GREIF INC |
|
CL A |
|
17,500 |
|
|
|
1,159,900 |
|
|
|
GREY WOLF INC |
|
COM |
|
209,400 |
|
|
|
1,618,662 |
|
|
|
GRIFFON CORP |
|
COM |
|
33,820 |
|
|
|
805,254 |
|
|
|
GROUP 1 AUTOMOTIVE INC |
|
COM |
|
20,400 |
|
|
|
641,172 |
|
49
|
|
GSI COMM INC |
|
COM |
|
35,300 |
|
|
|
532,677 |
|
|
|
GTECH HLDGS CORP |
|
COM |
|
128,200 |
|
|
|
4,069,068 |
|
|
|
GTX INC DEL |
|
COM |
|
3,300 |
|
|
|
24,948 |
|
|
|
GUESS INC |
|
COM |
|
18,900 |
|
|
|
672,840 |
|
|
|
GUITAR CTR INC |
|
COM |
|
26,600 |
|
|
|
1,330,266 |
|
|
|
GULF IS FABRICATION INC |
|
COM |
|
8,900 |
|
|
|
216,359 |
|
|
|
GULFMARK OFFSHORE INC |
|
COM |
|
14,000 |
|
|
|
414,680 |
|
|
|
GYMBOREE CORP |
|
COM |
|
36,500 |
|
|
|
854,100 |
|
|
|
HAEMONETICS CORP MASS |
|
COM |
|
27,700 |
|
|
|
1,353,422 |
|
|
|
HAIN CELESTIAL GROUP INC |
|
COM |
|
26,400 |
|
|
|
558,624 |
|
|
|
HANCOCK HLDG CO |
|
COM |
|
31,600 |
|
|
|
1,194,796 |
|
|
|
HANDLEMAN CO DEL |
|
COM |
|
28,000 |
|
|
|
347,760 |
|
|
|
HANMI FINL CORP |
|
COM |
|
33,220 |
|
|
|
593,309 |
|
|
|
HANOVER COMPRESSOR CO |
|
COM |
|
91,100 |
|
|
|
1,285,421 |
|
|
|
HANOVER INS GROUP INC |
|
COM |
|
57,400 |
|
|
|
2,397,598 |
|
|
|
HANSEN NAT CORP |
|
COM |
|
15,600 |
|
|
|
1,229,436 |
|
|
|
HARBOR FL BANCSHARES INC |
|
COM |
|
22,900 |
|
|
|
848,445 |
|
|
|
HARLAND JOHN H CO |
|
COM |
|
28,700 |
|
|
|
1,079,120 |
|
|
|
HARLEYSVILLE GROUP INC |
|
COM |
|
12,900 |
|
|
|
341,850 |
|
|
|
HARLEYSVILLE NATL CORP PA |
|
COM |
|
31,665 |
|
|
|
604,802 |
|
|
|
HARMAN INTL INDS INC NEW |
|
COM |
|
70,400 |
|
|
|
6,888,640 |
|
|
|
HARMONIC INC |
|
COM |
|
84,114 |
|
|
|
407,953 |
|
|
|
HARRIS + HARRIS GROUP INC |
|
COM |
|
25,300 |
|
|
|
351,670 |
|
|
|
HARRIS CORP DEL |
|
COM |
|
140,900 |
|
|
|
6,060,109 |
|
|
|
HARRIS INTERACTIVE INC |
|
COM |
|
49,300 |
|
|
|
212,483 |
|
|
|
HARSCO CORP |
|
COM |
|
43,000 |
|
|
|
2,902,930 |
|
|
|
HARTE HANKS INC |
|
COM |
|
63,750 |
|
|
|
1,682,363 |
|
|
|
HARTMARX CORP |
|
COM |
|
23,900 |
|
|
|
186,659 |
|
|
|
HARVEST NAT RES INC |
|
COM |
|
41,200 |
|
|
|
365,856 |
|
|
|
HAVERTY FURNITURE COS INC |
|
COM |
|
20,000 |
|
|
|
257,800 |
|
|
|
HAWAIIAN ELEC INDS INC |
|
COM |
|
88,900 |
|
|
|
2,302,510 |
|
|
|
HAYES LEMMERZ INTL INC |
|
COM |
|
40,200 |
|
|
|
141,504 |
|
|
|
HCC INS HLDGS INC |
|
COM |
|
116,999 |
|
|
|
3,472,530 |
|
|
|
HEADWATERS INC |
|
COM |
|
44,400 |
|
|
|
1,573,536 |
|
|
|
HEALTH CARE PPTY INVS INC |
|
COM |
|
140,272 |
|
|
|
3,585,352 |
|
|
|
HEALTH CARE REIT INC |
|
COM |
|
61,500 |
|
|
|
2,084,850 |
|
|
|
HEALTH NET INC |
|
COM |
|
115,800 |
|
|
|
5,969,490 |
|
50
|
|
HEALTHCARE RLTY TR |
|
COM |
|
51,500 |
|
|
|
1,713,405 |
|
|
|
HEALTHCARE SVCS GROUP INC |
|
COM |
|
28,975 |
|
|
|
600,072 |
|
|
|
HEALTHEXTRAS INC |
|
COM |
|
19,300 |
|
|
|
484,430 |
|
|
|
HEALTHTRONICS INC |
|
COM |
|
29,865 |
|
|
|
228,467 |
|
|
|
HEARST ARGYLE TELEVISION INC |
|
COM |
|
37,800 |
|
|
|
901,530 |
|
|
|
HEARTLAND EXPRESS INC |
|
COM |
|
50,633 |
|
|
|
1,027,344 |
|
|
|
HEARTLAND FINL USA INC |
|
COM |
|
10,350 |
|
|
|
224,595 |
|
|
|
HEARTLAND PMT SYS INC |
|
COM |
|
3,900 |
|
|
|
84,474 |
|
|
|
HECLA MNG CO |
|
COM |
|
132,700 |
|
|
|
538,762 |
|
|
|
HEICO CORP NEW |
|
COM |
|
26,200 |
|
|
|
678,056 |
|
|
|
HEIDRICK + STRUGGLES INTL INC |
|
COM |
|
20,300 |
|
|
|
650,615 |
|
|
|
HELMERICH AND PAYNE INC |
|
COM |
|
52,900 |
|
|
|
3,275,039 |
|
|
|
HENRY JACK + ASSOC INC |
|
COM |
|
77,300 |
|
|
|
1,474,884 |
|
|
|
HERCULES OFFSHORE INC |
|
COM |
|
3,500 |
|
|
|
99,435 |
|
|
|
HERITAGE COMM CORP |
|
COM |
|
9,317 |
|
|
|
200,316 |
|
|
|
HERITAGE PPTY INVT TR INC |
|
COM |
|
32,600 |
|
|
|
1,088,840 |
|
|
|
HERLEY INDUSTRIES INC |
|
COM |
|
18,900 |
|
|
|
312,039 |
|
|
|
HERSHA HOSPITALITY TR |
|
COM |
|
5,870 |
|
|
|
52,889 |
|
|
|
HEWITT ASSOCS INC |
|
CL A |
|
40,859 |
|
|
|
1,144,461 |
|
|
|
HEXCEL CORP NEW |
|
COM |
|
63,800 |
|
|
|
1,151,590 |
|
|
|
HI TECH PHARMACAL CO INC |
|
COM |
|
6,700 |
|
|
|
296,743 |
|
|
|
HIBBETT SPORTING GOODS INC |
|
COM |
|
31,575 |
|
|
|
899,256 |
|
|
|
HIGHLAND HOSPITALITY CORP |
|
COM |
|
35,900 |
|
|
|
396,695 |
|
|
|
HIGHWOODS PPTYS INC |
|
COM |
|
56,600 |
|
|
|
1,610,270 |
|
|
|
HILB ROGAL + HOBBS CO |
|
COM |
|
31,800 |
|
|
|
1,224,618 |
|
|
|
HILLENBRAND INDS INC |
|
COM |
|
59,600 |
|
|
|
2,944,836 |
|
|
|
HNI CORP |
|
COM |
|
58,700 |
|
|
|
3,224,391 |
|
|
|
HOLLINGER INTERNATIONAL INC |
|
CL A |
|
62,550 |
|
|
|
560,448 |
|
|
|
HOLLY CORP |
|
COM |
|
22,100 |
|
|
|
1,301,027 |
|
|
|
HOLOGIC INC |
|
COM |
|
47,600 |
|
|
|
1,804,992 |
|
|
|
HOME PROPERTIES INC |
|
COM |
|
30,300 |
|
|
|
1,236,240 |
|
|
|
HOMEBANC CORP GA |
|
COM |
|
65,500 |
|
|
|
489,940 |
|
|
|
HOMESTORE INC |
|
COM |
|
156,191 |
|
|
|
796,574 |
|
|
|
HOOKER FURNITURE CORP |
|
COM |
|
4,800 |
|
|
|
82,320 |
|
|
|
HOOPER HOLMES INC |
|
COM |
|
63,350 |
|
|
|
161,543 |
|
|
|
HORACE MANN EDUCATORS CORP NEW |
|
COM |
|
46,200 |
|
|
|
875,952 |
|
|
|
HORIZON FINL CORP WASH |
|
COM |
|
13,000 |
|
|
|
283,920 |
|
51
|
|
HORIZON HEALTH CORP |
|
COM |
|
10,690 |
|
|
|
241,915 |
|
|
|
HORMEL FOODS CORP |
|
COM |
|
77,700 |
|
|
|
2,539,236 |
|
|
|
HORNBECK OFFSHORE SVCS INC NEW |
|
COM |
|
16,300 |
|
|
|
533,010 |
|
|
|
HOSPITALITY PPTYS TR |
|
COM
SH |
|
74,100 |
|
|
|
2,971,410 |
|
|
|
HOST MARRIOTT CORP NEW |
|
COM |
|
366,200 |
|
|
|
6,939,490 |
|
|
|
HOT TOPIC INC |
|
COM |
|
50,075 |
|
|
|
713,569 |
|
|
|
HOUSTON EXPL CO |
|
COM |
|
27,700 |
|
|
|
1,462,560 |
|
|
|
HOVNANIAN ENTERPRISES INC |
|
CL A |
|
36,000 |
|
|
|
1,787,040 |
|
|
|
HRPT PPTYS TR |
|
COM
SH |
|
223,063 |
|
|
|
2,308,702 |
|
|
|
HUB GROUP INC |
|
CL A |
|
20,990 |
|
|
|
741,997 |
|
|
|
HUBBELL INC |
|
CLB |
|
63,322 |
|
|
|
2,857,089 |
|
|
|
HUDSON CITY BANCORP INC |
|
COM |
|
620,843 |
|
|
|
7,524,617 |
|
|
|
HUDSON HIGHLAND GROUP INC |
|
COM |
|
19,200 |
|
|
|
333,312 |
|
|
|
HUDSON UTD BANCORP |
|
COM |
|
48,726 |
|
|
|
2,030,900 |
|
|
|
HUGHES SUPPLY INC |
|
COM |
|
69,600 |
|
|
|
2,495,160 |
|
|
|
HUMAN GENOME SCIENCES INC |
|
COM |
|
145,103 |
|
|
|
1,242,082 |
|
|
|
HUNGARIAN TEL + CABLE CORP |
|
COM |
|
210 |
|
|
|
3,266 |
|
|
|
HUNT J B TRANS SVCS INC |
|
COM |
|
122,000 |
|
|
|
2,762,080 |
|
|
|
HUNTSMAN CORP |
|
COM |
|
60,300 |
|
|
|
1,038,366 |
|
|
|
HURON CONSULTING GRP INC |
|
COM |
|
900 |
|
|
|
21,591 |
|
|
|
HUTCHINSON TECHNOLOGY INC |
|
COM |
|
28,800 |
|
|
|
819,360 |
|
|
|
HYDRIL COMPANY |
|
COM |
|
19,000 |
|
|
|
1,189,400 |
|
|
|
HYPERCOM CORP |
|
COM |
|
35,000 |
|
|
|
223,650 |
|
|
|
HYPERION SOLUTIONS CORP |
|
COM |
|
64,350 |
|
|
|
2,305,017 |
|
|
|
I FLOW CORP |
|
COM |
|
17,493 |
|
|
|
255,748 |
|
|
|
IAC INTERACTIVECORP |
|
COM |
|
183,068 |
|
|
|
5,182,655 |
|
|
|
IBERIABANK CORP |
|
COM |
|
10,875 |
|
|
|
554,734 |
|
|
|
ICOS CORP |
|
COM |
|
67,160 |
|
|
|
1,855,631 |
|
|
|
ICU MEDICAL INC |
|
COM |
|
12,600 |
|
|
|
494,046 |
|
|
|
IDACORP INC |
|
COM |
|
43,800 |
|
|
|
1,283,340 |
|
|
|
IDENIX PHARMACEUTICALS INC |
|
COM |
|
9,600 |
|
|
|
164,256 |
|
|
|
IDENTIX INC |
|
COM |
|
92,864 |
|
|
|
465,249 |
|
|
|
IDEX CORP |
|
COM |
|
53,825 |
|
|
|
2,212,746 |
|
|
|
IDEXX LABS INC |
|
COM |
|
34,900 |
|
|
|
2,512,102 |
|
|
|
IDT CORP |
|
CL B |
|
62,600 |
|
|
|
732,420 |
|
|
|
IDX SYS CORP |
|
COM |
|
23,300 |
|
|
|
1,023,336 |
|
|
|
IGATE CORP |
|
COM |
|
24,000 |
|
|
|
116,640 |
|
52
|
|
IHOP CORP NEW |
|
COM |
|
23,500 |
|
|
|
1,102,385 |
|
|
|
IHS INC |
|
CL A |
|
15,700 |
|
|
|
322,164 |
|
|
|
II VI INC |
|
COM |
|
22,700 |
|
|
|
405,649 |
|
|
|
IKON OFFICE SOLUTIONS INC |
|
COM |
|
125,800 |
|
|
|
1,309,578 |
|
|
|
ILLUMINA INC |
|
COM |
|
32,221 |
|
|
|
454,316 |
|
|
|
IMATION CORP |
|
COM |
|
32,300 |
|
|
|
1,488,061 |
|
|
|
IMCLONE SYS INC |
|
COM |
|
72,256 |
|
|
|
2,474,045 |
|
|
|
IMMUCOR CORP |
|
COM |
|
48,980 |
|
|
|
1,144,173 |
|
|
|
IMMUNOGEN INC |
|
COM |
|
48,500 |
|
|
|
248,805 |
|
|
|
IMPAC MORT HOLDINGS INC |
|
COM |
|
76,300 |
|
|
|
717,983 |
|
|
|
INAMED CORP |
|
COM |
|
39,350 |
|
|
|
3,450,208 |
|
|
|
INCYTE CORP |
|
COM |
|
81,800 |
|
|
|
436,812 |
|
|
|
INDEPENDENCE CMNTY BK CORP |
|
COM |
|
84,052 |
|
|
|
3,339,386 |
|
|
|
INDEPENDENCE HLDG CO NEW |
|
COM |
|
5,200 |
|
|
|
101,660 |
|
|
|
INDEPENDENT BK CORP MASS |
|
COM |
|
15,800 |
|
|
|
450,774 |
|
|
|
INDEPENDENT BK CORP MI |
|
COM |
|
24,238 |
|
|
|
660,001 |
|
|
|
INDYMAC BANCORP INC |
|
COM |
|
64,800 |
|
|
|
2,528,496 |
|
|
|
INFINITY PPTY + CAS CORP |
|
COM |
|
22,200 |
|
|
|
826,062 |
|
|
|
INFOCROSSING INC |
|
COM |
|
12,158 |
|
|
|
104,680 |
|
|
|
INFORMATICA CORP |
|
COM |
|
90,400 |
|
|
|
1,084,800 |
|
|
|
INFOSPACE INC |
|
COM |
|
35,600 |
|
|
|
919,192 |
|
|
|
INFOUSA INC NEW |
|
COM |
|
37,100 |
|
|
|
405,503 |
|
|
|
INGLES MKTS INC |
|
COM |
|
13,400 |
|
|
|
209,710 |
|
|
|
INGRAM MICRO INC |
|
CL A |
|
132,200 |
|
|
|
2,634,746 |
|
|
|
INLAND REAL ESTATE CORP |
|
COM |
|
63,800 |
|
|
|
943,602 |
|
|
|
INNKEEPERS USA TR |
|
COM |
|
45,294 |
|
|
|
724,704 |
|
|
|
INNOVATIVE SOLUTIONS + SUPPORT |
|
COM |
|
15,000 |
|
|
|
191,700 |
|
|
|
INNOVO GROUP INC |
|
COM |
|
100 |
|
|
|
103 |
|
|
|
INPHONIC INC |
|
COM |
|
16,800 |
|
|
|
145,992 |
|
|
|
INPUT/OUTPUT INC |
|
COM |
|
80,300 |
|
|
|
564,509 |
|
|
|
INSIGHT ENTERPRISES INC |
|
COM |
|
56,150 |
|
|
|
1,101,102 |
|
|
|
INSITUFORM TECHNOLOGIES INC |
|
CL A |
|
29,100 |
|
|
|
563,667 |
|
|
|
INSPIRE PHAMACEUTICAL INC |
|
COM |
|
49,900 |
|
|
|
253,492 |
|
|
|
INTEGRA BK CORP |
|
COM |
|
18,940 |
|
|
|
404,180 |
|
|
|
INTEGRA LIFESCIENCES CORP |
|
COM |
|
23,100 |
|
|
|
819,126 |
|
|
|
INTEGRAL SYS INC MD |
|
COM |
|
5,690 |
|
|
|
107,313 |
|
|
|
INTEGRATED DEVICE TECHNOLOGY |
|
COM |
|
206,110 |
|
|
|
2,716,530 |
|
53
|
|
INTEGRATED SILICON SOLUTION |
|
COM |
|
40,200 |
|
|
|
258,888 |
|
|
|
INTER PARFUMS INC |
|
COM |
|
3,800 |
|
|
|
68,248 |
|
|
|
INTER TEL INC |
|
COM |
|
22,250 |
|
|
|
435,433 |
|
|
|
INTERACTIVE DATA CORP |
|
COM |
|
43,300 |
|
|
|
983,343 |
|
|
|
INTERCHANGE FINL SVCS CORP |
|
COM |
|
18,600 |
|
|
|
320,850 |
|
|
|
INTERCONTINENTALEXCHANGE INC |
|
COM |
|
12,400 |
|
|
|
450,740 |
|
|
|
INTERDIGITAL COMM CORP |
|
COM |
|
60,700 |
|
|
|
1,112,024 |
|
|
|
INTERFACE INC |
|
CL A |
|
50,100 |
|
|
|
411,822 |
|
|
|
INTERGRAPH CORP |
|
COM |
|
32,800 |
|
|
|
1,633,768 |
|
|
|
INTERLINE BRANDS INC |
|
COM |
|
9,700 |
|
|
|
220,675 |
|
|
|
INTERMAGNETICS GEN CORP |
|
COM |
|
31,144 |
|
|
|
993,494 |
|
|
|
INTERMEC INC |
|
COM |
|
55,600 |
|
|
|
1,879,280 |
|
|
|
INTERMUNE INC |
|
COM |
|
30,400 |
|
|
|
510,720 |
|
|
|
INTERNATIONAL BANCSHARES CORP |
|
COM |
|
47,498 |
|
|
|
1,394,541 |
|
|
|
INTERNATIONAL DISPLAYWORKS INC |
|
COM |
|
4,215 |
|
|
|
25,037 |
|
|
|
INTERNATIONAL RECTIFIER CORP |
|
COM |
|
72,800 |
|
|
|
2,322,320 |
|
|
|
INTERNATIONAL SECS EXCHANGE |
|
CL A |
|
14,030 |
|
|
|
386,106 |
|
|
|
INTERNATIONAL SPEEDWAY CORP |
|
CL A |
|
34,100 |
|
|
|
1,633,390 |
|
|
|
INTERNET CAP GROUP INC |
|
COM |
|
38,700 |
|
|
|
318,114 |
|
|
|
INTERNET SEC SYS INC |
|
COM |
|
46,600 |
|
|
|
976,270 |
|
|
|
INTERPOOL INC |
|
COM |
|
10,600 |
|
|
|
200,128 |
|
|
|
INTERSIL CORP |
|
CL A |
|
161,848 |
|
|
|
4,026,778 |
|
|
|
INTERVIDEO INC |
|
COM |
|
1,300 |
|
|
|
13,715 |
|
|
|
INTERVOICE BRITE INC |
|
COM |
|
42,400 |
|
|
|
337,504 |
|
|
|
INTERWOVEN INC |
|
COM |
|
52,024 |
|
|
|
440,643 |
|
|
|
INTEVAC INC |
|
COM |
|
9,900 |
|
|
|
130,680 |
|
|
|
INTRADO INC |
|
COM |
|
17,200 |
|
|
|
395,944 |
|
|
|
INTRALASE CORP |
|
COM |
|
10,000 |
|
|
|
178,300 |
|
|
|
INTUITIVE SURGICAL INC |
|
COM |
|
36,500 |
|
|
|
4,280,355 |
|
|
|
INVACARE CORP |
|
COM |
|
34,200 |
|
|
|
1,076,958 |
|
|
|
INVERNESS MED INNOVATIONS INC |
|
COM |
|
14,600 |
|
|
|
346,166 |
|
|
|
INVESTMENT TECHNOLOGY GROUP |
|
COM |
|
37,000 |
|
|
|
1,311,280 |
|
|
|
INVESTORS BANCORP INC |
|
COM |
|
15,900 |
|
|
|
175,377 |
|
|
|
INVESTORS FINL SERVICES CORP |
|
COM |
|
65,500 |
|
|
|
2,412,365 |
|
|
|
INVESTORS REAL ESTATE TR |
|
SH BEN INT |
|
47,300 |
|
|
|
436,579 |
|
|
|
INVITROGEN CORP |
|
COM |
|
48,450 |
|
|
|
3,228,708 |
|
|
|
IONATRON INC |
|
COM |
|
30,975 |
|
|
|
313,157 |
|
54
|
|
IOWA TELECOMMUNICATION SVCS |
|
COM |
|
19,600 |
|
|
|
303,604 |
|
|
|
IPASS INC |
|
COM |
|
46,600 |
|
|
|
305,696 |
|
|
|
IPAYMENT INC |
|
COM |
|
11,534 |
|
|
|
478,892 |
|
|
|
IRIS INTL INC |
|
COM |
|
20,665 |
|
|
|
451,737 |
|
|
|
IRON MTN INC PA |
|
COM |
|
112,902 |
|
|
|
4,766,722 |
|
|
|
IRWIN FINL CORP |
|
COM |
|
19,500 |
|
|
|
417,690 |
|
|
|
ISIS PHARMACEUTICALS |
|
COM |
|
53,300 |
|
|
|
279,292 |
|
|
|
ISLE CAPRI CASINOS INC |
|
COM |
|
15,800 |
|
|
|
384,888 |
|
|
|
ISTA PHARMACEUTICALS INC |
|
COM |
|
4,000 |
|
|
|
25,440 |
|
|
|
ISTAR FINL INC |
|
COM |
|
117,518 |
|
|
|
4,189,517 |
|
|
|
ITC HLDGS CORP |
|
COM |
|
11,600 |
|
|
|
325,844 |
|
|
|
ITLA CAP CORP |
|
COM |
|
5,900 |
|
|
|
288,215 |
|
|
|
ITRON INC |
|
COM |
|
25,000 |
|
|
|
1,001,000 |
|
|
|
ITT EDL SVCS INC |
|
COM |
|
46,700 |
|
|
|
2,760,437 |
|
|
|
IVAX CORP |
|
COM |
|
210,266 |
|
|
|
6,587,634 |
|
|
|
IVILLAGE INC |
|
COM |
|
50,193 |
|
|
|
402,548 |
|
|
|
IXIA |
|
COM |
|
28,800 |
|
|
|
425,664 |
|
|
|
IXYS CORP DEL |
|
COM |
|
21,800 |
|
|
|
254,842 |
|
|
|
J + J SNACK FOODS CORP |
|
COM |
|
7,400 |
|
|
|
439,634 |
|
|
|
J JILL GROUP INC |
|
COM |
|
21,400 |
|
|
|
407,242 |
|
|
|
J2 GLOBAL COMMUNICATIONS |
|
COM |
|
23,400 |
|
|
|
1,000,116 |
|
|
|
JACK IN THE BOX INC |
|
COM |
|
38,000 |
|
|
|
1,327,340 |
|
|
|
JACKSON HEWITT TAX SVC INC |
|
COM |
|
41,600 |
|
|
|
1,152,736 |
|
|
|
JACOBS ENGR GROUP INC |
|
COM |
|
59,100 |
|
|
|
4,011,117 |
|
|
|
JACUZZI BRANDS INC |
|
COM |
|
93,300 |
|
|
|
783,720 |
|
|
|
JAKKS PAC INC |
|
COM |
|
29,500 |
|
|
|
617,730 |
|
|
|
JAMDAT MOBILE INC |
|
COM |
|
9,800 |
|
|
|
260,484 |
|
|
|
JAMES RIV COAL CO |
|
COM |
|
10,335 |
|
|
|
394,797 |
|
|
|
JARDEN CORP |
|
COM |
|
72,275 |
|
|
|
2,179,091 |
|
|
|
JDA SOFTWARE GROUP INC |
|
COM |
|
35,200 |
|
|
|
598,752 |
|
|
|
JEFFRIES GROUP INC NEW |
|
COM |
|
54,800 |
|
|
|
2,464,904 |
|
|
|
JER INVS TR INC |
|
COM |
|
12,400 |
|
|
|
210,180 |
|
|
|
JETBLUE AWYS CORP |
|
COM |
|
150,450 |
|
|
|
2,313,921 |
|
|
|
JLG INDS INC |
|
COM |
|
54,700 |
|
|
|
2,497,602 |
|
|
|
JO ANN STORES INC |
|
COM |
|
20,400 |
|
|
|
240,720 |
|
|
|
JONES LANG LASALLE INC |
|
COM |
|
35,100 |
|
|
|
1,767,285 |
|
|
|
JORGENSEN EARLE M CO |
|
COM |
|
3,600 |
|
|
|
33,228 |
|
55
|
|
JOS A BANK CLOTHIERS INC |
|
COM |
|
14,537 |
|
|
|
631,051 |
|
|
|
JOURNAL COMMUNICATIONS INC |
|
CL A |
|
21,100 |
|
|
|
294,345 |
|
|
|
JOURNAL REGISTER CO |
|
COM |
|
41,400 |
|
|
|
618,930 |
|
|
|
JOY GLOBAL INC |
|
COM |
|
124,275 |
|
|
|
4,971,000 |
|
|
|
JUNIPER NETWORKS INC |
|
COM |
|
567,612 |
|
|
|
12,657,748 |
|
|
|
JUPITERMEDIA CORP |
|
COM |
|
25,090 |
|
|
|
370,830 |
|
|
|
K SWISS INC |
|
CL A |
|
28,700 |
|
|
|
931,028 |
|
|
|
K V PHARMACEUTICAL COMPANY |
|
CL A |
|
40,650 |
|
|
|
837,390 |
|
|
|
K+ F INDS HLDGS INC |
|
COM |
|
11,700 |
|
|
|
179,712 |
|
|
|
K2 INC |
|
COM |
|
57,900 |
|
|
|
585,369 |
|
|
|
KADANT INC |
|
COM |
|
14,644 |
|
|
|
270,914 |
|
|
|
KAMAN CORP |
|
COM |
|
26,400 |
|
|
|
519,816 |
|
|
|
KANBAY INTL INC |
|
COM |
|
22,396 |
|
|
|
355,872 |
|
|
|
KANSAS CITY LIFE INS CO |
|
COM |
|
2,600 |
|
|
|
130,208 |
|
|
|
KANSAS CITY SOUTHERN |
|
COM |
|
84,550 |
|
|
|
2,065,557 |
|
|
|
KAYDON CORP |
|
COM |
|
30,400 |
|
|
|
977,056 |
|
|
|
KCS ENERGY INC |
|
COM |
|
55,800 |
|
|
|
1,351,476 |
|
|
|
KEANE INC |
|
COM |
|
55,700 |
|
|
|
613,257 |
|
|
|
KEARNY FINL CORP |
|
COM |
|
13,000 |
|
|
|
158,600 |
|
|
|
KEITHLEY INSTRS INC |
|
COM |
|
11,800 |
|
|
|
164,964 |
|
|
|
KELLWOOD CO |
|
COM |
|
29,200 |
|
|
|
697,296 |
|
|
|
KELLY SVCS INC |
|
CL A |
|
19,800 |
|
|
|
519,156 |
|
|
|
KEMET CORP |
|
COM |
|
100,900 |
|
|
|
713,363 |
|
|
|
KENNAMETAL INC |
|
COM |
|
40,950 |
|
|
|
2,090,088 |
|
|
|
KENSEY NASH CORP |
|
COM |
|
9,600 |
|
|
|
211,488 |
|
|
|
KERYX BIOPHARMACEUTICALS INC |
|
COM |
|
20,955 |
|
|
|
306,781 |
|
|
|
KEYNOTE SYS INC |
|
COM |
|
18,600 |
|
|
|
239,010 |
|
|
|
KEYSTONE AUTOMOTIVE INDS INC |
|
COM |
|
15,900 |
|
|
|
500,532 |
|
|
|
KFORCE INC |
|
COM |
|
28,600 |
|
|
|
319,176 |
|
|
|
KFX INC |
|
COM |
|
60,000 |
|
|
|
1,026,600 |
|
|
|
KILROY RLTY CORP |
|
COM |
|
32,400 |
|
|
|
2,005,560 |
|
|
|
KIMBALL INTL INC |
|
CL B |
|
24,700 |
|
|
|
262,561 |
|
|
|
KIMCO RLTY CORP |
|
COM |
|
207,690 |
|
|
|
6,662,695 |
|
|
|
KINDRED HEALTHCARE INC |
|
COM |
|
28,400 |
|
|
|
731,584 |
|
|
|
KINETIC CONCEPTS INC |
|
COM |
|
47,700 |
|
|
|
1,896,552 |
|
|
|
KIRBY CORP |
|
COM |
|
22,900 |
|
|
|
1,194,693 |
|
|
|
KITE RLTY GROUP TR |
|
COM |
|
19,000 |
|
|
|
293,930 |
|
56
|
|
KKR FINL CORP |
|
COM |
|
35,100 |
|
|
|
842,049 |
|
|
|
KMG AMER CORP |
|
COM |
|
24,200 |
|
|
|
222,156 |
|
|
|
KNBT BANCORP INC |
|
COM |
|
32,400 |
|
|
|
527,796 |
|
|
|
KNIGHT CAP GROUP INCbcf |
|
COM |
|
126,900 |
|
|
|
1,255,041 |
|
|
|
KNIGHT TRANSN INC |
|
COM |
|
58,088 |
|
|
|
1,204,154 |
|
|
|
KNOLL INC |
|
COM |
|
8,600 |
|
|
|
147,146 |
|
|
|
KOMAG INC |
|
COM |
|
31,600 |
|
|
|
1,095,256 |
|
|
|
KOPIN CORP |
|
COM |
|
79,550 |
|
|
|
425,593 |
|
|
|
KORN / FERRY INTL |
|
COM |
|
36,200 |
|
|
|
676,578 |
|
|
|
KOS PHARMACEUTICALSINC |
|
COM |
|
13,800 |
|
|
|
713,874 |
|
|
|
KRAFT FOODS INC |
|
CL A |
|
260,060 |
|
|
|
7,318,088 |
|
|
|
KRISPY KREME DOUGHNUTS INC |
|
COM |
|
60,000 |
|
|
|
344,400 |
|
|
|
KRONOS INC |
|
COM |
|
33,100 |
|
|
|
1,385,566 |
|
|
|
KRONOS WORLDWIDE INC |
|
COM |
|
4,974 |
|
|
|
144,296 |
|
|
|
KULICKE + SOFFA INDS INC |
|
COM |
|
61,000 |
|
|
|
539,240 |
|
|
|
KYPHON INC |
|
COM |
|
30,799 |
|
|
|
1,257,523 |
|
|
|
LA BARGE INC |
|
COM |
|
12,805 |
|
|
|
184,008 |
|
|
|
LA QUINTA CORP |
|
CL B |
|
216,200 |
|
|
|
2,408,468 |
|
|
|
LA Z BOY INC |
|
COM |
|
56,900 |
|
|
|
771,564 |
|
|
|
LABOR READY INC |
|
COM |
|
57,150 |
|
|
|
1,189,863 |
|
|
|
LABRANCHE + CO INC |
|
COM |
|
62,500 |
|
|
|
631,875 |
|
|
|
LACLEDE GROUP INC |
|
COM |
|
23,100 |
|
|
|
674,751 |
|
|
|
LAFARGE NORTH AMERICA INC |
|
COM |
|
35,900 |
|
|
|
1,975,218 |
|
|
|
LAIDLAW INTL INC |
|
COM |
|
98,100 |
|
|
|
2,278,863 |
|
|
|
LAKELAND BANCORP INC |
|
COM |
|
15,193 |
|
|
|
223,337 |
|
|
|
LAKELAND FINANCIAL CORP |
|
COM |
|
6,600 |
|
|
|
266,508 |
|
|
|
LAM RESH CORP |
|
COM |
|
145,700 |
|
|
|
5,198,576 |
|
|
|
LAMAR ADVERTISING CO |
|
CL A |
|
89,400 |
|
|
|
4,124,916 |
|
|
|
LANCASTER COLONY CORP |
|
COM |
|
29,550 |
|
|
|
1,094,828 |
|
|
|
LANCE INC |
|
COM |
|
35,800 |
|
|
|
666,954 |
|
|
|
LANDAMERICA FINL GROUP INC |
|
COM |
|
21,300 |
|
|
|
1,329,120 |
|
|
|
LANDAUER INC |
|
COM |
|
10,500 |
|
|
|
483,945 |
|
|
|
LANDRYS RESTAURANTS INC |
|
COM |
|
20,600 |
|
|
|
550,226 |
|
|
|
LANDSTAR SYS INC |
|
COM |
|
66,700 |
|
|
|
2,784,058 |
|
|
|
LAS VEGAS SANDS CORP |
|
COM |
|
26,200 |
|
|
|
1,034,114 |
|
|
|
LASALLE HOTEL PPTYS |
|
COM
SH |
|
32,000 |
|
|
|
1,175,040 |
|
|
|
LASERSCOPE |
|
COM |
|
23,200 |
|
|
|
521,072 |
|
57
|
|
LATTICE SEMICONDUCTOR CORP |
|
COM |
|
124,900 |
|
|
|
539,568 |
|
|
|
LAUDER ESTEE COS INC |
|
CL A |
|
142,100 |
|
|
|
4,757,508 |
|
|
|
LAUREATE ED INC |
|
COM |
|
51,500 |
|
|
|
2,704,265 |
|
|
|
LAWSON PRODS INC |
|
COM |
|
5,300 |
|
|
|
200,022 |
|
|
|
LAWSON SOFTWARE INC |
|
COM |
|
56,100 |
|
|
|
412,335 |
|
|
|
LAYNE CHRISTENSEN CO |
|
COM |
|
12,200 |
|
|
|
310,246 |
|
|
|
LCA VISION INC |
|
COM |
|
22,050 |
|
|
|
1,047,596 |
|
|
|
LEAPFROG ENTERPRISES INC |
|
COM |
|
22,300 |
|
|
|
259,795 |
|
|
|
LEAR CORP |
|
COM |
|
66,200 |
|
|
|
1,884,052 |
|
|
|
LEARNING TREE INTL INC |
|
COM |
|
10,100 |
|
|
|
129,583 |
|
|
|
LECG CORP |
|
COM |
|
14,015 |
|
|
|
243,581 |
|
|
|
LECROY CORP |
|
COM |
|
4,500 |
|
|
|
68,805 |
|
|
|
LEE ENTERPRISES INC |
|
COM |
|
47,650 |
|
|
|
1,758,762 |
|
|
|
LEGG MASON INC |
|
COM |
|
118,800 |
|
|
|
14,219,172 |
|
|
|
LENNOX INTL INC |
|
COM |
|
53,600 |
|
|
|
1,511,520 |
|
|
|
LEUCADIA NATL CORP |
|
COM |
|
84,279 |
|
|
|
3,999,881 |
|
|
|
LEVEL 3 COMMUNICATIONS INC |
|
COM |
|
750,130 |
|
|
|
2,152,873 |
|
|
|
LEVITT CORP FLA |
|
CL A |
|
17,825 |
|
|
|
405,341 |
|
|
|
LEXAR MEDIA INC |
|
COM |
|
73,700 |
|
|
|
605,077 |
|
|
|
LEXICON GENETICS INC |
|
COM |
|
63,937 |
|
|
|
233,370 |
|
|
|
LEXINGTON CORPORATE PPTY TR |
|
COM |
|
56,200 |
|
|
|
1,197,060 |
|
|
|
LIBBEY INC |
|
COM |
|
15,600 |
|
|
|
159,432 |
|
|
|
LIBERTY CORP S C |
|
COM |
|
17,900 |
|
|
|
837,899 |
|
|
|
LIBERTY GLOBAL INC |
|
COM SER C |
|
243,490 |
|
|
|
5,161,988 |
|
|
|
LIBERTY GLOBAL INC |
|
COM SER A |
|
247,390 |
|
|
|
5,566,275 |
|
|
|
LIBERTY MEDIA CORP |
|
COM SER A |
|
2,893,453 |
|
|
|
22,771,475 |
|
|
|
LIBERTY PROPERTY |
|
SH BEN INT |
|
91,600 |
|
|
|
3,925,060 |
|
|
|
LIFE TIME FITNESS INC |
|
COM |
|
21,600 |
|
|
|
822,744 |
|
|
|
LIFECELL CORP |
|
COM |
|
36,300 |
|
|
|
692,241 |
|
|
|
LIFELINE SYS INC |
|
COM |
|
12,900 |
|
|
|
471,624 |
|
|
|
LIFEPOINT HOSPS INC |
|
COM |
|
58,670 |
|
|
|
2,200,125 |
|
|
|
LIFETIME BRANDS INC |
|
COM |
|
10,600 |
|
|
|
219,102 |
|
|
|
LIN TV CORP |
|
CL A |
|
32,600 |
|
|
|
363,164 |
|
|
|
LINCARE HLDGS INC |
|
COM |
|
97,400 |
|
|
|
4,082,034 |
|
|
|
LINCOLN ELEC HLDGS INC |
|
COM |
|
37,450 |
|
|
|
1,485,267 |
|
|
|
LINDSAY MFG CO |
|
COM |
|
13,700 |
|
|
|
263,451 |
|
|
|
LINENS N THINGS INC |
|
COM |
|
49,300 |
|
|
|
1,311,380 |
|
58
|
|
LIONBRIDGE TECHNOLOGIES INC |
|
COM |
|
38,000 |
|
|
|
266,760 |
|
|
|
LITHIA MTRS INC |
|
CL A |
|
15,600 |
|
|
|
490,464 |
|
|
|
LITTELFUSE INC |
|
COM |
|
23,900 |
|
|
|
651,275 |
|
|
|
LKQ CORP |
|
COM |
|
12,413 |
|
|
|
429,738 |
|
|
|
LO JACK CORP |
|
COM |
|
20,105 |
|
|
|
485,134 |
|
|
|
LODGENET ENTMT CORP |
|
COM |
|
12,300 |
|
|
|
171,462 |
|
|
|
LODGIAN INC |
|
COM |
|
13,685 |
|
|
|
146,840 |
|
|
|
LOEWS CORP |
|
COM |
|
70,700 |
|
|
|
3,110,093 |
|
|
|
LONE STAR STEAKHOUSE + SALOON |
|
COM |
|
17,400 |
|
|
|
413,076 |
|
|
|
LONE STAR TECHNOLOGIES INC |
|
COM |
|
32,700 |
|
|
|
1,689,282 |
|
|
|
LONGS DRUG STORES CORP |
|
COM |
|
32,700 |
|
|
|
1,189,953 |
|
|
|
LONGVIEW FIBRE CO WASHINGTON |
|
COM |
|
54,900 |
|
|
|
1,142,469 |
|
|
|
LSI INDS INC |
|
COM |
|
21,987 |
|
|
|
344,316 |
|
|
|
LTC PROPERTIES |
|
COM |
|
27,000 |
|
|
|
567,810 |
|
|
|
LTX CORP |
|
COM |
|
71,900 |
|
|
|
323,550 |
|
|
|
LUBRIZOL CORP |
|
COM |
|
71,800 |
|
|
|
3,118,274 |
|
|
|
LUBYS CAFETERIAS INC |
|
COM |
|
29,000 |
|
|
|
385,700 |
|
|
|
LUFKIN INDS INC |
|
COM |
|
14,800 |
|
|
|
738,076 |
|
|
|
LUMINENT MTG CAP INC |
|
COM |
|
38,600 |
|
|
|
289,886 |
|
|
|
LUMINEX CORP DEL |
|
COM |
|
23,700 |
|
|
|
275,394 |
|
|
|
LYON WILLIAM HOMES |
|
COM |
|
1,800 |
|
|
|
181,620 |
|
|
|
LYONDELL CHEMICAL CO |
|
COM |
|
207,660 |
|
|
|
4,946,461 |
|
|
|
M + F WORLDWIDE CORP |
|
COM |
|
11,500 |
|
|
|
187,680 |
|
|
|
M.D.C. HOLDINGS INC |
|
COM |
|
33,865 |
|
|
|
2,098,953 |
|
|
|
M/I HOMES INC |
|
COM |
|
13,200 |
|
|
|
536,184 |
|
|
|
MACATAWA BK CORP |
|
COM |
|
11,283 |
|
|
|
410,476 |
|
|
|
MACDERMID INC |
|
COM |
|
34,500 |
|
|
|
962,550 |
|
|
|
MACERICH CO |
|
COM |
|
60,900 |
|
|
|
4,088,826 |
|
|
|
MACK CA RLTY CORP |
|
COM |
|
66,250 |
|
|
|
2,862,000 |
|
|
|
MACROVISION CORP |
|
COM |
|
51,600 |
|
|
|
863,268 |
|
|
|
MADDEN STEVEN LTD |
|
COM |
|
10,800 |
|
|
|
315,684 |
|
|
|
MAF BANCORP INC |
|
COM |
|
35,415 |
|
|
|
1,465,473 |
|
|
|
MAGELLAN HEALTH SVCS INC |
|
COM |
|
29,200 |
|
|
|
918,340 |
|
|
|
MAGMA DESIGN AUTOMATION INC |
|
COM |
|
27,100 |
|
|
|
227,911 |
|
|
|
MAGNA ENTMT CORP |
|
CL A |
|
49,700 |
|
|
|
354,858 |
|
|
|
MAGUIRE PPTYS INC |
|
COM |
|
36,800 |
|
|
|
1,137,120 |
|
|
|
MAIN STR BKS INC NEW |
|
COM |
|
17,400 |
|
|
|
473,802 |
|
59
|
|
MAINSOURCE FINL GROUP INC |
|
COM |
|
14,459 |
|
|
|
258,093 |
|
|
|
MAIR HLDGS INC |
|
COM |
|
20,800 |
|
|
|
97,968 |
|
|
|
MANHATTAN ASSOCS INC |
|
COM |
|
33,800 |
|
|
|
692,224 |
|
|
|
MANITOWOC INC |
|
COM |
|
32,900 |
|
|
|
1,652,238 |
|
|
|
MANNATECH INC |
|
COM |
|
8,200 |
|
|
|
113,242 |
|
|
|
MANNKIND CORP |
|
COM |
|
14,400 |
|
|
|
162,144 |
|
|
|
MANPOWER INC WIS |
|
COM |
|
95,333 |
|
|
|
4,432,985 |
|
|
|
MANTECH INTL CORP |
|
CL A |
|
16,600 |
|
|
|
462,476 |
|
|
|
MAPINFO CORP |
|
COM |
|
13,845 |
|
|
|
174,585 |
|
|
|
MARCHEX INC |
|
CL B |
|
16,200 |
|
|
|
364,338 |
|
|
|
MARCUS CORP |
|
COM |
|
25,200 |
|
|
|
592,200 |
|
|
|
MARINE PRODS CORP |
|
COM |
|
10,425 |
|
|
|
109,358 |
|
|
|
MARINEMAX INC |
|
COM |
|
10,200 |
|
|
|
322,014 |
|
|
|
MARITRANS INC |
|
COM |
|
11,230 |
|
|
|
292,205 |
|
|
|
MARKEL CORP |
|
COM |
|
10,100 |
|
|
|
3,202,205 |
|
|
|
MARKETAXESS HLDGS INC |
|
COM |
|
18,100 |
|
|
|
206,883 |
|
|
|
MARLIN BUSINESS SVCS CORP |
|
COM |
|
3,500 |
|
|
|
83,615 |
|
|
|
MARSHALL EDWARDS INC |
|
COM |
|
5,100 |
|
|
|
31,875 |
|
|
|
MARTEK BIOSCIENCES CORP |
|
COM |
|
35,200 |
|
|
|
866,272 |
|
|
|
MARTEN TRANS LTD |
|
COM |
|
15,300 |
|
|
|
278,766 |
|
|
|
MARTHA STEWART LIVING INC |
|
CL A |
|
25,100 |
|
|
|
437,493 |
|
|
|
MARTIN MARIETTA MATLS INC |
|
COM |
|
47,400 |
|
|
|
3,636,528 |
|
|
|
MARVEL ENTMT INC |
|
COM |
|
78,050 |
|
|
|
1,278,459 |
|
|
|
MASSEY ENERGY CORP |
|
COM |
|
81,900 |
|
|
|
3,101,553 |
|
|
|
MASTEC INC |
|
COM |
|
22,100 |
|
|
|
231,387 |
|
|
|
MATRIA HEALTHCARE INC |
|
COM |
|
16,649 |
|
|
|
645,315 |
|
|
|
MATRIXONE INC |
|
COM |
|
53,800 |
|
|
|
268,462 |
|
|
|
MATTHEWS INTL CORP |
|
CL A |
|
35,500 |
|
|
|
1,292,555 |
|
|
|
MATTSON TECHNOLOGY INC |
|
COM |
|
37,500 |
|
|
|
377,250 |
|
|
|
MAUI LD + PINEAPPLE INC |
|
COM |
|
5,100 |
|
|
|
173,043 |
|
|
|
MAVERICK TUBE CORP |
|
COM |
|
48,200 |
|
|
|
1,921,252 |
|
|
|
MAXIMUS INC |
|
COM |
|
19,500 |
|
|
|
715,455 |
|
|
|
MAXTOR CORP |
|
COM |
|
248,016 |
|
|
|
1,721,231 |
|
|
|
MAXYGEN INC |
|
COM |
|
28,500 |
|
|
|
214,035 |
|
|
|
MB FINL INC |
|
COM |
|
20,700 |
|
|
|
732,780 |
|
|
|
MBT FINL CORP |
|
COM |
|
16,876 |
|
|
|
273,391 |
|
|
|
MCAFEE INC |
|
COM |
|
167,955 |
|
|
|
4,556,619 |
|
60
|
|
MCCLATCHY CO |
|
CL A |
|
21,300 |
|
|
|
1,258,830 |
|
|
|
MCCORMICK + SCHMICKS SEAFOOD |
|
COM |
|
4,700 |
|
|
|
106,267 |
|
|
|
MCDATA CORPORATION |
|
CL A |
|
125,800 |
|
|
|
478,040 |
|
|
|
MCG CAP CORP |
|
COM |
|
55,500 |
|
|
|
809,745 |
|
|
|
MCGRATH RENTCORP |
|
COM |
|
24,448 |
|
|
|
679,654 |
|
|
|
MCI INC |
|
COM |
|
292,885 |
|
|
|
5,778,621 |
|
|
|
MCMORAN EXPLORATION CO |
|
COM |
|
14,800 |
|
|
|
292,596 |
|
|
|
MDU RES GROUP INC |
|
COM |
|
125,350 |
|
|
|
4,103,959 |
|
|
|
MEASUREMENT SPECIALTIES INC |
|
COM |
|
14,700 |
|
|
|
357,945 |
|
|
|
MEDAREX INC |
|
COM |
|
117,900 |
|
|
|
1,632,915 |
|
|
|
MEDCATH CORP |
|
COM |
|
2,400 |
|
|
|
44,520 |
|
|
|
MEDIA GEN INC |
|
CL A |
|
22,400 |
|
|
|
1,135,680 |
|
|
|
MEDIACOM COMMUNICATIONS CORP |
|
CL A |
|
65,000 |
|
|
|
356,850 |
|
|
|
MEDICINES CO |
|
COM |
|
51,400 |
|
|
|
896,930 |
|
|
|
MEDICIS PHARMACEUTICAL CORP |
|
CL A |
|
57,800 |
|
|
|
1,852,490 |
|
|
|
MEDIS TECHNOLOGIES LTD |
|
COM |
|
12,160 |
|
|
|
178,874 |
|
|
|
MEMC ELECTR MATLS INC |
|
COM |
|
145,900 |
|
|
|
3,234,603 |
|
|
|
MENS WEARHOUSE INC |
|
COM |
|
49,200 |
|
|
|
1,448,448 |
|
|
|
MENTOR CORP MINN |
|
COM |
|
34,400 |
|
|
|
1,585,152 |
|
|
|
MENTOR GRAPHICS CORP |
|
COM |
|
83,100 |
|
|
|
859,254 |
|
|
|
MERCANTILE BANKCORP |
|
COM |
|
9,219 |
|
|
|
354,932 |
|
|
|
MERCANTILE BANKSHARES CORP |
|
COM |
|
82,596 |
|
|
|
4,661,718 |
|
|
|
MERCER INTL INC |
|
SH BEN INT |
|
34,530 |
|
|
|
271,406 |
|
|
|
MERCURY COMPUTER SYS INC |
|
COM |
|
27,400 |
|
|
|
565,262 |
|
|
|
MERCURY GEN CORP |
|
COM |
|
30,200 |
|
|
|
1,758,244 |
|
|
|
MERGE TECHNOLOGIES INC |
|
COM |
|
19,443 |
|
|
|
486,853 |
|
|
|
MERIDIAN BIOSCIENCE INC |
|
COM |
|
22,312 |
|
|
|
449,364 |
|
|
|
MERIDIAN RESOURCE CORP |
|
COM |
|
103,300 |
|
|
|
433,860 |
|
|
|
MERISTAR HOSPITALITY CORP |
|
COM |
|
79,100 |
|
|
|
743,540 |
|
|
|
MERIT MED SYS INC |
|
COM |
|
27,476 |
|
|
|
333,559 |
|
|
|
MERITAGE HOME CORP |
|
COM |
|
24,300 |
|
|
|
1,528,956 |
|
|
|
MESA AIR GROUP INC |
|
COM |
|
33,200 |
|
|
|
347,272 |
|
|
|
MESTEK INC |
|
COM |
|
10,600 |
|
|
|
138,860 |
|
|
|
METAL MGMT INC |
|
COM |
|
16,900 |
|
|
|
393,094 |
|
|
|
METHODE ELECTRS INC |
|
COM |
|
38,060 |
|
|
|
379,458 |
|
|
|
METROLOGIC INSTRS INC |
|
COM |
|
9,600 |
|
|
|
184,896 |
|
|
|
METTLER TOLEDO INTL INC |
|
COM |
|
41,800 |
|
|
|
2,307,360 |
|
61
|
|
MFA MTG INVTS INC |
|
COM |
|
100,200 |
|
|
|
571,140 |
|
|
|
MGE ENERGY INC |
|
COM |
|
21,700 |
|
|
|
735,847 |
|
|
|
MGI PHARMA INC |
|
COM |
|
84,100 |
|
|
|
1,443,156 |
|
|
|
MGM MIRAGEINC |
|
COM |
|
124,900 |
|
|
|
4,580,083 |
|
|
|
MICHAELS STORES INC |
|
COM |
|
143,600 |
|
|
|
5,079,132 |
|
|
|
MICREL INC |
|
COM |
|
70,200 |
|
|
|
814,320 |
|
|
|
MICRO THERAPEUTICS INC NEW |
|
COM |
|
11,200 |
|
|
|
77,616 |
|
|
|
MICROCHIP TECHNOLOGY INC |
|
COM |
|
219,102 |
|
|
|
7,044,129 |
|
|
|
MICROMUSE INC |
|
COM |
|
68,700 |
|
|
|
679,443 |
|
|
|
MICROS SYS INC |
|
COM |
|
41,200 |
|
|
|
1,990,784 |
|
|
|
MICROSEMI CORP |
|
COM |
|
66,600 |
|
|
|
1,842,156 |
|
|
|
MICROSTRATEGY INC |
|
COM |
|
14,700 |
|
|
|
1,216,278 |
|
|
|
MICROTUNE INC DEL |
|
COM |
|
60,963 |
|
|
|
254,216 |
|
|
|
MID AMER APT CMNTYS INC |
|
COM |
|
21,112 |
|
|
|
1,023,932 |
|
|
|
MID STATE BANCSHARES |
|
COM |
|
29,000 |
|
|
|
775,750 |
|
|
|
MIDAS INC |
|
COM |
|
17,500 |
|
|
|
321,300 |
|
|
|
MIDDLEBY CORP |
|
COM |
|
4,800 |
|
|
|
415,200 |
|
|
|
MIDDLESEX WTR CO |
|
COM |
|
13,099 |
|
|
|
227,137 |
|
|
|
MIDLAND CO |
|
COM |
|
12,400 |
|
|
|
446,896 |
|
|
|
MIDWAY GAMES INC |
|
COM |
|
22,410 |
|
|
|
425,118 |
|
|
|
MIDWEST BANC HLDGS INC |
|
COM |
|
14,800 |
|
|
|
329,300 |
|
|
|
MIKOHN GAMING CORP |
|
COM |
|
24,785 |
|
|
|
244,628 |
|
|
|
MILLENNIUM PHARMACEUTICALS |
|
COM |
|
333,317 |
|
|
|
3,233,175 |
|
|
|
MILLER HERMAN INC |
|
COM |
|
72,700 |
|
|
|
2,049,413 |
|
|
|
MILLS CORP |
|
COM |
|
59,255 |
|
|
|
2,485,155 |
|
|
|
MINE SAFETY APPLIANCES CO |
|
COM |
|
32,200 |
|
|
|
1,165,962 |
|
|
|
MINERALS TECHNOLOGIES INC |
|
COM |
|
21,000 |
|
|
|
1,173,690 |
|
|
|
MIPS TECHNOLOGIES INC COM |
|
COM |
|
54,046 |
|
|
|
306,981 |
|
|
|
MKS INSTRS INC |
|
COM |
|
34,870 |
|
|
|
623,824 |
|
|
|
MOBILE MINI INC |
|
COM |
|
16,700 |
|
|
|
791,580 |
|
|
|
MOBILITY ELECTRONICS INC |
|
COM |
|
35,071 |
|
|
|
338,786 |
|
|
|
MODINE MFG CO |
|
COM |
|
37,100 |
|
|
|
1,209,089 |
|
|
|
MOHAWK INDS INC |
|
COM |
|
54,372 |
|
|
|
4,729,277 |
|
|
|
MOLECULAR DEVICES CORP |
|
COM |
|
16,100 |
|
|
|
465,773 |
|
|
|
MOLINA HEALTHCARE INC |
|
COM |
|
13,300 |
|
|
|
354,312 |
|
|
|
MOMENTA PHARMACEUTICALS INC |
|
COM |
|
9,700 |
|
|
|
213,788 |
|
|
|
MONACO COACH CORP |
|
COM |
|
30,175 |
|
|
|
401,328 |
|
62
|
|
MONARCH CASINO + RESORT INC |
|
COM |
|
10,800 |
|
|
|
244,080 |
|
|
|
MONEYGRAM INTL INC |
|
COM |
|
83,700 |
|
|
|
2,182,896 |
|
|
|
MONOGRAM BIOSCIENCES INC |
|
COM |
|
100,935 |
|
|
|
188,748 |
|
|
|
MONOLITHIC PWR SYS INC |
|
COM |
|
19,300 |
|
|
|
289,307 |
|
|
|
MONRO MUFFLER BRAKE INC |
|
COM |
|
11,550 |
|
|
|
350,196 |
|
|
|
MOOG INC |
|
CL A |
|
36,175 |
|
|
|
1,026,647 |
|
|
|
MORNINGSTAR INC |
|
COM |
|
10,400 |
|
|
|
360,256 |
|
|
|
MORTGAGEIT HLDGS INC |
|
COM |
|
19,700 |
|
|
|
269,102 |
|
|
|
MOSAIC CO |
|
COM |
|
134,800 |
|
|
|
1,972,124 |
|
|
|
MOVADO GROUP INC |
|
COM |
|
18,600 |
|
|
|
340,380 |
|
|
|
MOVIE GALLERY INC |
|
COM |
|
24,950 |
|
|
|
139,970 |
|
|
|
MPS GROUP INC |
|
COM |
|
117,300 |
|
|
|
1,603,491 |
|
|
|
MRO SOFTWARE INC |
|
COM |
|
23,200 |
|
|
|
325,728 |
|
|
|
MRV COMMUNICATIONS INC |
|
COM |
|
130,250 |
|
|
|
267,013 |
|
|
|
MSC INDL DIRECT INC |
|
CL A |
|
44,700 |
|
|
|
1,797,834 |
|
|
|
MTC TECHNOLOGIES INC |
|
COM |
|
6,300 |
|
|
|
172,494 |
|
|
|
MTR GAMING GROUP INC |
|
COM |
|
26,900 |
|
|
|
280,029 |
|
|
|
MTS SYS CORP |
|
COM |
|
20,500 |
|
|
|
710,120 |
|
|
|
MUELLER INDS INC |
|
6% |
|
288,900 |
|
|
|
277,344 |
|
|
|
MUELLER INDS INC |
|
COM |
|
37,600 |
|
|
|
1,030,992 |
|
|
|
MULTI FINELINE ELECTRONIX INC |
|
COM |
|
8,200 |
|
|
|
394,994 |
|
|
|
MULTIMEDIA GAMES INC |
|
COM |
|
29,200 |
|
|
|
270,100 |
|
|
|
MYERS IND INC |
|
COM |
|
27,343 |
|
|
|
398,661 |
|
|
|
MYOGEN INC |
|
COM |
|
22,900 |
|
|
|
690,664 |
|
|
|
MYRIAD GENETICS INC |
|
COM |
|
33,600 |
|
|
|
698,880 |
|
|
|
NABI BIOPHARMACEUTICALS |
|
COM |
|
64,600 |
|
|
|
218,348 |
|
|
|
NACCO INDS INC |
|
CL A |
|
6,170 |
|
|
|
722,816 |
|
|
|
NALCO HLDG CO |
|
COM |
|
80,300 |
|
|
|
1,422,113 |
|
|
|
NANOGEN INC |
|
COM |
|
26,044 |
|
|
|
68,235 |
|
|
|
NARA BANCORP INC |
|
COM |
|
23,400 |
|
|
|
416,052 |
|
|
|
NASB FINL INC |
|
COM |
|
4,400 |
|
|
|
173,184 |
|
|
|
NASDAQ STK MKT INC |
|
COM |
|
41,835 |
|
|
|
1,471,755 |
|
|
|
NASH FINCH CO |
|
COM |
|
16,600 |
|
|
|
422,968 |
|
|
|
NASTECH PHARMACEUTICAL INC |
|
COM |
|
17,538 |
|
|
|
258,159 |
|
|
|
NATIONAL BEVERAGE CORP |
|
COM |
|
9,900 |
|
|
|
96,723 |
|
|
|
NATIONAL FINL PARTNERS CORP |
|
COM |
|
36,500 |
|
|
|
1,918,075 |
|
|
|
NATIONAL FUEL GAS CO N J |
|
COM |
|
86,900 |
|
|
|
2,710,411 |
|
63
|
|
NATIONAL HEALTH INVS INC |
|
COM |
|
26,300 |
|
|
|
682,748 |
|
|
|
NATIONAL HEALTHCARE CORP |
|
COM |
|
8,200 |
|
|
|
306,516 |
|
|
|
NATIONAL INSTRS CORP |
|
COM |
|
57,450 |
|
|
|
1,841,273 |
|
|
|
NATIONAL PENN BANCSHARES INC |
|
COM |
|
47,447 |
|
|
|
903,865 |
|
|
|
NATIONAL PRESTO INDS INC |
|
COM |
|
4,900 |
|
|
|
217,315 |
|
|
|
NATIONAL WESTN LIFE INS CO |
|
CL A |
|
2,400 |
|
|
|
496,584 |
|
|
|
NATIONWIDE FINL SVCS INC |
|
CL A |
|
62,200 |
|
|
|
2,736,800 |
|
|
|
NATIONWIDE HEALTH PPTYS INC |
|
COM |
|
74,000 |
|
|
|
1,583,600 |
|
|
|
NATURES SUNSHINE PRODS INC |
|
COM |
|
10,500 |
|
|
|
189,840 |
|
|
|
NAUTILUS INC |
|
COM |
|
32,387 |
|
|
|
604,341 |
|
|
|
NAVARRE CORP |
|
COM |
|
21,900 |
|
|
|
121,107 |
|
|
|
NAVIGANT CONSULTING CO |
|
COM |
|
53,900 |
|
|
|
1,184,722 |
|
|
|
NAVIGATORS GROUP INC |
|
COM |
|
8,000 |
|
|
|
348,880 |
|
|
|
NAVTEQ CORP |
|
COM |
|
91,400 |
|
|
|
4,009,718 |
|
|
|
NBC CAP CORP |
|
COM |
|
6,266 |
|
|
|
149,068 |
|
|
|
NBT BANCORP INC |
|
COM |
|
37,614 |
|
|
|
812,086 |
|
|
|
NBTY INC |
|
COM |
|
60,800 |
|
|
|
988,000 |
|
|
|
NCI BLDG SYS INC |
|
COM |
|
23,320 |
|
|
|
990,634 |
|
|
|
NCO GROUP INC |
|
COM |
|
23,300 |
|
|
|
394,236 |
|
|
|
NDCHEALTH CORP |
|
COM |
|
39,500 |
|
|
|
759,585 |
|
|
|
NEENAH PAPER INC |
|
COM |
|
19,100 |
|
|
|
534,800 |
|
|
|
NEKTAR THERAPEUTICS |
|
COM |
|
91,700 |
|
|
|
1,509,382 |
|
|
|
NELNET INC |
|
CL A |
|
14,200 |
|
|
|
577,656 |
|
|
|
NELSON THOMAS INC |
|
COM |
|
16,100 |
|
|
|
396,865 |
|
|
|
NEOPHARM INC |
|
COM |
|
19,721 |
|
|
|
212,790 |
|
|
|
NESS TECHNOLOGIES INC |
|
COM |
|
22,300 |
|
|
|
240,171 |
|
|
|
NETBANK INC |
|
COM |
|
57,600 |
|
|
|
413,568 |
|
|
|
NETFLIX COM INC |
|
COM |
|
38,000 |
|
|
|
1,028,280 |
|
|
|
NETGEAR INC |
|
COM |
|
27,700 |
|
|
|
533,225 |
|
|
|
NETIQ |
|
COM |
|
65,316 |
|
|
|
802,734 |
|
|
|
NETLOGIC MICROSYSTEMS INC |
|
COM |
|
11,845 |
|
|
|
322,658 |
|
|
|
NETRATINGS INC |
|
COM |
|
12,800 |
|
|
|
157,824 |
|
|
|
NETSCOUT SYS INC |
|
COM |
|
22,500 |
|
|
|
122,625 |
|
|
|
NEUROCRINE BIOSCIENCES INC |
|
COM |
|
38,200 |
|
|
|
2,396,286 |
|
|
|
NEUROGEN CORP |
|
COM |
|
32,300 |
|
|
|
212,857 |
|
|
|
NEUROMETRIX INC |
|
COM |
|
7,100 |
|
|
|
193,688 |
|
|
|
NEUSTAR INC |
|
CL A |
|
23,300 |
|
|
|
710,417 |
|
64
|
|
NEW CENTY FINL CORP MD |
|
COM |
|
51,000 |
|
|
|
1,839,570 |
|
|
|
NEW JERSEY RES CORP |
|
COM |
|
30,450 |
|
|
|
1,275,551 |
|
|
|
NEW PLAN EXCEL RLTY TR INC |
|
COM |
|
108,340 |
|
|
|
2,511,321 |
|
|
|
NEW RIV PHARMACEUTICALS INC |
|
COM |
|
7,700 |
|
|
|
399,476 |
|
|
|
NEW YORK + CO INC |
|
COM |
|
14,000 |
|
|
|
296,800 |
|
|
|
NEW YORK CMNTY BANCORP INC |
|
COM |
|
277,184 |
|
|
|
4,579,080 |
|
|
|
NEWALLIANCE BANCSHARES INC |
|
COM |
|
119,800 |
|
|
|
1,741,892 |
|
|
|
NEWCASTLE INVT CORP NEW |
|
COM |
|
42,100 |
|
|
|
1,046,185 |
|
|
|
NEWFIELD EXPL CO |
|
COM |
|
133,200 |
|
|
|
6,669,324 |
|
|
|
NEWMARKET CORP |
|
COM |
|
15,900 |
|
|
|
388,914 |
|
|
|
NEWPARK RES INC |
|
COM |
|
93,800 |
|
|
|
715,694 |
|
|
|
NEWPORT CORP |
|
COM |
|
46,600 |
|
|
|
630,964 |
|
|
|
NEXTEL PARTNERS INC |
|
CL A |
|
158,200 |
|
|
|
4,420,108 |
|
|
|
NGP CAP RES CO |
|
COM |
|
17,203 |
|
|
|
225,875 |
|
|
|
NIC INC |
|
COM |
|
37,100 |
|
|
|
228,536 |
|
|
|
NII HLDGS INC |
|
CL B |
|
126,600 |
|
|
|
5,529,888 |
|
|
|
NITROMED INC |
|
COM |
|
14,600 |
|
|
|
203,670 |
|
|
|
NL INDS INC |
|
COM |
|
10,000 |
|
|
|
140,900 |
|
|
|
NN INC |
|
COM |
|
12,400 |
|
|
|
131,440 |
|
|
|
NOBLE ENERGY INC |
|
COM |
|
182,486 |
|
|
|
7,354,186 |
|
|
|
NOBLE INTL LTD |
|
COM |
|
1,000 |
|
|
|
20,840 |
|
|
|
NORDSON CORP |
|
COM |
|
29,900 |
|
|
|
1,211,249 |
|
|
|
NORTH PITTSBURGH SYS INC |
|
COM |
|
18,500 |
|
|
|
349,095 |
|
|
|
NORTHEAST UTILS |
|
COM |
|
138,944 |
|
|
|
2,735,807 |
|
|
|
NORTHERN EMPIRE BANCSHARES |
|
COM |
|
8,610 |
|
|
|
203,713 |
|
|
|
NORTHFIELD LABORATORIES INC |
|
COM |
|
17,600 |
|
|
|
235,840 |
|
|
|
NORTHSTAR RLTY FIN CORP |
|
COM |
|
2,610 |
|
|
|
26,596 |
|
|
|
NORTHWEST BANCORP INC PA |
|
COM |
|
16,500 |
|
|
|
350,790 |
|
|
|
NORTHWEST NAT GAS CO |
|
COM |
|
29,400 |
|
|
|
1,004,892 |
|
|
|
NORTHWESTERN CORP |
|
COM |
|
33,695 |
|
|
|
1,046,904 |
|
|
|
NOVASTAR FINL INC |
|
COM |
|
31,600 |
|
|
|
888,276 |
|
|
|
NOVATEL WIRELESS INC |
|
COM |
|
18,800 |
|
|
|
227,668 |
|
|
|
NOVEN PHARMACEUTICALS INC |
|
COM |
|
25,200 |
|
|
|
381,276 |
|
|
|
NPS PHARMACEUTICALS INC |
|
COM |
|
39,100 |
|
|
|
462,944 |
|
|
|
NRG ENERGY INC |
|
COM |
|
86,300 |
|
|
|
4,066,456 |
|
|
|
NS GROUP INC |
|
COM |
|
22,300 |
|
|
|
932,363 |
|
|
|
NSTAR |
|
COM |
|
105,010 |
|
|
|
3,013,787 |
|
65
|
|
NTL INC DEL |
|
COM |
|
76,457 |
|
|
|
5,205,193 |
|
|
|
NU SKIN ENTERPRISES INC |
|
CL A |
|
57,500 |
|
|
|
1,010,850 |
|
|
|
NUANCE COMMUNICATIONS INC |
|
COM |
|
95,538 |
|
|
|
728,955 |
|
|
|
NUCO2 INC |
|
COM |
|
5,000 |
|
|
|
139,400 |
|
|
|
NUTRI SYS INC NEW |
|
COM |
|
25,505 |
|
|
|
918,690 |
|
|
|
NUVASIVE INC |
|
COM |
|
11,900 |
|
|
|
215,390 |
|
|
|
NUVEEN INVTS INC |
|
CL A |
|
55,100 |
|
|
|
2,348,362 |
|
|
|
NUVELO INC |
|
COM |
|
29,225 |
|
|
|
237,015 |
|
|
|
NVR INC |
|
COM |
|
5,600 |
|
|
|
3,931,200 |
|
|
|
O CHARLEYS INC |
|
COM |
|
27,500 |
|
|
|
426,525 |
|
|
|
O REILLY AUTOMOTIVE INC |
|
COM |
|
107,800 |
|
|
|
3,450,678 |
|
|
|
OAKLEY INC |
|
COM |
|
28,100 |
|
|
|
412,789 |
|
|
|
OCEANEERING INTL INC |
|
COM |
|
28,600 |
|
|
|
1,423,708 |
|
|
|
OCEANFIRST FINL CORP |
|
COM |
|
9,150 |
|
|
|
208,254 |
|
|
|
OCTEL CORP |
|
COM |
|
12,500 |
|
|
|
203,375 |
|
|
|
OCWEN FINL CORP |
|
COM |
|
48,800 |
|
|
|
424,560 |
|
|
|
ODYSSEY HEALTHCARE INC |
|
COM |
|
39,075 |
|
|
|
728,358 |
|
|
|
ODYSSEY MARINE EXPLORATION |
|
COM |
|
5,625 |
|
|
|
19,913 |
|
|
|
ODYSSEY RE HLDGS CORP |
|
COM |
|
16,000 |
|
|
|
401,280 |
|
|
|
OFFSHORE LOGISTICS INC |
|
COM |
|
24,900 |
|
|
|
727,080 |
|
|
|
OGE ENERGY CORP |
|
COM |
|
96,600 |
|
|
|
2,587,914 |
|
|
|
OHIO CAS CORP |
|
COM |
|
65,700 |
|
|
|
1,860,624 |
|
|
|
OIL STATES INTL INC |
|
COM |
|
40,800 |
|
|
|
1,292,544 |
|
|
|
OLD DOMINION FGHT LINES INC |
|
COM |
|
27,787 |
|
|
|
749,693 |
|
|
|
OLD NATL BANCORP IND |
|
COM
RTS |
|
75,521 |
|
|
|
1,634,274 |
|
|
|
OLD REP INTL CORP |
|
COM |
|
192,350 |
|
|
|
5,051,111 |
|
|
|
OLD SECOND BANCORP INC DEL |
|
COM |
|
16,732 |
|
|
|
511,497 |
|
|
|
OLIN CORP |
|
COM |
|
76,082 |
|
|
|
1,497,294 |
|
|
|
OM GROUP INC |
|
COM |
|
32,400 |
|
|
|
607,824 |
|
|
|
OMEGA FINL CORP |
|
COM |
|
13,800 |
|
|
|
384,606 |
|
|
|
OMEGA HEALTHCARE INVESTORS |
|
COM |
|
48,900 |
|
|
|
615,651 |
|
|
|
OMERGA FLEX INC |
|
COM |
|
1,600 |
|
|
|
27,824 |
|
|
|
OMNICARE INC |
|
COM |
|
110,100 |
|
|
|
6,299,922 |
|
|
|
OMNIVISION TECHNOLOGIES INC |
|
COM |
|
58,600 |
|
|
|
1,169,656 |
|
|
|
ON SEMICONDUCTOR CORP |
|
COM |
|
129,200 |
|
|
|
714,476 |
|
|
|
ONE LIBRTY PROPERTIES INC |
|
COM |
|
12,700 |
|
|
|
233,807 |
|
|
|
ONEOK INC NEW |
|
COM |
|
104,300 |
|
|
|
2,777,509 |
|
66
|
|
ONLINE RES CORP |
|
COM |
|
9,265 |
|
|
|
102,378 |
|
|
|
ONYX PHARMACEUTICALS INC |
|
COM |
|
38,900 |
|
|
|
1,118,764 |
|
|
|
OPEN SOLUTIONS INC |
|
COM |
|
13,300 |
|
|
|
304,836 |
|
|
|
OPENWAVE SYS INC |
|
COM |
|
78,899 |
|
|
|
1,378,366 |
|
|
|
OPLINK COMMUNICATIONS INC |
|
COM |
|
17,242 |
|
|
|
250,009 |
|
|
|
OPSWARE INC |
|
COM |
|
61,100 |
|
|
|
414,869 |
|
|
|
OPTICAL COMMUNICATION PRODS |
|
CL A |
|
16,100 |
|
|
|
37,191 |
|
|
|
OPTION CARE INC |
|
COM |
|
23,025 |
|
|
|
307,614 |
|
|
|
OPTIONSXPRESS HLDGS INC |
|
COM |
|
16,700 |
|
|
|
409,985 |
|
|
|
ORASURE TECHNOLOGIES INC |
|
COM |
|
46,800 |
|
|
|
412,776 |
|
|
|
ORBITAL SCIENCES CORP |
|
CL A |
|
60,000 |
|
|
|
770,400 |
|
|
|
ORCHID CELLMARK INC |
|
COM |
|
11,460 |
|
|
|
87,096 |
|
|
|
OREGON STL MLS INC |
|
COM |
|
35,900 |
|
|
|
1,056,178 |
|
|
|
ORIENTAL FINL GROUP INC |
|
COM |
|
20,962 |
|
|
|
259,090 |
|
|
|
ORLEANS HOMEBUILDERS INC |
|
COM |
|
2,200 |
|
|
|
40,370 |
|
|
|
ORMAT TECHNOLOGIES INC |
|
COM |
|
2,800 |
|
|
|
73,192 |
|
|
|
OSHKOSH TRUCK CORP |
|
COM |
|
74,400 |
|
|
|
3,317,496 |
|
|
|
OSI PHARMACEUTICALS INC |
|
COM |
|
57,235 |
|
|
|
1,604,874 |
|
|
|
OSI SYS INC |
|
COM |
|
16,100 |
|
|
|
296,079 |
|
|
|
OTTER TAIL CORP |
|
COM |
|
30,900 |
|
|
|
895,482 |
|
|
|
OUTBACK STEAKHOUSE INC |
|
COM |
|
68,000 |
|
|
|
2,829,480 |
|
|
|
OUTDOOR CHANNEL HLDGS INC |
|
COM |
|
12,400 |
|
|
|
167,400 |
|
|
|
OVERSEAS SHIPHOLDING GROUP INC |
|
COM |
|
29,500 |
|
|
|
1,486,505 |
|
|
|
OVERSTOCK COM INC DEL |
|
COM |
|
14,200 |
|
|
|
399,730 |
|
|
|
OWENS + MINOR INC NEW |
|
COM |
|
42,200 |
|
|
|
1,161,766 |
|
|
|
OWENS ILL INC |
|
COM |
|
156,600 |
|
|
|
3,294,864 |
|
|
|
OXFORD INDS INC |
|
COM |
|
15,400 |
|
|
|
842,380 |
|
|
|
P A M TRANSN SVCS INC |
|
COM |
|
7,990 |
|
|
|
142,142 |
|
|
|
P F CHANGS CHINA BISTRO INC |
|
COM |
|
28,000 |
|
|
|
1,389,640 |
|
|
|
PACER INTL INC TN |
|
COM |
|
34,900 |
|
|
|
909,494 |
|
|
|
PACIFIC CAP BANCORP NEW |
|
COM |
|
50,000 |
|
|
|
1,779,000 |
|
|
|
PACIFIC ETHANOL INC |
|
COM |
|
2,625 |
|
|
|
28,403 |
|
|
|
PACIFIC SUNWEAR OF CALIF |
|
COM |
|
82,762 |
|
|
|
2,062,429 |
|
|
|
PACKAGING CORP AMER |
|
COM |
|
70,300 |
|
|
|
1,613,385 |
|
|
|
PACKETEER INC |
|
COM |
|
29,800 |
|
|
|
231,546 |
|
|
|
PAIN THERAPEUTICS INC |
|
COM |
|
29,200 |
|
|
|
197,392 |
|
|
|
PAINCARE HLDGS INC |
|
COM |
|
37,200 |
|
|
|
121,272 |
|
67
|
|
PALM HBR HOMES INC |
|
COM |
|
10,500 |
|
|
|
197,400 |
|
|
|
PALM INC NEW |
|
COM |
|
43,800 |
|
|
|
1,392,840 |
|
|
|
PALOMAR MED TECHNOLOGIES INC |
|
COM |
|
19,200 |
|
|
|
672,768 |
|
|
|
PAN PAC RETAIL PPTYS INC |
|
COM |
|
44,011 |
|
|
|
2,943,896 |
|
|
|
PANAMSAT HLDG CORP |
|
COM |
|
47,365 |
|
|
|
1,160,443 |
|
|
|
PANERA BREAD CO |
|
CL A |
|
30,100 |
|
|
|
1,976,968 |
|
|
|
PANTRY INC |
|
COM |
|
15,600 |
|
|
|
733,044 |
|
|
|
PAPA JOHNS INTL INC |
|
COM |
|
14,100 |
|
|
|
836,271 |
|
|
|
PAR PHARMACEUTICAL COS INC |
|
COM |
|
37,600 |
|
|
|
1,178,384 |
|
|
|
PAR TECHNOLOGY |
|
COM |
|
6,600 |
|
|
|
183,216 |
|
|
|
PARALLEL PETE CORP DEL |
|
COM |
|
40,730 |
|
|
|
692,817 |
|
|
|
PAREXEL INTL CORP |
|
COM |
|
32,000 |
|
|
|
648,320 |
|
|
|
PARK ELECTROCHEMICAL CORP |
|
COM |
|
24,250 |
|
|
|
630,015 |
|
|
|
PARK NATL CORP |
|
COM |
|
13,137 |
|
|
|
1,348,382 |
|
|
|
PARKER DRILLING CO |
|
COM |
|
108,500 |
|
|
|
1,175,055 |
|
|
|
PARKWAY PPTYS INC |
|
COM |
|
16,742 |
|
|
|
672,024 |
|
|
|
PARLUX FRAGRANCES INC |
|
COM |
|
5,700 |
|
|
|
174,021 |
|
|
|
PARTNERS TR FINL GROUP INC NEW |
|
COM |
|
53,226 |
|
|
|
641,373 |
|
|
|
PATHMARK STORES INC NEW |
|
COM |
|
36,700 |
|
|
|
366,633 |
|
|
|
PATTERSON UTI ENERGY INC |
|
COM |
|
176,600 |
|
|
|
5,818,970 |
|
|
|
PAXAR CORP |
|
COM |
|
41,000 |
|
|
|
804,830 |
|
|
|
PAYLESS SHOESOURCE INC |
|
COM |
|
70,730 |
|
|
|
1,775,323 |
|
|
|
PDF SOLUTIONS INC |
|
COM |
|
18,600 |
|
|
|
302,250 |
|
|
|
PDL BIOPHARMA INC |
|
COM |
|
117,000 |
|
|
|
3,325,140 |
|
|
|
PEABODY ENERGY CORP |
|
COM |
|
133,636 |
|
|
|
11,014,279 |
|
|
|
PEAPACK GLADSTONE FINL CORP |
|
COM |
|
7,964 |
|
|
|
222,196 |
|
|
|
PEDIATRIX MED GROUP |
|
COM |
|
23,900 |
|
|
|
2,116,823 |
|
|
|
PEETS COFFEE AND TEA INC |
|
COM |
|
13,400 |
|
|
|
406,690 |
|
|
|
PEGASUS SOLUTIONS INC |
|
COM |
|
29,800 |
|
|
|
267,306 |
|
|
|
PEGASYSTEMS INC |
|
COM |
|
12,400 |
|
|
|
90,644 |
|
|
|
PENN NATL GAMING INC |
|
COM |
|
73,800 |
|
|
|
2,431,710 |
|
|
|
PENN VA CORP |
|
COM |
|
20,000 |
|
|
|
1,148,000 |
|
|
|
PENNFED FINL SVCX INC |
|
COM |
|
11,200 |
|
|
|
206,304 |
|
|
|
PENNSYLVANIA COMM BANCORP INC |
|
COM |
|
3,300 |
|
|
|
105,105 |
|
|
|
PENNSYLVANIA REAL ESTATE INVT |
|
SH BEN INT |
|
36,418 |
|
|
|
1,360,576 |
|
|
|
PENTAIR INC |
|
COM |
|
107,000 |
|
|
|
3,693,640 |
|
|
|
PENWEST PHARMACEUTICALS CO |
|
COM |
|
19,000 |
|
|
|
370,880 |
|
68
|
|
PEOPLES BANCORP INC |
|
COM |
|
12,495 |
|
|
|
356,482 |
|
|
|
PEOPLES BK BRIDGEPORT CONN |
|
COM |
|
63,673 |
|
|
|
1,977,683 |
|
|
|
PEP BOYS MANNY MOE + JACK |
|
COM |
|
64,580 |
|
|
|
961,596 |
|
|
|
PEPCO HLDGS INC |
|
COM |
|
197,276 |
|
|
|
4,413,064 |
|
|
|
PEPSIAMERICAS INC |
|
COM |
|
72,184 |
|
|
|
1,679,000 |
|
|
|
PER SE TECHNOLOGIES INC |
|
COM |
|
23,266 |
|
|
|
543,494 |
|
|
|
PERFORMANCE FOOD GROUP CO |
|
COM |
|
47,800 |
|
|
|
1,356,086 |
|
|
|
PERICOM SEMICONDUCTOR CORP |
|
COM |
|
26,100 |
|
|
|
208,017 |
|
|
|
PERINI CORP |
|
COM |
|
22,900 |
|
|
|
553,035 |
|
|
|
PEROT SYS CORP |
|
CL A |
|
89,400 |
|
|
|
1,264,116 |
|
|
|
PERRIGO CO |
|
COM |
|
89,700 |
|
|
|
1,337,427 |
|
|
|
PETCO ANIMAL SUPPLIES INC |
|
COM |
|
56,000 |
|
|
|
1,229,200 |
|
|
|
PETROHAWK ENERGY CORP |
|
COM |
|
51,375 |
|
|
|
679,178 |
|
|
|
PETROLEUM DEV CORP |
|
COM |
|
19,800 |
|
|
|
660,132 |
|
|
|
PETROQUEST ENERGY INC |
|
COM |
|
48,065 |
|
|
|
397,978 |
|
|
|
PETSMART INC |
|
COM |
|
152,500 |
|
|
|
3,913,150 |
|
|
|
PFF BANCORP INC |
|
COM |
|
21,480 |
|
|
|
655,570 |
|
|
|
PHARMACEUTICAL PROD DEV INC |
|
COM |
|
52,100 |
|
|
|
3,227,595 |
|
|
|
PHARMION CORP |
|
COM |
|
18,000 |
|
|
|
319,860 |
|
|
|
PHASE FORWARD INC |
|
COM |
|
22,500 |
|
|
|
219,375 |
|
|
|
PHH CORP |
|
COM |
|
56,000 |
|
|
|
1,569,120 |
|
|
|
PHILADELPHIA CONS HLDG CORP |
|
COM |
|
18,900 |
|
|
|
1,827,441 |
|
|
|
PHILLIPS VAN HEUSEN CORP |
|
COM |
|
35,300 |
|
|
|
1,143,720 |
|
|
|
PHOENIX COS INC NEW |
|
COM |
|
113,500 |
|
|
|
1,548,140 |
|
|
|
PHOENIX TECHNOLOGIES LTD |
|
COM |
|
26,915 |
|
|
|
168,488 |
|
|
|
PHOTON DYNAMICS INC |
|
COM |
|
19,850 |
|
|
|
362,858 |
|
|
|
PHOTRONICS INC |
|
COM |
|
43,000 |
|
|
|
647,580 |
|
|
|
PICO HLDGS INC |
|
COM |
|
8,700 |
|
|
|
280,662 |
|
|
|
PIEDMONT NAT GAS INC |
|
COM |
|
83,100 |
|
|
|
2,007,696 |
|
|
|
PIER 1 IMPORTS INC |
|
COM |
|
98,250 |
|
|
|
857,723 |
|
|
|
PIKE ELEC CORP |
|
COM |
|
8,000 |
|
|
|
129,760 |
|
|
|
PILGRIMS PRIDE CORP |
|
COM |
|
18,100 |
|
|
|
600,196 |
|
|
|
PINNACLE AIRL CORP |
|
COM |
|
21,800 |
|
|
|
145,406 |
|
|
|
PINNACLE ENTMT INC |
|
COM |
|
44,100 |
|
|
|
1,089,711 |
|
|
|
PINNACLE FINL PARTNERS INC |
|
COM |
|
1,260 |
|
|
|
31,475 |
|
|
|
PIONEER COS INC |
|
COM |
|
11,485 |
|
|
|
344,205 |
|
|
|
PIONEER DRILLING CO |
|
COM |
|
22,405 |
|
|
|
401,722 |
|
69
|
|
PIONEER NAT RES CO |
|
COM |
|
132,855 |
|
|
|
6,811,476 |
|
|
|
PIPER JAFFRAY COS |
|
COM |
|
23,000 |
|
|
|
929,200 |
|
|
|
PIXAR |
|
COM |
|
53,400 |
|
|
|
2,815,248 |
|
|
|
PIXELWORKS INC |
|
COM |
|
42,300 |
|
|
|
214,884 |
|
|
|
PLACER SIERRA BANCSHARES |
|
COM |
|
5,308 |
|
|
|
147,085 |
|
|
|
PLAINS EXPL + PRODTN CO |
|
COM |
|
81,621 |
|
|
|
3,242,802 |
|
|
|
PLANTRONICS INC NEW |
|
COM |
|
49,700 |
|
|
|
1,406,510 |
|
|
|
PLAYBOY ENTERPRISES INC |
|
CL B |
|
18,400 |
|
|
|
255,576 |
|
|
|
PLAYTEX PRODS INC |
|
COM |
|
33,700 |
|
|
|
460,679 |
|
|
|
PLEXUS CORP |
|
COM |
|
47,300 |
|
|
|
1,075,602 |
|
|
|
PLUG PWR INC |
|
COM |
|
33,742 |
|
|
|
173,096 |
|
|
|
PLX TECHNOLOGY INC |
|
COM |
|
20,200 |
|
|
|
173,720 |
|
|
|
PMA CAP CORP |
|
CL A |
|
27,300 |
|
|
|
249,249 |
|
|
|
PMI GROUP INC |
|
COM |
|
97,800 |
|
|
|
4,016,646 |
|
|
|
PNM RES INC |
|
COM |
|
66,050 |
|
|
|
1,617,565 |
|
|
|
POGO PRODUCING CO |
|
COM |
|
63,800 |
|
|
|
3,177,878 |
|
|
|
POLARIS INDS INC |
|
COM |
|
41,700 |
|
|
|
2,093,340 |
|
|
|
POLO RALPH LAUREN CORP |
|
CL A |
|
57,700 |
|
|
|
3,239,278 |
|
|
|
POLYCOM INC |
|
COM |
|
107,342 |
|
|
|
1,642,333 |
|
|
|
POLYMEDICA CORP |
|
COM |
|
26,953 |
|
|
|
902,117 |
|
|
|
POLYONE CORP |
|
COM |
|
114,425 |
|
|
|
735,753 |
|
|
|
POPULAR INC |
|
COM |
|
290,647 |
|
|
|
6,147,184 |
|
|
|
PORTALPLAYER INC |
|
COM |
|
12,600 |
|
|
|
356,832 |
|
|
|
PORTFOLIO RECOVERY ASSOCS INC |
|
COM |
|
15,400 |
|
|
|
715,176 |
|
|
|
POST PPTYS INC |
|
COM |
|
44,600 |
|
|
|
1,781,770 |
|
|
|
POTLATCH CORP |
|
COM |
|
32,200 |
|
|
|
1,641,556 |
|
|
|
POWELL INDS INC |
|
COM |
|
8,200 |
|
|
|
147,272 |
|
|
|
POWER INTEGRATIONS |
|
COM |
|
34,250 |
|
|
|
815,493 |
|
|
|
POWER ONE INC |
|
COM |
|
60,000 |
|
|
|
361,200 |
|
|
|
POWERWAVE TECHNOLOGIES INC |
|
COM |
|
113,410 |
|
|
|
1,425,564 |
|
|
|
POZEN INC |
|
COM |
|
28,200 |
|
|
|
270,438 |
|
|
|
PRA INTL |
|
COM |
|
8,573 |
|
|
|
241,330 |
|
|
|
PRE PAID LEGAL SVCS INC |
|
COM |
|
12,200 |
|
|
|
466,162 |
|
|
|
PRECISION CASTPARTS CORP |
|
COM |
|
138,430 |
|
|
|
7,172,058 |
|
|
|
PREFERRED BK LOS ANGELES CA |
|
COM |
|
1,800 |
|
|
|
80,100 |
|
|
|
PREFORMED LINE PRODS CO |
|
COM |
|
3,400 |
|
|
|
145,486 |
|
|
|
PREMIERE GLOBAL SVCS INC |
|
COM |
|
82,000 |
|
|
|
666,660 |
|
70
|
|
PREMIERWEST BANCORP |
|
COM |
|
18,475 |
|
|
|
258,650 |
|
|
|
PREMIUM STD FARMS INC |
|
COM |
|
13,800 |
|
|
|
206,448 |
|
|
|
PRENTISS PPTYS TR |
|
SH BEN INT |
|
43,800 |
|
|
|
1,781,784 |
|
|
|
PRESIDENTIAL LIFE CORP |
|
COM |
|
25,600 |
|
|
|
487,424 |
|
|
|
PRESSTEK INC |
|
COM |
|
27,100 |
|
|
|
244,984 |
|
|
|
PRESTIGE BRANDS HLDGS INC |
|
COM |
|
30,800 |
|
|
|
385,000 |
|
|
|
PRG SHULTZ INTL INC |
|
COM |
|
45,300 |
|
|
|
27,633 |
|
|
|
PRICE COMMUNICATIONS CORP |
|
COM |
|
53,308 |
|
|
|
792,690 |
|
|
|
PRICELINE COM INC |
|
COM |
|
24,932 |
|
|
|
556,482 |
|
|
|
PRIDE INTERNATIONAL INC |
|
COM |
|
167,100 |
|
|
|
5,138,325 |
|
|
|
PRIMEDIA INC |
|
COM |
|
148,063 |
|
|
|
238,381 |
|
|
|
PRIVATEBANKCORP INC |
|
COM |
|
17,400 |
|
|
|
618,918 |
|
|
|
PROASSURANCE CORP |
|
COM |
|
28,170 |
|
|
|
1,370,189 |
|
|
|
PROGENICS PHAARMACEUTICALS INC |
|
COM |
|
22,105 |
|
|
|
552,846 |
|
|
|
PROGRESS SOFTWARE CORP |
|
COM |
|
43,300 |
|
|
|
1,228,854 |
|
|
|
PROQUEST COMPANY |
|
COM |
|
26,300 |
|
|
|
734,033 |
|
|
|
PROSPERITY BANCSHARES INC |
|
COM |
|
19,300 |
|
|
|
554,682 |
|
|
|
PROTECTIVE LIFE CORP |
|
COM |
|
73,500 |
|
|
|
3,217,095 |
|
|
|
PROVIDE COMM INC |
|
COM |
|
5,300 |
|
|
|
175,483 |
|
|
|
PROVIDENCE SVC CORP |
|
COM |
|
5,155 |
|
|
|
148,412 |
|
|
|
PROVIDENT BANKSHARES CORP |
|
COM |
|
36,104 |
|
|
|
1,219,232 |
|
|
|
PROVIDENT FINACIAL SERVICES |
|
COM |
|
78,110 |
|
|
|
1,445,816 |
|
|
|
PROVIDENT FINL HLDGS INC |
|
COM |
|
6,717 |
|
|
|
176,657 |
|
|
|
PROVIDENT NEW YORK BANCORP |
|
COM |
|
42,999 |
|
|
|
473,419 |
|
|
|
PS BUSINESS PKS INC CA |
|
COM |
|
16,500 |
|
|
|
811,800 |
|
|
|
PSS WORLD MED INC |
|
COM |
|
83,100 |
|
|
|
1,233,204 |
|
|
|
PSYCHIATRIC SOLUTIONS INC |
|
COM |
|
25,738 |
|
|
|
1,511,850 |
|
|
|
PUGET ENERGY INC |
|
COM |
|
118,900 |
|
|
|
2,427,938 |
|
|
|
QAD INC |
|
COM |
|
13,600 |
|
|
|
103,904 |
|
|
|
QUALITY SYSTEMS |
|
COM |
|
7,900 |
|
|
|
606,404 |
|
|
|
QUANEX CORP |
|
COM |
|
27,370 |
|
|
|
1,367,679 |
|
|
|
QUANTA SERVICES INC |
|
COM |
|
123,750 |
|
|
|
1,629,788 |
|
|
|
QUANTUM CORP |
|
COM |
|
179,300 |
|
|
|
546,865 |
|
|
|
QUANTUM FUEL SYS TECHN WORLDWI |
|
COM |
|
7,335 |
|
|
|
19,658 |
|
|
|
QUEST SOFTWARE INC |
|
COM |
|
65,300 |
|
|
|
952,727 |
|
|
|
QUESTAR CORP |
|
COM |
|
88,900 |
|
|
|
6,729,730 |
|
|
|
QUICKSILVER RES INC |
|
COM |
|
55,050 |
|
|
|
2,312,651 |
|
71
|
|
QUIKSILVER INC |
|
COM |
|
127,200 |
|
|
|
1,760,448 |
|
|
|
R + B INC |
|
COM |
|
16,425 |
|
|
|
155,709 |
|
|
|
R + G FINANCIAL CORP |
|
CL B |
|
34,150 |
|
|
|
450,780 |
|
|
|
RADIAN GROUP INC |
|
COM |
|
91,080 |
|
|
|
5,336,377 |
|
|
|
RADIANT SYS INC |
|
COM |
|
28,175 |
|
|
|
342,608 |
|
|
|
RADIATION THERAPY SVCS INC |
|
COM |
|
8,800 |
|
|
|
310,728 |
|
|
|
RADIO ONE INC |
|
CL D |
|
96,600 |
|
|
|
999,810 |
|
|
|
RADISYS CORP |
|
COM |
|
23,150 |
|
|
|
401,421 |
|
|
|
RAILAMERICA INC |
|
COM |
|
35,500 |
|
|
|
390,145 |
|
|
|
RAIT INVT TR |
|
COM |
|
28,200 |
|
|
|
730,944 |
|
|
|
RALCORP HLDGS INC NEW |
|
COM |
|
32,000 |
|
|
|
1,277,120 |
|
|
|
RAMBUS INC DEL |
|
COM |
|
93,900 |
|
|
|
1,520,241 |
|
|
|
RAMCO GERSHENSON PPTYS TR |
|
COM
SH |
|
16,100 |
|
|
|
429,065 |
|
|
|
RANGE RES CORP |
|
COM |
|
134,250 |
|
|
|
3,536,145 |
|
|
|
RARE HOSPITALITY INTL INC |
|
COM |
|
36,374 |
|
|
|
1,105,406 |
|
|
|
RAVEN INDS INC |
|
COM |
|
19,100 |
|
|
|
551,035 |
|
|
|
RAYMOND JAMES FINANCIAL INC |
|
COM |
|
67,875 |
|
|
|
2,556,851 |
|
|
|
RAYONIER INC |
|
COM |
|
80,986 |
|
|
|
3,227,292 |
|
|
|
RC2 CORP |
|
COM |
|
16,900 |
|
|
|
600,288 |
|
|
|
RCN CORP |
|
COM |
|
20,500 |
|
|
|
480,725 |
|
|
|
READERS DIGEST ASSN INC |
|
COM |
|
109,100 |
|
|
|
1,660,502 |
|
|
|
REALNETWORKS INC |
|
COM |
|
113,800 |
|
|
|
883,088 |
|
|
|
REALTY INCOME CORP |
|
COM |
|
87,000 |
|
|
|
1,880,940 |
|
|
|
RECKSON ASSOCS RLTY CORP |
|
COM |
|
87,300 |
|
|
|
3,141,054 |
|
|
|
RED HAT INC |
|
COM |
|
184,900 |
|
|
|
5,036,676 |
|
|
|
RED ROBIN GOURMET BURGERS INC |
|
COM |
|
11,600 |
|
|
|
591,136 |
|
|
|
REDBACK NETWORKS INC |
|
COM |
|
53,465 |
|
|
|
751,718 |
|
|
|
REDDY ICE HLDGS INC |
|
COM |
|
12,400 |
|
|
|
270,444 |
|
|
|
REDWOOD TR INC. |
|
COM |
|
16,700 |
|
|
|
689,042 |
|
|
|
REGAL BELOIT CORP |
|
COM |
|
29,300 |
|
|
|
1,037,220 |
|
|
|
REGAL ENTMT GROUP |
|
CL A |
|
46,200 |
|
|
|
878,724 |
|
|
|
REGENCY CTRS CORP |
|
COM |
|
71,330 |
|
|
|
4,204,904 |
|
|
|
REGENERON PHARMACEUTICALS INC |
|
COM |
|
35,000 |
|
|
|
558,250 |
|
|
|
REGENT COMMUNICATIONS INC DEL |
|
COM |
|
40,800 |
|
|
|
189,312 |
|
|
|
REGIS CORP MINNESOTA |
|
COM |
|
48,200 |
|
|
|
1,859,074 |
|
|
|
REHABCARE GROUP INC |
|
COM |
|
18,700 |
|
|
|
377,740 |
|
|
|
REINSURANCE GROUP AMER INC |
|
COM |
|
30,875 |
|
|
|
1,474,590 |
|
72
|
|
RELIANCE STL + ALUM CO |
|
COM |
|
29,200 |
|
|
|
1,784,704 |
|
|
|
RELIANT ENERGY INC |
|
COM |
|
297,161 |
|
|
|
3,066,702 |
|
|
|
REMINGTON OIL GAS CORP |
|
COM |
|
24,900 |
|
|
|
908,850 |
|
|
|
RENAISSANCE LEARNING INC |
|
COM |
|
9,500 |
|
|
|
179,645 |
|
|
|
RENAL CARE GROUP INC |
|
COM |
|
70,250 |
|
|
|
3,323,528 |
|
|
|
RENASANT CORP |
|
COM |
|
11,350 |
|
|
|
359,001 |
|
|
|
RENOVIS INC |
|
COM |
|
24,900 |
|
|
|
380,970 |
|
|
|
RENT A CTR INC NEW |
|
COM |
|
74,950 |
|
|
|
1,413,557 |
|
|
|
RENT WAY INC |
|
COM |
|
26,700 |
|
|
|
170,613 |
|
|
|
REPUBLIC AWYS HLDGS INC |
|
COM |
|
15,400 |
|
|
|
234,080 |
|
|
|
REPUBLIC BANCORP INC |
|
COM |
|
82,209 |
|
|
|
978,287 |
|
|
|
REPUBLIC BANCORP INC KY |
|
COM |
|
12,237 |
|
|
|
262,484 |
|
|
|
REPUBLIC SVCS INC |
|
COM |
|
140,555 |
|
|
|
5,277,840 |
|
|
|
RES CARE INC |
|
COM |
|
14,700 |
|
|
|
255,339 |
|
|
|
RESMED INC |
|
COM |
|
72,450 |
|
|
|
2,775,560 |
|
|
|
RESOURCE AMER INC |
|
COM |
|
21,100 |
|
|
|
359,755 |
|
|
|
RESOURCES GLOBAL PROFESSIONALS |
|
COM |
|
48,600 |
|
|
|
1,266,516 |
|
|
|
RESPIRONICS INC |
|
COM |
|
74,200 |
|
|
|
2,750,594 |
|
|
|
RESTORATION HARDWARE INC DEL |
|
COM |
|
24,500 |
|
|
|
147,490 |
|
|
|
RETAIL VENTURES INC |
|
COM |
|
10,800 |
|
|
|
134,352 |
|
|
|
REVLON INC |
|
CL A |
|
154,944 |
|
|
|
480,326 |
|
|
|
REYNOLDS + REYNOLDS CO |
|
CL A |
|
68,500 |
|
|
|
1,922,795 |
|
|
|
RF MICRO DEVICES INC |
|
COM |
|
213,140 |
|
|
|
1,153,087 |
|
|
|
RH DONNELLEY CORP |
|
COM |
|
24,700 |
|
|
|
1,522,014 |
|
|
|
RIGEL PHARMACEUTICALS INC |
|
COM |
|
19,900 |
|
|
|
166,364 |
|
|
|
RIGHTNOW TECHNOLOGIES INC |
|
COM |
|
5,100 |
|
|
|
94,146 |
|
|
|
RIMAGE CORP |
|
COM |
|
7,700 |
|
|
|
223,146 |
|
|
|
RITE AID CORP |
|
COM |
|
531,600 |
|
|
|
1,849,968 |
|
|
|
RLI CORP |
|
COM |
|
24,200 |
|
|
|
1,206,854 |
|
|
|
ROANOKE ELEC STL CORP |
|
COM |
|
11,100 |
|
|
|
261,960 |
|
|
|
ROBBINS + MYERS INC |
|
COM |
|
9,700 |
|
|
|
197,395 |
|
|
|
ROCK TENN CO |
|
CL A |
|
27,100 |
|
|
|
369,915 |
|
|
|
ROCKWOOD HLDGS INC |
|
COM |
|
23,200 |
|
|
|
457,736 |
|
|
|
ROFIN SINAR TECHNOLOGIES INC |
|
COM |
|
18,100 |
|
|
|
786,807 |
|
|
|
ROGERS CORP |
|
COM |
|
16,300 |
|
|
|
638,634 |
|
|
|
ROLLINS INC |
|
COM |
|
32,550 |
|
|
|
641,561 |
|
|
|
ROPER INDS |
|
COM |
|
90,100 |
|
|
|
3,559,851 |
|
73
|
|
ROSS STORES INC |
|
COM |
|
151,900 |
|
|
|
4,389,910 |
|
|
|
ROYAL BANCSHARES PA INC |
|
CL A |
|
7,417 |
|
|
|
171,788 |
|
|
|
ROYAL GOLD INC |
|
COM |
|
20,100 |
|
|
|
698,073 |
|
|
|
RPC INC |
|
COM |
|
25,650 |
|
|
|
675,621 |
|
|
|
RPM INTL INC |
|
COM |
|
127,500 |
|
|
|
2,214,675 |
|
|
|
RSA SEC INC |
|
COM |
|
79,550 |
|
|
|
893,347 |
|
|
|
RTI INTL METALS INC |
|
COM |
|
23,900 |
|
|
|
907,005 |
|
|
|
RUBY TUESDAY INC |
|
COM |
|
68,100 |
|
|
|
1,763,109 |
|
|
|
RUDDICK CORP |
|
COM |
|
36,500 |
|
|
|
776,720 |
|
|
|
RUDOLPH TECHNOLOGIES INC |
|
COM |
|
14,000 |
|
|
|
180,320 |
|
|
|
RUSH ENTERPRISES INC |
|
CL A |
|
16,615 |
|
|
|
247,231 |
|
|
|
RUSS BERRIE + CO INC |
|
COM |
|
10,600 |
|
|
|
121,052 |
|
|
|
RUSSELL CORP |
|
COM |
|
36,500 |
|
|
|
491,290 |
|
|
|
RUTHS CHRIS STEAK HSE INC |
|
COM |
|
14,858 |
|
|
|
268,930 |
|
|
|
RYANS RESTAURANT GROUP INC |
|
COM |
|
49,200 |
|
|
|
593,352 |
|
|
|
RYERSON INC |
|
COM |
|
29,200 |
|
|
|
710,144 |
|
|
|
RYLAND GROUP INC |
|
COM |
|
49,200 |
|
|
|
3,548,796 |
|
|
|
S + T BANCORP INC |
|
COM |
|
29,100 |
|
|
|
1,071,462 |
|
|
|
S Y BANCORP INC |
|
COM |
|
12,400 |
|
|
|
310,248 |
|
|
|
S1 CORP |
|
COM |
|
88,010 |
|
|
|
382,844 |
|
|
|
SAFENET INC |
|
COM |
|
23,524 |
|
|
|
757,943 |
|
|
|
SAFETY INS GROUP INC |
|
COM |
|
12,300 |
|
|
|
496,551 |
|
|
|
SAGA COMMUNICATIONS |
|
CL A |
|
17,500 |
|
|
|
190,225 |
|
|
|
SAKS INC |
|
COM |
|
128,100 |
|
|
|
2,159,766 |
|
|
|
SALEM COMMUNICATIONS CORP DEL |
|
CL A |
|
9,800 |
|
|
|
171,402 |
|
|
|
SALESFORCE COM INC |
|
COM |
|
65,800 |
|
|
|
2,108,890 |
|
|
|
SALIX PHARMACEUTICALS LTD |
|
COM |
|
47,550 |
|
|
|
835,929 |
|
|
|
SANDERS MORRIS HARIS GROUP INC |
|
COM |
|
10,207 |
|
|
|
167,293 |
|
|
|
SANDERSON FARMS INC |
|
COM |
|
19,650 |
|
|
|
599,915 |
|
|
|
SANDISK CORP |
|
COM |
|
185,875 |
|
|
|
11,676,668 |
|
|
|
SANDY SPRING BANCORP INC |
|
COM |
|
19,350 |
|
|
|
674,928 |
|
|
|
SANFILIPPO JOHN B + SON INC |
|
COM |
|
6,300 |
|
|
|
81,459 |
|
|
|
SANTANDER BANCORP |
|
COM |
|
7,066 |
|
|
|
177,498 |
|
|
|
SAPIENT CORP |
|
COM |
|
96,500 |
|
|
|
549,085 |
|
|
|
SAUER DANFOSS INC |
|
COM |
|
11,500 |
|
|
|
216,315 |
|
|
|
SAUL CTRS INC |
|
COM |
|
13,435 |
|
|
|
485,004 |
|
|
|
SAVIENT PHARMACEUTICALS INC |
|
COM |
|
56,835 |
|
|
|
212,563 |
|
|
|
SAXON CAP INC |
|
COM |
|
55,900 |
|
|
|
633,347 |
|
74
|
|
SBA COMMUNCATIONS CORP |
|
COM |
|
79,000 |
|
|
|
1,414,100 |
|
|
|
SCANA CORP NEW |
|
COM |
|
120,046 |
|
|
|
4,727,411 |
|
|
|
SCANSOURCE INC |
|
COM |
|
13,100 |
|
|
|
716,308 |
|
|
|
SCBT FINL CORP |
|
COM |
|
8,736 |
|
|
|
291,957 |
|
|
|
SCHAWK INC |
|
CL A |
|
11,300 |
|
|
|
234,475 |
|
|
|
SCHEIN HENRY INC |
|
COM |
|
90,800 |
|
|
|
3,962,512 |
|
|
|
SCHNITZER STL INDS INC |
|
CL A |
|
23,934 |
|
|
|
732,141 |
|
|
|
SCHOLASTIC CORP |
|
COM |
|
33,300 |
|
|
|
949,383 |
|
|
|
SCHOOL SPECIALTY INC |
|
COM |
|
21,346 |
|
|
|
777,848 |
|
|
|
SCHULMAN A INC |
|
COM |
|
30,400 |
|
|
|
654,208 |
|
|
|
SCHWEITZER MAUDUIT INTL INC |
|
COM |
|
18,600 |
|
|
|
460,908 |
|
|
|
SCIENTIFIC GAMES CORP |
|
CL A |
|
63,400 |
|
|
|
1,729,552 |
|
|
|
SCORE BRD INC |
|
COM |
|
137 |
|
|
|
0 |
|
|
|
SCOTTS MIRACLE GRO CO |
|
CL A |
|
48,200 |
|
|
|
2,180,568 |
|
|
|
SCP POOL CORP |
|
COM |
|
56,374 |
|
|
|
2,098,240 |
|
|
|
SCS TRANSA INC |
|
COM |
|
14,650 |
|
|
|
311,313 |
|
|
|
SEABORD CORP DEL |
|
COM |
|
320 |
|
|
|
483,520 |
|
|
|
SEACHANGE INTL INC |
|
COM |
|
29,550 |
|
|
|
233,445 |
|
|
|
SEACOAST BKG CORP FLA |
|
COM |
|
14,480 |
|
|
|
332,316 |
|
|
|
SEACOR HLDGS INC |
|
COM |
|
20,562 |
|
|
|
1,400,272 |
|
|
|
SEATTLE GENETICS INC |
|
COM |
|
34,700 |
|
|
|
163,784 |
|
|
|
SECURE COMPUTING CORP |
|
COM |
|
40,100 |
|
|
|
491,626 |
|
|
|
SECURITY BK CORP |
|
COM |
|
7,696 |
|
|
|
179,240 |
|
|
|
SEI INVESTMENTS CO |
|
COM |
|
68,400 |
|
|
|
2,530,800 |
|
|
|
SELECT COMFORT CORP |
|
COM |
|
39,600 |
|
|
|
1,083,060 |
|
|
|
SELECTIVE INS GROUP INC |
|
COM |
|
28,800 |
|
|
|
1,529,280 |
|
|
|
SEMITOOL INC |
|
COM |
|
20,400 |
|
|
|
221,952 |
|
|
|
SEMTECH CORP |
|
COM |
|
80,900 |
|
|
|
1,477,234 |
|
|
|
SENIOR HSG PPTSY TR |
|
SH BEN INT |
|
62,590 |
|
|
|
1,058,397 |
|
|
|
SENOMYX INC |
|
COM |
|
17,285 |
|
|
|
209,494 |
|
|
|
SENSIENT TECHNOLOGIES CORP |
|
COM |
|
50,600 |
|
|
|
905,740 |
|
|
|
SEPRACOR INC |
|
COM |
|
109,000 |
|
|
|
5,624,400 |
|
|
|
SEQUA CORP |
|
CL A |
|
6,300 |
|
|
|
435,015 |
|
|
|
SERENA SOFTWARE INC |
|
COM |
|
28,350 |
|
|
|
664,524 |
|
|
|
SEROLOGICALS CORP |
|
COM |
|
38,571 |
|
|
|
761,392 |
|
|
|
SERVICE CORP INTL |
|
COM |
|
319,000 |
|
|
|
2,609,420 |
|
|
|
SERVICE MASTER COMPANY |
|
COM |
|
303,300 |
|
|
|
3,624,435 |
|
75
|
|
SFBC INTL INC |
|
COM |
|
20,000 |
|
|
|
320,200 |
|
|
|
SHARPER IMAGE CORP |
|
COM |
|
9,200 |
|
|
|
89,608 |
|
|
|
SHAW GROUP INC |
|
COM |
|
81,500 |
|
|
|
2,370,835 |
|
|
|
SHENANDOAH TELECOMMUNICATIONS |
|
COM |
|
7,400 |
|
|
|
294,816 |
|
|
|
SHOE CARNIVAL INC |
|
COM |
|
9,400 |
|
|
|
206,048 |
|
|
|
SHUFFLE MASTER INC |
|
COM |
|
36,825 |
|
|
|
925,781 |
|
|
|
SHURGARD STORAGE CTRS |
|
CL A |
|
51,000 |
|
|
|
2,892,210 |
|
|
|
SI INTL INC |
|
COM |
|
8,800 |
|
|
|
269,016 |
|
|
|
SIERRA BANCORP |
|
COM |
|
3,700 |
|
|
|
84,323 |
|
|
|
SIERRA HEALTH SVCS INC |
|
COM |
|
26,600 |
|
|
|
2,126,936 |
|
|
|
SIERRA PAC RES NEW |
|
COM |
|
188,300 |
|
|
|
2,455,432 |
|
|
|
SIGMATEL INC |
|
COM |
|
26,400 |
|
|
|
345,840 |
|
|
|
SIGNATURE BK NEW YORK NY |
|
COM |
|
14,000 |
|
|
|
392,980 |
|
|
|
SILGAN HLDGS INC |
|
COM |
|
26,200 |
|
|
|
946,344 |
|
|
|
SILICON IMAGE INC |
|
COM |
|
91,000 |
|
|
|
823,550 |
|
|
|
SILICON LABORATORIES INC |
|
COM |
|
44,300 |
|
|
|
1,624,038 |
|
|
|
SILICON STORAGE TECHNOLOGY INC |
|
COM |
|
95,300 |
|
|
|
481,265 |
|
|
|
SIMMONS 1ST NATL CORP |
|
CL A |
|
16,200 |
|
|
|
448,740 |
|
|
|
SIMPSON MFG INC |
|
COM |
|
37,600 |
|
|
|
1,366,760 |
|
|
|
SINCLAIR BROADCAST GROUP INC |
|
CL A |
|
47,600 |
|
|
|
437,920 |
|
|
|
SIRF TECHNOLOGY HLDGS INC |
|
COM |
|
31,800 |
|
|
|
947,640 |
|
|
|
SIRIUS SATELLITE RADIO INC |
|
COM |
|
1,380,400 |
|
|
|
9,248,680 |
|
|
|
SIRVA INC |
|
COM |
|
21,400 |
|
|
|
171,200 |
|
|
|
SIX FLAGS INC |
|
COM |
|
104,600 |
|
|
|
806,466 |
|
|
|
SIZELER PPTY INVS INC |
|
COM |
|
17,785 |
|
|
|
228,537 |
|
|
|
SJW CORP |
|
COM |
|
7,500 |
|
|
|
341,250 |
|
|
|
SKECHERS U S A INC |
|
CL A |
|
22,200 |
|
|
|
340,104 |
|
|
|
SKY FINL GROUP INC |
|
COM |
|
101,415 |
|
|
|
2,821,365 |
|
|
|
SKYLINE CORP |
|
COM |
|
8,900 |
|
|
|
323,960 |
|
|
|
SKYWEST INC |
|
COM |
|
59,800 |
|
|
|
1,606,228 |
|
|
|
SKYWORKS SOLUTIONS INC |
|
COM |
|
170,086 |
|
|
|
865,738 |
|
|
|
SL GREEN RLTY CORP |
|
COM |
|
44,400 |
|
|
|
3,391,716 |
|
|
|
SMART + FINAL INC |
|
COM |
|
14,100 |
|
|
|
181,608 |
|
|
|
SMITH A O CORP |
|
COM |
|
16,228 |
|
|
|
569,603 |
|
|
|
SMITH INTL INC |
|
COM |
|
223,400 |
|
|
|
8,290,374 |
|
|
|
SMITHFIELD FOODS INC |
|
COM |
|
92,350 |
|
|
|
2,825,910 |
|
|
|
SMUCKER J M CO |
|
COM |
|
50,365 |
|
|
|
2,216,060 |
|
76
|
|
SMURFIT STONE CONTAINER CORP |
|
COM |
|
270,410 |
|
|
|
3,831,710 |
|
|
|
SOHU COM INC |
|
COM |
|
17,800 |
|
|
|
326,452 |
|
|
|
SOMANETICS CORP |
|
COM |
|
12,131 |
|
|
|
388,192 |
|
|
|
SONIC AUTOMOTIVE INC |
|
CL A |
|
32,900 |
|
|
|
733,012 |
|
|
|
SONIC CORP |
|
COM |
|
66,284 |
|
|
|
1,955,378 |
|
|
|
SONIC SOLUTIONS |
|
COM |
|
20,300 |
|
|
|
306,733 |
|
|
|
SONICWALL INC |
|
COM |
|
67,700 |
|
|
|
536,184 |
|
|
|
SONOCO PRODS CO |
|
COM |
|
103,900 |
|
|
|
3,054,660 |
|
|
|
SONOSITE INC |
|
COM |
|
17,900 |
|
|
|
626,679 |
|
|
|
SONUS NETWORKS INC |
|
COM |
|
236,315 |
|
|
|
879,092 |
|
|
|
SOTHEBYS HLDGS INC |
|
CL A |
|
50,800 |
|
|
|
932,688 |
|
|
|
SOUND FED BANCORP INC |
|
COM |
|
3,795 |
|
|
|
72,485 |
|
|
|
SOURCE INTERLINK COS INC |
|
COM |
|
32,326 |
|
|
|
359,465 |
|
|
|
SOURCECORP INC |
|
COM |
|
17,150 |
|
|
|
411,257 |
|
|
|
SOUTH FINL GROUP INC |
|
COM |
|
69,960 |
|
|
|
1,926,698 |
|
|
|
SOUTH JERSEY INDS INC |
|
COM |
|
30,600 |
|
|
|
891,684 |
|
|
|
SOUTHERN COPPER CORP DEL |
|
COM |
|
24,700 |
|
|
|
1,654,406 |
|
|
|
SOUTHERN UN CO NEW |
|
COM |
|
100,843 |
|
|
|
2,382,920 |
|
|
|
SOUTHSIDE BANCSHARES INC |
|
COM |
|
14,701 |
|
|
|
296,960 |
|
|
|
SOUTHWEST BANCORP INC OKLA |
|
COM |
|
11,600 |
|
|
|
232,000 |
|
|
|
SOUTHWEST GAS CORP |
|
COM |
|
37,600 |
|
|
|
992,640 |
|
|
|
SOUTHWEST WTR CO |
|
COM |
|
16,979 |
|
|
|
242,962 |
|
|
|
SOUTHWESTERN ENERGY CO |
|
COM |
|
174,400 |
|
|
|
6,267,936 |
|
|
|
SOVRAN SELF STORAGE INC |
|
COM |
|
16,702 |
|
|
|
784,493 |
|
|
|
SPANISH BROADCASTING SYS INC |
|
CL A |
|
37,906 |
|
|
|
193,700 |
|
|
|
SPARTAN STORES INC |
|
COM |
|
5,958 |
|
|
|
62,082 |
|
|
|
SPARTECH CORP |
|
COM |
|
36,425 |
|
|
|
799,529 |
|
|
|
SPATIALIGHT INC |
|
COM |
|
10,200 |
|
|
|
35,394 |
|
|
|
SPECIALTY LABORATORIES INC |
|
COM |
|
7,500 |
|
|
|
97,875 |
|
|
|
SPECTRALINK CORP |
|
COM |
|
20,000 |
|
|
|
237,400 |
|
|
|
SPECTRUM BRANDS INC |
|
COM |
|
35,400 |
|
|
|
718,974 |
|
|
|
SPEEDWAY MOTORSPORTSINC |
|
COM |
|
18,100 |
|
|
|
627,527 |
|
|
|
SPHERION CORP |
|
COM |
|
73,900 |
|
|
|
739,739 |
|
|
|
SPIRIT FIN CORP |
|
COM |
|
71,000 |
|
|
|
