CalPERS 2009 Annual Investment Report - CalPERS On-Line ...

Annual Investment Report 

Fiscal Year Ended June 30, 2009 

California Public Employees’ Retirement System 

A Component Unit of the State of California

Summary of Investments 

as of June 30, 2009 

Introduction 

Chief Investment Officer’s Letter 

Cash Equivalents 

Domestic Cash Equivalents 

International Cash Equivalents 

International Currency 

Debt Securities 

Asset-Backed Securities 

Corporate Bonds 

Sovereign Bonds 

U.S. Treasuries & Agencies 

Mortgage Loans 

Mortgage-Backed Securities 

International Debt Securities 

Equity 

Domestic Equity & Options 

International Equity & Options 

Alternative Investment Management Program 

Corporate Restructuring 

Distressed Securities 

Expansion Capital 

Mezzanine Debt 

Secondary Interest 

Special Situation 

Venture Capital 

Inflationary-Linked Assets 


Real Estate Programs 

Domestic Real Estate 

Domestic REITS 

International Real Estate 

International REITS

Chief Investment Officer’s Letter 

June 30, 2009 

The Board of Administration of the California Public Employees’ Retirement System 

On behalf of CalPERS Investment Office, I am reporting 

on CalPERS investments, California investments, our 

investment performance, and investment-related fees and 

costs for the period that ended June 30, 2009. Our Investment 

Office staff, pension consultant Wilshire Associates, and State 

Street Bank & Trust, our master custodian, compiled this 

data as required by the Retirement Law. 

The worldwide economic decline led to a 24.8 percent 

decline in the market value of our investment portfolio for 

the one-year period ending June 30, 2009. In the aftershock 

of the financial crisis that began in 2007, all investors were 

negatively affected by the unprecedented dislocation in 

credit and housing markets associated with the subprime 

mortgage crisis, a global economic slowdown, and mounting 

liquidity problems in the capital markets. 

We experienced declines in most asset classes. Our 

Global Equity portfolio saw declines by 26 percent in 

U.S. stocks and 32.4 percent in international stocks. Private 

Equity (our Alternative Investment Management Program) 

had a decline of 25.9 percent for the year. Global Fixed 

Income returned 0.4 percent for the domestic portfolio and 

1.7 percent for international. Real estate market values 

declined by 47.9 percent over the fiscal year as the impact 

of the slowdown in the national housing market and 

property devaluations continued. 

In June 2009, a mid-course correction of our three-year 

asset allocation plan for the 2008 through 2010 calendar 

years slightly lowered the target and range for Global 

Equity, raised them for AIM and Global Fixed Income, 

created a new allocation of up to 2 percent for cash, and 

left allocations for Real Estate and the Inflation-Linked 

Asset Class unchanged. 

We continued to invest in the State of California. We 

had $15.1 billion deployed or committed for investment in 

California entrepreneurial businesses, real estate, urban infill, 

and stocks and bonds in corporations based in California. 

We continued to reach out to emerging investment 

managers, to explore and advocate environmental investments 

and sound, sustainable environmental practices. 

Our Supplemental Income Program offered 25 different 

investment options to participating public agencies. 

And finally, in the area of corporate governance, our 

annual Focus List called attention to several U.S. companies 

with poor financial and corporate governance performance. 

We took a strong national leadership role as we joined with 

other institutional investors to advocate market regulatory 

reforms and improved corporate governance practices 

aimed at averting future financial crises. 

Despite the magnitude of the losses suffered in the 

2008-09 fiscal year, our 20-year return was 7.75 percent, our 

overall investment earnings target. So a long-term perspective 

will continue to be important in our strategic investing. 

As the fiscal year closed, equity markets continued to 

recover since March, increasing the Fund’s market value by 

$18 billion. Credit spreads were narrowing, housing prices 

were stabilizing, and investment managers were beginning to 

tap their large cash holdings for promising capital deployments. 

We continued to meet obligations to members, 

contracting employers, and investment partners with the 

right people and tools to maximize risk-adjusted investment 

returns through all market cycles. As the nation’s largest 

public pension fund, we can weather market storms and 

are well positioned for recovery. 

