SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 11-K
(Mark One)
ý ANNUAL REPORT PURSUANT TO SECTION 15 (d) OF THE SECURITIES EXCHANGE ACT OF 1934
For the fiscal year ended December 31, 2003
OR
o TRANSITION REPORT PURSUANT TO SECTION 15 (d) OF THE SECURITIES EXCHANGE ACT OF 1934
For the transition period from to
Commission file number 1-2360
A. Full title of the plan and address of the plan, if different from that of the issuer named below:
IBM Savings Plan
Director of Compensation and Benefits
Capital Accumulation Programs
IBM Corporation
North Castle Drive
Armonk, New York 10504
B. Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:
INTERNATIONAL BUSINESS MACHINES CORPORATION
New Orchard Road
Armonk, New York 10504
REQUIRED INFORMATION
|
|
|||
|
|
|
||
|
Financial Statements and Schedule |
|
||
|
|
|
|
|
|
|
Financial Statements: |
|
|
|
|
|
|
|
|
|
|
Statements of Net Assets Available for
Benefits |
|
|
|
|
|
|
|
|
|
Statement of Changes in Net Assets
Available for Benefits |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Supplemental Schedule*: |
|
|
|
|
|
|
|
|
|
|
Schedule H, Line 4i - Schedule of Assets (Held at End of Year) |
|
|
|
|
|
|
|
Exhibits |
|
||
|
|
|
|
|
|
|
Exhibit 23 - Consent of Independent Registered Public Accounting Firm |
|
|
* Other schedules required by Section 2520.103-10 of the Department of Labor Rules and Regulations for Reporting and Disclosures under the Employee Retirement Income Security Act of 1974 are omitted because they are not applicable.
2
SIGNATURE
The Plan. Pursuant to the requirements of the Securities Exchange Act of 1934, the trustees (or other persons who administer the employee benefit plan) have duly caused this annual report to be signed by the undersigned hereunto duly authorized.
|
|
|
IBM Savings Plan |
|||
|
|
|
|
|||
|
|
|
|
|||
|
Date: June 25, 2004 |
|
|
By: |
|
/s/ Robert F. Woods |
|
|
|
Robert F. Woods |
|||
|
|
|
Vice President and Controller |
|||
3
Report of Independent Registered Public Accounting Firm
To the Members of the International Business Machines Corporation (IBM) Retirement Plans Committee and the Participants of the IBM Savings Plan:
In our opinion, the accompanying statements of net assets available for benefits and the related statement of changes in net assets available for benefits present fairly, in all material respects, the net assets available for benefits of IBM Savings Plan (the “Plan”) at December 31, 2003 and 2002, and the changes in net assets available for benefits for the year ended December 31, 2003 in conformity with accounting principles generally accepted in the United States of America. These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
Our audits were conducted for the purpose of forming an opinion on the basic financial statements taken as a whole. The supplemental schedule of assets (held at end of year) is presented for the purpose of additional analysis and is not a required part of the basic financial statements but is supplementary information required by the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. The supplemental schedule is the responsibility of the Plan’s management. The supplemental schedule has been subjected to the auditing procedures applied in the audits of the basic financial statements and, in our opinion, is fairly stated in all material respects in relation to the basic financial statements taken as a whole.
|
/s/ PricewaterhouseCoopers LLP |
|
|
|
|
|
|
|
|
New York, NY |
|
|
June 25, 2004 |
|
4
IBM SAVINGS PLAN
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
AT DECEMBER 31,
|
(Dollars in thousands) |
|
2003 |
|
2002 |
|
||
|
Assets: |
|
|
|
|
|
||
|
Investments, at fair value (Note 7) |
|
$ |
23,883,295 |
|
$ |
18,928,551 |
|
|
Participant Loans at contract value |
|
281,679 |
|
287,370 |
|
||
|
Total investments |
|
24,164,974 |
|
19,215,921 |
|
||
|
|
|
|
|
|
|
||
|
Receivables: |
|
|
|
|
|
||
|
Participant contributions |
|
29,577 |
|
25,062 |
|
||
|
Employer contribution |
|
9,966 |
|
8,310 |
|
||
|
Income and sales proceeds receivable |
|
5,060 |
|
3,547 |
|
||
|
Total receivables |
|
44,603 |
|
36,919 |
|
||
|
Total assets |
|
24,209,577 |
|
19,252,840 |
|
||
|
|
|
|
|
|
|
||
|
Liabilities: |
|
|
|
|
|
||
|
Payable for cash collateral |
|
1,628,363 |
|
972,089 |
|
||
|
Expenses payable |
|
741 |
|
476 |
|
||
|
Total liabilities |
|
1,629,104 |
|
972,565 |
|
||
|
|
|
|
|
|
|
||
|
Net assets available for benefits |
|
$ |
22,580,473 |
|
$ |
18,280,275 |
|
The accompanying notes are an integral part of these financial statements.
5
IBM SAVINGS PLAN
STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
FOR THE YEAR ENDED DECEMBER 31,
|
(Dollars in thousands) |
|
2003 |
|
|
|
Additions to net assets attributed to: |
|
|
|
|
|
|
|
|
|
|
|
Investment income: |
|
|
|
|
|
Net appreciation in fair value of investments (Note 7) |
|
$ |
3,336,175 |
|
|
Interest and dividend income from investments |
|
344,952 |
|
|
|
|
|
3,681,127 |
|
|
|
|
|
|
|
|
|
Contributions |
|
|
|
|
|
Participant |
|
1,171,182 |
|
|
|
Employer |
|
325,375 |
|
|
|
|
|
1,496,557 |
|
|
|
|
|
|
|
|
|
Transfers from other benefits plans |
|
82,916 |
|
|
|
|
|
|
|
|
|
Total additions |
|
5,260,600 |
|
|
|
|
|
|
|
|
|
Deductions from net assets attributed to: |
|
|
|
|
|
|
|
|
|
|
|
Distributions to participants |
|
934,329 |
|
|
|
Administrative expenses |
|
26,073 |
|
|
|
Total deductions |
|
960,402 |
|
|
|
|
|
|
|
|
|
Net increase in net assets during the year |
|
4,300,198 |
|
|
|
|
|
|
|
|
|
Net assets available for benefits: |
|
|
|
|
|
Beginning of year |
|
18,280,275 |
|
|
|
|
|
|
|
|
|
End of year |
|
$ |
22,580,473 |
|
The accompanying notes are an integral part of these financial statements.
6
IBM SAVINGS PLAN
NOTE 1 - DESCRIPTION OF THE PLAN
Effective October 1, 2002, the IBM TDSP 401(k) Plan was renamed the IBM Savings Plan (the “Plan”), and the following description of the Plan provides only general information. Participants should refer to the Plan prospectus for a complete description of the Plan’s provisions.
