Credit Suisse Portfolio Fund (Lux) Unaudited Semi-Annual Report

Credit Suisse Portfolio Fund (Lux) 

Investment fund under Luxembourg law 

Unaudited Semi-Annual Report 

at 30.09.2010

Credit Suisse Portfolio Fund (Lux) • Unaudited Semi-Annual Report at 30.09.2010 

Table of Contents 

Management and Administration 3 

Consolidated Report 4 

Report by Subfund 

Credit Suisse Portfolio Fund (Lux) Balanced (Euro) 7 

Credit Suisse Portfolio Fund (Lux) Balanced (Sfr) 27 

Credit Suisse Portfolio Fund (Lux) Balanced (US$) 47 

Credit Suisse Portfolio Fund (Lux) Growth (Euro) 67 

Credit Suisse Portfolio Fund (Lux) Growth (Sfr) 87 

Credit Suisse Portfolio Fund (Lux) Growth (US$) 107 

Credit Suisse Portfolio Fund (Lux) Income (Euro) 127 

Credit Suisse Portfolio Fund (Lux) Income (Sfr) 148 

Credit Suisse Portfolio Fund (Lux) Income (US$) 170 

Credit Suisse Portfolio Fund (Lux) Reddito (Euro) 191 

Page 2


Management and Administration Page 3 

Management Company 

Credit Suisse Portfolio Fund Management Company (until 01.08.2010) 

5, rue Jean Monnet, L-2180 Luxembourg 

R.C.S. Luxembourg B 43 281 

Credit Suisse Fund Management Company (since 01.08.2010) 


R.C.S. Luxembourg B 72 925 

Board of Directors 

Raymond Melchers (until 10.05.2010) 

Credit Suisse Asset Management Fund Service (Luxembourg) S.A., Luxembourg 

Marnix van den Berge (since 10.05.2010) 

Director, Credit Suisse Asset Management Fund Service (Luxembourg) S.A., 

Luxembourg 

Luca Diener 

Managing Director, Credit Suisse AG, Zurich 

Germain Trichies 



Guy Reiter 



Mark Wallace 

Managing Director, Credit Suisse AG, Zurich 

Custodian Bank 

Credit Suisse (Luxembourg) S.A. 

56, Grand-Rue, L-1660 Luxembourg 

Cabinet de révision agréé 

KPMG Audit S.à r.l. 

9, Allée Scheffer, L-2520 Luxembourg 

Representative in Switzerland 

Credit Suisse Asset Management Funds AG 

Sihlcity – Kalandergasse 4, CH-8070 Zurich 

Paying Agent in Switzerland 

Credit Suisse AG 

Paradeplatz 8, CH-8001 Zurich 

Paying and Information Agent in Germany 

Deutsche Bank AG 

Junghofstrasse 5-9, D-60311 Frankfurt/Main 

Additional Information Agent in Germany 

Credit Suisse (Deutschland) AG 

Junghofstrasse 16, D-60311 Frankfurt/Main 

Paying Agent in Austria 

UniCredit Bank Austria AG 

Schottengasse 6-8, A-1010 Vienna 

Principal correspondent bank in France 

BNP PARIBAS Securities Services 

3, rue d’Antin, F-75002 Paris Cedex 08 

Paying Agent in the Principality of Liechtenstein 

LGT Bank in Liechtenstein Aktiengesellschaft 

Herrengasse 12, FL-9490 Vaduz 

Distribution Agents 



Credit Suisse Asset Management Fund Service (Luxembourg) S.A. 


Credit Suisse (Deutschland) AG 

Junghofstrasse 16, D-60311 Frankfurt/Main 

Credit Suisse Asset Management (France) S.A. 

25, avenue Kléber, F-75784 Paris Cedex 16 

Investment Advisers 



- Credit Suisse Portfolio Fund (Lux) Income (Euro) 

- Credit Suisse Portfolio Fund (Lux) Income (Sfr) 

- Credit Suisse Portfolio Fund (Lux) Income (US$) 

- Credit Suisse Portfolio Fund (Lux) Balanced (Euro) 

- Credit Suisse Portfolio Fund (Lux) Balanced (Sfr) 

- Credit Suisse Portfolio Fund (Lux) Balanced (US$) 

- Credit Suisse Portfolio Fund (Lux) Growth (Euro) 

- Credit Suisse Portfolio Fund (Lux) Growth (Sfr) 

- Credit Suisse Portfolio Fund (Lux) Growth (US$) 

Credit Suisse Asset Management Funds S.p.A. 

Societa Di Gestione Del Risparmio 

Via S. Margherita, 3, I-20121 Milano 

- Credit Suisse Portfolio Fund (Lux) Reddito (Euro) 

Central Administration 

Credit Suisse Asset Management Fund Service (Luxembourg) S.A. 


No subscription may be accepted on the basis of the financial reports. 

Subscriptions are accepted only on the basis of the current sales prospectus 

accompanied by the simplified prospectus, the latest annual report and the latest 

semi-annual report. 

The issue and redemption prices are published in Luxembourg at the registered 

office of the Management Company. The net asset value is also published daily 

on the Internet at www.credit-suisse.com and in different newspapers. 

Unitholders may obtain the sales prospectus, the simplified prospectus, the latest 

annual and semi-annual reports, the changes in the composition of the securities 

portfolio during the reporting period and copies of the Management Regulations 

free of charge from the registered office of the Management Company or the 

local representatives in the countries where the Fund is registered.


Consolidated Report 

Statement of Net Assets in CHF 

Assets 

30.09.2010 

Investments in securities at market value 5,427,000,399.08 

Cash at banks 89,043,513.25 

Receivable for securities sold 813,656.34 

Income receivable 37,599,758.12 

Other assets 12,906,808.88 

Liabilities 

5,567,364,135.67 

Due to banks 8,522,117.57 

Payable for securities purchased 68,923.95 

Provisions for accrued expenses 7,628,609.49 

Other liabilities 13,441,207.44 

29,660,858.45 

Net assets 5,537,703,277.22 

The notes are an integral part of the financial statements. 

Page 4


Consolidated Report 

Statement of Operations in CHF 

Income 

Page 5 

Interest on investments in securities (net) 42,204,776.95 

Dividends (net) 31,268,759.51 

Bank interest 75,727.32 

Other income 2,021,433.63 

Expenses 

75,570,697.41 

Management fee 39,149,493.29 

Custodian and safe custody fees 1,272,437.39 

Administration expenses 2,079,345.25 

Printing and publication expenses 366,345.15 

Interest and bank charges 2,057.26 

Audit, control, legal, representative bank and other expenses 520,634.58 

"Taxe d'abonnement" 1,347,591.12 

44,737,904.04 

Net income (loss) 30,832,793.37 

Realised gain (loss) 

Net realised gain (loss) on sales of investments 228,850,118.49 

Net realised gain (loss) on financial futures contracts 1,908,347.31 

Net realised gain (loss) on forward foreign exchange contracts 42,007,410.70 

Net realised gain (loss) on foreign exchange -3,743,721.03 

269,022,155.47 

Net realised gain (loss) 299,854,948.84 

Change in net unrealised appreciation (depreciation) 

Change in net unrealised appreciation (depreciation) on investments -338,330,570.49 

Change in net unrealised appreciation (depreciation) on financial futures contracts 14,809,114.90 

Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts -31,001,450.61 

-354,522,906.20 

Net increase (decrease) in net assets as a result of operations -54,667,957.36 

Subscriptions / Redemptions 

Subscriptions 525,193,369.52 

Redemptions -788,885,240.95 

-263,691,871.43 

Distribution -8,250,564.04 


For the period from 

01.04.2010 to 

30.09.2010


Consolidated Report Page 6 

Notes 

General 

Credit Suisse Portfolio Fund (Lux) ("the Fund") is a Luxembourg mutual 

investment Fund with subfunds ("umbrella Fund"). The fund is registered in 

Luxembourg as an undertaking for collective investment in transferable securities 

under Part I of the law of 20.12.2002. 

As of 30.09.2010 the Fund had 10 subfunds. 

Summary of significant accounting policies 

a) Computation of the net asset value of each subfund 

The net asset value of each subfund is determined each day on the basis of 

income/expenses accrued up to the same day, transactions in the investment 

portfolio until the preceding day and the valuation of net assets on the basis of 

the last available market price. 

The financial statements reflect the net asset values as calculated on 

30.09.2010 based on the market prices of the investments as of 30.09.2010. 

b) Valuation of investment securities of each subfund 

Securities which are listed on a stock exchange or which are regularly traded on 

such are valued at the last available price paid. If such a price is not available for a 

particular exchange session, but a closing mid-price (the mean of the listed 

closing bid and ask prices) or a closing bid price is available, then the closing midprice, 

or alternatively the closing bid price, may be taken as a basis for the 

valuation. 

If the security is traded on more than one stock exchange, valuation is made by 

reference to the exchange on which it is chiefly traded. 

In the case of securities for which trading on a stock exchange is not significant, 

but which are bought and sold on a secondary market with regulated trading 

among securities dealers (with the effect that the price is set on a market basis), 

the Management Company may decide to base the valuation on this secondary 

market. 

Securities traded on a regulated market are valued in the same way as securities 

listed on a stock exchange. 

Securities that are not listed on a stock exchange and are not traded on a 

regulated market are valued at their last available market price; if no such price is 

available, the Management Company shall value these securities in accordance 

with other criteria to be established by the Management Company and on the 

basis of the selling prices that can probably be achieved, which shall be estimated 

with due care and in good faith. 

If a valuation in accordance with the above rules is rendered impossible or 

incorrect owing to special or changed circumstances, the Management Company 

is entitled to use other generally recognized valuation principles in order to 

evaluate the subfund's assets. 

c) Net realised gain/loss on sales of investments of each subfund 

The realised gains or losses on the sales of securities are calculated on the basis 

of the average acquisition cost. 

d) Foreign exchange conversion 

The financial statements are kept in the reference currency of each subfund and 

the consolidated financial statements are kept in CHF. 

Cash at banks, other net assets and the value of portfolio securities in currencies 

other than reference currency of each subfund are converted into the reference 

currency at the foreign exchange rate prevailing on the date of valuation. 

Income and expenses in currencies other than reference currency of each 

subfund are converted into the reference currency at the foreign exchange rate 

applicable at the date they accrue to the subfund. 

Realised gains or losses on foreign currencies are accounted for in the statement 

of operations. 

The acquisition cost of securities in currencies other than the reference currency 

of each subfund is converted into the reference currency at the foreign exchange 

rate valid at the date of acquisition. 

e) Transactions on investments in securities of each subfund 

The transactions on investments in securities are booked on a trade date basis. 

f) Valuation of financial futures contracts of each subfund 

Unmatured financial futures contracts are valued at valuation date at market rates 

prevailing at this date and resulting unrealised gains or losses are posted to the 

statement of operations. 

g) Valuation of forward foreign exchange contracts of each subfund 

Unmatured forward foreign exchange contracts are valued at valuation date at 

forward exchange rates prevailing at this date and resulting unrealised gains or 

losses are posted to the statement of operations. 

h) Allocation of accrued expenses 

Accrued expenses which can be allocated directly to a subfund are charged to 

this subfund. Accrued expenses which cannot be allocated directly are divided 

among the subfunds in proportion to the net assets of each subfund. 

Management fee 

(see detail at subfund level) 

As remuneration for its services and reimbursement of its expenses, the 

Management Company is entitled to a management fee, payable at the end of 

each month and calculated on the basis of the average of the daily net asset 

value of each subfund during the relevant month. 

"Taxe d'abonnement" 

Under the prevailing laws and regulations, the Fund is subject in Luxembourg to a 

"Taxe d'abonnement" at the annual rate of 0.05%, payable quarterly and 

calculated on the basis of the net assets of each subfund at the end of each 

quarter. 

Total Expense Ratio (TER) 


The TER expresses the sum of all costs and commissions charged on an ongoing 

basis to the fund’s assets, taken retrospectively as a percentage of these assets. 

Portfolio Turnover Rate (PTR) 


The PTR is used as the indicator for the fund’s trading activities (excluding 

purchases and sales resulting from subscriptions and buybacks) and is expressed 

as a percentage of the average net assets of the fund during the preceding 

twelve-month period. The PTR is calculated following the SFA guideline. 

Changes in the composition of the securities portfolio 

Changes in the composition of the securities portfolio during the reporting period 

are available to unit holders free of charge at the registered office of the 

Management Company or the local representatives in the countries where the 

Fund is registered. 

Exchange Rates 

The consolidated financial statements are kept in CHF. For this purpose, the 

financial statements of the subfunds are converted into CHF at the foreign 

exchange rates as of 30.09.2010: 

- EUR 1.33375 

- USD 1.02358 

Fund performance 


The performance of the year Y is based on the net asset values as calculated on 

the first business day of the year Y respectively Y+1. Those net asset values 

reflect the market prices of the investments as of the last business day of the 

year Y-1 respectively Y. 

The YTD (year-To-Date) Performance includes the period from 01.01.2010 until 

30.09.2010. 

Historical performance is no indicator of current or future performance. 

The performance data given does not take into account commissions and costs 

incurred in the purchase or redemption of fund units.


Credit Suisse Portfolio Fund (Lux) Balanced (Euro) 

Technical Data and Notes 

Technical Data 

Valoren ISIN Management Fee Total Expense Ratio 

B - Capitalisation 

EUR 

951124 LU0091100973 1.50% 1.65% 

The Portfolio Turnover Rate was 21.63% for the period from 01.10.2009 to 30.09.2010. 

Fund Performance 

YTD Since Inception 

2009 

Page 7 

2008 2007 


EUR 

7.74% 

/ 

18.62% 

-22.04% -1.45% 

Notes 

Securities Lending 

As of 30.09.2010 the subfund participated in the "Securities Lending" - system for a global market value of EUR 86,409,113.02. 

Financial futures contracts 

Description Currency Quantity Engagement 

Valuation 

(in EUR) 

DJ EURO STOXX 50 INDEX FUTURE -10- 12/10 EUR 

48 1,326,522.31 -24,149.57 

EPRA EUROPE INDEX EUR -10- 12/10 EUR 

1 13,572.39 126.52 

FTSE 100 INDEX FUTURE -10- 12/10 GBP 

6 340,217.14 -739.61 

HANG SENG INDEX FUTURES -50- 10/10 HKD 

0 414,962.60 547.11 

SGX MSCI SINGAPORE INDEX -200- 10/10 SGD 

0 27,044.68 78.65 

SMI INDEX FUTURE -10- 12/10 CHF 

0 2,898.37 -46.94 

S&P 500 E-MINI INDEX FUTURE -50- 12/10 USD 

2 127,588.80 1,571.75 

NYFE INDICES CONTNUOUS COMMODITY INDEX 

FUTURES -500- 01/11 

USD 

41 11,029,000.00 670,027.60 

S&P 500 INDEX FUTURE -250- 12/10 USD 

2 637,944.01 8,169.01 

S&P/ASX 200 INDEX FUTURE -25- 12/10 AUD 

2 199,477.42 -2,165.90 

S&P/TSE CANADA 60 INDEX FUTURE -200- 12/10 CAD 

1 108,699.64 1,202.47 

TOPIX INDEX FUTURE -10000- 12/10 JPY 

6 51,948,069.47 -3,735.28 

Unrealised gain on financial futures contracts 

650,885.81 

Forward foreign exchange contracts 

Purchases Sales 

Maturity 

Valuation 

(in EUR) 

JPY 76,500,000 EUR -691,807 17.12.2010 

-20,131.80 

USD 22,750,000 EUR -17,566,211 17.12.2010 

-882,359.45 

EUR 1,419,393 CAD -1,900,000 17.12.2010 

63,917.05 

CHF 5,950,000 EUR -4,576,571 17.12.2010 

-109,127.80 

GBP 2,950,000 EUR -3,523,650 17.12.2010 

-117,549.53 

Unrealised loss on forward foreign exchange contracts 

-1,065,251.53



Statement of Net Assets in EUR and Fund Evolution 

Assets 

Investments in securities at market value 343,600,632.27 

Cash at banks 6,341,615.51 



Other assets 650,885.81 

Liabilities 

353,145,430.28 

Due to banks 4,282,018.96 


Provisions for accrued expenses 515,386.91 


Net assets 

Total net assets 

EUR 

30.09.2010 

5,871,094.58 

347,274,335.70 

Fund Evolution 30.09.2010 31.03.2010 31.03.2009 

347,274,335.70 402,664,412.77 321,854,498.48 

Net asset value per unit 


EUR 

129.61 127.12 

97.50 

Number of units outstanding at the end 

of the period 

at the beginning 

of the period 

Number of units 

issued 

Page 8 


redeemed 


EUR 

2,679,300.104 3,167,494.830 444,067.453 932,262.179 

The notes are an integral part of the financial statements.



Statement of Operations / Changes in Net Assets in EUR 

Page 9 

Net assets at the beginning of the period 402,664,412.77 

Income 




Other income 188,094.42 

Expenses 

5,586,428.37 


Custodian and safe custody fees 83,154.99 

Administration expenses 136,041.00 


Interest and bank charges 1.12 


"Taxe d'abonnement" 86,582.87 

3,067,315.42 




Net realised gain (loss) on financial futures contracts 215,969.92 


Net realised gain (loss) on foreign exchange -276,528.13 

30,871,798.00 




Change in net unrealised appreciation (depreciation) on financial futures contracts 769,045.29 


-27,063,362.06 

Net increase (decrease) in net assets as a result of operations 6,327,548.89 



01.04.2010 to 

30.09.2010 


Redemptions -119,442,478.84 

-61,717,625.96 

Net assets at the end of the period 347,274,335.70 




Breakdown by Country and Economic Sector of the Investments in Securities 

Statement of Investments in Securities and Other Net Assets 

Breakdown by Country 

USA 

Germany 

France 

Netherlands 


United Kingdom 

Japan 

Int. organisations 

Canada 

Switzerland 

Australia 

Finland 

Spain 

Italy 

Hong Kong 

Brazil 

Denmark 

South Korea 

PR China 

Sweden 

Taiwan 

Norway 

India 

Singapore 

Belgium 

South Africa 

Mexico 

Austria 

Russia 

Ireland 

Malaysia 

Cayman Islands 

Portugal 

Indonesia 

Bermuda 

Turkey 

Greece 

Thailand 

Poland 

Chile 

Panama 

Dutch Antilles 

Jersey 

Israel 

Colombia 

Argentina 

Czech Republic 

New Zealand 

Philippines 

Hungary 

Peru 

Cyprus 

Mauritius 

Isle of Man 

Guernsey 

Undefined 


Any differences in the percentage of Net Assets are the result of roundings. 

15.58 

15.12 

10.78 

9.36 

5.02 

4.67 

4.40 

4.05 

3.22 

3.08 

3.06 

2.87 

2.81 

2.01 

1.63 

1.08 

0.95 

0.92 

0.73 

0.71 

0.71 

0.62 

0.59 

0.57 

0.53 

0.48 

0.45 

0.39 

0.37 

0.31 

0.19 

0.17 

0.17 

0.13 

0.13 

0.12 

0.10 

0.10 

0.09 

0.08 

0.08 

0.08 

0.08 

0.05 

0.05 

0.05 

0.03 

0.03 

0.03 

0.03 

0.03 

0.02 

0.01 

0.01 

0.01 

0.00 

Liechtenstein 

Total 

Breakdown by Economic Sector 

Banks and other credit institutions 

Countries and central governments 

Investment trusts/funds 

Real estate 

Petroleum 

Supranational organisations 

Financial, investment and other div. companies 

Telecommunication 

Electrical appliances and components 

Pharmaceuticals, cosmetics and medical products 

Energy and water supply 

Chemicals 

Computer hardware and networking 

Insurance companies 

Vehicles 

Retailing, department stores 

Food and soft drinks 

Tobacco and alcoholic beverages 

Mining, coal and steel industry 

Building materials and building industry 

Mechanical engineering and industrial equipment 

Traffic and transportation 

Non-ferrous metals 

Cantons, federal states, provinces 

Mortgage and funding institutions (MBA, ABS) 

Precious metals and precious stones 

Textiles, garments and leather goods 

Electronics and semiconductors 

Aeronautic and astronautic industry 

Graphics publishing and printing media 

Internet, software and IT services 

Lodging and catering industry, leisure facilities 

Miscellaneous consumer goods 

Miscellaneous trading companies 

Miscellaneous services 

Public non profit institutions 

Biotechnology 

Rubber and tires 

Forestry, paper and forest products 

Photographic and optics 

Healthcare and social services 

Agriculture and fishery 

Packaging industries 

Environmental services and recycling 

Watch and clock industry, jewellery 

Various capital goods 

Total 

Page 10 

0.00 

98.94 

23.33 

17.86 

6.32 

4.53 

4.21 

4.04 

3.81 

3.56 

3.18 

3.05 

2.50 

1.70 

1.65 

1.65 

1.58 

1.42 

1.32 

1.30 

1.23 

1.02 

0.88 

0.87 

0.86 

0.80 

0.61 

0.58 

0.57 

0.50 

0.49 

0.48 

0.48 

0.42 

0.39 

0.28 

0.28 

0.27 

0.19 

0.17 

0.15 

0.14 

0.11 

0.06 

0.04 

0.02 

0.02 

0.02 

98.94






Description 

Quantity / 

Nominal 

Valuation % of net 

(in EUR) assets 

Securities listed on a stock exchange or other organised markets: Shares (and equity-type securities) 

Shares (and equity-type securities) 

GBP A & J MUCKLOW GROUP 960 3,112.28 0.00 

CHF ABB (reg. shares) 5,760 89,439.41 0.03 

USD ABBOTT LABORATORIES 5,056 193,475.98 0.06 

JPY ABC-MART 256 5,770.29 0.00 

USD ABERCROMBIE & FITCH -A- 301 8,670.16 0.00 

EUR ABERTIS INFRAESTRUCTURAS 6,170 84,338.46 0.02 

ZAR ABSA GROUP 2,886 40,610.48 0.01 

USD ACADIA REALTY TRUST 1,226 17,065.25 0.00 

USD ACCENTURE -A- 2,044 63,611.12 0.02 

EUR ACCIONA 553 34,290.07 0.01 

EUR ACCOR 2,817 75,466.48 0.02 

USD ACE 1,112 47,449.94 0.01 

TWD ACER 24,105 44,875.26 0.01 

EUR ACERINOX (reg. shares) 1,913 24,978.88 0.01 

JPY ACOM 435 4,820.78 0.00 

CHF ACTELION (reg. shares) 38 1,117.46 0.00 

EUR ACTIVIDADES DE CONSTRUCCION Y SERVICIOS 2,848 104,294.08 0.03 

USD ACTIVISION BLIZZARD 1,829 14,493.80 0.00 

CHF ADECCO (reg. shares) 244 9,410.18 0.00 

EUR ADIDAS 4,271 193,965.63 0.06 

GBP ADMIRAL GROUP 1,498 28,809.35 0.01 

USD ADOBE SYSTEMS 1,824 34,944.96 0.01 

USD ADVANCE AUTO PARTS 267 11,496.31 0.00 

USD ADVANCED MICRO DEVICES 1,627 8,475.22 0.00 

TWD ADVANCED SEMICONDUCTOR ENGINEERING 71,083 42,082.37 0.01 

JPY ADVANTEST 1,350 19,663.90 0.01 

EUR AEGON 31,790 139,719.11 0.04 

JPY AEON 5,319 41,789.41 0.01 

JPY AEON CREDIT SERVICE 740 5,835.24 0.00 

JPY AEON MALL 4,222 75,110.54 0.02 

EUR AEROPORTS DE PARIS 685 40,977.73 0.01 

USD AES 2,140 17,792.67 0.01 

USD AETNA 1,306 30,239.19 0.01 

EUR AFFINE 122 2,122.43 0.00 

USD AFLAC 1,500 56,816.60 0.02 

ZAR AFRICAN BANK INVESTMENTS 13,477 50,745.65 0.01 

USD AGCO 276 7,893.14 0.00 

EUR AGEAS 44,900 94,290.57 0.03 

GBP AGGREKO 1,943 35,205.72 0.01 

HKD AGILE PROPERTY HOLDINGS 54,630 45,360.32 0.01 

USD AGILENT TECHNOLOGIES 1,178 28,782.06 0.01 

AUD AGL ENERGY 3,513 40,287.77 0.01 

CAD AGNICO EAGLE MINES 1,572 82,111.81 0.02 

USD AGREE REALTY 278 5,135.44 0.00 

CAD AGRIUM 1,481 81,644.17 0.02 

EUR AIR FRANCE - KLM 2,441 27,463.84 0.01 

USD AIR PRODUCTS & CHEMICALS 4,834 293,258.70 0.08 

JPY AIR WATER 1,164 10,124.04 0.00 

USD AIRGAS 208 10,354.13 0.00 

JPY AISIN SEIKI 1,688 38,534.62 0.01 

JPY AJINOMOTO 5,820 41,690.22 0.01 

USD AKAMAI TECHNOLOGIES 608 22,353.61 0.01 

TRY AKBANK 18,894 84,676.25 0.02 

EUR AKZO NOBEL 4,699 212,632.83 0.06 

EUR ALCATEL-LUCENT 46,512 114,885.46 0.03 

USD ALCOA 3,394 30,105.21 0.01 

USD ALEXANDER`S INC 62 14,321.99 0.00 

USD ALEXANDRIA REAL ESTATE EQUITIES 1,580 81,029.85 0.02 

MXN ALFA -A- 7,103 40,381.79 0.01 

JPY ALFRESA HOLDINGS 384 11,989.64 0.00 

HKD ALIBABA.COM 32,658 49,796.05 0.01 

CAD ALIMENTATION COUCHE-TARD -B- 1,143 18,777.58 0.01 

BRL ALL AMERICA LATINA LOGISTICA 8,705 64,396.95 0.02 

JPY ALL NIPPON AIRWAYS 7,333 19,867.40 0.01 

USD ALLEGHENY ENERGY 547 9,824.65 0.00 

USD ALLEGHENY TECHNOLOGIES 254 8,627.43 0.00 

USD ALLERGAN 994 48,417.38 0.01 

SGD ALLGREEN PROPERTIES 30,137 19,803.53 0.01 

USD ALLIANCE DATA SYSTEMS 190 9,085.73 0.00 

USD ALLIANT ENERGY 293 7,790.41 0.00 

EUR ALLIANZ SE (reg. shares) 11,539 956,582.65 0.29 

CAD ALLIED PROPERTIES REAL ESTATE 

INVESTMENT TRUST 

1,199 19,432.09 0.01 

CHF ALLREAL HOLDING (reg. shares) 271 26,993.21 0.01 

USD ALLSTATE 1,636 37,818.03 0.01 

EUR ALPHA BANK 9,636 44,326.55 0.01 

USD ALPHA NATURAL RESOURCES 327 9,843.79 0.00 

EUR ALSTOM 4,253 159,160.43 0.05 

EUR ALSTRIA OFFICE REIT AG 1,050 10,694.99 0.00 

USD ALTERA 1,089 24,067.40 0.01 

USD ALTRIA GROUP 19,698 346,579.80 0.10 

AUD ALUMINA 18,940 24,314.48 0.01 

HKD ALUMINUM CORPORATION OF CHINA -H- 98,814 68,248.74 0.02 

JPY AMADA 3,143 15,761.66 0.00 

USD AMAZON.COM 1,156 132,957.42 0.04 



Description 

Quantity / 

Nominal 

Page 11 



USD AMB PROPERTY 5,816 112,768.70 0.03 

BRL AMBEV-CIA DE BEBIDAS DAS AMERICAS (pref. 

shares) 

1,369 121,373.89 0.03 

AUD AMCOR 9,486 43,797.85 0.01 

GBP AMEC 2,484 28,268.18 0.01 

USD AMEREN 903 18,784.60 0.01 

MXN AMERICA MOVIL -L- 137,884 270,568.51 0.08 

USD AMERICAN CAMPUS COMMUNITIES 2,134 47,583.02 0.01 

USD AMERICAN EAGLE OUTFITTERS 610 6,688.81 0.00 

USD AMERICAN ELECTRIC POWER 10,477 278,035.13 0.08 

USD AMERICAN EXPRESS 3,513 108,168.44 0.03 

USD AMERICAN INTERNATIONAL GROUP 324 9,286.03 0.00 

USD AMERICAN TOWER 1,299 48,760.09 0.01 

USD AMERICAN WATER WORKS 582 9,925.10 0.00 

USD AMERIPRISE FINANCIAL 921 31,928.09 0.01 

USD AMERISOURCEBERGEN 999 22,442.54 0.01 

USD AMETEK 297 10,398.75 0.00 

USD AMGEN 9,356 377,666.79 0.11 

MYR AMMB HOLDINGS 40,299 56,703.59 0.02 

KRW AMOREPACIFIC (new) 42 30,764.38 0.01 

AUD AMP 16,213 58,760.48 0.02 

USD AMPHENOL -A- 568 20,365.47 0.01 

USD ANADARKO PETROLEUM 4,514 188,628.48 0.05 

TRY ANADOLU EFES BIRACILIK VE MALT SANAYI 3,750 42,921.91 0.01 

USD ANALOG DEVICES 1,006 23,114.54 0.01 

GBP ANGLO AMERICAN 9,700 282,772.52 0.08 

ZAR ANGLO PLATINIUM 492 34,167.84 0.01 

ZAR ANGLOGOLD ASHANTI (reg. shares) 3,072 104,341.86 0.03 

EUR ANHEUSER BUSCH INBEV 18,475 797,193.72 0.24 

HKD ANHUI CONCH CEMENT -H- 8,963 29,810.14 0.01 

USD ANNALY CAPITAL MANAGEMENT 1,873 24,151.93 0.01 

GBP ANTOFAGASTA 2,926 41,743.68 0.01 

USD AON 772 22,126.20 0.01 

JPY AOZORA BANK 5,354 5,774.38 0.00 

USD APACHE 4,702 336,691.45 0.10 

USD APARTMENT INVESTMENT & MANAGEMENT -A- 3,680 57,628.02 0.02 

USD APOLLO GROUP -A- 518 19,497.27 0.01 

USD APPLE 5,419 1,126,385.35 0.33 

USD APPLIED MATERIALS 4,285 36,662.96 0.01 

CAD ARC ENERGY TRUST 1,249 18,326.88 0.01 

EUR ARCELORMITTAL (new) (reg. shares) 17,258 416,960.59 0.12 

ZAR ARCELORMITTAL SOUTH AFRICA 1,731 14,969.05 0.00 

USD ARCH CAPITAL GROUP 3,614 221,815.50 0.06 

USD ARCH COAL 543 10,616.38 0.00 

USD ARCHER-DANIELS MIDLAND 2,082 48,671.74 0.01 

AUD ARISTOCRAT LEISURE 3,454 8,646.46 0.00 

GBP ARM HOLDINGS 9,713 43,972.42 0.01 

USD ARROW ELECTRONICS 6,973 136,532.49 0.04 

CAD ARTIS REAL ESTATE INVESTMENT TRUST 2,055 20,295.84 0.01 

CHF ARYZTA 497 16,013.06 0.00 

JPY ASAHI BREWERIES 3,434 50,278.30 0.01 

JPY ASAHI GLASS 8,730 65,137.77 0.02 

JPY ASAHI KASEI 11,174 45,068.30 0.01 

SGD ASCENDAS REAL ESTATE INVESTMENT TRUST 82,262 100,322.74 0.03 

AUD ASCIANO 22,704 26,569.31 0.01 

USD ASHFORD HOSPITALITY TRUST 1,564 10,365.49 0.00 

TWD ASIA CEMENT 17,788 13,283.23 0.00 

JPY ASICS CORP 1,397 10,422.04 0.00 

HKD ASM PACIFIC TECHNOLOGY 1,550 10,117.91 0.00 

EUR ASML HOLDING 8,519 186,651.23 0.05 

ZAR ASPEN PHARMACARE 5,257 51,902.35 0.01 

PLN ASSECO POLAND 1,653 21,833.89 0.01 

EUR ASSICURAZIONI GENERALI 23,593 348,468.84 0.10 

GBP ASSOCIATED BRITISH FOODS 2,647 32,052.25 0.01 

USD ASSOCIATED ESTATES REALTY 1,033 10,575.69 0.00 

USD ASSURANT 2,491 74,250.44 0.02 

JPY ASTELLAS PHARMA 3,889 102,799.94 0.03 

GBP ASTRAZENECA 10,609 395,964.47 0.11 

TWD ASUSTEK COMPUTER 6,818 35,809.30 0.01 

AUD ASX 1,392 32,158.34 0.01 

CAD ATHABASCA OIL SANDS 1,744 12,890.74 0.00 

EUR ATLANTIA 9,786 148,744.64 0.04 

EUR ATOS ORIGIN 969 32,147.09 0.01 

USD AT&T 19,161 401,420.04 0.12 

TWD AU OPTRONICS 70,757 53,750.68 0.02 

NZD AUCKLAND INTERNATIONAL AIRPORT 6,303 6,961.82 0.00 

AUD AUSTRALIA & NEW ZEALAND BANKING GROUP 19,874 333,786.81 0.10 

USD AUTODESK 867 20,292.26 0.01 

EUR AUTOGRILL 2,233 20,543.36 0.01 

USD AUTOMATIC DATA PROCESSING 1,671 51,436.53 0.01 

USD AUTONATION 314 5,343.33 0.00 

GBP AUTONOMY CORPORATION 1,616 33,825.52 0.01 

USD AUTOZONE 92 15,361.26 0.00 

USD AVALONBAY COMMUNITIES 2,959 225,288.76 0.06 

USD AVERY DENNISON 277 7,519.44 0.00 

GBP AVIVA 20,569 94,707.08 0.03 

USD AVNET 482 9,530.09 0.00 

USD AVON PRODUCTS 1,509 35,502.27 0.01



Statement of Investments in Securities and Other Net Assets (Continued) 

Description 

Quantity / 

Nominal 



EUR AXA 34,701 445,046.50 0.13 

AUD AXA ASIA PACIFIC HOLDINGS 8,090 29,490.85 0.01 

MYR AXIATA GROUP BERHAD 37,554 39,029.55 0.01 

USD AXIS CAPITAL HOLDINGS 321 7,737.95 0.00 

PHP AYALA LAND 109,305 32,109.96 0.01 

EUR A2A 21,119 23,759.15 0.01 

GBP BABCOCK INTERNATIONAL GROUP 2,601 17,113.17 0.00 

EUR BABIS VOVOS (reg. shares) 859 2,062.05 0.00 

GBP BAE SYSTEMS 25,294 99,940.06 0.03 

USD BAJAJ AUTO GDR 6,449 154,517.77 0.04 

USD BAJAJ FINSERV GDR 3,224 28,085.78 0.01 

USD BAKER HUGHES 1,327 41,393.06 0.01 

GBP BALFOUR BEATTY 4,927 15,211.56 0.00 

USD BALL 369 15,916.59 0.00 

CHF BALOISE-HOLDING (reg. shares) 302 20,085.49 0.01 

EUR BANCA CARIGE 10,789 18,427.35 0.01 

EUR BANCA MONTE DEI PASCHI DI SIENA 42,479 43,158.22 0.01 

EUR BANCA POPOLARE DI MILANO 9,387 32,853.57 0.01 

EUR BANCO BILBAO VIZCAYA ARGENTARIA (reg. 

shares) 

78,920 781,703.95 0.24 

BRL BANCO BRADESCO (pref. shares) 13,589 199,286.88 0.06 

EUR BANCO COMERCIAL PORTUGUES (reg. shares) 55,206 35,276.84 0.01 

EUR BANCO DE SABADELL (reg. shares) 19,484 71,582.61 0.02 

EUR BANCO DE VALENCIA (reg. shares) 4,025 16,824.87 0.00 

BRL BANCO DO BRASIL 4,638 64,432.56 0.02 

EUR BANCO ESPIRITO SANTO (reg. shares) 11,412 38,742.69 0.01 

EUR BANCO POPOLARE 13,214 58,008.10 0.02 

EUR BANCO POPULAR ESPANOL (reg. shares) 18,217 84,709.75 0.02 

BRL BANCO SANTANDER BRASIL (units) 4,336 42,740.55 0.01 

EUR BANCO SANTANDER (reg. shares) 179,346 1,670,962.19 0.49 

USD BANCO SANTANDER-CHILE ADR 927 65,573.39 0.02 

USD BANCOLOMBIA ADR 1,591 76,479.60 0.02 

THB BANGKOK BANK PUBLIC (for. reg. shares) 20,794 81,048.76 0.02 

USD BANK OF AMERICA 32,365 310,801.96 0.09 

HKD BANK OF CHINA -H- 523,536 201,050.49 0.06 

HKD BANK OF COMMUNICATIONS -H- 87,163 69,001.18 0.02 

EUR BANK OF CYPRUS PUBLIC 15,494 57,329.24 0.02 

HKD BANK OF EAST ASIA 11,931 36,981.87 0.01 

USD BANK OF HAWAII 6,454 212,353.38 0.06 

EUR BANK OF IRELAND 76,050 47,158.49 0.01 

JPY BANK OF KYOTO 2,910 17,273.12 0.00 

CAD BANK OF MONTREAL 5,269 223,802.88 0.06 

USD BANK OF NEW YORK MELLON 3,992 76,400.26 0.02 

CAD BANK OF NOVA SCOTIA 9,642 378,117.59 0.11 

PHP BANK OF PHILIPPINE ISLAND 9,960 9,060.29 0.00 

EUR BANK OF PIRAEUS 6,446 23,400.12 0.01 

JPY BANK OF YOKOHAMA 10,941 37,414.03 0.01 

PLN BANK POLSKA KASA OPIEKI GRUPA PEKAO 1,321 57,153.83 0.02 

IDR BANK RAKYAT INDONESIA 98,198 80,593.22 0.02 

EUR BANKINTER (reg. shares) 6,739 34,347.11 0.01 

GBP BARCLAYS 84,089 290,793.77 0.08 

CAD BARRICK GOLD 9,255 314,235.57 0.09 

EUR BASF (reg. shares) 23,137 1,070,218.60 0.32 

USD BAXTER INTERNATIONAL 1,895 66,214.37 0.02 

EUR BAYER (reg. shares) 18,805 961,872.34 0.29 

USD BB&T 2,338 41,238.82 0.01 

ARS BBVA BANCO FRANCES 8,838 21,417.83 0.01 

CAD BCE 2,367 56,580.91 0.02 

USD BECKMAN COULTER 188 6,701.03 0.00 

USD BECTON DICKINSON 790 42,890.52 0.01 

USD BED BATH & BEYOND 862 27,397.19 0.01 

EUR BEFIMMO 670 41,558.13 0.01 

EUR BEIERSDORF 2,094 94,015.88 0.03 

HKD BEIJING ENTERPRISES HOLDINGS 11,147 58,060.01 0.02 

EUR BELGACOM 3,116 89,143.97 0.03 

AUD BENDIGO AND ADELAIDE BANK 2,798 18,157.95 0.01 

JPY BENESSE HOLDING 605 21,333.96 0.01 

EUR BENI STABILI 37,428 25,788.07 0.01 

MYR BERJAYA SPORTS TOTO 23,247 22,947.05 0.01 

USD BERKSHIRE HATHAWAY -B- 2,672 161,814.47 0.05 

USD BEST BUY 10,493 313,810.17 0.09 

GBP BG GROUP 24,865 321,025.63 0.09 

AUD BHP BILLITON 26,331 726,656.70 0.22 

GBP BHP BILLITON 16,241 379,618.91 0.11 

ZAR BIDVEST GROUP 3,758 58,080.94 0.02 

GBP BIG YELLOW GROUP 5,261 19,821.46 0.01 

AUD BILLABONG 1,679 9,488.50 0.00 

USD BIOGEN IDEC 821 33,731.35 0.01 

USD BIOMED REALTY TRUST 3,594 47,178.85 0.01 

EUR BIOMERIEUX 231 17,588.43 0.01 

USD BLACKROCK 136 16,943.92 0.00 

AUD BLUESCOPE STEEL 14,198 22,153.05 0.01 

USD BMC SOFTWARE 603 17,880.42 0.01 

BRL BM&F BOVESPA SA BOLSA DE VALORES, 

MERCADORIAS E FUTUROS 

24,031 147,020.55 0.04 

EUR BMW 10,747 552,808.10 0.17 

EUR BMW (pref. shares) 1,008 34,489.40 0.01 

EUR BNP PARIBAS 23,798 1,241,527.54 0.37 



Description 

Quantity / 

Nominal 

Page 12 



CAD BOARDWALK REAL ESTATE INVESTMENT 

TRUST 

1,535 51,529.64 0.01 

HKD BOC HONG KONG 29,054 67,438.77 0.02 

USD BOEING 5,120 249,539.06 0.07 

CAD BOMBARDIER -B- 13,548 48,854.74 0.01 

CAD BONAVISTA ENERGY TRUST 664 11,323.57 0.00 

AUD BORAL 5,849 19,124.90 0.01 

USD BORG WARNER 347 13,391.07 0.00 

USD BOSTON PROPERTIES 6,994 425,857.15 0.12 

USD BOSTON SCIENTIFIC 5,179 23,253.62 0.01 

EUR BOUYGUES 8,632 271,786.11 0.08 

GBP BP 138,208 682,463.48 0.21 

BRL BRADESPAR (pref. shares) 2,005 35,115.78 0.01 

AUD BRAMBLES 11,108 49,396.54 0.01 

USD BRANDYWINE REALTY TRUST 4,165 37,375.74 0.01 

BRL BRASIL TELECOM (pref. shares) 7,247 34,937.59 0.01 

BRL BRASKEM (pref. shares) 6,632 49,265.08 0.01 

USD BRE PROPERTIES -A- 1,984 60,310.99 0.02 

BRL BRF - BRAZIL FOODS 5,501 61,242.52 0.02 

JPY BRIDGESTONE 5,668 75,596.25 0.02 

EUR BRISA AUTO ESTRADAS DE PORTUGAL (reg. 

shares) 

3,480 16,458.61 0.00 

USD BRISTOL MYERS SQUIBB 5,594 111,080.15 0.03 

GBP BRITISH AIRWAYS 4,162 11,664.73 0.00 

GBP BRITISH AMERICAN TOBACCO 14,705 403,032.34 0.12 

MYR BRITISH AMERICAN TOBACCO (MALAYSIA) 997 11,470.12 0.00 

GBP BRITISH LAND 41,027 220,204.50 0.06 

GBP BRITISH SKY BROADCASTING GROUP 8,346 67,966.81 0.02 

USD BROADCOM -A- 1,537 39,832.66 0.01 

CAD BROOKFIELD ASSET MANAGEMENT -A- 4,863 100,912.02 0.03 

CAD BROOKFIELD PROPERTIES 14,611 167,656.73 0.05 

JPY BROTHER INDUSTRIES 2,107 19,044.93 0.01 

USD BROWN-FORMAN (nv) -B- 252 11,386.01 0.00 

GBP BT GROUP 56,689 91,607.69 0.03 

USD BUCYRUS INTERNATIONAL 227 11,555.78 0.00 

IDR BUMI RESOURCES 258,407 45,067.04 0.01 

USD BUNGE 460 19,924.10 0.01 

AUD BUNNINGS WAREHOUSE PROPERTY TRUST 17,020 22,271.17 0.01 

GBP BUNZL 2,363 20,701.14 0.01 

GBP BURBERRY GROUP 3,228 38,749.07 0.01 

EUR BUREAU VERITAS REGISTRE INTERNATIONAL 

DE CLASSIFICATION DE NAVIRES ET 

D'AERONEFS 

941 48,186.26 0.01 

HKD BYD COMPANY LTD -H- 6,106 35,920.96 0.01 

USD CA 1,395 21,575.08 0.01 

GBP CABLE & WIRELESS WORLDWIDE 19,970 16,953.97 0.00 

USD CABLEVISION SYSTEMS 731 14,021.10 0.00 

USD CABOT OIL & GAS 333 7,353.72 0.00 

CAD CAE 2,355 17,856.02 0.01 

EUR CA-IMMOBILIEN ANLAGEN 3,508 36,662.14 0.01 

GBP CAIRN ENERGY 10,275 53,799.94 0.02 

CAD CALLOWAY REAL ESTATE INVESTMENT TRUST 2,907 50,157.28 0.01 

USD CALPINE 1,165 10,622.28 0.00 

AUD CALTEX AUSTRALIA 1,179 10,024.12 0.00 

USD CAMDEN PROPERTY TRUST 2,112 74,219.95 0.02 

CAD CAMECO 3,700 75,559.31 0.02 

USD CAMERON INTERNATIONAL 833 26,208.28 0.01 

USD CAMPBELL SOUP 746 19,536.66 0.01 

CAD CANADIAN APARTMENT PROPERTIES REAL 

ESTATE INVESTMENT TRUST 

2,105 25,553.90 0.01 

CAD CANADIAN IMPERIAL BANK OF COMMERCE 3,655 194,839.81 0.06 

CAD CANADIAN NATIONAL RAILWAY 4,425 207,903.90 0.06 

CAD CANADIAN NATURAL RESOURCES 10,249 260,448.80 0.07 

CAD CANADIAN OIL SANDS TRUST 2,244 40,789.48 0.01 

CAD CANADIAN PACIFIC RAILWAY 1,589 71,304.31 0.02 

CAD CANADIAN REAL ESTATE INVESTMENT TRUST 2,123 47,369.67 0.01 

CAD CANADIAN TIRE (nv) -A- 736 30,114.34 0.01 

CAD CANADIAN UTILITIES (nv) 797 28,360.42 0.01 

JPY CANON 9,888 337,685.89 0.10 

JPY CANON MARKETING JAPAN 629 6,332.22 0.00 

EUR CAP GEMINI 2,952 108,642.08 0.03 

GBP CAPITA GROUP 4,610 41,824.34 0.01 

SGD CAPITACOMMERCIAL TRUST (units) 81,945 67,536.22 0.02 

GBP CAPITAL & COUNTIES PROPERTIES 24,589 37,237.86 0.01 

USD CAPITAL ONE FINANCIAL 1,505 43,595.10 0.01 

GBP CAPITAL SHOPPING CENTRES 27,984 118,772.75 0.03 

SGD CAPITALAND 141,219 319,282.18 0.09 

SGD CAPITAMALL TRUST 107,184 128,328.87 0.04 

SGD CAPITAMALLS ASIA 69,994 84,192.01 0.02 

USD CAPLEASE 1,856 7,601.23 0.00 

USD CARDINAL HEALTH 1,109 26,841.65 0.01 

USD CARE FUSION (when issued) 788 14,346.75 0.00 

USD CARMAX 634 12,932.14 0.00 

GBP CARNIVAL 1,283 37,043.25 0.01 

USD CARNIVAL (paired) 10,253 286,972.85 0.08 

EUR CARREFOUR 12,092 476,592.72 0.15 

EUR CASINO GUICHARD PERRACHON 1,118 75,064.20 0.02 

JPY CASIO COMPUTER 2,305 12,508.29 0.00 

SEK CASTELLUM 6,771 66,062.78 0.02




Description 

Quantity / 

Nominal 



TWD CATCHER TECHNOLOGY 9,038 15,256.56 0.00 

USD CATERPILLAR 2,016 116,213.41 0.03 

TWD CATHAY FINANCIAL HOLDING 64,090 71,752.39 0.02 

HKD CATHAY PACIFIC AIRWAYS 9,427 18,723.07 0.01 

USD CBL & ASSOCIATES PROPERTIES 4,301 41,141.46 0.01 

USD CBS -B- 1,966 22,837.18 0.01 

SGD CDL HOSPITALITY TRUST (stapled security) 27,406 32,507.13 0.01 

USD CEDAR SHOPPING CENTERS 1,998 8,896.42 0.00 

USD CELANESE -A- 609 14,322.16 0.00 

EUR CELESIO 1,472 23,493.40 0.01 

USD CELGENE 1,464 61,760.98 0.02 

MXN CEMEX SAB DE CV -CPO- 56,613 35,673.21 0.01 

CAD CENOVUS ENERGY 7,078 149,555.64 0.04 

USD CENTERPOINT ENERGY 1,441 16,597.87 0.00 

BRL CENTRAIS ELECTROBRAS BRASILEIRAS (pref. 

shares) -B- 

1,098 12,057.41 0.00 

JPY CENTRAL JAPAN RAILWAY 13 70,182.44 0.02 

GBP CENTRICA 37,820 141,222.33 0.04 

USD CENTURYLINK 5,809 167,896.70 0.05 

USD CEPHALON 239 10,942.19 0.00 

USD CERNER 242 14,889.67 0.00 

CZK CESKE ENERGETICKE ZAVODY 2,248 73,926.04 0.02 

BRL CESP CIA ENERGETICA DE SAO PAULO (pref. 

shares) -B- 

2,185 23,897.33 0.01 

USD CF INDUSTRIES HOLDINGS 216 15,105.53 0.00 

AUD CFS RETAIL PROPERTY 84,110 113,045.87 0.03 

CAD CGI (v) -A- 2,385 26,374.35 0.01 

USD C.H. ROBINSON WORLDWIDE 622 31,853.43 0.01 

HKD CHAMPION REAL ESTATE INVESTMENT TRUST 91,778 34,638.79 0.01 

TWD CHANG HWA COMMERCIAL BANK 54,598 26,754.44 0.01 

USD CHARLES RIVER LABORATORIES 

INTERNATIONAL 

149 3,608.11 0.00 

USD CHARLES SCHWAB 3,585 36,496.85 0.01 

AUD CHARTER HALL OFFICE 19,441 33,643.02 0.01 

AUD CHARTER HALL RETAIL 12,226 24,885.44 0.01 

CAD CHARTWELL SENIORS HOUSING REAL ESTATE 


3,891 24,979.62 0.01 

USD CHECK POINT SOFTWARE TECHNOLOGIES 6,358 172,001.68 0.05 

KRW CHEIL INDUSTRIES 820 52,591.44 0.02 

TWD CHENG SHIN RUBBER INDUSTRY 14,436 23,287.31 0.01 

USD CHESAPEAKE ENERGY 2,238 37,138.64 0.01 

HKD CHEUNG KONG HOLDINGS 10,926 121,240.71 0.03 

HKD CHEUNG KONG INFRASTRUCTURE HOLDINGS 3,556 10,333.18 0.00 

USD CHEVRON 15,152 899,556.69 0.27 

JPY CHIBA BANK 6,169 26,341.89 0.01 

USD CHICAGO BRIDGE & IRON (reg. shares) 9,395 168,251.81 0.05 

TWD CHIMEI INNOLUX 44,039 43,882.98 0.01 

HKD CHINA COAL ENERGY -H- 36,971 44,791.32 0.01 

HKD CHINA COMMUNICATIONS CONSTRUCTION -H- 72,710 50,630.94 0.01 

HKD CHINA CONSTRUCTION BANK -H- 405,004 259,855.64 0.07 

HKD CHINA COSCO -H- 55,513 45,936.53 0.01 

TWD CHINA DEVELOPMENT FINANCIAL HOLDING 94,516 20,077.30 0.01 

HKD CHINA EVERBRIGHT 25,768 44,930.86 0.01 

HKD CHINA LIFE INSURANCE -H- 76,631 221,616.21 0.06 

HKD CHINA MERCHANT BANK -H- 47,984 90,550.95 0.03 

HKD CHINA MERCHANT HOLDINGS INTERNATIONAL 19,614 52,188.62 0.02 

HKD CHINA MOBILE 51,312 384,657.60 0.11 

HKD CHINA NATIONAL BUILDING MATERIAL -H- 14,789 25,367.80 0.01 

HKD CHINA OVERSEAS LAND & INVESTMENT 216,376 335,232.77 0.10 

HKD CHINA PETROLEUM & CHEMICAL -H- 179,703 116,656.18 0.03 

HKD CHINA RAILWAY GROUP -H- 41,677 23,909.00 0.01 

HKD CHINA RESOURCES ENTERPRISE 22,855 75,800.22 0.02 

HKD CHINA RESOURCES LAND 102,890 153,195.42 0.04 

HKD CHINA RESOURCES POWER HOLDINGS 17,029 26,801.22 0.01 

HKD CHINA SHENHUA ENERGY COMPANY -H- 40,780 123,515.47 0.04 

HKD CHINA SHIPPING DEVELOPMENT -H- 38,092 38,385.32 0.01 

TWD CHINA STEEL 76,072 57,609.82 0.02 

HKD CHINA TELECOM -H- 185,977 74,753.69 0.02 

HKD CHINA TRAVEL INTERNATIONAL INVESTMENT 183,512 31,686.91 0.01 

HKD CHINA UNICOM (HONG KONG) 42,797 45,872.95 0.01 

TWD CHINATRUST FINANCIAL HOLDINGS 86,993 40,181.19 0.01 

JPY CHIYODA 1,397 8,364.58 0.00 

CHF CHOCOLADEFABRIKEN LINDT & SPRUENGLI 0 847.72 0.00 

EUR CHRISTIAN DIOR 1,297 124,335.56 0.04 

USD CHUBB 1,035 43,206.08 0.01 

JPY CHUBU ELECTRIC POWER 5,738 103,797.82 0.03 

JPY CHUGAI PHARMACEUTICAL 1,874 25,205.38 0.01 

JPY CHUGOKU BANK 1,630 14,502.28 0.00 

JPY CHUGOKU ELECTRIC POWER 2,584 37,315.45 0.01 

TWD CHUNGHWA TELECOM 33,372 54,771.74 0.02 

JPY CHUO MITSUI TRUST HOLDINGS INC 8,520 20,693.45 0.01 

USD CHURCH & DWIGHT 224 10,673.48 0.00 

CAD CI FINANCIAL 1,497 22,176.92 0.01 

USD CIA CERVECERIAS UNIDAS ADR 583 23,747.80 0.01 

BRL CIA DE CONCESSOES RODOVIARIAS 4,369 82,459.97 0.02 

USD CIA DE MINAS BUENAVENTURA ADR 1,524 50,424.31 0.01 

BRL CIA ENERGETICA DE MINAS GERAIS (pref. 

shares) 

4,216 50,035.98 0.01 

BRL CIA SIDERURGICA NACIONAL 10,565 133,973.24 0.04 

BRL CIA SOUZA CRUZ INDUSTRIA E COMERCIO 2,196 80,281.47 0.02 



Description 

Quantity / 

Nominal 

Page 13 



CHF CIE FINANCIERE RICHEMONT -A- 1,500 53,194.52 0.02 

EUR CIE GENERALE DE GEOPHYSIQUE VERITAS 2,751 44,290.52 0.01 

EUR CIE NATIONALE A PORTEFEUILLE 600 22,938.60 0.01 

BRL CIELO 2,465 15,697.11 0.00 

USD CIGNA 859 22,525.66 0.01 

USD CIMAREX ENERGY 239 11,587.23 0.00 

MYR CIMB GROUP HOLDINGS 39,358 76,298.43 0.02 

EUR CIMENTOS DE PORTUGAL (reg. shares) 4,840 22,852.38 0.01 

USD CINCINNATI FINANCIAL 423 8,939.08 0.00 

USD CINTAS 383 7,735.94 0.00 

USD CISCO SYSTEMS 29,209 468,558.30 0.13 

USD CIT GROUP 680 20,344.76 0.01 

HKD CITIC PACIFIC 25,691 42,905.33 0.01 

USD CITIGROUP 147,687 421,900.63 0.12 

JPY CITIZEN HOLDINGS 2,118 9,305.75 0.00 

USD CITRIX SYSTEMS 564 28,213.31 0.01 

SGD CITY DEVELOPMENTS 30,436 216,267.10 0.06 

EUR CITYCON OYJ 6,670 20,876.76 0.01 

KRW CJ CHEILJEDANG 151 23,398.27 0.01 

USD CLIFFS NATURAL RESOURCES 466 21,812.48 0.01 

USD CLOROX 413 20,178.31 0.01 

HKD CLP HOLDINGS 15,124 88,402.42 0.03 

GBP CLS HOLDINGS 943 5,709.11 0.00 

TWD CMC MAGNETICS 69,573 13,571.81 0.00 

USD CME GROUP -A- 223 42,542.18 0.01 

HKD CNOOC 171,301 243,091.77 0.07 

EUR CNP ASSURANCES 2,816 38,371.88 0.01 

USD COACH 1,038 32,670.37 0.01 

GBP COBHAM 8,689 23,168.72 0.01 

USD COCA-COLA 6,805 291,692.18 0.08 

AUD COCA-COLA AMATIL 4,412 37,485.95 0.01 

USD COCA-COLA ENTERPRISES 1,021 23,186.60 0.01 

MXN COCA-COLA FEMSA -L- 6,274 36,214.89 0.01 

EUR COCA-COLA HELLENIC BOTTLING 3,722 72,055.28 0.02 

JPY COCA-COLA WEST 547 6,753.71 0.00 

AUD COCHLEAR 441 21,995.12 0.01 

EUR COFINIMMO SICAFI 513 49,973.34 0.01 

USD COGDELL SPENCER 1,522 7,047.16 0.00 

USD COGNIZANT TECHNOLOGY SOLUTIONS 3,128 147,713.92 0.04 

USD COLGATE-PALMOLIVE 1,606 90,432.57 0.03 

EUR COLONIA REAL ESTATE 973 4,087.01 0.00 

USD COLONIAL PROPERTIES TRUST 2,160 25,619.49 0.01 

USD COMCAST -A- 6,885 91,177.07 0.03 

USD COMCAST -A- (special) 2,263 28,202.55 0.01 

USD COMERICA 486 13,221.29 0.00 

SGD COMFORTDELGRO CORPORATION 16,697 14,132.64 0.00 

CAD COMINAR REAL ESTATE INVESTMENT TRUST 2,024 31,325.71 0.01 

EUR COMMERZBANK 14,654 89,094.18 0.03 

USD COMMONWEALTH 2,238 41,972.22 0.01 

AUD COMMONWEALTH BANK OF AUSTRALIA 12,154 441,102.71 0.13 

AUD COMMONWEALTH PROPERTY OFFICE FUND 76,749 50,079.35 0.01 

TWD COMPAL ELECTRONICS 38,701 33,891.43 0.01 

GBP COMPASS GROUP 13,831 84,691.48 0.02 

USD COMPUTER SCIENCES 445 14,991.36 0.00 

AUD COMPUTERSHARE 3,439 23,778.19 0.01 

USD COMSTAR UNITED TELESYSTEMS GDR 6,799 32,124.16 0.01 

USD CONAGRA FOODS 1,509 24,244.11 0.01 

USD CONOCOPHILLIPS 4,558 191,728.29 0.06 

USD CONSOL ENERGY 789 21,370.01 0.01 

USD CONSOLIDATED EDISON 846 29,889.19 0.01 

USD CONSTELLATION BRANDS -A- 642 8,322.21 0.00 

USD CONSTELLATION ENERGY GROUP 560 13,230.93 0.00 

NZD CONTACT ENERGY 2,612 7,965.97 0.00 

EUR CONTINENTAL 962 54,828.83 0.02 

EUR CONWERT IMMOBILIEN INVEST 3,454 36,489.15 0.01 

USD COOPER INDUSTRIES -A- 578 20,701.00 0.01 

EUR CORIO 4,838 242,639.37 0.07 

USD CORNING 4,909 65,726.47 0.02 

USD CORPORATE OFFICE PROPERTIES TRUST 1,867 51,015.80 0.01 

USD CORRECTIONS CORPORATION OF AMERICA 3,453 62,423.41 0.02 

SGD COSCO 7,434 7,327.34 0.00 

HKD COSCO PACIFIC 38,778 42,736.06 0.01 

JPY COSMO OIL 4,539 8,676.87 0.00 

USD COSTCO WHOLESALE 1,428 67,465.22 0.02 

HKD COUNTRY GARDEN HOLDINGS 169,545 40,473.35 0.01 

USD COUSINS PROPERTIES 3,307 17,296.30 0.00 

USD COVANCE 163 5,583.66 0.00 

USD COVENTRY HEALTH CARE 383 6,033.74 0.00 

USD COVIDIEN 7,681 226,110.26 0.07 

USD CR BARD 303 18,102.18 0.01 

USD CREDICORP 683 57,017.53 0.02 

EUR CREDIT AGRICOLE 18,840 216,006.04 0.06 

JPY CREDIT SAISON 1,315 12,870.18 0.00 

USD CREE 279 11,103.86 0.00 

CAD CRESCENT POINT ENERGY CORP 1,878 50,837.13 0.01 

EUR CRH 19,395 233,513.32 0.07 

EUR CRITERIA CAIXA CORP 17,348 66,842.65 0.02 

CAD CROMBIE 1,073 9,829.90 0.00




Description 

Quantity / 

Nominal 



AUD CROWN 3,866 23,003.54 0.01 

USD CROWN CASTLE INTERNATIONAL 937 30,287.65 0.01 

USD CROWN HOLDINGS 386 8,110.46 0.00 

CHF CS GROUP (reg. shares) 2,008 63,222.97 0.02 

AUD CSL 4,519 105,918.39 0.03 

AUD CSR 12,146 15,505.54 0.00 

USD CSX 1,274 51,625.79 0.01 

USD CUMMINS 657 43,577.73 0.01 

USD CVS/CAREMARK 16,132 371,872.66 0.11 

BRL CYRELA BRAZIL REALTY 3,608 37,355.60 0.01 

GBP DAEJAN 147 4,401.52 0.00 

KRW DAELIM INDUSTRIAL 453 24,540.23 0.01 

KRW DAEWOO INTERNATIONAL 1,121 28,946.62 0.01 

KRW DAEWOO SECURITIES 2,079 33,594.70 0.01 

KRW DAEWOO SHIPBUILDING & MARINE 

ENGINEERING 

1,745 30,555.45 0.01 

JPY DAI NIPPON PRINTING 5,005 44,718.24 0.01 

JPY DAIBIRU 2,213 11,992.44 0.00 

JPY DAICEL CHEMICAL INDUSTRIES 2,444 12,044.75 0.00 

JPY DAIDO STEEL 2,211 7,872.66 0.00 

JPY DAIHATSU MOTOR 1,746 17,099.62 0.00 

JPY DAI-ICHI LIFE INSURANCE 69 61,415.35 0.02 

JPY DAIICHI SANKYO 5,828 86,772.75 0.02 

JPY DAIKIN INDUSTRIES 2,072 57,041.60 0.02 

EUR DAIMLER (reg. shares) 18,220 846,514.41 0.25 

JPY DAINIPPON SUMITOMO PHARMA CO. 1,513 9,273.90 0.00 

JPY DAITO TRUST CONSTRUCTION 663 29,028.02 0.01 

JPY DAIWA HOUSE INDUSTRY 3,957 29,147.43 0.01 

JPY DAIWA SECURITIES GROUP 14,666 43,335.37 0.01 

USD DANAHER 1,784 53,053.53 0.02 

EUR DANONE 11,787 517,132.90 0.16 

USD DARDEN RESTAURANTS 458 14,347.29 0.00 

EUR DASSAULT SYSTEMES 1,208 65,201.07 0.02 

HKD DATANG INTERNATIONAL POWER 

GENERATION -H- 

128,391 39,250.44 0.01 

USD DAVITA 386 19,502.29 0.01 

SGD DBS GROUP HOLDINGS 13,381 104,916.64 0.03 

USD DCT INDUSTRIAL TRUST 6,532 22,918.97 0.01 

USD DEAN FOODS 584 4,370.75 0.00 

USD DEERE & CO 1,414 72,283.49 0.02 

EUR DELHAIZE GROUP 2,060 109,599.96 0.03 

USD DELL 5,740 54,489.38 0.02 

USD DELTA AIR LINES 8,247 70,318.04 0.02 

TWD DELTA ELECTRONIC INDUSTRIAL 18,795 57,508.53 0.02 

EUR DELTA LLOYD 1,505 20,627.48 0.01 

JPY DENA 722 16,635.06 0.00 

USD DENBURY RESOURCES 1,106 12,871.69 0.00 

JPY DENKI KAGAKU KOGYO 4,539 14,288.98 0.00 

JPY DENSO 4,237 91,943.00 0.03 

USD DENTSPLY INTERNATIONAL 397 9,307.50 0.00 

JPY DENTSU 1,397 23,685.35 0.01 

GBP DERWENT LONDON 4,039 70,120.31 0.02 

EUR DEUTSCHE BANK (reg. shares) 16,137 647,801.09 0.20 

EUR DEUTSCHE BANK (rights) 05.10.2010 15,408 54,698.81 0.02 

EUR DEUTSCHE BOERSE (reg. shares) 3,963 193,976.02 0.06 

EUR DEUTSCHE EUROSHOP 1,726 44,874.92 0.01 

EUR DEUTSCHE LUFTHANSA (reg. shares) 21,870 294,922.28 0.08 

EUR DEUTSCHE POST (reg. shares) 17,076 227,190.81 0.07 

EUR DEUTSCHE POSTBANK 1,669 41,671.24 0.01 

EUR DEUTSCHE TELEKOM (reg. shares) 57,109 573,089.55 0.18 

EUR DEUTSCHE WOHNEN (reg. shares) 3,303 28,825.84 0.01 

USD DEVELOPERS DIVERSIFIED REALTY 7,745 63,653.67 0.02 

GBP DEVELOPMENT SECURITIES 4,516 12,002.51 0.00 

USD DEVON ENERGY 1,343 63,701.68 0.02 

USD DEVRY 171 6,153.74 0.00 

EUR DEXIA 10,505 33,951.08 0.01 

AUD DEXUS PROPERTY GROUP (stapled security) 223,968 135,815.49 0.04 

GBP DIAGEO 18,412 232,930.27 0.07 

USD DIAMOND OFFSHORE DRILLING 282 13,993.58 0.00 

USD DIAMONDROCK HOSPITALITY 4,925 34,233.13 0.01 

EUR DIC ASSET 1,118 8,179.37 0.00 

USD DICOVERY COMMUNICATIONS -A- 399 12,726.56 0.00 

USD DICOVERY COMMUNICATIONS -C- 424 11,859.97 0.00 

USD DIGITAL REALTY 2,731 123,422.93 0.04 

USD DIRECTV 2,911 88,776.69 0.03 

USD DISCOVER FINANCIAL SERVICES (when issued) 1,726 21,090.94 0.01 

USD DISH NETWORK -A- 621 8,710.71 0.00 

USD DOLBY LABORATORIES -A- 163 6,792.74 0.00 

USD DOLLAR GENERAL 293 6,277.92 0.00 

USD DOLLAR TREE 389 13,878.71 0.00 

USD DOMINION RESOURCES 1,943 62,128.59 0.02 

KRW DOOSAN HEAVY INDUSTRIES AND 

CONSTRUCTION 

619 33,747.18 0.01 

USD DOUGLAS EMMETT 2,866 36,761.88 0.01 

USD DOVER 643 24,598.85 0.01 

USD DOW CHEMICAL 10,156 204,282.74 0.06 

JPY DOWA HOLDINGS 2,217 9,662.59 0.00 

USD DR HORTON 954 7,770.44 0.00 

USD DR PEPPER SNAPPLE GROUP 902 23,468.95 0.01 



Description 

Quantity / 

Nominal 

Page 14 



USD DTE ENERGY 596 20,035.99 0.01 

USD DU PONT (E.I.) DE NEMOURS 6,764 221,059.89 0.06 

USD DUKE ENERGY HOLDING 4,299 55,771.12 0.02 

USD DUKE REALTY 8,610 73,098.33 0.02 

USD DUN & BRADSTREET 146 7,936.01 0.00 

CAD DUNDEE REAL ESTATE INVESTMENT TRUST 

Series -A- 

1,294 25,955.05 0.01 

USD DUPONT FABROS TECHNOLOGY 1,852 34,123.98 0.01 

JPY EAST JAPAN RAILWAY 2,968 131,163.44 0.04 

USD EASTGROUP PROPERTIES 824 22,549.05 0.01 

USD EASTMAN CHEMICAL 194 10,528.53 0.00 

USD EATON 5,255 317,528.79 0.09 

USD EATON VANCE 387 8,227.09 0.00 

USD EBAY 13,497 241,229.90 0.07 

EUR EBRO FOODS 2,341 34,345.11 0.01 

USD ECOLAB 786 29,214.34 0.01 

USD ECOPETROL ADR 3,238 99,016.87 0.03 

EUR EDENRED 2,817 40,938.13 0.01 

EUR EDF 5,291 167,415.49 0.05 

USD EDISON INTERNATIONAL 1,029 25,918.75 0.01 

EUR EDP RENOVAVEIS 3,820 15,854.86 0.00 

EUR EDP-ENERGIAS DE PORTUGAL (reg. shares) 84,879 213,386.76 0.06 

USD EDUCATION REALTY TRUST 1,715 8,979.70 0.00 

USD EDWARDS LIFESCIENCES 324 15,929.26 0.00 

EUR EFG EUROBANK ERGASIAS (reg. shares) 5,895 26,055.10 0.01 

EUR EIFFAGE 786 27,408.11 0.01 

JPY EISAI 2,200 56,303.83 0.02 

USD EL PASO 2,231 20,228.41 0.01 

EUR ELAN 9,156 37,785.31 0.01 

CAD ELDORADO GOLD 5,069 68,848.16 0.02 

JPY ELECTRIC POWER DEVELOPMENT 999 21,978.75 0.01 

BRL ELECTROBRAS 6,590 61,428.24 0.02 

USD ELECTRONIC ARTS 1,257 15,132.12 0.00 

USD ELI LILLY & CO 3,368 90,114.88 0.03 

EUR ELISA -A- 2,547 42,921.78 0.01 

JPY ELPIDA MEMORY 1,525 12,834.67 0.00 

BRL EMBRAER EMPRESA BRASILEIRA DE 

AERONAUTICA 

12,794 65,329.64 0.02 

USD EMC 6,521 97,012.57 0.03 

USD EMERSON ELECTRIC 2,401 92,612.95 0.03 

CAD EMPIRE (nv) -A- 252 9,926.92 0.00 

USD EMPRESA NACIONAL DE ELECTRICIDAD 

(CHILE) ADR 

1,793 70,943.04 0.02 

EUR ENAGAS 3,426 50,921.97 0.01 

CAD ENBRIDGE 3,381 130,109.39 0.04 

CAD ENCANA 6,962 154,559.27 0.04 

EUR ENEL 196,687 769,046.35 0.23 

USD ENERGEN 240 8,026.44 0.00 

USD ENERGIZER HOLDINGS 181 8,902.01 0.00 

AUD ENERGY RESOURCES OF AUSTRALIA -A- 549 5,173.99 0.00 

CAD ENERPLUS RESSOURCES FUND 1,682 31,826.29 0.01 

USD ENERSIS ADR 4,717 81,224.98 0.02 

EUR ENI 52,305 827,991.17 0.25 

CAD ENSIGN ENERGY SERVICES 1,302 11,743.06 0.00 

USD ENTERGY 644 36,111.20 0.01 

USD ENTERTAINMENT PROPERTIES 1,458 46,103.31 0.01 

USD EOG RESOURCES 812 55,327.05 0.02 

EUR E.ON (reg. shares) 36,358 786,431.64 0.24 

USD EQT CORP 368 9,733.03 0.00 

USD EQUIFAX 338 7,729.87 0.00 

USD EQUITY LIFESTYLE PROPERTIES 978 39,017.05 0.01 

USD EQUITY ONE 1,424 17,612.73 0.01 

USD EQUITY RESIDENTIAL 9,745 339,572.73 0.10 

EUR ERAMET 102 22,151.85 0.01 

TRY EREGLI DEMIR VE CELIK FABRIKALARI TURK 

ANONIM SIRKETI 

12,756 33,268.13 0.01 

EUR ERSTE GROUP BANK 6,625 194,581.86 0.06 

HKD ESPRIT HOLDINGS 9,051 35,955.36 0.01 

USD ESSEX PROPERTY TRUST 939 75,238.51 0.02 

EUR ESSILOR INTERNATIONAL 4,114 207,635.21 0.06 

USD ESTEE LAUDER COMPANIES -A- 419 19,388.62 0.01 

EUR ETABLISSEMENTS FRANZ COLRUYT 313 60,664.91 0.02 

GBP EURASIAN NATURAL RESOURCES 1,846 19,571.95 0.01 

EUR EURAZEO 568 27,977.87 0.01 

EUR EUROBANK PROPERTIES REAL ESTATE 

INVESTMENT (reg. shares) 

700 4,197.86 0.00 

EUR EUROCOMMERCIAL (cert. shares) 1,605 54,570.72 0.02 

EUR EUROPEAN AERONAUTIC DEFENCE AND 

SPACE 

8,462 154,805.52 0.04 

EUR EUTELSAT COMMUNINICATIONS 2,031 56,867.55 0.02 

USD EVEREST REINSURANCE GROUP 200 12,675.13 0.00 

TWD EVERGREEN MARINE 21,410 11,093.92 0.00 

USD EXELON 2,226 69,420.60 0.02 

EUR EXOR 1,152 19,590.82 0.01 

USD EXPEDIA 574 11,870.85 0.00 

USD EXPEDITORS INTERNATIONAL OF 

WASHINGTON 

655 22,183.18 0.01 

GBP EXPERIAN 7,522 60,166.61 0.02 

USD EXPRESS SCRIPTS 4,651 165,897.22 0.05 

CAD EXTENDICARE REAL ESTATE INVESTMENT 

TRUST 

2,372 17,360.95 0.00




Description 

Quantity / 

Nominal 



USD EXTRA SPACE STORAGE 2,704 31,770.93 0.01 

USD EXXON MOBIL 21,816 987,428.86 0.29 

SEK FABEGE 6,469 47,698.86 0.01 

CAD FAIRFAX FINANCIAL (v) 187 56,021.49 0.02 

AUD FAIRFAX MEDIA 16,258 16,893.19 0.00 

USD FAMILY DOLLAR STORES 338 10,937.28 0.00 

JPY FAMILYMART 582 15,272.80 0.00 

JPY FANUC 1,664 155,135.57 0.04 

TWD FAR EASTERN NEW CENTURY 29,593 29,835.53 0.01 

JPY FAST RETAILING 466 48,007.53 0.01 

USD FASTENAL 474 18,467.44 0.01 

USD FEDERAL REALITY INVESTMENT TRUST 2,177 130,197.47 0.04 

USD FEDEX 1,010 63,253.87 0.02 

USD FELCOR LODGING TRUST 2,903 9,783.02 0.00 

EUR FERROVIAL 8,425 57,790.33 0.02 

EUR FIAT 15,251 172,640.64 0.05 

BRL FIBRIA CELULOSE 3,823 48,366.12 0.01 

USD FIDELITY NATIONAL 874 17,366.75 0.01 

USD FIDELITY NATIONAL TITLE GROUP -A- 711 8,186.63 0.00 

USD FIFTH THIRD BANCORP 16,570 146,012.64 0.04 

EUR FINMECCANICA 8,587 74,839.64 0.02 

CAD FINNING INTERNATIONAL 1,607 27,453.30 0.01 

CAD FIRST CAPITAL REALTY 2,017 22,324.88 0.01 

TWD FIRST FINANCIAL HOLDING 54,511 26,455.96 0.01 

USD FIRST INDUSTRIAL REALTY TRUST 1,949 7,238.07 0.00 

USD FIRST POTOMAC REALTY TRUST 1,255 13,785.59 0.00 

CAD FIRST QUANTUM MINERALS 761 42,512.39 0.01 

USD FIRST SOLAR 191 20,641.52 0.01 

USD FIRSTENERGY 943 26,632.23 0.01 

GBP FIRSTGROUP 3,493 14,625.90 0.00 

ZAR FIRSTRAND 32,672 73,639.76 0.02 

USD FISERV 536 21,126.26 0.01 

AUD FKP PROPERTY (stapled security) 33,557 20,230.06 0.01 

NZD FLETCHER BUILDING 4,736 20,564.92 0.01 

USD FLEXTRONICS INTERNATIONAL 2,496 11,042.98 0.00 

USD FLIR SYSTEMS 477 8,975.30 0.00 

USD FLOWERSERVE 162 12,980.47 0.00 

USD FLUOR (new) 569 20,644.57 0.01 

USD FMC 231 11,565.21 0.00 

USD FMC TECHNOLOGIES 376 18,790.57 0.01 

EUR FOMENTO DE CONSTRUCCIONES Y 

CONTRATAS 

581 11,790.45 0.00 

MXN FOMENTO ECONOMICO MEXICANO (units) 22,665 84,841.68 0.02 

EUR FONCIERE DES REGIONS 1,958 153,087.59 0.04 

USD FORD MOTOR 9,559 85,707.07 0.02 

USD FOREST CITY ENTERPRISES -A- 4,318 40,578.55 0.01 

USD FOREST LABORATORIES 929 21,039.28 0.01 

TWD FORMOSA CHEMICAL AND FIBER 22,489 39,809.48 0.01 

TWD FORMOSA PLASTICS 32,090 57,707.70 0.02 

AUD FORTESCUE METALS GROUP 9,694 35,821.80 0.01 

CAD FORTIS 1,623 37,018.18 0.01 

EUR FORTUM 9,097 174,571.54 0.05 

USD FORTUNE BRANDS 490 17,666.92 0.01 

USD FOSTER WHEELER 435 7,795.28 0.00 

AUD FOSTER'S GROUP 15,105 65,671.15 0.02 

HKD FOXCONN INTERNATIONAL HOLDINGS 16,479 8,862.54 0.00 

TWD FOXCONN TECHNOLOGY 13,899 32,261.12 0.01 

EUR FRANCE TELECOM 37,457 593,693.84 0.18 

CAD FRANCO-NEVADA 1,074 24,819.69 0.01 

USD FRANKLIN RESOURCES 506 39,593.14 0.01 

USD FRANKLIN STREET PROPERTIES 2,532 23,032.75 0.01 

EUR FRAPORT 711 31,720.45 0.01 

SGD FRASER & NEAVE 7,782 28,168.53 0.01 

USD FREEPORT MCMORAN COPPER & GOLD -B- 3,609 225,757.83 0.07 

EUR FRESENIUS 527 30,940.07 0.01 

EUR FRESENIUS MEDICAL CARE 3,972 179,943.30 0.05 

EUR FRESENIUS (pref. shares) 1,677 99,353.81 0.03 

GBP FRESNILLO 1,281 18,371.08 0.01 

USD FRONTIER COMMUNICATIONS 3,509 21,000.09 0.01 

TWD FUBON FINANCIAL HOLDING 8,940 8,059.26 0.00 

EUR FUGRO CERT. 1,446 69,770.36 0.02 

JPY FUJI ELECTRIC HOLDINGS 4,307 8,269.66 0.00 

JPY FUJI HEAVY INDUSTRIES 5,005 23,346.52 0.01 

JPY FUJI MEDIA HOLDINGS INC. 5 4,664.92 0.00 

JPY FUJIFILM HOLDINGS 3,992 96,790.19 0.03 

JPY FUJITSU 16,295 83,727.42 0.02 

JPY FUKUOKA FINANCIAL 6,518 19,088.71 0.01 

JPY FURUKAWA ELECTRIC 5,703 15,702.46 0.00 

USD F5 NETWORKS 262 19,955.92 0.01 

EUR GAGFAH (reg. shares) 3,638 21,244.73 0.01 

EUR GALP ENERGIA -B- 4,942 62,571.78 0.02 

CHF GAM HOLDING (reg. shares) 501 5,592.50 0.00 

EUR GAMESA CORPORACION TECNOLOGICA 3,791 19,465.76 0.01 

USD GAMESTOP -A- 461 6,653.43 0.00 

MYR GAMUDA 58,314 53,686.84 0.02 

USD GAP 1,701 23,220.41 0.01 

USD GARMIN (reg. shares) 369 8,198.96 0.00 

EUR GAS NATURAL 4,406 48,181.47 0.01 



Description 

Quantity / 

Nominal 

Page 15 



USD GAZPROM OAO (reg. shares) -S- ADR 24,036 369,548.58 0.11 

EUR GDF SUEZ 25,153 660,518.09 0.20 

EUR GEA GROUP 3,422 62,738.19 0.02 

CHF GEBERIT 136 17,908.99 0.01 

EUR GECINA 1,087 94,566.47 0.03 

USD GENERAL DYNAMICS 1,089 50,087.38 0.01 

USD GENERAL ELECTRIC 64,730 770,481.39 0.23 

USD GENERAL MILLS 2,183 58,425.90 0.02 

MYR GENTING 30,877 72,678.55 0.02 

SGD GENTING INTERNATIONAL 47,429 49,125.49 0.01 

MYR GENTING MALAYSIA 22,597 18,176.95 0.01 

USD GENUINE PARTS 462 15,104.46 0.00 

USD GENWORTH FINANCIAL -A- 1,874 16,774.86 0.00 

USD GENZYME 866 44,926.86 0.01 

CAD GEORGE WESTON 485 27,362.90 0.01 

BRL GERDAU (pref. shares) 10,195 100,060.24 0.03 

EUR GESTEVISION TELECINCO 1,592 12,865.75 0.00 

PLN GETIN HOLDING 3,585 9,740.40 0.00 

USD GETTY REALTY 712 13,986.92 0.00 

CAD GILDAN ACTIVEWEAR 1,079 22,293.28 0.01 

USD GILEAD SCIENCES 8,441 220,170.10 0.06 

CHF GIVAUDAN (reg. shares) 23 17,595.36 0.01 

GBP GLAXOSMITHKLINE 38,210 553,291.87 0.17 

USD GLIMCHER REALTY TRUST 2,810 12,659.09 0.00 

ZAR GOLD FIELDS 5,811 64,453.04 0.02 

CAD GOLDCORP 6,901 220,282.80 0.06 

SGD GOLDEN AGRI-RESOURCES 55,770 17,702.27 0.01 

USD GOLDMAN SACHS 1,568 166,103.45 0.05 

HKD GOME ELECTRICAL APPLIANCES HOLDING 157,666 34,811.08 0.01 

AUD GOODMAN FIELDER 10,613 9,823.19 0.00 

AUD GOODMAN GROUP (stapled security) 295,010 134,956.23 0.04 

USD GOODRICH 2,728 147,338.29 0.04 

USD GOODYEAR TIRE & RUBBER 762 6,001.77 0.00 

USD GOOGLE 1,465 564,062.57 0.17 

USD GOVERNMENT PROPERTIES INCOME TRUST 945 18,488.71 0.01 

AUD GPT GROUP (stapled security) 84,580 176,364.02 0.05 

GBP GRAINGER 12,779 16,196.26 0.00 

GBP GREAT PORTLAND ESTATES 12,472 49,132.35 0.01 

CAD GREAT WEST LIFECO 2,675 48,627.37 0.01 

EUR GREEK ORGANISATION OF FOOTBALL 

PROGNOSTICS 

4,286 49,716.35 0.01 

EUR GRIFOLS 2,667 28,055.17 0.01 

EUR GROUPE BRUXELLES LAMBERT 1,668 101,961.74 0.03 

EUR GROUPE EUROTUNNEL (regroupement) 9,128 56,930.45 0.02 

MXN GRUPO AEROPORTUARIO DE PACIFICO -B- 11,024 28,031.50 0.01 

MXN GRUPO BIMBO -A- 7,461 40,256.68 0.01 

MXN GRUPO CARSO -A1- 10,608 39,313.50 0.01 

MXN GRUPO FINANCIERO BANORTE 18,138 50,584.60 0.01 

ARS GRUPO FINANCIERO GALICIA -B- 32,860 24,072.57 0.01 

MXN GRUPO MEXICO -B- 51,166 108,507.89 0.03 

MXN GRUPO MODELO -C- 8,111 32,819.52 0.01 

MXN GRUPO TELEVISA -A+L+D- 27,762 77,504.64 0.02 

KRW GS ENGINEERING & CONSTRUCTION 472 26,585.37 0.01 

JPY GS YUASA 3,259 16,774.06 0.00 

PLN GTC 5,129 28,776.05 0.01 

HKD GUANGZHOU AUTOMOBILE GROUP -H- 39,236 49,459.53 0.01 

HKD GUANGZHOU R&F PROPERTIES -H- 26,082 26,824.05 0.01 

JPY GUNMA BANK 3,725 14,271.63 0.00 

GBP G4S 10,538 30,968.00 0.01 

USD H & R BLOCK 932 8,845.39 0.00 

JPY HACHIJUNI BANK 3,259 12,459.10 0.00 

TRY HACI OMER SABANCI HOLDING 8,715 33,100.11 0.01 

JPY HAKUHODO DY 203 7,174.19 0.00 

USD HALLIBURTON 2,882 69,812.82 0.02 

JPY HAMAMATSU PHOTONICS 547 13,061.34 0.00 

GBP HAMMERSON 33,192 151,064.35 0.04 

KRW HANA FINANCIAL GROUP 2,128 46,126.82 0.01 

HKD HANG LUNG GROUP LTD 6,195 29,606.09 0.01 

HKD HANG LUNG PROPERTIES 95,528 341,611.55 0.10 

HKD HANG SENG BANK 6,018 64,787.97 0.02 

KRW HANKOOK TIRE 1,459 30,876.01 0.01 

JPY HANKYU HANSHIN HOLDINGS 10,359 36,423.06 0.01 

EUR HANNOVER RUECKVERSICHERUNG (reg. 

shares) 

1,114 37,572.67 0.01 

TWD HANNSTAR DISPLAY 100,983 14,774.23 0.00 

USD HANSEN NATURAL 248 8,483.78 0.00 

KRW HANWHA 1,064 30,083.69 0.01 

USD HARLEY-DAVIDSON 889 18,514.87 0.01 

ZAR HARMONY GOLD MINING 3,156 25,857.27 0.01 

USD HARRIS 358 11,600.67 0.00 

USD HARSCO 245 4,403.71 0.00 

USD HARTFORD FINANCIAL SERVICES GROUP 1,288 21,656.43 0.01 

AUD HARVEY NORMAN HOLDINGS 4,034 10,785.41 0.00 

USD HASBRO 423 13,798.26 0.00 

USD HCP 15,462 407,499.15 0.12 

USD HEALTH CARE REIT 4,347 150,751.13 0.04 

USD HEALTHCARE REALTY TRUST 1,966 33,680.85 0.01 

EUR HEIDELBERGCEMENT 3,574 126,337.10 0.04




Description 

Quantity / 

Nominal 



EUR HEINEKEN 5,198 197,740.29 0.06 

EUR HEINEKEN HOLDING 6,894 221,215.84 0.06 

GBP HELICAL BAR 4,293 14,747.52 0.00 

EUR HELLENIC TELECOMMUNICATIONS 

ORGANIZATIONS 

5,927 31,293.91 0.01 

USD HELMERICH & PAYNE 283 8,376.61 0.00 

HKD HENDERSON LAND DEVELOPMENT 49,161 256,281.30 0.07 

HKD HENGAN INTERNATIONAL GROUP 13,108 95,666.77 0.03 

EUR HENKEL 2,594 86,153.31 0.02 

EUR HENKEL (pref. shares) 5,904 232,604.33 0.07 

USD HENRY SCHEIN 306 13,123.46 0.00 

EUR HERMES INTERNATIONAL 1,051 175,989.49 0.05 

USD HERSHA HOSPITALITY -A- 4,369 16,576.34 0.00 

USD HESS 7,675 332,375.52 0.10 

USD HEWLETT-PACKARD 19,699 607,031.12 0.18 

USD HIGHWOODS PROPERTIES 2,282 54,267.97 0.02 

USD HINDALCO INDUSTRIES -144A- GDR 12,324 39,494.13 0.01 

JPY HINO MOTORS 2,211 7,814.49 0.00 

JPY HIROSE ELECTRIC 279 20,599.15 0.01 

JPY HIROSHIMA BANK 4,656 13,879.73 0.00 

JPY HISAMITSU PHARMACEUTICAL 594 17,748.70 0.01 

JPY HITACHI 39,341 125,907.51 0.04 

JPY HITACHI CHEMICAL 1,013 13,833.40 0.00 

JPY HITACHI CONSTRUCTION MACHINERY 908 14,368.58 0.00 

JPY HITACHI HIGH-TECHNOLOGIES 570 7,701.21 0.00 

JPY HITACHI METALS 1,397 12,038.62 0.00 

KRW HITE BREWERY 191 15,584.14 0.00 

USD H.J. HEINZ 957 33,190.25 0.01 

HKD HK EX & CLEARING 8,035 115,838.15 0.03 

EUR HOCHTIEF 970 61,595.02 0.02 

JPY HOKKAIDO ELECTRIC POWER 1,560 22,728.87 0.01 

JPY HOKUHOKU FINANCIAL GROUP 11,290 15,146.25 0.00 

JPY HOKURIKU ELECTRIC POWER 1,501 25,093.12 0.01 

CHF HOLCIM (reg. shares) 488 23,110.19 0.01 

USD HOLOGIC 815 9,557.74 0.00 

USD HOME DEPOT 12,404 287,840.51 0.08 

USD HOME PROPERTIES 1,162 45,042.22 0.01 

GBP HOME RETAIL GROUP 6,252 14,865.80 0.00 

TWD HON HAI PRECISION INDUSTRY 75,856 208,978.11 0.06 

JPY HONDA MOTOR 14,468 375,876.22 0.11 

USD HONEYWELL INTERNATIONAL 2,372 76,344.70 0.02 

HKD HONG KONG & CHINA GAS 33,823 62,677.54 0.02 

HKD HONGKONG ELECTRIC HOLDINGS 10,917 48,566.70 0.01 

USD HONGKONG LAND HOLDINGS 64,645 294,057.38 0.08 

HKD HOPEWELL HOLDINGS 4,351 10,303.52 0.00 

HKD HOPSON DEVELOPMENT HOLDINGS 27,861 22,792.02 0.01 

USD HORMEL FOODS 181 5,902.05 0.00 

USD HOSPIRA 525 21,927.57 0.01 

USD HOSPITALITY PROPERTIES TRUST 3,908 63,928.09 0.02 

USD HOST HOTELS AND RESORTS 22,679 240,542.24 0.07 

USD HOUSING DEVELOPMENT FINANCE ADR 1,434 193,666.76 0.06 

JPY HOYA 3,771 67,290.15 0.02 

CAD H&R REAL ESTATE INVESTMENT TRUST 4,481 63,197.66 0.02 

GBP HSBC HOLDINGS 128,874 959,473.25 0.29 

TWD HTC CORPORATION 6,834 113,611.00 0.03 

TWD HUA NAN FINANCIAL HOLDINGS 30,450 14,492.86 0.00 

HKD HUANENG POWER INTERNATIONAL 15,237 6,943.86 0.00 

USD HUDSON CITY BANCORP 1,329 11,934.73 0.00 

SEK HUFVUDSTADEN -A- 6,118 48,371.86 0.01 

USD HUMAN GENOME SCIENCES 586 12,796.98 0.00 

USD HUMANA 540 19,882.27 0.01 

CAD HUSKY ENERGY 2,397 42,832.37 0.01 

HKD HUTCHISON WHAMPOA 16,722 114,229.56 0.03 

KRW HYNIX SEMICONDUCTOR 2,689 38,259.54 0.01 

HKD HYSAN DEVELOPMENT 35,230 92,411.47 0.03 

KRW HYUNDAI DEPARTMENT STORE 271 23,995.55 0.01 

KRW HYUNDAI DEVELOPMENT - ENGINEERING & 

CONSTRUCTION 

842 16,344.80 0.00 

KRW HYUNDAI ENGINEERING CONSTRUCTION 872 40,605.42 0.01 

KRW HYUNDAI HEAVY INDUSTRIES 390 81,977.69 0.02 

KRW HYUNDAI MIPO DOCKYARD 227 27,444.92 0.01 

KRW HYUNDAI MOBIS 631 104,245.88 0.03 

KRW HYUNDAI MOTOR 1,434 140,903.06 0.04 

KRW HYUNDAI MOTOR E. 1999 345 12,213.98 0.00 

KRW HYUNDAI SECURITIES 2,545 26,162.73 0.01 

KRW HYUNDAI STEEL 798 60,004.86 0.02 

CAD IAMGOLD 3,322 43,214.30 0.01 

EUR IBERDROLA 81,814 461,673.66 0.13 

EUR IBERDROLA RENOVABLES 16,164 39,407.81 0.01 

EUR IBERIA (reg. shares) -A- 10,334 29,255.59 0.01 

JPY IBIDEN 1,094 20,328.29 0.01 

USD IBM 6,090 598,353.51 0.18 

EUR ICADE 1,250 96,345.46 0.03 

GBP ICAP 4,019 20,017.11 0.01 

USD ICICI BANK ADR 5,299 193,500.09 0.06 

JPY IDEMITSU KOSAN 175 10,960.90 0.00 

CAD IGM FINANCIAL 1,113 33,230.31 0.01 

JPY IHI 12,105 16,982.26 0.00 



Description 

Quantity / 

Nominal 

Page 16 



USD IHS -A- 113 5,622.82 0.00 

MYR IJM 28,820 35,491.25 0.01 

EUR ILIAD 317 24,262.45 0.01 

USD ILLINOIS TOOL WORKS 1,420 48,916.79 0.01 

USD ILLUMINA 465 16,758.51 0.00 

EUR IMERYS 733 32,207.83 0.01 

EUR IMMOBILIARE GRANDE DISTRIBUZIONE 4,947 5,950.92 0.00 

EUR IMMOFINANZ IMMOBILIEN ANLAGEN 18,963 51,845.95 0.01 

ZAR IMPALA PLATINUM HOLDINGS 4,103 77,572.01 0.02 

ZAR IMPERIAL HOLDINGS 3,416 40,708.78 0.01 

CAD IMPERIAL OIL 2,790 77,680.56 0.02 

GBP IMPERIAL TOBACCO 7,468 163,533.54 0.05 

AUD INCITEC PIVOT 12,687 32,304.17 0.01 

EUR INDRA SISTEMAS 1,574 22,016.56 0.01 

EUR INDUSTRIA DE DISENO TEXTIL INDITEX (reg. 

shares) 

6,953 405,136.65 0.12 

HKD INDUSTRIAL AND COMMERCIAL BANK OF 

CHINA -H- 

485,669 264,869.46 0.08 

CAD INDUSTRIAL-ALLIANCE LIFE INSURANCE 805 18,160.91 0.01 

MXN INDUSTRIAS PENOLES 1,411 25,373.82 0.01 

EUR INFINEON TECHNOLOGIES (reg. shares) 22,490 114,270.60 0.03 

USD INFOSYS TECHNOLOGIES ADR 5,559 274,066.66 0.08 

EUR ING GROEP (cert. shares) 97,165 739,426.19 0.22 

AUD ING INDUSTRIAL FUND 98,344 34,177.60 0.01 

AUD ING OFFICE FUND 103,899 44,213.93 0.01 

USD INGERSOLL-RAND 11,245 294,140.25 0.08 

USD INLAND REAL ESTATE 2,579 15,696.42 0.00 

GBP INMARSAT 3,286 25,169.28 0.01 

CAD INMET MINING 463 18,961.22 0.01 

EUR INMOBILIARIA COLONIAL 135,290 12,852.60 0.00 

CAD INNVEST REAL ESTATE INVESTMENT TRUST 2,908 14,929.94 0.00 

TWD INOTERA MEMORIES 33,461 13,729.30 0.00 

JPY INPEX 19 64,173.33 0.02 

AUD INSURANCE AUSTRALIA GROUP 16,276 42,018.63 0.01 

CAD INTACT FINANCIAL 1,093 35,592.27 0.01 

USD INTEGRYS ENERGY GROUP 195 7,435.50 0.00 

USD INTEL 35,981 506,829.35 0.16 

USD INTERCONTINENTAL EXCHANGE 238 18,228.47 0.01 

GBP INTERCONTINENTAL HOTELS 2,083 27,315.05 0.01 

USD INTERNATIONAL FLAVORS & FRAGRANCES 250 8,871.33 0.00 

USD INTERNATIONAL GAME TECHNOLOGY 859 9,091.49 0.00 

USD INTERNATIONAL PAPER 1,454 23,168.98 0.01 

GBP INTERNATIONAL POWER 11,188 50,104.59 0.01 

USD INTERPUBLIC GROUP 1,576 11,580.49 0.00 

GBP INTERTEK GROUP 1,163 24,576.22 0.01 

EUR INTERVEST OFFICES 267 6,134.39 0.00 

EUR INTESA SANPAOLO 205,831 490,392.80 0.15 

EUR INTESA SANPAOLO (risp) 21,288 40,212.52 0.01 

AUD INTOLL GROUP 17,484 18,476.40 0.01 

USD INTUIT 973 31,224.19 0.01 

USD INTUITIVE SURGICAL 140 29,038.71 0.01 

GBP INVENSYS 6,107 21,042.58 0.01 

TWD INVENTEC 62,743 23,905.24 0.01 

USD INVESCO 1,384 21,517.89 0.01 

ZAR INVESTEC 5,224 32,627.29 0.01 

GBP INVESTEC 3,574 20,979.03 0.01 

BRL INVESTIMENTOS ITAU (pref. shares) 27,650 154,455.00 0.04 

USD INVESTORS REAL ESTATE TRUST 2,223 13,644.06 0.00 

GBP INVISTA FOUNDATION PROPERTY TRUST 13,051 6,326.79 0.00 

MYR IOI CORPORATION 45,643 59,241.19 0.02 

EUR IPSEN 488 11,874.05 0.00 

USD IRON MOUNTAIN 657 10,749.45 0.00 

JPY ISETAN MITSUKOSHI HOLDINGS 3,145 23,908.18 0.01 

JPY ISUZU MOTORS 10,010 28,261.58 0.01 

BRL ITAU UNIBANCO HOLDING (pref. shares) 16,838 294,618.81 0.08 

USD ITC GDR 65,517 189,819.22 0.05 

JPY ITO EN 466 5,596.80 0.00 

JPY ITOCHU 13,036 87,327.99 0.03 

JPY ITOCHU TECHNO-SOLUTIONS 256 6,120.55 0.00 

USD ITT 616 21,125.31 0.01 

USD ITT EDUCATIONAL SERVICES 99 5,073.20 0.00 

GBP ITV 28,018 19,290.64 0.01 

CAD IVANHOE MINES LIMITED 2,555 44,039.00 0.01 

JPY IYO BANK 1,862 11,054.80 0.00 

JPY J FRONT RETAILING 4,283 14,572.08 0.00 

GBP J. SAINSBURY 8,891 40,096.99 0.01 

USD JACOBS ENGINEERING GROUP 464 13,139.58 0.00 

JPY JAFCO 279 4,827.70 0.00 

AUD JAMES HARDIES INDUSTRIES 3,341 13,270.42 0.00 

JPY JAPAN PETROLEUM EXPLORATION 268 7,382.28 0.00 

JPY JAPAN PRIME REALTY INVESTMENT 34 54,068.10 0.02 

JPY JAPAN REAL ESTATE INVESTMENT 23 152,103.66 0.04 

JPY JAPAN RETAIL FUND INVESTMENT 72 73,736.59 0.02 

JPY JAPAN TOBACCO 39 95,862.18 0.03 

SGD JARDINE CYCLE & CARRIAGE 1,001 21,906.46 0.01 

USD J.B HUNT TRANSPORT SERVICES 313 7,944.89 0.00 

EUR JC DECAUX 1,296 25,088.87 0.01 

USD JC PENNEY 765 15,227.91 0.00




Description 

Quantity / 

Nominal 



USD JEFFERIES GROUP 347 5,770.74 0.00 

EUR JERONIMO MARTINS 4,368 42,850.92 0.01 

JPY JFE HOLDINGS 3,992 89,369.02 0.03 

JPY JGC 1,862 23,660.86 0.01 

HKD JIANGXI COPPER -H- 17,365 32,212.92 0.01 

USD JM SMUCKER 382 16,953.94 0.00 

USD JOHNSON & JOHNSON 13,033 591,521.78 0.18 

USD JOHNSON CONTROLS 2,179 48,684.61 0.01 

GBP JOHNSON MATTHEY 1,597 32,474.06 0.01 

USD JOY GLOBAL 375 19,316.11 0.01 

JPY JOYO BANK 5,820 18,574.34 0.01 

USD JP MORGAN CHASE 23,724 661,560.62 0.20 

JPY JS GROUP CORPORATION 2,286 32,818.65 0.01 

USD JSFC SISTEMA (reg. shares) -S- GDR 1,724 34,091.36 0.01 

JPY JSR 1,560 19,433.05 0.01 

JPY JTEKT 1,886 12,714.04 0.00 

CHF JULIUS BAER GRUPPE 77 2,057.89 0.00 

USD JUNIPER NETWORKS 1,818 40,424.45 0.01 

JPY JUPITER TELECOMMUNICATIONS 22 17,268.02 0.00 

JPY JX HOLDINGS 19,655 83,413.70 0.02 

EUR K & S 2,913 127,911.23 0.04 

JPY KAJIMA 8,148 14,359.40 0.00 

JPY KAMIGUMI 2,328 12,655.05 0.00 

JPY KANEKA 2,677 11,760.01 0.00 

KRW KANGWON LAND 1,272 20,258.27 0.01 

JPY KANSAI ELECTRIC POWER 6,623 117,708.57 0.03 

JPY KANSAI PAINT 2,095 13,061.23 0.00 

JPY KAO 4,667 83,241.02 0.02 

THB KASIKORNBANK PUBLIC (for. reg. shares) 30,664 91,768.23 0.03 

JPY KAWASAKI HEAVY INDUSTRIES 12,221 25,396.84 0.01 

JPY KAWASAKI KISEN KAISHA 5,936 16,343.38 0.00 

GBP KAZAKHMYS 1,611 26,993.22 0.01 

KRW KB FINANCIAL GROUP 2,112 66,468.54 0.02 

EUR KBC GROUP 3,262 107,350.78 0.03 

USD KBR 518 9,344.07 0.00 

KRW KCC 98 23,058.71 0.01 

JPY KDDI 25 87,659.16 0.03 

JPY KEIHIN ELECTRIC EXPRESS RAILWAY 3,957 28,002.35 0.01 

JPY KEIO CORP 5,005 25,189.67 0.01 

JPY KEISEI ELECTRIC RAILWAY 2,561 12,034.54 0.00 

USD KELLOGG 811 30,003.46 0.01 

JPY KENEDIX REALTY INVESTMENT 9 24,470.71 0.01 

SGD KEPPEL 9,894 49,478.53 0.01 

SGD KEPPEL LAND 32,595 73,512.56 0.02 

EUR KERRY GROUP -A- 2,887 74,307.01 0.02 

HKD KERRY PROPERTIES 32,940 131,160.46 0.04 

EUR KESKO -B- 1,287 44,303.41 0.01 

USD KEYCORP 2,732 15,928.95 0.00 

JPY KEYENCE 358 56,990.58 0.02 

PLN KGHM POLSKA MIEDZ 2,481 73,207.77 0.02 

KRW KIA MOTORS 2,910 68,781.96 0.02 

JPY KIKKOMAN 1,164 9,399.43 0.00 

CAD KILLAM PROPERTIES 1,521 10,545.51 0.00 

USD KILROY REALTY 1,672 40,590.72 0.01 

MXN KIMBERLY CLARK DE MEXICO -A- 9,288 43,561.97 0.01 

USD KIMBERLY-CLARK 1,379 65,707.98 0.02 

USD KIMCO REALTY 14,221 164,068.91 0.05 

JPY KINDEN 1,397 9,234.10 0.00 

USD KINDER MORGAN MANAGEMENT 252 11,119.82 0.00 

GBP KINGFISHER 17,407 47,055.98 0.01 

CAD KINROSS GOLD 10,678 147,154.05 0.04 

JPY KINTETSU 14,668 36,268.59 0.01 

JPY KIRIN HOLDINGS 7,216 74,981.15 0.02 

USD KITE REALTY GROUP TRUST 1,782 5,795.94 0.00 

NZD KIWI INCOME PROPERTY TRUST 32,807 17,853.01 0.01 

USD KLA-TENCOR 631 16,292.48 0.00 

EUR KLEPIERRE 5,808 164,314.42 0.05 

SEK KLOVERN 4,489 15,830.34 0.00 

JPY KOBE STEEL 22,581 38,806.09 0.01 

TRY KOC HOLDING 4,780 16,702.05 0.00 

USD KOHL'S 884 34,126.36 0.01 

JPY KOITO MANUFACTURING 931 10,450.62 0.00 

JPY KOMATSU 8,252 140,230.37 0.04 

CZK KOMERCNI BANKA 99 15,885.05 0.00 

JPY KONAMI 722 9,326.77 0.00 

EUR KONE -B- 3,086 116,941.37 0.03 

JPY KONICA MINOLTA HOLDINGS 4,365 31,152.85 0.01 

EUR KONINKLIJKE AHOLD 28,015 277,013.70 0.08 

EUR KONINKLIJKE BOSKALIS WESTMINSTER 1,293 39,802.74 0.01 

EUR KONINKLIJKE DSM 3,180 119,495.75 0.03 

EUR KONINKLIJKE KPN 41,147 466,814.70 0.13 

EUR KONINKLIJKE VOPAK 1,353 47,358.16 0.01 

KRW KOREA ELECTRIC POWER 2,777 52,454.00 0.02 

KRW KOREA EXCHANGE BANK 3,350 29,696.49 0.01 

KRW KOREA GAS 537 16,840.49 0.00 

KRW KOREAN AIR 845 42,138.18 0.01 

USD KRAFT FOODS -A- 5,665 128,054.71 0.04 

USD KROGER 15,523 246,277.13 0.07 



Description 

Quantity / 

Nominal 

Page 17 



KRW KT CORPORATION 1,263 37,090.66 0.01 

KRW KT& G CORP 903 39,440.72 0.01 

JPY KUBOTA 10,243 68,614.85 0.02 

CHF KUEHNE & NAGEL INTERNATIONAL 20 1,775.22 0.00 

ZAR KUMBA IRON ORE 1,400 53,376.86 0.02 

SEK KUNGSLEDEN 5,492 34,216.51 0.01 

JPY KURARAY 2,910 26,891.97 0.01 

JPY KURITA WATER INDUSTRIES 989 20,099.58 0.01 

HKD KWG PROPERTY HOLDING 44,205 24,816.95 0.01 

JPY KYOCERA 1,408 97,432.64 0.03 

JPY KYOWA HAKKO KIRIN 2,328 16,880.20 0.00 

JPY KYUSHU ELECTRIC POWER 3,271 54,660.21 0.02 

USD LABORATORY CORP OF AMERICA HOLDINGS 363 20,862.14 0.01 

EUR LAFARGE 4,102 172,273.05 0.05 

EUR LAGARDERE (reg. shares) 2,464 70,609.61 0.02 

EUR L'AIR LIQUIDE 6,566 587,573.32 0.18 

USD LAM RESEARCH 7,046 215,978.91 0.06 

EUR LAMDA DEVELOPMENT 538 2,045.38 0.00 

GBP LAND SECURITIES GROUP 36,003 266,174.96 0.08 

USD LARSEN & TOUBRO GDR 4,438 147,919.67 0.04 

USD LAS VEGAS SANDS 1,038 26,502.85 0.01 

USD LASALLE HOTEL PROPERTIES 2,221 38,054.16 0.01 

JPY LAWSON 535 17,956.90 0.01 

EUR LEASINVEST REAL ESTATE 63 4,029.69 0.00 

GBP LEGAL & GENERAL GROUP 43,339 51,776.25 0.01 

USD LEGG MASON 658 14,601.03 0.00 

USD LEGGETT & PLATT 477 7,944.99 0.00 

EUR LEGRAND 2,820 69,955.75 0.02 

AUD LEIGHTON HOLDINGS 1,093 25,626.24 0.01 

AUD LEND LEASE 4,579 24,715.48 0.01 

USD LENDER PROCESSING SERVICES 320 7,798.27 0.00 

HKD LENOVO GROUP 88,507 40,001.62 0.01 

USD LEUCADIA NATIONAL 617 10,682.88 0.00 

USD LEVEL 3 COMMUNICATIONS 6,243 4,286.35 0.00 

USD LEXINGTON REALITY TRUST 4,310 22,606.23 0.01 

KRW LG CHEMICAL 475 101,769.23 0.03 

KRW LG CHEMICAL INVESTMENTS 966 51,199.66 0.01 

KRW LG DISPLAY CO LTD 1,495 37,827.43 0.01 

KRW LG ELECTRONICS 920 56,797.22 0.02 

KRW LG HOUSEHOLD & HEALTHCARE 117 31,602.48 0.01 

HKD LI & FUNG 17,898 73,713.75 0.02 

USD LIBERTY GLOBAL -A- 408 9,211.04 0.00 

USD LIBERTY GLOBAL -C- 363 8,116.90 0.00 

ZAR LIBERTY HOLDINGS 2,077 15,457.10 0.00 

USD LIBERTY MEDIA CORP NEW -A- INTERACTIVE 

SHARES 

2,023 20,319.98 0.01 

USD LIBERTY PROPERTY TRUST 3,838 89,671.56 0.03 

USD LIFE TECHNOLOGIES 652 22,312.51 0.01 

HKD LIFESTYLE INTERNATIONAL HOLDINGS 4,398 7,951.62 0.00 

USD LIMITED BRANDS 864 16,949.79 0.00 

USD LINCOLN NATIONAL 1,098 19,237.78 0.01 

EUR LINDE 3,428 327,309.15 0.09 

CHF LINDT & SPRUENGLI 0 590.63 0.00 

USD LINEAR TECHNOLOGY 840 18,903.63 0.01 

TWD LITE-ON TECHNOLOGY 24,470 22,605.06 0.01 

GBP LLOYDS BANKING GROUP 300,352 256,964.10 0.07 

CAD LOBLAW COMPANIES 1,043 30,366.14 0.01 

USD LOCKHEED MARTIN 1,024 53,464.93 0.02 

USD LOEWS 1,086 30,151.86 0.01 

CHF LOGITECH INTERNATIONAL (reg. shares) 66 849.58 0.00 

GBP LONDON STOCK EXCHANGE GROUP 1,028 8,080.62 0.00 

GBP LONMIN 1,178 22,702.24 0.01 

CHF LONZA (reg. shares) 17 1,055.02 0.00 

EUR L'OREAL 4,829 398,331.57 0.11 

USD LORILLARD 512 30,134.75 0.01 

USD LOWE'S COMPANIES 4,745 77,467.16 0.02 

USD LSI CORPORATION 2,116 7,066.29 0.00 

USD LTC PROPERTIES 786 14,697.21 0.00 

USD LUBRIZOL 229 17,740.74 0.01 

USD LUKOIL ADR 4,512 187,727.53 0.05 

EUR LUXOTTICA 2,238 44,890.16 0.01 

EUR LVMH 4,923 529,735.89 0.16 

USD L-3 COMMUNICATIONS HOLDINGS 405 21,413.63 0.01 

JPY MABUCHI MOTOR 244 9,151.44 0.00 

AUD MACARTHUR COAL 1,342 11,161.19 0.00 

USD MACERICH 4,518 142,150.82 0.04 

USD MACK-CALI REALTY 2,447 58,623.09 0.02 

AUD MACQUARIE GROUP 2,697 69,379.35 0.02 

TWD MACRONIX INTERNATIONAL 66,292 30,230.77 0.01 

USD MACY'S 1,469 24,842.30 0.01 

CAD MAGNA INTERNATIONAL (v) -A- 1,003 60,448.47 0.02 

HUF MAGYAR TELEKOM 9,649 23,203.18 0.01 

USD MAHINDRA & MAHINDRA GDR 10,631 120,620.79 0.03 

EUR MAIRE TECNIMONT 20,150 58,786.17 0.02 

JPY MAKITA 978 22,692.13 0.01 

MYR MALAYAN BANKING 18,671 38,985.53 0.01 

MYR MALAYSIA INTERNATIONAL SHIPPING 2,783 5,771.36 0.00 

MYR MALAYSIAN AIRLINES SYSTEM 28,457 15,732.76 0.00




Description 

Quantity / 

Nominal 



EUR MAN 2,190 175,098.64 0.05 

GBP MAN GROUP 12,797 32,364.61 0.01 

PHP MANILA ELECTRIC 6,815 25,594.06 0.01 

USD MANPOWER 264 10,095.98 0.00 

CAD MANULIFE FINANCIAL 16,569 153,570.80 0.04 

AUD MAP GROUP (stapled security) 5,166 10,698.70 0.00 

EUR MAPFRE (reg. shares) 13,890 31,003.11 0.01 

SGD MAPLETREE LOGISTICS TRUST 63,130 30,585.15 0.01 

USD MARATHON OIL 2,262 54,848.64 0.02 

GBP MARKS & SPENCER 11,639 52,139.30 0.02 

USD MARRIOTT INTERNATIONAL -A- 1,007 26,437.30 0.01 

USD MARSH & MCLENNAN 1,648 29,115.89 0.01 

USD MARSHALL & ILSLEY (when issued) 1,604 8,273.81 0.00 

USD MARTIN MARIETTA MATERIALS 145 8,196.75 0.00 

JPY MARUBENI 14,433 59,731.82 0.02 

JPY MARUI 1,723 9,440.26 0.00 

JPY MARUICHI STEEL TUBE 396 5,551.89 0.00 

USD MARVELL TECHNOLOGY GROUP 1,711 21,945.73 0.01 

USD MASCO 1,491 12,022.28 0.00 

ZAR MASSMART HOLDINGS 3,387 52,580.53 0.02 

USD MASTERCARD 328 53,882.82 0.02 

JPY MATSUI SECURITIES 1,211 4,956.70 0.00 

USD MATTEL 1,163 19,986.56 0.01 

USD MAXIM INTEGRATED PRODUCTS 763 10,341.45 0.00 

JPY MAZDA MOTOR 12,803 22,564.77 0.01 

USD MC AFEE 443 15,339.08 0.00 

USD MC CORMICK (nv) 359 11,044.25 0.00 

USD MCDONALD'S 3,485 190,189.55 0.05 

JPY MCDONALD'S HOLDINGS JAPAN 594 10,461.85 0.00 

USD MCGRAW-HILL COMPANIES 1,070 25,910.43 0.01 

USD MCKESSON 6,202 280,674.77 0.08 

USD MDU RESOURCES GROUP 458 6,687.58 0.00 

USD MEAD JOHNSON NUTRITION -A- 612 25,512.04 0.01 

USD MEADWESTVACO 437 7,806.06 0.00 

USD MECHEL OJSC ADR 2,678 48,837.35 0.01 

USD MEDCO HEALTH SOLUTIONS 9,082 346,310.86 0.10 

EUR MEDIASET 14,545 75,633.69 0.02 

TWD MEDIATEK 9,122 93,889.83 0.03 

USD MEDICAL PROPERTIES TRUST 3,405 25,290.84 0.01 

EUR MEDIOBANCA 10,096 68,852.16 0.02 

EUR MEDIOLANUM 4,160 13,570.66 0.00 

JPY MEDIPAL HOLDINGS 1,397 12,993.88 0.00 

USD MEDTRONIC 7,001 172,216.43 0.05 

TWD MEGA FINANCIAL HOLDING 68,266 33,612.09 0.01 

JPY MEIJI HOLDINGS 609 20,992.70 0.01 

USD MEMC ELECTRONIC MATERIALS 1,064 9,293.64 0.00 

EUR MERCIALYS 1,839 52,608.63 0.02 

EUR MERCK 1,337 82,373.33 0.02 

USD MERCK & CO 21,921 591,057.97 0.18 

BRL METALURGICA GERDAU 2,834 33,480.78 0.01 

AUD METCASH 5,906 18,305.12 0.01 

USD METLIFE 11,224 316,106.48 0.09 

EUR METRO 4,929 235,343.77 0.07 

CAD METRO -A- (subord. voting) 1,004 32,009.05 0.01 

USD METROPCS COMMUNICATIONS 969 7,426.37 0.00 

EUR METSO 2,675 89,942.84 0.03 

USD MGM RESORTS INTERNATIONAL 838 6,923.02 0.00 

EUR MICHELIN (reg. shares) 4,308 240,422.69 0.07 

EUR MICHELIN (rights) 13.10.2010 4,308 8,822.53 0.00 

USD MICROCHIP TECHNOLOGY 619 14,271.03 0.00 

USD MICRON TECHNOLOGY 2,839 14,996.06 0.00 

USD MICROSOFT 33,088 593,561.98 0.18 

USD MID-AMERICA APARTMENT COMMUNITIES 1,012 43,195.69 0.01 

JPY MINEBEA 2,677 10,093.42 0.00 

GBP MINERVA 6,853 7,435.58 0.00 

AUD MIRVAC GROUP 154,793 146,015.26 0.04 

TWD MITAC INTERNATIONAL 37,283 12,981.11 0.00 

JPY MITSUBISHI 11,872 206,218.07 0.06 

JPY MITSUBISHI CHEMICAL HOLDINGS 10,708 39,810.33 0.01 

JPY MITSUBISHI ELECTRIC 16,761 105,518.60 0.03 

JPY MITSUBISHI ESTATE 50,184 597,545.06 0.18 

JPY MITSUBISHI GAS CHEMICAL 3,492 14,849.27 0.00 

JPY MITSUBISHI HEAVY INDUSTRIES 26,538 71,668.39 0.02 

JPY MITSUBISHI LOGISTICS 1,048 9,194.30 0.00 

JPY MITSUBISHI MATERIALS 10,243 21,554.40 0.01 

JPY MITSUBISHI MOTORS 32,009 30,591.53 0.01 

JPY MITSUBISHI TANABE PHARMA 1,862 22,207.57 0.01 

JPY MITSUBISHI UFJ FINANCIAL GROUP 111,340 379,759.31 0.11 

JPY MITSUBISHI UFJ LEASE & FINANCE 447 11,502.21 0.00 

JPY MITSUI & CO 15,120 164,654.20 0.05 

JPY MITSUI CHEMICALS 7,798 15,385.07 0.00 

JPY MITSUI ENGINEERING & SHIPBUILDING 6,285 10,415.92 0.00 

JPY MITSUI FUDOSAN 41,011 506,301.83 0.16 

JPY MITSUI MINING & SMELTING 5,121 10,732.30 0.00 

JPY MITSUI O.S.K. LINES 10,010 46,078.66 0.01 

JPY MITSUMI ELECTRIC 710 7,968.60 0.00 

JPY MIZUHO FINANCIAL GROUP 174,766 186,950.76 0.05 

JPY MIZUHO SECURITIES 5,121 8,576.86 0.00 



Description 

Quantity / 

Nominal 

Page 18 



JPY MIZUHO TRUST AND BANKING 12,571 7,715.50 0.00 

USD MMC NORILSK NICKEL ADR 9,153 114,315.90 0.03 

USD MOBILE TELESYSTEMS ADR 5,882 91,466.94 0.03 

EUR MOBISTAR 487 21,860.55 0.01 

SEK MODERN TIMES GROUP -B- 1,075 58,769.52 0.02 

USD MOHAWK INDUSTRIES 127 4,974.90 0.00 

HUF MOL HUNGARIAN OIL & GAS -A- 57 4,408.75 0.00 

USD MOLSON COORS -B- 582 20,143.93 0.01 

HKD MONGOLIA ENERGY 23,665 7,189.87 0.00 

USD MONSANTO 1,790 62,849.18 0.02 

USD MOODY'S 681 12,467.68 0.00 

USD MORGAN STANLEY 3,870 69,965.32 0.02 

CAD MORGUARD REAL ESTATE INVESTMENT TRUST 1,349 13,241.86 0.00 

JPY MORI TRUST SOGO REIT 3 19,136.20 0.01 

GBP MORRISON (W.M.) SUPERMARKETS 15,596 53,231.98 0.02 

USD MOSAIC 533 22,931.95 0.01 

USD MOTOROLA 46,189 288,596.86 0.08 

BRL MRV ENGENHARIA 3,204 22,248.76 0.01 

JPY MS&AD INSURANCE GROUP HOLDINGS 4,695 78,914.54 0.02 

USD M&T BANK 2,594 155,472.96 0.04 

ZAR MTN GROUP 13,526 178,994.90 0.05 

HKD MTR 11,063 30,637.09 0.01 

EUR MUENCHENER RUECKVERSICHERUNGS- 

GESELLSCHAFT (reg. shares) 