Joseph Dear 

Chief Investment Officer

CalPERS 2008-2009 Annual Investment Report 

Domestic Cash Equivalents 

Security Name Rate Maturity Date Par Value Book Value Market Value Yield 

BARCLAYS CAPITAL REPO 0.04 07/01/2009 8,300,000 $8,300,000 $8,300,000 0.04 

SMIF/PERS 5.26 12/31/2030 1,038,073,000 1,038,073,000 1,038,073,000 5.26 

STIF 0.47 12/31/2020 10,907,273,552 11,067,975,810 11,153,438,578 0.46 

U.S. TREAS BILLS 0.11 07/16/2009 1,607,000 1,606,941 1,606,881 0.11 

U.S. TREAS BILLS 0.11 07/23/2009 1,024,000 1,023,944 1,023,904 0.11 

U.S. TREAS BILLS 0.07 07/02/2009 593,000 592,998 592,979 0.07 

U.S. TREAS BILLS 0.01 02/11/2010 2,000,000 1,994,808 1,994,808 0.01 

Grand Total $12,119,567,502 $12,205,030,150


International Cash Equivalents 

Security Name Shares Book Value Market Value 

ARS CASH RESERVE 64,286 $20,629 $16,934 

Grand Total $20,629 $16,934


International Currency 

Security Name Par Value Book Value Market Value 

ARGENTINE PESO 59,248 $18,954 $15,607 

AUSTRALIAN DOLLAR 12,382,826 9,931,786 

10,010,894 

BRAZILIAN REAL 28,912,243 14,788,991 

14,752,650 

CANADIAN DOLLAR 12,093,036 10,553,900 

10,412,912 

CHILEAN PESO 1,046,758,902 1,957,239 

1,970,370 

COLOMBIAN PESO 61,495,486 28,574 

28,627 

CZECH KORUNA 20,098,235 1,050,053 

1,083,740 

DANISH KRONE 3,702,715 689,359 

697,415 

EGYPTIAN POUND 1,663,860 297,240 

297,437 

EURO CURRENCY 37,656,310 52,425,610 

52,818,640 

HONG KONG DOLLAR 325,837,080 42,042,661 

42,043,223 

HUNGARIAN FORINT 1,189,363,981 5,944,077 

6,122,620 

INDIAN RUPEE 402,794,265 8,368,449 

8,408,188 

INDONESIAN RUPIAH 7,120,134,554 690,201 

697,540 

ISRAELI SHEKEL 11,940,217 2,969,515 

3,044,770 

JAPANESE YEN 8,866,726,756 90,052,141 

91,897,463 

MALAYSIAN RINGGIT 24,811,275 7,048,932 

7,058,684 

MEXICAN PESO (NEW) 121,087,599 8,994,649 

9,194,024 

MOROCCAN DIRHAM 3,127,945 387,475 

388,685 

NEW TAIWAN DOLLAR 1,033,644,139 31,411,426 

31,503,936 

NEW ZEALAND DOLLAR 570,344 379,647 

369,469 

NORWEGIAN KRONE 26,854,455 4,187,654 

4,172,181 

PAKISTAN RUPEE 10,513,691 129,118 

129,097 

PERUVIAN NOUVEAU SOL 4,114,862 1,365,671 

1,365,363 

PHILIPPINE PESO 125,473,983 2,597,720 

2,607,252 

POLISH ZLOTY 3,300,664 1,035,847 

1,036,950 

POUND STERLING 23,034,911 38,021,474 

37,935,034 

SINGAPORE DOLLAR 10,067,208 6,840,568 

6,955,614 

SOUTH AFRICAN RAND 513,393,632 65,741,068 

66,480,237 

SOUTH KOREAN WON 45,042,581,774 35,240,938 

35,356,632 

SRI LANKA RUPEE 345,784 3,209 

3,009 

SWEDISH KRONA 69,897,792 9,117,290 

9,021,573 

SWISS FRANC 6,125,296 5,637,276 

5,632,197 

THAILAND BAHT 242,878,040 7,088,179 

7,128,795 

TURKISH LIRA 16,491,516 10,666,959 

10,735,266 

Grand Total $477,703,850 $481,376,096




AAMES MTG INVST TRUST 3.06 10/25/2035 580,000 $532,464 $58 *** 

ACCESS GROUP INC DEL 2.39 10/27/2025 1,645,101 1,629,513 1,658,724 2.37 

ACE SECS CORP 1.01 12/25/2033 500,000 502,829 

227,550 2.23 

ACE SECS CORP HOME EQUITY LN 0.71 08/25/2045 971,681 971,681 

792,264 0.88 

ACE SECS CORP HOME EQUITY LN T 0.66 02/25/2036 426,302 426,302 

383,938 0.74 

ACE SECS CORP HOME EQUITY TR 0.36 12/25/2036 375,063 354,309 

333,366 0.41 

ACES SECS CORP HOME EQTY LNTR 0.64 11/25/2035 2,000,000 1,913,063 

832,991 1.55 

AEGIS ASSET BACKED SECS TR 1.36 01/25/2034 67,806 68,081 

23,917 3.87 

AES EASTN ENERGY LP 9.67 01/02/2029 65,509,803 81,301,253 67,327,324 9.41 

AFC MTG LN TR 0.70 06/25/2030 556,518 557,159 

431,567 0.90 

ALASKA AIRLS INC 9.50 10/12/2010 2,643,539 2,785,380 3,124,828 8.04 


AMERICAN HOME MTG 0.76 07/25/2046 2,156,574 2,153,143 2,111,049 0.78 

AMERICAN HOME MTG INVESTMENT 0.71 06/25/2037 2,074,751 2,070,973 1,401,416 1.06 

AMERICAN HOME MTG INVT TR 3.17 06/25/2045 877,825 877,697 

532,529 5.23 

AMERICAN HOME MTG INVT TR 5.29 09/25/2045 61,017,651 128,332,278 64,224,005 5.03 

AMERICAN HOME MTG INVT TR 5.35 11/25/2045 6,475,243 6,467,635 3,700,218 9.36 

AMERICREDIT AUTOMOBILE RECV 5.21 10/06/2011 303,829 303,819 

303,659 5.21 

AMERITECH CAP FDG CORP 9.10 06/01/2016 18,074,816 20,514,352 22,910,022 7.18 

ASSET BACKED CTFS SER 2007 1.06 06/25/2037 3,852,124 3,791,392 4,862,823 0.84 

ASSET BACKED FDG CORP 0.75 04/25/2036 192,619 178,121 

142,373 1.02 

ASSET BACKED FDG CORP 0.62 01/25/2035 1,369,057 1,298,855 

700,572 1.21 

ASSET BACKED FDG CORP NIM 6.00 07/26/2035 314,228 311,358 

10,466 *** 

ASSET BACKED SECS CORP 1.44 09/15/2033 944,837 949,373 

516,491 2.64 

BAYVIEW COML ASSET TR 0.71 11/25/2035 1,777,325 1,686,126 1,770,811 0.71 

BAYVIEW FINL ASSET TR 0.91 12/25/2039 1,801,912 1,801,912 1,622,284 1.01 

BAYVIEW FINL ASSET TR 0.76 03/25/2037 2,900,570 2,900,570 2,490,928 0.88 

BAYVIEW FINL ASSET TR 1.46 03/25/2037 846,000 846,000 

775,791 1.59 

BAYVIEW FINL REVOLVING ASSET 1.32 05/28/2039 2,111,029 2,111,029 1,211,307 2.29 

BEAR STEARNS ASSET BACKED 0.83 06/25/2034 1,828,966 1,832,577 

963,293 1.58 

BEAR STEARNS ASSET BACKED SECS 0.47 08/25/2036 3,000,000 2,883,543 1,294,571 1.10 

BEAR STEARNS ASSET BCK SECS TR 0.64 01/25/2036 268,519 268,519 

251,014 0.69 

BEAR STEARNS ASST BACKED SEC 0.86 09/25/2034 3,500,000 3,500,000 2,290,048 1.31 

BEAR STEARNS MTG FDG TR 0.46 12/25/2036 2,296,425 2,296,425 

212,473 5.01 

BEAR STEARNS SECOND LIEN 0.53 02/25/2035 1,851,115 1,851,115 

683,798 1.44 

BLACK 1.30 04/29/2013 2,480,000 2,480,000 2,434,844 1.33 

BURLINGTON NORTHN SANTA FE RY 6.74 09/24/2010 5,636,726 5,926,478 6,941,173 5.47 

BVPS II FUNDING CORP 8.89 06/01/2017 35,764,362 39,732,682 42,188,371 7.54 

CANADIAN NATL RY CO FING 7.20 01/02/2016 18,620,411 19,578,674 25,062,542 5.35 

CARRINGTON MTG LN TR 0.43 02/25/2037 2,202,820 2,202,820 1,810,575 0.53 

CBA COML SMALL BALANCE COML 0.69 12/25/2034 955,872 955,872 

477,936 1.38 

CCCIT 2009 A1 A1 2.07 03/17/2014 1,330,148,287 1,384,579,521 1,590,028,415 1.73 

CD 5.32 12/11/2049 146,450,305 179,737,312 151,043,585 5.16 

CHAIT 2009 A2 A2 1.87 04/15/2014 4,165,000,000 4,165,000,000 4,187,778,385 1.86 

CHEVY CHASE FDG LLC 0.49 07/25/2036 1,376,222 1,376,422 

630,273 1.08 

CITIBANK CR CARD ISSUANCE TR 6.15 06/15/2039 166,268,536 175,995,796 199,485,913 5.13 

CITIBANK CR CARD ISSUANCE TR 5.70 09/20/2019 124,701,402 129,179,698 149,411,303 4.76 

CITIGROUP MORTGAGE LOAN TRUST 0.37 05/25/2037 4,847,927 4,847,927 3,749,049 0.48 

CITIGROUP MTG LN TR 0.37 05/25/2037 5,085,305 5,085,305 3,488,612 0.54 

CITIGROUP MTG LN TR INC 0.71 11/25/2046 4,708,063 4,708,063 2,602,854 1.28 

CMO HLDGS II LTD 5.50 12/25/2035 87,300 85,115 

5,343 *** 

COLLEGE + UNIV FAC LN TR TWO 4.00 06/01/2018 3,160,873 6,579,532 7,395,808 1.71 

COMM MTG TR 6.01 12/10/2049 4,545,000 4,576,289 3,592,984 7.60 

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




COMMUNITY PROGRAM LN TR 1987 A 4.50 10/01/2018 2,976,877 6,310,973 7,368,188 1.82 

CONROE OUTLET CENTER 9.40 05/10/2030 236,409 458,414 

543,761 4.09 

COUNTRYWIDE ASSET BACK CERTIF 0.65 09/25/2035 1,349,921 767,398 

785,803 1.11 

COUNTRYWIDE ASSET BACKED CERT 0.65 04/25/2036 1,630,000 1,519,465 

551,909 1.92 

CREDIT SUISSE FIRST BOSTON MTG 2.71 10/25/2033 369,846 375,562 

232,017 4.33 

CREDIT SUISSE FIRST BOSTON MTG 0.78 05/25/2044 194,653 194,653 

104,106 1.46 

CREDIT SUISSE NIMS TR 6.50 05/27/2036 131,313 131,171 

8,532 *** 

CRUSADE GLOBAL TR 1.31 01/17/2034 994,706 995,227 

838,492 1.56 

CSFB NIMS TR 6.00 01/27/2036 419,282 414,848 

20,956 *** 

CSFB NIMS TR 6.50 02/27/2036 1,098 1,088 

1,087 6.56 

CVS CORP 6.12 01/10/2013 1,715,756 1,742,617 1,608,703 6.52 

CWABS 1.31 09/25/2037 2,787,823 2,768,671 1,723,027 2.12 

CWABS ASSET BACKED CTFS TR 1.21 10/25/2047 3,337,466 3,337,466 1,677,252 2.41 

CWABS INC 0.76 06/25/2033 582,197 582,729 

304,926 1.45 

CWABS INC 5.50 04/25/2035 6,771 784 

825 *** 

CWABS INC 0.67 03/15/2029 2,271,222 2,220,492 

972,504 1.56 

CWABS INC 0.61 12/15/2033 236,073 236,057 

87,338 1.65 

CWABS INC 0.60 02/15/2034 572,435 573,002 

223,283 1.54 

CWABS INC 0.60 02/15/2034 1,047,375 1,046,740 

316,396 1.98 

CWABS INC FOR FUTURE ISSUES 0.69 12/15/2028 1,090,973 1,092,429 

584,406 1.29 

CWHEQ INC 5.55 08/25/2021 1,995,182 1,995,154 1,519,039 7.29 

DILLARD KENNER LA 9.25 01/15/2013 2,671,728 2,781,058 3,151,625 7.84 

DSLA MTG LN TR 0.71 11/19/2044 485,085 485,085 

143,436 2.41 

DT AUTO OWNER TR 5.60 03/15/2013 1,537,199 1,537,199 1,435,977 6.00 

EMC MTG TR 1.06 05/25/2039 970,791 973,676 

688,048 1.49 

EQUITY ONE ABS INC 5.91 02/25/2033 179,146 179,218 

18,547 *** 

FBR SECURITIZATION TR 2.56 09/25/2035 300,000 256,278 

5,697 *** 

FBR SECURITIZATION TR 2.56 11/25/2035 570,753 566,219 

7,444 *** 

FEDERAL EXPRESS CORP 11.13 12/26/2015 18,116,732 22,253,217 28,850,669 6.99 

FEDERAL EXPRESS CORP 10.70 03/11/2013 17,657,951 20,334,369 31,244,519 6.05 

FIRST FRANKLIN CI 15 5.68 12/25/2035 42,874 42,874 

8,574 *** 

FIRST FRANKLIN MTG LN NIM 6.50 09/25/2035 198,940 197,727 

75,558 *** 

FIRST FRANKLIN MTG LN TR 0.44 12/25/2026 2,454,224 2,454,224 

413,952 2.63 

FORD CR AUTO OWNER 1.22 01/15/2011 2,405,188 2,395,538 2,403,707 1.22 

FRANKLIN AUTO TR 5.04 01/20/2011 38,248 38,246 

38,297 5.03 

GE WMC MTG SECS LTD 5.50 01/25/2036 103,549 103,221 

10 *** 

GREENPOINT MTG FDG TR 0.71 09/25/2034 2,660,656 2,660,656 1,388,372 1.36 

GREENPOINT MTG FDG TR 0.99 09/25/2034 2,500,000 2,500,000 

36,298 *** 

GS MTG SECS CORP 5.50 11/25/2035 539,975 533,033 

32,377 *** 

GSAMP TR 0.61 12/25/2036 3,630,058 3,625,438 1,615,646 1.37 

GSAMP TR 0.43 03/25/2047 2,255,928 2,255,928 1,905,939 0.51 

GSAMP TR 2006 SEA1 0.61 05/25/2036 2,480,489 2,475,665 1,489,145 1.02 

GSAMP TR 2006 SEA2 0.81 05/25/2036 3,104,000 3,104,000 

486,969 5.16 

HECHINGER WYOMISSING PA 9.43 01/01/2020 3,187,180 3,966,350 3,945,841 7.61 

HOME EQUITY ASSET TR 2006 5 0.46 10/25/2036 3,190,000 3,060,153 

806,614 1.83 

HOME EQUITY MTG TR 5.50 01/25/2037 4,470,334 4,467,806 

487,135 *** 

HOME LN TR 0.41 08/25/2019 781,401 781,401 

724,492 0.45 

HOMER CITY FDG LLC 8.73 10/01/2026 72,501,270 83,928,025 72,481,570 8.74 

IMPAC CMB TR 0.91 03/25/2035 409,977 411,919 

236,048 1.58 

IMPAC SECD ASSET TR 0.42 05/25/2037 4,091,780 4,091,780 2,149,334 0.81 

IMPAC SECD ASSETS TR 0.39 01/25/2037 2,126,932 2,126,932 1,753,862 0.48 

IMPAC SECD ASSETS TR 0.42 10/25/2036 3,480,393 3,480,393 2,238,408 0.66 

INDYMAC ABS INC 2.83 06/25/2031 1,135,309 1,135,829 

699,190 4.59 





INDYMAC MBS INC 0.55 03/25/2035 2,217,446 2,071,720 

965,347 1.26 

INDYMAC MBS INC 1.01 05/25/2046 228,643 228,446 

2,355 *** 

IRWIN HOME EQUITY LN TR 0.46 08/25/2037 7,102,758 7,102,758 4,692,948 0.70 

IXIS REAL ESTATE CAP TR 0.47 08/25/2036 6,420,000 6,406,593 2,152,993 1.41 

J P MORGAN MTG ACQUISITION TR 0.37 01/25/2032 4,118,628 4,118,628 2,869,902 0.54 

JEFFERSONVILLE OUTLET CENTER 9.40 05/10/2030 2,876,815 0 0 0.00 

JP MORGAN CHASE COML MTG SECS 5.42 01/15/2049 14,571,909 28,706,996 25,615,340 3.08 

JP MORGAN MTG ACQUISITION TR 0.39 08/25/2036 191,226 191,226 

183,022 0.41 

K MART GASTONIA NC 9.80 09/15/2018 2,966,971 2,933,963 3,499,899 8.31 

KINCAID GENERATION L L C 7.33 06/15/2020 11,833,310 11,902,363 15,590,456 5.56 

KMART VARIOUS, 9.75PCT 9.75 09/01/2013 7,337,978 0 0 0.00 

LA ARENA FDG LLC 7.66 12/15/2026 13,319,651 25,201,040 30,958,429 3.29 

LONG BEACH ACCEP AUTO REC 5.03 01/15/2014 1,500,000 1,500,000 1,478,965 5.10 

LONG BEACH ACCEP AUTO RECEIV 4.25 04/15/2012 1,380,226 1,368,069 1,390,495 4.22 

LONG BEACH MTG LN TR 1.13 09/25/2031 1,113,263 1,113,491 

626,814 2.01 

LONG BEACH MTG LN TR 0.49 08/25/2035 494,135 490,512 

404,808 0.60 


776,740 1.65 


779,557 0.87 

LS PWR FDG CORP 8.08 12/30/2016 17,458,196 18,324,374 21,845,192 6.46 

MASTR SPECIALIZED LN TR 0.71 07/25/2034 2,388,851 2,393,946 1,316,481 1.29 

MERRILL LYNCH MTG 0.59 01/25/2047 2,020,960 2,020,960 1,077,570 1.10 

MERRILL LYNCH MTG INVS INC 5.67 05/25/2046 609,475 608,020 

566,622 6.09 

MERRILL LYNCH MTG INVS INC 0.43 02/25/2037 2,345,610 2,345,610 1,694,228 0.60 

MERRILL LYNCH MTG INVS NIM TR 5.00 08/25/2036 939,561 926,591 

104,161 10.00 

MERRILL LYNCH MTG INVS TR 0.38 07/25/2037 357,837 357,802 

327,640 0.42 

MERRILL LYNCH MTG INVS TR 0.71 03/25/2037 3,100,000 3,100,000 

33,625 *** 

MERRILL LYNCH MTG INVS TR 0.61 02/25/2037 4,458,189 4,458,189 

126,330 *** 

MIDWEST GENERATION LLC 8.56 01/02/2016 51,356,375 43,561,973 60,144,947 7.31 

MIRANT MID ATLANTIC LLC 10.06 12/30/2028 60,747,940 45,189,449 70,495,041 8.67 

MORGAN STANLEY ABS 1.31 02/25/2037 1,900,000 1,900,000 

12,940 *** 

MORGAN STANLEY ABS CAP I 0.84 09/25/2034 95,008 95,008 

52,489 1.52 

MORGAN STANLEY ABS CAP I 0.63 11/25/2035 3,800,000 3,624,045 2,196,265 1.09 

MORGAN STANLEY ABS CAP I 0.61 12/25/2035 2,660,000 2,535,640 1,394,117 1.16 

MORGAN STANLEY ABS CAP I INC 0.35 09/25/2036 568,489 568,365 

547,661 0.37 

MORGAN STANLEY ACES SPC 1.21 03/20/2010 3,175,000 3,175,000 3,103,563 1.24 

NATIONAL COLLEGIATE STDNT LN 0.78 02/25/2032 2,500,000 2,500,000 

257,467 7.56 

NATIONAL ENERGY + GAS TRANSM 0.00 0/00/0000 591,859 1,154,382 

6,982 0.00 

NATL CITY BANK 2.70 08/24/2009 473,636 472,621 

472,765 2.70 

NELNET STUDENT LN TR 0.66 06/22/2017 213,818 213,844 

211,881 0.66 

NEW CENTURY HOME EQUITY LN TR 0.96 11/25/2033 1,089,370 1,096,116 

524,881 1.99 

NORTHWEST AIRLINES 1.49 02/06/2015 2,485,714 2,393,121 2,440,534 1.51 

NORWEST OFFICE DES MOINES IA 10.19 06/01/2013 3,805,714 4,595,478 4,871,561 7.96 

NOVASTAR MTG FDG TR 0.41 03/25/2037 4,157,947 4,157,947 3,229,943 0.53 

OPTION ONE MTG LN TR 0.71 02/25/2035 1,066,662 1,044,273 

764,696 0.99 

OPTION ONE MTG SECS CORP 5.44 08/25/2035 213,614 212,556 

78,473 *** 

OPTION ONE WOODBRIDGE LN TR 0.79 08/25/2033 148,142 148,336 

142,514 0.82 

ORIGEN MANUFCTRD HSG CNTRCT TR 0.47 11/15/2018 1,572,677 1,572,230 1,264,651 0.58 

PACE WAREHOUSE BALTIMORE MD 9.00 03/15/2017 4,333,055 5,228,555 5,413,442 7.20 

PNPP II FUNDING CORP 9.12 05/30/2016 11,790,102 13,071,942 15,450,205 6.96 

POWER CONTRACT FING L L C 6.26 02/01/2010 838,284 842,352 

852,227 6.15 

PROVIDENT BK HOME EQUITY LN TR 0.85 08/25/2031 1,023,858 1,024,386 

551,417 1.58 

RAAC 0.60 05/25/2046 3,099,651 3,099,651 1,002,822 1.85 

RAAC 1.51 09/25/2037 2,093,424 2,093,424 1,351,790 2.34 





RAAC SER 2007 RP3 TR 0.69 10/25/2046 3,581,791 3,581,791 2,166,940 1.14 

RAAC SERIES 0.41 11/25/2036 994,261 994,261 

853,943 0.48 

RAAC SERIES 0.46 03/25/2037 2,425,830 2,425,830 2,054,302 0.55 

RASC SER 2007 KS3 TR 0.42 04/25/2037 2,244,847 2,244,847 1,933,782 0.49 

RASC TR 0.63 01/25/2036 1,800,000 1,737,617 

416,718 2.72 

RESI FIN LTD PARTNERSHIP 1.72 09/10/2035 2,740,083 1,867,938 2,313,077 2.04 

RESIDENTIAL ASSET MTG PRODS 7.00 11/25/2031 4,226,646 9,178,219 7,522,185 3.93 

RESIDENTIAL ASSET MTG PRODS IN 6.50 03/25/2034 3,239,831 6,981,240 6,781,199 3.11 

RESIDENTIAL ASSET SEC MTG PASS 0.91 06/25/2032 485,842 486,253 

311,399 1.42 

RESMAE MTG LN TR 0.46 02/25/2036 2,800,000 2,800,000 1,180,088 1.10 

RGS AEGCO FDG CORP 9.81 12/07/2022 15,324,869 17,564,579 20,284,975 7.41 

RGS I + M FDG CORP 9.81 12/07/2022 21,123,469 24,072,507 26,424,426 7.84 

RITE AID 1998 CTL 6 7.15 01/10/2021 46,801,272 33,127,176 22,083,094 *** 

S + S CONSTR 100PCT 11.50 02/28/2011 2,633 6,135 

7,308 4.14 

SAMS CLUB GASTONIA NC 9.18 07/15/2018 4,475,724 5,501,573 5,632,230 7.30 

SANTA FE TOPEKA, KS 10.32PCT 10.32 01/01/2014 11,835,874 14,109,969 14,501,184 8.42 

SB FIN NIM TR 7.50 06/25/2036 111,419 111,330 

6,682 *** 

SECURITIZED ASSET BACKED RECD 0.64 10/25/2035 754,245 729,858 

603,172 0.80 

SHARPS SP I LLC NET INT MARGIN 5.00 05/25/2035 428,624 427,763 

8,567 *** 

SLM PRIVATE CR STUDENT LN TR 0.69 03/15/2017 1,274,772 1,267,729 1,225,972 0.72 

SLM PRIVATE CR STUDENT LN TR 2 1.02 12/15/2039 2,100,000 2,100,000 1,052,491 2.03 

SMALL BUSINESS ADMIN 5.68 06/01/2028 5,804,884 5,804,884 6,260,858 5.27 

SOUTHWEST AIRLS CO 9.15 07/01/2016 23,277,595 25,720,481 29,858,841 7.13 

SOUTHWEST AIRLS CO 7.22 07/01/2013 6,504,979 6,594,273 7,882,111 5.96 

STANFIELD DAYTONA CLO LTD 1.34 04/27/2013 3,960,000 3,960,000 3,888,023 1.37 

STRUCTURED ASSET INVT LN TR 0.76 11/25/2034 8,592,640 8,604,008 6,914,309 0.94 

STRUCTURED ASSET SECS CORP 0.42 04/25/2036 6,493 6,495 

6,369 0.43 

STRUCTURED ASSET SECS CORP 0.43 10/25/2036 2,262,019 2,262,019 1,766,048 0.56 

STRUCTURED ASSET SECS CORP 0.44 02/25/2037 3,250,000 2,976,048 

433,875 3.32 

STRUCTURED ASSET SECS CORP MTG 0.46 05/25/2036 750,000 700,555 

299,848 1.16 

TALF ASSET 1.00 12/31/2099 1,460,200,318 1,460,200,318 1,460,200,318 1.00 

TERWIN MTG TR 0.40 07/25/2037 97,661 148,502 

95,457 0.41 

TERWIN MTG TR 4.50 07/25/2037 5,295,744 5,233,932 1,095,542 *** 

TERWIN MTG TR 4.50 03/25/2037 3,365,162 3,345,547 

573,939 *** 

TERWIN MTG TR 4.50 02/25/2037 5,241,748 5,189,397 

821,980 *** 

TERWIN MTG TR 0.39 01/25/2038 1,973,135 1,972,232 1,329,706 0.58 

TUNISIA REP 9.80 12/31/2014 2,676,531 3,031,626 3,705,333 7.08 

UNION PAC RR CO PASS THRU TR 6.91 08/27/2017 21,117,210 22,340,470 27,253,169 5.35 

UNITED AIR LINES 1.00 12/31/2049 3,649,350 3,798,686 1,291,454 2.83 

UNITED AIR LINES 8.70 12/31/2049 18,545,992 19,304,915 4,895,030 *** 

UNITED AIR LINES 1.00 04/22/2009 26,399,306 27,479,597 

981 *** 

UNITED AIR LINES 8.39 01/21/2011 10,106,786 9,973,950 

978 *** 

UNITED AIR LINES INC 9.76 12/31/2049 1,390,498 1,447,399 1,254,799 *** 

UNITED AIRLS 8.31 03/26/2009 3,467,405 3,609,295 

974 *** 

UNITED AIRLS PASS THRU TRS 9.02 04/19/2012 5,893,750 5,805,861 2,085,716 *** 

US AIRWAYS PASSTHRU TRS 6.85 01/30/2018 566,242 568,593 

368,057 *** 

VANDERBILT ACQUISITION LN TR 5.70 09/07/2023 192,277 191,179 

187,704 5.84 

WACHOVIA AUTO LN TR 2006 2 5.23 08/22/2011 598,752 598,722 

601,137 5.21 

WALMART CROSBY, TX 12PCT 12.00 11/01/2009 43,223 48,040 

51,656 *** 

WALMART FAYETTE, GA 12PCT 12.00 11/01/2009 75,428 83,835 

90,144 *** 

WALMART OKLAHOMA, OK 12PCT 12.00 12/01/2009 116,853 130,251 

139,992 *** 

WALMART SEARCY, AR 12PCT 12.00 02/01/2010 126,472 141,782 

152,244 9.97 

WAMU ASSET BACKED CTFS WAMU 0.69 05/25/2037 3,200,000 3,200,000 

24,249 *** 





WAMU MTG 0.63 08/25/2045 1,655,932 1,658,287 

927,408 1.12 

WAMU MTG 0.63 07/25/2045 733,058 733,058 

411,047 1.12 

WAMU MTG PASS THROUGH CTFS 0.71 08/25/2045 1,543,666 1,546,651 

532,214 2.06 

WAMU MTG PASS THROUGH CTFS 0.58 07/25/2045 157,135 157,135 

73,425 1.24 

WARREN BUSINESS CENTER 7.26 05/10/2014 3,794,576 7,819,559 9,285,220 2.97 

WASHINGTON MUT MT PASS CTFS 2.33 07/25/2046 1,849,171 1,811,190 

625,515 6.89 

WASHINGTON MUT MTG SECS CORP 0.67 01/25/2045 3,156,544 3,156,544 1,029,589 2.05 

WEF ISSUER LLC 5.19 12/15/2014 191,171 191,162 

188,699 5.26 

WELLS FARGO HOME EQUITY 0.55 11/25/2035 20,579 20,592 

20,382 0.55 

WELLS FARGO HOME EQUITY TR 3.31 05/25/2034 579,003 580,581 

153,318 *** 

WILMINGTON TRUST UAL 8.90 03/03/2013 20,848,123 22,993,945 

2,459 *** 

Grand Total $8,705,084,004 $8,742,859,039 





AAC GROUP HOLDING CORP 10.25 10/01/2012 40,000 

$34,982 $29,050 11.14 

AB SVENSK EXPORTKREDIT SE 0.00 05/11/2037 20,783,567 5,073,759 4,771,934 0.00 

ABBOTT LABS 6.00 04/01/2039 24,940,280 25,902,065 31,047,951 4.82 

ACE CAP TR II 9.70 04/01/2030 21,693,887 26,011,767 22,263,780 9.45 

AES CORP 7.75 03/01/2014 70,000 

73,513 

66,063 8.21 

AES CORPORATION 8.00 06/01/2020 1,662,685 1,562,407 1,760,300 7.56 

AFLAC INC 8.50 05/15/2019 20,783,567 21,634,055 26,160,431 6.75 

AIFUL CORP 5.00 08/10/2010 810,000 803,582 

409,158 9.90 

AIFUL CORPORATION 6.00 12/12/2011 671,000 656,237 

301,950 28.15 

AK STL CORP 7.75 06/15/2012 831,343 833,472 

951,249 6.77 

ALCAN ALUM LTD 4.88 09/15/2012 3,700,000 3,265,854 3,672,250 4.91 

ALLIANT TECHSYSTEMS INC 6.75 04/01/2016 1,662,685 1,684,038 1,784,817 6.29 

ALLTEL CORP 7.00 03/15/2016 31,591,022 33,072,164 40,744,958 5.43 

ALLTEL CORP TRANCHE B 3 7.65 05/16/2015 2,954 

2,861 

2,917 7.75 

ALTRIA GROUP INC 7.75 02/06/2014 3,000,000 2,995,498 3,314,351 7.01 

AMERICA TOWER CORP 7.00 10/15/2017 1,662,685 1,711,576 1,875,529 6.21 

AMERICAN ACHIEVEMENT CORP 8.25 04/01/2012 20,000 

20,487 

18,600 8.87 

AMERICAN EXPRESS BK FSB 5.50 04/16/2013 3,300,000 2,949,655 3,265,456 5.56 

AMERICAN EXPRESS CO 8.15 03/19/2038 54,037,274 56,475,602 67,693,297 6.51 

AMERICAN EXPRESS CO 6.15 08/28/2017 800,000 798,316 

745,272 6.60 

AMERICAN EXPRESS CO 7.25 05/20/2014 2,550,000 2,546,068 2,649,316 6.98 

AMERICAN GEN FIN CORP 6.90 12/15/2017 61,519,358 63,652,128 38,591,192 12.35 

AMERICAN GEN FIN CORP MTN 0.88 12/15/2011 2,180,000 2,180,000 1,297,100 1.48 

AMERICAN GEN FIN CORP MTN 6.50 09/15/2017 82,302,925 85,640,608 50,706,321 12.41 

AMERICAN HONDA FIN CORP 7.63 10/01/2018 40,735,791 42,402,748 48,697,513 6.38 

AMERICAN INTL GROUP 8.18 05/15/2068 62,350,701 64,902,165 73,550,158 6.93 

AMERICAN INTL GROUP 8.25 08/15/2018 42,953,707 44,314,488 28,793,735 9.84 

AMERICAN INTL GROUP INC 5.85 01/16/2018 54,868,617 55,043,645 34,303,791 9.36 

AMERICAN INTL GROUP INC 6.25 03/15/2087 66,507,414 64,662,986 18,764,030 11.70 

AMERICAN WTR CAP CORP 6.59 10/15/2037 44,892,505 46,729,559 44,574,332 6.64 

AMERIGAS PARTNERS L P 7.25 05/20/2015 881,343 870,246 

958,522 6.67 

AMERISOURCEBERGEN CORP 5.88 09/15/2015 110,000 109,659 

103,534 6.24 

AMVESCAP PLC 4.50 12/15/2009 1,630,000 1,622,658 1,579,642 4.64 

ANADARKO PETE CORP 5.95 09/15/2016 23,277,595 24,131,220 26,868,656 5.15 

ANADARKO PETE CORP 6.45 09/15/2036 24,108,938 24,962,034 25,861,313 6.01 

ANHEUSER BUSCH COS INC 5.50 01/15/2018 13,301,483 13,797,913 15,097,052 4.85 




ANHEUSER BUSCH INBEV WORLDWIDE 7.20 01/15/2014 2,100,000 2,116,000 2,269,100 6.66 

AOL TIME WARNER INC 7.70 05/01/2032 38,241,763 44,478,360 44,323,796 6.64 

APPALACHIAN PWR CO 6.70 08/15/2037 17,458,196 18,168,347 19,802,329 5.91 

ARCELORMITTAL 5.38 06/01/2013 4,450,000 4,440,332 4,227,500 5.66 

ARCHER DANIELS MIDLAND CO 5.38 09/15/2035 22,446,252 22,784,947 24,589,907 4.91 

ARCHER DANIELS MIDLAND CO 6.75 12/15/2027 11,638,798 12,373,425 14,460,578 5.43 

AT+T INC 5.60 05/15/2018 5,025,000 5,028,352 5,033,690 5.59 

AT+T INC 6.30 01/15/2038 136,340,199 139,802,140 153,389,870 5.60 

AT+T WIRELESS SVCS INC 8.75 03/01/2031 16,709,988 20,927,177 23,997,054 6.09 

AUTOZONE INC 5.75 01/15/2015 2,775,000 2,776,180 2,767,292 5.77 

AXA SA 8.60 12/15/2030 3,325,371 3,592,417 3,530,408 8.10 

AXA SA 6.38 12/29/2049 20,783,567 20,307,642 15,690,700 8.45 

BAC CAP TR XIII 1.03 03/15/2043 810,000 684,151 

360,268 2.31 

BANK AMER CORP 4.88 01/15/2013 3,700,000 3,746,642 3,533,973 5.10 

BANK AMER CORP 5.75 12/01/2017 49,880,561 51,614,224 52,582,307 5.45 

BANK AMER CORP 8.13 12/29/2049 83,134,268 86,536,220 81,395,508 8.30 





BANK AMER FDG CORP 5.65 05/01/2018 4,175,000 4,153,906 3,676,202 6.42 

BANK OF AMERICA 1.54 05/12/2010 3,000,000 3,000,000 2,925,607 1.58 

BANK OF AMERICA 5.30 03/15/2017 38,241,763 38,130,597 38,259,043 5.30 

BANK OF AMERICA CORP 6.00 09/01/2017 57,362,645 59,600,518 61,642,396 5.58 



BANK OF AMERICA CORP FDIC GTD 3.13 06/15/2012 11,900,000 11,894,915 12,277,341 3.03 

BARCLAYS BK PLC 6.05 12/04/2017 58,662,645 60,872,736 58,501,153 6.07 

BAXTER INTL INC 6.25 12/01/2037 19,120,882 19,873,148 24,242,740 4.93 

BAXTER INTL INC 5.38 06/01/2018 1,570,000 1,567,194 1,632,026 5.17 

BCP07K319 TRS USD P F .00000 0.00 04/06/2010 (16,114,164) (16,114,164) (16,114,164) 0.00 

BCP07K319 TRS USD R F .00000 0.00 04/06/2010 16,114,164 16,114,164 15,853,420 0.00 

BCP07L1K7 TRS USD P F .00000 0.00 04/13/2010 (29,979,827) (29,979,827) (29,979,827) 0.00 

BCP07L1K7 TRS USD R F .09000 0.09 04/13/2010 29,979,827 29,979,827 29,487,539 0.09 

BCP07PX80 TRS USD P F .00000 1.00 04/15/2010 (27,631,566) (27,631,566) (27,631,566) 1.00 

BCP07PX80 TRS USD R F .00000 1.00 04/15/2010 27,631,566 27,631,566 26,738,745 1.03 

BCP07S742 CDS USD P F .35000 0.35 06/20/2014 (7,700,000) (7,700,000) (7,700,000) 0.35 

BCP07S742 CDS USD R V 03MEVENT 1.00 06/20/2014 7,700,000 7,700,000 7,537,492 1.02 

BCP07S7S9 CDS USD P F .20000 0.20 06/20/2014 (2,000,000) (2,000,000) (2,000,000) 0.20 

BCP07S7S9 CDS USD R V 03MEVENT 1.00 06/20/2014 2,000,000 2,000,000 1,991,726 1.00 

BCP07S841 CDS USD P F .72000 0.72 09/20/2012 (4,300,000) (4,300,000) (4,300,000) 0.72 

BCP07S841 CDS USD R V 03MEVENT 1.00 09/20/2012 4,300,000 4,300,000 4,327,471 0.99 

BCP07SPQ3 CDS USD P F .62000 0.62 12/25/2049 (1,000,000) (755,509) (1,000,000) 0.62 

BCP07SPQ3 CDS USD R V 01MEVENT 1.00 12/25/2049 1,000,000 1,000,000 1,840,625 0.54 

BCP07SQ82 CDS USD P F .82000 0.82 12/25/2049 (3,000,000) (3,000,000) (3,000,000) 0.82 

BCP07SQ82 CDS USD R V 01MEVENT 1.00 12/25/2049 3,000,000 3,754,624 5,521,875 0.54 

BCP07SQE9 CDS USD P F .62000 0.62 12/25/2049 (6,000,000) (4,489,149) (6,000,000) 0.62 

BCP07SQE9 CDS USD R V 01MEVENT 1.00 12/25/2049 6,000,000 6,000,000 11,043,750 0.54 

BCP07SQL3 CDS USD P F .11000 0.11 06/20/2012 (3,300,000) (3,300,000) (3,300,000) 0.11 

BCP07SQL3 CDS USD R V 03MEVENT 1.00 06/20/2012 3,300,000 3,300,000 3,337,650 0.99 

BCP07SQP4 CDS USD P F .35000 0.35 06/20/2012 (5,000,000) (5,000,000) (5,000,000) 0.35 

BCP07SQP4 CDS USD R V 03MEVENT 1.00 06/20/2012 5,000,000 5,117,793 5,196,615 0.96 

BCP0855Z4 TRS USD P F .10000 0.10 05/24/2010 (29,947,057) (29,947,057) (29,947,057) 0.10 

BCP0855Z4 TRS USD R F .00000 0.00 05/24/2010 29,947,057 29,947,057 30,757,013 0.00 

BCP088539 TRS USD P F 1.00000 1.00 05/27/2010 (27,992,757) (27,992,757) (27,992,757) 1.00 

BCP088539 TRS USD R F 1.00000 1.00 05/27/2010 27,992,757 27,992,757 27,410,378 1.02 

BCP09GXN5 TRS USD P F .01000 0.01 06/28/2010 (25,999,874) (25,999,874) (25,999,874) 0.01 

BCP09GXN5 TRS USD R F .01000 0.01 06/28/2010 25,999,874 25,999,874 25,584,721 0.01 

BCP09GXR6 TRS USD P F .10000 0.10 06/28/2010 (20,000,134) (20,000,134) (20,000,134) 0.10 

BCP09GXR6 TRS USD R F .10000 0.10 06/28/2010 20,000,134 20,000,134 19,681,644 0.10 

BCP09GXU9 TRS USD P F .01000 0.01 06/24/2010 (20,000,134) (20,000,134) (20,000,134) 0.01 

BCP09GXU9 TRS USD R F .01000 0.01 06/24/2010 20,000,134 20,000,134 19,680,781 0.01 

BE AEROSPACE 1.00 07/21/2014 997,500 989,061 

987,525 1.01 

BEAR STEARNS COS INC 1.09 08/15/2011 970,000 954,018 

949,398 1.12 

BEAR STEARNS COS INC 1.27 01/31/2011 3,200,000 3,052,313 3,148,052 1.29 




BELLSOUTH CAP FDG CORP 7.75 02/15/2010 1,260,000 1,277,254 1,298,926 7.52 

BELLSOUTH CORP 6.00 11/15/2034 1,500,000 1,413,491 1,395,995 6.45 

BHP BILLITON FIN USA LTD 5.50 04/01/2014 1,965,000 1,958,788 2,108,020 5.13 

BICENT POWER LLC 7.36 07/31/2014 1,181,536 1,181,536 1,063,382 8.18 

BOEING CO 5.13 02/15/2013 1,500,000 1,538,384 1,584,348 4.85 

BOEING CO 8.75 09/15/2031 25,605,355 31,287,165 40,339,108 5.55 

BOYD GAMING CORP 6.75 04/15/2014 65,000 

64,452 

52,000 8.44 





BOYD GAMING CORP 7.13 02/01/2016 280,000 279,078 

204,400 9.76 

BRITISH SKY BROADCASTING GROUP 8.20 07/15/2009 3,190,000 3,193,269 3,195,431 8.19 

BRITISH TELECOMMUNICATIONS PLC 9.13 12/15/2030 49,277,837 47,080,745 63,226,072 7.11 

BRITISH TELECOMMUNICATIONS PLC 9.13 12/15/2010 80,000 

82,628 

84,800 8.61 

BUCKEYE OHIO TOB SETTLEMENT 5.88 06/01/2030 800,000 795,783 

559,528 8.40 

BUCKEYE OHIO TOB SETTLEMENT 5.88 06/01/2047 2,600,000 2,548,431 1,467,700 10.41 

BUNGE LIMITED FINANCE CO 8.50 06/15/2019 585,000 587,967 

614,826 8.09 

BURLINGTON NORTHN SANTA FE COR 6.15 05/01/2037 11,887,369 11,680,514 13,902,825 5.26 

BURLINGTON RES FIN CO 7.20 08/15/2031 60,688,016 64,197,855 78,182,636 5.59 

BVPS II FUNDING CORP 8.68 06/01/2017 19,868,259 21,680,169 25,064,925 6.88 

CABLEVISION SYSTEMS CORP TL 6.67 03/29/2013 984,810 950,342 

923,456 7.11 

CALENERGY CO INC 8.48 09/15/2028 108,864,324 126,609,370 151,122,901 6.11 

CANADIAN NAT RES LTD 5.15 02/01/2013 920,000 919,810 

936,239 5.06 

CANADIAN NAT RES LTD 6.25 03/15/2038 26,602,966 27,517,948 30,505,625 5.45 

CANADIAN NAT RES LTD 6.75 02/01/2039 14,964,168 15,554,695 18,432,364 5.48 

CANADIAN PAC RY CO NEW 6.50 05/15/2018 525,000 523,078 

518,905 6.58 

CAPITAL ONE FINL CORP 6.75 09/15/2017 37,410,421 38,850,808 41,674,180 6.06 

CAPMARK FINANCIAL GROUP 7.88 05/10/2012 200,000 199,951 

53,000 *** 

CAPMARK FINL GROUP INC 3.61 05/10/2010 3,090,000 3,089,850 1,259,175 8.85 

CAPMARK FINL GROUP INC 8.30 05/10/2017 100,000 

99,874 

25,000 *** 

CARDINAL HEALTH INC 1.46 10/02/2009 1,080,000 1,080,040 1,073,557 1.47 

CARGILL INC 6.00 11/27/2017 69,417,114 71,482,142 79,153,590 5.26 

CARGILL INC 8.89 03/31/2022 20,783,567 25,559,363 29,813,066 6.20 

CARGILL INC 6.13 09/15/2036 30,759,679 31,943,200 30,254,938 6.23 

CARGILL INC MEDIUM NTS 144A 7.41 06/18/2027 12,054,469 12,578,223 14,211,825 6.29 

CDIG10855 CDS USD P V 00MEVENT 1.00 06/20/2013 (48,800,000) (48,800,000) (48,800,000) 1.00 

CDIG10855 CDS USD R F 1.17000 1.17 06/20/2013 48,800,000 49,786,899 48,287,600 1.18 

CDIG10856 CDS USD P F 1.15750 1.16 06/20/2015 (37,088,000) (37,947,395) (36,557,642) 1.17 

CDIG10856 CDS USD R V 00MEVENT 1.00 06/20/2015 37,088,000 37,088,000 37,088,000 1.00 

CELANESE US HOLDINGS LLC 7.10 04/01/2014 1,969,925 1,967,462 1,822,180 7.68 

CENTEL CAPITAL CORP 9.00 10/15/2019 23,614,910 23,614,912 26,562,433 8.00 

CENTERPOINT ENERGY HOUSTON 5.75 01/15/2014 24,108,938 25,250,037 28,881,736 4.80 

CENTERPOINT ENERGY HOUSTON 6.95 03/15/2033 6,505,256 7,571,951 7,794,443 5.80 

CENTERPOINT ENERGY INC 6.85 06/01/2015 15,614,168 17,232,940 17,226,793 6.21 

CENTERPOINT ENERGY RES CORP 6.63 11/01/2037 25,771,623 26,571,792 24,834,245 6.88 

CENTURY TEL ENTERPRISES INC 6.88 01/15/2028 47,386,533 45,068,445 44,718,496 7.29 

CHESAPEAKE + POTOMAC TEL CO WV 8.40 10/15/2029 19,289,539 22,498,543 24,649,004 6.57 

CHESAPEAKE ENERGY CORP 6.50 08/15/2017 6,323,056 5,720,130 6,063,249 6.78 

CHESAPEAKE ENERGY CORP 6.38 06/15/2015 40,000 

40,139 

35,800 7.12 

CHESAPEAKE ENERGY CORP 6.25 01/15/2018 50,000 

49,603 

41,625 7.51 

CHS CMNTY HEALTH SYS INC 8.88 07/15/2015 210,000 208,877 

205,800 9.06 

CHS COMMUNITY HEALTH SYS INC 6.00 07/13/2014 984,532 984,532 

945,397 6.25 

CINCINNATI BELL INC NEW 7.00 02/15/2015 120,000 119,489 

108,600 7.73 

CINCINNATI GAS + ELEC CO 6.90 06/01/2025 30,759,679 32,338,414 34,306,918 6.19 

CIT GROUP FDG CO CDA 5.20 06/01/2015 14,964,168 15,494,203 10,326,442 7.54 

CIT GROUP INC 1.17 02/13/2012 220,000 202,172 

128,700 2.00 

CIT GROUP INC 5.40 03/07/2013 7,000,000 6,139,640 4,375,000 8.64 

CIT GROUP INC NEW 5.40 01/30/2016 81,471,583 81,069,541 55,621,081 7.91 

CIT GROUP INC NEW 5.00 02/13/2014 1,155,000 1,112,201 

687,225 8.40 

CIT GROUP INC NEW 5.13 09/30/2014 660,000 609,846 

396,000 8.54 

CIT GROUP INC NEW 5.00 02/01/2015 3,625,000 3,267,508 2,102,500 8.62 

CITIGROUP 5.50 02/15/2017 19,120,882 19,273,426 18,132,443 5.80 

CITIGROUP CAP 8.30 12/21/2057 124,701,402 129,022,517 114,712,504 9.02 

CITIGROUP CAP 8.30 12/21/2077 1,200,000 1,246,375 

935,790 9.12 

CITIGROUP INC 5.13 05/05/2014 23,277,595 24,132,913 24,890,076 4.79 





CITIGROUP INC 5.30 01/07/2016 4,156,713 4,209,873 4,235,579 5.20 

CITIGROUP INC 5.50 04/11/2013 3,530,000 3,516,448 3,300,030 5.88 

CITIGROUP INC 6.00 08/15/2017 55,805,931 57,999,310 56,864,909 5.89 

CITIGROUP INC 6.13 11/21/2017 36,579,078 37,939,203 37,733,125 5.94 

CITIGROUP INC 6.13 05/15/2018 6,650,741 6,686,774 6,843,948 5.95 

CITIGROUP INC 6.88 03/05/2038 166,268,536 171,631,254 172,138,613 6.64 

CITIGROUP INC 8.50 05/22/2019 7,000,000 7,150,178 7,104,451 8.38 

CITIGROUP INC FDIC GTD TLGP 2.88 12/09/2011 8,800,000 8,782,242 9,044,342 2.80 

CITIZENS COMMUNICATIONS CO 6.25 01/15/2013 4,988,056 4,845,851 5,413,292 5.76 

CITIZENS COMMUNICATIONS CO 7.13 03/15/2019 5,000 

5,000 

4,238 8.41 

CITIZENS COMMUNICATIONS CO 9.25 05/15/2011 40,000 

41,531 

41,500 8.92 

CITIZENS COMMUNICATIONS CO 7.88 01/15/2027 110,000 113,913 

85,800 10.10 

CLEAR CHANNEL COMMUNICATIONS 5.50 12/15/2016 23,277,595 13,218,165 5,972,273 17.98 

CMS ENERGY CORP 2.08 01/15/2013 2,000,000 2,000,000 1,660,000 2.51 



COCA COLA CO 4.88 03/15/2019 20,783,567 22,280,083 24,895,807 4.07 

COCA COLA ENTERPRISES INC 6.75 01/15/2038 17,034,211 18,031,380 22,395,085 5.13 



COLUMBIA/HCA HEALTHCARE CORP 7.69 06/15/2025 230,000 241,253 

143,750 9.43 

COMCAST CABLE COMMUNICATIONS 8.88 05/01/2017 57,445,779 66,416,462 79,217,300 6.44 

COMCAST CORP NEW 1.46 07/14/2009 70,000 

69,994 

70,019 1.46 

COMCAST CORP NEW 5.65 06/15/2035 17,626,854 18,030,342 18,876,450 5.28 

COMCAST CORP NEW 6.45 03/15/2037 24,446,252 24,855,063 27,884,366 5.65 

COMMONWEALTH BK AUSTRALIA SR 2.40 01/12/2012 16,000,000 15,982,516 15,944,357 2.41 

COMMONWEALTH EDISON CO 5.90 03/15/2036 17,458,196 17,987,801 19,753,947 5.21 

COMMONWEALTH EDISON CO 6.45 01/15/2038 69,001,442 71,618,683 83,943,763 5.30 

COMMUNITY HEALTH SERVICES INC 1.00 07/01/2014 2,765,581 2,765,581 2,485,151 1.11 

COMMUNITY HEALTH SERVICES INC 1.00 07/01/2014 138,863 138,863 

124,782 1.11 

COMPAGNIE GENERALE DE 7.50 05/15/2015 175,000 177,717 

159,250 8.24 

COMPAGNIE GENERALE DE GEOPHYSI 7.75 05/15/2017 90,000 

92,454 

82,575 8.45 

COMPLETE PRODTN SVCS INC 8.00 12/15/2016 195,000 198,856 

166,481 9.37 

COMPUTER SCIENCES CORP 1.06 03/15/2013 3,410,000 3,409,190 3,397,435 1.06 

CONAGRA INC 5.82 06/15/2017 19,084,303 19,719,555 22,934,457 4.84 

CONAGRA INC 9.75 03/01/2021 5,134,372 6,395,641 7,090,599 7.06 

CONOCOPHILLIPS CDA FDG CO I 5.63 10/15/2016 1,485,000 1,352,990 1,547,988 5.40 

CONOCOPHILLIPS CDA FDG CO II 5.95 10/15/2036 16,626,854 17,265,688 19,186,597 5.16 

CONSTELLATION BRANDS 1.00 06/01/2013 818,657 807,013 

777,069 1.05 

CONSTELLATION BRANDS INC 7.25 05/15/2017 2,494,028 2,480,494 2,714,001 6.66 

CONSUMERS ENERGY CO 5.50 08/15/2016 49,464,889 51,523,834 58,948,154 4.62 

CORPORACION NACIONAL DEL COBRE 6.15 10/24/2036 3,485,000 3,436,549 3,369,784 6.36 

CORRECTIONS CORP AMER NEW 6.25 03/15/2013 2,494,028 2,497,493 2,780,196 5.61 

COUNTRYWIDE FINL CORP 6.25 05/15/2016 92,133,552 86,918,546 96,530,116 5.97 

COX COMMUNICATIONS INC NEW 5.45 12/15/2014 73,158,156 75,971,193 84,412,790 4.72 



CRDIT SUISSE USA INC 5.38 03/02/2016 7,482,084 7,555,684 8,752,767 4.59 

CREDIT AGRICOLE S A 6.64 05/29/2049 6,000,000 2,927,218 3,525,000 10.72 

CREDIT SUISSE GUERNSEY BRH 5.86 05/29/2049 1,500,000 1,243,881 

960,000 9.16 

CREDIT SUISSE N Y 6.00 02/15/2018 45,723,847 47,459,667 53,846,362 5.09 

CRICKET COMMUNICATIONS I 7.75 05/15/2016 1,662,685 1,665,874 1,887,787 6.83 

CROWN CASTLE OPERATING COMPANY 1.00 02/15/2014 1,957,432 1,962,325 1,820,607 1.08 

CSC HLDGS INC 7.88 02/15/2018 4,156,713 4,131,066 4,621,402 7.08 

CSC HLDGS INC 7.63 04/01/2011 30,000 

30,936 

29,775 7.68 





CSC HLDGS INC 7.63 07/15/2018 145,000 154,397 

134,306 8.23 

CSC189 CDS USD P F 1.21000 1.21 03/20/2013 (3,400,000) (3,400,000) (3,400,000) 1.21 

CSC189 CDS USD R V 00MEVENT 1.00 03/20/2013 3,400,000 3,400,000 3,297,575 1.03 

CSX CORP 6.25 03/15/2018 45,723,847 47,604,843 55,297,798 5.17 

CSX CORP 6.15 05/01/2037 1,662,685 1,306,711 1,822,554 5.61 

CSX CORP 7.45 04/01/2038 7,482,084 8,068,768 9,528,325 5.85 

CSX CORP 7.95 05/01/2027 23,086,386 26,127,846 29,221,990 6.28 

CSX CORP MTNS BOOK ENTRY 6.80 12/01/2028 19,287,150 19,882,590 22,342,539 5.87 

CYTEC INDUSTRIES INC 8.95 07/01/2017 2,600,000 2,592,772 2,592,772 8.97 

DAIMLER CHRYSLER HLDGS 8.50 01/18/2031 50,711,903 59,241,050 62,662,283 6.88 

DAIMLERCHRYSLER NORTH AMER 1.47 08/03/2009 720,000 720,048 

718,248 1.47 

DAIMLERCHRYSLER NORTH AMER HLD 6.50 11/15/2013 113,893,947 120,448,052 136,702,786 5.42 

DAVITA INC 6.63 03/15/2013 3,530,371 3,502,978 3,864,536 6.05 

DCP MIDSTREAM LLC 6.75 09/15/2037 38,241,763 39,625,480 34,029,728 7.59 

DELHAIZE GROUP SA 6.50 06/15/2017 7,982,084 8,265,504 9,514,527 5.45 

DENBURY RES INC 7.50 12/15/2015 1,662,685 1,652,842 1,863,271 6.69 

DEUTSCHE BK AG LONDON 6.00 09/01/2017 26,602,966 27,577,452 31,937,281 5.00 

DEUTSCHE TELEKOM INTL FIN B V 9.25 06/01/2032 67,682,933 87,386,242 97,403,762 6.43 

DEUTSCHE TELEKOM INTL FIN BV 8.75 06/15/2030 72,742,484 88,079,394 100,452,856 6.34 

DEVON ENERGY CORP 7.95 04/15/2032 9,976,112 12,460,942 14,238,601 5.57 

DEVON FING CORP U L C 7.88 09/30/2031 39,073,106 48,617,311 54,620,665 5.63 

DEVON FING CORP U L C 6.88 09/30/2011 760,000 785,124 

826,625 6.32 

DEX MEDIA WEST LLC 8.50 08/15/2010 200,000 202,884 

144,000 11.81 

DEXIA CREDIT LOCAL 1.00 09/23/2011 5,400,000 5,400,000 5,413,500 1.00 

DI FIN SUB LLC 9.50 02/15/2013 82,000 

82,847 

79,130 9.84 

DIRECTV HLDGS LLC 6.38 06/15/2015 3,325,371 3,218,485 3,603,958 5.88 

DIRECTV HLDGS LLC 8.38 03/15/2013 100,000 102,402 

100,750 8.31 

DISCOVER FINL SVCS 6.45 06/12/2017 200,000 199,676 

171,227 7.53 

DISNEY WALT CO NEW MTN BOOK 5.63 09/15/2016 1,655,000 1,556,960 1,760,632 5.29 

DOMINION RES INC 7.00 06/15/2038 7,482,084 7,825,738 9,625,930 5.44 

DOMINION RES INC VA NEW 4.75 12/15/2010 580,000 571,074 

595,855 4.62 

DOMINION RES INC VA NEW 5.95 06/15/2035 29,454,471 30,505,934 33,139,348 5.29 

DONNELLEY R R + SONS 5.50 05/15/2015 18,289,539 19,019,492 18,770,000 5.36 

DONNELLEY R R + SONS 6.13 01/15/2017 6,650,741 6,881,730 6,825,455 5.97 

DONNELLEY R R + SONS CO 4.95 04/01/2014 3,000,000 2,903,797 2,610,000 5.69 

DONNELLEY R R + SONS CO 11.25 02/01/2019 1,750,000 1,749,866 1,837,500 7.25 

DOW CAP B V 9.20 06/01/2010 17,458,196 18,499,822 21,430,296 7.49 

DOW CHEM CO 5.70 05/15/2018 2,105,000 2,096,673 1,798,468 6.67 

DUKE ENERGY CAROLINAS LLC 6.00 01/15/2038 14,964,168 15,566,151 18,615,000 4.82 

DUKE ENERGY CAROLINAS LLC 6.10 06/01/2037 1,500,000 1,473,641 1,558,779 5.87 

DYNEGY HOLDINGS INC 7.75 06/01/2019 300,000 298,869 

234,000 9.94 

EASTMAN KODAK CO 7.25 11/15/2013 1,030,000 1,022,675 

647,613 9.85 

ECHOSTAR DBS CORP 7.75 05/31/2015 4,156,713 4,138,876 4,670,435 6.90 

ECHOSTAR DBS CORP 6.63 10/01/2014 70,000 

71,147 

64,925 7.14 

ECHOSTAR DBS CORP 7.13 02/01/2016 160,000 159,591 

148,800 7.66 

EDF S A 6.95 01/26/2039 62,350,701 63,975,122 81,908,810 5.29 

EDISON MISSION ENERGY 7.50 06/15/2013 831,343 778,826 

877,699 7.10 

EDISON MISSION ENERGY 7.20 05/15/2019 831,343 649,918 

734,276 8.15 

EDISON MISSION ENERGY 7.00 05/15/2017 1,925,000 1,885,703 1,482,250 9.09 

EDS189 CDS USD P F .65000 0.65 09/20/2013 (3,100,000) (3,100,000) (3,100,000) 0.65 

EDS189 CDS USD R V 00MEVENT 1.00 09/20/2013 3,100,000 3,100,000 2,915,948 1.06 

EL PASO CORP 7.25 06/01/2018 2,494,028 2,398,117 2,677,226 6.75 

EL PASO ENERGY CORP MTN 7.75 01/15/2032 2,494,028 2,115,927 2,383,025 8.11 

ELECTRONIC DATA SYS CORP 7.13 10/15/2009 1,947,000 1,954,191 1,978,712 7.01 

ELECTRONIC DATA SYS CORP NEW 6.00 08/01/2013 3,150,000 3,195,936 3,396,281 5.56 





EMBARQ CORP 7.08 06/01/2016 47,412,477 49,611,800 53,927,545 6.23 

EMBARQ CORP 8.00 06/01/2036 60,272,344 61,413,720 61,855,683 7.79 

ENCANA CORP 6.50 02/01/2038 45,723,847 47,490,715 54,892,626 5.41 

ENCANA CORP 6.63 08/15/2037 23,277,595 24,081,920 28,388,491 5.43 

ENERGY TRANSFER PARTNERS L P 7.50 07/01/2038 19,120,882 19,704,188 23,906,294 6.00 

ENERGY TRANSFER PARTNERS LP 6.63 10/15/2036 11,638,798 12,010,917 13,081,910 5.89 

ENTERPRISE PRODS OPER L P 4.63 10/15/2009 655,000 654,042 

657,895 4.60 

ENTERPRISE PRODS OPER L P 6.65 10/15/2034 11,638,798 11,899,707 13,139,437 5.89 

ENTERPRISE PRODS OPER L P 6.88 03/01/2033 7,482,084 7,243,828 8,684,069 5.92 

ENTERPRISE PRODS OPER LP 5.75 03/01/2035 7,482,084 7,546,513 7,505,496 5.73 

EOG RES INC 5.88 09/15/2017 34,085,050 35,459,786 42,759,707 4.68 

EOG RES INC 6.88 10/01/2018 8,313,427 8,610,798 11,135,541 5.13 

EQ189 CDS USD P F 2.03000 2.03 06/20/2016 (3,500,000) (3,500,000) (3,500,000) 2.03 

EQ189 CDS USD R V 00MEVENT 1.00 06/20/2016 3,500,000 3,500,000 3,340,860 1.05 

ERAC USA FIN CO 7.95 12/15/2009 590,000 596,164 

587,292 7.99 

EXELON CORP 5.63 06/15/2035 31,591,022 32,640,588 29,994,930 5.92 

EXELON GENERATION CO LLC 6.95 06/15/2011 870,000 884,054 

910,797 6.64 

F00056031TL01 1.00 12/15/2014 20,900 

14,914 

14,575 1.43 

FIRST ENERGY CORP 7.38 11/15/2031 12,991,392 15,690,228 14,462,811 6.62 

FIRSTENERGY CORP 6.45 11/15/2011 1,150,000 1,176,195 1,190,189 6.23 

FLORIDA PWR + LT CO 5.65 02/01/2037 34,500,721 35,797,114 41,474,933 4.70 

FLORIDA PWR + LT CO 6.20 06/01/2036 14,964,168 15,573,038 19,338,933 4.80 

FLORIDA PWR CORP 6.35 09/15/2037 11,638,798 12,100,031 15,150,030 4.88 

FLORIDA ST BRD ED 4.75 06/01/2037 4,100,000 4,134,546 3,916,812 4.97 

FMC FIN III SA 6.88 07/15/2017 220,000 216,873 

206,800 7.31 

FORD HLDGS INC 9.30 03/01/2030 21,423,701 17,435,549 12,888,635 9.81 

FORD MTR CR CO 3.89 01/13/2012 8,255,000 8,157,043 6,196,409 5.18 

FOREST CITY ENTERPRISES INC 6.50 02/01/2017 52,000 

52,000 

27,820 13.23 

FOREST CITY ENTERPRISES INC 7.63 06/01/2015 20,000 

20,654 

12,050 13.58 

FOREST OIL CORP 7.25 06/15/2019 1,662,685 1,496,658 1,765,204 6.83 

FORTUNE BRANDS INC 5.38 01/15/2016 32,422,364 33,585,274 34,889,486 4.99 

FORTUNE BRANDS INC 5.88 01/15/2036 22,847,791 22,815,397 20,181,934 6.65 

FREEPORT MCMORAN COPPER + GOLD 5.00 04/01/2015 1,400,000 1,400,000 1,302,000 5.37 

FREEPORT MCMORAN COPPER + GOLD 8.38 04/01/2017 2,000,000 2,018,335 2,015,000 8.31 

FREESCALE SEMICONDUCTOR INC 1.00 12/02/2013 1,951,747 1,925,785 

825,394 2.36 

GARTMORE INVESTMENT MGT 1.00 05/30/2014 5,416,814 5,354,810 1,733,380 3.13 

GAZ CAP SA LUXEMBOURG 6.21 11/22/2016 4,000,000 3,924,686 3,337,736 7.44 

GE GLOBAL INS HLDG CORP 7.50 06/15/2010 1,140,000 1,165,165 1,151,400 7.43 

GENERAL ELEC CAP CORP 5.00 01/08/2016 3,325,371 3,429,293 3,780,212 4.40 






GENERAL ELEC CO 5.25 12/06/2017 114,725,290 118,609,445 132,854,272 4.53 

GENERAL ELEC CO 5.00 02/01/2013 4,500,000 4,531,102 4,670,197 4.82 

GENERAL MTRS CORP 8.38 07/15/2033 1,300,000 1,059,109 

162,500 *** 

GENWORTH FINL INC 5.65 06/15/2012 1,020,000 1,019,837 

816,000 7.06 

GENWORTH FINL INC 5.75 06/15/2014 635,000 629,476 

444,500 8.21 

GENWORTH FINL INC 6.52 05/22/2018 3,355,000 3,357,283 2,147,200 10.18 

GEORGIA PACIFIC CORP 1.00 12/20/2012 2,634,523 2,634,523 2,479,086 1.06 

GEORGIA PACIFIC LLC 8.25 05/01/2016 2,078,357 2,142,028 2,414,897 7.10 

GETTY IMAGES 1.00 07/02/2014 1,391,250 1,362,074 1,374,833 1.01 

GLITNIR BANKI HF 6.69 06/15/2016 130,000 134,454 

13 *** 

GMAC LLC 6.00 12/15/2011 5,436,000 4,195,195 4,668,120 6.99 





GMAC LLC 6.88 09/15/2011 198,000 158,906 

176,220 7.72 

GMAC LLC 7.25 03/02/2011 5,032,000 4,487,249 4,604,280 7.92 

GMAC LLC 8.00 11/01/2031 9,976,112 5,994,174 8,237,618 9.69 

GOLDEN ST TOB SECURITIZATION 5.75 06/01/2047 2,900,000 2,715,877 1,738,550 9.59 

GOLDEN ST TOB SECURITIZATION 5.30 06/01/2037 300,000 194,149 

126,534 *** 

GOLDMAN SACHS CAP III 1.44 09/29/2049 3,620,000 3,522,662 1,972,900 2.64 

GOLDMAN SACHS GROUP INC 5.00 10/01/2014 7,482,084 7,837,510 8,801,693 4.25 








GOLDMAN SACHS GROUP INC 1 5.95 01/15/2027 13,638,798 13,869,448 13,488,973 6.02 

GOLDMAN SACHS GROUP INC MTN 7.50 02/15/2019 32,216,994 32,806,640 40,075,347 6.03 

GRAPHIC PACKAGING INTL INC 1.00 05/16/2014 1,469,090 1,363,505 1,379,475 1.06 

GSC HLDGS CORP / GAMESTOP INC 8.00 10/01/2012 1,662,685 1,743,251 1,968,693 6.76 

GTE CORP 6.84 04/15/2018 24,446,252 25,238,616 30,242,001 5.53 

GTE CORP 6.94 04/15/2028 35,451,567 38,959,401 42,223,585 5.83 

GTE CORP 8.75 11/01/2021 13,844,244 16,112,911 18,937,143 6.40 

GTE FLA INC 6.86 02/01/2028 19,289,539 19,907,660 19,977,505 6.62 

HANESBRANDS INC 1.00 09/05/2013 328,288 323,622 

325,694 1.01 

HANESBRANDS INC 4.59 12/15/2014 1,120,000 1,142,431 

901,600 5.70 

HARTFOED FINL SVCS GROUP INC 8.13 06/15/2038 58,193,988 41,038,281 48,052,770 9.84 

HARTFORD FINL SVCS GROUP INC 6.30 03/15/2018 1,775,000 1,480,283 1,420,000 7.88 

HAWKER BEECHRAFT ACQUISIT 1.00 03/26/2014 156,389 155,216 

71,344 2.19 

HAWKER BEEHCRAFT ACUISTION 7.35 03/26/2014 1,681 

1,669 

767 *** 

HBOS PLC MEDIUM TERM SUB 5.38 11/29/2049 6,000,000 3,015,203 2,899,698 11.12 

HCA INC 1.00 11/07/2013 5,478,946 5,489,219 4,942,558 1.11 

HCA INC FORMERLY HCA 6.50 02/15/2016 630,000 628,208 

510,300 8.02 

HECHINGER COLUMBIA MD 9.43 01/01/2020 4,780,770 6,129,388 6,065,050 7.43 

HECHINGER FAIRFAX VIRGINIA 9.43 01/01/2020 4,725,819 5,987,705 5,575,285 7.99 

HECHINGER INDEPENDENCE MO 9.43 01/01/2020 3,681,742 4,734,360 4,705,356 7.37 

HECHINGER LENEXA KANSAS 9.43 01/01/2020 5,769,895 7,397,537 7,319,888 7.43 

HECHINGER ST MATTHEWS KENTUCKY 9.43 01/01/2020 3,736,694 4,790,786 4,740,499 7.43 

HERCULES OFFSHORE INC TERM B4 1.00 07/11/2013 5,000 

5,000 

3,463 1.44 

HERCULES OFFSHORE LLC 1.00 07/11/2013 2,000,000 2,000,000 1,385,000 1.44 

HERTZ CORP 10.50 01/01/2016 25,000 

26,922 

22,313 9.24 

HERTZ CORP 8.88 01/01/2014 95,000 

95,294 

88,113 9.57 

HIGHLAND CREDIT OPPORTUNITIES 0.00 00/00/0000 22,230,790 23,140,500 26,223,893 0.00 

HIGHLAND CREDIT OPPORTUNITIES 0.00 00/00/0000 41,308,789 70,017,650 57,522,366 0.00 

HIGHLAND RESTORATION CAP PTNRS 0.00 00/00/0000 55,246,375 57,507,121 65,169,750 0.00 

HOME DEPOT INC 5.40 03/01/2016 14,132,826 14,297,995 16,464,760 4.64 

HOME DEPOT INC 5.88 12/16/2036 57,362,645 58,944,636 59,067,245 5.71 

HOSPIRA INC 1.71 03/30/2010 800,000 800,000 

792,842 1.73 

HOST HOTELS + RESORTS LP 9.00 05/15/2017 4,156,713 4,104,684 4,725,598 7.92 

HOUSEHOLD FIN CORP 8.00 07/15/2010 1,635,000 1,679,229 1,688,716 7.75 

HOUSTON LTG + PWR CO 9.15 03/15/2021 21,706,357 24,150,431 33,183,305 5.99 

HSBC BK PLC 6.04 08/20/2012 160,000 159,809 

144,960 6.66 

HSBC BK PLC 6.29 08/20/2012 160,000 159,800 

146,400 6.87 

HSBC BK PLC GBL 3.94 07/20/2012 3,800,000 3,800,000 3,170,345 4.72 

HSBC BK USA NEW YORK N Y 4.63 04/01/2014 83,965,611 87,127,404 97,246,467 3.99 

HSBC FIN CAP TR IX 5.91 11/30/2035 1,500,000 1,257,496 

795,000 9.57 

HSBC FIN CORP 5.00 06/30/2015 7,482,084 7,746,666 8,064,730 4.64 





HSBC FIN CORP 5.50 01/19/2016 5,819,399 6,004,782 6,407,880 4.99 

HSBC HLDGS PLC 6.50 09/15/2037 10,000,000 9,983,119 9,668,054 6.72 

HSBC HLGS PLC 7.50 07/15/2009 3,335,000 3,337,554 3,340,619 7.49 

HUNTSMAN LLC 11.63 10/15/2010 500,000 518,658 

513,125 *** 

HUSKY ENERGY INC 7.25 12/15/2019 5,819,399 6,043,607 7,453,540 5.66 

HUSKY ENERGY INC 6.80 09/15/2037 38,241,763 39,749,044 43,655,846 5.96 

HYDRO QUEBEC 8.05 07/07/2024 9,082,419 10,583,687 12,970,327 5.64 

HYDRO QUEBEC 9.40 02/01/2021 8,313,427 11,670,897 13,498,204 5.79 

HYDRO QUEBEC 9.38 04/15/2030 76,000 113,363 

107,222 6.65 

IBM INTL GROUP CAP LLC 5.05 10/22/2012 390,000 389,796 

418,589 4.71 

ILFC E CAPITAL TR I 5.90 12/21/2065 140,000 137,413 

51,800 *** 

ING BANK NV 3.90 03/19/2014 9,900,000 9,881,981 10,131,620 3.81 

INGLES MARKET INC 8.88 05/15/2017 831,343 858,903 

965,959 7.64 

INN OF THE MTN GODS RESORT + C 12.00 11/15/2010 70,000 

73,175 

28,175 *** 

INTELSAT JACKSON HLDGS LTD 9.50 06/15/2016 2,494,028 2,600,402 2,949,361 8.03 

INTERNATIONAL PAPER CO 9.38 05/15/2019 1,662,685 1,747,998 1,980,951 7.87 

INTERNATIONAL PAPER CO 7.95 06/15/2018 1,455,000 1,454,844 1,396,800 8.28 

INTL LEASE FIN CORP MTN 1.54 07/01/2011 570,000 570,000 

444,600 1.97 

INVISTA 9.25 05/01/2012 250,000 260,075 

234,375 9.87 

ISTAR FINL INC 0.97 09/15/2009 3,510,000 3,510,010 3,334,500 1.02 

ISTAR FINL INC 5.88 03/15/2016 580,000 563,440 

232,000 15.83 

J P MORGAN CHASE + CO 5.75 01/02/2013 2,000,000 1,918,551 2,047,089 5.62 

JOHNSON CTLS INC 6.00 01/15/2036 39,073,106 40,147,477 31,153,268 7.53 

JP MORGAN CHASE CAP XXV 6.80 10/01/2037 1,814,000 1,707,737 1,523,760 8.10 

JPMORGAN CHASE + CO 6.40 05/15/2038 4,000,000 3,786,828 4,045,002 6.33 

JPMORGAN CHASE + CO 7.90 04/29/2049 83,134,268 85,980,048 85,818,324 7.65 

JPMORGAN CHASE + CO FORMERLY 6.00 01/15/2018 47,802,204 50,403,213 56,297,430 5.09 

JPMORGAN CHASE CO 6.13 06/27/2017 1,800,000 1,823,413 1,734,172 6.36 

KFW 4.88 06/17/2019 20,783,567 21,887,551 25,533,687 3.97 

KINDER MORGAN ENERGY PARTNERS 6.75 03/15/2011 250,000 253,633 

261,127 6.46 

KINDER MORGAN ENERGY PARTNERS 7.50 11/01/2010 430,000 439,307 

450,353 7.16 

KINDER MORGAN FIN CORP 5.70 01/05/2016 831,343 744,262 

840,923 5.64 

KOREA DEV BK 8.00 01/23/2014 4,000,000 3,990,268 4,354,920 7.35 

KRAFT FOODS INC 6.50 11/01/2031 3,325,371 3,507,620 3,915,763 5.52 




KREDITANSTALT FUR WIEDERAUFBAU 0.00 04/18/2036 40,735,791 11,021,345 12,458,171 0.00 


KROGER CO 6.40 08/15/2017 7,482,084 7,752,836 9,385,209 5.10 

KROGER CO 6.90 04/15/2038 10,807,455 11,189,572 13,555,928 5.50 

KROGER CO 7.50 04/01/2031 36,579,078 41,902,145 49,150,841 5.58 

L 3 COMMUNICATIONS CORP 5.88 01/15/2015 1,662,685 1,539,504 1,779,914 5.49 

L 3 COMMUNICATIONS CORP 6.13 01/15/2014 1,662,685 1,653,202 1,824,044 5.58 

L 3 COMMUNICATIONS CORP 6.38 10/15/2015 100,000 100,081 

92,125 6.92 

LAMAR MEDIA CORP 7.25 01/01/2013 100,000 103,054 

95,500 7.59 

LAMAR MEDIA CORP 6.63 08/15/2015 20,000 

19,021 

17,400 7.61 

LANDSBANKI IS HF 2.86 08/25/2009 3,330,000 3,330,368 

5,203 *** 

LANDSOURCES COMMUNITIES 1.00 02/26/2014 2,000,000 2,000,000 1,120,000 1.79 

LANDWIRTSCHAFTLICHE RENTENBANK 5.13 02/01/2017 4,156,713 4,542,330 5,090,603 4.18 

LEASEPLAN CORPORATION NV 3.00 05/07/2012 5,800,000 5,798,513 5,842,534 2.98 

LEHMAN BROS HLDGS INC 7.50 05/11/2038 281,825,168 7,763,273 

33,245 *** 


114 *** 


495 *** 


225,000 *** 





LEHMAN BROTHERS HLDGS INC 7.00 09/27/2027 66,507,414 11,370,722 11,768,025 *** 

LEHMAN BROTHERS HLDGS INC 5.50 04/04/2016 575,000 557,874 

84,813 *** 

LEVEL 3 FING INC 9.25 11/01/2014 135,000 136,751 

110,700 11.28 

LEVI STRAUSS + CO NEW 9.75 01/15/2015 831,343 861,052 

965,959 8.39 

LIMITED BRANDS INC 8.50 06/15/2019 1,662,685 1,668,036 1,887,787 7.49 

LIMITED INC 5.25 11/01/2014 5,000,000 4,583,796 4,250,770 6.18 

LINCOLN NATL CORP IN 6.30 10/09/2037 12,470,140 12,916,699 10,475,092 7.50 

LINCOLN NATL CORP IN 8.75 07/01/2019 717,000 710,084 

739,852 8.48 

LITTON INDS INC 6.75 04/15/2018 24,524,609 25,041,716 29,946,993 5.53 

LL FDC 140924B1 7.95 09/24/2014 500,000 486,828 

474,285 8.38 

LLOYDS TSB BANK PLC SER 144A 2.21 04/02/2012 4,400,000 4,400,000 4,388,212 2.21 

LOCKHEED MARTIN CORP 6.15 09/01/2036 27,849,980 32,368,007 34,347,167 4.99 

LONGHORN A 1.00 11/01/2027 404,032,542 419,025,752 370,001,667 1.09 

LONGHORN B MULTI STRATEGY CRDT 1.00 11/01/2027 135,167,343 140,302,388 99,253,376 1.36 

LORAL CORP 7.00 09/15/2023 5,195,892 5,463,470 7,046,633 5.16 

LOWES COMPANIES INC 5.50 10/15/2035 10,807,455 11,167,950 11,808,112 5.03 

LOWES COMPANIES INC 5.80 10/15/2036 19,952,224 20,687,373 22,709,347 5.10 

LYONDELLBASELL 9.62 05/31/2015 5,250 

4,850 

3,102 *** 

MACQUARIE BK LTD SR 2.60 01/20/2012 15,000,000 15,003,390 15,080,943 2.59 

MACQUARIE BK LTD SR MEDIUM 4.10 12/17/2013 5,000,000 5,031,125 5,131,370 4.00 

MACYS RETAIL HLDGS INC 5.35 03/15/2012 2,965,000 2,341,366 2,735,213 5.80 

MARATHON OIL CORP 6.80 03/15/2032 18,243,815 19,980,108 20,998,141 5.91 

MARCH + MCLENNAN COS INC 9.25 04/15/2019 1,200,000 1,199,837 1,363,630 8.14 

MASCO CORP 6.13 10/03/2016 2,900,000 2,733,552 2,265,625 7.84 

MASS MUTUAL LIFE INS CO 8.88 06/01/2039 49,880,561 51,253,776 61,817,160 7.16 

MERCK + CO INC 5.95 12/01/2028 19,120,882 20,542,105 23,443,071 4.85 

MERCK + CO INC 6.40 03/01/2028 7,482,084 8,386,023 9,621,144 4.98 

MERNA REINS LTD 2007 1 2.97 06/30/2012 1,400,000 1,400,000 1,303,960 3.19 

MERRILL LYNCH + CO INC 0.71 03/23/2010 2,300,000 2,262,280 2,267,711 0.72 


MERRILL LYNCH + CO INC 4.13 09/10/2009 2,240,000 2,234,945 2,243,243 4.12 







MERRILL LYNCH CO INC 6.11 01/29/2037 12,470,140 11,164,212 11,095,591 6.87 

METLIFE CAP TR IV 7.88 12/15/2067 124,701,402 128,590,753 119,151,256 8.24 

METLIFE CAP TR X 9.25 04/08/2068 103,086,492 107,304,913 108,226,606 8.81 

METLIFE INC 6.82 08/15/2018 54,037,274 56,428,163 64,136,313 5.74 

METLIFE INC 6.40 12/15/2066 24,940,280 24,967,569 21,035,345 7.59 

METROPOLITAN LIFE GLOBAL FDG I 1.14 08/13/2012 1,390,000 1,374,919 1,298,057 1.22 

METROPOLITAN TRANSN AUTH N Y D 7.34 11/15/2039 3,900,000 3,900,000 4,596,579 6.22 

MEX217 CDS USD P V 00MEVENT 1.00 03/20/2011 (19,000,000) (19,000,000) (19,000,000) 1.00 

MEX217 CDS USD R F 4.00000 4.00 03/20/2011 19,000,000 19,000,000 19,803,700 3.84 

MEX218 CDS USD P F 4.45000 4.45 03/20/2014 (19,000,000) (19,000,000) (20,966,500) 4.03 

MEX218 CDS USD R V 00MEVENT 1.00 03/20/2014 19,000,000 19,000,000 19,000,000 1.00 

MIDAMERICAN ENERGY HLDGS CO 5.95 05/15/2037 30,759,679 31,873,893 35,019,670 5.23 

MIDAMERICAN ENERGY HLDGS CO 6.50 09/15/2037 37,410,421 38,629,497 45,793,798 5.31 

MILLER BREWING CO 5.50 08/15/2013 47,386,533 49,255,740 54,792,796 4.76 

MMC230 CDS USD P F .95000 0.95 06/20/2019 (1,200,000) (1,200,000) (1,200,000) 0.95 

MMC230 CDS USD R V 00MEVENT 1.00 06/20/2019 1,200,000 1,200,000 1,183,253 1.01 

MO204 CDS USD P F 1.35000 1.35 03/20/2014 (3,000,000) (3,000,000) (3,000,000) 1.35 

MO204 CDS USD R V 00MEVENT 1.00 03/20/2014 3,000,000 3,000,000 2,908,067 1.03 





MORGAN STANLEY 1.45 01/09/2014 2,870,000 2,870,124 2,557,888 1.63 

MORGAN STANLEY 4.75 04/01/2014 870,000 825,305 

796,599 5.19 



MORGAN STANLEY DEAN WITTER 6.60 04/01/2012 1,130,000 1,145,121 1,193,127 6.25 

MORGAN STANLEY GROUP INC 5.30 03/01/2013 15,644,769 15,768,648 17,424,093 4.76 




MOT175 CDS USD P F 4.25000 4.25 12/20/2011 (2,500,000) (2,500,000) (2,500,000) 4.25 

MOT175 CDS USD R V 00MEVENT 1.00 12/20/2011 2,500,000 2,500,000 2,433,692 1.03 

MOT181 CDS USD P F 4.05000 4.05 12/20/2011 (2,500,000) (2,500,000) (2,596,750) 3.90 

MOT181 CDS USD R V 00MEVENT 1.00 12/20/2011 2,500,000 2,500,000 2,500,000 1.00 

MOTOROLA INC 8.00 11/01/2011 5,000,000 4,861,144 5,012,500 7.98 

MUFG CAPITAL FINANCE 1 LIMITED 6.35 07/29/2049 1,150,000 1,150,000 

977,500 7.47 

NALCO CO 8.25 05/15/2017 1,662,685 1,731,798 1,966,241 6.98 

NATIONAL AUSTRALIA BK LTD 2.55 01/13/2012 12,000,000 11,985,996 11,907,415 2.57 

NATIONAL CAP II NAB 5.49 12/29/2049 500,000 275,924 

330,000 8.31 

NATIONAL GRID PLC 6.30 08/01/2016 14,132,826 15,089,549 17,125,601 5.20 

NATIONAL RURAL UTILS COOP FIN 7.25 03/01/2012 1,500,000 1,589,388 1,647,274 6.60 

NATIONAL WESTMINSTER BK PLC 7.38 10/01/2009 8,000,000 8,041,754 8,020,204 7.36 

NATL AUSTRALIA BK 0.80 06/19/2017 5,900,000 5,655,718 4,841,115 0.97 

NB CAP TR IV 8.25 04/15/2027 3,309,000 3,440,463 2,778,541 9.83 

NEVADA PWR CO 6.50 08/01/2018 16,626,854 17,255,853 20,120,068 5.37 

NEVADA PWR CO 6.75 07/01/2037 29,096,994 30,997,792 34,050,016 5.77 

NEW ENGLAND TEL + TELEG CO 7.88 11/15/2029 22,030,581 25,053,982 26,544,704 6.54 

NEW JERSEY BELL TEL CO 7.85 11/15/2029 6,068,802 6,922,993 7,565,151 6.30 

NEW JERSEY BELL TEL CO 8.00 06/01/2022 8,313,427 9,344,223 10,117,504 6.57 

NEWFIELD EXPL CO 6.63 04/15/2016 2,494,028 2,352,580 2,662,516 6.21 

NEWS AMER HLDGS INC 8.00 10/17/2016 29,434,308 32,313,581 36,648,537 6.43 



NEWS AMER INC 6.75 01/09/2038 17,626,854 18,045,819 20,863,772 5.70 

NEWS AMER INC 6.15 03/01/2037 27,849,980 27,770,441 27,659,166 6.19 

NEWS AMER INC 6.40 12/15/2035 24,441,475 25,478,649 25,015,549 6.25 

NEWS AMER INC 6.65 11/15/2037 43,229,819 44,943,938 45,847,907 6.27 

NEXEN INC 6.40 05/15/2037 32,422,364 33,611,311 34,524,696 6.01 

NISOURCE FIN CORP 6.80 01/15/2019 3,955,000 3,950,530 3,661,135 7.35 

NISSAN MTR ACCEP CORP 5.63 03/14/2011 490,000 491,605 

471,019 5.85 

NOMURA HIGH HIELD (SW7Y) 1.00 12/31/2020 137,285,942 144,090,870 174,124,772 0.79 

NORFOLK SOUTHN CORP 7.05 05/01/2037 14,964,168 17,685,193 19,342,594 5.45 

NORFOLK SOUTHN CORP 7.70 05/15/2017 86,875,310 95,007,979 115,159,849 5.81 

NOVELIS INC 7.36 06/30/2014 2,500 

2,500 

1,550 11.87 

NRG ENERGY 7.38 02/01/2016 30,000 

30,794 

28,500 7.76 

NRG ENERGY (OPCO) 1.00 02/01/2013 1,557,902 1,540,276 1,463,649 1.06 

NRG ENERGY INC 8.50 06/15/2019 4,988,056 5,028,394 5,700,137 7.44 

NRG ENERGY INC 7.25 02/01/2014 210,000 209,982 

203,175 7.49 

NRG ENERGY INC 7.38 01/15/2017 20,000 

20,681 

18,725 7.88 

NXP BV/NXP FUNDING LLC 10.00 07/15/2013 6,000 

4,189 

4,365 9.99 

OCEAN GATE LIFE SETTLEMENT 0.00 00/00/0000 166,197,331 172,998,322 193,694,026 0.00 

OHIO PWR CO 1.35 04/05/2010 830,000 830,000 

820,923 1.36 

OMNICOM GROUP INC 5.90 04/15/2016 1,800,000 1,826,466 1,802,405 5.89 

ONCOR ELEC DELIVERY CO 7.00 09/01/2022 14,132,826 15,771,039 17,528,985 5.64 

ONCOR ELEC DELIVERY CO 7.00 05/01/2032 24,175,445 27,462,534 29,801,571 5.68 

ONCOR ELECTRIC DELIVERY 7.50 09/01/2038 16,626,854 17,255,884 22,124,339 5.64 





ONEOK PARTERS LP 6.85 10/15/2037 70,038,757 72,582,562 77,593,292 6.18 

OPTI CDA INC 7.88 12/15/2014 180,000 180,000 

117,225 12.06 

OWENS BROCKWAY 7.38 05/15/2016 831,343 837,471 

948,797 6.46 

OWENS CORNING NEW 6.50 12/01/2016 7,205,000 6,744,466 6,196,300 7.56 

PACIFIC GAS + ELEC CO 6.05 03/01/2034 67,338,757 72,409,972 82,932,826 4.91 

PACIFIC LIFE INSURANCE C 9.25 06/15/2039 62,350,701 64,871,046 72,384,079 7.97 

PACIFICORP 5.25 06/15/2035 23,277,595 24,066,951 26,100,278 4.68 

PACIFICORP 6.25 10/15/2037 54,037,274 56,182,315 69,449,238 4.86 

PEABODY ENERGY CORP 5.88 04/15/2016 2,554,028 2,363,092 2,634,261 5.70 

PEMEX PROJ FDG MASTER TR 1.93 06/15/2010 5,976,000 5,991,462 5,901,300 1.95 

PEMEX PROJ FDG MASTER TR 7.38 12/15/2014 5,000,000 5,127,090 5,338,499 6.91 

PEMEX PROJECT FUNDING MASTER 2.93 10/15/2009 4,000,000 4,006,790 4,000,000 2.93 

PENNEY J C INC 7.95 04/01/2017 3,325,371 3,823,473 3,844,963 6.88 

PENNEY J C INC 7.40 04/01/2037 20,945,798 24,113,975 19,492,661 7.95 

PETROBRAS INTL FIN CO 5.88 03/01/2018 76,483,526 79,188,298 88,198,760 5.09 

PFIZER INC 7.20 03/15/2039 41,567,134 43,243,241 57,957,661 5.16 

PFIZER INC 6.20 03/15/2019 3,000,000 2,997,052 3,277,805 5.67 

PGN229 CDS USD P F .67000 0.67 03/20/2013 (1,340,000) (1,340,000) (1,340,000) 0.67 

PGN229 CDS USD R V 00MEVENT 1.00 03/20/2013 1,340,000 1,340,000 1,273,640 1.05 

PIMCO HIGH YIELD (SW7W) 1.00 12/31/2050 139,681,164 146,289,753 177,100,235 0.79 

PLAINS EXPL + PRODTN CO 7.63 06/01/2018 1,662,685 1,549,220 1,760,300 7.20 

POWDERHOUND 1.00 03/31/2028 166,268,536 173,072,440 196,133,754 0.85 

PPG INDS INC 6.65 03/15/2018 3,120,000 3,118,641 3,250,458 6.38 

PRIDE INTL INC DE 7.38 07/15/2014 330,000 333,755 

325,875 7.47 

PRINCIPAL FINANCIAL GROU 8.88 05/15/2019 58,193,988 60,575,354 70,685,850 7.31 

PRINCIPAL FINANCIAL GROU 7.88 05/15/2014 2,000,000 2,000,000 2,057,867 7.65 

PROGRESS ENERGY INC 6.05 03/15/2014 1,340,000 1,336,525 1,409,197 5.75 

PRUDENTIAL FINL INC 6.63 12/01/2037 20,920,882 21,534,103 20,829,589 6.65 

PRUDENTIAL FINL INC 8.88 06/15/2068 62,350,701 64,547,600 59,575,628 9.29 

PUBLIC SVC ELEC + GAS CO 9.25 06/01/2021 30,759,679 36,423,653 48,025,225 5.92 

PUERTO RICO SALES TAX FING 0.01 08/01/2054 700,000 

82,584 

36,064 0.19 

PUGET SOUND PWR + LT CO 6.27 03/15/2037 13,301,483 13,859,376 14,102,857 5.92 

PVNGS II FDG CORP INC 8.00 12/30/2015 26,159,860 27,537,324 32,737,308 6.39 

QWEST CAP FDG INC 7.25 02/15/2011 1,662,685 1,674,665 1,887,787 6.39 

QWEST COMMUNICATIONS INTL INC 7.50 02/15/2014 2,494,028 2,381,909 2,684,581 6.97 

QWEST CORP 3.88 06/15/2013 930,000 969,103 

832,350 4.33 

QWEST CORP 7.63 06/15/2015 3,005,000 3,043,833 2,809,675 8.16 

R H DONNELLEY CORP 8.88 10/15/2017 2,000 

2,000 

90 *** 

R.H. DONNELLEY INC 11.75 05/15/2015 51,000 

47,304 

21,420 *** 

RABOBANK NEDERLAND 11.00 06/29/2049 12,470,140 12,980,433 16,364,910 8.38 

RABOBANK NEDERLAND 11.00 12/29/2049 4,600,000 4,600,000 5,117,500 9.89 

RANGE RES CORP 7.50 10/01/2017 1,662,685 1,645,711 1,843,657 6.76 

RAYTHEON CO 6.40 12/15/2018 6,151,936 6,777,248 7,972,387 4.94 

RAYTHEON CO 6.75 03/15/2018 24,283,520 25,783,489 32,094,436 5.11 

RAYTHEON CO 7.20 08/15/2027 3,741,042 4,005,188 4,985,422 5.40 

REED ELSEVIER CAP INC 7.75 01/15/2014 3,945,000 3,935,819 4,254,726 7.19 

REGIONS FINL CORP 7.00 03/01/2011 1,800,000 1,709,554 1,745,401 7.22 

RELIANT ENERGY MID ATLANTIC 9.68 07/02/2026 62,350,701 53,162,609 69,137,148 8.73 

RESONA PFD GLOBAL SECS CAYMAN 7.19 12/29/2049 1,610,000 1,618,817 1,175,300 9.85 

REYNOLDS AMERN INC 6.75 06/15/2017 455,000 454,666 

427,700 7.18 

RIO TINTO FIN USA LTD 5.88 07/15/2013 4,375,000 4,361,877 4,408,612 5.83 

RIO TINTO FIN USA LTD 9.00 05/01/2019 12,470,140 12,145,829 16,304,009 6.88 

RIOLN225 CDS USD P F 1.95000 1.95 09/20/2012 (3,700,000) (3,700,000) (3,700,000) 1.95 

RIOLN225 CDS USD R V 00MEVENT 1.00 09/20/2012 3,700,000 3,700,000 3,549,203 1.04 

RIVER ROCK ENTMT AUTH 9.75 11/01/2011 30,000 

31,292 

21,788 15.77 





ROCHE HLDGS INC 7.00 03/01/2039 33,253,707 33,683,113 44,784,318 5.20 

ROCK TENN CO 9.25 03/15/2016 1,662,685 1,765,086 1,995,661 7.71 

ROYAL BK SCOTLAND GROUP PLC 7.64 03/29/2049 33,253,707 7,955,361 15,886,834 18.14 

ROYAL KPN NV 8.38 10/01/2030 29,928,336 33,565,465 39,927,665 6.28 

ROYAL KPN NV 8.00 10/01/2010 1,630,000 1,674,342 1,726,674 7.55 

RRD198 CDS USD P F 3.40000 3.40 03/20/2019 (1,750,000) (1,750,000) (1,750,000) 3.40 

RRD198 CDS USD R V 00MEVENT 1.00 03/20/2019 1,750,000 1,750,000 1,723,954 1.02 

RSHB CAP S A 6.30 05/15/2017 124,000 

69,528 

106,640 7.32 

RSHB CAP S A 7.75 05/29/2018 11,453,000 9,491,642 10,307,700 8.61 

SABMILLER PLC 6.50 07/01/2016 39,073,106 40,625,346 48,131,075 5.28 

SAFEWAY INC 6.35 08/15/2017 57,362,645 59,681,848 72,191,009 5.05 

SAFEWAY INC 7.25 02/01/2031 46,555,190 51,676,713 61,624,451 5.48 

SAN DIEGO GAS + ELEC CO 6.13 09/15/2037 14,548,497 15,099,394 18,394,089 4.84 

SANTANDER PERP S A UNIPERSONAL 6.67 10/29/2049 900,000 917,055 

666,000 9.01 

SBC COMMUNICATIONS INC 4.13 09/15/2009 1,440,000 1,436,899 1,445,586 4.11 

SBC COMMUNICATIONS INC 5.10 09/15/2014 2,400,000 2,411,880 2,487,557 4.92 



SCHERING PLOUGH CORP 6.55 09/15/2037 38,241,763 39,578,313 48,369,499 5.18 

SELKIRK COGEN FDG CORP 8.98 06/26/2012 4,944,108 5,072,453 5,838,061 7.60 

SEMGROUP L P/SEMGROUP FIN CORP 8.75 11/15/2015 35,000 

34,809 

744 *** 

SEMINOLE TRIBE OF FLORIDA 1.00 02/20/2014 384,777 384,888 

360,729 1.07 

SEMINOLE TRIBE OF FLORIDA 1.00 02/20/2014 1,116,437 1,116,536 1,046,660 1.07 

SEMINOLE TRIBE OF FLORIDA 6.86 02/20/2014 1,229,467 1,229,576 1,152,625 7.32 

SERVICE CORP INTL 6.75 04/01/2016 60,000 

59,157 

54,150 7.48 

SERVICE CORP INTL 7.50 04/01/2027 140,000 140,000 

113,750 9.23 

SFEF 3.38 05/05/2014 5,200,000 5,180,504 5,210,859 3.37 

SG STRUCTURED PRODS INC 0.00 05/07/2010 20,783,567 21,634,055 24,386,781 0.00 

SG STRUCTURED PRODS INC 0.00 05/21/2010 20,783,567 21,540,283 24,386,781 0.00 

SHINSEI FIN CAYMAN LTD 6.42 01/29/2049 640,000 611,059 

256,000 16.46 

SIMON PPTY GROUP L P 5.75 12/01/2015 580,000 568,182 

522,000 6.39 

SIMON PPTY GROUP LP 5.60 09/01/2011 490,000 489,881 

494,900 5.54 

SLM CORP MEDIUM TERM NTS 1.25 07/26/2010 5,120,000 4,875,713 4,646,400 1.38 

SLM CORP MEDIUM TERM NTS BOOK 1.39 01/27/2014 1,010,000 936,923 

691,850 2.03 

SLM CORP MTN 5.05 11/14/2014 5,800,000 5,102,677 4,524,000 6.47 

SOCIETE DE FINANCEMENT DE L 2.13 01/30/2012 10,000,000 9,995,522 9,877,636 2.15 

SOCIETE GENERALE 5.92 04/29/2049 1,500,000 1,264,586 

930,000 9.55 

SONAT INC 7.63 07/15/2011 1,490,000 1,529,205 1,456,475 7.80 

SOURCE INTERLINK COMPANIES 1.00 08/01/2013 6,665,927 6,598,608 7,477,846 0.89 

SOURCE INTERLINK COMPANIES 1.00 08/01/2013 945,310 983,993 1,059,352 0.89 

SOUTHERN CA EDISON CO 5.35 07/15/2035 23,277,595 24,248,793 26,471,821 4.70 





SOUTHERN CA GAS CO 0.84 12/01/2009 620,000 620,000 

615,762 0.84 

SOUTHERN CA GAS CO 5.75 11/15/2035 24,940,280 25,822,059 29,964,673 4.79 

SOUTHERN NATURAL GAS CO 5.90 04/01/2017 600,000 599,229 

577,435 6.13 

SOUTHERN PWR CO 4.88 07/15/2015 28,490,945 28,300,422 32,500,549 4.27 

SOUTHWEST ENERGY CO 7.50 02/01/2018 1,662,685 1,688,148 1,892,691 6.59 

SOVRISC B V 5.25 04/30/2011 7,200,000 7,324,573 7,554,881 5.00 

SPRINT CAP CORP 6.90 05/01/2019 74,820,841 54,762,391 73,255,957 7.05 



SPRINT CORP 9.25 04/15/2022 18,927,179 14,247,238 18,084,778 9.68 





SPRINT NEXTEL CORP 1.63 06/28/2010 2,240,000 2,240,000 2,111,982 1.73 

STANLEY WKS 5.00 03/15/2010 2,790,000 2,789,054 2,843,493 4.91 

STARWOOD HOTELS + RESORT 7.88 10/15/2014 2,494,028 2,464,041 2,787,551 7.05 

STARWOOD HOTELS + RESORTS 6.25 02/15/2013 5,010,000 5,038,680 4,584,150 6.83 

STATE STR CAP TR III 8.25 03/15/2042 6,200,000 6,200,000 5,208,000 9.82 

STATION CASINOS INC 6.88 03/01/2016 30,000 

30,476 

1,350 *** 

STATION CASINOS INC 7.75 08/15/2016 200,000 202,759 

74,000 *** 

STEEL DYNAMICS INC 1.00 04/15/2016 2,494,028 2,428,310 2,772,841 0.90 

STEEL DYNAMICS INC 6.75 04/01/2015 160,000 160,046 

141,200 7.65 

STEEL DYNAMICS INC 7.38 11/01/2012 20,000 

20,000 

18,950 7.78 

SUBURBAN PROPANE PARTNERS LP 6.88 12/15/2013 180,000 178,105 

165,600 7.47 

SUN MEDIA CORP CDA 7.63 02/15/2013 80,000 

78,262 

52,700 9.79 

SUNCOR ENERGY INC 5.95 12/01/2034 14,964,168 15,465,280 15,437,169 5.77 

SUNCOR ENERGY INC 6.50 06/15/2038 82,302,925 86,489,165 90,932,687 5.88 

SUNCORP METWAY LTD 0.99 12/17/2010 5,400,000 5,400,000 5,388,865 0.99 


SUNGUARD DATA SYS INC 9.13 08/15/2013 110,000 110,000 

103,950 9.66 

SUNTRUST BANK FDIC GTD TLGP 3.00 11/16/2011 10,000,000 10,284,456 10,315,364 2.91 

SUPERVALU 5.75 06/02/2012 678,457 663,192 

641,413 6.08 

SUPERVALUE INC 8.00 05/01/2016 4,156,713 4,253,532 4,842,052 6.87 

SUTTER CBO 2.23 01/11/2013 2,600,000 2,599,506 2,574,000 2.25 

SWPC215D0 CDS USD P V 03MEVENT 1.00 03/20/2013 (2,000,000) (2,000,000) (2,000,000) 1.00 

SWPC215D0 CDS USD R F 1.00000 1.00 03/20/2013 2,000,000 1,960,550 1,964,759 1.02 

SWPC314D0 CDS USD P V 03MEVENT 1.00 03/20/2013 (700,000) (700,000) (700,000) 1.00 

SWPC314D0 CDS USD R F 1.00000 1.00 03/20/2013 700,000 685,001 

685,001 1.02 

SWPC343D5 CDS USD P F 1.00000 1.00 09/20/2017 (1,200,000) (1,200,000) (1,200,000) 1.00 

SWPC343D5 CDS USD R V 03MEVENT 1.00 09/20/2017 1,200,000 1,309,760 1,310,060 0.92 

SWPC36852 CDS USD P F 1.03000 1.03 06/20/2014 (3,000,000) (3,000,000) (3,000,000) 1.03 

SWPC36852 CDS USD R V 03MEVENT 1.00 06/20/2014 3,000,000 3,000,000 3,331,068 0.90 

SWPC453C3 CDS USD P F 1.00000 1.00 06/20/2019 (3,000,000) (3,000,000) (3,000,000) 1.00 

SWPC453C3 CDS USD R V 03MEVENT 1.00 06/20/2019 3,000,000 2,980,749 2,909,625 1.03 

SWPC82302 CDS USD P F .80000 0.80 12/20/2017 (48,800,000) (48,800,000) (48,800,000) 0.80 

SWPC82302 CDS USD R V 00MEVENT 1.00 12/20/2017 48,800,000 49,051,859 51,680,208 0.94 

SWPC868C2 CDS USD P V 00MEVENT 1.00 06/20/2014 (3,000,000) (3,000,000) (3,000,000) 1.00 

SWPC868C2 CDS USD R F 5.00000 5.00 06/20/2014 3,000,000 3,089,753 3,099,864 4.84 

SWU0739L9 IRS USD P V 03MLIBOR 0.61 06/24/2016 (16,200,000) (16,200,000) (16,200,000) 0.61 

SWU0739L9 IRS USD R F 3.50000 3.50 06/24/2016 16,200,000 16,200,000 16,291,642 3.48 


SWU0740L6 IRS USD R F 3.50000 3.50 06/24/2016 1,300,000 1,300,000 1,307,354 3.48 


SWU0743L3 IRS USD R F 3.50000 3.50 06/24/2016 15,300,000 15,300,000 15,386,551 3.48 

TALF LOAN 1.32 03/15/2012 (1,250,339,389) (1,301,504,750) (1,474,925,831) 1.12 

TALISMAN ENERGY 7.25 10/15/2027 95,604,408 98,081,771 112,036,405 6.19 

TALISMAN ENERGY INC 5.75 05/15/2035 7,482,084 7,813,543 7,506,075 5.73 

TALISMAN ENERGY INC 6.25 02/01/2038 39,073,106 40,013,212 40,740,670 5.99 

TARGET CORP 5.38 05/01/2017 1,800,000 1,477,014 1,840,370 5.26 

TARGET CORP 7.00 01/15/2038 101,423,807 104,889,069 127,128,774 5.58 

TCI COMMUNICATIONS INC 7.88 02/15/2026 26,108,938 31,250,170 33,618,933 6.12 

TCI COMMUNICATIONS INC 8.75 08/01/2015 48,217,875 52,587,087 65,769,619 6.41 

TECK RESOURCES LIMITED 144A 10.75 05/15/2019 831,343 923,677 1,037,057 8.62 

TEEKAY SHIPPING CORP 8.88 07/15/2011 112,000 117,530 

110,880 8.96 

TELECOM ITALIA CAP 1.51 02/01/2011 1,470,000 1,470,515 1,411,233 1.57 










TELEFONICA EMISIONES S A U 7.05 06/20/2036 71,877,888 75,606,537 93,353,267 5.42 

TELEFONICA EUROPE BV 8.25 09/15/2030 71,246,068 82,309,181 101,224,436 5.81 

TELEFONICA EUROPE BV 7.75 09/15/2010 4,010,000 4,110,550 4,232,671 7.34 

TEREX CORP NEW 8.00 11/15/2017 70,000 

70,000 

53,550 9.58 

TEREX CORPORATION 1.00 07/14/2013 691,117 689,217 

645,019 1.07 

TEVA PHARMACEUTICAL FIN CO LLC 6.15 02/01/2036 23,277,595 24,227,135 27,766,484 5.16 

TIME WARNER CABLE INC 5.40 07/02/2012 4,500,000 4,491,806 4,648,694 5.23 



TIME WARNER COS INC 9.15 02/01/2023 14,548,497 16,601,095 18,242,174 7.30 

TIME WARNER ENTMT CO L P 8.38 03/15/2023 5,767,856 6,812,524 7,451,845 6.48 

TIME WARNER INC 6.88 06/15/2018 93,110,380 95,996,631 110,932,455 5.77 

TIME WARNER INC 6.88 05/01/2012 870,000 883,492 

919,179 6.51 



TIME WARNER INC NEW 1.15 11/13/2009 1,405,000 1,405,000 1,401,224 1.15 

TIME WARNER INC NEW 5.50 11/15/2011 6,300,000 5,738,156 6,494,400 5.34 

TIME WARNER INC NEW 6.50 11/15/2036 14,964,168 15,565,293 15,492,183 6.28 

TNK BP FIN S A 7.50 03/13/2013 710,000 705,962 

655,171 8.13 

TNK BP FIN SA 6.13 03/20/2012 610,000 609,845 

562,968 6.64 

TNK BP FIN SA SR 6.88 07/18/2011 2,850,000 2,846,352 2,771,893 7.07 

TOBACCO SETTLEMENT FING CORP 5.20 06/01/2046 2,410,000 1,623,710 1,038,228 *** 

TRANSCANADA PIPELINES LTD 5.85 03/15/2036 19,120,882 19,853,879 21,349,032 5.24 



TRANSOCEAN INC 6.80 03/15/2038 29,096,994 30,251,476 36,516,950 5.42 

TRAVELERS COS INC 5.80 05/15/2018 24,940,280 25,939,918 30,188,872 4.79 

TRW AUTOMOTIVE INC 1.00 02/09/2014 1,655 

1,640 

1,104 1.50 

TURQUOISE CARD BACKED SECS PLC 0.36 06/15/2010 1,500,000 1,474,374 1,429,280 0.38 

TWX177 CDS USD P F 1.95000 1.95 12/20/2011 (6,300,000) (6,300,000) (6,300,000) 1.95 

TWX177 CDS USD R V 00MEVENT 1.00 12/20/2011 6,300,000 6,300,000 6,710,381 0.94 

TYCO ELECTRONICS GROUP 7.13 10/01/2037 11,638,798 12,063,076 11,241,501 7.38 

TYCO INTL FINANCE SA 8.50 01/15/2019 1,090,000 1,103,350 1,200,429 7.72 

TYSON FOODS INC 7.00 05/01/2018 27,022,794 21,002,913 29,047,587 6.51 

TYSON FOODS INC 7.85 04/01/2016 19,120,882 17,450,212 21,653,166 6.93 

U S WEST COMMUNICATIONS INC 6.88 09/15/2033 3,325,371 2,562,743 2,785,099 8.21 

UNION BK CALIF 5.95 05/11/2016 1,443,000 1,437,933 1,397,633 6.14 

UNION PAC CORP 6.15 05/01/2037 21,032,970 20,536,394 23,807,862 5.43 

UNION PAC CORP 6.25 05/01/2034 3,325,371 3,420,054 3,749,205 5.54 

UNION PAC CORP 7.88 01/15/2019 40,735,791 42,330,673 55,568,003 5.77 

UNION PAC CORP 7.13 02/01/2028 47,386,533 50,436,479 57,709,691 5.85 

UNITED RENTALS NORTH AMER INC 6.50 02/15/2012 200,000 199,611 

193,000 6.74 

UNITED STATES STL CORP 7.00 02/01/2018 23,277,595 24,042,886 24,026,385 6.78 

UNITED STS STL CORP NEW 5.65 06/01/2013 215,000 214,940 

193,505 6.28 

UNITED STS STL CORP NEW 6.05 06/01/2017 3,315,000 3,223,283 2,827,344 7.09 

UNITED STS STL CORP NEW 6.65 06/01/2037 7,482,084 7,745,181 6,442,994 7.72 

UNITED TECHNOLOGIES CORP 5.40 05/01/2035 13,717,154 14,184,559 15,497,732 4.78 

UNITEDHEALTH GROUP INC 0.79 06/21/2010 1,055,000 1,054,713 1,045,043 0.80 

URS CORP 7.65 03/05/2013 1,088,572 1,084,701 1,077,686 7.73 

USA WASTE SVCS INC 7.00 07/15/2028 49,838,994 49,841,489 55,753,595 6.26 

USD CASH COLLATERAL 0.57 12/31/2099 6,300,000 6,300,000 6,300,000 0.57 

VALERO ENERGY CORP 10.50 03/15/2039 16,626,854 17,264,052 24,050,412 7.26 

VENTAS REALTY LP 6.75 04/01/2017 50,000 

51,717 

44,500 7.58 





VENTAS RLTY LTD PARTNERSHIP 9.00 05/01/2012 100,000 105,790 

99,500 9.05 

VEOLIA ENVIRONNEMENT 5.25 06/03/2013 3,225,000 3,217,285 3,298,311 5.13 

VERIZON COMMUNICATIONS INC 5.25 04/15/2013 1,780,000 1,774,944 1,869,616 5.00 

VERIZON COMMUNICATIONS INC 6.40 02/15/2038 54,037,274 55,739,338 62,799,213 5.51 

VERIZON GLOBAL FDG CORP 5.85 09/15/2035 21,614,910 21,976,302 23,988,027 5.27 

VERIZON GLOBAL FDG CORP 7.38 09/01/2012 1,500,000 1,605,739 1,676,668 6.60 

VIACOM INC 6.88 04/30/2036 62,350,701 64,498,703 67,361,579 6.36 

VIACOM INC 7.88 07/30/2030 69,832,785 77,965,705 65,900,941 8.34 

VIRGINIA ELEC + PWR CO 6.00 01/15/2036 46,555,190 48,340,487 56,288,075 4.96 

VIRGINIA ELEC + PWR CO 6.35 11/30/2037 28,265,651 29,359,590 35,810,824 5.01 

VISTEON CORP 8.25 08/01/2010 95,000 

93,593 

2,613 *** 

VODAFONE AIRTOUCH PLC 7.88 02/15/2030 35,747,735 43,934,975 48,362,255 5.82 

VODAFONE GROUP PLC 0.97 06/15/2011 970,000 956,919 

945,777 0.99 

VODAFONE GROUP PLC NEW 5.35 02/27/2012 155,000 154,957 

163,344 5.08 

VODAFONE GROUP PLC NEW 5.63 02/27/2017 1,750,000 1,501,669 1,771,662 5.56 

VULCAN MATLS CO 7.15 11/30/2037 19,120,882 19,850,870 18,720,967 7.30 

WACHOVIA BK NATL ASSN 6.00 11/15/2017 62,350,701 64,468,293 71,780,217 5.21 

WACHOVIA BK NATL ASSN MEDIUM 6.60 01/15/2038 123,038,717 125,512,497 136,912,634 5.93 

WACHOVIA CAP TR III 5.80 03/29/2049 5,990,000 5,973,360 3,594,000 9.67 

WACHOVIA CORP 5.50 05/01/2013 4,535,000 4,527,168 4,683,277 5.33 

WACHOVIA CORP 2ND NEW 4.88 02/15/2014 3,000,000 2,994,116 2,887,668 5.06 

WAL MART STORES INC 5.25 09/01/2035 98,098,436 100,839,680 109,967,339 4.68 

WAL MART STORES INC 6.50 08/15/2037 38,241,763 39,778,279 50,039,054 4.97 

WASHINGTON MUT INC 4.63 04/01/2014 2,085,000 2,048,320 1,365,675 7.06 

WASHINGTON MUT INC 7.25 11/01/2017 63,362,645 20,474,774 48,251,325 9.52 

WASTE MGMT INC 5.00 03/15/2014 30,759,679 31,173,995 35,016,151 4.39 

WASTE MGMT INC DEL 7.75 05/15/2032 4,156,713 5,140,766 5,138,412 6.27 

WASTE MGMT INC DEL 7.38 05/15/2029 38,241,763 38,933,384 44,259,686 6.37 

WEATHERFORD INTL INC 5.50 02/15/2016 7,482,084 7,766,314 8,345,545 4.93 

WEATHERFORD INTL INC 5.95 06/15/2012 345,000 344,602 

361,445 5.68 

WELLS FARGO + CO FDIC GTD TLGP 3.00 12/09/2011 6,500,000 6,705,450 6,702,933 2.91 

WELLS FARGO + CO NEW 4.38 01/31/2013 3,300,000 3,156,364 3,317,961 4.35 

WELLS FARGO CO NEW 7.98 03/29/2049 137,171,542 128,801,093 134,302,588 8.15 

WESTPAC BKG CORP 3.25 12/16/2011 16,400,000 16,728,530 16,828,376 3.17 

WESTPAC SECURITIES NZ LT 2.50 05/25/2012 10,800,000 10,792,786 10,764,214 2.51 

WEYERHAEUSER CO 7.38 03/15/2032 85,628,296 99,175,717 78,786,929 8.02 

WILLIAMS COS INC 3.21 10/01/2010 1,000,000 1,000,327 

946,279 3.39 

WILLIAMS COS INC 6.38 10/01/2010 1,040,000 1,045,615 1,039,797 6.38 





WINDSTREAM CORP 8.63 08/01/2016 5,471,713 5,662,736 5,938,518 7.95 

WMG ACQUSITION CORP 9.50 06/15/2016 1,662,685 1,730,719 1,951,531 8.09 

WRIGLEY JR. COMPANY 1.00 09/30/2014 1,200,000 1,200,002 1,204,200 1.00 

WYNDHAM WORLDWIDE CORP 6.00 12/01/2016 1,338,000 1,225,468 

996,810 8.05 

WYNN LAS VEGAS LLC 6.63 12/01/2014 1,300,000 1,261,434 1,126,125 7.65 

XEROX CORP 6.75 02/01/2017 40,000 

39,824 

36,400 7.42 

XSTRATA FIN DUBAI LTD 1.27 11/13/2009 1,830,000 1,830,302 1,807,032 1.29 

XTO ENERGY INC 6.75 08/01/2037 68,170,100 70,989,817 84,991,789 5.41 

ZFS FIN USA TR III 1.78 12/15/2065 3,470,000 3,414,544 2,116,700 2.92 

Grand Total $12,812,085,618 $13,633,146,797 



Sovereign Bonds 


BRAZIL FEDERATIVE REP 6.00 01/17/2017 25,771,623 $27,209,345 $31,236,752 4.95 

BRAZIL FEDERATIVE REP 8.88 10/14/2019 37,410,421 46,462,687 53,397,415 6.22 





BRAZIL FERERATIVE REP 8.88 04/15/2024 12,470,140 16,522,292 18,181,599 6.09 

COLOMBIA REP 7.38 01/27/2017 20,783,567 23,096,802 26,355,473 5.82 

COLOMBIA REP 11.75 02/25/2020 12,470,140 18,250,742 19,895,318 7.36 

COLOMBIA REP 8.13 05/21/2024 8,313,427 10,063,022 10,492,175 6.44 

COLUMBIA REP 7.38 09/18/2037 16,626,854 18,949,814 20,103,710 6.10 

ITALY REP 6.88 09/27/2023 33,253,707 38,266,334 44,225,565 5.17 

ITALY REP 5.38 06/15/2033 33,253,707 32,637,851 38,033,285 4.70 

KOREA REP 5.63 11/03/2025 6,650,741 6,845,467 6,828,931 5.48 

KOREA SOUTH REPUBLIC OF KOREA 5.13 12/07/2016 12,470,140 12,691,177 13,968,547 4.58 

MEXICO UNITED MEXICAN STS 8.13 12/30/2019 17,042,525 18,520,014 23,320,303 5.94 

NOVA SCOTIA 9.25 03/01/2020 8,313,427 12,028,651 13,244,234 5.81 

PERU REP 7.35 07/21/2025 46,056,384 51,478,900 57,724,616 5.86 

PERU REP 8.75 11/21/2033 4,156,713 5,239,346 5,933,046 6.13 

QATAR ST 9.75 06/15/2030 10,890,589 16,072,114 16,765,023 6.33 

QUEBEC PROV CDA 7.13 02/09/2024 9,976,112 12,256,804 13,447,310 5.29 

REPUBLIC OF KOREA 7.13 04/16/2019 14,548,497 15,003,263 18,541,975 5.59 

REPUBLIC OF PERU 7.13 03/30/2019 8,313,427 8,611,456 10,444,122 5.67 


STATE OF QATAR 6.55 04/09/2019 8,313,427 8,626,729 10,028,272 5.43 

UNITED MEXICAN STS 6.75 09/27/2034 42,647,879 45,170,630 50,811,391 5.67 

UNITED MEXICAN STS MTN 8.30 08/15/2031 30,344,008 31,650,829 42,237,404 5.96 


Grand Total $634,956,836 $727,983,287


U.S. Treasuries and Agencies 


BRAZIL FEDERATIVE REP 8.25 01/20/2034 4,950,000 $5,069,954 $5,890,500 6.93 

FEDERAL HOME LN BANKS 5.50 08/13/2014 133,500,000 140,261,784 149,011,512 4.93 

FEDERAL HOME LN BKS 3.63 10/18/2013 5,000,000 4,993,286 5,180,058 3.50 

INDONESIA REP 144A 11.63 03/04/2019 4,371,000 4,340,385 5,512,224 9.22 

PERU REP 9.88 02/06/2015 3,165,000 3,443,065 3,845,475 8.13 

PERU REP 8.38 05/03/2016 1,353,000 1,365,981 1,560,686 7.26 

PERU REP 7.35 07/21/2025 700,000 773,636 743,750 6.92 


RUSSIAN FEDERATION 7.50 03/31/2030 15,984,000 16,940,466 15,736,248 7.62 

RUSSIAN FEDERATION 3.00 05/14/2011 1,000,000 975,730 962,500 3.12 

SWEDISH HOUSING FIN CORP 3.13 03/23/2012 4,200,000 4,194,847 4,174,524 3.14 

TENNESSEE VALLEY AUTHORITY 8.25 04/15/2042 40,527,956 46,986,341 55,868,127 5.98 




UNITED MEXICAN STATES 6.38 01/16/2013 3,800,000 3,866,551 4,088,800 5.92 


U.S. TREAS BD STRPPED 0.00 02/15/2025 218,643,125 115,284,238 129,396,395 0.00 

U.S. TREAS BDS 9.00 11/15/2018 3,400,000 4,689,487 4,877,028 6.27 

U.S. TREAS BDS 8.88 02/15/2019 24,700,000 33,890,830 35,232,328 6.22 

U.S. TREAS BDS 8.50 02/15/2020 37,750,000 51,341,646 53,111,985 6.04 

U.S. TREAS BDS 7.88 02/15/2021 29,000,000 38,301,532 39,399,980 5.80 

U.S. TREAS BDS 8.13 05/15/2021 5,950,000 8,021,437 8,242,654 5.87 

U.S. TREAS BDS 7.25 08/15/2022 185,000,000 265,819,775 243,219,502 5.51 

U.S. TREAS BDS 7.63 11/15/2022 228,000,000 338,733,690 309,334,449 5.62 

U.S. TREAS BDS 6.88 08/15/2025 290,400,000 436,808,100 380,589,548 5.25 

U.S. TREAS BDS 6.75 08/15/2026 127,175,000 189,853,810 165,492,834 5.19 

U.S. TREAS BDS 6.63 02/15/2027 60,000,000 88,804,654 77,364,001 5.14 

U.S. TREAS BDS 5.25 11/15/2028 24,700,000 31,969,240 27,759,342 4.67 

U.S. TREAS BDS 5.25 02/15/2029 74,500,000 98,102,748 83,800,581 4.67 

U.S. TREAS BDS 6.25 05/15/2030 35,500,000 52,960,885 44,977,786 4.93 

U.S. TREAS BDS 4.75 02/15/2037 1,225,000 1,698,758 1,312,465 4.43 

U.S. TREAS BDS 5.00 05/15/2037 282,500,000 407,119,255 314,433,803 4.49 

U.S. TREAS BDS 4.38 02/15/2038 344,585,000 459,608,711 348,013,631 4.33 

U.S. TREAS BDS 3.50 02/15/2039 144,736,760 126,513,276 147,608,457 3.43 

U.S. TREAS BDS 3.50 02/15/2039 181,000,000 163,604,169 156,483,554 4.05 

U.S. TREAS NTS 4.00 02/15/2015 8,500,000 8,747,460 9,034,055 3.76 

U.S. TREAS NTS 4.63 02/15/2017 27,972,000 29,592,504 30,432,698 4.25 

U.S. TREAS NTS 4.25 11/15/2017 13,336,700 13,777,973 14,149,305 4.01 

U.S. TREAS NTS 3.50 02/15/2018 122,907,000 120,618,833 123,500,643 3.48 

U.S. TREAS NTS 3.38 06/30/2013 36,500,000 36,620,438 38,236,671 3.22 

U.S. TREAS NTS 1.38 07/15/2018 9,660,478 9,634,318 9,378,199 1.42 

U.S. TREAS NTS 4.00 08/15/2018 195,050,000 200,076,928 202,329,270 3.86 

U.S. TREAS NTS 2.13 01/15/2019 8,650,075 9,238,401 8,942,015 2.06 

U.S. TREAS NTS 0.88 01/31/2011 40,000,000 40,033,472 40,023,599 0.87 

U.S. TREAS NTS 2.75 02/15/2019 795,096,138 816,402,229 878,391,732 2.49 

U.S. TREAS NTS 2.75 02/15/2019 258,200,000 249,506,158 241,814,625 2.94 

U.S. TREAS NTS 0.88 02/28/2011 2,800,000 2,796,246 2,798,292 0.88 

U.S. TREASURY NTS 4.50 05/15/2017 11,494,000 12,144,562 12,403,865 4.17


U.S. Treasuries and Agencies 


U.S. TRES BD STRP PRN 0.00 02/15/2015 122,000,000 101,006,096 103,621,916 0.00 






UNITES STATES TREAS NTS 3.75 11/15/2018 160,000 181,364 162,750 3.69 

US DEPT HSG + URBAN DEV GOVT 5.38 08/01/2027 2,800,000 2,786,762 2,940,165 5.12 

US TREASURY BDS 8.13 08/15/2019 4,000,000 5,281,229 5,485,840 5.92 




US TREASURY N/B 3.88 05/15/2039 283,000,000 292,797,246 280,082,276 3.92 

US TREASURY N/B 4.25 05/15/2039 581,939,875 597,115,019 679,390,667 3.64 

US TREASURY N/B 3.38 07/31/2013 162,700,000 163,873,475 170,507,991 3.22 

US TREASURY N/B 3.00 05/15/2019 589,920,765 598,063,058 672,883,641 2.63 

US TREASURY N/B 3.13 05/15/2019 100,000,000 99,680,567 96,695,000 3.23 

US TREASURY SEC. 0.88 04/30/2011 2,080,000 2,078,505 2,073,926 0.88 

US TREAUSRY NB 1.88 04/30/2014 138,000,000 137,065,721 133,922,097 1.93 

WI TREASURY SEC 0.88 05/31/2011 14,000,000 13,925,378 13,949,740 0.88 

Grand Total $8,324,898,034 $8,324,827,552




COACHELLA HOUSING 8.40 08/01/2020 982,669 $982,669 $1,028,836 8.02 

COLUMBIA FAMILY APARTMENTS 8.12 07/01/2017 1,068,191 1,068,191 1,096,783 7.91 

COUNTRY MANOR APTS 8.13 01/01/2028 478,318 478,318 

481,559 8.08 

DEFAULT MHLP 8.00 01/01/2020 1,506,966 1,506,966 1,506,966 8.00 

HARMONY CREEK SENIOR APTS 8.38 06/01/2013 1,521,367 1,521,367 1,531,991 8.32 

JUMBO MHLP 30 YEAR 6.63 03/13/2039 7,385,541 7,362,769 7,362,769 6.65 

JUMBO MHLP 1.00 12/14/2036 13,418,829 13,372,211 13,418,829 1.00 

JUMBO MHLP 1.00 07/01/2026 81,430 81,430 

81,430 1.00 

JUMBO MHLP 9.14 07/01/2029 139,345 139,345 

139,345 9.14 

JUMBO MHLP 7.76 06/01/2030 141,527 141,527 

141,527 7.76 

JUMBO MHLP 7.06 08/01/2016 69,492 69,492 

69,492 7.06 

JUMBO MHLP 7.55 08/01/2031 332,419 332,419 

332,419 7.55 

JUMBO MHLP 1.00 01/01/2032 588,594 588,594 

588,594 1.00 

JUMBO MHLP 1.00 05/01/2032 3,713,425 3,706,505 3,704,352 1.00 

JUMBO MHLP 5.73 02/01/2018 3,049,985 3,042,477 3,042,618 5.74 

JUMBO MHLP 6.21 02/01/2033 8,021,432 8,008,917 8,008,036 6.22 

JUMBO MHLP 5.40 06/01/2018 2,588,454 2,588,221 2,588,454 5.40 

JUMBO MHLP 5.93 06/01/2033 13,413,944 13,411,808 13,409,920 5.93 

JUMBO MHLP 5.05 09/01/2018 2,749,269 2,743,521 2,743,521 5.07 

JUMBO MHLP 5.64 09/01/2033 32,221,682 32,139,484 32,139,484 5.65 

JUMBO MHLP 5.03 12/15/2018 1,589,346 1,584,030 1,583,861 5.05 

JUMBO MHLP 1.00 12/15/2033 21,083,675 21,005,443 21,083,675 1.00 

JUMBO MHLP 5.00 03/15/2019 938,632 938,632 

938,632 5.00 

JUMBO MHLP 5.00 03/15/2034 1,405,891 1,405,891 1,405,891 5.00 

JUMBO MHLP 5.00 07/25/2019 520,047 520,047 

520,047 5.00 

JUMBO MHLP 5.00 07/25/2034 2,407,075 2,407,075 2,407,075 5.00 

JUMBO MHLP 5.30 09/24/2019 194,331 194,075 

193,716 5.32 

JUMBO MHLP 5.30 09/24/2034 3,149,308 3,147,915 3,147,982 5.30 

JUMBO MHLP 5.00 12/30/2015 1,616,004 1,616,004 1,616,004 5.00 

JUMBO MHLP 5.00 12/30/2030 2,258,584 2,254,699 2,249,022 5.02 

JUMBO MHLP 3.50 03/25/2020 536,510 536,510 

536,510 3.50 

JUMBO MHLP 3.50 03/25/2035 3,966,427 3,959,925 3,960,025 3.51 

JUMBO MHLP 1.00 07/19/2025 881,954 879,094 

879,094 1.00 

JUMBO MHLP 1.00 07/25/2034 9,665,328 9,641,755 9,661,089 1.00 

JUMBO MHLP 1.00 07/25/2034 2,094,506 2,089,901 2,094,506 1.00 

JUMBO MHLP 1.00 07/25/2034 13,042,569 13,032,792 13,042,569 1.00 

JUMBO MHLP 1.00 12/19/2020 1,715,623 1,715,623 1,715,623 1.00 

JUMBO MHLP 1.00 12/19/2035 13,500,956 13,444,431 13,458,968 1.00 

JUMBO MHLP 1.00 12/19/2035 238,533 238,533 

238,533 1.00 

JUMBO MHLP 5.00 03/24/2021 739,662 736,100 

736,100 5.02 

JUMBO MHLP 5.00 03/24/2036 6,400,458 6,348,329 6,348,329 5.04 

JUMBO MHLP 1.00 06/23/2036 4,498,534 4,459,341 4,459,341 1.01 

JUMBO MHLP 1.00 09/19/2036 3,462,508 3,444,946 3,444,946 1.01 

JUMBO MHLP 1.00 09/19/2021 158,474 158,474 

158,474 1.00 

JUMBO MHLP 1.00 12/14/2021 686,329 684,061 

686,329 1.00 

JUMBO MHLP 1.00 12/14/2036 808,505 808,505 

808,505 1.00 

JUMBO MHLP 15 YEAR 5.73 06/15/2022 360,355 359,149 

359,149 5.75 


392,357 5.78 


838,162 5.96








JUMBO MHLP 15 YR 1.00 03/15/2022 1,101,556 1,101,556 1,101,556 1.00 

JUMBO MHLP 30 TEAR ARM 5.63 06/18/2039 174,078 174,078 

174,078 5.63 









JUMBO MHLP 30 YEAR ARM 6.25 06/20/2038 631,195 628,138 

628,137 6.28 


619,289 6.04 


584,110 6.31 

JUMBO MHLP 30 YR 1.00 03/15/2037 27,123,988 27,002,614 27,006,108 1.00 

JUMBO MHLP ARM 6.22 09/20/2037 1,664,002 1,661,638 1,661,638 6.22 

NEEDLES HOUSING INVESTORS LP 8.04 02/01/2021 611,515 611,515 

640,287 7.68 

OAK HILLS APARTMENTS 8.12 09/01/2017 1,119,422 1,119,422 1,126,996 8.07 

OAK RIDGE APARTMENTS 7.50 06/01/2014 1,475,515 1,475,515 1,543,757 7.17 

PEACHTREE INN 8.02 12/07/2015 2,832,673 2,832,673 2,964,911 7.66 

PERSONAL LOAN MHLP 8.50 12/01/2018 15,205,940 15,205,940 14,817,276 8.72 

RALPHS/ADAMS VERMONT 1.00 06/01/2012 1,977,888 1,977,888 2,071,425 0.95 

RUGBY PLAZA SENIOR APTS 8.38 09/01/2016 3,192,293 3,192,293 3,342,265 8.00 

SANTA ANA APARTMENTS 7.15 09/01/2011 917,133 917,133 

959,248 6.84 

SONOMA CREEKSIDE TOWNHOMES 9.00 01/01/2019 1,317,804 1,317,804 1,349,431 8.79 

ULLICO RALPHS GROCERY 8.00 02/01/2022 4,081,320 4,081,320 4,821,384 6.77 

WESTERN HEIGHTS APARTMENTS 8.05 02/01/2016 491,046 491,046 

490,000 8.07 

WESTSIDE VILLAGE RENTAL HOMES 8.25 02/01/2017 1,015,970 1,015,970 1,063,594 7.88 

Grand Total $437,114,918 $438,317,635




ACCREDITED MTG LN TR 0.69 01/25/2034 62,640 

$62,706 $35,320 1.22 

ACCREDITED MTG LN TR 4.46 01/25/2034 3,131,603 2,989,737 1,409,221 9.91 

ADJUSTABLE RATE MORTGAGE TRUST 6.50 12/25/2035 19,924,226 14,730,615 15,285,229 8.47 

ADJUSTABLE RATE MTG TR 5.11 04/25/2035 438,445 435,634 

327,841 6.83 

ADJUSTABLE RATE MTG TR 4.19 09/25/2035 765,478 765,478 

380,260 8.43 

ADJUSTABLE RATE MTG TR 5.33 02/25/2036 2,534,056 2,530,527 1,597,714 8.46 

AFC MTG LN TR 1.11 04/25/2028 268,946 268,979 

194,103 1.53 


ALTERNATIVE LN TR 0.52 06/25/2046 2,691,620 2,692,982 

862,095 1.62 

ALTERNATIVE LN TR 6.00 09/25/2037 25,042,631 51,119,011 35,461,530 4.24 

AMERICAN HOME MTG ASSET TR 0.93 10/25/2046 502,412 502,412 

1,705 *** 

AMERICAN HOME MTG ASSETS TR 5.33 11/25/2035 509,664 510,948 

207,352 13.11 

AMERIQUEST MTG SECS INC 1.66 03/25/2033 672,118 675,722 

346,498 3.23 

ARGENT SECS INC 1.01 10/25/2033 400,000 403,498 

221,129 1.83 

ARGENT SECS INC 1.00 03/25/2034 729,301 733,173 

347,938 2.10 

ASSET BACKED FDG CORP 1.43 05/25/2032 276,579 276,937 

194,717 2.04 

ASSET SECURITIZATION CORP 7.91 02/14/2029 502,813 504,111 

503,071 7.91 

BANC AMER COML MTG INC 5.35 09/10/2047 17,652,735 35,824,414 37,344,718 2.53 





BANC AMER COML MTG TR 5.89 07/10/2044 1,732,000 1,763,059 1,340,341 7.61 

BANC AMER COML MTG TR 5.49 02/10/2051 6,300,000 6,333,419 4,476,565 7.73 

BANC AMER COML MTG TR 0.11 10/10/2045 102,943,009 676,388 

832,147 13.72 

BANC AMER COML MTG TR 0.10 05/10/2017 454,749,296 1,487,588 1,724,166 *** 

BANC AMER FDG 2006 1 TR 5.50 01/25/2036 27,849,808 57,440,697 53,443,210 2.87 

BANC AMER FDG 2006 2 TR 6.00 03/25/2036 22,927,840 47,886,951 44,672,183 3.08 

BANC AMER FDG CORP 5.06 12/25/2034 6,659,449 14,011,985 13,475,902 2.50 



BANC AMER FDG CORP 5.26 12/20/2034 485,016 489,163 

263,298 9.68 

BANC AMER MTG SECS INC 5.24 08/25/2035 6,808,501 14,119,038 11,475,146 3.11 






BANC OF AMERICA COMMERCIAL MTG 5.61 05/10/2045 959,479 968,003 

969,370 5.55 

BANC OF AMERICA COMMERCIAL MTG 5.93 05/10/2045 1,783,000 1,817,402 1,499,249 7.05 

BANK AMER MTG SECS INC 3.80 10/20/2032 792,727 1,696,485 1,666,013 1.81 

BANK AMER MTG SECS INC 4.27 04/25/2033 3,014,698 6,362,994 5,646,858 2.28 

BAYVIEW COML ASSET TR 0.74 08/25/2034 863,780 838,649 

568,094 1.12 

BAYVIEW FINL 0.60 12/28/2036 3,144,027 3,144,027 1,813,766 1.03 

BAYVIEW FINL 0.67 04/28/2037 3,867,180 3,867,180 2,002,481 1.29 

BAYVIEW FINL ASSET TR 1.81 03/25/2037 664,714 664,714 

508,473 2.36 

BAYVIEW FINL MTG PTHRU TR2006D 5.66 12/28/2036 4,700,000 4,665,095 1,954,942 13.61 

BAYVIEW FINL SECS CO LLC 5.93 04/28/2036 43,283 

43,651 

42,900 5.98 

BCAP LLC TR 0.50 10/25/2036 9,160,630 6,528,320 7,456,185 0.62 

BCAP LLC TR 2007 AA4 6.21 06/25/2047 82,471,099 63,525,976 36,968,144 13.85 

BEAR STEANS STRUCTURED PRODS 3.85 07/27/2033 12,129,153 21,808,944 22,523,633 2.07 

BEAR STEARNS ALT A TR 5.65 08/25/2036 34,046,032 26,622,173 30,171,246 6.38 

BEAR STEARNS ARM TR 5.62 05/25/2033 4,163,659 8,881,622 8,719,623 2.68 










BEAR STEARNS ARM TR 5.38 02/25/2033 831,761 1,760,230 1,217,767 3.68 

BEAR STEARNS ARM TR 4.96 01/25/2035 689,790 697,413 

463,727 7.38 

BEAR STEARNS ASSET BACKED SECS 0.71 03/25/2035 2,596,718 2,600,442 1,497,676 1.23 

BEAR STEARNS ASSET BKD SECS 0.71 02/25/2037 2,481,086 2,481,086 1,507,338 1.17 

BEAR STEARNS COML MTG SECS II 5.62 03/11/2039 17,810,111 37,466,576 37,214,017 2.69 

BEAR STEARNS COML MTG SECS INC 5.30 10/12/2042 17,810,111 37,397,510 37,873,454 2.49 




BEAR STEARNS COML MTG SECS TR 5.20 12/11/2038 23,549,824 48,990,471 46,838,976 2.61 




BEAR STEARNS MTG FDG TR 0.57 12/25/2035 4,186,579 4,186,579 

814,413 2.92 

BEAR STEARNS STRUCT PRODS INC 5.66 01/26/2036 848,253 843,956 

468,282 10.25 

BEAR STEARNS STRUCTURED PRODS 5.75 12/26/2046 3,194,126 3,172,686 1,942,346 9.45 

BEAR STEARNS TR 5.54 09/11/2041 83,134,268 86,971,486 85,879,336 5.36 

CBA COML SMALL BALANCE COML 0.63 08/25/2035 2,107,434 2,107,434 

842,974 1.57 

CD 0.09 12/11/2049 49,989,136 478,759 

957,649 4.62 

CD COMMERCIAL MTG TR 0.05 09/15/2020 613,250,764 534,621 

580,027 *** 

CD MTG TR 5.89 11/15/2044 14,547,623 29,451,999 27,896,551 3.07 

CD MTG TR 5.62 10/15/2048 58,593,032 59,769,070 55,811,609 5.90 

CD MTG TR 5.89 11/15/2044 145,484,969 152,154,226 132,914,442 6.44 

CHL MTG PASS THROUGH TR 5.39 02/25/2047 1,607,448 1,578,595 

741,166 11.69 

CITIGROUP COML MTG TR 5.43 10/15/2049 35,555,458 69,246,535 68,151,244 2.83 



CITIGROUP COML MTG TR 2008 C7 6.30 12/10/2049 2,235,000 2,233,261 1,770,244 7.95 

CITIGROUP DEUTSCHE BANK 0.56 12/11/2049 59,664,453 1,626,579 1,852,670 *** 



CITIGROUP MTG LN TR 4.25 08/25/2035 1,223,635 1,180,832 

907,836 5.73 




CITIGROUP MTG LOAN TRUST INC 5.61 04/25/2037 5,646,788 5,582,450 3,059,874 10.35 

CMALT CITIMTG ALT LN TR 6.25 07/25/2037 175,016,851 98,385,846 119,976,889 9.12 

COBALT CMBS COML MTG TR 5.48 04/15/2047 201,184,928 209,796,815 161,909,699 6.81 

COMM 2001 J2 0.82 07/16/2034 3,660,000 3,695,945 3,039,611 0.99 

COMM 2004 LNB2 0.29 03/10/2039 54,509,719 1,798,569 2,205,487 7.09 

COMM MTG 0.82 02/16/2034 2,618,120 2,563,047 2,331,109 0.92 

COMM MTG TR 0.29 12/10/2046 58,982,563 754,217 

931,776 *** 

COMMERCIAL MTG TR 2007 GG9 0.51 03/10/2039 126,152,206 2,992,344 3,435,257 *** 

COUNTRY WIDE HOME LOANS 0.54 09/25/2034 1,156,316 1,157,380 

680,741 0.92 

COUNTRYWIDE ALTERNATIVE 6.25 08/25/2047 62,750,239 127,530,076 85,452,501 4.59 

COUNTRYWIDE ALTERNATIVE LN TR 1.46 12/25/2035 470,000 475,176 

3,420 *** 

COUNTRYWIDE HOME LOAN 0.81 03/25/2036 3,000,000 3,004,270 

53,519 *** 

COUNTRYWIDE HOME LOANS 6.00 09/25/2037 6,346,079 13,039,586 9,660,886 3.94 

COUNTRYWIDE MTG PASS THRU TR 5.48 01/25/2037 5,562,283 5,562,283 2,441,991 12.49 

CREDIT SUISSE 4.99 05/01/2033 2,506,937 5,315,694 5,091,405 2.46 

CREDIT SUISSE 5.38 02/15/2040 9,714,606 18,735,716 16,276,458 3.21 

CREDIT SUISSE 5.38 02/15/2040 41,567,134 40,245,916 33,180,303 6.74 





CREDIT SUISSE 1ST BOSTON MTG 0.45 10/15/2039 42,439,707 1,331,002 1,751,333 10.88 

CREDIT SUISSE COML MTG TR 0.14 12/15/2039 40,153,976 727,195 

921,090 6.30 

CREDIT SUISSE COML MTG TR 5.31 12/15/2039 6,725,000 6,629,574 4,685,648 7.62 

CREDIT SUISSE COML MTG TR 6.02 06/15/2038 4,167,000 4,268,400 3,291,098 7.62 

CREDIT SUISSE COML MTG TR 5.91 06/15/2039 400,000 369,441 

273,894 8.63 

CREDIT SUISSE FIRST BOSTON 5.31 11/25/2032 1,072,650 2,274,744 2,321,229 2.45 

CREDIT SUISSE FIRST BOSTON 4.83 06/25/2034 15,656,118 32,913,468 30,072,277 2.52 

CREDIT SUISSE FIRST BOSTON MTG 0.50 12/15/2035 37,319,843 2,281,491 2,772,010 6.69 

CROWN CASTLE TOWERS LLC 4.64 06/15/2035 1,340,000 1,310,360 1,326,599 4.69 

CSAB MTG BACKED TR 5.87 12/25/2036 976,940 976,813 

840,849 6.82 

CSMC TR 0.58 10/25/2036 2,242,493 2,242,493 1,415,111 0.92 

CWABS CTFS TR 2007 QH1 0.96 02/25/2037 1,252,000 1,246,206 

645,601 1.86 

CWABS INC 0.97 04/25/2032 434,357 434,694 

263,216 1.60 

CWALT INC 0.64 11/20/2035 1,616,796 1,023,372 

720,243 1.45 

CWALT INC 2.34 12/25/2035 2,101,226 1,350,341 

927,882 5.30 

CWALT INC 2.90 08/25/2035 2,237,470 2,253,841 1,027,954 6.31 

CWALT INC 5.50 03/25/2036 4,775,944 4,729,246 3,015,984 8.71 

CWALT INC 4.97 12/25/2034 394,341 394,900 

215,043 9.12 

CWALT INC 5.21 12/25/2034 205,592 208,558 

114,097 9.38 

CWALT INC 1.09 01/25/2036 6,300,000 6,300,000 

141,698 *** 

CWALT INC 2.31 01/25/2036 725,610 669,303 

28,909 *** 

CWALT INC 1.00 02/25/2036 5,850,000 5,860,588 

117,488 *** 

CWMBS INC 0.71 09/25/2035 2,736,116 2,736,116 1,961,370 0.99 

CWMBS INC 0.64 02/25/2035 1,043,260 1,043,260 

506,030 1.32 

CWMBS INC 0.60 04/25/2035 1,393,628 1,393,628 

609,963 1.37 

CWMBS INC 0.70 02/25/2035 4,840,645 4,840,645 1,187,811 2.85 

CWMBS INC 4.68 05/20/2035 9,074,059 18,930,747 12,806,717 3.32 

CWMBS INC 5.25 10/25/2034 2,952,094 2,915,579 2,870,650 5.40 

CWMBS INC 5.41 02/25/2034 799,308 804,794 

542,677 7.97 

CWMBS INC 5.83 04/20/2036 1,281,058 1,280,186 

916,445 8.16 

CWMBS INC 2.62 11/25/2034 1,544,053 1,566,541 

473,381 8.56 

CWMBS INC 1.13 04/25/2046 570,194 570,015 

6,038 *** 

CWMBS INC 1.18 04/25/2046 390,149 390,012 

4,295 *** 

CWMBS INC 1.36 03/25/2036 1,020,849 1,031,373 

6,833 *** 

DLJ MTG ACCEP CORP 1.60 11/12/2021 763,534 

62 

78 *** 

FANNIE MAE 5.00 03/25/2034 56,115,631 57,918,504 67,566,474 4.15 

FANNIE MAE 5.38 06/12/2017 4,700,000 4,985,548 5,246,379 4.82 

FARMER MAC GTD NTS TR 5.13 04/19/2017 83,134,268 90,835,873 103,885,175 4.10 

FED HM LN PC POOL 4.50 04/01/2035 32,505 

64,935 

80,388 1.82 

FED HM LN PC POOL 4.50 07/01/2035 1,222,078 2,501,407 3,022,295 1.82 








FED HM LN PC POOL 5.00 12/01/2019 464,884 982,688 1,203,027 1.93 












FED HM LN PC POOL 5.64 04/01/2037 52,887 111,542 

137,743 2.17 









FED HM LN PC POOL 5.97 04/01/2037 26 

54 

67 2.29 









33,325 

41,591 2.32 


173,699 2.32 


254,214 2.32 


531,932 2.32 


593,682 2.32 


904,969 2.32 


675,582 2.32 


FED HM LN PC POOL 6.00 06/01/2037 632,025 1,309,159 1,633,894 2.32 
















821,948 2.32 



258,906 2.32 


717,217 2.32 


705,161 2.32 


710,473 2.32 


995,010 2.32 


367,513 2.32 


886,702 2.32 



202,993 2.33 



18,578 

23,074 2.43 


5,066 

6,393 2.43 


3,514 

4,434 2.43 






17,772 

22,330 2.43 


23,372 

29,375 2.44 


277 

343 2.44 


14,377 

17,815 2.44 


3,874 

4,863 2.44 


860 

1,079 2.44 


13,082 

16,024 2.44 


5,681 

6,957 2.44 


18,893 

23,279 2.44 


14,146 

17,327 2.44 


743 

910 2.44 


2,638 

3,229 2.44 


7,985 

9,777 2.44 


12,576 

15,399 2.44 


28,121 

34,424 2.44 


28,350 

34,704 2.44 


21,569 

26,403 2.44 


10,333 

12,651 2.44 


570 

702 2.44 


1,486 

1,863 2.44 


17,884 

22,035 2.44 


19,962 

24,697 2.44 


6,676 

8,260 2.44 


4,932 

6,101 2.44 


11,062 

13,685 2.44 


13,104 

16,032 2.44 


2,789 

3,436 2.44 


1,160 

1,417 2.45 


1,116 

1,363 2.45 


1,773 

2,189 2.45 


2,705 

3,304 2.45 


3,005 

3,672 2.45 


2,385 

2,913 2.45 


8,665 

10,585 2.45 


2,946 

3,599 2.45 


9,502 

11,678 2.45 


34,701 

42,386 2.45 


21,595 

26,380 2.45 


22,303 

27,246 2.45 


18,712 

22,857 2.45 


4,000 

4,888 2.45 


12,374 

15,118 2.45 


49,188 

60,083 2.45 


15,859 

19,489 2.45 


35,356 

43,192 2.45 


8,903 

10,878 2.45 


19,587 

23,933 2.45 


20,604 

25,169 2.45 


16,410 

20,047 2.45 


2,975 

3,656 2.45 


10,789 

13,258 2.45 


7,934 

9,692 2.45 


11,229 

13,713 2.45 


3,455 

4,221 2.45 


3,197 

3,905 2.45 






5,327 

6,509 2.45 


2,655 

3,262 2.45 


1,638 

2,001 2.45 


3,737 

4,566 2.45 


492 

602 2.45 


658 

804 2.45 


955 

1,166 2.45 


695 

849 2.45 


289 

353 2.45 


835 

1,018 2.45 


538 

656 2.45 


3,701 

4,516 2.45 


2,155 

2,629 2.45 


5,864 

7,153 2.45 


9,694 

11,826 2.45 


19,728 

24,066 2.45 


32,684 

39,870 2.45 


13,236 

16,148 2.45 


23,662 

28,864 2.45 


12,802 

15,618 2.45 





8,393 

10,239 2.45 


189,568 2.45 


10,773 

13,141 2.45 


46,780 

57,062 2.45 


50,624 

61,767 2.45 


28,152 

34,345 2.45 


19,459 

23,879 2.45 


18,471 

22,531 2.45 


1,563 

1,918 2.45 


8,513 

10,386 2.45 


6,907 

8,425 2.45 


2,025 

2,470 2.45 


2,127 

2,595 2.45 


2,378 

2,900 2.45 


2,030 

2,477 2.45 


1,211 

1,477 2.45 


1,403 

1,712 2.45 


56,176 

68,481 2.45 



14,884 

18,144 2.45 


586,816 2.45 


418,785 2.45 


614,187 2.45 


39,129 

47,694 2.45 


3,565 

4,333 2.46 


4,887 

5,940 2.46 


184,018 2.46 


143,818 2.46 


22,883 

27,816 2.46 


281,809 2.47 


687,721 2.47 


590,760 2.47 















503,896 2.47 


866,301 2.47 


400,724 2.47 


54,341 

66,963 2.47 


57,059 

70,308 2.47 




916,579 2.47 


505,805 2.54 


795 

984 2.59 


6,817 

8,371 2.60 


43,080 

53,888 2.60 


19,642 

24,569 2.60 


22,051 

27,583 2.60 


69,108 

86,669 2.60 


49,634 

62,235 2.60 


45,270 

56,549 2.60 


8,038 

9,835 2.61 


45,019 

56,030 2.62 


75,937 

92,205 2.62 


500,502 2.62 


798,124 2.62 


492,665 2.62 


809,657 2.62 







672,243 2.62 








621,236 2.62 


258,367 2.62 


508,539 2.62 


327,580 2.62 


581,871 2.62 


741,950 2.62 


217,209 2.62 


19,509 

24,280 2.62 


30,727 

38,241 2.62 


30,564 

38,038 2.62 






407,365 2.62 


904,201 2.62 



591,980 2.62 



530,087 2.62 




610,638 2.62 


774,606 2.62 


693,489 2.62 


404,030 2.62 


351,439 2.62 


99,545 

123,891 2.62 


41,211 

51,288 2.62 


19,128 

23,805 2.62 


78,861 

95,945 2.62 


242,064 2.62 


268,838 2.62 


290,486 2.62 


456,029 2.62 




759,505 2.62 











422,137 2.62 




661,029 2.62 


660,173 2.62 


282,162 2.62 


727,065 2.62 


463,305 2.62 


6,376 

7,768 2.65 


45,448 

55,308 2.65 


5,613 

6,828 2.66 


6,382 

7,742 2.66 


3,898 

4,523 2.69 


14,341 

17,953 2.77 


82,912 

103,810 2.77 


20,596 

25,784 2.77 


4,948 

6,195 2.77 


1,968 

2,463 2.77 


172 

215 2.77 


4,109 

5,131 2.78 


48,176 

60,165 2.78 


49,748 

62,136 2.78 






2,635 

3,291 2.78 


13,236 

16,520 2.78 


12,871 

16,067 2.78 


13,377 

16,696 2.78 


10,246 

12,790 2.78 


6,437 

8,035 2.78 


29,457 

36,518 2.80 


306,987 2.94 


4,429 

5,124 3.06 









58,439 *** 

FEDERAL HOME LN BANKS 5.50 08/13/2014 63,597,715 70,017,813 83,737,952 4.18 

FEDERAL HOME LN MTG CORP 0.00 12/11/2025 124,701,402 60,830,908 62,026,746 0.00 

FEDERAL HOME LN MTG CORP 0.01 10/17/2027 622,126 1,166,437 1,318,205 0.00 

FEDERAL HOME LN MTG CORP 5.00 01/15/2034 323,820 659,111 

818,787 1.98 











































FEDERAL HOME LN MTG CORP 5.00 09/15/2035 991,847 275,399 

128,526 *** 

FEDERAL HOME LN MTG PC GTD 4.50 03/15/2021 23,486 

49,267 

59,298 1.78 

FEDERAL HOME LN MTG PC GTD 7.00 03/25/2024 186,257 398,566 

501,942 2.60 

FEDERAL HOME LOAN BANK 4.88 11/27/2013 47,344,966 50,634,726 59,845,513 3.86 

FEDERAL HOME LOAN BANK 4.88 11/27/2013 17,300,000 17,628,313 18,537,946 4.55 

FEDERAL HOME LOAN MTG 5.00 02/15/2020 1,081,131 319,659 

132,682 *** 

FEDERAL HOME LOAN MTG CORP 5.00 01/30/2014 57,591,264 61,933,440 73,510,453 3.92 



FEDERAL NATL MTG ASSN 0.00 10/09/2019 207,835,670 131,713,479 123,877,393 0.00 


















FEDERAL NATL MTG ASSN 5.00 03/01/2036 1,130,288 359,718 

147,937 *** 

FEDERAL NATL MTG ASSN GTD 0.00 09/25/2023 423,780 754,884 

950,277 0.00 

FEDERAL NATL MTG ASSN GTD 5.50 02/25/2043 2,630,055 5,611,019 6,634,057 2.18 

FEDERAL NATL MTG ASSN GTD 6.50 09/25/2023 278,091 600,866 

758,264 2.38 

FEDERAL NATL MTG ASSN GTD 7.00 11/25/2029 2,575,126 5,605,570 6,878,082 2.62 

FEDERAL NATL MTG ASSN REMIC 6.50 08/18/2028 960,705 2,062,347 2,558,274 2.44 

FEDERAL NATL MTG ASSN REMIC 7.00 03/25/2020 61,386 132,042 

163,477 2.63 

FEDERAL NATL MTG ASSN STRIPPED 5.00 04/01/2036 1,261,572 415,767 

168,293 *** 

FHLMC TBA AUG 30 GOLD SINGLE 5.00 12/01/2099 42,096,627 88,785,604 105,573,895 1.99 

FHLMC TBA JUL 30 GOLD SINGLE 4.50 12/31/2099 68,002,243 141,280,202 167,569,636 1.83 

FHLMC TBA JUL 30 GOLD SINGLE 5.00 12/01/2099 16,191,010 33,896,664 40,761,942 1.99 

FIRST FRANKLIN MTG LN TR 0.35 09/25/2036 36,104 

34,742 

34,329 0.37 

FIRST FRANKLIN MTG LN TR 0.85 09/25/2034 1,987,766 1,987,766 1,067,705 1.59 

FIRST FRANKLIN MTG LN TR 0.82 09/25/2035 4,181,000 4,196,122 2,111,889 1.62 

FIRST HORIZON MTG 0.78 07/25/2036 45,994,545 31,083,653 25,613,498 1.40 

FIRST HORIZON MTG 5.73 03/25/2036 10,457,787 21,861,296 18,804,988 3.18 

FIRST HORIZON MTG PASS THRU TR 5.63 11/25/2036 5,732,961 5,734,591 2,683,626 12.02 

FIRST HORIZON MTG PASSTHRU TR 5.63 11/25/2035 16,300,576 11,792,228 9,237,656 9.93 

FIRST HORIZON MTG TR 5.68 10/25/2034 1,442,036 3,068,396 2,476,531 3.31 

FIRST HORIZON TR 5.65 11/25/2036 1,679,632 1,682,677 1,163,890 8.15 

FNMA TBA JUL 15 SINGLE FAM 9.00 12/01/2099 (55,858,985) (118,864,671) (141,071,708) 3.56 

FNMA TBA JUL 30 SINGLE FAM 5.00 12/01/2099 6,476,404 13,572,970 16,316,051 1.98 

FNMA GRANTOR TRUST 6.50 01/25/2044 2,826,514 2,884,137 2,961,546 6.20 

FNMA POOL 2.67 06/01/2032 907,147 1,920,353 2,269,084 1.07 





FNMA POOL 3.11 03/01/2032 386,191 833,274 

964,867 1.24 

FNMA POOL 3.23 03/01/2032 374,090 807,165 

935,166 1.29 

FNMA POOL 3.58 06/01/2032 151,085 326,016 

382,300 1.41 

FNMA POOL 4.03 02/01/2032 447,188 964,648 1,142,649 1.58 

FNMA POOL 4.00 03/01/2019 38,095 

76,707 

96,199 1.58 

FNMA POOL 4.00 10/01/2018 75,353 151,800 

190,285 1.58 

FNMA POOL 4.00 07/01/2018 76,681 154,522 

193,640 1.58 

FNMA POOL 4.00 07/01/2018 100,915 203,355 

254,835 1.58 

FNMA POOL 4.00 06/01/2018 134,139 270,334 

338,736 1.58 

FNMA POOL 4.00 07/01/2018 68,934 138,911 

174,077 1.58 

FNMA POOL 4.00 07/01/2018 725,598 1,462,165 1,832,318 1.58 

FNMA POOL 4.00 06/01/2018 153,139 308,625 

386,715 1.58 

FNMA POOL 4.00 10/01/2018 173,051 348,615 

436,998 1.58 

FNMA POOL 4.00 07/01/2018 11,180 

22,426 

28,232 1.58 

FNMA POOL 4.00 10/01/2018 4,534 

9,135 

11,450 1.58 

FNMA POOL 4.00 12/01/2019 11,708 

23,558 

29,193 1.60 

FNMA POOL 4.00 12/01/2019 11,810 

23,762 

29,446 1.60 

FNMA POOL 4.00 05/01/2019 18,280 

36,802 

45,579 1.60 

FNMA POOL 4.00 05/01/2019 22,258 

44,811 

55,498 1.60 

FNMA POOL 4.00 06/01/2019 42,639 

85,834 

106,313 1.60 

FNMA POOL 4.00 06/01/2020 27,218 

54,736 

67,863 1.60 

FNMA POOL 4.00 06/01/2019 66,972 134,816 

166,984 1.60 

FNMA POOL 4.00 08/01/2019 97,898 197,038 

244,093 1.60 

FNMA POOL 4.00 06/01/2019 53,234 107,163 

132,732 1.60 

FNMA POOL 4.00 03/01/2020 127,249 255,968 

317,278 1.60 

FNMA POOL 4.00 05/01/2019 105,675 212,748 

263,486 1.60 

FNMA POOL 4.00 01/01/2020 49,067 

98,254 

122,341 1.60 

FNMA POOL 4.00 12/01/2019 201,962 406,352 

503,563 1.60 

FNMA POOL 4.00 12/01/2019 121,638 244,738 

303,286 1.60 

FNMA POOL 4.00 05/01/2019 112,798 227,087 

281,245 1.60 

FNMA POOL 4.00 01/01/2020 272,185 547,598 

678,654 1.60 

FNMA POOL 4.00 06/01/2019 178,447 359,221 

444,931 1.60 

FNMA POOL 4.00 01/01/2020 246,664 496,253 

615,022 1.60 

FNMA POOL 4.00 12/01/2019 81,322 163,622 

202,764 1.60 

FNMA POOL 4.00 03/01/2020 165,885 333,684 

413,609 1.60 

FNMA POOL 4.00 01/01/2020 786,294 1,581,910 1,960,509 1.60 

FNMA POOL 4.00 12/01/2019 211,411 425,364 

527,123 1.60 

FNMA POOL 4.00 12/01/2019 190,023 382,331 

473,795 1.60 

FNMA POOL 4.00 10/01/2019 127,473 256,520 

317,834 1.60 

FNMA POOL 4.00 01/01/2020 146,994 295,731 

366,508 1.60 

FNMA POOL 4.00 06/01/2019 97,219 195,953 

242,402 1.60 

FNMA POOL 4.00 12/01/2019 144,966 291,675 

361,451 1.60 

FNMA POOL 4.00 05/01/2019 102,715 206,787 

256,104 1.60 

FNMA POOL 4.00 05/01/2019 16,642 

33,504 

41,494 1.60 

FNMA POOL 4.00 06/01/2019 111,637 224,730 

278,351 1.60 

FNMA POOL 4.00 08/01/2019 60,950 122,673 

151,969 1.60 

FNMA POOL 4.00 06/01/2019 34,396 

69,240 

85,761 1.60 

FNMA POOL 4.00 05/01/2019 6,969 

13,966 

17,377 1.60 

FNMA POOL 4.00 06/01/2020 12,939 

26,022 

32,144 1.61 

FNMA POOL 4.00 05/01/2020 58,419 117,494 

145,127 1.61 

FNMA POOL 4.00 05/01/2020 71,254 143,307 

177,011 1.61 

FNMA POOL 4.00 04/01/2020 109,011 219,262 

270,809 1.61 

FNMA POOL 4.00 03/01/2020 107,143 214,513 

266,169 1.61 

FNMA POOL 4.00 10/01/2020 81,971 164,801 

203,637 1.61 

FNMA POOL 4.00 05/01/2020 26,484 

53,265 

65,792 1.61 





FNMA POOL 4.00 02/01/2020 183,124 368,388 

454,924 1.61 

FNMA POOL 4.00 05/01/2020 165,230 332,253 

410,473 1.61 

FNMA POOL 4.00 06/01/2020 234,501 471,599 

582,558 1.61 

FNMA POOL 4.00 05/01/2020 171,029 343,979 

424,878 1.61 

FNMA POOL 4.00 05/01/2020 257,356 517,601 

639,335 1.61 

FNMA POOL 4.00 06/01/2020 265,637 534,216 

659,908 1.61 

FNMA POOL 4.00 06/01/2020 108,897 219,001 

270,528 1.61 

FNMA POOL 4.00 05/01/2020 179,454 360,923 

445,808 1.61 

FNMA POOL 4.00 04/01/2020 109,639 220,527 

272,371 1.61 

FNMA POOL 4.00 03/01/2020 324,937 650,562 

807,223 1.61 

FNMA POOL 4.00 04/01/2020 460,733 926,709 1,144,573 1.61 

FNMA POOL 4.00 12/01/2020 390,229 780,716 

969,423 1.61 

FNMA POOL 4.00 06/01/2020 358,762 721,496 

891,252 1.61 

FNMA POOL 4.00 02/01/2020 236,209 475,180 

586,801 1.61 

FNMA POOL 4.00 06/01/2020 298,734 600,775 

742,127 1.61 

FNMA POOL 4.00 06/01/2020 380,671 765,557 

945,680 1.61 

FNMA POOL 4.00 06/01/2020 113,246 227,746 

281,331 1.61 

FNMA POOL 4.00 02/01/2020 735,763 1,480,129 1,827,816 1.61 

FNMA POOL 4.00 02/01/2020 398,821 802,306 

990,770 1.61 

FNMA POOL 4.00 09/01/2020 1,116,881 2,245,625 2,774,607 1.61 

FNMA POOL 4.00 05/01/2020 1,481,534 2,979,704 3,680,493 1.61 

FNMA POOL 4.00 05/01/2020 168,491 338,875 

418,574 1.61 

FNMA POOL 4.00 11/01/2020 211,442 425,067 

525,273 1.61 

FNMA POOL 4.00 06/01/2020 574,123 1,154,603 1,426,262 1.61 

FNMA POOL 4.00 06/01/2020 403,675 811,821 1,002,829 1.61 

FNMA POOL 4.00 04/01/2020 485,632 974,972 1,206,430 1.61 

FNMA POOL 4.00 08/01/2020 444,454 893,694 1,104,132 1.61 

FNMA POOL 4.00 07/01/2020 239,928 482,476 

596,039 1.61 

FNMA POOL 4.00 07/01/2020 782,141 1,572,825 1,943,029 1.61 

FNMA POOL 4.00 08/01/2020 181,344 364,642 

450,504 1.61 

FNMA POOL 4.00 07/01/2020 911,187 1,832,328 2,263,612 1.61 

FNMA POOL 4.00 07/01/2020 154,284 310,254 

383,280 1.61 

FNMA POOL 4.00 04/01/2020 302,519 608,481 

751,532 1.61 

FNMA POOL 4.00 05/01/2020 273,267 549,603 

678,863 1.61 

FNMA POOL 4.00 03/01/2020 108,694 218,702 

270,023 1.61 

FNMA POOL 4.00 06/01/2020 175,732 353,410 

436,562 1.61 

FNMA POOL 4.00 06/01/2020 378,329 760,848 

939,863 1.61 

FNMA POOL 4.00 02/01/2020 383,605 771,696 

952,969 1.61 

FNMA POOL 4.00 02/01/2020 164,203 330,326 

407,920 1.61 

FNMA POOL 4.00 05/01/2020 369,226 742,597 

917,247 1.61 

FNMA POOL 4.00 05/01/2020 92,260 185,557 

229,197 1.61 

FNMA POOL 4.00 01/01/2020 139,640 280,936 

346,900 1.61 

FNMA POOL 4.00 02/01/2020 403,160 811,034 1,001,548 1.61 

FNMA POOL 4.00 05/01/2020 303,595 610,599 

754,204 1.61 

FNMA POOL 4.00 02/01/2020 254,632 509,845 

632,569 1.61 

FNMA POOL 4.00 05/01/2020 238,590 479,858 

592,715 1.61 

FNMA POOL 4.00 04/01/2020 245,695 494,185 

610,365 1.61 

FNMA POOL 4.00 04/01/2020 184,063 370,221 

457,258 1.61 

FNMA POOL 4.00 05/01/2020 91,640 184,309 

227,656 1.61 

FNMA POOL 4.00 04/01/2020 44,298 

89,053 

110,046 1.61 

FNMA POOL 4.00 02/01/2020 193,874 390,015 

481,631 1.61 

FNMA POOL 4.00 02/01/2020 92,969 187,026 

230,959 1.61 

FNMA POOL 4.00 04/01/2020 81,205 163,335 

201,734 1.61 

FNMA POOL 4.00 06/01/2020 126,611 254,624 

314,532 1.61 

FNMA POOL 4.00 05/01/2020 131,686 264,851 

327,140 1.61 





FNMA POOL 4.00 06/01/2020 65,698 132,124 

163,210 1.61 

FNMA POOL 4.00 06/01/2020 107,656 216,503 

267,443 1.61 

FNMA POOL 4.00 01/01/2020 42,439 

85,381 

105,428 1.61 

FNMA POOL 4.00 03/01/2020 102,035 205,247 

253,479 1.61 

FNMA POOL 4.00 04/01/2020 71,159 143,128 

176,777 1.61 

FNMA POOL 4.00 04/01/2020 64,373 129,479 

159,919 1.61 

FNMA POOL 4.00 06/01/2020 82,113 165,136 

203,990 1.61 

FNMA POOL 4.00 04/01/2020 67,994 136,761 

168,913 1.61 

FNMA POOL 4.00 05/01/2020 31,468 

63,290 

78,174 1.61 

FNMA POOL 4.00 06/01/2020 10,176 

20,464 

25,279 1.61 

FNMA POOL 4.00 06/01/2020 10,823 

21,765 

26,886 1.61 

FNMA POOL 4.00 06/01/2020 10,905 

21,931 

27,091 1.61 

FNMA POOL 4.00 06/01/2020 9,339 

18,781 

23,200 1.61 

FNMA POOL 4.34 01/01/2032 680,198 1,467,250 1,713,304 1.72 

FNMA POOL 4.50 04/01/2018 115,245 236,307 

296,040 1.75 

FNMA POOL 4.50 07/01/2015 110,620 231,301 

283,435 1.76 

FNMA POOL 4.50 01/01/2020 48,018 

98,379 

122,989 1.76 

FNMA POOL 4.50 07/01/2019 76,614 160,151 

196,229 1.76 

FNMA POOL 4.50 04/01/2019 3,360 

6,886 

8,607 1.76 

FNMA POOL 4.50 04/01/2020 163,226 341,190 

417,973 1.76 

FNMA POOL 4.51 03/01/2033 349,711 725,792 

892,891 1.77 

FNMA POOL 4.50 06/01/2023 21,563 

45,972 

54,587 1.78 

FNMA POOL 4.50 04/01/2023 38,892 

82,916 

98,455 1.78 

FNMA POOL 4.50 06/01/2023 42,601 

90,822 

107,842 1.78 

FNMA POOL 4.50 05/01/2023 32,170 

68,585 

81,438 1.78 

FNMA POOL 4.50 06/01/2023 94,805 202,119 

239,996 1.78 

FNMA POOL 4.50 07/01/2023 91,353 194,761 

231,258 1.78 

FNMA POOL 4.50 04/01/2023 114,384 243,858 

289,558 1.78 

FNMA POOL 4.50 05/01/2023 129,207 275,462 

327,084 1.78 

FNMA POOL 4.50 04/01/2023 160,615 342,421 

406,591 1.78 

FNMA POOL 4.50 05/01/2023 102,047 217,558 

258,328 1.78 

FNMA POOL 4.50 11/01/2023 48,407 103,203 

122,541 1.78 

FNMA POOL 4.50 09/01/2023 184,826 394,042 

467,882 1.78 

FNMA POOL 4.50 05/01/2023 101,763 216,953 

257,610 1.78 

FNMA POOL 4.50 08/01/2023 292,131 622,808 

739,518 1.78 

FNMA POOL 4.50 04/01/2023 247,317 527,264 

626,074 1.78 

FNMA POOL 4.50 05/01/2023 120,837 257,616 

305,893 1.78 

FNMA POOL 4.50 02/01/2024 135,191 288,223 

342,230 1.78 

FNMA POOL 4.50 03/01/2023 207,252 441,847 

524,651 1.78 

FNMA POOL 4.50 04/01/2023 279,946 596,825 

708,672 1.78 

FNMA POOL 4.50 06/01/2023 295,725 630,468 

748,616 1.78 

FNMA POOL 4.50 06/01/2023 150,073 319,947 

379,904 1.78 

FNMA POOL 4.50 09/01/2023 268,977 573,448 

680,906 1.78 

FNMA POOL 4.50 05/01/2023 184,876 394,145 

468,007 1.78 

FNMA POOL 4.50 05/01/2023 132,459 282,394 

335,315 1.78 

FNMA POOL 4.50 04/01/2023 150,374 320,587 

380,666 1.78 

FNMA POOL 4.50 03/01/2023 288,615 615,307 

730,619 1.78 

FNMA POOL 4.50 04/01/2023 261,923 558,402 

663,048 1.78 

FNMA POOL 4.50 10/01/2023 524,564 1,118,350 1,327,915 1.78 

FNMA POOL 4.50 03/01/2023 722,504 1,540,326 1,828,992 1.78 

FNMA POOL 4.50 05/01/2023 609,933 1,300,340 1,544,023 1.78 

FNMA POOL 4.50 07/01/2023 185,489 395,453 

469,559 1.78 

FNMA POOL 4.50 10/01/2023 795,794 1,696,196 2,014,525 1.78 

FNMA POOL 4.50 06/01/2023 570,543 1,216,365 1,444,309 1.78 

FNMA POOL 4.50 04/01/2023 408,810 871,555 1,034,887 1.78 





FNMA POOL 4.50 05/01/2023 896,597 1,911,026 2,269,702 1.78 

FNMA POOL 4.50 10/01/2023 148,013 315,559 

374,691 1.78 

FNMA POOL 4.50 03/01/2023 1,186,976 2,530,548 3,004,787 1.78 

FNMA POOL 4.50 04/01/2023 966,339 2,059,671 2,446,252 1.78 

FNMA POOL 4.50 05/01/2023 1,451,754 3,095,050 3,675,063 1.78 

FNMA POOL 4.50 04/01/2023 638,277 1,360,765 1,615,776 1.78 

FNMA POOL 4.50 06/01/2023 987,665 2,105,644 2,500,237 1.78 

FNMA POOL 4.50 05/01/2023 118,305 252,219 

299,485 1.78 

FNMA POOL 4.50 04/01/2023 1,719,225 3,665,274 4,352,156 1.78 

FNMA POOL 4.50 07/01/2023 97,221 207,270 

246,112 1.78 

FNMA POOL 4.50 04/01/2023 702,220 1,497,086 1,777,644 1.78 

FNMA POOL 4.50 06/01/2023 291,856 622,219 

738,822 1.78 

FNMA POOL 4.50 07/01/2023 961,453 2,049,274 2,433,884 1.78 

FNMA POOL 4.50 04/01/2023 1,694,398 3,612,344 4,289,308 1.78 

FNMA POOL 4.50 05/01/2023 1,503,400 3,205,155 3,805,802 1.78 

FNMA POOL 4.50 07/01/2023 802,095 1,710,023 2,030,473 1.78 

FNMA POOL 4.50 04/01/2023 305,008 650,257 

772,116 1.78 

FNMA POOL 4.50 05/01/2023 1,589,771 3,389,292 4,024,446 1.78 

FNMA POOL 4.50 10/01/2023 157,578 335,951 

398,904 1.78 

FNMA POOL 4.50 01/01/2024 898,160 1,914,397 2,273,659 1.78 

FNMA POOL 4.50 10/01/2023 416,240 887,406 1,053,695 1.78 

FNMA POOL 4.50 05/01/2023 3,873,061 8,257,126 9,804,513 1.78 

FNMA POOL 4.50 06/01/2023 1,778,090 3,790,786 4,501,170 1.78 

FNMA POOL 4.50 04/01/2023 2,657,171 5,664,910 6,726,531 1.78 

FNMA POOL 4.50 04/01/2023 897,304 1,912,993 2,271,494 1.78 

FNMA POOL 4.50 06/01/2023 2,815,443 6,002,363 7,127,191 1.78 

FNMA POOL 4.50 05/01/2023 1,302,999 2,777,913 3,298,495 1.78 

FNMA POOL 4.50 05/01/2023 733,414 1,563,593 1,856,611 1.78 

FNMA POOL 4.50 03/01/2023 1,118,957 2,385,535 2,832,598 1.78 

FNMA POOL 4.50 06/01/2023 396,742 845,831 1,004,338 1.78 

FNMA POOL 4.50 11/01/2023 127,986 272,862 

323,992 1.78 

FNMA POOL 4.50 05/01/2023 99,317 211,737 

251,417 1.78 

FNMA POOL 4.50 05/01/2023 290,045 618,359 

734,239 1.78 

FNMA POOL 4.50 05/01/2023 97,898 208,713 

247,825 1.78 

FNMA POOL 4.50 10/01/2023 71,875 153,235 

181,950 1.78 

FNMA POOL 4.50 06/01/2023 107,809 229,842 

272,914 1.78 

FNMA POOL 4.50 07/01/2023 379,058 808,131 

959,571 1.78 

FNMA POOL 4.50 07/01/2023 287,106 612,094 

726,798 1.78 

FNMA POOL 4.50 01/01/2024 193,468 412,468 

489,756 1.78 

FNMA POOL 4.50 10/01/2023 274,923 586,124 

695,956 1.78 

FNMA POOL 4.50 08/01/2023 104,385 222,544 

264,247 1.78 

FNMA POOL 4.50 05/01/2023 309,714 660,291 

784,029 1.78 

FNMA POOL 4.50 05/01/2023 204,596 436,187 

517,928 1.78 

FNMA POOL 4.50 04/01/2023 377,752 805,343 

956,266 1.78 

FNMA POOL 4.50 04/01/2023 195,217 416,191 

494,186 1.78 

FNMA POOL 4.50 08/01/2023 219,367 467,679 

555,318 1.78 

FNMA POOL 4.50 06/01/2023 261,660 557,844 

662,383 1.78 

FNMA POOL 4.50 02/01/2023 301,743 643,292 

763,850 1.78 

FNMA POOL 4.50 11/01/2023 179,915 383,573 

455,448 1.78 

FNMA POOL 4.50 04/01/2023 123,796 263,926 

313,386 1.78 

FNMA POOL 4.50 05/01/2023 304,644 649,483 

771,196 1.78 

FNMA POOL 4.50 05/01/2023 129,381 275,831 

327,522 1.78 

FNMA POOL 4.50 07/01/2023 162,896 347,285 

412,365 1.78 

FNMA POOL 4.50 07/01/2023 138,485 295,171 

350,569 1.78 

FNMA POOL 4.50 11/01/2023 110,994 236,636 

280,978 1.78 





FNMA POOL 4.50 11/01/2023 183,552 391,327 

464,656 1.78 

FNMA POOL 4.50 06/01/2023 190,716 406,595 

482,790 1.78 

FNMA POOL 4.50 06/01/2023 138,708 295,718 

351,135 1.78 

FNMA POOL 4.50 06/01/2023 51,693 110,206 

130,859 1.78 

FNMA POOL 4.50 01/01/2023 111,062 236,776 

281,150 1.78 

FNMA POOL 4.50 12/01/2023 147,024 313,450 

372,186 1.78 

FNMA POOL 4.50 04/01/2023 96,643 206,036 

244,647 1.78 

FNMA POOL 4.50 01/01/2024 63,151 134,636 

159,864 1.78 

FNMA POOL 4.50 04/01/2023 47,470 101,204 

120,170 1.78 

FNMA POOL 4.50 07/01/2023 28,557 

60,881 

72,290 1.78 

FNMA POOL 4.50 07/01/2023 23,394 

49,874 

59,221 1.78 

FNMA POOL 4.50 03/01/2023 14,490 

30,893 

36,682 1.78 

FNMA POOL 4.50 03/01/2024 162,732 346,942 

411,943 1.78 

FNMA POOL 4.50 02/01/2024 136,327 290,576 

345,100 1.78 

FNMA POOL 4.50 02/01/2024 317,991 677,789 

804,969 1.78 

FNMA POOL 4.50 02/01/2024 5,235,578 11,176,171 13,253,449 1.78 

FNMA POOL 4.50 01/01/2024 17,115,392 36,535,515 43,326,252 1.78 

FNMA POOL 4.50 01/01/2024 6,185,392 13,203,700 15,657,828 1.78 

FNMA POOL 4.50 03/01/2024 950,673 2,026,338 2,406,554 1.78 

FNMA POOL 4.50 03/01/2024 314,508 670,526 

796,152 1.78 

FNMA POOL 4.50 02/01/2024 318,976 680,049 

807,462 1.78 

FNMA POOL 4.50 03/01/2024 196,491 418,916 

497,402 1.78 

FNMA POOL 4.50 04/01/2021 151,215 309,662 

382,778 1.78 

FNMA POOL 4.50 03/01/2021 45,539 

92,396 

115,277 1.78 

FNMA POOL 4.50 04/01/2021 300,191 609,031 

759,889 1.78 

FNMA POOL 4.50 02/01/2021 169,935 344,800 

430,167 1.78 

FNMA POOL 4.50 01/01/2021 166,799 338,454 

422,227 1.78 

FNMA POOL 4.50 03/01/2021 219,699 445,750 

556,136 1.78 

FNMA POOL 4.50 04/01/2021 394,821 801,017 

999,431 1.78 

FNMA POOL 4.50 02/01/2021 290,104 588,622 

734,355 1.78 

FNMA POOL 4.50 04/01/2021 186,053 380,119 

470,966 1.78 

FNMA POOL 4.50 02/01/2021 330,887 671,373 

837,593 1.78 

FNMA POOL 4.50 04/01/2021 197,975 405,419 

501,145 1.78 

FNMA POOL 4.50 01/01/2021 210,710 427,554 

533,381 1.78 

FNMA POOL 4.50 03/01/2021 187,615 380,655 

474,920 1.78 

FNMA POOL 4.50 04/01/2021 27,416 

55,623 

69,400 1.78 

FNMA POOL 4.50 04/01/2021 21,131 

42,870 

53,490 1.78 

FNMA POOL 4.50 03/01/2021 16,245 

32,959 

41,121 1.78 

FNMA POOL 4.50 04/01/2021 5,335 

10,926 

13,505 1.78 

FNMA POOL 4.50 01/01/2023 300,908 641,512 

761,630 1.78 

FNMA POOL 4.50 01/01/2023 500,573 1,067,182 1,267,002 1.78 

FNMA POOL 4.50 09/01/2022 140,000 298,465 

354,354 1.78 

FNMA POOL 4.50 01/01/2035 5,445 

10,684 

13,516 1.81 

FNMA POOL 4.50 06/01/2034 7,032 

14,433 

17,457 1.81 

FNMA POOL 4.50 12/01/2034 8,906 

18,276 

22,107 1.81 

FNMA POOL 4.50 11/01/2034 21,351 

43,817 

53,002 1.81 

FNMA POOL 4.50 12/01/2034 39,043 

80,126 

96,921 1.81 

FNMA POOL 4.50 02/01/2035 74,939 150,156 

186,029 1.81 

FNMA POOL 4.50 12/01/2034 27,495 

56,425 

68,253 1.81 

FNMA POOL 4.50 12/01/2034 6,326 

12,982 

15,703 1.81 

FNMA POOL 4.50 12/01/2034 108,448 221,817 

269,211 1.81 

FNMA POOL 4.50 12/01/2034 118,791 243,787 

294,887 1.81 

FNMA POOL 4.50 09/01/2034 62,066 127,377 

154,072 1.81 

FNMA POOL 4.50 01/01/2035 56,147 115,226 

139,380 1.81 

FNMA POOL 4.50 01/01/2035 341,438 700,703 

847,585 1.81 





FNMA POOL 4.50 01/01/2035 980,463 2,012,115 2,433,898 1.81 

FNMA POOL 4.50 03/01/2035 529,869 1,087,383 1,315,345 1.81 

FNMA POOL 4.50 11/01/2034 1,245,507 2,556,087 3,091,843 1.81 

FNMA POOL 4.50 12/01/2034 288,542 592,154 

716,276 1.81 

FNMA POOL 4.50 01/01/2035 665,840 1,366,443 1,652,879 1.81 

FNMA POOL 4.50 12/01/2034 643,346 1,320,292 1,597,039 1.81 

FNMA POOL 4.50 01/01/2035 493,802 1,013,385 1,225,812 1.81 

FNMA POOL 4.50 01/01/2035 696,511 1,429,387 1,729,017 1.81 

FNMA POOL 4.50 01/01/2035 638,367 1,310,062 1,584,679 1.81 

FNMA POOL 4.50 01/01/2035 519,683 1,066,499 1,290,060 1.81 

FNMA POOL 4.50 12/01/2034 222,152 455,908 

551,471 1.81 

FNMA POOL 4.50 01/01/2035 106,565 218,694 

264,537 1.81 

FNMA POOL 4.50 01/01/2035 205,006 420,716 

508,907 1.81 

FNMA POOL 4.50 12/01/2034 216,269 443,833 

536,865 1.81 

FNMA POOL 4.50 02/01/2035 6,785 

13,925 

16,844 1.81 

FNMA POOL 4.50 10/01/2035 385,321 755,922 

955,345 1.81 

FNMA POOL 4.50 09/01/2035 1,043,110 2,046,419 2,586,233 1.81 

FNMA POOL 4.50 02/01/2035 156,661 321,498 

388,417 1.81 

FNMA POOL 4.50 08/01/2035 41,555 

82,971 

103,029 1.81 

FNMA POOL 4.50 02/01/2039 18,001 

38,179 

44,562 1.82 

FNMA POOL 4.50 02/01/2039 77,712 163,710 

192,378 1.82 

FNMA POOL 4.50 02/01/2039 197,828 416,752 

489,732 1.82 

FNMA POOL 4.50 02/01/2039 228,000 483,572 

564,423 1.82 

FNMA POOL 4.50 02/01/2039 148,550 312,942 

367,743 1.82 

FNMA POOL 4.50 03/01/2039 274,110 581,369 

678,571 1.82 

FNMA POOL 4.50 01/01/2039 339,637 720,348 

840,787 1.82 

FNMA POOL 4.50 02/01/2039 252,950 536,491 

626,189 1.82 

FNMA POOL 4.50 02/01/2039 322,088 678,523 

797,343 1.82 

FNMA POOL 4.50 01/01/2039 364,552 773,190 

902,464 1.82 

FNMA POOL 4.50 02/01/2039 318,422 675,353 

788,269 1.82 

FNMA POOL 4.50 02/01/2039 284,381 603,153 

703,997 1.82 

FNMA POOL 4.50 02/01/2039 142,699 302,656 

353,258 1.82 

FNMA POOL 4.50 01/01/2039 425,339 902,116 1,052,946 1.82 

FNMA POOL 4.50 02/01/2039 321,512 681,906 

795,918 1.82 

FNMA POOL 4.50 02/01/2039 454,400 963,753 1,124,888 1.82 

FNMA POOL 4.50 02/01/2039 174,537 370,182 

432,074 1.82 

FNMA POOL 4.50 01/01/2039 476,779 1,011,217 1,180,288 1.82 

FNMA POOL 4.50 02/01/2039 457,527 970,384 1,132,628 1.82 

FNMA POOL 4.50 02/01/2039 569,682 1,208,259 1,410,274 1.82 

FNMA POOL 4.50 02/01/2039 27,211 

57,712 

67,361 1.82 

FNMA POOL 4.50 02/01/2039 761,321 1,614,711 1,884,683 1.82 

FNMA POOL 4.50 02/01/2039 415,987 882,282 1,029,795 1.82 

FNMA POOL 4.50 01/01/2039 229,827 487,447 

568,946 1.82 

FNMA POOL 4.50 02/01/2039 205,244 435,310 

508,091 1.82 

FNMA POOL 4.50 02/01/2039 512,778 1,080,237 1,269,404 1.82 

FNMA POOL 4.50 02/01/2039 599,684 1,271,891 1,484,545 1.82 

FNMA POOL 4.50 02/01/2039 376,873 799,324 

932,967 1.82 

FNMA POOL 4.50 02/01/2039 1,057,262 2,242,384 2,617,300 1.82 

FNMA POOL 4.50 02/01/2039 1,288,421 2,714,238 3,189,543 1.82 

FNMA POOL 4.50 01/01/2039 115,727 245,450 

286,488 1.82 

FNMA POOL 4.50 02/01/2039 1,311,336 2,762,511 3,246,270 1.82 

FNMA POOL 4.50 02/01/2039 1,689,929 3,584,228 4,183,494 1.82 

FNMA POOL 4.50 03/01/2039 1,986,039 4,184,652 4,916,529 1.82 

FNMA POOL 4.50 03/01/2039 1,772,133 3,758,578 4,386,993 1.82 

FNMA POOL 4.50 03/01/2039 1,127,673 2,391,722 2,791,605 1.82 





FNMA POOL 4.50 02/01/2039 641,386 1,360,337 1,587,779 1.82 

FNMA POOL 4.50 02/01/2039 1,461,230 3,082,889 3,617,341 1.82 

FNMA POOL 4.50 02/01/2039 2,247,496 4,734,663 5,563,776 1.82 

FNMA POOL 4.50 02/01/2039 2,203,681 4,642,360 5,455,309 1.82 

FNMA POOL 4.50 02/01/2039 1,106,403 2,346,608 2,738,949 1.82 

FNMA POOL 4.50 02/01/2039 3,077,332 6,482,828 7,618,071 1.82 

FNMA POOL 4.50 02/01/2039 711,816 1,509,715 1,762,133 1.82 

FNMA POOL 4.50 02/01/2039 6,817,940 14,460,404 16,878,114 1.82 

FNMA POOL 4.50 02/01/2039 1,924,874 4,073,358 4,765,110 1.82 

FNMA POOL 4.50 02/01/2039 4,747,055 10,068,192 11,751,546 1.82 

FNMA POOL 4.50 02/01/2039 891,015 1,889,783 2,205,746 1.82 

FNMA POOL 4.50 02/01/2039 1,537,378 3,260,677 3,805,847 1.82 

FNMA POOL 4.50 03/01/2039 1,598,165 3,389,605 3,956,330 1.82 

FNMA POOL 4.50 02/01/2039 1,798,336 3,813,274 4,451,861 1.82 

FNMA POOL 4.50 02/01/2039 2,552,780 5,414,279 6,319,520 1.82 

FNMA POOL 4.50 02/01/2039 623,095 1,321,544 1,542,500 1.82 

FNMA POOL 4.50 02/01/2039 7,641,272 16,206,636 18,916,308 1.82 

FNMA POOL 4.50 02/01/2039 784,190 1,663,216 1,941,297 1.82 

FNMA POOL 4.50 02/01/2039 577,133 1,224,062 1,428,719 1.82 

FNMA POOL 4.50 02/01/2039 1,352,122 2,853,956 3,347,239 1.82 

FNMA POOL 4.50 02/01/2039 643,899 1,356,464 1,594,002 1.82 

FNMA POOL 4.50 02/01/2039 1,288,094 2,731,962 3,188,733 1.82 

FNMA POOL 4.50 02/01/2039 420,239 891,298 1,040,319 1.82 

FNMA POOL 4.50 03/01/2039 623,129 1,321,617 1,542,585 1.82 

FNMA POOL 4.50 01/01/2039 486,135 1,031,059 1,203,448 1.82 

FNMA POOL 4.50 02/01/2039 250,462 531,214 

620,030 1.82 

FNMA POOL 4.50 03/01/2039 881,180 1,859,745 2,181,400 1.82 

FNMA POOL 4.50 02/01/2039 215,996 458,113 

534,707 1.82 

FNMA POOL 4.50 02/01/2039 962,180 2,026,967 2,381,920 1.82 

FNMA POOL 4.50 01/01/2039 421,496 893,966 1,043,433 1.82 

FNMA POOL 4.50 02/01/2039 547,754 1,161,751 1,355,990 1.82 

FNMA POOL 4.50 02/01/2039 58,955 125,040 

145,946 1.82 

FNMA POOL 4.50 03/01/2039 966,472 2,049,825 2,392,545 1.82 

FNMA POOL 4.50 01/01/2039 157,429 333,896 

389,722 1.82 

FNMA POOL 4.50 03/01/2039 585,529 1,241,870 1,449,504 1.82 

FNMA POOL 4.50 02/01/2039 161,038 341,550 

398,656 1.82 

FNMA POOL 4.50 02/01/2039 288,960 612,865 

715,334 1.82 

FNMA POOL 4.50 02/01/2039 318,761 676,071 

789,107 1.82 

FNMA POOL 4.50 01/01/2039 199,962 424,106 

495,014 1.82 

FNMA POOL 4.50 02/01/2039 122,128 257,279 

302,333 1.82 

FNMA POOL 4.50 02/01/2039 28,616 

60,693 

70,840 1.82 

FNMA POOL 4.50 02/01/2039 131,215 276,422 

324,828 1.82 

FNMA POOL 4.50 02/01/2039 155,592 330,000 

385,174 1.82 

FNMA POOL 4.50 02/01/2039 215,785 457,665 

534,184 1.82 

FNMA POOL 4.50 01/01/2039 142,227 299,620 

352,088 1.82 

FNMA POOL 4.50 01/01/2039 163,104 345,933 

403,772 1.82 

FNMA POOL 4.50 02/01/2039 149,148 316,333 

369,223 1.82 

FNMA POOL 4.50 02/01/2039 123,475 261,882 

305,667 1.82 

FNMA POOL 4.50 03/01/2039 83,642 177,398 

207,058 1.82 

FNMA POOL 4.50 02/01/2039 14,121 

29,951 

34,958 1.82 

FNMA POOL 4.50 02/01/2039 15,022 

31,861 

37,188 1.82 

FNMA POOL 4.50 06/01/2037 389,899 826,942 

965,212 1.82 

FNMA POOL 4.50 04/01/2038 19,007 

40,040 

47,052 1.82 

FNMA POOL 4.50 06/01/2038 9,558 

20,272 

23,661 1.82 

FNMA POOL 4.50 02/01/2038 38,194 

81,006 

94,551 1.82 





FNMA POOL 4.50 01/01/2038 49,869 105,769 

123,454 1.82 

FNMA POOL 4.50 02/01/2038 26,677 

56,580 

66,041 1.82 

FNMA POOL 4.50 02/01/2038 53,151 112,729 

131,577 1.82 

FNMA POOL 4.50 06/01/2038 66,729 141,527 

165,190 1.82 

FNMA POOL 4.50 03/01/2038 20,349 

43,158 

50,374 1.82 

FNMA POOL 4.50 03/01/2038 177,211 375,851 

438,694 1.82 

FNMA POOL 4.50 12/01/2038 161,198 341,889 

399,052 1.82 

FNMA POOL 4.50 05/01/2038 150,497 319,192 

372,561 1.82 

FNMA POOL 4.50 04/01/2038 275,442 584,191 

681,868 1.82 

FNMA POOL 4.50 06/01/2038 298,815 633,765 

739,729 1.82 

FNMA POOL 4.50 05/01/2038 400,104 848,590 

990,474 1.82 

FNMA POOL 4.50 01/01/2039 1,372,801 2,911,620 3,398,428 1.82 

FNMA POOL 4.50 01/01/2039 932,022 1,976,756 2,307,260 1.82 

FNMA POOL 4.50 08/01/2038 339,352 719,741 

840,080 1.82 

FNMA POOL 4.50 04/01/2038 356,969 757,103 

883,691 1.82 

FNMA POOL 4.50 12/01/2038 425,444 902,338 1,053,205 1.82 

FNMA POOL 4.50 03/01/2038 244,626 518,833 

605,582 1.82 

FNMA POOL 4.50 01/01/2039 330,697 701,386 

818,655 1.82 

FNMA POOL 4.50 03/01/2038 316,530 671,335 

783,583 1.82 

FNMA POOL 4.50 01/01/2039 383,897 814,221 

950,354 1.82 

FNMA POOL 4.50 01/01/2039 187,934 398,596 

465,239 1.82 

FNMA POOL 4.50 04/01/2038 270,852 574,456 

670,505 1.82 

FNMA POOL 4.50 04/01/2038 58,844 124,804 

145,671 1.82 

FNMA POOL 4.50 06/01/2038 62,717 133,019 

155,259 1.82 

FNMA POOL 4.50 03/01/2038 156,498 329,683 

387,417 1.82 

FNMA POOL 4.50 05/01/2038 63,657 135,012 

157,586 1.82 

FNMA POOL 4.50 01/01/2039 77,433 164,230 

191,688 1.82 

FNMA POOL 4.50 05/01/2038 47,642 101,045 

117,940 1.82 

FNMA POOL 4.50 03/01/2038 31,443 

66,689 

77,839 1.82 

FNMA POOL 4.50 05/01/2038 19,842 

42,083 

49,119 1.82 

FNMA POOL 4.50 04/01/2038 9,251 

19,622 

22,902 1.82 

FNMA POOL 5.00 08/01/2018 318,206 662,129 

825,117 1.93 

FNMA POOL 5.00 10/01/2018 1,571,944 3,270,849 4,076,097 1.93 

FNMA POOL 5.00 03/01/2019 2,970 

6,251 

7,686 1.93 

FNMA POOL 5.00 07/01/2019 4,768 

10,037 

12,339 1.93 

FNMA POOL 5.00 02/01/2020 4,806 

10,117 

12,436 1.93 

FNMA POOL 5.00 08/01/2019 4,156 

8,749 

10,755 1.93 

FNMA POOL 5.00 06/01/2019 8,880 

18,693 

22,980 1.93 

FNMA POOL 5.00 06/01/2019 12,494 

26,302 

32,334 1.93 

FNMA POOL 5.00 07/01/2019 25,320 

53,301 

65,525 1.93 

FNMA POOL 5.00 04/01/2019 12,249 

25,784 

31,698 1.93 

FNMA POOL 5.00 07/01/2019 31,624 

66,572 

81,839 1.93 

FNMA POOL 5.00 08/01/2019 20,958 

44,119 

54,236 1.93 

FNMA POOL 5.00 07/01/2019 25,950 

54,628 

67,156 1.93 

FNMA POOL 5.00 03/01/2019 37,999 

79,988 

98,338 1.93 

FNMA POOL 5.00 07/01/2019 27,925 

58,786 

72,268 1.93 

FNMA POOL 5.00 06/01/2019 45,909 

96,642 

118,808 1.93 

FNMA POOL 5.00 05/01/2019 6,940 

14,610 

17,961 1.93 

FNMA POOL 5.00 06/01/2019 25,259 

53,172 

65,367 1.93 

FNMA POOL 5.00 04/01/2019 3,630 

7,641 

9,393 1.93 

FNMA POOL 5.00 08/01/2019 28,855 

60,743 

74,673 1.93 

FNMA POOL 5.00 06/01/2019 32,674 

68,781 

84,556 1.93 

FNMA POOL 5.00 08/01/2019 13,393 

28,193 

34,659 1.93 

FNMA POOL 5.00 07/01/2019 61,169 128,767 

158,299 1.93 

FNMA POOL 5.00 10/01/2019 4,428 

9,323 

11,460 1.93 





FNMA POOL 5.00 08/01/2019 48,513 102,127 

125,547 1.93 

FNMA POOL 5.00 09/01/2019 111,664 235,072 

288,976 1.93 

FNMA POOL 5.00 07/01/2019 30,017 

63,189 

77,681 1.93 

FNMA POOL 5.00 06/01/2019 99,769 210,023 

258,193 1.93 

FNMA POOL 5.00 06/01/2019 12,525 

26,367 

32,414 1.93 

FNMA POOL 5.00 08/01/2019 112,878 237,623 

292,116 1.93 

FNMA POOL 5.00 07/01/2019 47,405 

99,793 

122,679 1.93 

FNMA POOL 5.00 07/01/2019 57,203 120,420 

148,037 1.93 

FNMA POOL 5.00 05/01/2019 123,260 259,469 

318,984 1.93 

FNMA POOL 5.00 07/01/2019 3,191 

6,717 

8,257 1.93 

FNMA POOL 5.00 06/01/2019 101,461 213,584 

262,571 1.93 

FNMA POOL 5.00 07/01/2019 86,295 181,661 

223,324 1.93 

FNMA POOL 5.00 07/01/2019 131,580 276,990 

340,515 1.93 

FNMA POOL 5.00 07/01/2019 77,957 164,109 

201,746 1.93 

FNMA POOL 5.00 07/01/2019 29,045 

61,143 

75,166 1.93 

FNMA POOL 5.00 07/01/2019 146,638 308,690 

379,485 1.93 

FNMA POOL 5.00 08/01/2019 175,573 369,606 

454,366 1.93 

FNMA POOL 5.00 06/01/2019 180,307 379,561 

466,616 1.93 

FNMA POOL 5.00 07/01/2019 150,504 316,827 

389,488 1.93 

FNMA POOL 5.00 07/01/2019 31,419 

66,140 

81,309 1.93 

FNMA POOL 5.00 07/01/2019 65,878 138,680 

170,484 1.93 

FNMA POOL 5.00 06/01/2019 101,589 213,854 

262,903 1.93 

FNMA POOL 5.00 06/01/2019 16,260 

34,228 

42,079 1.93 

FNMA POOL 5.00 05/01/2019 106,329 223,828 

275,168 1.93 

FNMA POOL 5.00 07/01/2019 101,093 212,812 

261,618 1.93 

FNMA POOL 5.00 05/01/2019 116,193 244,592 

300,695 1.93 

FNMA POOL 5.00 11/01/2019 74,407 156,642 

192,557 1.93 

FNMA POOL 5.00 11/01/2019 1,090,171 2,295,049 2,821,251 1.93 

FNMA POOL 5.00 07/01/2019 6,087 

12,814 

15,753 1.93 

FNMA POOL 5.00 10/01/2019 2,036,837 4,287,935 5,271,128 1.93 

FNMA POOL 5.00 06/01/2019 150,616 317,060 

389,779 1.93 

FNMA POOL 5.00 10/01/2019 23,810 

50,125 

61,619 1.93 

FNMA POOL 5.00 08/01/2019 145,017 305,281 

375,290 1.93 

FNMA POOL 5.00 06/01/2019 36,942 

77,766 

95,602 1.93 

FNMA POOL 5.00 07/01/2019 127,315 268,012 

329,478 1.93 

FNMA POOL 5.00 08/01/2019 53,005 106,187 

137,173 1.93 

FNMA POOL 5.00 07/01/2019 121,361 255,478 

314,070 1.93 

FNMA POOL 5.00 08/01/2019 27,780 

58,482 

71,893 1.93 

FNMA POOL 5.00 07/01/2019 134,602 283,352 

348,335 1.93 

FNMA POOL 5.00 06/01/2019 107,974 227,294 

279,426 1.93 

FNMA POOL 5.00 06/01/2019 165,904 349,242 

429,343 1.93 

FNMA POOL 5.00 07/01/2019 151,988 319,951 

393,329 1.93 

FNMA POOL 5.00 07/01/2019 121,529 255,832 

314,504 1.93 

FNMA POOL 5.00 07/01/2019 4,444 

9,355 

11,500 1.93 

FNMA POOL 5.00 08/01/2019 118,713 249,908 

307,218 1.93 

FNMA POOL 5.00 05/01/2019 132,364 278,634 

342,545 1.93 

FNMA POOL 5.00 09/01/2019 109,175 229,831 

282,534 1.93 

FNMA POOL 5.00 07/01/2019 24,451 

51,471 

63,276 1.93 

FNMA POOL 5.00 07/01/2019 154,560 325,367 

399,987 1.93 

FNMA POOL 5.00 06/01/2019 77,428 162,993 

200,376 1.93 

FNMA POOL 5.00 07/01/2019 151,776 319,506 

392,782 1.93 

FNMA POOL 5.00 05/01/2019 128,274 270,024 

331,960 1.93 

FNMA POOL 5.00 06/01/2019 124,389 261,849 

321,905 1.93 

FNMA POOL 5.00 07/01/2019 140,877 296,562 

364,576 1.93 

FNMA POOL 5.00 06/01/2019 117,259 246,841 

303,455 1.93 





FNMA POOL 5.00 10/01/2019 107,632 226,585 

278,540 1.93 

FNMA POOL 5.00 06/01/2019 105,782 222,681 

273,754 1.93 

FNMA POOL 5.00 06/01/2019 113,751 239,456 

294,377 1.93 

FNMA POOL 5.00 06/01/2019 38,437 

80,912 

99,470 1.93 

FNMA POOL 5.00 06/01/2019 101,674 214,033 

263,122 1.93 

FNMA POOL 5.00 07/01/2019 106,314 223,802 

275,129 1.93 

FNMA POOL 5.00 07/01/2019 43,806 

92,216 

113,365 1.93 

FNMA POOL 5.00 06/01/2019 80,493 169,443 

208,306 1.93 

FNMA POOL 5.00 05/01/2019 32,114 

67,602 

83,108 1.93 

FNMA POOL 5.00 06/01/2019 23,323 

49,096 

60,357 1.93 

FNMA POOL 5.00 07/01/2019 37,330 

78,584 

96,607 1.93 

FNMA POOL 5.00 06/01/2019 14,408 

30,329 

37,286 1.93 

FNMA POOL 5.00 06/01/2019 15,759 

33,174 

40,782 1.93 

FNMA POOL 5.00 08/01/2019 38,588 

81,233 

99,862 1.93 

FNMA POOL 5.00 08/01/2019 44,686 

94,071 

115,644 1.93 

FNMA POOL 5.00 06/01/2019 5,943 

12,511 

15,380 1.93 

FNMA POOL 5.00 05/01/2019 33,101 

69,679 

85,661 1.93 

FNMA POOL 5.00 07/01/2019 22,343 

47,035 

57,822 1.93 

FNMA POOL 5.00 07/01/2019 24,739 

52,078 

64,021 1.93 

FNMA POOL 5.00 06/01/2019 39,960 

84,119 

103,412 1.93 

FNMA POOL 5.00 08/01/2019 10,739 

22,607 

27,791 1.93 

FNMA POOL 5.00 06/01/2019 11,878 

25,004 

30,739 1.93 

FNMA POOL 5.00 07/01/2019 9,724 

20,471 

25,166 1.93 

FNMA POOL 5.00 07/01/2019 1,415 

2,978 

3,661 1.93 

FNMA POOL 5.00 04/01/2019 4,145 

8,724 

10,726 1.93 

FNMA POOL 5.00 09/01/2019 3,907 

8,224 

10,110 1.93 

FNMA POOL 5.00 01/01/2020 5,770 

12,148 

14,887 1.94 

FNMA POOL 5.00 02/01/2020 108,414 228,244 

279,710 1.94 

FNMA POOL 5.00 02/01/2020 113,159 238,234 

291,953 1.94 

FNMA POOL 5.00 10/01/2035 149,448 318,231 

378,164 1.98 

FNMA POOL 5.00 10/01/2035 41,876,562 85,185,350 105,964,634 1.98 

FNMA POOL 5.00 08/01/2035 122,418 254,955 

309,768 1.98 

FNMA POOL 5.00 01/01/2039 33,164 

70,620 

83,761 1.98 

FNMA POOL 5.00 02/01/2039 28,361 

60,392 

71,629 1.98 

FNMA POOL 5.00 03/01/2039 287,461 612,126 

726,025 1.98 

FNMA POOL 5.00 03/01/2039 161,297 343,471 

407,381 1.98 

FNMA POOL 5.00 04/01/2039 2,212,381 4,711,099 5,587,698 1.98 

FNMA POOL 5.00 03/01/2039 3,404,931 7,250,546 8,599,663 1.98 

FNMA POOL 5.00 02/01/2039 160,878 342,577 

406,320 1.98 

FNMA POOL 5.00 02/01/2039 615,628 1,310,934 1,554,861 1.98 

FNMA POOL 5.00 02/01/2039 149,709 318,795 

378,113 1.98 

FNMA POOL 5.00 11/01/2036 64,495 137,334 

162,886 1.98 

FNMA POOL 5.00 03/01/2037 149,474 318,291 

377,390 1.98 

FNMA POOL 5.00 05/01/2037 43,742 

93,145 

110,440 1.98 

FNMA POOL 5.00 04/01/2037 2,681,733 5,710,483 6,770,794 1.98 

FNMA POOL 5.00 05/01/2037 7,862,777 16,743,007 19,851,803 1.98 

FNMA POOL 5.00 05/01/2037 89,579 190,749 

226,166 1.98 

FNMA POOL 5.00 11/01/2038 137,656 293,127 

347,548 1.98 

FNMA POOL 5.00 01/01/2038 477,161 1,016,071 1,204,718 1.98 

FNMA POOL 5.00 11/01/2038 1,459,492 3,107,872 3,684,868 1.98 

FNMA POOL 5.00 01/01/2039 1,910,826 4,068,957 4,824,381 1.98 

FNMA POOL 5.00 05/01/2038 4,629,974 9,859,134 11,689,581 1.98 

FNMA POOL 5.00 12/01/2038 289,699 616,892 

731,421 1.98 

FNMA POOL 5.00 02/01/2038 211,261 449,862 

533,385 1.98 

FNMA POOL 5.00 03/01/2038 30,608 

65,178 

77,279 1.98 





FNMA POOL 5.00 04/01/2038 149,924 319,250 

378,522 1.98 

FNMA POOL 5.00 06/01/2038 146,857 312,720 

370,780 1.98 

FNMA POOL 5.00 01/01/2039 58,361 124,276 

147,348 1.98 

FNMA POOL 5.01 03/01/2037 2,510,681 5,346,242 6,340,913 1.98 

FNMA POOL 5.47 05/01/2037 3,518,240 7,286,879 9,111,446 2.11 

FNMA POOL 5.50 06/01/2022 55,552 116,494 

143,855 2.12 

FNMA POOL 5.50 01/01/2023 38,161 

80,025 

98,820 2.12 

FNMA POOL 5.50 12/01/2022 221,845 465,222 

574,485 2.12 

FNMA POOL 5.50 01/01/2023 163,683 343,252 

423,868 2.12 

FNMA POOL 5.50 06/01/2033 20,270,048 42,683,304 52,011,880 2.14 

FNMA POOL 5.50 02/01/2033 16,225,337 34,165,871 41,633,363 2.14 

FNMA POOL 5.50 12/01/2034 155,807,549 320,923,992 399,656,832 2.14 

FNMA POOL 5.65 05/01/2037 5,547,948 11,557,162 14,423,698 2.17 

FNMA POOL 5.66 07/01/2037 4,819,840 9,915,844 12,531,819 2.18 

FNMA POOL 5.68 01/01/2036 3,119,157 6,426,259 8,106,443 2.19 

FNMA POOL 5.69 05/01/2037 6,961,202 14,303,209 18,097,915 2.19 

FNMA POOL 5.68 03/01/2037 5,977,746 12,455,254 15,534,144 2.19 

FNMA POOL 5.90 03/01/2037 2,120,485 4,485,360 5,530,009 2.26 

FNMA POOL 5.95 08/01/2036 14,035,864 29,363,796 36,803,924 2.27 

FNMA POOL 6.00 08/01/2022 16,697 

35,465 

43,775 2.29 

FNMA POOL 6.00 12/01/2022 70,266 149,250 

184,214 2.29 

FNMA POOL 6.00 11/01/2022 128,600 273,152 

337,144 2.29 

FNMA POOL 6.00 12/01/2022 43,814 

93,063 

114,865 2.29 

FNMA POOL 6.00 11/01/2025 36,974 

79,724 

96,921 2.29 

FNMA POOL 6.00 06/01/2024 29,070 

62,638 

76,184 2.29 

FNMA POOL 6.00 03/01/2025 21,621 

46,604 

56,637 2.29 

FNMA POOL 6.00 05/01/2026 15,788 

34,034 

41,341 2.29 

FNMA POOL 6.00 03/01/2028 7,906 

17,004 

20,699 2.29 

FNMA POOL 6.00 05/01/2028 10,660 

22,927 

27,907 2.29 

FNMA POOL 6.00 07/01/2028 8,656 

18,619 

22,662 2.29 

FNMA POOL 6.00 11/01/2028 13,135 

27,860 

34,390 2.29 

FNMA POOL 6.00 06/01/2028 8,897 

19,137 

23,294 2.29 

FNMA POOL 6.00 04/01/2028 7,333 

15,772 

19,199 2.29 

FNMA POOL 6.00 01/01/2029 450,839 969,897 1,180,330 2.29 

FNMA POOL 6.00 02/01/2029 407,513 876,711 1,066,898 2.29 

FNMA POOL 6.00 01/01/2029 304,785 655,688 

797,949 2.29 

FNMA POOL 6.00 07/01/2029 403,559 868,310 1,056,548 2.29 

FNMA POOL 6.00 12/01/2028 291,262 626,581 

762,546 2.29 

FNMA POOL 6.00 12/01/2028 112,213 238,006 

293,782 2.29 

FNMA POOL 6.00 05/01/2028 39,218 

84,353 

102,676 2.29 

FNMA POOL 6.00 06/01/2028 16,721 

35,965 

43,776 2.29 

FNMA POOL 6.00 06/01/2028 2,010 

4,323 

5,261 2.29 

FNMA POOL 6.00 12/01/2028 15,066 

31,954 

39,443 2.29 

FNMA POOL 6.00 04/01/2028 4,979 

10,710 

13,037 2.29 

FNMA POOL 6.00 03/01/2028 13,733 

29,536 

35,954 2.29 

FNMA POOL 6.00 11/01/2028 3,200 

6,883 

8,377 2.29 

FNMA POOL 6.00 02/01/2028 550 

1,186 

1,441 2.29 

FNMA POOL 6.00 04/01/2028 432 

930 

1,132 2.29 

FNMA POOL 6.00 07/01/2029 1,843 

3,965 

4,825 2.29 

FNMA POOL 6.00 04/01/2031 7,627 

16,273 

19,966 2.29 

FNMA POOL 6.00 02/01/2029 86,682 183,856 

226,929 2.29 

FNMA POOL 6.00 02/01/2029 91,862 194,844 

240,490 2.29 

FNMA POOL 6.00 02/01/2029 133,067 286,206 

348,362 2.29 

FNMA POOL 6.00 02/01/2029 123,788 266,248 

324,070 2.29 

FNMA POOL 6.00 02/01/2029 4,708 

10,127 

12,326 2.29 





FNMA POOL 6.00 01/01/2029 1,022 

2,168 

2,676 2.29 

FNMA POOL 6.00 05/01/2026 1,472 

3,172 

3,852 2.29 

FNMA POOL 6.00 05/01/2026 1,207 

2,559 

3,158 2.29 

FNMA POOL 6.00 02/01/2026 22,547 

48,575 

59,002 2.29 

FNMA POOL 6.00 05/01/2026 11,203 

24,138 

29,316 2.29 

FNMA POOL 6.00 03/01/2026 20,360 

43,186 

53,281 2.29 

FNMA POOL 6.00 03/01/2026 48,195 103,838 

126,122 2.29 

FNMA POOL 6.00 04/01/2026 25,983 

55,984 

67,996 2.29 

FNMA POOL 6.00 04/01/2026 405,344 873,355 1,060,744 2.29 

FNMA POOL 6.00 02/01/2026 308,108 663,804 

806,286 2.29 

FNMA POOL 6.00 03/01/2026 110,182 237,390 

288,335 2.29 

FNMA POOL 6.00 05/01/2026 497,911 1,072,835 1,302,981 2.29 

FNMA POOL 6.00 03/01/2026 349,071 752,082 

913,483 2.29 

FNMA POOL 6.00 06/01/2026 379,408 817,529 

992,871 2.29 

FNMA POOL 6.00 02/01/2026 5,178 

10,983 

13,551 2.29 

FNMA POOL 6.00 03/01/2026 35,532 

76,554 

92,982 2.29 

FNMA POOL 6.00 02/01/2026 3,550 

7,648 

9,290 2.29 

FNMA POOL 6.00 04/01/2026 1,063 

2,255 

2,783 2.29 

FNMA POOL 6.00 12/01/2031 41,098 

87,698 

107,357 2.30 

FNMA POOL 6.00 01/01/2032 195,726 417,665 

511,136 2.30 

FNMA POOL 6.00 02/01/2032 33,956 

72,460 

88,671 2.30 

FNMA POOL 6.00 04/01/2032 185,322 397,543 

483,946 2.30 

FNMA POOL 6.00 01/01/2032 104,008 221,945 

271,603 2.30 

FNMA POOL 6.00 09/01/2031 29,578 

63,115 

77,239 2.30 

FNMA POOL 5.81 06/01/2032 172,623 372,491 

436,534 2.30 

FNMA POOL 6.00 10/01/2032 4,205 

8,973 

10,961 2.30 

FNMA POOL 6.00 05/01/2033 3,898 

8,320 

10,162 2.30 

FNMA POOL 6.00 10/01/2032 19,951 

42,800 

52,009 2.30 

FNMA POOL 6.00 06/01/2032 41,967 

89,559 

109,404 2.30 

FNMA POOL 6.00 01/01/2033 10,905 

23,274 

28,429 2.30 

FNMA POOL 6.00 10/01/2032 38,330 

81,800 

99,922 2.30 

FNMA POOL 6.00 01/01/2033 49,442 105,519 

128,892 2.30 

FNMA POOL 6.00 03/01/2034 29,867 

63,750 

77,860 2.30 

FNMA POOL 6.00 06/01/2032 9,648 

20,590 

25,152 2.30 

FNMA POOL 6.00 10/01/2032 52,038 111,638 

135,658 2.30 

FNMA POOL 6.00 11/01/2032 114,038 243,374 

297,287 2.30 

FNMA POOL 6.00 12/01/2032 271,579 579,595 

707,983 2.30 

FNMA POOL 6.00 09/01/2032 368,989 787,460 

961,921 2.30 

FNMA POOL 6.00 04/01/2032 40,141 

85,661 

104,644 2.30 

FNMA POOL 6.00 11/01/2032 233,418 498,148 

608,500 2.30 

FNMA POOL 6.00 02/01/2032 123,273 264,431 

321,361 2.30 

FNMA POOL 6.00 11/01/2032 51,194 109,254 

133,457 2.30 

FNMA POOL 6.00 11/01/2032 103,926 221,793 

270,926 2.30 

FNMA POOL 6.00 12/01/2032 37,166 

79,319 

96,890 2.30 

FNMA POOL 6.00 07/01/2032 143,959 307,218 

375,290 2.30 

FNMA POOL 6.00 02/01/2032 52,505 112,042 

136,875 2.30 

FNMA POOL 6.00 08/01/2032 31,765 

67,789 

82,808 2.30 

FNMA POOL 6.00 01/01/2032 9,780 

20,871 

25,497 2.30 

FNMA POOL 6.00 03/01/2033 4,701 

10,038 

12,250 2.30 

FNMA POOL 6.00 10/01/2033 35,137 

75,033 

91,560 2.30 

FNMA POOL 6.00 01/01/2034 29,196 

62,317 

76,080 2.30 

FNMA POOL 6.00 03/01/2033 82,593 176,359 

215,220 2.30 

FNMA POOL 6.00 01/01/2034 94,535 201,778 

246,339 2.30 

FNMA POOL 6.00 01/01/2033 129,839 277,240 

338,336 2.30 

FNMA POOL 6.00 12/01/2033 143,582 306,463 

374,146 2.30 





FNMA POOL 6.00 09/01/2033 75,882 161,959 

197,733 2.30 

FNMA POOL 6.00 10/01/2033 49,825 106,344 

129,833 2.30 

FNMA POOL 6.00 05/01/2033 220,224 470,018 

573,861 2.30 

FNMA POOL 6.00 02/01/2033 175,214 373,944 

456,574 2.30 

FNMA POOL 6.00 12/01/2033 99,645 212,683 

259,654 2.30 

FNMA POOL 6.00 06/01/2033 125,905 268,717 

328,083 2.30 

FNMA POOL 6.00 11/01/2033 411,763 890,692 1,072,974 2.30 

FNMA POOL 6.00 02/01/2034 369,623 789,265 

963,164 2.30 

FNMA POOL 6.00 12/01/2033 618,096 1,326,258 1,610,637 2.30 

FNMA POOL 6.00 10/01/2033 123,445 263,477 

321,673 2.30 

FNMA POOL 6.00 10/01/2033 446,425 957,877 1,163,297 2.30 

FNMA POOL 6.00 12/01/2033 210,059 448,353 

547,373 2.30 

FNMA POOL 6.00 09/01/2033 46,406 

99,046 

120,924 2.30 

FNMA POOL 6.00 03/01/2033 756,199 1,613,900 1,970,504 2.30 

FNMA POOL 6.00 10/01/2033 377,445 816,442 

983,548 2.30 

FNMA POOL 6.00 11/01/2033 97,893 209,046 

255,090 2.30 

FNMA POOL 6.00 08/01/2034 281,060 600,098 

732,387 2.30 

FNMA POOL 6.00 01/01/2034 53,077 113,289 

138,308 2.30 

FNMA POOL 6.00 08/01/2034 650,832 1,396,635 1,695,939 2.30 

FNMA POOL 6.00 11/01/2033 132,513 282,976 

345,303 2.30 

FNMA POOL 6.00 04/01/2033 136,511 291,349 

355,721 2.30 

FNMA POOL 6.00 09/01/2033 199,686 426,200 

520,342 2.30 

FNMA POOL 6.00 08/01/2033 212,319 455,554 

553,263 2.30 

FNMA POOL 6.00 12/01/2033 189,764 405,236 

494,487 2.30 

FNMA POOL 6.00 02/01/2033 92,819 198,193 

241,867 2.30 

FNMA POOL 6.00 02/01/2033 124,682 266,231 

324,898 2.30 

FNMA POOL 6.00 04/01/2033 106,501 227,299 

277,519 2.30 

FNMA POOL 6.00 03/01/2033 108,963 232,552 

283,937 2.30 

FNMA POOL 6.00 02/01/2034 39,745 

85,977 

103,567 2.30 

FNMA POOL 6.00 08/01/2033 51,032 108,919 

132,979 2.30 

FNMA POOL 6.00 08/01/2033 64,291 137,219 

167,531 2.30 

FNMA POOL 6.00 01/01/2034 28,500 

60,830 

74,264 2.30 

FNMA POOL 6.00 02/01/2033 42,988 

91,790 

112,017 2.30 

FNMA POOL 6.00 03/01/2033 29,262 

62,483 

76,252 2.30 

FNMA POOL 6.00 08/01/2033 29,638 

63,257 

77,230 2.30 

FNMA POOL 6.00 05/01/2033 26,618 

56,809 

69,361 2.30 

FNMA POOL 6.00 11/01/2033 12,687 

27,080 

33,061 2.30 

FNMA POOL 6.00 11/01/2033 6,807 

14,530 

17,739 2.30 

FNMA POOL 6.00 10/01/2033 3,651 

7,793 

9,514 2.30 

FNMA POOL 6.00 12/01/2023 19,144 

41,292 

49,857 2.30 

FNMA POOL 6.00 01/01/2035 3,434 

7,330 

8,935 2.31 

FNMA POOL 6.00 11/01/2034 3,287 

7,017 

8,553 2.31 

FNMA POOL 6.00 09/01/2034 2,795 

5,965 

7,272 2.31 

FNMA POOL 6.00 09/01/2034 9,815 

20,952 

25,540 2.31 

FNMA POOL 6.00 11/01/2034 5,136 

10,963 

13,364 2.31 

FNMA POOL 6.00 12/01/2034 5,594 

11,941 

14,556 2.31 

FNMA POOL 6.00 01/01/2035 16,682 

35,610 

43,407 2.31 

FNMA POOL 6.00 09/01/2034 9,122 

19,472 

23,737 2.31 

FNMA POOL 6.00 10/01/2034 17,809 

38,015 

46,341 2.31 

FNMA POOL 6.00 04/01/2034 13,581 

28,989 

35,340 2.31 

FNMA POOL 6.00 09/01/2034 29,128 

62,177 

75,794 2.31 

FNMA POOL 6.00 09/01/2034 38,184 

81,547 

99,358 2.31 

FNMA POOL 6.00 03/01/2035 44,284 

94,533 

115,231 2.31 

FNMA POOL 6.00 08/01/2034 16,541 

35,309 

43,042 2.31 

FNMA POOL 6.00 08/01/2034 14,774 

31,552 

38,444 2.31 





FNMA POOL 6.00 11/01/2034 22,099 

47,173 

57,504 2.31 

FNMA POOL 6.00 10/01/2034 19,245 

41,082 

50,078 2.31 

FNMA POOL 6.00 12/01/2034 44,159 

94,264 

114,906 2.31 

FNMA POOL 6.00 12/01/2034 47,745 101,918 

124,236 2.31 

FNMA POOL 6.00 12/01/2034 54,146 115,582 

140,892 2.31 

FNMA POOL 6.00 09/01/2034 61,059 130,336 

158,882 2.31 

FNMA POOL 6.00 09/01/2034 53,768 114,772 

139,909 2.31 

FNMA POOL 6.00 10/01/2034 73,736 157,398 

191,868 2.31 

FNMA POOL 6.00 10/01/2034 70,423 150,324 

183,246 2.31 

FNMA POOL 6.00 08/01/2034 56,017 119,573 

145,762 2.31 

FNMA POOL 6.00 08/01/2034 58,518 124,973 

152,270 2.31 

FNMA POOL 6.00 01/01/2034 55,480 118,476 

144,363 2.31 

FNMA POOL 6.00 09/01/2034 75,323 160,784 

195,998 2.31 

FNMA POOL 6.00 10/01/2034 64,924 138,655 

168,937 2.31 

FNMA POOL 6.00 09/01/2034 35,998 

76,841 

93,671 2.31 

FNMA POOL 6.00 11/01/2034 77,655 165,764 

202,065 2.31 

FNMA POOL 6.00 09/01/2034 41,337 

88,237 

107,562 2.31 

FNMA POOL 6.00 11/01/2034 57,604 123,023 

149,890 2.31 

FNMA POOL 6.00 09/01/2034 95,076 202,949 

247,397 2.31 

FNMA POOL 6.00 10/01/2034 4,262 

9,098 

11,091 2.31 

FNMA POOL 6.00 08/01/2034 46,947 100,212 

122,161 2.31 

FNMA POOL 6.00 11/01/2034 47,479 101,349 

123,544 2.31 

FNMA POOL 6.00 12/01/2034 39,826 

85,056 

103,630 2.31 

FNMA POOL 6.00 09/01/2034 128,034 273,299 

333,155 2.31 

FNMA POOL 6.00 08/01/2034 5,701 

12,174 

14,833 2.31 

FNMA POOL 6.00 09/01/2034 112,013 239,101 

291,467 2.31 

FNMA POOL 6.00 06/01/2034 148,037 316,147 

385,206 2.31 

FNMA POOL 6.00 10/01/2034 104,190 222,404 

271,111 2.31 

FNMA POOL 6.00 04/01/2034 78,985 168,593 

205,527 2.31 

FNMA POOL 6.00 10/01/2034 129,082 275,539 

335,882 2.31 

FNMA POOL 6.00 10/01/2034 45,412 

96,984 

118,165 2.31 

FNMA POOL 6.00 01/01/2035 161,605 344,972 

420,510 2.31 

FNMA POOL 6.00 08/01/2034 51,870 110,720 

134,971 2.31 

FNMA POOL 6.00 08/01/2034 110,290 235,421 

286,984 2.31 

FNMA POOL 6.00 09/01/2034 155,316 331,535 

404,146 2.31 

FNMA POOL 6.00 09/01/2034 357,701 763,545 

930,770 2.31 

FNMA POOL 6.00 11/01/2034 166,904 356,278 

434,299 2.31 

FNMA POOL 6.00 11/01/2034 124,232 265,189 

323,263 2.31 

FNMA POOL 6.00 11/01/2034 123,135 262,949 

320,408 2.31 

FNMA POOL 6.00 09/01/2034 714,583 1,525,339 1,859,408 2.31 

FNMA POOL 6.00 12/01/2034 47,279 100,924 

123,024 2.31 

FNMA POOL 6.00 11/01/2034 76,982 164,327 

200,313 2.31 

FNMA POOL 6.00 09/01/2034 240,814 514,039 

626,620 2.31 

FNMA POOL 6.00 11/01/2034 132,234 282,345 

344,084 2.31 

FNMA POOL 6.00 11/01/2034 86,102 183,886 

224,045 2.31 

FNMA POOL 6.00 04/01/2035 16,141,501 36,947,118 42,001,616 2.31 

FNMA POOL 6.00 08/01/2034 181,187 386,757 

471,466 2.31 

FNMA POOL 6.00 08/01/2034 4,732,150 10,059,007 12,313,474 2.31 

FNMA POOL 6.00 10/01/2034 595,873 1,271,953 1,550,513 2.31 

FNMA POOL 6.00 04/01/2035 5,404,459 11,542,675 14,062,881 2.31 

FNMA POOL 6.00 11/01/2034 580,584 1,239,330 1,510,732 2.31 

FNMA POOL 6.00 12/01/2034 138,920 296,545 

361,482 2.31 

FNMA POOL 6.00 10/01/2034 142,369 303,945 

370,458 2.31 

FNMA POOL 6.00 10/01/2034 603,195 1,287,585 1,569,568 2.31 

FNMA POOL 6.00 06/01/2034 88,876 189,709 

231,264 2.31 





FNMA POOL 6.00 09/01/2034 70,618 150,740 

183,754 2.31 

FNMA POOL 6.00 11/01/2034 162,724 347,527 

423,423 2.31 

FNMA POOL 6.00 04/01/2034 127,611 272,385 

332,056 2.31 

FNMA POOL 6.00 09/01/2034 401,951 857,999 1,045,912 2.31 

FNMA POOL 6.00 10/01/2034 249,845 533,320 

650,118 2.31 

FNMA POOL 6.00 09/01/2034 47,928 102,357 

124,713 2.31 

FNMA POOL 6.00 07/01/2034 404,082 862,533 1,051,457 2.31 

FNMA POOL 6.00 09/01/2034 107,395 229,244 

279,451 2.31 

FNMA POOL 6.00 09/01/2034 136,332 291,013 

354,749 2.31 

FNMA POOL 6.00 09/01/2034 228,192 487,096 

593,776 2.31 

FNMA POOL 6.00 09/01/2034 113,391 242,043 

295,053 2.31 

FNMA POOL 6.00 09/01/2034 183,717 392,159 

478,047 2.31 

FNMA POOL 6.00 09/01/2034 36,797 

78,547 

95,750 2.31 

FNMA POOL 6.00 09/01/2034 157,356 335,909 

409,454 2.31 

FNMA POOL 6.00 11/01/2034 87,365 186,492 

227,332 2.31 

FNMA POOL 6.00 07/01/2034 135,395 289,008 

352,311 2.31 

FNMA POOL 6.00 07/01/2034 177,733 379,380 

462,477 2.31 

FNMA POOL 6.00 11/01/2034 126,330 269,668 

328,723 2.31 

FNMA POOL 6.00 12/01/2034 63,719 136,017 

165,802 2.31 

FNMA POOL 6.00 09/01/2034 109,531 233,920 

285,010 2.31 

FNMA POOL 6.00 08/01/2034 159,643 340,768 

415,405 2.31 

FNMA POOL 6.00 10/01/2034 85,007 181,456 

221,196 2.31 

FNMA POOL 6.00 08/01/2034 138,009 294,590 

359,112 2.31 

FNMA POOL 6.00 06/01/2034 91,927 196,221 

239,203 2.31 

FNMA POOL 6.00 09/01/2034 82,398 175,887 

214,408 2.31 

FNMA POOL 6.00 09/01/2034 125,598 268,117 

326,818 2.31 

FNMA POOL 6.00 09/01/2034 104,394 222,839 

271,643 2.31 

FNMA POOL 6.00 09/01/2034 123,316 263,358 

320,878 2.31 

FNMA POOL 6.00 08/01/2034 102,391 218,669 

266,431 2.31 

FNMA POOL 6.00 10/01/2034 35,624 

76,043 

92,696 2.31 

FNMA POOL 6.00 09/01/2034 127,160 271,434 

330,881 2.31 

FNMA POOL 6.00 12/01/2034 67,471 144,027 

175,566 2.31 

FNMA POOL 6.00 09/01/2034 67,507 144,171 

175,660 2.31 

FNMA POOL 6.00 09/01/2034 78,738 168,073 

204,883 2.31 

FNMA POOL 6.00 10/01/2034 62,360 133,181 

162,267 2.31 

FNMA POOL 6.00 09/01/2034 52,983 113,699 

137,866 2.31 

FNMA POOL 6.00 09/01/2034 62,097 132,552 

161,582 2.31 

FNMA POOL 6.00 10/01/2034 84,352 180,059 

219,493 2.31 

FNMA POOL 6.00 12/01/2034 3,798 

8,107 

9,882 2.31 

FNMA POOL 6.00 12/01/2034 64,598 137,894 

168,090 2.31 