General
The Plan was established by resolution of IBM’s Retirement Plans Committee (the “Committee”) effective July 1, 1983 and is held in trust for the benefit of its participants. The Plan offers all eligible active, regular full-time and part-time U.S. employees of IBM and certain of its domestic related companies and partnerships an opportunity to defer from one to eighty percent of their eligible compensation for contribution to any of twenty-one investment funds (23 funds starting July 1, 2004). Effective January 1, 2004, long term supplemental employees are eligible to make unmatched 401(k) contributions. In addition, starting July 1, 2004, participants will be able to contribute up to 10% of their eligible compensation on an after-tax basis. The annual contribution is subject to the legal limit allowed by Internal Revenue Service (“IRS”) regulations. The investment objectives of these funds are described in Note 3, Description of Investment Funds.
At December 31, 2003 and 2002, the number of participants in the Plan was 226,301 and 227,246 respectively.
The Plan qualifies under Section 401(a) of the Internal Revenue Code of 1986, as amended, and is subject to the provisions of the Employee Retirement Income Security Act of 1974 (“ERISA”), as amended.
Administration
The Plan is administered by the Committee which appointed officials of IBM to assist in administering the Plan. The Committee appointed State Street Bank and Trust Corporation as of November 1, 1999 as Trustee to safeguard the assets of the funds and State Street Global Advisors (the institutional investment management affiliate of State Street Bank and Trust Corporation), The Vanguard Group and other investment managers to direct investments in the various funds. Effective October 1, 2002, Hewitt Associates (“Hewitt”) became the provider of recordkeeping, participant services and communications services, and operator of the IBM Savings Plan Service Center in Lincolnshire, Illinois.
7
Contributions
IBM contributes to the Plan an amount equal to fifty percent of the first six percent of annual eligible compensation the employee defers (maximum is three percent). Eligible compensation includes regular salary, commissions, overtime, shift premium and similar additional compensation payments for nonscheduled workdays, recurring payments under any form of variable compensation plan, regular Sickness and Accident Income Plan payments, holiday pay, and vacation pay.
Participants may choose to have their contributions invested entirely in one of, or in any combination of, the following funds in multiples of one percent. These funds and their investment objectives are more fully described in Note 3, Description of Investment Funds.
Life Strategy Funds (4)
Income Plus Life Strategy Fund
Conservative Life Strategy Fund
Moderate Life Strategy Fund
Aggressive Life Strategy Fund
Core Funds (6)
Stable Value Fund
Inflation-Protected Bond Fund
Total Bond Market Fund
Total International Stock Market Index Fund
Total Stock Market Index Fund
Real Estate Investment Trust Index Fund (as of July 1, 2004)
Extended Choice Funds (13)
Money Market Fund
Long-Term Corporate Bond Fund
Equity Income Fund
Vanguard European Stock Index Fund
Large Company Index Fund
Large-Cap Value Index Fund
Small-Cap Value Index Fund
Large-Cap Growth Index Fund
Vanguard Pacific Stock Index Fund
Small/Mid-Cap Stock Index Fund
Small-Cap Growth Index Fund
IBM Stock Fund
High Yield and Emerging Market Bond Fund (as of July 1, 2004)
Participants may change their deferral percentage and investment selection for future contributions at any time. The changes will take effect for the next eligible pay cycle so long as the request is completed before the respective cutoff dates. Also, the participant may transfer part or all of existing account balances among funds in the Plan once daily, but will incur a service fee for each transfer in
8
excess of eight in a calendar year. However, participant balances in the Stable Value Fund may not be transferred directly into the Money Market Fund, and if such balances are transferred into another fund, they may not subsequently be transferred to the Money Market Fund for 90 days.
Participant Accounts
The Plan recordkeeper (Hewitt) maintains an account in the name of each participant to which each participant’s contributions and share of the net earnings, losses and expenses, if any, of the various investment funds are recorded. The earnings on the assets held in each of the funds and all proceeds from the sale of such assets are held and reinvested in the respective funds.
Participants may transfer rollover contributions of pre-tax dollars from other qualified savings plans or conduit Individual Retirement Accounts (IRAs that exclusively hold a pre-tax distribution from a qualified plan) into their Plan accounts. Rollovers must be made in cash within the time limits specified by the IRS; stock or in-kind rollovers cannot be accepted. These rollovers are limited to active employees on the payroll of IBM (or affiliated companies) who have existing accounts in the Plan. Retirees are not eligible for such rollovers, except that a retiree or separated employee who has an existing account in the Plan may rollover a lump-sum distribution from an IBM-sponsored qualified retirement plan, including the IBM Personal Pension Plan. Effective July 1, 2004, after-tax funds may also be rolled over in the Plan. Participant contributions for 2003 include rollover activity totaling approximately $171 million.
The interest of each participant in each of the funds is represented by units credited to the participant’s account.
On each valuation date, the unit value of each fund is determined by dividing the current market value of the assets in that fund on that date by the number of units in the fund. In determining the unit value, new contributions that are to be allocated as of the valuation date are excluded from the calculation. The number of additional units to be credited to a participant’s account for each fund, due to new contributions, is equal to the amount of the participant’s new contributions to the fund divided by the unit value for the applicable fund as determined on the valuation date.
Contributions made to the Plan as well as interest, dividends or other earnings of the Plan are generally not included in the taxable income of the participant until withdrawal, at which time all earnings and contributions withdrawn generally are taxed as ordinary income to the participant. Additionally, withdrawals by the participant before attaining age 59 1/2 generally are subject to a penalty tax of 10 percent.
Consistent with provisions established by the IRS, the Plan’s 2003 limit on employee salary deferrals was $12,000 (the limit increases to $13,000 for 2004). Those who were age 50 or older during 2003 could take advantage of higher pre-tax contribution limit of $14,000 (the limit increases to $16,000 for 2004). The amount of the maximum contribution will be going up each year through 2006, when the contribution will reach $15,000 for employees under age 50 and $20,000 for those age 50 or over. The 2003 maximum annual deferral amount for employees residing in Puerto Rico was limited by local government regulations to the lesser of $8,000 or ten percent of eligible compensation.
9
Vesting
Participants in the Plan are at all times fully vested in their account balance, including deferral contributions, matching contributions and earnings thereon.
Distributions
Participants who have attained age 59 1/2 may request a distribution of all or part of the value in the account. Up to four distributions are allowed each year and the minimum amount of any such distribution shall be the lesser of the participant’s account balance or $500.
In addition, participants who (1) retire under the prior IBM Retirement Plan provisions of the IBM Personal Pension Plan, or (2) become eligible for benefits under the IBM Long-Term Disability Plan or the IBM Medical Disability Income Plan, or (3) separate and have attained age 55, may also elect to receive the balance of their account either in annual installments over a period not to exceed ten years or over the participant’s life expectancy, recalculated annually, or defer distribution until age 70 1/2.
Withdrawals for financial hardship are permitted provided they are for a severe and immediate financial need, and the distribution is necessary to satisfy that need. Employees are required to fully use the Plan loan program, described below, before requesting a hardship withdrawal. Only an employee’s deferral contributions are eligible for hardship withdrawal; earnings and IBM matching contributions are not eligible for withdrawal. Employees must submit evidence of hardship to Hewitt, who will determine whether the situation qualifies for a hardship withdrawal based on direction from IBM. A hardship withdrawal is taxed as regular income to the employee and may be subject to the 10 percent additional tax on early distributions.