5,198 528,095.44 0.16 

JPY MURATA MANUFACTURING 1,746 67,357.51 0.02 

USD MURPHY OIL 598 27,142.19 0.01 

ZAR MURRAY & ROBERTS HOLDINGS 2,017 9,509.85 0.00 

USD MYLAN 1,158 15,948.44 0.00 

EUR M6 METROPOLE TELEVISION 1,234 21,284.30 0.01 

USD NABORS INDUSTRIES 883 11,680.97 0.00 

JPY NAMCO BANDAI HOLDING 1,694 11,493.33 0.00 

TWD NAN YA PLASTICS 44,019 70,593.63 0.02 

TWD NANYA TECHNOLOGY 32,732 16,231.27 0.00 

USD NASDAQ OMX GROUP 339 4,824.48 0.00 

ZAR NASPERS -N- 3,957 141,620.46 0.04 

AUD NATIONAL AUSTRALIA BANK 16,641 299,078.77 0.09 

CAD NATIONAL BANK OF CANADA 1,526 70,733.36 0.02 

EUR NATIONAL BANK OF GREECE (reg. shares) 17,157 123,016.17 0.04 

EUR NATIONAL BANK OF GREECE (rights on bonds) 

11.10.2010 

12,481 9,220.29 0.00 

EUR NATIONAL BANK OF GREECE (rights on shares) 

11.10.2010 

12,481 4,917.49 0.00 

GBP NATIONAL GRID 25,454 158,653.64 0.05 

USD NATIONAL HEALTH INVESTORS 842 27,187.86 0.01 

USD NATIONAL HEALTHCARE 303 8,233.99 0.00 

USD NATIONAL OILWELL VARCO 8,364 272,447.72 0.08 

USD NATIONAL RETAIL PROPERTIES 2,645 48,657.33 0.01 

USD NATIONAL SEMICONDUCTOR 872 8,159.47 0.00 

USD NATIONWIDE HEALTH PROPERTIES 3,851 109,083.61 0.03 

EUR NATIXIS 17,567 73,782.71 0.02 

JPY NEC 22,697 44,180.40 0.01 

ZAR NEDBANK GROUP 2,298 35,597.99 0.01 

EUR NEOPOST 537 29,316.58 0.01 

SGD NEPTUNE ORIENT LINES 7,165 7,899.70 0.00 

EUR NESTE OIL 3,085 35,354.58 0.01 

CHF NESTLE (reg. shares) 7,531 295,602.10 0.09 

USD NETAPP 4,505 164,299.51 0.05 

USD NETFLIX 140 16,595.89 0.00 

HKD NEW WORLD CHINA LAND 66,539 18,081.45 0.01 

HKD NEW WORLD DEVELOPMENT 132,173 195,048.77 0.06 

USD NEW YORK COMMUNITY BANCORP 1,568 18,669.12 0.01 

AUD NEWCREST MINING 6,000 168,802.18 0.05 

USD NEWELL RUBBERMAID 744 9,711.89 0.00 

USD NEWFIELD EXPLORATION 481 20,253.38 0.01 

USD NEWMONT MINING 1,609 74,039.22 0.02 

USD NEWS -A- 29,838 285,438.91 0.08 

USD NEWS -B- 1,298 14,323.18 0.00 

CAD NEXEN 4,939 73,005.39 0.02 

GBP NEXT 1,402 35,857.72 0.01 

USD NEXTERA ENERGY 1,281 51,043.24 0.01 

JPY NGK INSULATORS 2,328 28,310.56 0.01 

JPY NGK SPARK PLUG 1,397 13,679.70 0.00 

JPY NHK SPRING 1,397 8,462.55 0.00 

KRW NHN 520 65,509.31 0.02 

JPY NIDEC 954 62,095.46 0.02 

EUR NIEUWE STEEN INVESTMENTS 1,598 23,461.76 0.01 

USD NII HOLDINGS -B- 5,409 162,833.49 0.05 

USD NIKE -B- 4,951 290,627.19 0.08 

CAD NIKO RESOURCES 433 31,283.25 0.01 

JPY NIKON 2,875 39,022.04 0.01 

JPY NINTENDO 861 157,539.01 0.05 

JPY NIPPON BUILDING FUND 25 160,823.43 0.05 

JPY NIPPON ELECTRIC GLASS 2,968 29,615.87 0.01 

JPY NIPPON EXPRESS 7,216 20,058.25 0.01 

JPY NIPPON MEAT PACKERS 1,746 15,645.31 0.00 

JPY NIPPON PAPER GROUP 885 16,202.95 0.00 

JPY NIPPON SHEET GLASS 7,449 11,887.58 0.00 

JPY NIPPON STEEL 44,463 110,719.41 0.03 

JPY NIPPON YUSEN 13,385 40,138.95 0.01




Description 

Quantity / 

Nominal 



JPY NISHI-NIPPON CITY BANK 6,285 13,171.45 0.00 

USD NISOURCE 760 9,683.15 0.00 

JPY NISSAN CHEMICAL INDUSTRIES 1,164 9,603.55 0.00 

JPY NISSAN MOTOR 21,731 138,903.73 0.04 

JPY NISSHA PRINTING 256 4,259.24 0.00 

JPY NISSHIN SEIFUN GROUP 1,478 14,218.46 0.00 

JPY NISSHIN STEEL 6,053 7,907.36 0.00 

JPY NISSHINBO HOLDINGS INC 1,048 7,687.94 0.00 

JPY NISSIN FOOD HOLDINGS 582 15,385.07 0.00 

JPY NITORI HOLDINGS 320 19,589.81 0.01 

JPY NITTO DENKO 1,455 41,651.94 0.01 

JPY NKSJ HOLDINGS 12,373 56,846.88 0.02 

USD NOBLE 791 19,568.89 0.01 

CHF NOBLE BIOCARE HOLDING AG 48 629.27 0.00 

USD NOBLE ENERGY 571 31,398.18 0.01 

SGD NOBLE GROUP 23,077 24,288.13 0.01 

JPY NOK 954 12,159.66 0.00 

EUR NOKIA 103,700 764,265.78 0.23 

EUR NOKIAN TYRES 2,170 54,657.81 0.02 

JPY NOMURA HOLDINGS 30,728 108,849.73 0.03 

JPY NOMURA REAL ESTATE HOLDINGS 3,576 37,152.91 0.01 

JPY NOMURA REAL ESTATE OFFICE FUND 14 56,454.53 0.02 

JPY NOMURA RESEARCH INSTITUTE 780 10,728.52 0.00 

USD NORDSTROM 572 15,575.22 0.00 

USD NORFOLK SOUTHERN 1,195 52,092.36 0.02 

USD NORTHEAST UTILITIES 700 15,161.46 0.00 

CAD NORTHERN PROPERTY REAL ESTATE 


688 12,587.58 0.00 

USD NORTHERN TRUST 675 23,861.59 0.01 

USD NORTHROP GRUMMAN 3,621 160,818.55 0.05 

NOK NORWEGIAN PROPERTY 19,724 25,040.65 0.01 

CHF NOVARTIS (reg. shares) 5,041 212,982.29 0.06 

USD NOVATEK GDR 1,017 64,022.04 0.02 

TWD NOVATEK MICROELECTRONICS 9,982 20,711.65 0.01 

USD NOVOLIPETSK STEEL (reg. shares) GDR 1,012 26,695.23 0.01 

USD NRG ENERGY 802 12,223.83 0.00 

JPY NSK 3,841 19,062.17 0.01 

USD NSTAR 294 8,479.58 0.00 

JPY NTN 4,656 14,696.18 0.00 

JPY NTT 4,574 146,194.88 0.04 

JPY NTT DATA 11 24,508.85 0.01 

JPY NTT DOCOMO 134 163,563.42 0.05 

JPY NTT URBAN DEVELOPMENT 61 37,321.53 0.01 

USD NUANCE COMMUNICATIONS 644 7,383.51 0.00 

USD NUCOR 1,040 29,098.33 0.01 

USD NVIDIA 2,107 18,023.72 0.01 

HKD NWS HOLDINGS LIMITED 6,462 9,280.59 0.00 

USD NYSE EURONEXT 827 17,313.15 0.00 

USD O REILLY AUTOMOTIVE 513 19,978.92 0.01 

JPY OBAYASHI 5,005 14,569.63 0.00 

JPY OBIC 57 7,891.24 0.00 

USD OCCIDENTAL PETROLEUM 8,025 460,239.16 0.13 

KRW OCI COMPANY LTD 176 40,045.06 0.01 

JPY ODAKYU ELECTRIC RAILWAY 5,587 37,818.18 0.01 

BRL OGX PETROLEO E GAS PARTICIPACOES 13,870 132,228.03 0.04 

JPY OJI PAPER 7,100 22,971.97 0.01 

SGD OLAM 9,278 16,843.36 0.00 

GBP OLD MUTUAL 39,897 63,919.84 0.02 

USD OLD REPUBLIC INTERNATIONAL 1,001 10,153.12 0.00 

JPY OLYMPUS 1,944 37,257.07 0.01 

USD OMEGA HEALTHCARE INVESTORS 3,005 49,420.64 0.01 

USD OMNICARE 325 5,680.72 0.00 

USD OMNICOM GROUP 6,183 178,804.89 0.05 

JPY OMRON 1,862 30,959.96 0.01 

EUR OMV 3,041 83,497.38 0.02 

USD ONEOK (new) 411 13,549.92 0.00 

AUD ONESTEEL 10,309 21,423.30 0.01 

CAD ONEX (subord. voting) 887 18,303.63 0.01 

JPY ONO PHARMACEUTICAL 733 23,371.52 0.01 

CAD OPEN TEXT 519 17,986.00 0.01 

USD ORACLE 22,019 433,060.82 0.12 

JPY ORACLE CORP JAPAN 349 12,170.28 0.00 

AUD ORICA 2,819 51,409.46 0.01 

USD ORIENT EXPRESS HOTELS -A- 2,923 23,873.11 0.01 

HKD ORIENT OVERSEAS INTERNATIONAL 1,699 9,923.99 0.00 

JPY ORIENTAL LAND 466 31,760.09 0.01 

AUD ORIGIN ENERGY 6,996 78,650.87 0.02 

EUR ORION CORPORATION (new) -B- 1,759 25,770.72 0.01 

JPY ORIX 909 50,846.16 0.01 

JPY ORIX JREIT 10 34,117.04 0.01 

JPY OSAKA GAS 17,226 45,464.28 0.01 

HUF OTP BANK 3,394 65,293.61 0.02 

JPY OTSUKA 151 7,350.13 0.00 

EUR OUTOKUMPU 2,459 35,828.61 0.01 

SGD OVERSEA-CHINESE BANKING (reg. shares) 18,938 93,331.42 0.03 

USD OWENS-ILLINOIS 535 10,992.57 0.00 

AUD OZ MINERALS 25,302 26,109.96 0.01 

USD PACCAR 1,124 39,629.76 0.01 



Description 

Quantity / 

Nominal 

Page 19 



CAD PACIFIC RUBIALES ENERGY 2,362 48,787.95 0.01 

USD PACTIV 375 9,059.23 0.00 

EUR PAGESJAUNES 2,361 18,136.42 0.01 

AUD PALADIN ENERGY 5,135 13,075.93 0.00 

USD PALL 335 10,205.54 0.00 

CAD PAN AMERICAN SILVER 936 20,264.24 0.01 

JPY PANASONIC 17,086 169,440.00 0.05 

JPY PANASONIC ELECTRIC WORKS 3,143 30,503.77 0.01 

CHF PARGESA HOLDING 10 511.92 0.00 

USD PARKER-HANNIFIN 529 27,166.39 0.01 

USD PARKWAY PROPERTIES 662 7,171.41 0.00 

EUR PARMALAT 36,712 69,091.49 0.02 

USD PARTNERRE 244 14,339.81 0.00 

EUR PATRIZIA IMMOBILIEN 1,084 3,511.76 0.00 

USD PATTERSON 254 5,332.55 0.00 

USD PAYCHEX 1,014 20,421.36 0.01 

HKD PCCW 30,727 8,146.85 0.00 

USD PEABODY ENERGY 804 28,878.35 0.01 

GBP PEARSON 5,953 67,714.26 0.02 

TWD PEGATRON 28,548 27,342.61 0.01 

CAD PENN WEST ENERGY TRUST 4,027 59,286.51 0.02 

USD PENNSYLVANIA REAL ESTATE INVESTMENT 

TRUST 

1,767 15,350.91 0.00 

USD PENTAIR 297 7,325.97 0.00 

USD PEOPLES UNITED FINANCIAL 1,045 10,017.25 0.00 

USD PEPCO HOLDING 762 10,384.45 0.00 

USD PEPSICO 14,858 723,101.92 0.22 

EUR PERNOD-RICARD 3,993 244,543.64 0.07 

USD PERRIGO 259 12,194.48 0.00 

IDR PERUSAHAAN GAS NEGARA -B- 207,151 65,455.21 0.02 

CAD PETROBAKKEN ENERGY -A- 754 12,420.64 0.00 

CAD PETROBANK ENERGY AND RESOURCES 963 28,774.44 0.01 

ARS PETROBRAS ARGENTINA -B- 15,152 18,275.58 0.01 

HKD PETROCHINA -H- 214,210 182,511.64 0.05 

GBP PETROFAC 1,873 29,686.90 0.01 

USD PETROHAWK ENERGY 1,004 11,868.52 0.00 

BRL PETROLEO BRASILEIRO 24,980 328,324.00 0.09 

BRL PETROLEO BRASILEIRO (pref. shares) 34,204 406,680.91 0.12 

USD PETSMART 397 10,181.41 0.00 

EUR PEUGEOT 3,198 78,886.81 0.02 

USD PFIZER 44,428 558,768.73 0.17 

USD PG&E 1,237 41,145.66 0.01 

PLN PGE POLSKA GRUPA ENERGETYCZNA 2,513 14,855.94 0.00 

USD PHARMACEUTICAL PRODUCTS DEVELOPMENT 

SERVICE 

329 5,982.60 0.00 

USD PHILIP MORRIS INTERNATIONAL 6,008 246,537.92 0.07 

PHP PHILIPPINE LONG DISTANCE TELEPHONE 102 4,451.62 0.00 

ZAR PICK'N PAY STORES 4,686 21,270.40 0.01 

USD PIEDMONT OFFICE REALTY TRUST -A- 2,247 31,103.30 0.01 

HKD PING AN INSURANCE COMPANY OF CHINA -H- 17,813 133,118.14 0.04 

USD PINNACLE WEST CAPITAL 5,804 175,442.60 0.05 

USD PIONEER NATURAL RESOURCES 370 17,638.95 0.01 

EUR PIRELLI & C. 4,564 27,247.38 0.01 

USD PITNEY BOWES 690 10,801.48 0.00 

USD PLAINS EXPLORATION & PRODUCTION 456 8,906.83 0.00 

USD PLUM CREEK TIMBER 477 12,339.00 0.00 

USD PNC FINANCIAL SERVICES 1,737 66,043.80 0.02 

EUR POHJOLA BANK -A- 2,663 23,767.14 0.01 

PLN POLISH OIL AND GAS 21,120 19,126.90 0.01 

USD POLO RALPH LAUREN -A- 4,337 285,497.96 0.08 

PLN POLSKI KONCERN NAFTOWY 390 3,927.73 0.00 

EUR PORSCHE AUTOMOBIL HOLDING 1,859 67,541.44 0.02 

EUR PORTUGAL TELECOM SGPS (reg. shares) 17,952 175,748.14 0.05 

KRW POSCO 459 152,075.20 0.04 

USD POST PROPERTIES 1,561 31,920.69 0.01 

CAD POTASH CORP OF SASKATCHEWAN 2,786 293,365.48 0.08 

TWD POU CHEN 50,806 32,579.77 0.01 

CAD POWER CORP OF CANADA 3,275 62,665.98 0.02 

CAD POWER FINANCIAL 2,322 48,239.45 0.01 

TWD POWERCHIP TECHNOLOGY 63,627 12,904.06 0.00 

PLN POWSZECHNA KASA OSZCZEDNOSCI BANK 

POLSKI 

6,962 77,132.18 0.02 

USD PPG INDUSTRIES 541 28,873.00 0.01 

USD PPL 1,615 32,209.07 0.01 

EUR PPR 2,973 353,051.63 0.10 

USD PRAXAIR 990 65,481.99 0.02 

USD PRECISION CASTPARTS 473 44,095.96 0.01 

JPY PREMIER INVESTMENT 5 17,428.55 0.01 

ZAR PRETORIA PORTLAND CEMENT 9,092 30,517.59 0.01 

USD PRICELINE.COM 149 38,132.18 0.01 

USD PRIDE INTERNATIONAL 548 11,815.03 0.00 

CAD PRIMARIS RETAIL REAL ESTATE INVESTMENT 

TRUST 

2,108 29,380.00 0.01 

GBP PRIMARY HEALTH PROPERTIES 2,373 8,229.75 0.00 

USD PRINCIPAL FINANCIAL 1,103 20,937.63 0.01 

USD PROCTER & GAMBLE 12,360 542,930.60 0.17 

USD PROGRESS ENERGY 913 29,707.66 0.01 

CAD PROGRESS ENERGY RESOURCES 1,810 15,083.93 0.00 

USD PROGRESSIVE 1,931 29,513.54 0.01




Description 

Quantity / 

Nominal 



USD PROLOGIS 16,429 141,764.58 0.04 

CAD PROVIDENT ENERGY TRUST 2,643 13,775.15 0.00 

GBP PRUDENTIAL 18,658 137,079.32 0.04 

USD PRUDENTIAL FINANCIAL 1,479 58,711.72 0.02 

EUR PRYSMIAN 3,474 46,552.63 0.01 

USD PS BUSINESS PARKS 580 24,019.58 0.01 

CHF PSP SWISS PROPERTY (reg. shares) 1,836 100,005.96 0.03 

IDR PT ASTRA INTERNATIONAL 24,872 115,739.78 0.03 

IDR PT INDOFOOD SUKSES MAKMUR 180,991 80,956.19 0.02 

IDR PT INDOSAT TBK 63,299 28,573.13 0.01 

IDR PT TELEKOMUNIKASI INDONESIA -B- 106,321 80,278.76 0.02 

THB PTT EXPLORATION AND PRODUCTION PUBLIC 

(for. reg. shares) 

13,847 51,467.73 0.01 

MYR PUBLIC BANK Bhd 307 915.53 0.00 

MYR PUBLIC BANK (for. reg. shares) 2,616 7,721.87 0.00 

EUR PUBLIC POWER CORP OF GREECE (reg. shares) 2,077 23,737.61 0.01 

USD PUBLIC SERVICE ENTERPRISE 11,924 288,938.91 0.08 

USD PUBLIC STORAGE 4,478 318,267.10 0.09 

EUR PUBLICIS GROUPE 2,583 89,990.34 0.03 

USD PULTE GROUP 1,098 7,046.65 0.00 

EUR PUMA 102 24,615.74 0.01 

AUD QANTAS AIRWAYS 8,568 16,955.02 0.00 

AUD QBE INSURANCE GROUP 8,412 102,970.01 0.03 

USD QEP RESOURCES (when issued) 697 15,378.20 0.00 

EUR QIAGEN (reg. shares) 4,436 58,216.94 0.02 

TWD QISDA 42,376 22,007.46 0.01 

USD QUALCOMM 5,271 174,200.74 0.05 

TWD QUANTA COMPUTER 22,295 26,502.06 0.01 

USD QUANTA SERVICES 557 7,796.55 0.00 

USD QUEST DIAGNOSTICS 541 19,993.05 0.01 

GBP QUINTAIN ESTATES AND DEVELOPMENT 20,586 10,277.02 0.00 

USD QWEST COMMUNICATIONS INTERNATIONAL 19,463 89,389.85 0.03 

EUR RAIFFEISEN INTERNATIONAL BANK-HOLDING 1,035 35,381.06 0.01 

JPY RAKUTEN 64 34,483.27 0.01 

USD RALCORP HOLDINGS 151 6,479.55 0.00 

USD RAMCO-GERSHENSON PROPERTIES TRUST 1,149 9,014.65 0.00 

GBP RANDGOLD RESOURCES 664 48,840.76 0.01 

EUR RANDSTAD HOLDING 2,322 77,393.94 0.02 

USD RANGE RESOURCES 532 14,865.86 0.00 

EUR RAUTARUUKKI 1,630 24,709.24 0.01 

USD RAYONIER 225 8,276.92 0.00 

USD RAYTHEON 1,281 42,900.92 0.01 

TWD REALTEK SEMICONDUCTOR 11,777 19,936.72 0.01 

USD REALTY INCOME 3,258 80,482.49 0.02 

GBP RECKITT BENCKISER GROUP 4,530 183,061.60 0.05 

EUR RED ELECTRICA DE ESPANA 2,203 75,978.79 0.02 

USD RED HAT 542 16,267.32 0.00 

BRL REDECARD 3,350 38,018.48 0.01 

EUR REED ELSEVIER 13,922 128,774.96 0.04 

GBP REED ELSEVIER 8,897 55,247.15 0.02 

USD REGENCY CENTERS 2,769 80,062.57 0.02 

USD REGIONS FINANCIAL 3,758 20,013.13 0.01 

USD RELIANCE CAPITAL -144A- GDR 737 9,376.64 0.00 

USD RELIANCE COMMUNICATIONS -144A- GDR 14,743 40,497.09 0.01 

USD RELIANCE INDUSTRIES -144A- GDR 7,626 249,148.48 0.07 

USD RELIANCE INFRASTRUCUTRE -144A- GDR 368 19,265.19 0.01 

ZAR REMGRO 3,165 36,256.66 0.01 

USD RENAISSANCERE HOLDINGS 212 9,296.25 0.00 

EUR RENAULT 6,860 258,917.29 0.07 

EUR REPSOL YPF 17,247 325,876.25 0.09 

USD REPUBLIC SERVICES 1,249 27,902.40 0.01 

CAD RESEARCH IN MOTION 4,674 167,213.41 0.05 

GBP RESOLUTION 10,885 30,781.52 0.01 

JPY RESONA HOLDINGS 5,377 35,315.54 0.01 

GBP REXAM 6,286 22,273.64 0.01 

USD REYNOLDS AMERICAN 550 23,935.84 0.01 

MYR RHB CAPITAL 11,551 19,815.83 0.01 

HUF RICHTER GEDEON 89 15,195.59 0.00 

JPY RICOH 5,820 60,060.44 0.02 

JPY RINNAI CORP 268 11,525.28 0.00 

GBP RIO TINTO 10,670 458,268.58 0.13 

AUD RIO TINTO 3,414 185,883.29 0.05 

CAD RIOCAN REAL ESTATE INVESTMENT TRUST 8,742 143,065.27 0.04 

CAD RITCHIE BROTHERS AUCTIONEERS 840 12,766.14 0.00 

USD ROBERT HALF INTERNATIONAL 389 7,408.61 0.00 

CHF ROCHE HOLDING (cert. shares) 1,794 180,465.45 0.05 

USD ROCKWELL AUTOMATION 464 20,997.48 0.01 

USD ROCKWELL COLLINS 536 22,874.31 0.01 

CAD ROGERS COMMUNICATIONS (nv) -B- 4,213 115,836.69 0.03 

JPY ROHM 861 38,893.86 0.01 

GBP ROLLS-ROYCE GROUP 13,614 94,837.02 0.03 

USD ROPER INDUSTRIES 348 16,602.73 0.00 

USD ROSS STORES 455 18,194.09 0.01 

USD ROWAN COMPANIES 295 6,566.09 0.00 

CAD ROYAL BANK OF CANADA 13,364 511,371.40 0.16 

GBP ROYAL BANK OF SCOTLAND GROUP 127,557 69,509.40 0.02 

USD ROYAL CARIBBEAN CRUISES 437 10,090.43 0.00 

GBP ROYAL DUTCH SHELL -A- 26,126 577,790.62 0.18 



Description 

Quantity / 

Nominal 

Page 20 



GBP ROYAL DUTCH SHELL -B- 19,823 424,901.19 0.12 

EUR ROYAL PHILIPS ELECTRONICS 19,850 457,645.94 0.13 

USD R.R. DONNELLEY & SONS 562 6,981.44 0.00 

GBP RSA INSURANCE GROUP 25,323 38,203.68 0.01 

EUR RWE -A- 8,493 420,850.30 0.12 

EUR RWE (pref. shares) 722 33,764.08 0.01 

EUR RYANAIR HOLDINGS 7,190 28,192.60 0.01 

GBP SABMILLER 6,990 164,234.30 0.05 

GBP SAFESTORE HOLDINGS 5,539 7,911.68 0.00 

USD SAFEWAY 1,431 22,184.26 0.01 

EUR SAFRAN 9,997 206,134.11 0.06 

GBP SAGE GROUP 9,808 31,279.67 0.01 

USD SAIC 1,435 16,793.56 0.00 

EUR SAIPEM 5,317 156,222.06 0.04 

USD SALESFORCE.COM 390 31,953.31 0.01 

EUR SALZGITTER 778 36,969.99 0.01 

EUR SAMPO -A- 8,633 171,019.89 0.05 

KRW SAMSUNG C&T 1,510 60,330.70 0.02 

KRW SAMSUNG ELECTRO-MECHANICS 781 62,453.52 0.02 

KRW SAMSUNG ELECTRONICS 965 481,592.61 0.15 

KRW SAMSUNG ELECTRONICS (pref. shares) 121 43,374.77 0.01 

KRW SAMSUNG ENGINEERING 387 37,817.93 0.01 

KRW SAMSUNG FIRE & MARINE INSURANCE 383 47,955.05 0.01 

KRW SAMSUNG HEAVY INDUSTRIES 2,461 47,672.96 0.01 

KRW SAMSUNG SDI 399 39,947.11 0.01 

KRW SAMSUNG SECURITIES 682 28,422.35 0.01 

KRW SAMSUNG TECHWIN 493 35,751.22 0.01 

USD SANDISK 4,842 129,989.53 0.04 

HKD SANDS CHINA 18,907 24,975.50 0.01 

JPY SANKYO 489 18,945.83 0.01 

ZAR SANLAM 14,103 38,955.99 0.01 

EUR SANOFI-AVENTIS 26,423 1,291,438.24 0.38 

EUR SANOMA OYJ 1,573 24,416.89 0.01 

JPY SANTEN PHARMACEUTICAL 570 14,457.27 0.00 

AUD SANTOS 6,528 59,309.60 0.02 

JPY SANYO ELECTRIC 16,528 19,999.06 0.01 

EUR SAP 17,329 628,797.60 0.19 

ZAR SAPPI 7,467 28,138.50 0.01 

JPY SAPPORO HOKUYO HOLDINGS 3,026 10,242.42 0.00 

JPY SAPPORO HOLDINGS 2,211 7,581.80 0.00 

CAD SAPUTO 1,362 34,167.02 0.01 

USD SARA LEE 1,803 17,733.40 0.01 

ZAR SASOL 5,259 172,823.80 0.05 

USD SAUL CENTERS 422 12,974.10 0.00 

USD SBA COMMUNICATIONS 368 10,864.84 0.00 

USD SBERBANK OF RUSSIA 85,638 175,955.45 0.05 

JPY SBI HOLDINGS 162 14,841.95 0.00 

EUR SBM OFFSHORE 3,357 46,664.71 0.01 

USD SCANA 322 9,503.16 0.00 

CHF SCHINDLER HOLDING 145 11,377.04 0.00 

CHF SCHINDLER HOLDING (part. cert.) 18 1,414.58 0.00 

USD SCHLUMBERGER 6,165 278,239.03 0.08 

EUR SCHNEIDER ELECTRIC 4,842 450,328.86 0.13 

GBP SCHRODERS 802 13,310.41 0.00 

EUR SCOR REGPT 7,639 133,917.87 0.04 

GBP SCOTTISH AND SOUTHERN ENERGY 6,755 87,176.18 0.03 

USD SCRIPPS NETWORK INTERACTIVE 245 8,524.36 0.00 

USD SEAGATE TECHNOLOGY 1,343 11,588.30 0.00 

USD SEALED AIR 499 8,222.19 0.00 

USD SEARS HOLDINGS 137 7,247.43 0.00 

JPY SECOM 1,839 60,791.17 0.02 

JPY SEGA SAMMY HOLDINGS 1,748 19,551.91 0.01 

GBP SEGRO PLC REAL ESTATE INVESTMENT TRUST 34,537 108,832.15 0.03 

USD SEI INVESTMENTS 388 5,776.70 0.00 

JPY SEIKO EPSON 1,152 12,781.09 0.00 

JPY SEKISUI CHEMICAL 3,841 17,007.77 0.00 

JPY SEKISUI HOUSE 4,889 32,147.90 0.01 

SGD SEMBCORP INDUSTRIES 7,386 17,932.86 0.01 

SGD SEMBCORP MARINE 6,237 13,650.66 0.00 

USD SEMPRA ENERGY 711 28,035.70 0.01 

USD SENIOR HOUSING PROPERTIES TRUST 4,011 69,037.34 0.02 

JPY SENSHU IKEDA HOLDINGS 6,412 7,028.02 0.00 

GBP SERCO GROUP 3,699 26,254.97 0.01 

EUR SES 6,155 108,537.39 0.03 

JPY SEVEN & I HOLDINGS 6,600 113,186.33 0.03 

JPY SEVEN BANK 5 7,171.02 0.00 

JPY SEVENTY-SEVEN (77) BANK 2,561 9,497.41 0.00 

GBP SEVERN TRENT 1,776 26,871.24 0.01 

GBP SHAFTESBURY 8,636 43,154.69 0.01 

HKD SHANGHAI INDUSTRIAL HOLDINGS 6,162 22,791.02 0.01 

HKD SHANGRI-LA ASIA 10,892 18,150.16 0.01 

JPY SHARP 8,613 62,758.83 0.02 

CAD SHAW COMMUNICATIONS (nv) -B- 3,275 52,987.26 0.02 

HKD SHENZHEN INVESTMENT 101,119 26,619.54 0.01 

CAD SHERRITT INTERNATIONAL 2,634 15,063.21 0.00 

USD SHERWIN-WILLIAMS 300 16,492.08 0.00 

JPY SHIKOKU ELECTRIC POWER 1,595 33,486.38 0.01 

JPY SHIMADZU 1,979 11,138.48 0.00




Description 

Quantity / 

Nominal 



JPY SHIMAMURA 198 13,445.99 0.00 

JPY SHIMANO 594 23,005.65 0.01 

HKD SHIMAO PROPERTY HOLDINGS 73,080 88,951.57 0.03 

JPY SHIMIZU 5,587 15,137.07 0.00 

JPY SHIN-ETSU CHEMICAL 3,550 126,532.61 0.04 

KRW SHINHAN FINANCIAL GROUP 2,420 67,853.56 0.02 

JPY SHINKO ELECTRIC INDUSTRIES 663 5,369.31 0.00 

KRW SHINSEGAE 137 52,856.75 0.02 

JPY SHINSEI BANK 9,079 4,696.66 0.00 

JPY SHIONOGI & CO 2,665 35,710.91 0.01 

GBP SHIRE 4,116 68,122.18 0.02 

JPY SHISEIDO 3,061 50,299.93 0.01 

JPY SHIZUOKA BANK 5,354 33,754.28 0.01 

CAD SHOPPERS DRUG MART 2,042 58,304.44 0.02 

ZAR SHOPRITE HOLDINGS LTD 6,059 62,970.84 0.02 

JPY SHOWA DENKO 12,803 17,962.00 0.01 

JPY SHOWA SHELL SEKIYU 1,688 9,441.28 0.00 

HKD SHUI ON LAND 98,274 35,235.80 0.01 

THB SIAM CEMENT PUBLIC (for. reg. shares) 10,184 90,449.79 0.03 

THB SIAM COMMERCIAL BANK PUBLIC (for. reg. 

shares) 

15,618 39,012.07 0.01 

ARS SIDERAR SAIC -A- 725 3,609.44 0.00 

EUR SIEMENS (reg. shares) 16,596 1,285,022.92 0.38 

USD SIGMA-ALDRICH 452 19,999.29 0.01 

CHF SIKA 12 16,459.21 0.00 

TWD SILICONWARE PRECISION INDUSTRIES 36,360 27,962.22 0.01 

CAD SILVER WHEATON 3,072 60,111.40 0.02 

MYR SIME DARBY BERHAD 15,971 32,211.48 0.01 

USD SIMON PROPERTY GROUP 10,058 683,282.85 0.21 

AUD SIMS METAL MANAGMENT 1,278 15,989.39 0.00 

SGD SINGAPORE AIRLINES 4,111 37,361.00 0.01 

SGD SINGAPORE EXCHANGE 6,634 33,324.50 0.01 

SGD SINGAPORE LAND 6,282 24,664.41 0.01 

SGD SINGAPORE PRESS HOLDINGS 12,408 29,366.86 0.01 

SGD SINGAPORE TECHNOLOGIES ENGINEERING 12,746 23,848.13 0.01 

SGD SINGAPORE TELECOMMUNICATIONS 62,288 108,914.69 0.03 

HKD SINO LAND 106,988 162,122.30 0.05 

CAD SINO-FOREST 2,290 28,027.92 0.01 

HKD SINOPEC SHANGHAI PETROCHEMICAL -H- 122,117 36,871.55 0.01 

KRW SK ENERGY 667 62,317.17 0.02 

KRW SK HOLDINGS 426 32,450.98 0.01 

KRW SK TELECOM 67 7,405.77 0.00 

NZD SKY CITY ENTERTAINMENT 4,948 7,545.06 0.00 

USD SL GREEN REALTY 2,440 113,181.32 0.03 

USD SLM 1,345 11,382.85 0.00 

PHP SM PRIME HOLDINGS 164,878 34,730.42 0.01 

JPY SMC 477 46,069.47 0.01 

GBP SMITH & NEPHEW 6,572 44,035.84 0.01 

GBP SMITHS GROUP 2,889 40,645.00 0.01 

EUR SNAM RETE GAS 28,145 104,559.62 0.03 

CAD SNC-LAVALIN GROUP 1,423 53,431.05 0.02 

USD SOCIEDAD QUIMICA Y MINERA DE CHILE ADR 907 32,066.18 0.01 

EUR SOCIETE BIC 511 30,106.99 0.01 

CHF SOCIETE GENERALE DE SURVEILLANCE 

HOLDING (reg. shares) 

2 2,427.54 0.00 

EUR SOCIETE GENERALE PARIS -A- 16,054 678,268.39 0.21 

EUR SOCIETE IMMOBILIERE DE LOCATION POUR 

L'INDUSTRIE ET LE COMMERCE 

507 48,006.86 0.01 

EUR SODEXO 1,956 93,106.61 0.03 

JPY SOFTBANK 7,077 169,460.06 0.05 

HKD SOHO CHINA 79,122 41,135.20 0.01 

KRW S-OIL 585 26,490.95 0.01 

JPY SOJITZ 11,954 15,721.85 0.00 

EUR SOLVAY 1,229 96,192.14 0.03 

AUD SONIC HEALTHCARE 2,885 22,504.90 0.01 

CHF SONOVA HOLDING (reg. shares) 167 15,068.67 0.00 

JPY SONY 8,765 198,346.73 0.06 

JPY SONY FINANCIAL HOLDINGS 8 18,043.65 0.01 

USD SOUTHERN 2,714 74,037.80 0.02 

USD SOUTHERN COPPER 2,274 58,506.67 0.02 

USD SOUTHWEST AIRLINES 611 5,854.00 0.00 

USD SOUTHWESTERN ENERGY 1,148 28,114.50 0.01 

USD SOVRAN SELF STORAGE 838 23,261.86 0.01 

AUD SP AUSNET 10,295 6,279.15 0.00 

USD SPECTRA ENERGY 2,131 35,201.87 0.01 

EUR SPONDA 8,387 29,858.31 0.01 

USD SPRINT NEXTEL 10,351 35,104.89 0.01 

USD SPX 163 7,551.49 0.00 

JPY SQUARE ENIX HOLDING 605 9,929.31 0.00 

EUR ST GOBAIN 7,840 255,826.86 0.07 

USD ST JUDE MEDICAL 1,084 31,223.54 0.01 

GBP ST. MODWEN PROPERTIES 6,067 11,883.72 0.00 

ZAR STANDARD BANK GROUP 10,355 120,723.23 0.03 

GBP STANDARD CHARTERED 15,077 317,767.76 0.09 

GBP STANDARD LIFE 16,613 44,335.08 0.01 

USD STANLEY BLACK & DECKER 513 23,022.90 0.01 

JPY STANLEY ELECTRIC 1,304 15,202.39 0.00 

USD STAPLES 2,534 38,834.65 0.01 

USD STARBUCKS 2,439 45,708.53 0.01 



Description 

Quantity / 

Nominal 

Page 21 



SGD STARHUB 4,336 6,230.31 0.00 

USD STARWOOD HOTELS & RESORTS WORLDWIDE 651 25,051.20 0.01 

USD STATE BANK OF INDIA (reg. shares) -S- GDR 1,080 113,341.25 0.03 

USD STATE STREET 1,629 44,932.53 0.01 

EUR STE DE LA TOUR EIFFEL 212 12,326.16 0.00 

ZAR STEINHOFF INTERNATIONAL HOLDINGS 14,451 31,159.69 0.01 

USD STERICYCLE INCORPORATED 216 10,984.42 0.00 

USD STERLITE INDUSTRIES (INDIA) ADR 8,335 91,461.77 0.03 

EUR STMICROELECTRONICS 13,540 76,038.24 0.02 

AUD STOCKLAND TRUST 109,679 298,710.90 0.09 

EUR STORA ENSO -R- 11,865 86,021.85 0.02 

USD STRATEGIC HOTELS & RESORTS 4,821 14,972.74 0.00 

CHF STRAUMANN HOLDING (reg. shares) 3 493.60 0.00 

USD STRYKER 1,043 38,222.88 0.01 

EUR SUEDZUCKER 1,202 19,715.76 0.01 

EUR SUEZ ENVIRONNEMENT COMPANY 11,803 159,929.52 0.05 

CHF SULZER (reg. shares) 173 14,799.10 0.00 

JPY SUMCO 1,106 12,623.41 0.00 

JPY SUMITOMO 9,742 91,913.61 0.03 

JPY SUMITOMO CHEMICAL 13,851 44,449.83 0.01 

JPY SUMITOMO ELECTRIC INDUSTRIES 6,623 59,115.60 0.02 

JPY SUMITOMO HEAVY INDUSTRIES 4,772 17,992.62 0.01 

JPY SUMITOMO METAL INDUSTRIES 29,331 54,265.66 0.02 

JPY SUMITOMO METAL MINING 4,539 50,747.76 0.01 

JPY SUMITOMO MITSUI FINANCIAL GROUP 11,698 249,443.22 0.07 

JPY SUMITOMO REALTY & DEVELOPMENT 21,469 324,720.62 0.09 

JPY SUMITOMO RUBBER INDUSTRIES 1,583 11,311.98 0.00 

JPY SUMITOMO TRUST & BANKING 12,338 45,219.34 0.01 

USD SUN COMMUNITIES 584 13,130.40 0.00 

HKD SUN HUNG KAI PROPERTIES 84,747 1,071,497.57 0.32 

CAD SUN LIFE FINANCIAL 5,335 102,555.41 0.03 

CAD SUNCOR ENERGY 14,682 351,194.66 0.10 

AUD SUNCORP METWAY 10,027 64,001.39 0.02 

USD SUNOCO 385 10,306.23 0.00 

USD SUNSTONE HOTEL INVESTORS 3,012 20,010.92 0.01 

SGD SUNTEC REAL ESTATE INVESTMENT TRUST 68,925 57,956.93 0.02 

USD SUNTRUST BANKS 1,559 29,491.23 0.01 

USD SUPERVALU 719 6,072.50 0.00 

USD SURGUTNEFTEGAZ ADR 10,971 76,984.82 0.02 

JPY SURUGA BANK 1,862 12,018.21 0.00 

JPY SUZUKEN 601 14,550.32 0.00 

JPY SUZUKI MOTOR 2,887 44,444.52 0.01 

HKD SWIRE PACIFIC -A- 6,024 60,762.17 0.02 

CHF SWISS LIFE HOLDING (reg. shares) 11 937.42 0.00 

CHF SWISS PRIME SITE 1,603 83,854.65 0.02 

CHF SWISS REINSURANCE COMPANY (reg. shares) 693 22,378.75 0.01 

CHF SWISSCOM (reg. shares) 39 11,694.85 0.00 

USD SYMANTEC 2,477 27,521.62 0.01 

CHF SYNGENTA (reg. shares) 211 38,670.87 0.01 

USD SYNOPSYS 360 6,524.74 0.00 

CHF SYNTHES 130 11,061.40 0.00 

USD SYSCO 1,998 41,747.73 0.01 

JPY SYSMEX 303 15,363.64 0.00 

USD T ROWE PRICE GROUP 818 29,993.94 0.01 

AUD TABCORP HOLDINGS 4,628 22,979.16 0.01 

EUR TAG IMMOBILIEN 1,271 6,768.99 0.00 

JPY TAIHEIYO CEMENT 7,240 6,220.98 0.00 

JPY TAISEI 9,777 14,745.17 0.00 

TWD TAISHIN FINANCIAL HOLDINGS 60,313 19,797.67 0.01 

JPY TAISHO PHARMACEUTICAL 1,280 18,961.14 0.01 

TWD TAIWAN CEMENT 26,662 20,878.92 0.01 

TWD TAIWAN FERTILIZER 12,884 29,482.93 0.01 

TWD TAIWAN GLASS 31,061 23,086.02 0.01 

TWD TAIWAN MOBILE 15,328 23,180.67 0.01 

TWD TAIWAN SEMICONDUCTOR MANUFACTURING 214,488 311,793.01 0.09 

JPY TAIYO NIPPON SANSO 2,444 15,216.67 0.00 

JPY TAKASHIMAYA 2,444 13,802.17 0.00 

JPY TAKEDA PHARMACEUTICAL 6,576 221,134.19 0.06 

CAD TALISMAN ENERGY 9,600 123,388.82 0.04 

USD TANGER FACTORY OUTLET CENTERS 1,261 43,536.69 0.01 

USD TARGET 2,254 88,230.99 0.03 

USD TATA MOTORS ADR 5,638 105,343.07 0.03 

USD TATNEFT (reg. shares) -S- GDR 3,008 68,935.04 0.02 

AUD TATTS GROUP LTD 9,653 16,362.50 0.00 

TWD TATUNG 121,182 17,502.11 0.01 

USD TAUBMAN CENTERS 1,276 41,681.40 0.01 

USD TD AMERITRADE HOLDING 689 8,150.36 0.00 

JPY T&D HOLDINGS 2,415 36,847.62 0.01 

JPY TDK 1,082 44,181.93 0.01 

EUR TECHNIP 2,659 156,849.29 0.05 

EUR TECHNOPOLIS 2,252 9,210.82 0.00 

CAD TECK RESOURCES LTD 4,645 140,364.78 0.04 

JPY TEIJIN 8,264 19,999.06 0.01 

BRL TELE NORTE LESTE PARTICIPACOES 1,434 19,499.56 0.01 

BRL TELE NORTE LESTE PARTICIPACOES (pref. 

shares) 

3,371 35,273.32 0.01 

ARS TELECOM ARGENTINA STET-FRANCE -B- 26,182 82,342.28 0.02 

EUR TELECOM ITALIA 255,823 262,218.14 0.08




Description 

Quantity / 

Nominal 



EUR TELECOM ITALIA (risp) 124,138 102,599.90 0.03 

NZD TELECOM OF NEW ZEALAND 15,124 16,460.50 0.00 

EUR TELEFONICA 93,700 1,702,053.54 0.50 

CZK TELEFONICA 02 CZECH REPUBLIC 1,163 18,266.25 0.01 

MXN TELEFONOS DE MEXICO -L- 38,058 20,933.76 0.01 

EUR TELEKOM AUSTRIA 6,815 75,236.06 0.02 

MYR TELEKOM MALAYSIA 2,319 1,881.97 0.00 

USD TELEPHONE AND DATA SYSTEMS 272 6,545.85 0.00 

HKD TELEVISION BROADCASTS 2,231 9,323.53 0.00 

SEK TELE2 -B- 6,256 96,338.99 0.03 

ZAR TELKOM SA 260 1,052.36 0.00 

AUD TELSTRA 34,169 63,494.27 0.02 

CAD TELUS NON-CANADIAN 529 17,282.53 0.00 

CAD TELUS (nv) 1,363 42,453.78 0.01 

MYR TENAGA NASIONAL 20,124 42,116.35 0.01 

EUR TENARIS 11,470 161,387.81 0.05 

HKD TENCENT HOLDINGS 9,545 152,749.71 0.04 

USD TERADATA (when issued) 623 17,584.88 0.01 

EUR TERNA 55,316 172,448.11 0.05 

JPY TERUMO 1,478 57,418.19 0.02 

GBP TESCO 58,933 288,424.90 0.08 

USD TEXAS INSTRUMENTS 4,047 80,447.81 0.02 

USD TEXTRON 917 13,806.67 0.00 

USD TFS FINANCIAL 295 1,984.68 0.00 

EUR TF1 2,282 26,059.35 0.01 

EUR THALES 1,719 46,095.03 0.01 

KRW THE DAEGU BANK 2,101 20,241.72 0.01 

USD THE HERSHEY COMPANY 579 20,186.25 0.01 

JPY THE JAPAN STEEL WORKS 2,793 19,252.00 0.01 

HKD THE LINK REAL ESTATE INVESTMENT TRUST 102,126 221,629.24 0.06 

CHF THE SWATCH GROUP 60 16,570.97 0.00 

CHF THE SWATCH GROUP (reg. shares) 356 18,140.38 0.01 

HKD THE WHARF HOLDINGS 63,404 298,526.70 0.09 

USD THERMO FISHER SCIENTIFIC 1,346 47,205.81 0.01 

JPY THK 1,071 14,684.75 0.00 

GBP THOMAS COOK GROUP 6,205 12,304.96 0.00 

CAD THOMSON REUTERS CORP 3,517 97,138.72 0.03 

EUR THYSSEN KRUPP 12,089 289,178.14 0.08 

USD TIFFANY & CO 345 11,884.72 0.00 

ZAR TIGER BRANDS 2,272 45,246.25 0.01 

CAD TIM HORTONS 1,651 44,185.28 0.01 

BRL TIM PARTICIPACOES (pref. shares) 23,569 55,535.74 0.02 

USD TIME WARNER 3,714 83,383.27 0.02 

USD TIME WARNER CABLE 1,150 45,472.12 0.01 

USD TJX COS 1,312 42,879.78 0.01 

CAD TMX 669 15,112.78 0.00 

EUR TNT 7,829 154,312.49 0.04 

JPY TOBU RAILWAY 6,867 28,962.71 0.01 

JPY TOHO 966 11,376.17 0.00 

JPY TOHO GAS 3,841 13,909.33 0.00 

JPY TOHOKU ELECTRIC POWER 3,666 59,345.03 0.02 

JPY TOKIO MARINE HOLDINGS 6,378 125,947.93 0.04 

JPY TOKUYAMA 2,910 10,818.02 0.00 

JPY TOKYO ELECTRIC POWER 10,673 190,541.33 0.05 

JPY TOKYO ELECTRON 1,490 54,669.80 0.02 

JPY TOKYO GAS 22,348 74,264.71 0.02 

JPY TOKYO STEEL MANUFACTURING 908 7,841.03 0.00 

JPY TOKYO TATEMONO 16,025 44,963.16 0.01 

JPY TOKYU 9,661 31,256.95 0.01 

JPY TOKYU LAND 19,070 57,854.53 0.02 

JPY TOKYU REIT 5 18,925.44 0.01 

USD TOLL BROTHERS 496 6,911.99 0.00 

AUD TOLL HOLDINGS 5,201 24,344.96 0.01 

JPY TONENGENERAL SEKIYU 2,328 15,777.99 0.00 

JPY TOP REIT 6 24,285.49 0.01 

JPY TOPPAN PRINTING 4,656 26,657.24 0.01 

JPY TORAY INDUSTRIES 12,454 50,778.38 0.01 

USD TORCHMARK 257 10,007.32 0.00 

CAD TORONTO DOMINION BANK 8,172 434,439.87 0.13 

JPY TOSHIBA 35,151 124,517.50 0.04 

JPY TOSOH 4,889 9,644.37 0.00 

EUR TOTAL 51,507 1,947,223.84 0.57 

USD TOTAL SYSTEM SERVICES 562 6,273.42 0.00 

JPY TOTO 2,444 12,259.07 0.00 

JPY TOYO SEIKAN KAISHA 1,385 18,265.72 0.01 

JPY TOYO SUISAN KAISHA 815 12,294.79 0.00 

JPY TOYODA GOSEI 489 7,886.95 0.00 

JPY TOYOTA BOSHOKU 652 7,938.39 0.00 

JPY TOYOTA INDUSTRIES 1,478 28,890.55 0.01 

JPY TOYOTA MOTOR 24,164 635,186.20 0.19 

JPY TOYOTA TSUSHO 1,862 20,084.78 0.01 

CAD TRANSALTA 2,061 32,324.59 0.01 

USD TRANSATLANTIC HOLDINGS 273 10,163.35 0.00 

CAD TRANSCANADA 6,459 176,046.32 0.05 

USD TRANSOCEAN (reg. shares) 2,718 127,978.42 0.04 

ARS TRANSPORTADORA DE GAS DEL SUR -B- 10,360 5,327.90 0.00 

AUD TRANSURBAN GROUP 9,880 34,826.33 0.01 

USD TRAVELERS COMPANIES 1,570 59,925.42 0.02 



Description 

Quantity / 

Nominal 

Page 22 



JPY TREND MICRO 873 19,066.77 0.01 

JPY TSUMURA 466 10,597.58 0.00 

EUR TUI (reg. shares) 2,656 23,837.56 0.01 

GBP TUI TRAVEL 4,051 10,024.75 0.00 

GBP TULLOW OIL 6,511 95,742.44 0.03 

TRY TUPRAS 1,872 36,971.33 0.01 

TRY TURKCELL ILETISIM HIZMET 6,781 33,481.41 0.01 

TRY TURKIYE GARANTI BANKASI (reg. shares) 14,519 61,760.03 0.02 

TRY TURKIYE IS BANKASI -C- 21,399 66,643.61 0.02 

USD TYCO ELECTRONICS (reg. shares) 1,460 31,256.75 0.01 

USD TYCO INTERNATIONAL (reg. shares) 1,662 44,705.90 0.01 

USD TYSON FOODS -A- 782 9,181.11 0.00 

JPY UBE INDUSTRIES 9,195 14,915.61 0.00 

CHF UBS (reg. shares) 7,311 91,434.18 0.03 

EUR UCB 2,062 52,407.71 0.02 

USD UDR 5,669 87,703.65 0.03 

USD ULTRA PETROLEUM 565 17,376.04 0.01 

EUR UMICORE 2,335 74,056.00 0.02 

EUR UNIBAIL RODAMCO 5,485 892,208.33 0.27 

JPY UNI-CHARM 1,048 30,861.99 0.01 

EUR UNICREDIT 271,791 509,063.70 0.16 

GBP UNILEVER 9,436 200,516.73 0.06 

EUR UNILEVER (cert. shares) 32,912 721,593.96 0.22 

USD UNION PACIFIC 1,654 99,076.03 0.03 

EUR UNIONE DI BANCHE ITALIANE 20,855 148,278.41 0.04 

TWD UNI-PRESIDENT ENTERPRISES 38,871 36,956.06 0.01 

GBP UNITE GROUP 6,412 16,281.83 0.00 

EUR UNITED INTERNET (reg. shares) 2,330 27,637.99 0.01 

TWD UNITED MICROELECTRONICS 107,125 34,786.67 0.01 

SGD UNITED OVERSEAS BANK 9,536 97,282.58 0.03 

USD UNITED PARCEL SERVICE -B- 2,314 113,026.26 0.03 

USD UNITED STATES STEEL 384 12,323.84 0.00 

USD UNITED TECHNOLOGIES 5,419 282,749.10 0.08 

JPY UNITED URBAN INVESTMENT 8 38,559.80 0.01 

GBP UNITED UTILITIES GROUP 5,068 33,519.98 0.01 

USD UNITEDHEALTH GROUP 8,432 216,847.15 0.06 

USD UNIVERSAL HEALTH REALTY INCOME TRUST 415 10,468.76 0.00 

USD UNUM GROUP 1,071 17,377.18 0.01 

JPY UNY 1,734 10,036.27 0.00 

SGD UOL GROUP 4,415 11,383.28 0.00 

EUR UPM-KYMMENE 10,650 133,867.62 0.04 

USD URBAN OUTFITTERS 411 9,458.47 0.00 

MXN URBI DESARROLLOS URBANOS 12,055 18,483.01 0.01 

USD URS 229 6,379.16 0.00 

USD URSTADT BIDDLE PROPERTIES 627 8,301.69 0.00 

USD US BANCORP 6,213 98,397.67 0.03 

JPY USHIO 896 11,041.02 0.00 

BRL USINAS SIDERURGICAS DE MINAS GERAIS 

(pref. shares) -A- 

8,694 85,326.09 0.02 

JPY USS CO 218 11,889.72 0.00 

USD U-STORE-IT TRUST 2,945 18,010.78 0.01 

BRL VALE 4,302 97,280.82 0.03 

BRL VALE (pref. shares) -A- 26,769 535,866.83 0.16 

CAD VALEANT PHARMACEUTICALS INTERNATIONAL 2,533 46,931.28 0.01 

USD VALERO ENERGY 1,752 22,465.38 0.01 

USD VALIDUS HOLDINGS 358 6,910.54 0.00 

EUR VALLOUREC 2,184 159,133.65 0.05 

TWD VANGUARD INTERNATIOAL SEMICONDUCTOR 32,890 10,564.83 0.00 

USD VARIAN MEDICAL SYSTEMS 440 19,498.98 0.01 

EUR VASTNED OFFICES/INDUSTRIAL 754 9,118.09 0.00 

EUR VASTNED RETAIL 708 35,366.10 0.01 

GBP VEDANTA RESOURCES 878 21,951.07 0.01 

USD VENTAS 5,449 205,842.09 0.06 

EUR VEOLIA ENVIRONNEMENT 6,939 134,056.72 0.04 

EUR VERBUND -A- 1,497 39,360.67 0.01 

USD VERISIGN 604 14,034.79 0.00 

USD VERISK ANALYTICS -A- 302 6,187.25 0.00 

USD VERIZON COMMUNICATIONS 9,067 216,450.52 0.06 

CAD VERMILION ENERGY INC 398 10,967.03 0.00 

USD VERTEX PHARMACEUTICALS 621 15,713.85 0.00 

USD VF 251 14,896.06 0.00 

USD VIACOM -B- 10,316 273,467.80 0.08 

EUR VINCI 8,834 324,818.55 0.09 

USD VIRGIN MEDIA 914 15,411.77 0.00 

USD VISA -A- 7,559 411,157.98 0.12 

CAD VITERRA 3,476 22,289.23 0.01 

EUR VIVENDI 24,752 496,280.93 0.15 

BRL VIVO PARTICIPACOES (pref. shares) 3,115 62,226.42 0.02 

USD VMWARE 268 16,654.35 0.00 

ZAR VODACOM GROUP 182 1,320.86 0.00 

GBP VODAFONE GROUP 387,490 702,656.51 0.21 

EUR VOESTALPINE 5,481 148,088.56 0.04 

USD VORNADO REALTY TRUST 8,173 512,067.91 0.16 

USD VULCAN MATERIALS 456 12,335.75 0.00 

EUR VW (pref. shares) 3,998 353,951.18 0.10 

EUR WACKER CHEMIE 336 45,478.50 0.01 

EUR WAERTSILAE CORPORTATION -B- 6,085 291,291.64 0.08 

USD WALGREEN 3,075 75,447.53 0.02




Description 

Quantity / 

Nominal 



MXN WAL-MART DE MEXICO -V- 60,984 112,573.58 0.03 

USD WAL-MART STORES 6,698 262,578.94 0.08 

TWD WALSIN LIHWA 85,935 37,476.25 0.01 

USD WALT DISNEY 6,087 147,634.64 0.04 

EUR WAREHOUSE DE PAUW 391 14,723.18 0.00 

USD WARNER CHILCOTT REG 405 6,648.98 0.00 

USD WASHINGTON POST -B- 17 4,847.66 0.00 

USD WASHINGTON REAL ESTAT INVESTMENT 

TRUST 

1,918 44,574.98 0.01 

USD WASTE MANAGEMENT 1,407 36,823.54 0.01 

USD WATERS 257 13,340.37 0.00 

USD WATSON PHARMACEUTICALS 334 10,359.82 0.00 

USD WEATHERFORD INTERNATIONAL 2,615 32,759.72 0.01 

USD WEINGARTEN REALTY INVESTORS 3,691 58,993.04 0.02 

USD WELLPOINT 1,421 58,964.78 0.02 

USD WELLS FARGO & CO 40,087 737,896.33 0.22 

EUR WERELDHAVE 849 60,453.62 0.02 

EUR WERELDHAVE BELGIUM 89 5,697.31 0.00 

AUD WESFARMERS 7,871 183,617.35 0.05 

AUD WESFARMERS (price protected shares) 1,205 28,289.75 0.01 

JPY WEST JAPAN RAILWAY 15 39,111.44 0.01 

USD WESTERN DIGITAL 858 17,844.31 0.01 

USD WESTERN UNION 2,287 29,606.76 0.01 

AUD WESTFIELD 105,454 916,959.82 0.27 

AUD WESTPAC BANKING 23,365 385,123.94 0.11 

USD WEYERHAEUSER 2,364 27,288.84 0.01 

HKD WHEELOCK & CO 7,310 17,898.68 0.01 

USD WHIRLPOOL 283 16,755.17 0.00 

GBP WHITBREAD 1,308 24,509.92 0.01 

USD WHITE MOUNTAINS INSURANCE GROUP 24 5,337.92 0.00 

USD WHOLE FOODS MARKET 401 10,902.72 0.00 

EUR WIENER STAEDTISCHE VERSICHERUNG AG 

VIENNA INSURANCE GROUP 

728 28,702.44 0.01 

SEK WIHLBORG FASTIGHETER 1,501 30,296.02 0.01 

USD WILLIAMS COMPANIES 1,992 27,886.53 0.01 

USD WILLIS GROUP HOLDINGS 475 10,729.59 0.00 

SGD WILMAR INTERNATIONAL 14,992 50,174.36 0.01 

USD WINDSTREAM 1,438 12,946.49 0.00 

HKD WING HANG BANK 1,611 14,141.37 0.00 

SGD WING TAI HOLDINGS 22,599 21,771.10 0.01 

USD WINTHROP REALTY TRUST 562 5,092.33 0.00 

USD WIPRO ADR 9,219 97,641.24 0.03 

USD WISCONSIN ENERGY 329 13,912.74 0.00 

TWD WISTRON 23,992 32,063.27 0.01 

GBP WOLSELEY 2,106 38,877.60 0.01 

EUR WOLTERS KLUWER 6,238 96,069.79 0.03 

AUD WOODSIDE PETROLEUM 4,321 134,483.78 0.04 

AUD WOOLWORTHS 9,733 199,080.04 0.06 

ZAR WOOLWORTHS HOLDINGS 21,799 61,907.95 0.02 

KRW WOORI INVESTMENT & SECURITIES 2,244 30,056.73 0.01 

GBP WORKSPACE GROUP 44,580 11,063.31 0.00 

AUD WORLEYPARSONS 1,493 23,568.14 0.01 

GBP WPP 9,184 74,679.89 0.02 

USD WR BERKLEY 491 9,742.03 0.00 

USD WW GRAINGER 176 15,314.49 0.00 

HKD WYNN MACAU 11,944 15,123.81 0.00 

USD WYNN RESORTS 234 14,900.11 0.00 

USD XCEL ENERGY 1,535 25,822.95 0.01 

USD XEROX 4,734 35,887.95 0.01 

USD XILINX 792 15,439.89 0.00 

USD XL GROUP 1,258 19,952.37 0.01 

GBP XSTRATA 15,132 212,741.40 0.06 

USD YAHOO 4,400 45,670.62 0.01 

JPY YAHOO JAPAN 128 32,464.81 0.01 

JPY YAKULT HONSHA 861 19,469.59 0.01 

JPY YAMADA DENKI 729 33,093.76 0.01 

JPY YAMAGUCHI FINANCIAL GROUP 1,630 11,244.62 0.00 

JPY YAMAHA 1,525 12,954.99 0.00 

JPY YAMAHA MOTOR 2,211 24,296.67 0.01 

CAD YAMANA GOLD 6,960 58,298.43 0.02 

JPY YAMATO HOLDINGS 3,341 29,583.21 0.01 

JPY YAMATO KOGYO 419 7,428.92 0.00 

JPY YAMAZAKI BAKING 931 8,311.51 0.00 

TWD YANG MING MARINE TRANSPORT 33,244 15,627.62 0.00 

SGD YANGZIJIANG SHIPBUILDING HOLDINGS 13,505 13,236.13 0.00 

SGD YANLORD LAND 22,034 21,472.67 0.01 

HKD YANZHOU COAL MINING -H- 37,733 67,788.18 0.02 

TRY YAPI VE KREDI BANKASI 14,637 37,062.33 0.01 

JPY YASKAWA ELECTRIC 1,746 10,302.64 0.00 

CAD YELLOW PAGES INCOME FUND 2,564 10,144.63 0.00 

JPY YOKOGAWA ELECTRIC 1,839 9,158.99 0.00 

MYR YTL 16,478 29,325.27 0.01 

TWD YUANTA FINANCIAL 65,294 29,086.86 0.01 

HKD YUE YUEN INDUSTRIAL (HOLDINGS) 5,740 15,572.22 0.00 

TWD YULON MOTOR 20,446 27,037.10 0.01 

USD YUM BRANDS 1,589 53,594.95 0.02 

EUR ZARDOYA OTIS 3,198 41,990.91 0.01 

HKD ZHEJIANG EXPRESSWAY -H- 51,984 35,904.10 0.01 



Description 

Quantity / 

Nominal 

Page 23 



HKD ZIJIN MINING GROUP -H- 55,569 34,605.14 0.01 

USD ZIMMER HOLDINGS 2,705 103,694.24 0.03 

CHF ZUEBLIN REAL ESTATE HOLDING 1,936 5,197.72 0.00 

CHF ZURICH FINANCIAL SERVICES (reg. shares) 308 53,217.72 0.02 

GBP 3I GROUP 7,332 24,246.91 0.01 

USD 3M 2,187 138,910.38 0.04 


Securities listed on a stock exchange or other organised markets: 

180,220,231.25 51.89 

Shares (and equity-type securities) 180,220,231.25 51.89 

Securities listed on a stock exchange or other organised markets: Bonds 

Bonds 

GBP ABBEY NATIONAL TREASURY SERVICES 

7.125%/08-20.06.2011 

17,220 20,590.40 0.01 

CHF ABN AMRO BANK 2.5%/06-30.12.2015 3,115 2,458.46 0.00 

USD AGENCE FRANCAISE DE DEVELOPPEMENT 

2.25%/09-22.05.2012 

41,391 31,064.80 0.01 

CHF AKADEMISKA HUS 2.125%/10-04.07.2018 7,789 5,991.40 0.00 


EUR AMERICA MOVIL SAB DE CV 3.75%/10- 

28.06.2017 

508,913 523,468.20 0.15 

CHF AMERICA MOVIL 2.25%/10-07.04.2015 11,683 8,956.45 0.00 

CHF AMERICAN INTERNATIONAL GROUP 

2.875%/07-16.04.2015 

10,230 7,006.80 0.00 

CHF ANZ NATIONAL INTERNATIONAL LIMITED 

2%/10-16.12.2014 

3,894 2,967.96 0.00 

USD ANZ NATIONAL INTERNATIONAL (reg. -S-) 

3.125%/10-10.08.2015 

55,189 40,853.78 0.01 

EUR ASFINAG 4.125%/03-21.10.2013 636,142 677,121.84 0.19 

CHF ASIAN DEVELOPMENT BANK 0%/86- 

07.02.2016 

13,665 9,584.70 0.00 


14.11.2014 

7,789 6,087.76 0.00 

USD ASIAN DEVELOPMENT BANK 5.593%/98- 

16.07.2018 

96,580 86,192.65 0.02 


27.05.2014 

82,783 72,159.72 0.02 

CHF AUCHAN 3.75%/08-23.06.2015 779 636.51 0.00 

CHF AUSTRALIA & NEW ZEALAND BANKING GROUP 

2%/10-08.07.2016 

3,894 2,943.73 0.00 

EUR AUSTRALIA & NEW ZEALAND BANKING GROUP 

3.75%/10-10.03.2017 

1,017,827 1,058,336.05 0.30 

CHF BANK OF AMERICA FIX-TO-FRN 3.375%/07- 

14.06.2022 

3,894 2,554.81 0.00 

CHF BANK OF AMERICA 1.875%/05-28.03.2012 4,673 3,510.75 0.00 

CHF BANK OF AMERICA 3%/07-14.06.2013 2,726 2,099.03 0.00 



CHF BANK OF IRELAND 3%/10-18.02.2013 7,789 5,649.79 0.00 

CHF BANK OF MOSCOW 4.5%/10-10.09.2013 3,894 2,969.42 0.00 

JPY BAYERISCHE LB 1.4%/01-22.04.2013 69,000,000 616,438.75 0.18 

CHF BAYERISCHE LB 2.75%/06-12.12.2014 5,538 4,172.70 0.00 



CHF BFCM 2.5%/06-29.04.2013 3,115 2,382.55 0.00 

CHF BMW UK CAPITAL 2.125%/10-29.06.2015 7,789 5,930.09 0.00 

CHF BNG 2%/09-27.03.2013 2,337 1,811.44 0.00 

CHF BNG 2.125%/10-06.11.2018 3,894 3,023.44 0.00 

USD BNG 2.25%/09-17.01.2012 55,189 41,249.95 0.01 

CHF BNG 2.75%/03-03.07.2015 7,789 6,271.70 0.00 

CHF BNG 2.75%/09-11.05.2016 5,296 4,300.50 0.00 

EUR BNG 2.875%/09-15.01.2015 826,984 859,071.06 0.25 

EUR BNG 3%/10-30.03.2017 763,370 791,080.24 0.23 

EUR BNG 3.75%/10-14.01.2020 1,272,283 1,370,376.23 0.39 

EUR BNG 3.875%/09-04.11.2019 636,142 692,440.13 0.20 

EUR BNG 4.5%/99-10.03.2014 1,017,827 1,109,532.73 0.32 

USD BNG 5.125%/06-05.10.2016 55,189 47,003.96 0.01 

GBP BNG 5.2%/99-07.12.2028 28,700 37,908.41 0.01 

GBP BNG 5.75%/00-18.01.2019 28,700 39,207.03 0.01 

CHF BNP PARIBAS 1.875%/10-25.03.2015 3,894 2,975.26 0.00 

CHF BRANDBREW 4.5%/09-11.06.2014 2,337 1,898.15 0.00 

EUR BRD I/L 1.5%/06-15.04.2016 1,364,679 1,582,652.44 0.47 

EUR BRD I/L 1.75%/09-15.04.2020 272,936 308,374.62 0.09 

EUR BRD I/L 2.25%/07-15.04.2013 1,364,679 1,548,905.45 0.46 

EUR BRD S. 09 3.25%/09-04.01.2020 3,816,850 4,142,045.16 1.20 

EUR BRD 3%/10-04.07.2020 2,544,566 2,706,400.81 0.79 

EUR BRD 3.25%/05-04.07.2015 1,017,827 1,101,695.46 0.32 

EUR BRD 3.5%/09-04.07.2019 2,544,566 2,808,895.94 0.82 

EUR BRD 3.75%/06-04.01.2017 1,781,196 1,991,555.78 0.58 

EUR BRD 3.75%/08-04.01.2019 1,272,283 1,427,247.29 0.41 

EUR BRD 4.25%/04-04.07.2014 1,399,512 1,558,216.12 0.46 

USD BRITISH GAS INTERNATIONAL FINANCE 

0%/91-04.11.2021 

331,132 143,741.68 0.04 

USD CADES 1.375%/10-29.07.2013 27,594 20,467.32 0.01 

CHF CADES 2.125%/09-25.02.2015 7,789 6,099.44 0.00 

GBP CADES 3.75%/09-08.09.2014 28,700 35,702.08 0.01 

CHF CAISSE DES DEPOTS ET CONSIGNATIONS 

3.625%/08-16.04.2018 

7,789 6,665.87 0.00 

USD CANADA 2.375%/09-10.09.2014 35,873 27,540.32 0.01 

EUR CANADA 3.5%/10-13.01.2020 1,272,283 1,393,022.87 0.40 

CHF CANADIAN IMPERIAL BANK OF COMMERCE 

LONDON 1.75%/10-30.06.2017 

7,789 5,938.85 0.00 

CHF CARREFOUR 2.625%/09-16.04.2012 7,789 6,003.08 0.00




Description 

Quantity / 

Nominal 



USD CFF (reg. -S-) 2.125%/10-22.04.2013 22,075 16,443.38 0.00 

JPY CFF 1.25%/06-01.12.2011 18,000,000 158,837.27 0.05 

CHF CFF 1.75%/09-28.04.2014 779 600.02 0.00 

EUR CFF 2%/09-17.02.2012 763,370 769,018.85 0.22 

CHF CFF 2.375%/05-24.08.2018 1,558 1,215.22 0.00 

CHF CFF 2.5%/09-04.03.2013 7,789 6,069.51 0.00 

EUR CFF 2.625%/10-16.04.2015 1,781,196 1,805,955.10 0.53 

CHF CFF 3.125%/03-10.10.2014 3,894 3,148.99 0.00 

CHF CFF 3.25%/08-21.09.2012 15,577 12,239.75 0.00 

EUR CIF EUROMORTGAGE 1.875%/09-30.04.2012 763,370 768,102.81 0.22 

CHF CIF EUROMORTGAGE 2%/10-30.01.2019 7,789 5,865.85 0.00 



CHF CITI CREDIT CARD ISSUANCE TRUST 2.5%/05- 

23.02.2015 

8,817 6,617.01 0.00 

CHF CITIGROUP (subord.) FIX-TO-FRN 2.75%/06- 

06.04.2021 

11,083 7,416.42 0.00 

CHF CITIGROUP 2.75%/06-29.06.2012 3,115 2,368.53 0.00 

CHF CITIGROUP 3%/07-21.03.2019 5,452 3,916.02 0.00 

USD CITIGROUP 5.375%/10-09.08.2020 55,189 42,030.16 0.01 

CHF COMMONWEALTH BANK OF AUSTRALIA 

2.25%/09-30.04.2013 

1,558 1,209.96 0.00 

EUR COMMONWEALTH BANK OF AUSTRALIA 

4.25%/09-10.11.2016 

508,913 544,893.45 0.16 

CHF COUNCIL OF EUROPE DEVELOPMENT BANK 

1.875%/09-07.02.2014 

6,231 4,846.85 0.00 

USD COUNCIL OF EUROPE DEVELOPMENT BANK 

5.125%/07-20.04.2017 

55,189 47,459.27 0.01 

CHF CREDIT AGRICOLE LONDON 2%/10-08.04.2015 7,789 5,938.85 0.00 

EUR CREDIT SUISSE GROUP FINANCE 2.875%/10- 

24.09.2015 

1,526,740 1,527,503.20 0.45 

EUR CREDIT SUISSE LONDON (reg. -S-) S. 24 

4.75%/09-05.08.2019 

1,017,827 1,103,323.99 0.32 

CHF CREDIT SUISSE LONDON 2.125%/10- 

05.02.2015 

7,789 5,962.21 0.00 

CHF CREDIT SUISSE LONDON 3%/07-04.06.2012 2,337 1,809.68 0.00 

EUR CREDIT SUISSE LONDON 3.875%/10- 

25.01.2017 

1,526,740 1,581,091.77 0.47 

USD CREDIT SUISSE NEW YORK BRANCH T. 2 

3.45%/09-02.07.2012 

55,189 41,905.82 0.01 

CHF CREDIT SUISSE NEW YORK BRANCH 

4.875%/08-14.03.2018 

5,452 4,582.31 0.00 

USD CREDIT SUISSE NEW YORK BRANCH 5.5%/09- 

01.05.2014 

18,488 15,170.00 0.00 

USD CREDIT SUISSE NEW YORK 3.5%/10- 

23.03.2015 

55,189 42,515.22 0.01 

CHF CRH 1.5%/10-21.09.2015 7,789 5,956.37 0.00 

CHF DANSKE BANK 2.75%/09-09.01.2015 2,337 1,854.36 0.00 

EUR DENMARK 1.75%/10-05.10.2015 763,370 762,988.23 0.22 

EUR DENMARK 3.125%/09-17.03.2014 614,105 648,556.82 0.19 

CHF DEUTSCHE BAHN FINANCE 2.125%/04- 

29.12.2011 

3,894 2,976.43 0.00 

ITL DEUTSCHE BANK 0%/96-15.10.2021 4,325,762,860 1,369,158.78 0.39 


CHF DEUTSCHE BANK 2%/10-05.03.2015 3,894 2,975.26 0.00 

EUR DEUTSCHE TELEKOM INTERNATIONAL 

FINANCE 4.25%/10-13.07.2022 

814,261 834,780.63 0.24 

USD DEVELOPMENT BANK OF JAPAN 5.125%/07- 

01.02.2017 

55,189 47,390.55 0.01 

CHF DEXIA BIL 2.75%/06-14.06.2016 8,178 5,377.37 0.00 

USD DEXIA CLF (reg. -S-) 2%/10-05.03.2013 55,189 40,760.80 0.01 

CHF DEXIA CLF 2.125%/06-29.03.2012 3,894 2,934.39 0.00 

CHF DEXIA CLF 2.125%/09-07.12.2012 15,577 11,765.28 0.00 

GBP DEXIA CLF 2.5%/09-27.10.2011 17,220 20,095.46 0.01 

JPY DEXIA MUNICIPAL AGENCY 1.55%/06- 

31.10.2013 

158,000,000 1,405,736.84 0.40 

CHF DEXIA MUNICIPAL AGENCY 2.5%/09- 

02.05.2018 

3,894 3,048.26 0.00 


12.08.2019 

7,789 6,122.79 0.00 


09.08.2017 

7,010 5,844.25 0.00 

USD DEXIA MUNICIPAL AGENCY 5.125%/07- 

31.05.2012 

41,391 32,168.41 0.01 

CHF DNB NOR BOLIGKREDITT 1.625%/10- 

24.04.2015 

7,789 5,944.69 0.00 


26.03.2018 

7,789 6,023.52 0.00 

EUR DNB NOR BOLIGKREDITT 3.375%/10- 

20.01.2017 

1,272,283 1,332,462.19 0.38 

EUR DRESDNER BANK LUXEMBOURG 6.25%/01- 

26.02.2016 

924,950 981,606.76 0.28 

EUR DZ BANK 6.25%/01-26.02.2016 229,011 251,043.66 0.07 

GBP EBRD 5.625%/98-07.12.2028 57,401 80,812.52 0.02 

CHF EDF 2.25%/10-29.09.2017 9,346 7,182.68 0.00 

CHF EDF 3.375%/08-18.12.2013 1,558 1,249.08 0.00 

EUR EDF 4.625%/10-26.04.2030 381,685 401,039.44 0.12 

EUR EIB (reg. -S-) S. 1510/0100 4.25%/09- 

15.04.2019 

136,468 154,126.83 0.04 

USD EIB 0%/96-06.11.2026 248,349 95,264.58 0.03 

CHF EIB 1.75%/10-21.04.2017 3,894 3,000.08 0.00 

CHF EIB 2%/09-24.04.2014 3,894 3,048.26 0.00 

CHF EIB 2%/10-24.08.2022 3,894 2,975.26 0.00 

USD EIB 3%/09-08.04.2014 82,783 64,597.57 0.02 

EUR EIB 3.125%/09-15.04.2014 1,272,283 1,337,551.32 0.39 

EUR EIB 3.5%/09-15.04.2016 1,272,283 1,363,760.36 0.39 

CHF EIB 3.5%/99-28.01.2014 30,461 24,939.72 0.01 

GBP EIB 4.75%/05-06.06.2012 28,700 35,158.78 0.01 

EUR EIB 5.625%/99-15.02.2028 2,544,566 3,325,239.35 0.97 



Description 

Quantity / 

Nominal 

Page 24 



CHF EKSPORTFINANS 2.375%/03-26.06.2013 1,589 1,244.28 0.00 


CHF ENERGIE BEHEER NEDERLAND 2.125%/10- 

27.04.2020 

11,683 9,109.74 0.00 

CHF E.ON INTERNATIONAL FINANCE 3.375%/09- 

11.02.2014 

1,947 1,551.87 0.00 

GBP E.ON INTERNATIONAL FINANCE 5.125%/09- 

27.01.2014 

8,610 10,889.91 0.00 

EUR EUROFIMA 4%/09-27.10.2021 1,781,196 1,955,931.85 0.57 

USD EUROFIMA 5.25%/06-07.04.2016 82,783 70,491.57 0.02 

CHF EUROHYPO FRN 10-30.04.2013 1,947 1,452.96 0.00 

CHF EUROHYPO 4%/99-01.09.2014 25,967 21,479.33 0.01 

EUR EUROPEAN COMMUNITY 3.125%/09- 

27.01.2015 

1,017,827 1,070,957.10 0.31 

EUR EUROPEAN COMMUNITY 3.25%/09-07.11.2014 272,936 288,411.24 0.08 


06.04.2016 

763,370 823,370.79 0.24 

EUR EUROPEAN UNION 3.375%/10-10.05.2019 572,527 608,711.17 0.18 

CHF EVN ENERGIE-VERSORGUNG 

NIEDEROESTERREICH 3.625%/09-20.02.2014 

2,337 1,861.36 0.00 

USD EXPORT DEVELOPMENT CANADA 3.125%/09- 

24.04.2014 

27,594 21,663.90 0.01 

CHF EXPORT IMPORT BANK OF KOREA 2.5%/09- 

26.10.2012 

2,337 1,777.27 0.00 

EUR FINANCE FOR DANISH INDUSTRY 2.125%/10- 

21.03.2013 

1,272,283 1,289,713.47 0.37 

EUR FINLAND 1.75%/10-15.04.2016 1,272,283 1,269,738.63 0.37 

EUR FINLAND 3.375%/10-15.04.2020 2,799,023 2,992,155.62 0.87 

EUR FINLAND 3.875%/06-15.09.2017 1,272,283 1,414,906.14 0.41 

EUR FINLAND 4.375%/08-04.07.2019 136,468 157,292.89 0.05 

EUR FINLAND 5.375%/02-04.07.2013 682,339 761,081.42 0.22 

EUR FORTIS BANK 3.375%/09-19.05.2014 1,017,827 1,072,832.96 0.31 

EUR FRANCE BTAN 2.5%/10-15.01.2015 1,272,283 1,320,121.04 0.38 

EUR FRANCE OAT I/L 1%/05-25.07.2017 272,936 306,031.16 0.09 

EUR FRANCE OAT I/L 1.6%/03-25.07.2011 136,468 155,381.97 0.04 






EUR FRANCE OAT 3.5%/10-25.04.2020 890,598 953,919.77 0.27 

EUR FRANCE OAT 3.75%/06-25.04.2017 1,272,283 1,396,458.03 0.40 

EUR FRANCE OAT 4%/08-25.04.2018 1,526,740 1,701,551.54 0.50 

EUR FRANCE OAT 4.25%/03-25.04.2019 1,272,283 1,443,150.83 0.43 

CHF FRANCE TELECOM 2.75%/06-11.04.2012 4,673 3,603.60 0.00 


CHF GDF SUEZ 3.5%/08-19.12.2012 3,505 2,767.08 0.00 

USD GECC T. 827 3.5%/10-29.06.2015 27,594 21,164.45 0.01 

CHF GECC 2%/10-15.01.2015 1,530 1,158.95 0.00 

CHF GECC 2.625%/10-20.01.2016 3,115 2,405.61 0.00 

CHF GECC 2.75%/07-27.12.2013 1,558 1,215.62 0.00 

CHF GECC 3%/04-16.10.2015 779 612.57 0.00 

CHF GECC 3.125%/04-06.12.2019 7,789 5,973.88 0.00 

CHF GECC 3.375%/06-19.06.2018 3,115 2,435.10 0.00 

CHF GECC 4%/08-26.08.2013 7,010 5,626.14 0.00 

CHF GECC 4.5%/08-09.10.2018 2,726 2,299.33 0.00 

USD GENERAL ELECTRIC 5%/03-01.02.2013 27,594 21,558.80 0.01 

EUR GLAXOSMITHKLINE CAPITAL 3.875%/09- 

06.07.2015 

763,370 816,424.13 0.24 

USD HSBC BANK (reg. -S-) 1.625%/10-12.08.2013 30,354 22,362.19 0.01 

EUR HSH NORDBANK S. 751 2.25%/09-23.07.2012 636,142 646,510.71 0.19 

EUR HSH NORDBANK 2.75%/09-20.01.2012 636,142 648,991.66 0.19 

CHF HYPO INVESTMENTBANK 1.75%/09- 

30.11.2012 

3,894 2,972.34 0.00 

CHF HYPO PFANDBRIEF BANK INTERNATIONAL 

3%/06-16.06.2016 

6,231 4,765.09 0.00 

CHF HYUNDAI CAPITAL SERVICES 2.25%/10- 

15.10.2014 

3,894 2,919.64 0.00 

CHF HYUNDAI CAPITAL SERVICES 3%/10- 

16.07.2015 

1,519 1,170.03 0.00 

USD IADB T. 28 3%/09-22.04.2014 55,189 43,158.02 0.01 

USD IADB T. 35 3.875%/10-14.02.2020 55,189 44,625.46 0.01 

USD IBM 8.375%/89-01.11.2019 82,783 83,641.51 0.02 

EUR IKB DEUTSCHE INDUSTRIEBANK 2.125%/09- 

10.09.2012 

890,598 904,135.33 0.26 


27.01.2012 

763,370 780,538.11 0.22 

CHF ILE DE FRANCE 2.5%/09-28.09.2015 3,894 3,116.87 0.00 


USD ING BANK (reg. -S-) 3%/10-01.09.2015 27,594 20,196.47 0.01 

CHF ING BANK 2.125%/10-07.10.2016 7,789 5,824.98 0.00 

EUR ING BANK 5.25%/99-07.06.2019 381,685 419,971.78 0.12 

EUR INSTITUTO DE CREDITO OFFICIAL 3.75%/10- 

28.07.2015 

1,399,512 1,404,549.76 0.40 

EUR INSTITUTO DE CREDITO OFICIAL 3.75%/10- 

15.07.2013 

1,272,283 1,293,530.32 0.37 


28.09.2017 

636,142 634,360.40 0.18 

EUR INTERNATIONAL BANK FOR RECONSTRUCTION 

& DEVELOPMENT 3.875%/09-20.05.2019 

1,408,751 1,556,388.20 0.46 

USD INTERNATIONAL BANK FOR RECONSTRUCTION 

& DEVELOPMENT 9.25%/86-20.03.2016 

55,189 55,772.93 0.02 

EUR ITALY BTP I/l 2.1%/10-15.09.2021 477,638 474,588.76 0.14 

EUR ITALY BTP I/L 2.15%/04-15.09.2014 682,339 811,076.59 0.23 


EUR ITALY BTP I/L 2.6%/07-15.09.2023 272,936 294,345.63 0.08




Description 

Quantity / 

Nominal 



USD JAPAN FINANCE 1.5%/10-06.07.2012 27,594 20,497.63 0.01 


CHF JP MORGAN CHASE 2.75%/07-23.01.2014 2,337 1,816.69 0.00 

EUR JP MORGAN CHASE 3.875%/10-23.09.2020 254,457 255,220.01 0.07 

CHF KFW INTERNATIONAL FINANCE 3.625%/02- 

16.05.2012 

7,010 5,531.54 0.00 

EUR KFW S. 213 5.5%/98-22.01.2018 1,526,740 1,842,268.10 0.54 

USD KFW 1.375%/10-15.07.2013 27,594 20,523.91 0.01 

EUR KFW 2.25%/10-21.09.2017 1,017,827 1,014,365.95 0.29 

CHF KFW 2.875%/08-02.05.2014 3,894 3,137.31 0.00 

GBP KFW 3.75%/09-07.09.2016 28,700 35,536.44 0.01 

EUR KFW 3.875%/09-21.01.2019 763,370 841,615.33 0.24 

USD KFW 4%/10-27.01.2020 27,594 22,387.52 0.01 

USD KFW 4.375%/05-21.07.2015 82,783 68,460.20 0.02 

GBP KFW 5.75%/99-07.12.2011 24,682 30,082.70 0.01 

USD KOMMUNALBANKEN (reg. -S-) 2.75%/10- 

05.05.2015 

55,189 42,442.49 0.01 

CHF KOMMUNALBANKEN 2%/09-19.12.2014 3,894 3,039.50 0.00 

CHF KOMMUNALBANKEN 2.875%/09-09.05.2017 3,894 3,178.19 0.00 

CHF KOMMUNALKREDIT AUSTRIA 2.5%/06- 

14.02.2022 

7,789 5,392.85 0.00 


22.06.2026 

3,894 2,975.26 0.00 

CHF KOMMUNALKREDIT 2.75%/03-07.05.2013 3,894 3,083.30 0.00 

USD KOMMUNEKREDIT 1.25%/10-03.09.2013 80,023 58,810.08 0.02 

CHF KOMMUNEKREDIT 1.375%/10-21.01.2015 7,789 5,930.09 0.00 

CHF KOMMUNINVEST I SVERIGE 2.5%/09- 

04.12.2015 

7,010 5,597.23 0.00 


07.12.2016 

3,894 3,138.77 0.00 

CHF KOREA DEVELOPMENT BANK 1.75%/10- 

01.10.2014 

7,789 5,792.86 0.00 

CHF LAND NIEDEROESTERREICH 2.125%/10- 

15.08.2017 

3,894 3,020.52 0.00 

GBP LANDESBANK BADEN-WUERTTEMBERG S. 

5268 2.5%/09-07.12.2012 

28,700 33,827.03 0.01 

CHF LANDESBANK BADEN-WUERTTEMBERG 

2.75%/07-13.03.2012 

6,231 4,772.10 0.00 

EUR LANDWIRTSCHAFTLICHE RENTENBANK S. 

1013 2%/10-15.06.2015 

1,526,740 1,540,938.51 0.45 

GBP LANDWIRTSCHAFTLICHE RENTENBANK S. 838 

5.25%/07-18.01.2012 

28,700 34,933.51 0.01 

JPY LANDWIRTSCHAFTLICHE RENTENBANK S. 875 

1.5%/07-20.06.2014 

100,000,000 911,978.03 0.26 

CHF LANDWIRTSCHAFTLICHE RENTENBANK 

1.75%/10-16.01.2017 

7,789 6,000.16 0.00 


3.25%/02-28.08.2012 

1,558 1,230.98 0.00 

USD LB BADEN-WUERTTEMBERG 2%/10- 

15.07.2013 

27,594 20,481.46 0.01 

EUR L-BANK BW FOERDERBANK 3.25%/09- 

29.01.2014 

763,370 802,404.07 0.23 

USD LLOYDS TSB BANK (reg. -S-) T. 1 4.375%/10- 

12.01.2015 

55,189 41,427.82 0.01 

CHF LLOYDS TSB BANK 2.5%/10-23.03.2015 7,789 5,802.10 0.00 

CHF LVMH 3.625%/08-02.12.2011 7,010 5,426.42 0.00 

CHF MANITOBA 2.25%/09-05.05.2014 3,115 2,457.88 0.00 

CHF MCDONALD'S 3.25%/07-12.12.2012 3,894 3,081.84 0.00 

CHF METROPOLITAN LIFE GLOBAL FUNDING I 

3.125%/06-27.06.2016 

5,452 4,163.32 0.00 

USD MICROSOFT 1.625%/10-25.09.2015 27,594 20,222.74 0.01 

CHF MORGAN STANLEY 2%/05-17.11.2011 2,337 1,757.13 0.00 

CHF MORGAN STANLEY 2.5%/05-17.11.2015 2,337 1,716.83 0.00 


EUR MUENCHENER HYPOTHEKENBANK 1.5%/10- 

04.10.2013 

763,370 760,316.44 0.22 

CHF NATIONAL AUSTRALIA BANK 2.25%/10- 

14.07.2017 

11,683 8,842.58 0.00 

EUR NATIONAL AUSTRALIA BANK 3.5%/09- 

23.01.2015 

890,598 918,028.66 0.26 


15.07.2016 

508,913 554,155.67 0.16 

GBP NATIONAL AUSTRALIA BANK 5.375%/09- 

08.12.2014 

11,480 14,734.02 0.00 

CHF NATIXIS 2.375%/03-19.12.2013 3,894 3,042.42 0.00 

EUR NATIXIS 7.75%/93-01.06.2019 577,617 779,512.62 0.22 

CHF NEDERLANDEN FINANCIERINGS MAAT 

2.625%/08-22.09.2015 

1,947 1,557.71 0.00 

CHF NEDERLANDS WATERSCHAPSBANK 

2.25%/09-13.05.2014 

11,683 9,184.19 0.00 

EUR NEDERLANDS WATERSCHAPSBANK 

3.375%/10-01.02.2017 

763,370 808,308.74 0.23 


4.25%/08-21.11.2013 

508,913 548,157.11 0.16 

USD NEDERLANDSE WATERSBANK 2%/10- 

09.09.2015 

82,783 60,904.72 0.02 

GBP NEDERLANDSE WATERSCHAPSBANK (reg. -S-) 

S. 1171 2.375%/10-10.12.2013 

28,700 33,986.05 0.01 

CHF NEDERLANDSE WATERSCHAPSBANK 

1.75%/10-22.07.2016 

7,789 6,008.92 0.00 


2.5%/05-20.04.2015 

3,894 3,103.73 0.00 

EUR NEDERLANDSE WATERSCHAPSBANK 

3.125%/09-20.01.2012 

763,370 781,690.79 0.23 

CHF NESTLE FINANCE INTERNATIONAL 1.25%/09- 

24.04.2012 

7,789 5,912.57 0.00 

CHF NESTLE FINANCE INTERNATIONAL 2%/09- 

05.08.2013 

10,125 7,879.92 0.00 


12.08.2014 

1,873 1,473.23 0.00 


29.05.2015 

5,452 4,300.26 0.00 

USD NESTLE HOLDINGS 2.125%/10-12.03.2014 82,783 62,657.15 0.02 



Description 

Quantity / 

Nominal 

Page 25 



EUR NETHERLANDS 2.75%/09-15.01.2015 2,035,653 2,138,453.59 0.63 

EUR NETHERLANDS 3.75%/04-15.07.2014 508,913 554,053.89 0.16 


EUR NETHERLANDS 4%/06-15.07.2016 763,370 851,768.15 0.25 

EUR NETHERLANDS 4%/08-15.01.2011 5,000,000 5,047,499.99 1.46 





CHF NEW BRUNSWICK 2.875%/09-04.03.2016 7,789 6,335.21 0.00 

CAD NEW BRUNSWICK 7.75%/94-13.01.2014 610,000 511,146.42 0.15 

CHF NEW YORK LIFE FUNDING 2.375%/06- 

22.02.2016 

6,231 4,769.76 0.00 

EUR NORDEA BANK 3%/09-06.08.2012 508,913 520,007.59 0.15 

GBP NORDEA BANK 3.875%/10-15.12.2015 22,960 27,445.91 0.01 

CHF NORDIC INVESTMENT BANK 2.5%/09- 

11.04.2018 

3,894 3,125.63 0.00 

USD NORDIC INVESTMENT BANK 2.5%/10- 

15.07.2015 

55,189 42,321.22 0.01 

EUR NORDIC INVESTMENT BANK 3%/09- 

08.04.2014 

508,913 533,493.79 0.15 

EUR NORDRHEIN-WESTFALEN R. 239 7%/93- 

21.12.2018 

390,305 513,983.47 0.15 

EUR NORDRHEIN-WESTFALEN S. 1063 1.25%/10- 

13.09.2013 

763,370 756,957.61 0.22 

CHF NORDRHEIN-WESTFALEN 2.875%/08- 

02.05.2012 

3,894 3,032.20 0.00 

USD NOVARTIS CAPITAL 4.125%/09-10.02.2014 24,145 19,336.31 0.01 

USD NRW.BANK 1.375%/10-26.08.2013 55,189 40,623.36 0.01 

EUR NRW.BANK 2.375%/10-04.06.2015 1,272,283 1,291,621.90 0.37 

CHF OEBB-INFRASTRUKTUR BAU 2.75%/08- 

02.12.2013 

3,894 3,078.92 0.00 

CHF OEKB 2.625%/06-22.11.2024 3,115 2,464.30 0.00 

CHF OEKB 2.75%/08-14.07.2014 3,894 3,109.57 0.00 

CHF OEKB 2.875%/05-25.02.2030 3,894 3,221.99 0.00 

CHF OEKB 3%/03-23.10.2015 3,894 3,169.43 0.00 

CHF OEKB 3%/07-05.12.2013 2,337 1,867.50 0.00 

GBP OESTERREICHISCHE POSTSPARKASSE 

6.125%/99-20.10.2014 

11,480 15,029.53 0.00 

CHF PFANDBRIEFBANK SCHWEIZERISCHER 

HYPOTHEKARINSTITUTE S. 434 3%/08- 

30.01.2015 

1,168 950.83 0.00 

CHF PFANDBRIEFSTELLE DER 

OESTERREICHISCHEN LHB 2.125%/05- 

07.11.2016 

2,337 1,791.29 0.00 



18.02.2013 

3,894 3,013.22 0.00 



21.07.2017 

6,231 4,975.32 0.00 

USD PFIZER 5.35%/09-15.03.2015 27,594 23,266.77 0.01 

CHF PHILIP MORRIS INTERNATIONAL 3.25%/09- 

11.03.2013 

7,789 6,122.79 0.00 

CHF PHILIP MORRIS 4%/08-18.09.2012 7,010 5,555.19 0.00 

EUR POHJOLA BANK 3.125%/10-25.03.2015 1,017,827 1,038,793.78 0.30 

USD PROCTER & GAMBLE 1.375%/10-01.08.2012 55,189 41,101.99 0.01 

CHF PROVINCE OF ONTARIO 2.375%/10-07.05.2020 3,894 3,061.40 0.00 


USD PROVINCE OF ONTARIO 2.7%/10-16.06.2015 55,189 42,341.43 0.01 

EUR PROVINCE OF ONTARIO 3%/10-28.09.2020 763,370 768,102.81 0.22 


CHF QUEBEC 2.25%/05-05.10.2015 1,503 1,177.75 0.00 

CHF QUEBEC 3.125%/09-11.12.2015 3,115 2,537.88 0.00 

CHF QUEBEC 3.875%/09-11.12.2018 1,558 1,347.77 0.00 

EUR RABOBANK (reg. -S-) S. 2256A 4.125%/10- 

14.07.2025 

1,272,283 1,317,194.79 0.38 

USD RABOBANK (reg. -S-) T. 39 4.2%/09-13.05.2014 38,632 30,575.66 0.01 

JPY RABOBANK S. 1719A T. 1 1.85%/07- 

12.04.2017 

60,000,000 554,762.52 0.16 

CHF RABOBANK 2%/10-16.09.2021 3,894 2,868.69 0.00 

CHF RABOBANK 2.125%/06-13.08.2012 6,231 4,790.79 0.00 

CHF RABOBANK 2.5%/09-19.02.2013 7,789 6,065.37 0.00 

EUR RABOBANK 3%/10-16.02.2015 1,017,827 1,046,936.39 0.30 

CAD RABOBANK 3.5%/09-02.07.2014 50,000 37,452.25 0.01 

CHF RABOBANK 4.25%/00-14.09.2012 7,789 6,233.75 0.00 

EUR RABOBANK 4.375%/09-05.05.2016 1,781,196 1,936,873.04 0.57 

EUR RABOBANK 4.375%/09-22.01.2014 508,913 544,588.10 0.16 

CHF REGIE AUTONOME DES TRANSPORTS PARIS 

3.375%/08-21.03.2016 

7,789 6,508.21 0.00 

GBP RESEAU FERRE DE FRANCE 5.5%/98- 

01.12.2021 

74,621 101,059.71 0.03 

CHF ROCHE HOLDINGS 2.5%/09-23.03.2012 7,789 5,982.64 0.00 

EUR ROCHE HOLDINGS 4.625%/09-04.03.2013 254,457 270,690.97 0.08 

CHF ROYAL BANK OF CANADA FRN 07-13.11.2012 3,894 2,924.17 0.00 

CHF ROYAL BANK OF SCOTLAND GROUP 

2.25%/09-09.10.2012 

3,115 2,360.36 0.00 

USD ROYAL BANK OF SCOTLAND T. 66 3%/08- 

09.12.2011 

41,391 31,107.25 0.01 

CHF ROYAL BANK OF SCOTLAND 2.75%/10- 

08.10.2015 

3,894 2,902.67 0.00 

EUR ROYAL BANK OF SCOTLAND 3%/10- 

08.09.2015 

508,913 508,455.26 0.15 

USD SASKATCHEWAN 8%/93-01.02.2013 137,971 117,163.36 0.03 

USD SFEF (reg. -S-) 2.125%/09-30.01.2012 55,189 41,248.33 0.01 

USD SFEF (reg. -S-) 3.375%/09-05.05.2014 27,594 21,704.33 0.01 

EUR SFEF 3%/09-07.04.2014 1,017,827 1,063,628.75 0.31 

EUR SFEF 3.125%/09-30.06.2014 1,272,283 1,337,296.87 0.39




Description 

Quantity / 

Nominal 



USD SIEMENS FINANCIERINGSMAATSCHAPPIJ 

5.625%/06-16.03.2016 

35,873 30,359.78 0.01 

CHF SNCF 2.625%/06-13.12.2021 2,337 1,885.01 0.00 

CHF SNCF 2.75%/09-11.06.2018 2,337 1,902.53 0.00 

EUR SNS BANK 3.625%/10-10.03.2017 763,370 796,652.84 0.23 

CHF SOCIETE GENERALE 1.875%/10-20.10.2014 7,789 5,915.88 0.00 

GBP SOCIETE GENERALE 3.875%/10-17.12.2015 28,700 33,880.04 0.01 

AUD SOUTH AUSTRALIAN GOVERNMENT 

FINANCING AUTHORITY 0%/90-21.12.2015 

150,000 79,566.65 0.02 

CHF SPI AUSTRALIA ASSETS 2.25%/10-09.08.2016 3,894 2,943.15 0.00 

CHF SPI ELECTRICITY & GAS AUSTRALIA HOLDINGS 

2.375%/10-08.09.2015 

3,894 2,983.29 0.00 

CHF STADSHYPOTEK 2%/10-01.12.2016 3,894 2,998.62 0.00 

CHF STATNETT 3%/08-21.11.2011 4,770 3,668.66 0.00 

CHF SWEDBANK MORTGAGE 1.25%/10-22.04.2013 6,760 5,147.32 0.00 

EUR SWEDBANK MORTGAGE 3.625%/09- 

05.10.2016 

508,913 535,834.79 0.15 

USD SWEDEN 1.75%/10-07.05.2013 27,594 20,734.12 0.01 

EUR SWEDEN 3.125%/09-07.05.2014 1,272,283 1,345,948.39 0.39 

GBP SWEDEN 9.75%/85-15.09.2014 83,231 123,066.65 0.04 

CHF SWEDISH COVERED BOND CORPORATION 

2.75%/07-14.06.2013 

1,558 1,229.23 0.00 

CHF SWEDISH EXPORT CREDIT 2.625%/07- 

09.02.2017 

3,894 3,122.71 0.00 


28.12.2015 

7,789 6,230.83 0.00 


15.07.2013 

7,010 5,644.53 0.00 

EUR TERRA BOLIGKREDITT 2%/10-14.09.2012 763,370 767,721.13 0.22 

GBP TORONTO DOMINION BANK 6.875%/08- 

24.06.2011 

17,220 20,646.05 0.01 

USD TOYOTA MOTOR CREDIT T. 824 1.375%/10- 

12.08.2013 

55,189 40,794.36 0.01 

CHF TOYOTA MOTOR CREDIT 2%/06-21.02.2012 775 589.06 0.00 

CHF TOYOTA MOTOR CREDIT 3.625%/08- 

06.08.2012 

1,947 1,531.43 0.00 

CHF TOYOTA MOTOR CREDIT 4%/09-03.02.2012 3,894 3,038.33 0.00 

EUR UBS AG LONDON BRANCH 3.5%/10- 

15.07.2015 

508,913 522,450.37 0.15 

EUR UBS AG LONDON BRANCH 4%/10-08.04.2022 508,913 545,046.12 0.16 

ITL UBS FINANCE 0%/97-29.01.2027 2,544,566,388 576,053.65 0.17 

CHF UBS JERSEY BRANCH FIX-TO-FRN 2.75%/06- 

23.10.2018 

7,750 5,810.38 0.00 

EUR UBS LONDON 3%/09-06.10.2014 1,526,740 1,573,916.09 0.46 

EUR UBS LONDON 3.875%/09-02.12.2019 763,370 814,057.68 0.23 

CHF UNILEVER 3.625%/08-02.12.2011 1,558 1,207.62 0.00 

GBP UNILEVER 4.75%/09-16.06.2017 8,610 11,067.41 0.00 

GBP UNITED KINGDOM 2.25%/09-07.03.2014 114,802 137,120.70 0.04 


GBP UNITED KINGDOM 4%/06-07.09.2016 200,903 256,757.12 0.07 












USD US I/L S. C-2012 3%/02-15.07.2012 249,684 235,479.13 0.07 

USD US I/L 1.25%/10-15.07.2020 291,298 224,530.78 0.06 

USD US I/L 1.375%/08-15.01.2020 499,367 392,965.99 0.11 

USD US I/L 1.375%/08-15.07.2018 166,456 132,127.30 0.04 

USD US I/L 1.625%/05-15.01.2015 249,684 223,300.75 0.06 

USD US I/L 1.625%/08-15.01.2018 208,070 172,282.30 0.05 

USD US I/L 1.875%/03-15.07.2013 249,684 230,761.94 0.07 

USD US I/L 1.875%/05-15.07.2015 249,684 223,180.27 0.06 

USD US I/L 2%/04-15.01.2014 249,684 231,635.03 0.07 

USD US I/L 2%/04-15.07.2014 249,684 228,911.38 0.07 

USD US I/L 2%/06-15.01.2016 249,684 220,633.44 0.06 

USD US I/L 2%/07-15.04.2012 83,228 67,794.27 0.02 

USD US I/L 2.125%/09-15.01.2019 249,684 209,403.49 0.06 

USD US I/L 2.375%/06-15.04.2011 166,456 135,562.95 0.04 

USD US I/L 2.375%/07-15.01.2017 291,298 260,365.85 0.07 

USD US I/L 2.5%/06-15.07.2016 291,298 261,399.30 0.08 

USD US I/L 2.625%/07-15.07.2017 208,070 185,159.83 0.05 

USD US I/L 3.5%/01-15.01.2011 166,456 154,093.09 0.04 

USD US S. F-2019 3.375%/09-15.11.2019 441,509 348,415.33 0.10 

USD US S. N-2014 2.625%/09-30.06.2014 662,263 516,483.40 0.15 

USD US S. Q-2016 3.125%/09-31.10.2016 662,263 526,564.45 0.15 

USD US S. T-2011 1.125%/08-15.12.2011 137,971 102,034.34 0.03 

USD US S. W-2012 1.375%/09-15.03.2012 386,320 287,354.21 0.08 

USD US 4.5%/08-15.05.2038 55,189 46,482.75 0.01 

USD US 5.25%/98-15.11.2028 110,377 102,136.98 0.03 

USD US 6.25%/00-15.05.2030 118,655 122,956.63 0.04 

USD US 7.5%/86-15.11.2016 441,509 433,055.74 0.12 

USD US 7.875%/91-15.02.2021 220,754 239,620.81 0.07 

CHF VATTENFALL 3.375%/08-27.02.2015 3,894 3,132.93 0.00 

AUD VICTORIAN PUBLIC AUTHORITIES FINANCE 

AGENCY 0%/91-31.08.2011 

980,000 661,627.72 0.19 

CHF VORARLBERGER LHB 1.5%/10-23.05.2014 3,894 2,971.61 0.00 



Description 

Quantity / 

Nominal 

Page 26 





CHF VP BANK 2.5%/10-27.05.2016 9,346 7,042.53 0.00 

CHF VTB CAPITAL 4%/10-16.08.2013 7,789 5,915.49 0.00 

CHF WESTPAC BANKING 2.5%/10-16.02.2017 3,894 3,012.21 0.00 


CHF WORLDBANK 0%/85-21.10.2015 12,909 9,129.81 0.00 

USD WORLDBANK 3.5%/08-08.10.2013 55,189 43,618.87 0.01 

USD WORLDBANK 7.625%/93-19.01.2023 82,783 87,912.84 0.03 

USD WORLDBANK 8.625%/86-15.10.2016 27,594 27,457.43 0.01 

CHF WUERTH FINANCE INTERNATIONAL 4.25%/08- 

18.07.2012 

3,894 3,072.35 0.00 

USD ZURICH FINANCE LUXEMBOURG 3.25%/09- 

30.09.2013 

27,594 21,124.23 0.01 

Bonds 


146,367,273.43 42.15 

Bonds 146,367,273.43 42.15 

Securities listed on a stock exchange or other organised markets: Investment funds 

Fund units (Closed-End) 

GBP F&C COMMERCIAL PROPERTY TRUST LIMITED 10,820 11,490.53 0.00 

GBP ING UK REAL ESTATE INCOME TRUST 15,142 7,865.30 0.00 

GBP IRP PROPERTY INVESTMENTS 3,263 2,937.81 0.00 

GBP ISIS PROPERTY TRUST 2,735 3,030.95 0.00 

EUR PROLOGIS EUROPEAN PROPERTIES FUND -A1- 5,578 24,653.17 0.02 

GBP STANDARD LIFE INVESTMENTS PROPERTY 

INCOME FUND 

4,234 3,079.20 0.00 

GBP UK COMMERCIAL PROPERTY TRUST 14,294 12,539.58 0.00 

Fund units (Closed-End) 65,596.54 0.02 

Fund units (Open-End) 

USD CREDIT SUISSE FUND (LUX) COMMODITY 

INDEX PLUS (USD) -D- 

3,547 2,487,283.40 0.72 

CHF CREDIT SUISSE FUND (LUX) FOREIGN 

CORPORATE -F- (CHF) 

11 8,586.07 0.00 


GOVERNMENT 1-5 -F- (CHF) 

4 2,962.77 0.00 


GOVERNMENT 5+ -F- (CHF) 

13 10,467.89 0.00 

EUR CREDIT SUISSE SICAV ONE (LUX) EUROPEAN 

EQUITY DIVIDEND PLUS -D- EUR 

3,754 4,164,852.50 1.20 

USD CREDIT SUISSE SICAV ONE (LUX) GLOBAL 

CONVERTIBLES -D- USD 

2,573 1,991,116.01 0.57 

EUR CS ETF (Lux) on MSCI EMU LARGE CAP 2,303 195,157.94 0.06 

EUR DB X-TRACKERS DBLCI - OY BALANCED ETF - 

1C- 

268,194 7,769,580.19 2.24 

USD SPDR S&P 500 TRUST (units) 1 3,799 317,524.28 0.09 



16,947,531.05 4.88 

Investment funds 17,013,127.59 4.90 

Securities not listed on a stock exchange: Shares (and equity-type securities) 


EUR BGP HOLDINGS (reg. shares) 522,198 0.00 0.00 


Securities not listed on a stock exchange: Shares (and equity-type 

0.00 0.00 

securities) 0.00 0.00 

Total of Portfolio 343,600,632.27 98.94 

Cash at banks 6,341,615.51 1.83 

Due to banks -4,282,018.96 -1.23 

Other net assets 1,614,106.88 0.46 

Total net assets 347,274,335.70 100.00


Credit Suisse Portfolio Fund (Lux) Balanced (Sfr) 





CHF 

672328 LU0078040838 1.50% 1.66% 




2009 

Page 27 

2008 2007 


CHF 

-0.12% 

/ 

16.73% 

-25.21% -0.72% 

Notes 


As of 30.09.2010 the subfund participated in the "Securities Lending" - system for a global market value of CHF 198,289,469.35. 