FNMA POOL 6.00 09/01/2034 61,622 131,539 

160,347 2.31 

FNMA POOL 6.00 09/01/2034 39,070 

83,397 

101,663 2.31 

FNMA POOL 6.00 09/01/2034 47,710 101,891 

124,145 2.31 

FNMA POOL 6.00 11/01/2034 29,163 

61,713 

75,885 2.31 

FNMA POOL 6.00 11/01/2034 41,240 

88,072 

107,311 2.31 

FNMA POOL 6.00 09/01/2034 5,321 

11,359 

13,847 2.31 

FNMA POOL 6.00 09/01/2034 3,912 

8,351 

10,180 2.31 

FNMA POOL 6.00 11/01/2034 37,422 

79,881 

97,375 2.31 

FNMA POOL 6.00 09/01/2029 37,630 

80,273 

97,916 2.31 

FNMA POOL 6.00 08/01/2034 24,465 

52,223 

63,661 2.31 

FNMA POOL 6.00 08/01/2034 32,995 

70,430 

85,855 2.31 

FNMA POOL 6.00 09/01/2034 11,621 

24,805 

30,238 2.31 

FNMA POOL 6.00 12/01/2034 3,763 

8,032 

9,791 2.31 

FNMA POOL 6.00 08/01/2034 2,796 

5,969 

7,276 2.31 

FNMA POOL 6.00 02/01/2025 109,083 232,494 

283,835 2.31 





FNMA POOL 6.00 11/01/2018 28,977 

61,627 

75,224 2.31 

FNMA POOL 6.00 04/01/2035 3,296 

7,040 

8,552 2.31 

FNMA POOL 6.00 02/01/2035 5,379 

11,483 

13,956 2.31 

FNMA POOL 6.00 06/01/2035 14,283 

30,505 

37,057 2.31 

FNMA POOL 6.00 05/01/2035 16,882 

36,056 

43,800 2.31 

FNMA POOL 6.00 05/01/2035 37,846 

80,790 

98,192 2.31 

FNMA POOL 6.00 01/01/2035 59,851 126,653 

155,286 2.31 

FNMA POOL 6.00 07/01/2035 12,828 

27,399 

33,284 2.31 

FNMA POOL 6.00 04/01/2035 18,306 

39,097 

47,496 2.31 

FNMA POOL 6.00 03/01/2035 45,852 

97,029 

118,964 2.31 

FNMA POOL 6.00 07/01/2035 17,472 

37,316 

45,331 2.31 

FNMA POOL 6.00 04/01/2035 6,667 

14,232 

17,298 2.31 

FNMA POOL 6.00 05/01/2035 9,735 

20,781 

25,257 2.31 

FNMA POOL 6.00 04/01/2035 9,253 

19,753 

24,007 2.31 

FNMA POOL 6.00 04/01/2035 7,059 

15,069 

18,315 2.31 

FNMA POOL 6.00 06/01/2035 7,278 

15,545 

18,884 2.31 

FNMA POOL 6.00 10/01/2037 159,649 344,995 

413,497 2.32 

FNMA POOL 6.00 11/01/2037 172,458 372,675 

446,673 2.32 

FNMA POOL 6.00 11/01/2037 467,819 1,010,937 1,211,669 2.32 

FNMA POOL 6.00 09/01/2037 447,269 966,525 1,158,442 2.32 

FNMA POOL 6.00 10/01/2037 435,266 940,589 1,127,354 2.32 

FNMA POOL 6.00 11/01/2037 551,430 1,191,615 1,428,222 2.32 

FNMA POOL 6.00 10/01/2037 258,252 558,071 

668,882 2.32 

FNMA POOL 6.00 10/01/2037 447,280 966,551 1,158,471 2.32 

FNMA POOL 6.00 09/01/2037 299,858 647,978 

776,643 2.32 

FNMA POOL 6.00 08/01/2037 752,556 1,626,235 1,949,147 2.32 

FNMA POOL 6.00 09/01/2037 559,820 1,209,742 1,449,952 2.32 

FNMA POOL 6.00 08/01/2037 457,047 987,655 1,183,769 2.32 

FNMA POOL 6.00 10/01/2037 577,592 1,248,149 1,495,984 2.32 

FNMA POOL 6.00 08/01/2037 582,890 1,259,594 1,509,705 2.32 

FNMA POOL 6.00 10/01/2037 2,574,265 5,562,864 6,667,436 2.32 

FNMA POOL 6.00 09/01/2037 539,282 1,165,361 1,396,759 2.32 

FNMA POOL 6.00 08/01/2037 292,335 631,720 

757,157 2.32 

FNMA POOL 6.00 12/01/2037 3,542,242 7,584,336 9,174,531 2.32 

FNMA POOL 6.00 08/01/2037 1,544,887 3,338,419 4,001,311 2.32 

FNMA POOL 6.00 10/01/2037 3,996,446 8,636,129 10,350,934 2.32 

FNMA POOL 6.00 09/01/2037 3,699,959 7,995,426 9,583,023 2.32 

FNMA POOL 6.00 11/01/2037 23,964,652 51,786,538 62,069,288 2.32 

FNMA POOL 6.00 08/01/2037 20,945,805 45,262,778 54,250,367 2.32 

FNMA POOL 6.00 09/01/2037 468,070 1,011,476 1,212,318 2.32 

FNMA POOL 6.00 07/01/2037 2,580,456 5,576,222 6,683,471 2.32 

FNMA POOL 6.00 10/01/2037 1,820,829 3,934,725 4,716,010 2.32 

FNMA POOL 6.00 04/01/2037 506,820 1,095,205 1,312,681 2.32 

FNMA POOL 6.00 09/01/2037 455,111 983,471 1,178,753 2.32 

FNMA POOL 6.00 11/01/2037 524,772 1,134,009 1,359,178 2.32 

FNMA POOL 6.00 10/01/2037 281,961 609,304 

730,289 2.32 

FNMA POOL 6.00 08/01/2037 471,208 1,018,255 1,220,444 2.32 

FNMA POOL 6.00 09/01/2037 500,251 1,081,018 1,295,668 2.32 

FNMA POOL 6.00 08/01/2037 506,414 1,094,334 1,311,630 2.32 

FNMA POOL 6.00 09/01/2037 295,907 639,439 

766,408 2.32 

FNMA POOL 6.00 08/01/2037 290,985 628,803 

753,661 2.32 

FNMA POOL 6.00 09/01/2037 445,316 962,305 1,153,383 2.32 

FNMA POOL 6.00 09/01/2037 530,860 1,147,161 1,374,945 2.32 

FNMA POOL 6.00 09/01/2037 544,303 1,176,212 1,409,764 2.32 

FNMA POOL 6.00 10/01/2037 466,563 1,008,221 1,208,415 2.32 





FNMA POOL 6.00 11/01/2037 461,587 997,468 1,195,526 2.32 

FNMA POOL 6.00 08/01/2037 471,852 1,019,647 1,222,113 2.32 

FNMA POOL 6.00 10/01/2037 108,592 234,663 

281,258 2.32 

FNMA POOL 6.00 08/01/2038 232,013 501,374 

600,362 2.32 

FNMA POOL 6.00 09/01/2038 443,591 958,592 1,147,849 2.32 

FNMA POOL 6.00 08/01/2038 464,130 1,002,974 1,200,995 2.32 

FNMA POOL 6.00 09/01/2038 437,134 944,639 1,131,141 2.32 

FNMA POOL 6.00 12/01/2038 513,251 1,109,128 1,328,102 2.32 

FNMA POOL 6.00 10/01/2038 465,762 1,006,504 1,205,219 2.32 

FNMA POOL 6.00 09/01/2038 1,060,393 2,291,489 2,743,903 2.32 

FNMA POOL 6.00 09/01/2038 378,412 817,740 

979,189 2.32 

FNMA POOL 6.00 07/01/2038 527,827 1,140,621 1,365,819 2.32 

FNMA POOL 6.00 07/01/2038 284,376 614,530 

735,859 2.32 

FNMA POOL 6.00 10/01/2038 453,283 979,536 1,172,927 2.32 

FNMA POOL 6.00 08/01/2038 1,847,392 3,992,174 4,780,364 2.32 

FNMA POOL 6.00 12/01/2038 1,569,029 3,390,652 4,060,062 2.32 

FNMA POOL 6.00 09/01/2038 3,462,649 7,482,717 8,960,047 2.32 

FNMA POOL 6.00 12/01/2038 2,598,257 5,614,801 6,723,322 2.32 

FNMA POOL 6.00 09/01/2038 1,563,139 3,377,913 4,044,823 2.32 

FNMA POOL 6.00 02/01/2039 1,236,303 2,671,641 3,199,092 2.32 

FNMA POOL 6.00 08/01/2038 5,883,807 12,714,777 15,225,104 2.32 

FNMA POOL 6.00 09/01/2038 1,183,890 2,558,362 3,063,466 2.32 

FNMA POOL 6.00 09/01/2038 1,937,005 4,185,829 5,012,248 2.32 

FNMA POOL 6.00 05/01/2038 2,719,229 5,876,174 7,036,353 2.32 

FNMA POOL 6.00 10/01/2038 748,569 1,617,645 1,937,019 2.32 

FNMA POOL 6.00 09/01/2038 2,212,417 4,780,991 5,724,913 2.32 

FNMA POOL 6.00 07/01/2038 1,726,374 3,730,651 4,467,213 2.32 

FNMA POOL 6.00 12/01/2038 13,892,776 30,022,119 35,949,337 2.32 

FNMA POOL 6.00 08/01/2038 497,727 1,075,577 1,287,932 2.32 

FNMA POOL 6.00 04/01/2038 2,586,176 5,588,643 6,692,062 2.32 

FNMA POOL 6.00 11/01/2038 6,748,304 14,582,986 17,462,101 2.32 

FNMA POOL 6.00 09/01/2038 1,596,052 3,449,038 4,129,990 2.32 

FNMA POOL 6.00 10/01/2038 2,300,512 4,971,366 5,952,868 2.32 

FNMA POOL 6.00 12/01/2038 1,821,725 3,936,726 4,713,948 2.32 

FNMA POOL 6.00 09/01/2038 2,354,407 5,087,828 6,092,330 2.32 

FNMA POOL 6.00 08/01/2038 2,403,003 5,192,836 6,218,077 2.32 

FNMA POOL 6.00 11/01/2038 1,130,254 2,442,462 2,924,676 2.32 

FNMA POOL 6.00 09/01/2038 1,375,493 2,972,413 3,559,264 2.32 

FNMA POOL 6.00 07/01/2038 1,838,295 3,972,511 4,756,824 2.32 

FNMA POOL 6.00 11/01/2038 503,451 1,087,950 1,302,744 2.32 

FNMA POOL 6.00 11/01/2038 1,038,321 2,243,795 2,686,787 2.32 

FNMA POOL 6.00 09/01/2038 850,723 1,838,396 2,201,355 2.32 

FNMA POOL 6.00 10/01/2038 369,244 797,930 

955,467 2.32 

FNMA POOL 6.00 09/01/2038 193,071 417,223 

499,596 2.32 

FNMA POOL 6.00 03/01/2038 532,482 1,150,675 1,377,865 2.32 

FNMA POOL 6.00 07/01/2038 514,890 1,112,665 1,332,345 2.32 

FNMA POOL 6.00 09/01/2038 487,629 1,053,757 1,261,803 2.32 

FNMA POOL 6.00 09/01/2038 172,142 371,995 

445,439 2.32 

FNMA POOL 6.00 08/01/2038 293,011 633,190 

758,203 2.32 

FNMA POOL 6.00 08/01/2038 296,770 641,313 

767,930 2.32 

FNMA POOL 6.00 09/01/2038 127,802 276,178 

330,705 2.32 

FNMA POOL 6.00 06/01/2026 113 

244 

291 2.33 

FNMA POOL 6.50 10/01/2026 3,814,577 8,246,729 10,110,940 2.45 

FNMA POOL 6.50 05/01/2022 667 

1,414 

1,768 2.45 

FNMA POOL 6.50 02/01/2022 666 

1,411 

1,764 2.45 





FNMA POOL 6.50 08/01/2031 132,841 288,737 

351,069 2.46 

FNMA POOL 6.50 12/01/2037 21,888,347 47,485,178 57,768,856 2.46 

FNMA POOL 6.50 11/01/2036 14,696,981 31,882,372 38,784,333 2.46 

FNMA POOL 6.50 10/01/2037 15,882,536 34,455,860 41,912,933 2.46 

FNMA POOL 6.50 06/01/2047 478,437 1,027,898 1,260,534 2.47 

FNMA POOL 6.50 08/01/2037 1,561,945 3,359,577 4,111,640 2.47 

FNMA POOL 6.50 03/01/2016 3,953 

8,367 

10,332 2.49 

FNMA POOL 6.50 03/01/2048 47,590 102,246 

124,276 2.49 

FNMA POOL 6.50 04/01/2048 147,472 316,840 

385,105 2.49 

FNMA POOL 6.50 01/01/2048 326,554 701,593 

852,758 2.49 

FNMA POOL 6.50 02/01/2048 444,756 955,547 1,161,427 2.49 

FNMA POOL 6.50 02/01/2048 772,782 1,660,304 2,018,030 2.49 

FNMA POOL 6.50 10/01/2047 1,255,676 2,697,773 3,279,050 2.49 

FNMA POOL 6.50 03/01/2048 1,066,606 2,291,581 2,785,315 2.49 

FNMA POOL 6.50 02/01/2048 588,000 1,263,304 1,535,492 2.49 

FNMA POOL 6.50 01/01/2048 576,962 1,239,588 1,506,670 2.49 

FNMA POOL 6.50 01/01/2048 243,569 523,301 

636,051 2.49 

FNMA POOL 7.00 08/01/2036 851,553 1,874,173 2,290,024 2.60 

FNMA POOL 7.00 03/01/2035 140,673 309,568 

378,302 2.60 

FNMA POOL 7.00 11/01/2035 25,126 

55,295 

67,569 2.60 

FNMA POOL 7.00 09/01/2036 9,300 

20,469 

25,005 2.60 

FNMA POOL 7.00 07/01/2036 4,475 

9,850 

12,033 2.60 

FNMA POOL 7.00 02/01/2036 14,523 

31,962 

39,047 2.60 

FNMA POOL 7.00 09/01/2036 8,759 

19,278 

23,550 2.60 

FNMA POOL 7.00 08/01/2036 18,881 

41,556 

50,765 2.60 

FNMA POOL 7.00 06/01/2036 152,007 334,547 

408,695 2.60 

FNMA POOL 7.00 09/01/2036 24,416 

53,737 

65,645 2.60 

FNMA POOL 7.00 08/01/2036 251,097 552,636 

675,112 2.60 

FNMA POOL 7.00 06/01/2036 237,502 522,707 

638,559 2.60 

FNMA POOL 7.00 09/01/2036 707,248 1,556,586 1,901,544 2.60 

FNMA POOL 7.00 08/01/2036 715,272 1,574,234 1,923,117 2.60 

FNMA POOL 7.00 07/01/2036 110,355 242,878 

296,707 2.60 

FNMA POOL 7.00 02/01/2036 26,777 

58,931 

71,995 2.60 

FNMA POOL 7.00 09/01/2036 58,455 128,655 

157,166 2.60 

FNMA POOL 7.00 04/01/2036 58,867 129,556 

158,273 2.60 

FNMA POOL 7.00 07/01/2036 27,012 

59,450 

72,626 2.60 

FNMA POOL 7.00 07/01/2036 47,779 105,156 

128,462 2.60 

FNMA POOL 7.00 07/01/2036 9,735 

21,426 

26,174 2.60 

FNMA POOL 7.00 08/01/2036 3,232 

7,113 

8,690 2.60 

FNMA POOL 7.00 09/01/2036 7,518 

16,546 

20,212 2.60 

FNMA POOL 7.00 04/01/2036 7,100 

15,626 

19,089 2.60 

FNMA POOL 7.00 03/01/2037 2,922 

6,431 

7,855 2.60 

FNMA POOL 7.00 12/01/2037 8,344 

18,366 

22,432 2.60 

FNMA POOL 7.00 10/01/2037 6,376 

14,034 

17,142 2.60 

FNMA POOL 7.00 04/01/2037 110,900 244,092 

298,156 2.60 

FNMA POOL 7.00 11/01/2037 59,401 130,748 

159,701 2.60 

FNMA POOL 7.00 11/01/2037 208,275 458,436 

559,951 2.60 

FNMA POOL 7.00 07/01/2037 225,716 496,813 

606,841 2.60 

FNMA POOL 7.00 06/01/2037 235,898 519,220 

634,215 2.60 

FNMA POOL 7.00 10/01/2037 232,495 511,742 

625,064 2.60 

FNMA POOL 7.00 09/01/2037 144,445 317,936 

388,343 2.60 

FNMA POOL 7.00 05/01/2037 275,668 606,751 

741,136 2.60 

FNMA POOL 7.00 09/01/2037 347,360 764,566 

933,880 2.60 

FNMA POOL 7.00 05/01/2037 239,044 526,142 

642,673 2.60 

FNMA POOL 7.00 11/01/2037 236,426 520,399 

635,634 2.60 





FNMA POOL 7.00 09/01/2037 516,319 1,136,457 1,388,128 2.60 

FNMA POOL 7.00 01/01/2038 161,207 354,839 

433,408 2.60 

FNMA POOL 7.00 11/01/2037 540,499 1,189,696 1,453,138 2.60 

FNMA POOL 7.00 12/01/2037 126,893 279,306 

341,152 2.60 

FNMA POOL 7.00 11/01/2037 713,103 1,569,616 1,917,186 2.60 

FNMA POOL 7.00 11/01/2037 551,856 1,214,693 1,483,670 2.60 

FNMA POOL 7.00 09/01/2037 624,999 1,375,672 1,680,316 2.60 

FNMA POOL 7.00 08/01/2037 733,238 1,613,903 1,971,317 2.60 

FNMA POOL 7.00 07/01/2037 824,238 1,814,189 2,215,973 2.60 

FNMA POOL 7.00 06/01/2037 900,150 1,981,262 2,420,062 2.60 

FNMA POOL 7.00 08/01/2037 896,051 1,972,266 2,409,043 2.60 

FNMA POOL 7.00 11/01/2037 173,144 381,108 

465,499 2.60 

FNMA POOL 7.00 09/01/2037 259,432 571,029 

697,485 2.60 

FNMA POOL 7.00 12/01/2037 926,435 2,039,193 2,490,729 2.60 

FNMA POOL 7.00 11/01/2037 600,844 1,322,521 1,615,375 2.60 

FNMA POOL 7.00 09/01/2037 549,891 1,210,353 1,478,387 2.60 

FNMA POOL 7.00 11/01/2037 905,639 1,993,406 2,434,819 2.60 

FNMA POOL 7.00 09/01/2037 187,476 412,650 

504,032 2.60 

FNMA POOL 7.00 12/01/2037 328,309 722,646 

882,661 2.60 

FNMA POOL 7.00 09/01/2037 85,902 189,076 

230,948 2.60 

FNMA POOL 7.00 08/01/2037 1,166,374 2,567,263 3,135,808 2.60 

FNMA POOL 7.00 07/01/2037 27,182,376 58,423,375 73,080,081 2.60 

FNMA POOL 7.00 12/01/2037 717,830 1,580,028 1,929,892 2.60 

FNMA POOL 7.00 07/01/2037 1,240,177 2,729,689 3,334,227 2.60 

FNMA POOL 7.00 08/01/2037 767,490 1,689,295 2,063,405 2.60 

FNMA POOL 7.00 11/01/2037 726,658 1,599,452 1,953,628 2.60 

FNMA POOL 7.00 08/01/2037 604,957 1,331,549 1,626,433 2.60 

FNMA POOL 7.00 11/01/2037 439,257 966,851 1,180,946 2.60 

FNMA POOL 7.00 10/01/2037 655,804 1,443,485 1,763,136 2.60 

FNMA POOL 7.00 10/01/2037 700,574 1,542,027 1,883,500 2.60 

FNMA POOL 7.00 10/01/2037 482,891 1,062,887 1,298,257 2.60 

FNMA POOL 7.00 10/01/2037 514,315 1,132,053 1,382,740 2.60 

FNMA POOL 7.00 01/01/2038 667,532 1,469,326 1,794,666 2.60 

FNMA POOL 7.00 10/01/2037 200,460 441,231 

538,939 2.60 

FNMA POOL 7.00 10/01/2037 11,084 

24,396 

29,799 2.60 

FNMA POOL 7.00 11/01/2037 320,842 706,206 

862,586 2.60 

FNMA POOL 7.00 10/01/2037 364,079 801,372 

978,830 2.60 

FNMA POOL 7.00 08/01/2037 196,389 432,264 

527,993 2.60 

FNMA POOL 7.00 09/01/2037 248,667 547,334 

668,542 2.60 

FNMA POOL 7.00 09/01/2037 98,732 217,318 

265,443 2.60 

FNMA POOL 7.00 10/01/2037 195,264 429,794 

524,969 2.60 

FNMA POOL 7.00 07/01/2037 158,224 348,259 

425,387 2.60 

FNMA POOL 7.00 01/01/2038 112,983 248,691 

303,756 2.60 

FNMA POOL 7.00 10/01/2037 49,075 108,018 

131,938 2.60 

FNMA POOL 7.00 04/01/2037 34,431 

75,782 

92,567 2.60 

FNMA POOL 7.00 06/01/2037 17,932 

39,469 

48,210 2.60 

FNMA POOL 7.00 05/01/2037 14,649 

32,242 

39,383 2.60 

FNMA POOL 7.00 03/01/2037 15,696 

34,546 

42,198 2.60 

FNMA POOL 7.00 01/01/2038 26,142 

57,542 

70,256 2.60 

FNMA POOL 7.00 03/01/2038 199,043 438,125 

534,926 2.60 

FNMA POOL 7.00 02/01/2038 448,858 988,001 1,206,302 2.60 

FNMA POOL 7.00 02/01/2038 975,907 2,148,116 2,622,746 2.60 

FNMA POOL 7.00 01/01/2038 249,911 550,088 

671,635 2.60 

FNMA POOL 7.00 01/01/2018 1,670 

3,659 

4,441 2.63 

FNMA POOL 7.00 07/01/2015 2,221 

4,855 

5,860 2.65 





FNMA POOL 7.50 06/01/2024 1,248 

2,752 

3,398 2.75 

FNMA POOL 7.50 02/01/2024 1,256 

2,769 

3,418 2.76 

FNMA POOL 7.50 08/01/2023 4,651 

10,295 

12,587 2.77 

FNMA POOL 7.50 08/01/2022 6,135 

13,565 

16,603 2.77 

FNMA POOL 7.50 09/01/2023 6,823 

15,105 

18,466 2.77 

FNMA POOL 7.50 06/01/2019 8,925 

19,644 

24,155 2.77 

FNMA POOL 7.50 07/01/2019 8,256 

18,173 

22,343 2.77 

FNMA POOL 7.50 04/01/2022 682 

1,509 

1,847 2.77 

FNMA POOL 7.50 11/01/2022 1,143 

2,527 

3,089 2.77 

FNMA POOL 7.50 01/01/2022 1,937 

4,280 

5,238 2.77 

FNMA POOL 7.50 09/01/2022 6,886 

15,227 

18,619 2.77 

FNMA POOL 7.50 04/01/2021 2,215 

4,892 

5,990 2.77 

FNMA POOL 7.50 03/01/2022 1,890 

4,178 

5,111 2.77 

FNMA POOL 7.50 08/01/2022 1,031 

2,280 

2,789 2.77 

FNMA POOL 7.50 06/01/2017 16,555 

36,100 

44,677 2.78 

FNMA POOL 7.50 07/01/2017 10,045 

21,912 

27,102 2.78 

FNMA POOL 7.50 05/01/2017 4,538 

9,896 

12,244 2.78 

FNMA POOL 7.50 06/01/2017 6,431 

14,022 

17,343 2.78 

FNMA POOL 7.50 03/01/2017 14,935 

32,548 

40,264 2.78 

FNMA POOL 7.50 04/01/2017 2,081 

4,537 

5,609 2.78 

FNMA POOL 7.50 04/01/2017 6,431 

13,999 

17,336 2.78 

FNMA POOL 7.50 03/01/2017 442 

963 

1,192 2.78 

FNMA POOL 7.50 03/01/2017 8,132 

17,715 

21,914 2.78 

FNMA POOL 7.50 02/01/2017 1,488 

3,242 

4,009 2.78 

FNMA POOL 7.50 05/01/2017 12,626 

27,521 

34,016 2.78 

FNMA POOL 7.50 06/01/2017 27,579 

60,112 

74,253 2.79 

FNMA POOL 7.50 04/01/2017 1,003 

2,185 

2,692 2.79 

FNMA POOL 7.50 05/01/2017 8,351 

18,195 

22,399 2.80 

FNMA POOL 7.50 02/01/2017 2,602 

5,665 

6,941 2.81 

FNMA POOL 7.50 05/01/2017 4,224 

9,188 

11,233 2.82 

FNMA POOL 7.50 01/01/2017 2,496 

5,423 

6,500 2.88 

FNMA POOL 7.50 03/01/2017 1,246 

2,712 

3,202 2.92 

FNMA POOL 4.50 02/01/2039 5,703,279 7,315,946 7,763,109 3.31 

FNMA POOL 8.50 03/01/2011 1 

2 

2 3.41 

FNMA POOL 9.25 08/01/2011 1,194 

2,570 

3,054 3.62 

FNMA POOL 9.25 08/01/2015 2,045 

4,500 

5,202 3.64 

FNMA POOL 9.50 08/01/2009 74 

156 

188 3.75 

FNMA POOL 9.50 11/01/2011 1,171 

2,524 

2,917 3.81 

FNMA POOL 4.00 12/01/2034 2,131,691 2,123,972 2,181,110 3.91 

FNMA POOL 4.00 02/01/2035 2,095,255 2,086,221 2,143,076 3.91 

FNMA POOL 4.00 11/01/2034 1,441,478 1,436,906 1,471,478 3.92 

FNMA POOL 4.00 04/01/2035 834,454 832,286 

851,787 3.92 

FNMA POOL 4.00 10/01/2013 412,862 411,126 

421,029 3.92 

FNMA POOL 4.00 08/01/2013 389,015 387,558 

396,047 3.93 

FNMA POOL 4.00 09/01/2013 683,978 683,720 

696,327 3.93 

FNMA POOL 4.00 08/01/2013 319,524 319,180 

325,293 3.93 

FNMA POOL 4.00 07/01/2013 558,800 558,429 

568,237 3.93 

FNMA POOL 4.00 09/01/2013 619,622 617,406 

630,084 3.93 

FNMA POOL 4.00 07/01/2023 12,546,536 12,406,576 12,588,700 3.99 

FNMA POOL 4.00 04/01/2023 11,170,052 11,002,153 11,207,591 3.99 

FNMA POOL 4.00 02/01/2024 3,259,055 3,233,456 3,268,055 3.99 

FNMA POOL 4.50 05/01/2035 823,560 823,462 

855,536 4.33 

FNMA POOL 4.50 10/01/2035 974,589 973,300 1,011,544 4.34 

FNMA POOL 4.50 05/01/2018 1,220,035 1,184,111 1,265,771 4.34 

FNMA POOL 4.50 10/01/2018 1,661,497 1,650,851 1,723,782 4.34 





FNMA POOL 4.50 10/01/2018 1,157,130 1,122,758 1,200,508 4.34 

FNMA POOL 4.50 05/01/2018 1,543,043 1,497,608 1,600,888 4.34 

FNMA POOL 4.50 05/01/2018 2,858,071 2,773,915 2,965,212 4.34 

FNMA POOL 4.50 11/01/2018 1,227,510 1,190,986 1,273,526 4.34 

FNMA POOL 4.50 06/01/2018 2,068,036 2,007,031 2,145,562 4.34 

FNMA POOL 4.50 06/01/2018 1,317,389 1,278,527 1,366,775 4.34 

FNMA POOL 4.50 03/01/2018 2,071,441 2,010,673 2,149,094 4.34 

FNMA POOL 4.50 01/01/2019 1,336,326 1,296,434 1,386,422 4.34 

FNMA POOL 4.50 07/01/2018 548,254 532,053 

568,807 4.34 

FNMA POOL 4.50 04/01/2018 1,919,497 1,863,080 1,991,454 4.34 

FNMA POOL 4.50 09/01/2035 1,044,158 1,043,783 1,081,675 4.34 

FNMA POOL 4.50 03/01/2015 427,444 426,214 

442,267 4.35 

FNMA POOL 4.50 01/01/2020 862,794 835,913 

892,520 4.35 

FNMA POOL 4.50 05/01/2019 1,513,240 1,466,627 1,565,377 4.35 

FNMA POOL 4.50 12/01/2019 1,990,126 1,928,207 2,058,693 4.35 

FNMA POOL 4.50 02/01/2019 1,519,190 1,472,603 1,571,531 4.35 

FNMA POOL 4.50 02/01/2019 538,998 522,469 

557,568 4.35 

FNMA POOL 4.50 10/01/2019 1,258,827 1,219,768 1,302,197 4.35 

FNMA POOL 4.50 05/01/2014 293,166 293,060 

303,002 4.35 

FNMA POOL 4.50 11/01/2017 376,875 366,104 

388,878 4.36 

FNMA POOL 4.50 12/01/2013 300,831 300,116 

310,111 4.37 

FNMA POOL 4.50 04/01/2020 723,535 699,954 

745,720 4.37 

FNMA POOL 4.50 02/01/2020 667,898 646,185 

688,377 4.37 

FNMA POOL 4.50 12/01/2020 751,699 743,466 

774,748 4.37 

FNMA POOL 4.50 06/01/2013 359,974 360,362 

369,926 4.38 

FNMA POOL 4.50 04/01/2013 273,345 273,530 

280,729 4.38 

FNMA POOL 4.50 03/01/2013 223,046 222,783 

228,650 4.39 

FNMA POOL 4.50 05/01/2013 239,161 239,049 

245,168 4.39 

FNMA POOL 4.50 06/01/2013 69,127 

69,232 

70,862 4.39 

FNMA POOL 4.50 03/01/2013 309,222 308,682 

316,559 4.40 

FNMA POOL 4.50 09/01/2023 25,452,004 25,299,458 26,022,376 4.40 

FNMA POOL 4.50 04/01/2023 13,458,915 13,405,100 13,760,525 4.40 

FNMA POOL 4.50 04/01/2023 2,116,364 2,056,573 2,163,791 4.40 

FNMA POOL 4.50 01/01/2024 6,563,764 6,546,055 6,710,856 4.40 

FNMA POOL 4.50 01/01/2024 2,135,210 2,130,596 2,183,060 4.40 

FNMA POOL 4.50 07/01/2023 1,412,837 1,405,005 1,444,498 4.40 

FNMA POOL 4.60 07/01/2035 899,558 901,503 

931,879 4.44 

FNMA POOL 4.50 09/01/2033 665,086 622,595 

667,424 4.48 

FNMA POOL 4.50 10/01/2033 815,515 763,400 

818,383 4.48 

FNMA POOL 4.50 08/01/2033 5,831,348 5,458,905 5,851,855 4.48 

FNMA POOL 4.50 08/01/2033 18,513,659 17,331,209 18,578,766 4.48 

FNMA POOL 4.50 09/01/2033 7,260,935 6,797,054 7,286,469 4.48 

FNMA POOL 4.50 09/01/2033 20,569,980 19,255,823 20,642,318 4.48 

FNMA POOL 4.50 06/01/2033 3,973,862 3,720,198 3,987,837 4.48 

FNMA POOL 4.50 07/01/2033 2,585,176 2,420,110 2,594,267 4.48 

FNMA POOL 4.50 08/01/2033 10,038,745 9,397,580 10,074,048 4.48 

FNMA POOL 4.50 10/01/2033 5,902,616 5,525,412 5,923,374 4.48 

FNMA POOL 4.50 01/01/2039 1,681,623 1,676,591 1,681,329 4.50 

FNMA POOL 4.50 01/01/2039 6,655,897 6,629,444 6,654,733 4.50 

FNMA POOL 4.50 02/01/2039 3,805,082 3,793,121 3,804,416 4.50 

FNMA POOL 4.50 03/01/2039 9,512,303 9,489,213 9,510,639 4.50 

FNMA POOL 4.50 01/01/2039 2,335,202 2,328,013 2,334,793 4.50 

FNMA POOL 4.50 05/01/2038 7,638,099 7,554,565 7,636,758 4.50 

FNMA POOL 4.50 01/01/2039 10,210,108 10,129,814 10,208,316 4.50 

FNMA POOL 4.50 04/01/2038 4,335,799 4,037,167 4,335,038 4.50 





FNMA POOL 4.50 11/01/2033 1,943,826 1,868,030 1,942,273 4.50 

FNMA POOL 4.50 09/01/2033 1,304,827 1,283,952 1,303,785 4.50 

FNMA POOL 4.50 10/01/2033 2,416,154 2,369,976 2,414,224 4.50 

FNMA POOL 4.50 09/01/2033 12,146,555 12,090,520 12,136,845 4.50 

FNMA POOL 4.50 08/01/2033 6,831,425 6,801,010 6,825,958 4.50 

FNMA POOL 4.50 07/01/2033 3,639,844 3,626,681 3,636,931 4.50 

FNMA POOL 4.50 06/01/2033 424,310 421,387 

423,970 4.50 

FNMA POOL 5.00 01/01/2018 2,279,121 2,309,072 2,386,866 4.77 

FNMA POOL 5.00 10/01/2018 213,639 210,371 

223,739 4.77 

FNMA POOL 5.00 09/01/2019 968,840 953,024 1,012,635 4.78 

FNMA POOL 5.00 11/01/2017 449,515 443,000 

468,896 4.79 

FNMA POOL 5.00 02/01/2017 481,815 474,968 

502,588 4.79 

FNMA POOL 5.00 10/01/2017 475,380 468,504 

495,876 4.79 

FNMA POOL 5.00 11/01/2017 329,322 324,549 

343,521 4.79 

FNMA POOL 5.00 02/01/2017 69,124 

68,142 

72,104 4.79 

FNMA POOL 5.00 01/01/2021 470,237 467,523 

489,995 4.80 

FNMA POOL 5.00 06/01/2020 897,757 882,225 

935,480 4.80 

FNMA POOL 5.00 01/01/2021 1,307,955 1,295,741 1,362,914 4.80 

FNMA POOL 5.00 12/01/2020 1,265,161 1,260,650 1,318,321 4.80 

FNMA POOL 5.00 04/01/2021 430,355 427,112 

446,888 4.82 

FNMA POOL 5.00 12/01/2021 790,397 783,609 

820,763 4.82 

FNMA POOL 5.00 05/01/2021 1,741,409 1,726,616 1,808,312 4.82 

FNMA POOL 5.00 11/01/2021 1,368,590 1,356,835 1,421,170 4.82 

FNMA POOL 5.00 06/01/2022 698,243 703,496 

723,299 4.83 

FNMA POOL 5.00 03/01/2022 889,417 879,544 

921,332 4.83 

FNMA POOL 5.00 01/01/2023 1,115,050 1,107,094 1,155,063 4.83 

FNMA POOL 5.00 07/01/2022 1,181,191 1,169,042 1,223,577 4.83 

FNMA POOL 5.00 12/01/2022 2,575,329 2,571,161 2,667,742 4.83 

FNMA POOL 5.00 11/01/2022 1,729,529 1,710,435 1,791,591 4.83 

FNMA POOL 5.00 05/01/2022 2,452,846 2,435,383 2,540,863 4.83 

FNMA POOL 5.00 01/01/2023 1,848,895 1,839,603 1,915,241 4.83 

FNMA POOL 5.00 06/01/2023 1,029,037 1,029,409 1,065,557 4.83 

FNMA POOL 5.00 11/01/2023 2,069,426 2,069,502 2,142,869 4.83 

FNMA POOL 5.00 09/01/2023 4,156,922 4,138,658 4,304,448 4.83 

FNMA POOL 5.00 01/01/2024 1,406,434 1,405,914 1,456,347 4.83 

FNMA POOL 5.00 01/01/2024 2,938,037 2,935,539 3,042,305 4.83 

FNMA POOL 5.00 09/01/2023 912,476 908,302 

944,859 4.83 

FNMA POOL 5.00 12/01/2034 2,530,736 2,433,924 2,587,837 4.89 

FNMA POOL 5.00 01/01/2035 4,973,111 4,782,818 5,085,319 4.89 

FNMA POOL 5.00 10/01/2034 8,022,854 7,716,100 8,203,874 4.89 

FNMA POOL 5.00 04/01/2034 6,929,538 6,665,000 7,085,889 4.89 

FNMA POOL 5.00 07/01/2034 3,371,111 3,242,317 3,447,174 4.89 

FNMA POOL 5.00 05/01/2034 4,103,017 3,946,342 4,195,594 4.89 

FNMA POOL 5.00 11/01/2034 4,292,159 4,128,005 4,389,003 4.89 

FNMA POOL 5.00 05/01/2034 2,903,079 2,792,224 2,968,581 4.89 

FNMA POOL 5.00 05/01/2035 3,333,759 3,203,151 3,407,041 4.89 

FNMA POOL 5.00 02/01/2035 3,784,127 3,635,981 3,867,310 4.89 

FNMA POOL 5.00 04/01/2035 5,538,774 5,321,832 5,660,527 4.89 

FNMA POOL 5.00 08/01/2035 4,221,315 4,055,813 4,314,107 4.89 

FNMA POOL 5.00 03/01/2035 1,738,784 1,670,696 1,777,005 4.89 

FNMA POOL 5.00 06/01/2035 3,373,405 3,236,920 3,447,559 4.89 

FNMA POOL 5.00 10/01/2035 1,232,989 1,184,625 1,260,093 4.89 

FNMA POOL 5.00 10/01/2032 475,589 468,350 

485,128 4.90 

FNMA POOL 5.00 01/01/2033 664,587 657,936 

677,847 4.90 

FNMA POOL 5.00 02/01/2033 1,091,180 1,080,889 1,112,896 4.90 





FNMA POOL 5.00 03/01/2033 2,446,752 2,425,015 2,495,317 4.90 

FNMA POOL 5.00 04/01/2033 4,803,967 4,780,499 4,899,066 4.90 

FNMA POOL 5.00 03/01/2039 4,828,147 4,824,738 4,923,276 4.90 

FNMA POOL 5.00 02/01/2038 3,045,518 3,006,019 3,105,524 4.90 

FNMA POOL 5.00 04/01/2038 8,841,380 8,518,804 9,015,582 4.90 

FNMA POOL 5.00 03/01/2039 7,856,065 7,836,260 8,010,853 4.90 

FNMA POOL 5.00 05/01/2038 26,414,505 26,273,462 26,934,949 4.90 

FNMA POOL 5.00 11/01/2038 27,710,198 27,689,876 28,256,171 4.90 

FNMA POOL 5.00 01/01/2039 31,108,354 31,028,518 31,721,281 4.90 

FNMA POOL 5.00 12/01/2038 4,629,193 4,625,813 4,720,402 4.90 

FNMA POOL 5.00 12/01/2038 14,647,584 14,615,192 14,936,184 4.90 

FNMA POOL 5.00 11/01/2038 2,664,678 2,665,327 2,717,180 4.90 

FNMA POOL 5.00 06/01/2033 2,512,700 2,508,055 2,562,178 4.90 

FNMA POOL 5.00 05/01/2033 4,016,935 4,000,811 4,096,033 4.90 

FNMA POOL 5.00 06/01/2033 877,288 874,106 

894,562 4.90 

FNMA POOL 5.00 07/01/2034 2,495,123 2,487,678 2,544,146 4.90 

FNMA POOL 5.00 06/01/2034 858,508 854,814 

875,376 4.90 

FNMA POOL 5.00 05/01/2034 896,684 894,879 

914,301 4.90 

FNMA POOL 5.00 06/01/2034 2,264,343 2,243,885 2,308,830 4.90 

FNMA POOL 5.00 03/01/2034 1,877,092 1,864,033 1,913,969 4.90 

FNMA POOL 5.00 03/01/2034 549,363 544,835 

560,155 4.90 

FNMA POOL 5.00 01/01/2034 1,068,306 1,058,916 1,089,291 4.90 

FNMA POOL 5.00 11/01/2033 1,027,604 1,019,142 1,047,789 4.90 

FNMA POOL 5.00 09/01/2033 775,556 773,483 

790,789 4.90 

FNMA POOL 5.00 10/01/2033 978,462 982,058 

997,680 4.90 

FNMA POOL 5.00 10/01/2033 1,987,605 1,972,279 2,026,643 4.90 

FNMA POOL 5.00 08/01/2033 102,753 102,269 

104,770 4.90 

FNMA POOL 5.00 04/01/2046 1,426,254 1,374,273 1,436,951 4.96 

FNMA POOL 5.00 01/01/2047 1,993,636 1,920,946 2,008,588 4.96 

FNMA POOL 5.00 07/01/2046 3,325,398 3,204,183 3,350,339 4.96 

FNMA POOL 5.00 07/01/2047 3,968,783 3,824,041 3,998,549 4.96 

FNMA POOL 5.00 08/01/2047 4,657,978 4,488,094 4,692,913 4.96 

FNMA POOL 5.00 07/01/2047 1,803,940 1,738,150 1,817,470 4.96 

FNMA POOL 5.00 03/01/2047 2,526,499 2,434,373 2,545,448 4.96 

FNMA POOL 5.00 06/01/2047 4,272,428 4,116,619 4,304,471 4.96 

FNMA POOL 5.00 03/01/2047 1,792,726 1,727,356 1,806,171 4.96 

FNMA POOL 5.00 03/01/2047 2,108,246 2,031,371 2,124,057 4.96 

FNMA POOL 5.00 08/01/2047 1,414,511 1,362,922 1,425,120 4.96 

FNMA POOL 5.00 02/01/2047 1,061,702 1,022,990 1,069,665 4.96 

FNMA POOL 5.28 02/01/2036 878,062 878,062 

916,021 5.07 

FNMA POOL 5.50 09/01/2017 141,369 141,204 

149,246 5.21 

FNMA POOL 5.50 06/01/2022 1,549,290 1,551,521 1,620,488 5.26 

FNMA POOL 5.50 10/01/2021 1,218,052 1,217,764 1,274,027 5.26 

FNMA POOL 5.50 03/01/2022 2,161,812 2,150,014 2,261,158 5.26 

FNMA POOL 5.50 12/01/2021 1,949,847 1,947,645 2,039,452 5.26 

FNMA POOL 5.50 07/01/2021 1,576,119 1,568,636 1,648,549 5.26 

FNMA POOL 5.50 03/01/2021 1,616,544 1,617,956 1,690,832 5.26 

FNMA POOL 5.50 06/01/2022 1,139,286 1,137,762 1,191,556 5.26 

FNMA POOL 5.50 08/01/2022 925,241 920,700 

967,690 5.26 

FNMA POOL 5.50 11/01/2022 4,373,386 4,359,009 4,574,033 5.26 

FNMA POOL 5.50 10/01/2022 1,154,232 1,177,320 1,207,187 5.26 

FNMA POOL 5.50 09/01/2023 1,218,170 1,219,394 1,273,961 5.26 

FNMA POOL 5.50 07/01/2027 1,492,797 1,484,501 1,549,880 5.30 

FNMA POOL 5.50 04/01/2027 1,594,261 1,588,353 1,655,223 5.30 

FNMA POOL 5.50 06/01/2033 147,330 145,675 

152,684 5.31 





FNMA POOL 5.50 03/01/2034 19,413 

19,166 

20,112 5.31 

FNMA POOL 5.50 12/01/2034 58,117 

57,376 

60,209 5.31 

FNMA POOL 5.50 10/01/2034 1,777,776 1,750,002 1,841,743 5.31 

FNMA POOL 5.50 10/01/2034 4,762,739 4,688,333 4,934,110 5.31 

FNMA POOL 5.50 03/01/2034 38,291 

37,803 

39,669 5.31 

FNMA POOL 5.50 02/01/2035 40,176 

39,663 

41,622 5.31 

FNMA POOL 5.50 01/01/2034 22,248 

21,964 

23,048 5.31 

FNMA POOL 5.50 12/01/2035 22,850 

22,530 

23,660 5.31 

FNMA POOL 5.50 12/01/2035 31,792 

31,347 

32,919 5.31 

FNMA POOL 5.50 06/01/2035 19,122 

18,855 

19,800 5.31 

FNMA POOL 5.50 10/01/2035 40,578 

40,011 

42,017 5.31 

FNMA POOL 5.50 07/01/2035 32,157 

31,708 

33,298 5.31 

FNMA POOL 5.50 05/01/2035 28,236 

27,841 

29,237 5.31 

FNMA POOL 5.50 12/01/2035 39,149 

38,601 

40,537 5.31 

FNMA POOL 5.50 04/01/2035 45,782 

45,142 

47,405 5.31 

FNMA POOL 5.50 12/01/2035 36,203 

35,696 

37,487 5.31 

FNMA POOL 5.50 04/01/2035 18,362 

18,105 

19,013 5.31 

FNMA POOL 5.50 06/01/2035 672,249 662,852 

696,088 5.31 

FNMA POOL 5.50 07/01/2035 620,475 611,801 

642,478 5.31 

FNMA POOL 5.50 05/01/2035 1,019,459 1,002,839 1,055,610 5.31 

FNMA POOL 5.50 12/01/2035 60,315 

59,471 

62,454 5.31 

FNMA POOL 5.50 11/01/2035 2,429,242 2,389,583 2,515,387 5.31 

FNMA POOL 5.50 09/01/2035 3,949,062 3,884,621 4,089,103 5.31 

FNMA POOL 5.50 11/01/2035 3,953,414 3,926,561 4,093,609 5.31 

FNMA POOL 5.50 09/01/2035 802,974 791,746 

831,448 5.31 

FNMA POOL 5.50 08/01/2035 697,627 687,874 

722,366 5.31 

FNMA POOL 5.50 11/01/2035 21,745 

21,441 

22,516 5.31 

FNMA POOL 5.50 12/01/2035 163,960 161,667 

169,775 5.31 

FNMA POOL 5.50 12/01/2035 69,726 

68,751 

72,198 5.31 

FNMA POOL 5.50 12/01/2035 63,064 

62,182 

65,300 5.31 

FNMA POOL 5.50 01/01/2036 37,093 

36,574 

38,409 5.31 

FNMA POOL 5.50 10/01/2035 36,182 

35,676 

37,465 5.31 

FNMA POOL 5.50 09/01/2035 19,656 

19,382 

20,354 5.31 

FNMA POOL 5.50 11/01/2035 40,857 

40,286 

42,306 5.31 

FNMA POOL 5.50 08/01/2035 37,422 

36,899 

38,749 5.31 

FNMA POOL 5.50 11/01/2035 27,567 

27,182 

28,545 5.31 

FNMA POOL 5.50 10/01/2035 19,279 

19,009 

19,963 5.31 

FNMA POOL 5.50 11/01/2035 31,982 

31,534 

33,116 5.31 

FNMA POOL 5.50 12/01/2035 25,633 

25,274 

26,542 5.31 

FNMA POOL 5.50 03/01/2033 671,847 670,899 

694,615 5.32 

FNMA POOL 5.50 01/01/2033 1,757,929 1,762,056 1,817,411 5.32 

FNMA POOL 5.50 03/01/2033 1,289,382 1,292,959 1,332,943 5.32 

FNMA POOL 5.50 01/01/2034 2,522,943 2,525,955 2,607,661 5.32 

FNMA POOL 5.50 11/01/2033 949,208 949,392 

981,079 5.32 

FNMA POOL 5.50 10/01/2033 1,436,880 1,430,310 1,485,127 5.32 

FNMA POOL 5.50 08/01/2034 1,466,511 1,458,136 1,515,457 5.32 

FNMA POOL 5.50 02/01/2036 32,333 

31,841 

33,407 5.32 

FNMA POOL 5.50 12/01/2036 1,751,786 1,767,370 1,810,003 5.32 

FNMA POOL 5.50 02/01/2036 207,849 204,691 

214,756 5.32 

FNMA POOL 5.50 01/01/2038 1,384,806 1,370,139 1,430,036 5.33 

FNMA POOL 5.50 04/01/2037 1,487,654 1,500,895 1,536,242 5.33 

FNMA POOL 5.50 04/01/2037 2,065,559 2,083,943 2,133,022 5.33 

FNMA POOL 5.50 10/01/2037 11,436,425 11,538,287 11,809,950 5.33 

FNMA POOL 5.50 12/01/2037 4,262,798 4,300,775 4,402,025 5.33 

FNMA POOL 5.50 05/01/2037 2,302,297 2,322,791 2,377,492 5.33 





FNMA POOL 5.50 09/01/2038 1,385,690 1,379,966 1,430,860 5.33 

FNMA POOL 5.50 12/01/2038 1,932,628 1,934,823 1,995,627 5.33 

FNMA POOL 5.50 12/01/2038 1,023,395 1,024,313 1,056,755 5.33 

FNMA POOL 5.50 01/01/2039 18,966,533 18,954,352 19,584,793 5.33 

FNMA POOL 5.50 11/01/2038 3,494,425 3,500,154 3,608,334 5.33 

FNMA POOL 5.50 12/01/2038 5,440,658 5,436,096 5,618,010 5.33 

FNMA POOL 5.50 12/01/2038 3,516,620 3,516,217 3,631,252 5.33 

FNMA POOL 5.50 03/01/2048 281,574 279,433 

290,385 5.33 

FNMA POOL 5.50 05/01/2038 997,201 986,374 1,027,156 5.34 

FNMA POOL 5.50 02/01/2038 1,219,017 1,211,594 1,255,635 5.34 

FNMA POOL 6.00 09/01/2016 582,352 588,582 

620,737 5.63 

FNMA POOL 6.00 08/01/2016 569,882 575,962 

607,445 5.63 

FNMA POOL 6.00 04/01/2017 34,743 

35,122 

37,019 5.63 

FNMA POOL 6.00 03/01/2017 284,122 284,718 

302,731 5.63 

FNMA POOL 6.00 01/01/2032 268,206 270,404 

282,872 5.69 

FNMA POOL 6.00 10/01/2031 436,624 440,200 

460,500 5.69 

FNMA POOL 6.00 09/01/2032 100,732 101,503 

106,059 5.70 

FNMA POOL 6.00 09/01/2032 101,202 101,977 

106,553 5.70 

FNMA POOL 6.00 09/01/2026 565,863 564,731 

594,479 5.71 

FNMA POOL 6.00 02/01/2036 1,503,245 1,513,127 1,575,225 5.73 

FNMA POOL 6.00 08/01/2037 1,494,548 1,532,292 1,563,395 5.74 

FNMA POOL 6.00 11/01/2037 2,720,952 2,789,693 2,846,294 5.74 

FNMA POOL 6.00 11/01/2037 8,922,961 8,940,168 9,334,002 5.74 

FNMA POOL 6.00 09/01/2037 4,303,440 4,412,136 4,501,680 5.74 

FNMA POOL 6.00 02/01/2038 784,810 792,479 

820,962 5.74 

FNMA POOL 6.00 02/01/2037 1,563,168 1,566,153 1,635,177 5.74 

FNMA POOL 6.00 08/01/2032 48,434 

48,233 

50,665 5.74 

FNMA POOL 6.00 08/01/2032 188,935 188,522 

197,617 5.74 

FNMA POOL 6.00 09/01/2032 77,964 

77,739 

81,546 5.74 

FNMA POOL 6.00 09/01/2038 1,516,095 1,519,897 1,584,461 5.74 

FNMA POOL 6.00 09/01/2038 8,496,690 8,515,564 8,879,836 5.74 

FNMA POOL 6.00 09/01/2038 2,095,003 2,098,392 2,189,474 5.74 

FNMA POOL 6.00 10/01/2038 3,098,834 3,104,430 3,238,571 5.74 

FNMA POOL 6.00 02/01/2037 1,593,923 1,601,167 1,663,720 5.75 

FNMA POOL 6.00 10/01/2037 2,440,876 2,432,807 2,547,760 5.75 

FNMA POOL 6.00 01/01/2038 1,086,982 1,090,761 1,090,938 5.98 

FNMA POOL 6.50 09/01/2031 289,900 297,311 

311,735 6.04 

FNMA POOL 6.50 03/01/2031 80,154 

81,033 

86,191 6.04 

FNMA POOL 6.50 05/01/2032 90,094 

92,354 

96,830 6.05 

FNMA POOL 6.50 07/01/2032 438,288 449,289 

471,058 6.05 

FNMA POOL 6.50 01/01/2038 3,937,879 4,029,297 4,197,555 6.10 

FNMA POOL 8.50 10/01/2021 101,039 106,087 

112,176 7.66 

FNMA POOL 8.50 05/01/2022 49,632 

52,154 

55,094 7.66 

FNMA POOL 8.50 11/01/2021 55,657 

58,445 

61,742 7.66 

FNMA POOL 8.50 06/01/2022 72,247 

75,889 

79,770 7.70 

FNMA POOL 8.50 05/01/2020 240,618 252,312 

265,327 7.71 

FNMA POOL 8.50 05/01/2020 117,353 123,170 

129,053 7.73 

FNMA POOL 8.75 09/01/2021 50,836 

53,540 

56,643 7.85 

FNMA POOL 8.75 07/01/2021 92,361 

97,248 

102,625 7.87 

FNMA POOL 8.75 07/01/2021 79,439 

83,641 

87,916 7.91 

FNMA POOL 8.75 08/01/2021 22,204 

23,382 

24,144 8.05 

FNMA POOL 8.50 11/01/2021 9,678 

10,163 

10,070 8.17 

FREDDIE MAC 1.63 04/26/2011 1,500,000 1,499,384 1,509,391 1.61 

FREDDIE MAC 4.50 01/15/2014 75,000,000 75,566,906 80,727,945 4.18 

FREDDIE MAC 5.50 03/28/2016 124,701,402 133,056,753 154,335,812 4.44 





GE CAP COML MTG CORP 0.80 12/10/2037 47,680,329 2,776,404 3,600,313 10.65 

GE COML MTG CORP 5.52 03/10/2044 23,638,875 49,171,087 45,434,678 2.87 

GE COML MTG CORP 0.25 03/10/2040 88,026,852 2,151,069 2,615,822 8.50 

GE COML MTG CORP 0.25 07/16/2039 99,566,012 1,284,839 1,565,348 *** 

GENERAL NATL MTG ASSN 5.00 04/20/2033 23,119,640 23,792,777 27,779,283 4.16 

GMAC COML MTG SEC INC 0.26 04/01/2040 88,783,805 2,257,211 2,741,613 8.48 

GMACM MTG LN TR 6.50 01/25/2035 12,374,986 26,769,708 27,586,943 2.92 

GNMA I TBA JUL 30 SINGLE FAM 6.00 12/01/2099 35,300,000 36,403,125 36,778,188 5.76 

GNMA I TBA JUL 30 SINGLE FAM 6.50 12/01/2099 29,000,000 30,468,125 30,762,655 6.13 

GNMA II POOL 8.75 08/20/2017 2,275 

5,056 

6,266 3.18 

GNMA II POOL 8.75 03/20/2017 6,499 

14,425 

17,875 3.18 

GNMA II POOL 8.75 03/20/2017 2,417 

5,364 

6,648 3.18 

GNMA II POOL 8.75 12/20/2016 1,913 

4,241 

5,255 3.18 

GNMA II POOL 8.75 04/20/2017 1,725 

3,830 

4,651 3.25 

GNMA II POOL 9.00 11/20/2016 76,844 171,746 

211,274 3.27 

GNMA II POOL 3.50 03/20/2036 205,392 204,213 

209,393 3.43 

GNMA II POOL 3.88 12/20/2031 225,364 225,365 

230,647 3.79 

GNMA II POOL 4.25 03/20/2028 10,706 

10,867 

11,077 4.11 

GNMA II POOL 4.25 12/20/2035 188,295 188,110 

194,482 4.11 

GNMA II POOL 4.38 03/20/2028 25,098 

25,506 

26,031 4.22 

GNMA II POOL 4.38 03/20/2028 5,756 

5,851 

5,970 4.22 

GNMA II POOL 4.38 02/20/2028 7,542 

7,664 

7,822 4.22 

GNMA II POOL 4.38 01/20/2028 9,532 

9,686 

9,885 4.22 

GNMA II POOL 4.63 08/20/2028 25,593 

26,010 

26,383 4.49 

GNMA II POOL 4.63 09/20/2029 20,806 

20,978 

21,439 4.49 

GNMA II POOL 4.63 08/20/2029 9,789 

9,934 

10,087 4.49 

GNMA II POOL 4.63 07/20/2035 281,047 279,081 

289,014 4.50 

GNMA II POOL 4.50 10/20/2038 1,999,242 1,918,931 1,996,784 4.51 

GNMA II POOL 5.00 08/20/2036 82,781 

82,629 

85,373 4.85 

GNMA II POOL 5.00 06/20/2034 364,963 363,644 

373,584 4.88 

GNMA II POOL 5.00 06/20/2033 897,603 922,253 

918,416 4.89 

GNMA II POOL 5.00 08/20/2033 3,280,096 3,239,014 3,356,152 4.89 

GNMA II POOL 5.00 08/20/2035 2,409,290 2,354,055 2,460,122 4.90 

GNMA II POOL 5.00 05/20/2039 6,774,360 6,729,598 6,906,823 4.90 

GNMA II POOL 5.00 03/20/2039 2,008,775 1,992,797 2,048,054 4.90 

GNMA II POOL 5.00 06/20/2039 2,083,594 2,066,300 2,124,336 4.90 

GNMA II POOL 5.00 10/20/2038 8,536,092 8,333,062 8,701,057 4.91 

GNMA II POOL 5.00 04/20/2038 2,282,571 2,245,536 2,326,683 4.91 

GNMA II POOL 5.00 05/20/2038 713,982 698,016 

727,780 4.91 

GNMA II POOL 5.00 06/20/2039 1,391,213 1,382,855 1,417,516 4.91 

GNMA II POOL 5.38 06/20/2028 19,363 

19,654 

20,112 5.17 

GNMA II POOL 5.38 06/20/2028 26,137 

26,611 

27,130 5.18 

GNMA II POOL 5.38 05/20/2028 30,610 

31,172 

31,773 5.18 

GNMA II POOL 5.38 05/20/2028 13,365 

13,579 

13,873 5.18 

GNMA II POOL 5.38 04/20/2028 12,418 

12,644 

12,890 5.18 

GNMA II POOL 5.38 06/20/2028 20,141 

20,398 

20,892 5.18 

GNMA II POOL 5.50 01/20/2034 1,213,222 1,141,148 1,257,170 5.31 

GNMA II POOL 5.50 03/20/2035 4,068,252 4,124,024 4,204,850 5.32 

GNMA II POOL 5.50 03/20/2039 3,334,712 3,328,808 3,446,086 5.32 

GNMA II POOL 5.50 05/20/2039 2,239,215 2,233,275 2,314,001 5.32 

GNMA II POOL 5.50 11/20/2038 2,514,835 2,498,229 2,598,826 5.32 

GNMA II POOL 5.50 06/20/2039 1,960,059 1,953,014 2,025,522 5.32 

GNMA II POOL 5.50 03/20/2039 8,777,036 8,748,389 9,060,968 5.33 

GNMA II POOL 5.50 04/20/2036 2,859,712 2,843,847 2,951,509 5.33 

GNMA II POOL 5.50 11/20/2038 1,664,293 1,643,824 1,716,613 5.33 





GNMA II POOL 5.50 10/20/2038 22,241,276 22,008,129 22,940,477 5.33 

GNMA II POOL 5.50 05/20/2039 8,212,860 8,176,961 8,471,049 5.33 

GNMA II POOL 5.50 03/20/2038 1,614,558 1,584,597 1,665,315 5.33 

GNMA II POOL 5.50 07/20/2037 745,358 730,463 

768,787 5.33 

GNMA II POOL 5.50 04/20/2037 480,214 475,625 

495,309 5.33 

GNMA II POOL 6.00 01/20/2035 256,646 256,412 

269,090 5.72 

GNMA II POOL 6.00 02/20/2034 234,456 234,044 

245,825 5.72 

GNMA II POOL 6.00 07/20/2038 5,116,963 5,085,904 5,340,430 5.75 

GNMA II POOL 6.00 01/20/2037 810,525 806,352 

845,453 5.75 

GNMA II POOL 6.00 11/20/2037 634,124 627,451 

660,972 5.76 

GNMA II POOL 6.00 08/20/2037 1,645,219 1,699,280 1,714,876 5.76 

GNMA II POOL 6.00 03/20/2039 3,625,189 3,623,214 3,777,298 5.76 

GNMA II POOL 6.00 10/20/2038 11,771,069 11,718,436 12,264,973 5.76 

GNMA II POOL 6.00 06/20/2039 7,285,892 7,267,913 7,591,602 5.76 

GNMA II POOL 6.00 03/20/2038 1,605,665 1,596,159 1,673,037 5.76 

GNMA II POOL 6.00 11/20/2038 2,430,566 2,418,655 2,532,551 5.76 

GNMA II POOL 6.00 03/20/2039 1,340,051 1,339,321 1,387,528 5.79 

GNMA II POOL 6.00 08/20/2038 18,688,390 18,574,945 19,341,024 5.80 

GNMA POOL 5.50 12/15/2032 81,499 173,861 

209,831 2.14 

GNMA POOL 5.50 10/15/2033 13,463 

28,722 

34,628 2.14 

GNMA POOL 5.50 05/15/2033 7,370 

15,724 

18,958 2.14 

GNMA POOL 5.50 01/15/2034 19,260 

41,093 

49,542 2.14 

GNMA POOL 5.50 10/15/2033 23,538 

50,218 

60,544 2.14 

GNMA POOL 5.50 06/15/2033 53,553 114,251 

137,750 2.14 

GNMA POOL 5.50 12/15/2033 121,589 259,416 

312,753 2.14 

GNMA POOL 5.50 04/15/2033 227,542 485,432 

585,283 2.14 

GNMA POOL 5.50 06/15/2033 114,946 245,228 

295,664 2.14 

GNMA POOL 5.50 12/15/2033 16,468 

35,134 

42,358 2.14 

GNMA POOL 5.50 08/15/2033 30,188 

64,405 

77,649 2.14 

GNMA POOL 5.50 04/15/2033 8,845 

18,870 

22,751 2.14 

GNMA POOL 5.50 10/15/2034 3,335 

7,115 

8,563 2.14 

GNMA POOL 5.50 11/15/2034 18,472 

39,414 

47,434 2.14 

GNMA POOL 6.50 09/15/2027 816 

1,786 

2,178 2.43 

GNMA POOL 6.50 04/15/2026 963 

2,100 

2,571 2.43 

GNMA POOL 6.50 03/15/2026 2,097 

4,574 

5,598 2.43 

GNMA POOL 6.50 01/15/2028 8,965 

19,629 

23,891 2.44 

GNMA POOL 6.50 04/15/2026 248 

541 

659 2.45 

GNMA POOL 6.50 07/15/2026 3,074 

6,706 

8,171 2.45 

GNMA POOL 6.50 04/15/2026 1,731 

3,776 

4,601 2.45 

GNMA POOL 6.50 01/15/2026 870 

1,897 

2,312 2.45 

GNMA POOL 6.50 02/15/2026 63 

137 

167 2.45 

GNMA POOL 6.50 10/15/2023 22,659 

49,532 

60,163 2.45 

GNMA POOL 6.50 12/15/2023 6,883 

15,048 

18,275 2.45 

GNMA POOL 8.25 04/15/2017 6,355 

14,005 

17,358 3.02 

GNMA POOL 8.20 05/15/2013 157,904 337,624 

413,687 3.13 

GNMA POOL 8.20 08/15/2012 18,796 

40,074 

48,986 3.15 

GNMA POOL 5.00 06/15/2035 1,434,347 1,446,965 1,468,579 4.88 

GNMA POOL 5.00 02/15/2039 3,290,082 3,268,495 3,364,143 4.89 

GNMA POOL 5.00 06/15/2038 5,197,845 5,134,649 5,312,935 4.89 

GNMA POOL 5.50 03/15/2033 1,379,413 1,389,036 1,433,021 5.29 

GNMA POOL 5.50 08/15/2038 1,437,753 1,426,958 1,486,131 5.32 

GNMA POOL 5.50 12/15/2038 3,404,937 3,397,798 3,519,506 5.32 

GNMA POOL 5.50 09/15/2038 11,377,173 11,321,286 11,759,993 5.32 

GNMA POOL 5.50 11/15/2038 8,773,517 8,761,399 9,068,729 5.32 

GNMA POOL 5.50 10/15/2038 1,555,243 1,551,643 1,607,574 5.32 





GNMA POOL 6.00 06/15/2036 2,133,352 2,119,090 2,225,168 5.75 

GNMA POOL 6.00 12/15/2038 2,499,741 2,491,401 2,604,148 5.76 

GNMA POOL 6.00 09/15/2038 4,899,859 4,892,522 5,104,513 5.76 

GNMA POOL 6.00 10/15/2038 3,278,022 3,278,022 3,414,936 5.76 

GNMA POOL 6.00 01/15/2038 3,075,450 3,106,505 3,203,903 5.76 

GNMA POOL 6.00 10/15/2038 858,582 858,582 

894,443 5.76 

GNMA POOL 6.00 10/15/2038 912,458 912,458 

950,568 5.76 

GNMA POOL 6.00 12/15/2038 713,025 739,005 

742,806 5.76 

GNMA POOL 6.50 07/15/2032 113,802 113,802 

122,483 6.04 

GNMA POOL 9.50 05/15/2022 993,396 1,085,972 1,097,045 8.60 

GREENPOINT MTG FDG TR 0.43 12/25/2046 1,742,336 1,728,554 

933,811 0.81 

GS MORTGAGE SECURITIES CORP 0.86 11/10/2039 69,472,935 2,974,028 3,512,119 *** 

GS MTG SEC CORP 4.48 09/25/2035 408,937 365,876 

348,066 5.26 

GS MTG SECS CORP 4.85 09/25/2034 1,931,981 4,044,197 3,234,189 2.89 


560,155 2.91 




217,650 *** 

GS MTG SECS CORP II 5.55 04/10/2038 25,905,616 54,694,344 53,529,298 2.69 

GS MTG SECS CORP II 0.35 01/10/2040 42,250,587 1,535,152 1,851,728 7.93 

GS MTG SECS TR 2007 GG10 5.99 08/10/2045 1,200,000 1,215,701 

886,949 8.11 

GSR MTG LN TR 3.13 08/25/2046 3,424,181 3,428,156 2,166,728 4.94 

HARBORVIEW MTG LN 0.51 03/19/2038 3,362,375 3,362,375 

823,539 2.10 

HARBORVIEW MTG LN TR 0.50 01/19/2038 786,608 560,802 

326,762 1.21 

HARBORVIEW MTG LN TR 0.49 11/19/2036 2,023,534 1,984,770 

800,858 1.25 


445,448 1.33 

HARBORVIEW MTG LN TR 0.71 11/19/2034 592,912 592,912 

245,339 1.72 

HARBORVIEW MTG LN TR 0.69 01/19/2035 4,097,664 4,097,664 1,348,764 2.11 


965,830 2.22 

HARBORVIEW MTG LN TR 2.19 12/19/2036 1,054,029 626,132 

370,178 6.24 

HARBORVIEW MTG LN TR 2007 7 1.31 11/25/2047 3,438,690 3,429,820 1,353,350 3.33 

HARBORVIEWMTG LN TR 4.50 04/19/2034 798,914 808,687 

624,460 5.75 

HERMES SERIES VII BV 1.11 11/18/2037 6,000,000 5,969,207 5,905,542 1.13 

HOMEBANC MTG TR 0.68 12/25/2034 1,676,239 1,676,294 

954,911 1.19 

IMPAC CMB TR 0.74 04/25/2035 1,085,340 1,086,598 

360,370 2.24 

INDYMAC IDA MTG LN TR 2007 AR7 6.15 11/25/2037 2,518,223 2,516,926 1,644,444 9.42 

INDYMAC INDX MTG LN TR 5.38 06/25/2036 6,804,354 6,811,120 2,912,447 12.57 

INDYMAC INDX MTG LN TR 0.86 09/25/2047 551,812 547,881 

10,969 *** 

INDYMAC MBS INC 0.70 12/25/2034 371,848 371,848 

159,880 1.63 

INDYMAC MBS INC 4.75 02/25/2019 1,235,341 1,199,160 1,150,122 5.10 

INDYMAC MBS INC 3.88 08/25/2035 1,787,369 1,789,307 

898,690 7.72 

J P MORGAN ALTERNATIVE LN TR 5.55 10/25/2036 770,153 658,176 

639,541 6.68 

J P MORGAN CHASE COML MTG 5.34 12/15/2044 6,450,000 6,419,807 5,469,486 6.30 

J P MORGAN CHASE COML MTG SEC 0.83 10/12/2037 11,583,781 785,454 

915,148 10.46 

J P MORGAN CHASE COML MTG SECS 5.94 02/12/2049 5,181,123 10,224,167 9,705,024 3.17 





J P MORGAN CHASE COML MTG SECS 1.43 10/12/2035 20,178,898 1,017,144 1,139,710 *** 

J P MORGAN CHASE COML MTG SECS 1.02 11/15/2035 68,910,263 2,281,889 2,528,507 *** 

J P MORGAN MTG TR 5.14 11/25/2033 112,067 109,930 

91,826 6.27 

J P MORGAN MTG TR 5.82 06/25/2036 3,667,504 3,670,551 2,718,040 7.85 

JP MORGAN ALTERNATIVE LN TR 5.91 05/25/2036 14,914,388 10,722,767 7,596,938 11.60 

JP MORGAN CHASE 5.43 12/12/2043 5,815,000 5,639,513 4,485,715 7.04 





JP MORGAN CHASE COML MTG 5.40 05/15/2045 83,134,268 83,716,204 80,297,062 5.59 



JP MORGAN CHASE COML MTG TR 5.88 02/15/2051 32,382,020 68,134,084 52,673,184 3.62 

JP MORGAN MORTGAGE TRUST 5.68 04/25/2036 3,715,660 3,706,586 3,108,009 6.79 

JP MORGAN MTG ACQUISITION TR 0.59 01/25/2037 7,150,000 7,137,068 

951,759 4.42 

LB UBS 5.37 09/15/2039 33,957,212 68,104,471 66,032,444 2.76 

LB UBS COML 0.70 02/15/2040 23,999,545 1,097,306 

982,768 *** 

LB UBS COML MTG TR 4.65 07/15/2030 10,038,426 21,089,980 22,943,030 2.03 





LB UBS COML MTG TR 0.14 11/15/2038 36,550,063 1,120,351 

858,465 5.86 




LB UBS COML MTG TR 0.11 02/15/2040 19,142,536 450,689 

277,141 7.85 



LB UBS COML MTG TR 0.91 11/15/2038 37,442,943 2,253,351 2,158,240 *** 

LB UBS COML MTG TR 0.54 08/15/2036 122,527,465 4,223,431 3,528,194 *** 

LB UBS COML MTG TR 2008 C1 6.32 04/15/2041 2,720,000 2,721,072 2,213,476 7.76 

LEHMAN ABS CORP 7.77 01/31/2012 1,300,263 1,271,971 1,487,802 6.79 




LEHMAN ABS CORP 7.77 06/30/2017 817,308 770,291 

935,190 6.79 


LEHMAN ABS CORP 7.77 07/01/2017 619,173 583,548 

708,478 6.79 

LEHMAN MTG TR 6.50 08/25/2037 11,299,717 23,614,382 18,185,599 4.04 

LEHMAN XS TR 0.41 10/25/2036 1,600,502 1,600,502 1,229,192 0.54 

LEHMAN XS TR 0.41 01/25/2037 3,657,705 3,657,705 2,710,841 0.56 

LEHMAN XS TR 1.56 12/25/2035 320,000 316,549 

15,153 *** 

LEHMAN XS TR 2.06 12/25/2035 231,371 214,963 

1,353 *** 

LEHMAN XS TR 1.01 12/25/2035 2,250,000 2,245,039 

39,125 *** 

LEHMAN XS TR 1.00 02/25/2036 450,198 450,104 

7,371 *** 

LEHMAN XS TR 2.06 02/25/2036 357,512 359,645 

2,922 *** 

LEHMAN XS TR 1.46 02/25/2046 490,000 492,944 

6,477 *** 

LEHMAN XS TR 0.86 08/25/2046 630,000 628,538 

1,286 *** 

LEHMAN XS TR 0.91 08/25/2046 350,000 349,188 

444 *** 

LEHMAN XS TRUST 0.44 04/25/2037 5,599,430 5,599,026 2,349,546 1.06 

LUMINENT MTG TR 0.50 07/25/2036 2,995,352 2,925,102 1,241,416 1.20 

MASTR ADJ RATE MTG TR 0.42 05/25/2047 517,559 517,596 

498,847 0.44 

MASTR ADJ RATE MTGS TR 4.36 11/25/2034 364,016 369,500 

222,262 7.13 

MASTR ADJ RATE MTGS TR 4.79 03/25/2035 1,102,086 1,102,086 

486,733 10.84 

MASTR ALTERNATIVE LN TR 6.50 05/25/2033 126,218 293,098 

294,007 2.79 

MASTR ALTERNATIVE LN TR 6.50 07/25/2033 904,836 1,944,285 1,787,469 3.29 

MASTR ASSET SECURITIZATION TR 5.25 12/25/2033 3,070,977 3,041,905 2,864,383 5.63 

MASTR REPERFORMING LN TR 0.66 05/25/2035 2,905,788 2,905,788 1,829,790 1.05 

MASTR SPECIALIZED LN TR2007 01 0.68 01/25/2037 3,105,473 3,103,965 2,718,745 0.78 

MERRILL LYNCH COML TR 2008 LAQ 1.00 07/09/2021 1,000,000 998,355 

900,877 1.11 

MERRILL LYNCH FIRST FRANKLIN 0.37 06/25/2037 3,448,721 3,448,721 2,519,433 0.51 

MERRILL LYNCH MTG 5.84 05/12/2039 22,052,156 46,521,582 45,166,987 2.85 

MERRILL LYNCH MTG INVS INC 4.56 02/25/2034 1,031,948 1,012,760 

812,693 5.80 





MERRILL LYNCH MTG INVS INC 4.49 07/25/2035 1,392,796 1,392,597 

866,628 7.21 

MERRILL LYNCH MTG INVS INC 4.49 02/25/2035 5,500,000 5,444,716 2,839,619 8.69 

MERRILL LYNCH MTG TR 5.41 11/12/2037 4,053,000 4,017,233 3,492,160 6.28 

MERRILL LYNCH MTG TR 2008 C1 5.69 02/12/2051 4,710,000 4,735,170 3,141,848 8.53 

ML CFC COML MGT 5.17 12/12/2049 9,917,000 9,651,625 7,021,900 7.30 

ML CFC COML MTG 0.06 12/12/2049 131,565,896 1,664,964 2,136,329 3.46 

ML CFC COML MTG TR 6.10 06/12/2046 23,190,384 49,585,472 47,945,157 2.95 





ML CFC COML MTG TR 0.73 08/25/2048 76,948,483 2,994,567 3,416,549 *** 

ML CFC COML MTG TR 2006 3 0.06 07/12/2046 147,465,117 2,507,659 3,102,391 2.78 

ML CFC COML MTG TR 2007 8 6.16 08/12/2049 14,022,386 28,724,733 26,875,387 3.21 

MORGAN STANLEY CAP I INC 5.56 03/12/2044 3,000,000 3,021,525 2,436,907 6.84 

MORGAN STANLEY CAP I INC 5.42 07/25/2035 2,083,877 2,056,529 

968,914 11.65 

MORGAN STANLEY CAP I TR 5.33 11/12/2041 24,286,515 51,118,221 46,969,900 2.75 



MORGAN STANLEY CAP I TR HQ13 5.57 12/15/2044 6,000,000 6,031,480 4,279,652 7.81 

MORGAN STANLEY DEAN WITTER 3.38 11/25/2032 292,899 294,810 

29,996 *** 

MORGAN STANLEY MTG LN TR 6.00 08/25/2037 2,110,196 2,122,990 2,063,590 6.14 

MORGAN STANLEY MTG LN TR 3.91 10/25/2034 516,745 522,424 

252,112 8.02 

MORGAN STANLEY MTG LN TR 6.30 11/25/2037 5,032,268 5,053,434 2,425,822 13.07 

MORGAN STANLEY MTG LN TR 5.82 06/25/2037 1,618,184 1,603,358 

720,134 13.08 


128,675 *** 


110,319 *** 

NEW YORK MTG TR 0.64 08/25/2035 2,095,701 2,100,810 1,588,857 0.84 

NOMURA ASSET ACCEP CORP ALTER 6.00 03/25/2037 3,195,241 3,195,139 2,738,364 7.00 

NOMURA ASSET SECS CORP 6.59 03/15/2030 109,917 110,386 

110,438 6.56 

NOMURA HOME EQUITY LN INC 6.06 02/25/2037 3,200,338 3,199,587 3,114,250 6.23 

PNC MTG ACCEP CORP 7.30 10/12/2033 68,057 

75,647 

69,684 7.13 

PRIME MTG TR 6.00 08/25/2037 42,026,983 85,685,745 62,808,049 4.01 

PRUDENTIAL SECS SECD FING CORP 6.95 04/15/2013 5,100,168 8,196,984 8,887,257 3.99 

RALI TR 6.00 06/25/2036 4,574,031 4,585,055 2,352,080 11.67 

RALI TR 0.81 06/25/2046 625,000 622,653 

4,569 *** 

RESIDENTIAL ACCREDIT LNS INC 5.38 04/25/2035 21,855,687 46,045,487 32,454,067 3.62 




RESIDENTIAL ASSET MORT PRODS 0.39 02/25/2037 1,208,690 1,208,581 

944,940 0.50 

RESIDENTIAL ASSET MTG PRODS 1.09 02/25/2033 127,073 127,206 

93,537 1.48 

RESIDENTIAL ASSET MTG PRODS 7.50 05/25/2032 1,247,281 1,294,352 1,153,416 8.11 

SALOMON BROS MTG SECS VII INC 0.81 05/25/2032 32,888 

31,698 

28,652 0.93 

SALOMON BROS MTG SECS VII INC 4.63 09/01/2032 265,001 564,057 

392,617 3.13 

SASCO ARC CO / SASCO ARC CORP 7.35 11/27/2033 28,860 

1,599 

1,415 *** 

SAXON ASSET SECS TR 2.90 12/25/2032 402,116 405,068 

64,355 *** 

SBA CMBS TR 5.37 11/15/2035 1,170,000 1,166,985 1,123,200 5.59 

SEARS MTG SECS CORP STRP MTG 8.00 05/25/2018 1,228 

2,565 

3,032 3.24 

SEQUOIA MTG TR 0.64 01/20/2034 376,818 376,868 

261,863 0.92 

SEQUOIA MTG TR 0.59 01/20/2035 812,944 813,595 

499,706 0.95 

SEQUOIA MTG TR 0.63 11/20/2034 503,594 503,594 

322,197 0.98 

SEQUOIA MTG TR 4 0.67 11/22/2024 69,965 

69,914 

46,743 1.00 









SMALL BUSINESS ADMIN PARTN CTF 5.94 08/10/2018 7,868,402 7,868,402 8,288,228 5.64 

STRON CDO III LTD 1.98 10/15/2013 1,403,606 1,404,021 1,315,038 2.11 

STRUCTURD ASSTS INVS II 07 AR4 0.51 09/25/2047 1,924,750 1,919,808 1,532,668 0.64 

STRUCTURED ADJ RATE MTG LN TR 0.61 09/25/2035 1,145,432 1,145,432 

530,155 1.32 

STRUCTURED ADJ RATE MTG LN TR 0.65 08/25/2035 910,264 910,264 

406,086 1.45 

STRUCTURED ADJ RATE MTG LN TR 5.50 11/25/2034 12,038,302 25,596,745 21,887,623 3.03 



666,232 8.07 

STRUCTURED ADJ RATE MTG LN TR 4.78 01/25/2035 732,448 743,639 

386,851 9.06 




25,831 *** 

STRUCTURED ADJBL RT MTG LN TR 0.81 10/25/2034 3,494,072 3,487,604 

971,371 2.91 

STRUCTURED ASSET MTG INVTS 0.54 02/25/2036 2,173,131 2,117,869 

866,555 1.35 

STRUCTURED ASSET MTG INVTS II 0.52 08/25/2036 4,058,924 3,978,252 1,679,181 1.25 

STRUCTURED ASSET MTG INVTS II 0.62 12/25/2035 483,598 484,065 

216,019 1.39 


2,307 *** 


790 *** 



230,916 2.03 

STRUCTURED ASSET SECS CORP 4.37 01/25/2032 10,538 

22,019 

20,655 2.23 



451,936 3.13 


858,924 6.53 



15,652 *** 

STRUCTURED ASSET SECS CORP 2.06 11/25/2035 1,017,354 966,967 

2,475 *** 

THORNBURG MTG SECS TR 0.42 11/25/2046 539,668 515,277 

466,579 0.49 

THORNBURG MTG SECS TR 6.17 07/25/2037 2,216,078 2,219,003 1,683,913 8.13 

U S DEPT VETERAN AFFAIRS REMIC 6.50 10/15/2029 5,792,270 12,355,575 13,430,811 2.80 

WACHOVIA BK COM MTG TR 0.38 11/15/2035 70,728,357 1,122,865 1,348,140 *** 

WACHOVIA BK COML MTG TR 0.67 12/15/2043 40,414,120 1,848,372 1,749,867 15.42 

WAMU 2.54 11/25/2042 44,240 

42,170 

23,545 4.77 

WAMU 3.13 07/25/2046 786,568 750,094 

331,374 7.42 

WAMU 5.64 11/25/2036 3,318,761 3,304,245 1,927,450 9.71 

WAMU 5.59 03/25/2037 5,002,196 5,015,983 2,757,954 10.15 

WAMU 5.61 12/25/2036 4,077,964 4,056,532 2,233,691 10.25 

WAMU 5.61 12/25/2036 2,718,643 2,709,166 

535,845 *** 

WAMU COML MTG SECS TR 0.93 11/23/2043 16,684,385 1,498,888 1,066,905 14.62 

WAMU COML MTG SECS TR 0.85 12/27/2049 34,811,813 2,777,496 1,792,630 *** 

WAMU MORTGAGE PASS THROUGH CRT 5.67 06/25/2037 8,342,456 8,342,343 4,253,999 11.11 

WAMU MTG 5.93 09/25/2036 737,092 716,100 

559,332 7.81 

WAMU MTG 5.49 04/25/2037 9,689,084 9,699,956 5,336,458 9.96 


254,579 1.30 


580,626 1.81 


410,322 2.60 


378,551 3.50 


245,842 4.79 


377,111 5.53 

WAMU MTG PASS THROUGH CTFS 4.57 09/25/2033 3,900,000 3,626,565 2,994,467 5.95 

WAMU MTG PASS THROUGH CTFS 5.05 12/25/2035 2,377,822 2,373,181 1,978,024 6.07 

WAMU MTG PASS THRU 6.22 09/25/2036 4,741,542 4,749,113 3,224,340 9.15 

WAMU MTG PASS THRU CTFS 3.13 09/25/2046 3,901,171 3,901,171 1,744,719 6.99 








WAMU MTG PASSTHRU CTFS 6.10 08/25/2036 5,834,892 5,824,081 4,239,461 8.39 

WASHINGTON MUT 0.40 02/25/2037 21,511,785 9,084,621 12,095,730 0.72 

WASHINGTON MUT MTG CTFS 2.30 08/25/2046 3,106,479 3,062,837 1,236,701 5.78 

WASHINGTON MUT MTG PASS THRU 5.60 04/25/2037 4,670,095 4,680,919 1,891,914 13.83 



WASHINGTON MUTUAL 3.69 08/25/2033 2,008,079 1,980,028 1,609,868 4.60 

WASHINGTON MUTUAL 6.08 08/01/2036 4,570,950 4,565,596 3,342,778 8.32 

WELLS FARGO MORTGAGED BACKED 4.71 12/25/2033 40,760 

39,230 

33,861 5.66 

WELLS FARGO MTG 5.59 07/25/2036 1,688,687 1,257,288 

962,448 9.82 

WELLS FARGO MTG 5.67 10/25/2036 1,239,914 1,232,788 

685,631 10.24 

WELLS FARGO MTG BACKED SECS 4.89 08/25/2034 4,218,190 8,822,925 8,675,363 2.38 






Grand Total $11,162,203,819 $12,244,389,525 


CalPERS 2008-09 Annual Investment Report 



1164910/0 CDS EUR P F 4.37500 4.38 09/20/2013 (7,000,000) ($10,295,253) ($9,818,553) 4.38 

1164910/0 CDS EUR R V 00MEVENT 1.00 09/20/2013 7,000,000 10,295,253 8,416,962 1.17 

A BEST 2 SRL 1.64 10/01/2015 5,229,101 7,638,742 7,107,786 1.69 

AMER INTL GRP 4.88 03/15/2067 2,200,000 2,879,680 586,308 25.66 

ARENA 2006 I BV 1.38 12/17/2064 5,673,744 8,236,680 7,215,032 1.52 

ASF 5.63 07/04/2022 800,000 1,070,647 987,905 6.39 

AUST + NZ BANK GRP 4.45 02/05/2015 4,300,000 4,981,464 5,877,307 4.57 

AUSTRALIA 6.25 04/15/2015 14,000,000 11,624,397 11,830,226 5.98 

AUSTRALIA (CMNWLTH) 5.75 05/15/2021 23,000,000 18,516,587 18,776,201 5.69 

AUSTRALIA (COMMONWEALTH OF) 6.00 02/15/2017 26,000,000 21,461,816 21,778,089 5.79 

AUSTRALIA COMMONWEALTH OF 6.25 06/15/2014 8,000,000 6,612,762 6,755,213 5.98 

AUSTRIA (REPUBLIC OF) 3.50 07/15/2015 6,000,000 7,712,492 8,432,735 3.49 

AUTO ABS COMPARTIMENT 1.52 07/25/2017 1,500,000 2,182,569 2,011,506 1.13 

BA COVERED BD 4.13 04/05/2012 2,000,000 2,712,274 2,731,275 4.24 

BANCAJA 8 TITULIZ M BKD EUR A 1.52 10/25/2037 807,555 1,128,180 759,820 2.26 

BANK OF AMERICA CORPORATION 4.00 03/28/2018 4,450,000 6,188,479 4,307,906 5.80 

BANK OF SCOTLAND PLC 3.88 11/05/2010 10,000,000 12,994,785 14,438,729 3.76 

BARCLAYS BANK PLC 4.25 10/27/2011 6,800,000 8,788,552 9,988,676 4.06 



BARCLAYS BANK PLC/PREF SHS 4.88 12/29/2049 1,560,000 1,945,165 962,779 11.08 

BCO ESPIRITO SANTO 5.50 07/21/2010 4,800,000 7,541,200 6,917,064 5.35 

BEAR STEANRS COS INC 1.71 07/27/2012 100,000 123,474 132,154 1.81 

BELGIUM (KINGDOM OF) 5.50 03/28/2028 22,000,000 31,847,197 34,665,608 4.90 

BELGIUM (KINGDOM OF) 5.50 09/28/2017 21,458,000 31,658,422 33,792,612 4.90 

BELGIUM(KINGDOM) 4.00 03/28/2018 9,920,000 13,858,269 14,107,562 3.95 

BK TOKYO MITSU UFJ 3.50 12/16/2015 3,800,000 4,592,696 5,125,935 3.64 

BNP PARIBAS SA 7.78 06/29/2049 3,000,000 3,017,869 3,198,043 10.24 

BRAZIL(FED REP OF) 8.50 09/24/2012 4,450,000 5,656,432 7,022,019 7.56 

BUNDESREP DEUTSCHLAND ANL 3.75 01/04/2019 4,250,000 5,971,414 6,161,384 3.63 

BUNDESREPUBLIK DEUTSCHLAND 4.25 07/04/2017 6,000,000 8,882,717 9,028,160 3.96 

CANAD HOUSING TRUST 3.15 06/15/2014 3,785,000 3,344,797 3,295,217 3.12 

CANADA GOVT 5.75 06/01/2029 1,800,000 1,922,585 1,926,040 4.63 

CANADA HSG TR NO 1 4.05 03/15/2011 3,200,000 3,103,016 2,880,978 3.87 

CANADA HSG TR NO 1ST 4.60 09/15/2011 1,300,000 1,280,824 1,190,222 4.33 

CARS ALLIANCE FUND 1.59 10/08/2023 4,500,000 6,501,281 5,590,146 1.79 

CATERPILLAR FIN SERV LTD 5.20 06/03/2013 450,000 404,899 393,924 5.11 

CITIGROUP INC 2.40 10/31/2025 596,200,000 5,102,244 3,970,321 3.74 

CITIGROUP INC 1.61 01/16/2012 1,600,000 2,307,076 2,299,595 1.85 

CMNWLTH BK OF AUST 4.50 02/20/2014 15,000,000 9,755,576 11,456,418 3.74 

CNCEP 4.75 02/28/2049 950,000 1,210,466 599,633 4.76 

CREDIT SUISSE LONDON 5.13 09/18/2017 6,500,000 9,951,437 9,265,839 10.56 

DENMARK (KINGDOM OF) 7.00 11/10/2024 20,000,000 4,616,103 4,974,621 5.04 




DENMARK (KINGDOM) 4.00 11/15/2015 174,400,000 29,566,189 34,004,748 3.86 

DEPFA ACS BANK 1.65 12/20/2016 270,000,000 2,264,403 1,847,104 2.50 

DEUTSCHE BANK AG 3.63 03/09/2017 1,600,000 2,363,132 1,919,517 4.24 

DEUTSCHE BANK AG 5.13 08/31/2017 7,500,000 11,925,982 10,679,360 5.05 

DEUTSCHE BK CAP FD 5.33 09/29/2049 2,200,000 3,214,256 1,666,349 9.87 

DEV BK OF JAPAN 1.75 03/17/2017 400,000,000 4,038,645 4,273,970 1.70 

DONG A/S 3.50 06/29/2012 4,100,000 5,358,953 5,725,391 3.52 





ELM B V 5.25 05/29/2049 2,000,000 2,586,019 1,515,648 9.72 

ENBW INTERNATIONAL FINANCE BV 4.88 01/16/2025 4,000,000 5,236,574 5,533,826 4.94 

EUROPEAN INVESTMENT BANK 6.00 08/14/2013 3,630,000 2,823,914 2,951,586 5.97 

FASTR 2009 R1A A1 3.40 11/15/2011 4,900,000 4,277,608 4,219,228 3.40 

FASTR 2009 R1A A2 4.82 10/15/2012 1,900,000 1,658,664 1,636,027 4.82 

FORTIS BANK NED HOLDING 3.38 05/19/2014 2,300,000 3,125,561 3,227,725 3.37 

FRANCE (GOVT OF) 3.25 04/25/2016 7,500,000 9,556,704 10,559,959 3.24 

FRANCE (GOVT OF) 4.00 10/25/2014 23,500,000 32,156,800 34,803,888 3.79 

FRANCE (GOVT OF) 4.25 04/25/2019 20,800,000 29,495,044 30,387,648 4.08 

FRANCE (GOVT OF) 4.75 10/25/2012 700,000 1,058,379 1,062,574 4.39 

FRANCE (GOVT OF) 4.75 04/25/2035 18,500,000 27,506,500 27,396,211 4.50 

FRANCE (GOVT OF) 5.50 04/25/2029 25,475,000 38,263,749 41,079,892 4.78 

FRANCE (GOVT OF) 5.50 04/25/2010 1,300,000 1,820,431 1,890,585 5.30 

FRANCE (GOVT OF) 6.50 04/25/2011 7,000,000 9,428,534 10,718,031 5.95 

FRANCE (GOVT) 3.50 04/25/2015 28,657,000 38,719,767 41,320,431 3.40 

FRANCE (REPUBLIC OF) 5.00 10/25/2011 7,450,000 9,705,593 11,238,388 4.65 

FRANCE(GOVT OF) 3.00 01/12/2011 7,600,000 9,982,068 10,952,125 2.92 

FRANCE(GOVT) 3.50 07/12/2009 10,000,000 13,175,799 14,027,206 3.50 

FRANCE(GOVT) 0.00 04/25/2035 6,600,000 3,079,025 2,869,110 0.00 

FRANCE(GOVT) 4.00 10/25/2038 100,000 141,694 132,158 4.25 

GAZ CAPITAL SA 5.88 06/01/2015 545,000 702,226 645,038 6.96 

GAZ CAPITAL SA 4.56 12/09/2012 2,250,000 2,802,340 2,907,431 4.95 

GAZ CAPITOL SA 5.03 02/25/2014 950,000 1,197,333 1,140,302 5.88 

GE CAPITAL UK FUNDING 1.85 02/01/2010 2,700,000 3,955,068 4,369,027 1.88 

GE CAPITAL UK FUNDING 1.35 06/22/2010 3,250,000 4,605,869 5,182,118 1.39 

GEN ELEC CAP CORP 7.63 12/10/2014 8,000,000 5,835,742 4,853,360 8.14 

GERMANY (FED REP) 5.50 01/04/2031 47,000,000 72,780,975 76,448,770 4.74 






GERMANY (FED REP) 4.25 01/04/2014 200,000 279,350 301,623 3.95 




GERMANY (FEDERAL REPUBLIC OF) 3.50 10/14/2011 1,300,000 1,764,496 1,903,477 3.35 

GERMANY(FED REP) 5.38 01/04/2010 4,170,000 5,458,741 5,986,564 5.25 




GERMANY(FEDERAL REPUBLIC OF) 4.75 07/04/2028 52,270,000 77,836,922 77,810,110 4.48 

GLOBALDRIVE AUTO RECEIVEABLES 1.08 06/20/2015 1,942,427 2,848,728 2,601,800 1.13 


GREECE (REPUBLIC 5.35 05/18/2011 4,500,000 6,392,502 6,693,735 5.04 

HBOS TREASURY SERVICES PLC 4.88 03/29/2049 4,915,000 6,549,431 3,033,372 11.08 

HSBC HOLDING PLC 6.00 06/10/2019 6,100,000 8,591,906 8,558,812 6.00 

HSBC HOLDINGS PLC 6.25 03/19/2018 8,450,000 12,630,080 12,398,341 5.97 

HUNGARY(REP OF) 6.75 02/24/2017 2,855,000,000 12,456,648 12,197,348 8.13 

HUNGARY(REP) 5.50 02/12/2016 1,500,000,000 7,219,196 6,142,941 6.91 

IKB DT INDUSTRIEBK 0.00 11/04/2014 928 24,918 29,990 0.00 

IMMEO RES FIN 1.44 12/15/2016 7,524,772 10,759,536 6,854,458 2.21 

ING BANK NV 6.13 05/29/2023 4,580,000 6,616,749 5,326,254 7.39 





INVESTEC BK AUSTRA 5.00 02/27/2014 14,300,000 9,011,737 10,965,012 5.27 

IRELAND(REP OF) 4.50 10/18/2018 18,500,000 22,906,587 24,236,397 4.82 

ITALY (REP OF) 4.50 02/01/2018 24,000,000 35,572,760 34,842,174 4.35 

ITALY REP OF 4.75 02/01/2013 3,000,000 4,566,765 4,488,706 4.45 

ITALY REP OF 2.75 06/15/2010 43,000,000 64,107,270 61,288,643 2.71 

ITALY(REP) 1.80 02/23/2010 560,000,000 5,684,874 5,808,300 1.80 

ITALY(REP) 4.25 08/01/2014 23,000,000 34,210,054 33,799,486 4.06 

JAPAN (2 YEAR ISSUE) 0.40 04/15/2011 25,000,000 262,451 259,694 0.40 

JAPAN (GOVERNMENT OF) 1.30 12/20/2013 13,240,950,000 109,142,819 141,171,980 1.26 


JAPAN (GOVERNMENT OF) 1.30 03/20/2015 210,000,000 1,722,305 2,233,394 1.27 


JAPAN (GOVERNMENT) 0.90 06/20/2013 3,000,000,000 30,155,667 31,488,076 0.89 



JAPAN (GOVT OF) 1.50 03/20/2019 388,500,000 3,124,719 4,086,842 1.48 

JAPAN (GOVT OF) 1.10 09/20/2012 1,200,000,000 10,190,942 12,685,213 1.08 

JAPAN (GOVT OF) 2.50 09/20/2034 350,000,000 3,242,361 3,847,475 2.36 

JAPAN (GOVT OF) 1.50 03/20/2015 3,182,450,000 26,609,958 34,213,292 1.45 

JAPAN (GOVT OF) 2.30 06/20/2035 1,620,500,000 13,906,789 17,153,736 2.25 

JAPAN (GOVT OF) 1.00 06/10/2016 2,323,000,000 21,291,263 21,138,975 1.14 

JAPAN (GOVT OF) 2.50 09/20/2036 930,000,000 9,447,558 10,232,178 2.36 

JAPAN (GOVT OF) 1.70 09/20/2017 985,000,000 9,033,068 10,671,924 1.63 

JAPAN (GOVT) 1.70 03/22/2010 4,900,000,000 45,869,927 51,338,704 1.68 

JAPAN (GOVT) 1.70 03/20/2017 10,294,450,000 89,235,337 111,656,346 1.62 

JAPAN (GOVT) 1.20 06/10/2017 9,397,245,000 85,172,367 85,260,385 1.37 

JAPAN FIN ORG MUNICIPAL 1.90 06/22/2018 570,000,000 5,278,232 6,169,771 1.82 

JAPAN GOVT 1.90 06/20/2016 4,606,000,000 46,919,776 50,853,849 1.78 

JAPAN(GOVT OF) 2.50 06/20/2036 4,150,000,000 38,634,366 45,744,411 2.35 

JAPAN(GOVT OF) 1.70 12/20/2016 9,274,700,000 80,974,628 100,829,067 1.62 

JAPAN(GOVT OF) 1.20 03/20/2012 50,000,000 440,244 529,358 1.17 

JAPAN(GOVT) 1.60 09/20/2014 8,420,650,000 68,662,296 90,969,988 1.53 

JAPAN(GOVT) 1.50 12/20/2017 12,310,000,000 132,063,797 131,102,106 1.46 

JP MORGAN CHASE 4.63 01/31/2011 11,500,000 16,865,590 16,478,786 4.53 

JP MORGAN CHASE CO 3.63 12/12/2011 2,600,000 3,294,538 3,761,823 3.51 

JP MORGAN CHASE NA 4.63 05/31/2017 15,200,000 21,905,146 19,702,205 5.00 

JPMORGAN CHASE CO 3.75 12/12/2011 2,800,000 4,301,679 4,765,741 3.63 

KFW BANKENGRUPPE 3.38 01/16/2012 7,300,000 9,222,092 10,550,973 3.28 

KINGDOM OF THE NETHERLANDS 2.50 01/15/2012 200,000 263,983 285,173 1.75 

KINGDOM OF THE NETHERLANDS 4.00 07/15/2019 11,400,000 15,703,447 16,246,218 3.94 

KREDITANST FUR WIE 4.25 07/04/2014 100,000 138,391 147,552 4.04 

KREDITANSTALT FUR WIE 5.50 07/25/2016 9,900,000 7,808,101 7,519,513 5.85 


LANDWIRT RENTENBK 3.75 02/11/2016 10,000,000 12,827,124 14,237,688 3.69 

LEASEPLAN CORPORATION NV 3.25 05/22/2014 2,300,000 3,112,466 3,213,805 3.26 

LLOYDS TSB BANK 3.75 11/17/2011 7,000,000 8,912,886 10,196,391 3.61 

LLOYDS TSB BANK 5.63 03/05/2018 9,051,000 13,592,908 11,312,607 6.31 

LOCAT SEC VEH1 1.44 12/12/2028 1,792,639 2,696,717 2,235,016 1.62 

LOCAT SECURITISATION VEHICLE 1.46 12/12/2024 1,172,561 1,716,511 1,525,656 1.12 

MEXICO (UNITED MEXICAN STATES 9.00 12/24/2009 153,980,000 13,969,071 11,913,640 8.83 

MEXICO (UNITED MEXICAN STATES) 9.00 12/20/2012 42,000,000 4,002,037 3,428,883 8.37 

MEXICO (UNITED MEXICAN STATES) 10.00 12/05/2024 25,000,000 2,575,001 2,152,769 8.82 

MEXICO(UTD MEX ST) 8.00 12/07/2023 240,000,000 19,438,940 17,511,285 8.83 





MEXICO(UTD MEX ST) 8.00 12/17/2015 170,000,000 14,778,490 13,076,973 7.90 


MUFG CAPITAL FIN 2 4.85 07/29/2049 2,464,000 3,185,937 2,346,609 7.14 

NATIONAL AUSTRALIA BANK 4.08 01/21/2014 5,000,000 3,301,751 4,134,631 3.99 

NATIONAL AUSTRALIA BANK 4.25 03/26/2012 3,000,000 1,979,986 2,377,054 4.34 

NATL AUSTRALIA BK 4.75 02/12/2014 10,000,000 6,581,084 7,725,240 4.97 

NETHERLANDS (KINGDOM OF) 7.50 01/15/2023 7,595,000 15,192,671 14,356,371 5.57 





NETHERLANDS (KINGDOM) 3.75 07/15/2014 11,900,000 15,979,491 17,393,753 3.60 

NETHERLANDS KING 4.00 07/15/2018 24,000,000 36,461,000 34,427,775 3.91 

NEW SOUTH WALES TREASURY 5.50 08/01/2014 10,250,000 7,811,414 8,189,103 5.57 

NEW SOUTH WALES TREASURY 5.50 08/01/2014 3,020,000 2,232,533 2,410,702 5.57 

NEW STH WALES TSY 6.00 05/01/2012 10,000,000 7,557,069 8,291,285 5.85 

NEW STH WALES TSY 5.50 03/01/2017 3,950,000 2,857,008 3,068,388 5.72 

NYKREDIT REALKREDIT A/S 4.00 01/01/2012 27,494,000 4,828,051 5,289,654 3.92 

ONTARIO PROV CDA 6.50 03/08/2029 13,500,000 12,202,733 13,857,799 5.45 

OPERA FIN (CMH) 1.63 01/15/2015 2,900,000 4,167,025 2,520,351 2.62 

PERMANENT FIN 1.41 09/10/2032 2,000,000 2,907,414 2,641,129 1.50 

PHILIPPINES (REPUBLIC) 9.13 02/22/2010 1,950,000 2,345,196 2,810,386 8.88 

PHILIPPINES(REP 6.25 03/15/2016 1,000,000 1,205,238 1,321,998 6.63 

POLAND (GOVT OF) 5.75 09/23/2022 34,500,000 10,880,383 10,265,415 6.07 

POLAND (GOVT OF) 5.00 10/24/2013 15,000,000 4,981,379 4,590,140 5.13 

POLAND (REP OF) 5.50 10/25/2019 14,500,000 4,988,345 4,253,248 5.89 

POLAND(GOVT OF) 6.25 10/24/2015 38,000,000 12,335,526 12,081,721 6.18 

POLAND(REP OF) 5.25 10/25/2017 118,000,000 34,710,775 35,102,873 5.54 

QUEBEC PROVINCE 5.00 04/29/2019 1,400,000 1,802,036 1,985,264 4.95 

QUEENSLAND GOVT DEV AUTH GLBL 6.00 10/14/2015 9,395,000 8,568,234 7,615,196 5.98 

QUEENSLAND TREASURY CORP 6.25 06/14/2019 7,600,000 6,012,723 6,082,654 6.31 

QUEENSLAND TREASURY CORPN 6.00 08/14/2013 5,300,000 4,307,045 4,346,554 5.91 

QUEENSLAND TSY CP 6.00 09/14/2017 22,300,000 17,243,743 17,830,643 6.07 

REPUBBLICA ITALIANA 4.00 02/01/2037 35,000,000 42,932,108 40,846,163 4.81 

RESONA BANK LTD 4.13 12/31/2049 1,500,000 1,915,737 1,472,783 5.89 

ROYAL BANK OF SCOT 4.50 01/28/2016 3,500,000 5,248,300 3,978,085 5.55 

ROYAL BANK OF SCOTLAND 6.93 04/09/2018 3,150,000 4,801,781 3,675,660 8.34 

ROYAL BANK OF SCOTLAND 3.75 11/14/2011 16,600,000 21,442,918 24,229,118 3.60 

ROYAL BK OF SCOTLAND AU 4.38 03/27/2012 5,900,000 4,058,397 4,648,104 4.49 

ROYAL BK SCOT GRP 7.09 10/29/2049 4,900,000 7,021,002 2,268,086 21.49 

RWE FINANCE BV 5.13 07/23/2018 3,500,000 4,858,134 5,138,206 4.90 

SAECURE BV 1.39 05/25/2036 2,708,832 3,948,332 3,622,892 1.46 

SCGA 2007 1A 1.03 08/11/2015 2,445,585 3,579,989 3,289,140 1.08 

SFEF 2.13 05/20/2012 1,800,000 2,444,347 2,519,269 2.13 

SL FINANCE PLC 6.38 07/12/2022 2,870,000 4,059,684 3,022,828 8.49 

SNS BANK NV 3.50 03/10/2014 10,000,000 12,751,989 14,183,279 3.46 

SOC GEN ACCEPT NV 5.25 03/28/2013 2,300,000 3,019,083 3,411,693 4.96 

SOC GENERALE 7.00 12/29/2049 900,000 1,385,117 845,798 10.45 

SOC GENERALE 7.76 05/22/2049 10,000,000 9,616,613 9,538,023 11.41 

SOCIETE DE FIN 3.50 11/24/2011 6,800,000 8,550,626 9,861,610 3.39 

STANDARD CHARTERED BANK 5.88 09/26/2017 5,000,000 7,436,169 6,379,114 6.46 

SUMITOMO MITSUI BK 4.38 12/31/2049 590,000 734,765 608,259 5.95 






SWEDEN (KINGDOM OF) 6.75 05/05/2014 194,235,000 28,079,187 29,677,567 5.70 

SWEDEN (KINGDOM) 4.50 08/12/2015 47,300,000 6,189,556 6,610,529 4.16 

SWEDEN(KINGDOM OF) 4.25 03/12/2019 209,800,000 28,864,497 28,764,928 4.00 

SWU000700 IRS EUR P V 00MFCPET 1.00 03/15/2012 (5,100,000) (6,785,299) (7,153,517) 1.00 

SWU000700 IRS EUR R F 1.94750 1.95 03/15/2012 5,100,000 6,789,041 7,253,745 1.92 

SWU001070 IRS EUR P V 00MFCPET 1.00 03/30/2012 (1,700,000) (2,266,694) (2,384,506) 1.00 

SWU001070 IRS EUR R F 1.95000 1.95 03/30/2012 1,700,000 2,266,694 2,413,020 1.93 

SWU003803 IRS EUR P V 0M FCPET 1.00 06/15/2012 (7,700,000) (10,253,706) (10,800,408) 1.00 

SWU003803 IRS EUR R F 2.08000 2.08 06/15/2012 7,700,000 10,253,706 10,977,127 2.05 

SWU003977 IRS EUR P V 0M FCPET 1.00 06/20/2012 (3,000,000) (4,018,652) (4,207,951) 1.00 

SWU003977 IRS EUR R F 2.23000 2.23 06/20/2012 3,000,000 4,018,652 4,309,684 2.18 

SWU0561L2 IRS JPY P V 06MLIBOR 1.00 12/16/2014 (3,840,000,000) (39,187,672) (39,798,932) 1.00 

SWU0561L2 IRS JPY R F 1.00000 1.00 12/16/2014 3,840,000,000 39,186,735 39,764,908 1.00 

SWU0598G0 IRS SEK P V 12MSTIBO 0.98 03/18/2014 (61,000,000) (9,064,701) (7,873,152) 0.98 

SWU0598G0 IRS SEK R F 4.50000 4.50 03/18/2014 61,000,000 9,000,946 8,279,448 4.28 

SWU0643L4 IRS GBP P V 06MLIBOR 1.00 03/17/2015 (9,000,000) (14,724,890) (14,821,646) 1.00 

SWU0643L4 IRS GBP R F 3.50000 3.50 03/17/2015 9,000,000 14,258,602 14,230,253 3.65 

SWU0767L4 IRS GBP P V 06MLIBOR 1.00 09/15/2012 (53,000,000) (86,453,545) (87,283,028) 1.00 

SWU0767L4 IRS GBP R F 3.25000 3.25 09/15/2012 53,000,000 85,314,968 85,757,936 3.31 

SWU0825L4 IRS GBP P V 06MLIBOR 1.00 03/17/2015 (400,000) (658,740) (658,740) 1.00 

SWU0825L4 IRS GBP R F 3.50000 3.50 03/17/2015 400,000 637,054 639,093 3.61 

THE ROYAL BANK OF SCOT 4.13 11/14/2011 2,609,000 4,085,951 4,461,965 3.97 

UBS AG LONDON 5.63 05/19/2014 2,200,000 3,000,661 3,176,391 5.46 

UK (GOVT OF) 5.00 03/07/2018 8,500,000 13,289,662 15,751,779 4.44 

UK TREASURY 4.75 12/07/2038 9,550,000 15,655,606 16,618,371 4.50 

UK(GOVT OF) 1.25 11/22/2017 11,637,735 19,206,367 19,675,404 1.22 

UK(GOVT OF) 4.00 09/07/2016 2,465,000 4,578,617 4,281,294 3.79 

UK(GOVT OF) 1.88 11/22/2022 7,291,143 12,859,376 13,118,102 1.72 

UK(GOVT OF) UK 0.00 09/07/2016 13,000,000 18,378,707 17,011,027 0.00 

UNITED KINGDOM (GOVT OF) 4.75 03/07/2020 200,000 324,974 360,215 4.34 

UNITED KINGDOM TREASURY 4.75 09/07/2015 1,815,000 3,503,964 3,290,237 4.32 

VELA HOME SRL 1.69 10/24/2027 539,938 786,308 746,318 1.71 

WESTPAC BANKING CORP 4.00 03/19/2012 6,900,000 4,469,896 5,436,147 4.10 

WM COVERED BOND PR 4.38 05/19/2014 2,000,000 2,618,582 2,613,208 4.70 

YPG HOLDINGS INC 5.25 02/15/2016 3,285,000 2,579,726 2,501,901 5.94 

ZURICH FINANCE USA INC 4.50 06/15/2025 2,300,000 3,121,576 2,607,724 5.57 

Grand Total $3,102,618,414 $3,275,402,341 



Domestic Equity and Options 


1ST INTL BK ISRAEL 61 

$1,447 $1,648 

1ST SOURCE CORP 51,270 

1,050,271 

885,433 

21ST CENTY HLDG CO 62,100 

814,805 

199,962 

317511QG1 ECAL FN 5 5 7 39 100 100,000,000 

3,007,813 

3,236,568 

317511QP1 ECAL FN 5 5 7 39 100 140,000,000 

4,210,938 

4,531,195 

317U065B0 RYL SWAPTION (24,200,000) 

(502,272) 

(588,331) 

317U067B8 RYL SWAPTION (24,200,000) 

(433,158) 

(440,396) 

3COM CORP 1,343,961 

3,940,549 

6,330,056 

3D SYS CORP DEL 47,050 

565,596 

339,231 

3I GROUP 5,506 

90,734 

63,075 

3M CO 1,626,178 

60,397,668 

97,733,298 

3PAR INC 5,000 

42,450 

62,000 

4 KIDS ENTERTAINMENT INC 53,400 

344,007 

111,606 

47 DEGREES NORTH FND 150,000,000 150,000,000 135,777,450 

77TH BANK 1,602 

27,099 

26,816 

8X8 INC NEW 176,400 

199,221 

105,840 

99 CENTS ONLY STORES 181,190 

3,905,741 

2,460,560 

A C MOORE ARTS + CRAFTS INC 60,363 

569,895 

226,965 

A D A M INC 144,912 

1,006,007 

417,347 

A H BELO CORP 93,879 

175,349 

92,001 

A P MOLLER MAERSK 6 

167,191 

95,462 

A P MOLLER MAERSK 6 

167,882 

97,570 

A2A SPA 8,354 

79,442 

43,752 

AAON INC 56,304 

1,117,724 

1,121,576 

AAR CORP 147,748 

2,157,949 

2,371,355 

AARON S INC 6,600 

116,160 

155,100 

AARON S INC 153,213 

3,273,767 

4,568,812 

AASTROM BIOSCIENCES INC 538,843 

378,242 

227,661 

ABAN LOYD CHILES 13 

14,061 

9,261 

ABAXIS INC 106,135 

1,927,276 

2,180,013 

ABB LTD 11,945 

657,014 

539,245 

ABB LTD (INDIA) 39 

25,231 

24,466 

ABBOTT LABS 4,481,269 113,537,682 210,798,894 

ABC LEARNING CENTR 2,033 

5,567 

2,551 

ABC MART INC 58 

4,366 

4,259 

ABERCROMBIE + FITCH CO 117,839 

1,740,751 

2,991,932 

ABERTIS INFRAESTRUCTURAS SA 1,811 

138,967 

97,860 

ABIGAIL ADAMS NATL BANCORP INC 17,290 

219,266 

45,559 

ABINGTON BANCORP INC PENN 30,332 

251,251 

241,443 

ABIOMED INC 4,216 

34,952 

37,185 

ABITIBIBOWATER INC 410,480 

897,066 

52,541 

ABM INDS INC 129,460 

1,817,702 

2,339,342 

ABRAXAS PETE CORP 171,700 

293,925 

163,115 

ABRAXIS BIOSCIENCE INC NEW 7,754 

410,382 

285,812 

ABSA GROUP 159 

77,779 

86,359 

ABSOLUTE PRIVATE E 157,777 

1,587,504 

1,066,573 

ACACIA RESH CORP 63,800 

152,325 

502,106 

ACADIA PHARMACEUTICALS INC 87,950 

85,479 

192,611 

ACADIA RLTY TR 84,742 

2,049,124 

1,105,883




ACC LIMITED 21 

9,778 

12,995 

ACCELER8 TECHNOLOGY CORP 10,703 

44,821 

21,406 

ACCELRYS INC 87,602 

326,971 

517,728 

ACCENTURE LTD BERMUDA 1,742,972 

60,400,961 

58,319,843 

ACCESS INTEGRATED TECHNOLOGIES 39,500 

404,090 

40,290 

ACCESS NATL CORP 32,400 

206,960 

195,372 

ACCIONA S A 131 

80,133 

46,332 

ACCO BRANDS CORP 333,893 

2,265,034 

941,578 

ACCOR 1,148 

239,957 

130,759 

ACCURAY INC 59,515 

549,663 

396,965 

ACCURIDE CORP 2,700 

16,632 

888 

ACE LIMITED 114,798 

4,931,114 

5,077,516 

ACER INC 1,245 

77,689 

82,640 

ACERINOX S.A. ORD SHS 1,266 

79,445 

67,301 

ACETO CORP 128,378 

1,092,041 

856,281 

ACHILLION PHARMACEUTICALS INC 30,800 

63,322 

48,972 

ACI WORLDWIDE INC 89,750 

1,276,841 

1,252,910 

ACME PACKET INC 97,642 

1,217,094 

988,137 

ACME UTD CORP 9,300 

53,164 

74,400 

ACOM CO 264 

24,641 

19,014 

ACORDA THERAPEUTICS INC 68,030 

1,576,379 

1,917,766 

ACS ACTIVIDADES CO 1,294 

186,850 

188,061 

ACTEL CORP 111,688 

2,559,787 

1,198,412 

ACTELION 484 

74,696 

72,778 

ACTION PRODS INTL INC 32,075 

70,498 

2,887 

ACTIVE PWR INC 187,119 

574,609 

162,794 

ACTIVIDENTITY CORP 313,464 

920,065 

793,064 

ACTIVISION BLIZZARD INC 1,822,185 

24,814,251 

23,014,197 

ACTUANT CORP 231,547 

2,804,327 

2,824,873 

ACTUATE CORP 164,061 

624,887 

784,212 

ACUITY BRANDS INC 54,178 

1,151,725 

1,519,693 

ACURA PHARMACEUTICALS INC 41,639 

187,376 

249,001 

ACXIOM CORP 282,866 

4,104,571 

2,497,707 

ADA ES INC 16,000 

165,973 

63,840 

ADAMS GOLF INC 7,237 

44,727 

16,428 

ADAMS RESOURCES + ENERGY 30,900 

495,731 

529,935 

ADANI EXPORTS 48 

20,102 

30,969 

ADAPTEC INC 186,695 

885,023 

494,742 

ADC TELECOMMUNICATIONS INC 268,130 

6,425,024 

2,134,315 

ADCARE HEALTH SYS INC 2,000 

3,373 

4,500 

ADCOCK INGRAM HOLD 80 

11,813 

16,819 

ADDVANTAGE MEDIA GROUP INC 18,600 

77,042 

30,690 

ADECCO SA 721 

113,514 

86,218 

ADELAIDE BRIGHTON LIMITED 2,370 

16,767 

12,389 

ADEONA PHARMACEUTICALS INC 1,750 

875 

700 

ADEPT TECHNOLOGY INC 8,080 

52,318 

20,281 

ADIDAS AG 1,024 

178,373 

111,908 

ADITYA BIRLA NUVO 33 

24,316 

22,665 

ADMINISTAFF INC 56,847 

1,527,044 

1,322,830




ADOBE SYS INC 1,504,040 

33,561,048 

42,564,332 

ADOLOR CORP 160,500 

590,831 

282,480 

ADP PROMESSES 140 

40,956 

29,536 

ADR ALLIANZ SE ADR 18,130 

240,766 

166,977 

ADTRAN INC 211,630 

3,862,585 

4,543,696 

ADVANCE AMER CASH ADVANCE 333,084 

1,108,035 

1,475,562 

ADVANCE AUTO PARTS 271,258 

5,652,403 

11,254,494 

ADVANCED ANALOGIC TECHNOLOGIES 33,329 

228,214 

152,980 

ADVANCED BATTERY TECHNOLOGY 99,450 

254,592 

399,789 

ADVANCED ENERGY INDS INC 48,905 

1,359,263 

439,656 

ADVANCED ENVIRONMENTAL RECYCLI 136,700 

226,906 

39,643 

ADVANCED INFO SERV 408 

37,783 

41,322 

ADVANCED LIFE SCIENCES HLDGS 207,400 

715,207 

105,774 

ADVANCED MARKETING SVCS INC 34,000 

398,218 

85 

ADVANCED MICRO DEVICES INC 1,285,744 

16,323,613 

4,975,829 

ADVANCED PHOTONIX INC 52,700 

93,921 

33,201 

ADVANCED SEMICONDT 1,933 

39,890 

42,586 

ADVANCED SEMICONDUCTOR ENGR 14,404 

62,301 

42,780 

ADVANSOURCE BIOMATERIALS CORP 128,776 

344,192 

43,784 

ADVANTA CORP 276,830 

377,986 

116,269 

ADVANTECH 183 

13,309 

9,871 

ADVANTEST 735 

46,679 

38,339 

ADVENT SOFTWARE INC 121,573 

3,568,602 

3,986,379 

ADVENTRX PHARMACEUTICALS INC 156,700 

528,762 

23,505 

ADVISORY BRD CO 10,490 

505,150 

269,593 

ADVOCAT INC 19,389 

67,090 

58,555 

AECI 56 

14,596 

12,856 

AECOM TECHNOLOGY CORP 247,526 

7,374,864 

7,920,832 

AEGIS GROUP 5,959 

40,704 

25,951 

AEGON NV 7,940 

331,463 

140,305 

AEHR TEST SYS 2,300 

9,798 

1,955 

AEON CO LTD 3,084 

136,611 

87,736 

AEON CREDIT SERV 561 

21,250 

21,093 

AEON MALL CO 399 

31,289 

21,873 

AEP INDS INC 18,600 

531,395 

490,854 

AEROCENTURY CORP 3,000 

37,959 

26,640 

AEROPOSTALE 212,235 

2,970,666 

7,273,293 

AEROSONIC CORP DEL 13,290 

97,850 

67,115 

AEROVIRONMENT INC 58,055 

1,812,750 

1,791,577 

AES CORP 2,386,355 

23,016,249 

27,705,582 

AES TIETE SA 32 

8,888 

11,354 

AES TIETE SA-PREF 65 

19,301 

25,789 

AETNA INC 1,405,232 

21,935,004 

35,201,062 

AETRIUM INC 73,237 

269,938 

123,771 

AFC ENTERPRISES INC 144,792 

1,553,843 

977,346 

AFFILIATED COMPUTER SVCS INC 390,065 

13,113,547 

17,326,687 

AFFILIATED MANAGERS GROUP INC 69,862 

3,311,816 

4,065,270 

AFFIRMATIVE INS HLDGS INC 75,200 

980,169 

266,960 

AFFYMAX INC 14,500 

239,222 

267,235




AFFYMETRIX INC 90,843 

640,784 

538,699 

AFLAC INC 1,401,563 

24,451,397 

43,574,594 

AFP IMAGING CORP 9,500 

6,276 

570 

AFRICA ISRAEL INV 52 

1,788 

2,546 

AFRICAN BANK INV 379 

45,345 

51,951 

AFRICAN OXYGEN 75 

9,922 

7,030 

AFRN RAINBOW MINLS 39 

28,851 

25,085 

AGCO CORP 408,853 

8,069,347 

11,885,357 

AGILE PROPERTY HLD 10,732 

22,627 

44,580 

AGILENT TECHNOLOGIES INC 747,562 

13,908,333 

15,182,984 

AGILYSYS INC 60,185 

404,908 

281,666 

AGL ENERGY 2,231 

78,698 

69,733 

AGL RES INC 84,920 

2,579,021 

2,700,456 

AGNICO EAGLE MINES LTD 783 

109,426 

118,743 

AGNICO EAGLE MINES LTD 2,900 

152,799 

152,192 

AGREE RLTY CORP 34,000 

467,500 

623,220 

AGRIUM INC 847 

129,686 

97,364 

AHOLD (KON )NV 6,170 

212,599 

203,596 

AIFUL CORP 345 

1,109 

3,808 

AIOI INSURANCE CO 2,932 

46,603 

38,516 

AIR CHINA LTD 1,530 

25,437 

28,616 

AIR FRANCE KLM 742 

48,771 

27,213 

AIR LIQUIDE(L) 1,341 

410,162 

352,055 

AIR METHODS CORP 61,635 

1,289,189 

1,686,334 

AIR NEW ZEALAND 2,238 

6,224 

3,750 

AIR PRODS + CHEMS INC 503,336 

12,075,314 

32,510,472 

AIR T INC 65,900 

1,122,913 

541,039 

AIR TRANS SVCS GROUP INC 31,800 

117,856 

73,776 

AIR WATER 742 

24,111 

23,292 

AIRCASTLE LTD 171,670 

2,772,206 

1,261,775 

AIRGAS INC 160,490 

5,808,330 

6,504,660 

AIRPORTS OF THAILA 167 

6,073 

5,012 

AIRSPAN NETWORKS INC 136,200 

847,447 

12,258 

AIRTRAN HOLDINGS INC 333,719 

3,989,888 

2,065,721 

AIRVANA INC 9,000 

52,976 

57,330 

AIS HIGHBURY FUND L.P 112,557,863 112,557,863 100,494,587 

AISIN SEIKI CO 813 

63,630 

50,749 

AIXTRON AKTIENTGESLLSCHAFT 67,119 

424,449 

829,591 

AJINOMOTO CO INC 2,554 

76,146 

58,123 

AK STL HLDG CORP 510,281 

5,689,388 

9,792,292 

AKAMAI TECHNOLOGIES INC 386,746 

5,392,303 

7,417,788 

AKBANK 427 

83,539 

73,098 

AKEENA SOLAR INC 53,300 

46,168 

68,224 

AKER SOLUTION ASA 1,065 

52,222 

25,252 

AKORN INC 103,190 

613,981 

123,828 

AKZO NOBEL NV 1,231 

231,205 

155,592 

ALAMO GROUP INC 25,600 

371,568 

258,560 

ALANCO TECHNOLOGIES INC 8,000 

6,226 

3,280 

ALASKA AIR GROUP INC 157,625 

4,298,193 

2,878,233




ALASKA COMMUNICATIONS SYS INC 16,000 

129,800 

117,120 

ALBANY INTL CORP 106,265 

2,314,287 

1,209,296 

ALBANY MOLECULAR RESH INC 150,597 

3,187,125 

1,263,509 

ALBEMARLE CORP 68,012 

1,174,326 

1,739,067 

ALBERTO CULVER CO NEW 175,175 

4,297,927 

4,454,700 

ALCATEL LUCENT 11,256 

302,674 

81,139 

ALCOA INC 2,836,345 

34,985,041 

29,299,444 

ALDILA INC 30,202 

168,958 

84,566 

ALEXANDER + BALDWIN INC 52,250 

1,319,860 

1,224,740 

ALEXANDERS INC 6,822 

2,601,367 

1,839,211 

ALEXANDRIA MINERAL 19 

8,672 

6,235 

ALEXANDRIA REAL ESTATE EQUIT 106,565 

9,753,377 

3,813,961 

ALEXION PHARMACEUTICALS INC 369,476 

11,213,699 

15,192,853 

ALEXZA PHARMACEUTICALS INC 91,380 

219,138 

216,571 

ALFA LAVAL AB 1,657 

66,617 

45,251 

ALFA SAB DE CV 133 

22,029 

14,248 

ALFRESA HOLDINGS C 142 

27,486 

18,885 

ALIBABA.COM LTD 7,798 

21,150 

39,912 

ALICO INC 11,267 

315,569 

338,235 

ALIGN TECHNOLOGY INC 154,436 

2,705,786 

1,637,022 

ALKERMES INC 264,710 

4,646,463 

2,864,162 

ALL AMERICA LATINA LOGISTICA 204 

49,639 

47,863 

ALL NIPPON AIRWAYS 2,759 

30,763 

27,701 

ALLCO FINANCE GRP LTD 922 

13,805 

300 

ALLEANZA ASSICURAZ 2,026 

70,518 

39,919 

ALLEGHANY CORP DEL 20,240 

2,056,248 

5,485,040 

ALLEGHENY ENERGY INC 399,980 

14,316,754 

10,259,487 

ALLEGHENY TECHNOLOGIES INC 192,208 

5,088,880 

6,713,825 

ALLEGIANT TRAVEL CO 84,371 

3,567,008 

3,344,466 

ALLERGAN INC 781,384 

22,413,981 

37,178,251 

ALLETE INC 100,409 

3,198,362 

2,886,759 

ALLGREEN PROPERTIE 4,048 

9,576 

8,119 

ALLIANCE BANKCORP INC OF PENN 25,022 

422,389 

214,313 

ALLIANCE BANKSHARES CORP 12,790 

159,862 

30,696 

ALLIANCE DATA SYSTEMS CORP 208,652 

9,274,138 

8,594,376 

ALLIANCE FIBER OPTIC PRODS INC 190,900 

336,021 

206,172 

ALLIANCE FINANCIAL GROUP BHD 489 

13,769 

12,462 

ALLIANCE FINL CORP 11,377 

276,975 

322,652 

ALLIANCE HEALTHCARE SERVICES I 205,985 

1,902,539 

1,509,870 

ALLIANCE HLDGS GP LP 21,695 

645,785 

416,327 

ALLIANCE PHARMACEUTICAL CORP 39,900 

5,375 

399 

ALLIANCE RESOURCE PARTNERS L P 72,541 

2,622,194 

2,357,583 

ALLIANCE TRUST 3,433 

64,519 

44,207 

ALLIANCEBERNSTEIN HLDG LP 39,000 

773,725 

783,510 

ALLIANT ENERGY CORP 316,498 

9,309,856 

8,270,093 

ALLIANT TECHSYSTEMS INC 71,323 

2,877,078 

5,874,162 

ALLIANZ SE 2,317 

1,134,897 

612,955 

ALLIED CAP CORP NEW 433,700 

1,823,449 

1,509,276 

ALLIED DEFENSE GROUP INC 21,170 

422,638 

93,148




ALLIED HEALTHCARE INTL INC 225,665 

794,037 

489,693 

ALLIED HEALTHCARE PRODS INC 25,400 

89,680 

109,220 

ALLIED HLDGS INC 22,900 

78,754 

0 

ALLIED IRISH BANKS 4,542 

257,457 

31,495 

ALLIED MOTION TECHNOLOGIES INC 20,924 

104,315 

41,639 

ALLIED NEVADA GOLD CORP 260,931 

1,421,558 

2,103,104 

ALLIED TECHS 24 

5,481 

6,509 

ALLIED WORLD ASSURANCE COMPANY 183,686 

7,137,699 

7,499,899 

ALLION HEALTHCARE INC 209,300 

940,771 

1,245,335 

ALLIS CHALMERS ENERGY INC 357,172 

2,233,489 

825,067 

ALLOS THERAPEUTICS INC 93,533 

624,321 

775,389 

ALLOY INC 67,460 

656,763 

356,863 

ALLSCRIPT MISYS HEALTCAR SOLNS 172,669 

2,815,157 

2,738,530 

ALLSTATE CORP 1,569,178 

30,486,840 

38,287,943 

ALMACENES EXITO 38 

7,320 

9,510 

ALMOST FAMILY INC 42,195 

1,249,232 

1,101,711 

ALNYLAM PHARMACEUTICALS INC 31,695 

605,380 

705,848 

ALON USA ENERGY INC 86,736 

933,724 

897,718 

ALPHA BANK 2,098 

166,852 

65,987 

ALPHA NAT RES INC 193,261 

4,106,507 

5,076,966 

ALPHATEC HLDGS INC 128,650 

542,091 

427,118 

ALPS ELECTRIC CO 661 

13,060 

10,334 

ALSERES PHARMACEUTICAL INC 60,507 

177,310 

33,279 

ALSIUS CORP DEL 19,450 

12,047 

6,535 

ALSTOM 1,447 

340,849 

245,374 

ALTAIR NANOTECHNOLOGIES INC 239,750 

927,796 

227,043 

ALTERA CORP 929,681 

14,975,840 

15,135,207 

ALTIGEN COMMUNICATIONS INC 30,100 

77,143 

22,124 

ALTRA HLDGS INC 11,700 

87,049 

87,633 

ALTRIA GROUP INC 458,842 

7,845,610 

7,520,420 

ALTUS PHARMACEUTICALS INC 233,079 

205,870 

95,562 

ALUMINA LIMITED 12,217 

71,097 

41,023 

ALUMINIUM CORP CHN 1,845 

45,929 

66,740 

ALUMINUM CORP CHINA LTD 1 47,900 

861,817 

1,117,986 

AMADA CO 1,571 

38,429 

28,033 

AMAG PHARMACEUTICALS INC 29,300 

1,402,669 

1,601,831 

AMARILLO BIOSCIENCES INC 22,800 

17,165 

3,876 

AMAZON COM INC 1,081,115 

59,650,176 

90,446,081 

AMB PPTY CORP 421,046 

12,654,690 

7,919,875 

AMBAC FINL GROUP INC 671,360 

6,152,394 

617,651 

AMBASSADORS GROUP INC 17,648 

676,643 

243,013 

AMBASSADORS INTL INC 38,800 

438,052 

11,640 

AMBEV CIA DE BEBID 18 

30,630 

36,200 

AMBUJA CEMENTS LTD 209 

12,583 

14,710 

AMCOL INTL CORP 116,416 

1,801,492 

2,512,257 

AMCON DISTRIBUTING CO 1,150 

30,592 

46,690 

AMCOR LIMITED 4,529 

71,096 

52,522 

AMCORE FINL INC 86,161 

194,428 

70,652 

AMDOCS LTD 108,300 

2,891,517 

2,323,035




AMEC 1,711 

55,578 

52,886 

AMEDISYS INC 80,555 

4,053,919 

2,659,926 

AMERCO 26,385 

1,583,710 

980,203 

AMEREN CORP 620,770 

21,136,541 

15,450,965 

AMERIANA BANCORP 20,000 

301,991 

84,800 

AMERICA MOVIL SA 9,715 

796,824 

718,771 

AMERICA MOVIL SAB DE CV 2,566,285 107,351,776 

99,366,555 

AMERICA SVC GROUP INC 66,723 

893,834 

1,072,239 

AMERICAN APPAREL INC 250,691 

508,903 

912,515 

AMERICAN AXLE + MFG HLDGS INC 205,983 

1,296,654 

708,582 

AMERICAN BILTRITE INC 7,700 

56,159 

11,088 

AMERICAN BIO MEDIA INC 67,700 

56,706 

12,863 

AMERICAN CAMPUS CMNTYS INC 95,690 

3,128,510 

2,122,404 

AMERICAN CAP LTD 243,500 

1,214,928 

781,635 

AMERICAN CAPITAL AGENCY CORP 15,863 

311,276 

364,373 

AMERICAN CARESOURCE HLDGS INC 37,715 

176,359 

141,054 

AMERICAN CLAIMS EVALUATION INC 9,300 

25,386 

5,399 

AMERICAN CMNTY PPTYS TR 200 

2,935 

1,450 

AMERICAN COML LINES INC 10,056 

400,328 

155,667 

AMERICAN DEFENSE SYSTEMS INC 54,722 

35,505 

27,908 

AMERICAN DENTAL PARTNERS INC 67,700 

650,068 

614,039 

AMERICAN EAGLE OUTFITTERS INC 281,991 

2,853,270 

3,995,812 

AMERICAN ECOLOGY CORP 88,288 

2,163,349 

1,582,121 

AMERICAN ELEC PWR INC 1,294,295 

36,843,691 

37,392,183 

AMERICAN ELEC TECHNOLOGIES INC 6,700 

22,554 

13,869 

AMERICAN EQUITY INVT LIFE 248,704 

2,597,745 

1,387,768 

AMERICAN EXPRESS CO 2,838,484 

41,453,563 

65,966,368 

AMERICAN FINL GROUP INC OHIO 448,518 

10,143,538 

9,679,018 

AMERICAN GREETINGS CORP 117,600 

1,013,792 

1,373,568 

AMERICAN INDEPENDENCE CORP 24,102 

266,499 

112,074 

AMERICAN INTL GROUP INC 5,746,708 

81,958,401 

6,666,181 

AMERICAN ITALIAN PASTA CO 12,035 

178,870 

350,700 

AMERICAN MED ALERT CORP 10,500 

59,853 

59,115 

AMERICAN MED SYS HLDGS 283,602 

4,159,336 

4,480,912 

AMERICAN NATL BANKSHARES INC 10,600 

260,904 

204,368 

AMERICAN NATL INS CO 48,420 

2,375,688 

3,659,584 

AMERICAN OIL AND GAS INC NEV 143,700 

421,502 

143,700 

AMERICAN ORIENTAL BIOENGINEE 140,482 

802,090 

743,150 

AMERICAN PAC CORP 25,400 

209,997 

161,798 

AMERICAN PHYSICIANS CAP INC 31,277 

1,216,645 

1,224,807 

AMERICAN PHYSICIANS SVC GROUP 17,930 

376,788 

406,832 

AMERICAN PUB ED INC 75,435 

2,815,891 

2,987,980 

AMERICAN RAILCAR INDS INC 31,200 

272,668 

257,712 

AMERICAN REPROGRAPHICSCO 104,213 

1,228,455 

867,052 

AMERICAN RIV BANKSHARES 5,547 

84,431 

58,854 

AMERICAN RLTY INVS INC 28,500 

271,292 

290,700 

AMERICAN SAFETY INSURANCE HLD 52,692 

690,942 

717,138 

AMERICAN SCIENCE + ENGR INC 44,679 

2,066,433 

3,088,212 

AMERICAN SHARED HOSP SVCS 13,000 

66,506 

27,300




AMERICAN SOFTWARE INC 102,780 

566,012 

592,013 

AMERICAN SPECTRUM RLTY INC 500 

12,992 

9,200 

AMERICAN STS WTR CO 17,203 

594,692 

595,912 

AMERICAN SUPERCONDUCTOR CORP 124,320 

2,608,966 

3,263,400 

AMERICAN TECHNOLOGY CORP 43,800 

228,074 

83,220 

AMERICAN TOWER CORP 926,344 

23,671,311 

29,207,626 

AMERICAN VANGUARD CORP 55,082 

947,399 

622,427 

AMERICAN WAGERING INC 38,900 

18,598 

6,030 

AMERICAN WATER WORKS 93,018 

1,588,999 

1,777,574 

AMERICAN WOODMARK CORP 36,800 

581,958 

881,360 

AMERICANWEST BANCORPORATION 69,875 

1,031,870 

39,130 

AMERICAS CAR MART INC 25,315 

215,410 

518,958 

AMERICREDIT CORP 151,135 

729,895 

2,047,879 

AMERIGAS PARTNERS L P 14,800 

413,918 

499,204 

AMERIGON INC 108,853 

584,864 

664,003 

AMERIGROUP CORP 139,869 

3,158,232 

3,755,483 

AMERIPRISE FINL INC 808,263 

14,212,611 

19,616,543 

AMERIS BANCORP 38,115 

302,327 

240,887 

AMERISAFE INC 74,789 

1,370,093 

1,163,717 

AMERISERV FINL INC 24,033 

76,517 

43,259 

AMERISOURCEBERGEN CORP 1,491,244 

20,673,726 

26,454,669 

AMERISTAR CASINOS INC 100,560 

1,125,189 

1,913,657 

AMERITYRE CORP 7,800 

4,106 

2,020 

AMERON INTL CORP 28,029 

3,011,144 

1,879,064 

AMES NATL CORP 6,627 

151,626 

161,765 

AMETEK INC NEW 278,846 

6,663,697 

9,642,495 

AMGEN INC 2,935,703 102,863,559 155,416,117 

AMICAS INC 131,550 

440,424 

365,709 

AMKOR TECHNOLOGY INC 422,814 

2,703,627 

1,999,910 

AML COMMUNICATIONS INC 13,000 

8,592 

9,100 

AMMB HOLDINGS BHD 946 

31,483 

34,695 

AMN HEALTHCARE SVCS INC 102,836 

1,392,216 

656,094 

AMOREPACIFIC CORP(NEW) 2 

43,204 

41,531 

AMP LIMITED 10,363 

201,241 

117,523 

AMPAL AMERN ISRAEL CORP 30,780 

39,847 

75,103 

AMPCO PITTSBURGH CORP (800) 

(23,657) 

(18,760) 

AMPEX CORP DEL 34,275 

192,402 

0 

AMPHENOL CORP NEW 441,500 

5,840,810 

13,969,060 

AMR CORP DEL 722,607 

7,546,521 

2,904,880 

AMREP CORP 26,994 

1,490,908 

297,744 

AMSURG CORP 74,449 

1,539,010 

1,596,187 

AMTECH SYS INC 142,444 

615,303 

690,853 

AMTRUST FINANCIAL SERVICES 169,585 

2,742,603 

1,933,269 

AMYLIN PHARMACEUTICALS INC 277,010 

4,404,485 

3,739,635 

ANADARKO PETE CORP 1,409,982 

30,016,874 

63,999,083 

ANADIGICS INC 102,500 

282,868 

429,475 

ANADOLU EFES 104 

41,681 

35,970 

ANADYS PHARMACEUTICALS INC 144,100 

1,209,772 

268,026 

ANALOG DEVICES INC 867,219 

15,436,256 

21,489,687




ANALOGIC CORP 67,889 

1,691,355 

2,508,499 

ANALYSTS INTL CORP 55,942 

165,801 

31,383 

ANAREN INC 72,200 

888,656 

1,276,496 

ANCHOR BANCORP WIS INC 73,300 

173,234 

95,290 

ANDERSONS INC 45,000 

1,395,026 

1,347,300 

ANEKA TAMBANG 1,663 

10,162 

12,583 

ANESIVA INC 1,250 

80,000 

363 

ANGANG STEEL COMPANY LTD. 503 

15,589 

31,847 

ANGEION CORP 22,910 

196,892 

71,823 

ANGIODYNAMICS INC 89,920 

1,318,419 

1,193,238 

ANGLO AMERICAN PLC 6,902 

935,598 

576,159 

ANGLO IRISH BANK 3,887 

175,271 

0 

ANGLOGOLD ASHANTI LTD 99,151 

3,597,662 

3,631,901 

ANHEUSER BUSCH INB 4,091 

296,921 

424,507 

ANHUI CONCH CEMENT 204 

29,072 

48,673 

ANIKA THERAPEUTICS INC 180,800 

2,046,043 

858,800 

ANIMAL HEALTH INTERNATIONAL 100,238 

373,883 

155,369 

ANIXTER INTL INC 21,040 

945,396 

790,894 

ANNALY CAPITAL MANAGEMENT INC 1,453,683 

20,808,489 

22,008,761 

ANNAPOLIS NATL BANCORP INC 8,069 

57,758 

30,582 

ANNTAYLOR STORES CORP 225,555 

4,205,549 

1,799,929 

ANSELL LTD 716 

20,940 

14,582 

ANSWERS CORP 31,300 

250,751 

252,278 

ANSYS INC 164,046 

3,574,130 

5,111,673 

ANTA SPORTS PRODUC 7,399 

21,211 

26,344 

ANTARES PHARMA INC 330,200 

462,092 

307,086 

ANTHRACITE CAP INC 400,115 

1,184,181 

248,071 

ANTIGENICS INC DEL 67,100 

378,584 

140,910 

ANTOFAGASTA 2,076 

61,046 

57,739 

ANWORTH MTG ASSET CORP 1 491,548 

2,922,073 

3,544,061 

AON CORP 723,022 

17,594,881 

27,380,843 

AOYAMA TRADING CO 249 

18,217 

12,370 

AOZORA BANK LTD 5,114 

20,960 

22,702 

AP PHARMA INC 39,475 

138,521 

37,328 

APAC CUSTOMER SVCS INC 176,266 

470,375 

904,245 

APACHE CORP 1,036,446 

45,565,795 

74,779,579 

APARTMENT INVT + MGMT CO 345,131 

9,723,951 

3,054,409 

APCO OIL + GAS INTERNATIONAL 7,555 

161,125 

145,283 

APEXHI PROPERTIES 124 

7,004 

8,075 

APEXHI PROPERTIES 134 

9,184 

10,825 

APOGEE ENTERPRISES INC 150,522 

2,874,806 

1,851,421 

APOLLO GROUP INC 443,059 

24,796,107 

31,510,356 

APOLLO INVT CORP 207,258 

1,057,756 

1,243,548 

APPLE INC 2,550,397 127,763,496 363,253,045 

APPLIANCE RECYCLING CTRS INC 5,993 

15,119 

9,948 

APPLIED ENERGETICS INC 175,900 

885,032 

84,432 

APPLIED INDL TECHNOLOGIES INC 161,135 

3,361,776 

3,174,360 

APPLIED MATERIALS INC 3,564,820 

31,822,262 

39,106,075 

APPLIED MICRO CIRCUITS CORP 227,220 

12,072,269 

1,847,299




APPLIED SIGNAL TECHNOLOGY INC 95,400 

1,781,246 

2,433,654 

APTARGROUP INC 165,170 

1,214,625 

5,577,791 

APW LTD 1 

0 0 

AQUA AMER INC 572,901 

9,090,751 

10,254,928 

ARBINET THEXCHANGE INC 212,109 

1,333,598 

369,070 

ARBITRON INC 103,970 

1,905,564 

1,652,083 

ARBOR RLTY TR INC 43,859 

202,144 

76,753 

ARCA BIOPHARMA INC 5,575 

408,090 

17,840 

ARCADIA RES INC 46,900 

32,824 

28,609 

ARCANDOR AG 510 

4,150 

1,253 

ARCELORMITTAL 5,826 

956,695 

549,373 

ARCH CAP GROUP LTD 219,020 

13,442,089 

12,830,192 

ARCH CHEMICALS INC 30,035 

971,331 

738,561 

ARCH COAL INC 381,281 

9,578,171 

5,860,289 

ARCHER DANIELS MIDLAND CO 1,849,833 

31,442,263 

49,520,029 

ARCSIGHT INC 66,011 

1,113,470 

1,173,015 

ARCTIC CAT INC 9,900 

63,382 

39,996 

ARDEA BIOSCIENCES INC 20,400 

253,980 

321,096 

ARDEN GROUP INC 400 

54,468 

50,040 

ARENA PHARMACEUTICALS INC 44,540 

151,492 

222,255 

ARENA RES INC 100,833 

2,459,399 

3,211,531 

ARES CAP CORP 75,658 

809,949 

609,803 

ARGAN INC 9,300 

112,269 

131,409 

ARGO GROUP INTERNATIONAL HOLD 130,945 

4,376,916 

3,695,268 

ARGON ST INC 92,468 

2,439,069 

1,902,067 

ARI NETWORK SVCS INC 1,900 

2,466 

1,682 

ARIAD PHARMACEUTICALS INC 217,063 

620,935 

345,130 

ARIBA INC 318,709 

45,841,614 

3,136,097 

ARIES MARITIME TRANSPORT LTD 21,600 

14,904 

14,904 

ARISTOCRAT LEISURE 2,401 

45,541 

21,144 

ARISTOTLE CORP 55,932 

878,160 

285,253 

ARK RESTAURANTS CORP 8,900 

128,267 

111,250 

ARKANSAS BEST CORP 9,124 

318,120 

240,417 

ARKEMA 284 

37,302 

19,132 

ARLINGTON ASSET INVT CORP 454,030 

81,725 

172,531 

ARMSTRONG WORLD INDS INC NEW 94,190 

1,700,183 

1,553,193 

AROTECH CORP 30,142 

1,014,065 

53,050 

ARQULE INC 125,100 

493,418 

768,114 

ARRAY BIOPHARMA INC (28,800) 

(91,270) 

(90,432) 

ARRHYTHMIA RESH TECHNOLOGY INC 23,000 

228,123 

69,690 

ARRIS GROUP INC 349,941 

2,787,029 

4,255,283 

ARROW ELECTRS INC 448,510 

8,822,548 

9,526,352 

ARROW FINL CORP 33,702 

794,328 

909,954 

ARROWHEAD RESH CORP 21,981 

27,289 

9,669 

ARROWSTREET CAPITAL LP 39,219 

39,219 

0 

ART TECHNOLOGY GROUP INC 642,556 

1,770,900 

2,441,713 

ARTESIAN RES CORP 13,974 

238,828 

222,606 

ARTHROCARE CORP 51,335 

972,564 

554,418 

ARTS WAY MFG INC 3,219 

11,168 

15,451




ARUBA NETWORKS INC 179,330 

656,076 

1,567,344 

ARVINMERITOR INC 672,825 

2,991,933 

2,953,702 

ARYX THERAPEUTICS INC 47,300 

174,515 

195,349 

ASAHI BREWERIES 1,861 

91,527 

76,899 

ASAHI GLASS CO 4,545 

151,139 

104,939 

ASAHI KASEI CORP 5,826 

105,455 

85,212 

ASATSU DK 152 

12,712 

9,880 

ASBURY AUTOMOTIVE GROUP INC 90,340 

1,014,779 

925,082 

ASCENT MEDIA CORP 4,614 

151,965 

122,640 

ASCENT SOLAR TECHNOLOGIES INC 141,040 

818,875 

1,102,933 

ASCIANO GROUP 2,223 

22,001 

6,895 


7,982 

9,789 

ASHFORD HOSPITALITY TR INC 389,630 

594,613 

1,094,860 

ASHLAND INC NEW 354,975 

9,321,448 

9,957,049 

ASHOK LEYLAND 234 

5,118 

5,586 

ASIA CEMENT 675 

23,123 

27,441 

ASIA OPTICAL CO IN 113 

5,572 

7,431 

ASIAINFO HLDGS INC 24,810 

385,688 

426,980 

ASICS CORP 775 

23,162 

20,314 

ASM PACIFIC TECH 1,088 

22,274 

16,005 

ASML HOLDING NV 2,155 

169,347 

133,860 

ASPECT ALTERNATIVE LLC 180,000,000 180,000,000 223,734,960 

ASPECT MED SYS INC 75,777 

955,382 

447,842 

ASPEN INSURANCE HOLDINGS LTD 227,680 

5,169,200 

5,086,371 

ASPEN PHARMACARE 167 

28,210 

45,136 

ASPEN TECHNOLOGY INC 7,520 

105,671 

64,146 

ASPENBIO PHARMA INC 58,765 

88,148 

156,903 

ASPYRA INC 2,700 

1,356 

783 

ASSA ABLOY 1,810 

85,106 

72,177 

ASSET ACCEP CAP CORP 61,580 

318,071 

473,550 

ASSIC GENERALI 7,278 

715,914 

434,572 

ASSISTED LIVING CONCEPTS INC 19,414 

475,492 

282,474 

ASSOCIATED BANC CORP 340,448 

5,900,165 

4,255,600 

ASSOCIATED BRITISH FOODS PLC 2,044 

91,405 

73,763 

ASSOCIATED ESTATES RLTY CORP 75,100 

557,242 

447,596 

ASSURANT INC 187,723 

6,023,923 

4,522,247 

ASSURED GUARANTY LTD 227,032 

3,657,836 

2,810,656 

ASTA FDG INC 20,164 

35,892 

109,692 

ASTEA INTL IINC 61,574 

313,566 

124,379 

ASTEC INDS INC 100,440 

3,309,915 

2,982,064 

ASTELLAS PHARMA INC 1,965 

232,567 

200,228 

ASTORIA FINL CORP 409,112 

6,852,037 

3,510,181 

ASTRA ARGO LESTARI 215 

11,672 

13,560 

ASTRAZENECA 7,580 

1,100,059 

958,183 

ASTRO ALL ASIA NET 337 

11,656 

11,853 

ASTRO MED INC NEW 19,382 

168,571 

101,756 

ASTRONICS CORP 3,403 

15,794 

36,157 

ASTRONICS CORP 11,976 

61,773 

124,431 

ASTROTECH CORP 1,625 

596 

1,950




ASUSTEK COMPUTER 2,005 

138,058 

99,286 

ASX LIMITED 887 

85,176 

76,202 

ASYST TECHNOLOGIES INC 4,700 

2,508 

207 

AT+T INC 17,076,445 280,725,620 424,178,894 

ATC TECHNOLOGY CORP 113,232 

1,925,655 

1,641,864 

ATHENAHEALTH INC 195,104 

6,063,068 

7,220,799 

ATHEROS COMMUNICATIONS INC 194,756 

4,668,981 

3,747,105 

ATLANTIA 2,180 

169,104 

126,536 

ATLANTIC AMERN CORP 53,525 

137,323 

39,609 

ATLANTIC COAST FED CORP 80,079 

730,995 

152,150 

ATLANTIC SOUTHN FINL GROUP INC 3,100 

41,388 

19,375 

ATLANTIC TELE NETWORK INC 44,500 

1,215,457 

1,748,405 

ATLAS AIR WORLDWIDE HLDGS INC 26,580 

1,110,723 

616,390 

ATLAS AMER INC 111,307 

1,955,077 

1,989,056 

ATLAS COPCO AB 2,380 

86,607 

61,582 

ATLAS COPCO AB 3,481 

142,869 

99,761 

ATLAS ENERGY RESOURCES LLC 125,334 

1,872,338 

2,560,574 

ATLAS PIPELINE HLDGS LP 70,090 

143,382 

259,333 

ATLAS PIPELINE PARTNERS LP 106,340 

2,912,239 

846,466 

ATMEL CORP 1,573,926 

7,899,518 

5,870,744 

ATMI INC 152,789 

4,818,411 

2,372,813 

ATMOS ENERGY CORP 212,495 

5,481,641 

5,320,875 

ATOS ORIGIN 364 

50,967 

35,440 

ATP OIL + GAS CORPORATION 152,770 

3,560,935 

1,063,279 

ATRICURE INC 105,199 

515,848 

368,197 

ATRINSIC INC 51,166 

285,482 

61,399 

ATRION CORP 4,550 

372,190 

610,110 

ATRIUM EUROPEAN REAL ESTATE 1,169 

47,762 

14,943 

ATS MEDICAL INC 387,745 

863,504 

1,275,681 

ATTICUS GLOBAL 131,625,000 131,625,000 158,791,742 

ATTICUS GLOBAL, L.P 40,000,000 

40,000,000 

76,181,800 

ATTIJARIWAFA BANK 18 

26,451 

24,817 

ATWOOD OCEANICS INC 233,392 

4,917,341 

5,813,795 

AU OPTRONICS CORP 3,953 

173,777 

147,013 

AU OPTRONICS CORP 148,729 

1,343,326 

1,439,697 

AUCKLAND INTL AIRPORT LTD 3,742 

18,138 

11,218 

AUD COLLATERAL 3,733 

9,748 

8,676 

AUDIOVOX CORP 129,065 

1,863,110 

756,321 

AURORA OIL + GAS CORP 1,400 

1,040 

42 

AUST + NZ BANK GRP 12,032 

623,083 

461,052 

AUSTEREO GROUP 1,325 

6,037 

4,325 

AUSTRALAND PROPERTY GROUP 5,866 

17,636 

6,543 

AUTHENTEC INC 17,000 

28,342 

30,430 

AUTHENTIDATE HLDG CORP 168,069 

843,706 

201,683 

AUTOBACS SEVEN CO 153 

11,646 

15,685 

AUTOBYTEL INC 229,000 

806,877 

98,241 

AUTODESK INCORPORATED 922,860 

19,651,304 

17,515,883 

AUTOGRILL SPA 656 

20,701 

15,878 

AUTOINFO INC 10,200 

7,467 

3,927




AUTOLIV 89,129 

3,865,326 

2,564,241 

AUTOMATIC DATA PROCESSING INC 1,274,427 

17,196,523 

45,165,693 

AUTONATION INC DEL 477,365 

7,862,530 

8,282,283 

AUTOROUTES PARIS 116 

30,174 

22,605 

AUTOZONE INC 121,064 

8,593,206 

18,293,981 

AUXILIUM PHARMACEUTICALS INC 63,140 

1,055,409 

1,981,333 

AVALON CORRECTIONAL SVCS INC 78,600 

214,253 

220,080 

AVALON HLDGS CORP 5,200 

23,124 

13,936 

AVALONBAY CMNTYS INC 212,518 

18,833,587 

11,888,257 

AVANIR PHARMACEUTICALS 267,300 

445,185 

593,406 

AVATAR HLDGS INC 2,000 

61,067 

36,340 

AVATECH SOLUTIONS INC 19,386 

25,099 

7,754 

AVAX TECHNOLOGIES INC 6,090 

1,066 

152 

AVENG 181 

44,392 

31,262 

AVENTINE RENEWABLE ENGY HLDGS 9,510 

2,363 

1,569 

AVERY DENNISON CORP 195,197 

6,846,107 

5,012,659 

AVI BIOPHARMA INC 154,797 

1,094,627 

244,579 

AVI LTD 159 

11,028 

13,326 

AVID TECHNOLOGY INC 30,925 

806,725 

414,704 

AVIS BUDGET GROUP INC 1,342,342 

6,037,269 

7,584,232 

AVISTA CORP 334,159 

5,837,233 

5,951,372 

AVISTAR COMMUNICATIONS CORP 34,000 

95,645 

30,940 

AVIVA PLC 14,135 

517,392 

228,498 

AVNET INC 561,615 

11,502,389 

11,810,763 

AVOCENT CORP 133,572 

2,692,756 

1,864,665 

AVON PRODS INC 1,294,113 

19,172,770 

33,362,233 

AVX CORP NEW 173,311 

5,170,194 

1,720,978 

AWA BANK 987 

17,531 

16,474 

AWB 1,782 

14,610 

4,887 

AXA 10,772 

1,036,319 

581,549 

AXA ASIA PAC HLDGS 7,806 

104,000 

70,567 

AXCELIS TECHNOLOGIES INC 316,514 

180,535 

145,596 

AXESSTEL INC 87,700 

90,615 

28,064 

AXIATA GROUP BERHAD 2,984 

104,198 

76,721 

AXIS BANK 125 

68,375 

82,113 

AXIS CAPITAL HOLDINGS LTD 436,722 

15,421,875 

11,433,382 

AXS ONE INC 18,200 

8,372 

910 

AXSYS TECHNOLOGIES INC 41,740 

2,084,943 

2,238,934 

AXT INC 52,400 

171,338 

72,312 

AYALA CORP 70 

16,817 

14,656 

AYALA LAND INC 2,564 

14,967 

16,461 

AZZ INC 51,400 

1,399,816 

1,768,674 

B + G FOODS INC 20,800 

175,537 

174,928 

B2W CIA GLOBAL 26 

21,599 

18,952 

BABCOCK + BROWN LTD 1,141 

17,443 

862 

BADGER METER INC 53,593 

2,408,694 

2,197,313 

BAE SYSTEMS 18,484 

420,632 

296,180 

BAIDU INC 19,700 

2,286,199 

5,931,473 

BAJAJ AUTO LTD 51 

24,590 

39,933




BAJAJ FIN SERVICES 51 

15,990 

16,032 

BAJAJ HOLDINGS AND INVESTMENT 32 

12,132 

9,396 

BAKER HUGHES INC 727,661 

19,673,048 

26,515,967 

BAKER MICHAEL CORP 32,417 

1,044,287 

1,373,184 

BAKERS FOOTWEAR GROUP INC 6,200 

124,834 

5,084 

BALCHEM CORP 62,032 

1,382,839 

1,521,025 

BALDOR ELEC CO 163,986 

2,633,917 

3,901,227 

BALDWIN + LYONS INC 23,504 

481,600 

463,029 

BALDWIN TECHNOLOGY INC 213,930 

923,271 

213,930 

BALL CORP 171,270 

5,031,525 

7,734,553 

BALLANTYNE OMAHA INC 79,138 

211,087 

163,816 

BALLY TECHNOLOGIES INC 156,861 

2,682,580 

4,693,281 

BALOISE HLDGS AG 257 

69,718 

54,876 

BANCFIRST CORP 18,100 

705,014 

625,898 

BANCO BILBAO VIZCAYA ARGENTARI 5,695 

126,294 

71,529 

BANCO BPI SA 2,066 

31,167 

15,158 

BANCO BRADESCO SA 1,019,100 

11,054,687 

15,052,107 

BANCO BRADESCO SA-PREF 713 

393,622 

402,258 

BANCO DE CHILE 16,476 

544,805 

701,054 

BANCO DE ORO UNIBANK INC 427 

10,793 

10,648 

BANCO DE VALENCIA 1,272 

43,095 

35,428 

BANCO LATINOAMERICANO DE EXP 27,204 

396,531 

338,146 

BANCO POPOLARE 3,558 

197,307 

76,319 

BANCO SANTANDER CEN HISPANOS 13,357 

106,322 

161,620 

BANCO SANTANDER CHILE NEW 72,600 

2,762,949 

3,389,694 

BANCO SANTANDER SA 42,245 

1,733,038 

1,457,944 

BANCOLOMBIA S A 337,380 

8,947,640 

10,290,090 

BANCOLOMBIA SA 94 

25,792 

27,501 

BANCOLOMBIA SA-PREF 129 

32,499 

37,606 

BANCORP INC DEL 20,900 

58,469 

125,400 

BANCORP RHODE ISLAND INC 20,160 

686,281 

397,354 

BANCORPSOUTH INC 247,286 

4,957,360 

5,076,782 

BANCTRUST FINL GROUP INC 41,211 

356,612 

123,633 

BANGKOK BANK 433 

44,196 

52,380 

BANK AMER CORP 22,550,516 367,323,712 297,666,811 

BANK FL CORP NAPLES 16,500 

218,625 

51,975 

BANK GRANITE CORP 36,919 

518,177 

111,126 

BANK HAWAII CORP 287,881 

8,407,328 

10,314,776 

BANK MARIN BANCORP 21,542 

601,120 

580,557 

BANK MONTREAL QUE 2,806 

400,221 

340,479 

BANK MUTUAL CORP 51,940 

471,109 

452,917 

BANK N S HALIFAX 5,223 

649,097 

561,256 

BANK NEW YORK MELLON CORP 3,281,726 

51,089,319 

96,187,389 

BANK OF AYUDHYA PUBLIC CO LTD 2,135 

26,340 

34,655 

BANK OF CHINA LTD 26,495 

339,084 

481,094 

BANK OF COMMUNICAT 3,215 

108,203 

137,490 

BANK OF EAST ASIA 9,199 

100,271 

80,349 

BANK OF KANSAI 1,632 

11,658 

8,364 

BANK OF KYOTO 1,249 

39,249 

33,289




BANK OF NAGOYA 914 

18,184 

11,875 

BANK OF QUEENSLAND 903 

32,988 

19,045 

BANK OF THE CAROLINAS CORP 22,565 

213,354 

107,184 

BANK OF THE OZARKS INC 47,810 

1,266,055 

1,034,130 

BANK OF VIRGINIA 1,000 

7,220 

4,250 

BANK OF YOKOHAMA 4,744 

94,088 

73,061 

BANK SOUTH CAROLINA CORP 2,037 

25,259 

20,879 

BANKATLANTIC BANCORP INC 14,678 

462,010 

56,657 

BANKFINANCIAL CORP 4,905 

72,009 

43,458 

BANKINTER SA 1,894 

68,976 

64,309 

BANKRATE INC 55,135 

2,038,536 

1,391,607 

BANKS COM INC 158,474 

279,408 

20,602 

BANKUNITED FINL CORP 418,380 

1,217,061 

43,888 

BANNER CORP 53,090 

432,748 

202,804 

BANPU CO 50 

14,339 

18,895 

BAR HBR BANKSHARES 5,500 

154,797 

169,675 

BARCLAYS 49,990 

1,252,689 

669,683 

BARD C R INC 262,171 

7,210,097 

19,518,631 

BARE ESCENTUALS INC 303,994 

5,847,615 

2,696,427 

BARLOWORLD LTD 107 

29,357 

20,473 

BARNES + NOBLE INC 92,825 

2,409,663 

1,914,980 

BARNES GROUP INC 47,665 

863,820 

566,737 

BARNWELL INDS INC 24,600 

361,849 

97,170 

BARRET BUSINESS SVCS INC 79,923 

860,859 

839,192 

BARRETT BILL CORP 81,318 

2,264,965 

2,232,992 

BARRICK GOLD CORP 4,499 

446,072 

435,946 

BARRICK GOLD CORP 25,100 

839,281 

842,105 

BARRY R G CORP OHIO 33,842 

162,246 

219,973 

BASF SE 4,748 

724,659 

542,363 

BASIC ENERGY SVCS INC NEW 12,780 

184,280 

87,287 

BASIN WTR INC 121,700 

318,428 

48,680 

BASSETT FURNITURE INDS INC 53,900 

770,774 

148,225 

BAUER EDDIE HLDGS INC 52,478 

351,111 

7,609 

BAXTER INTL INC 1,729,004 

44,396,660 

91,568,052 

BAY NATL CORP 11,700 

173,296 

14,625 

BAYER A G 4,969 

357,669 

266,338 

BAYER AG 3,942 

704,817 

607,405 

BAYERISCHE MOTOREN WERKE AG 1,561 

235,688 

168,935 

BB+T CORP 1,843,802 

47,527,327 

40,526,768 

BBVA (BILB VIZ ARG) 19,214 

1,166,846 

692,556 

BCA CARIGE SPA 4,147 

50,511 

32,689 

BCA POP DI MILANO 2,135 

66,480 

36,547 

BCB BANCORP INC 500 

6,702 

4,690 

BCE INC 1,394 

129,764 

82,775 

BCO COM PORTUGUES 17,996 

135,073 

52,531 

BCO DE BOGOTA 44 

19,827 

22,964 

BCO DE CHILE 11,700 

29,363 

31,497 

BCO DE SABADELL 6,441 

169,438 

115,556 

BCO DO BRASIL SA 354 

144,496 

146,070




BCO ESP DE CREDITO 562 

26,196 

16,657 

BCO ESPIR SANTO 1,369 

33,516 

21,189 

BCO POPULAR ESP 6,363 

289,845 

159,306 

BCO SANTANDER CHIL 17,461 

25,137 

29,945 

BCSB BANCORP INC 1,089 

14,113 

8,848 

BE AEROSPACE INC 202,447 

3,813,091 

2,907,139 

BEACH FIRST NATL BANCSHARES 41,500 

433,274 

89,640 

BEACON FED BANCORP INC 1,600 

13,282 

14,608 

BEACON PWR CORP 256,200 

174,527 

197,274 

BEACON ROOFING SUPPLY INC 162,060 

2,206,967 

2,343,388 

BEASLEY BROADCAST GROUP INC 72,683 

503,083 

159,176 

BEAZER HOMES USA INC 276,340 

1,578,195 

505,702 

BEBE STORES INC 86,745 

974,512 

596,806 

BEC WORLD 443 

10,446 

10,356 

BECKMAN COULTER INC 166,090 

4,173,561 

9,490,383 

BECTON DICKINSON + CO 659,587 

16,935,084 

47,035,149 

BED BATH + BEYOND INC 567,221 

10,926,809 

17,442,046 

BEIERSDORF AG 458 

88,098 

61,916 

BEIJING CAPITAL IN 816 

24,556 

21,675 

BEIJING ENTERPRISE 1,864 

19,981 

26,788 

BEIJING ENTERPRISES HLDGS LTD 7,272 

256,119 

357,419 

BEL FUSE INC 3,500 

61,644 

56,140 

BELDEN INC 143,626 

4,214,857 

2,398,554 

BELGACOM SA 887 

110,738 

81,321 

BELLE INTERNATIONAL HOLDINGS 13,032 

34,338 

32,528 

BELO CORP 672,710 

4,169,731 

1,204,151 

BEMIS CO INC 378,773 

3,871,628 

9,545,080 

BENCHMARK ELECTRS INC 291,855 

5,248,829 

4,202,712 

BENDIGO AND ADELAIDE BANK LTD 1,447 

46,608 

23,373 

BENEFICIAL MUT BANCORP INC 48,055 

553,244 

461,328 

BENESSE HOLDINGS INC 410 

46,767 

47,186 

BENETTON GROUP SPA 596 

22,000 

15,050 

BENIHANA INC 51,812 

784,768 

327,452 

BERJAYA SPORTS 469 

23,829 

25,699 

BERKLEY W R CORP 367,471 

7,648,014 

7,889,602 

BERKSHIRE BANCORP INC DEL 7,345 

125,611 

42,968 

BERKSHIRE HATHAWAY INC DEL 8,455 

25,260,772 

24,483,397 

BERKSHIRE HATHAWAY INC DEL 2,537 

97,753,939 228,330,000 

BERKSHIRE HILL BANCORP INC 40,124 

943,031 

833,777 

BERRY PETE CO 144,184 

2,549,609 

2,680,381 

BEST BUY CO INC 1,109,952 

22,671,153 

37,172,292 

BEVERLY NATL CORP 400 

7,581 

8,760 

BEZEK ISRAEL TELCM 10,296 

53,321 

54,787 

BG GROUP 17,377 

799,598 

837,359 

BG PLC 2,344 

218,948 

197,716 

BGC PARTNERS INC 149,275 

395,051 

565,752 

BHARAT FORGE 70 

11,101 

7,961 

BHARAT PETROL CORP 49 

13,607 

16,630 

BHARTI AIRTEL LIMITED 352 

220,147 

226,356




BHP BILLITON LTD 17,320 

1,364,771 

1,397,391 

BHP BILLITON LTD 94,346 

4,118,256 

5,163,557 

BHP BILLITON PLC 11,377 

778,931 

734,565 

BIC 188 

32,642 

31,065 

BIDVEST GROUP 157 

72,844 

74,952 

BIDZ COM INC 2,900 

8,903 

8,178 

BIG 5 SPORTING GOODS CORP 59,106 

672,534 

653,712 

BIG LOTS INC 407,308 

7,953,479 

8,565,687 

BIGBAND NETWORKS INC 72,700 

427,226 

375,859 

BILLABONG INTERNATL 899 

25,556 

18,288 

BIO RAD LABORATORIES INC 44,034 

3,038,935 

3,323,686 

BIO REFERENCE LABS INC 70,246 

1,761,736 

2,220,476 

BIOANALYTICAL SYS INC 12,100 

61,846 

10,406 

BIOCLINICA INC 67,200 

361,623 

240,576 

BIOCRYST PHARMACEUTICALS INC 100,500 

826,394 

405,015 

BIODEL INC 84,412 

415,131 

435,566 

BIODELIVERY SCIENCES INTL INC 7,500 

22,874 

50,025 

BIOFORM MED INC 30,149 

35,369 

65,122 

BIOGEN IDEC INC 930,888 

38,551,057 

42,029,593 

BIOJECT MED TECHNOLOGIES INC 4,200 

716 

1,050 

BIOLASE TECHNOLOGY INC 88,184 

681,688 

149,031 

BIOMARIN PHARMACEUTICAL INC (10,842) 

1,298,156 

(169,244) 

BIOMED RLTY TR INC 201,473 

4,811,030 

2,061,069 

BIOMERICA INC 15,650 

12,826 

7,603 

BIOMIMETIC THERAPEUTICS INC (1,600) 

(13,691) 

(14,784) 

BIONOVO INC 60,400 

50,960 

34,428 

BIOPURE CORP 5,613 

399,607 

927 

BIOSANTE PHARMACEUTICALS 159,700 

761,974 

319,400 

BIOSCRIP INC 292,400 

2,314,106 

1,731,008 

BIOSPECIFICS TECHNOLOGIES CORP 11,200 

39,762 

266,896 

BIOSPHERE MED INC 88,807 

414,599 

212,249 

BIRNER DENTAL MGMT SERVICES 2,500 

33,821 

36,000 

BITSTREAM INC 14,700 

70,560 

76,440 

BJ SVCS CO 941,684 

7,637,054 

12,835,153 

BJS RESTAURANTS INC 47,035 

972,957 

793,480 

BJS WHSL CLUB INC 396,266 

10,128,670 

12,771,653 

BK CENTRAL ASIA 5,774 

74,958 

76,042 

BK DANAMON 713 

10,045 

12,847 

BK HANDLOWY WARSZA 17 

18,988 

10,394 

BK HAPOALIM BM 5,690 

41,632 

43,626 

BK LEUMI LE ISRAEL 3,024 

24,461 

22,963 

BK MANDIRI 1,892 

20,471 

22,444 

BK OF BARODA 34 

6,730 

12,011 

BK OF INDIA 74 

16,899 

20,808 

BK OF IRELAND 5,035 

232,411 

34,204 

BK OF PHILIP ISLAN 645 

23,439 

21,466 

BK OF PIRAEUS 1,688 

136,641 

48,323 

BK PAN INDONESIA 3,459 

10,999 

8,528 

BK POLSKA KASA OPIEKI GRUPA 49 

132,972 

67,340




BK RAKYAT 2,849 

62,595 

67,050 

BK ZACHODNI WBK 10 

24,877 

10,447 

BKW ENERGIE AG 76 

24,260 

16,101 

BLACK + DECKER CORPORATION 48,506 

2,289,115 

1,390,182 

BLACK BOX CORP 92,065 

2,729,827 

3,081,416 

BLACK HILLS CORP 24,830 

919,139 

570,842 

BLACK RIVER COMMODITY 210,000,000 210,000,000 216,241,410 

BLACK RIVER FL RELATIVE VALUE 215,000,000 215,000,000 306,221,920 

BLACKBAUD INC 33,130 

835,502 

515,172 

BLACKBOARD INC 123,884 

3,152,401 

3,575,292 

BLACKROCK INC CLA 160,439 

23,769,528 

28,144,209 

BLACKROCK KELSO CAPITAL CORP 9,300 

60,543 

57,939 

BLACKSTONE GROUP LP 569,035 

8,308,437 

5,997,629 

BLOCK H + R INC 735,041 

8,171,050 

12,664,756 

BLOCKBUSTER INC 763,440 

1,905,203 

503,870 

BLONDER TONGUE LABS INC 27,200 

55,988 

38,216 

BLOUNT INTL INC NEW 98,640 

1,395,057 

849,290 

BLUE COAT SYS INC 93,421 

2,319,342 

1,545,183 

BLUE DOLPHIN ENERGY CO 171,423 

376,132 

71,998 

BLUE NILE INC 26,885 

1,289,085 

1,155,786 

BLUE TREND LP 100,000,000 100,000,000 118,269,200 

BLUEFLY INC 2,919 

22,280 

3,386 

BLUELINX HLDGS INC 93,200 

327,502 

279,600 

BLUESCOPE STEEL LTD 7,307 

73,283 

42,959 

BLUM STRATEGIC PARTNERS II 11,082,324 

19,602,538 

9,295,443 

BLUM STRATEGIC PARTNERS III 150,622,016 160,766,446 113,423,800 

BLUM STRATEGIC PARTNERS IV 251,191,683 251,191,683 201,999,811 

BLYTH INC 17,950 

584,080 

588,581 

BM+F BOVESPA SA BO 948 

125,647 

217,394 

BMC SOFTWARE INC 698,684 

16,262,618 

23,608,532 

BNC BANCORP 600 

8,044 

4,800 

BNP PARIBAS 4,693 

1,299,014 

875,024 

BOARDWALK PIPELINE PARTNERS LP 110,460 

2,218,808 

2,494,187 

BOB EVANS FARMS INC 134,173 

2,806,050 

3,856,132 

BOC HONG KONG HOLDINGS LTD 22,556 

136,281 

113,606 

BOEING CO 1,812,986 

39,780,688 

77,051,905 

BOFI HLDG INC 46,300 

317,982 

281,967 

BOISE INC 220,697 

332,487 

379,599 

BOK FINL CORP 121,093 

4,657,206 

4,561,573 

BOLIDEN AB (POST SPLIT) 1,478 

27,964 

31,950 

BOLT TECHNOLOGY CORP 86,900 

1,029,359 

976,756 

BOMBARDIER INC 329 

5,208 

2,791 

BOMBARDIER INC 7,505 

116,242 

64,085 

BOMBAY COMPANY INC 54,900 

300,762 

27 

BON TON STORES INC 41,181 

189,850 

139,604 

BOOKS A MILLION INC 22,500 

161,716 

159,975 

BOOTS + COOTS INC 396,600 

909,548 

551,274 

BORAL LIMITED NEW 2,754 

37,349 

26,048 

BORDERS GROUP INC 468,640 

973,851 

1,724,595




BORG WARNER INC 267,547 

9,043,100 

9,136,730 

BORLAND SOFTWARE CORP 363,800 

880,396 

469,302 

BOSTON BEER INC 16,600 

430,310 

491,194 

BOSTON PPTYS INC 338,135 

27,431,650 

16,129,040 

BOSTON PRIVATE FINL HLDGS INC 68,330 

558,772 

306,118 

BOSTON SCIENTIFIC CORP 4,007,502 

49,498,139 

40,636,070 

BOTTOMLINE TECHNOLOGIES DEL 70,650 

475,181 

636,557 

BOUYGUES 1,372 

256,953 

148,212 

BOVIE MED CORP 13,900 

95,715 

121,069 

BOWL AMER INC 5,912 

76,257 

72,126 

BOWNE + CO INC 99,851 

748,379 

650,030 

BOYD GAMING CORP 60,520 

1,286,043 

514,420 

BP PLC 97,382 

3,170,144 

2,202,538 

BP PRUDHOE BAY RTY TR 42,720 

3,121,842 

2,947,680 

BPZ ENERGY INC 179,438 

3,628,028 

877,452 

BQE CENTRALE POPULR 9 

11,644 

11,127 

BQE MAROC COMM EXT 29 

41,675 

36,252 

BRADESPAR SA -PREF 107 

47,254 

53,263 

BRADY CORP 53,980 

1,589,495 

1,355,978 

BRAMBLES LTD 7,030 

158,623 

97,362 

BRANDYWINE RLTY TR 262,225 

2,751,419 

1,953,576 

BRASIL TELECOM PAR 80 

28,471 

23,797 

BRASIL TELECOM PAR NEW 27 

28,167 

18,678 

BRASIL TELECOM PARTICIPACOES 24,500 

883,556 

940,800 

BRASIL TELECOM SA-PREFERENCE 59 

16,459 

14,895 

BRASKEM SA-PREF A 111 

21,387 

15,465 

BRE BANK 4 

20,597 

8,033 

BRE PPTYS INC 135,098 

6,297,805 

3,209,928 

BRE X MINERALS LTD. 749 

0 0 

BREEDEN EUROPEAN PARTNERS 25,000,000 

25,000,000 

25,111,575 

BREEDEN PARTNERS 468,360,000 468,360,000 290,928,839 

BREEZE EASTERN CORP 18,000 

146,406 

113,400 

BREITBURN ENERGY PARTNERS 105,760 

1,870,144 

812,237 

BRF BRASIL FOODS SA 97 

64,978 

71,138 

BRIDGE CAP HLDGS 20,206 

333,240 

126,389 

BRIDGELINE SOFTWARE INC 5,300 

14,054 

7,632 

BRIDGEPOINT EDUCATION INC 13,955 

160,963 

237,235 

BRIDGESTONE CORP 2,989 

164,723 

134,896 

BRIDGFORD FOODS CORP 24,972 

190,873 

215,508 

BRIGGS + STRATTON CORP 178,600 

2,657,525 

2,382,524 

BRIGHAM EXPL CO 161,160 

689,857 

562,448 

BRIGHTPOINT INC 129,662 

1,393,992 

812,981 

BRINKER INTL INC 471,914 

7,495,272 

8,036,695 

BRINKS CO 159,798 

3,595,725 

4,638,936 

BRINKS HOME SEC HLDGS INC 114,182 

1,994,743 

3,232,492 

BRISA 2,198 

75,756 

45,421 

BRISTOL BAY FDG LTD 41,567 

43,268,110 

49,033,439 

BRISTOL BAY FDG LTD 41,567 

43,268,110 

49,033,439 

BRISTOL MYERS SQUIBB CO 5,834,030 110,740,138 118,489,149




BRISTOW GROUP INC 69,573 

1,863,130 

2,061,448 

BRITISH AIRWAYS 3,021 

34,779 

17,834 

BRITISH LAND CO PLC 4,091 

143,789 

73,967 

BRITISH SKY BROADCAST 6,471 

196,533 

139,383 

BROADCAST INTL INC NEW 15,100 

51,505 

20,536 

BROADCOM CORP 1,796,937 

80,450,780 

44,546,068 

BROADMARK CAPITAL VENTURES 1,890,900 

1,890,900 

0 

BROADPOINT GLEACHER SECURITY 116,400 

266,350 

649,512 

BROADRIDGE FINL SOLUTIONS INC 301,795 

2,522,677 

5,003,761 

BROADWAY FINANCIAL CORP DEL 4,650 

54,594 

30,179 

BROCADE COMMUNICATIONS SYS INC 922,377 

24,029,701 

7,212,988 

BRONCO DRILLING CO INC 81,900 

728,075 

350,532 

BROOKDALE SR LIVING INC 183,163 

2,802,588 

1,784,008 

BROOKFIELD ASSET MGMT INC 2,875 

241,429 

141,587 

BROOKFIELD HOMES CORP 103,660 

927,756 

414,640 

BROOKFIELD INFRASTRUCTURE PART 2,600 

34,842 

32,058 

BROOKFIELD PPTYS CORP 1,457 

82,307 

33,168 

BROOKFIELD PPTYS CORP 850,020 

6,435,309 

6,774,659 

BROOKLINE BANCORP INC DEL 309,341 

3,878,663 

2,883,058 

BROOKLYN FED BANCORP INC 1,804 

25,216 

20,295 

BROOKS AUTOMATION INC NEW 185,968 

3,937,825 

833,137 

BROOKSIDE CAP PARTNERS 50,000,000 

50,000,000 

51,402,800 

BROOKSIDE CAPITAL 75,000,000 

75,000,000 139,786,275 

BROTHER INDUSTRIES 1,709 

58,532 

43,579 

BROWN + BROWN INC 318,342 

4,651,280 

6,344,556 

BROWN FORMAN CORP 278,729 

9,140,167 

11,979,772 

BROWN SHOE INC NEW 165,850 

2,056,894 

1,200,754 

BRT REALTY TRUST 2,500 

9,000 

11,250 

BRUKER CORP 258,326 

2,068,937 

2,392,099 

BRUNSWICK CORP 305,864 

3,273,359 

1,321,332 

BRUSH ENGINEERED MATLS INC 9,639 

212,692 

161,453 

BRYN MAWR BK CORP 21,000 

390,180 

396,270 

BSD MEDICAL CORP DEL 28,043 

118,300 

58,329 

BSQUARE CORP 42,450 

187,085 

126,077 

BT GROUP 38,808 

482,999 

186,459 

BTU INTL INC 35,273 

97,392 

184,831 

BUCKEYE GP HLDGS L P 52,510 

1,284,457 

1,064,903 

BUCKEYE PARTNERS L P 112,310 

4,815,290 

4,810,237 

BUCKEYE TECHNOLOGIES INC 25,630 

213,132 

115,079 

BUCKLE INC 115,248 

2,699,677 

3,661,429 

BUCYRUS INTL INC NEW 188,370 

6,428,783 

5,379,847 

BUFFALO WILD WINGS INC 100,439 

2,936,916 

3,266,276 

BUILD A BEAR WORKSHOP INC 19,200 

194,676 

85,824 

BUILDERS FIRSTSOURCE INC 101,647 

494,811 

422,852 

BUILDING MATLS HLDG CORP 80,000 

505,440 

3,760 

BULGARI SPA 771 

15,178 

11,849 

BUMI RESOURCES TBK 9,141 

118,249 

63,520 

BUNGE LIMITED 431,526 

19,294,041 

25,999,442 

BUNZL 1,729 

64,155 

41,116




BURBERRY GROUP 2,606 

57,538 

52,178 

BUREAU VERITAS 284 

40,417 

40,129 

BURGER KING HLDGS INC 236,128 

5,705,646 

4,077,931 

BURLINGTON NORTHN SANTA FE 743,390 

15,706,743 

54,668,901 

BUSAN BANK 84 

22,889 

22,049 

BUTLER NATL CORP 4,900 

1,446 

2,009 

BUZZI UNICEM SPA 430 

19,282 

17,462 

BWAY HLDG CO 30,600 

350,200 

536,418 

BYD CO 285 

17,436 

43,552 

BYD CO LTD 4,058 

77,605 

162,320 

C + F FINL CORP 1,550 

22,838 

24,800 

C C LAND HOLDINGS 4,813 

8,346 

8,960 

C D I CORP 109,152 

1,499,198 

1,217,045 

C H ROBINSON WORLDWIDE INC 555,223 

22,623,348 

28,954,879 

C P ALL PLC 1,086 

14,019 

20,784 

C S P INC 218,253 

1,786,747 

774,798 

C+D TECHNOLOGIES 86,500 

657,823 

173,000 

C2 GLOBAL TECHNOLOGIES INC 2,000 

4,510 

660 

CA INC 1,319,289 

22,714,202 

22,995,207 

CABELAS INC 62,140 

1,110,917 

764,322 

CABLE + WIRELESS 13,061 

109,263 

82,292 

CABLEVISION SYS CORP 1,140,287 

14,753,916 

22,132,971 

CABOT CORP 90,902 

1,011,613 

1,143,547 

CABOT MICROELECTRONICS CORP 16,097 

522,036 

455,384 

CABOT OIL + GAS CORP 287,861 

13,346,780 

8,820,061 

CACHE INC 129,900 

1,374,341 

504,012 

CACI INTL INC 185,799 

7,150,353 

7,935,475 

CADBURY PLC 7,035 

248,640 

172,498 

CADENCE DESIGN SYS INC 457,513 

4,421,539 

2,699,327 

CADENCE FINL CORP 36,600 

732,212 

81,618 

CADENCE PHARMACEUTICALS INC 100,200 

721,440 

1,000,998 

CADIZ INC 2,900 

26,912 

27,927 

CADUS CORP 232,600 

439,985 

348,900 

CAE INC 49,135 

368,537 

289,897 

CAFE DE CORAL HLDG 2,051 

9,480 

11,757 

CAGLES INC 15,900 

105,762 

71,550 

CAI INTL INC 65,500 

1,027,282 

334,050 

CAIRN ENERGY PLC 628 

90,325 

69,609 

CAIRN INDIA 180 

31,512 

33,280 

CAL DIVE INTERNATIONAL INC 78,789 

720,586 

679,949 

CAL MAINE FOODS INC 28,250 

783,421 

705,120 

CALAMOS ASSET MGMT INC 112,225 

645,399 

1,583,495 

CALAMP CORP 193,515 

1,476,831 

154,812 

CALAVO GROWERS INC 36,500 

451,252 

723,795 

CALGON CARBON CORP 143,790 

2,115,302 

1,997,243 

CALIFORNIA COASTAL CMNTYS INC 82,700 

628,236 

114,126 

CALIFORNIA FIRST NATL BANCORP 2,039 

22,398 

23,245 

CALIFORNIA MICRO DEVICES CORP 30,600 

140,218 

75,276 

CALIFORNIA PIZZA KITCHEN INC 152,289 

2,241,881 

2,023,921




CALIFORNIA WATER SERVICE GRP 43,596 

1,714,564 

1,606,077 

CALIPER LIFE SCIENCES INC 299,500 

1,829,070 

530,115 

CALLAWAY GOLF CO 188,463 

2,584,793 

955,507 

CALLIDUS SOFTWARE INC 23,600 

171,350 

67,260 

CALLON PETE CO DEL 214,000 

1,214,635 

423,720 

CALPINE CORP 1,229,290 

10,833,362 

13,706,584 

CALSONIC CORP 274 

2,751 

1,559 

CALTEX AUSTRALIA 936 

28,574 

30,128 

CALUMET SPECIALTY PRODS PARTNE 101,230 

1,300,423 

1,569,065 

CALYPTE BIOMEDICAL CORP 38,800 

4,885 

349 

CAMBREX CORP 52,000 

236,785 

214,240 

CAMBRIDGE HEART INC 348,600 

384,155 

31,374 

CAMCO FINL CORP 38,965 

574,586 

92,347 

CAMDEN NATL CORP 42,910 

1,036,919 

1,460,227 

CAMDEN PPTY TR 126,267 

5,882,312 

3,484,969 

CAMECO CORP 2,019 

181,085 

149,135 

CAMERON INTL CORP 1,069,203 

30,036,306 

30,258,445 

CAMPBELL SOUP CO 693,596 

11,344,976 

20,405,594 

CANADIAN NATL RY CO 2,405 

327,179 

297,493 

CANADIAN NATURAL RES LTD 2,802 

522,741 

424,417 

CANADIAN PAC RY 809 

124,024 

92,902 

CANADIAN TIRE LTD 404 

67,319 

54,981 

CANADIAN UTILS LTD 322 

37,810 

30,287 

CANARA BANK 57 

8,469 

11,812 

CANDELA CORP 148,378 

1,107,090 

152,829 

CANO PETE INC 119,250 

631,664 

113,288 

CANON INC 6,912 

960,280 

650,660 

CANON MARKETING JA 388 

20,392 

15,610 

CANTEL MED CORP 46,431 

675,844 

753,575 

CANTERBURY PK HLDG CORP 1,805 

18,009 

12,274 

CANYON SPECIAL OPPORTUNITY FD 150,000,000 150,000,000 

98,845,950 

CANYON VALUE REALIZATION FUND 87,838,460 

87,838,460 

73,743,725 

CAP GEMINI 774 

132,166 

81,903 

CAP SA 57 

50,597 

54,469 

CAPCOM CO 267 

24,179 

13,830 

CAPE BANCORP INC 8,547 

70,324 

73,761 

CAPE FEAR BK CORP 2,600 

23,829 

26 

CAPELLA EDUCATION CO 84,340 

4,691,962 

5,056,183 

CAPITA GROUP PLC 3,254 

108,109 

110,046 

CAPITACOMMERCIAL TRUST 10,834 

24,288 

17,643 

CAPITAL BK CORP 26,330 

307,094 

125,068 

CAPITAL CITY BK GROUP INC 51,636 

1,000,360 

870,067 

CAPITAL ONE FINL CORP 1,442,301 

43,815,479 

31,557,546 

CAPITAL PPTYS INC RI 1,500 

16,637 

15,000 

CAPITAL PRODUCT PARTNERS L P 24,945 

238,225 

225,004 

CAPITAL SECURITIES 705 

8,613 

12,129 

CAPITAL SOUTHWEST CORP 300 

27,247 

21,705 

CAPITAL SR LIVING CORP 96,900 

569,383 

440,895 

CAPITAL TR INC MD 104,975 

250,815 

152,214




CAPITALAND 15,037 

127,348 

110,795 

CAPITALSOURCE INC 793,845 

7,250,791 

3,873,964 

CAPITALSOUTH BANCORP 4,332 

45,682 

1,343 

CAPITAMALL TRUST 10,776 

42,058 

29,961 

CAPITOL BANCORP LTD 75,300 

491,184 

199,545 

CAPITOL FED FINL 104,315 

3,410,008 

3,998,394 

CAPLEASE INC 200,030 

333,236 

552,083 

CAPSTEAD MORTAGE CORP 137,555 

1,437,812 

1,748,324 

CAPSTONE TURBINE CORP 427,900 

372,240 

355,157 

CARACO PHARMACEUTICAL LABS 126,740 

1,309,879 

389,092 

CARBO CERAMICS INC 60,824 

2,571,501 

2,080,181 

CARDIAC SCIENCE CORP NEW 91,911 

442,392 

369,482 

CARDICA INC 50,000 

500,000 

71,500 

CARDINAL FINL CORP 152,994 

917,361 

1,197,943 

CARDINAL HEALTH INC 1,158,639 

40,287,755 

35,396,421 

CARDIODYNAMICS INTL CORP 6,814 

206,541 

9,063 

CARDIONET INC 41,510 

869,944 

677,443 

CARDIOVASCULAR SYS INC DEL 9,680 

66,555 

74,633 

CARDIUM THERAPEUTICS INC 36,800 

83,593 

68,080 

CARDTRONICS INC 111,687 

224,428 

425,527 

CARE INVT TR INC 48,594 

326,654 

252,689 

CAREER ED CORP 280,919 

5,923,297 

6,992,074 

CARIBOU COFFEE INC 42,052 

94,358 

269,974 

CARLISLE COS INC 289,024 

4,388,260 

6,948,137 

CARLSBERG 611 

146,948 

112,706 

CARMAX INC 522,219 

5,286,153 

7,676,619 

CARMIKE CINEMAS INC 70,984 

406,346 

594,846 

CARNIVAL CORP 1,115,542 

15,862,980 

28,747,517 

CARNIVAL PLC 1,091 

128,538 

82,960 

CARPENTER TECHNOLOGY CORP 188,301 

5,970,556 

3,918,544 

CARPHONE WAREHOUSE 2,030 

10,776 

15,182 

CARREFOUR 3,633 

633,709 

445,578 

CARRIAGE SVCS INC 155,600 

642,805 

555,492 

CARRIZO OIL + GAS INC 94,363 

5,356,614 

1,618,325 

CARROLLTON BANCORP 14,363 

183,727 

77,560 

CARROLS RESTAURANT GROUP INC 53,017 

208,723 

353,093 

CARSO GLOBAL TELECOM S.A.B. 486 

90,960 

68,548 

CARSO INFRAESTRUCT 342 

10,594 

7,023 

CARTER INC 147,093 

3,672,129 

3,619,959 

CARVER BANCORP INC 3,000 

42,699 

14,880 

CAS MED SYS INC CO 6,600 

18,592 

11,583 

CASCADE BANCORP 95,420 

237,082 

134,542 

CASCADE CORP 3,300 

98,334 

51,909 

CASCADE FINL CORP 57,899 

781,945 

125,062 

CASELLA WASTE SYS INC 118,267 

336,153 

235,351 

CASEYS GEN STORES INC 188,300 

3,038,011 

4,837,427 

CASH AMER INTL INC 97,497 

2,876,996 

2,280,455 

CASINO GUICH PERR 228 

62,884 

44,130 

CASIO COMPUTER CO 986 

35,135 

25,357




CASS INFORMATION SYSTEMS INC 12,209 

291,063 

399,723 

CASTLE A M CO 33,495 

756,961 

404,620 

CASTROL INDIA 11 

3,037 

3,247 

CASUAL MALE RETAIL GROUP INC 142,141 

249,485 

311,289 

CATALYST HEALTH SOLUTIONS INC 131,723 

2,835,293 

3,285,172 

CATALYST PHARMACEUTICAL PART 10,500 

37,707 

6,668 

CATCHER TECHNOLOGY CO LTD 195 

22,549 

17,737 

CATERPILLAR INC 1,597,397 

30,766,664 

52,777,997 

CATHAY FINANCIAL H 2,264 

126,235 

127,788 

CATHAY GENERAL BANCORP 117,930 

2,913,446 

1,121,514 

CATHAY PACIFIC AIR 6,870 

35,842 

27,109 

CATHAY REAL ESTATE 523 

5,852 

7,994 

CATO CORP NEW 124,605 

2,057,958 

2,173,111 

CAVALIER HOMES INC 30,976 

82,086 

84,564 

CAVCO INDS INC DEL 19,570 

478,330 

495,708 

CAVIUM NETWORK INC 56,280 

662,914 

946,067 

CB RICHARD ELLIS GROUP INC 153,149 

1,926,773 

1,433,475 

CBEYOND INC 65,725 

1,736,589 

943,154 

CBIZ INC 376,578 

2,114,483 

2,681,235 

CBL + ASSOC PPTYS INC 238,845 

3,508,166 

1,287,375 

CBS CORP NEW 2,468,783 

31,523,177 

17,083,978 

CCA INDS INC 24,958 

206,407 

78,867 

CDC CORPORATION 32,000 

78,182 

48,960 

CDN IMPERIAL BK OF COMMERCE 1,966 

407,391 

283,691 

CEC ENTMT INC 88,048 

1,709,222 

2,595,655 

CECO ENVIRONMENTAL CORP 298,830 

2,098,664 

1,189,343 

CEDAR FAIR L P 69,600 

713,545 

761,424 

CEDAR SHOPPING CTRS INC 123,925 

1,577,801 

560,141 

CEL SCI CORP 634,800 

877,010 

253,920 

CELADON GROUP INC 119,846 

944,216 

1,005,508 

CELANESE CORP DE 653,714 

12,039,104 

15,525,708 

CELERA CORP 321,440 

3,060,204 

2,452,587 

CELESIO AG 409 

46,398 

26,975 

CELGENE CORP 1,248,404 

37,541,010 

59,723,647 

CELL GENESYS INC 227,134 

1,133,342 

66,323 

CELL THERAPEUTICS INC 1,004,724 

1,568,506 

1,728,125 

CELLCOM ISREAL LTD 287 

23,869 

22,121 

CELLDEX THERAPEUTICS INC NEW 125,830 

1,065,463 

983,991 

CELSION CORP 29,100 

160,867 

126,003 

CEMENTOS ARGOS SA 160 

21,595 

23,529 

CEMEX S.A.B DE C.C ADR 465,612 

4,362,782 

4,348,816 

CEMIG CIA ENERG MG 26 

12,247 

10,245 

CENT PATTANA PUB 303 

5,027 

6,644 

CENTENE CORP DEL 177,777 

4,387,274 

3,551,984 

CENTENNIAL COMMUNICATIONS CORP 335,253 

2,187,310 

2,802,715 

CENTER BANCORP INC 25,412 

248,246 

207,108 

CENTER FINL CORP CA 60,900 

445,567 

153,468 

CENTERPOINT ENERGY INC 1,008,492 

13,202,123 

11,174,091 

CENTERSTATE BKS FL INC 35,346 

482,119 

262,267




CENTEX CORP 454,914 

3,983,941 

3,848,572 

CENTRAL BANCORP INC MASS 5,099 

134,190 

40,792 

CENTRAL EUROPEAN DISTR CORP 32,124 

5,332,084 

853,535 

CENTRAL EUROPEAN MEDIA ENTERPR 41,188 

645,227 

810,992 

CENTRAL FED CORP 7,300 

32,684 

21,316 

CENTRAL GARDEN + PET CO 4,455 

48,664 

48,960 

CENTRAL GARDEN + PET CO 207,290 

1,436,135 

2,041,807 

CENTRAL JPAN RLWY 8 

237,206 

145,315 

CENTRAL PAC FINL CORP 210,960 

3,435,924 

791,100 

CENTRAL VA BANKSHARES INC 9,325 

219,417 

40,331 

CENTRAL VT PUBLIC SERVICE 21,182 

476,739 

383,394 

CENTRAL VY CMNTY BANCORP 1,400 

14,477 

7,266 

CENTRICA ORD 25,595 

358,928 

270,188 

CENTRUE FINL CORP NEW 14,210 

249,790 

62,950 

CENTURY ALUM CO 318,675 

1,905,671 

1,985,345 

CENTURY BANCORP INC MASS 23,852 

676,599 

439,831 

CENTURY CASINOS INC 35,700 

362,097 

106,386 

CENTURYTEL INC 339,844 

6,082,081 

10,433,211 

CENVEO INC 33,985 

256,133 

143,757 

CEPHALON INC 248,039 

15,048,994 

14,051,409 

CEPHEID 148,410 

1,740,636 

1,398,022 

CERADYNE INC CALIF 67,805 

1,948,593 

1,197,436 

CEREBOS PACIFIC 191 

1,220 

1,125 

CERNER CORP 227,887 

8,577,622 

14,195,081 

CERUS CORP 43,900 

316,986 

45,217 

CERVECERIAS UNIDAS 59 

14,090 

16,101 

CEVA INC 135,890 

951,856 

1,179,525 

CEZ 110 

261,301 

190,545 

CF INDS HLDGS INC 138,445 

10,401,533 

10,264,312 

CFS BANCORP INC 51,392 

716,031 

217,388 

CFS RETAIL PROPERTY TRUST 9,874 

46,935 

37,860 

CGG VERITAS 770 

76,924 

39,743 

CGI GROUPE INC 1,667 

47,708 

42,672 

CH ENERGY GROUP INC 3,290 

144,162 

153,643 

CHALLENGER FIN SER 2,415 

17,338 

12,571 

CHAMPION ENTERPRISES INC 627,598 

371,414 

200,831 

CHAMPION INDS INC W VA 42,743 

201,058 

73,091 

CHANG HWA BANK 1,625 

31,240 

27,109 

CHAODA MODERN AGRICULTURE 7,261 

19,546 

12,307 

CHARLES AND COLVARD LTD 373,412 

2,768,384 

186,706 

CHARLES RIV LABORATORIES INTL 199,671 

5,637,520 

6,738,896 

CHARLOTTE RUSSE HLDG INC 159,640 

1,341,649 

2,056,163 

CHARMING SHOPPES INC 272,805 

964,836 

1,014,835 

CHAROEN POK FOODS 1,394 

5,856 

7,456 

CHART INDS INC 136,909 

4,863,589 

2,489,006 

CHARTER COMMUNICATIONS INC DEL 471,115 

42,400 

10,836 

CHARTER FINL CORP WEST PT GA 32,062 

1,083,904 

376,729 

CHARTERED SEMI CONDUCTORS 1,499 

8,733 

6,104 

CHASE CORP 81,250 

911,732 

966,875




CHATHAM ASSET HIGH YIELD 235,000,000 235,000,000 286,567,460 

CHATHAM ASSET LEVERAGES LOAN 190,000,000 190,000,000 214,775,240 

CHATTEM INC 46,790 

3,036,845 

3,186,399 

CHAUS BERNARD INC 57,720 

81,630 

8,369 

CHECKPOINT SYS INC 159,495 

1,686,161 

2,502,477 

CHEESECAKE FACTORY 235,385 

5,011,427 

4,072,161 

CHEIL INDUSTRIES 23 

33,201 

31,823 

CHEIL WORLDWIDE INC 2 

11,979 

11,391 

CHELSEA THERAPEUTICS INTL LTD 43,992 

261,877 

185,206 

CHEMED CORP NEW 94,803 

4,017,494 

3,742,822 

CHEMICAL FINL CORP 30,375 

730,256 

604,766 

CHEMTURA CORP 4 

31 

1 

CHENG SHIN IND 327 

16,098 

19,456 

CHENG UEI PRECISIO 152 

10,525 

9,297 

CHENIERE ENERGY INC 174,890 

823,005 

514,177 

CHENIERE ENERGY PARTNERS 16,525 

98,748 

121,789 

CHEROKEE INC DEL NEW 13,749 

229,902 

272,505 

CHESAPEAKE ENERGY CORP 1,406,978 

31,579,204 

27,900,374 

CHESAPEAKE UTILS CORP 27,000 

784,442 

878,310 

CHEUNG KONG INFRAS 2,443 

26,541 

24,506 

CHEUNG KONG(HLDGS) 8,977 

325,302 

295,996 

CHEVIOT FINL CORP 4,219 

43,004 

33,752 

CHEVRON CORP 6,096,554 236,163,620 403,896,703 

CHI MEI OPTOELECTR 2,581 

65,757 

51,905 

CHIBA BANK 3,539 

71,706 

66,523 

CHICAGO RIVET MACH CO 2,900 

75,237 

34,278 

CHICONY ELECTRONI 258 

14,884 

18,338 

CHICOPEE BANCORP INC 18,013 

243,901 

233,629 

CHICOS FAS INC 561,395 

7,565,729 

5,462,373 

CHILDRENS PL RETAIL STORES INC 90,365 

2,266,117 

2,388,347 

CHIMERA INVT CORP 354,870 

1,575,490 

1,238,496 

CHINA AGRI IND HLD 7,401 

10,088 

13,258 

CHINA AIRLINES 907 

8,172 

8,559 

CHINA BLUECHEMICAL 854 

18,444 

17,232 

CHINA CITIC BK 4,381 

70,036 

108,013 

CHINA COAL ENERGY 1,935 

68,997 

87,968 

CHINA COMM CONSTR 2,095 

75,125 

93,318 

CHINA COMM SERVICE 803 

20,360 

18,878 

CHINA CONST BK 31,376 

852,430 

926,374 

CHINA COSCO HLDGS 1,208 

40,409 

54,784 

CHINA DEV FIN HLDG 5,293 

55,290 

48,108 

CHINA EAST AIRLINE 693 

4,306 

5,935 

CHINA EVERBRIGHT 4,092 

24,041 

29,015 

CHINA FIRE + SEC GROUP INC 4,000 

45,365 

48,680 

CHINA FOODS LTD 5,741 

7,742 

9,921 

CHINA HIGH SPEED 3,350 

15,465 

19,108 

CHINA HUIYUAN JUIC 5,771 

9,456 

11,751 

CHINA INTL MARINE 674 

17,200 

24,505 

CHINA LIFE INS CO LTD 100,352 

4,781,292 

5,563,515




CHINA LIFE INSURANCE 3,458 

462,358 

488,355 

CHINA MENGNIU DAIRY 6,045 

30,063 

40,358 

CHINA MERCHANTS BK 1,608 

104,859 

139,911 

CHINA MERCHANTS HLDGS INTL 5,909 

66,926 

48,650 

CHINA MERCHANTS PR 120 

5,545 

10,795 

CHINA MOBILE LTD 30,954 

828,557 

890,887 

CHINA MOBILE LTD 281,691 

13,044,044 

14,107,085 

CHINA MOLYBDENUM C 454 

7,971 

12,453 

CHINA MOTOR CO 390 

5,450 

7,368 

CHINA NATIONAL BUI 1,040 

39,518 

76,849 

CHINA O/SEAS LAND 21,336 

88,161 

141,490 

CHINA RAILWAY CONS 652 

31,243 

38,245 

CHINA RAILWAY GROU 1,949 

46,480 

59,748 

CHINA RES PWR HLDG 633 

0 775 

CHINA RES PWR HLDG 6,329 

43,617 

40,372 

CHINA RESOURCES EN 5,594 

43,981 

32,366 

CHINA RESOURCES LAND LIMITED 9,981 

39,367 

63,745 

CHINA SEC SURVEILLANCE TECH 4,500 

32,858 

33,930 

CHINA SHENHUA ENERGY 1,579 

137,086 

220,336 

CHINA SHIPPING CONTAINER LINES 1,635 

10,695 

16,733 

CHINA SHIPPING DEV 600 

24,897 

29,456 

CHINA STEEL 4,377 

170,591 

143,457 

CHINA STHN AIRLINE 768 

5,428 

8,083 

CHINA TAIPING INSURANCE HOLD 3,631 

24,154 

21,977 

CHINA TELECOM CORP 7,522 

116,707 

142,882 

CHINA TRAVEL INTL 11,292 

6,080 

7,162 

CHINA TRUST FINANCE 4,280 

86,785 

98,505 

CHINA UNICOM 203,297 

2,298,635 

2,711,982 

CHINA UNICOM HONG KONG LTD 35,581 

172,785 

135,130 

CHINA VANKE CO 619 

17,668 

34,138 

CHINA YURUN FOOD 3,931 

15,892 

17,029 

CHINDEX INTL INC 35,950 

481,502 

444,702 

CHINESE ESTATES HL 4,695 

19,758 

24,554 

CHIPMOS TECHNOLOGIES BERMUDA 255,900 

263,391 

184,248 

CHIPOTLE MEXICAN GRILL INC 134,369 

10,874,664 

10,749,520 

CHIQUITA BRANDS INTL INC 249,445 

3,623,105 

2,559,306 

CHIYODA CORP 1,009 

24,545 

23,500 

CHOICE HOTELS INC 28,372 

908,556 

754,979 

CHONG HING BANK LTD 976 

6,703 

4,740 

CHORDIANT SOFTWARE INC 56,518 

252,386 

205,160 

CHRISTIAN DIOR 374 

111,480 

80,210 

CHRISTOPHER + BANKS CORP 33,885 

625,744 

227,368 

CHROMCRAFT REVINGTON INC 13,900 

149,866 

12,788 

CHUBB CORP 1,117,862 

25,528,407 

44,580,337 

CHUBU ELEC POWER 3,027 

216,124 

201,118 

CHUGAI PHARM CO 1,176 

54,386 

64,449 

CHUGOKU BANK 902 

37,562 

35,998 

CHUGOKU ELEC POWER 1,386 

85,571 

83,185 

CHUNGHWA TELECOM 2,208 

187,896 

168,084




CHUNGHWA TELECOM CO LTD 71,014 

1,274,396 

1,408,208 

CHUNGWHA PICTURE T 3,294 

19,975 

16,464 

CHUO MITSUI TRUST HOLDINGS INC 5,112 

101,021 

56,197 

CHURCH AND DWIGHT INC 274,296 

6,205,035 

14,897,016 

CHURCHILL DOWNS INC 24,221 

1,006,849 

815,279 

CHYRON CORP 27,466 

41,320 

34,333 

CIA BRASILEIRA DE DIS-PREF A 63 

38,387 

46,863 

CIA BRASILEIRA SP ADR PREF A 134,578 

3,514,907 

5,175,870 

CIA DE BEBIDAS DAS AME-PREF 94 

186,459 

232,659 

CIA DE CONCESSOES 142 

67,661 

87,113 

CIA DE GAS DE SAO PAULO-PR A 11 

8,657 

7,674 

CIA DE TRANSMISSAO DE ENE-PF 16 

15,219 

15,038 

CIA ENERGETICA DE SP-PREF B 74 

22,872 

28,322 

CIA ENERGETICA MINAS GER-PRF 165 

93,138 

84,577 

CIA ESP PETROLEOS 110 

27,864 

12,156 

CIA PARANAENSE DE ENERGI-PFB 59 

27,546 

31,527 

CIBER INC 299,006 

3,451,216 

926,919 

CIBL INC RSTD 88 

0 0 

CIE DE ST GOBAIN 2,533 

457,113 

243,272 

CIENA CORP (291,985) 

(749,356) 

(3,022,045) 

CIGNA CORP 818,076 

10,703,392 

19,707,451 

CIMAREX ENERGY CO 201,364 

6,870,352 

5,706,656 

CIMB GROUP HOLDINGS BERHAD 1,663 

143,821 

163,263 

CIMENTS FRANCAIS 62 

26,066 

14,980 

CIMPOR CIMENTOS DE 1,030 

24,516 

21,596 

CINCINNATI BELL INC NEW 696,201 

3,768,811 

1,977,211 

CINCINNATI FINL CORP 514,279 

8,547,274 

11,494,136 

CINEMARK HLDGS INC 112,700 

1,294,845 

1,275,764 

CINTAS CORP 225,178 

5,585,998 

5,143,066 

CIPLA 274 

50,573 

55,268 

CIRCLE K SUNKUS CO 288 

13,960 

12,920 

CIRCOR INTL INC 27,665 

962,156 

653,171 

CIRRUS LOGIC INC 278,630 

2,129,408 

1,253,835 

CISCO SYS INC 16,726,040 136,547,821 311,773,386 

CIT GROUP INC NEW 1,086,820 

12,157,620 

2,336,663 

CITADEL BROADCASTING CORP 503,561 

433,722 

20,142 

CITI TRENDS INC 76,859 

1,612,459 

1,989,111 

CITIC PACIFIC LTD 5,365 

50,200 

31,677 

CITIC RESOURCES 9,332 

7,074 

7,476 

CITIGROUP (250,000) 

(250,000) 

(250,000) 

CITIGROUP INC 111,422 

2,008,841 

2,081,363 

CITIGROUP INC 18,357,539 207,471,828 

54,521,891 

CITIZEN HOLDINGS CO LTD 1,377 

23,567 

20,310 

CITIZENS + NORTHN CORP 11,265 

193,645 

231,721 

CITIZENS CMNTY BANCORP INC MD 3,360 

30,774 

17,808 

CITIZENS FINL SVCS INC 14,422 

303,761 

322,692 

CITIZENS FIRST BANCORP INC 29,154 

663,166 

23,906 

CITIZENS INC AMER 139,669 

1,132,544 

849,188 

CITIZENS REPUBLIC BANKCORP INC 576,134 

1,719,358 

409,055




CITIZENS SOUTH BKG CORP DEL 46,000 

587,510 

236,900 

CITIZNS FIRST CORP 12,700 

127,270 

68,898 

CITRIX SYS INC 437,827 

8,897,109 

13,962,303 

CITY BK LYNNWOOD WASH 31,130 

128,200 

73,467 

CITY DEVELOPMENTS 3,350 

69,109 

57,076 

CITY HLDG CO 89,974 

3,392,538 

2,731,611 

CITY NATL CORP 104,308 

2,917,170 

3,841,664 

CJ CHEILJEDANG 4 

25,990 

17,749 

CJ CORP 6 

9,574 

7,799 

CKE RESTAURANTS INC 27,770 

304,643 

235,490 

CKF BANCORP INC 200 

3,205 

1,305 

CKX INC 107,270 

730,970 

760,544 

CKX LDS INC 5,095 

68,122 

61,191 

CLAL INDUSTRIES 241 

2,318 

2,637 

CLAL INSURANCE ENT 54 

2,045 

2,390 

CLARCOR INC 154,704 

1,819,946 

4,515,810 

CLARIANT 1,111 

25,138 

20,150 

CLARIENT INC 193,400 

527,894 

719,448 

CLARK HLDGS INC 2,600 

2,041 

1,950 

CLEAN DIESEL TECHNOLOGIES INC 3,200 

42,559 

5,856 

CLEAN ENERGY FUELS CORP 180,686 

1,920,700 

1,555,706 

CLEAN HBRS INC 29,069 

958,899 

1,569,435 

CLEAR CHANNEL OUTDOOR HLDGS IN 199,785 

3,175,304 

1,058,861 

CLEARFIELD INC 31,100 

70,034 

62,200 

CLEARONE COMMUNICATIONS INC 2,100 

7,951 

6,069 

CLEARWATER PAPER CORP 102,783 

1,342,615 

2,599,382 

CLEARWIRE CORP NEW 11,540 

138,082 

63,816 

CLECO CORP NEW 110,785 

2,791,813 

2,483,800 

CLEVELAND BIOLABS INC 12,100 

31,663 

52,151 

CLICKS GROUP LTD 135 

8,331 

12,246 

CLIFFS NAT RES INC 308,030 

10,018,772 

7,537,494 

CLIFTON SVGS BANCORP INC 39,179 

409,029 

421,566 

CLINICAL DATA INC NEW 27,422 

463,105 

302,190 

CLOROX CO 451,659 

9,511,591 

25,216,122 

CLP HOLDINGS 9,340 

188,646 

178,223 

CMC MAGNETICS CORP 1,370 

11,497 

11,288 

CME GROUP INC 176,343 

46,973,832 

54,862,071 

CMNWLTH BK OF AUST 7,843 

796,789 

710,760 

CMS ENERGY CORP 767,447 

12,650,851 

9,270,760 

CNA FINL CORP 267,645 

6,701,136 

4,140,468 

CNA SURETY CORP 57,690 

566,697 

778,238 

CNB FINL CORP PA 23,900 

331,251 

338,663 

CNOOC LTD 92,698 

316,598 

330,397 

CNP ASSURANCES 250 

73,636 

68,503 

CNPC HONG KONG LIMITED 12,440 

17,315 

29,713 

CNTRAL JERSEY BANCORP N J 8,720 

66,229 

47,960 

CNX GAS CORP 134,348 

3,644,705 

3,529,322 

COACH INC 1,082,686 

16,632,184 

29,102,600 

COACHMEN INDS INC 105,090 

942,742 

137,668




COAST DISTR SYS 20,100 

112,971 

43,215 

COAST FEDERAL LITIGATION TR 11,500 

160,841 

0 

COBHAM ORD 6,042 

66,493 

49,394 

COBIZ FINANCIAL INC 32,795 

548,835 

210,216 

COBRA ELECTRS CORP 17,900 

108,203 

21,122 

COCA COLA AMATIL 3,092 

66,137 

61,869 

COCA COLA BOTTLING CO CONS 9,085 

441,776 

500,856 

COCA COLA CO 5,854,216 110,177,005 280,943,826 

COCA COLA ENTERPRISES INC 1,092,879 

14,970,698 

18,196,435 

COCA COLA FEMSA S A CV 66,300 

2,201,310 

2,659,956 

COCA COLA HELL BOT 723 

63,576 

42,829 

COCA COLA WEST COMPAY LIMITED 253 

15,718 

13,919 

COCHLEAR LTD 298 

41,335 

40,020 

CODORUS VY BANCORP INC 10,282 

163,170 

64,777 

COEUR D ALENE MINES CORP IDAHO 200,294 

2,785,440 

2,463,616 

COFFEE HLDG CO INC 5,100 

12,106 

17,850 

COGDELL SPENCER INC 10,900 

91,996 

46,761 

COGENT COMMUNICATIONS GRP INC 202,020 

3,171,926 

1,646,463 

COGENT INC 183,569 

2,705,564 

1,969,695 

COGNEX CORP 129,740 

3,067,760 

1,833,226 

COGNIZANT TECHNOLOGY SOLUTIONS 1,021,618 

19,844,417 

27,277,201 

COGO GROUP INC 8,300 

54,328 

49,551 

COHEN + STEERS INC 40,330 

639,266 

602,934 

COHERENT INC (2,700) 

(49,698) 

(55,836) 

COHU INC 46,979 

544,229 

421,871 

COINSTAR INC 190,232 

4,876,096 

5,079,194 

COLBUN SA 3,260 

23,995 

31,594 

COLDWATER CREEK INC 257,400 

2,681,426 

1,559,844 

COLE KENNETH PRODTNS INC 25,500 

555,857 

179,265 

COLEMAN CABLE INC 61,117 

328,653 

171,739 

COLFAX CORP 63,281 

546,913 

488,529 

COLGATE PALM (IND) 34 

11,644 

16,411 

COLGATE PALMOLIVE CO 1,541,588 

51,644,192 109,051,935 

COLLECTIVE BRANDS INC 244,021 

3,052,896 

3,555,386 

COLLECTORS UNIVERSE INC 10,200 

29,642 

49,776 

COLONIAL BANCGROUPINC 633,022 

5,651,999 

392,474 

COLONIAL BANKSHARES INC 5,785 

62,044 

41,941 

COLONIAL PPTYS TR 136,435 

2,239,210 

1,009,619 

COLONY BANKCORP CORP 999 

13,919 

7,103 

COLOPLAST 163 

38,873 

32,137 

COLRUYT SA 69 

47,243 

45,063 

COLUMBIA BANKCORP ORE 46,203 

626,892 

91,020 

COLUMBIA BKY SYS INC 37,755 

870,295 

386,234 

COLUMBIA LABS INC 212,800 

1,355,995 

242,592 

COLUMBIA SPORTSWEAR CO 66,280 

2,479,821 

2,049,378 

COLUMBUS MCKINNON CORP NY 49,530 

1,232,536 

626,555 

COMARCO INC 29,248 

213,909 

51,476 

COMBINATORX INC 46,900 

247,796 

38,458 

COMCAST CORP NEW 3,649,147 

58,567,454 

52,876,140




COMCAST CORP NEW 4,659,840 

49,828,207 

65,703,744 

COMERICA INC 464,119 

12,492,390 

9,816,117 

COMFORCE CORP 55,563 

58,679 

75,010 

COMFORT SYS USA INC 15,918 

163,659 

163,160 

COMFORTDELGRO CORP 10,673 

35,376 

27,131 

COMM BANCORP INC 100 

5,002 

3,810 

COMMAND SEC CORP 1,500 

4,668 

5,175 

COMMERCE BANCSHARES INC 210,835 

5,772,546 

6,710,878 

COMMERCIAL INTL BK 138 

37,500 

46,132 

COMMERCIAL METALS CO 298,441 

4,724,589 

4,784,009 

COMMERCIAL VEH GROUP INC 126,175 

162,329 

181,692 

COMMERZBANK AG 3,645 

271,725 

65,108 

COMMONWEALTH BANKSHARES INC 13,692 

246,679 

70,103 

COMMONWEALTH BIOTECHNOLOGIES 57,300 

157,071 

30,942 

COMMONWEALTH PROPERTY OFFICE 9,584 

32,420 

18,485 

COMMSCOPE INC 367,881 

11,248,644 

9,660,555 

COMMUNICATION INTELLIGENCE COR 37,100 

6,844 

3,525 

COMMUNICATIONS SYS 26,400 

212,834 

258,720 

COMMUNITY BANCORP NEV 60,099 

1,187,039 

55,898 

COMMUNITY BK SHS IND INC 7,317 

150,932 

60,402 

COMMUNITY BK SYS INC 15,150 

314,884 

220,584 

COMMUNITY CAP CORP S C 14,988 

251,202 

73,141 

COMMUNITY FINL CORP VA 11,600 

133,290 

51,040 

COMMUNITY HEALTH SYS INC NEW 357,602 

9,557,646 

9,029,451 

COMMUNITY PARTNERS BANCORP 2,915 

22,494 

12,462 

COMMUNITY SHORES BK CORP 13,098 

128,462 

27,375 

COMMUNITY TR BANCORP INC 29,040 

867,751 

776,820 

COMMUNITY VY BANCORP 2,824 

29,786 

8,896 

COMMUNITY WEST BANCSHARES 24,654 

207,077 

55,348 

COMMVAULT SYS INC 64,741 

846,130 

1,073,406 

COMPAIGNE GENERALE IMMOBILE 2 

17,521 

16,162 

COMPAL COMMUN INC 136 

6,062 

4,263 

COMPAL ELECTRONIC 1,805 

50,457 

55,906 

COMPANHIA DE BEBIDAS DAS AMERS 84,800 

1,740,472 

5,497,584 

COMPANHIA DE SANEAMENTO BASICO 30,500 

696,105 

914,695 

COMPANHIA ENERGETICA DE MINAS 15,746 

200,945 

211,626 

COMPANHIA PARANAENSE DE ENERG 186,900 

2,458,000 

2,640,897 

COMPANHIA SIDERURGICA NATL 37,190 

591,059 

831,197 

COMPANIA CERVECERIAS UNIDAS SA 118,375 

3,643,349 

4,143,125 

COMPANIA DE MINAS BUENAVENTURA 73,508 

2,039,695 

1,766,397 

COMPASS DIVERSIFIED HLDGS 5,400 

90,826 

43,686 

COMPASS GROUP 9,603 

159,925 

155,351 

COMPASS MINERALS INTL INC 100,036 

4,688,471 

5,492,977 

COMPELLENT TECHNOLOGIES INC 33,360 

444,877 

508,740 

COMPETITIVE TECHNOLOGIES INC 27,125 

62,042 

45,028 

COMPLETE PRODTN SVCS INC 247,539 

5,894,980 

1,574,348 

COMPREHENSIVE CARE CORP 29,750 

55,608 

20,825 

COMPUCREDIT CORP 93,970 

709,564 

216,131 

COMPUMED INC 156,200 

53,731 

23,430




COMPUTER PROGRAMS + SYS INC 105,007 

2,973,611 

4,022,818 

COMPUTER SCIENCES CORP 537,248 

16,291,458 

23,800,086 

COMPUTER TASK GROUP INC 57,990 

245,141 

353,739 

COMPUTERSHARE REG 2,997 

63,266 

62,813 

COMPUWARE CORP 972,699 

5,579,109 

6,672,715 

COMPX INTL INC 27,400 

196,244 

170,154 

COMSCORE INC 10,890 

195,237 

145,055 

COMSTOCK HOMEBUILDING COS INC 128,713 

334,938 

27,094 

COMSTOCK RES INC 106,261 

1,931,983 

3,511,926 

COMSYS IT PARTNERS INC 36,700 

147,228 

214,695 

COMTECH TELECOMMUNICATIONS 85,005 

1,927,193 

2,709,959 

COMVERGE INC 47,400 

219,825 

573,540 

CON WAY INC 154,675 

4,252,716 

5,461,574 

CONAGRA INC 1,084,225 

18,025,384 

20,665,329 

CONCEPTUS INC 117,430 

1,861,596 

1,984,567 

CONCHO RES INC 138,168 

2,879,953 

3,964,040 

CONCUR TECHNOLOGIES INC 242,138 

7,050,019 

7,525,649 

CONCURRENT COMPUTER CORP NEW 52,868 

909,359 

301,876 

CONEXANT SYS INC 230,505 

219,234 

336,537 

CONMED CORP 44,175 

1,101,457 

685,596 

CONNECTICUT BK + TR CO 5,400 

40,032 

27,810 

CONNECTICUT WTR SVC INC 26,505 

613,326 

574,893 

CONNS INC 87,325 

1,226,912 

1,091,563 

CONOCOPHILLIPS 4,376,151 123,263,978 184,060,911 

CONOLOG CORP 20 

6,551 

27 

CONSECO INC 1,140,135 

5,013,059 

2,702,120 

CONSOL ENERGY INC 558,382 

15,351,707 

18,962,653 

CONSOLIDATED COMM HOLDINGS INC 8,649 

103,178 

101,280 

CONSOLIDATED EDISON INC 652,563 

20,466,624 

24,418,907 

CONSOLIDATED GRAPHICS INC 19,210 

501,752 

334,638 

CONSOLIDATED MEDIA 2,705 

27,747 

14,266 

CONSOLIDATED TOMOKA LD CO 900 

25,273 

31,572 

CONSTANT CONTACT INC 41,855 

762,651 

830,403 

CONSTELLATION BRANDS INC 492,136 

8,791,657 

6,240,284 

CONSTELLATION ENERGY GROUP INC 494,609 

14,143,428 

13,146,707 

CONSULIER ENGR INC 600 

2,483 

2,214 

CONSUMER PORTFOLIO SVCS INC 122,100 

674,006 

72,527 

CONTACT ENERGY 1,155 

20,622 

12,582 

CONTANGO OIL + GAS CO 31,885 

1,725,380 

1,354,794 

CONTINENTAL AIRLS INC 173,002 

5,566,601 

1,532,798 

CONTINENTAL RES INC OK 101,786 

2,863,979 

2,824,562 

CONTINUCARE CORP 198,375 

567,648 

462,214 

CONVERA CORP 74,300 

656,663 

14,117 

CONVERGYS CORP 518,646 

4,213,558 

4,813,035 

CONVERSION SVCS INTL INC 6,900 

999 

414 

COOPER COS INC 146,239 

3,901,234 

3,616,490 

COOPER INDUSTRIES LTD 591,730 

15,418,513 

18,373,217 

COOPER TIRE + RUBR CO 209,822 

2,445,030 

2,081,434 

COOPERATIVE BANKSHARES INC 24,475 

329,168 

33,776




COPA HOLDINGS S A 53,921 

1,797,614 

2,201,055 

COPANO ENERGY LLC 227,734 

6,444,337 

3,655,131 

COPART INC 132,844 

1,023,006 

4,605,701 

COPYTELE INC 128,000 

122,735 

49,920 

CORCEPT THERAPEUTICS INC 159,700 

1,154,071 

129,357 

CORE LABORATORIES NV 5,696 

506,363 

496,406 

CORE MARK HLDG CO INC 27,300 

685,269 

711,438 

CORE MOLDING TECHNOLOGIES 1,645 

4,572 

3,685 

CORETRONIC CORP 328 

10,653 

12,610 

CORINTHIAN COLLEGES INC 157,762 

2,253,988 

2,670,911 

CORIO NV 367 

82,551 

51,305 

CORN PRODUCTS INTL INC 216,610 

4,842,407 

5,802,982 

CORNELL COMPANIES INC 3,000 

61,037 

48,630 

CORNERSTONE THERAPEUTICS INC 16,523 

713,051 

181,423 

CORNING INC 5,694,507 

70,536,673 

91,453,782 

CORP EXPRESS AUST 317 

4,339 

2,739 

CORP FINANC ALBA 187 

34,528 

25,839 

CORPBANCA 39,581 

7,581 

8,865 

CORPORATE EXECUTIVE BRD CO 51,069 

2,555,025 

1,060,192 

CORPORATE OFFICE PPTYS TR 115,510 

4,517,133 

3,387,908 

CORPORATION BANK INDIA 13 

2,774 

3,343 

CORRECTIONS CORP AMER NEW 324,335 

8,571,675 

5,510,452 

CORTEX PHARMACEUTICALS INC 66,400 

200,776 

15,936 

CORUS BANKSHARES INC 563,700 

626,397 

155,018 

CORUS ENTMT INC 14,231 

264,549 

181,161 

CORVEL CORP 16,015 

659,175 

364,662 

COSAN LTD 22,700 

195,923 

117,586 

COSCO CORPORATION 3,388 

13,240 

8,409 

COSCO PACIFIC LTD 5,372 

23,097 

17,334 

COSI INC 177,340 

548,814 

111,724 

COSMO OIL COMPANY 4,562 

47,872 

44,574 

COST PLUS INC CALIF 108,334 

484,907 

160,334 

COSTAR GROUP INC 102,985 

4,839,691 

4,106,012 

COSTCO WHSL CORP NEW 1,169,962 

25,886,982 

53,467,263 

COUGAR BIOTECHNOLOGY INC 24,400 

751,467 

1,048,224 

COUNTRY GARDEN HOLDINGS ORDSHS 15,880 

36,445 

21,320 

COURIER CORP 2,000 

43,085 

30,520 

COUSINS PPTYS INC 93,518 

767,481 

794,903 

COVANCE INC 137,859 

3,327,680 

6,782,663 

COVANTA HLDG CORP 611,486 

11,341,747 

10,370,803 

COVENANT TRANS INC 47,900 

809,388 

263,450 

COVENTRY HEALTH CARE INC 535,058 

10,661,850 

10,010,935 

COVER ALL TECHNOLOGIES INC 5,300 

4,091 

5,565 

COVIDIEN PLC 248,497 

10,112,054 

9,303,728 

COWEN GROUP INC 29,000 

336,743 

242,150 

COWLITZ BANCORPORATION LONGVIE 1,700 

10,914 

3,825 

CPEX PHARMACEUTICALS INC 12,359 

179,762 

123,466 

CPFL ENERGIA SA 24 

16,309 

15,159 

CPI AEROSTRUCTURES INC 11,700 

105,109 

80,730




CPI CORP 9,800 

81,637 

166,502 

CPI INTL INC 14,700 

156,053 

127,743 

CRA INTL INC 22,340 

950,796 

620,158 

CRACKER BARREL OLD CTRY STORE 94,042 

2,607,493 

2,623,772 

CRAFTMADE INTL INC 17,905 

368,469 

38,317 

CRAFTY BREWERS ALIANCE INC 46,790 

143,743 

96,387 

CRANE CO 272,024 

4,428,386 

6,068,855 

CRAWFORD + CO 48,910 

397,424 

234,768 

CRAY INC 285,861 

1,383,731 

2,252,585 

CREDICORP LTD 241,656 

9,381,133 

14,064,379 

CREDICORP SA 39,557 

1,997,404 

2,332,810 

CREDIT ACCEPTANCE CORP 12,100 

223,673 

264,385 

CREDIT AGRICOLE EGYPT 38 

3,763 

3,772 

CREDIT AGRICOLE SA 4,811 

387,827 

172,169 

CREDIT IMM + HOTEL 2 

5,328 

3,828 

CREDIT SAISON CO 931 

55,659 

34,076 

CREDIT SUISSE GRP AG 5,861 

901,654 

768,365 

CREDIT SUISSE INTERNATIONAL (250,000) 

(250,000) 

(250,000) 