Upon the death of a participant, the value of the participant’s account will be distributed to the participant’s beneficiary in a lump-sum payment. If the participant is married, the beneficiary must be the participant’s spouse, unless the participant’s spouse has previously given written, notarized consent to designate another person as beneficiary. If the participant marries or remarries, any prior beneficiary designation is canceled and the spouse automatically becomes the beneficiary. If the participant is single, the beneficiary may be anyone previously designated by the participant under the Plan. In the absence of an effective designation under the Plan at the time of death, the proceeds normally will be paid in the following order: the participant’s spouse, the participant’s children in equal shares, or to surviving parents equally. If no spouse, child, or parent is living, payments will be made to the executors or administrators of the participant’s estate.
Participant Loans
Participants may borrow up to one-half of the value of the account balance, not to exceed $50,000 within a twelve month period. Loans will be granted in $50 increments subject to a minimum loan amount of $500. Participants are limited to two simultaneous outstanding Plan loans. Repayment of a loan shall be made through semi-monthly payroll deductions over a term of one to four years. The loan shall bear a fixed rate of interest, set quarterly, for the term of the loan, determined by the plan administrator to be 1.25 percent above the prime rate. The interest shall be credited to the participant’s account as the semi-monthly repayments of principal and interest are made. Interest rates on outstanding loans at December 31, 2003 ranged from 5.25 percent to 10.75 percent.
10
Participants may prepay the entire remaining loan principal after payments have been made for three full months. Employees on an approved leave of absence may elect to make scheduled loan payments directly to the Plan. Participants may continue to contribute to the Plan while having an outstanding loan, provided that the loan is not in default.
Participants who retire or separate from IBM and have outstanding Plan loans may choose automated loan repayments or coupon payment options to continue monthly loan repayments according to their original amortization schedule. As of April 2004, the coupon payment method is the only option for retired or separated participants to repay loans.
Termination of Service
The value of the participant’s account that is $5,000 or less will be distributed to the participant in a lump-sum payment as soon as practical following the termination of the participant’s employment with IBM. If the account balance is greater than $5,000 at the time of separation, the participant may elect to defer distribution of the account until age 70 1/2.
Termination of the Plan
IBM reserves the right to terminate this Plan at any time by action of the Committee. In that event, each participant or beneficiary receiving or entitled to receive payments under the Plan would receive the balance of the account at such time and in such manner as the Committee shall determine at its discretion.
In the event of a full or partial termination of the Plan, or upon complete discontinuance of contributions under the Plan, the rights of all affected participants in the value of their accounts would be nonforfeitable.
Risks and Uncertainties
The Plan provides for various investment options that include in any combination of equities, fixed income securities, synthetic guaranteed investment contracts (GICs), and derivative contracts. Investment securities are exposed to various risks, such as interest rates, credit and overall market volatility. Due to the level of risk associated with certain investment securities and the level of uncertainty related to changes in the value of investment securities, it is reasonably possible that changes in risks in the near term could materially affect participants’ account balances and the amounts reported.
11
NOTE 2 - SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
Basis of Accounting
The accompanying financial statements are prepared under the accrual basis of accounting.
Valuation of Investments
The fair value of the net assets of the Plan is based on the estimated fair values of the underlying assets and liabilities. Investments in registered investment companies and pooled funds are valued at the net asset values per share as quoted by such companies or funds as of the valuation date. IBM common stock is valued daily at the New York Stock Exchange closing price. Interest accrued on investments is recorded separately as interest receivable until paid and reinvested. Participant loans are valued at cost which approximates fair value.
Investments in fully benefit-responsive synthetic guaranteed investment contracts (GICs) are stated at contract value, which is equal to cost plus reinvested interest less participant withdrawals and administrative expenses. The market value of the underlying assets in the synthetic GIC Global Wrapper contract is approximately $5,409 million compared with the contract value of $5,109 million. The crediting interest rate and average yield at December 31, 2003 for the contracts was 5.02 percent.
Payment of Benefits
Benefit payments to participants are recorded upon distribution.
Use of Estimates
The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of assets, liabilities and changes therein, and disclosures of contingent assets and liabilities at the date of the financial statements. Actual results could differ from those estimates.
Security Transactions and Related Investment Income
Security transactions are recorded on a trade-date basis. Dividend income is recorded on the ex-dividend date, and interest income is recorded on the accrual basis.
Administrative Expenses and Investment Management Fees
All administrative costs of the Plan are deducted from participants’ account balances. These costs include (a) brokerage fees and commissions, which are included in the cost of investments and in determining net proceeds on sales of investments, (b) investment management fee, which are paid from the assets of the respective funds; those fees comprise fixed annual charges and charges based on a percentage of net asset value and are included as part of administrative expenses, and (c) operational expenses required for administration of the Plan including trustee, recordkeeping, participant reports and communications, and service center expenses, which are charged against the fund’s assets on a pro rata basis throughout the year and are included as part of administrative expenses.
12
Reclassification
Certain 2002 amounts in the Statement of Net Assets Available for Benefits have been reclassified to conform with the 2003 presentation.
NOTE 3 - DESCRIPTION OF INVESTMENT FUNDS
The objectives of the twenty-three investment funds to which employees may contribute monies are described below:
Life Strategy Funds - four blended funds that build a portfolio of diversified investments — U.S. stocks, international stocks, real estate equity stocks and fixed-income investments — from the existing core funds noted below. The funds are managed by a combination of the IBM Retirement Fund and the managers of the underlying funds.
• Income Plus Life Strategy Fund - target allocation 30% stocks, 70% bonds; seeks returns that modestly outpace inflation on a fairly consistent basis.
• Conservative Life Strategy Fund - target allocation 50% stocks, 50% bonds; seeks returns that moderately outpace inflation over the long term.
• Moderate Life Strategy Fund - target allocation 65% stocks, 35% bonds; seeks relatively high returns at a moderate risk level.
• Aggressive Life Strategy Fund - target allocation 85% stocks, 15% bonds; seeks high returns over the long term. Returns may be relatively volatile from year to year.
Core Funds - six funds that provide an opportunity to custom-build a portfolio from a selection of broadly diversified U.S. and international stock funds and from funds tracking the fixed-income markets.
• Stable Value Fund - seeks to preserve principal and provide income at a stable rate of interest that is competitive with intermediate-term rates of return. The fund is managed by multiple money managers.
• Inflation-Protected Bond Fund - seeks over the long term to provide a rate of return over and above the rate of inflation, thereby preserving the long-term spending power of the money invested. The fund is managed by State Street Global Advisors.
• Total Bond Market Fund - seeks to modestly exceed the return of its benchmark index (Lehman Brothers Aggregate Bond Index), which consists of more than 5,000 U.S. Treasury and federal agency, mortgage-backed, and corporate securities. The fund is managed by State Street Global Advisors.
