UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

FORM 11-K

 

(Mark One)

 

x

ANNUAL REPORT PURSUANT TO SECTION 15 (d) OF THE SECURITIES EXCHANGE ACT OF 1934

 

 

For the fiscal year ended December 31, 2005

 

OR

 

o

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

Report of Independent Registered Public Accounting Firm

 

 

 

 

 

 

 

Financial Statements and Schedule

 

 

 

 

 

 

 

Financial Statements:

 

 

 

 

 

 

 

Statements of Net Assets Available for Benefits at December 31, 2005 and 2004

 

 

 

 

 

 

 

Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2005

 

 

 

 

 

 

 

Notes to Financial Statements

 

 

 

 

 

 

 

Supplemental Schedule*:

 

 

 

 

 

 

 

Schedule H, Line 4i - Schedule of Assets (Held at End of Year)

 

 

 

 

 

 

 

Exhibits

 

 

 

 

 

 

 

Exhibit 23 - Consent of Independent Registered Public Accounting Firm

 

 

 


*                    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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SIGNATURE

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.

 

IBM Savings Plan

 

 

 

 

 

 

Date: June 27, 2006

 

By:

 

/s/ Timothy S. Shaughnessy

 

 

 

 

Timothy S. Shaughnessy

 

 

 

 

Vice President and Controller

 

2




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 Plan’s 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 Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. This supplemental schedule is the responsibility of the Plan’s 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,

 

 

2005

 

2004

 

 

 

(Dollars in thousands)

 

Assets:

 

 

 

 

 

Investments, at fair value (Note 7)

 

$

28,421,430

 

$

27,045,734

 

Participant loans, at fair value

 

291,865

 

293,193

 

Total investments

 

28,713,295

 

27,338,927

 

 

 

 

 

 

 

Receivables:

 

 

 

 

 

Participant contributions

 

35,538

 

33,525

 

Employer contributions

 

10,914

 

10,559

 

Income, sales proceeds and other receivables

 

8,794

 

5,347

 

Total receivables

 

55,246

 

49,431

 

 

 

 

 

 

 

Total assets

 

28,768,541

 

27,388,358

 

 

 

 

 

 

 

Liabilities:

 

 

 

 

 

Payable for cash collateral

 

1,909,001

 

1,932,125

 

Accrued expenses and other liabilities

 

10,577

 

1,070

 

Total Liabilities

 

1,919,578

 

1,933,195

 

 

 

 

 

 

 

Net assets available for benefits

 

$

26,848,963

 

$

25,455,163

 

 

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,

 

 

 

2005

 

 

 

(Dollars in thousands)

 

Additions to net assets attributed to:

 

 

 

 

 

 

 

 Investment income:

 

 

 

Net appreciation in fair value of investments (Note 7)

 

$

756,087

 

Interest income from investments

 

354,877

 

Dividends

 

96,023

 

 

 

1,206,987

 

 

 

 

 

Contributions

 

 

 

Participants

 

1,204,249

 

Employer

 

331,621

 

 

 

1,535,870

 

 

 

 

 

 Transfers from other benefit plans, net

 

136,406

 

 

 

 

 

Total additions

 

2,879,263

 

 

 

 

 

Deductions from net assets attributed to:

 

 

 

 

 

 

 

Distributions to participants

 

1,462,965

 

 

 

 

 

Administrative expenses

 

22,498

 

 

 

 

 

Total deductions

 

1,485,463

 

 

 

 

 

Net increase in net assets during the year

 

1,393,800

 

 

 

 

 

Net assets available for benefits:

 

 

 

 

 

 

 

Beginning of year

 

                25,455,163

 

 

 

 

 

End of year

 

$

26,848,963

 

 

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 Plan’s provisions.

General

The Plan was established by resolution of IBM’s 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 participant’s 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
Eligibility at 12/31/07

 

2008 Automatic
Contribution

 

2008 IBM Matching
Contribution

Pension Credit Formula

 

4%

 

100% on 6% of eligible pay

Personal Pension Account

 

2%

 

100% on 6% of eligible pay

401(k) Pension Program

 

1%

 

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 participant’s 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 participant’s 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 participant’s account for each fund, due to new contributions, is equal to the amount of the participant’s 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 Plan’s 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 participant’s 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 participant’s 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

10




 

employee’s 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 participant’s account will be distributed to the participant’s beneficiary in a lump-sum payment. If the participant is married, the beneficiary must be the participant’s spouse, unless the participant’s 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 participant’s spouse, the participant’s 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 participant’s 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 participant’s 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 participant’s 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 participant’s 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 Plan’s 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 Plan’s 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 fund’s 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

13




 

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 & Poor’s 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 Poor’s 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 Plan’s 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
December 31,
2005

 

 

 

(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
Market
Prices

 

Contract
Value

 

Total

 

 

 

(Dollars in thousands)

 

At December 31, 2005

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Investments at Fair Value

 

 

 

 

 

 

 

Commingled Funds

 

$

14,207,603

 

 

$

14,207,603

 

Common Stock—non-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 Stock—non-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 Stock—non-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 Plan’s 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 Contract—Royal 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 Plan’s 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*
24,862,508 shares

 

 

 

$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
Managed by State Street Global Advisors

 

Small Cap Growth Index
SSBT Long-Term Corporate Bond*

 

 

 

281,933,146 231,162,969

 

 

 

 

 

 

 

 

 

 

Separately-Managed Funds—IBM

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

*

 

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 Fund—Investment 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 A—Small/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,
rate of interest, collateral, par, or maturity value

 

(d) Cost

 

(e) Current
value

 

 

 

 

 

 

 

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
VTG

 

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
BEN INT

 

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
BEN INT

 

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
BEN INT

 

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
BEN INT

 

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%
01 Nov 2014

 

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
ACCREDITED
INVS

 

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
CALLABLE
THRU 3/2/20

 

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
BEN INT

 

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
CALLABLE
THRU 03
MAR99)

 

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,
rate of interest, collateral, par, or maturity value

 

Shares

 

(d) Cost

 

(e) Current
value

 

 

 

 

 

 

 

 

 

 

(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,
rate of interest, collateral, par, or maturity value

 

(d) Cost

 

(e) Current
value

 

 

 

 

 

 

(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 D’EPAR 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
cash collateral from securities lending

 

 

 

$1,909,000,935

 

 

 

n / a—Cost 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
value

 

 

 

 

 

 

 

 

 

(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




 


(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

 

 

 

 

 

 

 

 

 

 

(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

 

 

 

 

 

 

 

 

 

 

 

 

 



(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

 

 

 

 

 

 

 

 

 

(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,
rate of interest, collateral, par, or maturity value

 

(d) Cost

 

(e) Current
value

 

 

 

 

 

 

 

(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,
rate of interest, collateral, par, or maturity value

 

(d) Cost

 

(e) Current
value

 

 

 

 

 

 

 

(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

 

 

 

GOV’T NAT’L 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,
rate of interest, collateral, par, or maturity value

 

         (d) Cost

 

(e) Current
Value

 

 

 

 

 

 

 

 

 

   (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