CREDO PETE CORP 55,800 

1,120,030 

595,944 

CREE INC 324,999 

11,199,139 

9,551,721 

CRESCENT FINL CORP 15,198 

88,965 

57,752 

CRG PARTNERS LP 115,000,000 115,000,000 103,008,260 

CRH 3,506 

282,232 

230,389 

CRIMSON EXPL INC 1,200 

4,302 

4,800 

CRITERIA CAIXACORP 5,335 

79,540 

70,764 

CRM HOLDINGS LTD 11,100 

43,177 

13,431 

CROCS INC 288,045 

635,229 

979,353 

CROMPTON GREAVES 81 

15,576 

18,859 

CROSS A T CO 50,100 

309,306 

200,400 

CROSS CTRY HEALTHCARE INC 72,875 

1,004,697 

500,651 

CROSS TIMBERS RLTY TR 30,013 

920,870 

747,324 

CROSSTEX ENERGY INC 304,126 

3,720,962 

1,265,164 

CROSSTEX ENERGY L P 133,543 

2,235,119 

417,990 

CROWN CASTLE INTL CORP 624,567 

17,023,498 

15,002,099 

CROWN CRAFTS INC 38,475 

101,008 

111,578 

CROWN HLDGS INC 702,734 

14,837,903 

16,963,999 

CROWN LTD 2,885 

76,421 

48,735 

CROWN MEDIA HLDGS INC 10,250 

16,913 

17,118 

CRYO CELL INTL INC 3,200 

1,872 

3,680 

CRYOLIFE INC 127,685 

1,135,357 

707,375 

CRYPTOLOGIC LIMITED 57,387 

367,985 

351,208 

CSG SYS INTL INC 30,450 

530,585 

403,158 

CSK HOLDINGS CORPORATION 263 

6,051 

3,560 

CSL 3,108 

229,664 

232,161 

CSR LIMITED 6,471 

38,117 

25,562 

CSS INDS INC 1,728 

41,699 

35,217 

CSX CORP 1,314,681 

28,092,868 

45,527,403 

CTC MEDIA INC 57,300 

698,943 

677,286 

CTI INDS CORP 8,000 

13,960 

15,200




CTS CORP 183,440 

4,824,964 

1,201,532 

CUBIC CORP 37,970 

1,099,315 

1,358,946 

CUBIST PHARMACEUTICALS INC 203,753 

4,832,670 

3,734,792 

CUISINE SOLUTIONS INC 2,400 

11,733 

2,664 

CULLEN FROST BANKERS INC 152,492 

2,751,152 

7,032,931 

CULP INC 41,743 

307,646 

208,715 

CUMMINS INC 613,166 

19,091,266 

21,589,575 

CUMULUS MEDIA INC 60,446 

157,949 

56,215 

CURAGEN CORP 331,486 

1,212,407 

477,340 

CURIS INC 227,000 

491,766 

360,930 

CURTISS WRIGHT CORP 94,184 

1,138,450 

2,800,090 

CUTERA INC 104,400 

2,066,101 

899,928 

CVB FINL CORP 129,592 

1,514,998 

773,664 

CVR ENERGY INC 208,430 

1,279,064 

1,527,792 

CVS CAREMARK CORP 4,596,593 

82,445,491 146,493,419 

CYANOTECH CORP 11,600 

23,331 

23,084 

CYBERONICS INC 18,130 

305,098 

301,502 

CYBEROPTICS CORP 28,500 

410,127 

162,450 

CYBERSOURCE CORP DEL 208,443 

2,905,542 

3,189,178 

CYBEX INTL INC 16,850 

26,762 

18,872 

CYCLACEL PHARMACEUTICALS INC 5,500 

304,401 

6,325 

CYCLE CTRY ACCESSORIES CORP 2,800 

1,694 

1,036 

CYMER INC 101,805 

2,841,493 

3,026,663 

CYNOSURE INC 107,550 

2,515,599 

822,758 

CYPRESS BIOSCIENCE INC 112,795 

937,212 

1,062,529 

CYPRESS SEMICONDUCTOR CORP 244,687 

28,662 

2,251,120 

CYRELA BRAZIL REAL 123 

42,777 

35,598 

CYTEC INDS INC 225,485 

7,611,997 

4,198,531 

CYTOKINETICS INC 56,850 

423,075 

160,886 

CYTOMEDIX INC 115,400 

386,142 

61,162 

CYTORI THERAPEUTICS INC 90,700 

442,975 

327,427 

CYTRX CORP 176,650 

176,485 

192,549 

D + E COMMUNICATIONS INC 31,216 

388,455 

319,340 

D LINK 262 

8,757 

8,121 

D R HORTON INC 797,920 

7,322,231 

7,468,531 

DABUR INDIA LTD 114 

8,401 

11,533 

DACOM CORP 19 

11,871 

9,781 

DAEGU BANK 62 

18,911 

21,800 

DAELIM INDUSTRIAL CO 16 

30,214 

29,827 

DAEWOO ENGINEERING 46 

20,887 

17,775 

DAEWOO SECURITIES 67 

37,521 

38,202 

DAEWOO SHIPBUILDING + MARINE 35 

34,112 

21,066 

DAH SING BANKING G 958 

5,366 

2,722 

DAH SING FINANCIAL 665 

15,652 

7,803 

DAI NIPPON PRINTNG 2,860 

123,036 

112,821 

DAICEL CHEM INDS 1,552 

25,925 

27,049 

DAIDO STEEL CO 1,670 

22,933 

19,703 

DAIHATSU MOTOR CO 969 

28,916 

25,911 

DAIICHI SANKYO 2,734 

209,674 

140,752




DAIKIN INDUSTRIES 1,107 

127,883 

102,585 

DAILY MAIL + GEN TST 1,380 

26,060 

18,554 

DAIMLER AG 3,790 

192,684 

137,463 

DAIMLER AG 5,270 

885,018 

547,745 

DAINIPPON SCREEN 791 

5,435 

7,874 

DAINIPPON SUMITOMO 750 

18,359 

18,853 

DAISHI BANK 1,571 

19,627 

18,486 

DAISHIN SECURITIES 24 

10,377 

10,986 

DAITO TRUST CONST 573 

80,426 

77,790 

DAIWA HOUSE INDS 2,322 

86,694 

71,947 

DAIWA SECURITIES GROUP INC 7,250 

205,191 

124,192 

DAKTRONICS INC 178,245 

4,859,690 

1,372,487 

DANA HLDG CORP 221,300 

263,623 

283,264 

DANAHER CORP 763,402 

20,126,985 

47,132,439 

DANISCO 282 

50,657 

31,780 

DANONE 3,270 

607,939 

463,785 

DANSKE BANK A/S 3,603 

324,896 

178,477 

DANVERS BANCORP 20,700 

292,252 

278,415 

DARA BIOSCIENCES INC 47,538 

111,325 

18,207 

DARDEN RESTAURANTS INC 349,295 

10,034,366 

11,519,749 

DARLING INTL INC 315,603 

3,594,736 

2,082,980 

DASSAULT SYSTEMES 289 

45,715 

36,716 

DATA DOMAIN INC 268,012 

5,778,014 

8,938,200 

DATA I O CORP 27,600 

89,088 

78,660 

DATALINK CORP 114,700 

841,256 

487,475 

DATANG INTL POWER 1,537 

32,127 

35,767 

DATARAM CORP 18,200 

71,344 

26,754 

DATATRAK INTL INC 19,200 

72,115 

5,280 

DATAWATCH CORP 69,143 

217,958 

114,086 

DAUM COMMUNICATIONS CORP 6 

7,105 

7,952 

DAVITA INC 318,755 

7,392,108 

15,765,622 

DAWSON GEOPHYSICAL CO 45,620 

792,443 

1,361,757 

DAXOR CORP 13,700 

199,966 

141,110 

DAYTON SUPERIOR CORP 29,100 

19,229 

2,037 

DBS GROUP HLDGS 9,103 

251,091 

213,323 

DCP MIDSTREAM PARTNERS LP 45,100 

760,643 

976,415 

DCT INDUSTRIAL TRUST INC 360,380 

2,562,172 

1,470,350 

DDI CORP 20,713 

127,956 

93,830 

DEALERTRACK HOLDINGS INC 81,675 

2,881,295 

1,388,475 

DEAN FOODS CO NEW 1,005,131 

19,044,777 

19,288,464 

DEARBORN BANCORP INC 61,100 

569,195 

109,980 

DECKERS OUTDOOR CORP 58,566 

4,816,137 

4,115,433 

DECORATOR INDS INC 5,398 

31,381 

3,590 

DEEPHAVEN MARKET NEUTRAL FND 200,000,000 200,000,000 167,338,600 

DEERE + CO 1,106,304 

26,001,220 

44,196,845 

DEL MONTE FOODS CO 740,678 

5,486,582 

6,947,560 

DELCATH SYS INC 63,085 

98,402 

225,844 

DELEK AUTOMOTIVE 92 

2,755 

2,155 

DELEK GROUP 16 

3,800 

5,700




DELEK US HLDGS INC 37,795 

392,096 

320,502 

DELHAIZE GROUP 516 

112,259 

104,392 

DELIA S INC NEW 159,120 

394,374 

378,706 

DELL INC 5,139,602 

37,577,414 

70,566,735 

DELPHI FINL GROUP INC 213,357 

4,160,320 

4,145,527 

DELTA AIR LINES INC DE 1,636,431 

17,479,817 

9,474,935 

DELTA APPAREL INC 21,800 

196,980 

149,984 

DELTA ELECTRONICS 276 

5,059 

3,860 

DELTA ELECTRONICS 772 

75,742 

66,864 

DELTA FINL CORP 101,800 

883,508 

0 

DELTA NAT GAS INC 4,700 

112,550 

105,844 

DELTA PETE CORP 416,240 

3,563,268 

803,343 

DELTA SUGAR CO 22 

2,650 

2,476 

DELTATHREE INC 187,299 

463,347 

41,206 

DELTEK INC 95,506 

495,968 

414,496 

DELTIC TIMBER CORP 300 

11,057 

10,641 

DELUXE CORP 120,424 

1,706,911 

1,542,631 

DEMANDTEC INC 21,786 

227,204 

191,717 

DENA CO LTD 2 

21,200 

19,367 

DENALI ADVISORS VENTURES 2,128,500 

2,128,500 

3,400,000 

DENBURY RES INC 564,986 

7,538,092 

8,322,244 

DENDREON CORP 232,980 

2,220,039 

5,789,553 

DENKI KAGAKU KOGYO 2,984 

27,553 

23,910 

DENNYS CORP 122,400 

224,759 

263,160 

DENSO CORP 2,284 

216,688 

168,767 

DENTSPLY INTL INC NEW 217,882 

2,025,885 

6,649,759 

DENTSU INC 716 

53,450 

43,288 

DENWAY MOTORS LTD 30,798 

42,479 

35,296 

DEPOMED INC 173,200 

754,899 

562,900 

DERMA SCIENCES INC 59,200 

58,127 

23,680 

DESARROLLADORA HOMEX S A DE CV 318,735 

11,938,681 

8,889,519 

DESIGN WITHIN REACH INC 45,500 

289,308 

33,670 

DESTINATION MATERNITY CORP 6,700 

101,062 

111,756 

DEUTSCHE BANK AG 3,207 

915,779 

558,526 

DEUTSCHE BOERSE AG 1,003 

295,802 

223,555 

DEUTSCHE LUFTHANSA 1,212 

80,438 

43,625 

DEUTSCHE POST AG 4,645 

361,655 

173,874 

DEUTSCHE TELEKOM 16,904 

828,850 

572,498 

DEVELOPERS DIVERSIFIED RLTY 354,736 

8,652,355 

1,731,112 

DEVON ENERGY CORPORATION NEW 1,272,186 

50,735,272 

69,334,137 

DEVRY INC DEL 123,147 

5,327,076 

6,162,276 

DEXCOM INC 92,761 

865,394 

574,191 

DEXIA 2,720 

117,704 

59,272 

DEXUS PROPERTY GROUP 19,697 

67,687 

34,329 

DG FASTCHANNEL INC 89,914 

1,455,405 

1,645,426 

DGSE COS INC 20,500 

85,260 

22,550 

DIAGEO 12,980 

660,969 

535,491 

DIAGEO PLC 5,855 

395,739 

335,199 

DIALYSIS CORP AMER 33,120 

383,381 

165,931




DIAMOND FOODS INC 62,122 

1,662,181 

1,733,204 

DIAMOND HILL INVT GROUP INC 8,128 

417,860 

326,583 

DIAMOND MGMT TECHNOLOGY 217,532 

983,284 

913,634 

DIAMOND OFFSHORE DRILLING INC 213,630 

10,809,199 

17,741,972 

DIAMONDHEAD CASINO CORP 4,900 

6,478 

4,165 

DIAMONDROCK HOSPITALITY CO 221,995 

1,930,319 

1,389,689 

DIANA SHIPPING INC 16,721 

274,617 

222,724 

DIC CORPORATION 2,847 

29,586 

12,805 

DICE HLDGS INC 6,963 

29,913 

32,378 

DICKS SPORTING GOODS INC 163,595 

2,863,730 

2,813,834 

DIEBOLD INC 242,910 

4,305,422 

6,403,108 

DIEDRICH COFFEE INC 5,600 

3,512 

133,168 

DIGI INTL INC 32,800 

296,719 

319,800 

DIGI.COM BERHAD 144 

36,783 

34,709 

DIGIMARC CORP NEW 15,541 

181,074 

195,350 

DIGIRAD CORP 77,300 

311,444 

98,944 

DIGITAL ANGEL CORP NEW 114,512 

1,858,498 

164,897 

DIGITAL PWR CORP 13,600 

15,585 

29,648 

DIGITAL RIV INC 108,760 

3,234,980 

3,950,163 

DIGITAL RLTY TR INC 227,777 

9,730,722 

8,165,805 

DILLARDS INC 246,425 

4,043,867 

2,267,110 

DIME CMNTY BANCORP INC 171,244 

2,504,131 

1,560,033 

DINEEQUITY INC 58,260 

1,026,277 

1,817,129 

DIODES INC 75,690 

1,673,689 

1,183,792 

DIONEX CORP 26,180 

1,398,506 

1,597,765 

DIRECTV GROUP INC 1,625,526 

29,147,451 

40,166,747 

DISCO CORPORATION 89 

8,490 

10,849 

DISCOUNT INV CORP 213 

8,912 

11,186 

DISCOVER FINL SVCS 1,525,478 

10,748,665 

15,666,659 

DISCOVERY COMMUNICATIONS INC 96,250 

1,545,469 

1,976,013 

DISCOVERY COMMUNICATIONS INC 1,012,633 

15,264,973 

22,834,874 

DISCOVERY HLDGS 136 

14,201 

17,371 

DISCOVERY LABORATORIES INC NEW 271,900 

752,082 

280,057 

DISH NETWORK CORP 1,142,392 

27,023,731 

18,518,174 

DISNEY WALT CO 5,026,668 

60,083,176 117,272,164 

DITECH NETWORKS INC 119,700 

996,399 

148,428 

DIVIS LABORATORIE 17 

18,228 

14,836 

DIVX INC 800 

4,299 

4,392 

DIXIE GROUP INC 56,457 

348,608 

164,290 

DLF LIMITED 103 

29,587 

25,647 

DNB NOR ASA 5,120 

153,401 

112,036 

DOCUMENT SEC SYS INC 23,500 

109,544 

44,650 

DOGAN SIRKETLER GRUBY HLDG AS 427 

12,289 

11,878 

DOLAN MEDIA CO 101,185 

2,033,629 

1,294,156 

DOLBY LABORATORIES INC 265,075 

9,737,322 

9,881,996 

DOLLAR FINL CORP 211,291 

4,527,868 

2,913,703 

DOLLAR THRIFTY AUTOMOTIVE GRP 62,865 

1,415,435 

876,967 

DOLLAR TREE INC 243,482 

7,664,518 

10,250,592 

DOMINION RES INC VA NEW 1,518,204 

34,017,151 

50,738,378




DOMINOS PIZZA INC 67,640 

886,129 

506,624 

DOMTAR CORP 130,584 

8,361,941 

2,165,083 

DON QUIJOTE 298 

17,537 

16,471 

DONALDSON CO INC 117,225 

3,655,804 

4,060,674 

DONEGAL GROUP INC 27,127 

449,755 

412,602 

DONGBU INSURANCE 33 

20,000 

25,644 

DONGFANG ELECT COR 74 

7,886 

10,114 

DONGKUK STEEL MILL 22 

25,203 

16,900 

DONNELLEY R R + SONS CO 641,660 

11,529,785 

7,456,089 

DOR BIOPHARMA INC 228,300 

72,927 

40,866 

DORAL FINL CORP 87,403 

1,267,674 

218,508 

DORCHESTER MINERALS L P 14,100 

260,952 

322,044 

DORMAN PRODS INC 42,226 

421,838 

583,986 

DOT HILL SYSTEMS CORP 161,400 

542,198 

129,572 

DOTRONIX INC 1,725 

0 0 


0 0 


0 0 

DOUBLE EAGLE PETE + MNG CO 37,785 

486,793 

188,169 

DOUBLE TAKE SOFTWARE 15,100 

123,131 

130,615 

DOUGLAS EMMETT INC 243,580 

4,906,508 

2,189,784 

DOUJA PROM ADDOHA 53 

43,548 

36,971 

DOVER CORP 490,463 

6,290,908 

16,229,421 

DOVER DOWNS GAMING + ENTMT INC (350) 

(1,132) 

(1,628) 

DOVER MOTORSPORTS INC 124,286 

722,653 

176,486 

DOVER SADDLERY INC 2,200 

8,166 

3,872 

DOW CHEM CO 3,904,247 

73,819,466 

63,014,547 

DOWA HOLDINGS 1,680 

23,563 

20,115 

DOWA MINING 1,500 

0 0 

DOWNER GROUP 1,591 

26,070 

20,670 

DPL INC 393,877 

8,239,575 

9,126,130 

DR PEPPER SNAPPLE GROUP INC 647,438 

10,759,254 

13,719,211 

DR REDDYS LABS 39 

16,213 

24,640 

DRAX GROUP 2,138 

77,281 

44,424 

DREAMS INC 1,300 

655 

533 

DREAMWORKS ANIMATION SKG 152,448 

5,394,225 

4,206,040 

DRESS BARN INC 266,261 

3,015,220 

3,807,532 

DRESSER RAND GROUP INC 445,976 

14,341,409 

11,639,974 

DREW INDS INC 21,895 

700,985 

266,462 

DRI CORP 15,157 

22,474 

24,251 

DRIL QUIP INC 49,650 

1,837,790 

1,891,665 

DRUGSTORE COM INC 324,292 

514,701 

590,211 

DRYCLEAN USA INC 6,300 

6,726 

5,954 

DSP GROUP INC 3,500 

54,246 

23,660 

DST SYS INC DEL 27,004 

1,190,473 

997,798 

DSW INC 38,294 

548,694 

377,196 

DT POSTBANK AG 452 

28,688 

33,006 

DTE ENERGY CO 570,536 

15,548,873 

18,257,152 

DTS INC 76,976 

1,667,796 

2,083,740 

DU PONT E I DE NEMOURS + CO 2,430,672 

88,813,040 

62,273,817




DUCKWALL ALCO STORES INC 19,100 

251,355 

310,757 

DUCOMMUN INC DEL 32,153 

614,449 

604,155 

DUFF + PHELPS CORP NEW 68,913 

1,043,469 

1,225,273 

DUKE ENERGY HLDG CORP 3,340,874 

34,090,636 

48,743,352 

DUKE RLTY CORP 602,136 

9,759,803 

5,280,733 

DUN + BRADSTREET CORP DEL NEW 179,282 

3,270,519 

14,559,491 

DUNCAN ENERGY PARTNERS L P 30,045 

575,722 

485,828 

DUNE ENERGY INC 96,755 

203,575 

12,578 

DUPONT FABROS TECHNOLOGY INC 130,460 

486,616 

1,228,933 

DURA AUTOMOTIVE SYS INC 59,107 

666,733 

0 

DURECT CORP INC 55,337 

264,618 

131,702 

DUSA PHARMACEUTICALS INC 85,854 

266,551 

94,439 

DXP ENTERPRISES INC 49,010 

666,121 

562,145 

DYAX CORP 120,250 

408,789 

257,335 

DYCOM INDS INC 186,410 

3,302,133 

2,063,559 

DYNACQ HEALTHCARE INC 8,800 

33,884 

27,720 

DYNAMEX INC 16,700 

203,293 

257,013 

DYNAMIC MATLS CORP 58,680 

1,012,607 

1,131,350 

DYNAMICS RESH CORP 39,094 

586,568 

391,331 

DYNATRONICS CORP 3,100 

1,394 

1,984 

DYNAVAX TECHNOLOGIES CORP 127,000 

802,113 

163,830 

DYNCORP INTL INC 108,693 

2,090,778 

1,824,955 

DYNEGY INC DEL 1,313,469 

11,536,638 

2,981,575 

E ON AG 10,277 

1,407,962 

1,044,959 

E SUN FINANCIAL HL 1,211 

13,549 

15,482 

E TRADE FINL CORP 1,836,225 

6,536,416 

2,350,368 

EADS(EURO AERO) 1,646 

121,132 

76,366 

EAGLE BANCORP INC MD 27,860 

303,695 

244,332 

EAGLE BULK SHIPPING INC 132,303 

2,541,694 

620,501 

EAGLE MATLS INC 63,529 

1,009,078 

1,603,472 

EAGLE ROCK ENERGY PARTNERS 31,770 

229,038 

101,346 

EARTHLINK INC 531,288 

4,266,446 

3,936,844 

EAST JAPAN RAILWAY 1,550 

323,731 

268,312 

EAST WEST BANCORP INC 255,082 

3,029,776 

1,655,482 

EASTERN CO 18,425 

208,535 

304,013 

EASTERN INS HLDGS INC 69,400 

1,113,870 

653,054 

EASTERN VA BANKSHARES INC 8,463 

193,916 

73,120 

EASTGROUP PPTYS INC 66,821 

3,042,917 

2,206,429 

EASTMAN CHEM CO 211,633 

8,062,355 

8,020,891 

EASTMAN KODAK CO 105,495 

1,318,543 

312,265 

EASYLINK SVCS INTL CORP 70,000 

146,921 

107,100 

EATON CORP 390,154 

13,021,235 

17,404,770 

EATON VANCE CORP 312,649 

6,790,181 

8,363,361 

EBARA CORP 2,192 

17,804 

21,748 

EBAY INC 2,960,221 

66,246,659 

50,708,586 

EBIX COM INC 28,460 

567,087 

891,367 

ECHELON CORP 60,290 

782,944 

511,259 

ECHOSTAR CORP 112,298 

3,740,451 

1,790,030 

ECLIPSYS CORP 115,632 

2,113,530 

2,055,937




ECOLAB INC 548,139 

7,078,897 

21,371,940 

ECOLOGY + ENVIRONMENT INC 6,300 

62,451 

89,586 

EDAC TECHNOLOGIES CORP 15,900 

28,658 

61,215 

EDCI HLDGS INC 62,196 

1,149,508 

326,529 

EDEN BIOSCIENCE CORP 5,999 

31,168 

7,619 

EDF 1,300 

291,365 

181,802 

EDGAR ONLINE INC 59,915 

72,548 

79,687 

EDGE PETE CORP DEL 260,000 

2,852,249 

152,880 

EDGEWATER TECHNOLOGY INC 51,545 

287,147 

132,986 

EDIETS.COM INC CL A 48,450 

294,976 

45,059 

EDISON 2,328 

18,060 

9,612 

EDISON INTL 980,069 

20,840,854 

30,832,971 

EDP ENERGIAS PORTUGAL 14,171 

205,263 

159,571 

EDP RENOVAVEIS SA 354 

12,851 

10,429 

EDUCATION RLTY TR INC 78,785 

814,831 

337,988 

EDUCATIONAL DEV CORP 6,900 

83,628 

33,810 

EDWARDS LIFESCIENCES CORP 151,345 

4,788,997 

10,296,000 

EF JOHNSON TECHNOLOGIES INC 246,200 

1,504,585 

156,903 

EFES BREWERIES INTL N V 272,200 

7,388,298 

2,313,700 

EFG EUROBANK ERGAS 1,963 

158,350 

59,362 

EFG HERMES HLDGS 137 

31,378 

21,020 

EFG INTERNATIONAL AG 188 

13,076 

5,831 

EGAIN COMMUNICATIONS CORP 4,400 

3,676 

1,562 

EHEALTH INC 54,310 

1,195,249 

959,115 

EIFFAGE 357 

99,569 

59,741 

EINSTEIN NOAH REST GROUP INC 44,603 

449,071 

385,816 

EISAI CO 1,131 

130,121 

115,920 

EL EZZ STEEL REBAR 193 

23,432 

15,947 

EL PASO CORP 1,446,539 

20,156,199 

13,351,555 

EL PASO ELEC CO 115,335 

1,910,210 

1,610,077 

EL PASO PIPELINE 83,100 

1,413,716 

1,456,743 

ELAN CORP 2,365 

124,870 

46,444 

ELBIT MEDICAL IMAG 83 

3,905 

4,708 

ELBIT SYSTEMS LTD 162 

22,471 

28,156 

ELBIT SYSTEMS LTD 7,073 

359,450 

437,465 

ELDERS LTD 3,369 

12,241 

2,231 

ELEC POWER DEV 856 

88,548 

69,902 

ELECSYS CORPORATION 7,100 

38,532 

22,578 

ELECTRO OPTICALSCIENCES INC 50,400 

256,914 

392,616 

ELECTRO RENT 73,062 

1,018,171 

693,358 

ELECTRO SCIENTIFIC INDS INC 78,860 

1,162,237 

881,655 

ELECTRO SENSORS INC 3,550 

18,492 

9,159 

ELECTROLUX AB 1,547 

62,758 

61,858 

ELECTRONIC ARTS INC 882,047 

15,975,471 

19,158,061 

ELETROBRAS (CENTR) 128 

69,230 

71,302 

ELETRONICS FOR IMAGING INC 11,990 

255,864 

127,813 

ELITE PHARMACEUTICALS INC A 39,100 

49,466 

2,542 

ELIXIR GAMING TECHNOLOGIES INC 122,075 

15,870 

19,532 

ELIZABETH ARDEN INC 85,965 

1,580,628 

750,474




ELLIS PERRY INTL INC 71,123 

1,124,020 

517,775 

ELMIRA SVGS BK FSB ELMIRA N Y 2,102 

34,709 

31,740 

ELOYALTY CORP 24,127 

213,865 

190,121 

ELPIDA MEMORY INC 460 

9,379 

14,326 

ELSWEDY CABLES HOL 26 

19,127 

11,918 

ELXSI CORP 3,800 

12,273 

2,850 

EMAGIN CORP 62,890 

138,386 

68,550 

EMBARQ CORP 406,089 

14,979,232 

17,080,103 

EMBOTELLADORA ANDINA SA 33,900 

587,083 

500,025 

EMBOTELLADORA ANDINA SA 442,707 

5,837,698 

7,534,873 

EMBOTELLADORA ANDINA-PREF B 85 

8,225 

9,359 

EMBRAER EMP AER BR 348 

85,813 

55,180 

EMBRAER EMPRESA BRASILEIRA DE 206,500 

5,555,081 

3,419,640 

EMC CORP 5,737,763 

38,912,601 

75,164,695 

EMC INS GROUP INC 26,860 

768,179 

558,957 

EMCOR GROUP INC 213,225 

4,300,056 

4,290,087 

EMCORE CORP 227,065 

299,726 

286,102 

EMERGE INTERACTIVE INC 5,566 

164,036 

0 

EMERGENCY MED SVCS CORP 42,100 

1,360,123 

1,550,122 

EMERGENT BIOSOLUTIONS INC 50,722 

1,062,110 

726,846 

EMERGENT GROUP INC NEV 3,700 

27,304 

29,674 

EMERGING VISION INC 4,700 

1,034 

705 

EMERITUS CORP 21,705 

390,002 

286,723 

EMERSON ELEC CO 2,178,994 

31,057,762 

70,599,406 

EMERSON RADIO CORP 2,100 

0 0 

EMERSON RADIO CORP 4,600 

2,811 

2,668 

EMISPHERE TECHNOLOGIES INC 116,400 

494,497 

118,728 

EMMIS COMMUNICATIONS CORP 525,212 

1,317,352 

157,564 

EMP NAC ELECTRICID 1,906 

103,170 

120,661 

EMPIRE DIST ELEC CO 107,390 

2,328,957 

1,774,083 

EMPIRE LTD 11,300 

455,835 

418,100 

EMPIRE RESORTS INC 234,900 

519,071 

425,169 

EMPLOYERS HLDGS INC 119,915 

1,611,886 

1,624,848 

EMPORIKI BANK OF GREECE SA 311 

19,503 

6,637 

EMPRESA NACIONAL DE ELEC 44,500 

1,833,701 

2,215,655 

EMPRESAS COPEC SA 245 

101,775 

111,703 

EMS TECHNOLOGIES INC 70,174 

1,597,997 

1,466,637 

EMULEX CORP 56,270 

886,588 

550,321 

EN POINTE TECHNOLOGIES INC 76,800 

229,462 

172,800 

ENAGAS SA 950 

72,401 

53,670 

ENBRIDGE ENERGY MGMT L L C 21,967 

605,287 

796,304 

ENBRIDGE ENERGY PARTNERS LP 130,555 

6,755,642 

5,036,812 

ENBRIDGE INC 1,928 

213,082 

192,564 

ENBRIDGE INC 8,672 

274,249 

301,179 

ENCANA CORP 3,873 

670,529 

552,784 

ENCORE AQUISITION CO 182,916 

4,858,518 

5,642,959 

ENCORE BANCSHARES INC 20,573 

305,036 

149,154 

ENCORE CAP GROUP INC 111,369 

906,920 

1,475,639 

ENCORE ENERGY PARTNERS 58,252 

1,220,161 

833,004




ENCORE WIRE CORP 5,800 

131,191 

123,830 

ENCORIUM GROUP INC 16,800 

53,851 

2,940 

ENDEAVOUR INTL CORP 628,300 

1,615,485 

854,488 

ENDO PHARMACEUTICALS HLDGS 362,556 

6,887,634 

6,497,004 

ENDOCARE INC 9,360 

117,198 

12,355 

ENDOLOGIX INC 45,000 

150,012 

150,300 

ENDURANCE SPECIALTY HOLDINGS 338,916 

10,929,098 

9,930,239 

ENDWAVE CORP 72,400 

694,581 

185,344 

ENEL 36,389 

797,279 

509,088 

ENER1 INC 90,758 

452,666 

495,539 

ENERGEN CORP 231,357 

7,812,046 

9,231,144 

ENERGIAS DO BRASIL COM STK 29 

13,953 

15,137 

ENERGIZER HLDGS INC 121,006 

2,656,429 

6,321,353 

ENERGY CONVERSION DEVICES INC 123,991 

4,646,606 

1,754,473 

ENERGY FOCUS INC 85,400 

515,811 

60,634 

ENERGY PARTNERS LTD 96,500 

28,027 

29,915 

ENERGY RES OF AUST 394 

18,612 

21,441 

ENERGY SOLUTIONS INC 89,968 

1,619,553 

827,706 

ENERGY TRANSFER EQUITY LP 489,625 

15,476,637 

12,421,786 

ENERGY TRANSFER PARTNERS L P 209,785 

10,058,150 

8,494,195 

ENERGY WEST INC 6,150 

27,804 

54,428 

ENERNOC INC 71,185 

880,532 

1,542,579 

ENERSIS S A 231,162 

3,599,363 

4,269,562 

ENERSIS SA 6,153 

74,097 

87,449 

ENERSYS 217,939 

4,510,769 

3,964,310 

ENGLOBAL CORP 97,300 

839,577 

478,716 

ENGRO CORPORATION LTD 66 

4,881 

3,955 

ENI 14,121 

1,326,593 

959,318 

ENKA INSAAT 167 

29,513 

19,957 

ENNIS INC 38,635 

559,045 

481,392 

ENOVA SYS INC 11,400 

11,198 

7,980 

ENPRO INDS INC 98,570 

1,247,038 

1,775,246 

ENSCO INTL INC 361,253 

5,760,780 

12,596,892 

ENSIGN GROUP INC 6,400 

87,883 

91,072 

ENSTAR GROUP LTD D 16,645 

1,602,033 

979,558 

ENTEGRIS INC 486,975 

2,662,338 

1,324,572 

ENTEL EMP NAC TELE 41 

19,137 

21,169 

ENTERCOM COMMUNICATIONS CORP 210,130 

516,404 

321,499 

ENTERGY CORP NEW 572,528 

22,668,680 

44,382,371 

ENTERPRISE BANCORP INC MASS 6,857 

93,988 

80,913 

ENTERPRISE FINL SVCS CORP 53,500 

559,392 

486,315 

ENTERPRISE GP HLDGS L P 99,395 

3,119,954 

2,497,796 

ENTERPRISE INNS PLC 3,490 

73,482 

20,609 

ENTERPRISE PRODS PARTNERS L P 633,165 

16,175,952 

15,791,135 

ENTERTAINMENT PPTYS TR 87,965 

4,335,225 

1,812,079 

ENTORIAN TECHNOLOGIES INC 46,553 

109,096 

15,595 

ENTRAVISION COM CORP 318,165 

302,455 

152,719 

ENTREMED INC 242,200 

987,620 

121,100 

ENTROPIC COMMUNICATIONS INC 273,290 

396,584 

614,903




ENTRUST INC 221,400 

726,048 

400,734 

ENVESTRA 5,016 

8,449 

5,653 

ENVIROMENTAL TECTONICS CORP 21,200 

134,202 

25,864 

ENVIRONMENTAL PWR CORP 26,200 

197,910 

13,624 

ENZO BIOCHEM INC (5,300) 

(24,193) 

(23,479) 

ENZON PHARMACEUTICALS INC 81,900 

521,995 

644,553 

EOG RESOURCES INC 755,009 

31,679,602 

51,280,211 

EON CAPITAL BERHAD 123 

5,703 

6,098 

EON COMMUNICATIONS CORP 19,555 

298,523 

15,644 

EPICEPT CORP 20,300 

14,009 

15,834 

EPICOR SOFTWARE CORP 217,260 

3,061,961 

1,151,478 

EPIQ SYS INC 98,355 

1,716,572 

1,509,749 

EPIX PHARMACEUTICALS INC 44,654 

96,449 

6,028 

EPLUS INC 34,100 

440,324 

496,837 

EPOCH HLDG CORP 133,026 

1,564,970 

1,149,345 

EQT CORP 244,561 

2,708,405 

8,537,625 

EQUIFAX INC 473,748 

8,143,058 

12,364,823 

EQUINIX INC 115,484 

7,530,361 

8,400,306 

EQUITY LIFESTYLE PPTYS INC 74,943 

3,618,328 

2,786,381 

EQUITY ONE INC 135,051 

2,748,877 

1,790,776 

EQUITY RESIDENTIAL 769,668 

31,976,347 

17,109,720 

ERAAM HIGHBURY FUND 185,000,000 185,000,000 194,675,500 

ERAMET 56 

72,977 

41,762 

EREGLI DEMIR CELIK 271 

52,509 

29,825 

ERESEARCH TECHNOLOGY INC 265,613 

2,243,970 

1,649,457 

ERICSSON(LM)TEL 15,357 

674,225 

431,278 

ERIE INDTY CO 33,126 

1,463,891 

1,184,586 

ERMITAGE HIGHBURY FUND 125,000,000 125,000,000 127,293,750 

ERSTE GROUP BANK AG 1,216 

197,178 

94,306 

ESB FINL CORP 39,936 

445,574 

523,960 

ESCALADE INC 4,900 

75,184 

4,165 

ESCALON MED CORP 17,000 

107,388 

37,230 

ESCO TECHNOLOGIES INC 80,052 

3,618,078 

3,586,330 

ESPEY MFS + ELECTRS CORP 9,200 

121,366 

141,220 

ESPRIT HOLDINGS 4,808 

150,976 

77,482 

ESSEX PROPERTY TRUST 66,480 

7,563,956 

4,137,050 

ESSILOR INTL 1,086 

174,685 

148,795 

ESTERLINE TECHNOLOGIES CORP 110,579 

4,807,999 

2,993,374 

ETERNAL CHEMICAL 279 

6,753 

7,590 

ETHAN ALLEN INTERIORS INC 42,895 

833,183 

444,392 

EULER HERMES 69 

20,544 

12,116 

EUR COLLATERAL 9,499 

43,715 

38,297 

EURASIAN NATURAL 1,996 

57,079 

61,845 

EURAZEO 120 

38,028 

14,380 

EUROBANCSHARES INC 86,563 

437,746 

177,454 

EURONET WORLDWIDE INC 171,275 

3,014,866 

3,321,022 

EUTELSAT COMMPROM 472 

35,605 

34,963 

EV ENERGY PARTNER LP 147,265 

2,733,087 

2,778,891 

EV3 INC 324,661 

3,157,012 

3,480,366




EVA AIRWAYS 732 

7,691 

7,500 

EVANS + SUTHERLAND COMPUTER CO 22,900 

95,163 

11,450 

EVANS BANCORP INC 300 

5,233 

3,939 

EVERCORE PARTNERS INC 69,400 

799,227 

1,363,016 

EVEREST REINSURANCE GROUP LTD 158,108 

14,492,145 

11,315,790 

EVERGREEN ENERGY INC NEW 111,300 

231,504 

109,074 

EVERGREEN MARINE 714 

12,834 

13,561 

EVERGREEN SOLAR INC 1,631,030 

3,455,719 

3,539,335 

EVN AG 252 

17,181 

12,025 

EVOLUTION PETE CORP 87,400 

328,468 

227,240 

EVOLVING SYS INC 1,074 

3,238 

2,792 

EVRAZ GROUP S A 91,833 

1,703,284 

1,740,235 

EXACT SCIENCES CORP 164,615 

780,820 

436,230 

EXACTECH INC 67,700 

981,643 

981,650 

EXAR CORP 1 117,544 

1,243,839 

845,141 

EXCEL MARITIME CARRIERS LTD 99,005 

2,539,237 

666,304 

EXCO RES INC 545,064 

5,834,306 

7,042,227 

EXELIXIS INC 101,930 

700,960 

496,399 

EXELON CORP 1,875,075 

49,291,602 

96,022,591 

EXIDE TECHNOLOGIES FORMERLY 417,165 

3,082,519 

1,556,025 

EXLSERVICE HLDGS INC 18,810 

407,037 

210,860 

EXOR SPA 414 

30,983 

17,106 

EXOR SPA - PRF 275 

7,266 

6,660 

EXPEDIA INC DEL 529,231 

8,575,150 

7,996,680 

EXPEDITORS INTL WA INC 587,561 

14,611,281 

19,589,284 

EXPERIAN PLC 5,486 

130,506 

117,964 

EXPONENT INC 54,800 

1,425,960 

1,343,148 

EXPRESS 1 EXPEDITED SOLUTIONS 17,100 

18,938 

14,535 

EXPRESS SCRIPTS INC 965,786 

36,614,257 

66,397,788 

EXPRESSJET HOLDINGS 8,590 

225,058 

11,854 

EXTERRAN HLDGS INC 40,350 

1,979,587 

647,214 

EXTERRAN PARTNERS L P 3,070 

97,343 

42,305 

EXTRA SPACE STORAGE INC 206,590 

3,054,051 

1,725,027 

EXTREME NETWORKS INC 558,230 

6,506,291 

1,116,460 

EXXARO RESOURCES LTD 33 

13,568 

12,505 

EXXON MOBIL CORP 14,276,875 373,048,836 998,096,331 

EZAKI GLICO CO 519 

15,785 

14,938 

EZCORP INC 181,087 

2,655,865 

1,952,118 

EZENIA INC 413,900 

469,224 

82,780 

F N B CORP PA 285,702 

4,020,551 

1,768,495 

F5 NETWORKS INC 358,426 

9,607,540 

12,397,955 

FACET BIOTECH CORP 50,778 

780,458 

471,728 

FACTSET RESH SYS INC 145,595 

6,619,102 

7,260,823 

FAIR ISAAC CORPORATION 140,255 

2,093,878 

2,168,342 

FAIRCHILD SEMICONDUCTOR INTL 311,008 

3,194,511 

2,173,946 

FAIRFAX MEDIA LTD 1,648 

3,785 

4,671 

FAIRPOINT COMMUNICATIONS INC 90,928 

568,294 

54,557 

FALCONSTOR SOFTWARE INC 299,000 

973,611 

1,420,250 

FAMILY DLR STORES INC 549,390 

9,015,297 

15,547,737




FAMILYMART CO 387 

38,400 

34,963 

FAMOUS DAVES AMER INC 48,622 

506,184 

298,539 

FANUC 905 

231,106 

209,165 

FAR EAST INTL BK 786 

6,058 

7,661 

FAR EASTERN NEW CENTURY CORP 1,615 

45,974 

71,312 

FAR EASTONE TELECO 732 

34,347 

32,726 

FARADAY TECHNOLOGY 127 

5,826 

7,005 

FARALLON CAPITAL INST PARTNERS 9,554,162 

9,554,162 

16,001,969 

FARALLON CAPITAL PARTNERS 47,770,808 

47,770,808 

44,542,075 

FARMER BROS CO 1,390 

32,126 

31,803 

FARMERS CAP BK CORP 23,024 

442,759 

579,514 

FARO TECHNOLOGIES INC 22,214 

335,949 

344,983 

FAST RETAILING CO 277 

67,084 

104,104 

FASTENAL CO 373,190 

11,889,599 

12,378,712 

FAUJI FERTILIZER 150 

5,518 

6,123 

FBL FINL GROUP INC 83,187 

1,016,664 

687,125 

FBR CAP MKTS CORP 4,300 

21,715 

20,210 

FCSTONE GROUP INC 19,607 

94,256 

77,448 

FED FINL CORP 1,200 

18,154 

17,280 

FEDDERS CORP 53,585 

76,706 

21 

FEDERAL AGRIC MTG CORP 67,400 

1,788,425 

325,542 

FEDERAL HOME LN MTG 11,817,062 250,528,954 

15,333,612 

FEDERAL HOME LN MTG 11,817,062 250,528,954 

15,333,612 

FEDERAL HOME LN MTG CORP 1,547,156 

24,271,101 

959,237 

FEDERAL MOGUL CORP 103,000 

30,439 

46,350 

FEDERAL MOGUL CORP 166,084 

1,436,875 

1,569,494 

FEDERAL NATL MTG ASSN 2,383,199 

38,079,319 

1,382,255 

FEDERAL NATL MTG ASSN 13,634,020 354,279,285 

21,390,347 

FEDERAL NATL MTG ASSN 13,634,020 354,279,285 

21,390,347 

FEDERAL RLTY INVT TR 137,108 

11,265,151 

7,063,804 

FEDERAL SIGNAL CORP 131,200 

1,164,181 

1,003,680 

FEDERATED INVS INC PA 187,099 

5,295,959 

4,507,215 

FEDEX CORP 728,013 

22,475,244 

40,492,083 

FEDFIRST FINANCIAL CORP 10,335 

93,742 

32,245 

FEI CO 17,120 

408,527 

392,048 

FELCOR LODGING TR INC 114,514 

426,952 

281,704 

FEMALE HEALTH CO 19,900 

44,619 

95,520 

FENG HSIN IRON + STL 270 

13,882 

15,285 

FERRELL GAS PARTNERS LP 45,800 

649,577 

743,792 

FERRO CORP 223,900 

671,514 

615,725 

FERROVIAL SA 840 

20,438 

14,974 

FERTILIZANTES FOSFATADOS-PRF 65 

18,632 

19,001 

FGX INTERNATIONAL HOLDINGS LTD 50,026 

609,186 

569,296 

FIAT SPA 4,194 

187,808 

121,075 

FIBERNET TELECOM GROUP INC 32,000 

279,517 

397,440 

FIBERTOWER CORP 36,685 

124,886 

18,343 

FIDELITY BANCORP INC 5,229 

104,657 

34,041 

FIDELITY NATL FINL INC 638,975 

11,054,379 

8,645,332 

FIDELITY NATL INFORMATION SVC 619,845 

9,094,474 

12,372,106




FIDELITY SOUTHN CORP NEW 44,966 

502,817 

130,401 

FIELDPOINT PETE CORP 120,300 

381,102 

240,600 

FIFTH THIRD BANCORP 2,118,625 

26,382,287 

15,042,238 

FINANCIAL FED CORP 10,702 

261,691 

219,926 

FINANCIAL INSTNS INC 43,930 

394,034 

600,084 

FINANCIAL TECHNOLO 10 

9,003 

10,502 

FINANZ E BREDA 6,421 

0 0 

FINISAR CORP 1,621,291 

6,963,994 

924,136 

FINISH LINE INC 183,288 

920,853 

1,359,997 

FINISHMASTER INC 17,300 

176,460 

277,665 

FINLAY ENTERPRISES INC 20,500 

102,395 

923 

FINMECCANICA SPA 2,228 

142,105 

90,081 

FINNING INTL INC 849 

59,799 

35,308 

FIRST ACCEP CORP 41,600 

98,596 

88,608 

FIRST ADVANTAGE CORP 21,870 

449,945 

332,643 

FIRST AMERICAN CORP 385,293 

10,884,930 

9,982,942 

FIRST BANCORP INC ME 17,763 

282,965 

345,846 

FIRST BANCORP N C 58,511 

848,955 

917,452 

FIRST BANCORP P R 309,260 

3,349,383 

1,221,577 

FIRST BANCSHARES INC MI 9,708 

179,588 

72,810 

FIRST BANCSHARES INC MO 6,900 

117,484 

69,311 

FIRST BANKSHARES INC VA 5,447 

47,838 

38,156 

FIRST BUSEY CORP 38,369 

479,001 

282,012 

FIRST BUSINESS FINL SER INC 2,825 

52,536 

31,682 

FIRST CA FINL GROUP INC 50,022 

358,739 

308,636 

FIRST CAP BANCORP INC 1,100 

11,627 

8,800 

FIRST CASH FINANCIAL SERVICES 105,589 

1,761,986 

1,849,919 

FIRST CLOVER LEAF FINL CORP 2,700 

27,188 

19,170 

FIRST CMNTY BANCSHARES INC NEW 27,700 

425,241 

355,668 

FIRST CMNTY CORP S C 6,180 

96,039 

42,642 

FIRST COMWLTH FINL CORP PA 224,703 

2,631,757 

1,424,617 

FIRST CTZNS BANC CORP 14,700 

197,026 

73,647 

FIRST CTZNS BANCSHARES INC N C 20,064 

3,008,611 

2,681,554 

FIRST DEFIANCE FINL CORP 33,688 

752,440 

437,944 

FIRST FED BANCSHARES ARK INC 31,100 

576,151 

122,223 

FIRST FED BANKSHARES INC DEL 6,087 

50,399 

7,913 

FIRST FED NORTHN MICH BANCORP 23,553 

177,910 

46,399 

FIRST FINANCIAL HO 2,179 

51,662 

49,647 

FIRST FINANCIAL NORTHWEST 51,079 

442,630 

399,438 

FIRST FINL BANCORP 30,970 

500,486 

232,894 

FIRST FINL BANKSHARES INC 54,088 

2,052,935 

2,723,872 

FIRST FINL CORP IND 17,600 

635,144 

555,808 

FIRST FINL HLDGS INC 46,455 

1,249,077 

436,677 

FIRST FINL SVC CORP 4,781 

100,425 

83,237 

FIRST FRANKLIN CORP 10,300 

154,860 

58,195 

FIRST HORIZON NATL CORP 514,397 

4,222,752 

6,172,770 

FIRST INDL RLTY TR INC 141,565 

3,357,439 

615,808 

FIRST KEYSTONE FINL INC 15,800 

290,295 

146,150 

FIRST LONG IS CORP 26,139 

563,295 

604,856




FIRST M+F CORP 30,730 

550,958 

125,071 

FIRST MARBLEHEAD CORP 246,894 

320,272 

498,726 

FIRST MARINER BANCORP 59,237 

406,850 

85,301 

FIRST MERCHANTS CORP 5,200 

78,341 

41,756 

FIRST MERCURY FINL CORP 10,451 

127,536 

143,910 

FIRST MIDWEST BANCORP INC DEL 153,405 

2,005,906 

1,121,391 

FIRST NATL BANCSHARES INC S C 5,376 

35,238 

6,156 

FIRST NIAGARA FINL GROUP INC 404,483 

5,291,377 

4,619,196 

FIRST PACIFIC CO 12,294 

18,991 

20,199 

FIRST PACTRUST BANCORP INC 3,500 

43,410 

23,765 

FIRST PL FINL CORP DEL 28,515 

238,771 

88,682 

FIRST POTOMAC RLTY TR 94,042 

1,546,278 

916,910 

FIRST REGL BANCORP 36,209 

574,863 

45,623 

FIRST SEC GROUP INC 59,312 

587,148 

225,386 

FIRST SOLAR INC 174,842 

24,836,722 

28,345,385 

FIRST SOUTH BACORP INC VA 28,725 

268,812 

333,210 

FIRST ST BANCORPORATION 104,726 

493,776 

202,121 

FIRST ST FINL CORP FLA 17,552 

171,562 

8,776 

FIRST UNITED CORP 24,432 

555,580 

274,860 

FIRST WV BANCORP INC 407 

6,652 

4,477 

FIRSTBANK CORP MI 10,290 

133,911 

72,545 

FIRSTCITY FINL CORP 35,149 

168,900 

155,007 

FIRSTENERGY CORP 896,340 

29,286,918 

34,733,175 

FIRSTMERIT CORP 202,303 

3,623,006 

3,435,102 

FIRSTRAND LTD 1,957 

146,972 

135,846 

FISERV INC 448,448 

11,751,735 

20,494,074 

FISHER + PAYKEL HEALTHCARE COR 2,614 

16,129 

14,211 

FISHER COMMUNICATIONS INC 3,300 

41,591 

42,207 

FIVE STAR QUALITY CARE INC 211,400 

858,666 

403,774 

FLAGSTAR BANCORP INC 522,990 

1,556,046 

355,633 

FLAGSTONE REINSURANCE HLD LTD 18,240 

215,570 

187,872 

FLANDERS CORP 14,400 

85,516 

87,984 

FLANIGANS ENTERPRISES INC 3,400 

21,874 

16,575 

FLETCHER BUILDING 2,843 

49,308 

34,833 

FLEXSTEEL INDS INC 32,300 

577,680 

270,674 

FLIGHT CENTRE LTD 382 

20,759 

7,678 

FLINT TELECOM GROUP INC 700 

315 

385 

FLIR SYS INC 375,238 

7,746,059 

8,465,369 

FLORIDA GAMING CORP 4,400 

64,776 

28,600 

FLORIDA PUB UTILS CO 14,949 

157,234 

209,734 

FLOTEK INDS INC DEL 140,290 

405,438 

284,789 

FLOW INTL CORP 76,100 

539,500 

178,835 

FLOWERS COM INC 128,390 

361,317 

246,509 

FLOWERS FOODS INC 237,895 

3,754,569 

5,195,627 

FLOWSERVE CORP 249,453 

15,817,180 

17,414,314 

FLSMIDTH + CO A/S 365 

54,902 

37,293 

FLUOR CORP NEW 807,761 

30,181,822 

41,430,062 

FLUSHING FINL CORP 121,120 

2,262,986 

1,132,472 

FMC CORP 216,481 

4,565,827 

10,239,551




FMC TECHNOLOGIES INC 385,075 

9,713,268 

14,471,119 

FNB UNITED CORPORATION 61,241 

723,841 

151,878 

FOM CONST Y CONTRA 265 

53,963 

31,261 

FOMENTO ECONOMICO MEXICANO SAB 1,054,265 

27,699,746 

33,989,504 

FOMENTO ECONOMICO MEXICA-UBD 1,004 

139,317 

123,508 

FONAR CORP 18,775 

275,339 

35,673 

FONDIARIA SAI SPA 297 

19,451 

8,695 

FONDIARIA SAI SPA 484 

46,245 

22,380 

FOOD TECHNOLOGY SERVICE 9,329 

18,902 

22,669 

FOOT LOCKER INC 858,306 

11,173,653 

8,986,464 

FOR + COL INV TST 3,493 

53,038 

37,781 

FORCE PROTN INC 366,781 

1,969,003 

3,242,344 

FORD MTR CO DEL 9,712,554 

63,263,016 

58,955,203 

FORD OTOMOTIV SAN 31 

6,714 

4,627 

FOREST CITY ENTERPRISES INC 449,229 

7,859,826 

2,964,911 

FOREST LABS INC 900,118 

16,386,318 

22,601,963 

FOREST OIL CORP 316,407 

7,181,799 

4,720,792 

FORESTAR GROUP INC 88,400 

1,133,493 

1,050,192 

FORGENT NETWORKS INC 223,700 

373,123 

60,399 

FORMFACTOR INC 58,850 

1,082,099 

1,014,574 

FORMOSA CHEM+FIBRE 1,925 

126,584 

110,545 

FORMOSA PETROCHEMI 863 

76,612 

78,454 

FORMOSA TAFFETA CO 586 

14,355 

15,249 

FORRESTER RESH INC 88,782 

1,996,542 

2,179,598 

FORTESCUE METAL GROUP 11,107 

132,523 

97,823 

FORTIS 12,312 

0 0 

FORTIS 12,124 

605,080 

118,783 

FORTRESS INTL GROUP INC 7,000 

7,639 

7,910 

FORTRESS INVESTMENT 157,826 

235,519 

539,765 

FORTUM OYJ 2,289 

229,559 

149,674 

FORTUNE BRANDS INC 325,707 

10,883,835 

11,315,061 

FORTUNE DIVERSIFIED INDS INC 850 

1,244 

536 

FORTUNET INC 3,300 

10,805 

4,356 

FORWARD AIR CORP 100,215 

2,914,171 

2,136,584 

FORWARD INDS INC NY 94,005 

375,525 

155,108 

FOSCHINI 113 

21,115 

28,114 

FOSSIL INC 111,226 

2,449,166 

2,678,322 

FOSTER L B CO 54,200 

1,604,797 

1,629,794 

FOSTER WHEELER AG 133,125 

4,477,397 

3,161,719 

FOSTERS GROUP 10,075 

139,891 

120,574 

FOSUN INTERNATIONAL 10,072 

19,625 

17,931 

FOUNDATION COAL HLDGS INC 148,797 

5,025,980 

4,182,684 

FOUNTAINHEAD PROPERTY TRUST 469 

11,333 

12,767 

FOX CHASE BANCORP INC 1,100 

10,912 

10,549 

FOXCONN INTERNATIONAL HLDGS 10,101 

29,122 

18,995 

FOXCONN TECH CO 399 

45,883 

42,419 

FPB BANCORP INC 500 

4,296 

1,250 

FPIC INS GROUP INC 4,600 

181,907 

140,852 

FPL GROUP INC 1,047,291 

28,564,352 

59,548,966




FRANCE TELECOM 10,057 

798,308 

655,272 

FRANKLIN COVEY CO 44,645 

324,951 

278,138 

FRANKLIN ELEC INC 74,898 

2,700,535 

1,941,356 

FRANKLIN ELECTR PUBLISHERS INC 14,900 

49,508 

31,737 

FRANKLIN RES INC 553,817 

19,111,377 

39,880,362 

FRANKLIN STR PPTYS CORP 143,216 

1,845,996 

1,897,612 

FRAPORT AG 171 

32,307 

20,991 

FRASER + NEAVE LTD 7,075 

66,311 

56,975 

FREDERICKS HOLLYWOOD GROUP INC 5,800 

11,611 

3,538 

FREDS INC 230,283 

4,905,367 

2,901,566 

FREEPORT MCMORAN COPPER + GOLD 1,447,751 

67,160,862 

72,546,803 

FREIGHTCAR AMER INC (1,600) 

(20,930) 

(26,896) 

FREMONT GEN CORP 18,840 

267,947 

3,674 

FREQUENCY ELECTRS INC 9,400 

102,333 

35,250 

FRESENIUS MED CARE AG+CO KGAA 7,173 

362,954 

322,785 

FRESENIUS MEDICAL CARE AG+CO 1,112 

156,661 

142,964 

FRESENIUS SE 154 

30,386 

20,668 

FRESENIUS SE-PREF 406 

91,251 

63,058 

FRESH DEL MONTE PRODUCE 155,731 

2,700,968 

2,532,186 

FRIEDMAN INDS INC 62,299 

417,214 

338,284 

FRIENDS PROVIDENT GROUP 12,161 

86,201 

37,782 

FRISCHS RESTAURANTS INC 23,529 

514,712 

695,047 

FRONTIER COMMUNICATIONS CORP 795,968 

6,628,723 

5,683,212 

FRONTIER FINL CORP WA 180,945 

2,158,681 

218,943 

FRONTIER OIL CORP 543,643 

9,960,418 

7,127,160 

FRONTLINE LTD 6,200 

226,511 

151,032 

FROZEN FOOD EXPRESS INDS INC 59,507 

256,768 

189,232 

FSI INTL INC 101,000 

710,930 

41,410 

FTI CONSULTING INC 134,018 

3,458,541 

6,797,393 

FUBON BANKHK LTD 324 

792 

443 

FUBON FINANCIAL HL 2,871 

81,744 

102,442 

FUEL SYS SOLUTIONS INC 92,892 

1,793,896 

1,875,489 

FUEL TECH INC 49,120 

1,445,906 

476,464 

FUELCELL ENERGY INC 62,809 

217,234 

262,542 

FUGRO NV 433 

65,556 

51,557 

FUJI ELECTRIC HLDG 3,203 

21,602 

15,269 

FUJI FILM HLD CORP 1,986 

205,013 

181,040 

FUJI FIRE + MARINE 1,559 

9,664 

5,712 

FUJI HEAVY INDS 3,036 

39,348 

35,360 

FUJI MEDIA HOLDINGS INC 3 

20,976 

15,042 

FUJIKURA 1,857 

23,725 

26,828 

FUJITSU 7,987 

162,504 

125,160 

FUKUOKA FINANCIAL 4,422 

63,461 

56,914 

FUKUYAMA TRANSPORT 690 

8,369 

8,836 

FULL HOUSE RESORTS INC 9,575 

20,619 

22,070 

FULLER H B CO 198,987 

2,541,350 

3,734,986 

FULTON FINL CORP PA 485,818 

5,453,543 

2,531,112 

FUNAI ELECTRIC CO 56 

4,432 

6,594 

FURMANITE CORP 128,065 

1,173,717 

571,170




FURNITURE BRANDS INTL INC 287,177 

856,780 

870,146 

FURUKAWA ELECTRIC CO LTD 2,588 

31,945 

33,612 

FUSION TELECOMMUNICATIONS INTL 13,700 

10,644 

1,781 

FX ENERGY INC 21,900 

63,891 

83,001 

FX REAL ESTATE + ENTMT INC 13,966 

35,600 

698 

G + K SERVICES 71,939 

1,404,382 

1,521,510 

G III APPAREL GROUP LTD 37,975 

189,618 

436,333 

G4S PLC 7,249 

81,153 

71,541 

GAFISA S A 179,300 

4,209,126 

2,958,450 

GAIAM INC 41,705 

148,887 

228,126 

GAIL (INDIA)LD 181 

40,533 

41,671 

GAINSCO INC 1,257 

38,839 

19,546 

GALAXY ENTERTAINME 6,078 

4,029 

4,599 

GALLAGHER ARTHUR J + CO 102,391 

2,397,522 

2,185,024 

GALP ENERGIA 1,247 

65,087 

50,285 

GAM HOLDING LTD 1,111 

192,304 

123,862 

GAMCO INVS INC 28,907 

1,005,407 

1,401,990 

GAMESA CORP TECNO 1,230 

115,548 

67,024 

GAMESTOP CORP NEW 608,821 

15,823,303 

13,400,150 

GAMETECH INTL INC 31,064 

100,320 

51,566 

GAMING PARTNERS INTL CORP 19,100 

111,746 

97,410 

GAMUDA BERHAD 922 

20,826 

27,707 

GANDER MTN CO 62,600 

421,215 

375,600 

GANNETT INC 1,362,655 

13,834,413 

4,864,678 

GAP INC 2,021,814 

16,931,474 

33,157,750 

GARDNER DENVER INC 148,343 

4,902,905 

3,733,793 

GARMIN LTD 437,110 

19,845,076 

10,411,960 

GARTNER INC 250,389 

3,042,797 

3,820,936 

GAS NATURAL SDG 2,282 

173,271 

119,323 

GASCO ENERGY INC 445,388 

648,963 

124,709 

GASTAR EXPLORATION LTD 405,628 

233,069 

158,195 

GATX CORPORATION 173,314 

4,967,109 

4,457,636 

GAYLORD ENTMT CO NEW 87,410 

1,574,729 

1,110,981 

GAZIT GLOBE 193 

3,482 

3,537 

GAZPROM 794,100 

35,831,835 

16,080,525 

GAZPROM O A O 1,478,885 

44,410,547 

29,947,421 

GBP COLLATERAL 4,958 

28,439 

23,471 

GDF SUEZ 8,885 

475,348 

332,743 

GDF SUEZ 8,461 

1,328,696 

905,381 

GEA GROUP AG 967 

83,477 

42,075 

GEBERIT 229 

87,156 

80,818 

GECINA SA 96 

37,514 

17,085 

GEN PROBE INC NEW 192,147 

9,513,668 

8,258,478 

GENAERA CORP 68,507 

1,182,754 

4,795 

GENCO SHIPPING + TRADING LTD 100,875 

5,853,625 

2,191,005 

GENCORP INC 71,000 

177,623 

135,610 

GENERAL COMMUNICATION INC 189,520 

1,249,420 

1,313,374 

GENERAL DYNAMICS CORP 1,000,077 

29,776,780 

55,394,265 

GENERAL ELEC CO 27,886,039 327,195,374 326,824,377




GENERAL GROWTH PPTYS INC 684,010 

9,958,640 

1,251,738 

GENERAL MARITIME CORP NEW 146,473 

1,718,333 

1,448,618 

GENERAL MLS INC 996,636 

31,087,803 

55,831,549 

GENERAL MOLY INC 62,585 

56,327 

138,939 

GENERAL STL HLDGS INC 32,400 

208,884 

128,628 

GENERALE CABLE CORP 196,155 

4,728,508 

7,371,505 

GENERALI DTLD HLDG 43 

17,987 

9,963 

GENESCO INC 92,157 

2,763,099 

1,729,787 

GENESEE + WYO INC 170,786 

4,760,824 

4,527,537 

GENESIS ENERGY L P 80,358 

1,085,430 

1,022,154 

GENOMIC HEALTH INC 91,425 

1,992,806 

1,584,395 

GENOPTIX INC 36,898 

1,182,672 

1,180,367 

GENPACT LTD 258,972 

2,968,310 

3,042,921 

GENTA INC 5,816 

54,438 

48 

GENTEK INC 48,380 

757,251 

1,080,325 

GENTEX CORP 259,916 

4,299,120 

3,015,026 

GENTING BHD 1,305 

78,241 

80,010 

GENTING MALAYSIA BHD 1,323 

39,025 

38,754 

GENTIVA HEALTH SVCS INC 117,361 

1,534,171 

1,931,762 

GENUINE PARTS CO 493,219 

10,077,685 

16,552,430 

GENVEC INC 234,113 

559,003 

170,902 

GENWORTH FINL INC 1,666,723 

36,210,268 

11,650,394 

GENZYME CORP 768,413 

33,048,329 

42,777,552 

GEO GROUP INC 162,737 

2,937,401 

3,023,653 

GEOEYE INC 12,290 

339,392 

289,552 

GEOKINETICS INC 20,900 

362,326 

285,285 

GEOPETRO RES CO 18,800 

43,237 

8,836 

GEOPHARMA INC 62,082 

254,111 

36,628 

GEORESOURCES INC 31,100 

302,696 

317,220 

GEORGIA GULF CORP 235,080 

634,649 

150,451 

GERBER SCIENTIFIC INC 98,400 

334,587 

246,000 

GERDAU S A 232,100 

4,035,497 

2,430,087 

GERDAU SA SIDERURG 69 

23,060 

21,326 

GERDAU SA-PREF 326 

127,540 

129,957 

GERMAN AMERN BANCORP INC 31,603 

350,793 

455,399 

GERON CORP 35,352 

94,868 

271,150 

GESTEVIS TELECINO 508 

23,014 

13,619 

GETIN HOLDING SA 157 

24,227 

11,857 

GETTY RLTY CORP NEW 58,110 

1,223,674 

1,096,536 

GFI GROUP INC 162,682 

1,680,292 

1,096,477 

GIANT MANUFACTURIN 102 

10,354 

9,361 

GIBRALTAR INDS INC 101,235 

1,737,593 

695,484 

GIGA TRONICS INC 26,700 

51,200 

33,108 

GIGOPTIX INC 6,650 

209,652 

12,635 

GILAT SATELLITE NETWORKS LTD 104,505 

378,015 

464,002 

GILEAD SCIENCES INC 3,031,718 

63,364,518 142,005,671 

GIORDANO INTL LTD 7,035 

8,858 

4,227 

GIVAUDAN AG 39 

87,748 

68,789 

GKN 3,635 

34,147 

21,339




GLACIER BANCORP INC 115,755 

1,989,198 

1,709,701 

GLACIER WATER SERVICES INC 6,200 

118,470 

217,000 

GLATFELTER 256,752 

3,577,098 

2,285,093 

GLAXOSMITHKLINE 27,083 

1,912,140 

1,369,856 

GLEN ROSE PETE CORP 1,700 

1,377 

475 

GLENMARK PHARM 55 

23,634 

9,563 

GLG PARTNERS INC 408,230 

3,846,205 

1,669,661 

GLIMCHER RLTY TR 240,670 

458,799 

697,943 

GLOBAL BIO CHEM TECH 9,180 

10,540 

4,733 

GLOBAL CASH ACCESS HLDGS INC 172,270 

838,848 

1,371,269 

GLOBAL CROSSING LTD 102,352 

2,031,556 

939,591 

GLOBAL ENERGY HLDGS GROUP INC 196,400 

262,956 

25,532 

GLOBAL INDUSTRIES INC 82,168 

628,261 

465,071 

GLOBAL PARTNERS LP 18,100 

516,512 

335,755 

GLOBAL PMTS INC 221,723 

5,850,921 

8,305,744 

GLOBAL SOURCES LTD 8,500 

50,676 

61,285 

GLOBAL TRAFFIC NETWORK INC 45,900 

392,148 

173,961 

GLOBALSCAPE INC 21,000 

21,925 

30,450 

GLOBALSTAR INC 157,469 

566,162 

165,342 

GLOBE TRADE CENTRE 52 

18,369 

13,725 

GLOBECOMM SYS INC 70,900 

518,146 

509,771 

GLU MOBILE INC 1,000 

3,621 

1,250 

GMR INFRASTRUCTURE 255 

25,932 

28,690 

GMX RES INC 146,411 

4,362,501 

1,557,813 

GODREJ INDUSTRIES 42 

4,281 

4,577 

GOLAR LNG LIMITED (4,900) 

(29,716) 

(41,895) 

GOLD FIELDS LTD NEW 132,800 

1,592,628 

1,600,240 

GOLD REEF RESPORTS LTD 48 

3,426 

4,111 

GOLDCORP INC 17,100 

532,653 

594,225 

GOLDCORP INC NEW 3,761 

339,150 

376,361 

GOLDEN AGRI RESOUR 41,985 

51,127 

31,685 

GOLDEN AGRI RESOURCESRTS 7,137 

0 2,835 

GOLDEN CAPITAL MANAGEMENT LLC 1 

1 

0 

GOLDEN ENTERPRISES INC 45,502 

114,976 

104,655 

GOLDEN STAR RES LTD CDA 174,925 

329,559 

358,596 

GOLDLEAF FINL SOLUTIONS 9,280 

13,881 

5,382 

GOLDMAN SACHS GROUP INC 1,475,073 155,304,700 217,484,763 

GOLF TR AMER INC 1,600 

1,603 

2,032 

GOLFSMITH INTL HLDGS INC 36,485 

148,959 

54,728 

GOME ELECTRICAL AP 51,409 

38,053 

36,418 

GOOD TIMES RESTAURANT 1,500 

4,531 

1,995 

GOODMAN FIELDER 6,664 

25,828 

20,210 

GOODMAN GROUP 12,139 

31,733 

10,437 

GOODRICH CORP 374,187 

13,028,772 

18,698,124 

GOODRICH PETE CORP 79,435 

1,990,598 

1,953,307 

GOODYEAR TIRE AND RUBBER 720,150 

9,776,321 

8,108,889 

GOOGLE INC 671,024 187,203,201 282,897,008 

GORMAN RUPP CO 35,167 

1,231,349 

709,318 

GP STRATEGIES CORP 45,500 

233,375 

267,995




GPE BRUXELLES LAM 393 

132,449 

82,604 

GPO BIMBO SA DE CV 163 

38,886 

33,121 

GPO FIN BANORTE 948 

96,124 

87,565 

GPO FIN INBURSA SA 469 

58,994 

47,483 

GPT GROUP 37,427 

41,339 

42,616 

GPUPEO DE INV SURAMERICANA 109 

32,105 

38,731 

GRACE W R + CO DEL NEW 193,025 

2,205,906 

2,387,719 

GRACO INC 235,661 

7,228,781 

5,189,255 

GRAFTECH INTL LTD 333,935 

3,270,414 

3,776,805 

GRAHAM CORP 78,728 

1,136,048 

1,047,082 

GRAINGER W W INC 178,437 

6,300,365 

14,610,422 

GRAMERCY CAP CORP 189,625 

225,654 

305,296 

GRAN TIERRA ENERGY INC 142,125 

338,778 

490,331 

GRANDCANYON ED INC 25,200 

361,241 

422,856 

GRANITE CITY FOOD + BREWERY 17,300 

53,603 

5,538 

GRANITE CONSTR INC 38,376 

1,408,573 

1,277,153 

GRAPHIC PACKAGING HLDG CO 247,330 

398,185 

452,614 

GRASIM INDUSTRIES 32 

44,107 

58,882 

GRAY TELEVISION INC 125,465 

79,097 

61,478 

GRAYMARK HEALTHCARE INC 1,600 

2,862 

3,200 

GREAT ATLANTIC + PAC TEA INC 68,548 

753,990 

291,329 

GREAT EAGLE HLDGS 1,610 

13,705 

9,707 

GREAT EASTERN SHIP 48 

11,529 

9,648 

GREAT FLORIDA BANK 3,406 

21,066 

4,768 

GREAT LAKES AVIATION LTD 1,100 

2,557 

1,364 

GREAT LAKES DREDGE 33,900 

158,173 

162,042 

GREAT NORTHN IRON ORE PPTYS 400 

34,700 

34,600 

GREAT PLAINS ENERGY INC 248,454 

5,714,760 

3,863,460 

GREAT SOUTHN BANCORP INC 24,370 

448,104 

500,804 

GREAT WALL MOTOR CO 194 

3,332 

5,873 

GREAT WEST LIFECO INC 972 

80,167 

54,856 

GREAT WOLF RESORTS INC 37,313 

66,819 

76,119 

GREATBATCH INC 103,701 

2,955,954 

2,344,680 

GREEN BANKSHARES INC 48,420 

478,933 

216,922 

GREEN BLDRS INC 900 

284 

171 

GREEN MTN COFFEE ROASTERS 170,804 

5,464,308 

10,097,932 

GREEN PLAINS RENEWABLE ENERGY 5,100 

17,221 

33,405 

GREENBRIER COS INC 31,285 

227,289 

224,939 

GREENHILL + CO INC 51,261 

3,259,143 

3,701,557 

GREENLIGHT CAPITAL RE LTD 52,489 

943,122 

908,585 

GREENTOWN CHINA HLDGS 3,624 

16,004 

15,322 

GREIF INC 58,165 

3,289,575 

2,572,056 

GRIFFIN LD AND NURSERIES INC 5,200 

93,834 

162,656 

GRIFFON CORP 55,247 

875,662 

459,655 

GRIFOLA SA 1,096 

81,436 

55,645 

GRILL CONCEPTS INC 4,500 

14,010 

1,575 

GRINDROD LIMITED 162 

12,872 

11,354 

GROUP 1 AUTOMOTIVE INC 52,600 

1,043,221 

1,368,652 

GROUP FIVE 42 

10,122 

7,134




GROWTHPOINT PROPERTIES LTD 664 

38,373 

42,612 

GRUBB + ELLIS CO 224,590 

131,874 

179,672 

GRUPO AEROPORTUARI 225 

20,251 

21,870 

GRUPO AEROPORTUARIO DEL 31,800 

1,195,953 

1,240,200 

GRUPO ELEKTRA (NEW) 35 

45,691 

60,063 

GRUPO FERROVIAL SA 340 

45,046 

31,358 

GRUPO MODELO SA DE CV 299 

47,044 

40,686 

GRUPO NACIONAL DE CHOCOLATES S 101 

27,848 

32,224 

GRUPO TELEVISA SA 1,136 

176,469 

147,190 

GRUPO TELEVISION SA DE CV 1,395,864 

23,061,196 

23,729,688 

GS ENGINEERING + C 18 

51,039 

39,254 

GS HOLDINGS CORP 22 

22,422 

19,588 

GSC INVESTMENT CORP 6,100 

17,690 

13,908 

GSE SYS INC 117,100 

958,456 

790,425 

GSI COMM INC 115,663 

1,442,445 

1,648,198 

GSI GROUP INC 109,000 

111,171 

106,820 

GT SOLAR INTL INC 82,076 

307,569 

436,644 

GTC BIOTHERAPEUTICS INC 31,340 

852,111 

83,364 

GTSI CORP 18,000 

192,897 

96,660 

GTX INC DEL 39,918 

714,855 

368,443 

GUANGDONG INVEST 11,741 

15,051 

15,720 

GUANGSHEN RAILWAY 674 

11,969 

12,076 

GUANGSHEN RY LTD 9,425 

183,283 

221,676 

GUANGZHOU R+F PROP 448 

15,663 

38,402 

GUARANTY BANCORP INC 239,357 

414,111 

457,172 

GUARANTY FED BANCSHARES INC 17,728 

310,968 

123,653 

GUARANTY FINL GROUP INC 296,993 

522,289 

56,429 

GUARDIAN TECHNOLOGIES INTL INC 12,400 

49,924 

3,100 

GUESS INC 385,992 

9,332,258 

9,950,874 

GUIDANCE SOFTWARE INC (5,900) 

(21,037) 

(22,125) 

GULF IS FABRICATION INC 31,125 

679,532 

492,709 

GULFMARK OFFSHORE INC 113,829 

3,679,161 

3,141,680 

GULFPORT ENERGY CORP 155,801 

612,224 

1,067,237 

GULFSTREAM INTL GROUP INC 700 

1,525 

1,491 

GUNMA BANK 1,916 

37,137 

30,650 

GUNNS LTD 3,262 

12,210 

8,149 

GUNZE LIMITED 891 

12,639 

11,409 

GUOCO GROUP 678 

22,529 

16,596 

GUOCOLAND 884 

6,831 

2,825 

GWA INTERNATIONAL 1,428 

10,133 

7,631 

GYMBOREE CORP 101,895 

2,935,126 

3,615,235 

GYRODYNE CO AMER INC 1,000 

60,017 

42,010 

H + E EQUIP SVCS INC 13,700 

109,024 

128,095 

H LUNDBECK A S 304 

20,787 

16,618 

H20 RETAILING CORP 532 

11,450 

8,693 

HABERSHAM BANCORP INC 4,152 

59,822 

12,954 

HACHIJUNI BANK 1,888 

36,682 

30,702 

HACKETT GROUP INC 256,100 

1,131,497 

596,713 

HAEMONETICS CORP MASS 60,233 

1,896,076 

3,433,281




HAFNIA HLDGS AS 2,550 

0 0 


0 0 

HAIN CELESTIAL GROUP INC 105,700 

2,847,609 

1,649,977 

HAKUHODO DY HLDGS 151 

24,846 

23,326 

HALIFAX CORP 1,350 

2,744 

2,471 

HALLA CLIMATE CONT 19 

6,682 

5,454 

HALLIBURTON CO 2,663,368 

38,691,800 

55,131,718 

HALLMARK FINL SVCS INC 70,600 

1,013,037 

504,790 

HALLWOOD GROUP INC 8,121 

825,209 

112,963 

HALOZYME THERAPEUTICS INC 68,700 

490,783 

478,839 

HAMAMATSU PHOTONIC 332 

23,585 

18,276 

HAMBURGER HAFEN 160 

23,559 

17,698 

HAMMERSON PLC 3,219 

82,155 

46,781 

HAMPDEN BANCORP INC 6,900 

76,203 

68,310 

HAMPTON RDS BANKSHARES INC 110,358 

955,626 

910,454 

HANA BIOSCIENCES INC 36,500 

343,453 

17,250 

HANA FINANCIAL HOL 75 

66,624 

61,394 

HANCOCK HLDG CO 60,923 

2,057,341 

1,979,388 

HANESBRANDS INC 339,620 

3,351,595 

5,097,696 

HANG LUNG GROUP LTD 5,322 

60,226 

72,445 

HANG LUNG PROP 10,705 

92,411 

100,052 

HANG SENG BANK 3,943 

183,160 

158,661 

HANGER ORTHOPEDIC GROUP 95,989 

1,303,125 

1,304,491 

HANJIN SHIPPING 31 

25,728 

16,446 

HANJINN HEAVY INDUSTRIES 16 

17,498 

16,053 

HANKOOK TIRE MANFT 54 

27,809 

26,800 

HANKYU HANSHIN HLD 6,534 

95,748 

87,981 

HANMI FINL CORP 218,570 

445,977 

382,498 

HANNOVER RUECKVERS 311 

35,236 

33,072 

HANNSTAR DISPLAY C 2,461 

20,170 

19,022 

HANOVER INS GROUP INC 145,745 

5,422,836 

5,554,342 

HANSEN MED INC 238,892 

891,857 

1,180,126 

HANSEN NAT CORP 179,589 

4,523,878 

5,534,933 

HARDINGE INC 35,250 

321,253 

149,813 

HAREL HAMISHMAR IN 48 

5,077 

5,655 

HARLEY DAVIDSON INC 556,187 

11,081,717 

9,015,791 

HARLEYSVILLE GROUP INC 49,166 

1,667,766 

1,387,465 

HARLEYSVILLE NATL CORP PA 85,368 

1,394,912 

401,230 

HARLEYSVILLE SVGS FINL CORP 9,964 

167,562 

134,614 

HARMAN INTL INDS INC NEW 145,870 

2,917,971 

2,742,356 

HARMONIC INC 203,210 

1,859,831 

1,196,907 

HARRINGTON WEST FINL GROUP INC 25,120 

337,843 

33,158 

HARRIS CORP DEL 293,056 

6,669,068 

8,311,068 

HARRIS INTERACTIVE INC 423,000 

1,304,524 

173,430 

HARRIS STRATEX NETWORKS 248,590 

2,034,888 

1,610,863 

HARSCO CORP 282,938 

13,114,322 

8,007,145 

HARTE HANKS INC 100,720 

1,537,073 

931,660 

HARTFORD FINANCIAL SVCS GRP 886,637 

36,875,798 

10,524,381 

HARVARD BIOSCIENCE INC 143,202 

742,023 

565,648




HARVEST NAT RES INC 187,265 

1,370,993 

825,839 

HARVEY NORMAN HLDG NPV 4,643 

35,627 

35,603 

HASBRO INC 314,509 

6,038,628 

7,623,698 

HASEKO CORP 5,808 

16,104 

17,302 

HASTINGS ENTMT INC 73,775 

353,974 

330,512 

HATTERAS FINL CORP 110,800 

2,802,216 

3,167,772 

HAUPPAGUE DIGITAL INC 117,100 

603,636 

128,810 

HAVERTY FURNITURE COS INC 79,800 

658,609 

730,170 

HAW PAR CORP LTD 757 

8,964 

6,886 

HAWAIIAN ELEC INDS INC 368,420 

7,771,432 

7,022,085 

HAWAIIAN HLDGS INC 216,227 

913,363 

1,301,687 

HAWK CORP 103,300 

1,437,205 

1,430,705 

HAWKINS INC 33,600 

487,200 

758,688 

HAWTHORN BANCSHARES INC 9,546 

304,927 

94,507 

HAYES LEMMERZ INTL INC 175,103 

785,542 

10,594 

HAYNES INTL INC 29,925 

886,765 

709,223 

HAYS 7,335 

45,472 

29,775 

HCC INS HLDGS INC 363,365 

6,819,826 

8,724,394 

HCL TECHNOLOGIESS 88 

14,543 

13,011 

HCP INC 677,299 

24,829,319 

14,351,966 

HDFC BANK 96 

81,574 

115,109 

HEADWATERS INC 165,460 

1,636,406 

555,946 

HEALTH CARE REIT INC 269,355 

13,039,950 

9,185,006 

HEALTH FITNESS CORP 17,350 

83,094 

107,570 

HEALTH GRADES INC 44,300 

104,527 

173,213 

HEALTH MGMT ASSOC 650,009 

2,148,150 

3,211,044 

HEALTH NET INC 473,986 

7,982,603 

7,370,482 

HEALTHCARE RLTY TR 129,301 

3,530,785 

2,176,136 

HEALTHCARE SVCS GROUP INC 257,121 

3,699,852 

4,597,323 

HEALTHSOUTH CORP 224,150 

2,985,562 

3,236,726 

HEALTHSPRING INC 182,643 

3,023,345 

1,983,503 

HEALTHSTREAM INC 59,800 

183,396 

150,696 

HEALTHTRONICS INC 193,700 

1,030,035 

389,337 

HEALTHWAYS INC 7,160 

372,552 

96,302 

HEARTLAND EXPRESS INC 285,482 

3,208,352 

4,202,295 

HEARTLAND FINL USA INC 3,590 

68,753 

51,265 

HEARTLAND PMT SYS INC 142,355 

3,215,607 

1,362,337 

HEARUSA INC 63,200 

109,591 

56,248 

HECLA MNG CO 618,400 

1,689,199 

1,657,312 

HEELYS INC 33,240 

144,597 

66,148 

HEICO CORP NEW 900 

31,546 

32,634 

HEIDELBERGCEMENT 117 

37,399 

13,825 

HEIDRICK + STRUGGLES INTL INC 12,970 

391,864 

236,703 

HEINEKEN HOLDING 591 

68,382 

53,901 

HEINEKEN NV 1,252 

177,302 

133,455 

HEINZ H J CO 833,531 

13,646,595 

29,757,057 

HEIWA CORP 291 

8,912 

9,684 

HELEN OF TROY LTD 89,100 

1,279,180 

1,495,989 

HELICOS BIOSCIENCES CORP 6,600 

6,242 

2,706




HELIOPOLIS HOUSING 10 

2,414 

2,484 

HELIOS + MATHESON NORTH AMER 2,675 

5,486 

963 

HELIX ENERGY SOLUTIONS GROUP 331,874 

8,369,398 

3,607,470 

HELLENIC PETROLEUM 597 

23,087 

16,572 

HELMERICH AND PAYNE INC 253,381 

7,043,037 

7,821,871 

HEMACARE CORP 1,900 

5,163 

1,026 

HEMISPHERX BIOPHARMA INC 101,500 

272,442 

257,810 

HENDERSON LAND DEV 5,523 

106,832 

90,429 

HENGAN INTERNATION 4,659 

42,233 

62,200 

HENKEL AG + CO KGAA VORZUG 919 

117,310 

82,406 

HENKEL AG+ CO KGAA 659 

80,582 

51,054 

HENNES + MAURITZ 1,503 

210,908 

214,632 

HENRY BROS ELECTRONICS INC 2,400 

14,898 

14,352 

HENRY JACK + ASSOC INC 227,520 

3,272,574 

4,721,040 

HERBALIFE LTD 355,794 

12,101,447 

11,221,743 

HERCULES OFFSHORE INC 421,903 

5,142,403 

1,674,955 

HERCULES TECHNOLOGY GROWTH 2,900 

21,750 

24,244 

HERITAGE COMM CORP 39,300 

281,643 

146,196 

HERITAGE FINL CORP WASH 25,000 

498,156 

289,000 

HERITAGE FINL GROUP 21,933 

305,607 

187,966 

HERITAGE OAKS BANCORP 3,897 

41,414 

24,356 

HERLEY INDUSTRIES INC 72,169 

877,116 

791,694 

HERMES INTL 412 

156,841 

164,543 

HERO HONDA 38 

27,070 

42,588 

HERSHA HOSPITALITY TR 231,187 

1,249,591 

573,344 

HERSHEY CO / THE 410,118 

6,874,775 

14,764,248 

HERTZ GLOBAL HLDGS INC 872,985 

11,265,064 

6,975,150 

HESKA CORP 23,800 

42,343 

8,806 

HESS CORP 955,135 

44,456,303 

51,338,506 

HEWITT ASSOCS INC 364,233 

11,790,152 

10,846,859 

HEWLETT PACKARD CO 7,589,363 131,723,423 293,328,880 

HEXCEL CORP NEW 106,677 

1,797,793 

1,016,632 

HF FINANCIAL CORP 18,481 

282,295 

217,337 

HFF INC 34,200 

481,280 

133,380 

HHGREGG INC 15,500 

242,924 

234,980 

HI SHEAR TECHNOLOGY CORP 109,887 

1,277,968 

901,073 

HI TECH PHARMACAL CO INC 81,917 

1,316,406 

729,061 

HIBBETT SPORTS INC 86,440 

2,177,178 

1,555,920 

HICKORY TECH CORP 48,100 

521,720 

369,408 

HIDILI INDS INTL D 5,315 

6,751 

11,907 

HIGHLAND CREDIT OPPORTUNITIES 22,230,790 

23,140,500 

26,223,893 

HIGHLAND CREDIT OPPORTUNITIES 41,308,789 

70,017,650 

57,522,366 

HIGHLAND RESTORATION CAP PTNRS 55,246,375 

57,507,121 

65,169,750 

HIGHVELD STEEL+VAN 22 

13,835 

6,795 

HIGHWOODS PPTYS INC 137,994 

4,785,538 

3,086,926 

HIGO BANK 926 

17,746 

15,863 

HIKARI TSUSHIN INC 91 

6,920 

5,924 

HILAND HLDGS GP LP 29,855 

84,788 

68,667 

HILAND PARTNERS L P 26,290 

236,610 

192,180




HILL (WILLIAM) 4,420 

50,005 

41,117 

HILL INTL INC 263,916 

1,777,917 

1,134,839 

HILL ROM HLDGS 312,197 

3,551,339 

5,063,835 

HILLENBRAND INC 186,785 

1,499,138 

3,108,102 

HILLTOP HLDGS INC 1,500 

17,313 

17,805 

HINDALCO INDS 591 

45,823 

40,588 

HINDUSTAN PETROL 82 

15,669 

19,594 

HINDUSTAN UNILEVER LTD 412 

87,111 

88,334 

HINDUSTAN ZINC 11 

4,272 

5,388 

HINGHAM INSTN SVGS MASS 5,250 

211,739 

157,710 

HINO MOTORS 1,533 

24,609 

13,748 

HIROSE ELECTRIC 165 

50,396 

50,524 

HIROSHIMA BANK 2,410 

33,327 

28,857 

HIRSCH INTL GROUP 5,000 

5,700 

1,200 

HISAMITSU PHARM CO 256 

26,995 

22,886 

HITACHI 11,678 

218,767 

104,720 

HITACHI CABLE 950 

9,742 

8,742 

HITACHI CAP CORP 387 

14,044 

15,067 

HITACHI CHEMICAL 607 

27,088 

28,139 

HITACHI CONST MACH 442 

32,196 

20,750 

HITACHI HIGH TECH 221 

14,613 

10,826 

HITACHI KOKI CO 412 

19,628 

10,396 

HITACHI MAXELL 269 

8,348 

9,603 

HITACHI METALS 721 

21,629 

17,623 

HITACHI SOFTWARE 99 

4,221 

4,892 

HITE BREWERY CO 3 

21,708 

15,869 

HITTE MICROWAVE CORP 62,570 

1,915,914 

2,174,308 

HKN INC 73,977 

1,774,504 

188,641 

HLTH CORP 211,926 

4,271,927 

2,776,231 

HMN FINL INC 26,338 

580,040 

92,446 

HMS HLDGS CORP 204,087 

6,313,659 

8,310,423 

HNI CORP 13,100 

351,948 

236,586 

HOCHTIEF AG 271 

66,788 

39,281 

HOKKAIDO ELEC PWR 833 

53,382 

44,853 

HOKKOKU BANK 1,337 

15,869 

14,141 

HOKU SCIENTIFIC INC 58,202 

230,778 

147,833 

HOKUHOKU FINANCIAL GROUP INC 5,386 

45,279 

38,831 

HOKURIKU ELEC PWR 801 

54,012 

52,606 

HOLCIM 1,060 

243,887 

172,847 

HOLLY CORP 194,766 

5,036,097 

3,501,893 

HOLLY ENERGY PARTNERS LP 14,800 

370,435 

469,900 

HOLLYWOOD MEDIA CORP 153,215 

656,086 

239,015 

HOLMEN AB 342 

28,838 

21,357 

HOLOGIC INC 427,505 

4,736,878 

6,083,396 

HOME BANCSHARES INC 41,153 

843,077 

783,553 

HOME DEPOT INC 12,512,539 323,124,330 295,671,297 

HOME DIAGNOSTICS INC DEL 101,569 

817,092 

623,634 

HOME FED BANCORP INC MD 45,733 

489,368 

466,019 

HOME PROPERTIES INC 39,115 

2,698,113 

1,333,822




HOME RETAIL GROUP 4,651 

69,596 

57,237 

HOMEBANC CORP GA 700 

4 

0 

HON HAI PRECISION 3,978 

467,531 

469,266 

HON HAI PRECISION 711,220 

2,268,117 

4,324,218 

HON HAI PRECISION IND LTD 664,027 

2,053,851 

4,037,286 

HONAM PETROCHEM 7 

16,605 

16,946 

HONDA MOTOR CO 7,234 

655,420 

573,262 

HONEYWELL INTL INC 1,861,852 

31,992,878 

58,462,153 

HONG KONG AIRCRAFT 427 

17,060 

14,257 

HONG KONG ELECTRIC 8,306 

130,626 

132,931 

HONG KONG EXCHANGE 5,723 

207,384 

256,387 

HONG KONG LAND HLD 1,789,685 

5,995,649 

6,393,114 

HONG LEONG BANK BE 224 

14,024 

13,840 

HONGKONG ELEC HLDGS LTD 40,801 

245,194 

224,814 

HONGKONG+CHINA GAS 25,722 

155,594 

155,502 

HONGKONG+SHANG HOT 3,516 

13,908 

9,806 

HOOKER FURNITURE CORP 31,400 

613,822 

360,472 

HOOPER HOLMES INC 247,000 

831,121 

108,680 

HOPEWELL HIGHWAY 4,581 

9,825 

7,306 

HOPEWELL HLDGS 4,608 

45,547 

41,357 

HOPFED BANCORP INC 7,500 

119,860 

72,975 

HOPSON DEVELOPMENT 5,620 

19,530 

25,013 

HORACE MANN EDUCATORS CORP NEW 59,200 

833,895 

590,224 

HORIZON FINL CORP WASH 37,181 

404,697 

41,271 

HORIZON LINES INC 129,080 

1,114,298 

498,249 

HORMEL FOODS CORP 232,517 

2,866,085 

8,031,137 

HORNBECK OFFSHORE SVCS INC NEW 86,730 

2,419,413 

1,855,155 

HORSEHEAD HLDG CORP 8,700 

72,327 

64,815 

HOSPIRA INC 438,942 

9,987,815 

16,908,046 

HOSPITALITY PPTYS TR 487,710 

8,694,200 

5,798,872 

HOST HOTELS + RESORTS INC 1,538,206 

19,297,947 

12,905,548 

HOT TELECOMMUNICATION SYSTEM 116 

2,760 

3,126 

HOT TOPIC INC 202,033 

1,751,619 

1,476,861 

HOTEL PROPERTIES 1,037 

7,518 

3,337 

HOUSE FOOD CORP 315 

14,608 

13,163 

HOUSING DEVEL FIN 96 

152,873 

179,662 

HOUSING DEVELOPMEN 37 

5,087 

6,788 

HOUSTON AMERN ENERGY CORP 58,700 

360,359 

107,421 

HOUSTON WIRE CABLE CO 24,095 

212,510 

286,971 

HOVNANIAN ENTERPRISES INC 417,435 

1,819,301 

985,147 

HOYA CORP 1,687 

147,079 

97,310 

HQ SUSTAINABLE MARTITIME 232,006 

1,973,588 

2,122,855 

HRPT PPTYS TR 541,756 

3,369,244 

2,199,529 

HSBC HLDGS 88,846 

3,378,750 

2,113,363 

HSN INC DEL 156,884 

1,618,326 

1,658,264 

HTC CORPORATION 346 

197,537 

186,758 

HUA NAN FINANCIAL 2,151 

53,462 

49,260 

HUABAO INTL HLDG 6,402 

15,834 

17,808 

HUADIAN POWER INTL 624 

6,179 

7,456




HUANENG POWER INTL 1,440 

38,267 

38,681 

HUB GROUP INC 51,572 

1,445,875 

1,064,446 

HUBBELL INC 201,716 

3,425,943 

6,467,015 

HUDSON CITY BANCORP INC 1,672,179 

16,298,298 

22,223,259 

HUDSON HIGHLAND GROUP INC 117,595 

360,039 

230,486 

HUDSON TECHNOLOGIES INC 74,800 

171,600 

98,736 

HUGHES COMMUNICATIONS INC 33,810 

1,602,899 

771,882 

HUGOTON RTY TR TX 191,898 

5,640,185 

2,771,007 

HUMAN GENOME SCIENCES INC 65,405 

706,311 

187,058 

HUMANA INC 649,503 

19,498,209 

20,952,967 

HUNT J B TRANS SVCS INC 287,077 

3,495,722 

8,764,461 

HUNTINGTON BANCSHARES INC 1,280,008 

9,390,765 

5,350,433 

HUNTSMAN CORP 318,911 

3,498,396 

1,604,122 

HURCO CO INC 16,100 

63,369 

251,643 

HURON CONSULTING GRP INC 85,781 

4,411,981 

3,965,656 

HUSKY ENERGY INC 1,284 

147,090 

103,367 

HUSQVARNA AB 2,213 

39,117 

34,475 

HUTCHINSON TECHNOLOGY INC 66,700 

219,221 

130,065 

HUTCHISON HARBOUR 18,743 

4,664 

4,101 

HUTCHISON TELECOM 4,278 

17,162 

2,920 

HUTCHISON TELECOMMUNICATIONS 4,278 

1,660 

1,666 

HUTCHISON WHAMPOA 16,525 

460,482 

309,502 

HYAKUGO BANK(105TH 1,094 

20,281 

15,543 

HYAKUJUSHI BANK 1,198 

20,798 

16,592 

HYNIX SEMICONDUCTO 207 

96,451 

84,659 

HYOSUNG 16 

27,556 

45,817 

HYPERCOM CORP 154,957 

266,387 

232,436 

HYPERDYNAMICS CORP 230,127 

340,568 

96,653 

HYPO REAL ESTATE 236 

1,469 

1,420 

HYSAN DEVELOPMENT 4,151 

31,963 

30,482 

HYUNDAI AUTONET 51 

7,195 

6,834 

HYUNDAI DEPT STORE 10 

25,380 

28,162 

HYUNDAI ENG +CONST 38 

80,871 

61,439 

HYUNDAI HEAVY INDUSTRIES 26 

225,819 

150,867 

HYUNDAI HYSCO 11 

3,906 

3,570 

HYUNDAI MIPO DOCK 7 

36,691 

25,962 

HYUNDAI MOBIS 32 

95,681 

106,466 

HYUNDAI SECURITIES 79 

25,589 

32,889 

HYUNDAI STEEL 20 

37,420 

34,738 

I FLOW CORP 64,881 

353,163 

450,274 

I/MONGOLIA ERDOS CASHMERE PROD 641,086 

471,107 

445,168 

I/MONGOLIA YITAI COAL 557,096 

2,384,051 

2,625,413 

I2 TECHNOLOGIES INC 110,643 

1,286,854 

1,388,570 

IA GLOBAL INC 201,900 

75,909 

10,095 

IAC INTERACTIVECORP 128,009 

2,134,405 

2,054,544 

IBASIS INC 243,618 

958,904 

319,140 

IBERDROLA RENOVABL 4,088 

79,681 

53,647 

IBERDROLA SA 322 

6,960 

7,274 

IBERDROLA SA 25,449 

869,663 

593,051




IBERIABANK CORP 20,093 

999,515 

791,865 

IBIDEN CO 582 

59,926 

47,099 

ICAD INC 165,356 

542,018 

214,963 

ICAGEN INC 671,978 

621,724 

322,549 

ICAHN ENTERPRISES LP 70,808 

4,093,878 

2,777,090 

ICAP 2,485 

65,434 

53,050 

ICF INTL INC 15,150 

372,164 

417,989 

ICICI BANKING 256 

85,438 

147,656 

ICICI BK LTD 198,242 

6,002,528 

5,848,139 

ICL ISRAEL CHEM 2,651 

94,032 

75,814 

ICO GLOBAL COMMUNICATIONS HLDG 38,800 

57,268 

24,056 

ICO INC NEW 122,556 

386,662 

333,352 

ICON PUB LTD CO 10,556 

393,528 

227,798 

ICONIX BRAND GROUP INC 238,253 

4,710,143 

3,664,331 

ICOP DIGITAL INC 9,500 

9,814 

3,325 

ICT GROUP INC 67,900 

496,125 

592,767 

ICU MEDICAL INC 22,599 

785,792 

929,949 

ICX TECHNOLOGIES INC 13,656 

56,037 

81,936 

ID SYS INC DEL 38,786 

465,215 

140,405 

IDACORP INC 133,510 

4,061,637 

3,489,951 

IDB HOLDING CORP 78 

4,140 

3,899 

IDBI BANK LTD 96 

5,789 

8,449 

IDEA CELLULAR LTD 621 

37,719 

35,268 

IDEMITSU KOSAN CO 109 

28,210 

26,805 

IDENIX PHARMACEUTICALS INC 118,575 

688,921 

436,356 

IDERA PHARMACEUTICALS INC 107,400 

751,800 

629,364 

IDEX CORP 235,457 

3,372,692 

5,785,178 

IDEXX LABS INC 170,748 

3,110,441 

7,888,558 

IDT CORP 9,566 

10,045 

15,497 

IEC ELECTRS CORP NEW 40,200 

75,387 

154,368 

IGATE CORP 166,157 

1,272,480 

1,099,959 

IGI LABORATORIES INC 17,000 

29,446 

19,550 

IGM FINL INC 521 

58,147 

53,022 

IGO INC 94,709 

668,510 

66,296 

IHI CORP 6,468 

37,093 

32,179 

IHS INC 111,303 

7,059,815 

5,550,681 

II VI INC 50,685 

955,298 

1,123,686 

IJM CORP BERHAD 422 

21,239 

26,563 

IKANOS COMMUNICATIONS 193,330 

1,365,550 

309,328 

ILLINOIS TOOL WKS INC 1,118,787 

11,024,006 

41,775,507 

ILLOVO SUGAR 76 

8,906 

10,514 

ILLUMINA INC 400,249 

7,160,472 

15,585,696 

ILUKA RESOURCES 1,959 

23,308 

13,020 

IMAGE ENTMT INC 102,600 

339,381 

100,548 

IMAGE SENSING SYS INC 31,600 

344,414 

293,880 

IMATION CORP 145,605 

3,531,992 

1,108,054 

IMERGENT INC 40,100 

338,495 

280,700 

IMERYS 157 

31,742 

18,843 

IMERYS SA NEW 33 

2,609 

3,593




IMMERSION CORP 9,000 

39,360 

44,460 

IMMOEAST AG 2,143 

11,547 

15,463 

IMMOFINANZ AG 2,223 

35,319 

13,085 

IMMTECH INTL INC 29,700 

30,443 

5,643 

IMMUCELL CORP 4,800 

20,960 

12,000 

IMMUCOR CORP 278,885 

5,937,284 

3,837,458 

IMMUNOGEN INC 71,000 

296,070 

611,310 

IMMUNOMEDICS INC 139,954 

169,344 

355,483 

IMPALA PLATINUM 293 

198,929 

246,785 

IMPALA PLATINUM SPON ADR 9,675 

211,781 

213,914 

IMPERIAL HLDGS 96 

27,360 

27,517 

IMPERIAL INDS INC 46,900 

684,342 

30,485 

IMPERIAL OIL LTD 1,765 

224,581 

197,096 

IMPERIAL SUGAR CO NEW 8,144 

95,906 

98,624 

IMPLANT SCIENCES CORP 13,525 

17,032 

1,353 

IMPULSADORA DEL DESARROLLO Y 424 

16,170 

13,138 

IMS HEALTH INC 735,834 

12,416,108 

9,345,092 

INCITEC PIVOT 8,218 

99,210 

45,451 

INCONTACT INC 13,874 

23,996 

38,015 

INCYTE CORP (61,677) 

(186,368) 

(202,917) 

IND + COM BK CHINA 19,299 

433,845 

513,752 

INDEPENDENCE HLDG CO NEW 31,537 

473,093 

200,575 

INDEPENDENT BK CORP MASS 23,887 

708,414 

470,574 

INDEPENDENT BK CORP MI 41,818 

396,889 

55,200 

INDIABULLS FINL SV 80 

10,701 

12,682 

INDIANA CMNTY BANCORP 18,109 

478,196 

234,693 

INDITEX 1,283 

181,105 

176,763 

INDL BANK OF KOREA 57 

26,692 

18,768 

INDOCEMENT TUNGGAL 482 

12,090 

13,942 

INDOFOODS SUKSES M 1,637 

13,423 

11,556 

INDOSAT 1,007 

25,071 

18,720 

INDS KLABIN PAPEL E CELU-PRF 278 

18,775 

16,197 

INDUS + COMMER BK 2,863 

20,478 

14,867 

INDUSTRIAL SVCS AMER INC FL 43,485 

370,775 

291,350 

INDUSTRIAS PENOLES 74 

33,796 

45,419 

INDUSTRIVARDEN AB 605 

24,355 

14,257 

INDUSTRIVARDEN AB 1,372 

62,139 

35,257 

INDYMAC BANCORP INC 114,400 

940,980 

3,661 

INERGY HLDGS LP 28,770 

1,082,286 

1,182,159 

INERGY L P 198,560 

4,322,045 

5,061,294 

INFINEON TECHNOLOGIES AG 3,854 

44,822 

40,014 

INFINERA CORP 197,030 

2,302,498 

1,798,884 

INFINITY PHARMACEUTICALS INC 48,616 

615,665 

283,917 

INFINITY PPTY + CAS CORP 31,190 

1,154,468 

1,137,187 

INFLOGIXINC 26,000 

43,664 

15,083 

INFOGROUP INC 120,246 

1,042,253 

686,605 

INFORMATICA CORP 276,243 

4,425,682 

4,748,617 

INFORMATION ANALYSIS INC 1,800 

805 

167 

INFOSONICS CORP 165,800 

301,258 

293,466




INFOSPACE INC 9,000 

121,386 

59,670 

INFOSYS TECHNOLOGI 265 

306,667 

375,647 

INFOSYS TECHNOLOGIES LTD 284,139 

9,359,609 

10,450,632 

INFRASTRUCTURE DEV FINANCE 457 

26,373 

49,527 

ING GROEP NV 10,747 

1,058,307 

310,757 

INGERSOLL RAND PLC 855,656 

22,144,707 

17,883,210 

INGLES MKTS INC 19,600 

332,954 

298,704 

INGRAM MICRO INC 743,176 

10,691,830 

13,005,580 

INHIBITEX INC 133,600 

811,475 

52,104 

INLAND REAL ESTATE CORP 201,670 

2,956,617 

1,411,690 

INNERWORKINGS INC 56,360 

758,873 

267,710 

INNODATA ISOGEN INC 104,163 

360,959 

456,234 

INNOLUX DISPLAY CO 1,467 

73,041 

68,439 

INNOPHOS HLDGS INC 10,000 

197,911 

168,900 

INNOSPEC INC 27,211 

352,006 

292,518 

INNOTRAC CORP 36,800 

227,811 

60,352 

INNOVATIVE SOLUTIONS + SUPPORT 21,500 

113,349 

96,105 

INOTERA MEMORIES I 399 

4,988 

6,565 

INOVIO BIOMEDICAL CORP 198,400 

565,310 

156,736 

INPEX CORPORATION 4 

101,360 

83,778 

INPLAY TECHNOLOGIES INC 59,263 

58,811 

1,778 

INSIGHT ENTERPRISES INC 311,470 

3,640,001 

3,008,800 

INSIGNIA SYS INC 74,400 

85,398 

211,296 

INSITE VISION INC 69,200 

29,362 

26,988 

INSITUFORM TECHNOLOGIES INC 109,552 

1,700,706 

1,859,097 

INSMED INC 806,576 

705,577 

806,576 

INSPIRE PHAMACEUTICAL INC 20,214 

74,623 

112,390 

INSTEEL INDS INC 39,600 

314,954 

326,304 

INSURANCE AUST GRP 10,665 

111,199 

86,992 

INSURE COM INC 2,400 

9,652 

4,368 

INSWEB CORP 2,233 

10,675 

7,414 

INTEGRA BK CORP 64,000 

164,208 

73,600 

INTEGRA LIFESCIENCES CORP 68,345 

2,291,998 

1,811,826 

INTEGRAL SYS INC MD 56,618 

557,491 

471,062 

INTEGRAL VISION 18,500 

13,142 

1,110 

INTEGRAMED AMER INC 37,195 

143,013 

270,036 

INTEGRATED DEVICE TECHNOLOGY 144,375 

2,469,129 

872,025 

INTEGRATED ELECTRICAL SVCS INC 29,600 

279,746 

231,176 

INTEGRATED SILICON SOLUTION 81,429 

498,237 

215,787 

INTEGRYS ENERGY GROUP INC 129,093 

5,275,685 

3,871,499 

INTEL CORP 15,287,079 119,007,172 253,001,157 

INTELLI CHECK INC 38,600 

217,154 

66,392 

INTELLON CORP 22,700 

43,677 

96,475 

INTER PARFUMS INC 46,442 

287,034 

340,884 

INTERACTIVE BROKERS GROUP INC 118,478 

3,394,307 

1,839,963 

INTERACTIVE DATA CORP 100,300 

1,901,541 

2,320,942 

INTERACTIVE INTELLIGENCE INC 1,400 

14,449 

17,164 

INTERCONEXION ELEC 152 

21,028 

24,633 

INTERCONTINENTALEXCHANGE INC 245,261 

25,775,896 

28,018,617




INTERCONTL HOTELS 1,769 

75,208 

52,158 

INTERDIGITAL INC PA 125,919 

2,491,563 

3,077,460 

INTERFACE INC 177,316 

1,456,802 

1,099,359 

INTERLEUKIN GENETICS INC 123,383 

292,001 

64,159 

INTERLINE BRANDS INC 6,200 

110,883 

84,816 

INTERMEC INC 189,886 

3,167,627 

2,449,529 

INTERMUNE INC 44,470 

834,712 

675,944 

INTERNAP NETWORK SVCS CORP 181,615 

1,898,907 

633,836 

INTERNATIONAL ASSETS HLDG CORP 16,151 

375,246 

240,165 

INTERNATIONAL BALER CORP NEW 41,100 

36,482 

20,550 

INTERNATIONAL BANCSHARES CORP 154,040 

3,108,543 

1,588,152 

INTERNATIONAL BUSINESS MACHS 3,924,440 201,137,351 409,790,025 

INTERNATIONAL COAL GROUP INC 739,228 

2,073,630 

2,114,192 

INTERNATIONAL GAME TECHNOLOGY 737,353 

12,144,497 

11,723,913 

INTERNATIONAL PAPER CO 1,571,313 

37,708,291 

23,773,966 

INTERNATIONAL POWER 7,555 

141,181 

85,112 

INTERNATIONAL RECTIFIER CORP (85,455) 

(935,962) 

(1,265,589) 

INTERNATIONAL SHIPHOLDING CORP 13,162 

283,407 

354,848 

INTERNATIONAL SPEEDWAY CORP 127,183 

4,400,221 

3,257,157 

INTERNET AMER INC 3,700 

2,528 

740 

INTERNET BRANDS INC 5,456 

29,676 

38,192 

INTERNET CAP GROUP INC 44,604 

358,373 

300,185 

INTERPHASE CORP 4,263 

14,334 

23,873 

INTERPUBLIC GROUP COS INC 766,796 

8,319,035 

3,872,320 

INTERSECTIONS INC 18,200 

175,550 

84,448 

INTERSIL CORP 759,699 

14,084,959 

9,549,416 

INTERVAL LEISURE GROUP INC 66,394 

1,142,545 

618,792 

INTERVEST BANCSHARES CORP 29,300 

532,128 

99,620 

INTESA SANPAOLO 45,732 

821,208 

423,155 

INTEST CORP 211,900 

1,034,360 

42,380 

INTEVAC INC 18,795 

85,656 

163,704 

INTL NICKEL INDONE 866 

11,146 

13,431 

INTREPID POTASH INC 19,535 

376,338 

548,543 

INTRICON CORP 39,216 

171,770 

105,883 

INTRNTNL FLAVRS + FRAGRNCS INC 124,057 

4,942,933 

4,059,145 

INTUIT 771,994 

15,192,986 

21,739,351 

INTUITIVE SURGICAL INC 102,762 

14,504,978 

16,818,029 

INVACARE CORP 151,230 

3,873,392 

2,669,210 

INVENSYS 4,095 

61,985 

43,324 

INVENTEC APPLIANCE 141 

6,700 

5,324 

INVENTEC CORP 1,186 

21,856 

26,134 

INVENTIV HEALTH INC 145,180 

3,395,968 

1,964,285 

INVENTURE GROUP INC 65,180 

300,917 

160,343 

INVERNESS MED INNOVATIONS INC 225 

53,576 

50,153 

INVERNESS MED INNOVATIONS INC 232,509 

4,623,874 

8,272,670 

INVERSIONES ARGOS 152 

24,939 

32,832 

INVESCO LTD 1,186,611 

27,924,850 

21,145,408 

INVESTEC LIMITED 122 

26,034 

25,472 

INVESTMENT TECHNOLOGY GROUP 218,242 

4,895,982 

4,449,954




INVESTOR AB 2,125 

126,825 

93,833 

INVESTORS BANCORP INC 6,100 

71,379 

55,876 

INVESTORS CAP HLDGS LTD 6,290 

32,086 

19,656 

INVESTORS REAL ESTATE TR 148,015 

1,608,920 

1,315,853 

INVESTORS TITLE INS CO 4,800 

158,791 

129,120 

INVITEL HLDGS A/S 34,396 

526,336 

227,014 

INX INC 65,400 

484,225 

353,160 

IOI CORP 2,163 

105,053 

110,772 

ION GEOPHYSICAL CORP 237,802 

1,438,272 

611,151 

IOOF HOLDINGS LTD NPV 1,114 

15,483 

10,796 

IOWA TELECOMMUNICATION SVCS 57,695 

881,307 

721,764 

IPASS INC 372,970 

1,113,104 

596,752 

IPC HOLDINGS LTD BERMUDA 60,597 

1,723,395 

1,656,722 

IPC THE HOSPITALIST CO INC 23,190 

572,330 

618,941 

IPCS INC DEL 80,900 

691,885 

1,210,264 

IPG PHOTONICS CORP 94,985 

1,056,112 

1,041,985 

IPIRANGA REF PETRO 4 

75 

5,212 

IRIDEX CORP 25,800 

108,180 

53,148 

IRIS INTL INC 49,798 

709,831 

587,616 

IRISH LIFE + PERM 1,460 

85,771 

21,344 

IROBOT CORP 102,301 

1,804,969 

1,327,867 

IRON MTN INC PA 545,155 

9,032,819 

15,673,206 

IRPC PUBLIC CO LTD 4,361 

20,054 

15,817 

IRVINE SENSORS CORP 3,499 

54,299 

1,750 

IRWIN FINL CORP 147,300 

1,114,648 

106,056 

ISETAN MITSUKOSHI 1,494 

50,565 

43,798 

ISHARES TR 17,853 

899,317 

1,012,087 


1,435,638 

1,031,358 


1,384,083 

1,428,167 

ISILON SYS INC 88,190 

244,286 

373,926 

ISIS PHARMACEUTICALS 336,030 

5,309,881 

5,544,495 

ISLE CAPRI CASINOS INC 56,184 

457,302 

748,371 

ISRAEL DISCOUNT BK 1,141 

4,432 

4,309 

ISRAMCO INC 7,200 

71,097 

767,016 

ISTA PHARMACEUTICALS INC 105,200 

790,876 

441,840 

ISTAR FINL INC 332,820 

837,894 

945,209 

ISUZU MOTORS 6,882 

66,411 

31,776 

IT HOLDINGS CORP 512 

26,501 

26,127 

ITALCEMENTI 494 

20,949 

16,218 

ITALCEMENTI DI RISP 700 

26,907 

11,812 

ITALIAN THAI DEVT 680 

2,337 

2,131 

ITAU UNIBANCO HOLDING SA 964 

502,346 

583,322 

ITAU UNIBANCO HOLDING SA 2,482,687 

32,009,876 

39,300,935 

ITAUSA-INVESTIMENTOS ITAU-PR 1,236 

192,275 

209,808 

ITC HLDGS CORP 135,168 

6,126,647 

6,131,220 

ITERIS INC NEW 38,800 

123,046 

50,440 

ITO EN 320 

14,842 

13,084 

ITOCHU CORP 6,397 

176,140 

128,070 

ITOCHU TECHNO SOLUTIONS CORP 214 

19,013 

18,320




ITRON INC 45,830 

3,443,265 

2,523,858 

ITT CORP NEW 432,053 

4,863,954 

19,226,359 

ITT EDL SVCS INC 158,099 

12,365,218 

15,914,245 

ITV 15,445 

42,966 

25,589 

IVAX DIAGNOSTICS INC 107,200 

482,726 

75,040 

IVIVI TECHNOLOGIES INC 22,000 

85,970 

4,180 

IX ENERGY HOLDINGS INC 300,000 

135,000 

84,000 

IXIA 162,872 

1,773,077 

1,097,757 

IXYS CORP DEL 81,408 

571,515 

823,849 

IYO BANK 1,250 

39,417 

36,671 

IZUMI CO 317 

14,060 

11,268 

J + J SNACK FOODS CORP 40,157 

1,337,127 

1,441,636 

J ALEXANDER CORP 19,800 

99,491 

79,695 

J C PENNEY INC 770,716 

21,556,389 

22,127,256 

J CREW GROUP INC 121,715 

4,235,128 

3,288,739 

J FRONT RETAILING 2,064 

38,752 

28,345 

J P MORGAN INTL DERIVATIVES LT 4,829,600 

8,548,392 

7,485,880 

J2 GLOBAL COMMUNICATIONS 154,373 

3,446,653 

3,482,655 

JABIL CIRCUIT INC 833,065 

9,430,341 

6,181,342 

JACK IN THE BOX INC 122,458 

2,753,232 

2,749,182 

JACKSON HEWITT TAX SVC INC 54,500 

409,914 

341,170 

JACO ELECTRS INC 31,200 

93,176 

26,520 

JACOBS ENGR GROUP INC 363,123 

17,939,058 

15,283,847 

JAFCO 172 

13,401 

16,671 

JAIPRAKASH ASSOCIA 410 

34,623 

67,489 

JAKKS PAC INC 76,779 

1,752,102 

985,075 

JAMBA INC 197,798 

488,230 

237,358 

JAMES HARDIE INDS 2,231 

28,004 

21,772 

JAMES RIV COAL CO 82,741 

1,172,718 

1,251,871 

JANUS CAP GROUP INC 527,404 

4,017,444 

6,012,406 

JAPAN AIRLINES CORP 2,861 

18,185 

15,852 

JAPAN PETROLEUM EX 127 

23,735 

20,166 

JAPAN STEEL WORKS 1,441 

62,383 

51,172 

JARDEN CORP 176,619 

4,642,033 

3,311,606 

JARDINE CYCLE + CARRIAGE LTD 724 

24,386 

27,613 

JARDINE MATHESON 216,279 

5,768,187 

5,996,066 

JARDINE STRATEGIC 690,500 

7,730,322 

10,177,970 

JAVELIN PHARMACEUTICALS INC 78,685 

91,976 

96,783 

JAZZ PHARMACEUTICALS INC 43,700 

39,366 

163,001 

JBS SA 263 

23,582 

35,959 

JC DECAUX SA 190 

12,962 

8,684 

JDA SOFTWARE GROUP INC 85,381 

1,091,975 

1,277,300 

JDS UNIPHASE CORP 540,618 118,965,910 

3,092,335 

JEFFERSON BANCSHARES INC TENN 40,300 

564,119 

232,531 

JEFFERSONVILLE BANCORP 404 

6,169 

3,838 

JEFFRIES GROUP INC NEW 183,104 

2,301,866 

3,905,608 

JENNIFER CONVS INC 20,400 

80,342 

10,812 

JER INVS TR INC 25,190 

1,441,814 

8,817 

JESUP + LAMONT INC 227,500 

538,808 

68,250




JET AIRWAYS INDIA 10 

3,199 

1,714 

JETBLUE AWYS CORP 589,845 

5,756,427 

2,518,638 

JEWETT CAMERON TRADING LTD 13,390 

123,762 

69,360 

JFE HOLDING INC 2,365 

308,586 

228,998 

JGC CORP 999 

50,291 

46,440 

JIANGSU EXPRESSWAY 533 

15,254 

14,933 

JIANGXI COPPER CO 643 

21,892 

40,218 

JINDAL STEEL + PWR 29 

30,172 

57,656 

JMP GROUP INC 59,900 

441,156 

460,631 

JO ANN STORES INC 87,150 

2,194,560 

1,801,391 

JOES JEANS INC 158,700 

773,811 

104,742 

JOHN BEAN TECHNOLOGIES CORP 51,266 

606,517 

641,850 

JOHNSON + JOHNSON 7,619,424 193,817,156 432,783,283 

JOHNSON CTLS INC 1,788,786 

17,021,184 

38,852,432 

JOHNSON ELEC HLDGS 9,441 

13,509 

7,283 

JOHNSON MATTHEY 1,109 

91,779 

60,449 

JOHNSON OUTDOORS INC 8,200 

114,187 

45,182 

JOLLIBEE FOODS 190 

7,387 

7,374 

JONES APPAREL GROUP INC 572,629 

7,472,014 

6,144,309 

JONES LANG LASALLE INC 111,288 

6,957,194 

3,642,456 

JONES SODA CO 64,200 

442,221 

71,262 

JOS A BANK CLOTHIERS INC 68,659 

1,396,847 

2,365,989 

JOURNAL COMMUNICATIONS INC 205,360 

516,695 

215,628 

JOY GLOBAL INC 455,704 

9,730,314 

16,277,747 

JOYO BANK 2,924 

46,421 

42,859 

JPMORGAN CHASE + CO 11,096,822 246,012,088 378,512,598 

JPY COLLATERAL 518,215 

14,929 

15,438 

JS GROUP CORP 1,148 

52,199 

50,973 

JSC MMC NORILSK NICKEL 1,253,527 

28,644,363 

11,532,448 

JSE LIMITED 40 

9,160 

9,604 

JSR CORP 951 

49,277 

46,812 

JSW STEEL LTD 64 

25,574 

31,461 

JTEKT CORPORATION 1,601 

72,682 

46,795 

JUNIPER NETWORKS INC 1,627,796 

66,138,801 

38,415,986 

JUROKU BANK 1,415 

23,361 

14,417 

JYSKE BANK A/S 274 

53,020 

22,571 

K + S AG 849 

189,149 

137,013 

K FED BANCORP 28,726 

422,405 

263,705 

K SEA TRANSN PARTNERS LP 53,330 

1,305,441 

1,045,801 

K SWISS INC 16,440 

359,620 

139,740 

K TRON INTL INC 8,400 

604,697 

669,312 

K V PHARMACEUTICAL COMPANY 163,705 

495,365 

525,493 

K12 INC 22,612 

454,753 

487,289 

KABU COM SECURITIE 2 

8,542 

9,046 

KADANT INC 14,240 

178,095 

160,770 

KAGOSHIMA BANK 914 

20,249 

19,337 

KAISER ALUM CORP 50,990 

2,478,287 

1,831,051 

KAJIMA CORP 4,193 

42,865 

37,600 

KAMAN CORP 25,050 

634,339 

418,335




KAMIGUMI CO 1,058 

24,488 

25,664 

KANDENKO CO 568 

11,502 

12,102 

KANEKA CORP 1,276 

26,210 

26,108 

KANGWON LAND INC 74 

34,282 

36,271 

KANSAI ELEC POWER 3,737 

246,218 

237,115 

KANSAI PAINT CO 983 

21,007 

20,289 

KANSAS CITY LIFE INS CO 12,386 

517,971 

333,307 

KANSAS CITY SOUTHERN 184,084 

1,641,101 

2,965,593 

KAO CORP 2,711 

212,060 

170,023 

KAPSTONE PAPER + PKGING CORP 35,788 

180,768 

167,846 

KASIKORNBANK PCL 544 

32,750 

40,344 

KATY INDS INC 40,700 

190,467 

56,166 

KAWASAKI HEAVY IND 6,348 

54,945 

50,301 

KAWASAKI KISEN 2,410 

72,492 

28,570 

KAYDON CORP 46,650 

1,521,622 

1,518,924 

KAZAKHMYS 1,102 

41,194 

32,865 

KB FINANCIAL GROUP 156 

241,677 

200,281 

KB FINL GROUP INC 11,300 

411,362 

376,403 

KB HOME 301,732 

4,479,661 

4,127,694 

KBC ANCORA 251 

20,148 

7,399 

KBC BLUE DIAMOND FUND 165,000,000 165,000,000 156,157,650 

KBC GROUP NV 913 

205,067 

47,865 

KBR INC 714,969 

11,760,507 

13,184,028 

KBW INC 103,450 

2,647,641 

2,975,222 

KCC CORPORATION 2 

28,888 

27,505 

KDDI CORP 17 

319,034 

263,724 

KEARNY FINL CORP 6,740 

89,982 

77,106 

KEIHAN ELEC RAIL 2,892 

40,326 

35,318 

KEIHIN ELEC EXP RL 2,080 

41,853 

46,346 

KEIO CORP 2,495 

41,604 

41,692 

KEISEI ELEC RAILWY 1,295 

22,127 

22,214 

KEITHLEY INSTRS INC 66,000 

1,050,060 

264,000 

KEIYO BANK 803 

13,751 

12,084 

KELLOGG CO 754,609 

25,921,745 

35,142,141 

KELLY SVCS INC 152,530 

3,334,666 

1,670,204 

KENDLE INTL INC 78,290 

2,280,953 

958,270 

KENEXA CORP 31,465 

986,076 

364,050 

KENNAMETAL INC 242,976 

4,288,081 

4,660,280 

KENSEY NASH CORP 49,412 

1,068,835 

1,295,089 

KENTUCKY FIRST FED BANCORP 5,612 

56,130 

68,186 

KEPPEL CORP 6,663 

126,843 

91,300 

KEPPEL LAND LTD 2,984 

14,064 

13,095 

KERRY GROUP 673 

53,291 

44,091 

KERRY PROPERTIES 2,908 

35,733 

36,889 

KERYX BIOPHARMACEUTICALS INC 3 

1 

3 

KESKO OYJ 322 

39,548 

24,467 

KEWAUNEE SCIENTIFIC CORP 8,100 

83,908 

89,100 

KEY ENERGY SVCS INC 458,140 

6,767,991 

2,638,886 

KEY TECHNOLOGY INC 32,567 

640,844 

322,088




KEY TRONIC CORP 26,400 

64,680 

42,240 

KEYCORP NEW 1,269,380 

12,203,906 

6,651,551 

KEYENCE CORP 211 

126,685 

124,044 

KEYNOTE SYS INC 55,400 

666,911 

423,256 

KFORCE INC 220,368 

2,101,704 

1,822,443 

KGHM POLSKA MIEDZ 46 

39,937 

45,237 

KGI SECURITIES 1,182 

15,581 

20,612 

KIKKOMAN CORP 761 

27,354 

21,959 

KILROY RLTY CORP 105,690 

4,288,693 

2,170,873 

KIMBALL INTL INC 133,639 

1,691,260 

833,907 

KIMBERLY CLARK CORP 1,230,309 

44,229,766 

64,505,101 

KIMBERLY CLARK DE MEX SAB D 199 

31,204 

28,975 

KIMCO RLTY CORP 846,317 

23,514,424 

8,505,486 

KINDEN CORPORATION 1,113 

28,973 

28,088 

KINDER MORGAN ENERGY PARTNERS 503,316 

25,912,510 

25,729,514 

KINDER MORGAN MGMT LLC 185,687 

5,884,657 

8,387,482 

KINDRED HEALTHCARE INC 144,070 

2,435,573 

1,782,146 

KINETIC CONCEPTS INC 124,008 

7,756,531 

3,379,218 

KING PHARMACEUTICALS INC 94,400 

1,509,819 

909,072 

KINGBOARD CHEMICAL 3,205 

40,540 

22,796 

KINGFISHER 12,218 

115,529 

102,829 

KINROSS GOLD CORP 3,573 

192,301 

187,459 

KINTETSU CORP 6,720 

66,962 

85,085 

KIRBY CORP 148,959 

4,652,399 

4,735,407 

KIRIN HOLDINGS CO LTD 3,818 

159,633 

153,534 

KIRKLANDS INC 97,305 

1,006,191 

1,168,633 

KITE RLTY GROUP TR 160,805 

1,078,156 

469,551 

KIWI INCOME PROPERTY TRUST 4,873 

11,900 

8,166 

KKR FINL HLDGS LLC 595,615 

3,017,972 

553,922 

KLA TENCOR CORP 317,327 

8,606,070 

8,012,507 

KLEPIERRE 424 

45,684 

31,460 

KMG B INC 108,200 

1,646,043 

788,778 

KNIGHT CAP GROUP INC 230,858 

3,322,987 

3,936,129 

KNIGHT TRANSN INC 83,135 

868,138 

1,375,884 

KNIGHTSBRIDGE TANKERS LTD 8,900 

191,307 

121,396 

KNOLL INC 224,450 

2,630,739 

1,701,331 

KNOLOGY INC 17,900 

150,923 

154,477 

KNOT INC 97,195 

2,204,729 

765,897 

KOBAYASHI PHARMACE 140 

14,620 

15,181 

KOBE STEEL 11,743 

101,785 

62,968 

KOC HLDG 449 

42,678 

29,652 

KODIAK OIL + GAS CORP 68,400 

56,724 

74,556 

KOHLBERG CAP CORP 4,700 

19,552 

29,704 

KOHLS CORP 1,180,605 

32,153,833 

50,470,864 

KOITO MFG CO 702 

23,878 

24,413 

KOKUYO CO 528 

13,151 

13,281 

KOMATSU 5,140 

336,094 

228,463 

KOMERCNI BANKA 7 

57,938 

37,213 

KOMERI CO 206 

16,079 

13,117




KONA GRILL INC 18,200 

39,385 

61,152 

KONAMI CORP 527 

43,869 

29,050 

KONE CORPORATION NPV 945 

86,698 

83,173 

KONICA MINOLTA HOLDINGS INC 2,101 

89,207 

63,101 

KONINKLIJKE DSM NV 935 

121,561 

84,211 

KONINKLIJKE KPN NV 8,680 

359,664 

342,910 

KOOR INDUSTRIES 98 

5,745 

6,461 

KOPIN CORP 465,160 

705,905 

1,707,137 

KOPPERS HLDGS INC 80,935 

2,316,597 

2,134,256 

KOREA ELEC POWER 121 

120,581 

107,055 

KOREA ELEC PWR CORP 11,955 

131,146 

137,483 

KOREA EXCHANGE BK 120 

42,823 

35,489 

KOREA GAS 11 

23,332 

15,208 

KOREA INVESTMENT HOLDING CO 24 

22,227 

26,915 

KOREAN AIR LINES 17 

18,738 

18,194 

KORN / FERRY INTL 98,175 

1,615,245 

1,044,582 

KOSE CORP 127 

8,690 

7,698 

KOSS CORP 12,608 

239,223 

162,643 

KOTAK MAHINDRA BANK LTD 64 

29,010 

32,186 

KOWABUNGA INC 339,800 

700,795 

95,144 

KOWLOON DEVMT 3,000 

17,647 

7,578 

KRAFT FOODS INC 4,027,233 130,331,545 102,050,084 

KRATOS DEFENSE + SEC SOLUTIONS 365,328 

761,040 

325,142 

KRISPY KREME DOUGHNUTS INC 25,939 

0 1,038 

KRISPY KREME DOUGHNUTS INC 197,400 

591,048 

592,200 

KROGER CO 1,971,974 

24,614,358 

43,482,027 

KRONOS WORLDWIDE INC 63,778 

1,005,536 

424,124 

KRUNG THAI BANK LTD 1,296 

7,776 

12,696 

KSW INC 40,987 

226,348 

110,665 

KT CORPORATION 59 

76,457 

65,238 

KUALA LUMPUR KEPG 248 

27,714 

31,966 

KUBOTA CORP 3,395 

74,982 

80,602 

KUEHNE + NAGEL AG 327 

81,854 

73,637 

KULICKE + SOFFA INDS INC 71,970 

192,206 

246,857 

KUMBA IRON ORE LTD 44 

37,571 

39,394 

KUMHO INDUSTRIAL 17 

12,260 

7,354 

KURARAY CO 1,974 

66,658 

63,033 

KURITA WATER INDS 525 

45,142 

48,768 

KVH INDS INC 31,500 

318,780 

215,145 

KWG PROPERTY HLDGS 5,333 

11,815 

11,057 

KYOCERA CORP 1,009 

255,151 

218,582 

KYOWA HAKKO KIRIN CO LTD 1,186 

31,600 

38,544 

KYUSHU ELEC POWER 1,835 

120,127 

113,452 

L 1 IDENTITY SOLUTIONS INC 235,500 

2,840,156 

1,822,770 

L 3 COMMUNICATIONS HLDG CORP 456,994 

29,574,142 

31,706,244 

LA BARGE INC 50,800 

549,037 

470,916 

LA JOLLA PHARMACEUTICAL CO 103,800 

206,347 

20,241 

LA Z BOY INC 295,830 

454,038 

1,396,318 

LABORATORY CORP AMER HLDGS 245,259 

8,957,172 

16,626,108




LABRANCHE + CO INC 150,316 

1,674,784 

646,359 

LACLEDE GROUP INC 68,418 

1,723,529 

2,266,688 

LACROSSE FOOTWEAR INC 18,500 

137,268 

172,975 

LADBROKES 3,082 

57,379 

26,842 

LADENBURG THALMANN FINL SVCS I 203,899 

119,887 

110,105 

LADISH COMPANY INC 51,660 

1,121,429 

670,030 

LAFARGE 684 

218,412 

132,974 

LAFARGE MALAYAN CEMENT BHD 185 

7,503 

11,853 

LAFARGE SA NEW 422 

73,837 

79,372 

LAGARDERE SCA 674 

141,826 

64,331 

LAKE SHORE BANKCORP INC 6,475 

60,852 

46,944 

LAKELAND BANCORP INC 89,887 

720,023 

808,084 

LAKELAND FINANCIAL CORP 41,200 

846,983 

782,800 

LAKELAND INDS INC 14,546 

150,453 

118,986 

LAKES ENTMT INC (300) 

(897) 

(873) 

LAM RESH CORP 299,690 

8,247,453 

7,791,940 

LAMAR ADVERTISING CO 219,945 

8,446,179 

3,358,560 

LAN CHILE S A 87,300 

693,042 

1,050,219 

LAN CHILE SA 47 

19,394 

21,565 

LANCASTER COLONY CORP 89,594 

3,567,926 

3,948,408 

LANCE INC 182,725 

3,165,500 

4,226,429 

LANCO INFRATECH LTD 30 

4,556 

8,495 

LAND + HOUSES 1,153 

6,795 

6,580 

LAND SECURITIES GROUP PLC 3,764 

203,416 

83,958 

LANDAMERICA FINL GROUP INC 17,070 

780,522 

597 

LANDAUER INC 23,972 

1,440,579 

1,470,442 

LANDEC CORP 97,916 

620,205 

664,850 

LANDMARK BANCORP INC 5,206 

122,938 

83,608 

LANDRYS RESTAURANTS INC 90,310 

2,053,710 

776,666 

LANDSDOWNE EUROPEAN STRATEGIC 170,000,000 170,000,000 164,187,020 

LANDSTAR SYS INC 125,162 

5,678,704 

4,494,567 

LANGER INC 93,460 

480,549 

61,684 

LANNETT CO INC 83,300 

679,986 

570,605 

LANSDOWNE EUROPEAN STRATEGIC 25,000,000 

25,000,000 

41,336,800 

LANTRONIX INC 1,202 

0 0 

LANTRONIX INC 251,600 

371,508 

115,736 

LANXESS AG 434 

39,726 

30,920 

LARGAN PRECISION CO 44 

18,401 

17,848 

LARSEN + TOUBRO 203 

192,770 

253,772 

LAS VEGAS SANDS CORP 1,253,202 

27,582,242 

9,850,168 

LASALLE HOTEL PPTYS 137,015 

2,817,525 

1,690,765 

LASERCARD CORP 39,500 

675,867 

130,745 

LATTICE SEMICONDUCTOR CORP 566,469 

5,674,183 

1,064,962 

LAUDER ESTEE COS INC 313,682 

10,050,675 

10,247,991 

LAW ENFORCEMENT ASSOCS CORP 18,316 

8,688 

8,609 

LAWSON 384 

46,627 

48,557 

LAWSON PRODS INC 12,332 

214,077 

175,238 

LAWSON SOFTWARE INC NEW 100,145 

972,315 

558,809 

LAYNE CHRISTENSEN CO 45,710 

1,446,251 

934,770




LAZARD LTD 54,783 

1,779,566 

1,474,758 

LAZARE KAPLAN INTL INC 45,000 

377,873 

115,200 

LCA VISION INC 65,300 

819,581 

275,566 

LEAP WIRELESS INTL INC 47,138 

2,631,585 

1,552,254 

LEAPFROG ENTERPRISES INC 44,315 

1,309,997 

101,481 

LEAR CORP 782,295 

1,778,528 

391,148 

LEARNING TREE INTL INC 55,200 

751,408 

568,560 

LEC TEC CORP 900 

3,661 

3,150 

LECG CORP 26,100 

127,805 

85,086 

LECROY CORP 80,156 

1,491,455 

300,585 

LEE + MAN PAPER 3,652 

9,351 

10,295 

LEE ENTERPRISES INC 381,415 

705,310 

202,150 

LEGACY BANCORP INC 59,549 

830,603 

660,994 

LEGAL + GENERAL GP 30,164 

176,338 

81,088 

LEGG MASON INC 231,706 

9,838,090 

5,648,992 

LEGGETT + PLATT INC 607,957 

6,632,674 

9,259,185 

LEGRAND SA 646 

51,990 

40,446 

LEHMAN BROTHERS HLDGS INC 52,700 

3,483,826 

2,372 

LEIGHTON HOLDINGS 713 

57,188 

38,946 

LEMAITRE VASCULAR INC 1,900 

5,635 

6,004 

LEND LEASE GROUP 2,345 

61,069 

38,206 

LENDERPROCESSING SVCS INC 210,634 

4,966,330 

5,849,306 

LENNAR CORP 418,035 

5,203,446 

4,050,759 

LENNOX INTL INC 172,481 

3,404,110 

5,538,365 

LENOVO GROUP LTD 30,307 

56,134 

32,934 

LENOX GROUP INC 111,900 

709,064 

2,238 

LEOPALACE21 647 

31,679 

16,616 

LEUCADIA NATL CORP 329,011 

4,674,843 

6,938,842 

LEVEL 3 COMMUNICATIONS INC 4,230,082 

64,983,148 

6,387,424 

LEWIS GROUP LTD 44 

7,009 

10,376 

LEXICON PHARMACEUTICALS INC 326,540 

390,910 

404,910 

LEXINGTON REALTY TRUST 264,735 

2,679,376 

900,099 

LEXMARK INTL INC 293,171 

7,123,691 

4,646,760 

LG CHEMICAL 23 

67,780 

96,453 

LG CORP 41 

81,197 

74,097 

LG DISPLAY CO LTD 125 

119,727 

118,720 

LG DISPLAY CO LTD 76,500 

962,456 

955,485 

LG ELECTRONICS INC 50 

168,387 

176,573 

LG HAUSSYS LTD 3 

8,419 

10,337 

LG HOUSEHOLD + HEALT 6 

34,047 

35,575 

LG TELECOM CO 64 

20,348 

15,366 

LGL GROUP INC 4,200 

36,120 

14,700 

LHC GROUP INC 57,885 

1,855,759 

1,285,626 

LI + FUNG 14,065 

129,037 

107,720 

LI NING CO LTD 4,001 

30,337 

34,127 

LIANHUA SUPERMARKET 110 

5,925 

6,725 

LIBBEY INC 800 

8,752 

1,128 

LIBERTY BANCORP INC MO 3,000 

30,510 

21,900 

LIBERTY GLOBAL INC 1,150,155 

28,884,125 

18,275,963




LIBERTY INTERNATIONAL PLC 2,928 

95,484 

55,065 

LIBERTY MEDIA CORP NEW 28,270 

216,810 

383,341 

LIBERTY MEDIA CORP NEW 1,762,190 

28,209,979 

8,828,572 

LIBERTY MEDIA CORP NEW 1,190,774 

23,930,987 

31,853,205 

LIBERTY PROPERTY 249,987 

8,763,034 

5,759,700 

LICT CORP 88 

235,430 

255,200 

LIFE PARTNERS HLDGS INC 105,134 

2,033,998 

1,490,800 

LIFE SCIENCES RESH INC 4,300 

30,546 

30,831 

LIFE TECHNOLOGIES CORP 627,149 

18,148,862 

26,164,656 

LIFE TIME FITNESS INC 115,136 

3,888,875 

2,303,871 

LIFEPOINT HOSPS INC 210,456 

6,187,354 

5,524,470 

LIFESTYLE INTERNAT 2,869 

13,646 

10,747 

LIFETIME BRANDS INC 46,436 

673,278 

189,459 

LIFEWAY FOODS INC 97,300 

1,157,392 

1,255,170 

LIGAND PHARMACEUTICALS INC 44,704 

140,577 

127,853 

LIGHTPATH TECHNOLOGIES INC 1,923 

7,864 

2,500 

LILLY ELI + CO 2,649,792 

98,553,022 

91,788,795 

LIMCO PIEDMONT INC 3,900 

11,463 

11,856 

LIME ENERGY 32,700 

125,062 

156,960 

LIMELIGHT NETWORKS INC 78,027 

222,203 

343,319 

LIMITED BRANDS INC 695,345 

9,072,103 

8,323,280 

LIN TV CORP 120,225 

243,322 

201,978 

LINCARE HLDGS INC 356,400 

5,349,313 

8,382,528 

LINCOLN EDL SVCS CORP 62,400 

870,653 

1,306,032 

LINCOLN ELEC HLDGS INC 99,219 

6,478,967 

3,575,853 

LINCOLN NATL CORP IN 1,011,392 

16,621,103 

17,406,056 

LINDE AG 647 

208,961 

152,437 

LINDSAY CORP 19,800 

1,221,154 

655,380 

LINDT + SPRUENGLI 4 

37,648 

21,902 


66,736 

45,704 

LINEAR TECHNOLOGY CORP 214,285 

3,633,177 

5,003,555 

LINK REIT 10,947 

73,273 

67,155 

LINN ENERGY LLC 191,082 

2,798,739 

3,739,475 

LINTEC CORP 230 

10,217 

11,488 

LION CORP 1,158 

16,569 

15,415 

LION NATHAN LTD 2,187 

48,663 

58,809 

LIONBRIDGE TECHNOLOGIES INC 177,601 

234,998 

326,786 

LIQUIDITY SVCS INC 21,145 

408,506 

208,490 

LITE ON IT CORP 125 

2,838 

2,789 

LITE ON TECHNOLOGY 1,033 

30,965 

34,236 

LITHIA MTRS INC 69,300 

647,949 

640,332 

LITTELFUSE INC 69,572 

1,749,628 

1,388,657 

LITTLEFILD CORP 7,440 

5,047 

5,468 

LIVE NATION INC 314,718 

2,972,707 

1,529,529 

LIVEPERSON INC 46,701 

175,621 

186,804 

LIVEWIRE MOBILE INC 127,103 

671,080 

21,480 

LIZ CLAIBORNE INC 92,980 

966,132 

267,782 

LKQ CORP 441,762 

7,302,931 

7,266,985 

LLOYDS BANKING GROUP PLC 78,709 

667,415 

260,548




LM CAPITAL CORP 106,647 

106,647 

7,656,785 

LMI AEROSPACE INC 83,716 

1,234,587 

847,206 

LNB BANCORP INC 6,667 

76,539 

42,335 

LO JACK CORP 35,769 

146,707 

149,872 

LOBLAW COS LTD 584 

52,080 

50,229 

LOCAL COM CORP 36,200 

464,921 

123,080 

LOCKHEED MARTIN CORP 933,073 

38,864,973 

75,252,337 

LODGENET INTERACTIVE CORP 131,665 

125,082 

447,661 

LODGIAN INC 5,749 

51,844 

7,474 

LOEWS CINEPLEX ENTMT CORP 78,000 

0 0 

LOEWS CORP 1,084,820 

27,742,103 

29,724,068 

LOGIC DEVICES INC 114,400 

308,084 

51,480 

LOGICA PLC 8,249 

51,074 

30,847 

LOGICVISION INC DE 13,760 

83,652 

14,173 

LOGMEIN INC 112 

1,797 

1,792 

LOJAS AMERICANAS SA-PREF 165 

24,028 

29,506 

LONMIN 989 

133,465 

54,893 

LONZA GROUP AG 264 

90,129 

75,279 

LOOKSMART LTD 146,140 

1,414,600 

194,366 

LOOMIS AB 424 

10,944 

12,070 

LOOPNET INC 97,220 

1,635,969 

753,455 

LORAL SPACE + COMMUNICATIONS I 8,554 

300,753 

220,266 

LOREAL 1,541 

462,122 

330,954 

LORILLARD INC 34,260 

2,181,215 

2,321,800 

LOTTE SHOPPING CEN 4 

35,922 

31,658 

LOTTOMATICA SPA 289 

26,147 

16,010 

LOUISIANA BANCORP INC NEW 5,425 

65,279 

72,424 

LOUISIANA PAC CORP 330,845 

4,148,403 

1,131,490 

LOWES COS INC 4,584,096 

45,431,177 

88,977,303 

LS CORP 15 

32,611 

42,066 

LSB CORP 18,356 

297,791 

186,864 

LSB FINAL CORP 1,323 

26,625 

15,810 

LSB INDS INC 98,140 

1,221,010 

1,586,924 

LSI CORP 2,032,797 

17,750,478 

9,269,554 

LSI INDS INC 12,700 

89,601 

69,215 

LSR GROUP OAO 777,100 

7,902,004 

2,883,041 

LTC PROPERTIES 60,120 

1,667,170 

1,229,454 

LTX CREDENCE CORP 286,279 

194,838 

134,551 

LUBRIZOL CORP 195,155 

10,297,712 

9,232,783 

LUBYS CAFETERIAS INC 5,500 

28,163 

22,330 

LUCAS ENERGY INC 5,000 

2,610 

4,150 

LUFKIN INDS INC 63,682 

4,182,283 

2,677,828 

LUKOIL OIL COMPANY 833,064 

52,231,130 

36,963,050 

LULULEMON ATHLETICA INC 6,555 

86,208 

85,412 

LUMBER LIQUIDATORS INC 50,822 

572,020 

800,955 

LUMINEX CORP DEL 125,513 

2,575,998 

2,327,011 

LUNA INNOVATIONS INC 61,800 

554,608 

31,518 

LUPIN LTD 30 

17,754 

19,181 

LUXOTTICA GROUP 713 

51,206 

42,802




LVMH MOET HENNESSY LOUIS VUITT 1,899 

561,042 

416,441 

LYDALL INC 80,200 

856,072 

272,680 

LYRIS INC 31,300 

21,306 

9,390 

M + F WORLDWIDE CORP 35,765 

1,046,723 

715,300 

M + T BK CORP 256,077 

8,558,347 

13,042,002 

M.D.C. HOLDINGS INC 85,886 

4,913,730 

2,586,027 

M/I HOMES INC 86,610 

917,820 

847,912 

MAANSHAN IRON + ST 802 

8,622 

19,228 

MABUCHI MOTOR CO 201 

30,116 

27,843 

MAC GRAY CORP 40,400 

201,206 

534,896 

MACATAWA BK CORP 42,376 

351,866 

119,500 

MACE SECURITY INTL INC 71,154 

163,745 

81,827 

MACERICH CO 213,177 

11,750,326 

3,754,047 

MACK CA RLTY CORP 158,601 

5,265,769 

3,616,103 

MACQUARIE GP LTD 1,346 

216,268 

122,314 

MACQUARIE INFRASTRUCTURE CO LL 69,200 

328,670 

284,412 

MACQUARIE INFRASTRUCTURE GRP 10,554 

69,886 

35,072 

MACQUARIE OFFICE TRUST 23,295 

34,870 

11,368 

MACRONIX INTL 1,448 

16,365 

25,080 

MACYS INC 1,414,348 

28,185,075 

16,632,732 

MADDEN STEVEN LTD 23,120 

700,527 

588,404 

MAGELLAN HEALTH SVCS INC 52,335 

1,891,514 

1,717,635 

MAGELLAN MIDSTREAM HLDGS L P 295,889 

6,142,589 

6,207,751 

MAGELLAN MIDSTREAM PARTNERS LP 140,900 

5,867,718 

4,897,684 

MAGELLAN PETE CORP 297,600 

345,417 

330,336 

MAGMA DESIGN AUTOMATION INC 263,300 

2,274,156 

384,418 

MAGNA INTL INC 562 

106,372 

68,628 

MAGNA INTL INC 93,250 

3,408,288 

3,938,880 

MAGNETEK INC 115,900 

583,955 

161,101 

MAGNIT OJSC 332,876 

900,113 

2,955,939 

MAGNIT OJSC 488,400 

4,151,400 

4,336,992 

MAGNITOGORSK IRON + STL WKS 1,036,300 

9,472,205 

6,093,444 

MAGNUM HUNTER RESOURCES CORP 100,400 

232,545 

64,256 

MAGUIRE PPTYS INC 170,655 

369,253 

145,057 

MAGYAR BANCORP INC 17,968 

231,895 

93,074 

MAGYAR TELEKOM RT 192 

35,486 

21,561 

MAGYAR TELEKOM TELECOMM PLC 58,600 

1,157,350 

874,312 

MAHANAGAR TELE NIGAM 84 

5,939 

6,503 

MAHINDRA + MAHINDRA 42 

14,292 

23,454 

MAIDEN HOLDINGS LTD 9,300 

47,523 

61,008 

MAIDENFORM BRANDS INC 70,100 

685,218 

804,047 

MAINE + MARITIMES CORP 3,900 

121,981 

135,525 

MAINSOURCE FINL GROUP INC 64,387 

638,545 

477,752 

MAJESCO ENTERTAINMENT COMPANY 22,900 

16,252 

44,655 

MAKEMUSIC INC 1,100 

4,583 

3,564 

MAKHTESHIM AGAM IN 1,361 

21,487 

19,449 

MAKITA CORP 557 

55,497 

38,765 

MALAYAN BK BHD 2,469 

153,954 

158,044 

MAN GROUP 8,734 

216,055 

114,730




MAN SE 734 

239,736 

129,275 

MANAGEMENT NETWORK GROUP INC 267,200 

1,166,960 

98,864 

MANDARIN ORIENTAL 606,000 

635,593 

805,980 

MANDARIN ORIENTAL INTERNATIONA 630,500 

504,400 

788,125 

MANGALORE REF + PET 85 

3,690 

5,582 

MANHATTAN ASSOCS INC 106,671 

2,296,753 

1,943,546 

MANHATTAN BRDG CAP INC 6,200 

9,623 

5,766 

MANHATTAN PHARMACEUTICALS INC 65,500 

14,035 

6,878 

MANILA ELECTRIC CO 197 

12,391 

21,712 

MANITEX INTL INC 6,800 

26,749 

5,848 

MANITOWOC INC 172,400 

1,145,223 

906,824 

MANNATECH INC 2,800 

8,691 

9,240 

MANNKIND CORP 58,904 

297,988 

489,492 

MANPOWER INC WIS 304,045 

10,501,207 

12,873,265 

MANTECH INTL CORP 15,848 

592,016 

682,098 

MANULIFE FINL CORP 20,000 

548,789 

347,000 

MANULIFE FINL CORP 8,231 

744,858 

411,301 

MAP GROUP 3,540 

23,546 

19,001 

MAP PHARMACEUTICALS INC 30,400 

124,351 

371,488 

MAPFRE SA 4,425 

55,690 

41,394 

MARATHON OIL CORP 2,143,251 

38,733,624 

64,576,153 

MARCHEX INC 63,790 

1,204,493 

214,972 

MARCUS CORP (4,100) 

(38,365) 

(43,132) 