Valuation 

(in CHF) 


47 1,279,892.83 -31,077.26 


89 4,938,642.88 -8,872.41 


3 44,553.92 553.92 


1 1,182,964.04 2,080.24 


1 77,098.23 299.06 


21 1,342,182.53 -28,992.51 


FUTURES -500- 01/11 

USD 

183 49,227,000.00 3,988,727.43 


8 448,439.58 7,367.98 


8 2,242,197.89 38,294.40 


5 568,664.79 -8,235.24 


2 353,230.19 5,211.69 


19 154,593,536.43 -14,825.85 


3,950,531.45 



Maturity 

Valuation 

(in CHF) 

USD 81,250,000 CHF -81,258,125 17.12.2010 -1,899,169.55 

JPY 1,080,000,000 CHF -12,691,620 17.12.2010 

-62,316.40 

CHF 8,899,290 CAD -9,150,000 17.12.2010 

205,445.39 

CHF 91,657,050 EUR -70,500,000 17.12.2010 -2,242,119.58 

GBP 14,750,000 CHF -22,965,750 17.12.2010 

-283,539.25 


-4,281,699.39



Statement of Net Assets in CHF and Fund Evolution 

Assets 


Cash at banks 24,682,063.82 




Liabilities 

1,616,896,297.78 

Due to banks 1,096,638.19 




Net assets 


CHF 

30.09.2010 

7,749,669.48 

1,609,146,628.30 


1,609,146,628.30 1,744,981,187.32 1,540,864,503.50 



CHF 

163.01 168.28 

135.21 


of the period 


of the period 


issued 

Page 28 


redeemed 


CHF 

9,871,564.644 10,369,420.219 221,400.194 719,255.769 




Statement of Operations / Changes in Net Assets in CHF 

Page 29 

Net assets at the beginning of the period 1,744,981,187.32 

Income 





Expenses 

21,005,019.73 








13,970,073.75 







74,209,940.16 






-134,557,550.12 




01.04.2010 to 

30.09.2010 


Redemptions -119,174,133.69 

-82,521,895.04 

Net assets at the end of the period 1,609,146,628.30 







USA 

Switzerland 

France 

Germany 


Netherlands 

Canada 


Japan 


Australia 

Austria 

Sweden 

Hong Kong 

Norway 

South Korea 

Italy 

Ireland 

Brazil 

PR China 

Mexico 

Denmark 

Taiwan 

Spain 

India 

Singapore 

Finland 

Russia 

South Africa 

Belgium 


Liechtenstein 

Malaysia 

Indonesia 

New Zealand 

Turkey 

Bermuda 

Thailand 

Chile 

Poland 


Jersey 

Panama 

Colombia 

Argentina 

Hungary 

Israel 

Portugal 

Philippines 


Peru 

Guernsey 

Greece 

Isle of Man 

Mauritius 

Cyprus 



17.33 

17.19 

9.21 

6.22 

5.33 

4.53 

4.33 

4.18 

3.84 

3.41 

3.00 

2.28 

1.99 

1.46 

1.46 

1.33 

1.11 

1.01 

0.99 

0.67 

0.66 

0.64 

0.62 

0.57 

0.53 

0.51 

0.50 

0.47 

0.44 

0.36 

0.34 

0.28 

0.16 

0.13 

0.13 

0.12 

0.11 

0.08 

0.08 

0.07 

0.07 

0.07 

0.06 

0.05 

0.04 

0.03 

0.03 

0.03 

0.03 

0.02 

0.02 

0.01 

0.01 

0.01 

0.00 

0.00 

Undefined 

Total 








Real estate 



Petroleum 






Vehicles 


Chemicals 




















Biotechnology 









Total 

Page 30 

0.00 

98.15 

24.40 

8.63 

6.63 

6.12 

5.63 

4.49 

4.32 

3.92 

3.40 

3.30 

2.77 

2.54 

1.95 

1.75 

1.58 

1.56 

1.49 

1.32 

1.31 

1.12 

1.05 

0.94 

0.83 

0.80 

0.75 

0.74 

0.54 

0.52 

0.48 

0.38 

0.38 

0.36 

0.36 

0.35 

0.35 

0.27 

0.22 

0.14 

0.11 

0.09 

0.09 

0.05 

0.05 

0.03 

0.02 

0.02 

98.15






Description 

Quantity / 

Nominal 


(in CHF) assets 



GBP A & J MUCKLOW GROUP 3,153 13,626.45 0.00 

CHF ABB (reg. shares) 714,697 14,801,371.43 0.93 


JPY ABC-MART 762 22,903.10 0.00 

USD ABERCROMBIE & FITCH -A- 1,058 40,643.69 0.00 


ZAR ABSA GROUP 8,918 167,398.52 0.01 



EUR ACCIONA 534 44,126.74 0.00 

EUR ACCOR 2,718 97,115.28 0.01 

USD ACE 3,909 222,434.15 0.01 

TWD ACER 74,500 184,978.18 0.01 


JPY ACOM 1,295 19,134.34 0.00 

CHF ACTELION (reg. shares) 17,531 690,183.87 0.04 



CHF ADECCO (reg. shares) 34,630 1,778,247.34 0.12 

EUR ADIDAS 4,121 249,607.86 0.02 






JPY ADVANTEST 4,018 78,048.77 0.00 

EUR AEGON 30,673 179,799.83 0.01 

JPY AEON 15,830 165,868.01 0.01 

JPY AEON CREDIT SERVICE 2,203 23,160.89 0.00 

JPY AEON MALL 13,494 320,191.83 0.02 


USD AES 7,522 83,407.84 0.01 

USD AETNA 4,590 141,754.22 0.01 

EUR AFFINE 401 9,292.59 0.00 

USD AFLAC 5,272 266,342.85 0.02 


USD AGCO 971 37,001.16 0.00 

EUR AGEAS 43,322 121,339.37 0.01 

GBP AGGREKO 5,467 132,137.53 0.01 



AUD AGL ENERGY 10,015 153,182.88 0.01 



CAD AGRIUM 4,813 353,858.24 0.02 



JPY AIR WATER 3,464 40,183.72 0.00 

USD AIRGAS 731 48,537.70 0.00 


JPY AJINOMOTO 17,319 165,474.28 0.01 

USD AKAMAI TECHNOLOGIES 2,137 104,788.47 0.01 

TRY AKBANK 58,393 349,039.93 0.02 

EUR AKZO NOBEL 4,533 273,630.05 0.02 


USD ALCOA 11,928 141,126.13 0.01 



MXN ALFA -A- 21,952 166,455.86 0.01 

JPY ALFRESA HOLDINGS 1,143 47,588.54 0.00 





USD ALLEGHENY ENERGY 1,923 46,055.64 0.00 


USD ALLERGAN 3,492 226,969.30 0.01 



USD ALLIANT ENERGY 1,028 36,519.61 0.00 




4,061 87,788.66 0.01 


USD ALLSTATE 5,752 177,282.04 0.01 

EUR ALPHA BANK 9,297 57,042.35 0.00 

USD ALPHA NATURAL RESOURCES 1,148 46,145.35 0.00 

EUR ALSTOM 4,104 204,818.22 0.01 


USD ALTERA 3,829 112,822.33 0.01 

USD ALTRIA GROUP 52,662 1,235,806.73 0.08 

AUD ALUMINA 53,995 92,448.96 0.01 


JPY AMADA 9,352 62,560.21 0.00 

USD AMAZON.COM 4,062 623,273.11 0.04 



Description 

Quantity / 

Nominal 

Page 31 





shares) 

4,231 500,309.53 0.03 

AUD AMCOR 27,042 166,528.96 0.01 

GBP AMEC 6,990 106,098.88 0.01 

USD AMEREN 3,174 88,057.79 0.01 

MXN AMERICA MOVIL -L- 426,142 1,115,297.55 0.07 


USD AMERICAN EAGLE OUTFITTERS 2,145 31,355.56 0.00 



USD AMERICAN INTERNATIONAL GROUP 1,140 43,530.74 0.00 


USD AMERICAN WATER WORKS 2,047 46,526.53 0.00 

USD AMERIPRISE FINANCIAL 3,237 149,671.36 0.01 

USD AMERISOURCEBERGEN 3,512 105,205.34 0.01 

USD AMETEK 1,045 48,746.90 0.00 

USD AMGEN 24,812 1,335,884.53 0.08 



AUD AMP 46,220 223,420.16 0.01 

USD AMPHENOL -A- 1,995 95,468.53 0.01 




GBP ANGLO AMERICAN 27,297 1,061,329.35 0.07 

ZAR ANGLO PLATINIUM 1,521 140,841.64 0.01 






USD AON 2,715 103,722.41 0.01 


USD APACHE 11,978 1,144,014.31 0.07 


USD APOLLO GROUP -A- 1,822 91,398.60 0.01 

USD APPLE 15,873 4,400,074.38 0.28 






USD ARCH COAL 1,907 49,767.11 0.00 






CHF ARYZTA 45,962 1,976,354.30 0.13 





AUD ASCIANO 64,724 101,022.30 0.01 



JPY ASICS CORP 4,157 41,366.54 0.00 








USD ASSURANT 5,968 237,297.87 0.01 


GBP ASTRAZENECA 29,855 1,486,172.42 0.10 


AUD ASX 3,969 122,273.03 0.01 


EUR ATLANTIA 4,902 99,368.64 0.01 


USD AT&T 67,347 1,881,762.71 0.13 



AUD AUSTRALIA & NEW ZEALAND BANKING GROUP 56,657 1,269,130.25 0.08 

USD AUTODESK 3,046 95,125.33 0.01 

EUR AUTOGRILL 2,154 26,436.56 0.00 


USD AUTONATION 1,103 25,048.28 0.00 


USD AUTOZONE 322 72,009.95 0.00 

USD AVALONBAY COMMUNITIES 10,062 1,021,608.53 0.06 


GBP AVIVA 57,883 355,463.84 0.02 

USD AVNET 1,693 44,674.81 0.00 





Description 

Quantity / 

Nominal 



EUR AXA 33,482 572,715.41 0.04 



USD AXIS CAPITAL HOLDINGS 1,127 36,273.69 0.00 

PHP AYALA LAND 337,815 132,358.92 0.01 

EUR A2A 20,377 30,574.85 0.00 


EUR BABIS VOVOS (reg. shares) 2,820 9,028.26 0.00 






USD BALL 1,298 74,613.21 0.00 

CHF BALOISE-HOLDING (reg. shares) 27,795 2,462,658.45 0.16 





shares) 

69,636 919,946.99 0.06 











USD BANCO SANTANDER-CHILE ADR 2,866 270,296.94 0.02 



USD BANK OF AMERICA 113,755 1,456,966.45 0.10 

HKD BANK OF CHINA -H- 1,618,028 828,740.63 0.05 









CAD BANK OF NOVA SCOTIA 31,332 1,638,819.19 0.11 







GBP BARCLAYS 236,633 1,091,435.49 0.07 

CAD BARRICK GOLD 30,075 1,361,944.79 0.08 

EUR BASF (reg. shares) 17,964 1,108,239.68 0.07 


EUR BAYER (reg. shares) 16,162 1,102,594.50 0.07 

USD BB&T 8,217 193,317.89 0.01 


CAD BCE 7,691 245,230.29 0.02 


USD BECTON DICKINSON 2,777 201,060.66 0.01 

USD BED BATH & BEYOND 3,028 128,431.56 0.01 

EUR BEFIMMO 2,200 181,953.37 0.01 



EUR BELGACOM 3,007 114,716.38 0.01 


JPY BENESSE HOLDING 1,801 84,677.46 0.01 




USD BEST BUY 24,752 987,349.70 0.06 

GBP BG GROUP 69,974 1,204,904.68 0.07 

AUD BHP BILLITON 75,064 2,762,907.25 0.18 

GBP BHP BILLITON 45,704 1,424,822.65 0.10 



AUD BILLABONG 4,785 36,077.35 0.00 

USD BIOGEN IDEC 2,884 158,124.64 0.01 



USD BLACKROCK 478 79,429.09 0.00 


USD BMC SOFTWARE 2,119 83,819.20 0.01 



74,271 606,026.38 0.04 

EUR BMW 6,585 451,804.77 0.03 

EUR BMW (pref. shares) 973 44,383.25 0.00 

EUR BNP PARIBAS 18,587 1,293,290.72 0.08 



Description 

Quantity / 

Nominal 

Page 32 




TRUST 

5,201 232,796.22 0.01 


USD BOEING 14,185 922,102.40 0.06 


CAD BONAVISTA ENERGY TRUST 2,157 49,078.07 0.00 

AUD BORAL 16,675 72,717.02 0.00 

USD BORG WARNER 1,221 62,774.19 0.00 

USD BOSTON PROPERTIES 21,223 1,723,381.46 0.12 


EUR BOUYGUES 4,725 198,433.33 0.01 

GBP BP 388,929 2,561,488.40 0.17 


AUD BRAMBLES 31,666 187,816.41 0.01 








shares) 

3,357 21,180.03 0.00 



GBP BRITISH AMERICAN TOBACCO 41,381 1,512,700.22 0.10 

MYR BRITISH AMERICAN TOBACCO (MALAYSIA) 3,082 47,280.44 0.00 



USD BROADCOM -A- 5,401 186,726.15 0.01 





GBP BT GROUP 159,528 343,830.90 0.02 



USD BUNGE 1,616 93,399.50 0.01 


GBP BUNZL 6,649 77,697.54 0.00 




D'AERONEFS 

908 62,009.28 0.00 


USD CA 4,902 101,138.90 0.01 


USD CABLEVISION SYSTEMS 2,569 65,727.64 0.00 

USD CABOT OIL & GAS 1,172 34,472.52 0.00 

CAD CAE 7,652 77,390.71 0.00 




USD CALPINE 4,094 49,794.73 0.00 



CAD CAMECO 12,023 327,485.55 0.02 

USD CAMERON INTERNATIONAL 2,927 122,858.27 0.01 

USD CAMPBELL SOUP 2,622 91,583.28 0.01 



7,131 115,445.22 0.01 



CAD CANADIAN NATURAL RESOURCES 33,304 1,128,824.76 0.07 




CAD CANADIAN TIRE (nv) -A- 2,392 130,520.12 0.01 

CAD CANADIAN UTILITIES (nv) 2,589 122,918.36 0.01 

JPY CANON 29,425 1,340,322.39 0.08 

JPY CANON MARKETING JAPAN 1,870 25,133.46 0.00 

EUR CAP GEMINI 2,848 139,807.84 0.01 






SGD CAPITALAND 450,347 1,358,005.59 0.08 



USD CAPLEASE 6,288 34,340.18 0.00 


USD CARE FUSION (when issued) 2,771 67,254.20 0.00 

USD CARMAX 2,227 60,622.83 0.00 

GBP CARNIVAL 3,610 139,034.32 0.01 


EUR CARREFOUR 11,667 613,311.19 0.04 

EUR CASINO GUICHARD PERRACHON 1,078 96,597.60 0.01 


SEK CASTELLUM 22,227 289,241.75 0.02




Description 

Quantity / 

Nominal 








USD CBS -B- 6,909 107,055.31 0.01 



USD CELANESE -A- 2,141 67,138.93 0.00 

EUR CELESIO 1,420 30,232.87 0.00 

USD CELGENE 5,144 289,520.94 0.02 





shares) -B- 

3,393 49,701.28 0.00 


GBP CENTRICA 106,429 530,049.39 0.03 


USD CEPHALON 841 51,294.39 0.00 

USD CERNER 851 69,799.28 0.00 



shares) -B- 

6,752 98,506.06 0.01 



CAD CGI (v) -A- 7,749 114,310.45 0.01 

USD C.H. ROBINSON WORLDWIDE 2,186 149,321.40 0.01 




INTERNATIONAL 

522 16,913.96 0.00 






13,181 112,850.81 0.01 


KRW CHEIL INDUSTRIES 2,535 216,784.66 0.01 





USD CHEVRON 42,153 3,337,798.58 0.22 

JPY CHIBA BANK 18,358 104,554.63 0.01 





HKD CHINA CONSTRUCTION BANK -H- 1,251,695 1,071,138.56 0.07 







HKD CHINA MOBILE 158,583 1,585,578.76 0.11 


HKD CHINA OVERSEAS LAND & INVESTMENT 692,730 1,431,448.35 0.10 













JPY CHIYODA 4,157 33,200.18 0.00 

CHF CHOCOLADEFABRIKEN LINDT & SPRUENGLI 19 523,581.79 0.03 

EUR CHRISTIAN DIOR 1,251 160,003.26 0.01 

USD CHUBB 3,638 202,539.93 0.01 









USD CIA CERVECERIAS UNIDAS ADR 1,801 97,889.67 0.01 




shares) 

13,030 206,250.92 0.01 





Description 

Quantity / 

Nominal 

Page 33 



CHF CIE FINANCIERE RICHEMONT -A- 178,238 8,432,433.53 0.53 



BRL CIELO 7,618 64,704.31 0.00 

USD CIGNA 3,021 105,594.99 0.01 




USD CINCINNATI FINANCIAL 1,487 41,904.32 0.00 

USD CINTAS 1,347 36,264.26 0.00 

USD CISCO SYSTEMS 88,732 1,898,471.57 0.13 

USD CIT GROUP 2,391 95,371.44 0.01 


USD CITIGROUP 431,285 1,643,261.39 0.11 


USD CITRIX SYSTEMS 1,984 132,257.37 0.01 




USD CLIFFS NATURAL RESOURCES 1,637 102,251.79 0.01 

USD CLOROX 1,450 94,591.16 0.01 


GBP CLS HOLDINGS 3,096 24,996.11 0.00 


USD CME GROUP -A- 784 199,427.75 0.01 

HKD CNOOC 529,417 1,002,037.01 0.06 


USD COACH 3,649 153,151.01 0.01 

GBP COBHAM 24,452 86,959.09 0.01 

USD COCA-COLA 23,917 1,367,384.30 0.09 





JPY COCA-COLA WEST 1,628 26,806.43 0.00 

AUD COCHLEAR 1,258 83,630.24 0.01 

EUR COFINIMMO SICAFI 1,685 218,797.59 0.01 




EUR COLONIA REAL ESTATE 3,194 17,894.09 0.00 


USD COMCAST -A- 24,198 427,416.67 0.03 


USD COMERICA 1,708 61,978.30 0.00 





AUD COMMONWEALTH BANK OF AUSTRALIA 34,649 1,677,168.70 0.11 




USD COMPUTER SCIENCES 1,564 70,275.97 0.00 





USD CONSOL ENERGY 2,774 100,177.59 0.01 

USD CONSOLIDATED EDISON 2,974 140,113.48 0.01 

USD CONSTELLATION BRANDS -A- 2,257 39,012.58 0.00 

USD CONSTELLATION ENERGY GROUP 1,969 62,023.48 0.00 




USD COOPER INDUSTRIES -A- 2,030 97,041.41 0.01 

EUR CORIO 12,868 860,737.68 0.05 

USD CORNING 17,252 308,110.21 0.02 



SGD COSCO 21,192 27,860.16 0.00 


JPY COSMO OIL 13,509 34,439.71 0.00 




USD COVANCE 573 26,174.89 0.00 

USD COVENTRY HEALTH CARE 1,345 28,284.77 0.00 

USD COVIDIEN 19,273 756,736.46 0.05 

USD CR BARD 1,067 84,858.77 0.01 

USD CREDICORP 2,112 235,029.26 0.01 



USD CREE 981 52,052.30 0.00 


EUR CRH 14,181 227,717.76 0.01 


CAD CROMBIE 3,634 44,408.69 0.00




Description 

Quantity / 

Nominal 



AUD CROWN 11,020 87,464.47 0.01 

USD CROWN CASTLE INTERNATIONAL 3,292 141,981.35 0.01 

USD CROWN HOLDINGS 1,358 38,019.93 0.00 

CHF CS GROUP (reg. shares) 301,290 12,654,174.82 0.80 

AUD CSL 12,881 402,724.83 0.03 

AUD CSR 34,624 58,955.44 0.00 

USD CSX 4,478 242,009.54 0.02 

USD CUMMINS 2,308 204,282.16 0.01 

USD CVS/CAREMARK 41,481 1,275,325.48 0.08 


GBP DAEJAN 481 19,271.13 0.00 

KRW DAELIM INDUSTRIAL 1,399 101,156.10 0.01 




ENGINEERING 

5,395 125,951.18 0.01 


JPY DAIBIRU 7,180 51,892.31 0.00 







EUR DAIMLER (reg. shares) 17,580 1,089,350.99 0.07 


JPY DAITO TRUST CONSTRUCTION 1,974 115,216.27 0.01 



USD DANAHER 6,269 248,702.47 0.02 

EUR DANONE 11,372 665,480.98 0.04 

USD DARDEN RESTAURANTS 1,609 67,256.74 0.00 

EUR DASSAULT SYSTEMES 1,166 83,905.07 0.01 



396,803 161,792.38 0.01 

USD DAVITA 1,356 91,422.13 0.01 



USD DEAN FOODS 2,054 20,489.05 0.00 

USD DEERE & CO 4,970 338,847.99 0.02 


USD DELL 20,174 255,433.40 0.02 




JPY DENA 2,148 66,026.87 0.00 



JPY DENSO 12,608 364,934.58 0.02 

USD DENTSPLY INTERNATIONAL 1,397 43,631.38 0.00 

JPY DENTSU 4,157 94,010.45 0.01 














USD DEVRY 600 28,847.30 0.00 

EUR DEXIA 10,135 43,690.51 0.00 


GBP DIAGEO 51,814 874,256.57 0.05 



EUR DIC ASSET 3,669 35,811.62 0.00 

USD DICOVERY COMMUNICATIONS -A- 1,402 59,659.10 0.00 

USD DICOVERY COMMUNICATIONS -C- 1,490 55,596.74 0.00 


USD DIRECTV 10,232 416,164.25 0.03 


USD DISH NETWORK -A- 2,181 40,833.77 0.00 


USD DOLLAR GENERAL 1,030 29,429.43 0.00 

USD DOLLAR TREE 1,366 65,060.15 0.00 



CONSTRUCTION 

1,912 139,107.65 0.01 


USD DOVER 2,261 115,313.63 0.01 



USD DR HORTON 3,353 36,425.98 0.00 

USD DR PEPPER SNAPPLE GROUP 3,170 110,016.90 0.01 



Description 

Quantity / 

Nominal 

Page 34 



USD DTE ENERGY 2,093 93,923.99 0.01 






Series -A- 

4,383 117,257.50 0.01 



USD EASTGROUP PROPERTIES 2,790 101,870.20 0.01 


USD EATON 12,366 996,563.54 0.06 

USD EATON VANCE 1,359 38,566.67 0.00 

USD EBAY 34,882 831,504.73 0.05 

EUR EBRO FOODS 61 1,189.50 0.00 

USD ECOLAB 2,763 136,949.97 0.01 


EUR EDENRED 2,718 52,681.91 0.00 

EUR EDF 5,105 215,441.37 0.01 





USD EDWARDS LIFESCIENCES 1,140 74,672.60 0.00 


EUR EIFFAGE 758 35,270.58 0.00 

JPY EISAI 6,547 223,477.77 0.01 

USD EL PASO 7,840 94,826.03 0.01 

EUR ELAN 8,834 48,624.64 0.00 


JPY ELECTRIC POWER DEVELOPMENT 2,972 87,236.74 0.01 




EUR ELISA -A- 2,458 55,234.60 0.00 



AERONAUTICA 

39,542 269,292.21 0.02 

USD EMC 22,920 454,772.09 0.03 


CAD EMPIRE (nv) -A- 820 43,024.77 0.00 


(CHILE) ADR 

5,540 292,430.94 0.02 

EUR ENAGAS 3,305 65,529.77 0.00 

CAD ENBRIDGE 10,987 563,913.91 0.04 

CAD ENCANA 22,624 669,883.42 0.04 

EUR ENEL 129,920 677,529.29 0.04 

USD ENERGEN 842 37,626.06 0.00 


AUD ENERGY RESOURCES OF AUSTRALIA -A- 1,564 19,672.63 0.00 



EUR ENI 50,467 1,065,514.06 0.07 


USD ENTERGY 2,264 169,280.83 0.01 


USD EOG RESOURCES 2,856 259,360.21 0.02 

EUR E.ON (reg. shares) 35,080 1,012,032.50 0.06 

USD EQT CORP 1,295 45,626.16 0.00 

USD EQUIFAX 1,189 36,235.81 0.00 

USD EQUITY LIFESTYLE PROPERTIES 3,312 176,267.94 0.01 

USD EQUITY ONE 4,825 79,569.29 0.00 

USD EQUITY RESIDENTIAL 33,124 1,539,413.53 0.11 

EUR ERAMET 99 28,506.47 0.00 



39,424 137,132.99 0.01 



USD ESSEX PROPERTY TRUST 3,179 339,906.17 0.02 


USD ESTEE LAUDER COMPANIES -A- 1,471 90,889.31 0.01 



EUR EURAZEO 548 36,003.78 0.00 



2,297 18,379.44 0.00 



SPACE 

8,164 199,214.03 0.01 




USD EXELON 7,823 325,427.44 0.02 

EUR EXOR 1,112 25,210.78 0.00 

USD EXPEDIA 2,019 55,647.76 0.00 


WASHINGTON 

2,302 103,989.52 0.01 

GBP EXPERIAN 21,167 225,823.19 0.01 



TRUST 

8,035 78,431.82 0.00




Description 

Quantity / 

Nominal 




USD EXXON MOBIL 69,899 4,219,537.91 0.27 

SEK FABEGE 21,236 208,839.24 0.01 



USD FAMILY DOLLAR STORES 1,188 51,271.40 0.00 

JPY FAMILYMART 1,732 60,619.89 0.00 

JPY FANUC 4,953 615,754.69 0.04 


JPY FAST RETAILING 1,386 190,548.59 0.01 

USD FASTENAL 1,666 86,571.03 0.01 


USD FEDEX 3,550 296,519.27 0.02 


EUR FERROVIAL 8,129 74,368.44 0.00 

EUR FIAT 14,715 222,165.45 0.01 


USD FIDELITY NATIONAL 3,072 81,411.26 0.01 

USD FIDELITY NATIONAL TITLE GROUP -A- 2,500 38,377.01 0.00 








CAD FIRST QUANTUM MINERALS 2,472 184,255.17 0.01 


USD FIRSTENERGY 3,316 124,845.63 0.01 


ZAR FIRSTRAND 100,976 303,546.93 0.02 

USD FISERV 1,884 99,034.91 0.01 




USD FLIR SYSTEMS 1,676 42,074.11 0.00 


USD FLUOR (new) 2,000 96,776.90 0.01 

USD FMC 811 54,214.96 0.00 

USD FMC TECHNOLOGIES 1,320 88,085.78 0.01 


CONTRATAS 

561 15,172.73 0.00 



USD FORD MOTOR 33,599 401,774.56 0.02 


USD FOREST LABORATORIES 3,264 98,627.19 0.01 




CAD FORTIS 5,274 160,442.44 0.01 

EUR FORTUM 8,777 224,650.25 0.01 

USD FORTUNE BRANDS 1,722 82,818.36 0.01 

USD FOSTER WHEELER 1,529 36,542.46 0.00 






USD FRANKLIN RESOURCES 1,777 185,603.33 0.01 


EUR FRAPORT 686 40,819.98 0.00 



EUR FRESENIUS 508 39,815.74 0.00 



GBP FRESNILLO 3,606 68,952.12 0.00 



EUR FUGRO CERT. 1,396 89,785.14 0.01 





JPY FUJITSU 48,493 332,325.81 0.02 



USD F5 NETWORKS 922 93,548.67 0.01 



CHF GAM HOLDING (reg. shares) 63,488 945,967.23 0.06 


USD GAMESTOP -A- 1,620 31,189.73 0.00 

MYR GAMUDA 180,223 221,299.97 0.01 

USD GAP 5,977 108,851.83 0.01 

USD GARMIN (reg. shares) 1,296 38,434.81 0.00 




Description 

Quantity / 

Nominal 

Page 35 



USD GAZPROM OAO (reg. shares) -S- ADR 74,284 1,523,298.58 0.10 

EUR GDF SUEZ 24,269 849,998.58 0.05 

EUR GEA GROUP 3,301 80,735.67 0.01 

CHF GEBERIT 14,952 2,616,536.14 0.17 

EUR GECINA 2,779 322,437.17 0.02 


USD GENERAL ELECTRIC 188,588 2,993,963.31 0.20 


MYR GENTING 95,427 299,584.80 0.02 



USD GENUINE PARTS 1,625 70,806.14 0.00 


USD GENZYME 3,045 210,606.54 0.01 

CAD GEORGE WESTON 1,577 118,594.96 0.01 




USD GETTY REALTY 2,411 63,188.92 0.00 



CHF GIVAUDAN (reg. shares) 2,744 2,755,228.01 0.18 

GBP GLAXOSMITHKLINE 107,527 2,076,668.96 0.14 



CAD GOLDCORP 22,427 954,739.20 0.06 






USD GOODRICH 6,619 476,741.39 0.03 

USD GOODYEAR TIRE & RUBBER 2,679 28,134.87 0.00 

USD GOOGLE 4,287 2,202,262.85 0.15 

USD GOVERNMENT PROPERTIES INCOME TRUST 3,202 83,526.74 0.01 


GBP GRAINGER 41,950 70,911.85 0.00 




PROGNOSTICS 

4,135 63,978.30 0.00 

EUR GRIFOLS 2,573 36,103.26 0.00 











KRW GS ENGINEERING & CONSTRUCTION 1,458 109,586.29 0.01 

JPY GS YUASA 9,699 66,578.58 0.00 

PLN GTC 15,853 118,616.38 0.01 



JPY GUNMA BANK 11,084 56,646.08 0.00 

GBP G4S 29,654 116,232.11 0.01 

USD H & R BLOCK 3,277 41,465.09 0.00 





JPY HAMAMATSU PHOTONICS 1,628 51,842.26 0.00 

GBP HAMMERSON 106,510 646,545.85 0.04 



HKD HANG LUNG PROPERTIES 303,500 1,447,560.79 0.10 





shares) 

1,074 48,351.01 0.00 



KRW HANWHA 3,289 124,006.53 0.01 

USD HARLEY-DAVIDSON 3,124 86,793.37 0.01 


USD HARRIS 1,257 54,381.19 0.00 

USD HARSCO 860 20,643.57 0.00 



USD HASBRO 1,487 64,682.98 0.00 

USD HCP 46,983 1,651,495.80 0.11 







Description 

Quantity / 

Nominal 



EUR HEINEKEN 5,015 254,465.35 0.02 




ORGANIZATIONS 

5,719 40,271.08 0.00 


HKD HENDERSON LAND DEVELOPMENT 156,163 1,085,797.96 0.07 


EUR HENKEL 2,503 110,867.80 0.01 


USD HENRY SCHEIN 1,075 61,519.69 0.00 

EUR HERMES INTERNATIONAL 1,014 226,474.97 0.01 


USD HESS 18,373 1,061,190.93 0.07 

USD HEWLETT-PACKARD 53,585 2,202,402.06 0.15 






JPY HISAMITSU PHARMACEUTICAL 1,767 70,447.08 0.00 

JPY HITACHI 117,077 499,744.46 0.03 


JPY HITACHI CONSTRUCTION MACHINERY 2,702 57,030.90 0.00 

JPY HITACHI HIGH-TECHNOLOGIES 1,697 30,567.17 0.00 



USD H.J. HEINZ 3,362 155,588.07 0.01 


EUR HOCHTIEF 936 79,264.56 0.00 




CHF HOLCIM (reg. shares) 69,097 4,359,997.08 0.28 

USD HOLOGIC 2,865 44,804.45 0.00 

USD HOME DEPOT 34,645 1,072,278.51 0.07 




JPY HONDA MOTOR 43,055 1,491,905.13 0.10 




USD HONGKONG LAND HOLDINGS 209,729 1,272,411.35 0.08 




USD HOSPIRA 1,846 102,791.29 0.01 


USD HOST HOTELS AND RESORTS 77,096 1,090,635.93 0.07 


JPY HOYA 11,223 267,083.99 0.02 


GBP HSBC HOLDINGS 362,665 3,601,188.52 0.23 






USD HUMAN GENOME SCIENCES 2,061 59,989.22 0.00 

USD HUMANA 1,899 93,203.41 0.01 







CONSTRUCTION 

2,604 67,374.11 0.00 

KRW HYUNDAI ENGINEERING CONSTRUCTION 2,695 167,377.67 0.01 

KRW HYUNDAI HEAVY INDUSTRIES 1,204 337,916.31 0.02 


KRW HYUNDAI MOBIS 1,951 429,706.96 0.03 


KRW HYUNDAI MOTOR E. 1999 1,066 50,346.65 0.00 


KRW HYUNDAI STEEL 2,467 247,343.19 0.02 

CAD IAMGOLD 10,794 187,297.37 0.01 

EUR IBERDROLA 78,938 594,112.34 0.04 



JPY IBIDEN 3,256 80,685.82 0.01 

USD IBM 18,966 2,485,494.85 0.16 

EUR ICADE 3,078 316,345.31 0.02 

GBP ICAP 11,310 75,130.16 0.00 




JPY IHI 36,024 67,404.94 0.00 



Description 

Quantity / 

Nominal 

Page 36 



USD IHS -A- 397 26,358.44 0.00 

MYR IJM 89,069 146,296.77 0.01 

EUR ILIAD 306 31,222.54 0.00 


USD ILLUMINA 1,634 78,559.97 0.00 

EUR IMERYS 707 41,447.18 0.00 










shares) 

4,330 336,523.98 0.02 


CHINA -H- 

1,500,995 1,091,805.76 0.07 

CAD INDUSTRIAL-ALLIANCE LIFE INSURANCE 2,615 78,712.13 0.00 



USD INFOSYS TECHNOLOGIES ADR 17,180 1,129,717.12 0.07 






GBP INMARSAT 9,248 94,467.78 0.01 

CAD INMET MINING 1,505 82,180.82 0.01 




JPY INPEX 55 254,712.91 0.02 




USD INTEL 102,949 1,934,109.86 0.13 




USD INTERNATIONAL GAME TECHNOLOGY 3,019 42,618.74 0.00 









USD INTUIT 3,420 146,371.66 0.01 


GBP INVENSYS 17,186 78,979.06 0.00 

TWD INVENTEC 193,913 98,538.64 0.01 

USD INVESCO 4,863 100,870.79 0.01 

ZAR INVESTEC 16,144 134,491.39 0.01 

GBP INVESTEC 10,058 78,740.54 0.00 





EUR IPSEN 471 15,280.31 0.00 

USD IRON MOUNTAIN 2,309 50,390.88 0.00 



BRL ITAU UNIBANCO HOLDING (pref. shares) 52,038 1,214,434.15 0.08 

USD ITC GDR 202,487 782,444.74 0.05 

JPY ITO EN 1,386 22,214.47 0.00 

JPY ITOCHU 38,795 346,616.96 0.02 


USD ITT 2,165 99,030.50 0.01 


GBP ITV 78,844 72,403.53 0.00 


JPY IYO BANK 5,542 43,878.03 0.00 



USD JACOBS ENGINEERING GROUP 1,629 61,595.24 0.00 

JPY JAFCO 831 19,161.80 0.00 








USD J.B HUNT TRANSPORT SERVICES 1,099 37,243.78 0.00 

EUR JC DECAUX 1,250 32,286.02 0.00 

USD JC PENNEY 2,688 71,384.84 0.00




Description 

Quantity / 

Nominal 



USD JEFFERIES GROUP 1,220 27,051.88 0.00 



JPY JGC 5,542 93,913.23 0.01 


USD JM SMUCKER 1,344 79,476.10 0.00 

USD JOHNSON & JOHNSON 40,606 2,457,968.42 0.16 



USD JOY GLOBAL 1,318 90,549.36 0.01 

JPY JOYO BANK 17,319 73,724.16 0.00 

USD JP MORGAN CHASE 69,412 2,581,652.79 0.17 



JPY JSR 4,642 77,132.48 0.00 

JPY JTEKT 5,611 50,463.78 0.00 

CHF JULIUS BAER GRUPPE 35,533 1,271,023.00 0.08 




EUR K & S 2,810 164,604.67 0.01 

JPY KAJIMA 24,247 56,994.44 0.00 

JPY KAMIGUMI 6,928 50,229.65 0.00 

JPY KANEKA 7,967 46,677.11 0.00 




JPY KAO 13,890 330,395.21 0.02 




GBP KAZAKHMYS 4,532 101,313.57 0.01 


EUR KBC GROUP 3,148 138,146.12 0.01 

USD KBR 1,820 43,802.82 0.00 

KRW KCC 302 95,049.23 0.01 

JPY KDDI 74 347,931.44 0.02 


JPY KEIO CORP 14,894 99,981.30 0.01 


USD KELLOGG 2,850 140,649.16 0.01 


SGD KEPPEL 28,206 188,128.15 0.01 




EUR KESKO -B- 1,242 57,012.58 0.00 

USD KEYCORP 9,602 74,671.16 0.00 

JPY KEYENCE 1,065 226,203.54 0.01 


KRW KIA MOTORS 8,992 283,522.83 0.02 

JPY KIKKOMAN 3,464 37,307.66 0.00 






JPY KINDEN 4,157 36,651.44 0.00 




JPY KINTETSU 43,651 143,955.09 0.01 




USD KLA-TENCOR 2,219 76,375.31 0.00 

EUR KLEPIERRE 14,273 538,546.92 0.03 

SEK KLOVERN 14,737 69,309.76 0.00 

JPY KOBE STEEL 67,198 154,026.78 0.01 


USD KOHL'S 3,108 159,976.33 0.01 

JPY KOITO MANUFACTURING 2,771 41,479.97 0.00 

JPY KOMATSU 24,558 556,593.89 0.03 


JPY KONAMI 2,148 37,019.25 0.00 

EUR KONE -B- 2,977 150,487.92 0.01 



EUR KONINKLIJKE BOSKALIS WESTMINSTER 1,247 51,220.81 0.00 






KRW KOREA GAS 1,659 69,417.40 0.00 

KRW KOREAN AIR 2,612 173,695.77 0.01 


USD KROGER 36,982 782,579.63 0.05 



Description 

Quantity / 

Nominal 

Page 37 




KRW KT& G CORP 2,790 162,576.72 0.01 

JPY KUBOTA 30,482 272,341.90 0.02 

CHF KUEHNE & NAGEL INTERNATIONAL 9,292 1,096,438.50 0.07 



JPY KURARAY 8,660 106,738.00 0.01 

JPY KURITA WATER INDUSTRIES 2,944 79,778.04 0.00 


JPY KYOCERA 4,191 386,723.71 0.02 



USD LABORATORY CORP OF AMERICA HOLDINGS 1,276 97,796.81 0.01 

EUR LAFARGE 3,958 221,692.41 0.01 




EUR LAMDA DEVELOPMENT 1,767 8,955.26 0.00 

GBP LAND SECURITIES GROUP 115,569 1,139,575.08 0.07 




JPY LAWSON 1,593 71,273.44 0.00 



USD LEGG MASON 2,311 68,446.18 0.00 

USD LEGGETT & PLATT 1,675 37,244.25 0.00 

EUR LEGRAND 2,721 90,023.71 0.01 


AUD LEND LEASE 13,054 93,973.64 0.01 

USD LENDER PROCESSING SERVICES 1,126 36,556.45 0.00 


USD LEUCADIA NATIONAL 2,170 50,078.81 0.00 



KRW LG CHEMICAL 1,468 419,498.07 0.03 

KRW LG CHEMICAL INVESTMENTS 2,986 211,047.69 0.01 


KRW LG ELECTRONICS 2,843 234,121.12 0.01 


HKD LI & FUNG 51,023 280,275.74 0.02 

USD LIBERTY GLOBAL -A- 1,435 43,179.20 0.00 

USD LIBERTY GLOBAL -C- 1,274 38,050.13 0.00 



SHARES 

7,112 95,255.29 0.01 


USD LIFE TECHNOLOGIES 2,293 104,595.78 0.01 


USD LIMITED BRANDS 3,037 79,456.62 0.00 


EUR LINDE 3,308 421,203.16 0.03 

CHF LINDT & SPRUENGLI 155 364,793.96 0.02 

USD LINEAR TECHNOLOGY 2,952 88,615.76 0.01 





USD LOEWS 3,817 141,344.80 0.01 

CHF LOGITECH INTERNATIONAL (reg. shares) 30,650 524,732.51 0.03 


GBP LONMIN 3,316 85,208.27 0.01 

CHF LONZA (reg. shares) 7,762 651,620.17 0.04 

EUR L'OREAL 4,660 512,599.54 0.03 

USD LORILLARD 1,800 141,264.61 0.01 



USD LTC PROPERTIES 2,663 66,397.82 0.00 

USD LUBRIZOL 803 83,164.42 0.01 

USD LUKOIL ADR 13,945 773,822.71 0.05 

EUR LUXOTTICA 2,159 57,767.64 0.00 

EUR LVMH 4,750 681,699.34 0.04 

USD L-3 COMMUNICATIONS HOLDINGS 1,422 100,382.06 0.01 



USD MACERICH 15,359 644,489.09 0.04 




USD MACY'S 5,162 116,454.85 0.01 




EUR MAIRE TECNIMONT 523 2,035.99 0.00 

JPY MAKITA 2,910 90,068.24 0.01 







Description 

Quantity / 

Nominal 



EUR MAN 2,113 225,328.57 0.01 

GBP MAN GROUP 36,013 121,474.01 0.01 


USD MANPOWER 928 47,327.59 0.00 











JPY MARUBENI 42,951 237,083.93 0.01 

JPY MARUI 5,126 37,469.70 0.00 

JPY MARUICHI STEEL TUBE 1,178 22,036.23 0.00 


USD MASCO 5,239 56,357.64 0.00 


USD MASTERCARD 1,154 252,590.00 0.02 


USD MATTEL 4,088 93,692.29 0.01 

USD MAXIM INTEGRATED PRODUCTS 2,681 48,478.29 0.00 


USD MC AFEE 1,557 71,906.01 0.00 

USD MC CORMICK (nv) 1,261 51,772.86 0.00 

USD MCDONALD'S 12,248 891,563.84 0.06 

JPY MCDONALD'S HOLDINGS JAPAN 1,767 41,524.52 0.00 


USD MCKESSON 14,999 905,270.83 0.06 

USD MDU RESOURCES GROUP 1,608 31,349.82 0.00 

USD MEAD JOHNSON NUTRITION -A- 2,151 119,594.44 0.01 

USD MEADWESTVACO 1,536 36,592.98 0.00 


USD MEDCO HEALTH SOLUTIONS 22,169 1,127,513.94 0.07 

EUR MEDIASET 14,034 97,330.46 0.01 

TWD MEDIATEK 28,192 387,018.80 0.02 





USD MEDTRONIC 20,143 660,813.07 0.04 


JPY MEIJI HOLDINGS 1,813 83,322.96 0.01 


EUR MERCIALYS 6,038 230,335.64 0.01 

EUR MERCK 1,290 106,003.47 0.01 

USD MERCK & CO 61,868 2,224,887.70 0.15 


AUD METCASH 16,837 69,600.05 0.00 

USD METLIFE 28,776 1,080,942.32 0.07 

EUR METRO 2,593 165,162.12 0.01 


USD METROPCS COMMUNICATIONS 3,407 34,813.06 0.00 

EUR METSO 2,581 115,744.43 0.01 

USD MGM RESORTS INTERNATIONAL 2,945 32,453.48 0.00 



USD MICROCHIP TECHNOLOGY 2,177 66,899.21 0.00 


USD MICROSOFT 106,607 2,550,663.88 0.17 


JPY MINEBEA 7,967 40,062.19 0.00 

GBP MINERVA 22,496 32,555.09 0.00 






JPY MITSUBISHI ESTATE 160,062 2,541,972.66 0.17 







JPY MITSUBISHI UFJ FINANCIAL GROUP 331,338 1,507,317.65 0.10 

JPY MITSUBISHI UFJ LEASE & FINANCE 1,330 45,653.89 0.00 

JPY MITSUI & CO 44,995 653,535.49 0.04 



JPY MITSUI FUDOSAN 131,114 2,158,921.26 0.14 



JPY MITSUMI ELECTRIC 2,113 31,628.47 0.00 





Description 

Quantity / 

Nominal 

Page 38 






EUR MOBISTAR 470 28,131.61 0.00 

SEK MODERN TIMES GROUP -B- 28 2,035.41 0.00 



USD MOLSON COORS -B- 2,047 94,430.00 0.01 


USD MONSANTO 6,292 294,622.18 0.02 

USD MOODY'S 2,395 58,445.55 0.00 





USD MOSAIC 1,873 107,499.58 0.01 

USD MOTOROLA 111,624 930,214.02 0.06 



USD M&T BANK 6,169 493,065.85 0.03 

ZAR MTN GROUP 41,803 737,826.32 0.05 

HKD MTR 31,538 116,488.88 0.01 



3,718 503,801.50 0.03 


USD MURPHY OIL 2,103 127,236.22 0.01 


USD MYLAN 4,068 74,762.53 0.00 

EUR M6 METROPOLE TELEVISION 1,190 27,390.05 0.00 

USD NABORS INDUSTRIES 3,103 54,757.64 0.00 




USD NASDAQ OMX GROUP 1,191 22,616.01 0.00 

ZAR NASPERS -N- 12,228 583,766.94 0.04 

AUD NATIONAL AUSTRALIA BANK 47,440 1,137,162.70 0.07 




11.10.2010 

12,042 11,865.28 0.00 


11.10.2010 

12,042 6,328.15 0.00 


USD NATIONAL HEALTH INVESTORS 2,853 122,827.00 0.01 

USD NATIONAL HEALTHCARE 1,027 37,198.80 0.00 



USD NATIONAL SEMICONDUCTOR 3,066 38,249.70 0.00 


EUR NATIXIS 16,950 94,948.50 0.01 

JPY NEC 67,544 175,358.17 0.01 


EUR NEOPOST 518 37,726.53 0.00 


EUR NESTE OIL 2,977 45,496.63 0.00 

CHF NESTLE (reg. shares) 1,018,691 53,328,464.58 3.32 

USD NETAPP 11,512 559,957.01 0.03 

USD NETFLIX 491 77,797.61 0.00 





USD NEWELL RUBBERMAID 2,617 45,527.06 0.00 

USD NEWFIELD EXPLORATION 1,692 94,943.08 0.01 


USD NEWS -A- 74,350 948,647.90 0.06 

USD NEWS -B- 4,564 67,143.69 0.00 

CAD NEXEN 16,050 316,416.48 0.02 

GBP NEXT 3,945 134,584.68 0.01 




JPY NHK SPRING 4,157 33,589.05 0.00 

KRW NHN 1,608 270,032.82 0.02 

JPY NIDEC 2,840 246,465.53 0.02 



USD NIKE -B- 12,567 983,903.09 0.06 

CAD NIKO RESOURCES 1,406 135,586.38 0.01 

JPY NIKON 8,556 154,883.92 0.01 

JPY NINTENDO 2,563 625,294.27 0.04 





JPY NIPPON PAPER GROUP 2,632 64,311.77 0.00 



JPY NIPPON YUSEN 39,834 159,317.09 0.01




Description 

Quantity / 

Nominal 




USD NISOURCE 2,670 45,392.33 0.00 







JPY NISSIN FOOD HOLDINGS 1,732 61,065.48 0.00 




USD NOBLE 2,779 91,734.36 0.01 

CHF NOBLE BIOCARE HOLDING AG 22,020 388,659.93 0.02 

USD NOBLE ENERGY 2,006 147,187.28 0.01 


JPY NOK 2,840 48,263.40 0.00 

EUR NOKIA 73,641 723,874.03 0.04 





JPY NOMURA RESEARCH INSTITUTE 2,321 42,582.99 0.00 

USD NORDSTROM 2,009 73,012.98 0.00 


USD NORTHEAST UTILITIES 2,460 71,073.37 0.00 



2,330 56,867.09 0.00 

USD NORTHERN TRUST 2,373 111,857.50 0.01 



CHF NOVARTIS (reg. shares) 651,108 36,689,915.52 2.29 




USD NRG ENERGY 2,817 57,302.44 0.00 

JPY NSK 11,431 75,660.43 0.00 

USD NSTAR 1,034 39,750.27 0.00 

JPY NTN 13,855 58,331.20 0.00 

JPY NTT 13,613 580,267.85 0.04 

JPY NTT DATA 32 97,279.03 0.01 

JPY NTT DOCOMO 399 649,206.01 0.04 


USD NUANCE COMMUNICATIONS 2,265 34,612.18 0.00 

USD NUCOR 3,655 136,406.12 0.01 

USD NVIDIA 7,404 84,490.97 0.01 


USD NYSE EURONEXT 2,908 81,160.00 0.01 

USD O REILLY AUTOMOTIVE 1,802 93,656.46 0.01 

JPY OBAYASHI 14,894 57,828.90 0.00 

JPY OBIC 170 31,321.42 0.00 

USD OCCIDENTAL PETROLEUM 21,198 1,621,598.12 0.11 




JPY OJI PAPER 21,129 91,178.96 0.01 

SGD OLAM 26,450 64,042.11 0.00 

GBP OLD MUTUAL 112,274 239,910.17 0.01 


JPY OLYMPUS 5,785 147,878.51 0.01 


USD OMNICARE 1,141 26,629.87 0.00 


JPY OMRON 5,542 122,884.40 0.01 

EUR OMV 2,934 107,449.98 0.01 

USD ONEOK (new) 1,444 63,518.86 0.00 

AUD ONESTEEL 29,389 81,456.07 0.01 

CAD ONEX (subord. voting) 2,881 79,330.72 0.00 

JPY ONO PHARMACEUTICAL 2,182 92,764.84 0.01 

CAD OPEN TEXT 1,686 77,954.06 0.00 

USD ORACLE 65,715 1,723,812.75 0.12 

JPY ORACLE CORP JAPAN 1,039 48,305.53 0.00 

AUD ORICA 8,037 195,469.99 0.01 



JPY ORIENTAL LAND 1,386 126,060.21 0.01 



JPY ORIX 2,705 201,815.50 0.01 

JPY ORIX JREIT 31 147,627.36 0.01 

JPY OSAKA GAS 51,264 180,454.05 0.01 

HUF OTP BANK 10,489 269,143.67 0.02 

JPY OTSUKA 450 29,173.70 0.00 

EUR OUTOKUMPU 2,373 46,106.63 0.00 


USD OWENS-ILLINOIS 1,880 51,530.59 0.00 


USD PACCAR 3,949 185,774.99 0.01 



Description 

Quantity / 

Nominal 

Page 39 




USD PACTIV 1,318 42,467.55 0.00 



USD PALL 1,176 47,841.19 0.00 

CAD PAN AMERICAN SILVER 3,041 87,828.30 0.01 

JPY PANASONIC 50,847 672,530.98 0.04 


CHF PARGESA HOLDING 4,407 316,177.79 0.02 

USD PARKER-HANNIFIN 1,861 127,349.63 0.01 

USD PARKWAY PROPERTIES 2,241 32,398.40 0.00 

EUR PARMALAT 35,421 88,911.52 0.01 

USD PARTNERRE 858 67,221.64 0.00 


USD PATTERSON 893 24,997.74 0.00 

USD PAYCHEX 3,564 95,730.55 0.01 

HKD PCCW 87,596 30,976.10 0.00 

USD PEABODY ENERGY 2,827 135,374.90 0.01 

GBP PEARSON 16,752 254,151.76 0.02 

TWD PEGATRON 88,230 112,707.68 0.01 



TRUST 

5,985 69,351.02 0.00 

USD PENTAIR 1,045 34,342.42 0.00 


USD PEPCO HOLDING 2,679 48,679.87 0.00 

USD PEPSICO 39,891 2,589,311.95 0.17 


USD PERRIGO 911 57,164.84 0.00 


CAD PETROBAKKEN ENERGY -A- 2,450 53,832.94 0.00 

CAD PETROBANK ENERGY AND RESOURCES 3,130 124,712.82 0.01 



GBP PETROFAC 5,271 111,423.77 0.01 


BRL PETROLEO BRASILEIRO 77,201 1,353,368.69 0.08 

BRL PETROLEO BRASILEIRO (pref. shares) 105,710 1,676,360.01 0.11 

USD PETSMART 1,396 47,728.06 0.00 

EUR PEUGEOT 3,086 101,516.79 0.01 

USD PFIZER 132,555 2,223,541.10 0.15 

USD PG&E 4,347 192,881.19 0.01 



SERVICE 

1,158 28,045.04 0.00 

USD PHILIP MORRIS INTERNATIONAL 21,117 1,155,711.75 0.07 






USD PIONEER NATURAL RESOURCES 1,302 82,687.25 0.01 

EUR PIRELLI & C. 4,404 35,063.74 0.00 

USD PITNEY BOWES 2,424 50,634.79 0.00 

USD PLAINS EXPLORATION & PRODUCTION 1,602 41,753.12 0.00 

USD PLUM CREEK TIMBER 1,677 57,842.34 0.00 





PLN POLSKI KONCERN NAFTOWY 1,206 16,190.30 0.00 



KRW POSCO 1,418 626,861.91 0.04 


CAD POTASH CORP OF SASKATCHEWAN 9,052 1,271,490.65 0.08 

TWD POU CHEN 157,021 134,295.51 0.01 





POLSKI 

21,517 317,942.90 0.02 

USD PPG INDUSTRIES 1,903 135,349.84 0.01 

USD PPL 5,676 150,988.56 0.01 

EUR PPR 1,535 243,163.61 0.02 

USD PRAXAIR 3,481 306,964.17 0.02 

USD PRECISION CASTPARTS 1,661 206,711.49 0.01 




USD PRIDE INTERNATIONAL 1,926 55,386.06 0.00 


TRUST 

7,140 132,730.45 0.01 



USD PROCTER & GAMBLE 39,610 2,320,707.92 0.15 

USD PROGRESS ENERGY 3,209 139,262.51 0.01 


USD PROGRESSIVE 6,786 138,352.54 0.01




Description 

Quantity / 

Nominal 



USD PROLOGIS 55,848 642,731.74 0.04 




EUR PRYSMIAN 3,352 59,907.02 0.00 

USD PS BUSINESS PARKS 1,963 108,513.62 0.01 








42,797 212,152.69 0.01 

MYR PUBLIC BANK Bhd 949 3,773.86 0.00 




USD PUBLIC STORAGE 15,226 1,443,486.68 0.10 



EUR PUMA 98 31,677.17 0.00 



USD QEP RESOURCES (when issued) 2,448 72,089.37 0.00 


TWD QISDA 130,967 90,715.89 0.01 

USD QUALCOMM 18,525 816,612.06 0.05 


USD QUANTA SERVICES 1,959 36,548.37 0.00 

USD QUEST DIAGNOSTICS 1,901 93,722.73 0.01 



EUR RAIFFEISEN INTERNATIONAL BANK-HOLDING 998 45,530.70 0.00 

JPY RAKUTEN 192 136,868.90 0.01 



GBP RANDGOLD RESOURCES 1,869 183,313.89 0.01 


USD RANGE RESOURCES 1,871 69,687.66 0.00 


USD RAYONIER 792 38,800.25 0.00 

USD RAYTHEON 4,503 201,109.42 0.01 





USD RED HAT 1,904 76,257.35 0.00 

BRL REDECARD 10,353 156,714.18 0.01 





USD RELIANCE CAPITAL -144A- GDR 2,278 38,650.99 0.00 


USD RELIANCE INDUSTRIES -144A- GDR 23,570 1,027,003.06 0.06 

USD RELIANCE INFRASTRUCUTRE -144A- GDR 1,139 79,412.14 0.00 

ZAR REMGRO 9,781 149,451.83 0.01 


EUR RENAULT 3,808 191,696.00 0.01 

EUR REPSOL YPF 14,298 360,332.27 0.02 





GBP REXAM 17,688 83,599.60 0.01 

USD REYNOLDS AMERICAN 1,934 112,205.57 0.01 



JPY RICOH 17,319 238,388.28 0.01 


GBP RIO TINTO 30,026 1,720,018.27 0.12 

AUD RIO TINTO 9,732 706,768.81 0.04 


CAD RITCHIE BROTHERS AUCTIONEERS 2,730 55,330.41 0.00 

USD ROBERT HALF INTERNATIONAL 1,367 34,729.80 0.00 

CHF ROCHE HOLDING (cert. shares) 224,567 30,136,953.55 1.88 

USD ROCKWELL AUTOMATION 1,632 98,431.25 0.01 

USD ROCKWELL COLLINS 1,884 107,229.38 0.01 


JPY ROHM 2,563 154,375.14 0.01 


USD ROPER INDUSTRIES 1,222 77,829.70 0.00 

USD ROSS STORES 1,598 85,289.61 0.01 

USD ROWAN COMPANIES 1,038 30,780.27 0.00 

CAD ROYAL BANK OF CANADA 43,426 2,216,361.53 0.15 


USD ROYAL CARIBBEAN CRUISES 1,536 47,301.57 0.00 

GBP ROYAL DUTCH SHELL -A- 73,520 2,168,620.03 0.14 



Description 

Quantity / 

Nominal 

Page 40 



GBP ROYAL DUTCH SHELL -B- 55,784 1,594,780.55 0.11 


USD R.R. DONNELLEY & SONS 1,975 32,727.34 0.00 


EUR RWE -A- 8,195 541,578.14 0.03 



GBP SABMILLER 19,671 616,420.17 0.04 


USD SAFEWAY 5,031 103,994.59 0.01 

EUR SAFRAN 3,484 95,804.09 0.01 

GBP SAGE GROUP 27,600 117,401.91 0.01 

USD SAIC 5,043 78,724.26 0.00 

EUR SAIPEM 5,130 201,036.93 0.01 

USD SALESFORCE.COM 1,371 149,789.58 0.01 


EUR SAMPO -A- 8,330 220,079.76 0.01 

KRW SAMSUNG C&T 4,666 248,686.31 0.02 

KRW SAMSUNG ELECTRO-MECHANICS 2,413 257,436.67 0.02 

KRW SAMSUNG ELECTRONICS 2,982 1,985,149.94 0.13 


KRW SAMSUNG ENGINEERING 1,197 155,887.48 0.01 

KRW SAMSUNG FIRE & MARINE INSURANCE 1,183 197,673.23 0.01 


KRW SAMSUNG SDI 1,232 164,664.06 0.01 

KRW SAMSUNG SECURITIES 2,107 117,158.43 0.01 

KRW SAMSUNG TECHWIN 1,522 147,368.41 0.01 

USD SANDISK 11,775 421,599.24 0.03 


JPY SANKYO 1,455 75,198.64 0.00 

ZAR SANLAM 43,587 160,578.64 0.01 

EUR SANOFI-AVENTIS 20,594 1,342,449.11 0.08 

EUR SANOMA OYJ 1,518 31,421.28 0.00 

JPY SANTEN PHARMACEUTICAL 1,697 57,382.91 0.00 

AUD SANTOS 18,610 225,508.04 0.01 


EUR SAP 16,720 809,178.53 0.05 

ZAR SAPPI 23,077 115,988.38 0.01 



CAD SAPUTO 4,427 148,085.08 0.01 

USD SARA LEE 6,336 83,130.00 0.01 

ZAR SASOL 16,254 712,388.74 0.04 

USD SAUL CENTERS 1,430 58,613.27 0.00 

USD SBA COMMUNICATIONS 1,294 50,931.80 0.00 




USD SCANA 1,131 44,548.59 0.00 

CHF SCHINDLER HOLDING 13,056 1,370,881.03 0.10 

CHF SCHINDLER HOLDING (part. cert.) 8,289 873,696.83 0.05 

USD SCHLUMBERGER 19,396 1,167,462.47 0.07 


GBP SCHRODERS 2,257 49,957.92 0.00 

EUR SCOR REGPT 3,598 84,132.67 0.01 




USD SEALED AIR 1,755 38,543.67 0.00 


JPY SECOM 5,473 241,288.63 0.01 



USD SEI INVESTMENTS 1,363 27,079.80 0.00 






USD SEMPRA ENERGY 2,500 131,424.78 0.01 




EUR SES 5,938 139,673.13 0.01 


JPY SEVEN BANK 16 28,462.79 0.00 






JPY SHARP 25,632 249,098.53 0.02 




USD SHERWIN-WILLIAMS 1,053 77,310.99 0.00 


JPY SHIMADZU 5,888 44,210.19 0.00




Description 

Quantity / 

Nominal 



JPY SHIMAMURA 589 53,369.00 0.00 

JPY SHIMANO 1,767 91,312.63 0.01 


JPY SHIMIZU 16,626 60,081.14 0.00 



JPY SHINKO ELECTRIC INDUSTRIES 1,974 21,311.55 0.00 

KRW SHINSEGAE 423 217,878.29 0.01 



GBP SHIRE 11,582 255,682.82 0.02 

JPY SHISEIDO 9,110 199,647.45 0.01 









shares) 

48,267 160,809.79 0.01 

ARS SIDERAR SAIC -A- 2,242 14,878.31 0.00 

EUR SIEMENS (reg. shares) 16,013 1,653,652.90 0.11 

USD SIGMA-ALDRICH 1,589 93,751.97 0.01 

CHF SIKA 1,118 2,027,468.56 0.14 




USD SIMON PROPERTY GROUP 34,192 3,097,913.32 0.20 








HKD SINO LAND 341,806 690,817.12 0.04 



KRW SK ENERGY 2,061 256,874.63 0.02 

KRW SK HOLDINGS 1,317 133,764.63 0.01 

KRW SK TELECOM 208 30,526.96 0.00 



USD SLM 4,729 53,360.10 0.00 


JPY SMC 1,420 182,856.16 0.01 





USD SOCIEDAD QUIMICA Y MINERA DE CHILE ADR 2,805 132,178.46 0.01 




944 1,499,332.24 0.10 




1,664 210,187.78 0.01 

EUR SODEXO 1,887 119,815.78 0.01 

JPY SOFTBANK 21,060 672,610.60 0.04 

HKD SOHO CHINA 256,696 177,995.51 0.01 

KRW S-OIL 1,808 109,197.09 0.01 

JPY SOJITZ 35,573 62,402.23 0.00 

EUR SOLVAY 1,186 123,786.44 0.01 


CHF SONOVA HOLDING (reg. shares) 18,080 2,169,639.13 0.14 

JPY SONY 26,083 787,265.84 0.05 


USD SOUTHERN 9,540 347,071.78 0.02 


USD SOUTHWEST AIRLINES 2,149 27,442.18 0.00 


USD SOVRAN SELF STORAGE 2,838 105,090.47 0.01 

AUD SP AUSNET 29,347 23,874.70 0.00 


EUR SPONDA 27,532 130,728.22 0.01 


USD SPX 573 35,399.60 0.00 

JPY SQUARE ENIX HOLDING 1,801 39,410.83 0.00 

EUR ST GOBAIN 7,565 329,215.00 0.02 




GBP STANDARD CHARTERED 42,427 1,192,676.91 0.07 


USD STANLEY BLACK & DECKER 1,803 107,925.96 0.01 


USD STAPLES 8,907 182,047.70 0.01 

USD STARBUCKS 8,574 214,270.86 0.01 



Description 

Quantity / 

Nominal 

Page 41 



SGD STARHUB 12,362 23,689.00 0.00 

USD STARWOOD HOTELS & RESORTS WORLDWIDE 2,287 117,434.12 0.01 








AUD STOCKLAND TRUST 348,515 1,265,968.35 0.08 



CHF STRAUMANN HOLDING (reg. shares) 1,390 304,861.93 0.02 

USD STRYKER 3,664 179,179.88 0.01 

EUR SUEDZUCKER 1,160 25,371.55 0.00 


CHF SULZER (reg. shares) 11,724 1,336,544.06 0.08 

JPY SUMCO 3,291 50,104.07 0.00 

JPY SUMITOMO 28,992 364,817.91 0.02 







JPY SUMITOMO REALTY & DEVELOPMENT 68,777 1,387,449.45 0.10 



USD SUN COMMUNITIES 1,978 59,319.42 0.00 



CAD SUNCOR ENERGY 47,709 1,522,131.12 0.10 


USD SUNOCO 1,355 48,313.17 0.00 




USD SUPERVALU 2,527 28,466.44 0.00 



JPY SUZUKEN 1,787 57,752.26 0.00 



CHF SWISS LIFE HOLDING (reg. shares) 5,174 578,982.67 0.04 

CHF SWISS PRIME SITE 38,152 2,661,077.63 0.18 

CHF SWISS REINSURANCE COMPANY (reg. shares) 98,569 4,247,346.17 0.27 

CHF SWISSCOM (reg. shares) 6,107 2,420,016.20 0.16 

USD SYMANTEC 8,705 129,014.88 0.01 

CHF SYNGENTA (reg. shares) 28,230 6,893,669.01 0.44 

USD SYNOPSYS 1,264 30,586.44 0.00 

CHF SYNTHES 17,496 1,987,520.26 0.13 

USD SYSCO 7,024 195,703.54 0.01 

JPY SYSMEX 901 60,980.41 0.00 

USD T ROWE PRICE GROUP 2,875 140,604.54 0.01 




JPY TAISEI 29,096 58,525.64 0.00 







TWD TAIWAN SEMICONDUCTOR MANUFACTURING 662,891 1,285,227.12 0.08 






USD TARGET 7,922 413,606.15 0.03 




TWD TATUNG 374,522 72,144.62 0.00 


USD TD AMERITRADE HOLDING 2,422 38,206.95 0.00 


JPY TDK 3,221 175,364.25 0.01 

EUR TECHNIP 1,917 150,812.29 0.01 



JPY TEIJIN 24,593 79,379.04 0.00 



shares) 

10,419 145,398.45 0.01 






Description 

Quantity / 

Nominal 












SEK TELE2 -B- 162 3,336.58 0.00 

ZAR TELKOM SA 804 4,337.89 0.00 

AUD TELSTRA 97,409 241,419.05 0.02 

CAD TELUS NON-CANADIAN 1,720 74,905.10 0.00 

CAD TELUS (nv) 4,430 184,001.16 0.01 


EUR TENARIS 9,590 179,959.79 0.01 


USD TERADATA (when issued) 2,188 82,433.80 0.01 

EUR TERNA 27,211 113,141.67 0.01 

JPY TERUMO 4,399 227,900.81 0.01 

GBP TESCO 165,844 1,082,544.42 0.07 


USD TEXTRON 3,222 64,722.43 0.00 

USD TFS FINANCIAL 1,036 9,303.72 0.00 

EUR TF1 2,202 33,534.90 0.00 

EUR THALES 1,659 59,318.15 0.00 


USD THE HERSHEY COMPANY 2,035 94,628.39 0.01 



CHF THE SWATCH GROUP 8,606 3,181,788.28 0.21 

CHF THE SWATCH GROUP (reg. shares) 30,343 2,060,309.29 0.14 

HKD THE WHARF HOLDINGS 201,461 1,265,116.53 0.08 


JPY THK 3,187 58,285.83 0.00 




USD TIFFANY & CO 1,214 55,712.79 0.00 






USD TJX COS 4,610 201,010.33 0.01 

CAD TMX 2,174 65,501.10 0.00 

EUR TNT 7,554 198,579.56 0.01 


JPY TOHO 2,875 45,153.62 0.00 

JPY TOHO GAS 11,431 55,208.05 0.00 



JPY TOKUYAMA 8,660 42,938.25 0.00 



JPY TOKYO GAS 66,505 294,767.00 0.02 

JPY TOKYO STEEL MANUFACTURING 2,702 31,122.13 0.00 


JPY TOKYU 28,750 124,063.17 0.01 

JPY TOKYU LAND 60,776 245,917.60 0.02 

JPY TOKYU REIT 16 81,891.99 0.01 

USD TOLL BROTHERS 1,744 32,401.79 0.00 



JPY TOP REIT 19 105,085.39 0.01 



USD TORCHMARK 904 46,911.96 0.00 

CAD TORONTO DOMINION BANK 26,556 1,882,928.53 0.13 

JPY TOSHIBA 104,607 494,227.30 0.03 

JPY TOSOH 14,548 38,279.85 0.00 

EUR TOTAL 41,373 2,086,105.16 0.14 

USD TOTAL SYSTEM SERVICES 1,975 29,408.30 0.00 

JPY TOTO 7,274 48,657.94 0.00 


JPY TOYO SUISAN KAISHA 2,425 48,799.72 0.00 

JPY TOYODA GOSEI 1,455 31,304.41 0.00 

JPY TOYOTA BOSHOKU 1,940 31,508.57 0.00 


JPY TOYOTA MOTOR 71,909 2,521,142.56 0.17 


CAD TRANSALTA 6,699 140,099.68 0.01 









Description 

Quantity / 

Nominal 

Page 42 



JPY TREND MICRO 2,598 75,678.66 0.00 

JPY TSUMURA 1,386 42,063.28 0.00 


GBP TUI TRAVEL 11,399 37,625.85 0.00 

GBP TULLOW OIL 18,322 359,349.83 0.02 

TRY TUPRAS 5,785 152,397.76 0.01 






USD TYSON FOODS -A- 2,750 43,038.90 0.00 


CHF UBS (reg. shares) 1,029,013 17,163,932.85 1.08 

EUR UCB 1,990 67,441.73 0.00 

USD UDR 19,203 396,220.12 0.02 

USD ULTRA PETROLEUM 1,986 81,454.77 0.01 

EUR UMICORE 2,253 95,300.18 0.01 

EUR UNIBAIL RODAMCO 13,666 2,964,631.35 0.19 

JPY UNI-CHARM 3,117 122,495.52 0.01 

EUR UNICREDIT 262,237 655,096.99 0.04 

GBP UNILEVER 26,554 752,598.91 0.05 










USD UNITED STATES STEEL 1,349 57,771.27 0.00 

USD UNITED TECHNOLOGIES 15,770 1,097,387.90 0.07 




USD UNIVERSAL HEALTH REALTY INCOME TRUST 1,407 47,294.85 0.00 

USD UNUM GROUP 3,764 81,460.12 0.01 

JPY UNY 5,161 39,835.35 0.00 

SGD UOL GROUP 12,586 43,281.73 0.00 


USD URBAN OUTFITTERS 1,444 44,339.10 0.00 


USD URS 806 29,903.99 0.00 

USD URSTADT BIDDLE PROPERTIES 2,123 37,504.66 0.00 

USD US BANCORP 21,838 461,265.15 0.03 

JPY USHIO 2,667 43,823.34 0.00 



26,869 351,718.63 0.02 

JPY USS CO 648 47,191.97 0.00 


BRL VALE 13,296 400,996.62 0.02 

BRL VALE (pref. shares) -A- 82,732 2,208,871.10 0.15 



USD VALIDUS HOLDINGS 1,258 32,394.99 0.00 

EUR VALLOUREC 2,107 204,783.76 0.01 


USD VARIAN MEDICAL SYSTEMS 1,546 91,406.62 0.01 

EUR VASTNED OFFICES/INDUSTRIAL 2,474 39,921.62 0.00 

EUR VASTNED RETAIL 2,325 154,842.89 0.01 

GBP VEDANTA RESOURCES 2,472 82,388.89 0.01 

USD VENTAS 18,524 933,295.13 0.06 


EUR VERBUND -A- 1,444 50,651.92 0.00 

USD VERISIGN 2,122 65,791.78 0.00 

USD VERISK ANALYTICS -A- 1,060 29,004.35 0.00 

USD VERIZON COMMUNICATIONS 31,869 1,014,669.10 0.06 

CAD VERMILION ENERGY INC 1,292 47,532.76 0.00 

USD VERTEX PHARMACEUTICALS 2,181 73,662.85 0.00 

USD VF 882 69,829.23 0.00 

USD VIACOM -B- 25,320 895,210.54 0.06 

EUR VINCI 8,523 417,998.09 0.03 

USD VIRGIN MEDIA 3,212 72,246.76 0.00 

USD VISA -A- 18,885 1,370,126.18 0.10 

CAD VITERRA 11,296 96,604.93 0.01 

EUR VIVENDI 23,882 638,647.28 0.04 


USD VMWARE 941 78,071.68 0.00 


GBP VODAFONE GROUP 1,090,433 2,637,278.86 0.17 


USD VORNADO REALTY TRUST 25,501 2,130,823.12 0.14 

USD VULCAN MATERIALS 1,603 57,827.08 0.00 




USD WALGREEN 10,807 353,680.26 0.02




Description 

Quantity / 

Nominal 




USD WAL-MART STORES 23,541 1,230,908.30 0.08 



EUR WAREHOUSE DE PAUW 1,283 64,462.32 0.00 

USD WARNER CHILCOTT REG 1,422 31,168.86 0.00 



TRUST 

6,496 201,377.08 0.01 


USD WATERS 904 62,536.50 0.00 

USD WATSON PHARMACEUTICALS 1,175 48,564.38 0.00 



USD WELLPOINT 4,995 276,413.03 0.02 

USD WELLS FARGO & CO 109,901 2,698,192.29 0.18 

EUR WERELDHAVE 2,787 264,683.24 0.02 





USD WESTERN DIGITAL 3,016 83,649.93 0.01 


AUD WESTFIELD 335,365 3,889,367.60 0.25 

AUD WESTPAC BANKING 66,609 1,464,325.22 0.10 



USD WHIRLPOOL 993 78,544.29 0.00 

GBP WHITBREAD 3,679 91,993.03 0.01 


USD WHOLE FOODS MARKET 1,410 51,109.39 0.00 



702 36,936.20 0.00 



USD WILLIS GROUP HOLDINGS 1,670 50,297.80 0.00 





USD WINTHROP REALTY TRUST 1,905 23,005.70 0.00 

USD WIPRO ADR 28,491 402,482.29 0.03 

USD WISCONSIN ENERGY 1,155 65,219.67 0.00 

TWD WISTRON 74,148 132,166.46 0.01 

GBP WOLSELEY 5,928 145,919.20 0.01 








GBP WPP 25,844 280,295.83 0.02 

USD WR BERKLEY 1,727 45,668.34 0.00 


HKD WYNN MACAU 34,049 57,504.02 0.00 



USD XEROX 16,638 168,234.28 0.01 

USD XILINX 2,784 72,378.57 0.00 

USD XL GROUP 4,420 93,532.04 0.01 

GBP XSTRATA 42,583 798,481.75 0.05 

USD YAHOO 15,465 214,093.11 0.01 


JPY YAKULT HONSHA 2,563 77,277.50 0.00 

JPY YAMADA DENKI 2,168 131,353.76 0.01 


JPY YAMAHA 4,538 51,420.17 0.00 




JPY YAMATO KOGYO 1,247 29,486.42 0.00 

JPY YAMAZAKI BAKING 2,771 32,989.53 0.00 









MYR YTL 50,928 120,880.32 0.01 




USD YUM BRANDS 5,583 251,240.51 0.02 





Description 

Quantity / 

Nominal 

Page 43 






CHF ZURICH FINANCIAL SERVICES (reg. shares) 42,621 9,815,692.00 0.62 

GBP 3I GROUP 20,633 91,005.86 0.01 

USD 3M 7,687 651,179.20 0.04 



811,563,715.04 50.43 



Bonds 


7.125%/08-20.06.2011 

67,169 107,120.00 0.01 

CHF ABN AMRO BANK 2.5%/06-30.12.2015 1,510,910 1,590,232.48 0.10 


2.25%/09-22.05.2012 

104,619 104,722.99 0.01 

CHF AKADEMISKA HUS 2.125%/10-04.07.2018 3,777,274 3,875,483.44 0.24 


CHF ALLIED IRISH BANKS PLC 2%/10-29.09.2011 10,000,000 9,700,000.00 0.61 


28.06.2017 

192,693 264,355.08 0.02 

CHF AMERICA MOVIL 2.25%/10-07.04.2015 5,665,911 5,793,394.47 0.36 


2.875%/07-16.04.2015 

4,961,450 4,532,284.40 0.28 


2%/10-16.12.2014 

1,888,637 1,919,799.67 0.12 


3.125%/10-10.08.2015 

139,492 137,722.76 0.01 

EUR ASFINAG 4.125%/03-21.10.2013 240,867 341,951.23 0.02 


07.02.2016 

6,627,228 6,199,771.58 0.40 


14.11.2014 

3,777,274 3,937,808.47 0.24 


16.07.2018 

244,110 290,565.26 0.02 


27.05.2014 

209,238 243,258.66 0.02 

CHF AUCHAN 3.75%/08-23.06.2015 377,727 411,722.90 0.03 


2%/10-08.07.2016 

1,888,637 1,904,123.98 0.12 


3.75%/10-10.03.2017 

385,387 534,467.06 0.03 


14.06.2022 

1,888,637 1,652,557.51 0.10 

CHF BANK OF AMERICA 1.875%/05-28.03.2012 2,266,365 2,270,897.31 0.14 

CHF BANK OF AMERICA 3%/07-14.06.2013 1,322,046 1,357,741.25 0.08 



CHF BANK OF IRELAND 3%/10-18.02.2013 3,777,274 3,654,512.89 0.23 

CHF BANK OF MOSCOW 4.5%/10-10.09.2013 1,888,637 1,920,743.99 0.12 

JPY BAYERISCHE LB 1.4%/01-22.04.2013 104,000,000 1,239,220.57 0.08 

CHF BAYERISCHE LB 2.75%/06-12.12.2014 2,685,642 2,699,070.24 0.17 



CHF BFCM 2.5%/06-29.04.2013 1,510,910 1,541,127.92 0.10 

CHF BMW UK CAPITAL 2.125%/10-29.06.2015 3,777,274 3,835,822.06 0.24 

CHF BNG 2%/09-27.03.2013 1,133,182 1,171,710.49 0.07 

CHF BNG 2.125%/10-06.11.2018 1,888,637 1,955,683.77 0.12 

USD BNG 2.25%/09-17.01.2012 139,492 139,058.29 0.01 

CHF BNG 2.75%/03-03.07.2015 3,777,274 4,056,792.61 0.25 

CHF BNG 2.75%/09-11.05.2016 2,568,547 2,781,735.89 0.17 

EUR BNG 2.875%/09-15.01.2015 313,127 433,836.85 0.03 

EUR BNG 3%/10-30.03.2017 289,040 399,501.02 0.02 

EUR BNG 3.75%/10-14.01.2020 481,733 692,049.51 0.04 

EUR BNG 3.875%/09-04.11.2019 240,867 349,687.07 0.02 

EUR BNG 4.5%/99-10.03.2014 385,387 560,321.73 0.03 

USD BNG 5.125%/06-05.10.2016 139,492 158,455.72 0.01 

GBP BNG 5.2%/99-07.12.2028 111,949 197,215.65 0.01 

GBP BNG 5.75%/00-18.01.2019 111,949 203,971.62 0.01 

CHF BNP PARIBAS 1.875%/10-25.03.2015 1,888,637 1,924,521.26 0.12 

CHF BRANDBREW 4.5%/09-11.06.2014 1,133,182 1,227,803.01 0.08 

EUR BRD I/L 1.5%/06-15.04.2016 3,007,505 4,651,958.95 0.29 

EUR BRD I/L 1.75%/09-15.04.2020 601,501 906,418.89 0.06 

EUR BRD I/L 2.25%/07-15.04.2013 3,007,505 4,552,764.97 0.28 

EUR BRD S. 09 3.25%/09-04.01.2020 1,445,200 2,091,761.58 0.13 

EUR BRD 3%/10-04.07.2020 963,467 1,366,751.21 0.08 

EUR BRD 3.25%/05-04.07.2015 385,387 556,363.86 0.03 

EUR BRD 3.5%/09-04.07.2019 963,467 1,418,511.96 0.09 

EUR BRD 3.75%/06-04.01.2017 674,427 1,005,749.50 0.06 

EUR BRD 3.75%/08-04.01.2019 481,733 720,769.79 0.04 

EUR BRD 4.25%/04-04.07.2014 529,907 786,909.96 0.05 


0%/91-04.11.2021 

836,950 484,569.63 0.03 

USD CADES 1.375%/10-29.07.2013 69,746 68,997.66 0.00 

CHF CADES 2.125%/09-25.02.2015 3,777,274 3,945,363.02 0.25 

GBP CADES 3.75%/09-08.09.2014 111,949 185,737.40 0.01 


3.625%/08-16.04.2018 

3,777,274 4,311,758.62 0.27 

USD CANADA 2.375%/09-10.09.2014 90,670 92,841.58 0.01 

EUR CANADA 3.5%/10-13.01.2020 481,733 703,486.22 0.04 


LONDON 1.75%/10-30.06.2017 

3,777,274 3,841,487.97 0.24




Description 

Quantity / 

Nominal 



CHF CARREFOUR 2.625%/09-16.04.2012 3,777,274 3,883,037.99 0.24 

USD CFF (reg. -S-) 2.125%/10-22.04.2013 55,797 55,432.53 0.00 

CHF CFF 1.75%/09-28.04.2014 377,727 388,114.94 0.02 

EUR CFF 2%/09-17.02.2012 289,040 388,359.86 0.02 

CHF CFF 2.375%/05-24.08.2018 755,455 786,050.78 0.05 

CHF CFF 2.5%/09-04.03.2013 3,777,274 3,926,004.49 0.24 

EUR CFF 2.625%/10-16.04.2015 674,427 912,019.87 0.06 

CHF CFF 3.125%/03-10.10.2014 1,888,637 2,036,895.17 0.13 

CHF CFF 3.25%/08-21.09.2012 7,554,549 7,917,166.95 0.50 


CHF CIF EUROMORTGAGE 2%/10-30.01.2019 3,777,274 3,794,272.04 0.24 




23.02.2015 

4,275,875 4,280,150.39 0.27 


06.04.2021 

5,375,061 4,797,242.25 0.30 

CHF CITIGROUP 2.75%/06-29.06.2012 1,510,910 1,532,062.46 0.10 

CHF CITIGROUP 3%/07-21.03.2019 2,644,092 2,533,040.15 0.16 

USD CITIGROUP 5.375%/10-09.08.2020 139,492 141,688.46 0.01 


2.25%/09-30.04.2013 

755,455 782,651.24 0.05 


4.25%/09-10.11.2016 

192,693 275,174.97 0.02 


1.875%/09-07.02.2014 

3,021,819 3,135,137.68 0.19 


5.125%/07-20.04.2017 

139,492 159,990.62 0.01 

CHF CREDIT AGRICOLE LONDON 2%/10-08.04.2015 3,777,274 3,841,487.97 0.24 


24.09.2015 

578,080 771,399.73 0.05 


4.75%/09-05.08.2019 

385,387 557,186.28 0.03 


05.02.2015 

3,777,274 3,856,597.07 0.24 

CHF CREDIT SUISSE LONDON 3%/07-04.06.2012 1,133,182 1,170,577.31 0.07 


25.01.2017 

578,080 798,462.33 0.05 


3.45%/09-02.07.2012 

139,492 141,269.31 0.01 


4.875%/08-14.03.2018 

2,644,092 2,964,027.15 0.18 


01.05.2014 

46,730 51,139.80 0.00 


23.03.2015 

139,492 143,323.66 0.01 

CHF CRH 1.5%/10-21.09.2015 3,777,274 3,852,819.80 0.24 

CHF DANSKE BANK 2.75%/09-09.01.2015 1,133,182 1,199,473.46 0.07 

EUR DENMARK 1.75%/10-05.10.2015 289,040 385,314.36 0.02 

EUR DENMARK 3.125%/09-17.03.2014 1,353,377 1,906,331.18 0.12 


29.12.2011 

1,888,637 1,925,276.72 0.12 

ITL DEUTSCHE BANK 0%/96-15.10.2021 1,637,893,374 691,434.69 0.04 


CHF DEUTSCHE BANK 2%/10-05.03.2015 1,888,637 1,924,521.26 0.12 


FINANCE 4.25%/10-13.07.2022 

308,309 421,570.01 0.03 


01.02.2017 

139,492 159,758.95 0.01 

CHF DEXIA BIL 2.75%/06-14.06.2016 3,966,138 3,478,303.05 0.22 


CHF DEXIA CLF 2.125%/06-29.03.2012 1,888,637 1,898,080.34 0.12 

CHF DEXIA CLF 2.125%/09-07.12.2012 7,554,549 7,610,263.41 0.48 

GBP DEXIA CLF 2.5%/09-27.10.2011 67,169 104,545.15 0.01 


02.05.2018 

1,888,637 1,971,737.19 0.12 


12.08.2019 

3,777,274 3,960,472.11 0.25 


09.08.2017 

3,399,547 3,780,296.13 0.23 


31.05.2012 

104,619 108,443.39 0.01 

CHF DNB NOR BANK ASA 3.625%/08-24.06.2011 5,000,000 5,115,000.00 0.32 


24.04.2015 

3,777,274 3,845,265.25 0.24 


26.03.2018 

3,777,274 3,896,258.45 0.24 


20.01.2017 

481,733 672,902.66 0.04 


26.02.2016 

350,220 495,718.23 0.03 

EUR DZ BANK 6.25%/01-26.02.2016 86,712 126,778.79 0.01 

GBP EBRD 5.625%/98-07.12.2028 223,898 420,421.10 0.03 

CHF EDF 2.25%/10-29.09.2017 4,532,729 4,646,047.40 0.29 

CHF EDF 3.375%/08-18.12.2013 755,455 807,958.97 0.05 

EUR EDF 4.625%/10-26.04.2030 144,520 202,527.70 0.01 

EUR EIB (reg. -S-) S. 1510/0100 4.25%/09- 

15.04.2019 

300,751 453,031.69 0.03 

USD EIB 0%/96-06.11.2026 627,713 321,147.79 0.02 

CHF EIB 1.75%/10-21.04.2017 1,888,637 1,940,574.68 0.12 

CHF EIB 2%/09-24.04.2014 1,888,637 1,971,737.19 0.12 

CHF EIB 2%/10-24.08.2022 1,888,637 1,924,521.26 0.12 

USD EIB 3%/09-08.04.2014 209,238 217,765.77 0.01 

EUR EIB 3.125%/09-15.04.2014 481,733 675,472.71 0.04 

EUR EIB 3.5%/09-15.04.2016 481,733 688,708.45 0.04 

CHF EIB 3.5%/99-28.01.2014 14,772,920 16,132,028.44 1.01 

GBP EIB 4.75%/05-06.06.2012 111,949 182,910.93 0.01 

EUR EIB 5.625%/99-15.02.2028 963,467 1,679,268.97 0.10 



Description 

Quantity / 

Nominal 

Page 44 




CHF EKSPORTFINANS 2.875%/09-16.11.2016 1,888,637 2,052,514.20 0.13 


27.04.2020 

5,665,911 5,892,547.92 0.37 

CHF E.ON INTERNATIONAL FINANCE 3%/07- 

17.12.2010 

125,000 126,015.63 0.01 


11.02.2014 

944,319 1,003,810.65 0.06 


27.01.2014 

33,585 56,653.96 0.00 

EUR EUROFIMA 4%/09-27.10.2021 674,427 987,759.17 0.06 

USD EUROFIMA 5.25%/06-07.04.2016 209,238 237,635.14 0.01 


CHF EUROHYPO 4%/99-01.09.2014 12,593,433 13,893,704.46 0.87 


27.01.2015 

385,387 540,840.77 0.03 



06.04.2016 

289,040 415,807.97 0.03 




1,133,182 1,204,006.19 0.07 

CHF EXPORT DEVELOPMENT CANADA 2.25%/08- 

20.05.2011 

3,590,000 3,634,875.00 0.23 


24.04.2014 

69,746 73,031.50 0.00 


26.10.2012 

1,133,182 1,149,613.44 0.07 


21.03.2013 

481,733 651,314.26 0.04 

EUR FINLAND 1.75%/10-15.04.2016 481,733 641,226.83 0.04 

EUR FINLAND 3.375%/10-15.04.2020 1,059,813 1,511,059.37 0.09 

EUR FINLAND 3.875%/06-15.09.2017 481,733 714,537.43 0.04 

EUR FINLAND 4.375%/08-04.07.2019 300,751 462,337.81 0.03 

EUR FINLAND 5.375%/02-04.07.2013 1,503,753 2,237,079.61 0.14 

EUR FORTIS BANK 3.375%/09-19.05.2014 385,387 541,788.09 0.03 

EUR FRANCE BTAN 2.5%/10-15.01.2015 481,733 666,670.29 0.04 



EUR FRANCE OAT I/L 1.6%/04-25.07.2015 1,503,753 2,394,069.09 0.15 





EUR FRANCE OAT 3.5%/10-25.04.2020 337,213 481,736.11 0.03 

EUR FRANCE OAT 3.75%/06-25.04.2017 481,733 705,221.01 0.04 

EUR FRANCE OAT 4%/08-25.04.2018 578,080 859,295.35 0.05 

EUR FRANCE OAT 4.25%/03-25.04.2019 481,733 728,801.19 0.05 

CHF FRANCE TELECOM 2.75%/06-11.04.2012 2,266,365 2,330,955.98 0.14 


CHF GDF SUEZ 3.5%/08-19.12.2012 1,699,773 1,789,861.43 0.11 

USD GECC T. 827 3.5%/10-29.06.2015 69,746 71,347.78 0.00 

CHF GECC 2%/10-15.01.2015 742,234 749,656.75 0.05 

CHF GECC 2.625%/10-20.01.2016 1,510,910 1,556,048.15 0.10 

CHF GECC 2.75%/07-27.12.2013 755,455 786,315.19 0.05 

CHF GECC 3%/04-16.10.2015 377,727 396,236.08 0.02 

CHF GECC 3.125%/04-06.12.2019 3,777,274 3,864,151.62 0.24 

CHF GECC 3.375%/06-19.06.2018 1,510,910 1,575,123.39 0.10 

CHF GECC 4%/08-26.08.2013 3,399,547 3,639,214.93 0.23 

CHF GECC 4.5%/08-09.10.2018 1,322,046 1,487,301.76 0.09 



06.07.2015 

289,040 412,299.85 0.03 





30.11.2012 

1,888,637 1,922,632.62 0.12 


3%/06-16.06.2016 

3,021,819 3,082,255.84 0.19 


15.10.2014 

1,888,637 1,888,542.72 0.12 


16.07.2015 

736,568 756,824.12 0.05 

USD IADB T. 28 3%/09-22.04.2014 139,492 145,490.62 0.01 

USD IADB T. 35 3.875%/10-14.02.2020 139,492 150,437.52 0.01 

USD IBM 8.375%/89-01.11.2019 209,238 281,965.08 0.02 


10.09.2012 

337,213 456,594.62 0.03 


27.01.2012 

289,040 394,177.16 0.02 

CHF ILE DE FRANCE 2.5%/09-28.09.2015 1,888,637 2,016,120.16 0.13 



CHF ING BANK 2.125%/10-07.10.2016 3,777,274 3,767,831.12 0.23 

EUR ING BANK 5.25%/99-07.06.2019 144,520 212,088.66 0.01 


28.07.2015 

529,907 709,307.38 0.04 


15.07.2013 

481,733 653,241.80 0.04 


28.09.2017 

240,867 320,356.41 0.02 


& DEVELOPMENT 3.875%/09-20.05.2019 

782,484 1,153,011.08 0.07 


& DEVELOPMENT 9.25%/86-20.03.2016 

139,492 188,016.92 0.01 

EUR ITALY BTP I/l 2.1%/10-15.09.2021 1,052,627 1,394,979.33 0.09




Description 

Quantity / 

Nominal 



EUR ITALY BTP I/L 2.15%/04-15.09.2014 1,503,753 2,384,032.61 0.15 



JPY ITALY 4.5%/95-08.06.2015 500,000,000 6,614,779.63 0.42 



CHF JP MORGAN CHASE 2.75%/07-23.01.2014 1,133,182 1,175,110.04 0.07 



16.05.2012 

3,399,547 3,578,023.09 0.22 

EUR KFW S. 213 5.5%/98-22.01.2018 578,080 930,358.19 0.06 

USD KFW 1.375%/10-15.07.2013 69,746 69,188.45 0.00 

EUR KFW 2.25%/10-21.09.2017 385,387 512,261.85 0.03 

CHF KFW 2.75%/08-30.08.2011 5,000,000 5,100,000.00 0.32 

CHF KFW 2.875%/08-02.05.2014 1,888,637 2,029,340.62 0.13 

GBP KFW 3.75%/09-07.09.2016 111,949 184,875.67 0.01 

EUR KFW 3.875%/09-21.01.2019 289,040 425,021.59 0.03 

USD KFW 4%/10-27.01.2020 69,746 75,470.88 0.00 

USD KFW 4.375%/05-21.07.2015 209,238 230,787.16 0.01 

GBP KFW 5.75%/99-07.12.2011 96,276 156,503.02 0.01 


05.05.2015 

139,492 143,078.50 0.01 

CHF KOMMUNALBANKEN 2%/09-19.12.2014 1,888,637 1,966,071.28 0.12 

CHF KOMMUNALBANKEN 2.875%/09-09.05.2017 1,888,637 2,055,781.54 0.13 


14.02.2022 

3,777,274 3,488,312.82 0.22 


22.06.2026 

1,888,637 1,924,521.26 0.12 

CHF KOMMUNALKREDIT 2.75%/03-07.05.2013 1,888,637 1,994,400.84 0.12 


CHF KOMMUNEKREDIT 1.375%/10-21.01.2015 3,777,274 3,835,822.06 0.24 


04.12.2015 

3,399,547 3,620,517.43 0.22 


07.12.2016 

1,888,637 2,030,284.94 0.13 


01.10.2014 

3,777,274 3,747,056.11 0.23 


15.08.2017 

1,888,637 1,953,795.14 0.12 


5268 2.5%/09-07.12.2012 

111,949 175,982.61 0.01 


2.75%/07-13.03.2012 

3,021,819 3,086,788.57 0.19 


1013 2%/10-15.06.2015 

578,080 778,184.65 0.05 


5.25%/07-18.01.2012 

111,949 181,738.97 0.01 


1.5%/07-20.06.2014 

500,000,000 6,081,753.49 0.39 


1.75%/10-16.01.2017 

3,777,274 3,881,149.35 0.24 


3.25%/02-28.08.2012 

755,455 796,249.42 0.05 


15.07.2013 

69,746 69,045.36 0.00 


29.01.2014 

289,040 405,219.63 0.03 


12.01.2015 

139,492 139,657.91 0.01 

CHF LLOYDS TSB BANK 2.5%/10-23.03.2015 3,777,274 3,753,035.54 0.23 

CHF LVMH 3.625%/08-02.12.2011 3,399,547 3,510,032.15 0.22 

CHF MANITOBA 2.25%/09-05.05.2014 1,510,910 1,589,854.76 0.10 

CHF MCDONALD'S 3.25%/07-12.12.2012 1,888,637 1,993,456.52 0.12 


3.125%/06-27.06.2016 

2,644,092 2,693,007.72 0.17 

USD MICROSOFT 1.625%/10-25.09.2015 69,746 68,173.18 0.00 

CHF MORGAN STANLEY 2%/05-17.11.2011 1,133,182 1,136,581.84 0.07 

CHF MORGAN STANLEY 2.5%/05-17.11.2015 1,133,182 1,110,518.65 0.07 



04.10.2013 

289,040 383,965.08 0.02 


14.07.2017 

5,665,911 5,719,737.62 0.36 


23.01.2015 

337,213 463,610.85 0.03 


15.07.2016 

192,693 279,852.46 0.02 


08.12.2014 

44,780 76,652.66 0.00 

CHF NATIXIS 2.375%/03-19.12.2013 1,888,637 1,967,959.92 0.12 

EUR NATIXIS 7.75%/93-01.06.2019 218,707 393,659.29 0.02 


2.625%/08-22.09.2015 

944,319 1,007,587.92 0.06 


2.25%/09-13.05.2014 

5,665,911 5,940,708.17 0.37 


3.375%/10-01.02.2017 

289,040 408,201.53 0.03 


4.25%/08-21.11.2013 

192,693 276,823.15 0.02 


09.09.2015 

209,238 205,316.76 0.01 


S. 1171 2.375%/10-10.12.2013 

111,949 176,809.87 0.01 


1.75%/10-22.07.2016 

3,777,274 3,886,815.26 0.24 


2.5%/05-20.04.2015 

1,888,637 2,007,621.30 0.12 


3.125%/09-20.01.2012 

289,040 394,759.28 0.02 


24.04.2012 

3,777,274 3,824,490.24 0.24 



Description 

Quantity / 

Nominal 

Page 45 




05.08.2013 

4,910,457 5,097,053.95 0.32 


12.08.2014 

908,434 952,947.76 0.06 


29.05.2015 

2,644,092 2,781,584.80 0.17 


EUR NETHERLANDS 2.75%/09-15.01.2015 770,773 1,079,933.92 0.07 








CHF NEW BRUNSWICK 2.875%/09-04.03.2016 3,777,274 4,097,870.47 0.25 

CAD NEW BRUNSWICK 7.75%/94-13.01.2014 2,650,000 2,961,664.04 0.18 


22.02.2016 

3,021,819 3,085,277.66 0.19 




11.04.2018 

1,888,637 2,021,786.07 0.13 


15.07.2015 

139,492 142,669.66 0.01 


08.04.2014 

192,693 269,418.07 0.02 


21.12.2018 

147,784 259,565.22 0.02 


13.09.2013 

289,040 382,268.85 0.02 


02.05.2012 

1,888,637 1,961,349.69 0.12 


USD NRW.BANK 1.375%/10-26.08.2013 139,492 136,945.98 0.01 

EUR NRW.BANK 2.375%/10-04.06.2015 481,733 652,278.03 0.04 


02.12.2013 

1,888,637 1,991,567.88 0.12 

CHF OEKB 2.625%/06-22.11.2024 1,510,910 1,594,009.76 0.10 

CHF OEKB 2.75%/08-14.07.2014 1,888,637 2,011,398.57 0.12 

CHF OEKB 2.875%/05-25.02.2030 1,888,637 2,084,111.10 0.13 

CHF OEKB 3%/03-23.10.2015 1,888,637 2,050,115.63 0.13 

CHF OEKB 3%/07-05.12.2013 1,133,182 1,207,972.32 0.08 


6.125%/99-20.10.2014 

44,780 78,189.98 0.00 



30.01.2015 

566,591 615,034.69 0.04 



07.11.2016 

1,133,182 1,158,678.89 0.07 



18.02.2013 

1,888,637 1,949,073.54 0.12 



21.07.2017 

3,021,819 3,218,237.71 0.20 

USD PFIZER 5.35%/09-15.03.2015 69,746 78,434.93 0.00 


11.03.2013 

3,777,274 3,960,472.11 0.25 

CHF PHILIP MORRIS 4%/08-18.09.2012 3,399,547 3,593,321.05 0.22 

EUR POHJOLA BANK 3.125%/10-25.03.2015 385,387 524,598.07 0.03 


CHF PROVINCE OF ONTARIO 2.375%/10-07.05.2020 1,888,637 1,980,236.06 0.12 





CHF QUEBEC 2.25%/05-05.10.2015 729,014 761,819.57 0.05 

CHF QUEBEC 3.125%/09-11.12.2015 1,510,910 1,641,603.41 0.10 

CHF QUEBEC 3.875%/09-11.12.2018 755,455 871,794.91 0.05 


14.07.2025 

481,733 665,192.52 0.04 



12.04.2017 

170,000,000 2,096,424.46 0.13 

CHF RABOBANK 2%/10-16.09.2021 1,888,637 1,855,586.00 0.12 

CHF RABOBANK 2.125%/06-13.08.2012 3,021,819 3,098,875.84 0.19 

CHF RABOBANK 2.5%/09-19.02.2013 3,777,274 3,923,330.17 0.24 

EUR RABOBANK 3%/10-16.02.2015 385,387 528,710.15 0.03 

CAD RABOBANK 3.5%/09-02.07.2014 215,000 214,793.32 0.01 

CHF RABOBANK 4.25%/00-14.09.2012 3,777,274 4,032,240.33 0.25 

EUR RABOBANK 4.375%/09-05.05.2016 674,427 978,134.34 0.06 

EUR RABOBANK 4.375%/09-22.01.2014 192,693 275,020.77 0.02 


3.375%/08-21.03.2016 

3,777,274 4,209,772.22 0.26 


01.12.2021 

291,068 525,755.60 0.03 

CHF ROCHE HOLDINGS 2.5%/09-23.03.2012 3,777,274 3,869,817.53 0.24 


CHF ROYAL BANK OF CANADA FRN 07-13.11.2012 1,888,637 1,891,470.11 0.12 


2.25%/09-09.10.2012 

1,510,910 1,526,774.28 0.09 


09.12.2011 

104,619 104,866.09 0.01 


08.10.2015 

1,888,637 1,877,564.07 0.12 


08.09.2015 

192,693 256,773.44 0.02




Description 

Quantity / 

Nominal 




USD SFEF (reg. -S-) 2.125%/09-30.01.2012 139,492 139,052.84 0.01 

USD SFEF (reg. -S-) 3.375%/09-05.05.2014 69,746 73,167.77 0.00 

EUR SFEF 3%/09-07.04.2014 385,387 537,139.91 0.03 

EUR SFEF 3.125%/09-30.06.2014 481,733 675,344.20 0.04 


5.625%/06-16.03.2016 

90,670 102,346.30 0.01 

CHF SNCF 2.625%/06-13.12.2021 1,133,182 1,219,304.15 0.08 

CHF SNCF 2.75%/09-11.06.2018 1,133,182 1,230,635.97 0.08 

EUR SNS BANK 3.625%/10-10.03.2017 289,040 402,315.22 0.03 

CHF SOCIETE GENERALE 1.875%/10-20.10.2014 3,777,274 3,826,631.95 0.24 




3,800,000 2,688,424.54 0.17 

CHF SPI AUSTRALIA ASSETS 2.25%/10-09.08.2016 1,888,637 1,903,746.25 0.12 


2.375%/10-08.09.2015 

1,888,637 1,929,715.01 0.12 

CHF STADSHYPOTEK 2%/10-01.12.2016 1,888,637 1,939,630.36 0.12 

CHF STATNETT 3%/08-21.11.2011 2,313,581 2,373,039.53 0.15 

CHF SWEDBANK MORTGAGE 1.25%/10-22.04.2013 3,278,674 3,329,493.55 0.21 


05.10.2016 

192,693 270,600.29 0.02 

USD SWEDEN 1.75%/10-07.05.2013 69,746 69,897.10 0.00 

EUR SWEDEN 3.125%/09-07.05.2014 481,733 679,713.29 0.04 

GBP SWEDEN 9.75%/85-15.09.2014 324,652 640,245.06 0.04 


2.75%/07-14.06.2013 

755,455 795,116.24 0.05 


09.02.2017 

1,888,637 2,019,897.44 0.13 


28.12.2015 

3,777,274 4,030,351.69 0.25 


15.07.2013 

3,399,547 3,651,113.35 0.23 



24.06.2011 

67,169 107,409.54 0.01 

CHF TOTAL CAPITAL 1.625%/05-12.07.2011 5,000,000 5,044,000.00 0.31 


12.08.2013 

139,492 137,522.44 0.01 



06.08.2012 

944,319 990,590.19 0.06 

CHF TOYOTA MOTOR CREDIT 4%/09-03.02.2012 1,888,637 1,965,315.82 0.12 


15.07.2015 

192,693 263,841.07 0.02 


ITL UBS FINANCE 0%/97-29.01.2027 963,466,691 290,911.10 0.02 


23.10.2018 

3,758,388 3,758,387.94 0.23 

EUR UBS LONDON 3%/09-06.10.2014 578,080 794,838.56 0.05 

EUR UBS LONDON 3.875%/09-02.12.2019 289,040 411,104.78 0.03 

CHF UNILEVER 3.625%/08-02.12.2011 755,455 781,140.33 0.05 

GBP UNILEVER 4.75%/09-16.06.2017 33,585 57,577.39 0.00 



GBP UNITED KINGDOM 4%/06-07.09.2016 783,643 1,335,759.71 0.08 












USD US I/L S. C-2012 3%/02-15.07.2012 798,689 1,004,649.44 0.06 

USD US I/L 1.25%/10-15.07.2020 931,804 957,939.37 0.06 

USD US I/L 1.375%/08-15.01.2020 1,597,378 1,676,552.25 0.10 

USD US I/L 1.375%/08-15.07.2018 532,459 563,708.66 0.04 

USD US I/L 1.625%/05-15.01.2015 798,689 952,691.52 0.06 

USD US I/L 1.625%/08-15.01.2018 665,574 735,026.15 0.05 

USD US I/L 1.875%/03-15.07.2013 798,689 984,523.99 0.06 

USD US I/L 1.875%/05-15.07.2015 798,689 952,177.51 0.06 

USD US I/L 2%/04-15.01.2014 798,689 988,248.98 0.06 

USD US I/L 2%/04-15.07.2014 798,689 976,628.75 0.06 

USD US I/L 2%/06-15.01.2016 798,689 941,311.73 0.06 

USD US I/L 2%/07-15.04.2012 266,230 289,237.84 0.02 

USD US I/L 2.125%/09-15.01.2019 798,689 893,400.18 0.06 

USD US I/L 2.375%/06-15.04.2011 532,459 578,366.50 0.04 

USD US I/L 2.375%/07-15.01.2017 931,804 1,110,826.30 0.07 

USD US I/L 2.5%/06-15.07.2016 931,804 1,115,235.42 0.07 

USD US I/L 2.625%/07-15.07.2017 665,574 789,966.90 0.05 

USD US I/L 3.5%/01-15.01.2011 532,459 657,423.60 0.04 

USD US S. F-2019 3.375%/09-15.11.2019 1,115,933 1,174,547.87 0.07 

USD US S. N-2014 2.625%/09-30.06.2014 1,673,900 1,741,124.54 0.11 

USD US S. Q-2016 3.125%/09-31.10.2016 1,673,900 1,775,108.92 0.11 

USD US S. T-2011 1.125%/08-15.12.2011 348,729 343,969.41 0.02 

USD US S. W-2012 1.375%/09-15.03.2012 976,442 968,703.88 0.06 

USD US 4.5%/08-15.05.2038 139,492 156,698.65 0.01 

USD US 5.25%/98-15.11.2028 278,983 344,315.43 0.02 

USD US 6.25%/00-15.05.2030 299,907 414,500.84 0.03 



Description 

Quantity / 

Nominal 

Page 46 



USD US 7.5%/86-15.11.2016 1,115,933 1,459,880.38 0.09 

USD US 7.875%/91-15.02.2021 557,967 807,789.12 0.05 

CHF VATTENFALL 3.375%/08-27.02.2015 1,888,637 2,026,507.67 0.13 

CHF VORARLBERGER LHB 1.5%/10-23.05.2014 1,888,637 1,922,160.46 0.12 



CHF VP BANK 2.5%/10-27.05.2016 4,532,729 4,555,392.82 0.28 

CHF VTB CAPITAL 4%/10-16.08.2013 3,777,274 3,826,378.88 0.24 

CHF WESTPAC BANKING 2.5%/10-16.02.2017 1,888,637 1,948,418.19 0.12 


CHF WORLDBANK 0%/85-21.10.2015 6,260,832 5,905,529.94 0.37 

USD WORLDBANK 3.5%/08-08.10.2013 139,492 147,044.19 0.01 

USD WORLDBANK 7.625%/93-19.01.2023 209,238 296,364.23 0.02 

USD WORLDBANK 8.625%/86-15.10.2016 69,746 92,562.14 0.01 


18.07.2012 

1,888,637 1,987,318.45 0.12 


30.09.2013 

69,746 71,212.18 0.00 

Bonds 


690,259,733.06 42.90 

Bonds 690,259,733.06 42.90 









INCOME FUND 

13,900 13,481.62 0.00 






10,025 9,375,304.88 0.58 



5,392 5,553,820.85 0.35 



1,889 1,916,437.89 0.12 



6,363 6,771,057.01 0.42 



11,436 16,920,666.82 1.05 



7,840 8,091,839.76 0.50 

EUR CS ETF (Lux) on MSCI EMU LARGE CAP 60 6,759.05 0.00 


1C- 

715,794 27,657,376.47 1.72 




77,236,015.14 4.80 




EUR BGP HOLDINGS (reg. shares) 1,665,640 0.00 0.00 



0.00 0.00 


Total of Portfolio 1,579,346,663.67 98.15 

Cash at banks 24,682,063.82 1.53 

Due to banks -1,096,638.19 -0.07 


Total net assets 1,609,146,628.30 100.00


Credit Suisse Portfolio Fund (Lux) Balanced (US$) 





USD 

672327 LU0078041133 1.50% 1.66% 




2009 

Page 47 

2008 2007 


USD 

4.92% 

/ 

20.18% 

-22.98% 8.11% 

Notes 


As of 30.09.2010 the subfund participated in the "Securities Lending" - system for a global market value of USD 21,492,318.82. 