• Total International Stock Market Index Fund - seeks long-term capital growth with a market rate of return for a diversified group of non-U.S. equities in such major markets as Europe and Asia plus the emerging markets of the world. It attempts to match the performance of the Morgan Stanley Capital International All Country World Ex-U.S. Free Index. The fund is managed by State Street Global Advisors.
13
• Total Stock Market Index Fund - seeks long-term growth of capital and income. It attempts to match the performance of the Wilshire 5000 Total Market Index. The fund is managed by The Vanguard Group.
• Real Estate Investment Trust (REIT) Index Fund (as of July 1, 2004) - seeks a total rate of return approximating the returns of the Morgan Stanley REIT index. Investment consists of U.S. publicly traded real estate equity securities. The fund is managed by Barclays Global Investors.
Extended Choice Funds - thirteen funds that provide an opportunity to fine tune an investment portfolio with funds that are less broadly diversified, focusing instead on discrete sectors of the stock and bond markets.
• Money Market Fund - seeks liquidity and preservation of capital while providing a variable rate of income based on current short-term market interest rates. The fund is managed by State Street Global Advisors.
• Long-Term Corporate Bond Fund - seeks a high and sustainable level of interest income by investing in a widely diversified group of long-term bonds issued by corporations with strong credit ratings. The fund is managed by State Street Global Advisors.
• Equity Income Fund - seeks both long-term capital appreciation and dividend income by investing in large- and mid-cap U.S. stocks. The fund is managed by State Street Global Advisors.
• Vanguard European Stock Index Fund - seeks long-term growth of capital that corresponds to an index of European stocks. It attempts to match the investment results of the Morgan Stanley Capital International Europe Index. The fund is managed by The Vanguard Group.
• Large Company Index Fund - seeks long-term growth of capital and income from dividends by holding all the stocks that make up the Standard & Poor’s 500 Index. The fund is managed by The Vanguard Group.
• Large-Cap Value Index Fund - seeks long-term growth of capital and income from dividends. The fund holds all the stocks in the Russell 1000 Value Index in approximately the same proportion as those stocks represented in the index. The fund is managed by The Vanguard Group.
• Small-Cap Value Index Fund - seeks long-term growth of capital by attempting to replicate the performance of the Russell 2000 Value Index. The fund is managed by The Vanguard Group.
• Large-Cap Growth Index Fund - seeks long-term growth of capital by holding all the stocks in the Russell 1000 Growth Index in approximately the same proportion as those stocks represented in the index. The fund is managed by The Vanguard Group.
• Vanguard Pacific Stock Index Fund - seeks long-term growth of capital by attempting to match the performance of the Morgan Stanley Capital International Pacific Free Index. The fund is managed by The Vanguard Group.
• Small/Mid-Cap Stock Index Fund - seeks long-term growth of capital with a market rate of return from a diversified group of medium- and small-company stocks. The fund holds stocks in the Russell 3000 index that are not part of the Standard and Poor’s 500 index and attempts to match the performance of the Russell SmallCap Completeness Index. The fund is managed by State Street Global Advisors.
14
• Small-Cap Growth Index Fund - seeks long-term growth of capital by attempting to match the performance of the Russell 2000 Growth Index. The fund is managed by The Vanguard Group.
• IBM Stock Fund - invests in IBM common stock and holds a small interest-bearing cash balance of approximately 0.25% for liquidity purposes. The fund is managed by State Street Global Advisors.
• High Yield and Emerging Market Bond Fund (as of July 1, 2004) - seeks to provide attractive returns, with somewhat less volatility than stocks. The fund invests in U.S. corporate and emerging market dollar funds and is managed by Pacific Management Company, LLC (PIMCO).
Within the investment funds, stock loan transactions are permitted with the objective to add investment return to the portfolio. Certain funds may lend securities held in that fund to unaffiliated broker-dealers registered under the Securities Exchange Act of 1934, or banks organized in the United States of America. At all times, the borrower must maintain cash or equivalent collateral equal in value to at least 102 percent of the value of the domestic securities loaned and 105 percent of the value of international securities loaned. The cash collateral is reinvested to generate income that is credited to the portfolio return. The primary risk in lending securities is a borrower may default during a sharp rise in the price of the security that was borrowed, resulting in a deficiency in the collateral posted by the borrower. The funds seek to minimize this risk by requiring that the value of the securities that are loaned is to be computed each day and that additional collateral is furnished each day, if necessary. The addition of the securities lending provision does not change the investment objectives for the funds. The value of loaned securities in the State Street Bank agency program amounted to $1,584 million and $941 million at December 31, 2003 and 2002, respectively. Securities lending is also permitted in the Vanguard and SSGA commingled funds.
NOTE 4 - PLAN TRANSFERS
The transfers below represent participant investment account balances attributable to employees transferred to IBM in 2003 primarily as a result of IBM acquisitions:
Significant transfers were:
• Rational Software Corporation - net transfer totaling $77,040,000.
• Object Technology International - net transfer totaling $2,295,000.
• Access360 - net transfer totaling $1,759,000.
In 2003, there were also transfers into the Plan totaling $768,000 related to participant account balances from other companies. Total plan transfers were $82,916,000, which includes participant loan balances.
15
NOTE 5 - TAX STATUS
The Trust established under the Plan is qualified under Section 401(a) of the Internal Revenue Code and the Trustees intend to continue it as a qualified trust. The Plan received a favorable determination letter from the IRS on June 14, 1993. The Plan has been amended since receiving the determination letter. The Plan administrator continues to believe the Plan is designed and is being operated in compliance with the applicable requirements of the Internal Revenue Code. Accordingly, a provision for federal income taxes has not been made.