805,850 |
|
|
|
SPORTS AUTH INC NEW |
|
COM |
|
25,143 |
|
|
|
782,702 |
|
|
|
SPSS INC |
|
COM |
|
20,600 |
|
|
|
637,158 |
|
|
|
SPX CORP |
|
COM |
|
68,100 |
|
|
|
3,116,937 |
|
77
|
|
SRA INTL INC |
|
CL A |
|
25,800 |
|
|
|
787,932 |
|
|
|
SSA GLOBAL TECHNOLOGIES INC |
|
COM |
|
8,882 |
|
|
|
161,564 |
|
|
|
ST JOE CO |
|
COM |
|
79,200 |
|
|
|
5,323,824 |
|
|
|
ST MARY LD + EXPL CO |
|
COM |
|
63,200 |
|
|
|
2,326,392 |
|
|
|
STAGE STORES INC |
|
COM |
|
25,499 |
|
|
|
759,345 |
|
|
|
STAMPS COM INC |
|
COM |
|
22,050 |
|
|
|
506,268 |
|
|
|
STANCORP FINL GROUP INC |
|
COM |
|
54,600 |
|
|
|
2,727,270 |
|
|
|
STANDARD MICROSYSTEMS CORP |
|
COM |
|
18,900 |
|
|
|
542,241 |
|
|
|
STANDARD MTR PRODS INC |
|
COM |
|
11,600 |
|
|
|
107,068 |
|
|
|
STANDARD PAC CORP NEW |
|
COM |
|
72,400 |
|
|
|
2,664,320 |
|
|
|
STANDARD REGISTER |
|
COM |
|
15,800 |
|
|
|
249,798 |
|
|
|
STANDEX INTL CORP |
|
COM |
|
16,100 |
|
|
|
446,936 |
|
|
|
STANLEY FURNITURE CO INC |
|
COM |
|
15,100 |
|
|
|
350,018 |
|
|
|
STAR SCIENTIFIC INC |
|
COM |
|
31,400 |
|
|
|
73,790 |
|
|
|
STARTEK INC |
|
COM |
|
12,600 |
|
|
|
226,800 |
|
|
|
STATE AUTO FINL CORP |
|
COM |
|
16,300 |
|
|
|
594,298 |
|
|
|
STATE BANCORP INC N Y |
|
COM |
|
8,863 |
|
|
|
148,367 |
|
|
|
STATION CASINOS INC |
|
COM |
|
59,050 |
|
|
|
4,003,590 |
|
|
|
STEEL DYNAMICS INC |
|
COM |
|
39,700 |
|
|
|
1,409,747 |
|
|
|
STEEL TECHNOLOGIES INC |
|
COM |
|
10,900 |
|
|
|
305,091 |
|
|
|
STEELCASE INC |
|
CL A |
|
57,200 |
|
|
|
905,476 |
|
|
|
STEIN MART INC |
|
COM |
|
24,800 |
|
|
|
450,120 |
|
|
|
STEINWAY MUSICAL INSTRS INC |
|
COM |
|
4,900 |
|
|
|
124,999 |
|
|
|
STELLENT INC |
|
COM |
|
31,000 |
|
|
|
307,830 |
|
|
|
STEMCELLS INC |
|
COM |
|
62,500 |
|
|
|
215,625 |
|
|
|
STEPAN CHEM CO |
|
COM |
|
8,800 |
|
|
|
236,632 |
|
|
|
STERICYCLE INC |
|
COM |
|
45,600 |
|
|
|
2,684,928 |
|
|
|
STERIS CORP |
|
COM |
|
74,200 |
|
|
|
1,856,484 |
|
|
|
STERLING BANCORP |
|
COM (RTS |
|
22,012 |
|
|
|
434,297 |
|
|
|
STERLING BANCSHARES INC |
|
COM |
|
46,050 |
|
|
|
711,012 |
|
|
|
STERLING FINL CORP |
|
COM |
|
29,807 |
|
|
|
590,179 |
|
|
|
STERLING FINL CORP WASH |
|
COM |
|
38,485 |
|
|
|
961,355 |
|
|
|
STEWART + STEVENSON SVCS INC |
|
COM |
|
30,600 |
|
|
|
646,578 |
|
|
|
STEWART ENTERPRISES INC |
|
CL A |
|
120,400 |
|
|
|
651,364 |
|
|
|
STEWART INFORMATION SVCS CORP |
|
COM |
|
19,200 |
|
|
|
934,464 |
|
|
|
STIFEL FINL CORP |
|
COM |
|
7,000 |
|
|
|
263,130 |
|
|
|
STILLWATER MNG CO |
|
COM |
|
43,043 |
|
|
|
498,008 |
|
78
|
|
STONE ENERGY CORP |
|
COM |
|
23,677 |
|
|
|
1,078,014 |
|
|
|
STRATASYS INC |
|
COM |
|
9,500 |
|
|
|
237,595 |
|
|
|
STRATEGIC HOTEL CAP INC |
|
COM |
|
41,900 |
|
|
|
862,302 |
|
|
|
STRATTEC SEC CORP |
|
COM |
|
3,200 |
|
|
|
129,344 |
|
|
|
STRAYER ED INC |
|
COM |
|
16,000 |
|
|
|
1,499,200 |
|
|
|
STRIDE RITE CORP |
|
COM |
|
38,600 |
|
|
|
523,416 |
|
|
|
STUDENT LN CORP |
|
COM |
|
4,400 |
|
|
|
920,612 |
|
|
|
STURM RUGER + CO INC |
|
COM |
|
24,500 |
|
|
|
171,745 |
|
|
|
SUFFOLK BANCORP |
|
COM |
|
13,000 |
|
|
|
439,010 |
|
|
|
SUMMIT BANKSHARES INC FT WORTH |
|
COM |
|
14,040 |
|
|
|
252,439 |
|
|
|
SUN BANCORP INC N J |
|
COM |
|
10,996 |
|
|
|
217,171 |
|
|
|
SUN CMNTYS INC |
|
COM |
|
17,800 |
|
|
|
558,920 |
|
|
|
SUNRISE SENIOR LIVING INC |
|
COM |
|
38,800 |
|
|
|
1,307,948 |
|
|
|
SUNSTONE HOTEL INVS INC NEW |
|
COM |
|
24,700 |
|
|
|
656,279 |
|
|
|
SUNTERRA CORP |
|
COM |
|
26,200 |
|
|
|
372,564 |
|
|
|
SUPERGEN INC |
|
COM |
|
49,500 |
|
|
|
249,975 |
|
|
|
SUPERIOR ENERGY SVCS INC |
|
COM |
|
82,400 |
|
|
|
1,734,520 |
|
|
|
SUPERIOR ESSEX INC |
|
COM |
|
13,805 |
|
|
|
278,309 |
|
|
|
SUPERIOR INDS INTL INC |
|
COM |
|
21,400 |
|
|
|
476,364 |
|
|
|
SUPERTEX INC |
|
COM |
|
10,798 |
|
|
|
477,812 |
|
|
|
SUPPORTSOFT INC |
|
COM |
|
33,400 |
|
|
|
140,948 |
|
|
|
SUREWEST COMMUNICATIONS |
|
COM |
|
17,100 |
|
|
|
450,927 |
|
|
|
SURMODICS INC |
|
COM |
|
16,600 |
|
|
|
614,034 |
|
|
|
SUSQUEHANNA BANCSHARES INC PA |
|
COM |
|
51,345 |
|
|
|
1,215,850 |
|
|
|
SVB FINL GROUP |
|
COM |
|
38,000 |
|
|
|
1,779,920 |
|
|
|
SWIFT ENERGY CO |
|
COM |
|
28,400 |
|
|
|
1,279,988 |
|
|
|
SWIFT TRANSN INC |
|
COM |
|
47,500 |
|
|
|
964,250 |
|
|
|
SWS GROUP INC |
|
COM |
|
15,973 |
|
|
|
334,475 |
|
|
|
SYBASE INC |
|
COM |
|
98,107 |
|
|
|
2,144,619 |
|
|
|
SYBRON DENTAL SPECIALTIES |
|
COM |
|
42,200 |
|
|
|
1,679,982 |
|
|
|
SYCAMORE NETWORKS INC |
|
COM |
|
200,700 |
|
|
|
867,024 |
|
|
|
SYKES ENTERPRISES INC |
|
COM |
|
27,700 |
|
|
|
370,349 |
|
|
|
SYMBION INC DE |
|
COM |
|
20,000 |
|
|
|
460,000 |
|
|
|
SYMMETRICOM INC |
|
COM |
|
44,300 |
|
|
|
375,221 |
|
|
|
SYMS CORP |
|
COM |
|
6,600 |
|
|
|
95,304 |
|
|
|
SYMYX TECHNOLOGIES INC |
|
COM |
|
28,800 |
|
|
|
785,952 |
|
|
|
SYNAPTICS INC |
|
COM |
|
21,400 |
|
|
|
529,008 |
|
79
|
|
SYNIVERSE HLDGS INC |
|
COM |
|
11,400 |
|
|
|
238,260 |
|
|
|
SYNNEX CORP |
|
COM |
|
11,000 |
|
|
|
166,210 |
|
|
|
SYNOPSYS INC |
|
COM |
|
153,338 |
|
|
|
3,075,960 |
|
|
|
SYNTEL INC |
|
COM |
|
6,100 |
|
|
|
127,063 |
|
|
|
SYNTROLEUM CORP |
|
COM |
|
44,572 |
|
|
|
402,485 |
|
|
|
SYPRIS SOLUTIONS INC |
|
COM |
|
8,300 |
|
|
|
82,834 |
|
|
|
SYSTEMAX INC |
|
COM |
|
9,800 |
|
|
|
61,152 |
|
|
|
T HQ INC |
|
COM |
|
67,412 |
|
|
|
1,607,764 |
|
|
|
TAKE TWO INTERACTIVE SOFTWARE |
|
COM |
|
71,250 |
|
|
|
1,261,125 |
|
|
|
TALBOTS INC |
|
COM |
|
26,000 |
|
|
|
723,320 |
|
|
|
TALK AMER HLDGS INC |
|
COM |
|
34,466 |
|
|
|
297,442 |
|
|
|
TALX CORP |
|
COM |
|
24,720 |
|
|
|
1,129,951 |
|
|
|
TANGER FACTORY OUTLET CTRS INC |
|
COM |
|
30,396 |
|
|
|
873,581 |
|
|
|
TANOX INC |
|
COM |
|
28,500 |
|
|
|
466,545 |
|
|
|
TARRAGON CORPORATION |
|
COM |
|
11,947 |
|
|
|
246,347 |
|
|
|
TASER INTL INC |
|
COM |
|
51,600 |
|
|
|
360,168 |
|
|
|
TAUBMAN CENTERS INC |
|
REIT |
|
54,600 |
|
|
|
1,897,350 |
|
|
|
TAYLOR CAP GROUP INC |
|
COM |
|
4,600 |
|
|
|
185,840 |
|
|
|
TCF FINANCIAL CORP |
|
COM |
|
143,500 |
|
|
|
3,894,590 |
|
|
|
TD BANKNORTH INC |
|
COM |
|
75,359 |
|
|
|
2,189,179 |
|
|
|
TECH DATA CORP |
|
COM |
|
63,575 |
|
|
|
2,522,656 |
|
|
|
TECHNE CORP |
|
COM |
|
39,500 |
|
|
|
2,217,925 |
|
|
|
TECHNICAL OLYMPIC USA INC |
|
COM |
|
17,287 |
|
|
|
364,583 |
|
|
|
TECHNITROL INC |
|
COM |
|
47,400 |
|
|
|
810,540 |
|
|
|
TECHNOLOGY INVT CAP CORP |
|
COM |
|
13,600 |
|
|
|
205,360 |
|
|
|
TECUMSEH PRODS CO |
|
CL A |
|
16,284 |
|
|
|
373,066 |
|
|
|
TEJON RANCH CO |
|
COM |
|
8,300 |
|
|
|
331,336 |
|
|
|
TEKELEC INC |
|
COM |
|
61,400 |
|
|
|
853,460 |
|
|
|
TELEDYNE TECHNOLOGIES INC |
|
COM |
|
35,711 |
|
|
|
1,039,190 |
|
|
|
TELEFLEX INC |
|
COM |
|
38,000 |
|
|
|
2,469,240 |
|
|
|
TELEPHONE + DATA SYS INC |
|
COM |
|
112,000 |
|
|
|
4,035,360 |
|
|
|
TELETECH HLDGS INC |
|
COM |
|
43,400 |
|
|
|
522,970 |
|
|
|
TELEWEST GLOBAL INC |
|
COM |
|
255,200 |
|
|
|
6,078,864 |
|
|
|
TELIK INC |
|
COM |
|
47,200 |
|
|
|
801,928 |
|
|
|
TELKONET INC |
|
COM |
|
49,900 |
|
|
|
207,085 |
|
|
|
TEMPUR PEDIC INTL INC |
|
COM |
|
40,800 |
|
|
|
469,200 |
|
|
|
TENNANT CO |
|
COM |
|
10,300 |
|
|
|
535,600 |
|
80
|
|
TENNECO INC |
|
COM |
|
52,100 |
|
|
|
1,021,681 |
|
|
|
TERAYON COMMUNICATION SYS |
|
COM |
|
81,600 |
|
|
|
188,496 |
|
|
|
TERCICA INC |
|
COM |
|
5,100 |
|
|
|
36,567 |
|
|
|
TEREX CORP NEW |
|
COM |
|
52,863 |
|
|
|
3,140,062 |
|
|
|
TERRA INDS INC |
|
COM |
|
102,100 |
|
|
|
571,760 |
|
|
|
TERREMARK WORLDWIDE INC |
|
COM |
|
25,270 |
|
|
|
117,506 |
|
|
|
TESORO CORP |
|
COM |
|
72,100 |
|
|
|
4,437,755 |
|
|
|
TESSERA TECHNOLOGIES INC |
|
COM |
|
42,300 |
|
|
|
1,093,455 |
|
|
|
TETRA TECH INC NEW |
|
COM |
|
63,675 |
|
|
|
997,787 |
|
|
|
TETRA TECHNOLOGIES INC DEL |
|
COM |
|
38,250 |
|
|
|
1,167,390 |
|
|
|
TEXAS CAP BANCSHARES INC |
|
COM |
|
20,917 |
|
|
|
468,750 |
|
|
|
TEXAS INDS INC |
|
COM |
|
23,963 |
|
|
|
1,194,316 |
|
|
|
TEXAS REGL BANCSHARES INC |
|
CL A |
|
43,791 |
|
|
|
1,239,285 |
|
|
|
TEXAS ROADHOUSE INC |
|
CL A |
|
39,000 |
|
|
|
606,450 |
|
|
|
THE STEAK AND SHAKE COMPANY |
|
COM |
|
29,110 |
|
|
|
493,415 |
|
|
|
THERMOGENESIS CORP |
|
COM |
|
38,581 |
|
|
|
186,346 |
|
|
|
THOMAS + BETTS CORP |
|
COM |
|
64,500 |
|
|
|
2,706,420 |
|
|
|
THOR INDS INC |
|
COM |
|
39,300 |
|
|
|
1,574,751 |
|
|
|
THORATEC CORP |
|
COM |
|
47,845 |
|
|
|
989,913 |
|
|
|
THORNBURG MTG INC |
|
COM |
|
106,400 |
|
|
|
2,787,680 |
|
|
|
TIBCO SOFTWARE INC |
|
COM |
|
235,400 |
|
|
|
1,758,438 |
|
|
|
TIDEWATER INC |
|
COM |
|
66,500 |
|
|
|
2,956,590 |
|
|
|
TIERONE CORP |
|
COM |
|
25,100 |
|
|
|
738,191 |
|
|
|
TIMBERLAND CO |
|
CL A |
|
56,200 |
|
|
|
1,829,310 |
|
|
|
TIME WARNER TELECOM INC |
|
CL A |
|
50,200 |
|
|
|
494,470 |
|
|
|
TIMKEN CO |
|
COM |
|
83,900 |
|
|
|
2,686,478 |
|
|
|
TITAN INTL INC ILL |
|
COM |
|
15,600 |
|
|
|
269,100 |
|
|
|
TITANIUM METALS CORP |
|
COM |
|
11,400 |
|
|
|
721,164 |
|
|
|
TIVO INC |
|
COM |
|
45,800 |
|
|
|
234,496 |
|
|
|
TNS INC |
|
COM |
|
5,700 |
|
|
|
109,326 |
|
|
|
TODCO |
|
CL A |
|
46,600 |
|
|
|
1,773,596 |
|
|
|
TOLL BROS INC |
|
COM |
|
110,000 |
|
|
|
3,810,400 |
|
|
|
TOMPKINS TRUSTCO INC |
|
COM |
|
9,438 |
|
|
|
422,822 |
|
|
|
TOO INC |
|
COM |
|
37,900 |
|
|
|
1,069,159 |
|
|
|
TOOTSIE ROLL INDS INC |
|
COM |
|
27,835 |
|
|
|
805,267 |
|
|
|
TOPPS COMPANY INC |
|
COM |
|
39,800 |
|
|
|
295,714 |
|
|
|
TOREADOR RES CORP |
|
COM |
|
15,410 |
|
|
|
324,689 |
|
81
|
|
TORO CO |
|
COM |
|
45,400 |
|
|
|
1,987,158 |
|
|
|
TOTAL SYS SVCS INC |
|
COM |
|
41,900 |
|
|
|
829,201 |
|
|
|
TOWER GROUP INC |
|
COM |
|
16,469 |
|
|
|
361,989 |
|
|
|
TOWN + CNTRY TR |
|
SH BEN INT |
|
17,510 |
|
|
|
592,013 |
|
|
|
TRACTOR SUPPLY CO |
|
COM |
|
32,500 |
|
|
|
1,720,550 |
|
|
|
TRADESTATION GROUP INC |
|
COM |
|
19,300 |
|
|
|
238,934 |
|
|
|
TRAMMELL CROW CO |
|
COM |
|
33,400 |
|
|
|
856,710 |
|
|
|
TRANS WORLD ENTMT CORP |
|
COM |
|
24,500 |
|
|
|
139,650 |
|
|
|
TRANSACTION SYS ARCHITECTS INC |
|
CL A |
|
43,000 |
|
|
|
1,237,970 |
|
|
|
TRANSATLANTIC HLDGS INC |
|
COM |
|
28,350 |
|
|
|
1,905,120 |
|
|
|
TRANSMONTAIGNE INC |
|
COM |
|
23,000 |
|
|
|
151,800 |
|
|
|
TRANSWITCH CORP |
|
COM |
|
14,735 |
|
|
|
26,965 |
|
|
|
TRAVELZOO INC |
|
COM |
|
2,200 |
|
|
|
48,400 |
|
|
|
TREDEGAR INDS INC |
|
COM |
|
36,800 |
|
|
|
474,352 |
|
|
|
TREEHOUSE FOODS INC |
|
COM |
|
29,884 |
|
|
|
559,428 |
|
|
|
TREX INC |
|
COM |
|
9,600 |
|
|
|
269,280 |
|
|
|
TRI VY CORP |
|
COM |
|
18,000 |
|
|
|
140,040 |
|
|
|
TRIAD GTY INC |
|
COM |
|
9,500 |
|
|
|
417,905 |
|
|
|
TRIAD HOSPS INC |
|
COM |
|
89,443 |
|
|
|
3,508,849 |
|
|
|
TRIARC COS INC |
|
CL B SER 1 |
|
44,100 |
|
|
|
654,885 |
|
|
|
TRICO BANCSHARES |
|
COM |
|
14,100 |
|
|
|
329,799 |
|
|
|
TRIDENT MICROSYSTEMS INC |
|
COM |
|
55,000 |
|
|
|
990,000 |
|
|
|
TRIMBLE NAVIGATION LTD |
|
COM |
|
53,750 |
|
|
|
1,907,588 |
|
|
|
TRIMERIS INC |
|
COM |
|
17,050 |
|
|
|
195,905 |
|
|
|
TRINITY INDS INC |
|
COM |
|
42,700 |
|
|
|
1,881,789 |
|
|
|
TRIPATH IMAGING INC |
|
COM |
|
23,200 |
|
|
|
140,128 |
|
|
|
TRIQUINT SEMICONDUCTOR INC |
|
COM |
|
161,570 |
|
|
|
718,987 |
|
|
|
TRIUMPH GROUP INC NEW |
|
COM |
|
18,600 |
|
|
|
680,946 |
|
|
|
TRIZEC PPTYS INC |
|
COM |
|
102,200 |
|
|
|
2,342,424 |
|
|
|
TRIZETTO GROUP INC |
|
COM |
|
46,500 |
|
|
|
790,035 |
|
|
|
TRUSTCO BK CORP N Y |
|
COM |
|
82,833 |
|
|
|
1,028,786 |
|
|
|
TRUSTMARK CORP |
|
COM |
|
50,200 |
|
|
|
1,378,994 |
|
|
|
TRUSTREET PPTYS INC |
|
COM |
|
54,600 |
|
|
|
798,252 |
|
|
|
TRW AUTOMOTIVE HLDGS CORP |
|
COM |
|
40,600 |
|
|
|
1,069,810 |
|
|
|
TTM TECHNOLOGIES |
|
COM |
|
43,200 |
|
|
|
406,080 |
|
|
|
TUESDAY MORNING CORP |
|
COM |
|
27,800 |
|
|
|
581,576 |
|
|
|
TUPPERWARE BRANDS CORP |
|
COM |
|
57,700 |
|
|
|
1,292,480 |
|
82
|
|
TURBOCHEF TECHNOLOGIES INC |
|
COM |
|
13,000 |
|
|
|
186,680 |
|
|
|
TYLER TECHNOLOGIES INC |
|
COM |
|
45,030 |
|
|
|
395,363 |
|
|
|
U S B HLDG INC |
|
COM |
|
18,669 |
|
|
|
404,371 |
|
|
|
U S I HLDGS CORP |
|
COM |
|
46,200 |
|
|
|
636,174 |
|
|
|
U S XPRESS ENTERPRISES INC |
|
CL A |
|
7,400 |
|
|
|
128,612 |
|
|
|
U STORE IT TR |
|
COM |
|
43,800 |
|
|
|
921,990 |
|
|
|
UAP HLDG CORP |
|
COM |
|
29,700 |
|
|
|
606,474 |
|
|
|
UBIQUITEL INC |
|
COM |
|
89,667 |
|
|
|
886,807 |
|
|
|
UCBH HLDGS INC |
|
COM |
|
101,600 |
|
|
|
1,816,608 |
|
|
|
UGI CORP NEW |
|
COM |
|
110,900 |
|
|
|
2,284,540 |
|
|
|
UICI |
|
COM |
|
43,100 |
|
|
|
1,530,481 |
|
|
|
UIL HLDG CORP |
|
COM |
|
14,500 |
|
|
|
666,855 |
|
|
|
ULTICOM INC |
|
COM |
|
14,000 |
|
|
|
137,340 |
|
|
|
ULTIMATE SOFTWARE GROUP INC |
|
COM |
|
22,543 |
|
|
|
429,895 |
|
|
|
ULTRALIFE BATTERIES INC |
|
COM |
|
14,300 |
|
|
|
171,600 |
|
|
|
ULTRATECH INC |
|
COM |
|
24,300 |
|
|
|
399,006 |
|
|
|
UMB FINL CORP |
|
COM |
|
16,201 |
|
|
|
1,035,406 |
|
|
|
UMPQUA HLDGS CORP |
|
COM |
|
51,305 |
|
|
|
1,463,732 |
|
|
|
UNDER ARMOUR INC |
|
CL A |
|
5,800 |
|
|
|
222,198 |
|
|
|
UNIFIRST CORP |
|
COM |
|
10,300 |
|
|
|
320,330 |
|
|
|
UNION BANKSHARES CORP |
|
COM |
|
8,100 |
|
|
|
349,110 |
|
|
|
UNIONBANCAL CORP |
|
COM |
|
59,861 |
|
|
|
4,113,648 |
|
|
|
UNISOURCE ENERGY CORP |
|
COM |
|
38,600 |
|
|
|
1,204,320 |
|
|
|
UNIT CORP |
|
COM |
|
46,850 |
|
|
|
2,578,156 |
|
|
|
UNITED AUTO GROUP INC |
|
COM |
|
25,000 |
|
|
|
955,000 |
|
|
|
UNITED BANKSHARES INC W VA |
|
COM |
|
39,400 |
|
|
|
1,388,456 |
|
|
|
UNITED CAP CORP |
|
COM |
|
6,700 |
|
|
|
165,289 |
|
|
|
UNITED CMNTY BKS INC BLAIRSVIL |
|
COM |
|
33,750 |
|
|
|
899,775 |
|
|
|
UNITED DOMINION RLTY TR INC |
|
COM |
|
146,600 |
|
|
|
3,436,304 |
|
|
|
UNITED FIRECAS CO |
|
COM |
|
18,800 |
|
|
|
760,084 |
|
|
|
UNITED INDL CORP |
|
COM |
|
11,800 |
|
|
|
488,166 |
|
|
|
UNITED NAT FOODS INC |
|
COM |
|
45,800 |
|
|
|
1,209,120 |
|
|
|
UNITED ONLINE INC |
|
COM |
|
51,800 |
|
|
|
736,596 |
|
|
|
UNITED PANAM FINL CORP |
|
COM |
|
5,200 |
|
|
|
134,524 |
|
|
|
UNITED RENTALS INC |
|
COM |
|
64,800 |
|
|
|
1,515,672 |
|
|
|
UNITED SEC BANCSHARES INC |
|
COM |
|
1,020 |
|
|
|
27,346 |
|
|
|
UNITED STATES CELLULAR CORP |
|
COM |
|
15,750 |
|
|
|
778,050 |
|
83
|
|
UNITED STATIONERS INC |
|
COM |
|
37,330 |
|
|
|
1,810,505 |
|
|
|
UNITED SURGICAL PARTNERS |
|
COM |
|
46,049 |
|
|
|
1,480,475 |
|
|
|
UNITED THERAPEUTICS CORP DEL |
|
COM |
|
21,600 |
|
|
|
1,492,992 |
|
|
|
UNITRIN INC |
|
COM |
|
52,000 |
|
|
|
2,342,600 |
|
|
|
UNIVERSAL AMERN FINL CORP |
|
COM |
|
29,800 |
|
|
|
449,384 |
|
|
|
UNIVERSAL COMPRESSION HLDGS |
|
COM |
|
20,700 |
|
|
|
851,184 |
|
|
|
UNIVERSAL CORP VA |
|
COM |
|
27,900 |
|
|
|
1,209,744 |
|
|
|
UNIVERSAL DISPLAY CORP |
|
COM |
|
20,400 |
|
|
|
214,404 |
|
|
|
UNIVERSAL ELECTRS INC |
|
COM |
|
16,600 |
|
|
|
286,018 |
|
|
|
UNIVERSAL FST PRODS INC |
|
COM |
|
19,400 |
|
|
|
1,071,850 |
|
|
|
UNIVERSAL HEALTH RLTY INCOME |
|
SH BEN INT |
|
14,100 |
|
|
|
441,894 |
|
|
|
UNIVERSAL HEALTH SVCS INC |
|
CL B |
|
49,700 |
|
|
|
2,322,978 |
|
|
|
UNIVERSAL TECHNICAL INST INC |
|
COM |
|
20,000 |
|
|
|
618,800 |
|
|
|
UNIVEST CORP PA |
|
COM |
|
14,150 |
|
|
|
343,421 |
|
|
|
UNIZAN FINL CORP |
|
COM |
|
26,625 |
|
|
|
707,160 |
|
|
|
URBAN OUTFITTERS INC |
|
COM |
|
112,500 |
|
|
|
2,847,375 |
|
|
|
URS CORP NEW |
|
COM |
|
43,000 |
|
|
|
1,617,230 |
|
|
|
URSTADT BIDDLE PPTYS INC |
|
CL A |
|
22,500 |
|
|
|
364,725 |
|
|
|
US PHYSICAL THERAPY INC |
|
COM |
|
6,401 |
|
|
|
118,226 |
|
|
|
USA MOBILITY INC |
|
COM |
|
25,060 |
|
|
|
694,663 |
|
|
|
USA TRUCK INC |
|
COM |
|
900 |
|
|
|
26,217 |
|
|
|
USANA HEALTH SCIENCES |
|
COM |
|
10,000 |
|
|
|
383,600 |
|
|
|
USEC INC |
|
COM |
|
95,900 |
|
|
|
1,146,005 |
|
|
|
USG CORP |
|
COM |
|
39,100 |
|
|
|
2,541,500 |
|
|
|
UTD COMMUNITY FINL |
|
COM |
|
35,000 |
|
|
|
413,350 |
|
|
|
UTSTARCOM INC |
|
COM |
|
101,500 |
|
|
|
818,090 |
|
|
|
VAIL RESORTS INC |
|
COM |
|
32,100 |
|
|
|
1,060,263 |
|
|
|
VALASSIS COMMUNICATIONS INC |
|
COM |
|
54,300 |
|
|
|
1,578,501 |
|
|
|
VALEANT PHARMACEUTICALS INTL |
|
COM |
|
91,700 |
|
|
|
1,657,936 |
|
|
|
VALENCE TECHNOLOGY INC |
|
COM |
|
66,600 |
|
|
|
102,564 |
|
|
|
VALHI INC NEW |
|
COM |
|
11,300 |
|
|
|
209,050 |
|
|
|
VALLEY NATL BANCORP |
|
COM |
|
111,015 |
|
|
|
2,675,462 |
|
|
|
VALMONT INDS INC |
|
COM |
|
18,100 |
|
|
|
605,626 |
|
|
|
VALOR COMMUNICATIONS GROUP INC |
|
COM |
|
25,400 |
|
|
|
289,560 |
|
|
|
VALSPAR CORP |
|
COM |
|
109,200 |
|
|
|
2,693,964 |
|
|
|
VALUE LINE INC |
|
COM |
|
1,800 |
|
|
|
62,874 |
|
|
|
VALUECLICK INC |
|
COM |
|
92,600 |
|
|
|
1,676,986 |
|
84
|
|
VALUEVISION MEDIA INC |
|
CL A |
|
35,300 |
|
|
|
444,780 |
|
|
|
VARIAN INC |
|
COM |
|
36,700 |
|
|
|
1,460,293 |
|
|
|
VARIAN MED SYS INC |
|
COM |
|
138,900 |
|
|
|
6,992,226 |
|
|
|
VARIAN SEMI EQUIP ASSOC INC |
|
COM |
|
42,100 |
|
|
|
1,849,453 |
|
|
|
VASCO DATA SEC INTL INC |
|
COM |
|
26,945 |
|
|
|
265,678 |
|
|
|
VCA ANTECH INC |
|
COM |
|
80,300 |
|
|
|
2,264,460 |
|
|
|
VECTOR GROUP LTD |
|
COM |
|
30,494 |
|
|
|
554,076 |
|
|
|
VECTREN CORP |
|
COM |
|
83,490 |
|
|
|
2,267,588 |
|
|
|
VEECO INSTRS INC DEL |
|
COM |
|
27,300 |
|
|
|
473,109 |
|
|
|
VENTANA MED SYS INC |
|
COM |
|
29,000 |
|
|
|
1,228,150 |
|
|
|
VENTAS INC |
|
COM |
|
103,400 |
|
|
|
3,310,868 |
|
|
|
VENTIV HEALTH INC |
|
COM |
|
28,300 |
|
|
|
668,446 |
|
|
|
VERIFONE HLDGS INC |
|
COM |
|
21,335 |
|
|
|
539,776 |
|
|
|
VERINT SYS INC |
|
COM |
|
14,500 |
|
|
|
499,815 |
|
|
|
VERISIGN INC |
|
COM |
|
275,163 |
|
|
|
6,031,573 |
|
|
|
VERITAS DGC INC |
|
COM |
|
36,200 |
|
|
|
1,284,738 |
|
|
|
VERITY INC |
|
COM |
|
30,100 |
|
|
|
405,447 |
|
|
|
VERTEX PHARMACEUTICALS INC |
|
COM |
|
99,360 |
|
|
|
2,749,291 |
|
|
|
VERTRUE INC |
|
COM |
|
7,000 |
|
|
|
247,310 |
|
|
|
VIAD CORP |
|
COM |
|
25,194 |
|
|
|
738,940 |
|
|
|
VIASAT INC |
|
COM |
|
25,880 |
|
|
|
691,772 |
|
|
|
VIASYS HEALTHCARE INC |
|
COM |
|
36,100 |
|
|
|
927,770 |
|
|
|
VICOR CORP |
|
COM |
|
23,300 |
|
|
|
368,373 |
|
|
|
VIGNETTE CORP |
|
COM |
|
29,080 |
|
|
|
474,295 |
|
|
|
VIISAGE TECHNOLOGY INC |
|
COM |
|
16,912 |
|
|
|
297,820 |
|
|
|
VINEYARD NATL BANCORP |
|
COM |
|
9,993 |
|
|
|
308,184 |
|
|
|
VINTAGE PETE INC |
|
COM |
|
54,900 |
|
|
|
2,927,817 |
|
|
|
VIRGINIA COMM BANCORP INC |
|
COM |
|
10,756 |
|
|
|
312,892 |
|
|
|
VIRGINIA FINL GROUP INC |
|
COM |
|
8,000 |
|
|
|
288,240 |
|
|
|
VISHAY INTERTECHNOLOGY INC |
|
COM |
|
176,132 |
|
|
|
2,423,576 |
|
|
|
VISTACARE INC |
|
CL A |
|
12,600 |
|
|
|
157,500 |
|
|
|
VITAL IMAGES INC |
|
COM |
|
8,400 |
|
|
|
219,660 |
|
|
|
VITAL SIGNS INC |
|
COM |
|
7,200 |
|
|
|
308,304 |
|
|
|
VITESSE SEMICONDUCTOR CORP |
|
COM |
|
231,500 |
|
|
|
444,480 |
|
|
|
VOLCOM INC |
|
COM |
|
6,600 |
|
|
|
224,466 |
|
|
|
VOLT INFORMATION SCIENCES INC |
|
COM |
|
8,500 |
|
|
|
161,670 |
|
|
|
VOLTERRA SEMICONDUCTOR CORP |
|
COM |
|
19,300 |
|
|
|
289,500 |
|
85
|
|
W H ENERGY SVCS INC |
|
COM |
|
28,300 |
|
|
|
936,164 |
|
|
|
W HLDG CO INC |
|
COM |
|
119,055 |
|
|
|
979,823 |
|
|
|
W+T OFFSHORE INC |
|
COM |
|
10,200 |
|
|
|
299,880 |
|
|
|
WABASH NATL CORP |
|
COM |
|
33,000 |
|
|
|
628,650 |
|
|
|
WABTEC |
|
COM |
|
45,068 |
|
|
|
1,212,329 |
|
|
|
WADDELL + REED FINL INC |
|
CL A |
|
73,340 |
|
|
|
1,537,940 |
|
|
|
WALTER INDS INC |
|
COM |
|
35,100 |
|
|
|
1,745,172 |
|
|
|
WARNACO GROUP INC |
|
COM |
|
53,300 |
|
|
|
1,424,176 |
|
|
|
WARNER MUSIC GROUP CORP |
|
COM |
|
29,270 |
|
|
|
564,033 |
|
|
|
WARREN RES INC |
|
COM |
|
21,498 |
|
|
|
340,098 |
|
|
|
WASHINGTON FED INC |
|
COM |
|
91,643 |
|
|
|
2,106,873 |
|
|
|
WASHINGTON GROUP INTL INC |
|
COM |
|
27,700 |
|
|
|
1,467,269 |
|
|
|
WASHINGTON POST CO |
|
CL B |
|
5,821 |
|
|
|
4,453,065 |
|
|
|
WASHINGTON REAL ESTATE INVT TR |
|
SH BEN INT |
|
44,500 |
|
|
|
1,350,575 |
|
|
|
WASHINGTON TR BANCORP INC |
|
COM |
|
17,400 |
|
|
|
455,532 |
|
|
|
WASTE CONNECTIONS INC |
|
COM |
|
45,450 |
|
|
|
1,566,207 |
|
|
|
WASTE INDS USA |
|
COM |
|
1,900 |
|
|
|
24,472 |
|
|
|
WASTE SVCS INC DE |
|
COM |
|
40,705 |
|
|
|
135,548 |
|
|
|
WATER PIK TECH INC |
|
COM |
|
5,600 |
|
|
|
120,232 |
|
|
|
WATSCO INC |
|
COM |
|
26,400 |
|
|
|
1,578,984 |
|
|
|
WATSON WYATT WORLDWIDE INC |
|
CL A |
|
43,900 |
|
|
|
1,224,810 |
|
|
|
WATTS WATER TECHNOLOGIES INC |
|
CL A |
|
26,700 |
|
|
|
808,743 |
|
|
|
WAUSAU PAPER CORP |
|
COM |
|
52,500 |
|
|
|
622,125 |
|
|
|
WCI CMNTYS INC |
|
COM |
|
36,500 |
|
|
|
980,025 |
|
|
|
WD 40 CO |
|
COM |
|
19,100 |
|
|
|
501,566 |
|
|
|
WEBEX COMMUNICATIONS |
|
COM |
|
30,100 |
|
|
|
651,063 |
|
|
|
WEBMETHODS INC |
|
COM |
|
55,538 |
|
|
|
428,198 |
|
|
|
WEBSENSE INC |
|
COM |
|
25,700 |
|
|
|
1,686,948 |
|
|
|
WEBSIDESTORY INC |
|
COM |
|
12,400 |
|
|
|
224,812 |
|
|
|
WEBSTER FINL CORP WATERBURY |
|
COM |
|
58,658 |
|
|
|
2,751,060 |
|
|
|
WEIGHT WATCHERS INTL INC NEW |
|
COM |
|
37,500 |
|
|
|
1,853,625 |
|
|
|
WEINGARTEN RLTY INVS |
|
SH BEN INT |
|
85,450 |
|
|
|
3,230,865 |
|
|
|
WEIS MKTS INC |
|
COM |
|
16,000 |
|
|
|
688,640 |
|
|
|
WELLCARE HEALTH PLANS INC |
|
COM |
|
20,400 |
|
|
|
833,340 |
|
|
|
WELLMAN INC |
|
COM |
|
37,800 |
|
|
|
256,284 |
|
|
|
WELLPOINT INC |
|
COM |
|
16,196 |
|
|
|
1,292,272 |
|
|
|
WERNER ENTERPRISES INC |
|
COM |
|
53,432 |
|
|
|
1,052,610 |
|
86
|
|
WESBANCO INC |
|
COM |
|
24,000 |
|
|
|
729,840 |
|
|
|
WESCO FINL CORP |
|
COM |
|
1,600 |
|
|
|
616,000 |
|
|
|
WESCO INTL INC |
|
COM |
|
30,300 |
|
|
|
1,294,719 |
|
|
|
WEST BANCORPORATION INC |
|
COM |
|
18,690 |
|
|
|
349,503 |
|
|
|
WEST COAST BANCORP ORE NEW |
|
COM |
|
18,600 |
|
|
|
491,970 |
|
|
|
WEST CORP |
|
COM |
|
21,500 |
|
|
|
906,225 |
|
|
|
WEST MARINE INC |
|
COM |
|
14,100 |
|
|
|
197,118 |
|
|
|
WEST PHARMACEUTICAL SVCS INC |
|
COM |
|
32,300 |
|
|
|
808,469 |
|
|
|
WESTAMERICA BANCORPORATION |
|
COM |
|
34,000 |
|
|
|
1,804,380 |
|
|
|
WESTCORP INC |
|
COM |
|
26,632 |
|
|
|
1,773,958 |
|
|
|
WESTELL TECHNOLOGIES |
|
CL A |
|
49,200 |
|
|
|
221,400 |
|
|
|
WESTERN DIGITAL CORP |
|
COM |
|
226,100 |
|
|
|
4,207,721 |
|
|
|
WESTERN GAS RES INC |
|
COM |
|
58,400 |
|
|
|
2,750,056 |
|
|
|
WESTERN SIERRA BANCORP |
|
COM |
|
5,794 |
|
|
|
210,844 |
|
|
|
WESTFIELD FINANCIAL INC |
|
COM |
|
4,100 |
|
|
|
98,441 |
|
|
|
WESTLAKE CHEM CORP |
|
COM |
|
13,000 |
|
|
|
374,530 |
|
|
|
WESTSTAR ENERGY INC |
|
COM |
|
94,000 |
|
|
|
2,021,000 |
|
|
|
WESTWOOD ONE INC |
|
COM |
|
83,000 |
|
|
|
1,352,900 |
|
|
|
WET SEAL INC |
|
CL A |
|
30,897 |
|
|
|
137,183 |
|
|
|
WEYCO GROUP INC |
|
COM |
|
7,200 |
|
|
|
137,520 |
|
|
|
WFS FINL INC |
|
COM |
|
6,755 |
|
|
|
514,393 |
|
|
|
WGL HLDGS INC |
|
COM |
|
54,000 |
|
|
|
1,623,240 |
|
|
|
WHEELING PITTSBURGH CORP |
|
COM |
|
8,746 |
|
|
|
78,889 |
|
|
|
WHITING PETE CORP NEW |
|
COM |
|
35,900 |
|
|
|
1,436,000 |
|
|
|
WHITNEY HLDG CORP |
|
COM |
|
68,700 |
|
|
|
1,893,372 |
|
|
|
WHOLE FOODS MKT INC |
|
COM |
|
134,510 |
|
|
|
10,409,729 |
|
|
|
WILD OATS MKTS INC |
|
COM |
|
31,100 |
|
|
|
375,688 |
|
|
|
WILEY JOHN + SON |
|
CL A |
|
48,300 |
|
|
|
1,885,632 |
|
|
|
WILLIAMS CLAYTON ENERGY INC |
|
COM |
|
5,700 |
|
|
|
237,918 |
|
|
|
WILLIAMS SCOTSMAN INTL INC |
|
COM |
|
2,500 |
|
|
|
43,275 |
|
|
|
WILLIAMS SONOMA INC |
|
COM |
|
118,900 |
|
|
|
5,130,535 |
|
|
|
WILMINGTON TR CORP |
|
COM |
|
71,400 |
|
|
|
2,778,174 |
|
|
|
WILSHIRE BANCORP INC |
|
COM |
|
19,800 |
|
|
|
340,362 |
|
|
|
WIND RIV SYS INC |
|
COM |
|
78,166 |
|
|
|
1,154,512 |
|
|
|
WINNEBAGO IND INC. |
|
COM |
|
34,300 |
|
|
|
1,141,504 |
|
|
|
WINSTON HOTELS |
|
COM |
|
29,400 |
|
|
|
291,060 |
|
|
|
WINTRUST FINL CORP |
|
COM |
|
23,750 |
|
|
|
1,303,875 |
|
87
|
|
WIRELESS FACS INC |
|
COM |
|
42,800 |
|
|
|
218,280 |
|
|
|
|
WISCONSIN ENERGY CORP |
|
COM |
|
120,850 |
|
|
|
4,720,401 |
|
|
|
|
WITNESS SYS INC |
|
COM |
|
20,900 |
|
|
|
411,103 |
|
|
|
|
WMS INDUSTRIES INC |
|
COM |
|
23,900 |
|
|
|
599,651 |
|
|
|
|
WOLVERINE WORLD WIDE INC |
|
COM |
|
65,900 |
|
|
|
1,480,114 |
|
|
|
|
WOODWARD GOVERNOR CO |
|
COM |
|
9,700 |
|
|
|
834,297 |
|
|
|
|
WORLD ACCEPTANCE CORP |
|
COM |
|
17,100 |
|
|
|
487,350 |
|
|
|
|
WORLD AIR HLDGS INC |
|
COM |
|
26,725 |
|
|
|
257,095 |
|
|
|
|
WORLD FUEL SERVICES CORP. |
|
COM |
|
29,500 |
|
|
|
994,740 |
|
|
|
|
WORLD WRESTLING ENTMT INC |
|
CL A |
|
16,500 |
|
|
|
242,220 |
|
|
|
|
WORTHINGTON INDS IN |
|
COM |
|
73,200 |
|
|
|
1,406,172 |
|
|
|
|
WPS RES CORP |
|
COM |
|
42,400 |
|
|
|
2,345,144 |
|
|
|
|
WRIGHT EXPRESS CORP |
|
COM |
|
38,200 |
|
|
|
840,400 |
|
|
|
|
WRIGHT MED GROUP INC |
|
COM |
|
28,800 |
|
|
|
587,520 |
|
|
|
|
WSFS FINL CORP |
|
COM |
|
5,400 |
|
|
|
330,750 |
|
|
|
|
WYNN RESORTS LTD |
|
COM |
|
46,800 |
|
|
|
2,566,980 |
|
|
|
|
X RITE INC |
|
COM |
|
25,600 |
|
|
|
256,000 |
|
|
|
|
XM SATELLITE RADIO HLDGS INC |
|
CL A |
|
217,768 |
|
|
|
5,940,711 |
|
|
|
|
YANKEE CANDLE INC |
|
COM |
|
43,700 |
|
|
|
1,118,720 |
|
|
|
|
YARDVILLE NATIONAL BANCORP |
|
COM |
|
8,900 |
|
|
|
308,385 |
|
|
|
|
YOUNG INNOVATIONS INV |
|
COM |
|
5,200 |
|
|
|
177,216 |
|
|
|
|
YRC WORLDWIDE INC |
|
COM |
|
61,859 |
|
|
|
2,759,530 |
|
|
|
|
ZALE CORP NEW |
|
COM |
|
52,800 |
|
|
|
1,327,920 |
|
|
|
|
ZEBRA TECHNOLOGIES CORP |
|
CL A |
|
75,925 |
|
|
|
3,253,386 |
|
|
|
|
ZENITH NATL INS CORP |
|
COM |
|
25,650 |
|
|
|
1,182,978 |
|
|
|
|
ZHONE TECHNOLOGIES INC NEW |
|
COM |
|
49,339 |
|
|
|
104,599 |
|
|
|
|
ZOLL MED CORP |
|
COM |
|
9,850 |
|
|
|
248,122 |
|
|
|
|
ZOLTEK COMPANIES INC |
|
COM |
|
18,200 |
|
|
|
159,796 |
|
|
|
|
ZORAN CORP |
|
COM |
|
49,619 |
|
|
|
804,324 |
|
|
|
|
ZYMOGENETICS INC |
|
COM |
|
29,207 |
|
|
|
496,811 |
|
|
|
|
Unsettled Transactions |
|
|
|
|
|
|
|
536,887 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total : |
|
|
|
|
|
$ |
3,025,056,406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
n/a - Cost is not applicable
88
EXHIBIT
B - Total International Stock Market Index
(Managed
by State Street Global Advisors)
IBM SAVINGS PLAN AT DECEMBER 31, 2005
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
(a) |
|
(b) Identity of issue, borrower, lessor, or similar party |
|
(c) Description of investment including
maturity date, |
|
Shares |
|
(d) Cost |
|
(e) Current |
|
|||
|
|
|
|
|
|
|
|
|
(n/a) |
|
|
|
||
|
|
ALPARGATAS |
|
ARP1 |
|
ARGENTINA |
|
153 |
|
|
|
$ |
234 |
|
|
CRESUD |
|
ARS1 |
|
ARGENTINA |
|
4 |
|
|
|
4 |
|
||
|
|
GPO FIN GALICIA |
|
B ARSI |
|
ARGENTINA |
|
8 |
|
|
|
6 |
|
|
|
PETROBRAS ENER |
|
B ARS1 |
|
ARGENTINA |
|
7 |
|
|
|
9 |
|
||
|
|
TELEC ARGENTINA SA |
|
CL B ARS1 |
|
ARGENTINA |
|
6 |
|
|
|
16 |
|
|
|
TRANSPORT GAS SUR |
|
CLASS B ARS1 |
|
ARGENTINA |
|
3 |
|
|
|
3 |
|
||
|
|
ALINTA LTD |
|
NPV |
|
AUSTRALIA |
|
38,535 |
|
|
|
315,181 |
|
|
|
ALUMINA LIMITED |
|
NPV |
|
AUSTRALIA |
|
178,118 |
|
|
|
969,485 |
|
||
|
|
AMCOR LIMITED |
|
NPV |
|
AUSTRALIA |
|
132,515 |
|
|
|
726,131 |
|
|
|
AMP LIMITED |
|
NPV |
|
AUSTRALIA |
|
284,669 |
|
|
|
1,605,817 |
|
||
|
|
ANSELL LTD |
|
NPV |
|
AUSTRALIA |
|
21,417 |
|
|
|
173,600 |
|
|
|
APN NEWS + MEDIA |
|
NPV |
|
AUSTRALIA |
|
44,064 |
|
|
|
155,151 |
|
||
|
|
ARISTOCRAT LEISURE |
|
NPV+E55 |
|
AUSTRALIA |
|
47,186 |
|
|
|
426,436 |
|
|
|
AUST + NZ BANK GRP |
|
NPV |
|
AUSTRALIA |
|
279,485 |
|
|
|
4,910,137 |
|
||
|
|
AUST GAS + LIGHT |
|
NPV |
|
AUSTRALIA |
|
69,873 |
|
|
|
881,079 |
|
|
|
AUSTRALIAN STOCK EXCHANGE |
|
NPV |
|
AUSTRALIA |
|
15,626 |
|
|
|
372,530 |
|
||
|
|
AXA ASIA PAC HLDGS |
|
NPV |
|
AUSTRALIA |
|
131,549 |
|
|
|
490,209 |
|
|
|
BABCOCK + BROWN LTD |
|
NPV |
|
AUSTRALIA |
|
22,196 |
|
|
|
279,234 |
|
||
|
|
BHP BILLITON LTD |
|
NPV |
|
AUSTRALIA |
|
548,992 |
|
|
|
9,161,720 |
|
|
|
BILLABONG INTERNATL |
|
NPV |
|
AUSTRALIA |
|
19,816 |
|
|
|
211,063 |
|
||
|
|
BLUESCOPE STEEL LTD |
|
NPV |
|
AUSTRALIA |
|
107,802 |
|
|
|
551,175 |
|
|
|
BORAL LIMITED NEW |
|
NPV |
|
AUSTRALIA |
|
88,005 |
|
|
|
522,904 |
|
||
|
|
BRAMBLES INDS LTD |
|
NPV |
|
AUSTRALIA |
|
148,469 |
|
|
|
1,102,163 |
|
|
|
CALTEX AUSTRALIA |
|
NPV |
|
AUSTRALIA |
|
19,962 |
|
|
|
283,784 |
|
||
|
|
CENTRO PROPS GP |
|
UNITS NPV(STAPLED) |
|
AUSTRALIA |
|
121,599 |
|
|
|
564,629 |
|
|
|
CFS GANDEL RETAIL |
|
UNITS NPV (RFD 29AUG05) |
|
AUSTRALIA |
|
7,244 |
|
|
|
10,495 |
|
||
|
|
CFS GANDEL RETAIL |
|
UNITS NPV |
|
AUSTRALIA |
|
225,821 |
|
|
|
331,302 |
|
|
|
CHALLENGER FIN SER |
|
NPV |
|
AUSTRALIA |
|
60,478 |
|
|
|
179,673 |
|
||
|
|
CMNWLTH BK OF AUST |
|
NPV |
|
AUSTRALIA |
|
196,033 |
|
|
|
6,147,448 |
|
|
|
COCA COLA AMATIL |
|
NPV |
|
AUSTRALIA |
|
78,920 |
|
|
|
446,345 |
|
||
|
|
COCHLEAR LTD |
|
NPV |
|
AUSTRALIA |
|
8,199 |
|
|
|
275,037 |
|
|
|
COLES MYER LIMITED |
|
NPV |
|
AUSTRALIA |
|
180,022 |
|
|
|
1,348,283 |
|
||
|
|
COMMONWEALTH PROPE |
|
UNITS NPV |
|
AUSTRALIA |
|
231,520 |
|
|
|
216,535 |
|
|
|
COMPUTERSHARE REG |
|
NPV |
|
AUSTRALIA |
|
59,587 |
|
|
|
296,791 |
|
||
|
|
CSL |
|
ORD NPV |
|
AUSTRALIA |
|
28,586 |
|
|
|
891,193 |
|
|
|
CSR LIMITED |
|
NPV |
|
AUSTRALIA |
|
139,321 |
|
|
|
355,652 |
|
||
|
|
DB RREEF TRUST |
|
NPV (STAPLED) |
|
AUSTRALIA |
|
391,962 |
|
|
|
399,658 |
|
|
|
DCA GROUP LIMITED |
|
NPV |
|
AUSTRALIA |
|
60,664 |
|
|
|
177,110 |
|
||
|
|
DOWNER GROUP |
|
NPV |
|
AUSTRALIA |
|
41,662 |
|
|
|
219,429 |
|
|
89
|
FAIRFAX(JOHN) |
|
NPV |
|
AUSTRALIA |
|
140,447 |
|
413,130 |
|
|
|
|
FOSTERS GROUP |
|
NPV |
|
AUSTRALIA |
|
306,364 |
|
1,254,012 |
|
|
FUTURIS CORP LTD |
|
NPV |
|
AUSTRALIA |
|
80,706 |
|
114,852 |
|
|
|
|
GPT GROUP |
|
NPV (UNITS) |
|
AUSTRALIA |
|
273,944 |
|
823,901 |
|
|
HARVEY NORMAN HLDG NPV |
|
COM |
|
AUSTRALIA |
|
80,462 |
|
172,347 |
|
|
|
|
ILUKA RESOURCES |
|
NPV |
|
AUSTRALIA |
|
33,757 |
|
194,138 |
|
|
ING INDUSTRIAL FD |
|
UNITS NPV |
|
AUSTRALIA |
|
111,567 |
|
182,503 |
|
|
|
|
INSURANCE AUST GRP |
|
NPV |
|
AUSTRALIA |
|
244,057 |
|
970,332 |
|
|
INVESTA PROPERTY GROUP |
|
UNITS NPV |
|
AUSTRALIA |
|
230,382 |
|
335,458 |
|
|
|
|
LEIGHTON HOLDINGS |
|
NPV |
|
AUSTRALIA |
|
20,590 |
|
270,056 |
|
|
LEND LEASE CORP |
|
NPV |
|
AUSTRALIA |
|
55,798 |
|
592,675 |
|
|
|
|
LION NATHAN LTD |
|
NPV(AUST LIST) |
|
AUSTRALIA |
|
44,461 |
|
249,174 |
|
|
MACQUARIE AIRPORTS |
|
NPV STAPLED FULLY PAID |
|
AUSTRALIA |
|
96,460 |
|
224,304 |
|
|
|
|
MACQUARIE BANK LTD |
|
NPV |
|
AUSTRALIA |
|
35,247 |
|
1,762,047 |
|
|
MACQUARIE COMM INF |
|
NPV (STAPLED SECURITY) |
|
AUSTRALIA |
|
50,331 |
|
209,707 |
|
|
|
|
MACQUARIE GOODM G |
|
NPV (SAPLED UNITS) |
|
AUSTRALIA |
|
181,995 |
|
638,141 |
|
|
MACQUARIE INFRASTRUCTURE GRP |
|
NPV (STAPLED) |
|
AUSTRALIA |
|
360,694 |
|
941,930 |
|
|
|
|
MAYNE PHARMA LTD NPV |
|
NPV |
|
AUSTRALIA |
|
98,442 |
|
183,419 |
|
|
MIRVAC GROUP |
|
STAPLED SECS |
|
AUSTRALIA |
|
130,662 |
|
394,890 |
|
|
|
|
MULTIPLEX GROUP |
|
NPV |
|
AUSTRALIA |
|
92,870 |
|
214,593 |
|
|
NATL AUSTRALIA BK |
|
NPV |
|
AUSTRALIA |
|
239,687 |
|
5,696,644 |
|
|
|
|
NEWCREST MINING |
|
NPV |
|
AUSTRALIA |
|
50,590 |
|
901,780 |
|
|
ONESTEEL |
|
NPV |
|
AUSTRALIA |
|
85,186 |
|
209,335 |
|
|
|
|
ORICA LTD |
|
NPV |
|
AUSTRALIA |
|
52,270 |
|
782,190 |
|
|
ORIGIN ENERGY |
|
NPV |
|
AUSTRALIA |
|
118,873 |
|
654,866 |
|
|
|
|
PACIFIC BRANDS |
|
NPV |
|
AUSTRALIA |
|
74,439 |
|
145,249 |
|
|
PAPERLINX |
|
NPV |
|
AUSTRALIA |
|
64,219 |
|
180,894 |
|
|
|
|
PATRICK CORPORATION LTD |
|
NPV |
|
AUSTRALIA |
|
98,637 |
|
535,428 |
|
|
PERPETUAL LIMITED |
|
NPV |
|
AUSTRALIA |
|
6,083 |
|
303,428 |
|
|
|
|
PUBLISHING + BROADCASTING LTD |
|
NPV |
|
AUSTRALIA |
|
20,143 |
|
243,507 |
|
|
QANTAS AIRWAYS |
|
NPV |
|
AUSTRALIA |
|
139,275 |
|
412,747 |
|
|
|
|
QBE INS GROUP |
|
NPV |
|
AUSTRALIA |
|
117,644 |
|
1,691,436 |
|
|
RINKER GROUP |
|
NPV |
|
AUSTRALIA |
|
143,041 |
|
1,726,061 |
|
|
|
|
RIO TINTO LIMITED |
|
NPV |
|
AUSTRALIA |
|
43,475 |
|
2,200,484 |
|
|
SANTOS LTD |
|
NPV |
|
AUSTRALIA |
|
90,505 |
|
813,277 |
|
|
|
|
SFE CORPORATION |
|
NPV |
|
AUSTRALIA |
|
20,226 |
|
205,341 |
|
|
SONIC HEALTHCARE LTD |
|
NPV |
|
AUSTRALIA |
|
39,532 |
|
429,181 |
|
|
|
|
STOCKLAND |
|
NPV |
|
AUSTRALIA |
|
195,964 |
|
934,371 |
|
|
STOCKLAND TRUST GP |
|
NPV STAPLED (RFD 01SEP05) |
|
AUSTRALIA |
|
6,533 |
|
31,294 |
|
|
|
|
SUNCORP METWAY |
|
NPV |
|
AUSTRALIA |
|
83,623 |
|
1,229,900 |
|
|
SYMBION HEALTH LIMITED |
|
NPV |
|
AUSTRALIA |
|
98,442 |
|
254,909 |
|
|
|
|
TABCORP HLDGS LTD |
|
NPV |
|
AUSTRALIA |
|
80,179 |
|
915,754 |
|
|
TELSTRA CORP |
|
NPV |
|
AUSTRALIA |
|
323,723 |
|
933,245 |
|
|
|
|
TOLL HLDGS LIMITED |
|
NPV |
|
AUSTRALIA |
|
36,952 |
|
403,881 |
|
|
TRANSURBAN GROUP |
|
STAPLED UNITS NPV |
|
AUSTRALIA |
|
119,517 |
|
578,633 |
|
|
|
|
UNITAB LTD |
|
AUD0.2 |
|
AUSTRALIA |
|
17,744 |
|
176,889 |
|
|
WESFARMERS |
|
NPV |
|
AUSTRALIA |
|
57,596 |
|
1,561,965 |
|
|
|
|
WESTFIELD GROUP |
|
NPV DFD STAPLED SECURITIES |
|
AUSTRALIA |
|
226,361 |
|
3,015,415 |
|
|
WESTPAC BKG CORP |
|
NPV |
|
AUSTRALIA |
|
285,926 |
|
4,771,607 |
|
|
|
|
WOODSIDE PETROLEUM |
|
NPV |
|
AUSTRALIA |
|
71,417 |
|
2,053,083 |
|
|
WOOLWORTHS LTD |
|
NPV |
|
AUSTRALIA |
|
174,933 |
|
2,162,227 |
|
|
|
|
ANDRITZ AG |
|
NPV BR |
|
AUSTRIA |
|
1,363 |
|
149,277 |
|
|
BOHLER UDDEHOLM |
|
NPV |
|
AUSTRIA |
|
1,158 |
|
195,190 |
|
90
|
ERSTE BANK DER OST |
|
NPV |
|
AUSTRIA |
|
19,896 |
|
1,104,185 |
|
|
|
|
FLUGHAFEN WIEN AG |
|
NPV |
|
AUSTRIA |
|
1,465 |
|
104,529 |
|
|
IMMOFINANZ IMMOBIL NPV |
|
NPV |
|
AUSTRIA |
|
51,012 |
|
487,988 |
|
|
|
|
MAYR MELNHOF KARTO |
|
ATS100 |
|
AUSTRIA |
|
586 |
|
81,564 |
|
|
OEST ELEKTRIZITATS |
|
CLASS A NPV |
|
AUSTRIA |
|
1,154 |
|
410,130 |
|
|
|
|
OMV AG |
|
NPV(VAR) |
|
AUSTRIA |
|
24,820 |
|
1,449,183 |
|
|
RHI AG |
|
NPV |
|
AUSTRIA |
|
2,511 |
|
67,530 |
|
|
|
|
TELEKOM AUSTRIA |
|
NPV |
|
AUSTRIA |
|
52,653 |
|
1,180,030 |
|
|
VOESTALPINE AG |
|
NPV |
|
AUSTRIA |
|
3,872 |
|
388,899 |
|
|
|
|
WIENERBERGER AG |
|
NPV |
|
AUSTRIA |
|
9,484 |
|
378,116 |
|
|
AGFA GEVAERT NV |
|
ORD NPV |
|
BELGIUM |
|
15,756 |
|
286,395 |
|
|
|
|
BARCO |
|
NPV |
|
BELGIUM |
|
1,676 |
|
125,535 |
|
|
BEKAERT SA |
|
NEW NPV |
|
BELGIUM |
|
2,275 |
|
211,860 |
|
|
|
|
BELGACOM SA |
|
NPV |
|
BELGIUM |
|
26,535 |
|
862,297 |
|
|
CMB(CIE MARITIME) |
|
NPV (POST SPLIT) |
|
BELGIUM |
|
2,621 |
|
86,101 |
|
|
|
|
COFINIMMO SA |
|
NPV |
|
BELGIUM |
|
961 |
|
151,555 |
|
|
COLRUYT SA |
|
NPV(POST SPLIT) |
|
BELGIUM |
|
2,642 |
|
363,369 |
|
|
|
|
D IETEREN TRADING |
|
NPV |
|
BELGIUM |
|
392 |
|
107,504 |
|
|
DELHAIZE GROUP |
|
NPV |
|
BELGIUM |
|
11,577 |
|
753,792 |
|
|
|
|
DEXIA |
|
NPV |
|
BELGIUM |
|
89,320 |
|
2,052,362 |
|
|
FORTIS |
|
UNIT(FORTIS SA/NV NPV/0.42) |
|
BELGIUM |
|
190,861 |
|
6,067,256 |
|
|
|
|
GPE BRUXELLES LAM |
|
NPV (NEW) |
|
BELGIUM |
|
11,271 |
|
1,101,466 |
|
|
INBEV |
|
NPV |
|
BELGIUM |
|
29,649 |
|
1,285,938 |
|
|
|
|
KBC GROUP |
|
NPV |
|
BELGIUM |
|
29,862 |
|
2,770,346 |
|
|
MOBISTAR |
|
NPV |
|
BELGIUM |
|
4,638 |
|
366,540 |
|
|
|
|
OMEGA PHARMA |
|
NPV |
|
BELGIUM |
|
3,160 |
|
164,042 |
|
|
SOLVAY |
|
NPV |
|
BELGIUM |
|
10,345 |
|
1,136,048 |
|
|
|
|
UCB |
|
NPV |
|
BELGIUM |
|
14,271 |
|
667,948 |
|
|
UMICORE |
|
NPV |
|
BELGIUM |
|
3,941 |
|
463,001 |
|
|
|
|
BRILLIANCE CHINA |
|
USD0.01 |
|
BERMUDA |
|
342,000 |
|
50,725 |
|
|
CENT EURO MEDIA |
|
COM USD0.08 CLASS A |
|
BERMUDA |
|
3,661 |
|
209,635 |
|
|
|
|
CHEUNG KONG INFRAS |
|
HKD1 |
|
BERMUDA |
|
66,000 |
|
205,996 |
|
|
COFCO INTERNATIONAL LTD |
|
HKD0.10 |
|
BERMUDA |
|
88,000 |
|
39,156 |
|
|
|
|
COSCO PACIFIC LTD |
|
HKD0.10 |
|
BERMUDA |
|
176,000 |
|
320,060 |
|
|
CREDICORP LTD |
|
SHS |
|
BERMUDA |
|
8,300 |
|
189,157 |
|
|
|
|
DIGITAL CHINA HLDG |
|
SHS |
|
BERMUDA |
|
52,000 |
|
14,252 |
|
|
ESPRIT HOLDINGS |
|
HKD0.10 |
|
BERMUDA |
|
143,281 |
|
1,018,215 |
|
|
|
|
FRONTLINE LTD |
|
USD2.50 |
|
BERMUDA |
|
7,880 |
|
300,246 |
|
|
GIORDANO INTL LTD |
|
HKD0.05 |
|
BERMUDA |
|
214,000 |
|
120,061 |
|
|
|
|
GOME ELECTRICAL AP |
|
HKD0.1(POST CON) |
|
BERMUDA |
|
86,000 |
|
58,231 |
|
|
JOHNSON ELEC HLDGS |
|
HKD0.0125 |
|
BERMUDA |
|
213,736 |
|
202,612 |
|
|
|
|
KERRY PROPERTIES |
|
HKD1 |
|
BERMUDA |
|
71,737 |
|
190,132 |
|
|
LI + FUNG |
|
HKD0.025 |
|
BERMUDA |
|
262,000 |
|
505,175 |
|
|
|
|
NOBLE GROUP |
|
HKD0.25 |
|
BERMUDA |
|
136,000 |
|
104,691 |
|
|
ORIENT O/SEAS INTL |
|
USD0.10 |
|
BERMUDA |
|
31,900 |
|
108,205 |
|
|
|
|
SCMP GROUP |
|
HKD0.10 |
|
BERMUDA |
|
128,395 |
|
47,609 |
|
|
SHANGRI LA ASIA LTD |
|
HKD1 |
|
BERMUDA |
|
162,242 |
|
270,977 |
|
|
|
|
SHIP FINANCE INTL |
|
COM USD1 |
|
BERMUDA |
|
2,048 |
|
34,611 |
|
|
SMARTONE TELECOM |
|
HKD0.10 |
|
BERMUDA |
|
36,915 |
|
43,087 |
|
|
|
|
TEXWINCA HLDGS |
|
HKD0.05 |
|
BERMUDA |
|
84,000 |
|
60,669 |
|
|
TPV TECHNOLOGY |
|
USD0.01 |
|
BERMUDA |
|
166,000 |
|
161,642 |
|
|
|
|
YUE YUEN INDL HLDG |
|
HKD0.25 |
|
BERMUDA |
|
72,238 |
|
200,776 |
|
|
AMBEV CIA DE BEBID |
|
PRF NPV |
|
BRAZIL |
|
3,207,767 |
|
1,233,387 |
|
91
|
ARACRUZ CELULOS SA |
|
PRF B NPV |
|
BRAZIL |
|
24,000 |
|
95,568 |
|
|
|
|
ARCELOR BRASIL S.A COM |
|
NPV |
|
BRAZIL |
|
11,802 |
|
141,493 |
|
|
BCO BRADESCO SA |
|
PRF NPV |
|
BRAZIL |
|
72,028 |
|
2,087,902 |
|
|
|
|
BCO ITAU HOLDING F |
|
PRF NPV |
|
BRAZIL |
|
81,930 |
|
1,975,020 |
|
|
BRASIL TELECOM PAR |
|
COM NPV |
|
BRAZIL |
|
12,933,021 |
|
131,573 |
|
|
|
|
BRASKEM S A |
|
NEW PRF A NPV |
|
BRAZIL |
|
24,560 |
|
199,803 |
|
|
BRAXIL TELECOM PAR |
|
PRF NPV |
|
BRAZIL |
|
24,869,185 |
|
183,151 |
|
|
|
|
BRAZIL REALTY S A |
|
COM NPV |
|
BRAZIL |
|
10,000 |
|
137,016 |
|
|
CAEMI MIN E METAL |
|
PRF NPV |
|
BRAZIL |
|
234,000 |
|
341,657 |
|
|
|
|
CELULAR CRT PARTIC |
|
PRF NPV CLS A |
|
BRAZIL |
|
1,990 |
|
51,124 |
|
|
CEMIG CIA ENERG MG |
|
PREF BRL0.01 |
|
BRAZIL |
|
14,338,789 |
|
583,252 |
|
|
|
|
CIA DE CONCESSOES |
|
COM NPV |
|
BRAZIL |
|
5,200 |
|
164,761 |
|
|
CONTAX PARTICIPACO |
|
PRF NPV |
|
BRAZIL |
|
36,230 |
|
43,591 |
|
|
|
|
CONTAX PARTICIPACOES SA |
|
SPONSORED ADR |
|
BRAZIL |
|
4,373 |
|
4,854 |
|
|
COPEL PARANA ENERG |
|
PREF B NPV |
|
BRAZIL |
|
14,007,400 |
|
107,897 |
|
|
|
|
COTEMINAS CIA TEC |
|
PREF SHS NPV |
|
BRAZIL |
|
556,100 |
|
50,955 |
|
|
DURATEX SA |
|
PRF NPV |
|
BRAZIL |
|
3,388 |
|
43,084 |
|
|
|
|
ELECTROBRAS (CENTR) |
|
PREF B SHS NPV |
|
BRAZIL |
|
10,652,892 |
|
180,627 |
|
|
ELETROBRAS (CENTR) |
|
COM NPV |
|
BRAZIL |
|
16,938,590 |
|
275,601 |
|
|
|
|
EMBRATEL PARTICIPA |
|
PRF NPV |
|
BRAZIL |
|
74,741,044 |
|
217,615 |
|
|
EMRAER EMP AER BR |
|
PRF NPV |
|
BRAZIL |
|
55,870 |
|
549,012 |
|
|
|
|
GERDAU SA SIDERURG |
|
PRF NPV |
|
BRAZIL |
|
31,968 |
|
537,933 |
|
|
GOL LINHAS AEREAS |
|
PRF NPV |
|
BRAZIL |
|
7,700 |
|
218,983 |
|
|
|
|
KLABIN SA |
|
PRF NPV |
|
BRAZIL |
|
90,000 |
|
159,923 |
|
|
LOJAS AMERICANAS |
|
LOJAS AMERICANAS PN |
|
BRAZIL |
|
6,000,000 |
|
183,661 |
|
|
|
|
NATURA COSMETICOS |
|
COM NPV |
|
BRAZIL |
|
3,200 |
|
141,099 |
|
|
PAO DE ACUCAR CIA |
|
PREF NPV |
|
BRAZIL |
|
4,128,844 |
|
135,949 |
|
|
|
|
PETROL BRASILEIROS |
|
PREF NPV |
|
BRAZIL |
|
197,952 |
|
3,153,840 |
|
|
PETROL BRASILIEROS |
|
COM NPV |
|
BRAZIL |
|
179,172 |
|
3,168,402 |
|
|
|
|
SABESP CIA SANEAM |
|
COM NPV |
|
BRAZIL |
|
2,130,000 |
|
143,186 |
|
|
SADIA SA |
|
PRF NPV |
|
BRAZIL |
|
61,666 |
|
174,265 |
|
|
|
|
SIDER NACIONAL CIA |
|
COM |
|
BRAZIL |
|
22,498 |
|
484,543 |
|
|
SOUZA CRUZ (CIA) |
|
COM NPV |
|
BRAZIL |
|
11,953 |
|
148,421 |
|
|
|
|
TELE CENTRO OESTE |
|
PRF NPV |
|
BRAZIL |
|
10,843 |
|
124,331 |
|
|
TELE NORTE LESTE P |
|
PRF NPV |
|
BRAZIL |
|
36,230 |
|
643,779 |
|
|
|
|
TELE NORTE LESTE P |
|
COM NPV |
|
BRAZIL |
|
9,247 |
|
211,032 |
|
|
TELEMIG CELULAR PA |
|
PRF NPV |
|
BRAZIL |
|
29,814,331 |
|
57,956 |
|
|
|
|
TELESP CELULAR PAR |
|
PRF NPV |
|
BRAZIL |
|
35,547 |
|
134,700 |
|
|
TIMPARTICIPACOES |
|
PRF NPV |
|
BRAZIL |
|
62,348,335 |
|
157,506 |
|
|
|
|
UNIBANCO UNIAO DE |
|
UNITS COMP 1B PRF 1 PRF HLDG |
|
BRAZIL |
|
79,594 |
|
1,000,250 |
|
|
USIMINAS USI SD MG |
|
PRF A NPV |
|
BRAZIL |
|
17,560 |
|
418,042 |
|
|
|
|
VALE RIO DOCE(CIA) |
|
PREF A NPV |
|
BRAZIL |
|
42,600 |
|
1,527,617 |
|
|
VALE RIO DOCE(CIA) |
|
COM NPV |
|
BRAZIL |
|
52,900 |
|
2,163,113 |
|
|
|
|
VOTORANTIM CELULOS |
|
NEW PRF STK NPV |
|
BRAZIL |
|
12,799 |
|
158,926 |
|
|
ABER DIAMOND CORP |
|
COM |
|
CANADA |
|
7,500 |
|
275,885 |
|
|
|
|
ABITIBI CONSOLIDATED INC |
|
COM |
|
CANADA |
|
60,289 |
|
240,506 |
|
|
AGNICO EAGLE MINES LTD |
|
COM |
|
CANADA |
|
14,700 |
|
289,684 |
|
|
|
|
AGRIUM INC |
|
COM |
|
CANADA |
|
20,087 |
|
440,550 |
|
|
ALCAN INC |
|
COM |
|
CANADA |
|
56,757 |
|
2,320,519 |
|
|
|
|
ALGOMA STL INC |
|
COM NEW |
|
CANADA |
|
6,000 |
|
121,320 |
|
|
ALIANT INC |
|
COM |
|
CANADA |
|
6,398 |
|
169,240 |
|
|
|
|
ANGIOTECH PHARMACEUTICALS INC |
|
COM |
|
CANADA |
|
12,400 |
|
162,835 |
|
|
ATI TECHNOLOGIES INC |
|
COM |
|
CANADA |
|
38,318 |
|
649,485 |
|
92
|
BANK MONTREAL QUE |
|
COM |
|
CANADA |
|
76,694 |
|
4,267,526 |
|
|
|
|
BANK N S HALIFAX |
|
COM |
|
CANADA |
|
152,638 |
|
6,028,949 |
|
|
BARRICK GOLD CORP |
|
COM |
|
CANADA |
|
77,034 |
|
2,137,287 |
|
|
|
|
BCE INC |
|
COM |
|
CANADA |
|
46,423 |
|
1,107,571 |
|
|
BIOVAIL CORP |
|
COM |
|
CANADA |
|
20,577 |
|
484,942 |
|
|
|
|
BOMBARDIER INC |
|
CLASS B |
|
CANADA |
|
214,399 |
|
506,563 |
|
|
BROOKFIELD ASSET MGMT INC |
|
VOTING SHS CL A |
|
CANADA |
|
35,945 |
|
1,803,481 |
|
|
|
|
BROOKFIELD PPTYS CORP |
|
COM |
|
CANADA |
|
20,295 |
|
597,826 |
|
|
CAE INC |
|
COM |
|
CANADA |
|
38,051 |
|
277,528 |
|
|
|
|
CAMECO CORP |
|
COM |
|
CANADA |
|
26,684 |
|
1,685,582 |
|
|
CANADIAN NATL RY CO |
|
COM |
|
CANADA |
|
42,521 |
|
3,390,323 |
|
|
|
|
CANADIAN NATURAL RES LTD |
|
COM |
|
CANADA |
|
82,320 |
|
4,061,209 |
|
|
CANADIAN PAC RY |
|
LTD COM |
|
CANADA |
|
24,152 |
|
1,007,100 |
|
|
|
|
CANADIAN TIRE LTD |
|
CL A |
|
CANADA |
|
11,862 |
|
706,145 |
|
|
CANFOR CORP |
|
COM |
|
CANADA |
|
13,900 |
|
159,806 |
|
|
|
|
CDN IMPERIAL BK OF COMMERCE |
|
COM |
|
CANADA |
|
51,415 |
|
3,363,113 |
|
|
CELESTICA INC |
|
SUB VTG SHS |
|
CANADA |
|
30,880 |
|
326,207 |
|
|
|
|
CGI GROUPE INC |
|
CL A SUB VTG |
|
CANADA |
|
43,730 |
|
348,148 |
|
|
CI FINANCIAL INC |
|
COM |
|
CANADA |
|
24,119 |
|
516,179 |
|
|
|
|
COGNOS INC |
|
COM |
|
CANADA |
|
13,903 |
|
482,615 |
|
|
COTT CORP QUE |
|
COM |
|
CANADA |
|
8,800 |
|
129,798 |
|
|
|
|
DOFASCO INC |
|
COM NPV |
|
CANADA |
|
11,688 |
|
650,162 |
|
|
DOMTAR INC |
|
COM NPV |
|
CANADA |
|
28,788 |
|
165,362 |
|
|
|
|
ENBRIDGE INC |
|
COM |
|
CANADA |
|
50,420 |
|
1,568,517 |
|
|
ENCANA CORP |
|
COM |
|
CANADA |
|
133,838 |
|
6,021,937 |
|
|
|
|
FAIRFAX FINL HLDGS LTD |
|
SUB VTG |
|
CANADA |
|
2,560 |
|
368,172 |
|
|
FAIRMONT HOTELS RESORTS INC |
|
COM |
|
CANADA |
|
11,160 |
|
469,940 |
|
|
|
|
FALCONBRIDGE LTD NEW 2005 |
|
COM |
|
CANADA |
|
44,845 |
|
1,324,447 |
|
|
FINNING INTL INC |
|
COM NEW |
|
CANADA |
|
13,300 |
|
422,858 |
|
|
|
|
FOUR SEASONS HOTELS INC |
|
LTD VTG SHS |
|
CANADA |
|
3,807 |
|
188,501 |
|
|
GILDAN ACTIVEWEAR INC |
|
SUB VTG SHS CL A |
|
CANADA |
|
9,200 |
|
393,785 |
|
|
|
|
GLAMIS GOLD LTD |
|
COM |
|
CANADA |
|
19,900 |
|
544,624 |
|
|
GOLDCORP INC NEW |
|
COM |
|
CANADA |
|
51,300 |
|
1,137,414 |
|
|
|
|
GREAT WEST LIFECO INC |
|
COM |
|
CANADA |
|
40,818 |
|
1,072,733 |
|
|
HUDSONS BAY CO |
|
ORD |
|
CANADA |
|
9,600 |
|
121,793 |
|
|
|
|
HUSKY ENERGY INC |
|
COM |
|
CANADA |
|
19,290 |
|
974,284 |
|
|
IGM FINL INC |
|
COM |
|
CANADA |
|
18,100 |
|
714,610 |
|
|
|
|
IMPERIAL OIL LTD |
|
COM NEW |
|
CANADA |
|
18,180 |
|
1,796,134 |
|
|
INCO LTD |
|
COM |
|
CANADA |
|
28,713 |
|
1,241,285 |
|
|
|
|
INTRAWEST CORP |
|
|
|
CANADA |
|
7,399 |
|
211,110 |
|
|
IPSCO INC |
|
COM |
|
CANADA |
|
7,300 |
|
604,360 |
|
|
|
|
IVANHOE MINES LTD |
|
COM |
|
CANADA |
|
32,300 |
|
230,882 |
|
|
JEAN COUTU GROUP PJC INC |
|
CL A SUB VTG |
|
CANADA |
|
20,800 |
|
249,283 |
|
|
|
|
KINROSS GOLD CORP |
|
COM |
|
CANADA |
|
53,000 |
|
487,283 |
|
|
LOBLAW COS LTD |
|
COM |
|
CANADA |
|
16,611 |
|
801,577 |
|
|
|
|
MAGNA INTL INC |
|
CL A SUB VTG |
|
CANADA |
|
16,528 |
|
1,188,505 |
|
|
MANULIFE FINL CORP |
|
COM |
|
CANADA |
|
122,417 |
|
7,154,397 |
|
|
|
|
MDS INC |
|
COM |
|
CANADA |
|
21,160 |
|
364,275 |
|
|
MERIDIAN GOLD INC |
|
COM |
|
CANADA |
|
15,100 |
|
329,365 |
|
|
|
|
METHANEX CORP |
|
COM |
|
CANADA |
|
18,600 |
|
348,068 |
|
|
MI DEVS INC |
|
CL A SUB VTG SHS |
|
CANADA |
|
7,314 |
|
250,948 |
|
|
|
|
NATIONAL BK CDA MONTREAL QUE |
|
COM |
|
CANADA |
|
25,335 |
|
1,308,229 |
|
|
NEXEN INC |
|
COM |
|
CANADA |
|
39,890 |
|
1,892,483 |
|
93
|
NORTEL NETWORKS CORP |
|
COM |
|
CANADA |
|
654,863 |
|
1,990,124 |
|
|
|
|
NOVA CHEMICALS CORP |
|
COM |
|
CANADA |
|
12,651 |
|
420,310 |
|
|
NOVELIS INC |
|
COM |
|
CANADA |
|
11,371 |
|
237,417 |
|
|
|
|
ONEX CORP |
|
SUB VTG |
|
CANADA |
|
17,855 |
|
289,189 |
|
|
OPEN TEXT CORP |
|
COM |
|
CANADA |
|
6,300 |
|
88,717 |
|
|
|
|
PETRO CDA |
|
COM |
|
CANADA |
|
79,704 |
|
3,182,974 |
|
|
PLACER DOME INC |
|
COM |
|
CANADA |
|
66,966 |
|
1,526,033 |
|
|
|
|
POTASH CORP SASK INC |
|
COM |
|
CANADA |
|
16,744 |
|
1,334,475 |
|
|
POWER CORP CDA |
|
COM |
|
CANADA |
|
49,022 |
|
1,328,628 |
|
|
|
|
POWER FINL CORP |
|
COM |
|
CANADA |
|
37,400 |
|
1,069,349 |
|
|
QLT INC |
|
COM |
|
CANADA |
|
13,129 |
|
83,956 |
|
|
|
|
QUEBECOR WORLD INC |
|
COM SUB VTG |
|
CANADA |
|
12,736 |
|
171,391 |
|
|
RESEARCH IN MOTION LTD |
|
COM |
|
CANADA |
|
24,900 |
|
1,635,984 |
|
|
|
|
ROGERS COMMUNICATIONS INC |
|
CL B |
|
CANADA |
|
31,771 |
|
1,338,127 |
|
|
RONA INC |
|
COM |
|
CANADA |
|
17,500 |
|
321,341 |
|
|
|
|
ROYAL BK CDA MONTREAL QUE |
|
COM |
|
CANADA |
|
99,280 |
|
7,717,859 |
|
|
SAPUTO INC |
|
COM |
|
CANADA |
|
6,900 |
|
200,771 |
|
|
|
|
SHAW COMMUNICATIONS |
|
CL B NV |
|
CANADA |
|
29,916 |
|
646,133 |
|
|
SHELL CDA LTD |
|
COM |
|
CANADA |
|
31,640 |
|
1,138,948 |
|
|
|
|
SHOPPERS DRUG MART CORP |
|
COM |
|
CANADA |
|
29,100 |
|
1,095,594 |
|
|
SNC LAVALIN GROUP INC |
|
COM |
|
CANADA |
|
7,700 |
|
502,941 |
|
|
|
|
SUN LIFE FINL INC |
|
COM |
|
CANADA |
|
89,607 |
|
3,584,587 |
|
|
SUNCOR ENERGY INC |
|
COM NPV |
|
CANADA |
|
70,048 |
|
4,396,627 |
|
|
|
|
TALISMAN ENERGY INC |
|
COM |
|
CANADA |
|
56,283 |
|
2,967,969 |
|
|
TECK COMINCO LTD FORMERLY TECK |
|
CL B SUB VTG |
|
CANADA |
|
30,463 |
|
1,618,139 |
|
|
|
|
TELUS CORP |
|
NON VTG SHS |
|
CANADA |
|
24,724 |
|
987,775 |
|
|
TELUS CORP |
|
COM |
|
CANADA |
|
9,200 |
|
376,931 |
|
|
|
|
THOMSON CORP |
|
COM |
|
CANADA |
|
34,749 |
|
1,179,767 |
|
|
TRANSALTA CORP |
|
COM |
|
CANADA |
|
30,296 |
|
659,009 |
|
|
|
|
TRANSCANADA CORP |
|
COM |
|
CANADA |
|
74,665 |
|
2,342,569 |
|
|
TSX GROUP INC |
|
COM |
|
CANADA |
|
10,400 |
|
416,926 |
|
|
|
|
WESTON GEORGE LTD |
|
COM |
|
CANADA |
|
7,815 |
|
577,420 |
|
|
ASM PACIFIC TECH |
|
HKD0.10 |
|
CAYMAN ISLANDS |
|
26,000 |
|
147,545 |
|
|
|
|
CHAODA MODERN AGRICULTURE |
|
HKD0.10 |
|
CAYMAN ISLANDS |
|
210,000 |
|
87,347 |
|
|
CHINA MENGNIU DAIRY |
|
HKD0.1 |
|
CAYMAN ISLANDS |
|
132,000 |
|
114,064 |
|
|
|
|
CHINA RESOURCES LAND LIMITED |
|
HKD0.10 |
|
CAYMAN ISLANDS |
|
94,000 |
|
39,098 |
|
|
GLOBAL BIO CHEM TECH |
|
HKD0.10 |
|
CAYMAN ISLANDS |
|
182,000 |
|
79,809 |
|
|
|
|
HUTCHISON TELECOM |
|
HKD0.25 |
|
CAYMAN ISLANDS |
|
216,000 |
|
312,012 |
|
|
KINGBOARD CHEMICAL |
|
HKD0.10 |
|
CAYMAN ISLANDS |
|
82,000 |
|
222,092 |
|
|
|
|
LI NING CO LTD |
|
HKD0.1 |
|
CAYMAN ISLANDS |
|
82,000 |
|
58,167 |
|
|
SEMICONDUCTOR MFG |
|
USD0.0004 |
|
CAYMAN ISLANDS |
|
1,186,000 |
|
156,021 |
|
|
|
|
SOLOMON SYSTECH |
|
HKD0.1 |
|
CAYMAN ISLANDS |
|
272,386 |
|
112,418 |
|
|
TCL MULTIMEDIA TEC |
|
HKD0.10 |
|
CAYMAN ISLANDS |
|
162,000 |
|
23,401 |
|
|
|
|
AIR CHINA LTD |
|
H CNY1 |
|
CHINA |
|
372,000 |
|
118,746 |
|
|
ALUMINIUM CORP CHN |
|
H CNY1 |
|
CHINA |
|
384,000 |
|
292,202 |
|
|
|
|
ANGANG NEW STEEL |
|
H CNY1 |
|
CHINA |
|
130,000 |
|
70,000 |
|
|
ANHUI CONCH CEMENT |
|
H CNY1 |
|
CHINA |
|
64,000 |
|
78,828 |
|
|
|
|
AVICHINA INDUSTRY |
|
CNY1 H |
|
CHINA |
|
212,000 |
|
10,800 |
|
|
BANK OF COMMUNICAT |
|
H CNY1.00 |
|
CHINA |
|
937,000 |
|
425,989 |
|
|
|
|
BEIJING CAPITAL IN |
|
H CNY1 |
|
CHINA |
|
164,000 |
|
75,088 |
|
|
BYD CO |
|
H SHS CNY1 |
|
CHINA |
|
22,000 |
|
33,907 |
|
94
|
CHINA CONST BK |
|
H CNY1 |
|
CHINA |
|
3,587,000 |
|
1,237,527 |
|
|
|
|
CHINA COSCO HLDGS |
|
CNY1.00 H SHS |
|
CHINA |
|
232,500 |
|
102,703 |
|
|
CHINA EAST AIRLINE |
|
H CNY1 |
|
CHINA |
|
222,000 |
|
35,217 |
|
|
|
|
CHINA INTL MARINE |
|
B CNY1 |
|
CHINA |
|
80,300 |
|
64,728 |
|
|
CHINA LIFE INSURANCE |
|
HCNY1 |
|
CHINA |
|
1,083,000 |
|
956,794 |
|
|
|
|
CHINA PETROLIUM + CHEMICAL |
|
H SHS |
|
CHINA |
|
2,728,000 |
|
1,345,784 |
|
|
CHINA SHIPPING CONTAINER LINES |
|
CNY1 |
|
CHINA |
|
333,000 |
|
114,886 |
|
|
|
|
CHINA SHIPPING DEV |
|
H CNY1 |
|
CHINA |
|
199,000 |
|
146,294 |
|
|
CHINA TELECOM CORP |
|
H CNY1 |
|
CHINA |
|
2,132,000 |
|
776,793 |
|
|
|
|
DATANG INTL POWER |
|
H CNY1 |
|
CHINA |
|
223,000 |
|
163,938 |
|
|
GUANGDON ELECTRIC |
|
B CNY1 |
|
CHINA |
|
89,600 |
|
36,286 |
|
|
|
|
GUANGSHEN RAILWAY |
|
H CNY1 |
|
CHINA |
|
203,000 |
|
60,872 |
|
|
HUADIAN POWER INTL |
|
H CNY1 |
|
CHINA |
|
192,000 |
|
49,030 |
|
|
|
|
HUANENG POWER INTL |
|
H CNY1 |
|
CHINA |
|
392,000 |
|
257,843 |
|
|
JIANGSU EXPRESSWAY |
|
H CNY1 |
|
CHINA |
|
190,000 |
|
107,209 |
|
|
|
|
JIANGXI COPPER CO |
|
H CNY 1 |
|
CHINA |
|
226,000 |
|
107,119 |
|
|
MAANSHAN IRON + ST |
|
H CNY1 |
|
CHINA |
|
252,000 |
|
78,816 |
|
|
|
|
PETROCHINA CO |
|
H CNY1 |
|
CHINA |
|
3,086,000 |
|
2,507,471 |
|
|
PICC PROPERTY + CA |
|
H CNY1 |
|
CHINA |
|
392,000 |
|
111,226 |
|
|
|
|
PING AN INSURANCE |
|
H CNY1 |
|
CHINA |
|
207,000 |
|
380,439 |
|
|
QINGLING MOTORS |
|
CNYU1 H SHS |
|
CHINA |
|
86,046 |
|
13,317 |
|
|
|
|
SHANGHAI ELECTRIC |
|
CNY1 H SHS |
|
CHINA |
|
442,000 |
|
151,066 |
|
|
SHANGHAI FORTE LAN |
|
H CNY0.20 |
|
CHINA |
|
130,000 |
|
44,431 |
|
|
|
|
SHENZHEN EXPRESSWAY |
|
H CNY1 |
|
CHINA |
|
108,000 |
|
35,519 |
|
|
SINOPEC S/PETROCHE |
|
ORD H CNY1 |
|
CHINA |
|
377,000 |
|
144,653 |
|
|
|
|
SINOPEC YIZHENG CHEM |
|
H CNY1 |
|
CHINA |
|
190,000 |
|
41,168 |
|
|
SINOTRANS LIMITED |
|
H SHARES CNY1 |
|
CHINA |
|
247,000 |
|
100,348 |
|
|
|
|
TSINGTAO BREWERY |
|
SER H CNYU1 |
|
CHINA |
|
44,000 |
|
46,534 |
|
|
WEICHAI POWER CO |
|
H CNY1 |
|
CHINA |
|
19,000 |
|
31,979 |
|
|
|
|
WEIQIAO TEXTILE CO |
|
H CNY1 |
|
CHINA |
|
53,000 |
|
72,457 |
|
|
YANZHOU COAL MININ |
|
H CNY1 |
|
CHINA |
|
316,800 |
|
203,272 |
|
|
|
|
ZHEJIANG EXPRESSWA |
|
H CNY1 |
|
CHINA |
|
222,000 |
|
137,434 |
|
|
ZHEJIANG SOUTHEAST |
|
B CNY1 |
|
CHINA |
|
93,000 |
|
34,224 |
|
|
|
|
ZIJIN MINING GROUP CO LTD |
|
H CNY0.01 |
|
CHINA |
|
224,000 |
|
98,226 |
|
|
ZTE CORPN |
|
H CNY1 |
|
CHINA |
|
24,600 |
|
82,650 |
|
|
|
|
CESKY TELECOM |
|
CZK100 |
|
CZECH REPUBLIC |
|
16,903 |
|
360,729 |
|
|
CEZ |
|
CZK100 |
|
CZECH REPUBLIC |
|
29,855 |
|
893,572 |
|
|
|
|
KOMERCNI BANKA |
|
ORD CZK500 |
|
CZECH REPUBLIC |
|
974 |
|
136,030 |
|
|
PHILIP MORRIS CR AS |
|
CZK1000 |
|
CZECH REPUBLIC |
|
101 |
|
74,856 |
|
|
|
|
UNIPETROL |
|
CZK100 |
|
CZECH REPUBLIC |
|
8,580 |
|
81,257 |
|
|
A P MOLLER MAERSK |
|
SER B DKK1000 |
|
DENMARK |
|
185 |
|
1,907,503 |
|
|
|
|
BANG + OLUFEN A/S |
S |
DKK10 SER B |
|
DENMARK |
|
1,681 |
|
172,262 |
|
|
CARLSBERG |
|
B DKK20 |
|
DENMARK |
|
4,718 |
|
252,186 |
|
|
|
|
COLOPLAST |
|
SER B DKK5 |
|
DENMARK |
|
3,658 |
|
226,186 |
|
|
DANISCO |
|
DKK20 |
|
DENMARK |
|
7,636 |
|
582,652 |
|
|
|
|
DANSKE BANK |
|
DKK10 |
|
DENMARK |
|
66,200 |
|
2,324,111 |
|
|
DSV |
|
DKK2 |
|
DENMARK |
|
3,089 |
|
380,052 |
|
|
|
|
FLSMIDTH + CO DKK |
|
SER B DKK20 |
|
DENMARK |
|
3,183 |
|
93,626 |
|
|
GN STORE NORD |
|
DKK4 |
|
DENMARK |
|
32,746 |
|
427,226 |
|
|
|
|
H LUNDBECK A S |
|
DKK5 |
|
DENMARK |
|
9,872 |
|
203,733 |
|
|
NKT HOLDING |
|
DKK20 |
|
DENMARK |
|
2,995 |
|
136,880 |
|
|
|
|
NOVO NORDISK AS |
|
DKK2 SER B |
|
DENMARK |
|
36,620 |
|
2,052,960 |
|
|
NOVOZYMES AS B SHS |
|
SER B DKK10 |
|
DENMARK |
|
7,823 |
|
426,814 |
|
95
|
OSTASIATISKE KOMPA |
|
DKK70 |
|
DENMARK |
|
2,721 |
|
255,600 |
|
|
|
|
TDC A/S |
|
DKK5 |
|
DENMARK |
|
30,262 |
|
1,806,594 |
|
|
TOPDANMARK ARIN |
|
DKK10(REGD) |
|
DENMARK |
|
3,410 |
|
294,977 |
|
|
|
|
TORM D/S |
|
DKK10 |
|
DENMARK |
|
2,200 |
|
106,113 |
|
|
VESTAS WIND SYSTEMS |
|
DKK1 |
|
DENMARK |
|
25,317 |
|
414,380 |
|
|
|
|
WILLIAM DEMANT HOL |
|
DKK1 |
|
DENMARK |
|
4,017 |
|
221,386 |
|
|
AL WATANY BK EGYPT |
|
EGP10 |
|
EGYPT |
|
5,502 |
|
27,899 |
|
|
|
|
COMMERCIAL INTL BK |
|
EGP10 |
|
EGYPT |
|
16,286 |
|
166,727 |
|
|
EASTERN TOBACCO CO |
|
EGP15 |
|
EGYPT |
|
807 |
|
46,406 |
|
|
|
|
EGYPT INT PHARM ID |
|
EGP10 |
|
EGYPT |
|
5,929 |
|
25,746 |
|
|
EGYPT MEDIA PRODUCT |
|
EGP10 |
|
EGYPT |
|
6,705 |
|
16,240 |
|
|
|
|
MEDINET NASR HOUSI |
|
EGP5 |
|
EGYPT |
|
2,043 |
|
39,876 |
|
|
MOBINIL |
|
EGP10 |
|
EGYPT |
|
5,992 |
|
209,348 |
|
|
|
|
ORASCOM CONSTR IND |
|
EGP5 |
|
EGYPT |
|
9,228 |
|
353,763 |
|
|
ORASCOM TELECOM HLDGS |
|
EGP5(POST SUBDIVISION) |
|
EGYPT |
|
7,103 |
|
736,447 |
|
|
|
|
AMER SPORTS CORP |
|
A NPV |
|
FINLAND |
|
9,900 |
|
183,688 |
|
|
CARGOTEC CORP |
|
NPV ORD B |
|
FINLAND |
|
5,555 |
|
191,920 |
|
|
|
|
ELISA CORPORATION |
|
SER A EUR0.5 |
|
FINLAND |
|
24,835 |
|
458,453 |
|
|
FORTUM OYJ |
|
EUR3.40 |
|
FINLAND |
|
68,550 |
|
1,280,793 |
|
|
|
|
KCI KONECRANES OYJ |
|
EUR2 |
|
FINLAND |
|
1,900 |
|
93,276 |
|
|
KESKO OYJ |
|
NPV SER B |
|
FINLAND |
|
10,100 |
|
285,327 |
|
|
|
|
KONE CORPORATION NPV |
|
ORD B |
|
FINLAND |
|
11,110 |
|
439,404 |
|
|
METSO OYJ |
|
FIM50 |
|
FINLAND |
|
15,600 |
|
425,431 |
|
|
|
|
NESTE OIL OYJ |
|
EUR3.4 |
|
FINLAND |
|
20,116 |
|
566,620 |
|
|
NOKIA OYJ |
|
EUR0.06 |
|
FINLAND |
|
695,670 |
|
12,677,922 |
|
|
|
|
NOKIAN RENKAAT OYJ |
|
EUR0.20 |
|
FINLAND |
|
15,360 |
|
192,955 |
|
|
ORION OYJ |
|
SER B EUR1.70 |
|
FINLAND |
|
10,190 |
|
187,987 |
|
|
|
|
OUTOKUMPU OYJ |
|
NPV |
|
FINLAND |
|
15,700 |
|
232,413 |
|
|
RAUTARUUKKI OY |
|
K FIM10 |
|
FINLAND |
|
13,000 |
|
315,117 |
|
|
|
|
SAMPO OYJ |
|
SER A NPV |
|
FINLAND |
|
62,500 |
|
1,085,186 |
|
|
STORA ENSO OYJ |
|
NPV SER R |
|
FINLAND |
|
95,724 |
|
1,291,705 |
|
|
|
|
TIETOENATOR OYJ |
|
ORD NPV |
|
FINLAND |
|
12,690 |
|
461,778 |
|
|
UPM KYMMENE OY |
|
NPV |
|
FINLAND |
|
82,116 |
|
1,604,000 |
|
|
|
|
UPONOR OYJ |
|
EUR2 |
|
FINLAND |
|
8,000 |
|
169,855 |
|
|
WARTSILA |
|
B EUR3.5 |
|
FINLAND |
|
8,750 |
|
258,027 |
|
|
|
|
YIT YHTYMA |
|
EUR1 |
|
FINLAND |
|
9,050 |
|
385,685 |
|
|
ACCOR |
|
EUR3 |
|
FRANCE |
|
29,729 |
|
1,629,205 |
|
|
|
|
AIR FRANCE KLM |
|
EUR8.50 |
|
FRANCE |
|
17,372 |
|
370,685 |
|
|
AIR LIQUIDE(L) |
|
EUR11 |
|
FRANCE |
|
16,499 |
|
3,162,477 |
|
|
|
|
ALCATEL |
|
EUR2 |
|
FRANCE |
|
186,864 |
|
2,307,749 |
|
|
ALSTOM |
|
EUR14 |
|
FRANCE |
|
16,642 |
|
954,414 |
|
|
|
|
ATOS ORIGIN |
|
EUR1 |
|
FRANCE |
|
10,179 |
|
668,169 |
|
|
AUTOROUTES PARIS |
|
EUR0.30 |
|
FRANCE |
|
4,923 |
|
350,738 |
|
|
|
|
AUTOROUTES SUD FRA |
|
NPV |
|
FRANCE |
|
8,659 |
|
510,686 |
|
|
AXA |
|
EUR2.29 |
|
FRANCE |
|
226,750 |
|
7,291,040 |
|
|
|
|
BIC |
|
EUR3.82 |
|
FRANCE |
|
4,767 |
|
282,551 |
|
|
BNP PARIBAS |
|
EUR2 |
|
FRANCE |
|
119,468 |
|
9,631,777 |
|
|
|
|
BOUYGUES |
|
EUR1 |
|
FRANCE |
|
29,915 |
|
1,457,322 |
|
|
BUSINESS OBJECTS |
|
EUR0.10 |
|
FRANCE |
|
9,602 |
|
387,237 |
|
|
|
|
CAP GEMINI |
|
EUR8 |
|
FRANCE |
|
18,551 |
|
742,013 |
|
|
CARREFOUR |
|
EUR2.50 |
|
FRANCE |
|
85,397 |
|
3,986,894 |
|
|
|
|
CASINO GUICH PERR |
|
EUR1.53 |
|
FRANCE |
|
5,831 |
|
386,885 |
|
|
CIE DE ST GOBAIN |
|
EUR4 |
|
FRANCE |
|
46,808 |
|
2,774,422 |
|
96
|
CNP ASSURANCES |
|
EUR4 |
|
FRANCE |
|
5,247 |
|
412,194 |
|
|
|
|
CREDIT AGRICOLE SA |
|
EUR3 |
|
FRANCE |
|
88,789 |
|
2,786,893 |
|
|
DASSAULT SYSTEMES |
|
EUR1 |
|
FRANCE |
|
8,184 |
|
460,372 |
|
|
|
|
ESSILOR INTL |
|
EUR0.35 |
|
FRANCE |
|
14,717 |
|
1,183,914 |
|
|
FRANCE TELECOM |
|
EUR4 |
|
FRANCE |
|
255,892 |
|
6,335,567 |
|
|
|
|
GECINA |
|
EUR7.5 |
|
FRANCE |
|
1,356 |
|
155,149 |
|
|
GROUPE DANONE |
|
EUR0.50 |
|
FRANCE |
|
36,002 |
|
3,747,638 |
|
|
|
|
HERMES INTL |
|
NPV |
|
FRANCE |
|
3,327 |
|
829,218 |
|
|
IMERYS |
|
EUR2 |
|
FRANCE |
|
4,535 |
|
326,840 |
|
|
|
|
KLEPIERRE |
|
EUR4 |
|
FRANCE |
|
3,426 |
|
320,462 |
|
|
LAFARGE |
|
EUR4 |
|
FRANCE |
|
26,449 |
|
2,371,042 |
|
|
|
|
LAGARDERE S.C.A. |
|
EUR6.10(REGD) |
|
FRANCE |
|
18,027 |
|
1,382,144 |
|
|
LOREAL |
|
EUR0.2 |
|
FRANCE |
|
44,878 |
|
3,324,371 |
|
|
|
|
LVMH MOET HENNESSY LOUIS VUITT |
|
EUR0.30 |
|
FRANCE |
|
37,085 |
|
3,282,958 |
|
|
MICHELIN(CGDE) |
|
EUR2(REGD) |
|
FRANCE |
|
21,501 |
|
1,204,164 |
|
|
|
|
NEOPOST |
|
EUR1 |
|
FRANCE |
|
4,632 |
|
462,773 |
|
|
PAGESJAUNES GROUPE |
|
EUR0.20 |
|
FRANCE |
|
18,899 |
|
490,208 |
|
|
|
|
PERNOD RICARD |
|
NPV |
|
FRANCE |
|
10,602 |
|
1,843,324 |
|
|
PEUGEOT SA |
|
EUR1 |
|
FRANCE |
|
23,922 |
|
1,374,177 |
|
|
|
|
PPR |
|
EUR4 |
|
FRANCE |
|
9,979 |
|
1,119,985 |
|
|
PUBLICIS GROUPE SA |
|
EUR0.40 |
|
FRANCE |
|
20,778 |
|
720,555 |
|
|
|
|
RENAULT (REGIE NATIONALE) |
|
EUR3.81 |
|
FRANCE |
|
27,900 |
|
2,267,461 |
|
|
SAFRAN SA |
|
EUR0.20 |
|
FRANCE |
|
24,349 |
|
580,161 |
|
|
|
|
SANEF |
|
EUR1 |
|
FRANCE |
|
3,283 |
|
221,505 |
|
|
SANOFI AVENTIS |
|
EUR2 |
|
FRANCE |
|
158,734 |
|
13,855,366 |
|
|
|
|
SCHNEIDER ELECTRIC |
|
EUR8 |
|
FRANCE |
|
34,243 |
|
3,043,487 |
|
|
SCOR |
|
EUR0.7876972 |
|
FRANCE |
|
119,864 |
|
257,322 |
|
|
|
|
SOC GENERALE |
|
EUR1.25 |
|
FRANCE |
|
53,364 |
|
6,540,038 |
|
|
SODEXHO ALLIANCE |
|
EUR4 |
|
FRANCE |
|
14,163 |
|
581,368 |
|
|
|
|
SUEZ |
|
EUR2 |
|
FRANCE |
|
16,360 |
|
507,137 |
|
|
SUEZ |
|
EUR 2 |
|
FRANCE |
|
134,872 |
|
4,184,021 |
|
|
|
|
SUEZ LYONN EAUX |
|
VVPR STRIP |
|
FRANCE |
|
16,360 |
|
193 |
|
|
TECHNIP |
|
NPV |
|
FRANCE |
|
13,086 |
|
784,128 |
|
|
|
|
TF1 TV FRANCAISE |
|
EUR0.20 |
|
FRANCE |
|
17,591 |
|
486,367 |
|
|
THALES |
|
EUR3 |
|
FRANCE |
|
11,480 |
|
518,629 |
|
|
|
|
THOMSON SA |
|
EUR3.75 |
|
FRANCE |
|
38,934 |
|
812,865 |
|
|
TOTAL SA |
|
EUR10 |
|
FRANCE |
|
85,700 |
|
21,450,752 |
|
|
|
|
UNIBAIL |
|
EUR5 |
|
FRANCE |
|
6,813 |
|
903,277 |
|
|
VALEO |
|
EUR3 |
|
FRANCE |
|
10,196 |
|
377,758 |
|
|
|
|
VEOLIA ENVIRONNEMENT |
|
EUR5.00 |
|
FRANCE |
|
51,797 |
|
2,336,355 |
|
|
VINCI |
|
EUR5 |
|
FRANCE |
|
24,843 |
|
2,128,904 |
|
|
|
|
VIVENDI UNIVERSAL |
|
EUR5.5 |
|
FRANCE |
|
162,608 |
|
5,075,140 |
|
|
ZODIAC |
|
NPV |
|
FRANCE |
|
5,465 |
|
349,709 |
|
|
|
|
ADIDAS SALOMON AG |
|
DEM5 |
|
GERMANY |
|
7,568 |
|
1,428,293 |
|
|
ALLIANZ AG |
|
NPV(REGD)(VINKULIERT) |
|
GERMANY |
|
55,863 |
|
8,430,376 |
|
|
|
|
ALTANA AG |
|
NPV |
|
GERMANY |
|
10,146 |
|
550,515 |
|
|
BASF AG |
|
NPV |
|
GERMANY |
|
80,517 |
|
6,145,756 |
|
|
|
|
BAYER AG |
|
ORD NPV |
|
GERMANY |
|
98,556 |
|
4,102,523 |
|
|
BEIERSDORF AG |
|
SER A B C NPV(VAR) |
|
GERMANY |
|
2,302 |
|
282,394 |
|
|
|
|
CELESIO AG |
|
NPV |
|
GERMANY |
|
5,534 |
|
474,298 |
|
|
COMMERZBANK AG |
|
NPV |
|
GERMANY |
|
88,634 |
|
2,720,345 |
|
|
|
|
CONTINENTAL AG |
|
ORD NPV |
|
GERMANY |
|
18,913 |
|
1,672,716 |
|
|
DAIMLERCHRYSLER AG |
|
ORD NPV(REGD) |
|
GERMANY |
|
135,401 |
|
6,889,986 |
|
97
|
DEUTSCHE BANK AG |
|
ORD NPV (REGD) |
|
GERMANY |
|
73,296 |
|
7,080,770 |
|
|
|
|
DEUTSCHE BOERSE AG |
|
NPV |
|
GERMANY |
|
14,549 |
|
1,485,480 |
|
|
DEUTSCHE LUFTHANSA |
|
ORD NPV (REGD)(VINK) |
|
GERMANY |
|
32,764 |
|
483,471 |
|
|
|
|
DEUTSCHE POST AG |
|
NPV REGD |
|
GERMANY |
|
11,103 |
|
266,283 |
|
|
DEUTSCHE POST AG |
|
NPV REGD |
|
GERMANY |
|
88,493 |
|
2,137,742 |
|
|
|
|
DEUTSCHE TELEKOM |
|
NPV(REGD) |
|
GERMANY |
|
405,299 |
|
6,731,231 |
|
|
DOUGLAS HLDG AG |
|
NPV |
|
GERMANY |
|
4,753 |
|
182,208 |
|
|
|
|
E ON AG |
|
NPV |
|
GERMANY |
|
92,511 |
|
9,536,114 |
|
|
EPCOS |
|
ORD NPV |
|
GERMANY |
|
6,480 |
|
84,537 |
|
|
|
|
FRESENIUS MEDICAL |
|
NON VTG PRF NPV |
|
GERMANY |
|
3,731 |
|
347,011 |
|
|
FRESENIUS MEDICAL |
|
DEM5 |
|
GERMANY |
|
5,058 |
|
530,989 |
|
|
|
|
HEIDELBERGER DRUCK |
|
ORD NPV |
|
GERMANY |
|
7,351 |
|
280,243 |
|
|
HENKEL KGAA |
|
NON VTG PRF NPV |
|
GERMANY |
|
8,583 |
|
860,547 |
|
|
|
|
HOCHTIEF AG |
|
NPV |
|
GERMANY |
|
8,413 |
|
375,408 |
|
|
HYPO REAL ESTATE |
|
NPV |
|
GERMANY |
|
19,199 |
|
995,979 |
|
|
|
|
INFINEON TECHNOLOGIES AG |
|
ORD NPV |
|
GERMANY |
|
90,004 |
|
820,649 |
|
|
IVG IMMOBILEN AG |
|
NPV |
|
GERMANY |
|
9,926 |
|
207,352 |
|
|
|
|
KARSTADT QUELLE AG |
|
NPV |
|
GERMANY |
|
7,305 |
|
110,551 |
|
|
LINDE AG |
|
NPV |
|
GERMANY |
|
12,138 |
|
941,654 |
|
|
|
|
MAN AG |
|
ORD NPV |
|
GERMANY |
|
20,496 |
|
1,089,857 |
|
|
MERCK KGAA |
|
ORD NPV |
|
GERMANY |
|
7,354 |
|
606,775 |
|
|
|
|
METRO AG |
|
ORD NPV |
|
GERMANY |
|
21,468 |
|
1,033,161 |
|
|
MLP AG |
|
NPV |
|
GERMANY |
|
9,051 |
|
187,045 |
|
|
|
|
MUENCHENER RUCKVERS AG |
|
NPV(REGD) |
|
GERMANY |
|
26,555 |
|
3,582,719 |
|
|
PORSCHE AG |
|
NON VTG PRF NPV |
|
GERMANY |
|
1,145 |
|
819,764 |
|
|
|
|
PREMIERE AG |
|
NPV (REGD) |
|
GERMANY |
|
6,432 |
|
112,286 |
|
|
PROSIEBENSAT1 MEDIA AG |
|
NPV PREF |
|
GERMANY |
|
11,281 |
|
217,561 |
|
|
|
|
PUMA AG |
|
NPV |
|
GERMANY |
|
2,353 |
|
684,156 |
|
|
RWE AG (NEU) |
|
NPV A |
|
GERMANY |
|
62,783 |
|
4,632,183 |
|
|
|
|
RWE AG (NEU) |
|
NON VTG PFD NPV |
|
GERMANY |
|
5,524 |
|
354,722 |
|
|
SAP AG |
|
NPV |
|
GERMANY |
|
33,198 |
|
5,997,546 |
|
|
|
|
SCHERING AG |
|
ORD NPV |
|
GERMANY |
|
23,999 |
|
1,602,234 |
|
|
SIEMENS AG |
|
NPV (REGD) |
|
GERMANY |
|
119,126 |
|
10,173,291 |
|
|
|
|
SUEDZUCKER AG |
|
NPV |
|
GERMANY |
|
7,800 |
|
182,446 |
|
|
THYSSENKRUPP AG |
|
NPV |
|
GERMANY |
|
50,924 |
|
1,058,388 |
|
|
|
|
TUI AG |
|
NPV (REGD) |
|
GERMANY |
|
30,480 |
|
621,981 |
|
|
VOLKSWAGEN AG |
|
ORD NPV |
|
GERMANY |
|
33,002 |
|
1,736,556 |
|
|
|
|
VOLKSWAGEN AG |
|
NON VTG PRF NPV |
|
GERMANY |
|
14,906 |
|
571,427 |
|
|
WINCOR NIXDORF AG |
|
NPV |
|
GERMANY |
|
2,241 |
|
236,238 |
|
|
|
|
ALPHA BANK |
|
EUR5.0(CR) |
|
GREECE |
|
41,848 |
|
1,217,262 |
|
|
BK OF PIRAEUS |
|
EUR4.77(REGD) |
|
GREECE |
|
25,182 |
|
537,038 |
|
|
|
|
COCA COLA HELL BOT |
|
EUR0.50(CB) |
|
GREECE |
|
16,718 |
|
490,627 |
|
|
COSMOTE MOBILE TEL |
|
EUR0.47 |
|
GREECE |
|
20,121 |
|
445,719 |
|
|
|
|
DUTY FREE SHOPS |
|
EUR0.3(CR) |
|
GREECE |
|
2,526 |
|
44,395 |
|
|
EFG EUROBANK ERGAS |
|
EUR3.30(CR) |
|
GREECE |
|
29,196 |
|
913,988 |
|
|
|
|
EMPORIKI BANK OF GREECE SA |
|
EUR5.5 (REGD) |
|
GREECE |
|
12,024 |
|
405,348 |
|
|
FOLLI FOLLIE |
|
EUR0.30 (CR) |
|
GREECE |
|
2,120 |
|
56,265 |
|
|
|
|
GERMANOS SA |
|
EUR0.32 CR |
|
GREECE |
|
8,578 |
|
143,881 |
|
|
HELLENIC EXCH HLDS |
|
EUR 3.00(CR) |
|
GREECE |
|
6,990 |
|
73,876 |
|
|
|
|
HELLENIC PETROLEUM |
|
EUR2.18 |
|
GREECE |
|
16,761 |
|
234,873 |
|
|
HELLENIC TECHNODOM TEV |
|
EUR0.81(REGD) |
|
GREECE |
|
9,637 |
|
62,066 |
|
|
|
|
HYATT REGENCY HOTEL |
|
GRD500 |
|
GREECE |
|
5,446 |
|
68,606 |
|
|
INTRACOM HOLDINGS EUR2.11 |
|
GRD700 |
|
GREECE |
|
11,088 |
|
73,242 |
|
98
|
NATL BK OF GREECE |
|
EUR4.80 (REGD) |
|
GREECE |
|
41,582 |
|
1,762,787 |
|
|
|
|
OPAP (ORG OF FOOTB) |
|
EUR0.30 (CR) |
|
GREECE |
|
33,783 |
|
1,159,598 |
|
|
OTE (HELLENIC TLCM) |
|
EUR2.39(CR) |
|
GREECE |
|
44,531 |
|
945,478 |
|
|
|
|
PUBLIC POWER CORP |
|
EUR4.60 |
|
GREECE |
|
15,661 |
|
341,010 |
|
|
TECHNIKI OLYMPIAKI |
|
EUR1 |
|
GREECE |
|
10,420 |
|
57,767 |
|
|
|
|
TITAN CEMENT CO |
|
EUR2 |
|
GREECE |
|
8,978 |
|
365,355 |
|
|
VIOHALCO |
|
EUR0.30 |
|
GREECE |
|
17,203 |
|
137,984 |
|
|
|
|
BANK OF EAST ASIA |
|
HKD 2.50 |
|
HONG KONG |
|
213,136 |
|
643,239 |
|
|
BEIJING ENTERPRISE |
|
ORD HKD0.10 H SHS |
|
HONG KONG |
|
34,000 |
|
57,445 |
|
|
|
|
BOC HONG KONG HOLDINGS LTD |
|
HKD5 |
|
HONG KONG |
|
564,000 |
|
1,087,476 |
|
|
CATHAY PACIFIC AIR |
|
HKD0.20 |
|
HONG KONG |
|
150,000 |
|
263,105 |
|
|
|
|
CHEUNG KONG(HLDGS) |
|
HKD0.50 |
|
HONG KONG |
|
227,000 |
|
2,331,906 |
|
|
CHINA EVERBRIGHT |
|
HKD1 |
|
HONG KONG |
|
96,000 |
|
39,001 |
|
|
|
|
CHINA MERCHANTS HLDGS INTL |
|
HKD0.10 |
|
HONG KONG |
|
177,788 |
|
385,222 |
|
|
CHINA MOBILE (HK) |
|
HKD0.10 |
|
HONG KONG |
|
801,000 |
|
3,786,221 |
|
|
|
|
CHINA O/SEAS LAND |
|
HKD0.10 |
|
HONG KONG |
|
514,000 |
|
220,422 |
|
|
CHINA PHARMA GROUP |
|
HKD0.10 |
|
HONG KONG |
|
92,000 |
|
14,239 |
|
|
|
|
CHINA RES PWR HLDG |
|
HKD1 |
|
HONG KONG |
|
170,000 |
|
95,924 |
|
|
|
CHINA RESOURCES EN |
|
HKD1 |
|
HONG KONG |
|
160,000 |
|
283,741 |
|
|
CHINA STHN AIRLINE |
|
H CNY1 |
|
HONG KONG |
|
158,000 |
|
45,341 |
|
|
|
|
CHINA TRAVEL INTL |
|
HKD0.10 |
|
HONG KONG |
|
408,000 |
|
97,875 |
|
|
CITIC PACIFIC LTD |
|
HKD0.40 |
|
HONG KONG |
|
177,000 |
|
488,525 |
|
|
|
|
CLP HOLDINGS |
|
HKD5 |
|
HONG KONG |
|
272,000 |
|
1,576,878 |
|
|
CNOOC LTD |
|
HKD0.02 |
|
HONG KONG |
|
1,991,500 |
|
1,322,778 |
|
|
|
|
DENWAY MOTORS LTD |
|
HKD0.10 |
|
HONG KONG |
|
792,400 |
|
263,161 |
|
|
GUANGDONG INVEST |
|
ORD HKD0.50 |
|
HONG KONG |
|
324,000 |
|
120,139 |
|
|
|
|
GUANGZHOU INVMNT |
|
HKD0.10 |
|
HONG KONG |
|
454,000 |
|
46,843 |
|
|
HANG LUNG PROP |
|
HKD1 |
|
HONG KONG |
|
271,500 |
|
423,696 |
|
|
|
|
HANG SENG BANK |
|
HKD5 |
|
HONG KONG |
|
115,200 |
|
1,505,086 |
|
|
HENDERSON LAND DEV |
|
HKD2 |
|
HONG KONG |
|
111,000 |
|
522,535 |
|
|
|
|
HONG KONG ELECTRIC |
|
HKD1 |
|
HONG KONG |
|
211,500 |
|
1,048,832 |
|
|
HONG KONG EXCHANGE |
|
HKD1 |
|
HONG KONG |
|
160,000 |
|
663,438 |
|
|
|
|
HONGKONG+CHINA GAS |
|
HKD0.25 |
|
HONG KONG |
|
546,090 |
|
1,162,111 |
|
|
HOPEWELL HLDGS |
|
HKD2.50 |
|
HONG KONG |
|
95,000 |
|
238,923 |
|
|
|
|
HUTCHISON WHAMPOA |
|
HKD0.25 |
|
HONG KONG |
|
321,100 |
|
3,060,442 |
|
|
HYSAN DEVELOPMENT |
|
HKD5 |
|
HONG KONG |
|
93,319 |
|
231,084 |
|
|
|
|
LENOVO GROUP LTD |
|
HKD0.025 |
|
HONG KONG |