Valuation 

(in USD) 


5 149,851.19 -3,724.36 


0 2,669.11 33.96 


2 112,706.08 -334.49 


0 130,406.01 234.73 


0 8,499.05 33.75 


0 2,911.95 -64.38 


0 27,352.33 460.00 


0 136,761.65 2,390.82 


1 62,687.71 -929.23 


0 32,021.25 483.59 


FUTURES -500- 01/11 

USD 

10 2,690,000.00 223,102.85 


2 15,412,859.32 -1,512.98 


220,174.26 



Maturity 

Valuation 

(in USD) 

USD 474,622 CAD -490,000 17.12.2010 

-2,073.25 

CHF 1,500,000 USD -1,499,850 17.12.2010 

35,891.99 

USD 2,913,975 EUR -2,250,000 17.12.2010 

-154,293.01 

GBP 650,000 USD -1,006,590 17.12.2010 

16,783.65 


-103,690.62



Statement of Net Assets in USD and Fund Evolution 

Assets 




Income receivable 616,721.50 


Liabilities 

108,782,120.88 

Due to banks 112,106.96 



Other liabilities 103,690.62 

Net assets 


USD 

30.09.2010 

370,638.04 

108,411,482.84 


108,411,482.84 100,941,571.28 91,287,020.70 



USD 

217.91 210.89 

161.13 


of the period 


of the period 


issued 

Page 48 


redeemed 


USD 

497,504.869 478,654.913 125,316.123 106,466.167 




Statement of Operations / Changes in Net Assets in USD 

Page 49 


Income 

Interest on investments in securities (net) 678,443.99 

Dividends (net) 662,970.35 



Expenses 

1,372,197.81 

Management fee 705,757.39 







801,288.55 

Net income (loss) 570,909.26 




Net realised gain (loss) on forward foreign exchange contracts 552,400.64 


5,478,281.73 





Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts -386,991.65 

-2,892,181.62 




01.04.2010 to 

30.09.2010 


Redemptions -22,031,411.40 

4,312,902.19 








USA 

Japan 


France 

Germany 


Canada 


Netherlands 

Australia 

Switzerland 

Hong Kong 

Brazil 

South Korea 

PR China 

Taiwan 

Spain 

India 

Italy 

Singapore 

South Africa 

Finland 

Russia 

Mexico 

Denmark 

Norway 

Ireland 

Sweden 

Malaysia 

New Zealand 

Belgium 


Indonesia 

Bermuda 

Turkey 

Thailand 

Poland 

Jersey 

Chile 

Austria 

Panama 


Portugal 

Colombia 

Israel 

Argentina 


Hungary 

Peru 

Greece 

Philippines 

Isle of Man 

Cyprus 

Mauritius 

Guernsey 

Undefined 



32.72 

7.06 

7.05 

6.14 

5.79 

4.79 

4.70 

3.94 

2.83 

2.52 

2.15 

1.85 

1.48 

1.20 

0.99 

0.95 

0.94 

0.83 

0.81 

0.67 

0.67 

0.50 

0.50 

0.43 

0.42 

0.28 

0.27 

0.26 

0.25 

0.24 

0.23 

0.22 

0.20 

0.16 

0.16 

0.15 

0.12 

0.12 

0.11 

0.11 

0.09 

0.08 

0.08 

0.07 

0.06 

0.06 

0.05 

0.05 

0.04 

0.04 

0.03 

0.02 

0.01 

0.01 

0.01 

0.00 

Liechtenstein 

Total 




Petroleum 



Real estate 






Vehicles 



Chemicals 






















Biotechnology 










Total 

Page 50 

0.00 

95.51 

19.91 

15.47 

5.34 

5.33 

4.53 

4.28 

4.13 

3.34 

3.08 

2.73 

2.70 

2.57 

2.19 

1.63 

1.37 

1.35 

1.30 

1.30 

1.29 

1.21 

1.16 

0.90 

0.89 

0.87 

0.76 

0.60 

0.53 

0.52 

0.51 

0.50 

0.47 

0.47 

0.40 

0.35 

0.34 

0.27 

0.20 

0.17 

0.13 

0.11 

0.11 

0.06 

0.04 

0.04 

0.03 

0.03 

95.51






Description 

Quantity / 

Nominal 


(in USD) assets 



GBP A & J MUCKLOW GROUP 189 835.57 0.00 



JPY ABC-MART 76 2,337.27 0.00 


EUR ABERTIS INFRAESTRUCTURAS 697 13,006.71 0.01 

ZAR ABSA GROUP 893 17,153.73 0.02 

USD ACADIA REALTY TRUST 266 5,057.11 0.00 

USD ACCENTURE -A- 438 18,617.06 0.02 

EUR ACCIONA 63 5,288.23 0.00 

EUR ACCOR 318 11,638.47 0.01 

USD ACE 238 13,887.17 0.01 

TWD ACER 7,458 18,955.16 0.02 

EUR ACERINOX (reg. shares) 216 3,852.25 0.00 

JPY ACOM 129 1,952.66 0.00 


EUR ACTIVIDADES DE CONSTRUCCION Y SERVICIOS 322 16,084.28 0.01 

USD ACTIVISION BLIZZARD 392 4,241.90 0.00 


EUR ADIDAS 483 29,913.46 0.03 

GBP ADMIRAL GROUP 496 13,029.29 0.01 

USD ADOBE SYSTEMS 391 10,227.34 0.01 


USD ADVANCED MICRO DEVICES 349 2,480.44 0.00 


JPY ADVANTEST 401 7,964.89 0.01 

EUR AEGON 3,591 21,547.54 0.02 

JPY AEON 1,578 16,926.86 0.02 


JPY AEON MALL 953 23,153.09 0.02 


USD AES 459 5,207.38 0.00 

USD AETNA 280 8,850.10 0.01 

EUR AFFINE 24 569.82 0.00 

USD AFLAC 322 16,628.51 0.02 


USD AGCO 59 2,310.08 0.00 

EUR AGEAS 5,072 14,541.53 0.01 

GBP AGGREKO 644 15,922.11 0.01 


USD AGILENT TECHNOLOGIES 252 8,423.64 0.01 

AUD AGL ENERGY 1,104 17,284.55 0.02 

CAD AGNICO EAGLE MINES 463 33,022.67 0.03 


CAD AGRIUM 436 32,834.60 0.03 

EUR AIR FRANCE - KLM 276 4,235.49 0.00 


JPY AIR WATER 345 4,100.76 0.00 

USD AIRGAS 45 3,030.34 0.00 

JPY AISIN SEIKI 501 15,608.50 0.01 

JPY AJINOMOTO 1,727 16,886.68 0.02 


TRY AKBANK 5,846 35,766.96 0.03 

EUR AKZO NOBEL 531 32,792.33 0.03 


USD ALCOA 728 8,810.89 0.01 


USD ALEXANDRIA REAL ESTATE EQUITIES 343 24,012.34 0.02 

MXN ALFA -A- 2,198 17,057.13 0.02 



CAD ALIMENTATION COUCHE-TARD -B- 337 7,551.73 0.01 





USD ALLERGAN 213 14,170.31 0.01 







260 5,758.49 0.01 


USD ALLSTATE 351 11,068.20 0.01 

EUR ALPHA BANK 1,089 6,836.06 0.01 


EUR ALSTOM 480 24,545.79 0.02 

EUR ALSTRIA OFFICE REIT AG 206 2,871.36 0.00 

USD ALTERA 234 7,043.80 0.01 


AUD ALUMINA 5,952 10,431.58 0.01 


JPY AMADA 932 6,384.28 0.01 

USD AMAZON.COM 248 38,912.63 0.04 



Description 

Quantity / 

Nominal 

Page 51 





shares) 

424 51,267.92 0.05 

AUD AMCOR 2,981 18,790.47 0.02 

GBP AMEC 823 12,784.55 0.01 

USD AMEREN 194 5,497.69 0.01 


USD AMERICAN CAMPUS COMMUNITIES 463 14,100.72 0.01 



USD AMERICAN EXPRESS 753 31,657.65 0.03 


USD AMERICAN TOWER 278 14,270.61 0.01 




USD AMETEK 64 3,043.40 0.00 

USD AMGEN 2,314 127,508.22 0.12 



AUD AMP 5,095 25,209.85 0.02 

USD AMPHENOL -A- 122 5,960.36 0.01 



USD ANALOG DEVICES 216 6,764.93 0.01 



ZAR ANGLOGOLD ASHANTI (reg. shares) 951 44,073.65 0.04 



USD ANNALY CAPITAL MANAGEMENT 402 7,068.54 0.01 

GBP ANTOFAGASTA 969 18,878.96 0.02 

USD AON 166 6,475.67 0.01 


USD APACHE 1,182 115,507.67 0.11 

USD APARTMENT INVESTMENT & MANAGEMENT -A- 799 17,077.45 0.02 


USD APPLE 1,283 364,045.72 0.35 

USD APPLIED MATERIALS 919 10,730.14 0.01 

CAD ARC ENERGY TRUST 368 7,370.47 0.01 


ZAR ARCELORMITTAL SOUTH AFRICA 536 6,322.88 0.01 

USD ARCH CAPITAL GROUP 942 78,939.74 0.07 

USD ARCH COAL 116 3,107.10 0.00 

USD ARCHER-DANIELS MIDLAND 446 14,244.75 0.01 




CAD ARTIS REAL ESTATE INVESTMENT TRUST 446 6,014.46 0.01 

CHF ARYZTA 224 9,877.83 0.01 





AUD ASCIANO 7,135 11,398.96 0.01 

USD ASHFORD HOSPITALITY TRUST 339 3,071.70 0.00 


JPY ASICS CORP 414 4,221.46 0.00 

HKD ASM PACIFIC TECHNOLOGY 487 4,340.86 0.00 

EUR ASML HOLDING 962 28,785.43 0.03 


PLN ASSECO POLAND 511 9,222.56 0.01 


GBP ASSOCIATED BRITISH FOODS 877 14,495.92 0.01 

USD ASSOCIATED ESTATES REALTY 224 3,133.99 0.00 

USD ASSURANT 640 26,058.55 0.02 




AUD ASX 437 13,796.81 0.01 

CAD ATHABASCA OIL SANDS 514 5,184.23 0.00 

EUR ATLANTIA 824 17,096.23 0.02 


USD AT&T 4,108 117,483.56 0.11 




USD AUTODESK 186 5,938.93 0.01 

EUR AUTOGRILL 252 3,168.21 0.00 

USD AUTOMATIC DATA PROCESSING 358 15,053.92 0.01 


GBP AUTONOMY CORPORATION 535 15,297.91 0.01 

USD AUTOZONE 20 4,495.78 0.00 

USD AVALONBAY COMMUNITIES 642 66,679.55 0.06 


GBP AVIVA 6,814 42,832.15 0.04 

USD AVNET 103 2,789.17 0.00 

USD AVON PRODUCTS 324 10,390.45 0.01




Description 

Quantity / 

Nominal 



EUR AXA 3,920 68,635.26 0.06 




PHP AYALA LAND 33,819 13,563.14 0.01 

EUR A2A 2,386 3,664.15 0.00 

GBP BABCOCK INTERNATIONAL GROUP 862 7,739.59 0.01 

EUR BABIS VOVOS (reg. shares) 169 553.61 0.00 



USD BAJAJ FINSERV GDR 998 11,863.34 0.01 

USD BAKER HUGHES 284 12,114.50 0.01 


USD BALL 79 4,658.31 0.00 






shares) 

8,512 115,095.19 0.11 




EUR BANCO DE VALENCIA (reg. shares) 455 2,594.74 0.00 






EUR BANCO SANTANDER (reg. shares) 19,503 248,074.34 0.24 


USD BANCOLOMBIA ADR 492 32,304.72 0.03 









JPY BANK OF KYOTO 863 6,996.50 0.01 


USD BANK OF NEW YORK MELLON 856 22,360.06 0.02 



EUR BANK OF PIRAEUS 728 3,608.78 0.00 


PLN BANK POLSKA KASA OPIEKI GRUPA PEKAO 409 24,141.58 0.02 


EUR BANKINTER (reg. shares) 761 5,297.03 0.00 

GBP BARCLAYS 27,857 131,514.17 0.12 


EUR BASF (reg. shares) 2,343 147,973.71 0.15 

USD BAXTER INTERNATIONAL 406 19,378.95 0.02 


USD BB&T 501 12,069.36 0.01 


CAD BCE 697 22,754.98 0.02 




EUR BEFIMMO 132 11,157.39 0.01 

EUR BEIERSDORF 237 14,499.17 0.01 


EUR BELGACOM 352 13,747.82 0.01 

AUD BENDIGO AND ADELAIDE BANK 879 7,790.26 0.01 




USD BERKSHIRE HATHAWAY -B- 573 47,358.22 0.04 

USD BEST BUY 2,712 110,741.11 0.10 

GBP BG GROUP 8,237 145,186.81 0.14 





AUD BILLABONG 528 4,070.83 0.00 


USD BIOMED REALTY TRUST 780 13,980.95 0.01 


USD BLACKROCK 29 4,958.97 0.00 





7,435 62,100.98 0.06 

EUR BMW 979 68,775.37 0.06 


EUR BNP PARIBAS 2,417 172,145.75 0.17 



Description 

Quantity / 

Nominal 

Page 52 




TRUST 

333 15,270.26 0.01 


USD BOEING 1,243 82,709.06 0.08 



AUD BORAL 1,838 8,205.10 0.01 




EUR BOUYGUES 752 32,308.97 0.03 

GBP BP 45,785 308,650.43 0.29 

BRL BRADESPAR (pref. shares) 620 14,832.79 0.01 

AUD BRAMBLES 3,491 21,192.46 0.02 

USD BRANDYWINE REALTY TRUST 904 11,075.90 0.01 



USD BRE PROPERTIES -A- 431 17,872.52 0.02 




shares) 

393 2,538.25 0.00 







USD BROADCOM -A- 329 11,657.82 0.01 



JPY BROTHER INDUSTRIES 625 7,714.17 0.01 


GBP BT GROUP 18,780 41,430.42 0.04 



USD BUNGE 99 5,831.18 0.01 


GBP BUNZL 783 9,362.28 0.01 




D'AERONEFS 

106 7,431.31 0.01 


USD CA 299 6,314.38 0.01 




CAD CAE 694 7,181.10 0.01 

EUR CA-IMMOBILIEN ANLAGEN 690 9,842.93 0.01 


CAD CALLOWAY REAL ESTATE INVESTMENT TRUST 631 14,863.58 0.01 

USD CALPINE 250 3,108.82 0.00 

AUD CALTEX AUSTRALIA 370 4,300.62 0.00 

USD CAMDEN PROPERTY TRUST 459 21,994.30 0.02 

CAD CAMECO 1,090 30,387.47 0.03 





457 7,572.63 0.01 




CAD CANADIAN OIL SANDS TRUST 661 16,404.19 0.02 

CAD CANADIAN PACIFIC RAILWAY 468 28,676.25 0.03 

CAD CANADIAN REAL ESTATE INVESTMENT TRUST 461 14,037.50 0.01 



JPY CANON 2,934 136,780.13 0.13 


EUR CAP GEMINI 334 16,754.83 0.02 




USD CAPITAL ONE FINANCIAL 323 12,758.97 0.01 





USD CAPLEASE 403 2,252.54 0.00 

USD CARDINAL HEALTH 238 7,855.74 0.01 


USD CARMAX 136 3,784.85 0.00 

GBP CARNIVAL 425 16,753.15 0.02 


EUR CARREFOUR 1,366 73,500.34 0.07 

EUR CASINO GUICHARD PERRACHON 126 11,576.43 0.01 

JPY CASIO COMPUTER 684 5,066.50 0.00 

SEK CASTELLUM 1,332 17,736.32 0.02




Description 

Quantity / 

Nominal 




USD CATERPILLAR 432 34,012.17 0.03 



USD CBL & ASSOCIATES PROPERTIES 934 12,191.83 0.01 

USD CBS -B- 421 6,683.75 0.01 


USD CEDAR SHOPPING CENTERS 434 2,636.36 0.00 

USD CELANESE -A- 131 4,191.67 0.00 

EUR CELESIO 166 3,623.16 0.00 

USD CELGENE 314 18,075.58 0.02 



USD CENTERPOINT ENERGY 309 4,857.70 0.00 


shares) -B- 

340 5,093.01 0.00 


GBP CENTRICA 12,529 63,869.10 0.06 


USD CEPHALON 51 3,202.45 0.00 

USD CERNER 52 4,357.76 0.00 

CZK CESKE ENERGETICKE ZAVODY 695 31,226.11 0.03 


shares) -B- 

676 10,094.15 0.01 



CAD CGI (v) -A- 702 10,606.90 0.01 





INTERNATIONAL 

32 1,055.98 0.00 

USD CHARLES SCHWAB 768 10,681.53 0.01 





845 7,402.45 0.01 




USD CHESAPEAKE ENERGY 480 10,869.36 0.01 



USD CHEVRON 3,672 297,619.02 0.28 

JPY CHIBA BANK 1,830 10,669.82 0.01 



























JPY CHIYODA 414 3,388.08 0.00 


EUR CHRISTIAN DIOR 146 19,175.08 0.02 

USD CHUBB 222 12,645.12 0.01 


JPY CHUGAI PHARMACEUTICAL 556 10,209.47 0.01 

JPY CHUGOKU BANK 483 5,874.17 0.01 

JPY CHUGOKU ELECTRIC POWER 767 15,114.67 0.01 




CAD CI FINANCIAL 441 8,918.83 0.01 



USD CIA DE MINAS BUENAVENTURA ADR 471 21,299.06 0.02 


shares) 

1,304 21,135.03 0.02 


BRL CIA SOUZA CRUZ INDUSTRIA E COMERCIO 679 33,910.62 0.03 



Description 

Quantity / 

Nominal 

Page 53 



CHF CIE FINANCIERE RICHEMONT -A- 736 35,664.91 0.03 

EUR CIE GENERALE DE GEOPHYSIQUE VERITAS 311 6,830.50 0.01 


BRL CIELO 763 6,630.41 0.01 

USD CIGNA 184 6,592.58 0.01 



EUR CIMENTOS DE PORTUGAL (reg. shares) 547 3,524.30 0.00 


USD CINTAS 82 2,264.08 0.00 


USD CIT GROUP 146 5,954.30 0.01 


USD CITIGROUP 35,012 136,546.50 0.13 

JPY CITIZEN HOLDINGS 629 3,769.30 0.00 






USD CLOROX 88 5,905.58 0.01 




USD CME GROUP -A- 48 12,450.82 0.01 

HKD CNOOC 53,001 102,681.14 0.09 

EUR CNP ASSURANCES 318 5,917.73 0.01 

USD COACH 223 9,561.63 0.01 

GBP COBHAM 2,879 10,478.27 0.01 

USD COCA-COLA 1,459 85,369.52 0.08 


USD COCA-COLA ENTERPRISES 219 6,786.02 0.01 


EUR COCA-COLA HELLENIC BOTTLING 420 11,112.40 0.01 


AUD COCHLEAR 139 9,436.51 0.01 


USD COGDELL SPENCER 330 2,088.35 0.00 

USD COGNIZANT TECHNOLOGY SOLUTIONS 776 50,036.19 0.05 

USD COLGATE-PALMOLIVE 344 26,466.89 0.02 


USD COLONIAL PROPERTIES TRUST 469 7,592.07 0.01 

USD COMCAST -A- 1,476 26,684.78 0.02 

USD COMCAST -A- (special) 485 8,254.04 0.01 

USD COMERICA 104 3,869.47 0.00 


CAD COMINAR REAL ESTATE INVESTMENT TRUST 439 9,283.04 0.01 


USD COMMONWEALTH 486 12,438.02 0.01 








USD CONAGRA FOODS 323 7,095.52 0.01 

USD CONOCOPHILLIPS 977 56,113.10 0.05 





NZD CONTACT ENERGY 821 3,417.62 0.00 


EUR CONWERT IMMOBILIEN INVEST 679 9,796.49 0.01 


EUR CORIO 843 57,691.80 0.05 

USD CORNING 1,052 19,236.16 0.02 

USD CORPORATE OFFICE PROPERTIES TRUST 405 15,117.99 0.01 

USD CORRECTIONS CORPORATION OF AMERICA 750 18,498.52 0.02 

SGD COSCO 2,336 3,143.63 0.00 


JPY COSMO OIL 1,347 3,514.58 0.00 

USD COSTCO WHOLESALE 306 19,745.04 0.02 


USD COUSINS PROPERTIES 718 5,125.58 0.00 

USD COVANCE 35 1,634.17 0.00 


USD COVIDIEN 1,941 78,021.93 0.07 

USD CR BARD 65 5,297.96 0.00 

USD CREDICORP 211 24,084.01 0.02 


JPY CREDIT SAISON 390 5,213.08 0.00 

USD CREE 60 3,249.77 0.00 

CAD CRESCENT POINT ENERGY CORP 553 20,445.02 0.02 

EUR CRH 1,910 31,392.15 0.03 


CAD CROMBIE 233 2,912.99 0.00




Description 

Quantity / 

Nominal 



AUD CROWN 1,215 9,869.15 0.01 




AUD CSL 1,420 45,441.88 0.04 

AUD CSR 3,817 6,652.30 0.01 

USD CSX 273 15,109.31 0.01 

USD CUMMINS 141 12,753.89 0.01 



GBP DAEJAN 29 1,181.71 0.00 


KRW DAEWOO INTERNATIONAL 347 12,226.96 0.01 

KRW DAEWOO SECURITIES 643 14,190.29 0.01 


ENGINEERING 

540 12,906.52 0.01 


JPY DAIBIRU 465 3,443.27 0.00 

JPY DAICEL CHEMICAL INDUSTRIES 725 4,878.74 0.00 

JPY DAIDO STEEL 656 3,188.83 0.00 

JPY DAIHATSU MOTOR 518 6,926.22 0.01 



JPY DAIKIN INDUSTRIES 615 23,104.78 0.02 


JPY DAINIPPON SUMITOMO PHARMA CO. 449 3,756.41 0.00 




USD DANAHER 382 15,527.17 0.01 

EUR DANONE 1,331 79,752.46 0.07 


EUR DASSAULT SYSTEMES 136 10,055.34 0.01 



39,725 16,579.25 0.02 

USD DAVITA 83 5,707.73 0.01 



USD DEAN FOODS 125 1,279.19 0.00 

USD DEERE & CO 303 21,155.20 0.02 

EUR DELHAIZE GROUP 233 16,902.55 0.02 

USD DELL 1,231 15,947.40 0.01 



EUR DELTA LLOYD 170 3,181.18 0.00 

JPY DENA 214 6,738.05 0.01 

USD DENBURY RESOURCES 237 3,767.16 0.00 


JPY DENSO 1,257 37,241.64 0.03 


JPY DENTSU 414 9,593.78 0.01 

GBP DERWENT LONDON 794 18,825.67 0.02 



EUR DEUTSCHE BOERSE (reg. shares) 448 29,915.07 0.03 

EUR DEUTSCHE EUROSHOP 339 12,047.87 0.01 



EUR DEUTSCHE POSTBANK 189 6,426.56 0.01 


EUR DEUTSCHE WOHNEN (reg. shares) 650 7,739.07 0.01 


GBP DEVELOPMENT SECURITIES 888 3,222.39 0.00 

USD DEVON ENERGY 288 18,643.56 0.02 

USD DEVRY 37 1,801.02 0.00 

EUR DEXIA 1,187 5,235.95 0.00 


GBP DIAGEO 6,100 105,344.87 0.10 



EUR DIC ASSET 220 2,195.97 0.00 



USD DIGITAL REALTY 593 36,575.08 0.03 

USD DIRECTV 624 25,982.27 0.02 

USD DISCOVER FINANCIAL SERVICES (when issued) 370 6,172.68 0.01 





USD DOMINION RESOURCES 416 18,183.17 0.02 


CONSTRUCTION 

191 14,254.69 0.01 

USD DOUGLAS EMMETT 622 10,893.99 0.01 

USD DOVER 138 7,199.34 0.01 


JPY DOWA HOLDINGS 658 3,913.84 0.00 

USD DR HORTON 205 2,274.17 0.00 




Description 

Quantity / 

Nominal 

Page 54 



USD DTE ENERGY 128 5,863.93 0.01 


USD DUKE ENERGY HOLDING 922 16,322.53 0.02 




Series -A- 

281 7,691.50 0.01 

USD DUPONT FABROS TECHNOLOGY 402 10,112.28 0.01 

JPY EAST JAPAN RAILWAY 881 53,127.93 0.05 



USD EATON 1,360 112,150.51 0.10 


USD EBAY 3,373 82,294.98 0.08 

EUR EBRO FOODS 128 2,566.49 0.00 

USD ECOLAB 169 8,550.16 0.01 


EUR EDENRED 318 6,313.50 0.01 

EUR EDF 598 25,818.89 0.02 

USD EDISON INTERNATIONAL 221 7,585.64 0.01 

EUR EDP RENOVAVEIS 432 2,445.14 0.00 


USD EDUCATION REALTY TRUST 372 2,661.04 0.00 


EUR EFG EUROBANK ERGASIAS (reg. shares) 666 4,018.23 0.00 

EUR EIFFAGE 89 4,226.89 0.00 

JPY EISAI 653 22,805.94 0.02 

USD EL PASO 478 5,920.25 0.01 

EUR ELAN 1,034 5,827.27 0.01 




USD ELECTRONIC ARTS 270 4,428.72 0.00 

USD ELI LILLY & CO 722 26,373.91 0.02 

EUR ELISA -A- 288 6,619.42 0.01 

JPY ELPIDA MEMORY 452 5,198.70 0.00 


AERONAUTICA 

3,959 27,595.02 0.03 

USD EMC 1,398 28,392.66 0.03 

USD EMERSON ELECTRIC 515 27,105.02 0.03 

CAD EMPIRE (nv) -A- 74 3,992.28 0.00 


(CHILE) ADR 

555 29,966.10 0.03 

EUR ENAGAS 387 7,853.21 0.01 

CAD ENBRIDGE 996 52,325.71 0.05 

CAD ENCANA 2,051 62,158.65 0.06 

EUR ENEL 18,507 98,788.07 0.09 

USD ENERGEN 51 2,349.10 0.00 



CAD ENERPLUS RESSOURCES FUND 495 12,799.49 0.01 


EUR ENI 5,909 127,693.16 0.12 

CAD ENSIGN ENERGY SERVICES 384 4,722.67 0.00 

USD ENTERGY 138 10,568.66 0.01 

USD ENTERTAINMENT PROPERTIES 316 13,662.23 0.01 



USD EQT CORP 79 2,848.57 0.00 

USD EQUIFAX 73 2,262.30 0.00 


USD EQUITY ONE 309 5,219.35 0.00 


EUR ERAMET 12 3,416.27 0.00 



3,947 14,052.35 0.01 

EUR ERSTE GROUP BANK 581 23,287.96 0.02 



EUR ESSILOR INTERNATIONAL 465 32,021.59 0.03 



GBP EURASIAN NATURAL RESOURCES 612 8,851.60 0.01 

EUR EURAZEO 64 4,314.76 0.00 



138 1,127.03 0.00 

EUR EUROCOMMERCIAL (cert. shares) 316 14,650.97 0.01 


SPACE 

956 23,874.18 0.02 

EUR EUTELSAT COMMUNINICATIONS 229 8,770.14 0.01 



USD EXELON 477 20,317.32 0.02 

EUR EXOR 130 3,021.31 0.00 

USD EXPEDIA 123 3,474.24 0.00 


WASHINGTON 

140 6,492.35 0.01 

GBP EXPERIAN 2,492 27,210.91 0.03 



TRUST 

515 5,144.73 0.00




Description 

Quantity / 

Nominal 



USD EXTRA SPACE STORAGE 587 9,414.98 0.01 


SEK FABEGE 1,272 12,806.03 0.01 





JPY FANUC 494 62,837.87 0.06 



USD FASTENAL 102 5,404.86 0.00 

USD FEDERAL REALITY INVESTMENT TRUST 472 38,527.29 0.04 

USD FEDEX 217 18,512.50 0.02 

USD FELCOR LODGING TRUST 630 2,899.09 0.00 

EUR FERROVIAL 952 8,912.45 0.01 

EUR FIAT 1,723 26,624.72 0.02 





EUR FINMECCANICA 970 11,541.80 0.01 

CAD FINNING INTERNATIONAL 473 11,040.81 0.01 

CAD FIRST CAPITAL REALTY 438 6,615.74 0.01 


USD FIRST INDUSTRIAL REALTY TRUST 423 2,144.93 0.00 

USD FIRST POTOMAC REALTY TRUST 272 4,085.21 0.00 





ZAR FIRSTRAND 10,109 31,105.18 0.03 

USD FISERV 115 6,183.02 0.01 



USD FLEXTRONICS INTERNATIONAL 535 3,231.95 0.00 



USD FLUOR (new) 122 6,042.05 0.01 

USD FMC 49 3,384.79 0.00 



CONTRATAS 

66 1,818.33 0.00 


EUR FONCIERE DES REGIONS 346 36,926.16 0.03 

USD FORD MOTOR 2,049 25,083.88 0.02 

USD FOREST CITY ENTERPRISES -A- 937 12,025.02 0.01 





CAD FORTIS 478 14,887.49 0.01 

EUR FORTUM 1,028 26,922.50 0.02 







CAD FRANCO-NEVADA 316 9,981.66 0.01 


USD FRANKLIN STREET PROPERTIES 550 6,825.51 0.01 

EUR FRAPORT 80 4,891.94 0.00 


USD FREEPORT MCMORAN COPPER & GOLD -B- 883 75,419.19 0.07 

EUR FRESENIUS 60 4,771.59 0.00 

EUR FRESENIUS MEDICAL CARE 449 27,750.93 0.03 

EUR FRESENIUS (pref. shares) 189 15,322.39 0.01 

GBP FRESNILLO 425 8,308.49 0.01 

USD FRONTIER COMMUNICATIONS 752 6,146.09 0.01 


EUR FUGRO CERT. 163 10,760.02 0.01 





JPY FUJITSU 4,835 33,913.91 0.03 



USD F5 NETWORKS 56 5,840.50 0.01 

EUR GAGFAH (reg. shares) 715 5,703.72 0.01 

EUR GALP ENERGIA -B- 558 9,649.85 0.01 


EUR GAMESA CORPORACION TECNOLOGICA 428 3,002.02 0.00 

USD GAMESTOP -A- 99 1,947.26 0.00 

MYR GAMUDA 18,042 22,677.14 0.02 

USD GAP 365 6,795.92 0.01 


EUR GAS NATURAL 498 7,430.57 0.01 



Description 

Quantity / 

Nominal 

Page 55 




EUR GDF SUEZ 2,841 101,865.39 0.09 

EUR GEA GROUP 387 9,675.51 0.01 

CHF GEBERIT 65 11,667.65 0.01 

EUR GECINA 185 22,003.37 0.02 

USD GENERAL DYNAMICS 233 14,659.07 0.01 


USD GENERAL MILLS 468 17,099.50 0.02 

MYR GENTING 9,553 30,699.17 0.03 




USD GENWORTH FINANCIAL -A- 402 4,909.50 0.00 

USD GENZYME 186 13,148.74 0.01 



EUR GESTEVISION TELECINCO 180 1,984.16 0.00 



CAD GILDAN ACTIVEWEAR 318 8,965.62 0.01 




USD GLIMCHER REALTY TRUST 610 3,751.39 0.00 


CAD GOLDCORP 2,033 88,590.49 0.08 


USD GOLDMAN SACHS 336 48,613.48 0.04 




USD GOODRICH 698 51,480.10 0.05 


USD GOOGLE 347 182,349.81 0.18 



GBP GRAINGER 2,513 4,348.32 0.00 


CAD GREAT WEST LIFECO 788 19,556.33 0.02 


PROGNOSTICS 

484 7,667.28 0.01 

EUR GRIFOLS 301 4,326.68 0.00 

EUR GROUPE BRUXELLES LAMBERT 188 15,724.58 0.01 











JPY GS YUASA 967 6,794.36 0.01 

PLN GTC 1,587 12,154.91 0.01 



JPY GUNMA BANK 1,105 5,780.74 0.01 

GBP G4S 3,491 14,005.56 0.01 

USD H & R BLOCK 200 2,588.78 0.00 

JPY HACHIJUNI BANK 967 5,046.57 0.00 



USD HALLIBURTON 618 20,432.11 0.02 


GBP HAMMERSON 7,231 44,926.09 0.04 

KRW HANA FINANCIAL GROUP 658 19,483.81 0.02 




KRW HANKOOK TIRE 451 13,041.92 0.01 



shares) 

126 5,794.47 0.01 



KRW HANWHA 329 12,707.25 0.01 


ZAR HARMONY GOLD MINING 977 10,922.02 0.01 

USD HARRIS 77 3,395.17 0.00 

USD HARSCO 52 1,288.83 0.00 

USD HARTFORD FINANCIAL SERVICES GROUP 276 6,338.19 0.01 


USD HASBRO 91 4,038.33 0.00 

USD HCP 3,575 128,612.00 0.12 

USD HEALTH CARE REIT 942 44,617.61 0.04 

USD HEALTHCARE REALTY TRUST 427 9,980.96 0.01 

EUR HEIDELBERGCEMENT 363 17,542.43 0.02




Description 

Quantity / 

Nominal 



EUR HEINEKEN 587 30,495.59 0.03 

EUR HEINEKEN HOLDING 517 22,661.02 0.02 

GBP HELICAL BAR 844 3,959.37 0.00 


ORGANIZATIONS 

670 4,826.16 0.00 




EUR HENKEL 293 13,286.60 0.01 

EUR HENKEL (pref. shares) 533 28,659.83 0.03 


EUR HERMES INTERNATIONAL 119 27,141.18 0.03 

USD HERSHA HOSPITALITY -A- 948 4,912.22 0.00 

USD HESS 1,974 116,689.89 0.11 


USD HIGHWOODS PROPERTIES 495 16,081.74 0.01 


JPY HINO MOTORS 656 3,165.27 0.00 




JPY HITACHI 11,672 50,999.01 0.05 

JPY HITACHI CHEMICAL 300 5,603.24 0.01 



JPY HITACHI METALS 414 4,876.26 0.00 


USD H.J. HEINZ 205 9,713.79 0.01 


EUR HOCHTIEF 110 9,499.21 0.01 

JPY HOKKAIDO ELECTRIC POWER 463 9,206.36 0.01 


JPY HOKURIKU ELECTRIC POWER 445 10,164.00 0.01 


USD HOLOGIC 175 2,797.26 0.00 

USD HOME DEPOT 3,001 95,066.27 0.09 

USD HOME PROPERTIES 252 13,347.79 0.01 




USD HONEYWELL INTERNATIONAL 509 22,343.80 0.02 







USD HOSPIRA 113 6,417.54 0.01 

USD HOSPITALITY PROPERTIES TRUST 848 18,944.41 0.02 


USD HOUSING DEVELOPMENT FINANCE ADR 444 81,804.18 0.08 

JPY HOYA 1,119 27,255.97 0.03 

CAD H&R REAL ESTATE INVESTMENT TRUST 973 18,727.96 0.02 





USD HUDSON CITY BANCORP 285 3,492.94 0.00 



USD HUMANA 116 5,818.94 0.01 

CAD HUSKY ENERGY 706 17,225.77 0.02 


KRW HYNIX SEMICONDUCTOR 832 16,160.70 0.01 




CONSTRUCTION 

261 6,903.99 0.01 





KRW HYUNDAI MOTOR 444 59,516.97 0.05 


KRW HYUNDAI SECURITIES 788 11,051.05 0.01 


CAD IAMGOLD 978 17,379.37 0.02 

EUR IBERDROLA 9,242 71,199.51 0.07 



JPY IBIDEN 325 8,234.00 0.01 

USD IBM 1,399 187,600.42 0.18 

EUR ICADE 209 21,967.96 0.02 

GBP ICAP 1,331 9,052.92 0.01 



CAD IGM FINANCIAL 328 13,364.14 0.01 

JPY IHI 3,592 6,878.69 0.01 



Description 

Quantity / 

Nominal 

Page 56 



USD IHS -A- 24 1,645.63 0.00 

MYR IJM 8,917 14,991.38 0.01 

EUR ILIAD 36 3,741.77 0.00 

USD ILLINOIS TOOL WORKS 304 14,316.47 0.01 

USD ILLUMINA 100 4,904.71 0.00 

EUR IMERYS 83 4,967.11 0.00 

EUR IMMOBILIARE GRANDE DISTRIBUZIONE 973 1,597.68 0.00 




CAD IMPERIAL OIL 822 31,240.56 0.03 



EUR INDRA SISTEMAS 178 3,395.40 0.00 


shares) 

638 50,746.84 0.05 


CHINA -H- 

150,267 111,879.96 0.10 


MXN INDUSTRIAS PENOLES 436 10,717.82 0.01 







USD INLAND REAL ESTATE 560 4,651.47 0.00 

GBP INMARSAT 1,089 11,383.04 0.01 



CAD INNVEST REAL ESTATE INVESTMENT TRUST 631 4,424.33 0.00 


JPY INPEX 6 25,993.50 0.02 


CAD INTACT FINANCIAL 322 14,314.04 0.01 


USD INTEL 8,611 165,593.79 0.16 


GBP INTERCONTINENTAL HOTELS 690 12,353.48 0.01 



USD INTERNATIONAL PAPER 312 6,780.86 0.01 


USD INTERPUBLIC GROUP 338 3,389.26 0.00 

GBP INTERTEK GROUP 385 11,114.82 0.01 





USD INTUIT 209 9,138.38 0.01 


GBP INVENSYS 2,023 9,516.70 0.01 

TWD INVENTEC 19,413 10,097.49 0.01 

USD INVESCO 297 6,297.64 0.01 

ZAR INVESTEC 1,616 13,781.66 0.01 

GBP INVESTEC 1,184 9,487.96 0.01 


USD INVESTORS REAL ESTATE TRUST 482 4,043.27 0.00 



EUR IPSEN 55 1,831.22 0.00 


JPY ISETAN MITSUKOSHI HOLDINGS 933 9,684.04 0.01 



USD ITC GDR 20,271 80,178.99 0.07 

JPY ITO EN 138 2,266.99 0.00 

JPY ITOCHU 3,868 35,372.32 0.03 


USD ITT 132 6,182.74 0.01 


GBP ITV 9,282 8,724.37 0.01 

CAD IVANHOE MINES LIMITED 753 17,711.04 0.02 

JPY IYO BANK 553 4,477.76 0.00 




JPY JAFCO 83 1,955.46 0.00 







SGD JARDINE CYCLE & CARRIAGE 315 9,398.47 0.01 


EUR JC DECAUX 146 3,869.22 0.00 

USD JC PENNEY 164 4,456.75 0.00




Description 

Quantity / 

Nominal 




EUR JERONIMO MARTINS 493 6,608.49 0.01 


JPY JGC 553 9,583.86 0.01 


USD JM SMUCKER 82 4,961.91 0.00 


USD JOHNSON CONTROLS 467 14,248.52 0.01 

GBP JOHNSON MATTHEY 529 14,686.69 0.01 

USD JOY GLOBAL 80 5,653.24 0.01 

JPY JOYO BANK 1,727 7,523.56 0.01 


JPY JS GROUP CORPORATION 678 13,293.24 0.01 

USD JSFC SISTEMA (reg. shares) -S- GDR 533 14,400.08 0.01 

JPY JSR 463 7,871.38 0.01 

JPY JTEKT 559 5,149.84 0.00 


USD JUNIPER NETWORKS 390 11,831.02 0.01 



EUR K & S 329 19,726.53 0.02 

JPY KAJIMA 2,417 5,816.29 0.01 

JPY KAMIGUMI 691 5,125.94 0.00 

JPY KANEKA 794 4,763.41 0.00 

KRW KANGWON LAND 393 8,557.02 0.01 


JPY KANSAI PAINT 622 5,290.47 0.00 

JPY KAO 1,385 33,716.89 0.03 




GBP KAZAKHMYS 534 12,207.93 0.01 

KRW KB FINANCIAL GROUP 653 28,076.08 0.03 

EUR KBC GROUP 369 16,555.68 0.02 

USD KBR 111 2,734.73 0.00 

KRW KCC 30 9,739.92 0.01 

JPY KDDI 7 35,506.46 0.03 


JPY KEIO CORP 1,485 10,203.11 0.01 

JPY KEISEI ELECTRIC RAILWAY 760 4,874.61 0.00 

USD KELLOGG 174 8,781.11 0.01 


SGD KEPPEL 3,109 21,227.64 0.02 


EUR KERRY GROUP -A- 326 11,459.66 0.01 


EUR KESKO -B- 145 6,832.49 0.01 

USD KEYCORP 586 4,661.92 0.00 

JPY KEYENCE 106 23,084.11 0.02 

PLN KGHM POLSKA MIEDZ 768 30,922.71 0.03 

KRW KIA MOTORS 900 29,053.27 0.03 

JPY KIKKOMAN 345 3,807.25 0.00 

CAD KILLAM PROPERTIES 330 3,125.05 0.00 

USD KILROY REALTY 363 12,028.63 0.01 


USD KIMBERLY-CLARK 296 19,230.75 0.02 


JPY KINDEN 414 3,740.29 0.00 




JPY KINTETSU 4,352 14,690.64 0.01 


USD KITE REALTY GROUP TRUST 387 1,717.56 0.00 


USD KLA-TENCOR 135 4,768.32 0.00 

EUR KLEPIERRE 969 37,429.84 0.03 

SEK KLOVERN 883 4,250.08 0.00 

JPY KOBE STEEL 6,700 15,718.46 0.01 


USD KOHL'S 190 9,987.76 0.01 


JPY KOMATSU 2,448 56,800.50 0.05 


JPY KONAMI 214 3,777.82 0.00 

EUR KONE -B- 349 18,034.75 0.02 



EUR KONINKLIJKE BOSKALIS WESTMINSTER 146 6,138.40 0.01 

EUR KONINKLIJKE DSM 359 18,428.69 0.02 


EUR KONINKLIJKE VOPAK 153 7,303.60 0.01 

KRW KOREA ELECTRIC POWER 859 22,156.39 0.02 


KRW KOREA GAS 166 7,113.37 0.01 

KRW KOREAN AIR 262 17,799.02 0.02 


USD KROGER 3,999 86,607.97 0.08 



Description 

Quantity / 

Nominal 

Page 57 



KRW KT CORPORATION 391 15,666.97 0.01 

KRW KT& G CORP 279 16,659.63 0.02 

JPY KUBOTA 3,039 27,792.54 0.03 


ZAR KUMBA IRON ORE 433 22,546.20 0.02 


JPY KURARAY 863 10,892.63 0.01 



JPY KYOCERA 418 39,465.22 0.04 

JPY KYOWA HAKKO KIRIN 691 6,837.35 0.01 

JPY KYUSHU ELECTRIC POWER 970 22,140.19 0.02 


EUR LAFARGE 463 26,568.03 0.02 

EUR LAGARDERE (reg. shares) 278 10,889.45 0.01 

EUR L'AIR LIQUIDE 692 84,499.90 0.08 


EUR LAMDA DEVELOPMENT 106 549.14 0.00 



USD LAS VEGAS SANDS 223 7,756.59 0.01 

USD LASALLE HOTEL PROPERTIES 482 11,276.95 0.01 

JPY LAWSON 159 7,273.47 0.01 



USD LEGG MASON 141 4,273.28 0.00 


EUR LEGRAND 319 10,788.61 0.01 

AUD LEIGHTON HOLDINGS 343 10,994.36 0.01 

AUD LEND LEASE 1,439 10,603.62 0.01 





USD LEXINGTON REALITY TRUST 936 6,699.12 0.01 



KRW LG DISPLAY CO LTD 462 15,978.18 0.01 



HKD LI & FUNG 5,625 31,625.21 0.03 



ZAR LIBERTY HOLDINGS 643 6,529.02 0.01 


SHARES 

434 5,947.05 0.01 

USD LIBERTY PROPERTY TRUST 832 26,547.13 0.02 




USD LINCOLN NATIONAL 235 5,630.32 0.01 

EUR LINDE 387 50,477.76 0.05 





CAD LOBLAW COMPANIES 307 12,212.26 0.01 

USD LOCKHEED MARTIN 220 15,647.57 0.01 

USD LOEWS 233 8,824.54 0.01 

CHF LOGITECH INTERNATIONAL (reg. shares) 66 1,165.28 0.00 

GBP LONDON STOCK EXCHANGE GROUP 341 3,654.53 0.00 

GBP LONMIN 390 10,267.30 0.01 


EUR L'OREAL 546 61,430.87 0.06 

USD LORILLARD 110 8,819.53 0.01 


USD LSI CORPORATION 454 2,068.09 0.00 


USD LUBRIZOL 49 5,192.18 0.00 

USD LUKOIL ADR 1,396 79,295.47 0.07 

EUR LUXOTTICA 253 6,922.98 0.01 

EUR LVMH 556 81,696.10 0.08 



AUD MACARTHUR COAL 422 4,788.45 0.00 

USD MACERICH 980 42,075.43 0.04 

USD MACK-CALI REALTY 531 17,372.33 0.02 

AUD MACQUARIE GROUP 848 29,765.64 0.03 


USD MACY'S 315 7,270.59 0.01 

CAD MAGNA INTERNATIONAL (v) -A- 295 24,310.39 0.02 




JPY MAKITA 290 9,191.48 0.01 


MYR MALAYSIA INTERNATIONAL SHIPPING 861 2,437.80 0.00 





Description 

Quantity / 

Nominal 



EUR MAN 247 27,003.79 0.02 

GBP MAN GROUP 4,239 14,637.19 0.01 


USD MANPOWER 57 2,954.79 0.00 





USD MARATHON OIL 485 16,052.54 0.01 


USD MARRIOTT INTERNATIONAL -A- 216 7,737.40 0.01 

USD MARSH & MCLENNAN 353 8,521.35 0.01 

USD MARSHALL & ILSLEY (when issued) 344 2,421.50 0.00 


JPY MARUBENI 4,282 24,194.45 0.02 

JPY MARUI 511 3,823.79 0.00 


USD MARVELL TECHNOLOGY GROUP 367 6,422.86 0.01 

USD MASCO 320 3,518.56 0.00 



JPY MATSUI SECURITIES 359 2,007.72 0.00 

USD MATTEL 249 5,849.46 0.01 



USD MC AFEE 95 4,489.29 0.00 


USD MCDONALD'S 747 55,662.75 0.05 


USD MCGRAW-HILL COMPANIES 229 7,583.20 0.01 

USD MCKESSON 1,589 98,181.49 0.09 




USD MECHEL OJSC ADR 828 20,628.73 0.02 


EUR MEDIASET 1,643 11,664.26 0.01 

TWD MEDIATEK 2,822 39,658.75 0.04 

USD MEDICAL PROPERTIES TRUST 739 7,494.67 0.01 


EUR MEDIOLANUM 470 2,092.87 0.00 

JPY MEDIPAL HOLDINGS 414 5,263.19 0.00 

USD MEDTRONIC 1,671 56,126.03 0.05 



USD MEMC ELECTRONIC MATERIALS 228 2,719.97 0.00 

EUR MERCIALYS 362 14,124.19 0.01 

EUR MERCK 151 12,703.65 0.01 

USD MERCK & CO 5,279 194,310.71 0.19 

BRL METALURGICA GERDAU 877 14,142.17 0.01 

AUD METCASH 1,856 7,853.40 0.01 

USD METLIFE 2,813 108,177.17 0.10 

EUR METRO 423 27,553.77 0.03 

CAD METRO -A- (subord. voting) 296 12,872.99 0.01 


EUR METSO 302 13,871.02 0.01 


EUR MICHELIN (reg. shares) 406 30,948.19 0.03 

EUR MICHELIN (rights) 13.10.2010 406 1,135.67 0.00 


USD MICRON TECHNOLOGY 609 4,388.90 0.00 

USD MICROSOFT 7,463 182,774.46 0.18 

USD MID-AMERICA APARTMENT COMMUNITIES 220 12,800.58 0.01 

JPY MINEBEA 794 4,088.35 0.00 

GBP MINERVA 1,348 1,996.28 0.00 









JPY MITSUBISHI LOGISTICS 311 3,724.16 0.00 



JPY MITSUBISHI TANABE PHARMA 553 8,995.20 0.01 



JPY MITSUI & CO 4,486 66,693.41 0.06 











Description 

Quantity / 

Nominal 

Page 58 






EUR MOBISTAR 55 3,371.34 0.00 






USD MONSANTO 384 18,394.06 0.02 

USD MOODY'S 146 3,648.91 0.00 

USD MORGAN STANLEY 830 20,476.74 0.02 

CAD MORGUARD REAL ESTATE INVESTMENT TRUST 293 3,924.08 0.00 



USD MOSAIC 114 6,711.49 0.01 

USD MOTOROLA 11,838 100,976.45 0.09 

BRL MRV ENGENHARIA 991 9,397.80 0.01 


USD M&T BANK 669 54,712.92 0.05 

ZAR MTN GROUP 4,185 75,606.83 0.07 

HKD MTR 3,477 13,144.15 0.01 



507 70,283.86 0.06 

JPY MURATA MANUFACTURING 518 27,283.25 0.03 

USD MURPHY OIL 128 7,943.70 0.01 

ZAR MURRAY & ROBERTS HOLDINGS 624 4,016.93 0.00 

USD MYLAN 248 4,667.63 0.00 

EUR M6 METROPOLE TELEVISION 139 3,282.47 0.00 


JPY NAMCO BANDAI HOLDING 502 4,655.39 0.00 




ZAR NASPERS -N- 1,224 59,820.00 0.06 


CAD NATIONAL BANK OF CANADA 449 28,446.63 0.03 



11.10.2010 

1,410 1,421.96 0.00 


11.10.2010 

1,410 758.38 0.00 





USD NATIONAL RETAIL PROPERTIES 574 14,419.09 0.01 


USD NATIONWIDE HEALTH PROPERTIES 836 32,325.77 0.03 

EUR NATIXIS 1,984 11,378.80 0.01 

JPY NEC 6,734 17,895.33 0.02 

ZAR NEDBANK GROUP 711 15,036.47 0.01 

EUR NEOPOST 61 4,521.22 0.00 


EUR NESTE OIL 349 5,452.40 0.01 


USD NETAPP 1,131 56,299.37 0.05 

USD NETFLIX 30 4,857.12 0.00 



USD NEW YORK COMMUNITY BANCORP 336 5,463.89 0.01 




USD NEWMONT MINING 345 21,669.05 0.02 

USD NEWS -A- 7,562 98,753.66 0.09 

USD NEWS -B- 278 4,191.96 0.00 

CAD NEXEN 1,455 29,360.36 0.03 

GBP NEXT 464 16,216.98 0.01 

USD NEXTERA ENERGY 275 14,938.82 0.01 

JPY NGK INSULATORS 691 11,467.23 0.01 

JPY NGK SPARK PLUG 414 5,540.98 0.01 

JPY NHK SPRING 414 3,427.77 0.00 

KRW NHN 161 27,670.91 0.03 

JPY NIDEC 283 25,151.85 0.02 

EUR NIEUWE STEEN INVESTMENTS 314 6,298.94 0.01 


USD NIKE -B- 1,246 99,844.94 0.09 


JPY NIKON 853 15,805.93 0.01 

JPY NINTENDO 256 63,811.39 0.06 


JPY NIPPON ELECTRIC GLASS 881 11,995.95 0.01 


JPY NIPPON MEAT PACKERS 518 6,337.15 0.01 




JPY NIPPON YUSEN 3,971 16,258.34 0.01




Description 

Quantity / 

Nominal 




USD NISOURCE 163 2,833.97 0.00 

JPY NISSAN CHEMICAL INDUSTRIES 345 3,889.93 0.00 



JPY NISSHIN SEIFUN GROUP 439 5,759.20 0.01 


JPY NISSHINBO HOLDINGS INC 311 3,114.01 0.00 



JPY NITTO DENKO 432 16,871.18 0.02 


USD NOBLE 169 5,727.23 0.01 




JPY NOK 283 4,925.29 0.00 

EUR NOKIA 10,076 101,383.39 0.09 

EUR NOKIAN TYRES 245 8,429.35 0.01 


JPY NOMURA REAL ESTATE HOLDINGS 811 11,508.83 0.01 



USD NORDSTROM 123 4,558.40 0.00 

USD NORFOLK SOUTHERN 256 15,245.87 0.01 




149 3,730.20 0.00 


USD NORTHROP GRUMMAN 909 55,125.33 0.05 



USD NOVATEK GDR 315 27,042.69 0.02 


USD NOVOLIPETSK STEEL (reg. shares) GDR 313 11,275.97 0.01 

USD NRG ENERGY 172 3,577.55 0.00 

JPY NSK 1,140 7,721.16 0.01 

USD NSTAR 63 2,481.72 0.00 

JPY NTN 1,381 5,952.71 0.01 

JPY NTT 1,357 59,216.43 0.05 

JPY NTT DATA 3 9,927.34 0.01 

JPY NTT DOCOMO 40 66,251.58 0.06 



USD NUCOR 223 8,516.20 0.01 

USD NVIDIA 452 5,275.00 0.00 




JPY OBAYASHI 1,485 5,901.45 0.01 

JPY OBIC 17 3,196.36 0.00 





JPY OJI PAPER 2,107 9,304.83 0.01 

SGD OLAM 2,916 7,226.26 0.01 

GBP OLD MUTUAL 13,217 28,908.34 0.03 

USD OLD REPUBLIC INTERNATIONAL 215 2,971.51 0.00 

JPY OLYMPUS 577 15,091.03 0.01 

USD OMEGA HEALTHCARE INVESTORS 652 14,645.28 0.01 

USD OMNICARE 70 1,662.58 0.00 


JPY OMRON 553 12,540.37 0.01 

EUR OMV 343 12,877.00 0.01 

USD ONEOK (new) 88 3,965.65 0.00 

AUD ONESTEEL 3,240 9,191.18 0.01 



CAD OPEN TEXT 153 7,233.38 0.01 

USD ORACLE 5,166 138,709.65 0.13 


AUD ORICA 886 22,056.06 0.02 

USD ORIENT EXPRESS HOTELS -A- 634 7,074.54 0.01 

HKD ORIENT OVERSEAS INTERNATIONAL 534 4,257.66 0.00 



EUR ORION CORPORATION (new) -B- 199 3,974.37 0.00 

JPY ORIX 270 20,595.31 0.02 

JPY ORIX JREIT 2 9,795.70 0.01 

JPY OSAKA GAS 5,111 18,415.37 0.02 

HUF OTP BANK 1,050 27,579.80 0.03 

JPY OTSUKA 45 2,977.18 0.00 

EUR OUTOKUMPU 278 5,525.50 0.01 




USD PACCAR 241 11,598.44 0.01 



Description 

Quantity / 

Nominal 

Page 59 



CAD PACIFIC RUBIALES ENERGY 696 19,620.91 0.02 

USD PACTIV 80 2,651.36 0.00 

EUR PAGESJAUNES 267 2,797.01 0.00 


USD PALL 72 2,986.86 0.00 


JPY PANASONIC 5,069 68,631.90 0.06 

JPY PANASONIC ELECTRIC WORKS 932 12,355.59 0.01 




EUR PARMALAT 4,147 10,655.32 0.01 

USD PARTNERRE 52 4,196.83 0.00 

EUR PATRIZIA IMMOBILIEN 213 942.83 0.00 

USD PATTERSON 54 1,560.68 0.00 

USD PAYCHEX 217 5,976.72 0.01 

HKD PCCW 9,656 3,495.22 0.00 


GBP PEARSON 1,972 30,624.40 0.03 

TWD PEGATRON 8,833 11,549.43 0.01 



TRUST 

384 4,549.08 0.00 

USD PENTAIR 64 2,144.09 0.00 

USD PEOPLES UNITED FINANCIAL 224 2,931.75 0.00 


USD PEPSICO 3,656 242,901.62 0.23 

EUR PERNOD-RICARD 451 37,713.63 0.03 

USD PERRIGO 56 3,568.96 0.00 






GBP PETROFAC 621 13,426.18 0.01 

USD PETROHAWK ENERGY 215 3,473.56 0.00 



USD PETSMART 85 2,979.79 0.00 

EUR PEUGEOT 361 12,165.96 0.01 

USD PFIZER 10,425 178,999.60 0.18 

USD PG&E 265 12,042.10 0.01 

PLN PGE POLSKA GRUPA ENERGETYCZNA 778 6,275.10 0.01 


SERVICE 

71 1,750.93 0.00 




USD PIEDMONT OFFICE REALTY TRUST -A- 488 9,217.14 0.01 




EUR PIRELLI & C. 516 4,202.10 0.00 




USD PNC FINANCIAL SERVICES 372 19,329.03 0.02 

EUR POHJOLA BANK -A- 301 3,665.38 0.00 




EUR PORSCHE AUTOMOBIL HOLDING 210 10,416.27 0.01 


KRW POSCO 142 64,236.04 0.06 

USD POST PROPERTIES 339 9,459.36 0.01 

CAD POTASH CORP OF SASKATCHEWAN 821 117,981.94 0.11 

TWD POU CHEN 15,720 13,761.58 0.01 

CAD POWER CORP OF CANADA 965 25,202.20 0.02 

CAD POWER FINANCIAL 684 19,400.32 0.02 



POLSKI 

2,154 32,580.37 0.03 


USD PPL 346 9,426.63 0.01 

EUR PPR 253 41,042.55 0.04 

USD PRAXAIR 212 19,164.61 0.02 







TRUST 

458 8,706.45 0.01 

GBP PRIMARY HEALTH PROPERTIES 467 2,209.50 0.00 

USD PRINCIPAL FINANCIAL 236 6,127.81 0.01 



CAD PROGRESS ENERGY RESOURCES 533 6,066.26 0.01 

USD PROGRESSIVE 414 8,637.72 0.01




Description 

Quantity / 

Nominal 



USD PROLOGIS 3,562 41,961.24 0.04 

CAD PROVIDENT ENERGY TRUST 778 5,539.91 0.01 


USD PRUDENTIAL FINANCIAL 317 17,183.15 0.02 

EUR PRYSMIAN 392 7,179.37 0.01 


CHF PSP SWISS PROPERTY (reg. shares) 361 26,849.27 0.02 







4,284 21,739.80 0.02 


MYR PUBLIC BANK (for. reg. shares) 809 3,261.69 0.00 

EUR PUBLIC POWER CORP OF GREECE (reg. shares) 235 3,660.82 0.00 


USD PUBLIC STORAGE 971 94,193.23 0.09 

EUR PUBLICIS GROUPE 292 13,878.35 0.01 

USD PULTE GROUP 235 2,062.34 0.00 

EUR PUMA 11 3,796.25 0.00 




EUR QIAGEN (reg. shares) 501 8,978.24 0.01 

TWD QISDA 13,111 9,295.88 0.01 

USD QUALCOMM 1,130 50,983.31 0.05 







JPY RAKUTEN 19 13,967.49 0.01 


USD RAMCO-GERSHENSON PROPERTIES TRUST 249 2,671.40 0.00 


EUR RANDSTAD HOLDING 262 11,935.73 0.01 


EUR RAUTARUUKKI 184 3,810.67 0.00 

USD RAYONIER 48 2,422.41 0.00 

USD RAYTHEON 275 12,555.81 0.01 


USD REALTY INCOME 707 23,850.13 0.02 


EUR RED ELECTRICA DE ESPANA 249 11,717.48 0.01 

USD RED HAT 116 4,760.95 0.00 

BRL REDECARD 1,036 16,058.88 0.01 



USD REGENCY CENTERS 601 23,702.56 0.02 

USD REGIONS FINANCIAL 806 5,857.24 0.01 





ZAR REMGRO 979 15,314.69 0.01 


EUR RENAULT 601 30,947.93 0.03 

EUR REPSOL YPF 1,803 46,509.65 0.04 

USD REPUBLIC SERVICES 268 8,166.19 0.01 




GBP REXAM 2,082 10,073.46 0.01 




JPY RICOH 1,727 24,327.56 0.02 


GBP RIO TINTO 3,535 207,256.20 0.20 

AUD RIO TINTO 1,073 79,749.01 0.07 




CHF ROCHE HOLDING (cert. shares) 898 123,330.92 0.11 




JPY ROHM 256 15,754.01 0.01 











Description 

Quantity / 

Nominal 

Page 60 







EUR RWE -A- 959 64,903.72 0.06 


EUR RYANAIR HOLDINGS 812 4,347.88 0.00 

GBP SABMILLER 2,316 74,276.48 0.07 


USD SAFEWAY 307 6,492.66 0.01 

EUR SAFRAN 747 21,032.29 0.02 

GBP SAGE GROUP 3,249 14,146.52 0.01 

USD SAIC 308 4,914.97 0.00 

EUR SAIPEM 601 24,092.63 0.02 



EUR SAMPO -A- 975 26,374.76 0.02 

KRW SAMSUNG C&T 467 25,483.48 0.02 






KRW SAMSUNG HEAVY INDUSTRIES 762 20,136.90 0.02 




USD SANDISK 1,238 45,379.63 0.04 


JPY SANKYO 145 7,674.03 0.01 

ZAR SANLAM 4,364 16,454.88 0.02 

EUR SANOFI-AVENTIS 2,681 178,886.33 0.18 

EUR SANOMA OYJ 178 3,765.58 0.00 


AUD SANTOS 2,051 25,445.44 0.02 


EUR SAP 1,958 96,973.44 0.09 

ZAR SAPPI 2,310 11,885.61 0.01 

JPY SAPPORO HOKUYO HOLDINGS 898 4,148.71 0.00 

JPY SAPPORO HOLDINGS 656 3,071.02 0.00 

CAD SAPUTO 401 13,740.85 0.01 

USD SARA LEE 386 5,190.03 0.00 

ZAR SASOL 1,627 73,000.18 0.07 





EUR SBM OFFSHORE 379 7,196.65 0.01 

USD SCANA 69 2,781.29 0.00 




EUR SCHNEIDER ELECTRIC 547 69,449.91 0.06 

GBP SCHRODERS 266 6,019.75 0.01 

EUR SCOR REGPT 629 15,053.67 0.01 



USD SEAGATE TECHNOLOGY 288 3,391.55 0.00 

USD SEALED AIR 107 2,406.39 0.00 


JPY SECOM 546 24,623.55 0.02 

JPY SEGA SAMMY HOLDINGS 518 7,919.53 0.01 



JPY SEIKO EPSON 342 5,177.00 0.00 






USD SENIOR HOUSING PROPERTIES TRUST 871 20,458.48 0.02 



EUR SES 695 16,738.68 0.02 


JPY SEVEN BANK 2 2,904.63 0.00 

JPY SEVENTY-SEVEN (77) BANK 760 3,846.94 0.00 

GBP SEVERN TRENT 588 12,152.77 0.01 




JPY SHARP 2,556 25,420.55 0.02 

CAD SHAW COMMUNICATIONS (nv) -B- 965 21,309.73 0.02 


CAD SHERRITT INTERNATIONAL 776 6,057.93 0.01 


JPY SHIKOKU ELECTRIC POWER 473 13,563.70 0.01 

JPY SHIMADZU 587 4,511.66 0.00




Description 

Quantity / 

Nominal 



JPY SHIMAMURA 59 5,446.32 0.01 

JPY SHIMANO 176 9,318.47 0.01 


JPY SHIMIZU 1,658 6,131.29 0.01 


KRW SHINHAN FINANCIAL GROUP 749 28,661.11 0.03 


KRW SHINSEGAE 42 22,326.51 0.02 


JPY SHIONOGI & CO 791 14,464.75 0.01 

GBP SHIRE 1,363 30,808.89 0.03 

JPY SHISEIDO 908 20,374.06 0.02 


CAD SHOPPERS DRUG MART 601 23,448.12 0.02 



JPY SHOWA SHELL SEKIYU 501 3,824.20 0.00 




shares) 

4,832 16,478.56 0.02 


EUR SIEMENS (reg. shares) 1,875 198,176.80 0.19 


CHF SIKA 5 10,147.01 0.01 


CAD SILVER WHEATON 905 24,174.82 0.02 



AUD SIMS METAL MANAGMENT 402 6,859.89 0.01 







HKD SINO LAND 23,899 49,441.52 0.05 

CAD SINO-FOREST 675 11,271.91 0.01 


KRW SK ENERGY 206 26,322.56 0.02 


KRW SK TELECOM 21 3,128.17 0.00 


USD SL GREEN REALTY 530 33,540.09 0.03 

USD SLM 288 3,331.42 0.00 


JPY SMC 142 18,660.50 0.02 


GBP SMITHS GROUP 957 18,382.08 0.02 


CAD SNC-LAVALIN GROUP 419 21,488.21 0.02 





2 3,329.60 0.00 




100 12,888.73 0.01 

EUR SODEXO 221 14,358.94 0.01 

JPY SOFTBANK 2,100 68,640.03 0.06 

HKD SOHO CHINA 16,640 11,810.75 0.01 

KRW S-OIL 181 11,189.69 0.01 

JPY SOJITZ 3,547 6,368.16 0.01 

EUR SOLVAY 139 14,834.79 0.01 

AUD SONIC HEALTHCARE 907 9,655.22 0.01 


JPY SONY 2,600 80,340.61 0.07 


USD SOUTHERN 582 21,668.63 0.02 

USD SOUTHERN COPPER 704 24,713.02 0.02 


USD SOUTHWESTERN ENERGY 246 8,228.27 0.01 


AUD SP AUSNET 3,235 2,693.93 0.00 

USD SPECTRA ENERGY 457 10,302.53 0.01 

EUR SPONDA 1,649 8,016.26 0.01 


USD SPX 35 2,210.09 0.00 


EUR ST GOBAIN 886 39,453.73 0.04 

USD ST JUDE MEDICAL 232 9,138.19 0.01 






JPY STANLEY ELECTRIC 387 6,157.75 0.01 

USD STAPLES 543 11,365.73 0.01 

USD STARBUCKS 523 13,377.51 0.01 



Description 

Quantity / 

Nominal 

Page 61 



SGD STARHUB 1,363 2,672.97 0.00 


USD STATE BANK OF INDIA (reg. shares) -S- GDR 334 47,874.96 0.04 

USD STATE STREET 349 13,150.40 0.01 










USD STRYKER 224 11,186.69 0.01 

EUR SUEDZUCKER 136 3,040.57 0.00 

EUR SUEZ ENVIRONNEMENT COMPANY 977 18,080.89 0.02 


JPY SUMCO 328 5,113.13 0.00 

JPY SUMITOMO 2,890 37,229.73 0.03 








JPY SUMITOMO RUBBER INDUSTRIES 470 4,581.93 0.00 



HKD SUN HUNG KAI PROPERTIES 18,978 327,574.02 0.31 




USD SUNOCO 83 3,016.32 0.00 

USD SUNSTONE HOTEL INVESTORS 654 5,930.02 0.01 


USD SUNTRUST BANKS 334 8,631.19 0.01 

USD SUPERVALU 154 1,777.24 0.00 


JPY SURUGA BANK 553 4,867.99 0.00 

JPY SUZUKEN 178 5,893.63 0.01 

JPY SUZUKI MOTOR 856 18,002.31 0.02 


CHF SWISS LIFE HOLDING (reg. shares) 11 1,285.76 0.00 

CHF SWISS PRIME SITE 315 22,513.02 0.02 



USD SYMANTEC 531 8,054.75 0.01 


USD SYNOPSYS 77 1,909.59 0.00 

CHF SYNTHES 67 7,773.69 0.01 

USD SYSCO 428 12,218.30 0.01 

JPY SYSMEX 90 6,223.06 0.01 



EUR TAG IMMOBILIEN 250 1,817.32 0.00 


JPY TAISEI 2,901 5,972.55 0.01 


JPY TAISHO PHARMACEUTICAL 380 7,680.23 0.01 






JPY TAIYO NIPPON SANSO 725 6,163.53 0.01 

JPY TAKASHIMAYA 725 5,590.59 0.01 



USD TANGER FACTORY OUTLET CENTERS 274 12,901.64 0.01 

USD TARGET 483 25,822.56 0.02 


USD TATNEFT (reg. shares) -S- GDR 931 29,117.93 0.03 


TWD TATUNG 37,494 7,392.83 0.01 

USD TAUBMAN CENTERS 277 12,351.84 0.01 


JPY T&D HOLDINGS 717 14,925.18 0.01 

JPY TDK 321 17,895.95 0.02 

EUR TECHNIP 260 20,949.78 0.02 

EUR TECHNOPOLIS 443 2,472.89 0.00 


JPY TEIJIN 2,452 8,100.64 0.01 

BRL TELE NORTE LESTE PARTICIPACOES 444 8,236.55 0.01 


shares) 

1,043 14,899.33 0.01 






Description 

Quantity / 

Nominal 





EUR TELEFONICA 9,966 247,139.83 0.24 

CZK TELEFONICA 02 CZECH REPUBLIC 360 7,715.60 0.01 


EUR TELEKOM AUSTRIA 770 11,602.94 0.01 

MYR TELEKOM MALAYSIA 718 794.94 0.00 


HKD TELEVISION BROADCASTS 701 4,000.05 0.00 

SEK TELE2 -B- 342 7,199.08 0.01 

ZAR TELKOM SA 81 444.51 0.00 

AUD TELSTRA 10,738 27,240.78 0.03 


CAD TELUS (nv) 402 17,073.51 0.02 


EUR TENARIS 1,204 23,129.28 0.02 



EUR TERNA 4,626 19,689.73 0.02 

JPY TERUMO 439 23,257.32 0.02 

GBP TESCO 19,523 130,442.83 0.12 

USD TEXAS INSTRUMENTS 868 23,544.65 0.02 

USD TEXTRON 197 4,040.80 0.00 

USD TFS FINANCIAL 63 580.86 0.00 

EUR TF1 258 4,018.88 0.00 

EUR THALES 194 7,108.80 0.01 

KRW THE DAEGU BANK 650 8,550.03 0.01 


JPY THE JAPAN STEEL WORKS 829 7,798.05 0.01 





USD THERMO FISHER SCIENTIFIC 289 13,815.72 0.01 

JPY THK 318 5,948.08 0.01 




USD TIFFANY & CO 74 3,478.30 0.00 

ZAR TIGER BRANDS 703 19,111.86 0.02 

CAD TIM HORTONS 486 17,769.86 0.02 


USD TIME WARNER 796 24,403.77 0.02 

USD TIME WARNER CABLE 246 13,308.32 0.01 

USD TJX COS 281 12,549.62 0.01 

CAD TMX 197 6,077.86 0.01 

EUR TNT 884 23,798.14 0.02 


JPY TOHO 287 4,607.93 0.00 

JPY TOHO GAS 1,140 5,633.99 0.01 



JPY TOKUYAMA 863 4,381.86 0.00 


JPY TOKYO ELECTRON 442 22,144.08 0.02 

JPY TOKYO GAS 6,631 30,081.02 0.03 



JPY TOKYU 2,866 12,660.67 0.01 

JPY TOKYU LAND 4,363 18,068.73 0.02 

JPY TOKYU REIT 1 5,433.88 0.01 



JPY TONENGENERAL SEKIYU 691 6,390.89 0.01 

JPY TOP REIT 1 6,972.86 0.01 



USD TORCHMARK 55 2,928.84 0.00 


JPY TOSHIBA 10,429 50,435.98 0.05 

JPY TOSOH 1,450 3,906.47 0.00 

EUR TOTAL 5,302 273,657.67 0.26 


JPY TOTO 725 4,965.55 0.00 

JPY TOYO SEIKAN KAISHA 411 7,398.56 0.01 




JPY TOYOTA INDUSTRIES 439 11,702.16 0.01 


JPY TOYOTA TSUSHO 553 8,135.37 0.01 

CAD TRANSALTA 607 12,999.88 0.01 



USD TRANSOCEAN (reg. shares) 663 42,632.72 0.04 



USD TRAVELERS COMPANIES 337 17,538.37 0.02 



Description 

Quantity / 

Nominal 

Page 62 




JPY TSUMURA 138 4,292.56 0.00 

EUR TUI (reg. shares) 300 3,676.24 0.00 

GBP TUI TRAVEL 1,342 4,533.78 0.00 

GBP TULLOW OIL 2,157 43,300.40 0.04 

TRY TUPRAS 579 15,616.56 0.01 




USD TYCO ELECTRONICS (reg. shares) 313 9,147.91 0.01 

USD TYCO INTERNATIONAL (reg. shares) 356 13,084.07 0.01 




EUR UCB 233 8,082.34 0.01 

USD UDR 1,231 25,990.05 0.02 


EUR UMICORE 264 11,420.95 0.01 

EUR UNIBAIL RODAMCO 922 204,732.28 0.20 

JPY UNI-CHARM 311 12,500.69 0.01 

EUR UNICREDIT 30,703 78,508.03 0.07 

GBP UNILEVER 3,126 90,685.54 0.08 


USD UNION PACIFIC 354 28,996.57 0.03 




EUR UNITED INTERNET (reg. shares) 263 4,262.34 0.00 



USD UNITED PARCEL SERVICE -B- 496 33,079.38 0.03 







USD UNUM GROUP 230 5,085.78 0.00 

JPY UNY 515 4,065.20 0.00 

SGD UOL GROUP 1,387 4,883.74 0.00 




USD URS 49 1,866.99 0.00 


USD US BANCORP 1,332 28,798.04 0.03 

JPY USHIO 266 4,472.18 0.00 



2,690 36,041.45 0.03 

JPY USS CO 65 4,815.95 0.00 

USD U-STORE-IT TRUST 639 5,337.30 0.00 

BRL VALE 1,331 41,091.09 0.04 


CAD VALEANT PHARMACEUTICALS INTERNATIONAL 746 18,874.22 0.02 

USD VALERO ENERGY 375 6,574.94 0.01 


EUR VALLOUREC 247 24,541.66 0.02 






USD VENTAS 1,181 60,926.63 0.06 

EUR VEOLIA ENVIRONNEMENT 784 20,674.29 0.02 

EUR VERBUND -A- 169 6,070.22 0.01 

USD VERISIGN 129 4,107.56 0.00 





USD VF 54 4,359.63 0.00 

USD VIACOM -B- 2,629 95,145.35 0.09 

EUR VINCI 998 50,093.66 0.05 


USD VISA -A- 1,914 142,106.06 0.13 

CAD VITERRA 1,024 8,964.00 0.01 

EUR VIVENDI 2,796 76,536.66 0.07 

BRL VIVO PARTICIPACOES (pref. shares) 964 26,284.23 0.02 

USD VMWARE 57 4,874.23 0.00 

ZAR VODACOM GROUP 56 557.93 0.00 


EUR VOESTALPINE 434 15,995.98 0.01 



EUR VW (pref. shares) 452 54,586.51 0.05 


EUR WAERTSILAE CORPORTATION -B- 430 28,127.35 0.03 

USD WALGREEN 659 22,081.22 0.02




Description 

Quantity / 

Nominal 











TRUST 

416 13,209.32 0.01 

USD WASTE MANAGEMENT 302 10,777.14 0.01 

USD WATERS 55 3,904.32 0.00 


USD WEATHERFORD INTERNATIONAL 561 9,587.78 0.01 

USD WEINGARTEN REALTY INVESTORS 801 17,481.96 0.02 

USD WELLPOINT 305 17,257.22 0.02 





AUD WESFARMERS (price protected shares) 379 12,137.08 0.01 



USD WESTERN UNION 490 8,665.01 0.01 

AUD WESTFIELD 23,964 284,473.51 0.27 


USD WEYERHAEUSER 507 7,986.62 0.01 


USD WHIRLPOOL 61 4,903.73 0.00 

GBP WHITBREAD 433 11,084.84 0.01 





82 4,426.50 0.00 

SEK WIHLBORG FASTIGHETER 295 8,133.78 0.01 

USD WILLIAMS COMPANIES 427 8,161.55 0.01 



USD WINDSTREAM 308 3,789.05 0.00 

HKD WING HANG BANK 506 6,067.03 0.01 



USD WIPRO ADR 2,852 41,243.33 0.04 


TWD WISTRON 7,423 13,543.41 0.01 

GBP WOLSELEY 698 17,582.76 0.02 

EUR WOLTERS KLUWER 705 14,815.92 0.01 




KRW WOORI INVESTMENT & SECURITIES 694 12,695.86 0.01 


AUD WORLEYPARSONS 469 10,111.38 0.01 

GBP WPP 3,042 33,774.67 0.03 

USD WR BERKLEY 105 2,851.20 0.00 


HKD WYNN MACAU 3,753 6,488.53 0.01 


USD XCEL ENERGY 329 7,557.60 0.01 

USD XEROX 1,015 10,503.32 0.01 

USD XILINX 170 4,518.79 0.00 

USD XL GROUP 270 5,839.46 0.01 

GBP XSTRATA 5,013 96,214.27 0.09 

USD YAHOO 943 13,366.41 0.01 




JPY YAMAGUCHI FINANCIAL GROUP 483 4,554.65 0.00 

JPY YAMAHA 452 5,247.44 0.00 

JPY YAMAHA MOTOR 656 9,841.40 0.01 


JPY YAMATO HOLDINGS 991 11,982.72 0.01 








JPY YASKAWA ELECTRIC 518 4,173.10 0.00 

CAD YELLOW PAGES INCOME FUND 755 4,079.84 0.00 

JPY YOKOGAWA ELECTRIC 546 3,709.86 0.00 

MYR YTL 5,098 12,386.90 0.01 




USD YUM BRANDS 341 15,685.63 0.01 

EUR ZARDOYA OTIS 361 6,475.86 0.01 




Description 

Quantity / 

Nominal 

Page 63 




USD ZIMMER HOLDINGS 679 35,544.27 0.03 

CHF ZUEBLIN REAL ESTATE HOLDING 381 1,395.47 0.00 


GBP 3I GROUP 2,429 10,965.89 0.01 

USD 3M 469 40,654.89 0.04 



54,840,161.24 50.58 



Bonds 


7.125%/08-20.06.2011 

3,364 5,491.22 0.01 

CHF ABN AMRO BANK 2.5%/06-30.12.2015 209 225.22 0.00 


2.25%/09-22.05.2012 

176,913 181,265.54 0.17 

CHF AKADEMISKA HUS 2.125%/10-04.07.2018 523 548.87 0.00 



28.06.2017 

7,766 10,905.64 0.01 

CHF AMERICA MOVIL 2.25%/10-07.04.2015 784 820.50 0.00 


2.875%/07-16.04.2015 

686 641.89 0.00 


2%/10-16.12.2014 

261 271.90 0.00 


3.125%/10-10.08.2015 

235,885 238,385.01 0.22 

EUR ASFINAG 4.125%/03-21.10.2013 9,708 14,106.78 0.01 


07.02.2016 

917 878.06 0.00 


14.11.2014 

523 557.70 0.00 


16.07.2018 

412,798 502,940.82 0.46 


27.05.2014 

353,827 421,057.60 0.39 

CHF AUCHAN 3.75%/08-23.06.2015 52 58.31 0.00 


2%/10-08.07.2016 

261 269.68 0.00 


3.75%/10-10.03.2017 

15,532 22,048.78 0.02 


14.06.2022 

261 234.05 0.00 

CHF BANK OF AMERICA 1.875%/05-28.03.2012 314 321.62 0.00 

CHF BANK OF AMERICA 3%/07-14.06.2013 183 192.29 0.00 



CHF BANK OF IRELAND 3%/10-18.02.2013 523 517.58 0.00 

CHF BANK OF MOSCOW 4.5%/10-10.09.2013 261 272.03 0.00 

CHF BAYERISCHE LB 2.75%/06-12.12.2014 372 382.26 0.00 



CHF BFCM 2.5%/06-29.04.2013 209 218.27 0.00 

CHF BMW UK CAPITAL 2.125%/10-29.06.2015 523 543.26 0.00 

CHF BNG 2%/09-27.03.2013 157 165.95 0.00 

CHF BNG 2.125%/10-06.11.2018 261 276.98 0.00 

USD BNG 2.25%/09-17.01.2012 235,885 240,696.68 0.22 

CHF BNG 2.75%/03-03.07.2015 523 574.55 0.00 

CHF BNG 2.75%/09-11.05.2016 355 393.97 0.00 

EUR BNG 2.875%/09-15.01.2015 12,620 17,897.40 0.02 

EUR BNG 3%/10-30.03.2017 11,649 16,480.92 0.02 

EUR BNG 3.75%/10-14.01.2020 19,415 28,549.65 0.03 

EUR BNG 3.875%/09-04.11.2019 9,708 14,425.91 0.01 

EUR BNG 4.5%/99-10.03.2014 15,532 23,115.38 0.02 

USD BNG 5.125%/06-05.10.2016 235,885 274,271.79 0.25 

GBP BNG 5.2%/99-07.12.2028 5,607 10,109.74 0.01 

GBP BNG 5.75%/00-18.01.2019 5,607 10,456.07 0.01 

AUD BNG 6.25%/10-16.07.2015 500,000 490,521.17 0.45 

CHF BNP PARIBAS 1.875%/10-25.03.2015 261 272.56 0.00 

CHF BRANDBREW 4.5%/09-11.06.2014 157 173.89 0.00 

EUR BRD I/L 1.5%/06-15.04.2016 95,542 151,268.25 0.14 

EUR BRD I/L 1.75%/09-15.04.2020 19,108 29,474.12 0.03 

EUR BRD I/L 2.25%/07-15.04.2013 95,542 148,042.75 0.14 

EUR BRD S. 09 3.25%/09-04.01.2020 58,246 86,293.04 0.08 

EUR BRD 3%/10-04.07.2020 38,831 56,383.63 0.05 

EUR BRD 3.25%/05-04.07.2015 15,532 22,952.10 0.02 

EUR BRD 3.5%/09-04.07.2019 38,831 58,518.96 0.05 

EUR BRD 3.75%/06-04.01.2017 27,182 41,490.95 0.04 

EUR BRD 3.75%/08-04.01.2019 19,415 29,734.47 0.03 

EUR BRD 4.25%/04-04.07.2014 21,357 32,463.00 0.03 


0%/91-04.11.2021 

1,415,308 838,743.94 0.77 

USD CADES 1.375%/10-29.07.2013 117,942 119,428.39 0.11 

CHF CADES 2.125%/09-25.02.2015 523 558.77 0.00 

GBP CADES 3.75%/09-08.09.2014 5,607 9,521.34 0.01 


3.625%/08-16.04.2018 

523 610.66 0.00 

USD CANADA 2.375%/09-10.09.2014 153,325 160,699.94 0.15 

EUR CANADA 3.5%/10-13.01.2020 19,415 29,021.46 0.03 


LONDON 1.75%/10-30.06.2017 

523 544.06 0.00 

CHF CARREFOUR 2.625%/09-16.04.2012 523 549.94 0.00




Description 

Quantity / 

Nominal 



USD CFF (reg. -S-) 2.125%/10-22.04.2013 94,354 95,948.43 0.09 

CHF CFF 1.75%/09-28.04.2014 52 54.97 0.00 

EUR CFF 2%/09-17.02.2012 11,649 16,021.31 0.01 

CHF CFF 2.375%/05-24.08.2018 105 111.33 0.00 

CHF CFF 2.5%/09-04.03.2013 523 556.03 0.00 

EUR CFF 2.625%/10-16.04.2015 27,182 37,624.25 0.03 

CHF CFF 3.125%/03-10.10.2014 261 288.48 0.00 

CHF CFF 3.25%/08-21.09.2012 1,045 1,121.29 0.00 


CHF CIF EUROMORTGAGE 2%/10-30.01.2019 523 537.37 0.00 




23.02.2015 

592 606.19 0.00 


06.04.2021 

744 679.42 0.00 

CHF CITIGROUP 2.75%/06-29.06.2012 209 216.98 0.00 

CHF CITIGROUP 3%/07-21.03.2019 366 358.75 0.00 

USD CITIGROUP 5.375%/10-09.08.2020 235,885 245,249.25 0.23 


2.25%/09-30.04.2013 

105 110.84 0.00 


4.25%/09-10.11.2016 

7,766 11,352.00 0.01 


1.875%/09-07.02.2014 

418 444.02 0.00 


5.125%/07-20.04.2017 

235,885 276,928.55 0.26 

CHF CREDIT AGRICOLE LONDON 2%/10-08.04.2015 523 544.06 0.00 


24.09.2015 

23,299 31,823.14 0.03 


4.75%/09-05.08.2019 

15,532 22,986.03 0.02 


05.02.2015 

523 546.20 0.00 

CHF CREDIT SUISSE LONDON 3%/07-04.06.2012 157 165.79 0.00 


25.01.2017 

23,299 32,939.58 0.03 


3.45%/09-02.07.2012 

235,885 244,523.74 0.23 


4.875%/08-14.03.2018 

366 419.79 0.00 


01.05.2014 

79,021 88,518.14 0.08 


23.03.2015 

235,885 248,079.63 0.23 

CHF CRH 1.5%/10-21.09.2015 523 545.66 0.00 

CHF DANSKE BANK 2.75%/09-09.01.2015 157 169.88 0.00 

EUR DENMARK 1.75%/10-05.10.2015 11,649 15,895.67 0.01 

EUR DENMARK 3.125%/09-17.03.2014 42,994 61,988.38 0.06 


29.12.2011 

261 272.67 0.00 

ITL DEUTSCHE BANK 0%/96-15.10.2021 66,012,683 28,524.29 0.03 


CHF DEUTSCHE BANK 2%/10-05.03.2015 261 272.56 0.00 


FINANCE 4.25%/10-13.07.2022 

12,426 17,391.35 0.02 


01.02.2017 

235,885 276,527.55 0.26 

CHF DEXIA BIL 2.75%/06-14.06.2016 549 492.62 0.00 


CHF DEXIA CLF 2.125%/06-29.03.2012 261 268.82 0.00 

CHF DEXIA CLF 2.125%/09-07.12.2012 1,045 1,077.82 0.00 

GBP DEXIA CLF 2.5%/09-27.10.2011 3,364 5,359.23 0.00 


21.05.2012 

95,000,000 1,134,678.08 1.05 


02.05.2018 

261 279.25 0.00 


12.08.2019 

523 560.91 0.00 


09.08.2017 

470 535.39 0.00 


31.05.2012 

176,913 187,705.19 0.17 


24.04.2015 

523 544.59 0.00 


26.03.2018 

523 551.82 0.00 


20.01.2017 

19,415 27,759.77 0.03 


26.02.2016 

14,115 20,450.24 0.02 

EUR DZ BANK 6.25%/01-26.02.2016 3,495 5,230.10 0.00 

GBP EBRD 5.625%/98-07.12.2028 11,213 21,551.78 0.02 

CHF EDF 2.25%/10-29.09.2017 627 658.01 0.00 

CHF EDF 3.375%/08-18.12.2013 105 114.43 0.00 

EUR EDF 4.625%/10-26.04.2030 5,825 8,355.03 0.01 

EUR EIB (reg. -S-) S. 1510/0100 4.25%/09- 

15.04.2019 

9,554 14,731.28 0.01 

USD EIB 0%/96-06.11.2026 1,061,481 555,876.28 0.51 

CHF EIB 1.75%/10-21.04.2017 261 274.84 0.00 

CHF EIB 2%/09-24.04.2014 261 279.25 0.00 

CHF EIB 2%/10-24.08.2022 261 272.56 0.00 

USD EIB 3%/09-08.04.2014 353,827 376,931.84 0.35 

EUR EIB 3.125%/09-15.04.2014 19,415 27,865.79 0.03 

EUR EIB 3.5%/09-15.04.2016 19,415 28,411.82 0.03 

CHF EIB 3.5%/99-28.01.2014 2,044 2,284.73 0.00 

GBP EIB 4.75%/05-06.06.2012 5,607 9,376.45 0.01 

EUR EIB 5.625%/99-15.02.2028 38,831 69,276.17 0.06 

CHF EKSPORTFINANS 2.375%/03-26.06.2013 107 113.99 0.00 



Description 

Quantity / 

Nominal 

Page 64 





27.04.2020 

784 834.54 0.00 


11.02.2014 

131 142.17 0.00 


27.01.2014 

1,682 2,904.22 0.00 

EUR EUROFIMA 4%/09-27.10.2021 27,182 40,748.79 0.04 

USD EUROFIMA 5.25%/06-07.04.2016 353,827 411,323.82 0.38 

CHF EUROHYPO FRN 10-30.04.2013 131 133.11 0.00 

CHF EUROHYPO 4%/99-01.09.2014 1,742 1,967.72 0.00 


27.01.2015 

15,532 22,311.72 0.02 



06.04.2016 

11,649 17,153.64 0.02 




157 170.52 0.00 


24.04.2014 

117,942 126,410.57 0.12 


26.10.2012 

157 162.82 0.00 


21.03.2013 

19,415 26,869.17 0.02 

EUR FINLAND 1.75%/10-15.04.2016 19,415 26,453.02 0.02 

EUR FINLAND 3.375%/10-15.04.2020 42,714 62,336.89 0.06 

EUR FINLAND 3.875%/06-15.09.2017 19,415 29,477.36 0.03 

EUR FINLAND 4.375%/08-04.07.2019 9,554 15,033.89 0.01 

EUR FINLAND 5.375%/02-04.07.2013 47,771 72,743.36 0.07 










EUR FRANCE OAT 3.5%/10-25.04.2020 13,591 19,873.43 0.02 

EUR FRANCE OAT 3.75%/06-25.04.2017 19,415 29,093.02 0.03 

EUR FRANCE OAT 4%/08-25.04.2018 23,299 35,449.17 0.03 

EUR FRANCE OAT 4.25%/03-25.04.2019 19,415 30,065.79 0.03 

CHF FRANCE TELECOM 2.75%/06-11.04.2012 314 330.13 0.00 


CHF GDF SUEZ 3.5%/08-19.12.2012 235 253.49 0.00 

USD GECC T. 827 3.5%/10-29.06.2015 117,942 123,496.22 0.11 

CHF GECC 2%/10-15.01.2015 103 106.17 0.00 

CHF GECC 2.625%/10-20.01.2016 209 220.38 0.00 

CHF GECC 2.75%/07-27.12.2013 105 111.36 0.00 

CHF GECC 3%/04-16.10.2015 52 56.12 0.00 

CHF GECC 3.125%/04-06.12.2019 523 547.27 0.00 

CHF GECC 3.375%/06-19.06.2018 209 223.08 0.00 

CHF GECC 4%/08-26.08.2013 470 515.41 0.00 

CHF GECC 4.5%/08-09.10.2018 183 210.64 0.00 



06.07.2015 

11,649 17,008.92 0.02 





30.11.2012 

261 272.30 0.00 


3%/06-16.06.2016 

418 436.53 0.00 


15.10.2014 

261 267.47 0.00 


16.07.2015 

102 107.19 0.00 

USD IADB T. 28 3%/09-22.04.2014 235,885 251,830.43 0.23 

USD IADB T. 35 3.875%/10-14.02.2020 235,885 260,393.04 0.24 

USD IBM 8.375%/89-01.11.2019 353,827 488,054.73 0.45 


10.09.2012 

13,591 18,836.25 0.02 


27.01.2012 

11,649 16,261.29 0.01 

CHF ILE DE FRANCE 2.5%/09-28.09.2015 261 285.54 0.00 

CHF ILE DE FRANCE 2.75%/08-15.05.2015 951 1,049.58 0.00 


CHF ING BANK 2.125%/10-07.10.2016 523 533.63 0.00 

EUR ING BANK 5.25%/99-07.06.2019 5,825 8,749.46 0.01 


28.07.2015 

21,357 29,261.60 0.03 


15.07.2013 

19,415 26,948.68 0.02 


28.09.2017 

9,708 13,215.91 0.01 


& DEVELOPMENT 3.875%/09-20.05.2019 

28,970 43,694.28 0.04 


& DEVELOPMENT 9.25%/86-20.03.2016 

235,885 325,439.41 0.30 





USD JAPAN FINANCE 1.5%/10-06.07.2012 117,942 119,605.30 0.11




Description 

Quantity / 

Nominal 




CHF JP MORGAN CHASE 2.75%/07-23.01.2014 157 166.43 0.00 



16.05.2012 

470 506.75 0.00 

EUR KFW S. 213 5.5%/98-22.01.2018 23,299 38,380.78 0.04 

USD KFW 1.375%/10-15.07.2013 117,942 119,758.63 0.11 

EUR KFW 2.25%/10-21.09.2017 15,532 21,132.73 0.02 

CHF KFW 2.875%/08-02.05.2014 261 287.41 0.00 

GBP KFW 3.75%/09-07.09.2016 5,607 9,477.16 0.01 

EUR KFW 3.875%/09-21.01.2019 11,649 17,533.74 0.02 

USD KFW 4%/10-27.01.2020 117,942 130,632.91 0.12 

USD KFW 4.375%/05-21.07.2015 353,827 399,470.62 0.37 

GBP KFW 5.75%/99-07.12.2011 4,822 8,022.72 0.01 


05.05.2015 

235,885 247,655.27 0.23 

CHF KOMMUNALBANKEN 2%/09-19.12.2014 261 278.45 0.00 

CHF KOMMUNALBANKEN 2.875%/09-09.05.2017 261 291.15 0.00 


14.02.2022 

523 494.04 0.00 


22.06.2026 

261 272.56 0.00 

CHF KOMMUNALKREDIT 2.75%/03-07.05.2013 261 282.46 0.00 


CHF KOMMUNEKREDIT 1.375%/10-21.01.2015 523 543.26 0.00 


04.12.2015 

470 512.76 0.00 


07.12.2016 

261 287.54 0.00 


01.10.2014 

523 530.68 0.00 


15.08.2017 

261 276.71 0.00 

USD LANDESBANK BADEN-WUERTTEMBERG S. 

5234 4.125%/08-15.07.2011 

2,000,000 2,054,999.99 1.90 


5268 2.5%/09-07.12.2012 

5,607 9,021.29 0.01 


2.75%/07-13.03.2012 

418 437.17 0.00 


1013 2%/10-15.06.2015 

23,299 32,103.05 0.03 


5.25%/07-18.01.2012 

5,607 9,316.37 0.01 


1.75%/10-16.01.2017 

523 549.68 0.00 


3.25%/02-28.08.2012 

105 112.77 0.00 


15.07.2013 

117,942 119,510.95 0.11 


29.01.2014 

11,649 16,716.84 0.02 


12.01.2015 

235,885 241,734.57 0.22 

CHF LLOYDS TSB BANK 2.5%/10-23.03.2015 523 531.53 0.00 

CHF LVMH 3.625%/08-02.12.2011 470 497.12 0.00 

CHF MANITOBA 2.25%/09-05.05.2014 209 225.17 0.00 

CHF MCDONALD'S 3.25%/07-12.12.2012 261 282.33 0.00 


3.125%/06-27.06.2016 

366 381.40 0.00 

USD MICROSOFT 1.625%/10-25.09.2015 117,942 118,001.29 0.11 

CHF MORGAN STANLEY 2%/05-17.11.2011 157 160.97 0.00 

CHF MORGAN STANLEY 2.5%/05-17.11.2015 157 157.28 0.00 



04.10.2013 

11,649 15,840.01 0.01 


14.07.2017 

784 810.07 0.00 


23.01.2015 

13,591 19,125.69 0.02 


15.07.2016 

7,766 11,544.97 0.01 


08.12.2014 

2,243 3,929.40 0.00 

CHF NATIXIS 2.375%/03-19.12.2013 261 278.72 0.00 

EUR NATIXIS 7.75%/93-01.06.2019 8,815 16,239.93 0.01 


2.625%/08-22.09.2015 

131 142.70 0.00 


2.25%/09-13.05.2014 

784 841.37 0.00 


3.375%/10-01.02.2017 

11,649 16,839.85 0.02 


4.25%/08-21.11.2013 

7,766 11,420.00 0.01 


09.09.2015 

353,827 355,383.78 0.33 


S. 1171 2.375%/10-10.12.2013 

5,607 9,063.69 0.01 


1.75%/10-22.07.2016 

523 550.48 0.00 


2.5%/05-20.04.2015 

261 284.33 0.00 


3.125%/09-20.01.2012 

11,649 16,285.31 0.02 


24.04.2012 

523 541.65 0.00 


05.08.2013 

679 721.88 0.00 


12.08.2014 

126 134.96 0.00 


29.05.2015 

366 393.95 0.00 





Description 

Quantity / 

Nominal 

Page 65 










CHF NEW BRUNSWICK 2.875%/09-04.03.2016 523 580.37 0.00 



22.02.2016 

418 436.96 0.00 




11.04.2018 

261 286.34 0.00 


15.07.2015 

235,885 246,947.62 0.23 


08.04.2014 

7,766 11,114.51 0.01 


21.12.2018 

5,956 10,708.04 0.01 


13.09.2013 

11,649 15,770.03 0.01 


02.05.2012 

261 277.78 0.00 


USD NRW.BANK 1.375%/10-26.08.2013 235,885 237,040.46 0.22 

EUR NRW.BANK 2.375%/10-04.06.2015 19,415 26,908.93 0.02 


02.12.2013 

261 282.06 0.00 

CHF OEKB 2.625%/06-22.11.2024 209 225.75 0.00 

CHF OEKB 2.75%/08-14.07.2014 261 284.87 0.00 

CHF OEKB 2.875%/05-25.02.2030 261 295.17 0.00 

CHF OEKB 3%/03-23.10.2015 261 290.35 0.00 

CHF OEKB 3%/07-05.12.2013 157 171.08 0.00 


6.125%/99-20.10.2014 

2,243 4,008.20 0.00 



30.01.2015 

78 87.11 0.00 



07.11.2016 

157 164.10 0.00 



18.02.2013 

261 276.04 0.00 



21.07.2017 

418 455.79 0.00 

USD PFIZER 5.35%/09-15.03.2015 117,942 135,763.40 0.13 


11.03.2013 

523 560.91 0.00 

CHF PHILIP MORRIS 4%/08-18.09.2012 470 508.91 0.00 



CHF PROVINCE OF ONTARIO 2.375%/10-07.05.2020 261 280.46 0.00 





CHF QUEBEC 2.25%/05-05.10.2015 101 107.89 0.00 

CHF QUEBEC 3.125%/09-11.12.2015 209 232.50 0.00 

CHF QUEBEC 3.875%/09-11.12.2018 105 123.47 0.00 


14.07.2025 

19,415 27,441.70 0.03 


CHF RABOBANK 2%/10-16.09.2021 261 262.80 0.00 

CHF RABOBANK 2.125%/06-13.08.2012 418 438.88 0.00 

CHF RABOBANK 2.5%/09-19.02.2013 523 555.65 0.00 

EUR RABOBANK 3%/10-16.02.2015 15,532 21,811.29 0.02 

CAD RABOBANK 3.5%/09-02.07.2014 33,000 33,745.67 0.03 

CHF RABOBANK 4.25%/00-14.09.2012 523 571.07 0.00 

EUR RABOBANK 4.375%/09-05.05.2016 27,182 40,351.73 0.04 

EUR RABOBANK 4.375%/09-22.01.2014 7,766 11,345.64 0.01 


3.375%/08-21.03.2016 

523 596.22 0.00 


01.12.2021 

14,577 26,951.48 0.02 

CHF ROCHE HOLDINGS 2.5%/09-23.03.2012 523 548.07 0.00 


CHF ROYAL BANK OF CANADA FRN 07-13.11.2012 261 267.88 0.00 


2.25%/09-09.10.2012 

209 216.23 0.00 


09.12.2011 

176,913 181,513.22 0.17 


08.10.2015 

261 265.91 0.00 


08.09.2015 

7,766 10,592.87 0.01 


USD SFEF (reg. -S-) 2.125%/09-30.01.2012 235,885 240,687.24 0.22 

USD SFEF (reg. -S-) 3.375%/09-05.05.2014 117,942 126,646.46 0.12 

EUR SFEF 3%/09-07.04.2014 15,532 22,159.04 0.02 

EUR SFEF 3.125%/09-30.06.2014 19,415 27,860.49 0.03 


5.625%/06-16.03.2016 

153,325 177,151.71 0.16 

CHF SNCF 2.625%/06-13.12.2021 157 172.69 0.00 

CHF SNCF 2.75%/09-11.06.2018 157 174.29 0.00




Description 

Quantity / 

Nominal 



EUR SNS BANK 3.625%/10-10.03.2017 11,649 16,597.02 0.02 

CHF SOCIETE GENERALE 1.875%/10-20.10.2014 523 541.95 0.00 


CHF SPI AUSTRALIA ASSETS 2.25%/10-09.08.2016 261 269.62 0.00 


2.375%/10-08.09.2015 

261 273.30 0.00 

CHF STADSHYPOTEK 2%/10-01.12.2016 261 274.70 0.00 

CHF STATNETT 3%/08-21.11.2011 320 336.09 0.00 

CHF SWEDBANK MORTGAGE 1.25%/10-22.04.2013 454 471.55 0.00 


05.10.2016 

7,766 11,163.28 0.01 

USD SWEDEN 1.75%/10-07.05.2013 117,942 120,985.23 0.11 

EUR SWEDEN 3.125%/09-07.05.2014 19,415 28,040.73 0.03 

GBP SWEDEN 9.75%/85-15.09.2014 16,259 32,820.48 0.03 


2.75%/07-14.06.2013 

105 112.61 0.00 


09.02.2017 

261 286.07 0.00 


28.12.2015 

523 570.81 0.00 


15.07.2013 

470 517.10 0.00 



24.06.2011 

3,364 5,506.07 0.01 

USD TOTAL CAPITAL 3.75%/08-26.09.2011 1,000,000 1,028,100.00 0.95 


12.08.2013 

235,885 238,038.26 0.22 



06.08.2012 

131 140.29 0.00 


USD TOYOTA MOTOR CREDIT 5.125%/06- 

25.10.2011 

1,000,000 1,042,030.00 0.96 


15.07.2015 

7,766 10,884.44 0.01 




23.10.2018 

520 532.29 0.00 

EUR UBS LONDON 3%/09-06.10.2014 23,299 32,790.08 0.03 

EUR UBS LONDON 3.875%/09-02.12.2019 11,649 16,959.62 0.02 

CHF UNILEVER 3.625%/08-02.12.2011 105 110.63 0.00 

GBP UNILEVER 4.75%/09-16.06.2017 1,682 2,951.55 0.00 















USD US I/L S. C-2012 3%/02-15.07.2012 151,056 194,490.24 0.18 

USD US I/L 1.25%/10-15.07.2020 176,232 185,447.63 0.17 

USD US I/L 1.375%/08-15.01.2020 302,113 324,564.02 0.30 

USD US I/L 1.375%/08-15.07.2018 100,704 109,128.45 0.10 

USD US I/L 1.625%/05-15.01.2015 151,056 184,431.70 0.17 

USD US I/L 1.625%/08-15.01.2018 125,880 142,293.83 0.13 

USD US I/L 1.875%/03-15.07.2013 151,056 190,594.16 0.18 

USD US I/L 1.875%/05-15.07.2015 151,056 184,332.20 0.17 

USD US I/L 2%/04-15.01.2014 151,056 191,315.28 0.18 

USD US I/L 2%/04-15.07.2014 151,056 189,065.71 0.17 

USD US I/L 2%/06-15.01.2016 151,056 182,228.69 0.17 

USD US I/L 2%/07-15.04.2012 50,352 55,993.60 0.05 

USD US I/L 2.125%/09-15.01.2019 151,056 172,953.48 0.16 

USD US I/L 2.375%/06-15.04.2011 100,704 111,966.06 0.10 

USD US I/L 2.375%/07-15.01.2017 176,232 215,045.04 0.20 

USD US I/L 2.5%/06-15.07.2016 176,232 215,898.60 0.20 

USD US I/L 2.625%/07-15.07.2017 125,880 152,929.82 0.14 

USD US I/L 3.5%/01-15.01.2011 100,704 127,270.74 0.12 

USD US S. F-2019 3.375%/09-15.11.2019 1,887,077 2,033,030.63 1.88 

USD US S. N-2014 2.625%/09-30.06.2014 2,830,616 3,013,720.98 2.78 

USD US S. Q-2016 3.125%/09-31.10.2016 2,830,616 3,072,544.71 2.84 

USD US S. T-2011 1.125%/08-15.12.2011 589,712 595,378.33 0.55 

USD US S. W-2012 1.375%/09-15.03.2012 1,651,192 1,676,734.28 1.55 

USD US 4.5%/08-15.05.2038 235,885 271,230.47 0.25 

USD US 5.25%/98-15.11.2028 471,769 595,977.26 0.55 

USD US 6.25%/00-15.05.2030 507,152 717,461.53 0.66 

USD US 7.5%/86-15.11.2016 1,887,077 2,526,914.07 2.33 

USD US 7.875%/91-15.02.2021 943,539 1,398,206.14 1.29 

CHF VATTENFALL 3.375%/08-27.02.2015 261 287.01 0.00 

CHF VORARLBERGER LHB 1.5%/10-23.05.2014 261 272.23 0.00 



CHF VP BANK 2.5%/10-27.05.2016 627 645.17 0.00 

CHF VTB CAPITAL 4%/10-16.08.2013 523 541.92 0.00 



Description 

Quantity / 

Nominal 

Page 66 



CHF WESTPAC BANKING 2.5%/10-16.02.2017 261 275.95 0.00 


CHF WORLDBANK 0%/85-21.10.2015 866 836.38 0.00 

USD WORLDBANK 3.5%/08-08.10.2013 235,885 254,519.51 0.23 

USD WORLDBANK 7.625%/93-19.01.2023 353,827 512,978.30 0.47 

USD WORLDBANK 8.625%/86-15.10.2016 117,942 160,216.26 0.15 


18.07.2012 

261 281.46 0.00 


30.09.2013 

117,942 123,261.51 0.11 

Bonds 


44,451,085.82 41.00 

Bonds 44,451,085.82 41.00 





GBP IRP PROPERTY INVESTMENTS 642 788.73 0.00 

GBP ISIS PROPERTY TRUST 538 813.74 0.00 



INCOME FUND 

833 826.69 0.00 






617 590,545.92 0.54 



1 786.57 0.00 



0 271.42 0.00 



1 958.97 0.00 



704 1,066,818.64 0.98 



482 509,213.72 0.47 



1C- 

49,106 1,942,134.64 1.80 




4,239,564.06 3.91 







0.00 0.00 



Cash at banks 4,366,495.27 4.03 

Due to banks -112,106.96 -0.10 

Other net assets 608,672.27 0.56 

Total net assets 108,411,482.84 100.00


Credit Suisse Portfolio Fund (Lux) Growth (Euro) 





EUR 

951292 LU0091101195 1.70% 1.85% 




2009 

Page 67 

2008 2007 


EUR 

6.08% 

/ 

23.78% 

-31.85% -1.22% 

Notes 





Valuation 

(in EUR) 


18 497,174.31 -9,051.15 


0 3,354.97 31.27 


2 114,508.92 -248.93 


0 131,796.72 173.77 


0 8,589.69 24.98 


0 38.23 -0.62 


1 38,846.61 478.55 


1 194,233.04 2,487.20 


1 63,356.24 -687.92 


0 34,136.24 377.63 


2 17,515,377.53 -1,259.43 


FUTURES -500- 01/11 

USD 

8 2,152,000.00 130,737.09 


123,062.44 



Maturity 

Valuation 

(in EUR) 

USD 5,150,000 EUR -3,976,527 17.12.2010 

-199,742.91 

EUR 448,229 CAD -600,000 17.12.2010 

20,184.33 

CHF 1,700,000 EUR -1,307,592 17.12.2010 

-31,179.37 

GBP 1,250,000 EUR -1,493,072 17.12.2010 

-49,809.13 


-260,547.08




Assets 






Liabilities 

91,640,528.38 





Net assets 


EUR 

30.09.2010 

503,476.65 

91,137,051.73 


91,137,051.73 117,379,815.52 83,561,671.14 



EUR 

116.79 116.42 

83.31 


of the period 


of the period 


issued 

Page 68 


redeemed 


EUR 

780,327.937 1,008,223.343 206,305.132 434,200.538 





Page 69 


Income 





Expenses 

1,606,815.87 








945,423.29 







9,878,547.06 






-10,877,343.02 

Net increase (decrease) in net assets as a result of operations -337,403.38 



01.04.2010 to 

30.09.2010 



-25,905,360.41 








USA 

Germany 

France 

Netherlands 


Japan 


Spain 

Canada 

Italy 

Australia 

Finland 

Hong Kong 

Switzerland 


Brazil 

South Korea 

PR China 

Taiwan 

Belgium 

India 

Singapore 

South Africa 

Ireland 

Russia 

Austria 

Sweden 

Mexico 

Denmark 

Portugal 

Norway 


Malaysia 

Bermuda 

Indonesia 

Turkey 

Greece 

Panama 

Thailand 

Poland 

Jersey 


Chile 

Israel 

Colombia 

Argentina 


Hungary 

Peru 

Philippines 

New Zealand 

Isle of Man 

Cyprus 

Mauritius 

Guernsey 

Liechtenstein 



19.06 

10.87 

10.17 

7.90 

6.30 

5.64 

5.22 

3.31 

3.28 

2.76 

2.58 

2.04 

1.83 

1.78 

1.56 

1.37 

1.11 

0.93 

0.87 

0.78 

0.74 

0.65 

0.60 

0.48 

0.47 

0.44 

0.44 

0.44 

0.43 

0.34 

0.25 

0.23 

0.23 

0.19 

0.18 

0.15 

0.13 

0.13 

0.12 

0.12 

0.11 

0.10 

0.10 

0.08 

0.07 

0.06 

0.05 

0.04 

0.04 

0.03 

0.03 

0.02 

0.02 

0.01 

0.01 

0.00 

Undefined 

Total 





Petroleum 

Real estate 






Chemicals 


Vehicles 






















Biotechnology 












Total 

Page 70 

0.00 

96.89 

16.85 

9.69 

7.67 

5.78 

4.83 

4.57 

4.42 

3.97 

3.92 

3.46 

2.59 

2.39 

2.30 

2.18 

2.08 

1.90 

1.81 

1.70 

1.56 

1.44 

1.44 

1.31 

1.10 

0.85 

0.71 

0.70 

0.68 

0.66 

0.65 

0.56 

0.50 

0.40 

0.37 

0.34 

0.26 

0.24 

0.24 

0.21 

0.18 

0.14 

0.06 

0.05 

0.04 

0.03 

0.03 

0.03 

96.89






Description 

Quantity / 

Nominal 








JPY ABC-MART 86 1,945.57 0.00 



ZAR ABSA GROUP 964 13,573.61 0.01 



EUR ACCIONA 207 12,851.76 0.01 

EUR ACCOR 1,056 28,284.48 0.03 

USD ACE 339 14,446.95 0.02 

TWD ACER 8,057 14,999.06 0.02 


JPY ACOM 147 1,625.43 0.00 

CHF ACTELION (reg. shares) 0 14.74 0.00 




EUR ADIDAS 1,601 72,697.40 0.08 






JPY ADVANTEST 455 6,630.10 0.01 

EUR AEGON 11,915 52,366.06 0.06 

JPY AEON 1,793 14,090.17 0.02 


JPY AEON MALL 1,199 21,331.08 0.02 


USD AES 652 5,417.28 0.01 

USD AETNA 398 9,206.84 0.01 

EUR AFFINE 30 524.64 0.00 

USD AFLAC 457 17,298.79 0.02 


USD AGCO 84 2,403.20 0.00 

EUR AGEAS 16,828 35,339.66 0.04 

GBP AGGREKO 654 11,849.40 0.01 



AUD AGL ENERGY 1,116 12,795.84 0.01 



CAD AGRIUM 465 25,639.69 0.03 



JPY AIR WATER 392 3,413.53 0.00 

USD AIRGAS 63 3,152.49 0.00 


JPY AJINOMOTO 1,962 14,056.73 0.02 


TRY AKBANK 6,315 28,302.11 0.03 

EUR AKZO NOBEL 1,761 79,693.78 0.09 


USD ALCOA 1,033 9,166.05 0.01 



MXN ALFA -A- 2,374 13,497.17 0.01 








USD ALLERGAN 302 14,741.51 0.02 







339 5,496.11 0.01 


USD ALLSTATE 498 11,514.35 0.01 

EUR ALPHA BANK 3,612 16,613.38 0.02 


EUR ALSTOM 1,594 59,652.58 0.07 


USD ALTERA 332 7,327.74 0.01 


AUD ALUMINA 6,016 7,722.55 0.01 


JPY AMADA 1,060 5,314.37 0.01 

USD AMAZON.COM 352 40,481.18 0.04 



Description 

Quantity / 

Nominal 

Page 71 





shares) 

458 40,567.89 0.04 

AUD AMCOR 3,013 13,910.68 0.02 

GBP AMEC 836 9,514.39 0.01 

USD AMEREN 275 5,719.29 0.01 











USD AMETEK 90 3,166.08 0.00 

USD AMGEN 3,634 146,677.18 0.16 



AUD AMP 5,149 18,662.98 0.02 

USD AMPHENOL -A- 173 6,200.62 0.01 











USD AON 235 6,736.70 0.01 


USD APACHE 1,874 134,186.04 0.15 



USD APPLE 1,959 407,136.85 0.46 






USD ARCH COAL 165 3,232.34 0.00 






CHF ARYZTA 233 7,525.47 0.01 





AUD ASCIANO 7,211 8,438.71 0.01 



JPY ASICS CORP 471 3,514.01 0.00 








USD ASSURANT 1,029 30,685.30 0.03 




AUD ASX 442 10,213.85 0.01 


EUR ATLANTIA 5,506 83,690.14 0.09 


USD AT&T 5,834 122,219.24 0.13 




USD AUTODESK 264 6,178.33 0.01 

EUR AUTOGRILL 837 7,699.55 0.01 




USD AUTOZONE 28 4,677.00 0.01 



GBP AVIVA 6,923 31,876.13 0.03 

USD AVNET 147 2,901.60 0.00 





Description 

Quantity / 

Nominal 



EUR AXA 13,006 166,801.33 0.18 




PHP AYALA LAND 36,534 10,732.40 0.01 

EUR A2A 7,915 8,904.82 0.01 








USD BALL 112 4,846.08 0.01 






shares) 

32,215 319,085.52 0.36 































GBP BARCLAYS 28,302 97,874.20 0.11 





USD BB&T 712 12,555.87 0.01 


CAD BCE 743 17,768.78 0.02 




EUR BEFIMMO 166 10,272.79 0.01 



EUR BELGACOM 1,168 33,410.74 0.04 






USD BEST BUY 4,374 130,822.35 0.14 

GBP BG GROUP 8,369 108,049.52 0.12 





AUD BILLABONG 533 3,013.65 0.00 




USD BLACKROCK 41 5,158.87 0.01 





8,032 49,140.01 0.05 

EUR BMW 5,560 285,989.38 0.32 





Description 

Quantity / 

Nominal 

Page 72 




TRUST 

434 14,574.47 0.02 


USD BOEING 1,929 94,039.54 0.10 



AUD BORAL 1,858 6,074.28 0.01 




EUR BOUYGUES 4,694 147,798.44 0.16 

GBP BP 46,517 229,700.83 0.26 


AUD BRAMBLES 3,528 15,688.89 0.02 








shares) 

1,304 6,168.61 0.01 







USD BROADCOM -A- 468 12,127.74 0.01 





GBP BT GROUP 19,080 30,832.95 0.03 



USD BUNGE 140 6,066.24 0.01 


GBP BUNZL 795 6,967.51 0.01 




D'AERONEFS 

353 18,059.98 0.02 


USD CA 425 6,568.90 0.01 




CAD CAE 739 5,607.54 0.01 




USD CALPINE 355 3,234.13 0.00 



CAD CAMECO 1,162 23,728.79 0.03 





595 7,227.58 0.01 









JPY CANON 3,334 113,857.86 0.12 


EUR CAP GEMINI 1,106 40,718.54 0.04 









USD CAPLEASE 525 2,149.91 0.00 



USD CARMAX 193 3,937.41 0.00 

GBP CARNIVAL 432 12,467.87 0.01 


EUR CARREFOUR 4,532 178,624.70 0.20 



SEK CASTELLUM 1,674 16,330.12 0.02




Description 

Quantity / 

Nominal 








USD CBS -B- 599 6,953.17 0.01 



USD CELANESE -A- 185 4,360.63 0.00 

EUR CELESIO 552 8,805.22 0.01 

USD CELGENE 446 18,804.19 0.02 





shares) -B- 

367 4,030.06 0.00 


GBP CENTRICA 12,729 47,532.05 0.05 


USD CEPHALON 73 3,331.54 0.00 

USD CERNER 74 4,533.42 0.00 



shares) -B- 

730 7,987.42 0.01 



CAD CGI (v) -A- 749 8,282.65 0.01 





INTERNATIONAL 

45 1,098.55 0.00 






1,101 7,065.15 0.01 







USD CHEVRON 5,693 337,998.84 0.38 

JPY CHIBA BANK 2,080 8,881.72 0.01 



























JPY CHIYODA 471 2,820.29 0.00 



USD CHUBB 315 13,154.83 0.01 













shares) 

1,409 16,723.98 0.02 





Description 

Quantity / 

Nominal 

Page 73 






BRL CIELO 824 5,246.59 0.01 

USD CIGNA 262 6,858.32 0.01 





USD CINTAS 117 2,355.34 0.00 


USD CIT GROUP 207 6,194.31 0.01 


USD CITIGROUP 53,506 152,850.58 0.17 







USD CLOROX 126 6,143.63 0.01 




USD CME GROUP -A- 68 12,952.70 0.01 

HKD CNOOC 57,255 81,250.76 0.09 


USD COACH 316 9,947.06 0.01 

GBP COBHAM 2,925 7,798.03 0.01 

USD COCA-COLA 2,072 88,810.71 0.10 






AUD COCHLEAR 140 6,985.89 0.01 







USD COMCAST -A- 2,096 27,760.43 0.03 


USD COMERICA 148 4,025.45 0.00 






















EUR CORIO 1,362 68,299.97 0.07 

USD CORNING 1,495 20,011.55 0.02 



SGD COSCO 2,361 2,327.25 0.00 


JPY COSMO OIL 1,531 2,925.59 0.00 




USD COVANCE 50 1,700.04 0.00 


USD COVIDIEN 3,090 90,956.55 0.10 

USD CR BARD 92 5,511.52 0.01 

USD CREDICORP 228 19,057.49 0.02 



USD CREE 85 3,380.76 0.00 


EUR CRH 9,104 109,613.54 0.12 


CAD CROMBIE 303 2,780.26 0.00




Description 

Quantity / 

Nominal 



AUD CROWN 1,228 7,306.18 0.01 



CHF CS GROUP (reg. shares) 801 25,228.61 0.03 

AUD CSL 1,435 33,640.86 0.04 

AUD CSR 3,858 4,924.73 0.01 

USD CSX 388 15,718.36 0.02 

USD CUMMINS 200 13,267.99 0.01 



GBP DAEJAN 36 1,088.02 0.00 





ENGINEERING 

583 10,212.83 0.01 


JPY DAIBIRU 603 3,266.58 0.00 












USD DANAHER 543 16,153.06 0.02 

EUR DANONE 4,418 193,818.97 0.21 





42,913 13,119.03 0.01 

USD DAVITA 117 5,937.81 0.01 



USD DEAN FOODS 178 1,330.75 0.00 

USD DEERE & CO 431 22,007.95 0.02 


USD DELL 1,748 16,590.23 0.02 




JPY DENA 243 5,608.86 0.01 



JPY DENSO 1,429 31,000.50 0.03 


JPY DENTSU 471 7,986.01 0.01 














USD DEVRY 52 1,873.61 0.00 

EUR DEXIA 3,937 12,724.70 0.01 


GBP DIAGEO 6,197 78,398.74 0.09 



EUR DIC ASSET 276 2,021.87 0.00 




USD DIRECTV 886 27,029.59 0.03 








CONSTRUCTION 

207 11,279.63 0.01 


USD DOVER 196 7,489.54 0.01 



USD DR HORTON 290 2,365.84 0.00 




Description 

Quantity / 

Nominal 

Page 74 



USD DTE ENERGY 181 6,100.30 0.01 






Series -A- 

366 7,341.04 0.01 





USD EATON 2,194 132,553.89 0.15 


USD EBAY 5,331 95,276.22 0.10 

EUR EBRO FOODS 1,767 25,927.88 0.03 

USD ECOLAB 239 8,894.81 0.01 


EUR EDENRED 1,056 15,343.42 0.02 

EUR EDF 1,983 62,746.53 0.07 







EUR EIFFAGE 295 10,272.43 0.01 

JPY EISAI 742 18,984.01 0.02 

USD EL PASO 679 6,158.89 0.01 

EUR ELAN 3,432 14,161.75 0.02 






EUR ELISA -A- 955 16,086.88 0.02 



AERONAUTICA 

4,276 21,835.72 0.02 

USD EMC 1,985 29,537.15 0.03 


CAD EMPIRE (nv) -A- 79 3,117.47 0.00 


(CHILE) ADR 

599 23,711.94 0.03 

EUR ENAGAS 1,284 19,085.31 0.02 

CAD ENBRIDGE 1,062 40,859.80 0.04 

CAD ENCANA 2,186 48,538.08 0.05 

EUR ENEL 97,950 382,985.04 0.43 

USD ENERGEN 73 2,443.79 0.00 





EUR ENI 19,604 310,327.19 0.35 


USD ENTERGY 196 10,994.68 0.01 




USD EQT CORP 112 2,963.39 0.00 

USD EQUIFAX 103 2,353.49 0.00 


USD EQUITY ONE 403 4,981.52 0.01 


EUR ERAMET 38 8,302.41 0.01 



4,264 11,119.51 0.01 








EUR EURAZEO 213 10,485.97 0.01 



173 1,037.67 0.00 



SPACE 

3,171 58,020.38 0.06 




USD EXELON 678 21,136.30 0.02 

EUR EXOR 432 7,342.55 0.01 

USD EXPEDIA 175 3,614.29 0.00 


WASHINGTON 

199 6,754.05 0.01 

GBP EXPERIAN 2,532 20,250.64 0.02 



TRUST 

671 4,910.31 0.01




Description 

Quantity / 

Nominal 





SEK FABEGE 1,599 11,790.73 0.01 





JPY FANUC 561 52,307.20 0.06 



USD FASTENAL 144 5,622.73 0.01 


USD FEDEX 308 19,258.73 0.02 


EUR FERROVIAL 3,158 21,659.54 0.02 

EUR FIAT 5,716 64,704.90 0.07 















ZAR FIRSTRAND 10,920 24,613.28 0.03 

USD FISERV 163 6,432.25 0.01 






USD FLUOR (new) 173 6,285.60 0.01 

USD FMC 70 3,521.23 0.00 



CONTRATAS 

218 4,419.00 0.00 



USD FORD MOTOR 2,911 26,094.99 0.03 






CAD FORTIS 510 11,625.26 0.01 

EUR FORTUM 3,410 65,428.59 0.07 










EUR FRAPORT 267 11,888.67 0.01 



EUR FRESENIUS 197 11,596.19 0.01 



GBP FRESNILLO 431 6,183.26 0.01 



EUR FUGRO CERT. 542 26,149.60 0.03 





JPY FUJITSU 5,494 28,230.45 0.03 



USD F5 NETWORKS 80 6,075.92 0.01 





USD GAMESTOP -A- 140 2,025.75 0.00 

MYR GAMUDA 19,491 17,944.24 0.02 

USD GAP 518 7,069.85 0.01 





Description 

Quantity / 

Nominal 

Page 75 




EUR GDF SUEZ 9,427 247,559.07 0.28 

EUR GEA GROUP 1,282 23,513.98 0.03 

CHF GEBERIT 61 8,041.07 0.01 

EUR GECINA 312 27,157.02 0.03 




MYR GENTING 10,320 24,292.01 0.03 





USD GENZYME 264 13,678.76 0.02 












CAD GOLDCORP 2,167 69,178.02 0.08 






USD GOODRICH 1,120 60,462.68 0.07 


USD GOOGLE 530 203,968.36 0.23 



GBP GRAINGER 3,159 4,003.57 0.00 




PROGNOSTICS 

1,606 18,633.45 0.02 

EUR GRIFOLS 1,000 10,514.95 0.01 












JPY GS YUASA 1,099 5,655.73 0.01 

PLN GTC 1,714 9,618.08 0.01 



JPY GUNMA BANK 1,256 4,811.98 0.01 

GBP G4S 3,547 10,423.09 0.01 

USD H & R BLOCK 284 2,693.13 0.00 






GBP HAMMERSON 8,672 39,466.58 0.04 








shares) 

417 14,082.06 0.02 



KRW HANWHA 356 10,055.14 0.01 



USD HARRIS 109 3,532.02 0.00 

USD HARSCO 74 1,340.79 0.00 



USD HASBRO 129 4,201.12 0.00 

USD HCP 5,094 134,241.17 0.15 







Description 

Quantity / 

Nominal 



EUR HEINEKEN 1,948 74,112.13 0.08 




ORGANIZATIONS 

2,221 11,728.81 0.01 




EUR HENKEL 972 32,289.85 0.04 





USD HESS 3,174 137,436.74 0.15 








JPY HITACHI 13,265 42,452.35 0.05 






USD H.J. HEINZ 291 10,105.34 0.01 


EUR HOCHTIEF 363 23,085.52 0.03 





USD HOLOGIC 248 2,910.02 0.00 

USD HOME DEPOT 4,647 107,843.17 0.12 












USD HOSPIRA 160 6,676.23 0.01 




JPY HOYA 1,272 22,688.28 0.02 









USD HUMANA 164 6,053.50 0.01 







CONSTRUCTION 

282 5,463.07 0.01 









CAD IAMGOLD 1,043 13,571.10 0.01 

EUR IBERDROLA 30,663 173,033.11 0.19 



JPY IBIDEN 369 6,854.11 0.01 

USD IBM 2,091 205,476.09 0.24 

EUR ICADE 366 28,169.73 0.03 

GBP ICAP 1,353 6,737.28 0.01 




JPY IHI 4,081 5,725.92 0.01 



Description 

Quantity / 

Nominal 

Page 76 



USD IHS -A- 34 1,711.96 0.00 

MYR IJM 9,633 11,862.56 0.01 

EUR ILIAD 119 9,093.45 0.01 


USD ILLUMINA 142 5,102.42 0.01 

EUR IMERYS 275 12,071.34 0.01 










shares) 