16
NOTE 6 - RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500
The following is a reconciliation of net assets available for benefits per the financial statements to the Form 5500 as of:
|
|
|
December 31, |
|
||||
|
(Dollars in thousands) |
|
2003 |
|
2002 |
|
||
|
|
|
|
|
|
|
||
|
Net assets available for benefits per the financial statements |
|
$ |
22,580,473 |
|
$ |
18,280,275 |
|
|
|
|
|
|
|
|
||
|
Benefit obligations currently payable |
|
4,730 |
|
3,893 |
|
||
|
|
|
|
|
|
|
||
|
Net assets available for benefits per the Form 5500 |
|
$ |
22,575,743 |
|
$ |
18,276,382 |
|
The following is a reconciliation of benefits paid to participants per the financial statements to the Form 5500:
|
(Dollars in thousands) |
|
Year Ended |
|
|
|
|
|
|
|
|
|
Benefits paid to participants per the financial statements |
|
$ |
934,329 |
|
|
Less: |
|
|
|
|
|
Amounts payable at December 31, 2002 |
|
3,893 |
|
|
|
Plus: |
|
|
|
|
|
Amounts payable at December 31, 2003 |
|
4,730 |
|
|
|
|
|
|
|
|
|
Benefits paid to participants per the Form 5500 |
|
$ |
935,166 |
|
17
NOTE 7 - INVESTMENT VALUATIONS
The following schedules summarize the value of investments, and the related net appreciation in fair value of investments by type of investment:
|
|
|
Value Determined By |
|
|||||||
|
(Dollars in thousands) |
|
Quoted |
|
Contract |
|
Total |
|
|||
|
At December 31, 2003 |
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|||
|
Investments at Fair Value |
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|||
|
Interest in equity-oriented funds |
|
$ |
11,649,120 |
|
— |
|
$ |
11,649,120 |
|
|
|
Interest in short-term investment-oriented funds |
|
2,753,798 |
|
— |
|
2,753,798 |
|
|||
|
Interest in fixed income-oriented funds |
|
1,641,006 |
|
— |
|
1,641,006 |
|
|||
|
IBM common stock |
|
2,730,762 |
|
— |
|
2,730,762 |
|
|||
|
Total |
|
$ |
18,774,686 |
|
— |
|
$ |
18,774,686 |
|
|
|
|
|
|
|
|
|
|
|
|||
|
Investments at Contract Value |
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|||
|
Investment contracts |
|
— |
|
$ |
5,108,609 |
|
$ |
5,108,609 |
|
|
|
Total |
|
$ |
18,774,686 |
|
$ |
5,108,609 |
|
$ |
23,883,295 |
|
|
|
|
|
|
|
|
|
|
|||
|
At December 31, 2002 |
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|||
|
Investments at Fair Value |
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|||
|
Interest in equity-oriented funds |
|
$ |
7,708,809 |
|
— |
|
$ |
7,708,809 |
|
|
|
Interest in short-term investment-oriented funds |
|
2,195,575 |
|
— |
|
2,195,575 |
|
|||
|
Interest in fixed income-oriented funds |
|
1,555,683 |
|
— |
|
1,555,683 |
|
|||
|
IBM common stock |
|
2,539,347 |
|
— |
|
2,539,347 |
|
|||
|
Total |
|
$ |
13,999,414 |
|
— |
|
$ |
13,999,414 |
|
|
|
|
|
|
|
|
|
|
|
|||
|
Investments at Contract Value |
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|||
|
Investment contracts |
|
— |
|
$ |
4,929,137 |
|
4,929,137 |
|
||
|
Total |
|
$ |
13,999,414 |
|
$ |
4,929,137 |
|
$ |
18,928,551 |
|
18
Net Appreciation in Fair Value of Investments (including gains and losses on investments bought and sold, as well as held during the year):
|
(Dollars in thousands) |
|
2003 |
|
|
|
|
|
|
|
|
|
Investments at fair value as determined by quoted market price: |
|
|
|
|
|
|
|
|
|
|
|
Mutual Funds |
|
$ |
35,684 |
|
|
Commingled Funds |
|
1,775,041 |
|
|
|
IBM Common Stock |
|
479,126 |
|
|
|
Equities |
|
1,000,193 |
|
|
|
Fixed Income |
|
45,847 |
|
|
|
Cash and Cash Equivalents |
|
284 |
|
|
|
Total |
|
$ |
3,336,175 |
|
Investments
The investments that represent 5% or more of the Plan’s net assets available for benefits at December 31, 2003 and 2002 are as follows:
|
(Dollars in thousands) |
|
2003 |
|
2002 |
|
|
|
|
|
|
|
|
|
Large Company Index Fund |
|
4,696,399 |
|
3,670,955 |
|
|
IBM Stock |
|
2,730,762 |
|
2,539,347 |
|
|
Total Stock Market Index Fund |
|
1,574,802 |
|
811,079 |
|
NOTE 8 - RELATED-PARTY TRANSACTIONS
At December 31, 2003, a significant portion of the Plan’s assets were invested in State Street Global Advisors funds. State Street Global Advisors’ parent company, State Street Bank and Trust Corporation also acts as the trustee for the Plan and, therefore, these investments qualify as party-in-interest transactions.
At December 31, 2003, the Plan held 29,464,414 shares of IBM common stock valued at $2,730,761,890. At December 31, 2002, the Plan held 32,765,774 shares of IBM common stock valued at $2,539,347,485.
19
NOTE 9 - SUBSEQUENT EVENTS