|
522,000 |
|
240,683 |
|
|
LINK REAL ESTATE I |
|
NPV |
|
HONG KONG |
|
321,500 |
|
609,534 |
|
|
|
|
MTR CORP |
|
HKD1 |
|
HONG KONG |
|
210,711 |
|
415,794 |
|
|
NEW WORLD DEVEL CO |
|
HKD1 |
|
HONG KONG |
|
336,811 |
|
464,804 |
|
|
|
|
PCCW LIMITED |
|
HKD0.25 |
|
HONG KONG |
|
552,028 |
|
339,965 |
|
|
S/INDUSTRIAL HLDG |
|
HKD0.10 |
|
HONG KONG |
|
62,000 |
|
129,541 |
|
|
|
|
SHENZHEN INVESTMEN |
|
HKD0.05 |
|
HONG KONG |
|
124,800 |
|
17,384 |
|
|
SINO LAND CO |
|
HKD1.00 |
|
HONG KONG |
|
226,876 |
|
276,516 |
|
|
|
|
SUN HUNG KAI PROPS |
|
HKD0.50 |
|
HONG KONG |
|
199,000 |
|
1,944,174 |
|
|
SWIRE PACIFIC |
|
A HKD0.60 |
|
HONG KONG |
|
139,000 |
|
1,245,945 |
|
|
|
|
TECHTRONIC INDUSTR |
|
ORD HKD0.1 |
|
HONG KONG |
|
163,522 |
|
389,110 |
|
|
TELEVISION BROADCT |
|
HKD0.05 |
|
HONG KONG |
|
43,000 |
|
228,489 |
|
|
|
|
TRAVELSKY TECHNOLO |
|
CLS H CNY1 |
|
HONG KONG |
|
44,000 |
|
40,575 |
|
|
WHARF(HLDGS) |
|
HKD1 |
|
HONG KONG |
|
187,000 |
|
662,039 |
|
|
|
|
WING HANG BANK LTD |
|
HKD1 |
|
HONG KONG |
|
25,500 |
|
183,516 |
|
|
MOL HUNGARIAN OIL |
|
HUF1000(REGD) |
|
HUNGARY |
|
10,936 |
|
1,019,395 |
|
|
|
|
OTP BANK |
|
HUF100 |
|
HUNGARY |
|
36,376 |
|
1,184,136 |
|
99
|
|
RICHTER GEDEON VEG |
|
HUF1000 |
|
HUNGARY |
|
2,017 |
|
361,090 |
|
|
ABB LTD |
|
INR10 |
|
INDIA |
|
1,203 |
|
51,378 |
|
|
ARVIND MILLS |
|
INR10 (DEMAT) |
|
INDIA |
|
14,935 |
|
31,722 |
|
|
ASHOK LEYLAND |
|
INR1 |
|
INDIA |
|
60,882 |
|
42,946 |
|
|
ASIAN PAINTS INDIA |
|
INR10 (DEMAT) |
|
INDIA |
|
3,358 |
|
42,898 |
|
|
ASSOC CEMENT CO |
|
INR10(DEMAT) |
|
INDIA |
|
6,775 |
|
80,258 |
|
|
BAJAJ AUTO |
|
INR10(DEMAT) |
|
INDIA |
|
4,036 |
|
179,114 |
|
|
BHARAT ELECTRONICS |
|
INR10 |
|
INDIA |
|
2,446 |
|
53,909 |
|
|
BHARAT FORGE |
|
INR2 (POST SUBDIVISION) |
|
INDIA |
|
6,047 |
|
52,799 |
|
|
BHARAT HEAVY ELECT |
|
INR10 DEMAT |
|
INDIA |
|
8,599 |
|
264,141 |
|
|
BHARAT PETROL CORP |
|
INR10 (DEMAT) |
|
INDIA |
|
8,251 |
|
79,238 |
|
|
BIOCON |
|
INR5 |
|
INDIA |
|
3,669 |
|
40,423 |
|
|
BK OF BARODA |
|
INR10 (DEMAT) |
|
INDIA |
|
6,884 |
|
36,844 |
|
|
BRITANNIA INDS |
|
INR10 (DEMAT) |
|
INDIA |
|
1,030 |
|
30,870 |
|
|
CASTROL INDIA |
|
INR10(DEMAT) |
|
INDIA |
|
3,447 |
|
19,330 |
|
|
CIPLA |
|
INR2 |
|
INDIA |
|
9,895 |
|
97,389 |
|
|
COLGATE PALMOLIVE |
|
INR10(DEMAT) |
|
INDIA |
|
3,795 |
|
22,605 |
|
|
DR REDDYS LABS |
|
INR5 (DEMAT T5) |
|
INDIA |
|
6,879 |
|
150,158 |
|
|
GAIL (INDIA)LD |
|
INR10 |
|
INDIA |
|
35,669 |
|
210,400 |
|
|
GLAXOSMITHKLINE PHAMACEUTICAL |
|
INR10 (DEMAT T5) |
|
INDIA |
|
3,068 |
|
76,543 |
|
|
GLENMARK PHARM |
|
INR2 |
|
INDIA |
|
7,248 |
|
50,483 |
|
|
GRASIM INDUSTRIES |
|
INR10 (DEMAT) |
|
INDIA |
|
4,665 |
|
143,546 |
|
|
GUJARAT AMBUJA CEM |
|
INR2 (POST SUBDIVISION) |
|
INDIA |
|
71,752 |
|
127,132 |
|
|
HDFC BANK |
|
INR10 |
|
INDIA |
|
29,289 |
|
458,889 |
|
|
HERO HONDA |
|
INR2(DEMAT T5) |
|
INDIA |
|
11,001 |
|
208,264 |
|
|
HINDALCO INDS |
|
INR1 (POST SUBDIVISION) |
|
INDIA |
|
51,880 |
|
166,094 |
|
|
HINDALCO INDS |
|
EX/DATE 21NOV05 |
|
INDIA |
|
12,970 |
|
10,135 |
|
|
HINDUSTAN LEVER |
|
INR1(DEMAT) |
|
INDIA |
|
122,549 |
|
535,012 |
|
|
HINDUSTAN PETROL |
|
INR10 (DEMAT) |
|
INDIA |
|
11,188 |
|
81,779 |
|
|
HOUSING DEVEL FIN |
|
INR10 (DEMAT) |
|
INDIA |
|
27,513 |
|
738,407 |
|
|
I FLEX SOLUTIONS |
|
INR5 |
|
INDIA |
|
5,633 |
|
134,474 |
|
|
ICICI BANKING |
|
INR10 (DEMAT) |
|
INDIA |
|
31,912 |
|
413,062 |
|
|
INDIAN HOTELS |
|
INR10(DEMAT) |
|
INDIA |
|
4,431 |
|
97,076 |
|
|
INDIAN PETROCHEMIC |
|
INR10(DEMAT) |
|
INDIA |
|
11,255 |
|
58,938 |
|
|
INFOSYS TECHNOLOGI |
|
INR5 (DEMAT) |
|
INDIA |
|
31,831 |
|
2,118,059 |
|
|
INFRASTRUCTURE DEV FINANCE |
|
INR10 |
|
INDIA |
|
42,037 |
|
68,365 |
|
|
ITC |
|
INR1(POST SUBDIVISION) |
|
INDIA |
|
84,165 |
|
265,341 |
|
|
JET AIRWAYS INDIA |
|
NPV |
|
INDIA |
|
2,640 |
|
66,865 |
|
|
JINDAL STEEL + PWR |
|
INR5 |
|
INDIA |
|
1,883 |
|
66,225 |
|
|
KOTAK MAHINDRA BANK LTD |
|
INR10 |
|
INDIA |
|
14,433 |
|
71,540 |
|
|
LARSEN + TOUBRO |
|
SHS GLOBAL DEPOSIT RECEIPTS |
|
INDIA |
|
4,689 |
|
178,182 |
|
|
LARSEN + TOUBRO |
|
INR2 |
|
INDIA |
|
2,203 |
|
90,058 |
|
|
MAHANAGAR TELE NIGAM |
|
INR10 (DEMAT) |
|
INDIA |
|
25,991 |
|
83,268 |
|
|
MAHINDRA + MAHINDRA |
|
INR10 (DEMAT) |
|
INDIA |
|
11,884 |
|
134,497 |
|
|
MARUTI UDYOG |
|
INR5 |
|
INDIA |
|
9,509 |
|
134,037 |
|
|
MATRIX LABORATORIE |
|
INR2 |
|
INDIA |
|
10,898 |
|
59,078 |
|
|
MOSER BEAR |
|
INR10 (DEMAT) |
|
INDIA |
|
4,897 |
|
21,216 |
|
|
NESTLE INDIA |
|
INR10 (DEMAT) |
|
INDIA |
|
3,182 |
|
66,418 |
|
|
NICHOLAS PIRAMAL |
|
INR2 |
|
INDIA |
|
7,828 |
|
47,827 |
|
|
OIL + NATURAL GAS |
|
INR10(DEMAT) |
|
INDIA |
|
27,218 |
|
710,534 |
|
|
RANBAXY LABORATORIES LTD |
|
SHS GLOBAL DEPOSIT RECEIPTS EQ |
|
INDIA |
|
6,052 |
|
48,355 |
|
|
RANBAXY LABS |
|
INR5 (POST SUBDIVISION) |
|
INDIA |
|
14,614 |
|
117,860 |
|
|
RELIANCE ENERGY |
|
INR10 |
|
INDIA |
|
9,144 |
|
122,909 |
100
|
|
RELIANCE INDS |
|
INR10 (DEMAT) |
|
INDIA |
|
77,061 |
|
1,521,189 |
|
|
SATYAM COMPUTER |
|
INR2 |
|
INDIA |
|
35,909 |
|
591,170 |
|
|
STATE BK OF INDIA |
|
INR10(DEMAT) |
|
INDIA |
|
3,060 |
|
61,554 |
|
|
STATE BK OF INDIA |
|
GDR EACH REP 2 SHS INR10(REG S) |
|
INDIA |
|
3,821 |
|
192,961 |
|
|
SUN PHARMACEUTICAL |
|
INR5 |
|
INDIA |
|
6,388 |
|
95,941 |
|
|
TATA CONSULTANCY SERVICES LTD |
|
INR1 |
|
INDIA |
|
9,505 |
|
359,420 |
|
|
TATA IRON STEEL |
|
INR10 (DEMAT) |
|
INDIA |
|
21,129 |
|
178,383 |
|
|
TATA MOTORS LTD |
|
INR (DEMAT) |
|
INDIA |
|
28,167 |
|
410,052 |
|
|
TATA POWER CO |
|
INR10 (DEMAT) |
|
INDIA |
|
7,522 |
|
73,031 |
|
|
TATA TEA |
|
INR10 (DEMAT) |
|
INDIA |
|
3,527 |
|
73,906 |
|
|
ULTRATECH CEMENT |
|
INR10 |
|
INDIA |
|
3,642 |
|
35,073 |
|
|
ULTRATECH CEMENT LTD |
|
SPONSORED GDR REG S |
|
INDIA |
|
1,876 |
|
31,892 |
|
|
UTI BANK |
|
INR10 |
|
INDIA |
|
16,707 |
|
106,790 |
|
|
VIDESH SANCHAR |
|
INR10 (DEMAT T5) |
|
INDIA |
|
6,743 |
|
57,243 |
|
|
WIPRO |
|
INR2 (DEMAT) |
|
INDIA |
|
26,952 |
|
278,143 |
|
|
ZEE TELEFILMS |
|
INR1 (DEMAT) |
|
INDIA |
|
29,588 |
|
103,502 |
|
|
ANEKA TAMBANG |
|
IDR500 |
|
INDONESIA |
|
75,950 |
|
27,594 |
|
|
ASTRA ARGO LESTARI |
|
IDR500 |
|
INDONESIA |
|
55,500 |
|
27,637 |
|
|
BDNI TBK |
|
IDR500 |
|
INDONESIA |
|
365,000 |
|
- |
|
|
BK CENTRAL ASIA |
|
IDR125 |
|
INDONESIA |
|
829,000 |
|
286,443 |
|
|
BK DANAMON |
|
IDR50000 |
|
INDONESIA |
|
202,000 |
|
97,510 |
|
|
BK INTL INDONESIA |
|
LKD SHS(IDR900 +225+225+22.50 |
|
INDONESIA |
|
2,890,000 |
|
45,523 |
|
|
BK MANDIRI |
|
IDR500 |
|
INDONESIA |
|
839,500 |
|
139,917 |
|
|
BK PAN INDONESIA |
|
IDR100 |
|
INDONESIA |
|
1,048,777 |
|
44,765 |
|
|
BK RAKYAT |
|
IDR500 |
|
INDONESIA |
|
799,000 |
|
245,628 |
|
|
BUMI RESOURCES TBK |
|
IDR500 |
|
INDONESIA |
|
2,640,500 |
|
203,941 |
|
|
ENERGI MEGA PERSAD |
|
IDR100 |
|
INDONESIA |
|
430,500 |
|
32,813 |
|
|
FISKARAGUNG PERK |
|
IDR500 |
|
INDONESIA |
|
81,250 |
|
- |
|
|
GUDANG GARAM (PERUS) |
|
IDR500 |
|
INDONESIA |
|
81,000 |
|
95,899 |
|
|
INDOCEMENT TUNGGAL |
|
IDR500 |
|
INDONESIA |
|
129,000 |
|
46,540 |
|
|
INDOFOODS SUKSES M |
|
IDR100 |
|
INDONESIA |
|
572,000 |
|
52,898 |
|
|
INDOSAT |
|
IDR100 |
|
INDONESIA |
|
359,500 |
|
202,767 |
|
|
INTL NICKEL INDONE |
|
IDR250(POST SUBD) |
|
INDONESIA |
|
30,000 |
|
40,091 |
|
|
KALBE FARMA |
|
IDR50 |
|
INDONESIA |
|
502,720 |
|
50,579 |
|
|
MATAHARI PUTRA(DEMAT) |
|
IDR 500 |
|
INDONESIA |
|
232,000 |
|
22,634 |
|
|
PERUSAHAAN GAS NEG |
|
IDR1000000 |
|
INDONESIA |
|
268,000 |
|
187,927 |
|
|
PT ASTRA INTL |
|
IDR 500 DEMAT |
|
INDONESIA |
|
367,338 |
|
380,777 |
|
|
RAMAYANA LESTARI |
|
IDR50.00 |
|
INDONESIA |
|
355,000 |
|
29,223 |
|
|
SEMEN GRESIK(PERS) |
|
IDR1000 |
|
INDONESIA |
|
22,470 |
|
40,647 |
|
|
TELEKOMUNIKASI IND |
|
SER B IDR250 |
|
INDONESIA |
|
1,524,000 |
|
913,780 |
|
|
TEMPO SCAN PACIFIC |
|
IDR500 |
|
INDONESIA |
|
18,000 |
|
10,335 |
|
|
UNILEVER INDONESIA |
|
IDR10 |
|
INDONESIA |
|
230,500 |
|
100,141 |
|
|
UTD TRACTORS |
|
IDR250 DEMAT |
|
INDONESIA |
|
218,000 |
|
81,418 |
|
|
ALLIED IRISH BANKS |
|
ORD EUR0.32 |
|
IRELAND |
|
4,993 |
|
106,953 |
|
|
ALLIED IRISH BANKS |
|
EUR0.32 (DUBLIN LISTING) |
|
IRELAND |
|
131,504 |
|
2,799,835 |
|
|
BK OF IRELAND |
|
ORD STK EUR0.64 |
|
IRELAND |
|
144,638 |
|
2,270,789 |
|
|
BK OF IRELAND |
|
ORD STK EUR0.64 |
|
IRELAND |
|
7,604 |
|
119,292 |
|
|
C+C GROUP |
|
ORD EUR0.01 |
|
IRELAND |
|
42,118 |
|
268,274 |
|
|
CRH |
|
ORD IEP0.32(DUBLIN LISTING) |
|
IRELAND |
|
81,012 |
|
2,374,609 |
|
|
CRH |
|
ORD EURO.32 |
|
IRELAND |
|
2,671 |
|
78,260 |
|
|
DCC |
|
ORD EUR0.25 |
|
IRELAND |
|
12,132 |
|
259,016 |
|
|
DEPFA BANK PLC |
|
ORD EUR0.30 |
|
IRELAND |
|
50,518 |
|
744,260 |
|
|
EIRCOMGROUPPLC |
|
ORD EUR0.10 |
|
IRELAND |
|
83,039 |
|
193,938 |
101
|
|
ELAN CORP |
|
ORD EUR0.05 |
|
IRELAND |
|
59,946 |
|
806,086 |
|
|
ELAN CORP |
|
EURO 0.05 |
|
IRELAND |
|
6,401 |
|
83,959 |
|
|
FYFFES |
|
ORD EUR0.06(DUBLIN LISTING) |
|
IRELAND |
|
43,304 |
|
117,482 |
|
|
GRAFTON GROUP |
|
UTS(COMPR 1 ORD + 1C + 7A SHS) |
|
IRELAND |
|
33,040 |
|
358,545 |
|
|
GREENCORE GROUP |
|
ORD EUR0.63 |
|
IRELAND |
|
21,685 |
|
85,944 |
|
|
IAWS GROUP PLC |
|
ORD EUR0.30 (DUBLIN) |
|
IRELAND |
|
14,782 |
|
211,849 |
|
|
INDEPENDENT NEWS+M |
|
ORD EUR0.30 |
|
IRELAND |
|
77,260 |
|
231,475 |
|
|
IRISH LIFE + PERM |
|
ORD EUR0.32 |
|
IRELAND |
|
40,366 |
|
821,813 |
|
|
IRISH LIFE + PERM |
|
ORD EUR0.32 |
|
IRELAND |
|
1,999 |
|
40,533 |
|
|
KERRY GROUP |
|
A ORD I0.10(DUBLIN LIST) |
|
IRELAND |
|
19,455 |
|
429,360 |
|
|
KINGSPAN GROUP |
|
ORD EUR0.13(DUBLIN LISTING) |
|
IRELAND |
|
17,760 |
|
223,105 |
|
|
PADDY POWER |
|
ORD EUR0.10 |
|
IRELAND |
|
6,339 |
|
90,474 |
|
|
RYANAIR HLDGS |
|
ORD EUR0.0127 |
|
IRELAND |
|
26,249 |
|
256,985 |
|
|
WATERFORD WEDGEWOOD |
|
RESTRICTED LINE |
|
IRELAND |
|
20,463 |
|
1,448 |
|
|
AFRICA ISRAEL INV |
|
ILS0.10 |
|
ISRAEL |
|
1,397 |
|
48,673 |
|
|
ALADDIN KNOWLEDGE SYSTEM LTD |
|
SHS |
|
ISRAEL |
|
1,810 |
|
31,168 |
|
|
ALVARION LTD |
|
SHS |
|
ISRAEL |
|
7,138 |
|
62,243 |
|
|
AUDIO CODES LTD |
|
SHS |
|
ISRAEL |
|
4,131 |
|
45,854 |
|
|
BEZEK ISRAEL TELCM |
|
ILS1 |
|
ISRAEL |
|
164,312 |
|
210,790 |
|
|
BK HAPOALIM BM |
|
ILS1 |
|
ISRAEL |
|
148,715 |
|
690,638 |
|
|
BK LEUMI LE ISRAEL |
|
ORD ILS1 |
|
ISRAEL |
|
122,653 |
|
470,231 |
|
|
BLUE SQUARE ISRAEL |
|
ILSI |
|
ISRAEL |
|
919 |
|
9,632 |
|
|
CLAL INDUSTRIES |
|
ILS1 |
|
ISRAEL |
|
8,994 |
|
47,082 |
|
|
CLAL INSURANCE ENT |
|
ILS1 |
|
ISRAEL |
|
1,852 |
|
38,100 |
|
|
DELEK AUTOMOTIVE |
|
ILS1 |
|
ISRAEL |
|
3,860 |
|
26,746 |
|
|
DISCOUNT INV CORP |
|
ILS1 |
|
ISRAEL |
|
2,818 |
|
69,046 |
|
|
ELBIT SYSTEMS LTD |
|
COM |
|
ISRAEL |
|
2,653 |
|
65,061 |
|
|
ELCO HOLDINGS |
|
ILS0.25 |
|
ISRAEL |
|
0 |
|
1 |
|
|
GIVEN IMAGING |
|
ORD SHS |
|
ISRAEL |
|
1,914 |
|
49,950 |
|
|
HAREL HAMISHMAR IN |
|
ILS1 |
|
ISRAEL |
|
1,111 |
|
50,003 |
|
|
ICL ISRAEL CHEM |
|
ILS1 |
|
ISRAEL |
|
75,787 |
|
299,115 |
|
|
IDB DEVELOPMENT |
|
ILS1 |
|
ISRAEL |
|
3,203 |
|
93,368 |
|
|
ISRAEL DISCOUNT BK |
|
ILS0.10 SER A |
|
ISRAEL |
|
67,742 |
|
126,545 |
|
|
ISRAEL LAND DEVEL |
|
4%30 Jun 2012 |
|
ISRAEL |
|
6,552 |
|
- |
|
|
KOOR INDUSTRIES |
|
ILS 0.001 |
|
ISRAEL |
|
1,702 |
|
93,437 |
|
|
LIPMAN ELECTRONIC ENGINEERING |
|
SHS |
|
ISRAEL |
|
3,182 |
|
74,045 |
|
|
M SYS FLASH DISK PIONEERS LTD |
|
SHS |
|
ISRAEL |
|
5,039 |
|
166,892 |
|
|
MAKHTESHIM AGAM IN |
|
ILS1 |
|
ISRAEL |
|
45,048 |
|
259,891 |
|
|
MATAV CABLE SYSTEM |
|
ILS1 |
|
ISRAEL |
|
2,243 |
|
16,643 |
|
|
MIGDAL INSURANCE |
|
ILSO.01 |
|
ISRAEL |
|
26,642 |
|
37,847 |
|
|
NICE SYSTEMS |
|
ILS1 |
|
ISRAEL |
|
636 |
|
29,978 |
|
|
OSEM INVESTMENT |
|
ORD ILS1 |
|
ISRAEL |
|
4,062 |
|
34,358 |
|
|
PARTNER COMMUNICAT |
|
ILS0.01 |
|
ISRAEL |
|
8,988 |
|
75,613 |
|
|
RADWARE LTD |
|
COM |
|
ISRAEL |
|
2,124 |
|
38,572 |
|
|
RETALIX |
|
ILS1 |
|
ISRAEL |
|
2,126 |
|
53,707 |
|
|
STRAUSS ELITE LIMITED |
|
ILS1(SER A) |
|
ISRAEL |
|
2,584 |
|
23,031 |
|
|
SUPER SOL |
|
ORD ILS0.1 B SHS |
|
ISRAEL |
|
10,914 |
|
27,358 |
|
|
SYNERON MEDICAL LTD |
|
ORD SHS |
|
ISRAEL |
|
2,313 |
|
73,438 |
|
|
TADIRAN WIRELE |
|
COM ILS0.01 |
|
ISRAEL |
|
1,171 |
|
35,381 |
|
|
TEVA PHARMA IND |
|
ILS0.1 (POST CONS) |
|
ISRAEL |
|
59,396 |
|
2,590,653 |
|
|
THE ISRAEL CORPORA |
|
ORD ILS1 |
|
ISRAEL |
|
300 |
|
111,291 |
|
|
UTD MIZRAHI BANK |
|
ILS0.01 |
|
ISRAEL |
|
18,957 |
|
109,202 |
|
|
ALLEANZA ASSICURAZ |
|
EUR0.5 |
|
ITALY |
|
65,440 |
|
805,861 |
102
|
|
ARN MONDADORI EDIT |
|
EUR0.26 |
|
ITALY |
|
18,025 |
|
167,008 |
|
|
ASSIC GENERALI |
|
EUR1.00 |
|
ITALY |
|
147,993 |
|
5,153,163 |
|
|
AUTOGRILL SPA |
|
EUR0.52 |
|
ITALY |
|
17,676 |
|
241,231 |
|
|
AUTOSTRADE |
|
EUR1 |
|
ITALY |
|
44,205 |
|
1,056,397 |
|
|
BANCA INTESA SPA |
|
EUR0.52 |
|
ITALY |
|
508,906 |
|
2,686,253 |
|
|
BANCA INTESA SPA |
|
DI RISP EUR0.52 (NON CNV) |
|
ITALY |
|
143,977 |
|
709,032 |
|
|
BCA ANTONVENETA |
|
EUR3 |
|
ITALY |
|
14,324 |
|
444,193 |
|
|
BCA FIDEURAM SPA |
|
EUR0.26 |
|
ITALY |
|
45,407 |
|
245,840 |
|
|
BCA NAZ DEL LAVORO |
|
EUR0.50 |
|
ITALY |
|
164,251 |
|
539,572 |
|
|
BCA POP DI MILANO |
|
EUR3 |
|
ITALY |
|
60,877 |
|
664,578 |
|
|
BCE POP UNITE |
|
ORD EUR2.50 |
|
ITALY |
|
53,169 |
|
1,161,491 |
|
|
BCP POP VERON NOV |
|
EUR3.6 |
|
ITALY |
|
57,488 |
|
1,158,872 |
|
|
BENETTON GROUP SPA |
|
EUR1.30 |
|
ITALY |
|
9,522 |
|
108,049 |
|
|
BULGARI SPA |
|
EUR0.07 |
|
ITALY |
|
22,280 |
|
247,824 |
|
|
CAPITALIA SPA |
|
EUR1 |
|
ITALY |
|
223,249 |
|
1,287,700 |
|
|
ENEL |
|
EUR1 |
|
ITALY |
|
665,616 |
|
5,209,320 |
|
|
ENI |
|
EUR1 |
|
ITALY |
|
402,515 |
|
11,124,248 |
|
|
FIAT SPA |
|
EUR5 |
|
ITALY |
|
70,725 |
|
613,998 |
|
|
FINECO GROUP |
|
EUR1 |
|
ITALY |
|
24,370 |
|
233,702 |
|
|
FINMECCANICA SPA |
|
EUR 4.40 |
|
ITALY |
|
45,106 |
|
869,898 |
|
|
GR ED L ESPRESSO |
|
EUR0.15 |
|
ITALY |
|
25,962 |
|
136,428 |
|
|
ITALCEMENTI |
|
EUR1 |
|
ITALY |
|
10,956 |
|
203,798 |
|
|
LOTTOMATICA SPA |
|
EUR1 |
|
ITALY |
|
4,523 |
|
162,881 |
|
|
LUXOTTICA GROUP |
|
EUR0.06 |
|
ITALY |
|
21,076 |
|
532,754 |
|
|
MEDIASET |
|
EUR0.52 |
|
ITALY |
|
127,868 |
|
1,349,899 |
|
|
MEDIOBANCA SPA |
|
EUR0.5 |
|
ITALY |
|
73,912 |
|
1,406,260 |
|
|
MEDIOLANUM |
|
EUR0.1 |
|
ITALY |
|
38,049 |
|
249,985 |
|
|
MONTE PASCHI SIENA |
|
EUR0.67 |
|
ITALY |
|
170,388 |
|
793,373 |
|
|
PIRELLI + CO SPA |
|
EURO 0.52 |
|
ITALY |
|
440,622 |
|
403,315 |
|
|
SAN PAOLO IMI SPA |
|
EUR2.80 |
|
ITALY |
|
171,837 |
|
2,677,539 |
|
|
SEAT PAGINE GIALLE |
|
EUR0.03 |
|
ITALY |
|
626,496 |
|
291,529 |
|
|
SNAM RETE GAS |
|
EUR1 |
|
ITALY |
|
151,187 |
|
619,260 |
|
|
T.E.R.N.A |
|
ORD EUR0.22 |
|
ITALY |
|
185,571 |
|
456,386 |
|
|
TELECOM ITALIA |
|
EUR.55 |
|
ITALY |
|
1,653,938 |
|
4,799,220 |
|
|
TELECOM ITALIA |
|
DI RISP EUR.55 |
|
ITALY |
|
931,895 |
|
2,302,859 |
|
|
TELECOM ITALIA MEDIA |
|
EUR0.03 |
|
ITALY |
|
210,886 |
|
111,192 |
|
|
TISCALI SPA |
|
EUR0.5 |
|
ITALY |
|
36,812 |
|
116,153 |
|
|
UNICREDITO ITALIAN |
|
EUR0.50 |
|
ITALY |
|
844,272 |
|
5,795,911 |
|
|
UNICREDITO ITALIAN |
|
EUR .5 |
|
ITALY |
|
401,495 |
|
2,746,784 |
|
|
77TH BANK |
|
JPY50 |
|
JAPAN |
|
41,000 |
|
311,243 |
|
|
ACOM CO |
|
JPY50 |
|
JAPAN |
|
10,550 |
|
677,531 |
|
|
ADERANS COMPANY |
|
JPY50 |
|
JAPAN |
|
4,900 |
|
146,963 |
|
|
ADVANTEST |
|
JPY50 |
|
JAPAN |
|
11,100 |
|
1,118,182 |
|
|
AEON CO LTD |
|
JPY50 |
|
JAPAN |
|
97,800 |
|
2,485,809 |
|
|
AEON CREDIT SERV |
|
JPY50 |
|
JAPAN |
|
4,100 |
|
387,664 |
|
|
AIFUL CORP |
|
JPY50 |
|
JAPAN |
|
9,550 |
|
796,980 |
|
|
AISIN SEIKI CO |
|
JPY50 |
|
JAPAN |
|
28,000 |
|
1,027,196 |
|
|
AJINOMOTO CO INC |
|
JPY50 |
|
JAPAN |
|
86,000 |
|
879,454 |
|
|
ALFRESA HOLDINGS C |
|
NPV |
|
JAPAN |
|
3,600 |
|
168,364 |
|
|
ALL NIPPON AIRWAYS |
|
JPY50 |
|
JAPAN |
|
82,000 |
|
333,475 |
|
|
ALPS ELECTRIC CO |
|
JPY50 |
|
JAPAN |
|
25,200 |
|
350,789 |
|
|
AMADA CO |
|
JPY50 |
|
JAPAN |
|
51,000 |
|
449,377 |
|
|
AMANO CORPORATION |
|
JPY50 |
|
JAPAN |
|
9,000 |
|
171,567 |
103
|
|
ANRITSU CORP |
|
JPY50 |
|
JAPAN |
|
13,000 |
|
73,905 |
|
|
AOYAMA TRADING CO |
|
JPY50 |
|
JAPAN |
|
8,400 |
|
283,962 |
|
|
ARIAKE JAPAN CO |
|
JPY50(OTC) |
|
JAPAN |
|
2,700 |
|
66,453 |
|
|
ASAHI BREWERIES |
|
JPY50 |
|
JAPAN |
|
56,600 |
|
690,057 |
|
|
ASAHI GLASS CO |
|
JPY50 |
|
JAPAN |
|
149,000 |
|
1,922,621 |
|
|
ASAHI KASEI CORP |
|
JPY50 |
|
JAPAN |
|
182,000 |
|
1,230,501 |
|
|
ASATSU DK |
|
JPY50 |
|
JAPAN |
|
4,600 |
|
146,149 |
|
|
ASHIKAGA FINANCIAL ORD SHS |
|
NPV |
|
JAPAN |
|
91,000 |
|
771 |
|
|
ASTELLAS PHARMA INC |
|
NPV |
|
JAPAN |
|
81,400 |
|
3,172,414 |
|
|
AUTOBACS SEVEN CO |
|
JPY50 |
|
JAPAN |
|
3,900 |
|
204,533 |
|
|
BANK OF KYOTO |
|
JPY50 |
|
JAPAN |
|
37,000 |
|
446,708 |
|
|
BANK OF YOKOHAMA |
|
JPY50 |
|
JAPAN |
|
177,000 |
|
1,447,132 |
|
|
BENESSE CORP |
|
JPY50 |
|
JAPAN |
|
9,500 |
|
332,415 |
|
|
BRIDGESTONE CORP |
|
JPY50 |
|
JAPAN |
|
100,000 |
|
2,079,980 |
|
|
CANON INC |
|
JPY50 |
|
JAPAN |
|
113,200 |
|
6,617,640 |
|
|
CANON SALES CO INC |
|
JPY50 |
|
JAPAN |
|
11,000 |
|
234,856 |
|
|
CASIO COMPUTER CO |
|
JPY50 |
|
JAPAN |
|
31,200 |
|
521,806 |
|
|
CENTRAL GLASS CO |
|
JPY50 |
|
JAPAN |
|
26,000 |
|
143,845 |
|
|
CENTRAL JPAN RLWY |
|
JPY50000 |
|
JAPAN |
|
235 |
|
2,249,852 |
|
|
CHIBA BANK |
|
JPY50 |
|
JAPAN |
|
107,000 |
|
896,577 |
|
|
CHIYODA CORP |
|
JPY50 |
|
JAPAN |
|
21,000 |
|
482,166 |
|
|
CHUBU ELEC POWER |
|
JPY500 |
|
JAPAN |
|
87,200 |
|
2,076,015 |
|
|
CHUGAI PHARM CO |
|
JPY50 |
|
JAPAN |
|
40,500 |
|
868,127 |
|
|
CIRCLE K SUNKUS CO |
|
NPV |
|
JAPAN |
|
6,100 |
|
155,045 |
|
|
CITIZEN WATCH CO |
|
JPY50 |
|
JAPAN |
|
51,900 |
|
430,924 |
|
|
COCA COLA WEST JAPAN |
|
JPY50 |
|
JAPAN |
|
5,900 |
|
137,715 |
|
|
COMSYS HOLDINGS |
|
NPV |
|
JAPAN |
|
17,000 |
|
242,981 |
|
|
CREDIT SAISON CO |
|
JPY50 |
|
JAPAN |
|
23,500 |
|
1,172,710 |
|
|
CSK HOLDINGS CORPORATION |
|
JPY50 |
|
JAPAN |
|
9,800 |
|
489,045 |
|
|
DAI NIPPON PRINTNG |
|
JPY50 |
|
JAPAN |
|
94,000 |
|
1,672,456 |
|
|
DAICEL CHEM INDS |
|
JPY50 |
|
JAPAN |
|
42,000 |
|
301,754 |
|
|
DAIDO STEEL CO |
|
JPY50 |
|
JAPAN |
|
52,000 |
|
496,518 |
|
|
DAIICHI SANKYO |
|
COM NPV |
|
JAPAN |
|
96,987 |
|
1,869,401 |
|
|
DAIKIN INDUSTRIES |
|
JPY50 |
|
JAPAN |
|
34,700 |
|
1,014,276 |
|
|
DAIMARU INC |
|
JPY50 |
|
JAPAN |
|
32,000 |
|
461,442 |
|
|
DAINIPPON INK+CHEM |
|
JPY50 |
|
JAPAN |
|
95,000 |
|
411,294 |
|
|
DAINIPPON SCREEN |
|
JPY50 |
|
JAPAN |
|
32,000 |
|
267,593 |
|
|
DAITO TRUST CONST |
|
JPY50 |
|
JAPAN |
|
11,400 |
|
589,172 |
|
|
DAIWA HOUSE INDS |
|
JPY50 |
|
JAPAN |
|
73,000 |
|
1,140,490 |
|
|
DAIWA SECURITIES GROUP INC |
|
NPV |
|
JAPAN |
|
190,000 |
|
2,152,249 |
|
|
DENKI KAGAKU KOGYO |
|
JPY50 |
|
JAPAN |
|
69,000 |
|
304,575 |
|
|
DENSO CORP |
|
JPY50 |
|
JAPAN |
|
79,500 |
|
2,741,379 |
|
|
DENTSU INC |
|
NPV |
|
JAPAN |
|
265 |
|
862,154 |
|
|
DOWA MINING CO |
|
JPY50 |
|
JAPAN |
|
40,000 |
|
433,110 |
|
|
E TRADE SECURITIES |
|
NPV |
|
JAPAN |
|
68 |
|
524,850 |
|
|
EACCESS LTD |
|
NPV |
|
JAPAN |
|
174 |
|
123,096 |
|
|
EAST JAPAN RAILWAY |
|
JPY50000 |
|
JAPAN |
|
509 |
|
3,497,407 |
|
|
EBARA CORP |
|
JPY50 |
|
JAPAN |
|
42,000 |
|
226,671 |
|
|
EISAI CO |
|
JPY50 |
|
JAPAN |
|
37,800 |
|
1,585,275 |
|
|
ELEC POWER DEV |
|
NPV |
|
JAPAN |
|
20,600 |
|
706,854 |
|
|
ELPIDA MEMORY INC |
|
NPV |
|
JAPAN |
|
5,200 |
|
155,079 |
|
|
FAMILYMART CO |
|
JPY50 |
|
JAPAN |
|
9,500 |
|
321,147 |
|
|
FANUC |
|
JPY50 |
|
JAPAN |
|
26,600 |
|
2,255,918 |
104
|
|
FAST RETAILING CO |
|
JPY50 |
|
JAPAN |
|
7,900 |
|
771,728 |
|
|
FUJI ELECTRIC HLDG |
|
NPV |
|
JAPAN |
|
77,000 |
|
407,735 |
|
|
FUJI PHOTO FILM CO |
|
JPY50 |
|
JAPAN |
|
73,300 |
|
2,422,011 |
|
|
FUJI SOFT ABC INC |
|
JPY50 |
|
JAPAN |
|
4,300 |
|
143,904 |
|
|
FUJI TELEVISION NETWORK INC |
|
NPV |
|
JAPAN |
|
86 |
|
216,403 |
|
|
FUJIKURA |
|
JPY50 |
|
JAPAN |
|
47,000 |
|
380,683 |
|
|
FUJITSU |
|
JPY50 |
|
JAPAN |
|
264,000 |
|
2,008,574 |
|
|
FUKUOKA BANK OF |
|
JPY50 |
|
JAPAN |
|
79,000 |
|
675,345 |
|
|
FURUKAWA ELECTRIC |
|
JPY50 |
|
JAPAN |
|
88,000 |
|
687,418 |
|
|
GLORY |
|
JPY50 |
|
JAPAN |
|
8,500 |
|
143,815 |
|
|
GOODWILL GROUP |
|
JPY5000 |
|
JAPAN |
|
54 |
|
109,803 |
|
|
GUNMA BANK |
|
JPY50 |
|
JAPAN |
|
51,000 |
|
376,786 |
|
|
GUNZE LIMITED |
|
JPY50 |
|
JAPAN |
|
27,000 |
|
179,344 |
|
|
HAKUHODO DY HLDGS |
|
NPV |
|
JAPAN |
|
3,300 |
|
232,339 |
|
|
HANKYU DEPT STORES |
|
JPY50 |
|
JAPAN |
|
18,000 |
|
157,079 |
|
|
HIKARI TSUSHIN INC |
|
JPY50 |
|
JAPAN |
|
3,300 |
|
310,345 |
|
|
HINO MOTORS |
|
JPY50 |
|
JAPAN |
|
37,000 |
|
234,169 |
|
|
HIROSE ELECTRIC |
|
JPY50 |
|
JAPAN |
|
4,500 |
|
599,720 |
|
|
HITACHI |
|
JPY50 |
|
JAPAN |
|
479,000 |
|
3,226,341 |
|
|
HITACHI CABLE |
|
JPY50 |
|
JAPAN |
|
22,000 |
|
103,262 |
|
|
HITACHI CAP CORP |
|
JPY50 |
|
JAPAN |
|
7,600 |
|
151,317 |
|
|
HITACHI CHEMICAL |
|
JPY50 |
|
JAPAN |
|
14,800 |
|
391,223 |
|
|
HITACHI CONST MACH |
|
JPY50 |
|
JAPAN |
|
14,000 |
|
326,188 |
|
|
HITACHI SOFTWARE |
|
JPY50 |
|
JAPAN |
|
4,000 |
|
83,708 |
|
|
HOKKAIDO ELEC PWR |
|
JPY500 |
|
JAPAN |
|
26,100 |
|
530,713 |
|
|
HOKUHOKU FINANCIAL GROUP INC |
|
NPV |
|
JAPAN |
|
162,000 |
|
756,265 |
|
|
HONDA MOTOR CO |
|
JPY50 |
|
JAPAN |
|
118,300 |
|
6,745,395 |
|
|
HOUSE FOOD CORP |
|
JPY50 |
|
JAPAN |
|
10,200 |
|
154,689 |
|
|
HOYA CORP |
|
JPY50 |
|
JAPAN |
|
64,000 |
|
2,299,077 |
|
|
IBIDEN CO |
|
JPY50 |
|
JAPAN |
|
19,500 |
|
1,044,141 |
|
|
INDEX CORPORATION |
|
NPV |
|
JAPAN |
|
122 |
|
221,198 |
|
|
INPEX CORP |
|
NPV |
|
JAPAN |
|
57 |
|
507,074 |
|
|
ISETAN CO |
|
JPY50 |
|
JAPAN |
|
25,600 |
|
545,488 |
|
|
ISHIHARA SANGYO |
|
JPY50 |
|
JAPAN |
|
40,000 |
|
71,168 |
|
|
ISHIKAWAJIMA HAR |
|
JPY50 |
|
JAPAN |
|
165,000 |
|
521,435 |
|
|
ITO EN |
|
JPY50 |
|
JAPAN |
|
4,400 |
|
263,187 |
|
|
ITOCHU CORP |
|
JPY50 |
|
JAPAN |
|
223,000 |
|
1,859,121 |
|
|
ITOCHU TECHNO SCIE |
|
JPY50 |
|
JAPAN |
|
4,200 |
|
201,051 |
|
|
JAFCO |
|
JPY50 |
|
JAPAN |
|
4,500 |
|
401,466 |
|
|
JAPAN AIRLINES CORP |
|
NPV |
|
JAPAN |
|
96,000 |
|
261,086 |
|
|
JAPAN PRIME REALITY |
|
REAL ESTATE INV TRUST |
|
JAPAN |
|
67 |
|
187,893 |
|
|
JAPAN REAL ESTATE |
|
JAPAN REAL ESTATE INV REIT |
|
JAPAN |
|
44 |
|
362,349 |
|
|
JAPAN RETAIL FUND |
|
JAPAN RETAIL FUND INV REIT |
|
JAPAN |
|
38 |
|
294,908 |
|
|
JAPAN TOBACCO INC |
|
JPY50000 |
|
JAPAN |
|
133 |
|
1,938,151 |
|
|
JFE HOLDING INC |
|
NPV |
|
JAPAN |
|
83,600 |
|
2,804,846 |
|
|
JGC CORP |
|
JPY50 |
|
JAPAN |
|
30,000 |
|
570,618 |
|
|
JOYO BANK |
|
JPY50 |
|
JAPAN |
|
102,000 |
|
606,659 |
|
|
JS GROUP CORP |
|
NPV |
|
JAPAN |
|
39,100 |
|
781,801 |
|
|
JSR CORP |
|
JPY50 |
|
JAPAN |
|
26,300 |
|
690,757 |
|
|
JTEKT CORPORATION |
|
NPV |
|
JAPAN |
|
28,000 |
|
520,715 |
|
|
KAJIMA CORP |
|
JPY50 |
|
JAPAN |
|
132,000 |
|
758,248 |
|
|
KAKEN PHARM |
|
JPY50 |
|
JAPAN |
|
10,000 |
|
77,862 |
|
|
KAMIGUMI CO |
|
JPY50 |
|
JAPAN |
|
37,000 |
|
328,213 |
105
|
|
KANEKA CORP |
|
JPY50 |
|
JAPAN |
|
42,000 |
|
507,074 |
|
|
KANSAI ELEC POWER |
|
JPY500 |
|
JAPAN |
|
115,400 |
|
2,478,514 |
|
|
KANSAI PAINT CO |
|
JPY50 |
|
JAPAN |
|
33,000 |
|
282,665 |
|
|
KAO CORP |
|
JPY50 |
|
JAPAN |
|
78,000 |
|
2,088,283 |
|
|
KATOKICHI CO |
|
JPY50 |
|
JAPAN |
|
17,700 |
|
120,419 |
|
|
KAWASAKI HEAVY IND |
|
JPY50 |
|
JAPAN |
|
180,000 |
|
655,765 |
|
|
KAWASAKI KISEN |
|
JPY50 |
|
JAPAN |
|
70,000 |
|
438,871 |
|
|
KDDI CORP |
|
JPY5000 |
|
JAPAN |
|
381 |
|
2,195,035 |
|
|
KEIHIN ELEC EXP RL |
|
JPY50 |
|
JAPAN |
|
64,000 |
|
504,279 |
|
|
KEIO CORP |
|
JPY50 |
|
JAPAN |
|
81,000 |
|
483,818 |
|
|
KEISEI ELEC RAILWY |
|
JPY50 |
|
JAPAN |
|
40,000 |
|
272,812 |
|
|
KEYENCE CORP |
|
JPY50 |
|
JAPAN |
|
4,700 |
|
1,335,974 |
|
|
KIKKOMAN CORP |
|
JPY50 |
|
JAPAN |
|
22,000 |
|
213,420 |
|
|
KINDEN CORPORATION |
|
JPY50 |
|
JAPAN |
|
18,000 |
|
162,416 |
|
|
KINTETSU CORP |
|
JPY50 |
|
JAPAN |
|
225,000 |
|
899,771 |
|
|
KIRIN BREWERY CO |
|
JPY50 |
|
JAPAN |
|
116,000 |
|
1,351,351 |
|
|
KOBE STEEL |
|
JPY50 |
|
JAPAN |
|
401,000 |
|
1,297,823 |
|
|
KOKUYO CO |
|
JPY50 |
|
JAPAN |
|
11,400 |
|
168,832 |
|
|
KOMATSU |
|
JPY50 |
|
JAPAN |
|
135,000 |
|
2,231,509 |
|
|
KOMORI CORPORATION |
|
JPY50 |
|
JAPAN |
|
8,000 |
|
147,081 |
|
|
KONAMI CORP |
|
JPY50 |
|
JAPAN |
|
13,600 |
|
299,009 |
|
|
KONICA MINOLTA HOLDINGS INC |
|
JPY50 |
|
JAPAN |
|
66,000 |
|
671,575 |
|
|
KOSE CORP |
|
JPY50 |
|
JAPAN |
|
4,300 |
|
171,956 |
|
|
KUBOTA CORP |
|
JPY50 |
|
JAPAN |
|
154,000 |
|
1,293,010 |
|
|
KURARAY CO |
|
JPY50 |
|
JAPAN |
|
53,500 |
|
553,902 |
|
|
KURITA WATER INDS |
|
JPY50 |
|
JAPAN |
|
16,100 |
|
306,231 |
|
|
KYOCERA CORP |
|
JPY50 |
|
JAPAN |
|
24,000 |
|
1,748,708 |
|
|
KYOWA HAKKO KOGYO |
|
JPY50 |
|
JAPAN |
|
50,000 |
|
348,640 |
|
|
KYUSHU ELEC POWER |
|
JPY500 |
|
JAPAN |
|
56,800 |
|
1,231,958 |
|
|
LAWSON |
|
JPY50 |
|
JAPAN |
|
8,600 |
|
354,113 |
|
|
LEOPALACE21 |
|
JPY50 |
|
JAPAN |
|
17,700 |
|
641,837 |
|
|
MABUCHI MOTOR CO |
|
JPY50 |
|
JAPAN |
|
4,000 |
|
221,977 |
|
|
MAKITA CORP |
|
JPY50 |
|
JAPAN |
|
16,000 |
|
393,120 |
|
|
MARUBENI CORP |
|
JPY50 |
|
JAPAN |
|
199,000 |
|
1,067,246 |
|
|
MARUI CO |
|
JPY50 |
|
JAPAN |
|
46,000 |
|
902,228 |
|
|
MATSUI SECURITIES |
|
NPV |
|
JAPAN |
|
15,200 |
|
210,814 |
|
|
MATSUMOTOKIYOSHI |
|
JPY50 |
|
JAPAN |
|
5,900 |
|
186,453 |
|
|
MATSUSHITA ELC IND |
|
JPY50 |
|
JAPAN |
|
313,000 |
|
6,033,000 |
|
|
MATSUSHITA ELC WKS |
|
JPY50 |
|
JAPAN |
|
49,000 |
|
457,494 |
|
|
MEDICEO PALTAC HOLDINGS |
|
NPV |
|
JAPAN |
|
21,800 |
|
315,281 |
|
|
MEIJI DAIRIES CORP |
|
JPY50 |
|
JAPAN |
|
30,000 |
|
151,741 |
|
|
MEIJI SEIKA KAISHA |
|
JPY50 |
|
JAPAN |
|
45,000 |
|
239,049 |
|
|
MEITEC CORPORATION |
|
JPY50 |
|
JAPAN |
|
5,000 |
|
161,823 |
|
|
MILLEA HOLDINGS INC |
|
NPV |
|
JAPAN |
|
220 |
|
3,783,784 |
|
|
MINEBEA CO |
|
JPY50 |
|
JAPAN |
|
50,000 |
|
266,458 |
|
|
MITSUBISHI CHEM HL |
|
NPV |
|
JAPAN |
|
171,500 |
|
1,079,594 |
|
|
MITSUBISHI CORP |
|
JPY50 |
|
JAPAN |
|
176,200 |
|
3,896,315 |
|
|
MITSUBISHI ELEC CP |
|
JPY50 |
|
JAPAN |
|
286,000 |
|
2,023,299 |
|
|
MITSUBISHI ESTATE |
|
JPY50 |
|
JAPAN |
|
165,000 |
|
3,424,977 |
|
|
MITSUBISHI GAS CHM |
|
JPY50 |
|
JAPAN |
|
56,000 |
|
529,018 |
|
|
MITSUBISHI HVY IND |
|
JPY50 |
|
JAPAN |
|
449,000 |
|
1,978,141 |
|
|
MITSUBISHI LOGISTC |
|
JPY50 |
|
JAPAN |
|
16,000 |
|
269,220 |
|
|
MITSUBISHI MATERL |
|
JPY50 |
|
JAPAN |
|
143,000 |
|
730,569 |
106
|
|
MITSUBISHI RAYON |
|
JPY50 |
|
JAPAN |
|
79,000 |
|
522,071 |
|
|
MITSUBISHI UFJ FIN GROUP |
|
NPV |
|
JAPAN |
|
1,096 |
|
14,857,240 |
|
|
MITSUBISHI UFJ SECURITIES CO |
|
JPY50 |
|
JAPAN |
|
42,000 |
|
526,646 |
|
|
MITSUI + CO |
|
JPY50 |
|
JAPAN |
|
214,000 |
|
2,746,844 |
|
|
MITSUI CHEMICALS I |
|
JPY50 |
|
JAPAN |
|
92,000 |
|
618,114 |
|
|
MITSUI ENG+SHIPBG |
|
JPY50 |
|
JAPAN |
|
103,000 |
|
335,101 |
|
|
MITSUI FUDOSAN CO |
|
JPY50 |
|
JAPAN |
|
118,000 |
|
2,394,391 |
|
|
MITSUI MINING + SM |
|
JPY50 |
|
JAPAN |
|
83,000 |
|
521,079 |
|
|
MITSUI OSK LINES |
|
JPY50 |
|
JAPAN |
|
163,000 |
|
1,421,054 |
|
|
MITSUI SUMITOMO INSURANCE CO |
|
JPY50 |
|
JAPAN |
|
181,000 |
|
2,212,853 |
|
|
MITSUI TRUST HLDGS |
|
NPV |
|
JAPAN |
|
78,000 |
|
935,762 |
|
|
MITSUKOSHI LTD |
|
NPV |
|
JAPAN |
|
59,000 |
|
384,902 |
|
|
MITSUMI ELECTRIC |
|
JPY50 |
|
JAPAN |
|
9,300 |
|
105,111 |
|
|
MIZUHO FINL GB |
|
NPV |
|
JAPAN |
|
1,439 |
|
11,411,539 |
|
|
MURATA MFG CO |
|
JPY50 |
|
JAPAN |
|
30,000 |
|
1,921,545 |
|
|
NAMCO BANDAI HLDGS |
|
NPV |
|
JAPAN |
|
29,550 |
|
431,621 |
|
|
NEC CORP |
|
JPY50 |
|
JAPAN |
|
280,000 |
|
1,741,252 |
|
|
NEC ELECTRONICS |
|
CP NPV |
|
JAPAN |
|
5,500 |
|
180,336 |
|
|
NET ONE SYSTEMS CO |
|
JPY5000 |
|
JAPAN |
|
71 |
|
171,439 |
|
|
NGK INSULATORS |
|
JPY50 |
|
JAPAN |
|
40,000 |
|
594,425 |
|
|
NGK SPARK PLUG CO |
|
JPY50 |
|
JAPAN |
|
27,000 |
|
583,326 |
|
|
NHK SPRING CO |
|
JPY50 |
|
JAPAN |
|
25,000 |
|
260,315 |
|
|
NICHII GAKKAN CO |
|
JPY50 |
|
JAPAN |
|
3,100 |
|
78,794 |
|
|
NICHIREI CORP |
|
JPY50 |
|
JAPAN |
|
35,000 |
|
145,895 |
|
|
NIDEC CORPORATION |
|
JPY50 |
|
JAPAN |
|
16,000 |
|
1,359,654 |
|
|
NIKKO CORDIAL CORP |
|
NPV |
|
JAPAN |
|
115,000 |
|
1,820,046 |
|
|
NIKON CORP |
|
JPY50 |
|
JAPAN |
|
41,000 |
|
646,454 |
|
|
NINTENDO CO |
|
JPY50 |
|
JAPAN |
|
14,700 |
|
1,774,761 |
|
|
NIPPON BUILDING FD |
|
REIT |
|
JAPAN |
|
52 |
|
438,363 |
|
|
NIPPON ELEC GLASS |
|
JPY50 |
|
JAPAN |
|
28,000 |
|
610,862 |
|
|
NIPPON EXPRESS CO |
|
JPY50 |
|
JAPAN |
|
118,000 |
|
718,817 |
|
|
NIPPON KAYAKU CO |
|
JPY50 |
|
JAPAN |
|
23,000 |
|
196,230 |
|
|
NIPPON LIGHT METAL |
|
JPY50 |
|
JAPAN |
|
68,000 |
|
187,241 |
|
|
NIPPON MEAT PACKER |
|
JPY50 |
|
JAPAN |
|
25,000 |
|
262,221 |
|
|
NIPPON MINING HLDG |
|
NPV |
|
JAPAN |
|
112,000 |
|
796,137 |
|
|
NIPPON OIL CORP |
|
JPY50 |
|
JAPAN |
|
184,000 |
|
1,426,417 |
|
|
NIPPON PAPER GROUP INC |
|
NPV |
|
JAPAN |
|
137 |
|
547,861 |
|
|
NIPPON SHEET GLASS |
|
JPY50 |
|
JAPAN |
|
58,000 |
|
253,071 |
|
|
NIPPON SHOKUBAI CO |
|
JPY50 |
|
JAPAN |
|
19,000 |
|
214,903 |
|
|
NIPPON STEEL CORP |
|
JPY50 |
|
JAPAN |
|
918,000 |
|
3,266,627 |
|
|
NIPPON TEL+TEL CP |
|
JPY50000 |
|
JAPAN |
|
778 |
|
3,533,068 |
|
|
NIPPON YUSEN KK |
|
JPY50 |
|
JAPAN |
|
153,000 |
|
1,047,395 |
|
|
NIPPON ZEON CO |
|
JPY50 |
|
JAPAN |
|
24,000 |
|
317,207 |
|
|
NISHI NIPPON CITY |
|
JPY50 |
|
JAPAN |
|
70,000 |
|
417,521 |
|
|
NISHIMATSU CONST |
|
JPY50 |
|
JAPAN |
|
34,000 |
|
139,422 |
|
|
NISSAN CHEM INDS |
|
JPY50 |
|
JAPAN |
|
23,000 |
|
326,985 |
|
|
NISSAN MOTOR CO |
|
JPY50 |
|
JAPAN |
|
338,700 |
|
3,429,183 |
|
|
NISSHIN SEIFUN GRP |
|
JPY50 |
|
JAPAN |
|
28,000 |
|
295,586 |
|
|
NISSHIN STEEL CO |
|
JPY50 |
|
JAPAN |
|
122,000 |
|
393,815 |
|
|
NISSHINBO IND INC |
|
JPY50 |
|
JAPAN |
|
22,000 |
|
240,261 |
|
|
NISSIN FOOD PRODS |
|
JPY50 |
|
JAPAN |
|
12,900 |
|
372,693 |
|
|
NITORI CO |
|
JPY50 |
|
JAPAN |
|
2,700 |
|
251,631 |
|
|
NITTO DENKO CORP |
|
JPY50 |
|
JAPAN |
|
24,400 |
|
1,899,822 |
107
|
|
NOK CORP |
|
JPY50 |
|
JAPAN |
|
14,800 |
|
401,254 |
|
|
NOMURA HOLDINGS |
|
JPY50 |
|
JAPAN |
|
265,100 |
|
5,076,048 |
|
|
NOMURA REAL ESTATE |
|
REIT |
|
JAPAN |
|
27 |
|
192,155 |
|
|
NOMURA RESEARCH INC |
|
NPV |
|
JAPAN |
|
3,200 |
|
391,765 |
|
|
NSK |
|
JPY50 |
|
JAPAN |
|
63,000 |
|
430,213 |
|
|
NTN CORP |
|
JPY50 |
|
JAPAN |
|
59,000 |
|
465,882 |
|
|
NTT DATA CORP |
|
JPY5000 |
|
JAPAN |
|
185 |
|
920,063 |
|
|
NTT DOCOMO |
|
NPV |
|
JAPAN |
|
2,554 |
|
3,894,942 |
|
|
NTT URBAN DEVELOPM |
|
NPV |
|
JAPAN |
|
33 |
|
218,360 |
|
|
OBAYASHI CORP |
|
JPY50 |
|
JAPAN |
|
90,000 |
|
662,628 |
|
|
OBIC |
|
JPY50 |
|
JAPAN |
|
1,000 |
|
220,114 |
|
|
ODAKYU ELEC RLWY |
|
JPY50 |
|
JAPAN |
|
92,000 |
|
547,183 |
|
|
OJI PAPER CO |
|
JPY50 |
|
JAPAN |
|
117,000 |
|
690,918 |
|
|
OKI ELECTRIC IND |
|
JPY50 |
|
JAPAN |
|
77,000 |
|
281,174 |
|
|
OKUMURA CORP |
|
JPY50 |
|
JAPAN |
|
26,000 |
|
146,048 |
|
|
OLYMPUS CORP |
|
NPV |
|
JAPAN |
|
34,000 |
|
892,993 |
|
|
OMRON CORP |
|
JPY50 |
|
JAPAN |
|
31,100 |
|
716,699 |
|
|
ONWARD KASHIYAMA |
|
JPY50 |
|
JAPAN |
|
20,000 |
|
393,120 |
|
|
ORACLE CORP JAPAN |
|
JPY50 |
|
JAPAN |
|
4,400 |
|
218,453 |
|
|
ORIENTAL LAND CO LTD |
|
JPY50 |
|
JAPAN |
|
7,400 |
|
403,135 |
|
|
ORIX CORP |
|
JPY50 |
|
JAPAN |
|
12,570 |
|
3,200,275 |
|
|
OSAKA GAS CO |
|
JPY50 |
|
JAPAN |
|
294,000 |
|
1,013,793 |
|
|
PIONEER CORP |
|
JPY50 |
|
JAPAN |
|
22,900 |
|
317,414 |
|
|
PROMISE CO |
|
JPY50 |
|
JAPAN |
|
12,850 |
|
854,634 |
|
|
QP CORP |
|
JPY50 |
|
JAPAN |
|
15,500 |
|
138,020 |
|
|
RAKUTEN INC |
|
NPV |
|
JAPAN |
|
611 |
|
590,138 |
|
|
RESONA HOLDINGS INC |
|
NPV |
|
JAPAN |
|
682 |
|
2,744,641 |
|
|
RICOH CO |
|
JPY50 |
|
JAPAN |
|
99,000 |
|
1,732,060 |
|
|
RINNAI CORP |
|
JPY50 |
|
JAPAN |
|
5,200 |
|
123,138 |
|
|
ROHM CO |
|
JPY50 |
|
JAPAN |
|
15,800 |
|
1,717,479 |
|
|
RYOHIN KEIKAKU CO |
|
JPY50 |
|
JAPAN |
|
3,600 |
|
313,852 |
|
|
SANDEN CORP |
|
JPY50 |
|
JAPAN |
|
16,000 |
|
74,151 |
|
|
SANKEN ELECTRIC CO |
|
JPY50 |
|
JAPAN |
|
16,000 |
|
257,968 |
|
|
SANKYO CO |
|
NPV |
|
JAPAN |
|
7,300 |
|
422,427 |
|
|
SANTEN PHARM CO |
|
JPY50 |
|
JAPAN |
|
10,600 |
|
292,773 |
|
|
SANWA SHUTTER CORP |
|
JPY50 |
|
JAPAN |
|
24,000 |
|
148,030 |
|
|
SANYO ELECTRIC CO |
|
JPY50 |
|
JAPAN |
|
233,000 |
|
631,704 |
|
|
SAPPORO HOLDINGS |
|
NPV |
|
JAPAN |
|
42,000 |
|
235,211 |
|
|
SBI HOLDINGS INC |
|
NPV |
|
JAPAN |
|
785 |
|
530,738 |
|
|
SECOM CO |
|
JPY50 |
|
JAPAN |
|
31,000 |
|
1,620,520 |
|
|
SEGA SAMMY HOLDINGS INC |
|
ORD SHS |
|
JAPAN |
|
20,800 |
|
696,094 |
|
|
SEIKO EPSON CORP |
|
NPV |
|
JAPAN |
|
15,600 |
|
391,883 |
|
|
SEINO HOLDINGS |
|
NPV |
|
JAPAN |
|
22,000 |
|
239,515 |
|
|
SEKISUI CHEMICAL |
|
JPY50 |
|
JAPAN |
|
66,000 |
|
446,226 |
|
|
SEKISUI HOUSE |
|
JPY50 |
|
JAPAN |
|
74,000 |
|
930,408 |
|
|
SEVEN + I HOLDINGS |
|
NPV |
|
JAPAN |
|
121,060 |
|
5,179,641 |
|
|
SFCG CO. LTD |
|
JPY50 |
|
JAPAN |
|
800 |
|
193,171 |
|
|
SHARP CORP |
|
JPY50 |
|
JAPAN |
|
140,000 |
|
2,127,934 |
|
|
SHIMACHU CO |
|
JPY50 |
|
JAPAN |
|
7,000 |
|
212,319 |
|
|
SHIMAMURA CO |
|
JPY50 |
|
JAPAN |
|
2,900 |
|
400,983 |
|
|
SHIMANO INC |
|
JPY50 |
|
JAPAN |
|
10,900 |
|
286,283 |
|
|
SHIMIZU CORP |
|
JPY50 |
|
JAPAN |
|
87,000 |
|
639,066 |
|
|
SHIN ETSU CHEM CO |
|
JPY50 |
|
JAPAN |
|
58,200 |
|
3,091,706 |
108
|
|
SHINKO SECURITIES |
|
JPY50 |
|
JAPAN |
|
69,000 |
|
347,251 |
|
|
SHINSEI BANK |
|
NPV |
|
JAPAN |
|
141,000 |
|
814,725 |
|
|
SHIONOGI + CO |
|
JPY50 |
|
JAPAN |
|
46,000 |
|
647,344 |
|
|
SHISEIDO CO |
|
JPY50 |
|
JAPAN |
|
53,000 |
|
987,884 |
|
|
SHIZUOKA BANK |
|
JPY50 |
|
JAPAN |
|
85,000 |
|
851,224 |
|
|
SHOWA DENKO KK |
|
JPY50 |
|
JAPAN |
|
151,000 |
|
588,494 |
|
|
SHOWA SHELL SEKIYU |
|
JPY50 |
|
JAPAN |
|
24,500 |
|
292,265 |
|
|
SKYLARK CO |
|
JPY50 |
|
JAPAN |
|
11,900 |
|
189,545 |
|
|
SMC CORP |
|
NPV |
|
JAPAN |
|
7,900 |
|
1,127,806 |
|
|
SOFTBANK CORPORATION |
|
JPY50 |
|
JAPAN |
|
109,200 |
|
4,607,439 |
|
|
SOJITZ CORPORATION |
|
NPV |
|
JAPAN |
|
48,600 |
|
288,232 |
|
|
SOMPO JAPAN INS |
|
JPY50 |
|
JAPAN |
|
124,000 |
|
1,675,676 |
|
|
SONY CORP |
|
NPV |
|
JAPAN |
|
149,400 |
|
6,101,059 |
|
|
STANLEY ELECTRIC |
|
JPY50 |
|
JAPAN |
|
21,500 |
|
349,195 |
|
|
SUMITOMO BAKELITE |
|
JPY50 |
|
JAPAN |
|
26,000 |
|
214,556 |
|
|
SUMITOMO CHEMICAL |
|
JPY50 |
|
JAPAN |
|
223,000 |
|
1,530,374 |
|
|
SUMITOMO CORP |
|
JPY50 |
|
JAPAN |
|
159,000 |
|
2,054,351 |
|
|
SUMITOMO ELEC INDS |
|
JPY50 |
|
JAPAN |
|
108,000 |
|
1,638,804 |
|
|
SUMITOMO HEAVY IND |
|
JPY50 |
|
JAPAN |
|
80,000 |
|
671,016 |
|
|
SUMITOMO METAL IND |
|
JPY50 |
|
JAPAN |
|
612,000 |
|
2,354,046 |
|
|
SUMITOMO METAL MNG |
|
JPY50 |
|
JAPAN |
|
80,000 |
|
988,901 |
|
|
SUMITOMO MITSUI GR |
|
NPV |
|
JAPAN |
|
712 |
|
7,540,456 |
|
|
SUMITOMO OSAKA CEM |
|
JPY50 |
|
JAPAN |
|
52,000 |
|
151,555 |
|
|
SUMITOMO RLTY+DEV |
|
JPY50 |
|
JAPAN |
|
56,000 |
|
1,216,979 |
|
|
SUMITOMO RUBBER |
|
JPY50 |
|
JAPAN |
|
23,000 |
|
327,374 |
|
|
SUMITOMO TRUST+BKG |
|
JPY50 |
|
JAPAN |
|
188,000 |
|
1,919,343 |
|
|
SURUGA BANK |
|
JPY50 |
|
JAPAN |
|
30,000 |
|
377,955 |
|
|
SUZUKEN CO LTD |
|
JPY50 |
|
JAPAN |
|
8,700 |
|
277,887 |
|
|
T+D HOLDINGS INC |
|
NPV |
|
JAPAN |
|
34,400 |
|
2,279,149 |
|
|
TAIHEIYO CEMENT |
|
JPY50 |
|
JAPAN |
|
123,000 |
|
499,170 |
|
|
TAISEI CORP |
|
JPY50 |
|
JAPAN |
|
132,000 |
|
598,322 |
|
|
TAISHO PHARM CO |
|
JPY50 |
|
JAPAN |
|
21,000 |
|
393,205 |
|
|
TAIYO NIPPON SANSO |
|
NPV |
|
JAPAN |
|
39,000 |
|
260,374 |
|
|
TAIYO YUDEN CO |
|
JPY50 |
|
JAPAN |
|
15,000 |
|
206,515 |
|
|
TAKARA HOLDINGS |
|
JPY50 |
|
JAPAN |
|
26,000 |
|
154,198 |
|
|
TAKASHIMAYA CO |
|
JPY50 |
|
JAPAN |
|
39,000 |
|
622,520 |
|
|
TAKEDA PHARMACEUTICAL CO LTD |
|
JPY50 |
|
JAPAN |
|
133,300 |
|
7,205,405 |
|
|
TAKEFUJI CORP |
|
JPY50 |
|
JAPAN |
|
16,130 |
|
1,094,648 |
|
|
TAKUMA CO |
|
JPY50 |
|
JAPAN |
|
9,000 |
|
60,086 |
|
|
TANABE SEIYAKU CO |
|
JPY50 |
|
JAPAN |
|
32,000 |
|
310,701 |
|
|
TDK CORP |
|
NPV50 |
|
JAPAN |
|
17,700 |
|
1,219,190 |
|
|
TEIJIN |
|
JPY50 |
|
JAPAN |
|
122,000 |
|
774,193 |
|
|
TEIKOKU OIL CO |
|
JPY50 |
|
JAPAN |
|
29,000 |
|
379,361 |
|
|
TERUMO CORP |
|
JPY50 |
|
JAPAN |
|
24,800 |
|
733,305 |
|
|
THK CO |
|
JPY50 |
|
JAPAN |
|
14,900 |
|
388,816 |
|
|
TIS INC |
|
JPY50 |
|
JAPAN |
|
5,100 |
|
157,282 |
|
|
TOBU RAILWAY CO |
|
JPY50 |
|
JAPAN |
|
116,000 |
|
607,371 |
|
|
TODA CORPORATION |
|
JPY50 |
|
JAPAN |
|
27,000 |
|
148,234 |
|
|
TOHO CO |
|
JPY500 |
|
JAPAN |
|
20,400 |
|
456,291 |
|
|
TOHOKU ELEC POWER |
|
JPY500 |
|
JAPAN |
|
63,200 |
|
1,285,097 |
|
|
TOKUYAMA CORP |
|
JPY50 |
|
JAPAN |
|
33,000 |
|
423,579 |
|
|
TOKYO BROADCASTING |
|
JPY50 |
|
JAPAN |
|
5,600 |
|
151,826 |
|
|
TOKYO ELEC POWER |
|
JPY500 |
|
JAPAN |
|
172,300 |
|
4,182,322 |
109
MMM |
|
TOKYO ELECTRON |
|
JPY50 |
|
JAPAN |
|
24,000 |
|
1,506,736 |
|
|
TOKYO GAS CO |
|
JPY50 |
|
JAPAN |
|
337,000 |
|
1,496,128 |
|
|
TOKYO STEEL MFG |
|
JPY50 |
|
JAPAN |
|
15,300 |
|
221,664 |
|
|
TOKYO STYLE CO |
|
JPY50 |
|
JAPAN |
|
10,000 |
|
122,427 |
|
|
TOKYO TATEMONO CO |
|
JPY50 |
|
JAPAN |
|
35,000 |
|
348,428 |
|
|
TOKYU CORP |
|
JPY50 |
|
JAPAN |
|
130,000 |
|
918,580 |
|
|
TOKYU LAND CORP |
|
JPY50 |
|
JAPAN |
|
57,000 |
|
569,372 |
|
|
TONEN GEN SEKIYU |
|
JPY50 |
|
JAPAN |
|
44,000 |
|
472,693 |
|
|
TOPPAN PRINTING CO |
|
JPY50 |
|
JAPAN |
|
83,000 |
|
969,025 |
|
|
TORAY INDS INC |
|
MPV |
|
JAPAN |
|
200,000 |
|
1,630,094 |
|
|
TOSHIBA CORP |
|
JPY50 |
|
JAPAN |
|
434,000 |
|
2,588,630 |
|
|
TOSOH CORP |
|
JPY50 |
|
JAPAN |
|
71,000 |
|
311,599 |
|
|
TOTO |
|
JPY50 |
|
JAPAN |
|
44,000 |
|
371,668 |
|
|
TOYO SEIKAN KAISHA |
|
JPY50 |
|
JAPAN |
|
23,400 |
|
380,847 |
|
|
TOYO SUISAN KAISHA |
|
JPY50 |
|
JAPAN |
|
12,000 |
|
193,578 |
|
|
TOYOBO CO |
|
JPY50 |
|
JAPAN |
|
91,000 |
|
304,541 |
|
|
TOYODA GOSEI |
|
JPY50 |
|
JAPAN |
|
9,500 |
|
185,122 |
|
|
TOYOTA INDUSTRIES |
|
JPY50 |
|
JAPAN |
|
28,600 |
|
1,027,400 |
|
|
TOYOTA MOTOR CORP |
|
JPY50 |
|
JAPAN |
|
433,000 |
|
22,451,580 |
|
|
TOYOTA TSUSHO CORP |
|
JPY50 |
|
JAPAN |
|
23,000 |
|
522,240 |
|
|
TREND MICRO INC |
|
JPY50 |
|
JAPAN |
|
14,000 |
|
529,018 |
|
|
UBE INDUSTRIES |
|
JPY50 |
|
JAPAN |
|
123,000 |
|
333,475 |
|
|
UNI CHARM CORP |
|
JPY50 |
|
JAPAN |
|
5,900 |
|
264,933 |
|
|
UNIDEN CORP |
|
JPY50 |
|
JAPAN |
|
9,000 |
|
174,998 |
|
|
UNY CO LTD |
|
NPV |
|
JAPAN |
|
23,000 |
|
362,645 |
|
|
USHIO INC |
|
JPY50 |
|
JAPAN |
|
16,000 |
|
373,464 |
|
|
USS |
|
JPY50 |
|
JAPAN |
|
3,570 |
|
227,454 |
|
|
WACOAL HOLDINGS CORP |
|
JPY50 |
|
JAPAN |
|
16,000 |
|
216,623 |
|
|
WEST JAPAN RAILWAY |
|
JPY50000 |
|
JAPAN |
|
252 |
|
1,050,445 |
|
|
YAHOO JAPAN CORP |
|
JPY50000 |
|
JAPAN |
|
1,124 |
|
1,704,617 |
|
|
YAKULT HONSHA CO |
|
JPY50 |
|
JAPAN |
|
15,000 |
|
311,362 |
|
|
YAMADA DENKI CO |
|
JPY50 |
|
JAPAN |
|
11,300 |
|
1,413,098 |
|
|
YAMAHA CORP |
|
JPY50 |
|
JAPAN |
|
25,300 |
|
420,345 |
|
|
YAMAHA MOTOR CO |
|
JPY50 |
|
JAPAN |
|
27,400 |
|
715,005 |
|
|
YAMATO HOLDINGS CO LTD |
|
NPV |
|
JAPAN |
|
55,000 |
|
911,463 |
|
|
YAMAZAKI BAKING CO |
|
JPY50 |
|
JAPAN |
|
17,000 |
|
138,270 |
|
|
YASKAWA ELEC CORP |
|
JPY50 |
|
JAPAN |
|
29,000 |
|
292,383 |
|
|
YOKOGAWA ELECTRIC |
|
JPY50 |
|
JAPAN |
|
31,200 |
|
531,323 |
|
|
MEINL EUROPEAN LAND |
|
EUR5 |
|
JERSEY, C.I. |
|
14,383 |
|
252,955 |
|
|
ARAB BANK |
|
JOD10 |
|
JORDAN |
|
5,400 |
|
482,490 |
|
|
ARAB PHARMACEU MFG |
|
JOD1 |
|
JORDAN |
|
1,381 |
|
14,230 |
|
|
DAR EL DAWA DEV+IN |
|
JOD10 |
|
JORDAN |
|
3,085 |
|
27,652 |
|
|
JORDAN CEMENT FACT |
|
JOD1 |
|
JORDAN |
|
3,744 |
|
59,401 |
|
|
JORDAN ELEC PWR CO |
|
JOD1 |
|
JORDAN |
|
9,001 |
|
58,063 |
|
|
JORDAN ISLAMIC BK |
|
JOD1 |
|
JORDAN |
|
6,363 |
|
49,309 |
|
|
JORDAN NATIONAL BANK |
|
JOD1 POST MERGER |
|
JORDAN |
|
7,043 |
|
47,719 |
|
|
JORDAN PETROL REF |
|
JOD1 |
|
JORDAN |
|
3,655 |
|
28,375 |
|
|
THE HOUSING BK |
|
JOD1 |
|
JORDAN |
|
4,129 |
|
116,506 |
|
|
AMORE PACIFIC CORP |
|
KRW5000 |
|
KOREA, REPUBLIC OF |
|
760 |
|
237,582 |
|
|
CHEIL COMMUNICATION |
|
KRW5000 |
|
KOREA, REPUBLIC OF |
|
530 |
|
115,611 |
|
|
CHEIL INDUSTRIES |
|
KRW5000 |
|
KOREA, REPUBLIC OF |
|
6,830 |
|
189,863 |
|
|
CJ CORP |
|
KRW5000 |
|
KOREA, REPUBLIC OF |
|
2,790 |
|
288,426 |
|
|
DAE DUCK ELECTRNC |
|
KRW500 |
|
KOREA, REPUBLIC OF |
|
4,817 |
|
43,364 |
110
|
DAEGU BANK |
KRW5000 |
KOREA, REPUBLIC OF |
19,440 |
294,240 |
|
DAELIM INDUSTRIAL |
KRW5000 |
KOREA, REPUBLIC OF |
3,650 |
259,979 |
|
DAEWOO ENGINEERING |
KRW5000 |
KOREA, REPUBLIC OF |
21,020 |
278,645 |
|
DAEWOO SECURITIES |
KRW5000 |
KOREA, REPUBLIC OF |
15,880 |
292,198 |
|
DAEWOO SHIPBUILDING + MARINE |
KRW5000 |
KOREA, REPUBLIC OF |
14,750 |
402,001 |
|
DAISHIN SECURITIES |
KRW5000 |
KOREA, REPUBLIC OF |
5,380 |
120,283 |
|
DAUM COMMUNICATIONS CORP |
KRW500 |
KOREA, REPUBLIC OF |
1,887 |
80,083 |
|
DONG AH CONST IND |
EDR REPR 1/2 COM KRW5000 |
KOREA, REPUBLIC OF |
434 |
|
|
DONGKUK STEEL MILL |
KRW5000 |
KOREA, REPUBLIC OF |
5,900 |
93,679 |
|
DOOSAN INFRACORE CO LTD |
KRW5000 |
KOREA, REPUBLIC OF |
8,490 |
152,020 |
|
GS ENGINEERING + C |
KRW5000 |
KOREA, REPUBLIC OF |
5,530 |
289,944 |
|
GS HOLDINGS CORP |
KRW5000 |
KOREA, REPUBLIC OF |
1 |
23 |
|
HANA FINANCIAL HOL |
KRW5000 |
KOREA, REPUBLIC OF |
18,856 |
861,797 |
|
HANJIN HEAVY IND |
KRW5000 |
KOREA, REPUBLIC OF |
5,810 |
135,070 |
|
HANJIN SHIPPING |
KRW5000 |
KOREA, REPUBLIC OF |
8,170 |
185,893 |
|
HANKOOK TIRE MANFT |
KRW500 |
KOREA, REPUBLIC OF |
13,900 |
195,949 |
|
HANWHA CHEMICAL |
KRW5000 |
KOREA, REPUBLIC OF |
7,920 |
90,494 |
|
HONAM PETROCHEM |
KRW5000 |
KOREA, REPUBLIC OF |
2,000 |
98,927 |
|
HYOSUNG |
KRW5000 |
KOREA, REPUBLIC OF |
3,193 |
51,645 |
|
HYUNDAI DEPT STORE |
KRW5000 |
KOREA, REPUBLIC OF |
2,278 |
192,904 |
|
HYUNDAI ENG +CONST |
KRW5000 |
KOREA, REPUBLIC OF |
5,580 |
249,233 |
|
HYUNDAI HEAVY INDUSTRIES |
KRW5000 |
KOREA, REPUBLIC OF |
7,030 |
534,804 |
|
HYUNDAI INDL + DEV |
KRW5000 |
KOREA, REPUBLIC OF |
9,730 |
440,851 |
|
HYUNDAI MIPO DOCK |
KSWN5000 |
KOREA, REPUBLIC OF |
1,900 |
115,220 |
|
HYUNDAI MOBIS |
KRW5000 |
KOREA, REPUBLIC OF |
8,610 |
787,025 |
|
HYUNDAI MOTOR CO |
KRW5000 |
KOREA, REPUBLIC OF |
18,010 |
1,733,564 |
|
HYUNDAI MOTOR CO |
2ND PFD KRW5000 |
KOREA, REPUBLIC OF |
5,830 |
395,645 |
|
HYUNDAI SECURITIES |
KRW5000 |
KOREA, REPUBLIC OF |
16,529 |
302,504 |
|
KANGWON LAND INC |
KRW500 |
KOREA, REPUBLIC OF |
16,490 |
335,232 |
|
KCC CORPORATION |
KRW5000 |
KOREA, REPUBLIC OF |
810 |
168,274 |
|
KIA MOTORS CORP |
KRW5000 |
KOREA, REPUBLIC OF |
26,370 |
692,609 |
|
KOOKMIN BANK |
KRW5000 |
KOREA, REPUBLIC OF |
45,049 |
3,409,258 |
|
KOREA ELEC POWER |
KRW5000 |
KOREA, REPUBLIC OF |
39,510 |
1,477,448 |
|
KOREA EXCHANGE BK |
KRW5000 |
KOREA, REPUBLIC OF |
18,840 |
262,793 |
|
KOREA INVESTMENT HOLDING CO |
KRW5000 |
KOREA, REPUBLIC OF |
5,530 |
235,238 |
|
KOREAN AIR LINES |
KRW5000 |
KOREA, REPUBLIC OF |
5,030 |
158,735 |
|
KT + G CORPORATION |
KRW5000 |
KOREA, REPUBLIC OF |
18,250 |
813,338 |
|
KT CORPORATION |
KRW5000 |
KOREA, REPUBLIC OF |
15,220 |
615,064 |
|
LG CHEMICAL |
KRW5000 |
KOREA, REPUBLIC OF |
6,949 |
391,842 |
|
LG CORP |
KRW5000 |
KOREA, REPUBLIC OF |
3 |
94 |
|
LG ELECTRONICS INC |
PREF KRW 5000 |
KOREA, REPUBLIC OF |
2,480 |
145,976 |
|
LG ELECTRONICS INC |
KRW 5000 |
KOREA, REPUBLIC OF |
13,987 |
1,235,632 |
|
LG HOUSEHOLD + HEALT |
KRW5000 |
KOREA, REPUBLIC OF |
1,690 |
91,952 |
|
LG INTL CORP |
KRW5000 |
KOREA, REPUBLIC OF |
8,640 |
199,579 |
|
LG PETROCHEMICAL |
KRW5000 |
KOREA, REPUBLIC OF |
3,810 |
94,981 |
|
LG PHILIPS LCD |
KRW5000 |
KOREA, REPUBLIC OF |
13,850 |
588,473 |
|
LS CABLE LTD |
KRW5000 |
KOREA, REPUBLIC OF |
2,580 |
88,565 |
|
NCSOFT |
KRW500 |
KOREA, REPUBLIC OF |
2,138 |
162,436 |
|
NHN CORP |
KRW500 |
KOREA, REPUBLIC OF |
1,883 |
502,953 |
|
NONG SHIM CO |
KRW5000 |
KOREA, REPUBLIC OF |
462 |
127,972 |
|
POONGSAN |
KRW5000 |
KOREA, REPUBLIC OF |
2,690 |
46,037 |
|
POSCO |
KRW5000 |
KOREA, REPUBLIC OF |
4,420 |
883,257 |
|
PUSAN BANK |
KRW5000 |
KOREA, REPUBLIC OF |
18,170 |
238,168 |
111
|
S OIL |
KRW2500 |
KOREA, REPUBLIC OF |
6,940 |
484,705 |
|
S1 CORP |
KRW500 |
KOREA, REPUBLIC OF |
3,030 |
131,290 |
|
SAMSUNG CO |
KRW5000 |
KOREA, REPUBLIC OF |
21,590 |
461,338 |
|
SAMSUNG ELEC MECH |
KRW5000 |
KOREA, REPUBLIC OF |
9,250 |
351,845 |
|
SAMSUNG ELECTRONIC |
PFD KRW5000 |
KOREA, REPUBLIC OF |
3,340 |
1,622,338 |
|
SAMSUNG ELECTRONIC |
KRW5000 |
KOREA, REPUBLIC OF |
18,050 |
11,767,275 |
|
SAMSUNG FINE CHEM |
KRW5000 |
KOREA, REPUBLIC OF |
2,390 |
78,615 |
|
SAMSUNG FIRE + MAR |
KRW500 |
KOREA, REPUBLIC OF |
5,650 |
715,438 |
|
SAMSUNG HEAVY |
KSWN5000 |
KOREA, REPUBLIC OF |
26,820 |
470,945 |
|
SAMSUNG SDI |
KRW5000 |
KOREA, REPUBLIC OF |
5,210 |
600,450 |
|
SAMSUNG SECS CO |
KRW5000 |
KOREA, REPUBLIC OF |
8,280 |
508,669 |
|
SHINHAN FINANCIAL |
KRW5000 |
KOREA, REPUBLIC OF |
34,456 |
1,399,237 |
|
SHINSEGAE CO LTD |
KRW5000 |
KOREA, REPUBLIC OF |
2,190 |
959,757 |
|
SK CORP |
KRW5000 |
KOREA, REPUBLIC OF |
16,920 |
872,070 |
|
SK TELECOM |
KRW500 |
KOREA, REPUBLIC OF |
3,580 |
641,025 |
|
WOORI INVESTMENT + SECURITIES |
KRW5000 |
KOREA, REPUBLIC OF |
15,060 |
378,418 |
|
YUHAN CORP |
KRW5000 |
KOREA, REPUBLIC OF |
1,024 |
184,368 |
|
ARCELOR |
NPV |
LUXEMBOURG |
77,100 |
1,905,262 |
|
ORIFLAME COSMETICS |
SDR EACH REP 1 EUR1.25 |
LUXEMBOURG |
4,150 |
119,412 |
|
STOLT NIELSEN SA |
NPV |
LUXEMBOURG |
5,800 |
191,442 |
|
STOLT OFFSHORE |
COM USD2 |
LUXEMBOURG |
28,492 |
330,312 |
|
AIRASIA BHD |
MYR0.1 |
MALAYSIA |
114,500 |
48,169 |
|
AMMB HOLDINGS BHD |
MYR1 |
MALAYSIA |
153,056 |
95,976 |
|
BANDAR RAYA DEVELS |
MYR1 |
MALAYSIA |
31,100 |
7,118 |
|
BERJAYA SPORTS |
MYR1 |
MALAYSIA |
75,850 |
89,908 |
|
BRITISH AMERICAN TOBACCO |
MYR0.50 |
MALAYSIA |
18,719 |
199,349 |
|
BUMIPUTRA COMMERCE HLDS BH |
MYR1 |
MALAYSIA |
241,136 |
363,666 |
|
CIMB BERHAD |
MYR1 |
MALAYSIA |
27,463 |
46,141 |
|
DRB HICOM BERHAD |
MYR1 |
MALAYSIA |
63,000 |
19,836 |
|
EDARAN OTOMOBIL |
MYR1 |
MALAYSIA |
8,136 |
6,458 |
|
GAMUDA BERHAD |
MYR1 |
MALAYSIA |
80,022 |
67,329 |
|
GENTING BERHAD |
ORD MYR0.50 |
MALAYSIA |
57,600 |
326,138 |
|
GOLDEN HOPE PLANTS |
MYR1 |
MALAYSIA |
36,071 |
37,985 |
|
GUINNESS ANCHOR BD |
MYR0.50 |
MALAYSIA |
17,000 |
25,638 |
|
HIGHLANDS+LOWLANDS |
ORD MYR0.50 |
MALAYSIA |
18,000 |
19,907 |
|
HONG LEONG BANK BE |
MYR1 |
MALAYSIA |
77,500 |
104,577 |
|
HONG LEONG CREDIT |
MYR1 |
MALAYSIA |
33,800 |
35,056 |
|
HONG LEONG INDS |
MYR0.50 |
MALAYSIA |
11,000 |
8,702 |
|
IGB CORP BERHAD |
MYR0.50 |
MALAYSIA |
118,500 |
36,056 |
|
IJM CORP BERHAD |
MYR1 |
MALAYSIA |
39,000 |
45,403 |
|
IOI CORP |
MYR0.50 |
MALAYSIA |
103,285 |
338,863 |
|
IOI PROPERTIES |
MYR1 |
MALAYSIA |
9,000 |
18,098 |
|
KLCC PROPERTY HLDG |
COM STK MYR1 |
MALAYSIA |
76,400 |
41,844 |
|
KRISASSETS HOLDINGS |
MYR1 |
MALAYSIA |
3,997 |
|
|
KUALA LUMPUR KEPG |
ORD MYR1 |
MALAYSIA |
32,197 |
71,558 |
|
LAFARGE MALAYAN CEMENT BHD |
MYR0.50 |
MALAYSIA |
166,103 |
27,028 |
|
MAA HOLDINGS BHD |
MYR1 |
MALAYSIA |
14,400 |
11,887 |
|
MAGNUM CP BHD |
MYR0.50 |
MALAYSIA |
120,410 |
60,532 |
|
MALAKOFF BHD |
MYR1 |
MALAYSIA |
87,300 |
189,406 |
|
MALAY AIRLINE SYST |
ORD MYR1 |
MALAYSIA |
32,386 |
24,336 |
|
MALAYAN BK BHD |
MYR1 |
MALAYSIA |
266,873 |
783,778 |
|
MALAYSIA AIRPORTS |
MYR1 |
MALAYSIA |
31,000 |
15,830 |
|
MALAYSIAN BULK CAR |
MYR0.25 |
MALAYSIA |
34,800 |
19,336 |
112
|
MALAYSIAN OXYGEN |
MYR0.50 |
MALAYSIA |
8,000 |
25,612 |
|
MALAYSIAN PACIFIC |
MYR0.50 |
MALAYSIA |
9,964 |
26,231 |
|
MALAYSIAN RES CORP |
MYR1 |
MALAYSIA |
58,666 |
8,382 |
|
MAXIS COMMUN BHD |
MYR0.10 |
MALAYSIA |
103,000 |
228,919 |
|
MEDIA PRIMA BERHAD |
MYR1 |
MALAYSIA |
33 |
15 |
|
MISC BHD |
MYR1(ALIEN MARKET) |
MALAYSIA |
152,000 |
398,148 |
|
MK LAND HOLDINGS |
MYR1 |
MALAYSIA |
43,600 |
5,883 |
|
MMC CORPORATION |
MYR0.10 |
MALAYSIA |
34,000 |
17,902 |
|
MULPHA INTL BHD |
MYR0.50 |
MALAYSIA |
99,000 |
15,716 |
|
MULTI PURPOSE HLDG |
MYR1 |
MALAYSIA |
71,000 |
14,465 |
|
NESTLE (MALAYSIA) |
MYR1 |
MALAYSIA |
9,000 |
57,865 |
|
NEW STRAITS TIMES |
MYR1 |
MALAYSIA |
14,000 |
9,075 |
|
ORIENTAL HLDGS BHD |
MYR1 |
MALAYSIA |
21,200 |
22,886 |
|
OSK HOLDINGS BHD |
MYR1.00 |
MALAYSIA |
35,777 |
9,040 |
|
OYL IND BERHAD |
MYR0.10 (POST SUBDIVISION) |
MALAYSIA |
114,330 |
102,850 |
|
PETRONAS DAGANGAN |
MYR1 |
MALAYSIA |
30,000 |
31,433 |
|
PETRONAS GAS BERHA |
MRY1 |
MALAYSIA |
64,700 |
159,204 |
|
PLUS EXPRESSWAYS B |
ORD MYR0.25 |
MALAYSIA |
210,000 |
170,022 |
|
PPB GROUP BERHAD |
MYR1 |
MALAYSIA |
77,600 |
85,412 |
|
PROTON HLDGS BHD |
ORD MYR1 |
MALAYSIA |
35,881 |
62,183 |
|
PUBLIC BK BHD |
MYR1 (ALIEN MKT) |
MALAYSIA |
164,710 |
278,911 |
|
PUNCAK NIAGA HLDGS |
MYR1 |
MALAYSIA |
15,250 |
10,047 |
|
RESORTS WORLD BHD |
MYR0.50 |
MALAYSIA |
80,350 |
238,106 |
|
RHB CAPITAL BHD |
MYR1 |
MALAYSIA |
92,600 |
54,146 |
|
ROAD BUILDER (M) |
ORD MYR1.00 |
MALAYSIA |
47,000 |
17,285 |
|
SIME DARBY BHD |
MYR0.50 |
MALAYSIA |
193,659 |
315,122 |
|
SP SETIA |
MYR1 |
MALAYSIA |
60,199 |
51,925 |
|
STAR PUBLICATIONS |
MYR1 |
MALAYSIA |
25,000 |
48,618 |
|
TA ENTERPRISE BHD |
MYR1 |
MALAYSIA |
76,000 |
12,166 |
|
TAN CHONG MOTOR HD |
MYR0.50 |
MALAYSIA |
39,000 |
13,930 |
|
TELEKOM MALAYSIA |
MYR1 |
MALAYSIA |
135,002 |
341,122 |
|
TENAGA NASIONAL |
MYR1 |
MALAYSIA |
130,195 |
341,032 |
|
TRANSMILE GROUP |
MYR1 |
MALAYSIA |
15,000 |
42,069 |
|
UMW HLDGS BERHAD |
MYR1 |
MALAYSIA |
25,000 |
39,026 |
|
UNISEM (M) BHD |
MYR0.50 |
MALAYSIA |
36,000 |
13,240 |
|
WTK HLDGS BHD |
MYR1 |
MALAYSIA |
10,000 |
9,102 |
|
YTL CORP |
ORD MYR0.50 |
MALAYSIA |
89,877 |
127,224 |
|
ALFA SA |
SERIES A NPV (CPO) |
MEXICO |
46,400 |
257,350 |
|
AMERICA MOVIL SA |
COM SER L NPV (L VTG) |
MEXICO |
2,984,409 |
4,356,965 |
|
CEMEX SA PTG CERT |
CPO NPV (REP2 A + 1B) |
MEXICO |
466,488 |
2,765,780 |
|
COCA COLA FEMSA SA |
SER L NPV |
MEXICO |
35,000 |
97,785 |
|
CONSORICO ARA SA |
SER UNICA NPV |
MEXICO |
18,000 |
78,683 |
|
CONTROL COM MEX |
UNITS REP 3 B + 1 C |
MEXICO |
39,100 |
59,839 |
|
CORP GEO SA DE CV |
SER B NPV |
MEXICO |
53,100 |
187,189 |
|
FOMENTO ECON MEXICO |
UNITS (REP 1 SER B SHS 4 D) |
MEXICO |
100,400 |
726,739 |
|
GPO BIMBO SA DE CV |
SER A NPV |
MEXICO |
46,100 |
160,346 |
|
GPO MEXICO SA |
SER B COM NPV |
MEXICO |
162,882 |
379,734 |
|
GRUPO AEROPORTUARI |
SER B NPV |
MEXICO |
31,100 |
100,074 |
|
GRUPO CARSO |
SER A1 NPV |
MEXICO |
116,661 |
283,931 |
|
GRUPO FINANCIERO BANORTE SA |
O SHS |
MEXICO |
190,636 |
394,618 |
|
GRUPO MODELO SA DE |
MXN SERIES C SHS |
MEXICO |
74,900 |
271,080 |
|
GRUPO TELEVISA SA |
(CPO) PTG CERTS REP 1A L D SH |
MEXICO |
321,400 |
1,284,071 |
|
INDUSTRIAS PENOLES |
NPV |
MEXICO |
13,600 |
75,417 |
113
|
KIMBERLY CLARK MEX |
A NPV |
MEXICO |
71,900 |
256,842 |
|
TELEFONOS DE MEXIC |
SERIES L NPV(LTD VTG) |
MEXICO |
2,131,000 |
2,634,290 |
|
TV AZTECA |
CPO(1A 1DA 1DL) |
MEXICO |
178,100 |
116,360 |
|
VITRO SA |
COM NPV SER A |
MEXICO |
18,400 |
22,659 |
|
WAL MART DE MEXICO |
SER V NPV |
MEXICO |
285,247 |
1,582,076 |
|
BQE COMM DU MAROC |
MAD100 |
MOROCCO |
310 |
41,434 |
|
BQE MAROC COMM EXT |
MAD100 |
MOROCCO |
919 |
74,354 |
|
BRASSERIES MAROC |
MAD100 |
MOROCCO |
91 |
16,904 |
|
HOLCIM (MAROC) |
MAD100 |
MOROCCO |
279 |
37,772 |
|
MANAGEM |
COM STK MD100 |
MOROCCO |
344 |
12,506 |
|
ONA (OMNIUM NORD AF |
MAD100 |
MOROCCO |
847 |
97,676 |
|
SAMIR |
MAD100 |
MOROCCO |
780 |
48,298 |
|
SOC NATL D INVEST |
MAD100 |
MOROCCO |
228 |
24,350 |
|
SONASID |
MAD100 |
MOROCCO |
221 |
25,867 |
|
ABN AMRO HLDGS NV |
EUR0.56 |
NETHERLANDS |
275,393 |
7,175,711 |
|
AEGON NV |
EUR0.12 |
NETHERLANDS |
218,805 |
3,548,757 |
|
AHOLD (KON)NV |
EUR0.25 |
NETHERLANDS |
237,624 |
1,774,232 |
|
AKZO NOBEL NV |
EUR2 |
NETHERLANDS |
41,560 |
1,919,215 |
|
ASML HOLDING NV |
EUR0.02 |
NETHERLANDS |
74,606 |
1,487,225 |
|
BUHRMANN NV |
EUR1.20(POST CONS) |
NETHERLANDS |
16,969 |
248,796 |
|
CORIO NV |
EUR10 |
NETHERLANDS |
5,891 |
318,947 |
|
EADS(EURO AERO |
DEF EUR1 |
NETHERLANDS |
36,429 |
1,370,737 |
|
EURONEXT |
EUR1 |
NETHERLANDS |
12,717 |
660,015 |
|
GETRONICS NV |
EUR0.28 |
NETHERLANDS |
18,118 |
242,776 |
|
HAGEMEYER |
EUR1.2 |
NETHERLANDS |
77,115 |
249,233 |
|
HEINEKEN NV |
EUR1.60 |
NETHERLANDS |
37,455 |
1,183,142 |
|
ING GROEP NV |
CVA EUR0.24 |
NETHERLANDS |
288,884 |
9,984,066 |
|
JAMES HARDIE INDS |
NPV CHESS EUR0.5 |
NETHERLANDS |
69,752 |
460,499 |
|
KONINKLIJKE DSM NV |
EUR1.5 |
NETHERLANDS |
23,157 |
942,362 |
|
KONINKLIJKE KPN NV |
EUR0.24 |
NETHERLANDS |
320,518 |
3,202,227 |
|
NUMICO (KON) NV |
EUR0.25 |
NETHERLANDS |
26,334 |
1,086,558 |
|
OCE NV |
EUR0.5 |
NETHERLANDS |
10,802 |
155,319 |
|
PHILIPS ELEC(KON) |
EUR0.20 |
NETHERLANDS |
202,878 |
6,281,749 |
|
QIAGEN NV |
EUR0.01 |
NETHERLANDS |
18,144 |
212,733 |
|
RANDSTAD HLDGS NV |
EUR0.10 |
NETHERLANDS |
7,081 |
306,449 |
|
REED ELSEVIER NV |
EUR0.06 |
NETHERLANDS |
108,533 |
1,510,637 |
|
RODAMCO EUROPE |
EUR8 |
NETHERLANDS |
6,863 |
569,096 |
|
SBM OFFSHORE NV |
EUR1 |
NETHERLANDS |
5,278 |
424,902 |
|
STMICROELECTRONICS |
EUR1.04 |
NETHERLANDS |
95,879 |
1,715,637 |
|
TNT NV |
EUR0.48 |
NETHERLANDS |
63,759 |
1,985,463 |
|
UNILEVER NV |
CVA NLG1.12 |
NETHERLANDS |
88,111 |
6,012,427 |
|
VEDIOR |
CVA EUR0.05 |
NETHERLANDS |
24,953 |
368,505 |
|
VNU NV |
EUR0.20 |
NETHERLANDS |
36,856 |
1,217,692 |
|
WERELDHAVE NV |
EUR10 |
NETHERLANDS |
3,205 |
301,113 |
|
WOLTERS KLUWER |
CVA EUR0.12 |
NETHERLANDS |
44,578 |
898,100 |
|
ZENTIVA NV |
COM STK EURO.01 |
NETHERLANDS |
1,923 |
89,185 |
|
AUCKLAND INTL AIRPORT LTD |
NPV |
NEW ZEALAND |
149,363 |
201,413 |
|
CONTACT ENERGY |
NPV |
NEW ZEALAND |
44,026 |
198,793 |
|
FISHER + PAYKEL AP |
NPV |
NEW ZEALAND |
38,276 |
90,456 |
|
FISHER + PAYKEL HEALTHCARE COR |
NPV |
NEW ZEALAND |
73,599 |
190,473 |
|
FLETCHER BUILDING |
NPV |
NEW ZEALAND |
70,556 |
362,794 |
|
KIWI INC PROP TST |
ORD UNITS NPV |
NEW ZEALAND |
111,178 |
96,162 |
|
SKY CITY ENTERTAINMENT LTD |
NPV |
NEW ZEALAND |
61,218 |
195,538 |
114
|
SKY NETWORK TELEVI |
NPV |
NEW ZEALAND |
29,711 |
127,478 |
|
TELECOM CORP OF NZ |
NPV (NZ LISTING) |
NEW ZEALAND |
298,463 |
1,221,642 |
|
TOWER LIMITED |
NPV |
NEW ZEALAND |
43,790 |
62,032 |
|
WAREHOUSE GROUP |
NPV |
NEW ZEALAND |
17,990 |
43,495 |
|
WASTE MANAGEMENT |
NPV |
NEW ZEALAND |
13,455 |
56,172 |
|
DNB NOR ASA |
NOK10 |
NORWAY |
104,259 |
1,108,606 |
|
NORSK HYDRO AS |
NOK20 |
NORWAY |
22,230 |
2,275,118 |
|
NORSKE SKOGSINDUST |
ORD A NOK10 |
NORWAY |
25,223 |
399,508 |
|
ORKLA ASA |
NOK6.25 |
NORWAY |
29,800 |
1,230,068 |
|
PETROLEUM GEO SVS |
NOK10 |
NORWAY |
7,728 |
237,390 |
|
PROSAFE ASA |
NOK10 |
NORWAY |
5,150 |
217,903 |
|
SCHIBSTED ASA |
NOK1 |
NORWAY |
7,200 |
213,727 |
|
SMEDVIG |
NOK10 SER A |
NORWAY |
4,850 |
141,104 |
|
STATOIL ASA |
NOK2.50 |
NORWAY |
102,486 |
2,345,997 |
|
STOREBRAND ASA |
A NOK5 |
NORWAY |
35,200 |
302,810 |
|
TANDBERG ASA |
NOK1 |
NORWAY |
19,007 |
115,930 |
|
TANDBERG TELEVISION |
NOK2 |
NORWAY |
11,600 |
152,896 |
|
TELENOR AS |
ORD NOK6 |
NORWAY |
122,860 |
1,202,064 |
|
TOMRA SYSTEMS ASA |
NOK1 |
NORWAY |
24,227 |
172,814 |
|
YARA INTERNATIONAL |
NOK1.70 |
NORWAY |
30,875 |
447,992 |
|
ENGRO CHEMICAL |
ORD PKR10 |
PAKISTAN |
11,550 |
31,768 |
|
FAUJI FERTILIZER |
PKR10 |
PAKISTAN |
15,005 |
34,382 |
|
HUB POWER CO |
PKR10 |
PAKISTAN |
88,000 |
35,324 |
|
ICI PAKISTAN |
PKR10 |
PAKISTAN |
5,240 |
12,313 |
|
MCB BANK LIMITED |
PKR10 |
PAKISTAN |
18,367 |
51,547 |
|
PAK TELECOM CORP |
A PKR10 |
PAKISTAN |
58,000 |
63,442 |
|
PAKISTAN STATE OIL |
PKR10 |
PAKISTAN |
14,500 |
101,093 |
|
SUI NORTHERN GAS |
PKR10 |
PAKISTAN |
22,000 |
25,021 |
|
CERV PER BACKUS + JO |
NEW T PEN1 |
PERU |
74,993 |
42,410 |
|
EDEGEL S.A. |
COM PEN0.90 |
PERU |
89,177 |
35,094 |
|
LUZ DEL SUR SA |
PEN0.75 |
PERU |
13,338 |
13,997 |
|
MINAS BUENAVENTURA |
COM PEN4 |
PERU |
13,278 |
379,316 |
|
MINSUR |
T SHS PEN1 |
PERU |
41,995 |
57,536 |
|
PERUVIAN NOUVEAU SOL |
COM |
PERU |
77,308 |
22,536 |
|
ABS CBN HLDGS CORP |
PDR EACH REPR 1 ORD SHS PHP1 |
PHILIPPINES |
24,400 |
5,866 |
|
AYALA CORP |
PHP50 |
PHILIPPINES |
14,556 |
86,455 |
|
AYALA LAND INC |
PHP1 |
PHILIPPINES |
732,742 |
136,780 |
|
BK OF PHILIP ISLAN |
PHP10 |
PHILIPPINES |
133,434 |
137,120 |
|
EQUITABLE PCI BANK |
PHP10 |
PHILIPPINES |
24,400 |
27,144 |
|
FILINVEST LAND |
PHP1.00 |
PHILIPPINES |
350,373 |
9,117 |
|
GLOBE TELECOM IN |
PHP50 |
PHILIPPINES |
4,816 |
66,744 |
|
IONICS INC |
PHP1 |
PHILIPPINES |
75 |
2 |
|
JOLLIBEE FOODS |
COM |
PHILIPPINES |
27,400 |
20,924 |
|
MANILA ELECTRIC CO |
B PHP10 |
PHILIPPINES |
33,357 |
13,680 |
|
MEGAWORLD CORP |
PHP1 |
PHILIPPINES |
348,000 |
7,874 |
|
METRO BANK + TRUST |
PHP20 |
PHILIPPINES |
83,270 |
50,243 |
|
PETRON CORP |
ORD PHP1 |
PHILIPPINES |
210,499 |
17,861 |
|
PHILIPPINE LNG DIS |
PHP5 |
PHILIPPINES |
7,187 |
248,669 |
|
SAN MIGUEL CORP |
B PHP5 |
PHILIPPINES |
57,406 |
95,794 |
|
SM PRIME |
PHP1 |
PHILIPPINES |
505,545 |
75,305 |
|
AGORA |
PLN1 |
POLAND |
4,750 |
100,617 |
|
BANK BPH SA |
PLN5 |
POLAND |
1,311 |
302,052 |
|
BK POLSKA KASA OPIEKI GRUPA |
PLN1 |
POLAND |
12,667 |
678,575 |
115
|
BK ZACHODNI WBK |
PLN10 |
POLAND |
3,331 |
144,697 |
|
BORYSZEW |
PLN0.10 |
POLAND |
4,162 |
29,898 |
|
BRE BANK |
PLN4 |
POLAND |
1,187 |
61,584 |
|
BUDIMEX |
SER B/C PLN5 |
POLAND |
1,210 |
14,301 |
|
CELULOZA SWIECIE |
PLN1 |
POLAND |
1,630 |
25,520 |
|
COMPUTERLAND |
PLN1 |
POLAND |
679 |
19,386 |
|
DEBICA |
PLN8 (SER A) |
POLAND |
972 |
19,396 |
|
GLOBE TRADE CENTRE |
PLN1 |
POLAND |
777 |
41,266 |
|
GRUPA KETY SA |
PLN2.5 |
POLAND |
1,278 |
49,238 |
|
JELFA |
PLN4 |
POLAND |
532 |
12,314 |
|
KGHM POLSKA MIEDZ |
PLN10 BR |
POLAND |
16,739 |
321,173 |
|
ORBIS |
PLN2 |
POLAND |
3,230 |
32,722 |
|
POLSKA GROUPA FARMA |
PLN2 |
POLAND |
1,436 |
26,759 |
|
POLSKI KONCERN NAF |
PLN1.25 |
POLAND |
46,836 |
901,522 |
|
POWSZECHNA KASA OS |
PLN1 |
POLAND |
60,869 |
541,905 |
|
PROKOM SOFTWARE SA |
PLN1 |
POLAND |
1,585 |
67,149 |
|
SOFTBANK SA |
PLN1 |
POLAND |
1,216 |
14,559 |
|
TELEKOMUNIKACJA PO |
PLN 3 |
POLAND |
109,503 |
786,631 |
|
TVN SA |
PLN1 |
POLAND |
2,503 |
59,936 |
|
BANCO BPI SA |
EUR1 REGD |
PORTUGAL |
51,614 |
235,002 |
|
BCO COM PORTUGUES |
EUR1(REGD) |
PORTUGAL |
266,554 |
732,584 |
|
BCO ESPIR SANTO |
PTES1000(REGD) |
PORTUGAL |
15,622 |
250,606 |
|
BRISA AUTO ESTRADA |
EUR1 PRIV |
PORTUGAL |
53,562 |
452,362 |
|
CIMPOR CIMENTOS DE |
EUR1(REGD) |
PORTUGAL |
29,995 |
164,520 |
|
EDP ENERGIAS PORTUGAL |
EUR1 (REGD) |
PORTUGAL |
326,726 |
1,002,013 |
|
JERONIMO MARTINS SGPS |
EUR5 |
PORTUGAL |
5,620 |
84,189 |
|
PORTUGAL TCOM SGPS |
EUR1(REGD) |
PORTUGAL |
121,024 |
1,220,545 |
|
PT MULTIMEDIA |
EUR0.25 (POST SUBDIVISION) |
PORTUGAL |
14,006 |
159,425 |
|
SONAE SGPS SA |
EUR1 (S/R 11/01/06) |
PORTUGAL |
133,936 |
|
|
SONAE SGPS SA |
EUR1 |
PORTUGAL |
133,936 |
253,708 |
|
OIL CO LUKOIL |
SPONSORED ADR |
RUSSIAN FEDERATION |
79,888 |
4,713,392 |
|
ROSTELEKOM |
RUR2.5 |
RUSSIAN FEDERATION |
79,000 |
186,835 |
|
SISTEMA JSFC |
GDR REPR 1/50 RUB90 REGS |
RUSSIAN FEDERATION |
11,903 |
279,721 |
|
ALLGREEN PROPERTIE |
SGD0.50 |
SINGAPORE |
66,000 |
51,600 |
|
ASCENDAS REAL ESTA |
NPV (REIT) |
SINGAPORE |
142,800 |
167,465 |
|
CAPITALAND |
SGD1 |
SINGAPORE |
158,000 |
326,870 |
|
CAPITAMALL TRUST |
NPV (REIT) |
SINGAPORE |
94,500 |
127,303 |
|
CHARTERED SEMI CONDUCTORS |
SGD0.26 |
SINGAPORE |
143,674 |
112,326 |
|
CITY DEVELOPMENTS |
SGD 0.50 |
SINGAPORE |
72,000 |
376,714 |
|
COMFORTDELGRO CORP |
SGD0.25 |
SINGAPORE |
274,000 |
263,652 |
|
COSCO CORPORATION |
SGD0.20 |
SINGAPORE |
58,000 |
75,343 |
|
CREATIVE TECHNOLOGY |
ORD SGD0.25 |
SINGAPORE |
7,800 |
63,796 |
|
DATACRAFT ASIA |
SGD0.05 |
SINGAPORE |
35,000 |
35,350 |
|
DBS GROUP HLDGS |
SGD1 |
SINGAPORE |
175,000 |
1,736,529 |
|
FRASER AND NEAVE LTD |
SGD1 (POST RECONST) |
SINGAPORE |
25,770 |
286,712 |
|
HAW PAR CORP LTD |
SGD1 |
SINGAPORE |
15,575 |
48,239 |
|
JARDINE CYCLE + CARRIAGE LTD |
SGD1 |
SINGAPORE |
16,545 |
110,446 |
|
KEPPEL CORP |
SGD0.50 |
SINGAPORE |
85,000 |
562,305 |
|
KEPPEL LAND LTD |
SGD0.50 |
SINGAPORE |
51,000 |
112,256 |
|
NEPTUNE ORIENT LNS |
SGD1 |
SINGAPORE |
80,000 |
161,655 |
|
O/SEAS UNION ENTPR |
SGD1 |
SINGAPORE |
7,000 |
45,886 |
|
OLAM INTERNATIONAL |
ORD SGD0.1 |
SINGAPORE |
92,000 |
83,546 |
|
OVERSEAS CHINESE BK |
SGD0.5(POST SUBDIVISION) |
SINGAPORE |
396,000 |
1,595,622 |
116
|
PARKWAY HLDGS |
SGD0.50 |
SINGAPORE |
81,000 |
102,784 |
|
SEMBCORP INDUSTRIE |
SGD0.25 (POST REORG) |
SINGAPORE |
131,200 |
216,194 |
|
SEMBCORP LOGISTICS |
SGD0.25 (POST RE ORG) |
SINGAPORE |
36,085 |
36,892 |
|
SEMBCORP MARINE |
SGD0.10 |
SINGAPORE |
72,000 |
119,509 |
|
SINGAPORE AIRLINES |
SGD0.50(1000 BOARD LOT) |
SINGAPORE |
86,000 |
641,328 |
|
SINGAPORE EXCHANGE |
SGD0.01 |
SINGAPORE |
111,000 |
193,589 |
|
SINGAPORE LAND |
SGD1 |
SINGAPORE |
16,000 |
51,479 |
|
SINGAPORE PETROL |
SGD0.50 |
SINGAPORE |
17,000 |
48,665 |
|
SINGAPORE POST |
SGD0.05 |
SINGAPORE |
186,000 |
128,638 |
|
SINGAPORE PRESS HD |
SGD0.20 |
SINGAPORE |
245,750 |
635,509 |
|
SINGAPORE TECH ENG |
SGD0.10 |
SINGAPORE |
194,000 |
333,678 |
|
SINGAPORE TELECOMM |
SGD0.15(POST RE ORGANIZATION) |
SINGAPORE |
1,017,670 |
1,597,377 |
|
SMRT CORPORATION |
ORD SGD0.10 |
SINGAPORE |
92,000 |
59,755 |
|
STATS CHIPPAC LTD |
SGD0.25 |
SINGAPORE |
194,000 |
129,504 |
|
SUNTEC REIT |
NPV (REIT) |
SINGAPORE |
131,000 |
85,085 |
|
UNITED O SEAS BANK |
SGD1 |
SINGAPORE |
180,376 |
1,583,768 |
|
UTD O S LAND |
SGD1 |
SINGAPORE |
75,037 |
113,269 |
|
VENTURE CORP LTD |
SGD0.25 |
SINGAPORE |
35,000 |
290,474 |
|
WANT WANT HOLDINGS |
USD0.10 |
SINGAPORE |
59,000 |
58,705 |
|
WING TAI HOLDINGS |
SGD 0.25 |
SINGAPORE |
66,583 |
58,863 |
|
AFRICAN BANK INV |
ZAR0.025 |
SOUTH AFRICA |
67,784 |
261,838 |
|
ALEXANDER FORBES LTD |
ZAR0.01 |
SOUTH AFRICA |
48,387 |
110,621 |
|
ALLAN GRAY PROP TR |
UNITS |
SOUTH AFRICA |
151,997 |
131,088 |
|
ANGLO PLATINUM LTD |
ZAR0.10 |
SOUTH AFRICA |
9,942 |
716,357 |
|
ANGLOGOLD ASHANTI LTD |
ZAR0.25 |
SOUTH AFRICA |
20,293 |
1,004,651 |
|
ASPEN PHARMACARE |
ZAR0.1390607 |
SOUTH AFRICA |
31,646 |
166,650 |
|
AVENG |
ZAR 0.05 |
SOUTH AFRICA |
55,200 |
156,570 |
|
AVI LTD |
ZAR0.05 |
SOUTH AFRICA |
46,850 |
113,016 |
|
BARLOWORLD LTD |
ZAR0.05 |
SOUTH AFRICA |
31,798 |
554,140 |
|
BIDVEST GROUP |
R0.05 |
SOUTH AFRICA |
39,608 |
577,649 |
|
CONSOL LTD |
ZAR 0.01 |
SOUTH AFRICA |
94,209 |
177,501 |
|
EDGARS CONSD STORE |
ZAR0.01 |
SOUTH AFRICA |
73,950 |
409,946 |
|
ELLERINE HLDGS |
ZAR 0.05 (POST RECON) |
SOUTH AFRICA |
16,877 |
165,005 |
|
FIRSTRAND LTD |
ZAR0.01 |
SOUTH AFRICA |
424,309 |
1,234,293 |
|
FOSCHINI |
ZAR0.0125 |
SOUTH AFRICA |
31,166 |
256,011 |
|
GOLD FIELDS |
ZAR0.50 |
SOUTH AFRICA |
56,276 |
991,984 |
|
GRINDROD LIMITED |
ZAR0.00002 |
SOUTH AFRICA |
48,929 |
98,359 |
|
HARMONY GOLD MNG |
ZAR0.50 |
SOUTH AFRICA |
50,387 |
674,475 |
|
IMPALA PLATINUM |
ZAR0.20 |
SOUTH AFRICA |
9,518 |
1,398,625 |
|
IMPERIAL HLDGS |
ZAR0.04 |
SOUTH AFRICA |
28,311 |
627,596 |
|
INVESTEC LIMITED |
ZAR.01 |
SOUTH AFRICA |
4,724 |
205,569 |
|
JD GROUP LTD |
ZAR0.05 |
SOUTH AFRICA |
25,057 |
302,817 |
|
KUMBA RESOURCES LT |
ZAR0.01 |
SOUTH AFRICA |
9,266 |
149,016 |
|
LEREKO MOBILITY |
(PT 5PCTDBENTURE 2010 ZAR4 |
SOUTH AFRICA |
2,150 |
13,356 |
|
LIBERTY GROUP LTD |
ZAR0.10 |
SOUTH AFRICA |
19,514 |
232,291 |
|
MASSMART |
ZAR0.01 |
SOUTH AFRICA |
28,850 |
234,939 |
|
METROPOLITAN HOLDINGS LTD |
ZAR0.000001 |
SOUTH AFRICA |
87,824 |
164,086 |
|
MITTAL STEEL SA |
COM NPV |
SOUTH AFRICA |
30,121 |
290,881 |
|
MTN GROUP LTD |
ZAR0.0001 |
SOUTH AFRICA |
202,687 |
1,986,125 |
|
MURRAY + ROBERTS |
ZAR0.10 |
SOUTH AFRICA |
41,580 |
128,493 |
|
NAMPAK |
ZAR0.05 (POST RECON) |
SOUTH AFRICA |
79,244 |
210,401 |
|
NASPERS |
N ZAR0.02 |
SOUTH AFRICA |
45,558 |
804,565 |
|
NEDBANK GROUP LTD |
R1 |
SOUTH AFRICA |
29,586 |
466,472 |
117
|
NETWORK HEALTHCARE |
ZAR0.01 |
SOUTH AFRICA |
179,649 |
213,001 |
|
PICK N PAY STORES |
ZAR0.0125 |
SOUTH AFRICA |
33,572 |
151,914 |
|
PRETORIA PORT CMNT |
ZAR1 |
SOUTH AFRICA |
2,051 |
99,195 |
|
REUNERT |
ZAL0.10 |
SOUTH AFRICA |
26,608 |
220,667 |
|
SANLAM |
ZAR0.01 |
SOUTH AFRICA |
360,761 |
864,006 |
|
SAPPI |
R1 |
SOUTH AFRICA |
32,804 |
375,028 |
|
SASOL |
NPV |
SOUTH AFRICA |
87,931 |
3,140,145 |
|
SHOPRITE HLDGS LTD |
ZAR1.134 |
SOUTH AFRICA |
62,144 |
180,578 |
|
SPAR GROUP LTD |
NPV |
SOUTH AFRICA |
23,979 |
117,201 |
|
STANDARD BK GR LTD |
ORD ZAR0.1 |
SOUTH AFRICA |
186,217 |
2,225,796 |
|
STEINHOFF INTL HLD |
ZAR0.005 |
SOUTH AFRICA |
129,746 |
383,561 |
|
SUPER GROUP LTD |
ZAR0.10 |
SOUTH AFRICA |
43,245 |
72,956 |
|
TELKOM SA |
ZAR10 |
SOUTH AFRICA |
38,468 |
817,274 |
|
TIGER BRANDS |
ZAR0.1 |
SOUTH AFRICA |
24,662 |
565,758 |
|
TONGAAT HULETT GRP |
ZAR1 |
SOUTH AFRICA |
7,016 |
90,154 |
|
TRUWORTHS INTERNAT |
ZAR0.00015 |
SOUTH AFRICA |
68,419 |
258,897 |
|
WOOLWORTHS HLDGS |
ZAR0.0015 |
SOUTH AFRICA |
108,976 |
243,983 |
|
ABERTIS INFRAESTRUCTURAS SA |
EUR3 |
SPAIN |
33,356 |
836,476 |
|
ACCIONA S A |
UER1 |
SPAIN |
4,228 |
471,035 |
|
ACERINOX S.A. ORD SHS |
EUR.25 |
SPAIN |
27,580 |
399,818 |
|
ACS ACTIVIDADES CO |
EURO.5 |
SPAIN |
39,049 |
1,253,299 |
|
AGUAS DE BARCELONA |
EUR1 |
SPAIN |
8,064 |
171,214 |
|
AGUAS DE BARCELONA |
EUR 1 RFD |
SPAIN |
80 |
1,699 |
|
ALTADIS SA |
EUR0.6 (REGD) |
SPAIN |
44,774 |
2,023,801 |
|
ANTENA 3 TV |
EUR0.75 POST SUBDIVISION |
SPAIN |
11,068 |
262,933 |
|
BBVA (BILB VIZ ARG) |
EUR0.49 |
SPAIN |
536,052 |
9,535,085 |
|
BCO POPULAR ESP |
EUR0.10 (POST SUBD) |
SPAIN |
134,501 |
1,634,102 |
|
BCO SANT CENT HISP |