3,569 207,950.97 0.24 


CHINA -H- 

162,329 88,529.71 0.10 










GBP INMARSAT 1,106 8,471.37 0.01 





JPY INPEX 6 21,637.38 0.02 




USD INTEL 13,243 186,532.30 0.20 













USD INTUIT 296 9,506.74 0.01 


GBP INVENSYS 2,056 7,082.43 0.01 

TWD INVENTEC 20,971 7,990.06 0.01 

USD INVESCO 421 6,551.49 0.01 

ZAR INVESTEC 1,746 10,905.31 0.01 

GBP INVESTEC 1,203 7,061.04 0.01 





EUR IPSEN 183 4,450.34 0.00 





USD ITC GDR 21,898 63,444.99 0.07 

JPY ITO EN 157 1,887.08 0.00 

JPY ITOCHU 4,395 29,444.46 0.03 


USD ITT 188 6,431.97 0.01 


GBP ITV 9,430 6,492.77 0.01 


JPY IYO BANK 628 3,727.36 0.00 




JPY JAFCO 94 1,627.76 0.00 









EUR JC DECAUX 486 9,403.19 0.01 

USD JC PENNEY 233 4,636.40 0.01




Description 

Quantity / 

Nominal 






JPY JGC 628 7,977.75 0.01 


USD JM SMUCKER 116 5,161.92 0.01 




USD JOY GLOBAL 114 5,881.12 0.01 

JPY JOYO BANK 1,962 6,262.73 0.01 




JPY JSR 526 6,552.26 0.01 

JPY JTEKT 636 4,286.80 0.00 

CHF JULIUS BAER GRUPPE 1 27.15 0.00 




EUR K & S 1,092 47,940.52 0.05 

JPY KAJIMA 2,747 4,841.57 0.01 

JPY KAMIGUMI 785 4,266.91 0.00 

JPY KANEKA 903 3,965.13 0.00 




JPY KAO 1,574 28,066.45 0.03 




GBP KAZAKHMYS 542 9,085.27 0.01 


EUR KBC GROUP 1,223 40,234.57 0.04 

USD KBR 158 2,844.96 0.00 

KRW KCC 33 7,707.12 0.01 

JPY KDDI 8 29,556.12 0.03 


JPY KEIO CORP 1,688 8,493.22 0.01 


USD KELLOGG 247 9,135.07 0.01 


SGD KEPPEL 3,143 15,714.93 0.02 




EUR KESKO -B- 482 16,604.71 0.02 

USD KEYCORP 832 4,849.84 0.01 

JPY KEYENCE 121 19,215.56 0.02 


KRW KIA MOTORS 972 22,989.62 0.03 

JPY KIKKOMAN 392 3,169.22 0.00 






JPY KINDEN 471 3,113.47 0.00 




JPY KINTETSU 4,946 12,228.71 0.01 




USD KLA-TENCOR 192 4,960.53 0.01 

EUR KLEPIERRE 1,700 48,082.74 0.05 

SEK KLOVERN 1,110 3,913.12 0.00 

JPY KOBE STEEL 7,614 13,084.28 0.01 


USD KOHL'S 269 10,390.36 0.01 


JPY KOMATSU 2,782 47,281.60 0.05 


JPY KONAMI 243 3,144.72 0.00 

EUR KONE -B- 1,156 43,829.07 0.05 









KRW KOREA GAS 179 5,628.75 0.01 

KRW KOREAN AIR 283 14,084.22 0.02 


USD KROGER 6,436 102,106.56 0.11 



Description 

Quantity / 

Nominal 

Page 77 




KRW KT& G CORP 302 13,182.63 0.01 

JPY KUBOTA 3,454 23,134.93 0.03 

CHF KUEHNE & NAGEL INTERNATIONAL 0 23.42 0.00 



JPY KURARAY 981 9,067.19 0.01 



JPY KYOCERA 475 32,851.45 0.04 




EUR LAFARGE 1,537 64,567.13 0.07 









JPY LAWSON 181 6,054.54 0.01 

EUR LEASINVEST REAL ESTATE 16 996.10 0.00 


USD LEGG MASON 200 4,445.53 0.00 


EUR LEGRAND 1,057 26,219.09 0.03 


AUD LEND LEASE 1,454 7,849.91 0.01 











HKD LI & FUNG 5,685 23,412.30 0.03 





SHARES 

616 6,186.77 0.01 






EUR LINDE 1,285 122,673.92 0.13 







USD LOEWS 331 9,180.25 0.01 



GBP LONMIN 397 7,641.03 0.01 

CHF LONZA (reg. shares) 0 13.92 0.00 

EUR L'OREAL 1,810 149,292.80 0.16 

USD LORILLARD 156 9,175.04 0.01 




USD LUBRIZOL 70 5,401.47 0.01 

USD LUKOIL ADR 1,508 62,745.87 0.07 

EUR LUXOTTICA 839 16,824.62 0.02 

EUR LVMH 1,845 198,542.51 0.23 




USD MACERICH 1,287 40,497.03 0.04 




USD MACY'S 447 7,563.67 0.01 





JPY MAKITA 330 7,651.13 0.01 







Description 

Quantity / 

Nominal 



EUR MAN 821 65,626.14 0.07 

GBP MAN GROUP 4,307 10,893.15 0.01 


USD MANPOWER 80 3,073.90 0.00 











JPY MARUBENI 4,866 20,139.83 0.02 

JPY MARUI 581 3,182.98 0.00 



USD MASCO 454 3,660.39 0.00 




USD MATTEL 354 6,085.25 0.01 



USD MC AFEE 135 4,670.25 0.01 


USD MCDONALD'S 1,061 57,906.48 0.06 



USD MCKESSON 2,550 115,391.45 0.13 






EUR MEDIASET 5,451 28,347.15 0.03 

TWD MEDIATEK 3,049 31,381.65 0.03 





USD MEDTRONIC 2,566 63,118.24 0.07 




EUR MERCIALYS 455 13,004.38 0.01 

EUR MERCK 501 30,873.14 0.03 

USD MERCK & CO 8,151 219,766.66 0.25 


AUD METCASH 1,876 5,813.91 0.01 

USD METLIFE 4,455 125,480.87 0.14 

EUR METRO 2,723 130,003.97 0.14 



EUR METSO 1,003 33,710.15 0.04 






USD MICROSOFT 11,017 197,626.36 0.23 


JPY MINEBEA 903 3,403.21 0.00 

GBP MINERVA 1,694 1,838.01 0.00 















JPY MITSUI & CO 5,098 55,516.61 0.06 











Description 

Quantity / 

Nominal 

Page 78 






EUR MOBISTAR 182 8,193.23 0.01 






USD MONSANTO 545 19,135.52 0.02 

USD MOODY'S 207 3,796.00 0.00 





USD MOSAIC 162 6,982.03 0.01 

USD MOTOROLA 18,996 118,692.76 0.13 



USD M&T BANK 1,077 64,529.94 0.07 

ZAR MTN GROUP 4,521 59,827.08 0.07 

HKD MTR 3,514 9,730.68 0.01 



2,473 251,289.35 0.29 


USD MURPHY OIL 182 8,263.91 0.01 


USD MYLAN 352 4,855.78 0.01 







ZAR NASPERS -N- 1,322 47,335.09 0.05 





11.10.2010 

4,678 3,455.72 0.00 


11.10.2010 

4,678 1,843.05 0.00 








EUR NATIXIS 6,584 27,653.41 0.03 

JPY NEC 7,653 14,896.35 0.02 


EUR NEOPOST 201 10,987.72 0.01 


EUR NESTE OIL 1,156 13,250.73 0.01 


USD NETAPP 1,792 65,356.58 0.07 

USD NETFLIX 43 5,052.90 0.01 








USD NEWS -A- 12,053 115,307.25 0.13 

USD NEWS -B- 395 4,360.94 0.00 

CAD NEXEN 1,551 22,926.75 0.03 

GBP NEXT 472 12,068.85 0.01 




JPY NHK SPRING 471 2,853.33 0.00 

KRW NHN 174 21,895.77 0.02 

JPY NIDEC 322 20,936.78 0.02 



USD NIKE -B- 1,978 116,089.52 0.13 


JPY NIKON 969 13,157.10 0.01 

JPY NINTENDO 290 53,117.57 0.06 








JPY NIPPON YUSEN 4,513 13,533.69 0.01




Description 

Quantity / 

Nominal 




USD NISOURCE 231 2,948.20 0.00 











USD NOBLE 241 5,958.09 0.01 




JPY NOK 322 4,099.88 0.00 

EUR NOKIA 49,560 365,257.45 0.41 






USD NORDSTROM 174 4,742.14 0.01 





195 3,560.23 0.00 








USD NRG ENERGY 244 3,721.76 0.00 

JPY NSK 1,295 6,427.21 0.01 

USD NSTAR 90 2,581.75 0.00 

JPY NTN 1,570 4,955.13 0.01 

JPY NTT 1,542 49,292.66 0.05 

JPY NTT DATA 4 8,263.67 0.01 

JPY NTT DOCOMO 45 55,148.83 0.06 



USD NUCOR 317 8,859.49 0.01 

USD NVIDIA 641 5,487.63 0.01 




JPY OBAYASHI 1,688 4,912.46 0.01 

JPY OBIC 19 2,660.70 0.00 





JPY OJI PAPER 2,394 7,745.48 0.01 

SGD OLAM 2,947 5,349.64 0.01 

GBP OLD MUTUAL 13,428 21,513.88 0.02 


JPY OLYMPUS 655 12,562.00 0.01 


USD OMNICARE 99 1,729.59 0.00 


JPY OMRON 628 10,438.80 0.01 

EUR OMV 1,140 31,294.42 0.03 

USD ONEOK (new) 125 4,125.51 0.00 

AUD ONESTEEL 3,274 6,804.28 0.01 



CAD OPEN TEXT 163 5,648.36 0.01 

USD ORACLE 7,840 154,189.32 0.17 


AUD ORICA 895 16,328.22 0.02 






JPY ORIX 306 17,143.85 0.02 

JPY ORIX JREIT 3 9,293.02 0.01 

JPY OSAKA GAS 5,808 15,329.23 0.02 

HUF OTP BANK 1,134 21,823.67 0.02 

JPY OTSUKA 51 2,478.25 0.00 

EUR OUTOKUMPU 922 13,428.39 0.01 




USD PACCAR 342 12,065.96 0.01 



Description 

Quantity / 

Nominal 

Page 79 




USD PACTIV 114 2,758.24 0.00 



USD PALL 102 3,107.25 0.00 


JPY PANASONIC 5,761 57,130.24 0.06 





EUR PARMALAT 13,759 25,895.16 0.03 

USD PARTNERRE 74 4,366.00 0.00 


USD PATTERSON 77 1,623.59 0.00 

USD PAYCHEX 309 6,217.64 0.01 

HKD PCCW 9,759 2,587.53 0.00 


GBP PEARSON 2,004 22,791.00 0.03 

TWD PEGATRON 9,542 9,138.97 0.01 



TRUST 

500 4,341.80 0.00 

USD PENTAIR 91 2,230.52 0.00 



USD PEPSICO 5,723 278,535.18 0.32 


USD PERRIGO 79 3,712.82 0.00 






GBP PETROFAC 630 9,991.90 0.01 




USD PETSMART 121 3,099.91 0.00 

EUR PEUGEOT 1,199 29,566.40 0.03 

USD PFIZER 15,822 198,994.90 0.23 

USD PG&E 377 12,527.51 0.01 



SERVICE 

100 1,821.51 0.00 








EUR PIRELLI & C. 1,711 10,212.19 0.01 











KRW POSCO 153 50,829.47 0.06 



TWD POU CHEN 16,981 10,889.43 0.01 





POLSKI 

2,327 25,780.59 0.03 


USD PPL 492 9,806.61 0.01 

EUR PPR 1,654 196,423.64 0.23 

USD PRAXAIR 302 19,937.12 0.02 







TRUST 

596 8,309.74 0.01 










Description 

Quantity / 

Nominal 



USD PROLOGIS 4,680 40,386.20 0.04 




EUR PRYSMIAN 1,302 17,447.71 0.02 









4,628 17,202.53 0.02 








EUR PUMA 38 9,225.86 0.01 





TWD QISDA 14,164 7,355.75 0.01 

USD QUALCOMM 1,605 53,038.41 0.06 







JPY RAKUTEN 22 11,626.75 0.01 







USD RAYONIER 69 2,520.05 0.00 

USD RAYTHEON 390 13,061.92 0.01 





USD RED HAT 165 4,952.86 0.01 

BRL REDECARD 1,120 12,707.26 0.01 









ZAR REMGRO 1,058 12,118.39 0.01 


EUR RENAULT 3,709 139,993.36 0.15 

EUR REPSOL YPF 7,412 140,055.05 0.15 





GBP REXAM 2,116 7,496.77 0.01 




JPY RICOH 1,962 20,250.63 0.02 


GBP RIO TINTO 3,591 154,242.21 0.17 

AUD RIO TINTO 1,084 59,038.59 0.06 








JPY ROHM 290 13,113.88 0.01 











Description 

Quantity / 

Nominal 

Page 80 







EUR RWE -A- 3,183 157,732.71 0.17 



GBP SABMILLER 2,353 55,277.32 0.06 


USD SAFEWAY 436 6,754.38 0.01 

EUR SAFRAN 6,242 128,700.11 0.14 

GBP SAGE GROUP 3,301 10,527.99 0.01 

USD SAIC 437 5,113.09 0.01 

EUR SAIPEM 1,993 58,551.29 0.06 



EUR SAMPO -A- 3,236 64,097.45 0.07 

KRW SAMSUNG C&T 505 20,164.88 0.02 










USD SANDISK 1,984 53,270.91 0.06 


JPY SANKYO 165 6,387.98 0.01 

ZAR SANLAM 4,714 13,020.61 0.01 


EUR SANOMA OYJ 590 9,151.34 0.01 


AUD SANTOS 2,073 18,837.39 0.02 


EUR SAP 6,495 235,670.37 0.27 

ZAR SAPPI 2,496 9,404.99 0.01 



CAD SAPUTO 428 10,729.88 0.01 

USD SARA LEE 549 5,399.24 0.01 

ZAR SASOL 1,758 57,764.46 0.06 






USD SCANA 98 2,893.40 0.00 


CHF SCHINDLER HOLDING (part. cert.) 0 18.66 0.00 



GBP SCHRODERS 270 4,479.96 0.00 

EUR SCOR REGPT 4,391 76,966.22 0.08 




USD SEALED AIR 152 2,503.39 0.00 


JPY SECOM 620 20,497.01 0.02 













EUR SES 2,307 40,679.30 0.04 


JPY SEVEN BANK 2 2,417.86 0.00 






JPY SHARP 2,904 21,160.45 0.02 






JPY SHIMADZU 667 3,755.57 0.00




Description 

Quantity / 

Nominal 



JPY SHIMAMURA 67 4,533.60 0.00 

JPY SHIMANO 200 7,756.84 0.01 


JPY SHIMIZU 1,884 5,103.78 0.01 




KRW SHINSEGAE 46 17,666.79 0.02 



GBP SHIRE 1,385 22,928.29 0.03 

JPY SHISEIDO 1,032 16,959.67 0.02 









shares) 

5,220 13,039.36 0.01 




CHF SIKA 6 7,738.79 0.01 












HKD SINO LAND 29,750 45,081.88 0.05 



KRW SK ENERGY 223 20,828.83 0.02 


KRW SK TELECOM 22 2,475.30 0.00 



USD SLM 410 3,465.70 0.00 


JPY SMC 161 15,533.29 0.02 









0 32.02 0.00 




125 11,866.86 0.01 

EUR SODEXO 733 34,895.92 0.04 

JPY SOFTBANK 2,386 57,137.00 0.06 

HKD SOHO CHINA 21,552 11,204.67 0.01 

KRW S-OIL 196 8,854.31 0.01 

JPY SOJITZ 4,030 5,300.95 0.01 

EUR SOLVAY 461 36,052.36 0.04 



JPY SONY 2,955 66,876.75 0.07 


USD SOUTHERN 826 22,542.08 0.02 





AUD SP AUSNET 3,270 1,994.33 0.00 


EUR SPONDA 2,073 7,380.70 0.01 


USD SPX 50 2,299.18 0.00 


EUR ST GOBAIN 2,938 95,882.70 0.11 








USD STAPLES 772 11,823.88 0.01 

USD STARBUCKS 743 13,916.75 0.02 



Description 

Quantity / 

Nominal 

Page 81 



SGD STARHUB 1,377 1,978.82 0.00 













USD STRYKER 317 11,637.61 0.01 




JPY SUMCO 373 4,256.25 0.00 

JPY SUMITOMO 3,285 30,990.59 0.03 















USD SUNOCO 117 3,137.91 0.00 




USD SUPERVALU 219 1,848.88 0.00 



JPY SUZUKEN 203 4,905.95 0.01 







USD SYMANTEC 754 8,379.43 0.01 


USD SYNOPSYS 109 1,986.57 0.00 

CHF SYNTHES 54 4,623.24 0.01 

USD SYSCO 608 12,710.82 0.01 

JPY SYSMEX 102 5,180.17 0.01 





JPY TAISEI 3,297 4,971.64 0.01 













USD TARGET 686 26,863.45 0.03 




TWD TATUNG 40,504 5,849.89 0.01 




JPY TDK 365 14,896.86 0.02 

EUR TECHNIP 1,259 74,277.54 0.08 



JPY TEIJIN 2,786 6,743.10 0.01 



shares) 

1,127 11,789.72 0.01 






Description 

Quantity / 

Nominal 












SEK TELE2 -B- 4,723 72,728.41 0.08 

ZAR TELKOM SA 87 351.74 0.00 

AUD TELSTRA 10,853 20,166.48 0.02 


CAD TELUS (nv) 428 13,332.27 0.01 


EUR TENARIS 4,897 68,903.50 0.08 



EUR TERNA 31,324 97,652.68 0.11 

JPY TERUMO 498 19,359.74 0.02 

GBP TESCO 19,836 97,076.90 0.11 


USD TEXTRON 279 4,203.68 0.00 


EUR TF1 855 9,766.92 0.01 

EUR THALES 644 17,276.20 0.02 









JPY THK 361 4,951.27 0.01 




USD TIFFANY & CO 105 3,618.51 0.00 






USD TJX COS 399 13,055.49 0.01 

CAD TMX 210 4,746.05 0.01 

EUR TNT 2,934 57,835.59 0.06 


JPY TOHO 326 3,835.71 0.00 

JPY TOHO GAS 1,295 4,689.82 0.01 



JPY TOKUYAMA 981 3,647.52 0.00 



JPY TOKYO GAS 7,535 25,039.90 0.03 



JPY TOKYU 3,257 10,538.93 0.01 

JPY TOKYU LAND 5,458 16,559.47 0.02 

JPY TOKYU REIT 1 5,155.03 0.01 




JPY TOP REIT 2 6,615.04 0.01 



USD TORCHMARK 78 3,046.90 0.00 


JPY TOSHIBA 11,852 41,983.68 0.05 

JPY TOSOH 1,648 3,251.80 0.00 

EUR TOTAL 22,675 857,217.65 0.95 


JPY TOTO 824 4,133.40 0.00 








CAD TRANSALTA 647 10,151.27 0.01 









Description 

Quantity / 

Nominal 

Page 82 




JPY TSUMURA 157 3,573.20 0.00 


GBP TUI TRAVEL 1,363 3,374.09 0.00 

GBP TULLOW OIL 2,191 32,224.61 0.04 

TRY TUPRAS 626 12,357.26 0.01 









EUR UCB 773 19,642.16 0.02 

USD UDR 1,603 24,805.80 0.03 


EUR UMICORE 875 27,755.84 0.03 


JPY UNI-CHARM 353 10,405.76 0.01 

EUR UNICREDIT 101,866 190,794.67 0.21 

GBP UNILEVER 3,176 67,489.12 0.07 
















USD UNUM GROUP 326 5,290.78 0.01 

JPY UNY 585 3,383.94 0.00 

SGD UOL GROUP 1,402 3,615.46 0.00 




USD URS 70 1,942.24 0.00 


USD US BANCORP 1,892 29,958.87 0.03 

JPY USHIO 302 3,722.71 0.00 



2,906 28,519.31 0.03 

JPY USS CO 73 4,008.87 0.00 


BRL VALE 1,438 32,515.05 0.04 





EUR VALLOUREC 818 59,642.54 0.07 






USD VENTAS 1,553 58,646.98 0.06 


EUR VERBUND -A- 561 14,752.19 0.02 

USD VERISIGN 184 4,273.13 0.00 





USD VF 76 4,535.36 0.00 

USD VIACOM -B- 4,205 111,466.96 0.12 

EUR VINCI 3,311 121,740.46 0.13 


USD VISA -A- 3,049 165,826.79 0.18 

CAD VITERRA 1,092 6,999.75 0.01 

EUR VIVENDI 9,277 186,003.75 0.20 


USD VMWARE 81 5,070.70 0.01 









USD WALGREEN 936 22,971.30 0.03




Description 

Quantity / 

Nominal 











TRUST 

542 12,607.44 0.01 


USD WATERS 78 4,061.70 0.00 




USD WELLPOINT 433 17,952.84 0.02 









AUD WESTFIELD 29,501 256,522.38 0.29 




USD WHIRLPOOL 86 5,101.40 0.01 

GBP WHITBREAD 440 8,249.45 0.01 





273 10,757.54 0.01 









USD WIPRO ADR 3,081 32,635.51 0.04 


TWD WISTRON 8,019 10,716.80 0.01 

GBP WOLSELEY 709 13,085.27 0.01 








GBP WPP 3,091 25,135.46 0.03 

USD WR BERKLEY 150 2,966.13 0.00 


HKD WYNN MACAU 3,794 4,803.49 0.01 



USD XEROX 1,441 10,926.71 0.01 

USD XILINX 241 4,700.94 0.01 

USD XL GROUP 383 6,074.84 0.01 

GBP XSTRATA 5,093 71,603.65 0.08 

USD YAHOO 1,340 13,905.21 0.02 





JPY YAMAHA 514 4,368.05 0.00 














MYR YTL 5,508 9,801.65 0.01 




USD YUM BRANDS 484 16,317.91 0.02 





Description 

Quantity / 

Nominal 

Page 83 







GBP 3I GROUP 2,468 8,160.93 0.01 

USD 3M 666 42,293.66 0.05 



64,358,879.78 70.62 



Bonds 


7.125%/08-20.06.2011 

3,489 4,171.67 0.00 



2.25%/09-22.05.2012 

691 518.94 0.00 




28.06.2017 

52,584 54,087.39 0.06 

CHF AMERICA MOVIL 2.25%/10-07.04.2015 1,249 957.50 0.00 


2.875%/07-16.04.2015 

1,094 749.07 0.00 


2%/10-16.12.2014 

416 317.29 0.00 


3.125%/10-10.08.2015 

922 682.46 0.00 

EUR ASFINAG 4.125%/03-21.10.2013 65,729 69,963.67 0.08 


07.02.2016 

1,461 1,024.66 0.00 


14.11.2014 

833 650.82 0.00 


16.07.2018 

1,613 1,439.84 0.00 


27.05.2014 

1,383 1,205.42 0.00 

CHF AUCHAN 3.75%/08-23.06.2015 83 68.05 0.00 


2%/10-08.07.2016 

416 314.70 0.00 


3.75%/10-10.03.2017 

105,167 109,352.66 0.12 


14.06.2022 

416 273.13 0.00 










CHF BFCM 2.5%/06-29.04.2013 333 254.71 0.00 


CHF BNG 2%/09-27.03.2013 250 193.65 0.00 

CHF BNG 2.125%/10-06.11.2018 416 323.22 0.00 

USD BNG 2.25%/09-17.01.2012 922 689.08 0.00 

CHF BNG 2.75%/03-03.07.2015 833 670.48 0.00 

CHF BNG 2.75%/09-11.05.2016 566 459.75 0.00 

EUR BNG 2.875%/09-15.01.2015 85,448 88,763.59 0.10 

EUR BNG 3%/10-30.03.2017 78,875 81,738.43 0.09 

EUR BNG 3.75%/10-14.01.2020 131,459 141,594.23 0.16 

EUR BNG 3.875%/09-04.11.2019 65,729 71,546.43 0.08 

EUR BNG 4.5%/99-10.03.2014 105,167 114,642.56 0.13 

USD BNG 5.125%/06-05.10.2016 922 785.20 0.00 

GBP BNG 5.2%/99-07.12.2028 5,815 7,680.34 0.01 

GBP BNG 5.75%/00-18.01.2019 5,815 7,943.44 0.01 

AUD BNG 6.25%/10-16.07.2015 1,800,000 1,293,492.69 1.43 


CHF BRANDBREW 4.5%/09-11.06.2014 250 202.92 0.00 

EUR BRD I/L 1.5%/06-15.04.2016 250,866 290,936.15 0.33 

EUR BRD I/L 1.75%/09-15.04.2020 50,173 56,687.95 0.06 

EUR BRD I/L 2.25%/07-15.04.2013 250,866 284,732.50 0.32 

EUR BRD S. 09 3.25%/09-04.01.2020 394,376 427,977.15 0.48 

EUR BRD 3%/10-04.07.2020 262,918 279,639.08 0.32 

EUR BRD 3.25%/05-04.07.2015 105,167 113,832.77 0.12 

EUR BRD 3.5%/09-04.07.2019 262,918 290,229.40 0.33 

EUR BRD 3.75%/06-04.01.2017 184,042 205,777.66 0.23 

EUR BRD 3.75%/08-04.01.2019 131,459 147,470.44 0.16 

EUR BRD 4.25%/04-04.07.2014 144,605 161,002.80 0.18 


0%/91-04.11.2021 

5,532 2,401.20 0.00 

USD CADES 1.375%/10-29.07.2013 461 341.91 0.00 

CHF CADES 2.125%/09-25.02.2015 833 652.07 0.00 

GBP CADES 3.75%/09-08.09.2014 5,815 7,233.33 0.01 


3.625%/08-16.04.2018 

833 712.62 0.00 

USD CANADA 2.375%/09-10.09.2014 599 460.06 0.00 

EUR CANADA 3.5%/10-13.01.2020 131,459 143,934.20 0.16 


LONDON 1.75%/10-30.06.2017 

833 634.90 0.00 

CHF CARREFOUR 2.625%/09-16.04.2012 833 641.77 0.00




Description 

Quantity / 

Nominal 



USD CFF (reg. -S-) 2.125%/10-22.04.2013 369 274.69 0.00 

CHF CFF 1.75%/09-28.04.2014 83 64.15 0.00 

EUR CFF 2%/09-17.02.2012 78,875 79,458.93 0.09 

CHF CFF 2.375%/05-24.08.2018 167 129.91 0.00 

CHF CFF 2.5%/09-04.03.2013 833 648.87 0.00 

EUR CFF 2.625%/10-16.04.2015 184,042 186,600.45 0.20 

CHF CFF 3.125%/03-10.10.2014 416 336.65 0.00 

CHF CFF 3.25%/08-21.09.2012 1,665 1,308.50 0.00 






23.02.2015 

943 707.40 0.00 


06.04.2021 

1,185 792.86 0.00 

CHF CITIGROUP 2.75%/06-29.06.2012 333 253.21 0.00 

CHF CITIGROUP 3%/07-21.03.2019 583 418.65 0.00 

USD CITIGROUP 5.375%/10-09.08.2020 922 702.11 0.00 


2.25%/09-30.04.2013 

167 129.35 0.00 


4.25%/09-10.11.2016 

52,584 56,301.16 0.06 


1.875%/09-07.02.2014 

666 518.16 0.00 


5.125%/07-20.04.2017 

922 792.81 0.00 



24.09.2015 

157,751 157,829.39 0.17 


4.75%/09-05.08.2019 

105,167 114,001.04 0.13 


05.02.2015 

833 637.40 0.00 



25.01.2017 

157,751 163,366.43 0.18 


3.45%/09-02.07.2012 

922 700.03 0.00 


4.875%/08-14.03.2018 

583 489.88 0.00 


01.05.2014 

309 253.41 0.00 


23.03.2015 

922 710.21 0.00 

CHF CRH 1.5%/10-21.09.2015 833 636.77 0.00 


EUR DENMARK 1.75%/10-05.10.2015 78,875 78,835.82 0.09 

EUR DENMARK 3.125%/09-17.03.2014 112,890 119,223.03 0.13 


29.12.2011 

416 318.20 0.00 





FINANCE 4.25%/10-13.07.2022 

84,134 86,253.77 0.09 


01.02.2017 

922 791.66 0.00 

CHF DEXIA BIL 2.75%/06-14.06.2016 874 574.87 0.00 

USD DEXIA CLF (reg. -S-) 2%/10-05.03.2013 922 680.91 0.00 

CHF DEXIA CLF 2.125%/06-29.03.2012 416 313.70 0.00 

CHF DEXIA CLF 2.125%/09-07.12.2012 1,665 1,257.78 0.00 

GBP DEXIA CLF 2.5%/09-27.10.2011 3,489 4,071.39 0.00 


02.05.2018 

416 325.88 0.00 


12.08.2019 

833 654.56 0.00 


09.08.2017 

749 624.79 0.00 


31.05.2012 

691 537.37 0.00 


24.04.2015 

833 635.52 0.00 


26.03.2018 

833 643.95 0.00 


20.01.2017 

131,459 137,676.76 0.15 


26.02.2016 

95,571 101,424.60 0.11 

EUR DZ BANK 6.25%/01-26.02.2016 23,663 25,939.11 0.03 

GBP EBRD 5.625%/98-07.12.2028 11,630 16,372.82 0.02 

CHF EDF 2.25%/10-29.09.2017 999 767.87 0.00 

CHF EDF 3.375%/08-18.12.2013 167 133.53 0.00 

EUR EDF 4.625%/10-26.04.2030 39,438 41,437.43 0.05 

EUR EIB (reg. -S-) S. 1510/0100 4.25%/09- 

15.04.2019 

25,087 28,332.86 0.03 

USD EIB 0%/96-06.11.2026 4,149 1,591.39 0.00 

CHF EIB 1.75%/10-21.04.2017 416 320.73 0.00 

CHF EIB 2%/09-24.04.2014 416 325.88 0.00 

CHF EIB 2%/10-24.08.2022 416 318.07 0.00 

USD EIB 3%/09-08.04.2014 1,383 1,079.10 0.00 

EUR EIB 3.125%/09-15.04.2014 131,459 138,202.60 0.15 

EUR EIB 3.5%/09-15.04.2016 131,459 140,910.65 0.15 

CHF EIB 3.5%/99-28.01.2014 3,256 2,666.21 0.00 

GBP EIB 4.75%/05-06.06.2012 5,815 7,123.26 0.01 

EUR EIB 5.625%/99-15.02.2028 262,918 343,580.62 0.39 





Description 

Quantity / 

Nominal 

Page 84 




27.04.2020 

1,249 973.89 0.00 


11.02.2014 

208 165.90 0.00 


27.01.2014 

1,744 2,206.32 0.00 

EUR EUROFIMA 4%/09-27.10.2021 184,042 202,096.81 0.22 

USD EUROFIMA 5.25%/06-07.04.2016 1,383 1,177.56 0.00 


CHF EUROHYPO 4%/99-01.09.2014 2,776 2,296.27 0.00 


27.01.2015 

105,167 110,656.73 0.12 



06.04.2016 

78,875 85,074.85 0.09 




250 198.99 0.00 


24.04.2014 

461 361.89 0.00 


26.10.2012 

250 190.00 0.00 


21.03.2013 

131,459 133,259.75 0.15 

EUR FINLAND 1.75%/10-15.04.2016 131,459 131,195.84 0.14 

EUR FINLAND 3.375%/10-15.04.2020 289,209 309,164.72 0.35 

EUR FINLAND 3.875%/06-15.09.2017 131,459 146,195.29 0.16 

EUR FINLAND 4.375%/08-04.07.2019 25,087 28,914.87 0.03 

EUR FINLAND 5.375%/02-04.07.2013 125,433 139,908.23 0.15 










EUR FRANCE OAT 3.5%/10-25.04.2020 92,021 98,563.84 0.11 

EUR FRANCE OAT 3.75%/06-25.04.2017 131,459 144,289.14 0.16 

EUR FRANCE OAT 4%/08-25.04.2018 157,751 175,812.95 0.19 

EUR FRANCE OAT 4.25%/03-25.04.2019 131,459 149,113.67 0.16 



CHF GDF SUEZ 3.5%/08-19.12.2012 375 295.82 0.00 

USD GECC T. 827 3.5%/10-29.06.2015 461 353.55 0.00 

CHF GECC 2%/10-15.01.2015 164 123.90 0.00 

CHF GECC 2.625%/10-20.01.2016 333 257.17 0.00 

CHF GECC 2.75%/07-27.12.2013 167 129.96 0.00 

CHF GECC 3%/04-16.10.2015 83 65.49 0.00 

CHF GECC 3.125%/04-06.12.2019 833 638.65 0.00 

CHF GECC 3.375%/06-19.06.2018 333 260.33 0.00 

CHF GECC 4%/08-26.08.2013 749 601.47 0.00 

CHF GECC 4.5%/08-09.10.2018 291 245.81 0.00 

USD GENERAL ELECTRIC 5%/03-01.02.2013 461 360.14 0.00 


06.07.2015 

78,875 84,357.09 0.09 

USD HSBC BANK (reg. -S-) 1.625%/10-12.08.2013 507 373.56 0.00 




30.11.2012 

416 317.76 0.00 


3%/06-16.06.2016 

666 509.42 0.00 


15.10.2014 

416 312.13 0.00 


16.07.2015 

162 125.08 0.00 

USD IADB T. 28 3%/09-22.04.2014 922 720.95 0.00 

USD IADB T. 35 3.875%/10-14.02.2020 922 745.47 0.00 

USD IBM 8.375%/89-01.11.2019 1,383 1,397.23 0.00 


10.09.2012 

92,021 93,419.85 0.10 


27.01.2012 

78,875 80,649.16 0.09 



USD ING BANK (reg. -S-) 3%/10-01.09.2015 461 337.38 0.00 

CHF ING BANK 2.125%/10-07.10.2016 833 622.73 0.00 

EUR ING BANK 5.25%/99-07.06.2019 39,438 43,393.62 0.05 


28.07.2015 

144,605 145,125.22 0.16 


15.07.2013 

131,459 133,654.12 0.15 


28.09.2017 

65,729 65,545.34 0.07 


& DEVELOPMENT 3.875%/09-20.05.2019 

156,545 172,951.37 0.19 


& DEVELOPMENT 9.25%/86-20.03.2016 

922 931.68 0.00 





USD JAPAN FINANCE 1.5%/10-06.07.2012 461 342.41 0.00 

USD JAPAN FINANCE 2.125%/09-05.11.2012 461 347.37 0.00




Description 

Quantity / 

Nominal 






16.05.2012 

749 591.36 0.00 

EUR KFW S. 213 5.5%/98-22.01.2018 157,751 190,352.50 0.21 

USD KFW 1.375%/10-15.07.2013 461 342.85 0.00 

EUR KFW 2.25%/10-21.09.2017 105,167 104,809.44 0.12 

CHF KFW 2.875%/08-02.05.2014 416 335.40 0.00 

GBP KFW 3.75%/09-07.09.2016 5,815 7,199.77 0.01 

EUR KFW 3.875%/09-21.01.2019 78,875 86,959.97 0.10 

USD KFW 4%/10-27.01.2020 461 373.98 0.00 

USD KFW 4.375%/05-21.07.2015 1,383 1,143.62 0.00 

GBP KFW 5.75%/99-07.12.2011 5,001 6,094.83 0.01 


05.05.2015 

922 709.00 0.00 




14.02.2022 

833 576.53 0.00 


22.06.2026 

416 318.07 0.00 


USD KOMMUNEKREDIT 1.25%/10-03.09.2013 1,337 982.42 0.00 



04.12.2015 

749 598.38 0.00 


07.12.2016 

416 335.55 0.00 


01.10.2014 

833 619.29 0.00 


15.08.2017 

416 322.91 0.00 


5268 2.5%/09-07.12.2012 

5,815 6,853.44 0.01 


2.75%/07-13.03.2012 

666 510.17 0.00 


1013 2%/10-15.06.2015 

157,751 159,217.59 0.17 


5.25%/07-18.01.2012 

5,815 7,077.62 0.01 


1.75%/10-16.01.2017 

833 641.45 0.00 


3.25%/02-28.08.2012 

167 131.60 0.00 


15.07.2013 

461 342.14 0.00 


29.01.2014 

78,875 82,908.46 0.09 


12.01.2015 

922 692.05 0.00 


CHF LVMH 3.625%/08-02.12.2011 749 580.12 0.00 

CHF MANITOBA 2.25%/09-05.05.2014 333 262.76 0.00 

CHF MCDONALD'S 3.25%/07-12.12.2012 416 329.47 0.00 


3.125%/06-27.06.2016 

583 445.09 0.00 

USD MICROSOFT 1.625%/10-25.09.2015 461 337.82 0.00 





04.10.2013 

78,875 78,559.76 0.09 


14.07.2017 

1,249 945.33 0.00 


23.01.2015 

92,021 94,855.38 0.10 


15.07.2016 

52,584 57,258.18 0.06 


08.12.2014 

2,326 2,985.15 0.00 

CHF NATIXIS 2.375%/03-19.12.2013 416 325.25 0.00 

EUR NATIXIS 7.75%/93-01.06.2019 59,682 80,543.20 0.09 


2.625%/08-22.09.2015 

208 166.53 0.00 


2.25%/09-13.05.2014 

1,249 981.85 0.00 


3.375%/10-01.02.2017 

78,875 83,518.57 0.09 


4.25%/08-21.11.2013 

52,584 56,638.38 0.06 


09.09.2015 

1,383 1,017.41 0.00 


S. 1171 2.375%/10-10.12.2013 

5,815 6,885.66 0.01 


1.75%/10-22.07.2016 

833 642.39 0.00 


2.5%/05-20.04.2015 

416 331.81 0.00 


3.125%/09-20.01.2012 

78,875 80,768.26 0.09 


24.04.2012 

833 632.09 0.00 


05.08.2013 

1,082 842.41 0.00 


12.08.2014 

200 157.50 0.00 


29.05.2015 

583 459.72 0.00 







Description 

Quantity / 

Nominal 

Page 85 












22.02.2016 

666 509.92 0.00 




11.04.2018 

416 334.15 0.00 


15.07.2015 

922 706.97 0.00 


08.04.2014 

52,584 55,123.29 0.06 


21.12.2018 

40,328 53,107.38 0.06 


13.09.2013 

78,875 78,212.71 0.09 


02.05.2012 

416 324.16 0.00 

USD NOVARTIS CAPITAL 4.125%/09-10.02.2014 403 323.01 0.00 

USD NRW.BANK 1.375%/10-26.08.2013 922 678.61 0.00 

EUR NRW.BANK 2.375%/10-04.06.2015 131,459 133,456.94 0.15 


02.12.2013 

416 329.16 0.00 

CHF OEKB 2.625%/06-22.11.2024 333 263.45 0.00 

CHF OEKB 2.75%/08-14.07.2014 416 332.43 0.00 

CHF OEKB 2.875%/05-25.02.2030 416 344.45 0.00 

CHF OEKB 3%/03-23.10.2015 416 338.83 0.00 

CHF OEKB 3%/07-05.12.2013 250 199.65 0.00 


6.125%/99-20.10.2014 

2,326 3,045.02 0.00 



30.01.2015 

125 101.65 0.00 



07.11.2016 

250 191.50 0.00 



18.02.2013 

416 322.13 0.00 



21.07.2017 

666 531.89 0.00 

USD PFIZER 5.35%/09-15.03.2015 461 388.67 0.00 


11.03.2013 

833 654.56 0.00 



USD PROCTER & GAMBLE 1.375%/10-01.08.2012 922 686.61 0.00 



USD PROVINCE OF ONTARIO 2.7%/10-16.06.2015 922 707.31 0.00 



CHF QUEBEC 2.25%/05-05.10.2015 161 125.91 0.00 

CHF QUEBEC 3.125%/09-11.12.2015 333 271.31 0.00 

CHF QUEBEC 3.875%/09-11.12.2018 167 144.09 0.00 


14.07.2025 

131,459 136,099.26 0.15 

USD RABOBANK (reg. -S-) T. 39 4.2%/09-13.05.2014 645 510.76 0.00 

CHF RABOBANK 2%/10-16.09.2021 416 306.68 0.00 

CHF RABOBANK 2.125%/06-13.08.2012 666 512.16 0.00 

CHF RABOBANK 2.5%/09-19.02.2013 833 648.43 0.00 

EUR RABOBANK 3%/10-16.02.2015 105,167 108,174.79 0.12 

CAD RABOBANK 3.5%/09-02.07.2014 15,000 11,235.67 0.01 

CHF RABOBANK 4.25%/00-14.09.2012 833 666.43 0.00 

EUR RABOBANK 4.375%/09-05.05.2016 184,042 200,127.56 0.22 

EUR RABOBANK 4.375%/09-22.01.2014 52,584 56,269.61 0.06 


3.375%/08-21.03.2016 

833 695.77 0.00 


01.12.2021 

15,118 20,474.95 0.02 





2.25%/09-09.10.2012 

333 252.34 0.00 


09.12.2011 

691 519.65 0.00 


08.10.2015 

416 310.31 0.00 


08.09.2015 

52,584 52,536.18 0.06 


USD SFEF (reg. -S-) 2.125%/09-30.01.2012 922 689.05 0.00 

USD SFEF (reg. -S-) 3.375%/09-05.05.2014 461 362.57 0.00 

EUR SFEF 3%/09-07.04.2014 105,167 109,899.53 0.12 

EUR SFEF 3.125%/09-30.06.2014 131,459 138,176.31 0.15 


5.625%/06-16.03.2016 

599 507.16 0.00 

CHF SNCF 2.625%/06-13.12.2021 250 201.52 0.00 

CHF SNCF 2.75%/09-11.06.2018 250 203.39 0.00 

EUR SNS BANK 3.625%/10-10.03.2017 78,875 82,314.22 0.09




Description 

Quantity / 

Nominal 







2.375%/10-08.09.2015 

416 318.93 0.00 


CHF STATNETT 3%/08-21.11.2011 510 392.20 0.00 



05.10.2016 

52,584 55,365.17 0.06 

USD SWEDEN 1.75%/10-07.05.2013 461 346.36 0.00 

EUR SWEDEN 3.125%/09-07.05.2014 131,459 139,070.22 0.15 

GBP SWEDEN 9.75%/85-15.09.2014 16,863 24,933.61 0.03 


2.75%/07-14.06.2013 

167 131.41 0.00 


09.02.2017 

416 333.84 0.00 


28.12.2015 

833 666.11 0.00 


15.07.2013 

749 603.44 0.00 



24.06.2011 

3,489 4,182.94 0.00 


12.08.2013 

922 681.47 0.00 



06.08.2012 

208 163.72 0.00 



15.07.2015 

52,584 53,982.23 0.06 




23.10.2018 

828 621.17 0.00 

EUR UBS LONDON 3%/09-06.10.2014 157,751 162,625.01 0.18 

EUR UBS LONDON 3.875%/09-02.12.2019 78,875 84,112.57 0.09 

CHF UNILEVER 3.625%/08-02.12.2011 167 129.10 0.00 

GBP UNILEVER 4.75%/09-16.06.2017 1,744 2,242.29 0.00 















USD US I/L S. C-2012 3%/02-15.07.2012 67,411 63,576.41 0.07 

USD US I/L 1.25%/10-15.07.2020 78,647 60,620.49 0.07 

USD US I/L 1.375%/08-15.01.2020 134,823 106,095.88 0.12 

USD US I/L 1.375%/08-15.07.2018 44,941 35,672.71 0.04 

USD US I/L 1.625%/05-15.01.2015 67,411 60,288.40 0.07 

USD US I/L 1.625%/08-15.01.2018 56,176 46,514.06 0.05 

USD US I/L 1.875%/03-15.07.2013 67,411 62,302.83 0.07 

USD US I/L 1.875%/05-15.07.2015 67,411 60,255.87 0.07 

USD US I/L 2%/04-15.01.2014 67,411 62,538.55 0.07 

USD US I/L 2%/04-15.07.2014 67,411 61,803.20 0.07 

USD US I/L 2%/06-15.01.2016 67,411 59,568.26 0.07 

USD US I/L 2%/07-15.04.2012 22,470 18,303.60 0.02 

USD US I/L 2.125%/09-15.01.2019 67,411 56,536.31 0.06 

USD US I/L 2.375%/06-15.04.2011 44,941 36,600.29 0.04 

USD US I/L 2.375%/07-15.01.2017 78,647 70,295.51 0.08 

USD US I/L 2.5%/06-15.07.2016 78,647 70,574.53 0.08 

USD US I/L 2.625%/07-15.07.2017 56,176 49,990.83 0.05 

USD US I/L 3.5%/01-15.01.2011 44,941 41,603.20 0.05 

USD US S. F-2019 3.375%/09-15.11.2019 7,375 5,820.26 0.01 

USD US S. N-2014 2.625%/09-30.06.2014 11,063 8,627.83 0.01 

USD US S. Q-2016 3.125%/09-31.10.2016 11,063 8,796.24 0.01 

USD US S. T-2011 1.125%/08-15.12.2011 2,305 1,704.48 0.00 

USD US S. W-2012 1.375%/09-15.03.2012 6,453 4,800.24 0.01 

USD US 4.5%/08-15.05.2038 922 776.49 0.00 

USD US 5.25%/98-15.11.2028 1,844 1,706.19 0.00 

USD US 6.25%/00-15.05.2030 1,982 2,053.99 0.00 

USD US 7.5%/86-15.11.2016 7,375 7,234.18 0.01 

USD US 7.875%/91-15.02.2021 3,688 4,002.85 0.00 





CHF VP BANK 2.5%/10-27.05.2016 999 752.89 0.00 




CHF WORLDBANK 0%/85-21.10.2015 1,380 976.03 0.00 

USD WORLDBANK 3.5%/08-08.10.2013 922 728.65 0.00 



Description 

Quantity / 

Nominal 

Page 86 



USD WORLDBANK 7.625%/93-19.01.2023 1,383 1,468.58 0.00 

USD WORLDBANK 8.625%/86-15.10.2016 461 458.68 0.00 


18.07.2012 

416 328.45 0.00 


30.09.2013 

461 352.88 0.00 

Bonds 


18,345,481.06 20.13 

Bonds 18,345,481.06 20.13 









INCOME FUND 

1,047 761.15 0.00 






1,080 756,999.42 0.83 



1 917.90 0.00 



0 316.74 0.00 



1 1,119.08 0.00 



1,256 1,393,139.83 1.53 



776 600,507.59 0.66 



1C- 

87,806 2,543,739.82 2.79 




5,580,544.79 6.12 







0.00 0.00 



Cash at banks 2,805,496.64 3.08 

Due to banks -88,661.75 -0.10 


Total net assets 91,137,051.73 100.00


Credit Suisse Portfolio Fund (Lux) Growth (Sfr) 





CHF 

672378 LU0078041992 1.70% 1.85% 




2009 

Page 87 

2008 2007 


CHF 

-2.01% 

/ 

20.97% 

-33.96% -0.76% 

Notes 





Valuation 

(in CHF) 


13 364,269.43 -8,844.88 


1 9,257.84 115.09 


0 310,574.86 546.15 


21 1,140,596.49 -2,096.67 


0 20,241.34 78.52 


3 208,658.01 -4,507.23 


2 104,843.11 1,722.60 


2 524,215.53 8,953.06 


FUTURES -500- 01/11 

USD 

34 9,146,000.00 741,075.04 


1 149,297.00 -2,162.08 


1 84,606.42 1,248.31 


5 43,281,783.19 -4,150.81 


731,977.10 



Maturity 

Valuation 

(in CHF) 

USD 17,500,000 CHF -17,501,750 17.12.2010 

-409,051.90 

CHF 1,313,010 CAD -1,350,000 17.12.2010 

30,311.62 

CHF 16,576,275 EUR -12,750,000 17.12.2010 

-405,489.72 

GBP 4,250,000 CHF -6,617,250 17.12.2010 

-81,697.75 


-865,927.75




Assets 






Liabilities 

323,833,035.01 





Net assets 


CHF 

30.09.2010 

1,693,524.25 

322,139,510.76 


322,139,510.76 359,182,197.92 294,975,586.71 



CHF 

151.26 160.00 

121.19 


of the period 


of the period 


issued 

Page 88 


redeemed 


CHF 

2,129,701.500 2,244,953.811 37,049.001 152,301.312 





Page 89 


Income 





Expenses 

4,418,707.67 








3,145,921.68 







16,071,220.38 






-36,507,593.37 




01.04.2010 to 

30.09.2010 



-17,879,100.16 








Switzerland 

USA 

France 

Japan 



Netherlands 

Canada 

Germany 

Australia 

Hong Kong 


Brazil 

South Korea 

Austria 

Sweden 

PR China 

Italy 

Taiwan 

India 

Spain 

Singapore 

South Africa 

Mexico 

Norway 

Russia 

Finland 

Ireland 

Denmark 


Belgium 

Malaysia 

Indonesia 

Turkey 

Bermuda 

Liechtenstein 

Poland 

Thailand 

Panama 

Jersey 


Chile 

New Zealand 

Colombia 

Israel 

Argentina 


Hungary 

Peru 

Greece 

Philippines 

Portugal 

Isle of Man 

Mauritius 

Cyprus 

Guernsey 



25.61 

19.60 

6.43 

5.41 

4.89 

4.58 

4.07 

3.53 

3.43 

2.56 

1.77 

1.47 

1.30 

1.27 

1.15 

0.96 

0.87 

0.83 

0.81 

0.70 

0.66 

0.60 

0.59 

0.53 

0.51 

0.50 

0.38 

0.37 

0.33 

0.29 

0.28 

0.21 

0.18 

0.14 

0.14 

0.14 

0.12 

0.12 

0.10 

0.09 

0.09 

0.09 

0.09 

0.06 

0.06 

0.06 

0.05 

0.04 

0.04 

0.03 

0.03 

0.03 

0.02 

0.01 

0.01 

0.01 

Undefined 

Total 








Petroleum 

Real estate 





Chemicals 


Vehicles 























Biotechnology 









Total 

Page 90 

0.00 

98.24 

17.42 

10.36 

7.93 

6.71 

6.11 

4.96 

4.77 

4.49 

3.39 

3.14 

3.00 

2.00 

1.95 

1.94 

1.58 

1.47 

1.33 

1.28 

1.27 

1.22 

1.20 

1.14 

1.05 

0.96 

0.72 

0.65 

0.64 

0.57 

0.56 

0.54 

0.54 

0.53 

0.50 

0.46 

0.38 

0.33 

0.32 

0.21 

0.15 

0.12 

0.10 

0.10 

0.06 

0.05 

0.02 

0.02 

98.24






Description 

Quantity / 

Nominal 








JPY ABC-MART 213 6,412.21 0.00 



ZAR ABSA GROUP 2,383 44,731.19 0.01 



EUR ACCIONA 152 12,558.88 0.00 

EUR ACCOR 774 27,639.91 0.01 

USD ACE 914 52,004.08 0.02 

TWD ACER 19,907 49,428.71 0.02 


JPY ACOM 363 5,357.07 0.00 




CHF ADECCO (reg. shares) 11,018 565,753.02 0.19 

EUR ADIDAS 1,173 71,040.72 0.02 






JPY ADVANTEST 1,125 21,851.43 0.01 

EUR AEGON 8,730 51,172.71 0.02 

JPY AEON 4,432 46,438.31 0.01 


JPY AEON MALL 3,090 73,320.74 0.02 


USD AES 1,759 19,500.37 0.01 

USD AETNA 1,073 33,141.48 0.01 

EUR AFFINE 83 1,930.90 0.00 

USD AFLAC 1,233 62,269.73 0.02 


USD AGCO 227 8,650.70 0.00 

EUR AGEAS 12,330 34,534.32 0.01 

GBP AGGREKO 1,461 35,315.21 0.01 



AUD AGL ENERGY 2,629 40,216.57 0.01 



CAD AGRIUM 1,153 84,756.85 0.03 



JPY AIR WATER 970 11,250.30 0.00 

USD AIRGAS 171 11,347.89 0.00 


JPY AJINOMOTO 4,849 46,328.08 0.01 


TRY AKBANK 15,603 93,268.27 0.03 

EUR AKZO NOBEL 1,290 77,877.66 0.02 


USD ALCOA 2,789 32,994.64 0.01 



MXN ALFA -A- 5,866 44,479.30 0.01 








USD ALLERGAN 816 53,064.38 0.02 







835 18,059.15 0.01 


USD ALLSTATE 1,345 41,447.72 0.01 

EUR ALPHA BANK 2,646 16,234.79 0.01 


EUR ALSTOM 1,168 58,293.18 0.02 


USD ALTERA 895 26,377.34 0.01 


AUD ALUMINA 14,176 24,271.51 0.01 


JPY AMADA 2,618 17,515.08 0.01 

USD AMAZON.COM 950 145,718.38 0.05 



Description 

Quantity / 

Nominal 

Page 91 





shares) 

1,131 133,689.59 0.04 

AUD AMCOR 7,100 43,720.44 0.01 

GBP AMEC 1,868 28,356.10 0.01 

USD AMEREN 742 20,587.50 0.01 











USD AMETEK 244 11,396.80 0.00 

USD AMGEN 7,616 410,064.22 0.13 



AUD AMP 12,135 58,656.63 0.02 

USD AMPHENOL -A- 466 22,320.10 0.01 











USD AON 635 24,249.82 0.01 


USD APACHE 3,823 365,158.05 0.11 



USD APPLE 4,425 1,226,694.61 0.39 






USD ARCH COAL 446 11,635.32 0.00 






CHF ARYZTA 20,345 874,828.24 0.28 





AUD ASCIANO 16,993 26,522.35 0.01 



JPY ASICS CORP 1,164 11,581.45 0.00 








USD ASSURANT 2,022 80,395.34 0.02 




AUD ASX 1,042 32,101.51 0.01 


EUR ATLANTIA 1,455 29,491.38 0.01 


USD AT&T 15,746 439,947.45 0.14 




USD AUTODESK 712 22,239.86 0.01 

EUR AUTOGRILL 613 7,524.09 0.00 




USD AUTOZONE 75 16,835.59 0.01 



GBP AVIVA 15,470 95,001.64 0.03 

USD AVNET 396 10,444.76 0.00 





Description 

Quantity / 

Nominal 



EUR AXA 9,529 163,000.14 0.05 




PHP AYALA LAND 90,269 35,368.12 0.01 

EUR A2A 5,799 8,701.89 0.00 








USD BALL 303 17,444.22 0.01 






shares) 

19,905 262,956.16 0.08 































GBP BARCLAYS 63,243 291,698.19 0.09 





USD BB&T 1,921 45,196.83 0.01 


CAD BCE 1,842 58,738.06 0.02 




EUR BEFIMMO 457 37,808.00 0.01 



EUR BELGACOM 856 32,649.35 0.01 






USD BEST BUY 8,515 339,642.94 0.11 

GBP BG GROUP 18,701 322,024.08 0.10 





AUD BILLABONG 1,256 9,471.73 0.00 




USD BLACKROCK 112 18,570.16 0.01 





19,846 161,938.59 0.05 

EUR BMW 1,924 132,000.65 0.04 





Description 

Quantity / 

Nominal 

Page 92 




TRUST 

1,070 47,888.91 0.01 


USD BOEING 4,173 271,294.68 0.08 



AUD BORAL 4,378 19,091.10 0.01 




EUR BOUYGUES 1,392 58,465.39 0.02 

GBP BP 103,946 684,586.06 0.22 


AUD BRAMBLES 8,314 49,309.24 0.02 








shares) 

956 6,028.03 0.00 







USD BROADCOM -A- 1,263 43,655.71 0.01 





GBP BT GROUP 42,636 91,892.61 0.03 



USD BUNGE 378 21,836.37 0.01 


GBP BUNZL 1,777 20,765.53 0.01 




D'AERONEFS 

258 17,648.42 0.01 


USD CA 1,146 23,645.81 0.01 




CAD CAE 1,833 18,536.78 0.01 




USD CALPINE 957 11,641.78 0.00 



CAD CAMECO 2,880 78,440.01 0.02 





1,467 23,748.43 0.01 









JPY CANON 8,238 375,252.06 0.12 


EUR CAP GEMINI 811 39,790.61 0.01 









USD CAPLEASE 1,294 7,064.18 0.00 



USD CARMAX 521 14,173.34 0.00 

GBP CARNIVAL 965 37,158.46 0.01 


EUR CARREFOUR 3,320 174,554.08 0.05 



SEK CASTELLUM 4,619 60,101.40 0.02




Description 

Quantity / 

Nominal 








USD CBS -B- 1,615 25,029.04 0.01 



USD CELANESE -A- 501 15,696.77 0.00 

EUR CELESIO 404 8,604.56 0.00 

USD CELGENE 1,203 67,688.66 0.02 





shares) -B- 

907 13,280.87 0.00 


GBP CENTRICA 28,444 141,661.55 0.04 


USD CEPHALON 197 11,992.39 0.00 

USD CERNER 199 16,318.75 0.01 



shares) -B- 

1,804 26,322.17 0.01 



CAD CGI (v) -A- 1,856 27,379.87 0.01 





INTERNATIONAL 

122 3,954.41 0.00 






2,711 23,214.73 0.01 







USD CHEVRON 12,352 978,104.68 0.31 

JPY CHIBA BANK 5,140 29,272.32 0.01 



























JPY CHIYODA 1,164 9,295.10 0.00 



USD CHUBB 850 47,352.90 0.01 













shares) 

3,482 55,113.08 0.02 





Description 

Quantity / 

Nominal 

Page 93 






BRL CIELO 2,036 17,289.88 0.01 

USD CIGNA 706 24,687.62 0.01 





USD CINTAS 315 8,478.42 0.00 


USD CIT GROUP 559 22,297.40 0.01 


USD CITIGROUP 120,580 459,429.76 0.14 







USD CLOROX 339 22,114.98 0.01 




USD CME GROUP -A- 183 46,625.29 0.01 

HKD CNOOC 141,467 267,758.07 0.08 


USD COACH 853 35,806.00 0.01 

GBP COBHAM 6,535 23,240.78 0.01 

USD COCA-COLA 5,592 319,688.15 0.10 






AUD COCHLEAR 330 21,956.25 0.01 







USD COMCAST -A- 5,657 99,928.05 0.03 


USD COMERICA 399 14,490.24 0.00 






















EUR CORIO 2,770 185,299.21 0.06 

USD CORNING 4,034 72,034.75 0.02 



SGD COSCO 5,564 7,314.39 0.00 


JPY COSMO OIL 3,782 9,642.14 0.00 




USD COVANCE 134 6,119.57 0.00 


USD COVIDIEN 6,243 245,125.15 0.08 

USD CR BARD 249 19,839.59 0.01 

USD CREDICORP 564 62,803.05 0.02 



USD CREE 229 12,169.59 0.00 


EUR CRH 4,096 65,767.48 0.02 


CAD CROMBIE 748 9,135.39 0.00




Description 

Quantity / 

Nominal 



AUD CROWN 2,893 22,962.88 0.01 




AUD CSL 3,382 105,731.20 0.03 

AUD CSR 9,090 15,478.13 0.00 

USD CSX 1,047 56,580.71 0.02 

USD CUMMINS 540 47,760.23 0.01 



GBP DAEJAN 100 4,004.34 0.00 





ENGINEERING 

1,442 33,655.89 0.01 


JPY DAIBIRU 1,571 11,353.02 0.00 












USD DANAHER 1,466 58,145.49 0.02 

EUR DANONE 3,237 189,402.09 0.06 





106,031 43,233.15 0.01 

USD DAVITA 317 21,374.07 0.01 



USD DEAN FOODS 480 4,790.24 0.00 

USD DEERE & CO 1,162 79,221.10 0.02 


USD DELL 4,717 59,719.15 0.02 




JPY DENA 601 18,485.64 0.01 



JPY DENSO 3,530 102,171.28 0.03 


JPY DENTSU 1,164 26,320.25 0.01 














USD DEVRY 140 6,744.37 0.00 

EUR DEXIA 2,885 12,434.73 0.00 


GBP DIAGEO 13,848 233,654.72 0.07 



EUR DIC ASSET 762 7,441.28 0.00 




USD DIRECTV 2,392 97,297.28 0.03 








CONSTRUCTION 

511 37,171.48 0.01 


USD DOVER 529 26,959.79 0.01 



USD DR HORTON 784 8,516.23 0.00 




Description 

Quantity / 

Nominal 

Page 94 



USD DTE ENERGY 489 21,959.00 0.01 






Series -A- 

902 24,121.24 0.01 





USD EATON 4,264 343,645.64 0.11 


USD EBAY 10,980 261,730.42 0.08 

EUR EBRO FOODS 46 903.98 0.00 

USD ECOLAB 646 32,018.27 0.01 


EUR EDENRED 774 14,993.76 0.00 

EUR EDF 1,453 61,316.62 0.02 







EUR EIFFAGE 216 10,038.34 0.00 

JPY EISAI 1,833 62,567.40 0.02 

USD EL PASO 1,833 22,169.89 0.01 

EUR ELAN 2,514 13,839.03 0.00 






EUR ELISA -A- 699 15,720.28 0.00 



AERONAUTICA 

10,566 71,958.58 0.02 

USD EMC 5,358 106,323.62 0.03 


CAD EMPIRE (nv) -A- 197 10,305.38 0.00 


(CHILE) ADR 

1,480 78,141.57 0.02 

EUR ENAGAS 941 18,650.38 0.01 

CAD ENBRIDGE 2,632 135,069.81 0.04 

CAD ENCANA 5,419 160,451.84 0.05 

EUR ENEL 37,763 196,934.77 0.06 

USD ENERGEN 197 8,796.80 0.00 





EUR ENI 14,363 303,255.23 0.09 


USD ENTERGY 529 39,577.08 0.01 




USD EQT CORP 303 10,667.19 0.00 

USD EQUIFAX 278 8,471.77 0.00 


USD EQUITY ONE 993 16,368.33 0.01 


EUR ERAMET 28 8,113.21 0.00 



10,535 36,643.82 0.01 








EUR EURAZEO 156 10,247.01 0.00 



477 3,819.05 0.00 



SPACE 

2,324 56,698.17 0.02 




USD EXELON 1,829 76,083.44 0.02 

EUR EXOR 316 7,175.22 0.00 

USD EXPEDIA 472 13,010.19 0.00 


WASHINGTON 

538 24,312.27 0.01 

GBP EXPERIAN 5,657 60,353.74 0.02 



TRUST 

1,653 16,134.34 0.01




Description 

Quantity / 

Nominal 





SEK FABEGE 4,413 43,394.60 0.01 





JPY FANUC 1,387 172,393.76 0.05 



USD FASTENAL 389 20,239.91 0.01 


USD FEDEX 830 69,324.84 0.02 


EUR FERROVIAL 2,314 21,165.95 0.01 

EUR FIAT 4,188 63,230.36 0.02 















ZAR FIRSTRAND 26,982 81,111.92 0.03 

USD FISERV 440 23,153.91 0.01 






USD FLUOR (new) 468 22,625.99 0.01 

USD FMC 190 12,675.21 0.00 



CONTRATAS 

160 4,318.30 0.00 



USD FORD MOTOR 7,855 93,933.04 0.03 






CAD FORTIS 1,263 38,429.50 0.01 

EUR FORTUM 2,498 63,937.56 0.02 










EUR FRAPORT 195 11,617.75 0.00 



EUR FRESENIUS 145 11,331.93 0.00 



GBP FRESNILLO 964 18,428.22 0.01 



EUR FUGRO CERT. 397 25,553.69 0.01 





JPY FUJITSU 13,577 93,041.75 0.03 



USD F5 NETWORKS 216 21,871.25 0.01 





USD GAMESTOP -A- 379 7,292.01 0.00 

MYR GAMUDA 48,158 59,134.40 0.02 

USD GAP 1,397 25,449.06 0.01 





Description 

Quantity / 

Nominal 

Page 95 




EUR GDF SUEZ 6,907 241,917.52 0.08 

EUR GEA GROUP 940 22,978.12 0.01 

CHF GEBERIT 5,785 1,012,421.46 0.32 

EUR GECINA 603 69,928.29 0.02 




MYR GENTING 25,499 80,053.18 0.02 





USD GENZYME 712 49,238.84 0.02 












CAD GOLDCORP 5,372 228,681.08 0.07 






USD GOODRICH 2,215 159,583.81 0.05 


USD GOOGLE 1,196 614,284.28 0.20 



GBP GRAINGER 8,717 14,734.74 0.00 




PROGNOSTICS 

1,177 18,208.82 0.01 

EUR GRIFOLS 732 10,275.32 0.00 












JPY GS YUASA 2,715 18,640.11 0.01 

PLN GTC 4,236 31,695.93 0.01 



JPY GUNMA BANK 3,103 15,859.29 0.00 

GBP G4S 7,925 31,064.32 0.01 

USD H & R BLOCK 766 9,694.35 0.00 






GBP HAMMERSON 23,006 139,651.64 0.04 








shares) 

306 13,761.15 0.00 



KRW HANWHA 879 33,136.25 0.01 



USD HARRIS 294 12,714.07 0.00 

USD HARSCO 201 4,826.37 0.00 



USD HASBRO 348 15,122.58 0.00 

USD HCP 11,439 402,102.16 0.12 







Description 

Quantity / 

Nominal 



EUR HEINEKEN 1,427 72,423.21 0.02 




ORGANIZATIONS 

1,628 11,461.53 0.00 




EUR HENKEL 712 31,554.01 0.01 





USD HESS 6,231 359,873.28 0.11 








JPY HITACHI 32,778 139,914.20 0.04 






USD H.J. HEINZ 786 36,375.77 0.01 


EUR HOCHTIEF 266 22,559.43 0.01 





USD HOLOGIC 670 10,475.07 0.00 

USD HOME DEPOT 10,113 313,011.97 0.10 












USD HOSPIRA 431 24,032.13 0.01 




JPY HOYA 3,142 74,775.90 0.02 









USD HUMANA 444 21,790.53 0.01 







CONSTRUCTION 

696 18,003.29 0.01 









CAD IAMGOLD 2,585 44,861.85 0.01 

EUR IBERDROLA 22,466 169,089.91 0.05 



JPY IBIDEN 912 22,589.73 0.01 

USD IBM 4,982 652,951.67 0.21 

EUR ICADE 672 69,106.34 0.02 

GBP ICAP 3,023 20,079.36 0.01 




JPY IHI 10,086 18,871.46 0.01 



Description 

Quantity / 

Nominal 

Page 96 



USD IHS -A- 93 6,162.48 0.00 

MYR IJM 23,801 39,092.51 0.01 

EUR ILIAD 87 8,886.22 0.00 


USD ILLUMINA 382 18,366.96 0.01 

EUR IMERYS 201 11,796.25 0.00 










shares) 

1,264 98,207.88 0.03 


CHINA -H- 

401,087 291,745.52 0.09 










GBP INMARSAT 2,472 25,247.56 0.01 





JPY INPEX 16 71,312.35 0.02 




USD INTEL 29,359 551,559.21 0.18 













USD INTUIT 800 34,221.02 0.01 


GBP INVENSYS 4,593 21,108.03 0.01 

TWD INVENTEC 51,816 26,330.88 0.01 

USD INVESCO 1,137 23,583.13 0.01 

ZAR INVESTEC 4,314 35,937.95 0.01 

GBP INVESTEC 2,688 21,044.28 0.01 





EUR IPSEN 134 4,348.92 0.00 





USD ITC GDR 54,107 209,080.00 0.06 

JPY ITO EN 388 6,219.42 0.00 

JPY ITOCHU 10,861 97,042.87 0.03 


USD ITT 506 23,152.87 0.01 


GBP ITV 21,072 19,350.64 0.01 


JPY IYO BANK 1,552 12,284.60 0.00 




JPY JAFCO 233 5,364.76 0.00 









EUR JC DECAUX 356 9,188.90 0.00 

USD JC PENNEY 629 16,689.45 0.01




Description 

Quantity / 

Nominal 






JPY JGC 1,552 26,293.03 0.01 


USD JM SMUCKER 314 18,581.15 0.01 




USD JOY GLOBAL 308 21,170.02 0.01 

JPY JOYO BANK 4,849 20,640.66 0.01 




JPY JSR 1,299 21,594.90 0.01 

JPY JTEKT 1,571 14,128.42 0.00 

CHF JULIUS BAER GRUPPE 5,524 197,595.43 0.06 




EUR K & S 800 46,848.02 0.01 

JPY KAJIMA 6,788 15,956.82 0.00 

JPY KAMIGUMI 1,940 14,062.87 0.00 

JPY KANEKA 2,230 13,068.26 0.00 




JPY KAO 3,889 92,501.24 0.03 




GBP KAZAKHMYS 1,211 27,077.17 0.01 


EUR KBC GROUP 896 39,317.67 0.01 

USD KBR 425 10,240.90 0.00 

KRW KCC 81 25,398.46 0.01 

JPY KDDI 21 97,410.88 0.03 


JPY KEIO CORP 4,170 27,991.91 0.01 


USD KELLOGG 666 32,883.12 0.01 


SGD KEPPEL 7,405 49,391.08 0.02 




EUR KESKO -B- 353 16,226.31 0.01 

USD KEYCORP 2,245 17,457.77 0.01 

JPY KEYENCE 298 63,330.54 0.02 


KRW KIA MOTORS 2,403 75,761.20 0.02 

JPY KIKKOMAN 970 10,445.08 0.00 






JPY KINDEN 1,164 10,261.36 0.00 




JPY KINTETSU 12,221 40,303.32 0.01 




USD KLA-TENCOR 519 17,856.20 0.01 

EUR KLEPIERRE 3,119 117,688.18 0.04 

SEK KLOVERN 3,062 14,401.84 0.00 

JPY KOBE STEEL 18,814 43,123.11 0.01 


USD KOHL'S 727 37,401.73 0.01 


JPY KOMATSU 6,876 155,830.42 0.05 


JPY KONAMI 601 10,364.33 0.00 

EUR KONE -B- 847 42,830.27 0.01 









KRW KOREA GAS 443 18,549.28 0.01 

KRW KOREAN AIR 698 46,413.90 0.01 


USD KROGER 12,600 266,618.92 0.08 



Description 

Quantity / 

Nominal 

Page 97 




KRW KT& G CORP 746 43,442.73 0.01 

JPY KUBOTA 8,534 76,247.97 0.02 

CHF KUEHNE & NAGEL INTERNATIONAL 1,445 170,454.22 0.05 



JPY KURARAY 2,424 29,883.60 0.01 



JPY KYOCERA 1,173 108,271.61 0.03 




EUR LAFARGE 1,126 63,095.73 0.02 









JPY LAWSON 446 19,954.53 0.01 



USD LEGG MASON 540 16,002.40 0.00 


EUR LEGRAND 774 25,621.59 0.01 


AUD LEND LEASE 3,427 24,671.80 0.01 











HKD LI & FUNG 13,395 73,583.47 0.02 





SHARES 

1,663 22,270.25 0.01 






EUR LINDE 941 119,878.35 0.04 







USD LOEWS 892 33,045.76 0.01 



GBP LONMIN 886 22,772.85 0.01 


EUR L'OREAL 1,326 145,890.61 0.05 

USD LORILLARD 421 33,027.01 0.01 




USD LUBRIZOL 188 19,443.46 0.01 

USD LUKOIL ADR 3,726 206,776.07 0.06 

EUR LUXOTTICA 615 16,441.21 0.01 

EUR LVMH 1,352 194,017.99 0.06 




USD MACERICH 3,202 134,353.51 0.04 




USD MACY'S 1,207 27,226.61 0.01 





JPY MAKITA 815 25,216.54 0.01 







Description 

Quantity / 

Nominal 



EUR MAN 601 64,130.61 0.02 

GBP MAN GROUP 9,625 32,465.27 0.01 


USD MANPOWER 217 11,064.97 0.00 











JPY MARUBENI 12,025 66,376.74 0.02 

JPY MARUI 1,435 10,490.45 0.00 



USD MASCO 1,225 13,176.16 0.00 




USD MATTEL 956 21,904.82 0.01 



USD MC AFEE 364 16,811.29 0.01 


USD MCDONALD'S 2,863 208,443.52 0.06 



USD MCKESSON 5,036 303,976.32 0.09 






EUR MEDIASET 3,994 27,701.16 0.01 

TWD MEDIATEK 7,533 103,416.75 0.03 





USD MEDTRONIC 5,714 187,447.33 0.06 




EUR MERCIALYS 1,255 47,861.33 0.01 

EUR MERCK 367 30,169.58 0.01 

USD MERCK & CO 17,879 642,949.81 0.21 


AUD METCASH 4,420 18,272.77 0.01 

USD METLIFE 9,128 342,893.54 0.11 

EUR METRO 767 48,816.96 0.02 



EUR METSO 735 32,941.94 0.01 






USD MICROSOFT 27,104 648,476.72 0.21 


JPY MINEBEA 2,230 11,216.27 0.00 

GBP MINERVA 4,674 6,764.61 0.00 















JPY MITSUI & CO 12,597 182,971.31 0.06 











Description 

Quantity / 

Nominal 

Page 98 






EUR MOBISTAR 134 8,006.52 0.00 






USD MONSANTO 1,471 68,881.31 0.02 

USD MOODY'S 560 13,664.30 0.00 





USD MOSAIC 438 25,132.91 0.01 

USD MOTOROLA 37,505 312,550.73 0.10 



USD M&T BANK 2,106 168,305.98 0.05 

ZAR MTN GROUP 11,170 197,157.34 0.06 

HKD MTR 8,280 30,582.94 0.01 



1,075 145,697.69 0.05 


USD MURPHY OIL 492 29,747.24 0.01 


USD MYLAN 951 17,479.13 0.01 







ZAR NASPERS -N- 3,268 155,990.56 0.05 





11.10.2010 

3,427 3,376.97 0.00 


11.10.2010 

3,427 1,801.05 0.00 








EUR NATIXIS 4,824 27,023.23 0.01 

JPY NEC 18,911 49,095.29 0.02 


EUR NEOPOST 147 10,737.32 0.00 


EUR NESTE OIL 847 12,948.76 0.00 

CHF NESTLE (reg. shares) 335,435 17,560,001.87 5.46 

USD NETAPP 3,664 178,205.76 0.06 

USD NETFLIX 115 18,188.72 0.01 








USD NEWS -A- 24,248 309,384.19 0.10 

USD NEWS -B- 1,067 15,697.88 0.00 

CAD NEXEN 3,844 75,788.72 0.02 

GBP NEXT 1,054 35,969.24 0.01 




JPY NHK SPRING 1,164 9,403.98 0.00 

KRW NHN 430 72,156.49 0.02 

JPY NIDEC 795 69,003.32 0.02 



USD NIKE -B- 4,025 315,167.30 0.10 


JPY NIKON 2,395 43,363.08 0.01 

JPY NINTENDO 718 175,064.57 0.05 








JPY NIPPON YUSEN 11,152 44,604.24 0.01




Description 

Quantity / 

Nominal 




USD NISOURCE 624 10,612.52 0.00 











USD NOBLE 650 21,447.07 0.01 




JPY NOK 795 13,512.38 0.00 

EUR NOKIA 21,306 209,434.74 0.07 






USD NORDSTROM 470 17,070.10 0.01 





479 11,698.23 0.00 








USD NRG ENERGY 659 13,397.05 0.00 

JPY NSK 3,200 21,182.76 0.01 

USD NSTAR 242 9,293.43 0.00 

JPY NTN 3,879 16,331.07 0.01 

JPY NTT 3,811 162,458.46 0.05 

JPY NTT DATA 9 27,235.35 0.01 

JPY NTT DOCOMO 112 181,759.18 0.06 



USD NUCOR 855 31,891.12 0.01 

USD NVIDIA 1,731 19,753.60 0.01 




JPY OBAYASHI 4,170 16,190.44 0.01 

JPY OBIC 48 8,769.11 0.00 





JPY OJI PAPER 5,916 25,527.51 0.01 

SGD OLAM 6,944 16,813.59 0.01 

GBP OLD MUTUAL 30,006 64,118.64 0.02 


JPY OLYMPUS 1,620 41,401.77 0.01 


USD OMNICARE 267 6,225.94 0.00 


JPY OMRON 1,552 34,404.13 0.01 

EUR OMV 835 30,581.26 0.01 

USD ONEOK (new) 337 14,850.42 0.00 

AUD ONESTEEL 7,716 21,385.44 0.01 



CAD OPEN TEXT 404 18,671.71 0.01 

USD ORACLE 17,990 471,911.26 0.15 


AUD ORICA 2,110 51,318.61 0.02 






JPY ORIX 757 56,502.59 0.02 

JPY ORIX JREIT 7 32,297.97 0.01 

JPY OSAKA GAS 14,353 50,521.99 0.02 

HUF OTP BANK 2,803 71,918.89 0.02 

JPY OTSUKA 126 8,167.80 0.00 

EUR OUTOKUMPU 675 13,122.38 0.00 




USD PACCAR 923 43,433.34 0.01 



Description 

Quantity / 

Nominal 

Page 99 




USD PACTIV 308 9,928.72 0.00 



USD PALL 275 11,185.05 0.00 


JPY PANASONIC 14,236 188,289.50 0.06 


CHF PARGESA HOLDING 685 49,153.55 0.02 



EUR PARMALAT 10,081 25,305.05 0.01 

USD PARTNERRE 201 15,716.11 0.00 

EUR PATRIZIA IMMOBILIEN 739 3,194.87 0.00 

USD PATTERSON 209 5,844.36 0.00 

USD PAYCHEX 833 22,381.36 0.01 

HKD PCCW 22,997 8,132.45 0.00 


GBP PEARSON 4,477 67,924.86 0.02 

TWD PEGATRON 23,576 30,117.04 0.01 



TRUST 

1,231 14,266.32 0.00 

USD PENTAIR 244 8,029.10 0.00 



USD PEPSICO 12,100 785,411.43 0.25 


USD PERRIGO 213 13,364.88 0.00 






GBP PETROFAC 1,409 29,779.23 0.01 




USD PETSMART 326 11,158.60 0.00 

EUR PEUGEOT 878 28,892.62 0.01 

USD PFIZER 36,299 608,890.77 0.20 

USD PG&E 1,016 45,094.73 0.01 



SERVICE 

271 6,556.80 0.00 








EUR PIRELLI & C. 1,253 9,979.47 0.00 











KRW POSCO 379 167,506.13 0.05 



TWD POU CHEN 41,958 35,885.61 0.01 





POLSKI 

5,750 84,958.72 0.03 


USD PPL 1,327 35,300.43 0.01 

EUR PPR 454 71,982.87 0.02 

USD PRAXAIR 814 71,766.81 0.02 







TRUST 

1,469 27,304.21 0.01 






USD PROGRESSIVE 1,586 32,346.19 0.01




Description 

Quantity / 

Nominal 



USD PROLOGIS 11,642 133,982.38 0.04 




EUR PRYSMIAN 954 17,050.10 0.01 









11,436 56,690.12 0.02 








EUR PUMA 28 9,015.62 0.00 





TWD QISDA 34,996 24,240.53 0.01 

USD QUALCOMM 4,331 190,920.14 0.06 







JPY RAKUTEN 54 38,319.39 0.01 







USD RAYONIER 185 9,071.32 0.00 

USD RAYTHEON 1,053 47,018.46 0.01 





USD RED HAT 445 17,828.62 0.01 

BRL REDECARD 2,766 41,876.18 0.01 









ZAR REMGRO 2,614 39,935.58 0.01 


EUR RENAULT 1,121 56,418.73 0.02 

EUR REPSOL YPF 4,100 103,329.96 0.03 





GBP REXAM 4,727 22,342.92 0.01 




JPY RICOH 4,849 66,741.92 0.02 


GBP RIO TINTO 8,025 459,693.88 0.14 

AUD RIO TINTO 2,555 185,554.77 0.06 








JPY ROHM 718 43,220.64 0.01 











Description 

Quantity / 

Nominal 

Page 100 







EUR RWE -A- 2,332 154,138.18 0.05 



GBP SABMILLER 5,257 164,745.10 0.05 


USD SAFEWAY 1,176 24,313.45 0.01 

EUR SAFRAN 1,072 29,494.69 0.01 

GBP SAGE GROUP 7,376 31,376.96 0.01 

USD SAIC 1,179 18,405.37 0.01 

EUR SAIPEM 1,460 57,216.98 0.02 



EUR SAMPO -A- 2,371 62,636.75 0.02 

KRW SAMSUNG C&T 1,247 66,452.40 0.02 










USD SANDISK 3,932 140,801.96 0.04 


JPY SANKYO 407 21,053.48 0.01 

ZAR SANLAM 11,647 42,908.82 0.01 


EUR SANOMA OYJ 432 8,942.79 0.00 


AUD SANTOS 4,886 59,204.78 0.02 


EUR SAP 4,759 230,299.75 0.07 

ZAR SAPPI 6,167 30,993.69 0.01 



CAD SAPUTO 1,060 35,469.64 0.01 

USD SARA LEE 1,481 19,435.41 0.01 

ZAR SASOL 4,343 190,360.07 0.06 






USD SCANA 264 10,415.25 0.00 

CHF SCHINDLER HOLDING 5,893 618,764.34 0.20 




GBP SCHRODERS 603 13,351.80 0.00 

EUR SCOR REGPT 1,074 25,104.54 0.01 




USD SEALED AIR 410 9,011.33 0.00 


JPY SECOM 1,532 67,553.94 0.02 













EUR SES 1,690 39,752.27 0.01 


JPY SEVEN BANK 5 7,968.77 0.00 






JPY SHARP 7,176 69,740.49 0.02 






JPY SHIMADZU 1,649 12,377.59 0.00




Description 

Quantity / 

Nominal 



JPY SHIMAMURA 165 14,941.80 0.00 

JPY SHIMANO 495 25,564.93 0.01 


JPY SHIMIZU 4,655 16,821.01 0.01 




KRW SHINSEGAE 113 58,220.08 0.02 



GBP SHIRE 3,095 68,334.06 0.02 

JPY SHISEIDO 2,550 55,895.59 0.02 









shares) 

12,898 42,970.59 0.01 




CHF SIKA 496 898,871.57 0.29 












HKD SINO LAND 76,459 154,529.08 0.05 



KRW SK ENERGY 551 68,640.44 0.02 


KRW SK TELECOM 56 8,157.22 0.00 



USD SLM 1,106 12,475.35 0.00 


JPY SMC 398 51,194.51 0.02 









147 233,088.78 0.07 




346 43,674.82 0.01 

EUR SODEXO 537 34,100.69 0.01 

JPY SOFTBANK 5,896 188,311.79 0.06 

HKD SOHO CHINA 56,160 38,941.92 0.01 

KRW S-OIL 483 29,178.97 0.01 

JPY SOJITZ 9,960 17,470.85 0.01 

EUR SOLVAY 338 35,230.77 0.01 


CHF SONOVA HOLDING (reg. shares) 7,077 849,180.95 0.27 

JPY SONY 7,302 220,411.99 0.07 


USD SOUTHERN 2,230 81,143.78 0.03 





AUD SP AUSNET 7,705 6,268.05 0.00 


EUR SPONDA 5,721 27,163.95 0.01 


USD SPX 134 8,276.26 0.00 


EUR ST GOBAIN 2,153 93,697.66 0.03 








USD STAPLES 2,082 42,561.91 0.01 

USD STARBUCKS 2,005 50,095.54 0.02 



Description 

Quantity / 

Nominal 

Page 101 



SGD STARHUB 3,246 6,219.30 0.00 












CHF STRAUMANN HOLDING (reg. shares) 216 47,394.36 0.01 

USD STRYKER 857 41,891.43 0.01 



CHF SULZER (reg. shares) 6,732 767,474.70 0.25 

JPY SUMCO 921 14,027.71 0.00 

JPY SUMITOMO 8,117 102,138.62 0.03 















USD SUNOCO 317 11,295.40 0.00 




USD SUPERVALU 591 6,655.32 0.00 



JPY SUZUKEN 500 16,168.99 0.01 






CHF SWISSCOM (reg. shares) 1,819 720,699.26 0.23 

USD SYMANTEC 2,035 30,163.08 0.01 


USD SYNOPSYS 296 7,150.97 0.00 

CHF SYNTHES 5,778 656,421.33 0.21 

USD SYSCO 1,642 45,754.59 0.01 

JPY SYSMEX 252 17,072.78 0.01 





JPY TAISEI 8,146 16,385.51 0.01 













USD TARGET 1,852 96,699.21 0.03 




TWD TATUNG 100,077 19,278.03 0.01 




JPY TDK 902 49,096.99 0.02 

EUR TECHNIP 554 43,593.50 0.01 



JPY TEIJIN 6,885 22,223.87 0.01 



shares) 

2,784 38,852.47 0.01 






Description 

Quantity / 

Nominal 












SEK TELE2 -B- 123 2,535.68 0.00 

ZAR TELKOM SA 215 1,159.14 0.00 

AUD TELSTRA 25,574 63,382.05 0.02 


CAD TELUS (nv) 1,061 44,072.33 0.01 


EUR TENARIS 2,749 51,582.73 0.02 



EUR TERNA 8,088 33,631.27 0.01 

JPY TERUMO 1,232 63,805.73 0.02 

GBP TESCO 44,324 289,321.95 0.09 


USD TEXTRON 753 15,131.81 0.00 


EUR TF1 627 9,544.35 0.00 

EUR THALES 472 16,882.50 0.01 






CHF THE SWATCH GROUP (reg. shares) 14,375 976,091.67 0.31 



JPY THK 892 16,318.37 0.01 




USD TIFFANY & CO 284 13,025.39 0.00 






USD TJX COS 1,078 46,995.29 0.01 

CAD TMX 521 15,688.96 0.00 

EUR TNT 2,150 56,517.59 0.02 


JPY TOHO 805 12,641.73 0.00 

JPY TOHO GAS 3,200 15,456.68 0.00 



JPY TOKUYAMA 2,424 12,021.48 0.00 



JPY TOKYO GAS 18,620 82,526.36 0.03 



JPY TOKYU 8,049 34,734.15 0.01 

JPY TOKYU LAND 14,038 56,803.67 0.02 

JPY TOKYU REIT 3 17,916.36 0.01 




JPY TOP REIT 4 22,990.62 0.01 



USD TORCHMARK 211 10,967.80 0.00 


JPY TOSHIBA 29,287 138,369.56 0.04 

JPY TOSOH 4,073 10,717.27 0.00 

EUR TOTAL 11,884 599,242.98 0.20 


JPY TOTO 2,037 13,622.84 0.00 








CAD TRANSALTA 1,605 33,556.96 0.01 









Description 

Quantity / 

Nominal 

Page 102 




JPY TSUMURA 388 11,776.52 0.00 


GBP TUI TRAVEL 3,047 10,055.93 0.00 

GBP TULLOW OIL 4,897 96,040.21 0.03 

TRY TUPRAS 1,546 40,722.78 0.01 








CHF UBS (reg. shares) 328,991 5,487,566.03 1.71 

EUR UCB 566 19,194.54 0.01 

USD UDR 3,950 81,507.11 0.03 


EUR UMICORE 641 27,123.32 0.01 


JPY UNI-CHARM 873 34,295.25 0.01 

EUR UNICREDIT 74,635 186,446.71 0.06 

GBP UNILEVER 7,097 201,140.37 0.06 
















USD UNUM GROUP 880 19,045.00 0.01 

JPY UNY 1,445 11,152.76 0.00 

SGD UOL GROUP 3,304 11,363.17 0.00 




USD URS 188 6,991.42 0.00 


USD US BANCORP 5,106 107,841.66 0.03 

JPY USHIO 747 12,269.29 0.00 



7,180 93,984.06 0.03 

JPY USS CO 181 13,212.41 0.00 


BRL VALE 3,553 107,151.81 0.03 





EUR VALLOUREC 600 58,283.37 0.02 






USD VENTAS 3,862 194,590.39 0.06 


EUR VERBUND -A- 411 14,416.01 0.00 

USD VERISIGN 496 15,381.81 0.00 





USD VF 206 16,325.75 0.01 

USD VIACOM -B- 8,380 296,287.86 0.09 

EUR VINCI 2,426 118,966.15 0.04 


USD VISA -A- 6,143 445,682.12 0.14 

CAD VITERRA 2,706 23,139.01 0.01 

EUR VIVENDI 6,797 181,764.97 0.06 


USD VMWARE 220 18,252.80 0.01 









USD WALGREEN 2,527 82,688.81 0.03




Description 

Quantity / 

Nominal 











TRUST 

1,336 41,425.62 0.01 


USD WATERS 211 14,620.75 0.00 




USD WELLPOINT 1,168 64,624.09 0.02 









AUD WESTFIELD 75,514 875,768.60 0.28 




USD WHIRLPOOL 232 18,363.29 0.01 

GBP WHITBREAD 983 24,586.15 0.01 





200 10,512.39 0.00 









USD WIPRO ADR 7,613 107,548.81 0.03 


TWD WISTRON 19,813 35,316.70 0.01 

GBP WOLSELEY 1,584 38,998.52 0.01 








GBP WPP 6,907 74,912.16 0.02 

USD WR BERKLEY 404 10,677.05 0.00 


HKD WYNN MACAU 8,939 15,097.08 0.00 



USD XEROX 3,890 39,332.40 0.01 

USD XILINX 651 16,921.78 0.01 

USD XL GROUP 1,033 21,867.36 0.01 

GBP XSTRATA 11,381 213,403.06 0.07 

USD YAHOO 3,616 50,053.98 0.02 





JPY YAMAHA 1,270 14,396.18 0.00 














MYR YTL 13,609 32,300.88 0.01 




USD YUM BRANDS 1,305 58,738.87 0.02 





Description 

Quantity / 

Nominal 

Page 103 







GBP 3I GROUP 5,514 24,322.32 0.01 

USD 3M 1,797 152,242.69 0.05 



229,066,673.83 71.11 



Bonds 


7.125%/08-20.06.2011 

8,277 13,200.23 0.00 



2.25%/09-22.05.2012 

2,147 2,149.42 0.00 




28.06.2017 

1,671 2,292.10 0.00 



2.875%/07-16.04.2015 

477,465 436,164.37 0.14 


2%/10-16.12.2014 

181,753 184,751.91 0.06 


3.125%/10-10.08.2015 

2,863 2,826.73 0.00 

EUR ASFINAG 4.125%/03-21.10.2013 2,088 2,964.89 0.00 


07.02.2016 

637,771 596,634.99 0.20 


14.11.2014 

363,506 378,954.98 0.12 


16.07.2018 

5,010 5,963.80 0.00 


27.05.2014 

4,295 4,992.84 0.00 

CHF AUCHAN 3.75%/08-23.06.2015 36,351 39,622.15 0.01 


2%/10-08.07.2016 

181,753 183,243.36 0.06 


3.75%/10-10.03.2017 

3,342 4,634.11 0.00 


14.06.2022 

181,753 159,033.86 0.05 










CHF BFCM 2.5%/06-29.04.2013 145,402 148,310.44 0.05 


CHF BNG 2%/09-27.03.2013 109,052 112,759.55 0.04 

CHF BNG 2.125%/10-06.11.2018 181,753 188,205.22 0.06 

USD BNG 2.25%/09-17.01.2012 2,863 2,854.15 0.00 

CHF BNG 2.75%/03-03.07.2015 363,506 390,405.42 0.12 

CHF BNG 2.75%/09-11.05.2016 247,184 267,700.34 0.08 

EUR BNG 2.875%/09-15.01.2015 2,715 3,761.59 0.00 

EUR BNG 3%/10-30.03.2017 2,506 3,463.88 0.00 

EUR BNG 3.75%/10-14.01.2020 4,177 6,000.43 0.00 

EUR BNG 3.875%/09-04.11.2019 2,088 3,031.97 0.00 

EUR BNG 4.5%/99-10.03.2014 3,342 4,858.28 0.00 

USD BNG 5.125%/06-05.10.2016 2,863 3,252.27 0.00 

GBP BNG 5.2%/99-07.12.2028 13,795 24,302.58 0.01 

GBP BNG 5.75%/00-18.01.2019 13,795 25,135.11 0.01 

AUD BNG 6.25%/10-16.07.2015 4,750,000 4,552,600.18 1.42 


CHF BRANDBREW 4.5%/09-11.06.2014 109,052 118,157.62 0.04 

EUR BRD I/L 1.5%/06-15.04.2016 622,548 962,947.21 0.31 

EUR BRD I/L 1.75%/09-15.04.2020 124,510 187,627.09 0.06 

EUR BRD I/L 2.25%/07-15.04.2013 622,548 942,414.23 0.30 

EUR BRD S. 09 3.25%/09-04.01.2020 12,531 18,136.66 0.01 

EUR BRD 3%/10-04.07.2020 8,354 11,850.44 0.00 

EUR BRD 3.25%/05-04.07.2015 3,342 4,823.96 0.00 

EUR BRD 3.5%/09-04.07.2019 8,354 12,299.23 0.00 

EUR BRD 3.75%/06-04.01.2017 5,848 8,720.37 0.00 

EUR BRD 3.75%/08-04.01.2019 4,177 6,249.45 0.00 

EUR BRD 4.25%/04-04.07.2014 4,595 6,822.92 0.00 


0%/91-04.11.2021 

17,178 9,945.70 0.00 

USD CADES 1.375%/10-29.07.2013 1,432 1,416.16 0.00 

CHF CADES 2.125%/09-25.02.2015 363,506 379,681.99 0.12 

GBP CADES 3.75%/09-08.09.2014 13,795 22,888.13 0.01 


3.625%/08-16.04.2018 

363,506 414,942.07 0.13 

USD CANADA 2.375%/09-10.09.2014 1,861 1,905.56 0.00 

EUR CANADA 3.5%/10-13.01.2020 4,177 6,099.59 0.00 


LONDON 1.75%/10-30.06.2017 

363,506 369,685.58 0.11 

CHF CARREFOUR 2.625%/09-16.04.2012 363,506 373,684.14 0.12




Description 

Quantity / 

Nominal 



USD CFF (reg. -S-) 2.125%/10-22.04.2013 1,145 1,137.74 0.00 

CHF CFF 1.75%/09-28.04.2014 36,351 37,350.24 0.01 

EUR CFF 2%/09-17.02.2012 2,506 3,367.28 0.00 

CHF CFF 2.375%/05-24.08.2018 72,701 75,645.59 0.02 

CHF CFF 2.5%/09-04.03.2013 363,506 377,819.02 0.12 

EUR CFF 2.625%/10-16.04.2015 5,848 7,907.69 0.00 

CHF CFF 3.125%/03-10.10.2014 181,753 196,020.60 0.06 

CHF CFF 3.25%/08-21.09.2012 727,012 761,908.52 0.25 






23.02.2015 

411,489 411,900.25 0.13 


06.04.2021 

517,269 461,662.59 0.14 

CHF CITIGROUP 2.75%/06-29.06.2012 145,402 147,438.02 0.05 

CHF CITIGROUP 3%/07-21.03.2019 254,454 243,767.11 0.08 

USD CITIGROUP 5.375%/10-09.08.2020 2,863 2,908.13 0.00 


2.25%/09-30.04.2013 

72,701 75,318.44 0.02 


4.25%/09-10.11.2016 

1,671 2,385.91 0.00 


1.875%/09-07.02.2014 

290,805 301,709.96 0.09 


5.125%/07-20.04.2017 

2,863 3,283.78 0.00 



24.09.2015 

5,012 6,688.44 0.00 


4.75%/09-05.08.2019 

3,342 4,831.09 0.00 


05.02.2015 

363,506 371,139.60 0.12 

CHF CREDIT SUISSE LONDON 3%/07-04.06.2012 109,052 112,650.50 0.03 


25.01.2017 

5,012 6,923.08 0.00 


3.45%/09-02.07.2012 

2,863 2,899.53 0.00 


4.875%/08-14.03.2018 

254,454 285,243.14 0.09 


01.05.2014 

959 1,049.64 0.00 


23.03.2015 

2,863 2,941.69 0.00 

CHF CRH 1.5%/10-21.09.2015 363,506 370,776.09 0.12 

CHF DANSKE BANK 2.75%/09-09.01.2015 109,052 115,431.32 0.04 

EUR DENMARK 1.75%/10-05.10.2015 2,506 3,340.88 0.00 

EUR DENMARK 3.125%/09-17.03.2014 280,147 394,607.16 0.12 


29.12.2011 

181,753 185,279.00 0.06 





FINANCE 4.25%/10-13.07.2022 

2,673 3,655.23 0.00 


01.02.2017 

2,863 3,279.02 0.00 

CHF DEXIA BIL 2.75%/06-14.06.2016 381,681 334,734.48 0.10 


CHF DEXIA CLF 2.125%/06-29.03.2012 181,753 182,661.75 0.06 

CHF DEXIA CLF 2.125%/09-07.12.2012 727,012 732,373.66 0.24 

GBP DEXIA CLF 2.5%/09-27.10.2011 8,277 12,882.94 0.00 


02.05.2018 

181,753 189,750.12 0.06 


12.08.2019 

363,506 381,136.02 0.12 


09.08.2017 

327,155 363,796.78 0.11 


31.05.2012 

2,147 2,225.78 0.00 


24.04.2015 

363,506 370,049.08 0.11 


26.03.2018 

363,506 374,956.41 0.12 


20.01.2017 

4,177 5,834.41 0.00 


26.02.2016 

3,037 4,298.13 0.00 

EUR DZ BANK 6.25%/01-26.02.2016 752 1,099.24 0.00 

GBP EBRD 5.625%/98-07.12.2028 27,591 51,807.84 0.02 

CHF EDF 2.25%/10-29.09.2017 436,207 447,112.35 0.14 

CHF EDF 3.375%/08-18.12.2013 72,701 77,753.93 0.02 

EUR EDF 4.625%/10-26.04.2030 1,253 1,756.02 0.00 

EUR EIB (reg. -S-) S. 1510/0100 4.25%/09- 

15.04.2019 

62,255 93,776.75 0.03 

USD EIB 0%/96-06.11.2026 12,884 6,591.50 0.00 

CHF EIB 1.75%/10-21.04.2017 181,753 186,751.19 0.06 

CHF EIB 2%/09-24.04.2014 181,753 189,750.12 0.06 

CHF EIB 2%/10-24.08.2022 181,753 185,206.29 0.06 

USD EIB 3%/09-08.04.2014 4,295 4,469.60 0.00 

EUR EIB 3.125%/09-15.04.2014 4,177 5,856.70 0.00 

EUR EIB 3.5%/09-15.04.2016 4,177 5,971.46 0.00 

CHF EIB 3.5%/99-28.01.2014 1,421,672 1,552,465.68 0.49 

GBP EIB 4.75%/05-06.06.2012 13,795 22,539.83 0.01 

EUR EIB 5.625%/99-15.02.2028 8,354 14,560.13 0.00 





Description 

Quantity / 

Nominal 

Page 104 




27.04.2020 

545,259 567,069.32 0.18 


11.02.2014 

90,876 96,601.71 0.03 


27.01.2014 

4,139 6,981.38 0.00 

EUR EUROFIMA 4%/09-27.10.2021 5,848 8,564.38 0.00 

USD EUROFIMA 5.25%/06-07.04.2016 4,295 4,877.42 0.00 


CHF EUROHYPO 4%/99-01.09.2014 1,211,929 1,337,060.58 0.43 


27.01.2015 

3,342 4,689.37 0.00 



06.04.2016 

2,506 3,605.27 0.00 




109,052 115,867.53 0.04 


24.04.2014 

1,432 1,498.96 0.00 


26.10.2012 

109,052 110,633.04 0.03 


21.03.2013 

4,177 5,647.23 0.00 

EUR FINLAND 1.75%/10-15.04.2016 4,177 5,559.77 0.00 

EUR FINLAND 3.375%/10-15.04.2020 9,189 13,101.67 0.00 

EUR FINLAND 3.875%/06-15.09.2017 4,177 6,195.41 0.00 

EUR FINLAND 4.375%/08-04.07.2019 62,255 95,703.10 0.03 

EUR FINLAND 5.375%/02-04.07.2013 311,274 463,071.49 0.14 










EUR FRANCE OAT 3.5%/10-25.04.2020 2,924 4,176.90 0.00 

EUR FRANCE OAT 3.75%/06-25.04.2017 4,177 6,114.63 0.00 

EUR FRANCE OAT 4%/08-25.04.2018 5,012 7,450.54 0.00 

EUR FRANCE OAT 4.25%/03-25.04.2019 4,177 6,319.08 0.00 



CHF GDF SUEZ 3.5%/08-19.12.2012 163,578 172,247.31 0.05 

USD GECC T. 827 3.5%/10-29.06.2015 1,432 1,464.40 0.00 

CHF GECC 2%/10-15.01.2015 71,429 72,143.21 0.02 

CHF GECC 2.625%/10-20.01.2016 145,402 149,746.29 0.05 

CHF GECC 2.75%/07-27.12.2013 72,701 75,671.04 0.02 

CHF GECC 3%/04-16.10.2015 36,351 38,131.78 0.01 

CHF GECC 3.125%/04-06.12.2019 363,506 371,866.61 0.12 

CHF GECC 3.375%/06-19.06.2018 145,402 151,581.99 0.05 

CHF GECC 4%/08-26.08.2013 327,155 350,219.83 0.11 

CHF GECC 4.5%/08-09.10.2018 127,227 143,130.48 0.04 



06.07.2015 

2,506 3,574.85 0.00 





30.11.2012 

181,753 185,024.54 0.06 


3%/06-16.06.2016 

290,805 296,620.88 0.09 


15.10.2014 

181,753 181,743.90 0.06 


16.07.2015 

70,884 72,832.97 0.02 

USD IADB T. 28 3%/09-22.04.2014 2,863 2,986.17 0.00 

USD IADB T. 35 3.875%/10-14.02.2020 2,863 3,087.70 0.00 

USD IBM 8.375%/89-01.11.2019 4,295 5,787.28 0.00 


10.09.2012 

2,924 3,958.91 0.00 


27.01.2012 

2,506 3,417.72 0.00 




CHF ING BANK 2.125%/10-07.10.2016 363,506 362,597.21 0.11 

EUR ING BANK 5.25%/99-07.06.2019 1,253 1,838.92 0.00 


28.07.2015 

4,595 6,150.06 0.00 


15.07.2013 

4,177 5,663.95 0.00 


28.09.2017 

2,088 2,777.66 0.00 


& DEVELOPMENT 3.875%/09-20.05.2019 

66,432 97,888.90 0.03 


& DEVELOPMENT 9.25%/86-20.03.2016 

2,863 3,859.01 0.00 










Description 

Quantity / 

Nominal 



CHF JP MORGAN CHASE 2.75%/07-23.01.2014 109,052 113,086.71 0.04 

EUR JP MORGAN CHASE 3.875%/10-23.09.2020 835 1,117.52 0.00 


16.05.2012 

327,155 344,331.04 0.11 

EUR KFW S. 213 5.5%/98-22.01.2018 5,012 8,066.69 0.00 

USD KFW 1.375%/10-15.07.2013 1,432 1,420.08 0.00 

EUR KFW 2.25%/10-21.09.2017 3,342 4,441.58 0.00 

CHF KFW 2.875%/08-02.05.2014 181,753 195,293.59 0.06 

GBP KFW 3.75%/09-07.09.2016 13,795 22,781.94 0.01 

EUR KFW 3.875%/09-21.01.2019 2,506 3,685.16 0.00 

USD KFW 4%/10-27.01.2020 1,432 1,549.03 0.00 

USD KFW 4.375%/05-21.07.2015 4,295 4,736.86 0.00 

GBP KFW 5.75%/99-07.12.2011 11,864 19,285.62 0.01 


05.05.2015 

2,863 2,936.66 0.00 




14.02.2022 

363,506 335,697.77 0.10 


22.06.2026 

181,753 185,206.29 0.06 





04.12.2015 

327,155 348,420.48 0.11 


07.12.2016 

181,753 195,384.46 0.06 


01.10.2014 

363,506 360,597.93 0.11 


15.08.2017 

181,753 188,023.47 0.06 


5268 2.5%/09-07.12.2012 

13,795 21,686.06 0.01 


2.75%/07-13.03.2012 

290,805 297,057.08 0.09 


1013 2%/10-15.06.2015 

5,012 6,747.26 0.00 


5.25%/07-18.01.2012 

13,795 22,395.41 0.01 


1.75%/10-16.01.2017 

363,506 373,502.39 0.12 


3.25%/02-28.08.2012 

72,701 76,627.06 0.02 


15.07.2013 

1,432 1,417.14 0.00 


29.01.2014 

2,506 3,513.46 0.00 


12.01.2015 

2,863 2,866.45 0.00 


CHF LVMH 3.625%/08-02.12.2011 327,155 337,787.93 0.10 

CHF MANITOBA 2.25%/09-05.05.2014 145,402 152,999.67 0.05 

CHF MCDONALD'S 3.25%/07-12.12.2012 181,753 191,840.28 0.06 

CHF METLIFE 2%/05-14.09.2011 3,000,000 3,018,750.00 0.95 


3.125%/06-27.06.2016 

254,454 259,161.59 0.08 

USD MICROSOFT 1.625%/10-25.09.2015 1,432 1,399.24 0.00 

CHF MORGAN STANLEY 2%/05-17.11.2011 109,052 109,378.95 0.03 




04.10.2013 

2,506 3,329.18 0.00 


14.07.2017 

545,259 550,438.92 0.17 


23.01.2015 

2,924 4,019.75 0.00 


15.07.2016 

1,671 2,426.47 0.00 


08.12.2014 

5,518 9,445.79 0.00 

CHF NATIXIS 2.375%/03-19.12.2013 181,753 189,386.61 0.06 

EUR NATIXIS 7.75%/93-01.06.2019 1,896 3,413.23 0.00 


2.625%/08-22.09.2015 

90,876 96,965.22 0.03 


2.25%/09-13.05.2014 

545,259 571,704.02 0.19 


3.375%/10-01.02.2017 

2,506 3,539.32 0.00 


4.25%/08-21.11.2013 

1,671 2,400.20 0.00 


09.09.2015 

4,295 4,214.09 0.00 


S. 1171 2.375%/10-10.12.2013 

13,795 21,788.01 0.01 


1.75%/10-22.07.2016 

363,506 374,047.65 0.12 


2.5%/05-20.04.2015 

181,753 193,203.43 0.06 


3.125%/09-20.01.2012 

2,506 3,422.77 0.00 


24.04.2012 

363,506 368,049.80 0.11 


05.08.2013 

472,558 490,514.96 0.15 


12.08.2014 

87,423 91,706.92 0.03 


29.05.2015 

254,454 267,685.80 0.08 






Description 

Quantity / 

Nominal 

Page 105 












22.02.2016 

290,805 296,911.68 0.09 




11.04.2018 

181,753 194,566.57 0.06 


15.07.2015 

2,863 2,928.27 0.00 


08.04.2014 

1,671 2,335.99 0.00 


21.12.2018 

1,281 2,250.57 0.00 


13.09.2013 

2,506 3,314.47 0.00 


02.05.2012 

181,753 188,750.48 0.06 


USD NRW.BANK 1.375%/10-26.08.2013 2,863 2,810.79 0.00 

EUR NRW.BANK 2.375%/10-04.06.2015 4,177 5,655.59 0.00 


02.12.2013 

181,753 191,658.53 0.06 

CHF OEKB 2.625%/06-22.11.2024 145,402 153,399.52 0.05 

CHF OEKB 2.75%/08-14.07.2014 181,753 193,566.93 0.06 

CHF OEKB 2.875%/05-25.02.2030 181,753 200,564.42 0.06 

CHF OEKB 3%/03-23.10.2015 181,753 197,292.87 0.06 

CHF OEKB 3%/07-05.12.2013 109,052 116,249.21 0.04 


6.125%/99-20.10.2014 

5,518 9,635.23 0.00 



30.01.2015 

54,526 59,187.86 0.02 



07.11.2016 

109,052 111,505.46 0.03 



18.02.2013 

181,753 187,569.08 0.06 



21.07.2017 

290,805 309,707.09 0.10 

USD PFIZER 5.35%/09-15.03.2015 1,432 1,609.86 0.00 


11.03.2013 

363,506 381,136.02 0.12 









CHF QUEBEC 2.25%/05-05.10.2015 70,157 73,313.70 0.02 

CHF QUEBEC 3.125%/09-11.12.2015 145,402 157,979.70 0.05 

CHF QUEBEC 3.875%/09-11.12.2018 72,701 83,897.18 0.03 


14.07.2025 

4,177 5,767.56 0.00 



12.04.2017 

80,000,000 986,552.69 0.32 

CHF RABOBANK 2%/10-16.09.2021 181,753 178,572.31 0.06 

CHF RABOBANK 2.125%/06-13.08.2012 290,805 298,220.30 0.09 

CHF RABOBANK 2.5%/09-19.02.2013 363,506 377,561.66 0.12 

EUR RABOBANK 3%/10-16.02.2015 3,342 4,584.19 0.00 

CAD RABOBANK 3.5%/09-02.07.2014 29,000 28,972.12 0.01 

CHF RABOBANK 4.25%/00-14.09.2012 363,506 388,042.63 0.12 

EUR RABOBANK 4.375%/09-05.05.2016 5,848 8,480.93 0.00 

EUR RABOBANK 4.375%/09-22.01.2014 1,671 2,384.57 0.00 


3.375%/08-21.03.2016 

363,506 405,127.41 0.13 


01.12.2021 

35,868 64,788.04 0.02 


EUR ROCHE HOLDINGS 4.625%/09-04.03.2013 835 1,185.27 0.00 



2.25%/09-09.10.2012 

145,402 146,929.12 0.05 


09.12.2011 

2,147 2,152.36 0.00 


08.10.2015 

181,753 180,687.37 0.06 


08.09.2015 

1,671 2,226.36 0.00 


USD SFEF (reg. -S-) 2.125%/09-30.01.2012 2,863 2,854.03 0.00 

USD SFEF (reg. -S-) 3.375%/09-05.05.2014 1,432 1,501.76 0.00 

EUR SFEF 3%/09-07.04.2014 3,342 4,657.28 0.00 

EUR SFEF 3.125%/09-30.06.2014 4,177 5,855.58 0.00 


5.625%/06-16.03.2016 

1,861 2,100.64 0.00 

CHF SNCF 2.625%/06-13.12.2021 109,052 117,339.73 0.04




Description 

Quantity / 

Nominal 



CHF SNCF 2.75%/09-11.06.2018 109,052 118,430.25 0.04 

EUR SNS BANK 3.625%/10-10.03.2017 2,506 3,488.28 0.00 





2.375%/10-08.09.2015 

181,753 185,706.12 0.06 


CHF STATNETT 3%/08-21.11.2011 222,647 228,369.45 0.07 



05.10.2016 

1,671 2,346.24 0.00 

USD SWEDEN 1.75%/10-07.05.2013 1,432 1,434.62 0.00 

EUR SWEDEN 3.125%/09-07.05.2014 4,177 5,893.47 0.00 

GBP SWEDEN 9.75%/85-15.09.2014 40,006 78,896.40 0.02 


2.75%/07-14.06.2013 

72,701 76,518.01 0.02 


09.02.2017 

181,753 194,384.82 0.06 


28.12.2015 

363,506 387,860.88 0.12 


15.07.2013 

327,155 351,364.88 0.11 



24.06.2011 

8,277 13,235.91 0.00 



12.08.2013 

2,863 2,822.62 0.00 



06.08.2012 

90,876 95,329.44 0.03 



15.07.2015 

1,671 2,287.64 0.00 




23.10.2018 

361,688 361,688.45 0.11 

EUR UBS LONDON 3%/09-06.10.2014 5,012 6,891.66 0.00 

EUR UBS LONDON 3.875%/09-02.12.2019 2,506 3,564.49 0.00 

CHF UNILEVER 3.625%/08-02.12.2011 72,701 75,173.04 0.02 

GBP UNILEVER 4.75%/09-16.06.2017 4,139 7,095.17 0.00 















USD US I/L S. C-2012 3%/02-15.07.2012 164,224 206,573.47 0.06 

USD US I/L 1.25%/10-15.07.2020 191,595 196,969.07 0.06 

USD US I/L 1.375%/08-15.01.2020 328,449 344,728.43 0.11 

USD US I/L 1.375%/08-15.07.2018 109,483 115,908.35 0.04 

USD US I/L 1.625%/05-15.01.2015 164,224 195,890.02 0.06 

USD US I/L 1.625%/08-15.01.2018 136,854 151,134.22 0.05 

USD US I/L 1.875%/03-15.07.2013 164,224 202,435.33 0.06 

USD US I/L 1.875%/05-15.07.2015 164,224 195,784.33 0.06 

USD US I/L 2%/04-15.01.2014 164,224 203,201.25 0.06 

USD US I/L 2%/04-15.07.2014 164,224 200,811.93 0.06 

USD US I/L 2%/06-15.01.2016 164,224 193,550.13 0.06 

USD US I/L 2%/07-15.04.2012 54,741 59,472.35 0.02 

USD US I/L 2.125%/09-15.01.2019 164,224 183,698.68 0.06 

USD US I/L 2.375%/06-15.04.2011 109,483 118,922.25 0.04 

USD US I/L 2.375%/07-15.01.2017 191,595 228,405.29 0.07 

USD US I/L 2.5%/06-15.07.2016 191,595 229,311.88 0.07 

USD US I/L 2.625%/07-15.07.2017 136,854 162,430.99 0.05 

USD US I/L 3.5%/01-15.01.2011 109,483 135,177.77 0.04 

USD US S. F-2019 3.375%/09-15.11.2019 22,904 24,107.38 0.01 

USD US S. N-2014 2.625%/09-30.06.2014 34,356 35,736.26 0.01 

USD US S. Q-2016 3.125%/09-31.10.2016 34,356 36,433.78 0.01 

USD US S. T-2011 1.125%/08-15.12.2011 7,158 7,059.91 0.00 

USD US S. W-2012 1.375%/09-15.03.2012 20,041 19,882.47 0.01 

USD US 4.5%/08-15.05.2038 2,863 3,216.21 0.00 

USD US 5.25%/98-15.11.2028 5,726 7,067.01 0.00 

USD US 6.25%/00-15.05.2030 6,156 8,507.55 0.00 

USD US 7.5%/86-15.11.2016 22,904 29,963.77 0.01 

USD US 7.875%/91-15.02.2021 11,452 16,579.72 0.01 





CHF VP BANK 2.5%/10-27.05.2016 436,207 438,388.21 0.14 





Description 

Quantity / 

Nominal 

Page 106 




CHF WORLDBANK 0%/85-21.10.2015 602,511 568,318.65 0.19 

USD WORLDBANK 3.5%/08-08.10.2013 2,863 3,018.05 0.00 

USD WORLDBANK 7.625%/93-19.01.2023 4,295 6,082.82 0.00 

USD WORLDBANK 8.625%/86-15.10.2016 1,432 1,899.82 0.00 


18.07.2012 

181,753 191,249.58 0.06 


30.09.2013 

1,432 1,461.62 0.00 

Bonds 


72,382,992.85 22.47 

Bonds 72,382,992.85 22.47 









INCOME FUND 

2,888 2,801.34 0.00 






2,159 2,019,295.95 0.63 



519 534,471.92 0.17 



182 184,428.39 0.06 



612 651,612.64 0.20 



2,337 3,458,448.20 1.06 



1,613 1,664,813.46 0.52 



1C- 

158,027 6,105,963.77 1.89 




14,967,335.05 4.64 







0.00 0.00 



Cash at banks 5,482,741.25 1.70 

Due to banks -292,178.68 -0.09 


Total net assets 322,139,510.76 100.00


Credit Suisse Portfolio Fund (Lux) Growth (US$) 





USD 

672380 LU0078042453 1.70% 1.86% 




2009 

Page 107 

2008 2007 


USD 

3.38% 

/ 

27.06% 

-33.77% 8.32% 

Notes 





Valuation 

(in USD) 


5 136,581.55 -3,394.56 


0 1,912.78 24.35 


2 100,479.29 -298.21 


0 112,627.33 202.73 


0 7,340.35 29.14 


0 2,944.80 -65.11 


1 36,956.26 621.52 


1 184,781.30 3,230.29 


0 54,141.29 -802.55 


0 30,808.89 465.28 


2 14,567,051.73 -1,429.95 


FUTURES -500- 01/11 

USD 

8 2,152,000.00 178,482.28 


177,065.21 



Maturity 

Valuation 

(in USD) 