Effective July 1, 2004, two new funds are available as investment options - a Real Estate Investment Trust Index Fund and a High Yield and Emerging Market Bond Fund (refer to note 3 for fund descriptions), as well as an after-tax savings feature as a convenient way to save and to defer taxes on investment earnings.
20
IBM SAVINGS PLAN
SCHEDULE OF ASSETS HELD AT END OF YEAR
AT DECEMBER 31, 2003
|
(Dollars in thousands) |
|
Shares |
|
Current |
|
|
|
|
|
|
|
|
|
|
|
IBM Stock Fund |
|
|
|
|
|
|
|
Common Stock |
|
29,464,414 |
|
$ |
2,730,762 |
|
|
Cash and Cash Equivalents |
|
|
|
2,567 |
|
|
|
|
|
|
|
|
|
|
|
Short-Term Investments (commercial paper, time deposits, etc) |
|
|
|
1,628,363 |
|
|
|
|
|
|
|
|
|
|
|
Mutual Funds |
|
|
|
|
|
|
|
Vanguard European Stock Index |
|
|
|
109,339 |
|
|
|
Vanguard Pacific Stock Index |
|
|
|
102,332 |
|
|
|
|
|
|
|
|
|
|
|
Commingled Trust Funds |
|
|
|
|
|
|
|
Large Company Index |
|
|
|
4,696,399 |
|
|
|
Total Stock Market Index |
|
|
|
1,574,802 |
|
|
|
Money Market |
|
|
|
959,213 |
|
|
|
Inflation-Protected Bond |
|
|
|
784,913 |
|
|
|
Total Bond Market |
|
|
|
697,831 |
|
|
|
Small-Cap Value Index |
|
|
|
486,343 |
|
|
|
Large-Cap Value Index |
|
|
|
241,834 |
|
|
|
Small-Cap Growth Index |
|
|
|
222,451 |
|
|
|
Large-Cap Growth Index |
|
|
|
224,226 |
|
|
|
Real Estate Investment Trust |
|
|
|
182,813 |
|
|
|
Long-Term Corporate Bond |
|
|
|
158,262 |
|
|
|
|
|
|
|
|
|
|
|
Separately-Managed Funds — IBM |
|
|
|
|
|
|
|
Small/Mid-Cap Stock Index (refer to Exhibit A — list of investments) |
|
|
|
2,629,441 |
|
|
|
Total International Stock Market Index (refer to Exhibit B — list of investments) |
|
|
|
1,141,498 |
|
|
|
Equity Income (refer to Exhibit C — list of investments) |
|
|
|
81,315 |
|
|
|
|
|
|
|
|
|
|
|
Short-Term Investment Fund — State Street |
|
|
|
|
|
|
|
Cash and Cash Equivalents |
|
|
|
119,982 |
|
|
21
|
(DOLLARS IN THOUSANDS) |
|
Rate of Interest |
|
Contract Value |
|
|
Stable Value Fund — Investment Contracts |
|
|
|
|
|
|
Synthetic GIC Global Wrapper |
|
5.02 |
% |
5,108,609 |
|
|
|
|
|
|
|
|
|
Loans to Participants |
|
|
|
281,679 |
|
22
EXHIBIT A — Small/Mid-Cap Stock Index
|
Security Name |
|
Market Value |
|
|
|
AAON INC |
|
$ |
206,717 |
|
|
AAR CORP |
|
548,665 |
|
|
|
ABC BANCORP |
|
138,939 |
|
|
|
A C MOORE ARTS + CRAFTS INC |
|
227,268 |
|
|
|
ABM INDS INC |
|
748,630 |
|
|
|
AGCO CORP |
|
1,689,746 |
|
|
|
AGL RES INC |
|
2,176,680 |
|
|
|
AK STL HLDG CORP |
|
508,608 |
|
|
|
AMB PPTY CORP |
|
2,955,912 |
|
|
|
AMC ENTMT INC |
|
576,459 |
|
|
|
AMLI RESIDENTIAL PPTYS TR |
|
557,252 |
|
|
|
AMN HEALTHCARE SVCS INC |
|
397,940 |
|
|
|
AMR CORP DEL |
|
2,395,750 |
|
|
|
APAC TELESERVICES INC |
|
82,420 |
|
|
|
A S V INC |
|
369,864 |
|
|
|
ATMI INC |
|
765,934 |
|
|
|
AVI BIOPHARMA INC |
|
48,026 |
|
|
|
AVX CORP NEW |
|
1,030,440 |
|
|
|
AAIPHARMA INC |
|
535,056 |
|
|
|
AARON RENTS INC |
|
522,374 |
|
|
|
ABERCROMBIE AND FITCH CO |
|
2,718,841 |
|
|
|
ABGENIX INC |
|
1,315,465 |
|
|
|
ABLE LABORATORIES INC |
|
341,523 |
|
|
|
ACADIA RLTY TR |
|
247,500 |
|
|
|
ACCREDITED HOME LENDERS HLDG |
|
327,420 |
|
|
|
ACCREDO HEALTH INC |
|
1,772,436 |
|
|
|
ACETO CORP |
|
252,846 |
|
|
|
ACLARA BIOSCIENCES INC |
|
134,663 |
|
|
|
ACME COMMUNICATIONS INC |
|
140,640 |
|
|
|
ACTIVISION INC NEW |
|
2,005,640 |
|
|
|
ACTION PERFORMANCE COS INC |
|
372,400 |
|
|
|
ACTEL CORP |
|
595,270 |
|
|
|
ACTIVCARD CORP |
|
306,532 |
|
|
|
ACTUANT CORP |
|
959,300 |
|
|
|
ACUITY BRANDS INC |
|
1,266,780 |
|
|
|
ACXIOM CORP |
|
1,442,889 |
|
|
|
ADAPTEC INC |
|
1,113,463 |
|
|
|
ADMINISTAFF INC |
|
484,902 |
|
|
|
ADOLOR CORP |
|
945,785 |
|
|
|
ADTRAN INC |
|
1,506,600 |
|
|
|
ADVANCE AUTO PARTS |
|
2,303,620 |
|
|
|
ADVANCED DIGITAL INFORMATION |
|
1,064,000 |
|
|
|
ADVANCED MARKETING SVCS INC |
|
177,270 |
|
|
|
ADVANCED FIBRE COMMUNICATIONS |
|
2,037,165 |
|
|
|
ADVANCED NEUROMODULATION SYS |
|
1,006,962 |
|
|
|
ADVO INC |
|
1,138,596 |
|
|
|
ADVISORY BRD CO |
|
432,884 |
|
|
|
ADVANCED MED OPTICS INC |
|
705,612 |
|
|
AEROFLEX INC |
|
762,188 |
|
|
AEROPOSTALE |
|
630,660 |
|
|
ADVANCEPCS |
|
4,586,686 |
|
|
ADVANTA CORP |
|
307,824 |
|
|
ADVANCED ENERGY INDS INC |
|
536,630 |
|
|
ADVENT SOFTWARE INC |
|
637,903 |
|
|
AETHER SYSTEMS INC |
|
252,225 |
|
|
AFFILIATED COMPUTER SVCS INC |
|
7,312,889 |
|
|
AFFILIATED MANAGERS GROUP INC |
|
1,746,709 |
|
|
AFFYMETRIX INC |
|
1,685,785 |
|
|
AFTERMARKET TECHNOLOGY CORP |
|
282,632 |
|
|
AGERE SYS INC |
|
5,733,010 |
|
|
AGILE SOFTWARE CORP DEL |
|
470,250 |
|
|
AGILYSYS INC |
|
425,707 |
|
|
AIRGAS INC |
|
1,550,856 |
|
|