MARFIN INVESTMENT GROUP SA 2,883 

53,295 

35,573 

MARINE PRODS CORP 154,995 

1,310,198 

581,231 

MARINEMAX INC 37,700 

329,447 

129,688 

MARINER ENERGY INC 252,888 

5,187,029 

2,971,434 

MARKEL CORP 16,856 

2,973,590 

4,748,335 

MARKET LEADER INC 210,570 

877,895 

389,555 

MARKETAXESS HLDGS INC 2,100 

22,155 

20,013 

MARKS + SPENCER GP 8,885 

202,242 

128,702 

MARKWEST ENERGY PARTNERS LP 136,385 

3,188,071 

2,482,207 

MARLIN BUSINESS SVCS CORP 54,883 

659,825 

307,345 

MAROC TELECOM 62 

56,081 

44,465 

MARQUEE FUND 130,000,000 130,000,000 137,905,950 

MARRIOTT INTL INC NEW 697,326 

22,012,816 

15,389,986 

MARSH + MCLENNAN COS INC 1,320,314 

23,281,469 

26,577,921 

MARSHALL + ILSLEY CORP NEW 793,285 

13,562,122 

3,807,768 

MARTEK BIOSCIENCES CORP 187,348 

7,410,213 

3,962,410 

MARTEN TRANS LTD 87,837 

1,649,808 

1,823,496 

MARTHA STEWART LIVING INC 171,225 

1,031,471 

523,949 

MARTIN MARIETTA MATLS INC 102,304 

1,471,521 

8,069,740 

MARTIN MIDSTREAM PARTNERS L P 10,280 

268,721 

212,179 

MARUBENI CORP 6,804 

140,123 

86,749 

MARUI GROUP CO LTD 1,229 

26,502 

24,890 

MARUICHI STL TUBE 362 

31,772 

19,702 

MARUTI SUZUKI INDIA LTD 40 

22,028 

33,809 

MARVEL ENTMT INC 128,722 

2,531,545 

4,581,216 

MARVELL TECHNOLOGY GROUP LTD 1,740,099 

45,815,375 

20,254,752




MASCO CORP 1,148,645 

16,005,202 

11,004,019 

MASIMO CORPORATION 112,857 

2,979,172 

2,720,982 

MASSEY ENERGY CORP 133,983 

2,163,913 

2,618,028 

MASSMART 93 

32,655 

36,823 

MASTEC INC 173,081 

2,121,785 

2,028,509 

MASTECH HLDGS INC 22,098 

41,323 

76,680 

MASTERCARD INC 292,423 

41,591,212 

48,925,292 

MATERIAL SCIENCES CORP 31,950 

443,904 

30,353 

MATRIX SVC CO 84,500 

779,700 

970,060 

MATRIXX INITIATIVES INC 69,200 

1,163,524 

386,828 

MATSUI SECURITIES 829 

18,819 

21,627 

MATSUMOTOKIYOSHI H 386 

24,341 

22,822 

MATTEL INC 1,010,909 

15,753,961 

16,225,089 

MATTHEWS INTL CORP 38,170 

1,647,573 

1,187,850 

MATTSON TECHNOLOGY INC 183,785 

209,455 

216,866 

MAUI LD + PINEAPPLE INC 4,200 

142,829 

32,382 

MAX CAPITAL GROUP LTD 64,225 

1,468,589 

1,185,594 

MAXIM INTEGRATED PRODS INC 768,812 

10,068,526 

12,062,660 

MAXIMUS INC 34,695 

1,226,413 

1,431,169 

MAXWELL TECHNOLOGIES INC 46,514 

492,743 

643,289 

MAXXAM INC 20,300 

317,939 

213,759 

MAXYGEN INC 58,508 

487,035 

393,174 

MAYFLOWER BANCORP INC 13,000 

254,103 

85,150 

MAZDA MOTOR CORP 3,463 

35,319 

25,484 

MB FINL INC 92,775 

2,322,555 

945,377 

MBIA INC 698,100 

7,092,680 

3,022,773 

MBT FINL CORP 54,400 

652,253 

125,120 

MCAFEE INC 532,817 

13,027,023 

22,479,549 

MCB BANK LIMITED 242 

25,871 

17,613 

MCCLATCHY CO 540,559 

1,906,616 

270,280 

MCCORMICK + CO INC 352,089 

3,681,772 

11,453,455 

MCCORMICK + SCHMICKS SEAFOOD 27,400 

573,087 

208,514 

MCDERMOTT INTL INC 541,218 

8,126,731 

10,992,138 

MCDONALDS CORP 2,983,831 

49,072,845 171,540,444 

MCG CAP CORP 34,843 

202,740 

84,668 

MCGRATH RENTCORP 105,710 

2,624,933 

2,014,833 

MCGRAW HILL COS INC 835,831 

14,770,056 

25,166,871 

MCKESSON CORP 1,110,802 

34,898,280 

48,875,288 

MCMORAN EXPLORATION CO 256,271 

3,093,514 

1,527,375 

MDRNA INC 7,500 

80,195 

10,350 

MDU RES GROUP INC 459,901 

4,218,635 

8,724,322 

MEAD JOHNSON NUTRITION CO 300 

9,255 

9,531 

MEADE INSTRS CORP 234,900 

492,306 

42,282 

MEADOWBROOK INS GROUP INC 295,772 

1,960,206 

1,931,391 

MEADWESTVACO CORP 542,223 

10,381,605 

8,897,879 

MEASUREMENT SPECIALTIES INC 61,600 

1,175,736 

434,280 

MECH TECH INC 64,847 

253,713 

42,799 

MECHEL OAO 124,600 

667,972 

1,040,410 

MED DIVERSIFIED INC 212,600 

841 

0




MEDALLION FINL CORP 85,650 

792,563 

655,223 

MEDAREX INC 248,315 

1,681,757 

2,073,430 

MEDASSETS INC 80,130 

1,174,096 

1,558,529 

MEDCATH CORP 9,100 

134,800 

107,016 

MEDCO HEALTH SOLUTIONS INC 1,491,733 

39,181,700 

68,037,942 

MEDI CLINIC CORP 137 

11,782 

13,093 

MEDIA GEN INC 116,480 

420,241 

245,773 

MEDIA SCIENCES INTL INC 2,800 

3,713 

980 

MEDIACOM COMMUNICATIONS CORP 241,811 

1,606,365 

1,235,654 

MEDIALINK WORLDWIDE INC 38,000 

67,673 

9,040 

MEDIASET 4,612 

126,292 

74,243 

MEDIATEK INC 374 

152,669 

170,537 

MEDICAL ACTION IND INC 41,225 

350,034 

472,026 

MEDICAL PPTYS TR INC 208,370 

2,070,695 

1,264,806 

MEDICINES CO 274,485 

4,845,318 

2,302,929 

MEDICINOVA INC 10,300 

37,035 

43,775 

MEDICIS PHARMACEUTICAL CORP 86,535 

1,096,230 

1,412,251 

MEDIDATA SOLUTIONS INC 6,185 

102,563 

101,310 

MEDIFAST INC 16,900 

286,950 

193,674 

MEDINET NASR HOUSI 22 

4,860 

4,910 

MEDIOBANCA SPA 2,087 

96,962 

71,398 

MEDIOLANUM 992 

13,426 

15,202 

MEDIPAL HOLDINGS CORP 930 

47,271 

30,601 

MEDIS TECHNOLOGIES LTD 137,225 

77,292 

68,613 

MEDIVATION INC 74,924 

1,572,560 

1,679,047 

MEDIWARE INFORMATION SYS INC 43,169 

385,768 

265,489 

MEDNAX INC 94,895 

2,420,772 

3,997,926 

MEDTOX SCIENTIFIC INC 41,379 

310,471 

390,204 

MEDTRONIC INC 2,916,323 

44,240,291 101,750,509 

MEGA FINANCIAL HD 3,947 

67,593 

69,268 

MEIJI HOLDINGS CO 291 

38,896 

33,641 

MELCO INTL DEV 3,040 

12,997 

4,815 

MELLANOX TECNOLOGIES LTD 38,570 

399,864 

463,997 

MEMC ELECTR MATLS INC 533,117 

10,793,865 

9,494,814 

MENS WEARHOUSE INC 117,210 

2,305,681 

2,248,088 

MENTOR GRAPHICS CORP 303,392 

4,796,976 

1,659,554 

MERCADOLIBRE INC 1,000 

22,489 

26,880 

MERCANTILE BANCORP INC ILL 12,200 

204,206 

58,072 

MERCANTILE BANKCORP 21,928 

203,584 

72,362 

MERCER INS GROUP INC 44,627 

815,299 

709,569 

MERCER INTL INC 43,400 

62,180 

24,738 

MERCHANTS BANCSHARES INC 23,093 

628,866 

512,434 

MERCK + CO INC 6,475,995 125,104,103 181,068,820 

MERCK KGAA 319 

119,149 

93,154 

MERCURY COMPUTER SYS INC 98,260 

684,330 

908,905 

MERCURY GEN CORP 50,908 

1,897,329 

1,701,854 

MEREDITH CORP 141,162 

2,809,364 

3,606,689 

MERGE HEALTHCARE INC 237,900 

812,237 

1,022,970 

MERIDIAN BIOSCIENCE INC 106,396 

1,928,909 

2,402,422




MERIDIAN INTST BANCORP INC 11,297 

91,240 

84,163 

MERIDIAN RESOURCE CORP 1,223,630 

1,650,300 

428,271 

MERIT MED SYS INC 180,338 

2,492,270 

2,939,509 

MERITAGE HOME CORP 109,709 

1,807,030 

2,069,112 

MERIX CORP 72,750 

767,133 

54,563 

MERRIMAC INDS INC 7,725 

40,376 

65,431 

MERRIMAN CURHAN FORD GROUP INC 40,100 

140,179 

18,045 

MESA AIR GROUP INC 422,418 

709,293 

42,242 

MESA LABS INC 9,800 

87,997 

192,178 

MESABI TR 3,400 

42,296 

37,740 

MET PRO CORP 60,769 

639,974 

657,521 

META FINL GROUP INC 11,310 

242,848 

243,391 

METABASIS THERAPEUTICS INC 110,383 

236,406 

61,814 

METABOLIX INC 65,900 

859,707 

541,698 

METALICO INC 140,035 

1,332,808 

652,563 

METALLINE MNG INC 110,900 

299,303 

31,052 

METALURGICA GERDAU SA-PREF 130 

62,432 

65,073 

METAVANTE TECHNOLOGIES INC 221,256 

3,559,400 

5,721,680 

METCASH LIMITED 4,532 

47,596 

45,388 

METHODE ELECTRS INC 72,685 

412,304 

510,249 

METLIFE INC 1,645,983 

58,220,117 

49,395,950 

METRO AG 824 

152,487 

113,067 

METRO BANCORP INC PA 21,703 

444,912 

418,000 

METRO BANK + TRUST 251 

5,555 

6,271 

METROCORP BANCSHARES INC 27,700 

232,734 

85,870 

METROPCS COMMUNICATIONS INC 743,371 

13,071,566 

9,894,268 

METROPOLITAN HEALTH NETWORKS 151,700 

389,440 

304,917 

METROPOLITAN HOLDINGS LTD 249 

11,975 

14,333 

METSO OYJ 762 

77,137 

40,838 

METTLER TOLEDO INTL INC 141,591 

12,090,873 

10,923,746 

MEXCO ENERGY CORP 14,900 

463,528 

183,270 

MEXICAN RESTAURANTS INC 1,596 

9,128 

4,213 

MEXICHEM SA DE CV 310 

20,188 

15,118 

MF GLOBAL LTD 247,735 

5,846,620 

1,469,069 

MFA FINANCIAL INC 1,157,039 

7,283,797 

8,006,710 

MFRI INC 19,400 

206,984 

119,892 

MGE ENERGY INC 64,100 

2,216,935 

2,150,555 

MGIC INVT CORP WIS 414,460 

2,677,390 

1,823,624 

MGM MIRAGEINC 748,162 

9,322,085 

4,780,755 

MGP INGREDIENTS INC 27,900 

136,181 

79,794 

MICHELIN(CGDE) 554 

127,243 

90,672 

MICREL INC 61,325 

1,679,799 

448,899 

MICRO STAR INTL 356 

6,691 

8,507 

MICROCHIP TECHNOLOGY INC 211,961 

1,559,090 

4,779,721 

MICROFINANCIAL INC 65,790 

300,269 

240,134 

MICROFLUIDICS INTL CORP NEW 15,200 

28,914 

7,144 

MICROMET INC 65,033 

257,531 

323,864 

MICRON TECHNOLOGY INC 1,839,039 

10,515,450 

9,305,537 

MICRONETICS WIRELESS INC 109,755 

850,332 

328,167




MICROS SYS INC 260,917 

6,746,667 

6,606,418 

MICROSEMI CORP 355,731 

4,968,128 

4,909,088 

MICROSOFT CORP 23,139,951 242,914,194 550,036,635 

MICROSTRATEGY INC 25,960 

2,561,867 

1,303,711 

MICROTUNE INC DEL 132,450 

233,043 

309,933 

MICROVISION INC WASH 153,400 

450,473 

470,938 

MICRUS CORP 30,100 

360,189 

272,104 

MID AMER APT CMNTYS INC 51,151 

2,477,415 

1,877,753 

MID PENN BANCORP INC 1,315 

31,826 

21,829 

MIDAS INC 33,700 

337,844 

353,176 

MIDDLEBROOK PHARMACEUTICALS IN 400,000 

975,753 

540,000 

MIDDLEBURG FINANCIAL CORP 10,900 

278,476 

149,984 

MIDDLEBY CORP 47,863 

1,392,538 

2,102,143 

MIDDLESEX WTR CO 96,166 

1,637,175 

1,389,599 

MIDOPA 9 

2,788 

3,042 

MIDSOUTH BANCORP INC 26,392 

555,448 

443,386 

MIDWEST BANC HLDGS INC 102,453 

152,206 

75,815 

MIDWESTONE FINL GROUP INC 12,674 

240,382 

98,984 

MIGDAL INSURANCE 2,000 

5,512 

8,239 

MILESTONE SCIENTIFIC INC 2,500 

1,525 

1,125 

MILLER HERMAN INC 69,740 

892,038 

1,069,812 

MILLER INDS INC TENN 39,620 

229,938 

348,656 

MILLICOM INTERNATIONALCELLULAR 51,988 

2,512,672 

2,924,845 

MILLIPORE CORP 106,915 

4,568,613 

7,506,502 

MINAS BUENAVENTURA 97 

78,130 

87,884 

MINDRAY MED INTL LTD 13,539 

389,941 

378,009 

MINDSPEED TECHNOLOGIES INC 174,092 

694,427 

374,298 

MINE SAFETY APPLIANCES CO 35,920 

1,364,580 

865,672 

MINEBEA CO 2,036 

31,961 

24,933 

MINERALS TECHNOLOGIES INC 10,538 

599,594 

379,579 

MINES MANAGEMENT INC 21,400 

27,373 

32,100 

MIPS TECHNOLOGIES INC COM 95,300 

679,155 

285,900 

MIRAE ASSET SECURI 8 

23,857 

16,111 

MIRANT CORP NEW 664,956 

18,466,576 

10,466,407 

MIRVAC GROUP 13,218 

59,783 

33,173 

MISONIX INC 3,500 

5,480 

7,123 

MISSION WEST PPTYS INC MD 94,100 

655,877 

642,703 

MISUMI GROUP INC 190 

8,958 

7,712 

MITAC INTL 534 

9,492 

8,128 

MITCHAM INDS INC 24,000 

54,240 

124,560 

MITEK SYS INC 14,700 

16,170 

4,410 

MITSUBISHI CHEM HL 5,838 

113,678 

71,139 

MITSUBISHI CORP 6,561 

467,187 

349,490 

MITSUBISHI ELEC CP 8,221 

211,586 

149,640 

MITSUBISHI ESTATE 5,188 

332,406 

249,012 

MITSUBISHI GAS CHM 1,873 

41,188 

29,467 

MITSUBISHI HVY IND 16,651 

227,835 

198,414 

MITSUBISHI LOGISTC 572 

18,556 

18,206 

MITSUBISHI MATERL 4,803 

62,461 

43,066




MITSUBISHI MOTOR 21,171 

103,463 

114,159 

MITSUBISHI RAYON 2,324 

16,640 

19,456 

MITSUBISHI TANABE PHARMA CORP 671 

24,927 

22,186 

MITSUBISHI UFJ FIN GROUP 59,161 

1,874,717 

1,053,961 

MITSUBISHI UFJ LEASE + FIN 230 

23,560 

21,630 

MITSUI + CO 7,030 

373,790 

240,019 

MITSUI + CO LTD 936 

209,009 

219,997 

MITSUI CHEMICALS I 2,772 

48,268 

25,522 

MITSUI ENG+SHIPBG 4,543 

28,402 

30,721 

MITSUI FUDOSAN CO 4,486 

271,859 

224,910 

MITSUI MINING + SM 2,953 

25,211 

21,993 

MITSUI OSK LINES 4,619 

161,017 

86,269 

MITSUI SUMITOMO GR 2,167 

238,132 

163,659 

MITSUMI ELECTRIC 630 

44,467 

38,730 

MIZRAHI TEFAHOT BANK 932 

15,366 

16,032 

MIZUHO FINL GB 43,826 

767,721 

295,067 

MIZUHO INVEST SECS 1,389 

7,041 

5,090 

MIZUHO SECURITIES CO LTD 2,518 

26,486 

22,732 

MIZUHO TRUST + BANKING CO. LTD 5,011 

24,959 

18,659 

MKS INSTRS INC 83,988 

2,026,777 

1,107,802 

MKTG INC 3,050 

5,602 

3,294 

MMC CORPORATION 574 

14,107 

13,259 

MMC ENERGY INC 223,930 

1,128,656 

380,681 

MMC NORILSK NICKEL 148,250 

790,459 

1,363,900 

MMR INFORMATION SYS INC 50,000 

350,000 

7,000 

MOBILE MINI INC 143,240 

3,221,749 

2,101,331 

MOBILE TELESYSTEMS 1,447,419 

69,887,358 

53,581,959 

MOBILEONE 2,892 

11,279 

8,787 

MOBINIL 19 

15,459 

24,934 

MOBISTAR 103 

21,861 

18,242 

MOCHIDA PHARM CO 487 

12,986 

13,454 

MOCON INC 18,100 

148,253 

155,660 

MOD PAC CORP 2,375 

14,060 

6,888 

MODINE MFG CO 183,575 

1,685,186 

881,160 

MODUSLINK GLOBAL SOLUTIONS INC 144,447 

849,082 

990,906 

MOHAWK INDS INC 124,345 

5,333,244 

4,436,630 

MOL HUNGARIAN OIL 38 

128,378 

89,401 

MOL MAGYAR OLAJ GAZ. NYRT 56,655 

2,285,008 

2,048,078 

MOLECULAR INSIGHT PHARMCEUTCAL 38,597 

117,409 

199,546 

MOLEX INC 362,215 

10,369,221 

5,632,443 

MOLINA HEALTHCARE INC 13,945 

352,409 

333,564 

MOLSON COORS BREWING CO 341,440 

11,636,652 

14,453,155 

MOMENTA PHARMACEUTICALS INC 40,489 

438,496 

487,083 

MONARCH CASINO + RESORT INC 45,200 

466,910 

329,960 

MONARCH COMMUNITY BANCORP 9,854 

97,633 

65,923 

MONARCH FINL HLDGS INC 2,500 

20,365 

22,250 

MONDI 1,877 

27,318 

18,393 

MONDI LTD 64 

11,876 

10,720 

MONEX GROUP INC 6 

6,219 

7,726




MONEYGRAM INTL INC 138,503 

209,544 

246,535 

MONGOLIA ENERGY CORPORATION LI 2,894 

3,253 

3,070 

MONMOUTH REAL ESTATE INVT CORP 92,000 

549,240 

539,120 

MONOGRAM BIOSCIENCES INC 10,873 

161,533 

49,255 

MONOLITHIC PWR SYS INC 116,178 

2,128,187 

2,603,549 

MONOTYPE IMAGING HOLDINGS 29,700 

151,725 

202,257 

MONRO MUFFLER BRAKE INC 75,100 

1,899,553 

1,930,821 

MONSANTO CO NEW 1,550,215 

53,604,977 115,242,983 

MONSTER WORLDWIDE INC 460,606 

9,774,501 

5,439,757 

MONTE PASCHI SIENA 14,420 

133,120 

66,917 

MONTEREY GOURMET FOODS INC 37,462 

161,696 

64,060 

MONTPELIER RE HOLDINGS LTD 102,300 

1,623,650 

1,359,567 

MOODYS CORP 585,341 

8,097,542 

15,423,735 

MOOG INC 7,762 

131,092 

200,648 

MOOG INC 119,325 

2,389,713 

3,079,778 

MORGAN STANLEY 3,928,576 

81,962,439 112,003,702 

MORGANS HOTEL GROUP CO 106,061 

1,295,415 

406,214 

MORI SEIKI CO 332 

15,075 

9,944 

MORNINGSTAR INC 28,078 

2,783,581 

1,157,656 

MORRISON(W)SUPRMKT 12,907 

181,593 

144,500 

MORTONS RESTAURANT GROUP INC 26,500 

373,636 

79,500 

MOSAIC CO 626,375 

23,998,732 

27,748,413 

MOSER BAER 50 

4,314 

3,587 

MOSYS INC 191,543 

1,112,865 

316,046 

MOTOCAR PTS AMER INC 25,100 

111,384 

98,643 

MOTOROLA INC 6,803,835 

46,641,016 

45,109,426 

MOTORS LIQUIDATION CO 1,011,960 

27,394,303 

1,103,036 

MOVADO GROUP INC 15,010 

243,404 

158,205 

MOVE INC 324,495 

1,154,756 

700,909 

MOVIE GALLERY INC 230,000 

1,253,500 

0 

MPHASIS LTD 46 

6,997 

14,097 

MPM BIOEQUITIES 1,222,191 

1,222,131 

48,941 

MPS GROUP INC 494,517 

5,637,437 

3,778,110 

MR PRICE GROUP 114 

10,617 

15,801 

MRV COMMUNICATIONS INC 381,824 

233,516 

171,821 

MSB FINL CORP 2,010 

22,068 

17,839 

MSC INDL DIRECT INC 153,909 

4,967,920 

5,460,691 

MSC SOFTWARE CORP 62,150 

827,236 

413,919 

MSCI INC 384,137 

9,760,683 

9,388,308 

MTM TECHNOLOGIES INC 100 

150 

277 

MTN GROUP LTD 860 

387,998 

502,332 

MTR CORP 8,686 

74,731 

75,382 

MTR GAMING GROUP INC 127,100 

1,059,590 

317,750 

MTS MEDICATION TECHNOLOGIES IN 7,600 

49,831 

42,636 

MTS SYS CORP 25,563 

819,954 

527,876 

MUELLER INDS INC 11,800 

314,016 

245,440 

MUELLER WTR PRODS INC 392,029 

2,945,617 

1,466,188 

MUENCHENER RUCKVERS AG 1,063 

496,736 

412,326 

MULTI COLOR CORP 41,837 

482,086 

512,922




MULTI FINELINE ELECTRONIX INC 43,920 

811,001 

939,888 

MULTIBAND CORPORATION NEW 7,600 

19,049 

17,480 

MULTIMEDIA GAMES INC 116,200 

1,217,969 

576,352 

MUNDRA PORT SPECIAL COM STK 37 

13,006 

17,965 

MUNICH RE GROUP 13,227 

202,709 

177,639 

MURATA MFG CO 1,161 

191,128 

141,849 

MURPHY OIL CORP 683,161 

28,579,164 

37,109,306 

MURRAY + ROBERTS 154 

56,157 

37,966 

MUSASHINO BANK 140 

17,020 

13,476 

MUTUALFIRST FINL INC 32,497 

568,931 

291,173 

MVELAPHANDA RESOUR 74 

12,736 

11,089 

MWI VETERINARY SUPPLY INC 12,200 

318,060 

425,292 

MYERS IND INC 25,225 

286,087 

209,872 

MYLAN INC 1,124,182 

9,327,141 

14,670,575 

MYR GROUP INC DEL 15,400 

238,018 

311,388 

MYRIAD GENETICS INC 373,929 

8,600,121 

13,330,569 

MYRIAD PHARMACEUTICALS 113,667 

0 528,552 

N VIRO INTL CORP 7,900 

27,008 

15,010 

NABI BIOPHARMACEUTICALS 79,200 

329,385 

191,664 

NABORS INDUSTRIES LTD 773,296 

15,624,261 

12,047,952 

NABTESCO CORP 272 

7,246 

7,721 

NACCO INDS INC 24,500 

2,247,065 

703,640 

NAGOYA RAILROAD CO 3,546 

33,016 

32,641 

NALCO HLDG CO 615,985 

11,932,251 

10,373,187 

NAMCO BANDAI HLDGS 1,001 

38,742 

31,608 

NAMPAK 310 

19,592 

22,260 

NAN YA PCB CORP 116 

14,380 

11,909 

NAN YA PLASTIC 2,654 

151,384 

131,414 

NANOGEN INC 108,200 

29,777 

4,869 

NANOMETRICS INC 40,000 

462,791 

108,400 

NANOPHASE TECHNOLOGIES CORP 23,826 

26,190 

26,209 

NANOSPHERE INC 30,622 

102,227 

150,354 

NANTO BANK 1,455 

24,065 

23,193 

NANYA TECHNOLOGY CORPORATION 1,626 

15,431 

9,694 

NAPCO SEC TECH INC 89,460 

153,671 

105,563 

NARA BANCORP INC 84,883 

506,909 

439,694 

NASB FINL INC 6,910 

184,810 

197,626 

NASDAQ OMX GROUP INC 467,703 

15,134,653 

9,966,751 

NASH FINCH CO 42,345 

1,571,176 

1,145,856 

NASPERS 188 

138,223 

188,498 

NATCO GROUP INC 64,034 

2,199,063 

2,107,999 

NATHANS FAMOUS INC 2,900 

39,672 

38,860 

NATIONAL ALUMINUM 41 

12,518 

9,841 

NATIONAL BANKSHARES INC VA 3,887 

72,842 

93,288 

NATIONAL BEVERAGE CORP 9,585 

94,796 

102,080 

NATIONAL BK CDA MONTREAL QUE 845 

123,239 

112,409 

NATIONAL BK OF PAK 95 

3,730 

2,971 

NATIONAL CINEMEDIA INC 39,650 

336,626 

545,584 

NATIONAL COAL CORP 117,950 

149,305 

140,361




NATIONAL DENTEX CORP 24,350 

388,390 

158,519 

NATIONAL ENERGY + GAS TRANSM 591,859 

1,154,382 

6,982 

NATIONAL ENERGY GROUP INC 86,500 

356,129 

328,700 

NATIONAL FINL PARTNERS CORP 142,422 

2,905,923 

1,042,529 

NATIONAL FUEL GAS CO N J 186,994 

3,192,714 

6,746,744 

NATIONAL GRID 12,681 

471,074 

328,663 

NATIONAL HEALTH INVS INC 72,361 

2,358,544 

1,932,762 

NATIONAL HEALTHCARE CORP 10,805 

574,417 

409,942 

NATIONAL INSTRS CORP 75,610 

360,857 

1,705,762 

NATIONAL INTST CORP 16,920 

276,409 

256,846 

NATIONAL OILWELL VARCO INC 1,353,567 

35,191,640 

44,207,498 

NATIONAL PENN BANCSHARES INC 262,538 

3,837,669 

1,210,300 

NATIONAL PRESTO INDS INC 8,300 

556,748 

631,630 

NATIONAL RESH CORP 22,300 

320,724 

544,120 

NATIONAL RETAIL PPTYS INC 184,196 

4,262,824 

3,195,801 

NATIONAL SEC GROUP INC 3,468 

53,456 

29,149 

NATIONAL SEMICONDUCTOR CORP 881,543 

11,077,304 

11,063,365 

NATIONAL TECHICAL SYS INC 28,010 

119,309 

85,711 

NATIONAL WESTN LIFE INS CO 11,007 

2,298,384 

1,285,067 

NATIONSHEALTH INC 28,900 

44,691 

3,263 

NATIONWIDE HEALTH PPTYS INC 218,507 

7,600,730 

5,624,370 

NATIXIS 4,303 

74,260 

23,926 

NATL AUSTRALIA BK 9,559 

711,964 

498,456 

NATL BK OF GREECE 2,553 

311,286 

203,788 

NATL PORTEFEUILLE 221 

41,825 

30,630 

NATURA COSMETICOS 201 

69,506 

101,268 

NATURAL ALTERNATIVES INTL INC 14,300 

103,234 

94,237 

NATURAL GAS SVCS GROUP INC 76,040 

664,238 

1,011,332 

NATURAL HEALTH TRENDS CORP 42,000 

24,715 

23,520 

NATURAL RESOURCE PARTNERS L P 89,771 

2,161,570 

1,889,680 

NATURE VISION INC 100 

144 

21 

NATUS MED INC DEL 137,514 

2,532,460 

1,586,912 

NAUGATUCK VY FINL CORP 28,100 

279,493 

165,509 

NAUTILUS INC 120,400 

534,278 

136,052 

NAVARRE CORP 153,140 

740,517 

254,212 

NAVIGANT CONSULTING CO 175,458 

2,668,726 

2,266,917 

NAVIGATORS GROUP INC 65,213 

2,738,062 

2,897,414 

NAVIOS MARITIME PA 44,720 

365,363 

447,200 

NAVISITE INC 11,700 

60,581 

16,029 

NAVISTAR INTL CORP INC 199,680 

6,164,809 

8,706,048 

NBT BANCORP INC 64,603 

1,563,213 

1,402,531 

NBTY INC 150,543 

2,860,696 

4,233,269 

NCI BLDG SYS INC 115,031 

721,202 

303,682 

NCI INC 15,600 

467,104 

474,552 

NCR CORP NEW 629,322 

5,486,931 

7,444,879 

NCSOFT 7 

11,041 

39,395 

NEC CORP 7,832 

112,442 

88,427 

NEC ELECTRONICS 127 

4,084 

3,321 

NEDBANK GROUP LTD 112 

52,411 

54,431




NEENAH PAPER INC 127,745 

1,309,624 

1,125,433 

NEKTAR THERAPEUTICS 360,725 

2,230,422 

2,337,498 

NELNET INC 170,000 

2,686,775 

2,310,300 

NEOGEN CORP 62,727 

1,535,206 

1,817,828 

NEOPROBE CORP 111,900 

50,271 

106,305 

NEOSTEM INC 2,800 

2,633 

5,320 

NEPHROS INC 31,100 

83,952 

33,588 

NEPTUNE ORIENT LINES 642 

0 223 

NEPTUNE ORIENT LNS 2,299 

6,510 

6,759 

NESS TECHNOLOGIES INC 58,400 

234,265 

228,344 

NESTE OIL OYJ 628 

46,507 

25,078 

NESTLE INDIA 14 

19,869 

22,105 

NESTLE SA 19,780 

2,193,101 

2,139,254 

NESTOR INC 200 

247 

1 

NET 1 UEPS TECHNOLOGIES INC 12,900 

195,916 

175,311 

NET SERVICOS DE COMUNI-PREF 106 

29,727 

39,139 

NETAPP INC 1,168,876 

20,841,892 

23,050,235 

NETBANK INC 4,817 

24 

24 

NETCARE LIMITED 659 

25,295 

31,568 

NETEASE COM INC 6,100 

135,155 

214,598 

NETEZZA CORP 100 

723 

832 

NETFLIX COM INC 163,091 

4,276,269 

6,742,182 

NETGEAR INC 39,811 

629,842 

573,677 

NETLOGIC MICROSYSTEMS INC 81,001 

2,625,210 

2,953,296 

NETSCOUT SYS INC 56,000 

445,538 

525,280 

NETSOL TECHNOLOGIES INC 79,300 

139,244 

49,951 

NETWORK EQUIP TECHNOLOGIES 31,300 

72,118 

133,338 

NEUROBIOLOGICAL TECHNOLOGIES 61,300 

85,390 

41,378 

NEUROCRINE BIOSCIENCES INC 123,400 

410,132 

398,582 

NEUROGESX INC 6,118 

10,498 

34,506 

NEUROMETRIX INC 45,800 

728,390 

98,928 

NEUSTAR INC 262,586 

6,273,054 

5,818,906 

NEUTRAL TANDEM INC 205,983 

4,681,906 

6,080,618 

NEVADA GOLD + CASINOS INC 135,300 

316,211 

182,655 

NEW CENTY BANCORP INC DUNN NC 12,198 

113,646 

75,567 

NEW ENG BANCSHARES INC 33,800 

396,351 

185,900 

NEW FRONTIER MEDIA INC 108,300 

669,632 

259,920 

NEW HAMPSHIRE THRIFT 25,300 

346,338 

249,205 

NEW HOPE CORP 1,254 

10,361 

13,321 

NEW JERSEY RES CORP 35,490 

1,189,441 

1,314,550 

NEW MOUNTAIN CAPITAL 200,000,000 200,000,000 176,773,600 

NEW ORIENTAL ED + TECHNOLOGY 5,370 

316,553 

361,723 

NEW WORLD CHINA LA 5,870 

10,847 

9,340 

NEW WORLD DEVEL CO 14,878 

80,946 

76,923 

NEW YORK + CO INC 285,025 

1,015,946 

880,727 

NEW YORK CMNTY BANCORP INC 655,587 

8,564,643 

7,008,225 

NEW YORK TIMES CO 280,189 

4,281,889 

1,543,841 

NEWALLIANCE BANCSHARES INC 342,422 

4,227,627 

3,937,853 

NEWBRIDGE BANCORP 77,182 

1,031,298 

159,767




NEWCASTLE INVT CORP NEW 412,573 

218,664 

272,298 

NEWCREST MINING 2,498 

180,123 

177,135 

NEWELL RUBBERMAID INC 681,940 

8,814,708 

7,098,995 

NEWFIELD EXPL CO 387,212 

5,574,686 

12,650,216 

NEWMARKET CORP 47,285 

3,101,395 

3,183,699 

NEWMONT MNG CORP 1,225,313 

39,044,703 

50,078,542 

NEWPARK RES INC 389,056 

2,490,465 

1,108,810 

NEWPORT BANCORP INC 4,774 

55,914 

57,336 

NEWPORT CORP 163,700 

5,275,419 

947,823 

NEWS CORP (55,115) 

(437,697) 

(582,566) 

NEWS CORP 6,823,056 100,368,681 

62,158,040 

NEWSTAR FINANCIAL INC 138,281 

1,043,616 

264,117 

NEWTEK CAP INC 140,800 

647,914 

63,360 

NEXEN INC 2,742 

234,025 

171,524 

NEXEN INC 31,129 

598,421 

673,943 

NEXMED INC 202,400 

188,989 

96,241 

NEXSTAR BROADCASTING GRP INC 106,700 

559,035 

82,159 

NEXT GROUP 1,114 

85,605 

77,448 

NEYVELI LIGNITE 52 

3,739 

5,024 

NGAS RES INC 55,800 

383,740 

116,622 

NGK INSULATORS 1,309 

73,021 

76,808 

NGK SPARK PLUG CO 541 

15,992 

14,843 

NHK SPRING CO 881 

22,760 

16,984 

NHN CORP 22 

100,236 

117,483 

NIC INC 98,409 

532,189 

666,229 

NICE SYS LTD 12,628 

272,925 

291,328 

NICE SYSTEMS 357 

26,517 

23,414 

NICHIREI CORP 1,302 

18,842 

14,697 

NICOR INC 146,440 

4,053,848 

5,069,753 

NIDEC CORPORATION 340 

62,167 

59,244 

NIDEC SANKYO CORP 295 

6,253 

4,020 

NIGHTHAWK RADIOLOGY HLDGS INC 122,265 

510,979 

452,381 

NII HLDGS INC 783,332 

29,244,220 

14,938,141 

NIKE INC 787,375 

15,975,044 

40,770,278 

NIKON CORP 1,512 

102,933 

75,399 

NINE DRAGONS PAPER 8,938 

14,310 

17,006 

NINTENDO CO 551 

523,071 

436,916 

NINTENDO LTD 8,150 

408,315 

280,931 

NIPPON ELEC GLASS 1,285 

42,198 

41,424 

NIPPON EXPRESS CO 4,121 

55,800 

53,900 

NIPPON KAYAKU CO 704 

12,770 

13,968 

NIPPON MEAT PACKER 886 

33,413 

32,171 

NIPPON MINING HLDG 4,477 

80,629 

66,949 

NIPPON OIL CORP 6,081 

120,941 

103,255 

NIPPON PAINT CO 1,098 

15,432 

16,264 

NIPPON PAPER GROUP INC 450 

36,458 

33,415 

NIPPON SHEET GLASS 3,295 

41,585 

27,685 

NIPPON SHOKUBAI CO 758 

20,636 

16,695 

NIPPON STEEL CORP 26,111 

362,273 

287,813




NIPPON TEL+TEL CP 2,711 

370,632 

316,568 

NIPPON TV NETWORK 26 

7,527 

8,873 

NIPPON YUSEN KK 4,623 

107,755 

57,432 

NIPPON ZEON CO 959 

10,859 

10,772 

NIPPONKOA INSURAN 3,166 

78,092 

52,999 

NIPRO CORP 220 

10,724 

12,907 

NISHI NIPPON CITY 2,872 

25,123 

20,878 

NISHI NIPPON RLRD 1,512 

15,634 

16,125 

NISOURCE INC 600,802 

8,776,226 

7,005,351 

NISSAN CHEM INDS 1,172 

38,607 

37,944 

NISSAN MOTOR CO 12,026 

325,467 

209,948 

NISSAY DOWA GENERA 796 

13,277 

11,052 

NISSHA PRINTING CO 162 

18,087 

22,369 

NISSHIN SEIFUN GRP 1,014 

32,064 

34,745 

NISSHIN STEEL CO 3,624 

38,706 

23,319 

NISSHINBO HOLDINGS INC 938 

30,444 

30,510 

NISSIN FOODS HOLDINGS CO LTD 496 

48,632 

43,175 

NITORI CO 147 

22,543 

29,918 

NITTO DENKO CORP 673 

76,498 

58,906 

NL INDS INC 39,217 

441,507 

289,421 

NMT MED INC 42,366 

150,305 

94,900 

NMV SPECIAL HOLDINGS LLC 88,040,000 

88,040,000 

83,297,637 

NN INC 78,750 

698,170 

132,300 

NOBEL BIOCARE AG 642 

54,805 

40,220 

NOBEL LEARNING CMNTYS INC 15,350 

101,859 

176,065 

NOBILITY HOMES INC 16,800 

169,295 

139,440 

NOBLE CORPORATION BAAR 92,494 

3,532,320 

2,797,944 

NOBLE ENERGY INC 434,242 

8,589,740 

25,607,251 

NOBLE GROUP 12,840 

41,343 

46,410 

NOBLE INTL LTD 38,412 

111,341 

7,298 

NOK CORP 666 

26,569 

22,279 

NOKIA OYJ 18,931 

1,223,418 

796,813 

NOKIAN RENKAAT OYJ 513 

39,575 

27,718 

NOMURA HOLDINGS 13,332 

450,952 

323,310 

NOMURA RESEARCH INC 867 

63,428 

55,432 

NOMURA RL EST INC 336 

22,019 

16,701 

NONG SHIM CO 2 

15,163 

14,093 

NORDEA BANK AB 20,781 

573,821 

471,043 

NORDIC AMERICAN TANKER SHIPPIN 5,200 

182,278 

165,464 

NORDSON CORP 8,890 

475,286 

343,687 

NORDSTROM INC 429,856 

3,654,823 

8,549,836 

NORFOLK SOUTHN CORP 1,240,578 

28,859,441 

46,732,573 

NORSK HYDRO ASA 4,584 

209,569 

67,548 

NORTECH SYS INC 6,878 

38,369 

17,883 

NORTEL NETWORKS CORP NEW 67,921 

0 2,961 

NORTH AMERN GALVANIZING 165,266 

895,157 

1,001,512 

NORTH AMERN SCIENTIFIC INC 12,780 

15,122 

230 

NORTH CENT BANCSHARES INC 7,600 

261,841 

107,160 

NORTH ROAD CAPITAL VENTURES 1,453,721 

1,453,721 

2,741,321




NORTH VY BANCORP 15,215 

213,432 

75,619 

NORTHAM PLATINUM 63 

11,746 

9,292 

NORTHEAST BANCORP 12,200 

211,071 

98,820 

NORTHEAST CMNTY BANKCORP INC 3,800 

42,038 

30,818 

NORTHEAST UTILS 405,133 

6,277,410 

9,038,517 

NORTHERN OIL AND GAS INC 40,025 

216,809 

254,959 

NORTHERN ROCK (ASSET MGMT)PLC 1,717 

32,938 

0 

NORTHERN STS FINL CORP 17,765 

411,163 

94,687 

NORTHERN TECHNOLOGIES INTL 7,700 

45,431 

60,830 

NORTHERN TRUST CORP 680,608 

30,118,819 

36,535,037 

NORTHFIELD BANCORP INC NEW 2,200 

23,496 

25,564 

NORTHGATE MINERALS CORP 258,375 

378,951 

552,923 

NORTHRIM BANCORP INC 38,168 

721,024 

531,299 

NORTHROP GRUMMAN CORP 1,051,260 

39,024,872 

48,021,557 

NORTHSTAR RLTY FIN CORP 347,065 

2,271,341 

982,194 

NORTHWEST BANCORP INC PA 46,225 

1,236,447 

871,804 

NORTHWEST BIOTHERAPEUTICS INC 10,700 

26,356 

8,988 

NORTHWEST NAT GAS CO 16,950 

712,630 

751,224 

NORTHWEST PIPE CO 43,340 

1,396,751 

1,506,498 

NORTHWESTERN CORP 153,037 

4,214,149 

3,483,122 

NORWOOD FIN CORP 1,980 

55,410 

62,093 

NOVA CHEMICALS CORP 426 

7,179 

7,295 

NOVABAY PHARMACEUTICALS INC 9,600 

15,705 

20,832 

NOVADEL PHARMA INC 233,400 

79,880 

74,688 

NOVAMED EYECARE INC 109,300 

544,816 

431,735 

NOVARTIS AG 11,685 

1,832,294 

1,360,060 

NOVATEK MICROELECT 203 

12,526 

18,506 

NOVATEK OAO 432,396 

19,536,437 

20,625,289 

NOVATEL WIRELESS INC 21,520 

200,563 

194,110 

NOVAVAX INC 283,113 

1,154,457 

928,611 

NOVELL INC 1,135,987 

19,659,143 

5,146,021 

NOVELLUS SYS INC 93,389 

1,528,125 

1,559,596 

NOVEN PHARMACEUTICALS INC 163,495 

2,159,671 

2,337,979 

NOVO NORDISK A S 6,086 

315,255 

331,444 

NOVO NORDISK AS 2,726 

396,506 

423,502 

NOVOROSSIYSK COML SEA PORT PUB 118,988 

2,284,570 

1,142,285 

NOVOROSSIYSK COML SEA PORT PUB 753,760 

10,137,503 

7,236,096 

NOVOZYMES AS B SHS 279 

75,998 

65,059 

NPS PHARMACEUTICALS INC 231,111 

1,431,310 

1,076,977 

NRG ENERGY INC 1,169,246 

24,435,863 

30,353,626 

NS SOLUTIONS CORP 82 

4,128 

3,767 

NSK 2,130 

50,702 

31,095 

NSTAR 295,988 

5,834,740 

9,504,175 

NTELOS HLDGS CORP 109,475 

2,559,689 

2,016,530 

NTN BUZZTIME INC 96,100 

151,433 

45,167 

NTN CORP 1,880 

41,834 

21,680 

NTPC LIMITED 425 

59,603 

65,990 

NTT DATA CORP 5 

63,044 

47,143 

NTT DOCOMO 93 

424,295 

389,627




NTT URBAN DEVELOPM 5 

23,309 

15,292 

NU HORIZONS ELECTRS CORP 74,350 

667,468 

248,329 

NU SKIN ENTERPRISES INC 174,283 

3,181,023 

2,666,530 

NUANCE COMMUNICATIONS INC 341,875 

3,420,990 

4,133,269 

NUCOR CORP 797,536 

25,589,326 

35,434,524 

NUFARM 1,109 

39,955 

23,656 

NUMEREX CORP N Y 32,300 

113,705 

162,146 

NUSTAR ENERGY LP 133,787 

6,307,194 

7,228,512 

NUSTAR GP HLDGS LLC 152,848 

2,795,638 

3,530,789 

NUTRACEUTICAL INTL CORP 36,300 

614,665 

377,157 

NUTRI SYS INC NEW 49,072 

1,912,152 

711,544 

NUTRITION 21 INC 529,500 

765,745 

145,613 

NUVASIVE INC 98,539 

3,759,283 

4,394,839 

NV ENERGY INC 485,972 

5,323,403 

5,243,638 

NVE CORP 33,700 

1,061,173 

1,637,820 

NVIDIA CORP 1,725,840 

13,592,162 

19,484,734 

NVR INC 26,640 

9,748,549 

13,383,670 

NWS HOLDINGS LTD 3,177 

28,768 

16,522 

NXSTAGE MEDICAL INC COM 52,576 

406,347 

310,198 

NYER MED GROUP INC 20,900 

40,947 

15,884 

NYFIX INC 21,000 

23,099 

17,430 

NYMAGIC INC 18,200 

420,744 

252,616 

NYSE EURONEXT 584,258 

45,666,145 

15,921,031 

O CHARLEYS INC 57,380 

345,208 

530,765 

O I CORP 8,100 

53,850 

43,821 

O REILLY AUTOMOTIVE INC 318,365 

4,958,914 

12,123,339 

OBAGI MEDICAL PRODUCTS INC (1,600) 

(11,335) 

(11,664) 

OBAYASHI CORP 2,797 

41,591 

39,413 

OBIC 26 

12,641 

11,965 

OC OERLIKON CORPORATION AG 48 

37,426 

7,674 

OCCAM NETWORKS INC DEL 109,055 

889,973 

390,417 

OCCIDENTAL PETE CORP 2,714,391 

83,932,140 178,634,072 

OCEAN BIC CHEM INC 43,495 

68,417 

41,320 

OCEAN GATE LIFE SETTLEMENT 166,197,331 172,998,322 193,694,026 

OCEAN PWR TECHNOLOGIES INC 6,200 

55,380 

36,208 

OCEAN SHORE HLDG CO 10,100 

104,746 

72,821 

OCEANEERING INTL INC 156,240 

5,739,209 

7,062,048 

OCEANFIRST FINL CORP 13,186 

174,334 

157,836 

OCEANFREIGHT INC 23,958 

474,552 

36,177 

OCH ZIFF CAPITAL MANAGEMENT 206,129 

2,971,002 

1,836,609 

OCI COMPANY LTD 10 

82,381 

63,249 

OCLARO INC 308,397 

651,510 

196,449 

OCONNER GLOBAL QUANTITATIVE 110,000,000 110,000,000 110,181,170 

OCULUS INNOVATIVE SCIENCES INC 11,300 

18,761 

38,420 

OCWEN FINL CORP 176,110 

1,744,724 

2,284,147 

ODAKYU ELEC RLWY 2,855 

56,681 

70,257 

ODYSSEY HEALTHCARE INC 154,475 

2,098,233 

1,588,003 

ODYSSEY RE HLDGS CORP 120,654 

5,017,986 

4,823,747 

OEST ELEKTRIZITATS 223 

42,084 

32,668




OFFICE DEPOT INC 1,220,847 

7,684,852 

5,567,062 

OFFICEMAX INC DEL 230,825 

2,159,484 

1,449,581 

OGAKI KYORITSU BK 1,160 

17,574 

15,135 

OGE ENERGY CORP 229,319 

3,695,394 

6,494,314 

OGX PETROLEO E GAS 3 

20,836 

57,664 

OHIO VY BANC CORP 2,582 

62,229 

75,756 

OIL + GAS DEVELOPM 304 

14,303 

11,173 

OIL CO LUKOIL 1,274,722 

83,193,113 

56,559,415 

OIL DRI CORP AMER 46,100 

631,498 

684,585 

OIL REFINERIES LTD 4,094 

7,089 

5,401 

OIL SEARCH LTD 5,732 

78,333 

72,722 

OIL STATES INTL INC 295,081 

9,982,501 

7,143,911 

OJI PAPER CO 3,771 

52,955 

46,628 

OJSC OC ROSNEFT 1,776,943 

10,926,595 

9,684,339 

OKASAN SECURITIES GROUP INC 536 

9,013 

7,732 

OKI ELECTRIC IND 4,807 

13,628 

14,608 

OKUMA CORPORATION 671 

24,445 

9,094 

OLAM INTERNATIONAL 6,619 

32,105 

31,944 

OLD DOMINION FREIGHT LINE INC 93,612 

1,430,216 

3,142,555 

OLD MUTUAL 27,447 

177,360 

105,147 

OLD NATL BANCORP IND 157,785 

3,089,872 

1,549,449 

OLD REP INTL CORP 904,825 

11,844,741 

8,912,526 

OLD SECOND BANCORP INC DEL 8,300 

164,684 

48,970 

OLIN CORP 78,672 

1,310,163 

935,410 

OLYMPIC STL INC 11,105 

225,985 

271,739 

OLYMPUS CORP 1,047 

81,738 

71,255 

OM GROUP INC 34,373 

1,844,813 

997,504 

OMEGA HEALTHCARE INVESTORS 169,046 

3,151,031 

2,623,594 

OMEGA PROTEIN CORP 70,600 

548,918 

286,636 

OMERGA FLEX INC 17,200 

148,568 

260,752 

OMNI ENERGY SVCS CORP 53,566 

330,507 

112,489 

OMNICARE INC 406,700 

11,972,244 

10,476,592 

OMNICELL INC 66,075 

974,374 

710,306 

OMNICOM GROUP 953,523 

28,450,141 

30,112,256 

OMNITURE INC 220,000 

4,346,040 

2,763,200 

OMNIVISION TECHNOLOGIES INC 62,065 

724,005 

644,855 

OMNOVA SOLUTIONS INC 166,647 

761,100 

543,269 

OMRON CORP 1,230 

83,745 

51,130 

OMV AG 786 

135,721 

84,535 

ON ASSIGNMENT INC 109,500 

486,708 

428,145 

ON SEMICONDUCTOR CORP 1,222,964 

7,088,463 

8,389,533 

ON TRACK INNOVATIONS LTD 125,530 

288,409 

183,274 

ON2 TECHNOLOGIES INC 367,430 

395,069 

154,321 

ONCOGENEX PHARMACEUTICALS INC 8,644 

183,206 

189,131 

ONE LIBRTY PROPERTIES INC 44,492 

698,893 

255,829 

ONEBEACON INSURANCE GROUP LTD 70,930 

1,279,834 

829,172 

ONEIDA FINL CORP 100 

896 

925 

ONEOK INC NEW 228,660 

3,535,361 

6,743,183 

ONEOK PARTNERS L P 98,085 

6,438,470 

4,491,312




ONESTEEL 6,806 

67,694 

40,805 

ONLINE RES CORP 107,700 

340,332 

672,048 

ONO PHARMACEUTICAL 463 

70,063 

58,930 

ONSTREAM MEDIA CORP 67,200 

219,433 

18,144 

ONVIA INC 15,800 

75,446 

88,954 

ONWARD HOLDINGS CO LTD 494 

15,975 

9,149 

ONYX PHARMACEUTICALS INC 79,447 

2,544,402 

2,245,172 

OPAP (ORG OF FOOTB) 1,279 

131,932 

97,955 

OPEN JT STK CO VIMPEL COMMN 472,800 

5,993,402 

5,564,856 

OPEN TEXT CORP 7,774 

264,705 

283,129 

OPENTV CORP 731,425 

1,041,755 

965,481 

OPENWAVE SYS INC 370,974 

447,556 

830,982 

OPKO HEALTH INC 75,140 

125,569 

132,998 

OPLINK COMMUNICATIONS INC 110,558 

2,211,946 

1,260,361 

OPNET TECHNOLOGIES INC 64,308 

529,757 

589,061 

OPNEXT INC 81,840 

189,995 

175,138 

OPTELECOM INC 33,900 

302,786 

123,735 

OPTICAL CABLE CORP 85,541 

477,031 

257,478 

OPTIMER PHARMACEUTICALS INC 39,600 

415,404 

592,812 

OPTIONSXPRESS HLDGS INC 123,488 

3,122,505 

1,917,769 

ORACLE CORP 10,588,959 

91,035,803 226,815,502 

ORACLE CORP JAPAN 127 

16,202 

13,378 

ORACLE FINANCIAL SERVICE 7 

4,731 

7,336 

ORANGE 21 INC 43,400 

184,940 

29,078 

ORASCOM CONSTR IND 51 

112,187 

66,218 

ORASCOM CONSTR IND 80,000 

2,275,079 

2,600,800 

ORASCOM TEL HLDG 212 

59,303 

43,558 

ORASURE TECHNOLOGIES INC 166,445 

1,716,521 

411,119 

ORBCOMM INC 104,000 

577,346 

183,040 

ORBIT INTL CORP 34,429 

216,302 

94,680 

ORBIT/FR INC 17,000 

9,217 

15,640 

ORBITAL SCIENCES CORP 220,191 

2,287,213 

3,340,297 

ORBITZ WORLDWIDE INC 84,730 

360,511 

160,987 

ORCHARD ENTERPRISE INC 1,400 

3,028 

2,800 

ORCHID CELLMARK INC 119,400 

735,921 

191,040 

ORCHIDS PAPER PRODS CO DEL 500 

3,500 

10,275 

ORE PHARMACEUTICALS INC 72,838 

1,186,250 

41,153 

OREXIGEN THERAPEUTICS INC 25,725 

180,474 

131,969 

ORGANIZACI SORIANA 167 

17,955 

14,248 

ORICA LTD 1,973 

117,974 

99,602 

ORIENT EXPRESS HOTELS LTD 99,470 

1,117,955 

844,500 

ORIENT O/SEAS INTL 1,195 

25,659 

14,647 

ORIENTAL BK OF COM 55 

6,795 

8,045 

ORIENTAL FINL GROUP INC 130,625 

710,858 

1,267,063 

ORIENTAL LAND CO LTD 202 

37,024 

38,871 

ORIENTAL UNION CHM 282 

6,121 

6,074 

ORIENTAL WEAVERS 13 

2,863 

3,152 

ORIGIN ENERGY 4,456 

124,474 

151,578 

ORION ENERGY SYS 30,200 

137,548 

113,250




ORION MARINE GROUP INC 76,300 

1,327,151 

1,449,700 

ORITANI FINL CORP 18,564 

301,200 

254,512 

ORIX CORP 473 

244,156 

81,867 

ORKLA ASA 5,389 

177,069 

112,386 

ORLEANS HOMEBUILDERS INC 46,591 

341,505 

78,739 

ORMAT INDUSTRIES 182 

4,014 

4,278 

ORMAT TECHNOLOGIES INC 56,154 

2,128,157 

2,263,568 

ORTHOFIX INTERNATIONAL NV 79,209 

2,865,173 

1,981,017 

ORTHOLOGIC CORP 67,500 

347,625 

47,925 

ORTHOVITA INC 247,241 

703,508 

1,273,291 

OSAGE CNTY KS SCH 1,400 

13,910 

11,865 

OSAKA GAS CO 8,353 

87,823 

76,646 

OSAKA TITANIUM CO LTD 61 

6,680 

6,403 

OSCIENT PHARMACEUTICALS CORP 14,287 

516,268 

2,843 

OSEM INVESTMENT 227 

8,565 

7,148 

OSHKOSH CORP 193,294 

3,221,946 

2,810,495 

OSI PHARMACEUTICALS INC 144,238 

6,373,463 

4,071,839 

OSI SYS INC 49,400 

758,452 

1,029,990 

OSIRIS THERAPEUTICS INC NEW 15,020 

347,026 

201,719 

OSTEOTECH INC 116,868 

941,403 

514,219 

OTE (HELLENIC TLCM) 1,932 

147,718 

84,888 

OTIX GLOBAL INC 56,600 

511,617 

45,280 

OTP BANK PLC 130 

178,540 

88,877 

OTSUKA CORPORATION 70 

12,407 

10,728 

OTTER TAIL CORP 47,225 

1,090,819 

1,031,394 

OUTDOOR CHANNEL HLDGS INC 103,700 

619,395 

611,830 

OUTOKUMPU OYJ 702 

50,527 

34,761 

OVERHILL FARMS INC 85,081 

266,170 

448,377 

OVERLAND STORAGE INC 35,300 

519,616 

16,591 

OVERSEAS CHINESE BK 12,438 

184,046 

165,002 

OVERSEAS SHIPHOLDING GROUP INC 50,024 

2,686,912 

1,702,817 

OVERSTOCK COM INC DEL 1,010 

11,492 

12,080 

OWENS + MINOR INC NEW 147,910 

3,301,033 

6,481,416 

OWENS CORNING NEW 339,754 

8,874,351 

4,342,056 

OWENS ILL INC 522,001 

9,595,973 

14,621,248 

OXFORD INDS INC 18,540 

226,171 

215,991 

OXIGENE INC 28,399 

302,629 

61,910 

OYO GEOSPACE 20,606 

940,141 

528,750 

OZ DOMESTIC PARTNERS LP 420,000,000 420,000,000 449,302,140 

OZ MINERALS LTD 15,822 

66,556 

33,826 

P + F INDS INC CL 2,500 

16,336 

4,950 

P A M TRANSN SVCS INC 41,600 

977,088 

227,552 

P F CHANGS CHINA BISTRO INC 96,862 

4,509,112 

3,105,396 

PAAMCO 1848 FUND LP 150,000,000 150,000,000 127,710,600 

PAB BANKSHARES INC 25,309 

325,076 

64,791 

PACCAR INC 947,988 

15,743,197 

30,819,090 

PACER INTL INC TN 46,760 

760,183 

104,275 

PACIFIC CAP BANCORP NEW 186,165 

4,443,387 

398,393 

PACIFIC CENTURY 5,992 

3,747 

2,380




PACIFIC CONTL CORP 39,087 

493,278 

474,125 

PACIFIC CORP 4 

14,181 

12,948 

PACIFIC ETHANOL INC 186,795 

102,737 

72,850 

PACIFIC MERCANTILE BANCORP 26,537 

343,253 

113,313 

PACIFIC METALS CO 1,117 

24,002 

24,900 

PACIFIC OFFICE PPTYS TR INC 500 

2,633 

1,948 

PACIFIC PREMIER BANCORP 29,860 

262,836 

145,717 

PACIFIC ST BANCORP 12,060 

162,499 

14,954 

PACIFIC SUNWEAR OF CALIF 244,755 

1,724,963 

824,824 

PACKAGING CORP AMER 359,213 

8,365,870 

5,819,251 

PACTIV CORP 762,040 

23,449,801 

16,536,268 

PACWEST BANCORP DEL 62,440 

3,336,668 

821,710 

PAETEC HLDG CORP 369,125 

2,083,038 

996,638 

PAGESJAUNES GROUPE 708 

34,927 

19,777 

PAK TELECOM CORP 420 

6,686 

3,385 

PAKISTAN PETROLEUM 73 

7,189 

6,538 

PAKISTAN STATE OIL 67 

8,664 

6,764 

PALADIN ENERGY LTD 2,698 

24,773 

30,911 

PALATIN TECHNOLOGIES INC 406,025 

703,339 

101,506 

PALL CORP 336,466 

4,633,164 

8,936,537 

PALM HBR HOMES INC 20,000 

144,891 

43,000 

PALM INC NEW 231,608 

1,790,849 

3,837,745 

PALOMAR MED TECHNOLOGIES INC 77,548 

687,128 

1,136,854 

PAMRAPO BANCORP INC 20,300 

457,608 

187,572 

PAN AMERICAN SILVER CORP 21,935 

471,625 

402,069 

PANACOS PHARMACEUTICALS INC 302,051 

194,621 

12,686 

PANAHOME CORP 347 

6,184 

6,083 

PANASONIC CORP 12,596 

745,174 

488,590 

PANASONIC ELECTRIC 1,103 

30,904 

30,039 

PANERA BREAD CO 106,416 

5,688,816 

5,305,902 

PANHANDLE RLTY CO 21,700 

439,048 

425,971 

PANTRY INC 126,890 

2,647,640 

2,106,374 

PAPA JOHNS INTL INC 73,685 

1,216,883 

1,826,651 

PAPERLINX 3,060 

14,937 

3,022 

PAR PHARMACEUTICAL COS INC 103,770 

1,218,194 

1,572,116 

PAR TECHNOLOGY 30,335 

140,816 

193,841 

PARAGON TECHNOLOGIES INC 13,500 

123,609 

30,240 

PARALLEL PETE CORP DEL 213,735 

1,818,584 

414,646 

PARAMETRIC TECHNOLOGY CORP 312,622 

6,806,008 

3,654,551 

PAREXEL INTL CORP 285,619 

4,242,985 

4,107,201 

PARGESA HLDGS SA 197 

61,269 

35,388 

PARK ELECTROCHEMICAL CORP 19,737 

414,428 

424,938 

PARK NATL CORP 54,751 

4,990,693 

3,092,336 

PARK OH HLDGS CORP 80,439 

883,374 

275,101 

PARKER DRILLING CO 492,875 

3,329,802 

2,139,078 

PARKER HANNIFIN CORP 420,983 

13,118,400 

18,085,430 

PARKERVISION INC 80,785 

137,740 

247,202 

PARKSON HOLDINGS 244 

10,872 

13,507 

PARKSON RETAIL GRO 4,256 

14,405 

17,615




PARKVALE FINL CORP 27,458 

715,605 

246,847 

PARKWAY HLDGS 3,494 

17,533 

11,588 

PARKWAY PPTYS INC 67,240 

2,273,703 

874,120 

PARLUX FRAGRANCES INC 57,698 

366,904 

101,548 

PARMALAT S P A 9,255 

72,368 

64,142 

PARTICLE DRILLING TECH INC 14,000 

49,778 

196 

PARTNER COMMUNICAT 513 

26,827 

25,237 

PARTNER COMMUNICATION CO LTD 23,210 

440,803 

396,659 

PARTNERRE LTD 189,780 

14,015,701 

12,326,211 

PATNI COMPUTER SYS 5,600 

51,476 

61,376 

PATRICK INDS INC 73,175 

120,105 

108,299 

PATRIOT CAP FDG INC 4,600 

8,694 

7,866 

PATRIOT COAL CORPORATION 353,215 

3,078,806 

2,253,512 

PATRIOT NATL BANCORP INC 19,649 

382,602 

56,000 

PATRIOT TRANSN HLDG INC 10,000 

688,100 

729,300 

PATTERSON COS INC 211,134 

3,477,720 

4,581,608 

PATTERSON UTI ENERGY INC 496,656 

7,952,741 

6,386,996 

PAULSON CAP CORP 92,165 

535,204 

109,216 

PAYCHEX INC 967,044 

17,075,671 

24,369,509 

PAZ CHAEN 17 

6,839 

6,388 

PC CONNECTION INC 33,874 

195,907 

177,839 

PC MALL INC 25,483 

196,692 

172,265 

PC TEL INC 112,520 

726,988 

601,982 

PCCW LIMITED 25,928 

47,368 

19,521 

PDF SOLUTIONS INC 72,999 

593,482 

186,147 

PDI INC 76,400 

990,732 

313,240 

PDL BIOPHARMA INC 342,790 

7,354,488 

2,708,041 

PEABODY ENERGY CORP 786,230 

12,767,374 

23,712,697 

PEAPACK GLADSTONE FINL CORP 16,970 

373,340 

327,351 

PEARSON 4,201 

160,433 

121,214 

PECO II INC 41 

450 

123 

PEERLESS SYS CORP 19,876 

47,508 

41,342 

PEETS COFFEE AND TEA INC 94,529 

2,255,634 

2,382,131 

PEGASYSTEMS INC 182,093 

2,952,856 

4,803,613 

PENFORD CORP 45,400 

640,574 

262,866 

PENN NATL GAMING INC 188,062 

6,144,462 

5,474,485 

PENN VA CORP 107,464 

5,673,762 

1,759,186 

PENN VA GP HLDGS L P 53,386 

893,402 

675,867 

PENN VA RESOURCE PARTNERS L P 124,225 

2,162,965 

1,685,733 

PENNANTPARK INVESTMENT CORP 3,600 

24,480 

25,560 

PENNICHUCK CORP 23,400 

577,630 

533,520 

PENNS WOODS BANCORP INC 5,808 

147,897 

169,245 

PENNSYLVANIA REAL ESTATE INVT 123,550 

2,092,350 

617,750 

PENSKE AUTOMOTIVE GROUP INC 125,070 

1,869,842 

2,081,165 

PENSON WORLDWIDE INC 73,725 

1,296,263 

659,839 

PENTAIR INC 173,591 

2,308,372 

4,447,401 

PENWEST PHARMACEUTICALS CO 63,600 

366,897 

181,260 

PEOPLES BANCORP INC 17,600 

235,835 

300,080 

PEOPLES BK N C 6,352 

75,240 

39,065




PEOPLES CMNTY BANCORP INC 13,127 

79,402 

9,583 

PEOPLES EDL HLDGS INC 300 

320 

567 

PEOPLES FINL CORP MISS 18,007 

350,304 

342,133 

PEOPLES FOOD HLDGS 3,829 

6,022 

4,297 

PEOPLES UTD FINL INC 423,267 

5,099,238 

6,365,936 

PEP BOYS MANNY MOE + JACK 251,950 

3,680,936 

2,554,773 

PEPCO HLDGS INC 677,745 

15,124,973 

9,108,893 

PEPSI BOTTLING GROUP INC 409,152 

9,312,232 

13,845,704 

PEPSIAMERICAS INC 231,934 

2,848,834 

6,218,151 

PEPSICO INC 4,295,643 105,102,166 236,088,539 

PERCEPTRON INC 28,600 

213,187 

98,384 

PEREGRINE PHARMACEUTICALS INC 495,500 

323,863 

416,220 

PERFICIENT INC 248,320 

4,758,000 

1,735,757 

PERFORMANCE TECHNOLOGIES INC 306,446 

1,920,345 

904,016 

PERFUMANIA HLDGS INC 21,975 

130,533 

59,772 

PERICOM SEMICONDUCTOR CORP 202,990 

1,266,546 

1,709,176 

PERKINELMER INC 378,637 

4,738,575 

6,588,284 

PERMA FIX ENVIRONMENTAL SVCS 20,300 

24,169 

49,126 

PERNOD RICARD 1,318 

340,158 

238,465 

PEROT SYS CORP 338,511 

5,905,794 

4,850,863 

PERPETUAL LIMITED 218 

31,666 

14,495 

PERRIGO CO 412 

42,891 

32,772 

PERRIGO CO 189,905 

2,678,093 

5,275,561 

PERUSAHAAN GAS NEG 4,202 

37,720 

49,455 

PERUSAHAAN TELEKOMUNIKIASI IND 668,399 

22,578,943 

20,038,602 

PERVASIP CORP 17,700 

4,849 

6,903 

PERVASIVE SOFTWARE INC 97,300 

657,789 

592,557 

PETMED EXPRESS COM INC 133,160 

1,974,173 

2,001,395 

PETRO CDA 2,520 

324,901 

280,171 

PETROBRAS - PETROLEO BRAS-PR 1,712 

1,001,237 

1,081,327 

PETROHAWK ENERGY CORP 779,573 

10,082,576 

17,384,478 

PETROL BRASILIEROS 1,182 

934,467 

922,164 

PETROLEO BRASILEIRO SA 504,807 

19,732,060 

20,686,991 

PETROLEO BRASILEIRO SA PETRO 2,743,695 

64,114,024 

91,529,665 

PETROLEUM DEV CORP 69,490 

1,915,763 

1,090,298 

PETRON CORP 1,044 

5,086 

4,467 

PETROPLUS HOLDINGS 266 

30,063 

12,612 

PETROQUEST ENERGY INC 596,500 

2,704,713 

2,201,085 

PETSMART INC 448,361 

6,773,635 

9,621,827 

PEUGEOT SA 904 

150,531 

68,263 

PFF BANCORP INC 44,300 

453,066 

399 

PFIZER INC 19,921,896 313,479,883 298,828,440 

PFM DIVERSIFIED FUND LP 305,000,000 305,000,000 397,551,945 

PFSWEB INC 22,467 

100,494 

30,330 

PG+E CORP 1,029,513 

23,430,616 

39,574,480 

PGT INC 69,500 

103,107 

104,945 

PHARMACEUTICAL PROD DEV INC 294,021 

3,964,598 

6,827,168 

PHARMACYCLICS INC 150,000 

832,861 

201,000 

PHARMASSET INC 36,744 

428,531 

413,370




PHARMATHENE INC 9,100 

11,287 

20,020 

PHARMERICA CORP 118,503 

2,123,753 

2,326,214 

PHASE FORWARD INC 175,123 

3,426,501 

2,646,109 

PHAZAR CORP 47,700 

407,879 

141,431 

PHC INC MASS 60,400 

111,330 

84,560 

PHH CORP 249,706 

4,157,296 

4,539,655 

PHI INC 52,770 

1,562,579 

904,478 

PHILIP MORRIS INTL ORD SHR 479,597 

20,856,777 

20,920,021 

PHILIPPINE LNG DIS 18 

31,195 

33,265 

PHILIPPINE LONG DIST TEL CO 422,600 

22,456,690 

21,011,672 

PHILIPS ELEC(KON) 4,919 

485,093 

260,313 

PHILLIPS VAN HEUSEN CORP 74,265 

2,400,940 

2,130,663 

PHOENIX COS INC NEW 420,290 

2,285,999 

701,884 

PHOENIX FOOTWEAR GROUP INC 15,500 

75,609 

8,370 

PHOENIX TECHNOLOGIES LTD 99,681 

258,481 

270,136 

PHOTOMEDEX INC 7,873 

113,110 

8,582 

PHOTRONICS INC 167,100 

404,665 

676,755 

PHYSICIANS FORMULA HLDGS INC 24,700 

104,029 

46,436 

PICC PROPERTY + CA 1,574 

25,561 

41,295 

PICK N PAY HLDGS 104 

6,410 

7,258 

PICK N PAY STORES 117 

15,883 

19,106 

PICO HLDGS INC 48,170 

1,800,127 

1,382,479 

PIEDMONT INVESTMENT ADVSRS LLC 3,207,929 

3,207,929 

3,061,766 

PIEDMONT NAT GAS INC 90,533 

1,930,590 

2,182,751 

PIER 1 IMPORTS INC 534,525 

1,870,457 

1,063,705 

PIKE ELEC CORP 14,000 

174,701 

168,700 

PILGRIMS PRIDE CORP 21,810 

550,555 

108,832 

PING AN INSURANCE 892 

190,480 

230,166 

PINNACLE AIRL CORP 100,100 

290,798 

281,281 

PINNACLE BANCSHARES INC 3,500 

55,562 

31,500 

PINNACLE ENTMT INC 163,461 

951,724 

1,518,553 

PINNACLE FINL PARTNERS INC 26,025 

770,035 

346,653 

PINNACLE GAS RES INC 131,200 

93,868 

49,856 

PINNACLE WEST CAP CORP 169,518 

5,822,874 

5,110,968 

PIONEER CORP 814 

5,345 

6,961 

PIONEER DRILLING CO 109,175 

1,501,870 

522,948 

PIONEER NAT RES CO 391,762 

14,109,982 

9,989,931 

PIPER JAFFRAY COS 122,311 

4,064,514 

5,341,321 

PIRAMAL HEALTHCARE LIMITED 74 

19,780 

18,303 

PIRELLI + CO SPA 18,954 

44,757 

19,059 

PITNEY BOWES INC 650,402 

8,819,258 

14,263,316 

PITTSBURGH + W VA RR 500 

4,806 

5,155 

PIXELWORKS INC 41,666 

713,750 

68,749 

PIZZA INN INC NEW 48,100 

126,107 

91,390 

PLAINS ALL AMERN PIPELINE L P 173,200 

7,781,220 

7,369,660 

PLAINS EXPL + PRODTN CO 102,099 

5,223,107 

2,793,429 

PLANAR SYS INC 31,976 

290,022 

38,691 

PLANETOUT INC 3,622 

478,482 

1,405 

PLANTRONICS INC NEW 181,662 

2,344,481 

3,435,228




PLATINUM UNDERWRITERS HOLDINGS 103,345 

3,373,318 

2,954,634 

PLATO LEARNING INC 83,300 

503,338 

333,200 

PLAYBOY ENTERPRISES INC 9,400 

124,832 

33,182 

PLAYBOY ENTERPRISES INC 18,975 

24,490 

47,627 

PLC SYSTEMS INC 114,000 

133,483 

33,060 

PLEXUS CORP 189,887 

2,268,151 

3,885,088 

PLUG PWR INC 151,502 

364,956 

137,867 

PLUM CREEK TIMBER CO INC 419,991 

13,314,532 

12,507,332 

PLUMAS BANCORP 2,415 

20,302 

12,051 

PLUS EXPRESSWAYS B 935 

28,769 

32,450 

PLX TECHNOLOGY INC 195,436 

1,388,742 

736,794 

PMA CAP CORP 86,300 

491,220 

392,665 

PMC COML TR 5,180 

34,543 

34,343 

PMC SIERRA INC 693,956 

5,512,370 

5,523,890 

PMFG INC 51,900 

377,976 

457,239 

PMI GROUP INC 429,099 

1,700,514 

849,616 

PMR CORP 18,900 

0 0 

PNC FINL SVCS GROUP INC 1,371,938 

63,256,422 

53,244,914 

PNM RES INC 180,100 

1,588,158 

1,928,871 

POINT 360 NEW 19,400 

15,926 

24,444 

POKERTEK INC 33,100 

97,034 

26,149 

POL GORN NAFT I GA 547 

28,793 

26,592 

POLARIS INDS INC 98,821 

5,955,672 

3,174,131 

POLARIS SECURITIES 991 

13,429 

19,058 

POLO RALPH LAUREN CORP 173,259 

8,706,957 

9,276,287 

POLSKI KONCERN NAF 151 

79,790 

47,761 

POLYCOM INC 205,151 

5,578,684 

4,158,411 

POLYONE CORP 565,680 

4,356,371 

1,532,993 

POLYPORE INTERNATIONAL INC 92,079 

1,561,888 

1,023,918 

POLYUS GOLD OAO 264,624 

5,441,658 

5,519,574 

POMEROY IT SOLUTIONS INC 51,400 

699,481 

307,372 

PONIARD PHARMACEUTICALS INC 25,120 

469,537 

149,966 

POOL CORP 95,085 

2,960,777 

1,574,608 

POPE RES DEL LTD PARTNERSHIP 3,050 

115,385 

68,961 

POPULAR INC 960,122 

7,826,909 

2,112,268 

PORSCHE AUTOMOBIL HLDG-PFD 450 

168,205 

86,664 

PORTEC RAIL PRODS INC 40,400 

560,315 

397,940 

PORTER BANCORP INC 13,807 

271,036 

209,176 

PORTFOLIO RECOVERY ASSOCS INC 71,750 

2,870,698 

2,778,878 

PORTLAND GEN ELEC CO 144,086 

3,341,432 

2,806,795 

PORTO SEGURO SA 40 

10,746 

12,009 

PORTUGAL TCOM SGPS 4,749 

153,994 

133,480 

POSCO 41 

575,257 

513,868 

POSCO 11,700 

1,424,459 

967,239 

POST PPTYS INC 97,330 

2,848,129 

1,308,115 

POTASH CORP SASK INC 4,099 

449,766 

381,412 

POTASH CORP SASK INC 1,528 

446,260 

410,321 

POTLATCH CORP NEW 104,295 

3,859,395 

2,533,326 

POWELL INDS INC 51,748 

1,490,594 

1,918,298




POWER CORP CDA 2,070 

183,718 

137,503 

POWER FINANCE CORP 51 

5,323 

7,868 

POWER FINL CORP 1,425 

125,982 

97,535 

POWER GRID CORP ORD 261 

18,978 

22,736 

POWER INTEGRATIONS 3,000 

62,495 

71,370 

POWER MED INTERVENTIONS INC DE 35,000 

19,985 

20,650 

POWER ONE INC 183,725 

189,450 

273,750 

POWERCHIP SEMICOND 3,622 

20,844 

11,745 

POWERSECURE INTL INC 112,376 

1,310,320 

478,722 

POWERWAVE TECHNOLOGIES INC 512,050 

976,773 

824,401 

POWSZECHNA KASA OS 236 

157,768 

71,961 

POZEN INC 29,029 

376,150 

222,943 

PPB GROUP BERHAD 277 

32,308 

34,906 

PPG INDS INC 424,173 

10,087,711 

18,621,195 

PPL CORP 1,187,978 

26,484,564 

39,155,755 

PPR 506 

196,383 

118,677 

PRAXAIR INC 1,028,220 

39,647,879 

73,075,595 

PRE PAID LEGAL SVCS INC 39,545 

776,910 

1,723,767 

PRECISION CASTPARTS CORP 387,732 

9,797,397 

28,316,068 

PRECISION DRILLING TR 10,226 

33,407 

49,903 

PREFERRED BK LOS ANGELES CA 19,063 

529,236 

72,439 

PREFERRED BLOCKER INC 2,494 

817,118 

1,265,247 

PREFERRED BLOCKER INC 3,689 

1,193,245 

1,779,171 

PREFORMED LINE PRODS CO 10,835 

470,340 

477,390 

PREMIER EXHIBITIONS INC 65,955 

721,774 

48,048 

PREMIER FINL BANCORP INC 23,000 

232,719 

145,590 

PREMIERE GLOBAL SVCS INC 172,667 

2,597,653 

1,871,710 

PREMIERWEST BANCORP 58,790 

222,758 

199,298 

PRESIDENT CHAIN ST 159 

17,749 

15,590 

PRESIDENT SECURITI 424 

6,626 

9,293 

PRESIDENTIAL LIFE CORP 56,455 

878,486 

427,364 

PRESIDENTIAL RLTY CORP NEW 500 

1,339 

450 

PRESSTEK INC 180,834 

892,919 

251,359 

PRESSURE BIOSCIENCES INC 8,200 

31,974 

13,776 

PRESTIGE BRANDS HLDGS INC 126,280 

1,013,779 

776,622 

PRETORIA PORT CMNT 276 

37,432 

39,572 

PRG SCHULTZ INTL INC 36,107 

166,434 

97,489 

PRICE T ROWE GROUP INC 917,190 

29,991,762 

38,219,307 

PRICELINE COM INC 142,812 

10,600,803 

15,930,679 

PRICESMART INC 54,832 

954,882 

918,436 

PRIDE INTERNATIONAL INC 522,849 

14,089,403 

13,102,596 

PRIMEDIA INC 80,651 

143,559 

162,109 

PRIMEENERGY CORP 4,380 

276,167 

156,848 

PRIMUS GUARANTY LTD 124,200 

199,462 

293,112 

PRIMUS TELECOMM GROUP INC 93,900 

52,834 

1,409 

PRINCETON NATL BANCORP INC 19,900 

516,232 

291,535 

PRINCETON REVIEW INC 82,800 

500,865 

447,948 

PRINCIPAL FINANCIAL GROUP 843,312 

19,501,592 

15,887,998 

PRIVATEBANKCORP INC 137,419 

3,989,309 

3,056,199




PRO DEX INC COLO 9,200 

19,253 

4,324 

PROASSURANCE CORP 59,344 

2,700,408 

2,742,286 

PROCERA NETWORKS INC 85,654 

122,794 

53,962 

PROCTER AND GAMBLE CO 8,032,896 190,807,152 410,480,986 

PROFILE TECHNOLOGIES INC 600 

1,005 

795 

PROGENICS PHAARMACEUTICALS INC 11,100 

61,999 

57,165 

PROGRESS ENERGY INC 418,525 

186,800 

104,631 

PROGRESS ENERGY INC 636,900 

23,164,160 

24,093,927 

PROGRESS SOFTWARE CORP 194,588 

2,241,611 

4,119,428 

PROGRESSIVE CORP OHIO 1,445,353 

13,530,106 

21,839,284 

PROLIANCE INTL INC 24,068 

92,266 

3,610 

PROLOGIS 1,284,129 

27,359,564 

10,350,080 

PROMISE CO 370 

28,740 

13,588 

PROMOS TECHNOLOGIE 2,924 

10,990 

3,738 

PROMOTORA DE INFOR 444 

13,266 

6,729 

PROPERTY + BUILDIN 9 

1,597 

1,423 

PROS HLDGS INC 97,920 

599,831 

795,110 

PROSPECT CAPITAL CORP 19,500 

197,237 

179,400 

PROSPERITY BANCSHARES INC 204,036 

6,004,709 

6,086,394 

PROTECTION ONE INC 29,908 

574,631 

128,006 

PROTECTIVE LIFE CORP 198,152 

2,343,304 

2,266,859 

PROTON HLDGS BHD 115 

3,786 

3,568 

PROVIDENCE + WORCESTER RR CO 6,400 

67,311 

72,064 

PROVIDENCE SVC CORP 94,041 

401,999 

1,029,749 

PROVIDENT FINACIAL SERVICES 233,612 

3,515,707 

2,125,869 

PROVIDENT FINL 770 

33,431 

28,922 

PROVIDENT FINL HLDGS INC 38,915 

745,944 

215,589 

PROVIDENT NEW YORK BANCORP 99,805 

1,235,381 

810,417 

PROXIM WRELESS CORP 42,300 

37,493 

6,768 

PRUDENTIAL BANCORP INC PA 6,130 

79,009 

72,395 

PRUDENTIAL FINL INC 1,464,623 

52,213,528 

54,513,268 

PRUDENTIAL PLC 12,951 

431,353 

253,502 

PS BUSINESS PKS INC CA 44,776 

2,627,333 

2,168,949 

PSB HLDGS INC 18,388 

184,561 

92,676 

PSS WORLD MED INC 239,944 

2,376,453 

4,441,363 

PSYCHEMEDICS CORP 48,160 

641,263 

331,341 

PSYCHIATRIC SOLUTIONS INC 214,730 

5,796,329 

4,882,960 

PT ASTRA INTL 1,420 

95,716 

126,228 

PT INDOSAT TBK 12,760 

462,095 

311,216 

PTT AROMATICS AND RE 1,000 

22,631 

20,258 

PTT CHEMICAL 158 

10,113 

9,257 

PUBLIC BK BHD 46 

4,805 

4,478 

PUBLIC BK BHD 1,606 

167,932 

156,813 

PUBLIC FINANCIAL HOLDINGS 2,863 

7,210 

3,695 

PUBLIC POWER CORP 656 

47,872 

38,885 

PUBLIC STORAGE 461,051 

40,862,674 

30,189,619 

PUBLIC SVC ENTERPRISE GROUP 1,438,996 

27,012,556 

46,954,439 

PUBLICIS GROUPE SA 776 

85,406 

68,011 

PULASKI FINL CORP 52,950 

565,102 

349,470




PULTE HOMES INC 988,107 

11,857,806 

8,724,985 

PUMA AG 33 

32,450 

20,904 

PUNCAK NIAGA HLDGS 134 

3,067 

4,609 

PUNJ LLOYD LTD 66 

15,221 

11,032 

PUNJAB NATIONAL BA 71 

30,163 

38,648 

PURPLE COMMUNICATIONS INC 4,800 

14,669 

10,896 

PVF CAPITAL CORP 14,329 

142,779 

29,733 

PYRAMID OIL CO 1,376 

4,555 

8,036 

PZENA INVT MGMT INC 48,710 

128,594 

369,222 

Q CELLS SE 142 

13,295 

8,308 

Q E P INC 5,325 

55,399 

13,845 

QAD INC 106,800 

832,229 

347,100 

QANTAS AIRWAYS 5,682 

42,667 

26,538 

QBE INS GROUP 5,108 

292,388 

236,190 

QC HLDGS INC 53,800 

676,709 

276,532 

QCR HOLDINGS INC 9,736 

187,974 

97,360 

QIAGEN NV 14,390 

302,673 

267,510 

QISDA CORP 587 

8,767 

8,328 

QLOGIC CORP 449,757 

6,603,919 

5,702,919 

QP CORP 632 

18,739 

18,894 

QUADRAMED CORPORATION 34,605 

324,063 

241,197 

QUAKER CHEMICAL 46,800 

549,834 

621,972 

QUALCOMM INC 5,076,906 

90,739,496 229,476,151 

QUALITY DISTR INC FLA 175,935 

1,203,705 

351,870 

QUALITY SYSTEMS 128,038 

4,870,286 

7,293,044 

QUALSTAR CORP 37,899 

151,096 

82,999 

QUANEX BLDG PRODS CORP 30,500 

433,826 

342,210 

QUANTA COMPUTER 859 

44,039 

52,933 

QUANTA SERVICES INC 502,137 

9,890,001 

11,614,429 

QUANTUM CORP 834,919 

434,207 

692,983 

QUANTUM FUEL SYS TECHN WORLDWI 238,167 

1,109,587 

183,651 

QUANTUM GROUP INC 5,700 

9,477 

3,762 

QUEBECOR INC 15,500 

411,811 

260,245 

QUEPASA CORP 23,700 

53,645 

17,064 

QUEST DIAGNOSTICS INC 428,638 

5,790,514 

24,188,042 

QUEST ENERGY PARTNERS L P 43,445 

202,999 

60,389 

QUEST RESOURCE CORP 49,039 

456,311 

16,183 

QUEST SOFTWARE INC 179,525 

4,851,575 

2,502,579 

QUESTAR CORP 606,260 

11,774,359 

18,830,436 

QUESTCOR PHARMACEUTICALS INC 166,507 

1,200,961 

832,535 

QUICKLOGIC CORP 52,500 

227,989 

74,550 

QUICKSILVER RES INC 101,221 

3,484,804 

940,343 

QUIDEL CORP 127,260 

1,809,196 

1,852,906 

QUIGLEY CORP 39,900 

393,004 

148,827 

QUIKSILVER INC 380,370 

2,511,241 

703,685 

QUIMICA Y MINERA 57 

51,334 

78,687 

QUIXOTE CORP 48,181 

932,403 

136,352 

QUOTIENT VENTURES 1,011,183 

1,011,183 

866,933 

QWEST COMMUNICATIONS INTL INC 3,828,159 

30,036,081 

15,886,860




RACKSPACE HOSTING INC 266,901 

2,858,213 

3,699,248 

RADIAN GROUP INC 335,524 

3,957,929 

912,625 

RADIANT SYS INC 36,800 

132,731 

305,440 

RADIO ONE INC 326,024 

562,449 

81,506 

RADIOSHACK CORP 562,842 

7,378,580 

7,857,274 

RADISYS CORP 222,547 

1,293,932 

2,005,148 

RADNET INC 30,936 

132,746 

69,606 

RAE SYS INC 244,300 

703,151 

337,134 

RAIFFEISEN INTL BK 223 

58,141 

22,218 

RAINMAKER SYS INC 217,383 

1,331,832 

326,075 

RAIT FINANCIAL TRUST 226,178 

492,253 

309,864 

RALCORP HLDGS INC NEW 159,093 

5,258,931 

9,691,946 

RAM ENERGY RES INC 81,100 

307,824 

64,961 

RAMBUS INC DEL 114,113 

2,193,559 

1,767,610 

RAMCO GERSHENSON PPTYS TR 51,825 

263,977 

518,768 

RAMTRON INTL CORP 26,720 

56,489 

30,728 

RANBAXY LABS 62 

10,046 

11,968 

RANDSTAD HLDGS NV 621 

65,772 

49,369 

RANGE RES CORP 400,049 

4,549,858 

16,566,029 

RAUTARUUKKI OY 515 

67,830 

29,597 

RAVEN INDS INC 93,954 

3,288,113 

2,405,222 

RAYMOND JAMES FINANCIAL INC 280,657 

2,393,224 

4,830,107 

RAYONIER INC 259,674 

11,403,518 

9,439,150 

RAYTHEON CO 1,322,989 

53,656,028 

58,780,401 

RBC BEARINGS INC 52,882 

1,606,968 

1,081,437 

RC2 CORP 15,505 

293,867 

205,131 

RCM TECHNOLOGIES INC 50,700 

215,096 

112,554 

RCN CORP 223,235 

3,011,209 

1,332,713 

READING INTL INC 42,505 

258,159 

193,398 

REALNETWORKS INC 75,880 

502,208 

226,881 

REALTEK SEMICOND 221 

13,916 

15,664 

REALTY FIN CORP 80,700 

439,520 

4,358 

REALTY INCOME CORP 248,806 

6,386,672 

5,453,828 

RECKITT BENCKISER GROUP PLC 3,696 

486,752 

483,901 

RED ELECTRICA CORPORACION 259 

43,894 

33,619 

RED HAT INC 805,232 

18,576,570 

16,209,320 

RED LION HOTELS CORP 60,800 

407,067 

291,840 

RED ROBIN GOURMET BURGERS INC 1,400 

41,222 

26,250 

REDDY ICE HLDGS INC 62,700 

143,824 

103,455 

REDECARD SA 235 

124,971 

138,019 

REDWOOD INVESTMENTS, LLC 326,556 

326,556 

274,743 

REDWOOD TR INC. 120,195 

2,263,855 

1,774,078 

REED ELSEVIER 5,698 

196,564 

122,055 

REED ELSEVIER NV 3,394 

180,164 

107,315 

REEDS INC 1,100 

2,028 

1,980 

REGAL BELOIT CORP 72,540 

2,060,333 

2,881,289 

REGAL ENTMT GROUP 134,735 

2,450,772 

1,790,628 

REGENCY CTRS CORP 164,385 

10,176,557 

5,738,680 

REGENCY ENERGY PARTNERS L P 115,440 

1,336,590 

1,680,806




REGENERON PHARMACEUTICALS INC 189,031 

3,296,229 

3,387,436 

REGENERX BIOPHARMACEUTICALS IN 3,000 

2,970 

1,800 

REGENT COMMUNICATIONS INC DEL 255,300 

1,341,602 

56,677 

REGIONAL BK HOLDRS TR 4,600 

561,077 

305,256 

REGIONS FINL CORP NEW 2,394,582 

31,179,918 

9,674,111 

REGIS CORP MINNESOTA 154,793 

4,123,625 

2,694,946 

REHABCARE GROUP INC 58,346 

862,701 

1,396,220 

REINSURANCE GROUP AMER INC 122,652 

4,352,872 

4,281,781 

REIS INC 99,451 

702,095 

388,853 

RELATIONAL INVESTORS LP 1,321,250,663 1,321,250,663 1,010,425,163 

RELIANCE CAPITAL 57 

41,559 

40,908 

RELIANCE COMMUNICATIONS LTD. 379 

101,222 

87,380 

RELIANCE INDS 358 

518,761 

578,850 

RELIANCE INFRASTRUCTURE LTD 52 

34,704 

50,087 

RELIANCE NATURAL RESOURCES 552 

31,921 

36,991 

RELIANCE PETROLEUM 422 

50,444 

42,256 

RELIANCE POWER 217 

26,343 

29,145 

RELIANCE STL + ALUM CO 127,035 

2,206,578 

4,876,874 

RELIV INTL INC 56,138 

365,312 

191,992 

RELM WIRELESS CORP 79,806 

291,610 

104,546 

REMEC INC 137,500 

6,865 

111,375 

RENAISSANCE LEARNING INC 67,669 

544,707 

623,231 

RENAISSANCERE HOLDINGS LTD 338,850 

17,472,334 

15,770,079 

RENASANT CORP 14,740 

319,484 

221,395 

RENAULT (REGIE NATIONALE) 1,092 

303,610 

115,256 

RENEGY HOLDINGS INC 7,422 

118,372 

15,772 

RENEWABLE ENERGY 1,001 

26,999 

22,310 

RENEWABLE ENERGY RTS 345 

4,144 

3,608 

RENGO CO 1,073 

21,203 

19,842 

RENT A CTR INC NEW 277,044 

3,171,502 

4,939,695 

RENTECH INC 715,650 

693,489 

407,921 

RENTOKIL INITIAL 9,332 

44,783 

39,538 

RENTRAK CORP 54,800 

499,931 

900,364 

REPLIGEN CORP 144,108 

744,473 

792,594 

REPROS THERAPEUTICS INC 8,403 

36,936 

60,418 

REPSOL YPF SA 6,296 

598,822 

404,630 

REPUBLIC AWYS HLDGS INC 93,110 

1,313,969 

608,008 

REPUBLIC BANCORP INC KY 48,494 

1,151,843 

1,095,479 

REPUBLIC FIRST BANCORP INC 46,464 

345,739 

362,419 

REPUBLIC SVCS INC 915,209 

18,137,031 

22,340,252 

RES CARE INC 18,300 

283,802 

261,690 

RES0URCE CAPITAL CORP 69,947 

162,556 

223,830 

RESEARCH FRONTIERS INC 18,746 

196,490 

67,111 

RESEARCH IN MOTION LTD 2,899 

600,115 

593,303 

RESEARCH IN MOTION LTD 26,255 

2,357,956 

1,865,418 

RESMED INC 311,793 

8,664,092 

12,699,329 

RESONA HOLDINGS INC 2,132 

125,768 

86,126 

RESOURCE AMER INC 63,100 

526,084 

339,478 

RESOURCES CONNECTION INC 165,999 

2,940,577 

2,850,203




RESPONSE GENETICS INC 16,400 

55,936 

22,468 

RETAIL VENTURES INC 141,700 

328,736 

308,906 

RETRACTABLE TECHNOLOGIES INC 2,700 

3,644 

2,565 

REUNERT 92 

23,053 

19,831 

REVLON INC 90,892 

1,479,375 

494,452 

REWARDS NETWORK INC 150,477 

708,685 

568,803 

REX ENERGY CORP 93,095 

1,042,796 

530,642 

REX STORES CORP 32,050 

506,878 

322,423 

REXAHN PHARMACEUTICALS INC 29,829 

20,823 

24,758 

REXAM 3,303 

80,278 

44,486 

REYNOLDS AMERN INC (6,145) 

(224,381) 

(237,320) 

RF INDS LTD 7,050 

39,032 

27,848 

RF MICRO DEVICES INC 360,285 

815,901 

1,354,672 

RF MONOLITHICS INC 30,900 

193,558 

19,158 

RGC RES INC 4,100 

99,399 

104,550 

RHAPSODY 70,000,000 

70,000,000 

78,527,260 

RHAPSODY FUND, L.P. 27,526,000 

27,526,000 

56,493,454 

RHB CAPITAL BHD 188 

8,380 

8,432 

RHI ENTMT INC 18,300 

57,096 

58,377 

RICHARDSON ELECTRS LTD 63,100 

429,513 

206,337 

RICHEMONT CIE FIN 2,677 

146,768 

159,732 

RICHTER GEDEON VEG 6 

44,467 

44,200 

RICKS CABARET INTL INC 35,100 

282,840 

214,110 

RICOH CO 2,908 

156,417 

107,859 

RIGEL CAPITAL VENTURES 238,095 

238,095 

8,819,163 

RIGEL PHARMACEUTICALS INC 75,600 

1,172,755 

916,272 

RIGHTNOW TECHNOLOGIES INC 134,755 

1,513,702 

1,590,109 

RIMAGE CORP 63,040 

862,942 

1,047,094 

RINNAI CORP 257 

27,232 

32,635 

RIO TINTO 5,164 

858,063 

514,596 

RIO TINTO LIMITED 1,426 

278,032 

172,953 

RIO TINTO LTD 923 

92,814 

45,254 

RIO TINTO PLC NPR RTS 2,711 

167,304 

89,584 

RISKMETRICS GROUP INC 24,380 

397,006 

430,551 

RITE AID CORP 1,025,575 

3,999,785 

1,548,618 

RITEK CORP 1,124 

7,580 

10,727 

RIVERBED TECHNOLOGY INC 225,700 

4,459,615 

5,233,983 

RIVERVIEW BANCORP INC 47,455 

444,449 

143,314 

RIVIERA HLDGS CORP 48,500 

102,427 

24,735 

RLI CORP 72,648 

1,621,104 

3,254,630 

RMB HOLDINGS 427 

48,404 

49,470 

ROBBINS + MYERS INC 61,342 

1,520,907 

1,180,834 

ROBERT HALF INTL INC 453,747 

4,938,668 

10,717,504 

ROBERTS REALTY INVS INC 489 

1,361 

406 

ROCHE HLDGS LTD 10,954 

412,281 

373,641 

ROCHE HOLDINGS AG 3,631 

1,713,804 

1,417,491 

ROCHESTER MED CORP 54,400 

628,864 

728,960 

ROCK CREEK 1848 FUND L.P. 150,000,000 150,000,000 142,519,950 

ROCK OF AGES CORP DEL 13,400 

66,776 

27,671




ROCK TENN CO 117,410 

3,766,355 

4,480,366 

ROCKFORD CORP 14,800 

34,765 

3,552 

ROCKVILLE FINL INC 41,100 

469,362 

450,045 

ROCKWELL AUTOMATION INC 345,088 

4,805,876 

11,084,227 

ROCKWELL COLLINS INC 394,998 

5,392,322 

16,483,267 

ROCKWELL MED TECHNOLOGIES INC 5,000 

18,818 

37,750 

ROCKWOOD HLDGS INC 143,635 

2,872,744 

2,102,816 

ROCKWOOL INTL 23 

9,115 

4,838 

ROCKY BRANDS INC 53,697 

553,116 

209,955 

ROCKY MTN CHOCOLATE FACTORY 15,420 

155,148 

118,734 

RODMAN+RENSHAW CAP GROUP INC 14,600 

21,404 

15,184 

ROFIN SINAR TECHNOLOGIES INC 125,955 

2,507,995 

2,520,360 

ROGERS COMMUNICATIONS INC 6,566 

187,575 

169,075 

ROGERS COMMUNICATIONS INC 2,666 

257,290 

197,293 

ROGERS CORP 80,612 

3,225,811 

1,630,781 

ROHM CO 648 

144,166 

135,749 

ROLLINS INC 166,380 

1,137,006 

2,880,038 

ROLLS ROYCE GROUP 9,455 

218,579 

161,792 

ROMA FINL CORP 16,600 

214,478 

211,484 

ROME BANCORP INC NEW 52,100 

618,860 

437,640 

ROPER INDS 219,945 

2,021,149 

9,965,708 

ROSETTA RES INC 43,857 

677,563 

383,749 

ROSETTA STONE INC 41,985 

897,570 

1,152,068 

ROSNEFT OJSC 3,946,577 

27,479,260 

21,708,204 

ROSS STORES INC 569,675 

13,227,055 

21,989,455 

ROSTELECOM 107,010 

4,936,245 

3,426,961 

ROTECH HEALTHCARE INC 36,600 

111,672 

4,392 

ROVI CORP 413,481 

7,381,214 

9,018,021 

ROWAN COMPANIES INC 342,824 

7,460,134 

6,623,360 

ROYAL BANCSHARES PA INC 19,543 

253,915 

36,545 

ROYAL BK CDA MONTREAL QUE 7,269 

932,657 

855,827 

ROYAL BK CDA MONTREAL QUE 32,000 

1,271,398 

1,307,200 

ROYAL BK SCOT GRP 87,015 

1,223,387 

159,158 

ROYAL CARIBBEAN CRUISES LTD 472,401 

10,525,512 

6,396,310 

ROYAL DUTCH SHELL 14,041 

1,470,570 

1,014,271 

ROYAL DUTCH SHELL 18,315 

1,890,166 

1,316,072 

ROYAL DUTCH SHELL PLC 130,959 

6,764,040 

6,572,832 

ROYAL GOLD INC 108,648 

3,003,594 

4,530,622 

ROYALE ENERGY INC 71,182 

598,720 

170,837 

RPC INC 97,865 

1,427,131 

817,173 

RPM INTL INC 227,501 

2,091,937 

3,194,114 

RRI ENERGY INC 1,282,136 

19,384,997 

6,423,501 

RSA INSURANCE GROUP PLC 17,040 

124,769 

96,955 

RSC HLDGS INC 66,615 

489,259 

447,653 

RTI BIOLOGICS INC 193,335 

480,079 

829,407 

RTI INTL METALS INC 72,115 

4,197,711 

1,274,272 

RTL GROUP 72 

23,055 

10,369 

RUBICON TECHNOLOGY INC 69,550 

397,131 

993,174 

RUBIOS RESTAURANTS INC 100,295 

536,457 

624,838




RUBY TUESDAY INC 79,155 

313,572 

527,172 

RUDDICK CORP 117,860 

1,678,537 

2,761,460 

RUDOLPH TECHNOLOGIES INC 197,105 

558,179 

1,088,020 

RURAL/METRO CORP 143,500 

305,964 

365,925 

RURBAN FINL CORP 3,100 

30,526 

24,025 

RUSH ENTERPRISES INC 7,316 

136,045 

85,231 

RUSH ENTERPRISES INC 38,139 

240,127 

377,957 

RUSS BERRIE + CO INC 73,800 

455,592 

288,558 

RUTHS HOSPITALITY GROUP INC 158,200 

1,064,464 

580,594 

RWE AG (NEU) 2,025 

584,227 

457,896 

RXI PHARMACEUTICALS CORP 10,457 

62,853 

47,475 

RYANAIR HLDGS 4,019 

56,342 

52,830 

RYANAIR HOLDGS PLC 25,900 

739,359 

735,301 

RYDER SYS INC 168,270 

3,270,537 

4,698,098 

RYLAND GROUP INC 124,885 

4,198,159 

2,093,073 

RYOHIN KEIKAKU CO 110 

18,403 

13,319 

S + T BANCORP INC 23,690 

749,957 

288,070 

S A C I FALABELLA 453 

59,409 

68,258 

S OIL 40 

90,080 

67,752 

S Y BANCORP INC 1,400 

35,295 

33,838 

S1 CORP 13 

25,410 

21,789 

S1 CORP 219,367 

1,501,133 

1,513,632 

SABA SOFTWARE INC 124,194 

720,100 

478,147 

SABESP CIA SANEAME 32 

16,176 

17,876 

SABMILLER PLC 6,075 

374,743 

355,131 

SACYR VALLEHERMOSO SA 555 

47,337 

22,104 

SADIA SA 201 

19,614 

18,575 

SAFEGUARD SCIENTIFICS INC 258,000 

146,976 

340,560 

SAFESTITCH MED INC 4,100 

4,558 

4,510 

SAFETY INS GROUP INC 32,721 

1,219,410 

999,954 

SAFEWAY INC 1,414,899 

25,022,129 

28,821,493 

SAFRAN SA 1,109 

58,145 

42,034 

SAGA COMMUNICATIONS INC 15,415 

552,269 

79,387 

SAGE GROUP 7,610 

93,134 

64,158 

SAIA INC 88,478 

1,022,570 

1,593,489 

SAIC INC 556,719 

10,199,799 

10,327,137 

SAINSBURY(J) 9,028 

175,952 

133,767 

SAIPEM 1,756 

151,244 

122,739 

SAKS INC (80,395) 

1,096,493 

(356,150) 

SALARY COM INC 37,138 

372,284 

112,528 

SALEM COMMUNICATIONS CORP DEL 51,416 

266,739 

49,359 

SALESFORCE COM INC 411,257 

11,437,063 

15,697,680 

SALIX PHARMACEUTICALS LTD 98,429 

1,325,767 

971,494 

SALLY BEAUTY HLDGS INC 197,860 

875,320 

1,258,390 

SALZGITTER AG 223 

82,672 

56,200 

SAMPO OYJ 2,792 

194,226 

151,402 

SAMSUNG C+T 73 

104,130 

94,143 

SAMSUNG CARD 16 

20,600 

21,990 

SAMSUNG ELEC MECH 26 

32,589 

48,192




SAMSUNG ELECTRONIC 68 

1,105,009 

1,205,109 

SAMSUNG ENGINEER 19 

38,428 

47,777 

SAMSUNG FINE CHEM 9 

13,318 

14,251 

SAMSUNG FIRE + MAR 22 

133,143 

125,596 

SAMSUNG SDI 16 

44,597 

49,046 

SAMSUNG SECS CO 31 

66,298 

63,902 

SAMSUNG TECHWIN 25 

24,903 

53,946 

SAN IN GODO BANK 683 

17,034 

16,942 

SANDERS MORRIS HARIS GROUP INC 811,720 

7,507,956 

4,464,460 

SANDERSON FARMS INC 44,275 

1,832,422 

1,992,375 

SANDISK CORP 521,383 

9,729,911 

7,659,116 

SANDRIDGE ENERGY INC 182,154 

5,876,961 

1,551,952 

SANDVIK AB 6,042 

247,443 

128,327 

SANDY SPRING BANCORP INC 64,748 

1,810,778 

951,796 

SANFILIPPO JOHN B + SON INC 13,200 

317,063 

94,380 

SANGAMO BIOSCIENCES INC 14,135 

58,660 

69,827 

SANKYO CO 289 

44,516 

44,399 

SANLAM 1,004 

79,285 

85,656 

SANMINA SCI CORP 3,827,498 

11,013,247 

1,684,099 

SANOFI AVENTIS 5,089 

1,215,974 

859,013 

SANOMA OYJ 212 

16,416 

9,466 

SANTAM LIMITED 21 

8,903 

8,681 

SANTANDER BANCORP 47,565 

701,474 

331,052 

SANTARUS INC 19,000 

40,556 

53,580 

SANTEN PHARM CO 417 

33,620 

36,498 

SANTOS LTD 4,199 

148,150 

142,857 

SANYO ELECTRIC CO 7,174 

42,201 

53,433 

SAP AG 4,739 

687,023 

547,833 

SAPIENT CORP 312,299 

1,932,740 

1,964,361 

SAPPI 249 

46,821 

27,895 

SAPPORO HOKUYO HLD 1,531 

38,587 

12,632 

SAPPORO HOLDINGS 1,321 

28,706 

21,795 

SAPUTO INC 532 

35,437 

31,968 

SARA LEE CORP 2,294,071 

20,511,357 

22,390,133 

SARAS RAFFINERIE 1,498 

24,131 

12,262 

SATCON TECHNOLOGY CORP 241,000 

354,904 

433,800 

SAUER DANFOSS INC 112,975 

961,855 

692,537 

SAUL CTRS INC 42,232 

2,076,122 

1,248,800 

SAVANNAH BANCORP INC 8,891 

166,878 

59,125 

SAVIENT PHARMACEUTICALS INC 78,535 

896,534 

1,088,495 

SAVVIS INC 556,572 

24,117,743 

6,378,315 

SBA COMMUNCATIONS CORP 181,759 

5,099,831 

4,460,366 

SBERBANK ROSSII 40 

414,601 

336,992 

SBI HOLDINGS INC 77 

40,754 

45,242 

SBM OFFSHORE NV 771 

44,687 

37,840 

SCANA CORP NEW 218,475 

6,256,458 

7,093,883 

SCANIA AB 2,161 

93,639 

61,325 

SCANSOURCE INC 159,312 

4,400,170 

3,906,330 

SCBT FINL CORP 2,600 

67,137 

61,594




SCHAWK INC 5,400 

54,256 

40,554 

SCHEIN HENRY INC 285,660 

4,994,067 

13,697,397 

SCHERING PLOUGH CORP 4,605,876 

67,621,609 115,699,605 

SCHIFF NUTRITION INTL INC 44,900 

168,881 

228,541 

SCHINDLER HLDG AG 110 

21,166 

19,557 

SCHINDLER HLDG AG 154 

25,997 

27,340 

SCHLUMBERGER LTD 3,171,643 

79,413,400 171,617,603 

SCHMITT INDS INC OR 14,306 

34,763 

62,875 

SCHNEIDER ELECTRIC 1,265 

394,512 

276,983 

SCHNITZER STL INDS INC 117,776 

4,998,230 

6,225,639 

SCHOLASTIC CORP 122,685 

3,902,637 

2,427,936 

SCHOOL SPECIALTY INC 1,960 

123,941 

39,612 

SCHRODERS 308 

16,211 

9,776 

SCHRODERS 866 

55,161 

33,644 

SCHUFF INTL INC 16,600 

26,952 

222,025 

SCHULMAN A INC 131,822 

1,817,452 

1,991,830 

SCHWAB CHARLES CORP 3,260,277 

26,877,949 

57,185,259 

SCICLONE PHARMACEUTICALS INC 53,983 

221,800 

138,196 

SCIENTIFIC GAMES CORP 157,027 

2,900,696 

2,476,316 

SCIENTIFIC LEARNING CORP 48,600 

243,043 

94,770 

SCM MICROSYSTEMS INC 49,210 

320,854 

118,104 

SCOLR INC 130,494 

158,617 

44,368 

SCOT + SOUTHERN EN 4,709 

332,338 

253,907 

SCOTTISH MORTGAGE INV TRUST 1,351 

42,659 

25,173 

SCOTTS MIRACLE GRO CO 71,945 

2,210,759 

2,521,672 

SCRIPPS E W CO OH 95,535 

185,467 

199,668 

SCRIPPS NETWORKS INTERACTIVE I 222,445 

3,361,131 

6,190,644 

SEABORD CORP DEL 781 

1,455,723 

876,282 

SEABRIGHT INS HLDGS INC 76,422 

1,284,213 

774,155 

SEACHANGE INTL INC 162,373 

934,696 

1,303,855 

SEACOAST BKG CORP FLA 56,590 

535,019 

137,514 

SEACOR HLDGS INC 88,268 

6,057,009 

6,641,284 

SEADRILL LTD 1,444 

85,617 

59,180 

SEAGATE TECHNOLOGY 1,279,742 

18,254,084 

13,386,101 

SEALED AIR CORP NEW 460,683 

4,813,274 

8,499,601 

SEALY CORP 168,312 

319,960 

329,892 

SEALY CORPORATION 800 

1,273 

1,696 

SEARS HLDGS CORP 279,480 

20,394,997 

18,591,010 

SEATTLE GENETICS INC 72,320 

682,486 

702,950 

SECOM CO 913 

129,300 

106,599 

SECURITAS 1,790 

53,827 

43,487 

SECURITY BK CORP 84,358 

371,472 

36,274 

SECURITY NATL FINL CORP 37,585 

180,078 

82,687 

SEDONA CORP PA 39,600 

5,722 

5,544 

SEGA SAMMY HOLDINGS INC 768 

22,707 

27,990 

SEGRO PLC 30,281 

65,050 

34,760 

SEI INVESTMENTS CO 495,415 

4,814,999 

8,937,287 

SEIKO EPSON CORP 645 

46,733 

30,271 

SEINO HOLDINGS 1,002 

17,500 

23,961




SEKISUI CHEMICAL 1,983 

41,470 

35,803 

SEKISUI HOUSE 2,617 

85,154 

76,418 

SELECT COMFORT CORP 155,491 

211,042 

130,612 

SELECT SECTOR SPDR TR 108,710 

2,521,574 

2,499,243 

SELECT SECTOR SPDR TR 124,760 

3,246,758 

3,282,436 

SELECTICA INC DEL 375,222 

738,794 

157,593 

SELECTIVE INS GROUP INC 221,670 

3,170,977 

2,830,726 

SEMBCORP INDUSTRIE 4,720 

44,290 

28,307 

SEMBCORP MARINE 5,488 

37,247 

29,316 

SEMEN GRESIK(PERS) 838 

12,089 

15,348 

SEMICONDUCTOR MFG 77,891 

10,937 

11,267 

SEMITOOL INC 59,800 

407,217 

276,276 

SEMPRA ENERGY 687,785 

22,636,972 

34,134,770 

SEMTECH CORP 113,893 

2,463,568 

1,812,038 

SENECA FOODS CORP NEW 1,600 

31,779 

53,472 

SENESCO TECHNOLOGIES INC 5,800 

3,822 

4,698 

SENIOR HSG PPTSY TR 248,258 

5,577,830 

4,051,571 

SENOMYX INC 73,250 

513,208 

154,558 

SENSIENT TECHNOLOGIES CORP 153,631 

2,922,481 

3,467,452 

SENTRY TECHNOLOGY CORP 14,400 

1,063 

190 

SEPRACOR INC 290,133 

5,352,059 

5,025,104 

SEQUENOM INC 17,290 

385,740 

67,604 

SERVICE CORP INTL 812,468 

3,479,800 

4,452,325 

SERVOTRONICS INC 16,553 

83,071 

98,490 

SES 1,964 

114,983 

107,619 

SESA GOA 183 

17,863 

26,619 

SEVEN + I HOLDINGS 3,681 

323,925 

248,961 

SEVERN BANCORP INC ANNAPOLIS 49,450 

482,197 

146,372 

SEVERN TRENT 1,169 

85,233 

60,530 

SEVERSTAL JT STK CO 865,865 

3,964,324 

4,706,048 

SGS SA 30 

106,114 

107,705 

SHAMROCK ACTIVIST VALUE FUND 142,626,606 142,626,606 108,607,451 

SHANDA INTERACTIVE ENTMT LTD 2,150 

52,525 

112,424 

SHANGHAI ELECTRIC 1,448 

16,183 

23,871 

SHANGHAI LUJIAZHUI 68,340 

107,122 

132,106 

SHANGHAI ZHENHUA PORT MACHINE 1,791,118 

1,267,929 

1,557,866 

SHANGRI LA ASIA LTD 7,024 

53,177 

29,699 

SHARP CORP 4,314 

205,163 

128,889 

SHAW COMMUNICATIONS 2,115 

119,913 

102,503 

SHAW GROUP INC 233,143 

8,398,240 

6,390,450 

SHENANDOAH TELECOMMUNICATIONS 83,435 

1,897,542 

1,692,896 

SHENANDOAH VENTURES 1,475,752 

1,475,752 

0 

SHENZHEN EXPRESSWAY 343 

5,081 

6,303 

SHENZHEN INVESTMEN 19,544 

24,247 

23,775 

SHERWIN WILLIAMS CO 243,453 

5,051,543 

13,085,599 

SHIGA BANK 1,025 

19,295 

17,746 

SHIKOKU ELEC POWER 915 

68,114 

78,500 

SHILOH INDS INC 67,493 

507,576 

249,049 

SHIMA SEIKI MFG 145 

8,468 

9,679




SHIMACHU CO 199 

16,240 

12,043 

SHIMADZU CORP 935 

26,541 

21,515 

SHIMAMURA CO 94 

21,126 

21,566 

SHIMANO INC 327 

37,927 

35,941 

SHIMAO PROPERTY HOLDINGS 7,096 

31,156 

39,480 

SHIMIZU CORP 3,043 

45,524 

38,071 

SHIN ETSU CHEM CO 1,665 

277,670 

222,278 

SHIN KONG FINANCIAL 2,001 

28,074 

31,864 

SHINHAN FINANCIAL 211 

243,157 

203,570 

SHINHAN FINL GROUP CO LTD 2,800 

247,067 

142,324 

SHINKO ELEC INDS 453 

10,999 

16,144 

SHINSEGAE CO LTD 7 

118,291 

100,735 

SHINSEI BANK 6,553 

53,436 

30,260 

SHIONOGI + CO 1,330 

70,696 

73,974 

SHIP FINANCE INTL 151,100 

1,289,412 

1,666,633 

SHIPPING CP INDIA 37 

3,232 

3,735 

SHIRE PLC 2,878 

145,831 

113,841 

SHISEIDO CO 1,509 

96,359 

71,114 

SHISEIDO LTD 10,589 

222,416 

171,542 

SHIZUOKA BANK 2,740 

85,450 

78,126 

SHN INTL HLDGS 54,496 

15,232 

10,712 

SHOE CARNIVAL INC 35,400 

563,294 

422,322 

SHOPPERS DRUG MART CORP 1,088 

149,111 

134,623 

SHOPRITE HLDGS LTD 256 

51,584 

69,537 

SHORE BANCSHARES INC 22,486 

387,977 

403,399 

SHORETEL INC 73,568 

299,894 

588,544 

SHOWA DENKO KK 3,572 

30,286 

18,409 

SHOWA SHELL SEKIYU 584 

16,187 

17,787 

SHUFERSAL LTD 326 

4,551 

3,470 

SHUFFLE MASTER INC 115,060 

946,105 

760,547 

SHUI ON LAND LTD 4,414 

7,985 

8,709 

SHUN TAK HLDGS 5,986 

6,805 

10,857 

SHUTTERFLY INC 20,100 

584,384 

280,395 

SI FINL GROUP INC 40,100 

422,878 

175,438 

SIA ENGINEERING CO 1,063 

9,766 

5,911 

SIAM CEMENT CO 139 

17,972 

24,118 

SIAM CITY BANK PUB 230 

2,313 

4,200 

SIAM CITY CEMENT 33 

6,179 

6,216 

SIAM COMMERCIAL BK 527 

35,536 

43,207 

SIAM MAKRO 53 

5,150 

4,337 

SIDER NACIONAL CIA 277 

207,000 

234,746 

SIDI KRIER PETROCH 70 

7,806 

5,656 

SIEBERT FINL CORP 44,300 

189,278 

75,753 

SIELOX INC 22,810 

13,199 

1,369 

SIEMENS AG 4,718 

1,308,685 

935,125 

SIEMENS INDIA LTD 78 

27,661 

29,635 

SIERRA BANCORP 19,662 

244,205 

248,331 

SIFCO INDS INC 21,725 

61,151 

230,068 

SIGMA ALDRICH 278,911 

2,696,706 

13,822,829




SIGMA DESIGNS 110,660 

2,444,530 

1,774,986 

SIGMA PHARMACEUTIC 4,534 

16,811 

12,855 

SIGMA TECH INC 31,100 

115,982 

262,484 

SIGMATRON INTL INC 8,700 

56,562 

16,269 

SIGNATURE BK NEW YORK NY 151,042 

3,813,407 

4,096,259 

SIGNET JEWELERS LTD 125,022 

1,982,885 

2,602,958 

SILGAN HLDGS INC 105,237 

2,508,449 

5,159,770 

SILICON GRAPHICS INC 700 

6,115 

28 

SILICON GRAPHICS INTERNATION 160,300 

654,117 

727,762 

SILICON IMAGE INC 175,940 

1,033,085 

404,662 

SILICON LABORATORIES INC 213,374 

7,269,864 

8,095,410 

SILICON STORAGE TECHNOLOGY INC 81,685 

932,699 

152,751 

SILICONWARE PRECIS 1,485 

64,620 

65,674 

SILVER CREEK FDG LTD 32,422 

33,749,126 

38,246,082 

SILVER CREEK FDG LTD 32,422 

33,749,126 

38,246,082 

SILVERLEAF RESORTS INC 130,472 

672,621 

168,309 

SIME DARBY BERHAD 2,091 

127,037 

157,635 

SIMMONS 1ST NATL CORP 8,470 

243,498 

226,318 

SIMON PPTY GROUP INC NEW 644,874 

57,229,622 

33,165,870 

SIMPSON MFG INC 33,340 

898,510 

720,811 

SIMS METAL MANAGEMENT LTD 917 

62,259 

56,493 

SIMULATIONS PLUS INC 33,200 

128,761 

50,464 

SINCLAIR BROADCAST GROUP INC 88,200 

264,823 

171,108 

SINDO RICOH 2 

4,517 

3,512 

SINGAPORE AIRLINES 2,994 

92,449 

79,074 

SINGAPORE EXCHANGE 6,059 

90,854 

85,440 

SINGAPORE LAND 842 

11,551 

8,944 

SINGAPORE POST 8,767 

18,598 

15,582 

SINGAPORE PRESS HD 8,020 

67,502 

50,333 

SINGAPORE TECH ENG 7,302 

43,839 

35,529 

SINGAPORE TELECOMM 42,395 

274,345 

252,583 

SINO LAND CO 12,056 

66,728 

57,411 

SINO OCEAN LAND HL 19,280 

31,953 

63,713 

SINOFERT HOLDINGS 6,945 

15,281 

10,020 

SINOPAC HLDG 3,290 

34,792 

43,971 

SINOPEC S/PETROCHE 1,079 

9,334 

14,181 

SINOTRANS LIMITED 752 

5,886 

6,479 

SIRIUS XM RADIO INC 7,341,112 

16,096,881 

3,156,678 

SIRONA DENTAL SYS INC 56,410 

1,847,259 

1,127,636 

SIRVA INC 172,100 

212,521 

0 

SISTEMA JSFC 308,275 

3,822,967 

3,750,939 

SIX FLAGS INC 207,000 

448,027 

33,120 

SJW CORP 22,090 

612,496 

501,443 

SK NETWORKS CO LTD 34 

13,267 

15,164 

SK TELECOM 18 

118,294 

96,303 

SK TELECOM LTD 49,400 

1,048,075 

748,410 

SKAND ENSKILDA BKN 10,916 

210,569 

137,286 

SKANSKA AB 2,037 

94,595 

65,195 

SKC 6 

4,331 

4,222




SKECHERS U S A INC 73,520 

1,469,559 

718,290 

SKF AB 2,093 

97,708 

73,782 

SKILLED HEALTHCARE GROUP INC 31,330 

400,387 

234,975 

SKY CITY ENTERTAINMENT LTD 2,576 

24,703 

12,854 

SKY NETWORK TELEVI 1,010 

11,329 

7,823 

SKY PERFECT JSAT HOLDINGS INC 5 

5,930 

5,353 

SKYLINE CORP 9,704 

213,667 

211,062 

SKYTERRA COMMUNICATIONS INC 10,600 

109,800 

29,786 

SKYWEST INC 168,363 

3,032,709 

1,717,303 

SKYWORKS SOLUTIONS INC 805,599 

7,816,125 

7,878,758 

SL GREEN RLTY CORP 311,262 

10,744,717 

7,140,350 

SL INDS INC 19,052 

138,297 

133,364 

SLM CORP 964,433 

8,831,593 

9,904,727 

SM INVEST CORP 80 

17,618 

19,313 

SM PRIME 1,886 

13,845 

13,302 

SMART BALANCE INC 111,615 

762,769 

760,098 

SMART MODULAR TECHNOLOGIES WWH 273,807 

1,085,676 

621,542 

SMARTPROS LTD 2,700 

8,602 

9,288 

SMC CORP 276 

97,267 

85,479 

SMF ENERGY CORP 36,590 

39,814 

14,234 

SMITH + NEPHEW 4,538 

131,502 

96,556 

SMITH + WESSON HLDG CORP 226,100 

1,529,691 

1,284,248 

SMITH A O CORP 6,150 

186,038 

186,038 

SMITH A O CORP 71,220 

1,711,069 

2,319,635 

SMITH GRAHAM + CO VENTURES 2,970,000 

2,970,000 

999,999 

SMITH INTL INC 550,328 

9,518,129 

14,170,946 

SMITH MICRO SOFTWARE INC 140,507 

703,249 

1,379,779 

SMITHFIELD FOODS INC 401,887 

5,879,914 

5,614,361 

SMITH-MIDLAND CORP 800 

800 

1,352 

SMITHS GROUP 2,001 

130,098 

66,449 

SMITHTOWN BANCORP INC 71,200 

1,153,853 

910,648 

SMRT CORPORATION 4,411 

14,926 

14,803 

SMUCKER J M CO 285,885 

3,619,199 

13,911,164 

SMURFIT STONE CONTAINER CORP 207,210 

1,013,580 

35,226 

SNAM RETE GAS 8,410 

115,313 

106,044 

SNAP ON INC 175,273 

6,510,650 

5,037,346 

SNS REAAL GROEP NV 1,225 

48,400 

19,653 

SOAPSTONE NETWORKS INC 81,700 

945,527 

341,506 

SOC GENERALE 2,981 

978,570 

467,389 

SOC MIN CERO VERD 40,641 

700,791 

789,358 

SOCKET MOBILE INC 8,320 

202,934 

29,120 

SODEXO 609 

105,943 

89,850 

SOFTBANK CORPORATION 2,805 

158,644 

157,256 

SOFTBRANDS INC 36,200 

58,626 

32,580 

SOHGO SECURITY SER 261 

7,794 

7,887 

SOHO CHINA LIMITED 10,685 

12,433 

18,824 

SOHU COM INC 5,186 

346,642 

325,836 

SOJITZ CORPORATION 6,107 

49,776 

38,568 

SOLARWINDS INC 10,000 

160,159 

164,900




SOLARWORLD AG 432 

52,188 

29,237 

SOLERA HLDGS INC 148,445 

3,511,089 

3,770,503 

SOLITARIO EXPL + RTY CORP 9,904 

40,807 

18,322 

SOLTA MED INC 275,300 

1,931,121 

429,468 

SOLUTIA INC 620 

31 

19 

SOLUTIA INC 70,400 

8,448 

8,448 

SOLUTIA INC 208,500 

918,493 

1,200,960 

SOLVAY 211 

75,549 

51,239 

SOMANETICS CORP 71,899 

1,379,590 

1,187,052 

SOMAXON PHARMACEUTICALS INC 60,500 

512,291 

66,550 

SOMPO JAPAN INS 3,813 

118,292 

73,378 

SONA MOBILE HLDGS CORP 20,200 

8,182 

13 

SONESTA INTL HOTELS CORP 6,215 

157,960 

55,003 

SONIC AUTOMOTIVE INC 152,500 

1,258,662 

1,549,400 

SONIC CORP 200,335 

3,890,379 

2,009,360 

SONIC FDRY INC 94,877 

213,286 

60,721 

SONIC HEALTHCARE LTD 1,955 

65,488 

55,975 

SONIC SOLUTIONS 149,900 

1,295,136 

442,205 

SONICWALL INC 145,270 

2,436,105 

796,080 

SONOCO PRODS CO 381,149 

7,695,130 

9,128,519 

SONOSITE INC 26,635 

747,719 

534,298 

SONOVA HOLDING AG 255 

51,929 

59,474 

SONUS NETWORKS INC 384,400 

819,166 

618,884 

SONY CORP 5,160 

633,141 

388,151 

SONY FINANCIAL HOL 4 

52,713 

35,493 

SOTETSU HOLDIGS INC 1,675 

17,097 

19,709 

SOTHEBYS 30,730 

661,006 

433,600 

SOUNDBITE COMMUNICATIONS INC 6,500 

11,426 

15,405 

SOURCE INTERLINK COS INC 136,740 

326,935 

492 

SOURCECAP INTERNATIONAL 147 

147 

155 

SOURCEFIRE INC 11,300 

89,752 

140,007 

SOURCEFORGE INC 205,955 

1,084,998 

257,444 

SOUTH FINL GROUP INC 249,770 

4,264,739 

297,226 

SOUTH JERSEY INDS INC 13,640 

466,054 

475,900 

SOUTH TEXAS OIL CO 7,800 

29,251 

4,056 

SOUTH VALLEY CEMENT 242 

11,419 

12,922 

SOUTHCOAST FINL CORP 12,681 

194,657 

76,847 

SOUTHERN CMNTY FINL CORP 61,700 

559,506 

167,207 

SOUTHERN CO 2,011,387 

40,907,288 

62,674,819 

SOUTHERN COPPER CORP DEL 801,069 

11,497,829 

16,373,850 

SOUTHERN MO BANCORP INC 8,995 

135,444 

89,500 

SOUTHERN NATL BANCORP VA INC 15,300 

170,331 

120,870 

SOUTHERN UN CO NEW 480,424 

5,389,616 

8,834,997 

SOUTHSIDE BANCSHARES INC 59,560 

1,116,661 

1,362,137 

SOUTHWEST AIRLS CO 2,331,629 

13,280,786 

15,691,863 

SOUTHWEST BANCORP INC OKLA 41,723 

443,135 

407,216 

SOUTHWEST GA FINL CORP 10,163 

191,128 

82,117 

SOUTHWEST GAS CORP 39,990 

1,109,058 

888,178 

SOUTHWEST WTR CO 146,984 

1,223,894 

811,352




SOUTHWESTERN ENERGY CO 1,286,125 

31,905,710 

49,965,956 

SOVRAN SELF STORAGE INC 62,988 

2,646,515 

1,549,505 

SP AUSNET 6,128 

17,870 

10,965 

SP SETIA 475 

17,099 

20,511 

SPAN AMER MED SYS INC 10,412 

110,790 

112,658 

SPANISH BROADCASTING SYS INC 794,008 

1,901,489 

142,921 

SPANSION INC (1,700) 

(5) 

(136) 

SPAR GROUP INC 3,200 

3,855 

1,280 

SPAR GROUP LTD 78 

17,251 

21,878 

SPARTAN MTRS INC 74,055 

402,747 

839,043 

SPARTAN STORES INC 94,840 

1,799,519 

1,176,964 

SPARTECH CORP 179,235 

2,560,972 

1,647,170 

SPARTON CORP 21,199 

161,595 

61,477 

SPARX BLUE DIAMOND 135,000,000 135,000,000 143,011,575 

SPDR SER TR 51,312 

1,763,183 

940,549 

SPECIALTY UNDERWRITERS ALLIANC 157,836 

1,150,674 

1,000,680 

SPECTRA ENERGY PARTNERS LP 26,300 

634,834 

565,450 

SPECTRA ENERGY CORP 2,097,609 

39,987,351 

35,491,544 

SPECTRANETICS CORP 44,474 

129,515 

219,257 

SPECTRUM CTL INC 55,000 

412,464 

484,000 

SPECTRUM GROUP INTL INC 95,006 

356,273 

284,068 

SPECTRUM PHARMACEUTICALS INC 206,500 

1,023,765 

1,579,725 

SPEED.COM INC 3,575 

15,269 

1,645 

SPEEDWAY MOTORSPORTSINC 18,210 

723,567 

250,570 

SPHERION CORP 360,765 

694,393 

1,486,352 

SPHERIX INC 47,500 

272,091 

68,400 

SPIRE CORP 39,300 

379,141 

216,150 

SPIRIT AEROSYSTEMS HLDGS INC 332,435 

8,858,933 

4,567,657 

SPORT CHALET INC 25 

119 

85 

SPORT CHALET INC 18,375 

67,725 

37,853 

SPORT HALEY INC 6,900 

36,500 

3,002 

SPORT SUPPLY GROUP INC DEL 20,238 

160,218 

173,844 

SPOTLESS GROUP 911 

9,196 

4,785 

SPRINT NEXTEL CORP 9,496,069 117,139,014 

45,676,092 

SPSS INC 14,800 

418,473 

493,876 

SPX CORP 101,050 

4,014,838 

4,948,419 

SQUARE ENIX HOLDINGS CO LTD 213 

17,382 

14,362 

SRA INTL INC 26,825 

577,200 

471,047 

SRI SURGICAL EXPRESS INC 92,200 

451,759 

136,456 

SRS LABS INC 118,110 

811,132 

785,432 

SSAB AB 605 

28,893 

18,643 

SSAB AB 1,285 

66,590 

42,802 

ST JOE CO 98,084 

4,083,250 

2,598,245 

ST JUDE MED INC 1,119,147 

26,552,482 

45,996,942 

ST MARY LD + EXPL CO 123,060 

2,039,941 

2,568,262 

STAAR SURGICAL CO 175,015 

798,882 

421,786 

STAGE STORES INC 76,850 

1,081,272 

853,035 

STAMPS COM INC 92,263 

755,420 

782,390 

STANCORP FINL GROUP INC 245,743 

8,983,469 

7,047,909




STANDARD BK GR LTD 724 

289,564 

317,252 

STANDARD CHARTERED 9,979 

653,393 

538,515 

STANDARD LIFE 11,421 

163,300 

100,608 

STANDARD MICROSYSTEMS CORP 132,332 

2,548,692 

2,706,189 

STANDARD MTR PRODS INC 50,800 

356,777 

420,116 

STANDARD PAC CORP NEW 609,619 

1,125,556 

1,237,527 

STANDARD PKG CORP 5,512 

84,505 

89,790 

STANDARD REGISTER 50,172 

281,577 

163,561 

STANDEX INTL CORP 40,100 

587,870 

465,160 

STANLEY ELECTRIC 727 

40,304 

42,400 

STANLEY FURNITURE CO INC 56,800 

588,344 

612,872 

STANLEY INC 130,663 

3,842,454 

4,296,199 

STANLEY WORKS 260,440 

5,232,009 

8,813,290 

STAPLES INC 2,091,215 

22,272,899 

42,179,807 

STAR BUFFET INC 3,600 

11,740 

13,536 

STAR GAS PARTNERS L P 104,900 

244,417 

374,493 

STARBUCKS CORP 1,668,385 

18,468,461 

23,173,868 

STARENT NETWORKS CORP 128,205 

1,856,989 

3,129,484 

STARHUB LTD 3,585 

17,339 

15,237 

STARRETT L S CO 51,900 

878,809 

352,920 

STARTEK INC 59,300 

1,079,438 

475,586 

STARWOOD HOTELS + RESORTS INC 614,744 

19,865,052 

13,647,317 

STATE AUTO FINL CORP 14,910 

425,446 

260,925 

STATE BANCORP INC N Y 34,712 

217,371 

262,423 

STATE BK OF INDIA 60 

58,875 

83,200 

STATE BK OF INDIA 43,441 

4,056,906 

3,084,311 

STATE STREET CORPORATION 1,379,090 

26,965,020 

65,093,048 

STATOIL ASA 6,591 

612,531 

372,653 

STATS CHIPPAC LTD 2,920 

7,308 

3,653 

STEC INC 195,095 

1,097,432 

4,524,253 

STEEL AUTHOR INDIA 295 

32,905 

35,954 

STEEL DYNAMICS INC 390,217 

8,656,566 

5,747,896 

STEELCASE INC 195,250 

1,567,005 

1,136,355 

STEELCLOUD INC 140,000 

437,457 

43,386 

STEIN MART INC 174,400 

1,142,907 

1,545,184 

STEINER LEISURE LTD 25,959 

849,032 

792,528 

STEINHOFF INTL HLD 634 

43,185 

41,982 

STEINWAY MUSICAL INSTRS INC 1,100 

35,536 

11,770 

STELLARONE CORP 66,511 

881,293 

861,317 

STEMCELLS INC 242,400 

600,716 

412,080 

STEPAN CO 28,300 

1,066,065 

1,249,728 

STEPHAN CO 11,600 

44,672 

29,928 

STEREOTAXIS INC 22,895 

58,382 

88,833 

STERICYCLE INC 273,081 

9,576,587 

14,071,864 

STERIS CORP 198,684 

3,906,293 

5,181,679 

STERLING BANCORP 85,336 

951,893 

712,556 

STERLING BANCSHARES INC 167,885 

1,493,696 

1,062,712 

STERLING CONSTR INC 65,200 

1,095,048 

994,952 

STERLING FINL CORP WASH 283,262 

4,001,198 

824,292




STERLITE INDS 131 

46,967 

63,909 

STEWART ENTERPRISES INC 424,200 

3,510,970 

2,044,644 

STEWART INFORMATION SVCS CORP 5,800 

175,269 

82,650 

STIFEL FINL CORP 94,420 

3,417,288 

4,540,658 

STILLWATER MNG CO 265,953 

2,073,998 

1,518,592 

STMICROELECTRONICS 3,472 

122,023 

74,652 

STOCKERYALE INC 19,800 

22,158 

1,980 

STOCKLAND 11,072 

108,363 

82,590 

STONE ENERGY CORP 301,821 

4,338,721 

2,239,512 

STONEMOR PARTNERS L P 47,400 

827,347 

710,526 

STONERIDGE INC 86,563 

625,162 

415,502 

STORA ENSO OYJ 3,073 

87,409 

46,592 

STOREBRAND ASA 2,336 

39,442 

29,212 

STRABAG SE 157 

22,099 

9,958 

STRATASYS INC 32,492 

347,689 

357,087 

STRATEGIC DIAGNOSTICS INC 33,500 

135,234 

38,860 

STRATEGIC HOTELS + RESORTS INC 45,318 

52,197 

50,303 

STRATTEC SEC CORP 6,154 

266,262 

84,925 

STRATUS PPTYS INC 22,499 

361,432 

142,869 

STRAUMANN HLDG 39 

29,292 

20,410 

STRAUSS ELITE LIMITED 162 

4,527 

4,922 

STRAYER ED INC 73,629 

13,984,287 

16,059,221 

STREAMLINE HLTH SOLUTIONS INC 28,600 

63,270 

85,514 

STRYKER CORP 923,703 

19,394,176 

36,707,957 

STUDENT LN CORP 10,347 

1,498,344 

384,908 

STURM RUGER + CO INC 236,045 

1,872,854 

2,936,400 

STUX CAPITAL MGMT VENTURES 1,142,857 

1,142,857 

1,277,514 

STX CORPN 18 

16,426 

12,738 

STX PAN OCEAN 458 

25,115 

11,905 

STX SHIPBUILDING 24 

16,859 

11,727 

SUBURBAN PROPANE PRATNERS L P 7,100 

261,242 

299,407 

SUCAMPO PHARMACEUTICALS INC 1,920 

9,350 

11,846 

SUEDZUCKER AG 404 

22,130 

23,570 

SUEZ ENVIRONNEMENT 1,898 

147,740 

95,226 

SUFFOLK BANCORP 31,718 

964,397 

813,250 

SULPHCO INC 188,228 

131,260 

173,170 

SUMCO CORPOATION 484 

24,506 

19,824 

SUMISHO COMP SYS 172 

9,375 

7,715 

SUMITOMO BAKELITE 935 

14,508 

13,517 

SUMITOMO CHEMICAL 6,312 

116,191 

81,800 

SUMITOMO CORP 4,886 

186,459 

142,940 

SUMITOMO ELEC INDS 3,048 

113,606 

98,609 

SUMITOMO FORESTRY 726 

15,758 

17,632 

SUMITOMO HEAVY IND 2,327 

47,298 

29,877 

SUMITOMO METAL IND 18,301 

215,465 

140,118 

SUMITOMO METAL MNG 3,043 

141,192 

123,549 

SUMITOMO MITSUI GR 4,068 

1,033,926 

476,299 

SUMITOMO OSAKA CEM 2,209 

15,932 

13,753 

SUMITOMO REAL EST 60 

6,751 

8,355




SUMITOMO RLTY+DEV 2,411 

165,008 

127,213 

SUMITOMO RUBBER 452 

10,955 

10,458 

SUMITOMO TRUST+BKG 6,454 

148,403 

99,980 

SUMMIT FINANCIAL GROUP INC 14,950 

173,067 

83,421 

SUMTOTAL SYS INC 74,020 

444,597 

356,036 

SUN AMERN BANCORP 5,792 

19,441 

2,317 

SUN BANCORP INC N J 9,999 

104,287 

51,795 

SUN CMNTYS INC 50,850 

942,303 

700,713 

SUN HEALTHCARE GROUP INC 92,130 

1,122,902 

777,577 

SUN HUNG KAI PROPS 9,903 

360,152 

356,628 

SUN HYDRAULICS INC 23,445 

539,046 

379,106 

SUN INTL LTD 50 

20,681 

18,735 

SUN LIFE FINL INC 2,864 

325,618 

222,578 

SUN MICROSYSTEMS INC 1,909,645 

18,221,993 

17,606,927 

SUN PHARMACEUTICAL 28 

33,898 

24,488 

SUN TV NETWORK LIMITED 19 

3,071 

3,571 

SUNAIR SERVICES CORP 8,900 

47,058 

20,915 

SUNCOR ENERGY INC 1,600 

78,695 

48,544 

SUNCOR ENERGY INC 4,776 

601,374 

418,062 

SUNCORP METWAY 6,479 

214,224 

100,872 

SUNESIS PHARMACEUTICALS INC 66,800 

347,409 

26,246 

SUNLINK HEALTH SYS INC 25,182 

74,080 

54,645 

SUNOCO INC 464,204 

11,334,072 

10,769,533 

SUNOCO LOGISTICS PARTNERS L P 35,685 

1,672,011 

1,934,841 

SUNPLUS TECHNOLOGY 184 

3,400 

3,403 

SUNPOWER CORP 136,016 

6,096,628 

3,623,466 

SUNRISE SENIOR LIVING INC 424,945 

1,789,959 

701,159 

SUNSTONE HOTEL INVS INC NEW 238,179 

2,122,089 

1,274,258 

SUNTECH PWR HLDGS CO LTD 131,910 

1,648,875 

2,355,913 

SUNTRUST BKS INC 1,262,295 

33,011,601 

20,764,753 

SUPER MICRO COMPUTER INC 43,400 

249,254 

332,444 

SUPERCONDUCTOR TECHNOLOGIES 45,410 

463,182 

169,833 

SUPERGEN INC 144,800 

942,441 

291,048 

SUPERIOR BANCORP 55,450 

1,243,391 

144,725 

SUPERIOR ENERGY SVCS INC 276,405 

6,317,794 

4,773,514 

SUPERIOR INDS INTL INC 11,200 

160,887 

157,920 

SUPERIOR OFFSHORE INTL 20,000 

300,000 

280 

SUPERIOR UNIFORM GROUP INC 22,300 

287,237 

161,675 

SUPERIOR WELL SVCS INC 6,300 

65,544 

37,485 

SUPERTEL HOSPITALITY INC 14,200 

19,191 

25,844 

SUPERTEX INC 59,793 

1,420,681 

1,501,402 

SUPERVALU INC 576,585 

11,341,314 

7,466,776 

SUPPORT.COM INC 97,600 

490,886 

212,768 

SUPREME INDS INC 34,164 

134,816 

54,662 

SUREWEST COMMUNICATIONS 47,329 

482,774 

495,535 

SURGUTNEFTEGAZ 2,916,376 

19,560,602 

20,483,063 

SURMODICS INC 32,538 

1,386,407 

736,335 

SURUGA BANK 1,042 

37,769 

28,646 

SUSQUEHANNA BANCSHARES INC PA 204,006 

4,229,396 

997,589




SUSSER HLDGS CORP 33,905 

496,836 

379,397 

SUTTONBROOK CAPITAL PARTNERS 135,000,000 135,000,000 131,179,230 

SUZANO PAPEL E CELULOSE SA 95 

25,171 

28,024 

SUZLON ENERGY LIMT 199 

25,787 

16,449 

SUZUKEN CO LTD 240 

24,225 

19,965 

SUZUKI MOTOR CORP 2,126 

148,456 

137,415 

SVB FINL GROUP 158,987 

4,166,947 

4,327,626 

SVENSKA CELLULOSA 3,227 

123,831 

96,984 

SVENSKA HANDELSBANKEN SERIES A 3,209 

231,956 

173,524 

SWAP BANK OF AMERICA BOC (10,510,000) (10,510,000) (10,510,000) 

SWAP BARCLAYS BOC (12,970,000) (12,970,000) (12,970,000) 

SWAP CITIBANK COC 1,210,000 

1,210,000 

1,210,000 

SWAP DEUTSCHE BOC (1,560,000) 

(1,560,000) 

(1,560,000) 

SWAP HSBC COC 80,000 

80,000 

80,000 

SWAP JPM CHASE BOC (4,660,000) 

(4,660,000) 

(4,660,000) 

SWAP RBOS BOC (4,220,000) 

(4,220,000) 

(4,220,000) 

SWAPTION 317U053B4 (56,000,000) 

(739,200) 

(1,361,427) 

SWAPTION 317U054B3 (56,000,000) 

(1,719,200) 

(1,019,099) 

SWATCH GROUP 491 

64,475 

46,128 

SWATCH GROUP 159 

96,945 

73,033 

SWEDBANK AB 1,998 

28,026 

33,276 

SWIFT ENERGY CO 131,689 

2,590,893 

2,192,622 

SWIRE PACIFIC 4,680 

139,545 

134,265 

SWISS LIFE HOLDING AG 180 

82,269 

44,685 

SWISS REINSURANCE LTD 1,729 

347,459 

164,263 

SWISSCOM AG 112 

111,085 

98,820 

SWITCH + DATA FACS CO INC (200) 

(19,650) 

(2,346) 

SWS GROUP INC 36,990 

554,532 

516,750 

SXC HEALTH SOLUTIONS CORP 5,215 

101,752 

132,565 

SYBASE INC 239,189 

3,828,240 

7,496,183 

SYCAMORE NETWORKS INC 50,150 

159,873 

156,970 

SYKES ENTERPRISES INC 155,044 

2,420,223 

2,804,746 

SYMANTEC CORP 2,360,905 

67,566,593 

36,735,682 

SYMMETRICOM INC 194,430 

721,443 

1,121,861 

SYMMETRY MED INC 132,215 

1,454,689 

1,232,244 

SYMS CORP 48,100 

333,405 

361,231 

SYMYX TECHNOLOGIES INC 92,482 

443,421 

541,020 

SYNALLOY CORP 44,857 

733,960 

372,313 

SYNAPTICS INC 138,912 

3,581,436 

5,368,949 

SYNCHRONOSS TECHNOLOGIES INC 52,524 

1,560,700 

644,469 

SYNERGETICS USA INC 89,900 

87,852 

110,577 

SYNERGX SYS INC 7,400 

15,170 

2,664 

SYNERON MEDICAL LTD 17,014 

263,552 

122,841 

SYNGENTA AG 4,664 

193,509 

216,969 

SYNGENTA AG 500 

316,820 

333,445 

SYNIVERSE HLDGS INC 143,113 

1,968,968 

2,294,101 

SYNNEX CORP 84,357 

1,849,720 

2,108,081 

SYNNEX TECH INTL 553 

31,998 

34,362 

SYNOPSYS INC 460,832 

9,070,189 

8,990,832




SYNOVIS LIFE TECHNOLOGIES INC 49,368 

802,734 

1,025,373 

SYNOVUS FINL CORP 762,566 

4,218,622 

2,280,072 

SYNTA PHARMACEUTICALS CORP 22,850 

201,080 

52,784 

SYNTEL INC 53,186 

1,285,944 

1,672,168 

SYNTHEMED INC 29,800 

11,849 

4,470 

SYNTHES INC 240 

89,039 

66,533 

SYNTHESIS ENERGY SYS INC 149,999 

77,223 

172,499 

SYNTROLEUM CORP 98,400 

341,185 

217,464 

SYNVISTA THERAPEUTICS INC 438 

1,249 

44 

SYPRIS SOLUTIONS INC 91,748 

855,136 

111,015 

SYSCO CORP 2,181,765 

28,511,737 

49,046,077 

SYSMEX CORP 99 

10,962 

10,321 

SYSTEMAX INC 93,726 

1,784,930 

1,116,277 

T 3 ENERGY SVCS INC 96,099 

4,713,486 

1,144,539 

T HQ INC 229,102 

1,618,252 

1,640,370 

T.E.R.N.A 7,846 

86,409 

75,125 

T.G.C. INDUSTRIES INC 131,310 

696,393 

639,480 

T+D HOLDINGS INC 976 

172,204 

80,541 

TABCORP HLDGS LTD 3,127 

82,886 

52,021 

TAIHEIYO CEMENT 3,678 

21,450 

18,190 

TAISEI CORP 4,307 

33,593 

29,893 

TAISHIN FINANCIAL 2,301 

18,453 

32,891 

TAISHO PHARM CO 1,269 

72,124 

69,046 

TAITRON COMPONENTS INC 14,300 

18,065 

12,870 

TAIWAN BUSINESS BK 1,223 

12,396 

11,344 

TAIWAN COOPERATIVE 1,917 

42,724 

42,113 

TAIWAN FERTILIZER 340 

25,934 

38,522 

TAIWAN GLASS 659 

15,240 

16,626 

TAIWAN LIFE INS 141 

3,279 

4,363 

TAIWAN MOBILE CO 830 

50,668 

54,023 

TAIWAN SECOM CO 146 

8,592 

8,627 

TAIWAN SEMICNDCTR MFG CO LTD 1,723,611 

16,604,050 

16,219,180 

TAIWAN SEMICON MAN 11,941 

764,095 

759,203 

TAIYO CYPRESS GP, LP 300,000 

300,000 

695,939 

TAIYO FUND GP LLC 600,000 

600,000 

1,681,595 

TAIYO NIPPON SANSO 1,569 

37,714 

43,179 

TAIYO PEARL GP LP 300,000 

300,000 

365,463 

TAIYO YUDEN CO 619 

12,773 

19,619 

TAKARA HOLDINGS 893 

17,081 

15,722 

TAKASHIMAYA CO 1,202 

30,256 

27,246 

TAKATA CORPORATION 313 

13,068 

14,227 

TAKE TWO INTERACTIVE SOFTWARE 145,600 

1,329,921 

1,378,832 

TAKEDA PHARMACEUTICAL CO LTD 3,170 

534,983 

355,069 

TAKEFUJI CORP 369 

6,958 

5,801 

TAL INTL GROUP INC 48,495 

1,239,207 

528,596 

TALAAT MOSTAFA GRO 717 

27,425 

26,015 

TALBOTS INC 34,635 

446,438 

187,029 

TALEO CORP 54,145 

813,610 

989,229 

TALISMAN ENERGY INC 5,244 

273,061 

216,874




TALON INTL INC 56,287 

133,406 

4,025 

TAM SA-PREF 47 

27,891 

18,600 

TAMALPAIS BANCORP 3,900 

42,966 

20,553 

TAMBANG BATUBARA B 434 

16,767 

18,809 

TANDY BRANDS ACCESSORIES INC 15,287 

211,649 

35,772 

TANDY LEATHER FACTORY INC 3,000 

13,330 

7,410 

TANGER FACTORY OUTLET CTRS INC 74,862 

3,200,057 

2,427,775 

TANJONG 95 

14,613 

13,709 

TARGA RESOURCE PARTNERS LP 106,125 

1,911,543 

1,471,954 

TARGACEPT INC 84,831 

738,733 

206,139 

TARGET CORP 1,890,090 

26,247,624 

74,601,852 

TARGETED GENETICS CORP 2,470 

60,383 

862 

TARRANT APPAREL GROUP 53,800 

71,899 

43,040 

TASER INTL INC 103,577 

504,079 

472,311 

TASTY BAKING CORP 53,831 

413,021 

372,511 

TATA CHEMICALS 83 

14,746 

14,380 

TATA COMMUNICATIONS LTD 42 

16,765 

15,819 

TATA CONSULTANCY SERVICES LTD 135 

34,773 

41,873 

TATA MOTORS LTD 72 

17,032 

16,726 

TATA POWER CO 49 

37,742 

45,351 

TATA STEEL LTD 258 

91,931 

80,531 

TATA TELESERVICES 250 

4,510 

7,184 

TATE + LYLE 2,361 

52,144 

35,602 

TATTS GROUP LTD 6,928 

53,486 

41,054 

TATUNG 2,102 

18,093 

19,787 

TAUBMAN CENTERS INC 174,122 

7,457,440 

4,676,917 

TAYLOR CAP GROUP INC 17,586 

287,501 

120,464 

TAYLOR DEVICES INC 500 

1,215 

1,515 

TBS INTRENATIONAL LTD 40,432 

1,429,598 

315,774 

TCF FINANCIAL CORP 678,860 

9,789,395 

9,076,358 

TD AMERITRADE HLDG CORP 1,830,656 

29,870,646 

32,109,706 

TDK CORP 532 

93,354 

71,922 

TEAM FINL INC 16,200 

211,813 

810 

TEAM INC 101,310 

2,251,416 

1,587,528 

TEAMSTAFF INC 5,675 

18,757 

9,506 

TECH DATA CORP 437,689 

11,691,979 

14,316,807 

TECH MAHINDRA 7 

3,570 

4,055 

TECH OPS SEVCON INC 12,800 

76,746 

35,712 

TECHE HLDG CO 6,500 

250,191 

215,150 

TECHNE CORP 123,257 

6,047,120 

7,865,029 

TECHNICAL COMMUNICATIONS CORP 10,100 

23,549 

39,138 

TECHNIP 625 

130,545 

87,984 

TECHNITROL INC 140,125 

1,638,112 

906,609 

TECHNOLOGY RESH CORP 29,600 

160,775 

62,160 

TECHTARGET INC 32,675 

100,994 

130,700 

TECHTEAM GLOBAL INC 116,053 

1,301,924 

758,987 

TECHTRONIC INDUSTR 9,001 

16,787 

17,960 

TECHWELL INC 74,579 

964,120 

633,922 

TECK RESOURCES LTD 2,497 

175,824 

114,623




TECMO KOEI HOLDING 140 

3,476 

2,996 

TECO ELEC + MACHINE 866 

11,617 

13,193 

TECO ENERGY INC 539,887 

7,702,965 

6,440,852 

TECUMSEH PRODS CO 83,000 

1,771,750 

805,930 

TEEKAY CORPORATION 100,085 

3,607,260 

2,104,788 

TEEKAY LNG PARTNERS L P 89,675 

1,392,784 

1,748,663 

TEEKAY OFFSHORE PARTNERS L P 43,400 

358,617 

613,676 

TEGAL CORP 9,000 

42,487 

11,520 

TEIJIN 3,636 

35,102 

33,684 

TEJON RANCH CO 6,565 

336,102 

173,907 

TEKELEC INC 206,316 

3,272,210 

3,472,298 

TEL INSTR ELECTRS CORP 300 

877 

1,427 

TELE NORTE LESTE P 30 

20,914 

21,781 

TELE NORTE LESTE PARTICIPACOES 201,794 

3,201,136 

3,000,677 

TELE NORTE LESTE PART-PREF 123 

75,626 

74,945 

TELE2 AB 2,224 

110,958 

64,275 

TELECOM CORP OF NEW ZEALAND 298,522 

4,296,815 

2,600,127 

TELECOM CORP OF NZ 9,743 

70,414 

49,526 

TELECOM EGYPT 161 

17,402 

17,302 

TELECOM ITALIA 32,301 

183,225 

91,096 

TELECOM ITALIA 68,725 

516,312 

272,925 

TELECOMMUNICATION SYS INC 243,010 

1,879,491 

1,727,801 

TELECOMUNICACOES DE SAO-PREF 18 

15,011 

15,049 

TELEDYNE TECHNOLOGIES INC 113,932 

2,293,489 

3,731,273 

TELEFLEX INC 58,227 

1,486,367 

2,610,316 

TELEFONICA O2 CZEC 61 

54,559 

52,793 

TELEFONICA SA 23,708 

1,449,309 

1,540,805 

TELEFONOS DE MEXICO S A 99,900 

2,304,531 

1,619,379 

TELEFONOS DE MEXICO SAB DE CV 4,618 

221,341 

143,745 

TELEKOM AUSTRIA 1,778 

114,324 

79,855 

TELEKOM MALAYSIA 526 

14,215 

16,735 

TELEKOMUNIKACJA PO 322 

118,037 

59,369 

TELEKOMUNIKASI IND 4,684 

137,215 

131,253 

TELEMAR NORTE LESTE SA-PR A 18 

20,341 

19,588 

TELEMEX INTERNATIONAL S A B DE 8,400 

121,004 

106,260 

TELENOR ASA 4,266 

183,409 

94,204 

TELEPHONE + DATA SYS INC 341,243 

10,551,845 

9,657,177 

TELESP TEL SAO PAU 16 

12,402 

12,847 

TELETECH HLDGS INC 125,017 

1,788,393 

1,894,008 

TELEVISION BROADCT 1,691 

29,199 

18,914 

TELIASONERA AB 11,456 

235,753 

172,121 

TELIK INC 103,973 

32,154 

88,273 

TELKOM SA 124 

61,761 

23,203 

TELKONET INC 453,800 

663,590 

54,456 

TELLABS INC 1,255,586 

6,100,465 

7,194,508 

TELMEX INTERNACION 4,507 

99,175 

109,109 

TELSTRA CORP 22,927 

238,983 

180,613 

TELULAR CORP 60,745 

572,164 

130,602 

TELUS CORP 249 

30,619 

18,462




TELUS CORP 300 

37,877 

22,872 

TELVENT GIT S A 5,123 

109,410 

111,015 

TEMECULA VY BANCORP INC 8,750 

101,152 

2,986 

TEMPLE INLAND INC 459,040 

4,759,158 

6,022,605 

TEMPUR PEDIC INTL INC 206,113 

2,955,821 

2,693,897 

TEN NETWORK HLDGS 1,911 

12,952 

5,195 

TENAGA NASIONAL 505 

35,420 

41,923 

TENCENT HOLDINGS LTD 3,725 

74,565 

124,476 

TENET HEALTHCARE CORP 3,533,973 

27,694,139 

9,965,804 

TENGASCO INC 183,248 

213,229 

104,451 

TENNANT CO 36,120 

883,405 

664,247 

TENNECO INC 188,780 

1,591,575 

2,001,068 

TENNENBAUM CAPITAL PARTNERS 59,497,791 

59,497,791 

55,933,100 

TENNESSEE COMM BANCORP INC 26,411 

679,055 

125,716 

TEPPCO PARTNERS L P 157,595 

5,990,561 

4,705,787 

TERADATA CORP 431,517 

3,423,994 

10,110,443 

TERADYNE INC 186,995 

2,642,306 

1,282,786 

TEREX CORP NEW 336,386 

8,065,569 

4,060,179 

TERRA INDS INC 534,713 

19,403,869 

12,950,749 

TERRA NITROGEN CO L P 21,970 

1,927,038 

2,214,137 

TERREMARK WORLDWIDE INC 15,840 

78,080 

91,555 

TERRESTAR CORP 390,035 

213,543 

596,754 

TERRITORIAL GENERATION CO NO 5 1 

0 1 

TERUMO CORP 797 

101,162 

101,184 

TESCO 40,533 

820,780 

678,445 

TESORO CORP 662,337 

10,430,570 

8,431,550 

TESSCO TECHNOLOGIES INC 39,950 

639,897 

431,460 

TESSERA TECHNOLOGIES INC 203,031 

4,399,283 

5,134,654 

TETON ADVISORS INC 413 

0 0 

TETON ENERGY CORP 28,200 

34,415 

8,742 

TETRA TECH INC NEW 170,404 

3,198,334 

4,882,075 

TETRA TECHNOLOGIES INC DEL 188,320 

3,727,205 

1,499,027 

TEVA PHARMA IND 4,601 

613,747 

647,820 

TEVA PHARMACEUTICAL INDS LTD 299,274 

11,786,180 

14,766,179 

TEXAS CAP BANCSHARES INC 23,440 

343,319 

362,617 

TEXAS INDS INC 86,399 

1,970,910 

2,709,473 

TEXAS INSTRS INC 3,792,084 

39,580,113 

80,771,389 

TEXAS ROADHOUSE INC 290,865 

3,454,545 

3,173,337 

TEXTAINER GROUP HOLDING LTD 80,160 

890,540 

921,038 

TEXTRON INC 585,750 

6,102,305 

5,658,345 

TEXWINCA HLDGS 3,510 

7,491 

7,942 

TF FINANCIAL CORP 12,250 

352,079 

215,968 

TF1 TV FRANCAISE 647 

41,393 

20,847 

TFS FINL CORP 360,083 

4,481,789 

3,824,081 

THAI AIRWAYS INTL 237 

2,965 

3,764 

THAI MILITARY BANK PLC 5,236 

4,377 

5,041 

THAI OIL PLC 388 

17,266 

15,424 

THAI UNION FROZEN 174 

3,927 

4,629 

THALES 405 

67,591 

52,080




THANACHART CAPITAL 307 

2,863 

4,705 

THE BK HLDGS 4,972 

30,881 

3,108 

THE ISRAEL CORPORA 13 

18,329 

19,828 

THE STEAK AND SHAKE COMPANY 138,340 

2,056,075 

1,209,092 

THERAGENICS CORP 179,900 

658,238 

232,071 

THERAVANCE INC 116,000 

1,792,418 

1,698,240 

THERMADYNE HLDGS CORP NEW 14,900 

80,743 

52,299 

THERMO FISHER SCIENTIFIC INC 1,021,024 

25,356,062 

41,627,148 

THERMOGENESIS CORP 198,298 

805,642 

124,928 

THESTREET COM INC 12,900 

28,131 

26,961 

THK CO 653 

32,949 

28,090 

THOMAS + BETTS CORP 308,247 

8,166,621 

8,896,008 

THOMAS COOK GROUP 2,363 

34,064 

22,983 

THOMAS GROUP INC 40,700 

63,305 

33,578 

THOMAS PPTYS GROUP INC 123,020 

878,791 

193,141 

THOMAS WEISEL PARTNERS GROUP 45,420 

137,758 

273,428 

THOMSON REUTERS CORPORATION 998 

98,577 

83,598 

THOMSON REUTERS PL 915 

77,982 

75,032 

THOR INDS INC 121,087 

2,299,305 

2,224,368 

THORATEC CORP 201,230 

4,505,906 

5,388,939 

THORESEN THAI AGEN 160 

3,828 

3,941 

THRESHOLD PHARMACEUTICALS INC 29,000 

28,367 

43,210 

THYSSENKRUPP AG 1,986 

270,932 

141,623 

TIB FINL CORP 64,367 

537,042 

180,229 

TIBCO SOFTWARE INC 669,531 

18,208,411 

4,800,537 

TICC CAP CORP 16,078 

80,148 

70,904 

TICKETMASTER ENTERTAINMENT INC 192,594 

3,821,675 

1,236,453 

TIDELANDS BANCSHARES INC 20,200 

234,436 

58,782 

TIDEWATER INC 175,196 

5,617,350 

7,510,653 

TIER TECHNOLOGIES INC 85,407 

736,576 

655,926 

TIERONE CORP 87,545 

174,963 

180,343 

TIFFANY + CO NEW 238,683 

6,661,160 

6,053,001 

TIGER BRANDS 81 

46,544 

57,795 

TIGERLOGIC CORP 13,900 

82,259 

34,194 

TII INDS INC 119,700 

214,591 

135,261 

TIM HORTONS INC 21,900 

599,989 

537,426 

TIM PARTICIPACOES S A 143,300 

1,885,786 

2,497,719 

TIM PARTICIPACOES SA 184 

24,568 

23,941 

TIM PARTICIPACOES SA-PREF 711 

52,248 

48,139 

TIMBERLAND BANCORP INC 40,000 

455,864 

164,000 

TIMBERLAND CO 116,470 

2,272,318 

1,545,557 

TIME WARNER CABLE INC 1,222,103 

40,368,869 

38,704,002 

TIME WARNER INC 4,352,303 103,839,468 109,634,513 

TIMELESS INVESTMENT VENTURES 1,302,347 

1,302,347 

0 

TIMKEN CO 309,772 

6,309,300 

5,290,906 

TINGYI(CAYMAN ISLA 11,424 

34,385 

54,235 

TITAN CEMENT CO 307 

40,888 

23,235 

TITAN INTL INC ILL 69,473 

1,544,525 

518,963 

TITAN MACHY INC 46,256 

479,982 

586,989




TITANIUM METALS CORP 736,432 

9,787,265 

6,767,810 

TIVO INC 202,520 

1,591,864 

2,122,410 

TJX COS INC NEW 1,280,118 

17,065,753 

40,272,512 

TNS INC 108,015 

1,955,877 

2,025,281 

TNT NV 1,904 

197,405 

106,304 

TOBU RAILWAY CO 3,392 

48,886 

57,301 

TODA CORPORATION 1,316 

14,501 

15,445 

TODD SHIPYARDS CORP 16,494 

240,739 

274,625 

TOFUTTI BRANDS INC 17,300 

51,906 

22,490 

TOHO CO 616 

37,687 

28,910 

TOHO GAS CO 2,162 

32,847 

25,243 

TOHO TITANIUM CO 101 

3,829 

4,976 

TOHOKU ELEC POWER 1,849 

117,582 

111,022 

TOKAI CARBON CO 770 

12,597 

11,586 

TOKAI RIKA CO 195 

10,149 

8,936 

TOKAI RUBBER INDS 187 

6,273 

5,632 

TOKIO MARINE HOLDING INC 3,088 

328,439 

245,661 

TOKUYAMA CORP 1,068 

23,537 

22,553 

TOKYO BROADCASTING SYSTEN HD 142 

6,734 

6,433 

TOKYO ELEC POWER 5,215 

397,009 

385,263 

TOKYO ELECTRON 709 

128,029 

98,631 

TOKYO GAS CO 9,908 

122,044 

101,830 

TOKYO STEEL MFG 781 

26,896 

27,323 

TOKYO STYLE CO 395 

12,647 

9,038 

TOKYO TATEMONO CO 1,226 

14,073 

19,687 

TOKYU CORP 4,739 

76,830 

68,752 

TOKYU LAND CORP 2,192 

36,898 

28,736 

TOLL BROS INC 207,585 

(1,009,431) 

3,522,717 

TOLL HLDGS LIMITED 3,590 

68,044 

52,134 

TOLLGRADE COMMUNICATIONS INC 70,863 

929,627 

371,322 

TOMKINS 4,512 

41,425 

31,611 

TOMOTHERAPY INC 251,500 

1,285,348 

691,625 

TOMPKINS FINANCIAL CORP 13,816 

474,309 

662,477 

TON YI INDL CORP 522 

7,661 

7,892 

TONEN GEN SEKIYU 1,545 

41,089 

45,244 

TONGAAT HULETT LTD 22 

7,811 

9,961 

TOOTSIE ROLL INDS INC 19,645 

487,836 

445,745 

TOP MINERALS INTL INC 4,600 

17,684 

1,702 

TOPPAN FORMS 255 

8,489 

9,402 

TOPPAN PRINTING CO 3,102 

88,633 

90,108 

TORAY INDS INC 5,136 

92,359 

75,275 

TORCHMARK INC 484,533 

17,836,883 

17,947,102 

TOREADOR RES CORP 145,700 

1,760,357 

976,190 

TORO CO 30,610 

1,097,897 

915,239 

TORONTO DOMINION BK ONT 1,800 

107,442 

93,078 

TORONTO DOMINION BK ONT 4,369 

752,909 

649,770 

TOSCA LIMITED PARTNERS 32,911,435 

32,911,435 

35,247,126 

TOSCA LP 16,659,850 

16,659,850 

20,483,669 

TOSHIBA CORP 15,226 

271,450 

158,758




TOSHIBA TEC 739 

14,168 

8,657 

TOSOH CORP 2,327 

19,647 

18,994 

TOTAL ACCESS COMMU 899,000 

1,031,400 

813,595 

TOTAL SA 12,222 

2,540,276 

1,896,212 

TOTAL SYS SVCS INC 501,220 

8,116,192 

6,711,336 

TOTO 1,217 

26,561 

24,501 

TOUSA INC 112,950 

1,061,935 

1,355 

TOWER AUSTRALIA GP 2,138 

15,233 

13,913 

TOWER AUTOMOTIVE INC 270,300 

11,893 

0 

TOWER GROUP INC 94,955 

2,402,239 

2,352,985 

TOWERSTREATM CORP 63,700 

143,540 

62,426 

TOWN SPORTS INTL HLDGS INC 51,700 

373,266 

193,875 

TOWNEBANK PORTSMOUTH VA 59,790 

1,185,094 

837,060 

TOYO SEIKAN KAISHA 837 

44,204 

51,020 

TOYO SUISAN KAISHA 430 

26,332 

25,451 

TOYOBO CO 2,648 

11,867 

12,386 

TOYODA GOSEI 268 

19,357 

20,811 

TOYOTA AUTO BODY 152 

8,408 

7,978 

TOYOTA BOSHOKU CORP 386 

19,270 

16,561 

TOYOTA INDUSTRIES 670 

63,152 

48,035 

TOYOTA MOTOR CORP 13,346 

1,922,597 

1,459,113 

TOYOTA TSUSHO CORP 911 

40,228 

38,911 

TPTX INC 5,700 

8,581 

750 

TPV TECHNOLOGY 7,571 

15,316 

9,688 

TRACK DATA CORP 11,334 

326,554 

31,849 

TRACTEBEL ENERGIA 123 

49,483 

45,339 

TRACTOR SUPPLY CO 48,804 

1,787,022 

2,016,581 

TRADESTATION GROUP INC 229,103 

2,139,139 

1,938,211 

TRAILER BRDG INC 24,100 

111,738 

116,644 

TRANS LUX CORP 500 

2,719 

425 

TRANS WORLD ENTMT CORP 61,893 

136,314 

72,415 

TRANSACT TECHNOLOGIES INC 32,752 

434,935 

163,105 

TRANSALTA CORP 998 

81,401 

55,081 

TRANSATLANTIC HLDGS INC 184,957 

5,947,873 

8,014,187 

TRANSCANADA CORP 3,158 

318,396 

244,809 

TRANSCAT INC 17,704 

49,064 

92,238 

TRANSCEND INFORMAT 104 

6,960 

10,063 

TRANSCEND SVCS INC 4,480 

12,026 

71,008 

TRANSCEPT PHARMACEUTICALS INC 2,580 

31,035 

13,339 

TRANSCONTINENTAL RLTY INVS 100 

1,173 

1,207 

TRANSDIGM GROUP INC 85,762 

3,058,004 

3,104,584 

TRANSMONTAIGNE PARTNERS LP 65,125 

1,168,899 

1,367,625 

TRANSNET CORP 1,000 

1,510 

220 

TRANSOCEAN LTD ZUG 31,768 

2,845,529 

2,360,045 

TRANSURBAN GROUP 6,121 

100,222 

59,460 

TRANSWITCH CORP 195,229 

758,822 

96,638 

TRAVELCENTERS AMER LLC 226,100 

630,829 

497,420 

TRAVELERS COS INC 1,982,932 

64,902,437 

81,379,529 

TRAVELSKY TECHNOLO 396 

7,978 

8,370




TRAVELZOO INC 17,000 

263,160 

186,150 

TRC COS INC 30,339 

488,659 

121,356 

TREDEGAR INDS INC 42,771 

765,469 

569,710 

TREE COM INC 13,059 

132,400 

125,366 

TREEHOUSE FOODS INC 35,751 

911,701 

1,028,556 

TREMBLANT PARTNERS 38,211,055 

38,211,055 

57,464,077 

TREMBLANT PARTNERS LP 105,000,000 105,000,000 

93,786,000 

TREND MICRO INC 540 

50,517 

49,690 

TREX INC 80,042 

940,158 

1,070,162 

TRI LITE INC 21 

0 0 

TRI S SEC CORP 5,000 

11,868 

2,500 

TRI VY CORP 29,040 

173,287 

29,621 

TRIAD GTY INC 14,600 

99,067 

9,928 

TRICO BANCSHARES 9,200 

173,220 

142,600 

TRICO MARINE SVCS INC 45,023 

474,667 

154,429 

TRIDENT MICROSYSTEMS INC 273,585 

531,320 

476,038 

TRIMAS CORP 45,200 

135,488 

152,324 

TRIMBLE NAVIGATION LTD 255,239 

5,771,771 

5,010,342 

TRIMERIS INC 214,961 

2,370,547 

434,221 

TRINITY INDS INC 389,581 

5,681,524 

5,306,093 

TRIO TECH INTL 2,400 

10,336 

6,168 

TRIPLE S MGMT CORP 49,178 

731,146 

766,685 

TRIQUINT SEMICONDUCTOR INC 368,719 

5,078,311 

1,957,898 

TRIUMPH GROUP INC NEW 76,356 

3,516,689 

3,054,240 

TRONOX INC 25,575 

1,913 

3,708 

TRUE RELIGION APPL 86,186 

2,094,064 

1,921,948 

TRUEBLUE INC 195,185 

3,035,171 

1,639,554 

TRUSTCO BK CORP N Y 94,790 

907,322 

560,209 

TRUSTMARK CORP 117,142 

2,782,465 

2,263,183 

TRUWORTHS INTERNAT 210 

28,545 

38,346 

TRW AUTOMOTIVE HLDGS CORP 622,521 

6,442,868 

7,034,487 

TRX INC 106,800 

948,163 

53,400 

TSAKOS ENERGY NAVIGATION LTD 5,700 

143,399 

91,998 

TSINGTAO BREWERY 152 

10,749 

18,209 

TSR INC 10,500 

73,483 

20,633 

TSUMURA + CO 351 

26,796 

31,457 

TTM TECHNOLOGIES 269,313 

3,706,621 

2,143,731 

TUESDAY MORNING CORP 131,208 

519,379 

442,171 

TUFCO TECHNOLOGIES INC 9,200 

58,577 

28,980 

TUI AG 1,232 

56,430 

26,062 

TULLOW OIL 4,161 

167,470 

184,654 

TUPPERWARE BRANDS CORP 181,414 

5,551,106 

4,720,392 

TUPRAS(T PETR RAF) 46 

33,293 

21,658 

TURK TELEKOMUNIKAS 249 

29,415 

29,752 

TURKCELL ILETISIM 143 

36,612 

30,287 

TURKCELL ILETISIM HIZMETLERI A 55,900 

941,221 

774,774 

TURKIYE GARANTI BANKASI 584 

54,272 

60,574 

TURKIYE HALK BANKA 174 

30,245 

26,309 

TURKIYE IS BANKASI 435 

62,620 

49,044




TURKIYE VAKIFLAR 355 

23,673 

20,523 

TUTOR PERINI CORP 94,350 

2,230,629 

1,637,916 

TV ASAHI CORP 1 

3,837 

4,467 

TVI CORP NEW 232,600 

664,111 

3,722 

TVN SA 80 

22,324 

9,652 

TW TELECOM INC 320,865 

4,706,341 

3,295,284 

TWEEN BRANDS INC 83,120 

1,026,705 

555,242 

TWIN DISC INC 12,405 

85,995 

84,478 

TXCO RES INC 270,990 

645,489 

97,556 

TYCO ELECTRONICS LTD SWITZERLA 865,835 

20,976,331 

16,095,873 

TYCO INTERNATIONAL LTD 358,720 

11,381,065 

9,319,546 

TYLER TECHNOLOGIES INC 138,015 

1,482,319 

2,155,794 

TYSON FOODS INC (DEL) 1,232,518 

15,204,276 

15,542,052 

U MING MARINE 200 

11,645 

14,883 

U S CONCRETE INC 95,345 

515,349 

188,783 

U S ENERGY CORP WYO 64,960 

197,884 

129,920 

U S GEOTHERMAL INC 156,335 

137,688 

221,996 

U S HOME SYS INC 76,499 

440,626 

198,132 

U S TREAS NOTES 10YR FUTURE (932,000) 