USD 552,112 CAD -570,000 17.12.2010 

-2,411.75 

GBP 560,000 USD -867,216 17.12.2010 

14,459.76 

USD 709,178 JPY -60,500,000 17.12.2010 

-15,152.04 

CHF 1,290,000 USD -1,289,871 17.12.2010 

30,867.11 

USD 3,561,525 EUR -2,750,000 17.12.2010 

-188,580.35 


-160,817.27




Assets 






Liabilities 

74,541,943.62 





Net assets 


USD 

30.09.2010 

384,473.49 

74,157,470.13 


74,157,470.13 73,433,236.13 57,416,844.48 



USD 

195.36 192.44 

135.86 


of the period 


of the period 


issued 

Page 108 


redeemed 


USD 

379,597.500 381,593.241 9,307.589 11,303.330 





Page 109 


Income 





Expenses 

975,597.36 








660,419.60 







3,793,887.80 






-2,991,955.48 




01.04.2010 to 

30.09.2010 



-392,876.08 








USA 

Japan 


Germany 

Canada 


Netherlands 

France 

Australia 

Hong Kong 


Brazil 

Switzerland 

South Korea 

PR China 

Taiwan 

Spain 

India 

Italy 

Sweden 

South Africa 

Singapore 

Russia 

Mexico 

Finland 

Ireland 

Malaysia 

Belgium 

Austria 


Indonesia 

Bermuda 

Turkey 

Thailand 

Denmark 

Jersey 

Poland 

Chile 


Panama 

New Zealand 

Portugal 

Norway 

Colombia 

Israel 

Argentina 

Peru 


Greece 

Hungary 

Philippines 

Isle of Man 

Guernsey 

Cyprus 

Mauritius 

Undefined 



31.46 

9.37 

7.90 

5.23 

4.79 

4.22 

4.14 

3.90 

2.99 

2.19 

1.99 

1.92 

1.68 

1.56 

1.26 

1.25 

1.18 

1.05 

1.02 

0.87 

0.87 

0.79 

0.66 

0.55 

0.47 

0.40 

0.32 

0.32 

0.29 

0.27 

0.24 

0.23 

0.23 

0.19 

0.18 

0.16 

0.15 

0.14 

0.14 

0.13 

0.11 

0.10 

0.09 

0.09 

0.08 

0.07 

0.06 

0.06 

0.05 

0.05 

0.05 

0.02 

0.02 

0.01 

0.01 

0.01 

Liechtenstein 

Total 




Petroleum 



Real estate 






Vehicles 

Chemicals 






















Biotechnology 












Total 

Page 110 

0.00 

97.58 

16.70 

10.78 

6.30 

5.83 

5.00 

4.89 

4.30 

4.27 

3.79 

3.01 

2.98 

2.01 

1.96 

1.93 

1.90 

1.88 

1.88 

1.76 

1.67 

1.52 

1.32 

1.31 

1.23 

1.01 

0.88 

0.82 

0.75 

0.75 

0.71 

0.67 

0.64 

0.56 

0.53 

0.48 

0.29 

0.21 

0.18 

0.18 

0.16 

0.16 

0.08 

0.08 

0.08 

0.05 

0.05 

0.04 

97.58






Description 

Quantity / 

Nominal 








JPY ABC-MART 72 2,209.00 0.00 



ZAR ABSA GROUP 795 15,266.06 0.02 



EUR ACCIONA 57 4,819.95 0.01 

EUR ACCOR 290 10,607.86 0.01 

USD ACE 322 18,763.22 0.03 

TWD ACER 6,638 16,869.26 0.02 


JPY ACOM 122 1,845.51 0.00 





EUR ADIDAS 440 27,264.56 0.04 






JPY ADVANTEST 379 7,527.80 0.01 

EUR AEGON 3,273 19,639.46 0.03 

JPY AEON 1,492 15,997.97 0.02 


JPY AEON MALL 777 18,862.19 0.03 


USD AES 620 7,035.79 0.01 

USD AETNA 378 11,957.54 0.02 

EUR AFFINE 17 408.36 0.00 

USD AFLAC 434 22,467.10 0.03 


USD AGCO 80 3,121.20 0.00 

EUR AGEAS 4,623 13,253.85 0.02 

GBP AGGREKO 574 14,194.82 0.02 



AUD AGL ENERGY 953 14,928.09 0.02 



CAD AGRIUM 420 31,591.44 0.04 



JPY AIR WATER 326 3,875.72 0.01 

USD AIRGAS 60 4,094.35 0.01 


JPY AJINOMOTO 1,632 15,959.99 0.02 


TRY AKBANK 5,203 31,831.02 0.04 

EUR AKZO NOBEL 484 29,888.50 0.04 


USD ALCOA 983 11,904.56 0.02 



MXN ALFA -A- 1,956 15,180.10 0.02 








USD ALLERGAN 288 19,145.78 0.03 







191 4,221.88 0.01 


USD ALLSTATE 474 14,954.46 0.02 

EUR ALPHA BANK 992 6,230.71 0.01 


EUR ALSTOM 438 22,372.21 0.03 


USD ALTERA 316 9,517.02 0.01 


AUD ALUMINA 5,141 9,009.41 0.01 


JPY AMADA 881 6,033.93 0.01 

USD AMAZON.COM 335 52,575.61 0.07 



Description 

Quantity / 

Nominal 

Page 111 



USD AMB PROPERTY 991 26,219.18 0.04 


shares) 

377 45,626.19 0.06 

AUD AMCOR 2,575 16,228.70 0.02 

GBP AMEC 734 11,397.63 0.02 

USD AMEREN 262 7,428.03 0.01 











USD AMETEK 86 4,112.00 0.01 

USD AMGEN 2,436 134,261.34 0.18 



AUD AMP 4,401 21,772.91 0.03 

USD AMPHENOL -A- 164 8,053.16 0.01 











USD AON 224 8,749.40 0.01 


USD APACHE 1,208 118,065.76 0.16 

USD APARTMENT INVESTMENT & MANAGEMENT -A- 586 12,520.46 0.02 


USD APPLE 1,462 414,863.25 0.57 






USD ARCH COAL 157 4,198.06 0.01 


AUD ARISTOCRAT LEISURE 937 3,203.83 0.00 




CHF ARYZTA 204 8,969.62 0.01 

JPY ASAHI BREWERIES 963 19,247.71 0.03 




AUD ASCIANO 6,162 9,844.90 0.01 



JPY ASICS CORP 392 3,989.80 0.01 


EUR ASML HOLDING 877 26,236.42 0.04 






USD ASSURANT 627 25,516.73 0.03 




AUD ASX 378 11,915.84 0.02 


EUR ATLANTIA 773 16,039.91 0.02 


USD AT&T 5,550 158,734.30 0.21 




USD AUTODESK 251 8,024.21 0.01 

EUR AUTOGRILL 230 2,887.65 0.00 




USD AUTOZONE 27 6,074.33 0.01 



GBP AVIVA 6,075 38,185.55 0.05 

USD AVNET 140 3,768.50 0.01 





Description 

Quantity / 

Nominal 



EUR AXA 3,573 62,557.47 0.08 




PHP AYALA LAND 30,098 12,070.59 0.02 

EUR A2A 2,174 3,339.68 0.00 





USD BAJAJ FINSERV GDR 888 10,557.85 0.01 



USD BALL 107 6,293.93 0.01 




EUR BANCA POPOLARE DI MILANO 966 4,618.02 0.01 


shares) 

7,789 105,330.80 0.14 































GBP BARCLAYS 24,835 117,247.00 0.16 





USD BB&T 677 16,307.15 0.02 


CAD BCE 671 21,893.45 0.03 




EUR BEFIMMO 94 7,995.80 0.01 



EUR BELGACOM 321 12,530.42 0.02 






USD BEST BUY 2,628 107,303.27 0.14 

GBP BG GROUP 7,344 129,436.38 0.17 




GBP BIG YELLOW GROUP 741 3,813.65 0.01 

AUD BILLABONG 456 3,515.84 0.00 


USD BIOMED REALTY TRUST 572 10,250.24 0.01 


USD BLACKROCK 39 6,700.17 0.01 





6,617 55,267.14 0.07 

EUR BMW 911 63,975.63 0.09 





Description 

Quantity / 

Nominal 

Page 112 




TRUST 

244 11,195.51 0.02 


USD BOEING 1,354 90,080.13 0.12 



AUD BORAL 1,588 7,086.47 0.01 




EUR BOUYGUES 703 30,200.19 0.04 

GBP BP 40,818 275,166.83 0.38 


AUD BRAMBLES 3,015 18,303.23 0.02 

USD BRANDYWINE REALTY TRUST 663 8,120.38 0.01 







shares) 

358 2,313.49 0.00 







USD BROADCOM -A- 445 15,751.11 0.02 





GBP BT GROUP 16,742 36,935.89 0.05 



USD BUNGE 133 7,878.63 0.01 


GBP BUNZL 698 8,346.63 0.01 

GBP BURBERRY GROUP 953 15,623.49 0.02 



D'AERONEFS 

97 6,773.25 0.01 


USD CA 404 8,531.48 0.01 




CAD CAE 667 6,909.22 0.01 




USD CALPINE 337 4,200.39 0.01 



CAD CAMECO 1,049 29,236.96 0.04 





335 5,551.93 0.01 









JPY CANON 2,773 129,274.08 0.17 


EUR CAP GEMINI 304 15,271.15 0.02 









USD CAPLEASE 295 1,651.47 0.00 



USD CARMAX 184 5,113.78 0.01 

GBP CARNIVAL 379 14,935.70 0.02 


EUR CARREFOUR 1,245 66,991.73 0.09 



SEK CASTELLUM 954 12,710.50 0.02




Description 

Quantity / 

Nominal 







USD CBL & ASSOCIATES PROPERTIES 684 8,938.53 0.01 

USD CBS -B- 569 9,030.55 0.01 



USD CELANESE -A- 176 5,663.44 0.01 

EUR CELESIO 152 3,302.32 0.00 

USD CELGENE 424 24,422.26 0.03 





shares) -B- 

302 4,532.55 0.01 


GBP CENTRICA 11,170 56,940.33 0.08 


USD CEPHALON 69 4,326.89 0.01 

USD CERNER 70 5,887.85 0.01 



shares) -B- 

602 8,983.35 0.01 



CAD CGI (v) -A- 676 10,205.30 0.01 





INTERNATIONAL 

43 1,426.76 0.00 






619 5,427.16 0.01 






HKD CHEUNG KONG INFRASTRUCTURE HOLDINGS 965 3,828.82 0.01 

USD CHEVRON 4,012 325,204.17 0.45 

JPY CHIBA BANK 1,730 10,084.29 0.01 



























JPY CHIYODA 392 3,202.16 0.00 



USD CHUBB 300 17,085.06 0.02 













shares) 

1,161 18,809.25 0.03 





Description 

Quantity / 

Nominal 

Page 113 






BRL CIELO 679 5,900.77 0.01 

USD CIGNA 249 8,907.36 0.01 





USD CINTAS 111 3,059.04 0.00 


USD CIT GROUP 197 8,044.97 0.01 


USD CITIGROUP 39,801 155,223.94 0.21 




EUR CITYCON OYJ 940 4,016.70 0.01 



USD CLOROX 120 7,979.15 0.01 




USD CME GROUP -A- 65 16,822.54 0.02 

HKD CNOOC 47,168 91,381.70 0.12 


USD COACH 301 12,918.91 0.02 

GBP COBHAM 2,566 9,341.54 0.01 

USD COCA-COLA 1,971 115,344.40 0.16 






AUD COCHLEAR 120 8,150.00 0.01 





EUR COLONIA REAL ESTATE 137 786.34 0.00 


USD COMCAST -A- 1,994 36,054.33 0.05 


USD COMERICA 141 5,228.12 0.01 










AUD COMPUTERSHARE 933 8,810.69 0.01 












EUR CORIO 632 43,303.38 0.06 

USD CORNING 1,422 25,990.34 0.04 



SGD COSCO 2,018 2,715.05 0.00 


JPY COSMO OIL 1,273 3,321.71 0.00 




USD COVANCE 47 2,207.96 0.00 


USD COVIDIEN 1,963 78,888.23 0.11 

USD CR BARD 88 7,158.18 0.01 

USD CREDICORP 188 21,433.71 0.03 



USD CREE 81 4,390.82 0.01 


EUR CRH 1,763 28,974.13 0.04 


CAD CROMBIE 171 2,135.68 0.00




Description 

Quantity / 

Nominal 



AUD CROWN 1,049 8,523.65 0.01 




AUD CSL 1,226 39,246.64 0.05 

AUD CSR 3,296 5,745.37 0.01 

USD CSX 369 20,414.48 0.03 

USD CUMMINS 190 17,232.03 0.02 


BRL CYRELA BRAZIL REALTY 993 14,042.51 0.02 

GBP DAEJAN 21 846.85 0.00 





ENGINEERING 

481 11,486.23 0.02 


JPY DAIBIRU 360 2,666.80 0.00 












USD DANAHER 517 20,979.06 0.03 

EUR DANONE 1,214 72,690.21 0.10 





35,353 14,754.81 0.02 

USD DAVITA 112 7,711.83 0.01 



USD DEAN FOODS 169 1,728.33 0.00 

USD DEERE & CO 410 28,583.20 0.04 


USD DELL 1,663 21,546.84 0.03 




JPY DENA 202 6,368.29 0.01 



JPY DENSO 1,188 35,197.94 0.05 


JPY DENTSU 392 9,067.31 0.01 












GBP DEVELOPMENT SECURITIES 636 2,309.29 0.00 


USD DEVRY 49 2,433.39 0.00 

EUR DEXIA 1,082 4,772.30 0.01 


GBP DIAGEO 5,438 93,916.64 0.13 


USD DIAMONDROCK HOSPITALITY 784 7,437.61 0.01 

EUR DIC ASSET 157 1,573.71 0.00 




USD DIRECTV 843 35,105.14 0.05 








CONSTRUCTION 

170 12,686.05 0.02 


USD DOVER 186 9,727.17 0.01 



USD DR HORTON 276 3,072.68 0.00 




Description 

Quantity / 

Nominal 

Page 114 



USD DTE ENERGY 172 7,922.87 0.01 






Series -A- 

206 5,639.08 0.01 


JPY EAST JAPAN RAILWAY 832 50,212.44 0.07 



USD EATON 1,315 108,488.52 0.15 


USD EBAY 3,484 85,002.06 0.11 

EUR EBRO FOODS 127 2,553.03 0.00 

USD ECOLAB 228 11,552.28 0.02 

USD ECOPETROL ADR 892 37,221.87 0.05 

EUR EDENRED 290 5,754.42 0.01 

EUR EDF 545 23,532.57 0.03 







EUR EIFFAGE 81 3,852.59 0.01 

JPY EISAI 617 21,554.43 0.03 

USD EL PASO 646 7,998.96 0.01 

EUR ELAN 943 5,311.25 0.01 





USD ELI LILLY & CO 975 35,634.30 0.05 

EUR ELISA -A- 262 6,033.25 0.01 



AERONAUTICA 

3,523 24,558.35 0.03 

USD EMC 1,889 38,361.87 0.05 


CAD EMPIRE (nv) -A- 72 3,841.13 0.01 


(CHILE) ADR 

494 26,668.51 0.04 

EUR ENAGAS 353 7,157.79 0.01 

CAD ENBRIDGE 958 50,344.59 0.07 

CAD ENCANA 1,973 59,805.24 0.08 

EUR ENEL 17,159 91,591.86 0.12 

USD ENERGEN 69 3,173.91 0.00 





EUR ENI 5,385 116,385.66 0.16 


USD ENTERGY 187 14,279.52 0.02 




USD EQT CORP 107 3,848.75 0.01 

USD EQUIFAX 98 3,056.64 0.00 


USD EQUITY ONE 227 3,826.60 0.01 


EUR ERAMET 11 3,113.75 0.00 



3,512 12,505.97 0.02 








EUR EURAZEO 59 3,932.68 0.01 



99 807.67 0.00 



SPACE 

871 21,760.07 0.03 




USD EXELON 645 27,451.12 0.04 

EUR EXOR 119 2,753.76 0.00 

USD EXPEDIA 166 4,694.11 0.01 


WASHINGTON 

190 8,771.94 0.01 

GBP EXPERIAN 2,221 24,258.96 0.03 



TRUST 

377 3,771.90 0.01




Description 

Quantity / 

Nominal 





SEK FABEGE 912 9,177.27 0.01 





JPY FANUC 467 59,389.53 0.08 



USD FASTENAL 137 7,302.62 0.01 


USD FEDEX 293 25,012.60 0.03 


EUR FERROVIAL 868 8,123.23 0.01 

EUR FIAT 1,570 24,267.04 0.03 





EUR FINMECCANICA 884 10,519.75 0.01 










ZAR FIRSTRAND 8,996 27,682.24 0.04 

USD FISERV 155 8,354.00 0.01 






USD FLUOR (new) 165 8,163.52 0.01 

USD FMC 67 4,573.25 0.01 



CONTRATAS 

60 1,657.31 0.00 



USD FORD MOTOR 2,769 33,891.31 0.05 

USD FOREST CITY ENTERPRISES -A- 687 8,816.24 0.01 





CAD FORTIS 460 14,323.83 0.02 

EUR FORTUM 937 24,538.45 0.03 










EUR FRAPORT 73 4,458.75 0.01 



EUR FRESENIUS 54 4,349.06 0.01 



GBP FRESNILLO 378 7,407.15 0.01 



EUR FUGRO CERT. 149 9,807.19 0.01 





JPY FUJITSU 4,569 32,052.82 0.04 



USD F5 NETWORKS 76 7,891.21 0.01 





USD GAMESTOP -A- 133 2,630.98 0.00 

MYR GAMUDA 16,057 20,181.66 0.03 

USD GAP 493 9,182.09 0.01 





Description 

Quantity / 

Nominal 

Page 115 




EUR GDF SUEZ 2,590 92,844.99 0.13 

EUR GEA GROUP 352 8,818.72 0.01 

CHF GEBERIT 60 10,711.24 0.01 

EUR GECINA 140 16,658.65 0.02 




MYR GENTING 8,502 27,320.92 0.04 





USD GENZYME 251 17,765.51 0.02 




PLN GETIN HOLDING 987 3,661.56 0.00 








CAD GOLDCORP 1,956 85,236.34 0.11 






USD GOODRICH 690 50,837.35 0.07 


USD GOOGLE 395 207,711.33 0.28 



GBP GRAINGER 1,801 3,116.16 0.00 




PROGNOSTICS 

441 6,988.32 0.01 

EUR GRIFOLS 275 3,943.54 0.01 


EUR GROUPE EUROTUNNEL (regroupement) 940 8,002.37 0.01 










JPY GS YUASA 914 6,421.50 0.01 

PLN GTC 1,412 10,817.33 0.01 



JPY GUNMA BANK 1,044 5,463.51 0.01 

GBP G4S 3,112 12,486.19 0.02 

USD H & R BLOCK 270 3,497.75 0.00 

JPY HACHIJUNI BANK 914 4,769.63 0.01 





GBP HAMMERSON 5,484 34,075.82 0.05 








shares) 

115 5,281.36 0.01 



KRW HANWHA 293 11,308.89 0.02 


ZAR HARMONY GOLD MINING 869 9,720.12 0.01 

USD HARRIS 104 4,587.27 0.01 

USD HARSCO 71 1,741.37 0.00 



USD HASBRO 123 5,456.27 0.01 

USD HCP 3,005 108,116.70 0.15 

USD HEALTH CARE REIT 749 35,466.50 0.05 






Description 

Quantity / 

Nominal 



EUR HEINEKEN 535 27,795.14 0.04 


GBP HELICAL BAR 605 2,837.43 0.00 


ORGANIZATIONS 

610 4,398.79 0.01 




EUR HENKEL 267 12,110.04 0.02 




USD HERSHA HOSPITALITY -A- 695 3,601.43 0.00 

USD HESS 1,931 114,186.89 0.15 








JPY HITACHI 11,032 48,200.35 0.06 






USD H.J. HEINZ 277 13,124.48 0.02 


EUR HOCHTIEF 100 8,658.04 0.01 





USD HOLOGIC 236 3,779.44 0.01 

USD HOME DEPOT 3,289 104,206.40 0.14 












USD HOSPIRA 152 8,670.86 0.01 

USD HOSPITALITY PROPERTIES TRUST 622 13,889.24 0.02 



JPY HOYA 1,057 25,760.25 0.03 

CAD H&R REAL ESTATE INVESTMENT TRUST 713 13,730.54 0.02 






SEK HUFVUDSTADEN -A- 862 9,306.76 0.01 


USD HUMANA 156 7,862.08 0.01 







CONSTRUCTION 

232 6,144.24 0.01 









CAD IAMGOLD 941 16,721.36 0.02 

EUR IBERDROLA 8,424 64,894.64 0.09 



JPY IBIDEN 307 7,782.15 0.01 

USD IBM 1,681 225,521.83 0.30 

EUR ICADE 159 16,768.18 0.02 

GBP ICAP 1,187 8,070.83 0.01 




JPY IHI 3,394 6,501.21 0.01 



Description 

Quantity / 

Nominal 

Page 116 



USD IHS -A- 33 2,223.44 0.00 

MYR IJM 7,936 13,341.67 0.02 

EUR ILIAD 33 3,410.42 0.00 


USD ILLUMINA 135 6,626.85 0.01 

EUR IMERYS 75 4,527.26 0.01 

EUR IMMOBILIARE GRANDE DISTRIBUZIONE 697 1,144.96 0.00 



ZAR IMPERIAL HOLDINGS 941 15,303.01 0.02 






shares) 

593 47,171.95 0.06 


CHINA -H- 

133,731 99,568.24 0.13 










GBP INMARSAT 971 10,148.16 0.01 





JPY INPEX 5 24,567.06 0.03 




USD INTEL 9,625 185,084.44 0.25 













USD INTUIT 282 12,347.04 0.02 


GBP INVENSYS 1,804 8,484.29 0.01 

TWD INVENTEC 17,277 8,986.32 0.01 

USD INVESCO 401 8,508.86 0.01 

ZAR INVESTEC 1,438 12,265.07 0.02 

GBP INVESTEC 1,056 8,458.67 0.01 





EUR IPSEN 50 1,669.06 0.00 


JPY ISETAN MITSUKOSHI HOLDINGS 882 9,152.61 0.01 



USD ITC GDR 18,041 71,355.78 0.10 

JPY ITO EN 131 2,142.58 0.00 

JPY ITOCHU 3,656 33,431.20 0.05 


USD ITT 178 8,353.62 0.01 


GBP ITV 8,275 7,777.92 0.01 


JPY IYO BANK 522 4,232.04 0.01 




JPY JAFCO 78 1,848.16 0.00 

AUD JAMES HARDIES INDUSTRIES 907 4,917.18 0.01 








EUR JC DECAUX 133 3,526.59 0.00 

USD JC PENNEY 222 6,021.60 0.01




Description 

Quantity / 

Nominal 






JPY JGC 522 9,057.93 0.01 


USD JM SMUCKER 111 6,704.13 0.01 




USD JOY GLOBAL 109 7,638.20 0.01 

JPY JOYO BANK 1,632 7,110.69 0.01 




JPY JSR 437 7,439.43 0.01 

JPY JTEKT 529 4,867.23 0.01 





EUR K & S 300 17,979.70 0.02 

JPY KAJIMA 2,285 5,497.11 0.01 

JPY KAMIGUMI 653 4,844.65 0.01 

JPY KANEKA 751 4,502.01 0.01 




JPY KAO 1,309 31,866.61 0.04 




GBP KAZAKHMYS 476 10,883.57 0.01 


EUR KBC GROUP 336 15,089.64 0.02 

USD KBR 150 3,694.95 0.00 

KRW KCC 27 8,668.10 0.01 

JPY KDDI 7 33,557.98 0.05 


JPY KEIO CORP 1,403 9,643.20 0.01 


USD KELLOGG 235 11,864.33 0.02 


SGD KEPPEL 2,685 18,333.61 0.02 




EUR KESKO -B- 133 6,227.46 0.01 

USD KEYCORP 791 6,298.81 0.01 

JPY KEYENCE 100 21,817.33 0.03 


KRW KIA MOTORS 801 25,856.13 0.03 

JPY KIKKOMAN 326 3,598.32 0.00 






JPY KINDEN 392 3,535.03 0.00 




JPY KINTETSU 4,113 13,884.47 0.02 




USD KLA-TENCOR 183 6,442.57 0.01 

EUR KLEPIERRE 740 28,581.37 0.04 

SEK KLOVERN 633 3,045.76 0.00 

JPY KOBE STEEL 6,332 14,855.88 0.02 


USD KOHL'S 256 13,494.65 0.02 


JPY KOMATSU 2,314 53,683.47 0.07 


JPY KONAMI 202 3,570.51 0.00 

EUR KONE -B- 318 16,437.73 0.02 








KRW KOREA EXCHANGE BANK 922 11,163.34 0.02 

KRW KOREA GAS 148 6,330.58 0.01 

KRW KOREAN AIR 233 15,840.35 0.02 


USD KROGER 3,900 84,478.84 0.11 



Description 

Quantity / 

Nominal 

Page 117 




KRW KT& G CORP 249 14,826.33 0.02 

JPY KUBOTA 2,872 26,267.37 0.04 



SEK KUNGSLEDEN 774 6,583.27 0.01 

JPY KURARAY 816 10,294.88 0.01 



JPY KYOCERA 395 37,299.50 0.05 


JPY KYUSHU ELECTRIC POWER 917 20,925.21 0.03 


EUR LAFARGE 422 24,215.37 0.03 









JPY LAWSON 150 6,874.32 0.01 

EUR LEASINVEST REAL ESTATE 9 775.31 0.00 


USD LEGG MASON 190 5,773.71 0.01 


EUR LEGRAND 290 9,833.25 0.01 


AUD LEND LEASE 1,243 9,157.99 0.01 





USD LEXINGTON REALITY TRUST 686 4,911.51 0.01 






HKD LI & FUNG 4,858 27,313.64 0.04 





SHARES 

586 8,035.17 0.01 

USD LIBERTY PROPERTY TRUST 650 20,748.95 0.03 





EUR LINDE 353 46,007.85 0.06 







USD LOEWS 315 11,923.01 0.02 

CHF LOGITECH INTERNATIONAL (reg. shares) 67 1,178.43 0.00 


GBP LONMIN 348 9,153.46 0.01 


EUR L'OREAL 497 55,991.03 0.08 

USD LORILLARD 148 11,916.24 0.02 




USD LUBRIZOL 66 7,015.26 0.01 

USD LUKOIL ADR 1,242 70,569.48 0.10 

EUR LUXOTTICA 230 6,309.93 0.01 

EUR LVMH 507 74,461.74 0.10 




USD MACERICH 775 33,285.79 0.04 




USD MACY'S 425 9,823.44 0.01 





JPY MAKITA 274 8,687.08 0.01 







Description 

Quantity / 

Nominal 



EUR MAN 225 24,612.55 0.03 

GBP MAN GROUP 3,780 13,049.29 0.02 


USD MANPOWER 76 3,992.27 0.01 











JPY MARUBENI 4,047 22,866.74 0.03 

JPY MARUI 483 3,613.95 0.00 



USD MASCO 432 4,753.99 0.01 

ZAR MASSMART HOLDINGS 933 19,765.78 0.03 



USD MATTEL 337 7,903.32 0.01 



USD MC AFEE 128 6,065.56 0.01 


USD MCDONALD'S 1,009 75,207.02 0.10 



USD MCKESSON 1,566 96,742.66 0.13 






EUR MEDIASET 1,498 10,631.37 0.01 

TWD MEDIATEK 2,512 35,294.54 0.05 





USD MEDTRONIC 1,877 63,015.74 0.08 




EUR MERCIALYS 259 10,121.92 0.01 

EUR MERCK 138 11,578.72 0.02 

USD MERCK & CO 5,835 214,779.55 0.29 


AUD METCASH 1,603 6,782.72 0.01 

USD METLIFE 2,889 111,085.83 0.15 

EUR METRO 396 25,798.34 0.03 



EUR METSO 275 12,642.72 0.02 






USD MICROSOFT 9,256 226,668.29 0.31 


JPY MINEBEA 751 3,864.00 0.01 

GBP MINERVA 966 1,430.61 0.00 







JPY MITSUBISHI GAS CHEMICAL 979 5,684.65 0.01 








JPY MITSUI & CO 4,240 63,033.49 0.08 











Description 

Quantity / 

Nominal 

Page 118 






EUR MOBISTAR 50 3,072.80 0.00 






USD MONSANTO 519 24,852.57 0.03 

USD MOODY'S 197 4,930.12 0.01 





USD MOSAIC 154 9,068.02 0.01 

USD MOTOROLA 11,659 99,452.14 0.13 

BRL MRV ENGENHARIA 882 8,363.63 0.01 


USD M&T BANK 651 53,297.18 0.07 

ZAR MTN GROUP 3,724 67,286.76 0.09 

HKD MTR 3,003 11,352.16 0.02 



468 64,933.95 0.09 


USD MURPHY OIL 173 10,732.89 0.01 


USD MYLAN 335 6,306.52 0.01 







ZAR NASPERS -N- 1,089 53,237.17 0.07 





11.10.2010 

1,285 1,296.04 0.00 


11.10.2010 

1,285 691.22 0.00 







USD NATIONWIDE HEALTH PROPERTIES 613 23,699.88 0.03 

EUR NATIXIS 1,809 10,371.19 0.01 

JPY NEC 6,365 16,913.29 0.02 


EUR NEOPOST 55 4,120.85 0.01 


EUR NESTE OIL 318 4,969.58 0.01 


USD NETAPP 1,158 57,672.95 0.08 

USD NETFLIX 40 6,562.54 0.01 








USD NEWS -A- 7,608 99,356.88 0.13 

USD NEWS -B- 376 5,663.84 0.01 

CAD NEXEN 1,400 28,248.74 0.04 

GBP NEXT 414 14,457.70 0.02 




JPY NHK SPRING 392 3,239.66 0.00 

KRW NHN 143 24,625.89 0.03 

JPY NIDEC 268 23,771.60 0.03 



USD NIKE -B- 1,270 101,787.94 0.14 


JPY NIKON 806 14,938.55 0.02 

JPY NINTENDO 242 60,309.63 0.08 


JPY NIPPON ELECTRIC GLASS 832 11,337.65 0.02 






JPY NIPPON YUSEN 3,753 15,366.13 0.02




Description 

Quantity / 

Nominal 




USD NISOURCE 220 3,829.03 0.01 











USD NOBLE 229 7,738.16 0.01 




JPY NOK 268 4,655.00 0.01 

EUR NOKIA 9,312 93,696.38 0.13 



JPY NOMURA REAL ESTATE HOLDINGS 663 9,406.67 0.01 



USD NORDSTROM 166 6,158.94 0.01 





109 2,734.82 0.00 








USD NRG ENERGY 232 4,833.69 0.01 

JPY NSK 1,077 7,297.45 0.01 

USD NSTAR 85 3,353.10 0.00 

JPY NTN 1,306 5,626.04 0.01 

JPY NTT 1,283 55,966.83 0.08 

JPY NTT DATA 3 9,382.56 0.01 

JPY NTT DOCOMO 38 62,615.91 0.08 



USD NUCOR 301 11,506.41 0.02 

USD NVIDIA 610 7,127.16 0.01 




JPY OBAYASHI 1,403 5,577.60 0.01 

JPY OBIC 16 3,020.95 0.00 





JPY OJI PAPER 1,991 8,794.21 0.01 

SGD OLAM 2,518 6,241.08 0.01 

GBP OLD MUTUAL 11,783 25,772.25 0.03 


JPY OLYMPUS 545 14,262.88 0.02 


USD OMNICARE 94 2,246.34 0.00 


JPY OMRON 522 11,852.20 0.02 

EUR OMV 313 11,736.72 0.02 

USD ONEOK (new) 119 5,358.07 0.01 

AUD ONESTEEL 2,798 7,938.12 0.01 



CAD OPEN TEXT 147 6,959.51 0.01 

USD ORACLE 5,982 160,616.92 0.22 


AUD ORICA 765 19,049.09 0.03 






JPY ORIX 255 19,465.10 0.03 

JPY ORIX JREIT 2 7,586.72 0.01 

JPY OSAKA GAS 4,831 17,404.79 0.02 

HUF OTP BANK 935 24,544.81 0.03 

JPY OTSUKA 42 2,813.80 0.00 

EUR OUTOKUMPU 253 5,036.21 0.01 




USD PACCAR 325 15,670.87 0.02 



Description 

Quantity / 

Nominal 

Page 119 




USD PACTIV 109 3,582.31 0.00 



USD PALL 97 4,035.60 0.01 


JPY PANASONIC 4,791 64,865.60 0.09 

JPY PANASONIC ELECTRIC WORKS 881 11,677.56 0.02 




EUR PARMALAT 3,780 9,711.77 0.01 

USD PARTNERRE 71 5,670.42 0.01 


USD PATTERSON 74 2,108.66 0.00 

USD PAYCHEX 294 8,075.26 0.01 

HKD PCCW 8,340 3,018.71 0.00 


GBP PEARSON 1,758 27,302.15 0.04 

TWD PEGATRON 7,861 10,278.48 0.01 



TRUST 

281 3,335.19 0.00 

USD PENTAIR 86 2,896.92 0.00 



USD PEPSICO 3,886 258,159.30 0.35 


USD PERRIGO 75 4,822.09 0.01 






GBP PETROFAC 553 11,969.65 0.02 




USD PETSMART 115 4,026.06 0.01 

EUR PEUGEOT 329 11,088.64 0.01 

USD PFIZER 12,069 207,217.66 0.28 

USD PG&E 358 16,270.31 0.02 



SERVICE 

95 2,365.71 0.00 








EUR PIRELLI & C. 470 3,830.00 0.01 











KRW POSCO 126 57,167.26 0.08 



TWD POU CHEN 13,990 12,247.20 0.02 

CAD POWER CORP OF CANADA 928 24,248.01 0.03 




POLSKI 

1,917 28,995.10 0.04 


USD PPL 468 12,736.50 0.02 

EUR PPR 237 38,457.91 0.05 

USD PRAXAIR 287 25,893.67 0.03 







TRUST 

335 6,383.20 0.01 










Description 

Quantity / 

Nominal 



USD PROLOGIS 2,817 33,188.86 0.04 




EUR PRYSMIAN 358 6,543.62 0.01 









3,813 19,347.46 0.03 





USD PUBLIC STORAGE 774 75,064.02 0.10 



EUR PUMA 10 3,460.08 0.00 





TWD QISDA 11,669 8,272.92 0.01 

USD QUALCOMM 1,527 68,884.53 0.09 







JPY RAKUTEN 18 13,201.00 0.02 







USD RAYONIER 65 3,272.96 0.00 

USD RAYTHEON 371 16,964.39 0.02 





USD RED HAT 157 6,432.62 0.01 

BRL REDECARD 922 14,291.70 0.02 









ZAR REMGRO 871 13,629.40 0.02 


EUR RENAULT 561 28,910.84 0.04 

EUR REPSOL YPF 1,655 42,684.55 0.06 





GBP REXAM 1,856 8,980.65 0.01 




JPY RICOH 1,632 22,992.55 0.03 


GBP RIO TINTO 3,151 184,772.24 0.25 

AUD RIO TINTO 927 68,876.56 0.09 








JPY ROHM 242 14,889.48 0.02 











Description 

Quantity / 

Nominal 

Page 120 







EUR RWE -A- 875 59,156.35 0.08 



GBP SABMILLER 2,064 66,218.68 0.09 

GBP SAFESTORE HOLDINGS 781 1,522.21 0.00 

USD SAFEWAY 415 8,772.36 0.01 

EUR SAFRAN 711 20,012.28 0.03 

GBP SAGE GROUP 2,897 12,611.85 0.02 

USD SAIC 416 6,640.71 0.01 

EUR SAIPEM 547 21,959.18 0.03 



EUR SAMPO -A- 889 24,039.22 0.03 

KRW SAMSUNG C&T 416 22,679.18 0.03 










USD SANDISK 1,225 44,885.83 0.06 


JPY SANKYO 137 7,252.91 0.01 

ZAR SANLAM 3,883 14,644.12 0.02 


EUR SANOMA OYJ 162 3,432.13 0.00 


AUD SANTOS 1,772 21,976.38 0.03 


EUR SAP 1,784 88,386.23 0.12 

ZAR SAPPI 2,056 10,577.67 0.01 

JPY SAPPORO HOKUYO HOLDINGS 849 3,921.04 0.01 


CAD SAPUTO 386 13,220.61 0.02 

USD SARA LEE 522 7,012.35 0.01 

ZAR SASOL 1,448 64,966.95 0.09 






USD SCANA 93 3,757.85 0.01 





GBP SCHRODERS 237 5,366.71 0.01 

EUR SCOR REGPT 592 14,159.11 0.02 




USD SEALED AIR 145 3,251.31 0.00 


JPY SECOM 516 23,272.29 0.03 










USD SENIOR HOUSING PROPERTIES TRUST 638 14,999.29 0.02 



EUR SES 634 15,256.44 0.02 


JPY SEVEN BANK 2 2,745.24 0.00 






JPY SHARP 2,415 24,025.55 0.03 

CAD SHAW COMMUNICATIONS (nv) -B- 928 20,502.92 0.03 





JPY SHIMADZU 555 4,264.07 0.01




Description 

Quantity / 

Nominal 



JPY SHIMAMURA 55 5,147.44 0.01 

JPY SHIMANO 166 8,807.10 0.01 


JPY SHIMIZU 1,567 5,794.82 0.01 

JPY SHIN-ETSU CHEMICAL 995 48,439.65 0.07 



KRW SHINSEGAE 38 19,869.61 0.03 



GBP SHIRE 1,215 27,466.62 0.04 

JPY SHISEIDO 858 19,255.99 0.03 









shares) 

4,300 14,665.20 0.02 




CHF SIKA 5 9,212.92 0.01 












HKD SINO LAND 18,887 39,072.11 0.05 



KRW SK ENERGY 184 23,425.92 0.03 


KRW SK TELECOM 19 2,783.93 0.00 



USD SLM 390 4,501.14 0.01 


JPY SMC 134 17,636.47 0.02 









2 3,367.16 0.00 




71 9,236.53 0.01 

EUR SODEXO 201 13,087.43 0.02 

JPY SOFTBANK 1,984 64,873.28 0.09 

HKD SOHO CHINA 12,888 9,147.37 0.01 

KRW S-OIL 161 9,958.33 0.01 

JPY SOJITZ 3,352 6,018.69 0.01 

EUR SOLVAY 127 13,521.14 0.02 



JPY SONY 2,458 75,931.78 0.10 


USD SOUTHERN 786 29,276.91 0.04 





AUD SP AUSNET 2,794 2,326.66 0.00 


EUR SPONDA 1,182 5,744.75 0.01 


USD SPX 47 2,986.10 0.00 


EUR ST GOBAIN 807 35,960.02 0.05 


GBP ST. MODWEN PROPERTIES 855 2,286.43 0.00 






USD STAPLES 734 15,356.46 0.02 

USD STARBUCKS 707 18,074.61 0.02 



Description 

Quantity / 

Nominal 

Page 121 



SGD STARHUB 1,177 2,308.56 0.00 











USD STRATEGIC HOTELS & RESORTS 767 3,253.03 0.00 


USD STRYKER 302 15,114.55 0.02 




JPY SUMCO 310 4,832.54 0.01 

JPY SUMITOMO 2,732 35,186.68 0.05 















USD SUNOCO 112 4,075.41 0.01 




USD SUPERVALU 208 2,401.26 0.00 



JPY SUZUKEN 168 5,570.21 0.01 







USD SYMANTEC 717 10,882.93 0.01 


USD SYNOPSYS 104 2,580.09 0.00 

CHF SYNTHES 62 7,237.22 0.01 

USD SYSCO 579 16,508.39 0.02 

JPY SYSMEX 85 5,881.56 0.01 





JPY TAISEI 2,742 5,644.80 0.01 













USD TARGET 653 34,889.35 0.05 


USD TATNEFT (reg. shares) -S- GDR 828 25,913.67 0.03 


TWD TATUNG 33,368 6,579.30 0.01 




JPY TDK 304 16,913.88 0.02 

EUR TECHNIP 240 19,348.32 0.03 



JPY TEIJIN 2,317 7,656.11 0.01 



shares) 

928 13,259.75 0.02 






Description 

Quantity / 

Nominal 












SEK TELE2 -B- 341 7,161.31 0.01 

ZAR TELKOM SA 72 395.60 0.00 

AUD TELSTRA 9,274 23,526.95 0.03 


CAD TELUS (nv) 386 16,427.09 0.02 


EUR TENARIS 1,105 21,218.96 0.03 



EUR TERNA 4,344 18,486.92 0.02 

JPY TERUMO 415 21,981.03 0.03 

GBP TESCO 17,405 116,291.88 0.16 


USD TEXTRON 266 5,459.60 0.01 


EUR TF1 235 3,663.00 0.00 

EUR THALES 177 6,479.30 0.01 









JPY THK 300 5,621.67 0.01 


CAD THOMSON REUTERS CORP 997 37,586.91 0.05 

EUR THYSSEN KRUPP 995 32,500.55 0.04 

USD TIFFANY & CO 100 4,699.60 0.01 






USD TJX COS 380 16,956.03 0.02 

CAD TMX 190 5,847.75 0.01 

EUR TNT 806 21,690.76 0.03 


JPY TOHO 271 4,355.07 0.01 

JPY TOHO GAS 1,077 5,324.82 0.01 



JPY TOKUYAMA 816 4,141.39 0.01 



JPY TOKYO GAS 6,267 28,430.27 0.04 



JPY TOKYU 2,709 11,965.89 0.02 

JPY TOKYU LAND 3,585 14,848.32 0.02 

JPY TOKYU REIT 1 4,208.51 0.01 




JPY TOP REIT 1 5,400.44 0.01 



USD TORCHMARK 74 3,957.21 0.01 


JPY TOSHIBA 9,857 47,668.22 0.06 

JPY TOSOH 1,371 3,692.09 0.00 

EUR TOTAL 4,873 251,511.21 0.34 


JPY TOTO 685 4,693.06 0.01 








CAD TRANSALTA 584 12,507.69 0.02 









Description 

Quantity / 

Nominal 

Page 122 




JPY TSUMURA 131 4,057.00 0.01 


GBP TUI TRAVEL 1,196 4,041.94 0.01 

GBP TULLOW OIL 1,923 38,603.01 0.05 

TRY TUPRAS 515 13,898.06 0.02 









EUR UCB 212 7,366.63 0.01 

USD UDR 902 19,054.80 0.03 


EUR UMICORE 240 10,409.60 0.01 

EUR UNIBAIL RODAMCO 702 155,870.68 0.21 

JPY UNI-CHARM 294 11,814.69 0.02 

EUR UNICREDIT 27,984 71,555.97 0.10 

GBP UNILEVER 2,787 80,847.62 0.11 





GBP UNITE GROUP 904 3,132.63 0.00 











USD UNUM GROUP 310 6,871.49 0.01 

JPY UNY 486 3,842.12 0.01 

SGD UOL GROUP 1,198 4,217.92 0.01 




USD URS 66 2,522.52 0.00 


USD US BANCORP 1,800 38,909.58 0.05 

JPY USHIO 251 4,226.76 0.01 



2,394 32,075.31 0.04 

JPY USS CO 61 4,551.66 0.01 


BRL VALE 1,185 36,569.26 0.05 





EUR VALLOUREC 225 22,368.44 0.03 






USD VENTAS 935 48,241.58 0.07 


EUR VERBUND -A- 154 5,532.69 0.01 

USD VERISIGN 175 5,549.80 0.01 





USD VF 73 5,890.38 0.01 

USD VIACOM -B- 2,617 94,716.14 0.13 

EUR VINCI 910 45,657.76 0.06 


USD VISA -A- 1,929 143,244.58 0.19 

CAD VITERRA 985 8,624.61 0.01 

EUR VIVENDI 2,549 69,759.18 0.09 

BRL VIVO PARTICIPACOES (pref. shares) 858 23,391.81 0.03 

USD VMWARE 78 6,585.66 0.01 









USD WALGREEN 891 29,834.36 0.04




Description 

Quantity / 

Nominal 











TRUST 

305 9,684.51 0.01 


USD WATERS 75 5,275.21 0.01 



USD WEINGARTEN REALTY INVESTORS 587 12,817.03 0.02 

USD WELLPOINT 412 23,316.56 0.03 









AUD WESTFIELD 19,041 226,037.44 0.30 




USD WHIRLPOOL 82 6,625.53 0.01 

GBP WHITBREAD 386 9,882.31 0.01 





75 4,034.53 0.01 









USD WIPRO ADR 2,538 36,704.75 0.05 


TWD WISTRON 6,606 12,053.04 0.02 

GBP WOLSELEY 622 15,675.31 0.02 








GBP WPP 2,712 30,110.66 0.04 

USD WR BERKLEY 142 3,852.31 0.01 


HKD WYNN MACAU 3,242 5,603.93 0.01 



USD XEROX 1,371 14,191.24 0.02 

USD XILINX 229 6,105.43 0.01 

USD XL GROUP 364 7,889.81 0.01 

GBP XSTRATA 4,469 85,776.57 0.12 

USD YAHOO 1,274 18,059.62 0.02 





JPY YAMAHA 428 4,959.47 0.01 



JPY YAMATO HOLDINGS 937 11,325.15 0.02 











MYR YTL 4,537 11,023.79 0.01 




USD YUM BRANDS 460 21,193.15 0.03 





Description 

Quantity / 

Nominal 

Page 123 







GBP 3I GROUP 2,165 9,776.27 0.01 

USD 3M 633 54,929.60 0.07 



52,458,754.57 70.73 



Bonds 


7.125%/08-20.06.2011 

3,928 6,411.24 0.01 



2.25%/09-22.05.2012 

44,036 45,119.78 0.06 




28.06.2017 

313 439.19 0.00 

CHF AMERICA MOVIL 2.25%/10-07.04.2015 115 120.35 0.00 


2.875%/07-16.04.2015 

101 94.15 0.00 


2%/10-16.12.2014 

38 39.88 0.00 


3.125%/10-10.08.2015 

58,715 59,337.69 0.08 

USD ASFINAG S. 10 4.75%/05-17.11.2010 100,000 100,500.00 0.14 

EUR ASFINAG 4.125%/03-21.10.2013 391 568.11 0.00 


07.02.2016 

134 128.79 0.00 


14.11.2014 

77 81.80 0.00 

USD ASIAN DEVELOPMENT BANK 3%/08- 

15.02.2011 

100,000 100,970.00 0.14 


16.07.2018 

102,752 125,189.70 0.17 


27.05.2014 

88,073 104,807.71 0.14 

CHF AUCHAN 3.75%/08-23.06.2015 8 8.55 0.00 


2%/10-08.07.2016 

38 39.55 0.00 


3.75%/10-10.03.2017 

626 887.94 0.00 


14.06.2022 

38 34.33 0.00 










CHF BFCM 2.5%/06-29.04.2013 31 32.01 0.00 


CHF BNG 2%/09-27.03.2013 23 24.34 0.00 

CHF BNG 2.125%/10-06.11.2018 38 40.63 0.00 

USD BNG 2.25%/09-17.01.2012 58,715 59,913.10 0.08 

CHF BNG 2.75%/03-03.07.2015 77 84.27 0.00 

CHF BNG 2.75%/09-11.05.2016 52 57.78 0.00 

EUR BNG 2.875%/09-15.01.2015 508 720.76 0.00 

EUR BNG 3%/10-30.03.2017 469 663.72 0.00 

USD BNG 3.375%/08-18.01.2011 100,000 100,850.00 0.14 

EUR BNG 3.75%/10-14.01.2020 782 1,149.75 0.00 

EUR BNG 3.875%/09-04.11.2019 391 580.96 0.00 

EUR BNG 4.5%/99-10.03.2014 626 930.90 0.00 

USD BNG 5.125%/06-05.10.2016 58,715 68,270.46 0.09 

GBP BNG 5.2%/99-07.12.2028 6,546 11,803.55 0.02 

GBP BNG 5.75%/00-18.01.2019 6,546 12,207.90 0.02 

AUD BNG 6.25%/10-16.07.2015 1,100,000 1,079,146.56 1.47 


CHF BRANDBREW 4.5%/09-11.06.2014 23 25.51 0.00 

EUR BRD I/L 1.5%/06-15.04.2016 63,471 100,491.41 0.14 

EUR BRD I/L 1.75%/09-15.04.2020 12,694 19,580.42 0.03 

EUR BRD I/L 2.25%/07-15.04.2013 63,471 98,348.62 0.13 

EUR BRD S. 09 3.25%/09-04.01.2020 2,346 3,475.18 0.00 

EUR BRD 3%/10-04.07.2020 1,564 2,270.67 0.00 

EUR BRD 3.25%/05-04.07.2015 626 924.32 0.00 

EUR BRD 3.5%/09-04.07.2019 1,564 2,356.66 0.00 

EUR BRD 3.75%/06-04.01.2017 1,095 1,670.91 0.00 

EUR BRD 3.75%/08-04.01.2019 782 1,197.46 0.00 

EUR BRD 4.25%/04-04.07.2014 860 1,307.34 0.00 


0%/91-04.11.2021 

352,292 208,776.26 0.29 

USD CADES 1.375%/10-29.07.2013 29,358 29,727.56 0.04 

CHF CADES 2.125%/09-25.02.2015 77 81.96 0.00 

GBP CADES 3.75%/09-08.09.2014 6,546 11,116.56 0.01 


3.625%/08-16.04.2018 

77 89.57 0.00 

USD CANADA 2.375%/09-10.09.2014 38,165 40,000.69 0.05




Description 

Quantity / 

Nominal 



EUR CANADA 3.5%/10-13.01.2020 782 1,168.75 0.00 


LONDON 1.75%/10-30.06.2017 

77 79.80 0.00 

CHF CARREFOUR 2.625%/09-16.04.2012 77 80.66 0.00 

USD CFF (reg. -S-) 2.125%/10-22.04.2013 23,486 23,883.04 0.03 

CHF CFF 1.75%/09-28.04.2014 8 8.06 0.00 

EUR CFF 2%/09-17.02.2012 469 645.21 0.00 

CHF CFF 2.375%/05-24.08.2018 15 16.33 0.00 

CHF CFF 2.5%/09-04.03.2013 77 81.55 0.00 

EUR CFF 2.625%/10-16.04.2015 1,095 1,515.20 0.00 

CHF CFF 3.125%/03-10.10.2014 38 42.31 0.00 

CHF CFF 3.25%/08-21.09.2012 153 164.46 0.00 

EUR CIF EUROMORTGAGE 1.875%/09-30.04.2012 469 644.44 0.00 



EUR CIF EUROMORTGAGE 3.5%/10-17.06.2020 469 657.38 0.00 


23.02.2015 

87 88.91 0.00 


06.04.2021 

109 99.65 0.00 

CHF CITIGROUP 2.75%/06-29.06.2012 31 31.83 0.00 

CHF CITIGROUP 3%/07-21.03.2019 54 52.62 0.00 

USD CITIGROUP 5.375%/10-09.08.2020 58,715 61,046.31 0.08 


2.25%/09-30.04.2013 

15 16.26 0.00 


4.25%/09-10.11.2016 

313 457.17 0.00 


1.875%/09-07.02.2014 

61 65.13 0.00 


5.125%/07-20.04.2017 

58,715 68,931.77 0.09 



24.09.2015 

938 1,281.57 0.00 


4.75%/09-05.08.2019 

626 925.69 0.00 


05.02.2015 

77 80.11 0.00 



25.01.2017 

938 1,326.54 0.00 


3.45%/09-02.07.2012 

58,715 60,865.72 0.08 


4.875%/08-14.03.2018 

54 61.57 0.00 


01.05.2014 

19,670 22,033.52 0.03 


23.03.2015 

58,715 61,750.83 0.08 

CHF CRH 1.5%/10-21.09.2015 77 80.03 0.00 


EUR DENMARK 1.75%/10-05.10.2015 469 640.15 0.00 

EUR DENMARK 3.125%/09-17.03.2014 28,562 41,180.48 0.06 


29.12.2011 

38 39.99 0.00 





FINANCE 4.25%/10-13.07.2022 

500 700.38 0.00 


01.02.2017 

58,715 68,831.96 0.09 

CHF DEXIA BIL 2.75%/06-14.06.2016 80 72.25 0.00 


CHF DEXIA CLF 2.125%/06-29.03.2012 38 39.43 0.00 

CHF DEXIA CLF 2.125%/09-07.12.2012 153 158.09 0.00 

GBP DEXIA CLF 2.5%/09-27.10.2011 3,928 6,257.13 0.01 


02.05.2018 

38 40.96 0.00 


12.08.2019 

77 82.27 0.00 


09.08.2017 

69 78.53 0.00 


31.05.2012 

44,036 46,722.71 0.06 


24.04.2015 

77 79.88 0.00 


26.03.2018 

77 80.94 0.00 


20.01.2017 

782 1,117.94 0.00 


26.02.2016 

568 823.57 0.00 

EUR DZ BANK 6.25%/01-26.02.2016 141 210.63 0.00 

USD EBRD T. 42 1.25%/09-10.06.2011 100,000 100,590.00 0.14 

GBP EBRD 5.625%/98-07.12.2028 13,092 25,162.61 0.03 

CHF EDF 2.25%/10-29.09.2017 92 96.51 0.00 

CHF EDF 3.375%/08-18.12.2013 15 16.78 0.00 

EUR EDF 4.625%/10-26.04.2030 235 336.47 0.00 

EUR EIB (reg. -S-) S. 1510/0100 4.25%/09- 

15.04.2019 

6,347 9,786.37 0.01 

USD EIB 0%/96-06.11.2026 264,219 138,366.15 0.20 

CHF EIB 1.75%/10-21.04.2017 38 40.31 0.00 

CHF EIB 2%/09-24.04.2014 38 40.96 0.00 

CHF EIB 2%/10-24.08.2022 38 39.98 0.00 

USD EIB 3%/09-08.04.2014 88,073 93,824.13 0.13 

EUR EIB 3.125%/09-15.04.2014 782 1,122.21 0.00 

EUR EIB 3.5%/09-15.04.2016 782 1,144.19 0.00 

CHF EIB 3.5%/99-28.01.2014 300 335.11 0.00 



Description 

Quantity / 

Nominal 

Page 124 



GBP EIB 4.75%/05-06.06.2012 6,546 10,947.40 0.01 

EUR EIB 5.625%/99-15.02.2028 1,564 2,789.88 0.00 




27.04.2020 

115 122.41 0.00 


11.02.2014 

19 20.85 0.00 


27.01.2014 

1,964 3,390.79 0.00 

EUR EUROFIMA 4%/09-27.10.2021 1,095 1,641.03 0.00 

USD EUROFIMA 5.25%/06-07.04.2016 88,073 102,384.82 0.14 


CHF EUROHYPO 4%/99-01.09.2014 256 288.61 0.00 


27.01.2015 

626 898.53 0.00 



06.04.2016 

469 690.81 0.00 

EUR EUROPEAN UNION 3.375%/10-10.05.2019 352 510.71 0.00 



23 25.01 0.00 


24.04.2014 

29,358 31,465.53 0.04 


26.10.2012 

23 23.88 0.00 


21.03.2013 

782 1,082.07 0.00 

EUR FINLAND 1.75%/10-15.04.2016 782 1,065.31 0.00 

EUR FINLAND 3.375%/10-15.04.2020 1,720 2,510.42 0.00 

EUR FINLAND 3.875%/06-15.09.2017 782 1,187.11 0.00 

EUR FINLAND 4.375%/08-04.07.2019 6,347 9,987.40 0.01 

EUR FINLAND 5.375%/02-04.07.2013 31,736 48,325.29 0.07 

EUR FORTIS BANK 3.375%/09-19.05.2014 626 900.11 0.00 

EUR FRANCE BTAN 2.5%/10-15.01.2015 782 1,107.58 0.00 








EUR FRANCE OAT 3.5%/10-25.04.2020 547 800.34 0.00 

EUR FRANCE OAT 3.75%/06-25.04.2017 782 1,171.63 0.00 

EUR FRANCE OAT 4%/08-25.04.2018 938 1,427.60 0.00 

EUR FRANCE OAT 4.25%/03-25.04.2019 782 1,210.80 0.00 



CHF GDF SUEZ 3.5%/08-19.12.2012 34 37.18 0.00 

USD GECC T. 827 3.5%/10-29.06.2015 29,358 30,740.11 0.04 

CHF GECC 2%/10-15.01.2015 15 15.57 0.00 

CHF GECC 2.625%/10-20.01.2016 31 32.32 0.00 

CHF GECC 2.75%/07-27.12.2013 15 16.33 0.00 

CHF GECC 3%/04-16.10.2015 8 8.23 0.00 

CHF GECC 3.125%/04-06.12.2019 77 80.27 0.00 

CHF GECC 3.375%/06-19.06.2018 31 32.72 0.00 

CHF GECC 4%/08-26.08.2013 69 75.60 0.00 

CHF GECC 4.5%/08-09.10.2018 27 30.90 0.00 



06.07.2015 

469 684.98 0.00 


EUR HSH NORDBANK S. 751 2.25%/09-23.07.2012 391 542.42 0.00 

EUR HSH NORDBANK 2.75%/09-20.01.2012 391 544.50 0.00 


30.11.2012 

38 39.94 0.00 


3%/06-16.06.2016 

61 64.03 0.00 


15.10.2014 

38 39.23 0.00 


16.07.2015 

15 15.72 0.00 

USD IADB T. 28 3%/09-22.04.2014 58,715 62,684.47 0.08 

USD IADB T. 35 3.875%/10-14.02.2020 58,715 64,815.83 0.09 

USD IBM 8.375%/89-01.11.2019 88,073 121,484.33 0.16 


10.09.2012 

547 758.57 0.00 


27.01.2012 

469 654.87 0.00 




CHF ING BANK 2.125%/10-07.10.2016 77 78.27 0.00 

EUR ING BANK 5.25%/99-07.06.2019 235 352.36 0.00 


28.07.2015 

860 1,178.42 0.00 


15.07.2013 

782 1,085.27 0.00 


28.09.2017 

391 532.23 0.00 


& DEVELOPMENT 3.875%/09-20.05.2019 

7,129 10,752.52 0.01 


& DEVELOPMENT 9.25%/86-20.03.2016 

58,715 81,006.87 0.11 


EUR ITALY BTP I/L 2.15%/04-15.09.2014 31,736 51,499.76 0.07




Description 

Quantity / 

Nominal 






USD JAPAN FINANCE 2%/09-24.06.2011 1,000,000 1,010,819.99 1.37 



EUR JP MORGAN CHASE 3.875%/10-23.09.2020 156 214.13 0.00 


16.05.2012 

69 74.33 0.00 

EUR KFW S. 213 5.5%/98-22.01.2018 938 1,545.66 0.00 

USD KFW 1.375%/10-15.07.2013 29,358 29,809.76 0.04 

EUR KFW 2.25%/10-21.09.2017 626 851.05 0.00 

CHF KFW 2.875%/08-02.05.2014 38 42.16 0.00 

GBP KFW 3.75%/09-07.09.2016 6,546 11,064.99 0.01 

EUR KFW 3.875%/09-21.01.2019 469 706.12 0.00 

USD KFW 4%/10-27.01.2020 29,358 32,516.54 0.04 

USD KFW 4.375%/05-21.07.2015 88,073 99,434.38 0.13 

GBP KFW 5.75%/99-07.12.2011 5,629 9,366.86 0.01 


05.05.2015 

58,715 61,645.20 0.08 




14.02.2022 

77 72.46 0.00 


22.06.2026 

38 39.98 0.00 





04.12.2015 

69 75.21 0.00 


07.12.2016 

38 42.17 0.00 


01.10.2014 

77 77.84 0.00 


15.08.2017 

38 40.59 0.00 


5268 2.5%/09-07.12.2012 

6,546 10,532.73 0.01 


2.75%/07-13.03.2012 

61 64.12 0.00 


1013 2%/10-15.06.2015 

938 1,292.85 0.00 


5.25%/07-18.01.2012 

6,546 10,877.25 0.01 

USD LANDWIRTSCHAFTLICHE RENTENBANK S. 919 

3.125%/08-15.06.2011 

1,000,000 1,018,366.99 1.38 


1.75%/10-16.01.2017 

77 80.62 0.00 


3.25%/02-28.08.2012 

15 16.54 0.00 


15.07.2013 

29,358 29,748.11 0.04 


29.01.2014 

469 673.22 0.00 


12.01.2015 

58,715 60,171.45 0.08 


CHF LVMH 3.625%/08-02.12.2011 69 72.91 0.00 

CHF MANITOBA 2.25%/09-05.05.2014 31 33.03 0.00 

CHF MCDONALD'S 3.25%/07-12.12.2012 38 41.41 0.00 


3.125%/06-27.06.2016 

54 55.94 0.00 

USD MICROSOFT 1.625%/10-25.09.2015 29,358 29,372.33 0.04 





04.10.2013 

469 637.91 0.00 


14.07.2017 

115 118.82 0.00 


23.01.2015 

547 770.23 0.00 


15.07.2016 

313 464.94 0.00 


08.12.2014 

2,618 4,587.74 0.01 

CHF NATIXIS 2.375%/03-19.12.2013 38 40.88 0.00 

EUR NATIXIS 7.75%/93-01.06.2019 355 654.01 0.00 


2.625%/08-22.09.2015 

19 20.93 0.00 


2.25%/09-13.05.2014 

115 123.41 0.00 


3.375%/10-01.02.2017 

469 678.17 0.00 


4.25%/08-21.11.2013 

313 459.90 0.00 


09.09.2015 

88,073 88,460.49 0.12 


S. 1171 2.375%/10-10.12.2013 

6,546 10,582.24 0.01 


1.75%/10-22.07.2016 

77 80.74 0.00 


2.5%/05-20.04.2015 

38 41.70 0.00 


3.125%/09-20.01.2012 

469 655.84 0.00 


24.04.2012 

77 79.45 0.00 


05.08.2013 

100 105.88 0.00 



Description 

Quantity / 

Nominal 

Page 125 




12.08.2014 

18 19.80 0.00 


29.05.2015 

54 57.78 0.00 



EUR NETHERLANDS 3.75%/04-15.07.2014 313 464.85 0.00 


EUR NETHERLANDS 4%/06-15.07.2016 469 714.63 0.00 

EUR NETHERLANDS 4%/08-15.07.2018 782 1,198.21 0.00 







22.02.2016 

61 64.09 0.00 

EUR NORDEA BANK 3%/09-06.08.2012 313 436.29 0.00 



11.04.2018 

38 42.00 0.00 


15.07.2015 

58,715 61,469.06 0.08 


08.04.2014 

313 447.60 0.00 


21.12.2018 

240 431.23 0.00 


13.09.2013 

469 635.09 0.00 


02.05.2012 

38 40.74 0.00 


USD NRW.BANK FRN 09-22.07.2011 500,000 500,264.50 0.68 

USD NRW.BANK 1.375%/10-26.08.2013 58,715 59,003.02 0.08 

EUR NRW.BANK 2.375%/10-04.06.2015 782 1,083.67 0.00 


02.12.2013 

38 41.37 0.00 

CHF OEKB 2.625%/06-22.11.2024 31 33.11 0.00 

CHF OEKB 2.75%/08-14.07.2014 38 41.78 0.00 

CHF OEKB 2.875%/05-25.02.2030 38 43.29 0.00 

CHF OEKB 3%/03-23.10.2015 38 42.59 0.00 

CHF OEKB 3%/07-05.12.2013 23 25.09 0.00 


6.125%/99-20.10.2014 

2,618 4,679.75 0.01 



30.01.2015 

11 12.78 0.00 



07.11.2016 

23 24.07 0.00 



18.02.2013 

38 40.49 0.00 



21.07.2017 

61 66.85 0.00 

USD PFIZER 5.35%/09-15.03.2015 29,358 33,793.60 0.05 


11.03.2013 

77 82.27 0.00 


EUR POHJOLA BANK 3.125%/10-25.03.2015 626 871.55 0.00 





EUR PROVINCE OF ONTARIO 3%/10-28.09.2020 469 644.44 0.00 


CHF QUEBEC 2.25%/05-05.10.2015 15 15.83 0.00 

CHF QUEBEC 3.125%/09-11.12.2015 31 34.10 0.00 

CHF QUEBEC 3.875%/09-11.12.2018 15 18.11 0.00 


14.07.2025 

782 1,105.13 0.00 



12.04.2017 

60,000,000 757,361.79 1.03 

CHF RABOBANK 2%/10-16.09.2021 38 38.55 0.00 

CHF RABOBANK 2.125%/06-13.08.2012 61 64.37 0.00 

CHF RABOBANK 2.5%/09-19.02.2013 77 81.50 0.00 

EUR RABOBANK 3%/10-16.02.2015 626 878.38 0.00 

CAD RABOBANK 3.5%/09-02.07.2014 7,000 7,158.17 0.01 

CHF RABOBANK 4.25%/00-14.09.2012 77 83.76 0.00 

EUR RABOBANK 4.375%/09-05.05.2016 1,095 1,625.04 0.00 

EUR RABOBANK 4.375%/09-22.01.2014 313 456.91 0.00 


3.375%/08-21.03.2016 

77 87.45 0.00 


01.12.2021 

17,019 31,466.99 0.04 


EUR ROCHE HOLDINGS 4.625%/09-04.03.2013 156 227.11 0.00 



2.25%/09-09.10.2012 

31 31.72 0.00 


09.12.2011 

44,036 45,181.43 0.06 


08.10.2015 

38 39.00 0.00 


08.09.2015 

313 426.59 0.00




Description 

Quantity / 

Nominal 




USD SFEF (reg. -S-) 2.125%/09-30.01.2012 58,715 59,910.75 0.08 

USD SFEF (reg. -S-) 3.375%/09-05.05.2014 29,358 31,524.25 0.04 

EUR SFEF 3%/09-07.04.2014 626 892.38 0.00 

EUR SFEF 3.125%/09-30.06.2014 782 1,121.99 0.00 


5.625%/06-16.03.2016 

38,165 44,095.79 0.06 

CHF SNCF 2.625%/06-13.12.2021 23 25.33 0.00 

CHF SNCF 2.75%/09-11.06.2018 23 25.56 0.00 

EUR SNS BANK 3.625%/10-10.03.2017 469 668.39 0.00 





2.375%/10-08.09.2015 

38 40.09 0.00 


CHF STATNETT 3%/08-21.11.2011 47 49.29 0.00 



05.10.2016 

313 449.57 0.00 

USD SWEDEN 1.75%/09-17.06.2011 500,000 504,675.00 0.69 

USD SWEDEN 1.75%/10-07.05.2013 29,358 30,115.08 0.04 

EUR SWEDEN 3.125%/09-07.05.2014 782 1,129.25 0.00 

GBP SWEDEN 9.75%/85-15.09.2014 18,983 38,319.29 0.05 


2.75%/07-14.06.2013 

15 16.52 0.00 


09.02.2017 

38 41.96 0.00 


28.12.2015 

77 83.72 0.00 


15.07.2013 

69 75.84 0.00 

EUR TERRA BOLIGKREDITT 2%/10-14.09.2012 469 644.12 0.00 


24.06.2011 

3,928 6,428.57 0.01 


12.08.2013 

58,715 59,251.38 0.08 



06.08.2012 

19 20.58 0.00 



15.07.2015 

313 438.34 0.00 

EUR UBS AG LONDON BRANCH 4%/10-08.04.2022 313 457.29 0.00 

ITL UBS FINANCE 0%/97-29.01.2027 1,563,793 483.31 0.00 


23.10.2018 

76 78.07 0.00 

EUR UBS LONDON 3%/09-06.10.2014 938 1,320.52 0.00 

EUR UBS LONDON 3.875%/09-02.12.2019 469 682.99 0.00 

CHF UNILEVER 3.625%/08-02.12.2011 15 16.23 0.00 

GBP UNILEVER 4.75%/09-16.06.2017 1,964 3,446.06 0.00 















USD US I/L S. C-2012 3%/02-15.07.2012 104,984 135,170.97 0.19 

USD US I/L 1.25%/10-15.07.2020 122,482 128,886.34 0.18 

USD US I/L 1.375%/08-15.01.2020 209,969 225,572.41 0.31 

USD US I/L 1.375%/08-15.07.2018 69,990 75,844.41 0.10 

USD US I/L 1.625%/05-15.01.2015 104,984 128,180.27 0.18 

USD US I/L 1.625%/08-15.01.2018 87,487 98,894.39 0.13 

USD US I/L 1.875%/03-15.07.2013 104,984 132,463.18 0.19 

USD US I/L 1.875%/05-15.07.2015 104,984 128,111.11 0.18 

USD US I/L 2%/04-15.01.2014 104,984 132,964.36 0.19 

USD US I/L 2%/04-15.07.2014 104,984 131,400.92 0.19 

USD US I/L 2%/06-15.01.2016 104,984 126,649.17 0.17 

USD US I/L 2%/07-15.04.2012 34,995 38,915.62 0.05 

USD US I/L 2.125%/09-15.01.2019 104,984 120,202.89 0.16 

USD US I/L 2.375%/06-15.04.2011 69,990 77,816.56 0.10 

USD US I/L 2.375%/07-15.01.2017 122,482 149,456.58 0.21 

USD US I/L 2.5%/06-15.07.2016 122,482 150,049.81 0.21 

USD US I/L 2.625%/07-15.07.2017 87,487 106,286.42 0.14 

USD US I/L 3.5%/01-15.01.2011 69,990 88,453.33 0.12 

USD US S. F-2019 3.375%/09-15.11.2019 469,722 506,052.58 0.69 

USD US S. N-2014 2.625%/09-30.06.2014 704,584 750,161.47 1.02 

USD US S. Q-2016 3.125%/09-31.10.2016 704,584 764,803.60 1.04 

USD US S. T-2011 1.125%/08-15.12.2011 146,788 148,198.82 0.21 

USD US S. W-2012 1.375%/09-15.03.2012 411,007 417,364.94 0.57 

USD US 4.5%/08-15.05.2038 58,715 67,513.43 0.09 

USD US 5.25%/98-15.11.2028 117,431 148,347.90 0.21 

USD US 6.25%/00-15.05.2030 126,238 178,587.20 0.25 

USD US 7.5%/86-15.11.2016 469,722 628,987.76 0.86 



Description 

Quantity / 

Nominal 

Page 126 



USD US 7.875%/91-15.02.2021 234,861 348,035.00 0.48 





CHF VP BANK 2.5%/10-27.05.2016 92 94.63 0.00 




CHF WORLDBANK 0%/85-21.10.2015 127 122.68 0.00 

USD WORLDBANK 3.5%/08-08.10.2013 58,715 63,353.82 0.09 

USD WORLDBANK 7.625%/93-19.01.2023 88,073 127,688.19 0.17 

USD WORLDBANK 8.625%/86-15.10.2016 29,358 39,880.29 0.05 


18.07.2012 

38 41.28 0.00 


30.09.2013 

29,358 30,681.69 0.04 

Bonds 


16,786,740.78 22.64 

Bonds 16,786,740.78 22.64 







EUR PROLOGIS EUROPEAN PROPERTIES FUND -A1- 786 4,743.27 0.02 


INCOME FUND 

597 592.44 0.00 






308 295,272.48 0.40 



0 115.37 0.00 



0 39.81 0.00 



0 140.65 0.00 



489 741,057.63 1.00 



355 375,043.30 0.51 



1C- 

39,833 1,575,388.95 2.12 

USD SPDR S&P 500 TRUST (units) 1 934 106,619.98 0.14 



3,108,185.14 4.19 







0.00 0.00 



Cash at banks 1,695,095.93 2.29 

Due to banks -99,966.04 -0.13 


Total net assets 74,157,470.13 100.00


Credit Suisse Portfolio Fund (Lux) Income (Euro) 




A - Distribution 

EUR 

951289 LU0091100627 1.30% 1.46% 


EUR 

951290 LU0091100890 1.30% 1.46% 




2009 

Page 127 

2008 2007 


EUR 

8.41% 

/ 

13.43% 

-12.04% -1.59% 


EUR 

8.41% 

/ 

13.43% 

-12.04% -1.59% 

Notes 

Distributions 

Ex-Date Amount 

A-Distribution EUR 18.05.2010 1.80 





Valuation 

(in EUR) 


37 1,020,587.40 -18,579.97 


1 13,991.58 130.42 


4 196,259.68 -426.65 


0 239,384.49 315.62 


0 15,601.59 45.37 


0 2,574.15 -41.69 


FUTURES -500- 01/11 

USD 

53 14,257,000.00 866,133.24 


1 78,337.08 965.02 


1 391,685.41 5,015.62 


1 115,074.95 -1,249.47 


0 65,507.32 724.66 


4 30,118,970.22 -2,165.68 


850,866.49






Maturity 

Valuation 

JPY 350,000,000 EUR -3,165,129 17.12.2010 

-92,106.24 

CHF 4,450,000 EUR -3,422,814 17.12.2010 

-81,616.60 

GBP 2,900,000 EUR -3,463,927 17.12.2010 

-115,557.17 

USD 23,500,000 EUR -18,145,317 17.12.2010 

-911,448.23 


(in EUR) 

-1,200,728.24 

Page 128




Assets 






Liabilities 

398,275,227.09 





Net assets 


EUR 

30.09.2010 

1,879,940.35 

396,395,286.74 


396,395,286.74 391,658,841.49 325,744,186.71 



EUR 

106.83 104.99 

88.31 


EUR 

139.91 135.18 

111.05 


of the period 


of the period 


issued 

Page 129 


redeemed 


EUR 

508,406.360 540,892.211 17,966.386 50,452.237 


EUR 

2,444,974.730 2,477,166.369 906,460.058 938,651.697 





Page 130 


Income 





Expenses 

5,781,720.89 








2,795,006.65 






Net realised gain (loss) on foreign exchange 13,862.04 

29,107,399.13 






-19,963,943.45 




01.04.2010 to 

30.09.2010 


Redemptions -134,435,480.18 

-6,436,114.76 

Distribution -957,609.91 








Germany 

Netherlands 

France 

USA 



Switzerland 


Finland 

Australia 

Spain 

Canada 

Japan 

Austria 

Italy 

Hong Kong 

Denmark 

Sweden 

Norway 

Brazil 

South Korea 

PR China 

Singapore 

Mexico 

Taiwan 

Belgium 

India 

South Africa 

Russia 

Ireland 


Portugal 

Malaysia 

Turkey 

Indonesia 

Greece 

Bermuda 

Thailand 

Jersey 


Chile 

Panama 

Poland 

New Zealand 

Colombia 

Philippines 

Israel 

Peru 

Cyprus 

Isle of Man 

Argentina 


Hungary 

Mauritius 

Guernsey 

Liechtenstein 



18.35 

13.54 

11.18 

10.03 

5.98 

4.18 

4.08 

3.52 

3.43 

2.90 

2.67 

2.40 

2.31 

1.56 

1.29 

1.27 

1.23 

0.96 

0.92 

0.66 

0.49 

0.45 

0.43 

0.41 

0.34 

0.33 

0.33 

0.28 

0.22 

0.15 

0.12 

0.10 

0.10 

0.09 

0.07 

0.06 

0.05 

0.05 

0.04 

0.04 

0.04 

0.03 

0.03 

0.03 

0.03 

0.02 

0.02 

0.02 

0.01 

0.01 

0.01 

0.01 

0.01 

0.00 

0.00 

0.00 

Undefined 

Total 






Real estate 



Petroleum 






Chemicals 


Vehicles 





















Biotechnology 










Total 

Page 131 

0.00 

96.88 

28.66 

24.36 

5.95 

5.26 

4.02 

3.79 

2.42 

2.33 

2.03 

1.95 

1.80 

1.60 

1.37 

0.99 

0.93 

0.91 

0.85 

0.77 

0.74 

0.73 

0.66 

0.53 

0.50 

0.50 

0.50 

0.32 

0.31 

0.26 

0.22 

0.22 

0.22 

0.20 

0.17 

0.14 

0.12 

0.12 

0.10 

0.09 

0.08 

0.07 

0.03 

0.02 

0.02 

0.01 

0.01 

0.00 

96.88






Description 

Quantity / 

Nominal 








JPY ABC-MART 148 3,345.56 0.00 



ZAR ABSA GROUP 1,835 25,827.39 0.01 



EUR ACCIONA 426 26,381.77 0.01 

EUR ACCOR 2,168 58,061.70 0.01 

USD ACE 683 29,133.35 0.01 

TWD ACER 15,331 28,539.70 0.01 


JPY ACOM 252 2,795.04 0.00 

CHF ACTELION (reg. shares) 34 992.46 0.00 




EUR ADIDAS 3,286 149,231.47 0.04 






JPY ADVANTEST 783 11,400.93 0.00 

EUR AEGON 24,459 107,495.79 0.03 

JPY AEON 3,084 24,229.08 0.01 


JPY AEON MALL 4,042 71,910.92 0.02 


USD AES 1,314 10,924.36 0.00 

USD AETNA 802 18,566.29 0.00 

EUR AFFINE 126 2,187.98 0.00 

USD AFLAC 921 34,884.30 0.01 


USD AGCO 170 4,846.23 0.00 

EUR AGEAS 34,545 72,544.40 0.02 

GBP AGGREKO 1,121 20,308.98 0.01 



AUD AGL ENERGY 2,027 23,241.29 0.01 



CAD AGRIUM 893 49,202.47 0.01 



JPY AIR WATER 675 5,869.82 0.00 

USD AIRGAS 128 6,357.23 0.00 


JPY AJINOMOTO 3,374 24,171.57 0.01 


TRY AKBANK 12,016 53,852.27 0.01 

EUR AKZO NOBEL 3,615 163,593.47 0.05 


USD ALCOA 2,084 18,484.02 0.00 



MXN ALFA -A- 4,517 25,681.95 0.01 








USD ALLERGAN 610 29,727.35 0.01 







1,299 21,054.82 0.01 


USD ALLSTATE 1,005 23,219.55 0.01 

EUR ALPHA BANK 7,414 34,103.55 0.01 


EUR ALSTOM 3,272 122,453.37 0.03 


USD ALTERA 669 14,776.93 0.00 


AUD ALUMINA 10,926 14,026.59 0.00 


JPY AMADA 1,822 9,138.45 0.00 

USD AMAZON.COM 710 81,633.31 0.02 



Description 

Quantity / 

Nominal 

Page 132 





shares) 

871 77,191.18 0.02 

AUD AMCOR 5,472 25,266.19 0.01 

GBP AMEC 1,433 16,306.95 0.00 

USD AMEREN 554 11,533.38 0.00 











USD AMETEK 182 6,384.63 0.00 

USD AMGEN 4,128 166,631.13 0.05 



AUD AMP 9,353 33,897.87 0.01 

USD AMPHENOL -A- 349 12,504.01 0.00 











USD AON 474 13,585.06 0.00 


USD APACHE 1,976 141,504.97 0.04 



USD APPLE 2,691 559,414.44 0.15 






USD ARCH COAL 333 6,518.26 0.00 






CHF ARYZTA 472 15,209.62 0.00 





AUD ASCIANO 13,097 15,327.36 0.00 



JPY ASICS CORP 810 6,042.60 0.00 








USD ASSURANT 971 28,954.95 0.01 




AUD ASX 803 18,551.57 0.00 


EUR ATLANTIA 6,386 97,060.09 0.02 


USD AT&T 11,765 246,464.22 0.07 




USD AUTODESK 532 12,459.06 0.00 

EUR AUTOGRILL 1,718 15,805.46 0.00 




USD AUTOZONE 56 9,431.52 0.00 



GBP AVIVA 11,866 54,633.29 0.01 

USD AVNET 296 5,851.29 0.00 





Description 

Quantity / 

Nominal 



EUR AXA 26,698 342,405.73 0.10 




PHP AYALA LAND 69,516 20,421.24 0.01 

EUR A2A 16,249 18,279.59 0.00 








USD BALL 227 9,772.48 0.00 






shares) 

59,079 585,181.67 0.16 































GBP BARCLAYS 48,508 167,749.02 0.05 





USD BB&T 1,435 25,319.85 0.01 


CAD BCE 1,426 34,098.22 0.01 




EUR BEFIMMO 691 42,841.70 0.01 



EUR BELGACOM 2,398 68,584.76 0.02 






USD BEST BUY 4,014 120,037.98 0.03 

GBP BG GROUP 14,344 185,188.76 0.06 





AUD BILLABONG 968 5,473.75 0.00 




USD BLACKROCK 83 10,403.24 0.00 





15,283 93,501.91 0.02 

EUR BMW 7,315 376,300.62 0.10 





Description 

Quantity / 

Nominal 

Page 133 




TRUST 

1,664 55,832.74 0.01 


USD BOEING 2,380 116,020.73 0.03 



AUD BORAL 3,374 11,032.81 0.00 




EUR BOUYGUES 5,734 180,532.89 0.06 

GBP BP 79,727 393,689.94 0.11 


AUD BRAMBLES 6,408 28,495.98 0.01 








shares) 

2,677 12,662.77 0.00 







USD BROADCOM -A- 943 24,456.49 0.01 





GBP BT GROUP 32,702 52,845.36 0.01 



USD BUNGE 282 12,233.02 0.00 


GBP BUNZL 1,363 11,941.78 0.00 




D'AERONEFS 

724 37,073.09 0.01 


USD CA 856 13,246.69 0.00 




CAD CAE 1,419 10,760.85 0.00 




USD CALPINE 715 6,521.87 0.00 



CAD CAMECO 2,230 45,535.46 0.01 





2,281 27,687.83 0.01 









JPY CANON 5,733 195,786.90 0.06 


EUR CAP GEMINI 2,271 83,586.03 0.02 









USD CAPLEASE 2,011 8,235.99 0.00 



USD CARMAX 389 7,940.09 0.00 

GBP CARNIVAL 740 21,368.99 0.01 


EUR CARREFOUR 9,303 366,676.48 0.10 



SEK CASTELLUM 6,980 68,103.20 0.02




Description 

Quantity / 

Nominal 








USD CBS -B- 1,207 14,021.59 0.00 



USD CELANESE -A- 374 8,793.53 0.00 

EUR CELESIO 1,133 18,075.13 0.00 

USD CELGENE 899 37,920.06 0.01 





shares) -B- 

698 7,668.25 0.00 


GBP CENTRICA 21,817 81,466.35 0.02 


USD CEPHALON 147 6,718.29 0.00 

USD CERNER 149 9,141.97 0.00 



shares) -B- 

1,389 15,198.19 0.00 



CAD CGI (v) -A- 1,437 15,894.38 0.00 





INTERNATIONAL 

91 2,215.31 0.00 






4,216 27,065.60 0.01 







USD CHEVRON 7,080 420,302.69 0.12 

JPY CHIBA BANK 3,577 15,272.76 0.00 



























JPY CHIYODA 810 4,849.70 0.00 



USD CHUBB 635 26,527.71 0.01 













shares) 

2,681 31,821.81 0.01 





Description 

Quantity / 

Nominal 

Page 134 






BRL CIELO 1,568 9,983.02 0.00 

USD CIGNA 528 13,830.32 0.00 





USD CINTAS 235 4,749.72 0.00 


USD CIT GROUP 418 12,491.29 0.00 


USD CITIGROUP 73,094 208,808.77 0.06 







USD CLOROX 253 12,389.10 0.00 




USD CME GROUP -A- 137 26,120.09 0.01 

HKD CNOOC 108,943 154,601.14 0.04 


USD COACH 637 20,058.98 0.01 

GBP COBHAM 5,013 13,365.24 0.00 

USD COCA-COLA 4,178 179,093.41 0.06 






AUD COCHLEAR 255 12,688.59 0.00 







USD COMCAST -A- 4,227 55,980.98 0.01 


USD COMERICA 298 8,117.62 0.00 






















EUR CORIO 4,648 233,078.84 0.07 

USD CORNING 3,014 40,354.79 0.01 



SGD COSCO 4,289 4,227.01 0.00 


JPY COSMO OIL 2,632 5,030.76 0.00 




USD COVANCE 100 3,428.26 0.00 


USD COVIDIEN 3,169 93,296.40 0.02 

USD CR BARD 186 11,114.39 0.00 

USD CREDICORP 435 36,261.93 0.01 



USD CREE 171 6,817.56 0.00 


EUR CRH 13,780 165,915.81 0.05 


CAD CROMBIE 1,163 10,650.77 0.00




Description 

Quantity / 

Nominal 



AUD CROWN 2,230 13,270.33 0.00 




AUD CSL 2,607 61,102.43 0.02 

AUD CSR 7,007 8,944.87 0.00 

USD CSX 782 31,697.24 0.01 

USD CUMMINS 403 26,755.89 0.01 



GBP DAEJAN 151 4,537.47 0.00 





ENGINEERING 

1,110 19,432.61 0.00 


JPY DAIBIRU 2,301 12,470.25 0.00 












USD DANAHER 1,095 32,573.85 0.01 

EUR DANONE 9,068 397,866.90 0.11 





81,654 24,962.44 0.01 

USD DAVITA 237 11,974.03 0.00 



USD DEAN FOODS 359 2,683.56 0.00 

USD DEERE & CO 868 44,380.68 0.01 


USD DELL 3,524 33,455.44 0.01 




JPY DENA 418 9,644.84 0.00 



JPY DENSO 2,456 53,307.63 0.01 


JPY DENTSU 810 13,732.53 0.00 














USD DEVRY 105 3,778.28 0.00 

EUR DEXIA 8,082 26,120.97 0.01 


GBP DIAGEO 10,621 134,369.54 0.03 



EUR DIC ASSET 1,152 8,432.00 0.00 




USD DIRECTV 1,787 54,507.19 0.01 








CONSTRUCTION 

394 21,462.48 0.01 


USD DOVER 395 15,103.22 0.00 



USD DR HORTON 586 4,770.90 0.00 




Description 

Quantity / 

Nominal 

Page 135 



USD DTE ENERGY 366 12,301.71 0.00 






Series -A- 

1,402 28,122.48 0.01 





USD EATON 2,004 121,087.10 0.03 


USD EBAY 5,772 103,163.83 0.03 

EUR EBRO FOODS 1,248 18,303.54 0.00 

USD ECOLAB 483 17,937.05 0.00 


EUR EDENRED 2,168 31,496.60 0.01 

EUR EDF 4,071 128,804.57 0.03 







EUR EIFFAGE 605 21,087.00 0.01 

JPY EISAI 1,275 32,644.40 0.01 

USD EL PASO 1,370 12,419.86 0.00 

EUR ELAN 7,045 29,070.91 0.01 






EUR ELISA -A- 1,960 33,022.76 0.01 



AERONAUTICA 

8,137 41,548.25 0.01 

USD EMC 4,004 59,563.86 0.02 


CAD EMPIRE (nv) -A- 152 5,982.41 0.00 


(CHILE) ADR 

1,140 45,118.25 0.01 

EUR ENAGAS 2,636 39,177.87 0.01 

CAD ENBRIDGE 2,038 78,409.81 0.02 

CAD ENCANA 4,196 93,144.41 0.02 

EUR ENEL 136,252 532,746.64 0.14 

USD ENERGEN 147 4,928.08 0.00 





EUR ENI 40,242 637,032.14 0.17 


USD ENTERGY 396 22,171.59 0.01 




USD EQT CORP 226 5,975.90 0.00 

USD EQUIFAX 208 4,745.99 0.00 


USD EQUITY ONE 1,543 19,083.52 0.00 


EUR ERAMET 79 17,042.99 0.00 



8,113 21,157.82 0.01 








EUR EURAZEO 437 21,525.35 0.01 



721 4,327.52 0.00 



SPACE 

6,510 119,102.83 0.03 




USD EXELON 1,367 42,622.92 0.01 

EUR EXOR 887 15,072.61 0.00 

USD EXPEDIA 353 7,288.48 0.00 


WASHINGTON 

402 13,620.05 0.00 

GBP EXPERIAN 4,339 34,708.07 0.01 



TRUST 

2,570 18,810.72 0.00




Description 

Quantity / 

Nominal 





SEK FABEGE 6,669 49,172.09 0.01 





JPY FANUC 965 89,946.05 0.02 



USD FASTENAL 291 11,338.66 0.00 


USD FEDEX 620 38,836.67 0.01 


EUR FERROVIAL 6,482 44,462.19 0.01 

EUR FIAT 11,734 132,824.65 0.03 















ZAR FIRSTRAND 20,779 46,833.30 0.01 

USD FISERV 329 12,971.12 0.00 






USD FLUOR (new) 349 12,675.37 0.00 

USD FMC 142 7,100.81 0.00 



CONTRATAS 

447 9,071.23 0.00 



USD FORD MOTOR 5,869 52,622.50 0.01 






CAD FORTIS 978 22,308.83 0.01 

EUR FORTUM 6,999 134,310.23 0.03 










EUR FRAPORT 547 24,404.78 0.01 



EUR FRESENIUS 405 23,804.38 0.01 



GBP FRESNILLO 739 10,597.65 0.00 



EUR FUGRO CERT. 1,113 53,679.27 0.01 





JPY FUJITSU 9,448 48,544.32 0.01 



USD F5 NETWORKS 161 12,252.55 0.00 





USD GAMESTOP -A- 283 4,085.08 0.00 

MYR GAMUDA 37,086 34,143.68 0.01 

USD GAP 1,044 14,256.89 0.00 





Description 

Quantity / 

Nominal 

Page 136 




EUR GDF SUEZ 19,352 508,183.27 0.14 

EUR GEA GROUP 2,633 48,268.92 0.01 

CHF GEBERIT 129 16,959.72 0.00 

EUR GECINA 1,031 89,738.30 0.02 




MYR GENTING 19,637 46,222.00 0.01 





USD GENZYME 532 27,584.23 0.01 












CAD GOLDCORP 4,159 132,752.39 0.03 






USD GOODRICH 1,080 58,336.66 0.01 


USD GOOGLE 727 279,963.19 0.08 



GBP GRAINGER 13,174 16,696.50 0.00 




PROGNOSTICS 

3,297 38,250.30 0.01 

EUR GRIFOLS 2,052 21,584.83 0.01 












JPY GS YUASA 1,890 9,725.43 0.00 

PLN GTC 3,262 18,300.95 0.00 



JPY GUNMA BANK 2,160 8,274.55 0.00 

GBP G4S 6,079 17,864.38 0.00 

USD H & R BLOCK 573 5,430.90 0.00 






GBP HAMMERSON 31,845 144,937.29 0.04 








shares) 

857 28,907.31 0.01 



KRW HANWHA 677 19,132.58 0.00 



USD HARRIS 220 7,122.59 0.00 

USD HARSCO 150 2,703.80 0.00 



USD HASBRO 260 8,471.87 0.00 

USD HCP 12,821 337,906.02 0.10 







Description 

Quantity / 

Nominal 



EUR HEINEKEN 3,999 152,135.58 0.04 




ORGANIZATIONS 

4,560 24,076.62 0.01 




EUR HENKEL 1,996 66,283.83 0.02 





USD HESS 2,989 129,456.32 0.03 








JPY HITACHI 22,810 72,999.91 0.02 






USD H.J. HEINZ 587 20,378.18 0.01 


EUR HOCHTIEF 746 47,389.40 0.01 





USD HOLOGIC 500 5,868.27 0.00 

USD HOME DEPOT 5,823 135,126.56 0.03 












USD HOSPIRA 322 13,463.11 0.00 




JPY HOYA 2,186 39,014.16 0.01 









USD HUMANA 332 12,207.33 0.00 







CONSTRUCTION 

536 10,394.94 0.00 









CAD IAMGOLD 2,002 26,042.90 0.01 

EUR IBERDROLA 62,945 355,198.19 0.10 



JPY IBIDEN 634 11,786.14 0.00 

USD IBM 3,251 319,409.46 0.09 

EUR ICADE 1,173 90,398.00 0.02 

GBP ICAP 2,318 11,547.19 0.00 




JPY IHI 7,018 9,846.14 0.00 



Description 

Quantity / 

Nominal 

Page 137 



USD IHS -A- 69 3,452.30 0.00 

MYR IJM 18,329 22,571.67 0.01 

EUR ILIAD 244 18,666.82 0.00 


USD ILLUMINA 286 10,289.41 0.00 

EUR IMERYS 564 24,779.76 0.01 










shares) 

4,750 276,800.98 0.08 


CHINA -H- 

308,875 168,451.28 0.05 










GBP INMARSAT 1,896 14,519.30 0.00 





JPY INPEX 11 37,207.06 0.01 




USD INTEL 17,382 244,844.55 0.07 













USD INTUIT 597 19,171.06 0.00 


GBP INVENSYS 3,523 12,138.75 0.00 

TWD INVENTEC 39,903 15,203.22 0.00 

USD INVESCO 850 13,211.57 0.00 

ZAR INVESTEC 3,322 20,750.25 0.01 

GBP INVESTEC 2,062 12,102.09 0.00 





EUR IPSEN 376 9,135.54 0.00 





USD ITC GDR 41,668 120,720.94 0.03 

JPY ITO EN 270 3,244.97 0.00 

JPY ITOCHU 7,558 50,631.89 0.01 


USD ITT 378 12,970.54 0.00 


GBP ITV 16,162 11,128.12 0.00 


JPY IYO BANK 1,080 6,409.46 0.00 




JPY JAFCO 162 2,799.05 0.00 









EUR JC DECAUX 997 19,302.64 0.00 

USD JC PENNEY 470 9,349.64 0.00




Description 

Quantity / 

Nominal 






JPY JGC 1,080 13,718.33 0.00 


USD JM SMUCKER 235 10,409.40 0.00 




USD JOY GLOBAL 230 11,859.72 0.00 

JPY JOYO BANK 3,374 10,769.22 0.00 




JPY JSR 904 11,267.09 0.00 

JPY JTEKT 1,093 7,371.47 0.00 





EUR K & S 2,241 98,411.15 0.02 

JPY KAJIMA 4,724 8,325.43 0.00 

JPY KAMIGUMI 1,350 7,337.27 0.00 

JPY KANEKA 1,552 6,818.34 0.00 




JPY KAO 2,706 48,262.31 0.01 




GBP KAZAKHMYS 929 15,571.47 0.00 


EUR KBC GROUP 2,510 82,592.55 0.02 

USD KBR 318 5,737.08 0.00 

KRW KCC 62 14,664.85 0.00 

JPY KDDI 15 50,823.90 0.01 


JPY KEIO CORP 2,902 14,604.72 0.00 


USD KELLOGG 498 18,421.55 0.00 


SGD KEPPEL 5,708 28,543.28 0.01 




EUR KESKO -B- 990 34,085.75 0.01 

USD KEYCORP 1,677 9,780.07 0.00 

JPY KEYENCE 208 33,042.56 0.01 


KRW KIA MOTORS 1,850 43,743.85 0.01 

JPY KIKKOMAN 675 5,449.70 0.00 






JPY KINDEN 810 5,353.84 0.00 




JPY KINTETSU 8,504 21,028.16 0.01 




USD KLA-TENCOR 388 10,003.27 0.00 

EUR KLEPIERRE 5,447 154,089.07 0.04 

SEK KLOVERN 4,628 16,319.28 0.00 

JPY KOBE STEEL 13,092 22,499.38 0.01 


USD KOHL'S 543 20,952.93 0.01 


JPY KOMATSU 4,785 81,304.16 0.02 


JPY KONAMI 418 5,407.57 0.00 

EUR KONE -B- 2,374 89,971.26 0.02 









KRW KOREA GAS 341 10,710.19 0.00 

KRW KOREAN AIR 538 26,798.97 0.01 


USD KROGER 6,011 95,363.28 0.02 



Description 

Quantity / 

Nominal 

Page 138 




KRW KT& G CORP 574 25,083.45 0.01 

JPY KUBOTA 5,939 39,782.20 0.01 




JPY KURARAY 1,687 15,591.70 0.00 



JPY KYOCERA 817 56,490.47 0.01 




EUR LAFARGE 3,156 132,541.84 0.03 









JPY LAWSON 310 10,411.23 0.00 



USD LEGG MASON 404 8,964.75 0.00 


EUR LEGRAND 2,169 53,821.91 0.01 


AUD LEND LEASE 2,642 14,257.92 0.00 











HKD LI & FUNG 10,325 42,524.14 0.01 





SHARES 

1,242 12,476.08 0.00 






EUR LINDE 2,637 251,822.07 0.07 







USD LOEWS 667 18,512.66 0.00 



GBP LONMIN 680 13,096.15 0.00 

CHF LONZA (reg. shares) 15 937.01 0.00 

EUR L'OREAL 3,716 306,464.64 0.09 

USD LORILLARD 315 18,502.16 0.00 




USD LUBRIZOL 140 10,892.48 0.00 

USD LUKOIL ADR 2,870 119,390.67 0.03 

EUR LUXOTTICA 1,722 34,537.17 0.01 

EUR LVMH 3,788 407,563.27 0.11 




USD MACERICH 4,695 147,692.50 0.04 




USD MACY'S 902 15,252.70 0.00 





JPY MAKITA 567 13,156.67 0.00 







Description 

Quantity / 

Nominal 



EUR MAN 1,685 134,715.76 0.03 

GBP MAN GROUP 7,382 18,670.04 0.00 


USD MANPOWER 162 6,198.74 0.00 











JPY MARUBENI 8,368 34,631.91 0.01 

JPY MARUI 999 5,473.37 0.00 



USD MASCO 915 7,381.45 0.00 




USD MATTEL 714 12,271.36 0.00 



USD MC AFEE 272 9,417.90 0.00 


USD MCDONALD'S 2,140 116,772.74 0.03 



USD MCKESSON 2,446 110,693.06 0.03 






EUR MEDIASET 11,190 58,190.35 0.01 

TWD MEDIATEK 5,801 59,711.92 0.02 





USD MEDTRONIC 3,404 83,739.51 0.02 




EUR MERCIALYS 1,896 54,233.51 0.01 

EUR MERCK 1,028 63,375.63 0.02 

USD MERCK & CO 10,419 280,932.68 0.08 


AUD METCASH 3,407 10,559.89 0.00 

USD METLIFE 4,754 133,885.38 0.03 

EUR METRO 3,247 155,067.87 0.04 



EUR METSO 2,058 69,199.39 0.02 






USD MICROSOFT 18,375 329,626.22 0.09 


JPY MINEBEA 1,552 5,852.06 0.00 

GBP MINERVA 7,065 7,665.23 0.00 















JPY MITSUI & CO 8,766 95,464.86 0.02 











Description 

Quantity / 

Nominal 

Page 139 






EUR MOBISTAR 374 16,818.87 0.00 






USD MONSANTO 1,099 38,588.20 0.01 

USD MOODY'S 418 7,654.92 0.00 





USD MOSAIC 327 14,079.78 0.00 

USD MOTOROLA 18,202 113,726.05 0.03 



USD M&T BANK 1,002 60,056.34 0.02 

ZAR MTN GROUP 8,602 113,836.91 0.03 

HKD MTR 6,382 17,673.99 0.00 



3,672 373,109.89 0.10 


USD MURPHY OIL 367 16,664.79 0.00 


USD MYLAN 711 9,792.04 0.00 







ZAR NASPERS -N- 2,516 90,067.57 0.02 





11.10.2010 

9,602 7,093.82 0.00 


11.10.2010 

9,602 3,783.37 0.00 








EUR NATIXIS 13,516 56,766.26 0.01 

JPY NEC 13,159 25,615.35 0.01 


EUR NEOPOST 413 22,555.32 0.01 


EUR NESTE OIL 2,374 27,200.78 0.01 


USD NETAPP 1,900 69,306.93 0.02 

USD NETFLIX 86 10,189.56 0.00 








USD NEWS -A- 12,207 116,778.11 0.03 

USD NEWS -B- 797 8,794.16 0.00 

CAD NEXEN 2,977 43,996.35 0.01 

GBP NEXT 809 20,685.10 0.01 




JPY NHK SPRING 810 4,906.50 0.00 

KRW NHN 331 41,662.52 0.01 

JPY NIDEC 553 36,002.32 0.01 



USD NIKE -B- 2,072 121,605.44 0.03 


JPY NIKON 1,667 22,624.59 0.01 

JPY NINTENDO 499 91,339.54 0.02 








JPY NIPPON YUSEN 7,761 23,272.16 0.01




Description 

Quantity / 

Nominal 




USD NISOURCE 466 5,945.27 0.00 











USD NOBLE 485 12,014.92 0.00 




JPY NOK 553 7,050.05 0.00 

EUR NOKIA 73,132 538,980.80 0.15 






USD NORDSTROM 351 9,562.89 0.00 





745 13,638.73 0.00 








USD NRG ENERGY 492 7,505.20 0.00 

JPY NSK 2,227 11,052.06 0.00 

USD NSTAR 181 5,206.30 0.00 

JPY NTN 2,699 8,520.70 0.00 

JPY NTT 2,652 84,762.33 0.02 

JPY NTT DATA 6 14,209.98 0.00 

JPY NTT DOCOMO 78 94,832.43 0.02 



USD NUCOR 638 17,865.82 0.00 

USD NVIDIA 1,293 11,066.22 0.00 




JPY OBAYASHI 2,902 8,447.33 0.00 

JPY OBIC 33 4,575.26 0.00 





JPY OJI PAPER 4,117 13,318.92 0.00 

SGD OLAM 5,352 9,716.63 0.00 

GBP OLD MUTUAL 23,015 36,873.18 0.01 


JPY OLYMPUS 1,127 21,601.28 0.01 


USD OMNICARE 199 3,487.85 0.00 


JPY OMRON 1,080 17,950.27 0.00 

EUR OMV 2,339 64,240.44 0.02 

USD ONEOK (new) 252 8,319.39 0.00 

AUD ONESTEEL 5,947 12,358.72 0.00 



CAD OPEN TEXT 313 10,839.18 0.00 

USD ORACLE 11,181 219,900.70 0.07 


AUD ORICA 1,626 29,657.20 0.01 






JPY ORIX 527 29,480.10 0.01 

JPY ORIX JREIT 10 35,476.35 0.01 

JPY OSAKA GAS 9,988 26,359.73 0.01 

HUF OTP BANK 2,158 41,525.33 0.01 

JPY OTSUKA 88 4,261.53 0.00 

EUR OUTOKUMPU 1,892 27,565.48 0.01 




USD PACCAR 690 24,331.91 0.01 



Description 

Quantity / 

Nominal 

Page 140 




USD PACTIV 230 5,562.19 0.00 



USD PALL 205 6,266.01 0.00 


JPY PANASONIC 9,906 98,239.61 0.02 





EUR PARMALAT 28,245 53,156.96 0.01 

USD PARTNERRE 150 8,804.37 0.00 


USD PATTERSON 156 3,274.08 0.00 

USD PAYCHEX 623 12,538.33 0.00 

HKD PCCW 17,726 4,699.77 0.00 


GBP PEARSON 3,434 39,062.05 0.01 

TWD PEGATRON 18,156 17,389.31 0.00 



TRUST 

1,915 16,632.82 0.00 

USD PENTAIR 183 4,498.01 0.00 



USD PEPSICO 6,653 323,779.25 0.09 


USD PERRIGO 159 7,487.18 0.00 






GBP PETROFAC 1,081 17,125.36 0.00 




USD PETSMART 244 6,251.19 0.00 

EUR PEUGEOT 2,461 60,693.20 0.02 

USD PFIZER 22,552 283,634.46 0.08 

USD PG&E 759 25,262.65 0.01 



SERVICE 

202 3,673.20 0.00 








EUR PIRELLI & C. 3,511 20,963.33 0.01 











KRW POSCO 292 96,716.55 0.02 



TWD POU CHEN 32,312 20,720.03 0.01 





POLSKI 

4,428 49,054.41 0.01 


USD PPL 991 19,775.76 0.00 

EUR PPR 1,952 231,756.05 0.07 

USD PRAXAIR 608 40,204.69 0.01 







TRUST 

2,284 31,833.44 0.01 






USD PROGRESSIVE 1,185 18,120.75 0.00




Description 

Quantity / 

Nominal 



USD PROLOGIS 17,072 147,308.32 0.04 




EUR PRYSMIAN 2,673 35,816.23 0.01 









8,807 32,732.37 0.01 








EUR PUMA 78 18,938.63 0.00 





TWD QISDA 26,950 13,996.27 0.00 

USD QUALCOMM 3,236 106,955.92 0.03 







JPY RAKUTEN 37 19,993.05 0.01 







USD RAYONIER 138 5,081.87 0.00 

USD RAYTHEON 787 26,340.34 0.01 





USD RED HAT 333 9,987.82 0.00 

BRL REDECARD 2,130 24,178.94 0.01 









ZAR REMGRO 2,013 23,058.45 0.01 


EUR RENAULT 4,570 172,486.75 0.05 

EUR REPSOL YPF 12,679 239,574.44 0.07 





GBP REXAM 3,626 12,848.90 0.00 




JPY RICOH 3,374 34,822.44 0.01 


GBP RIO TINTO 6,155 264,359.54 0.08 

AUD RIO TINTO 1,969 107,232.74 0.03 








JPY ROHM 499 22,550.27 0.01 











Description 

Quantity / 

Nominal 

Page 141 







EUR RWE -A- 6,535 323,789.89 0.09 



GBP SABMILLER 4,032 94,741.17 0.02 


USD SAFEWAY 879 13,620.71 0.00 

EUR SAFRAN 6,139 126,596.32 0.03 

GBP SAGE GROUP 5,658 18,044.18 0.00 

USD SAIC 881 10,310.92 0.00 

EUR SAIPEM 4,091 120,192.67 0.03 



EUR SAMPO -A- 6,642 131,577.69 0.03 

KRW SAMSUNG C&T 960 38,369.03 0.01 










USD SANDISK 1,923 51,616.77 0.01 


JPY SANKYO 283 10,984.60 0.00 

ZAR SANLAM 8,969 24,775.17 0.01 


EUR SANOMA OYJ 1,210 18,785.64 0.00 


AUD SANTOS 3,766 34,214.65 0.01 


EUR SAP 13,333 483,778.45 0.13 

ZAR SAPPI 4,749 17,895.48 0.00 



CAD SAPUTO 821 20,590.59 0.01 

USD SARA LEE 1,107 10,887.97 0.00 

ZAR SASOL 3,345 109,912.22 0.03 






USD SCANA 198 5,834.76 0.00 





GBP SCHRODERS 463 7,678.32 0.00 

EUR SCOR REGPT 4,927 86,378.63 0.02 




USD SEALED AIR 307 5,048.26 0.00 


JPY SECOM 1,066 35,246.11 0.01 













EUR SES 4,735 83,505.49 0.02 


JPY SEVEN BANK 3 4,157.69 0.00 






JPY SHARP 4,994 36,386.94 0.01 






JPY SHIMADZU 1,147 6,457.98 0.00




Description 

Quantity / 

Nominal 



JPY SHIMAMURA 115 7,795.85 0.00 

JPY SHIMANO 344 13,338.45 0.00 


JPY SHIMIZU 3,239 8,776.32 0.00 




KRW SHINSEGAE 87 33,615.76 0.01 



GBP SHIRE 2,374 39,297.37 0.01 

JPY SHISEIDO 1,775 29,163.40 0.01 









shares) 

9,932 24,810.84 0.01 




CHF SIKA 12 15,633.88 0.00 












HKD SINO LAND 105,022 159,143.76 0.04 



KRW SK ENERGY 424 39,632.38 0.01 


KRW SK TELECOM 43 4,709.91 0.00 



USD SLM 826 6,988.85 0.00 


JPY SMC 277 26,710.62 0.01 









2 2,155.99 0.00 




523 49,489.61 0.01 

EUR SODEXO 1,505 71,633.50 0.02 

JPY SOFTBANK 4,103 98,251.24 0.02 

HKD SOHO CHINA 82,275 42,774.12 0.01 

KRW S-OIL 372 16,847.68 0.00 

JPY SOJITZ 6,931 9,115.37 0.00 

EUR SOLVAY 946 74,007.41 0.02 



JPY SONY 5,082 114,999.45 0.03 


USD SOUTHERN 1,666 45,457.79 0.01 





AUD SP AUSNET 5,939 3,622.33 0.00 


EUR SPONDA 8,646 30,780.52 0.01 


USD SPX 100 4,636.47 0.00 


EUR ST GOBAIN 6,032 196,825.69 0.06 








USD STAPLES 1,556 23,843.73 0.01 

USD STARBUCKS 1,498 28,064.17 0.01 



Description 

Quantity / 

Nominal 

Page 142 



SGD STARHUB 2,502 3,594.15 0.00 













USD STRYKER 640 23,468.12 0.01 




JPY SUMCO 641 7,318.93 0.00 

JPY SUMITOMO 5,648 53,290.59 0.01 















USD SUNOCO 237 6,327.83 0.00 




USD SUPERVALU 441 3,728.40 0.00 



JPY SUZUKEN 348 8,436.13 0.00 







USD SYMANTEC 1,521 16,897.75 0.00 


USD SYNOPSYS 221 4,006.06 0.00 

CHF SYNTHES 122 10,428.73 0.00 

USD SYSCO 1,227 25,632.31 0.01 

JPY SYSMEX 175 8,907.68 0.00 





JPY TAISEI 5,669 8,549.10 0.00 













USD TARGET 1,384 54,172.14 0.01 




TWD TATUNG 77,069 11,130.97 0.00 




JPY TDK 628 25,616.24 0.01 

EUR TECHNIP 1,882 111,039.66 0.03 



JPY TEIJIN 4,791 11,595.25 0.00 



shares) 