AIRTRAN HOLDINGS INC |
|
1,101,940 |
|
|
AKAMAI TECHNOLOGIES INC |
|
1,392,641 |
|
|
AKSYS LTD |
|
302,869 |
|
|
ALABAMA NATL BANCORPORATION DE |
|
655,824 |
|
|
ALAMO GROUP INC |
|
67,144 |
|
|
ALARIS MEDICAL SYSTEMS INC |
|
316,368 |
|
|
ALASKA AIR GROUP INC |
|
769,578 |
|
|
ALBANY INTL CORP |
|
1,117,344 |
|
|
ALBANY MOLECULAR RESH INC |
|
515,186 |
|
|
ALBEMARLE CORP |
|
1,126,872 |
|
|
ALDERWOODS GROUP INC |
|
373,032 |
|
|
ALEXANDER + BALDWIN INC |
|
1,671,024 |
|
|
ALEXANDERS INC |
|
249,320 |
|
|
ALEXANDRIA REAL ESTATE EQUIT |
|
1,360,650 |
|
|
ALEXION PHARMACEUTICALS INC |
|
335,294 |
|
|
ALFA CORP |
|
546,550 |
|
|
ALICO INC |
|
114,708 |
|
|
ALIGN TECHNOLOGY INC |
|
837,564 |
|
|
ALKERMES INC |
|
1,092,150 |
|
|
ALLEGHANY CORP DEL |
|
819,913 |
|
|
ALLEGIANT BANCORP INC |
|
434,775 |
|
|
ALLETE INC |
|
3,170,160 |
|
|
ALLIANCE DATA SYSTEMS CORP |
|
561,904 |
|
|
ALLIANCE GAMING CORP |
|
1,515,975 |
|
|
ALLIANCE IMAGING INC DEL |
|
39,590 |
|
|
ALLIANCE SEMICONDUCTOR CORP |
|
252,405 |
|
|
ALLIANT ENERGY CORP |
|
3,284,310 |
|
|
ALLIANT TECHSYSTEMS INC |
|
2,676,252 |
|
|
ALLIED CAP CORP NEW |
|
4,202,966 |
|
|
ALLMERICA FINL CORP |
|
1,984,665 |
|
|
ALLOY INC |
|
165,678 |
|
|
ALLSCRIPTS HEATHCARE SOLUT |
|
158,536 |
|
|
ALPHARMA INC |
|
905,505 |
|
|
ALTEON INC |
|
69,394 |
|
|
ALTIRIS INC |
|
474,240 |
|
|
AMAZON COM INC |
|
13,975,920 |
|
|
AMBASSADORS GROUP INC |
|
70,470 |
|
|
AMBASSADORS INTL INC |
|
101,250 |
|
|
AMCOL INTL CORP |
|
611,030 |
|
|
AMERICA WEST HLDG CORP |
|
500,960 |
|
|
AMCORE FINL INC |
|
832,216 |
|
|
AMERICAN AXLE + MFG HLDGS INC |
|
1,402,574 |
|
|
AMERICAN CAP STRATEGIES LTD |
|
2,301,102 |
|
|
AMERICAN EAGLE OUTFITTERS INC |
|
1,066,000 |
|
|
AMERICAN FINL GROUP INC OHIO |
|
1,095,444 |
|
|
AMERICAN HEALTHWAYS INC |
|
797,258 |
|
|
AMERICAN HOME MTG INVT CORP |
|
459,848 |
|
|
AMERICAN ITALIAN PASTA CO |
|
819,145 |
|
|
AMERICAN LD LEASE INC |
|
49,875 |
|
|
AMERICAN MGMT SYS INC |
|
750,486 |
|
|
AMERICAN MED SYS HLDGS |
|
579,880 |
|
|
AMERICAN MED SEC GROUP INC |
|
351,994 |
|
|
AMERICAN MTG ACCEP CO |
|
94,540 |
|
|
AMERICAN NATL BANKSHARES INC |
|
135,048 |
|
|
AMERICAN NATL INS CO |
|
1,037,751 |
|
|
AMERICAN PHARMACEUTICAL PART |
|
756,000 |
|
|
AMERICAN PHYSICIANS CAP INC |
|
150,880 |
|
|
AMERICAN STS WTR CO |
|
450,000 |
|
|
AMERICAN TOWER CORP |
|
2,746,116 |
|
|
AMERICAN WOODMARK CORP |
|
352,320 |
|
|
AMERICANWEST BANCORPORATION |
|
291,840 |
|
|
AMERICREDIT CORP |
|
2,848,284 |
|
|
AMERICAS CAR MART INC |
|
185,748 |
|
|
AMERISTAR CASINOS INC |
|
254,488 |
|
|
AMERON INTL CORP |
|
305,272 |
|
|
AMERUS GROUP CO |
|
1,650,584 |
|
|
AMERIGROUP CORP |
|
1,211,260 |
|
|
AMERITRADE HLDG CORP NEW |
|
3,842,517 |
|
|
AMETEK INC NEW |
|
1,727,708 |
|
|
AMKOR TECHNOLOGY INC |
|
2,028,594 |
|
|
AMPHENOL CORP NEW |
|
1,444,818 |
|
|
AMSURG CORP |
|
932,094 |
|
|
AMYLIN PHARMACEUTICALS INC |
|
2,493,084 |
|
|
ANALOGIC CORP |
|
340,300 |
|
|
ANAREN INC |
|
328,996 |
|
|
ANCHOR BANCORP WIS INC |
|
554,274 |
|
|
ANDRX CORP DEL |
|
2,039,073 |
|
|
ANGELICA CORP |
|
182,600 |
|
|
ANIXTER INTL INC |
|
984,734 |
|
|
ANNALY MTG MGMT INC |
|
2,086,560 |
|
|
ANNTAYLOR STORES CORP |
|
2,051,400 |
|
|
ANSOFT CORP |
|
68,333 |
|
|
ANSYS INC |
|
631,230 |
|
|
ANTEON INTERNATIONAL CORP |
|
832,755 |
|
|
ANTHRACITE CAP INC |
|
555,714 |
|
|
ANTIGENICS INC DEL |
|
313,564 |
|
|
ANWORTH MTG ASSET CORP 1 |
|
657,496 |
|
|
APOGEE ENTERPRISES INC |
|
330,285 |
|
|
APHTON CORP |
|
210,300 |
|
|
APOLLO GROUP INC |
|
1,286,647 |
|
|
APOGENT TECHNOLOGIES INC |
|
2,459,405 |
|
|
APPLEBEES INTL INC |
|
2,598,692 |
|
|
APRIA HEALTHCARE GROUP INC |
|
1,890,408 |
|
|
APPLERA CORP CELERA GENOMICS |
|
1,134,138 |
|
|
APPLICA INC |
|
223,440 |
|
|
APPLIED FILMS CORP |
|
505,206 |
|
|
APPLIED INDL TECHNOLOGIES INC |
|
474,814 |
|
|
APPLIED SIGNAL TECHNOLOGY INC |
|
161,070 |
|
|
APTARGROUP INC |
|
1,626,300 |
|
|
AQUANTIVE INC |
|
500,200 |
|
|
AQUILA INC DEL NEW |
|
723,989 |
|
|
ARAMARK CORP |
|
2,316,990 |
|
|
ARBITRON INC |
|
1,516,939 |
|
|
ARCH CHEMICALS INC |
|
561,954 |
|
|
ARCH COAL INC |
|
1,763,380 |
|
|
ARCHSTONE SMITH TR |
|
6,147,262 |
|
|
ARCTIC CAT INC |
|
466,830 |
|
|
ARDEN GROUP INC |
|
116,250 |
|
|
ARDEN RLTY INC |
|
2,105,596 |
|
|
ARENA PHARMACEUTICALS INC |
|
102,920 |
|
|
ARGONAUT GROUP INC |
|
405,594 |
|
|
ARGOSY GAMING CORP |
|
706,928 |
|
|
ARIAD PHARMACEUTICALS INC |
|
324,075 |
|
|
ARIBA INC |
|
953,400 |
|
|
ARKANSAS BEST CORP |
|
769,055 |
|
|
ARMOR HLDGS INC |
|
620,916 |
|
|
ARRIS GROUP INC |
|
579,924 |
|
|