(921,417) 

(1,499,938) 


(448,500) 

(581,250) 


(67,855) 

0 

U STORE IT TR 173,110 

1,905,228 

848,239 

UAL CORP 494,285 

13,392,772 

1,576,769 

UBE INDUSTRIES 3,929 

35,361 

31,604 

UBI BANCA 3,245 

221,579 

121,279 

UBI BANCA SCPA 3,245 

0 720 

UBS AG 15,036 

1,527,874 

528,161 

UBS AG 202,900 

3,564,893 

2,477,409 

UBS OCONNOR GLOBAL 45,000,000 

45,000,000 

47,049,975 

UCB 691 

92,340 

63,517 

UCBH HLDGS INC 431,172 

2,864,398 

543,277 

UCI MED AFFILIATES INC 3,000 

7,038 

2,250 

UDR INC 67,427 

4,478,818 

696,521 

UFP TECHNOLOGIES INC 35,000 

181,890 

145,950 

UGI CORP NEW 387,549 

8,678,299 

9,878,624 

UIL HLDG CORP 26,789 

712,486 

601,413 

ULTA SALON COSMETICS + FRAGRAN 77,270 

953,786 

859,242 

ULTICOM INC 2,255 

23,493 

4,510 

ULTIMATE SOFTWARE GROUP INC 130,302 

3,322,332 

3,158,520 

ULTRA CLEAN HLDGS INC 135,600 

1,059,612 

325,440 

ULTRA PETE CORP 476,676 

17,880,273 

18,590,364 

ULTRALIFE CORP COM 103,400 

815,695 

741,378 

ULTRAPAR PARTICIPACOES S A 2,800 

61,112 

88,564 

ULTRAPAR PARTICIPACOES-PREF 41 

37,635 

49,363 

ULTRAPETROL BAHAMAS LIMITED 600 

2,764 

2,658 

ULTRATECH CEMENT 26 

11,271 

14,189 

ULTRATECH INC 84,600 

953,385 

1,041,426 

ULURU INC 48,800 

60,597 

7,808 

ULVACINC 166 

9,341 

13,710




UMB FINL CORP 62,586 

2,756,104 

2,378,894 

UMH PPTYS INC 2,221 

14,337 

17,701 

UMICORE 577 

62,119 

37,601 

UMPQUA HLDGS CORP 243,965 

4,918,950 

1,893,168 

UMW HLDGS BERHAD 386 

25,949 

24,887 

UNDER ARMOUR INC 106,873 

4,258,294 

2,391,818 

UNI CHARM CORP 167 

32,723 

36,567 

UNI PRESIDENT ENT 1,731 

57,977 

68,020 

UNIBAIL-RODAMCO SE 416 

284,390 

177,971 

UNICA CORP 79,000 

809,367 

432,920 

UNICO AMERN CORP 12,800 

58,375 

97,920 

UNICREDIT SPA 86,954 

1,179,273 

629,283 

UNIFI INC 280,526 

547,881 

398,347 

UNIFIRST CORP 8,470 

349,740 

314,830 

UNIFY CORP 700 

1,208 

2,240 

UNIGENE LABS INC 150,900 

352,091 

230,877 

UNILEVER INDONESIA 707 

22,025 

24,438 

UNILEVER NV 8,002 

617,448 

553,780 

UNILEVER PLC 13,312 

354,099 

312,832 

UNILEVER PLC 6,610 

521,545 

445,550 

UNIMICRON TECHNOLO 515 

14,966 

15,089 

UNION BANKSHARES CORP 4,400 

71,961 

65,868 

UNION BNK OF INDIA 94 

10,999 

18,108 

UNION DRILLING INC 36,200 

444,717 

239,644 

UNION PAC CORP 1,531,317 

39,495,186 

79,720,363 

UNIPETROL 32 

13,920 

7,545 

UNIPOL GRUPPO FINANZIARIO SPA 3,186 

19,856 

10,718 

UNIPOL GRUPPO FINANZIARI-PFD 4,824 

32,418 

10,776 

UNISOURCE ENERGY CORP 160,702 

3,458,684 

4,265,031 

UNISYS CORP 863,020 

9,556,176 

1,303,160 

UNIT CORP 141,175 

7,441,809 

3,892,195 

UNITECH LIMITED 479 

35,280 

30,453 

UNITED AMER INDTY LTD 20,750 

197,832 

99,393 

UNITED AMERN HEALTHCARE CORP 34,300 

70,860 

56,595 

UNITED BANCORP INC OHIO 13,229 

152,169 

104,509 

UNITED BANKSHARES INC W VA 74,335 

2,137,791 

1,452,506 

UNITED BUSINESS MEDIA LTD 1,258 

41,831 

23,777 

UNITED CAP CORP 18,090 

409,855 

331,409 

UNITED CMNTY BANCORP 26,509 

330,817 

184,238 

UNITED CMNTY BKS INC BLAIRSVIL 164,836 

3,368,018 

987,366 

UNITED FINL BANCORP INC MD 36,717 

501,053 

507,429 

UNITED FIRE CAS CO 55,345 

1,542,621 

949,167 

UNITED GUARDIAN INC 14,450 

123,976 

134,530 

UNITED NAT FOODS INC 51,002 

1,114,337 

1,338,803 

UNITED O SEAS BANK 5,926 

207,066 

172,768 

UNITED ONLINE INC 344,215 

4,694,522 

2,240,840 

UNITED PANAM FINL CORP 104,500 

1,074,116 

370,975 

UNITED PARCEL SVC INC 1,635,223 101,018,891 

81,744,798 

UNITED RENTALS INC 309,087 

3,396,608 

2,005,975




UNITED SEC BANCSHARES CA 55,434 

451,156 

279,387 

UNITED SEC BANCSHARES INC 8,900 

151,567 

194,910 

UNITED SPIRITS LTD 22 

21,967 

15,610 

UNITED STATES CELLULAR CORP 111,450 

6,103,409 

4,285,253 

UNITED STATES LIME + MINERALS 6,050 

137,753 

256,641 

UNITED STATIONERS INC 43,988 

1,637,562 

1,534,301 

UNITED STS STL CORP NEW 488,606 

14,463,185 

17,462,778 

UNITED TECHNOLOGIES CORP 2,555,520 

71,421,956 132,784,819 

UNITED THERAPEUTICS CORP DEL 113,278 

7,461,252 

9,439,456 

UNITED UTILITIES G 3,540 

155,238 

83,273 

UNITED WESTN BANCORP INC 33,900 

778,038 

320,355 

UNITEDHEALTH GROUP INC 3,430,551 

45,938,143 

85,695,164 

UNITIL CORP 19,125 

381,865 

394,358 

UNITRIN INC 177,495 

4,395,956 

2,133,490 

UNITY BANCORP INC 28,024 

266,545 

98,084 

UNIVERSAL AMERN FINL CORP 31,300 

339,615 

272,936 

UNIVERSAL ELECTRS INC 93,628 

1,842,900 

1,888,477 

UNIVERSAL FST PRODS INC 21,560 

716,820 

713,420 

UNIVERSAL HEALTH RLTY INCOME 31,621 

1,207,407 

996,694 

UNIVERSAL HEALTH SVCS INC 213,722 

9,428,636 

10,440,320 

UNIVERSAL INS HLDGS INC 70,380 

369,705 

353,308 

UNIVERSAL SEC INSTRS INC 1,966 

10,557 

10,125 

UNIVERSAL STAINLESS + ALLOY PR 22,789 

279,330 

370,777 

UNIVERSAL TECHNICAL INST INC 138,065 

3,624,917 

2,061,310 

UNIVERSAL TRUCKLOAD SVCS INC 19,130 

253,721 

299,385 

UNIVEST CORP PA 17,586 

402,643 

356,292 

UNUM GROUP 1,177,697 

20,475,781 

18,678,274 

UNY CO LTD 619 

17,502 

15,212 

UOL GROUP LTD 3,349 

23,903 

21,947 

UPM KYMMENE OY 2,683 

133,490 

67,185 

UQM TECHNOLOGIES INC 79,600 

207,598 

205,368 

URALKALIY 47,464 

580,773 

764,170 

URANIUM ENERGY COORP 106,757 

83,224 

309,595 

URANIUM RES INC 202,055 

140,226 

258,630 

URBAN OUTFITTERS INC 408,596 

8,802,872 

8,527,399 

URBI DESARROLLO UR 213 

19,624 

12,359 

UROLOGIX INC 81,700 

350,271 

101,308 

UROPLASTY INC 30,900 

84,583 

25,647 

URS CORP NEW 290,197 

11,593,787 

14,370,555 

URSTADT BIDDLE PPTYS INC 52,825 

956,965 

743,776 

US 1 INDS INC 6,600 

7,971 

5,874 

US AUTO PARTS NETWORK INC 28,200 

173,210 

106,314 

US AWYS GROUP INC 402,330 

5,956,427 

977,662 

US BANCORP DEL 5,549,524 

77,990,927 

99,447,470 

US DATAWORKS INC 83,100 

60,271 

24,099 

US GLOBAL INVS INC 76,600 

1,262,389 

709,316 

US GOLD CORP 207,200 

923,773 

547,008 

US PHYSICAL THERAPY INC 46,700 

570,715 

688,825 

USA MOBILITY INC 39,595 

429,936 

505,232




USA TRUCK INC 71,543 

1,051,323 

967,977 

USANA HEALTH SCIENCES 17,860 

447,326 

530,978 

USD CASH COLLATERAL 11,030,238 

11,030,238 

11,030,238 

USEC INC 378,500 

3,656,422 

2,013,620 

USG CORP 179,360 

3,655,048 

1,806,155 

USHIO INC 541 

24,527 

24,830 

USIMINAS ISI SD MG 47 

34,825 

37,783 

USINAS SIDER MINAS GER-PF A 119 

91,689 

96,223 

USS 125 

23,487 

18,510 

UTAH MED PRODS INC 16,250 

402,369 

434,038 

UTD COMMUNITY FINL 62,456 

128,781 

68,077 

UTD MICRO ELECT 4,527 

59,894 

57,881 

UTD TRACTORS 1,148 

42,133 

42,693 

UTEK CORP 13,700 

150,011 

51,923 

UTI WORLDWIDE INC 374,840 

9,102,581 

4,273,176 

UTSTARCOM INC 97,237 

353,005 

158,496 

V F CORP 222,263 

9,118,495 

12,302,257 

VAALCO ENERGY INC 160,027 

1,202,999 

676,914 

VAIL RESORTS INC 56,139 

1,578,115 

1,505,648 

VALASSIS COMMUNICATIONS INC 321,515 

839,230 

1,964,457 

VALE SA 757 

515,592 

508,007 

VALE SA 979,497 

11,296,923 

17,268,532 

VALE SA 1,875,152 

37,704,471 

28,783,583 

VALE SA-PREF A 980 

581,044 

569,161 

VALEANT PHARMACEUTICALS INTL 243,637 

4,731,418 

6,266,344 

VALENCE TECHNOLOGY INC 292,153 

508,346 

522,954 

VALEO 399 

34,079 

21,076 

VALERO ENERGY CORP 2,105,602 

44,023,911 

35,563,618 

VALHI INC NEW 43,475 

547,591 

323,019 

VALIDUS HOLDINGS LTD 183,510 

4,169,814 

4,033,550 

VALLEY FINL CORP VA 1,350 

13,283 

8,903 

VALLEY NATL BANCORP 373,188 

6,416,691 

4,366,300 

VALLOUREC USIN A T 277 

202,581 

96,620 

VALMONT INDS INC 55,507 

4,625,083 

4,000,945 

VALPEY FISHER CORP 8,000 

24,168 

9,680 

VALSPAR CORP 194,629 

3,816,199 

4,384,991 

VALUECLICK INC 281,466 

3,493,947 

2,961,022 

VALUERICH INC 2,000 

526 

560 

VALUEVISION MEDIA INC 261,000 

1,032,910 

511,560 

VANDA PHARMACEUTICALS INC 20,000 

230,786 

235,400 

VANGUARD INTERNATI 345 

4,945 

5,211 

VANGUARD NAT RES LLC 25,000 

475,000 

341,750 

VANGUARD REIT ETF 46,100 

2,751,372 

1,429,561 

VARIAN INC 60,857 

1,406,408 

2,399,592 

VARIAN MED SYS INC 240,505 

5,371,809 

8,451,346 

VARIAN SEMI EQUIP ASSOC INC 150,334 

1,707,355 

3,606,513 

VASCO DATA SEC INTL INC 116,308 

1,562,830 

850,211 

VASCULAR SOLUTIONS INC 34,550 

317,860 

270,181 

VAUGHAN FOODS INC 2,700 

2,467 

1,917




VCA ANTECH INC 222,303 

1,099,849 

5,935,490 

VCG HLDG CORP 34,000 

351,393 

72,080 

VECTOR NPV 1,577 

7,747 

5,991 

VECTREN CORP 101,820 

2,474,505 

2,385,643 

VEDANTA RESOURCES 728 

46,019 

44,378 

VEECO INSTRS INC DEL 74,215 

1,546,672 

860,152 

VELOCITY EXPRESS CORP 2,120 

471 

615 

VELOCITY PORTFOLIO GROUP INC 20 

505 

130 

VENOCO INC 68,422 

510,181 

524,797 

VENTAS INC 281,971 

13,303,001 

8,419,654 

VENTURE CORP LTD 1,725 

32,694 

23,905 

VEOLIA ENVIRONNEMENT 2,393 

410,693 

202,527 

VERASUN ENERGY CORP 164,460 

1,238,242 

2,664 

VERAZ NETWORK INC 44,600 

104,709 

37,018 

VERENIUM CORP 121,285 

149,181 

92,177 

VERICHIP CORP 184,180 

1,197,170 

84,723 

VERIFONE HLDGS INC 116,255 

2,853,854 

873,075 

VERISIGN INC 569,451 

37,256,723 

10,523,454 

VERIZON COMMUNICATIONS 8,063,150 181,331,920 247,780,600 

VERMILLION INC 59,894 

619,471 

2,396 

VERMONT PURE HLDGS LTD NEW 54,900 

144,537 

46,116 

VERSANT CORP 20,000 

169,437 

301,200 

VERSAR INC 22,600 

67,993 

89,722 

VERSO PAPER CORP 174,833 

226,878 

215,045 

VERTEX PHARMACEUTICALS INC 153,358 

3,013,304 

5,465,679 

VERTRO INC 48,900 

204,480 

9,291 

VESTAS WIND SYSTEMS 1,044 

235,096 

215,155 

VESTIN RLTY MTG I INC 6,334 

21,360 

5,954 

VESTIN RLTY MTG II INC 30,035 

218,268 

79,893 

VIA PHARMACEUTICALS INC 81 

1,269 

41 

VIA TECHNOLOGIES 455 

8,081 

6,456 

VIACOM INC NEW 1,549,982 

39,697,051 

35,184,591 

VIAD CORP 100,680 

1,569,741 

1,733,710 

VIASAT INC 115,395 

2,562,825 

2,958,728 

VICAL INC 152,600 

951,348 

413,546 

VICON INDS INC 13,000 

54,801 

75,400 

VICOR CORP 56,557 

1,040,009 

408,342 

VIDEO DISPLAY CORP 34,180 

188,789 

105,958 

VIENNA INSURANCE GROUP 187 

38,212 

23,308 

VIEWPOINT FINL GROUP 1,300 

19,019 

19,799 

VIGNETTE CORP 34,000 

436,505 

447,100 

VILLAGE SUPER MKT INC 17,700 

487,817 

526,575 

VINCI 2,608 

461,227 

336,345 

VINEYARD NATL BANCORP 61,255 

613,659 

7,044 

VION PHARMACEUTICALS INC 125,000 

490,874 

246,250 

VIRAGE LOGIC CORP 156,640 

1,387,933 

704,880 

VIRCO MFG CO 49,276 

317,393 

172,466 

VIRGIN MEDIA INC 872,632 

15,419,394 

8,159,109 

VIRGIN MOBILE USA INC 273,310 

459,548 

1,098,706




VIRGINIA COMM BANCORP INC 183,043 

762,042 

420,999 

VIRNETX HLDG CORP 23,800 

59,582 

36,652 

VIROPHARMA INC 110,754 

1,088,005 

656,771 

VIRTUAL RADIOLOGIC CORP 30,055 

286,192 

271,397 

VIRTUALSCOPICS INC 25,400 

35,417 

24,638 

VIRTUS INVT PARTNERS INC 27,379 

171,714 

402,198 

VIRTUSA CORP 57,070 

467,523 

458,272 

VISA INC 1,397,006 

71,683,511 

86,977,594 

VISHAY INTERTECHNOLOGY INC 813,880 

7,605,293 

5,526,245 

VISION BLUE DIAMOND 175,000,000 175,000,000 192,524,675 

VISION SCIENCES INC DEL 39,540 

208,506 

36,377 

VIST FINL CORP 34,280 

648,008 

226,591 

VISTA GOLD CORP 129,017 

809,768 

221,909 

VISTAPRINT LTD 232,406 

7,423,737 

9,912,116 

VITAL IMAGES INC 102,820 

3,330,044 

1,167,007 

VIVENDI SA 6,026 

639,273 

413,897 

VIVO PARTICIPACOES S A 391,422 

6,317,085 

7,413,533 

VIVO PARTICIPACOES SA-PREF 44 

28,017 

32,052 

VIVUS 10,585 

51,256 

64,357 

VMWARE INC 142,235 

5,475,377 

3,878,748 

VOCUS INC 21,100 

467,531 

416,936 

VODACOM GROUP PTY LTD 210 

54,675 

59,233 

VODAFONE GROUP 271,405 

2,168,851 

1,505,719 

VOESTALPINE AG 867 

130,721 

68,367 

VOLCAN CIA MINERA 599 

9,529 

19,256 

VOLCANO CORP 57,377 

925,135 

802,130 

VOLCOM INC 72,330 

2,106,492 

904,125 

VOLKSWAGEN AG 456 

219,764 

443,082 

VOLKSWAGEN AG-PFD 549 

158,429 

110,104 

VOLT INFORMATION SCIENCES INC 44,673 

408,620 

280,100 

VOLTERRA SEMICONDUCTOR CORP 176,663 

1,332,569 

2,321,352 

VOLVO AB 3,463 

132,763 

61,018 

VOLVO AB 7,344 

279,593 

129,683 

VONAGE HLDGS CORP 143,425 

80,898 

54,502 

VORNADO RLTY TR 385,216 

32,651,884 

17,346,276 

VOTORANTIM CELULOSE E PAPEL SA 120,000 

1,348,500 

1,285,200 

VOXWARE INC 2,118 

3,735 

4,024 

VSE CORP 15,500 

438,718 

405,480 

VTB BANK(JSC) 3,117,752 

16,782,586 

6,897,401 

VULCAN MATLS CO 281,457 

12,133,438 

12,130,797 

W HLDG CO INC 15,400 

162,554 

218,680 

W P CAREY + CO LLC 64,909 

1,695,312 

1,621,427 

W+T OFFSHORE INC 33,495 

1,096,039 

326,241 

WABASH NATL CORP 70,800 

209,501 

49,560 

WABCO HLDGS INC 284,645 

5,998,798 

5,038,217 

WABTEC 138,132 

3,336,610 

4,443,706 

WACKER CHEMIE AG 103 

46,801 

34,077 

WACOAL HOLDINGS CORP 588 

22,278 

21,239 

WADDELL + REED FINL INC 286,890 

7,164,256 

7,565,289




WAINWRIGHT BK + TR CO BOSTON 14,028 

158,140 

110,120 

WAL MART DE MEXICO SAB DE CV 9,675 

232,637 

285,413 

WAL MART STORES INC 7,248,892 154,539,880 351,136,328 

WALGREEN CO 2,759,145 

32,339,569 

81,118,863 

WALKING CO HLDGS INC 7,800 

43,171 

22,386 

WALSIN LIHWA W + C 1,480 

15,429 

18,059 

WALTER ENERGY INC 174,556 

2,649,154 

6,325,909 

WALTER INV MGMT CORP 52,811 

461,017 

701,330 

WAN HAI LINES 524 

9,058 

9,312 

WANT WANT CHINA HO 27,200 

34,780 

43,782 

WAREHOUSE GROUP 799 

7,730 

5,591 

WARNACO GROUP INC 178,169 

3,578,705 

5,772,676 

WARNER CHILCOTT LIMITED 398,171 

6,489,567 

5,235,949 

WARNER MUSIC GROUP CORP 310,443 

3,017,711 

1,816,092 

WARREN RES INC 192,135 

1,514,266 

470,731 

WARTSILA 587 

98,809 

54,248 

WARWICK VALLEY TEL CO 5,800 

87,797 

66,700 

WASHINGTON BKG CO OAK HBR WASH 74,488 

754,585 

701,677 

WASHINGTON FED INC 217,132 

2,481,633 

2,822,716 

WASHINGTON MUT INC 70,365 

2,703,161 

7,107 

WASHINGTON POST CO 17,125 

7,159,031 

6,031,083 

WASHINGTON REAL ESTATE INVT TR 133,222 

4,582,562 

2,980,176 

WASHINGTON TR BANCORP INC 24,509 

432,957 

436,995 

WASTE CONNECTIONS INC 116,813 

3,379,010 

3,026,625 

WASTE MGMT INC DEL 1,347,385 

32,204,569 

37,942,362 

WASTE SVCS INC DEL 10,800 

72,939 

55,944 

WATERLAND FINANCIAL HOLDINGS 775 

6,803 

8,445 

WATERS CORP 305,634 

6,143,380 

15,730,982 

WATERSTONE FINL INC 30,988 

80,520 

92,034 

WATSCO INC 74,727 

3,657,432 

3,656,392 

WATSON PHARMACEUTICALS INC 335,252 

5,481,837 

11,294,640 

WATSON WYATT WORLDWIDE INC 69,500 

3,503,674 

2,608,335 

WATTS WATER TECHNOLOGIES INC 63,379 

2,314,434 

1,365,184 

WAUSAU PAPER CORP 212,970 

2,581,845 

1,431,158 

WAVE SYS CORP 64,800 

74,602 

70,632 

WAYNE SVGS BANCSHARES INC NEW 10,466 

115,794 

61,645 

WAYSIDE TECHNOLOGY GROUP INC 64,090 

600,525 

454,398 

WAYZATA RECOVERY FUND LLC 266,500,000 266,500,000 170,812,109 

WCA WASTE CORP 61,600 

495,282 

232,848 

WD 40 CO 57,358 

896,211 

1,663,382 

WEATHERFORD INTERNATIONAL LTD 231,132 

4,272,015 

4,520,942 

WEB COM GROUP INC 250,341 

2,399,678 

1,409,420 

WEBMD HEALTH CORP 32,194 

1,217,845 

963,244 

WEBMEDIABRANDS INC 180,275 

902,345 

98,953 

WEBSENSE INC 174,942 

2,437,970 

3,120,965 

WEBSTER FINL CORP WATERBURY 147,528 

1,652,801 

1,187,600 

WEG SA 143 

39,876 

38,413 

WEGENER CORP 7,150 

6,313 

1,573 

WEICHAI POWER CO 89 

8,046 

11,251




WEIGHT WATCHERS INTL INC NEW 72,324 

3,352,330 

1,863,789 

WEINGARTEN RLTY INVS 203,012 

6,709,134 

2,945,704 

WEIQIAO TEXTILE CO 264 

4,983 

5,244 

WEIS MKTS INC 40,360 

1,392,822 

1,352,867 

WELLCARE HEALTH PLANS INC 22,281 

3,124,922 

411,976 

WELLMAN INC 312,400 

715,494 

156 

WELLPOINT INC 1,615,948 

65,048,317 

82,235,594 

WELLS FARGO + CO 11,981,928 232,730,031 290,681,573 

WELLS GARDNER ELECTRS CORP 43,356 

119,082 

42,055 

WENDEL 130 

21,559 

12,029 

WENDYS/ARBYS GROUP INC 923,749 

2,650,909 

3,694,996 

WERNER ENTERPRISES INC 168,998 

1,872,373 

3,062,244 

WESBANCO INC 26,070 

667,263 

379,058 

WESCO FINL CORP 8,772 

2,792,284 

2,552,652 

WESCO INTL INC 209,690 

5,887,969 

5,250,638 

WESFARMERS 5,106 

266,572 

268,732 

WESFARMERS LTD 780 

63,171 

42,589 

WEST AUST NEWS HDG 191 

5,262 

1,933 

WEST BANCORPORATION INC 49,759 

408,495 

248,795 

WEST COAST BANCORP ORE NEW 47,220 

552,641 

96,329 

WEST JAPAN RAILWAY 7 

96,358 

69,887 

WEST MARINE INC 21,780 

250,151 

120,008 

WEST PHARMACEUTICAL SVCS INC 12,650 

464,847 

440,853 

WESTAMERICA BANCORPORATION 126,329 

6,202,523 

6,267,182 

WESTELL TECHNOLOGIES 354,520 

854,884 

204,913 

WESTERN ALLIANCE BANCORPORATIO 133,080 

2,160,640 

910,267 

WESTERN DIGITAL CORP 761,556 

11,868,241 

20,181,234 

WESTERN REFNG INC 141,420 

1,565,689 

998,425 

WESTERN UN CO 2,314,352 

23,062,003 

37,955,373 

WESTFIELD FINL INC NEW 23,492 

225,411 

212,838 

WESTFIELD GROUP 11,576 

471,377 

306,119 

WESTLAKE CHEM CORP 8,110 

201,868 

165,363 

WESTMORELAND COAL CO 34,700 

678,102 

281,070 

WESTON GEORGE LTD 275 

41,709 

39,680 

WESTPAC BKG CORP 15,014 

807,267 

706,509 

WESTPORT INNOVATIONS INC 48,300 

351,213 

390,747 

WESTSTAR ENERGY INC 175,180 

3,882,049 

3,288,129 

WESTWOOD HLDGS GROUP INC 19,763 

548,621 

826,291 

WESTWOOD ONE INC 249,600 

416,829 

12,480 

WET SEAL INC 307,725 

814,864 

944,716 

WEYCO GROUP INC 3,750 

117,233 

86,588 

WEYERHAEUSER CO 479,063 

19,255,720 

14,577,887 

WGL HLDGS INC 28,840 

902,780 

923,457 

WHARF(HLDGS) 7,071 

86,565 

86,284 

WHEELOCK + CO 4,368 

31,334 

32,238 

WHEELOCK PROPERTIES S LTD 1,757 

7,362 

5,757 

WHIRLPOOL CORP 301,645 

13,368,044 

12,838,011 

WHITBREAD 1,044 

65,421 

40,338 

WHITE ELECTR DESIGNS CORP 77,648 

429,269 

359,510




WHITE MOUNTAINS INS GROUP LTD 22,738 

10,590,829 

5,204,956 

WHITING PETE CORP NEW 120,651 

4,902,112 

4,242,089 

WHITNEY HLDG CORP 32,478 

1,975,387 

297,498 

WHOLE FOODS MKT INC 482,368 

8,722,555 

9,155,345 

WHX CORP 400 

2,182 

1,040 

WIDEPOINT CORP 1,500 

1,128 

945 

WIENERBERGER AG 367 

22,158 

13,080 

WILBER CORP 13,700 

120,795 

152,070 

WILEY JOHN + SONS INC 43,551 

1,289,010 

1,448,071 

WILHELMINA INTL INC 40,300 

10,778 

5,884 

WILLAMETTE VY VINEYARD INC 4,600 

21,574 

15,203 

WILLBROS GROUP INC DE 7,100 

108,417 

88,821 

WILLDAN GROUP INC 12,100 

19,094 

23,837 

WILLIAM DEMANT HOL 107 

13,961 

15,838 

WILLIAMS CLAYTON ENERGY INC 51,870 

3,664,979 

978,787 

WILLIAMS COS INC 1,651,781 

25,594,849 

25,784,301 

WILLIAMS CTLS INC 15,542 

194,446 

99,003 

WILLIAMS PARTNERS LP 70,830 

2,090,284 

1,279,190 

WILLIAMS PIPELINE PARTNERS L P 13,200 

269,454 

238,392 

WILLIAMS SONOMA INC 278,619 

3,572,111 

3,307,208 

WILLIS GROUP HOLDINGS LTD 76,623 

2,096,755 

1,971,510 

WILLIS LEASE FIN CORP 25,500 

176,691 

334,560 

WILMAR INTERL LTD 7,491 

59,905 

74,682 

WILMINGTON TR CORP 191,915 

2,558,549 

2,621,559 

WILSHIRE BANCORP INC 9,500 

55,990 

54,625 

WILSHIRE ENTERPRISES INC 24,495 

114,007 

39,804 

WILSON BAYLY HOLME 22 

14,602 

11,697 

WIMM BILL DANN FOODS OJSC 36,457 

1,553,844 

2,019,732 

WINBOND ELECTRONIC 1,184 

6,026 

6,965 

WIND ENERGY AMER INC 63 

72 

16 

WIND RIV SYS INC 292,270 

3,291,272 

3,349,414 

WINDSTREAM CORP 1,123,461 

6,908,549 

9,392,134 

WING HANG BANK LTD 1,133 

39,030 

28,421 

WING TAI HOLDINGS 3,029 

12,812 

8,121 

WINLAND ELECTRS INC 3,400 

2,333 

2,346 

WINMARK CORP 14,500 

254,050 

253,750 

WINN DIXIE STORES INC 220,100 

3,277,360 

2,760,054 

WINNEBAGO IND INC. 59,800 

462,848 

444,314 

WINTHROP RLTY TR 49,200 

497,904 

439,356 

WINTRUST FINL CORP 90,630 

2,749,910 

1,457,330 

WIPRO 135 

38,549 

40,789 

WIRELESS TELECOM GROUP INC 67,592 

178,420 

39,203 

WISCONSIN ENERGY CORP 316,559 

7,836,356 

12,887,117 

WISTRON CORP 702 

30,945 

44,487 

WITS BASIN PRECIOUS MINERALS 136,600 

93,558 

11,707 

WMS INDUSTRIES INC 142,810 

1,456,615 

4,499,943 

WOCKHARDT 18 

2,409 

1,967 

WOLSELEY 1,585 

125,766 

86,889 

WOLTERS KLUWER 1,495 

115,769 

75,028




WOLVERINE WORLD WIDE INC 167,208 

2,832,022 

3,688,608 

WOODSIDE PETROLEUM 2,740 

332,850 

275,150 

WOODWARD GOVERNOR CO 172,241 

5,524,212 

3,410,372 

WOOLWORTHS HLDGS 384 

21,115 

24,552 

WOOLWORTHS LTD 6,318 

372,572 

387,037 

WOONG JIN COWAY 34 

29,427 

31,752 

WOORI FINANCE 112 

42,786 

34,205 

WOORI INVESTMENT + SECURITIES 46 

27,267 

20,676 

WORLD ACCEPTANCE CORP 74,596 

2,074,638 

1,485,206 

WORLD FUEL SERVICES CORP. 126,278 

3,884,250 

5,206,442 

WORLD WRESTLING ENTMT INC 20,899 

264,525 

262,491 

WORLDGATE COMMUNICATIONS INC 137,000 

5,096 

43,155 

WORLEYPARSONS LIMITED 1,224 

79,062 

67,721 

WORTHINGTON INDS IN 174,204 

2,052,755 

2,228,069 

WPP PLC 6,474 

208,184 

123,570 

WPT ENTERPRISES INC 5,500 

40,920 

6,600 

WRIGHT EXPRESS CORP 91,910 

2,391,445 

2,340,948 

WRIGHT MED GROUP INC 127,691 

3,353,525 

2,076,256 

WSB HOLDINGS INC 40,800 

250,730 

92,208 

WSFS FINL CORP 10,190 

456,144 

278,289 

WSI INDS INC 2,600 

6,794 

5,902 

WVS FINL CORP 12,240 

205,038 

197,615 

WYETH 3,630,673 

74,956,411 164,796,247 

WYNDHAM WORLDWIDE CORP 721,603 

9,867,492 

8,745,828 

WYNN RESORTS LTD 224,410 

13,042,558 

7,921,673 

X 5 RETAIL GROUP NV 709,327 

14,918,787 

10,817,237 

X RITE INC 33,500 

381,900 

50,250 

XATA CORP 7,200 

27,100 

27,000 

XCEL ENERGY INC 1,205,930 

21,456,674 

22,201,171 

XCORPOREAL INC 17,800 

19,961 

4,628 

XENONICS HLDGS INC 28,000 

80,585 

16,520 

XENOPORT INC 13,870 

380,819 

321,368 

XERIUM TECHNOLOGIES INC 110,850 

347,677 

121,935 

XEROX CORP 2,398,666 

30,579,542 

15,543,356 

XETA TECHNOLOGIES INC 29,100 

148,082 

68,676 

XILINX INC 1,048,388 

21,487,568 

21,450,018 

XL CAPITAL LTD 1,076,840 

23,640,215 

12,340,586 

XOMA LTD 309,417 

219,446 

253,722 

XSTRATA 11,298 

524,507 

351,527 

XTENT INC 21,400 

137,976 

19,260 

XTO ENERGY INC 1,657,532 

37,365,468 

63,218,270 

XYRATEX LTD 27,800 

106,770 

138,722 

YADKIN VY FINL CORP 29,418 

270,351 

203,278 

YAGEO CORP 965 

8,057 

7,438 

YAHOO INC 2,925,115 113,264,526 

45,807,301 

YAHOO JAPAN CORP 95 

111,656 

86,743 

YAKULT HONSHA CO 879 

64,122 

48,224 

YAMADA DENKI CO 484 

114,773 

81,229 

YAMAGUCHI FINANCIA 1,108 

39,131 

42,017




YAMAHA CORP 760 

39,972 

27,321 

YAMAHA MOTOR CO 734 

34,823 

23,447 

YAMATAKE CORP 313 

22,592 

17,964 

YAMATO HOLDINGS CO LTD 1,765 

70,230 

67,607 

YAMATO KOGYO CO 313 

33,101 

26,603 

YAMAZAKI BAKING CO 621 

19,783 

20,138 

YANG MING MARINE 588 

7,996 

8,028 

YANGZIJIANG SHIPBU 11,233 

11,136 

17,400 

YANLORD LAND GROUP 5,389 

18,650 

24,506 

YANTAI CHANGYU PIO 84 

13,771 

19,787 

YANZHOU COAL MININ 907 

32,376 

47,657 

YANZHOU COAL MNG CO LTD 23,000 

264,121 

316,480 

YAPI VE KREDI BANKASI A S 423 

35,763 

23,934 

YARA INTERNATIONAL 1,209 

133,694 

97,165 

YASKAWA ELEC CORP 713 

16,547 

13,645 

YOKOGAWA ELECTRIC 736 

12,428 

14,254 

YOKOHAMA RUBBER CO 1,382 

20,639 

19,679 

YORK WTR CO 4,208 

49,612 

64,509 

YOUBET COM INC 194,200 

732,730 

640,860 

YOUNG INNOVATIONS INV 11,460 

207,277 

249,713 

YRC WORLDWIDE INC 99,875 

981,612 

172,784 

YTL CORP 385 

27,262 

29,002 

YTL POWER INTL 1,085 

22,125 

25,426 

YUANTA FINL HOLDS 2,863 

61,067 

73,541 

YUE YUEN INDL HLDG 2,925 

23,736 

18,853 

YUEN FOONG YU MFG 743 

7,844 

8,560 

YUEXIU PROPERTY CO LTD 27,049 

15,706 

17,255 

YUHAN CORP 5 

28,257 

26,299 

YULON MOTOR 533 

11,739 

19,329 

YUM BRANDS INC 1,613,217 

21,077,596 

53,784,655 

Z TRIM HLDGS 1,923 

17,322 

2,135 

ZALE CORP NEW 296,200 

1,069,623 

1,018,928 

ZANETT INC 6,375 

46,946 

2,837 

ZAPATA CORP 49,480 

353,983 

336,959 

ZARDOYA OTIS 656 

46,807 

39,338 

ZARDOYA OTIS SA 656 

2,315 

1,917 

ZAREBA SYS INC 8 

35 

19 

ZBB ENERGY CORP 8,100 

17,447 

10,044 

ZEBRA TECHNOLOGIES CORP 64,425 

606,875 

1,524,296 

ZEE ENTERTAINMENT ENTERPRISES 102 

16,282 

14,322 

ZENITH NATL INS CORP 36,530 

1,115,378 

794,162 

ZEP INC 57,520 

642,840 

693,116 

ZHAOJIN MINING IND 225 

5,242 

13,918 

ZHEJIANG EXPRESSWA 804 

18,200 

24,218 

ZHEJIANG SOUTHEAST 1,031,074 

504,473 

537,706 

ZHONE TECHNOLOGIES INC NEW 204,112 

306,346 

65,316 

ZHONGPIN INC 108,000 

1,197,881 

1,118,880 

ZILA INC 10,329 

245,848 

3,822 

ZILOG INC 66,100 

501,141 

157,318




ZIMMER HOLDINGS INC 679,715 

19,218,010 

28,955,859 

ZION OIL + GAS INC 15,812 

92,848 

167,923 

ZIONS BANCORP 398,736 

6,828,297 

4,609,388 

ZIOPHARM ONCOLOGY INC 42,900 

120,305 

70,785 

ZIPREALTY INC 73,500 

650,236 

196,980 

ZIXIT CORP 174,300 

276,242 

261,450 

ZOLL MED CORP 69,833 

2,405,185 

1,350,570 

ZOLTEK COMPANIES INC 109,805 

3,014,048 

1,067,305 

ZON MULTIMEDIA 1,503 

50,976 

22,991 

ZOOM TECHNOLOGIES INC 18,500 

26,784 

24,050 

ZORAN CORP 38,898 

486,969 

423,988 

ZTE CORPN 135 

13,127 

17,865 

ZUMIEZ INC 118,210 

3,179,601 

946,862 

ZURICH FINANCIAL SERVICES AG 733 

540,600 

370,826 

ZYGO CORP 65,678 

810,454 

306,059 

ZYMOGENETICS INC 105,728 

1,076,846 

486,349 

ZYXEL COMMUNICATIO 161 

4,222 

3,612 

Grand Total $34,825,439,175 $38,828,642,061


International Equity and Options 


1ST INTL BK ISRAEL 12,453 

$238,948 $268,647 

20070515NNOVATIONS INC 27,200 

399,200 

285,971 

317U713A8 EUR 2Y C 4.7500 150,000,000 

2,226,711 11,305,987 

317U877A0 JPY 5Y C 1.1000 07 1 4,200,000,000 

497,041 

507,881 

317U952AB GBP 7YC RYL 24,000,000 

5,208,013 

4,637,575 

3I GROUP 1,442,281 16,211,736 11,582,733 

3I INFRASTRUCTURE PLC 1,914,522 

3,096,673 

2,892,813 

3NC LAVALIN GROUP INC 82,400 

4,512,045 

3,040,289 

77TH BANK 365,209 

4,632,304 

4,607,859 

888 HOLDINGS PLC 324,896 

652,819 

553,782 

A P MOLLER MAERSK 2,229 38,269,854 21,889,276 

A P MOLLER MAERSK 2,965 41,172,169 26,784,539 

A TECH INDUSTRIES 32,967 

458,521 

409,697 

A2A SPA 1,916,188 12,748,951 

7,538,620 

AAC ACOUSTIC TECH 1,746,000 

1,185,508 

1,387,779 

AALBERTS INDS 325,161 

3,544,534 

2,549,528 

AAREAL BANK AG 100,515 

1,458,441 

1,106,751 

AARHUSKARLSHAMN AB 97,244 

1,646,988 

1,217,456 

ABACUS PROPERTY GROUP 4,741,817 

1,677,296 

1,418,403 

ABAN LOYD CHILES 2,127 

90,892 

39,765 

ABB ALSTOM POWER 5,129 

46,611 

51,927 

ABB GRAIN 541,486 

3,232,169 

4,071,208 

ABB LTD 3,029,185 113,298,123 97,456,230 

ABB LTD (INDIA) 23,829 

450,692 

390,526 

ABC LEARNING CENTR 1,271,276 

1,414,850 

791,004 

ABC MART INC 16,177 

818,826 

809,745 

ABENGOA SA 146,490 

3,009,079 

3,241,357 

ABERDEEN ASSET MGT 2,980,470 

5,973,411 

6,086,398 

ABERFORTH SMLR COS 307,846 

2,408,054 

2,367,578 

ABERTIS INFRAESTRUCTURAS SA 390,789 22,226,116 16,400,383 

ABG SUNDAL COLLIER 1,003,000 

883,077 

1,090,802 

ABILITY ENTERPRISE 77,000 

82,539 

94,343 

ABSA GROUP 2,409,587 25,986,270 34,322,379 

ABSOULTE SOFTWARE CORP 144,100 

919,383 

702,291 

ACADEMEDIA 7,500 

110,952 

82,281 

ACC LIMITED 96,653 

1,166,678 

1,560,410 

ACCIONA S A 38,919 14,626,791 

9,067,997 

ACCOR 3,267,094 266,063,488 141,576,916 

ACCORDIA GOLF CO L 2,442 

1,988,459 

1,976,682 

ACEA SPA 312,943 

4,184,974 

3,814,472 

ACEGAS 68,486 

474,619 

443,086 

ACER INC 8,551,367 13,360,618 14,882,141 

ACERGY S.A 465,400 

5,187,627 

4,569,728 

ACERINOX S.A. ORD SHS 284,410 13,310,122 11,487,519 

ACHILLES CORP 460,000 

670,463 

738,975 

ACKERMANS 79,077 

5,617,507 

5,228,646 

ACOM CO 61,889 

4,170,917 

3,307,957 

ACS ACTIVIDADES CO 288,648 31,744,263 31,992,212 

ACTELION 170,179 15,969,913 15,628,099




ACTELIOS 63,389 

414,596 

333,422 

ADANI EXPORTS 60,602 

484,988 

1,022,283 

ADCOCK INGRAM HOLD 902,588 

4,568,956 

4,983,665 

ADDAX PETE CORP 161,006 

4,446,728 

6,838,960 

ADECCO SA 272,505 23,372,525 19,316,280 

ADEKA CORPORATION 240,500 

1,684,583 

2,300,684 

ADELAIDE BRIGHTON LIMITED 481,645 

2,640,109 

2,022,190 

ADERANS HOLDINGS CO LTD 121,200 

1,438,501 

1,426,991 

ADIDAS AG 287,761 30,398,583 21,290,345 

ADITYA BIRLA NUVO 29,424 

623,777 

533,631 

ADMIRAL GROUP 653,951 

9,357,011 

9,369,543 

ADP PROMESSES 29,323 

6,487,107 

4,879,826 

ADVAN CO 42,400 

212,492 

232,467 

ADVANCED INFO SERV 2,853,198 

6,855,114 

7,578,938 

ADVANCED SEMICONDT 23,020,486 16,121,364 13,295,892 

ADVANTECH 1,045,630 

1,636,585 

1,481,920 

ADVANTEST 175,564 

8,040,073 

6,730,875 

AECI 213,596 

1,248,219 

1,286,140 

AECON GROUP INC 169,900 

1,892,740 

1,688,247 

AED OIL LIMITED 361,642 

393,513 

223,663 

AEGIS GROUP 3,681,766 

9,938,533 

7,978,843 

AEGON NV 2,603,566 57,777,660 28,985,111 

AEON CO LTD 835,260 23,967,339 16,383,297 

AEON CREDIT SERV 104,423 

3,357,700 

3,318,076 

AEON DELIGHT CO LTD 56,100 

1,073,078 

909,368 

AEON FANTASY CO 17,100 

147,039 

157,025 

AEON MALL CO 80,868 

4,912,379 

3,563,907 

AER LINGUS GROUP 302,144 

509,278 

202,366 

AER LINGUS GROUP 417,416 

549,515 

292,744 

AES TIETE SA 83,551 

684,892 

788,273 

AES TIETE SA 948,800 

7,673,386 

9,876,273 

AFG (ARBONIA FORST) 36,416 

721,140 

540,774 

AFGRI LIMITED 161,072 

112,331 

104,079 

AFIRMA GRUPO INMOBILLIARIO 1,754,827 

923,558 

765,498 

AFRICA ISRAEL INV 10,551 

307,639 

415,791 

AFRICA ISRAEL PROP 14,657 

272,167 

235,428 

AFRICAN BANK INV 2,211,991 

6,978,921 

7,954,288 

AFRICAN OXYGEN 292,290 

639,656 

721,026 

AFRN RAINBOW MINLS 204,609 

3,437,493 

3,441,723 

AGF MGMT LTD 72,800 

1,574,630 

796,108 

AGF MGMT LTD 277,900 

2,944,040 

3,038,989 

AGFA GEVAERT NV 1,007,122 

6,313,758 

2,867,659 

AGGREKO 878,036 

7,947,122 

7,497,475 

AGILE PROPERTY HLD 1,998,432 

3,825,740 

7,011,948 

AGL ENERGY 520,484 13,407,798 12,110,230 

AGNICO EAGLE MINES LTD 176,799 18,922,923 20,311,770 

AGORA 15,497 

68,114 

68,647 

AGR GROUP ASA 81,300 

387,728 

117,468 

AGRANA BETEILIGUNG 11,771 

868,727 

998,891




AGRIUM INC 203,301 21,839,254 17,137,983 

AGUAS ANDINAS S.A. 836,600 

401,328 

338,577 

AHOLD (KON )NV 2,981,910 55,649,016 53,063,848 

AHRESTY CORP 4,200 

41,653 

21,373 

AI HOLDINGS CORPOR 133,000 

457,678 

465,917 

AICA KGYO COO 162,700 

1,456,135 

1,593,527 

AICHI BANK 17,100 

1,222,833 

1,447,966 

AICHI CORPORATION 99,200 

449,391 

462,663 

AICHI MACHINE IND 113,000 

256,469 

358,377 

AICHI STEEL CORPORATION 281,000 

997,483 

1,063,015 

AIDA ENGINEERING 186,100 

668,874 

607,571 

AIFUL CORP 70,129 

232,883 

621,946 

AIGAN CO 49,500 

285,640 

282,168 

AIOI INSURANCE CO 754,879 

8,171,943 

7,013,193 

AIPHONE CO 48,600 

787,223 

800,891 

AIR BERLIN PLC 159,384 

835,469 

760,104 

AIR CHINA LTD 9,510,000 

4,000,059 

4,662,938 

AIR FRANCE KLM 593,429 17,835,685 10,092,765 

AIR LIQUIDE(L) 315,621 69,716,229 61,391,385 

AIR NEW ZEALAND 2,513,365 

4,047,526 

1,812,266 

AIR WATER 177,226 

4,166,415 

4,090,601 

AIRASIA BHD 11,989,200 

4,446,279 

3,786,063 

AIRPORT FACILTIES 68,600 

371,467 

360,473 

AIRPORTS OF THAILA 937,300 

746,508 

735,919 

AISAN INDUSTRY CO 51,500 

325,514 

417,935 

AISIN SEIKI CO 519,443 17,018,705 15,973,264 

AIXTRON 282,677 

2,343,943 

3,473,314 

AJ LUCAS GROUP 109,457 

222,063 

281,400 

AJINOMOTO CO INC 638,260 13,130,458 10,430,611 

AJISEN(CHINA)HLDGS 1,316,000 

738,136 

833,744 

AK ENERJI 1,730 

11,089 

11,262 

AKBANK 6,870,194 22,461,943 30,858,182 

AKCANSA CIMENTO SA 128,143 

299,757 

290,286 

AKEBONO BRAKE IND 257,400 

1,366,570 

1,179,155 

AKER ASA 96,090 

2,545,785 

2,104,962 

AKER SOLUTION ASA 464,717 10,205,217 

6,169,781 

AKITA BANK 456,000 

1,698,153 

1,734,487 

AKSIGORTA 109,958 

557,944 

289,175 

AKZO NOBEL NV 344,597 40,471,182 29,550,833 

ALAMOS GOLD INC 200,900 

1,307,907 

1,653,768 

ALAMOS GOLD INC 321,500 

2,513,645 

2,646,523 

ALARKO HLDG 49,581 

79,469 

92,952 

ALCATEL LUCENT 2,639,133 47,127,069 14,124,534 

ALESCO CORPN 289,339 

958,737 

816,367 

ALEXANDRIA MINERAL 35,409 

275,825 

303,831 

ALFA LAVAL AB 598,125 12,811,287 

9,867,818 

ALFA SAB DE CV 918,700 

2,670,981 

2,587,936 

ALFRESA HOLDINGS C 41,990 

4,911,066 

3,683,560 

ALIBABA.COM LTD 2,293,718 

5,119,753 

7,776,368




ALIMENTATION COUCHE TARD INC 136,100 

1,817,921 

1,648,880 

ALIMENTATION COUCHE TARD INC 343,800 

3,820,385 

4,165,209 

ALK ABELLO A/S 27,608 

2,366,133 

2,155,412 

ALL AMERICA LATINA 1,505,200 12,958,339 

9,270,213 

ALL NIPPON AIRWAYS 719,416 

5,549,501 

5,075,265 

ALLAHABAD BANK 130,867 

227,527 

212,807 

ALLCO FINANCE GRP LTD 426,458 

1,989,627 

76,025 

ALLEANZA ASSICURAZ 752,185 13,713,273 

8,849,294 

ALLGREEN PROPERTIE 824,221 

1,528,104 

1,326,242 

ALLIANCE FINANCIAL GROUP BHD 2,692,819 

1,634,310 

1,800,320 

ALLIANCE GLOBAL GP 14,077,000 

1,797,027 

804,400 

ALLIANCE RESOURCES 741,907 

483,243 

406,361 

ALLIANCE RESOURCES LTD NEW 50,553 

24,394 

24,522 

ALLIANCE TRUST 842,940 10,701,535 

7,865,293 

ALLIANZ SE 787,994 215,006,599 129,240,943 

ALLIED IRISH BANKS 610,274 

3,304,517 

1,472,322 

ALLIED IRISH BANKS 1,103,777 37,720,248 

5,576,411 

ALLIED TECHS 99,280 

666,864 

719,933 

ALLREAL HOLDING AG 18,334 

2,000,017 

2,171,320 

ALM BRAND FINANSON 22,051 

517,286 

402,876 

ALMA MEDIA CORP 220,342 

1,944,777 

1,502,045 

ALMACENES EXITO 220,363 

1,258,967 

1,446,416 

ALOKA CO 26,500 

244,720 

287,014 

ALONY HETZ ILS1 182,889 

377,558 

442,118 

ALPEN CO LTD 50,600 

851,060 

916,710 

ALPHA BANK 569,542 27,550,408 12,335,315 

ALPHA SYSTEMS INC 19,300 

393,056 

426,066 

ALPINE ELECTRONICS 122,200 

1,114,620 

1,265,252 

ALPIS SA 1,948,539 

3,018,143 

2,760,450 

ALPS ELECTRIC CO 755,738 

5,680,170 

5,068,138 

ALSTOM 506,059 72,266,980 52,549,972 

ALSTRIA OFFICE REI 76,682 

679,100 

602,325 

ALTANA AG 14,565 

599,935 

269,262 

ALTEK CORP 60,000 

73,096 

81,926 

ALTEN 74,106 

1,777,646 

1,236,943 

ALTRAN TECHNOLOGIES 333,862 

1,660,265 

936,115 

ALTRI SGPS S.A. 241,128 

709,828 

755,580 

ALUMINA LIMITED 2,507,334 11,012,724 

6,723,928 

ALUMINIUM CORP CHN 6,786,000 

5,679,280 

6,435,713 

ALVARION LIMITED 89,488 

397,644 

402,080 

AMADA CO 626,852 

8,522,880 

6,484,868 

AMAGERBANKEN 5,816 

50,695 

59,702 

AMANO CORPORATION 189,100 

1,652,249 

1,850,136 

AMBASSADOR HOTEL 10,000 

11,530 

11,536 

AMBEV CIA DE BEBID 61,087 

3,169,309 

3,300,905 

AMBEV CIA DE BEBID 382,300 20,675,171 24,852,036 

AMBUJA CEMENTS LTD 6,580,499 11,590,696 12,143,119 

AMCOR LIMITED 1,325,059 12,854,060 10,204,085 

AMEC 479,337 10,399,306 10,046,941




AMER SPORTS CORP 230,581 

2,560,239 

2,555,054 

AMERICA MOVIL SA 39,449,639 58,556,265 76,531,446 

AMG ADVANCED METAL 58,822 

1,044,322 

400,735 

AMIL PARTICIPACOES 1,105,350 

6,659,631 

5,329,910 

AMLIN 1,608,533 

8,497,387 

8,006,638 

AMMB HOLDINGS BHD 5,027,295 

4,284,046 

4,834,213 

AMOREPACIFIC CORP(NEW) 18,175 

9,840,132 

9,744,123 

AMP LIMITED 2,654,814 34,216,977 21,345,321 

AMP OFFICE TRUST 2,350,426 

1,299,729 

1,065,824 

AMPLIFON 225,722 

566,670 

785,190 

AMREST HOLDINGS 635 

11,058 

10,972 

AMVIG HOLDINGS LTD 1,702,700 

1,003,555 

1,102,903 

ANADOLU CAM 39,370 

39,925 

41,005 

ANADOLU EFES 2,242,266 11,599,298 20,288,698 

ANDEAN RESOURCES 955,326 

1,191,498 

1,343,860 

ANDHRA BANK 7,766,096 12,889,994 13,269,073 

ANDO CORP 201,000 

304,923 

316,650 

ANDRITZ AG 136,784 

5,680,480 

5,736,618 

ANEK LINES SA 449,102 

711,336 

592,137 

ANEKA TAMBANG 8,464,574 

1,779,272 

1,679,232 

ANGANG STEEL COMPANY LTD. 3,575,000 

4,208,947 

5,932,155 

ANGLO AMERICAN 1,714,825 55,342,518 49,518,417 

ANGLO AMERICAN PLC 1,888,689 157,414,430 108,149,224 

ANGLO IRISH BANK 22,979 

316,848 

0 

ANGLO IRISH BANK 650,946 26,728,299 

0 

ANGLO PLATINUM LTD 30,339 

1,768,755 

2,143,118 

ANGLOGOLD ASHANTI LTD 3,700 

132,630 

135,600 

ANHEUSER BUSCH INB 986,959 54,995,663 74,902,380 

ANHEUSER BUSCH INBEV NV 20,312 

0 85 

ANHUI CONCH CEMENT 1,763,369 

9,824,142 11,023,829 

ANHUI EXPRESSWAY 2,302,000 

902,675 

1,303,963 

ANRITSU CORP 301,000 

872,569 

1,297,777 

ANSALDO SIS 248,755 

3,802,936 

4,577,782 

ANSELL LTD 173,009 

3,513,267 

2,575,561 

ANTA SPORTS PRODUC 2,516,583 

4,608,748 

5,554,217 

ANTENA 3 TV 281,396 

1,755,815 

2,123,487 

ANTOFAGASTA 738,713 12,908,267 12,488,336 

AOC HOLDINGS INC 122,100 

975,932 

1,142,730 

AOKI INTERNATIONAL 76,700 

825,829 

834,689 

AOMORI BANK 415,000 

1,584,420 

1,612,945 

AOYAMA TRADING CO 51,355 

2,865,510 

2,030,988 

AOZORA BANK LTD 987,526 

3,367,116 

3,625,105 

APA GROUP 1,546,408 

3,440,898 

3,438,032 

APAC RESOURCES LTD 11,120,000 

828,543 

975,684 

APEXHI PROPERTIES 368,775 

726,654 

780,767 

APEXHI PROPERTIES 462,299 

730,379 

789,006 

APLUS CO 223,000 

159,637 

293,528 

APN NEWS + MEDIA 311,096 

348,744 

370,971 

APRIL GROUP 54,344 

2,026,661 

1,814,170




AQUARIUS PLATINUM 1,331,377 

6,897,710 

5,097,743 

AQUILA RESOURCES L 311,947 

752,843 

1,452,635 

ARACRUZ CELULOS SA 317,700 

585,945 

471,735 

ARAKAWA CHEMICAL INDUSTRIES 47,400 

398,560 

535,482 

ARC LAND SAKAMOTO 48,600 

443,676 

493,631 

ARCADIS NV 146,215 

2,348,627 

2,429,274 

ARCANDOR AG 98,079 

614,862 

199,835 

ARCELIK 2,134,542 

3,314,402 

3,237,523 

ARCELORMITTAL 1,746,156 163,776,265 108,107,537 

ARCELORMITTAL SOUTH AFRICA 92,728 

991,035 

1,146,717 

ARCS CO LTD 65,200 

871,610 

931,863 

ARENA LEISURE 450,474 

195,605 

176,192 

ARIAKE JAPAN CO 77,100 

1,154,502 

1,195,436 

ARISAWA MFG CO 83,400 

398,183 

498,749 

ARISTOCRAT LEISURE 640,089 

7,424,169 

3,917,213 

ARKEMA 93,824 

6,672,178 

3,967,549 

ARM HLDGS 3,975,433 

6,716,326 

7,839,961 

ARN MONDADORI EDIT 502,897 

2,260,616 

1,941,582 

ARNEST ONE CORP 41,000 

93,442 

168,700 

ARRIVA 682,099 

5,965,594 

4,560,657 

ARROW ENERGY 2,278,487 

5,566,472 

6,539,251 

ARYZTA AG 53,119 

2,616,615 

1,698,768 

ARYZTA AG 194,838 

5,801,630 

6,252,445 

AS ONE CORPORATION 30,600 

588,056 

548,031 

ASAHI BREWERIES 1,028,104 25,621,041 21,892,836 

ASAHI BROADCASTING 91,380 

8,909,011 

7,216,827 

ASAHI DIAMOND INDL 164,000 

906,426 

933,161 

ASAHI GLASS CO 1,413,763 27,934,752 21,063,154 

ASAHI HOLDINGS INC 60,700 

1,178,484 

1,088,366 

ASAHI KASEI CORP 1,483,396 18,287,033 15,431,382 

ASAHI ORGANIC CHEM 232,000 

640,533 

625,175 

ASATSU DK 44,781 

2,287,981 

1,925,778 

ASCENDAS INDIA TRUST COM ST 1,865,000 

864,471 

889,108 

ASCENDAS REAL ESTA 6,539,200 

6,812,227 

7,183,700 


3,330,809 

1,178,554 


1,163,511 

1,427,453 

ASCOM HOLDING AG 110,314 

970,436 

1,389,639 

ASCOPIAVE 291,386 

601,210 

620,017 

ASCOTT RESIDENCE T 1,303,000 

475,936 

612,181 

ASEK CO FOR MINING 469 

1,920 

1,954 

ASHMORE GROUP 1,030,023 

3,084,695 

3,210,234 

ASHOK LEYLAND 406,430 

273,743 

254,098 

ASHTEAD GROUP 1,579,273 

1,564,694 

1,475,968 

ASIA CEMENT 3,058,169 

2,000,286 

3,262,295 

ASIA OPTICAL CO IN 525,390 

700,157 

904,740 

ASIA STD INTL GP 17,202,517 

199,834 

224,186 

ASIA STD WT2009 1,831,200 

0 0 

ASIAN PAINTS INDIA 18,986 

243,434 

464,573 

ASIANA AIRLINES IN 42,960 

153,399 

125,108




ASICS CORP 157,918 

3,709,317 

3,319,404 

ASKA PHARM CO LTD 72,000 

605,716 

609,670 

ASKUL 54,300 

833,562 

881,316 

ASM INTL 170,477 

2,776,719 

2,489,235 

ASM PACIFIC TECH 631,588 

5,741,992 

4,711,769 

ASML HOLDING NV 1,016,706 36,357,864 34,358,663 

ASPEN GROUP 1,326,280 

560,005 

359,197 

ASPEN PHARMACARE 1,342,959 

6,671,799 

9,521,140 

ASSA ABLOY 398,532 13,967,248 12,206,282 

ASSECO POLAND SA 50,802 

1,123,876 

869,031 

ASSIC GENERALI 1,969,895 124,238,477 81,121,131 

ASSOCIATED BRITISH FOODS PLC 952,332 22,848,579 18,782,133 

ASSURA GROUP 836,788 

684,736 

440,980 

ASSYSTEM 49,603 

493,675 

341,617 

ASTALDI 154,902 

984,939 

1,064,639 

ASTELLAS PHARMA INC 758,594 51,823,504 45,411,170 

ASTIR PALACE HOTEL 52,756 

272,471 

299,693 

ASTRA ARGO LESTARI 1,859,967 

2,798,509 

3,070,335 

ASTRAL FOODS 9,676 

116,024 

119,595 

ASTRAL MEDIA INC 53,900 

1,566,431 

1,380,278 

ASTRAL MEDIA INC 116,000 

2,742,203 

2,970,543 

ASTRAZENECA 3,044,596 238,573,760 222,535,228 

ASTRO ALL ASIA NET 1,842,582 

1,455,407 

1,698,426 

ASUNARO AOKI CONSTRUCTION 45,500 

186,048 

219,754 

ASUSTEK COMPUTER 10,725,760 14,049,587 13,926,162 

ASX LIMITED 226,926 14,718,131 13,835,174 

ASYA KATILIM BANKA 2,498,878 

2,906,168 

3,481,056 

ATCO LTD 7,652 

233,544 

259,273 

ATCO LTD 172,497 

6,081,649 

5,844,713 

ATEA ASA 298,000 

1,252,466 

1,236,159 

ATEBANK 611,940 

1,315,138 

1,339,007 

ATHENS MEDIC CENTR 108,316 

252,906 

250,684 

ATHENS WATER SUPPLY + SEWAGE 100,567 

958,847 

976,138 

ATHRIS HOLDING AG BR 1,173 

803,532 

927,571 

ATKINS WS 316,370 

3,742,435 

3,105,242 

ATLANTIA 620,038 29,939,557 24,228,797 

ATLAS COPCO AB 757,278 23,030,172 16,778,834 

ATLAS COPCO AB 1,916,923 19,893,886 22,953,747 

ATLAS IRON LIMITED 950,293 

896,326 

1,271,477 

ATOS ORIGIN 89,475 

8,888,851 

6,309,833 

ATRIUM EUROPEAN REAL ESTATE 237,947 

7,074,637 

2,440,301 

ATRIUM INNOVATIONS INC 48,700 

548,070 

512,014 

ATS AUTOMATION TOOLING SYS INC 275,500 

1,239,808 

1,036,669 

ATSUGI 489,000 

646,467 

699,404 

ATTICA BANK SA 148,728 

508,797 

465,208 

ATTIJARIWAFA BANK 63,085 

2,420,590 

2,295,675 

AU OPTRONICS CORP 37,373,809 41,292,876 36,451,140 

AUCKLAND INTL AIRPORT LTD 821,818 

2,868,348 

1,894,879 

AUD COLLATERAL 4,554,398 

4,433,992 

4,484,540




AURA MINERALS INC 1,710,500 

1,247,578 

883,713 

AURIGA INDUSTRIES 28,365 

724,120 

491,520 

AURIZON MINES LTD 488,400 

1,956,809 

1,762,084 

AURUBIS AG 137,077 

4,867,056 

3,968,476 

AUSENCO 248,119 

1,365,416 

814,403 

AUST + NZ BANK GRP 3,364,544 110,356,723 87,503,463 

AUST PHARM INDS 597,272 

298,716 

275,233 

AUST WORLDWIDE EXP 1,636,706 

3,806,564 

3,400,611 

AUSTAL LIMITED 451,360 

871,349 

1,018,076 

AUSTAR UNITED COMM 985,040 

675,657 

700,793 

AUSTEREO GROUP 243,520 

921,761 

676,647 

AUSTEVOLL SEAFOOD 257,618 

899,294 

1,200,727 

AUSTRALAND PROPERTY GROUP 1,101,316 

2,604,384 

1,032,662 

AUSTRALIAN AGRICULTURAL CO. 624,462 

1,030,703 

684,067 

AUSTRALIAN INFRAST 562,391 

0 113,666 

AUSTRALIAN INFRAST 1,188,391 

1,749,723 

1,297,019 

AUSTRIAN AIRLINES 51,280 

251,165 

306,413 

AUTOBACS SEVEN CO 30,948 

1,985,714 

2,557,545 

AUTOGRILL SPA 158,589 

3,508,550 

2,804,537 

AUTONOMY CORP 803,097 15,797,650 19,005,474 

AUTOROUTES PARIS 22,945 

4,705,627 

3,650,676 

AUTOST TO MI SPA 138,495 

1,524,709 

1,396,730 

AV TECH CORP 3,000 

9,812 

8,641 

AVANZA BANK HOLDING AB 78,412 

1,022,046 

1,216,988 

AVANZIT SA 543,141 

859,022 

655,942 

AVENG 2,072,380 

8,077,861 

9,392,464 

AVEVA GROUP 212,397 

3,205,486 

2,506,216 

AVEX GROUP HOLDINGS 72,000 

696,045 

675,338 

AVI LTD 610,300 

1,186,757 

1,343,490 

AVIVA PLC 4,735,953 94,874,154 47,772,094 

AVOCA RESOURCES 584,018 

697,221 

826,261 

AWA BANK 196,078 

2,809,157 

2,661,945 

AWB 366,615 

2,189,124 

801,800 

AXA 3,343,020 187,728,031 116,583,030 

AXA ASIA PAC HLDGS 1,691,560 16,698,488 11,847,487 

AXEL SPRINGER AG 39,259 

3,612,830 

3,882,199 

AXFOOD AB 87,334 

2,109,574 

1,882,429 

AXIATA GROUP BERHAD 14,012,225 

9,250,952 

9,447,788 

AXIS AB 161,973 

1,503,893 

1,714,254 

AXIS BANK 259,991 

2,952,626 

4,493,196 

AXTEL SAB DE CV 382,200 

205,436 

207,493 

AYALA CORP 347,654 

1,770,309 

1,914,355 

AYALA LAND INC 24,411,189 

4,641,860 

4,108,688 

AYGAZ 123,537 

239,959 

291,110 

AZIMUT HLDG S P A 340,467 

2,670,821 

3,225,892 

AZORIM INV DEV 15,501 

108,593 

48,817 

B2W CIA GLOBAL 89,244 

1,388,912 

1,689,889 

BABCOCK + BROWN IN 16,592,718 

1,037,413 

925,592 

BABCOCK + BROWN JA 1,632,384 

570,941 

488,289




BABCOCK + BROWN LTD 161,822 

2,474,407 

122,213 

BABCOCK INTL GROUP 722,065 

5,899,681 

5,719,727 

BABIS VOVOS SA 75,475 

1,125,559 

454,161 

BACHEM HOLDING AG 8,541 

557,570 

530,107 

BAE SYSTEMS 6,193,895 80,394,755 61,926,510 

BAJAJ AUTO LTD 101,758 

1,307,085 

2,084,441 

BAJAJ FIN SERVICES 9,212 

95,092 

76,111 

BAJAJ HOLDINGS AND INVESTMENT 72,266 

549,446 

556,194 

BAKRIE + BROTHERS 378,500 

3,237 

3,337 

BALFOUR BEATTY 1,839,109 10,584,419 

9,358,794 

BALLARD PWR SYS INC NEW 262,400 

624,953 

467,704 

BALLARPUR INDS 83,611 

41,078 

35,431 

BALOISE HLDGS 112,810 16,970,122 13,442,021 

BALRAMPUR CHINI MI 738,980 

1,302,025 

1,652,890 

BAN PU COAL 11,000 

111,767 

108,160 

BANCA GENERALI EUR1 139,007 

768,510 

1,160,120 

BANCA ITALEASE EUR5.16 265,042 

1,124,298 

546,489 

BANCO BPI SA 516,212 

5,155,647 

2,719,959 

BANCO COMPARTAMOS 5,600 

15,170 

18,029 

BANCO DE ORO UNIBANK INC 2,257,211 

1,658,206 

1,477,447 

BANCO DE VALENCIA 254,023 

6,819,008 

5,739,367 

BANCO NOSSA CAIXA 6,400 

211,310 

239,437 

BANCO PANAMERICANO 212,400 

1,223,326 

498,541 

BANCO POPOLARE 1,399,473 39,831,734 17,502,931 

BANCO SANTANDER SA 10,997,436 305,859,694 266,909,738 

BANCOLOMBIA SA 374,364 

2,391,573 

2,865,044 

BANCOLOMBIA SA 379,672 

2,435,793 

2,898,597 

BANDO CHEMICAL IND 239,000 

638,868 

587,065 

BANG + OLUFSEN A/S 82,444 

736,392 

562,132 

BANGKOK BANK 3,423,838 10,049,212 10,853,376 

BANGKOK DUSIT MEDI 409,800 

394,966 

273,040 

BANGKOK EXPRESSWAY 44,600 

22,188 

21,861 

BANIF SGPS 440,667 

874,732 

754,084 

BANK BNI TBK 34,949,500 

7,703,635 

5,889,115 

BANK BPH SA 18,007 

204,377 

226,286 

BANK MILLENNIUM SA 419,425 

370,970 

384,763 

BANK MONTREAL QUE 697,136 69,207,437 60,921,747 

BANK N S HALIFAX 1,148,377 106,966,075 94,853,890 

BANK OF AYUDHYA PLC 965,600 

427,771 

410,954 

BANK OF AYUDHYA PUBLIC CO LTD 7,961,001 

3,003,429 

3,388,157 

BANK OF CHINA LTD 137,713,485 51,940,279 65,568,965 

BANK OF COMMUNICAT 14,127,694 13,298,780 15,841,144 

BANK OF EAST ASIA 3,538,619 21,942,151 18,185,423 

BANK OF KANSAI 313,565 

1,806,677 

1,332,728 

BANK OF KYOTO 303,109 

6,728,912 

5,891,018 

BANK OF NAGOYA 179,690 

2,811,407 

1,910,465 

BANK OF QUEENSLAND 184,144 

5,075,193 

3,113,475 

BANK OF RYUKYUS 120,200 

1,041,334 

1,425,183 

BANK OF SAGA 408,000 

1,275,983 

1,391,221




BANK OF YOKOHAMA 1,598,913 18,120,695 15,325,982 

BANKERS INV TRUST 358,403 

2,024,242 

1,876,950 

BANKINTER SA 410,559 11,575,803 10,797,699 

BANPU CO 1,301,422 11,100,518 12,796,489 

BANYAN TREE HOLDINGS 6,116,600 

2,225,074 

2,493,380 

BARCLAYS 15,549,698 222,512,303 134,419,651 

BARCO 29,786 

1,071,960 

1,018,998 

BARING EMERGING EU 118,798 

1,211,509 

1,013,428 

BARITO PAC TIMBER 39,000 

5,003 

4,776 

BARLOWORLD LTD 587,668 

2,901,842 

2,952,608 

BARON DE LEY 20,478 

975,707 

791,332 

BARRATT DEVEL 1,969,820 

5,895,399 

4,784,896 

BARRICK GOLD CORP 957,977 73,864,705 72,621,322 

BARRY CALLEBAUT AG 7,175 

3,802,005 

3,908,958 

BASF SE 1,560,906 141,083,670 112,197,055 

BASILEA PHARMACEUT 14,988 

1,559,916 

1,278,228 

BASLER KTBK 18,624 

1,933,582 

1,969,344 

BATU KAWAN BERHAD 395,600 

997,574 

996,034 

BAUER AG 39,873 

2,198,226 

1,422,805 

BAVARIAN NORDIC 18,394 

603,301 

646,139 

BAYER AG 1,193,973 134,931,837 120,195,950 

BAYERISCHE MOTOREN WERKE AG 547,464 45,899,963 36,237,727 

BAYWA AG 69,141 

2,425,649 

1,920,217 

BB BIOTECH 76,390 

4,918,025 

4,881,711 

BB MEDTECH AG 34,089 

1,308,861 

1,280,434 

BBA AVIATION PLC 1,487,964 

2,574,709 

2,793,516 

BBVA (BILB VIZ ARG) 5,005,745 194,681,286 126,835,286 

BCA CARIGE SPA 931,409 

8,194,537 

5,577,978 

BCA POP DI MILANO 621,915 11,932,291 

7,083,833 

BCA POP ETRUZ LAZI 220,027 

1,556,131 

1,492,182 

BCE INC 571,936 26,438,314 19,476,514 

BCO BRADESCO SA 3,583,350 38,314,490 52,987,796 

BCO COM PORTUGUES 5,805,023 23,223,995 10,754,498 

BCO CREDITO INVERS 32,425 

442,839 

817,812 

BCO DE BOGOTA 189,777 

2,203,412 

2,588,491 

BCO DE CHILE 67,458,054 

4,068,911 

4,761,745 

BCO DE SABADELL 1,399,889 27,270,045 19,427,275 

BCO DESIO E BRIANZ 147,498 

1,007,673 

920,652 

BCO DO BRASIL SA 7,548,714 71,512,443 81,580,652 

BCO ESP DE CREDITO 183,411 

4,884,094 

3,430,462 

BCO ESPIR SANTO 574,569 

6,861,407 

5,054,796 

BCO EST R GDE SUL 677,595 

3,837,636 

2,731,401 

BCO PASTOR 433,763 

3,551,339 

2,999,500 

BCO POPULAR ESP 1,470,155 46,801,783 27,542,269 

BCO SANT CENT HISP 36,485 

1,417,490 

439,224 

BCO SANTANDER CHIL 71,657,246 

2,759,506 

3,222,384 

BE GROUP AB 142,802 

740,354 

595,327 

BEACH PETROLEUM 48,556 

0 981 

BEACH PETROLEUM NL 3,257,792 

2,401,525 

2,080,672




BEAZLEY PLC 1,657,781 

2,585,689 

2,655,038 

BEC WORLD 3,003,192 

1,762,037 

1,842,287 

BECHTLE AG 49,840 

1,027,859 

936,769 

BEFIMMO 55,412 

4,783,607 

4,205,628 

BEIERSDORF AG 130,129 15,553,410 11,843,951 

BEIJING CAP LAND 470,000 

181,239 

205,586 

BEIJING CAPITAL IN 3,043,150 

1,994,113 

2,120,375 

BEIJING ENTERPRISE 510,907 

3,920,608 

5,032,492 

BEKAERT SA 46,244 

5,158,295 

4,748,706 

BELGACOM SA 557,948 31,705,879 25,315,092 

BELIMO HOLDING AG 1,454 

1,268,203 

1,306,200 

BELL AG BASEL 533 

750,388 

759,643 

BELL ALIANT REGL COMMUNICATIO 102 

2,141 

2,324 

BELLE INTERNATIONA 1,320,000 

962,403 

1,146,264 

BELLE INTERNATIONAL HOLDINGS 1,848,625 

4,871,067 

4,614,276 

BELLEVUE GROUP AG 16,094 

677,182 

591,936 

BELLUNA CO LTD 88,350 

364,822 

336,973 

BELLWAY 389,244 

4,125,523 

3,907,055 

BENDIGO AND ADELAIDE BANK LTD 301,306 

7,107,269 

3,855,086 

BENESSE CORP 36,300 

1,426,933 

1,452,226 

BENESSE HOLDINGS INC 58,210 

6,634,204 

6,693,708 

BENETEAU 119,202 

1,541,815 

1,295,790 

BENETTON GROUP SPA 153,653 

3,704,567 

2,741,368 

BENI STABILI SPA 1,379,333 

1,128,265 

1,080,542 

BERGESEN WORLDWIDE 1,337,500 

2,124,952 

1,662,381 

BERJAYA CORPORATIO 522,100 

135,532 

138,880 

BERJAYA LAND BHD 128,300 

205,389 

143,813 

BERJAYA SPORTS 2,161,850 

2,699,995 

3,105,930 

BERKELEY GP HLDGS 456,762 

6,376,790 

6,047,835 

BERLIAN LAJU TANK 31,000 

2,470 

2,581 

BERTRAND FAURE (EX EBF 241,044 

2,726,236 

2,173,310 

BES ENGINEERING 106,000 

28,472 

26,040 

BEST DENKI CO 210,500 

852,086 

914,127 

BETER BED 50,881 

645,515 

619,905 

BEZEK ISRAEL TELCM 3,835,508 11,714,113 12,168,760 

BG GROUP 5,738,559 158,615,656 173,666,350 

BHARAT EARTH MOVER 46,799 

891,358 

1,055,261 

BHARAT FORGE 47,738 

211,681 

143,149 

BHARAT HEAVY ELECT 70,929 

3,204,277 

3,295,855 

BHARAT PETROL CORP 155,032 

1,442,045 

1,391,421 

BHARTI AIRTEL LIMITED 501,478 

8,154,562 

8,447,819 

BHP BILLITON LTD 4,396,545 241,875,412 252,673,784 

BHP BILLITON PLC 3,419,865 155,657,785 144,771,416 

BIC 57,237 

6,062,534 

6,158,059 

BIC CAMERA INC 1,794 

529,194 

722,360 

BIDVEST GROUP 2,406,207 35,924,574 30,142,631 

BIESSE 42,760 

367,984 

288,191 

BIG C SUPERCENTER 256,000 

238,605 

324,978 

BIG YELLOW GROUP 399,046 

1,908,120 

2,247,517




BILFINGER BERGER AG 115,185 

6,367,762 

5,347,778 

BILLABONG INTERNATL 329,506 

4,774,352 

4,022,627 

BILLERUD 148,404 

738,141 

718,283 

BIM BIRLESIK MAGAZ 25,956 

734,615 

912,397 

BINCKBANK N.V. 242,661 

2,452,956 

3,070,124 

BING GRAE 1,730 

59,623 

59,751 

BIOCON 4,929 

18,047 

22,744 

BIOMERIEUX ORDSHR 62,448 

5,230,086 

5,471,041 

BIOSENSORS INTERNA 2,478,000 

846,601 

830,366 

BIOVAIL CORP 675,502 

7,880,374 

9,085,410 

BIRCHCLIFF ENERGY LTD NEW 354,200 

1,627,107 

1,845,189 

BK CENTRAL ASIA 33,088,135 

9,627,672 11,426,468 

BK DANAMON 16,801,674 

5,111,309 

7,942,011 

BK HANDLOWY WARSZA 95,139 

1,717,313 

1,494,463 

BK HAPOALIM BM 2,220,545 

9,651,009 

9,958,493 

BK LEUMI LE ISRAEL 1,454,701 

6,197,623 

5,967,196 

BK MANDIRI 61,633,098 15,021,370 19,170,716 

BK OF BARODA 3,167,568 13,865,600 29,556,474 

BK OF INDIA 348,762 

1,818,311 

2,577,220 

BK OF IRELAND 696,631 

2,646,611 

1,646,464 

BK OF IRELAND 781,717 33,156,450 

5,011,570 

BK OF PHILIP ISLAN 2,815,403 

2,351,820 

2,457,079 

BK OF PIRAEUS 390,159 21,160,476 

8,355,613 

BK PAN INDONESIA 14,367,963 

952,744 

929,009 

BK POLSKA KASA OPIEKI GRUPA 273,019 10,460,396 

9,820,982 

BK RAKYAT 60,406,537 26,810,477 37,282,506 

BK SARASIN + CIE AG 152,208 

4,342,910 

4,730,477 

BK ZACHODNI WBK 59,235 

2,129,736 

1,674,856 

BKW ENERGIE AG 15,828 

3,811,736 

2,653,703 

BLACK EARTH FARMIN 393,076 

1,166,854 

1,268,339 

BLACKROCK WORLD MINING TRUST P 564,826 

4,239,270 

3,574,230 

BLOOMSBURY PUBLISH 230,019 

492,681 

469,720 

BLUE LABEL TELECOM 237,906 

116,309 

158,655 

BLUE SQUARE ISRAEL 26,180 

217,157 

213,029 

BLUEBAY ASSET MANA 453,017 

1,490,652 

1,579,763 

BLUESCOPE STEEL LTD 1,930,799 12,498,331 

7,923,115 

BM+F BOVESPA SA BO 5,015,366 24,205,892 30,146,449 

BML INC 20,800 

414,450 

461,336 

BNP PARIBAS 1,559,534 244,261,113 182,115,043 

BOARDWALK REAL ESTATE INVT TR 155,200 

4,055,961 

4,369,949 

BOART LONGYEAR GR 6,715,079 

753,257 

1,411,489 

BOBST AG 30,890 

1,228,285 

866,300 

BOC HONG KONG HOLDINGS LTD 6,597,741 25,222,646 22,070,027 

BODYCOTE PLC 580,874 

2,054,783 

1,226,855 

BOIRON 34,078 

965,532 

1,111,339 

BOLIDEN AB (POST SPLIT) 1,709,900 

9,256,938 15,810,938 

BOLLORE 31,982 

4,246,641 

4,395,340 

BOLSAS Y MERCADOS 262,677 

7,416,957 

7,766,800 

BOMBARDIER INC 62,731 

786,924 

443,419




BOMBARDIER INC 2,007,010 19,607,101 11,890,350 

BONDUELLE 12,488 

1,033,824 

976,534 

BONGRAIN SA 16,211 

978,640 

909,535 

BOOM LOGISTICS 450,938 

204,315 

123,951 

BORAL LIMITED NEW 709,584 

6,530,904 

4,744,405 

BOSIDENG INTL HLDG 6,134,128 

541,589 

656,941 

BOSKALIS WESTMINSTER 202,548 

6,584,567 

4,591,121 

BOSS (HUGO) AG 59,291 

1,504,117 

1,457,875 

BOURBON 187,992 

7,334,769 

7,366,098 

BOURSORAMA 85,106 

687,359 

799,806 

BOUSTEAD HLDGS BHD 275,900 

393,189 

309,259 

BOUYGUES 542,976 51,596,762 34,121,336 

BOVIS HOMES GROUP 379,428 

2,616,155 

2,315,109 

BP PLC 31,684,237 605,591,200 453,057,615 

BQE CANT VAUDOISE 15,216 

4,381,433 

4,795,443 

BQE CENTRALE POPULR 29,651 

950,375 

969,023 

BQE MAROC COMM EXT 105,434 

3,233,580 

3,471,887 

BQE NATL BELGIQUE 601 

2,216,991 

1,938,968 

BR MALLS PARTICIPA 4,400 

37,235 

33,452 

BRADESPAR SA 718,000 10,492,007 

9,378,916 

BRADFORD + BINGLEY 2,330,626 

2,286,994 

0 

BRADKEN LTD 398,640 

1,621,141 

1,389,029 

BRAMBLES LTD 5,176,500 48,979,584 33,948,671 

BRASCAN RESIDENTIA 21,800 

42,463 

47,498 

BRASIL TELECOM PAR 439,793 

3,987,850 

3,435,672 

BRASIL TELECOM PAR NEW 61,533 

1,641,899 

1,098,916 

BRASIL TELECOM SA 583,400 

4,815,538 

3,884,769 

BRASKEM S A 606,500 

2,291,162 

2,221,997 

BRE BANK 25,269 

1,708,510 

1,357,503 

BRE X MINERALS LTD. 106,299 

0 0 

BREDERODE 52,399 

1,216,222 

1,140,681 

BREMBO SPA 105,409 

752,344 

619,500 

BREWIN DOLPHIN 675,449 

1,362,891 

1,454,414 

BRF BRASIL FOODS SA 678,931 

9,682,726 12,991,077 

BRIDGESTONE CORP 981,889 32,807,386 27,896,114 

BRILLIANCE CHINA 8,372,000 

608,792 

972,226 

BRISA 498,045 12,169,629 

7,781,936 

BRIT AMER TOBACCO 1,119,107 32,388,581 30,833,405 

BRIT ASSETS TRUST 918,969 

1,510,705 

1,399,898 

BRIT EMP SECS+GEN 503,872 

3,294,620 

3,142,873 

BRIT INSURANCE HLD 992,958 

3,083,188 

3,086,539 

BRITISH AIRWAYS 3,298,352 25,267,296 

8,423,273 

BRITISH AMERICAN TOBACCO 488,200 

5,991,286 

6,215,349 

BRITISH LAND CO 1,239,935 25,694,880 14,642,738 

BRITISH SKY BROADCAST 1,652,547 33,592,104 25,276,406 

BRITVIC 756,752 

3,227,947 

3,477,056 

BRIXTON PLC 846,751 

1,613,914 

561,275 

BROOKFIELD ASSET MGMT INC 647,487 38,801,828 24,192,323 

BROOKFIELD PPTYS CORP 294,932 12,363,379 

5,404,560




BROSTROM AB 54,625 

405,658 

400,107 

BROTHER INDUSTRIES 579,479 12,386,323 

9,172,350 

BROWN(N)GROUP 641,884 

2,195,879 

2,270,093 

BRUNEL INTERNATION 28,079 

460,711 

641,976 

BSS GROUP PLC 388,655 

1,902,987 

1,643,345 

BT GROUP 14,569,471 86,829,563 41,602,017 

BTG 797,506 

1,966,497 

1,907,673 

BU KWANG PHARM CO 700 

8,589 

8,022 

BUCHER INDUSTRIES 33,257 

4,276,739 

3,333,192 

BUKIT SEMBAWANG EST LTD WTS 36,400 

0 33,449 

BULGARI SPA 156,952 

2,415,807 

1,934,870 

BULL SA 274,890 

778,890 

724,880 

BUMI RESOURCES TBK 46,721,500 

7,535,640 

8,513,543 

BUMIPUTRA COMMERCE HLDS BH 15,084,241 34,766,133 38,837,093 

BUMRUNGRAD HOPTL 400,600 

404,580 

305,712 

BUNKA SHUTTER CO 170,000 

588,643 

639,581 

BUNNINGS WAREHOUSE 1,091,864 

1,464,335 

1,438,829 

BUNZL 407,897 10,562,092 

7,178,925 

BURBERRY GROUP 563,555 

9,407,917 

8,752,590 

BURCKHARDT COMPRESSION HOLDING 10,128 

1,639,592 

1,308,431 

BURE EQUITY AB 242,210 

872,226 

1,091,029 

BUREAU VERITAS 63,814 

6,876,502 

6,844,446 

BURSA MALAYSIA BER 33,100 

65,478 

64,976 

BUSAN BANK 781,421 

4,972,569 

5,367,113 

BUSINESS POST GRP 60,917 

304,589 

281,150 

BUZZI UNICEM SPA 141,466 

3,986,796 

3,613,481 

BWIN INTERACTIVE ENTERTAINMENT 100,962 

3,138,641 

4,402,792 

BWT AG(BENCKISER W 28,318 

679,958 

562,836 

BYD CO 1,059,778 

2,546,958 

4,245,922 

BYD ELECTRONIC INTL CO LTD 2,659,500 

1,220,609 

1,647,164 

C + C GROUP 181,451 

592,160 

605,739 

C C LAND HOLDINGS 1,026,466 

1,407,127 

1,493,769 

C P ALL PLC 13,916,577 

4,632,618 

6,984,839 

C+C GROUP 846,013 

2,456,851 

2,847,985 

CA IMMO INTERNATION 67,842 

461,074 

345,426 

CA IMMOBILIEN ANLA 269,512 

2,649,769 

2,230,384 

CABCHARGE AUSTRALIA 283,725 

1,503,294 

1,183,588 

CABLE + WIRELESS 2,865,689 17,871,815 13,893,900 

CAC CORPORATION 51,400 

374,966 

371,842 

CAD COLLATERAL 174,131 

151,098 

149,938 

CADBURY PLC 1,806,562 43,378,218 31,368,077 

CAE INC 797,710 

6,085,633 

4,739,483 

CAFE DE CORAL HLDG 420,881 

1,598,827 

1,927,205 

CAIRN ENERGY PLC 159,756 15,249,812 12,600,852 

CAIRN INDIA 592,988 

2,814,915 

2,881,695 

CALEDONIA INVEST 138,562 

3,556,391 

3,541,521 

CALFRAC WELL SERVICES LTD 30,800 

817,047 

327,533 

CALFRAC WELL SVCS LTD 58,300 

463,330 

619,972 

CALLOWAY REAL ESTATE INVT TR 246,200 

3,156,275 

2,722,011




CALPERS SWJX POOL FUND 123,063,363 1,200,442,495 1,237,168,540 

CALSONIC CORP 1,403,873 

3,045,992 

2,923,323 

CALTEX AUSTRALIA 297,761 

5,622,036 

6,121,024 

CAM FINANZIARIA 459,170 

273,356 

183,556 

CAMARGO CORREA DES 102,200 

550,221 

200,770 

CAMBRIDGE INDUSTRI 2,501,000 

670,696 

604,795 

CAMECO CORP 410,951 28,855,887 24,354,807 

CAMPARI 473,892 

3,414,886 

3,792,141 

CAMPBELL BROS 163,830 

1,771,890 

2,741,681 

CAMPOFRIO FOOD GPO 151,652 

1,518,755 

1,350,739 

CANACCORD CAP INC 156,000 

930,321 

933,569 

CANADIAN APT PPTYS REIT 73,700 

1,210,275 

847,199 

CANADIAN APT PPTYS REIT 138,900 

1,475,062 

1,596,689 

CANADIAN HYDRO DEVELOPERS INC 451,900 

1,477,436 

1,451,403 

CANADIAN NATL RY CO 567,612 55,885,341 51,942,479 

CANADIAN NATURAL RES LTD 609,905 85,602,586 71,395,758 

CANADIAN PAC RY 203,767 21,301,547 16,731,633 

CANADIAN REAL ESTATE INVT TR 57,400 

1,627,613 

1,215,861 

CANADIAN REAL ESTATE INVT TR 145,000 

2,573,173 

3,071,425 

CANADIAN TIRE LTD 109,501 12,023,423 10,271,811 

CANADIAN UTILS LTD 72,376 

6,245,402 

5,166,765 

CANADIAN WESTN BK EDMONTON 69,800 

1,611,470 

1,018,136 

CANADIAN WESTN BK EDMONTON 126,600 

1,406,786 

1,846,647 

CANAL PLUS 294,877 

2,250,480 

2,005,592 

CANAM GROUP INC 147,000 

889,086 

836,673 

CANARA BANK 680,806 

2,675,122 

3,724,857 

CANDOVER INVSTMNTS 68,099 

1,108,862 

385,792 

CANFOR CORPORATION NEW 99,000 

859,196 

426,228 

CANFOR CORPORATION NEW 239,400 

1,129,488 

1,030,697 

CANGENE CORP 43,900 

198,343 

185,224 

CANON ELECTRONICS 54,700 

850,695 

795,399 

CANON FINETECH INC 40,000 

415,296 

535,627 

CANON INC 2,159,768 176,530,755 130,924,217 

CANON MARKETING JA 112,020 

3,742,677 

3,011,347 

CANWEST GLOBAL COMMUNICATIONS 722,586 

139,100 

96,440 

CAP GEMINI 298,362 27,060,671 18,557,753 

CAP SA 282,961 

5,856,442 

7,030,749 

CAPCOM CO 151,935 

5,758,224 

4,013,032 

CAPITA PLC 1,743,172 26,675,224 30,691,284 

CAPITACOMMERCIAL 2,199,853 

3,833,023 

2,878,370 

CAPITAL SECURITIES 2,405,035 

957,792 

1,084,868 

CAPITALAND 4,144,144 23,087,238 20,871,778 

CAPITAMALL TRUST 2,279,672 

6,664,117 

4,976,666 

CAPITARETAIL CHINA TRUST 966,000 

627,418 

714,147 

CARBONE LORRAINE 40,516 

1,387,762 

1,110,454 

CARDIOME PHARMA CORP 199,100 

1,101,286 

759,472 

CARDO AB 70,571 

1,517,501 

1,525,667 

CARE UK 170,570 

846,398 

859,564 

CARGOTEC CORP 165,350 

3,157,589 

2,836,483




CARILLION 1,509,966 

6,722,702 

6,272,668 

CARL ZEISS MEDITEC NPV 58,543 

801,657 

821,154 

CARLSBERG 149,473 24,752,674 20,012,179 

CARLSBERG BRWRY (M) 30,100 

31,773 

32,369 

CARNARVON PETROL 2,134,391 

771,482 

1,406,322 

CARNIVAL PLC 325,196 23,614,082 16,280,446 

CARPETRIGHT 157,802 

1,511,574 

1,457,905 

CARPHONE WAREHOUSE 1,016,750 

3,334,363 

4,050,013 

CARREFOUR 939,594 108,147,099 81,309,281 

CARSO GLOBAL TELECOM S.A.B. 2,968,223 10,915,150 10,975,681 

CARSO INFRAESTRUCT 1,472,661 

853,109 

793,902 

CASCADES INC 230,900 

948,016 

920,538 

CASINO GUICH PERR 101,481 14,674,088 10,921,765 

CASINO GUICHARD PERACHN SARTS 32,858 

120,711 

126,743 

CASIO COMPUTER CO 274,611 

6,338,465 

4,801,863 

CASTELLUM AB 541,417 

3,999,704 

3,431,091 

CASTROL INDIA 31,263 

239,059 

243,454 

CAT OIL AG 57,707 

363,352 

333,484 

CATALYST PAPER CORP 74,000 

11,950 

10,832 

CATCHER TECHNOLOGY CO LTD 1,414,609 

3,475,515 

3,371,607 

CATHAY FINANCIAL H 13,935,134 18,332,741 20,620,261 

CATHAY PACIFIC AIR 1,809,789 

6,368,465 

4,992,401 

CATHAY REAL ESTATE 1,997,818 

654,558 

800,710 

CATLIN GROUP COM 1,118,148 

6,190,461 

5,915,567 

CATTLES PLC 1,248,565 

1,410,319 

20,562 

CATTOLICA ASSICURA 177,746 

6,497,453 

5,976,093 

CAWACHI 30,600 

574,803 

582,283 

CCL INDS INC 94,800 

2,168,132 

1,875,021 

CDL HOSPITALITY TR 1,946,000 

1,244,197 

1,115,957 

CDN IMPERIAL BK OF COMMERCE 504,613 69,492,309 51,578,803 

CELESIO AG 349,244 18,453,890 10,504,686 

CELESTIAL NUTRIFOO 1,340,000 

360,845 

157,391 

CELESTICA INC 786,844 

4,647,611 

5,338,899 

CELLCOM ISREAL LTD 341,469 11,001,899 11,189,158 

CELTIC EXPL LTD 135,300 

1,466,088 

1,776,661 

CEMENTIR SPA 250,425 

1,064,216 

955,424 

CEMENTOS ARGOS SA 715,339 

2,491,424 

2,757,259 

CEMENTOS PORTLAND 28,580 

1,125,291 

1,324,900 

CEMIG CIA ENERG MG 140,697 

1,552,765 

1,475,316 

CEMIG CIA ENERG MG 729,763 

8,841,232 

9,811,846 

CENT PATTANA PUB 10,948,027 

5,355,736 

6,298,249 

CENTENNIAL COAL CO 1,173,587 

3,016,715 

2,334,014 

CENTERRA GOLD INC 296,800 

1,283,822 

1,354,493 

CENTHROTHERM PHOTOV 19,909 

639,053 

859,822 

CENTRAL GLASS CO 484,000 

1,677,850 

1,926,268 

CENTRAL JPAN RLWY 1,958 39,267,650 25,475,550 

CENTRICA ORD 11,841,449 87,520,644 68,481,095 

CENTRO RETAIL GRP 7,181,718 

426,524 

574,800 

CENTURY LEASING SY 127,600 

977,542 

1,452,089




CENTURY TEXT + IND 12,204 

104,556 

100,118 

CEREBOS PACIFIC 43,144 

206,289 

192,289 

CERMAQ ASA NAVNE AKSJER 217,400 

1,596,769 

1,731,013 

CERSANIT KRASNYSTA 10,185 

35,620 

36,381 

CERVECERIAS UNIDAS 259,191 

1,703,997 

1,853,978 

CESC 11,795 

88,769 

68,202 

CESP CIA ENERG SP 280,785 

2,258,738 

2,806,704 

CEZ 963,639 39,470,354 43,647,660 

CFE 30,779 

1,713,413 

1,230,407 

CFS RETAIL PROP 2,425,230 

7,955,376 

6,737,322 

CGG VERITAS 156,953 11,794,491 

6,496,568 

CGI GROUPE INC 382,009 

8,054,780 

7,348,525 

CH OFFSHORE LTD 1,152,000 

385,968 

393,989 

CHALLENGER DIVERS 1,276,570 

447,568 

474,740 

CHALLENGER FIN SER 485,322 

2,729,153 

2,041,760 

CHAMBAL FERTILISER 93,473 

117,253 

132,390 

CHAMPION REAL ESTA 6,974,000 

2,338,085 

2,276,659 

CHANG HWA BANK 7,528,568 

3,004,966 

3,292,745 

CHAODA MODERN AGRICULTURE 1,821,473 

3,235,847 

2,212,542 

CHARLES VOGELE HLD 25,072 

1,032,702 

829,932 

CHAROEN POK FOODS 15,704,951 

1,655,316 

2,203,395 

CHARTER INTERNATIONAL 562,903 

5,573,502 

4,013,982 

CHARTERED SEMI CONDUCTORS 331,701 

1,418,891 

1,034,503 

CHARTWELL SENIORS HSG REAL EST 314,600 

1,673,480 

1,468,233 

CHAUCER HOLDINGS 1,644,939 

1,272,864 

1,171,628 

CHEIL INDUSTRIES 82,094 

2,563,800 

2,957,820 

CHEIL WORLDWIDE INC 6,067 

1,010,104 

1,114,391 

CHEMRING GROUP 111,066 

3,790,170 

3,969,125 

CHEN HSONG HOLDING 780,000 

203,697 

195,250 

CHENG SHIN IND 1,561,899 

1,936,295 

2,437,343 

CHENG UEI PRECISIO 598,359 

926,108 

957,447 

CHENNAI PETRO CP 161,675 

624,167 

578,966 

CHESNARA 309,983 

687,322 

745,323 

CHEUNG KONG INFRAS 1,008,510 

6,226,237 

5,786,922 

CHEUNG KONG(HLDGS) 3,826,311 79,293,704 71,272,297 

CHI MEI OPTOELECTR 15,188,638 

8,494,963 

8,008,639 

CHIA HSIN CEMENT 147,505 

81,467 

67,886 

CHIA HSIN FOOD AND SYNTHTC FBR 24,573 

6,610 

0 

CHIBA BANK 942,004 13,090,292 12,314,259 

CHIBA KOGYO BANK 79,100 

852,837 

782,925 

CHICONY ELECTRONI 1,713,325 

2,421,144 

3,190,617 

CHINA AGRI IND HLD 1,505,918 

1,731,863 

2,164,988 

CHINA AIRLINES 4,415,035 

1,286,074 

1,092,657 

CHINA BILLS FIN 90,000 

25,785 

27,376 

CHINA BLUECHEMICAL 4,064,599 

2,244,118 

2,150,290 

CHINA CHENGTONG DE 6,280,000 

402,045 

445,675 

CHINA CITIC BK 24,939,933 13,185,445 16,122,356 

CHINA COAL ENERGY 8,902,000 

7,954,447 10,613,413 

CHINA COMM CONSTR 7,425,830 

9,725,975 

8,671,397




CHINA COMM SERVICE 2,997,749 

1,938,223 

1,848,922 

CHINA CONST BK 140,189,204 103,566,325 108,532,877 

CHINA COSCO HLDGS 5,959,500 

6,628,985 

7,089,837 

CHINA DEV FIN HLDG 22,749,154 

5,452,453 

5,422,078 

CHINA DONGXIANG 7,079,000 

3,108,797 

4,749,750 

CHINA EAST AIRLINE 2,208,000 

438,649 

495,728 

CHINA ELX FERTILSE 1,249,000 

417,439 

336,553 

CHINA ENERGY LTD 1,955,000 

337,987 

303,918 

CHINA EVERBRIGHT 4,940,000 

1,184,887 

1,395,939 

CHINA EVERBRIGHT 1,016,421 

4,456,712 

5,191,603 

CHINA FISHERY GRP 805,500 

490,728 

567,665 

CHINA FOODS LTD 1,168,332 

1,305,243 

1,620,286 

CHINA GAS HOLDINGS 7,608,000 

1,592,810 

1,904,442 

CHINA GRAND FORESTRY GREEN RES 17,888,000 

972,575 

946,327 

CHINA GREEN HLDGS 2,022,000 

1,722,580 

2,126,348 

CHINA HIGH SPEED 673,195 

2,584,478 

3,103,544 

CHINA HONGXING SPO 6,502,000 

1,045,232 

763,699 

CHINA HUIYUAN JUIC 1,284,688 

1,683,521 

1,997,088 

CHINA INSURANCE IN 223,000 

476,907 

469,592 

CHINA INTL MARINE 2,845,900 

2,015,250 

2,713,686 

CHINA LIFE INSURAN 4,467,630 

2,680,136 

2,110,584 

CHINA LIFE INSURANCE 16,701,329 59,541,700 61,848,394 

CHINA MANMADE FBRS 103,852 

12,482 

18,358 

CHINA MENGNIU DAIRY 3,444,562 

8,184,423 11,733,506 

CHINA MERCHANTS 352,000 

667,812 

640,409 

CHINA MERCHANTS BK 6,596,350 10,866,389 15,048,092 

CHINA MERCHANTS HLDGS INTL 1,612,193 11,408,940 

9,118,512 

CHINA MERCHANTS PR 34,300 

68,820 

80,992 

CHINA MILK PRODUCT 1,737,000 

609,186 

480,050 

CHINA MINING RESOUR 17,648,000 

829,744 

1,013,330 

CHINA MOBILE LTD 10,142,903 172,857,501 183,970,688 

CHINA MOLYBDENUM C 1,625,845 

1,045,616 

1,170,601 

CHINA MOTOR CO 1,549,290 

894,316 

767,326 

CHINA NATIONAL BUI 6,345,044 

8,890,756 12,297,025 

CHINA NICKEL RESOURCES HOLDING 3,268,000 

499,043 

560,827 

CHINA O/SEAS LAND 12,526,552 28,834,765 41,988,313 

CHINA PETROCHEM 546,960 

180,453 

169,206 

CHINA PHARMA GROUP 2,402,000 

1,029,961 

1,233,535 

CHINA POWER INTL 4,546,000 

1,151,900 

1,448,845 

CHINA POWER NEW ENERGY DEV CO 10,900,000 

759,196 

801,672 

CHINA RAILWAY CONS 4,663,500 

6,399,705 

7,172,718 

CHINA RAILWAY GROU 10,700,100 

7,499,123 

8,601,444 

CHINA RES GAS GP L 1,230,000 

709,575 

841,156 

CHINA RES PWR HLDG 190,578 

0 152,802 

CHINA RES PWR HLDG 2,213,776 

8,854,665 

8,647,769 

CHINA RESOURCES EN 11,329,384 42,232,266 25,798,826 

CHINA RESOURCES LAND LIMITED 2,936,865 

8,324,617 12,422,172 

CHINA SCITECH HLDGS LTD WTS 200,000 

0 2,581 

CHINA SHANSHUI CEM 3,394,000 

1,516,873 

2,351,698




CHINA SHENHUA ENERGY 20,308,583 61,947,870 74,289,628 

CHINA SHIPPING CONTAINER LINES 8,215,000 

2,234,743 

2,204,786 

CHINA SHIPPING DEV 2,491,000 

2,855,541 

3,207,744 

CHINA SKY CHEMICAL 1,271,000 

309,897 

140,505 

CHINA STATE CONSTR 3,032,000 

673,446 

1,048,478 

CHINA STEEL 20,292,972 15,594,286 17,441,689 

CHINA STEEL CHEM 30,000 

57,175 

59,707 

CHINA STHN AIRLINE 12,284,000 

2,970,342 

3,391,947 

CHINA SUN BIO CHEM 304,000 

15,605 

11,552 

CHINA SYNTH RUBBER 26,000 

26,171 

23,417 

CHINA TAIPING INSURANCE HOLD 515,073 

3,426,469 

3,117,661 

CHINA TELECOM CORP 60,189,530 26,908,949 29,978,076 

CHINA TRAVEL INTL 2,505,855 

1,064,956 

1,215,381 

CHINA TRUST FINANCE 25,166,444 12,631,624 15,187,308 

CHINA UNICOM HONG KONG LTD 9,785,004 32,570,756 25,428,976 

CHINA VANKE CO 2,000,700 

2,074,941 

2,891,316 

CHINA WATER AFFAIR 2,908,000 

628,056 

731,686 

CHINA YURUN FOOD 3,502,652 

6,448,972 

6,854,034 

CHINESE ESTATES HL 1,806,064 

4,663,495 

5,557,221 

CHIYODA CO 65,000 

910,801 

928,331 

CHIYODA CORP 205,095 

3,991,200 

3,836,109 

CHIYODA INTEGRE CO 33,000 

405,243 

379,645 

CHLORIDE GROUP 820,956 

2,501,340 

2,044,886 

CHOFU SEISAKUSHO 87,000 

1,661,773 

1,775,437 

CHONG HING BANK LTD 183,403 

1,027,883 

748,508 

CHONGQING IRON + STEEL 1,810,000 

577,143 

695,970 

CHORI CO 346,000 

362,280 

437,498 

CHOW SANG SANG HLD 1,412,000 

1,019,796 

1,074,935 

CHRISTIAN DIOR 131,133 20,844,590 17,199,566 

CHROMA ATE INC 241,571 

308,737 

250,333 

CHUBU ELEC POWER 689,371 36,820,559 34,537,461 

CHUDENKO CORP 84,000 

1,234,754 

1,392,963 

CHUETSU PULP+PAPER 182,000 

421,050 

445,168 

CHUGAI PHARM CO 572,187 14,573,736 16,873,611 

CHUGAI RO CO 223,000 

740,483 

656,392 

CHUGOKU BANK 184,014 

6,090,539 

5,883,660 

CHUGOKU ELEC POWER 311,145 14,504,534 14,193,005 

CHUGOKU MAR PAINTS 162,000 

1,038,380 

1,118,226 

CHUKYO BANK 215,000 

674,309 

688,553 

CHUNG HUNG STEEL CORP 137,445 

60,397 

51,317 

CHUNGHWA TELECOM 11,398,431 22,402,619 22,755,173 

CHUNGWHA PICTURE T 16,870,921 

3,146,934 

2,211,062 

CHUO MITSUI TRUST HOLDINGS INC 1,718,438 18,643,269 11,770,528 

CHUO SPRING CO 80,000 

225,600 

215,578 

CHUO WAREHOUSE CO 306,000 

3,157,822 

2,608,540 

CIA BRASILEIRA DE MEIOS DE 743,100 

5,880,508 

6,389,037 

CIA COL DE INVERSI 3,922 

50,713 

58,607 

CIA DE BEBIDAS DAS AMER RCT 357 

14,209 

17,305 

CIA DE BEBIDAS DAS AMER RCT 887 

41,857 

55,239




CIA DE CONCESSOES 1,304,500 16,401,103 20,920,724 

CIA ENERGET CEARA 10,275 

124,252 

126,930 

CIA ESP PETROLEOS 36,254 

4,861,395 

2,520,328 

CIA GAS SAO PAULO 45,820 

753,063 

814,791 

CIA SANEAMENTO MIN 261,500 

2,123,394 

3,409,187 

CIE AUTOMOTIVE SA 107,424 

592,197 

470,116 

CIE DE ST GOBAIN 704,797 79,069,061 46,056,842 

CIMENTS FRANCAIS 15,496 

4,471,376 

2,696,775 

CIMPOR CIMENTOS DE 262,894 

4,311,996 

3,915,261 

CIMSA 17,544 

50,276 

46,138 

CINTRA CONCES INFR 72,157 

417,723 

447,353 

CIPLA 473,492 

1,997,366 

2,505,589 

CIR COMPAGNIE INDS 1,224,826 

2,144,042 

2,004,909 

CIRCLE K SUNKUS CO 434,951 

8,801,722 

7,984,138 

CITIC PACIFIC LTD 1,543,048 

8,855,680 

6,099,976 

CITIC RESOURCES 1,899,742 

1,170,891 

1,221,002 

CITIZEN HOLDINGS CO LTD 359,273 

4,224,210 

3,721,928 

CITY DEVELOPMENTS 691,164 11,121,108 

9,377,036 

CITY LODGE HOTELS 1,155 

9,559 

10,320 

CITY OF LONDON INVESTMENT TR 657,206 

2,370,238 

2,153,816 

CITYCON OYJ 516,603 

1,530,367 

1,347,781 

CJ CGV 20,280 

279,235 

343,850 

CJ CHEILJEDANG 13,604 

1,594,559 

1,596,450 

CJ CORP 26,553 

938,012 

904,588 

CJ O SHOPPING CO 41,755 

2,126,352 

2,071,444 

CKD CORPORATION 163,300 

710,673 

832,706 

CLAL INDUSTRIES 49,114 

387,050 

430,909 

CLAL INSURANCE ENT 11,064 

336,729 

390,317 

CLARIANT 553,459 

7,151,744 

5,355,084 

CLARION CO 268,000 

259,897 

263,875 

CLAS OHLSON AB 86,495 

1,037,459 

1,222,430 

CLEANUP CORP 45,800 

215,757 

237,343 

CLEVO CO 9,000 

12,182 

11,301 

CLICKS GROUP LTD 526,087 

1,031,553 

1,250,074 

CLOSE BROTHERS GP 469,077 

4,441,009 

5,075,320 

CLOUGH 1,228,654 

611,492 

705,247 

CLP HOLDINGS 2,848,397 37,296,386 35,396,082 

CLS HOLDINGS 85,640 

459,352 

430,160 

CLUB MEDITERRANEE 42,806 

916,593 

639,446 

CMB(CIE MARITIME) 58,125 

2,062,783 

1,761,843 

CMC MAGNETICS CORP 5,962,000 

1,527,806 

1,288,344 

CMIC CO LTD 560 

139,994 

124,728 

CMK CORP 98,400 

527,441 

973,955 

CML HEALTHCARE INCOME FD 180,800 

2,171,338 

1,972,477 

CML HEALTHCARE INCOME FD 232,700 

2,710,949 

2,538,691 

CMNWLTH BK OF AUST 2,103,572 143,363,335 132,073,390 

CNOOC LTD 27,968,936 63,143,451 65,244,555 

CNP ASSURANCES 106,128 16,532,720 16,467,559 

CNPC (HONG KONG) LTD 770,000 

588,984 

639,841




CNPC HONG KONG LIMITED 1,764,721 

2,456,280 

4,215,039 

COAL OF AFRICA LTD 969,118 

1,034,811 

1,253,573 

COASTAL REALTY GROUP 3,514,000 

229,987 

312,857 

COBHAM ORD 1,318,251 10,786,228 

8,318,398 

COCA COLA AMATIL 740,039 11,377,798 10,874,414 

COCA COLA CENTRAL 56,200 

753,769 

775,855 

COCA COLA FEMSA SA 352,300 

1,082,201 

1,415,593 

COCA COLA HELL BOT 175,094 10,482,793 

7,572,175 

COCA COLA ICECEK 663,562 

3,344,542 

3,801,162 

COCA COLA WEST COMPAY LIMITED 69,424 

2,824,322 

2,615,154 

COCHLEAR LTD 81,589 

7,467,786 

7,507,968 

COCOKARA FINE HOLD 31,500 

413,241 

483,184 

CODERE SA 51,970 

554,853 

422,795 

COFFEY INTL 338,248 

497,463 

516,833 

COFIDE 1,690,826 

1,243,601 

1,075,538 

COFINIMMO SA 28,152 

3,865,746 

3,277,455 

COGECO CABLE INC 142,500 

4,099,773 

3,474,921 

COLBUN SA 14,024,157 

3,138,100 

3,563,786 

COLGATE PALM (IND) 33,734 

290,309 

429,483 

COLLINS STEWART 772,418 

999,249 

915,881 

COLONIA REAL ESTATE AG 64,356 

381,395 

265,391 

COLOPLAST 33,160 

6,216,260 

5,252,538 

COLOWIDE 74,500 

402,803 

450,158 

COLRUYT SA 30,163 11,489,761 11,047,911 

COLT TELECOM GP SA 1,462,462 

2,777,781 

2,613,174 

COLTENE HOLDING AG 11,987 

571,636 

440,330 

COMBA TELECOM SYS 879,400 

261,824 

490,191 

COMDIRECT BANK AG 102,741 

774,850 

719,107 

COMFORTDELGRO CORP 2,621,295 

6,011,439 

4,827,963 

COMINAR REAL ESTATE INVT TR 159,400 

2,317,725 

2,124,693 

COMMERCIAL INTL BK 1,667,806 13,774,305 14,641,751 

COMMERZBANK AG 1,825,328 48,998,242 17,364,913 

COMMONWEALTH PROPE 1,948,845 

4,995,680 

3,017,689 

COMMUTURE CORP 56,000 

327,673 

360,429 

COMP ENG + CONSULT 41,800 

326,025 

304,992 

COMPAGNIE FINANCIER TRADITION 7,274 

810,901 

768,500 

COMPAIGNE GENERALE IMMOBILE 6,036 

1,578,075 

1,500,093 

COMPAL COMMUN INC 578,639 

514,575 

476,174 

COMPAL ELECTRONIC 24,555,823 20,662,141 19,945,525 

COMPANIA GENERAL DE ELECTRIC 79,768 

160,925 

545,050 

COMPASS GROUP 3,585,317 34,781,038 34,549,247 

COMPASS RESOURCES 106,700 

152,058 

13,155 

COMPTON PETE CORP 397,500 

1,662,309 

455,225 

COMPUTACENTER 478,547 

1,218,650 

1,615,595 

COMPUTERSHARE REG 940,879 12,360,188 12,671,583 

COMSYS HOLDINGS 342,300 

2,988,293 

3,785,398 

CONERGY AG 925,707 

1,502,184 

805,035 

CONFAB IND SA 37,081 

91,276 

90,063 

CONNACHER OIL + GAS LIMITED 655,100 

1,226,438 

518,958




CONNAUGHT 385,945 

2,313,724 

2,383,475 

CONNECTEAST GROUP 8,030,113 

3,249,650 

1,980,043 

CONSOLIDATED MEDIA 597,982 

4,389,442 

2,417,117 

CONSORCIO ARA SAB 285,400 

166,271 

124,169 

CONST Y AUX FERR 10,790 

3,973,306 

4,829,450 

CONSTANTIN MEDIED AG NEW 9,389 

24,975 

27,656 

CONSTANTIN MEDIEN AG. 168,583 

537,948 

496,572 

CONTACT ENERGY 255,513 

3,263,951 

2,132,160 

CONTAINER CORP 250,300 

5,868,226 

5,099,526 

CONTINENTAL ENGINE 331,000 

153,166 

112,486 

CONWERT IMMOBILIEN INVEST SE 255,609 

2,508,165 

2,065,133 

COOKSON GROUP ORD GBP1 870,789 

4,722,771 

3,746,478 

COPAL COMPANY 59,000 

526,262 

586,423 

COPEL PARANA ENERG 829,533 11,492,303 11,555,389 

CORETRONIC CORP 4,012,958 

2,766,129 

4,042,312 

CORFICOLOMBIANA 1,687 

12,310 

14,371 

CORINTH PIPEWORKS 74,951 

130,700 

220,773 

CORIO NV 84,323 13,391,176 

8,845,396 

CORONA CORP 27,500 

295,074 

349,433 

CORP EXPRESS AUST 71,523 

694,788 

468,434 

CORP FINANC ALBA 36,389 

5,365,462 

4,141,974 

CORP GEO SAB DE CV 2,995,600 

3,142,856 

5,786,379 

CORP MOCTEZUMA 1,574,177 

2,914,023 

2,952,273 

CORPBANCA 170,084,858 

937,092 

998,898 

CORPOR DERMOEST 48,293 

266,524 

289,919 

CORPORATE EXPRESS NV 99,603 

1,359,858 

1,282,521 

CORPORATION BANK INDIA 38,078 

247,963 

262,902 

CORRIDOR RES INC 271,800 

869,903 

622,541 

CORUS ENTERTAINMENT INC 89,979 

1,226,417 

1,150,547 

COSCO CORPORATION 1,170,737 

2,516,368 

1,789,019 

COSCO INTL HLDGS 2,430,000 

881,537 

1,191,476 

COSCO PACIFIC LTD 1,116,054 

3,695,007 

2,856,312 

COSEL CO 60,900 

525,634 

643,179 

COSMO OIL COMPANY 3,632,129 22,477,643 16,470,735 

COSMOS PHARMACEUTICAL 25,000 

337,023 

449,552 

COUNTRY GARDEN HOLDINGS ORDSHS 4,223,650 

5,895,941 

3,945,061 

CPFL ENERGIA SA 180,170 

3,210,157 

2,926,223 

CRAMO OYJ 72,063 

741,564 

722,716 

CRANE GROUP LTD 233,449 

1,900,399 

1,915,628 

CRANSWICK 144,856 

1,441,706 

1,357,384 

CREATIVE TECHNOLOGY 166,850 

551,460 

415,007 

CREDEM 332,618 

1,794,275 

1,595,590 

CREDIT AGRICOLE EGYPT 56,794 

107,273 

147,417 

CREDIT AGRICOLE SA 1,790,617 77,890,067 38,219,500 

CREDIT IMM + HOTEL 7,026 

468,867 

364,942 

CREDIT SAISON CO 378,236 12,354,319 

7,966,184 

CREDIT SUISSE GRP AG 1,711,880 167,765,198 149,151,411 

CREDIT SUISSE REAL ESTATE FD 36,182 

4,720,223 

4,940,487 

CREDITO ARTIGIANO 305,949 

950,045 

808,928




CREDITO VALTELLINE 647,955 

5,601,817 

5,862,111 

CREED CORP 141 

111,879 

222 

CREW ENERGY INC 196,900 

813,161 

881,629 

CRH 195,357 

4,750,557 

4,452,786 

CRH 889,580 49,847,669 41,650,720 

CRITERIA CAIXACORP 1,411,820 14,125,777 13,061,193 

CRODA INTL 428,682 

4,029,291 

3,766,375 

CROMPTON GREAVES 784,856 

3,779,101 

4,784,009 

CROMWELL GROUP 2,198,787 

1,146,098 

924,357 

CROPENERGIES AG 98,280 

405,206 

409,422 

CROWN CONFECTION 27,560 

1,400,739 

1,181,189 

CROWN LTD 941,887 13,897,013 10,044,096 

CRUCELL NV 204,800 

3,862,580 

4,925,121 

CSE GLOBAL LTD 1,451,000 

696,978 

541,362 

CSK HOLDINGS CORPORATION 349,259 

2,364,569 

1,976,356 

CSL 672,095 38,497,980 38,944,926 

CSM NV CVA 251,271 

4,468,985 

3,707,725 

CSR 416,230 

1,927,082 

2,397,425 

CSR LIMITED 1,325,973 

5,925,782 

4,186,978 

CTCI CORP 119,598 

106,899 

105,710 

CTS EVENTIM AG 33,282 

1,095,143 

1,347,739 

CULTURE CONVENIENCE 252,000 

1,702,555 

2,157,351 

CUMMINS INDS 52,214 

257,928 

301,098 

CYBERLINK CORP 9,000 

42,186 

33,603 

CYBERNET SYSTEMS 304 

106,694 

107,441 

CYBOZU INC 540 

122,873 

107,457 

CYRELA BRAZIL REAL 415,500 

2,241,686 

3,148,370 

CYTOS BIOTECH AG 15,014 

390,059 

173,947 

D CARNEGIE + CO AB 65,200 

836,730 

151,474 

D IETEREN TRADING 8,632 

1,692,283 

1,773,775 

D LINK 898,081 

740,767 

730,837 

D/S NORDEN 44,062 

1,841,495 

1,506,301 

DAB BANK AG 62,712 

304,151 

255,972 

DABUR INDIA LTD 1,147,926 

2,570,485 

3,055,225 

DACOM CORP 330,328 

4,962,675 

4,576,545 

DAE HAN SYNTHETIC 20,464 

1,906,140 

1,077,856 

DAEGU BANK 511,160 

4,304,784 

4,694,511 

DAEHAN FLOUR MILL 40,000 

7,515,340 

3,328,231 

DAEJAN HOLDINGS 18,042 

675,226 

572,559 

DAEKYO 440,080 

2,087,512 

1,792,861 

DAELIM INDUSTRIAL CO 153,206 

7,559,568 

7,432,106 

DAETWYLER HLDG 13,086 

636,621 

512,587 

DAEWOO ENGINEERING 236,769 

2,222,231 

2,397,520 

DAEWOO SECURITIES 265,233 

3,459,743 

3,955,749 

DAEWOO SHIPBUILDING + MARINE 174,640 

2,816,385 

2,741,709 

DAEWOONG PHARM CO 914 

39,350 

41,038 

DAH SING BANKING G 183,323 

806,007 

433,004 

DAH SING FINANCIAL 238,697 

2,784,055 

1,696,610 

DAI DAN CO 82,000 

390,464 

404,540




DAI NIPPON PRINTNG 729,947 21,572,398 20,453,054 

DAI NIPPON TORYO 233,000 

239,609 

263,222 

DAIBIRU CORP 194,600 

1,682,260 

1,676,039 

DAICEL CHEM INDS 640,171 

5,890,524 

6,383,590 

DAIDO METAL CO 106,000 

453,894 

437,249 

DAIDO STEEL CO 427,927 

4,138,531 

3,578,994 

DAIDOH 58,800 

402,972 

391,858 

DAIEI INC 1,033,425 

6,899,711 

4,627,036 

DAIFUKU CO 264,500 

1,893,069 

1,883,313 

DAIHATSU MOTOR CO 389,398 

6,424,268 

6,021,099 

DAIHEN CORP 315,000 

1,036,320 

1,100,223 

DAIICHI CHUO KISEN 333,000 

1,284,402 

959,465 

DAIICHI JITSUGYO 136,000 

441,304 

480,655 

DAIICHI SANKYO 745,763 37,321,166 26,376,542 

DAIKEN CORP 164,000 

292,492 

295,756 

DAIKIN INDUSTRIES 485,869 30,345,395 25,150,618 

DAIKOKU DENKI CO 13,800 

180,249 

183,790 

DAIKYO INC 476,000 

672,922 

818,946 

DAILY MAIL + GEN TST 395,432 

4,902,372 

3,565,783 

DAIMEI TELECOM ENG 96,000 

823,773 

920,350 

DAIMLER AG 1,893,780 173,288,917 119,148,774 

DAINICHISEIKA C+C 116,000 

303,291 

298,160 

DAINIPPON SCREEN 652,264 

3,304,072 

2,986,352 

DAINIPPON SUMITOMO 183,566 

3,244,441 

3,349,721 

DAIO PAPER CORP 301,000 

2,604,077 

2,636,109 

DAIRY CREST GROUP 417,819 

2,280,080 

2,208,753 

DAISAN BANK 287,000 

860,734 

788,257 

DAISEKI CO 122,700 

2,897,392 

2,702,363 

DAISHI BANK 354,323 

3,310,533 

3,160,626 

DAISHIN SECURITIES 405,308 

7,471,111 

4,963,150 

DAISO CO 172,000 

414,546 

418,925 

DAISYOCORP 24,200 

302,677 

331,077 

DAITO TRUST CONST 127,334 13,563,696 13,213,958 

DAIWA HOUSE INDS 598,419 15,211,767 13,105,774 

DAIWA INDUSTRIES 122,000 

465,476 

562,678 

DAIWA SECURITIES GROUP INC 1,665,471 33,314,808 21,413,688 

DAIWABO CO LTD 471,000 

1,224,425 

1,401,016 

DALIAN PORT (PDA) 172,000 

67,738 

69,687 

DANA PETROLEUM 281,321 

5,986,682 

6,495,373 

DANIELI + C 51,470 

943,302 

866,333 

DANIELI + C 115,371 

1,290,229 

1,061,573 

DANISCO 96,908 

9,695,687 

6,736,409 

DANONE 763,824 100,559,155 80,593,450 

DANSKE BANK A/S 1,210,883 59,353,713 37,378,633 

DAPHNE INTERNATIONAL HOLDINGS 2,556,000 

987,680 

1,335,708 

DASSAULT SYSTEMES 65,169 

7,522,120 

6,272,176 

DATALOGIC SPA 55,190 

371,828 

302,682 

DATANG INTL POWER 5,464,000 

2,747,158 

3,334,781 

DATATEC 671,946 

2,427,911 

1,535,752




DAUM COMMUNICATIONS CORP 17,444 

486,872 

618,917 

DAVID JONES LTD 1,750,769 

4,595,137 

6,440,111 

DAVIS SERVICE GP 589,963 

3,159,890 

3,240,220 

DBS GROUP HLDGS 3,502,631 58,487,213 48,289,788 

DCC 45,790 

932,928 

944,142 

DCC 213,141 

3,918,650 

4,394,746 

DCM JAPAN HOLDING 214,200 

1,301,538 

1,467,443 

DE LA RUE 336,440 

5,757,871 

5,047,542 

DEA CAPITAL 321,236 

601,684 

647,937 

DEBENHAMS ORD 2,771,299 

3,006,206 

3,696,769 

DECEUNINCK 34,556 

303,110 

93,062 

DECHRA PHARMA 206,025 

1,353,675 

1,432,661 

DELACHAUX 17,360 

1,295,826 

1,168,801 

DELEK AUTOMOTIVE 80,989 

828,171 

858,347 

DELEK DRILLING 683,038 

567,635 

975,383 

DELEK GROUP 19,571 

2,607,766 

2,908,736 

DELEK REAL ESTATE 418,965 

515,233 

519,226 

DELHAIZE GROUP 282,578 29,281,301 29,528,153 

DELTA 480,983 

883,576 

918,844 

DELTA ELECTRONICS 2,086,700 

858,649 

765,642 

DELTA ELECTRONICS 3,785,374 

8,058,353 

8,595,256 

DELTA SUGAR CO 10,399 

29,839 

30,840 

DEMAG CRANES AG 61,334 

1,852,852 

1,386,806 

DENA CO LTD 402 

3,387,409 

3,135,729 

DENISON MINES CORP 709,200 

2,165,307 

1,178,590 

DENKI KAGAKU KOGYO 701,252 

4,656,649 

4,166,903 

DENKI KOGYO CO 166,000 

921,151 

836,151 

DENSO CORP 1,001,384 46,494,505 41,350,857 

DENTSU INC 206,240 

9,799,385 

8,343,545 

DENWAY MOTORS LTD 16,000,908 10,314,493 

9,644,686 

DENYO CO 60,800 

447,883 

476,393 

DERICHEBOURG 407,113 

1,773,526 

1,073,550 

DERWENT LONDON PLC 316,552 

4,423,009 

4,874,281 

DESARROLLADORA HOM 40,600 

192,306 

188,816 

DESCENTE 179,000 

794,689 

858,963 

DETOUR GOLD CORP 128,700 

1,070,768 

1,145,872 

DEUTSCHE BANK AG 1,115,585 175,741,847 119,256,912 

DEUTSCHE BOERSE AG 307,496 53,927,455 44,522,647 

DEUTSCHE EUROSHOP 108,199 

3,412,983 

3,331,250 

DEUTSCHE LUFTHANSA 749,306 21,050,199 13,421,100 

DEUTSCHE POST AG 2,130,687 72,294,866 43,833,407 

DEUTSCHE TELEKOM 5,536,552 159,537,384 118,192,024 

DEUTSCHE WOHNEN AG BR 76,749 

1,209,916 

1,070,061 

DEUTZ AG 369,484 

1,805,262 

1,715,430 

DEVELOPMENT SECS 127,101 

616,766 

549,455 

DEVELOPMENT SECURITIES SUB 73,989 

0 27,416 

DEXIA 1,235,189 24,690,531 14,845,627 

DEXION ABSOLUTE 1,775,033 

3,475,786 

3,420,158 

DEXUS PROPERTY GP 5,083,231 11,151,605 

6,257,748




DIAGEO 3,291,573 115,582,645 96,777,136 

DIAGNOSTICOS DA AM 1,400 

22,798 

24,574 

DIALOG GROUP 87,800 

28,036 

27,227 

DIASORIN SPA 86,559 

1,896,244 

2,150,207 

DIC ASSET AG 71,302 

846,770 

505,060 

DIC CORPORATION 833,815 

5,148,064 

2,489,489 

DICKSON CONCEPT IN 875,500 

391,753 

372,791 

DIGI.COM BERHAD 721,087 

4,024,908 

4,554,234 

DIGITAL CHINA HLDG 2,246,000 

1,178,512 

1,564,945 

DIGNITY 198,876 

2,088,640 

1,971,664 

DIMENSION DATA HLDGS PLC 5,958,529 

4,822,266 

5,838,617 

DISCO CORPORATION 38,600 

2,043,803 

2,643,880 

DISCOUNT INV CORP 113,458 

2,742,019 

3,104,810 

DISCOVERY HLDGS 1,377,347 

3,538,841 

4,608,695 

DIVIS LABORATORIE 14,477 

282,094 

338,769 

DLF LIMITED 569,031 

5,940,230 

3,715,539 

DMT S.P.A. 26,461 

443,142 

303,234 

DNB NOR ASA 2,071,562 30,976,882 26,134,256 

DNO INTERNATIONAL ASA 2,856,000 

3,270,980 

3,549,728 

DOCKWISE LTD 806,904 

1,153,820 

908,880 

DOF ASA 131,600 

951,496 

756,492 

DOGAN SIRKETLER GRUBY HLDG AS 24,112,413 15,056,363 17,579,679 

DOGAN YAYIN HLDGS 131,854 

95,977 

126,172 

DOMINION MINING 240,200 

766,408 

895,214 

DON QUIJOTE 59,325 

2,806,542 

2,662,946 

DONG A PHARM 986 

64,847 

67,181 

DONG SUH 2,542 

57,124 

57,267 

DONGBU INSURANCE 240,960 

5,110,812 

4,955,573 

DONGFANG ELECT COR 350,000 

1,083,845 

1,253,218 

DONGFENG MOTOR GRO 3,418,000 

1,666,394 

2,901,974 

DONGKUK STEEL MILL 102,260 

2,208,033 

2,074,980 

DONGWON DEVMT 70,000 

1,149,698 

390,125 

DOOSAN CONSTRUCTION 36,300 

217,703 

190,910 

DOREL INDS INC 91,400 

2,128,815 

2,115,497 

DOSHISHA CO 29,200 

382,476 

425,509 

DOUGLAS HLDG AG 127,583 

5,413,782 

4,831,768 

DOUJA PROM ADDOHA 183,571 

3,161,643 

3,387,424 

DOUTOR NICJIRES HO 117,800 

1,692,241 

1,589,632 

DOWA HOLDINGS 390,267 

4,013,351 

3,486,783 

DOWA MINING 558,799 

0 0 

DOWNER GROUP 397,769 

4,374,035 

3,709,723 

DR REDDYS LABS 96,835 

1,060,384 

1,584,371 

DRAGERWERK AG 18,123 

624,115 

452,226 

DRAKA HLDGS 100,578 

1,658,926 

1,343,041 

DRAX GROUP 930,991 17,910,118 10,840,147 

DRB HICOM BERHAD 534,700 

152,513 

158,204 

DS SMITH PLC 1,576,078 

2,215,871 

1,726,050 

DSG INTERNATIONAL 22,576,600 11,993,535 

8,551,461 

DSV 1,018,091 12,905,808 12,608,205




DT BETEILIGUNG 40,277 

700,650 

689,234 

DT POSTBANK AG 128,584 

5,936,091 

6,319,508 

DTS CORPORATION 59,300 

678,823 

617,062 

DUERR AG 23,996 

558,792 

385,384 

DUFRY AG 43,592 

1,805,578 

1,663,434 

DUNDEE CORP 225,300 

1,103,025 

1,311,429 

DUNDEE CORPORATION 78,800 

930,089 

458,680 

DUNDEE REAL ESTATE INVT TR 53,500 

981,608 

697,916 

DUNDEE WEALTH INC 78,900 

1,021,098 

584,268 

DUNDEE WEALTH INC 118,700 

617,783 

878,994 

DUNELM GROUP PLC 272,348 

801,044 

988,978 

DURATEX SA 5,600 

70,655 

62,035 

DURO FELGUERA 128,176 

965,175 

1,159,621 

DUSKIN CO LTD 212,100 

3,467,920 

3,596,368 

DUTY FREE SHOPS 49,740 

506,629 

498,142 

DWANGO CO 318 

501,258 

471,636 

DYCKERHOFF AG 13,974 

730,903 

843,023 

DYDO DRINCO INC 20,700 

576,264 

564,243 

E ON AG 2,713,116 249,325,480 192,639,846 

E SUN FINANCIAL HL 7,364,188 

2,305,844 

2,468,944 

E1 CORPORATION 2,448 

170,996 

157,185 

EACCESS LTD 4,367 

2,800,199 

3,575,613 

EADS(EURO AERO 121,099 

1,930,697 

1,955,084 

EADS(EURO AERO) 233,444 17,183,457 10,833,097 

EAGA PLC 591,552 

1,328,182 

1,278,634 

EAGLE INDUSTRY CO 62,000 

264,385 

262,175 

EARTH CHEMICAL CO 46,600 

1,199,788 

1,243,665 

EAST ASIATIC CO LTD 51,274 

2,228,169 

1,709,391 

EAST JAPAN RAILWAY 542,903 67,693,934 57,511,998 

EASTERN PLATINUM LTD 754,900 

1,425,198 

338,010 

EASTERN PLATINUM LTD 1,368,500 

576,553 

612,752 

EASTERN TOBACCO CO 235,812 

7,506,443 

4,839,331 

EASY JET 1,076,846 

5,503,595 

4,792,623 

EBARA CORP 661,988 

3,465,837 

4,296,529 

EBRO PULEVA 371,375 

5,414,777 

5,631,030 

ECHO INVESTMENT 42,689 

38,783 

37,015 

ECZACIBASI ILAC 62,413 

53,414 

57,286 

EDB BUSINESS PART 150,739 

532,381 

435,598 

EDF 601,012 62,021,927 46,048,897 

EDF ENERGIES NOUV 73,246 

3,205,150 

3,632,835 

EDINBURGH DRAGON TRUST PLC 727,893 

1,679,254 

1,750,146 

EDINBURGH INV TST 617,560 

3,413,143 

3,122,277 

EDINBURGH UK TRACK 337,589 

1,136,025 

1,034,082 

EDINBURGH US TRACK 117,716 

965,779 

870,434 

EDION CORP 216,200 

1,142,539 

1,402,718 

EDISON 1,849,282 

4,669,719 

3,545,279 

EDP ENERGIAS PORTUGAL 5,372,377 44,935,488 35,807,901 

EDP RENOVAVEIS SA 101,567 

2,273,241 

2,004,738 

EFG EUROBANK ERGAS 516,135 26,515,414 10,920,918




EFG HERMES HLDGS 59,349 

248,612 

238,712 

EFG INTERNATIONAL AG 61,221 

2,248,860 

1,200,813 

EGIS GYOGYSZERGYAR 2,656 

127,961 

239,202 

EGYPT FOR TOURISM 84,517 

29,799 

37,469 

EGYPTIAN FIN + IND 4,661 

18,294 

19,706 

EHIME BANK 418,000 

1,201,676 

1,152,386 

EIFFAGE 84,451 16,248,327 10,442,213 

EIGHTEENTH BANK 425,000 

1,341,806 

1,308,234 

EIH LTD 62,270 

145,498 

163,133 

EIKEN CHEMICAL CO 34,000 

248,386 

290,719 

EISAI CO 259,860 22,033,645 19,988,038 

EITZEN CHEMICAL 255,375 

375,814 

128,946 

EIZO NANAO CORP 21,300 

395,908 

417,236 

EKORNES ASA 100,200 

1,350,893 

1,331,008 

EL EZZ STEEL REBAR 1,270,048 

2,580,858 

2,747,154 

ELAN CORP 194,531 

1,473,701 

1,282,437 

ELAN CORP 359,552 17,901,812 

6,752,373 

ELAN MICROELECTRON 28,000 

47,094 

45,742 

ELBIT MEDICAL IMAG 15,060 

619,097 

731,199 

ELBIT SYSTEMS LTD 29,667 

3,585,596 

4,397,492 

ELCO HOLDINGS 33,227 

251,730 

262,745 

ELDERS LTD 737,895 

1,797,588 

376,441 

ELDORADO GOLD CORP 1,166,000 

9,481,645 10,521,962 

ELEC + GEN IT 204,553 

1,114,965 

1,025,763 

ELEC POWER DEV 204,080 15,105,987 12,261,729 

ELECTRA (ISRAEL) 4,095 

338,966 

417,692 

ELECTRA PRIVATE EQ 111,129 

1,989,523 

1,720,320 

ELECTRICITY GENRTG 335,000 

635,969 

732,536 

ELECTROBRAS (CENTR) 421,800 

4,551,731 

5,488,264 

ELECTROCOMPONENTS 1,541,744 

3,987,735 

3,573,671 

ELECTROLUX AB 1,079,835 18,954,337 20,739,505 

ELEKTA AB 214,167 

3,160,433 

3,123,560 

ELEMENTIS 1,393,771 

1,134,555 

631,216 

ELETROBRAS (CENTR) 783,041 10,711,826 11,447,150 

ELETROPAULO ELEC 272,300 

3,053,185 

4,825,482 

ELIA SYSTEM OPERATOR 60,993 

2,136,994 

2,224,348 

ELISA CORPORATION 544,154 

8,873,071 

8,953,015 

ELITEGROUP COMPUT 206,907 

71,723 

64,954 

ELLAKTOR SA 419,053 

3,283,060 

3,132,893 

ELPIDA MEMORY INC 95,981 

1,673,765 

2,364,789 

ELRINGKLINGER AG 172,903 

3,057,781 

2,886,017 

ELSWEDY CABLES HOL 459,100 10,396,312 

5,580,765 

ELVAL 154,927 

333,577 

315,097 

EMBOTELLA ANDINA 544,780 

1,519,529 

1,579,221 

EMBOTELLAD ANDINA 473,600 

1,421,254 

1,154,470 

EMBOTELLADORAS ARCA 175,000 

373,191 

411,913 

EMBRAER EMP AER BR 1,301,600 

5,520,717 

5,412,818 

EMECO HOLDINGS LTD 1,970,712 

1,042,262 

645,255 

EMERA INC 352,200 

6,375,185 

6,590,008




EMMI AG 6,722 

705,020 

667,533 

EMP NAC ELECTRICID 7,497,795 10,941,611 12,448,104 


136,243 

131,123 


1,151,640 

1,032,486 

EMPORIKI BANK OF GREECE SA 64,944 

2,941,970 

1,096,747 

EMPRESAS CMPC 121,672 

2,063,522 

3,183,970 

EMPRESAS COPEC SA 1,357,272 13,169,419 16,231,057 

EMPRESAS ICA SAB 78,900 

168,617 

135,212 

EMPRESAS LA POLAR 12,603 

40,928 

46,498 

EMS CHEMIE HLDG AG 55,697 

5,342,420 

5,274,968 

ENAGAS SA 290,559 13,721,713 10,676,563 

ENBRIDGE INC 413,578 35,006,812 32,186,040 

ENCANA CORP 1,087,766 119,373,543 105,151,185 

ENDESA S.A. 30,300 

767,453 

725,055 

ENEL 12,960,063 155,654,303 110,172,299 

ENERGIAS DO BRASIL COM STK 123,029 

1,591,679 

1,698,099 

ENERGY DEVELOPMENT 475,096 

728,193 

768,183 

ENERGY DEVELOPMENT CORPORATION 3,265,000 

262,107 

267,984 

ENERGY RES OF AUST 80,143 

3,085,496 

3,499,536 

ENERGY WORLD CORP 2,175,650 

1,204,161 

1,108,110 

ENERSIS SA 27,738,252 

9,379,571 10,338,210 

ENGINEERING INGEGN 14,318 

379,917 

422,750 

ENGRO CHEMICAL 326,060 

531,913 

512,872 

ENI 9,646,487 408,183,288 316,733,006 

ENIA 135,348 

841,712 

961,570 

ENIRO AB 2,672,343 

2,640,885 

2,448,890 

ENKA INSAAT 954,518 

3,972,197 

2,994,907 

ENPLAS CORPORATION 49,100 

501,272 

712,951 

ENSIGN ENERGY SVCS INC 500,200 

6,926,531 

7,321,996 

ENTEL EMP NAC TELE 301,028 

3,274,200 

4,051,483 

ENTERPRISE INNS PLC 4,686,794 16,383,146 11,535,225 

ENVESTRA 1,020,531 

1,318,183 

923,082 

EON CAPITAL BERHAD 715,309 

968,731 

932,038 

EPISTAR CORP 123,841 

366,781 

334,797 

EPS CO LTD 113 

426,765 

432,160 

EQSTRA HOLDINGS LT 24,424 

19,498 

19,672 

EQUINOX MINERALS LTD 2,200,900 

5,226,370 

5,097,878 

ERAMET 11,593 11,361,172 

6,890,094 

ERCROS SA 2,365,607 

579,499 

467,855 

EREGLI DEMIR CELIK 2,807,514 10,188,688 

8,114,414 

ERG RENEW SPA 122,198 

221,884 

151,861 

ERG SPA 196,925 

3,200,603 

2,723,499 

ERICSSON(LM)TEL 8,712,804 152,730,476 125,023,328 

ERIKS NV 33,678 

1,598,083 

2,262,959 

ERSTE GROUP BANK AG 290,166 31,759,646 16,550,420 

ESPEC CORP 55,800 

366,999 

423,336 

ESPRINET 75,986 

489,365 

684,255 

ESPRIT HOLDINGS 1,285,662 25,266,149 14,375,435 

ESSILOR INTL 544,590 39,327,298 39,720,533




ESSO(FRANCAISE) 16,890 

2,243,841 

2,237,119 

ESUN HOLDINGS LTD 2,724,000 

465,136 

351,482 

ETAM DEVEPOLMENT 25,906 

532,593 

486,917 

ETERNAL CHEMICAL 1,195,995 

846,201 

852,980 

EULER HERMES 14,065 

3,170,083 

1,978,540 

EUR COLLATERAL 3,742,366 

9,431,340 

8,791,865 

EURASIAN NATURAL 618,597 10,902,606 12,388,594 

EURAZEO 26,203 

5,769,275 

2,418,140 

EURO DISNEY SCA 60,842 

449,614 

286,743 

EUROBANK PROPERTIE 57,132 

564,933 

568,967 

EUROCOMMERCIAL PROP 112,516 

3,846,066 

3,464,163 

EUROFINS SCIENTIFI 22,169 

1,348,385 

1,300,252 

EUROMONEY INST INV 128,073 

619,063 

430,271 

EURONAV NV 65,155 

1,645,905 

1,212,741 

EUROPAC PAPELES Y 121,143 

577,209 

465,584 

EUROPEAN GOLDFIELDS LIMITED 30,200 

86,732 

87,894 

EUROPEAN GOLDFIELDS LTD 533,300 

1,631,439 

1,552,120 

EUTELSAT COMMPROM 122,462 

6,399,353 

6,392,272 

EVA AIRWAYS 3,121,351 

887,090 

839,083 

EVEN CONSTRUT INCO 726,400 

748,122 

1,245,384 

EVERGREEN INTL STO 131,000 

122,474 

118,383 

EVERGREEN MARINE 3,439,227 

1,829,069 

1,713,848 

EVERLIGHT ELECTRON 79,820 

263,387 

203,868 

EVERTZ TECHNOLOGIES 22,900 

227,978 

315,298 

EVERTZ TECHNOLOGIES 69,000 

767,959 

950,024 

EVN AG 65,795 

2,993,048 

2,204,160 

EVOLUTION GROUP PLC 704,418 

1,254,864 

1,670,502 

EVS BROADCAST EQUITY 32,620 

1,813,704 

1,643,958 

EXACT HLDGS 75,587 

1,827,446 

1,828,882 

EXEDY CORP 82,700 

1,579,871 

1,632,829 

EXIDE INDUSTRIES LTD 23,200 

32,672 

33,416 

EXMAR SA NPV 56,500 

947,028 

806,762 

EXOR SPA 56,059 

1,179,526 

1,087,914 

EXOR SPA 159,560 

6,201,406 

3,878,630 

EXPERIAN PLC 2,175,972 32,281,903 27,190,317 

EXTENDICARE REAL ESTATE INVT 72,600 

614,363 

390,709 

EXTENDICARE REAL ESTATE INVT 145,600 

616,692 

783,571 

EXXARO RESOURCES LTD 137,178 

1,503,114 

1,345,579 

EZAKI GLICO CO 107,558 

2,572,412 

2,459,805 

EZRA HOLDING 1,495,000 

1,551,775 

1,198,190 

F + C ASSET MANAGEMENT PLC 606,987 

882,811 

697,232 

F E CONSORTM INTL 3,761,000 

695,409 

800,724 

F SECURE OYJ 228,895 

735,109 

793,017 

F+C COMMERCIAL PROPERTY TR LTD 934,617 

1,127,988 

1,158,228 

FABEGE AB 532,925 

2,567,393 

1,795,252 

FAES FARMA SA 29,053 

0 175,230 

FAES FARMA SA 539,123 

3,310,557 

3,259,227 

FAIRBORNE ENERGY LTD NEW 273,600 

991,486 

871,675 

FAIRFAX FINL HLDGS LTD 81,796 20,669,111 20,566,093




FAIRFAX MEDIA LTD 1,278,460 

1,944,560 

1,693,085 

FAIVELEY 18,844 

1,277,731 

1,435,233 

FALCON OIL + GAS LTD 3,171,000 

7,252,940 

1,201,395 

FAMILYMART CO 185,345 10,127,612 

9,054,755 

FANCL CORP 165,000 

1,920,216 

2,009,380 

FANUC 222,449 40,133,941 37,239,723 

FAR EAST DEPT 466,844 

255,906 

458,876 

FAR EAST INTL BK 3,265,298 

759,704 

833,990 

FAR EAST TEXTILE 9,687,362 

8,507,628 11,219,743 

FAR EASTONE TELECO 3,022,322 

3,368,603 

3,541,856 

FARADAY TECHNOLOGY 977,179 

1,473,177 

1,417,669 

FARGLORY DEVELOPERS CO LTD 123,000 

296,506 

298,034 

FAST RETAILING CO 69,902 13,261,081 18,758,591 

FASTWEB SPA 50,101 

1,192,224 

1,170,768 

FAUJI FERTILIZER 862,096 

949,682 

921,587 

FBD HLDGS 13,891 

140,463 

97,421 

FBD HLDGS 64,218 

885,792 

644,039 

FCC CO LTD 75,400 

1,024,579 

1,033,883 

FDK CORPORATION 120,000 

179,113 

213,919 

FED BANK 17,649 

85,647 

92,104 

FELIX RESOURCES 246,801 

2,249,311 

2,833,273 

FENG HSIN IRON + STL 1,333,255 

1,585,460 

1,976,923 

FENG TAY ENTERPRISE 62,000 

46,220 

40,250 

FENNER 550,154 

1,250,801 

860,720 

FERREXPO PLC 559,741 

1,197,780 

1,237,529 

FERROCHINA LTD 672,000 

516,912 

253,042 

FERROVIAL SA 119,199 

2,899,323 

2,124,162 

FERSA ENERGIAS REN 312,846 

1,163,948 

939,061 

FFP FONC FIN PART 23,993 

1,179,022 

1,138,508 

FIAT SPA 54,800 

783,218 

338,015 

FIAT SPA 1,622,434 38,571,718 27,494,120 

FIBERWEB PLC 470,660 

1,627,905 

544,512 

FIBRECHEM TECH LTD 761,000 

311,662 

55,208 

FIDELITY EUR VALUE 169,427 

2,889,804 

2,484,680 

FIDELITY SPEC VALU 179,375 

1,295,017 

1,296,822 

FIDESSA GROUP PLC 110,686 

1,708,187 

1,983,241 

FIELMANN AG 40,341 

2,605,640 

2,664,556 

FIERA MILANO 48,856 

342,873 

335,958 

FILTRONA ORD 642,074 

1,472,512 

1,290,027 

FIMALAC SA 39,060 

2,088,396 

2,137,261 

FINANCIAL TECHNOLO 2,579 

81,402 

70,256 

FINANZ E BREDA 910,863 

0 0 

FINDEL 241,568 

492,476 

155,152 

FINMECCANICA SPA 846,940 27,762,203 20,248,154 

FINNAIR 217,188 

1,395,235 

1,145,442 

FINNING INTL INC 204,539 

9,809,110 

6,224,971 

FINSBURY W/W PHARM 129,561 

1,109,028 

1,126,580 

FIRICH ENTERPRISES 1,000 

2,824 

2,280 

FIRST CAPITAL REALTY INC 48,000 

962,558 

688,578




FIRST CAPITAL REALTY INC 73,600 

957,314 

1,055,820 

FIRST FINANCIAL HO 9,011,663 

4,559,842 

5,383,377 

FIRST PACIFIC CO 2,509,944 

3,125,781 

3,303,191 

FIRST QUANTUM MINERALS LTD 55,700 

3,522,534 

2,697,830 

FIRST QUANTUM MINERALS LTD 196,500 

6,777,479 

9,517,480 

FIRST STEAMSHIP 7,000 

10,734 

9,665 

FIRST URANIUM CORP 380,700 

1,941,480 

1,337,457 

FIRSTGROUP 1,615,471 10,473,884 

9,517,716 

FIRSTRAND LTD 13,556,472 20,312,146 24,681,644 

FIRSTSERVICE CORP 51,400 

634,716 

597,052 

FISHER + PAYKEL AP 2,623,641 

859,199 

1,138,729 

FISHER + PAYKEL HEALTHCARE COR 720,956 

2,922,370 

2,678,291 

FKP 1,114,240 

1,640,736 

468,420 

FKP PROPERTY GROUP 2,425,402 

0 235,298 

FLEETWOOD CORP LTD 165,214 

924,263 

788,047 

FLETCHER BUILDING 671,272 

8,243,838 

6,083,525 

FLIGHT CENTRE LTD 77,737 

3,110,637 

1,253,862 

FLINT ENERGY SVCS LTD 108,800 

1,185,688 

1,082,051 

FLSMIDTH + CO A/S 79,523 

8,842,369 

6,273,214 

FLUGHAFEN WIEN AG 41,701 

1,948,479 

1,690,417 

FLUIDRA SA 145,490 

546,033 

612,215 

FMS ENTERPR MIGUN 28,707 

726,978 

739,352 

FNX MNG CO INC 269,100 

2,617,225 

1,860,656 

FOLLI FOLLIE 77,456 

1,178,604 

1,600,322 

FOM CONST Y CONTRA 94,233 10,280,076 

6,752,649 

FOMENTO ECON MEXICO 3,490,845 

8,068,052 11,256,900 

FONCIERE DES REGIO 94,944 

7,432,452 

7,136,088 

FONDIARIA SAI SPA 55,672 

2,900,211 

1,370,839 

FONDIARIA SAI SPA 194,109 

9,057,913 

5,193,137 

FOR + COL INV TST 1,636,258 12,136,910 

9,652,240 

FOR+COL EUROTRUST 152,094 

1,271,483 

1,055,756 

FORBO HLDG AG 8,473 

2,348,289 

1,620,508 

FORD OTOMOTIV SAN 1,265,942 

6,286,667 

4,944,442 

FORMOSA CHEM+FIBRE 7,988,293 10,569,461 12,027,482 

FORMOSA INTL HOTEL 1,500 

21,009 

21,030 

FORMOSA PETROCHEMI 3,734,220 

9,016,862 

8,900,213 

FORMOSA PLASTIC 2,361,328 

3,295,446 

4,210,231 

FORMOSA TAFFETA CO 2,449,308 

1,539,942 

1,672,188 

FORTESCUE METAL GROUP 2,310,720 21,074,919 16,129,243 

FORTH PORTS 142,340 

2,938,674 

2,226,919 

FORTIS 2,222,181 

0 0 

FORTIS 5,654,919 101,536,883 30,262,451 

FORTIS BANK A.S 157,371 

116,120 

141,370 

FORTIS INC 125,500 

3,165,780 

2,745,903 

FORTIS INC 417,929 

8,171,457 

9,144,165 

FORTUM OYJ 670,155 40,880,678 29,092,292 

FORTUNE 1,904,000 

879,983 

918,828 

FORZANI GROUP LTD 95,900 

1,084,307 

1,186,622 

FOSCHINI 764,080 

4,288,617 

4,971,838




FOSFERTIL FERTILIZ 278,198 

2,005,092 

2,122,186 

FOSTER ELECTRIC CO 56,100 

646,734 

639,581 

FOSTERS GROUP 2,618,836 24,704,561 22,057,279 

FOSUN INTERNATIONAL 2,041,776 

3,176,769 

2,923,241 

FOUNTAINHEAD PROPERTY TRUST 1,886,511 

1,230,110 

1,346,025 

FOURLIS HOLDING 119,788 

1,900,805 

1,554,191 

FOXCONN INTERNATIONAL HLDGS 2,102,956 

4,599,784 

3,132,822 

FOXCONN TECH CO 1,376,535 

3,794,451 

3,834,663 

FP CORPORATION 51,500 

1,887,083 

2,263,150 

FRANCE BED HOLDING 374,000 

532,164 

565,933 

FRANCE TELECOM 3,647,634 170,325,474 143,296,148 

FRANCO NEVADA CORP 316,600 

6,380,186 

7,622,281 

FRANSHION PROPERTI 8,226,000 

2,201,108 

2,812,743 

FRAPORT AG 61,436 

6,416,949 

4,569,190 

FRASER + NEAVE 69,000 

168,644 

187,468 

FRASER + NEAVE LTD 1,363,622 10,336,386 

9,090,843 

FRASERS COMMERCIAL TRUST 2,358,000 

539,999 

395,077 

FRASERS CONTREPOIN FUNDS 969,000 

606,963 

579,117 

FRED OLSEN ENERGY 243,588 10,624,747 

8,269,023 

FREENET AG 207,460 

2,081,115 

2,080,606 

FREIGHTWAYS LTD 443,034 

794,758 

812,203 

FRESENIUS MEDICAL CARE AG+CO 270,639 27,326,483 25,330,698 

FRESENIUS SE 182,688 10,698,217 10,462,845 

FRESENIUS SE 121,224 17,134,243 12,377,819 

FRIENDS PROVIDENT GROUP 2,462,317 13,084,274 

6,156,375 

FRIGOGLASS SA 66,209 

704,083 

550,708 

FRONTEER DEV GROUP INC 367,400 

1,147,581 

1,262,260 

FRONTIER REAL ESTATE INVESTMEN 97 

503,976 

620,293 

FRONTLINE LTD 180,980 

6,478,071 

4,463,661 

FRUTAROM 90,033 

725,092 

665,338 

FSL TRUST MANAGEME 1,204,000 

645,016 

507,438 

FU JI FOOD + CATER 676,000 

543,171 

563,475 

FUBON BANKHK LTD 135,911 

155,195 

105,683 

FUBON FINANCIAL HL 14,536,164 11,538,678 13,601,348 

FUCHS PETRO AG OEL 30,490 

1,736,486 

1,652,937 

FUCHS PETRO AG OEL 38,649 

2,424,564 

2,109,894 

FUDO TETRA CORP 286,500 

217,611 

252,397 

FUGRO NV 121,059 11,767,918 

9,781,822 

FUJI CO 44,100 

761,546 

792,095 

FUJI ELECTRIC HLDG 929,417 

4,123,833 

2,953,691 

FUJI ELECTRONICS 21,200 

165,208 

186,765 

FUJI FILM HLD CORP 571,607 37,825,929 34,875,504 

FUJI FIRE + MARINE 546,143 

1,815,296 

1,224,645 

FUJI HEAVY INDS 1,528,321 10,024,425 

9,464,378 

FUJI KYUKO CO 110,000 

441,555 

473,131 

FUJI MACHINE MFG 2,600 

43,921 

31,393 

FUJI MEDIA HOLDINGS INC 1,469 

4,433,365 

3,607,175 

FUJI OIL CO 207,300 

2,199,363 

2,414,937 

FUJI SEAL INTERNATIONAL INC 53,400 

867,704 

961,349




FUJI SOFT INC 110,600 

1,857,797 

2,188,272 

FUJICCO CO 54,000 

607,146 

615,640 

FUJIKURA 916,401 

6,693,581 

7,088,209 

FUJIKURA KASEI CO 72,300 

417,929 

403,145 

FUJIMI INC 72,200 

942,440 

1,172,591 

FUJIMORI KOGYO CORP 40,700 

343,420 

473,712 

FUJITA KANKO INC 116,000 

589,739 

510,960 

FUJITEC CO 220,000 

994,035 

1,042,027 

FUJITSU 5,558,039 47,537,307 41,878,213 

FUJITSU BSNESS SYS 33,100 

438,861 

626,425 

FUJITSU GENERAL 144,000 

412,325 

455,200 

FUJITSU KIDEN 30,000 

260,130 

301,601 

FUJIYA CO LTD 405,000 

527,140 

596,051 

FUKUI BANK 572,000 

1,798,260 

1,891,154 

FUKUOKA FINANCIAL 956,875 10,398,622 

9,549,103 

FUKUYAMA TRANSPORT 126,854 

1,314,911 

1,382,762 

FUNAI ELECTRIC CO 18,909 

850,105 

1,387,976 

FURUKAWA CO 941,000 

1,145,111 

1,199,596 

FURUKAWA ELECTRIC 296,000 

1,240,085 

1,337,576 

FURUKAWA ELECTRIC CO LTD 367,096 

4,531,567 

4,768,155 

FURUKAWA SKY ALUMI 284,000 

601,179 

541,597 

FURUNO ELECTRIC CO 49,800 

398,036 

330,331 

FURUSATO INDS 38,700 

324,990 

284,780 

FUSHAN HOLDINGS 7,428,000 

2,426,845 

4,102,146 

FUSO PHARM 147,000 

426,701 

487,537 

FUTABA CORP 110,300 

1,897,737 

2,024,577 

FUTABA INDUSTRIAL 230,900 

1,803,458 

832,805 

FUTURE ARCHITECT 745 

315,283 

328,546 

FUYO GENERAL LEASE 70,500 

1,496,346 

1,570,970 

FYFFES 986,821 

539,953 

456,774 

G RESOURCES GROUP LTD 26,151,000 

1,192,922 

1,822,122 

G4S PLC 1,578,091 13,354,976 12,036,577 

GABRIEL RES LTD 281,100 

652,470 

471,989 

GABRIEL RES LTD 518,300 

1,028,314 

870,267 

GAFISA SA 4,000 

35,089 

33,452 

GAGFAH SA 165,308 

1,157,381 

1,370,348 

GAIL (INDIA)LD 282,771 

1,673,727 

1,711,796 

GAKKEN CO 220,000 

474,431 

426,388 

GALAXY ENTERTAINME 1,237,254 

673,163 

751,095 

GALENICA AG 15,345 

4,905,194 

4,518,630 

GALIFORM 1,999,807 

905,657 

1,160,917 

GALLEON ENERGY INC 80,800 

1,286,552 

295,690 

GALLEON ENERGY INC 151,400 

546,884 

554,053 

GALLIFORD TRY 1,172,889 

904,530 

931,983 

GALP ENERGIA 638,199 16,135,465 13,603,297 

GAM HOLDING LTD 157,611 27,279,702 17,570,671 

GAMELOFT COMPANY 171,756 

662,159 

638,421 

GAMESA CORP TECNO 284,164 18,547,051 11,584,874 

GAMMON GOLD INC 383,000 

3,041,336 

2,539,372




GAMUDA BERHAD 3,401,200 

2,196,427 

2,680,320 

GARTMORE EURO INV 87,606 

723,578 

678,087 

GAS NATURAL SDG 794,120 32,474,709 25,484,897 

GAZIT GLOBE 39,304 

562,513 

577,758 

GB AUTO 16,911 

61,216 

72,765 

GBP COLLATERAL 1,550,150 

5,298,952 

4,724,081 

GDF SUEZ 1,920,102 215,227,850 155,230,523 

GEA GROUP AG 296,724 15,186,417 

8,382,952 

GEBERIT 55,402 15,274,380 14,281,893 

GECINA 24,722 

6,288,835 

3,109,622 

GECOSS CORPORATION 34,400 

151,787 

159,370 

GEELY AUTOMOBILE H 11,480,000 

1,392,705 

2,073,793 

GEK TERNA HLDG REA 208,948 

1,615,534 

1,512,298 

GEM DIAMONDS 434,336 

2,103,740 

1,097,964 

GEMALTO 341,687 10,659,593 11,818,735 

GEMINA 1,835,576 

1,463,239 

1,350,415 

GEMTEK TECHNOLOGY 16,000 

27,738 

25,748 

GENERAL DE ALQUILE 47,131 

523,745 

513,001 

GENERALI DTLD HLDG 13,010 

3,230,425 

1,959,054 

GENIKI BANK 131,052 

443,897 

295,950 

GENMAB AS 105,249 

4,622,562 

3,632,728 

GENTING BHD 7,996,429 10,580,190 12,853,435 

GENTING MALAYSIA BHD 8,163,851 

5,904,855 

6,270,952 

GENTING PLANTATIONS BHD 218,800 

372,312 

342,361 

GENUS 186,353 

2,096,058 

1,542,149 

GEO CO LTD 1,348 

984,216 

1,112,098 

GEODYNAMICS 684,927 

540,008 

481,744 

GEORGE FISCHER AG 15,113 

3,391,715 

2,580,556 

GEOX SPA 258,153 

2,041,165 

1,841,270 

GERDAU AMERISTEEL CORP 733,905 

5,774,786 

5,068,169 

GERDAU SA SIDERURG 228,784 

1,778,283 

1,853,806 

GERDAU SA SIDERURG 1,521,442 

8,340,597 15,914,665 

GESTEVIS TELECINO 229,232 

4,896,768 

3,398,061 

GET SA 584,491 

4,817,943 

3,312,140 

GETIN HOLDING SA 1,089,818 

2,709,078 

2,157,005 

GETINGE AB 789,195 10,976,232 10,287,847 

GEWISS SPA ORD SHS 124,905 

559,205 

506,322 

GFI INFORMATIQUE 154,597 

681,986 

618,010 

GFK SE 38,207 

1,100,324 

795,291 

GIANT MANUFACTURIN 863,850 

1,938,006 

2,077,347 

GIGA BYTE TECHNOLOGY 162,000 

109,183 

94,553 

GILAT SATELLITE 124,500 

596,814 

552,409 

GILDAN ACTIVEWEAR INC 460,600 

8,087,861 

6,833,545 

GILDEMEISTER AG 123,584 

1,720,055 

1,192,615 

GIMV 24,144 

1,121,771 

1,204,938 

GINDALBIE GOLD NL 1,203,399 

824,966 

749,124 

GIORDANO INTL LTD 1,469,975 

1,364,721 

698,281 

GIVAUDAN AG 9,735 15,109,282 12,320,282 

GIVEN IMAGING 21,866 

217,683 

218,574




GKN 4,435,734 10,434,556 11,032,108 

GL EVENTS 27,838 

566,121 

468,564 

GLANBIA PLC 81,534 

268,938 

251,600 

GLANBIA PLC 378,828 

1,549,715 

1,168,999 

GLAXOSMITHKLINE 9,197,027 376,307,829 288,554,696 

GLAXOSMITHKLINE PHAMACEUTICAL 12,385 

271,748 

308,171 

GLENMARK PHARM 55,740 

278,342 

254,062 

GLOBAL BIO CHEM TECH 1,754,261 

1,589,533 

752,423 

GLOBAL MINING INV 642,816 

587,767 

519,685 

GLOBAL UNICHIRP CORP 4,000 

22,873 

18,775 

GLOBAL VOICE GROUP 1,227,000 

14,886 

25,433 

GLOBE TRADE CENTRE 211,761 

1,337,130 

1,466,936 

GLORY 171,900 

3,391,919 

3,411,810 

GLOW ENERGY 1,905,900 

1,024,258 

1,608,295 

GMO INTERNET INC 233,800 

879,202 

1,054,081 

GMR INFRASTRUCTURE 714,691 

1,541,403 

2,108,790 

GN STORE NORD 655,839 

2,472,189 

2,618,810 

GO AHEAD GROUP 147,109 

3,471,372 

2,887,815 

GODO STEEL 403,000 

1,179,030 

1,202,923 

GODREJ INDUSTRIES 60,175 

220,245 

170,080 

GOL LINHAS AEREAS 8,500 

53,102 

47,232 

GOLAR INC 119,000 

1,269,398 

1,021,471 

GOLD FIELDS 616,198 

6,912,847 

7,462,200 

GOLD REEF RESPORTS LTD 145,578 

324,238 

324,240 

GOLDCORP INC NEW 852,456 58,637,539 64,491,756 

GOLDCREST CO 44,690 

908,836 

1,178,795 

GOLDEN AGRI RESOUR 12,864,496 

8,620,921 

6,308,552 

GOLDEN AGRI RESOURCESRTS 2,041,444 

0 544,341 

GOLDEN EAGLE RETAI 1,836,000 

1,337,081 

2,132,115 

GOLDEN STAR RES LTD 744,800 

1,335,238 

1,539,174 

GOLDSUN DEV + CONST 188,000 

98,242 

90,533 

GOME ELECTRICAL AP 11,205,795 

6,250,834 

6,130,510 

GOODMAN FIELDER 1,375,330 

4,122,023 

3,320,495 

GOODMAN GROUP 5,563,205 

5,989,954 

2,629,562 

GOODMAN PROPERTY TRUST 1,950,000 