2,144 22,433.07 0.01 






Description 

Quantity / 

Nominal 












SEK TELE2 -B- 3,334 51,341.92 0.01 

ZAR TELKOM SA 166 669.28 0.00 

AUD TELSTRA 19,712 36,628.71 0.01 


CAD TELUS (nv) 822 25,584.57 0.01 


EUR TENARIS 8,453 118,932.19 0.03 



EUR TERNA 35,970 112,137.93 0.03 

JPY TERUMO 857 33,290.49 0.01 

GBP TESCO 33,997 166,382.50 0.05 


USD TEXTRON 563 8,477.03 0.00 


EUR TF1 1,756 20,049.30 0.01 

EUR THALES 1,323 35,464.16 0.01 









JPY THK 621 8,514.07 0.00 




USD TIFFANY & CO 212 7,296.99 0.00 






USD TJX COS 805 26,327.37 0.01 

CAD TMX 403 9,107.65 0.00 

EUR TNT 6,024 118,723.51 0.03 


JPY TOHO 560 6,595.79 0.00 

JPY TOHO GAS 2,227 8,064.49 0.00 



JPY TOKUYAMA 1,687 6,272.18 0.00 



JPY TOKYO GAS 12,957 43,057.94 0.01 



JPY TOKYU 5,601 18,122.46 0.00 

JPY TOKYU LAND 17,956 54,473.77 0.01 

JPY TOKYU REIT 5 19,679.47 0.00 




JPY TOP REIT 6 25,253.08 0.01 



USD TORCHMARK 158 6,144.30 0.00 


JPY TOSHIBA 20,380 72,194.00 0.02 

JPY TOSOH 2,834 5,591.71 0.00 

EUR TOTAL 37,532 1,418,888.88 0.37 


JPY TOTO 1,417 7,107.68 0.00 








CAD TRANSALTA 1,242 19,480.26 0.00 









Description 

Quantity / 

Nominal 

Page 143 




JPY TSUMURA 270 6,144.37 0.00 


GBP TUI TRAVEL 2,337 5,782.93 0.00 

GBP TULLOW OIL 3,756 55,230.55 0.01 

TRY TUPRAS 1,191 23,512.97 0.01 









EUR UCB 1,587 40,320.96 0.01 

USD UDR 6,143 95,027.55 0.02 


EUR UMICORE 1,797 56,976.52 0.01 


JPY UNI-CHARM 607 17,893.47 0.00 

EUR UNICREDIT 209,108 391,658.69 0.11 

GBP UNILEVER 5,443 115,671.27 0.03 
















USD UNUM GROUP 658 10,669.25 0.00 

JPY UNY 1,006 5,818.93 0.00 

SGD UOL GROUP 2,547 6,566.81 0.00 




USD URS 141 3,916.68 0.00 


USD US BANCORP 3,815 60,414.29 0.02 

JPY USHIO 520 6,401.47 0.00 



5,529 54,265.56 0.01 

JPY USS CO 126 6,893.54 0.00 


BRL VALE 2,736 61,868.51 0.02 





EUR VALLOUREC 1,680 122,432.77 0.03 






USD VENTAS 5,659 213,756.18 0.06 


EUR VERBUND -A- 1,151 30,282.95 0.01 

USD VERISIGN 371 8,617.09 0.00 





USD VF 154 9,145.90 0.00 

USD VIACOM -B- 4,143 109,830.57 0.03 

EUR VINCI 6,796 249,905.87 0.07 


USD VISA -A- 3,103 168,760.79 0.05 

CAD VITERRA 2,095 13,432.50 0.00 

EUR VIVENDI 19,044 381,824.01 0.11 


USD VMWARE 164 10,225.45 0.00 









USD WALGREEN 1,888 46,323.34 0.01




Description 

Quantity / 

Nominal 











TRUST 

2,078 48,297.32 0.01 


USD WATERS 158 8,190.73 0.00 




USD WELLPOINT 873 36,203.25 0.01 









AUD WESTFIELD 101,703 884,344.51 0.23 




USD WHIRLPOOL 173 10,287.35 0.00 

GBP WHITBREAD 754 14,138.94 0.00 





560 22,082.81 0.01 









USD WIPRO ADR 5,863 62,097.73 0.02 


TWD WISTRON 15,258 20,391.55 0.01 

GBP WOLSELEY 1,215 22,427.16 0.01 








GBP WPP 5,298 43,080.28 0.01 

USD WR BERKLEY 302 5,981.42 0.00 


HKD WYNN MACAU 6,890 8,724.66 0.00 



USD XEROX 2,906 22,034.52 0.01 

USD XILINX 486 9,479.80 0.00 

USD XL GROUP 772 12,250.38 0.00 

GBP XSTRATA 8,729 122,723.27 0.03 

USD YAHOO 2,702 28,040.89 0.01 





JPY YAMAHA 884 7,511.17 0.00 














MYR YTL 10,480 18,650.24 0.00 




USD YUM BRANDS 975 32,906.27 0.01 





Description 

Quantity / 

Nominal 

Page 144 







GBP 3I GROUP 4,230 13,987.22 0.00 

USD 3M 1,343 85,288.32 0.02 



121,113,298.23 30.55 



Bonds 


7.125%/08-20.06.2011 

30,750 36,767.63 0.01 



2.25%/09-22.05.2012 

115,671 86,812.24 0.02 




28.06.2017 

849,245 873,532.99 0.22 



2.875%/07-16.04.2015 

4,205 2,880.27 0.00 


2%/10-16.12.2014 

1,601 1,220.03 0.00 


3.125%/10-10.08.2015 

154,227 114,168.06 0.03 

EUR ASFINAG 4.125%/03-21.10.2013 1,061,556 1,129,941.16 0.29 


07.02.2016 

5,617 3,939.96 0.00 


14.11.2014 

3,202 2,502.48 0.00 


16.07.2018 

269,898 240,869.93 0.06 


27.05.2014 

231,341 201,654.17 0.05 

CHF AUCHAN 3.75%/08-23.06.2015 320 261.65 0.00 


2%/10-08.07.2016 

1,601 1,210.07 0.00 


3.75%/10-10.03.2017 

1,698,489 1,766,089.05 0.45 


14.06.2022 

1,601 1,050.20 0.00 


CHF BANK OF AMERICA 3%/07-14.06.2013 1,121 862.85 0.00 









CHF BFCM 2.5%/06-29.04.2013 1,281 979.39 0.00 


CHF BNG 2%/09-27.03.2013 960 744.62 0.00 

CHF BNG 2.125%/10-06.11.2018 1,601 1,242.84 0.00 

USD BNG 2.25%/09-17.01.2012 154,227 115,275.18 0.03 

CHF BNG 2.75%/03-03.07.2015 3,202 2,578.09 0.00 

CHF BNG 2.75%/09-11.05.2016 2,177 1,767.79 0.00 

EUR BNG 2.875%/09-15.01.2015 1,380,022 1,433,567.33 0.36 

EUR BNG 3%/10-30.03.2017 1,273,867 1,320,108.26 0.33 

EUR BNG 3.75%/10-14.01.2020 2,123,111 2,286,803.38 0.58 

EUR BNG 3.875%/09-04.11.2019 1,061,556 1,155,503.42 0.29 

EUR BNG 4.5%/99-10.03.2014 1,698,489 1,851,523.06 0.47 

USD BNG 5.125%/06-05.10.2016 154,227 131,355.07 0.03 

GBP BNG 5.2%/99-07.12.2028 51,250 67,691.86 0.02 

GBP BNG 5.75%/00-18.01.2019 51,250 70,010.76 0.02 


CHF BRANDBREW 4.5%/09-11.06.2014 960 780.27 0.00 

EUR BRD I/L 1.5%/06-15.04.2016 944,814 1,095,724.47 0.28 

EUR BRD I/L 1.75%/09-15.04.2020 188,963 213,498.31 0.05 

EUR BRD I/L 2.25%/07-15.04.2013 944,814 1,072,360.28 0.27 

EUR BRD S. 09 3.25%/09-04.01.2020 6,369,334 6,912,001.73 1.75 

EUR BRD 3%/10-04.07.2020 4,246,223 4,516,282.74 1.15 

EUR BRD 3.25%/05-04.07.2015 1,698,489 1,838,444.69 0.46 

EUR BRD 3.5%/09-04.07.2019 4,246,223 4,687,320.60 1.19 

EUR BRD 3.75%/06-04.01.2017 2,972,356 3,323,391.33 0.84 

EUR BRD 3.75%/08-04.01.2019 2,123,111 2,381,706.46 0.60 

EUR BRD 4.25%/04-04.07.2014 2,335,423 2,600,259.56 0.66 


0%/91-04.11.2021 

925,365 401,693.77 0.10 

USD CADES 1.375%/10-29.07.2013 77,114 57,197.00 0.01 

CHF CADES 2.125%/09-25.02.2015 3,202 2,507.28 0.00 

GBP CADES 3.75%/09-08.09.2014 51,250 63,752.09 0.02 


3.625%/08-16.04.2018 

3,202 2,740.13 0.00 

USD CANADA 2.375%/09-10.09.2014 100,248 76,962.90 0.02 

EUR CANADA 3.5%/10-13.01.2020 2,123,111 2,324,594.76 0.59 


LONDON 1.75%/10-30.06.2017 

3,202 2,441.27 0.00 

CHF CARREFOUR 2.625%/09-16.04.2012 3,202 2,467.67 0.00




Description 

Quantity / 

Nominal 



USD CFF (reg. -S-) 2.125%/10-22.04.2013 61,691 45,951.91 0.01 

CHF CFF 1.75%/09-28.04.2014 320 246.65 0.00 

EUR CFF 2%/09-17.02.2012 1,273,867 1,283,293.50 0.32 

CHF CFF 2.375%/05-24.08.2018 640 499.54 0.00 

CHF CFF 2.5%/09-04.03.2013 3,202 2,494.98 0.00 

EUR CFF 2.625%/10-16.04.2015 2,972,356 3,013,671.82 0.76 

CHF CFF 3.125%/03-10.10.2014 1,601 1,294.45 0.00 

CHF CFF 3.25%/08-21.09.2012 6,403 5,031.36 0.00 

EUR CFF 3.875%/08-11.02.2011 3,000,000 3,029,100.00 0.76 

EUR CIF EUROMORTGAGE 1.875%/09-30.04.2012 1,273,867 1,281,764.86 0.32 



EUR CIF EUROMORTGAGE 3.5%/10-17.06.2020 1,273,867 1,307,496.97 0.33 


23.02.2015 

3,624 2,720.04 0.00 


06.04.2021 

4,556 3,048.65 0.00 

CHF CITIGROUP 2.75%/06-29.06.2012 1,281 973.63 0.00 

CHF CITIGROUP 3%/07-21.03.2019 2,241 1,609.75 0.00 

USD CITIGROUP 5.375%/10-09.08.2020 154,227 117,455.51 0.03 


2.25%/09-30.04.2013 

640 497.38 0.00 


4.25%/09-10.11.2016 

849,245 909,286.19 0.23 


1.875%/09-07.02.2014 

2,561 1,992.38 0.00 


5.125%/07-20.04.2017 

154,227 132,627.46 0.03 



24.09.2015 

2,547,734 2,549,007.64 0.64 


4.75%/09-05.08.2019 

1,698,489 1,841,162.28 0.46 


05.02.2015 

3,202 2,450.87 0.00 



25.01.2017 

2,547,734 2,638,433.10 0.67 


3.45%/09-02.07.2012 

154,227 117,108.04 0.03 


4.875%/08-14.03.2018 

2,241 1,883.64 0.00 


01.05.2014 

51,666 42,393.37 0.01 


23.03.2015 

154,227 118,811.04 0.03 

CHF CRH 1.5%/10-21.09.2015 3,202 2,448.47 0.00 


EUR DENMARK 1.75%/10-05.10.2015 1,273,867 1,273,229.96 0.32 

EUR DENMARK 3.125%/09-17.03.2014 425,166 449,018.09 0.11 


29.12.2011 

1,601 1,223.51 0.00 





FINANCE 4.25%/10-13.07.2022 

1,358,791 1,393,032.89 0.35 


01.02.2017 

154,227 132,435.41 0.03 

CHF DEXIA BIL 2.75%/06-14.06.2016 3,362 2,210.46 0.00 


CHF DEXIA CLF 2.125%/06-29.03.2012 1,601 1,206.23 0.00 

CHF DEXIA CLF 2.125%/09-07.12.2012 6,403 4,836.33 0.00 

GBP DEXIA CLF 2.5%/09-27.10.2011 30,750 35,883.84 0.01 


02.05.2018 

1,601 1,253.04 0.00 


12.08.2019 

3,202 2,516.88 0.00 


09.08.2017 

2,881 2,402.38 0.00 


31.05.2012 

115,671 89,896.34 0.02 


24.04.2015 

3,202 2,443.67 0.00 


26.03.2018 

3,202 2,476.07 0.00 


20.01.2017 

2,123,111 2,223,534.65 0.56 


26.02.2016 

1,543,502 1,638,047.72 0.41 

EUR DZ BANK 6.25%/01-26.02.2016 382,160 418,926.92 0.11 

GBP EBRD 5.625%/98-07.12.2028 102,499 144,304.40 0.04 

CHF EDF 2.25%/10-29.09.2017 3,842 2,952.57 0.00 

CHF EDF 3.375%/08-18.12.2013 640 513.46 0.00 

EUR EDF 4.625%/10-26.04.2030 636,933 669,231.07 0.17 

EUR EIB (reg. -S-) S. 1510/0100 4.25%/09- 

15.04.2019 

94,481 106,707.28 0.03 

USD EIB 0%/96-06.11.2026 694,023 266,221.94 0.07 

CHF EIB 1.75%/10-21.04.2017 1,601 1,233.24 0.00 

CHF EIB 2%/09-24.04.2014 1,601 1,253.04 0.00 

CHF EIB 2%/10-24.08.2022 1,601 1,223.03 0.00 

USD EIB 3%/09-08.04.2014 231,341 180,521.33 0.05 

EUR EIB 3.125%/09-15.04.2014 2,123,111 2,232,027.10 0.56 

EUR EIB 3.5%/09-15.04.2016 2,123,111 2,275,763.20 0.57 

CHF EIB 3.5%/99-28.01.2014 12,522 10,251.91 0.00 

GBP EIB 4.75%/05-06.06.2012 51,250 62,781.94 0.02 

EUR EIB 5.625%/99-15.02.2028 4,246,223 5,548,964.16 1.41 




Description 

Quantity / 

Nominal 

Page 145 





27.04.2020 

4,802 3,744.72 0.00 


11.02.2014 

800 637.92 0.00 


27.01.2014 

15,375 19,445.78 0.00 

EUR EUROFIMA 4%/09-27.10.2021 2,972,356 3,263,944.21 0.82 

USD EUROFIMA 5.25%/06-07.04.2016 231,341 196,992.44 0.05 


CHF EUROHYPO 4%/99-01.09.2014 10,674 8,829.46 0.00 


27.01.2015 

1,698,489 1,787,150.32 0.45 



06.04.2016 

1,273,867 1,373,992.83 0.35 

EUR EUROPEAN UNION 3.375%/10-10.05.2019 955,400 1,015,781.46 0.26 



960 765.15 0.00 


24.04.2014 

77,114 60,540.93 0.02 


26.10.2012 

960 730.58 0.00 


21.03.2013 

2,123,111 2,152,198.11 0.54 

EUR FINLAND 1.75%/10-15.04.2016 2,123,111 2,118,865.26 0.53 

EUR FINLAND 3.375%/10-15.04.2020 4,670,845 4,993,133.58 1.27 

EUR FINLAND 3.875%/06-15.09.2017 2,123,111 2,361,112.28 0.60 

EUR FINLAND 4.375%/08-04.07.2019 94,481 108,899.25 0.03 

EUR FINLAND 5.375%/02-04.07.2013 472,407 526,922.72 0.13 

EUR FORTIS BANK 3.375%/09-19.05.2014 1,698,489 1,790,280.64 0.45 

EUR FRANCE BTAN 2.5%/10-15.01.2015 2,123,111 2,202,940.47 0.56 








EUR FRANCE OAT 3.5%/10-25.04.2020 1,486,178 1,591,845.30 0.40 

EUR FRANCE OAT 3.75%/06-25.04.2017 2,123,111 2,330,327.16 0.59 

EUR FRANCE OAT 4%/08-25.04.2018 2,547,734 2,839,449.30 0.72 

EUR FRANCE OAT 4.25%/03-25.04.2019 2,123,111 2,408,245.35 0.61 



CHF GDF SUEZ 3.5%/08-19.12.2012 1,441 1,137.46 0.00 

USD GECC T. 827 3.5%/10-29.06.2015 77,114 59,145.18 0.01 

CHF GECC 2%/10-15.01.2015 629 476.41 0.00 

CHF GECC 2.625%/10-20.01.2016 1,281 988.87 0.00 

CHF GECC 2.75%/07-27.12.2013 640 499.70 0.00 

CHF GECC 3%/04-16.10.2015 320 251.81 0.00 

CHF GECC 3.125%/04-06.12.2019 3,202 2,455.67 0.00 

CHF GECC 3.375%/06-19.06.2018 1,281 1,000.99 0.00 

CHF GECC 4%/08-26.08.2013 2,881 2,312.72 0.00 

CHF GECC 4.5%/08-09.10.2018 1,121 945.18 0.00 



06.07.2015 

1,273,867 1,362,400.64 0.34 


EUR HSH NORDBANK S. 751 2.25%/09-23.07.2012 1,061,556 1,078,859.10 0.27 

EUR HSH NORDBANK 2.75%/09-20.01.2012 1,061,556 1,082,999.17 0.27 


30.11.2012 

1,601 1,221.83 0.00 


3%/06-16.06.2016 

2,561 1,958.78 0.00 


15.10.2014 

1,601 1,200.17 0.00 


16.07.2015 

624 480.96 0.00 

USD IADB T. 28 3%/09-22.04.2014 154,227 120,607.39 0.03 

USD IADB T. 35 3.875%/10-14.02.2020 154,227 124,708.22 0.03 

USD IBM 8.375%/89-01.11.2019 231,341 233,740.64 0.06 


10.09.2012 

1,486,178 1,508,767.94 0.38 


27.01.2012 

1,273,867 1,302,516.16 0.33 




CHF ING BANK 2.125%/10-07.10.2016 3,202 2,394.46 0.00 

EUR ING BANK 5.25%/99-07.06.2019 636,933 700,824.24 0.18 


28.07.2015 

2,335,423 2,343,830.15 0.59 


15.07.2013 

2,123,111 2,158,567.44 0.54 


28.09.2017 

1,061,556 1,058,583.38 0.27 


& DEVELOPMENT 3.875%/09-20.05.2019 

2,217,593 2,449,996.61 0.62 


& DEVELOPMENT 9.25%/86-20.03.2016 

154,227 155,860.42 0.04 









Description 

Quantity / 

Nominal 







16.05.2012 

2,881 2,273.84 0.00 

EUR KFW S. 213 5.5%/98-22.01.2018 2,547,734 3,074,268.82 0.78 

USD KFW 1.375%/10-15.07.2013 77,114 57,355.16 0.01 

EUR KFW 2.25%/10-21.09.2017 1,698,489 1,692,714.32 0.43 

CHF KFW 2.875%/08-02.05.2014 1,601 1,289.65 0.00 

GBP KFW 3.75%/09-07.09.2016 51,250 63,456.31 0.02 

EUR KFW 3.875%/09-21.01.2019 1,273,867 1,404,438.25 0.35 

USD KFW 4%/10-27.01.2020 77,114 62,563.11 0.02 

USD KFW 4.375%/05-21.07.2015 231,341 191,315.67 0.05 

GBP KFW 5.75%/99-07.12.2011 44,075 53,717.75 0.01 


05.05.2015 

154,227 118,607.81 0.03 




14.02.2022 

3,202 2,216.82 0.00 


22.06.2026 

1,601 1,223.03 0.00 





04.12.2015 

2,881 2,300.84 0.00 


07.12.2016 

1,601 1,290.25 0.00 


01.10.2014 

3,202 2,381.26 0.00 


15.08.2017 

1,601 1,241.64 0.00 


5268 2.5%/09-07.12.2012 

51,250 60,403.88 0.02 


2.75%/07-13.03.2012 

2,561 1,961.66 0.00 


1013 2%/10-15.06.2015 

2,547,734 2,571,427.70 0.65 


5.25%/07-18.01.2012 

51,250 62,379.68 0.02 


1.75%/10-16.01.2017 

3,202 2,466.47 0.00 


3.25%/02-28.08.2012 

640 506.02 0.00 


15.07.2013 

77,114 57,236.54 0.01 


29.01.2014 

1,273,867 1,339,004.80 0.34 


12.01.2015 

154,227 115,772.25 0.03 


CHF LVMH 3.625%/08-02.12.2011 2,881 2,230.63 0.00 

CHF MANITOBA 2.25%/09-05.05.2014 1,281 1,010.35 0.00 

CHF MCDONALD'S 3.25%/07-12.12.2012 1,601 1,266.84 0.00 


3.125%/06-27.06.2016 

2,241 1,711.41 0.00 

USD MICROSOFT 1.625%/10-25.09.2015 77,114 56,513.53 0.01 





04.10.2013 

1,273,867 1,268,771.42 0.32 


14.07.2017 

4,802 3,634.90 0.00 


23.01.2015 

1,486,178 1,531,952.32 0.39 


15.07.2016 

849,245 924,742.44 0.23 


08.12.2014 

20,500 26,310.09 0.01 

CHF NATIXIS 2.375%/03-19.12.2013 1,601 1,250.64 0.00 

EUR NATIXIS 7.75%/93-01.06.2019 963,893 1,300,804.89 0.33 


2.625%/08-22.09.2015 

800 640.32 0.00 


2.25%/09-13.05.2014 

4,802 3,775.32 0.00 


3.375%/10-01.02.2017 

1,273,867 1,348,858.16 0.34 


4.25%/08-21.11.2013 

849,245 914,732.39 0.23 


09.09.2015 

231,341 170,201.47 0.04 


S. 1171 2.375%/10-10.12.2013 

51,250 60,687.83 0.02 


1.75%/10-22.07.2016 

3,202 2,470.07 0.00 


2.5%/05-20.04.2015 

1,601 1,275.84 0.00 


3.125%/09-20.01.2012 

1,273,867 1,304,439.69 0.33 


24.04.2012 

3,202 2,430.47 0.00 


05.08.2013 

4,162 3,239.18 0.00 


12.08.2014 

770 605.60 0.00 


29.05.2015 

2,241 1,767.70 0.00 






Description 

Quantity / 

Nominal 

Page 146 











AUD NEW SOUTH WALES TREASURY 0%/90- 

23.11.2020 

3,530,000 1,417,558.07 0.36 


22.02.2016 

2,561 1,960.70 0.00 




11.04.2018 

1,601 1,284.85 0.00 


15.07.2015 

154,227 118,268.90 0.03 


08.04.2014 

849,245 890,263.11 0.22 


21.12.2018 

651,318 857,705.43 0.22 


13.09.2013 

1,273,867 1,263,166.41 0.32 


02.05.2012 

1,601 1,246.44 0.00 


USD NRW.BANK 1.375%/10-26.08.2013 154,227 113,524.13 0.03 

EUR NRW.BANK 2.375%/10-04.06.2015 2,123,111 2,155,382.78 0.54 


02.12.2013 

1,601 1,265.64 0.00 

CHF OEKB 2.625%/06-22.11.2024 1,281 1,012.99 0.00 

CHF OEKB 2.75%/08-14.07.2014 1,601 1,278.25 0.00 

CHF OEKB 2.875%/05-25.02.2030 1,601 1,324.45 0.00 

CHF OEKB 3%/03-23.10.2015 1,601 1,302.85 0.00 

CHF OEKB 3%/07-05.12.2013 960 767.67 0.00 


6.125%/99-20.10.2014 

20,500 26,837.76 0.01 



30.01.2015 

480 390.85 0.00 

JPY PFANDBRIEFSTELLE DER 


15.02.2011 

500,000,000 4,392,417.98 1.12 



07.11.2016 

960 736.34 0.00 



18.02.2013 

1,601 1,238.64 0.00 



21.07.2017 

2,561 2,045.19 0.00 

USD PFIZER 5.35%/09-15.03.2015 77,114 65,020.22 0.02 


11.03.2013 

3,202 2,516.88 0.00 


EUR POHJOLA BANK 3.125%/10-25.03.2015 1,698,489 1,733,478.06 0.44 





EUR PROVINCE OF ONTARIO 3%/10-28.09.2020 1,273,867 1,281,764.86 0.32 


CHF QUEBEC 2.25%/05-05.10.2015 618 484.14 0.00 

CHF QUEBEC 3.125%/09-11.12.2015 1,281 1,043.24 0.00 

CHF QUEBEC 3.875%/09-11.12.2018 640 554.03 0.00 


14.07.2025 

2,123,111 2,198,057.32 0.55 



12.04.2017 

290,000,000 2,681,352.19 0.68 

CHF RABOBANK 2%/10-16.09.2021 1,601 1,179.23 0.00 

CHF RABOBANK 2.125%/06-13.08.2012 2,561 1,969.34 0.00 

CHF RABOBANK 2.5%/09-19.02.2013 3,202 2,493.28 0.00 

EUR RABOBANK 3%/10-16.02.2015 1,698,489 1,747,065.98 0.44 

CAD RABOBANK 3.5%/09-02.07.2014 383,000 286,884.22 0.07 

CHF RABOBANK 4.25%/00-14.09.2012 3,202 2,562.49 0.00 

EUR RABOBANK 4.375%/09-05.05.2016 2,972,356 3,232,140.00 0.82 

EUR RABOBANK 4.375%/09-22.01.2014 849,245 908,776.64 0.23 


3.375%/08-21.03.2016 

3,202 2,675.31 0.00 


01.12.2021 

133,249 180,459.18 0.05 





2.25%/09-09.10.2012 

1,281 970.27 0.00 


09.12.2011 

115,671 86,930.86 0.02 


08.10.2015 

1,601 1,193.19 0.00 


08.09.2015 

849,245 848,480.27 0.21 


USD SFEF (reg. -S-) 2.125%/09-30.01.2012 154,227 115,270.66 0.03 

USD SFEF (reg. -S-) 3.375%/09-05.05.2014 77,114 60,653.90 0.02 

EUR SFEF 3%/09-07.04.2014 1,698,489 1,774,921.20 0.45




Description 

Quantity / 

Nominal 



EUR SFEF 3.125%/09-30.06.2014 2,123,111 2,231,602.48 0.56 


5.625%/06-16.03.2016 

100,248 84,842.03 0.02 

CHF SNCF 2.625%/06-13.12.2021 960 774.87 0.00 

CHF SNCF 2.75%/09-11.06.2018 960 782.07 0.00 

EUR SNS BANK 3.625%/10-10.03.2017 1,273,867 1,329,407.49 0.34 





200,000 106,088.87 0.03 



2.375%/10-08.09.2015 

1,601 1,226.34 0.00 


CHF STATNETT 3%/08-21.11.2011 1,961 1,508.07 0.00 



05.10.2016 

849,245 894,169.63 0.23 

USD SWEDEN 1.75%/10-07.05.2013 77,114 57,942.61 0.01 

EUR SWEDEN 3.125%/09-07.05.2014 2,123,111 2,246,039.64 0.57 

GBP SWEDEN 9.75%/85-15.09.2014 148,624 219,756.29 0.06 


2.75%/07-14.06.2013 

640 505.30 0.00 


09.02.2017 

1,601 1,283.65 0.00 


28.12.2015 

3,202 2,561.29 0.00 


15.07.2013 

2,881 2,320.28 0.00 

EUR TERRA BOLIGKREDITT 2%/10-14.09.2012 1,273,867 1,281,127.93 0.32 


24.06.2011 

30,750 36,867.01 0.01 


12.08.2013 

154,227 114,002.00 0.03 



06.08.2012 

800 629.52 0.00 



15.07.2015 

849,245 871,834.50 0.22 




23.10.2018 

3,186 2,388.46 0.00 

EUR UBS LONDON 3%/09-06.10.2014 2,547,734 2,626,458.75 0.66 

EUR UBS LONDON 3.875%/09-02.12.2019 1,273,867 1,358,451.65 0.34 

CHF UNILEVER 3.625%/08-02.12.2011 640 496.42 0.00 

GBP UNILEVER 4.75%/09-16.06.2017 15,375 19,762.73 0.00 















USD US I/L S. C-2012 3%/02-15.07.2012 251,638 237,322.09 0.06 

USD US I/L 1.25%/10-15.07.2020 293,577 226,288.07 0.06 

USD US I/L 1.375%/08-15.01.2020 503,275 396,041.52 0.10 

USD US I/L 1.375%/08-15.07.2018 167,758 133,161.39 0.03 

USD US I/L 1.625%/05-15.01.2015 251,638 225,048.40 0.06 

USD US I/L 1.625%/08-15.01.2018 209,698 173,630.66 0.04 

USD US I/L 1.875%/03-15.07.2013 251,638 232,567.99 0.06 

USD US I/L 1.875%/05-15.07.2015 251,638 224,926.98 0.06 

USD US I/L 2%/04-15.01.2014 251,638 233,447.92 0.06 

USD US I/L 2%/04-15.07.2014 251,638 230,702.94 0.06 

USD US I/L 2%/06-15.01.2016 251,638 222,360.22 0.06 

USD US I/L 2%/07-15.04.2012 83,879 68,324.86 0.02 

USD US I/L 2.125%/09-15.01.2019 251,638 211,042.38 0.05 

USD US I/L 2.375%/06-15.04.2011 167,758 136,623.92 0.03 

USD US I/L 2.375%/07-15.01.2017 293,577 262,403.60 0.07 

USD US I/L 2.5%/06-15.07.2016 293,577 263,445.14 0.07 

USD US I/L 2.625%/07-15.07.2017 209,698 186,608.97 0.05 

USD US I/L 3.5%/01-15.01.2011 167,758 155,299.09 0.04 

USD US S. F-2019 3.375%/09-15.11.2019 1,233,819 973,665.15 0.25 

USD US S. N-2014 2.625%/09-30.06.2014 1,850,729 1,443,340.33 0.36 

USD US S. Q-2016 3.125%/09-31.10.2016 1,850,729 1,471,512.36 0.37 

USD US S. T-2011 1.125%/08-15.12.2011 385,569 285,140.38 0.07 

USD US S. W-2012 1.375%/09-15.03.2012 1,079,592 803,026.63 0.20 

USD US 4.5%/08-15.05.2038 154,227 129,898.51 0.03 

USD US 5.25%/98-15.11.2028 308,455 285,427.22 0.07 

USD US 6.25%/00-15.05.2030 331,589 343,608.83 0.09 

USD US 7.5%/86-15.11.2016 1,233,819 1,210,197.30 0.31 

USD US 7.875%/91-15.02.2021 616,910 669,633.09 0.17 






Description 

Quantity / 

Nominal 

Page 147 




CHF VP BANK 2.5%/10-27.05.2016 3,842 2,894.95 0.00 




CHF WORLDBANK 0%/85-21.10.2015 5,307 3,752.97 0.00 

USD WORLDBANK 3.5%/08-08.10.2013 154,227 121,895.25 0.03 

USD WORLDBANK 7.625%/93-19.01.2023 231,341 245,677.11 0.06 

USD WORLDBANK 8.625%/86-15.10.2016 77,114 76,731.25 0.02 


18.07.2012 

1,601 1,262.94 0.00 


30.09.2013 

77,114 59,032.77 0.01 

Bonds 


246,800,209.73 62.27 

Bonds 246,800,209.73 62.27 









INCOME FUND 

4,365 3,174.30 0.00 






3,239 2,270,998.26 0.57 



5 3,529.46 0.00 



2 1,217.90 0.00 



5 4,303.01 0.00 



3,561 3,950,631.75 1.00 



2,446 1,892,837.06 0.48 



1C- 

265,925 7,703,847.25 1.93 




16,044,377.37 4.04 







0.00 0.00 



Cash at banks 9,455,416.08 2.39 

Due to banks -168,724.56 -0.04 


Total net assets 396,395,286.74 100.00


Credit Suisse Portfolio Fund (Lux) Income (Sfr) 





CHF 

672338 LU0078042610 1.30% 1.46% 


CHF 

672339 LU0078042883 1.30% 1.46% 




2009 

Page 148 

2008 2007 


CHF 

1.25% 

/ 

11.72% 

-15.22% -1.12% 


CHF 

1.25% 

/ 

11.72% 

-15.22% -1.12% 

Notes 

Distributions 


A-Distribution CHF 18.05.2010 1.40 





Valuation 

(in CHF) 


21 571,641.84 -13,880.12 


4 52,600.47 653.96 


72 3,990,090.47 -6,954.29 


1 684,482.53 1,203.66 


1 44,610.31 173.04 


FUTURES -500- 01/11 

USD 

235 63,215,000.00 5,122,136.32 


13 827,846.84 -17,882.33 


5 272,467.67 4,476.71 


5 1,362,338.34 23,267.32 


3 329,038.84 -4,765.05 


2 252,480.60 3,725.19 


12 101,340,802.07 -9,718.80 


5,102,435.61






Maturity 

Valuation 

USD 76,750,000 CHF -76,757,675 17.12.2010 -1,793,984.77 

CHF 5,738,340 CAD -5,900,000 17.12.2010 

132,472.99 

CHF 112,458,650 EUR -86,500,000 17.12.2010 -2,750,969.41 

GBP 7,500,000 CHF -11,677,500 17.12.2010 

-144,172.50 


(in CHF) 

-4,556,653.69 

Page 149




Assets 


Cash at banks 18,231,333.87 




Liabilities 

1,917,893,006.81 





Net assets 


CHF 

30.09.2010 

7,740,939.81 

1,910,152,067.00 


1,910,152,067.00 2,006,781,953.38 1,904,349,666.76 



CHF 

110.39 113.09 

98.29 


CHF 

157.53 159.40 

136.41 


of the period 


of the period 


issued 

Page 150 


redeemed 


CHF 

4,680,838.360 4,776,218.428 160,838.921 256,218.989 


CHF 

8,845,422.408 9,201,187.980 277,087.857 632,853.429 





Page 151 

Net assets at the beginning of the period 2,006,781,953.38 

Income 





Expenses 

24,883,032.46 





Interest and bank charges 1,186.31 



14,483,295.49 







66,842,866.91 






-100,086,697.70 




01.04.2010 to 

30.09.2010 


Redemptions -129,269,615.17 

-67,132,775.18 

Distribution -6,653,017.38 

Net assets at the end of the period 1,910,152,067.00 







USA 

Switzerland 

France 

Germany 

Netherlands 



Austria 

Canada 


Australia 

Sweden 

Japan 

Norway 

Hong Kong 

Ireland 

Denmark 

South Korea 

Italy 

Mexico 

Brazil 

Finland 

PR China 

Singapore 

Liechtenstein 


Russia 

India 

Spain 

Belgium 

Taiwan 

South Africa 

New Zealand 

Malaysia 

Indonesia 

Turkey 

Thailand 

Jersey 


Bermuda 

Chile 

Poland 

Colombia 

Panama 

Peru 

Philippines 

Hungary 


Argentina 

Isle of Man 

Israel 

Mauritius 

Cyprus 

Greece 

Guernsey 

Undefined 



14.35 

13.92 

12.08 

7.31 

6.46 

5.42 

4.89 

4.77 

4.48 

3.70 

2.83 

2.61 

2.54 

1.54 

1.25 

1.13 

1.07 

1.03 

0.90 

0.68 

0.61 

0.56 

0.45 

0.42 

0.37 

0.37 

0.35 

0.35 

0.34 

0.32 

0.29 

0.27 

0.19 

0.09 

0.07 

0.06 

0.05 

0.04 

0.04 

0.04 

0.03 

0.03 

0.02 

0.02 

0.02 

0.01 

0.01 

0.01 

0.01 

0.01 

0.01 

0.00 

0.00 

0.00 

0.00 

0.00 

Portugal 

Total 







Real estate 








Petroleum 


Vehicles 






Chemicals 
















Biotechnology 









Total 

Page 152 

0.00 

98.42 

31.07 

8.78 

8.21 

6.07 

4.86 

4.25 

4.25 

4.03 

3.24 

2.91 

2.88 

2.04 

1.84 

1.76 

1.44 

1.26 

1.15 

1.12 

0.83 

0.77 

0.75 

0.71 

0.43 

0.43 

0.41 

0.39 

0.38 

0.29 

0.28 

0.25 

0.20 

0.18 

0.16 

0.15 

0.14 

0.12 

0.12 

0.07 

0.05 

0.04 

0.03 

0.02 

0.02 

0.02 

0.01 

0.01 

98.42






Description 

Quantity / 

Nominal 





GBP A & J MUCKLOW GROUP 3,722 16,087.42 0.00 



JPY ABC-MART 500 15,013.68 0.00 



ZAR ABSA GROUP 6,028 113,156.62 0.01 



EUR ACCIONA 238 19,708.44 0.00 

EUR ACCOR 1,214 43,374.85 0.00 

USD ACE 2,375 135,148.89 0.01 

TWD ACER 50,360 125,039.97 0.01 


JPY ACOM 849 12,543.14 0.00 




CHF ADECCO (reg. shares) 26,152 1,342,901.45 0.08 

EUR ADIDAS 1,841 111,483.01 0.01 






JPY ADVANTEST 2,634 51,163.36 0.00 

EUR AEGON 13,700 80,304.46 0.00 

JPY AEON 10,377 108,731.57 0.01 

JPY AEON CREDIT SERVICE 1,444 15,182.67 0.00 

JPY AEON MALL 15,068 357,525.58 0.02 


USD AES 4,570 50,677.82 0.00 

USD AETNA 2,789 86,128.53 0.00 

EUR AFFINE 474 10,970.85 0.00 

USD AFLAC 3,203 161,827.41 0.01 


USD AGCO 590 22,481.56 0.00 

EUR AGEAS 19,349 54,194.12 0.00 

GBP AGGREKO 3,524 85,169.44 0.00 



AUD AGL ENERGY 5,795 88,634.14 0.00 


USD AGREE REALTY 1,119 27,594.23 0.00 

CAD AGRIUM 3,440 252,929.51 0.01 



JPY AIR WATER 2,271 26,341.66 0.00 

USD AIRGAS 444 29,491.05 0.00 


JPY AJINOMOTO 11,353 108,473.46 0.01 

USD AKAMAI TECHNOLOGIES 1,299 63,668.49 0.00 

TRY AKBANK 39,472 235,941.03 0.01 

EUR AKZO NOBEL 2,025 122,212.10 0.01 


USD ALCOA 7,248 85,746.91 0.00 



MXN ALFA -A- 14,839 112,519.41 0.01 






USD ALLEGHENY ENERGY 1,168 27,982.97 0.00 


USD ALLERGAN 2,122 137,904.41 0.01 







4,830 104,414.32 0.01 

CHF ALLREAL HOLDING (reg. shares) 1,049 139,528.35 0.01 

USD ALLSTATE 3,495 107,714.90 0.01 

EUR ALPHA BANK 4,153 25,476.97 0.00 


EUR ALSTOM 1,833 91,478.49 0.00 


USD ALTERA 2,326 68,549.79 0.00 


AUD ALUMINA 31,242 53,492.49 0.00 


JPY AMADA 6,131 41,010.14 0.00 

USD AMAZON.COM 2,468 378,694.88 0.02 



Description 

Quantity / 

Nominal 

Page 153 





shares) 

2,860 338,194.96 0.02 

AUD AMCOR 15,647 96,356.41 0.01 

GBP AMEC 4,505 68,386.20 0.00 

USD AMEREN 1,928 53,503.08 0.00 



USD AMERICAN EAGLE OUTFITTERS 1,304 19,051.35 0.00 





USD AMERICAN WATER WORKS 1,243 28,269.08 0.00 

USD AMERIPRISE FINANCIAL 1,967 90,938.91 0.00 

USD AMERISOURCEBERGEN 2,134 63,921.77 0.00 

USD AMETEK 635 29,618.16 0.00 

USD AMGEN 11,789 634,726.91 0.04 



AUD AMP 26,744 129,274.60 0.01 

USD AMPHENOL -A- 1,212 58,005.78 0.00 





ZAR ANGLO PLATINIUM 1,028 95,204.93 0.00 






USD AON 1,649 63,020.76 0.00 


USD APACHE 5,426 518,234.92 0.03 


USD APOLLO GROUP -A- 1,107 55,532.93 0.00 

USD APPLE 8,351 2,315,036.65 0.13 






USD ARCH COAL 1,159 30,238.03 0.00 






CHF ARYZTA 39,577 1,701,806.13 0.10 





AUD ASCIANO 37,450 58,453.17 0.00 



JPY ASICS CORP 2,725 27,117.04 0.00 








USD ASSURANT 2,492 99,073.11 0.01 




AUD ASX 2,296 70,749.19 0.00 


EUR ATLANTIA 2,829 57,347.58 0.00 


USD AT&T 40,920 1,143,341.32 0.07 




USD AUTODESK 1,850 57,797.25 0.00 

EUR AUTOGRILL 962 11,807.43 0.00 




USD AUTOZONE 196 43,752.57 0.00 

USD AVALONBAY COMMUNITIES 11,364 1,153,847.52 0.07 


GBP AVIVA 37,309 229,114.75 0.01 

USD AVNET 1,029 27,143.99 0.00 





Description 

Quantity / 

Nominal 



EUR AXA 14,954 255,793.36 0.01 




PHP AYALA LAND 228,353 89,470.85 0.00 

EUR A2A 9,101 13,655.73 0.00 


EUR BABIS VOVOS (reg. shares) 3,330 10,658.78 0.00 






USD BALL 789 45,334.28 0.00 






shares) 

32,019 422,993.17 0.02 











USD BANCO SANTANDER-CHILE ADR 1,937 182,713.02 0.01 




HKD BANK OF CHINA -H- 1,093,741 560,205.01 0.04 









CAD BANK OF NOVA SCOTIA 22,396 1,171,389.22 0.07 







GBP BARCLAYS 152,522 703,486.39 0.05 





USD BB&T 4,993 117,458.13 0.01 


CAD BCE 5,497 175,284.82 0.01 


USD BECTON DICKINSON 1,687 122,162.56 0.01 

USD BED BATH & BEYOND 1,840 78,033.81 0.00 

EUR BEFIMMO 2,598 214,814.62 0.01 



EUR BELGACOM 1,343 51,236.07 0.00 


JPY BENESSE HOLDING 1,181 55,508.67 0.00 




USD BEST BUY 10,101 402,929.81 0.02 

GBP BG GROUP 45,102 776,623.12 0.05 

AUD BHP BILLITON 43,434 1,598,663.78 0.09 




AUD BILLABONG 2,769 20,874.95 0.00 

USD BIOGEN IDEC 1,752 96,075.05 0.01 



USD BLACKROCK 290 48,260.37 0.00 


USD BMC SOFTWARE 1,288 50,927.76 0.00 



50,205 409,656.54 0.02 

EUR BMW 3,474 238,357.99 0.01 





Description 

Quantity / 

Nominal 

Page 154 




TRUST 

6,186 276,883.82 0.01 


USD BOEING 7,067 459,404.02 0.02 


CAD BONAVISTA ENERGY TRUST 1,542 35,079.85 0.00 

AUD BORAL 9,648 42,075.27 0.00 


USD BOSTON PROPERTIES 20,327 1,650,637.28 0.10 


EUR BOUYGUES 2,618 109,942.80 0.01 

GBP BP 250,685 1,651,011.20 0.10 


AUD BRAMBLES 18,323 108,673.68 0.01 








shares) 

1,499 9,459.69 0.00 




MYR BRITISH AMERICAN TOBACCO (MALAYSIA) 2,083 31,960.23 0.00 

GBP BRITISH LAND 145,757 1,043,432.95 0.06 


USD BROADCOM -A- 3,281 113,453.05 0.01 





GBP BT GROUP 102,824 221,616.73 0.01 



USD BUNGE 982 56,748.66 0.00 


GBP BUNZL 4,286 50,080.07 0.00 




D'AERONEFS 

405 27,695.36 0.00 


USD CA 2,978 61,451.04 0.00 


USD CABLEVISION SYSTEMS 1,561 39,935.49 0.00 


CAD CAE 5,469 55,317.05 0.00 




USD CALPINE 2,487 30,254.81 0.00 



CAD CAMECO 8,594 234,078.93 0.01 

USD CAMERON INTERNATIONAL 1,779 74,647.53 0.00 

USD CAMPBELL SOUP 1,593 55,645.14 0.00 



8,481 137,308.56 0.01 







CAD CANADIAN TIRE (nv) -A- 1,710 93,292.70 0.00 

CAD CANADIAN UTILITIES (nv) 1,850 87,859.14 0.00 

JPY CANON 19,289 878,622.41 0.06 

JPY CANON MARKETING JAPAN 1,226 16,475.75 0.00 

EUR CAP GEMINI 1,272 62,442.74 0.00 






SGD CAPITALAND 508,770 1,534,179.61 0.09 



USD CAPLEASE 7,479 40,843.62 0.00 


USD CARE FUSION (when issued) 1,684 40,863.02 0.00 

USD CARMAX 1,353 36,833.86 0.00 

GBP CARNIVAL 2,327 89,614.78 0.00 


EUR CARREFOUR 5,211 273,924.76 0.01 



SEK CASTELLUM 26,241 341,479.55 0.02




Description 

Quantity / 

Nominal 








USD CBS -B- 4,198 65,045.80 0.00 



USD CELANESE -A- 1,301 40,792.98 0.00 

EUR CELESIO 634 13,502.98 0.00 

USD CELGENE 3,125 175,910.20 0.01 





shares) -B- 

2,294 33,596.65 0.00 


GBP CENTRICA 68,599 341,644.13 0.02 


USD CEPHALON 511 31,165.99 0.00 

USD CERNER 517 42,409.38 0.00 



shares) -B- 

4,564 66,587.28 0.00 



CAD CGI (v) -A- 5,539 81,706.41 0.00 

USD C.H. ROBINSON WORLDWIDE 1,328 90,726.28 0.00 




INTERNATIONAL 

317 10,276.76 0.00 






15,677 134,222.82 0.01 


KRW CHEIL INDUSTRIES 1,714 146,540.24 0.01 





USD CHEVRON 21,091 1,670,032.84 0.10 

JPY CHIBA BANK 12,034 68,538.76 0.00 












HKD CHINA MOBILE 107,197 1,071,805.99 0.07 


HKD CHINA OVERSEAS LAND & INVESTMENT 738,257 1,525,523.38 0.09 













JPY CHIYODA 2,725 21,763.73 0.00 



USD CHUBB 2,210 123,061.36 0.01 









USD CIA CERVECERIAS UNIDAS ADR 1,217 66,170.63 0.00 




shares) 

8,808 139,419.74 0.01 





Description 

Quantity / 

Nominal 

Page 155 






BRL CIELO 5,149 43,738.27 0.00 

USD CIGNA 1,835 64,158.52 0.00 





USD CINTAS 819 22,033.82 0.00 

USD CISCO SYSTEMS 48,241 1,032,137.22 0.06 

USD CIT GROUP 1,453 57,946.79 0.00 


USD CITIGROUP 226,294 862,214.87 0.06 


USD CITRIX SYSTEMS 1,205 80,358.33 0.00 

SGD CITY DEVELOPMENTS 109,798 1,040,574.20 0.06 




USD CLOROX 881 57,472.70 0.00 


GBP CLS HOLDINGS 3,655 29,510.47 0.00 


USD CME GROUP -A- 476 121,170.43 0.01 

HKD CNOOC 357,871 677,348.42 0.05 


USD COACH 2,217 93,053.11 0.00 

GBP COBHAM 15,761 56,049.61 0.00 

USD COCA-COLA 14,532 830,809.84 0.05 





JPY COCA-COLA WEST 1,067 17,572.43 0.00 

AUD COCHLEAR 728 48,389.84 0.00 

EUR COFINIMMO SICAFI 1,989 258,313.00 0.01 






USD COMCAST -A- 14,702 259,694.35 0.01 


USD COMERICA 1,038 37,657.43 0.00 














USD CONSOL ENERGY 1,686 60,866.96 0.00 

USD CONSOLIDATED EDISON 1,807 85,131.63 0.00 

USD CONSTELLATION BRANDS -A- 1,372 23,703.68 0.00 

USD CONSTELLATION ENERGY GROUP 1,196 37,684.88 0.00 




USD COOPER INDUSTRIES -A- 1,233 58,961.45 0.00 

EUR CORIO 14,272 954,592.17 0.06 

USD CORNING 10,482 187,204.86 0.01 



SGD COSCO 12,262 16,120.35 0.00 


JPY COSMO OIL 8,855 22,576.29 0.00 




USD COVANCE 348 15,903.62 0.00 


USD COVIDIEN 8,565 336,313.96 0.02 

USD CR BARD 648 51,559.39 0.00 

USD CREDICORP 1,428 158,873.07 0.01 



USD CREE 596 31,626.49 0.00 


EUR CRH 6,972 111,958.92 0.01 


CAD CROMBIE 4,323 52,818.93 0.00




Description 

Quantity / 

Nominal 



AUD CROWN 6,377 50,608.39 0.00 

USD CROWN CASTLE INTERNATIONAL 2,000 86,266.54 0.00 



AUD CSL 7,453 233,023.24 0.01 

AUD CSR 20,034 34,112.59 0.00 

USD CSX 2,721 147,042.72 0.01 

USD CUMMINS 1,403 124,119.92 0.01 



GBP DAEJAN 568 22,751.54 0.00 





ENGINEERING 

3,647 85,139.40 0.00 


JPY DAIBIRU 8,680 62,734.30 0.00 









JPY DAITO TRUST CONSTRUCTION 1,294 75,527.80 0.00 



USD DANAHER 3,809 151,109.28 0.01 

EUR DANONE 5,079 297,225.49 0.02 





268,227 109,367.03 0.01 

USD DAVITA 824 55,547.23 0.00 



USD DEAN FOODS 1,248 12,448.95 0.00 

USD DEERE & CO 3,020 205,880.85 0.01 


USD DELL 12,258 155,198.93 0.01 




JPY DENA 1,408 43,282.64 0.00 



JPY DENSO 8,265 239,225.80 0.01 


JPY DENTSU 2,725 61,626.73 0.00 














USD DEVRY 365 17,527.35 0.00 

EUR DEXIA 4,527 19,513.60 0.00 


GBP DIAGEO 33,397 563,503.38 0.04 



EUR DIC ASSET 4,331 42,279.28 0.00 




USD DIRECTV 6,217 252,857.48 0.01 


USD DISH NETWORK -A- 1,325 24,810.21 0.00 






CONSTRUCTION 

1,293 94,032.80 0.00 


USD DOVER 1,374 70,063.47 0.00 



USD DR HORTON 2,037 22,132.08 0.00 

USD DR PEPPER SNAPPLE GROUP 1,926 66,845.23 0.00 



Description 

Quantity / 

Nominal 

Page 156 



USD DTE ENERGY 1,272 57,067.33 0.00 






Series -A- 

5,213 139,464.06 0.01 



USD EASTGROUP PROPERTIES 3,318 121,162.67 0.01 


USD EATON 5,028 405,181.55 0.02 


USD EBAY 16,081 383,326.88 0.02 

EUR EBRO FOODS 337 6,589.73 0.00 

USD ECOLAB 1,679 83,209.52 0.00 


EUR EDENRED 1,214 23,529.46 0.00 

EUR EDF 2,280 96,223.14 0.01 







EUR EIFFAGE 339 15,752.99 0.00 

JPY EISAI 4,292 146,496.53 0.01 

USD EL PASO 4,764 57,615.41 0.00 

EUR ELAN 3,946 21,717.35 0.00 


JPY ELECTRIC POWER DEVELOPMENT 1,948 57,186.36 0.00 




EUR ELISA -A- 1,098 24,669.57 0.00 



AERONAUTICA 

26,729 182,033.85 0.01 

USD EMC 13,926 276,315.25 0.01 


CAD EMPIRE (nv) -A- 586 30,753.09 0.00 


(CHILE) ADR 

3,745 197,674.97 0.01 

EUR ENAGAS 1,476 29,267.73 0.00 

CAD ENBRIDGE 7,854 403,072.33 0.02 

CAD ENCANA 16,171 478,816.84 0.03 

EUR ENEL 66,458 346,575.85 0.02 

USD ENERGEN 512 22,861.24 0.00 





EUR ENI 22,540 475,893.30 0.02 


USD ENTERGY 1,376 102,853.44 0.01 


USD EOG RESOURCES 1,735 157,584.82 0.01 


USD EQT CORP 787 27,722.03 0.00 

USD EQUIFAX 722 22,016.54 0.00 


USD EQUITY ONE 5,739 94,638.35 0.00 

USD EQUITY RESIDENTIAL 37,561 1,745,616.96 0.10 

EUR ERAMET 44 12,731.92 0.00 



26,650 92,697.99 0.00 








EUR EURAZEO 245 16,080.46 0.00 



2,712 21,698.81 0.00 



SPACE 

3,646 88,975.48 0.00 




USD EXELON 4,753 197,726.65 0.01 

EUR EXOR 497 11,259.95 0.00 

USD EXPEDIA 1,227 33,811.05 0.00 


WASHINGTON 

1,399 63,183.05 0.00 

GBP EXPERIAN 13,643 145,554.68 0.01 



TRUST 

9,556 93,285.46 0.00




Description 

Quantity / 

Nominal 





SEK FABEGE 25,071 246,556.14 0.01 




JPY FAMILYMART 1,135 39,738.20 0.00 

JPY FANUC 3,247 403,646.08 0.02 



USD FASTENAL 1,012 52,599.75 0.00 


USD FEDEX 2,157 180,162.32 0.01 


EUR FERROVIAL 3,631 33,215.37 0.00 

EUR FIAT 6,572 99,226.33 0.01 


USD FIDELITY NATIONAL 1,866 49,464.72 0.00 

USD FIDELITY NATIONAL TITLE GROUP -A- 1,519 23,317.51 0.00 








CAD FIRST QUANTUM MINERALS 1,767 131,701.24 0.01 


USD FIRSTENERGY 2,015 75,855.03 0.00 


ZAR FIRSTRAND 68,257 205,189.06 0.01 

USD FISERV 1,144 60,172.68 0.00 




USD FLIR SYSTEMS 1,018 25,563.83 0.00 


USD FLUOR (new) 1,215 58,800.74 0.00 

USD FMC 493 32,940.50 0.00 



CONTRATAS 

251 6,776.64 0.00 



USD FORD MOTOR 20,414 244,114.45 0.01 


USD FOREST LABORATORIES 1,983 59,924.95 0.00 




CAD FORTIS 3,770 114,680.46 0.01 

EUR FORTUM 3,920 100,336.12 0.01 

USD FORTUNE BRANDS 1,046 50,319.66 0.00 







USD FRANKLIN RESOURCES 1,080 112,770.84 0.01 


EUR FRAPORT 306 18,231.53 0.00 



EUR FRESENIUS 227 17,783.00 0.00 



GBP FRESNILLO 2,324 44,443.19 0.00 



EUR FUGRO CERT. 623 40,100.97 0.00 





JPY FUJITSU 31,789 217,849.76 0.01 



USD F5 NETWORKS 560 56,839.29 0.00 





USD GAMESTOP -A- 984 18,950.58 0.00 

MYR GAMUDA 121,826 149,592.46 0.01 

USD GAP 3,632 66,137.35 0.00 





Description 

Quantity / 

Nominal 

Page 157 



USD GAZPROM OAO (reg. shares) -S- ADR 50,214 1,029,706.36 0.06 

EUR GDF SUEZ 10,839 379,637.06 0.02 

EUR GEA GROUP 1,475 36,059.18 0.00 

CHF GEBERIT 12,166 2,129,048.31 0.12 

EUR GECINA 3,039 352,683.03 0.02 


USD GENERAL ELECTRIC 98,736 1,567,500.80 0.09 


MYR GENTING 64,506 202,510.78 0.01 





USD GENZYME 1,850 127,962.55 0.01 

CAD GEORGE WESTON 1,127 84,768.88 0.00 




USD GETTY REALTY 2,867 75,155.81 0.00 




GBP GLAXOSMITHKLINE 69,306 1,338,520.10 0.08 



CAD GOLDCORP 16,030 682,425.02 0.05 





AUD GOODMAN GROUP (stapled security) 1,044,124 637,063.31 0.04 

USD GOODRICH 2,812 202,542.89 0.01 

USD GOODYEAR TIRE & RUBBER 1,628 17,094.48 0.00 

USD GOOGLE 2,255 1,158,116.37 0.07 



GBP GRAINGER 49,527 83,718.71 0.00 




PROGNOSTICS 

1,847 28,574.79 0.00 

EUR GRIFOLS 1,149 16,124.89 0.00 












JPY GS YUASA 6,358 43,644.30 0.00 

PLN GTC 10,716 80,181.29 0.00 



JPY GUNMA BANK 7,266 37,133.24 0.00 

GBP G4S 19,114 74,917.58 0.00 

USD H & R BLOCK 1,991 25,193.80 0.00 





JPY HAMAMATSU PHOTONICS 1,067 33,984.19 0.00 

GBP HAMMERSON 117,867 715,485.89 0.05 



HKD HANG LUNG PROPERTIES 337,596 1,610,182.27 0.09 





shares) 

480 21,595.14 0.00 



KRW HANWHA 2,224 83,824.87 0.00 

USD HARLEY-DAVIDSON 1,898 52,734.83 0.00 


USD HARRIS 764 33,041.50 0.00 

USD HARSCO 522 12,542.84 0.00 



USD HASBRO 904 39,300.77 0.00 

USD HCP 45,169 1,587,725.05 0.09 







Description 

Quantity / 

Nominal 



EUR HEINEKEN 2,240 113,652.51 0.01 




ORGANIZATIONS 

2,554 17,986.38 0.00 


HKD HENDERSON LAND DEVELOPMENT 173,586 1,206,937.16 0.07 


EUR HENKEL 1,118 49,517.17 0.00 





USD HESS 7,660 442,424.47 0.02 

USD HEWLETT-PACKARD 26,185 1,076,234.97 0.07 






JPY HISAMITSU PHARMACEUTICAL 1,158 46,180.22 0.00 

JPY HITACHI 76,748 327,597.82 0.02 


JPY HITACHI CONSTRUCTION MACHINERY 1,771 37,385.50 0.00 

JPY HITACHI HIGH-TECHNOLOGIES 1,113 20,037.72 0.00 



USD H.J. HEINZ 2,043 94,533.85 0.00 


EUR HOCHTIEF 418 35,402.14 0.00 





USD HOLOGIC 1,740 27,222.76 0.00 

USD HOME DEPOT 17,405 538,689.03 0.03 








USD HONGKONG LAND HOLDINGS 253,548 1,538,259.57 0.09 




USD HOSPIRA 1,121 62,455.02 0.00 


USD HOST HOTELS AND RESORTS 87,236 1,234,078.79 0.07 


JPY HOYA 7,357 175,081.74 0.01 


GBP HSBC HOLDINGS 233,756 2,321,151.47 0.13 






USD HUMAN GENOME SCIENCES 1,252 36,448.89 0.00 

USD HUMANA 1,154 56,629.51 0.00 







CONSTRUCTION 

1,760 45,542.98 0.00 

KRW HYUNDAI ENGINEERING CONSTRUCTION 1,821 113,142.53 0.01 



KRW HYUNDAI MOBIS 1,319 290,469.64 0.02 




KRW HYUNDAI STEEL 1,668 167,196.94 0.01 

CAD IAMGOLD 7,715 133,875.74 0.01 

EUR IBERDROLA 35,256 265,349.93 0.01 



JPY IBIDEN 2,134 52,892.03 0.00 

USD IBM 10,531 1,380,082.14 0.08 

EUR ICADE 3,320 341,249.96 0.02 

GBP ICAP 7,290 48,425.26 0.00 




JPY IHI 23,615 44,186.01 0.00 



Description 

Quantity / 

Nominal 

Page 158 



USD IHS -A- 241 16,015.14 0.00 

MYR IJM 60,208 98,892.44 0.01 

EUR ILIAD 137 13,945.00 0.00 


USD ILLUMINA 993 47,732.30 0.00 

EUR IMERYS 316 18,511.66 0.00 










shares) 

2,269 176,339.58 0.01 


CHINA -H- 

1,014,630 738,029.53 0.05 

CAD INDUSTRIAL-ALLIANCE LIFE INSURANCE 1,869 56,261.57 0.00 









GBP INMARSAT 5,961 60,889.35 0.00 

CAD INMET MINING 1,076 58,740.91 0.00 




JPY INPEX 36 166,972.12 0.01 




USD INTEL 52,975 995,247.33 0.06 




USD INTERNATIONAL GAME TECHNOLOGY 1,834 25,894.75 0.00 





EUR INTERVEST OFFICES 1,034 31,708.78 0.00 




USD INTUIT 2,078 88,934.05 0.00 


GBP INVENSYS 11,078 50,906.07 0.00 

TWD INVENTEC 131,080 66,609.31 0.00 

USD INVESCO 2,955 61,288.14 0.00 

ZAR INVESTEC 10,913 90,912.34 0.00 

GBP INVESTEC 6,483 50,752.33 0.00 





EUR IPSEN 210 6,824.69 0.00 

USD IRON MOUNTAIN 1,403 30,617.03 0.00 




USD ITC GDR 136,875 528,910.32 0.03 

JPY ITO EN 908 14,562.26 0.00 

JPY ITOCHU 25,431 227,218.04 0.01 


USD ITT 1,315 60,170.00 0.00 


GBP ITV 50,819 46,667.80 0.00 


JPY IYO BANK 3,633 28,763.39 0.00 




JPY JAFCO 545 12,561.15 0.00 









EUR JC DECAUX 558 14,419.99 0.00 

USD JC PENNEY 1,633 43,372.76 0.00




Description 

Quantity / 

Nominal 






JPY JGC 3,633 61,563.00 0.00 


USD JM SMUCKER 817 48,288.93 0.00 

USD JOHNSON & JOHNSON 22,553 1,365,189.42 0.08 



USD JOY GLOBAL 801 55,016.94 0.00 

JPY JOYO BANK 11,353 48,328.44 0.00 

USD JP MORGAN CHASE 36,486 1,357,007.10 0.08 



JPY JSR 3,043 50,562.71 0.00 

JPY JTEKT 3,678 33,080.55 0.00 

CHF JULIUS BAER GRUPPE 21,917 783,956.24 0.05 




EUR K & S 1,255 73,517.81 0.00 

JPY KAJIMA 15,894 37,361.61 0.00 

JPY KAMIGUMI 4,541 32,927.07 0.00 

JPY KANEKA 5,222 30,598.28 0.00 




JPY KAO 9,105 216,584.19 0.01 




GBP KAZAKHMYS 2,921 65,301.82 0.00 


EUR KBC GROUP 1,406 61,700.56 0.00 

USD KBR 1,106 26,614.18 0.00 

KRW KCC 204 64,250.56 0.00 

JPY KDDI 49 228,079.72 0.01 


JPY KEIO CORP 9,764 65,540.81 0.00 


USD KELLOGG 1,732 85,457.10 0.00 


SGD KEPPEL 16,321 108,854.06 0.01 




EUR KESKO -B- 555 25,463.67 0.00 

USD KEYCORP 5,834 45,369.49 0.00 

JPY KEYENCE 698 148,283.35 0.01 


KRW KIA MOTORS 6,078 191,653.34 0.01 

JPY KIKKOMAN 2,271 24,456.32 0.00 






JPY KINDEN 2,725 24,026.14 0.00 




JPY KINTETSU 28,615 94,366.97 0.00 




USD KLA-TENCOR 1,348 46,404.92 0.00 

EUR KLEPIERRE 15,386 580,549.08 0.04 

SEK KLOVERN 17,399 81,827.28 0.00 

JPY KOBE STEEL 44,050 100,969.27 0.01 


USD KOHL'S 1,889 97,200.11 0.01 

JPY KOITO MANUFACTURING 1,817 27,191.39 0.00 

JPY KOMATSU 16,099 364,864.36 0.02 


JPY KONAMI 1,408 24,267.25 0.00 

EUR KONE -B- 1,330 67,212.81 0.00 









KRW KOREA GAS 1,121 46,924.18 0.00 

KRW KOREAN AIR 1,766 117,413.38 0.01 


USD KROGER 15,313 324,043.06 0.02 



Description 

Quantity / 

Nominal 

Page 159 




KRW KT& G CORP 1,886 109,897.22 0.01 

JPY KUBOTA 19,982 178,528.46 0.01 

CHF KUEHNE & NAGEL INTERNATIONAL 5,731 676,273.99 0.05 



JPY KURARAY 5,677 69,970.03 0.00 

JPY KURITA WATER INDUSTRIES 1,930 52,296.95 0.00 


JPY KYOCERA 2,747 253,509.25 0.01 




EUR LAFARGE 1,768 99,015.05 0.01 




EUR LAMDA DEVELOPMENT 2,086 10,572.61 0.00 

GBP LAND SECURITIES GROUP 128,014 1,262,281.67 0.08 




JPY LAWSON 1,044 46,721.92 0.00 



USD LEGG MASON 1,404 41,587.25 0.00 

USD LEGGETT & PLATT 1,018 22,629.26 0.00 

EUR LEGRAND 1,215 40,207.52 0.00 


AUD LEND LEASE 7,553 54,374.70 0.00 



USD LEUCADIA NATIONAL 1,319 30,427.41 0.00 




KRW LG CHEMICAL INVESTMENTS 2,018 142,662.22 0.01 


KRW LG ELECTRONICS 1,922 158,259.20 0.01 


HKD LI & FUNG 29,523 162,172.17 0.01 





SHARES 

4,321 57,876.22 0.00 


USD LIFE TECHNOLOGIES 1,393 63,551.41 0.00 


USD LIMITED BRANDS 1,845 48,277.09 0.00 


EUR LINDE 1,477 188,123.06 0.01 


USD LINEAR TECHNOLOGY 1,793 53,842.10 0.00 





USD LOEWS 2,319 85,879.77 0.00 



GBP LONMIN 2,137 54,921.12 0.00 


EUR L'OREAL 2,081 228,943.66 0.01 

USD LORILLARD 1,094 85,831.05 0.00 



USD LTC PROPERTIES 3,168 78,972.43 0.00 

USD LUBRIZOL 488 50,529.92 0.00 

USD LUKOIL ADR 9,426 523,082.07 0.03 

EUR LUXOTTICA 964 25,800.91 0.00 

EUR LVMH 2,122 304,469.14 0.02 




USD MACERICH 17,392 729,781.68 0.05 




USD MACY'S 3,137 70,756.87 0.00 





JPY MAKITA 1,907 59,042.49 0.00 







Description 

Quantity / 

Nominal 



EUR MAN 944 100,639.08 0.01 

GBP MAN GROUP 23,212 78,296.25 0.00 


USD MANPOWER 564 28,755.80 0.00 











JPY MARUBENI 28,156 155,415.78 0.01 

JPY MARUI 3,361 24,562.53 0.00 



USD MASCO 3,183 34,242.37 0.00 




USD MATTEL 2,484 56,926.55 0.00 

USD MAXIM INTEGRATED PRODUCTS 1,629 29,454.96 0.00 


USD MC AFEE 946 43,689.41 0.00 


USD MCDONALD'S 7,442 541,705.80 0.04 

JPY MCDONALD'S HOLDINGS JAPAN 1,158 27,220.60 0.00 


USD MCKESSON 6,344 382,888.38 0.02 


USD MEAD JOHNSON NUTRITION -A- 1,307 72,664.46 0.00 




EUR MEDIASET 6,268 43,470.96 0.00 

TWD MEDIATEK 19,057 261,613.67 0.01 





USD MEDTRONIC 10,420 341,848.88 0.02 


JPY MEIJI HOLDINGS 1,188 54,620.76 0.00 


EUR MERCIALYS 7,129 271,934.84 0.01 

EUR MERCK 576 47,344.61 0.00 

USD MERCK & CO 31,409 1,129,544.55 0.07 


AUD METCASH 9,742 40,271.74 0.00 

USD METLIFE 13,138 493,524.16 0.03 

EUR METRO 1,463 93,163.43 0.00 


USD METROPCS COMMUNICATIONS 2,070 21,152.09 0.00 

EUR METSO 1,153 51,695.23 0.00 

USD MGM RESORTS INTERNATIONAL 1,789 19,718.43 0.00 



USD MICROCHIP TECHNOLOGY 1,323 40,647.33 0.00 


USD MICROSOFT 60,828 1,455,362.20 0.09 


JPY MINEBEA 5,222 26,262.00 0.00 

GBP MINERVA 26,559 38,434.62 0.00 






JPY MITSUBISHI ESTATE 176,635 2,805,180.51 0.16 









JPY MITSUI & CO 29,496 428,412.54 0.02 



JPY MITSUI FUDOSAN 146,624 2,414,298.12 0.14 



JPY MITSUMI ELECTRIC 1,385 20,733.43 0.00 





Description 

Quantity / 

Nominal 

Page 160 






EUR MOBISTAR 210 12,564.49 0.00 




USD MOLSON COORS -B- 1,244 57,374.78 0.00 


USD MONSANTO 3,823 179,009.67 0.01 

USD MOODY'S 1,455 35,510.96 0.00 





USD MOSAIC 1,138 65,315.73 0.00 

USD MOTOROLA 47,168 393,078.23 0.02 



USD M&T BANK 2,547 203,580.68 0.01 

ZAR MTN GROUP 28,258 498,749.54 0.03 

HKD MTR 18,249 67,402.39 0.00 



1,843 249,776.89 0.01 


USD MURPHY OIL 1,278 77,307.53 0.00 


USD MYLAN 2,472 45,425.01 0.00 


USD NABORS INDUSTRIES 1,886 33,270.23 0.00 





ZAR NASPERS -N- 8,266 394,609.79 0.02 





11.10.2010 

5,378 5,299.42 0.00 


11.10.2010 

5,378 2,826.36 0.00 


USD NATIONAL HEALTH INVESTORS 3,394 146,088.33 0.01 

USD NATIONAL HEALTHCARE 1,222 44,243.62 0.00 



USD NATIONAL SEMICONDUCTOR 1,863 23,240.16 0.00 


EUR NATIXIS 7,570 42,407.09 0.00 

JPY NEC 44,277 114,952.66 0.01 


EUR NEOPOST 231 16,849.90 0.00 


EUR NESTE OIL 1,329 20,320.28 0.00 

CHF NESTLE (reg. shares) 778,940 40,777,534.85 2.14 

USD NETAPP 5,234 254,612.80 0.01 

USD NETFLIX 298 47,269.10 0.00 





USD NEWELL RUBBERMAID 1,590 27,661.81 0.00 

USD NEWFIELD EXPLORATION 1,028 57,686.52 0.00 


USD NEWS -A- 32,746 417,813.14 0.02 

USD NEWS -B- 2,773 40,795.87 0.00 

CAD NEXEN 11,472 226,167.02 0.01 

GBP NEXT 2,543 86,746.76 0.00 




JPY NHK SPRING 2,725 22,018.65 0.00 

KRW NHN 1,087 182,534.48 0.01 

JPY NIDEC 1,862 161,565.71 0.01 



USD NIKE -B- 5,667 443,686.20 0.02 

CAD NIKO RESOURCES 1,005 96,913.94 0.01 

JPY NIKON 5,608 101,531.16 0.01 

JPY NINTENDO 1,680 409,899.56 0.02 





JPY NIPPON PAPER GROUP 1,726 42,158.34 0.00 



JPY NIPPON YUSEN 26,112 104,437.24 0.01




Description 

Quantity / 

Nominal 




USD NISOURCE 1,622 27,579.95 0.00 







JPY NISSIN FOOD HOLDINGS 1,135 40,030.29 0.00 




USD NOBLE 1,688 55,736.93 0.00 


USD NOBLE ENERGY 1,219 89,429.61 0.00 


JPY NOK 1,862 31,638.14 0.00 

EUR NOKIA 36,611 359,879.82 0.02 





JPY NOMURA RESEARCH INSTITUTE 1,521 27,914.46 0.00 

USD NORDSTROM 1,221 44,362.00 0.00 


USD NORTHEAST UTILITIES 1,495 43,183.51 0.00 



2,771 67,636.74 0.00 

USD NORTHERN TRUST 1,442 67,963.56 0.00 







USD NRG ENERGY 1,712 34,816.42 0.00 

JPY NSK 7,493 49,597.73 0.00 

USD NSTAR 628 24,151.89 0.00 

JPY NTN 9,083 38,237.89 0.00 

JPY NTT 8,924 380,383.36 0.02 

JPY NTT DATA 21 63,769.38 0.00 

JPY NTT DOCOMO 262 425,574.44 0.02 


USD NUANCE COMMUNICATIONS 1,376 21,030.04 0.00 

USD NUCOR 2,221 82,879.07 0.00 

USD NVIDIA 4,499 51,335.92 0.00 


USD NYSE EURONEXT 1,767 49,312.05 0.00 

USD O REILLY AUTOMOTIVE 1,095 56,904.78 0.00 

JPY OBAYASHI 9,764 37,908.62 0.00 

JPY OBIC 111 20,532.15 0.00 





JPY OJI PAPER 13,851 59,770.60 0.00 

SGD OLAM 15,304 37,055.83 0.00 

GBP OLD MUTUAL 72,366 154,634.46 0.01 


JPY OLYMPUS 3,792 96,938.89 0.01 


USD OMNICARE 694 16,180.06 0.00 


JPY OMRON 3,633 80,554.49 0.00 

EUR OMV 1,310 47,990.66 0.00 

USD ONEOK (new) 877 38,593.46 0.00 

AUD ONESTEEL 17,005 47,131.83 0.00 

CAD ONEX (subord. voting) 2,059 56,703.73 0.00 

JPY ONO PHARMACEUTICAL 1,431 60,810.20 0.00 

CAD OPEN TEXT 1,205 55,719.72 0.00 

USD ORACLE 35,174 922,654.67 0.06 


AUD ORICA 4,650 113,102.17 0.01 






JPY ORIX 1,773 132,296.25 0.01 

JPY ORIX JREIT 37 178,471.53 0.01 

JPY OSAKA GAS 33,605 118,293.16 0.01 

HUF OTP BANK 7,090 181,933.44 0.01 

JPY OTSUKA 295 19,124.26 0.00 

EUR OUTOKUMPU 1,060 20,592.72 0.00 


USD OWENS-ILLINOIS 1,142 31,309.50 0.00 


USD PACCAR 2,400 112,875.14 0.01 



Description 

Quantity / 

Nominal 

Page 161 




USD PACTIV 801 25,802.88 0.00 



USD PALL 715 29,067.86 0.00 

CAD PAN AMERICAN SILVER 2,173 62,777.60 0.00 

JPY PANASONIC 33,332 440,864.67 0.02 


CHF PARGESA HOLDING 2,718 195,015.79 0.01 

USD PARKER-HANNIFIN 1,130 77,376.44 0.00 

USD PARKWAY PROPERTIES 2,665 38,534.09 0.00 

EUR PARMALAT 15,820 39,710.78 0.00 

USD PARTNERRE 521 40,843.23 0.00 


USD PATTERSON 543 15,188.39 0.00 

USD PAYCHEX 2,166 58,164.98 0.00 

HKD PCCW 50,684 17,923.28 0.00 

USD PEABODY ENERGY 1,718 82,252.51 0.00 

GBP PEARSON 10,797 163,813.90 0.01 

TWD PEGATRON 59,641 76,187.17 0.00 



TRUST 

7,119 82,484.92 0.00 

USD PENTAIR 635 20,866.13 0.00 


USD PEPCO HOLDING 1,628 29,577.43 0.00 

USD PEPSICO 19,216 1,247,303.42 0.08 


USD PERRIGO 554 34,732.82 0.00 


CAD PETROBAKKEN ENERGY -A- 1,751 38,478.51 0.00 

CAD PETROBANK ENERGY AND RESOURCES 2,237 89,141.78 0.00 



GBP PETROFAC 3,398 71,818.36 0.00 



BRL PETROLEO BRASILEIRO (pref. shares) 71,457 1,133,171.52 0.07 

USD PETSMART 848 28,999.12 0.00 

EUR PEUGEOT 1,378 45,340.70 0.00 

USD PFIZER 70,930 1,189,814.96 0.07 

USD PG&E 2,641 117,192.80 0.01 



SERVICE 

704 17,039.90 0.00 








EUR PIRELLI & C. 1,967 15,660.61 0.00 

USD PITNEY BOWES 1,473 30,765.22 0.00 


USD PLUM CREEK TIMBER 1,019 35,144.46 0.00 








KRW POSCO 958 423,740.76 0.02 



TWD POU CHEN 106,142 90,779.93 0.00 





POLSKI 

14,545 214,920.32 0.01 

USD PPG INDUSTRIES 1,156 82,237.29 0.00 

USD PPL 3,448 91,739.23 0.00 

EUR PPR 874 138,351.40 0.01 

USD PRAXAIR 2,115 186,508.54 0.01 

USD PRECISION CASTPARTS 1,009 125,595.96 0.01 




USD PRIDE INTERNATIONAL 1,170 33,652.05 0.00 


TRUST 

8,492 157,867.31 0.01 



USD PROCTER & GAMBLE 22,507 1,318,653.23 0.08 

USD PROGRESS ENERGY 1,950 84,614.59 0.00 


USD PROGRESSIVE 4,123 84,061.70 0.00




Description 

Quantity / 

Nominal 



USD PROLOGIS 63,247 727,890.79 0.05 




EUR PRYSMIAN 1,497 26,756.43 0.00 

USD PS BUSINESS PARKS 2,335 129,064.23 0.01 








28,929 143,409.17 0.01 





USD PUBLIC STORAGE 17,154 1,626,296.01 0.10 



EUR PUMA 44 14,148.06 0.00 



USD QEP RESOURCES (when issued) 1,488 43,800.83 0.00 


TWD QISDA 88,530 61,321.35 0.00 

USD QUALCOMM 11,256 496,165.81 0.03 


USD QUANTA SERVICES 1,190 22,206.45 0.00 

USD QUEST DIAGNOSTICS 1,155 56,945.05 0.00 




JPY RAKUTEN 126 89,721.76 0.00 



GBP RANDGOLD RESOURCES 1,205 118,155.25 0.01 


USD RANGE RESOURCES 1,137 42,341.56 0.00 


USD RAYONIER 481 23,574.67 0.00 

USD RAYTHEON 2,736 122,192.19 0.01 





USD RED HAT 1,157 46,333.25 0.00 

BRL REDECARD 6,998 105,934.31 0.01 





USD RELIANCE CAPITAL -144A- GDR 1,540 26,126.96 0.00 




ZAR REMGRO 6,612 101,025.17 0.01 


EUR RENAULT 2,097 105,549.92 0.01 

EUR REPSOL YPF 6,716 169,251.14 0.01 





GBP REXAM 11,401 53,884.25 0.00 

USD REYNOLDS AMERICAN 1,175 68,175.05 0.00 



JPY RICOH 11,353 156,270.82 0.01 


GBP RIO TINTO 19,353 1,108,640.36 0.07 

AUD RIO TINTO 5,631 408,948.11 0.02 


CAD RITCHIE BROTHERS AUCTIONEERS 1,951 39,548.87 0.00 




USD ROCKWELL COLLINS 1,145 65,151.56 0.00 


JPY ROHM 1,680 101,197.64 0.01 





CAD ROYAL BANK OF CANADA 31,040 1,584,202.84 0.09 



GBP ROYAL DUTCH SHELL -A- 47,388 1,397,787.30 0.08 



Description 

Quantity / 

Nominal 

Page 162 



GBP ROYAL DUTCH SHELL -B- 35,956 1,027,918.20 0.06 


USD R.R. DONNELLEY & SONS 1,200 19,884.83 0.00 


EUR RWE -A- 3,660 241,886.44 0.01 



GBP SABMILLER 12,679 397,314.55 0.02 


USD SAFEWAY 3,057 63,186.13 0.00 

EUR SAFRAN 2,424 66,661.12 0.00 

GBP SAGE GROUP 17,790 75,671.58 0.00 

USD SAIC 3,064 47,832.12 0.00 

EUR SAIPEM 2,291 89,789.64 0.00 



EUR SAMPO -A- 3,720 98,294.79 0.01 

KRW SAMSUNG C&T 3,154 168,104.85 0.01 

KRW SAMSUNG ELECTRO-MECHANICS 1,631 174,019.84 0.01 

KRW SAMSUNG ELECTRONICS 2,016 1,341,904.70 0.08 






KRW SAMSUNG SECURITIES 1,424 79,195.76 0.00 

KRW SAMSUNG TECHWIN 1,029 99,616.84 0.01 

USD SANDISK 5,019 179,701.72 0.01 


JPY SANKYO 954 49,295.01 0.00 

ZAR SANLAM 29,463 108,546.58 0.01 


EUR SANOMA OYJ 678 14,033.77 0.00 

JPY SANTEN PHARMACEUTICAL 1,113 37,616.26 0.00 

AUD SANTOS 10,768 130,482.68 0.01 


EUR SAP 7,468 361,405.50 0.02 

ZAR SAPPI 15,600 78,404.83 0.00 



CAD SAPUTO 3,165 105,847.71 0.01 

USD SARA LEE 3,850 50,509.01 0.00 

ZAR SASOL 10,987 481,554.45 0.03 

USD SAUL CENTERS 1,701 69,713.61 0.00 





USD SCANA 687 27,067.30 0.00 

CHF SCHINDLER HOLDING 11,339 1,190,605.95 0.07 




GBP SCHRODERS 1,455 32,200.45 0.00 

EUR SCOR REGPT 2,139 50,001.19 0.00 




USD SEALED AIR 1,066 23,418.77 0.00 


JPY SECOM 3,588 158,172.10 0.01 









USD SEMPRA ENERGY 1,519 79,852.46 0.00 




EUR SES 2,652 62,382.57 0.00 


JPY SEVEN BANK 11 18,658.23 0.00 






JPY SHARP 16,803 163,291.72 0.01 






JPY SHIMADZU 3,860 28,981.13 0.00




Description 

Quantity / 

Nominal 



JPY SHIMAMURA 386 34,985.01 0.00 

JPY SHIMANO 1,158 59,858.23 0.00 


JPY SHIMIZU 10,899 39,385.03 0.00 



JPY SHINKO ELECTRIC INDUSTRIES 1,294 13,970.37 0.00 

KRW SHINSEGAE 286 147,279.50 0.01 



GBP SHIRE 7,465 164,800.74 0.01 

JPY SHISEIDO 5,972 130,875.02 0.01 









shares) 

32,627 108,702.83 0.01 

ARS SIDERAR SAIC -A- 1,515 10,057.32 0.00 



CHF SIKA 964 1,747,025.76 0.10 




USD SIMON PROPERTY GROUP 38,714 3,507,604.66 0.19 








HKD SINO LAND 389,046 786,294.37 0.05 



KRW SK ENERGY 1,393 173,639.92 0.01 


KRW SK TELECOM 140 20,635.36 0.00 



USD SLM 2,873 32,421.10 0.00 


JPY SMC 931 119,867.82 0.01 





USD SOCIEDAD QUIMICA Y MINERA DE CHILE ADR 1,896 89,348.87 0.00 




582 924,775.45 0.06 




1,964 248,148.23 0.01 

EUR SODEXO 843 53,513.63 0.00 

JPY SOFTBANK 13,805 440,916.87 0.02 

HKD SOHO CHINA 310,328 215,184.58 0.01 

KRW S-OIL 1,222 73,814.12 0.00 

JPY SOJITZ 23,319 40,906.58 0.00 

EUR SOLVAY 530 55,287.06 0.00 


CHF SONOVA HOLDING (reg. shares) 14,780 1,773,645.55 0.10 

JPY SONY 17,098 516,076.89 0.03 


USD SOUTHERN 5,796 210,877.55 0.01 


USD SOUTHWEST AIRLINES 1,306 16,673.61 0.00 


USD SOVRAN SELF STORAGE 3,376 124,992.80 0.01 

AUD SP AUSNET 16,981 13,814.30 0.00 


EUR SPONDA 32,505 154,338.07 0.01 


USD SPX 348 21,508.46 0.00 

JPY SQUARE ENIX HOLDING 1,181 25,835.01 0.00 

EUR ST GOBAIN 3,379 147,038.15 0.01 






USD STANLEY BLACK & DECKER 1,095 65,574.80 0.00 


USD STAPLES 5,412 110,610.47 0.01 

USD STARBUCKS 5,209 130,188.96 0.01 



Description 

Quantity / 

Nominal 

Page 163 



SGD STARHUB 7,153 13,706.85 0.00 

USD STARWOOD HOTELS & RESORTS WORLDWIDE 1,390 71,351.87 0.00 








AUD STOCKLAND TRUST 387,920 1,409,107.06 0.08 



CHF STRAUMANN HOLDING (reg. shares) 857 188,036.26 0.01 

USD STRYKER 2,226 108,868.01 0.01 



CHF SULZER (reg. shares) 11,408 1,300,467.12 0.08 

JPY SUMCO 2,157 32,844.75 0.00 

JPY SUMITOMO 19,005 239,149.33 0.01 







JPY SUMITOMO REALTY & DEVELOPMENT 77,780 1,569,058.35 0.09 



USD SUN COMMUNITIES 2,352 70,553.50 0.00 



CAD SUNCOR ENERGY 34,101 1,087,983.36 0.07 


USD SUNOCO 823 29,354.63 0.00 




USD SUPERVALU 1,535 17,295.94 0.00 



JPY SUZUKEN 1,172 37,858.38 0.00 



CHF SWISS LIFE HOLDING (reg. shares) 3,191 357,111.61 0.02 

CHF SWISS PRIME SITE 41,664 2,906,083.49 0.16 


CHF SWISSCOM (reg. shares) 4,506 1,785,673.82 0.10 

USD SYMANTEC 5,289 78,388.23 0.00 


USD SYNOPSYS 768 18,584.03 0.00 

CHF SYNTHES 13,393 1,521,430.71 0.09 

USD SYSCO 4,268 118,907.63 0.01 

JPY SYSMEX 590 39,974.53 0.00 

USD T ROWE PRICE GROUP 1,747 85,430.00 0.00 




JPY TAISEI 19,073 38,365.35 0.00 













USD TARGET 4,813 251,303.20 0.01 




TWD TATUNG 253,166 48,767.70 0.00 


USD TD AMERITRADE HOLDING 1,471 23,214.18 0.00 


JPY TDK 2,112 114,956.64 0.01 

EUR TECHNIP 947 74,546.43 0.00 



JPY TEIJIN 16,122 52,035.40 0.00 



shares) 

7,043 98,285.21 0.01 






Description 

Quantity / 

Nominal 












SEK TELE2 -B- 900 18,484.37 0.00 

ZAR TELKOM SA 544 2,932.29 0.00 

AUD TELSTRA 56,363 139,689.05 0.01 

CAD TELUS NON-CANADIAN 1,230 53,540.40 0.00 

CAD TELUS (nv) 3,167 131,519.68 0.01 


EUR TENARIS 4,491 84,281.43 0.00 


USD TERADATA (when issued) 1,330 50,086.00 0.00 

EUR TERNA 15,838 65,855.81 0.00 

JPY TERUMO 2,884 149,395.97 0.01 

GBP TESCO 106,895 697,755.63 0.05 


USD TEXTRON 1,958 39,324.74 0.00 


EUR TF1 983 14,977.78 0.00 

EUR THALES 741 26,493.42 0.00 


USD THE HERSHEY COMPANY 1,237 57,495.32 0.00 


HKD THE LINK REAL ESTATE INVESTMENT TRUST 361,412 1,046,090.18 0.06 


CHF THE SWATCH GROUP (reg. shares) 26,931 1,828,625.31 0.11 

HKD THE WHARF HOLDINGS 224,187 1,407,827.06 0.08 


JPY THK 2,089 38,208.15 0.00 




USD TIFFANY & CO 737 33,850.57 0.00 






USD TJX COS 2,801 122,131.99 0.01 

CAD TMX 1,554 46,818.64 0.00 

EUR TNT 3,374 88,692.10 0.00 


JPY TOHO 1,885 29,599.58 0.00 

JPY TOHO GAS 7,493 36,190.57 0.00 



JPY TOKUYAMA 5,677 28,147.34 0.00 



JPY TOKYO GAS 43,596 193,228.81 0.01 

JPY TOKYO STEEL MANUFACTURING 1,771 20,401.51 0.00 


JPY TOKYU 18,846 81,327.21 0.00 

JPY TOKYU LAND 66,765 270,150.71 0.01 

JPY TOKYU REIT 19 99,001.90 0.01 

USD TOLL BROTHERS 1,059 19,687.02 0.00 



JPY TOP REIT 23 127,041.16 0.01 



USD TORCHMARK 549 28,503.26 0.00 

CAD TORONTO DOMINION BANK 18,982 1,345,872.81 0.08 

JPY TOSHIBA 68,573 323,981.15 0.02 

JPY TOSOH 9,537 25,093.62 0.00 

EUR TOTAL 19,651 990,846.48 0.06 

USD TOTAL SYSTEM SERVICES 1,200 17,868.20 0.00 

JPY TOTO 4,768 31,896.77 0.00 


JPY TOYO SUISAN KAISHA 1,589 31,989.71 0.00 


JPY TOYOTA BOSHOKU 1,272 20,654.83 0.00 


JPY TOYOTA MOTOR 47,138 1,652,686.23 0.10 


CAD TRANSALTA 4,788 100,139.94 0.01 









Description 

Quantity / 

Nominal 

Page 164 



JPY TREND MICRO 1,703 49,609.68 0.00 

JPY TSUMURA 908 27,573.77 0.00 


GBP TUI TRAVEL 7,347 24,251.80 0.00 

GBP TULLOW OIL 11,809 231,619.48 0.01 

TRY TUPRAS 3,911 103,016.54 0.01 






USD TYSON FOODS -A- 1,671 26,150.03 0.00 


CHF UBS (reg. shares) 778,461 12,984,722.60 0.69 

EUR UCB 889 30,121.67 0.00 

USD UDR 22,839 471,257.39 0.02 

USD ULTRA PETROLEUM 1,207 49,491.15 0.00 

EUR UMICORE 1,006 42,564.17 0.00 

EUR UNIBAIL RODAMCO 14,808 3,212,330.13 0.18 

JPY UNI-CHARM 2,044 80,299.57 0.00 

EUR UNICREDIT 117,123 292,587.66 0.02 

GBP UNILEVER 17,115 485,088.76 0.03 















USD UNIVERSAL HEALTH REALTY INCOME TRUST 1,673 56,251.69 0.00 

USD UNUM GROUP 2,287 49,494.40 0.00 

JPY UNY 3,383 26,113.29 0.00 

SGD UOL GROUP 7,283 25,043.52 0.00 




USD URS 490 18,169.38 0.00 

USD URSTADT BIDDLE PROPERTIES 2,525 44,607.40 0.00 

USD US BANCORP 13,269 280,260.36 0.01 

JPY USHIO 1,748 28,727.54 0.00 



18,163 237,751.75 0.01 

JPY USS CO 425 30,935.78 0.00 


BRL VALE 8,988 271,062.27 0.01 

BRL VALE (pref. shares) -A- 55,924 1,493,133.82 0.09 




EUR VALLOUREC 941 91,463.10 0.00 



EUR VASTNED OFFICES/INDUSTRIAL 2,920 47,131.56 0.00 

EUR VASTNED RETAIL 2,745 182,807.91 0.01 

GBP VEDANTA RESOURCES 1,593 53,103.89 0.00 

USD VENTAS 20,963 1,056,168.80 0.07 


EUR VERBUND -A- 645 22,622.80 0.00 

USD VERISIGN 1,289 39,974.47 0.00 




USD VERTEX PHARMACEUTICALS 1,325 44,756.86 0.00 

USD VF 536 42,427.58 0.00 

USD VIACOM -B- 10,930 386,436.60 0.02 

EUR VINCI 3,807 186,691.57 0.01 

USD VIRGIN MEDIA 1,952 43,896.45 0.00 

USD VISA -A- 8,347 605,544.00 0.04 

CAD VITERRA 8,074 69,050.92 0.00 

EUR VIVENDI 10,667 285,240.69 0.01 


USD VMWARE 572 47,435.62 0.00 


GBP VODAFONE GROUP 702,840 1,699,862.05 0.10 


USD VORNADO REALTY TRUST 25,725 2,149,571.70 0.12 





USD WALGREEN 6,566 214,892.80 0.01




Description 

Quantity / 

Nominal 







EUR WAREHOUSE DE PAUW 1,515 76,104.38 0.00 




TRUST 

7,727 239,514.43 0.01 


USD WATERS 549 37,996.59 0.00 




USD WELLPOINT 3,035 167,945.96 0.01 

USD WELLS FARGO & CO 54,155 1,329,554.09 0.08 

EUR WERELDHAVE 3,291 312,485.71 0.02 





USD WESTERN DIGITAL 1,832 50,824.91 0.00 


AUD WESTFIELD 374,568 4,344,019.91 0.24 




USD WHIRLPOOL 603 47,722.77 0.00 

GBP WHITBREAD 2,372 59,294.24 0.00 





314 16,496.91 0.00 



USD WILLIS GROUP HOLDINGS 1,015 30,560.47 0.00 





USD WINTHROP REALTY TRUST 2,266 27,362.58 0.00 

USD WIPRO ADR 19,259 272,066.54 0.01 


TWD WISTRON 50,122 89,340.76 0.00 

GBP WOLSELEY 3,821 94,052.44 0.00 








GBP WPP 16,658 180,665.10 0.01 

USD WR BERKLEY 1,049 27,747.65 0.00 


HKD WYNN MACAU 19,701 33,272.78 0.00 



USD XEROX 10,109 102,217.57 0.01 

USD XILINX 1,692 43,976.54 0.00 

USD XL GROUP 2,686 56,829.19 0.00 

GBP XSTRATA 27,447 514,662.61 0.03 

USD YAHOO 9,396 130,080.96 0.01 


JPY YAKULT HONSHA 1,680 50,657.77 0.00 

JPY YAMADA DENKI 1,421 86,106.42 0.00 


JPY YAMAHA 2,975 33,707.50 0.00 





JPY YAMAZAKI BAKING 1,817 21,625.65 0.00 









MYR YTL 34,426 81,711.64 0.00 




USD YUM BRANDS 3,392 152,651.37 0.01 





Description 

Quantity / 

Nominal 

Page 165 







GBP 3I GROUP 13,299 58,657.96 0.00 

USD 3M 4,671 395,650.35 0.02 



575,211,736.14 30.11 



Bonds 


7.125%/08-20.06.2011 

152,492 243,190.45 0.01 

CHF ABN AMRO BANK 2.5%/06-30.12.2015 2,337,802 2,460,536.95 0.13 


2.25%/09-22.05.2012 

424,262 424,684.36 0.02 



CHF ALLIED IRISH BANKS PLC 2%/10-29.09.2011 15,000,000 14,550,000.01 0.77 


28.06.2017 

359,519 493,222.96 0.03 

CHF AMERICA MOVIL 2.25%/10-07.04.2015 8,766,759 8,964,010.79 0.47 


2.875%/07-16.04.2015 

7,676,758 7,012,718.78 0.37 

GBP ANZ BANKING GROUP S. 643 4.5%/05- 

15.12.2010 

500,000 774,217.06 0.04 


2%/10-16.12.2014 

2,922,253 2,970,470.08 0.16 


3.125%/10-10.08.2015 

565,682 558,508.70 0.03 

EUR ASFINAG 4.125%/03-21.10.2013 449,399 637,998.72 0.03 


07.02.2016 

10,254,185 9,592,790.49 0.50 


14.11.2014 

5,844,506 6,092,897.31 0.32 


16.07.2018 

989,944 1,178,332.60 0.06 


27.05.2014 

848,523 986,489.62 0.05 

CHF AUCHAN 3.75%/08-23.06.2015 584,451 637,051.13 0.03 


2%/10-08.07.2016 

2,922,253 2,946,215.38 0.15 


3.75%/10-10.03.2017 

719,039 997,186.93 0.05 


14.06.2022 

2,922,253 2,556,971.29 0.13 





CHF BANK OF IRELAND 3%/10-18.02.2013 5,844,506 5,654,559.37 0.30 

CHF BANK OF MOSCOW 4.5%/10-10.09.2013 2,922,253 2,971,931.21 0.16 





CHF BAYERISCHE LB 4%/01-19.01.2011 5,000,000 5,058,250.00 0.26 

CHF BFCM 2.5%/06-29.04.2013 2,337,802 2,384,558.37 0.12 

CHF BMW UK CAPITAL 2.125%/10-29.06.2015 5,844,506 5,935,095.65 0.31 

CHF BNG 2%/09-27.03.2013 1,753,352 1,812,965.70 0.09 

CHF BNG 2.125%/10-06.11.2018 2,922,253 3,025,992.88 0.16 

USD BNG 2.25%/09-17.01.2012 565,682 563,924.67 0.03 

CHF BNG 2.75%/03-03.07.2015 5,844,506 6,276,999.24 0.33 

CHF BNG 2.75%/09-11.05.2016 3,974,264 4,304,127.86 0.23 

EUR BNG 2.875%/09-15.01.2015 584,219 809,435.18 0.04 

EUR BNG 3%/10-30.03.2017 539,279 745,372.78 0.04 

EUR BNG 3.75%/10-14.01.2020 898,799 1,291,197.88 0.07 

EUR BNG 3.875%/09-04.11.2019 449,399 652,431.94 0.03 

EUR BNG 4.5%/99-10.03.2014 719,039 1,045,425.54 0.05 

USD BNG 5.125%/06-05.10.2016 565,682 642,587.30 0.03 

GBP BNG 5.2%/99-07.12.2028 254,154 447,731.16 0.02 

GBP BNG 5.75%/00-18.01.2019 254,154 463,068.98 0.02 

AUD BNG 6.25%/10-16.07.2015 4,550,000 4,360,911.75 0.23 

CHF BNP PARIBAS 1.875%/10-25.03.2015 2,922,253 2,977,775.71 0.16 

CHF BRANDBREW 4.5%/09-11.06.2014 1,753,352 1,899,756.61 0.10 

EUR BRD I/L 1.5%/06-15.04.2016 3,482,600 5,386,828.16 0.28 

EUR BRD I/L 1.75%/09-15.04.2020 696,520 1,049,605.74 0.05 

EUR BRD I/L 2.25%/07-15.04.2013 3,482,600 5,271,964.52 0.28 

EUR BRD S. 09 3.25%/09-04.01.2020 2,696,396 3,902,723.80 0.20 

EUR BRD 3%/10-04.07.2020 1,797,597 2,550,028.90 0.13 

EUR BRD 3.25%/05-04.07.2015 719,039 1,038,041.10 0.05 

EUR BRD 3.5%/09-04.07.2019 1,797,597 2,646,602.01 0.14 

EUR BRD 3.75%/06-04.01.2017 1,258,318 1,876,486.57 0.10 

EUR BRD 3.75%/08-04.01.2019 898,799 1,344,783.01 0.07 

EUR BRD 4.25%/04-04.07.2014 988,678 1,468,184.65 0.08 


0%/91-04.11.2021 

3,394,093 1,965,080.75 0.10 

USD CADES 1.375%/10-29.07.2013 282,841 279,807.00 0.01 

CHF CADES 2.125%/09-25.02.2015 5,844,506 6,104,586.32 0.32 

GBP CADES 3.75%/09-08.09.2014 254,154 421,672.53 0.02 


3.625%/08-16.04.2018 

5,844,506 6,671,503.38 0.35




Description 

Quantity / 

Nominal 



USD CANADA 2.375%/09-10.09.2014 367,693 376,501.51 0.02 

EUR CANADA 3.5%/10-13.01.2020 898,799 1,312,536.03 0.07 


LONDON 1.75%/10-30.06.2017 

5,844,506 5,943,862.41 0.31 

CHF CARREFOUR 2.625%/09-16.04.2012 5,844,506 6,008,151.97 0.31 

USD CFF (reg. -S-) 2.125%/10-22.04.2013 226,273 224,796.16 0.01 

CHF CFF 1.75%/09-28.04.2014 584,451 600,522.97 0.03 

EUR CFF 2%/09-17.02.2012 539,279 724,586.06 0.04 

CHF CFF 2.375%/05-24.08.2018 1,168,901 1,216,241.66 0.06 

CHF CFF 2.5%/09-04.03.2013 5,844,506 6,074,633.23 0.32 

EUR CFF 2.625%/10-16.04.2015 1,258,318 1,701,609.64 0.09 

CHF CFF 3.125%/03-10.10.2014 2,922,253 3,151,649.76 0.16 

CHF CFF 3.25%/08-21.09.2012 11,689,012 12,250,084.18 0.64 






23.02.2015 

6,615,981 6,622,596.56 0.35 


06.04.2021 

8,316,732 7,422,683.11 0.39 

CHF CITIGROUP 2.75%/06-29.06.2012 2,337,802 2,370,531.56 0.12 

CHF CITIGROUP 2.875%/07-07.06.2011 2,000,000 2,014,800.00 0.11 

CHF CITIGROUP 3%/07-21.03.2019 4,091,154 3,919,325.60 0.21 

USD CITIGROUP 5.375%/10-09.08.2020 565,682 574,590.83 0.03 


2.25%/09-30.04.2013 

1,168,901 1,210,981.60 0.06 


4.25%/09-10.11.2016 

359,519 513,410.29 0.03 


1.875%/09-07.02.2014 

4,675,605 4,850,939.82 0.25 


5.125%/07-20.04.2017 

565,682 648,811.81 0.03 

CHF CREDIT AGRICOLE LONDON 2%/10-08.04.2015 5,844,506 5,943,862.41 0.31 


24.09.2015 

1,078,558 1,439,246.28 0.08 


4.75%/09-05.08.2019 

719,039 1,039,575.53 0.05 


05.02.2015 

5,844,506 5,967,240.43 0.31 

CHF CREDIT SUISSE LONDON 2.5%/09-26.11.2010 10,000,000 10,031,000.00 0.53 

CHF CREDIT SUISSE LONDON 3%/07-04.06.2012 1,753,352 1,811,212.35 0.09 


25.01.2017 

1,078,558 1,489,738.58 0.08 


3.45%/09-02.07.2012 

565,682 572,891.04 0.03 


4.875%/08-14.03.2018 

4,091,154 4,586,183.71 0.24 


01.05.2014 

189,504 207,387.83 0.01 


23.03.2015 

565,682 581,222.09 0.03 

CHF CRH 1.5%/10-21.09.2015 5,844,506 5,961,395.93 0.31 



EUR DENMARK 1.75%/10-05.10.2015 539,279 718,903.88 0.04 

EUR DENMARK 3.125%/09-17.03.2014 1,567,170 2,207,474.02 0.12 


29.12.2011 

2,922,253 2,978,944.61 0.16 



CHF DEUTSCHE BANK 2%/10-05.03.2015 2,922,253 2,977,775.71 0.16 


FINANCE 4.25%/10-13.07.2022 

575,231 786,548.21 0.04 


01.02.2017 

565,682 647,872.30 0.03 

CHF DEXIA BIL 2.75%/06-14.06.2016 6,136,731 5,381,913.18 0.28 


CHF DEXIA CLF 2.125%/06-29.03.2012 2,922,253 2,936,864.17 0.15 

CHF DEXIA CLF 2.125%/09-07.12.2012 11,689,012 11,775,218.08 0.62 

GBP DEXIA CLF 2.5%/09-27.10.2011 152,492 237,344.86 0.01 


21.05.2012 

1,075,000,000 12,543,989.34 0.66 


31.10.2013 

1,000,000,000 11,866,465.28 0.62 


02.05.2018 

2,922,253 3,050,832.03 0.16 


12.08.2019 

5,844,506 6,127,964.34 0.32 


09.08.2017 

5,260,055 5,849,181.42 0.31 


31.05.2012 

424,262 439,771.72 0.02 


24.04.2015 

5,844,506 5,949,706.92 0.31 


26.03.2018 

5,844,506 6,028,607.75 0.32 


20.01.2017 

898,799 1,255,474.46 0.07 


26.02.2016 

653,427 924,890.95 0.05 

EUR DZ BANK 6.25%/01-26.02.2016 161,784 236,538.72 0.01 

GBP EBRD 5.625%/98-07.12.2028 508,307 954,465.96 0.05 

CHF EDF 2.25%/10-29.09.2017 7,013,407 7,188,742.15 0.38 

CHF EDF 3.375%/08-18.12.2013 1,168,901 1,250,139.79 0.07 

EUR EDF 4.625%/10-26.04.2030 269,640 377,867.96 0.02 

EUR EIB (reg. -S-) S. 1510/0100 4.25%/09- 

15.04.2019 

348,260 524,597.03 0.03 

USD EIB 0%/96-06.11.2026 2,545,570 1,302,354.30 0.07 



Description 

Quantity / 

Nominal 

Page 166 



CHF EIB 1.75%/10-21.04.2017 2,922,253 3,002,614.86 0.16 

CHF EIB 2%/09-24.04.2014 2,922,253 3,050,832.03 0.16 

CHF EIB 2%/10-24.08.2022 2,922,253 2,977,775.71 0.16 

USD EIB 3%/09-08.04.2014 848,523 883,108.03 0.05 

EUR EIB 3.125%/09-15.04.2014 898,799 1,260,269.55 0.07 

EUR EIB 3.5%/09-15.04.2016 898,799 1,284,964.26 0.07 

CHF EIB 3.5%/99-28.01.2014 22,857,862 24,960,785.57 1.32 

GBP EIB 4.75%/05-06.06.2012 254,154 415,255.69 0.02 

EUR EIB 5.625%/99-15.02.2028 1,797,597 3,133,111.85 0.16 




27.04.2020 

8,766,759 9,117,429.07 0.48 

CHF E.ON INTERNATIONAL FINANCE 2%/09- 

25.02.2011 

5,000,000 5,037,375.00 0.26 


11.02.2014 

1,461,126 1,553,177.42 0.08 


27.01.2014 

76,246 128,619.32 0.01 

EUR EUROFIMA 4%/09-27.10.2021 1,258,318 1,842,920.94 0.10 

USD EUROFIMA 5.25%/06-07.04.2016 848,523 963,684.49 0.05 

CHF EUROHYPO FRN 10-30.04.2013 1,461,126 1,454,186.10 0.08 

CHF EUROHYPO 4%/99-01.09.2014 19,485,582 21,497,468.77 1.14 


27.01.2015 

719,039 1,009,078.75 0.05 



06.04.2016 

539,279 775,797.62 0.04 




1,753,352 1,862,936.23 0.10 


24.04.2014 

282,841 296,165.46 0.02 


26.10.2012 

1,753,352 1,778,775.34 0.09 


21.03.2013 

898,799 1,215,195.70 0.06 

EUR FINLAND 1.75%/10-15.04.2016 898,799 1,196,374.97 0.06 

EUR FINLAND 3.375%/10-15.04.2020 1,977,357 2,819,273.20 0.15 

EUR FINLAND 3.875%/06-15.09.2017 898,799 1,333,154.92 0.07 

EUR FINLAND 4.375%/08-04.07.2019 348,260 535,373.24 0.03 

EUR FINLAND 5.375%/02-04.07.2013 1,741,300 2,590,470.72 0.14 

EUR FORTIS BANK 3.375%/09-19.05.2014 719,039 1,010,846.22 0.05 

EUR FRANCE BTAN 2.5%/10-15.01.2015 898,799 1,243,846.36 0.07 

EUR FRANCE OAT I/L 1%/05-25.07.2017 696,520 1,041,629.37 0.05 







EUR FRANCE OAT 3.5%/10-25.04.2020 629,159 898,803.67 0.05 

EUR FRANCE OAT 3.75%/06-25.04.2017 898,799 1,315,772.71 0.07 

EUR FRANCE OAT 4%/08-25.04.2018 1,078,558 1,603,238.36 0.08 

EUR FRANCE OAT 4.25%/03-25.04.2019 898,799 1,359,767.67 0.07 



CHF GDF SUEZ 3.5%/08-19.12.2012 2,630,028 2,769,419.08 0.14 

USD GECC T. 827 3.5%/10-29.06.2015 282,841 289,337.46 0.02 

CHF GECC 2%/10-15.01.2015 1,148,445 1,159,929.85 0.06 

CHF GECC 2.625%/10-20.01.2016 2,337,802 2,407,644.17 0.13 

CHF GECC 2.75%/07-27.12.2013 1,168,901 1,216,650.77 0.06 

CHF GECC 3%/04-16.10.2015 584,451 613,088.66 0.03 

CHF GECC 3.125%/04-06.12.2019 5,844,506 5,978,929.45 0.31 

CHF GECC 3.375%/06-19.06.2018 2,337,802 2,437,158.92 0.13 

CHF GECC 4%/08-26.08.2013 5,260,055 5,630,889.12 0.29 

CHF GECC 4.5%/08-09.10.2018 2,045,577 2,301,274.16 0.12 



06.07.2015 

539,279 769,252.32 0.04 





30.11.2012 

2,922,253 2,974,853.46 0.16 


3%/06-16.06.2016 

4,675,605 4,769,116.74 0.25 


15.10.2014 

2,922,253 2,922,106.79 0.15 


16.07.2015 

1,139,679 1,171,019.80 0.06 

USD IADB T. 28 3%/09-22.04.2014 565,682 590,009.78 0.03 

USD IADB T. 35 3.875%/10-14.02.2020 565,682 610,071.00 0.03 

USD IBM 8.375%/89-01.11.2019 848,523 1,143,456.20 0.06 


10.09.2012 

629,159 851,895.70 0.04 


27.01.2012 

539,279 735,439.75 0.04 




CHF ING BANK 2.125%/10-07.10.2016 5,844,506 5,829,894.55 0.31 

EUR ING BANK 5.25%/99-07.06.2019 269,640 395,706.42 0.02 


28.07.2015 

988,678 1,323,396.91 0.07




Description 

Quantity / 

Nominal 




15.07.2013 

898,799 1,218,792.02 0.06 


28.09.2017 

449,399 597,707.98 0.03 


& DEVELOPMENT 3.875%/09-20.05.2019 

1,247,059 1,837,574.41 0.10 


& DEVELOPMENT 9.25%/86-20.03.2016 

565,682 762,467.17 0.04 

EUR ITALY BTP I/l 2.1%/10-15.09.2021 1,218,910 1,615,344.00 0.08 



EUR ITALY BTP I/L 2.6%/07-15.09.2023 696,520 1,001,855.69 0.05 

JPY ITALY 4.5%/95-08.06.2015 684,000,000 9,049,018.53 0.47 



CHF JP MORGAN CHASE 2.75%/07-23.01.2014 1,753,352 1,818,225.76 0.10 



16.05.2012 

5,260,055 5,536,208.13 0.29 

EUR KFW S. 213 5.5%/98-22.01.2018 1,078,558 1,735,824.52 0.09 

USD KFW 1.375%/10-15.07.2013 282,841 280,580.71 0.01 

EUR KFW 2.25%/10-21.09.2017 719,039 955,757.35 0.05 

CHF KFW 2.75%/08-30.08.2011 6,000,000 6,120,000.00 0.32 

CHF KFW 2.875%/08-02.05.2014 2,922,253 3,139,960.75 0.16 

GBP KFW 3.75%/09-07.09.2016 254,154 419,716.17 0.02 

EUR KFW 3.875%/09-21.01.2019 539,279 792,988.02 0.04 

USD KFW 4%/10-27.01.2020 282,841 306,057.90 0.02 

USD KFW 4.375%/05-21.07.2015 848,523 935,913.80 0.05 

GBP KFW 5.75%/99-07.12.2011 218,572 355,302.83 0.02 


05.05.2015 

565,682 580,227.87 0.03 

CHF KOMMUNALBANKEN 2%/09-19.12.2014 2,922,253 3,042,065.28 0.16 

CHF KOMMUNALBANKEN 2.875%/09-09.05.2017 2,922,253 3,180,872.29 0.17 


14.02.2022 

5,844,506 5,397,401.12 0.28 


22.06.2026 

2,922,253 2,977,775.71 0.16 

CHF KOMMUNALKREDIT 2.75%/03-07.05.2013 2,922,253 3,085,899.07 0.16 


CHF KOMMUNEKREDIT 1.375%/10-21.01.2015 5,844,506 5,935,095.65 0.31 


04.12.2015 

5,260,055 5,601,958.82 0.29 


07.12.2016 

2,922,253 3,141,421.87 0.16 


01.10.2014 

5,844,506 5,797,749.77 0.30 


15.08.2017 

2,922,253 3,023,070.63 0.16 


5268 2.5%/09-07.12.2012 

254,154 399,526.60 0.02 


2.75%/07-13.03.2012 

4,675,605 4,776,130.15 0.25 


1013 2%/10-15.06.2015 

1,078,558 1,451,905.32 0.08 


5.25%/07-18.01.2012 

254,154 412,595.05 0.02 


1.75%/10-16.01.2017 

5,844,506 6,005,229.72 0.31 


3.25%/02-28.08.2012 

1,168,901 1,232,021.83 0.06 


15.07.2013 

282,841 280,000.43 0.01 


29.01.2014 

539,279 756,042.33 0.04 


12.01.2015 

565,682 566,356.34 0.03 

CHF LLOYDS TSB BANK 2.5%/10-23.03.2015 5,844,506 5,807,001.62 0.30 

CHF LVMH 3.625%/08-02.12.2011 5,260,055 5,431,007.03 0.28 

CHF MANITOBA 2.25%/09-05.05.2014 2,337,802 2,459,952.50 0.13 

CHF MCDONALD'S 3.25%/07-12.12.2012 2,922,253 3,084,437.94 0.16 

CHF METLIFE 2%/05-14.09.2011 3,000,000 3,018,750.00 0.16 


3.125%/06-27.06.2016 

4,091,154 4,166,840.42 0.22 

USD MICROSOFT 1.625%/10-25.09.2015 282,841 276,463.46 0.01 

CHF MORGAN STANLEY 2%/05-17.11.2011 1,753,352 1,758,611.80 0.09 




04.10.2013 

539,279 716,386.46 0.04 


14.07.2017 

8,766,759 8,850,042.93 0.46 


23.01.2015 

629,159 864,986.30 0.05 


15.07.2016 

359,519 522,137.36 0.03 


08.12.2014 

101,661 174,021.60 0.01 

CHF NATIXIS 2.375%/03-19.12.2013 2,922,253 3,044,987.53 0.16 

EUR NATIXIS 7.75%/93-01.06.2019 408,055 734,473.51 0.04 


2.625%/08-22.09.2015 

1,461,126 1,559,021.93 0.08 


2.25%/09-13.05.2014 

8,766,759 9,191,946.52 0.48 


3.375%/10-01.02.2017 

539,279 761,605.83 0.04 


4.25%/08-21.11.2013 

359,519 516,485.38 0.03 


09.09.2015 

848,523 832,623.40 0.04 


S. 1171 2.375%/10-10.12.2013 

254,154 401,404.70 0.02 



Description 

Quantity / 

Nominal 

Page 167 




1.25%/09-11.03.2011 

5,000,000 5,025,500.00 0.26 


1.75%/10-22.07.2016 

5,844,506 6,013,996.48 0.31 


2.5%/05-20.04.2015 

2,922,253 3,106,354.84 0.16 


3.125%/09-20.01.2012 

539,279 736,525.83 0.04 


24.04.2012 

5,844,506 5,917,562.13 0.31 


05.08.2013 

7,597,858 7,886,576.14 0.41 


12.08.2014 

1,405,604 1,474,478.23 0.08 


29.05.2015 

4,091,154 4,303,894.08 0.23 






EUR NETHERLANDS 4%/08-15.07.2018 898,799 1,345,622.15 0.07 




CHF NEW BRUNSWICK 2.875%/09-04.03.2016 5,844,506 6,340,558.24 0.33 


AUD NEW SOUTH WALES TREASURY 0%/90- 

23.11.2020 

4,600,000 2,463,760.09 0.13 


22.02.2016 

4,675,605 4,773,792.35 0.25 




11.04.2018 

2,922,253 3,128,271.74 0.16 


15.07.2015 

565,682 578,569.92 0.03 


08.04.2014 

359,519 502,669.29 0.03 


21.12.2018 

275,729 484,286.25 0.03 


13.09.2013 

539,279 713,221.70 0.04 


02.05.2012 

2,922,253 3,034,759.64 0.16 


USD NRW.BANK 1.375%/10-26.08.2013 565,682 555,358.59 0.03 

EUR NRW.BANK 2.375%/10-04.06.2015 898,799 1,216,993.86 0.06 


02.12.2013 

2,922,253 3,081,515.69 0.16 

CHF OEKB 2.625%/06-22.11.2024 2,337,802 2,466,381.45 0.13 

CHF OEKB 2.75%/08-14.07.2014 2,922,253 3,112,199.34 0.16 

CHF OEKB 2.875%/05-25.02.2030 2,922,253 3,224,706.08 0.17 

CHF OEKB 3%/03-23.10.2015 2,922,253 3,172,105.53 0.17 

CHF OEKB 3%/07-05.12.2013 1,753,352 1,869,072.96 0.10 


6.125%/99-20.10.2014 

101,661 177,511.73 0.01 



30.01.2015 

876,676 951,631.66 0.05 

JPY PFANDBRIEFSTELLE DER 


15.02.2011 

1,860,000,000 21,793,201.45 1.15 



07.11.2016 

1,753,352 1,792,802.16 0.09 



18.02.2013 

2,922,253 3,015,765.00 0.16 



21.07.2017 

4,675,605 4,979,518.95 0.26 

JPY PFIZER (reg. -S-) 1.2%/06-22.02.2011 10,000,000 117,144.36 0.01 

USD PFIZER 5.35%/09-15.03.2015 282,841 318,078.05 0.02 


11.03.2013 

5,844,506 6,127,964.34 0.32 

CHF PHILIP MORRIS 4%/08-18.09.2012 5,260,055 5,559,878.38 0.29 








CHF QUEBEC 2.25%/05-05.10.2015 1,127,990 1,178,749.15 0.06 

CHF QUEBEC 3.125%/09-11.12.2015 2,337,802 2,540,022.23 0.13 

CHF QUEBEC 3.875%/09-11.12.2018 1,168,901 1,348,911.94 0.07 

JPY QUEBEC 3.95%/96-07.11.2016 800,000,000 11,328,300.55 0.59 


14.07.2025 

898,799 1,241,089.19 0.06 



12.04.2017 

550,000,000 6,782,549.72 0.36 

CHF RABOBANK 2%/10-16.09.2021 2,922,253 2,871,113.48 0.15 

CHF RABOBANK 2.125%/06-13.08.2012 4,675,605 4,794,832.57 0.25 

CHF RABOBANK 2.5%/09-19.02.2013 5,844,506 6,070,495.32 0.32 

EUR RABOBANK 3%/10-16.02.2015 719,039 986,445.93 0.05 

CAD RABOBANK 3.5%/09-02.07.2014 173,000 172,833.70 0.01 

CHF RABOBANK 4.25%/00-14.09.2012 5,844,506 6,239,009.95 0.33 

EUR RABOBANK 4.375%/09-05.05.2016 1,258,318 1,824,963.33 0.10




Description 

Quantity / 

Nominal 



EUR RABOBANK 4.375%/09-22.01.2014 359,519 513,122.59 0.03 


3.375%/08-21.03.2016 

5,844,506 6,513,701.73 0.34 


01.12.2021 

660,800 1,193,602.84 0.06 

CHF ROCHE HOLDINGS 2.5%/09-23.03.2012 5,844,506 5,987,696.20 0.31 


CHF ROYAL BANK OF CANADA FRN 07-13.11.2012 2,922,253 2,926,636.29 0.15 


2.25%/09-09.10.2012 

2,337,802 2,362,349.25 0.12 


09.12.2011 

424,262 425,264.64 0.02 


08.10.2015 

2,922,253 2,905,119.74 0.15 


08.09.2015 

359,519 479,077.45 0.03 

USD SASKATCHEWAN 8%/93-01.02.2013 1,414,205 1,601,730.66 0.08 

CHF SFEF FRN 09-22.07.2011 2,500,000 2,501,250.00 0.13 

USD SFEF (reg. -S-) 2.125%/09-30.01.2012 565,682 563,902.57 0.03 

USD SFEF (reg. -S-) 3.375%/09-05.05.2014 282,841 296,718.11 0.02 

EUR SFEF 3%/09-07.04.2014 719,039 1,002,173.82 0.05 

EUR SFEF 3.125%/09-30.06.2014 898,799 1,260,029.79 0.07 


5.625%/06-16.03.2016 

367,693 415,046.13 0.02 

CHF SNCF 2.625%/06-13.12.2021 1,753,352 1,886,606.48 0.10 

CHF SNCF 2.75%/09-11.06.2018 1,753,352 1,904,139.99 0.10 

EUR SNS BANK 3.625%/10-10.03.2017 539,279 750,623.40 0.04 

CHF SOCIETE GENERALE 1.875%/10-20.10.2014 5,844,506 5,920,875.97 0.31 




1,550,000 1,096,594.22 0.06 

CHF SPI AUSTRALIA ASSETS 2.25%/10-09.08.2016 2,922,253 2,945,630.93 0.15 


2.375%/10-08.09.2015 

2,922,253 2,985,811.91 0.16 

CHF STADSHYPOTEK 2%/10-01.12.2016 2,922,253 3,001,153.73 0.16 

CHF STATNETT 3%/08-21.11.2011 3,579,760 3,671,759.64 0.19 

CHF SWEDBANK MORTGAGE 1.25%/10-22.04.2013 5,073,031 5,151,663.03 0.27 


05.10.2016 

359,519 504,875.03 0.03 

USD SWEDEN 1.75%/10-07.05.2013 282,841 283,454.49 0.01 

EUR SWEDEN 3.125%/09-07.05.2014 898,799 1,268,181.45 0.07 

GBP SWEDEN 9.75%/85-15.09.2014 737,046 1,453,523.91 0.08 


2.75%/07-14.06.2013 

1,168,901 1,230,268.47 0.06 


09.02.2017 

2,922,253 3,125,349.48 0.16 


28.12.2015 

5,844,506 6,236,087.70 0.33 


15.07.2013 

5,260,055 5,649,299.32 0.30 

CHF SWISS CONFEDERATION 4%/00-10.06.2011 10,000,000 10,258,000.00 0.54 



24.06.2011 

152,492 243,847.78 0.01 


GBP TOTAL CAPITAL 4.875%/04-23.12.2010 500,000 775,602.62 0.04 


12.08.2013 

565,682 557,696.30 0.03 



06.08.2012 

1,461,126 1,532,721.65 0.08 

CHF TOYOTA MOTOR CREDIT 4%/09-03.02.2012 2,922,253 3,040,896.37 0.16 


15.07.2015 

359,519 492,263.95 0.03 




23.10.2018 

5,815,283 5,815,283.28 0.30 

EUR UBS LONDON 3%/09-06.10.2014 1,078,558 1,482,977.50 0.08 

EUR UBS LONDON 3.875%/09-02.12.2019 539,279 767,022.61 0.04 

CHF UNICREDIT BANK AUSTRIA 4.5%/00- 

20.12.2010 

12,570,000 12,669,303.01 0.66 

CHF UNILEVER 3.625%/08-02.12.2011 1,168,901 1,208,643.80 0.06 

GBP UNILEVER 4.75%/09-16.06.2017 76,246 130,715.74 0.01 

GBP UNITED KINGDOM 2.25%/09-07.03.2014 1,016,615 1,619,514.44 0.08 


GBP UNITED KINGDOM 4%/06-07.09.2016 1,779,076 3,032,524.23 0.16 

GBP UNITED KINGDOM 4.25%/00-07.06.2032 762,461 1,252,325.43 0.07 






GBP UNITED KINGDOM 4.5%/09-07.09.2034 1,270,768 2,151,564.41 0.11 





USD US I/L S. C-2012 3%/02-15.07.2012 944,648 1,188,247.92 0.06 

USD US I/L 1.25%/10-15.07.2020 1,102,090 1,133,001.64 0.06 

USD US I/L 1.375%/08-15.01.2020 1,889,297 1,982,940.17 0.10 

USD US I/L 1.375%/08-15.07.2018 629,766 666,725.74 0.03 

USD US I/L 1.625%/05-15.01.2015 944,648 1,126,794.76 0.06 

USD US I/L 1.625%/08-15.01.2018 787,207 869,351.30 0.05 

USD US I/L 1.875%/03-15.07.2013 944,648 1,164,444.57 0.06 

USD US I/L 1.875%/05-15.07.2015 944,648 1,126,186.81 0.06 



Description 

Quantity / 

Nominal 

Page 168 



USD US I/L 2%/04-15.01.2014 944,648 1,168,850.29 0.06 

USD US I/L 2%/04-15.07.2014 944,648 1,155,106.48 0.06 

USD US I/L 2%/06-15.01.2016 944,648 1,113,335.32 0.06 

USD US I/L 2%/07-15.04.2012 314,883 342,095.70 0.02 

USD US I/L 2.125%/09-15.01.2019 944,648 1,056,668.00 0.06 

USD US I/L 2.375%/06-15.04.2011 629,766 684,062.28 0.04 

USD US I/L 2.375%/07-15.01.2017 1,102,090 1,313,828.48 0.07 

USD US I/L 2.5%/06-15.07.2016 1,102,090 1,319,043.36 0.07 

USD US I/L 2.625%/07-15.07.2017 787,207 934,332.40 0.05 

USD US I/L 3.5%/01-15.01.2011 629,766 777,566.97 0.04 

USD US S. F-2019 3.375%/09-15.11.2019 4,525,457 4,763,157.38 0.25 

USD US S. N-2014 2.625%/09-30.06.2014 6,788,186 7,060,802.26 0.37 

USD US S. Q-2016 3.125%/09-31.10.2016 6,788,186 7,198,619.51 0.38 

USD US S. T-2011 1.125%/08-15.12.2011 1,414,205 1,394,903.08 0.07 

USD US S. W-2012 1.375%/09-15.03.2012 3,959,775 3,928,395.92 0.21 

USD US 4.5%/08-15.05.2038 565,682 635,461.84 0.03 

USD US 5.25%/98-15.11.2028 1,131,364 1,396,306.29 0.07 

USD US 6.25%/00-15.05.2030 1,216,217 1,680,929.98 0.09 

USD US 7.5%/86-15.11.2016 4,525,457 5,920,269.58 0.31 

USD US 7.875%/91-15.02.2021 2,262,729 3,275,836.45 0.17 

CHF VATTENFALL 3.375%/08-27.02.2015 2,922,253 3,135,577.37 0.16 

AUD VICTORIAN PUBLIC AUTHORITIES FINANCE 

AGENCY 0%/91-31.08.2011 

897,000 807,708.20 0.04 




CHF VP BANK 2.5%/10-27.05.2016 7,013,407 7,048,474.01 0.37 

CHF VTB CAPITAL 4%/10-16.08.2013 5,844,506 5,920,484.39 0.31 

JPY WAL-MART STORES 1.78%/06-26.05.2011 10,000,000 117,729.09 0.01 



CHF WORLDBANK 0%/85-21.10.2015 9,687,268 9,137,515.90 0.48 

USD WORLDBANK 3.5%/08-08.10.2013 565,682 596,310.00 0.03 

USD WORLDBANK 7.625%/93-19.01.2023 848,523 1,201,849.27 0.06 

USD WORLDBANK 8.625%/86-15.10.2016 282,841 375,368.30 0.02 


18.07.2012 

2,922,253 3,074,940.62 0.16 


30.09.2013 

282,841 288,787.57 0.02 

Bonds 


1,213,938,723.87 63.55 

Bonds 1,213,938,723.87 63.55 









INCOME FUND 

16,411 15,916.43 0.00 






10,642 9,952,246.45 0.52 



8,343 8,593,323.01 0.45 



2,922 2,965,268.47 0.16 



9,845 10,476,729.73 0.55 



13,286 19,658,092.73 1.03 



8,990 9,278,780.54 0.49 



1C- 

756,656 29,236,232.56 1.52 




90,548,700.68 4.74 




EUR BGP HOLDINGS (reg. shares) 1,883,379 0.00 0.00 



0.00 0.00 


Total of Portfolio 1,880,038,230.26 98.42 

Cash at banks 18,231,333.87 0.95 

Due to banks -742,498.64 -0.04 

Other net assets 12,625,001.51 0.67




Description 

Quantity / 

Nominal 



Total net assets 1,910,152,067.00 100.00 



Page 169


Credit Suisse Portfolio Fund (Lux) Income (US$) 