EURO.50(REGD) |
SPAIN |
939,291 |
12,353,538 |
|
CINTRA CONCES INFR |
EUR0.2 |
SPAIN |
28,178 |
324,729 |
|
CORP MAPFRE SA |
EUR0.5 |
SPAIN |
15,020 |
247,150 |
|
EBRO PULEVA |
EUR0.60 |
SPAIN |
12,520 |
207,195 |
|
ENDESA S.A. |
EUR1.2 |
SPAIN |
150,638 |
3,948,162 |
|
FOM CONST Y CONTRA |
EUR1 |
SPAIN |
7,421 |
419,290 |
|
GAMESA CORP TECNO |
EUR0.17 |
SPAIN |
26,202 |
382,005 |
|
GAS NATURAL SDG |
EUR1 |
SPAIN |
28,315 |
790,219 |
|
GRUPO FERROVIAL SA |
ORD NPV |
SPAIN |
9,633 |
664,712 |
|
IBERDROLA SA |
EUR3 |
SPAIN |
128,271 |
3,493,564 |
|
IBERIALINEAS AERE |
EUR 0.78 |
SPAIN |
71,533 |
193,223 |
|
INDITEX |
EUR0.15 |
SPAIN |
33,596 |
1,091,756 |
|
INDRA SISTEMAS SA |
EUR0.20 |
SPAIN |
20,847 |
405,982 |
|
INMOBILIA COLONIAL |
EUR3 |
SPAIN |
4,558 |
257,421 |
|
METROVACESA |
EUR1.50 |
SPAIN |
9,163 |
554,461 |
|
NH HOTELES SA |
EUR2 |
SPAIN |
11,701 |
182,875 |
|
PROMOTORA DE INFOR |
EUR0.10 |
SPAIN |
10,711 |
181,932 |
|
REPSOL YPF SA |
EUR1 |
SPAIN |
144,753 |
4,212,239 |
|
SACYR VALLEHERMOSO SA |
EUR1 |
SPAIN |
16,054 |
390,092 |
|
SOGECABLE ORD SHS |
EUR2 |
SPAIN |
5,858 |
233,966 |
|
TELEFONICA SA |
EUR 1 |
SPAIN |
705,119 |
10,571,200 |
|
TPI TELEF PUB INFO |
EUR0.05(NEW) |
SPAIN |
23,603 |
199,619 |
|
UNION FENOSA |
EUR3 |
SPAIN |
32,843 |
1,217,597 |
|
ZELTIA SA |
EUR0.05 |
SPAIN |
24,402 |
169,246 |
|
ALFA LAVAL AB |
ORD SEK10 |
SWEDEN |
14,582 |
315,144 |
|
ASSA ABLOY |
SEK1 SER B |
SWEDEN |
44,654 |
701,348 |
118
|
ATLAS COPCO AB |
SER B SEK1.25 |
SWEDEN |
31,800 |
633,315 |
|
ATLAS COPCO AB |
SER A SEK1.25 |
SWEDEN |
51,552 |
1,146,521 |
|
AXFOOD AB |
SEK5 |
SWEDEN |
4,239 |
118,244 |
|
BILLERUD |
SEK 12.5 |
SWEDEN |
7,718 |
100,856 |
|
CAPIO AB |
SEK2 |
SWEDEN |
12,295 |
218,599 |
|
CASTELLUM AB |
SEK2 |
SWEDEN |
6,320 |
227,115 |
|
D CARNEGIE + CO AB |
SEK2 |
SWEDEN |
7,757 |
114,036 |
|
ELECTROLUX AB |
SERVB SEK5 |
SWEDEN |
43,650 |
1,132,577 |
|
ELEKTA AB |
SER B SEK 2 |
SWEDEN |
13,449 |
199,405 |
|
ENIRO AB |
SEK 1 |
SWEDEN |
23,295 |
292,702 |
|
ERICSSON(LM)TEL |
SEK1 SER B |
SWEDEN |
2,277,446 |
7,812,213 |
|
FABEGE AB |
SEK50.00 |
SWEDEN |
12,678 |
241,339 |
|
GAMBRO AB |
SER B SEK1 |
SWEDEN |
13,655 |
148,413 |
|
GAMBRO AB |
SER A SEK1 |
SWEDEN |
26,775 |
291,852 |
|
GETINGE AB |
SER B SEK0.50 |
SWEDEN |
27,481 |
378,103 |
|
HENNES + MAURITZ |
SEK0.25 SER B |
SWEDEN |
72,928 |
2,474,124 |
|
HOGANAS AG |
ORD B SHS SEK5 |
SWEDEN |
3,956 |
85,496 |
|
HOLMEN AB |
SEK50 SER B |
SWEDEN |
7,900 |
260,567 |
|
KUNGSLEDEN |
SEK1.25 |
SWEDEN |
6,822 |
197,153 |
|
LUNDIN PETROLEUM |
A ORD SEK.01 |
SWEDEN |
24,993 |
263,792 |
|
MODERN TIME GROUP |
SEK5 B |
SWEDEN |
7,827 |
326,018 |
|
NORDEA BANK AB |
ORD EUR0.39632 |
SWEDEN |
327,812 |
3,398,147 |
|
OMX AB |
SEK2 |
SWEDEN |
10,850 |
150,645 |
|
SANDVIK AB |
SEK6 |
SWEDEN |
31,164 |
1,448,833 |
|
SAS AB |
SEK10.0 |
SWEDEN |
10,325 |
135,572 |
|
SCANIA AB |
SEK10 SER B |
SWEDEN |
14,400 |
520,192 |
|
SECURITAS |
SER B SEK1 |
SWEDEN |
45,360 |
752,333 |
|
SKAND ENSKILDA BKN |
SER A SEK10 |
SWEDEN |
72,468 |
1,488,769 |
|
SKANDIA FORSAKRING |
SEK1 |
SWEDEN |
157,780 |
943,675 |
|
SKANSKA AB |
SER B SEK3 |
SWEDEN |
56,852 |
864,360 |
|
SKF AB |
SER B SEK2.50 |
SWEDEN |
59,732 |
836,845 |
|
SSAB(SVENSKT STAL) |
SEK25 SER B |
SWEDEN |
4,000 |
135,200 |
|
SSAB(SVENSKT STAL) |
SEK25 SER A |
SWEDEN |
8,500 |
308,660 |
|
SVENSKA CELLULOSA |
SER B SEK10 FREE |
SWEDEN |
29,920 |
1,116,558 |
|
SVENSKA HANDELSBANKEN SERIES A |
SER A SEK4.30 |
SWEDEN |
79,912 |
1,978,070 |
|
SWEDISH MATCH |
SSEK1.20 |
SWEDEN |
49,622 |
582,974 |
|
TELE2 AB |
SER B SEK1.25 |
SWEDEN |
48,677 |
521,413 |
|
TELELOGIC AB |
SEK0.01 |
SWEDEN |
37,000 |
94,841 |
|
TELIASONERA AB |
SEK3.2 |
SWEDEN |
287,304 |
1,541,462 |
|
TRELLEBORG AB |
B SEK25 FREE |
SWEDEN |
12,000 |
238,987 |
|
VOLVO AB |
SEK6 SER A |
SWEDEN |
14,980 |
686,077 |
|
VOLVO(AB) |
SEK6 SER B |
SWEDEN |
34,160 |
1,607,433 |
|
WIHLBORGS FASTIGHETER AB |
NPV |
SWEDEN |
2,535 |
61,156 |
|
WM DATA AB |
SER B SEK1 |
SWEDEN |
44,125 |
140,826 |
|
ABB LTD |
CHF2.50(REGD) |
SWITZERLAND |
299,542 |
2,897,804 |
|
ADECCO SA |
CHF1(REGD) |
SWITZERLAND |
20,113 |
924,806 |
|
CIBA SPECIALTY CHE |
CHF6 (REGD) |
SWITZERLAND |
10,329 |
666,160 |
|
CLARIANT |
CHF5(REGD) |
SWITZERLAND |
35,334 |
518,770 |
|
CREDIT SUISSE GRP |
CHF3 (REGD) |
SWITZERLAND |
187,176 |
9,515,378 |
|
GEBERIT |
CHF1(REGD) |
SWITZERLAND |
602 |
475,041 |
|
GIVAUDAN AG |
CHF10 |
SWITZERLAND |
1,078 |
728,373 |
|
HOLCIM |
CHF2(REGD) |
SWITZERLAND |
28,141 |
1,911,013 |
|
KUDELSKI SA |
CHF10 (BR) |
SWITZERLAND |
4,869 |
144,265 |
119
|
KUEHNE + NAGEL AG |
CHF5(REGD) |
SWITZERLAND |
1,645 |
462,440 |
|
KUONI REISEN HLDG |
CHF50(REGD) SER B) |
SWITZERLAND |
426 |
175,837 |
|
LOGITECH INTL |
CHF0.5(REGD) (POST SUBD) |
SWITZERLAND |
13,324 |
624,270 |
|
LONZA GROUP AG |
CHF1 REGD |
SWITZERLAND |
5,616 |
342,598 |
|
MICRONAS SEMICONDU |
CHF1 |
SWITZERLAND |
4,767 |
157,339 |
|
NESTLE SA |
CHF1 (REGD) |
SWITZERLAND |
62,220 |
18,553,405 |
|
NOBEL BIOCARE AG |
CHF2.00 (BR) |
SWITZERLAND |
3,546 |
777,567 |
|
NOBEL BIOCARE AG |
CHF2.00 |
SWITZERLAND |
2,946 |
644,088 |
|
NOVARTIS AG |
CHF0.50 REGD |
SWITZERLAND |
357,230 |
18,715,984 |
|
PHONAK |
CHF0.05 |
SWITZERLAND |
6,315 |
271,201 |
|
PSP SWISS PROPERTY |
CHF16.78(REGD)(POST SUBD) |
SWITZERLAND |
5,509 |
238,259 |
|
RICHEMONT (CIE FIN) |
A CHF1 (BR) EQUITY UNIT |
SWITZERLAND |
75,869 |
3,292,770 |
|
RIETER HLDGS AG |
CHF5 |
SWITZERLAND |
637 |
188,497 |
|
ROCHE HOLDINGS AG |
GENUSSCHEINE NPV |
SWITZERLAND |
108,330 |
16,217,238 |
|
SCHINDLER HLDG AG |
CHF1.00 PTG CERTS |
SWITZERLAND |
746 |
294,902 |
|
SERONO SA |
B CHF25 BR |
SWITZERLAND |
991 |
787,266 |
|
SGS SA |
CHF20(REGD) |
SWITZERLAND |
660 |
554,862 |
|
SIG SCHW IND HG AG |
CHF10(REGD) |
SWITZERLAND |
907 |
197,511 |
|
STRAUMANN HLDG |
CHF0.10(REGD) |
SWITZERLAND |
1,151 |
265,928 |
|
SULZER AG |
CHF0.03(REGD) |
SWITZERLAND |
520 |
274,608 |
|
SWATCH GROUP |
CHF2.25(BR) |
SWITZERLAND |
5,144 |
761,091 |
|
SWATCH GROUP |
CHF 0.45 (REGD) |
SWITZERLAND |
9,154 |
276,089 |
|
SWISS REINSURANCE |
CHF0.1 |
SWITZERLAND |
49,272 |
3,596,469 |
|
SWISSCOM AG |
CHF1 (REGD) |
SWITZERLAND |
3,402 |
1,070,587 |
|
SYNGENTA AG |
CHF5.60(REGD) |
SWITZERLAND |
16,417 |
2,036,632 |
|
UBS AG |
CHF.80 (REGD) |
SWITZERLAND |
159,372 |
15,127,613 |
|
UNAXIS HOLDING AG |
CHF20 (REGD) |
SWITZERLAND |
1,665 |
250,012 |
|
VALORA HLDG AG |
CHF1.0(REGD) |
SWITZERLAND |
541 |
104,571 |
|
ZURICH FIN SVS GRP |
CHF2.50 |
SWITZERLAND |
22,032 |
4,680,724 |
|
ACCTON |
TWD10 |
TAIWAN |
41,881 |
23,527 |
|
ACER INC |
TWD10 |
TAIWAN |
262,555 |
659,525 |
|
ADVANCED SEMICONDT |
TWD10 (ASE) |
TAIWAN |
358,473 |
328,534 |
|
ADVANTECH |
TWD10 |
TAIWAN |
21,928 |
62,093 |
|
ASIA CEMENT |
TWD10 |
TAIWAN |
119,190 |
70,586 |
|
ASIA OPTICAL CO IN |
TWD10 |
TAIWAN |
14,504 |
99,584 |
|
ASUSTEK COMPUTER |
TWD 10 |
TAIWAN |
262,502 |
807,256 |
|
AU OPTRONICS CORP |
TWD10 |
TAIWAN |
659,152 |
983,420 |
|
BENQ CORP |
TWD10 |
TAIWAN |
192,497 |
186,091 |
|
CATHAY FINANCIAL H |
TWD10 |
TAIWAN |
716,154 |
1,297,420 |
|
CATHAY REAL ESTATE |
TWD10 |
TAIWAN |
108,192 |
47,766 |
|
CHANG HWA BANK |
TWD10 |
TAIWAN |
382,986 |
191,242 |
|
CHENG SHIN IND |
TWD10 |
TAIWAN |
65,395 |
57,743 |
|
CHI MEI OPTOELECTR |
TWD10 |
TAIWAN |
380,516 |
563,075 |
|
CHINA AIRLINES |
TWD10 |
TAIWAN |
118,892 |
57,739 |
|
CHINA DEV FIN HLDG |
TWD10 |
TAIWAN |
1,179,765 |
429,260 |
|
CHINA MOTOR CO |
TWD10 |
TAIWAN |
58,633 |
59,538 |
|
CHINA STEEL |
TWD10 |
TAIWAN |
1,117,710 |
850,798 |
|
CHINA TRUST FINANCE |
TWD10 |
TAIWAN |
648,534 |
513,409 |
|
CHUNGWHA PICTURE T |
TWD10 |
TAIWAN |
721,895 |
223,099 |
|
CHUNGWHA TELECOM |
TWD10 |
TAIWAN |
481,000 |
831,861 |
|
CMC MAGNETICS CORP |
TWD10 |
TAIWAN |
285,000 |
101,962 |
|
COMPAL ELECTRONIC |
TWD10 |
TAIWAN |
336,714 |
303,466 |
|
COMPEQ MFG |
TWD10 |
TAIWAN |
111,000 |
64,046 |
120
|
D LINK |
TWD10 |
TAIWAN |
56,317 |
64,474 |
|
DELTA ELECTRONICS |
TWD10 |
TAIWAN |
154,954 |
317,523 |
|
E SUN FINANCIAL HL |
TWD10 |
TAIWAN |
301,259 |
191,251 |
|
ELITEGROUP COMPUT |
TWD10 |
TAIWAN |
57,840 |
44,908 |
|
ETERNAL CHEMICAL |
TWD10 |
TAIWAN |
47,520 |
37,330 |
|
EVA AIRWAYS |
TWD10 |
TAIWAN |
119,318 |
56,130 |
|
EVERGREEN MARINE |
TWD10 |
TAIWAN |
90,029 |
65,240 |
|
FAR EAST TEXTILE |
TWD10 |
TAIWAN |
239,905 |
161,066 |
|
FIRST FINANCIAL HO |
TWD10 |
TAIWAN |
479,351 |
342,988 |
|
FORMOSA CHEM+FIBRE |
TWD10 |
TAIWAN |
281,105 |
453,630 |
|
FORMOSA PLASTIC |
TWD10 |
TAIWAN |
597,795 |
919,181 |
|
FORMOSA TAFFETA CO |
TWD10 |
TAIWAN |
71,882 |
36,441 |
|
FOXCONN TECH CO |
TWD10 |
TAIWAN |
39,000 |
194,151 |
|
FU SHENG INDUSTRIA |
TWD10 |
TAIWAN |
71,928 |
91,544 |
|
FUBON FINANCIAL HL |
TWD10 |
TAIWAN |
432,000 |
370,928 |
|
FUH HWA FINANCIAL |
TWD10 |
TAIWAN |
236,000 |
95,211 |
|
GIANT MANUFACTURIN |
TWD10 |
TAIWAN |
20,910 |
40,428 |
|
GIGA BYTE TECHNOLOGY |
TWD10 |
TAIWAN |
57,944 |
55,222 |
|
HANNSTAR DISPLAY C |
TWD 10 |
TAIWAN |
688,311 |
161,374 |
|
HIGH TECH COMPUTER |
TWD10 |
TAIWAN |
24,000 |
450,142 |
|
HON HAI PRECISION |
TWD10 |
TAIWAN |
443,848 |
2,432,562 |
|
HUA NAN FINANCIAL |
TWD10 |
TAIWAN |
345,039 |
227,449 |
|
INTL BK OF TIPEI |
TWD10 |
TAIWAN |
208,928 |
137,089 |
|
INVENTEC CORP |
TWD10 |
TAIWAN |
143,298 |
96,643 |
|
KINPO ELECTRONICS |
TWD10 |
TAIWAN |
111,229 |
47,244 |
|
LARGAN PRECISION CO |
TWD10 |
TAIWAN |
9,492 |
149,708 |
|
LITE ON TECHNOLOGY TWD10 |
TWD10 |
TAIWAN |
222,346 |
302,956 |
|
MACRONIX INTL |
TWD10 |
TAIWAN |
507,100 |
81,215 |
|
MEDIATEK INC |
TWD10 |
TAIWAN |
86,290 |
1,016,784 |
|
MEGA FINANCIAL HD |
TWD10 |
TAIWAN |
1,019,385 |
662,664 |
|
MICRO STAR INTL |
TWD10 |
TAIWAN |
60,280 |
36,708 |
|
MITAC INTL |
TWD10 |
TAIWAN |
93,000 |
136,769 |
|
NAN YA PLASTIC |
TWD10 |
TAIWAN |
599,726 |
825,370 |
|
NIEN HSING TEXTILE |
TWD10 |
TAIWAN |
40,720 |
27,772 |
|
NIEN MADE ENTPRSE |
TWD10 |
TAIWAN |
30,644 |
38,115 |
|
OPTIMAX TECHNOLOGY |
TWD10 |
TAIWAN |
38,643 |
66,007 |
|
ORIENTAL UNION CHM |
TWD10 |
TAIWAN |
49,085 |
33,029 |
|
PACIFIC ELEC WIRE |
TWD10 |
TAIWAN |
258,160 |
4,087 |
|
PHOENIXTEC POWER |
TWD10 |
TAIWAN |
42,105 |
45,896 |
|
POLARIS SECURITIES |
TWD10 |
TAIWAN |
129,585 |
58,592 |
|
POU CHEN |
TWD10 |
TAIWAN |
165,093 |
108,075 |
|
PRESIDENT CHAIN ST |
COM |
TAIWAN |
59,198 |
124,009 |
|
PREMIER IMAGE TECHNOLOGY |
TWD10 |
TAIWAN |
41,793 |
56,054 |
|
QUANTA COMPUTER |
TWD10 |
TAIWAN |
189,054 |
265,365 |
|
QUANTA DISPLAY INC |
TWD10 |
TAIWAN |
266,766 |
97,470 |
|
REALTEK SEMICOND |
TWD10 |
TAIWAN |
73,337 |
85,746 |
|
RITEK CORP |
TWD10 |
TAIWAN |
219,112 |
73,053 |
|
SHIHLIN ELEC + ENG |
TWD10 |
TAIWAN |
27,025 |
21,847 |
|
SHIN KONG FINANCIAL |
TWD10 |
TAIWAN |
245,303 |
190,832 |
|
SILICONWARE PRECIS |
TWD10 |
TAIWAN |
195,882 |
274,651 |
|
SINOPAC HLDG |
TWD10 |
TAIWAN |
340,232 |
164,196 |
|
SYNNEX TECH INTL |
TWD10 |
TAIWAN |
65,373 |
80,515 |
|
SYSTEX CORPORATION |
TWD10 |
TAIWAN |
91,983 |
28,147 |
121
|
TAISHIN FINANCIAL |
TWD10 |
TAIWAN |
402,732 |
210,912 |
|
TAIWAN CEMENT |
TWD10 |
TAIWAN |
160,236 |
114,409 |
|
TAIWAN FERTILIZER |
TWD10 |
TAIWAN |
86,000 |
100,158 |
|
TAIWAN GLASS |
TWD10 |
TAIWAN |
87,781 |
70,961 |
|
TAIWAN MOBILE CO |
TWD10 |
TAIWAN |
240,720 |
210,354 |
|
TAIWAN PINEAPPLE CORP |
POST SPLIT SHARES |
TAIWAN |
4,034 |
|
|
TAIWAN SECOM CO |
TW 10 |
TAIWAN |
24,769 |
38,085 |
|
TAIWAN SEMICON MAN |
TWD10 |
TAIWAN |
2,627,394 |
4,999,912 |
|
TAIWAN STYRENE MON |
TW10 |
TAIWAN |
40,810 |
19,011 |
|
TATUNG |
TWD 10 |
TAIWAN |
364,862 |
102,205 |
|
TECO ELEC + MACHINE |
TWD10 |
TAIWAN |
188,775 |
54,432 |
|
UNI PRESIDENT ENT |
TWD10 |
TAIWAN |
268,186 |
127,385 |
|
UNITED MICRO ELEC |
TWD10 |
TAIWAN |
2,393,888 |
1,355,732 |
|
VIA TECHNOLOGIES |
TWD10 |
TAIWAN |
88,080 |
55,514 |
|
WALSIN LIHWA W + C |
TWD10 |
TAIWAN |
265,696 |
88,989 |
|
WAN HAI LINES |
TWD10 |
TAIWAN |
78,301 |
48,755 |
|
WATERLAND FINANCIAL HOLDINGS |
TWD10 |
TAIWAN |
198,000 |
67,220 |
|
WINBOND ELECTRONIC |
TWD10 |
TAIWAN |
384,843 |
120,106 |
|
WINTEK CORP |
TWD10 |
TAIWAN |
87,000 |
140,925 |
|
YA HSING IND CO |
TWD10 |
TAIWAN |
81,816 |
82,207 |
|
YAGEO CORP |
TW10 |
TAIWAN |
230,440 |
98,230 |
|
YANG MING MARINE |
TWD10 |
TAIWAN |
124,706 |
81,067 |
|
YIEH PHUI ENTS CO |
COM |
TAIWAN |
95,437 |
32,981 |
|
YUANTA CORE PACIFI |
TWD10 |
TAIWAN |
233,764 |
162,638 |
|
YUE LOONG MOTOR |
TWD10 |
TAIWAN |
82,244 |
89,023 |
|
YUEN FOONG YU MFG |
TWD10 |
TAIWAN |
129,765 |
46,228 |
|
ZYXEL COMMUNICATIO |
TWD10 |
TAIWAN |
37,553 |
71,234 |
|
ADVANCED INFO SERV |
THB1 (ALIEN MARKET) |
THAILAND |
133,198 |
344,366 |
|
AIRPORTS OF THAILA |
THB10(ALIEN MARKET) |
THAILAND |
61,000 |
65,463 |
|
AROMATICS (THAILAND |
ORD THB1(ALIEN MKT) |
THAILAND |
37,100 |
3,620 |
|
BANGKOK BANK |
THB10(ALIEN MARKET) |
THAILAND |
113,100 |
317,232 |
|
BANGKOK BANK |
THB10 (NVDR) |
THAILAND |
26,933 |
68,975 |
|
BANGKOK BANK |
THB10 |
THAILAND |
54,900 |
140,598 |
|
BANGKOK EXPRESSWAY |
THB10 (ALIEN MARKET) |
THAILAND |
42,400 |
20,683 |
|
BANPU CO |
THB10 (ALIEN MKT) |
THAILAND |
18,000 |
56,195 |
|
BEC WORLD |
THB1 (ALIEN MKT) |
THAILAND |
114,000 |
37,537 |
|
C P SEVEN ELEVEN |
THB1(ALIEN MARKET) |
THAILAND |
136,000 |
19,902 |
|
CHAROEN POK FOODS |
THB1 (ALIEN MKT) |
THAILAND |
290,200 |
36,806 |
|
DELTA ELECTRONICS |
THB1(ALIEN MKT) |
THAILAND |
44,500 |
19,320 |
|
ELECTRICITY GENRTG |
THB10(ALIEN MKT) |
THAILAND |
19,188 |
39,780 |
|
GMM GRAMMY PUBLIC |
THB1 (ALIEN MKT) |
THAILAND |
22,700 |
11,405 |
|
HANA MICROELECTRNC |
THB1 (ALIEN MKT) |
THAILAND |
79,000 |
51,061 |
|
ITALIAN THAI DEVT |
THB1(ALIEN MKT) |
THAILAND |
170,400 |
29,508 |
|
ITF FIN + SECS |
THB10(ALIEN MKT) |
THAILAND |
2,750 |
|
|
ITV PCL |
THB5(ALIEN MKT) |
THAILAND |
42,800 |
11,483 |
|
KASIKORNBANK PCL |
THBH10 |
THAILAND |
45,100 |
77,000 |
|
KASIKORNBANK PCL |
THB10 (ALIEN MARKET) |
THAILAND |
197,000 |
360,366 |
|
KIATNAKIN BANK PLC |
THB10(ALIEN MKT) |
THAILAND |
29,800 |
20,715 |
|
KIM ENG SECS(TH) |
THB1 (ALIEN MARKET) |
THAILAND |
27,810 |
17,975 |
|
KRUNG THAI BANK LTD |
THB5.15(ALIEN MARKET) |
THAILAND |
379,600 |
100,918 |
|
LAND + HOUSES |
THB1 (ALIEN MKT) |
THAILAND |
239,700 |
52,032 |
|
LAND + HOUSES |
THB1 |
THAILAND |
154,800 |
31,526 |
|
NATIONAL FINANCE PUBLIC |
THB10 (ALIEN MARKET) |
THAILAND |
95,236 |
30,429 |
122
|
PRECIOUS SHIPPING |
THB1(ALIEN MKT) |
THAILAND |
33,300 |
25,787 |
|
PTT CHEMICAL |
THB10(ALIEN MKT) |
THAILAND |
36,262 |
71,640 |
|
PTT EXPLORTN + PRD |
THB5(ALIEN MKT) |
THAILAND |
39,435 |
288,549 |
|
PTT PUBLIC COMPANY |
THB10(ALIEN MARKET) |
THAILAND |
126,356 |
690,335 |
|
RATCHABURI ELECTRIC |
THB10(ALIEN MKT) |
THAILAND |
34,200 |
31,698 |
|
SAHAVIRIYA STEEL |
THB1 (ALIEN MK) |
THAILAND |
750,000 |
14,085 |
|
SHIN CORPORATION |
THB1(ALIEN MARKET) |
THAILAND |
212,223 |
192,812 |
|
SIAM CEMENT CO |
THB1 (NVDR) |
THAILAND |
5,288 |
31,470 |
|
SIAM CEMENT CO |
THB1 (ALIEN MARKET) |
THAILAND |
39,100 |
251,766 |
|
SIAM CEMENT CO |
THB1 |
THAILAND |
21,100 |
125,571 |
|
SIAM CITY CEMENT |
THB10(ALIEN MARKET) |
THAILAND |
8,500 |
62,610 |
|
SIAM COMMERCIAL BK |
THB10(ALIEN MARKET) |
THAILAND |
120,825 |
153,241 |
|
SIAM MAKRO |
THB10(ALIEN MKT) |
THAILAND |
7,700 |
7,512 |
|
SINO THAI ENG + CONS |
THB1(ALIEN MKT) |
THAILAND |
70,600 |
20,491 |
|
THAI AIRWAYS INTL |
THB10(ALIEN MARKET) |
THAILAND |
72,400 |
70,634 |
|
THAI UNION FROZEN |
THB1(LOCAL) |
THAILAND |
12,000 |
8,927 |
|
THAI UNION FROZEN |
THB1 ALN MKT |
THAILAND |
30,300 |
23,649 |
|
TISCO FINANCE PLC |
THB10 (ALIEN MKT) |
THAILAND |
38,571 |
26,106 |
|
TRUE CORPORATION |
THB10(ALIEN MARKET) |
THAILAND |
203,100 |
49,537 |
|
TRUE CORPORATION PUBLIC CO LTD |
PURCH RTS EX DATE 3APR00 ALIEN |
THAILAND |
74,211 |
|
|
UTD BROADCASTING CORP |
THB3(ALIEN MKT) |
THAILAND |
16,900 |
10,614 |
|
ADANA CIMENTO |
A SHS TRY1 |
TURKEY |
2,960 |
24,311 |
|
AK ENERJI |
TRY1 |
TURKEY |
1,836 |
8,287 |
|
AKBANK |
TRY1 |
TURKEY |
99,674 |
811,257 |
|
AKCANSA CIMENTO SA |
TRY1 |
TURKEY |
3,744 |
22,716 |
|
AKSA |
TRY1 |
TURKEY |
1,119 |
10,515 |
|
AKSIGORTA |
TRY1 |
TURKEY |
5,909 |
45,033 |
|
ALARKO HLDG |
TRY1 |
TURKEY |
375 |
15,816 |
|
ANADOLOU EFES |
TRY1 |
TURKEY |
8,294 |
231,667 |
|
ARCELIK |
TRY1 |
TURKEY |
15,820 |
110,032 |
|
AYGAZ |
TRY1 |
TURKEY |
7,658 |
34,281 |
|
CIMSA |
TRY1 |
TURKEY |
5,355 |
37,840 |
|
DOGAN SIRKETLER GRUBY HLDG AS |
TRY1 |
TURKEY |
37,820 |
123,128 |
|
DOGAN YAYIN HLDGS |
TRY1 |
TURKEY |
31,897 |
126,266 |
|
EREGLI DEMIR CELIK |
TRY1 |
TURKEY |
35,849 |
237,402 |
|
FORD OTOMOTIV SAN |
TRY1 |
TURKEY |
10,314 |
90,052 |
|
HACI OMER SABANCI HLDGS A S |
TRY1 |
TURKEY |
47,464 |
268,664 |
|
HURRIYET |
TRY1 |
TURKEY |
29,670 |
116,353 |
|
IHLAS HLDG |
TRY1 |
TURKEY |
46,828 |
31,184 |
|
KOC HLDG |
TRY1 |
TURKEY |
40,797 |
191,684 |
|
MIGROS |
TRY1 |
TURKEY |
10,118 |
98,073 |
|
ORTAK |
TRY1 |
TURKEY |
15,902 |
34,828 |
|
T SISE CAM |
TRY1 |
TURKEY |
23,451 |
81,554 |
|
TANSAS |
TRY1 |
TURKEY |
22,733 |
38,519 |
|
TOFAS(TURK OTOMOBIL FAB) |
TRY1 |
TURKEY |
14,056 |
29,537 |
|
TRAKYA CAM |
TRY1 |
TURKEY |
8,958 |
34,798 |
|
TUPRAS(T PETR RAF) |
TRY1 |
TURKEY |
12,880 |
236,348 |
|
TURK HAVA YOLLARI |
TRY1 |
TURKEY |
6,922 |
43,279 |
|
TURKCELL ILETISIM |
TRY1 |
TURKEY |
58,693 |
356,110 |
|
TURKIYE GARANTI BANKASI |
TRY1 |
TURKEY |
149,511 |
542,067 |
|
TURKIYE IS BANKASI |
TRY1 |
TURKEY |
93,452 |
809,018 |
|
TURKIYE VAKIFLAR |
TRY1 |
TURKEY |
57,531 |
304,363 |
|
ULKER GIDA |
TRY1 |
TURKEY |
11,443 |
41,318 |
123
|
VESTEL ELECTRONIK |
TRY1 |
TURKEY |
8,946 |
33,229 |
|
YAPI VE KREDI BANKASI A S |
TRY1 |
TURKEY |
49,754 |
231,928 |
|
3I GROUP |
ORD GBP0.53125 |
UNITED KINGDOM |
86,793 |
1,262,791 |
|
AEGIS GROUP |
ORD GBP0.05 |
UNITED KINGDOM |
168,041 |
351,951 |
|
AGGREKO |
ORD GBP0.20 |
UNITED KINGDOM |
35,601 |
165,783 |
|
ALLIANCE UNICHEM |
ORD GBP0.10 |
UNITED KINGDOM |
37,683 |
517,862 |
|
AMEC |
ORD GBP0.50 |
UNITED KINGDOM |
47,470 |
279,932 |
|
AMVESCAP |
ORD USD0.10 |
UNITED KINGDOM |
108,576 |
823,878 |
|
ANGLO AMERICAN |
USD0.50 |
UNITED KINGDOM |
194,519 |
6,553,995 |
|
ANGLO AMERICAN PLC |
USD0.50 |
UNITED KINGDOM |
23,252 |
789,975 |
|
ARM HLDGS |
ORD GBP0.0005 |
UNITED KINGDOM |
211,867 |
440,104 |
|
ARRIVA |
ORD GBP0.05 |
UNITED KINGDOM |
29,347 |
293,472 |
|
ASSOC BRIT PORTS |
ORD GBP0.25 |
UNITED KINGDOM |
45,316 |
456,664 |
|
ASTRAZENECA |
ORD USD0.25 |
UNITED KINGDOM |
246,261 |
11,960,123 |
|
ASTRO ALL ASIA NET |
ORD GBP0.10 |
UNITED KINGDOM |
83,700 |
116,265 |
|
AVIVA PLC |
ORD GBP0.25 |
UNITED KINGDOM |
362,700 |
4,389,790 |
|
BAA |
ORD GBP 1 |
UNITED KINGDOM |
163,060 |
1,755,181 |
|
BAE SYSTEMS |
ORD GBP0.025 |
UNITED KINGDOM |
490,014 |
3,211,401 |
|
BALFOUR BEATTY |
ORD GBP0.50 |
UNITED KINGDOM |
62,919 |
384,538 |
|
BARCLAYS |
ORD GBP0.25 |
UNITED KINGDOM |
992,167 |
10,407,179 |
|
BARRATT DEVEL |
ORD GBP0.10 |
UNITED KINGDOM |
35,153 |
595,040 |
|
BBA GROUP |
ORD GBP0.25 |
UNITED KINGDOM |
74,017 |
417,421 |
|
BELLWAY |
ORD GBP0.125 |
UNITED KINGDOM |
16,840 |
326,395 |
|
BERKELEY GP HLDGS |
UTS(COMP 1ORD+3 B SHS) |
UNITED KINGDOM |
15,357 |
292,905 |
|
BG GROUP |
ORD GBP0.10 |
UNITED KINGDOM |
543,768 |
5,363,036 |
|
BHP BILLITON PLC |
ORD USD0.5 |
UNITED KINGDOM |
378,998 |
6,177,872 |
|
BOC GROUP |
ORD GBP0.25 |
UNITED KINGDOM |
77,025 |
1,584,147 |
|
BOOTS GROUP |
ORD GBP0.25 |
UNITED KINGDOM |
108,791 |
1,129,940 |
|
BOVIS HOMES GROUP |
ORD GBP0.50 |
UNITED KINGDOM |
17,389 |
237,925 |
|
BP PLC |
ORD USDO.25 |
UNITED KINGDOM |
3,214,389 |
34,158,291 |
|
BRAMBLES INDUSTRIE |
ORD GBP0.05 |
UNITED KINGDOM |
108,782 |
778,754 |
|
BRIT AMER TOBACCO |
ORD GBP0.25 |
UNITED KINGDOM |
241,467 |
5,389,000 |
|
BRITISH AIRWAYS |
ORD GBP0.25 |
UNITED KINGDOM |
80,579 |
462,036 |
|
BRITISH LAND CO |
ORD GBP0.25 |
UNITED KINGDOM |
77,782 |
1,423,454 |
|
BRITISH SKY BROADCAST |
ORD GBP0.50 |
UNITED KINGDOM |
184,980 |
1,576,707 |
|
BRIXTON PLC |
ORD GBP0.25 |
UNITED KINGDOM |
37,003 |
274,745 |
|
BT GROUP |
ORD GBP0.05 |
UNITED KINGDOM |
1,300,761 |
4,974,189 |
|
BUNZL |
ORD GBP0.3214857 |
UNITED KINGDOM |
51,163 |
560,381 |
|
BURBERRY GROUP |
ORD GBP.0005 |
UNITED KINGDOM |
73,151 |
539,689 |
|
CABLE + WIRELESS |
ORD GBP0.25 |
UNITED KINGDOM |
352,020 |
720,664 |
|
CADBURY SCHWEPPES |
ORD GBP0.125 |
UNITED KINGDOM |
319,681 |
3,015,724 |
|
CAPITA GROUP |
ORD GBP0.02 |
UNITED KINGDOM |
96,920 |
693,420 |
|
CARNIVAL PLC |
ORD USD1.66 |
UNITED KINGDOM |
26,198 |
1,484,189 |
|
CATTLES PLC |
ORD GBP0.10 |
UNITED KINGDOM |
48,603 |
274,724 |
|
CENTRICA ORD |
GBP0.0617284 |
UNITED KINGDOM |
556,557 |
2,434,058 |
|
CLOSE BROTHERS GP |
ORD GBP0.25 |
UNITED KINGDOM |
18,436 |
287,224 |
|
COBHAM ORD |
GBP0.025 |
UNITED KINGDOM |
166,090 |
483,304 |
|
COMPASS GROUP |
ORD GBP0.10 |
UNITED KINGDOM |
326,473 |
1,235,842 |
|
COOKSON GRP |
ORD GBP0.10 |
UNITED KINGDOM |
25,897 |
188,949 |
|
CORUS GROUP |
ORD GBP0.10 |
UNITED KINGDOM |
660,654 |
669,165 |
|
DAILY MAIL + GEN TST |
A NON VTG GBP0.125 |
UNITED KINGDOM |
44,166 |
597,477 |
|
DAVIS SERVICE GP |
ORD GBP0.3 |
UNITED KINGDOM |
23,239 |
193,294 |
|
DE LA RUE |
ORD GBP0.2777 |
UNITED KINGDOM |
22,770 |
182,748 |
124
|
DIAGEO |
ORD GBX28.935185 |
UNITED KINGDOM |
455,812 |
6,592,691 |
|
DSG INTERNATIONAL |
ORD GBP0.025 |
UNITED KINGDOM |
294,526 |
827,965 |
|
EIRCOM GROUP |
ORD EUR0.10 |
UNITED KINGDOM |
42,054 |
98,217 |
|
ELECTROCOMPONENTS |
ORD GBP0.10 |
UNITED KINGDOM |
60,136 |
290,100 |
|
EMAP |
ORD GBP0.25 |
UNITED KINGDOM |
38,650 |
572,621 |
|
EMI GROUP |
ORD GBP0.14 |
UNITED KINGDOM |
113,533 |
472,651 |
|
ENTERPRISE INNS |
ORD GBP0.05 |
UNITED KINGDOM |
52,007 |
837,475 |
|
FIRST CHOICE HOLIDAYS |
ORD GBP0.03 |
UNITED KINGDOM |
64,995 |
278,950 |
|
FIRSTGROUP |
ORD GBP0.05 |
UNITED KINGDOM |
59,874 |
412,954 |
|
FKI |
GBP0.10 |
UNITED KINGDOM |
80,140 |
159,593 |
|
FRIENDS PROVIDENT |
ORD GBP0.10 |
UNITED KINGDOM |
279,754 |
910,107 |
|
GALLAHER GROUP |
ORD GBP0.10 |
UNITED KINGDOM |
98,246 |
1,480,025 |
|
GKN |
ORD GBP0.50 |
UNITED KINGDOM |
104,945 |
518,873 |
|
GLAXOSMITHKLINE |
ORD GBP0.25 |
UNITED KINGDOM |
895,937 |
22,594,687 |
|
GREAT PORTLAND EST |
ORD GBP0.125 |
UNITED KINGDOM |
23,904 |
176,255 |
|
GROUP 4 SECURICOR |
ORD GBP0.25 |
UNITED KINGDOM |
161,592 |
446,635 |
|
GUS ORD |
GBP0.290697 |
UNITED KINGDOM |
133,568 |
2,366,406 |
|
HAMMERSON PLC |
ORD GBP0.25 |
UNITED KINGDOM |
43,721 |
767,093 |
|
HANSON |
ORD GBP0.10 |
UNITED KINGDOM |
112,014 |
1,228,797 |
|
HAYS |
ORD GBP0.01 |
UNITED KINGDOM |
249,581 |
537,728 |
|
HBOS |
ORD GBP0.25 |
UNITED KINGDOM |
598,013 |
10,194,523 |
|
HILL (WILLIAM) |
ORD GBP0.10 |
UNITED KINGDOM |
59,058 |
542,932 |
|
HILTON GROUP |
ORD GBP0.10 |
UNITED KINGDOM |
240,272 |
1,499,390 |
|
HMV GROUP |
ORD GBP0.01 |
UNITED KINGDOM |
59,922 |
185,939 |
|
HSBC HLDGS |
ORD USD0.50(UK REG) |
UNITED KINGDOM |
1,735,034 |
27,790,521 |
|
ICAP |
ORD GBP0.10 |
UNITED KINGDOM |
74,533 |
518,216 |
|
IMI |
ORD GBP0.25 |
UNITED KINGDOM |
52,587 |
454,102 |
|
IMPERIAL CHEM INDS |
ORD GBP1 |
UNITED KINGDOM |
180,433 |
1,028,398 |
|
IMPERIAL TOBACCO |
ORD GBP0.10 |
UNITED KINGDOM |
110,005 |
3,280,343 |
|
INCHCAPE |
ORD GBP1.50 |
UNITED KINGDOM |
10,843 |
424,602 |
|
INTERNATIONAL POWER |
ORD GBP0.50 |
UNITED KINGDOM |
221,435 |
910,456 |
|
INTERTEK GROUP PLC |
ORD GBP0.01 |
UNITED KINGDOM |
23,238 |
278,060 |
|
INVENSYS |
ORD GBP0.01 |
UNITED KINGDOM |
790,806 |
251,159 |
|
ISOFT GROUP |
ORD GBP0.10 |
UNITED KINGDOM |
31,412 |
210,044 |
|
ITV |
ORD GBP0.10 |
UNITED KINGDOM |
630,207 |
1,217,146 |
|
JOHNSON MATTHEY |
ORD GBP1.00 |
UNITED KINGDOM |
33,174 |
804,155 |
|
KELDA GROUP |
ORD GBX15.55555 |
UNITED KINGDOM |
55,906 |
742,859 |
|
KESA ELECTRICALS |
ORD GBP0.25 |
UNITED KINGDOM |
78,808 |
351,763 |
|
KINGFISHER |
ORD GBP0.157142857 |
UNITED KINGDOM |
353,893 |
1,441,402 |
|
LAND SECS GP |
ORD GBP.10 |
UNITED KINGDOM |
71,908 |
2,052,941 |
|
LEGAL + GENERAL GP |
ORD GBP0.025 |
UNITED KINGDOM |
985,324 |
2,063,697 |
|
LIBERTY INTERNATIONAL |
ORD GBP0.50 |
UNITED KINGDOM |
36,274 |
610,591 |
|
LLOYDS TSB GROUP |
ORD GBP0.25 |
UNITED KINGDOM |
859,985 |
7,212,113 |
|
LOGICA CMG PLC |
ORD GBP0.10 |
UNITED KINGDOM |
222,787 |
677,927 |
|
LONDON STOCK EXCH |
ORD GBP0.058333 |
UNITED KINGDOM |
38,263 |
407,266 |
|
MAN GROUP |
ORD USD0.18 |
UNITED KINGDOM |
44,929 |
1,473,219 |
|
MARKS + SPENCER GP |
ORD GBP0.25 |
UNITED KINGDOM |
254,966 |
2,210,450 |
|
MEGGITT |
ORD GBP0.05 |
UNITED KINGDOM |
64,403 |
400,241 |
|
MFI FURNITURE GRP |
ORD GBP0.10 |
UNITED KINGDOM |
84,983 |
116,716 |
|
MISYS |
ORD GBP0.01 |
UNITED KINGDOM |
77,044 |
315,783 |
|
MITCHELLS + BUTLER |
ORD GBP0.070833 |
UNITED KINGDOM |
75,086 |
538,818 |
|
NATIONAL GRID |
ORD GBP0.11395 |
UNITED KINGDOM |
416,374 |
4,063,695 |
|
NATL EXPRESS GRP |
ORD GBP0.05 |
UNITED KINGDOM |
19,967 |
294,965 |
125
|
NEW INTERCONTL HOT |
ORD 10P |
UNITED KINGDOM |
66,397 |
956,921 |
|
NEXT GROUP |
ORD GBP0.10 |
UNITED KINGDOM |
38,976 |
1,027,100 |
|
OLD MUTUAL |
ORD GBP0.10 |
UNITED KINGDOM |
595,543 |
1,685,455 |
|
P + O |
DFD ORD GBP1.00 |
UNITED KINGDOM |
110,271 |
882,174 |
|
PEARSON |
ORD GBP0.25 |
UNITED KINGDOM |
121,568 |
1,434,825 |
|
PERSIMMON |
ORD GBP0.10 |
UNITED KINGDOM |
42,666 |
921,445 |
|
PILKINGTON |
ORD GBP0.50 |
UNITED KINGDOM |
152,351 |
389,707 |
|
PREMIER FARNELL |
ORD GBP0.05 |
UNITED KINGDOM |
49,684 |
147,347 |
|
PROVIDENT FINL |
ORD GBX10.363636 |
UNITED KINGDOM |
36,458 |
342,676 |
|
PRUDENTIAL PLC |
ORD GBP0.05 |
UNITED KINGDOM |
363,606 |
3,433,213 |
|
PUNCH TAVERNS |
ORD SHS GBP0.0004786 |
UNITED KINGDOM |
40,220 |
586,215 |
|
RANK GROUP |
ORD GBP0.10 |
UNITED KINGDOM |
89,470 |
469,625 |
|
RECKITT BENCKISER PLC |
ORD GBP0.105263 |
UNITED KINGDOM |
94,773 |
3,123,870 |
|
REED ELSEVIER PLC |
ORD GBP0.125 |
UNITED KINGDOM |
195,874 |
1,836,016 |
|
RENTOKIL INITIAL |
ORD GBP0.01 (POST REORG) |
UNITED KINGDOM |
272,069 |
763,667 |
|
RESOLUTION PLC |
ORD GBP0.05 |
UNITED KINGDOM |
28,492 |
316,960 |
|
REUTERS GROUP |
ORD GBP0.25 |
UNITED KINGDOM |
215,699 |
1,594,147 |
|
REXAM |
ORD |
UNITED KINGDOM |
81,946 |
714,658 |
|
RIO TINTO |
ORD GBP0.10(REGD) |
UNITED KINGDOM |
164,185 |
7,483,505 |
|
ROLLS ROYCE GROUP |
ORD GBP0.20 |
UNITED KINGDOM |
237,786 |
1,745,137 |
|
ROYAL BK SCOT GRP |
ORD GBP0.25 |
UNITED KINGDOM |
488,723 |
14,724,717 |
|
ROYAL DUTCH SHELL |
A SHS |
UNITED KINGDOM |
622,869 |
18,937,486 |
|
ROYAL DUTCH SHELL B SHARES |
EUR0.07 |
UNITED KINGDOM |
423,715 |
13,515,328 |
|
ROYAL+SUN ALLIANCE |
ORD GBP0.275 |
UNITED KINGDOM |
456,142 |
984,725 |
|
SABMILLER PLC |
ORD USD0.10 |
UNITED KINGDOM |
137,865 |
2,511,172 |
|
SAGE GROUP |
ORD GBP0.01 |
UNITED KINGDOM |
192,665 |
853,355 |
|
SAINSBURY(J) |
ORD GBP0.28571428 |
UNITED KINGDOM |
209,087 |
1,131,590 |
|
SCHRODERS |
NEW ORD GBP1.0 |
UNITED KINGDOM |
17,201 |
280,533 |
|
SCOT + NEWCASTLE |
ORD GBP0.20 |
UNITED KINGDOM |
112,784 |
941,971 |
|
SCOT + SOUTHERN EN |
ORD GBP0.50 |
UNITED KINGDOM |
131,872 |
2,295,607 |
|
SCOTTISH POWER |
ORD GBP0.50 |
UNITED KINGDOM |
286,499 |
2,673,189 |
|
SERCO GROUP |
ORD GBP0.02 |
UNITED KINGDOM |
67,577 |
364,570 |
|
SEVERN TRENT |
ORD GBX65.263157 |
UNITED KINGDOM |
53,382 |
993,416 |
|
SIGNET GROUP |
ORD GBP0.005 |
UNITED KINGDOM |
260,495 |
480,745 |
|
SLOUGH ESTATES |
ORD GBP0.25 |
UNITED KINGDOM |
62,979 |
647,093 |
|
SMITH + NEPHEW |
ORD USD0.20 |
UNITED KINGDOM |
140,938 |
1,295,671 |
|
SMITHS GROUP |
ORD GBP0.25 |
UNITED KINGDOM |
84,487 |
1,517,150 |
|
SSL INTERNATIONAL |
ORD GBP0.10 |
UNITED KINGDOM |
26,448 |
138,711 |
|
STAGECOACH GROUP |
ORD GBP0.0063157 |
UNITED KINGDOM |
126,903 |
251,629 |
|
TANJONG |
GBP0.075(MALAY CERTS) |
UNITED KINGDOM |
33,000 |
126,604 |
|
TATE + LYLE |
GBP 0.25 |
UNITED KINGDOM |
71,449 |
690,576 |
|
TAYLOR WOODROW |
ORD GBP0.25 |
UNITED KINGDOM |
87,159 |
569,343 |
|
TELENT |
ORD GBP0.25 |
UNITED KINGDOM |
30,482 |
202,386 |
|
TESCO |
ORD GBP0.05 |
UNITED KINGDOM |
1,204,565 |
6,855,211 |
|
TI AUTOMOTIVE |
A SHS GBP0.0001 |
UNITED KINGDOM |
48,206 |
|
|
TOMKINS |
ORD GBP0.05 |
UNITED KINGDOM |
116,126 |
597,580 |
|
TRAVIS PERKINS |
ORD GBP0.10 |
UNITED KINGDOM |
16,985 |
408,226 |
|
TRINITY MIRROR |
ORD GBP0.10 |
UNITED KINGDOM |
44,375 |
436,516 |
|
UNILEVER |
ORD GBP0.014 |
UNITED KINGDOM |
424,717 |
4,203,451 |
|
UNITED UTILITIES |
ORD GBP1 |
UNITED KINGDOM |
133,951 |
1,543,034 |
|
UTD BUSINESS MEDIA |
ORD GBP0.3035714 |
UNITED KINGDOM |
39,536 |
432,354 |
|
VODAFONE GROUP |
ORD USD0.10 |
UNITED KINGDOM |
9,700,081 |
20,899,030 |
|
WHITBREAD |
ORD GBP0.5833 |
UNITED KINGDOM |
38,052 |
619,942 |
126
|
WIMPEY(GEORGE) |
ORD GBP0.25 |
UNITED KINGDOM |
60,345 |
497,267 |
|
WOLSELEY |
ORD GBP0.25 |
UNITED KINGDOM |
90,928 |
1,912,233 |
|
WPP GROUP |
ORD GBP0.10 |
UNITED KINGDOM |
184,059 |
1,987,535 |
|
YELL GROUP |
ORD GBP0.01 |
UNITED KINGDOM |
106,190 |
978,049 |
|
ARACRUZ CELULOSE S A |
SPONSORED ADR |
UNITED STATES |
4,772 |
190,928 |
|
BANCO SANTANDER CHILE NEW |
SPONSORED ADR REPSTG COM |
UNITED STATES |
11,761 |
524,541 |
|
BANCO VENEZOLANO DE CREDITO |
SPONSORED ADR |
UNITED STATES |
6,634 |
6,634 |
|
BANCOLOMBIA S A |
SPONSORED ADR REPSTG 4 PREF |
UNITED STATES |
33,000 |
951,390 |
|
BBVA BANCO FRANCES S A |
SPONSORED ADR |
UNITED STATES |
5,288 |
37,809 |
|
BRASIL TELECOM PARTICIPACOES |
SPONSORED ADR REPSTG PFD SHS |
UNITED STATES |
1,061 |
39,628 |
|
CHECK POINT SOFTWARE |
COMMON STOCK |
UNITED STATES |
28,862 |
580,126 |
|
COMPANHIA VALE DO RIO DOCE |
SPONS ADR REPSTG 250 PFD SHS |
UNITED STATES |
22,770 |
825,413 |
|
COMPANIA CERVECERIAS UNIDAS SA |
SPONSORED ADR |
UNITED STATES |
959 |
24,186 |
|
COMPANIA DE TELECOM DE CHILE |
SPONSORED ADR |
UNITED STATES |
38,382 |
337,762 |
|
CRESUD SA CIFYA |
SPONSORED ADR |
UNITED STATES |
1,377 |
15,051 |
|
DISTRIBUCION Y SERVICIO D + S |
SPONSORED ADR |
UNITED STATES |
11,057 |
213,290 |
|
ECI TELECOM LTD |
ORD |
UNITED STATES |
7,522 |
56,340 |
|
ECTEL LTD |
SHS |
UNITED STATES |
460 |
2,038 |
|
EMBOTELLADORA ANDINA SA |
SPONSORED ADR REPSTG SER A |
UNITED STATES |
8,906 |
116,223 |
|
EMPRESA NACIONAL DE ELEC |
SPONSORED ADR |
UNITED STATES |
27,844 |
852,583 |
|
ENERSIS S A |
SPONSORED ADR |
UNITED STATES |
77,431 |
850,967 |
|
GAZPROM O A O |
SPONSORED ADR REG S |
UNITED STATES |
8,940 |
640,998 |
|
HINDALCO |
RTS EXP 2049 PERPETUAL |
UNITED STATES |
6,247 |
10,144 |
|
HINDALCO INDS LTD |
GLOBAL DEP RCPT 144A |
UNITED STATES |
24,990 |
77,719 |
|
HUANENG POWER INTL INC |
SPONSORED ADR SER N SHS |
UNITED STATES |
2,592 |
67,936 |
|
HYUNDAI MOTOR CO |
SPONS GLOBAL DEP RCPT COM 144A |
UNITED STATES |
14,771 |
712,258 |
|
ICICI BK LTD |
SPONSORED ADR |
UNITED STATES |
19,212 |
553,306 |
|
IRSA INVERSIONES Y REPRESENT |
GLOBAL DEPOSITARY RCPT |
UNITED STATES |
2,154 |
26,020 |
|
ITC LTD |
SHS GLOBAL DEPOSIT RECEIPTS |
UNITED STATES |
82,275 |
255,875 |
|
KOMERCNI BANKA A S |
GLOBAL DEPOSITARY RCPT |
UNITED STATES |
3,590 |
168,730 |
|
KOOKMIN BK NEW |
SPONSORED ADR |
UNITED STATES |
7,081 |
529,022 |
|
KT CORP |
SPONSORED ADR |
UNITED STATES |
11,496 |
247,739 |
|
MAHINDRA + MAHINDRA LTD |
SHS GLOBAL DEPOSIT REG S |
UNITED STATES |
3,400 |
37,876 |
|
MASISA SA NEW |
SPONSORED ADR |
UNITED STATES |
26,168 |
247,549 |
|
MECHEL OAO |
SPONSORED ADR |
UNITED STATES |
4,723 |
114,155 |
|
MERCANTIL SERVICIOS FINANCIER |
SPONSORED ADR REPSTG COM SER B |
UNITED STATES |
14,928 |
64,937 |
|
MOBILE TELESYSTEMS |
SPONSORED ADR |
UNITED STATES |
29,888 |
1,046,080 |
|
NICE SYS LTD |
SPONSORED ADR |
UNITED STATES |
1,890 |
91,022 |
|
OPEN JT STK CO VIMPEL COMMN |
SPONSORED ADR |
UNITED STATES |
16,386 |
724,753 |
|
ORBOTECH LTD |
COM |
UNITED STATES |
4,200 |
100,674 |
|
PETRBRAS ENERGIA PARTICPACION |
SPONSORED ADR REPSTG 2 CL B SH |
UNITED STATES |
14,286 |
176,289 |
|
PETROLEO BRASILEIRO SA PETRO |
SPONSORED ADR |
UNITED STATES |
12,154 |
782,353 |
|
POSCO |
SPONSORED ADR |
UNITED STATES |
25,820 |
1,278,348 |
|
RELIANCE INDS LTD |
GLOBAL DEPOSITARY RCPTS 144A |
UNITED STATES |
11,220 |
443,527 |
|
SAMSUNG ELECTRS LTD |
GDR 1995 RPSTG COM 144A |
UNITED STATES |
398 |
131,141 |
|
SAVINGS BK RUSSIAN FEDN SBERBA |
GDR 10 ORD SHS REGS |
UNITED STATES |
4,690 |
581,560 |
|
SK TELECOM LTD |
SPONSORED ADR |
UNITED STATES |
23,791 |
482,719 |
|
SOCIEDAD QUIMICA MINERA DE CHI |
SPONSORED ADR REPSTG SER B SHS |
UNITED STATES |
4,763 |
520,120 |
|
SOUTHERN COPPER CORP DEL |
COM |
UNITED STATES |
2,087 |
139,787 |
|
SURGUTNEFTEGAZ JSC |
SPONSORED ADR REPSTG PFD SHS |
UNITED STATES |
9,644 |
872,782 |
|
SURGUTNEFTEGAZ JSC |
SPONSORED ADR |
UNITED STATES |
31,310 |
1,712,657 |
|
SYNTHES INC |
CHF0.001(POST SUBD) |
UNITED STATES |
7,057 |
790,328 |
|
TATNEFT |
SPONSORED ADR REG S |
UNITED STATES |
10,200 |
673,200 |
127
|
TELE NORTE LESTE PARTICIPACOES |
SPONSORED ADR REPSTG PFD |
UNITED STATES |
4,373 |
78,364 |
|
TELECOM ARGENTINA S.A. |
SPONSORED ADR REPSTG CL B SHS |
UNITED STATES |
12,340 |
159,063 |
|
TENARIS S A |
SPONSORED ADR |
UNITED STATES |
7,244 |
829,438 |
|
TEVA PHARMACEUTICAL INDS LTD |
ADR |
UNITED STATES |
33,798 |
1,453,652 |
|
TRANSPORTADORA DE GAS DEL SUR |
SPONSORED ADR REPSTG 5 CL B SH |
UNITED STATES |
12,024 |
63,366 |
|
UNIFIED ENERGY SYS RUSSIA |
SPONSORED ADR |
UNITED STATES |
2,318 |
96,777 |
|
UNIFIED ENERGY SYS RUSSIA |
GLOBAL DEPOSITARY RCPT REG S |
UNITED STATES |
9,742 |
414,035 |
|
URALSVY ASINFORM JSC |
SPONSORED ADR |
UNITED STATES |
6,900 |
47,610 |
|
VINA CONCHA Y TORO S A |
SPONSORED ADR |
UNITED STATES |
4,180 |
122,725 |
|
WIMM BILL DANN FOODS OJSC |
SPONSORED ADR |
UNITED STATES |
5,000 |
120,150 |
|
C A NAC TELEFONOS |
D COM VEB36.90 |
VENEZUELA |
14,547 |
28,969 |
|
COMPANIA ANON NACL TELE DE VEZ |
SPON ADR REPST 7 CL D SHRS |
VENEZUELA |
10,220 |
146,146 |
|
ARGENTINE PESO |
|
ARGENTINA |
145 |
48 |
|
AUSTRALIAN DOLLAR |
|
AUSTRALIA |
661,874 |
485,517 |
|
EURONAV NV |
|
BELGIUM |
3,146 |
90,953 |
|
BRAZILIAN REAL |
|
BRAZIL |
1,244,990 |
533,072 |
|
CANADIAN DOLLAR |
|
CANADA |
443,102 |
379,319 |
|
YUAN RENMINBI |
|
CHINA |
24,721 |
3,063 |
|
CZECH KORUNA |
|
CZECH REPUBLIC |
1,322,696 |
53,716 |
|
DANISH KRONE |
|
DENMARK |
231,143 |
36,553 |
|
EGYPTIAN POUND |
|
EGYPT |
666,593 |
116,156 |
|
HONG KONG DOLLAR |
|
HONG KONG |
1,637,410 |
211,182 |
|
HUNGARIAN FORINT |
|
HUNGARY |
3,912,422 |
18,280 |
|
INDIAN RUPEE |
|
INDIA |
19,366,912 |
430,280 |
|
INDONESIAN RUPIAH |
|
INDONESIA |
1,560,837,518 |
158,622 |
|
EURO CURRENCY |
|
INTERNATIONAL |
5,623,611 |
6,633,329 |
|
ISRAELI SHEKEL |
|
ISRAEL |
278,257 |
60,441 |
|
JAPANESE YEN |
|
JAPAN |
685,967,593 |
5,811,807 |
|
JORDANIAN DINAR |
|
JORDAN |
10,472 |
14,781 |
|
SOUTH KOREAN WON |
|
KOREA, REPUBLIC OF |
540,116,571 |
534,319 |
|
MALAYSIAN RINGGIT |
|
MALAYSIA |
1,506,621 |
398,630 |
|
MEXICAN PESO(NEW) |
|
MEXICO |
1,483,980 |
139,503 |
|
MOROCCAN DIRHAM |
|
MOROCCO |
518,406 |
55,924 |
|
NEW ZEALAND DOLLAR |
|
NEW ZEALAND |
85,763 |
58,409 |
|
NORWEGIAN KRONE |
|
NORWAY |
528,731 |
78,085 |
|
PAKISTAN RUPEE |
|
PAKISTAN |
2,337,419 |
39,094 |
|
PHILIPPINE PESO |
|
PHILIPPINES |
3,767,400 |
71,036 |
|
POLISH ZOLTY |
|
POLAND |
155,411 |
47,710 |
|
SINGAPORE DOLLAR |
|
SINGAPORE |
167,562 |
100,771 |
|
SOUTH AFRICAN RAND |
|
SOUTH AFRICA |
498,398 |
78,581 |
|
SRI LANKA RUPEE |
|
SRI LANKA |
2,414 |
24 |
|
SWEDISH KRONA |
|
SWEDEN |
1,887,417 |
237,154 |
|
SWISS FRANC |
|
SWITZERLAND |
1,210,082 |
918,155 |
|
NEW TAIWAN DOLLAR |
|
TAIWAN |
6,606,454 |
201,153 |
|
THAILAND BAHT |
|
THAILAND |
2,787,998 |
68,000 |
|
TURKISH LIRA |
|
TURKEY |
111,490 |
82,493 |
|
POUND STERLING |
|
UNITED KINGDOM |
3,256,097 |
5,589,904 |
|
VENEZUELAN BOLIVAR |
|
VENEZUELA |
27,868,612 |
10,776 |
|
S + P / CANADA 60 INDEX FTR |
6-Mar |
CANADA |
800 |
|
|
CAC 40 10 EURO INDEX FUTURE AP |
6-Mar |
FRANCE |
600 |
|
|
DAX INDEX FUTURES |
6-Mar |
GERMANY |
825 |
|
|
S + P / MIB 30 INDEX FUTURE |
6-Mar |
ITALY |
5 |
|
|
TOPIX INDEX FUTURES |
6-Mar |
JAPAN |
1,150,000 |
|
128
|
FTSE 100 INDEX FUTURES |
6-Mar |
UNITED KINGDOM |
470 |
|
|
|
SHARE PRICE INDEX 200 FUTURES |
6-Mar |
UNITED KINGDOM |
225 |
|
|
|
MSCI TAIWAN INDEX FUTURE |
6-Jan |
SINGAPORE |
24,800 |
|
|
|
|
|
|
|
|
|
|
|
Total : |
|
|
$1,931,665,572 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
n / a Cost is not applicable |
|
|
|
|
|
129
EXHIBIT
C - Equity Income
(Managed
by State Street Global Advisors)
IBM SAVINGS PLAN AT DECEMBER 31, 2005
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
|
|
|
|
(c) Description of investment including maturity date, |
|
|
|
(e) Current |
|
||
(a) |
|
(b) Identity of issue, borrower, lessor, or similar party |
|
rate of interest, collateral, par, or maturity value |
|
(d) Cost |
|
value |
|
||
|
|
|
|
|
|
|
|
(n/a) |
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
3M CO |
|
COM |
|
8,200 |
|
|
|
$635,500 |
|
|
|
ABBOTT LABS |
|
COM |
|
16,300 |
|
|
|
642,709 |
|
|
|
ACCO BRANDS CORP |
|
COM |
|
611 |
|
|
|
14,970 |
|
|
|
ACTIVISION INC NEW |
|
COM |
|
3,900 |
|
|
|
53,586 |
|
|
|
ADESA INC |
|
COM |
|
1,300 |
|
|
|
31,746 |
|
|
|
ADOBE SYS INC |
|
COM |
|
4,332 |
|
|
|
160,111 |
|
|
|
ADVANCE AUTO PARTS |
|
COM |
|
1,950 |
|
|
|
84,747 |
|
|
|
ADVANCED MED OPTICS INC |
|
COM |
|
1,200 |
|
|
|
50,160 |
|
|
|
ADVANCED MICRO DEVICES INC |
|
COM |
|
600 |
|
|
|
18,360 |
|
|
|
AES CORP |
|
COM |
|
1,300 |
|
|
|
20,579 |
|
|
|
AETNA INC |
|
COM |
|
1,900 |
|
|
|
179,189 |
|
|
|
AFFILIATED MANAGERS GROUP INC |
|
COM |
|
600 |
|
|
|
48,150 |
|
|
|
AFFYMETRIX INC |
|
COM |
|
1,200 |
|
|
|
57,300 |
|
|
|
AFLAC INC |
|
COM |
|
3,100 |
|
|
|
143,902 |
|
|
|
AGERE SYS INC |
|
COM |
|
2,900 |
|
|
|
37,410 |
|
|
|
AGILENT TECHNOLOGIES INC |
|
COM |
|
2,131 |
|
|
|
70,941 |
|
|
|
AGL RES INC |
|
COM |
|
1,200 |
|
|
|
41,772 |
|
|
|
AIR PRODS + CHEMS INC |
|
COM |
|
3,900 |
|
|
|
230,841 |
|
|
|
AKAMAI TECHNOLOGIES INC |
|
COM |
|
2,000 |
|
|
|
39,860 |
|
|
|
ALAMOSA HOLDINGS INC |
|
COM |
|
2,100 |
|
|
|
39,081 |
|
|
|
ALBEMARLE CORP |
|
COM |
|
1,100 |
|
|
|
42,185 |
|
|
|
ALBERTSONS INC |
|
COM |
|
6,400 |
|
|
|
136,640 |
|
|
|
ALCOA INC |
|
COM |
|
7,100 |
|
|
|
209,947 |
|
|
|
ALEXANDER + BALDWIN INC |
|
COM |
|
800 |
|
|
|
43,392 |
|
|
|
ALLEGHENY ENERGY INC |
|
COM |
|
2,700 |
|
|
|
85,455 |
|
|
|
ALLERGAN INC |
|
COM |
|
500 |
|
|
|
53,980 |
|
|
|
ALLIANCE DATA SYSTEMS CORP |
|
COM |
|
1,600 |
|
|
|
56,960 |
|
|
|
ALLIANT ENERGY CORP |
|
COM |
|
1,900 |
|
|
|
53,276 |
|
|
|
ALLIED CAP CORP NEW |
|
COM |
|
2,535 |
|
|
|
74,453 |
|
|
|
ALLSTATE CORP |
|
COM |
|
8,100 |
|
|
|
437,967 |
|
|
|
ALLTEL CORP |
|
COM |
|
3,700 |
|
|
|
233,470 |
|
|
|
ALTERA CORP |
|
COM |
|
900 |
|
|
|
16,677 |
|
|
|
ALTRIA GROUP INC |
|
COM |
|
20,100 |
|
|
|
1,501,872 |
|
130
|
|
AMAZON COM INC |
|
COM |
|
2,700 |
|
127,305 |
|
|
AMB PPTY CORP |
|
COM |
|
1,400 |
|
68,838 |
|
|
AMBAC FINL GROUP INC |
|
COM |
|
100 |
|
7,706 |
|
|
AMERADA HESS CORP |
|
COM |
|
100 |
|
12,682 |
|
|
AMEREN CORP |
|
COM |
|
3,300 |
|
169,092 |
|
|
AMERICAN CAP STRATEGIES LTD |
|
COM |
|
2,100 |
|
76,041 |
|
|
AMERICAN ELEC PWR INC |
|
COM |
|
6,600 |
|
244,794 |
|
|
AMERICAN EXPRESS CO |
|
COM |
|
8,400 |
|
432,264 |
|
|
AMERICAN FINL GROUP INC OHIO |
|
COM |
|
900 |
|
34,479 |
|
|
AMERICAN FINL RLTY TR |
|
COM |
|
1,900 |
|
22,800 |
|
|
AMERICAN GREETINGS CORP |
|
CL A |
|
1,300 |
|
28,561 |
|
|
AMERICAN INTL GROUP INC |
|
COM |
|
18,689 |
|
1,275,150 |
|
|
AMERICAN NATL INS CO |
|
COM |
|
100 |
|
11,699 |
|
|
AMERICAN TOWER CORP |
|
CL A |
|
3,217 |
|
87,181 |
|
|
AMERIGROUP CORP |
|
COM |
|
1,000 |
|
19,460 |
|
|
AMERIPRISE FINL INC |
|
COM |
|
1,780 |
|
72,980 |
|
|
AMERITRADE HLDG CORP NEW |
|
COM |
|
800 |
|
19,200 |
|
|
AMGEN INC |
|
COM |
|
9,969 |
|
786,155 |
|
|
AMR CORP DEL |
|
COM |
|
2,600 |
|
57,798 |
|
|
AMSOUTH BANCORPORATION |
|
COM |
|
6,000 |
|
157,260 |
|
|
ANADARKO PETE CORP |
|
COM |
|
1,200 |
|
113,700 |
|
|
ANALOG DEVICES INC |
|
COM |
|
1,500 |
|
53,805 |
|
|
ANDREW CORP |
|
COM |
|
3,000 |
|
32,190 |
|
|
ANHEUSER BUSCH COS INC |
|
COM |
|
8,400 |
|
360,864 |
|
|
ANNALY MTG MGMT INC |
|
COM |
|
1,800 |
|
19,692 |
|
|
ANNTAYLOR STORES CORP |
|
COM |
|
1,400 |
|
48,328 |
|
|
AON CORP |
|
COM |
|
5,300 |
|
190,535 |
|
|
APACHE CORP |
|
COM |
|
2,000 |
|
137,040 |
|
|
APARTMENT INVT + MGMT CO |
|
CL A |
|
1,800 |
|
68,166 |
|
|
APOLLO GROUP INC |
|
CL A |
|
811 |
|
49,033 |
|
|
APPLE COMPUTER |
|
COM |
|
5,700 |
|
409,773 |
|
|
APPLIED MATERIALS INC |
|
COM |
|
11,900 |
|
213,486 |
|
|
ARCHER DANIELS MIDLAND CO |
|
COM |
|
2,800 |
|
69,048 |
|
|
ARCHSTONE SMITH TR |
|
COM |
|
3,200 |
|
134,048 |
|
|
ARDEN RLTY INC |
|
COM |
|
1,000 |
|
44,830 |
|
|
ASHLAND INC NEW |
|
COM |
|
1,200 |
|
69,480 |
|
|
ASSOCIATED BANC CORP |
|
COM |
|
2,345 |
|
76,330 |
|
|
ASTORIA FINL CORP |
|
COM |
|
1,650 |
|
48,510 |
|
|
AT+T INC |
|
COM |
|
45,420 |
|
1,112,336 |
|
|
ATMOS ENERGY CORP |
|
COM |
|
1,500 |
|
39,240 |
|
|
AUTODESK INCORPORATED |
|
COM |
|
400 |
|
17,180 |
|
|
AUTOLIV |
|
COM |
|
1,700 |
|
77,214 |
|
|
AUTOMATIC DATA PROCESSING INC |
|
COM |
|
6,800 |
|
312,052 |
|
|
AVALONBAY CMNTYS INC |
|
COM |
|
1,300 |
|
116,025 |
|
|
AVAYA INC |
|
COM |
|
1,800 |
|
19,206 |
|
|
AVERY DENNISON CORP |
|
COM |
|
1,900 |
|
105,013 |
|
|
AVID TECHNOLOGY INC |
|
COM |
|
700 |
|
38,332 |
|
|
AVON PRODS INC |
|
COM |
|
2,900 |
|
82,795 |
|
|
AVX CORP NEW |
|
COM |
|
1,000 |
|
14,480 |
131
|
|
BAKER HUGHES INC |
|
COM |
|
1,800 |
|
109,404 |
|
|
BANK AMER CORP |
|
COM |
|
37,898 |
|
1,748,993 |
|
|
BANK HAWAII CORP |
|
COM |
|
1,000 |
|
51,540 |
|
|
BANK NEW YORK INC |
|
COM |
|
10,900 |
|
347,165 |
|
|
BARD C R INC |
|
COM |
|
900 |
|
59,328 |
|
|
BAUSCH + LOMB INC |
|
COM |
|
600 |
|
40,740 |
|
|
BAXTER INTL INC |
|
COM |
|
9,300 |
|
350,145 |
|
|
BB+T CORP |
|
COM |
|
7,719 |
|
323,503 |
|
|
BEA SYS INC |
|
COM |
|
4,100 |
|
38,540 |
|
|
BEAR STEARNS COS INC |
|
COM |
|
500 |
|
57,765 |
|
|
BEAZER HOMES USA INC |
|
COM |
|
600 |
|
43,704 |
|
|
BEBE STORES INC |
|
COM |
|
700 |
|
9,821 |
|
|
BECTON DICKINSON + CO |
|
COM |
|
1,800 |
|
108,144 |
|
|
BED BATH + BEYOND INC |
|
COM |
|
1,300 |
|
46,995 |
|
|
BELLSOUTH CORP |
|
COM |
|
21,800 |
|
590,780 |
|
|
BELO CORP |
|
COM SER A |
|
1,000 |
|
21,410 |
|
|
BEMIS CO INC |
|
COM |
|
1,900 |
|
52,953 |
|
|
BEST BUY CO INC |
|
COM |
|
37,900 |
|
1,647,892 |
|
|
BIOGEN IDEC INC |
|
COM |
|
2,900 |
|
131,457 |
|
|
BIOMET INC |
|
COM |
|
1,100 |
|
40,227 |
|
|
BISYS GROUP INC |
|
COM |
|
2,000 |
|
28,020 |
|
|
BJ SVCS CO |
|
COM |
|
600 |
|
22,002 |
|
|
BJS WHSL CLUB INC |
|
COM |
|
1,300 |
|
38,428 |
|
|
BLOCK H + R INC |
|
COM |
|
5,500 |
|
135,025 |
|
|
BMC SOFTWARE INC |
|
COM |
|
600 |
|
12,294 |
|
|
BOEING CO |
|
COM |
|
7,400 |
|
519,776 |
|
|
BOSTON PPTYS INC |
|
COM |
|
1,900 |
|
140,847 |
|
|
BOSTON SCIENTIFIC CORP |
|
COM |
|
4,700 |
|
115,103 |
|
|
BOYD GAMING CORP |
|
COM |
|
800 |
|
38,128 |
|
|
BRE PPTYS INC |
|
COM |
|
700 |
|
31,836 |
|
|
BRISTOL MYERS SQUIBB CO |
|
COM |
|
23,200 |
|
533,136 |
|
|
BROADCOM CORP |
|
CL A |
|
1,400 |
|
66,010 |
|
|
BROWN FORMAN CORP |
|
CL B |
|
700 |
|
48,524 |
|
|
BURLINGTON NORTHN SANTA FE |
|
COM |
|
6,000 |
|
424,920 |
|
|
BURLINGTON RES INC |
|
COM |
|
2,300 |
|
198,260 |
|
|
CABLEVISION SYS CORP |
|
COM |
|
400 |
|
9,388 |
|
|
CABOT CORP |
|
COM |
|
1,200 |
|
42,960 |
|
|
CACI INTL INC |
|
CL A |
|
600 |
|
34,428 |
|
|
CAMDEN PPTY TR |
|
COM |
|
900 |
|
52,128 |
|
|
CAMPBELL SOUP CO |
|
COM |
|
3,900 |
|
116,103 |
|
|
CAPITAL ONE FINL CORP |
|
COM |
|
2,516 |
|
217,382 |
|
|
CAPITOL FED FINL |
|
COM |
|
500 |
|
16,470 |
|
|
CARDINAL HEALTH INC |
|
COM |
|
2,750 |
|
189,063 |
|
|
CAREMARK RX INC |
|
COM |
|
2,700 |
|
139,833 |
|
|
CARRAMERICA RLTY CORP |
|
COM |
|
1,100 |
|
38,093 |
|
|
CATERPILLAR INC |
|
COM |
|
8,600 |
|
496,822 |
|
|
CB RICHARD ELLIS GROUP INC |
|
CL A |
|
1,000 |
|
58,850 |
|
|
CBL + ASSOC PPTYS INC |
|
COM |
|
900 |
|
35,559 |
|
|
CBRL GROUP INC |
|
COM |
|
900 |
|
31,635 |
132
|
|
CDW CORP |
|
COM |
|
1,100 |
|
63,327 |
|
|
CENDANT CORP |
|
COM |
|
7,700 |
|
132,825 |
|
|
CENTERPOINT PPTYS TR |
|
COM |
|
900 |
|
44,532 |
|
|
CEPHALON INC |
|
COM |
|
1,100 |
|
71,214 |
|
|
CERNER CORP |
|
COM |
|
500 |
|
45,455 |
|
|
CHARLES RIV LABORATORIES INTL |
|
COM |
|
1,300 |
|
55,081 |
|
|
CHECKFREE CORP NEW |
|
COM |
|
1,600 |
|
73,440 |
|
|
CHEMTURA CORP |
|
COM |
|
3,600 |
|
45,720 |
|
|
CHESAPEAKE ENERGY CORP |
|
COM |
|
5,000 |
|
158,650 |
|
|
CHEVRON CORP |
|
COM |
|
22,203 |
|
1,260,464 |
|
|
CHICAGO MERCANTILE EXCHANGE |
|
COM |
|
200 |
|
73,498 |
|
|
CHOICE HOTELS INC |
|
COM |
|
1,300 |
|
54,288 |
|
|
CHOICEPOINT INC |
|
COM |
|
1,666 |
|
74,154 |
|
|
CHUBB CORP |
|
COM |
|
3,300 |
|
322,245 |
|
|
CIGNA CORP |
|
COM |
|
590 |
|
65,903 |
|
|
CINCINNATI FINL CORP |
|
COM |
|
2,925 |
|
130,689 |
|
|
CINERGY CORP |
|
COM |
|
3,400 |
|
144,364 |
|
|
CISCO SYS INC |
|
COM |
|
53,000 |
|
907,360 |
|
|
CIT GROUP INC NEW |
|
COM |
|
3,800 |
|
196,764 |
|
|
CITIGROUP INC |
|
COM |
|
48,113 |
|
2,334,924 |
|
|
CITRIX SYS INC |
|
COM |
|
700 |
|
20,146 |
|
|
CLAIRE S STORES INC |
|
COM |
|
1,700 |
|
49,674 |
|
|
CLEAR CHANNEL COMMUNICATIONS |
|
COM |
|
5,200 |
|
163,540 |
|
|
CLOROX CO |
|
COM |
|
2,400 |
|
136,536 |
|
|
CMS ENERGY CORP |
|
COM |
|
4,000 |
|
58,040 |
|
|
CNF INC |
|
COM |
|
1,000 |
|
55,890 |
|
|
COACH INC |
|
COM |
|
1,500 |
|
50,010 |
|
|
COCA COLA CO |
|
COM |
|
21,700 |
|
874,727 |
|
|
COGNIZANT TECHNOLOGY SOLUTIONS |
|
CL A |
|
2,500 |
|
125,875 |
|
|
COLGATE PALMOLIVE CO |
|
COM |
|
6,400 |
|
351,040 |
|
|
COLONIAL BANCGROUPINC |
|
COM |
|
2,700 |
|
64,314 |
|
|
COMCAST CORP NEW |
|
CL A |
|
24,705 |
|
641,342 |
|
|
COMERICA INC |
|
COM |
|
2,800 |
|
158,928 |
|
|
COMMERCE GROUP INC MASS |
|
COM |
|
500 |
|
28,640 |
|
|
COMMUNITY HEALTH SYS INC NEW |
|
COM |
|
1,400 |
|
53,676 |
|
|
COMPASS BANCSHARES INC |
|
COM |
|
2,000 |
|
96,580 |
|
|
COMPUTER ASSOC INTL INC |
|
COM |
|
1,900 |
|
53,561 |
|
|
COMPUTER SCIENCES CORP |
|
COM |
|
800 |
|
40,512 |
|
|
CONAGRA INC |
|
COM |
|
8,300 |
|
168,324 |
|
|
CONOCOPHILLIPS |
|
COM |
|
14,240 |
|
828,483 |
|
|
CONSOL ENERGY INC |
|
COM |
|
1,500 |
|
97,770 |
|
|
CONSOLIDATED EDISON INC |
|
COM |
|
4,200 |
|
194,586 |
|
|
CONSTELLATION ENERGY GROUP INC |
|
COM |
|
500 |
|
28,800 |
|
|
COPART INC |
|
COM |
|
1,300 |
|
29,978 |
|
|
CORNING INC |
|
COM |
|
8,900 |
|
174,974 |
|
|
CORPORATE EXECUTIVE BRD CO |
|
COM |
|
800 |
|
71,760 |
|
|
COSTCO WHSL CORP NEW |
|
COM |
|
3,300 |
|
163,251 |
|
|
COUNTRYWIDE FINL CORP |
|
COM |
|
3,298 |
|
112,759 |
|
|
COVANCE INC |
|
COM |
|
1,200 |
|
58,260 |
133
|
|
CREE INC |
|
COM |
|
1,500 |
|
37,860 |
|
|
CRESCENT REAL ESTATE EQUITIES |
|
COM |
|
1,100 |
|
21,802 |
|
|
CROWN CASTLE INTL CORP |
|
COM |
|
3,600 |
|
96,876 |
|
|
CROWN HLDGS INC |
|
COM |
|
2,700 |
|
52,731 |
|
|
CSX CORP |
|
COM |
|
400 |
|
20,308 |
|
|
CULLEN FROST BANKERS INC |
|
COM |
|
1,000 |
|
53,680 |
|
|
CUMMINS INC |
|
COM |
|
800 |
|
71,784 |
|
|
CVS CORP |
|
COM |
|
4,900 |
|
129,458 |
|
|
CYTYC CORP |
|
COM |
|
1,700 |
|
47,991 |
|
|
D R HORTON INC |
|
COM |
|
400 |
|
14,292 |
|
|
DADE BEHRING HLDGS INC |
|
COM |
|
1,600 |
|
65,424 |
|
|
DANA CORP |
|
COM |
|
2,300 |
|
16,514 |
|
|
DANAHER CORP |
|
COM |
|
1,000 |
|
55,780 |
|
|
DAVITA INC |
|
COM |
|
1,571 |
|
79,555 |
|
|
DEERE + CO |
|
COM |
|
4,000 |
|
272,440 |
|
|
DELL INC |
|
COM |
|
20,200 |
|
605,798 |
|
|
DELUXE CORP |
|
COM |
|
1,000 |
|
30,140 |
|
|
DENBURY RES INC |
|
COM |
|
2,200 |
|
50,116 |
|
|
DEVELOPERS DIVERSIFIED RLTY |
|
COM |
|
1,900 |
|
89,338 |
|
|
DEVON ENERGY CORPORATION NEW |
|
COM |
|
2,900 |
|
181,366 |
|
|
DEX MEDIA INC |
|
COM |
|
2,900 |
|
78,561 |
|
|
DIAMOND OFFSHORE DRILLING INC |
|
COM |
|
900 |
|
62,604 |
|
|
DICKS SPORTING GOODS INC |
|
COM |
|
700 |
|
23,268 |
|
|
DIEBOLD INC |
|
COM |
|
1,400 |
|
53,200 |
|
|
DILLARDS INC |
|
CL A |
|
1,100 |
|
27,302 |
|
|
DIRECTV GROUP INC |
|
COM |
|
3,100 |
|
43,772 |
|
|
DISCOVERY HLDG CO |
|
COM SER A |
|
1,700 |
|
25,755 |
|
|
DISNEY WALT CO |
|
COM |
|
15,100 |
|
361,947 |
|
|
DOLBY LABORATORIES INC |
|
CL A |
|
700 |
|
11,935 |
|
|
DOLLAR GEN CORP |
|
COM |
|
1,500 |
|
28,605 |
|
|
DOMINION RES INC VA NEW |
|
COM |
|
4,800 |
|
370,560 |
|
|
DONNELLEY R R + SONS CO |
|
COM |
|
3,600 |
|
123,156 |
|
|
DOVER CORP |
|
COM |
|
3,700 |
|
149,813 |
|
|
DOW CHEM CO |
|
COM |
|
11,144 |
|
488,330 |
|
|
DOW JONES + CO INC |
|
COM |
|
1,000 |
|
35,490 |
|
|
DOWNEY FINL CORP |
|
COM |
|
400 |
|
27,356 |
|
|
DREAMWORKS ANIMATION SKG |
|
CL A |
|
800 |
|
19,648 |
|
|
DRESSER RAND GROUP INC |
|
COM |
|
800 |
|
19,344 |
|
|
DTE ENERGY CO |
|
COM |
|
2,900 |
|
125,251 |
|
|
DU PONT E I DE NEMOURS + CO |
|
COM |
|
12,200 |
|
518,500 |
|
|
DUKE ENERGY CO |
|
COM |
|
13,100 |
|
359,595 |
|
|
DUKE RLTY CORP |
|
COM |
|
2,200 |
|
73,480 |
|
|
E TRADE FINL CORP |
|
COM |
|
6,100 |
|
127,246 |
|
|
EASTMAN CHEM CO |
|
COM |
|
1,300 |
|
67,067 |
|
|
EASTMAN KODAK CO |
|
COM |
|
4,800 |
|
112,320 |
|
|
EATON CORP |
|
COM |
|
2,600 |
|
174,434 |
|
|
EBAY INC |
|
COM |
|
10,100 |
|
436,825 |
|
|
ECHOSTAR COMMUNICATIONS CORP N |
|
CL A |
|
500 |
|
13,585 |
|
|
ECOLAB INC |
|
COM |
|
700 |
|
25,389 |
134
|
|
EDISON INTL |
|
COM |
|
1,300 |
|
56,693 |
|
|
EDWARDS A G INC |
|
COM |
|
1,500 |
|
70,290 |
|
|
EDWARDS LIFESCIENCES CORP |
|
COM |
|
1,100 |
|
45,771 |
|
|
EL PASO CORP |
|
COM |
|
11,000 |
|
133,760 |
|
|
ELECTRONIC ARTS INC |
|
COM |
|
2,000 |
|
104,620 |
|
|
ELECTRONIC DATA SYS CORP NEW |
|
COM |
|
8,900 |
|
213,956 |
|
|
EMC CORP |
|
COM |
|
16,900 |
|
230,178 |
|
|
EMDEON CORP |
|
COM |
|
5,800 |
|
49,068 |
|
|
EMERSON ELEC CO |
|
COM |
|
4,800 |
|
358,560 |
|
|
ENERGY EAST CORP |
|
COM |
|
2,600 |
|
59,280 |
|
|
ENGELHARD CORP |
|
COM |
|
2,000 |
|
60,300 |
|
|
ENTERGY CORP NEW |
|
COM |
|
3,600 |
|
247,140 |
|
|
EOG RESOURCES INC |
|
COM |
|
1,000 |
|
73,370 |
|
|
EQUITY OFFICE PPTYS TR |
|
COM |
|
6,900 |
|
209,277 |
|
|
EQUITY RESIDENTIAL |
|
SH BEN INT |
|
4,700 |
|
183,864 |
|
|
ERIE INDTY CO |
|
CL A |
|
600 |
|
31,920 |
|
|
ESSEX PROPERTY TRUST |
|
COM |
|
400 |
|
36,880 |
|
|
EXELON CORP |
|
COM |
|
8,574 |
|
455,622 |
|
|
EXPEDIA INC DEL |
|
COM |
|
1,770 |
|
42,409 |
|
|
EXXON MOBIL CORP |
|
COM |
|
56,100 |
|
3,151,137 |
|
|
F5 NETWORKS INC |
|
COM |
|
700 |
|
40,033 |
|
|
FAMILY DLR STORES INC |
|
COM |
|
2,700 |
|
66,933 |
|
|
FEDERAL HOME LN MTG CORP |
|
COM |
|
5,000 |
|
326,750 |
|
|
FEDERAL NATL MTG ASSN |
|
COM |
|
7,200 |
|
351,432 |
|
|
FEDERAL RLTY INVT TR |
|
SH BEN INT |
|
1,000 |
|
60,650 |
|
|
FEDERATED DEPT STORES INC DE |
|
COM |
|
2,313 |
|
153,421 |
|
|
FEDEX CORP |
|
COM |
|
2,000 |
|
206,780 |
|
|
FIDELITY NATL FINL INC |
|
COM |
|
2,758 |
|
101,467 |
|
|
FIDELITY NATL TITLE GROUP INC |
|
CL A |
|
535 |
|
13,027 |
|
|
FIFTH THIRD BANCORP |
|
COM |
|
7,996 |
|
301,609 |
|
|
FIRST AMERICAN CORP |
|
COM |
|
1,600 |
|
72,480 |
|
|
FIRST DATA CORP |
|
COM |
|
5,200 |
|
223,652 |
|
|
FIRST HORIZON NATL CORP |
|
COM |
|
2,200 |
|
84,568 |
|
|
FIRST MARBLEHEAD CORP |
|
COM |
|
500 |
|
16,430 |
|
|
FIRSTENERGY CORP |
|
COM |
|
4,030 |
|
197,430 |
|
|
FIRSTMERIT CORP |
|
COM |
|
1,600 |
|
41,456 |
|
|
FISERV INC |
|
COM |
|
400 |
|
17,308 |
|
|
FISHER SCIENTIFIC INTL INC |
|
COM |
|
700 |
|
43,302 |
|
|
FMC CORP |
|
COM |
|
700 |
|
37,219 |
|
|
FORD MTR CO DEL |
|
COM |
|
25,600 |
|
197,632 |
|
|
FOREST LABS INC |
|
COM |
|
2,400 |
|
97,632 |
|
|
FOREST OIL CORP |
|
COM |
|
1,000 |
|
45,570 |
|
|
FORTUNE BRANDS INC |
|
COM |
|
2,500 |
|
195,050 |
|
|
FPL GROUP INC |
|
COM |
|
6,700 |
|
278,452 |
|
|
FRANKLIN RES INC |
|
COM |
|
600 |
|
56,406 |
|
|
FREEPORT MCMORAN COPPER + GOLD |
|
CL B |
|
800 |
|
43,040 |
|
|
FREESCALE SEMICONDUCTOR INC |
|
CL B |
|
5,500 |
|
138,435 |
|
|
FRIEDMAN BILLINGS RAMSEY GROUP |
|
CL A |
|
2,100 |
|
20,790 |
|
|
FULTON FINL CORP PA |
|
COM |
|
2,400 |
|
42,240 |
135
|
|
GALLAGHER ARTHUR J + CO |
|
COM |
|
1,400 |
|
43,232 |
|
|
GANNETT INC |
|
COM |
|
3,100 |
|
187,767 |
|
|
GAP INC |
|
COM |
|
2,200 |
|
38,808 |
|
|
GEN PROBE INC NEW |
|
COM |
|
1,000 |
|
48,790 |
|
|
GENENTECH INC |
|
COM |
|
3,600 |
|
333,000 |
|
|
GENERAL DYNAMICS CORP |
|
COM |
|
1,300 |
|
148,265 |
|
|
GENERAL ELEC CO |
|
COM |
|
96,300 |
|
3,375,315 |
|
|
GENERAL GROWTH PPTYS INC |
|
COM |
|
2,880 |
|
135,331 |
|
|
GENERAL MLS INC |
|
COM |
|
4,200 |
|
207,144 |
|
|
GENERAL MTRS CORP |
|
COM |
|
6,100 |
|
118,462 |
|
|
GENUINE PARTS CO |
|
COM |
|
2,900 |
|
127,368 |
|
|
GENZYME CORP |
|
COM |
|
1,900 |
|
134,482 |
|
|
GETTY IMAGES INC |
|
COM |
|
900 |
|
80,343 |
|
|
GILEAD SCIENCES INC |
|
COM |
|
2,800 |
|
147,364 |
|
|
GLOBAL SIGNAL INC |
|
COM |
|
300 |
|
12,948 |
|
|
GOLDEN WEST FINL CORP DEL |
|
COM |
|
1,300 |
|
85,800 |
|
|
GOLDMAN SACHS GROUP INC |
|
COM |
|
4,300 |
|
549,153 |
|
|
GOODRICH CORP |
|
COM |
|
2,300 |
|
94,530 |
|
|
GOODYEAR TIRE AND RUBBER |
|
COM |
|
2,500 |
|
43,450 |
|
|
GOOGLE INC |
|
CL A |
|
1,500 |
|
622,290 |
|
|
GRACO INC |
|
COM |
|
1,350 |
|
49,248 |
|
|
GREAT PLAINS ENERGY INC |
|
COM |
|
1,200 |
|
33,552 |
|
|
GUIDANT CORP |
|
COM |
|
4,900 |
|
317,275 |
|
|
HALLIBURTON CO |
|
COM |
|
6,200 |
|
384,152 |
|
|
HANOVER INS GROUP INC |
|
COM |
|
1,000 |
|
41,770 |
|
|
HARLEY DAVIDSON INC |
|
COM |
|
1,100 |
|
56,639 |
|
|
HARMAN INTL INDS INC NEW |
|
COM |
|
200 |
|
19,570 |
|
|
HARRAHS ENTMT INC |
|
COM |
|
800 |
|
57,032 |
|
|
HARRIS CORP DEL |
|
COM |
|
2,300 |
|
98,923 |
|
|
HARSCO CORP |
|
COM |
|
800 |
|
54,008 |
|
|
HARTFORD FINANCIAL SVCS GRP |
|
COM |
|
3,500 |
|
300,615 |
|
|
HAWAIIAN ELEC INDS INC |
|
COM |
|
1,600 |
|
41,440 |
|
|
HCA INC |
|
COM |
|
2,800 |
|
141,400 |
|
|
HEALTH CARE PPTY INVS INC |
|
COM |
|
2,400 |
|
61,344 |
|
|
HEALTH CARE REIT INC |
|
COM |
|
1,000 |
|
33,900 |
|
|
HEALTHCARE RLTY TR |
|
COM |
|
600 |
|
19,962 |
|
|
HEINZ H J CO |
|
COM |
|
5,900 |
|
198,948 |
|
|
HELMERICH AND PAYNE INC |
|
COM |
|
1,000 |
|
61,910 |
|
|
HERSHEY CO / THE |
|
COM |
|
1,100 |
|
60,775 |
|
|
HEWITT ASSOCS INC |
|
CL A |
|
800 |
|
22,408 |
|
|
HEWLETT PACKARD CO |
|
COM |
|
30,443 |
|
871,583 |
|
|
HILLENBRAND INDS INC |
|
COM |
|
1,100 |
|
54,351 |
|
|
HILTON HOTELS CORP |
|
COM |
|
700 |
|
16,877 |
|
|
HNI CORP |
|
COM |
|
1,000 |
|
54,930 |
|
|
HOME DEPOT INC |
|
COM |
|
21,400 |
|
866,272 |
|
|
HONEYWELL INTL INC |
|
COM |
|
11,100 |
|
413,475 |
|
|
HORMEL FOODS CORP |
|
COM |
|
700 |
|
22,876 |
|
|
HOSPITALITY PPTYS TR |
|
COM SH BEN INT |
|
1,100 |
|
44,110 |
|
|
HRPT PPTYS TR |
|
COM SH BEN INT |
|
3,000 |
|
31,050 |
136
|
|
HUBBELL INC |
|
CLB |
|
900 |
|
40,608 |
|
|
HUDSON CITY BANCORP INC |
|
COM |
|
3,600 |
|
43,632 |
|
|
HUNTINGTON BANCSHARES INC |
|
COM |
|
4,300 |
|
102,125 |
|
|
HUNTSMAN CORP |
|
COM |
|
900 |
|
15,498 |
|
|
HYPERION SOLUTIONS CORP |
|
COM |
|
1,200 |
|
42,984 |
|
|
IAC INTERACTIVECORP |
|
COM |
|
1,370 |
|
38,785 |
|
|
IDEXX LABS INC |
|
COM |
|
600 |
|
43,188 |
|
|
ILLINOIS TOOL WKS INC |
|
COM |
|
1,500 |
|
131,985 |
|
|
IMCLONE SYS INC |
|
COM |
|
1,100 |
|
37,664 |
|
|
INAMED CORP |
|
COM |
|
700 |
|
61,376 |
|
|
INDEPENDENCE CMNTY BK CORP |
|
COM |
|
1,400 |
|
55,622 |
|
|
INTEL CORP |
|
COM |
|
56,700 |
|
1,415,232 |
|
|
INTERACTIVE DATA CORP |
|
COM |
|
800 |
|
18,168 |
|
|
INTERNATIONAL BUSINESS MACHS |
|
COM |
|
15,122 |
|
1,243,028 |
|
|
INTERNATIONAL FLAVOURS |
|
COM |
|
1,400 |
|
46,900 |
|
|
INTERNATIONAL GAME TECHNOLOGY |
|
COM |
|
1,600 |
|
49,248 |
|
|
INTERNATIONAL PAPER CO |
|
COM |
|
8,200 |
|
275,602 |
|
|
INTERNATIONAL RECTIFIER CORP |
|
COM |
|
1,500 |
|
47,850 |
|
|
INTUIT |
|
COM |
|
500 |
|
26,650 |
|
|
INVITROGEN CORP |
|
COM |
|
900 |
|
59,976 |
|
|
ISTAR FINL INC |
|
COM |
|
1,700 |
|
60,605 |
|
|
ITT EDL SVCS INC |
|
COM |
|
700 |
|
41,377 |
|
|
ITT INDS INC |
|
COM |
|
100 |
|
10,282 |
|
|
JDS UNIPHASE CORP |
|
COM |
|
26,300 |
|
62,068 |
|
|
JEFFERSON PILOT CORP |
|
COM |
|
2,450 |
|
139,479 |
|
|
JEFFRIES GROUP INC NEW |
|
COM |
|
1,000 |
|
44,980 |
|
|
JETBLUE AWYS CORP |
|
COM |
|
2,250 |
|
34,605 |
|
|
JOHNSON + JOHNSON |
|
COM |
|
27,100 |
|
1,628,710 |
|
|
JOHNSON CTLS INC |
|
COM |
|
3,300 |
|
240,603 |
|
|
JPMORGAN CHASE + CO |
|
COM |
|
34,626 |
|
1,374,306 |
|
|
JUNIPER NETWORKS INC |
|
COM |
|
5,400 |
|
120,420 |
|
|
KB HOME |
|
COM |
|
1,300 |
|
94,458 |
|
|
KELLOGG CO |
|
COM |
|
4,200 |
|
181,524 |
|
|
KERR MCGEE CORP |
|
COM |
|
633 |
|
57,514 |
|
|
KEYCORP NEW |
|
COM |
|
7,100 |
|
233,803 |
|
|
KEYSPAN CORP |
|
COM |
|
3,000 |
|
107,070 |
|
|
KIMBERLY CLARK CORP |
|
COM |
|
5,300 |
|
316,145 |
|
|
KINDER MORGAN INC KANS |
|
COM |
|
200 |
|
18,390 |
|
|
KING PHARMACEUTICALS INC |
|
COM |
|
4,000 |
|
67,680 |
|
|
KKR FINL CORP |
|
COM |
|
1,200 |
|
28,788 |
|
|
KLA TENCOR CORP |
|
COM |
|
800 |
|
39,464 |
|
|
KNIGHT RIDDER INC |
|
COM |
|
1,100 |
|
69,630 |
|
|
KOHLS CORP |
|
COM |
|
2,000 |
|
97,200 |
|
|
KOS PHARMACEUTICALSINC |
|
COM |
|
300 |
|
15,519 |
|
|
KRAFT FOODS INC |
|
CL A |
|
4,200 |
|
118,188 |
|
|
KROGER CO |
|
COM |
|
3,500 |
|
66,080 |
|
|
L 3 COMMUNICATIONS HLDG CORP |
|
COM |
|
200 |
|
14,870 |
|
|
LAFARGE NORTH AMERICA INC |
|
COM |
|
100 |
|
5,502 |
|
|
LAIDLAW INTL INC |
|
COM |
|
1,900 |
|
44,137 |
137
|
|
LANDSTAR SYS INC |
|
COM |
|
600 |
|
25,044 |
|
|
LAS VEGAS SANDS CORP |
|
COM |
|
500 |
|
19,735 |
|
|
LAUREATE ED INC |
|
COM |
|
900 |
|
47,259 |
|
|
LEE ENTERPRISES INC |
|
COM |
|
600 |
|
22,146 |
|
|
LEGG MASON INC |
|
COM |
|
300 |
|
35,907 |
|
|
LEGGETT + PLATT INC |
|
COM |
|
3,600 |
|
82,656 |
|
|
LEHMAN BROTHERS HLDGS INC |
|
COM |
|
1,900 |
|
243,523 |
|
|
LENNAR CORP |
|
CL A |
|
600 |
|
36,612 |
|
|
LEXMARK INTL INC |
|
CL A |
|
500 |
|
22,415 |
|
|
LIBERTY GLOBAL INC |
|
COM SER C |
|
49 |
|
1,039 |
|
|
LIBERTY GLOBAL INC |
|
COM SER A |
|
5,349 |
|
120,353 |
|
|
LIBERTY MEDIA CORP |
|
COM SER A |
|
19,700 |
|
155,039 |
|
|
LIBERTY PROPERTY |
|
SH BEN INT SUPP |
|
1,500 |
|
64,275 |
|
|
LIFEPOINT HOSPS INC |
|
COM |
|
1,000 |
|
37,500 |
|
|
LILLY ELI + CO |
|
COM |
|
11,400 |
|
645,126 |
|
|
LIMITED BRANDS INC |
|
COM |
|
5,268 |
|
117,740 |
|
|
LINCOLN NATL CORP IN |
|
COM |
|
2,900 |
|
153,787 |
|
|
LINEAR TECHNOLOGY CORP |
|
COM |
|
1,300 |
|
46,891 |
|
|
LIVE NATION INC |
|
COM |
|
650 |
|
8,515 |
|
|
LOCKHEED MARTIN CORP |
|
COM |
|
2,700 |
|
171,801 |
|
|
LOEWS CORP |
|
COM |
|
1,000 |
|
43,990 |
|
|
LOEWS CORP |
|
COM |
|
500 |
|
47,425 |
|
|
LOUISIANA PAC CORP |
|
COM |
|
2,100 |
|
57,687 |
|
|
LOWES COS INC |
|
USD0.50 |
|
5,700 |
|
379,962 |
|
|
LUBRIZOL CORP |
|
COM |
|
1,300 |
|
56,459 |
|
|
LUCENT TECHNOLOGIES INC |
|
COM |
|
25,400 |
|
67,564 |
|
|
LYONDELL CHEMICAL CO |
|
COM |
|
800 |
|
19,056 |
|
|
M + T BK CORP |
|
COM |
|
100 |
|
10,905 |
|
|
M.D.C. HOLDINGS INC |
|
COM |
|
630 |
|
39,047 |
|
|
MACERICH CO |
|
COM |
|
1,100 |
|
73,854 |
|
|
MACK CA RLTY CORP |
|
COM |
|
900 |
|
38,880 |
|
|
MANOR CARE INC NEW |
|
COM |
|
1,500 |
|
59,655 |
|
|
MARATHON OIL CORP |
|
COM |
|
5,436 |
|
331,433 |
|
|
MARRIOTT INTL INC NEW |
|
CL A |
|
700 |
|
46,879 |
|
|
MARSH + MCLENNAN COS INC |
|
COM |
|
9,100 |
|
289,016 |
|
|
MARSHALL + ILSLEY CORP |
|
COM |
|
800 |
|
34,432 |
|
|
MARVEL ENTMT INC |
|
COM |
|
900 |
|
14,742 |
|
|
MASCO CORP |
|
COM |
|
7,200 |
|
217,368 |
|
|
MASSEY ENERGY CORP |
|
COM |
|
600 |
|
22,722 |
|
|
MATTEL INC |
|
COM |
|
1,000 |
|
15,820 |
|
|
MAXIM INTEGRATED PRODS INC |
|
COM |
|
2,030 |
|
73,567 |
|
|
MBIA INC |
|
COM |
|
500 |
|
30,080 |
|
|
MBNA CORP |
|
COM |
|
11,250 |
|
305,438 |
|
|
MCAFEE INC |
|
COM |
|
3,000 |
|
81,390 |
|
|
MCCORMICK + CO INC |
|
COM NON VTG |
|
2,200 |
|
68,024 |
|
|
MCDONALDS CORP |
|
COM |
|
9,400 |
|
316,968 |
|
|
MCGRAW HILL COS INC |
|
COM |
|
6,300 |
|
325,269 |
|
|
MCI INC |
|
COM |
|
4,700 |
|
92,731 |
|
|
MCKESSON CORP |
|
COM |
|
2,700 |
|
139,293 |
138
|
MEADWESTVACO CORP |
|
COM |
3,000 |
|
84,090 |
|
|
|
MEDCO HEALTH SOLUTIONS INC |
|
COM |
1,427 |
|
79,627 |
|
MEDIMMUNE INC |
|
COM |
1,700 |
|
59,534 |
|
|
|
MEDTRONIC INC |
|
COM |
10,000 |
|
575,700 |
|
MELLON FINL CORP |
|
COM |
7,200 |
|
246,600 |
|
|
|
MEMC ELECTR MATLS INC |
|
COM |
2,400 |
|
53,208 |
|
MENS WEARHOUSE INC |
|
COM |
900 |
|
26,496 |
|
|
|
MERCANTILE BANKSHARES CORP |
|
COM |
1,500 |
|
84,660 |
|
MERCK + CO INC |
|
COM |
24,100 |
|
766,621 |
|
|
|
MERCURY GEN CORP |
|
COM |
500 |
|
29,110 |
|
MEREDITH CORP |
|
COM |
800 |
|
41,872 |
|
|
|
MERITAGE HOME CORP |
|
COM |
400 |
|
25,168 |
|
MERRILL LYNCH + CO INC |
|
COM |
7,200 |
|
487,656 |
|
|
|
METLIFE INC |
|
COM |
2,400 |
|
117,600 |
|
MICROCHIP TECHNOLOGY INC |
|
COM |
400 |
|
12,860 |
|
|
|
MICRON TECHNOLOGY INC |
|
COM |
2,000 |
|
26,620 |
|
MICROSOFT CORP |
|
COM |
86,400 |
|
2,259,360 |
|
|
|
MILLENNIUM PHARMACEUTICALS |
|
COM |
5,300 |
|
51,410 |
|
MILLS CORP |
|
COM |
1,100 |
|
46,134 |
|
|
|
MOLSON COORS BREWING CO |
|
CL B |
800 |
|
53,592 |
|
MONSANTO CO NEW |
|
COM |
1,477 |
|
114,512 |
|
|
|
MONSTER WORLDWIDE INC |
|
COM |
1,600 |
|
65,312 |
|
MOODYS CORP |
|
COM |
700 |
|
42,994 |
|
|
|
MORGAN STANLEY |
|
COM |
11,200 |
|
635,488 |
|
MOSAIC CO |
|
COM |
2,000 |
|
29,260 |
|
|
|
MOTOROLA INC |
|
COM |
27,900 |
|
630,261 |
|
MSC INDL DIRECT INC |
|
CL A |
600 |
|
24,132 |
|
|
|
MURPHY OIL CORP |
|
COM |
2,700 |
|
145,773 |
|
NALCO HLDG CO |
|
COM |
1,600 |
|
28,336 |
|
|
|
NATIONAL CITY CORP |
|
COM |
7,654 |
|
256,945 |
|
NATIONAL FUEL GAS CO N J |
|
COM |
1,600 |
|
49,904 |
|
|
|
NATIONAL INSTRS CORP |
|
COM |
1,050 |
|
33,653 |
|
NATIONAL OILWELL VARCO INC |
|
COM |
300 |
|
18,810 |
|
|
|
NATIONAL SEMICONDUCTOR CORP |
|
COM |
600 |
|
15,588 |
|
NATIONWIDE FINL SVCS INC |
|
CL A |
1,400 |
|
61,600 |
|
|
|
NAVTEQ CORP |
|
COM |
1,700 |
|
74,579 |
|
NELNET INC |
|
CL A |
800 |
|
32,544 |
|
|
|
NETWORK APPLIANCE INC |
|
COM |
1,700 |
|
45,900 |
|
NEW CENTY FINL CORP MD |
|
COM |
1,300 |
|
46,891 |
|
|
|
NEW PLAN EXCEL RLTY TR INC |
|
COM |
1,700 |
|
39,406 |
|
NEW YORK CMNTY BANCORP INC |
|
COM |
1,400 |
|
23,128 |
|
|
|
NEW YORK TIMES CO |
|
CL A |
2,500 |
|
66,125 |
|
NEWELL RUBBERMAID INC |
|
COM |
4,800 |
|
114,144 |
|
|
|
NEWMONT MNG CORP |
|
COM |
2,200 |
|
117,480 |
|
NEWS CORP |
|
CL A |
26,900 |
|
418,295 |
|
|
|
NEXTEL PARTNERS INC |
|
CL A |
2,400 |
|
67,056 |
|
NII HLDGS INC |
|
CL B |
2,200 |
|
96,096 |
|
|
|
NIKE INC |
|
CL B |
1,200 |
|
104,148 |
|
NISOURCE INC |
|
COM |
3,400 |
|
70,924 |
139
|
NORDSTROM INC |
COM |
2,900 |
108,460 |
|
NORFOLK SOUTHN CORP |
COM |
1,800 |
80,694 |
|
NORTH FORK BANCORPORATION INC |
COM |
7,958 |
217,731 |
|
NORTHERN TRUST CORP |
COM |
3,300 |
171,006 |
|
NORTHROP GRUMMAN CORP |
COM |
3,756 |
225,773 |
|
NOVELL INC |
COM |
6,300 |
55,629 |
|
NOVELLUS SYS INC |
COM |
1,700 |
41,004 |
|
NUCOR CORP |
COM |
200 |
13,344 |
|
NUVEEN INVTS INC |
CL A |
1,000 |
42,620 |
|
OCCIDENTAL PETE CORP |
COM |
5,300 |
423,364 |
|
OFFICE DEPOT INC |
COM |
400 |
12,560 |
|
OFFICEMAX INC DEL |
COM |
2,000 |
50,720 |
|
OGE ENERGY CORP |
COM |
1,800 |
48,222 |
|
OLD REP INTL CORP |
COM |
2,900 |
76,154 |
|
OMNICARE INC |
COM |
500 |
28,610 |
|
OMNICOM GROUP |
COM |
2,480 |
211,122 |
|
ONEOK INC NEW |
COM |
1,600 |
42,608 |
|
ORACLE CORP |
COM |
29,300 |
357,753 |
|
OSI PHARMACEUTICALS INC |
COM |
800 |
22,432 |
|
OVERSEAS SHIPHOLDING GROUP INC |
COM |
600 |
30,234 |
|
PACCAR INC |
COM |
1,675 |
115,960 |
|
PAN PAC RETAIL PPTYS INC |
COM |
600 |
40,134 |
|
PANERA BREAD CO |
CL A |
500 |
32,840 |
|
PARKER HANNIFIN CORP |
COM |
700 |
46,172 |
|
PAYCHEX INC |
COM |
1,700 |
64,804 |
|
PDL BIOPHARMA INC |
COM |
2,000 |
56,840 |
|
PEABODY ENERGY CORP |
COM |
200 |
16,484 |
|
PENN NATL GAMING INC |
COM |
1,300 |
42,835 |
|
PENNEY J C INC |
COM |
3,800 |
211,280 |
|
PENTAIR INC |
COM |
800 |
27,616 |
|
PEOPLES BK BRIDGEPORT CONN |
COM |
1,100 |
34,166 |
|
PEPCO HLDGS INC |
COM |
3,384 |
75,700 |
|
PEPSICO INC |
COM |
13,710 |
809,987 |
|
PERKINELMER INC |
COM |
2,200 |
51,832 |
|
PFIZER INC |
COM |
70,100 |
1,634,732 |
|
PG+E CORP |
COM |
1,400 |
51,968 |
|
PHARMACEUTICAL PROD DEV INC |
COM |
900 |
55,755 |
|
PHELPS DODGE CORP |
COM |
300 |
43,161 |
|
PHILADELPHIA CONS HLDG CORP |
COM |
300 |
29,007 |
|
PIEDMONT NAT GAS INC |
COM |
1,500 |
36,240 |
|
PINNACLE WEST CAP CORP |
COM |
1,900 |
78,565 |
|
PITNEY BOWES INC |
COM |
4,000 |
169,000 |
|
PLAINS EXPL + PRODTN CO |
COM |
1,500 |
59,595 |
|
PLUM CREEK TIMBER CO INC |
COM |
1,800 |
64,890 |
|
PNC FINL SVCS GROUP INC |
COM |
4,700 |
290,601 |
|
PNM RES INC |
COM |
1,100 |
26,939 |
|
POLARIS INDS INC |
COM |
800 |
40,160 |
|
POPULAR INC |
COM |
4,985 |
105,433 |
|
PPG INDS INC |
COM |
2,900 |
167,910 |
140
|
PPL CORP |
COM |
6,400 |
188,160 |
|
PRAXAIR INC |
COM |
1,700 |
90,032 |
|
PRICE T ROWE GROUP INC |
COM |
2,200 |
158,466 |
|
PRINCIPAL FINANCIAL GROUP |
COM |
1,400 |
66,402 |
|
PROCTER AND GAMBLE CO |
COM |
30,595 |
1,770,839 |
|
PROGRESS ENERGY INC |
COM |
4,554 |
200,012 |
|
PROGRESSIVE CORP OHIO |
COM |
1,000 |
116,780 |
|
PROLOGIS |
SH BEN INT |
1,800 |
84,096 |
|
PROTECTIVE LIFE CORP |
COM |
1,300 |
56,901 |
|
PRUDENTIAL FINL INC |
COM |
3,500 |
256,165 |
|
PUBLIC STORAGE INC |
COM |
1,500 |
101,580 |
|
PUBLIC SVC ENTERPRISE GROUP |
COM |
4,100 |
266,377 |
|
PUGET ENERGY INC |
COM |
1,900 |
38,798 |
|
PULTE HOMES INC |
COM |
400 |
15,744 |
|
QUALCOMM INC |
COM |
15,600 |
672,048 |
|
QUICKSILVER RES INC |
COM |
1,000 |
42,010 |
|
QUIKSILVER INC |
COM |
1,800 |
24,912 |
|
RANGE RES CORP |
COM |
2,400 |
63,216 |
|
RAYMOND JAMES FINANCIAL INC |
COM |
1,200 |
45,204 |
|
RAYONIER INC |
COM |
1,918 |
76,432 |
|
RAYTHEON CO |
COM |
7,700 |
309,155 |
|
REALTY INCOME CORP |
COM |
1,500 |
32,430 |
|
RECKSON ASSOCS RLTY CORP |
COM |
1,600 |
57,568 |
|
RED HAT INC |