1,208,886 

1,149,521 

GOODPACK 1,090,000 

816,554 

689,087 

GOTTEX FUND MANAGE 30,389 

221,841 

184,421 

GOURMET KINEYA CO 30,000 

200,389 

204,902 

GOVERNANCE FOR OWNERS 221,743,929 300,497,562 150,970,785 

GPE BRUXELLES LAM 727 

0 10 

GPE BRUXELLES LAM 182,012 32,664,679 20,942,391 

GPO AERO CENT NORT 31,300 

36,883 

40,164 

GPO BIMBO SA DE CV 878,484 

4,102,269 

4,669,151 

GPO CATALANA OCCID 204,368 

3,635,477 

3,723,673 

GPO FIN BANORTE 8,879,276 14,618,710 21,506,722 

GPO FIN INBURSA SA 4,815,100 12,510,937 12,792,494 

GPO IND SALTILLO 24,200 

27,889 

4,649 

GPO MEXICO SA 3,249,633 

3,504,019 

3,553,062 

GPO SIMEC SAB DE C 112,600 

257,109 

246,057




GPT GROUP 11,736,883 

8,381,950 

8,591,659 

GPUPEO DE INV SURAMERICANA 491,663 

3,859,308 

4,595,858 

GR ED L ESPRESSO 524,960 

842,126 

745,908 

GRAFTON GROUP 604,005 

2,358,654 

2,219,685 

GRAFTON GROUP PLC UTS 128,327 

488,682 

467,995 

GRAINCORP 231,938 

1,342,356 

1,355,699 

GRAINGER PLC 326,953 

892,520 

786,126 

GRANITIFIANDRE 46,034 

262,990 

165,621 

GRASIM INDUSTRIES 72,320 

2,410,737 

3,494,850 

GREAT CANADIAN GAMING CORP 92,000 

754,009 

365,988 

GREAT CANADIAN GAMING CORP 166,700 

550,500 

663,154 

GREAT EAGLE HLDGS 2,854,205 

9,577,463 

6,886,199 

GREAT EASTERN SHIP 1,062,896 

4,777,017 

5,593,489 

GREAT PORTLAND EST 1,098,267 

4,174,104 

3,979,097 

GREAT WALL ENTPRS 70,000 

75,076 

73,926 

GREAT WALL MOTOR CO 959,000 

749,019 

761,008 

GREAT WEST LIFECO INC 403,394 16,737,476 12,994,043 

GREATEK ELECTRONIC 85,000 

73,810 

66,451 

GREEN HOSPITAL SUP 779 

375,496 

456,977 

GREENCORE GROUP 112,539 

195,313 

206,787 

GREENCORE GROUP 573,343 

1,032,641 

1,053,502 

GREENE KING 652,780 

4,526,091 

4,157,680 

GREENTOWN CHINA HLDGS 514,068 

2,270,268 

2,173,527 

GREETOWN CHINA HLDGS 193,000 

276,580 

283,895 

GREGGS 328,264 

1,971,834 

2,015,092 

GRENDENE SA 6,200 

51,939 

56,945 

GRENKE LEASING AG 25,350 

823,998 

942,621 

GRIFOLA SA 229,116 12,824,264 

9,193,529 

GRINDROD LIMITED 707,282 

1,250,363 

1,300,538 

GRONTMIJ NV 55,462 

1,529,952 

1,275,818 

GROUP FIVE 161,180 

594,065 

724,240 

GROUPE AEROPLAN INC 631,200 

4,021,194 

4,483,920 

GROUPE PARTOUCHE 26,910 

154,898 

110,594 

GROUPE STERIA 64,141 

1,261,311 

1,175,874 

GROWTHPOINT PROPS 2,323,678 

3,523,521 

3,911,663 

GRUMA SA DE CV 368,400 

371,883 

377,624 

GRUPA LOTOS S.A. 20,641 

148,390 

130,990 

GRUPO AEROPORTUARI 6,500 

25,218 

25,457 

GRUPO AEROPORTUARI 883,800 

1,852,022 

2,256,097 

GRUPO CARSO 342,000 

341,662 

919,254 

GRUPO ELEKTRA (NEW) 178,876 

6,134,900 

8,148,958 

GRUPO EMPRES ENCE 411,181 

1,920,285 

1,095,812 

GRUPO FERROVIAL SA 97,790 

8,318,633 

6,037,758 

GRUPO MODELO SA DE CV 1,665,690 

5,327,292 

5,949,322 

GRUPO NACIONAL DE CHOCOLATES S 458,648 

3,353,099 

3,851,691 

GRUPO TELEVISA SA 5,766,004 16,012,284 19,591,783 

GRUPPO COIN SPA 124,446 

475,595 

610,940 

GS ENGINEERING + C 81,079 

4,024,750 

4,709,640 

GS HOLDINGS CORP 185,512 

4,657,200 

4,354,024




GS HOME SHOPPING I 18,192 

950,318 

928,200 

GS YUASA CORP 868,000 

4,964,511 

7,628,792 

GTL LTD 6,716 

38,726 

42,899 

GUANGDONG INVEST 2,245,527 

2,420,715 

2,500,133 

GUANGNAN (HLDGS) 1,086,000 

129,430 

131,720 

GUANGSHEN RAILWAY 2,540,000 

1,164,936 

1,192,973 

GUANGZHOU INVMNT 5,531,078 

2,595,396 

2,823,716 

GUANGZHOU R+F PROP 2,178,343 

2,815,523 

4,896,321 

GUARARAPES CONFEC 2,290 

33,108 

32,729 

GUD HLDGS 187,057 

1,005,583 

970,872 

GUDANG GARAM (PERUS) 286,000 

142,955 

351,634 

GUERBET SA 3,716 

608,213 

581,218 

GUJARAT MINERAL DE 40,198 

69,674 

70,066 

GUJARAT NRE COKE 20,008 

16,493 

18,878 

GUJARAT STATE PETRONET 13,523 

15,893 

13,620 

GULLIVER INTERNATIONAL 16,650 

342,538 

659,201 

GUN EI CHEM IND 212,000 

442,290 

496,575 

GUNMA BANK 520,779 

6,662,735 

5,733,694 

GUNNEBO AB 106,200 

404,201 

389,280 

GUNNS LTD 664,843 

1,896,057 

1,331,646 

GUNZE LIMITED 180,339 

2,009,574 

1,859,072 

GUOCO GROUP 343,468 

5,602,748 

4,460,234 

GUOCOLAND 181,333 

1,033,523 

463,034 

GUOCOLEISURE LTD 1,907,800 

401,427 

507,481 

GURIT HEBERLEIN 1,199 

649,397 

551,239 

GUYENNE + GASCOGNE 15,911 

1,566,503 

1,380,788 

GVK POWER + INFRAS 21,300 

18,945 

17,919 

GVT HOLDING SA 7,000 

112,133 

116,440 

GWA INTERNATIONAL 297,094 

1,620,717 

1,258,315 

GZI REIT GZI REIT 2,351,000 

710,938 

764,449 

H + R REAL ESTATE INVT TR 464,300 

4,413,299 

4,389,731 

H + R WASAG AG 68,235 

1,062,696 

956,141 

H LUNDBECK A S 148,651 

5,083,896 

4,365,102 

H.I.S. CO 53,500 

906,945 

1,178,292 

H20 RETAILING CORP 138,401 

2,001,122 

1,591,673 

HACHIJUNI BANK 395,758 

5,927,687 

5,079,650 

HACI OMER SABANCI HLDGS A S 1,842,279 

4,806,576 

4,964,871 

HADERA PAPER LTD 11,850 

544,438 

521,859 


0 0 


0 0 

HAFSLUND ASA 99,144 

1,338,025 

1,155,246 

HAGEMEYER 40,026 

302,257 

240,290 

HAIER ELECTRONICS 2,233,000 

303,967 

316,940 

HAKON INVEST 185,387 

2,137,859 

1,722,783 

HAKUHODO DY HLDGS 41,390 

4,591,768 

4,388,491 

HAKUTO CO 37,700 

274,185 

357,522 

HALDEX AB 62,504 

475,284 

429,582 

HALFORDS GRUP 657,581 

3,197,188 

3,370,641 

HALKOR METAL 138,696 

257,752 

287,922




HALLA CLIMATE CONT 708,964 

6,682,174 

5,364,742 

HALMA 1,171,633 

3,522,100 

3,839,712 

HAMAKYOREX CO LTD 16,500 

348,807 

371,949 

HAMAMATSU PHOTONIC 67,017 

3,739,136 

2,973,521 

HAMBURGER HAFEN 31,909 

3,700,037 

2,865,772 

HAMMERSON PLC 800,862 13,834,806 

8,376,459 

HAMPSON INDUSTRIES 498,111 

859,345 

557,813 

HAN JIN TRANSPORT 161,070 

5,800,913 

4,159,663 

HANA FINANCIAL HOL 869,199 23,205,074 18,694,653 

HANA MICROELECTRNC 246,800 

108,045 

117,351 

HANAROTELECOM INCORPORATED 26,231 

134,113 

107,070 

HANDSOME P + D CORP 210 

0 0 

HANFENG EVERGREEN INC 144,000 

1,071,837 

732,802 

HANG LUNG GROUP LTD 1,154,446 10,274,908 12,168,383 

HANG LUNG PROP 3,780,578 19,220,873 21,548,206 

HANG SENG BANK 1,723,909 46,440,829 38,811,469 

HANIL CEMENT CO LTD 888 

61,901 

51,721 

HANJIN HEAVY IND 13,100 

208,404 

176,353 

HANJIN SHIPPING 144,780 

2,866,051 

2,022,908 

HANJINN HEAVY INDUSTRIES 58,378 

1,542,773 

1,521,370 

HANKOOK TIRE MANFT 252,512 

2,607,677 

3,300,227 

HANKUK ELEC GLASS 135,000 

3,602,122 

2,686,330 

HANKYU HANSHIN HLD 1,401,864 15,815,445 14,705,913 

HANMI PHARM IND CO 177 

17,162 

19,104 

HANNOVER RUECKVERS 87,058 

6,600,549 

6,278,169 

HANNSTAR DISPLAY C 21,550,375 

4,612,008 

4,367,875 

HANSOL PAPER MFG 369,640 

4,866,713 

2,564,950 

HANWA CO 740,000 

2,789,812 

2,776,390 

HANWHA CHEMICAL 119,270 

1,545,895 

978,352 

HANWHA SEC 2,370 

19,589 

17,320 

HAREL HAMISHMAR IN 8,859 

798,760 

884,582 

HARGREAVES LANSDOWN PLC 458,048 

1,431,036 

1,544,503 

HARRY WINSTON DIAMOND CORP 183,700 

2,059,983 

1,096,173 

HARVEY NORMAN HLDG NPV 909,876 

5,658,885 

5,720,868 

HASEKO CORP 2,656,383 

4,750,273 

4,353,684 

HASTIE GROUP LIMIT 670,281 

879,047 

688,199 

HASTINGS DIVERSIFIED 685,263 

775,362 

656,491 

HAULOTTE GROUP 40,683 

329,843 

283,608 

HAVAS 1,316,831 

3,841,816 

3,232,344 

HAW PAR CORP LTD 154,402 

1,422,868 

1,125,620 

HAYS 2,290,611 

8,404,468 

5,989,115 

HCL INFOSYSTEMS 86,416 

211,240 

209,974 

HCL TECHNOLOGIESS 495,614 

1,600,771 

1,918,623 

HDFC BANK 666,465 13,042,193 20,882,245 

HEADLAM GROUP 261,648 

1,204,336 

1,093,396 

HEALTHSCOPE LTD 807,775 

2,605,892 

2,873,401 

HEIDELBERGCEMENT 39,116 

6,592,891 

2,886,509 

HEIDELBERGER DRUCK 679,817 11,777,220 

3,785,576 

HEIJMANS 113,278 

379,874 

236,586




HEIJMANS NV CVA RTS 113,278 

688,220 

429,001 

HEINEKEN HOLDING 415,457 20,272,655 18,179,328 

HEINEKEN NV 313,386 30,146,228 23,967,499 

HEIWA CORP 59,720 

1,469,503 

1,586,572 

HEIWA REAL ESTATE 438,500 

1,428,813 

1,436,140 

HEIWADO CO 73,100 

957,529 

887,943 

HELICAL BAR 338,039 

1,744,257 

1,830,149 

HELIOPOLIS HOUSING 3,348 

20,092 

22,144 

HELLENIC EXCHANGES SA HOLDING 224,937 

2,160,462 

2,527,219 

HELLENIC PETROLEUM 152,286 

4,017,355 

3,004,768 

HELPHIRE GROUP 93,999 

189,517 

56,503 

HELVETIA HLDG AG 26,834 

8,013,844 

7,093,720 

HENDERSON GROUP PLC 2,723,232 

4,207,189 

4,114,761 

HENDERSON INV 24,939,000 

3,662,460 

1,866,391 

HENDERSON LAND DEV 1,443,955 19,021,351 16,590,992 

HENDERSON SML COS 240,234 

675,088 

598,389 

HENDERSON TR PACIFIC 507,115 

1,012,500 

1,098,212 

HENGAN INTERNATION 1,343,849 

8,735,183 11,996,194 

HENKEL AG + CO KGAA 264,500 21,183,042 15,870,336 

HENKEL AG+ CO KGAA 199,164 15,204,673 10,089,189 

HENNES + MAURITZ 1,052,803 67,582,991 72,169,510 

HERA 1,848,693 

4,768,845 

4,493,790 

HERALD INV TRUST 259,213 

1,121,996 

1,164,328 

HERITAGE OIL PLC 609,622 

3,353,807 

5,351,084 

HERMES EUROPEAN FOCUS FUND III 26,360,184 30,260,665 19,184,764 

HERMES INTL 83,897 25,575,576 26,871,141 

HERO HONDA 383,869 

6,712,171 11,178,717 

HEXAGON AB 611,118 

6,169,270 

5,481,869 

HI P INTERNATIONAL 830,000 

282,961 

344,077 

HI SUN TECHNOLOGY 5,160,000 

673,656 

838,911 

HIBIYA ENGINEERING 87,800 

747,195 

780,768 

HIDILI INDS INTL D 1,081,011 

1,219,902 

1,943,944 

HIGASHI NIPPON BK 326,000 

958,709 

736,570 

HIGHPINE OIL + GAS LTD 134,400 

577,390 

508,043 

HIGHPINE OIL + GAS LTD 172,300 

1,295,172 

651,308 

HIGHVELD STEEL+VAN 107,941 

886,687 

894,558 

HIGHWEALTH CONSTRU 37,000 

35,635 

36,538 

HIGO BANK 329,365 

3,636,861 

3,430,240 

HIKARI TSUSHIN INC 17,369 

1,075,709 

939,516 

HIKMA PHARMACEUTIC 446,835 

3,141,711 

3,454,910 

HILL (WILLIAM) 1,680,816 10,375,131 

9,242,747 

HILLS INDUSTRIES 644,872 

1,175,463 

818,514 

HINDALCO INDS 348,839 

522,651 

628,427 

HINDUSTAN CONSTRUC 44,306 

98,334 

95,955 

HINDUSTAN PETROL 351,750 

2,489,866 

2,199,860 

HINDUSTAN UNILEVER LTD 591,582 

3,057,452 

3,321,899 

HINDUSTAN ZINC 136,006 

1,722,933 

1,712,248 

HINO MOTORS 785,490 

5,203,104 

3,722,217 

HIOKI EE CORP 13,000 

213,264 

235,788




HIROSE ELECTRIC 35,358 

8,439,428 

8,448,230 

HIROSHIMA BANK 572,818 

5,723,823 

5,056,054 

HISAKA WORKS 76,000 

1,049,833 

908,991 

HISAMITSU PHARM CO 48,127 

4,188,624 

3,613,507 

HISCOX LTD 1,447,611 

6,855,906 

6,901,673 

HITACHI 4,946,583 44,190,795 25,118,783 

HITACHI CABLE 1,288,717 

6,004,833 

4,935,887 

HITACHI CAP CORP 92,616 

2,501,766 

2,648,333 

HITACHI CHEMICAL 206,958 

5,785,696 

5,942,739 

HITACHI CONST MACH 119,334 

5,576,088 

3,867,439 

HITACHI HIGH TECH 548,100 14,610,532 10,357,530 

HITACHI INFO SYS 59,400 

1,120,912 

1,252,827 

HITACHI KOKI CO 76,277 

2,948,282 

1,632,090 

HITACHI KOKUSAI EL 249,000 

1,668,652 

1,649,075 

HITACHI MAXELL 401,836 

5,110,326 

5,881,828 

HITACHI MEDICAL CP 37,000 

313,772 

413,774 

HITACHI METALS 315,210 

4,838,833 

4,312,337 

HITACHI PLANT TECH 244,000 

874,192 

1,216,396 

HITACHI SOFTWARE 19,608 

691,611 

788,032 

HITACHI SYSTEM + SERVICES 31,200 

381,848 

426,844 

HITACHI TOOL ENG 34,300 

297,173 

312,836 

HITACHI TRNSPT SYS 98,200 

1,101,807 

1,143,979 

HITACHI ZOSEN CORP 2,512,500 

2,556,894 

3,385,241 

HITE BREWERY CO 78,817 11,378,057 

9,713,308 

HITE HOLDINGS CO LTD 31,800 

409,347 

785,047 

HK RUOKATALO GROUP OYJ 79,712 

706,824 

985,029 

HKC (HOLDINGS) LTD 11,478,000 

1,310,440 

977,475 

HKC HOLDINGS LTD WTS 901,900 

0 33,748 

HKR INTL LTD 2,108,000 

752,949 

870,394 

HMV GROUP 1,437,593 

2,955,898 

2,669,356 

HOCHSCHILD MINING PLC 312,834 

1,110,574 

1,429,654 

HOCHTIEF AG 68,423 11,148,871 

7,079,138 

HODOGAYA CHEMICAL 132,000 

261,523 

311,924 

HOGANAS AG 97,947 

1,240,704 

1,052,432 

HOGY MEDICAL CO 38,400 

1,988,213 

1,950,148 

HOKKAIDO ELEC PWR 169,395 

8,522,776 

7,321,615 

HOKKAIDO GAS CO 164,000 

412,555 

418,138 

HOKKAN HOLDINGS 105,000 

260,091 

264,445 

HOKKOKU BANK 271,676 

2,542,228 

2,307,675 

HOKUETSU BANK 399,000 

766,330 

798,124 

HOKUETSU PAPER MLS 355,000 

1,485,669 

1,755,040 

HOKUHOKU FINANCIAL GROUP INC 1,476,482 

8,050,766 

7,295,312 

HOKURIKU ELEC PWR 166,004 

8,849,001 

8,660,074 

HOKURIKU ELECTRIC 258,000 

424,256 

475,970 

HOKUTO CORP 78,900 

1,597,795 

1,624,039 

HOLCIM 295,330 43,032,109 32,744,166 

HOLCIM INDONESIA TBK PT 24,500 

2,381 

2,640 

HOLIDAYBREAK 138,330 

718,650 

637,864 

HOLMEN AB 74,380 

4,696,557 

3,593,270




HOME CAP GRP INC 74,200 

1,669,003 

1,930,152 

HOME CAP GRP INC COM 38,300 

1,367,818 

996,291 

HOME RETAIL GROUP 2,061,712 15,852,351 14,122,521 

HOMESERVE PLC 205,155 

4,467,183 

5,067,891 

HON HAI PRECISION 25,793,991 65,703,109 79,795,492 

HONAM PETROCHEM 163,392 11,267,136 

9,837,251 

HONDA MOTOR CO 2,122,223 124,076,139 111,537,252 

HONEYS CO LTD 34,840 

238,906 

258,903 

HONG KONG AIRCRAFT 86,789 

2,732,895 

2,326,697 

HONG KONG ELECTRIC 3,116,746 29,246,588 29,649,901 

HONG KONG ENERGY HOLDINGS LT W 62,199 

0 0 

HONG KONG EXCHANGE 3,059,530 52,853,289 71,405,961 

HONG KONG LAND HLD 1,232,046 14,507,410 12,536,445 

HONG LEONG ASIA 354,000 

275,621 

366,877 

HONG LEONG BANK BE 1,219,881 

1,926,744 

1,978,185 

HONG LEONG FINANCI 209,300 

249,121 

294,151 

HONG LEONG SINGAPORE 269,000 

488,311 

490,662 

HONGKONG+CHINA GAS 6,246,561 27,753,230 27,522,535 

HONGKONG+SHANG HOT 726,754 

2,203,071 

1,612,286 

HONGKONK CHINESE 1,720,000 

165,791 

162,012 

HOPEWELL HIGHWAY 2,705,407 

3,047,200 

2,176,940 

HOPEWELL HLDGS 1,255,644 

8,274,877 

7,746,513 

HOPSON DEVELOPMENT 983,241 

3,049,654 

3,836,219 

HORIBA 99,800 

2,053,933 

2,404,882 

HOSIDEN CORP 228,900 

3,157,142 

2,915,667 

HOSOKAWA MICRON CO 102,000 

432,315 

448,235 

HOT TELECOMMUNICATION SYSTEM 23,650 

457,091 

511,313 

HOTAI MOTOR CO 115,000 

105,635 

248,857 

HOTEL PROPERTIES 211,116 

1,138,783 

544,943 

HOTEL SHILLA 1,630 

19,477 

20,472 

HOUSE FOOD CORP 102,138 

2,953,915 

2,700,706 

HOUSING + CONSTUCTION HOLD 375,658 

381,544 

580,507 

HOUSING + DEV BK 3,273 

14,570 

13,638 

HOUSING DEVEL FIN 286,441 11,494,919 14,081,381 

HOUSING DEVELOPMEN 49,495 

321,849 

240,837 

HOYA CORP 568,178 27,686,496 20,402,321 

HQ AB 77,356 

1,020,546 

1,038,356 

HSBC CHINA DRAGON 1,174,000 

863,552 

990,698 

HSBC HLDGS 23,115,182 582,017,121 386,784,226 

HSBC INFRASTRUCTUR 1,043,224 

1,998,936 

1,876,951 

HTC CORPORATION 2,849,340 35,167,538 40,295,451 

HUA NAN FINANCIAL 8,480,343 

4,730,326 

5,091,824 

HUABAO INTL HLDG 4,308,164 

5,260,864 

5,816,488 

HUADIAN POWER INTL 9,018,000 

2,471,782 

2,827,561 

HUAKU DEVELOPMENT CO LTD 7,000 

19,038 

16,641 

HUANENG POWER INTL 11,558,592 

7,517,546 

8,143,162 

HUBER + SUHNER AG 47,489 

1,574,113 

1,502,112 

HUDBAY MINERALS INC 482,600 

3,637,912 

3,191,431 

HUFVUDSTADEN AB 273,598 

1,847,926 

1,691,481




HUHTAMAKI OYJ 328,091 

2,849,341 

3,382,448 

HULAMIN LTD 67,474 

106,266 

98,295 

HUNAN NONFERROUS M 866,000 

198,386 

212,308 

HUNTER DOUGLAS NV 99,002 

4,072,857 

4,040,977 

HUNTING 415,110 

4,093,381 

3,072,889 

HURXLEY CORP 12,900 

126,809 

120,463 

HUSKY ENERGY INC 10,900 

366,734 

305,315 

HUSKY ENERGY INC 372,448 26,478,757 19,994,405 


2,360,963 

2,320,122 


6,958,174 

6,159,642 

HUTCHISON HARBOUR 3,592,810 

733,183 

652,911 

HUTCHISON TELECOM 27,144,895 10,305,393 

6,714,757 

HUTCHISON TELECOMMUNICATIONS 27,179,895 

3,714,753 

3,836,533 

HUTCHISON WHAMPOA 4,811,405 83,710,932 59,981,960 

HYAKUGO BANK(105TH 217,159 

3,179,134 

2,511,364 

HYAKUJUSHI BANK 243,904 

3,301,067 

2,710,278 

HYFLUX LIMITED 1,226,000 

1,804,237 

1,863,544 

HYGEIA S.A. 264,629 

821,880 

890,837 

HYNIX SEMICONDUCTO 1,364,163 16,901,685 14,616,606 

HYOSUNG 109,537 

7,137,737 

8,030,736 

HYPERMARCAS SA 371,700 

3,906,608 

4,608,792 

HYPO REAL ESTATE 61,740 

268,682 

260,422 

HYSAN DEVELOPMENT 933,979 

5,363,068 

5,205,917 

HYUNDAI AUTONET 424,318 

1,509,892 

1,482,174 

HYUNDAI DEPT STORE 40,185 

2,432,240 

2,826,309 

HYUNDAI ELEVATOR 1,071 

53,400 

55,570 

HYUNDAI ENG +CONST 137,528 

6,012,409 

5,764,744 

HYUNDAI FIRE MARIN 627,140 

9,748,630 

7,827,251 

HYUNDAI H+S 96,075 

6,777,907 

5,452,508 

HYUNDAI HEAVY INDUSTRIES 110,619 15,676,857 16,541,402 

HYUNDAI HYSCO 68,050 

626,493 

598,265 

HYUNDAI MIPO DOCK 47,936 

5,282,416 

4,759,923 

HYUNDAI MOBIS 200,236 13,460,951 17,525,267 

HYUNDAI MOTOR CO 248,752 12,212,924 14,468,796 

HYUNDAI SECURITIES 605,740 

5,400,773 

6,632,971 

HYUNDAI STEEL 76,530 

2,934,326 

3,544,307 

HYUNJIN MATERIALS 196 

7,433 

4,623 

IAMGOLD CORP 1,147,300 

9,234,261 11,637,486 

IBA 61,747 

827,732 

485,013 

IBERDROLA RENOVABL 1,118,647 13,766,334 10,069,950 

IBERDROLA SA 45,704 

987,306 

1,031,899 

IBERDROLA SA 5,865,642 141,471,346 102,414,780 

IBERIALINEAS AERE 2,626,945 

6,184,358 

5,567,560 

IBIDEN CO 160,306 10,612,314 

8,867,790 

IBJ LEASING CO LTD 86,600 

1,181,233 

1,198,228 

IC COMPANYS 42,141 

922,610 

817,547 

ICAP 596,635 11,085,559 

9,338,760 

ICHIBANYA CO LTD 15,000 

314,678 

318,702 

ICHIKOH INDUSTRIES 151,000 

242,087 

270,747




ICHIYOSHI SECS CO 108,000 

757,116 

896,595 

ICICI BANKING 822,342 

8,236,369 12,455,722 

ICL ISRAEL CHEM 668,515 16,318,933 13,663,248 

ICOM INCORPORATED 18,600 

393,559 

408,685 

IDB HOLDING CORP 111,386 

2,522,562 

2,298,958 

IDBI BANK LTD 294,655 

650,915 

680,281 

IDEA CELLULAR LTD 830,573 

1,003,275 

1,236,194 

IDEC CORPORATION 89,000 

702,274 

650,308 

IDEMITSU KOSAN CO 32,015 

5,391,157 

5,227,040 

IDS SCHEER AG 50,600 

581,709 

761,552 

IG GROUP HLDGS 1,131,710 

4,699,928 

5,223,177 

IGB CORP BERHAD 168,100 

87,257 

81,778 

IGM FINL INC 159,653 11,172,326 10,561,749 

IHI CORP 1,266,548 

5,881,801 

5,168,944 

IIDA HOM MAX 19,600 

109,553 

201,109 

IINET 145,295 

177,828 

203,212 

IINO KAIUN KAISHA 220,000 

1,469,595 

1,311,085 

IJM CORP BERHAD 3,060,435 

4,308,091 

5,049,935 

IJM LAND BERHAD 6,010 

0 966 

IKB DT INDUSTRIEBK 159,504 

412,714 

152,135 

IKEDA(BANK OF) 81,600 

3,161,010 

3,222,221 

ILIAD 47,716 

4,163,477 

4,627,462 

ILLOVO SUGAR 432,987 

1,346,565 

1,570,471 

ILSUNG PHARM 48,500 

4,728,523 

2,390,832 

ILUKA RESOURCES 410,767 

3,643,756 

2,154,208 

IMA(IND MACC AUTO) 42,584 

801,765 

747,228 

IMERYS 46,135 

5,703,056 

3,675,079 

IMERYS SA NEW 5,257 

386,399 

532,554 

IMI 1,114,880 

6,359,142 

5,723,854 

IMMOBILIARE GRANDE DISTRIBUZO 386,189 

768,533 

673,318 

IMMOEAST AG 436,238 

1,967,399 

2,525,704 

IMMOFINANZ AG 460,977 

5,315,927 

2,154,435 

IMMSI SPA 535,733 

570,556 

639,481 

IMPALA PLATINUM 1,540,556 27,538,341 34,002,949 

IMPERIAL ENERGY CO 116,104 

2,102,275 

2,395,809 

IMPERIAL HLDGS 689,865 

6,166,882 

5,208,045 

IMPERIAL OIL LTD 433,639 39,114,540 35,079,745 

IMPERIAL TOBACCO 429,333 

9,828,611 11,157,200 

IMPLENIA AG 58,311 

1,435,945 

1,474,463 

IMPREGILO SPA 1,230,070 

4,343,761 

4,274,575 

IMPRESA SGPS SA 209,798 

296,061 

288,388 

IMPULSADORA DEL DESARROLLO Y 1,755,405 

1,408,709 

1,426,156 

IMTECH NV 312,569 

5,668,612 

6,067,803 

INABA DENKISANGYO 72,600 

1,756,354 

1,693,009 

INABA SEISAKUSHO 16,800 

170,088 

169,593 

INABATA + CO 152,500 

534,385 

621,159 

INAGEYA CO 66,000 

604,030 

626,584 

INCHCAPE 14,341,127 

5,135,917 

4,487,359 

INCITEC PIVOT 1,672,928 15,097,263 

7,423,359




IND + COM BK CHINA 119,452,380 75,328,370 83,384,930 

INDAH KIAT PULP + PA 87,000 

13,383 

14,830 

INDEPENDENCE GROUP 357,895 

997,145 

1,339,645 

INDEPENDENT NEWS + MEDIA 210,037 

118,856 

71,443 

INDEPENDENT NEWS+M 1,065,937 

1,476,042 

370,794 

INDESIT COMPANY 270,098 

1,675,570 

1,379,025 

INDIA CEMENT 13,398 

41,508 

37,015 

INDIA INFOLINE LIMITED 844,332 

1,314,707 

2,167,891 

INDIABULLS FINL SV 584,676 

2,165,952 

2,429,997 

INDIAN BANK 58,922 

168,767 

179,577 

INDIAN HOTELS 440,023 

865,211 

606,231 

INDIAN OIL CORP 163,012 

1,834,399 

1,803,829 

INDIAN OVERSEAS BK 4,106,869 

8,364,844 

7,415,597 

INDITEX 358,064 33,783,655 33,512,956 

INDL BANK OF KOREA 475,220 

3,997,993 

4,084,665 

INDOCEMENT TUNGGAL 14,674,607 

8,565,407 11,141,632 

INDOFOOD AGRI RE 1,640,000 

945,006 

1,382,389 

INDOFOODS SUKSES M 11,260,291 

2,034,698 

2,084,933 

INDOSAT 4,516,218 

2,463,163 

2,201,145 

INDRA SISTEMAS SA 514,984 11,072,410 11,142,134 

INDRAPRASTHA GAS 1,058,809 

2,752,502 

2,988,226 

INDUS + COMMER BK 562,161 

3,193,185 

2,390,751 

INDUS BANK (INDIA 44,621 

61,546 

80,291 

INDUS HOLDING AG 22,773 

418,922 

344,021 

INDUSTRIAL ALLNCE INS FIN SRVC 72,600 

2,339,658 

1,609,721 

INDUSTRIAL ALLNCE INS FIN SRVC 187,500 

3,537,972 

4,157,338 

INDUSTRIAL FINANCE 76,454 

68,057 

83,867 

INDUSTRIAS CH SAB DE CV COM 68,700 

210,881 

210,217 

INDUSTRIAS PENOLES 342,214 

4,851,839 

5,534,563 


3,766,990 

2,328,538 


9,585,240 

5,763,044 

INDUTRADE AB 124,882 

1,814,735 

1,619,887 

INES CORPORATION 114,500 

631,751 

779,670 

INFIGEN ENERGY 2,654,048 

2,629,633 

2,467,515 

INFINEON TECHNOLOGIES AG 1,751,618 10,744,729 10,027,990 

INFORMA PLC 1,986,838 

8,447,015 

7,165,731 

INFORMATION SERVIC 40,700 

261,104 

250,987 

INFOSYS TECHNOLOGI 1,150,536 37,967,424 42,693,880 

INFRASTRUCTURE DEV FINANCE 1,274,667 

2,315,213 

3,621,379 

INFRATIL LTD 1,231,416 

1,372,431 

1,388,018 

ING BANK SLASKI 596 

61,277 

65,628 

ING GROEP NV 6,425,819 222,031,875 93,389,048 

ING INDUSTRIAL FD 3,521,225 

1,944,890 

697,450 

ING OFFICE FUND 2,029,809 

0 16,410 

ING OFFICE FUND 5,674,250 

3,022,716 

2,110,180 

ING UK REAL ESTATE 946,088 

522,543 

475,210 

INGENICO 78,492 

1,711,558 

1,497,317 

INMARSAT 1,486,739 11,949,728 13,356,216 

INMET MNG CORP 53,400 

3,263,813 

1,962,008




INMET MNG CORP 98,000 

3,284,550 

3,600,689 

INMOBILIA COLONIAL 1,223,818 

245,064 

245,472 

INN VEST REAL ESTATE INVT TR 233,200 

1,208,275 

793,163 

INNOLUX DISPLAY CO 5,647,700 

6,418,367 

6,911,160 

INOTERA MEMORIES I 1,816,219 

848,475 

783,283 

INPEX CORPORATION 1,023 18,434,129 15,933,139 

INSURANCE AUST GRP 2,965,523 20,221,214 16,462,374 

INTACT FINL CORP 392,778 11,470,189 11,515,986 

INTERCELL AG 108,963 

3,862,441 

3,730,751 

INTERCONEXION ELEC 657,722 

2,557,171 

2,795,429 

INTERCONTL HOTELS 524,474 14,054,275 10,205,867 

INTERMEDIATE CAP 270,231 

3,112,146 

2,152,832 

INTERNATIONAL PERS 811,955 

2,243,745 

979,475 

INTERNATIONAL POWER 3,572,908 30,359,337 21,877,252 

INTERNET INITIATIV 193 

341,946 

300,847 

INTEROIL CORP 30,300 

822,904 

547,897 

INTERPUMP GROUP 183,256 

1,155,689 

886,802 

INTERSEROH SE 15,316 

912,499 

876,291 

INTERSERVE PLC 393,935 

1,845,586 

1,136,937 

INTERSHOP HLDG AG 3,230 

832,190 

837,534 

INTERTEK GROUP PLC 495,896 

7,655,761 

8,517,828 

INTERVEST OFFICES NPV 21,670 

663,268 

569,914 

INTESA SANPAOLO 460,000 

1,087,626 

1,133,005 

INTESA SANPAOLO 17,581,984 168,813,215 95,741,742 

INTIME DEPARTMENT 2,267,000 

786,450 

994,548 

INTL CONTAINER 10,659,139 

7,389,596 

3,433,073 

INTL FERRO METALS 1,180,136 

811,565 

830,849 

INTL GAME SYSTEM 4,000 

32,678 

31,454 

INTL METAL SERVICE 51,535 

957,372 

831,284 

INTL NICKEL INDONE 18,214,999 10,028,302 

7,405,559 

INTRACOM HOLDINGS EUR1.41 256,947 

463,537 

555,027 

INTRALOT SA 373,091 

3,267,274 

2,276,426 

INTRUM JUSTITIA NV 135,466 

1,495,517 

1,298,212 

INUI STEAMSHIP CO 68,500 

665,133 

504,068 

INVENSYS 1,386,712 11,540,496 

9,111,738 

INVENTEC APPLIANCE 2,786,347 

2,457,544 

2,751,528 

INVENTEC CORP 5,891,494 

3,098,787 

3,402,737 

INVERSIONES AGUAS 55,463 

60,128 

64,102 

INVERSIONES ARGOS 697,548 

3,311,080 

3,961,588 

INVESTEC 1,584,917 

7,769,328 

8,528,567 

INVESTEC LIMITED 636,609 

3,057,969 

3,495,270 

INVESTOR AB 606,141 22,915,612 17,989,755 

INVISTA FOUNDATION 948,753 

488,989 

460,924 

INVOCARE LTD 318,398 

1,395,313 

1,492,971 

IOCHPE MAXION 1 

18 

7 

IOI CORP 9,975,225 12,921,990 13,394,897 

IOOF HOLDINGS LTD NPV 232,312 

2,439,663 

1,781,846 

IPIRANGA REF PETRO 717 

317 

22,793 

IPSEN 55,305 

2,255,267 

2,414,866




IPSOS 79,858 

2,116,895 

2,005,030 

IRESS MARKET TECH 378,538 

1,860,681 

2,218,710 

IRIDE SPA 1,160,751 

2,096,581 

2,002,597 

IRISH CONTINETAL GROUP PLC 7,218 

105,213 

99,725 

IRISH CONTL GROUP 29,642 

631,433 

417,853 

IRISH LIFE + PERM 376,982 

1,520,928 

1,924,737 

IRISH LIFE + PERM 221,115 12,236,346 

3,099,046 

IRKUTSKENERGO 10,512 

354,114 

132,702 

IRPC PUBLIC CO LTD 19,449,798 

1,834,153 

1,849,643 

ISEKI + CO 524,000 

1,371,180 

2,128,911 

ISETAN MITSUKOSHI 307,047 

8,120,509 

7,182,967 

ISHARES CDN 28,100 

365,874 

382,538 

ISHIHARA SANGYO 904,000 

981,116 

974,411 

ISOFT GROUP LTD 1,662,765 

823,249 

867,049 

ISPAT INDUSTRIES 524,733 

247,359 

225,097 

ISRAEL DISCOUNT BK 255,267 

745,983 

733,804 

ISUZU MOTORS 4,058,193 14,797,241 

9,458,799 

IT HOLDINGS CORP 93,086 

4,124,232 

4,070,542 

ITALCEMENTI 124,213 

3,752,982 

2,917,620 

ITALCEMENTI DI RISP 400,257 

4,913,082 

3,442,170 

ITALIAN THAI DEVT 1,760,013 

156,952 

144,644 

ITALMOBILIARE 51,325 

1,397,292 

1,105,782 

ITALMOBILIARE 36,460 

1,527,786 

1,226,352 

ITAU UNIBANCO HOLDING SA 3,828,243 45,968,433 60,750,259 

ITAUSA INV ITAU SA 7,133,565 28,249,614 31,740,324 

ITC 1,303,315 

5,319,528 

5,218,157 

ITE GROUP 779,019 

1,432,664 

1,289,342 

ITERATION ENERGY LTD 608,800 

1,661,460 

613,334 

ITO EN 67,142 

2,412,052 

2,164,340 

ITOCHU CORP 2,907,494 37,693,703 32,097,226 

ITOCHU SHOKUHIN CO 15,100 

508,314 

546,189 

ITOCHU TECHNO SOLUTIONS CORP 38,795 

2,938,745 

2,848,638 

ITOHAM FOODS INC 359,000 

1,399,961 

1,350,645 

ITOHCHU ENEX CO LTD 196,500 

1,193,543 

1,215,842 

ITOKI CORPORATION 122,600 

392,720 

346,891 

ITURAN 69,812 

652,203 

567,888 

ITV 37,077,754 83,772,045 23,738,602 

IVANHOE MINES LTD 891,900 

6,471,123 

4,953,507 

IVG IMMOBILIEN AG 272,416 

2,944,104 

1,723,291 

IVRCL INFRASTR.PRJ 267,488 

1,322,124 

1,932,804 

IWAI SECURITIES CO 71,400 

591,809 

693,391 

IWASAKI ELECTRIC 183,000 

345,942 

443,820 

IWATANI INTL CORP 591,000 

1,513,571 

1,659,958 

IWATE(BANK OF) 45,500 

2,439,747 

2,607,815 

IYO BANK 254,276 

6,381,420 

5,988,095 

IZUMI CO 64,439 

2,228,913 

1,839,812 

IZUMIYA CO 203,000 

1,083,557 

1,182,422 

J FRONT RETAILING 732,119 

7,472,671 

6,120,040 

J OIL MILLS INC 209,000 

716,287 

775,478




J+P AVAX SA 96,975 

400,367 

469,276 

JACCS CO 413,000 

875,606 

920,299 

JAFCO 35,925 

2,293,333 

2,752,235 

JAHANGIR SIDDIQ + CO 21,700 

8,229 

6,179 

JAIN IRRIGATION 937 

12,072 

12,401 

JAIPRAKASH ASSOCIA 603,884 

1,582,978 

2,604,372 

JAIPRAKASH HYDRO POWER LTD 261,100 

351,914 

492,168 

JALUX INC 12,000 

160,405 

165,787 

JAMES HARDIE INDS 1,603,309 11,942,744 

7,458,062 

JANOME SEWING MACH 397,000 

260,680 

316,826 

JAPAN AIRLINES CORP 994,825 

3,742,061 

3,384,178 

JAPAN AIRPORT TERM 232,900 

2,869,917 

2,829,028 

JAPAN AVIATN ELECT 144,000 

829,005 

893,984 

JAPAN BUSINESS COMP 49,500 

325,905 

343,732 

JAPAN CASH MACHINE 46,200 

400,089 

421,371 

JAPAN DIGITAL LAB 53,000 

546,706 

672,353 

JAPAN GENERAL ESTA 35,600 

146,871 

369 

JAPAN PETROLEUM EX 55,489 

5,303,881 

4,942,268 

JAPAN PULP + PAPER 186,000 

552,362 

570,617 

JAPAN PURE CHEM 148 

386,755 

458,028 

JAPAN RADIO CO 324,000 

699,596 

859,657 

JAPAN REAL ESTATE 153 

1,249,322 

1,270,177 

JAPAN SECS FINANCE 234,500 

1,550,198 

1,978,370 

JAPAN STEEL WORKS 362,421 10,744,808 

9,211,121 

JAPAN TOBACCO INC 4,525 16,392,487 14,163,341 

JAPAN TRANSCITY CP 339,100 

1,122,434 

906,750 

JAPAN VILENE CO 153,000 

679,302 

788,112 

JAPAN WOOL TEXTILE 206,000 

1,381,406 

1,421,941 

JARDINE CYCLE + CARRIAGE LTD 216,128 

4,759,668 

5,421,454 

JARDINE LLOYD THOM 538,751 

3,792,699 

3,577,803 

JARDINE MATHESON 181,365 16,497,070 14,294,358 

JAYA HOLDINGS 1,201,000 

628,440 

286,278 

JB HI FI 335,958 

3,195,391 

4,182,720 

JBS SA 921,109 

2,653,341 

3,304,111 

JC DECAUX SA 48,098 

2,173,525 

1,566,684 

JD GROUP LTD 581,424 

2,870,112 

3,045,465 

JEAN COUTU GROUP INC A 20,000 

162,761 

168,252 

JEAN COUTU GROUP PJC INC 416,114 

3,154,541 

3,500,610 

JELMOLI HLDG AG 9,320 

3,001,812 

3,376,470 

JENOPTIK AG 122,330 

728,848 

513,043 

JEOL 187,000 

618,081 

742,302 

JERONIMO MARTINS SGPS 792,421 

4,944,932 

5,399,617 

JERUSALEM ECONOMIC 31,841 

213,724 

198,116 

JET AIRWAYS INDIA 17,934 

184,566 

83,839 

JFE HOLDING INC 685,018 55,189,802 44,257,626 

JFE SHOJI HLDGS 478,000 

1,993,221 

1,768,627 

JGC CORP 229,704 

8,500,487 

8,009,867 

JHSF PARTICIPACOES 986,600 

4,865,723 

926,290 

JIANGSU EXPRESSWAY 2,312,000 

1,600,162 

1,697,445




JIANGXI COPPER CO 3,681,000 

4,982,497 

6,041,551 

JINDAL SAW LTD 3,071 

21,677 

24,905 

JINDAL STEEL + PWR 152,652 

4,126,530 

8,013,553 

JJB SPORTS 571,942 

532,960 

299,054 

JKX OIL + GAS 368,989 

1,879,962 

1,250,280 

JM AB 195,989 

1,644,618 

1,347,008 

JOHNSON ELEC HLDGS 3,284,725 

2,454,143 

1,555,278 

JOHNSON MATTHEY 336,661 16,292,971 11,973,356 

JOHNSTON PRESS 3,702,566 

3,735,178 

1,204,270 

JOINT CORPORATION ORD SHS 95,000 

163,592 

985 

JOLLIBEE FOODS 878,708 

818,052 

894,685 

JOSHIN DENKI CO 136,000 

894,812 

993,730 

JOYO BANK 697,807 

8,022,146 

7,522,967 

JP MORG INDIAN INV 323,570 

1,481,280 

1,678,544 

JP MORGAN EUR FLEDG 148,194 

1,374,763 

1,293,482 

JP MORGAN EUROPEAN INV TR PLC 419,227 

1,092,590 

921,689 

JP MORGAN INDIAN IN 23,253 

0 38,869 

JPMORG.OSEAS IT 82,746 

718,650 

702,473 

JPMORGAN AMER IT 135,115 

1,358,928 

1,318,396 

JPMORGAN ASIAN IT 35,856 

0 16,681 

JPMORGAN ASIAN IT 509,069 

1,278,891 

1,330,897 

JPMORGAN EMER MKTS 348,194 

2,140,665 

2,144,603 

JPMORGAN EMERGING MA SUBS SH 25,251 

0 16,426 

JPMORGAN JAPANESE IT 541,416 

1,309,395 

1,239,367 

JPMORGAN RUSSIAN SECURITIES PL 175,339 

1,253,715 

877,821 

JPY COLLATERAL 139,923,143 

2,819,906 

2,878,308 

JS GROUP CORP 348,200 10,377,719 10,092,439 

JSC URALSVYASINFOR 21,440 

60,862 

56,838 

JSE LIMITED 136,624 

779,135 

857,870 

JSP CORPORATION 38,900 

243,385 

296,331 

JSR CORP 401,751 11,765,036 11,213,231 

JSW STEEL LTD 20,632 

262,007 

264,786 

JTEKT CORPORATION 499,042 13,026,452 

9,402,709 

JUKI CORP 304,000 

499,752 

406,447 

JULIUS BAER HLDGS 171,853 

6,439,950 

6,665,220 

JUMBO SA 285,018 

2,868,593 

2,790,469 

JUNGHEINRICH 45,663 

723,864 

603,344 

JUPITER TELECOMM 625 

465,977 

474,167 

JUROKU BANK 341,734 

3,822,046 

2,544,972 

JURONG TECHNO IND 465,000 

93,260 

8,032 

JUVENTUS FC 251,699 

289,082 

287,203 

JVC KENWOOD HLDG 37,009,900 32,831,932 26,467,151 

JYSKE BANK A/S 55,565 

7,993,149 

3,678,733 

K + S AG 183,254 30,873,682 22,963,706 

K REIT ASIA 615,000 

403,036 

414,292 

K S HOLDINGS CORP 117,700 

2,115,136 

3,049,697 

K WAH INTL HLDGS 3,458,000 

848,177 

1,289,491 

K1 VENTURES 3,381,000 

385,107 

350,399 

KABA HOLDINGS AG 11,919 

2,615,929 

2,213,818




KABU COM SECURITIE 457 

1,375,119 

1,447,489 

KADOKAWA HOLDINGS 63,400 

1,362,226 

1,468,612 

KAGA ELECTRONICS 67,300 

709,067 

899,798 

KAGAWA BANK 185,000 

862,356 

770,793 

KAGOME CO 314,400 

4,757,494 

5,200,626 

KAGOSHIMA BANK 179,690 

3,228,511 

3,111,079 

KAJIMA CORP 1,173,831 

7,877,400 

7,140,176 

KAKAKU.COM. INC 478 

1,486,014 

1,813,214 

KAKEN PHARM 420,000 

3,409,240 

3,743,587 

KALBE FARMA 29,500 

2,523 

2,919 

KAMEDA SEIKA CO 35,100 

496,097 

514,759 

KAMEI CORP 59,000 

252,446 

305,136 

KAMIGUMI CO 408,132 

5,500,062 

5,817,304 

KANADEN CORP 55,000 

264,633 

277,038 

KANAGAWA CHUO KOTS 44,000 

212,785 

236,223 

KANAMOTO CO 77,000 

327,904 

402,218 

KANDENKO CO 142,703 

2,056,542 

2,176,975 

KANEKA CORP 352,070 

4,856,146 

4,921,981 

KANEMATSU CORP 1,354,000 

1,451,017 

1,417,360 

KANEMATSU ELEC 35,700 

270,174 

313,025 

KANGWON LAND INC 344,850 

3,921,378 

4,412,304 

KANSAI ELEC POWER 843,068 41,872,832 40,545,858 

KANSAI PAINT CO 204,408 

3,423,743 

3,344,962 

KANTO AUTO WORKS 126,800 

1,384,842 

1,230,086 

KANTO DENKA KOGYO 136,000 

582,153 

701,954 

KANTO NATURAL GAS 95,000 

559,105 

561,227 

KANTO TSUKUBA BANK 159,500 

570,829 

517,422 

KAO CORP 838,613 40,817,685 34,023,900 

KAPPA CREATE CO 54,550 

1,003,508 

1,122,830 

KAPPAHL HOLDING AB 97,394 

480,045 

421,110 

KAPSCH TRAFFICCOM 14,538 

321,941 

428,226 

KARDAN NV 144,428 

928,851 

826,535 

KAROON GAS AUSTRALIA LTD 351,710 

1,067,835 

2,584,650 

KAS BANK NV 36,907 

868,562 

614,999 

KASIKORNBANK PCL 11,123,576 20,007,742 21,630,082 

KASUMI CO 101,400 

498,664 

446,650 

KATAKURA INDS 54,600 

568,426 

492,325 

KATO SANGYO 59,600 

836,851 

959,308 

KATO WORKS CO 138,000 

348,110 

344,696 

KAUFMAN + BROAD 38,107 

1,114,236 

639,806 

KAWASAKI HEAVY IND 1,491,457 

9,502,174 

8,764,905 

KAWASAKI KISEN 932,510 13,031,358 

6,489,472 

KAYABA INDUSTRY CO 524,000 

1,378,541 

1,178,504 

KAZAKHMYS 891,845 

9,980,666 12,293,231 

KB FINANCIAL GROUP 1,346,660 53,154,877 45,242,787 

KBC ANCORA 233,378 

5,021,191 

3,077,361 

KBC GROUP NV 356,906 35,231,462 10,935,743 

KCC CORPORATION 10,648 

2,353,764 

3,151,062 

KCOM GROUP 1,462,796 

719,473 

620,319




KDDI CORP 4,828 57,994,246 50,014,168 

KEIHAN ELEC RAIL 590,182 

6,483,280 

5,774,968 

KEIHANSHIN RL EST 57,000 

220,519 

255,211 

KEIHIN CORP 146,000 

1,904,051 

1,918,723 

KEIHIN ELEC EXP RL 423,036 

6,907,393 

7,566,798 

KEIO CORP 570,883 

7,182,293 

7,176,061 

KEISEI ELEC RAILWY 265,644 

3,612,680 

3,640,775 

KEIYO BANK 159,939 

2,182,133 

1,954,917 

KEIYO CO 74,300 

366,424 

374,253 

KELLER GROUP 201,901 

2,048,805 

1,840,391 

KEMIRA OY 209,744 

1,968,394 

2,000,543 

KENDA RUBBER IND 63,000 

57,372 

69,509 

KENEDIX INC 1,803 

800,366 

969,847 

KENTUCKY FRIED 22,000 

363,335 

392,185 

KEPPEL CORP 2,212,152 23,183,375 18,991,749 

KEPPEL LAND LTD 1,361,252 

2,987,731 

3,289,899 

KEPPEL TELECOM + TRA 347,000 

629,188 

333,250 

KERRY GROUP 37,235 

830,408 

843,477 

KERRY GROUP 153,408 

8,839,557 

7,577,373 

KERRY PROPERTIES 730,556 

6,459,851 

6,636,274 

KESA ELECTRICALS 2,113,643 

4,634,819 

3,863,746 

KESKO OYJ 113,012 

7,737,266 

5,252,954 

KEY COFFEE INC 35,100 

526,847 

575,511 

KEYENCE CORP 49,203 21,650,097 21,520,853 

KFC HLDGS(MAL) 22,000 

43,359 

43,499 

KGHM POLSKA MIEDZ 459,946 11,215,805 11,776,629 

KGI SECURITIES 4,428,000 

1,871,774 

2,024,383 

KIER GROUP 116,415 

1,858,815 

1,763,806 

KIKKOMAN CORP 172,907 

4,518,807 

3,767,804 

KIM ENG HLDGS LTD 948,000 

954,670 

1,218,282 

KIMBERLY CLARK DE MEX SAB D 2,379,168 

8,621,750 

9,077,519 

KINDEN CORPORATION 268,398 

5,045,066 

4,954,402 

KING YUAN ELECTRONICS CO LTD 1,852,021 

613,031 

581,403 

KINGBOARD CHEMICAL 804,585 

6,683,071 

4,099,915 

KINGBOARD LAMINATE 2,959,000 

1,245,567 

1,500,490 

KINGFISHER 5,009,562 24,690,764 24,180,630 

KINGSGATE CONSD LTD 301,970 

1,270,579 

1,635,655 

KINGSOFT CORP 1,680,000 

883,677 

1,170,573 

KINGSPAN GROUP 165,488 

1,054,549 

928,487 

KINGSPAN GROUP 434,444 

2,881,728 

2,437,492 

KINGSWAY FINL SVCS INC 157,700 

644,224 

452,182 

KINGWAY BREWERY 2,130,000 

248,145 

376,527 

KINKI NIPPON TOURI 121,000 

156,695 

132,933 

KINKI SHARYO CO 87,000 

434,015 

581,593 

KINNEVIK INV AB 672,914 

7,284,113 

6,861,285 

KINPO ELECTRONICS 255,957 

70,159 

54,686 

KINROSS GOLD CORP 798,776 32,584,075 31,922,186 

KINSUS INTERCONNE 1,486,575 

5,427,669 

2,478,380 

KINTETSU CORP 1,358,301 11,260,030 13,853,851




KINTETSU WORLD EXP 33,700 

719,729 

803,337 

KIRIN HOLDINGS CO LTD 1,128,547 30,095,744 29,993,036 

KIRKLAND LAKE GOLD INC 181,200 

1,297,574 

1,513,446 

KISCO CORP 714 

31,620 

31,330 

KISOJI CO 39,900 

770,569 

793,989 

KISSEI PHARM CO 177,000 

3,641,607 

4,301,860 

KITA NIPPON BANK 20,700 

602,901 

548,153 

KITAGAWA IRON WKS 269,000 

358,553 

354,076 

KITANO CONST CORP 183,000 

417,303 

447,614 

KITZ CORPORATION 283,000 

1,065,533 

964,989 

KIWI INC PROP TST 1,470,606 

2,254,025 

1,612,813 

KIYO HOLDINGS INC 2,331,000 

3,181,456 

2,971,581 

KIZOO AG 55,085 

482,189 

443,501 

KLABIN SA 1,385,800 

2,669,101 

2,114,268 

KLCC PROPERTY HLDG 139,700 

114,481 

129,565 

KLEPIERRE 86,577 

7,141,649 

5,142,811 

KLOCKNER WERKE AG 28,841 

658,394 

682,052 

KLOECKNER + CO SE 110,188 

2,514,390 

2,339,966 

KLOVERN AB 391,322 

990,913 

914,180 

KME GROUP 364,675 

363,481 

258,569 

KNIGHT VINKE INST PARTNERS 122,044,498 170,111,122 150,868,758 

KNM GROUP BERHAD 7,172,000 

3,275,973 

1,713,935 

KOA CORPORATION 102,200 

619,862 

850,563 

KOATSU GAS KOGYO 87,000 

430,981 

449,044 

KOBAYASHI PHARMACE 41,605 

2,868,374 

2,978,263 

KOBE STEEL 3,459,063 18,152,630 12,277,967 

KOC HLDG 4,464,719 

7,287,735 

7,730,864 

KOENIG + BAUER ALB 38,216 

618,198 

473,857 

KOHNAN SHOJI 48,400 

522,024 

478,056 

KOITO MFG CO 587,529 

7,447,861 

9,370,699 

KOJIMA CO 61,200 

256,298 

304,462 

KOKUYO CO 105,832 

2,133,421 

2,154,353 

KOLON INDUSTRIES 3,810 

118,939 

100,787 

KOMATSU 1,161,245 54,611,880 39,090,930 

KOMATSU SEIREN CO 102,000 

386,798 

386,920 

KOMERCNI BANKA 43,967 

6,233,381 

6,090,574 

KOMERI CO 42,156 

2,567,427 

2,146,214 

KOMORI CORPORATION 160,600 

1,922,593 

1,922,506 

KON BAM GROEP NV 376,754 

4,389,434 

3,056,050 

KONAKA 73,300 

232,392 

195,244 

KONAMI CORP 171,231 

8,129,821 

5,972,177 

KONE CORPORATION NPV 434,586 21,010,791 21,000,856 

KONECRANES OYJ 256,672 

6,766,498 

6,030,353 

KONICA MINOLTA HOLDINGS INC 938,673 18,794,600 15,643,653 

KONINKLIJKE DSM NV 462,849 30,399,975 22,286,936 

KONINKLIJKE KPN NV 2,654,845 70,795,266 68,210,596 

KONISHI CO LTD 47,800 

393,439 

384,937 

KONTRON AG 150,050 

1,720,510 

1,925,779 

KOOR INDUSTRIES 19,889 

960,090 

1,055,406




KOREA ELEC POWER 1,135,111 29,001,132 26,418,652 

KOREA EXCHANGE BK 1,097,779 

8,595,116 

8,548,191 

KOREA EXPRESS(THE) 439 

25,645 

28,119 

KOREA GAS 42,780 

1,844,646 

1,588,362 

KOREA INVESTMENT HOLDING CO 81,268 

2,036,539 

2,341,172 

KOREA KUMHO PETROL 22,173 

646,144 

519,537 

KOREA LINE CORP 3,174 

200,156 

153,972 

KOREA PETROCHEMICA 50,000 

791,700 

1,569,920 

KOREA ZINC 29,904 

2,420,801 

3,251,073 

KOREAN AIR LINES 65,191 

1,642,929 

1,821,735 

KOREAN REINSURANCE 85,987 

749,122 

796,457 

KOSE CORP 23,912 

1,356,426 

1,216,439 

KOTAK MAHINDRA BANK LTD 317,201 

2,537,544 

4,194,694 

KOURAKUEN CORP 20,300 

227,202 

238,588 

KOWLOON DEVMT 608,597 

2,667,443 

1,235,747 

KP CHEMICAL 1,124,090 

7,054,621 

7,755,996 

KREDYT BANK 49,644 

186,763 

100,597 

KRONES AG 52,404 

2,529,071 

1,994,177 

KRUNG THAI BANK LTD 33,261,188 

7,232,246 

8,542,278 

KS ENERGY SERVICES 787,000 

667,419 

641,628 

KT + G CORPORATION 155,318 

8,276,982 

8,778,128 

KT CORPORATION 345,942 10,107,584 

9,979,488 

KTB SECURITIES CO.,LTD 287,359 

2,780,919 

966,548 

KUALA LUMPUR KEPG 1,197,466 

3,414,392 

4,054,010 

KUBOTA CORP 974,562 14,480,659 15,506,261 

KUDELSKI SA 147,428 

1,889,356 

2,436,009 

KUEHNE + NAGEL AG 70,308 13,507,833 12,313,382 

KUKA AKTIENGESELLSCHAFT 83,968 

1,496,112 

1,301,444 

KULIM(MALAYSIA)BHD 31,000 

58,581 

55,121 

KUMAGAI GUMI CO 258,000 

179,589 

262,051 

KUMBA IRON ORE LTD 874,101 19,511,737 20,487,184 

KUMHO INDUSTRIAL 78,490 

1,245,105 

881,045 

KUMHO TIRE COL 14,540 

73,109 

53,643 

KUMIAI CHEM IND CO 136,000 

425,519 

627,248 

KUNGSLEDEN 429,665 

2,429,110 

1,974,235 

KUONI REISEN HLDG 6,751 

2,455,900 

2,095,042 

KURABO INDUSTRIES 581,000 

956,002 

1,204,332 

KURARAY CO 444,489 11,205,802 10,769,399 

KUREHA CORPORATION 435,000 

2,071,114 

2,303,830 

KURIMOTO 211,000 

191,372 

249,303 

KURITA WATER INDS 106,029 

7,339,577 

7,939,873 

KURODA ELECTRIC 76,200 

705,492 

1,024,319 

KWG PROPERTY HLDGS 1,027,524 

1,844,014 

1,763,932 

KWS SAAT AG 8,612 

1,179,385 

1,546,313 

KYOCERA CORP 235,568 43,350,351 37,969,619 

KYODO PRINTING CO 212,000 

582,637 

674,550 

KYOEI STEEL LTD 73,100 

1,586,697 

2,075,908 

KYOKUTO KAIHATSU 100,300 

444,165 

479,228 

KYOKUTO SECURITIES 76,700 

376,340 

373,623




KYOKUYO CO 257,000 

487,196 

535,389 

KYORIN CO LTD 191,000 

2,356,671 

2,894,149 

KYORITSU M TENANCE 18,800 

313,854 

314,486 

KYOSAN ELECTRIC 148,000 

510,415 

619,703 

KYOTO KIMONO YUZEN 23,000 

168,048 

190,703 

KYOWA EXEO CORP 278,000 

2,436,292 

2,766,026 

KYOWA HAKKO KIRIN CO LTD 326,228 

6,074,448 

7,254,321 

KYUDENKO CORP 195,000 

1,271,033 

1,350,054 

KYUSHU ELEC POWER 423,265 20,588,949 19,597,553 

LA SEDA BARCELONA 1,681,204 

1,379,386 

801,768 

LABORAT FARMA ROVI 62,821 

464,089 

566,585 

LABORATORIOS ALMIR 162,902 

1,538,272 

1,805,107 

LADBROKES 1,327,857 11,842,973 

6,506,682 

LAFARGE 214,645 39,480,958 26,827,476 

LAFARGE MALAYAN CEMENT BHD 1,685,386 

2,123,535 

2,828,955 

LAFARGE SA NEW 66,752 10,925,605 11,712,009 

LAGARDERE SCA 237,350 28,778,591 13,831,112 

LAI FUNG HLDGS 10,112,000 

221,306 

345,763 

LAIRD PLC 548,790 

2,045,452 

1,400,851 

LAMBRAKIS PUBLISHING 85,145 

300,392 

235,274 

LAN CHILE SA 270,143 

2,252,036 

3,244,259 

LANCASHIRE HLDGS 41,000 

275,653 

314,985 

LANCO INFRATECH LTD 46,066 

312,654 

345,363 

LAND + HOUSES 2,981,800 

286,780 

446,351 

LAND + HOUSES 5,240,533 

928,662 

784,465 

LAND SECS GP 1,039,809 34,344,323 15,836,246 

LANDI RENZO SPA 177,054 

795,428 

793,462 

LANXESS AG 122,224 

7,361,412 

5,887,788 

LARGAN PRECISION CO 184,174 

1,974,973 

1,947,832 

LARSEN + TOUBRO 579,108 

8,689,201 18,983,452 

LASSILA + TIKANOJA 91,180 

1,659,824 

1,637,039 

LAURENT PERRIER 9,282 

790,225 

637,951 

LAURENTIAN BANK OF CANADA 74,800 

2,262,085 

2,259,426 

LAW DEBENTURE CORP 371,015 

1,517,308 

1,402,259 

LAWSON 156,907 10,991,254 11,386,939 

LEE + MAN PAPER 626,289 

1,438,957 

1,566,459 

LEE CHANG YUNG 88,127 

84,212 

76,148 

LEGAL + GENERAL GP 20,595,485 44,592,910 26,762,836 

LEGRAND SA 156,426 

8,811,262 

7,149,999 

LEIGHTON HOLDINGS 196,714 

9,909,345 

7,339,979 

LEMMINKAINEN CORP 23,224 

677,074 

619,579 

LEND LEASE CORP 382,580 

2,422,357 

2,168,170 

LEND LEASE GROUP 332,707 

8,663,123 

5,419,723 

LEND LEASE PRIMELI 2,006,807 

329,234 

149,261 

LENOVO GROUP LTD 7,009,203 

9,004,416 

5,696,468 

LEONI AG 83,458 

1,924,130 

1,374,313 

LEOPALACE21 263,097 

6,070,258 

3,887,585 

LEROY SEAFOOD GROUP 42,830 

472,448 

665,419 

LEWIS GROUP LTD 171,835 

915,238 

1,072,509




LG CHEMICAL 20,300 

803,512 

791,954 

LG CHEMICAL 144,327 11,472,703 15,804,087 

LG CORP 403,623 17,839,369 19,294,824 

LG DISPLAY CO LTD 670,321 15,030,456 16,732,374 

LG ELECTRONICS INC 286,267 22,899,279 26,290,858 

LG FASHION CORP 4,500 

77,979 

85,482 

LG HAUSSYS LTD 12,295 

1,092,434 

1,119,526 

LG HOUSEHOLD + HEALT 17,677 

2,340,960 

2,997,160 

LG INTL CORP 31,360 

694,422 

615,409 

LG LIFE SCIENCES LTD 458 

21,020 

19,521 

LG TELECOM CO 1,820,177 12,668,989 11,458,707 

LI + FUNG 3,592,213 22,404,290 19,536,112 

LI NING CO LTD 814,019 

4,960,685 

5,572,687 

LIANHUA SUPERMARKET 475,949 

643,682 

762,742 

LIBERTY HLDGS 69,122 

547,422 

537,133 

LIBERTY INTERNATIONAL 750,434 16,087,268 10,003,244 

LIC HOUSING FINANC 2,726 

28,139 

35,144 

LIECHTENSTEINISCHE 39,558 

2,068,214 

2,291,531 

LIEN HWA INDUSTL 19,000 

9,926 

8,310 

LIFE CORPORATION 55,600 

936,715 

945,635 

LIFESTYLE INTERNAT 621,998 

2,235,456 

1,804,784 

LIG NON LIFE INSURANCE 507,760 

9,055,825 

7,174,285 

LIGHT S.A 32,000 

385,800 

440,045 

LIHIR GOLD LTD 1,020,999 

2,288,260 

2,435,008 

LINAMAR CORP 205,800 

1,468,890 

1,913,842 

LINC ENERGY LTD 655,620 

946,295 

810,955 

LINDAB AB 245,764 

2,732,878 

1,998,378 

LINDE AG 251,504 43,216,823 34,713,636 


5,859,266 

3,620,229 

LINDT + SPRUENGLI 146 10,460,595 

7,454,367 

LINK REAL ESTATE I 5,691,753 19,484,810 18,359,345 

LINK THEORY HLDGS NPV 186 

344,728 

321,358 

LINTEC CORP 44,740 

1,652,846 

1,839,902 

LION CORP 235,207 

2,679,911 

2,515,602 

LION NATHAN LTD 437,499 

8,079,320 

9,532,355 

LION SELECTION LTD 461,375 

505,943 

496,088 

LISI 16,070 

859,266 

694,250 

LITE ON IT CORP 624,706 

365,025 

366,522 

LITE ON TECHNOLOGY 5,755,914 

4,958,762 

4,999,803 

LLOYDS BANKING GROUP PLC 24,272,872 154,974,130 52,055,665 

LLX LOGISTICA SA 1,800 

3,207 

3,499 

LOBLAW COS LTD 194,706 10,988,029 10,472,401 

LOCALIZA RENT A CA 808,921 

6,513,192 

4,994,359 

LOG IN LOGISTICA I 394,500 

2,817,304 

1,709,003 

LOGICA PLC 2,809,258 10,226,317 

6,508,342 

LOGITECH INTL 601,551 

9,391,597 

8,324,530 

LOGWIN AG 86,227 

157,135 

126,994 

LOJAS AMERICANAS S 653,360 

2,208,419 

3,060,437 

LOJAS RENNER SA 340,100 

2,060,773 

3,751,894




LONDON STOCK EXCHANGE GROUP 643,068 

7,102,245 

7,439,730 

LONKING HOLDINGS LTD 2,057,000 

648,625 

997,970 

LONMIN 241,818 21,294,638 

9,749,219 

LONZA GROUP AG 74,764 16,281,324 14,381,304 

LOOMIS AB 82,215 

1,769,092 

1,930,986 

LOREAL 356,622 76,167,792 57,263,871 

LOTTE CHILSUNG BEV 7,252 

4,654,830 

4,838,651 

LOTTE CONFECT 1,817 

1,454,466 

1,426,273 

LOTTE SHOPPING CEN 27,163 

5,230,048 

5,586,331 

LOTTOMATICA SPA 106,957 

5,003,480 

3,540,844 

LOWLAND INV.CO. 83,152 

785,730 

664,153 

LPN DEVELOPMENT 19,848,500 

2,789,378 

3,000,287 

LPP SA 224 

99,332 

82,688 

LS CORP 56,608 

3,702,878 

4,185,779 

LUMINAR GROUP HLDG 192,917 

541,533 

366,155 

LUNDBERGFORETAGEN 57,713 

2,250,300 

2,167,631 

LUNDIN MNG CORP 1,317,800 

4,075,062 

3,801,292 

LUNDIN PETROLEUM 750,497 

6,185,764 

5,782,852 

LUPATECH SA 104,300 

1,208,679 

1,315,591 

LUPATECH SA RTS 699 

0 0 

LUPIN LTD 18,842 

216,542 

319,376 

LUXOTTICA GROUP 193,944 

9,243,562 

8,009,991 

LVMH MOET HENNESSY LOUIS VUITT 473,168 96,210,530 74,627,564 

LYNAS GOLD 2,035,970 

1,046,858 

765,381 

M REAL OYJ 684,813 

758,077 

509,093 

MAANSHAN IRON + ST 5,841,000 

3,103,187 

3,670,385 

MABUCHI MOTOR CO 54,351 

5,420,347 

5,200,692 

MACARTHUR COAL LTD 515,055 

3,434,981 

2,748,215 

MACAU SUCCESS LTD 3,048,000 

254,124 

137,651 

MACDONALD DETTWILER + ASSOC 126,100 

3,260,183 

2,877,384 

MACINTOSH RETAI 52,351 

804,389 

737,973 

MACMAHON HLDGS 2,108,068 

1,330,894 

579,451 

MACNICA 28,300 

343,492 

418,260 

MACQUARIE AIRPORTS 1,137,131 

2,817,864 

2,123,614 

MACQUARIE COMM INF 1,252,976 

2,589,187 

3,008,516 

MACQUARIE COUNTRYWIDE 5,698,168 

1,203,948 

2,510,642 

MACQUARIE GP LTD 250,340 33,117,432 19,228,018 

MACQUARIE INFRASTRUCTURE GRP 2,214,860 10,742,502 

5,804,936 

MACQUARIE INTL INFRASTRUCTURE 3,855,000 

1,235,309 

972,173 

MACQUARIE LEISURE 758,851 

800,502 

868,093 

MACQUARIE MEDIA GP 650,634 

1,032,810 

694,327 

MACQUARIE OFFICE 4,759,273 

5,208,099 

1,859,608 

MACROMILL INC 201 

207,891 

223,738 

MACRONIX INTL 11,169,623 

4,935,683 

5,072,459 

MADECO SA 1,492,241 

97,445 

103,368 

MAEDA CORP 435,000 

1,504,290 

1,654,610 

MAEDA ROAD CONST 219,000 

1,715,430 

2,238,006 

MAEZAWA KASEI IND 36,900 

350,272 

356,819 

MAEZAWA KYUSO INDS 37,700 

629,371 

577,115




MAGNA INTL INC 188,271 19,906,533 14,348,766 

MAGYAR TELEKOM RT 2,959,250 

8,803,955 

8,698,419 

MAHANAGAR TELE NIGAM 284,565 

608,449 

580,060 

MAHINDRA + MAHINDRA 606,084 

6,006,124 

8,780,342 

MAINFREIGHT LTD 162,953 

545,765 

445,467 

MAIRE TECNIMONT SP 406,043 

959,123 

1,324,172 

MAISONS FRANCE CON 10,829 

310,721 

303,786 

MAJOR DRILLING GROUP INTL INC 26,200 

1,116,446 

411,945 

MAJOR DRILLING GROUP INTL INC 47,500 

628,789 

746,846 

MAKHTESHIM AGAM IN 679,350 

5,764,777 

5,177,217 

MAKINO MILLING 279,000 

1,114,385 

910,867 

MAKITA CORP 305,054 13,566,061 10,968,483 

MALAY AIRLINE SYST 270,300 

238,115 

235,311 

MALAYAN BK BHD 12,734,679 18,982,661 21,375,421 

MALAYSIA AIRPORTS 102,000 

65,490 

94,600 

MALAYSIAN BULK CAR 259,500 

309,621 

225,909 

MAN GROUP 3,614,616 48,857,991 27,131,930 

MAN SE 218,874 40,988,063 25,374,627 

MANDOM CORPORATION 56,700 

1,219,610 

1,284,029 

MANGALORE REF + PET 542,877 

780,561 

930,954 

MANILA ELECTRIC CO 767,370 

1,478,489 

2,216,404 

MANILA WATER CO 126,000 

37,084 

37,964 

MANITOBA TEL SYS 47,000 

1,802,542 

1,378,818 

MANITOBA TELECOM SVCS INC 78,489 

2,176,835 

2,302,596 

MANITOU 47,688 

764,275 

565,886 

MANULIFE FINL CORP 2,380,508 132,756,640 79,432,381 

MANZ AUTOMATION AG 9,443 

780,261 

536,432 

MAP GROUP 502,132 

3,340,161 

2,695,426 

MAPELEY 30,416 

417,452 

100,181 

MAPFRE SA 1,685,409 11,569,181 

9,313,714 

MAPLE LEAF FOODS INC 336,900 

2,739,076 

2,535,417 

MAPLETREE LOGISTICS TRUST 4,600,250 

1,795,766 

1,764,009 

MARFIN INVESTMENT GROUP SA 586,843 

8,423,111 

5,809,431 

MARFRIG FRIGORIFIC 710,632 

5,756,340 

5,257,763 

MARIELLA BURANI SP 28,240 

392,123 

117,347 

MARINE HARVEST ASA 8,383,000 

4,275,474 

5,626,393 

MARKS + SPENCER GP 2,251,929 34,191,142 23,253,842 

MAROC TELECOM 282,385 

6,086,574 

5,300,311 

MARR 103,982 

803,842 

802,177 

MARS ENGINEERING 35,500 

877,285 

1,019,174 

MARSHALLS PLC 614,886 

1,093,095 

868,326 

MARSTONS PLC 856,918 

2,302,105 

1,675,818 

MARTIFER SGPS 94,428 

454,953 

452,977 

MARTINREA INTL INC 206,700 

855,675 

1,147,987 

MARUBENI CORP 1,838,621 23,956,591 16,180,691 

MARUDAI FOOD CO 312,000 

724,465 

908,659 

MARUETSU INC 122,000 

686,942 

632,223 

MARUHA GROUP INC 1,196,000 

1,760,447 

1,797,378 

MARUI GROUP CO LTD 292,894 

4,680,023 

4,366,679




MARUICHI STL TUBE 89,707 

5,340,640 

3,519,349 

MARUSAN SECURITIES 177,000 

1,032,810 

1,150,220 

MARUTI SUZUKI INDIA LTD 150,589 

2,350,811 

3,376,111 

MARUZEN SHOWA UNYU 123,000 

341,479 

336,550 

MASISA SA 1,317,752 

191,496 

174,873 

MASPRO DENKOH CORP 32,000 

276,613 

288,542 

MASSMART 1,220,182 10,986,004 12,640,280 

MASTERLINK SECS 47,000 

17,527 

16,617 

MATRIX LABORATORIE 11,581 

45,789 

50,284 

MATSUDA SANGYO 27,000 

403,076 

431,228 

MATSUI SECURITIES 151,759 

2,982,076 

3,378,421 

MATSUMOTOKIYOSHI H 179,991 

5,910,736 

5,817,822 

MATSUYA CO 72,200 

1,148,028 

867,283 

MATSUYA FOODS CO 23,800 

301,062 

324,125 

MAUREL ET PROM 375,253 

5,978,923 

6,355,662 

MAX CO 122,000 

1,306,799 

1,349,163 

MAYR MELNHOF KARTO 28,730 

2,174,093 

2,421,919 

MAZDA MOTOR CORP 2,552,338 11,179,328 

8,891,293 

MCB BANK LIMITED 1,149,460 

2,362,852 

2,195,463 

MCBRIDE 567,409 

1,086,579 

1,354,934 

MDS INC 467,600 

3,405,740 

2,460,099 

MEC COMPANY LTD 19,100 

111,472 

118,181 

MECALUX S.A. 52,992 

940,027 

719,507 

MEDA AB 761,703 

6,038,425 

5,210,511 

MEDCO ENERGI INTL 17,500 

5,949 

5,229 

MEDI CLINIC CORP 480,256 

1,135,768 

1,200,251 

MEDIA PRIMA BERHAD 82,900 

28,091 

28,537 

MEDIASET 1,247,167 21,606,186 13,852,047 

MEDIATEK INC 3,177,659 29,395,506 37,965,325 

MEDICEO PALTAC HOLDINGS 119,632 

1,471,573 

1,370,092 

MEDINET NASR HOUSI 7,002 

38,884 

40,730 

MEDIOBANCA SPA 612,509 17,657,676 13,894,394 

MEDIOLANUM 375,160 

3,191,359 

3,405,921 

MEDION AG 85,886 

996,615 

925,195 

MEDIPAL HOLDINGS CORP 131,868 

6,705,697 

4,340,968 

MEDIQ NV 182,336 

2,335,751 

2,314,571 

MEETIC 25,733 

562,390 

671,356 

MEGA FINANCIAL HD 16,638,357 

7,048,024 

7,657,397 

MEGACABLE HOLDINGS 2,622,523 

6,846,856 

3,673,852 

MEGACHIPS CORP 58,400 

891,076 

1,343,711 

MEGASTUDY CO LTD 120 

20,839 

21,665 

MEGAWORLD CORP 6,854,000 

130,135 

139,572 

MEGGITT 2,215,319 

6,157,708 

5,782,551 

MEIDENSHA CORP 530,000 

1,585,449 

3,065,140 

MEIJI HOLDINGS CO 62,186 

6,320,331 

5,612,700 

MEISEI INDUSTRIAL 82,000 

199,390 

214,168 

MEITEC CORPORATION 106,300 

1,960,537 

1,835,475 

MEIWA ESTATE CO 32,700 

157,403 

196,569 

MEKONOMEN AB 54,755 

697,592 

814,486




MELCO HLDGS INC 28,900 

431,594 

359,434 

MELCO INTL DEV 625,294 

1,959,692 

789,919 

MELCOR DEVS LTD 24,000 

101,229 

126,887 

MELCOR DEVS LTD 26,100 

321,051 

137,989 

MELEXIS NPV 101,660 

977,393 

634,541 

MELROSE 1,566,215 

2,955,868 

2,372,975 

MELROSE RESOURCES 175,719 

903,109 

752,395 

MERCANTILE INVESTM 322,641 

4,087,694 

4,101,954 

MERCATOR MINERALS LTD 450,600 

1,189,843 

523,796 

MERCHANTS TRUST 327,017 

1,701,248 

1,524,090 

MERCIALYS 109,802 

3,828,706 

3,388,304 

MERCIAN CORP 208,000 

390,642 

405,286 

MERCK KGAA 154,819 27,051,677 24,361,108 

MERITZ FIRE MARINE 48,430 

243,125 

239,498 

MERLIN INTL PROPS 3 

72,035 

0 

METALFRIO SOLUTION 169,200 

2,086,547 

312,534 

METALLWAREN HOLDING AG 553 

1,065,237 

1,144,594 

METALURGICA GERDAU 667,100 10,122,315 

8,782,110 

METCASH LIMITED 1,106,364 

8,366,895 

8,053,607 

METHANEX CORP 292,100 

4,566,307 

3,548,914 

METKA SA 81,095 

1,067,436 

974,820 

METRO AG 360,406 33,624,135 27,657,135 

METRO BANK + TRUST 2,280,628 

1,620,655 

1,492,775 

METRO INC 380,555 11,258,925 12,458,519 

METROPOLE TV (M6) 337,112 

6,098,705 

6,374,022 

METROPOLITAN HOLDINGS LTD 1,894,189 

2,389,031 

2,857,533 

METSO OYJ 219,386 13,332,519 

7,870,419 

MEXICHEM SA DE CV 4,614,071 

5,557,779 

5,896,229 

MEYER BURGER TECHN 9,181 

1,566,728 

1,415,708 

MICHAEL PAGE INTL 1,009,762 

3,890,116 

3,961,921 

MICHANIKI SA 72,265 

173,082 

146,976 

MICHANIKI SA 157,367 

486,715 

381,864 

MICHELIN(CGDE) 168,783 23,465,331 18,000,568 

MICHINOKU BANK 359,000 

833,762 

773,923 

MICRO FOCUS 635,285 

3,260,086 

3,918,090 

MICRO STAR INTL 1,526,926 

932,531 

956,365 

MICRONAS SEMICONDU 82,579 

332,852 

231,590 

MIDAS HLDGS 1,052,000 

425,301 

570,574 

MIDLAND HOLDINGS LTD 1,728,000 

799,881 

1,047,942 

MIDOPA 34,380 

352,022 

317,096 

MIE BANK 210,000 

749,101 

759,600 

MIGDAL INSURANCE 1,436,564 

2,301,704 

2,820,864 

MIKUNI COCA COLA 125,900 

1,063,158 

1,020,405 

MILANO ASSICURAZIO 1,111,596 

3,908,246 

3,687,462 

MILBON CO 29,500 

622,795 

665,000 

MILLENNIUM AND COPTHNE 615,502 

2,542,129 

2,399,791 

MILLICOM INTL CELL 17,600 

1,094,688 

987,009 

MIMASU SEMICONDUCT 33,000 

414,043 

396,404 

MINARA RESOURCES 2,723,920 

1,110,086 

1,838,798




MINAS BUENAVENTURA 336,857 

7,594,144 

7,992,914 

MINATO BANK 513,000 

767,915 

696,512 

MINCOR RESOURCES 623,574 

755,168 

781,399 

MINEBEA CO 907,870 

7,523,241 

6,173,721 

MINERAL DEPOSITS 1,399,339 

720,844 

701,403 

MINGYUAN MEDICARE 5,370,000 

531,865 

595,893 

MINISTOP CO 45,800 

779,646 

736,711 

MINMETALS RESOURCE 2,572,000 

542,486 

657,100 

MINOAN LINES 30,427 

143,736 

145,107 

MINOR INTERNATIONAL 133,600 

29,448 

31,175 

MINTH GRP 2,186,000 

1,333,205 

1,805,201 

MIQUEL Y COSTAS 26,619 

466,595 

517,120 

MIRABELA NICKEL 676,906 

1,560,934 

1,390,001 

MIRACA HOLDINGS INC 172,900 

3,784,961 

4,229,093 

MIRAE ASSET SECURI 26,947 

1,694,746 

1,470,086 

MIRVAC GROUP 2,933,279 

9,438,922 

5,629,767 

MISUMI GROUP INC 40,943 

1,466,688 

1,291,807 

MISYS 1,721,380 

3,782,446 

4,890,123 

MITAC INTL 3,058,526 

1,409,626 

1,221,173 

MITAC TECHNOLOGY CORP 36,000 

21,587 

19,531 

MITCHELLS+BUTLERS 1,569,583 

7,158,656 

6,410,470 

MITIE GROUP 1,015,925 

3,465,434 

3,588,747 

MITO SECURITIES CO 190,000 

526,605 

594,704 

MITSUBA CORP 107,000 

431,730 

371,509 

MITSUBISHI CABLE 338,000 

331,512 

350,314 

MITSUBISHI CHEM HL 2,147,266 23,885,085 15,682,930 

MITSUBISHI CORP 1,721,202 80,662,136 64,225,753 

MITSUBISHI ELEC CP 2,800,204 40,309,104 31,575,012 

MITSUBISHI ESTATE 1,245,842 55,855,927 43,836,499 

MITSUBISHI GAS CHM 596,747 

7,610,116 

5,991,449 

MITSUBISHI HVY IND 3,838,998 38,515,521 34,269,705 

MITSUBISHI KAKOKI 186,000 

479,124 

497,362 

MITSUBISHI LOGISTC 116,098 

2,999,003 

2,970,473 

MITSUBISHI MATERL 1,667,291 12,483,314 

9,185,169 

MITSUBISHI MOTOR 4,716,310 17,759,674 19,407,819 

MITSUBISHI PAPER 797,000 

1,412,383 

1,115,147 

MITSUBISHI PENCIL 53,200 

654,502 

692,535 

MITSUBISHI RAYON 622,886 

3,337,529 

3,613,803 

MITSUBISHI STEEL 361,000 

1,007,498 

849,324 

MITSUBISHI TANABE PHARMA CORP 218,173 

4,884,424 

4,562,214 

MITSUBISHI UFJ FIN GROUP 14,280,585 306,348,482 186,005,551 

MITSUBISHI UFJ LEASE + FIN 46,907 

3,797,019 

3,532,283 

MITSUBOSHI BELTING 187,000 

824,114 

806,260 

MITSUI + CO 2,638,890 71,644,792 53,546,339 

MITSUI CHEMICALS I 1,270,292 10,407,815 

6,429,068 

MITSUI ENG+SHIPBG 842,428 

4,503,959 

4,823,809 

MITSUI FUDOSAN CO 1,118,366 46,766,945 40,313,120 

MITSUI HIGH TEC 78,900 

567,169 

865,173 

MITSUI HOME CO 82,000 

402,993 

481,028




MITSUI KNOWLEDGE 1,848 

335,742 

369,657 

MITSUI MINING + SM 816,895 

4,700,542 

4,151,069 

MITSUI MINING CO 360,000 

650,522 

466,394 

MITSUI OSK LINES 1,169,625 26,447,292 15,581,041 

MITSUI SOKO CO 332,400 

1,292,528 

1,312,581 

MITSUI SUGAR CO LTD 330,000 

1,050,890 

1,118,412 

MITSUI SUMITOMO GR 703,717 39,783,480 33,628,347 

MITSUMI ELECTRIC 199,408 

8,035,543 

7,850,496 

MITSUUROKO CO 63,800 

372,122 

353,765 

MIURA CO 98,900 

2,183,996 

2,203,814 

MIYAZAKI BANK 345,000 

1,314,366 

1,369,487 

MIZRAHI TEFAHOT BANK 239,385 

2,793,840 

2,915,751 

MIZUHO FINL GB 9,856,117 118,643,337 50,381,443 

MIZUHO INVEST SECS 314,048 

1,153,189 

871,194 

MIZUHO SECURITIES CO LTD 512,234 

4,245,994 

3,711,386 

MIZUHO TRUST + BANKING CO. LTD 1,658,781 

4,817,106 

3,875,026 

MIZUNO CORP 313,000 

1,459,316 

1,398,176 

MLP AG 255,362 

3,561,473 

3,098,288 

MMC CORPORATION 2,503,524 

1,362,117 

1,517,071 

MMX MINERACAO E ME 9,941 

30,799 

31,754 

MOBILEONE 757,946 

1,957,619 

1,614,075 

MOBIMO HLDG AG 13,280 

1,782,322 

1,782,796 

MOBINIL 219,706 

7,450,796 

7,623,335 

MOBISTAR 23,756 

3,682,360 

3,150,967 

MOCHIDA PHARM CO 312,034 

4,563,538 

4,245,704 

MODEC INC 35,100 

722,675 

619,893 

MODERN TIMES GROUP 159,854 

4,878,912 

4,425,574 

MOL HUNGARIAN OIL 425,250 26,538,924 26,159,821 

MONADELPHOUS GROUP 267,582 

2,318,475 

2,574,287 

MONDI 1,658,554 

9,597,900 

7,355,390 

MONDI LTD 827,225 

5,818,198 

3,631,328 

MONEX GROUP INC 1,228 

1,046,992 

1,261,758 

MONEYSUPERMARKET.COM 793,955 

663,393 

640,687 

MONGOLIA ENERGY CORPORATION LI 986,517 

685,973 

648,010 

MONKS INV TRUST 831,538 

3,724,095 

3,231,826 

MONTE PASCHI SIENA 4,315,516 23,361,716 13,157,356 

MOOLEN (VAN DER) 133,233 

442,081 

313,957 

MORGAN CRUCIBLE CO 843,471 

1,975,616 

1,319,616 

MORGAN SINDALL PLC 100,871 

1,005,300 

1,147,885 

MORGUARD REAL ESTATE INVT TR 131,300 

1,274,734 

1,091,010 

MORGUARD REAL ESTATE TR UTS 5,500 

46,369 

45,701 

MORI SEIKI CO 70,117 

2,385,175 

1,650,259 

MORINAGA + CO 631,000 

1,240,698 

1,301,435 

MORINAGA MILK IND 601,000 

1,791,283 

2,304,711 

MORITA HOLDINGS 110,000 

399,934 

438,928 

MORRISON(W)SUPRMKT 3,897,470 35,262,350 28,546,815 

MORY INDUSTRIES 106,000 

269,252 

234,005 

MOS FOOD SERVICES 97,600 

1,433,697 

1,599,270 

MOSEL VITELIC INC 304,000 

98,285 

67,082




MOSENERGO 29,432 

133,517 

135,820 

MOSER BAER 12,088 

50,679 

22,559 

MOSHIMOSHI HOTLINE 57,100 

1,227,408 

1,186,563 

MOTA ENGIL SGPS 322,058 

1,398,089 

1,459,103 

MOTECH INDUSTRIES 8,000 

29,720 

31,332 

MOTHERCARE 272,342 

1,722,069 

2,152,830 

MOTOR OIL SA 176,350 

2,165,762 

1,892,284 

MOUCHEL GROUP PLC 353,825 

1,862,446 

961,449 

MOUNT GIBSON IRON 3,384,674 

2,874,077 

2,462,705 

MPC MUNCHMEYER PET 23,641 

487,297 

162,816 

MPHASIS LTD 13,037 

83,806 

105,319 

MPX ENERGIA SA 100 

14,413 

13,879 

MR MAX CORP 62,300 

245,753 

322,848 

MR PRICE GROUP 1,180,593 

3,367,792 

4,292,787 

MRV ENGENHARIA 1,600 

20,175 

22,166 

MTN GROUP LTD 4,690,748 50,837,224 71,863,049 

MTR CORP 2,797,787 15,057,888 15,420,636 

MTU AERO ENGINES I 187,453 

5,928,230 

6,836,207 

MUCKLOW(A+J)GROUP 82,428 

338,969 

339,366 

MUENCHENER RUCKVERS AG 490,864 117,275,168 104,370,065 

MULTI PURPOSE HLDG 83,600 

33,514 

33,297 

MULTIPLAN EMPREEND 2,800 

26,471 

28,289 

MUNDRA PORT SPECIAL COM STK 97,565 

1,266,426 

1,244,384 

MUNTERS 176,278 

1,035,399 

846,369 

MURATA MFG CO 248,550 30,729,266 23,683,540 

MURCHISON METALS 1,297,235 

1,670,044 

1,761,899 

MURRAY + ROBERTS 2,793,923 17,902,411 18,089,498 

MURRAY INCOME TST 201,967 

1,614,847 

1,466,807 

MURRAY INTL TRUST 290,114 

3,082,839 

2,969,366 

MUSASHI SEIMITSU I JPY50 94,800 

1,459,676 

1,469,874 

MUSASHINO BANK 28,005 

2,674,090 

2,187,025 

MVELAPHANDA GROUP 139,680 

78,322 

81,393 

MVELAPHANDA RESOUR 259,197 

949,638 

1,024,034 

MVV ENERGIE AG 47,724 

2,016,580 

2,074,473 

MYTILINEOS 276,757 

2,223,265 

2,251,521 

NABTESCO CORP 52,538 

1,171,129 

1,233,707 

NACHI FUJIKOSHI CO 575,000 

1,419,678 

1,179,976 

NAGAILEBEN CO 44,900 

793,443 

816,702 

NAGANO BANK 258,000 

642,879 

641,758 

NAGARJUNA CONSTRUC 35,864 

92,988 

101,816 

NAGASE + CO 268,000 

2,377,255 

2,691,527 

NAGATANIEN CO 60,000 

494,583 

542,882 

NAGOYA RAILROAD CO 713,009 

5,342,452 

5,302,943 

NAKAMURAYA CO 140,000 

667,691 

664,559 

NAKAYAMA STEEL WKS 307,000 

766,297 

728,642 

NAMCO BANDAI HLDGS 310,240 

7,303,103 

6,332,209 

NAMPAK 1,229,134 

2,007,377 

2,315,817 

NAN HAI CORP LTD 72,600,000 

624,521 

693,208 

NAN KANG RUBB TIRE 34,000 

32,857 

32,124




NAN YA PCB CORP 495,989 

1,509,412 

1,337,855 

NAN YA PLASTIC 13,641,524 16,525,548 17,711,945 

NANTO BANK 327,431 

4,065,533 

3,961,071 

NANYA TECHNOLOGY CORPORATION 5,751,509 

1,723,222 

899,276 

NASPERS 1,367,116 25,163,136 35,937,138 

NATIONAL ALUMINUM 191,368 

1,622,232 

1,218,396 

NATIONAL BK CDA MONTREAL QUE 237,743 22,922,200 21,401,628 

NATIONAL BK OF PAK 569,877 

485,805 

466,104 

NATIONAL GRID 3,794,814 89,579,148 64,618,921 

NATIONAL VERISCH 65,345 

1,638,527 

1,460,056 

NATIXIS 1,191,561 12,831,589 

4,518,048 

NATL AUSTRALIA BK 2,377,579 119,691,823 89,242,753 

NATL BK OF GREECE 596,827 50,457,461 35,426,766 

NATL EXPRESS GRP 619,605 

4,736,898 

3,158,126 

NATL PORTEFEUILLE 43,092 

6,494,023 

4,912,666 

NATRACEUTICAL SA 413,868 

310,961 

268,777 

NATURA COSMETICOS 819,855 

8,311,243 10,818,170 

NAVITAS LTD 1,120,000 

1,898,791 

2,471,916 

NCC 242,466 

2,588,081 

2,096,739 

NCSOFT 65,217 

3,907,930 

9,368,273 

NEC CORP 3,946,013 27,541,196 23,680,183 

NEC ELECTRONICS 100,848 

1,523,392 

1,223,827 

NEC FIELDING LTD 59,900 

679,131 

825,072 

NEC LEASING LTD 26,900 

280,120 

398,963 

NEC MOBILING LTD 22,800 

371,225 

440,238 

NEC NETWORKS + SYS 71,400 

776,824 

877,654 

NEC TOKIN CORP 107,000 

278,424 

257,284 

NEDBANK GROUP LTD 1,877,868 21,994,962 23,842,662 

NEOPOST 106,428 

9,478,633 

9,554,748 

NEPTUNE ORIENT LINES 387,870 

0 67,545 

NEPTUNE ORIENT LNS 1,061,982 

1,806,633 

1,711,145 

NESTE OIL OYJ 222,831 

8,660,677 

5,414,095 

NESTLE INDIA 17,583 

680,071 

730,407 

NESTLE SA 5,426,604 408,282,076 402,072,075 

NET ONE SYSTEMS CO 1,274 

1,711,224 

2,242,060 

NET SERVICOS DE CO NEW 612,279 

5,202,215 

5,935,963 

NETCARE LIMITED 3,138,200 

2,878,545 

3,941,799 

NETUREN CO 69,200 

496,668 

534,321 

NEW GOLD INC 1,071,700 

2,331,099 

2,842,241 

NEW HOPE CORP 255,245 

1,748,274 

2,175,332 

NEW WORLD CHINA LA 1,194,696 

1,739,686 

1,525,285 

NEW WORLD DEPARTMENT 5,492,126 

5,068,845 

4,145,643 

NEW WORLD DEVEL CO 5,067,589 16,767,766 16,230,802 

NEWCREST MINING 622,812 31,678,481 31,747,983 

NEXANS 92,169 

6,042,437 

4,895,221 

NEXEN INC 882,581 44,587,554 35,071,001 

NEXITY EUR5 102,327 

2,621,285 

3,051,427 

NEXT GROUP 351,770 16,609,392 15,674,434 

NEXUS ENERGY 1,996,520 

1,277,257 

589,142




NEYVELI LIGNITE 568,479 

1,464,546 

1,440,629 

NGK INSULATORS 289,696 12,239,809 13,020,008 

NGK SPARK PLUG CO 145,742 

2,982,636 

2,764,236 

NH HOTELES SA 461,962 

2,986,018 

1,979,552 

NH HOTELES SA RTS 461,962 

462,318 

293,531 

NHIS 2,260 

13,472 

12,436 

NHK SPRING CO 253,056 

3,925,809 

3,268,029 

NHN CORP 177,614 21,133,422 24,607,615 

NIBE INDUSTRIER AB 86,279 

629,827 

734,967 

NICE CORP 277,000 

461,498 

473,701 

NICE SPA 144,860 

511,272 

507,970 

NICE SYSTEMS 106,590 

5,066,922 

4,598,589 

NICHI IKO PHARM 72,600 

1,976,767 

2,264,870 

NICHIAS CORP 294,000 

763,126 

862,331 

NICHICON CORP 184,700 

1,501,622 

2,678,088 

NICHIDEN CORP 37,100 

996,987 

1,078,567 

NICHIHA CORP 46,600 

309,175 

372,375 

NICHII GAKKAN CO 91,200 

700,021 

905,525 

NICHIREI CORP 1,014,551 

6,862,554 

5,344,743 

NICOX SA 139,848 

1,723,670 

1,745,805 

NIDEC COPAL ELECTRONICS CORP 83,000 

407,805 

421,516 

NIDEC CORPORATION 97,023 11,848,680 11,363,000 

NIDEC SANKYO CORP 59,890 

977,871 

655,560 

NIDEC TOSOK CORP 18,200 

136,182 

133,550 

NIEUWE STEEN INVES 120,125 

2,315,570 

1,853,427 

NIFCO INC 125,100 

1,989,838 

1,939,676 

NIHON DEMPA KOGYO 48,300 

855,181 

1,016,210 

NIHON KOHDEN CORP 107,600 

1,549,557 

1,414,073 

NIHON NOHYAKU CO 163,000 

1,328,412 

1,511,997 

NIHON PARKERIZING 115,000 

1,316,157 

1,216,925 

NIHON UNISYS 277,600 

3,012,900 

2,408,159 

NIHON YAMAMURA GLA 262,000 

518,204 

659,854 

NIKKISO CO 169,000 

987,841 

1,156,035 

NIKO RES LTD 153,900 

9,195,163 10,601,455 

NIKON CORP 392,474 17,498,316 13,784,116 

NINE DRAGONS PAPER 1,675,953 

2,300,595 

2,682,529 

NINTENDO CO 161,265 97,782,770 84,926,109 

NIPPO CORPORATION 220,000 

1,561,840 

2,043,012 

NIPPON BEET SUGAR 360,000 

839,066 

876,820 

NIPPON BUILDING FD 70 

634,992 

599,264 

NIPPON CARBON CO 337,000 

1,035,094 

943,048 

NIPPON CERAMIC CO 48,700 

486,424 

546,130 

NIPPON CHEM INDL 210,000 

464,554 

515,831 

NIPPON CHEMI CON 296,000 

847,297 

1,122,827 

NIPPON CHEMIPHAR 91,000 

318,524 

287,661 

NIPPON DENKO CO 279,000 

1,750,080 

1,859,325 

NIPPON DENSETSU 154,000 

1,386,506 

1,618,448 

NIPPON DENWA SHSET 103,000 

281,288 

302,109 

NIPPON ELEC GLASS 366,303 

7,772,936 

7,939,733




NIPPON EXPRESS CO 1,151,097 10,509,354 10,223,426 

NIPPON FLOUR MILLS 410,000 

1,777,895 

1,971,705 

NIPPON GAS CO 56,200 

691,043 

827,696 

NIPPON KANZAI CO 32,100 

575,751 

467,435 

NIPPON KASEI CHEM 99,000 

154,511 

169,301 

NIPPON KAYAKU CO 142,865 

2,080,850 

2,278,204 

NIPPON KOEI CO 204,000 

542,994 

697,725 

NIPPON KONPO UNYU 115,000 

1,101,064 

1,274,136 

NIPPON LIGHT METAL 1,173,000 

1,225,760 

1,337,306 

NIPPON MEAT PACKER 211,159 

5,758,941 

5,643,762 

NIPPON METAL INDS 412,000 

845,474 

913,800 

NIPPON MINING HLDG 2,174,016 19,595,755 17,504,217 

NIPPON OIL CORP 2,326,584 26,070,198 23,296,259 

NIPPON PAINT CO 218,829 

2,493,577 

2,631,736 

NIPPON PAPER GROUP INC 109,166 

6,430,350 

5,913,931 

NIPPON PARKING DEVELOPMENT CO 5,381 

218,120 

308,410 

NIPPON ROAD CO 153,000 

333,421 

445,593 

NIPPON SEIKI CO 90,000 

895,246 

934,653 

NIPPON SHARYO 139,000 

492,724 

764,979 

NIPPON SHEET GLASS 857,586 

7,171,626 

5,067,536 

NIPPON SHINYAKU CO 114,000 

1,222,088 

1,305,592 

NIPPON SHOKUBAI CO 152,572 

3,272,455 

2,712,923 

NIPPON SIGNAL CO 146,700 

871,154 

1,220,916 

NIPPON SODA CO 359,000 

1,263,250 

1,614,821 

NIPPON STEEL CORP 6,956,037 65,279,280 53,299,066 

NIPPON SUISAN 645,200 

2,074,997 

1,691,824 

NIPPON SYNTH CHEM 154,000 

568,970 

727,823 

NIPPON TEL+TEL CP 1,140,546 84,783,446 75,622,274 

NIPPON THOMPSON CO 175,000 

826,210 

914,132 

NIPPON TV NETWORK 8,936 

1,681,311 

1,879,391 

NIPPON VALQUA INDS 218,000 

523,038 

478,997 

NIPPON YAKIN KOGYO 288,500 

1,290,054 

1,396,378 

NIPPON YUSEN KK 1,524,650 19,634,593 11,902,166 

NIPPON ZEON CO 269,057 

2,049,031 

2,047,760 

NIPPONKOA INSURAN 758,055 12,991,774 

9,318,163 

NIPRO CORP 202,166 

4,398,926 

5,325,889 

NIS GROUP CO LTD 619,900 

803,023 

301,967 

NISCAYAH GROUP AB 1,055,021 

1,564,683 

1,593,183 

NISHI NIPPON CITY 676,434 

4,210,200 

3,641,907 

NISHI NIPPON RLRD 308,474 

2,565,623 

2,636,182 

NISHIMATSU CONST 653,000 

1,009,967 

1,015,184 

NISHIMATSUYA CHAIN 71,400 

670,966 

628,270 

NISHIO RENT ALL CO 42,100 

322,954 

298,891 

NISSAN CHEM INDS 268,218 

6,507,039 

6,531,716 

NISSAN MOTOR CO 5,354,609 73,241,906 51,942,355 

NISSAN SHATAI CO 203,070 

1,314,901 

1,673,220 

NISSAY DOWA GENERA 225,934 

2,464,485 

2,113,581 

NISSEN CO 149,100 

629,829 

604,219 

NISSHA PRINTING CO 33,655 

3,001,308 

3,687,699




NISSHIN OILLIO GR 408,000 

1,870,080 

2,118,547 

NISSHIN SEIFUN GRP 286,034 

6,236,832 

6,623,273 

NISSHIN STEEL CO 969,735 

6,648,393 

4,328,045 

NISSHINBO HOLDINGS INC 200,215 

5,023,805 

5,088,318 

NISSHO ELECTRONICS 3,900 

34,904 

39,370 

NISSIN CORP 158,000 

363,554 

358,626 

NISSIN ELECTRIC 102,000 

408,335 

558,180 

NISSIN FOODS HOLDINGS CO LTD 159,908 

9,870,344 

8,833,360 

NISSIN KOGYO 143,900 

1,837,199 

1,835,942 

NITORI CO 55,027 

5,378,520 

6,668,516 

NITTA CORP 70,800 

1,009,132 

1,033,914 

NITTETSU MINING CO 130,000 

522,110 

555,112 

NITTETSU SHOJI COLTD 419,000 

832,789 

729,564 

NITTO BOSEKI CO 577,000 

1,113,845 

1,052,516 

NITTO DENKO CORP 182,808 13,524,549 11,019,478 

NITTO KOGYO CORP 68,700 

579,475 

721,284 

NITTO KOHKI CO 51,300 

933,004 

1,022,969 

NITTO SEIKO CO 96,000 

286,954 

265,658 

NKT HOLDING 55,262 

2,286,155 

1,860,560 

NOBEL BIOCARE AG 194,926 10,445,930 

7,972,013 

NOBIA AB 289,649 

1,130,979 

1,028,072 

NOBLE GROUP 3,646,080 

7,838,354 

8,878,025 

NOF CORP 478,000 

1,825,869 

1,927,160 

NOHMI BOSAI 76,000 

550,224 

676,623 

NOK CORP 182,269 

4,872,260 

4,182,404 

NOKIA OYJ 5,821,660 225,106,602 158,959,600 

NOKIAN RENKAAT OYJ 198,821 

8,284,049 

6,301,023 

NOMURA CO 140,000 

382,594 

403,379 

NOMURA HOLDINGS 3,600,208 79,292,092 60,281,114 

NOMURA REAL ESTATE 105 

679,781 

668,187 

NOMURA RESEARCH INC 225,955 11,370,038 10,151,000 

NOMURA RL EST INC 85,502 

3,791,143 

3,024,813 

NONG SHIM CO 23,734 

3,716,786 

4,266,326 

NORBERT DENTRESSAN 15,273 

856,040 

760,291 

NORBORD INC 123,600 

612,848 

143,678 

NORBORD INC 245,800 

227,271 

285,728 

NORDEA BANK AB 6,967,868 113,162,623 98,522,798 

NORDEX AG 86,119 

1,665,374 

1,350,486 

NORDNET AB 284,213 

568,812 

561,247 

NORITAKE CO 275,000 

897,891 

906,359 

NORITSU KOKI CO 45,200 

440,181 

427,710 

NORITZ CORP 118,300 

1,416,094 

1,331,542 

NORSK HYDRO ASA 1,901,525 39,393,843 15,997,609 

NORSKE SKOGSINDUST 731,782 

2,357,519 

1,070,975 

NORTHAM PLATINUM 272,793 

1,069,161 

1,059,733 

NORTHERN DYNASTY EXPLS LTD 446,668 

2,205,678 

3,123,041 

NORTHERN FOODS 1,475,172 

1,412,187 

1,263,281 

NORTHERN ROCK 489,637 

6,555,051 

0 

NORTHGATE 220,453 

750,326 

359,422




NORTHGATE MINERALS CORP 800,800 

1,414,613 

1,703,170 

NORTHUMBRIAN WATER 1,299,459 

5,568,177 

5,296,533 

NORWEGIAN PROPERTY 473,800 

994,708 

419,582 

NOSAN CORPORATION 81,000 

171,771 

204,840 

NOVA CHEMICALS CORP 82,021 

1,146,445 

1,163,557 

NOVAE GROUP 230,473 

1,224,419 

1,176,619 

NOVAGOLD RES INC 428,500 

1,829,393 

1,837,456 

NOVARTIS AG 3,329,106 331,420,945 260,623,276 

NOVATEK MICROELECT 799,478 

1,608,543 

1,910,365 

NOVO NORDISK AS 798,922 77,723,597 82,363,432 

NOVOZYMES AS B SHS 171,070 21,926,502 19,905,758 

NRJ GROUP 80,997 

645,869 

551,011 

NS SOLUTIONS CORP 15,895 

654,284 

603,319 

NSD CO.LTD 121,500 

1,013,602 

1,231,559 

NSK 566,174 

8,664,319 

5,751,734 

NTN CORP 489,752 

6,957,391 

3,969,864 

NTPC LIMITED 2,663,194 10,498,575 10,837,901 

NTT DATA CORP 1,974 13,032,053 10,745,785 

NTT DOCOMO 30,736 86,952,300 81,022,039 

NTT URBAN DEVELOPM 2,249 

4,833,699 

3,593,861 

NUFARM 328,266 

7,220,547 

4,624,533 

NUPLEX INDUSTRIES 580,063 

651,855 

563,647 

NUTRECO HOLDINGS 122,549 

5,389,382 

4,776,058 

NUVISTA ENERGY LTD 249,000 

2,396,432 

2,197,658 

NWS HOLDINGS LTD 959,731 

5,100,047 

3,264,509 

NYRSTAR NV 308,096 

2,140,326 

2,610,192 

NZ OIL + GAS 1,093,450 

902,315 

1,119,173 

OAKTON LTD 275,516 

461,580 

476,666 

OBARA CORP 32,600 

296,696 

309,157 

OBAYASHI CORP 1,027,777 

8,906,411 

8,684,400 

OBIC 5,216 

2,050,365 

1,953,983 

OBIC BUSINESS CONS NPV 11,600 

399,677 

471,286 

OBRASCON HUARTE LAIN SA 203,642 

3,890,595 

4,024,647 

OC OERLIKON CORPORATION AG 16,765 

5,914,757 

1,644,048 

OCE NV 270,480 

2,052,828 

1,448,886 

OCI COMPANY LTD 33,302 

5,374,819 

5,607,189 

ODAKYU ELEC RLWY 644,021 10,001,627 12,012,549 

ODIM ASA 108,200 

806,022 

709,392 

OENON HLDGS 155,000 

335,034 

353,423 

OEST ELEKTRIZITATS 54,254 

7,088,414 

5,782,766 

OESTERREICH POST 130,219 

4,138,175 

3,731,575 

OGAKI KYORITSU BK 236,542 

2,815,825 

2,473,864 

OGX PETROLEO E GAS 23,131 

9,121,933 11,793,057 

OHARA INC 31,800 

376,383 

449,883 

OHASHI TECHNICA 28,400 

190,187 

173,076 

OIL + GAS DEVELOPM 2,588,400 

2,535,291 

2,494,958 

OIL REFINERIES LTD 4,615,417 

2,608,010 

2,618,137 

OIL SEARCH LTD 2,080,978 16,700,415 15,912,907 

OILES CORPORATION 83,200 

1,096,774 

1,252,937




OITA BANK 339,000 

1,817,925 

1,742,696 

OJI PAPER CO 918,085 

9,216,586 

8,262,158 

OKAMOTO INDUSTRIES 282,000 

991,518 

984,961 

OKAMURA CORP 190,000 

1,141,592 

1,130,331 

OKASAN SECURITIES GROUP INC 281,471 

2,090,630 

2,127,212 

OKI ELECTRIC IND 2,650,961 

3,637,177 

4,153,806 

OKINAWA BANK 51,300 

1,674,347 

1,834,327 

OKINAWA CELLULAR 445 

828,941 

765,611 

OKINAWA ELEC POWER 40,700 

2,145,479 

2,193,502 

OKUMA CORPORATION 425,173 

4,730,410 

2,846,259 

OKUMURA CORP 718,000 

2,769,063 

2,798,031 

OKURA INDUSTRIAL 146,000 

343,728 

385,863 

OKUWA CO 56,000 

743,046 

657,594 

OLAM INTERNATIONAL 1,345,995 

5,184,337 

5,214,807 

OLD MUTUAL 9,980,764 35,221,395 23,028,907 

OLYMPIC CORP 29,200 

177,672 

193,991 

OLYMPIC GRP FIN IV 4,111 

18,834 

18,255 

OLYMPUS CORP 528,290 18,853,667 19,102,644 

OM HOLDINGS LTD 1,128,880 

991,839 

1,250,321 

OMC CARD INC 367,000 

721,949 

836,814 

OMEGA PHARMA 58,544 

1,959,438 

1,939,187 

OMNIA HLDGS 11,579 

72,619 

85,690 

OMRON CORP 301,028 14,008,843 

9,082,082 

OMV AG 245,238 24,288,317 17,000,820 

ONESTEEL 1,386,169 10,464,256 

6,665,937 

ONEX CORP 220,272 

4,344,445 

3,793,378 

ONO PHARMACEUTICAL 100,916 11,513,702 

9,917,388 

ONOKEN CO 49,500 

532,927 

518,163 

ONWARD HOLDINGS CO LTD 154,039 

2,781,857 

1,839,340 

OPAP (ORG OF FOOTB) 470,183 27,178,145 21,591,874 

OPEN TEXT CORP 194,200 

6,384,788 

7,106,815 

OPERA SOFTWARE SA 264,500 

1,098,943 

1,356,084 

OPTEX COMPANY 21,100 

209,906 

207,534 

OPTI CANADA INC 450,000 

1,327,666 

755,586 

OPTI CDA INC 159,900 

3,217,470 

268,485 

OPTION NV 118,935 

337,639 

313,630 

OPTO CIRCUITS IND 419,496 

1,816,955 

1,422,985 

ORACLE CORP JAPAN 37,396 

2,998,882 

2,609,608 

ORACLE FINANCIAL SERVICE 20,169 

570,594 

523,750 

ORASCOM CONSTR IND 944,094 46,615,662 32,405,343 

ORASCOM TEL HLDG 342,705 

2,057,709 

1,847,691 

ORBIS 3,279 

36,369 

38,733 

ORCO PROPERTY GROUP 26,927 

333,867 

223,216 

ORDINA NV 117,055 

768,594 

457,590 

ORESUND INVESTMENT 153,354 

1,834,349 

1,979,310 

ORGANIZACI SORIANA 1,462,175 

3,557,211 

3,275,121 

ORGANO CORP 90,000 

678,919 

740,633 

ORICA LTD 427,893 19,260,214 16,727,276 

ORIENT CORP 784,500 

968,872 

975,696




ORIENT O/SEAS INTL 765,408 

7,387,799 

4,618,946 

ORIENTAL BK OF COM 273,257 

950,409 

1,039,580 

ORIENTAL HLDGS BHD 131,700 

148,043 

204,201 

ORIENTAL LAND CO LTD 40,752 

6,062,474 

6,324,282 

ORIENTAL PRESS GRP 2,994,000 

339,786 

351,551 

ORIENTAL UNION CHM 2,465,926 

1,363,365 

1,394,176 

ORIENTAL WEAVERS 10,517 

55,780 

65,802 

ORIENTAL YEAST CO 51,000 

249,848 

260,590 

ORIGIN ELECTRIC CO 79,000 

279,788 

253,822 

ORIGIN ENERGY 1,229,020 24,561,363 28,568,071 

ORIGIN ENTERPRISES 22,245 

68,089 

73,325 

ORIGIN ENTERPRISES 103,098 

248,503 

347,065 

ORIOLA KD CORP 260,830 

791,822 

1,009,755 

ORION CORP 544 

101,470 

93,944 

ORION CORPORATION 279,500 

4,531,300 

4,379,096 

ORIX CORP 184,938 42,980,414 18,709,432 

ORIX JREIT INC 132 

798,774 

604,695 

ORKLA ASA 1,170,851 28,279,684 18,891,338 

ORMAT INDUSTRIES 37,085 

659,950 

698,698 

ORPEA 46,450 

1,895,390 

2,045,808 

OSAKA GAS CO 2,185,443 15,871,169 14,066,546 

OSAKA STEEL CO 39,600 

597,875 

717,836 

OSAKA TITANIUM CO LTD 12,812 

1,113,055 

1,062,369 

OSAKI ELECTRIC CO 91,000 

659,601 

948,811 

OSEM INVESTMENT 46,260 

1,370,690 

1,168,448 

OSG CORP 230,300 

1,693,596 

1,954,871 

OSISKO MINING CORP 385,100 

1,946,752 

2,171,959 

OSISKO MNG CORP 459,900 

1,758,330 

2,593,830 

OTE (HELLENIC TLCM) 572,001 26,199,285 16,597,804 

OTP BANK 1,021,618 14,640,081 18,354,244 

OTSUKA CORPORATION 20,219 

2,257,539 

2,071,648 

OUTOKUMPU OYJ 164,809 

8,551,444 

6,056,649 

OUTOTEC OYJ 147,945 

4,434,343 

3,507,006 

OVERSEAS CHINESE BK 3,269,041 33,257,210 30,351,191 

OYO CORP 74,700 

819,031 

792,021 

OZ MINERALS LTD 3,227,775 10,183,919 

5,529,786 

PA RESOURCES AB 341,088 

1,772,846 

1,229,423 

PACE PLC 895,256 

2,024,924 

2,930,275 

PACIFIC BASIN SHIP 13,332,000 15,041,264 

8,498,020 

PACIFIC BRANDS 2,540,248 

1,827,742 

1,755,882 

PACIFIC CENTURY 2,293,992 

860,521 

537,147 

PACIFIC CORP 15,166 

1,322,813 

1,392,851 

PACIFIC ELEC WIRE 153,684 

105,051 

0 

PACIFIC GOLF GROUP 1,105 

642,143 

686,008 

PACIFIC INDUSTRIAL 85,000 

266,703 

271,338 

PACIFIC METALS CO 205,510 

3,783,670 

3,896,544 

PACIFIC RUBIALES ENE CORP 918,500 

4,559,972 

7,584,634 

PADDY POWER 113,115 

2,480,615 

2,633,769 

PAGESJAUNES GROUPE 190,099 

6,034,125 

3,677,036




PAK TELECOM CORP 4,222,200 

936,528 

891,722 

PAKISTAN PETROLEUM 2,687,898 

5,505,367 

6,270,222 

PAKISTAN STATE OIL 372,825 

997,412 

979,673 

PAL CO 10,950 

124,887 

185,555 

PALABORA MINING CO 11,838 

110,561 

114,433 

PALADIN ENERGY LTD 580,573 

4,268,228 

5,173,338 

PALFINGER AG ORD 41,443 

614,051 

619,085 

PAN AMERICAN SILVER CORP 274,800 

5,569,939 

5,103,919 

PAN INTERNATIONAL 10,000 

12,399 

11,308 

PANAHOME CORP 70,262 

1,000,743 

990,906 

PANALPINA WELT AG 66,886 

4,485,216 

4,855,547 

PANASONIC CORP 3,448,310 130,548,395 91,729,604 

PANASONIC ELECTRIC 459,499 

6,944,277 

7,131,617 

PANASONIC EW INFO 6,700 

124,821 

138,882 

PANAUST LIMITED 7,059,269 

2,499,441 

2,054,544 

PANIN LIFE 83,265,522 

1,850,744 

897,302 

PANORAMIC RESOURCES LTD 640,621 

1,103,247 

1,175,656 

PAO DE ACUCAR CIA 206,570 

3,334,400 

4,005,337 

PAPELES Y CART EUR 9,273 

0 0 

PAPERLINX 2,376,072 

5,173,891 

1,095,914 

PARAGON GRP OF COS 931,828 

1,059,996 

1,166,281 

PARAMOUNT BED CO 39,600 

526,532 

577,470 

PARAMOUNT RES LTD 99,000 

1,056,031 

511,474 

PARAMOUNT RESOURCES LTD A 67,100 

436,637 

346,666 

PARCO CO 128,300 

1,170,004 

998,635 

PARGESA HLDGS SA 40,193 

9,465,899 

5,779,282 

PARIS MIKI INC 87,500 

750,293 

852,464 

PARK 24 CO 333,900 

2,366,009 

3,003,837 

PARKSON HOLDINGS 1,081,882 

1,512,266 

1,569,729 

PARKSON RETAIL GRO 10,213,890 17,104,968 16,337,378 

PARKWAY HLDGS 1,340,649 

3,231,800 

2,618,837 

PARMALAT S P A 3,724,592 15,629,842 14,914,031 

PARROT PROMESSES 37,621 

404,246 

369,911 

PARTNER COMMUNICAT 137,945 

4,920,767 

4,693,486 

PARTNERS GROUP HOLDING AG 34,893 

3,338,602 

3,381,658 

PASON SYS INC 193,400 

2,082,238 

1,560,389 

PASONA GROUP INC 404 

240,122 

280,960 

PATHEON INC 258,600 

663,848 

625,708 

PATNI COMPUTER SYS 6,431 

27,793 

34,769 

PATRIZIA IMMO AG 52,444 

149,135 

203,763 

PAYPOINT PLC 158,609 

1,303,716 

1,274,028 

PAZ CHAEN 3,312 

1,100,408 

1,035,946 

PBG 5,362 

646,763 

395,869 

PCCW LIMITED 4,996,014 

7,078,500 

3,114,396 

PDG REALTY SA EMPR 65,500 

660,031 

711,550 

PEAB AB 564,986 

2,369,909 

2,311,616 

PEAB INDUSTRI 46,200 

406,541 

196,181 

PEACE MARK(HLDGS) 1,056,000 

428,107 

204,386 

PEARSON 1,082,717 27,956,401 22,080,692




PENNON GROUP 1,227,994 

9,405,730 

9,762,757 

PENTA OCEAN CONST 578,000 

770,887 

838,680 

PEOPLES FOOD HLDGS 813,223 

962,038 

714,933 

PERMASTEELISA 64,885 

1,023,736 

1,103,963 

PERNOD RICARD 297,113 55,341,954 40,758,591 

PERPETUAL INC+GRTH 651,119 

2,136,432 

2,005,192 

PERPETUAL LIMITED 44,479 

4,804,615 

2,367,495 

PERRIGO CO 80,709 

6,702,391 

5,264,585 

PERSIMMON 1,108,738 

7,420,358 

6,390,736 

PERUSAHAAN GAS NEG 22,969,400 

5,752,066 

7,088,279 

PERUSAHAAN PERKEBU 3,500 

1,956 

2,057 

PESCANOVA SA 20,417 

768,211 

672,991 

PETER HAMBRO MININ 528,136 

4,838,582 

5,283,795 

PETKIM 16,333 

62,180 

69,109 

PETRA FOODS LIMITE 797,000 

460,385 

451,542 

PETRO ANDINA RES INC 120,400 

817,582 

933,052 

PETRO CDA 749,929 61,717,083 54,923,786 

PETROBANK ENERGY + RES LTD 327,600 

8,951,430 

9,528,848 

PETROFAC 876,911 

8,582,765 

9,675,741 

PETROL BRASILEIROS 7,175,300 81,859,672 118,807,269 

PETROL BRASILIEROS 3,230,250 54,181,082 66,078,540 

PETROL OFISI 311,850 

594,739 

1,045,455 

PETROLEUM GEO SVS 871,659 

8,010,194 

5,396,619 

PETRON CORP 2,390,780 

297,543 

268,264 

PETRONET LNG 59,014 

82,138 

86,910 

PETROPLUS HOLDINGS 59,491 

4,642,103 

2,148,609 

PEUGEOT SA 481,096 32,456,042 18,947,105 

PFEIFFER VAC TECH 25,451 

1,891,333 

1,864,551 

PFLEIDERER AG 72,513 

636,843 

528,894 

PHARMAXIS NPV 457,094 

688,076 

890,586 

PHILIP MORRIS CR AS 300 

96,019 

102,220 

PHILIPPINE LNG DIS 177,774 

6,960,262 

8,847,142 

PHILIPS ELEC(KON) 1,394,734 82,308,089 49,756,954 

PHISON ELECTRONICS 5,000 

37,702 

28,040 

PHOENIX MECCANO 2,403 

749,555 

688,276 

PHOENIX SONNENSTRO 18,668 

948,201 

853,621 

PIAGGIO + C SPA 631,606 

1,133,981 

1,266,869 

PICC PROPERTY + CA 9,226,257 

5,898,234 

6,345,243 

PICK N PAY HLDGS 330,780 

522,623 

606,091 

PICK N PAY STORES 1,292,014 

4,856,780 

5,521,070 

PIERRE + VACANCES FRF20 13,681 

985,977 

949,888 

PIGEON CORPORATION 31,700 

720,031 

1,008,644 

PIHSIANG MACHINERY 17,000 

30,947 

29,948 

PILOT CORP 550 

789,071 

675,494 

PINE AGRITECH LIMI 6,781,000 

535,177 

702,767 

PING AN INSURANCE 3,453,568 20,897,298 23,372,706 

PIOLAX CO 16,300 

241,409 

245,298 

PIONEER CORP 337,222 

1,769,199 

1,646,975 

PIRAMAL HEALTHCARE LIMITED 34,504 

194,962 

224,073




PIREAUS PORT AUTH 23,607 

378,633 

486,752 

PIRELLI + CO REAL 1,292,020 

2,044,875 

1,425,337 

PIRELLI + CO SPA 5,888,811 

7,702,817 

3,823,041 

PIRELLI RE AXA RTS 62,831 

451,952 

195,648 

PIXART IMAGING 1,800 

15,495 

12,234 

PLASTIC OMNIUM 29,210 

501,670 

421,186 

PLATINUM ASSET MAN 744,837 

1,972,801 

2,480,913 

PLATINUM AUSTRALIA 779,970 

900,175 

668,401 

PLATINUM CAPITAL 706,048 

662,044 

833,375 

PLAYMATES HOLDING LTD WTS 212,800 

0 25,536 

PLAYTECH 164,900 

1,192,347 

1,230,192 

PLENUS CO 41,600 

602,821 

607,929 

PLUS EXPRESSWAYS B 10,594,641 10,463,155 

9,645,192 

PMP LTD 1,059,306 

585,845 

333,994 

POCKET CARD CO LTD 37,700 

87,084 

103,935 

POHJOLA BANK PLC 591,212 

4,991,372 

4,726,804 

POINT INC 26,470 

1,103,510 

1,421,098 

POL GORN NAFT I GA 3,678,241 

4,978,432 

4,691,619 

POLAR CAP TECH TST 402,023 

1,194,894 

1,209,936 

POLARIS SECURITIES 9,018,998 

4,256,711 

4,549,357 

POLIMEX MOSTOSTAL 72,544 

77,261 

78,856 

POLSKI KONCERN NAF 981,150 

7,928,191 

8,131,426 

POLY (HONG KONG) 1,810,000 

535,727 

1,142,044 

POONGSAN CORP NEW 56,480 

778,695 

897,775 

PORSCHE AUTOMOBIL HOLDING SE 107,830 27,258,921 15,246,516 

PORTO SEGURO SA 164,770 

1,134,376 

1,290,550 

PORTS DESIGN 1,301,500 

2,634,031 

3,029,537 

PORTUCEL EMP PROD 850,374 

1,935,077 

2,081,397 

PORTUGAL TCOM SGPS 1,212,321 26,980,208 24,201,498 

POS MALAYSIA BHD 55,900 

37,395 

34,987 

POSCO 192,183 61,726,650 63,887,516 

POSDATA COMPANY 2,235 

11,054 

7,316 

POTASH CORP SASK INC 351,254 77,747,438 70,769,889 

POWER CORP CDA 41,700 

1,288,161 

963,730 

POWER CORP CDA 613,587 32,987,697 26,900,349 

POWER FINANCE CORP 334,213 

1,036,417 

1,357,293 

POWER FINL CORP 477,659 24,396,074 20,394,810 

POWER GRID CORP ORD 1,169,114 

2,513,928 

2,672,330 

POWERCHIP SEMICOND 14,168,966 

1,875,902 

1,204,859 

POWERTECH TECHNOLO 650,000 

1,334,553 

1,357,056 

POWSZECHNA KASA OS 1,328,988 13,928,287 10,646,768 

POYRY OYJ 136,778 

2,361,538 

1,939,621 

PPB GROUP BERHAD 1,476,200 

3,916,618 

4,871,670 

PPR 190,375 38,251,284 26,507,286 

PRAJ INDUSTRIES 13,551 

28,880 

27,439 

PRAKTIKER BAU HLDG 227,870 

2,390,225 

2,221,373 

PRECIOUS SHIPPING 390,500 

256,538 

190,264 

PREMAFIN FIN 1,019,809 

1,645,714 

1,316,001 

PREMIER FARNELL 1,146,446 

2,905,986 

2,378,910




PREMIER FOODS 7,548,660 

4,583,048 

4,568,579 

PREMIER OIL 362,785 

6,075,760 

6,524,179 

PREMIERE AG 1,123,505 

4,052,608 

4,538,548 

PRESIDENT CHAIN ST 2,208,506 

5,243,490 

5,660,937 

PRESIDENT SECURITI 1,659,728 

836,849 

953,547 

PRESS KOGYO CO 265,000 

643,788 

472,405 

PRETORIA PORT CMNT 3,915,841 15,965,555 14,715,145 

PRIMA MEAT PACKERS 526,000 

626,444 

637,840 

PRIMARIS RETAIL REAL ESTATE 10,400 

109,637 

106,028 

PRIMARIS RETAIL REAL ESTATE 184,809 

2,174,239 

1,884,134 

PRIMARY HEALTH CAR 1,338,898 

5,150,895 

5,682,768 

PRIME VIEW INTL CO 28,000 

32,262 

28,930 

PROGRAMMED MAINTEN 301,945 

719,314 

668,854 

PROGRESS ENERGY RES CORP 65,900 

1,195,348 

576,522 

PROGRESS ENERGY RES CORP 452,900 

3,532,597 

3,962,168 

PROLOGIS EUROP PRO 181,947 

907,505 

689,062 

PROMISE CO 165,277 

5,935,236 

3,369,084 

PROMOS TECHNOLOGIE 9,376,000 

619,931 

314,343 

PROMOTORA DE INFOR 856,665 

4,473,876 

5,140,491 

PROPERTY + BUILDIN 1,899 

257,253 

231,201 

PROSAFE PRODUCTION 1,191,212 

5,004,243 

2,239,346 

PROSAFE SE 1,404,100 10,599,846 

7,024,263 

PROSEGUR SEGURIDAD 99,717 

3,092,709 

3,198,783 

PROSIEBENSAT1 MEDIA AG 243,349 

1,365,803 

1,338,028 

PROSPERITY REAL ES 3,943,000 

552,681 

539,297 

PROTON HLDGS BHD 589,700 

494,519 

478,135 

PROVIDENT FINL 151,403 

5,301,722 

4,653,960 

PROXNEXUS INC 79,800 

550,218 

578,123 

PRUDENTIAL PLC 3,863,764 77,352,810 49,761,373 

PRYSMIAN SPA 518,644 

7,485,562 

7,791,271 

PSION 439,489 

518,408 

490,356 

PSP SWISS PROPERTY 149,448 

7,054,672 

7,131,949 

PT ASTRA INTL 11,509,000 18,523,219 26,834,602 

PTT AROMATICS AND RE 4,040,977 

1,886,662 

2,146,806 

PTT CHEMICAL 5,418,772 12,318,717 

8,310,268 

PTT EXPLORTN + PRD 558,700 

1,477,332 

2,189,212 

PTT PUBLIC COMPANY 2,330,800 15,398,891 16,008,430 

PUBLIC BK BHD 65,313 

162,328 

168,160 

PUBLIC BK BHD 5,898,100 14,132,330 15,101,821 

PUBLIC FINANCIAL HOLDINGS 510,161 

1,067,778 

570,923 

PUBLIC POWER CORP 146,326 

7,902,748 

6,614,102 

PUBLICIS GROUPE SA 298,858 17,664,583 15,400,391 

PUBLIGROUPE AG 6,861 

799,876 

514,788 

PUMA AG 14,867 

6,822,770 

5,186,165 

PUMPKIN PATCH LIMI NPV 373,911 

310,725 

360,907 

PUNCAK NIAGA HLDGS 429,000 

389,288 

385,673 

PUNCH TAVERNS 1,770,895 

5,390,083 

2,960,144 

PUNCH TAVERNS PLC 1,211,860 

0 0 

PUNJ LLOYD LTD 51,640 

229,265 

227,182




PUNJAB NATIONAL BA 1,359,886 15,455,670 19,274,869 

PV CRYSTALOX SOLAR 650,505 

1,374,627 

889,166 

PYEONG SAN 218 

8,650 

6,092 

PYI CORPORATION 209,333 

0 702 

PZ CUSSONS 674,795 

1,893,343 

2,197,568 

Q CELLS SE 119,444 

9,969,885 

3,197,837 

Q MED AB 156,654 

743,190 

924,010 

QANTAS AIRWAYS 3,208,767 10,853,716 

7,669,050 

QBE INS GROUP 1,430,058 53,298,583 44,855,738 

QIAGEN NV 620,488 10,881,987 11,488,327 

QINETIQ GROUP 2,297,331 

6,247,400 

5,429,120 

QINGLING MOTORS 696,000 

128,831 

127,524 

QISDA CORP 2,619,970 

1,492,524 

974,204 

QLT INC 214,600 

535,555 

460,115 

QP CORP 147,437 

3,243,034 

3,281,980 

QSC AG NPV 317,829 

698,048 

646,414 

QUADRA MNG LTD 73,200 

1,268,348 

550,253 

QUADRA MNG LTD 258,700 

1,705,385 

1,944,677 

QUALITY HOUSES CO 14,432,300 

850,716 

614,231 

QUANTA COMPUTER 9,280,424 13,106,499 14,991,237 


1,462,838 

1,070,685 


1,575,052 

1,792,119 

QUIMICA Y MINERA 305,650 

7,801,501 11,121,345 

R STAHL AG 23,060 

460,022 

451,214 

RADIANT OPTO ELECT 2,335,238 

2,217,878 

2,683,282 

RAFFLES EDUCATION 5,645,000 

2,617,166 

2,145,127 

RAIFFEISEN INTL BK 51,594 

9,137,456 

3,846,362 

RAITO KOGYO CO 135,900 

309,674 

356,353 

RAKUTEN INC 21,277 15,143,817 12,812,289 

RALLYE 72,821 

2,082,818 

1,926,406 

RAMAYANA LESTARI 31,146,257 

2,847,774 

1,556,169 

RAMIRENT OYJ 255,167 

1,578,060 

1,564,067 

RAMSAY HEALTH CARE 409,846 

3,126,108 

3,823,663 

RANBAXY LABS 140,936 

932,398 

716,522 

RANDGOLD RESOURCES 240,496 12,246,436 15,541,423 

RANDON SA IMPLEMEN 23,100 

120,565 

111,740 

RANDSTAD HLDGS NV 339,091 15,996,794 13,943,822 

RANK GROUP 1,639,107 

2,171,324 

1,727,592 

RASA INDUSTRIES 187,000 

264,463 

248,080 

RATHBONE BROTHERS 135,208 

1,950,591 

1,825,871 

RATIONAL AG 15,208 

1,756,988 

1,749,184 

RATOS AB 379,160 

7,352,512 

7,634,242 

RAUTARUUKKI OY 125,717 10,913,425 

5,250,651 

RCS MEDIAGROUP 514,832 

680,797 

639,084 

REALTEK SEMICOND 1,234,654 

2,238,816 

2,295,455 

RECKITT BENCKISER GROUP PLC 1,026,289 91,815,289 91,512,537 

RECLYLEX SA 55,743 

406,868 

519,168 

RECORDATI 324,544 

2,028,700 

2,005,252 

RECTICEL 35,590 

247,797 

156,750




RED BACK MINING INC 460,100 

4,120,939 

4,017,233 

RED BACK MNG INC 680,000 

4,973,086 

5,937,228 

RED ELECTRICA CORPORACION 53,892 

6,991,672 

5,544,764 

REDECARD SA 2,115,805 29,676,586 32,550,016 

REDROW 498,121 

1,451,661 

1,611,949 

REED ELSEVIER 1,294,830 31,695,014 20,939,708 

REED ELSEVIER NV 935,264 31,507,150 20,215,962 

REGAL HOTELS INTL 1,881,200 

601,090 

495,177 

REGENT PACIFIC GROUP LIMITED 10,141,000 

291,029 

333,669 

REGIONAL CONT LINE 2,996,700 

2,172,164 

879,571 

REGUS PLC 2,246,384 

2,584,361 

2,404,647 

REITMANS CDA LTD 180,000 

2,023,159 

2,225,686 

REJECT SHOP LTD 71,321 

576,569 

675,769 

RELIA BUSINESS SA 388,737 

1,141,715 

954,209 

RELIANCE CAPITAL 226,614 

2,404,268 

4,279,909 

RELIANCE COMMUNICATIONS LTD. 808,951 

5,389,927 

4,895,416 

RELIANCE INDS 1,325,218 33,091,395 56,129,158 

RELIANCE INFRASTRUCTURE LTD 111,416 

1,514,040 

2,816,507 

RELIANCE NATURAL RESOURCES 570,809 

395,446 

1,003,280 

RELIANCE PETROLEUM 1,099,238 

3,923,605 

2,885,485 

RELIANCE POWER 1,150,464 

4,181,298 

4,044,215 

REM OFFSHORE ASA 87,183 

778,867 

744,974 

REMGRO ZAR0.01 190,365 

1,642,737 

1,826,863 

REMY COINTREAU SA 61,556 

2,154,436 

2,227,612 

REN REDES ENERGET 310,703 

1,204,083 

1,329,213 

RENAULT (REGIE NATIONALE) 537,102 62,640,804 30,377,361 

RENEWABLE ENERGY 420,422 

5,980,776 

5,323,135 

RENEWABLE ENERGY RTS 124,352 

848,561 

785,795 

RENGO CO 215,143 

3,385,270 

3,220,150 

RENISHAW 124,808 

1,165,628 

701,405 

RENTOKIL INITIAL 2,344,106 

8,060,473 

7,112,537 

REPSOL YPF SA 2,199,337 113,975,335 86,603,572 

RESEARCH IN MOTION LTD 718,811 105,077,080 106,057,705 

RESONA HOLDINGS INC 494,611 20,622,100 14,918,360 

RESORT SOLUTION CO 36,000 

72,800 

57,460 

RESORTTRUST INC 121,300 

1,273,577 

1,283,591 

RESTAURANT GROUP 611,930 

1,401,692 

1,441,092 

RETALIX 45,195 

446,128 

404,520 

REUNERT 438,141 

2,227,091 

2,474,241 

REXAM 792,013 13,183,419 

7,825,993 

REXEL PROMESSES 302,528 

2,890,698 

2,563,020 

REXLOT HOLDINGS 17,325,000 

1,135,828 

1,363,636 

REZIDOR HOTEL GRP 352,555 

937,527 

705,306 

RHB CAPITAL BHD 1,932,772 

2,344,767 

2,276,437 

RHEINMETALL AG 47,071 

1,944,610 

2,036,845 

RHI AG 88,567 

2,332,098 

1,597,579 

RHJ INTL 254,754 

1,650,731 

1,625,855 

RHODIA 304,388 

3,001,188 

2,298,699 

RHOEN KLINIKUM AG 213,502 

5,088,084 

4,713,637




RHYTHM WATCH CO 335,000 

372,476 

402,757 

RICHEMONT CIE FIN 694,205 27,160,500 29,189,298 

RICHTEK TECHNOLOG 19,300 

169,397 

121,471 

RICHTER GEDEON VEG 32,026 

3,936,060 

5,737,259 

RICOH CO 1,016,528 30,536,507 23,094,299 

RICOH LEASING 55,700 

979,180 

1,095,123 

RIDLEY CORP LTD 932,375 

671,047 

587,947 

RIETER HLDGS AG 16,802 

3,441,878 

2,811,792 

RIGHT ON CO 37,100 

367,874 

339,912 

RIGHTMOVE PLC 371,053 

1,697,014 

2,147,906 

RIKEN CORP 251,000 

738,054 

796,041 

RIKEN TECHNOS CORP 104,000 

204,230 

209,110 

RINGER HUT CO LTD 26,800 

343,305 

349,149 

RINNAI CORP 49,294 

4,424,826 

5,200,431 

RIO TINTO 1,555,855 152,151,043 101,538,232 

RIO TINTO LIMITED 462,957 50,732,362 35,536,265 

RIO TINTO LTD 205,941 14,928,972 

7,699,217 

RIO TINTO PLC NPR RTS 609,707 27,016,252 15,295,522 

RIOCAN REAL ESTATE INVT TR 667,745 

8,844,250 

8,785,589 

RISA PARTNERS INC 830 

651,549 

785,397 

RISANAMENTO SPA 342,591 

313,456 

172,993 

RIT CAP PARTNERS 489,158 

7,717,174 

7,310,545 

RITCHIE BROS AUCTIONEERS INC 245,900 

4,409,825 

5,780,402 

RITEK CORP 4,154,347 

1,020,335 

1,039,536 

RIVERCITY MOTOR GP 2,459,112 

388,286 

337,972 

RIVERSDALE MINING 594,677 

3,107,716 

2,548,063 

RMB HOLDINGS 1,707,915 

4,190,368 

5,186,223 

ROAD KING INFRASTRUCTURE 1,058,000 

745,700 

786,328 

ROBERT WISEMN DAIR 113,028 

626,893 

702,214 

ROBERTS WALTERS 241,902 

460,767 

579,637 

ROBINSONS LAND CRP 479,000 

69,610 

67,682 

ROC OIL CO LTD 1,853,284 

931,625 

1,176,156 

ROCHE HOLDINGS AG 888,156 295,974,075 251,745,160 

ROCK FIELD CO 31,500 

393,823 

390,138 

ROCKWOOL INTL 7,874 

1,671,370 

1,026,636 

ROGERS COMMUNICATIONS INC 624,403 43,737,585 34,326,347 

ROHM CO 182,849 27,147,697 25,880,086 

ROHTO PHARM 319,000 

3,229,637 

3,600,466 

ROK 565,868 

549,590 

507,885 

ROLAND CORPORATION 60,100 

827,506 

738,753 

ROLAND DG CORP 29,300 

494,355 

394,776 

ROLLS ROYCE GROUP 3,005,040 40,293,487 32,856,608 

ROLTA INDIA 7,696 

17,596 

20,234 

ROMANDE ENERGIE HOLDING SA 785 

1,515,891 

1,476,093 

RONA INC 19,500 

214,817 

214,083 

RONA INC 371,658 

4,081,667 

4,080,285 

ROSKILDE BANK 9,650 

300,403 

0 

ROSSI RESIDENCIAL 4,300 

16,593 

17,992 

ROTORK 271,640 

3,969,847 

3,701,823




ROULARTA MEDIA GRP 10,289 

244,782 

207,097 

ROUND ONE CORP 104,600 

751,498 

1,041,826 

ROYAL BK CDA MONTREAL QUE 1,725,146 160,291,867 149,831,794 

ROYAL BK SCOT GRP 39,735,643 209,406,996 40,008,346 

ROYAL DUTCH SHELL 1,583,945 46,815,275 39,546,637 



ROYAL HOLDINGS CO LTD 63,700 

632,512 

672,750 

ROYAL UNIBREW A/S 16,242 

640,425 

252,385 

RPS GROUP 670,702 

2,453,883 

2,211,852 

RSA INSURANCE GROUP PLC 6,304,258 26,025,409 21,448,179 

RTL GROUP 14,703 

3,483,610 

1,690,918 

RUBIS 30,816 

2,049,866 

2,290,876 

RUENTEX DEVELOPMEN 61,000 

49,939 

51,314 

RUENTEX INDUSTRIES 44,000 

43,931 

48,948 

RUSSEL METALS INC 191,700 

3,071,328 

2,485,902 

RUUKKI GROUP 647,993 

1,337,951 

1,954,151 

RWE AG (NEU) 639,576 112,549,802 92,676,111 

RYANAIR HLDGS 570,188 

7,992,518 

7,494,268 

RYOBI 402,000 

1,101,071 

1,058,278 

RYODEN TRADING CO 107,000 

557,135 

599,959 

RYOHIN KEIKAKU CO 24,483 

2,989,415 

2,264,840 

RYOSAN CO 110,800 

2,400,654 

2,606,789 

RYOSHOKU 54,100 

1,153,209 

1,239,167 

RYOYO ELECTRO CORP 91,500 

804,353 

764,357 

S A C I FALABELLA 2,876,543 10,822,429 11,370,805 

S I G 3,120,000 

7,302,303 

5,048,253 

S OIL 159,666 

7,233,532 

7,131,359 

S+T DYNAMICS CO LT 271,500 

3,016,915 

3,324,620 

S1 CORP 99,073 

3,676,974 

4,215,045 

SA SA INTL HLDGS 1,282,000 

450,101 

479,713 

SAAB AB 139,618 

2,027,944 

1,063,193 

SABAF SPA 14,403 

275,510 

316,167 

SABESP CIA SANEAME 857,355 12,290,992 12,699,773 

SABMILLER PLC 617,498 12,309,396 12,546,664 

SABMILLER PLC 1,553,263 66,003,705 64,442,567 

SACYR VALLEHERMOSO SA 164,006 

8,205,183 

4,317,517 

SADBHAV ENGINEERIN 65,085 

925,589 

900,769 

SADIA SA 741,900 

1,548,555 

1,801,941 

SAES GETTERS 11,561 

138,141 

77,432 

SAES GETTERS 23,838 

349,651 

209,479 

SAFESTORE HLDGS 422,855 

746,272 

661,560 

SAFILO GROUP 666,195 

705,464 

413,489 

SAFRAN SA 252,666 

9,601,218 

7,219,720 

SAFT GROUPE SA 54,324 

1,838,795 

2,148,010 

SAG GEST SOL AUTO 160,306 

313,598 

238,344 

SAGAMI CHAIN CO 59,000 

567,027 

551,568 

SAGAMI RAILWAY CO 102,000 

420,908 

417,578 

SAGE GROUP 4,277,890 25,263,788 18,482,162




SAI GLOBAL LTD 468,305 

945,909 

1,079,013 

SAIBU GAS CO 574,000 

1,403,883 

1,487,278 

SAINSBURY(J) 2,502,041 32,117,840 25,271,221 

SAINT MARC HOLDING 17,700 

552,184 

550,345 

SAIPEM 458,705 26,296,353 22,510,595 

SAIZERIYA COMPANY 122,900 

1,331,319 

1,792,199 

SAKAI CHEMICAL IND 246,000 

789,261 

991,802 

SAKATA INX CORP 98,000 

292,780 

334,166 

SAKATA SEED CORP 120,500 

1,639,671 

1,649,795 

SALA CORPORATION 51,000 

260,770 

279,090 

SALZGITTER AG 88,856 16,958,470 12,978,403 

SAM YANG CO 3,820 

114,671 

128,338 

SAM YANG GENEX CO 70,000 

4,341,849 

2,956,160 

SAMCHULLY 40,841 

6,709,846 

3,959,232 

SAMLING GLOBAL LTD 13,558,000 

977,009 

927,186 

SAMPO OYJ 1,162,081 42,120,265 35,928,873 

SAMSUNG C+T 335,941 10,680,799 11,325,928 

SAMSUNG CARD 116,971 

5,269,956 

4,127,200 

SAMSUNG DIGITAL IM 1 

0 39 

SAMSUNG ELEC MECH 114,241 

4,574,793 

5,470,153 

SAMSUNG ELECTRONIC 102,246 40,783,388 31,301,024 

SAMSUNG ELECTRONIC 516,103 234,369,135 239,831,215 

SAMSUNG ENGINEER 134,232 

6,222,672 

8,924,566 

SAMSUNG FINE CHEM 30,264 

1,136,371 

1,261,445 

SAMSUNG FIRE + MAR 201,523 25,489,164 29,739,255 

SAMSUNG HEAVY 184,600 

3,390,848 

4,202,206 

SAMSUNG SDI 72,524 

4,475,396 

5,892,095 

SAMSUNG SECS CO 125,237 

5,493,348 

6,665,151 

SAMSUNG TECHWIN 89,919 

3,592,536 

5,081,964 

SAN A CO LTD 22,300 

679,498 

728,041 

SAN AI OIL CO 95,000 

372,184 

444,059 

SAN IN GODO BANK 210,976 

3,346,461 

3,388,692 

SANDEN CORP 330,000 

925,189 

827,693 

SANDVIK AB 1,496,950 40,569,397 22,932,095 

SANEI INTL CO 22,200 

200,269 

191,433 

SANGETSU CO 99,200 

2,010,557 

2,179,655 

SANKEI BUILDING 64,000 

323,491 

362,834 

SANKEN ELECTRIC CO 523,000 

2,182,230 

2,065,223 

SANKI ENGINEERING 180,000 

1,248,944 

1,382,391 

SANKYO CO 70,364 

7,810,499 

7,862,856 

SANKYO SEIKO CO 141,000 

274,851 

311,271 

SANKYO TATETAMA HO 756,000 

658,907 

681,681 

SANKYU INC 756,000 

2,872,572 

2,977,458 

SANLAM 14,847,365 31,768,826 33,222,722 

SANOFI AVENTIS 2,459,709 288,487,551 223,919,070 

SANOH INDUSTRIAL 57,900 

266,505 

284,444 

SANOMA OYJ 82,704 

3,227,974 

2,157,511 

SANRIO CO 143,300 

1,298,702 

1,243,117 

SANSHIN ELECTRONICS 75,200 

587,663 

579,091




SANTAM LIMITED 100,996 

934,183 

1,111,643 

SANTEN PHARM CO 92,815 

5,733,417 

6,199,636 

SANTOS BR PART SA 9,100 

43,385 

51,077 

SANTOS LTD 935,233 24,912,823 24,284,158 

SANWA HOLDINGS CORP 610,000 

1,954,199 

2,181,168 

SANYO CHEMICAL IND 205,000 

1,018,125 

1,038,970 

SANYO DENKI CO 151,000 

459,819 

622,874 

SANYO ELECTRIC CO 1,982,747 

8,296,187 10,080,305 

SANYO SHOKAI 213,000 

810,810 

728,507 

SANYO SPEC STEEL 392,000 

1,634,599 

1,499,176 

SAP AG 1,382,983 125,642,714 106,292,505 

SAPPI 1,107,925 

3,484,867 

3,256,704 

SAPPORO HOKUYO HLD 312,155 

5,740,068 

2,064,722 

SAPPORO HOLDINGS 342,330 

4,806,929 

3,981,710 

SAPURACREST PETROL 192,500 

76,270 

84,886 

SAPUTO INC 117,210 

5,857,975 

5,406,654 

SARANTIS 85,309 

749,953 

430,771 

SARAS RAFFINERIE 449,864 

4,183,566 

2,415,203 

SARAWAK ENTERPRISE 240,600 

176,507 

142,375 

SAS AB 4,525,442 

2,762,346 

1,991,747 

SASEBO HEAVY INDS 380,000 

835,639 

795,564 

SASOL 1,207,573 34,132,292 42,216,971 

SATO CORP 50,000 

491,075 

459,139 

SATYAM COMPUTER 1,056,323 

796,712 

1,565,576 

SAVANNA ENERGY SVCS CORP 224,500 

2,059,104 

1,177,255 

SAVIA SA DE CV 228,906 

159,457 

0 

SAVILLS 410,936 

1,777,347 

1,940,580 

SAWAI PHARMACEUTIC 36,900 

1,712,901 

2,007,825 

SBERBANK ROSSII 138,160 25,237,458 30,425,059 

SBI HOLDINGS INC 16,259 

6,820,837 

7,503,195 

SBM OFFSHORE NV 156,929 

7,131,463 

6,179,211 

SCAILEX CORP 28,764 

220,518 

233,909 

SCANIA AB 579,269 16,306,468 11,392,348 

SCHIBSTED ASA 228,800 

2,654,263 

2,065,280 

SCHINDLER HLDG AG 34,863 

4,080,395 

3,971,361 

SCHINDLER HLDG AG 30,983 

4,240,550 

4,447,789 

SCHISBTED ASA RTS 119,400 

325,397 

259,704 

SCHMOLZ + BICKENBACH AG 70,528 

2,481,690 

1,945,511 

SCHNEIDER ELECTRIC 358,055 69,736,787 52,893,123 

SCHOELLER BLECKMAN 37,615 

2,067,029 

1,371,778 

SCHOUW AND CO 44,925 

1,040,849 

778,479 

SCHRODER UK GROWTH 490,236 

778,261 

682,206 

SCHRODERS 62,867 

2,524,720 

1,598,015 

SCHRODERS 218,312 

9,261,328 

6,062,148 

SCHULTHESS GROUP 24,979 

1,300,764 

1,378,088 

SCHWEITER TECH 3,260 

1,138,093 

1,203,522 

SCOR S.E. 605,400 12,796,985 12,406,295 

SCORPION OFFSHORE 106,900 

736,402 

390,294 

SCOT + SOUTHERN EN 1,170,393 56,829,548 45,441,394




SCOT INV TRUST 409,188 

2,788,542 

2,398,981 

SCOTTISH MORTGAGE INV TRUST 385,427 

7,458,258 

4,826,296 

SDL 235,157 

1,258,095 

1,262,494 

SEADRILL LTD 1,303,152 30,503,439 24,060,335 

SEAH BESTEEL CORP 4,560 

67,585 

60,492 

SEARS CDA INC 141,910 

2,459,424 

2,374,229 

SEAT PAGINE GIALLE 3,029,251 

1,337,370 

693,858 

SEB SA 83,307 

3,143,060 

3,447,093 

SEC TST SCOTLAND 321,887 

462,586 

418,779 

SECHE ENVIRONNEMEN 20,300 

1,589,255 

1,152,904 

SECHILIENNE SIDEC 134,200 

5,594,195 

4,651,304 

SECOM CO 295,689 25,802,166 21,874,162 

SECOM TECHNO SERVICE 12,500 

310,084 

323,885 

SECTRA AB 56,503 

368,625 

269,831 

SECURITAS 411,765 

9,032,262 

7,503,847 

SEEK LIMITED 570,176 

1,828,018 

1,922,198 

SEGA SAMMY HOLDINGS INC 255,080 

4,825,405 

5,822,501 

SEGRO PLC 27,113,562 18,874,367 14,043,564 

SEIKA CORP 200,000 

437,982 

472,612 

SEIKAGAKU CORP 136,400 

1,373,307 

1,501,340 

SEIKO CORPORATION 271,000 

802,952 

758,356 

SEIKO EPSON CORP 213,149 

9,153,134 

6,279,641 

SEINO HOLDINGS 260,698 

3,364,003 

4,386,205 

SEIREN CO 151,200 

756,068 

758,468 

SEKERBANK 57,572 

63,717 

60,338 

SEKISUI CHEMICAL 906,330 10,073,657 

9,004,419 

SEKISUI HOUSE 772,309 16,171,324 14,913,368 

SEKISUI JUSHI CORP 111,000 

799,151 

914,598 

SEKISUI PLASTICS 124,000 

349,030 

448,526 

SELOGER PROMESSES 39,135 

926,760 

1,097,855 

SEMAPA SOC INVEST 186,643 

1,734,394 

1,515,792 

SEMBCORP INDUSTRIE 2,299,089 10,441,168 

7,415,735 

SEMBCORP MARINE 2,054,014 

7,238,785 

6,529,388 

SEMEN GRESIK(PERS) 4,221,411 

1,622,776 

2,026,443 

SEMICONDUCTOR MFG 16,363,445 

1,823,769 

1,865,663 

SEMPERIT HLDGS AG 47,432 

1,329,992 

1,268,072 

SENAO INTL CO LTD 29,000 

43,618 

35,046 

SENIOR 1,237,493 

1,215,647 

779,522 

SENKO CO 174,000 

574,273 

605,939 

SENSHUKAI CO 112,000 

722,553 

769,612 

SEOUL SECURITIES 18,140 

17,244 

16,233 

SEOUL SEMICONDUCTOR 2,239 

54,753 

50,968 

SEQUANA 61,341 

612,305 

419,875 

SERCO GROUP 1,713,960 11,253,330 11,911,517 

SES 845,185 26,937,523 26,066,211 

SESA GOA 36,603 

127,334 

139,520 

SEVAN MARINE AS 591,800 

2,297,176 

759,455 

SEVEN + I HOLDINGS 1,138,450 61,586,864 49,814,377 

SEVEN NETWORK LTD 520,217 

2,917,414 

2,254,252




SEVERFIELD ROWEN 276,632 

969,420 

880,392 

SEVERN TRENT 326,896 15,094,684 11,488,895 

SFA ENGINEERING CO 255,902 14,496,107 

7,331,860 

SFCG CO. LTD 6,340 

0 131 

SGL CARBON SE 208,333 

7,738,877 

6,431,726 

SGS SA 6,742 18,109,690 18,307,262 

SHAFTESBURY 681,005 

3,251,322 

3,384,165 

SHAFTESBURY PLC FPR 268,511 

1,318,028 

1,308,904 

SHANDONG WEIGAO GB 1,652,000 

2,745,028 

4,241,882 

SHANGHAI ELECTRIC 6,009,984 

2,500,711 

2,597,847 

SHANGHAI FORTE LAN 144,000 

42,982 

44,036 

SHANGHAI INDUSTRIAL HLDG LTD 1,311,189 

4,967,628 

5,244,722 

SHANGHAI JIN JIANG INT 260,000 

55,179 

52,335 

SHANGRI LA ASIA LTD 1,452,448 

8,291,472 

4,883,832 

SHANKS GROUP 1,574,689 

2,459,180 

1,776,394 

SHARP CORP 1,461,957 39,629,562 27,120,534 

SHAW COMMUNICATIONS 516,959 20,555,399 18,197,812 

SHAWCOR LTD 181,500 

3,871,004 

3,145,990 

SHELL PAKISTAN 44,600 

133,660 

122,677 

SHENZHEN EXPRESSWAY 1,216,000 

500,528 

585,245 

SHENZHEN INVESTMEN 3,282,415 

3,651,892 

3,588,498 

SHERRITT INTL CORP 323,300 

3,653,368 

1,458,726 

SHERRITT INTL CORP 593,600 

2,191,085 

2,678,317 

SHIBAURA MECHATRONICS 96,000 

380,652 

405,949 

SHIBUSAWA W HOUSE 234,500 

1,079,769 

906,550 

SHIBUYA KOGYO CO 34,300 

253,494 

273,732 

SHIGA BANK 208,440 

3,110,164 

2,896,726 

SHIH WEI NAVIGATIO 12,000 

17,229 

18,324 

SHIHLIN ELEC + ENG 64,000 

75,106 

71,685 

SHIKOKU BANK 509,000 

1,962,957 

1,936,083 

SHIKOKU CHEM CORP 73,000 

265,553 

332,901 

SHIKOKU COCA BOTTL 22,400 

197,383 

223,106 

SHIKOKU ELEC POWER 203,290 11,762,524 13,329,669 

SHIMA SEIKI MFG 29,476 

1,411,226 

1,579,703 

SHIMACHU CO 112,750 

4,278,827 

3,486,295 

SHIMADZU CORP 514,706 

6,366,803 

6,108,528 

SHIMAMURA CO 22,871 

3,737,645 

3,815,421 

SHIMANO INC 75,880 

6,458,367 

6,226,702 

SHIMAO PROPERTY HOLDINGS 3,128,189 

6,182,114 

9,706,593 

SHIMIZU BANK 22,500 

883,789 

911,800 

SHIMIZU CORP 798,629 

8,109,398 

6,998,188 

SHIMOJIMA CO 22,700 

257,995 

303,263 

SHIN ETSU CHEM CO 480,157 51,544,419 42,856,439 

SHIN ETSU POLYMER 129,000 

662,097 

695,238 

SHIN KEISEI EL RLY 58,000 

195,331 

206,187 

SHIN KOBE ELECTRIC 48,000 

345,449 

472,115 

SHIN KONG FINANCIAL 8,286,669 

3,291,845 

3,460,145 

SHIN NIPPON BIOMEDICAL LABOR 43,200 

237,832 

164,768 

SHIN ZU SHING CO 8,000 

37,226 

38,037




SHINDENGEN ELEC 204,000 

433,812 

479,950 

SHINHAN FINANCIAL 2,328,016 64,231,709 58,933,644 

SHINKAWA 47,200 

567,559 

633,508 

SHINKO ELEC INDS 162,475 

2,667,600 

3,507,385 

SHINKO ELECTRIC CO 228,000 

579,103 

531,689 

SHINKO PLANTECH 108,800 

995,304 

863,770 

SHINKO SHOJI CO 58,400 

465,783 

490,878 

SHINMAYWA INDS 279,000 

814,264 

1,012,074 

SHINSEGAE CO LTD 53,024 23,199,723 21,018,972 

SHINSEI BANK 1,419,612 

8,363,346 

5,079,743 

SHINWA CO LTD 33,900 

472,132 

458,512 

SHINWA KAIUN 202,000 

743,319 

611,328 

SHIONOGI + CO 515,670 16,219,811 16,821,291 

SHIPPING CP INDIA 198,606 

699,318 

518,851 

SHIRAM TRANSPORT 745,915 

2,992,547 

4,749,067 

SHIRE PLC 770,732 26,180,148 21,135,663 

SHIROKI CORP 84,000 

186,242 

161,061 

SHISEIDO CO 380,183 16,466,431 12,812,043 

SHIZUOKA BANK 690,735 15,023,274 14,078,230 

SHIZUOKAGAS CO 95,500 

511,030 

487,967 

SHN INTL HLDGS 11,085,624 

2,388,596 

1,749,040 

SHO BOND HOLDINGS 68,900 

1,215,983 

1,307,518 

SHOCHIKU CO 296,000 

2,035,246 

2,399,046 

SHOEI COMPANY 96,800 

810,189 

830,703 

SHOKO CO 185,000 

209,273 

220,501 

SHOPPERS DRUG MART CORP 239,197 

5,152,712 10,296,171 

SHOPPERS DRUG MART CORP 265,615 25,579,050 23,886,675 

SHOPRITE HLDGS LTD 1,616,100 

8,999,642 11,509,939 

SHOUGANG CONCORD INTL 33,902,000 

5,544,112 

5,686,750 

SHOWA AIRCRAFT IND 53,000 

288,815 

264,767 

SHOWA CORP 178,700 

915,006 

783,439 

SHOWA DENKO KK 1,312,695 

6,062,620 

4,056,603 

SHOWA ELEC WIRE 590,000 

594,391 

703,218 

SHOWA SANGYO CO 282,000 

788,110 

821,288 

SHOWA SHELL SEKIYU 150,992 

3,004,108 

3,244,745 

SHREE RENUKA SUGAR 3,351 

8,919 

9,863 

SHUFERSAL LTD 46,246 

645,644 

492,184 

SHUI ON CONSTRN 460,000 

675,204 

623,222 

SHUI ON LAND LTD 4,589,798 

3,685,476 

3,956,294 

SHUN TAK HLDGS 1,219,184 

1,197,785 

1,773,562 

SIA ENGINEERING CO 718,802 

2,873,105 

1,937,400 

SIAM CEMENT CO 969,026 

4,205,227 

4,408,542 

SIAM CITY BANK PUB 2,273,494 

983,513 

1,087,700 

SIAM CITY CEMENT 429,100 

1,790,743 

2,115,903 

SIAM COMMERCIAL BK 5,449,344 

9,584,569 11,716,010 

SIAM MAKRO 672,600 

1,587,873 

1,431,274 

SIAS 229,499 

1,547,852 

1,590,220 

SICHUAN EXPRESSWAY 184,000 

58,319 

75,261 

SIDENOR METAL PROC 147,789 

1,223,507 

1,111,108




SIDER NACIONAL CIA 933,600 17,044,435 20,779,484 

SIDI KRIER PETROCH 52,804 

94,164 

112,329 

SIEGFRIED HLDG AG 6,582 

611,370 

593,412 

SIEM OFFSHORE INC 587,500 

874,549 

812,353 

SIEMENS AG 1,362,731 238,007,858 180,469,797 

SIEMENS INDIA LTD 30,776 

320,241 

305,287 

SIERRA WIRELESS INC 98,700 

709,005 

564,316 

SIGMA PHARMACEUTIC 920,768 

2,626,319 

2,097,276 

SIKA LTD 3,446 

3,357,472 

3,821,319 

SILEX 454,327 

2,087,299 

2,203,804 

SILIC 40,360 

3,958,466 

3,558,000 

SILICONWARE PRECIS 14,211,770 15,744,089 16,481,495 

SILVER GRANT INTL 4,304,000 

575,703 

633,100 

SILVER STD RES INC 207,900 

4,316,343 

3,968,780 

SILVER WHEATON CORP 960,300 

8,921,849 

7,987,685 

SILVERCORP METALS IN 129,600 

656,676 

453,073 

SILVERCORP METALS INC 369,300 

1,001,872 

1,291,047 

SIMCORP 15,319 

2,121,554 

2,374,659 

SIME DARBY BERHAD 8,893,852 16,377,459 17,585,283 

SIMMER +JACK MINES 22,071 

8,513 

6,974 

SIMPLEX TECHNOLOGY 550 

227,999 

272,763 

SIMPLO TECHNOLOGY 13,000 

54,511 

52,301 

SIMS METAL MANAGEMENT LTD 187,933 

9,984,268 

9,253,683 

SINANEN CO LTD 95,000 

412,053 

480,489 

SINCERE NAVIGATION 113,000 

133,293 

127,431 

SINDO RICOH 108,081 

6,334,698 

4,462,546 

SINGAPORE AIRLINES 1,132,443 20,352,674 17,721,019 

SINGAPORE AIRPORT 1,004,000 

1,067,442 

1,512,226 

SINGAPORE COLLATERAL (2) 