USD 

672336 LU0078046876 1.30% 1.47% 


USD 

672337 LU0078046959 1.30% 1.47% 




2009 

Page 170 

2008 2007 


USD 

6.19% 

/ 

13.31% 

-12.74% 7.14% 


USD 

6.19% 

/ 

13.31% 

-12.74% 7.14% 

Notes 

Distributions 


A-Distribution USD 18.05.2010 2.40 





Valuation 

(in USD) 


6 156,859.14 -3,898.53 


0 5,596.94 71.21 


2 125,499.04 -372.46 


0 142,001.42 255.60 


0 9,254.77 36.75 


0 2,425.12 -53.62 


1 58,703.57 987.26 


1 293,517.84 5,131.19 


FUTURES -500- 01/11 

USD 

26 6,994,000.00 580,067.41 


1 68,261.76 -1,011.86 


0 36,429.46 550.17 


2 17,531,548.65 -1,720.96 


580,042.16






Maturity 

Valuation 

USD 1,055,792 CAD -1,090,000 17.12.2010 

-4,611.92 

GBP 1,150,000 USD -1,780,890 17.12.2010 

29,694.15 

CHF 2,250,000 USD -2,249,775 17.12.2010 

53,837.98 

JPY 185,000,000 USD -2,168,562 17.12.2010 

46,340.92 

USD 4,468,095 EUR -3,450,000 17.12.2010 

-236,582.61 


(in USD) 

-111,321.48 

Page 171




Assets 






Liabilities 

227,592,207.65 





Net assets 


USD 

30.09.2010 

521,637.05 

227,070,570.60 


227,070,570.60 183,010,867.01 160,950,842.06 



USD 

132.91 129.19 

109.89 


USD 

224.89 214.46 

177.46 


of the period 


of the period 


issued 

Page 172 


redeemed 


USD 

113,353.610 124,623.027 1,604.599 12,874.016 


USD 

942,713.786 778,272.956 361,538.370 197,097.540 





Page 173 


Income 





Expenses 

2,865,386.40 








1,419,052.23 







8,197,081.13 



Change in net unrealised appreciation (depreciation) on investments -367,049.03 



-115,359.10 




01.04.2010 to 

30.09.2010 



34,831,239.70 









USA 


Germany 


France 

Canada 

Japan 

Netherlands 


Switzerland 

Australia 

Denmark 

Hong Kong 

Brazil 

Sweden 

South Korea 

PR China 

Spain 

Taiwan 

Singapore 

Italy 

India 

Norway 

Finland 

South Africa 

New Zealand 

Russia 

Mexico 

Belgium 


Malaysia 

Austria 

Ireland 

Indonesia 

Turkey 

Bermuda 

Thailand 


Jersey 

Chile 

Poland 

Colombia 

Philippines 

Argentina 

Panama 

Peru 

Portugal 


Guernsey 

Hungary 

Greece 

Isle of Man 

Israel 

Undefined 

Mauritius 

Cyprus 



38.33 

7.64 

7.12 

5.89 

5.64 

5.45 

3.73 

3.42 

3.32 

3.30 

1.59 

1.54 

1.33 

0.83 

0.81 

0.68 

0.59 

0.53 

0.49 

0.46 

0.45 

0.44 

0.43 

0.42 

0.38 

0.35 

0.29 

0.27 

0.14 

0.14 

0.13 

0.13 

0.12 

0.11 

0.10 

0.08 

0.08 

0.07 

0.07 

0.06 

0.06 

0.04 

0.03 

0.03 

0.03 

0.02 

0.02 

0.02 

0.01 

0.01 

0.01 

0.01 

0.01 

0.00 

0.00 

0.00 

Liechtenstein 

Total 






Real estate 



Petroleum 







Vehicles 



Chemicals 



















Biotechnology 










Total 

Page 174 

0.00 

97.25 

30.36 

17.03 

7.23 

4.52 

4.08 

4.01 

3.30 

2.94 

2.34 

2.21 

2.05 

1.88 

1.73 

1.63 

1.11 

0.94 

0.75 

0.73 

0.70 

0.70 

0.69 

0.66 

0.64 

0.58 

0.45 

0.44 

0.43 

0.42 

0.42 

0.30 

0.30 

0.28 

0.27 

0.26 

0.20 

0.18 

0.11 

0.10 

0.07 

0.07 

0.04 

0.03 

0.02 

0.02 

0.02 

0.01 

97.25






Description 

Quantity / 

Nominal 








JPY ABC-MART 86 2,658.55 0.00 



ZAR ABSA GROUP 1,015 19,493.97 0.01 



EUR ACCIONA 65 5,535.54 0.00 

EUR ACCOR 333 12,182.76 0.01 

USD ACE 512 29,804.64 0.01 

TWD ACER 8,476 21,541.17 0.01 


JPY ACOM 147 2,221.08 0.00 





EUR ADIDAS 505 31,312.40 0.01 






JPY ADVANTEST 456 9,059.76 0.00 

EUR AEGON 3,759 22,555.24 0.01 

JPY AEON 1,795 19,253.67 0.01 


JPY AEON MALL 1,715 41,665.04 0.02 


USD AES 985 11,176.07 0.00 

USD AETNA 601 18,994.09 0.01 

EUR AFFINE 50 1,194.88 0.00 

USD AFLAC 690 35,688.10 0.02 


USD AGCO 127 4,957.90 0.00 

EUR AGEAS 5,309 15,221.58 0.01 

GBP AGGREKO 717 17,729.39 0.01 



AUD AGL ENERGY 1,202 18,821.46 0.01 



CAD AGRIUM 496 37,354.77 0.02 


USD AIR PRODUCTS & CHEMICALS 871 72,120.17 0.03 

JPY AIR WATER 393 4,664.45 0.00 

USD AIRGAS 96 6,503.72 0.00 


JPY AJINOMOTO 1,964 19,207.96 0.01 


TRY AKBANK 6,643 40,646.56 0.02 

EUR AKZO NOBEL 556 34,325.90 0.02 


USD ALCOA 1,562 18,909.93 0.01 



MXN ALFA -A- 2,498 19,384.20 0.01 








USD ALLERGAN 457 30,412.32 0.01 







578 12,795.80 0.01 


USD ALLSTATE 753 23,754.57 0.01 

EUR ALPHA BANK 1,139 7,155.76 0.00 


EUR ALSTOM 503 25,693.70 0.01 


USD ALTERA 501 15,117.41 0.01 


AUD ALUMINA 6,481 11,359.13 0.01 


JPY AMADA 1,061 7,261.88 0.00 

USD AMAZON.COM 532 83,514.29 0.04 



Description 

Quantity / 

Nominal 

Page 175 





shares) 

481 58,262.28 0.03 

AUD AMCOR 3,246 20,461.28 0.01 

GBP AMEC 916 14,235.68 0.01 

USD AMEREN 415 11,799.14 0.01 











USD AMETEK 137 6,531.75 0.00 

USD AMGEN 2,246 123,765.23 0.06 



AUD AMP 5,548 27,451.45 0.01 

USD AMPHENOL -A- 261 12,792.12 0.01 











USD AON 355 13,898.09 0.01 


USD APACHE 1,003 98,082.96 0.04 



USD APPLE 1,684 477,700.71 0.22 






USD ARCH COAL 250 6,668.45 0.00 






CHF ARYZTA 228 10,055.36 0.00 





AUD ASCIANO 7,769 12,412.53 0.01 



JPY ASICS CORP 471 4,801.76 0.00 








USD ASSURANT 435 17,715.92 0.01 




AUD ASX 476 15,023.59 0.01 


EUR ATLANTIA 677 14,045.51 0.01 


USD AT&T 8,816 252,143.21 0.12 




USD AUTODESK 399 12,746.14 0.01 

EUR AUTOGRILL 264 3,316.37 0.00 




USD AUTOZONE 42 9,648.84 0.00 



GBP AVIVA 7,587 47,693.91 0.02 

USD AVNET 222 5,986.12 0.00 





Description 

Quantity / 

Nominal 



EUR AXA 4,103 71,845.07 0.03 




PHP AYALA LAND 38,433 15,413.52 0.01 

EUR A2A 2,497 3,835.50 0.00 








USD BALL 170 9,997.65 0.00 






shares) 

8,644 116,880.33 0.05 



















USD BANK OF HAWAII 848 38,089.30 0.02 












GBP BARCLAYS 31,019 146,441.98 0.07 





USD BB&T 1,076 25,903.26 0.01 


CAD BCE 793 25,887.55 0.01 




EUR BEFIMMO 276 23,396.29 0.01 



EUR BELGACOM 369 14,390.75 0.01 






USD BEST BUY 1,734 70,811.29 0.03 

GBP BG GROUP 9,172 161,666.57 0.08 





AUD BILLABONG 574 4,432.80 0.00 




USD BLACKROCK 63 10,642.95 0.00 





8,450 70,573.27 0.03 

EUR BMW 871 61,133.37 0.03 





Description 

Quantity / 

Nominal 

Page 176 




TRUST 

741 33,931.66 0.01 


USD BOEING 1,384 92,072.35 0.04 



AUD BORAL 2,002 8,934.68 0.00 




EUR BOUYGUES 640 27,490.32 0.01 

GBP BP 50,982 343,684.48 0.16 


AUD BRAMBLES 3,801 23,076.85 0.01 








shares) 

411 2,656.96 0.00 







USD BROADCOM -A- 707 25,020.01 0.01 





GBP BT GROUP 20,911 46,133.08 0.02 



USD BUNGE 212 12,514.89 0.01 


GBP BUNZL 872 10,424.97 0.00 




D'AERONEFS 

111 7,778.84 0.00 


USD CA 642 13,551.91 0.01 




CAD CAE 789 8,169.69 0.00 




USD CALPINE 536 6,672.15 0.00 



CAD CAMECO 1,240 34,570.76 0.02 





1,015 16,826.94 0.01 









JPY CANON 3,337 155,582.26 0.08 


EUR CAP GEMINI 349 17,538.39 0.01 









USD CAPLEASE 895 5,005.32 0.00 



USD CARMAX 292 8,123.04 0.00 

GBP CARNIVAL 473 18,654.76 0.01 


EUR CARREFOUR 1,430 76,937.66 0.03 



SEK CASTELLUM 2,792 37,191.86 0.02




Description 

Quantity / 

Nominal 








USD CBS -B- 904 14,344.67 0.01 



USD CELANESE -A- 280 8,996.15 0.00 

EUR CELESIO 174 3,792.60 0.00 

USD CELGENE 673 38,793.81 0.02 





shares) -B- 

386 5,787.84 0.00 


GBP CENTRICA 13,951 71,118.71 0.03 


USD CEPHALON 110 6,873.09 0.00 

USD CERNER 111 9,352.62 0.00 



shares) -B- 

768 11,471.27 0.01 



CAD CGI (v) -A- 799 12,067.09 0.01 





INTERNATIONAL 

68 2,266.35 0.00 






1,877 16,448.79 0.01 

USD CHECK POINT SOFTWARE TECHNOLOGIES 835 30,851.52 0.01 






USD CHEVRON 4,139 335,495.75 0.16 

JPY CHIBA BANK 2,082 12,136.52 0.01 



























JPY CHIYODA 471 3,853.82 0.00 



USD CHUBB 476 27,138.95 0.01 













shares) 

1,482 24,018.43 0.01 





Description 

Quantity / 

Nominal 

Page 177 






BRL CIELO 867 7,534.98 0.00 

USD CIGNA 395 14,149.00 0.01 





USD CINTAS 176 4,859.16 0.00 


USD CIT GROUP 313 12,779.11 0.01 


USD CITIGROUP 45,555 177,665.29 0.09 







USD CLOROX 190 12,674.56 0.01 




USD CME GROUP -A- 103 26,721.94 0.01 

HKD CNOOC 60,232 116,689.69 0.05 


USD COACH 478 20,521.18 0.01 

GBP COBHAM 3,205 11,667.63 0.01 

USD COCA-COLA 3,131 183,220.05 0.09 






AUD COCHLEAR 151 10,275.58 0.00 







USD COMCAST -A- 3,168 57,270.88 0.03 


USD COMERICA 224 8,304.66 0.00 






















EUR CORIO 1,613 110,413.78 0.05 

USD CORNING 2,258 41,284.64 0.02 



SGD COSCO 2,544 3,423.15 0.00 


JPY COSMO OIL 1,532 3,997.70 0.00 




USD COVANCE 75 3,507.26 0.00 


USD COVIDIEN 1,564 62,854.97 0.03 

USD CR BARD 140 11,370.49 0.01 

USD CREDICORP 240 27,369.74 0.01 



USD CREE 128 6,974.65 0.00 


EUR CRH 1,814 29,815.77 0.01 


CAD CROMBIE 518 6,472.87 0.00




Description 

Quantity / 

Nominal 



AUD CROWN 1,323 10,746.69 0.00 




AUD CSL 1,546 49,482.47 0.02 

AUD CSR 4,156 7,243.81 0.00 

USD CSX 586 32,427.61 0.01 

USD CUMMINS 302 27,372.40 0.01 



GBP DAEJAN 60 2,477.96 0.00 





ENGINEERING 

614 14,667.33 0.01 


JPY DAIBIRU 933 6,898.48 0.00 












USD DANAHER 821 33,324.41 0.01 

EUR DANONE 1,394 83,482.17 0.04 





45,144 18,841.12 0.01 

USD DAVITA 177 12,249.93 0.01 



USD DEAN FOODS 269 2,745.39 0.00 

USD DEERE & CO 651 45,403.29 0.02 


USD DELL 2,641 34,226.31 0.02 




JPY DENA 244 7,664.28 0.00 



JPY DENSO 1,430 42,360.96 0.02 


JPY DENTSU 471 10,912.57 0.00 






EUR DEUTSCHE LUFTHANSA (reg. shares) 894 16,451.87 0.01 








USD DEVRY 79 3,865.34 0.00 

EUR DEXIA 1,242 5,480.82 0.00 


GBP DIAGEO 6,792 117,302.28 0.05 



EUR DIC ASSET 461 4,604.80 0.00 




USD DIRECTV 1,339 55,763.14 0.02 








CONSTRUCTION 

218 16,199.43 0.01 


USD DOVER 296 15,451.23 0.01 



USD DR HORTON 439 4,880.83 0.00 




Description 

Quantity / 

Nominal 

Page 178 



USD DTE ENERGY 274 12,585.17 0.01 






Series -A- 

624 17,091.09 0.01 





USD EATON 861 71,001.25 0.03 


USD EBAY 3,007 73,367.99 0.03 

EUR EBRO FOODS 44 887.50 0.00 

USD ECOLAB 362 18,350.35 0.01 


EUR EDENRED 333 6,608.75 0.00 

EUR EDF 626 27,026.34 0.01 







EUR EIFFAGE 93 4,424.57 0.00 

JPY EISAI 742 25,940.90 0.01 

USD EL PASO 1,026 12,706.03 0.01 

EUR ELAN 1,083 6,099.78 0.00 






EUR ELISA -A- 301 6,928.98 0.00 



AERONAUTICA 

4,499 31,359.74 0.01 

USD EMC 3,000 60,936.32 0.03 


CAD EMPIRE (nv) -A- 85 4,541.88 0.00 


(CHILE) ADR 

630 34,054.31 0.01 

EUR ENAGAS 405 8,220.47 0.00 

CAD ENBRIDGE 1,133 59,529.14 0.03 

CAD ENCANA 2,333 70,715.73 0.03 

EUR ENEL 16,926 90,351.69 0.04 

USD ENERGEN 110 5,041.63 0.00 





EUR ENI 6,185 133,664.87 0.07 


USD ENTERGY 296 22,682.46 0.01 




USD EQT CORP 170 6,113.59 0.00 

USD EQUIFAX 156 4,855.35 0.00 


USD EQUITY ONE 687 11,597.77 0.01 


EUR ERAMET 12 3,576.03 0.00 



4,485 15,969.48 0.01 








EUR EURAZEO 67 4,516.54 0.00 



289 2,363.30 0.00 



SPACE 

1,001 24,990.68 0.01 




USD EXELON 1,024 43,605.03 0.02 

EUR EXOR 136 3,162.60 0.00 

USD EXPEDIA 264 7,456.42 0.00 


WASHINGTON 

301 13,933.88 0.01 

GBP EXPERIAN 2,775 30,299.54 0.01 



TRUST 

1,144 11,431.98 0.01




Description 

Quantity / 

Nominal 





SEK FABEGE 2,668 26,853.39 0.01 





JPY FANUC 562 71,475.72 0.03 



USD FASTENAL 218 11,599.92 0.01 


USD FEDEX 465 39,731.53 0.02 


EUR FERROVIAL 996 9,329.25 0.00 

EUR FIAT 1,803 27,869.85 0.01 















ZAR FIRSTRAND 11,488 35,348.79 0.02 

USD FISERV 247 13,269.99 0.01 






USD FLUOR (new) 262 12,967.44 0.01 

USD FMC 106 7,264.43 0.00 



CONTRATAS 

69 1,903.36 0.00 



USD FORD MOTOR 4,398 53,835.02 0.02 






CAD FORTIS 544 16,936.98 0.01 

EUR FORTUM 1,076 28,181.56 0.01 










EUR FRAPORT 84 5,120.72 0.00 



EUR FRESENIUS 62 4,994.74 0.00 



GBP FRESNILLO 473 9,251.56 0.00 



EUR FUGRO CERT. 171 11,263.22 0.00 





JPY FUJITSU 5,499 38,575.79 0.02 



USD F5 NETWORKS 121 12,534.88 0.01 





USD GAMESTOP -A- 212 4,179.21 0.00 

MYR GAMUDA 20,504 25,770.93 0.01 

USD GAP 782 14,585.39 0.01 





Description 

Quantity / 

Nominal 

Page 179 




EUR GDF SUEZ 2,974 106,629.23 0.05 

EUR GEA GROUP 405 10,128.00 0.00 

CHF GEBERIT 65 11,668.63 0.01 

EUR GECINA 348 41,340.62 0.02 




MYR GENTING 10,857 34,887.39 0.02 





USD GENZYME 399 28,219.82 0.01 












CAD GOLDCORP 2,313 100,786.31 0.04 






USD GOODRICH 498 36,684.83 0.02 


USD GOOGLE 454 238,913.14 0.12 



GBP GRAINGER 5,270 9,118.13 0.00 




PROGNOSTICS 

507 8,025.85 0.00 

EUR GRIFOLS 315 4,529.02 0.00 












JPY GS YUASA 1,100 7,728.32 0.00 

PLN GTC 1,804 13,813.17 0.01 



JPY GUNMA BANK 1,257 6,575.38 0.00 

GBP G4S 3,887 15,595.30 0.01 

USD H & R BLOCK 429 5,556.04 0.00 






GBP HAMMERSON 13,460 83,634.19 0.04 








shares) 

132 6,065.46 0.00 



KRW HANWHA 374 14,440.87 0.01 



USD HARRIS 165 7,286.70 0.00 

USD HARSCO 113 2,766.10 0.00 



USD HASBRO 195 8,667.07 0.00 

USD HCP 5,767 207,509.95 0.10 







Description 

Quantity / 

Nominal 



EUR HEINEKEN 615 31,921.75 0.01 




ORGANIZATIONS 

701 5,051.86 0.00 




EUR HENKEL 307 13,907.96 0.01 





USD HESS 1,337 79,029.05 0.03 








JPY HITACHI 13,277 58,009.46 0.03 






USD H.J. HEINZ 440 20,847.73 0.01 


EUR HOCHTIEF 115 9,943.45 0.00 





USD HOLOGIC 375 6,003.49 0.00 

USD HOME DEPOT 3,424 108,461.34 0.05 












USD HOSPIRA 242 13,773.32 0.01 




JPY HOYA 1,273 31,002.64 0.01 









USD HUMANA 249 12,488.61 0.01 







CONSTRUCTION 

296 7,845.88 0.00 









CAD IAMGOLD 1,113 19,771.90 0.01 

EUR IBERDROLA 9,674 74,529.23 0.03 



JPY IBIDEN 369 9,365.87 0.00 

USD IBM 2,180 292,433.55 0.14 

EUR ICADE 385 40,539.18 0.02 

GBP ICAP 1,483 10,080.49 0.00 




JPY IHI 4,085 7,824.25 0.00 



Description 

Quantity / 

Nominal 

Page 180 



USD IHS -A- 52 3,531.85 0.00 

MYR IJM 10,133 17,036.62 0.01 

EUR ILIAD 38 3,916.75 0.00 


USD ILLUMINA 214 10,526.49 0.00 

EUR IMERYS 87 5,199.40 0.00 










shares) 

571 45,388.59 0.02 


CHINA -H- 

170,768 127,143.48 0.07 










GBP INMARSAT 1,212 12,675.10 0.01 





JPY INPEX 6 29,566.63 0.01 




USD INTEL 10,556 203,000.66 0.10 













USD INTUIT 448 19,612.79 0.01 


GBP INVENSYS 2,253 10,596.92 0.00 

TWD INVENTEC 22,061 11,475.07 0.01 

USD INVESCO 637 13,515.99 0.01 

ZAR INVESTEC 1,837 15,661.86 0.01 

GBP INVESTEC 1,318 10,564.91 0.00 





EUR IPSEN 58 1,916.86 0.00 





USD ITC GDR 23,037 91,117.63 0.04 

JPY ITO EN 157 2,578.62 0.00 

JPY ITOCHU 4,399 40,234.68 0.02 


USD ITT 283 13,269.40 0.01 


GBP ITV 10,335 9,714.65 0.00 


JPY IYO BANK 628 5,093.28 0.00 




JPY JAFCO 94 2,224.27 0.00 









EUR JC DECAUX 153 4,050.16 0.00 

USD JC PENNEY 352 9,565.08 0.00




Description 

Quantity / 

Nominal 






JPY JGC 628 10,901.28 0.00 


USD JM SMUCKER 176 10,649.25 0.00 




USD JOY GLOBAL 173 12,132.99 0.01 

JPY JOYO BANK 1,964 8,557.77 0.00 




JPY JSR 526 8,953.40 0.00 

JPY JTEKT 636 5,857.75 0.00 





EUR K & S 344 20,649.06 0.01 

JPY KAJIMA 2,750 6,615.81 0.00 

JPY KAMIGUMI 786 5,830.57 0.00 

JPY KANEKA 903 5,418.20 0.00 




JPY KAO 1,575 38,351.69 0.02 




GBP KAZAKHMYS 594 13,593.62 0.01 


EUR KBC GROUP 386 17,329.93 0.01 

USD KBR 238 5,869.28 0.00 

KRW KCC 34 11,068.72 0.00 

JPY KDDI 8 40,387.27 0.02 


JPY KEIO CORP 1,689 11,605.65 0.01 


USD KELLOGG 373 18,846.02 0.01 


SGD KEPPEL 3,386 23,115.15 0.01 




EUR KESKO -B- 152 7,152.02 0.00 

USD KEYCORP 1,257 10,005.42 0.00 

JPY KEYENCE 121 26,257.31 0.01 


KRW KIA MOTORS 1,023 33,016.94 0.01 

JPY KIKKOMAN 393 4,330.61 0.00 






JPY KINDEN 471 4,254.43 0.00 




JPY KINTETSU 4,950 16,710.05 0.01 




USD KLA-TENCOR 290 10,233.76 0.00 

EUR KLEPIERRE 1,787 69,012.29 0.03 

SEK KLOVERN 1,851 8,912.13 0.00 

JPY KOBE STEEL 7,621 17,879.16 0.01 


USD KOHL'S 407 21,435.72 0.01 


JPY KOMATSU 2,785 64,608.44 0.03 


JPY KONAMI 244 4,297.13 0.00 

EUR KONE -B- 365 18,878.16 0.01 









KRW KOREA GAS 189 8,083.83 0.00 

KRW KOREAN AIR 297 20,227.30 0.01 


USD KROGER 2,659 57,585.85 0.03 



Description 

Quantity / 

Nominal 

Page 181 




KRW KT& G CORP 317 18,932.46 0.01 

JPY KUBOTA 3,457 31,612.97 0.01 




JPY KURARAY 982 12,389.96 0.01 



JPY KYOCERA 475 44,890.21 0.02 




EUR LAFARGE 485 27,810.51 0.01 









JPY LAWSON 181 8,273.29 0.00 



USD LEGG MASON 303 9,171.31 0.00 


EUR LEGRAND 333 11,293.15 0.00 


AUD LEND LEASE 1,567 11,546.46 0.01 











HKD LI & FUNG 6,125 34,437.25 0.02 





SHARES 

931 12,763.55 0.01 






EUR LINDE 405 52,838.41 0.02 







USD LOEWS 500 18,939.23 0.01 



GBP LONMIN 435 11,432.71 0.01 


EUR L'OREAL 571 64,303.75 0.03 

USD LORILLARD 236 18,928.48 0.01 




USD LUBRIZOL 105 11,143.46 0.00 

USD LUKOIL ADR 1,587 90,113.57 0.04 

EUR LUXOTTICA 265 7,246.74 0.00 

EUR LVMH 582 85,516.70 0.04 




USD MACERICH 2,170 93,195.41 0.04 




USD MACY'S 676 15,604.15 0.01 





JPY MAKITA 330 10,454.96 0.00 







Description 

Quantity / 

Nominal 



EUR MAN 259 28,266.65 0.01 

GBP MAN GROUP 4,721 16,298.62 0.01 


USD MANPOWER 121 6,341.57 0.00 











JPY MARUBENI 4,871 27,520.28 0.01 

JPY MARUI 581 4,349.42 0.00 



USD MASCO 686 7,551.53 0.00 




USD MATTEL 535 12,554.12 0.01 



USD MC AFEE 204 9,634.91 0.00 


USD MCDONALD'S 1,603 119,463.40 0.05 



USD MCKESSON 1,119 69,124.56 0.03 






EUR MEDIASET 1,720 12,209.75 0.01 

TWD MEDIATEK 3,207 45,069.30 0.02 





USD MEDTRONIC 2,082 69,922.76 0.03 




EUR MERCIALYS 759 29,617.48 0.01 

EUR MERCK 158 13,297.75 0.01 

USD MERCK & CO 6,214 228,734.77 0.11 


AUD METCASH 2,021 8,551.70 0.00 

USD METLIFE 2,442 93,880.56 0.04 

EUR METRO 354 23,082.67 0.01 



EUR METSO 316 14,519.72 0.01 






USD MICROSOFT 12,752 312,304.71 0.15 


JPY MINEBEA 903 4,650.35 0.00 

GBP MINERVA 2,826 4,186.06 0.00 















JPY MITSUI & CO 5,103 75,861.25 0.03 











Description 

Quantity / 

Nominal 

Page 182 






EUR MOBISTAR 58 3,529.01 0.00 






USD MONSANTO 824 39,477.34 0.02 

USD MOODY'S 314 7,831.30 0.00 





USD MOSAIC 245 14,404.20 0.01 

USD MOTOROLA 8,314 70,916.80 0.03 



USD M&T BANK 441 36,100.00 0.02 

ZAR MTN GROUP 4,756 85,921.70 0.04 

HKD MTR 3,786 14,312.89 0.01 



477 66,217.66 0.03 


USD MURPHY OIL 275 17,048.78 0.01 


USD MYLAN 533 10,017.66 0.00 







ZAR NASPERS -N- 1,391 67,981.10 0.03 





11.10.2010 

1,476 1,488.46 0.00 


11.10.2010 

1,476 793.84 0.00 








EUR NATIXIS 2,077 11,910.94 0.01 

JPY NEC 7,660 20,355.27 0.01 


EUR NEOPOST 64 4,732.66 0.00 


EUR NESTE OIL 365 5,707.39 0.00 


USD NETAPP 970 48,306.15 0.02 

USD NETFLIX 64 10,424.34 0.00 








USD NEWS -A- 5,943 77,611.73 0.03 

USD NEWS -B- 597 8,996.79 0.00 

CAD NEXEN 1,655 33,402.26 0.01 

GBP NEXT 517 18,057.73 0.01 




JPY NHK SPRING 471 3,898.96 0.00 

KRW NHN 183 31,445.99 0.01 

JPY NIDEC 322 28,609.28 0.01 


USD NII HOLDINGS -B- 911 37,423.29 0.02 

USD NIKE -B- 1,045 83,725.51 0.04 


JPY NIKON 970 17,978.65 0.01 

JPY NINTENDO 291 72,583.06 0.03 








JPY NIPPON YUSEN 4,517 18,493.25 0.01




Description 

Quantity / 

Nominal 




USD NISOURCE 350 6,082.26 0.00 











USD NOBLE 364 12,291.77 0.01 




JPY NOK 322 5,602.33 0.00 

EUR NOKIA 9,468 95,264.30 0.04 






USD NORDSTROM 263 9,783.23 0.00 





332 8,288.77 0.00 








USD NRG ENERGY 369 7,678.13 0.00 

JPY NSK 1,296 8,782.53 0.00 

USD NSTAR 135 5,326.26 0.00 

JPY NTN 1,571 6,770.98 0.00 

JPY NTT 1,544 67,356.47 0.03 

JPY NTT DATA 4 11,291.98 0.00 

JPY NTT DOCOMO 45 75,358.69 0.03 



USD NUCOR 478 18,277.48 0.01 

USD NVIDIA 969 11,321.21 0.00 




JPY OBAYASHI 1,689 6,712.68 0.00 

JPY OBIC 19 3,635.74 0.00 





JPY OJI PAPER 2,396 10,583.89 0.00 

SGD OLAM 3,175 7,868.80 0.00 

GBP OLD MUTUAL 14,717 32,189.65 0.01 


JPY OLYMPUS 656 17,165.48 0.01 


USD OMNICARE 149 3,568.22 0.00 


JPY OMRON 628 14,264.20 0.01 

EUR OMV 360 13,479.21 0.01 

USD ONEOK (new) 189 8,511.09 0.00 

AUD ONESTEEL 3,528 10,008.44 0.00 



CAD OPEN TEXT 174 8,229.16 0.00 

USD ORACLE 7,153 192,047.64 0.09 


AUD ORICA 965 24,017.24 0.01 






JPY ORIX 307 23,426.39 0.01 

JPY ORIX JREIT 4 19,625.34 0.01 

JPY OSAKA GAS 5,814 20,946.79 0.01 

HUF OTP BANK 1,193 31,342.45 0.01 

JPY OTSUKA 51 3,386.43 0.00 

EUR OUTOKUMPU 291 5,783.91 0.00 




USD PACCAR 517 24,892.57 0.01 



Description 

Quantity / 

Nominal 

Page 183 




USD PACTIV 173 5,690.36 0.00 



USD PALL 154 6,410.39 0.00 


JPY PANASONIC 5,766 78,066.21 0.03 





EUR PARMALAT 4,341 11,153.63 0.00 

USD PARTNERRE 112 9,007.23 0.00 

EUR PATRIZIA IMMOBILIEN 447 1,977.04 0.00 

USD PATTERSON 117 3,349.52 0.00 

USD PAYCHEX 467 12,827.23 0.01 

HKD PCCW 10,515 3,806.01 0.00 


GBP PEARSON 2,196 34,100.49 0.02 

TWD PEGATRON 10,038 13,125.09 0.01 



TRUST 

852 10,108.39 0.00 

USD PENTAIR 137 4,601.65 0.00 



USD PEPSICO 3,691 245,206.45 0.12 


USD PERRIGO 119 7,659.69 0.00 






GBP PETROFAC 691 14,950.14 0.01 




USD PETSMART 183 6,395.23 0.00 

EUR PEUGEOT 378 12,734.91 0.01 

USD PFIZER 14,422 247,623.49 0.12 

USD PG&E 569 25,844.75 0.01 



SERVICE 

152 3,757.84 0.00 






USD PINNACLE WEST CAPITAL 873 36,018.01 0.02 


EUR PIRELLI & C. 540 4,398.62 0.00 







USD POLO RALPH LAUREN -A- 648 58,187.44 0.03 




KRW POSCO 161 72,999.62 0.03 



TWD POU CHEN 17,864 15,639.04 0.01 





POLSKI 

2,448 37,025.24 0.02 


USD PPL 743 20,231.42 0.01 

EUR PPR 211 34,128.93 0.02 

USD PRAXAIR 456 41,131.08 0.02 







TRUST 

1,017 19,346.38 0.01 










Description 

Quantity / 

Nominal 



USD PROLOGIS 7,890 92,943.29 0.04 




EUR PRYSMIAN 411 7,515.12 0.00 









4,869 24,705.71 0.01 








EUR PUMA 12 3,973.79 0.00 





TWD QISDA 14,900 10,564.09 0.00 

USD QUALCOMM 2,425 109,420.38 0.05 







JPY RAKUTEN 22 15,887.50 0.01 







USD RAYONIER 104 5,198.97 0.00 

USD RAYTHEON 590 26,947.27 0.01 





USD RED HAT 249 10,217.96 0.00 

BRL REDECARD 1,178 18,249.75 0.01 









ZAR REMGRO 1,113 17,404.04 0.01 


EUR RENAULT 514 26,476.52 0.01 

EUR REPSOL YPF 1,792 46,215.64 0.02 





GBP REXAM 2,319 11,216.87 0.00 




JPY RICOH 1,964 27,671.69 0.01 


GBP RIO TINTO 3,936 230,781.29 0.11 

AUD RIO TINTO 1,168 86,840.11 0.04 








JPY ROHM 291 17,919.59 0.01 











Description 

Quantity / 

Nominal 

Page 184 







EUR RWE -A- 1,004 67,939.01 0.03 



GBP SABMILLER 2,579 82,707.40 0.04 


USD SAFEWAY 659 13,934.56 0.01 

EUR SAFRAN 530 14,927.31 0.01 

GBP SAGE GROUP 3,618 15,752.25 0.01 

USD SAIC 660 10,548.51 0.00 

EUR SAIPEM 629 25,219.35 0.01 



EUR SAMPO -A- 1,021 27,608.21 0.01 

KRW SAMSUNG C&T 531 28,960.14 0.01 










USD SANDISK 890 32,624.58 0.01 


JPY SANKYO 165 8,728.93 0.00 

ZAR SANLAM 4,959 18,699.78 0.01 


EUR SANOMA OYJ 186 3,941.69 0.00 


AUD SANTOS 2,234 27,707.99 0.01 


EUR SAP 2,049 101,508.51 0.04 

ZAR SAPPI 2,625 13,507.13 0.01 



CAD SAPUTO 457 15,632.49 0.01 

USD SARA LEE 829 11,138.85 0.00 

ZAR SASOL 1,849 82,959.43 0.04 






USD SCANA 148 5,969.20 0.00 





GBP SCHRODERS 296 6,703.04 0.00 

EUR SCOR REGPT 504 12,068.23 0.01 




USD SEALED AIR 230 5,164.59 0.00 


JPY SECOM 621 28,008.36 0.01 













EUR SES 728 17,521.49 0.01 


JPY SEVEN BANK 2 3,303.91 0.00 






JPY SHARP 2,907 28,914.92 0.01 






JPY SHIMADZU 668 5,131.84 0.00




Description 

Quantity / 

Nominal 



JPY SHIMAMURA 67 6,194.98 0.00 

JPY SHIMANO 200 10,599.41 0.00 


JPY SHIMIZU 1,885 6,974.11 0.00 




KRW SHINSEGAE 48 25,372.47 0.01 



GBP SHIRE 1,518 34,305.92 0.02 

JPY SHISEIDO 1,033 23,174.72 0.01 









shares) 

5,491 18,726.70 0.01 




CHF SIKA 6 10,331.41 0.00 












HKD SINO LAND 44,015 91,055.60 0.04 



KRW SK ENERGY 234 29,913.69 0.01 


KRW SK TELECOM 24 3,554.94 0.00 



USD SLM 619 7,149.88 0.00 


JPY SMC 161 21,225.62 0.01 









2 2,772.95 0.00 




209 27,026.79 0.01 

EUR SODEXO 231 15,030.45 0.01 

JPY SOFTBANK 2,388 78,075.45 0.03 

HKD SOHO CHINA 33,339 23,662.43 0.01 

KRW S-OIL 206 12,716.27 0.01 

JPY SOJITZ 4,034 7,243.54 0.00 

EUR SOLVAY 145 15,528.56 0.01 



JPY SONY 2,958 91,384.43 0.04 


USD SOUTHERN 1,249 46,505.22 0.02 





AUD SP AUSNET 3,523 2,933.47 0.00 


EUR SPONDA 3,459 16,809.56 0.01 


USD SPX 75 4,743.30 0.00 


EUR ST GOBAIN 927 41,298.83 0.02 








USD STAPLES 1,166 24,393.14 0.01 

USD STARBUCKS 1,122 28,710.81 0.01 



Description 

Quantity / 

Nominal 

Page 185 



SGD STARHUB 1,484 2,910.65 0.00 













USD STRYKER 480 24,008.87 0.01 




JPY SUMCO 373 5,815.99 0.00 

JPY SUMITOMO 3,288 42,347.42 0.02 















USD SUNOCO 177 6,473.63 0.00 




USD SUPERVALU 331 3,814.31 0.00 



JPY SUZUKEN 203 6,703.78 0.00 







USD SYMANTEC 1,140 17,287.10 0.01 


USD SYNOPSYS 165 4,098.37 0.00 

CHF SYNTHES 65 7,593.62 0.00 

USD SYSCO 919 26,222.92 0.01 

JPY SYSMEX 102 7,078.50 0.00 





JPY TAISEI 3,300 6,793.55 0.00 













USD TARGET 1,037 55,420.37 0.02 




TWD TATUNG 42,609 8,401.42 0.00 




JPY TDK 365 20,355.97 0.01 

EUR TECHNIP 246 19,794.88 0.01 



JPY TEIJIN 2,789 9,214.18 0.00 



shares) 

1,185 16,932.01 0.01 






Description 

Quantity / 

Nominal 












SEK TELE2 -B- 118 2,489.48 0.00 

ZAR TELKOM SA 92 505.16 0.00 

AUD TELSTRA 11,693 29,662.96 0.01 


CAD TELUS (nv) 457 19,423.94 0.01 


EUR TENARIS 1,200 23,051.23 0.01 



EUR TERNA 3,774 16,060.49 0.01 

JPY TERUMO 499 26,454.32 0.01 

GBP TESCO 21,739 145,249.04 0.07 


USD TEXTRON 422 8,672.36 0.00 


EUR TF1 270 4,206.83 0.00 

EUR THALES 203 7,441.25 0.00 









JPY THK 361 6,765.72 0.00 



EUR THYSSEN KRUPP 919 30,002.48 0.01 

USD TIFFANY & CO 159 7,465.13 0.00 






USD TJX COS 603 26,934.00 0.01 

CAD TMX 224 6,914.57 0.00 

EUR TNT 926 24,911.08 0.01 


JPY TOHO 326 5,241.35 0.00 

JPY TOHO GAS 1,296 6,408.45 0.00 



JPY TOKUYAMA 982 4,984.20 0.00 



JPY TOKYO GAS 7,542 34,216.03 0.02 



JPY TOKYU 3,260 14,401.03 0.01 

JPY TOKYU LAND 7,694 31,864.81 0.01 

JPY TOKYU REIT 2 10,886.58 0.00 




JPY TOP REIT 2 13,969.88 0.01 



USD TORCHMARK 118 6,285.88 0.00 


JPY TOSHIBA 11,863 57,369.03 0.03 

JPY TOSOH 1,650 4,443.46 0.00 

EUR TOTAL 5,210 268,899.18 0.13 


JPY TOTO 825 5,648.13 0.00 








CAD TRANSALTA 691 14,789.51 0.01 









Description 

Quantity / 

Nominal 

Page 186 




JPY TSUMURA 157 4,882.63 0.00 


GBP TUI TRAVEL 1,494 5,048.40 0.00 

GBP TULLOW OIL 2,402 48,215.31 0.02 

TRY TUPRAS 658 17,747.10 0.01 









EUR UCB 244 8,460.32 0.00 

USD UDR 2,734 57,751.82 0.03 


EUR UMICORE 276 11,955.06 0.01 


JPY UNI-CHARM 354 14,219.06 0.01 

EUR UNICREDIT 32,139 82,179.54 0.04 

GBP UNILEVER 3,481 100,979.01 0.04 
















USD UNUM GROUP 493 10,915.09 0.00 

JPY UNY 585 4,624.02 0.00 

SGD UOL GROUP 1,511 5,317.99 0.00 




USD URS 106 4,006.93 0.00 


USD US BANCORP 2,859 61,806.34 0.03 

JPY USHIO 302 5,086.94 0.00 



3,057 40,958.50 0.02 

JPY USS CO 73 5,477.96 0.00 


BRL VALE 1,513 46,697.05 0.02 





EUR VALLOUREC 258 25,689.38 0.01 






USD VENTAS 2,617 134,944.84 0.07 


EUR VERBUND -A- 177 6,354.10 0.00 

USD VERISIGN 278 8,815.64 0.00 





USD VF 115 9,356.63 0.00 

USD VIACOM -B- 1,956 70,792.21 0.03 

EUR VINCI 1,045 52,436.34 0.02 


USD VISA -A- 1,518 112,749.39 0.05 

CAD VITERRA 1,165 10,198.02 0.00 

EUR VIVENDI 2,927 80,115.98 0.04 


USD VMWARE 123 10,461.07 0.00 









USD WALGREEN 1,415 47,390.71 0.02




Description 

Quantity / 

Nominal 











TRUST 

925 29,352.10 0.01 


USD WATERS 118 8,379.46 0.00 




USD WELLPOINT 654 37,037.44 0.02 









AUD WESTFIELD 43,074 511,327.66 0.24 




USD WHIRLPOOL 130 10,524.39 0.00 

GBP WHITBREAD 482 12,343.05 0.01 





86 4,633.51 0.00 









USD WIPRO ADR 3,241 46,870.06 0.02 


TWD WISTRON 8,436 15,391.11 0.01 

GBP WOLSELEY 777 19,578.53 0.01 








GBP WPP 3,388 37,608.34 0.02 

USD WR BERKLEY 226 6,119.24 0.00 


HKD WYNN MACAU 4,087 7,065.47 0.00 



USD XEROX 2,178 22,542.23 0.01 

USD XILINX 364 9,698.23 0.00 

USD XL GROUP 579 12,532.65 0.01 

GBP XSTRATA 5,582 107,135.28 0.05 

USD YAHOO 2,024 28,687.00 0.01 





JPY YAMAHA 515 5,968.76 0.00 














MYR YTL 5,794 14,076.81 0.01 




USD YUM BRANDS 731 33,664.49 0.01 





Description 

Quantity / 

Nominal 

Page 187 







GBP 3I GROUP 2,705 12,210.60 0.01 

USD 3M 1,006 87,253.51 0.04 



69,950,033.53 30.81 



Bonds 


7.125%/08-20.06.2011 

13,311 21,728.30 0.01 



2.25%/09-22.05.2012 

590,269 604,789.54 0.27 


CHF AKADEMISKA HUS 2.5%/08-26.07.2013 995 1,062.39 0.00 


28.06.2017 

27,296 38,330.51 0.02 



2.875%/07-16.04.2015 

3,010 2,814.75 0.00 


2%/10-16.12.2014 

1,146 1,192.28 0.00 


3.125%/10-10.08.2015 

787,025 795,367.70 0.35 

EUR ASFINAG 4.125%/03-21.10.2013 34,120 49,581.66 0.02 


07.02.2016 

4,021 3,850.34 0.00 


14.11.2014 

2,292 2,445.56 0.00 


16.07.2018 

1,377,294 1,678,053.88 0.74 


27.05.2014 

1,180,538 1,404,851.85 0.62 

CHF AUCHAN 3.75%/08-23.06.2015 229 255.70 0.00 


2%/10-08.07.2016 

1,146 1,182.55 0.00 


3.75%/10-10.03.2017 

54,592 77,495.75 0.03 


14.06.2022 

1,146 1,026.31 0.00 











CHF BFCM 2.5%/06-29.04.2013 917 957.11 0.00 


CHF BNG 2%/09-27.03.2013 688 727.69 0.00 

CHF BNG 2.125%/10-06.11.2018 1,146 1,214.57 0.00 

USD BNG 2.25%/09-17.01.2012 787,025 803,080.55 0.35 

CHF BNG 2.75%/03-03.07.2015 2,292 2,519.45 0.00 

CHF BNG 2.75%/09-11.05.2016 1,558 1,727.58 0.00 

EUR BNG 2.875%/09-15.01.2015 44,356 62,904.74 0.03 

EUR BNG 3%/10-30.03.2017 40,944 57,926.17 0.03 

EUR BNG 3.75%/10-14.01.2020 68,240 100,344.62 0.04 

EUR BNG 3.875%/09-04.11.2019 34,120 50,703.33 0.02 

EUR BNG 4.5%/99-10.03.2014 54,592 81,244.58 0.04 

USD BNG 5.125%/06-05.10.2016 787,025 915,103.36 0.40 

GBP BNG 5.2%/99-07.12.2028 22,185 40,003.36 0.02 

GBP BNG 5.75%/00-18.01.2019 22,185 41,373.75 0.02 

AUD BNG 6.25%/10-16.07.2015 1,000,000 981,042.33 0.43 


CHF BRANDBREW 4.5%/09-11.06.2014 688 762.52 0.00 

EUR BRD I/L 1.5%/06-15.04.2016 167,974 265,945.33 0.12 

EUR BRD I/L 1.75%/09-15.04.2020 33,595 51,818.57 0.02 

EUR BRD I/L 2.25%/07-15.04.2013 167,974 260,274.56 0.11 

EUR BRD S. 09 3.25%/09-04.01.2020 204,721 303,297.69 0.13 

EUR BRD 3%/10-04.07.2020 136,481 198,173.87 0.09 

EUR BRD 3.25%/05-04.07.2015 54,592 80,670.70 0.04 

EUR BRD 3.5%/09-04.07.2019 136,481 205,678.98 0.09 

EUR BRD 3.75%/06-04.01.2017 95,537 145,829.96 0.06 

EUR BRD 3.75%/08-04.01.2019 68,240 104,508.95 0.05 

EUR BRD 4.25%/04-04.07.2014 75,064 114,099.03 0.05 


0%/91-04.11.2021 

4,722,151 2,798,455.53 1.24 

USD CADES 1.375%/10-29.07.2013 393,513 398,470.88 0.18 

CHF CADES 2.125%/09-25.02.2015 2,292 2,450.25 0.00 

GBP CADES 3.75%/09-08.09.2014 22,185 37,675.10 0.02 


3.625%/08-16.04.2018 

2,292 2,677.80 0.00 

USD CANADA 2.375%/09-10.09.2014 511,566 536,172.75 0.24 

EUR CANADA 3.5%/10-13.01.2020 68,240 102,002.90 0.04 


LONDON 1.75%/10-30.06.2017 

2,292 2,385.74 0.00




Description 

Quantity / 

Nominal 



CHF CARREFOUR 2.625%/09-16.04.2012 2,292 2,411.54 0.00 

USD CFF (reg. -S-) 2.125%/10-22.04.2013 314,810 320,130.38 0.14 

CHF CFF 1.75%/09-28.04.2014 229 241.04 0.00 

EUR CFF 2%/09-17.02.2012 40,944 56,310.74 0.02 

CHF CFF 2.375%/05-24.08.2018 458 488.17 0.00 

CHF CFF 2.5%/09-04.03.2013 2,292 2,438.23 0.00 

EUR CFF 2.625%/10-16.04.2015 95,537 132,239.51 0.06 

CHF CFF 3.125%/03-10.10.2014 1,146 1,265.00 0.00 

CHF CFF 3.25%/08-21.09.2012 4,584 4,916.92 0.00 






23.02.2015 

2,594 2,658.17 0.00 


06.04.2021 

3,261 2,979.31 0.00 

CHF CITIGROUP 2.75%/06-29.06.2012 917 951.48 0.00 

CHF CITIGROUP 3%/07-21.03.2019 1,604 1,573.13 0.00 

USD CITIGROUP 5.375%/10-09.08.2020 787,025 818,270.14 0.36 


2.25%/09-30.04.2013 

458 486.06 0.00 


4.25%/09-10.11.2016 

27,296 39,899.35 0.02 


1.875%/09-07.02.2014 

1,833 1,947.06 0.00 


5.125%/07-20.04.2017 

787,025 923,967.62 0.41 



24.09.2015 

81,889 111,850.11 0.05 


4.75%/09-05.08.2019 

54,592 80,789.95 0.04 


05.02.2015 

2,292 2,395.12 0.00 



25.01.2017 

81,889 115,774.08 0.05 


3.45%/09-02.07.2012 

787,025 815,849.48 0.36 


4.875%/08-14.03.2018 

1,604 1,840.80 0.00 


01.05.2014 

263,653 295,339.33 0.13 


23.03.2015 

787,025 827,713.65 0.36 

CHF CRH 1.5%/10-21.09.2015 2,292 2,392.78 0.00 


EUR DENMARK 1.75%/10-05.10.2015 40,944 55,869.16 0.02 

USD DENMARK 2.75%/08-15.11.2011 2,000,000 2,050,400.00 0.91 

EUR DENMARK 3.125%/09-17.03.2014 75,588 108,982.02 0.05 


29.12.2011 

1,146 1,195.68 0.00 

USD DEUTSCHE BAHN FINANCE 5.125%/06- 

05.01.2011 

1,000,000 1,011,000.00 0.45 





FINANCE 4.25%/10-13.07.2022 

43,674 61,126.09 0.03 


01.02.2017 

787,025 922,629.68 0.41 

CHF DEXIA BIL 2.75%/06-14.06.2016 2,406 2,160.18 0.00 


CHF DEXIA CLF 2.125%/06-29.03.2012 1,146 1,178.79 0.00 

CHF DEXIA CLF 2.125%/09-07.12.2012 4,584 4,726.32 0.00 

GBP DEXIA CLF 2.5%/09-27.10.2011 13,311 21,206.01 0.01 


21.05.2012 

250,000,000 2,985,994.94 1.33 


02.05.2018 

1,146 1,224.54 0.00 


12.08.2019 

2,292 2,459.63 0.00 


09.08.2017 

2,063 2,347.74 0.00 


31.05.2012 

590,269 626,275.33 0.28 


24.04.2015 

2,292 2,388.08 0.00 


26.03.2018 

2,292 2,419.75 0.00 


20.01.2017 

68,240 97,568.40 0.04 


26.02.2016 

49,611 71,877.31 0.03 

EUR DZ BANK 6.25%/01-26.02.2016 12,283 18,382.46 0.01 

GBP EBRD 5.625%/98-07.12.2028 44,369 85,278.51 0.04 

CHF EDF 2.25%/10-29.09.2017 2,750 2,885.41 0.00 

CHF EDF 3.375%/08-18.12.2013 458 501.78 0.00 

EUR EDF 4.625%/10-26.04.2030 20,472 29,365.77 0.01 

EUR EIB (reg. -S-) S. 1510/0100 4.25%/09- 

15.04.2019 

16,797 25,899.12 0.01 

USD EIB 0%/96-06.11.2026 3,541,614 1,854,672.18 0.82 

CHF EIB 1.75%/10-21.04.2017 1,146 1,205.18 0.00 

CHF EIB 2%/09-24.04.2014 1,146 1,224.54 0.00 

CHF EIB 2%/10-24.08.2022 1,146 1,195.21 0.00 

USD EIB 3%/09-08.04.2014 1,180,538 1,257,626.97 0.55 

EUR EIB 3.125%/09-15.04.2014 68,240 97,941.04 0.04 

USD EIB 3.25%/08-15.02.2011 100,000 101,060.00 0.04 



Description 

Quantity / 

Nominal 

Page 188 



EUR EIB 3.5%/09-15.04.2016 68,240 99,860.18 0.04 

CHF EIB 3.5%/99-28.01.2014 8,963 10,018.72 0.00 

GBP EIB 4.75%/05-06.06.2012 22,185 37,101.78 0.02 

EUR EIB 5.625%/99-15.02.2028 136,481 243,487.79 0.11 




27.04.2020 

3,438 3,659.54 0.00 


11.02.2014 

573 623.41 0.00 


27.01.2014 

6,655 11,491.73 0.01 

EUR EUROFIMA 4%/09-27.10.2021 95,537 143,221.42 0.06 

USD EUROFIMA 5.25%/06-07.04.2016 1,180,538 1,372,375.25 0.60 


CHF EUROHYPO 4%/99-01.09.2014 7,641 8,628.62 0.00 


27.01.2015 

54,592 78,419.91 0.03 



06.04.2016 

40,944 60,290.62 0.03 




688 747.74 0.00 


15.11.2011 

1,000,000 1,024,400.00 0.45 


24.04.2014 

393,513 421,766.82 0.19 


26.10.2012 

688 713.96 0.00 


21.03.2013 

68,240 94,438.16 0.04 

EUR FINLAND 1.75%/10-15.04.2016 68,240 92,975.52 0.04 

EUR FINLAND 3.375%/10-15.04.2020 150,129 219,098.02 0.10 

EUR FINLAND 3.875%/06-15.09.2017 68,240 103,605.28 0.05 

EUR FINLAND 4.375%/08-04.07.2019 16,797 26,431.14 0.01 

EUR FINLAND 5.375%/02-04.07.2013 83,987 127,890.40 0.06 










EUR FRANCE OAT 3.5%/10-25.04.2020 47,768 69,849.95 0.03 

EUR FRANCE OAT 3.75%/06-25.04.2017 68,240 102,254.44 0.05 

EUR FRANCE OAT 4%/08-25.04.2018 81,889 124,594.65 0.05 

EUR FRANCE OAT 4.25%/03-25.04.2019 68,240 105,673.48 0.05 



CHF GDF SUEZ 3.5%/08-19.12.2012 1,031 1,111.59 0.00 

USD GECC T. 827 3.5%/10-29.06.2015 393,513 412,043.13 0.18 

CHF GECC 2%/10-15.01.2015 450 465.57 0.00 

CHF GECC 2.625%/10-20.01.2016 917 966.38 0.00 

CHF GECC 2.75%/07-27.12.2013 458 488.34 0.00 

CHF GECC 3%/04-16.10.2015 229 246.08 0.00 

CHF GECC 3.125%/04-06.12.2019 2,292 2,399.81 0.00 

CHF GECC 3.375%/06-19.06.2018 917 978.22 0.00 

CHF GECC 4%/08-26.08.2013 2,063 2,260.12 0.00 

CHF GECC 4.5%/08-09.10.2018 802 923.68 0.00 



06.07.2015 

40,944 59,781.95 0.03 





30.11.2012 

1,146 1,194.04 0.00 


3%/06-16.06.2016 

1,833 1,914.22 0.00 


15.10.2014 

1,146 1,172.87 0.00 


16.07.2015 

447 470.02 0.00 

USD IADB T. 28 3%/09-22.04.2014 787,025 840,228.14 0.37 

USD IADB T. 35 3.875%/10-14.02.2020 787,025 868,797.16 0.38 

USD IBM 8.375%/89-01.11.2019 1,180,538 1,628,386.69 0.72 


10.09.2012 

47,768 66,204.53 0.03 


27.01.2012 

40,944 57,154.23 0.03 




CHF ING BANK 2.125%/10-07.10.2016 2,292 2,339.99 0.00 

EUR ING BANK 5.25%/99-07.06.2019 20,472 30,752.07 0.01 


28.07.2015 

75,064 102,846.95 0.05 


15.07.2013 

68,240 94,717.64 0.04 


28.09.2017 

34,120 46,450.49 0.02 


& DEVELOPMENT 3.875%/09-20.05.2019 

85,038 128,260.20 0.06




Description 

Quantity / 

Nominal 




& DEVELOPMENT 9.25%/86-20.03.2016 

787,025 1,085,823.30 0.48 










16.05.2012 

2,063 2,222.11 0.00 

EUR KFW S. 213 5.5%/98-22.01.2018 81,889 134,898.49 0.06 

USD KFW 1.375%/10-15.07.2013 393,513 399,572.71 0.18 

EUR KFW 2.25%/10-21.09.2017 54,592 74,276.07 0.03 

CHF KFW 2.875%/08-02.05.2014 1,146 1,260.31 0.00 

USD KFW 3.25%/08-15.02.2011 100,000 101,156.70 0.04 

GBP KFW 3.75%/09-07.09.2016 22,185 37,500.31 0.02 

EUR KFW 3.875%/09-21.01.2019 40,944 61,626.56 0.03 

USD KFW 4%/10-27.01.2020 393,513 435,854.57 0.19 

USD KFW 4.375%/05-21.07.2015 1,180,538 1,332,827.23 0.59 

GBP KFW 5.75%/99-07.12.2011 19,079 31,745.18 0.01 


05.05.2015 

787,025 826,297.79 0.36 




14.02.2022 

2,292 2,166.40 0.00 


22.06.2026 

1,146 1,195.21 0.00 


USD KOMMUNEKREDIT 1.25%/10-03.09.2013 1,141,187 1,144,952.50 0.50 



04.12.2015 

2,063 2,248.51 0.00 


07.12.2016 

1,146 1,260.90 0.00 


01.10.2014 

2,292 2,327.09 0.00 


15.08.2017 

1,146 1,213.40 0.00 


5268 2.5%/09-07.12.2012 

22,185 35,696.44 0.02 


2.75%/07-13.03.2012 

1,833 1,917.04 0.00 


1013 2%/10-15.06.2015 

81,889 112,833.89 0.05 


5.25%/07-18.01.2012 

22,185 36,864.06 0.02 


1.5%/07-20.06.2014 

80,000,000 996,025.93 0.44 

USD LANDWIRTSCHAFTLICHE RENTENBANK S. 919 

3.125%/08-15.06.2011 

1,500,000 1,527,550.50 0.67 


1.75%/10-16.01.2017 

2,292 2,410.37 0.00 


3.25%/02-28.08.2012 

458 494.51 0.00 


15.07.2013 

393,513 398,746.33 0.18 


29.01.2014 

40,944 58,755.35 0.03 


12.01.2015 

787,025 806,543.46 0.36 


CHF LVMH 3.625%/08-02.12.2011 2,063 2,179.89 0.00 

CHF MANITOBA 2.25%/09-05.05.2014 917 987.37 0.00 

CHF MCDONALD'S 3.25%/07-12.12.2012 1,146 1,238.03 0.00 


3.125%/06-27.06.2016 

1,604 1,672.48 0.00 

USD MICROSOFT 1.625%/10-25.09.2015 393,513 393,709.37 0.17 





04.10.2013 

40,944 55,673.52 0.02 


14.07.2017 

3,438 3,552.22 0.00 


23.01.2015 

47,768 67,221.86 0.03 


15.07.2016 

27,296 40,577.57 0.02 


08.12.2014 

8,874 15,548.28 0.01 

CHF NATIXIS 2.375%/03-19.12.2013 1,146 1,222.19 0.00 

EUR NATIXIS 7.75%/93-01.06.2019 30,981 57,079.14 0.03 


2.625%/08-22.09.2015 

573 625.76 0.00 


2.25%/09-13.05.2014 

3,438 3,689.45 0.00 

USD NEDERLANDS WATERSCHAPSBANK 

2.875%/08-16.06.2011 

100,000 101,690.00 0.04 


3.375%/10-01.02.2017 

40,944 59,187.71 0.03 


4.25%/08-21.11.2013 

27,296 40,138.33 0.02 


09.09.2015 

1,180,538 1,185,732.22 0.52 


S. 1171 2.375%/10-10.12.2013 

22,185 35,864.24 0.02 


1.75%/10-22.07.2016 

2,292 2,413.89 0.00 



Description 

Quantity / 

Nominal 

Page 189 




2.5%/05-20.04.2015 

1,146 1,246.82 0.00 


3.125%/09-20.01.2012 

40,944 57,238.63 0.03 


24.04.2012 

2,292 2,375.18 0.00 


05.08.2013 

2,979 3,165.50 0.00 


12.08.2014 

551 591.82 0.00 


29.05.2015 

1,604 1,727.49 0.00 

USD NESTLE HOLDINGS 2.125%/10-12.03.2014 1,180,538 1,219,849.76 0.54 

USD NESTLE HOLDINGS 4%/08-23.06.2011 2,000,000 2,049,400.00 0.91 












22.02.2016 

1,833 1,916.10 0.00 




11.04.2018 

1,146 1,255.62 0.00 


15.07.2015 

787,025 823,936.72 0.36 


08.04.2014 

27,296 39,064.62 0.02 


21.12.2018 

20,934 37,636.00 0.02 


13.09.2013 

40,944 55,427.57 0.02 


02.05.2012 

1,146 1,218.09 0.00 


USD NRW.BANK FRN 09-22.07.2011 500,000 500,264.50 0.22 

USD NRW.BANK 1.375%/10-26.08.2013 787,025 790,881.66 0.35 

EUR NRW.BANK 2.375%/10-04.06.2015 68,240 94,577.90 0.04 


02.12.2013 

1,146 1,236.85 0.00 

CHF OEKB 2.625%/06-22.11.2024 917 989.95 0.00 

CHF OEKB 2.75%/08-14.07.2014 1,146 1,249.17 0.00 

CHF OEKB 2.875%/05-25.02.2030 1,146 1,294.33 0.00 

USD OEKB 2.875%/08-15.03.2011 100,000 101,100.00 0.04 

CHF OEKB 3%/03-23.10.2015 1,146 1,273.21 0.00 

CHF OEKB 3%/07-05.12.2013 688 750.21 0.00 


6.125%/99-20.10.2014 

8,874 15,860.11 0.01 



30.01.2015 

344 381.96 0.00 



07.11.2016 

688 719.59 0.00 



18.02.2013 

1,146 1,210.46 0.00 



21.07.2017 

1,833 1,998.67 0.00 

USD PFIZER 5.35%/09-15.03.2015 393,513 452,972.37 0.20 


11.03.2013 

2,292 2,459.63 0.00 









USD QUEBEC S. -PJ- 6.125%/01-22.01.2011 1,000,000 1,016,700.00 0.45 

CHF QUEBEC 2.25%/05-05.10.2015 442 473.12 0.00 

CHF QUEBEC 3.125%/09-11.12.2015 917 1,019.51 0.00 

CHF QUEBEC 3.875%/09-11.12.2018 458 541.42 0.00 


14.07.2025 

68,240 96,450.45 0.04 


CHF RABOBANK 2%/10-16.09.2021 1,146 1,152.40 0.00 

CHF RABOBANK 2.125%/06-13.08.2012 1,833 1,924.54 0.00 

CHF RABOBANK 2.5%/09-19.02.2013 2,292 2,436.57 0.00 

EUR RABOBANK 3%/10-16.02.2015 54,592 76,661.02 0.03 

CAD RABOBANK 3.5%/09-02.07.2014 145,000 148,276.44 0.07 

CHF RABOBANK 4.25%/00-14.09.2012 2,292 2,504.20 0.00 

EUR RABOBANK 4.375%/09-05.05.2016 95,537 141,825.86 0.06 

EUR RABOBANK 4.375%/09-22.01.2014 27,296 39,876.99 0.02 


3.375%/08-21.03.2016 

2,292 2,614.46 0.00 


01.12.2021 

57,680 106,644.63 0.05 


EUR ROCHE HOLDINGS 4.625%/09-04.03.2013 13,648 19,821.11 0.01




Description 

Quantity / 

Nominal 





2.25%/09-09.10.2012 

917 948.20 0.00 


09.12.2011 

590,269 605,615.92 0.27 


08.10.2015 

1,146 1,166.05 0.00 


08.09.2015 

27,296 37,231.20 0.02 

USD SASKATCHEWAN 8%/93-01.02.2013 1,967,563 2,281,011.62 1.01 

USD SFEF (reg. -S-) 2.125%/09-30.01.2012 787,025 803,049.07 0.35 

USD SFEF (reg. -S-) 3.375%/09-05.05.2014 393,513 422,553.85 0.19 

EUR SFEF 3%/09-07.04.2014 54,592 77,883.30 0.03 

EUR SFEF 3.125%/09-30.06.2014 68,240 97,922.41 0.04 


5.625%/06-16.03.2016 

511,566 591,063.82 0.26 

CHF SNCF 2.625%/06-13.12.2021 688 757.24 0.00 

CHF SNCF 2.75%/09-11.06.2018 688 764.28 0.00 

EUR SNS BANK 3.625%/10-10.03.2017 40,944 58,334.22 0.03 





2.375%/10-08.09.2015 

1,146 1,198.44 0.00 


CHF STATNETT 3%/08-21.11.2011 1,404 1,473.77 0.00 



05.10.2016 

27,296 39,236.04 0.02 

USD SWEDEN 1.75%/09-17.06.2011 1,000,000 1,009,350.00 0.44 

USD SWEDEN 1.75%/10-07.05.2013 393,513 403,665.24 0.18 

EUR SWEDEN 3.125%/09-07.05.2014 68,240 98,555.91 0.04 

GBP SWEDEN 9.75%/85-15.09.2014 64,336 129,867.76 0.06 


2.75%/07-14.06.2013 

458 493.80 0.00 


09.02.2017 

1,146 1,254.45 0.00 


28.12.2015 

2,292 2,503.03 0.00 


15.07.2013 

2,063 2,267.51 0.00 



24.06.2011 

13,311 21,787.03 0.01 

USD TOTAL CAPITAL 3.75%/08-26.09.2011 1,000,000 1,028,100.00 0.45 


12.08.2013 

787,025 794,210.77 0.35 



06.08.2012 

573 615.20 0.00 



15.07.2015 

27,296 38,255.98 0.02 




23.10.2018 

2,280 2,334.13 0.00 

EUR UBS LONDON 3%/09-06.10.2014 81,889 115,248.65 0.05 

EUR UBS LONDON 3.875%/09-02.12.2019 40,944 59,608.67 0.03 

CHF UNILEVER 3.625%/08-02.12.2011 458 485.12 0.00 

GBP UNILEVER 4.75%/09-16.06.2017 6,655 11,679.04 0.01 















USD US I/L S. C-2012 3%/02-15.07.2012 267,665 344,627.56 0.15 

USD US I/L 1.25%/10-15.07.2020 312,276 328,604.48 0.14 

USD US I/L 1.375%/08-15.01.2020 535,330 575,112.16 0.25 

USD US I/L 1.375%/08-15.07.2018 178,443 193,370.47 0.09 

USD US I/L 1.625%/05-15.01.2015 267,665 326,804.30 0.14 

USD US I/L 1.625%/08-15.01.2018 223,054 252,137.97 0.11 

USD US I/L 1.875%/03-15.07.2013 267,665 337,723.87 0.15 

USD US I/L 1.875%/05-15.07.2015 267,665 326,627.98 0.14 

USD US I/L 2%/04-15.01.2014 267,665 339,001.66 0.15 

USD US I/L 2%/04-15.07.2014 267,665 335,015.55 0.15 

USD US I/L 2%/06-15.01.2016 267,665 322,900.66 0.14 

USD US I/L 2%/07-15.04.2012 89,222 99,218.02 0.04 

USD US I/L 2.125%/09-15.01.2019 267,665 306,465.43 0.13 

USD US I/L 2.375%/06-15.04.2011 178,443 198,398.59 0.09 

USD US I/L 2.375%/07-15.01.2017 312,276 381,049.69 0.17 

USD US I/L 2.5%/06-15.07.2016 312,276 382,562.16 0.17 

USD US I/L 2.625%/07-15.07.2017 223,054 270,984.44 0.12 

USD US I/L 3.5%/01-15.01.2011 178,443 225,517.76 0.10 

USD US S. F-2019 3.375%/09-15.11.2019 6,296,202 6,783,173.74 3.00 



Description 

Quantity / 

Nominal 

Page 190 



USD US S. N-2014 2.625%/09-30.06.2014 9,444,303 10,055,231.15 4.44 

USD US S. Q-2016 3.125%/09-31.10.2016 9,444,303 10,251,495.57 4.52 

USD US S. T-2011 1.125%/08-15.12.2011 1,967,563 1,986,470.15 0.87 

USD US S. W-2012 1.375%/09-15.03.2012 5,509,177 5,594,396.71 2.47 

USD US 4.5%/08-15.05.2038 787,025 904,956.05 0.40 

USD US 5.25%/98-15.11.2028 1,574,050 1,988,468.44 0.88 

USD US 6.25%/00-15.05.2030 1,692,104 2,393,798.73 1.06 

USD US 7.5%/86-15.11.2016 6,296,202 8,431,007.83 3.72 

USD US 7.875%/91-15.02.2021 3,148,101 4,665,092.07 2.06 





CHF VP BANK 2.5%/10-27.05.2016 2,750 2,829.11 0.00 




CHF WORLDBANK 0%/85-21.10.2015 3,799 3,667.60 0.00 

USD WORLDBANK 3.5%/08-08.10.2013 787,025 849,200.23 0.37 

USD WORLDBANK 7.625%/93-19.01.2023 1,180,538 1,711,543.78 0.75 

USD WORLDBANK 8.625%/86-15.10.2016 393,513 534,558.95 0.24 


18.07.2012 

1,146 1,234.21 0.00 


30.09.2013 

393,513 411,260.04 0.18 

Bonds 


143,413,243.44 63.15 

Bonds 143,413,243.44 63.15 









INCOME FUND 

1,746 1,733.52 0.00 






771 738,182.17 0.33 



3 3,449.17 0.00 



1 1,190.19 0.00 



4 4,205.13 0.00 



1,211 1,833,648.50 0.81 



880 929,684.81 0.41 



1C- 

97,548 3,858,008.20 1.69 

USD SPDR S&P 500 TRUST (units) 1 499 56,953.54 0.03 



7,430,364.74 3.27 







0.00 0.00 



Cash at banks 4,423,941.32 1.95 

Due to banks -127,397.46 -0.06 


Total net assets 227,070,570.60 100.00


Credit Suisse Portfolio Fund (Lux) Reddito (Euro) 





EUR 

672334 LU0078046108 1.20% 1.39% 


EUR 

672335 LU0078046520 1.20% 1.39% 




2009 

Page 191 

2008 2007 


EUR 

4.97% 

/ 

9.01% 

-8.07% 0.27% 


EUR 

4.97% 

/ 

9.01% 

-8.07% 0.27% 

Notes 

Distributions 


A-Distribution EUR 18.05.2010 1.20 


As of 30.09.2010 the subfund participated in the "Securities Lending" - system for a global market value of EUR 12,055,941.87.




Assets 



Receivable for securities sold 630.70 


Liabilities 

137,101,339.65 


Payable for securities purchased 6.47 


Net assets 


EUR 

30.09.2010 

164,898.87 

136,936,440.78 


136,936,440.78 141,129,711.00 127,116,569.50 



EUR 

69.07 69.07 

61.62 


EUR 

109.34 107.44 

93.47 


of the period 


of the period 


issued 

Page 192 


redeemed 


EUR 

16,803.318 17,270.869 103.275 

570.826 


EUR 

1,241,774.267 1,302,488.675 250,704.014 311,418.422 





Page 193 


Income 





Expenses 

2,148,447.51 







932,998.09 



Net realised gain (loss) on sales of investments 843,923.41 

Net realised gain (loss) on forward foreign exchange contracts 121.90 

Net realised gain (loss) on foreign exchange 399,477.64 

1,243,522.95 



Change in net unrealised appreciation (depreciation) on investments -209,525.27 

Change in net unrealised appreciation (depreciation) on forward foreign exchange contracts 0.45 

-209,524.82 




01.04.2010 to 

30.09.2010 



-6,421,991.38 









Italy 


USA 

Germany 

France 

Spain 

Netherlands 


Ireland 

Belgium 

Austria 

Japan 


Switzerland 

Sweden 

Australia 

Jersey 

Israel 

PR China 

Finland 

Portugal 

Brazil 

Taiwan 

Indonesia 

Poland 

Peru 

Philippines 

Thailand 

Colombia 

South Korea 

South Africa 

India 


Mexico 

Turkey 

Chile 


Hungary 

Malaysia 

Russia 

Argentina 

Bermuda 

Hong Kong 

Total 







Petroleum 


Vehicles 




46.48 

11.80 

8.39 

6.30 

5.65 

3.64 

3.63 

3.23 

1.67 

1.00 

0.76 

0.76 

0.69 

0.57 

0.44 

0.38 

0.34 

0.09 

0.06 

0.05 

0.04 

0.01 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

95.98 

32.91 

18.29 

11.80 

6.70 

5.77 

3.47 

2.74 

1.90 

1.31 



Chemicals 












Biotechnology 















Real estate 


Total 

Page 194 

1.25 

1.10 

0.97 

0.94 

0.94 

0.93 

0.90 

0.87 

0.64 

0.63 

0.26 

0.25 

0.24 

0.20 

0.17 

0.12 

0.11 

0.11 

0.10 

0.09 

0.09 

0.08 

0.06 

0.03 

0.01 

0.00 

0.00 

0.00 

0.00 

0.00 

0.00 

95.98






Description 

Quantity / 

Nominal 






ZAR ABSA GROUP 40 555.93 0.00 

TWD ACER 330 614.32 0.00 

TWD ADVANCED SEMICONDUCTOR ENGINEERING 973 576.08 0.00 

JPY AEON 5,500 43,209.57 0.03 

ZAR AFRICAN BANK INVESTMENTS 184 694.68 0.00 


TRY AKBANK 259 1,159.17 0.00 

MXN ALFA -A- 97 552.80 0.00 

HKD ALIBABA.COM 447 681.68 0.00 

BRL ALL AMERICA LATINA LOGISTICA 119 881.56 0.00 

EUR ALLIANZ SE (reg. shares) 870 72,123.00 0.05 


HKD ALUMINUM CORPORATION OF CHINA -H- 1,353 934.28 0.00 


shares) 

19 1,661.54 0.00 



USD AMGEN 5,600 226,059.19 0.17 

MYR AMMB HOLDINGS 552 776.24 0.00 

KRW AMOREPACIFIC (new) 1 421.15 0.00 

TRY ANADOLU EFES BIRACILIK VE MALT SANAYI 51 587.58 0.00 

ZAR ANGLO PLATINIUM 7 467.74 0.00 



HKD ANHUI CONCH CEMENT -H- 123 408.08 0.00 

EUR ANSALDO STS 27,680 262,683.20 0.20 

USD APACHE 1,800 128,895.40 0.09 

USD APPLE 950 197,452.75 0.14 

ZAR ARCELORMITTAL SOUTH AFRICA 24 204.92 0.00 

EUR ARNOLDO MONDADORI EDITORE 24,700 56,995.25 0.04 


TWD ASIA CEMENT 244 181.84 0.00 

ZAR ASPEN PHARMACARE 72 710.51 0.00 

PLN ASSECO POLAND 23 298.89 0.00 


TWD ASUSTEK COMPUTER 93 490.21 0.00 

EUR ATLANTIA 31,210 474,392.00 0.36 

USD AT&T 6,600 138,265.46 0.10 

TWD AU OPTRONICS 969 735.82 0.00 


EUR AUTOGRILL 21,100 194,120.00 0.14 

MYR AXIATA GROUP BERHAD 514 534.29 0.00 

PHP AYALA LAND 1,496 439.57 0.00 

USD BAJAJ AUTO GDR 88 2,115.26 0.00 

USD BAJAJ FINSERV GDR 44 384.48 0.00 

BRL BANCO BRADESCO (pref. shares) 186 2,728.12 0.00 

BRL BANCO DO BRASIL 63 882.04 0.00 

BRL BANCO SANTANDER BRASIL (units) 59 585.09 0.00 

USD BANCO SANTANDER-CHILE ADR 13 897.66 0.00 


THB BANGKOK BANK PUBLIC (for. reg. shares) 285 1,109.51 0.00 


HKD BANK OF COMMUNICATIONS -H- 1,193 944.59 0.00 


PHP BANK OF PHILIPPINE ISLAND 136 124.03 0.00 

PLN BANK POLSKA KASA OPIEKI GRUPA PEKAO 18 782.40 0.00 


GBP BARCLAYS 38,700 133,831.82 0.10 


ARS BBVA BANCO FRANCES 121 293.20 0.00 

HKD BEIJING ENTERPRISES HOLDINGS 153 794.81 0.00 

MYR BERJAYA SPORTS TOTO 318 314.13 0.00 

USD BEST BUY 6,200 185,427.78 0.14 

GBP BG GROUP 12,300 158,798.98 0.12 


ZAR BIDVEST GROUP 51 795.09 0.00 



329 2,012.62 0.00 

EUR BMW 1,000 51,440.00 0.04 


BRL BRADESPAR (pref. shares) 27 480.71 0.00 

BRL BRASIL TELECOM (pref. shares) 99 478.27 0.00 

BRL BRASKEM (pref. shares) 91 674.41 0.00 

BRL BRF - BRAZIL FOODS 75 838.37 0.00 

MYR BRITISH AMERICAN TOBACCO (MALAYSIA) 14 157.02 0.00 

GBP BT GROUP 32,000 51,711.20 0.04 

IDR BUMI RESOURCES 3,537 616.94 0.00 

HKD BYD COMPANY LTD -H- 84 491.74 0.00 


EUR CAMPARI 58,400 256,230.00 0.20 

JPY CANON 1,800 61,473.68 0.04 

TWD CATCHER TECHNOLOGY 124 208.85 0.00 

TWD CATHAY FINANCIAL HOLDING 877 982.25 0.00 

MXN CEMEX SAB DE CV -CPO- 775 488.35 0.00 



Description 

Quantity / 

Nominal 

Page 195 




shares) -B- 

15 165.06 0.00 




shares) -B- 

30 327.14 0.00 

TWD CHANG HWA COMMERCIAL BANK 747 366.25 0.00 


KRW CHEIL INDUSTRIES 11 719.95 0.00 

TWD CHENG SHIN RUBBER INDUSTRY 198 318.79 0.00 

USD CHEVRON 4,100 243,411.22 0.18 

TWD CHIMEI INNOLUX 603 600.73 0.00 

HKD CHINA COAL ENERGY -H- 506 613.17 0.00 

HKD CHINA COMMUNICATIONS CONSTRUCTION -H- 995 693.11 0.00 


HKD CHINA COSCO -H- 760 628.84 0.00 

TWD CHINA DEVELOPMENT FINANCIAL HOLDING 1,294 274.85 0.00 

HKD CHINA EVERBRIGHT 353 615.08 0.00 


HKD CHINA MERCHANT BANK -H- 657 1,239.59 0.00 

HKD CHINA MERCHANT HOLDINGS INTERNATIONAL 269 714.43 0.00 

HKD CHINA MOBILE 702 5,265.74 0.00 

HKD CHINA NATIONAL BUILDING MATERIAL -H- 202 347.27 0.00 

HKD CHINA OVERSEAS LAND & INVESTMENT 825 1,277.42 0.00 


HKD CHINA RAILWAY GROUP -H- 571 327.30 0.00 

HKD CHINA RESOURCES ENTERPRISE 313 1,037.66 0.00 

HKD CHINA RESOURCES LAND 356 529.78 0.00 

HKD CHINA RESOURCES POWER HOLDINGS 233 366.89 0.00 

HKD CHINA SHENHUA ENERGY COMPANY -H- 558 1,690.85 0.00 

HKD CHINA SHIPPING DEVELOPMENT -H- 521 525.47 0.00 

TWD CHINA STEEL 1,041 788.64 0.00 


HKD CHINA TRAVEL INTERNATIONAL INVESTMENT 2,512 433.78 0.00 

HKD CHINA UNICOM (HONG KONG) 586 627.97 0.00 

TWD CHINATRUST FINANCIAL HOLDINGS 1,191 550.06 0.00 

TWD CHUNGHWA TELECOM 457 749.79 0.00 

USD CIA CERVECERIAS UNIDAS ADR 8 325.09 0.00 

BRL CIA DE CONCESSOES RODOVIARIAS 60 1,128.83 0.00 

USD CIA DE MINAS BUENAVENTURA ADR 21 690.28 0.00 


shares) 

58 684.96 0.00 

BRL CIA SIDERURGICA NACIONAL 145 1,834.01 0.00 



BRL CIELO 34 214.88 0.00 

MYR CIMB GROUP HOLDINGS 539 1,044.48 0.00 

HKD CITIC PACIFIC 352 587.35 0.00 

USD CITIGROUP 20,700 59,134.19 0.04 

KRW CJ CHEILJEDANG 2 320.31 0.00 

TWD CMC MAGNETICS 952 185.79 0.00 

HKD CNOOC 2,345 3,327.78 0.00 

MXN COCA-COLA FEMSA -L- 86 495.76 0.00 


TWD COMPAL ELECTRONICS 530 463.95 0.00 

USD COMSTAR UNITED TELESYSTEMS GDR 93 439.76 0.00 

HKD COSCO PACIFIC 531 585.03 0.00 

HKD COUNTRY GARDEN HOLDINGS 574 136.93 0.00 

USD CREDICORP 9 780.54 0.00 

EUR CREDITO EMILIANO 20,400 102,102.00 0.07 

AUD CSL 200 4,688.11 0.00 


BRL CYRELA BRAZIL REALTY 49 511.38 0.00 

KRW DAELIM INDUSTRIAL 6 335.94 0.00 

KRW DAEWOO INTERNATIONAL 15 396.26 0.00 

KRW DAEWOO SECURITIES 28 459.89 0.00 


ENGINEERING 

24 418.29 0.00 



1,758 537.32 0.00 

TWD DELTA ELECTRONIC INDUSTRIAL 257 787.26 0.00 



CONSTRUCTION 

8 461.98 0.00 

USD EATON 2,700 163,143.13 0.12 

USD ECOPETROL ADR 44 1,355.48 0.00 

BRL ELECTROBRAS 90 840.92 0.00 


AERONAUTICA 

175 894.32 0.00 


(CHILE) ADR 

25 971.17 0.00 

EUR ENEL 339,300 1,326,663.00 0.98 

USD ENERSIS ADR 65 1,111.92 0.00 

EUR ENI 124,500 1,970,835.00 1.45 



175 455.42 0.00 

TWD EVERGREEN MARINE 293 151.87 0.00 

TWD FAR EASTERN NEW CENTURY 405 408.43 0.00 

EUR FIAT 49,500 560,340.00 0.42 

BRL FIBRIA CELULOSE 52 662.10 0.00 

EUR FINMECCANICA 14,000 122,010.00 0.09




Description 

Quantity / 

Nominal 



TWD FIRST FINANCIAL HOLDING 746 362.17 0.00 

ZAR FIRSTRAND 447 1,008.08 0.00 

MXN FOMENTO ECONOMICO MEXICANO (units) 310 1,161.43 0.00 

TWD FORMOSA CHEMICAL AND FIBER 308 544.97 0.00 

TWD FORMOSA PLASTICS 439 789.98 0.00 

TWD FOXCONN TECHNOLOGY 190 441.64 0.00 

TWD FUBON FINANCIAL HOLDING 122 110.33 0.00 

MYR GAMUDA 798 734.94 0.00 

USD GAZPROM OAO (reg. shares) -S- ADR 329 5,058.90 0.00 


MYR GENTING 423 994.93 0.00 

MYR GENTING MALAYSIA 309 248.83 0.00 

BRL GERDAU (pref. shares) 140 1,369.77 0.00 

PLN GETIN HOLDING 49 133.34 0.00 


ZAR GOLD FIELDS 80 882.32 0.00 

HKD GOME ELECTRICAL APPLIANCES HOLDING 2,158 476.54 0.00 

MXN GRUPO AEROPORTUARIO DE PACIFICO -B- 151 383.73 0.00 

MXN GRUPO BIMBO -A- 102 551.09 0.00 

MXN GRUPO CARSO -A1- 145 538.18 0.00 

MXN GRUPO FINANCIERO BANORTE 248 692.47 0.00 

ARS GRUPO FINANCIERO GALICIA -B- 450 329.54 0.00 

MXN GRUPO MEXICO -B- 700 1,485.41 0.00 

MXN GRUPO MODELO -C- 111 449.28 0.00 

MXN GRUPO TELEVISA -A+L+D- 380 1,060.99 0.00 

KRW GS ENGINEERING & CONSTRUCTION 6 363.94 0.00 

PLN GTC 70 393.93 0.00 

HKD GUANGZHOU AUTOMOBILE GROUP -H- 537 677.07 0.00 

HKD GUANGZHOU R&F PROPERTIES -H- 357 367.21 0.00 

TRY HACI OMER SABANCI HOLDING 119 453.12 0.00 

KRW HANA FINANCIAL GROUP 29 631.45 0.00 

KRW HANKOOK TIRE 20 422.67 0.00 

TWD HANNSTAR DISPLAY 1,382 202.25 0.00 

KRW HANWHA 15 411.83 0.00 

ZAR HARMONY GOLD MINING 43 353.97 0.00 

EUR HEINEKEN 3,000 114,120.00 0.08 

HKD HENGAN INTERNATIONAL GROUP 179 1,309.62 0.00 

USD HESS 5,300 229,516.55 0.17 


USD HINDALCO INDUSTRIES -144A- GDR 169 540.65 0.00 

KRW HITE BREWERY 3 213.34 0.00 





TWD HTC CORPORATION 94 1,555.27 0.00 

TWD HUA NAN FINANCIAL HOLDINGS 417 198.40 0.00 

HKD HUANENG POWER INTERNATIONAL 209 95.06 0.00 

KRW HYNIX SEMICONDUCTOR 37 523.75 0.00 

KRW HYUNDAI DEPARTMENT STORE 4 328.48 0.00 


CONSTRUCTION 

12 223.75 0.00 

KRW HYUNDAI ENGINEERING CONSTRUCTION 12 555.86 0.00 


KRW HYUNDAI MIPO DOCKYARD 3 375.70 0.00 



KRW HYUNDAI MOTOR E. 1999 5 167.20 0.00 

KRW HYUNDAI SECURITIES 35 358.15 0.00 

KRW HYUNDAI STEEL 11 821.43 0.00 

USD ICICI BANK ADR 73 2,648.90 0.00 

MYR IJM 395 485.85 0.00 

ZAR IMPALA PLATINUM HOLDINGS 56 1,061.92 0.00 

ZAR IMPERIAL HOLDINGS 47 557.28 0.00 


EUR IMPREGILO 67,000 146,395.00 0.11 


CHINA -H- 

139,649 76,160.18 0.06 

MXN INDUSTRIAS PENOLES 19 347.35 0.00 

USD INFOSYS TECHNOLOGIES ADR 76 3,751.81 0.00 


TWD INOTERA MEMORIES 458 187.95 0.00 



TWD INVENTEC 859 327.25 0.00 

ZAR INVESTEC 72 446.65 0.00 

BRL INVESTIMENTOS ITAU (pref. shares) 379 2,114.40 0.00 

MYR IOI CORPORATION 625 810.98 0.00 

BRL ITAU UNIBANCO HOLDING (pref. shares) 230 4,033.16 0.00 

USD ITC GDR 897 2,598.51 0.00 

HKD JIANGXI COPPER -H- 238 440.98 0.00 


USD JSFC SISTEMA (reg. shares) -S- GDR 24 466.69 0.00 

KRW KANGWON LAND 17 277.32 0.00 

THB KASIKORNBANK PUBLIC (for. reg. shares) 420 1,256.25 0.00 

KRW KB FINANCIAL GROUP 29 909.92 0.00 

KRW KCC 1 315.66 0.00 

JPY KDDI 14 49,040.41 0.04 



Description 

Quantity / 

Nominal 

Page 196 




KRW KIA MOTORS 40 941.58 0.00 

MXN KIMBERLY CLARK DE MEXICO -A- 127 596.34 0.00 

JPY KINTETSU 23,000 56,870.39 0.04 

TRY KOC HOLDING 65 228.64 0.00 

JPY KOMATSU 3,500 59,474.54 0.04 

CZK KOMERCNI BANKA 1 217.46 0.00 


KRW KOREA ELECTRIC POWER 38 718.06 0.00 

KRW KOREA EXCHANGE BANK 46 406.53 0.00 

KRW KOREA GAS 7 230.54 0.00 

KRW KOREAN AIR 12 576.85 0.00 

USD KROGER 10,500 166,590.98 0.12 

KRW KT CORPORATION 17 507.75 0.00 

KRW KT& G CORP 12 539.92 0.00 

ZAR KUMBA IRON ORE 19 730.70 0.00 

USD LARSEN & TOUBRO GDR 61 2,024.93 0.00 

HKD LENOVO GROUP 1,212 547.60 0.00 


KRW LG CHEMICAL INVESTMENTS 13 700.89 0.00 

KRW LG DISPLAY CO LTD 20 517.84 0.00 

KRW LG ELECTRONICS 13 777.52 0.00 

KRW LG HOUSEHOLD & HEALTHCARE 2 432.62 0.00 

ZAR LIBERTY HOLDINGS 28 211.60 0.00 

TWD LITE-ON TECHNOLOGY 335 309.45 0.00 

USD LUKOIL ADR 62 2,569.88 0.00 

TWD MACRONIX INTERNATIONAL 907 413.84 0.00 

HUF MAGYAR TELEKOM 132 317.64 0.00 

USD MAHINDRA & MAHINDRA GDR 146 1,651.23 0.00 

MYR MALAYAN BANKING 256 533.69 0.00 

MYR MALAYSIA INTERNATIONAL SHIPPING 38 79.01 0.00 

MYR MALAYSIAN AIRLINES SYSTEM 390 215.37 0.00 

PHP MANILA ELECTRIC 93 350.37 0.00 

ZAR MASSMART HOLDINGS 46 719.80 0.00 

USD MCKESSON 2,300 104,082.92 0.08 

USD MECHEL OJSC ADR 37 668.55 0.00 


EUR MEDIASET 51,500 267,800.00 0.21 

TWD MEDIATEK 125 1,285.30 0.00 



TWD MEGA FINANCIAL HOLDING 935 460.13 0.00 

USD MERCK & CO 6,900 186,045.27 0.14 

BRL METALURGICA GERDAU 39 458.33 0.00 

USD METLIFE 6,500 183,068.41 0.13 

EUR METRO 1,650 78,787.50 0.06 

USD MICROSOFT 12,900 231,410.05 0.17 

TWD MITAC INTERNATIONAL 510 177.70 0.00 



USD MMC NORILSK NICKEL ADR 125 1,564.92 0.00 

USD MOBILE TELESYSTEMS ADR 81 1,252.13 0.00 

HUF MOL HUNGARIAN OIL & GAS -A- 1 60.35 0.00 

GBP MONDI 6,000 35,632.25 0.03 


BRL MRV ENGENHARIA 44 304.57 0.00 

ZAR MTN GROUP 185 2,450.33 0.00 



400 40,640.00 0.03 

ZAR MURRAY & ROBERTS HOLDINGS 28 130.18 0.00 

TWD NAN YA PLASTICS 603 966.39 0.00 

TWD NANYA TECHNOLOGY 448 222.20 0.00 

ZAR NASPERS -N- 54 1,938.70 0.00 


JPY NEC 20,000 38,930.70 0.03 

ZAR NEDBANK GROUP 31 487.32 0.00 


USD NETAPP 4,000 145,883.39 0.11 

AUD NEWCREST MINING 700 19,695.02 0.01 

USD NEWS -A- 9,800 93,750.37 0.07 

KRW NHN 7 896.78 0.00 

EUR NOKIA 9,500 70,015.00 0.05 

USD NOVATEK GDR 14 876.42 0.00 

TWD NOVATEK MICROELECTRONICS 137 283.53 0.00 

USD NOVOLIPETSK STEEL (reg. shares) GDR 14 365.44 0.00 

JPY OBIC 310 42,892.17 0.03 


KRW OCI COMPANY LTD 2 548.19 0.00 

BRL OGX PETROLEO E GAS PARTICIPACOES 190 1,810.12 0.00 

HUF OTP BANK 46 893.83 0.00 

EUR PARMALAT 35,300 66,434.60 0.05 

TWD PEGATRON 391 374.30 0.00 

USD PEPSICO 4,400 214,134.19 0.16 

IDR PERUSAHAAN GAS NEGARA -B- 2,836 896.04 0.00 

ARS PETROBRAS ARGENTINA -B- 207 250.18 0.00 


BRL PETROLEO BRASILEIRO 342 4,494.56 0.00 

BRL PETROLEO BRASILEIRO (pref. shares) 468 5,567.22 0.00




Description 

Quantity / 

Nominal 



USD PFIZER 5,400 67,915.32 0.05 

PLN PGE POLSKA GRUPA ENERGETYCZNA 34 203.37 0.00 

PHP PHILIPPINE LONG DISTANCE TELEPHONE 1 60.94 0.00 

ZAR PICK'N PAY STORES 64 291.18 0.00 

HKD PING AN INSURANCE COMPANY OF CHINA -H- 244 1,822.31 0.00 

EUR PIRELLI & C. 23,100 137,907.00 0.10 

PLN POLISH OIL AND GAS 289 261.84 0.00 


PLN POLSKI KONCERN NAFTOWY 5 53.77 0.00 


KRW POSCO 6 2,081.82 0.00 

TWD POU CHEN 696 446.00 0.00 

TWD POWERCHIP TECHNOLOGY 871 176.65 0.00 


POLSKI 

95 1,055.89 0.00 

ZAR PRETORIA PORTLAND CEMENT 124 417.77 0.00 

EUR PRYSMIAN 7,300 97,820.00 0.07 

IDR PT ASTRA INTERNATIONAL 340 1,584.41 0.00 


IDR PT INDOSAT TBK 867 391.15 0.00 




190 704.56 0.00 


MYR PUBLIC BANK (for. reg. shares) 36 105.71 0.00 



TWD QISDA 580 301.27 0.00 

TWD QUANTA COMPUTER 305 362.80 0.00 

TWD REALTEK SEMICONDUCTOR 161 272.92 0.00 

BRL REDECARD 46 520.45 0.00 

USD RELIANCE CAPITAL -144A- GDR 10 128.36 0.00 

USD RELIANCE COMMUNICATIONS -144A- GDR 202 554.38 0.00 

USD RELIANCE INDUSTRIES -144A- GDR 104 3,410.70 0.00 

USD RELIANCE INFRASTRUCUTRE -144A- GDR 5 263.73 0.00 

ZAR REMGRO 43 496.33 0.00 

MYR RHB CAPITAL 158 271.27 0.00 

HUF RICHTER GEDEON 1 208.02 0.00 

GBP RIO TINTO 2,100 90,195.65 0.07 

AUD RIO TINTO 700 38,114.12 0.03 


EUR ROYAL DUTCH SHELL -A- 3,200 71,008.00 0.05 

EUR RWE -A- 1,600 79,280.00 0.06 

EUR SAIPEM 9,400 276,172.00 0.21 

KRW SAMSUNG C&T 21 825.89 0.00 

KRW SAMSUNG ELECTRO-MECHANICS 11 854.95 0.00 


KRW SAMSUNG ELECTRONICS (pref. shares) 2 593.78 0.00 

KRW SAMSUNG ENGINEERING 5 517.71 0.00 

KRW SAMSUNG FIRE & MARINE INSURANCE 5 656.48 0.00 

KRW SAMSUNG HEAVY INDUSTRIES 34 652.61 0.00 

KRW SAMSUNG SDI 5 546.85 0.00 

KRW SAMSUNG SECURITIES 9 389.09 0.00 

KRW SAMSUNG TECHWIN 7 489.41 0.00 

ZAR SANLAM 193 533.28 0.00 


EUR SAP 3,500 126,997.50 0.09 

ZAR SAPPI 102 385.20 0.00 

ZAR SASOL 72 2,365.86 0.00 



HKD SHANGHAI INDUSTRIAL HOLDINGS 84 312.00 0.00 

HKD SHIMAO PROPERTY HOLDINGS 264 321.08 0.00 


KRW SHINHAN FINANCIAL GROUP 33 928.88 0.00 

KRW SHINSEGAE 2 723.58 0.00 


ZAR SHOPRITE HOLDINGS LTD 83 862.03 0.00 

THB SIAM CEMENT PUBLIC (for. reg. shares) 139 1,238.20 0.00 


shares) 

214 534.05 0.00 

ARS SIDERAR SAIC -A- 10 49.41 0.00 

TWD SILICONWARE PRECISION INDUSTRIES 498 382.79 0.00 

MYR SIME DARBY BERHAD 219 440.96 0.00 

HKD SINOPEC SHANGHAI PETROCHEMICAL -H- 1,672 504.75 0.00 

KRW SK ENERGY 9 853.09 0.00 

KRW SK HOLDINGS 6 444.23 0.00 

KRW SK TELECOM 1 101.38 0.00 

PHP SM PRIME HOLDINGS 2,257 475.44 0.00 


USD SOCIEDAD QUIMICA Y MINERA DE CHILE ADR 12 438.97 0.00 

KRW S-OIL 8 362.65 0.00 

JPY SONY 1,800 40,735.19 0.03 

USD SOUTHERN COPPER 31 800.92 0.00 

EUR ST GOBAIN 2,500 81,575.00 0.06 

ZAR STANDARD BANK GROUP 142 1,652.63 0.00 


ZAR STEINHOFF INTERNATIONAL HOLDINGS 198 426.56 0.00 

USD STERLITE INDUSTRIES (INDIA) ADR 114 1,252.06 0.00 



Description 

Quantity / 

Nominal 

Page 197 




JPY SUMITOMO 6,500 61,324.63 0.04 


USD SURGUTNEFTEGAZ ADR 150 1,053.88 0.00 



TWD TAISHIN FINANCIAL HOLDINGS 826 271.02 0.00 

TWD TAIWAN CEMENT 365 285.82 0.00 

TWD TAIWAN FERTILIZER 176 403.60 0.00 

TWD TAIWAN GLASS 425 316.03 0.00 

TWD TAIWAN MOBILE 210 317.33 0.00 



USD TATA MOTORS ADR 77 1,442.08 0.00 

USD TATNEFT (reg. shares) -S- GDR 41 943.68 0.00 

TWD TATUNG 1,659 239.59 0.00 

EUR TECHNIP 1,500 88,485.00 0.06 

BRL TELE NORTE LESTE PARTICIPACOES 20 266.94 0.00 


shares) 

46 482.87 0.00 

ARS TELECOM ARGENTINA STET-FRANCE -B- 358 1,127.22 0.00 

EUR TELECOM ITALIA 663,200 679,780.00 0.51 


SEK TELEFON LM ERICSSON -B- 12,500 100,668.77 0.07 

CZK TELEFONICA 02 CZECH REPUBLIC 16 250.05 0.00 

MXN TELEFONOS DE MEXICO -L- 521 286.57 0.00 


ZAR TELKOM SA 4 14.41 0.00 

MYR TENAGA NASIONAL 275 576.55 0.00 

EUR TENARIS 15,700 220,899.00 0.16 

HKD TENCENT HOLDINGS 131 2,091.05 0.00 

EUR TERNA 136,100 424,291.75 0.32 

KRW THE DAEGU BANK 29 277.10 0.00 


ZAR TIGER BRANDS 31 619.39 0.00 

BRL TIM PARTICIPACOES (pref. shares) 323 760.25 0.00 


JPY TOSHIBA 10,000 35,423.43 0.03 

EUR TOTAL 2,500 94,512.50 0.07 


ARS TRANSPORTADORA DE GAS DEL SUR -B- 142 72.94 0.00 

TRY TUPRAS 26 506.12 0.00 

TRY TURKCELL ILETISIM HIZMET 93 458.34 0.00 

TRY TURKIYE GARANTI BANKASI (reg. shares) 199 845.46 0.00 

TRY TURKIYE IS BANKASI -C- 293 912.31 0.00 

EUR UNICREDIT 1,057,646 1,980,970.96 1.46 


TWD UNI-PRESIDENT ENTERPRISES 532 505.91 0.00 

TWD UNITED MICROELECTRONICS 1,466 476.21 0.00 

MXN URBI DESARROLLOS URBANOS 165 253.02 0.00 



119 1,168.06 0.00 

BRL VALE 59 1,331.72 0.00 

BRL VALE (pref. shares) -A- 366 7,335.70 0.01 

TWD VANGUARD INTERNATIOAL SEMICONDUCTOR 450 144.63 0.00 

EUR VINCI 2,600 95,602.00 0.07 

USD VISA -A- 3,400 184,942.87 0.14 

BRL VIVO PARTICIPACOES (pref. shares) 43 851.84 0.00 


MXN WAL-MART DE MEXICO -V- 835 1,541.07 0.00 

TWD WALSIN LIHWA 1,176 513.03 0.00 



AUD WESTFIELD 4,500 39,129.05 0.03 


USD WIPRO ADR 126 1,336.65 0.00 

TWD WISTRON 328 438.93 0.00 



ZAR WOOLWORTHS HOLDINGS 298 847.48 0.00 

KRW WOORI INVESTMENT & SECURITIES 31 411.46 0.00 

TWD YANG MING MARINE TRANSPORT 455 213.93 0.00 

HKD YANZHOU COAL MINING -H- 517 927.98 0.00 

TRY YAPI VE KREDI BANKASI 200 507.36 0.00 

MYR YTL 226 401.45 0.00 

TWD YUANTA FINANCIAL 894 398.18 0.00 

TWD YULON MOTOR 280 370.12 0.00 

HKD ZHEJIANG EXPRESSWAY -H- 712 491.51 0.00 

HKD ZIJIN MINING GROUP -H- 761 473.72 0.00 




24,947,181.08 18.22 



Bonds 

EUR ASSICURAZIONI GENERALI 5.125%/09- 

16.09.2024 

200,000 215,640.00 0.16




Description 

Quantity / 

Nominal 



EUR A2A 4.5%/09-02.11.2016 250,000 261,575.00 0.19 

EUR A2A 4.875%/04-28.05.2014 1,300,000 1,385,540.00 1.01 

EUR BANCA CARIGE SPA 2.75%/10-25.09.2013 400,000 395,920.00 0.29 

EUR BANCA MONTE DEI PASCHI DI SIENA 2.5%/10- 

23.09.2013 

500,000 496,950.00 0.36 

EUR BANCO BILBAO VIZCAYA ARGENTARIA 

3.25%/06-24.01.2016 

3,000,000 2,941,200.00 2.15 

EUR BANK OF AMERICA 4.75%/10-03.04.2017 450,000 461,250.00 0.34 

EUR BASF 3.375%/05-30.05.2012 1,000,000 1,029,300.00 0.75 

EUR BBVA SUBORDINATED CAPITAL S. 3 FRN 05- 

23.05.2017 

500,000 465,500.00 0.34 

EUR BELGIUM OLO 5.5%/98-28.03.2028 1,000,000 1,263,900.00 0.92 

EUR BMW US CAPITAL 4.625%/03-20.02.2013 1,000,000 1,060,700.00 0.77 

EUR BRD S. 09 3.25%/09-04.01.2020 3,000,000 3,255,600.00 2.38 

EUR BRD 2.25%/10-04.09.2020 1,000,000 997,900.00 0.73 

EUR CASSA DEPOSITI E PRESTITI 3%/05- 

31.01.2013 

3,000,000 3,050,400.00 2.23 

EUR CRH 2.5%/10-07.05.2015 500,000 505,100.00 0.37 

EUR CRH 3.75%/10-19.02.2020 1,000,000 1,052,500.00 0.77 

EUR DAIMLER 4.625%/09-02.09.2014 100,000 107,660.00 0.08 



21.05.2012 

200,000,000 1,749,777.29 1.28 

EUR EIB 3.125%/05-15.10.2015 3,000,000 3,165,600.00 2.31 

EUR EIB 4%/05-15.10.2037 8,500,000 9,506,400.00 6.93 

EUR ENEL FINANCE INTERNATIONAL 4%/09- 

14.09.2016 

50,000 52,760.00 0.04 

EUR ENEL 4.125%/04-20.05.2011 1,250,000 1,269,000.00 0.93 

EUR ENEL 4.25%/03-12.06.2013 750,000 789,300.00 0.58 

EUR ENI 4.625%/03-30.04.2013 1,500,000 1,597,642.50 1.17 

EUR ERSTE GROUP BANK 5.25%/01-14.12.2011 1,000,000 1,036,200.00 0.76 

EUR EWE 4.375%/04-14.10.2014 600,000 646,291.80 0.47 

USD FANNIE MAE 6.625%/00-15.11.2030 1,500,000 1,515,470.26 1.11 

EUR FRANCE OAT 4.25%/03-25.04.2019 2,500,000 2,835,750.00 2.07 

JPY GE CAPITAL EUROPEAN FUNDING 1%/05- 

21.03.2012 

200,000,000 1,751,706.29 1.28 

EUR GE CAPITAL EUROPEAN FUNDING 4.25%/10- 

01.03.2017 

375,000 394,125.00 0.29 

EUR GLAXOSMITHKLINE CAPITAL 3%/05- 

18.06.2012 

700,000 716,380.00 0.52 

EUR GOLDMAN SACHS GROUP 5.125%/09- 

23.10.2019 

100,000 102,790.00 0.08 

EUR HERA 4.125%/06-16.02.2016 550,000 567,325.00 0.41 

EUR HSBC FINANCE 3.375%/05-08.06.2012 500,000 509,550.00 0.37 

USD IADB 5.125%/06-13.09.2016 2,000,000 1,728,684.44 1.26 

EUR IBM 4%/06-11.11.2011 200,000 205,592.20 0.15 

EUR INTESA SANPAOLO FRN 06-08.02.2016 500,000 491,300.00 0.36 

EUR INTESA SANPAOLO 3.25%/10-28.04.2017 1,000,000 999,800.00 0.73 


EUR ITALY BTP 0%/10-15.08.2011 6,000,000 5,923,800.00 4.33 

EUR ITALY BTP 3%/10-15.04.2015 5,000,000 5,058,500.00 3.69 

EUR ITALY BTP 3.75%/05-01.08.2015 1,500,000 1,565,550.00 1.14 

EUR ITALY BTP 4%/10-01.09.2020 3,000,000 3,045,000.00 2.22 

EUR ITALY BTP 4.25%/08-15.04.2013 1,000,000 1,049,950.00 0.77 

EUR ITALY BTP 4.25%/09-01.09.2019 1,000,000 1,044,500.00 0.76 

EUR ITALY BTP 4.75%/02-01.02.2013 2,500,000 2,645,000.00 1.93 

EUR ITALY BTP 5.25%/98-01.11.2029 2,000,000 2,165,400.00 1.58 

EUR ITALY BTP 5%/98-01.03.2025 1,000,000 1,072,900.00 0.78 

EUR ITALY 3.75%/06-01.08.2021 2,500,000 2,492,000.00 1.82 

EUR ITALY 5.75%/01-25.07.2016 4,000,000 4,542,800.00 3.32 

EUR MEDIOBANCA FRN 06-11.10.2016 1,000,000 965,900.00 0.71 

EUR MORGAN STANLEY 4.5%/09-29.10.2014 250,000 257,050.00 0.19 

USD NETWORK RAIL FINANCE S. 17 5.25%/06- 

09.05.2011 

500,000 376,483.30 0.27 

EUR PORTUGAL TELECOM INTERNATIONAL 

FINANCE 3.75%/05-26.03.2012 

1,000,000 1,010,900.00 0.74 

EUR POSTE ITALIANE 5.25%/02-03.07.2012 600,000 626,520.00 0.46 

EUR PROCTER & GAMBLE 3.375%/05-07.12.2012 1,250,000 1,293,875.00 0.94 

EUR RABOBANK 3.5%/05-23.03.2012 2,500,000 2,571,000.00 1.88 

EUR ROYAL BANK OF SCOTLAND 5.375%/09- 

30.09.2019 

300,000 309,180.00 0.23 

EUR SANOFI-AVENTIS 4.125%/09-11.10.2019 100,000 108,050.00 0.08 

EUR SANPAOLO IMI FRN 06-19.04.2016 1,900,000 1,854,970.00 1.35 

EUR SANTANDER ISSUANCES FRN 06-03.03.2016 1,550,000 1,516,055.00 1.11 

EUR SCANIA CV S. 13 3.625%/06-22.02.2011 500,000 504,145.50 0.37 

EUR SOCIETE GENERALE FRN 07-07.06.2017 750,000 721,500.00 0.53 

EUR UNICREDITO ITALIANO FRN 06-20.09.2016 1,000,000 972,500.00 0.71 


EUR URENCO FINANCE 3.375%/05-07.12.2010 900,000 902,665.80 0.66 

USD US S. G-2015 2.25%/10-31.01.2015 1,500,000 1,153,162.09 0.84 

USD US 6.625%/97-15.02.2027 50,000 52,882.59 0.04 

EUR WAL-MART STORES 4.875%/09-21.09.2029 250,000 287,946.25 0.21 

ITL WORLDBANK 0%/96-07.11.2016 4,000,000,000 1,775,991.98 1.30 

Bonds 104,312,420.67 76.18 

Mortgage-, asset backed securities 

EUR BBVA PYME FONDO DE TITULIZACION DE 

ACTIVOS 4 -A2- FRN 05-19.08.2038 

60,792 58,720.23 0.04 

EUR FIP FUNDING S. 1 A1 FRN 05-10.01.2023 500,000 217,258.91 0.16 

Mortgage-, asset backed securities 


275,979.14 0.20 

Bonds 104,588,399.81 76.38 



Description 

Quantity / 

Nominal 



USD CREDIT SUISSE SICAV ONE (LUX) EQUITY 

ASIAN DRAGON -I- 

Page 198 



900 724,100.50 0.53 



724,100.50 0.53 

Investment funds 724,100.50 0.53 

Securities not listed on a stock exchange: Bonds 

Bonds 

EUR LEHMAN BROTHERS HOLDINGS FRN 03- 

03.11.2008 (MATURED) 


21.05.2009 


10.05.2012 

1,000,000 233,750.00 0.17 

1,000,000 233,750.00 0.17 

1,000,000 233,750.00 0.17 

Bonds 701,250.00 0.51 

Securities not listed on a stock exchange: Bonds 701,250.00 0.51 

Securities listed on a stock exchange or other organised markets: Certificates 

Certificates 

EUR GOLD BULLION SECURITIES 04-PERPETUAL 5,000 465,750.00 0.34 

Certificates 


465,750.00 0.34 

Certificates 465,750.00 0.34 


Cash at banks 4,192,895.30 3.06 

Due to banks -3,539.04 / 


Total net assets 136,936,440.78 100.00

CREDIT SUISSE PORTFOLIO FUND MANAGEMENT COMPANY 

5, rue Jean Monnet 

L- 2180 Luxembourg 

www.credit-suisse.com

Credit Suisse Portfolio Fund (Lux) Unaudited Semi-Annual Report

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