COM |
3,200 |
87,168 |
|
REGAL ENTMT GROUP |
CL A |
600 |
11,412 |
|
REGENCY CTRS CORP |
COM |
900 |
53,055 |
|
REGIONS FINL CORP NEW |
COM |
8,035 |
274,476 |
|
RENAL CARE GROUP INC |
COM |
1,300 |
61,503 |
|
RESMED INC |
COM |
1,200 |
45,972 |
|
RESPIRONICS INC |
COM |
1,400 |
51,898 |
|
REYNOLDS AMERN INC |
COM |
1,400 |
133,462 |
|
RH DONNELLEY CORP |
COM |
500 |
30,810 |
|
ROCKWELL AUTOMATION INC |
COM |
3,100 |
183,396 |
|
ROCKWELL COLLINS INC |
COM |
200 |
9,294 |
|
ROHM + HAAS CO |
COM |
2,800 |
135,576 |
|
ROSS STORES INC |
COM |
2,400 |
69,360 |
|
RPM INTL INC |
COM |
2,000 |
34,740 |
|
RYDER SYS INC |
COM |
900 |
36,918 |
|
SABRE HLDGS CORP |
CL A |
1,000 |
24,110 |
|
SAFECO CORP |
COM |
2,100 |
118,650 |
|
SAFEWAY INC |
COM |
2,000 |
47,320 |
|
SALESFORCE COM INC |
COM |
1,300 |
41,665 |
|
SANMINA SCI CORP |
COM |
3,600 |
15,336 |
|
SARA LEE CORP |
COM |
11,806 |
223,133 |
|
SCHERING PLOUGH CORP |
COM |
9,800 |
204,330 |
|
SCHWAB CHARLES CORP |
COM |
4,400 |
64,548 |
|
SCIENTIFIC GAMES CORP |
CL A |
1,200 |
32,736 |
|
SCP POOL CORP |
COM |
1,000 |
37,220 |
|
SEARS HLDGS CORP |
COM |
1,496 |
172,833 |
141
|
SEMPRA ENERGY |
COM |
4,500 |
201,780 |
|
SERVICE CORP INTL |
COM |
5,000 |
40,900 |
|
SERVICE MASTER COMPANY |
COM |
2,600 |
31,070 |
|
SHERWIN WILLIAMS CO |
COM |
1,900 |
86,298 |
|
SHURGARD STORAGE CTRS |
CL A |
700 |
39,697 |
|
SIERRA HEALTH SVCS INC |
COM |
400 |
31,984 |
|
SIMON PPTY GROUP INC NEW |
COM |
2,846 |
218,089 |
|
SIRIUS SATELLITE RADIO INC |
COM |
3,400 |
22,780 |
|
SKY FINL GROUP INC |
COM |
1,700 |
47,294 |
|
SL GREEN RLTY CORP |
COM |
1,000 |
76,390 |
|
SLM CORP |
COM |
2,750 |
151,498 |
|
SMUCKER J M CO |
COM |
1,000 |
44,000 |
|
SNAP ON INC |
COM |
1,100 |
41,316 |
|
SONIC CORP |
COM |
1,200 |
35,400 |
|
SONOCO PRODS CO |
COM |
1,600 |
47,040 |
|
SOUTHERN CO |
COM |
10,700 |
369,471 |
|
SOUTHERN COPPER CORP DEL |
COM |
500 |
33,490 |
|
SOUTHERN UN CO NEW |
COM |
1,590 |
37,572 |
|
SOUTHWEST AIRLS CO |
COM |
2,700 |
44,361 |
|
SOUTHWESTERN ENERGY CO |
COM |
2,800 |
100,632 |
|
SOVEREIGN BANCORP INC |
COM |
500 |
10,810 |
|
SPECTRUM BRANDS INC |
COM |
700 |
14,217 |
|
SPRINT NEXTEL CORP |
COM SER 1 |
21,787 |
508,944 |
|
SRA INTL INC |
CL A |
600 |
18,324 |
|
ST JUDE MED INC |
COM |
1,800 |
90,360 |
|
STANDARD PAC CORP NEW |
COM |
1,200 |
44,160 |
|
STANLEY WORKS |
COM |
1,600 |
76,864 |
|
STAPLES INC |
COM |
9,500 |
215,745 |
|
STARBUCKS CORP |
COM |
4,400 |
132,044 |
|
STARWOOD HOTELS + RESORTS |
PAIRD 1 CL B SH BEN + 1 COM |
900 |
57,474 |
|
STATE STREET CORPORATION |
COM |
1,900 |
105,336 |
|
STATION CASINOS INC |
COM |
1,000 |
67,800 |
|
STEELCASE INC |
CL A |
1,300 |
20,579 |
|
STRYKER CORP |
COM |
1,600 |
71,088 |
|
STUDENT LN CORP |
COM |
100 |
20,923 |
|
SUN MICROSYSTEMS INC |
COM |
18,300 |
76,677 |
|
SUNOCO INC |
COM |
2,300 |
180,274 |
|
SUNTRUST BKS INC |
COM |
5,234 |
380,826 |
|
SUPERVALU INC |
COM |
2,600 |
84,448 |
|
SWIFT TRANSN INC |
COM |
900 |
18,270 |
|
SYBASE INC |
COM |
1,400 |
30,604 |
|
SYMANTEC CORP |
COM |
7,024 |
122,920 |
|
SYMBOL TECHNOLOGIES INC |
COM |
3,863 |
49,524 |
|
SYNOVUS FINL CORP |
COM |
5,100 |
137,751 |
|
SYSCO CORP |
COM |
5,800 |
180,090 |
|
TAKE TWO INTERACTIVE SOFTWARE |
COM |
1,400 |
24,780 |
|
TARGET CORP |
COM |
7,300 |
401,281 |
|
TCF FINANCIAL CORP |
COM |
2,200 |
59,708 |
|
TD BANKNORTH INC |
COM |
1,500 |
43,575 |
142
|
TECHNE CORP |
COM |
700 |
39,305 |
|
TECO ENERGY INC |
COM |
3,900 |
67,002 |
|
TEKTRONIX INC |
COM |
1,700 |
47,957 |
|
TELEFLEX INC |
COM |
700 |
45,486 |
|
TELEPHONE + DATA SYS INC |
COM |
700 |
25,221 |
|
TELEWEST GLOBAL INC |
COM |
4,100 |
97,662 |
|
TEMPLE INLAND INC |
COM |
1,800 |
80,730 |
|
TEMPUR PEDIC INTL INC |
COM |
900 |
10,350 |
|
TENET HEALTHCARE CORP |
COM |
1,700 |
13,022 |
|
TEREX CORP NEW |
COM |
900 |
53,460 |
|
TESORO CORP |
COM |
1,300 |
80,015 |
|
TEXAS INSTRS INC |
COM |
12,230 |
392,216 |
|
TEXTRON INC |
COM |
2,000 |
153,960 |
|
THE ST PAUL TRAVELERS COS INC |
COM |
6,945 |
310,233 |
|
THOMAS + BETTS CORP |
COM |
900 |
37,764 |
|
THORNBURG MTG INC |
COM |
1,900 |
49,780 |
|
TIDEWATER INC |
COM |
1,200 |
53,352 |
|
TIFFANY + CO NEW |
COM |
2,400 |
91,896 |
|
TIME WARNER INC NEW |
COM |
41,300 |
720,272 |
|
TIMKEN CO |
COM |
1,500 |
48,030 |
|
TJX COS INC NEW |
COM |
8,100 |
188,163 |
|
TRIAD HOSPS INC |
COM |
1,500 |
58,845 |
|
TRIBUNE CO NEW |
COM |
3,800 |
114,988 |
|
TRIMBLE NAVIGATION LTD |
COM |
1,000 |
35,490 |
|
TRIZEC PPTYS INC |
COM |
1,800 |
41,256 |
|
TXU CORP |
COM |
3,000 |
150,570 |
|
UNION PAC CORP |
COM |
3,500 |
281,785 |
|
UNIONBANCAL CORP |
COM |
400 |
27,488 |
|
UNISYS CORP |
COM |
5,200 |
30,316 |
|
UNIT CORP |
COM |
900 |
49,527 |
|
UNITED DOMINION RLTY TR INC |
COM |
2,000 |
46,880 |
|
UNITED PARCEL SVC INC |
CL B |
5,800 |
435,870 |
|
UNITED TECHNOLOGIES CORP |
COM |
8,200 |
458,462 |
|
UNITEDHEALTH GROUP INC |
COM |
11,580 |
719,581 |
|
UNITRIN INC |
COM |
900 |
40,545 |
|
UNIVISION COMMUNICATIONS INC |
CL A |
800 |
23,512 |
|
UNUMPROVIDENT CORP |
COM |
5,100 |
116,025 |
|
URBAN OUTFITTERS INC |
COM |
2,000 |
50,620 |
|
US BANCORP DEL |
COM |
18,701 |
558,973 |
|
USG CORP |
COM |
700 |
45,500 |
|
UST INC |
COM |
2,700 |
110,241 |
|
V F CORP |
COM |
1,600 |
88,544 |
|
VALEANT PHARMACEUTICALS INTL |
COM |
1,300 |
23,504 |
|
VALERO ENERGY CORP |
COM |
3,800 |
196,080 |
|
VALLEY NATL BANCORP |
COM |
2,108 |
50,803 |
|
VALSPAR CORP |
COM |
1,800 |
44,406 |
|
VCA ANTECH INC |
COM |
1,600 |
45,120 |
|
VECTREN CORP |
COM |
1,500 |
40,740 |
|
VENTAS INC |
COM |
2,000 |
64,040 |
143
|
VERISIGN INC |
COM |
4,500 |
98,640 |
|
VERIZON COMMUNICATIONS |
COM |
29,000 |
873,480 |
|
VIACOM INC |
CL B FORMERLY COM NON VTG |
10,881 |
354,721 |
|
VINTAGE PETE INC |
COM |
1,000 |
53,330 |
|
VISHAY INTERTECHNOLOGY INC |
COM |
2,800 |
38,528 |
|
VORNADO RLTY TR |
COM |
2,000 |
166,940 |
|
VULCAN MATLS CO |
COM |
1,700 |
115,175 |
|
WACHOVIA CORP 2ND NEW |
COM |
16,195 |
856,068 |
|
WAL MART STORES INC |
COM |
21,000 |
982,800 |
|
WALGREEN CO |
COM |
7,600 |
336,376 |
|
WARNER MUSIC GROUP CORP |
COM |
1,000 |
19,270 |
|
WASHINGTON FED INC |
COM |
1,642 |
37,750 |
|
WASHINGTON MUT INC |
COM |
9,550 |
415,425 |
|
WASHINGTON POST CO |
CL B |
34 |
26,010 |
|
WASTE MGMT INC DEL |
COM |
3,300 |
100,155 |
|
WEINGARTEN RLTY INVS |
SH BEN INT |
1,550 |
58,606 |
|
WELLPOINT INC |
COM |
4,400 |
351,076 |
|
WELLS FARGO + CO NEW |
COM |
17,077 |
1,072,948 |
|
WENDYS INTL INC |
COM |
1,900 |
104,994 |
|
WEST CORP |
COM |
400 |
16,860 |
|
WESTERN GAS RES INC |
COM |
900 |
42,381 |
|
WESTSTAR ENERGY INC |
COM |
1,700 |
36,550 |
|
WESTWOOD ONE INC |
COM |
1,300 |
21,190 |
|
WEYERHAEUSER CO |
COM |
4,100 |
271,994 |
|
WFS FINL INC |
COM |
100 |
7,615 |
|
WHIRLPOOL CORP |
COM |
1,100 |
92,136 |
|
WHITNEY HLDG CORP |
COM |
1,250 |
34,450 |
|
WHOLE FOODS MKT INC |
COM |
200 |
15,478 |
|
WILLIAMS COS INC |
COM |
1,700 |
39,389 |
|
WILMINGTON TR CORP |
COM |
1,300 |
50,583 |
|
WPS RES CORP |
COM |
700 |
38,717 |
|
WRIGLEY WM JR CO |
COM |
700 |
46,543 |
|
WYETH |
COM |
14,700 |
677,229 |
|
WYNN RESORTS LTD |
COM |
800 |
43,880 |
|
XCEL ENERGY INC |
COM |
6,620 |
122,205 |
|
XEROX CORP |
COM |
6,300 |
92,295 |
|
XILINX INC |
COM |
1,300 |
32,773 |
|
XM SATELLITE RADIO HLDGS INC |
CL A |
600 |
16,368 |
|
XTO ENERGY INC |
COM |
1,400 |
61,516 |
|
YAHOO INC |
COM |
10,200 |
399,636 |
|
YRC WORLDWIDE INC |
COM |
500 |
22,305 |
|
YUM BRANDS INC |
COM |
1,300 |
60,944 |
|
ZIMMER HOLDINGS INC |
COM |
1,700 |
114,648 |
|
Unsettled Transactions |
|
|
41,045 |
|
|
|
|
|
|
|
Total: |
|
$117,138,578 |
n / a Cost is not applicable
144
EXHIBIT D - PIMCO
High Yield and Emerging Markets Bond Fund
(Managed by Pacific
Management Investment Company)
IBM SAVINGS PLAN
AT DECEMBER 31, 2005
Schedule H, line 4i-Schedule of Assets
(Held At End of Year)
(a) |
|
(b) Identity of issue, borrower, lessor, or similar party |
|
(c) Description of investment including maturity date, |
|
(d) Cost |
|
(e) Current |
||||||
|
|
|
|
|
|
(n/a) |
|
|
||||||
|
|
|
|
Shares/Par Value |
|
|
|
|
||||||
|
|
BRAZIL FEDERATIVE REP |
|
10.5% |
|
14 Jul 2014 |
|
BRAZIL |
|
800,000 |
|
|
|
$980,400 |
|
|
BRAZIL FEDERATIVE REP |
|
11% |
|
11 Jan 2012 |
|
BRAZIL |
|
3,200,000 |
|
|
|
3,904,000 |
|
|
BRAZIL FERERATIVE REP |
|
8.875% |
|
15 Apr 2024 |
|
BRAZIL |
|
3,500,000 |
|
|
|
3,902,500 |
|
|
ABITIBI CONSOLIDATED CO CDA |
|
7.75% |
|
15 Jun 2011 |
|
CANADA |
|
750,000 |
|
|
|
714,375 |
|
|
ABITIBI CONSOLIDATED CO CDA |
|
6% |
|
20 Jun 2013 |
|
CANADA |
|
600,000 |
|
|
|
508,500 |
|
|
BOMBARDIER INC |
|
6.3% |
|
01 May 2014 |
|
CANADA |
|
300,000 |
|
|
|
262,500 |
|
|
CDA INC/CAN WEST MEDIA |
|
8% |
|
15 Sep 2012 |
|
CANADA |
|
300,000 |
|
|
|
306,375 |
|
|
NORAMPAC INC |
|
6.75% |
|
01 Jun 2013 |
|
CANADA |
|
250,000 |
|
|
|
241,250 |
|
|
ROGERS WIRELESS INC |
|
7.5% |
|
15 Mar 2015 |
|
CANADA |
|
600,000 |
|
|
|
648,000 |
|
|
ROGERS WIRELESS INC |
|
8% |
|
15 Dec 2012 |
|
CANADA |
|
500,000 |
|
|
|
529,375 |
|
|
COLOMBIA REP |
|
8.25% |
|
22 Dec 2014 |
|
COLOMBIA |
|
1,400,000 |
|
|
|
1,554,000 |
|
|
REPUBLIC OF ECUADOR |
|
8% |
|
15 Aug 2030 |
|
ECUADOR |
|
1,700,000 |
|
|
|
1,564,000 |
|
|
GAZPROM |
|
9.625% |
|
01 Mar 2013 |
|
GERMANY |
|
1,930,000 |
|
|
|
2,333,949 |
|
|
MDP ACQUISITIONS PLC |
|
9.625% |
|
01 Oct 2012 |
|
IRELAND |
|
850,000 |
|
|
|
850,000 |
|
|
BCP CRYSTAL U S HLDGS CORP |
|
9.625% |
|
15 Jun 2014 |
|
LUXEMBOURG |
|
500,000 |
|
|
|
556,250 |
|
|
PERU REP |
|
8.375% |
|
03 May 2016 |
|
PERU |
|
1,000,000 |
|
|
|
1,097,500 |
|
|
UKRAINE REPUBLIC |
|
7.65% |
|
11 Jun 2013 |
|
UKRAINE |
|
1,000,000 |
|
|
|
1,081,600 |
|
|
AES CORP |
|
9%1 |
|
May 20155 |
|
UNITED STATES |
|
2,050,000 |
|
|
|
2,244,750 |
|
|
ALLIED WASTE NORTH AMER INC |
|
7.25% |
|
15 Mar 2015 |
|
UNITED STATES |
|
600,000 |
|
|
|
606,000 |
|
|
ALLIED WASTE NORTH AMER INC |
|
7.875% |
|
15 Apr 2013 |
|
UNITED STATES |
|
1,000,000 |
|
|
|
1,032,500 |
|
|
ARVIN INDS INC |
|
6.75% |
|
15 Mar 2008 |
|
UNITED STATES |
|
200,000 |
|
|
|
190,000 |
|
|
ARVINMERITOR INC |
|
8.75% |
|
01 Mar 2012 |
|
UNITED STATES |
|
300,000 |
|
|
|
287,250 |
|
|
BOWATER CDA FIN CORP |
|
7.95% |
|
15 Nov 2011 |
|
UNITED STATES |
|
400,000 |
|
|
|
388,000 |
|
|
CABLEVISION SYS CORP |
|
8% |
|
15 Apr 2012 |
|
UNITED STATES |
|
500,000 |
|
|
|
467,500 |
|
|
CHARTER COMMUNICATIONS OPER LL |
|
8% |
|
30 Apr 2012 |
|
UNITED STATES |
|
800,000 |
|
|
|
796,000 |
|
|
CHESAPEAKE ENERGY CORP |
|
6.375% |
|
15 Jun 2015 |
|
UNITED STATES |
|
300,000 |
|
|
|
300,000 |
|
|
CHESAPEAKE ENERGY CORP |
|
6.875% |
|
15 Jan 2016 |
|
UNITED STATES |
|
300,000 |
|
|
|
307,500 |
|
|
CINCINNATI BELL INC NEW |
|
8.375% |
|
15 Jan 2014 |
|
UNITED STATES |
|
1,100,000 |
|
|
|
1,082,125 |
|
|
CITIZENS COMMUNICATIONS CO |
|
6.25% |
|
15 Jan 2013 |
|
UNITED STATES |
|
450,000 |
|
|
|
435,375 |
|
|
CMS ENERGY CORP |
|
8.5% |
|
15 Apr 2011 |
|
UNITED STATES |
|
100,000 |
|
|
|
108,875 |
|
|
CSC HLDGS INC |
|
7.625% |
|
01 Apr 2011 |
|
UNITED STATES |
|
400,000 |
|
|
|
398,000 |
|
|
DAVITA INC |
|
7.25% |
|
15 Mar 2015 |
|
UNITED STATES |
|
700,000 |
|
|
|
708,750 |
|
|
DELHAIZE AMER INC |
|
9% |
|
15 Apr 2031 |
|
UNITED STATES |
|
750,000 |
|
|
|
881,714 |
|
|
DEX MEDIA WEST LLC |
|
9.875% |
|
15 Aug 2013 |
|
UNITED STATES |
|
500,000 |
|
|
|
555,000 |
|
|
DIRECTV HLDGS LLC |
|
6.375% |
|
15 Jun 2015 |
|
UNITED STATES |
|
500,000 |
|
|
|
488,750 |
|
|
DJ CDX EM4 SWAP A |
|
1.8% |
|
20 Dec 2010 |
|
UNITED STATES |
|
3,000,000 |
|
|
|
50,238 |
|
|
DJ CDX EM4 SWAP B |
|
1% |
|
20 Dec 2010 |
|
UNITED STATES |
|
(3,000,000) |
|
|
|
0 |
145
|
DJ CDX HY 5 BB SP DUB A |
|
2.5% |
20 Dec 2010 |
|
UNITED STATES |
|
1,100,000 |
|
|
|
0 |
|
||
|
|
DJ CDX HY BB SP DUB B |
|
1% |
20 Dec 2010 |
|
UNITED STATES |
|
(1,100,000 |
) |
|
|
(7,010 |
) |
|
|
DJ CDX SWAP A |
|
2.5% |
20 Dec 2010 |
|
UNITED STATES |
|
1,200,000 |
|
|
|
0 |
|
||
|
|
DJ CDX SWAP B |
|
1% |
20 Dec 2010 |
|
UNITED STATES |
|
(1,200,000 |
) |
|
|
(7,647 |
) |
|
|
DRESSER INC |
|
0% |
|
|
UNITED STATES |
|
100,000 |
|
|
|
105,250 |
|
||
|
|
ECHOSTAR DBS |
|
6.375% |
01 Oct 2011 |
|
UNITED STATES |
|
300,000 |
|
|
|
288,750 |
|
|
|
ECHOSTAR DBS CORP |
|
6.625% |
01 Oct 2014 |
|
UNITED STATES |
|
250,000 |
|
|
|
239,688 |
|
||
|
|
EL PASO ENERGY |
|
7.375% |
15 Dec 2012 |
|
UNITED STATES |
|
600,000 |
|
|
|
603,000 |
|
|
|
EL PASO ENERGY CORP |
|
8.05% |
15 Oct 2030 |
|
UNITED STATES |
|
500,000 |
|
|
|
510,000 |
|
||
|
|
EL PASO PRODTN HLDG CO |
|
7.75% |
01 Jun 2013 |
|
UNITED STATES |
|
1,000,000 |
|
|
|
1,037,500 |
|
|
|
EQUISTAR CHEMICALS LP |
|
10.125% |
01 Sep 2008 |
|
UNITED STATES |
|
300,000 |
|
|
|
325,500 |
|
||
|
|
FORD MTR CR CO |
|
7.375% |
01 Feb 2011 |
|
UNITED STATES |
|
900,000 |
|
|
|
788,866 |
|
|
|
GENERAL MTRS ACCEP CORP |
|
7.25% |
02 Mar 2011 |
|
UNITED STATES |
|
1,950,000 |
|
|
|
1,792,319 |
|
||
|
|
GEORGIA PAC CORP |
|
7.25% |
01 Jun 2028 |
|
UNITED STATES |
|
1,500,000 |
|
|
|
1,329,375 |
|
|
|
HCA INC |
|
7.5% |
06 Nov 2033 |
|
UNITED STATES |
|
100,000 |
|
|
|
103,252 |
|
||
|
|
HCA INC |
|
6.75% |
15 Jul 2013 |
|
UNITED STATES |
|
1,200,000 |
|
|
|
1,237,303 |
|
|
|
HEALTHSOUTH CORP |
|
7.625% |
01 Jun 2012 |
|
UNITED STATES |
|
750,000 |
|
|
|
761,250 |
|
||
|
|
HOST MARRIOTT L P |
|
6.375% |
15 Mar 2015 |
|
UNITED STATES |
|
300,000 |
|
|
|
299,250 |
|
|
|
INGLES MKTS INC |
|
8.875% |
01 Dec 2011 |
|
UNITED STATES |
|
350,000 |
|
|
|
362,250 |
|
||
|
|
JEFFERSON SMURFIT CORP U S |
|
7.5% |
01 Jun 2013 |
|
UNITED STATES |
|
500,000 |
|
|
|
460,000 |
|
|
|
JEFFERSON SMURFIT CORP US |
|
8.25% |
01 Oct 2012 |
|
UNITED STATES |
|
28,000 |
|
|
|
26,880 |
|
||
|
|
KRATON POLYMERS LLC |
|
8.125% |
15 Jan 2014 |
|
UNITED STATES |
|
300,000 |
|
|
|
288,000 |
|
|
|
MCI INC |
|
8.735% |
01 May 2014 |
|
UNITED STATES |
|
1,000,000 |
|
|
|
1,106,250 |
|
||
|
|
MGM MIRAGE |
|
8.375% |
01 Feb 2011 |
|
UNITED STATES |
|
1,800,000 |
|
|
|
1,926,000 |
|
|
|
MIDWEST GENERATION LLC |
|
8.75% |
01 May 2034 |
|
UNITED STATES |
|
1,750,000 |
|
|
|
1,927,188 |
|
||
|
|
OWENS BROCKWAY GLASS CONTAINER |
|
8.75% |
15 Nov 2012 |
|
UNITED STATES |
|
300,000 |
|
|
|
322,500 |
|
|
|
PEABODY ENERGY CORP |
|
6.875% |
15 Mar 2013 |
|
UNITED STATES |
|
300,000 |
|
|
|
312,000 |
|
||
|
|
PEMEX PROJ FDG MASTER TR |
|
7.375% |
15 Dec 2014 |
|
UNITED STATES |
|
600,000 |
|
|
|
666,600 |
|
|
|
PENNEY J C INC |
|
7.125% |
15 Nov 2023 |
|
UNITED STATES |
|
750,000 |
|
|
|
834,950 |
|
||
|
|
PSEG ENERGY HLDGS INC |
|
8.5% |
15 Jun 2011 |
|
UNITED STATES |
|
800,000 |
|
|
|
856,000 |
|
|
|
QUICKSILVER INC |
|
6.875% |
15 Apr 2015 |
|
UNITED STATES |
|
140,000 |
|
|
|
134,750 |
|
||
|
|
QUIKSILVER INC |
|
6.875% |
15 Apr 2015 |
|
UNITED STATES |
|
200,000 |
|
|
|
192,500 |
|
|
|
QWEST COMMUNICATIONS INTL INC |
|
7.5% |
15 Feb 2014 |
|
UNITED STATES |
|
1,200,000 |
|
|
|
1,233,000 |
|
||
|
|
QWEST COMMUNICATIONS INTL INC |
|
7.25% |
15 Feb 2011 |
|
UNITED STATES |
|
1,000,000 |
|
|
|
1,020,000 |
|
|
|
QWEST COMMUNICATIONS INTL INC |
|
7.5% |
15 Feb 2014 |
|
UNITED STATES |
|
100,000 |
|
|
|
102,750 |
|
||
|
|
RELIANT ENERGY INC |
|
6.75% |
15 Dec 2014 |
|
UNITED STATES |
|
300,000 |
|
|
|
261,750 |
|
|
|
RELIANT RES INC |
|
9.5% |
15 Jul 2013 |
|
UNITED STATES |
|
750,000 |
|
|
|
751,875 |
|
||
|
|
REYNOLDS R J TOB HLDGS INC |
|
7.25% |
01 Jun 2012 |
|
UNITED STATES |
|
450,000 |
|
|
|
459,000 |
|
|
|
ROTECH HEALTHCARE INC |
|
9.5% |
01 Apr 2012 |
|
UNITED STATES |
|
150,000 |
|
|
|
157,500 |
|
||
|
|
RURAL CELLULAR CORP |
|
8.25% |
15 Mar 2012 |
|
UNITED STATES |
|
200,000 |
|
|
|
211,000 |
|
|
|
SEMGROUP L P/SEMGROUP FIN CORP |
|
8.75% |
15 Nov 2015 |
|
UNITED STATES |
|
75,000 |
|
|
|
76,688 |
|
||
|
|
SENECA GAMING CORP |
|
7.5% |
01 May 20122 |
|
UNITED STATES |
|
300,000 |
|
|
|
301,875 |
|
|
|
SPECTRUM BRANDS INC |
|
7.375% |
01 Feb 2015 |
|
UNITED STATES |
|
500,000 |
|
|
|
417,500 |
|
||
|
|
STATION CASINOS INC |
|
6.5% |
01 Feb 2014 |
|
UNITED STATES |
|
400,000 |
|
|
|
404,000 |
|
|
|
STONE CONTAINER CORP |
|
8.375% |
01 Jul 2012 |
|
UNITED STATES |
|
600,000 |
|
|
|
580,500 |
|
||
|
|
SUBURBAN PROPANE PARTNERS LP |
|
6.875% |
15 Dec 2013 |
|
UNITED STATES |
|
250,000 |
|
|
|
233,750 |
|
|
|
SUNGARD DATA SYS INC |
|
9.125% |
15 Aug 2013 |
|
UNITED STATES |
|
400,000 |
|
|
|
414,000 |
|
||
|
|
SWAPTION (317503N97) FUTURES |
|
SEP 4.78 CALL |
|
|
UNITED STATES |
|
(24,000 |
) |
|
|
(22,754 |
) |
|
|
TARGETED RETURN INDEX SECS TR |
|
0.962081% |
15 Jun 2015 |
|
UNITED STATES |
|
2,282,927 |
|
|
|
2,345,707 |
|
||
|
|
TECO ENERGY INC |
|
6.7% |
01 May 20155 |
|
UNITED STATES |
|
500,000 |
|
|
|
517,500 |
|
|
|
TENET HEALTHCARE CORP |
|
7.375% |
01 Feb 2013 |
|
UNITED STATES |
|
300,000 |
|
|
|
276,750 |
|
||
|
|
TENNECO AUTOMOTIVE INC |
|
10.25% |
15 Jul 2013 |
|
UNITED STATES |
|
800,000 |
|
|
|
874,000 |
|
|
|
TRIAD HOSPS INC |
|
7% |
15 Nov 2013 |
|
UNITED STATES |
|
500,000 |
|
|
|
501,250 |
|
||
146
|
|
TRW AUTOMOTIVE ACQUISITION |
|
9.375% |
15 Feb 2013 |
|
UNITED STATES |
|
200,000 |
|
|
|
216,500 |
|
|
UNITED STATES TREAS BDS |
|
6% |
15 Feb 2026 |
|
UNITED STATES |
|
2,000,000 |
|
|
|
2,358,438 |
|
|
|
|
VENTAS RLTY LTD PARTNERSHIP |
|
9% |
01 May 0122 |
|
UNITED STATES |
|
200,000 |
|
|
|
228,000 |
|
|
VWR INTL INC |
|
6.875% |
15 Apr 2012 |
|
UNITED STATES |
|
300,000 |
|
|
|
297,750 |
|
|
|
|
VWR INTL INC |
|
8% |
15 Apr 2014 |
|
UNITED STATES |
|
250,000 |
|
|
|
248,750 |
|
|
WILLIAMS COS INC |
|
7.875% |
01 Sep 2021 |
|
UNITED STATES |
|
1,500,000 |
|
|
|
1,623,750 |
|
|
|
|
WYNN LAS VEGAS LLC |
|
6.625% |
01 Dec 2014 |
|
UNITED STATES |
|
750,000 |
|
|
|
729,375 |
|
|
XEROX CORP |
|
7.2% |
01 Apr 2016 |
|
UNITED STATES |
|
350,000 |
|
|
|
367,500 |
|
|
|
|
Unsettled Transactions |
|
|
|
|
|
|
|
|
|
35,357 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|
|
|
|
Total : |
|
|
|
|
|
|
|
$ 71,483,473 |
|
N/A - Cost is not applicable
147
EXHIBIT E - Short-Term Investments
(Managed by JPMorgan Chase Bank N.A.)
IBM SAVINGS PLAN AT DECEMBER 31, 2005
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
|
|
|
(c) Description of investment including maturity date, |
|
|
|
(e) Current |
|
|||||
(a) |
|
(b) Identify of issue, borrower, lessor, or similar party |
|
rate of interest, collateral, par, or maturity value |
|
(d) Cost |
|
value |
|
||||
|
|
|
|
|
|
|
|
|
|
(n/a) |
|
|
|
|
|
|
|
Issuer Name |
|
|
|
Maturity |
|
|
|
|
|
|
|
|
|
Product |
|
Coupon % |
|
Date |
|
|
|
Principal Amount |
|
|
ABSHE 2005-HE6 A2A |
|
Asset Backed Security - Floating |
|
4.478750 |
** |
01/25/06 |
|
|
|
$3,673,834 |
|
|
|
|
AJAX BAMBINO FUNDING LTD. |
|
Commercial Paper |
|
4.371091 |
|
02/02/06 |
|
|
|
4,964,436 |
|
|
ALLSTATE LIFE GLOBAL FUNDING TRUSTS |
|
Medium Term Note - Floating |
|
4.368750 |
** |
01/27/06 |
|
|
|
10,000,000 |
|
|
|
|
AMERICAN EXPRESS CENTURION |
|
Bank Note - Floating Rate |
|
4.329844 |
** |
01/03/06 |
|
|
|
20,000,483 |
|
|
AMERICAN EXPRESS CREDIT CORP |
|
Medium Term Note - Floating |
|
4.394515 |
** |
01/17/06 |
|
|
|
3,051,828 |
|
|
|
|
AMERICAN HONDA FINANCE CORP |
|
Medium Term Note - Floating |
|
4.446631 |
** |
03/06/06 |
|
|
|
5,005,445 |
|
|
AMSI 05-R4 A2A |
|
Asset Backed Security - Floating |
|
4.458750 |
** |
01/25/06 |
|
|
|
516,023 |
|
|
|
|
AMSTERDAM FUNDING |
|
Commercial Paper |
|
4.321932 |
|
02/02/06 |
|
|
|
4,963,058 |
|
|
ASAP FUNDING LIMITED |
|
Commercial Paper |
|
4.344632 |
|
01/09/06 |
|
|
|
9,966,322 |
|
|
|
|
ASIF GLOBAL FUNDING XV |
|
Medium Term Note - Floating |
|
4.360000 |
** |
01/23/06 |
|
|
|
15,000,000 |
|
|
ASPEN FUNDING CORP |
|
Commercial Paper |
|
4.343455 |
|
01/26/06 |
|
|
|
4,973,000 |
|
|
|
|
ATLANTIS ONE FUNDING |
|
Commercial Paper |
|
4.328956 |
|
02/02/06 |
|
|
|
14,899,667 |
|
|
BANK AMER CANADA |
|
Time Deposit |
|
4.250000 |
|
01/03/06 |
|
|
|
40,000,000 |
|
|
|
|
BANK OF IRELAND |
|
Commercial Paper |
|
4.337554 |
|
02/23/06 |
|
|
|
49,451,833 |
|
|
BANK OF NEW YORK CO, INC |
|
Medium Term Note - Floating |
|
4.330000 |
** |
01/10/06 |
|
|
|
10,000,000 |
|
|
|
|
BANK OF NEW YORK CO, INC |
|
Medium Term Note - Floating |
|
4.330000 |
** |
01/10/06 |
|
|
|
25,000,000 |
|
|
BANK OF NOVA SCOTIA NEW YORK |
|
Yankee C/D - Floating |
|
4.378923 |
** |
01/30/06 |
|
|
|
24,994,834 |
|
|
|
|
BARCLAYS LONDON |
|
Eurodollar C/D - Fixed |
|
4.125000 |
|
02/07/06 |
|
|
|
25,000,000 |
|
|
BARCLAYS LONDON |
|
Time Deposit |
|
4.250000 |
|
01/03/06 |
|
|
|
25,000,000 |
|
|
|
|
BARTON CAPITAL CORPORATION |
|
Commercial Paper |
|
4.110899 |
|
01/10/06 |
|
|
|
9,900,511 |
|
|
BAVARIA UNIVERSAL FUNDING CORP |
|
Commercial Paper |
|
4.357335 |
|
01/17/06 |
|
|
|
9,960,217 |
|
|
|
|
BCAINTESABCI LN |
|
Eurodollar C/D - Fixed |
|
4.240000 |
|
02/01/06 |
|
|
|
20,000,000 |
|
|
BEAR STEARNS |
|
Medium Term Note - Floating |
|
4.274279 |
** |
01/03/06 |
|
|
|
24,999,967 |
|
|
|
|
BEAR STEARNS |
|
REPO - U.S. Agency Mortgages |
|
4.250000 |
|
01/03/06 |
|
|
|
50,000,000 |
|
|
BETA FINANCE INC |
|
Commercial Paper |
|
4.420336 |
|
02/28/06 |
|
|
|
9,908,750 |
|
|
|
|
BNP PARIBAS, NY |
|
Yankee C/D - Floating |
|
4.296814 |
** |
01/04/06 |
|
|
|
29,988,288 |
|
|
CAISSE NAT DES CAIS DEPAR PREVOYAN |
|
Time Deposit |
|
4.105000 |
|
02/06/06 |
|
|
|
15,000,000 |
|
|
|
|
CAJA DE MADRID |
|
Time Deposit |
|
4.350000 |
|
04/25/06 |
|
|
|
5,000,000 |
|
|
CANADIAN IMPERIAL BANK NY |
|
Yankee C/D - Floating |
|
4.372762 |
** |
01/23/06 |
|
|
|
9,997,433 |
|
|
|
|
CANADIAN IMPERIAL BANK NY |
|
Yankee C/D - Floating |
|
4.350000 |
** |
01/23/06 |
|
|
|
15,000,000 |
|
|
CARR 05-OPT2 |
|
Asset Backed Security - Floating |
|
4.468750 |
** |
01/25/06 |
|
|
|
2,785,429 |
|
|
|
|
CC USA INC |
|
Medium Term Note - Floating |
|
4.330075 |
** |
01/03/06 |
|
|
|
19,999,019 |
|
|
CC USA INC |
|
Medium Term Note - Floating |
|
4.330079 |
** |
01/03/06 |
|
|
|
24,998,753 |
|
|
|
|
CHARTA LLC |
|
Commercial Paper |
|
4.323174 |
|
02/13/06 |
|
|
|
9,900,133 |
|
|
CHARTA LLC |
|
Commercial Paper |
|
4.117330 |
|
01/06/06 |
|
|
|
9,909,333 |
|
|
|
|
CIESCO LLC |
|
Commercial Paper |
|
4.247885 |
|
01/17/06 |
|
|
|
9,934,356 |
|
|
CIESCO LLC |
|
Commercial Paper |
|
4.135798 |
|
01/09/06 |
|
|
|
24,783,611 |
|
|
|
|
CITIBANK LONDON |
|
Time Deposit |
|
4.325000 |
|
02/22/06 |
|
|
|
5,000,000 |
|
|
CITIBANK LONDON |
|
Time Deposit |
|
4.395000 |
|
03/02/06 |
|
|
|
15,000,000 |
|
|
|
|
CITIGROUP FUNDING INC |
|
Commercial Paper |
|
4.165844 |
|
01/09/06 |
|
|
|
9,913,958 |
|
|
CITIGROUP INC. |
|
Medium Term Note - Floating |
|
4.524308 |
** |
03/29/06 |
|
|
|
1,999,985 |
|
|
|
|
CITIGROUP INC. |
|
Medium Term Note - Floating |
|
4.520630 |
** |
03/29/06 |
|
|
|
5,000,000 |
|
|
CLIPPER RECEIVABLES CORP |
|
Commercial Paper |
|
4.320643 |
|
01/23/06 |
|
|
|
13,933,111 |
|
|
|
|
CLIPPER RECEIVABLES CORP |
|
Commercial Paper |
|
4.110899 |
|
01/10/06 |
|
|
|
14,850,767 |
|
|
COMPASS BANK |
|
Domestic C/D - Fixed |
|
4.300000 |
|
02/02/06 |
|
|
|
15,000,000 |
|
|
|
|
CONCORD MINUTEMEN C.C.LLC,SER.A |
|
Commercial Paper |
|
4.209817 |
|
01/10/06 |
|
|
|
6,948,795 |
|
148
|
CONCORD MINUTEMEN C.C.LLC,SER.A |
|
Commercial Paper |
|
4.110899 |
|
01/10/06 |
|
|
|
14,850,767 |
|
|
|
|
CORPORATE RECEIVABLES CORP |
|
Commercial Paper |
|
4.331260 |
|
01/24/06 |
|
|
|
9,950,914 |
|
|
CORPORATE RECEIVABLES CORP |
|
Commercial Paper |
|
4.363590 |
|
02/08/06 |
|
|
|
14,888,142 |
|
|
|
|
CREDIT SUISSE FIRST BOSTON USA INC. |
|
Medium Term Note - Floating |
|
4.380000 |
** |
01/03/06 |
|
|
|
15,000,000 |
|
|
CROWN POINT CAPITAL COMPANY LLC |
|
Commercial Paper |
|
4.254279 |
|
02/06/06 |
|
|
|
9,894,750 |
|
|
|
|
DEKABANK DEUTSCHE GIROZENTRALE |
|
Yankee C/D - Floating |
|
4.167500 |
** |
01/19/06 |
|
|
|
25,000,000 |
|
|
DEN NORSKE LONDON |
|
Time Deposit |
|
4.160000 |
|
01/23/06 |
|
|
|
15,000,000 |
|
|
|
|
DEUTSCHE BANK FINANCIAL |
|
Medium Term Note - Floating |
|
4.380000 |
** |
01/03/06 |
|
|
|
10,000,000 |
|
|
DEXIA BNK BXL |
|
Time Deposit |
|
4.450000 |
|
01/03/06 |
|
|
|
30,000,000 |
|
|
|
|
DORADA FINANCE INC. |
|
Medium Term Note - Floating |
|
4.375000 |
** |
01/03/06 |
|
|
|
20,000,000 |
|
|
FIFTH THIRD BANCORP |
|
Medium Term Note - Floating |
|
4.350000 |
** |
01/23/06 |
|
|
|
5,000,000 |
|
|
|
|
FORTIS BANK, NEW YORK |
|
Yankee C/D - Floating |
|
4.360711 |
** |
01/30/06 |
|
|
|
11,993,195 |
|
|
GALAXY FUNDING INC |
|
Commercial Paper |
|
4.229826 |
|
01/24/06 |
|
|
|
6,633,748 |
|
|
|
|
GALAXY FUNDING INC |
|
Commercial Paper |
|
4.429037 |
|
03/09/06 |
|
|
|
9,889,283 |
|
|
GEMINI SECURITIZATION CORP |
|
Commercial Paper |
|
4.185242 |
|
01/26/06 |
|
|
|
4,945,950 |
|
|
|
|
GEMINI SECURITIZATION CORP |
|
Commercial Paper |
|
4.343455 |
|
01/26/06 |
|
|
|
11,935,200 |
|
|
GEMINI SECURITIZATION CORP |
|
Commercial Paper |
|
4.321932 |
|
02/02/06 |
|
|
|
12,181,330 |
|
|
|
|
GENERAL ELECTRIC CAPITAL CORP. |
|
Medium Term Note - Floating |
|
4.290422 |
** |
02/06/06 |
|
|
|
6,003,004 |
|
|
GEORGE STREET FINANCE PTY LTD |
|
Commercial Paper |
|
4.336130 |
|
01/12/06 |
|
|
|
6,975,640 |
|
|
|
|
GOLDMAN SACHS GROUP, INC |
|
Medium Term Note - Floating |
|
4.410000 |
** |
01/03/06 |
|
|
|
10,000,000 |
|
|
GOLDMAN SACHS GROUP, INC |
|
Medium Term Note - Floating |
|
4.303683 |
** |
01/03/06 |
|
|
|
30,009,476 |
|
|
|
|
GSAA 2005-6 A-1 |
|
Asset Backed Security - Floating |
|
4.488750 |
** |
01/25/06 |
|
|
|
7,137,970 |
|
|
GSAA 2005-7 AV1 |
|
Asset Backed Security - Floating |
|
4.488750 |
** |
01/25/06 |
|
|
|
3,624,373 |
|
|
|
|
GSAA 2005-8 A1 |
|
Asset Backed Security - Floating |
|
4.478750 |
** |
01/25/06 |
|
|
|
3,764,909 |
|
|
GSAMP 2005-AHL |
|
Asset Backed Security - Floating |
|
4.468750 |
** |
01/25/06 |
|
|
|
1,692,255 |
|
|
|
|
HARTFORD LIFE |
|
Medium Term Note - Floating |
|
4.185616 |
** |
01/17/06 |
|
|
|
6,006,285 |
|
|
HEAT 2005-4 2A1 |
|
Asset Backed Security - Floating |
|
4.468750 |
** |
01/25/06 |
|
|
|
4,425,936 |
|
|
|
|
HEAT 2005-7 2A1 |
|
Asset Backed Security - Floating |
|
4.498750 |
** |
01/25/06 |
|
|
|
7,528,890 |
|
|
HSBC FINANCE CORP |
|
Commercial Paper |
|
4.371621 |
|
02/03/06 |
|
|
|
9,927,667 |
|
|
|
|
HSBC PARIS |
|
Time Deposit |
|
4.310000 |
|
02/01/06 |
|
|
|
25,000,000 |
|
|
IXIS CORPORATE & IVESTMENT BANK |
|
Time Deposit |
|
4.100000 |
|
02/06/06 |
|
|
|
5,000,000 |
|
|
|
|
K2(USA)LLC |
|
Commercial Paper |
|
4.230740 |
|
02/01/06 |
|
|
|
4,945,944 |
|
|
K2(USA)LLC |
|
Medium Term Note - Floating |
|
4.349516 |
** |
01/17/06 |
|
|
|
9,000,613 |
|
|
|
|
K2(USA)LLC |
|
Medium Term Note - Floating |
|
4.370738 |
** |
01/03/06 |
|
|
|
19,996,000 |
|
|
LAKE CONSTANCE FUNDING LLC |
|
Commercial Paper |
|
4.448938 |
|
03/14/06 |
|
|
|
9,890,000 |
|
|
|
|
LANDALE FUNDING LLC |
|
Commercial Paper |
|
4.306888 |
|
02/15/06 |
|
|
|
14,836,700 |
|
|
LANDESBK BADEN-WUERTTEMBERG, NY |
|
Yankee C/D - Floating |
|
4.515450 |
** |
03/29/06 |
|
|
|
49,993,224 |
|
|
|
|
LEGACY CAPITAL COMPANY LLC |
|
Commercial Paper |
|
4.362532 |
|
02/06/06 |
|
|
|
14,888,142 |
|
|
LEGACY CAPITAL COMPANY LLC |
|
Commercial Paper |
|
4.298182 |
|
02/09/06 |
|
|
|
24,748,837 |
|
|
|
|
LEHMAN BROTHERS INC |
|
REPO - U.S. Agency Mortgages |
|
4.260000 |
|
01/03/06 |
|
|
|
50,000,000 |
|
|
LIBERTY STREET FUNDING COMPANY |
|
Commercial Paper |
|
4.326056 |
|
01/12/06 |
|
|
|
9,962,886 |
|
|
|
|
LINKS FINANCE LLC |
|
Medium Term Note - Floating |
|
4.285201 |
** |
01/03/06 |
|
|
|
501,409 |
|
|
LINKS FINANCE LLC |
|
Medium Term Note - Floating |
|
4.285201 |
** |
01/03/06 |
|
|
|
802,254 |
|
|
|
|
LINKS FINANCE LLC |
|
Medium Term Note - Floating |
|
4.285201 |
** |
01/03/06 |
|
|
|
902,536 |
|
|
LINKS FINANCE LLC |
|
Medium Term Note - Floating |
|
4.330154 |
** |
01/03/06 |
|
|
|
4,999,631 |
|
|
|
|
LINKS FINANCE LLC |
|
Medium Term Note - Floating |
|
4.285245 |
** |
01/03/06 |
|
|
|
10,028,180 |
|
|
LINKS FINANCE LLC |
|
Medium Term Note - Floating |
|
4.370766 |
** |
01/03/06 |
|
|
|
19,996,000 |
|
|
|
|
LLOYDS TOKYO JOM |
|
Time Deposit |
|
4.300000 |
|
02/14/06 |
|
|
|
10,000,000 |
|
|
MERRILL LYNCH AND COMPANY |
|
Medium Term Note - Floating |
|
4.556386 |
** |
03/20/06 |
|
|
|
9,009,268 |
|
|
|
|
MERRILL LYNCH AND COMPANY |
|
Medium Term Note - Floating |
|
4.410000 |
** |
01/23/06 |
|
|
|
10,000,000 |
|
|
MONTE DE PASCH LONDON |
|
Eurodollar C/D - Fixed |
|
4.105000 |
|
02/06/06 |
|
|
|
25,000,000 |
|
|
|
|
MONTE DE PASCHI |
|
Eurodollar C/D - Fixed |
|
4.280000 |
|
04/18/06 |
|
|
|
25,000,000 |
|
|
MORGAN STANLEY |
|
Commercial Paper-Floating Rate |
|
4.330000 |
** |
01/03/06 |
|
|
|
20,000,000 |
|
|
|
|
MORGAN STANLEY |
|
Medium Term Note - Floating |
|
4.420000 |
** |
01/03/06 |
|
|
|
25,000,000 |
|
|
MSHEL 2005-2 A2A |
|
Asset Backed Security - Floating |
|
4.468750 |
** |
01/25/06 |
|
|
|
1,963,600 |
|
|
|
|
NATIONAL CITY BANK CLEVELAND |
|
Bank Note - Floating Rate |
|
4.360390 |
** |
01/03/06 |
|
|
|
9,998,064 |
|
|
NELNET STUDENT LOAN CORP |
|
Medium Term Note - Floating |
|
4.358590 |
** |
02/27/06 |
|
|
|
2,712,240 |
|
|
|
|
NELNET STUDENT LOAN CORP |
|
Medium Term Note - Floating |
|
4.358590 |
** |
02/27/06 |
|
|
|
4,746,419 |
|
|
NORTHERN ROCK PLC |
|
Time Deposit |
|
4.170000 |
|
01/25/06 |
|
|
|
15,000,000 |
|
|
|
|
NORTHERN ROCK PLC |
|
Time Deposit |
|
4.320000 |
|
02/17/06 |
|
|
|
20,000,000 |
|
|
OOMLT 05-2 A-2 |
|
Asset Backed Security - Floating |
|
4.458750 |
* |
01/25/06 |
|
|
|
1,272,315 |
|
|
|
|
PACIFIC LIFE GLOBAL FUNDING |
|
Medium Term Note - Floating |
|
4.207072 |
** |
01/26/06 |
|
|
|
10,033,047 |
|
|
PPSI 05-WCW1A3A |
|
Asset Backed Security - Floating |
|
4.468750 |
** |
01/25/06 |
|
|
|
2,733,780 |
|
|
|
|
PPSI 2005-WHQ3 |
|
Asset Backed Security - Floating |
|
4.458750 |
** |
01/25/06 |
|
|
|
1,632,025 |
|
149
|
RAMP05 EFC7 AI1 |
|
Asset Backed Security - Floating |
|
4.478750 |
** |
01/25/06 |
|
|
|
3,000,000 |
|
|
|
|
RANGER FUNDING CO LLC |
|
Commercial Paper |
|
4.327096 |
|
01/17/06 |
|
|
|
14,940,738 |
|
|
RASC 05-KS4 A-1 |
|
Asset Backed Security - Floating |
|
4.458750 |
** |
01/25/06 |
|
|
|
2,411,426 |
|
|
|
|
RASC 2005-AHL2 A1 |
|
Asset Backed Security - Floating |
|
4.478750 |
** |
01/25/06 |
|
|
|
4,783,867 |
|
|
ROYAL BANK OF SCOTLAND HONG KONG |
|
Time Deposit |
|
4.110000 |
|
01/17/06 |
|
|
|
25,000,000 |
|
|
|
|
ROYAL BANK OF SCOTLAND LONDON |
|
Time Deposit |
|
4.150000 |
|
01/03/06 |
|
|
|
12,007,884 |
|
|
ROYAL BANK OF SCOTLAND NEW YORK |
|
Yankee C/D - Floating |
|
4.292297 |
** |
01/05/06 |
|
|
|
19,992,987 |
|
|
|
|
RWE AG |
|
Commercial Paper |
|
4.321932 |
|
02/02/06 |
|
|
|
7,940,893 |
|
|
SAN PAOLO IMI BANK |
|
Yankee C/D - Fixed |
|
4.325000 |
|
02/23/06 |
|
|
|
15,000,000 |
|
|
|
|
SASC 05 OPT1 A1 |
|
Asset Backed Security - Floating |
|
4.468750 |
** |
01/25/06 |
|
|
|
4,954,779 |
|
|
SASC 2005-WF2 A1 |
|
Asset Backed Security - Floating |
|
4.458750 |
** |
01/25/06 |
|
|
|
1,807,107 |
|
|
|
|
SASCO 05WF4 A2 |
|
Asset Backed Security - Floating |
|
4.458750 |
** |
01/25/06 |
|
|
|
4,903,569 |
|
|
SIGMA FINANCE INC. |
|
Medium Term Note - Floating |
|
4.330078 |
** |
01/03/06 |
|
|
|
34,998,264 |
|
|
|
|
SILVER TOWER US FUNDING, LLC |
|
Commercial Paper |
|
4.248972 |
|
01/06/06 |
|
|
|
9,955,350 |
|
|
SUN TRUST BANK, ATLANTA |
|
Domestic C/D - Floating |
|
4.391764 |
** |
01/30/06 |
|
|
|
9,996,900 |
|
|
|
|
SVENSKA STOCKHOLM |
|
Time Deposit |
|
4.340000 |
|
02/01/06 |
|
|
|
25,000,000 |
|
|
SWEDBANK STOCKHOLM |
|
Time Deposit |
|
4.105000 |
|
02/06/06 |
|
|
|
10,000,000 |
|
|
|
|
TANGO FINANCE CORP |
|
Medium Term Note - Floating |
|
4.391062 |
** |
01/03/06 |
|
|
|
9,996,888 |
|
|
THAMES ASSET GLOBAL SEC |
|
Commercial Paper |
|
4.331039 |
|
02/03/06 |
|
|
|
11,914,000 |
|
|
|
|
THREE PILLARS FUNDING |
|
Commercial Paper |
|
4.325016 |
|
01/10/06 |
|
|
|
13,951,393 |
|
|
THREE PILLARS FUNDING |
|
Commercial Paper |
|
4.365297 |
|
01/25/06 |
|
|
|
19,929,917 |
|
|
|
|
TOYOTA MOTOR CREDIT CORP |
|
Medium Term Note - Floating |
|
4.340000 |
** |
01/03/06 |
|
|
|
15,000,000 |
|
|
U.S. BANK N.A. |
|
Bank Note - Floating Rate |
|
4.285032 |
** |
01/03/06 |
|
|
|
24,988,024 |
|
|
|
|
UBS SECURITIES LLC |
|
REPO - U.S. Agency Mortgages |
|
4.260000 |
|
01/03/06 |
|
|
|
50,000,000 |
|
|
WELLS FARGO & CO |
|
Medium Term Note - Floating |
|
4.360000 |
** |
01/03/06 |
|
|
|
10,000,000 |
|
|
|
|
WELLS FARGO & CO |
|
Medium Term Note - Floating |
|
4.360000 |
** |
01/03/06 |
|
|
|
25,000,000 |
|
|
WELLS FARGO BANK SAN FRANCISCO N.A. |
|
Bank Note - Floating Rate |
|
4.417724 |
** |
03/03/06 |
|
|
|
4,000,968 |
|
|
|
|
WELLS FARGO BANK SAN FRANCISCO N.A. |
|
Domestic C/D - Floating |
|
4.300000 |
** |
01/03/06 |
|
|
|
2,500,000 |
|
|
WORLD SAVINGS BANK FSB |
|
Bank Note - Floating Rate |
|
4.370000 |
** |
01/23/06 |
|
|
|
15,000,000 |
|
|
|
|
XLLIAC GLOBAL FUNDING |
|
Medium Term Note - Floating |
|
4.392250 |
** |
02/15/06 |
|
|
|
20,000,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Short-Term Investments purchased with |
|
|
|
$1,909,000,935 |
|
n / aCost is not applicable |
|
|
|
** |
Investment is a floating rate instrument. The coupon rate is the rated in effect on December 31, 2005 and the maturity date is the date when the coupon rate is next adjusted. |
150
EXHIBIT F Stable Value Fund-Investment Contract (Synthetic GIC Global Wrapper)
(Managed by various investment companies)
IBM SAVINGS PLAN AT DECEMBER 31, 2005
Schedule H, line 4i-Schedule of Assets (Held At End of Year)
|
|
|
|
(c)Description of investment including maturity date, |
|
|
|
(e) Current |
||
(a) |
|
(b) Identity of issue, borrower, lessor, or similar party |
|
rate of interest, collateral, par, or maturity value |
|
(d)Cost |
|
value |
||
|
|
|
|
|
|
|
|
(n/a) |
|
|
|
|
|
|
|
|
Par Value |
|
|
|
|
|
|
AES IRONWOOD LLC |
|
8.857% 30 Nov 2025 |
|
154,241 |
|
|
|
170,436 |
|
|
ALLSTATE FINL GLOBAL FDG LLC |
|
6.15% 01 Feb 2006 |
|
1,300,000 |
|
|
|
1,301,883 |
|
|
AMERADA HESS CORP |
|
7.125% 15 Mar 2033 |
|
450,000 |
|
|
|
510,804 |
|
|
AMERICA MOVIL S A DE C V |
|
6.375% 01 Mar 2035 |
|
250,000 |
|
|
|
240,513 |
|
|
AMERICAN EXPRESS CR ACCOUNT |
|
1% 15 Feb 2013 |
|
5,950,000 |
|
|
|
5,953,719 |
|
|
AMERICAN EXPRESS CR ACCOUNT |
|
3.22% 18 Jan 2011 |
|
6,175,000 |
|
|
|
6,174,037 |
|
|
AMERICAN REAL ESTATE PARTNERS |
|
7.125% 15 Feb 2013 |
|
100,000 |
|
|
|
100,000 |
|
|
AMERICAN REAL ESTATE PARTNERS |
|
8.125% 01 Jun 2012 |
|
340,000 |
|
|
|
352,750 |
|
|
ASIF GLOBAL FING XXIII |
|
3.9% 22 Oct 2008 |
|
1,105,000 |
|
|
|
1,073,696 |
|
|
ASSOCIATES CORP NORTH AMER |
|
6.25% 01 Nov 2008 |
|
670,000 |
|
|
|
691,890 |
|
|
AT+T BROADBAND CORP |
|
8.375% 15 Mar 2013 |
|
1,555,000 |
|
|
|
1,800,168 |
|
|
ATLANTIC RICHFIELD CO |
|
5.9% 15 Apr 2009 |
|
960,000 |
|
|
|
993,479 |
|
|
AVALONBAY CMNTYS INC MTN |
|
4.95% 15 Mar 2013 |
|
595,000 |
|
|
|
583,247 |
|
|
BANC AMER ALTERNATIVE LN TR |
|
5% 25 Jun 2019 |
|
1,905,427 |
|
|
|
1,878,989 |
|
|
BANC AMER ALTERNATIVE LN TR |
|
5% 25 Jul 2019 |
|
2,122,420 |
|
|
|
2,082,777 |
|
|
BANC AMER COML MTG INC |
|
6.186% 11 Jun 2035 |
|
4,130,000 |
|
|
|
4,350,069 |
|
|
BANC AMER COML MTG INC |
|
5.46% 11 Apr 2037 |
|
4,500,000 |
|
|
|
4,572,177 |
|
|
BANC AMER COML MTG INC |
|
5.118% 11 Jul 2043 |
|
6,490,000 |
|
|
|
6,489,045 |
|
|
BANC OF AMERICA COMM MTG INC |
|
6.503% 15 Apr 2036 |
|
4,190,000 |
|
|
|
4,424,622 |
|
|
BANK AMER CORP |
|
4.5% 01 Aug 2010 |
|
1,690,000 |
|
|
|
1,659,445 |
|
|
BANK NEW YORK N Y |
|
3.8% 01 Feb 2008 |
|
925,000 |
|
|
|
907,812 |
|
|
BANK ONE TEX N A MT SUB BK NTS |
|
6.25% 15 Feb 2008 |
|
250,000 |
|
|
|
256,893 |
|
|
BANKAMERICA CORP |
|
6.25% 01 Apr 2008 |
|
490,000 |
|
|
|
505,380 |
|
|
BARCLAYS BK PLC |
|
6.86% 15 Jun 2032 |
|
290,000 |
|
|
|
322,999 |
|
|
BCP CRYSTAL U S HLDGS CORP |
|
9.625% 15 Jun 2014 |
|
30,000 |
|
|
|
33,375 |
|
|
BELLSOUTH CORP |
|
4.258% 26 Apr 2021 |
|
1,860,000 |
|
|
|
1,857,768 |
|
|
BELVOIR LD LLC |
|
5.27% 15 Dec 2047 |
|
675,000 |
|
|
|
650,545 |
|
|
BERKSHIRE HATHAWAY FIN CORP |
|
4.125% 15 Jan 2010 |
|
480,000 |
|
|
|
466,493 |
|
|
BERKSHIRE HATHAWAY FIN CORP |
|
3.4% 02 Jul 2007 |
|
1,020,000 |
|
|
|
1,001,031 |
|
|
BERKSHIRE HATHAWAY FIN CORP |
|
3.375% 15 Oct 2008 |
|
1,275,000 |
|
|
|
1,226,664 |
|
|
BERKSHIRE HATHAWAY INC DEL |
|
4.75% 15 May 2012 |
|
915,000 |
|
|
|
901,932 |
|
|
BRISTOL MYERS SQUIBB CO |
|
6.875% 01 Aug 2097 |
|
550,000 |
|
|
|
625,119 |
|
|
BSKYB FIN U K PLC |
|
6.5% 15 Oct 2035 |
|
415,000 |
|
|
|
409,403 |
|
|
CANADIAN NATL RY CO |
|
6.9% 15 Jul 2028 |
|
390,000 |
|
|
|
461,173 |
|
|
CANADIAN PAC RY CO NEW |
|
6.25% 15 Oct 2011 |
|
475,000 |
|
|
|
505,810 |
|
|
CAPITAL AUTO RECEIVABLES ASSET |
|
4.05% 15 Jul 2009 |
|
5,875,000 |
|
|
|
5,815,334 |
|
|
CENTERPOINT ENERGY INC |
|
7.25% 01 Sep 2010 |
|
430,000 |
|
|
|
461,278 |
|
|
CHASE COML MTG SECS CORP |
|
7.757% 15 Apr 2032 |
|
2,130,347 |
|
|
|
2,290,929 |
|
|
CHASE COML MTG SECS CORP |
|
7.198% 15 Jan 2032 |
|
3,465,000 |
|
|
|
3,712,665 |
|
|
CHASE ISSUANCE TR |
|
3.22% 15 Jun 2010 |
|
5,725,000 |
|
|
|
5,577,404 |
|
|
CHASE MANHATTAN CORP NEW |
|
7% 15 Nov 2009 |
|
900,000 |
|
|
|
964,053 |
|
|
CHESAPEAKE ENERGY CORP |
|
6.875% 15 Nov 2020 |
|
110,000 |
|
|
|
111,375 |
|
|
CHESAPEAKE ENERGY CORP |
|
6.25% 15 Jan 2018 |
|
185,000 |
|
|
|
181,300 |
|
|
CHESAPEAKE ENERGYCORP |
|
7.5% 15 Jun 2014 |
|
80,000 |
|
|
|
84,800 |
|
|
CHRYSLER CORP |
|
7.45% 01 Mar 2027 |
|
530,000 |
|
|
|
568,566 |
|
|
CINCINNATI BELL INC NEW |
|
7.25% 15 Jul 2013 |
|
60,000 |
|
|
|
62,400 |
|
|
CITIBANK CR CARD ISSUANCE TR |
|
2.55% 20 Jan 2009 |
|
6,225,000 |
|
|
|
6,085,909 |
|
|
CITIBANK CR CARD ISSUANCE TR |
|
2.9% 17 May 2010 |
|
7,200,000 |
|
|
|
6,900,754 |
|
|
CITICORP |
|
7.75% 15 Jun 2006 |
|
175,000 |
|
|
|
177,585 |
|
|
CITIGROUP INC |
|
4.625% 03 Aug 2010 |
|
250,000 |
|
|
|
246,443 |
|
|
CITIGROUP INC |
|
5.85% 11 Dec 2034 |
|
350,000 |
|
|
|
364,239 |
|
|
CITIGROUP INC |
|
4.125% 22 Feb 2010 |
|
4,075,000 |
|
|
|
3,949,306 |
|
|
CITIGROUP INC |
|
3.5% 01 Feb 2008 |
|
4,345,000 |
|
|
|
4,235,588 |
|
|
CITIGROUP INC |
|
3.625% 09 Feb 2009 |
|
4,540,000 |
|
|
|
4,376,129 |
|
|
COLORADO INST GAS CO |
|
6.8% 15 Nov 2015 |
|
110,000 |
|
|
|
112,396 |
|
|
COMCAST CORP |
|
7.05% 15 Mar 2033 |
|
600,000 |
|
|
|
643,752 |
|
|
COMCAST CORP NEW |
|
6.5% 15 Nov 2035 |
|
1,725,000 |
|
|
|
1,750,670 |
151
|
|
COMMERCIAL MTG ACCEP CORP |
|
6.03% 15 Sep 2030 |
|
4,083,967 |
|
|
|
4,148,723 |
|
|
CONSOLIDATED NAT GAS CO |
|
6.8% 15 Dec 2027 |
|
400,000 |
|
|
|
444,847 |
|
|
CONSOLIDATED NAT GAS CO |
|
5% 01 Mar 2014 |
|
550,000 |
|
|
|
540,131 |
|
|
CONSOLIDATED NAT GAS CO |
|
5.375% 01 Nov 2006 |
|
665,000 |
|
|
|
668,268 |
|
|
CROWN AMERS LLC |
|
7.75% 15 Nov 2015 |
|
150,000 |
|
|
|
155,250 |
|
|
CWABS INC |
|
1% 25 Jan 2035 |
|
6,000,000 |
|
|
|
6,000,000 |
|
|
CWABS INC |
|
1% 25 Dec 2035 |
|
7,675,000 |
|
|
|
7,673,465 |
|
|
DEPFA ACS BK |
|
3.625% 29 Oct 2008 |
|
2,850,000 |
|
|
|
2,770,291 |
|
|
DEUTSCHE BK AG |
|
3.8425% 15 Mar 2007 |
|
1,700,000 |
|
|
|
1,687,250 |
|
|
DEUTSCHE TELEKOM INTL FIN BV |
|
8.75% 15 Jun 2030 |
|
275,000 |
|
|
|
350,875 |
|
|
DEVON FING CORP U L C |
|
7.875% 30 Sep 2031 |
|
455,000 |
|
|
|
581,445 |
|
|
DIRECTV HLDGS LLC |
|
6.375% 15 Jun 2015 |
|
275,000 |
|
|
|
268,813 |
|
|
DOMINION RES INC DEL |
|
5.125% 15 Dec 2009 |
|
600,000 |
|
|
|
599,868 |
|
|
DYNEGY HLDGS INC |
|
10.125% 15 Jul 2013 |
|
740,000 |
|
|
|
836,200 |
|
|
EKSPORTFINANS A SA MTN |
|
3.375% 15 Jan 2008 |
|
2,815,000 |
|
|
|
2,746,755 |
|
|
ELWOOD ENERGY LLC |
|
8.159% 05 Jul 2026 |
|
476,867 |
|
|
|
513,156 |
|
|
ENCANA CORP |
|
6.5% 15 Aug 2034 |
|
300,000 |
|
|
|
334,537 |
|
|
ENTERPRISE PRODS OPER L P |
|
4% 15 Oct 2007 |
|
575,000 |
|
|
|
563,333 |
|
|
ENTERPRISE PRODUCTS OPER |
|
4.95% 01 Jun 2010 |
|
1,075,000 |
|
|
|
1,053,899 |
|
|
EOP OPER LTD PARTNERSHIP |
|
4.65% 01 Oct 2010 |
|
240,000 |
|
|
|
232,758 |
|
|
EURO CURRENCY |
|
|
|
1 |
|
|
|
1 |
|
|
FED HM LN PC POOL A18699 |
|
6% 01 Feb 2034 |
|
169,847 |
|
|
|
171,632 |
|
|
FED HM LN PC POOL A32162 |
|
5% 01 Mar 2035 |
|
1,006,807 |
|
|
|
974,597 |
|
|
FED HM LN PC POOL A32206 |
|
5% 01 Mar 2035 |
|
1,565,695 |
|
|
|
1,515,605 |
|
|
FED HM LN PC POOL A38476 |
|
5.5% 01 Oct 2035 |
|
1,520,308 |
|
|
|
1,506,530 |
|
|
FED HM LN PC POOL A47256 |
|
5.5% 01 Oct 2035 |
|
6,596,299 |
|
|
|
6,536,520 |
|
|
FED HM LN PC POOL B13602 |
|
4.5% 01 Apr 2019 |
|
635,331 |
|
|
|
619,472 |
|
|
FED HM LN PC POOL B13873 |
|
4.5% 01 May 2019 |
|
567,548 |
|
|
|
553,381 |
|
|
FED HM LN PC POOL B14838 |
|
4.5% 01 Jun 2019 |
|
783,414 |
|
|
|
763,859 |
|
|
FED HM LN PC POOL B15138 |
|
4.5% 01 Jun 2019 |
|
676,205 |
|
|
|
659,326 |
|
|
FED HM LN PC POOL B15172 |
|
4.5% 01 Jun 2019 |
|
843,246 |
|
|
|
822,198 |
|
|
FED HM LN PC POOL B15178 |
|
4.5% 01 Jun 2019 |
|
702,620 |
|
|
|
685,082 |
|
|
FED HM LN PC POOL B16484 |
|
5% 01 Oct 2019 |
|
921,781 |
|
|
|
912,995 |
|
|
FED HM LN PC POOL B18187 |
|
4.5% 01 May 2020 |
|
120,794 |
|
|
|
117,514 |
|
|
FED HM LN PC POOL B18336 |
|
4.5% 01 May 2020 |
|
519,525 |
|
|
|
505,420 |
|
|
FED HM LN PC POOL B18375 |
|
4.5% 01 May 2020 |
|
481,078 |
|
|
|
468,018 |
|
|
FED HM LN PC POOL B18596 |
|
5% 01 Jun 2020 |
|
133,336 |
|
|
|
132,003 |
|
|
FED HM LN PC POOL B18605 |
|
5% 01 Jun 2020 |
|
3,050,245 |
|
|
|
3,019,266 |
|
|
FED HM LN PC POOL B18848 |
|
4.5% 01 Feb 2020 |
|
176,990 |
|
|
|
172,185 |
|
|
FED HM LN PC POOL B19065 |
|
4.5% 01 Apr 2020 |
|
40,266 |
|
|
|
39,173 |
|
|
FED HM LN PC POOL B19087 |
|
4.5% 01 Apr 2020 |
|
638,005 |
|
|
|
620,684 |
|
|
FED HM LN PC POOL B19138 |
|
5% 01 Apr 2020 |
|
300,000 |
|
|
|
296,953 |
|
|
FED HM LN PC POOL B19400 |
|
4.5% 01 May 2020 |
|
964,884 |
|
|
|
938,688 |
|
|
FED HM LN PC POOL B19906 |
|
5% 01 Sep 2020 |
|
1,000,099 |
|
|
|
989,942 |
|
|
FED HM LN PC POOL C00748 |
|
6% 01 Apr 2029 |
|
7,767 |
|
|
|
7,872 |
|
|
FED HM LN PC POOL C21292 |
|
6% 01 Jan 2029 |
|
4,994 |
|
|
|
5,061 |
|
|
FED HM LN PC POOL C50136 |
|
7% 01 Apr 2031 |
|
3,234 |
|
|
|
3,368 |
|
|
FED HM LN PC POOL C56030 |
|
6% 01 Mar 2031 |
|
133,217 |
|
|
|
134,971 |
|
|
FED HM LN PC POOL C59194 |
|
6.5% 01 Sep 2031 |
|
2,993 |
|
|
|
3,076 |
|
|
FED HM LN PC POOL C59834 |
|
6.5% 01 Oct 2031 |
|
9,514 |
|
|
|
9,776 |
|
|
FED HM LN PC POOL C60673 |
|
6.5% 01 Nov 2031 |
|
6,452 |
|
|
|
6,629 |
|
|
FED HM LN PC POOL C64029 |
|
6.5% 01 Feb 2032 |
|
10,287 |
|
|
|
10,566 |
|
|
FED HM LN PC POOL C64758 |
|
6.5% 01 Mar 2032 |
|
382,559 |
|
|
|
392,915 |
|
|
FED HM LN PC POOL C67095 |
|
6.5% 01 May 2032 |
|
7,382 |
|
|
|
7,582 |
|
|
FED HM LN PC POOL C67310 |
|
6.5% 01 May 2032 |
|
4,755 |
|
|
|
4,883 |
|
|
FED HM LN PC POOL C67331 |
|
6.5% 01 May 2032 |
|
57,620 |
|
|
|
59,180 |
|
|
FED HM LN PC POOL C70160 |
|
6.5% 01 Aug 2032 |
|
69,691 |
|
|
|
71,577 |
|
|
FED HM LN PC POOL C71381 |
|
6.5% 01 Apr 2032 |
|
1,110,680 |
|
|
|
1,140,747 |
|
|
FED HM LN PC POOL C78475 |
|
6.5% 01 Apr 2033 |
|
58,028 |
|
|
|
59,508 |
|
|
FED HM LN PC POOL E00543 |
|
6% 01 Apr 2013 |
|
11,606 |
|
|
|
11,844 |
|
|
FED HM LN PC POOL E00547 |
|
5.5% 01 Apr 2013 |
|
143,622 |
|
|
|
144,845 |
|
|
FED HM LN PC POOL E00565 |
|
6% 01 Aug 2013 |
|
18,788 |
|
|
|
19,173 |
|
|
FED HM LN PC POOL E00569 |
|
5.5% 01 Aug 2013 |
|
675,232 |
|
|
|
680,982 |
|
|
FED HM LN PC POOL E00570 |
|
6% 01 Sep 2013 |
|
18,737 |
|
|
|
19,122 |
|
|
FED HM LN PC POOL E00577 |
|
5.5% 01 Sep 2013 |
|
35,983 |
|
|
|
36,290 |
|
|
FED HM LN PC POOL E00975 |
|
6% 01 May 2016 |
|
95,088 |
|
|
|
96,993 |
|
|
FED HM LN PC POOL E01071 |
|
5.5% 01 Nov 2016 |
|
253,444 |
|
|
|
255,206 |
|
|
FED HM LN PC POOL E01143 |
|
5.5% 01 Apr 2017 |
|
258,139 |
|
|
|
259,934 |
|
|
FED HM LN PC POOL E01157 |
|
6% 01 Jun 2017 |
|
7,262 |
|
|
|
7,408 |
|
|
FED HM LN PC POOL E01638 |
|
4% 01 Apr 2019 |
|
85,081 |
|
|
|
81,282 |
|
|
FED HM LN PC POOL E01641 |
|
4.5% 01 May 2019 |
|
269,227 |
|
|
|
262,507 |
|
|
FED HM LN PC POOL E69529 |
|
6% 01 Mar 2013 |
|
14,923 |
|
|
|
15,229 |
|
|
FED HM LN PC POOL E69728 |
|
6% 01 Apr 2013 |
|
30,041 |
|
|
|
30,657 |
152
|
|
FED HM LN PC POOL E71222 |
|
5.5% 01 Jul 2013 |
|
136,462 |
|
|
|
137,624 |
|
|
FED HM LN PC POOL E71236 |
|
5.5% 01 Aug 2013 |
|
129,780 |
|
|
|
130,885 |
|
|
FED HM LN PC POOL E73095 |
|
5.5% 01 Nov 2013 |
|
712,527 |
|
|
|
718,594 |
|
|
FED HM LN PC POOL E75506 |
|
6% 01 Mar 2014 |
|
18,578 |
|
|
|
18,959 |
|
|
FED HM LN PC POOL E75722 |
|
6% 01 Mar 2014 |
|
10,612 |
|
|
|
10,830 |
|
|
FED HM LN PC POOL E77295 |
|
6% 01 Jun 2014 |
|
575,987 |
|
|
|
587,799 |
|
|
FED HM LN PC POOL E84261 |
|
6% 01 Jul 2016 |
|
345,550 |
|
|
|
352,474 |
|
|
FED HM LN PC POOL E84308 |
|
5.5% 01 May 2014 |
|
1,069,513 |
|
|
|
1,078,620 |
|
|
FED HM LN PC POOL E84593 |
|
6% 01 Jul 2016 |
|
58,352 |
|
|
|
59,521 |
|
|
FED HM LN PC POOL E87958 |
|
6% 01 Feb 2017 |
|
42,891 |
|
|
|
43,777 |
|
|
FED HM LN PC POOL E88282 |
|
6% 01 Mar 2017 |
|
10,348 |
|
|
|
10,555 |
|
|
FED HM LN PC POOL E88512 |
|
6% 01 Mar 2017 |
|
48,907 |
|
|
|
49,887 |
|
|
FED HM LN PC POOL E88786 |
|
6% 01 Mar 2017 |
|
50,031 |
|
|
|
51,034 |
|
|
FED HM LN PC POOL E88982 |
|
6% 01 Apr 2017 |
|
52,206 |
|
|
|
53,252 |
|
|
FED HM LN PC POOL E88992 |
|
5.5% 01 Apr 2017 |
|
175,702 |
|
|
|
176,869 |
|
|
FED HM LN PC POOL E89201 |
|
6% 01 Apr 2017 |
|
28,558 |
|
|
|
29,130 |
|
|
FED HM LN PC POOL E89245 |
|
6% 01 Apr 2017 |
|
301,526 |
|
|
|
307,569 |
|
|
FED HM LN PC POOL E89306 |
|
5.5% 01 Apr 2017 |
|
45,556 |
|
|
|
45,872 |
|
|
FED HM LN PC POOL E89336 |
|
6% 01 May 2017 |
|
33,638 |
|
|
|
34,312 |
|
|
FED HM LN PC POOL E89350 |
|
6% 01 Apr 2017 |
|
64,599 |
|
|
|
65,893 |
|
|
FED HM LN PC POOL E89435 |
|
6% 01 May 2017 |
|
37,305 |
|
|
|
38,053 |
|
|
FED HM LN PC POOL E89704 |
|
6% 01 May 2017 |
|
42,604 |
|
|
|
43,457 |
|
|
FED HM LN PC POOL E90063 |
|
5.5% 01 Jun 2017 |
|
95,872 |
|
|
|
96,539 |
|
|
FED HM LN PC POOL E90353 |
|
5.5% 01 Jun 2017 |
|
334,261 |
|
|
|
336,585 |
|
|
FED HM LN PC POOL E90431 |
|
6% 01 Dec 2014 |
|
12,693 |
|
|
|
12,953 |
|
|
FED HM LN PC POOL E91323 |
|
6% 01 Sep 2017 |
|
80,377 |
|
|
|
81,987 |
|
|
FED HM LN PC POOL G01912 |
|
5% 01 Sep 2035 |
|
5,043,954 |
|
|
|
4,882,587 |
|
|
FED HM LN PC POOL G10784 |
|
5.5% 01 Jun 2011 |
|
111,738 |
|
|
|
112,550 |
|
|
FED HM LN PC POOL G11618 |
|
4.5% 01 May 2018 |
|
2,683,629 |
|
|
|
2,619,160 |
|
|
FED HM LN PC POOL G11720 |
|
4.5% 01 Aug 2020 |
|
4,551,670 |
|
|
|
4,428,099 |
|
|
FED HM LN PC POOL G11768 |
|
5% 01 Oct 2020 |
|
5,799,423 |
|
|
|
5,740,523 |
|
|
FED HM LN PC POOL G11769 |
|
5% 01 Sep 2020 |
|
7,350,490 |
|
|
|
7,275,837 |
|
|
FED HM LN PC POOL G11777 |
|
5% 01 Oct 2020 |
|
7,979,468 |
|
|
|
7,898,427 |
|
|
FED HM LN PC POOL G11798 |
|
5% 01 Nov 2020 |
|
6,306,408 |
|
|
|
6,242,359 |
|
|
FED HM LN PC POOL G18065 |
|
5% 01 Jul 2020 |
|
2,194,961 |
|
|
|
2,173,011 |
|
|
FED HM LN PC POOL G18082 |
|
5% 01 Nov 2020 |
|
48,598 |
|
|
|
48,105 |
|
|
FED HM LN PC POOL J00163 |
|
5% 01 Oct 2020 |
|
2,260,320 |
|
|
|
2,237,717 |
|
|
FED HM LN PC POOL J00446 |
|
5% 01 Nov 2020 |
|
293,967 |
|
|
|
291,027 |
|
|
FED HM LN PC POOL J00541 |
|
5% 01 Dec 2020 |
|
651,471 |
|
|
|
644,854 |
|
|
FED HM LN PC POOL J00625 |
|
5% 01 Dec 2020 |
|
3,899,610 |
|
|
|
3,860,005 |
|
|
FED HM LN PC POOL J00754 |
|
5% 01 Dec 2020 |
|
3,049,754 |
|
|
|
3,019,257 |
|
|
FED HM LN PC POOL J00793 |
|
5% 01 Dec 2020 |
|
866,763 |
|
|
|
857,960 |
|
|
FED HM LN PC POOL J02452 |
|
5% 01 Aug 2020 |
|
700,069 |
|
|
|
692,959 |
|
|
FED HM LN PC POOL J02512 |
|
5% 01 Sep 2020 |
|
3,940,202 |
|
|
|
3,900,800 |
|
|
FED HM LN PC POOL M80806 |
|
4% 01 Mar 2010 |
|
1,778,280 |
|
|
|
1,715,971 |
|
|
FEDERAL HOME LN MTG CORP |
|
5.5% 15 Jan 2031 |
|
3,761,578 |
|
|
|
3,781,886 |
|
|
FEDERAL HOME LN MTG CORP |
|
5.5% 15 Apr 2035 |
|
3,774,663 |
|
|
|
3,815,529 |
|
|
FEDERAL HOME LN MTG CORP |
|
1% 15 Feb 2035 |
|
4,522,425 |
|
|
|
4,544,284 |
|
|
FEDERAL HOME LN MTG CORP MEDIU |
|
3.01% 19 Apr 2007 |
|
3,350,000 |
|
|
|
3,271,422 |
|
|
FEDERAL HOME LN MTG CORP MTN |
|
4.625% 28 May 2013 |
|
2,475,000 |
|
|
|
2,388,819 |
|
|
FEDERAL HOME LOAN MTG CORP |
|
5% 15 Dec 2017 |
|
2,490,000 |
|
|
|
2,468,710 |
|
|
FEDERAL NATL MTG ASSN |
|
5% 25 Mar 2018 |
|
1,120,000 |
|
|
|
1,107,130 |
|
|
FEDERAL NATL MTG ASSN |
|
2.35% 29 Apr 2006 |
|
1,225,000 |
|
|
|
1,216,288 |
|
|
FEDERAL NATL MTG ASSN |
|
1.75% 16 Jun 2006 |
|
1,385,000 |
|
|
|
1,367,095 |
|
|
FEDERAL NATL MTG ASSN |
|
5.5% 25 Aug 2035 |
|
1,384,393 |
|
|
|
1,389,490 |
|
|
FEDERAL NATL MTG ASSN |
|
3.125% 16 Mar 2009 |
|
2,365,000 |
|
|
|
2,254,277 |
|
|
FEDERAL NATL MTG ASSN |
|
6.5% 25 Jul 2034 |
|
2,200,851 |
|
|
|
2,258,126 |
|
|
FEDERAL NATL MTG ASSN |
|
5.5% 25 May 2027 |
|
2,446,567 |
|
|
|
2,462,524 |
|
|
FEDERAL NATL MTG ASSN |
|
5.5% 25 Feb 2035 |
|
3,150,000 |
|
|
|
3,183,201 |
|
|
FEDERAL NATL MTG ASSN |
|
5.5% 25 Dec 2033 |
|
3,240,999 |
|
|
|
3,251,636 |
|
|
FEDERAL NATL MTG ASSN |
|
6% 25 Aug 2028 |
|
3,593,864 |
|
|
|
3,620,945 |
|
|
FEDERAL NATL MTG ASSN |
|
5.5% 25 Jan 2034 |
|
3,648,769 |
|
|
|
3,642,757 |
|
|
FEDERAL NATL MTG ASSN |
|
2.35% 05 Apr 2007 |
|
7,000,000 |
|
|
|
6,784,109 |
|
|
FEDERAL NATL MTG ASSN |
|
3% 02 Mar 2007 |
|
8,040,000 |
|
|
|
7,865,362 |
|
|
FEDERAL NATL MTG ASSN REMIC |
|
5.5% 25 Apr 2030 |
|
4,474,183 |
|
|
|
4,506,130 |
|
|
FEDERAL NATL MTG ASSN MTN |
|
2.71% 30 Jan 2007 |
|
12,050,000 |
|
|
|
11,790,782 |
|
|
FEDERATED DEPT STORES INC DE |
|
6.79% 15 Jul 2027 |
|
510,000 |
|
|
|
548,457 |
|
|
FHLMC TBA JAN 15 GOLD SINGLE |
|
5% 01 Dec 2099 |
|
(17,700,000) |
|
|
|
(17,514,702) |
|
|
FHLMC TBA JAN 15 GOLD SINGLE |
|
4.5% 01 Dec 2099 |
|
(4,800,000) |
|
|
|
(4,669,125) |
|
|
FHLMC TBA JAN 15 GOLD SINGLE |
|
4.5% 01 Dec 2099 |
|
1,000,000 |
|
|
|
972,734 |
|
|
FHLMC TBA JAN 15 GOLD SINGLE |
|
5.5% 01 Dec 2099 |
|
2,900,000 |
|
|
|
2,916,086 |
|
|
FHLMC TBA JAN 30 GOLD SINGLE |
|
6% 01 Dec 2099 |
|
(400,000) |
|
|
|
(403,844) |
|
|
FHLMC TBA JAN 30 GOLD SINGLE |
|
6% 01 Dec 2099 |
|
100,000 |
|
|
|
100,961 |
153
|
|
FHLMC TBA JAN 30 GOLD SINGLE |
|
5% 01 Dec 2099 |
|
20,000,000 |
|
|
|
19,356,250 |
|
|
FIRST ENERGY CORP |
|
7.375% 15 Nov 2031 |
|
115,000 |
|
|
|
135,715 |
|
|
FIRST UNION LIGMAN BROS COMML |
|
7.5% 18 Jun 2029 |
|
445,000 |
|
|
|
459,368 |
|
|
FLEETBOSTON FINL CORP |
|
4.875% 01 Dec 2006 |
|
1,615,000 |
|
|
|
1,617,429 |
|
|
FLORIDA PWR + LT CO |
|
5.625% 01 Apr 2034 |
|
400,000 |
|
|
|
408,250 |
|
|
FLORIDA PWR CORP |
|
5.9% 01 Mar 2033 |
|
525,000 |
|
|
|
540,309 |
|
|
FNMA TBA JAN 15 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
(800,000) |
|
|
|
(804,688) |
|
|
FNMA TBA JAN 15 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
7,400,000 |
|
|
|
7,443,360 |
|
|
FNMA TBA JAN 15 SINGLE FAM |
|
5% 01 Dec 2099 |
|
21,400,000 |
|
|
|
21,162,593 |
|
|
FNMA TBA JAN 15 SINGLE FAM |
|
4.5% 01 Dec 2099 |
|
30,100,000 |
|
|
|
29,272,250 |
|
|
FNMA TBA JAN 30 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
(24,200,000) |
|
|
|
(23,961,780) |
|
|
FNMA TBA JAN 30 SINGLE FAM |
|
5% 01 Dec 2099 |
|
(15,000,000) |
|
|
|
(14,528,907) |
|
|
FNMA TBA JAN 30 SINGLE FAM |
|
6.5% 01 Dec 2099 |
|
(8,000,000) |
|
|
|
(8,202,500) |
|
|
FNMA TBA JAN 30 SINGLE FAM |
|
6.5% 01 Dec 2099 |
|
2,100,000 |
|
|
|
2,153,156 |
|
|
FNMA TBA JAN 30 SINGLE FAM |
|
5% 01 Dec 2099 |
|
7,100,000 |
|
|
|
6,877,016 |
|
|
FNMA TBA JAN 30 SINGLE FAM |
|
4.5% 01 Dec 2099 |
|
8,200,000 |
|
|
|
7,719,531 |
|
|
FNMA POOL 252244 |
|
7% 01 Jan 2029 |
|
9,239 |
|
|
|
9,660 |
|
|
FNMA POOL 253411 |
|
6.5% 01 Jul 2015 |
|
11,761 |
|
|
|
12,092 |
|
|
FNMA POOL 253480 |
|
7.5% 01 Oct 2030 |
|
1,160 |
|
|
|
1,217 |
|
|
FNMA POOL 253643 |
|
7.5% 01 Feb 2031 |
|
1,579 |
|
|
|
1,655 |
|
|
FNMA POOL 253712 |
|
7.5% 01 Apr 2031 |
|
3,269 |
|
|
|
3,428 |
|
|
FNMA POOL 253800 |
|
7% 01 May 2016 |
|
22,614 |
|
|
|
23,271 |
|
|
FNMA POOL 254088 |
|
5.5% 01 Dec 2016 |
|
119,557 |
|
|
|
120,425 |
|
|
FNMA POOL 254346 |
|
6.5% 01 Jun 2032 |
|
161,888 |
|
|
|
166,422 |
|
|
FNMA POOL 254402 |
|
5.5% 01 Aug 2017 |
|
684,342 |
|
|
|
689,101 |
|
|
FNMA POOL 254591 |
|
5.5% 01 Jan 2018 |
|
79,578 |
|
|
|
80,132 |
|
|
FNMA POOL 254693 |
|
5.5% 01 Apr 2033 |
|
5,549,701 |
|
|
|
5,510,680 |
|
|
FNMA POOL 254696 |
|
5.5% 01 Mar 2018 |
|
383,749 |
|
|
|
386,417 |
|
|
FNMA POOL 255413 |
|
6.5% 01 Oct 2034 |
|
247,325 |
|
|
|
253,711 |
|
|
FNMA POOL 255583 |
|
5.5% 01 Dec 2019 |
|
106,380 |
|
|
|
107,086 |
|
|
FNMA POOL 255722 |
|
1% 01 Apr 2035 |
|
8,906,696 |
|
|
|
8,788,571 |
|
|
FNMA POOL 290478 |
|
9.5% 01 Dec 2024 |
|
594 |
|
|
|
662 |
|
|
FNMA POOL 290485 |
|
9.5% 01 Feb 2025 |
|
2,875 |
|
|
|
3,201 |
|
|
FNMA POOL 293843 |
|
9.5% 01 Dec 2024 |
|
13,416 |
|
|
|
14,741 |
|
|
FNMA POOL 305049 |
|
9.5% 01 Feb 2025 |
|
6,388 |
|
|
|
7,026 |
|
|
FNMA POOL 305113 |
|
9.5% 01 Mar 2025 |
|
4,116 |
|
|
|
4,527 |
|
|
FNMA POOL 306419 |
|
9.5% 01 Mar 2025 |
|
26,233 |
|
|
|
28,854 |
|
|
FNMA POOL 306656 |
|
9.5% 01 Mar 2025 |
|
6,156 |
|
|
|
6,771 |
|
|
FNMA POOL 307146 |
|
9.5% 01 May 2025 |
|
9,851 |
|
|
|
11,028 |
|
|
FNMA POOL 313412 |
|
6.5% 01 Mar 2012 |
|
14,326 |
|
|
|
14,729 |
|
|
FNMA POOL 316338 |
|
9.5% 01 Jul 2025 |
|
4,986 |
|
|
|
5,574 |
|
|
FNMA POOL 323037 |
|
6.5% 01 Mar 2028 |
|
395,563 |
|
|
|
408,249 |
|
|
FNMA POOL 323415 |
|
5.5% 01 Dec 2013 |
|
145,459 |
|
|
|
146,743 |
|
|
FNMA POOL 323654 |
|
6.5% 01 Apr 2014 |
|
7,154 |
|
|
|
7,367 |
|
|
FNMA POOL 323961 |
|
7% 01 Oct 2029 |
|
185,706 |
|
|
|
194,164 |
|
|
FNMA POOL 323972 |
|
6.5% 01 Oct 2014 |
|
41,275 |
|
|
|
42,488 |
|
|
FNMA POOL 324556 |
|
9.5% 01 Aug 2025 |
|
2,458 |
|
|
|
2,754 |
|
|
FNMA POOL 340925 |
|
6.5% 01 Mar 2011 |
|
5,162 |
|
|
|
5,307 |
|
|
FNMA POOL 341629 |
|
6.5% 01 Mar 2011 |
|
9,160 |
|
|
|
9,418 |
|
|
FNMA POOL 342760 |
|
6.5% 01 May 2011 |
|
12,424 |
|
|
|
12,774 |
|
|
FNMA POOL 343468 |
|
6.5% 01 Apr 2011 |
|
5,525 |
|
|
|
5,680 |
|
|
FNMA POOL 347025 |
|
6.5% 01 May 2011 |
|
7,997 |
|
|
|
8,222 |
|
|
FNMA POOL 357327 |
|
5% 01 Jan 2018 |
|
1,216,095 |
|
|
|
1,206,784 |
|
|
FNMA POOL 413363 |
|
6.5% 01 Jan 2013 |
|
9,058 |
|
|
|
9,324 |
|
|
FNMA POOL 418438 |
|
5.5% 01 May 2013 |
|
84,145 |
|
|
|
84,888 |
|
|
FNMA POOL 421620 |
|
7% 01 Apr 2028 |
|
23,283 |
|
|
|
24,358 |
|
|
FNMA POOL 440780 |
|
5.5% 01 Feb 2014 |
|
93,800 |
|
|
|
94,628 |
|
|
FNMA POOL 440860 |
|
5.5% 01 Nov 2013 |
|
51,608 |
|
|
|
52,063 |
|
|
FNMA POOL 445872 |
|
5.5% 01 Oct 2013 |
|
151,200 |
|
|
|
152,535 |
|
|
FNMA POOL 448183 |
|
5.5% 01 Oct 2013 |
|
126,562 |
|
|
|
127,679 |
|
|
FNMA POOL 451777 |
|
5.5% 01 Nov 2013 |
|
256,301 |
|
|
|
258,563 |
|
|
FNMA POOL 452478 |
|
6.5% 01 Nov 2028 |
|
79,362 |
|
|
|
81,908 |
|
|
FNMA POOL 459602 |
|
6% 01 Jan 2029 |
|
95,551 |
|
|
|
96,779 |
|
|
FNMA POOL 482507 |
|
6.5% 01 Jan 2014 |
|
41,515 |
|
|
|
42,734 |
|
|
FNMA POOL 505696 |
|
6.5% 01 Jul 2029 |
|
24,133 |
|
|
|
24,877 |
|
|
FNMA POOL 515482 |
|
7% 01 Sep 2029 |
|
10,226 |
|
|
|
10,679 |
|
|
FNMA POOL 516907 |
|
6.5% 01 Feb 2015 |
|
4,637 |
|
|
|
4,775 |
|
|
FNMA POOL 523475 |
|
7% 01 Apr 2030 |
|
68,307 |
|
|
|
71,333 |
|
|
FNMA POOL 523497 |
|
7.5% 01 Nov 2029 |
|
1,746 |
|
|
|
1,833 |
|
|
FNMA POOL 524774 |
|
6.5% 01 Dec 2014 |
|
1,570 |
|
|
|
1,615 |
|
|
FNMA POOL 525908 |
|
7% 01 Dec 2029 |
|
2,387 |
|
|
|
2,493 |
|
|
FNMA POOL 532892 |
|
7% 01 Apr 2015 |
|
18,507 |
|
|
|
19,044 |
|
|
FNMA POOL 535063 |
|
6.5% 01 Dec 2014 |
|
47,390 |
|
|
|
48,782 |
154
|
|
FNMA POOL 535675 |
|
7% 01 Jan 2016 |
|
287,195 |
|
|
|
295,531 |
|
|
FNMA POOL 535915 |
|
7% 01 Apr 2031 |
|
131,018 |
|
|
|
136,822 |
|
|
FNMA POOL 536593 |
|
7% 01 Apr 2030 |
|
3,163 |
|
|
|
3,303 |
|
|
FNMA POOL 536932 |
|
7% 01 May 2030 |
|
4,013 |
|
|
|
4,190 |
|
|
FNMA POOL 536947 |
|
7% 01 May 2030 |
|
12,244 |
|
|
|
12,787 |
|
|
FNMA POOL 537309 |
|
7% 01 Jun 2030 |
|
2,161 |
|
|
|
2,257 |
|
|
FNMA POOL 539243 |
|
7% 01 Jun 2030 |
|
79,140 |
|
|
|
82,646 |
|
|
FNMA POOL 539762 |
|
7% 01 May 2030 |
|
74,820 |
|
|
|
78,134 |
|
|
FNMA POOL 539931 |
|
7% 01 May 2030 |
|
6,131 |
|
|
|
6,402 |
|
|
FNMA POOL 539934 |
|
7.5% 01 May 2030 |
|
1,169 |
|
|
|
1,227 |
|
|
FNMA POOL 541293 |
|
7.5% 01 Jul 2030 |
|
557 |
|
|
|
585 |
|
|
FNMA POOL 542056 |
|
7% 01 Jul 2030 |
|
15,420 |
|
|
|
16,103 |
|
|
FNMA POOL 544583 |
|
7.5% 01 Sep 2030 |
|
264 |
|
|
|
277 |
|
|
FNMA POOL 545195 |
|
7% 01 Sep 2031 |
|
4,523 |
|
|
|
4,722 |
|
|
FNMA POOL 545276 |
|
5.5% 01 Sep 2016 |
|
97,441 |
|
|
|
98,210 |
|
|
FNMA POOL 545412 |
|
5.5% 01 Jan 2017 |
|
286,733 |
|
|
|
288,816 |
|
|
FNMA POOL 545605 |
|
7% 01 May 2032 |
|
96,638 |
|
|
|
100,798 |
|
|
FNMA POOL 545691 |
|
6.5% 01 Jun 2032 |
|
390,410 |
|
|
|
401,345 |
|
|
FNMA POOL 545711 |
|
5.5% 01 May 2017 |
|
401,541 |
|
|
|
404,458 |
|
|
FNMA POOL 545723 |
|
7% 01 Apr 2032 |
|
77,460 |
|
|
|
80,867 |
|
|
FNMA POOL 545759 |
|
6.5% 01 Jul 2032 |
|
425,777 |
|
|
|
437,702 |
|
|
FNMA POOL 545762 |
|
6.5% 01 Jul 2032 |
|
1,499,479 |
|
|
|
1,541,477 |
|
|
FNMA POOL 545812 |
|
6.5% 01 Aug 2032 |
|
41,019 |
|
|
|
42,168 |
|
|
FNMA POOL 545968 |
|
5.5% 01 Oct 2017 |
|
570,480 |
|
|
|
574,625 |
|
|
FNMA POOL 546420 |
|
6.5% 01 Aug 2015 |
|
16,762 |
|
|
|
17,234 |
|
|
FNMA POOL 555299 |
|
7% 01 Nov 2017 |
|
281,874 |
|
|
|
290,055 |
|
|
FNMA POOL 559326 |
|
6.5% 01 Oct 2015 |
|
12,716 |
|
|
|
13,081 |
|
|
FNMA POOL 559532 |
|
7.5% 01 Dec 2030 |
|
781 |
|
|
|
819 |
|
|
FNMA POOL 562423 |
|
7% 01 Jan 2031 |
|
5,589 |
|
|
|
5,835 |
|
|
FNMA POOL 572156 |
|
7% 01 Jan 2016 |
|
73,950 |
|
|
|
76,097 |
|
|
FNMA POOL 572557 |
|
7% 01 Apr 2016 |
|
8,720 |
|
|
|
8,973 |
|
|
FNMA POOL 574112 |
|
5.5% 01 Apr 2016 |
|
105,625 |
|
|
|
106,458 |
|
|
FNMA POOL 583688 |
|
6.5% 01 Jun 2031 |
|
53,255 |
|
|
|
54,797 |
|
|
FNMA POOL 584882 |
|
7% 01 May 2016 |
|
126,378 |
|
|
|
130,045 |
|
|
FNMA POOL 587841 |
|
7% 01 Oct 2031 |
|
24,687 |
|
|
|
25,757 |
|
|
FNMA POOL 591186 |
|
6.5% 01 Aug 2016 |
|
40,241 |
|
|
|
41,372 |
|
|
FNMA POOL 602836 |
|
7% 01 Sep 2016 |
|
42,661 |
|
|
|
43,899 |
|
|
FNMA POOL 604436 |
|
7% 01 Sep 2016 |
|
116,335 |
|
|
|
119,712 |
|
|
FNMA POOL 604487 |
|
6.5% 01 Oct 2031 |
|
359,138 |
|
|
|
369,365 |
|
|
FNMA POOL 605424 |
|
7% 01 Jul 2016 |
|
67,548 |
|
|
|
69,509 |
|
|
FNMA POOL 606135 |
|
6.5% 01 Sep 2031 |
|
114,138 |
|
|
|
117,388 |
|
|
FNMA POOL 606540 |
|
7% 01 Sep 2031 |
|
37,287 |
|
|
|
38,904 |
|
|
FNMA POOL 610058 |
|
7% 01 Nov 2031 |
|
8,526 |
|
|
|
8,895 |
|
|
FNMA POOL 610818 |
|
6.5% 01 Dec 2031 |
|
363,913 |
|
|
|
374,106 |
|
|
FNMA POOL 611509 |
|
7% 01 Oct 2031 |
|
11,338 |
|
|
|
11,829 |
|
|
FNMA POOL 614275 |
|
6.5% 01 Jan 2032 |
|
270,930 |
|
|
|
278,518 |
|
|
FNMA POOL 615327 |
|
5.5% 01 Dec 2016 |
|
59,586 |
|
|
|
60,019 |
|
|
FNMA POOL 617442 |
|
7% 01 Jan 2032 |
|
129,396 |
|
|
|
134,966 |
|
|
FNMA POOL 622708 |
|
7% 01 Jan 2032 |
|
237,827 |
|
|
|
248,065 |
|
|
FNMA POOL 626014 |
|
5.5% 01 Feb 2017 |
|
616,745 |
|
|
|
621,226 |
|
|
FNMA POOL 633862 |
|
6.5% 01 Mar 2032 |
|
323,074 |
|
|
|
332,123 |
|
|
FNMA POOL 641787 |
|
5.5% 01 May 2017 |
|
101,072 |
|
|
|
101,806 |
|
|
FNMA POOL 641996 |
|
6.5% 01 May 2032 |
|
263,807 |
|
|
|
271,196 |
|
|
FNMA POOL 642734 |
|
5.5% 01 Apr 2017 |
|
28,908 |
|
|
|
29,118 |
|
|
FNMA POOL 644834 |
|
7% 01 Jun 2032 |
|
96,585 |
|
|
|
100,743 |
|
|
FNMA POOL 645589 |
|
7% 01 May 2032 |
|
8,061 |
|
|
|
8,408 |
|
|
FNMA POOL 646352 |
|
7% 01 May 2032 |
|
87,080 |
|
|
|
90,828 |
|
|
FNMA POOL 647279 |
|
7% 01 May 2032 |
|
76,788 |
|
|
|
80,094 |
|
|
FNMA POOL 647998 |
|
7% 01 Jun 2032 |
|
180,408 |
|
|
|
188,174 |
|
|
FNMA POOL 650018 |
|
6.5% 01 Jun 2032 |
|
75,488 |
|
|
|
77,602 |
|
|
FNMA POOL 650901 |
|
6.5% 01 Jul 2032 |
|
234,898 |
|
|
|
241,477 |
|
|
FNMA POOL 651361 |
|
7% 01 Jul 2032 |
|
44,726 |
|
|
|
46,652 |
|
|
FNMA POOL 656217 |
|
7% 01 Aug 2032 |
|
148,181 |
|
|
|
154,560 |
|
|
FNMA POOL 656427 |
|
7% 01 Aug 2032 |
|
150,225 |
|
|
|
156,692 |
|
|
FNMA POOL 656464 |
|
7% 01 Aug 2032 |
|
20,733 |
|
|
|
21,626 |
|
|
FNMA POOL 657369 |
|
5.5% 01 Sep 2017 |
|
3,066,296 |
|
|
|
3,087,616 |
|
|
FNMA POOL 657414 |
|
5.5% 01 Nov 2017 |
|
528,617 |
|
|
|
532,293 |
|
|
FNMA POOL 664188 |
|
5.5% 01 Sep 2017 |
|
91,647 |
|
|
|
92,284 |
|
|
FNMA POOL 665757 |
|
5.5% 01 Sep 2017 |
|
234,957 |
|
|
|
236,664 |
|
|
FNMA POOL 667012 |
|
5.5% 01 Nov 2017 |
|
94,399 |
|
|
|
95,055 |
|
|
FNMA POOL 668397 |
|
5.5% 01 Dec 2017 |
|
549,711 |
|
|
|
553,705 |
|
|
FNMA POOL 674152 |
|
5.5% 01 Nov 2017 |
|
80,290 |
|
|
|
80,848 |
|
|
FNMA POOL 689082 |
|
5% 01 Jun 2018 |
|
147,949 |
|
|
|
146,817 |
155
|
|
FNMA POOL 690605 |
|
5.5% 01 Nov 2018 |
|
122,647 |
|
|
|
123,442 |
|
|
|
FNMA POOL 704656 |
|
4.5% 01 May 2018 |
|
90,280 |
|
|
|
88,090 |
|
|
|
FNMA POOL 710711 |
|
4.5% 01 May 2018 |
|
586,820 |
|
|
|
572,585 |
|
|
|
FNMA POOL 725027 |
|
5% 01 Nov 2033 |
|
9,016,726 |
|
|
|
8,769,119 |
|
|
|
FNMA POOL 725068 |
|
5.5% 01 Jan 2019 |
|
40,032 |
|
|
|
40,311 |
|
|
|
FNMA POOL 725072 |
|
5.5% 01 Nov 2018 |
|
612,546 |
|
|
|
616,805 |
|
|
|
FNMA POOL 725162 |
|
6% 01 Feb 2034 |
|
3,797,002 |
|
|
|
3,835,714 |
|
|
|
FNMA POOL 725206 |
|
5.5% 01 Feb 2034 |
|
9,344,253 |
|
|
|
9,278,551 |
|
|
|
FNMA POOL 725424 |
|
5.5% 01 Apr 2034 |
|
159,993 |
|
|
|
158,868 |
|
|
|
FNMA POOL 725946 |
|
5.5% 01 Nov 2034 |
|
4,393,658 |
|
|
|
4,360,019 |
|
|
|
FNMA POOL 735494 |
|
4.5% 01 Mar 2020 |
|
2,665,990 |
|
|
|
2,598,820 |
|
|
|
FNMA POOL 735611 |
|
0.99% 18 May 2035 |
|
1,279,017 |
|
|
|
1,287,910 |
|
|
|
FNMA POOL 735989 |
|
5.5% 01 Feb 2035 |
|
14,600,722 |
|
|
|
14,507,187 |
|
|
|
FNMA POOL 736903 |
|
5.5% 01 Jul 2019 |
|
310,589 |
|
|
|
312,652 |
|
|
|
FNMA POOL 744645 |
|
4.5% 01 Oct 2018 |
|
1,044,115 |
|
|
|
1,018,787 |
|
|
|
FNMA POOL 747686 |
|
6.5% 01 Nov 2033 |
|
113,253 |
|
|
|
116,248 |
|
|
|
FNMA POOL 748252 |
|
4.5% 01 Oct 2018 |
|
540,042 |
|
|
|
526,942 |
|
|
|
FNMA POOL 749747 |
|
5% 01 Nov 2018 |
|
1,289,814 |
|
|
|
1,279,133 |
|
|
|
FNMA POOL 754763 |
|
6.5% 01 Jan 2034 |
|
11,024 |
|
|
|
11,308 |
|
|
|
FNMA POOL 754777 |
|
5.5% 01 Feb 2019 |
|
253,092 |
|
|
|
254,694 |
|
|
|
FNMA POOL 755415 |
|
6.5% 01 Nov 2033 |
|
389,021 |
|
|
|
399,308 |
|
|
|
FNMA POOL 785131 |
|
5.5% 01 Sep 2019 |
|
36,880 |
|
|
|
37,125 |
|
|
|
FNMA POOL 788003 |
|
5.5% 01 Aug 2019 |
|
67,332 |
|
|
|
67,758 |
|
|
|
FNMA POOL 790813 |
|
7% 01 Sep 2034 |
|
72,963 |
|
|
|
76,104 |
|
|
|
FNMA POOL 794477 |
|
6.5% 01 Sep 2034 |
|
87,551 |
|
|
|
89,812 |
|
|
|
FNMA POOL 828346 |
|
5% 01 Jul 2035 |
|
5,321,011 |
|
|
|
5,154,937 |
|
|
|
FNMA POOL 832265 |
|
6.5% 01 Aug 2035 |
|
39,563 |
|
|
|
40,637 |
|
|
|
FNMA POOL 839466 |
|
4.5% 01 Sep 2035 |
|
555,106 |
|
|
|
522,645 |
|
|
|
FNMA POOL 844797 |
|
4.5% 01 Oct 2035 |
|
939,017 |
|
|
|
884,107 |
|
|
|
FNMA TBA JAN 30 SINGLE FAM |
|
6% 01 Dec 2099 |
|
(6,400,000) |
|
|
|
(6,457,500) |
|
|
|
FNMA TBA JAN 30 SINGLE FAM |
|
6% 01 Dec 2099 |
|
2,600,000 |
|
|
|
2,623,359 |
|
|
|
FORT IRWIN LD LLC |
|
5.3% 15 Dec 2035 |
|
1,030,000 |
|
|
|
1,003,457 |
|
|
|
FRANCE TELECOM SA |
|
8.5% 01 Mar 2031 |
|
120,000 |
|
|
|
159,940 |
|
|
|
FREDDIE MAC STRUCTURED PASS |
|
5.5% 15 Jun 2035 |
|
3,023,111 |
|
|
|
3,055,931 |
|
|
|
GENERAL ELEC CAP CORP MTN |
|
4.125% 01 Sep 2009 |
|
1,490,000 |
|
|
|
1,453,831 |
|
|
|
GENERAL ELEC CAP CORP MTN |
|
3.45% 15 Jan 2008 |
|
8,575,000 |
|
|
|
8,512,746 |
|
|
|
GENERAL ELEC CAP CORP MTN |
|
5% 15 Nov 2011 |
|
11,160,000 |
|
|
|
11,172,315 |
|
|
|
GENERAL MTRS ACCEP CORP MTN |
|
5.65375% 23 Sep 2008 |
|
75,000 |
|
|
|
67,875 |
|
|
|
GERMANY (FEDERAL REPUBLIC OF) |
|
4.75% 04 Jul 2034 |
|
4,700,000 |
|
|
|
6,689,806 |
|
|
|
GMAC COML MTG SEC INC |
|
6.175% 15 May 2033 |
|
1,910,000 |
|
|
|
1,962,164 |
|
|
|
GMAC COML MTG SEC INC |
|
7.179% 15 Aug 2036 |
|
3,393,967 |
|
|
|
3,596,559 |
|
|
|
GMAC COML MTG SEC INC |
|
4.646% 10 Apr 2040 |
|
4,475,000 |
|
|
|
4,381,924 |
|
|
|
GMAC COML MTG SEC INC |
|
7.724% 15 Mar 2033 |
|
4,875,000 |
|
|
|
5,314,510 |
|
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
6% 01 Dec 2099 |
|
(2,900,000) |
|
|
|
(2,967,742) |
|
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
6% 01 Dec 2099 |
|
900,000 |
|
|
|
921,023 |
|
|
|
GNMA POOL 345952 |
|
6.5% 15 Oct 2023 |
|
113,676 |
|
|
|
118,667 |
|
|
|
GNMA POOL 351469 |
|
6% 15 Mar 2024 |
|
36,506 |
|
|
|
37,390 |
|
|
|
GNMA POOL 352001 |
|
6.5% 15 Dec 2023 |
|
273,145 |
|
|
|
285,138 |
|
|
|
GNMA POOL 354706 |
|
6% 15 Dec 2008 |
|
45,606 |
|
|
|
46,805 |
|
|
|
GNMA POOL 355176 |
|
6% 15 Dec 2023 |
|
291,124 |
|
|
|
298,175 |
|
|
|
GNMA POOL 361803 |
|
6% 15 Sep 2008 |
|
45,207 |
|
|
|
46,396 |
|
|
|
GNMA POOL 366780 |
|
6% 15 May 2009 |
|
93,266 |
|
|
|
96,010 |
|
|
|
GNMA POOL 368864 |
|
6% 15 Dec 2023 |
|
15,903 |
|
|
|
16,288 |
|
|
|
GNMA POOL 371257 |
|
6% 15 Jan 2024 |
|
244,895 |
|
|
|
250,826 |
|
|
|
GNMA POOL 385209 |
|
6% 15 Jan 2024 |
|
153,982 |
|
|
|
157,711 |
|
|
|
GNMA POOL 420663 |
|
6% 15 Jan 2011 |
|
15,776 |
|
|
|
16,259 |
|
|
|
GNMA POOL 433919 |
|
7% 15 Aug 2028 |
|
20,845 |
|
|
|
21,973 |
|
|
|
GNMA POOL 462265 |
|
6% 15 Dec 2028 |
|
18,463 |
|
|
|
19,002 |
|
|
|
GNMA POOL 479926 |
|
7% 15 Jan 2031 |
|
30,205 |
|
|
|
31,763 |
|
|
|
GNMA POOL 482959 |
|
6.5% 15 Feb 2029 |
|
20,978 |
|
|
|
21,985 |
|
|
|
GNMA POOL 491767 |
|
6% 15 Dec 2028 |
|
18,700 |
|
|
|
19,246 |
|
|
|
GNMA POOL 492131 |
|
6% 15 Jan 2029 |
|
8,080 |
|
|
|
8,316 |
|
|
|
GNMA POOL 492133 |
|
6% 15 Jan 2029 |
|
3,306 |
|
|
|
3,402 |
|
|
|
GNMA POOL 492165 |
|
6% 15 Feb 2029 |
|
7,821 |
|
|
|
8,049 |
|
|
|
GNMA POOL 498937 |
|
7% 15 Feb 2031 |
|
25,281 |
|
|
|
26,585 |
|
|
|
GNMA POOL 503392 |
|
6.5% 15 Mar 2029 |
|
204,062 |
|
|
|
213,851 |
|
|
|
GNMA POOL 511872 |