(1) 

(1) 

SINGAPORE EXCHANGE 1,626,537 16,736,889 15,882,605 

SINGAPORE LAND 171,411 

1,831,106 

1,460,941 

SINGAPORE PETROL 1,493,119 

4,783,970 

6,406,376 

SINGAPORE POST 2,972,716 

3,715,617 

3,279,672 

SINGAPORE PRESS HD 1,830,730 11,126,771 

8,653,113 

SINGAPORE TECH ENG 2,842,566 

9,314,951 

8,098,331 

SINGAPORE TELECOMM 11,108,412 48,935,509 46,390,134 

SINGULUS TECHNOLOGY 105,443 

562,688 

346,085 

SINO AMERICAN SILI 6,000 

16,508 

16,330 

SINO FST CORP 584,800 

6,697,485 

6,244,044 

SINO GOLD LTD 1,076,879 

4,105,196 

4,509,722 

SINO I TECHNOLOGY 23,090,000 

173,224 

166,843 

SINO LAND CO 2,831,189 11,374,200 10,001,441 

SINO OCEAN LAND HL 3,800,049 

5,661,351 10,262,612 

SINO UNION PETROLE 7,420,000 

774,127 

871,246 

SINOFERT HOLDINGS 2,067,241 

2,732,492 

1,964,542 

SINOLINK WORLDWIDE 7,624,000 

827,176 

1,209,995 

SINOPAC HLDG 13,339,000 

3,749,379 

4,675,358 

SINOPEC KANTONS HL 978,000 

156,558 

172,884 

SINOPEC S/PETROCHE 4,350,000 

1,452,680 

1,498,636




SINOTRANS LIMITED 4,128,196 

958,676 

932,167 

SINOTRANS SHIPPING 5,028,000 

1,660,941 

2,186,355 

SINOTRUK (HK) LTD 4,702,500 

3,990,463 

4,575,048 

SINTEX INDUSTRIES 42,992 

192,489 

196,540 

SINTOKOGIO 131,600 

952,540 

931,573 

SIOEN INDUSTRIE 26,646 

202,157 

134,924 

SIPEF N V 18,153 

728,779 

869,283 

SIXT AG 24,827 

460,381 

456,886 

SIXT AG 25,924 

576,160 

627,250 

SJAELSO GRUPPEN 61,230 

586,552 

265,255 

SJM HOLDINGS LTD 9,283,000 

2,955,216 

3,425,704 

SK BROADBAND CO RTS 6,670 

0 0 

SK CHEMICALS CO 6,651 

281,346 

275,135 

SK ENERGY CO LTD 88,283 

5,933,515 

7,103,110 

SK NETWORKS CO LTD 288,820 

3,589,307 

3,344,005 

SK SECURITIES CO LTD 7,500 

18,728 

15,101 

SK TELECOM 102,848 17,129,636 14,047,295 

SKAND ENSKILDA BKN 2,679,574 35,487,318 24,423,897 

SKANSKA AB 555,817 16,789,096 12,218,309 

SKC 26,790 

473,399 

462,640 

SKF AB 548,138 17,107,029 13,546,194 

SKILLED GROUP LLT 175,516 

295,537 

173,822 

SKISTAR AB 81,103 

970,010 

1,046,781 

SKY CITY ENTERTAINMENT LTD 542,670 

3,815,170 

2,131,229 

SKY NETWORK TELEVI 204,464 

1,775,273 

1,274,669 

SKY PERFECT JSAT HOLDINGS INC 2,265 

1,447,543 

1,358,966 

SLIGRO FOOD GROUP 68,961 

1,877,049 

1,810,268 

SM INVEST CORP 361,615 

2,094,693 

2,291,794 

SM PRIME 5,850,118 

1,034,206 

1,081,892 

SMARTONE TELECOM 981,500 

765,854 

604,094 

SMC CORP 146,375 27,084,247 23,669,626 

SMIT INTERNATIONAL 41,530 

2,708,640 

2,458,820 

SMITH + NEPHEW 1,866,580 29,833,367 22,749,388 

SMITH NEWS PLC 522,046 

769,590 

950,003 

SMITHS GROUP 514,019 21,682,179 12,085,156 

SMK CORP 186,000 

636,598 

809,660 

SMRT CORPORATION 1,890,662 

3,623,162 

3,576,970 

SMS MANAGEMENT + TECH 187,636 

443,474 

593,125 

SMURFIT KAPPA GROUP PLC 110,125 

601,544 

594,697 

SMURFIT KAPPA GROUP PLC 222,282 

782,645 

1,200,368 

SNAI SPA 181,823 

753,435 

771,478 

SNAM RETE GAS 2,393,135 21,653,903 20,307,730 

SNC LAVALIN GROUP INC 404,646 12,824,424 14,930,108 

SNOW BRAND MILK 716,000 

2,146,583 

2,203,990 

SNS REAAL GROEP NV 215,223 

7,103,987 

3,019,470 

SO NET ENTERTAINMENT 394 

867,309 

755,863 

SO NET M3 INC 255 

856,308 

806,084 

SOC GENERALE 925,895 178,355,569 93,735,971 

SOCO INTERNATIONAL 235,917 

5,190,781 

4,444,667




SODEXO 199,603 20,721,985 18,555,788 

SODICK CO 151,700 

443,419 

396,211 

SODIFF ADVANCED 110 

7,975 

7,305 

SOFINA 58,133 

4,750,855 

4,729,336 

SOFT WORLD INTL CO 7,000 

38,751 

38,616 

SOFTBANK CORPORATION 735,383 28,405,454 28,891,099 

SOFTWARE AG 68,989 

4,545,222 

4,878,047 

SOGEFI 145,046 

338,278 

209,552 

SOHGO SECURITY SER 53,063 

1,265,900 

1,288,326 

SOHO CHINA LIMITED 2,174,230 

2,163,571 

3,073,864 

SOITEC SECURITIES 245,034 

1,348,070 

1,908,550 

SOJITZ CORPORATION 2,149,875 10,403,907 

8,291,485 

SOL 142,744 

668,983 

750,825 

SOL MELIA SA 250,151 

1,604,083 

1,473,673 

SOLAR A/S 17,567 

788,565 

691,536 

SOLAR APPLIED MATE 5,000 

12,338 

11,399 

SOLAR MILLENNIUM 35,202 

867,043 

1,155,401 

SOLARIA ENERGY Y NPV 127,349 

365,157 

358,145 

SOLARWORLD AG 87,927 

8,073,829 

4,772,782 

SOLON SE 29,459 

1,022,741 

368,580 

SOLVALOR FUND MGT 10,700 

2,206,937 

2,410,464 

SOLVAY 113,545 21,051,034 14,316,450 

SOMPO JAPAN INS 1,264,583 22,431,950 15,254,618 

SONAE CAPITAL SGPS 393,453 

413,588 

369,758 

SONAE INDUSTRIA 218,539 

650,457 

668,244 

SONAE SGPS SA 3,147,622 

2,693,245 

2,975,719 

SONAECOM SGPS SA 280,006 

555,034 

690,063 

SONGA OFFSHORE SE 264,100 

1,444,812 

857,554 

SONIC HEALTHCARE LTD 399,173 10,464,591 

9,153,800 

SONOVA HOLDING AG 58,029 

9,086,863 10,213,150 

SONY CORP 1,487,492 113,557,619 74,833,351 

SONY FINANCIAL HOL 1,804 11,215,228 

8,269,006 

SOPRA 18,721 

976,084 

694,288 

SORIN 732,660 

793,728 

909,998 

SORUN CORPORATION 69,200 

352,763 

423,154 

SOS CUETARA SA 325,395 

3,822,248 

1,570,069 

SOTETSU HOLDIGS INC 237,597 

2,425,389 

2,795,908 

SOUTH VALLEY CEMENT 59,131 

85,672 

82,766 

SOUTHERN CROSS HEA 587,144 

1,067,093 

1,370,634 

SOUZA CRUZ (CIA) 554,200 11,445,589 15,785,001 

SP AUSNET 1,268,163 

2,791,208 

1,803,769 

SP SETIA 2,336,182 

2,089,434 

2,645,236 

SPAR GROUP LTD 413,239 

2,393,080 

3,036,751 

SPAREBANK 1 SMN 218,288 

1,232,034 

1,441,337 

SPAREBANK 1 SR BK 275,072 

1,432,056 

1,406,012 

SPARKASSEN IMMOBIL 190,513 

984,764 

1,146,387 

SPECTRIS 362,927 

3,511,242 

3,296,239 

SPEEDY HIRE 159,103 

237,875 

74,020 

SPEEDY HIRE RTS 1,354,554 

564,254 

112,653




SPERIAN PROTECTION 7,727 

472,464 

435,157 

SPIR 7,799 

263,196 

169,559 

SPIRAX SARCO ENGR 238,472 

3,510,372 

3,312,657 

SPIRENT COMMUNICATIONS PLC 2,184,019 

2,287,100 

2,274,945 

SPONDA OYJ 861,133 

2,717,660 

2,451,973 

SPORTS DIRECT INTL 888,143 

1,036,632 

1,195,707 

SPOTLESS GROUP 198,185 

1,427,854 

804,776 

SPROTT INC 28,900 

93,355 

75,899 

SPROTT INC 105,500 

350,818 

277,070 

SQUARE ENIX HOLDINGS CO LTD 44,794 

2,813,547 

2,380,120 

SRE GROUP LTD 6,438,000 

622,797 

822,397 

SRI SPORT LIMITED 364 

305,335 

293,132 

SSAB AB 112,278 

4,393,249 

2,927,407 

SSAB AB 322,834 11,318,105 

7,699,026 

SSL INTERNATIONAL 823,377 

6,147,680 

7,023,966 

SSP CO LTD 122,000 

655,734 

627,165 

ST BARBARA LIMITED 4,708,398 

1,130,605 

875,496 

ST CORPORATION 46,400 

471,970 

483,789 

ST GALLER KTBK 7,335 

2,662,623 

2,549,428 

ST IVES 323,921 

497,386 

276,060 

ST JAMES PLACE PLC 638,894 

1,978,304 

2,080,651 

ST MODWEN PROPS 472,010 

1,446,045 

1,414,740 

STADA ARZNEIMITTEL 183,897 

5,634,518 

4,593,969 

STAGECOACH GROUP 2,634,534 

7,321,180 

5,499,278 

STALLERGENES 30,428 

2,063,009 

2,005,953 

STALPRODUKT 632 

126,830 

83,392 

STANDARD BK GR LTD 8,705,784 73,951,920 99,993,919 

STANDARD CHARTERED 2,380,314 111,072,324 94,503,489 

STANDARD LIFE 2,956,368 27,338,955 18,367,354 

STANLEY ELECTRIC 279,015 

8,283,444 

9,584,374 

STANTEC INC 142,200 

3,303,224 

3,427,199 

STAR MICRONICS CO 129,100 

1,374,732 

1,241,694 

STARHUB LTD 1,425,507 

3,711,873 

3,517,194 

STARZEN CO LTD 137,000 

306,245 

302,441 

STATE BK OF INDIA 502,879 15,369,510 18,350,018 

STATOIL ASA 935,041 86,891,944 52,863,445 

STATOILHYDRO ASA 1,858,918 41,291,886 36,562,913 

STATS CHIPPAC LTD 1,631,203 

1,555,356 

1,047,966 

STEEL AUTHOR INDIA 1,205,546 

3,996,062 

3,854,073 

STEINHOFF INTL HLD 2,973,014 

4,076,754 

5,158,742 

STELLA CHEMIFA 28,900 

644,553 

991,439 

STELLA INTL HLDG 764,000 

949,200 

1,232,250 

STERLING BIOTECH 3,152 

9,105 

7,534 

STERLITE INDS 140,386 

1,899,411 

1,791,859 

STHREE ORD 294,242 

937,888 

877,076 

STMICROELECTRONICS 957,524 21,497,285 14,068,304 

STOCKLAND 3,476,775 20,665,363 16,662,613 

STOCKMANN OYJ ABP 79,544 

1,734,026 

1,686,975 

STOLT NIELSEN SA 80,100 

941,808 

868,008




STORA ENSO OYJ 852,377 15,405,147 

8,805,374 

STOREBRAND ASA 757,508 

8,219,790 

5,997,532 

STORM EXPL INC 140,400 

1,391,228 

1,414,457 

STRABAG SE 72,188 

4,275,891 

2,514,874 

STRAITS ASIA RESOU 1,819,000 

2,250,587 

2,199,364 

STRAITS RESOURCES 771,270 

1,855,024 

1,315,655 

STRAUMANN HLDG 7,992 

4,618,899 

3,342,396 

STRAUSS ELITE LIMITED 78,344 

1,218,340 

1,285,388 

STUDIO ALICE 16,100 

151,333 

124,815 

STW COMMUNICATIONS 973,428 

522,221 

507,594 

STX CORPN 79,883 

1,610,031 

1,464,161 

STX ENGINE CO LTD 5,230 

117,497 

111,871 

STX PAN OCEAN 97,713 

3,883,330 

1,984,305 

STX SHIPBUILDING 165,820 

2,244,546 

2,095,610 

SUBSEA 7 INC 348,050 

4,534,434 

3,547,254 

SUDAMERICANA VAPOR 616,433 

489,864 

498,948 

SUEDZUCKER AG 108,341 

4,166,599 

4,379,265 

SUEZ ENVIRONNEMENT 465,357 24,552,065 16,932,087 

SUGI HOLDINGS 83,600 

1,902,185 

1,719,915 

SUL AMERICA PARTEC 108,700 

1,765,841 

1,719,965 

SULZER AG 129,165 

8,829,731 

8,171,166 

SUMCO CORPOATION 120,593 

4,392,584 

3,552,350 

SUMIDA CORP 31,400 

223,439 

207,956 

SUMIKIN BUSSAN CP 391,000 

1,056,760 

919,905 

SUMISHO COMP SYS 32,729 

1,460,371 

1,225,904 

SUMITOMO BAKELITE 446,764 

3,330,362 

3,496,088 

SUMITOMO CHEMICAL 1,619,430 20,092,416 14,868,070 

SUMITOMO CORP 1,580,576 36,462,731 29,309,347 

SUMITOMO ELEC INDS 1,247,867 24,808,461 23,167,320 

SUMITOMO FORESTRY 197,245 

3,002,066 

3,297,110 

SUMITOMO HEAVY IND 1,028,089 11,197,972 

7,356,291 

SUMITOMO LIGHT MET 856,000 

879,487 

913,800 

SUMITOMO METAL IND 5,237,144 38,666,276 26,911,429 

SUMITOMO METAL MNG 821,044 25,714,450 23,027,434 

SUMITOMO MITSUI CONSTRUCTION 337,300 

257,962 

405,522 

SUMITOMO MITSUI GR 1,224,795 182,190,804 93,947,970 

SUMITOMO OSAKA CEM 784,333 

3,138,324 

2,971,163 

SUMITOMO PRECISION 83,000 

304,252 

339,794 

SUMITOMO REAL EST 10,219 

1,032,978 

1,267,429 

SUMITOMO RLTY+DEV 595,972 27,887,708 22,707,038 

SUMITOMO RUBBER 697,775 

6,909,182 

6,579,432 

SUMITOMO SEIKA 109,000 

349,724 

429,290 

SUMITOMO TRUST+BKG 1,536,463 24,596,104 17,529,297 

SUMITOMO WAREHOUSE 461,000 

1,878,042 

2,083,184 

SUMMARECON AGUNG 9,179,000 

293,999 

346,208 

SUN FRONTIER FUDOS 115 

57,785 

34,315 

SUN HUNG KAI CO 1,058,000 

601,807 

671,655 

SUN HUNG KAI PROPS 2,564,331 64,176,394 65,118,172 

SUN INTL LTD 185,898 

1,639,723 

1,837,676




SUN LIFE FINL INC 623,751 52,326,912 37,454,191 

SUN PHARMACEUTICAL 596,345 

8,576,764 13,593,131 

SUN TV NETWORK LIMITED 122,657 

664,082 

598,627 

SUNCALL CORP 11,000 

24,201 

31,466 

SUNCOR ENERGY INC 1,099,686 98,864,010 72,164,714 

SUNCORP METWAY 1,533,234 34,211,695 17,636,120 

SUNDANCE RESOURCES 6,596,369 

866,593 

826,589 

SUNDRUG CO LTD 67,300 

1,266,014 

1,489,200 

SUNG KWANG BEND 527 

9,826 

7,943 

SUNGJEE CONSTRUCTI 47,330 

897,919 

225,885 

SUNLAND GROUP LTD 748,946 

724,517 

402,648 

SUNLIGHT REAL EST 3,612,000 

614,791 

713,074 

SUNPLUS TECHNOLOGY 797,900 

428,177 

386,669 

SUNTEC REIT 4,959,000 

3,315,264 

2,946,585 

SUNX 44,300 

156,077 

145,547 

SUPER CHEAP AUTO G 196,675 

430,418 

588,307 

SUPER DE BOER NV 269,882 

1,108,875 

1,165,934 

SUPER SOL 458,063 

1,906,704 

1,696,032 

SURUGA BANK 210,786 

5,957,178 

4,666,358 

SURUGA CORPORATION 5,400 

3,057 

3,078 

SUZANO PAPEL E CEL 1,471,464 13,830,243 11,382,485 

SUZLON ENERGY LIMT 267,605 

1,192,424 

580,681 

SUZUKEN CO LTD 69,214 

4,422,271 

3,851,905 

SUZUKI MOTOR CORP 522,437 26,079,249 24,461,459 

SVENSKA CELLULOSA 5,657 

44,245 

60,601 

SVENSKA CELLULOSA 1,646,432 30,306,787 26,184,154 

SVENSKA HANDELSBANKEN SERIES A 1,133,950 48,763,251 37,383,342 

SVG CAPITAL PLC 974,087 

3,115,875 

1,736,519 

SWAPTION (317U116A1) 59,000,000 

314,093 

3,242,362 

SWATCH GROUP 99,163 10,105,785 

7,508,497 

SWATCH GROUP 42,014 16,990,610 13,489,447 

SWEDBANK AB 972,304 

9,392,590 

8,712,833 

SWEDISH MATCH 176,766 

2,723,902 

2,857,559 

SWIBER HOLDINGS LT 1,125,000 

825,588 

649,031 

SWIRE PACIFIC 1,617,919 28,854,319 28,567,966 

SWISS LIFE HOLDING AG 103,439 26,635,766 13,055,156 

SWISS PRIME SITE 60,310 

3,031,503 

2,950,202 

SWISS REINSURANCE LTD 657,308 64,948,384 36,916,994 

SWISSCOM AG 89,653 39,796,712 36,633,623 

SWISSQUOTE GP HLDG 34,208 

1,399,471 

1,637,190 

SYDBANK 223,268 

4,807,240 

5,140,984 

SYMRISE AG 390,184 

5,692,365 

5,757,509 

SYNDICATE BANK 126,470 

202,600 

188,101 

SYNEAR FOOD HOLDIN 3,233,000 

677,942 

502,591 

SYNERGIE 18,733 

375,681 

323,981 

SYNGENTA AG 138,308 59,019,660 62,924,986 

SYNNEX TECH INTL 2,373,090 

3,230,197 

3,869,562 

SYNTHES INC 53,870 14,701,679 11,350,756 

SYSMEX CORP 28,341 

2,032,026 

1,982,803




T GAIA CORP 587 

679,827 

782,991 

T HASEGAWA CO 47,000 

558,090 

563,601 

T RAD COMPANY LIMITED 176,000 

496,362 

392,185 

T SISE CAM 400,624 

275,270 

328,594 

T.E.R.N.A 1,689,521 14,242,467 12,577,749 

T+D HOLDINGS INC 291,903 30,335,934 15,830,703 

TA CHONG BANK 432,000 

89,800 

77,289 

TABCORP HLDGS LTD 904,967 14,881,189 10,050,601 

TACHI S CO 81,600 

637,204 

657,130 

TACHIHI ENTERPRISE 17,500 

863,597 

819,817 

TADANO 306,000 

1,874,780 

1,462,051 

TAEKWANG IND CO 9,831 

7,906,607 

4,954,278 

TAEWOONG CO 70 

6,386 

4,940 

TAEYOUNG ENG+CON 18,840 

108,938 

108,105 

TAI CHEUNG HLDGS 1,460,000 

639,221 

827,014 

TAI HAN ELEC WIRE 3,870 

69,384 

63,642 

TAICHUNG COMM BANK 212,000 

54,599 

49,042 

TAIHEI DENGYO 104,000 

921,907 

1,071,420 

TAIHEI KOGYO CO 98,000 

313,304 

313,852 

TAIHEIYO CEMENT 966,776 

4,041,624 

3,345,948 

TAIHO KOGYO 35,100 

259,656 

273,932 

TAIKISHA 88,400 

1,097,133 

1,040,808 

TAINAN SPINNING 344,000 

117,954 

115,331 

TAISEI CORP 1,120,916 

6,085,934 

5,472,141 

TAISEI LAMICK CO 7,900 

167,744 

163,756 

TAISHIN FINANCIAL 9,697,000 

3,024,104 

3,635,267 

TAISHO PHARM CO 281,957 12,118,353 11,726,159 

TAIWAN BUSINESS BK 5,951,587 

1,522,938 

1,447,536 

TAIWAN CEMENT 8,020,819 

6,944,110 

7,676,127 

TAIWAN COOPERATIVE 7,936,369 

4,119,185 

4,571,697 

TAIWAN FERTILIZER 1,798,988 

4,331,346 

5,340,489 

TAIWAN GLASS 2,653,449 

1,580,729 

1,754,948 

TAIWAN LIFE INS 713,374 

574,083 

578,353 

TAIWAN MOBILE CO 3,149,228 

4,874,930 

5,375,092 

TAIWAN NAVIGATION 19,000 

37,648 

34,340 

TAIWAN SECOM CO 586,000 

869,619 

905,523 

TAIWAN SEMICON MAN 89,821,824 146,079,191 149,748,667 

TAIWAN TEA CORP 21,000 

11,047 

11,617 

TAIYO CYPRESS FUND LP 20,672,352,257 199,636,393 162,271,056 

TAIYO INK MFG CO 40,300 

739,703 

891,750 

TAIYO NIPPON SANSO 362,517 

6,611,898 

7,465,918 

TAIYO PACIFIC PARTNERS JPY 22,841,210,500 200,300,000 189,675,912 

TAIYO PARTNERS JPY 55,232,757,730 495,284,924 565,781,850 

TAIYO YUDEN CO 193,800 

2,871,956 

3,951,988 

TAKADA KIKO STEEL 473,000 

560,224 

1,245,188 

TAKAMATSU CONSTRUCTION GROUP 24,400 

382,543 

366,183 

TAKANO CO 14,700 

95,896 

96,746 

TAKARA HOLDINGS 188,874 

2,778,107 

2,611,271 

TAKARA PRINTING CO 77,200 

592,641 

660,903




TAKARA STANDARD CO 240,000 

1,285,070 

1,422,812 

TAKASAGO INTL CORP 157,000 

808,147 

851,023 

TAKASAGO THML ENG 199,000 

1,566,959 

1,794,372 

TAKASHIMAYA CO 331,748 

5,609,347 

5,136,991 

TAKATA CORPORATION 462,786 

5,664,005 

8,645,043 

TAKEDA PHARMACEUTICAL CO LTD 823,861 92,208,887 64,951,335 

TAKEFUJI CORP 181,176 

2,410,992 

1,528,104 

TAKIHYO CO 87,000 

355,089 

440,027 

TAKIRON CO 123,000 

327,786 

381,168 

TAKKT AG 78,152 

991,982 

832,015 

TAKUMA CO 206,000 

442,954 

471,845 

TALAAT MOSTAFA GRO 388,856 

335,579 

369,809 

TALISMAN ENERGY INC 1,266,559 46,387,400 38,285,715 

TALVIVAARA MINING 347,941 

1,446,878 

1,948,222 

TAM SA 330,300 

2,956,505 

3,404,460 

TAMBANG BATUBARA B 1,513,844 

1,582,846 

1,720,362 

TAMRON CO 66,400 

916,816 

908,411 

TAMURA CORPORATION 176,000 

475,175 

738,768 

TANDBERG ASA 380,900 

5,964,954 

6,405,982 

TANJONG 372,339 

1,459,321 

1,408,850 

TAP OIL LTD 492,074 

421,752 

449,533 

TASEKO MINES LTD 514,700 

1,037,659 

881,950 

TAT HONG HOLDINGS 13,600 

0 799 

TAT HONG HOLDINGS 728,000 

418,316 

487,899 

TATA CHEMICALS 64,566 

297,411 

293,010 

TATA COMMUNICATIONS LTD 139,343 

1,272,937 

1,381,650 

TATA CONSULTANCY SERVICES LTD 967,202 10,065,664 

7,884,195 

TATA MOTORS LTD 249,460 

2,854,664 

1,515,350 

TATA POWER CO 85,714 

1,108,949 

2,073,740 

TATA STEEL LTD 286,945 

1,962,341 

2,344,737 

TATA STEEL(THAILAN) 2,345,300 

70,014 

70,083 

TATA TEA 22,995 

346,964 

350,889 

TATA TELESERVICES 341,235 

203,582 

257,502 

TATE + LYLE 1,025,946 11,122,067 

8,674,708 

TATTS GROUP LTD 1,689,643 

9,000,442 

7,281,012 

TATUNG 9,987,000 

2,355,551 

2,465,550 

TAV HAVALIMANLARI 7,322 

17,239 

19,447 

TAYLOR WIMPEY PLC 12,100,356 

7,324,620 

6,675,701 

TCC INTL HLDGS 1,200,000 

424,144 

453,674 

TCL MULTIMEDIA TEC 1,284,000 

342,984 

493,716 

TCM CORP 166,000 

260,857 

249,469 

TDK CORP 175,435 17,904,149 14,907,997 

TECAN GROUP AG 36,942 

1,529,302 

1,438,549 

TECH MAHINDRA 36,879 

575,274 

561,980 

TECHNIP 233,103 25,901,503 19,546,710 

TECHTRONIC INDUSTR 2,664,859 

3,149,260 

3,511,332 

TECK RESOURCES LTD 693,725 30,040,115 21,683,904 

TECMO KOEI HOLDING 28,472 

556,973 

489,066 

TECNICAS REUNIDAS 87,787 

3,804,982 

4,141,012




TECO ELEC + MACHINE 3,894,000 

1,514,576 

1,554,752 

TEGMA GESTAO LOGISTICA 216,243 

2,654,747 

827,545 

TEIJIN 1,009,744 

6,744,874 

6,370,667 

TEIKOKU PISTON RIN 83,400 

428,712 

395,023 

TEIKOKU TSUSHIN 119,000 

292,431 

307,105 

TEIXEIRA DUARTE EN 890,458 

1,018,201 

1,192,796 

TEKKEN CORP 368,000 

383,127 

419,547 

TELE NORTE LESTE P 215,500 

4,233,017 

4,068,527 

TELE NORTE LESTE P 502,772 

6,442,921 

8,029,780 

TELE2 AB 544,262 18,141,524 11,418,023 

TELECITY GROUP 247,377 

956,991 

1,214,030 

TELECOM CORP OF NZ 3,109,495 13,662,103 10,080,488 

TELECOM EGYPT 1,228,946 

3,328,403 

3,466,709 

TELECOM ITALIA 12,129,798 34,963,206 20,328,035 

TELECOM ITALIA 34,056,711 113,881,493 72,300,035 

TELECOM ITALIA MEDIA 7,888,382 

1,134,213 

1,294,563 

TELEFONICA O2 CZEC 468,204 

9,909,880 10,679,300 

TELEFONICA SA 7,374,021 292,117,213 309,263,940 

TELEFONOS DE MEXICO SAB DE CV 21,869,798 17,471,164 17,850,863 

TELEGATE AG 26,670 

345,359 

275,328 

TELEGRAAF HOLDING 63,742 

1,244,080 

1,037,130 

TELEKOM AUSTRIA 429,930 18,893,108 14,104,874 

TELEKOM MALAYSIA 5,772,004 

4,019,218 

4,811,372 

TELEKOMUNIKACJA PO 1,973,545 10,524,530 

9,529,661 

TELEKOMUNIKASI IND 57,102,072 45,014,638 41,955,968 

TELEMAR NORTE LEST 176,558 

6,128,591 

4,909,894 

TELEMIG CELULAR PA 1,913 

50,306 

48,298 

TELENET GRP HLDG 254,858 

5,041,645 

5,405,048 

TELENOR ASA 1,360,013 32,764,790 19,162,900 

TELEPERFORMANCE 183,892 

5,606,516 

5,589,477 

TELESP TEL SAO PAU 126,200 

2,552,249 

2,678,804 

TELESP TEL SAO PAU 166,112 

3,543,542 

3,716,712 

TELEVISION BROADCT 742,444 

6,610,943 

4,637,968 

TELIASONERA AB 3,302,441 42,023,809 33,184,783 

TELKOM SA 781,230 

6,336,238 

3,842,165 

TELMEX INTERNACION 23,079,918 11,088,631 14,650,300 

TELSTRA CORP 9,039,912 49,696,699 41,482,733 

TELUS CORP 81,777 

2,389,424 

2,172,317 


4,653,027 

2,923,797 


5,373,193 

3,244,624 

TEMENOS GROUP AG 136,794 

2,421,786 

2,326,963 

TEMP HOLDINGS CO LTD 99,900 

689,337 

822,103 

TEMPLE BAR INV TR 184,163 

1,806,976 

1,809,117 

TEMPLTN EMERG MKTS 1,041,475 

5,736,524 

6,311,762 

TEN CATE KON 95,691 

2,347,067 

2,310,615 

TEN NETWORK HLDGS 417,326 

1,977,210 

875,263 

TENAGA NASIONAL 3,263,759 

6,920,486 

7,103,202 

TENCENT HLDGS LTD 1,558,500 14,681,180 18,118,702 

TENCENT HOLDINGS LTD 528,411 10,577,578 17,657,788




TENMA CORPORATION 78,200 

900,569 

923,957 

TERNA PARTICIPACOE 264,300 

2,849,254 

5,117,964 

TERUMO CORP 172,502 16,826,714 16,976,296 

TESCO 13,693,989 166,149,022 142,503,178 

TESCO CORP 20,000 

615,024 

158,776 

TESSENDERLO CHEMIE 64,948 

2,477,389 

2,063,400 

TEVA PHARMA IND 1,194,654 112,601,365 118,447,545 

TEXWINCA HLDGS 1,397,982 

1,576,355 

1,835,018 

TF1 TV FRANCAISE 142,923 

6,455,626 

3,530,841 

TGS NOPEC GEOPH CO 327,300 

3,204,932 

3,228,989 

THAI AIRWAYS INTL 1,834,300 

856,196 

764,516 

THAI BEVERGAE PUBL 50,191,681 

8,933,379 

7,455,841 

THAI MILITARY BANK PLC 27,403,100 

656,667 

691,713 

THAI OIL PLC 2,899,671 

4,001,460 

3,021,377 

THAI PLASTIC + CHEM 293,600 

148,372 

145,637 

THAI UNION FROZEN 1,219,100 

724,525 

848,038 

THALES 111,645 12,357,639 

9,809,252 

THANACHART CAPITAL 1,393,800 

479,135 

560,466 

THE FUKUSHIMA BANK 649,000 

410,534 

470,850 

THE GAME GROUP 1,227,910 

3,975,952 

3,326,491 

THE ISRAEL CORPORA 2,552 

2,995,020 

3,207,096 

THE PACK CORP 24,200 

313,613 

358,667 

THE SHONAI BANK LT 350,000 

669,827 

685,599 

THE YACHIYO BANK L 48,800 

1,460,942 

1,547,681 

THEOLIA 90,506 

994,520 

394,809 

THERMAX 13,485 

95,253 

116,820 

THK CO 263,893 

7,104,444 

6,545,137 

THOMAS COOK GROUP 875,432 

6,554,294 

5,088,703 

THOMPSON CREEK METALS CO INC 404,400 

3,919,511 

4,143,764 

THOMSON REUTERS CORPORATION 290,278 18,662,628 16,194,006 

THOMSON REUTERS PL 250,937 14,353,673 14,098,380 

THOMSON SA 847,742 

1,750,396 

741,989 

THORESEN THAI AGEN 2,318,800 

1,487,056 

1,497,317 

THORESEN THAI AGEN 8,695,330 

6,889,162 

5,614,830 

THYSSENKRUPP AG 654,730 48,468,223 29,346,601 

TIAN AN CHINAINV 3,560,000 

1,620,751 

1,791,472 

TIANJIN DEVMT HLDG 1,294,000 

626,138 

818,137 

TIANJIN PORT DEVEL 2,232,000 

701,120 

976,314 

TIETOENATOR OYJ 390,450 

6,745,893 

5,186,386 

TIGER BRANDS 710,759 11,224,914 13,262,593 

TIM PARTICIPACOES 2,377,814 

3,746,992 

4,222,264 

TIM PARTICIPACOES SA 702,994 

2,326,309 

2,403,337 

TIMAH 17,752,000 

6,486,005 

3,521,705 

TIMMINCO LTD 50,000 

147,516 

52,956 

TIMMINCO LTD 121,600 

231,301 

128,788 

TINGYI(CAYMAN ISLA 2,604,621 

6,354,373 

9,318,804 

TISCALI SPA 1,413,820 

1,658,456 

578,072 

TISCO FINANCIAL GR 1,790,500 

703,853 

966,986 

TITAN CEMENT CO 61,789 

6,301,294 

3,778,676




TITAN INDUSTRIES 10,776 

193,562 

264,311 

TITAN PETROCHEMICALS GROUP LTD 10,200,000 

226,705 

231,637 

TK CORPN 32,300 

801,615 

801,193 

TKC CORPORATION 35,100 

657,238 

673,370 

TKH GROUP NV 109,221 

1,706,840 

1,516,669 

TMX GROUP INC 50,600 

2,052,278 

1,474,408 

TMX GROUP INC 183,400 

5,096,968 

5,344,001 

TNT NV 604,653 35,323,250 21,575,778 

TOA CORP 84,000 

457,339 

578,079 

TOA CORPORATION 528,000 

650,555 

777,074 

TOA OIL CO 155,000 

182,733 

212,054 

TOAGOSEI CO LTD 614,000 

1,768,986 

1,692,740 

TOBU RAILWAY CO 685,227 

8,090,944 

9,327,444 

TOC CO 321,600 

1,253,178 

1,403,261 

TOCALO CO LTD 37,100 

471,710 

516,405 

TOCHIGI BANK 178,000 

914,359 

915,044 

TODA CORPORATION 625,660 

3,873,958 

3,983,615 

TODA KOGYO CORP 114,000 

420,266 

473,794 

TODS SPA 38,375 

1,855,019 

2,185,364 

TOEI ANIMATION 132,400 

2,221,550 

2,277,908 

TOEI CO 347,000 

1,760,016 

1,726,279 

TOENEC CORP 90,000 

470,457 

485,049 

TOFAS(TURK OTOMOBIL FAB) 1,077,923 

1,072,929 

1,894,540 

TOGNUM AG 342,589 

5,183,891 

4,497,785 

TOHO BANK 521,000 

2,055,090 

2,224,719 

TOHO CO 86,000 

279,568 

308,400 

TOHO CO 148,505 

6,257,764 

5,098,490 

TOHO GAS CO 427,631 

5,153,860 

4,072,455 

TOHO HOLDINGS CO LTD 161,200 

2,034,476 

1,697,458 

TOHO REAL ESTATE 52,500 

270,268 

263,901 

TOHO TITANIUM CO 22,709 

695,304 

850,112 

TOHO ZINC CO 297,000 

1,070,852 

1,194,341 

TOHOKU ELEC POWER 407,966 19,713,491 18,790,094 

TOKAI CARBON CO 243,248 

2,488,491 

2,344,924 

TOKAI CORP 118,000 

499,605 

509,986 

TOKAI RIKA CO 556,485 

6,479,370 

9,702,889 

TOKAI RUBBER INDS 208,654 

2,485,194 

2,711,659 

TOKAI TOKYO SECS 672,000 

1,916,242 

2,451,614 

TOKEN CORP 16,820 

531,045 

543,902 

TOKIO MARINE HOLDING INC 879,518 59,115,347 47,063,439 

TOKO INC 229,000 

317,301 

377,375 

TOKUSHIMA BANK 239,000 

1,196,531 

1,181,562 

TOKUSHU TOKAI HOLD 383,000 

873,487 

1,055,895 

TOKUYAMA CORP 250,380 

4,053,053 

3,926,174 

TOKYO BROADCASTING SYSTEN HD 52,607 

1,485,518 

1,421,711 

TOKYO DOME CORP 451,000 

1,646,119 

1,523,822 

TOKYO ELEC POWER 1,326,395 71,573,851 69,731,676 

TOKYO ELECTRON 185,168 22,177,308 18,086,193 

TOKYO ELECTRON DEV 166 

220,248 

216,780




TOKYO ENERGY + SYS 58,000 

423,728 

503,747 

TOKYO GAS CO 3,067,644 23,801,532 20,388,705 

TOKYO KIKAI SEISAK 212,000 

385,164 

397,699 

TOKYO OHKA KOGYO 202,100 

3,724,461 

3,908,572 

TOKYO RAKUTENCHI 114,000 

432,572 

469,068 

TOKYO ROPE MFG CO 378,000 

977,505 

1,308,514 

TOKYO SEIMITSU CO 94,300 

972,478 

1,337,998 

TOKYO STEEL MFG 164,544 

4,444,064 

4,529,644 

TOKYO STYLE CO 150,664 

2,459,379 

2,036,875 

TOKYO TATEMONO CO 249,925 

2,416,400 

3,217,337 

TOKYO TEKKO CO 110,000 

323,601 

412,707 

TOKYO TOMIN BANK 93,300 

1,510,282 

1,786,997 

TOKYOTOKEIBA CO 360,000 

575,281 

604,446 

TOKYU COMMUNITY CO 13,500 

256,472 

295,227 

TOKYU CONST 166,650 

472,733 

504,346 

TOKYU CORP 1,225,243 13,962,974 12,544,250 

TOKYU LAND CORP 700,988 

6,817,861 

5,854,947 

TOKYU LIVABLE 45,000 

250,372 

427,683 

TOLI CORP 157,000 

294,685 

338,457 

TOLL HLDGS LIMITED 829,204 11,481,665 

9,012,462 

TOM GROUP LIMITED 4,626,000 

248,552 

265,620 

TOMATO BANK 274,000 

612,773 

650,319 

TOMEN ELECTRONICS 25,400 

266,435 

262,464 

TOMKINS 1,127,561 

7,288,662 

5,672,441 

TOMOKU CO 151,000 

285,681 

300,482 

TOMRA SYSTEMS ASA 501,500 

2,380,224 

1,799,823 

TOMSON GROUP 2,074,000 

564,365 

939,315 

TOMTOM NV 122,899 

1,258,957 

1,477,334 

TOMY CO 226,400 

1,212,524 

1,532,251 

TON YI INDL CORP 1,858,937 

681,915 

736,549 

TONAMI HOLDINGS 122,000 

287,749 

304,731 

TONEN GEN SEKIYU 450,166 

8,237,413 

8,771,619 

TONG YANG SECURITIES INC 41,460 

379,191 

423,078 

TONGAAT HULETT LTD 97,390 

933,967 

1,133,747 

TOP GLOVE CORP BHD 22,300 

36,666 

42,506 

TOP REIT INC 101 

359,735 

390,454 

TOPCON CORPORATION 116,400 

646,156 

647,840 

TOPDANMARK ARIN 50,059 

6,085,756 

5,845,811 

TOPPAN FORMS 47,093 

1,338,066 

1,473,491 

TOPPAN PRINTING CO 787,074 15,788,579 16,288,983 

TOPRE CORPORATION 67,500 

527,709 

552,677 

TOPY INDUSTRIES 519,000 

1,065,441 

984,371 

TORAY INDS INC 1,294,542 16,188,719 13,564,521 

TORII PHARM CO LTD 36,000 

516,910 

581,313 

TORISHIMA PUMP MFG 55,300 

913,386 

811,575 

TORM D/S 169,458 

3,027,782 

1,723,561 

TOROMONT INDS LTD 95,000 

2,217,167 

1,950,962 

TOROMONT INDUSTRIES LTD 129,800 

2,618,307 

2,665,631 

TORONTO DOMINION BK ONT 1,059,237 129,214,836 114,913,384




TORRENT PHARM 6,633 

23,945 

24,930 

TORRENT POWER 23,993 

68,270 

84,468 

TORSTAR CORP 215,400 

1,632,021 

966,319 

TOSHIBA CORP 5,788,906 56,486,198 35,685,206 

TOSHIBA MACHINE CO 242,000 

974,876 

895,414 

TOSHIBA PLANT SYSTEMS + SERVIC 122,000 

1,148,918 

1,383,303 

TOSHIBA TEC 801,267 

4,689,813 

4,064,510 

TOSHO PRINTING CO 136,000 

332,956 

341,110 

TOSOH CORP 624,722 

3,727,939 

3,531,131 

TOTAL PRODUCE 1,104,717 

530,546 

480,355 

TOTAL SA 3,553,948 462,515,636 367,229,652 

TOTO 326,585 

4,885,295 

4,554,596 

TOTTORI BANK 221,000 

596,281 

602,405 

TOTVS SA 149,627 

4,789,182 

5,103,870 

TOUR EIFFEL 14,724 

836,423 

493,598 

TOWA BANK 1,418,900 

1,096,793 

941,178 

TOWA PHARM CO LTD 21,400 

855,656 

1,073,493 

TOWER AUSTRALIA GP 417,144 

2,408,100 

2,231,261 

TOWER LIMITED 444,368 

476,203 

498,001 

TOYO CONSTRUCTION 768,000 

389,550 

517,386 

TOYO CORPORATION 76,800 

782,261 

748,220 

TOYO ENGINEERING 301,000 

1,228,180 

1,020,127 

TOYO INK MFG CO 478,000 

1,259,760 

1,743,857 

TOYO KANETSU KK 326,000 

594,150 

672,374 

TOYO KOHAN CO 126,000 

551,618 

586,350 

TOYO SECURITIES CO 215,000 

497,132 

606,105 

TOYO SEIKAN KAISHA 213,718 

8,131,093 

9,249,318 

TOYO SUISAN KAISHA 149,884 

5,831,395 

5,440,998 

TOYO TANSO CO LTD 48,700 

2,256,265 

1,862,497 

TOYO TIRE + RUBBER 459,000 

783,815 

1,098,917 

TOYO WHARF + W HSE 194,000 

327,068 

321,708 

TOYOBO CO 541,665 

1,954,380 

2,027,168 

TOYODA GOSEI 101,269 

4,079,081 

4,664,547 

TOYOTA AUTO BODY 130,683 

2,878,247 

3,125,874 

TOYOTA BOSHOKU CORP 164,024 

4,193,476 

3,981,644 

TOYOTA INDUSTRIES 203,506 12,099,877 

9,516,073 

TOYOTA MOTOR CORP 3,603,672 347,273,703 272,047,976 

TOYOTA TSUSHO CORP 571,698 12,197,890 12,096,307 

TPI POLENE PLC 11,287,900 

8,967,475 

1,855,364 

TPI TRIUNFO PARTIC 444,300 

2,079,118 

666,518 

TPV TECHNOLOGY 3,580,047 

3,188,083 

2,489,869 

TR EUROPEAN GROWTH 210,672 

1,118,139 

1,051,244 

TR PROPERTY INV TR 396,339 

357,013 

344,305 

TR PROPERTY INVEST 811,556 

1,762,861 

1,623,860 

TRACTEBEL ENERGIA 1,147,877 

8,659,207 11,099,229 

TRADEDOUBLER AB 81,608 

664,625 

716,243 

TRAKYA CAM 78,469 

62,588 

63,850 

TRAN ELETRPAULISTA 1,673 

0 1,280 

TRAN ELETRPAULISTA 181,356 

4,389,995 

4,450,153




TRANS COSMOS INC 113,500 

858,543 

1,138,706 

TRANSALTA CORP 223,913 13,142,479 

9,396,701 

TRANSAT A T INC 120,200 

1,533,160 

1,089,857 

TRANSCANADA CORP 798,757 55,040,683 44,187,378 

TRANSCEND INFORMAT 370,859 

872,683 

938,168 

TRANSCONTINENTAL INC 202,600 

1,867,574 

1,556,113 

TRANSFIELD SERVICE 1,300,396 

2,528,745 

2,407,489 

TRANSPACIFIC INDUS NPV 276,615 

1,496,328 

402,533 

TRANSURBAN GROUP 1,275,355 15,557,465 

9,810,147 

TRAVELSKY TECHNOLO 1,250,088 

698,151 

693,593 

TRAVIS PERKINS 847,492 

7,586,325 

7,348,318 

TRELLEBORG AB 859,766 

3,276,234 

2,851,886 

TREND MICRO INC 150,074 

9,352,612 

9,402,837 

TREVI FINANZIARIA 120,270 

1,775,643 

1,397,653 

TRIBAL GROUP 207,560 

378,424 

287,129 

TRICAN WELL SERVICE LTD 285,100 

1,941,834 

2,459,811 

TRICAN WELL SVC LTD 108,900 

2,292,085 

939,577 

TRIGANO 33,017 

376,049 

451,072 

TRIGEM COMPUTER 7 

96,333 

0 

TRINIDAD DRILLING LTD 298,400 

961,055 

1,264,156 

TRINITY MIRROR 4,051,112 

7,677,891 

3,819,475 

TRIPOD TECHNOLOGY 16,000 

31,327 

26,821 

TRISTAR OIL + GAS LTD NEW 469,900 

5,019,919 

4,446,722 

TRIVENI ENGINEERIN 32,347 

54,370 

64,890 

TROY RESOURCES 466,910 

358,243 

507,702 

TRULY INTL HLDGS 642,000 

454,254 

487,088 

TRUSCO NAKAYAMA 51,500 

657,714 

811,318 

TRUWORTHS INTERNAT 3,582,210 14,556,725 17,163,065 

TRYGVESTA A/S 91,609 

5,473,224 

5,400,742 

TS TECH CO LTD 109,100 

1,383,628 

1,592,090 

TSINGTAO BREWERY 575,553 

1,497,099 

1,804,626 

TSRC CORP 54,000 

64,142 

65,834 

TSUBAKIMOTO CHAIN 450,000 

1,735,390 

1,576,411 

TSUGAMI CORP 167,000 

381,144 

368,669 

TSUKISHIMA KIKAI 71,000 

442,068 

413,557 

TSUMURA + CO 137,365 

6,159,221 

7,195,260 

TSURUHA HOLDINGS I 32,700 

993,867 

982,847 

TSURUMI MFG CO 65,000 

415,740 

406,229 

TSUTSUMI JEWELRY 31,300 

564,262 

581,005 

TT HELLENIC POSTBANK S.A. 168,081 

1,324,955 

1,136,358 

TT HELLENIC POSTBANK S.A. RTS 168,081 

221,459 

136,740 

TUBACEX 419,772 

2,099,647 

1,466,096 

TUBOS REUNIDOS 410,665 

1,531,704 

1,140,519 

TUI AG 514,497 11,623,157 

6,195,967 

TUI TRAVEL PLC 2,356,959 

9,216,480 

8,995,508 

TULLETT PREBON PLC 678,337 

3,436,923 

3,306,672 

TULLOW OIL 952,702 28,892,105 31,790,348 

TUNG HO STEEL 317,000 

414,270 

302,411 

TUPRAS(T PETR RAF) 566,276 

8,614,477 

6,930,080




TURK EKONOMI BANKASI AS 392,089 

254,503 

306,280 

TURK HAVA YOLLARI 4,946,115 

5,030,591 

7,469,722 

TURK TELEKOMUNIKAS 1,423,553 

4,304,445 

4,466,557 

TURKCELL ILETISIM 3,319,322 19,937,968 18,474,289 

TURKIYE GARANTI BANKASI 20,478,682 41,961,419 55,722,491 

TURKIYE HALK BANKA 2,655,735 

8,752,627 10,545,491 

TURKIYE IS BANKASI 10,101,864 28,844,182 29,854,487 

TURKIYE VAKIFLAR 9,953,366 11,595,175 15,096,565 

TV ASAHI CORP 211 

641,141 

729,725 

TV AZTECA 295,700 

111,101 

118,996 

TV TOKYO CORP 28,200 

1,015,847 

851,977 

TVN SA 417,461 

1,788,905 

1,314,136 

TVS MOTOR COMPANY 825,222 

602,395 

775,180 

U MING MARINE 1,512,159 

2,615,045 

2,949,655 

U SHIN 50,000 

252,932 

253,407 

UBE INDUSTRIES 940,155 

6,054,460 

5,554,409 

UBI AZXOBCV 115,000 

0 7,856 

UBI BANCA 1,017,353 39,406,803 24,447,124 

UBI BANCA SCPA 563,619 

0 110,044 

UBISOFT ENTERTAIN 389,401 11,113,107 

9,473,726 

UBS AG 3,867,484 243,514,286 96,118,609 

UCB 243,719 17,963,117 13,673,273 

UCHIDA YOKO CO 126,000 

410,829 

427,030 

UCO BANK 156,619 

133,375 

131,265 

UEM LAND HOLDINGS 514,375 

306,647 

228,286 

UEX CORP 595,700 

997,126 

661,689 

UK COAL PLC 487,013 

2,101,798 

1,002,546 

UK COMMERCIAL PROP 919,312 

1,018,449 

1,018,144 

ULKER BISKUVI SANAYI AS 26,439 

44,237 

44,403 

ULTRA ELECTRONIC 214,266 

4,096,901 

3,846,216 

ULTRAPAR PARTICIPA 247,869 

7,112,965 

7,859,261 

ULTRATECH CEMENT 13,297 

198,599 

191,801 

ULVACINC 64,225 

2,184,191 

3,115,392 

UMICORE 299,860 14,122,931 10,279,325 

UMW HLDGS BERHAD 1,850,700 

2,625,505 

3,132,764 

UNI CHARM CORP 45,926 

6,235,489 

6,890,622 

UNI PRESIDENT CHIN 7,831,000 

3,740,619 

4,324,705 

UNI PRESIDENT ENT 10,282,076 

9,188,076 10,592,325 

UNIBAIL RODAMCO SE 108,128 49,271,386 32,564,056 

UNICHARM PETCARE C 45,800 

1,307,520 

1,369,467 

UNICREDIT SPA 24,158,822 201,228,709 119,037,795 

UNIDEN CORP 180,000 

613,944 

542,882 

UNILAND S.P.A 118,415 

154,318 

171,410 

UNILEVER INDONESIA 3,643,338 

2,747,734 

3,301,580 

UNILEVER NV 1,878,658 106,002,662 96,458,820 

UNILEVER PLC 1,895,164 97,029,094 85,659,331 

UNIMAT LIFE CORP 23,300 

202,609 

215,166 

UNIMICRON TECHNOLO 5,960,359 

5,716,307 

4,577,905 

UNION BNK OF INDIA 1,119,851 

5,069,621 

5,678,151




UNION FIN DE FRANC 15,719 

532,014 

553,411 

UNION TOOL CO 33,800 

782,585 

884,542 

UNIPETROL 231,600 

1,575,835 

1,411,186 

UNIPOL GRUPPO FINANZIARI PFD 3,449,269 

7,499,621 

3,677,137 

UNIPOL GRUPPO FINANZIARIO SPA 939,370 

3,743,471 

2,091,028 

UNIPRES 63,300 

547,149 

700,673 

UNIQA VERSICHERUNG 132,049 

2,814,062 

2,543,051 

UNIQUE ZURICH AIRPORT 10,071 

2,713,091 

2,250,244 

UNIT 4 AGGRESSO 81,374 

1,307,460 

1,329,723 

UNITE GROUP 396,895 

992,931 

888,932 

UNITECH LIMITED 534,033 

1,701,495 

890,148 

UNITED ARROWS LTD 53,400 

323,515 

342,035 

UNITED BANK LIMITE 90,430 

51,418 

42,972 

UNITED BUSINESS MEDIA LTD 374,459 

7,352,164 

4,661,557 

UNITED ENERGY GROUP LIMITED 12,080,000 

594,552 

904,046 

UNITED O SEAS BANK 3,218,684 59,782,755 48,627,967 

UNITED SPIRITS LTD 41,507 

635,133 

755,539 

UNITED URBAN INVES 126 

510,065 

540,644 

UNITED UTILITIES G 1,157,291 28,696,062 17,175,439 

UNITIKA 1,108,000 

963,465 

999,078 

UNIVERSAL ENERGY GROUP LTD 84,400 

636,612 

476,015 

UNIVERSAL ROBINA 9,326,000 

3,284,568 

1,356,509 

UNIVERSAL SCIENTIFIC 444,696 

185,232 

159,256 

UNY CO LTD 239,600 

3,858,736 

3,455,891 

UOL GROUP LTD 663,050 

3,817,794 

3,541,967 

UPC TECHNOLOGY CO 207,000 

99,944 

87,696 

UPM KYMMENE OY 789,337 24,125,860 13,090,397 

UPONOR OYJ 230,478 

2,717,785 

2,722,018 

URALITA 152,774 

968,198 

916,083 

URANIUM ONE INC 1,478,500 

4,537,187 

3,399,143 

URANIUM PARTN CORP 254,800 

1,755,163 

1,636,723 

URBI DESARROLLO UR 879,503 

1,303,526 

1,335,590 

USC CORPORATION 17,700 

175,893 

207,663 

USD CASH COLLATERAL (7,323,415) (21,379,707) (21,050,281) 

USG PEOPLE NV 194,260 

2,266,419 

2,226,152 

USHIO INC 109,875 

3,988,608 

4,052,843 

USI FAR EAST 256,000 

117,184 

113,916 

USIMINAS ISI SD MG 209,802 

4,383,534 

4,437,337 

USIMINAS USI SD MG 1,602,119 30,351,587 34,015,803 

USS 25,444 

3,728,305 

3,022,912 

UTD DRUG 726,304 

2,559,588 

2,017,126 

UTD GROUP LTD 515,010 

4,131,235 

4,309,324 

UTD INTERNET AG 566,728 

7,253,963 

6,629,644 

UTD MICRO ELECT 66,153,314 34,587,590 22,178,801 

UTD PHOSPHOROUS 76,834 

188,708 

231,360 

UTD TRACTORS 14,148,832 

9,600,225 13,791,906 

UTS ENERGY CORP 1,490,800 

3,527,934 

2,015,375 

VACON 47,750 

1,639,994 

1,587,344 

VALE SA 2,185,018 35,744,905 38,464,701




VALE SA 5,030,563 63,640,002 76,621,240 

VALEO 405,986 11,567,139 

9,415,171 

VALLOUREC USIN A T 68,881 32,650,752 17,298,043 

VALOR CO 122,500 

993,585 

956,029 

VALORA HLDG AG 9,769 

1,891,760 

1,764,178 

VAN DE VELDE 21,056 

797,997 

767,889 

VANGUARD INTERNATI 2,869,987 

928,768 

1,137,148 

VARITRONIX INTL 981,000 

320,639 

250,628 

VASTNED OFFICES/IN 64,617 

1,070,690 

949,855 

VASTNED RETAIL 51,620 

2,946,647 

2,563,130 

VECTOR NPV 318,927 

1,223,169 

975,664 

VEDANTA RESOURCES 273,103 

9,396,133 

9,898,120 

VEIDEKKE 318,500 

1,746,879 

1,563,664 

VENTURE CORP LTD 843,009 

7,027,228 

6,276,850 

VENTURE PRODUCTION 492,802 

6,190,680 

6,589,955 

VEOLIA ENVIRONNEMENT 749,456 70,890,658 40,799,982 

VERWALTUNGS U.PRIV 12,495 

1,657,592 

1,223,592 

VESTAS WIND SYSTEMS 277,552 43,929,959 39,794,514 

VETROPACK HLDG SA 703 

971,001 

1,024,555 

VIA TECHNOLOGIES 1,275,516 

626,617 

474,285 

VIANINI LAVORI 52,800 

422,988 

309,571 

VICAT 44,556 

2,071,018 

2,562,356 

VICTREX 260,921 

2,701,866 

2,417,049 

VIDRALA SA 69,525 

1,667,153 

1,559,333 

VIENNA INSURANCE GROUP 58,981 

6,823,569 

4,719,078 

VILMORIN CL + CIE 13,616 

1,485,024 

1,329,828 

VINCI 570,654 74,943,667 56,715,215 

VIOHALCO 333,844 

2,129,959 

2,172,756 

VIRBAC 20,487 

1,555,877 

1,651,464 

VISCOFAN SA 148,171 

2,905,400 

3,159,048 

VITAL KSK HOLDINGS 84,800 

451,019 

451,751 

VITERRA INC 748,300 

6,685,550 

6,507,797 

VIVENDI SA 1,490,538 108,856,674 73,902,637 

VIVO PARTICIPACOES 237,881 

3,517,118 

4,529,911 

VOCENTO 281,336 

1,910,609 

1,321,964 

VODACOM GROUP PTY LTD 1,175,530 

7,944,906 

8,707,066 

VODAFONE GROUP 80,979,941 400,138,337 295,586,353 

VOESTALPINE AG 205,876 21,141,650 11,969,734 

VOLCAN CIA MINERA 2,434,536 

1,893,125 

2,051,836 

VOLKSWAGEN AG 121,546 25,218,702 18,668,549 

VOLKSWAGEN AG 131,624 51,955,656 85,506,976 

VOLTAS LTD 662,125 

1,292,751 

1,727,703 

VOLVO AB 736,766 20,322,974 10,161,368 

VOLVO AB 2,441,404 49,537,794 26,995,450 

VON ROLL HOLDING 232,945 

1,670,259 

1,295,864 

VONTOBEL HLDGS AG 127,328 

3,276,518 

3,406,965 

VOPAK (KON) 78,465 

3,552,471 

3,915,898 

VOSSLOH AG 34,777 

3,906,250 

4,173,127 

VOTORANTIM CELULOS 15,200 

214,649 

163,184




VT GROUP PLC 559,063 

4,750,003 

4,161,531 

VTECH HLDGS 865,000 

4,437,677 

5,904,284 

VZ HOLDINGS 12,579 

530,256 

581,210 

WACKER CHEMIE AG 28,664 

8,322,784 

6,442,684 

WACOAL HOLDINGS CORP 117,444 

3,581,710 

3,439,971 

WACOM CO LTD 975 

1,541,221 

1,977,587 

WAFER WORKS CORP 8,000 

14,454 

14,947 

WAL MART DE MEXICO SAB DE CV 1,745,163 

5,848,086 

5,174,436 

WALLENSTAM 126,694 

1,568,972 

1,299,996 

WALSIN LIHWA W + C 17,575,234 

7,059,900 

5,624,503 

WAN HAI LINES 2,661,389 

1,289,526 

1,241,062 

WANT WANT CHINA HO 8,163,722 

7,128,947 

8,621,742 

WARABEYA NICHIYO 38,900 

479,541 

466,066 

WAREHOUSE GROUP 162,606 

1,214,404 

913,301 

WAREHOUSES DE PAUW SCA WDP 33,361 

1,442,377 

1,357,021 

WARTSILA 186,286 19,320,669 11,012,307 

WATAMI CO LTD 64,700 

1,211,194 

1,263,355 

WATERLAND FINANCIAL HOLDINGS 2,821,198 

724,425 

805,688 

WAVIN NV 240,410 

1,100,028 

961,052 

WCT BHD 110,800 

62,804 

65,881 

WEBER GERRY AG 53,961 

1,327,342 

1,360,121 

WEG SA 549,825 

3,300,057 

3,871,612 

WEI CHUAN FOOD 67,000 

64,871 

74,229 

WEICHAI POWER CO 1,040,000 

2,881,960 

3,462,171 

WEIQIAO TEXTILE CO 2,744,826 

1,353,954 

1,427,300 

WEIR GROUP 697,824 

6,543,330 

5,309,356 

WELLSTREAM HLDGS P 313,439 

3,673,498 

2,645,458 

WELSPUN GUJARAT ST 1,113,604 

7,899,710 

4,486,496 

WENDEL 52,730 

4,495,475 

2,813,898 

WERELDHAVE BELGIUM 6,658 

476,643 

460,872 

WERELDHAVE NV 66,975 

5,540,045 

4,978,953 

WESFARMERS 1,270,327 47,566,819 48,120,451 

WESFARMERS LTD 158,851 

9,818,465 

6,957,672 

WESSANEN KON CVA 215,788 

1,295,401 

826,303 

WEST AUST NEWS HDG 47,286 

819,603 

345,471 

WEST FRASER TIMBER LTD 94,200 

2,449,186 

1,901,277 

WEST JAPAN RAILWAY 1,755 16,137,741 12,268,035 

WESTERN AREAS NL 420,691 

2,057,392 

2,006,635 

WESTERN CDN COAL CORP 495,200 

405,309 

788,841 

WESTFIELD GROUP 3,082,496 82,706,182 56,676,951 

WESTON GEORGE LTD 85,696 

8,513,544 

7,975,507 

WESTPAC BKG CORP 3,588,110 136,158,462 124,096,884 

WETHERSPOON (JD) 436,803 

2,582,050 

2,789,275 

WH SMITH PLC 493,708 

3,150,984 

3,400,635 

WHARF(HLDGS) 3,249,786 19,656,962 21,777,444 

WHEELOCK + CO 1,460,630 

6,949,521 

6,732,707 

WHEELOCK PROPERTIES S LTD 867,229 

1,946,422 

1,521,213 

WHITBREAD 269,255 11,349,338 

7,351,966 

WHITEHAVEN COAL 51,000 

130,530 

129,465




WHK GROUP LIMITED 778,290 

619,175 

597,748 

WIENERBERGER AG 113,824 

4,219,292 

2,619,729 

WIHLBORGS FAST AB 118,514 

1,685,483 

1,586,999 

WILHELMSEN 49,446 

1,052,622 

852,709 

WILLIAM DEMANT HOL 22,601 

2,380,104 

2,633,590 

WILMAR INTERL LTD 2,388,735 12,653,588 15,193,535 

WILSON BAYLY HOLME 84,816 

982,017 

1,166,392 

WINBOND ELECTRONIC 5,034,518 

853,857 

776,430 

WINCANTON 378,823 

1,270,008 

1,211,857 

WINCOR NIXDORF AG 114,116 

6,483,021 

6,383,387 

WING HANG BANK LTD 448,188 

8,356,563 

6,541,309 

WING TAI HOLDINGS 1,071,715 

2,532,758 

1,750,904 

WIPRO 685,979 

6,016,807 

5,428,549 

WIRECARD AG 243,250 

2,042,076 

2,371,303 

WISTRON CORP 13,451,507 17,094,190 22,344,015 

WITAN INVESTMENT TRUST 758,504 

4,624,811 

4,303,294 

WOCKHARDT 21,955 

82,219 

62,329 

WOLFSON MICROELECTRONICS PLC 363,242 

672,823 

589,232 

WOLSELEY 1,191,319 37,087,486 30,756,755 

WOLTERS KLUWER 391,709 19,773,410 13,780,820 

WOOD GROUP (JOHN) 1,426,005 

7,259,879 

6,270,270 

WOOD ONE CO LTD 115,000 

425,354 

348,033 

WOODSIDE PETROLEUM 884,266 60,108,663 56,342,877 

WOOLWORTHS HLDGS 5,791,902 

8,549,697 

9,712,545 

WOOLWORTHS LTD 2,196,045 75,397,996 82,602,179 

WOONG JIN COWAY 714,340 17,129,812 17,382,582 

WOONGJIN HOLDINGS CO LTD 3,190 

30,380 

27,544 

WOONGJIN THINKBIG 51,620 

948,466 

927,900 

WOORI FINANCE 943,221 

8,683,277 

7,551,987 

WOORI INVESTMENT + SECURITIES 176,510 

2,067,699 

2,078,300 

WORKS APPLICATION 85 

110,464 

51,448 

WORKSPACE GROUP 3,275,227 

1,016,710 

755,133 

WORLEYPARSONS LIMITED 380,845 15,136,162 13,595,527 

WOTIF COM HOLDINGS 366,720 

1,039,819 

1,393,431 

WPG HOLDINGS 73,841 

74,180 

73,256 

WPP PLC 2,574,350 44,424,536 28,526,878 

WSP GROUP 197,261 

1,113,722 

714,690 

WUMART STORES INC 679,000 

590,773 

845,459 

XCHANGING PLC 542,133 

1,878,642 

1,602,597 

XEBIO CO 134,000 

2,415,502 

2,909,571 

XIAMEN INTERNATION 246,000 

52,242 

47,930 

XINAO GAS HOLDINGS 5,504,507 

7,631,385 

9,460,588 

XINYI GLASS HLDGS 2,184,000 

1,079,500 

1,882,455 

XINYU HENGDELI HOL 2,328,000 

619,435 

687,882 

XSTRATA 3,220,795 91,917,420 67,382,216 

YA HSING IND CO 299,938 

181,082 

0 

YAGEO CORP 15,456,202 

3,108,587 

3,123,274 

YAHAGI CONST CO 70,000 

365,490 

447,634 

YAHOO JAPAN CORP 20,407 17,968,407 14,528,044




YAKULT HONSHA CO 193,963 10,428,470 

8,163,893 

YAMABIKO CORPO 23,900 

350,790 

302,698 

YAMADA DENKI CO 137,762 20,064,561 15,552,656 

YAMAGATA BANK 404,000 

2,028,643 

2,051,718 

YAMAGUCHI FINANCIA 220,169 

6,386,622 

6,791,682 

YAMAHA CORP 224,286 

7,033,279 

5,330,754 

YAMAHA MOTOR CO 251,154 

6,982,750 

4,962,027 

YAMANA GOLD INC 2,358,400 22,580,463 20,997,853 

YAMANASHI CHUO BK 442,000 

2,274,271 

2,432,523 

YAMATAKE CORP 181,136 

5,526,098 

5,275,660 

YAMATO HOLDINGS CO LTD 592,332 14,388,020 14,148,844 

YAMATO KOGYO CO 69,069 

5,394,349 

4,504,630 

YAMAZAKI BAKING CO 241,047 

4,419,494 

4,580,978 

YAMAZEN CORP 146,500 

493,482 

634,679 

YANG MING MARINE 3,452,190 

1,313,248 

1,236,307 

YANGZIJIANG SHIPBU 2,918,477 

2,271,359 

3,182,438 

YANLORD LAND GROUP 3,085,400 

6,274,831 

7,148,666 

YANTAI CHANGYU PIO 271,200 

1,225,228 

1,674,430 

YANZHOU COAL MININ 18,308,000 20,044,680 25,229,442 

YAOKO CO 18,800 

557,838 

564,088 

YAPI VE KREDI BANKASI A S 12,216,904 17,137,478 18,132,106 

YARA INTERNATIONAL 423,826 26,949,719 20,840,606 

YASKAWA ELEC CORP 206,205 

3,017,453 

2,634,284 

YAZICILAR OTOMOTIV VE GIDA YAT 13,070 

58,505 

57,429 

YELL GROUP 5,230,864 

5,201,547 

2,261,292 

YELLOW HAT 39,300 

147,301 

183,293 

YES BANK 23,153 

56,135 

71,627 

YIEH PHUI ENTS CO 147,398 

62,689 

52,113 

YIT CORP 508,678 

5,464,707 

5,279,881 

YODOGAWA STEEL WKS 433,000 

2,119,595 

2,198,995 

YOKOGAWA BRIDGE CP 107,000 

807,341 

892,729 

YOKOGAWA ELECTRIC 239,422 

2,716,232 

2,931,511 

YOKOHAMA REITO CO 123,000 

781,760 

762,336 

YOKOHAMA RUBBER CO 361,043 

3,722,877 

3,609,098 

YOKOWO CO 33,100 

180,870 

177,361 

YOMIURI LAND CO 104,000 

314,656 

313,665 

YONEKYU CORP 68,000 

710,082 

707,592 

YOSHIMOTO KOGYO CO 91,700 

936,545 

911,440 

YOSHINOYA HOLDINGS CO LTD 1,012 

1,115,291 

1,161,097 

YOUNGONE CORP 6,980 

52,868 

63,009 

YPSOMED HOLDING AG 11,635 

854,851 

780,980 

YPSOMED HOLDING AG RTS 11,635 

0 0 

YTL CORP 2,143,826 

3,883,477 

4,238,859 

YTL POWER INTL 5,497,512 

3,039,173 

3,378,272 

YUANTA FINL HOLDS 24,500,706 13,302,709 16,503,066 

YUASA TRADING CO 544,000 

613,466 

631,476 

YUE YUEN INDL HLDG 4,803,316 14,511,208 12,515,706 

YUEN FOONG YU MFG 2,728,415 

898,700 

824,096 

YUHAN CORP 20,748 

2,946,349 

3,045,548




YULE CATTO + CO 343,473 

517,293 

603,830 

YULON MOTOR 3,052,617 

2,591,604 

2,902,824 

YURTEC CORPORATION 101,000 

510,211 

566,316 

YUSEN AIR + SEA SERV 37,800 

458,254 

479,136 

YUSHIN PRECSN EQPT 27,800 

401,522 

387,820 

YUSHIRO CHEMICAL 35,700 

431,123 

450,297 

ZARDOYA OTIS 135,476 

7,508,369 

6,466,527 

ZARDOYA OTIS SA 93,017 

328,376 

271,892 

ZEE ENTERTAINMENT ENTERPRISES 155,691 

536,542 

572,324 

ZEHNDER GROUP 694 

619,778 

625,369 

ZELTIA SA 697,960 

3,792,634 

4,953,709 

ZENRIN CO 47,700 

616,534 

706,465 

ZENSHO CO 185,400 

882,206 

1,041,476 

ZERIA PHARMACEUTICAL CO LTD 76,000 

782,004 

813,681 

ZHAOJIN MINING IND 997,875 

1,207,563 

1,619,766 

ZHEJIANG EXPRESSWA 3,047,710 

2,132,654 

2,406,692 

ZHONGDE WASTE TECH 15,467 

302,268 

280,080 

ZHUZHOU CSR TIMES 606,000 

647,060 

853,868 

ZIGNAGO VETRO 100,724 

482,294 

478,941 

ZIJIN MINING GROUP CO LTD 2,889,822 

2,973,601 

2,617,603 

ZINWELL 23,000 

45,548 

37,153 

ZODIAC AEROSPACE 149,887 

5,275,018 

4,869,137 

ZON MULTIMEDIA 311,343 

7,751,188 

3,783,168 

ZTE CORPN 531,100 

1,690,816 

1,843,419 

ZUEBLIN HLDGS AG 105,280 

522,836 

403,676 

ZUGER KANTONALBK 5,555 

1,780,216 

1,838,812 

ZUKEN INC 65,600 

474,534 

535,080 

ZUMTOBEL AG 28,142 

284,417 

287,761 

ZURICH FINANCIAL SERVICES AG 280,742 112,776,660 83,711,530 

ZYXEL COMMUNICATIO 748,736 

461,972 

440,433 

Grand Total $49,952,312,216 $41,899,960,398


Alternative Investment Management 


Security Name Book Value Market Value 

ACON-BASTION PARTNERS II, L.P. $30,482,984 $20,101,911 

ADVENT GLOBAL PRIVATE EQUITY IV-A, L.P. 682,194 5,219,711 

ADVENT INTERNATIONAL GPE V-D, L.P. 63,719,533 59,296,661 

ADVENT INTERNATIONAL GPE VI-A, L.P. 92,500,000 74,690,955 

ADVENT JAPAN PRIVATE EQUITY FUND, LP 5,083,875 533,975 

ADVENT LATIN AMERICA PRIVATE EQUITY IV-D 111,000,000 105,315,678 

ADVENT LATIN AMERICAN PRIVATE EQUITY III 38,570,000 46,270,876 

AFFINITY ASIA PACIFIC FUND III, LP 38,396,065 16,588,485 

APOLLO INVESTMENT FUND III, L.P. 17,034,295 2,317,506 

APOLLO INVESTMENT FUND IV, L.P. 17,682,152 33,213,301 

APOLLO INVESTMENT FUND V, L.P. 36,598,053 148,413,899 

APOLLO INVESTMENT FUND VI, L.P. 591,387,549 441,306,165 

APOLLO INVESTMENT FUND VII, LP 228,858,280 192,245,032 

AUDAX PRIVATE EQUITY FUND III, L.P. 65,399,061 62,444,361 

AUDAX PRIVATE EQUITY II, LP 69,416,031 61,045,979 

AURORA EQUITY PARTNERS II L.P. 46,522,746 50,833,488 

AURORA EQUITY PARTNERS III, L.P. 121,090,835 114,657,407 

AURORA EQUITY PARTNERS L.P. 15,195,152 3,164,533 

BARING VOSTOK PRIVATE EQUITY FUND IV 18,166,631 6,547,080 

BLACKSTONE CAPITAL PARTNERS II 8,827,469 5,467,078 

BLACKSTONE CAPITAL PARTNERS III 77,841,551 46,556,806 

BLACKSTONE CAPITAL PARTNERS IV 121,075,340 144,228,763 

BLACKSTONE CAPITAL PARTNERS V, L.P. 557,528,783 386,431,403 

BLACKSTONE COMMUNICATIONS I 62,882,694 32,138,844 

BRIDGEPOINT EUROPE I, L.P. 7,134,228 1,346,038 

BRIDGEPOINT EUROPE II 49,264,001 44,819,156 

BRIDGEPOINT EUROPE III 180,086,197 146,390,976 

BRIDGEPOINT EUROPE IV 25,601,521 16,956,082 

CANDOVER 1997 FUND, L.P. 17,977,640 277,346 

CANDOVER 2001 FUND, L.P. 94,955,642 44,882,009 



CAPITAL LINK 232,415,118 204,238,618 

CARLYLE ASIA PARTNERS (PV II), L.P. 43,128,212 137,359,635 

CARLYLE ASIA PARTNERS II, L.P. 140,427,419 110,240,236 

CARLYLE ASIA PARTNERS III, L.P. 29,710,874 22,686,012 

CARLYLE EUROPE PARTNERS II, L.P. 37,183,770 30,908,936 

CARLYLE EUROPE PARTNERS III, L.P. 143,027,888 78,122,621 

CARLYLE GLOBAL FINANCIAL SERVICES, LP 43,229,650 35,565,307 

CARLYLE JAPAN PARTNERS II, L.P. 50,600,493 26,982,471 

CARLYLE JAPAN PARTNERS, L.P. 21,033,160 13,762,966 

CARLYLE MEXICO PARTNERS, L.P. 12,808,898 13,143,014 

CARLYLE PARTNERS II, L.P. 8,888,774 5,649,833 

CARLYLE PARTNERS III, L.P. 54,220,769 23,196,106 

CARLYLE PARTNERS IV, L.P. 275,908,119 239,381,113 

CARLYLE PARTNERS KINDER MORGAN 41,620,284 52,025,355 

CARLYLE PARTNERS MANOR CARE 24,997,500 24,850,639 

CARLYLE PARTNERS V, L.P. 330,805,899 262,908,360 

CARLYLE/RIVERSTONE GLOB ENGY & POWER II 17,976,127 47,318,494





CARLYLE/RIVERSTONE GLOB ENGY & POWER III 230,666,471 255,130,751 

CHINA PRIVATIZATION FUND I, L.P. 67,384,889 52,288,677 

CLESSIDRA CAPITAL PARTNERS 46,306,649 36,174,327 

CLESSIDRA CAPITAL PARTNERS II 38,494,654 36,511,131 

COURT SQUARE CAPITAL PARTNERS II, L.P. 53,139,507 42,556,222 

CVC CAPITAL PARTNERS ASIA PACIFIC II, LP 86,509,662 58,512,089 

CVC CAPITAL PARTNERS ASIA PACIFIC III LP 36,452,959 18,992,565 

CVC EUROPEAN EQUITY PARTNERS II L.P. 29,692,789 20,608,736 

CVC EUROPEAN EQUITY PARTNERS III L.P. 62,876,570 121,408,741 

CVC EUROPEAN EQUITY PARTNERS IV L.P. 276,134,805 262,758,099 

CVC EUROPEAN EQUITY PARTNERS L.P. 11,187,812 4,846,250 

CVC EUROPEAN EQUITY PARTNERS TANDEM FUND 295,481,613 198,385,656 

CVC EUROPEAN EQUITY PARTNERS V, LP 85,904,488 66,837,559 

DOUGHTY HANSON & CO. II, L.P. 1,365,460 5,319,085 

ENERGY FUTURE HOLDINGS CORPORATION 75,039,662 37,590,864 

ETHOS PRIVATE EQUITY FUND III 5,381,730 538,250 

EXXEL CAPITAL PARTNERS V, L.P. 78,146,070 132,566 

FALCONHEAD CAPITAL PARTNERS II, LP 33,644,543 27,239,876 

FENWAY PARTNERS CAPITAL FUND, L.P. 63,327,782 1,250,203 

FIRST RESERVE FUND IX, L.P. 1,534,258 1,446,000 

FIRST RESERVE FUND X, L.P. 68,585,137 75,850,000 

FIRST RESERVE FUND XI, L.P. 380,923,802 342,824,000 

FIRST RESERVE FUND XII, L.P. 85,285,723 63,874,000 

FRANCISCO PARTNERS II 109,358,726 99,589,003 

FRANCISCO PARTNERS, L.P. 32,692,831 23,734,593 

FS EQUITY PARTNERS III, L.P. 13,026,414 131,471 

FS EQUITY PARTNERS V, L.P. 33,289,319 40,549,976 

GCP CALIFORNIA FUND, LP 10,856,825 24,594,513 

GOLDER, THOMA, CRESSEY & RAUNER FUND IV 9,816,833 0 

GREEN EQUITY INVESTORS II, L.P. 15,044,447 0 

GREEN EQUITY INVESTORS III, L.P. 17,158,769 7,738,600 

GREEN EQUITY INVESTORS IV, L.P. 128,710,250 102,366,914 

GREEN EQUITY INVESTORS V, L.P. 120,614,083 96,642,681 

HARRAHS ENTERTAINMENT, INC. 45,000,000 18,017,101 

HELLMAN & FRIEDMAN CAPITAL PARTNERS II 19,000,012 0 

HELLMAN & FRIEDMAN CAPITAL PARTNERS IV 17,759,506 21,467,136 

HELLMAN & FRIEDMAN CAPITAL PARTNERS V 131,661,897 159,230,031 

HELLMAN & FRIEDMAN CAPITAL PARTNERS VI 375,438,972 331,317,648 

HUNTSMAN GAY CAPITAL PARTNERS FUND, LP 27,981,280 23,439,370 

ICV PARTNERS II, L.P. 16,195,140 13,750,852 

ICV PARTNERS, L.P. 1,919,002 34,326 

IRONBRIDGE CAPITAL 2003/4 18,795,588 16,225,907 

IRONBRIDGE FUND II, LP 37,652,821 30,747,406 

KKR 2006 FUND 376,657,854 290,267,531 

KKR ASIAN FUND, LP 75,524,627 53,715,099 

KKR EUROPEAN FUND II, L.P. 196,421,640 87,634,549 

KKR EUROPEAN FUND III, LP 17,619,024 4,966,580 

KKR EUROPEAN FUND, L. P. 38,323,049 45,656,249 

KKR MILLENNIUM FUND 127,404,405 104,890,991





LEVINE LEICHTMAN CAPITAL PARTNERS II, LP 72,482,602 38,697,896 

LEVINE LEICHTMAN CAPITAL PARTNERS III LP 38,878,918 37,381,401 

LEVINE LEICHTMAN CAPITAL PARTNERS IV LP 8,701,444 7,321,495 

LEVINE LEICHTMAN CAPITAL PARTNERS, L.P. 61,775,825 0 

LION CAPITAL FUND II, L.P. 166,753,665 127,436,342 

MADISON DEARBORN CAPITAL PARTNERS II LP 22,431,315 3,205,020 

MADISON DEARBORN CAPITAL PARTNERS III LP 50,588,699 8,914,331 

MADISON DEARBORN CAPITAL PARTNERS IV, LP 118,317,623 128,833,629 

MADISON DEARBORN CAPITAL PARTNERS V, LP 236,444,497 166,013,928 

MADISON DEARBORN CAPITAL PARTNERS, L.P. 22,303,522 1,867,869 

MAGNUM CAPITAL, LP 58,555,789 57,281,720 

MARKSTONE CAPITAL 31,265,192 31,862,464 

NEW MOUNTAIN PARTNERS II, L.P. 111,313,167 132,572,703 

NEW MOUNTAIN PARTNERS III, L.P. 96,345,989 86,007,155 

NEWBRIDGE ASIA III, L.P. 43,504,175 148,829,523 

NEWBRIDGE ASIA IV, L.P. 169,964,585 187,856,878 

OAK HILL CAPITAL PARTNERS II, L.P. 66,358,388 71,549,520 

OAK HILL CAPITAL PARTNERS III, L.P. 82,862,525 59,995,858 

PALLADIUM EQUITY PARTNERS III 85,886,187 72,986,672 

PCG CLEAN TECH 170,187,646 163,699,920 

PCGI GLOBAL OPPORTUNITIES FUND 2, LLC 1,907,000 0 

PCGI GLOBAL OPPORTUNITIES FUND, LLC 141,101,003 137,708,096 

PERMIRA EUROPE I 1 2,542,594 

PERMIRA EUROPE III 64,940,081 41,436,408 

PERMIRA IV 208,239,861 91,123,244 

PERMIRA U.K. VENTURE III 4,293,214 0 

PERMIRA U.K. VENTURE IV 10,161,468 1,090,807 

PROVIDENCE EQUITY PARTNERS V L.P. 109,955,096 114,356,007 

PROVIDENCE EQUITY PARTNERS VI, L.P. 201,114,378 154,393,208 

QUADRANGLE CAPITAL PARTNERS II 71,377,940 68,194,267 

RHONE CAPITAL III, LP 50,069,299 50,075,743 

RIPPLEWOOD PARTNERS II, L.P. 46,754,308 35,770,070 

RIVERSTONE/CARLYLE GLOB ENGY & POWER IV 152,602,219 147,649,869 

RIVERSTONE/CARLYLE RENEW & ALT ENERGY II 74,722,183 62,214,526 

SILVER LAKE - BANK ONE INTEREST 5,374,928 1,347,311 

SILVER LAKE PARTNERS II, LP 80,226,616 76,652,956 

SILVER LAKE PARTNERS III, LP 157,217,098 84,322,159 

SILVER LAKE PARTNERS, L.P. 32,055,928 10,718,668 

SILVER LAKE SUMERU FUND, LP 68,468,247 57,221,771 

SPV VCOC, L.P. 10,493,991 149,863 

T3 PARTNERS II, L.P. 23,758,431 13,046,972 

THE RESOLUTE FUND II, L.P. 49,430,952 41,078,908 

THOMAS H. LEE EQUITY PARTNERS FUND VI 154,623,052 124,213,656 

THOMAS H. LEE EQUITY PARTNERS IV, L.P. 23,690,459 502,534 

THOMAS H. LEE EQUITY PARTNERS V, L.P. 103,101,581 94,187,235 

TOWERBROOK INVESTORS II, L.P. 151,850,272 131,152,809 

TOWERBROOK INVESTORS III, L.P. 60,160,572 57,317,030 

TOWERBROOK INVESTORS, L.P. 5,141,286 8,117,687 

TPG ASIA V, L.P. 86,073,417 45,327,892





TPG PARTNERS III, L.P. 62,766,732 44,995,140 

TPG PARTNERS IV, L.P. 170,390,617 144,313,377 

TPG PARTNERS V, L.P. 530,443,723 302,078,214 

TPG PARTNERS VI, L.P. 59,232,523 13,998,195 

TRICOR PACIFIC CAPITAL (FUND IV), LP 48,568,893 33,049,324 

TSG CAPITAL FUND II, L.P. 28,579,502 1,768,286 

TSG CAPITAL FUND III, L.P. 32,806,027 456,921 

UNITED PLASTICS GROUP LP 29,000,000 0 

WELSH, CARSON, ANDERSON & STOWE IX, L.P. 62,196,129 66,679,848 

WELSH, CARSON, ANDERSON & STOWE VI 23,427,612 2,270,479 

WELSH, CARSON, ANDERSON & STOWE VII 74,257,052 5,425,454 

WELSH, CARSON, ANDERSON & STOWE VIII, LP 110,017,327 49,059,562 

WELSH, CARSON, ANDERSON & STOWE X, L.P. 147,000,000 132,585,601 

WELSH, CARSON, ANDERSON & STOWE XI, L.P. 1,179,871 0 

YUCAIPA AMERICAN ALLIANCE FUND I, L.P. 99,764,220 112,287,649 

YUCAIPA AMERICAN ALLIANCE FUND II, LP 98,627,690 137,510,480 

YUCAIPA CORPORATE INITIATIVE FUND 172,648,484 138,831,386 

YUCAIPA CORPORATE INITIATIVES FUND II LP 12,542,230 9,789,934 

Grand Total $14,259,057,902 $11,428,574,135



Distressed Securities 


AACP CHINA DEBT INVESTORS, LP $9,352,236 $9,100,145 

APOLLO ASIA OPPORTUNITY FUND, LP 50,000,000 41,353,759 

APOLLO SPECIAL OPP. MANAGED ACCT, L.P. 800,000,000 690,521,034 

ARES SPECIAL SITUATIONS FUND, LP. 116,357,391 91,071,797 

ASIA RECOVERY CO-INVESTMENT PARTNERS LP 6,398,051 3,315,676 

ASIA RECOVERY FUND, L.P. 15,174,422 3,184,050 

AUDAX CREDIT OPPORTUNITIES FUND, LP 25,000,000 26,444,679 

AURORA RESURGENCE FUND (C), L.P. 63,483,075 72,220,295 

AVENUE ASIA SPECIAL SITUATIONS FUND IV 184,523,602 183,739,878 

AVENUE ASIA SPECIAL SITUATIONS III 26,260,849 32,869,895 

AVENUE EUROPE SPECIAL SITUATIONS FUND LP 117,082,054 128,928,647 

AVENUE SPECIAL SITUATIONS FUND II, L.P. 1 678,454 

AVENUE SPECIAL SITUATIONS FUND III 0 634,875 

AVENUE SPECIAL SITUATIONS FUND V, LP 330,137,148 269,246,573 

AVENUE SPECIAL SITUATIONS IV 141,954,585 125,088,735 

CARLYLE HIGH YIELD PARTNERS 2008-1 150,000,000 80,936,532 

CARLYLE HIGH YIELD PARTNERS IV, L.P. 3,186,733 50,000 

CARLYLE STRATEGIC PARTNERS II, LP 42,953,850 26,102,561 

CARLYLE STRATEGIC PARTNERS, L.P. 25,564,997 11,677,444 

CLEARWATER CAPITAL II 51,285,607 44,409,544 

CLEARWATER CAPITAL PARTNERS I, LP 25,919,408 20,045,001 

CLEARWATER CAPITAL PARTNERS III, LP 136,178,195 119,029,149 

GREEN CREDIT INVESTORS, LP 53,140,098 33,602,060 

KPS SPECIAL SITUATIONS FUND III, LP 46,614,417 54,759,104 

LEVINE LEICHTMAN DEEP VALUE 67,416,728 36,190,259 

MHR INSTITUTIONAL PARTNERS II, L.P. 29,295,068 38,856,267 

MHR INSTITUTIONAL PARTNERS III, L.P. 213,686,866 162,852,652 

OCM OPPORTUNITIES FUND I, L.P. 0 120,377 

SILVER LAKE CREDIT FUND, L.P. 100,000,000 84,852,653 

TPG CREDIT STATEGIES FUND, L.P. 74,698,307 57,488,947 

WAYZATA OPPORTUNITIES FUND II, LLC 223,750,000 230,025,135 

WAYZATA OPPORTUNITIES FUND, LLC 71,700,000 85,308,367 

WLR RECOVERY FUND 18,766,306 3,574,281 

WLR RECOVERY FUND II, L.P. 30,864,841 24,204,089 

WLR RECOVERY FUND III 182,733,159 147,588,737 

WLR RECOVERY FUND IV, LP 191,255,490 195,487,344 

Grand Total $3,624,733,483 $3,135,558,995





AACP AP INVESTORS, L.P. $10,373,931 $8,089,463 

AACP CHINA GROWTH INVESTORS 31,443,172 

32,246,064 

AP ALTERNATIVE ASSETS, L.P. 195,450,000 

24,500,000 

APOLLO MANAGEMENT GROUP LLC 581,278,324 

124,600,000 

ARCLIGHT ENERGY PARTNERS FUND II 41,358,231 

38,372,085 

ARCLIGHT ENERGY PARTNERS FUND III, LP 190,327,749 

168,661,315 

ARCLIGHT ENERGY PARTNERS FUND IV, LP 144,600,936 

138,338,326 

ASIA ALTERNATIVES CAPITAL PARTNERS II LP 4,620,552 

4,055,475 

ASIA ALTERNATIVES CAPITAL PARTNERS, LP 24,082,413 

21,727,822 

BIRCH HILL EQUITY PARTNERS III, L.P. 118,562,397 

110,393,454 

CARLYLE GROUP 175,000,000 

242,000,000 

CARLYLE/RIVERSTONE BRZIL ETHNOL CO-INV B 25,299,283 

20,086,773 

CARLYLE/RIVERSTONE RENEW ENERGY INFRAST 55,140,535 

39,694,673 

CENTINELA INVESTMENT PARTNERS, LLC 3,972,504 

2,000,003 

CONCENTRA, INC. 15,769,765 

17,726,034 

CONVERSUS ASSET MANAGEMENT 0 1,368,224 

EM ALTERNATIVES 26,491,280 

19,063,272 

EMERGING EUROPE, L.P. 51,599,164 

0 

GENERATION CAPITAL PARTNERS, L.P. 31,108,867 

2,070,802 

GOLDEN STATE INVESTMENT FUND 261,985,482 

183,595,443 

HEALTH EVOLUTION MANAGEMENT CO., LLC 5,000,000 

5,000,000 

INSIGHT VENTURE PARTNERS V 24,727,953 

30,315,520 

INSIGHT VENTURE PARTNERS V CO-INVEST 12,076,995 

17,789,634 

INSIGHT VENTURE PARTNERS VI 22,848,000 

18,616,777 

KHOSLA VENTURES III 26,598,465 

24,817,496 

LIME ROCK PARTNERS III 22,021,643 

20,234,438 

LIME ROCK PARTNERS IV, LP 30,903,857 

18,463,819 

LIME ROCK PARTNERS V, LP 13,639,670 

12,291,962 

LOMBARD ASIA III 22,306,910 

15,824,098 

LOMBARD THAILAND PARTNERS, L.P. 55,947,433 

59,098,166 

LOMBARD/PACIFIC PARTNERS, L.P. 138,789,473 

1,950,364 

LONGHORN PIPELINE INVESTORS, L.P. 7,133,674 

7,133,674 

NOGALES INVESTORS FUND I, LP 21,332,772 

3,808,532 

NOGALES INVESTORS FUND II, L.P. 11,244,134 

8,733,216 

OPPORTUNITY CAPITAL PARTNERS IV, L.P. 18,809,252 

3,779,289 

PCG CORPORATE PARTNERS FUND II, L.P. 80,945,836 

65,586,336 

PCG CORPORATE PARTNERS FUND, L.P. 370,443,224 

315,438,813 

PHAROS CAPITAL PARTNERS II-A 14,132,418 

18,924,474 

POLISH ENTERPRISE FUND IV 14,437,151 

17,438,624 

POLISH ENTERPRISE FUND VI, L.P. 65,877,127 

29,685,027 

POLISH ENTERPRISE V 49,577,387 

97,006,301 

RFG PRIVATE EQUITY GROUP 25,025,272 

12,283,220 

RICHARDSON CAPITAL PRIVATE EQUITY LP 2 19,108,834 

6,507,341 

ROSEWOOD CAPITAL V, LP 23,182,137 

13,429,433 

SAIF PARTNERS III 77,085,081 

86,745,500 

SILVER LAKE TECHNOLOGY MGMT 274,014,880 

162,331,000 

TA X, LP 72,105,000 

51,773,962 

TAILWIND CAPITAL PARTNERS I, L.P. 34,018,081 

31,478,180 

THOMAS WEISEL PARTNERS LLC 2,996,744 

2,996,744





TPG [STAR], LP 38,961,332 

29,199,742 

YUCAIPA AMERICAN FUNDS, LLC 17,500,000 

17,500,000 

Grand Total $3,601,255,319 $2,404,770,909



Mezzanine Debt 


AUDAX MEZZANINE PARTNERS II $61,353,721 $53,818,137 

BLACKSTONE MEZZANINE PARTNERS 30,614,321 

17,939,170 

CENTRAL VALLEY FUND 7,199,471 

7,160,740 

DARBY CONVERGING EUROPE MEZZANINE FUND 29,954,864 

28,794,482 

GLEACHER MEZZANINE FUND I, LP 4,132,723 

3,262,856 

GLEACHER MEZZANINE FUND II, LP 18,980,458 

16,316,667 

GSO CAPITAL OPPORTUNITIES FUND, LP 47,241,387 

49,832,280 

KB MEZZANINE FUND II, L.P. 24,269,961 

54,595 

RICE PARTNERS II, L.P. 25,922,104 

1,420,703 

TA SUBORDINATED DEBT FUND II, LP 30,248,725 

29,134,661 

Grand Total $279,917,734 $207,734,291



Secondary Interest 


CALIFORNIA ASIA INVESTORS, LP $10,475,403 $9,680,983 

COLLER INTERNATIONAL PARTNERS III, L.P. 1 

12,081,518 

COLLER INTERNATIONAL PARTNERS IV, L.P. 7,252,836 

35,842,725 

COLLER INTERNATIONAL PARTNERS V, L.P. 165,899,443 

150,944,534 

LEXINGTON CAPITAL PARTNERS II, L.P. 1 

15,563,371 

LEXINGTON CAPITAL PARTNERS III, LP 1 

13,823,857 

LEXINGTON CAPITAL PARTNERS IV 1 

19,902,478 

LEXINGTON CAPITAL PARTNERS V, L.P. 6,855,345 

19,613,718 

LEXINGTON MIDDLE MARKETS INVESTORS, L.P. 28,795,251 

25,531,967 

W CAPITAL PARTNERS II, LP 59,697,113 

53,738,867 

W CAPITAL PARTNERS, L.P. 15,684,088 

9,295,409 

Grand Total $294,659,482 $366,019,427



Special Situation 


1818 FUND II, L.P. $16,088,751 $4,036,821 

AP INVESTMENT EUROPE, LTD. 75,050,224 

14,612,438 

APOLLO ARTUS INVESTORS 2007 I LP 100,000,000 

0 

APOLLO CREDIT OPPORTUNITIES FUND I, LP 952,052,230 

773,205,826 

APOLLO EUROPEAN PRINCIPAL FINANCE FUND 34,275,523 

32,025,753 

ARES CORPORATE OPPORTUNITIES FUND 58,247,100 

58,021,372 

ARES CORPORATE OPPORTUNITIES FUND II, LP 176,320,547 

168,315,867 

ARES CORPORATE OPPORTUNITIES FUND III LP 101,227,126 

107,360,461 

ARES/CALPER CLO 126,508,017 

51,126,332 

BANC OF AMERICA COMMUNITY VENTURE FUND 59,213,721 

42,834,759 

CAPITAL LINK FUND II, LP 66,737,255 

49,022,410 

CARLYLE EUROPE REALTY PARTNERS, L.P. 22,573,908 

28,714,666 

CARLYLE REALTY QUALIFIED PTRS III, L.P. 13,614,992 

25,064,368 

CONVERSUS CAPITAL LP 500,000,000 

196,200,000 

ESP GOLDEN BEAR EUROPE FUND 105,787,061 

75,620,736 

PARISH CAPITAL I, L.P. 36,724,699 

32,540,609 

PARISH CAPITAL II, L.P. 33,336,778 

25,185,892 

TCW SPECIAL CREDITS FUND V 4,039,536 

14,233 

YUCAIPA AMERICAN SPECIAL SITUATIONS 35,788,349 

10,164,371 

Grand Total $2,517,585,817 $1,694,066,914





AACP CHINA VENTURE INVESTORS A, L.P. $2,286,665 $2,036,788 

AACP INDIA VENTURE INVESTORS A 2,472,131 

1,707,202 

AACP INDIA VENTURE INVESTORS B 3,727,959 

3,549,290 

AACP INDIA VENTURE INVESTORS C 660,799 

554,967 

ABERDARE III 15,503,534 

12,213,134 

ABERDARE IV 6,625,000 

5,758,528 

AISLING CAPITAL II, LP 57,353,820 

42,375,018 

AISLING CAPITAL III, LP 1,746,642 

458,970 

ALTA BIOPHARMA PARTNERS II, L.P. 24,918,848 

11,114,106 

ALTA V LIMITED PARTNERSHIP 11,644,856 

304,300 

AMERICAN RIVER VENTURES I, LP 14,299,500 

0 

APA EXCELSIOR IV, L.P. 10,487,605 

477,687 

CALIFORNIA EMERGING VENTURES I, LLC 567,982,832 

296,998,471 

CALIFORNIA EMERGING VENTURES II, LLC 951,272,842 

653,880,234 

CALIFORNIA EMERGING VENTURES III, LLC 361,576,170 

298,442,643 

CALIFORNIA EMERGING VENTURES IV, LLC 155,799,487 

138,669,122 

CARLYLE ASIA GROWTH PARTNERS III, L.P. 72,367,975 

63,174,390 

CARLYLE ASIA GROWTH PARTNERS IV, L.P. 7,195,277 

4,332,104 

CARLYLE ASIA VENTURE PARTNERS II, L.P. 30,340,644 

22,797,590 

CARLYLE EUROPE TECHNOLOGY PARTNERS II 10,894,735 

4,362,334 

CARLYLE VENTURE PARTNERS II, L.P. 40,455,903 

28,989,867 

CARLYLE VENTURE PARTNERS III, LP 42,068,257 

34,222,512 

CLARUS LIFESCIENCES I, L.P. 32,787,000 

31,414,501 

CLARUS LIFESCIENCES II, L.P. 13,575,000 

11,133,719 

CLEARSTONE VENTURE PARTNERS III-A, L.P. 20,500,000 

15,403,128 

CRATON EQUITY INVESTORS I, L.P. 10,025,333 

7,865,673 

DFJ ELEMENT FUND I, LP 21,796,032 

15,542,176 

DFJ FRONTIER FUND, L.P. 17,584,304 

16,405,440 

EMERGENCE CAPITAL PARTNERS, L.P. 14,625,000 

12,637,664 

ENERTECH CAPITAL PARTNERS III, LP 2,904,842 

2,315,696 

ESSEX WOODLANDS HEALTH VENTURES VIII, LP 11,875,000 

10,103,446 

GARAGE CALIFORNIA ENTREPRENEURS FUND, LP 9,604,054 

9,946,125 

GIZA VENTURE FUND IV 7,524,558 

6,236,125 

GRANITE GLOBAL VENTURES II 26,082,677 

21,471,515 

GRANITE GLOBAL VENTURES III, LP 24,000,000 

21,399,726 

HEALTH EVOLUTION INVESTMENTS LLC FOF 322,980 

198,237 

HEALTH EVOLUTION INVESTMENTS, LLC-GROWTH 330,597 

248,818 

HEALTH EVOLUTION PARTNERS LLC FOF 58,624,435 

39,543,900 

HEALTH EVOLUTION PARTNERS, LLC - GROWTH 32,555,542 

26,371,768 

INFORMATION TECHNOLOGY VENTURES II, L.P. 21,958,345 

0 

INFORMATION TECHNOLOGY VENTURES, L.P. 12,321,128 

0 

INROADS CAPITAL PARTNERS, L.P. 17,244,347 

1,108,058 

KLINE HAWKES CALIFORNIA, L.P. 0.00 489,404 

KLINE HAWKES PACIFIC, L.P. 66,360,646 

56,643,923 

LIGHTSPEED VENTURE PARTNERS VII, L.P. 23,429,808 

22,476,829 

MEDIA COMMUNICATIONS PARTNERS II, L.P. 1 

7,261 

NEW ENTERPRISE ASSOCIATES XII, L.P. 30,976,575 

28,887,808 

NGEN ENABLING TECHNOLOGIES FUND II, L.P. 9,467,219 

6,664,392 

PACIFIC COMM VENTURES INVEST PTRS II 7,676,363 

2,558,519





PERSEUS-SOROS BIOPHARMACEUTICAL FUND, LP 12,930,286 

13,645,063 

PINNACLE VENTURE II-B 39,420,456 

40,138,883 

PROSPECT VENTURE PARTNERS II, L.P. 59,906,384 

40,963,234 

PROSPECT VENTURE PARTNERS III, L.P. 28,750,000 

20,774,237 

ROCKPORT CAPITAL PARTNERS II, L.P. 11,576,199 

9,757,178 

SACRAMENTO PRIVATE EQUITY PARTNERS 175,082,511 

122,062,000 

SPACEVEST FUND LIMITED PARTNERSHIP 14,410,634 

741,231 

TECHNOLOGY PARTNERS FUND V, L.P. 10,322,120 

1,371,058 

TECHNOLOGY PARTNERS FUND VI, L.P. 15,680,379 

3,182,042 

TPG BIOTECHNOLOGY PARTNERS II, L.P. 48,121,737 

46,251,749 

TPG BIOTECHNOLOGY PARTNERS III, LP 13,063,775 

11,119,053 

TPG BIOTECHNOLOGY PARTNERS, L.P. 59,629,103 

50,136,433 

TPG VENTURES HOLDINGS, LLC 25,728,644 

25,728,644 

TPG VENTURES, L.P. 207,137,109 

105,898,165 

TRINITY VENTURES IX, L.P. 17,005,061 

16,658,397 

VANTAGEPOINT CLEANTECH PARTNERS, L.P. 16,250,000 

19,835,219 

VANTAGEPOINT VENTURE PARTNERS 2006 (Q) 35,000,000 

28,802,956 

VICENTE CAPITAL PARTNERS GROWTH EQUITY 8,543,086 

5,997,947 

WARBURG, PINCUS INVESTORS, L.P. 0 174,438 

Grand Total $3,684,390,750 $2,556,731,036




AGENCE FRANCE TRES 2.10 07/25/2023 1,913,661 $2,650,283 $2,738,821 2.06 

ALINDA INFASTRUCTURE 0.00 00/00/0000 76,542,301 76,542,301 74,650,555 0.00 

BUNDESREP DEUTSCHLAND 2.25 04/15/2013 6,153,141 9,695,037 9,014,772 2.15 

BUNDESREPUBLIK DEUTSCHLAND 1.50 04/15/2016 8,919,931 13,661,970 12,586,739 1.49 

CARLYLE INFRASTRUCTURE PARTNER 0.00 00/00/0000 29,433,171 27,805,738 21,914,544 0.00 

CIM INFRASTRUCTURE FUND 0.00 00/00/0000 9,560,581 9,560,581 9,163,318 0.00 

FRANCE (GOVT OF) 3.15 07/25/2032 7,313,215 13,224,005 12,166,978 2.66 

FRANCE (GOVT OF) OAT 2.25 07/25/2020 13,075,376 19,866,072 19,005,931 2.17 

FRANCE (REP) 1.60 07/25/2015 7,392,340 11,554,522 10,546,073 1.57 

FRANCE (REPUBLIC OF) 3.40 07/25/2029 5,020,012 9,283,429 8,751,659 2.74 

FRANCE (REPUBLIC) 3.00 07/25/2012 10,456,020 17,114,666 15,757,742 2.79 

FRANCE GOVT OF 1.80 07/25/2040 3,165,570 4,581,481 4,096,562 1.95 

FRANCE(GOVT OF) 2.50 07/25/2013 10,507,696 17,001,286 15,721,691 2.34 

FRANCE(GOVT OF) 1.60 07/25/2011 12,575,515 19,093,752 18,092,022 1.56 

FRANCE(GOVT OF) 1.25 07/25/2010 6,799,490 10,504,072 9,683,324 1.23 

FRANCE(REP OF) 1.00 07/25/2017 14,847,727 20,804,737 20,041,857 1.04 

ITALY (REP OF) 0.95 09/15/2010 9,780,610 15,183,312 13,843,206 0.94 

ITALY (REPUBLIC) 2.15 09/15/2014 10,119,960 16,081,864 14,488,030 2.11 

ITALY (REPUBLIC) 2.35 09/15/2035 10,771,888 14,830,020 13,840,323 2.57 

ITALY(REP OF) 2.10 09/15/2017 11,136,528 16,465,180 15,507,719 2.12 

ITALY(REP OF) 2.60 09/15/2023 5,490,866 8,588,691 7,529,631 2.66 

ITALY(REP OF) 2.35 09/15/2019 5,487,223 8,011,088 7,594,291 2.38 

ITALY(REP) 1.85 09/15/2012 7,184,409 11,078,338 10,311,912 1.81 

JAPAN (GOVT OF) 1.10 06/10/2014 202,400,000 2,084,755 1,958,026 1.18 

JAPAN (GOVT OF) 0.80 12/10/2015 725,760,000 6,818,390 6,629,889 0.91 

JAPAN (GOVT OF) 1.10 09/10/2016 482,400,000 4,707,549 4,434,270 1.24 

JAPAN (GOVT) 1.20 03/10/2014 30,210,000 290,977 298,014 1.26 

JAPAN (GOVT) 1.20 06/10/2017 697,590,000 6,805,238 6,329,173 1.37 

JAPAN (GOVT) 1.20 12/10/2017 732,920,000 7,140,542 6,617,056 1.38 

JAPAN(GOVT OF) 0.80 03/10/2016 655,200,000 6,207,274 5,958,833 0.91 

JAPAN(GOVT OF) 1.10 12/10/2016 341,020,000 3,376,060 3,120,553 1.25 

JAPAN(GOVT) 0.80 09/10/2015 788,580,000 7,468,278 7,245,439 0.90 

JAPAN(GOVT) 1.40 03/10/2018 508,980,000 4,823,636 4,655,913 1.59 

JAPAN(GOVT) 1.40 06/10/2018 699,300,000 6,365,784 6,331,642 1.60 

TIMBER INTERNATIONAL 0.00 00/00/0000 182,246,592 182,246,592 261,987,005 0.00 

TIMBERLAND GETCO 0.00 00/00/0000 180,022 180,022 180,046 0.00 

TIMBERLAND LINCOLN TIMBER CO 0.00 00/00/0000 1,769,031,918 1,769,031,918 2,000,617,804 0.00 

TREASURY 2.00 01/26/2035 5,386,657 14,528,989 13,691,524 1.30 

TSY INFL IX 1.25 04/15/2014 60,450,600 60,922,919 60,771,593 1.24 

U K TREASURY STOCK 2.50 08/16/2013 4,730,000 20,884,783 19,138,265 1.02 

UK (GOVT OF) 0.75 11/22/2047 3,929,248 6,727,966 6,548,532 0.74 

UK (GOVT) 1.25 11/22/2027 4,849,610 8,040,239 8,247,659 1.21 

UK GOVT OF 1.13 11/22/2037 5,688,826 11,969,287 10,199,076 1.03 

UK(GOV) 2.50 04/16/2020 4,090,000 22,322,297 19,481,957 0.86 

UK(GOVT 2.50 07/17/2024 5,240,000 23,436,469 21,800,513 0.99 

UK(GOVT OF) 4.13 07/22/2030 4,730,000 23,291,629 19,118,012 1.68 

UK(GOVT OF) 2.50 07/26/2016 6,450,000 31,401,236 29,645,442 0.90 

UK(GOVT OF) 1.25 11/22/2017 6,528,486 13,177,838 11,037,422 1.22 

UK(GOVT OF) 1.88 11/22/2022 5,512,063 10,324,823 9,917,211 1.72 

UK(GOVT OF) 1.25 11/22/2032 2,922,090 4,451,484 5,140,919 1.17 

UK(GOVT) 2.50 08/23/2011 2,980,000 13,984,477 14,353,979 0.85




UNITED KINGDOM (GOV OF) 1.25 11/22/2055 5,171,786 12,456,221 10,466,730 1.02 

UNITED STATES TREAS 1.63 01/15/2018 35,622,300 36,050,272 35,304,905 1.64 

UNITED STATES TREAS 0.63 04/15/2013 45,294,222 44,709,320 44,791,909 0.63 

UNITED STATES TREAS BDS 3.63 04/15/2028 36,912,400 43,514,591 45,015,779 2.97 







UNITED STATES TREAS NTS 3.38 01/15/2012 3,602,460 3,824,131 3,836,620 3.17 






US TREASURY NTS 3.00 07/15/2012 107,026,573 114,129,212 113,498,469 2.83 

US TREASURY SECURITY 2.63 07/15/2017 44,135,091 47,915,521 47,072,723 2.46 

VALUE OF COMMODITY PROGRAM 0.00 00/00/0000 1,056,381,937 1,056,381,937 594,659,576 0.00 

Grand Total $4,581,572,754 $4,372,977,246



Investment Net Assets at Cost Net Assets at Market Value 

301 CAPITOL MALL $21,902,611 ($13,501,457) 

400 R STREET 15,993,787 

15,993,787 

AEW CAPITAL PARTNERS 73,505,426 

90,078,107 

AEW SENIOR HOUSING (SHP) 2,301,204 

(33,989,518) 

AFL CIO BLDG INVST TR 36,834,560 

99,233,732 

AGI TMG HOUSING PARTNERS I, LLC (121,417) 

(292,789) 

AMERICAN VALUE PARTNERS FUND I 28,027,715 

9,853,770 

APOLLO REAL ESTATE FINANCE COMPANY 69,571,813 

69,571,813 

APOLLO REAL ESTATE INVESTMENT FUND V LP 61,867,526 

44,815,373 

BRIDGE URBAN INFILL 60,551,349 

20,080,917 

BUCHANAN 340,453,180 

183,495,167 

BUCHANAN PARTNERS (6,221) 

(6,221) 

CALEAST LA SALLE 2,304,860,363 

1,678,306,449 

CALIFORNIA SMART GROWTH FUND IV 56,907,363 

25,949,969 

CALSMART, LLC 463,961,441 

242,057,383 

CALWEST RREEF 291,750,897 

230,399,868 

CANYON JOHNSON URBAN FUND III (7,317,648) 

(7,317,648) 

CAPMARK STRUCTURED REAL ESTATE PARTNERS 22,896,255 

22,896,255 

CAPRI URBAN CAPITAL I LLC/CENTERLINE 161,430,925 

89,705,639 

CIM CA URBAN REAL ESTATE 361,916,538 

466,294,950 

CIM CORE URBAN REIT LLC 306,028,375 

295,915,946 

CIM FUND III 26,711,682 

1,885,794 

CITYVIEW AMERICA FUND I LLC 236,481,143 

2,628,121 

CITYVIEW LA URBAN FUND I LP 2,302,575 

1,164,194 

CMR COMMERCIAL MORTGAGE FUND 48,036,448 

29,053,631 

CWP - BISHOP SQUARE 206,222,465 

95,196,605 

DIGITQL RLTY TR INC (0) 

0 

DIVCO WEST (PAGE MILL PROPERTIES) 3,404,630 

3,748,449 

EASTERN SHOPPING CENTERS 125,326 

125,326 

ERPMI EQK PARTNERS 744,612 

744,612 

FIFTH ST. PROPERTIES CWP 96,612,338 

53,152,811 

FILLMORE EAST FUND 83,976,695 

11,512,989 

FORTRESS HOLIDAY 68,208,961 

43,809,467 

FORTRESS RIC COINVESTMENT 25,310,800 

6,904,354 

GI PARTNERS FUND II 427,612,782 

443,772,308 

GI PARTNERS FUND III 14,684,473 

16,557,870 

GLOBAL INNOVATION PARTNERS 60,004,188 

181,986,039 

GLOBAL RETAIL INVESTORS 100,211,712 

67,000,603 

GUGGENHEIM STRUCTURED III 68,498,298 

68,498,298 

GUGGENHEIM STRUCTURED REAL ESTATE FUND II 50,885,679 

14 

HAMPSHIRE COMPANIES 17,019,846 

30,266,757 

HEARTHSTONE A+D PARTNERS (1,332) 

(1,332) 

HEARTHSTONE HOUSING PARTNERS II LLC 98,813,906 

73,021,122 

HEARTHSTONE HOUSING PARTNERS III LLC (1,332,180) 

(33,941,317) 

HEARTHSTONE HSG PARTNERS (1,432,641) 

(1,432,641) 

HEARTHSTONE MS II (398,385) 

(1,317,545) 

HEARTHSTONE MS III (3,011,187) 

(3,168,491) 

HEARTHSTONE PATH-OF-GROWTH FUND, LLC 103,762,779 

(74,629,302) 

HINES CALPERS GREEN 20,809,962 

20,809,962 

HOLLYWOOD PARK COINVESTMENT 88,011,368 

88,011,368 

IHP FUND II LP A+D 73,084,337 

36,438,684 

IHP INVESTMENT FUND I, LP 142,752,729 

131,573,644 

IHP INVESTMENT FUND III 594,319,930 

434,248,755 

IHP INVESTMENT FUND IV 305,481 

470,965 

INSTITUTIONAL MALL INVESTORS 850,912,460 

1,294,236,588 

INTEGRAL URBAN FUND I, LP 38,177,239 

9,304,553 

JER US DEBT CO-INVESTMENT 77,829,077 

14,234,803




JOHNSON MACFARLAND PARTNERS (CUIP) 768,884,419 

395,062,104 

KAREC CA DEVELOPMENT PROGRAM LLC 240,769,543 

123,691,652 

KENNEDY WILSON PROPERTY FUND II 44,240,816 

42,169,547 

KSC AFFORDABLE HOUSING 23,679,566 

23,679,566 

LEGACY PART HOUSING FUND 204,088,330 

71,174,073 

LOWE RESORT COMMUNITY FUND LLC 8,326,223 

1,351,422 

MARKET STREET CAPITAL PARTNERS, LP 42,734,908 

29,423,989 

MERIWETHER FARMS LLC 77,444,260 

69,966,174 

MW HOUSING PARTNERS III 11,431,870 

35,805,019 

MW LENNARA (840,129) 

2,489,872 

MWHP NEW FAZE 4,517,727 

9,945,226 

NATIONAL OFFICE PARTNERS 665,311,111 

459,384,565 

NEWLAND LP A+D (CAL-LAND) 6,544,222 

17,224,837 

NEWLAND NATIONAL PARTNERS II 174,239,090 

143,965,163 

NEWLAND NATIONAL PARTNERS III 228,747,969 

(39,180,500) 

NEWLAND NATIONAL PARTNERS IV 123,786,582 

86,015,783 

NEWLAND NATIONAL PARTNERS LP 276,415,638 

134,924,791 

NEXT BLOCK MEDICAL 52,768,489 

47,595,806 

OLSON URBAN HOUSING LLC (WELLS FARGO) (4,231,313) 

(4,231,313) 

ORA MULTI-FAMILY INVESTMENT I 2,415,095 

(14,749,311) 

ORA RESIDENTIAL INVESTMENTS (OLYMPIC) 80,936,814 

41,920,999 

PACIFIC CITY HOME 259,896,481 

63,766,707 

PACIFIC VINEYARD PARTNERS 77,367,606 

86,967,709 

PAGE MILL PROPERTIES II, LP 60,143,946 

60,143,946 

PICAL HOUSING ASSOC II 1,052,549 

1,052,549 

PICAL HOUSING ASSOC. LP 998,060 

998,060 

PRECO III 72,980,062 

49,576,978 

PRINCIPAL MORTGAGE VALUE INVESTORS 36,276,503 

16,395,438 

REG FINANCE + ACCOUNTING (WFHAI/WELLS FARGO) 30,696,489 

30,696,489 

RESIDENTIAL REAL ESTATE PARTNERS (39,328) 

(39,328) 

RESIDENTIAL REAL ESTATE PARTNERS III 17,140 

17,140 

RLJ REAL ESTATE FUND III 4,109,085 

4,109,085 

RLJ URBAN LODGING FUND II 75,423,995 

75,423,995 

ROCKPOINT REAL ESTATE FUND II, LP 20,121,646 

20,121,646 

ROCKPOINT REAL ESTATE FUND III 17,186,804 

17,186,804 

SAVANNA REAL ESTATE FUND I LP 57,924,014 

47,002,096 

SENIOR HOUSING UK INVESTMENT II LP 6,106,735 

5,191,481 

SHEA CAPITAL I, LLC 458,776,467 

125,833,402 

SHEA MOUNTAIN HOUSE, LLC 1,123,255,889 

197,153,646 

SOCAP I - R STREET HOLDINGS 3,584,554 

3,329,918 

STARWOOD CAPITAL HOSPITALITY FUND 162,094,326 

196,176,302 

STARWOOD CAPITAL HOSPITALITY FUND II (3,746,189) 

(5,256,393) 

STOCKBRIDGE REAL ESTATE FUND II 62,042,990 

29,670,944 

STRATEGIC PARTNERS VALUE ENHANCEMENT FUND 31,322,396 

48,515,441 

THOMPSON DIGGS OFFICE 66,614 

66,614 

TPG HOSPITALITY INVESTMENTS IV 201,905,763 

(21,806,138) 

URBANAMERICA, LP. II 75,327,588 

64,035,260 

US RETAIL PARTNERS NRP 75,326 

75,326 

WESTERN MULTIFAMILY SSR 2,122,055,823 

1,057,056,421 

WINDSOR REALTY FUND III GID 118,560,932 

87,839,537 

WINDSOR REALTY FUND VII, LP 25,318,066 

14,915,866 

Grand Total $16,426,087,803 $10,529,255,955




ALEXANDER'S INC 37,237 $3,140,829 $2,404,456 

ALEXANDRIA REAL ESTATE EQUIT 286,721 5,120,431 

2,457,806 

AMB PROPERTY CORP 1,064,764 9,143,366 

4,796,987 

APARTMENT INVT + MGMT CO -A 852,902 6,894,565 

1,807,875 

AVALONBAY COMMUNITIES INC 582,933 12,584,407 

7,810,289 

BIOMED REALTY TRUST INC 713,851 4,124,779 

1,749,078 

BOSTON PROPERTIES INC 994,404 18,319,842 

11,360,763 

BRANDYWINE REALTY TRUST 936,104 4,138,451 

1,670,346 

BRE PROPERTIES INC 375,098 4,221,311 

2,134,604 


1,670,568 

CAMDEN PROPERTY TRUST 475,936 5,808,012 

3,146,179 

CBL + ASSOCIATES PROPERTIES 943,317 4,202,213 

1,217,790 

COLONIAL PROPERTIES TRUST 352,956 3,729,156 

625,574 

CORPORATE OFFICE PROPERTIES 418,081 4,171,014 

2,936,963 

DCT INDUSTRIAL TRUST INC 1,460,553 3,119,670 

1,427,262 

DEVELOPERS DIVERSIFIED RLTY 1,118,802 9,023,337 

1,307,673 

DIAMONDROCK HOSPITALITY CO 787,416 2,711,646 

1,180,606 

DIGITAL REALTY TRUST INC 554,287 4,724,673 

4,759,376 

DOUGLAS EMMETT INC 886,767 4,878,760 

1,909,393 

DUKE REALTY CORP 1,629,198 9,840,674 

3,422,156 

DUPONT FABROS TECHNOLOGY 292,094 1,279,885 

659,023 

EQUITY ONE INC 629,396 3,340,133 

1,998,914 

EQUITY RESIDENTIAL 1,997,582 18,405,758 

10,635,801 

ESSEX PROPERTY TRUST INC 200,042 4,650,464 

2,981,588 

EXTRA SPACE STORAGE INC 628,999 1,597,277 

1,257,949 

FEDERAL REALTY INVS TRUST 430,910 6,470,017 

5,317,273 

FELCOR LODGING TRUST INC 463,823 2,414,509 

273,284 

FIRST INDUSTRIAL REALTY TR 326,794 3,006,282 

340,479 

FOREST CITY ENTERPRISES INC 1,139,955 6,428,611 

1,802,013 

GENERAL GROWTH PROPERTIES 1,947,981 18,480,834 

853,812 

HCP INC 1,988,030 15,298,229 

10,089,744 

HEALTH CARE REIT INC 810,790 8,480,533 

6,621,997 

HEALTHCARE REALTY TRUST INC 431,875 2,765,753 

1,740,877 

HIGHWOODS PROPERTIES INC 509,015 3,869,319 

2,727,234 

HOME PROPERTIES INC 239,386 2,656,855 

1,955,147 

HONG KONG LAND HLD 3,058,814 14,151,158 

15,847,329 

HOSPITALITY PROPERTIES TRUST 810,984 6,943,006 

2,309,514 

HOST HOTELS + RESORTS INC 4,551,010 19,098,589 

9,145,258 

HRPT PROPERTIES TRUST 1,629,138 2,858,275 

1,584,200 

KILROY REALTY CORP 304,649 4,363,084 

1,498,738 

KIMCO REALTY CORP 2,743,295 17,223,273 

6,603,358 

LASALLE HOTEL PROPERTIES 389,666 3,431,850 

1,151,685 

LIBERTY PROPERTY TRUST 768,573 7,317,769 

4,241,250 

MACERICH CO/THE 562,165 8,438,778 

2,371,096 

MACK-CALI REALTY CORP 558,809 5,223,565 

3,051,580 

MID-AMERICA APARTMENT COMM 205,695 1,808,661 

1,808,568 

NATIONWIDE HEALTH PPTYS INC 749,677 5,510,516 

4,621,777 

PENN REAL ESTATE INVEST TST 293,521 2,622,662 

351,508 

POST PROPERTIES INC 322,953 2,927,174 

1,039,596




PROLOGIS 3,229,398 24,893,554 

6,234,231 

PUBLIC STORAGE 1,236,732 21,646,684 

19,395,928 

REGENCY CENTERS CORP 608,632 8,163,621 

5,088,985 

SENIOR HOUSING PROP TRUST 877,349 4,598,993 

3,429,405 

SIMON PROPERTY GROUP INC 2,029,566 34,432,698 

25,000,345 

SL GREEN REALTY CORP 559,466 9,051,412 

3,073,924 

SUNSTONE HOTEL INVESTORS INC 527,704 2,338,255 

676,192 

TAUBMAN CENTERS INC 387,048 3,799,446 

2,489,988 

UDR INC 1,095,554 5,620,652 

2,710,568 

UNIVERSAL HEALTH RLTY INCOME 86,565 773,299 

653,517 

VENTAS INC 1,141,920 11,250,511 

8,166,798 

VORNADO REALTY TRUST 1,269,544 25,166,644 

13,692,282 

WASHINGTON REAL ESTATE INV 425,877 3,203,550 

2,281,796 

WEINGARTEN REALTY INVESTORS 871,137 6,105,520 

3,027,472 

Grand Total $487,253,963 $260,597,764


International Real Estate 


AETOS CAPITAL ASIA TE $47,499,740 $47,499,740 

AETOS ASIA REAL ESTATE SECURITIES OPPORTUNITY FUND 2,974,304 2,974,304 

AETOS CAPITAL ASIA TE II LTD 148,739,898 148,739,898 

ARA ASIA DRAGON LIMITED 182,512,210 182,512,210 

BLACK BEAR LTD (AETOS ASIA) 121,127,747 121,127,747 

FORTRESS INVESTMENT FUND IV 93,649,511 69,951,275 

CB RICHARD ELLIS STRATEGIC PARTNERS EUROPE FUND III, US 75,301,238 61,894,066 

CBRE STRATEGIC PARTNERS, UK 79,300,353 10,392,262 

CB RICHARD ELLIS STRATEGIC PARTNERS UK FUND III, TE 74,902,674 28,199,810 

DB INTERNATIONAL FUND 1A 3,089,939 3,089,939 

FORTRESS INVESTMENT FUND DEUTSCHLAND LP 87,831,076 50,552,127 

JER EUROPE FUND III 29,509,849 5,918,708 

HINES RESIDENTIAL SUNBELT SPAIN FUND (18,815,172) (18,815,172) 

DB INTERNATIONAL FUND 1B 32,220,746 32,220,746 

HINES CALPERS BRAZIL FUND 61,291,366 61,291,366 

HINES CALPERS CHINA FUND (1,081,239) (1,081,239) 

HINES CALPERS MEXICO II (33,513,845) (33,513,845) 

HINES EUROPEAN DEVELOPMENT FUND II (23,747,838) (23,747,838) 

HINES CALPERS BRAZIL FUND II 41,348,887 41,348,887 

HINES EUROPEAN DEVELOPMENT FUND (3,348,910) (3,348,910) 

HINES MEXICO DEVELOPMENT FUND (HCM HOLDINGS) 17,602,011 17,602,011 

IL & FS INDIA REALTY FUND II 73,942,659 66,540,448 

IXIS AEW (EUROPEAN PROPERTY INVESTORS) 30,651,618 40,949,055 

IL & FS INDIA REALTY FUND LLC 86,624,837 107,029,055 

LASALLE ASIA OPPORTUNITY FUND III (4,159,604) (4,159,604) 

LASALLE FRENCH FUND II G.P., LLC 33,494,293 39,149,339 

MGP ASIA FUND II 70,792,731 70,408,307 

MGP EUROPE PARELLEL FUND II 68,541,961 47,111,439 

NIAM NORDIC FUND III 46,120,259 46,120,259 

NIAM NORDIC INVESTMENT FUND IV 44,713,323 44,713,323 

SDL HOSPITALITY CO-INVEST FUND 22,220,630 172,937,401 

RREEF GLOBAL OPPORTUNITIES FUND II, LLC 118,657,217 118,657,217 

PLA RESIDENTIAL FUND 31,231,926 31,231,926 

PLA RETAIL FUND I 65,842,527 65,061,867 

HARBERT EUROPEAN REAL ESTATE FUND II LP 17,540,982 20,088,566 

SECURED CAPITAL JAPAN REAL ESTATE PARTNERS ASIA LP 345,210,660 334,153,742 

SECURED CAPITAL JAPAN I 10,376,370 9,298,881 

SECURED CAPITAL JAPAN II 85,519,525 81,863,295 

SUN APOLLO INDIA REAL ESTATE FUND 17,659,209 14,652,869 

JER LATIN AMERICA FUND I (6,198,432) (6,198,432) 

XANDER JV FUND (PTOLEMY) 2,294,062 2,370,734 

XANDER CASSANDER CO-INVESTMENT 176,792,676 98,307,244 

LASALLE JAPAN LOGISTICS II 182,745 182,745 

Grand Total $2,356,446,719 $2,205,277,768


International REITS 


ACANTHE DEVELOPMEN NPV 17,172 $200,302 $91,232 

AEON MALL CO 31,950 2,426,997 

2,058,315 

AFFINE (EX IMMOBAI 1,480 184,231 

88,486 

AGILE PROPERTY HLD 968,342 1,746,785 

3,218,062 

ALLGREEN PROPERTIE 275,178 489,761 

649,415 

ALLIED PROPERTIES REAL ESTAT 11,072 516,588 

475,584 

ALLREAL HOLDING AG 2,020 552,197 

808,862 

ALSTRIA OFFICE REI 31,212 605,785 

245,165 

ALSTRIA OFFICE REIT AG 31,608 17,030 

16,976 

ALSTRIA OFFICE REIT-AG 9,700 575,328 

257,678 

ASCENDAS REAL ESTATE INV TRT 594,675 2,012,834 

2,209,343 

AUSTRALAND PROPERTY GROUP 299,510 363,643 

393,066 

BABIS VOVOS SA 9,211 575,317 

187,438 

BEFIMMO 5,794 1,574,654 

1,487,212 

BENI STABILI SPA 571,082 979,739 

699,477 

BIG YELLOW GROUP 109,764 902,871 

618,216 

BIG YELLOW GROUP PLC 45,078 806,321 

858,632 

BOARDWALK REAL ESTATE INVEST 17,307 1,058,374 

1,648,061 

BOARDWALK REAL ESTATE INVT TR 7,155 257,916 

201,463 

BR MALLS PARTICIPA 52,590 425,546 

399,832 

BRITISH LAND CO 281,298 5,081,339 

1,769,636 

BRITISH LAND CO PLC 300,770 11,794,493 

6,398,994 

BRIXTON PLC 368,299 4,281,593 

396,164 


2,783,498 

BUNNINGS WAREHOUSE PROPERTY 144,750 586,469 

645,089 

CA IMMOBILIEN ANLA 47,212 2,674,612 

993,481 

CALLOWAY REAL ESTATE INVESTM 27,713 1,644,472 

1,036,218 

CAN APARTMENT PROP REAL ESTA 23,912 957,809 

929,578 

CAN REAL ESTATE INVEST TRUST 23,296 1,341,980 

1,668,836 

CAPITACOMMERCIAL 577,000 335,394 

326,901 

CAPITACOMMERCIAL TRUST 712,045 1,533,829 

1,364,295 

CAPITAL + REGIONAL 161,103 2,842,627 

86,227 

CAPITALAND 3,941,913 14,877,088 

16,935,290 

CAPITAMALL TRUST 1,493,180 2,947,552 

3,368,563 

CASTELLUM AB 103,023 2,284,037 

1,571,176 

CFS RETAIL PROP 1,019,021 1,277,223 

1,359,315 

CFS RETAIL PROPERTY TRUST 647,443 2,870,285 

2,920,779 

CHAMPION REIT 784,403 1,052,928 

865,995 

CHARTWELL SENIORS HOUSING RE 35,570 1,175,387 

561,417 

CHINA O/SEAS LAND 4,353,803 7,675,941 

17,959,260 

CHINA RESOURCES LAND LIMITED 2,667,062 4,968,957 

9,445,767 

CITYCON OYJ 122,468 1,016,927 

680,824 

CLS HOLDINGS 8,691 237,323 

147,638 

COFINIMMO 3,162 1,413,715 

1,244,921 

COLONIA REAL ESTATE AG 8,258 890,436 

115,167 

COMINAR REAL ESTATE INV-TR U 17,995 846,318 

811,194 

COMMONWEALTH PROPE 529,832 298,714 

355,524 

COMMONWEALTH PROPERTY OFFICE 655,282 1,813,873 

1,487,029 

CONWERT IMMOBILIEN INVEST SE 74,503 2,293,915 

1,185,132




CORIO NV 76,067 7,513,506 

6,729,112 

COUNTRY GARDEN HOLDINGS ORDSHS 1,154,300 5,248,614 

1,823,405 

DAEJAN HOLDINGS 1,778 358,088 

190,784 

DAIBIRU CORP 20,740 606,083 

604,095 

DERWENT LONDON PLC 83,044 4,041,969 

2,580,015 

DEUTSCHE EUROSHOP 12,204 1,118,682 

1,270,741 

DEUTSCHE WOHNEN AG BR 9,373 1,174,163 

441,945 

DEVELOPMENT SECS 14,673 415,353 

214,510 

DEVELOPMENT SECURITIES SUB 9,029 0 11,315 

DEXUS PROPERTY GROUP 1,658,440 4,627,050 

3,400,747 

DIC ASSET AG 8,252 744,646 

197,683 

DUNDEE REAL ESTATE INVESTMEN 6,110 370,542 

269,537 

ERAWAN GROUP(THE) 44,425,100 6,010,253 

2,216,691 

EUROBANK PROPERTIES REAL EST 6,363 286,436 

214,303 

EUROCOMMERCIAL PROP 23,059 940,532 

709,945 

EUROCOMMERCIAL-CVA 12,623 1,363,875 

1,314,292 

EXTENDICARE REAL ESTATE INVE 24,679 858,088 

449,166 

EXTENDICARE REAL ESTATE INVT 31,350 351,146 

168,715 

F+C COMMERCIAL PROPERTY TR LTD 96,036 588,406 

402,491 

FABEGE AB 59,882 1,614,655 

682,203 

FONCIERE DES REGIO 3,785 366,692 

284,484 

FONCIERE DES REGIONS 10,869 3,804,593 

2,762,672 

GAGFAH SA 15,784 1,181,767 

442,491 

GECINA 4,793 492,140 

296,480 

GECINA SA 6,587 2,336,364 

1,378,058 

GOODMAN GROUP 980,650 7,337,272 

992,040 

GPT GROUP 5,857,741 10,651,067 

5,116,637 

GRAINGER PLC 158,955 2,085,676 

593,126 

GREAT EAGLE HLDGS 1,137,495 4,215,420 

2,937,726 

GREAT PORTLAND EST 104,528 776,781 

378,712 

GREAT PORTLAND ESTATES PLC 108,071 1,858,338 

1,324,183 

GUANGZHOU R+F PROP 1,269,900 2,404,190 

2,854,389 

H+R REAL ESTATE INV-REIT UTS 52,038 2,683,198 

1,663,861 

HAMMERSON PLC 611,404 9,688,015 

6,052,553 

HANG LUNG PROP 1,905,089 7,788,063 

11,854,704 

HEIWA REAL ESTATE 51,705 871,206 

572,685 

HELICAL BAR 38,020 673,206 

696,134 

HENDERSON LAND DEV 856,998 9,478,698 

10,019,158 

HOPSON DEVELOPMENT 209,135 1,510,843 

1,095,127 

HUFVUDSTADEN AB 188,129 2,141,297 

1,586,339 

HYSAN DEVELOPMENT 931,325 3,644,520 

4,051,312 

ICADE 25,907 3,685,178 

3,484,761 

IMMOBILIARE GRANDE DISTRIBUZO 43,615 347,205 

257,165 

ING OFFICE FUND 635,252 1,724,083 

798,945 

ING OFFICE FUND 245,990 0 6,726 

ING UK REAL ESTATE 119,473 664,308 

202,948 

INNVEST REAL ESTATE INVESTME 25,700 787,391 

295,618 

INTERVEST OFFICES 2,376 226,008 

211,311 

INVISTA FOUNDATION 155,086 759,459 

207,451




IRP PROPERTY INV 30,463 209,250 

97,556 

ISIS PROPERTY TST 20,856 151,068 

91,762 

JAPAN PRIME REALTY INVESTMEN 219 1,866,673 

1,602,080 

JAPAN REAL ESTATE 174 1,769,369 

1,444,515 

JAPAN REAL ESTATE INVESTMENT 145 3,525,232 

4,058,111 

JAPAN RETAIL FUND INVESTMENT 136 2,815,425 

2,132,783 

JELMOLI HLDG AG 1,069 1,065,153 

1,309,556 

KENEDIX REALTY INVESTMENT CO 71 1,085,485 

827,422 

KEPPEL LAND LTD 240,129 1,082,583 

1,240,006 

KERRY PROPERTIES 1,138,107 6,608,282 

7,118,813 

KIWI INCOME PROPERTY TRUST 286,926 624,598 

565,736 

KLEPIERRE 65,252 4,146,941 

3,483,626 

KLOVERN AB 44,067 444,978 

348,156 

KOWLOON DEVMT 203,487 915,676 

604,699 

KUNGSLEDEN 48,279 1,515,221 

750,218 

LAMDA DEVELOPMENT 4,734 115,861 

134,744 

LAND SECS GP 325,976 7,308,804 

2,529,828 

LAND SECURITIES GROUP PLC 266,694 15,681,295 

6,999,682 

LEASINVEST REAL ES 578 149,096 

138,817 

LIBERTY INTERNATIONAL 148,759 2,033,527 

973,198 

LIBERTY INTERNATIONAL PLC 199,587 8,222,181 

4,415,810 

LINK REIT 754,133 4,353,687 

5,443,011 

LIPPO MAPLETREE IN 4,779,000 1,883,891 

1,172,173 

MACQUARIE OFFICE TRUST 1,631,544 2,317,875 

936,767 

MAGNIFICENT ESTATE 240,970,000 7,414,652 

3,544,568 

MAPLETREE LOGISTICS TRUST 516,466 833,764 

669,763 

MERCIALYS 25,941 1,445,708 

1,729,576 

MINERVA PLC 255,329 1,718,571 

55,715 

MIRVAC GROUP 1,534,828 6,288,014 

3,968,168 

MITSUBISHI ESTATE 1,210,828 40,839,445 

34,651,504 

MITSUI FUDOSAN CO 1,404,613 43,329,891 

37,426,179 

MORGUARD REAL ESTATE-TR UTS 15,439 443,324 

433,852 

MORI TRUST SOGO REIT INC 28 676,856 

676,580 

MUCKLOW A + J GROUP PLC 8,648 190,265 

120,418 

NEW WORLD CHINA LA 404,946 517,586 

758,072 

NEW WORLD DEVEL CO 1,019,455 4,452,898 

6,201,353 

NIEUWE STEEN INVESTMENTS NV 13,646 973,268 

712,058 

NIPPON ACCOMMODATI 258 1,294,862 

1,157,838 

NIPPON BUILDING FD 267 3,164,995 

2,285,765 

NIPPON BUILDING FUND INC 191 5,066,550 

5,534,964 

NIPPON COMMERCIAL 499 2,018,759 

958,850 

NIPPON RESIDENTIAL 503 1,838,166 

1,241,274 

NOMURA REAL ESTATE OFFICE 107 2,342,399 

2,300,306 

NORTHERN PROPERTY REAL ESTAT 8,111 425,693 

442,368 

NORWEGIAN PROPERTY 54,572 1,030,004 

163,438 

NTT URBAN DEVELOPM 3,852 6,883,447 

4,804,908 

ORIX JREIT INC 88 1,482,061 

1,368,715 

PATRIZIA IMMO AG 9,394 690,922 

123,436 

PREMIER INVESTMENT CORP 47 750,254 

562,309




PRIMARIS RETAIL REAL ESTATE 21,835 892,129 

752,827 

PRIMARY HEALTH PROPERTIES 12,105 254,857 

168,545 

PROLOGIS EUROP PRO 112,155 2,417,490 

602,247 

PSP SWISS PROPERTY 47,056 3,478,790 

4,133,045 

QUINTAIN ESTATE + DEV 275,655 4,071,725 

320,023 

RIOCAN REAL ESTATE INVST TR 78,749 4,119,444 

3,504,014 

RIOCAN REAL ESTATE INVT TR 111,703 2,391,464 

1,469,688 

SAFESTORE HLDGS 319,565 825,105 

499,962 

SEGRO PLC 6,955,838 9,885,581 

4,667,911 

SHAFTESBURY 41,777 204,598 

207,605 

SHAFTESBURY PLC 45,167 910,361 

759,079 

SHAFTESBURY PLC FPR 32,625 535,625 

537,846 

SHENZHEN INVESTMEN 571,212 534,530 

817,574 

SHIMAO PROPERTY HOLDINGS 972,617 3,071,993 

4,024,397 

SHUI ON LAND LTD 487,239 863,193 

1,131,122 

SILIC 17,684 3,007,148 

2,524,728 

SINGAPORE LAND 58,222 630,571 

727,825 

SINO LAND CO 3,420,678 10,411,541 

9,016,341 

SPONDA OYJ 162,111 1,555,243 

955,532 

ST MODWEN PROPS 52,783 730,568 

535,028 

STD LIFE INV PROP 38,228 248,485 

99,004 

STE DE LA TOUR EIFFEL 1,872 597,775 

212,177 

STOCKLAND 1,716,695 12,236,177 

9,150,527 

SUMITOMO RLTY+DEV 596,113 21,883,036 

18,286,893 

SUN HUNG KAI PROPS 2,644,431 47,220,167 

53,381,125 

SUNTEC REIT 1,011,019 1,599,496 

1,389,083 

SWIRE PACIFIC 59,500 513,205 

593,845 

SWISS PRIME SITE 6,731 800,754 

1,113,603 

TECHNOPOLIS OJY 20,665 417,882 

290,164 

TOC CO 36,990 578,703 

545,838 

TOKYO TATEMONO CO 84,291 2,247,961 

1,592,475 

TOKYU LAND CORP 140,486 3,031,697 

2,166,633 

TOKYU REIT INC 44 903,479 

810,873 

TOP REIT INC 55 586,340 

715,750 

UK COMMERCIAL PROP 89,316 487,013 

334,529 

UNIBAIL RODAMCO SE 43,352 9,861,107 

6,455,346 

UNIBAIL-RODAMCO SE 28,688 16,744,271 

14,446,654 

UNITE GROUP 223,025 2,195,627 

740,578 

UNITED URBAN INVESTMENT CORP 70 1,043,629 

1,017,200 

UOL GROUP LTD 1,250,000 3,478,891 

2,850,036 

VASTNED OFFICES/INDUSTRIAL 7,459 674,004 

370,828 

VASTNED RETAIL 8,324 485,012 

413,318 

VASTNED RETAIL NV 5,830 1,222,386 

978,999 

VIVACON AG 7,293 733,641 

19,028 

WAREHOUSES DE PAUW SCA WDP 2,904 405,460 

399,468 

WERELDHAVE BELGIUM 769 171,440 

179,965 

WERELDHAVE NV 19,483 3,465,014 

2,746,565 

WESTFIELD GROUP 1,990,366 46,533,298 

35,911,188 

WHARF(HLDGS) 768,000 4,061,643 

3,260,263




WIHLBORGS FAST AB 13,162 565,201 

596,055 

WING TAI HOLDINGS 208,266 576,649 

656,960 

WORKSPACE GROUP PLC 369,402 1,128,616 

288,033 

ZUEBLIN HLDGS AG 13,107 269,318 

169,960 

Grand Total $669,433,334 $542,185,259

California Public Employees’ 

Retirement System 

400 Q Street 

P.O. Box 942701 

Sacramento, CA 94229-2701 

(916) 795-3991 

(916) 795-3507 fax 

TTY: For Speech & Hearing Impaired 

(916) 795-3240 

www.calpers.ca.gov 

www.CalPERSResponds.com

CalPERS 2009 Annual Investment Report - CalPERS On-Line ...

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