|
7% 15 Jan 2031 |
|
32,270 |
|
|
|
33,935 |
|
|
|
GNMA POOL 527664 |
|
6% 15 Dec 2031 |
|
213,056 |
|
|
|
218,815 |
|
|
|
GNMA POOL 542736 |
|
7% 15 Apr 2031 |
|
72,364 |
|
|
|
76,098 |
|
|
|
GNMA POOL 551219 |
|
7% 15 Feb 2031 |
|
150,203 |
|
|
|
157,954 |
|
|
|
GNMA POOL 552168 |
|
7% 15 Nov 2031 |
|
22,324 |
|
|
|
23,441 |
|
|
|
GNMA POOL 561916 |
|
6% 15 Jun 2031 |
|
100,884 |
|
|
|
103,705 |
|
|
|
GNMA POOL 564553 |
|
6% 15 Dec 2031 |
|
53,975 |
|
|
|
55,434 |
|
156
|
|
GNMA POOL 564703 |
|
6% 15 Jul 2031 |
|
125,487 |
|
|
|
128,879 |
|
|
GNMA POOL 569840 |
|
7% 15 Jun 2032 |
|
23,312 |
|
|
|
24,479 |
|
|
GNMA POOL 574308 |
|
6% 15 Dec 2031 |
|
183,811 |
|
|
|
188,780 |
|
|
GNMA POOL 574838 |
|
6% 15 Nov 2031 |
|
75,112 |
|
|
|
77,142 |
|
|
GNMA POOL 575454 |
|
6% 15 Dec 2031 |
|
94,580 |
|
|
|
97,137 |
|
|
GNMA POOL 575886 |
|
6% 15 Dec 2031 |
|
121,592 |
|
|
|
124,879 |
|
|
GNMA POOL 579138 |
|
6% 15 Jan 2032 |
|
32,509 |
|
|
|
33,387 |
|
|
GNMA POOL 592794 |
|
7% 15 Jul 2032 |
|
81,801 |
|
|
|
85,818 |
|
|
GNMA POOL 603918 |
|
7% 15 Jan 2033 |
|
56,638 |
|
|
|
59,419 |
|
|
GNMA POOL 780276 |
|
6.5% 15 Jul 2009 |
|
292,012 |
|
|
|
301,958 |
|
|
GNMA POOL 780733 |
|
7% 15 Mar 2013 |
|
170,373 |
|
|
|
176,063 |
|
|
GNMA POOL 780914 |
|
6% 15 Nov 2028 |
|
243,415 |
|
|
|
250,527 |
|
|
GNMA POOL 781292 |
|
6.5% 15 Dec 2008 |
|
283,987 |
|
|
|
293,660 |
|
|
GNMA POOL 781328 |
|
7% 15 Sep 2031 |
|
152,992 |
|
|
|
160,887 |
|
|
GS MTG SECS CORP |
|
4.06646% 25 Aug 2034 |
|
7,284,298 |
|
|
|
7,098,225 |
|
|
GS MTG SECS CORP II |
|
4.761% 10 Jul 2039 |
|
2,125,000 |
|
|
|
2,061,562 |
|
|
GS MTG SECS CORP II |
|
6.135% 18 Oct 2030 |
|
5,277,126 |
|
|
|
5,381,028 |
|
|
GTE CORP |
|
6.94% 15 Apr 2028 |
|
110,000 |
|
|
|
118,694 |
|
|
HARBORVIEW MTG LN TR |
|
4.46938% 19 Nov 2035 |
|
4,958,574 |
|
|
|
4,963,630 |
|
|
HBOS PLC |
|
3.5% 30 Nov 2007 |
|
1,730,000 |
|
|
|
1,688,792 |
|
|
HBOS PLC MEDIUM TERM SR NTS |
|
3.6% 15 Aug 2007 |
|
820,000 |
|
|
|
805,019 |
|
|
HERTZ CORP |
|
8.875% 01 Jan 2014 |
|
375,000 |
|
|
|
382,031 |
|
|
HOUSEHOLD FIN CORP |
|
4.75% 15 May 2009 |
|
750,000 |
|
|
|
744,411 |
|
|
HOVNANIAN K ENTERPRISES INC |
|
6.25% 15 Jan 2016 |
|
310,000 |
|
|
|
287,627 |
|
|
HSBC BK USA GLOBAL |
|
3.875% 15 Sep 2009 |
|
165,000 |
|
|
|
158,543 |
|
|
HSBC BK USA INSTL |
|
3.87% 07 Jun 2007 |
|
6,450,000 |
|
|
|
6,358,410 |
|
|
INDYMAC MBS INC |
|
4.97125% 25 Sep 2035 |
|
6,812,865 |
|
|
|
6,443,337 |
|
|
IRS USD |
|
4.88% 01 Dec 2010 |
|
16,000,000 |
|
|
|
12,800 |
|
|
ISPAT INLAND ULC |
|
9.75% 01 Apr 2014 |
|
250,000 |
|
|
|
283,125 |
|
|
J P MORGAN CHASE + CO |
|
4% 01 Feb 2008 |
|
960,000 |
|
|
|
944,627 |
|
|
J P MORGAN CHASE COML |
|
5.857% 12 Oct 2035 |
|
3,560,000 |
|
|
|
3,686,404 |
|
|
J P MORGAN CHASE COML MTG SECS |
|
6.429% 15 Apr 2035 |
|
3,295,000 |
|
|
|
3,490,400 |
|
|
J P MORGAN CHASE COML MTG SECS |
|
4.686% 12 Nov 2039 |
|
4,200,000 |
|
|
|
4,088,058 |
|
|
JAPANESE YEN |
|
|
|
860,161,555 |
|
|
|
7,287,652 |
|
|
JP MORGAN CHASE COML MTG |
|
4.895% 12 Sep 2037 |
|
3,900,000 |
|
|
|
3,818,217 |
|
|
KB HOME |
|
6.25% 15 Jun 2015 |
|
575,000 |
|
|
|
556,456 |
|
|
L 3 COMMUNICATIONS CORP |
|
6.375% 15 Oct 2015 |
|
110,000 |
|
|
|
109,725 |
|
|
LANDESKREDITBANK BADEN |
|
4.25% 15 Sep 2010 |
|
3,100,000 |
|
|
|
3,042,613 |
|
|
LB UBS COML MTG TR |
|
7.37% 15 Aug 2026 |
|
5,825,000 |
|
|
|
6,318,181 |
|
|
LENNAR CORP |
|
5.6% 31 May 2015 |
|
105,000 |
|
|
|
101,140 |
|
|
LIBERTY MUT GROUP INC |
|
6.5% 15 Mar 2035 |
|
565,000 |
|
|
|
552,796 |
|
|
LOCKHEED MARTIN CORP |
|
8.5% 01 Dec 2029 |
|
475,000 |
|
|
|
646,112 |
|
|
LORAL CORP |
|
7% 15 Sep 2023 |
|
290,000 |
|
|
|
332,149 |
|
|
LU UBS COML MTG TR |
|
6.41% 15 Jan 2010 |
|
1,894,500 |
|
|
|
1,933,633 |
|
|
MAGNACHIP SEMICONDUCTOR S A |
|
7.74125% 15 Dec 2011 |
|
95,000 |
|
|
|
96,425 |
|
|
MASHANTUCKET WESTERN PEQUOT |
|
5.912% 01 Sep 2021 |
|
155,000 |
|
|
|
154,871 |
|
|
MASTR ALTERNATIVE LN TR |
|
5.5% 25 May 2034 |
|
2,383,338 |
|
|
|
2,379,046 |
|
|
MAY DEPT STORES CO |
|
6.7% 15 Jul 2034 |
|
130,000 |
|
|
|
138,511 |
|
|
MAY DEPT STORES CO |
|
7.875% 01 Mar 2030 |
|
135,000 |
|
|
|
161,277 |
|
|
MAY DEPT STORES CO |
|
6.65% 15 Jul 2024 |
|
175,000 |
|
|
|
185,451 |
|
|
MBNA CR CARD MASTER NT TR |
|
1% 15 Dec 2010 |
|
5,800,000 |
|
|
|
5,799,095 |
|
|
MBNA CR CARD MASTER NT TR |
|
2.7% 15 Sep 2009 |
|
6,050,000 |
|
|
|
5,897,806 |
|
|
MBNA CR CARD MASTER NT TR |
|
2.65% 15 Nov 2010 |
|
6,800,000 |
|
|
|
6,473,811 |
|
|
METLIFE INC |
|
5.7% 15 Jun 2035 |
|
695,000 |
|
|
|
697,953 |
|
|
METROPOLITAN LIFE GLOBAL FDG |
|
4.75% 20 Jun 2007 |
|
800,000 |
|
|
|
799,873 |
|
|
MEXICAN PESO(NEW) |
|
|
|
5,711,215 |
|
|
|
536,887 |
|
|
MEXICO (UNITED MEXICAN STATES) |
|
9.5% 18 Dec 2014 |
|
3,620,000 |
|
|
|
366,844 |
|
|
MEXICO (UNITED MEXICAN STATES) |
|
8% 19 Dec 2013 |
|
13,315,000 |
|
|
|
1,233,479 |
|
|
MEXICO (UTD MEX ST) |
|
9% 22 Dec 2011 |
|
3,955,000 |
|
|
|
388,152 |
|
|
MEXICO UNITED MEXICAN STS |
|
8.125% 30 Dec 2019 |
|
2,410,000 |
|
|
|
2,976,350 |
|
|
MGM MIRAGE |
|
6% 01 Oct 2009 |
|
485,000 |
|
|
|
481,969 |
|
|
MIDWEST GENERATION LLC |
|
8.56% 02 Jan 2016 |
|
80,422 |
|
|
|
87,459 |
|
|
MIRANT NORTH AMER LLC MNA FIN |
|
7.375% 31 Dec 2013 |
|
220,000 |
|
|
|
222,475 |
|
|
MOHEGAN TRIBAL GAMING AUTH |
|
6.125% 15 Feb 2013 |
|
265,000 |
|
|
|
260,363 |
|
|
MONUMENTAL GLOBAL FDG II 2002A |
|
5.2% 30 Jan 2007 |
|
850,000 |
|
|
|
853,821 |
|
|
MORGAN J P COML MTG FIN CORP |
|
7.371% 15 Aug 2032 |
|
3,200,000 |
|
|
|
3,439,910 |
|
|
MORGAN STANLEY |
|
5.05% 21 Jan 2011 |
|
3,575,000 |
|
|
|
3,562,183 |
|
|
MORGAN STANLEY CAP I INC |
|
6.55% 15 Mar 2030 |
|
2,277,179 |
|
|
|
2,329,763 |
|
|
MORGAN STANLEY GROUP INC |
|
6.75% 15 Apr 2011 |
|
700,000 |
|
|
|
751,584 |
|
|
MORTGAGE CAP FDG INC |
|
6.549% 18 May 2008 |
|
330,000 |
|
|
|
340,884 |
|
|
MOVIE GALLERY INC |
|
11% 01 May 2012 |
|
195,000 |
|
|
|
152,100 |
|
|
NATIONAL CITY BK IN MT BK NTS |
|
3.3% 15 May 2007 |
|
500,000 |
|
|
|
490,019 |
|
|
NATIONAL WESTMINSTER BK PLC |
|
7.375% 01 Oct 2009 |
|
950,000 |
|
|
|
1,029,923 |
157
|
|
NATIONWIDE BLDG SOC |
|
4.25% 01 Feb 2010 |
|
725,000 |
|
|
|
705,964 |
|
|
NATIONWIDE BLDG SOC MT SR 144A |
|
3.5% 31 Jul 2007 |
|
2,125,000 |
|
|
|
2,079,458 |
|
|
NAVISTAR INTL CORP NEW |
|
6.25% 01 Mar 2012 |
|
55,000 |
|
|
|
49,225 |
|
|
NEW ENGLAND TEL + TELEG CO |
|
7.875% 15 Nov 2029 |
|
125,000 |
|
|
|
139,219 |
|
|
NEW JERSEY BELL TEL CO |
|
7.85% 15 Nov 2029 |
|
70,000 |
|
|
|
80,476 |
|
|
NEW YORK LIFE GLOBAL FDG MTN |
|
3.875% 15 Jan 2009 |
|
775,000 |
|
|
|
757,495 |
|
|
NEWS AMER HLDGS INC |
|
7.75% 20 Jan 2024 |
|
395,000 |
|
|
|
449,478 |
|
|
NEWS AMER HLDGS INC |
|
8.15% 17 Oct 2036 |
|
415,000 |
|
|
|
502,661 |
|
|
NEWS AMER INC |
|
7.28% 30 Jun 2028 |
|
400,000 |
|
|
|
440,363 |
|
|
NEWS AMER INC |
|
6.4% 15 Dec 2035 |
|
675,000 |
|
|
|
679,943 |
|
|
NEWS AMER INC |
|
7.3% 30 Apr 2028 |
|
650,000 |
|
|
|
716,823 |
|
|
NORSKE SKOF CDA LTD |
|
8.625% 15 Jun 2011 |
|
160,000 |
|
|
|
152,800 |
|
|
NORTHROP GRUMMAN CORP |
|
7.875% 01 Mar 2026 |
|
710,000 |
|
|
|
895,910 |
|
|
NORTHROP GRUMMAN CORP |
|
4.079% 16 Nov 2006 |
|
1,160,000 |
|
|
|
1,154,085 |
|
|
NORTHWEST PIPELINE CORP |
|
8.125% 01 Mar 2010 |
|
390,000 |
|
|
|
413,400 |
|
|
NORTHWESTERN CORP |
|
5.875% 01 Nov 2014 |
|
145,000 |
|
|
|
145,273 |
|
|
OHANA MILITARY CMNTYS LLC |
|
1% 01 Apr 2049 |
|
650,000 |
|
|
|
717,022 |
|
|
OMNICARE INC |
|
6.875% 15 Dec 2015 |
|
185,000 |
|
|
|
187,775 |
|
|
OPTION ONE MTG LN TR |
|
4.275% 25 Nov 2035 |
|
5,493,839 |
|
|
|
5,493,839 |
|
|
PETRO CDA |
|
5.95% 15 May 2035 |
|
550,000 |
|
|
|
557,840 |
|
|
PHILLIPS PETE CO |
|
7% 30 Mar 2029 |
|
840,000 |
|
|
|
1,016,123 |
|
|
PROGRESS ENERGY INC |
|
7.75% 01 Mar 2031 |
|
35,000 |
|
|
|
41,966 |
|
|
PROTECTIVE LIFE SECD TRS |
|
3.7% 24 Nov 2008 |
|
670,000 |
|
|
|
648,333 |
|
|
PULTE HOMES INC |
|
6% 15 Feb 2035 |
|
185,000 |
|
|
|
163,420 |
|
|
QWEST CORP |
|
7.74125% 15 Jun 2013 |
|
300,000 |
|
|
|
323,625 |
|
|
RC TR I |
|
TR PFD SECS 7PCT |
|
34,550 |
|
|
|
1,756,177 |
|
|
RELIANT ENERGY INC |
|
6.75% 15 Dec 2014 |
|
325,000 |
|
|
|
283,563 |
|
|
RESIDENTIAL ASSET MTG PRODS |
|
3.86% 25 Oct 2035 |
|
5,215,377 |
|
|
|
5,209,672 |
|
|
RESOLUTION FDG FBE CPN STRIPS |
|
0% 15 Oct 2018 |
|
925,000 |
|
|
|
503,968 |
|
|
RESOLUTION FDG FBE CPN STRIPS |
|
0% 15 Jul 2018 |
|
925,000 |
|
|
|
510,551 |
|
|
ROGERS WIRELESS INC |
|
7.5% 15 Mar 2015 |
|
420,000 |
|
|
|
453,600 |
|
|
ROUSE CO |
|
5.375% 26 Nov 2013 |
|
835,000 |
|
|
|
792,599 |
|
|
ROUSE CO |
|
3.625% 15 Mar 2009 |
|
1,875,000 |
|
|
|
1,751,288 |
|
|
ROYAL BANK OF SCOTLAND GRP PLC |
|
7.648% 31 Aug 2049 |
|
215,000 |
|
|
|
259,651 |
|
|
SALOMON BROS COML MTG TR |
|
6.592% 18 Dec 2033 |
|
3,620,000 |
|
|
|
3,814,244 |
|
|
SALOMON INC |
|
6.5% 15 Feb 2008 |
|
240,000 |
|
|
|
248,159 |
|
|
SBC COMMUNICATIONS INC |
|
6.15% 15 Sep 2034 |
|
75,000 |
|
|
|
75,143 |
|
|
SBC COMMUNICATIONS INC |
|
6.45% 15 Jun 2034 |
|
460,000 |
|
|
|
477,339 |
|
|
SBC COMMUNICATIONS INC |
|
4.389% 05 Jun 2006 |
|
3,375,000 |
|
|
|
3,367,710 |
|
|
SCOTTISH POWER PLC |
|
4.91% 15 Mar 2010 |
|
950,000 |
|
|
|
941,361 |
|
|
SMALL BUSINESS ADMIN PARTN CTF |
|
4.504% 10 Feb 2014 |
|
2,980,282 |
|
|
|
2,908,576 |
|
|
SMITHFIELD FOODS INC |
|
7% 01 Aug 2011 |
|
190,000 |
|
|
|
193,800 |
|
|
SPRINT CAP CORP |
|
6.875% 15 Nov 2028 |
|
235,000 |
|
|
|
256,188 |
|
|
SPRINT CAP CORP |
|
8.75% 15 Mar 2032 |
|
440,000 |
|
|
|
583,997 |
|
|
STATE STREET BANK + TRUST CO |
|
SHORT TERM INVESTMENT FUND |
|
35,120,869 |
|
|
|
35,120,869 |
|
|
STRUCTURED ASSET SECS CORP |
|
1% 25 Jan 2031 |
|
3,029,853 |
|
|
|
2,757,231 |
|
|
SUMITOMO MITSUI BKG CORP |
|
1% 29 Jul 2049 |
|
1,025,000 |
|
|
|
1,021,167 |
|
|
SUNCOR ENERGY INC |
|
5.95% 01 Dec 2034 |
|
90,000 |
|
|
|
95,825 |
|
|
SUNGARD DATA SYS INC |
|
9.125% 15 Aug 2013 |
|
75,000 |
|
|
|
77,625 |
|
|
SUNTRUST BK ATLANTA GA |
|
4.415% 15 Jun 2009 |
|
1,115,000 |
|
|
|
1,097,941 |
|
|
SUNTRUST BKS INC |
|
3.625% 15 Oct 2007 |
|
600,000 |
|
|
|
588,236 |
|
|
SUNTRUST BKS INC |
|
4% 15 Oct 2008 |
|
610,000 |
|
|
|
597,190 |
|
|
SWB LOAN BACKED CERTIFICATE |
|
7.375% 15 May 2025 |
|
743,467 |
|
|
|
752,761 |
|
|
SWEDISH EXPT CR CORP |
|
2.875% 26 Jan 2007 |
|
1,200,000 |
|
|
|
1,178,431 |
|
|
TARGA RES INC |
|
8.5% 01 Nov 2013 |
|
25,000 |
|
|
|
25,625 |
|
|
TCI COMMUNICATIONS INC |
|
7.875% 15 Feb 2026 |
|
535,000 |
|
|
|
626,696 |
|
|
TCI COMMUNICATIONS INC |
|
7.125% 15 Feb 2028 |
|
700,000 |
|
|
|
762,774 |
|
|
TECK COMINCO LTD |
|
6.125% 01 Oct 2035 |
|
525,000 |
|
|
|
516,164 |
|
|
TELECOM ITALIA CAP |
|
6% 30 Sep 2034 |
|
540,000 |
|
|
|
515,570 |
|
|
TELEFONICA EUROPE BV |
|
7.75% 15 Sep 2010 |
|
600,000 |
|
|
|
658,617 |
|
|
TENASKA AL PARTNERS L P |
|
7% 30 Jun 2021 |
|
273,153 |
|
|
|
274,801 |
|
|
TIAA GLOBAL MKTS INC |
|
3.875% 22 Jan 2008 |
|
475,000 |
|
|
|
465,447 |
|
|
TIME WARNER COS INC |
|
7.57% 01 Feb 2024 |
|
1,060,000 |
|
|
|
1,163,162 |
|
|
TIME WARNER ENTMT CO L P |
|
8.375% 15 Mar 2023 |
|
500,000 |
|
|
|
579,306 |
|
|
TIME WARNER INC |
|
6.625% 15 May 2029 |
|
125,000 |
|
|
|
125,128 |
|
|
TIME WARNER INC |
|
7.625% 15 Apr 2031 |
|
775,000 |
|
|
|
860,910 |
|
|
TMS SBA LN TR |
|
4.75% 15 Jan 2025 |
|
264,319 |
|
|
|
257,095 |
|
|
TXU CORP |
|
4.8% 15 Nov 2009 |
|
500,000 |
|
|
|
480,935 |
|
|
TYCO INTL GROUP S A |
|
7% 15 Jun 2028 |
|
650,000 |
|
|
|
716,976 |
|
|
TYCO INTL GROUP S A |
|
6.375% 15 Oct 2011 |
|
700,000 |
|
|
|
726,911 |
|
|
TYCO INTL GROUP S A |
|
6% 15 Nov 2013 |
|
1,080,000 |
|
|
|
1,098,244 |
|
|
U S BANCORP MTN BK ENT |
|
3.95% 23 Aug 2007 |
|
250,000 |
|
|
|
246,997 |
|
|
U S TREAS NOTES 10YR FUTURE |
|
MAR 107 PUT |
|
(70,000) |
|
|
|
(10,938) |
158
|
|
U S TREAS NOTES 10YR FUTURES |
|
MAR 111 CALL |
|
(70,000) |
|
|
|
(17,500) |
|
|
UNITED MEXICAN STS MTN |
|
8% 24 Sep 2022 |
|
265,000 |
|
|
|
325,950 |
|
|
UNITED RENTALS NORTH AMER INC |
|
6.5% 15 Feb 2012 |
|
90,000 |
|
|
|
87,638 |
|
|
UNITED STATE TREAS NTS |
|
4.5% 15 Nov 2015 |
|
9,900,000 |
|
|
|
9,983,531 |
|
|
UNITED STATES TREAS BDS |
|
8.5% 15 Feb 2020 |
|
1,700,000 |
|
|
|
2,385,578 |
|
|
UNITED STATES TREAS BDS |
|
5.375% 15 Feb 2031 |
|
2,150,000 |
|
|
|
2,415,391 |
|
|
UNITED STATES TREAS BDS |
|
0% |
|
7,190,000 |
|
|
|
7,940,456 |
|
|
UNITED STATES TREAS NTS |
|
4.25% 31 Oct 2007 |
|
60,000 |
|
|
|
59,827 |
|
|
UNITED STATES TREAS NTS |
|
3.625% 30 Jun 2007 |
|
210,000 |
|
|
|
207,621 |
|
|
UNITED STATES TREAS NTS |
|
4.125% 15 Aug 2008 |
|
1,485,000 |
|
|
|
1,476,879 |
|
|
UNITED STATES TREAS NTS |
|
4.5% 15 Nov 2010 |
|
1,905,000 |
|
|
|
1,915,567 |
|
|
UNITED STATES TREAS NTS |
|
3.625% 30 Apr 2007 |
|
3,600,000 |
|
|
|
3,562,594 |
|
|
UNITED STATES TREAS NTS |
|
3.875% 31 Jul 2007 |
|
8,080,000 |
|
|
|
8,014,350 |
|
|
UNITED STATES TREAS NTS |
|
0.875% 15 Apr 2010 |
|
12,727,439 |
|
|
|
12,103,993 |
|
|
UNITED STATES TREAS NTS |
|
4.25% 30 Nov 2007 |
|
19,700,000 |
|
|
|
19,643,055 |
|
|
UNITED STATES TREAS NTS |
|
4.375% 15 Nov 2008 |
|
22,230,000 |
|
|
|
22,235,211 |
|
|
US BK NATL ASSN CINCINNATI OH |
|
2.4% 12 Mar 2007 |
|
1,200,000 |
|
|
|
1,168,661 |
|
|
US BK NATL ASSN CINCINNATI OH |
|
4.4% 15 Aug 2008 |
|
2,800,000 |
|
|
|
2,771,019 |
|
|
US DOLLAR |
|
|
|
94,025 |
|
|
|
94,025 |
|
|
USAA AUTO OWNER TR |
|
4.7% 15 May 2012 |
|
5,875,000 |
|
|
|
5,850,213 |
|
|
USAA CAP CORP BOOK ENTRY 144A |
|
4% 10 Dec 2007 |
|
930,000 |
|
|
|
917,731 |
|
|
VERIZON GLOBAL FDG CORP |
|
7.75% 15 Jun 2032 |
|
360,000 |
|
|
|
430,302 |
|
|
VERIZON MARYLAND INC |
|
5.125% 15 Jun 2033 |
|
590,000 |
|
|
|
507,706 |
|
|
VODAFONE AIRTOUCH PLC |
|
7.75% 15 Feb 2010 |
|
1,440,000 |
|
|
|
1,580,039 |
|
|
VODAFONE GROUP |
|
5% 15 Sep 2015 |
|
650,000 |
|
|
|
632,457 |
|
|
WACHOVIA BK COML MTG TR |
|
4.935% 15 Apr 2042 |
|
3,720,000 |
|
|
|
3,654,134 |
|
|
WACHOVIA BK NATL ASSN MEDIUM |
|
4.375% 15 Aug 2008 |
|
740,000 |
|
|
|
731,892 |
|
|
WASHINGTON MUT ASSET SECS CORP |
|
5.15% 25 May 2036 |
|
5,510,000 |
|
|
|
5,506,431 |
|
|
WELLPOINT HEALTH NETWORKS INC |
|
6.375% 15 Jun 2006 |
|
800,000 |
|
|
|
806,671 |
|
|
WELLPOINT INC |
|
5.95% 15 Dec 2034 |
|
690,000 |
|
|
|
716,305 |
|
|
WELLS FARGO + CO NEW |
|
4.2% 15 Jan 2010 |
|
360,000 |
|
|
|
350,464 |
|
|
WELLS FARGO + CO NEW |
|
4% 15 Aug 2008 |
|
785,000 |
|
|
|
769,221 |
|
|
WELLS FARGO + CO NEW |
|
4.625% 09 Aug 2010 |
|
2,955,000 |
|
|
|
2,914,018 |
|
|
WELLS FARGO MTG BACKED SECS |
|
4.48% 25 Jul 2034 |
|
7,429,660 |
|
|
|
7,258,857 |
|
|
WYETH |
|
6% 15 Feb 2036 |
|
875,000 |
|
|
|
883,909 |
|
|
WYNN LAS VEGAS LLC |
|
6.625% 01 Dec 2014 |
|
80,000 |
|
|
|
77,800 |
|
|
|
|
Sub-Total: Fund 5710/Pimco 1 of 6 |
|
|
|
$ |
|
814,301,858 |
|
|
|
|
(c) Description of investment including maturity date, |
|
|
|
(e) Current |
||
(a) |
|
(b) Identity of issue, borrower, lessor, or similar party |
|
rate of interest, collateral, par, or maturity value |
|
(d) Cost |
|
value |
||
|
|
|
|
|
|
(n/a) |
|
|
||
|
|
|
|
|
|
Par Value |
|
|
|
|
|
|
BEAR STEARNS ARM TR |
|
4.75% 25 Nov 2035 |
|
4,991,847 |
|
99.38 |
|
4,960,783 |
|
|
CREDIT SUISSE FIRST BOSTON |
|
3.4% 03 Jan 2006 |
|
10,200,000 |
|
100.00 |
|
10,200,000 |
|
|
DJ CDX X05 SWAP B |
|
2% 20 Dec 2010 |
|
(10,300,000) |
|
1.02 |
|
(104,614) |
|
|
DJ CDX X05 SWAP B |
|
4.065% 20 Dec 2010 |
|
(1,700,000) |
|
1.02 |
|
(17,266) |
|
|
EURO CURRENCY |
|
|
|
82,421 |
|
1.18 |
|
97,219 |
|
|
FBR SECURITIZATION TR |
|
4.31125% 25 Sep 2035 |
|
3,958,423 |
|
100.00 |
|
3,958,423 |
|
|
FBR SECURITIZATION TR |
|
4.37125% 25 Sep 2035 |
|
5,200,000 |
|
100.06 |
|
5,203,250 |
|
|
FED HM LN PC POOL 1J1219 |
|
4.82% 01 Oct 2035 |
|
4,498,033 |
|
99.42 |
|
4,471,857 |
|
|
FED HM LN PC POOL 785867 |
|
4.423% 01 Dec 2026 |
|
182,703 |
|
103.16 |
|
188,474 |
|
|
FEDERAL HOME LN BK CONS DSC NT |
|
0.01% 03 Jan 2006 |
|
28,500,000 |
|
99.95 |
|
28,486,702 |
|
|
FEDERAL HOME LN MTG DISC NTS |
|
3.965% 28 Mar 2006 |
|
3,600,000 |
|
98.96 |
|
3,562,508 |
|
|
FEDERAL HOME LN MTG DISC NTS |
|
3.78% 14 Mar 2006 |
|
13,300,000 |
|
99.13 |
|
13,184,094 |
|
|
FEDERAL HOME LN MTG DISC NTS |
|
4.3300582% 04 Apr 2006 |
|
15,800,000 |
|
98.87 |
|
15,621,481 |
|
|
FEDERAL HOME LN MTG DISC NTS |
|
4.34% 10 Apr 2006 |
|
17,600,000 |
|
98.79 |
|
17,387,756 |
|
|
FEDERAL HOME LN MTG DISC NTS |
|
0.01% 28 Feb 2006 |
|
27,300,000 |
|
99.30 |
|
27,109,424 |
|
|
FEDERAL HOME LN MTG PC GTD |
|
7% 15 May 2022 |
|
1,025,141 |
|
99.75 |
|
1,022,557 |
|
|
FEDERAL NATL MTG ASSN |
|
6.5% 25 Jun 2028 |
|
288,111 |
|
103.11 |
|
297,074 |
|
|
FEDERAL NATL MTG ASSN GTD |
|
1% 25 Sep 2007 |
|
2,049,070 |
|
100.88 |
|
2,067,010 |
|
|
FEDERAL NATL MTG ASSN REMIC |
|
7% 25 Oct 2022 |
|
656,509 |
|
101.17 |
|
664,172 |
|
|
FEDERAL NATL MTG ASSN REMIC |
|
6.5% 25 Feb 2023 |
|
682,912 |
|
103.64 |
|
707,792 |
|
|
FEDERAL NATL MTG ASSN REMIC |
|
6.39% 25 May 2036 |
|
1,572,865 |
|
105.33 |
|
1,656,643 |
|
|
FEDERAL NATL MTG ASSN REMIC |
|
7.5% 20 Sep 2027 |
|
3,029,432 |
|
106.14 |
|
3,215,511 |
|
|
FHA 221 D4 |
|
7.43% 01 Dec 2020 |
|
1,438,165 |
|
100.95 |
|
1,451,862 |
|
|
FHA 221/D4 GMAC 56 P8/01 |
|
7.43% 25 Oct 2022 |
|
233,563 |
|
100.95 |
|
235,788 |
|
|
FHA 232 236 |
|
6.69% 01 May 2016 |
|
1,267,709 |
|
100.12 |
|
1,269,271 |
|
|
FHA 253 P11 02 PJ HUNT PG 87 |
|
7.43% 01 Jan 2021 |
|
541,742 |
|
100.95 |
|
546,901 |
|
|
FHA INSD 23RD MTG |
|
7.43% 01 Mar 2022 |
|
169,662 |
|
100.95 |
|
171,278 |
|
|
FHA INSD MTG P/T |
|
7.43% 01 Jul 2024 |
|
211,273 |
|
100.95 |
|
213,285 |
159
|
|
FHA INSD MTG POOL |
|
7.43% 01 Nov 2024 |
|
56,158 |
|
100.95 |
|
56,693 |
|
|
FHA INSD MTG POOL 56 GMAC |
|
7.43% 25 Oct 2022 |
|
33,366 |
|
100.95 |
|
33,684 |
|
|
FHA INSD PROJ 109 |
|
7.43% 25 Jun 2020 |
|
107,770 |
|
100.95 |
|
108,797 |
|
|
FHA PROJ LN CTF SER POOL 5 |
|
7.43% 01 Feb 2022 |
|
125,323 |
|
100.95 |
|
126,517 |
|
|
FNMATBA FEB 30 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
11,000,000 |
|
98.91 |
|
10,880,118 |
|
|
FNMATBA FEB 30 SINGLE FAM |
|
5% 01 Dec 2099 |
|
32,000,000 |
|
96.78 |
|
30,970,000 |
|
|
FNMATBA JAN 30 SINGLE FAM |
|
5% 01 Dec 2099 |
|
(15,000,000) |
|
96.86 |
|
(14,528,907) |
|
|
FNMATBA JAN 30 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
125,300,000 |
|
99.02 |
|
124,066,572 |
|
|
FNMA POOL 066414 |
|
1% 01 Sep 2028 |
|
476,065 |
|
100.52 |
|
478,555 |
|
|
FNMA POOL 124097 |
|
8.5% 01 Jan 2007 |
|
1,472 |
|
101.07 |
|
1,488 |
|
|
FNMA POOL 190639 |
|
5.5% 01 Jan 2024 |
|
22,061 |
|
99.16 |
|
21,876 |
|
|
FNMA POOL 255075 |
|
5.5% 01 Feb 2024 |
|
3,216,293 |
|
99.68 |
|
3,205,866 |
|
|
FNMA POOL 255179 |
|
5.5% 01 Apr 2034 |
|
26,021 |
|
99.23 |
|
25,822 |
|
|
FNMA POOL 255190 |
|
5.5% 01 May 2034 |
|
362,307 |
|
99.23 |
|
359,533 |
|
|
FNMA POOL 255363 |
|
5.5% 01 Sep 2034 |
|
80,867 |
|
99.17 |
|
80,198 |
|
|
FNMA POOL 255498 |
|
5.5% 01 Dec 2034 |
|
525,287 |
|
99.17 |
|
520,937 |
|
|
FNMA POOL 255671 |
|
5.5% 01 Mar 2035 |
|
136,670 |
|
99.05 |
|
135,367 |
|
|
FNMA POOL 255706 |
|
5.5% 01 Apr 2035 |
|
926,332 |
|
99.05 |
|
917,503 |
|
|
FNMA POOL 255740 |
|
5.5% 01 May 2035 |
|
25,832 |
|
99.05 |
|
25,586 |
|
|
FNMA POOL 255770 |
|
5.5% 01 Jul 2035 |
|
4,868,694 |
|
99.05 |
|
4,822,289 |
|
|
FNMA POOL 255813 |
|
5% 01 Jul 2035 |
|
10,051,109 |
|
96.88 |
|
9,737,405 |
|
|
FNMA POOL 255843 |
|
5.5% 01 Aug 2035 |
|
977,383 |
|
99.05 |
|
968,068 |
|
|
FNMA POOL 256021 |
|
5% 01 Nov 2035 |
|
116,522 |
|
96.88 |
|
112,886 |
|
|
FNMA POOL 258269 |
|
5.5% 01 Feb 2035 |
|
1,126,847 |
|
99.05 |
|
1,116,107 |
|
|
FNMA POOL 357467 |
|
5.5% 01 Dec 2033 |
|
134,813 |
|
99.30 |
|
133,865 |
|
|
FNMA POOL 357485 |
|
5.5% 01 Feb 2034 |
|
77,137 |
|
99.23 |
|
76,547 |
|
|
FNMA POOL 357539 |
|
5.5% 15 Apr 2034 |
|
22,170 |
|
99.23 |
|
22,000 |
|
|
FNMA POOL 357595 |
|
5.5% 01 Jul 2034 |
|
64,996 |
|
99.17 |
|
64,458 |
|
|
FNMA POOL 357613 |
|
5.5% 01 Sep 2034 |
|
1,200,619 |
|
99.17 |
|
1,190,676 |
|
|
FNMA POOL 357639 |
|
5.5% 01 Nov 2034 |
|
1,307,925 |
|
99.17 |
|
1,297,093 |
|
|
FNMA POOL 357735 |
|
5.5% 01 Feb 2035 |
|
81,803 |
|
99.05 |
|
81,024 |
|
|
FNMA POOL 357761 |
|
0.99% 10 May 2035 |
|
983,799 |
|
99.05 |
|
974,422 |
|
|
FNMA POOL 357797 |
|
5.5% 01 Jun 2035 |
|
2,937,735 |
|
99.05 |
|
2,909,735 |
|
|
FNMA POOL 357824 |
|
5.5% 01 Jun 2035 |
|
48,899 |
|
99.05 |
|
48,433 |
|
|
FNMA POOL 357852 |
|
5.5% 01 Jul 2035 |
|
1,955,424 |
|
99.05 |
|
1,936,786 |
|
|
FNMA POOL 357876 |
|
5.5% 01 Jul 2035 |
|
228,284 |
|
99.17 |
|
226,394 |
|
|
FNMA POOL 357909 |
|
5.5% 01 Aug 2035 |
|
974,416 |
|
99.05 |
|
965,128 |
|
|
FNMA POOL 401421 |
|
5.5% 01 Apr 2026 |
|
140,440 |
|
99.26 |
|
139,404 |
|
|
FNMA POOL 450838 |
|
5.5% 01 Dec 2028 |
|
34,865 |
|
99.08 |
|
34,544 |
|
|
FNMA POOL 544502 |
|
4.969% 01 Jul 2030 |
|
309,224 |
|
101.39 |
|
313,534 |
|
|
FNMA POOL 688612 |
|
5.5% 01 Mar 2033 |
|
326,500 |
|
99.30 |
|
324,205 |
|
|
FNMA POOL 711503 |
|
5.5% 01 Jun 2033 |
|
29,341 |
|
99.30 |
|
29,135 |
|
|
FNMA POOL 711840 |
|
5.5% 01 Jul 2033 |
|
497,983 |
|
99.30 |
|
494,482 |
|
|
FNMA POOL 722120 |
|
5.5% 01 Jul 2033 |
|
118,688 |
|
99.30 |
|
117,853 |
|
|
FNMA POOL 722246 |
|
5.5% 01 Jul 2033 |
|
140,034 |
|
99.30 |
|
139,049 |
|
|
FNMA POOL 725042 |
|
5.5% 01 Jan 2034 |
|
383,157 |
|
99.30 |
|
380,463 |
|
|
FNMA POOL 725425 |
|
5.5% 01 Apr 2034 |
|
328,077 |
|
99.30 |
|
325,770 |
|
|
FNMA POOL 725773 |
|
5.5% 01 Sep 2034 |
|
6,225,088 |
|
99.23 |
|
6,177,428 |
|
|
FNMA POOL 725943 |
|
5.5% 01 Oct 2034 |
|
944,089 |
|
99.17 |
|
936,271 |
|
|
FNMA POOL 725946 |
|
5.5% 01 Nov 2034 |
|
10,833,161 |
|
99.23 |
|
10,750,220 |
|
|
FNMA POOL 725948 |
|
5.5% 01 Oct 2034 |
|
2,818,004 |
|
99.17 |
|
2,794,667 |
|
|
FNMA POOL 730173 |
|
5.5% 01 Feb 2034 |
|
61,666 |
|
99.23 |
|
61,194 |
|
|
FNMA POOL 735224 |
|
5.5% 01 Feb 2035 |
|
944,464 |
|
99.30 |
|
937,823 |
|
|
FNMA POOL 735227 |
|
5.5% 01 Feb 2035 |
|
280,970 |
|
99.17 |
|
278,643 |
|
|
FNMA POOL 735228 |
|
5.5% 01 Feb 2035 |
|
952,468 |
|
99.17 |
|
944,580 |
|
|
FNMA POOL 735388 |
|
5.5% 01 Feb 2035 |
|
135,137 |
|
99.30 |
|
134,187 |
|
|
FNMA POOL 735480 |
|
5.5% 01 Apr 2035 |
|
114,435 |
|
99.05 |
|
113,345 |
|
|
FNMA POOL 735764 |
|
4.838% 01 Jul 2035 |
|
5,118,335 |
|
99.21 |
|
5,077,877 |
|
|
FNMA POOL 735965 |
|
1% 01 Oct 2035 |
|
4,966,443 |
|
98.97 |
|
4,915,102 |
|
|
FNMA POOL 739423 |
|
5.5% 01 Oct 2033 |
|
350,414 |
|
99.30 |
|
347,950 |
|
|
FNMA POOL 740173 |
|
5.5% 01 Sep 2033 |
|
85,879 |
|
99.30 |
|
85,275 |
|
|
FNMA POOL 740615 |
|
5.5% 01 Sep 2033 |
|
240,521 |
|
99.30 |
|
238,830 |
|
|
FNMA POOL 740775 |
|
5.5% 01 Sep 2033 |
|
36,453 |
|
99.30 |
|
36,196 |
|
|
FNMA POOL 741620 |
|
5.5% 01 Oct 2033 |
|
29,348 |
|
99.30 |
|
29,142 |
|
|
FNMA POOL 742263 |
|
5.5% 01 Nov 2033 |
|
14,951 |
|
99.30 |
|
14,846 |
|
|
FNMA POOL 743043 |
|
5.5% 01 Oct 2033 |
|
22,850 |
|
99.30 |
|
22,689 |
|
|
FNMA POOL 743875 |
|
5.5% 01 Nov 2033 |
|
40,020 |
|
99.30 |
|
39,738 |
|
|
FNMA POOL 747695 |
|
5.5% 01 Nov 2033 |
|
878,536 |
|
99.30 |
|
872,359 |
|
|
FNMA POOL 748579 |
|
5.5% 01 Nov 2033 |
|
804,615 |
|
99.30 |
|
798,957 |
|
|
FNMA POOL 748619 |
|
5.5% 01 Feb 2034 |
|
70,845 |
|
99.23 |
|
70,303 |
|
|
FNMA POOL 748792 |
|
5.5% 01 Nov 2033 |
|
257,246 |
|
99.30 |
|
255,437 |
|
|
FNMA POOL 749056 |
|
5.5% 01 Nov 2033 |
|
47,186 |
|
99.30 |
|
46,854 |
|
|
FNMA POOL 749990 |
|
5.5% 01 Nov 2033 |
|
19,500 |
|
99.30 |
|
19,363 |
160
|
|
FNMA POOL 750985 |
|
5.5% 01 Nov 2033 |
|
133,236 |
|
99.30 |
|
132,299 |
|
|
FNMA POOL 751018 |
|
5.5% 01 Dec 2033 |
|
44,884 |
|
99.30 |
|
44,569 |
|
|
FNMA POOL 751098 |
|
5.5% 01 Nov 2033 |
|
32,392 |
|
99.30 |
|
32,164 |
|
|
FNMA POOL 754182 |
|
5.5% 01 Dec 2033 |
|
30,299 |
|
99.30 |
|
30,086 |
|
|
FNMA POOL 754324 |
|
5.5% 01 Dec 2033 |
|
281,026 |
|
99.23 |
|
278,874 |
|
|
FNMA POOL 754727 |
|
5.5% 01 Feb 2034 |
|
590,609 |
|
99.23 |
|
586,087 |
|
|
FNMA POOL 755727 |
|
5.5% 01 May 2034 |
|
918,619 |
|
99.23 |
|
911,586 |
|
|
FNMA POOL 756916 |
|
5.5% 01 Nov 2033 |
|
38,896 |
|
99.30 |
|
38,622 |
|
|
FNMA POOL 757614 |
|
5.5% 01 Dec 2033 |
|
392,762 |
|
99.23 |
|
389,755 |
|
|
FNMA POOL 757829 |
|
5.5% 01 Jun 2035 |
|
137,128 |
|
99.05 |
|
135,821 |
|
|
FNMA POOL 757845 |
|
5.5% 01 Aug 2035 |
|
923,254 |
|
99.05 |
|
914,455 |
|
|
FNMA POOL 757847 |
|
5.5% 01 Aug 2035 |
|
631,025 |
|
99.05 |
|
625,010 |
|
|
FNMA POOL 758343 |
|
5.5% 01 Mar 2034 |
|
54,258 |
|
99.23 |
|
53,843 |
|
|
FNMA POOL 758789 |
|
5.5% 01 Dec 2033 |
|
665,557 |
|
99.23 |
|
660,461 |
|
|
FNMA POOL 758938 |
|
5.5% 01 Jan 2034 |
|
1,232,313 |
|
99.23 |
|
1,222,878 |
|
|
FNMA POOL 763676 |
|
5.5% 01 Jan 2034 |
|
17,778 |
|
99.23 |
|
17,642 |
|
|
FNMA POOL 765559 |
|
5.5% 01 Jan 2034 |
|
187,508 |
|
99.23 |
|
186,073 |
|
|
FNMA POOL 765952 |
|
5.5% 01 Feb 2034 |
|
18,304 |
|
99.23 |
|
18,164 |
|
|
FNMA POOL 766182 |
|
5.5% 01 Mar 2034 |
|
961,392 |
|
99.23 |
|
954,031 |
|
|
FNMA POOL 769159 |
|
5.5% 01 Feb 2034 |
|
864,344 |
|
99.23 |
|
857,727 |
|
|
FNMA POOL 769569 |
|
5.5% 01 Mar 2034 |
|
61,452 |
|
99.23 |
|
60,981 |
|
|
FNMA POOL 769777 |
|
5.5% 01 Feb 2034 |
|
690,740 |
|
99.23 |
|
685,451 |
|
|
FNMA POOL 770269 |
|
5.5% 01 Apr 2034 |
|
546,134 |
|
99.23 |
|
541,953 |
|
|
FNMA POOL 770721 |
|
5.5% 01 Apr 2034 |
|
1,237,300 |
|
99.23 |
|
1,227,827 |
|
|
FNMA POOL 771023 |
|
5.5% 01 Apr 2034 |
|
76,903 |
|
99.23 |
|
76,314 |
|
|
FNMA POOL 771297 |
|
5.5% 01 Mar 2034 |
|
689,543 |
|
99.23 |
|
684,263 |
|
|
FNMA POOL 771935 |
|
5.5% 01 May 2034 |
|
157,215 |
|
99.23 |
|
156,011 |
|
|
FNMA POOL 772297 |
|
5.5% 01 Mar 2034 |
|
481,889 |
|
99.23 |
|
478,199 |
|
|
FNMA POOL 772318 |
|
5.5% 01 Mar 2034 |
|
38,926 |
|
99.23 |
|
38,628 |
|
|
FNMA POOL 772648 |
|
5.5% 01 Mar 2034 |
|
887,386 |
|
99.23 |
|
880,592 |
|
|
FNMA POOL 772651 |
|
5.5% 01 Mar 2034 |
|
78,533 |
|
99.23 |
|
77,932 |
|
|
FNMA POOL 773661 |
|
5.5% 01 Apr 2034 |
|
760,665 |
|
99.23 |
|
754,841 |
|
|
FNMA POOL 773934 |
|
5.5% 01 Apr 2034 |
|
46,209 |
|
99.23 |
|
45,855 |
|
|
FNMA POOL 773995 |
|
5.5% 01 Mar 2034 |
|
819,402 |
|
99.23 |
|
813,128 |
|
|
FNMA POOL 774099 |
|
5.5% 01 Jun 2034 |
|
72,116 |
|
99.23 |
|
71,564 |
|
|
FNMA POOL 774327 |
|
5.5% 01 Mar 2034 |
|
15,808 |
|
99.23 |
|
15,687 |
|
|
FNMA POOL 774401 |
|
5.5% 01 Apr 2034 |
|
25,907 |
|
99.23 |
|
25,708 |
|
|
FNMA POOL 774999 |
|
5.5% 01 Apr 2034 |
|
832,457 |
|
99.23 |
|
826,083 |
|
|
FNMA POOL 775138 |
|
5.5% 01 May 2034 |
|
80,096 |
|
99.23 |
|
79,483 |
|
|
FNMA POOL 775168 |
|
5.5% 01 May 2034 |
|
27,439 |
|
99.23 |
|
27,229 |
|
|
FNMA POOL 775303 |
|
5.5% 01 May 2034 |
|
20,296 |
|
99.23 |
|
20,141 |
|
|
FNMA POOL 775658 |
|
5.5% 01 May 2034 |
|
23,220 |
|
99.23 |
|
23,042 |
|
|
FNMA POOL 775695 |
|
5.5% 01 May 2034 |
|
676,502 |
|
99.23 |
|
671,322 |
|
|
FNMA POOL 775719 |
|
5.5% 01 May 2034 |
|
831,095 |
|
99.23 |
|
824,732 |
|
|
FNMA POOL 775776 |
|
5.5% 01 May 2034 |
|
729,425 |
|
99.23 |
|
723,840 |
|
|
FNMA POOL 775813 |
|
5.5% 01 May 2034 |
|
217,433 |
|
99.23 |
|
215,768 |
|
|
FNMA POOL 776236 |
|
5.5% 01 Apr 2034 |
|
23,505 |
|
99.23 |
|
23,325 |
|
|
FNMA POOL 776440 |
|
5.5% 01 Jul 2034 |
|
949,644 |
|
99.17 |
|
941,780 |
|
|
FNMA POOL 776975 |
|
5.5% 01 Apr 2034 |
|
782,550 |
|
99.23 |
|
776,558 |
|
|
FNMA POOL 776981 |
|
5.5% 01 Apr 2034 |
|
19,830 |
|
99.23 |
|
19,678 |
|
|
FNMA POOL 776983 |
|
5.5% 01 Apr 2034 |
|
457,204 |
|
99.23 |
|
453,704 |
|
|
FNMA POOL 777488 |
|
5.5% 01 Jun 2034 |
|
21,166 |
|
99.17 |
|
20,991 |
|
|
FNMA POOL 777496 |
|
5.5% 01 Jul 2034 |
|
30,113 |
|
99.17 |
|
29,864 |
|
|
FNMA POOL 777558 |
|
5.5% 01 May 2034 |
|
39,003 |
|
99.23 |
|
38,704 |
|
|
FNMA POOL 777602 |
|
5.5% 01 May 2034 |
|
152,834 |
|
99.23 |
|
151,664 |
|
|
FNMA POOL 777796 |
|
5.5% 01 Jun 2034 |
|
804,419 |
|
99.17 |
|
797,758 |
|
|
FNMA POOL 778219 |
|
5.5% 01 May 2034 |
|
188,694 |
|
99.23 |
|
187,250 |
|
|
FNMA POOL 778235 |
|
5.5% 01 May 2034 |
|
23,890 |
|
99.23 |
|
23,707 |
|
|
FNMA POOL 778416 |
|
5.5% 01 Jul 2035 |
|
931,385 |
|
99.05 |
|
922,508 |
|
|
FNMA POOL 778660 |
|
5.5% 01 May 2034 |
|
872,350 |
|
99.23 |
|
865,671 |
|
|
FNMA POOL 779022 |
|
5.5% 01 Jun 2034 |
|
825,438 |
|
99.23 |
|
819,119 |
|
|
FNMA POOL 779091 |
|
5.5% 01 Jun 2034 |
|
95,701 |
|
99.23 |
|
94,968 |
|
|
FNMA POOL 779222 |
|
5.5% 01 Jun 2034 |
|
19,988 |
|
99.23 |
|
19,835 |
|
|
FNMA POOL 779376 |
|
5.5% 01 Jun 2034 |
|
25,471 |
|
99.17 |
|
25,261 |
|
|
FNMA POOL 779377 |
|
5.5% 01 Jun 2034 |
|
22,008 |
|
99.17 |
|
21,826 |
|
|
FNMA POOL 779515 |
|
5.5% 01 Jun 2034 |
|
646,698 |
|
99.17 |
|
641,343 |
|
|
FNMA POOL 779607 |
|
5.5% 01 Jul 2034 |
|
65,153 |
|
99.17 |
|
64,613 |
|
|
FNMA POOL 779677 |
|
5.5% 01 Jun 2034 |
|
63,329 |
|
99.17 |
|
62,805 |
|
|
FNMA POOL 779955 |
|
5.5% 01 May 2034 |
|
41,725 |
|
99.23 |
|
41,405 |
|
|
FNMA POOL 780397 |
|
5.5% 01 Jun 2034 |
|
19,139 |
|
99.17 |
|
18,980 |
|
|
FNMA POOL 780666 |
|
5.5% 01 May 2034 |
|
176,379 |
|
99.23 |
|
175,028 |
|
|
FNMA POOL 780730 |
|
5.5% 01 May 2034 |
|
236,253 |
|
99.23 |
|
234,444 |
|
|
FNMA POOL 780898 |
|
5.5% 01 May 2034 |
|
52,444 |
|
99.23 |
|
52,043 |
161
|
|
FNMA POOL 780921 |
|
5.5% 01 Jun 2034 |
|
44,393 |
|
99.17 |
|
44,025 |
|||
|
|
FNMA POOL 781019 |
|
5.5% 01 May 2034 |
|
345,273 |
|
99.23 |
|
342,629 |
|||
|
|
FNMA POOL 781078 |
|
5.5% 01 May 2034 |
|
56,424 |
|
99.23 |
|
55,992 |
|||
|
|
FNMA POOL 781585 |
|
5.5% 01 Sep 2034 |
|
33,239 |
|
99.17 |
|
32,963 |
|||
|
|
FNMA POOL 781839 |
|
5.5% 01 Oct 2034 |
|
36,655 |
|
99.17 |
|
36,351 |
|||
|
|
FNMA POOL 782548 |
|
5.5% 01 Jun 2034 |
|
40,825 |
|
99.17 |
|
40,487 |
|||
|
|
FNMA POOL 782620 |
|
5.5% 01 Jun 2034 |
|
452,728 |
|
99.17 |
|
448,979 |
|||
|
|
FNMA POOL 782693 |
|
5.5% 01 Jul 2034 |
|
34,120 |
|
99.17 |
|
33,837 |
|||
|
|
FNMA POOL 782798 |
|
5.5% 01 Jun 2034 |
|
73,867 |
|
99.23 |
|
73,301 |
|||
|
|
FNMA POOL 782910 |
|
5.5% 01 Jun 2034 |
|
259,873 |
|
99.23 |
|
257,884 |
|||
|
|
FNMA POOL 783017 |
|
5.5% 01 Jun 2034 |
|
68,267 |
|
99.23 |
|
67,744 |
|||
|
|
FNMA POOL 783328 |
|
5.5% 01 Apr 2035 |
|
41,742 |
|
99.05 |
|
41,344 |
|||
|
|
FNMA POOL 783336 |
|
5.5% 01 Aug 2035 |
|
76,464 |
|
99.05 |
|
75,735 |
|||
|
|
FNMA POOL 783610 |
|
4.838% 01 Jun 2035 |
|
5,334,627 |
|
99.45 |
|
5,305,214 |
|||
|
|
FNMA POOL 783667 |
|
5.5% 01 Jun 2034 |
|
53,195 |
|
99.17 |
|
52,754 |
|||
|
|
FNMA POOL 783813 |
|
5.5% 01 Jul 2034 |
|
344,397 |
|
99.17 |
|
341,545 |
|||
|
|
FNMA POOL 783851 |
|
5.5% 01 Jul 2034 |
|
929,054 |
|
99.17 |
|
921,360 |
|||
|
|
FNMA POOL 783852 |
|
5.5% 01 Jul 2034 |
|
35,201 |
|
99.17 |
|
34,909 |
|||
|
|
FNMA POOL 784091 |
|
5.5% 01 Jun 2034 |
|
14,727 |
|
99.23 |
|
14,614 |
|||
|
|
FNMA POOL 784335 |
|
5.5% 01 Jan 2035 |
|
347,093 |
|
99.08 |
|
343,893 |
|||
|
|
FNMA POOL 785364 |
|
5.5% 01 Jun 2034 |
|
47,807 |
|
99.23 |
|
47,441 |
|||
|
|
FNMA POOL 785460 |
|
5.5% 01 Sep 2035 |
|
158,468 |
|
99.06 |
|
156,982 |
|||
|
|
FNMA POOL 786269 |
|
5.5% 01 Jul 2034 |
|
704,036 |
|
99.17 |
|
698,206 |
|||
|
|
FNMA POOL 786318 |
|
5.5% 01 Jul 2034 |
|
52,945 |
|
99.17 |
|
52,506 |
|||
|
|
FNMA POOL 786446 |
|
5.5% 01 Jul 2034 |
|
50,539 |
|
99.17 |
|
50,121 |
|||
|
|
FNMA POOL 786556 |
|
5.5% 01 Jul 2034 |
|
806,878 |
|
99.17 |
|
800,197 |
|||
|
|
FNMA POOL 787112 |
|
5.5% 01 Jun 2034 |
|
28,388 |
|
99.23 |
|
28,171 |
|||
|
|
FNMA POOL 788465 |
|
5.5% 01 Jun 2034 |
|
126,083 |
|
99.23 |
|
125,118 |
|||
|
|
FNMA POOL 789156 |
|
5.5% 01 Oct 2034 |
|
32,954 |
|
99.17 |
|
32,681 |
|||
|
|
FNMA POOL 789356 |
|
5.5% 01 Jul 2034 |
|
921,229 |
|
99.17 |
|
913,600 |
|||
|
|
FNMA POOL 789384 |
|
5.5% 01 Jul 2034 |
|
22,183 |
|
99.17 |
|
21,999 |
|||
|
|
FNMA POOL 789545 |
|
5.5% 01 Jul 2034 |
|
24,654 |
|
99.17 |
|
24,450 |
|||
|
|
FNMA POOL 789912 |
|
5.5% 01 Jul 2034 |
|
102,768 |
|
99.17 |
|
101,916 |
|||
|
|
FNMA POOL 791157 |
|
5.5% 01 Oct 2034 |
|
171,712 |
|
99.17 |
|
170,290 |
|||
|
|
FNMA POOL 791662 |
|
5.5% 01 Sep 2034 |
|
147,193 |
|
99.17 |
|
145,974 |
|||
|
|
FNMA POOL 793341 |
|
5.5% 01 Aug 2034 |
|
66,265 |
|
99.17 |
|
65,716 |
|||
|
|
FNMA POOL 793985 |
|
5.5% 01 Sep 2034 |
|
64,846 |
|
99.17 |
|
64,309 |
|||
|
|
FNMA POOL 794257 |
|
5.5% 01 Sep 2034 |
|
137,966 |
|
99.17 |
|
136,824 |
|||
|
|
FNMA POOL 794331 |
|
5.5% 01 Sep 2034 |
|
280,820 |
|
99.17 |
|
278,495 |
|||
|
|
FNMA POOL 794349 |
|
5.5% 01 Sep 2034 |
|
42,755 |
|
99.17 |
|
42,401 |
|||
|
|
FNMA POOL 794443 |
|
5.5% 01 Oct 2034 |
|
52,390 |
|
99.17 |
|
51,956 |
|||
|
|
FNMA POOL 794633 |
|
5.5% 01 Oct 2034 |
|
88,638 |
|
99.17 |
|
87,904 |
|||
|
|
FNMA POOL 794921 |
|
5.5% 01 Oct 2034 |
|
928,244 |
|
99.17 |
|
920,557 |
|||
|
|
FNMA POOL 794994 |
|
5.5% 01 Oct 2034 |
|
41,256 |
|
99.17 |
|
40,915 |
|||
|
|
FNMA POOL 795047 |
|
5.5% 01 Oct 2034 |
|
925,703 |
|
99.17 |
|
918,037 |
|||
|
|
FNMA POOL 795171 |
|
5.5% 01 Oct 2034 |
|
548,978 |
|
99.17 |
|
544,431 |
|||
|
|
FNMA POOL 795572 |
|
5.5% 01 May 2035 |
|
930,124 |
|
99.05 |
|
921,259 |
|||
|
|
FNMA POOL 796113 |
|
5.5% 01 Oct 2034 |
|
934,377 |
|
99.17 |
|
926,639 |
|||
|
|
FNMA POOL 796199 |
|
5.5% 01 Nov 2034 |
|
950,376 |
|
99.17 |
|
942,506 |
|||
|
|
FNMA POOL 796222 |
|
5.5% 01 Nov 2034 |
|
35,549 |
|
99.17 |
|
35,254 |
|||
|
|
FNMA POOL 796346 |
|
5.5% 01 Oct 2034 |
|
894,994 |
|
99.17 |
|
887,583 |
|||
|
|
FNMA POOL 796425 |
|
5.5% 01 Sep 2034 |
|
23,831 |
|
99.17 |
|
23,634 |
|||
|
|
FNMA POOL 796455 |
|
5.5% 01 Sep 2034 |
|
20,259 |
|
99.17 |
|
20,091 |
|||
|
|
FNMA POOL 796977 |
|
5.5% 01 Oct 2034 |
|
930,281 |
|
99.17 |
|
922,577 |
|||
|
|
FNMA POOL 797233 |
|
5.5% 01 Sep 2034 |
|
85,786 |
|
99.17 |
|
85,076 |
|||
|
|
FNMA POOL 797490 |
|
5.5% 01 Mar 2035 |
|
12,407,959 |
|
99.05 |
|
12,289,696 |
|||
|
|
FNMA POOL 797549 |
|
5.5% 01 Apr 2035 |
|
31,730 |
|
99.05 |
|
31,427 |
|||
|
|
FNMA POOL 797564 |
|
5.5% 01 May 2030 |
|
914,000 |
|
99.17 |
|
906,431 |
|||
|
|
FNMA POOL 797570 |
|
5.5% 01 May 2035 |
|
24,801 |
|
99.05 |
|
24,565 |
|||
|
|
FNMA POOL 797633 |
|
5% 01 Aug 2035 |
|
3,209,434 |
|
96.88 |
|
3,109,264 |
|||
|
|
FNMA POOL 797663 |
|
5% 01 Sep 2035 |
|
348,775 |
|
96.88 |
|
337,889 |
|||
|
|
FNMA POOL 798016 |
|
5.5% 01 Jan 2035 |
|
24,768 |
|
99.17 |
|
24,563 |
|||
|
|
FNMA POOL 799147 |
|
5.5% 01 Apr 2035 |
|
777,887 |
|
99.05 |
|
770,473 |
|||
|
|
FNMA POOL 799754 |
|
5.5% 01 Nov 2034 |
|
66,771 |
|
99.17 |
|
66,218 |
|||
|
|
FNMA POOL 800096 |
|
5.5% 01 Dec 2034 |
|
97,407 |
|
99.17 |
|
96,600 |
|||
|
|
FNMA POOL 800601 |
|
5.5% 01 Oct 2034 |
|
940,921 |
|
99.17 |
|
933,129 |
|||
|
|
FNMA POOL 800884 |
|
5.5% 01 Dec 2034 |
|
68,540 |
|
99.17 |
|
67,973 |
|||
|
|
FNMA POOL 801686 |
|
5.5% 01 Dec 2034 |
|
462,719 |
|
99.17 |
|
458,887 |
|||
|
|
FNMA POOL 801886 |
|
5.5% 01 Nov 2034 |
|
308,655 |
|
99.17 |
|
306,099 |
|||
|
|
FNMA POOL 802354 |
|
5.5% 01 Nov 2034 |
|
747,048 |
|
99.17 |
|
740,861 |
|||
|
|
FNMA POOL 802499 |
|
5.5% 01 Nov 2034 |
|
374,523 |
|
99.17 |
|
371,421 |
|||
|
|
FNMA POOL 803357 |
|
5.5% 01 Apr 2035 |
|
897,300 |
|
99.05 |
|
888,747 |
|||
|
|
FNMA POOL 803367 |
|
5.5% 01 Jul 2035 |
|
24,023 |
|
99.05 |
|
23,794 |
|||
162
|
|
FNMA POOL 803368 |
|
5.5% 01 Aug 2035 |
|
985,055 |
|
99.05 |
|
975,666 |
|
|
|
FNMA POOL 803676 |
|
5.5% 01 Dec 2034 |
|
187,313 |
|
99.17 |
|
185,762 |
|
|
|
FNMA POOL 803857 |
|
5.5% 01 Dec 2034 |
|
596,420 |
|
99.05 |
|
590,735 |
|
|
|
FNMA POOL 804459 |
|
5.5% 01 Dec 2034 |
|
189,901 |
|
99.17 |
|
188,328 |
|
|
|
FNMA POOL 804573 |
|
5.5% 01 Dec 2034 |
|
22,630 |
|
99.05 |
|
22,414 |
|
|
|
FNMA POOL 805377 |
|
5.5% 01 Jan 2035 |
|
791,502 |
|
99.05 |
|
783,958 |
|
|
|
FNMA POOL 805526 |
|
5.5% 01 Jul 2035 |
|
919,458 |
|
99.05 |
|
910,695 |
|
|
|
FNMA POOL 805534 |
|
5.5% 01 Sep 2035 |
|
796,624 |
|
99.05 |
|
789,031 |
|
|
|
FNMA POOL 806309 |
|
5.5% 01 Nov 2034 |
|
105,612 |
|
99.17 |
|
104,737 |
|
|
|
FNMA POOL 806522 |
|
5.5% 01 Dec 2034 |
|
58,396 |
|
99.05 |
|
57,839 |
|
|
|
FNMA POOL 806634 |
|
5.5% 01 Dec 2034 |
|
395,451 |
|
99.17 |
|
392,176 |
|
|
|
FNMA POOL 807813 |
|
5.5% 01 Apr 2035 |
|
438,146 |
|
99.05 |
|
433,970 |
|
|
|
FNMA POOL 807894 |
|
5.5% 01 Feb 2035 |
|
139,750 |
|
99.05 |
|
138,418 |
|
|
|
FNMA POOL 807908 |
|
5.5% 01 Mar 2035 |
|
938,551 |
|
99.05 |
|
929,605 |
|
|
|
FNMA POOL 808077 |
|
5.5% 01 Feb 2035 |
|
810,093 |
|
99.05 |
|
802,372 |
|
|
|
FNMA POOL 808182 |
|
5.5% 01 Mar 2035 |
|
88,010 |
|
99.05 |
|
87,171 |
|
|
|
FNMA POOL 808265 |
|
5.5% 01 Jun 2035 |
|
377,569 |
|
99.05 |
|
373,971 |
|
|
|
FNMA POOL 808413 |
|
5.5% 01 Jan 2035 |
|
1,027,577 |
|
99.05 |
|
1,017,783 |
|
|
|
FNMA POOL 808826 |
|
5.5% 01 Jan 2035 |
|
437,397 |
|
99.05 |
|
433,228 |
|
|
|
FNMA POOL 808933 |
|
5.5% 01 Jan 2035 |
|
634,151 |
|
99.05 |
|
628,106 |
|
|
|
FNMA POOL 808956 |
|
5.5% 01 Jan 2035 |
|
439,992 |
|
99.05 |
|
435,798 |
|
|
|
FNMA POOL 808984 |
|
5.5% 01 Feb 2035 |
|
42,586 |
|
99.05 |
|
42,180 |
|
|
|
FNMA POOL 809297 |
|
5.5% 01 Feb 2035 |
|
579,233 |
|
99.05 |
|
573,712 |
|
|
|
FNMA POOL 809550 |
|
5.5% 01 Feb 2035 |
|
892,708 |
|
99.05 |
|
884,199 |
|
|
|
FNMA POOL 809694 |
|
5.5% 01 Feb 2035 |
|
369,255 |
|
99.05 |
|
365,735 |
|
|
|
FNMA POOL 809706 |
|
5.5% 01 Mar 2035 |
|
345,201 |
|
99.05 |
|
341,910 |
|
|
|
FNMA POOL 809889 |
|
5.5% 01 Mar 2035 |
|
157,283 |
|
99.05 |
|
155,784 |
|
|
|
FNMA POOL 810249 |
|
5.5% 01 Jan 2035 |
|
8,077,364 |
|
99.05 |
|
8,000,377 |
|
|
|
FNMA POOL 810408 |
|
5.5% 01 Jan 2035 |
|
325,956 |
|
99.05 |
|
322,849 |
|
|
|
FNMA POOL 810419 |
|
5.5% 01 Feb 2035 |
|
103,483 |
|
99.05 |
|
102,497 |
|
|
|
FNMA POOL 810685 |
|
5.5% 01 Jan 2035 |
|
25,837 |
|
99.07 |
|
25,597 |
|
|
|
FNMA POOL 810706 |
|
5.5% 01 Jan 2035 |
|
961,983 |
|
99.05 |
|
952,814 |
|
|
|
FNMA POOL 811063 |
|
5.5% 01 Mar 2035 |
|
823,158 |
|
99.05 |
|
815,312 |
|
|
|
FNMA POOL 811779 |
|
5.5% 01 Jan 2035 |
|
846,377 |
|
99.05 |
|
838,310 |
|
|
|
FNMA POOL 811825 |
|
5.5% 01 Feb 2035 |
|
94,796 |
|
99.05 |
|
93,892 |
|
|
|
FNMA POOL 812050 |
|
5.5% 01 Feb 2035 |
|
936,330 |
|
99.05 |
|
927,406 |
|
|
|
FNMA POOL 812067 |
|
5.5% 01 Jan 2035 |
|
375,795 |
|
99.05 |
|
372,213 |
|
|
|
FNMA POOL 812746 |
|
5.5% 01 Nov 2034 |
|
283,663 |
|
99.17 |
|
281,314 |
|
|
|
FNMA POOL 812765 |
|
5.5% 01 Mar 2035 |
|
108,039 |
|
99.07 |
|
107,036 |
|
|
|
FNMA POOL 812913 |
|
5.5% 01 Feb 2035 |
|
57,668 |
|
99.05 |
|
57,118 |
|
|
|
FNMA POOL 813026 |
|
5.5% 01 Mar 2035 |
|
883,372 |
|
99.05 |
|
874,952 |
|
|
|
FNMA POOL 813035 |
|
5.5% 01 Apr 2035 |
|
96,904 |
|
99.05 |
|
95,980 |
|
|
|
FNMA POOL 813041 |
|
5.5% 01 Apr 2035 |
|
877,320 |
|
99.05 |
|
868,958 |
|
|
|
FNMA POOL 814116 |
|
5.5% 01 Feb 2035 |
|
782,723 |
|
99.05 |
|
775,263 |
|
|
|
FNMA POOL 814336 |
|
5.5% 01 Mar 2035 |
|
740,147 |
|
99.05 |
|
733,093 |
|
|
|
FNMA POOL 814358 |
|
5.5% 01 Mar 2035 |
|
957,237 |
|
99.05 |
|
948,113 |
|
|
|
FNMA POOL 814412 |
|
5.5% 01 Mar 2035 |
|
1,125,478 |
|
99.05 |
|
1,114,751 |
|
|
|
FNMA POOL 814476 |
|
5.5% 01 Mar 2035 |
|
55,912 |
|
99.05 |
|
55,379 |
|
|
|
FNMA POOL 814520 |
|
5.5% 01 Mar 2035 |
|
65,779 |
|
99.05 |
|
65,152 |
|
|
|
FNMA POOL 814614 |
|
5.5% 01 Apr 2035 |
|
29,484 |
|
99.05 |
|
29,203 |
|
|
|
FNMA POOL 815488 |
|
5.5% 01 Mar 2035 |
|
883,332 |
|
99.05 |
|
874,913 |
|
|
|
FNMA POOL 815492 |
|
5.5% 01 Mar 2035 |
|
281,592 |
|
99.05 |
|
278,908 |
|
|
|
FNMA POOL 815497 |
|
5.5% 01 Mar 2035 |
|
858,554 |
|
99.05 |
|
850,371 |
|
|
|
FNMA POOL 815498 |
|
5.5% 01 Mar 2035 |
|
271,054 |
|
99.05 |
|
268,471 |
|
|
|
FNMA POOL 815500 |
|
5.5% 01 Mar 2035 |
|
23,976 |
|
99.05 |
|
23,747 |
|
|
|
FNMA POOL 815514 |
|
5.5% 01 Mar 2035 |
|
905,839 |
|
99.05 |
|
897,205 |
|
|
|
FNMA POOL 815539 |
|
5.5% 01 Mar 2035 |
|
30,786 |
|
99.05 |
|
30,493 |
|
|
|
FNMA POOL 815555 |
|
5.5% 01 Feb 2035 |
|
33,473 |
|
99.05 |
|
33,154 |
|
|
|
FNMA POOL 815758 |
|
5.5% 01 Mar 2035 |
|
74,115 |
|
99.05 |
|
73,409 |
|
|
|
FNMA POOL 815859 |
|
5.5% 01 Feb 2035 |
|
879,880 |
|
99.05 |
|
871,493 |
|
|
|
FNMA POOL 815895 |
|
5.5% 01 Feb 2035 |
|
25,532 |
|
99.05 |
|
25,288 |
|
|
|
FNMA POOL 815907 |
|
5.5% 01 Feb 2035 |
|
20,892 |
|
99.05 |
|
20,693 |
|
|
|
FNMA POOL 815920 |
|
5.5% 01 Mar 2035 |
|
864,222 |
|
99.05 |
|
855,985 |
|
|
|
FNMA POOL 815923 |
|
5.5% 01 Mar 2035 |
|
320,568 |
|
99.05 |
|
317,512 |
|
|
|
FNMA POOL 815956 |
|
5.5% 01 May 2035 |
|
965,321 |
|
99.05 |
|
956,120 |
|
|
|
FNMA POOL 815977 |
|
5.5% 01 Mar 2035 |
|
373,157 |
|
99.05 |
|
369,601 |
|
|
|
FNMA POOL 816230 |
|
5.5% 01 Mar 2035 |
|
1,426,280 |
|
99.05 |
|
1,412,686 |
|
|
|
FNMA POOL 817187 |
|
5.5% 01 May 2035 |
|
39,956 |
|
99.05 |
|
39,575 |
|
|
|
FNMA POOL 817235 |
|
5.5% 01 Jun 2035 |
|
737,315 |
|
99.05 |
|
730,287 |
|
|
|
FNMA POOL 817241 |
|
5.5% 01 Jun 2035 |
|
64,406 |
|
99.05 |
|
63,792 |
|
|
|
FNMA POOL 817346 |
|
5.5% 01 Jul 2035 |
|
996,696 |
|
99.05 |
|
987,197 |
|
|
|
FNMA POOL 817432 |
|
5% 01 Sep 2035 |
|
320,138 |
|
96.88 |
|
310,146 |
|
|
|
FNMA POOL 817485 |
|
5% 01 Sep 2035 |
|
31,440 |
|
96.88 |
|
30,459 |
|
163
|
|
FNMA POOL 817490 |
|
5.5% 01 Sep 2035 |
|
977,203 |
|
99.05 |
|
967,889 |
|
|
FNMA POOL 817505 |
|
5.5% 01 Sep 2035 |
|
996,890 |
|
99.05 |
|
987,389 |
|
|
FNMA POOL 817511 |
|
5.5% 01 Sep 2035 |
|
975,050 |
|
99.05 |
|
965,757 |
|
|
FNMA POOL 817582 |
|
5% 01 Oct 2035 |
|
399,519 |
|
96.88 |
|
387,050 |
|
|
FNMA POOL 817602 |
|
5% 01 Nov 2035 |
|
411,114 |
|
96.88 |
|
398,283 |
|
|
FNMA POOL 818747 |
|
5.5% 01 Feb 2035 |
|
152,939 |
|
99.05 |
|
151,481 |
|
|
FNMA POOL 818764 |
|
5.5% 01 Feb 2035 |
|
29,541 |
|
99.05 |
|
29,260 |
|
|
FNMA POOL 818822 |
|
5.5% 01 Feb 2035 |
|
476,154 |
|
99.05 |
|
471,616 |
|
|
FNMA POOL 819138 |
|
5.5% 01 Jan 2035 |
|
79,867 |
|
99.05 |
|
79,106 |
|
|
FNMA POOL 819144 |
|
5.5% 01 Apr 2035 |
|
372,181 |
|
99.05 |
|
368,634 |
|
|
FNMA POOL 819191 |
|
5.5% 01 Apr 2035 |
|
673,280 |
|
99.05 |
|
666,863 |
|
|
FNMA POOL 819296 |
|
5.5% 01 Sep 2035 |
|
492,759 |
|
99.11 |
|
488,370 |
|
|
FNMA POOL 819407 |
|
5.5% 01 May 2035 |
|
763,772 |
|
99.05 |
|
756,493 |
|
|
FNMA POOL 819906 |
|
5.5% 01 Apr 2035 |
|
927,517 |
|
99.08 |
|
918,967 |
|
|
FNMA POOL 819944 |
|
5.5% 01 Apr 2035 |
|
808,805 |
|
99.05 |
|
801,096 |
|
|
FNMA POOL 819970 |
|
5.5% 01 Apr 2035 |
|
125,447 |
|
99.05 |
|
124,251 |
|
|
FNMA POOL 820023 |
|
5.5% 01 Apr 2035 |
|
28,229 |
|
99.05 |
|
27,960 |
|
|
FNMA POOL 820284 |
|
5.5% 01 Aug 2035 |
|
631,508 |
|
99.05 |
|
625,489 |
|
|
FNMA POOL 820291 |
|
5.5% 01 Aug 2035 |
|
945,373 |
|
99.05 |
|
936,363 |
|
|
FNMA POOL 820324 |
|
5% 01 Aug 2035 |
|
991,786 |
|
96.88 |
|
960,831 |
|
|
FNMA POOL 820343 |
|
5% 01 Sep 2035 |
|
312,955 |
|
96.88 |
|
303,188 |
|
|
FNMA POOL 820505 |
|
5.5% 01 Jun 2035 |
|
479,513 |
|
99.05 |
|
474,943 |
|
|
FNMA POOL 820966 |
|
5.5% 01 Apr 2035 |
|
127,305 |
|
99.05 |
|
126,092 |
|
|
FNMA POOL 820980 |
|
5.5% 01 Apr 2035 |
|
667,827 |
|
99.05 |
|
661,462 |
|
|
FNMA POOL 821015 |
|
5.5% 01 May 2035 |
|
142,934 |
|
99.05 |
|
141,571 |
|
|
FNMA POOL 821078 |
|
5.5% 01 Mar 2035 |
|
284,654 |
|
99.05 |
|
281,941 |
|
|
FNMA POOL 821176 |
|
5.5% 01 May 2035 |
|
91,922 |
|
99.05 |
|
91,046 |
|
|
FNMA POOL 821190 |
|
5.5% 01 May 2030 |
|
1,175,330 |
|
99.17 |
|
1,165,596 |
|
|
FNMA POOL 821198 |
|
5.5% 01 May 2035 |
|
133,730 |
|
99.05 |
|
132,455 |
|
|
FNMA POOL 821257 |
|
5.5% 01 May 2035 |
|
258,430 |
|
99.05 |
|
255,967 |
|
|
FNMA POOL 821276 |
|
5.5% 01 Apr 2035 |
|
149,412 |
|
99.05 |
|
147,988 |
|
|
FNMA POOL 821318 |
|
5.5% 01 May 2035 |
|
938,349 |
|
99.05 |
|
929,405 |
|
|
FNMA POOL 821352 |
|
5.5% 01 May 2035 |
|
663,969 |
|
99.05 |
|
657,640 |
|
|
FNMA POOL 821503 |
|
5.5% 01 Jun 2035 |
|
66,751 |
|
99.05 |
|
66,115 |
|
|
FNMA POOL 821567 |
|
5.5% 01 Jun 2035 |
|
262,074 |
|
99.05 |
|
259,577 |
|
|
FNMA POOL 821597 |
|
5.5% 01 Jun 2035 |
|
812,175 |
|
99.05 |
|
804,434 |
|
|
FNMA POOL 821631 |
|
5.5% 01 Jun 2030 |
|
220,809 |
|
99.17 |
|
218,980 |
|
|
FNMA POOL 821754 |
|
5.5% 01 Jun 2035 |
|
442,529 |
|
99.05 |
|
438,311 |
|
|
FNMA POOL 821807 |
|
5.5% 01 Jun 2035 |
|
102,438 |
|
99.05 |
|
101,461 |
|
|
FNMA POOL 821839 |
|
5.5% 01 Jun 2035 |
|
382,378 |
|
99.05 |
|
378,734 |
|
|
FNMA POOL 821867 |
|
5.5% 01 Jun 2035 |
|
659,391 |
|
99.05 |
|
653,106 |
|
|
FNMA POOL 821880 |
|
5.5% 01 Jun 2035 |
|
2,333,786 |
|
99.05 |
|
2,311,542 |
|
|
FNMA POOL 821952 |
|
5.5% 01 Jun 2035 |
|
5,815,385 |
|
99.05 |
|
5,759,958 |
|
|
FNMA POOL 822032 |
|
5.5% 01 Jul 2035 |
|
626,355 |
|
99.05 |
|
620,386 |
|
|
FNMA POOL 822101 |
|
4.997% 01 May 2035 |
|
5,212,093 |
|
99.85 |
|
5,204,100 |
|
|
FNMA POOL 822429 |
|
5.5% 01 May 2035 |
|
1,502,377 |
|
99.05 |
|
1,488,058 |
|
|
FNMA POOL 822514 |
|
5.5% 01 Jun 2035 |
|
169,080 |
|
99.05 |
|
167,469 |
|
|
FNMA POOL 822621 |
|
5.5% 01 Jun 2035 |
|
120,971 |
|
99.05 |
|
119,818 |
|
|
FNMA POOL 822727 |
|
5.5% 01 May 2035 |
|
977,364 |
|
99.05 |
|
968,049 |
|
|
FNMA POOL 822815 |
|
5.5% 01 Apr 2035 |
|
806,016 |
|
99.05 |
|
798,334 |
|
|
FNMA POOL 822868 |
|
5.5% 01 May 2035 |
|
885,766 |
|
99.05 |
|
877,323 |
|
|
FNMA POOL 822883 |
|
5.5% 01 Jun 2035 |
|
828,522 |
|
99.10 |
|
821,040 |
|
|
FNMA POOL 822950 |
|
5.5% 01 May 2035 |
|
813,206 |
|
99.05 |
|
805,455 |
|
|
FNMA POOL 822963 |
|
5.5% 01 Apr 2035 |
|
965,165 |
|
99.05 |
|
955,966 |
|
|
FNMA POOL 823100 |
|
5.5% 01 Jun 2035 |
|
1,408,152 |
|
99.05 |
|
1,394,731 |
|
|
FNMA POOL 823104 |
|
5.5% 01 Jul 2035 |
|
919,188 |
|
99.05 |
|
910,427 |
|
|
FNMA POOL 823109 |
|
5.5% 01 Jul 2035 |
|
25,971 |
|
99.05 |
|
25,723 |
|
|
FNMA POOL 823152 |
|
5.5% 01 May 2035 |
|
946,530 |
|
99.05 |
|
937,508 |
|
|
FNMA POOL 823155 |
|
5.5% 01 May 2035 |
|
43,754 |
|
99.05 |
|
43,337 |
|
|
FNMA POOL 823157 |
|
5.5% 01 May 2035 |
|
513,386 |
|
99.05 |
|
508,493 |
|
|
FNMA POOL 823205 |
|
5.5% 01 May 2035 |
|
368,413 |
|
99.05 |
|
364,901 |
|
|
FNMA POOL 823217 |
|
5.5% 01 May 2035 |
|
1,263,409 |
|
99.05 |
|
1,251,367 |
|
|
FNMA POOL 823228 |
|
5.5% 01 Jun 2035 |
|
139,287 |
|
99.05 |
|
137,960 |
|
|
FNMA POOL 823253 |
|
5.5% 01 Jun 2035 |
|
865,703 |
|
99.05 |
|
857,452 |
|
|
FNMA POOL 823259 |
|
5.5% 01 Jun 2035 |
|
928,351 |
|
99.05 |
|
919,503 |
|
|
FNMA POOL 823278 |
|
5.5% 01 Jun 2035 |
|
107,229 |
|
99.05 |
|
106,207 |
|
|
FNMA POOL 823297 |
|
5.5% 01 Jul 2035 |
|
689,221 |
|
99.05 |
|
682,651 |
|
|
FNMA POOL 823444 |
|
5.5% 01 May 2035 |
|
48,312 |
|
99.05 |
|
47,852 |
|
|
FNMA POOL 823548 |
|
5.5% 01 Jul 2035 |
|
57,007 |
|
99.05 |
|
56,464 |
|
|
FNMA POOL 823562 |
|
5.5% 01 Aug 2035 |
|
398,568 |
|
99.05 |
|
394,769 |
|
|
FNMA POOL 823569 |
|
5.5% 01 Aug 2035 |
|
953,909 |
|
99.05 |
|
944,818 |
|
|
FNMA POOL 823579 |
|
5.5% 01 Aug 2035 |
|
916,680 |
|
99.05 |
|
907,943 |
|
|
FNMA POOL 823854 |
|
5.5% 01 May 2035 |
|
24,182 |
|
99.05 |
|
23,952 |
164
|
|
FNMA POOL 824282 |
|
5.5% 01 Jun 2035 |
|
166,778 |
|
99.05 |
|
165,188 |
|
|
|
FNMA POOL 824323 |
|
5.5% 01 Jun 2035 |
|
657,491 |
|
99.05 |
|
651,224 |
|
|
|
FNMA POOL 824339 |
|
5.5% 01 Jul 2035 |
|
197,370 |
|
99.05 |
|
195,488 |
|
|
|
FNMA POOL 824525 |
|
5.5% 01 May 2035 |
|
867,408 |
|
99.05 |
|
859,140 |
|
|
|
FNMA POOL 824535 |
|
5.5% 01 Jun 2035 |
|
73,568 |
|
99.05 |
|
72,867 |
|
|
|
FNMA POOL 824556 |
|
5.5% 01 Jul 2035 |
|
34,786 |
|
99.05 |
|
34,454 |
|
|
|
FNMA POOL 824601 |
|
5.5% 01 Dec 2034 |
|
7,121,053 |
|
99.17 |
|
7,062,082 |
|
|
|
FNMA POOL 824770 |
|
5.5% 01 Jun 2035 |
|
625,078 |
|
99.05 |
|
619,121 |
|
|
|
FNMA POOL 824802 |
|
5.5% 01 Jun 2035 |
|
161,672 |
|
99.05 |
|
160,131 |
|
|
|
FNMA POOL 824805 |
|
5.5% 01 Jun 2035 |
|
50,569 |
|
99.05 |
|
50,087 |
|
|
|
FNMA POOL 824835 |
|
5.5% 01 May 2035 |
|
676,931 |
|
99.05 |
|
670,479 |
|
|
|
FNMA POOL 824842 |
|
5.5% 01 Jun 2035 |
|
719,599 |
|
99.05 |
|
712,740 |
|
|
|
FNMA POOL 825112 |
|
5.5% 01 May 2035 |
|
99,576 |
|
99.05 |
|
98,627 |
|
|
|
FNMA POOL 825136 |
|
5.5% 01 Jun 2035 |
|
896,588 |
|
99.05 |
|
888,042 |
|
|
|
FNMA POOL 825271 |
|
5.5% 01 Jul 2035 |
|
825,935 |
|
99.05 |
|
818,063 |
|
|
|
FNMA POOL 825459 |
|
5.5% 01 Jun 2035 |
|
82,584 |
|
99.05 |
|
81,797 |
|
|
|
FNMA POOL 825615 |
|
5.5% 01 Jun 2035 |
|
99,866 |
|
99.05 |
|
98,914 |
|
|
|
FNMA POOL 825634 |
|
5.5% 01 Jun 2035 |
|
100,828 |
|
99.05 |
|
99,867 |
|
|
|
FNMA POOL 825707 |
|
5.5% 01 Jul 2035 |
|
971,318 |
|
99.05 |
|
962,060 |
|
|
|
FNMA POOL 825708 |
|
5.5% 01 Jul 2035 |
|
786,797 |
|
99.05 |
|
779,297 |
|
|
|
FNMA POOL 825749 |
|
5.5% 01 Jul 2035 |
|
954,671 |
|
99.05 |
|
945,572 |
|
|
|
FNMA POOL 825753 |
|
5.5% 01 Aug 2035 |
|
985,411 |
|
99.05 |
|
976,018 |
|
|
|
FNMA POOL 825768 |
|
5.5% 01 Aug 2035 |
|
1,035,448 |
|
99.05 |
|
1,025,579 |
|
|
|
FNMA POOL 825770 |
|
5.5% 01 Aug 2035 |
|
33,497 |
|
99.05 |
|
33,178 |
|
|
|
FNMA POOL 825824 |
|
5.5% 01 Sep 2035 |
|
490,919 |
|
99.05 |
|
486,240 |
|
|
|
FNMA POOL 825832 |
|
5.5% 01 Jul 2035 |
|
392,896 |
|
99.05 |
|
389,151 |
|
|
|
FNMA POOL 825849 |
|
5.5% 01 Aug 2035 |
|
27,124 |
|
99.05 |
|
26,865 |
|
|
|
FNMA POOL 825936 |
|
5.5% 01 Jun 2035 |
|
1,449,960 |
|
99.05 |
|
1,436,140 |
|
|
|
FNMA POOL 825962 |
|
5.5% 01 Jul 2035 |
|
329,179 |
|
99.05 |
|
326,041 |
|
|
|
FNMA POOL 826153 |
|
5.5% 01 May 2035 |
|
76,858 |
|
99.05 |
|
76,126 |
|
|
|
FNMA POOL 826470 |
|
5.5% 01 Jul 2035 |
|
974,290 |
|
99.05 |
|
965,004 |
|
|
|
FNMA POOL 826473 |
|
5.5% 01 Jul 2035 |
|
510,742 |
|
99.05 |
|
505,874 |
|
|
|
FNMA POOL 826598 |
|
5.5% 01 Jun 2035 |
|
645,531 |
|
99.10 |
|
639,701 |
|
|
|
FNMA POOL 826611 |
|
5.5% 01 Aug 2035 |
|
143,161 |
|
99.05 |
|
141,796 |
|
|
|
FNMA POOL 826631 |
|
5.5% 01 May 2035 |
|
441,986 |
|
99.05 |
|
437,773 |
|
|
|
FNMA POOL 826676 |
|
5.5% 01 Aug 2035 |
|
304,690 |
|
99.05 |
|
301,786 |
|
|
|
FNMA POOL 826717 |
|
5.5% 01 Aug 2035 |
|
372,993 |
|
99.05 |
|
369,438 |
|
|
|
FNMA POOL 826739 |
|
5.5% 01 Aug 2035 |
|
1,931,138 |
|
99.05 |
|
1,912,732 |
|
|
|
FNMA POOL 826792 |
|
5.5% 01 Aug 2035 |
|
481,341 |
|
99.05 |
|
476,754 |
|
|
|
FNMA POOL 826857 |
|
5.5% 01 Aug 2035 |
|
8,133,871 |
|
99.05 |
|
8,056,345 |
|
|
|
FNMA POOL 826875 |
|
5.5% 01 Aug 2035 |
|
226,748 |
|
99.05 |
|
224,587 |
|
|
|
FNMA POOL 826885 |
|
5.5% 01 Aug 2035 |
|
27,299 |
|
99.05 |
|
27,038 |
|
|
|
FNMA POOL 826965 |
|
5.5% 01 Jun 2035 |
|
585,273 |
|
99.05 |
|
579,694 |
|
|
|
FNMA POOL 826986 |
|
5.5% 01 Jun 2035 |
|
515,606 |
|
99.05 |
|
510,692 |
|
|
|
FNMA POOL 826993 |
|
5.5% 01 Jun 2035 |
|
115,369 |
|
99.05 |
|
114,270 |
|
|
|
FNMA POOL 827063 |
|
5.5% 01 Sep 2035 |
|
111,033 |
|
99.09 |
|
110,027 |
|
|
|
FNMA POOL 827064 |
|
5% 01 Sep 2035 |
|
360,627 |
|
96.88 |
|
349,372 |
|
|
|
FNMA POOL 827218 |
|
5.5% 01 Jun 2035 |
|
88,061 |
|
99.05 |
|
87,222 |
|
|
|
FNMA POOL 827453 |
|
5.5% 01 May 2035 |
|
72,515 |
|
99.05 |
|
71,824 |
|
|
|
FNMA POOL 827755 |
|
5.5% 01 Jun 2035 |
|
822,912 |
|
99.05 |
|
815,069 |
|
|
|
FNMA POOL 827802 |
|
5.5% 01 Jun 2035 |
|
24,634 |
|
99.05 |
|
24,399 |
|
|
|
FNMA POOL 827827 |
|
5.5% 01 Aug 2035 |
|
938,936 |
|
99.05 |
|
929,987 |
|
|
|
FNMA POOL 827831 |
|
5.5% 01 Sep 2035 |
|
996,939 |
|
99.05 |
|
987,437 |
|
|
|
FNMA POOL 827892 |
|
5.5% 01 Jun 2035 |
|
76,424 |
|
99.05 |
|
75,695 |
|
|
|
FNMA POOL 827900 |
|
5.5% 01 Jul 2035 |
|
193,265 |
|
99.05 |
|
191,423 |
|
|
|
FNMA POOL 828150 |
|
5.5% 01 Jun 2035 |
|
937,326 |
|
99.05 |
|
928,392 |
|
|
|
FNMA POOL 828160 |
|
5.5% 01 Jun 2035 |
|
91,919 |
|
99.05 |
|
91,043 |
|
|
|
FNMA POOL 828163 |
|
5.5% 01 Jun 2035 |
|
233,876 |
|
99.05 |
|
231,647 |
|
|
|
FNMA POOL 828164 |
|
5.5% 01 Jul 2035 |
|
858,516 |
|
99.05 |
|
850,333 |
|
|
|
FNMA POOL 828174 |
|
5.5% 01 Jul 2035 |
|
947,844 |
|
99.05 |
|
938,810 |
|
|
|
FNMA POOL 828185 |
|
5.5% 01 Jul 2035 |
|
77,591 |
|
99.05 |
|
76,851 |
|
|
|
FNMA POOL 828188 |
|
5.5% 01 Jul 2035 |
|
120,164 |
|
99.05 |
|
119,018 |
|
|
|
FNMA POOL 828196 |
|
5.5% 01 Jul 2035 |
|
867,121 |
|
99.05 |
|
858,857 |
|
|
|
FNMA POOL 828347 |
|
5.5% 01 Jul 2035 |
|
228,680 |
|
99.05 |
|
226,501 |
|
|
|
FNMA POOL 828377 |
|
5.5% 01 Jun 2035 |
|
47,119 |
|
99.05 |
|
46,670 |
|
|
|
FNMA POOL 828506 |
|
5.5% 01 Jun 2035 |
|
321,959 |
|
99.05 |
|
318,890 |
|
|
|
FNMA POOL 828675 |
|
5.5% 01 Mar 2035 |
|
644,402 |
|
99.23 |
|
639,468 |
|
|
|
FNMA POOL 828684 |
|
5.5% 01 Jul 2035 |
|
577,075 |
|
99.05 |
|
571,574 |
|
|
|
FNMA POOL 828730 |
|
5.5% 01 Jun 2035 |
|
35,931 |
|
99.05 |
|
35,589 |
|
|
|
FNMA POOL 828909 |
|
5.5% 01 Jun 2035 |
|
73,024 |
|
99.05 |
|
72,328 |
|
|
|
FNMA POOL 828962 |
|
5.5% 01 Jun 2035 |
|
27,351 |
|
99.05 |
|
27,090 |
|
|
|
FNMA POOL 829166 |
|
5.5% 01 Jun 2035 |
|
408,455 |
|
99.05 |
|
404,562 |
|
|
|
FNMA POOL 829197 |
|
5.5% 01 Jul 2035 |
|
476,492 |
|
99.05 |
|
471,951 |
|
165
|
|
FNMA POOL 829205 |
|
5.5% 01 Jul 2035 |
|
632,048 |
|
99.05 |
|
626,024 |
|
|
|
FNMA POOL 829484 |
|
5.5% 01 Jul 2035 |
|
455,487 |
|
99.05 |
|
451,146 |
|
|
|
FNMA POOL 829485 |
|
5.5% 01 Aug 2035 |
|
61,140 |
|
99.05 |
|
60,558 |
|
|
|
FNMA POOL 829652 |
|
5.5% 01 Mar 2035 |
|
1,071,422 |
|
99.17 |
|
1,062,549 |
|
|
|
FNMA POOL 829656 |
|
5.5% 01 Jul 2035 |
|
991,463 |
|
99.05 |
|
982,013 |
|
|
|
FNMA POOL 829669 |
|
5.5% 01 Aug 2035 |
|
1,992,633 |
|
99.05 |
|
1,973,640 |
|
|
|
FNMA POOL 829676 |
|
5.5% 01 Aug 2035 |
|
1,182,444 |
|
99.05 |
|
1,171,174 |
|
|
|
FNMA POOL 829857 |
|
5.5% 01 Jul 2035 |
|
114,835 |
|
99.05 |
|
113,740 |
|
|
|
FNMA POOL 829862 |
|
5.5% 01 Jul 2035 |
|
33,690 |
|
99.05 |
|
33,369 |
|
|
|
FNMA POOL 829904 |
|
5.5% 01 Jul 2035 |
|
25,561 |
|
99.05 |
|
25,318 |
|
|
|
FNMA POOL 829909 |
|
5.5% 01 Jul 2035 |
|
1,993,909 |
|
99.05 |
|
1,974,905 |
|
|
|
FNMA POOL 829934 |
|
5.5% 01 Aug 2035 |
|
33,050 |
|
99.05 |
|
32,735 |
|
|
|
FNMA POOL 829973 |
|
5.5% 01 Apr 2035 |
|
6,644,103 |
|
99.17 |
|
6,589,082 |
|
|
|
FNMA POOL 830060 |
|
5.5% 01 Jul 2035 |
|
742,148 |
|
99.05 |
|
735,075 |
|
|
|
FNMA POOL 830697 |
|
5.5% 01 Jul 2035 |
|
401,625 |
|
99.05 |
|
397,797 |
|
|
|
FNMA POOL 830770 |
|
5.5% 01 Aug 2035 |
|
112,125 |
|
99.05 |
|
111,056 |
|
|
|
FNMA POOL 830796 |
|
5.5% 01 Sep 2035 |
|
155,863 |
|
99.05 |
|
154,377 |
|
|
|
FNMA POOL 830849 |
|
5.5% 01 Jul 2035 |
|
971,227 |
|
99.05 |
|
961,970 |
|
|
|
FNMA POOL 830865 |
|
5.5% 01 Jul 2035 |
|
13,940,066 |
|
99.05 |
|
13,807,200 |
|
|
|
FNMA POOL 830871 |
|
5.5% 01 Jul 2035 |
|
996,508 |
|
99.05 |
|
987,010 |
|
|
|
FNMA POOL 830872 |
|
5.5% 01 Jun 2035 |
|
2,392,624 |
|
99.05 |
|
2,369,819 |
|
|
|
FNMA POOL 830954 |
|
5.5% 01 Aug 2035 |
|
932,298 |
|
99.05 |
|
923,412 |
|
|
|
FNMA POOL 830959 |
|
5.5% 01 Aug 2035 |
|
1,408,128 |
|
99.05 |
|
1,394,706 |
|
|
|
FNMA POOL 831115 |
|
1% 01 Nov 2035 |
|
566,380 |
|
96.88 |
|
548,702 |
|
|
|
FNMA POOL 832025 |
|
5.5% 01 Sep 2035 |
|
1,992,193 |
|
99.05 |
|
1,973,205 |
|
|
|
FNMA POOL 832035 |
|
5.5% 01 Jul 2035 |
|
58,278 |
|
99.05 |
|
57,723 |
|
|
|
FNMA POOL 832086 |
|
5.5% 01 Jul 2035 |
|
121,005 |
|
99.05 |
|
119,852 |
|
|
|
FNMA POOL 832177 |
|
5.5% 01 Sep 2035 |
|
1,766,704 |
|
99.05 |
|
1,749,865 |
|
|
|
FNMA POOL 832236 |
|
5.5% 01 Aug 2035 |
|
2,821,256 |
|
99.05 |
|
2,794,366 |
|
|
|
FNMA POOL 832324 |
|
5.5% 01 Aug 2035 |
|
749,775 |
|
99.05 |
|
742,629 |
|
|
|
FNMA POOL 832330 |
|
5.5% 01 Aug 2035 |
|
1,961,283 |
|
99.05 |
|
1,942,590 |
|
|
|
FNMA POOL 832471 |
|
5.5% 01 Aug 2035 |
|
3,920,413 |
|
99.05 |
|
3,883,047 |
|
|
|
FNMA POOL 832489 |
|
5.5% 01 Sep 2035 |
|
109,767 |
|
99.05 |
|
108,721 |
|
|
|
FNMA POOL 832490 |
|
5.5% 01 Sep 2035 |
|
45,331 |
|
99.10 |
|
44,922 |
|
|
|
FNMA POOL 832570 |
|
5.5% 01 Aug 2035 |
|
1,395,203 |
|
99.05 |
|
1,381,905 |
|
|
|
FNMA POOL 832613 |
|
5.5% 01 Sep 2035 |
|
1,305,542 |
|
99.05 |
|
1,293,099 |
|
|
|
FNMA POOL 832853 |
|
5.5% 01 Sep 2035 |
|
965,953 |
|
99.05 |
|
956,746 |
|
|
|
FNMA POOL 833209 |
|
5.5% 01 Sep 2035 |
|
253,330 |
|
99.05 |
|
250,916 |
|
|
|
FNMA POOL 833219 |
|
5.5% 01 Sep 2035 |
|
239,939 |
|
99.05 |
|
237,653 |
|
|
|
FNMA POOL 833324 |
|
5.5% 01 Aug 2035 |
|
878,116 |
|
99.05 |
|
869,747 |
|
|
|
FNMA POOL 833358 |
|
5.5% 01 Aug 2035 |
|
992,369 |
|
99.05 |
|
982,911 |
|
|
|
FNMA POOL 833394 |
|
5.5% 01 Aug 2035 |
|
61,040 |
|
99.05 |
|
60,458 |
|
|
|
FNMA POOL 833413 |
|
5.5% 01 Sep 2035 |
|
977,250 |
|
99.05 |
|
967,936 |
|
|
|
FNMA POOL 833447 |
|
5.5% 01 Sep 2035 |
|
938,184 |
|
99.05 |
|
929,242 |
|
|
|
FNMA POOL 833449 |
|
5.5% 01 Sep 2035 |
|
505,719 |
|
99.05 |
|
500,898 |
|
|
|
FNMA POOL 833472 |
|
5.5% 01 Sep 2035 |
|
996,377 |
|
99.05 |
|
986,880 |
|
|
|
FNMA POOL 833477 |
|
5.5% 01 Sep 2035 |
|
996,892 |
|
99.05 |
|
987,390 |
|
|
|
FNMA POOL 833533 |
|
5.5% 01 Sep 2035 |
|
679,690 |
|
99.05 |
|
673,212 |
|
|
|
FNMA POOL 833671 |
|
5% 01 Aug 2035 |
|
9,924,044 |
|
96.88 |
|
9,614,305 |
|
|
|
FNMA POOL 833673 |
|
5% 01 Aug 2035 |
|
5,770,237 |
|
96.88 |
|
5,590,143 |
|
|
|
FNMA POOL 833695 |
|
5.5% 01 Aug 2035 |
|
483,664 |
|
99.05 |
|
479,054 |
|
|
|
FNMA POOL 834251 |
|
5.5% 01 Aug 2035 |
|
115,579 |
|
99.05 |
|
114,477 |
|
|
|
FNMA POOL 834272 |
|
5.5% 01 Aug 2035 |
|
1,741,317 |
|
99.05 |
|
1,724,720 |
|
|
|
FNMA POOL 834629 |
|
5.5% 01 Aug 2035 |
|
489,980 |
|
99.05 |
|
485,310 |
|
|
|
FNMA POOL 834647 |
|
5.5% 01 Aug 2035 |
|
63,001 |
|
99.05 |
|
62,401 |
|
|
|
FNMA POOL 834657 |
|
5.5% 01 Aug 2035 |
|
61,959 |
|
99.05 |
|
61,369 |
|
|
|
FNMA POOL 834670 |
|
5% 01 Aug 2035 |
|
306,758 |
|
96.88 |
|
297,184 |
|
|
|
FNMA POOL 834671 |
|
5.5% 01 Aug 2035 |
|
918,809 |
|
99.05 |
|
910,051 |
|
|
|
FNMA POOL 835084 |
|
5.5% 01 Jul 2035 |
|
251,389 |
|
99.05 |
|
248,993 |
|
|
|
FNMA POOL 835209 |
|
5.5% 01 Aug 2035 |
|
142,175 |
|
99.05 |
|
140,820 |
|
|
|
FNMA POOL 835366 |
|
5% 01 Sep 2035 |
|
51,175 |
|
96.88 |
|
49,578 |
|
|
|
FNMA POOL 835738 |
|
5% 01 Jul 2035 |
|
7,490,508 |
|
96.88 |
|
7,256,722 |
|
|
|
FNMA POOL 835756 |
|
5.5% 01 Jul 2035 |
|
912,865 |
|
99.05 |
|
904,164 |
|
|
|
FNMA POOL 835795 |
|
5.5% 01 Sep 2035 |
|
941,528 |
|
99.05 |
|
932,554 |
|
|
|
FNMA POOL 836071 |
|
5% 01 Oct 2035 |
|
10,289,394 |
|
96.88 |
|
9,968,252 |
|
|
|
FNMA POOL 836072 |
|
5.5% 01 Oct 2035 |
|
775,099 |
|
99.05 |
|
767,711 |
|
|
|
FNMA POOL 836127 |
|
5% 01 Oct 2035 |
|
9,927,574 |
|
96.88 |
|
9,617,725 |
|
|
|
FNMA POOL 836128 |
|
5.5% 01 Oct 2035 |
|
493,050 |
|
99.05 |
|
488,350 |
|
|
|
FNMA POOL 837315 |
|
5.5% 01 Aug 2035 |
|
7,528,594 |
|
99.05 |
|
7,456,837 |
|
|
|
FNMA POOL 837493 |
|
5.5% 01 Sep 2035 |
|
913,165 |
|
99.05 |
|
904,462 |
|
|
|
FNMA POOL 837586 |
|
5.5% 01 Aug 2035 |
|
501,138 |
|
99.11 |
|
496,675 |
|
|
|
FNMA POOL 837670 |
|
5.5% 01 Aug 2035 |
|
270,903 |
|
99.05 |
|
268,321 |
|
|
|
FNMA POOL 837691 |
|
5.5% 01 Sep 2035 |
|
997,094 |
|
99.05 |
|
987,591 |
|
166
|
|
FNMA POOL 837713 |
|
5.5% 01 Aug 2035 |
|
980,461 |
|
99.05 |
|
971,116 |
|
|
|
FNMA POOL 837735 |
|
5.5% 01 Aug 2035 |
|
394,297 |
|
99.05 |
|
390,539 |
|
|
|
FNMA POOL 837799 |
|
5.5% 01 Jul 2035 |
|
42,209 |
|
99.17 |
|
41,860 |
|
|
|
FNMA POOL 837959 |
|
5.5% 01 Sep 2035 |
|
270,885 |
|
99.05 |
|
268,303 |
|
|
|
FNMA POOL 838134 |
|
5.5% 01 Sep 2035 |
|
612,323 |
|
99.05 |
|
606,487 |
|
|
|
FNMA POOL 838201 |
|
5.5% 01 Aug 2035 |
|
996,087 |
|
99.05 |
|
986,593 |
|
|
|
FNMA POOL 838243 |
|
5% 01 Sep 2035 |
|
342,440 |
|
96.88 |
|
331,752 |
|
|
|
FNMA POOL 838470 |
|
5.5% 01 Sep 2035 |
|
446,788 |
|
99.05 |
|
442,529 |
|
|
|
FNMA POOL 838490 |
|
5.5% 01 Aug 2035 |
|
215,422 |
|
99.05 |
|
213,369 |
|
|
|
FNMA POOL 838753 |
|
5% 01 Sep 2035 |
|
547,832 |
|
96.88 |
|
530,734 |
|
|
|
FNMA POOL 839119 |
|
5% 01 Nov 2035 |
|
998,093 |
|
96.88 |
|
966,942 |
|
|
|
FNMA POOL 840001 |
|
5% 01 Sep 2035 |
|
397,737 |
|
96.88 |
|
385,323 |
|
|
|
FNMA POOL 840033 |
|
5.5% 01 Sep 2035 |
|
625,542 |
|
99.05 |
|
619,580 |
|
|
|
FNMA POOL 840042 |
|
5.5% 01 Sep 2035 |
|
307,409 |
|
99.05 |
|
304,479 |
|
|
|
FNMA POOL 840088 |
|
5.5% 01 Sep 2035 |
|
49,221 |
|
99.05 |
|
48,752 |
|
|
|
FNMA POOL 840360 |
|
5.5% 01 Oct 2035 |
|
1,833,966 |
|
99.05 |
|
1,816,486 |
|
|
|
FNMA POOL 840379 |
|
5% 01 Nov 2035 |
|
1,997,580 |
|
96.88 |
|
1,935,233 |
|
|
|
FNMA POOL 840512 |
|
5.5% 01 Sep 2035 |
|
899,606 |
|
99.05 |
|
891,032 |
|
|
|
FNMA POOL 840711 |
|
5.5% 01 Sep 2035 |
|
997,117 |
|
99.05 |
|
987,613 |
|
|
|
FNMA POOL 840712 |
|
5.5% 01 Sep 2035 |
|
365,954 |
|
99.05 |
|
362,466 |
|
|
|
FNMA POOL 842402 |
|
5% 01 Nov 2035 |
|
10,006,935 |
|
96.88 |
|
9,694,610 |
|
|
|
FNMA POOL 843122 |
|
5% 01 Nov 2035 |
|
499,298 |
|
96.88 |
|
483,715 |
|
|
|
FNMA POOL 844221 |
|
5% 01 Nov 2035 |
|
468,317 |
|
96.88 |
|
453,700 |
|
|
|
FNMA POOL 847661 |
|
5% 01 Nov 2035 |
|
998,607 |
|
96.88 |
|
967,439 |
|
|
|
FNMA POOL 847723 |
|
5% 01 Nov 2035 |
|
998,703 |
|
96.88 |
|
967,533 |
|
|
|
FNMA POOL 848050 |
|
5% 01 Nov 2035 |
|
998,679 |
|
96.88 |
|
967,510 |
|
|
|
FNMA POOL 848063 |
|
5% 01 Sep 2035 |
|
998,674 |
|
96.88 |
|
967,504 |
|
|
|
FNMA POOL 863094 |
|
5% 01 Nov 2035 |
|
998,739 |
|
96.88 |
|
967,568 |
|
|
|
FORD MTR CR CO |
|
5.7% 15 Jan 2010 |
|
7,800,000 |
|
85.11 |
|
6,638,550 |
|
|
|
GENERAL MTRS ACCEP CORP |
|
5.625% 15 May 2009 |
|
2,600,000 |
|
88.97 |
|
2,313,194 |
|
|
|
GNMA II POOL 002910 |
|
8.5% 20 Apr 2030 |
|
6,792 |
|
107.01 |
|
7,268 |
|
|
|
GNMA II POOL 002947 |
|
8.5% 20 Jul 2030 |
|
5,512 |
|
107.01 |
|
5,898 |
|
|
|
GNMA II POOL 003029 |
|
8.5% 20 Jan 2031 |
|
18,583 |
|
107.01 |
|
19,886 |
|
|
|
GNMA II POOL 003057 |
|
8.5% 20 Mar 2031 |
|
4,779 |
|
107.01 |
|
5,114 |
|
|
|
GNMA II POOL 780840 |
|
8.5% 20 Jul 2028 |
|
41,800 |
|
107.26 |
|
44,835 |
|
|
|
GOVERNMENT NATL MTG ASSN |
|
6.5% 20 May 2028 |
|
799,887 |
|
104.92 |
|
839,212 |
|
|
|
GS MTG SEC CORP |
|
1% 25 Sep 2035 |
|
4,907,903 |
|
98.22 |
|
4,820,757 |
|
|
|
GS MTG SECS CORP |
|
4.30125% 25 Sep 2035 |
|
4,635,814 |
|
100.00 |
|
4,635,814 |
|
|
|
HBOS TREAS SVCS PLC |
|
4.175% 06 Feb 2006 |
|
4,100,000 |
|
98.88 |
|
4,053,878 |
|
|
|
HBOS TREAS SVCS PLC |
|
4.33% 27 Feb 2006 |
|
9,100,000 |
|
98.95 |
|
9,004,776 |
|
|
|
HBOS TREAS SVCS PLC |
|
4.355% 06 Mar 2006 |
|
15,100,000 |
|
98.91 |
|
14,935,599 |
|
|
|
HOME OWNERSHIP |
|
SER 144A PFD |
|
11,500 |
|
276.59 |
|
3,180,831 |
|
|
|
HSBC FIN CORP |
|
4.62125% 15 Sep 2008 |
|
5,200,000 |
|
99.74 |
|
5,186,673 |
|
|
|
ING U S FDG LLC |
|
4.34% 28 Feb 2006 |
|
28,000,000 |
|
98.99 |
|
27,716,452 |
|
|
|
IRS 1ML EUR |
|
1% 15 Oct 2010 |
|
(7,600,000) |
|
0.24 |
|
(18,575) |
|
|
|
IRS 3ML USD |
|
1% 21 Jun 2026 |
|
34,200,000 |
|
0.85 |
|
290,823 |
|
|
|
IRS EUR |
|
2.15% 15 Oct 2010 |
|
1,600,000 |
|
0.79 |
|
12,565 |
|
|
|
IRS EUR |
|
2.09% 15 Oct 2010 |
|
7,600,000 |
|
0.43 |
|
32,447 |
|
|
|
IRS GBP |
|
0.000001% 18 Jun 2034 |
|
(6,900,000) |
|
15.73 |
|
(1,085,203) |
|
|
|
IRS GBP |
|
5% 15 Jun 2016 |
|
7,900,000 |
|
7.52 |
|
594,264 |
|
|
|
IRS USD |
|
5% 21 Jun 2016 |
|
(32,600,000) |
|
0.29 |
|
(95,120) |
|
|
|
IRS USD |
|
5% 21 Jun 2011 |
|
9,700,000 |
|
0.43 |
|
41,895 |
|
|
|
IRS USD |
|
5% 21 Jun 2011 |
|
14,000,000 |
|
0.43 |
|
60,467 |
|
|
|
IRS USD |
|
5% 21 Jun 2011 |
|
124,200,000 |
|
0.43 |
|
536,432 |
|
|
|
LONG BEACH MTG LN TR |
|
4.39125% 25 Nov 2034 |
|
3,521,610 |
|
100.05 |
|
3,523,262 |
|
|
|
MCI INC |
|
8.735% 01 May 2014 |
|
57,000 |
|
110.63 |
|
63,056 |
|
|
|
MCI INC |
|
5.908% 01 May 2007 |
|
66,000 |
|
100.75 |
|
66,495 |
|
|
|
MCI INC |
|
7.688% 01 May 2009 |
|
66,000 |
|
103.25 |
|
68,145 |
|
|
|
NATIONAL AUSTRALIA FUNDING COR |
|
4.27% 09 Jan 2006 |
|
28,000,000 |
|
99.72 |
|
27,920,293 |
|
|
|
NOMURA ASSET SECS CORP |
|
7.12% 13 Apr 2039 |
|
2,500,000 |
|
100.36 |
|
2,508,985 |
|
|
|
PIMCO FDS PAC INV MGMT |
|
PRIVATE ACCT PORTFOLIO |
|
1,876,373 |
|
10.29 |
|
19,307,880 |
|
|
|
PIMCO FDS PAC INVT MGMT SER |
|
HIGH YIELD PORTFOLIO INSTL CL |
|
1,267,553 |
|
8.22 |
|
10,419,286 |
|
|
|
PIMCO FDS PAC INVT MGMT SER |
|
ASSET BKD SECS PORTFOLIO |
|
1,337,827 |
|
10.51 |
|
14,060,564 |
|
|
|
PIMCO FDS PAC INVT MGMT SER |
|
INTL PORTFOLIO INSTL CL |
|
4,104,988 |
|
4.97 |
|
20,401,790 |
|
|
|
PIMCO FDS PAC INVT MGMT SER |
|
REAL RETURN BD PORTFOLIO CL |
|
1,944,418 |
|
10.69 |
|
20,785,824 |
|
|
|
PIMCO FDS PAC INVT MGMT SER |
|
INVT GRADE CORP PORT INSTL CL |
|
3,786,260 |
|
9.73 |
|
36,840,309 |
|
|
|
PIMCO FDS PAC INVT MGMT SER |
|
EMERGING MKTS PORTFOLIO |
|
3,648,162 |
|
11.33 |
|
41,333,673 |
|
|
|
RABOBANK USA FINL CORP |
|
4.29% 03 Jan 2006 |
|
28,500,000 |
|
99.94 |
|
28,483,019 |
|
|
|
REILLY FHA PROJ LOAN |
|
7.43% 01 Aug 2020 |
|
1,313,394 |
|
100.95 |
|
1,325,902 |
|
|
|
RENAISSANCE MTG ACCEP CORP |
|
1% 25 Oct 2035 |
|
4,810,847 |
|
100.03 |
|
4,812,353 |
|
|
|
RESIDENTIAL ASSET MTG PRODS |
|
4.1375% 25 Nov 2024 |
|
1,158,980 |
|
99.98 |
|
1,158,799 |
|
|
|
RESIDENTIAL ASSET SEC MTG PASS |
|
4.30125% 25 Apr 2025 |
|
1,391,078 |
|
100.00 |
|
1,391,078 |
|
|
|
RYLAND MTG SECS CORP |
|
0.15026% 25 Mar 2023 |
|
23 |
|
173.13 |
|
40 |
|
167
|
|
SACO I TR |
|
4.1475% 25 Jul 2035 |
|
4,093,116 |
|
100.00 |
|
4,093,116 |
|
|
SEQUOIA MTG TR |
|
1% 20 Apr 2035 |
|
4,922,671 |
|
97.55 |
|
4,801,841 |
|
|
SMALL BUSINESS ADMIN PARTN CTF |
|
8.017% 10 Feb 2010 |
|
626,234 |
|
106.84 |
|
669,093 |
|
|
SOCIETE GENERALE NORTH AMER IN |
|
4.31% 03 Jan 2006 |
|
28,500,000 |
|
99.94 |
|
28,482,940 |
|
|
SOUNDVIEW HOME LN TR |
|
4.30125% 25 Nov 2035 |
|
834,900 |
|
100.00 |
|
834,900 |
|
|
STATE STREET BANK + TRUST CO |
|
SHORT TERM INVESTMENT FUND |
|
10,843,055 |
|
100.00 |
|
10,843,055 |
|
|
SWAPTION (317503G20) |
|
NOV 4.25 CALL |
|
222,000 |
|
0.14 |
|
31,546 |
|
|
SWAPTION (317503G38) |
|
NOV 4.3 CALL |
|
(96,000) |
|
0.40 |
|
(38,323) |
|
|
SWAPTION (317503HN3) |
|
MAY 4.5 CALL |
|
93,000 |
|
0.06 |
|
5,162 |
|
|
SWAPTION (317503J92) |
|
NOV 4.25 CALL |
|
119,000 |
|
0.15 |
|
18,255 |
|
|
SWAPTION (317503JE1) |
|
JUN 4.78 CALL |
|
(181,000) |
|
0.62 |
|
(112,890) |
|
|
SWAPTION (317503K33) |
|
NOV 4.56 CALL |
|
(156,000) |
|
0.75 |
|
(116,719) |
|
|
SWAPTION (317503L32) |
|
NOV 4.25 CALL |
|
307,000 |
|
0.15 |
|
47,370 |
|
|
SWAPTION (317503L40) |
|
NOV 4.32 CALL |
|
(132,000) |
|
0.45 |
|
(58,912) |
|
|
SWAPTION (317503L57) |
|
NOV 4.31 CALL |
|
(51,000) |
|
0.43 |
|
(22,114) |
|
|
SWAPTION (317503G53 SWP 5) |
|
NOV 4.3 CALL |
|
(20,000) |
|
0.40 |
|
(8,018) |
|
|
SWAPTION (317503G61 SWP2) |
|
NOV 4.25 CALL |
|
46,000 |
|
0.14 |
|
6,578 |
|
|
SWAPTION (317503H26) |
|
MAY 4.5 CALL |
|
(90,000) |
|
0.20 |
|
(18,063) |
|
|
SWAPTION (317503HP8) |
|
MAY 4.54 CALL |
|
(40,000) |
|
0.16 |
|
(6,572) |
|
|
SWAPTION (317503HQ6) |
|
NOV 4.5 CALL |
|
92,000 |
|
0.24 |
|
22,494 |
|
|
SWAPTION (317503HR4) |
|
NOV 4.54 CALL |
|
(39,000) |
|
0.69 |
|
(26,742) |
|
|
SWAPTION (317503HV5) |
|
NOV 4.54 CALL |
|
(123,000) |
|
0.69 |
|
(84,341) |
|
|
SWAPTION (317503HW3) |
|
NOV 4.5 CALL |
|
286,000 |
|
0.26 |
|
74,732 |
|
|
SWAPTION (317503JD3) |
|
JUN 4.75 CALL |
|
421,000 |
|
0.22 |
|
94,641 |
|
|
SWAPTION (317503K25) |
|
NOV 4.5 CALL |
|
362,000 |
|
0.28 |
|
100,346 |
|
|
SWAPTION (317503K66) |
|
NOV 4.25 CALL |
|
82,000 |
|
0.15 |
|
12,226 |
|
|
SWAPTION (317503K74) |
|
NOV 4.31 CALL |
|
(35,000) |
|
0.42 |
|
(14,847) |
|
|
SWAPTION (317503N97) FUTURES |
|
SEP 4.78 CALL |
|
(199,000) |
|
0.95 |
|
(188,672) |
|
|
SWAPTION (317503QC7 FUTURES |
|
SEP 4.75 CALL |
|
463,000 |
|
0.37 |
|
171,634 |
|
|
SWAPTION(317503FR6) |
|
MAY 4.5 CALL |
|
208,000 |
|
0.06 |
|
12,002 |
|
|
U S TREAS NOTES 10YR FUTURE |
|
MAR 107 PUT |
|
(146,000) |
|
0.16 |
|
(22,813) |
|
|
U S TREAS NOTES 10YR FUTURES |
|
MAR 111 CALL |
|
(146,000) |
|
0.25 |
|
(36,500) |
|
|
UBS FIN DEL LLC DISC COML3/A3 |
|
4.3% 03 Jan 2006 |
|
2,700,000 |
|
99.84 |
|
2,695,747 |
|
|
UBS FIN DEL LLC DISC COML3/A3 |
|
4.29% 03 Jan 2006 |
|
28,400,000 |
|
99.84 |
|
28,355,260 |
|
|
UNITED AIRLS |
|
9.06% 17 Jun 2015 |
|
2,038,960 |
|
72.00 |
|
1,467,949 |
|
|
UNITED AIRLS PASS THRU TRS |
|
9.56% 19 Oct 2018 |
|
1,747,677 |
|
63.22 |
|
1,104,829 |
|
|
UNITED STATES TREAS BDS |
|
8.125% 15 Aug 2019 |
|
26,900,000 |
|
135.72 |
|
36,508,344 |
|
|
UNITED STATES TREAS BILLS |
|
3.82% 02 Mar 2006 |
|
1,700,000 |
|
99.37 |
|
1,689,263 |
|
|
UNITED STATES TREAS BILLS |
|
4.05% 16 Mar 2006 |
|
6,740,000 |
|
99.21 |
|
6,686,687 |
|
|
UNITED STATES TREAS NTS |
|
4.25% 15 Aug 2014 |
|
4,900,000 |
|
98.92 |
|
4,847,172 |
|
|
UNITED STATES TREAS NTS |
|
4.25% 15 Nov 2013 |
|
5,500,000 |
|
99.08 |
|
5,449,297 |
|
|
UNITED STATES TREAS NTS |
|
0% |
|
57,400,000 |
|
98.86 |
|
56,745,284 |
|
|
US DOLLAR |
|
|
|
1,818,302 |
|
1.00 |
|
1,818,302 |
|
|
USD CALL/JPY PUT |
|
DEC 120.7 CALL |
|
2,600,000 |
|
0.01 |
|
24,102 |
|
|
WAMU MTG PASS THROUGH CTFS |
|
1% 25 Oct 2045 |
|
5,089,044 |
|
100.00 |
|
5,089,044 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Sub-Total: Fund 5711 / Pimco 2 of 6 |
|
|
|
|
|
$1,246,793,615 |
|
|
|
|
|
|
|
|
|
|
|
(a) |
|
(b) Identity of issue, borrower, lessor, or similar party |
|
(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value |
|
(d) Cost |
|
(e) Current |
|
||||||||||||
|
|
|
|
|
|
|
|
(n / a) |
|
|
|
||||||||||
|
|
|
|
|
Par Value |
|
|
|
|
||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|||||||||||
|
AETNA INC |
|
7.875% 01 Mar 2011 |
|
2,090,000 |
|
112.66 |
|
2,354,587 |
||||||||||||
|
|
ALBERTSONS INC |
|
8.7% 1 May 2300 |
|
35,000 |
|
99.03 |
|
34,660 |
|||||||||||
|
ALBERTSONS INC |
|
7.75% 15 Jun 2026 |
|
90,000 |
|
95.14 |
|
85,622 |
||||||||||||
|
|
ALBERTSONS INC |
|
6.625% 01 Jun 2028 |
|
135,000 |
|
84.44 |
|
114,000 |
|||||||||||
|
ALBERTSONS INC |
|
7.45% 01 Aug 2029 |
|
700,000 |
|
92.75 |
|
649,276 |
||||||||||||
|
|
ALBERTSONS INC |
|
8% 01 May 2031 |
|
735,000 |
|
98.60 |
|
724,701 |
|||||||||||
|
AMERICA MOVIL S A DE C V |
|
5.5% 01 Mar 2014 |
|
925,000 |
|
98.76 |
|
913,530 |
||||||||||||
|
|
AMERICAN GEN FIN CORP MTN |
|
3% 15 Nov 2006 |
|
1,400,000 |
|
98.51 |
|
1,379,144 |
|||||||||||
|
AMERICAN STORES CO NEW |
|
8% 01 Jun 2026 |
|
125,000 |
|
97.10 |
|
121,381 |
||||||||||||
|
|
AMERICREDIT AUTOMOBILE REC TR |
|
3.43% 06 Jul 2011 |
|
890,000 |
|
97.03 |
|
863,579 |
|||||||||||
|
AOL TIME WARNER INC |
|
6.15% 01 May 2007 |
|
500,000 |
|
101.58 |
|
507,894 |
||||||||||||
|
|
ARAMARK CORP |
|
5% 01 Jun 2012 |
|
295,000 |
|
97.09 |
|
286,414 |
|||||||||||
|
ARGENTINA (REP OF) |
|
2% 30 Sep 2014 |
|
3,505,000 |
|
32.92 |
|
1,153,856 |
||||||||||||
|
|
ARGENTINE PESO |
|
|
|
38,280 |
|
0.33 |
|
12,649 |
|||||||||||
|
AT + T WIRELESS SVCS INC |
|
.5% 01 May 2007 |
|
600,000 |
|
103.38 |
|
620,308 |
||||||||||||
|
|
AT+T CORP |
|
1% 15 Nov 2031 |
|
2,830,000 |
|
125.67 |
|
3,556,454 |
|||||||||||
|
AXIS CAP HLDGS LTD |
|
5.75% 01 Dec 2014 |
|
995,000 |
|
99.70 |
|
991,989 |
||||||||||||
|
|
BANK AMER CORP |
|
3.875% 15 Jan 2008 |
|
1,170,000 |
|
98.35 |
|
1,150,685 |
|||||||||||
|
BMW VEH OWNER TR |
|
4.28% 25 Feb 2010 |
|
1,495,000 |
|
98.89 |
|
1,478,414 |
||||||||||||
168
|
|
CAPITAL AUTO RECEIVABLES ASSET |
|
0.99% 28 Jan 2009 |
|
165,000 |
|
97.73 |
|
161,262 |
|
|
CAPITAL AUTO RECEIVABLES ASSET |
|
3.58% 15 Jan 2009 |
|
2,410,000 |
|
98.11 |
|
2,364,437 |
|
|
CAPITAL ONE BK |
|
6.875% 01 Feb 2006 |
|
500,000 |
|
100.20 |
|
500,976 |
|
|
CHESAPEAKE ENERGY CORP |
|
6.875% 15 Nov 2020 |
|
345,000 |
|
101.25 |
|
349,313 |
|
|
CHESAPEAKE ENERGY CORP |
|
6.375% 15 Jun 2015 |
|
495,000 |
|
100.00 |
|
495,000 |
|
|
CHESAPEAKE ENERGY CORP |
|
6.875% 15 Jan 2016 |
|
655,000 |
|
102.50 |
|
671,375 |
|
|
CHESAPEAKE ENERGY CORP |
|
6.5% 15 Aug 2017 |
|
715,000 |
|
100.50 |
|
718,575 |
|
|
CIT GROUP INC REORGANIZED |
|
3.875% 03 Nov 2008 |
|
1,190,000 |
|
97.05 |
|
1,154,890 |
|
|
CLEAR CHANNEL COMMUNICATIONS |
|
4.9% 1 May 2015 |
|
100,000 |
|
90.28 |
|
90,285 |
|
|
CLEAR CHANNEL COMMUNICATIONS |
|
5.75% 15 Jan 2013 |
|
100,000 |
|
97.74 |
|
97,739 |
|
|
CLEAR CHANNEL COMMUNICATIONS |
|
5% 15 Mar 2012 |
|
120,000 |
|
94.61 |
|
113,535 |
|
|
CLEAR CHANNEL COMMUNICATIONS |
|
5.5% 15 Sep 2014 |
|
195,000 |
|
95.02 |
|
185,293 |
|
|
CLEAR CHANNEL COMMUNICATIONS |
|
4.25% 15 May 2009 |
|
1,200,000 |
|
95.31 |
|
1,143,738 |
|
|
CNH EQUIP TR |
|
4.02% 15 Apr 2009 |
|
1,050,000 |
|
98.77 |
|
1,037,039 |
|
|
COCA COLA ENTERPRISES INC |
|
5.75% 01 Nov 2008 |
|
380,000 |
|
102.33 |
|
388,859 |
|
|
COLONIAL RLTY LTD PARTNERSHIP |
|
4.75% 01 Feb 2010 |
|
355,000 |
|
97.51 |
|
346,155 |
|
|
COMCAST CORP NEW |
|
5.85% 15 Nov 2015 |
|
2,250,000 |
|
101.12 |
|
2,275,148 |
|
|
CORNING INC |
|
6.2% 15 Mar 2016 |
|
505,000 |
|
101.86 |
|
514,417 |
|
|
COX COMMUNICATIONS INC NEW |
|
5.45% 15 Dec 2014 |
|
200,000 |
|
96.96 |
|
193,917 |
|
|
CWABS INC |
|
3.872% 25 Mar 2020 |
|
815,000 |
|
98.41 |
|
802,011 |
|
|
CWABS INC |
|
4.615% 25 Feb 2035 |
|
890,000 |
|
96.81 |
|
861,631 |
|
|
DAIMLERCHRYSLER AUTO |
|
4.04% 08 Sep 2009 |
|
970,000 |
|
99.03 |
|
960,604 |
|
|
DAIMLERCHRYSLER AUTO TR |
|
3.28% 08 Dec 2009 |
|
1,635,000 |
|
97.27 |
|
1,590,293 |
|
|
DEERE JOHN CAP CORP |
|
3.9% 15 Jan 2008 |
|
2,000,000 |
|
98.38 |
|
1,967,565 |
|
|
DEVELOPERS DIVERSIFIED RLTY CO |
|
5.375% 15 Oct 2012 |
|
1,885,000 |
|
99.53 |
|
1,876,137 |
|
|
DONALDSON LUFKIN + JENRETTE |
|
6.5% 01 Jun 2008 |
|
1,365,000 |
|
103.62 |
|
1,414,436 |
|
|
DOW CHEM CO |
|
6% 01 Oct 2012 |
|
1,500,000 |
|
104.70 |
|
1,570,548 |
|
|
DU PONT E I DE NEMOURS + CO |
|
4.125% 30 Apr 2010 |
|
1,170,000 |
|
97.00 |
|
1,134,906 |
|
|
ENSCO INTL INC |
|
6.75% 15 Nov 2007 |
|
1,650,000 |
|
103.46 |
|
1,707,166 |
|
|
ENTERPRISE PRODUCTS OPER |
|
4.95% 01 Jun 2010 |
|
905,000 |
|
98.04 |
|
887,236 |
|
|
EOP OPER LTD PARTNERSHIP |
|
4.65% 01 Oct 2010 |
|
2,900,000 |
|
96.98 |
|
2,812,491 |
|
|
ERAC USA FIN CO |
|
7.35% 15 Jun 2008 |
|
1,000,000 |
|
105.34 |
|
1,053,384 |
|
|
FED HM LN PC POOL A37176 |
|
5% 01 Sep 2035 |
|
971,325 |
|
96.80 |
|
940,250 |
|
|
FED HM LN PC POOL A46049 |
|
5% 01 Jul 2035 |
|
4,195,632 |
|
96.80 |
|
4,061,405 |
|
|
FED HM LN PC POOL B13459 |
|
4.5% 01 Apr 2019 |
|
2,345,460 |
|
97.50 |
|
2,286,916 |
|
|
FED HM LN PC POOL B13667 |
|
4.5% 01 Apr 2019 |
|
3,306,165 |
|
97.50 |
|
3,223,641 |
|
|
FED HM LN PC POOL B14715 |
|
4.5% 01 May 2019 |
|
6,011,767 |
|
97.50 |
|
5,861,708 |
|
|
FED HM LN PC POOL E01098 |
|
6% 01 Feb 2017 |
|
335,996 |
|
102.00 |
|
342,729 |
|
|
FED HM LN PC POOL E01377 |
|
4.5% 01 May 2018 |
|
6,294,174 |
|
97.60 |
|
6,142,967 |
|
|
FED HM LN PC POOL E01386 |
|
5% 01 Jun 2018 |
|
6,034,855 |
|
99.30 |
|
5,992,422 |
|
|
FED HM LN PC POOL E91955 |
|
5% 01 Oct 2017 |
|
242,739 |
|
99.30 |
|
241,033 |
|
|
FED HM LN PC POOL E97335 |
|
5% 01 Jul 2018 |
|
2,359,378 |
|
99.30 |
|
2,342,788 |
|
|
FED HM LN PC POOL G01843 |
|
6% 01 Jun 2035 |
|
4,081,751 |
|
101.05 |
|
4,124,641 |
|
|
FED HM LN PC POOL G11295 |
|
5.5% 01 Sep 2017 |
|
453,619 |
|
100.70 |
|
456,773 |
|
|
FNMA POOL 254195 |
|
5.5% 01 Jan 2017 |
|
546,284 |
|
100.73 |
|
550,253 |
|
|
FNMA POOL 254509 |
|
5% 01 Oct 2017 |
|
303,258 |
|
99.23 |
|
300,936 |
|
|
FNMA POOL 254759 |
|
4.5% 01 Jun 2018 |
|
759,107 |
|
97.57 |
|
740,693 |
|
|
FNMA POOL 255364 |
|
6% 01 Sep 2034 |
|
2,919,984 |
|
100.96 |
|
2,947,929 |
|
|
FNMA POOL 545400 |
|
5.5% 01 Jan 2017 |
|
806,108 |
|
100.73 |
|
811,965 |
|
|
FNMA POOL 545904 |
|
5.5% 01 Sep 2017 |
|
863,682 |
|
100.73 |
|
869,957 |
|
|
FNMA POOL 604966 |
|
5.5% 01 Nov 2016 |
|
231,645 |
|
100.73 |
|
233,328 |
|
|
FNMA POOL 621102 |
|
5.5% 01 Jan 2017 |
|
821,172 |
|
100.73 |
|
827,138 |
|
|
FNMA POOL 631324 |
|
5.5% 01 Feb 2017 |
|
412,128 |
|
100.73 |
|
415,122 |
|
|
FNMA POOL 657382 |
|
5% 01 Oct 2017 |
|
1,329,025 |
|
99.23 |
|
1,318,850 |
|
|
FNMA POOL 667032 |
|
5% 01 Nov 2017 |
|
479,728 |
|
99.23 |
|
476,055 |
|
|
FNMA POOL 705601 |
|
5% 01 May 2018 |
|
993,636 |
|
99.23 |
|
986,029 |
|
|
FNMA POOL 713485 |
|
5% 01 Jul 2018 |
|
6,070,880 |
|
99.23 |
|
6,024,401 |
|
|
FNMA POOL 720382 |
|
4.5% 01 Jun 2018 |
|
6,472,638 |
|
97.57 |
|
6,315,626 |
|
|
FNMA POOL 725690 |
|
6% 01 Aug 2034 |
|
559,200 |
|
100.99 |
|
564,726 |
|
|
FNMA POOL 821890 |
|
5% 01 Jun 2035 |
|
2,395,748 |
|
96.88 |
|
2,320,974 |
|
|
FNMA POOL 829881 |
|
5% 01 Jul 2035 |
|
6,041,538 |
|
96.88 |
|
5,852,976 |
|
|
FNMA POOL 832799 |
|
5% 01 Sep 2035 |
|
5,816,784 |
|
96.88 |
|
5,635,237 |
|
|
FORD MTR CR CO |
|
7% 01 Oct 2013 |
|
865,000 |
|
85.75 |
|
741,761 |
|
|
FORD MTR CR CO |
|
5.8% 12 Jan 2009 |
|
1,260,000 |
|
87.29 |
|
1,099,794 |
|
|
GENERAL ELEC CAP CORP MTN |
|
6% 15 Jun 2012 |
|
500,000 |
|
105.39 |
|
526,936 |
|
|
GENERAL ELEC CAP CORP MTN |
|
5% 15 Jun 2007 |
|
575,000 |
|
100.42 |
|
577,397 |
|
|
GENERAL MTRS ACCEP CORP |
|
6.875% 15 Sep 2011 |
|
2,260,000 |
|
91.20 |
|
2,061,007 |
|
|
GEORGIA PAC CORP |
|
7.375% 01 Dec 2025 |
|
40,000 |
|
90.00 |
|
36,000 |
|
|
GEORGIA PAC CORP |
|
7.25% 01 Jun 2028 |
|
85,000 |
|
88.63 |
|
75,331 |
|
|
GEORGIA PAC CORP |
|
7.75% 15 Nov 2029 |
|
2,195,000 |
|
91.25 |
|
2,002,938 |
|
|
GLOBAL MARINE INC |
|
7% 01 Jun 2028 |
|
500,000 |
|
117.36 |
|
586,795 |
|
|
GNMA POOL 561294 |
|
5.5% 15 Feb 2033 |
|
947,051 |
|
100.78 |
|
954,450 |
|
|
GS MTG SECS CORP II |
|
4.751% 10 Jul 2039 |
|
1,335,000 |
|
96.95 |
|
1,294,290 |
169
|
|
HARLEY DAVIDSON MOTORCYCLE TR |
|
3.76% 17 Dec 2012 |
|
1,935,000 |
|
97.81 |
|
1,892,672 |
|
|
HARRAHS OPER INC |
|
7.125% 01 Jun 2007 |
|
1,145,000 |
|
102.80 |
|
1,177,063 |
|
|
HONDA AUTO RECEIVABLES |
|
3.82% 21 May 2100 |
|
1,325,000 |
|
97.73 |
|
1,294,981 |
|
|
HONDA AUTO RECEIVABLES |
|
1% 18 Feb 2010 |
|
2,225,000 |
|
96.64 |
|
2,150,253 |
|
|
HOUSEHOLD FIN CORP |
|
4.75% 15 May 2009 |
|
900,000 |
|
99.25 |
|
893,293 |
|
|
IDEX CORP |
|
6.875% 15 Feb 2008 |
|
1,850,000 |
|
103.27 |
|
1,910,500 |
|
|
ISTAR FINL INC |
|
6% 15 Dec 2010 |
|
395,000 |
|
101.84 |
|
402,261 |
|
|
J P MORGAN CHASE + CO |
|
3.625% 01 May 2008 |
|
3,175,000 |
|
97.36 |
|
3,091,218 |
|
|
KRAFT FOODS INC |
|
5.25% 01 Oct 2013 |
|
205,000 |
|
99.88 |
|
204,753 |
|
|
KRAFT FOODS INC |
|
5.625% 01 Nov 2011 |
|
1,530,000 |
|
102.42 |
|
1,567,096 |
|
|
KROGER CO |
|
6.2% 15 Jun 2012 |
|
295,000 |
|
102.16 |
|
301,362 |
|
|
KROGER CO |
|
6.75% 15 Apr 2012 |
|
450,000 |
|
104.98 |
|
472,404 |
|
|
KROGER CO |
|
5.5% 01 Feb 2013 |
|
1,115,000 |
|
98.10 |
|
1,093,800 |
|
|
KROGER CO |
|
4.95% 15 Jan 2015 |
|
1,865,000 |
|
93.40 |
|
1,741,862 |
|
|
L 3 COMMUNICATIONS CORP |
|
6.375% 15 Oct 2015 |
|
320,000 |
|
99.75 |
|
319,200 |
|
|
LB UBS COML MTG TR |
|
4.647% 16 Dec 2011 |
|
1,510,000 |
|
97.46 |
|
1,471,705 |
|
|
LEHMAN BROS INC |
|
6.5% 15 Apr 2008 |
|
2,500,000 |
|
103.55 |
|
2,588,841 |
|
|
MACMILLAN BLOEDEL LTD |
|
6.75% 15 Feb 2006 |
|
750,000 |
|
100.25 |
|
751,850 |
|
|
MEDPARTNERS INC |
|
7.375% 01 Oct 2006 |
|
470,000 |
|
101.47 |
|
476,922 |
|
|
METHANEX CORP |
|
6% 15 Aug 2015 |
|
1,760,000 |
|
97.18 |
|
1,710,386 |
|
|
MGM MIRAGE |
|
6% 01 Oct 2009 |
|
1,000,000 |
|
99.38 |
|
993,750 |
|
|
MORGAN STANLEY CAP I INC |
|
4.89% 12 Jun 2047 |
|
2,215,000 |
|
97.88 |
|
2,168,075 |
|
|
MOTOROLA INC |
|
7.625% 15 Nov 2010 |
|
119,000 |
|
111.29 |
|
132,431 |
|
|
MOTOROLA INC |
|
8% 01 Nov 2011 |
|
1,000,000 |
|
114.76 |
|
1,147,608 |
|
|
NAVISTAR FINANCIAL CORP OWNER |
|
3.53% 15 Oct 2012 |
|
1,840,000 |
|
96.97 |
|
1,784,226 |
|
|
PACIFIC GAS + ELEC CO |
|
3.6% 01 Mar 2009 |
|
440,000 |
|
96.16 |
|
423,090 |
|
|
PEMEX PROJECT FUNDING MASTER |
|
8.625% 01 Dec 2023 |
|
2,750,000 |
|
122.90 |
|
3,379,750 |
|
|
PENNEY J C INC |
|
7.6% 01 Apr 2007 |
|
350,000 |
|
102.75 |
|
359,625 |
|
|
PETROZUATA FIN INC |
|
8.22% 01 Apr 2017 |
|
2,535,000 |
|
94.00 |
|
2,382,900 |
|
|
PREMCOR REFNG GROUP INC |
|
6.75% 01 Feb 2011 |
|
1,095,000 |
|
105.54 |
|
1,155,640 |
|
|
PROGRESS ENERGY INC |
|
7.1% 01 Mar 2011 |
|
830,000 |
|
107.58 |
|
892,895 |
|
|
PROVIDENT COS INC |
|
7.25% 15 Mar 2028 |
|
175,000 |
|
103.17 |
|
180,548 |
|
|
PULTE HOMES INC |
|
6.25% 15 Feb 2013 |
|
2,000,000 |
|
101.60 |
|
2,032,051 |
|
|
QWEST CAP FDG INC |
|
7.75% 15 Feb 2031 |
|
100,000 |
|
96.00 |
|
96,000 |
|
|
QWEST CORP |
|
7.875% 01 Sep 2011 |
|
950,000 |
|
107.75 |
|
1,023,625 |
|
|
RAYTHEON CO |
|
6.15% 01 Nov 2008 |
|
1,156,000 |
|
103.01 |
|
1,190,745 |
|
|
RESIDENTIAL CAP CORP |
|
6.375% 30 Jun 2010 |
|
595,000 |
|
101.38 |
|
603,212 |
|
|
RESIDENTIAL CAP CORP |
|
6.125% 21 Nov 2008 |
|
1,175,000 |
|
100.30 |
|
1,178,515 |
|
|
ROGERS CABLE INC |
|
6.75% 15 Mar 2015 |
|
1,165,000 |
|
101.50 |
|
1,182,475 |
|
|
SBC COMMUNICATIONS INC |
|
6.15% 15 Sep 2034 |
|
815,000 |
|
100.19 |
|
816,551 |
|
|
SOUTH AFRICA REP |
|
8.5% 23 Jun 2017 |
|
935,000 |
|
126.25 |
|
1,180,438 |
|
|
SPRINT CAP CORP |
|
6.875% 15 Nov 2028 |
|
4,355,000 |
|
109.02 |
|
4,747,662 |
|
|
STATE STREET BANK + TRUST CO |
|
SHORT TERM INVESTMENT FUND |
|
4,063,006 |
|
100.00 |
|
4,063,006 |
|
|
TELECOM ITALIA CAP |
|
6.375% 15 Nov 2033 |
|
400,000 |
|
100.61 |
|
402,435 |
|
|
TELUS CORP |
|
8% 01 Jun 2011 |
|
730,000 |
|
112.87 |
|
823,977 |
|
|
TIME WARNER INC |
|
6.875% 01 May 2012 |
|
1,700,000 |
|
105.99 |
|
1,801,794 |
|
|
U S WEST COMMINICATIONS INC |
|
7.25% 15 Oct 2035 |
|
525,000 |
|
96.75 |
|
507,938 |
|
|
U S WEST COMMUNICATIONS INC |
|
7.25% 15 Sep 2025 |
|
510,000 |
|
99.50 |
|
507,450 |
|
|
UNION OIL CO CA |
|
7.35% 15 Jun 2009 |
|
1,000,000 |
|
108.12 |
|
1,081,224 |
|
|
UNION PAC CORP |
|
3.875% 15 Feb 2009 |
|
2,000,000 |
|
96.91 |
|
1,938,198 |
|
|
UNITED MEXICAN STS |
|
8.375% 14 Jan 2011 |
|
500,000 |
|
114.00 |
|
570,000 |
|
|
UNITED STATES TREAS BDS |
|
5.375% 15 Feb 2031 |
|
2,605,000 |
|
112.34 |
|
2,926,555 |
|
|
UNITED STATES TREAS NTS |
|
3.125% 31 Jan 2007 |
|
3,870,000 |
|
98.61 |
|
3,816,183 |
|
|
UNITED STATES TREAS NTS |
|
6.5% 15 Oct 2006 |
|
3,800,000 |
|
101.53 |
|
3,858,188 |
|
|
UNITED STATES TREAS NTS |
|
2% 15 May 2006 |
|
4,300,000 |
|
99.16 |
|
4,264,055 |
|
|
UNITED STATES TREAS NTS |
|
3.375% 28 Feb 2007 |
|
4,560,000 |
|
98.78 |
|
4,504,425 |
|
|
UNITED STATES TREAS NTS |
|
3.5% 15 Nov 2006 |
|
5,000,000 |
|
99.21 |
|
4,960,547 |
|
|
UNITED STATES TREAS NTS |
|
3.75% 31 Mar 2007 |
|
7,490,000 |
|
99.16 |
|
7,426,803 |
|
|
UNUMPROVIDENT CORP |
|
7.375% 15 Jun 2032 |
|
175,000 |
|
104.91 |
|
183,584 |
|
|
UNUMPROVIDENT CORP |
|
6.75% 15 Dec 2028 |
|
705,000 |
|
97.99 |
|
690,801 |
|
|
US WEST CAP FDG INC |
|
6.5% 15 Nov 2018 |
|
485,000 |
|
91.00 |
|
441,350 |
|
|
USAA AUTO OWNER TR |
|
3.53% 15 Jun 2011 |
|
2,705,000 |
|
97.41 |
|
2,634,840 |
|
|
VERIZON NEW ENG INC |
|
4.75% 01 Oct 2013 |
|
1,700,000 |
|
93.00 |
|
1,581,000 |
|
|
WELLPOINT INC |
|
3.75% 14 Dec 2007 |
|
1,215,000 |
|
97.77 |
|
1,187,928 |
|
|
WFS FINL 2004 4 OWNER TR |
|
3.44% 17 May 2012 |
|
905,000 |
|
97.38 |
|
881,244 |
|
|
WFS FINL 2004 4 OWNER TR |
|
2.98% 17 Sep 2009 |
|
1,270,000 |
|
98.52 |
|
1,251,148 |
|
|
WOOLWORTH CORP |
|
8.5% 15 Jan 2022 |
|
1,150,000 |
|
105.75 |
|
1,216,125 |
|
|
XEROX CORP |
|
6.875% 15 Aug 2011 |
|
1,110,000 |
|
103.50 |
|
1,148,850 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Sub-Total: Fund 5712 / Pimco 3 of 6 |
|
|
|
|
|
$240,839,548 |
|
|
|
|
|
|
|
|
|
|
|
170
|
|
(b) Identity of issue, borrower, lessor, or similar party |
|
(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value |
|
(d) Cost |
|
(e) Current |
|
|
||||||||||||
|
|
|
|
|
|
|
|
(n/a) |
|
|
|
|
||||||||||
|
|
|
|
|
|
Par Value |
|
|
|
|
|
|
||||||||||
|
|
|
|
|
|
|
|
|
|
|
||||||||||||
|
|
BEAR STEARNS ARM TR |
|
4.154217% 25 Feb 2035 |
|
8,037,517 |
|
97.99 |
|
7,876,204 |
||||||||||||
|
|
CREDIT SUISSE FIRST BOSTON |
|
5.75% 25 Apr 2033 |
|
7,529,857 |
|
99.04 |
|
7,457,340 |
||||||||||||
|
|
CREDIT SUISSE FIRST BOSTON MTG |
|
6.5% 25 Feb 2032 |
|
1,677,071 |
|
100.03 |
|
1,677,524 |
||||||||||||
|
|
CREDIT SUISSE FIRST BOSTON MTG |
|
5.5% 25 Apr 2033 |
|
5,000,000 |
|
97.54 |
|
4,876,767 |
||||||||||||
|
|
FED HM LN PC POOL B14914 |
|
5% 01 Jun 2019 |
|
148,234 |
|
99.23 |
|
147,099 |
||||||||||||
|
|
FED HM LN PC POOL B15130 |
|
5% 01 Jun 2019 |
|
1,627,988 |
|
99.07 |
|
1,612,879 |
||||||||||||
|
|
FED HM LN PC POOL B15170 |
|
5% 01 Jul 2019 |
|
610,565 |
|
99.05 |
|
604,745 |
||||||||||||
|
|
FED HM LN PC POOL B15591 |
|
5% 01 Jul 2019 |
|
637,549 |
|
99.05 |
|
631,473 |
||||||||||||
|
|
FED HM LN PC POOL E01479 |
|
3.5% 01 Sep 2018 |
|
15,799,069 |
|
92.34 |
|
14,588,835 |
||||||||||||
|
|
FED HM LN PC POOL G01827 |
|
4.5% 01 Jun 2035 |
|
19,576,966 |
|
94.31 |
|
18,462,761 |
||||||||||||
|
|
FEDERAL HOME LN BANK |
|
1% 15 Jan 2032 |
|
3,853,053 |
|
89.61 |
|
3,452,566 |
||||||||||||
|
|
FEDERAL HOME LN MTG CORP |
|
0% 15 Apr 2034 |
|
3,799,289 |
|
69.56 |
|
2,642,937 |
||||||||||||
|
|
FEDERAL HOME LN MTG CORP |
|
4.77825% 15 Oct 2033 |
|
4,244,532 |
|
72.62 |
|
3,082,506 |
||||||||||||
|
|
FEDERAL HOME LN MTG CORP |
|
2.8275% 15 Oct 2033 |
|
4,595,214 |
|
67.10 |
|
3,083,502 |
||||||||||||
|
|
FEDERAL HOME LN MTG CORP |
|
6% 15 Jul 2023 |
|
4,261,989 |
|
101.13 |
|
4,309,964 |
||||||||||||
|
|
FEDERAL HOME LN MTG CORP |
|
6.5% 15 Jun 2028 |
|
4,821,371 |
|
99.91 |
|
4,817,011 |
||||||||||||
|
|
FEDERAL HOME LN MTG CORP |
|
0% 15 Oct 2033 |
|
8,879,159 |
|
64.32 |
|
5,711,342 |
||||||||||||
|
|
FEDERAL HOME LN MTG CORP |
|
2.83% 15 Nov 2033 |
|
11,387,984 |
|
68.01 |
|
7,744,968 |
||||||||||||
|
|
FEDERAL HOME LN MTG CORP |
|
6.5% 15 Feb 2026 |
|
7,852,255 |
|
103.79 |
|
8,149,518 |
||||||||||||
|
|
FEDERAL HOME LN MTG CORP |
|
6% 15 Oct 2031 |
|
10,265,806 |
|
101.63 |
|
10,432,692 |
||||||||||||
|
|
FEDERAL HOME LN MTG CORP |
|
5.5% 15 Nov 2032 |
|
14,212,225 |
|
95.03 |
|
13,505,190 |
||||||||||||
|
|
FEDERAL HOME LN MTG CORP |
|
4.5% 15 Nov 2028 |
|
14,322,845 |
|
97.44 |
|
13,955,973 |
||||||||||||
|
|
FEDERAL HOME LN MTG CORP |
|
4% 15 Sep 2015 |
|
20,000,000 |
|
96.95 |
|
19,390,696 |
||||||||||||
|
|
FEDERAL HOME LN MTG CORP MLTCL |
|
6% 15 Dec 2028 |
|
5,421,007 |
|
102.59 |
|
5,561,150 |
||||||||||||
|
|
FEDERAL NATL MTG ASSN |
|
7% 25 Feb 2031 |
|
517,360 |
|
99.93 |
|
516,996 |
||||||||||||
|
|
FEDERAL NATL MTG ASSN |
|
4% 25 Oct 2017 |
|
12,940,298 |
|
96.21 |
|
12,449,912 |
||||||||||||
|
|
FEDERAL NATL MTG ASSN |
|
6% 25 Sep 2031 |
|
18,499,767 |
|
102.13 |
|
18,893,035 |
||||||||||||
|
|
FEDERAL NATL MTG ASSN GTD |
|
6.5% 25 Jul 2029 |
|
7,211,264 |
|
103.41 |
|
7,457,503 |
||||||||||||
|
|
FEDERAL NATL MTG ASSN GTD |
|
6.5% 25 Sep 2029 |
|
11,653,449 |
|
103.40 |
|
12,049,375 |
||||||||||||
|
|
FNMA POOL 251890 |
|
6.5% 01 Aug 2018 |
|
538,309 |
|
102.42 |
|
551,347 |
||||||||||||
|
|
FNMA POOL 254634 |
|
5.5% 01 Feb 2023 |
|
9,209,427 |
|
99.68 |
|
9,179,568 |
||||||||||||
|
|
FNMA POOL 255059 |
|
5.5% 01 Dec 2033 |
|
12,198,323 |
|
99.01 |
|
12,077,316 |
||||||||||||
|
|
FNMA POOL 255174 |
|
4% 23 Feb 2014 |
|
10,765,478 |
|
95.97 |
|
10,331,781 |
||||||||||||
|
|
FNMA POOL 429715 |
|
6.5% 01 Apr 2018 |
|
639,603 |
|
102.39 |
|
654,894 |
||||||||||||
|
|
FNMA POOL 457274 |
|
1% 01 Oct 2028 |
|
207,684 |
|
102.39 |
|
212,649 |
||||||||||||
|
|
FNMA POOL 499479 |
|
6.5% 01 Jun 2029 |
|
656,400 |
|
103.08 |
|
676,631 |
||||||||||||
|
|
FNMA POOL 526993 |
|
1% 01 Nov 2028 |
|
1,330,687 |
|
102.63 |
|
1,365,737 |
||||||||||||
|
|
FNMA POOL 555811 |
|
4% 01 Oct 2018 |
|
19,244,235 |
|
95.71 |
|
18,419,589 |
||||||||||||
|
|
FNMA POOL 559810 |
|
1% 01 Aug 2040 |
|
1,044,004 |
|
101.01 |
|
1,054,578 |
||||||||||||
|
|
FNMA POOL 785677 |
|
5% 01 Jul 2019 |
|
420,312 |
|
98.98 |
|
416,043 |
||||||||||||
|
|
FNMA POOL 785721 |
|
5% 01 Jul 2019 |
|
4,716,510 |
|
98.98 |
|
4,668,608 |
||||||||||||
|
|
GNMA II POOL 080594 |
|
1% 20 Apr 2032 |
|
2,824,175 |
|
100.01 |
|
2,824,563 |
||||||||||||
|
|
GNMA II POOL 080869 |
|
1% 20 Apr 2034 |
|
7,028,621 |
|
100.02 |
|
7,030,312 |
||||||||||||
|
|
GNMA II POOL 080965 |
|
3.5% 20 Jul 2034 |
|
7,077,404 |
|
99.75 |
|
7,059,785 |
||||||||||||
|
|
GNMA POOL 467128 |
|
6.5% 15 Aug 2028 |
|
305,223 |
|
104.80 |
|
319,864 |
||||||||||||
|
|
GNMA POOL 604548 |
|
4.5% 15 Aug 2033 |
|
14,655,790 |
|
96.00 |
|
14,070,131 |
||||||||||||
|
|
GNMA POOL 780617 |
|
6.5% 15 Jun 2009 |
|
1,012,284 |
|
103.41 |
|
1,046,765 |
||||||||||||
|
|
GOVERNMENT NATL MTG ASSN |
|
6% 16 Jun 2032 |
|
11,097,294 |
|
102.77 |
|
11,405,089 |
||||||||||||
|
|
MASTR ASSET SECURITIZATION TR |
|
5.5% 25 Jul 2033 |
|
6,287,512 |
|
98.07 |
|
6,166,410 |
||||||||||||
|
|
STATE STREET BANK + TRUST CO |
|
SHORT TERM INVESTMENT FUND |
|
84,872,073 |
|
100.00 |
|
84,872,073 |
||||||||||||
|
|
STRUCTURED ASSET SECS CORP |
|
6% 25 Apr 2033 |
|
8,934,566 |
|
99.96 |
|
8,931,358 |
||||||||||||
|
|
UNITED STATES TREAS BDS |
|
6.125% 15 Aug 2029 |
|
22,000,000 |
|
121.83 |
|
26,802,186 |
||||||||||||
|
|
WELLS FARGO MTG BACKED SECS |
|
3.38977% 25 Jul 2034 |
|
10,841,045 |
|
100.33 |
|
10,876,985 |
||||||||||||
|
|
|
|
|
|
|
|
|
|
|
||||||||||||
|
|
|
|
Sub-Total: Fund 5727 / Pimco 4 of 6 |
|
|
|
|
|
$456,156,721 |
||||||||||||
|
|
|
|
|
|
|
|
|
|
|
||||||||||||
|
|
(b) Identity
of issue, borrower, lessor, or |
|
(c) Description
of investment including maturity date, rate of |
|
(d) Cost |
|
(e) Current |
|
|||||||||||||
|
|
|
|
|
|
|
|
(n/a) |
|
|
|
|||||||||||
|
|
|
|
|
|
Par Value |
|
|
|
|
|
|||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||
|
|
AAC GROUP HLDG CORP |
|
1% 01 Oct 2012 |
|
90,000 |
|
72.25 |
|
65,025 |
|
|||||||||||
|
|
AES CORP |
|
8.75% 15 May 2013 |
|
1,550,000 |
|
108.88 |
|
1,687,563 |
|
|||||||||||
|
|
AES CORP |
|
9% 1 May 2015 |
|
2,270,000 |
|
109.50 |
|
2,485,650 |
|
|||||||||||
|
|
AIFUL CORP |
|
5% 10 Aug 2010 |
|
1,000,000 |
|
98.04 |
|
980,442 |
|
|||||||||||
|
|
ALTRIA GROUP INC |
|
7% 04 Nov 2013 |
|
635,000 |
|
109.39 |
|
694,610 |
|
|||||||||||
|
|
AMC ENTMT INC |
|
8% 01 Mar 2014 |
|
90,000 |
|
90.50 |
|
81,450 |
|
|||||||||||
|
|
AMERADA HESS CORP |
|
7.3% 15 Aug 2031 |
|
3,380,000 |
|
115.73 |
|
3,911,606 |
|
|||||||||||
171
|
|
AMERICAN ACHIEVEMENT CORP |
|
8.25% 01 Apr 2012 |
|
50,000 |
|
101.50 |
|
50,750 |
|
|
AMERICAN HOME MTG INVT TR |
|
4.3275% 25 Mar 2035 |
|
8,639,897 |
|
100.25 |
|
8,661,656 |
|
|
AMERIGAS PARTNERS L P |
|
7.2% 20 May 2015 |
|
200,000 |
|
102.00 |
|
204,000 |
|
|
ANADARKO FIN CO |
|
6.75% 0 May 2011 |
|
1,470,000 |
|
108.00 |
|
1,587,555 |
|
|
AOL TIME WARNER INC |
|
7.7% 01 May 2032 |
|
3,655,000 |
|
112.05 |
|
4,095,487 |
|
|
ASIF GLOBAL FINANCNG XIX |
|
4.9% 17 Jan 2013 |
|
930,000 |
|
97.85 |
|
910,028 |
|
|
ASSET SECURITIZATION CORP |
|
6.92% 14 Feb 2029 |
|
1,892,906 |
|
100.32 |
|
1,899,054 |
|
|
AT+T WIRELESS |
|
8.15% 01 May 2012 |
|
415,000 |
|
114.97 |
|
477,137 |
|
|
BANC AMER COML MTG INC |
|
5.115% 10 Sep 2015 |
|
140,000 |
|
99.53 |
|
139,348 |
|
|
BANK AMER CORP |
|
7.4% 15 Jan 2011 |
|
1,410,000 |
|
110.73 |
|
1,561,348 |
|
|
BANK OF AMERICA |
|
7.125% 15 Sep 2006 |
|
610,000 |
|
101.74 |
|
620,628 |
|
|
BANK ONE CORP |
|
4.125% 01 Sep 2007 |
|
1,750,000 |
|
98.91 |
|
1,730,907 |
|
|
BANK ONE ISSUANCE TR |
|
4.23% 15 Dec 2010 |
|
3,750,000 |
|
100.23 |
|
3,758,790 |
|
|
BAYVIEW FINL ASSET TR |
|
4.74125% 25 Jan 2033 |
|
3,504,734 |
|
100.03 |
|
3,505,831 |
|
|
BAYVIEW FINL ASSET TR |
|
4.5125% 25 May 2032 |
|
6,410,711 |
|
100.20 |
|
6,423,731 |
|
|
BAYVIEW FINL MTG LN TR |
|
100% 28 May 2034 |
|
3,161,989 |
|
100.13 |
|
3,165,941 |
|
|
BEAR STEARNS ARM TR |
|
3.517% 25 Jun 2034 |
|
3,800,000 |
|
95.77 |
|
3,639,078 |
|
|
BEAR STEARNS ASSET BKD SECSI |
|
3.92% 25 Sep 2035 |
|
8,272,610 |
|
100.05 |
|
8,276,490 |
|
|
BEAZER HOMES USA INC |
|
8.625% 5 May 2011 |
|
40,000 |
|
104.50 |
|
41,800 |
|
|
BELLSOUTH CORP |
|
4.75% 15 Nov 2012 |
|
90,000 |
|
96.70 |
|
87,033 |
|
|
BRAZIL FEDERATIVE REP |
|
12.25% 06 Mar 2030 |
|
450,000 |
|
144.50 |
|
650,250 |
|
|
BRAZIL FEDERATIVE REP |
|
8.875% 15 Apr 2024 |
|
670,000 |
|
112.00 |
|
750,400 |
|
|
BRAZIL FERERATIVE REP |
|
11% 17 Aug 2040 |
|
2,110,000 |
|
129.00 |
|
2,721,900 |
|
|
BRAZIL(FED REP) |
|
1% 15 Apr 2012 |
|
1,223,552 |
|
98.11 |
|
1,200,366 |
|
|
BRAZIL(FED REP) |
|
1% 15 Apr 2012 |
|
1,269,435 |
|
98.55 |
|
1,251,028 |
|
|
BRITISH TELECOMMUNICATIONS PLC |
|
8.125% 15 Dec 2010 |
|
690,000 |
|
113.88 |
|
785,765 |
|
|
BULGARIA (NAT REP) |
|
8.25% 15 Jan 2015 |
|
570,000 |
|
120.90 |
|
689,102 |
|
|
CAESARS ENTMT INC |
|
8.25% 15 May 2011 |
|
111,000 |
|
110.38 |
|
122,516 |
|
|
CAESARS ENTMT INC |
|
7% 15 Apr 2013 |
|
161,000 |
|
106.83 |
|
171,992 |
|
|
CALIFORNIA INFR + ECONOMIC DEV |
|
6.48% 26 Dec 2009 |
|
780,000 |
|
102.47 |
|
799,264 |
|
|
CANADA GOVT |
|
4% 01 Dec 2031 |
|
2,399,135 |
|
132.47 |
|
3,178,241 |
|
|
CANADIAN DOLLAR |
|
|
|
48,199 |
|
0.86 |
|
41,261 |
|
|
CASCADIA LTD |
|
6.915% 13 Jun 2008 |
|
300,000 |
|
99.71 |
|
299,127 |
|
|
CASE NEW HOLLAND INC |
|
9.25% 01 Aug 2011 |
|
120,000 |
|
107.00 |
|
128,400 |
|
|
CDC MTG CAP TR |
|
4.68875% 25 Aug 2032 |
|
987,701 |
|
100.22 |
|
989,862 |
|
|
CHESAPEAKE ENERGY CORP |
|
7.5% 15 Sep 2013 |
|
140,000 |
|
106.25 |
|
148,750 |
|
|
CHESAPEAKE ENERGY CORP |
|
6.25% 15 Jan 2018 |
|
300,000 |
|
98.00 |
|
294,000 |
|
|
CHEVRONTEXACO CAP CO |
|
3.5% 17 Sep 2007 |
|
820,000 |
|
98.15 |
|
804,829 |
|
|
CINCINNATI BELL INC NEW |
|
7% 15 Feb 2015 |
|
480,000 |
|
98.00 |
|
470,400 |
|
|
CITIBANK CR CARD ISSUANCE TR |
|
1% 09 Feb 2009 |
|
1,750,000 |
|
100.72 |
|
1,762,579 |
|
|
CITIGROUP INC |
|
4.125% 22 Feb 2010 |
|
750,000 |
|
96.92 |
|
726,866 |
|
|
CITIGROUP INC |
|
5% 15 Sep 2014 |
|
2,380,000 |
|
98.74 |
|
2,349,998 |
|
|
CITIGROUP INC |
|
5% 06 Mar 2007 |
|
2,500,000 |
|
100.39 |
|
2,509,695 |
|
|
CITIZENS COMMUNICATIONS CO |
|
9.25% 5 May 2011 |
|
100,000 |
|
110.25 |
|
110,250 |
|
|
CLEAR CHANNEL COMMUNICATIONS |
|
4.25% 15 May 2009 |
|
600,000 |
|
95.31 |
|
571,869 |
|
|
CLEVELAND ELEC ILLUM CO |
|
5.65% 15 Dec 2013 |
|
210,000 |
|
101.21 |
|
212,540 |
|
|
COLOMBIA REP |
|
8.125% 21 May 2024 |
|
350,000 |
|
108.00 |
|
378,000 |
|
|
COLOMBIA REP |
|
11.75% 25 Feb 2020 |
|
1,670,000 |
|
139.25 |
|
2,325,475 |
|
|
COLUMBIA/HCA HEALTHCARE CORP |
|
7.69% 15 Jun 2025 |
|
170,000 |
|
103.84 |
|
176,530 |
|
|
COLUMBIA/HCA HEALTHCARE CORP |
|
7.25% 20 May 2008 |
|
745,000 |
|
103.37 |
|
770,129 |
|
|
COMCAST CABLE COMMUNICATIONS |
|
6.75% 30 Jan 2011 |
|
430,000 |
|
106.12 |
|
456,317 |
|
|
COMCAST CORP |
|
6.5% 15 Jan 2015 |
|
1,025,000 |
|
105.73 |
|
1,083,714 |
|
|
COMMONWEALTH EDISON CO |
|
6.15% 15 Mar 2012 |
|
1,410,000 |
|
104.11 |
|
1,467,930 |
|
|
CONOCO FDG CO |
|
6.35% 15 Oct 2011 |
|
570,000 |
|
107.14 |
|
610,702 |
|
|
CONOCO FDG CO |
|
7.25% 15 Oct 2031 |
|
600,000 |
|
126.28 |
|
757,676 |
|
|
CONOCOPHILLIPS |
|
5.9% 15 Oct 2032 |
|
10,000 |
|
107.67 |
|
10,767 |
|
|
CONOCOPHILLIPS |
|
4.75% 15 Oct 2012 |
|
2,490,000 |
|
98.42 |
|
2,450,563 |
|
|
CONSECO FIN SECURITIATIONS CO |
|
8.31% 01 May 2032 |
|
1,300,000 |
|
80.95 |
|
1,052,351 |
|
|
CONSECO FIN SECURITIZATIONS |
|
7.27% 01 Sep 2032 |
|
3,200,000 |
|
91.95 |
|
2,942,532 |
|
|
CONSECO FIN SECURITIZATIONS CO |
|
2.5% 01 Jan 2032 |
|
24,960,000 |
|
3.05 |
|
761,280 |
|
|
CONTINENTAL AIRLS |
|
6.703% 15 Jun 2021 |
|
550,491 |
|
97.48 |
|
536,602 |
|
|
CONTINENTAL AIRLS PASS THRU TR |
|
6.545% 02 Aug 2020 |
|
823,060 |
|
99.85 |
|
821,811 |
|
|
CORPORACION NACIONAL DEL COBRE |
|
4.75% 15 Oct 2014 |
|
590,000 |
|
97.20 |
|
573,480 |
|
|
CORTS FORD |
|
CORPORATE BKD TR SECS 7.4 |
|
22,900 |
|
14.40 |
|
329,760 |
|
|
CRE DEF SWAP B |
|
1% 20 Jun 2009 |
|
(880,000) |
|
100.00 |
|
(880,000) |
|
|
CRED DEF |
|
1.92125% 01 May 2007 |
|
(3,010,000) |
|
100.00 |
|
(3,010,000) |
|
|
CRED DEF SWAP |
|
5.25% 01 May 2007 |
|
3,010,000 |
|
106.95 |
|
3,219,197 |
|
|
CRED DEF SWAP A |
|
7.77% 20 Jun 2007 |
|
(6,130,000) |
|
100.00 |
|
(6,130,000) |
|
|
CRED DEF SWAP A |
|
0.25% 20 Jun 2008 |
|
(4,750,000) |
|
100.38 |
|
(4,767,895) |
|
|
CRED DEF SWAP A |
|
0.24% 20 Jun 2008 |
|
(3,800,000) |
|
100.35 |
|
(3,813,422) |
|
|
CRED DEF SWAP A |
|
1.4% 25 Jan 2035 |
|
(451,000) |
|
99.99 |
|
(450,933) |
|
|
CRED DEF SWAP A |
|
1.25% 25 Feb 2035 |
|
(451,000) |
|
99.98 |
|
(450,928) |
|
|
CRED DEF SWAP A |
|
2.25% 25 Jun 2035 |
|
(451,000) |
|
99.98 |
|
(450,928) |
172
|
|
CRED DEF SWAP A |
|
2.2% 25 Dec 2034 |
|
(451,000) |
|
99.98 |
|
(450,927) |
|
|
CRED DEF SWAP A |
|
1.4% 25 Nov 2034 |
|
(451,000) |
|
99.98 |
|
(450,925) |
|
|
CRED DEF SWAP A |
|
2.25% 25 Feb 2035 |
|
(451,000) |
|
99.98 |
|
(450,925) |
|
|
CRED DEF SWAP A |
|
1.45% 25 Jun 2035 |
|
(451,000) |
|
99.98 |
|
(450,925) |
|
|
CRED DEF SWAP A |
|
1.35% 25 Jun 2035 |
|
(451,000) |
|
99.98 |
|
(450,925) |
|
|
CRED DEF SWAP A |
|
1.35% 25 Jan 2036 |
|
(451,000) |
|
99.98 |
|
(450,923) |
|
|
CRED DEF SWAP A |
|
1.3% 25 Sep 2035 |
|
(451,000) |
|
99.98 |
|
(450,921) |
|
|
CRED DEF SWAP A |
|
1.25% 25 Jan 2035 |
|
(451,000) |
|
99.98 |
|
(450,919) |
|
|
CRED DEF SWAP A |
|
2.25% 25 Sep 2035 |
|
(451,000) |
|
99.98 |
|
(450,918) |
|
|
CRED DEF SWAP A |
|
2.25% 25 Jan 2036 |
|
(451,000) |
|
99.98 |
|
(450,917) |
|
|
CRED DEF SWAP A |
|
2.25% 25 Nov 2034 |
|
(451,000) |
|
99.98 |
|
(450,917) |
|
|
CRED DEF SWAP A |
|
2.25% 25 Mar 2035 |
|
(451,000) |
|
99.98 |
|
(450,914) |
|
|
CRED DEF SWAP A |
|
1.3% 25 Oct 2035 |
|
(451,000) |
|
99.97 |
|
(450,871) |
|
|
CRED DEF SWAP A |
|
2.25% 25 Oct 2035 |
|
(451,000) |
|
99.97 |
|
(450,868) |
|
|
CRED DEF SWAP A |
|
1.3% 25 Feb 2035 |
|
(451,000) |
|
99.97 |
|
(450,868) |
|
|
CRED DEF SWAP A |
|
1.4% 11 Dec 2034 |
|
(451,000) |
|
99.97 |
|
(450,868) |
|
|
CRED DEF SWAP A |
|
2.25% 25 Jun 2035 |
|
(451,000) |
|
99.97 |
|
(450,868) |
|
|
CRED DEF SWAP A |
|
2.2% 25 Feb 2035 |
|
(451,000) |
|
99.97 |
|
(450,868) |
|
|
CRED DEF SWAP A |
|
2.25% 25 Nov 2034 |
|
(451,000) |
|
99.97 |
|
(450,867) |
|
|
CRED DEF SWAP A |
|
1.25% 25 Dec 2034 |
|
(451,000) |
|
99.97 |
|
(450,866) |
|
|
CRED DEF SWAP A |
|
1.45% 25 Mar 2035 |
|
(451,000) |
|
99.97 |
|
(450,866) |
|
|
CRED DEF SWAP A |
|
1.3% 25 Jan 2035 |
|
(451,000) |
|
99.97 |
|
(450,866) |
|
|
CRED DEF SWAP A |
|
2.2% 25 Jan 2035 |
|
(451,000) |
|
99.97 |
|
(450,865) |
|
|
CRED DEF SWAP A |
|
2.25% 25 Jan 2035 |
|
(451,000) |
|
99.97 |
|
(450,865) |
|
|
CRED DEF SWAP A |
|
2.25% 25 Mar 2035 |
|
(451,000) |
|
99.97 |
|
(450,865) |
|
|
CRED DEF SWAP A |
|
1.3% 25 Mar 2035 |
|
(451,000) |
|
99.97 |
|
(450,865) |
|
|
CRED DEF SWAP A |
|
1.25% 20 Mar 2010 |
|
300,000 |
|
94.77 |
|
284,300 |
|
|
CRED DEF SWAP A |
|
1.67% 20 Mar 2015 |
|
400,000 |
|
89.67 |
|
358,691 |
|
|
CRED DEF SWAP A |
|
1.25% 20 Mar 2010 |
|
900,000 |
|
94.77 |
|
852,901 |
|
|
CRED DEF SWAP A |
|
0.36% 20 Mar 2015 |
|
870,000 |
|
99.66 |
|
867,026 |
|
|
CRED DEF SWAP A |
|
0.42% 20 Jun 2009 |
|
880,000 |
|
100.53 |
|
884,682 |
|
|
CRED DEF SWAP A |
|
3% 20 Sep 2010 |
|
4,100,000 |
|
78.99 |
|
3,238,701 |
|
|
CRED DEF SWAP A |
|
0.215% 20 Dec 2009 |
|
3,900,000 |
|
100.54 |
|
3,921,192 |
|
|
CRED DEF SWAP A |
|
3.6% 20 Mar 2006 |
|
4,000,000 |
|
98.61 |
|
3,944,238 |
|
|
CRED DEF SWAP A |
|
6% 20 Sep 2010 |
|
6,000,000 |
|
78.99 |
|
4,739,563 |
|
|
CRED DEF SWAP A |
|
8.57% 20 Jun 2008 |
|
6,130,000 |
|
100.00 |
|
6,130,000 |
|
|
CRED DEF SWAP A |
|
0.9% 20 Jun 2010 |
|
7,800,000 |
|
98.62 |
|
7,692,738 |
|
|
CRED DEF SWAP A |
|
0.305% 07 May 2008 |
|
8,550,000 |
|
100.49 |
|
8,592,144 |
|
|
CRED DEF SWAP B |
|
1% 07 May 2008 |
|
(8,550,000) |
|
100.00 |
|
(8,550,000) |
|
|
CRED DEF SWAP B |
|
1% 20 Jun 2010 |
|
(7,800,000) |
|
100.00 |
|
(7,800,000) |
|
|
CRED DEF SWAP B |
|
1% 20 Sep 2010 |
|
(6,000,000) |
|
100.00 |
|
(6,000,000) |
|
|
CRED DEF SWAP B |
|
1% 20 Jun 2008 |
|
(6,130,000) |
|
88.78 |
|
(5,442,467) |
|
|
CRED DEF SWAP B |
|
1% 20 Sep 2010 |
|
(4,100,000) |
|
100.00 |
|
(4,100,000) |
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2006 |
|
(4,000,000) |
|
100.00 |
|
(4,000,000) |
|
|
CRED DEF SWAP B |
|
1% 20 Dec 2009 |
|
(3,900,000) |
|
100.00 |
|
(3,900,000) |
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2010 |
|
(900,000) |
|
100.00 |
|
(900,000) |
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2015 |
|
(870,000) |
|
100.00 |
|
(870,000) |
|
|
CRED DEF SWAP B |
|
2.25% 25 Jan 2035 |
|
(451,000) |
|
99.97 |
|
(450,865) |
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2015 |
|
(400,000) |
|
100.00 |
|
(400,000) |
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2015 |
|
(400,000) |
|
100.00 |
|
(400,000) |
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2010 |
|
(300,000) |
|
100.00 |
|
(300,000) |
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2010 |
|
290,000 |
|
100.00 |
|
290,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Jan 2036 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Mar 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Mar 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Dec 2034 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Feb 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Feb 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Jan 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Jun 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Jun 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Dec 2034 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Jan 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Jan 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Oct 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Oct 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Jun 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Nov 2034 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Feb 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Jan 2036 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Feb 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Sep 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 11 Dec 2034 |
|
451,000 |
|
100.00 |
|
451,000 |
173
|
|
CRED DEF SWAP B |
|
1% 25 Mar 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Sep 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Jan 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Nov 2034 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Jan 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Jan 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Jun 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Mar 2035 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 25 Nov 2034 |
|
451,000 |
|
100.00 |
|
451,000 |
|
|
CRED DEF SWAP B |
|
1% 20 Jun 2008 |
|
3,800,000 |
|
100.00 |
|
3,800,000 |
|
|
CRED DEF SWAP B |
|
1% 20 Jun 2008 |
|
4,750,000 |
|
100.00 |
|
4,750,000 |
|
|
CRED DEF SWAP B |
|
1% 20 Jun 2007 |
|
6,130,000 |
|
86.59 |
|
5,308,244 |
|
|
CRED DER SWAP A |
|
1.67% 20 Mar 2015 |
|
400,000 |
|
89.67 |
|
358,691 |
|
|
CREDIT DEF SWAP A |
|
1.05% 20 Mar 2010 |
|
(290,000) |
|
100.28 |
|
(290,818) |
|
|
CREDIT SUISSE FIRST BOSTON MTG |
|
4.832% 15 Feb 2015 |
|
1,080,000 |
|
97.38 |
|
1,051,684 |
|
|
CRVD FIN LTD |
|
4.248751% 15 Oct 2007 |
|
1,158,522 |
|
99.91 |
|
1,157,421 |
|
|
CSC HLDGS INC |
|
7.625% 01 Apr 2011 |
|
156,000 |
|
99.50 |
|
155,220 |
|
|
CSC HLDGS INC |
|
7.875% 15 Feb 2018 |
|
259,000 |
|
96.50 |
|
249,935 |
|
|
CWABS INC |
|
4.47% 15 Nov 2028 |
|
1,668,222 |
|
100.30 |
|
1,673,175 |
|
|
CWALT INC |
|
4.49% 25 Jan 2036 |
|
4,363,711 |
|
99.99 |
|
4,363,214 |
|
|
CWALT INC |
|
4.34% 25 Nov 2035 |
|
8,623,095 |
|
100.00 |
|
8,623,095 |
|
|
CWALT INC |
|
4.5012497% 25 Nov 2035 |
|
8,838,486 |
|
100.00 |
|
8,838,486 |
|
|
CWALT INC |
|
4.48938% 25 Oct 2035 |
|
9,865,599 |
|
100.00 |
|
9,865,599 |
|
|
CWHEQ INC |
|
4.35% 15 Sep 2035 |
|
7,993,734 |
|
100.06 |
|
7,998,731 |
|
|
CWMBS INC |
|
4.59125% 25 Sep 2035 |
|
8,253,258 |
|
100.54 |
|
8,297,660 |
|
|
DAIMLER CHRYSLER NORTL HLDG CO |
|
7.2% 01 Sep 2009 |
|
530,000 |
|
105.79 |
|
560,705 |
|
|
DAIMLERCHRYSLER NORTH AMER |
|
4.05% 04 Jun 2008 |
|
960,000 |
|
97.21 |
|
933,184 |
|
|
DAVITA INC |
|
7.25% 15 Mar 2015 |
|
180,000 |
|
101.25 |
|
182,250 |
|
|
DELTA AIR LINES INC DEL |
|
6.417% 02 Jul 2012 |
|
2,900,000 |
|
101.22 |
|
2,935,491 |
|
|
DELTA AIR LINES INC DEL PASS T |
|
6.718% 02 Jul 2024 |
|
1,628,287 |
|
101.43 |
|
1,651,570 |
|
|
DELTA AIR LINES INC DEL TRS |
|
7.111% 18 Sep 2011 |
|
500,000 |
|
98.26 |
|
491,298 |
|
|
DEUTSCHE MTG + ASSET REC CORP |
|
6.538% 15 Jun 2031 |
|
2,485,884 |
|
102.44 |
|
2,546,453 |
|
|
DEVON ENERGY CORP |
|
7.95% 15 Apr 2032 |
|
1,095,000 |
|
129.18 |
|
1,414,503 |
|
|
DI FIN SUB LLC |
|
9.5% 15 Feb 2013 |
|
230,000 |
|
104.00 |
|
239,200 |
|
|
DIRECTV HLDGS LLC |
|
6.375% 15 Jun 2015 |
|
360,000 |
|
97.75 |
|
351,900 |
|
|
DOMINION RES INC DEL |
|
5.7% 17 Sep 2012 |
|
1,490,000 |
|
101.46 |
|
1,511,743 |
|
|
DOMINION RES INC VA NEW |
|
4.75% 15 Dec 2010 |
|
410,000 |
|
98.05 |
|
402,018 |
|
|
DOMINION RES INC VA NEW |
|
4.125% 15 Feb 2008 |
|
750,000 |
|
98.25 |
|
736,839 |
|
|
DUKE ENERGY CO |
|
6.25% 15 Jan 2012 |
|
170,000 |
|
105.23 |
|
178,884 |
|
|
DUKE ENERGY CO |
|
5.625% 30 Nov 2012 |
|
350,000 |
|
101.41 |
|
354,949 |
|
|
EASTMAN KODAK CO |
|
7.25% 15 Nov 2013 |
|
2,195,000 |
|
95.58 |
|
2,098,003 |
|
|
ECHOSTAR DBS CORP |
|
7.30438% 01 Oct 2008 |
|
61,000 |
|
102.00 |
|
62,220 |
|
|
ECHOSTAR DBS CORP |
|
6.625% 01 Oct 2014 |
|
320,000 |
|
95.88 |
|
306,800 |
|
|
EIRCOM FDG |
|
8.25% 15 Aug 2013 |
|
390,000 |
|
107.00 |
|
417,300 |
|
|
EL PASO CORP |
|
0% 28 Feb 2021 |
|
30,000 |
|
54.50 |
|
16,350 |
|
|
EL PASO CORP |
|
7.5% 15 Aug 2006 |
|
600,000 |
|
100.31 |
|
601,860 |
|
|
EL PASO ENERGY |
|
7.8% 01 Aug 2031 |
|
2,370,000 |
|
99.75 |
|
2,364,075 |
|
|
EL PASO ENERGY CORP DEL |
|
6.75% 15 May 2009 |
|
300,000 |
|
99.25 |
|
297,750 |
|
|
EL PASO ENERGY CORP MTN |
|
7.75% 15 Jan 2032 |
|
1,000,000 |
|
100.25 |
|
1,002,500 |
|
|
EL PASO NAT GAS CO |
|
8.375% 15 Jun 2032 |
|
1,480,000 |
|
112.94 |
|
1,671,571 |
|
|
ELECTRONIC DATA SYS CORP |
|
7.125% 15 Oct 2009 |
|
2,230,000 |
|
106.26 |
|
2,369,598 |
|
|
EMAC OWNER TRUST |
|
6.42% 15 Sep 2008 |
|
523,389 |
|
53.00 |
|
277,396 |
|
|
EURODOLLAR FUTURES |
|
OCT 95.25 CALL |
|
(180,000) |
|
0.17 |
|
(30,150) |
|
|
EURODOLLAR FUTURES |
|
SEP 95 CALL |
|
180,000 |
|
0.29 |
|
51,750 |
|
|
FED HM LN PC POOL C00860 |
|
7% 01 Sep 2029 |
|
25,143 |
|
104.30 |
|
26,225 |
|
|
FEDERAL HOME LN MTG CORP |
|
5.625% 23 Nov 2035 |
|
3,670,000 |
|
101.05 |
|
3,708,572 |
|
|
FEDERAL NATL MTG ASSN DISC NTS |
|
0.01% 15 May 2006 |
|
486,000 |
|
98.35 |
|
477,984 |
|
|
FFCA SECD LENDING CORP |
|
1.5479% 18 Sep 2025 |
|
2,550,834 |
|
3.96 |
|
100,908 |
|
|
FFCA SECD LENDING CORP |
|
1.478717% 18 Sep 2020 |
|
8,341,886 |
|
3.91 |
|
325,855 |
|
|
FFCA SECD LENDING CORP |
|
0.99% 18 Sep 2025 |
|
354,286 |
|
99.77 |
|
353,459 |
|
|
FHLMCTBA JAN 30 GOLD SINGLE |
|
5% 01 Dec 2099 |
|
4,300,000 |
|
96.78 |
|
4,161,594 |
|
|
FINANCIAL ASSET SECS CORP |
|
4.29125% 26 Nov 2035 |
|
3,640,307 |
|
99.98 |
|
3,639,739 |
|
|
FIRST ENERGY CORP |
|
7.375% 15 Nov 2031 |
|
2,480,000 |
|
118.01 |
|
2,926,714 |
|
|
FIRST FRANKLIN MTG LN TR |
|
4.04125% 25 Dec 2032 |
|
7,744,080 |
|
100.19 |
|
7,758,600 |
|
|
FIRSTENEGY CORP |
|
5.5% 15 Nov 2006 |
|
1,640,000 |
|
100.53 |
|
1,648,723 |
|
|
FIRSTENERGY CORP |
|
6.45% 15 Nov 2011 |
|
440,000 |
|
105.69 |
|
465,057 |
|
|
FLEET HOME EQUITY LN TR |
|
4.36938% 20 May 2031 |
|
1,681,770 |
|
100.09 |
|
1,683,348 |
|
|
FLEET HOME EQUITY LN TR |
|
4.40938% 20 Jan 2033 |
|
1,779,206 |
|
100.00 |
|
1,779,206 |
|
|
FNMATBA JAN 15 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
30,400,000 |
|
100.59 |
|
30,578,126 |
|
|
FNMATBA JAN 30 SINGLE FAM |
|
4.5% 01 Dec 2099 |
|
4,000,000 |
|
94.14 |
|
3,765,625 |
|
|
FNMATBA JAN 30 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
81,900,000 |
|
99.02 |
|
81,093,793 |
|
|
FNMATBA JAN 30 SINGLE FAM |
|
5% 01 Dec 2099 |
|
102,500,000 |
|
96.86 |
|
99,280,865 |
|
|
FNMA POOL 313046 |
|
9% 01 Aug 2026 |
|
42,083 |
|
109.23 |
|
45,969 |
174
|
|
FNMA POOL 535460 |
|
8% 01 Sep 2015 |
|
65,271 |
|
105.23 |
|
68,685 |
|
|
FNMA POOL 542564 |
|
8% 01 Aug 2015 |
|
46,399 |
|
105.23 |
|
48,826 |
|
|
FNMA POOL 555350 |
|
5.5% 01 Mar 2018 |
|
2,630,780 |
|
100.73 |
|
2,649,894 |
|
|
FNMA POOL 631364 |
|
5.5% 01 Feb 2017 |
|
44,848 |
|
100.73 |
|
45,174 |
|
|
FNMA POOL 745000 |
|
6% 01 Oct 2035 |
|
605,283 |
|
100.94 |
|
610,981 |
|
|
FNMA TBA JAN 30 SINGLE FAM |
|
6% 01 Dec 2099 |
|
13,900,000 |
|
100.90 |
|
14,024,883 |
|
|
FORD MTR CO DEL |
|
7.45% 16 Jul 2031 |
|
1,500,000 |
|
68.00 |
|
1,020,000 |
|
|
FORD MTR CR CO |
|
7.875% 15 Jun 2010 |
|
180,000 |
|
90.61 |
|
163,105 |
|
|
FORD MTR CR CO |
|
4.95% 15 Jan 2008 |
|
520,000 |
|
90.36 |
|
469,872 |
|
|
FORD MTR CR CO |
|
7.375% 01 Feb 2011 |
|
1,050,000 |
|
87.76 |
|
921,458 |
|
|
FORD MTR CR CO |
|
6.625% 16 Jun 2008 |
|
2,110,000 |
|
91.67 |
|
1,934,244 |
|
|
FORD MTR CR CO |
|
7.375% 28 Oct 2009 |
|
5,670,000 |
|
88.07 |
|
4,993,779 |
|
|
FORD MTR CR CO |
|
7.25% 25 Oct 2011 |
|
6,450,000 |
|
86.75 |
|
5,595,547 |
|
|
FOREST CITY ENTERPRISES INC |
|
7.625% 01 Jun 2015 |
|
50,000 |
|
106.00 |
|
53,000 |
|
|
FOREST CITY ENTERPRISES INC |
|
6.5% 01 Feb 2017 |
|
130,000 |
|
98.00 |
|
127,400 |
|
|
FRESENIUS MED CARE CAP TR IV |
|
7.875% 15 Jun 2011 |
|
490,000 |
|
106.50 |
|
521,850 |
|
|
GEN MOTORS CORP |
|
8.375% 05 Jul 2033 |
|
460,000 |
|
77.22 |
|
355,208 |
|
|
GENERAL ELEC CAP CORP MTN |
|
5.45% 15 Jan 2013 |
|
660,000 |
|
102.35 |
|
675,480 |
|
|
GENERAL ELEC CAP CORP MTN |
|
4.25% 15 Jan 2008 |
|
1,010,000 |
|
99.01 |
|
1,000,043 |
|
|
GENERAL ELEC CO |
|
5% 01 Feb 2013 |
|
2,680,000 |
|
99.70 |
|
2,671,931 |
|
|
GENERAL MTRS ACCEP CORP |
|
6.125% 01 Feb 2007 |
|
520,000 |
|
95.47 |
|
496,418 |
|
|
GENERAL MTRS ACCEP CORP |
|
6.311% 30 Nov 2007 |
|
770,000 |
|
90.47 |
|
696,650 |
|
|
GENERAL MTRS ACCEP CORP |
|
6.15% 05 Apr 2007 |
|
1,160,000 |
|
94.46 |
|
1,095,678 |
|
|
GENERAL MTRS ACCEP CORP |
|
7.75% 19 Jan 2010 |
|
1,500,000 |
|
93.39 |
|
1,400,835 |
|
|
GENERAL MTRS ACCEP CORP |
|
5.625% 15 May 2009 |
|
1,740,000 |
|
88.97 |
|
1,548,061 |
|
|
GENERAL MTRS CORP |
|
SR DEB CONV SER B |
|
202,550 |
|
14.90 |
|
3,017,995 |
|
|
GENERAL MTRS NOVA SCOTIA FIN |
|
6.85% 15 Oct 2008 |
|
3,820,000 |
|
77.23 |
|
2,950,324 |
|
|
GEORGIA PAC CORP |
|
8.25% 15 May 2011 |
|
8,000 |
|
100.13 |
|
8,010 |
|
|
GEORGIA PAC CORP |
|
7.7% 15 Jun 2015 |
|
110,000 |
|
96.50 |
|
106,150 |
|
|
GMAC COML MTG SEC INC |
|
6.869% 15 Jul 2029 |
|
56,829 |
|
102.22 |
|
58,088 |
|
|
GMAC COML MTG SEC INC |
|
6.7% 15 May 2300 |
|
104,480 |
|
103.04 |
|
107,653 |
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
4.5% 15 Dec 2099 |
|
1,000,000 |
|
95.89 |
|
958,906 |
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
14,200,000 |
|
100.59 |
|
14,284,313 |
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
5% 15 Dec 2099 |
|
26,390,000 |
|
98.64 |
|
26,031,260 |
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
6% 01 Dec 2099 |
|
53,750,000 |
|
102.34 |
|
55,005,568 |
|
|
GNMA II POOL 003474 |
|
6% 20 Nov 2033 |
|
326,630 |
|
102.27 |
|
334,031 |
|
|
GNMA POOL 403388 |
|
5% 15 Sep 2033 |
|
20,923 |
|
98.90 |
|
20,692 |
|
|
GNMA POOL 403456 |
|
5% 15 Nov 2033 |
|
687,019 |
|
98.90 |
|
679,451 |
|
|
GNMA POOL 486470 |
|
6.5% 15 Aug 2028 |
|
30,544 |
|
104.80 |
|
32,009 |
|
|
GNMA POOL 486516 |
|
6.5% 15 Sep 2028 |
|
54,954 |
|
104.80 |
|
57,590 |
|
|
GNMA POOL 488303 |
|
7.5% 15 Dec 2028 |
|
2,790 |
|
105.79 |
|
2,952 |
|
|
GNMA POOL 550727 |
|
5% 15 Nov 2035 |
|
494,941 |
|
98.68 |
|
488,407 |
|
|
GNMA POOL 566505 |
|
5% 15 Dec 2033 |
|
44,006 |
|
98.90 |
|
43,522 |
|
|
GNMA POOL 583048 |
|
5% 15 Sep 2034 |
|
47,571 |
|
98.90 |
|
47,047 |
|
|
GNMA POOL 586311 |
|
5% 15 Dec 2034 |
|
26,569 |
|
98.90 |
|
26,277 |
|
|
GNMA POOL 586345 |
|
5% 15 Jan 2035 |
|
550,706 |
|
98.80 |
|
544,124 |
|
|
GNMA POOL 592160 |
|
5% 15 Aug 2033 |
|
299,504 |
|
98.90 |
|
296,205 |
|
|
GNMA POOL 602430 |
|
5% 15 Jan 2035 |
|
41,380 |
|
98.80 |
|
40,885 |
|
|
GNMA POOL 602870 |
|
5% 15 Jan 2035 |
|
649,089 |
|
98.80 |
|
641,330 |
|
|
GNMA POOL 603246 |
|
5% 15 Apr 2034 |
|
251,316 |
|
98.90 |
|
248,548 |
|
|
GNMA POOL 604945 |
|
5% 15 Jan 2034 |
|
477,636 |
|
98.90 |
|
472,374 |
|
|
GNMA POOL 605098 |
|
5% 15 Mar 2034 |
|
7,901,036 |
|
98.90 |
|
7,814,002 |
|
|
GNMA POOL 606212 |
|
5% 15 Aug 2033 |
|
287,456 |
|
98.90 |
|
284,290 |
|
|
GNMA POOL 607449 |
|
5% 15 Dec 2033 |
|
485,583 |
|
99.02 |
|
480,841 |
|
|
GNMA POOL 612813 |
|
5% 15 Jun 2033 |
|
593,277 |
|
98.90 |
|
586,742 |
|
|
GNMA POOL 613871 |
|
5% 15 Sep 2033 |
|
629,849 |
|
98.90 |
|
622,911 |
|
|
GNMA POOL 615430 |
|
5% 15 Aug 2033 |
|
412,366 |
|
98.90 |
|
407,823 |
|
|
GNMA POOL 615655 |
|
5% 15 Oct 2033 |
|
247,209 |
|
98.90 |
|
244,486 |
|
|
GNMA POOL 616413 |
|
5% 15 May 2034 |
|
1,490,087 |
|
98.90 |
|
1,473,673 |
|
|
GNMA POOL 619279 |
|
5% 15 Dec 2034 |
|
49,140 |
|
98.80 |
|
48,553 |
|
|
GNMA POOL 620569 |
|
5% 15 Sep 2033 |
|
281,620 |
|
98.90 |
|
278,517 |
|
|
GNMA POOL 626676 |
|
5% 15 May 2034 |
|
474,260 |
|
98.90 |
|
469,036 |
|
|
GNMA POOL 633552 |
|
5% 15 Aug 2034 |
|
238,272 |
|
98.90 |
|
235,647 |
|
|
GNMA POOL 635949 |
|
5% 15 Nov 2034 |
|
543,626 |
|
98.90 |
|
537,638 |
|
|
GNMA POOL 635988 |
|
5% 15 Dec 2034 |
|
387,107 |
|
98.90 |
|
382,843 |
|
|
GNMA POOL 636294 |
|
5% 15 Apr 2035 |
|
42,889 |
|
98.80 |
|
42,377 |
|
|
GNMA POOL 636484 |
|
5% 15 Mar 2035 |
|
417,966 |
|
98.93 |
|
413,492 |
|
|
GNMA POOL 636868 |
|
5% 15 Dec 2034 |
|
529,769 |
|
98.90 |
|
523,933 |
|
|
GNMA POOL 637029 |
|
5% 15 Dec 2034 |
|
49,987 |
|
98.80 |
|
49,390 |
|
|
GNMA POOL 637062 |
|
5% 15 Dec 2034 |
|
42,104 |
|
98.80 |
|
41,601 |
|
|
GNMA POOL 637285 |
|
5% 15 Nov 2034 |
|
516,759 |
|
98.90 |
|
511,067 |
|
|
GNMA POOL 637381 |
|
5% 15 Dec 2034 |
|
421,401 |
|
98.80 |
|
416,364 |
|
|
GNMA POOL 637422 |
|
5% 15 Jan 2035 |
|
424,660 |
|
98.80 |
|
419,584 |
175
|
|
GNMA POOL 637869 |
|
5% 15 Mar 2035 |
|
35,424 |
|
98.80 |
|
35,001 |
|
|
GNMA POOL 637934 |
|
5% 15 Jan 2035 |
|
437,285 |
|
98.80 |
|
432,058 |
|
|
GNMA POOL 638114 |
|
5% 15 Nov 2034 |
|
537,438 |
|
98.90 |
|
531,518 |
|
|
GNMA POOL 638198 |
|
5% 15 Dec 2034 |
|
33,635 |
|
98.80 |
|
33,233 |
|
|
GNMA POOL 644753% |
|
15 May 2035 |
|
28,307 |
|
98.80 |
|
27,969 |
|
|
GNMA POOL 780851 |
|
7.5% 15 Dec 2027 |
|
42,044 |
|
106.04 |
|
44,584 |
|
|
GNMA POOL 781001 |
|
7.5% 15 Mar 2029 |
|
57,556 |
|
105.91 |
|
60,960 |
|
|
GNMA POOL 781887 |
|
5% 15 Mar 2035 |
|
3,294,018 |
|
98.90 |
|
3,257,732 |
|
|
GNMA POOL 781905 |
|
5% 15 Apr 2035 |
|
988,184 |
|
98.90 |
|
977,298 |
|
|
GOLDMAN SACHS GROUP INC |
|
6.875% 15 Jan 2011 |
|
705,000 |
|
107.77 |
|
759,780 |
|
|
GOVERNMENT NATL MTG ASSN |
|
4.55938% 20 Aug 2031 |
|
176,504 |
|
100.39 |
|
177,191 |
|
|
GS MTG SECS CORP II |
|
4.68% 10 Jul 2039 |
|
3,400,000 |
|
97.40 |
|
3,311,728 |
|
|
HCA INC |
|
5.75% 15 Mar 2014 |
|
50,000 |
|
96.97 |
|
48,485 |
|
|
HCA INC |
|
6.25% 15 Feb 2013 |
|
770,000 |
|
100.07 |
|
770,547 |
|
|
HCA INC |
|
7.5% 06 Nov 2033 |
|
1,440,000 |
|
103.25 |
|
1,486,829 |
|
|
HERTZ CORP |
|
8.875% 01 Jan 2014 |
|
195,000 |
|
101.88 |
|
198,656 |
|
|
HILTON HOTELS CORP |
|
7.625% 15 May 2008 |
|
600,000 |
|
104.79 |
|
628,746 |
|
|
HMH PPTYS INC |
|
7.875% 01 Aug 2008 |
|
45,000 |
|
101.13 |
|
45,506 |
|
|
HORIZON LINES LLC |
|
9% 01 Nov 2012 |
|
175,000 |
|
105.25 |
|
184,188 |
|
|
HOUSEHOLD FIN CORP |
|
6.375% 27 Nov 2012 |
|
170,000 |
|
106.04 |
|
180,266 |
|
|
HOUSEHOLD FIN CORP |
|
7% 15 May 2012 |
|
650,000 |
|
109.42 |
|
711,215 |
|
|
HOUSEHOLD FIN CORP |
|
8% 15 Jul 2010 |
|
715,000 |
|
111.91 |
|
800,189 |
|
|
HOUSEHOLD FIN CORP |
|
7.2% 15 Jul 2006 |
|
810,000 |
|
101.35 |
|
820,931 |
|
|
HSBC CAP FDG DLR 2 L P |
|
4.61% 13 Dec 2049 |
|
520,000 |
|
94.49 |
|
491,366 |
|
|
HSBC FIN CORP |
|
6.75% 15 May 2011 |
|
805,000 |
|
107.66 |
|
866,639 |
|
|
IMC GLOBAL INC |
|
11.25% 01 Jun 2011 |
|
388,000 |
|
107.50 |
|
417,100 |
|
|
IMPAC CMB TR |
|
4.65125% 25 Mar 2033 |
|
1,582,217 |
|
99.60 |
|
1,575,880 |
|
|
IMPAC CMB TR |
|
2.7475% 25 Aug 2033 |
|
2,004,244 |
|
98.58 |
|
1,975,708 |
|
|
IMPAC CMB TRUST |
|
4.54125% 25 Dec 2033 |
|
2,475,758 |
|
100.00 |
|
2,475,758 |
|
|
IMPAC SECD ASSETS CORP |
|
1% 25 Mar 2036 |
|
8,800,000 |
|
99.99 |
|
8,799,100 |
|
|
INN OF THE MTN GODS RESORT + C |
|
12% 15 Nov 2010 |
|
170,000 |
|
99.00 |
|
168,300 |
|
|
INTELSAT LTD |
|
6.5% 01 Nov 2013 |
|
20,000 |
|
74.50 |
|
14,900 |
|
|
INTELSAT LTD |
|
7.625% 15 Apr 2012 |
|
320,000 |
|
80.75 |
|
258,400 |
|
|
INTERNATIONAL PAPER CO |
|
5.5% 15 Jan 2014 |
|
535,000 |
|
98.15 |
|
525,080 |
|
|
J P MORGAN CHASE + CO |
|
5.75% 02 Jan 2013 |
|
2,950,000 |
|
103.02 |
|
3,039,133 |
|
|
JACUZZI BRANDS INC |
|
9.625% 01 Jul 2010 |
|
10,000 |
|
106.25 |
|
10,625 |
|
|
JP MORGAN CHASE COML MTG |
|
4.895% 12 Sep 2037 |
|
380,000 |
|
97.90 |
|
372,031 |
|
|
JP MORGAN CHASE COML MTG SECS |
|
5.2945% 12 Jan 2043 |
|
1,900,000 |
|
101.03 |
|
1,919,577 |
|
|
KABEL DEUTSCHLAND GMBH |
|
10.625% 01 Jul 2014 |
|
140,000 |
|
105.25 |
|
147,350 |
|
|
KANSAS CITY SOUTHN RY CO |
|
9.5% 01 Oct 2008 |
|
324,000 |
|
108.25 |
|
350,730 |
|
|
KERR MCGEE CORP |
|
0% |
|
2,410,000 |
|
118.67 |
|
2,859,827 |
|
|
KOREA DEV BK |
|
4.25% 13 Nov 2007 |
|
260,000 |
|
98.80 |
|
256,874 |
|
|
LA QUINTA PPTYS INC |
|
7% 15 Aug 2012 |
|
50,000 |
|
108.25 |
|
54,125 |
|
|
LAMAR MEDIA CORP |
|
7.25% 01 Jan 2013 |
|
294,000 |
|
103.75 |
|
305,025 |
|
|
LB UBS COML MTG TR |
|
0.977243% 15 Mar 2036 |
|
11,795,569 |
|
4.09 |
|
482,431 |
|
|
LEHMAN BROS HLDG |
|
7% 01 Feb 2008 |
|
400,000 |
|
104.22 |
|
416,884 |
|
|
LEHMAN BROS HLDGS INC |
|
4% 22 Jan 2008 |
|
1,070,000 |
|
98.38 |
|
1,052,719 |
|
|
LEHMAN XS TR |
|
1% 25 Dec 2035 |
|
4,380,820 |
|
99.98 |
|
4,379,984 |
|
|
LIBERTY MEDIA CORP |
|
7.875% 15 Jul 2009 |
|
30,000 |
|
105.37 |
|
31,611 |
|
|
LIBERTY MEDIA CORP |
|
3.75% 15 Feb 2030 |
|
70,000 |
|
55.13 |
|
38,588 |
|
|
LIBERTY MEDIA CORP NEW |
|
5.7% 15 May 2013 |
|
60,000 |
|
93.18 |
|
55,906 |
|
|
LIBERTY MEDIA CORP NEW |
|
0% 17 Sep 2006 |
|
1,960,000 |
|
100.58 |
|
1,971,388 |
|
|
LIBERTY N Y DEV CORP REV |
|
5.25% 01 Oct 2035 |
|
670,000 |
|
113.47 |
|
760,276 |
|
|
LOCKHEED MARTIN CORP |
|
7.5% 01 May 2016 |
|
375,000 |
|
119.13 |
|
446,745 |
|
|
LYONDELL CHEMICAL CO |
|
9.625% 01 May 2007 |
|
162,000 |
|
104.38 |
|
169,088 |
|
|
MACDERMID INC |
|
9.125% 15 Jul 2011 |
|
90,000 |
|
105.88 |
|
95,288 |
|
|
MANDALAY RESORT GROUP |
|
9.5% 01 Aug 2008 |
|
240,000 |
|
108.38 |
|
260,100 |
|
|
MERRILL LYNCH + CO INC |
|
3.7% 21 Apr 2008 |
|
3,500,000 |
|
97.55 |
|
3,414,299 |
|
|
MERRILL LYNCH MTG INVS INC |
|
6.31% 15 Nov 2026 |
|
202,735 |
|
101.19 |
|
205,143 |
|
|
MERRILL LYNCH MTG TR |
|
4.747% 12 May 2043 |
|
2,400,000 |
|
96.81 |
|
2,323,433 |
|
|
MEXICO UNITED MEXICAN STS |
|
11.5% 15 May 2026 |
|
2,810,000 |
|
162.75 |
|
4,573,275 |
|
|
MGM MIRAGE |
|
6.75% 01 Sep 2012 |
|
310,000 |
|
101.38 |
|
314,263 |
|
|
MGM MIRAGE FORMERLY GRAND INC |
|
8.5% 15 Sep 2010 |
|
485,000 |
|
108.38 |
|
525,619 |
|
|
MILLENNIUM AMER INC |
|
9.25% 15 Jun 2008 |
|
13,000 |
|
107.88 |
|
14,024 |
|
|
MIRANT NORTH AMER LLC MNA FIN |
|
7.375% 31 Dec 2013 |
|
110,000 |
|
101.13 |
|
111,238 |
|
|
MOHEGAN TRIBAL GAMING AUTH |
|
8% 01 Apr 2012 |
|
80,000 |
|
105.25 |
|
84,200 |
|
|
MORGAN STANLEY CAP I INC |
|
4.989% 13 Aug 2042 |
|
3,370,000 |
|
98.63 |
|
3,323,768 |
|
|
MSDWCC HELOC TR |
|
4.38125% 20 Jul 2017 |
|
1,114,375 |
|
100.06 |
|
1,115,071 |
|
|
NABISCO INC |
|
7.55% 15 Jun 2015 |
|
30,000 |
|
117.41 |
|
35,224 |
|
|
NEWS AMER INC |
|
6.2% 15 Dec 2034 |
|
260,000 |
|
98.73 |
|
256,703 |
|
|
NEWS AMER INC |
|
6.75% 09 Jan 2038 |
|
1,330,000 |
|
105.74 |
|
1,406,276 |
|
|
NEXTEL COMMUNICATIONS INC |
|
5.9% 15 Mar 2014 |
|
117,000 |
|
101.38 |
|
118,610 |
|
|
NEXTEL COMMUNICATIONS INC |
|
7.375% 01 Aug 2015 |
|
380,000 |
|
107.08 |
|
406,892 |
176
|
|
NORTHROP GRUMMAN CORP |
|
4.079% 16 Nov 2006 |
|
110,000 |
|
99.49 |
|
109,439 |
|
|
|
NORTHROP GRUMMAN CORP |
|
7.125% 15 Feb 2011 |
|
600,000 |
|
109.18 |
|
655,060 |
|
|
|
OMI CORP |
|
7.625% 01 Dec 2013 |
|
120,000 |
|
101.38 |
|
121,650 |
|
|
|
OMNICARE INC |
|
6.875% 15 Dec 2015 |
|
324,000 |
|
101.50 |
|
328,860 |
|
|
|
ONCOR ELEC DELIVERY CO |
|
6.375% 15 Jan 2015 |
|
440,000 |
|
106.67 |
|
469,367 |
|
|
|
ORIGEN MANUFACTRD HSG CONTRACT |
|
5.91% 15 Jan 2037 |
|
200,000 |
|
99.86 |
|
199,719 |
|
|
|
ORIGEN MANUFACTURED HSG CONTRA |
|
6.48% 15 Jan 2037 |
|
100,000 |
|
100.65 |
|
100,646 |
|
|
|
OXFORD INDS INC |
|
8.875% 01 Jun 2011 |
|
160,000 |
|
101.88 |
|
163,000 |
|
|
|
PACIFIC ENERGY PARTNERS LP |
|
7.125% 15 Jun 2014 |
|
170,000 |
|
103.00 |
|
175,100 |
|
|
|
PACIFIC GAS + ELEC CO |
|
6.05% 01 Mar 2034 |
|
1,430,000 |
|
102.77 |
|
1,469,658 |
|
|
|
PANAMA REP |
|
8.875% 30 Sep 2027 |
|
160,000 |
|
119.25 |
|
190,800 |
|
|
|
PANAMA REP |
|
9.375% 16 Jan 2023 |
|
420,000 |
|
125.25 |
|
526,050 |
|
|
|
PANAMA REP |
|
7.125% 29 Jan 2026 |
|
1,690,000 |
|
101.90 |
|
1,722,110 |
|
|
|
PEABODY ENERGY CORP |
|
6.875% 15 Mar 2013 |
|
375,000 |
|
104.00 |
|
390,000 |
|
|
|
PEGASUS AVIATION LEASE SECS II |
|
8.37% 25 Mar 2030 |
|
1,290,000 |
|
63.00 |
|
812,700 |
|
|
|
PEMEX FIN LTD |
|
9.03% 15 Feb 2011 |
|
480,000 |
|
109.22 |
|
524,242 |
|
|
|
PENNEY J C INC |
|
7.4% 01 Apr 2037 |
|
130,000 |
|
111.72 |
|
145,237 |
|
|
|
PERU (REP OF) |
|
5% 07 Mar 2017 |
|
1,678,540 |
|
95.75 |
|
1,607,202 |
|
|
|
PERU REP |
|
8.75% 21 Nov 2033 |
|
1,310,000 |
|
112.50 |
|
1,473,750 |
|
|
|
PETRONAS CAP LTD |
|
7.875% 22 May 2022 |
|
1,180,000 |
|
124.65 |
|
1,470,850 |
|
|
|
PETROZUATA FIN INC |
|
8.22% 01 Apr 2017 |
|
1,230,000 |
|
94.00 |
|
1,156,200 |
|
|
|
PHILLIP MORRIS CO INC |
|
7.75% 15 Jan 2027 |
|
3,340,000 |
|
119.14 |
|
3,979,139 |
|
|
|
PLAINS EXPL + PRODTN CO |
|
7.125% 15 Jun 2014 |
|
270,000 |
|
103.50 |
|
279,450 |
|
|
|
POGO PRODUCING CO |
|
6.875% 01 Oct 2017 |
|
130,000 |
|
97.50 |
|
126,750 |
|
|
|
POUND STERLING |
|
|
|
414 |
|
1.72 |
|
710 |
|
|
|
PREMIER ENTMT BILOXI LLC |
|
10.75% 01 Feb 2012 |
|
160,000 |
|
96.50 |
|
154,400 |
|
|
|
PRIDE INTL INC DE |
|
7.375% 15 Jul 2014 |
|
370,000 |
|
107.25 |
|
396,825 |
|
|
|
QUEBEC PROV CDA MTN |
|
7.22% 22 Jul 2036 |
|
280,000 |
|
143.22 |
|
401,008 |
|
|
|
QUEENSLAND TREASURY CORPN |
|
6% 14 Jun 2011 |
|
6,300,000 |
|
75.23 |
|
4,739,208 |
|
|
|
QWEST COMMUNICATIONS INTL INC |
|
1% 15 Feb 2009 |
|
560,000 |
|
101.38 |
|
567,700 |
|
|
|
QWEST CORP |
|
8.875% 15 Mar 2012 |
|
180,000 |
|
112.75 |
|
202,950 |
|
|
|
QWEST CORPORATION |
|
5.625% 15 Nov 2008 |
|
290,000 |
|
99.00 |
|
287,100 |
|
|
|
RABOBANK CAP FDG III TR |
|
1% 29 Dec 2049 |
|
960,000 |
|
98.05 |
|
941,309 |
|
|
|
RABOBANK CAPITAL FUND II |
|
1% 31 Dec 2049 |
|
130,000 |
|
99.07 |
|
128,794 |
|
|
|
RAYTHEON CO |
|
6.75% 15 Aug 2007 |
|
409,000 |
|
102.98 |
|
421,207 |
|
|
|
READERS DIGEST ASSN INC |
|
6.5% 01 Mar 2011 |
|
110,000 |
|
97.75 |
|
107,525 |
|
|
|
RESIDENTIAL ACCREDIT LNS INC |
|
4.59125% 24 Oct 2045 |
|
6,359,950 |
|
100.49 |
|
6,390,940 |
|
|
|
RESIDENTIAL ASSET SEC MTG PASS |
|
2.0669% 25 Jun 2031 |
|
546,850 |
|
100.02 |
|
546,936 |
|
|
|
RESOLUTION FDG CORP |
|
8.125% 15 Oct 2019 |
|
450,000 |
|
131.92 |
|
593,621 |
|
|
|
RESONA PFD GLOBAL SECS CAYMAN |
|
7.191% 29 Dec 2049 |
|
2,860,000 |
|
106.10 |
|
3,034,374 |
|
|
|
RHODIA |
|
10.25% 01 Jun 2010 |
|
160,000 |
|
109.50 |
|
175,200 |
|
|
|
RIVER ROCK ENTMT AUTH |
|
9.75% 01 Nov 2011 |
|
50,000 |
|
107.75 |
|
53,875 |
|
|
|
ROGERS CABLE INC |
|
6.75% 15 Mar 2015 |
|
170,000 |
|
101.50 |
|
172,550 |
|
|
|
ROGERS WIRELESS INC |
|
6.375% 01 Mar 2014 |
|
280,000 |
|
100.25 |
|
280,700 |
|
|
|
RUSSELL CORP |
|
9.25% 01 May 2010 |
|
143,000 |
|
101.38 |
|
144,966 |
|
|
|
RUSSIAN FEDERATION |
|
1% 31 Mar 2030 |
|
9,630,000 |
|
112.98 |
|
10,879,493 |
|
|
|
SBC COMMUNICATIONS INC |
|
5.1% 15 Sep 2014 |
|
890,000 |
|
97.33 |
|
866,239 |
|
|
|
SEMGROUP L P/SEMGROUP FIN CORP |
|
8.75% 15 Nov 2015 |
|
20,000 |
|
102.25 |
|
20,450 |
|
|
|
SER 2000 2G MEDALLION TR |
|
1% 18 Dec 2031 |
|
508,738 |
|
100.24 |
|
509,977 |
|
|
|
SERVICE CORP INTL |
|
7% 15 Jun 2017 |
|
300,000 |
|
99.25 |
|
297,750 |
|
|
|
SHAW COMMUNICATIONS INC |
|
8.25% 11 Apr 2010 |
|
8,000 |
|
107.38 |
|
8,590 |
|
|
|
SHAW COMMUNICATIONS INC |
|
7.25% 06 Apr 2011 |
|
80,000 |
|
104.25 |
|
83,400 |
|
|
|
SHAW COMMUNICATIONS INC |
|
7.2% 15 Dec 2011 |
|
224,000 |
|
104.25 |
|
233,520 |
|
|
|
SINCLAIR BROADCAST GROUP INC |
|
8% 15 Mar 2012 |
|
60,000 |
|
103.00 |
|
61,800 |
|
|
|
SLM CORP |
|
4.77% 01 Apr 2009 |
|
3,170,000 |
|
96.65 |
|
3,063,742 |
|
|
|
SOLO CUP CO |
|
8.5% 15 Feb 2014 |
|
95,000 |
|
87.50 |
|
83,125 |
|
|
|
SONAT INC |
|
7.625% 15 Jul 2011 |
|
2,610,000 |
|
101.75 |
|
2,655,675 |
|
|
|
SOUTHERN NAT GAS CO |
|
8% 01 Mar 2032 |
|
380,000 |
|
109.65 |
|
416,674 |
|
|
|
SOUTHERN NAT GAS CO |
|
8.875% 15 Mar 2010 |
|
390,000 |
|
106.87 |
|
416,801 |
|
|
|
SPRINT CAP CORP |
|
8.375% 15 Mar 2012 |
|
40,000 |
|
115.51 |
|
46,203 |
|
|
|
SPRINT CAP CORP |
|
6% 15 Jan 2007 |
|
480,000 |
|
101.11 |
|
485,323 |
|
|
|
SPRINT CAP CORP |
|
4.78% 17 Aug 2006 |
|
2,885,000 |
|
100.02 |
|
2,885,487 |
|
|
|
STATE STREET BANK + TRUST CO |
|
SHORT TERM INVESTMENT FUND |
|
146,737,621 |
|
100.00 |
|
146,737,621 |
|
|
|
STATION CASINOS INC |
|
6% 01 Apr 2012 |
|
240,000 |
|
99.75 |
|
239,400 |
|
|
|
STRUCTURED ADJ RATE MTG LN TR |
|
4.53125% 25 Jul 2035 |
|
7,424,273 |
|
100.25 |
|
7,442,908 |
|
|
|
STRUCTURED ASSET SECS CORP |
|
4.47125% 25 Jan 2031 |
|
314,232 |
|
99.83 |
|
313,692 |
|
|
|
STRUCTURED ASSET SECS CORP |
|
1% 25 Nov 2035 |
|
8,491,398 |
|
99.95 |
|
8,487,119 |
|
|
|
STUDENT LN MARKETING ASSN GBAL |
|
5.25% 15 Mar 2006 |
|
1,000,000 |
|
100.17 |
|
1,001,715 |
|
|
|
SUBURBAN PROPANE PARTNERS LP |
|
6.875% 15 Dec 2013 |
|
400,000 |
|
93.50 |
|
374,000 |
|
|
|
SUMITOMO MITSUI BK CORP |
|
8% 15 Jun 2012 |
|
1,710,000 |
|
114.70 |
|
1,961,454 |
|
|
|
SUN MEDIA CORP CDA |
|
7.625% 15 Feb 2013 |
|
155,000 |
|
102.50 |
|
158,875 |
|
|
|
SUNGARD DATA SYS INC |
|
9.125% 15 Aug 2013 |
|
300,000 |
|
103.50 |
|
310,500 |
|
|
|
SYSTEMS 2001 A T LLC |
|
6.664% 15 Sep 2013 |
|
2,266,638 |
|
107.50 |
|
2,436,635 |
|
177
|
TCI COMMUNICATIONS INC |
|
7.125% 15 Feb 2028 |
|
130,000 |
|
108.97 |
|
141,658 |
|
|
|
|
TEEKAY SHIPPING CORP |
|
8.875% 15 Jul 2011 |
|
475,000 |
|
113.00 |
|
536,750 |
|
|
TELE COMMUNICATIONS INC |
|
9.8%01 Feb 2012 |
|
942,000 |
|
121.65 |
|
1,145,982 |
|
|
|
|
TELECOM ITALIA CAP |
|
5.25%15 Nov 2013 |
|
500,000 |
|
97.85 |
|
489,275 |
|
|
TELECOM ITALIA CAP |
|
4.95%30 Sep 2014 |
|
740,000 |
|
95.35 |
|
705,589 |
|
|
|
|
TENET HEALTHCARE CORP |
|
9.25%01 Feb 2015 |
|
321,000 |
|
99.25 |
|
318,593 |
|
|
TENET HEALTHCARE CORP |
|
6.375%01 Dec 2011 |
|
1,048,000 |
|
91.25 |
|
956,300 |
|
|
|
|
TENET HEALTHCARE CORP |
|
9.875%01 Jul 2014 |
|
3,624,000 |
|
101.25 |
|
3,669,300 |
|
|
TEREX CORP NEW |
|
7.375% 15 Jan 2014 |
|
255,000 |
|
99.00 |
|
252,450 |
|
|
|
|
THORNBURG MTG SECS TR |
|
4.2975% 25 Oct 2035 |
|
8,623,764 |
|
100.00 |
|
8,623,764 |
|
|
TIME WARNER ENTMT CO L P |
|
8.375% 15 Jul 2033 |
|
50,000 |
|
118.39 |
|
59,195 |
|
|
|
|
TIME WARNER INC |
|
6.875% 01 May 2012 |
|
1,695,000 |
|
105.99 |
|
1,796,495 |
|
|
TORRENS TRUST |
|
4.62938% 15 Jul 2031 |
|
134,313 |
|
100.02 |
|
134,342 |
|
|
|
|
TRUMAN CAP MTG LN TR |
|
4.59125% 25 Aug 2034 |
|
4,126,611 |
|
100.76 |
|
4,158,055 |
|
|
TXU CORP |
|
6.55% 15 Nov 2034 |
|
2,685,000 |
|
94.49 |
|
2,537,057 |
|
|
|
|
TXU ENERGY CO LLC |
|
7% 15 Mar 2013 |
|
480,000 |
|
106.33 |
|
510,405 |
|
|
TYCO INTL GROUP S A |
|
7% 15 Jun 2028 |
|
130,000 |
|
110.30 |
|
143,395 |
|
|
|
|
TYCO INTL GROUP S A |
|
6.125% 01 Nov 2008 |
|
240,000 |
|
101.88 |
|
244,507 |
|
|
TYCO INTL GROUP S A |
|
6.75% 15 Feb 2011 |
|
280,000 |
|
105.43 |
|
295,195 |
|
|
|
|
TYCO INTL GROUP S A |
|
6.875% 15 Jan 2029 |
|
3,745,000 |
|
108.90 |
|
4,078,213 |
|
|
TYCO INTL GROUP S A |
|
6.375% 15 Oct 2011 |
|
5,940,000 |
|
103.84 |
|
6,168,362 |
|
|
|
|
U S TREAS NOTES 10YR FUTURE |
|
MAR 109 CALL |
|
(69,000 |
) |
1.05 |
|
(72,234 |
) |
|
UGS CORP |
|
10% 01 Jun 2012 |
|
90,000 |
|
109.00 |
|
98,100 |
|
|
|
|
UNILEVER CAPITAL |
|
7.125% 01 Nov 2010 |
|
570,000 |
|
109.27 |
|
622,857 |
|
|
UNITED MEXICAN STS |
|
8.375% 14 Jan 2011 |
|
520,000 |
|
114.00 |
|
592,800 |
|
|
|
|
UNITED MEXICAN STS MTN |
|
8.3% 15 Aug 2031 |
|
1,020,000 |
|
128.25 |
|
1,308,150 |
|
|
UNITED MEXICAN STS MTN |
|
7.5% 08 Apr 2033 |
|
4,950,000 |
|
118.50 |
|
5,865,750 |
|
|
|
|
UNITED STATE TREAS NTS |
|
4.5% 15 Nov 2015 |
|
210,000 |
|
100.84 |
|
211,772 |
|
|
UNITED STATES TREAS BD |
|
0% 15 Aug 2028 |
|
2,590,000 |
|
35.57 |
|
921,222 |
|
|
|
|
UNITED STATES TREAS BDS |
|
9.875% 15 Nov 2015 |
|
200,000 |
|
142.92 |
|
285,844 |
|
|
UNITED STATES TREAS BDS |
|
2.375% 15 Jan 2025 |
|
1,098,978 |
|
105.26 |
|
1,156,778 |
|
|
|
|
UNITED STATES TREAS BDS |
|
5.375% 15 Feb 2031 |
|
1,395,000 |
|
112.34 |
|
1,567,195 |
|
|
UNITED STATES TREAS BDS |
|
3.875% 15 Apr 2029 |
|
3,101,824 |
|
135.09 |
|
4,190,342 |
|
|
|
|
UNITED STATES TREAS BDS |
|
6.125% 15 Aug 2029 |
|
5,580,000 |
|
121.83 |
|
6,798,009 |
|
|
UNITED STATES TREAS BDS |
|
6.25% 15 May 2030 |
|
10,400,000 |
|
124.20 |
|
12,917,124 |
|
|
|
|
UNITED STATES TREAS BDS |
|
3.625% 15 Apr 2028 |
|
20,369,506 |
|
129.16 |
|
26,308,287 |
|
|
UNITED STATES TREAS NTS |
|
3.875% 15 Feb 2013 |
|
70,000 |
|
96.94 |
|
67,856 |
|
|
|
|
UNITED STATES TREAS NTS |
|
3% 31 Dec 2006 |
|
190,000 |
|
98.62 |
|
187,373 |
|
|
UNITED STATES TREAS NTS |
|
3.375% 15 Jan 2012 |
|
190,701 |
|
107.55 |
|
205,093 |
|
|
|
|
UNITED STATES TREAS NTS |
|
3.875% 15 Jul 2010 |
|
430,000 |
|
98.03 |
|
421,534 |
|
|
UNITED STATES TREAS NTS |
|
4.25% 15 Aug 2013 |
|
505,000 |
|
99.13 |
|
500,581 |
|
|
|
|
UNITED STATES TREAS NTS |
|
3.625% 15 Jan 2008 |
|
1,269,928 |
|
102.70 |
|
1,304,256 |
|
|
UNITED STATES TREAS NTS |
|
4.25% 15 Jan 2010 |
|
1,657,474 |
|
108.44 |
|
1,797,323 |
|
|
|
|
UNITED STATES TREAS NTS |
|
3.875% 31 Jul 2007 |
|
2,045,000 |
|
99.19 |
|
2,028,384 |
|
|
UNITED STATES TREAS NTS |
|
3.75% 31 Mar 2007 |
|
3,000,000 |
|
99.16 |
|
2,974,688 |
|
|
|
|
UNITED STATES TREAS NTS |
|
3.375% 15 Oct 2009 |
|
3,970,000 |
|
96.58 |
|
3,834,151 |
|
|
UNITED STATES TREAS NTS |
|
1.875% 15 Jul 2013 |
|
3,980,188 |
|
98.66 |
|
3,926,705 |
|
|
|
|
UNITED STATES TREAS NTS |
|
4.25% 15 Oct 2010 |
|
4,480,000 |
|
99.50 |
|
4,457,600 |
|
|
UNITED STATES TREAS NTS |
|
0.875% 15 Apr 2010 |
|
5,257,100 |
|
95.10 |
|
4,999,584 |
|
|
|
|
UNITED STATES TREAS NTS |
|
3.75% 15 May 2008 |
|
6,570,000 |
|
98.58 |
|
6,476,582 |
|
|
UNITED STATES TREAS NTS |
|
4.125% 15 Aug 2010 |
|
6,960,000 |
|
99.04 |
|
6,893,119 |
|
|
|
|
UNITED STATES TREAS NTS |
|
2% 15 Jul 2014 |
|
8,612,187 |
|
99.50 |
|
8,569,126 |
|
|
UNITED STATES TREAS NTS |
|
1.875% 15 Jul 2015 |
|
10,076,652 |
|
98.39 |
|
9,914,480 |
|
|
|
|
UNITED STATES TREAS NTS |
|
3.375% 15 Feb 2008 |
|
11,130,000 |
|
97.94 |
|
10,900,444 |
|
|
UNITED STATES TREAS NTS |
|
3% 15 Feb 2008 |
|
14,130,000 |
|
97.18 |
|
13,731,490 |
|
|
|
|
UNITED STATES TREAS NTS |
|
4% 15 Jun 2009 |
|
20,460,000 |
|
98.81 |
|
20,217,038 |
|
|
UNITED STATES TREAS NTS |
|
4.5% 15 Nov 2010 |
|
25,600,000 |
|
100.55 |
|
25,742,001 |
|
|
|
|
UNITED STATES TRES BD STRP PRN |
|
0% 15 Nov 2021 |
|
21,250,000 |
|
48.04 |
|
10,209,367 |
|
|
UNITED STATES TRES SC STRP INT |
|
0% 15 Feb 2010 |
|
1,500,000 |
|
83.79 |
|
1,256,897 |
|
|
|
|
US DOLLAR |
|
|
|
(33,239 |
) |
1.00 |
|
(33,239 |
) |
|
US DOLLAR |
|
|
|
1,728,457 |
|
1.00 |
|
1,728,457 |
|
|
|
|
US TREAS NOTES 10YR FUTURES |
|
MAR 110 CALL |
|
(22,000 |
) |
0.55 |
|
(12,031 |
) |
|
VENTAS RLTY LTD PARTNERSHIP |
|
9% 01 May 2012 |
|
60,000 |
|
114.00 |
|
68,400 |
|
|
|
|
VENTAS RLTY LTD PARTNERSHIP |
|
7.125% 01 Jun 2015 |
|
100,000 |
|
105.00 |
|
105,000 |
|
|
VENTAS RLTY LTD PARTNERSHIP |
|
6.75%01 Jun 2010 |
|
110,000 |
|
102.50 |
|
112,750 |
|
|
|
|
VENTAS RLTY LTD PARTNERSHIP |
|
8.75% 01 May 2009 |
|
296,000 |
|
108.00 |
|
319,680 |
|
|
VERIZON GLOBAL FDG CORP |
|
4.375% 01 Jun 2013 |
|
280,000 |
|
94.36 |
|
264,200 |
|
|
|
|
VERIZON GLOBAL FDG CORP |
|
7.375% 01 Sep 2012 |
|
1,090,000 |
|
111.61 |
|
1,216,543 |
|
|
VIACOM INC |
|
7.875% 30 Jul 2030 |
|
610,000 |
|
113.46 |
|
692,090 |
|
|
|
|
VIACOM INC |
|
6.4% 30 Jan 2006 |
|
4,021,000 |
|
100.13 |
|
4,026,131 |
|
|
VINTAGE PETE INC |
|
8.5% 01 May 2012 |
|
644,000 |
|
107.25 |
|
690,690 |
|
|
|
|
VISTEON CORP |
|
8.25% 01 Aug 2010 |
|
320,000 |
|
85.00 |
|
272,000 |
|
|
WACHOVIA BK COML MTG TR |
|
4.935% 15 Apr 2042 |
|
1,800,000 |
|
98.23 |
|
1,768,129 |
|
178
|
|
WACHOVIA MTG LN TR LLC |
|
4.1475% 25 Oct 2035 |
|
7,415,279 |
|
99.92 |
|
7,409,487 |
|
|
|
WAMU MTG |
|
4.51125% 25 Aug 2045 |
|
16,719,959 |
|
100.00 |
|
16,719,959 |
|
||
|
|
WAMU MTG PASS THROUGH CTFS |
|
1% 25 Nov 2045 |
|
8,605,718 |
|
99.76 |
|
8,585,202 |
|
|
|
WAMU MTG PASS THROUGH CTFS |
|
4.3275% 25 Oct 2045 |
|
8,612,229 |
|
100.00 |
|
8,612,229 |
|
||
|
|
WAMU MTG PASS THROUGH CTFS |
|
1% 25 Dec 2045 |
|
10,900,000 |
|
99.98 |
|
10,897,816 |
|
|
|
WASTE MGMT INC DEL |
|
7.375% 01 Aug 2010 |
|
1,555,000 |
|
108.91 |
|
1,693,557 |
|
||
|
|
WASTE MGMT INC DEL |
|
6.375% 15 Nov 2012 |
|
2,740,000 |
|
106.07 |
|
2,906,432 |
|
|
|
WELLS FARGO + CO NEW |
|
5% 15 Nov 2014 |
|
1,175,000 |
|
98.92 |
|
1,162,299 |
|
||
|
|
WESTERN OIL SANDS INC |
|
8.375% 01 May 2012 |
|
552,000 |
|
112.38 |
|
620,310 |
|
|
|
WESTLAKE CHEM CORP |
|
8.75% 15 Jul 2011 |
|
140,000 |
|
107.00 |
|
149,800 |
|
||
|
|
WEYERHAEUSER CO |
|
6.75% 15 Mar 2012 |
|
2,190,000 |
|
106.00 |
|
2,321,331 |
|
|
|
WILLIAMS COS INC |
|
7.5% 15 Jan 2031 |
|
691,000 |
|
103.50 |
|
715,185 |
|
||
|
|
WILLIAMS COS INC |
|
7.625% 15 Jul 2019 |
|
855,000 |
|
107.25 |
|
916,988 |
|
|
|
WILLIAMS COS INC |
|
7.75% 15 Jun 2031 |
|
1,540,000 |
|
105.50 |
|
1,624,700 |
|
||
|
|
WILLIAMS COS INC |
|
8.75% 15 Mar 2032 |
|
2,050,000 |
|
116.00 |
|
2,378,000 |
|
|
|
XTO ENERGY INC |
|
6.25% 15 Apr 2013 |
|
809,000 |
|
106.03 |
|
857,796 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Sub-Total: Fund 5728 / Pimco 5 of 6 |
|
|
|
|
|
$ |
1,208,097,437 |
|
|
(a) |
|
(b) Identity of issue, borrower, lessor, or similar party |
|
(c) Description of investment including maturity date, |
|
(d) Cost |
|
(e) Current |
|
||
|
|
|
|
|
|
(n/a) |
|
|
|
||
|
|
|
|
|
|
Par Value |
|
|
|
|
|
|
|
AES CORP |
|
8.875% 15 Feb 2011 |
|
160,000 |
|
108.13 |
|
173,000 |
|
|
|
AES CORP |
|
7.75% 01 Mar 2014 |
|
198,000 |
|
104.88 |
|
207,653 |
|
|
|
AES CORP |
|
9.375% 15 Sep 2010 |
|
317,000 |
|
109.25 |
|
346,323 |
|
|
|
AES CORP |
|
8.75% 15 May 2013 |
|
1,541,000 |
|
108.88 |
|
1,677,764 |
|
|
|
ALABAMA PWR CO |
|
1% 25 Aug 2009 |
|
1,930,000 |
|
100.26 |
|
1,934,994 |
|
|
|
ALLTEL CORP |
|
4.656% 17 May 2007 |
|
7,350,000 |
|
99.67 |
|
7,325,793 |
|
|
|
ALTRIA GROUP INC |
|
7.65% 01 Jul 2008 |
|
570,000 |
|
105.84 |
|
603,305 |
|
|
|
ALTRIA GROUP INC |
|
5.625% 04 Nov 2008 |
|
1,690,000 |
|
101.21 |
|
1,710,485 |
|
|
|
AMC ENTMT INC |
|
8% 01 Mar 2014 |
|
80,000 |
|
90.50 |
|
72,400 |
|
|
|
AMERADA HESS CORP |
|
6.65% 15 Aug 2011 |
|
7,671,000 |
|
107.46 |
|
8,242,873 |
|
|
|
AMERICAN ACHIEVEMENT CORP |
|
8.25% 01 Apr 2012 |
|
30,000 |
|
101.50 |
|
30,450 |
|
|
|
AMERICAN ELEC PWR INC |
|
5.75% 16 Aug 2007 |
|
700,000 |
|
99.82 |
|
698,747 |
|
|
|
AMERICAN HONDA FIN CORP MTN |
|
3.85% 06 Nov 2008 |
|
1,401,000 |
|
97.11 |
|
1,360,453 |
|
|
|
AMERICAN HONDA FIN CORP MTN |
|
1% 12 May 2008 |
|
2,080,000 |
|
100.02 |
|
2,080,499 |
|
|
|
AMERIGAS PARTNERS L P |
|
7.25% 20 May 2015 |
|
110,000 |
|
102.00 |
|
112,200 |
|
|
|
AMERIQUEST MTG SECS INC |
|
0% 25 Feb 2006 |
|
3,977,026 |
|
0.39 |
|
15,323 |
|
|
|
AMERISOURCEBERGEN CORP |
|
5.875% 15 Sep 2015 |
|
220,000 |
|
100.88 |
|
221,925 |
|
|
|
AMRESCO RESIDENTIAL SECURITES |
|
4.93375% 25 Sep 2027 |
|
225,198 |
|
100.00 |
|
225,203 |
|
|
|
ANADARKO PETE CORP |
|
3.25% 01 May 2008 |
|
5,632,000 |
|
96.43 |
|
5,430,975 |
|
|
|
APPALACHIAN PWR CO |
|
3.6% 15 May 2008 |
|
2,650,000 |
|
97.11 |
|
2,573,535 |
|
|
|
ASSET SECURITIZATION CORP |
|
6.92% 14 Feb 2029 |
|
1,301,861 |
|
100.32 |
|
1,306,089 |
|
|
|
AT + T WIRELESS SVCS INC |
|
7.5% 01 May 2007 |
|
3,520,000 |
|
103.38 |
|
3,639,142 |
|
|
|
BAE SYS HLDGS INC |
|
4.74% 15 Aug 2008 |
|
2,690,000 |
|
100.06 |
|
2,691,668 |
|
|
|
BANC AMER ALTERNATIVE LN TR |
|
4.5% 25 Dec 2018 |
|
7,683,366 |
|
96.50 |
|
7,414,076 |
|
|
|
BANC AMER FDG CORP |
|
6% 20 May 2033 |
|
1,174,332 |
|
99.96 |
|
1,173,911 |
|
|
|
BANC AMER MTG SECS INC |
|
4.569% 25 May 2033 |
|
4,804,333 |
|
98.57 |
|
4,735,443 |
|
|
|
BANCO SANTANDER CHILE NEW |
|
1% 09 Dec 2009 |
|
310,000 |
|
99.65 |
|
308,927 |
|
|
|
BANK ONE ISSUANCE TR |
|
4.49% 15 Apr 2008 |
|
1,200,000 |
|
100.16 |
|
1,201,876 |
|
|
|
BANK ONE ISSUANCE TR |
|
4.54% 15 Sep 2010 |
|
3,530,000 |
|
99.06 |
|
3,496,906 |
|
|
|
BAY VIEW 2003 LJ 1 OWNER TR |
|
1.45% 25 Apr 2012 |
|
2,453,523 |
|
0.60 |
|
14,664 |
|
|
|
BAYVIEW FINL ACQUISITION TR |
|
3.9375% 28 Feb 2007 |
|
13,448,337 |
|
3.16 |
|
424,631 |
|
|
|
BAYVIEW FINL ACQUISITION TR |
|
4.08938% 28 May 2044 |
|
5,562,243 |
|
100.34 |
|
5,581,366 |
|
|
|
BAYVIEW FINL SECS CO LLC |
|
1% 28 Oct 2035 |
|
14,752,201 |
|
5.43 |
|
801,045 |
|
|
|
BEAR STEARNS ARM TR |
|
4.612396% 25 Dec 2034 |
|
3,702,338 |
|
98.99 |
|
3,665,112 |
|
|
|
BEAR STEARNS ASSET BACKED SECS |
|
4% 25 Mar 2006 |
|
1,862,350 |
|
0.64 |
|
11,867 |
|
|
|
BEAR STEARNS COML MTG SECS INC |
|
2.05775% 14 May 2016 |
|
26,223,658 |
|
5.95 |
|
1,559,495 |
|
|
|
BEAR STEARNS COS INC MTN |
|
4.73% 09 Sep 2009 |
|
4,500,000 |
|
100.51 |
|
4,522,761 |
|
|
|
BEAZER HOMES USA INC |
|
8.625% 15 May 2011 |
|
90,000 |
|
104.50 |
|
94,050 |
|
|
|
BRAZIL FEDERATIVE REP |
|
8.875% 15 Apr 2024 |
|
345,000 |
|
112.00 |
|
386,400 |
|
|
|
BRAZIL FEDERATIVE REP |
|
12.25% 06 Mar 2030 |
|
560,000 |
|
144.50 |
|
809,200 |
|
|
|
BRAZIL FEDERATIVE REP |
|
14.5% 15 Oct 2009 |
|
2,250,000 |
|
128.25 |
|
2,885,625 |
|
|
|
BRAZIL FERERATIVE REP |
|
8.875% 15 Apr 2024 |
|
20,000 |
|
112.00 |
|
22,400 |
|
|
|
BRAZIL FERERATIVE REP |
|
11% 17 Aug 2040 |
|
1,390,000 |
|
129.00 |
|
1,793,100 |
|
|
|
BRAZIL(FED REP) |
|
1% 15 Apr 2012 |
|
237,061 |
|
98.11 |
|
232,569 |
|
|
|
BRAZIL(FED REP) |
|
1% 15 Apr 2012 |
|
336,476 |
|
98.55 |
|
331,597 |
|
|
|
BRITISH TELECOMMUNICATIONS PLC |
|
8.125% 15 Dec 2010 |
|
6,050,000 |
|
113.88 |
|
6,889,680 |
|
|
|
BULGARIA (NAT REP) |
|
8.25% 15 Jan 2015 |
|
730,000 |
|
120.90 |
|
882,534 |
|
|
|
C BASS TR |
|
1.5% 25 Jan 2035 |
|
12,268,651 |
|
0.70 |
|
85,917 |
|
179
|
|
CAESARS ENTERTAINMENT INC |
|
8.875% 15 Sep 2008 |
|
50,000 |
|
108.13 |
|
54,063 |
|
|
|
CAESARS ENTMT INC |
|
7% 15 Apr 2013 |
|
15,000 |
|
106.83 |
|
16,024 |
|
|
|
CAESARS ENTMT INC |
|
8.125% 15 May 2011 |
|
66,000 |
|
110.38 |
|
72,848 |
|
|
|
CAPITAL ONE FINL CORP |
|
4.738% 17 May 2007 |
|
3,270,000 |
|
99.82 |
|
3,264,082 |
|
|
|
CASE NEW HOLLAND INC |
|
9.25% 01 Aug 2011 |
|
89,000 |
|
107.00 |
|
95,230 |
|
|
|
CENDANT MTG CORP |
|
4.74125% 25 Nov 2033 |
|
98,654 |
|
100.06 |
|
98,710 |
|
|
|
CENTERPOINT ENERGY INC |
|
5.875% 01 Jun 2008 |
|
2,005,000 |
|
101.35 |
|
2,032,088 |
|
|
|
CENTEX HOME EQUITY LN TR |
|
0% 25 Jun 2006 |
|
2,393,617 |
|
1.65 |
|
39,490 |
|
|
|
CHASE FDG MTG LN |
|
4.56125% 25 Oct 2032 |
|
1,138,715 |
|
100.30 |
|
1,142,096 |
|
|
|
CHESAPEAKE ENERGY CORP |
|
7.5% 15 Sep 2013 |
|
30,000 |
|
106.25 |
|
31,875 |
|
|
|
CHESAPEAKE ENERGY CORP |
|
6.25% 15 Jan 2018 |
|
290,000 |
|
98.00 |
|
284,200 |
|
|
|
CHEVRONTEXACO CAP CO |
|
3.5% 17 Sep 2007 |
|
2,370,000 |
|
98.15 |
|
2,326,152 |
|
|
|
CHILE REP |
|
1% 28 Jan 2008 |
|
180,000 |
|
100.62 |
|
181,124 |
|
|
|
CINCINNATI BELL INC NEW |
|
7% 15 Feb 2015 |
|
350,000 |
|
98.00 |
|
343,000 |
|
|
|
CIT GRP INC MED TERM SR NTS |
|
1% 23 May 2008 |
|
9,800,000 |
|
100.19 |
|
9,818,993 |
|
|
|
CITIBANK CR CARD ISSUANCE TR |
|
5.01% 15 Dec 2009 |
|
2,000,000 |
|
101.56 |
|
2,031,250 |
|
|
|
CITIBANK CR CARD ISSUANCE TR |
|
6.65% 15 May 2008 |
|
5,300,000 |
|
100.61 |
|
5,332,298 |
|
|
|
CITIZENS COMMUNICATIONS CO |
|
9.25% 15 May 2011 |
|
70,000 |
|
110.25 |
|
77,175 |
|
|
|
CLEAR CHANNEL COMMUNICATIONS |
|
7.65% 15 Sep 2010 |
|
400,000 |
|
107.28 |
|
429,114 |
|
|
|
CLEAR CHANNEL COMMUNICATIONS |
|
6.625% 15 Jun 2008 |
|
760,000 |
|
102.16 |
|
776,378 |
|
|
|
CLEAR CHANNEL COMMUNICATIONS |
|
4.25% 15 May 2009 |
|
5,560,000 |
|
95.31 |
|
5,299,321 |
|
|
|
COLOMBIA REP |
|
8.125% 21 May 2024 |
|
290,000 |
|
108.00 |
|
313,200 |
|
|
|
COLOMBIA REP |
|
11.75% 25 Feb 2020 |
|
670,000 |
|
139.25 |
|
932,975 |
|
|
|
COLOMBIA REP |
|
7.43569% 17 Mar 2013 |
|
2,340,000 |
|
107.45 |
|
2,514,330 |
|
|
|
COLOMBIA REP |
|
1% 16 Nov 2015 |
|
4,030,000 |
|
102.00 |
|
4,110,556 |
|
|
|
COLUMBIA/HCA HEALTHCARE CORP |
|
7.25% 20 May 2008 |
|
121,000 |
|
103.37 |
|
125,081 |
|
|
|
COLUMBIA/HCA HEALTHCARE CORP |
|
7.69% 15 Jun 2025 |
|
1,380,000 |
|
103.84 |
|
1,433,006 |
|
|
|
COMCAST CABLE COMMUNICATIONS |
|
8.375% 01 May 2007 |
|
360,000 |
|
104.41 |
|
375,865 |
|
|
|
COMMONWEALTH EDISON CO |
|
3.7% 01 Feb 2008 |
|
3,400,000 |
|
97.10 |
|
3,301,492 |
|
|
|
CONSECO FIN SECURITIZATIONS |
|
8.5% 25 Mar 2033 |
|
4,181,478 |
|
25.00 |
|
1,045,370 |
|
|
|
CONSECO FIN SECURITIZATIONS CO |
|
2.5% 01 Jan 2032 |
|
8,361,600 |
|
3.05 |
|
255,029 |
|
|
|
CONSECO FINANCE SEC CORP |
|
4.73938% 15 Dec 2029 |
|
501,162 |
|
100.00 |
|
501,150 |
|
|
|
CONSOLIDATED NAT GAS CO |
|
6.625% 01 Dec 2008 |
|
1,523,000 |
|
104.23 |
|
1,587,469 |
|
|
|
COUNTRYWIDE FINL CORP |
|
1% 19 Dec 2008 |
|
3,140,000 |
|
99.94 |
|
3,138,187 |
|
|
|
COUNTRYWIDE FINL CORP MTN |
|
1% 05 May 2008 |
|
3,050,000 |
|
100.08 |
|
3,052,363 |
|
|
|
COX COMMUNICATIONS INC NEW |
|
0% 14 Dec 2007 |
|
4,030,000 |
|
100.07 |
|
4,032,927 |
|
|
|
CRD DEF SWAP A |
|
0.5% 20 Mar 2015 |
|
(4,600,000 |
) |
100.44 |
|
(4,620,369 |
) |
|
|
CRED DEF SWAP A |
|
0.51% 20 Mar 2015 |
|
(4,600,000 |
) |
101.25 |
|
(4,657,705 |
) |
|
|
CRED DEF SWAP A |
|
0.52% 20 Mar 2015 |
|
(4,600,000 |
) |
101.13 |
|
(4,651,916 |
) |
|
|
CRED DEF SWAP A |
|
0.51% 20 Mar 2015 |
|
(4,600,000 |
) |
101.03 |
|
(4,647,569 |
) |
|
|
CRED DEF SWAP A |
|
0.52% 20 Mar 2015 |
|
(4,600,000 |
) |
100.96 |
|
(4,644,118 |
) |
|
|
CRED DEF SWAP A |
|
0.34% 20 Mar 2015 |
|
(4,600,000 |
) |
100.96 |
|
(4,644,032 |
) |
|
|
CRED DEF SWAP A |
|
0.33% 20 Mar 2015 |
|
(4,600,000 |
) |
100.89 |
|
(4,641,067 |
) |
|
|
CRED DEF SWAP A |
|
0.58% 20 Mar 2016 |
|
(4,600,000 |
) |
100.88 |
|
(4,640,503 |
) |
|
|
CRED DEF SWAP A |
|
0.33% 20 Mar 2015 |
|
(4,600,000 |
) |
100.82 |
|
(4,637,603 |
) |
|
|
CRED DEF SWAP A |
|
0.46% 20 Mar 2015 |
|
(4,600,000 |
) |
100.74 |
|
(4,633,946 |
) |
|
|
CRED DEF SWAP A |
|
2% 20 Dec 2010 |
|
7,000,000 |
|
98.98 |
|
6,928,903 |
|
|
|
CRED DEF SWAP A |
|
0.5% 20 Mar 2010 |
|
46,723,200 |
|
100.31 |
|
46,865,734 |
|
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2010 |
|
(46,723,200 |
) |
100.00 |
|
(46,723,200 |
) |
|
|
CRED DEF SWAP B |
|
1% 20 Dec 2010 |
|
(7,000,000 |
) |
100.00 |
|
(7,000,000 |
) |
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2015 |
|
4,600,000 |
|
100.00 |
|
4,600,000 |
|
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2015 |
|
4,600,000 |
|
100.00 |
|
4,600,000 |
|
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2015 |
|
4,600,000 |
|
100.00 |
|
4,600,000 |
|
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2015 |
|
4,600,000 |
|
100.00 |
|
4,600,000 |
|
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2015 |
|
4,600,000 |
|
100.00 |
|
4,600,000 |
|
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2015 |
|
4,600,000 |
|
100.00 |
|
4,600,000 |
|
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2015 |
|
4,600,000 |
|
100.00 |
|
4,600,000 |
|
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2015 |
|
4,600,000 |
|
100.00 |
|
4,600,000 |
|
|
|
CRED DEF SWAP B |
|
1% 20 Mar 2015 |
|
4,600,000 |
|
100.00 |
|
4,600,000 |
|
|
|
CREDIT DEF SWAP B |
|
1% 20 Mar 2015 |
|
4,600,000 |
|
100.00 |
|
4,600,000 |
|
|
|
CSC HLDGS INC |
|
6.75% 15 Apr 2012 |
|
30,000 |
|
94.50 |
|
28,350 |
|
|
|
CSC HLDGS INC |
|
7.875% 15 Feb 2018 |
|
94,000 |
|
96.50 |
|
90,710 |
|
|
|
CSC HLDGS INC |
|
7.625% 01 Apr 2011 |
|
267,000 |
|
99.50 |
|
265,665 |
|
|
|
CWABS INC |
|
1% 25 Feb 2033 |
|
131,850 |
|
100.42 |
|
132,407 |
|
|
|
CWALT INC |
|
4.952915% 25 Dec 2034 |
|
1,812,814 |
|
99.56 |
|
1,804,890 |
|
|
|
CWALT INC |
|
6% 25 Feb 2034 |
|
2,185,601 |
|
100.05 |
|
2,186,738 |
|
|
|
CWALT INC |
|
1% 25 Dec 2034 |
|
3,391,784 |
|
99.66 |
|
3,380,189 |
|
|
|
CWALT INC |
|
3.3% 25 May 2035 |
|
5,938,285 |
|
97.64 |
|
5,797,885 |
|
|
|
CWMBS INC |
|
4.59125% 25 Sep 2035 |
|
10,222,785 |
|
100.54 |
|
10,277,784 |
|
|
|
D R HORTON INC |
|
8.5% 15 Apr 2012 |
|
40,000 |
|
107.46 |
|
42,986 |
|
|
|
DAIMLERCHRYSLER NORTH AMER HLD |
|
1% 31 Oct 2008 |
|
4,880,000 |
|
100.09 |
|
4,884,516 |
|
|
|
DAIMLERCHRYSLER NORTH AMER HLD |
|
4.96% 10 Sep 2007 |
|
13,090,000 |
|
100.16 |
|
13,111,019 |
|
|
|
DAVITA INC |
|
7.25% 15 Mar 2015 |
|
130,000 |
|
101.25 |
|
131,625 |
|
180
|
|
DEERE JOHN CAP CORP MTN BK ENT |
|
3.875% 07 Mar 2007 |
|
1,130,000 |
|
99.10 |
|
1,119,870 |
|
|
|
DEUTSCHE MTG + ASSET REC CORP |
|
6.538% 15 Jun 2031 |
|
5,180,144 |
|
102.44 |
|
5,306,359 |
|
|
|
DEUTSCHE MTG SECS INC MTG LN |
|
4.5% 25 May 2006 |
|
4,979,918 |
|
1.42 |
|
70,890 |
|
|
|
DEUTSCHE TELEKOM INTL |
|
1% 15 Jun 2010 |
|
550,000 |
|
111.37 |
|
612,536 |
|
|
|
DEUTSCHE TELEKOM INTL FIN B V |
|
3.875% 22 Jul 2008 |
|
180,000 |
|
97.46 |
|
175,430 |
|
|
|
DI FIN SUB LLC |
|
9.5% 15 Feb 2013 |
|
110,000 |
|
104.00 |
|
114,400 |
|
|
|
DIRECTV HLDGS LLC |
|
6.375% 15 Jun 2015 |
|
320,000 |
|
97.75 |
|
312,800 |
|
|
|
DOMINION RES INC VA NEW |
|
4.125% 15 Feb 2008 |
|
210,000 |
|
98.25 |
|
206,315 |
|
|
|
DOMINION RES INC VA NEW |
|
4.75% 15 Dec 2010 |
|
940,000 |
|
98.05 |
|
921,699 |
|
|
|
DOW CHEM CO |
|
5.97% 15 Jan 2009 |
|
1,440,000 |
|
102.95 |
|
1,482,525 |
|
|
|
DOW CHEM CO |
|
5% 15 Nov 2007 |
|
1,680,000 |
|
100.28 |
|
1,684,650 |
|
|
|
DOW CHEM CO |
|
5.75% 15 Dec 2008 |
|
2,100,000 |
|
102.29 |
|
2,148,016 |
|
|
|
DUKE ENERGY CO |
|
3.75% 05 Mar 2008 |
|
1,800,000 |
|
97.71 |
|
1,758,791 |
|
|
|
E TRADE FINL CORP |
|
7.375% 15 Sep 2013 |
|
70,000 |
|
101.25 |
|
70,875 |
|
|
|
EASTMAN KODAK CO |
|
3.625% 15 May 2008 |
|
350,000 |
|
91.90 |
|
321,636 |
|
|
|
EASTMAN KODAK CO |
|
7.25% 15 Nov 2013 |
|
1,380,000 |
|
95.58 |
|
1,319,018 |
|
|
|
ECHOSTAR DBS CORP |
|
7.30438% 01 Oct 2008 |
|
243,000 |
|
102.00 |
|
247,860 |
|
|
|
EIRCOM FDG |
|
8.25% 15 Aug 2013 |
|
200,000 |
|
107.00 |
|
214,000 |
|
|
|
EL PASO CORP |
|
6.7% 15 Feb 2027 |
|
650,000 |
|
101.04 |
|
656,791 |
|
|
|
EL PASO ENERGY CORP |
|
6.95% 15 Dec 2007 |
|
780,000 |
|
101.13 |
|
788,775 |
|
|
|
EL PASO ENERGY CORP DEL |
|
6.75% 15 May 2009 |
|
2,850,000 |
|
99.25 |
|
2,828,625 |
|
|
|
ELECTRONIC DATA SYS CORP |
|
7.125% 15 Oct 2009 |
|
3,900,000 |
|
106.26 |
|
4,144,140 |
|
|
|
ENTERCOM RADIO LLC / ENTERCOM |
|
7.625% 01 Mar 2014 |
|
220,000 |
|
100.25 |
|
220,550 |
|
|
|
FED HM LN PC POOL 1B2677 |
|
1% 01 Jan 2035 |
|
3,563,592 |
|
97.46 |
|
3,473,132 |
|
|
|
FED HM LN PC POOL 1B2683 |
|
1% 01 Jan 2035 |
|
1,975,701 |
|
97.42 |
|
1,924,705 |
|
|
|
FED HM LN PC POOL 1B2694 |
|
4.374001% 01 Dec 2034 |
|
2,376,284 |
|
97.94 |
|
2,327,222 |
|
|
|
FED HM LN PC POOL 1B2719 |
|
1% 01 Jan 2035 |
|
9,890,902 |
|
98.48 |
|
9,740,852 |
|
|
|
FEDERAL HOME LN BKS |
|
3.25% 21 Jul 2006 |
|
10,960,000 |
|
99.24 |
|
10,876,221 |
|
|
|
FEDERAL HOME LN MTG CORP |
|
3.8% 27 Dec 2006 |
|
18,300,000 |
|
99.12 |
|
18,139,185 |
|
|
|
FEDERAL NATL MTG ASSN |
|
2.8% 01 Mar 2019 |
|
9,600,000 |
|
99.71 |
|
9,572,346 |
|
|
|
FEDERAL NATL MTG ASSN DISC NTS |
|
0.01% 15 May 2006 |
|
898,000 |
|
98.35 |
|
883,189 |
|
|
|
FHLMCTBA JAN 30 GOLD SINGLE |
|
5% 01 Dec 2099 |
|
300,000 |
|
96.78 |
|
290,344 |
|
|
|
FIRSTENEGY CORP |
|
5.5% 15 Nov 2006 |
|
5,600,000 |
|
100.53 |
|
5,629,785 |
|
|
|
FLEET HOME EQUITY LN TR |
|
4.36938% 20 May 2031 |
|
1,421,214 |
|
100.09 |
|
1,422,547 |
|
|
|
FNMATBA JAN 15 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
23,300,000 |
|
100.59 |
|
23,436,524 |
|
|
|
FNMATBA JAN 30 SINGLE FAM |
|
4.5% 01 Dec 2099 |
|
200,000 |
|
94.14 |
|
188,281 |
|
|
|
FNMATBA JAN 30 SINGLE FAM |
|
6.5% 01 Dec 2099 |
|
500,000 |
|
102.53 |
|
512,656 |
|
|
|
FNMATBA JAN 30 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
1,300,000 |
|
99.02 |
|
1,287,203 |
|
|
|
FNMATBA JAN 30 SINGLE FAM |
|
5% 01 Dec 2099 |
|
79,600,000 |
|
96.86 |
|
77,100,066 |
|
|
|
FNMA POOL 745000 |
|
6% 01 Oct 2035 |
|
803,736 |
|
100.94 |
|
811,303 |
|
|
|
FNMA POOL 773209 |
|
4.224% 01 Dec 2034 |
|
5,388,728 |
|
98.21 |
|
5,292,429 |
|
|
|
FNMA POOL 783579 |
|
1% 01 Jan 2035 |
|
4,345,865 |
|
98.28 |
|
4,270,997 |
|
|
|
FNMA POOL 797393 |
|
4.263% 01 Dec 2034 |
|
5,028,253 |
|
98.24 |
|
4,939,693 |
|
|
|
FNMA POOL 809987 |
|
1% 01 Mar 2035 |
|
9,843,188 |
|
98.74 |
|
9,719,040 |
|
|
|
FNMA POOL 813844 |
|
4.885% 01 Jan 2035 |
|
8,761,107 |
|
99.61 |
|
8,726,706 |
|
|
|
FNMA POOL 816593 |
|
4.841% 01 Feb 2035 |
|
19,442,723 |
|
99.44 |
|
19,333,970 |
|
|
|
FNMA POOL 819685 |
|
4.741% 01 Jan 2035 |
|
18,281,284 |
|
99.28 |
|
18,148,790 |
|
|
|
FNMA TBA JAN 30 SINGLE FAM |
|
6% 01 Dec 2099 |
|
5,700,000 |
|
100.90 |
|
5,751,211 |
|
|
|
FORD MTR CR CO |
|
1% 28 Sep 2007 |
|
14,090,000 |
|
94.50 |
|
13,315,050 |
|
|
|
FORD MTR CR CO |
|
6.625% 16 Jun 2008 |
|
17,080,000 |
|
91.67 |
|
15,657,292 |
|
|
|
FOREST CITY ENTERPRISES INC |
|
7.625% 01 Jun 2015 |
|
20,000 |
|
106.00 |
|
21,200 |
|
|
|
FOREST CITY ENTERPRISES INC |
|
6.5% 01 Feb 2017 |
|
67,000 |
|
98.00 |
|
65,660 |
|
|
|
GAZPROM |
|
9.625% 01 Mar 2013 |
|
60,000 |
|
120.93 |
|
72,558 |
|
|
|
GAZPROM O A O |
|
9.625% 01 Mar 2013 |
|
170,000 |
|
120.50 |
|
204,850 |
|
|
|
GENERAL ELEC CAP CORP MTN |
|
3.97% 15 Jun 2009 |
|
5,810,000 |
|
100.32 |
|
5,828,589 |
|
|
|
GENERAL MLS INC |
|
5.125% 15 Feb 2007 |
|
1,055,000 |
|
100.36 |
|
1,058,756 |
|
|
|
GENERAL MTRS ACCEP CORP |
|
4.05% 16 Jan 2007 |
|
930,000 |
|
95.00 |
|
883,500 |
|
|
|
GENERAL MTRS ACCEP CORP |
|
5.1% 16 Jul 2007 |
|
1,480,000 |
|
93.76 |
|
1,387,611 |
|
|
|
GENERAL MTRS ACCEP CORP |
|
6.75% 15 Jan 2006 |
|
9,000,000 |
|
99.93 |
|
8,994,060 |
|
|
|
GENERAL MTRS ACCEP CORP MTN |
|
5.6537499% 23 Sep 2008 |
|
12,580,000 |
|
90.50 |
|
11,384,900 |
|
|
|
GENERAL MTRS ACCEP MTN |
|
4.67688% 18 May 2006 |
|
2,910,000 |
|
97.00 |
|
2,822,700 |
|
|
|
GENERAL MTRS CORP |
|
8.375% 15 Jul 2033 |
|
5,430,000 |
|
66.00 |
|
3,583,800 |
|
|
|
GEORGIA PAC CORP |
|
8.125% 15 May 2011 |
|
27,000 |
|
100.13 |
|
27,034 |
|
|
|
GEORGIA PAC CORP |
|
9.5% 01 Dec 2011 |
|
66,000 |
|
105.38 |
|
69,548 |
|
|
|
GMACM MTG LN TR |
|
4.5972% 25 May 2035 |
|
1,483,237 |
|
99.10 |
|
1,469,957 |
|
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
5% 15 Dec 2099 |
|
600,000 |
|
98.64 |
|
591,844 |
|
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
6.5% 01 Dec 2099 |
|
600,000 |
|
104.28 |
|
625,688 |
|
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
700,000 |
|
100.59 |
|
704,156 |
|
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
6% 01 Dec 2099 |
|
4,500,000 |
|
102.34 |
|
4,605,117 |
|
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
7% 01 Dec 2099 |
|
5,400,000 |
|
104.77 |
|
5,657,766 |
|
|
|
GNMA POOL 605656 |
|
5% 15 Aug 2034 |
|
841,239 |
|
98.90 |
|
831,972 |
|
|
|
GOLDMAN SACHS GROUP INC |
|
4.3% 28 Jun 2010 |
|
870,000 |
|
100.32 |
|
872,822 |
|
|
|
GRP/AG REAL ESTATE TR |
|
1% 25 Jul 2034 |
|
1,214,630 |
|
99.99 |
|
1,214,467 |
|
181
|
|
GTE HAWAIIN TEL INC |
|
7.375% 01 Sep 2006 |
|
1,235,000 |
|
100.50 |
|
1,241,175 |
|
|
|
GTE HAWAIIN TELEPHONE INC |
|
7% 01 Feb 2006 |
|
2,000 |
|
99.88 |
|
1,998 |
|
|
|
HCA INC |
|
5.75% 15 Mar 2014 |
|
50,000 |
|
96.97 |
|
48,485 |
|
|
|
HCA INC |
|
6.25% 15 Feb 2013 |
|
200,000 |
|
100.07 |
|
200,142 |
|
|
|
HERTZ CORP |
|
8.875% 01 Jan 2014 |
|
160,000 |
|
101.88 |
|
163,000 |
|
|
|
HILTON HOTELS CORP |
|
7.625% 15 May 2008 |
|
230,000 |
|
104.79 |
|
241,019 |
|
|
|
HMH PPTYS INC |
|
7.875% 01 Aug 2008 |
|
44,000 |
|
101.13 |
|
44,495 |
|
|
|
HORIZON LINES LLC |
|
9% 01 Nov 2012 |
|
82,000 |
|
105.25 |
|
86,305 |
|
|
|
HSBC FIN CORP |
|
4.56% 10 May 2010 |
|
4,030,000 |
|
100.03 |
|
4,031,083 |
|
|
|
HSBC HLGS PLC |
|
7.5% 15 Jul 2009 |
|
4,535,000 |
|
107.97 |
|
4,896,486 |
|
|
|
ILFC E CAPITAL TR I |
|
5.9% 21 Dec 2065 |
|
6,100,000 |
|
100.39 |
|
6,123,973 |
|
|
|
IMC GLOBAL INC |
|
11.25% 01 Jun 2011 |
|
50,000 |
|
107.50 |
|
53,750 |
|
|
|
IMC GLOBAL INC |
|
10.875% 01 Aug 2013 |
|
80,000 |
|
114.88 |
|
91,900 |
|
|
|
IMC GLOBAL INC |
|
11.25% 01 Jun 2011 |
|
123,000 |
|
107.50 |
|
132,225 |
|
|
|
IMPAC CMB TR |
|
0% 25 Jan 2006 |
|
240,020 |
|
0.01 |
|
35 |
|
|
|
IMPAC CMB TR |
|
1.45% 25 Jul 2035 |
|
45,091,567 |
|
0.13 |
|
58,394 |
|
|
|
IMPAC CMB TR |
|
4.59125% 25 Feb 2033 |
|
1,868,767 |
|
100.03 |
|
1,869,248 |
|
|
|
INN OF THE MTN GODS RESORT + C |
|
12% 15 Nov 2010 |
|
140,000 |
|
99.00 |
|
138,600 |
|
|
|
INTELSAT LTD |
|
8.625% 15 Jan 2015 |
|
200,000 |
|
101.00 |
|
202,000 |
|
|
|
INTERNATIONAL LEASE FIN CORP |
|
5% 15 Apr 2010 |
|
1,280,000 |
|
99.42 |
|
1,272,579 |
|
|
|
INTERNATIONAL PAPER CO |
|
3.8% 01 Apr 2008 |
|
5,320,000 |
|
97.04 |
|
5,162,664 |
|
|
|
IRWIN WHOLE LN HOME EQUITY |
|
6% 25 Sep 2006 |
|
3,200,000 |
|
3.87 |
|
123,683 |
|
|
|
ISTAR FINL INC |
|
4.83% 03 Mar 2008 |
|
4,820,000 |
|
99.81 |
|
4,810,778 |
|
|
|
JP MORGAN CHASE + CO |
|
4.32% 17 Jan 2011 |
|
11,440,000 |
|
99.98 |
|
11,437,369 |
|
|
|
JP MORGAN MTG TR |
|
4.38016% 25 Oct 2033 |
|
8,844,935 |
|
97.28 |
|
8,604,788 |
|
|
|
KABEL DEUTSCHLAND GMBH |
|
10.625% 01 Jul 2014 |
|
100,000 |
|
105.25 |
|
105,250 |
|
|
|
KANSAS CITY SOUTHN RY CO |
|
9.5% 01 Oct 2008 |
|
63,000 |
|
108.25 |
|
68,198 |
|
|
|
KERR MCGEE CORP |
|
5.875% 15 Sep 2006 |
|
290,000 |
|
100.35 |
|
291,006 |
|
|
|
KERR MCGEE CORP |
|
6.625% 15 Oct 2007 |
|
1,310,000 |
|
102.11 |
|
1,337,693 |
|
|
|
KOREA DEV BK |
|
4.75% 20 Jul 2009 |
|
2,790,000 |
|
99.13 |
|
2,765,661 |
|
|
|
LA QUINTA PPTYS INC |
|
7% 15 Aug 2012 |
|
30,000 |
|
108.25 |
|
32,475 |
|
|
|
LAMAR MEDIA CORP |
|
7.25% 01 Jan 2013 |
|
197,000 |
|
103.75 |
|
204,388 |
|
|
|
LIBERTY MEDIA CORP |
|
7.875% 15 Jul 2009 |
|
5,785,000 |
|
105.37 |
|
6,095,712 |
|
|
|
LIBERTY N Y DEV CORP REV |
|
5.25% 01 Oct 2035 |
|
830,000 |
|
113.47 |
|
941,834 |
|
|
|
LYONDELL CHEMICAL CO |
|
9.625% 01 May 2007 |
|
209,000 |
|
104.38 |
|
218,144 |
|
|
|
MACDERMID INC |
|
9.125% 15 Jul 2011 |
|
50,000 |
|
105.88 |
|
52,938 |
|
|
|
MANDALAY RESORT GROUP |
|
9.5% 01 Aug 2008 |
|
10,000 |
|
108.38 |
|
10,838 |
|
|
|
MASTR ADJ RATE MTGS TR |
|
2.939642% 25 Apr 2034 |
|
1,440,405 |
|
99.28 |
|
1,430,065 |
|
|
|
MASTR ADJ RATE MTGS TR |
|
1% 21 Dec 2034 |
|
12,100,000 |
|
95.37 |
|
11,539,354 |
|
|
|
MASTR ASSET BACKED SECS TR |
|
5% 25 Oct 2032 |
|
10,500,000 |
|
6.78 |
|
711,859 |
|
|
|
MBNA PRACTICE SOLUTIONS 2005 2 |
|
4.1% 15 May 2009 |
|
10,900,000 |
|
98.25 |
|
10,708,748 |
|
|
|
MERRILL LYNCH MTG INVS INC |
|
4.45125% 25 Apr 2035 |
|
158,048 |
|
100.02 |
|
158,073 |
|
|
|
MERRILL LYNCH MTG INVS INC |
|
0.38887% 25 Jan 2029 |
|
37,827,928 |
|
2.45 |
|
925,642 |
|
|
|
MERRILL LYNCH MTG INVS INC |
|
2.883% 25 Jan 2029 |
|
1,653,346 |
|
101.90 |
|
1,684,708 |
|
|
|
MESA 2003 1 GLOBAL ISSUANCE CO |
|
1% 18 Jun 2033 |
|
457,679 |
|
100.03 |
|
457,823 |
|
|
|
MGM MIRAGE |
|
9.75% 01 Jun 2007 |
|
176,000 |
|
105.38 |
|
185,460 |
|
|
|
MGM MIRAGE |
|
6.625% 15 Jul 2015 |
|
230,000 |
|
99.75 |
|
229,425 |
|
|
|
MGM MIRAGE FORMERLY GRAND INC |
|
8.5% 15 Sep 2010 |
|
256,000 |
|
108.38 |
|
277,440 |
|
|
|
MIRANT NORTH AMER LLC MNA FIN |
|
7.375% 31 Dec 2013 |
|
90,000 |
|
101.13 |
|
91,013 |
|
|
|
MMCA AUTO OWNER TR |
|
3.05% 16 Nov 2009 |
|
4,620,197 |
|
99.41 |
|
4,592,767 |
|
|
|
MOHEGAN TRIBAL GAMING AUTH |
|
8% 01 Apr 2012 |
|
60,000 |
|
105.25 |
|
63,150 |
|
|
|
MORGAN STANLEY |
|
5.05% 21 Jan 2011 |
|
7,460,000 |
|
99.64 |
|
7,433,254 |
|
|
|
MORGAN STANLEY CAP I INC |
|
7.22% 15 Jul 2029 |
|
3,488,111 |
|
101.82 |
|
3,551,509 |
|
|
|
MOTOROLA INC |
|
4.608% 16 Nov 2007 |
|
2,790,000 |
|
99.65 |
|
2,780,255 |
|
|
|
NATIONAL CITY CORP |
|
3.2% 01 Apr 2008 |
|
3,500,000 |
|
96.50 |
|
3,377,577 |
|
|
|
NATIONAL COLLEGIATE STUDENT LN |
|
1% 25 Jul 2012 |
|
16,490,000 |
|
19.95 |
|
3,290,257 |
|
|
|
NATIONAL RURAL UTILS COOP MTN |
|
5.75% 01 Dec 2008 |
|
2,220,000 |
|
102.57 |
|
2,276,965 |
|
|
|
NEW YORK TEL CO |
|
6% 15 Apr 2008 |
|
1,800,000 |
|
101.63 |
|
1,829,412 |
|
|
|
NEWS AMER INC |
|
6.625% 09 Jan 2008 |
|
4,235,000 |
|
103.18 |
|
4,369,797 |
|
|
|
NEXTEL COMMUNICATIONS INC |
|
5.9% 15 Mar 2014 |
|
59,000 |
|
101.38 |
|
59,812 |
|
|
|
NEXTEL COMMUNICATIONS INC |
|
7.375% 01 Aug 2015 |
|
290,000 |
|
107.08 |
|
310,523 |
|
|
|
NIAGARA MOHAWK PWR CORP |
|
7.75% 01 Oct 2008 |
|
2,447,000 |
|
107.01 |
|
2,618,500 |
|
|
|
NISSAN MOTOR ACCEPT CORP |
|
4.625% 08 Mar 2010 |
|
2,220,000 |
|
98.40 |
|
2,184,470 |
|
|
|
NOMURA ASSET ACCEP CORP |
|
4.5% 25 Nov 2034 |
|
2,100,000 |
|
1.76 |
|
37,020 |
|
|
|
NORTHROP GRUMMAN CORP |
|
4.079% 16 Nov 2006 |
|
1,930,000 |
|
99.49 |
|
1,920,159 |
|
|
|
OCCIDENTAL PETE CORP |
|
7.375% 15 Nov 2008 |
|
5,020,000 |
|
107.08 |
|
5,375,467 |
|
|
|
OCEAN ENERGY INC NEW |
|
4.375% 01 Oct 2007 |
|
110,000 |
|
98.78 |
|
108,662 |
|
|
|
OHIO EDISON CO |
|
4% 01 May 2008 |
|
1,200,000 |
|
97.79 |
|
1,173,508 |
|
|
|
OMI CORP |
|
7.625% 01 Dec 2013 |
|
140,000 |
|
101.38 |
|
141,925 |
|
|
|
OMI TR |
|
6% 15 Aug 2010 |
|
5,112,230 |
|
16.97 |
|
867,482 |
|
|
|
OMNICARE INC |
|
6.875% 15 Dec 2015 |
|
160,000 |
|
101.50 |
|
162,400 |
|
|
|
OXFORD INDS INC |
|
8.875% 01 Jun 2011 |
|
130,000 |
|
101.88 |
|
132,438 |
|
|
|
PACIFIC ENERGY PARTNERS LP |
|
7.125% 15 Jun 2014 |
|
90,000 |
|
103.00 |
|
92,700 |
|
182
|
|
PACIFIC GAS + ELEC CO |
|
3.6% 01 Mar 2009 |
|
3,650,000 |
|
96.16 |
|
3,509,726 |
|
|
|
PANAMA REP |
|
9.375% 16 Jan 2023 |
|
260,000 |
|
125.25 |
|
325,650 |
|
|
|
PANAMA REP |
|
7.125% 29 Jan 2026 |
|
900,000 |
|
101.90 |
|
917,100 |
|
|
|
PANHANDLE EASTN PIPE LINE CO |
|
4.8% 15 Aug 2008 |
|
570,000 |
|
99.02 |
|
564,409 |
|
|
|
PEABODY ENERGY CORP |
|
5.875% 15 Apr 2016 |
|
310,000 |
|
97.38 |
|
301,863 |
|
|
|
PEMEX PROJ FDG MASTER TR |
|
5.01% 03 Dec 2012 |
|
70,000 |
|
99.95 |
|
69,965 |
|
|
|
PEMEX PROJ FDG MASTER TR |
|
4.71% 15 Jun 2010 |
|
3,780,000 |
|
103.20 |
|
3,900,848 |
|
|
|
PEMEX PROJ FDG MASTER TR |
|
8.5% 15 Feb 2008 |
|
10,025,000 |
|
106.35 |
|
10,661,588 |
|
|
|
PENNEY J C INC |
|
7.4% 01 Apr 2037 |
|
100,000 |
|
111.72 |
|
111,721 |
|
|
|
PERMANENT FING PLC |
|
4.55% 10 Mar 2009 |
|
5,760,000 |
|
100.00 |
|
5,760,003 |
|
|
|
PERU (REP OF) |
|
5% 07 Mar 2017 |
|
592,860 |
|
95.75 |
|
567,663 |
|
|
|
PERU REP |
|
8.75% 21 Nov 2033 |
|
760,000 |
|
112.50 |
|
855,000 |
|
|
|
PHILIP MORRIS COS INC |
|
7.2% 01 Feb 2007 |
|
250,000 |
|
102.38 |
|
255,950 |
|
|
|
PHILIP MORRIS COS INC |
|
6.375% 01 Feb 2006 |
|
5,000,000 |
|
100.14 |
|
5,007,130 |
|
|
|
PLAINS EXPL + PRODTN CO |
|
7.125% 15 Jun 2014 |
|
130,000 |
|
103.50 |
|
134,550 |
|
|
|
POGO PRODUCING CO |
|
6.875% 01 Oct 2017 |
|
110,000 |
|
97.50 |
|
107,250 |
|
|
|
POUND STERLING |
|
254 |
|
1.72 |
|
436 |
|
|
|
|
|
PREMIER ENTMT BILOXI LLC |
|
10.75% 01 Feb 2012 |
|
150,000 |
|
96.50 |
|
144,750 |
|
|
|
PRESTIGE AUTO RECEIVABLES TR |
|
4.37% 16 Jun 2012 |
|
5,100,000 |
|
99.02 |
|
5,049,796 |
|
|
|
PRIDE INTL INC DE |
|
7.375% 15 Jul 2014 |
|
180,000 |
|
107.25 |
|
193,050 |
|
|
|
PROGRESS ENERGY INC |
|
6.05% 15 Apr 2007 |
|
3,190,000 |
|
101.34 |
|
3,232,728 |
|
|
|
PROVIDENT FDG MTG LN TR |
|
4.18453% 25 May 2035 |
|
7,929,712 |
|
98.45 |
|
7,807,056 |
|
|
|
QUEENSLAND TREASURY CORPN |
|
6% 14 Jun 2011 |
|
6,980,000 |
|
75.23 |
|
5,250,742 |
|
|
|
QWEST COMMUNICATIONS INTL INC |
|
1% 15 Feb 2009 |
|
3,182,000 |
|
101.38 |
|
3,225,753 |
|
|
|
READERS DIGEST ASSN INC |
|
6.5% 01 Mar 2011 |
|
90,000 |
|
97.75 |
|
87,975 |
|
|
|
RENAISSANCE HOME EQUITY LN TR |
|
0.1% 25 Mar 2006 |
|
19,716,620 |
|
0.28 |
|
55,207 |
|
|
|
RESIDENTIAL ASSET MTG PRODS |
|
4.5637497% 25 Sep 2032 |
|
740,762 |
|
100.19 |
|
742,151 |
|
|
|
RESIDENTIAL ASSET MTG PRODS |
|
4.51125% 25 Aug 2032 |
|
742,073 |
|
100.08 |
|
742,652 |
|
|
|
RESIDENTIAL ASSET MTG PRODS |
|
8.5% 25 Oct 2031 |
|
1,354,464 |
|
102.33 |
|
1,385,984 |
|
|
|
RESIDENTIAL ASSET MTG PRODS |
|
8% 25 May 2032 |
|
6,769,413 |
|
103.86 |
|
7,030,970 |
|
|
|
RESIDENTIAL ASSET MTG PRODS IN |
|
1.5%25 Nov 2006 |
|
8,681,907 |
|
0.82 |
|
71,539 |
|
|
|
RESIDENTIAL ASSET SEC MTG PASS |
|
3.5% 25 Feb 2006 |
|
4,224,638 |
|
0.27 |
|
11,394 |
|
|
|
RESIDENTIAL ASSET SEC MTG PASS |
|
2.0669% 25 Jun 2031 |
|
374,555 |
|
100.02 |
|
374,613 |
|
|
|
RESIDENTIAL ASSET SEC MTG PASS |
|
4.56125% 25 Nov 2032 |
|
2,203,976 |
|
100.13 |
|
2,206,731 |
|
|
|
RESIDENTIAL CAP CORP |
|
5.385% 29 Jun 2007 |
|
2,520,000 |
|
100.48 |
|
2,532,120 |
|
|
|
RESIDENTIAL FDG MTG SECS I INC |
|
4.986% 25 Aug 2035 |
|
8,883,858 |
|
99.52 |
|
8,841,385 |
|
|
|
REYNOLDS R J TOB HLDGS INC |
|
6.5% 01 Jun 2007 |
|
2,990,000 |
|
100.75 |
|
3,012,425 |
|
|
|
RHODIA |
|
10.25% 01 Jun 2010 |
|
110,000 |
|
109.50 |
|
120,450 |
|
|
|
RIVER ROCK ENTMT AUTH |
|
9.75% 01 Nov 2011 |
|
30,000 |
|
107.75 |
|
32,325 |
|
|
|
ROGERS CABLE INC |
|
5.5% 15 Mar 2014 |
|
40,000 |
|
93.63 |
|
37,450 |
|
|
|
ROGERS CABLE INC |
|
6.75% 15 Mar 2015 |
|
120,000 |
|
101.50 |
|
121,800 |
|
|
|
ROGERS WIRELESS INC |
|
6.375% 01 Mar 2014 |
|
250,000 |
|
100.25 |
|
250,625 |
|
|
|
ROYAL BK SCOTLAND PLC |
|
1% 24 Nov 2006 |
|
5,500,000 |
|
100.20 |
|
5,511,168 |
|
|
|
ROYAL KPN NV |
|
8% 01 Oct 2010 |
|
4,000,000 |
|
110.21 |
|
4,408,502 |
|
|
|
RUSSELL CORP |
|
9.25% 01 May 2010 |
|
132,000 |
|
101.38 |
|
133,815 |
|
|
|
RUSSIAN FEDERATION |
|
3% 14 May 2008 |
|
13,670,000 |
|
94.63 |
|
12,935,921 |
|
|
|
SARA LEE CORP |
|
1.95% 15 Jun 2006 |
|
3,400,000 |
|
98.81 |
|
3,359,634 |
|
|
|
SBC COMMUNICATIONS INC |
|
5.3% 15 Nov 2010 |
|
1,340,000 |
|
100.36 |
|
1,344,763 |
|
|
|
SBC COMMUNICATIONS INC |
|
4.125% 15 Sep 2009 |
|
1,400,000 |
|
96.50 |
|
1,350,954 |
|
|
|
SEMGROUP L P/SEMGROUP FIN CORP |
|
8.75% 15 Nov 2015 |
|
20,000 |
|
102.25 |
|
20,450 |
|
|
|
SEMPRA ENERGY |
|
4.621% 17 May 2007 |
|
2,100,000 |
|
99.62 |
|
2,092,107 |
|
|
|
SEMPRA ENERGY |
|
1% 21 May 2008 |
|
3,290,000 |
|
100.19 |
|
3,296,119 |
|
|
|
SEQUOIA MTG TR |
|
1% 20 Jan 2034 |
|
4,572,619 |
|
100.04 |
|
4,574,536 |
|
|
|
SERVICE CORP INTL |
|
7% 15 Jun 2017 |
|
210,000 |
|
99.25 |
|
208,425 |
|
|
|
SHAW COMMUNICATIONS INC |
|
8.25% 11 Apr 2010 |
|
8,000 |
|
107.38 |
|
8,590 |
|
|
|
SHAW COMMUNICATIONS INC |
|
7.25% 06 Apr 2011 |
|
50,000 |
|
104.25 |
|
52,125 |
|
|
|
SHAW COMMUNICATIONS INC |
|
7.2% 15 Dec 2011 |
|
104,000 |
|
104.25 |
|
108,420 |
|
|
|
SINCLAIR BROADCAST GROUP INC |
|
8% 15 Mar 2012 |
|
40,000 |
|
103.00 |
|
41,200 |
|
|
|
SLM CORP MEDIUM TERM NTS |
|
1% 27 Jul 2009 |
|
4,560,000 |
|
99.89 |
|
4,554,906 |
|
|
|
SOLO CUP CO |
|
8.5% 15 Feb 2014 |
|
80,000 |
|
87.50 |
|
70,000 |
|
|
|
SONAT INC |
|
6.75% 01 Oct 2007 |
|
1,000,000 |
|
100.63 |
|
1,006,250 |
|
|
|
SOUTHWEST AIRLINES CO |
|
100% 01 May 2006 |
|
1,615,565 |
|
100.02 |
|
1,615,966 |
|
|
|
SP POWERASSESTS LTD GLOBAL |
|
3.8% 22 Oct 2008 |
|
3,475,000 |
|
97.12 |
|
3,374,953 |
|
|
|
SPRINT CAP CORP |
|
4.78% 17 Aug 2006 |
|
2,200,000 |
|
100.02 |
|
2,200,371 |
|
|
|
SPRINT CAP CORP |
|
6.125% 15 Nov 2008 |
|
12,340,000 |
|
102.76 |
|
12,681,166 |
|
|
|
STARWOOD HOTELS + RESORTS |
|
7.375% 01 May 2007 |
|
210,000 |
|
102.00 |
|
214,200 |
|
|
|
STATE STREET BANK + TRUST CO |
|
SHORT TERM INVESTMENT FUND |
|
90,019,536 |
|
100.00 |
|
90,019,536 |
|
|
|
STATION CASINOS INC |
|
6% 01 Apr 2012 |
|
120,000 |
|
99.75 |
|
119,700 |
|
|
|
STATION CASINOS INC |
|
6.875% 01 Mar 2016 |
|
150,000 |
|
102.25 |
|
153,375 |
|
|
|
STRUCTURED ASSET SECS CORP |
|
1% 25 Dec 2029 |
|
3,728,911 |
|
105.03 |
|
3,916,290 |
|
|
|
SUBURBAN PROPANE PARTNERS LP |
|
6.875% 15 Dec 2013 |
|
290,000 |
|
93.50 |
|
271,150 |
|
|
|
SUN MEDIA CORP CDA |
|
7.625% 15 Feb 2013 |
|
85,000 |
|
102.50 |
|
87,125 |
|
|
|
SUNGARD DATA SYS INC |
|
9.125% 15 Aug 2013 |
|
220,000 |
|
103.50 |
|
227,700 |
|
183
|
|
TEEKAY SHIPPING CORP |
|
8.875% 15 Jul 2011 |
|
231,000 |
|
113.00 |
|
261,030 |
|
|
|
TELECOM ITALIA CAP |
|
4% 15 Nov 2008 |
|
110,000 |
|
96.91 |
|
106,599 |
|
|
|
TELECOM ITALIA CAP |
|
4.729378% 01 Feb 2011 |
|
4,040,000 |
|
99.81 |
|
4,032,166 |
|
|
|
TELEFONOS DE MEXICO S A |
|
8.25% 26 Jan 2006 |
|
250,000 |
|
100.24 |
|
250,608 |
|
|
|
TENET HEALTHCARE CORP |
|
9.875% 01 Jul 2014 |
|
100,000 |
|
101.25 |
|
101,250 |
|
|
|
TENET HEALTHCARE CORP |
|
6.5% 01 Jun 2012 |
|
230,000 |
|
91.50 |
|
210,450 |
|
|
|
TEREX CORP NEW |
|
7.375% 15 Jan 2014 |
|
210,000 |
|
99.00 |
|
207,900 |
|
|
|
THORNBURG MTG SECS TR |
|
4.50375% 25 Jun 2044 |
|
7,079,088 |
|
99.76 |
|
7,062,157 |
|
|
|
THORNBURG MTG SECS TR |
|
1% 25 Dec 2035 |
|
11,000,000 |
|
99.99 |
|
10,998,581 |
|
|
|
TORRENS TRUST |
|
4.62938% 15 Jul 2031 |
|
759,162 |
|
100.02 |
|
759,325 |
|
|
|
TXU CORP |
|
6.375% 15 Jun 2006 |
|
2,570,000 |
|
100.51 |
|
2,583,081 |
|
|
|
TYCO INTL GROUP S A |
|
6.375% 15 Oct 2011 |
|
1,080,000 |
|
103.84 |
|
1,121,520 |
|
|
|
TYCO INTL GROUP S A |
|
6.125% 01 Nov 2008 |
|
3,490,000 |
|
101.88 |
|
3,555,543 |
|
|
|
TYCO INTL GRP S A PARTN CTF TR |
|
4.436% 15 Jun 2007 |
|
3,000,000 |
|
99.00 |
|
2,969,885 |
|
|
|
UGS CORP |
|
10% 01 Jun 2012 |
|
50,000 |
|
109.00 |
|
54,500 |
|
|
|
UNITED STATES TREAS BDS |
|
2.375% 15 Jan 2025 |
|
10,567,100 |
|
105.26 |
|
11,122,864 |
|
|
|
UNITED STATES TREAS NTS |
|
4.125% 15 Aug 2010 |
|
2,060,000 |
|
99.04 |
|
2,040,205 |
|
|
|
UNITED STATES TREAS NTS |
|
3.875% 15 Sep 2010 |
|
2,760,000 |
|
97.94 |
|
2,703,075 |
|
|
|
UNITED STATES TREAS NTS |
|
3.625% 15 Jan 2010 |
|
3,970,000 |
|
97.28 |
|
3,862,066 |
|
|
|
UNITED STATES TREAS NTS |
|
3.875% 15 Jul 2010 |
|
9,740,000 |
|
98.03 |
|
9,548,244 |
|
|
|
UNITED STATES TREAS NTS |
|
4.5% 15 Nov 2010 |
|
10,540,000 |
|
100.55 |
|
10,598,464 |
|
|
|
UNITED STATES TREAS NTS |
|
0.875% 15 Apr 2010 |
|
19,577,440 |
|
95.10 |
|
18,618,451 |
|
|
|
UNITED STATES TREAS NTS |
|
3% 15 Jul 2012 |
|
19,132,224 |
|
105.75 |
|
20,232,327 |
|
|
|
UNITED STATES TREAS NTS |
|
3.75% 31 Mar 2007 |
|
102,000,000 |
|
99.16 |
|
101,139,375 |
|
|
|
US AIRWAYS PASSTHRU TRS |
|
6.85% 30 Jan 2018 |
|
1,203,432 |
|
99.11 |
|
1,192,663 |
|
|
|
US BK NATL ASSN CINCINNATI OH |
|
4.4% 15 Aug 2008 |
|
4,420,000 |
|
98.96 |
|
4,374,251 |
|
|
|
US DOLLAR |
|
|
|
33,399 |
|
1.00 |
|
33,399 |
|
|
|
US DOLLAR |
|
|
|
300,000 |
|
1.00 |
|
300,000 |
|
|
|
VENTAS RLTY LTD PARTNERSHIP |
|
9% 01 May 2012 |
|
40,500 |
|
114.00 |
|
46,170 |
|
|
|
VENTAS RLTY LTD PARTNERSHIP |
|
7.125% 01 Jun 2015 |
|
120,000 |
|
105.00 |
|
126,000 |
|
|
|
VENTAS RLTY LTD PARTNERSHIP |
|
8.75% 01 May 2009 |
|
120,500 |
|
108.00 |
|
130,140 |
|
|
|
VENTAS RLTY LTD PARTNERSHIP |
|
6.75% 01 Jun 2010 |
|
130,000 |
|
102.50 |
|
133,250 |
|
|
|
VERIZON GLOBAL FDG CORP |
|
7.25% 01 Dec 2010 |
|
1,180,000 |
|
108.64 |
|
1,281,993 |
|
|
|
VIACOM INC |
|
5.625% 01 May 2007 |
|
4,310,000 |
|
100.61 |
|
4,336,218 |
|
|
|
VINTAGE PETE INC |
|
8.25% 01 May 2012 |
|
357,000 |
|
107.25 |
|
382,883 |
|
|
|
VISTEON CORP |
|
8.25% 01 Aug 2010 |
|
250,000 |
|
85.00 |
|
212,500 |
|
|
|
VODAFONE GROUP PLC NEW |
|
3.95% 30 Jan 2008 |
|
3,790,000 |
|
98.23 |
|
3,722,987 |
|
|
|
WAMU |
|
4.65% 25 Jun 2044 |
|
4,888,835 |
|
100.29 |
|
4,903,063 |
|
|
|
WAMU MTG PASS THROUGH CTFS |
|
4.068884% 25 Oct 2033 |
|
7,900,000 |
|
97.10 |
|
7,670,694 |
|
|
|
WASTE MGMT INC DEL |
|
7.375% 01 Aug 2010 |
|
190,000 |
|
108.91 |
|
206,930 |
|
|
|
WASTE MGMT INC DEL |
|
6.875% 15 May 2009 |
|
4,000,000 |
|
105.44 |
|
4,217,564 |
|
|
|
WELLS FARGO + CO NEW |
|
1% 15 Sep 2009 |
|
3,100,000 |
|
100.10 |
|
3,103,145 |
|
|
|
WELLS FARGO MTG BACKED SECS |
|
4.4853% 25 Jun 2035 |
|
5,493,616 |
|
98.13 |
|
5,390,615 |
|
|
|
WESTERN OIL SANDS INC |
|
8.375% 01 May 2012 |
|
397,000 |
|
112.38 |
|
446,129 |
|
|
|
WESTLAKE CHEM CORP |
|
8.75% 15 Jul 2011 |
|
105,000 |
|
107.00 |
|
112,350 |
|
|
|
WEYERHAEUSER CO |
|
6.125% 15 Mar 2007 |
|
1,961,000 |
|
101.41 |
|
1,988,608 |
|
|
|
WFS FINL 2002 2 OWNER TR |
|
4.5% 20 Feb 2010 |
|
3,301,228 |
|
99.97 |
|
3,300,198 |
|
|
|
WILLIAMS COS INC |
|
5.89% 01 Oct 2010 |
|
2,250,000 |
|
101.00 |
|
2,272,500 |
|
|
|
WILLIAMS COS INC CR CTF TR III |
|
6.75% 15 Apr 2009 |
|
8,795,000 |
|
101.25 |
|
8,904,938 |
|
|
|
WORLD FINL NETWORK CR CARD MAS |
|
4.49% 15 May 2012 |
|
2,250,000 |
|
100.61 |
|
2,263,712 |
|
|
|
ZFS FIN USA TR III |
|
5.65125% 15 Dec 2065 |
|
1,500,000 |
|
100.25 |
|
1,503,780 |
|
|
|
|
|
Sub-Total: Fund 5732 / Pimco 6 of 6 |
|
|
|
|
|
1,209,311,882 |
|
(a) |
|
(b) Identity of issue, borrower, lessor, or similar party |
|
(c) Description of investment including maturity date, |
|
(d) Cost |
|
(e) Current |
|
||
|
|
|
|
|
|
(n/a) |
|
|
|
||
|
|
|
|
|
|
Par Value |
|
|
|
|
|
|
|
2005-HYB9 5A1 |
|
*FLT* DTD 11/1/05 DUE 2/20/36 |
|
999,893 |
|
|
|
994,194 |
|
|
|
AAA 2005-2 A1 |
|
*FLT* DTD 5/20/05 DUE 11/26/35 |
|
304,947 |
|
|
|
305,138 |
|
|
|
ACE 2004-HE3 A2B |
|
*FLT* DD 10/29/04 DUE 11/25/34 |
|
210,737 |
|
|
|
210,754 |
|
|
|
AHM 2004-3 5A |
|
*FLT* DD 9/1/04 DUE 10/25/34 |
|
1,927,701 |
|
|
|
1,883,256 |
|
|
|
BALTA 2003-3 1A |
|
*FLT* DTD 9/1/03 DUE 10/25/33 |
|
3,628,918 |
|
|
|
3,560,194 |
|
|
|
BARCLAYS U.S. FDG LLC |
|
COMMERCIAL PAPER |
|
3,400,000 |
|
|
|
3,385,830 |
|
|
|
BOISE CASCADE CO-MTNA |
|
7.315 DTD 6/18/02 DUE 6/15/09 |
|
1,000,000 |
|
|
|
1,021,250 |
|
|
|
BOMBARDIER CAPITAL INC -AI |
|
7.09% DTD 12/20/01 DUE 3/30/07 |
|
500,000 |
|
|
|
500,625 |
|
|
|
BSABS 2004-HE6 1A1 |
|
*FLT* DTD 7/30/04 DUE 7/25/31 |
|
465,466 |
|
|
|
465,631 |
|
|
|
BSABS 2005-3 A2 |
|
*FLT* DTD 9/9/05 DUE 7/25/35 |
|
305,096 |
|
|
|
305,095 |
|
|
|
BSARM 2003-8 2A1 |
|
*FLT* DTD 11/1/03 DUE 1/25/34 |
|
3,123,186 |
|
|
|
3,091,297 |
|
|
|
BSARM 2004-7 1A1 |
|
*FLT* DTD 8/1/04 DUE 10/25/34 |
|
4,363,885 |
|
|
|
4,361,132 |
|
|
|
CARR 2005-NC3 A1A |
|
*FLT* DTD 6/7/05 DUE 6/25/35 |
|
2,706,486 |
|
|
|
2,706,063 |
|
|
|
CBA (DE) FINANCE INC. |
|
COMMERCIAL PAPER |
|
28,400,000 |
|
|
|
28,369,754 |
|
184
|
|
CIT GROUP INC - MTN |
|
*FLT* DTD 5/25/05 DUE 5/23/08 |
|
2,600,000 |
|
|
|
2,607,683 |
|
|
|
CITIGROUP INC |
|
*FLT* DTD 12/27/05 DUE12/26/08 |
|
5,200,000 |
|
|
|
5,198,227 |
|
|
|
CMS ENEREGY CORP. |
|
9.875% DD 10/12/00 DUE10/15/07 |
|
1,400,000 |
|
|
|
1,498,000 |
|
|
|
COLUMBIA-HCA HEALTHCARE 7% |
|
DUE 7/1/07 DTD 6/30/97 |
|
170,000 |
|
|
|
173,443 |
|
|
|
CWALT 2003-J2 A1 |
|
6% DTD 9/1/03 DUE 10/25/33 |
|
1,107,023 |
|
|
|
1,104,648 |
|
|
|
CWHL 2004-11 11A2 |
|
*FLT* DTD 6/1/04 DUE 8/25/34 |
|
1,797,009 |
|
|
|
1,791,973 |
|
|
|
DAIMLERCHRYSLER NA HLDG-MTND |
|
*FLT* DTD 9/10/04 DUE 9/10/07 |
|
2,900,000 |
|
|
|
2,906,020 |
|
|
|
DEXIA DELAWARE LLC |
|
COMMERCIAL PAPER |
|
3,000,000 |
|
|
|
2,996,433 |
|
|
|
DEXIA DELAWARE LLC |
|
COMMERCIAL PAPER |
|
28,300,000 |
|
|
|
28,195,353 |
|
|
|
DG FUNDING TRUST |
|
PREFERRED STOCK |
|
360 |
|
|
|
3,827,250 |
|
|
|
DNB NOR BANK ASA |
|
COMMERCIAL PAPER |
|
28,300,000 |
|
|
|
28,188,679 |
|
|
|
EL PASO TERM B |
|
*FLT* DTD 12/3/04 DUE 11/22/09 |
|
2,767,500 |
|
|
|
2,782,876 |
|
|
|
EL PASO TERM LC |
|
*FLT* DTD 12/2/04 DUE 11/22/09 |
|
1,687,500 |
|
|
|
1,695,117 |
|
|
|
ENTERPRISE PRODUCTS OPER -B |
|
4% DTD 10/4/04 DUE 10/15/07 |
|
1,700,000 |
|
|
|
1,664,477 |
|
|
|
FANNIE MAE |
|
PREFERRED STOCK |
|
20,400 |
|
|
|
1,108,740 |
|
|
|
FED REPUBLIC OF BRAZIL |
|
12% DTD 4/16/02 DUE 4/15/10 |
|
700,000 |
|
|
|
851,200 |
|
|
|
FED REPUBLIC OF BRAZIL |
|
*FLT* DTD 6/28/04 DUE 6/29/09 |
|
2,000,000 |
|
|
|
2,310,000 |
|
|
|
FED REPUBLIC OF BRAZIL |
|
8.0% DTD 8/01/05 DUE 1/15/18 |
|
5,382,000 |
|
|
|
5,796,414 |
|
|
|
FED REPUBLIC OF BRAZIL -RG |
|
*FLT* DTD 4/15/94 DUE 4/15/12 |
|
229,415 |
|
|
|
226,547 |
|
|
|
FED REPUBLIC OF BRAZIL-18YR |
|
*FLT* DTD 4/15/94 DUE 4/15/12 |
|
994,131 |
|
|
|
981,705 |
|
|
|
FEDERAL HOME LOAN BANK |
|
DISCOUNT NOTE |
|
28,500,000 |
|
|
|
28,491,925 |
|
|
|
FFML 2003-FF5 A2 |
|
*FLT* DTD 12/1/03 DUE 3/25/34 |
|
2,227,365 |
|
|
|
2,228,816 |
|
|
|
FGLMC POOL # C61507 |
|
7% DTD 12/1/01 DUE 12/1/31 |
|
512,476 |
|
|
|
533,917 |
|
|
|
FHLMC GOLD 30YR JAN 2006 TBA |
|
5% DTD 1/1/06 DUE 1/1/36 |
|
37,500,000 |
|
|
|
36,292,950 |
|
|
|
FHLMC GOLD# 1G1114 |
|
4.731% DTD 8/1/05 DUE 9/1/35 |
|
32,017,827 |
|
|
|
31,621,430 |
|
|
|
FHLMC POOL#1L0185 |
|
*FLT* DTD 8/1/05 DUE 8/1/35 |
|
30,124,340 |
|
|
|
29,806,688 |
|
|
|
FHR 2400 FQ |
|
*FLT* DTD 1/15/02 DUE 1/15/32 |
|
100,756 |
|
|
|
101,755 |
|
|
|
FHR 2572 HA |
|
5.0% DTD 2/01/03 DUE 6/15/13 |
|
312,479 |
|
|
|
312,439 |
|
|
|
FHR 2844 PR |
|
5% DTD 8/1/04 DUE 9/15/17 |
|
3,065,341 |
|
|
|
3,063,620 |
|
|
|
FHR 2999 NA |
|
4.5% DTD 7/01/05 DUE 2/15/15 |
|
21,600,000 |
|
|
|
21,393,638 |
|
|
|
FNARM POOL# 833479 |
|
*ADJ* DTD 9/1/05 DUE 9/1/35 |
|
23,856,332 |
|
|
|
23,678,424 |
|
|
|
FNARM POOL# 836019 |
|
*ADJ* DTD 9/1/05 DUE 10/1/35 |
|
1,675,603 |
|
|
|
1,650,817 |
|
|
|
FNMA PL # 357639 |
|
5.5% DTD 11/1/04 DUE 11/01/34 |
|
396,482 |
|
|
|
392,979 |
|
|
|
FNMA POOL # 357705 |
|
5.5% DTD 02/01/05 DUE 02/01/35 |
|
582,971 |
|
|
|
577,820 |
|
|
|
FNMA POOL # 655756 |
|
7.5% DTD 8/1/02 DUE 8/1/32 |
|
1,108,742 |
|
|
|
1,161,420 |
|
|
|
FNMA POOL # 795928 |
|
5.5% DTD 02/01/05 DUE 02/01/35 |
|
314,418 |
|
|
|
311,404 |
|
|
|
FNMA POOL # 796232 |
|
5.5% DTD 11/1/04 DUE 11/1/2034 |
|
406,354 |
|
|
|
402,764 |
|
|
|
FNMA POOL # 804313 |
|
5.5% DTD 11/1/04 DUE 11/1/34 |
|
1,272,451 |
|
|
|
1,261,210 |
|
|
|
FNMA POOL # 808196 |
|
5.5% DTD 3/1/05 DUE 4/1/35 |
|
2,259,086 |
|
|
|
2,239,128 |
|
|
|
FNMA POOL # 814710 |
|
5.5% DTD 03/01/05 DUE 04/01/35 |
|
430,710 |
|
|
|
426,582 |
|
|
|
FNMA POOL #357669 |
|
5.5% DTD 12/01/04 DUE 12/1/34 |
|
1,221,116 |
|
|
|
1,210,328 |
|
|
|
FNMA POOL #357748 |
|
5.5% DTD 4/1/05 DUE 4/1/35 |
|
2,076,638 |
|
|
|
2,056,737 |
|
|
|
FNMA POOL #799132 |
|
5.5% DTD 04/01/05 DUE 05/01/35 |
|
45,380 |
|
|
|
44,945 |
|
|
|
FNMA POOL# 255458 |
|
5.5% DTD 10/1/04 DUE 11/1/34 |
|
173,084 |
|
|
|
171,555 |
|
|
|
FNMA POOL# 255554 |
|
5.50% DTD 12/01/04 DUE 1/01/35 |
|
757,450 |
|
|
|
750,758 |
|
|
|
FNMA POOL# 255580 |
|
5.5% DTD 1/1/05 DUE 2/1/35 |
|
1,393,994 |
|
|
|
1,381,679 |
|
|
|
FNMA POOL# 255631 |
|
5.5% DTD 2/01/05 DUE 3/01/35 |
|
5,854,035 |
|
|
|
5,797,934 |
|
|
|
FNMA POOL# 255671 |
|
5.5% DTD 3/01/05 DUE 4/01/35 |
|
70,223 |
|
|
|
69,550 |
|
|
|
FNMA POOL# 256022 |
|
5.5% DTD 11/1/05 DUE 11/1/35 |
|
99,697 |
|
|
|
98,742 |
|
|
|
FNMA POOL# 357687 |
|
5.5% DTD 01/01/05 DUE 01/01/35 |
|
624,140 |
|
|
|
618,626 |
|
|
|
FNMA POOL# 357747 |
|
5.5% DTD 4/1/05 DUE 3/1/05 |
|
681,644 |
|
|
|
675,112 |
|
|
|
FNMA POOL# 357755 |
|
5.5% DTD 04/01/05 DUE 03/01/35 |
|
462,734 |
|
|
|
458,299 |
|
|
|
FNMA POOL# 357797 |
|
5.5% DTD 6/1/05 DUE 6/1/35 |
|
8,880,858 |
|
|
|
8,795,750 |
|
|
|
FNMA POOL# 606734 |
|
5.898% DTD 9/1/01 DUE 10/1/31 |
|
136,011 |
|
|
|
138,791 |
|
|
|
FNMA POOL# 649592 |
|
7.5% DTD 6/1/02 DUE 6/1/32 |
|
81,606 |
|
|
|
85,483 |
|
|
|
FNMA POOL# 653361 |
|
7.5% DTD 8/1/02 DUE 8/1/32 |
|
46,844 |
|
|
|
49,069 |
|
|
|
FNMA POOL# 659956 |
|
7.5% DTD 8/1/02 DUE 9/1/32 |
|
267,855 |
|
|
|
280,581 |
|
|
|
FNMA POOL# 661277 |
|
7.5% DTD 8/1/02 DUE 9/1/32 |
|
984,043 |
|
|
|
1,030,796 |
|
|
|
FNMA POOL# 661281 |
|
7.5% DTD 8/1/02 DUE 9/1/32 |
|
70,379 |
|
|
|
73,723 |
|
|
|
FNMA POOL# 661951 |
|
7.5% DTD 9/1/02 DUE 10/1/32 |
|
514,873 |
|
|
|
539,336 |
|
|
|
FNMA POOL# 663263 |
|
7.5% DTD 9/1/02 DUE 9/1/32 |
|
56,656 |
|
|
|
59,348 |
|
|
|
FNMA POOL# 664890 |
|
7.5% DTD 10/1/02 DUE 10/1/32 |
|
1,367,285 |
|
|
|
1,432,247 |
|
|
|
FNMA POOL# 666478 |
|
7.5% DTD 10/1/02 DUE 10/1/32 |
|
86,358 |
|
|
|
90,461 |
|
|
|
FNMA POOL# 709060 |
|
5% DTD 6/1/03 DUE 6/1/18 |
|
165,371 |
|
|
|
163,840 |
|
|
|
FNMA POOL# 721134 |
|
5.5% DTD 09/01/04 DUE 10/01/34 |
|
210,292 |
|
|
|
208,434 |
|
|
|
FNMA POOL# 725948 |
|
5.5% DD 10/1/04 DUE 10/1/34 |
|
186,407 |
|
|
|
184,760 |
|
|
|
FNMA POOL# 735227 |
|
5.5% DTD 1/1/05 DUE 2/1/35 |
|
2,198,967 |
|
|
|
2,179,540 |
|
|
|
FNMA POOL# 735480 |
|
5.5% DTD 4/01/05 DUE 4/01/35 |
|
305,182 |
|
|
|
302,257 |
|
|
|
FNMA POOL# 735754 |
|
*ADJ* DTD 7/1/05 DUE 7/1/35 |
|
1,919,880 |
|
|
|
1,895,916 |
|
|
|
FNMA POOL# 735773 |
|
*ADJ* DTD 7/1/05 DUE 7/1/35 |
|
13,135,108 |
|
|
|
13,020,658 |
|
|
|
FNMA POOL# 769472 |
|
5.5% DTD 09/01/04 DUE 09/01/34 |
|
93,097 |
|
|
|
92,274 |
|
|
|
FNMA POOL# 781585 |
|
5.5% DTD 9/1/04 DUE 9/1/34 |
|
7,440,158 |
|
|
|
7,374,427 |
|
|
|
FNMA POOL# 781607 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
574,253 |
|
|
|
569,180 |
|
185
|
|
FNMA POOL# 781755 |
|
5.5% DTD 9/1/04 DUE 9/1/34 |
|
914,881 |
|
|
|
906,799 |
|
|
|
FNMA POOL# 781795 |
|
5.5% DTD 11/1/04 DUE 11/1/34 |
|
301,173 |
|
|
|
298,512 |
|
|
|
FNMA POOL# 783633 |
|
*ADJ* DTD 8/1/05 DUE 8/1/35 |
|
32,757,266 |
|
|
|
32,182,883 |
|
|
|
FNMA POOL# 783635 |
|
*ASJ* DTD 8/1/05 DUE 8/1/35 |
|
7,712,589 |
|
|
|
7,608,286 |
|
|
|
FNMA POOL# 784325 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
384,587 |
|
|
|
381,190 |
|
|
|
FNMA POOL# 785291 |
|
*ADJ* DTD 6/1/04 DUE 6/1/19 |
|
10,983,777 |
|
|
|
10,786,014 |
|
|
|
FNMA POOL# 789259 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
363,515 |
|
|
|
360,304 |
|
|
|
FNMA POOL# 789874 |
|
5.5% DTD 10/1/04 DUE 10/1/34 |
|
2,262,537 |
|
|
|
2,242,549 |
|
|
|
FNMA POOL# 791439 |
|
5.5% DTD 10/01/04 DUE 10/1/34 |
|
2,131,133 |
|
|
|
2,112,305 |
|
|
|
FNMA POOL# 791699 |
|
5.5% DTD 01/01/05 DUE 01/01/35 |
|
250,231 |
|
|
|
248,021 |
|
|
|
FNMA POOL# 793968 |
|
5.5% DTD 02/01/05 DUE 02/01/35 |
|
1,915,693 |
|
|
|
1,897,335 |
|
|
|
FNMA POOL# 793981 |
|
5.5% DTD 9/1/04 DUE 9/1/34 |
|
2,766,305 |
|
|
|
2,741,866 |
|
|
|
FNMA POOL# 794256 |
|
5.5% DTD 09/01/04 DUE 09/01/34 |
|
2,931,388 |
|
|
|
2,905,491 |
|
|
|
FNMA POOL# 794291 |
|
5.5% DTD 09/01/04 DUE 09/01/34 |
|
631,578 |
|
|
|
625,999 |
|
|
|
FNMA POOL# 794486 |
|
5.5% DTD 09/01/04 DUE 10/01/34 |
|
322,345 |
|
|
|
319,497 |
|
|
|
FNMA POOL# 794601 |
|
5.5% DTD 09/01/04 DUE 09/01/34 |
|
98,132 |
|
|
|
97,265 |
|
|
|
FNMA POOL# 794675 |
|
5.5% DTD 9/1/04 DUE 10/1/34 |
|
154,841 |
|
|
|
153,473 |
|
|
|
FNMA POOL# 794734 |
|
5.5% DTD 09/01/04 DUE 10/01/34 |
|
289,774 |
|
|
|
287,214 |
|
|
|
FNMA POOL# 794994 |
|
5.5% DTD 9/1/04 DUE 10/1/34 |
|
558,635 |
|
|
|
553,700 |
|
|
|
FNMA POOL# 795047 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
577,556 |
|
|
|
572,453 |
|
|
|
FNMA POOL# 795664 |
|
5.5% DTD 2/01/05 DUE 2/01/35 |
|
234,804 |
|
|
|
232,554 |
|
|
|
FNMA POOL# 795678 |
|
5.5% DTD 1/01/05 DUE 1/01/35 |
|
414,566 |
|
|
|
410,903 |
|
|
|
FNMA POOL# 796119 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
287,072 |
|
|
|
284,536 |
|
|
|
FNMA POOL# 796161 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
2,078,904 |
|
|
|
2,060,538 |
|
|
|
FNMA POOL# 796199 |
|
5.5% DTD 11/1/04 DUE 11/1/34 |
|
563,310 |
|
|
|
558,333 |
|
|
|
FNMA POOL# 796288 |
|
5.5% DTD 12/01/04 DUE 12/01/34 |
|
128,626 |
|
|
|
127,489 |
|
|
|
FNMA POOL# 796738 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
449,775 |
|
|
|
445,801 |
|
|
|
FNMA POOL# 796799 |
|
5.5% DTD 02/01/05 DUE 02/01/35 |
|
276,697 |
|
|
|
274,045 |
|
|
|
FNMA POOL# 797444 |
|
5.5% DTD 1/1/05 DUE 1/1/35 |
|
844,030 |
|
|
|
836,573 |
|
|
|
FNMA POOL# 797448 |
|
5.5% DTD 1/1/05 DUE 1/1/35 |
|
418,218 |
|
|
|
414,523 |
|
|
|
FNMA POOL# 797471 |
|
5.5% DTD 01/01/05 DUE 02/01/35 |
|
320,747 |
|
|
|
317,674 |
|
|
|
FNMA POOL# 797523 |
|
5.5% DTD 03/01/05 DUE 03/01/35 |
|
1,084,298 |
|
|
|
1,073,906 |
|
|
|
FNMA POOL# 7979443 |
|
5.5% DTD 1/1/05 DUE 1/1/35 |
|
1,835,945 |
|
|
|
1,819,725 |
|
|
|
FNMA POOL# 798016 |
|
5.5% DTD 12/1/04 DUE 1/1/35 |
|
880,079 |
|
|
|
872,304 |
|
|
|
FNMA POOL# 798062 |
|
5.5% DTD 02/01/05 DUE 02/01/35 |
|
934,732 |
|
|
|
926,475 |
|
|
|
FNMA POOL# 798449 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
372,883 |
|
|
|
369,589 |
|
|
|
FNMA POOL# 798728 |
|
5.5% DTD 11/1/04 DUE 11/1/34 |
|
370,499 |
|
|
|
367,226 |
|
|
|
FNMA POOL# 798730 |
|
5.5% DTD 11/01/04 DUE 11/1/34 |
|
634,362 |
|
|
|
628,757 |
|
|
|
FNMA POOL# 798735 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
650,366 |
|
|
|
644,620 |
|
|
|
FNMA POOL# 799062 |
|
5.5% DTD 3/01/05 DUE 3/01/35 |
|
232,656 |
|
|
|
230,426 |
|
|
|
FNMA POOL# 799557 |
|
5.5% DTD 10/01/04 DUE 11/01/34 |
|
407,966 |
|
|
|
404,362 |
|
|
|
FNMA POOL# 799592 |
|
5.5% DTD 10/1/04 DUE 11/1/34 |
|
363,603 |
|
|
|
360,391 |
|
|
|
FNMA POOL# 799624 |
|
5.5% DTD 10/01/04 DUE 11/1/34 |
|
2,143,073 |
|
|
|
2,124,140 |
|
|
|
FNMA POOL# 799754 |
|
5.5% DTD 10/1/04 DUE 11/1/34 |
|
2,282,579 |
|
|
|
2,262,413 |
|
|
|
FNMA POOL# 800152 |
|
5.5% DTD 11/01/04 DUE 12/01/34 |
|
92,993 |
|
|
|
92,172 |
|
|
|
FNMA POOL# 800171 |
|
5.0% DTD 11/1/04 DUE 12/1/34 |
|
7,409,645 |
|
|
|
7,424,809 |
|
|
|
FNMA POOL# 800182 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
528,758 |
|
|
|
524,087 |
|
|
|
FNMA POOL# 800329 |
|
5.5% DTD 11/01/04 DUE 12/01/34 |
|
729,034 |
|
|
|
722,593 |
|
|
|
FNMA POOL# 800463 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
1,110,705 |
|
|
|
1,100,893 |
|
|
|
FNMA POOL# 800817 |
|
5.5% DTD 10/1/04 DUE 10/1/34 |
|
554,708 |
|
|
|
549,807 |
|
|
|
FNMA POOL# 800998 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
272,937 |
|
|
|
270,526 |
|
|
|
FNMA POOL# 801031 |
|
5.5% DTD 11/1/04 DUE 11/1/34 |
|
2,836,439 |
|
|
|
2,811,381 |
|
|
|
FNMA POOL# 801048 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
217,426 |
|
|
|
215,505 |
|
|
|
FNMA POOL# 801052 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
178,338 |
|
|
|
176,762 |
|
|
|
FNMA POOL# 801096 |
|
5.5% DTD 11/1/04 DUE 11/1/34 |
|
159,428 |
|
|
|
158,019 |
|
|
|
FNMA POOL# 801228 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
358,371 |
|
|
|
355,205 |
|
|
|
FNMA POOL# 801313 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
573,178 |
|
|
|
568,114 |
|
|
|
FNMA POOL# 801319 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
825,918 |
|
|
|
818,621 |
|
|
|
FNMA POOL# 801351 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
420,290 |
|
|
|
416,577 |
|
|
|
FNMA POOL# 801448 |
|
5.5% DTD 11/01/04 DUE 11/1/34 |
|
2,658,299 |
|
|
|
2,634,815 |
|
|
|
FNMA POOL# 801451 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
492,854 |
|
|
|
488,500 |
|
|
|
FNMA POOL# 801479 |
|
5.5% DTD 11/1/04 DUE 11/1/34 |
|
2,610,781 |
|
|
|
2,587,716 |
|
|
|
FNMA POOL# 801498 |
|
5.5% DTD 11/1/04 DUE 11/1/34 |
|
2,559,991 |
|
|
|
2,537,375 |
|
|
|
FNMA POOL# 801679 |
|
5.5% DTD 11/01/04 DUE 11/1/34 |
|
245,946 |
|
|
|
244,143 |
|
|
|
FNMA POOL# 801691 |
|
5.5% DTD 12/1/04 DUE 11/1/34 |
|
777,295 |
|
|
|
770,428 |
|
|
|
FNMA POOL# 801715 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
286,636 |
|
|
|
284,103 |
|
|
|
FNMA POOL# 801716 |
|
5.5% DTD 10/1/04 DUE 10/1/34 |
|
1,427,756 |
|
|
|
1,415,143 |
|
|
|
FNMA POOL# 801887 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
317,654 |
|
|
|
314,848 |
|
|
|
FNMA POOL# 801986 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
437,005 |
|
|
|
433,144 |
|
|
|
FNMA POOL# 802073 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
526,352 |
|
|
|
521,702 |
|
|
|
FNMA POOL# 802074 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
561,814 |
|
|
|
556,850 |
|
|
|
FNMA POOL# 802100 |
|
5.5% DTD 10/01/04 DUE 10/01/34 |
|
549,975 |
|
|
|
545,117 |
|
|
|
FNMA POOL# 802126 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
679,536 |
|
|
|
673,532 |
|
186
|
|
FNMA POOL# 802372 |
|
5.5% DTD 12/01/04 DUE 12/01/34 |
|
260,695 |
|
|
|
258,392 |
|
|
|
FNMA POOL# 802490 |
|
5.5% DTD 11/1/04 DUE 11/1/34 |
|
8,876,864 |
|
|
|
8,798,441 |
|
|
|
FNMA POOL# 802499 |
|
5.5% DTD 11/1/04 DUE 11/1/34 |
|
1,001,981 |
|
|
|
993,129 |
|
|
|
FNMA POOL# 802558 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
495,653 |
|
|
|
491,274 |
|
|
|
FNMA POOL# 802628 |
|
5.5% DTD 4/01/05 DUE 4/01/35 |
|
61,653 |
|
|
|
61,201 |
|
|
|
FNMA POOL# 802770 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
165,889 |
|
|
|
164,423 |
|
|
|
FNMA POOL# 802921 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
381,490 |
|
|
|
378,119 |
|
|
|
FNMA POOL# 803355 |
|
5.5% DTD02/01/05 DUE03/01/35 |
|
173,605 |
|
|
|
171,941 |
|
|
|
FNMA POOL# 803963 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
415,212 |
|
|
|
411,544 |
|
|
|
FNMA POOL# 803969 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
81,668 |
|
|
|
80,946 |
|
|
|
FNMA POOL# 804185 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
177,491 |
|
|
|
175,923 |
|
|
|
FNMA POOL# 804295 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
609,526 |
|
|
|
604,141 |
|
|
|
FNMA POOL# 804686 |
|
5.5% DTD 12/01/04 DUE 01/01/35 |
|
1,617,876 |
|
|
|
1,603,583 |
|
|
|
FNMA POOL# 804837 |
|
5.5% DTD 12/01/04 DUE 01/01/35 |
|
392,170 |
|
|
|
388,705 |
|
|
|
FNMA POOL# 804881 |
|
5.5% DTD 12/01/04 DUE 01/01/35 |
|
58,397 |
|
|
|
57,837 |
|
|
|
FNMA POOL# 805512 |
|
5.5% DTD 02/01/05 DUE 02/01/35 |
|
1,846,919 |
|
|
|
1,829,219 |
|
|
|
FNMA POOL# 805590 |
|
5.5% DTD 12/01/04 DUE 11/01/34 |
|
1,572,809 |
|
|
|
1,558,914 |
|
|
|
FNMA POOL# 805713 |
|
5.5% DTD 1/01/05 DUE 11/01/34 |
|
836,290 |
|
|
|
828,901 |
|
|
|
FNMA POOL# 805721 |
|
5.5% DTD 1/1/05 DUE 12/1/34 |
|
684,581 |
|
|
|
678,533 |
|
|
|
FNMA POOL# 805722 |
|
5.5% DTD 01/01/05 DUE 12/01/34 |
|
87,626 |
|
|
|
86,852 |
|
|
|
FNMA POOL# 805723 |
|
5.5% DTD 01/01/05 DUE 12/01/34 |
|
738,626 |
|
|
|
732,101 |
|
|
|
FNMA POOL# 805913 |
|
5.5% DTD 01/01/05 DUE 01/01/35 |
|
58,890 |
|
|
|
58,325 |
|
|
|
FNMA POOL# 805926 |
|
5.5% DTD 11/01/04 DUE 11/01/34 |
|
746,779 |
|
|
|
740,181 |
|
|
|
FNMA POOL# 805947 |
|
5.5% DTD 11/01/04 DUE 12/01/34 |
|
172,364 |
|
|
|
170,841 |
|
|
|
FNMA POOL# 806693 |
|
5.5% DTD 12/01/04 DUE 12/01/34 |
|
203,128 |
|
|
|
201,334 |
|
|
|
FNMA POOL# 807694 |
|
5.5% DTD 1/1/05 DUE 1/1/35 |
|
484,825 |
|
|
|
480,179 |
|
|
|
FNMA POOL# 807800 |
|
5.5% DTD 03/01/05 DUE 03/01/35 |
|
1,525,199 |
|
|
|
1,511,724 |
|
|
|
FNMA POOL# 807913 |
|
5.5% DTD 03/01/05 DUE 03/01/35 |
|
999,819 |
|
|
|
990,237 |
|
|
|
FNMA POOL# 807967 |
|
5.5% DTD 1/1/05 DUE 1/01/35 |
|
1,249,262 |
|
|
|
1,238,225 |
|
|
|
FNMA POOL# 808018 |
|
5.5% DTD 1/1/05 DUE 1/1/35 |
|
5,197,670 |
|
|
|
5,151,751 |
|
|
|
FNMA POOL# 808182 |
|
5.5% DTD 3/01/05 DUE 3/01/35 |
|
1,253,372 |
|
|
|
1,242,299 |
|
|
|
FNMA POOL# 808248 |
|
5.5% DTD 3/1/05 DUE 3/1/35 |
|
3,578,456 |
|
|
|
3,544,162 |
|
|
|
FNMA POOL# 808249 |
|
5.5% DTD 3/1/05 DUE 3/1/35 |
|
2,331,338 |
|
|
|
2,308,996 |
|
|
|
FNMA POOL# 810075 |
|
5.5% DTD 2/1/05 DUE 3/1/35 |
|
282,304 |
|
|
|
279,598 |
|
|
|
FNMA POOL# 810419 |
|
5.5% DTD 02/01/05 DUE 02/01/35 |
|
281,911 |
|
|
|
279,420 |
|
|
|
FNMA POOL# 812116 |
|
5.5% DTD 02/01/05 DUE 02/01/35 |
|
6,278,566 |
|
|
|
6,223,098 |
|
|
|
FNMA POOL# 812749 |
|
5.5% DTD 02/01/05 DUE 02/01/35 |
|
10,277,686 |
|
|
|
10,179,192 |
|
|
|
FNMA POOL# 813026 |
|
5.5% DTD 03/01/05 DUE 03/01/35 |
|
1,766,567 |
|
|
|
1,749,638 |
|
|
|
FNMA POOL# 813148 |
|
5.5% DTD 02/01/05 DUE 02/01/35 |
|
272,480 |
|
|
|
269,869 |
|
|
|
FNMA POOL# 814537 |
|
5.5% DTD 3/1/05 DUE 4/1/35 |
|
6,878,733 |
|
|
|
6,812,812 |
|
|
|
FNMA POOL# 814722 |
|
5.5% DTD 03/01/05 DUE 04/01/35 |
|
573,261 |
|
|
|
567,768 |
|
|
|
FNMA POOL# 814911 |
|
5.5% DTD 04/01/05 DUE 02/01/35 |
|
301,603 |
|
|
|
298,939 |
|
|
|
FNMA POOL# 815129 |
|
5.5% DTD 04/01/05 DUE 04/01/35 |
|
195,196 |
|
|
|
193,325 |
|
|
|
FNMA POOL# 815191 |
|
5.5% DTD 4/1/05 DUE 4/1/35 |
|
5,074,214 |
|
|
|
5,025,586 |
|
|
|
FNMA POOL# 815417 |
|
5.5% DTD 2/1/05 DUE 2/1/35 |
|
4,661,771 |
|
|
|
4,617,095 |
|
|
|
FNMA POOL# 815901 |
|
5.5% DTD 02/01/05 DUE 02/01/35 |
|
1,801,807 |
|
|
|
1,784,540 |
|
|
|
FNMA POOL# 819104 |
|
5.5% DTD 04/01/05 DUE 03/01/35 |
|
317,149 |
|
|
|
314,110 |
|
|
|
FNMA POOL# 819158 |
|
5.5% DTD 03/01/05 DUE 03/01/35 |
|
304,702 |
|
|
|
302,010 |
|
|
|
FNMA POOL# 819175 |
|
5.5% DTD 3/1/05 DUE 3/1/35 |
|
8,122,669 |
|
|
|
8,050,909 |
|
|
|
FNMA POOL# 821078 |
|
5.5% DTD 3/01/05 DUE 3/01/35 |
|
281,635 |
|
|
|
279,147 |
|
|
|
FNMA POOL# 821342 |
|
5.5% DTD 05/01/05 DUE 01/01/35 |
|
840,503 |
|
|
|
833,078 |
|
|
|
FNMA POOL# 821593 |
|
5.5% DTD 5/01/05 DUE 6/01/35 |
|
1,875,107 |
|
|
|
1,857,138 |
|
|
|
FNMA POOL# 821788 |
|
5.5% DTD 05/01/05 DUE 06/01/35 |
|
1,778,108 |
|
|
|
1,761,068 |
|
|
|
FNMA POOL# 823155 |
|
5.5% DTD 5/1/05 DUE 5/1/35 |
|
5,824,844 |
|
|
|
5,769,023 |
|
|
|
FNMA POOL# 829197 |
|
5.5% DTD 7/1/05 DUE 7/1/35 |
|
965,601 |
|
|
|
956,348 |
|
|
|
FNMA POOL# 835719 |
|
5.5% DTD 9/1/05 DUE 8/1/35 |
|
480,622 |
|
|
|
476,016 |
|
|
|
FNMA POOL# 838543 |
|
5.5% DTD 10/01/05 DUE 10/01/35 |
|
219,879 |
|
|
|
217,772 |
|
|
|
FNMA POOL# 841068 |
|
*ADJ* DTD 9/1/05 DUE 11/1/34 |
|
45,607,239 |
|
|
|
45,110,325 |
|
|
|
FNMA POOL# 844532 |
|
*FLT* DTD 11/1/05 DUE 11/1/35 |
|
3,188,123 |
|
|
|
3,186,923 |
|
|
|
FNMA POOL#357690 |
|
5.5% DTD 1/1/05 DUE 1/1/35 |
|
2,772,797 |
|
|
|
2,748,301 |
|
|
|
FNMA POOL#841035 |
|
*ADJ* DTD 11/01/05 DUE 11/1/35 |
|
3,999,643 |
|
|
|
3,949,969 |
|
|
|
FNR 2001-79 BA |
|
7% DTD 12/01/01 DUE 03/25/45 |
|
9,851,053 |
|
|
|
10,193,477 |
|
|
|
FNR 2002-60 F1 |
|
*FLT* DTD 8/25/02 DUE 6/25/32 |
|
701,637 |
|
|
|
702,482 |
|
|
|
FNR 2002-80 A1 |
|
6.5% DTD 10/1/02 DUE 11/25/42 |
|
4,572,716 |
|
|
|
4,682,750 |
|
|
|
FNR 2003-116 FA |
|
*FLT* DTD 10/25/03 DUE11/25/33 |
|
13,956,369 |
|
|
|
14,051,177 |
|
|
|
FNR 2003-18 A1 |
|
6.5% DTD 2/01/03 DUE 12/25/42 |
|
4,805,833 |
|
|
|
4,921,476 |
|
|
|
FNR 2003-7 A1 |
|
6.5% DTD 1/1/03 DUE 12/25/42 |
|
6,856,454 |
|
|
|
7,028,316 |
|
|
|
FNW 2004-W2 1A3F |
|
*FLT* DTD 2/25/04 DUE 2/25/44 |
|
4,977,271 |
|
|
|
4,962,004 |
|
|
|
FNW 2004-W6 3A2 |
|
*FLT* DTD 5/25/04 DUE 7/25/34 |
|
2,580,908 |
|
|
|
2,582,350 |
|
|
|
FORD MOTOR CREDIT |
|
6.50% DUE 02/15/06 |
|
922,000 |
|
|
|
917,686 |
|
|
|
FORD MOTOR CREDIT CO |
|
6.5% DTD 10/25/01 DUE 1/25/07 |
|
7,700,000 |
|
|
|
7,449,519 |
|
|
|
FREDDIE MAC |
|
DISCOUNT NOTE |
|
15,000,000 |
|
|
|
14,888,490 |
|
|
|
FSPC T-61 1A1 |
|
*FLT* DTD 6/01/04 DUE 7/25/44 |
|
16,758,371 |
|
|
|
17,007,634 |
|
187
|
|
GENL MOTORS ACCEPT CORP |
|
*FLT* DTD 8/20/04 DUE 3/20/07 |
|
5,900,000 |
|
|
|
5,572,869 |
|
|
|
GERMAN TREASURY BILL |
|
COMMERCIAL PAPER |
|
3,500,000 |
|
|
|
4,118,189 |
|
|
|
GE-WMC MORTGAGE SECURITIES LLC |
|
*FLT* DTD 12/19/05 DUE 1/25/36 |
|
4,300,000 |
|
|
|
4,292,608 |
|
|
|
GNMA POOL# 357994 |
|
7.5% DTD 9/1/93 DUE 9/15/23 |
|
20,730 |
|
|
|
21,947 |
|
|
|
GNMA POOL# 361507 |
|
7.5% DTD 11/1/93 DUE 11/15/23 |
|
4,683 |
|
|
|
4,958 |
|
|
|
GNMA POOL# 364752 |
|
7.5% DTD 11/1/93 DUE 11/15/23 |
|
2,741 |
|
|
|
2,901 |
|
|
|
GNMA POOL# 780957 |
|
6% DTD 1/1/9 DUE 1/15/19 |
|
706,764 |
|
|
|
723,545 |
|
|
|
GNR 2001-30 FD |
|
*FLT* DD 6/20/01 DUE 3/20/31 |
|
1,465,665 |
|
|
|
1,490,304 |
|
|
|
GOLDEN ST TOB SECURITIZATION |
|
5% DTD 01/29/03 DUE 06/01/21 |
|
910,000 |
|
|
|
918,108 |
|
|
|
GOLDMAN SACHS GROUP INC |
|
*FLT* DTD 7/23/04 DUE 7/23/09 |
|
5,000,000 |
|
|
|
5,026,345 |
|
|
|
GOLDMAN SACHS GROUP INC |
|
*FLT* DD 12/22/05 DUE 12/22/08 |
|
5,300,000 |
|
|
|
5,298,410 |
|
|
|
GOVT NATL MTG ASSN |
|
PL 341870 7.5% DUE 4/15/23 |
|
10,290 |
|
|
|
10,893 |
|
|
|
GPMF 2005-AR1 A2 |
|
*FLT* DTD 4/29/05 DUE 6/25/45 |
|
3,659,288 |
|
|
|
3,653,062 |
|
|
|
HARRAS OPERATING CO INC |
|
7.5% DTD 1/20/99 DUE 1/15/09 |
|
2,091,000 |
|
|
|
2,214,716 |
|
|
|
HBOS TREASURY SERV PLC |
|
COMMERCIAL PAPER |
|
28,300,000 |
|
|
|
28,178,565 |
|
|
|
HCA INC -MTN |
|
8.05% DTD 8/25/94 DUE 8/25/06 |
|
5,000,000 |
|
|
|
5,071,165 |
|
|
|
HCA-THE HEALTHCARE |
|
7.125 DTD 5/22/01 DUE6/1/06 |
|
1,000,000 |
|
|
|
1,008,200 |
|
|
|
HOME OWNERSHIP FUNDING CORP |
|
13.331% PREFERRED STOCK |
|
8,000 |
|
|
|
2,212,750 |
|
|
|
HSBC FINANCE CORP |
|
*FLT* DTD 9/15/05 DUE 9/15/08 |
|
900,000 |
|
|
|
900,674 |
|
|
|
HSBC FINANCE CORP -MTN |
|
*FLT* DTD 5/10/05 DUE 5/10/07 |
|
5,100,000 |
|
|
|
5,101,851 |
|
|
|
LEHMAN BROTHERS REPO |
|
REPURCHASE AGREEMENT |
|
39,000,000 |
|
|
|
39,000,000 |
|
|
|
MCI INC |
|
7.688% DTD 4/20/04 DUE 5/1/09 |
|
5,700,000 |
|
|
|
5,885,250 |
|
|
|
MGM MIRAGE INC |
|
7.25% DD 10/30/96 DUE 10/15/06 |
|
3,000,000 |
|
|
|
3,041,250 |
|
|
|
MIRAGE RESORTS INC. |
|
6.75% DTD 8/05/97 DUE 8/01/07 |
|
5,248,000 |
|
|
|
5,320,160 |
|
|
|
NAA 2004-R1 A2 |
|
7.5% DTD 1/1/04 DUE 3/25/34 |
|
12,792,500 |
|
|
|
13,285,683 |
|
|
|
NCHET2005-3 A2A |
|
*FLT* DTD 6/24/05DUE 7/25/35 |
|
2,069,033 |
|
|
|
2,068,687 |
|
|
|
PSEG POWER LLC |
|
6.875% DD 10/15/01 DUE 4/15/06 |
|
2,600,000 |
|
|
|
2,613,465 |
|
|
|
RABOBANK USA FINL CORP |
|
COMMERCIAL PAPER |
|
28,600,000 |
|
|
|
28,589,776 |
|
|
|
RAMP 2004-RS9 AI1 1MLIB+18 |
|
*FLT* DTD 9/29/04 DUE 12/25/23 |
|
52,967 |
|
|
|
52,959 |
|
|
|
REGAL 1999-1 A |
|
*FLT* DTD 7/1/99 DUE 9/29/31 |
|
1,968,540 |
|
|
|
1,960,433 |
|
|
|
REPUBLIC OF BRAZIL - NMB L |
|
*VAR* DTD 4/15/94 DUE 4/15/09 |
|
41,180 |
|
|
|
40,917 |
|
|
|
REPUBLIC OF ITALY |
|
3.8% DTD 4/3/96 DUE 3/27/2008 |
|
687,000,000 |
|
|
|
6,265,384 |
|
|
|
REPUBLIC OF ITALY |
|
0.375% DTD10/10/01 DUE10/10/06 |
|
1,140,000,000 |
|
|
|
9,682,196 |
|
|
|
REPUBLIC OF PANAMA |
|
9.625% DTD 2/8/01 DUE 2/8/11 |
|
2,550,000 |
|
|
|
2,977,125 |
|
|
|
RESONA BANK LTD-144A |
|
*VAR* DD 9/15/05 DUE PERPETUAL |
|
6,000,000 |
|
|
|
5,974,644 |
|
|
|
RMF 1997-1 B |
|
6.872% DTD 7/1/97 DUE 1/15/19 |
|
4,991,666 |
|
|
|
4,982,865 |
|
|
|
SACO 2004-1 A1 |
|
*FLT* DTD 6/30/04 DUE 2/25/28 |
|
183,445 |
|
|
|
183,463 |
|
|
|
SACO 2005-WM2 A2 |
|
*FLT* DTD 9/30/05 DUE 7/25/35 |
|
1,889,131 |
|
|
|
1,889,038 |
|
|
|
SAIL 2004-3 A5 |
|
*FLT* DTD 3/25/04 DUE 4/25/34 |
|
951,483 |
|
|
|
951,640 |
|
|
|
SASC 2001-9 5A1 |
|
7.5% DTD 6/1/01 DUE 7/25/16 |
|
41,934 |
|
|
|
41,738 |
|
|
|
SBAP 2005-20G 1 |
|
4.75% DTD 7/13/05 DUE 7/01/25 |
|
2,400,000 |
|
|
|
2,354,163 |
|
|
|
SBIC 2001-P10A 1 |
|
6.64% DTD 2/21/01 DUE 2/10/11 |
|
3,530,336 |
|
|
|
3,692,601 |
|
|
|
SMALL BUSINESS ADMIN - 95-B |
|
8.15% DTD 2/15/95 DUE 2/1/15 |
|
268,895 |
|
|
|
284,483 |
|
|
|
SMALL BUSINESS ADMIN -SINKALBE |
|
8.5% DTD 1/11/95 DUE 1/01/15 |
|
1,212,379 |
|
|
|
1,288,191 |
|
|
|
SOCIETE GEN NO AMER |
|
COMMERCIAL PAPER |
|
300,000 |
|
|
|
299,892 |
|
|
|
SOCIETE GEN NO AMERCIA |
|
COMMERCIAL PAPER |
|
28,300,000 |
|
|
|
28,182,638 |
|
|
|
SOCIETE GEN NO AMERICA |
|
COMMERCIAL PAPER |
|
3,000,000 |
|
|
|
2,982,190 |
|
|
|
SVENSKA HANDLSBAN S |
|
COMMERCIAL PAPER |
|
5,600,000 |
|
|
|
5,578,645 |
|
|
|
SVHE 2005-OPT3 A2 |
|
*FLT* DTD 9/30/05 DUE 11/25/35 |
|
2,133,634 |
|
|
|
2,133,634 |
|
|
|
TXU ENERGY CO LLC |
|
*FLT* DTD 4/14/05 DUE 1/17/06 |
|
1,900,000 |
|
|
|
1,899,922 |
|
|
|
UBS FINANCE |
|
COMMERCIAL PAPER |
|
2,500,000 |
|
|
|
2,491,729 |
|
|
|
UBS FINANCE (DELW) |
|
COMMERCIAL PAPER |
|
200,000 |
|
|
|
199,930 |
|
|
|
UBS FINANCE (DELW) |
|
COMMERCIAL PAPER |
|
28,500,000 |
|
|
|
28,489,811 |
|
|
|
UNITED AIRLINES-97 A |
|
*FLT* DTD 12/23/97 DUE 3/2/49 |
|
2,082,348 |
|
|
|
2,081,578 |
|
|
|
US TREASURY BILL |
|
|
|
75,000 |
|
|
|
74,400 |
|
|
|
US TREASURY BILL |
|
|
|
250,000 |
|
|
|
247,992 |
|
|
|
US TREASURY BILL |
|
|
|
250,000 |
|
|
|
248,352 |
|
|
|
US TREASURY BILL |
|
|
|
260,000 |
|
|
|
257,925 |
|
|
|
US TREASURY BILL |
|
|
|
330,000 |
|
|
|
327,370 |
|
|
|
US TREASURY BILL |
|
|
|
500,000 |
|
|
|
495,990 |
|
|
|
US TREASURY BILL |
|
|
|
560,000 |
|
|
|
556,309 |
|
|
|
US TREASURY BILL |
|
|
|
800,000 |
|
|
|
794,761 |
|
|
|
US TREASURY BILL |
|
|
|
840,000 |
|
|
|
833,235 |
|
|
|
US TREASURY BILL |
|
|
|
850,000 |
|
|
|
843,141 |
|
|
|
US TREASURY BILL |
|
|
|
1,220,000 |
|
|
|
1,210,265 |
|
|
|
US TREASURY BILL |
|
|
|
1,250,000 |
|
|
|
1,239,941 |
|
|
|
US TREASURY BILL |
|
|
|
2,000,000 |
|
|
|
1,983,958 |
|
|
|
VTB CAPTIAL (VNESHTORGBK)-144A |
|
*FLT* DTD 12/21/05 DUE 9/21/07 |
|
2,600,000 |
|
|
|
2,600,000 |
|
|
|
WAMU 2003-R1 A3 |
|
*FLT* DD 10/30/03 DUE 12/25/27 |
|
1,654,367 |
|
|
|
1,655,405 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Sub-Total: Fund 585/Mass Mutual Insurance 1 of 1 |
|
|
|
1,047,886,746 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
188
(a) |
|
(b) Identity of issue, borrower, lessor, or similar party |
|
(c) Description of investment including
maturity date, |
|
(d) Cost |
|
(e) Current |
|
||
|
|
|
|
|
|
|
|
(n/a) |
|
|
|
|
|
|
|
|
|
Par Value |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Commingled Fund-Managed by JPM |
|
JPMorgan Prive Mortgage Fund |
|
13,379,454 |
|
|
|
303,044,636 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Sub-Total: Fund 5734 / JPMorgan Private Mortgage Fund 1 of 1 |
|
303,044,636 |
|
|||||
|
|
|
|
|
|
|
|
|
|
||
|
|
|
Sub Total: Stable Value Fund-Investment Contracts (8 funds) |
|
6,526,432,443 |
|
|||||
|
|
|
|
Wrapper Value |
|
|
|
(121,525,135 |
) |
||
|
|
|
Other Assets / Liabilities - Net |
|
|
|
(691,649,862 |
) |
|||
|
|
|
|
TOTAL : Stable Value Fund-Investment Contracts (7 funds) |
|
5,713,257,446 |
|
189