ARROW ELECTRS INC |
|
2,627,547 |
|
|
ARROW FINL CORP |
|
218,189 |
|
|
ARROW INTERNATIONAL INC |
|
731,914 |
|
|
ARTISAN COMPONENTS INC |
|
479,700 |
|
|
ARTESYN TECHNOLOGIES INC |
|
305,016 |
|
|
ARTHROCARE CORP |
|
617,400 |
|
|
ARVINMERITOR INC |
|
1,850,293 |
|
|
ASBURY AUTOMOTIVE GROUP INC |
|
309,843 |
|
|
ASCENTIAL SOFTWARE CORP |
|
1,767,130 |
|
|
ASK JEEVES INC |
|
809,964 |
|
|
ASIAINFO HLDGS INC |
|
197,728 |
|
|
ASPECT MED SYS INC |
|
104,972 |
|
|
ASPECT COMMUNICATIONS INC |
|
658,768 |
|
|
ASPEN TECHNOLOGY INC |
|
370,694 |
|
|
ASSOCIATED BANC CORP |
|
3,495,338 |
|
|
ASSOCIATED ESTATES RLTY CORP |
|
173,978 |
|
|
ASTEC INDS INC |
|
258,897 |
|
|
ASTORIA FINL CORP |
|
3,459,600 |
|
|
AT RD INC |
|
445,550 |
|
|
ASYST TECHNOLOGIES INC |
|
994,155 |
|
|
ATARI INC |
|
59,304 |
|
|
ATHEROGENICS INC |
|
587,535 |
|
|
ATLANTIC COAST AIRLINES HLDGS |
|
471,240 |
|
|
ATMEL CORP |
|
2,936,967 |
|
|
ATMOS ENERGY CORP |
|
1,450,710 |
|
|
ATRIX LABS INC |
|
548,112 |
|
|
ATWOOD OCEANICS INC |
|
252,326 |
|
|
AUDIOVOX CORP |
|
265,788 |
|
|
AUTOBYTEL INC |
|
342,316 |
|
|
AUTOLIV |
|
4,341,045 |
|
|
AVALONBAY CMNTYS INC |
|
3,484,620 |
|
|
AVANEX CORP |
|
414,170 |
|
|
AVANT IMMUNOTHERAPEUTICS INC |
|
230,160 |
|
|
AVATAR HLDGS INC |
|
162,536 |
|
|
AVIALL INC |
|
561,462 |
|
|
AVID TECHNOLOGY INC |
|
1,713,600 |
|
|
AVISTA CORP |
|
1,049,148 |
|
|
AVNET INC |
|
3,094,846 |
|
|
AVOCENT CORP |
|
1,843,347 |
|
|
AXCELIS TECHNOLOGIES INC |
|
1,143,618 |
|
|
AZTAR CORP |
|
914,175 |
|
|
BEI TECHNOLOGIES INC |
|
240,000 |
|
|
BHA GROUP HLDGS INC |
|
178,565 |
|
|
BISYS GROUP INC |
|
1,976,064 |
|
|
BJS WHSL CLUB INC |
|
1,918,308 |
|
|
BOK FINL CORP |
|
814,011 |
|
|
BRT REALTY TRUST |
|
69,240 |
|
|
BRE PPTYS INC |
|
1,983,960 |
|
|
BSB BANCORP INC |
|
470,050 |
|
|
BALDOR ELEC CO |
|
806,605 |
|
|
BALDWIN + LYONS INC |
|
259,555 |
|
|
BALLY TOTAL FITNESS HLDG CORP |
|
217,700 |
|
|
BANCFIRST CORP |
|
316,991 |
|
|
BANCORPSOUTH INC |
|
2,169,431 |
|
|
BANCTRUST FINL GROUP INC |
|
111,083 |
|
|
BANDAG INC |
|
576,800 |
|
|
BANK GRANITE CORP |
|
323,433 |
|
|
BANK HAWAII CORP |
|
2,903,360 |
|
|
BANK MUTUAL CORP |
|
555,741 |
|
|
BANK OF THE OZARKS INC |
|
288,128 |
|
|
BANKATLANTIC BANCORP INC |
|
1,005,100 |
|
|
BANKNORTH GROUP INC NEW |
|
6,341,398 |
|
|
BANKRATE INC |
|
128,752 |
|
|
BANKUNITED FINL CORP |
|
830,438 |
|
|
BANNER CORP |
|
296,770 |
|
|
BANTA CORP |
|
1,162,350 |
|
|
BARNES + NOBLE INC |
|
1,721,340 |
|
|
BARNES GROUP INC |
|
429,723 |
|
|
BARR LABS INC |
|
4,251,641 |
|
|
BARRA INC |
|
567,840 |
|
|
BASSETT FURNITURE INDS INC |
|
166,650 |
|
|
BAY VIEW CAP CORP DEL |
|
156,102 |
|
|
BEA SYS INC |
|
5,491,458 |
|
|
BEARINGPOINT INC |
|
1,879,767 |
|
|
BEASLEY BROADCAST GROUP INC |
|
106,795 |
|
|
BEAZER HOMES USA INC |
|
1,532,871 |
|
|
BEBE STORES INC |
|
184,529 |
|
|
BECKMAN COULTER INC |
|
3,677,551 |
|
|
BEDFORD PPTY INVS INC |
|
498,162 |
|
|
BEL FUSE INC |
|
401,349 |
|
|
BELDEN INC |
|
539,904 |
|
|
BELO CORP |
|
3,145,740 |
|
|
BENCHMARK ELECTRS INC |
|
1,550,751 |
|
|
BENTLEY PHARMACEUTICALS INC |
|
247,380 |
|
|
BERKLEY W R CORP |
|
2,728,756 |
|
|
BERKSHIRE HILL BANCORP INC |
|
199,100 |
|
|
BERRY PETE CO |
|
346,275 |
|
|
BEVERLY ENTERPRISES INC |
|
940,605 |
|
|
BIG 5 SPORTING GOODS CORP |
|
297,490 |
|
|
BIO RAD LABORATORIES INC |
|
1,159,167 |
|
|
BIOMARIN PHARMACEUTICAL INC |
|
546,938 |
|
|
BIOPURE CORP |
|
95,438 |
|
|
BIOLASE TECHNOLOGY INC |
|
428,280 |
|
|
BIOSITE INC |
|
402,405 |
|
|
BIORELIANCE CORP |
|
258,228 |
|
|
BLACK BOX CORP |
|
1,055,003 |
|
|
BLACK HILLS CORP |
|
1,146,964 |
|
|
BLACKROCK INC |
|
1,194,975 |
|
|
BLAIR CORP |
|
231,230 |
|
|
BLOCKBUSTER INC |
|
791,595 |
|
|
BLUE RHINO CORP |
|
97,230 |
|
|
BLYTH INC |
|
1,179,252 |
|
|
BOB EVANS FARMS INC |
|
1,321,122 |
|
|
BOCA RESORTS INC |
|
433,840 |
|
|
BOMBAY COMPANY INC |
|
337,810 |
|
|
BONE CARE INTL INC |
|
129,948 |
|
|
BORDERS GROUP INC |
|
2,121,856 |
|
|
BORG WARNER INC |
|
2,730,747 |
|
|
BORLAND SOFTWARE CORP |
|
836,780 |
|
|
BOSTON BEER INC |
|
143,306 |
|
|
BOSTON COMMUNICATIONS GROUP |
|
134,705 |
|
|
BOSTON PRIVATE FINL HLDGS INC |
|
635,904 |
|
|
BOSTON PPTYS INC |
|
4,033,503 |
|
|
BOWATER INC |
|
2,831,857 |
|
|
BOWNE + CO INC |
|
595,284 |
|
|
BOYD GAMING CORP |
|
568,128 |
|
|
BOYDS COLLECTION LTD |
|
65,450 |
|
|
BOYKIN LODGING CO |
|
214,211 |
|
|
BRADLEY PHARMACEUTICALS INC |
|
302,617 |
|
|
BRADY CORP |
|
863,900 |
|
|
BRANDYWINE RLTY TR |
|
880,733 |
|
|
BRIGGS + STRATTON CORP |
|
1,711,960 |
|
|
BRIGHT HORIZONS FAMILY SOLUT |
|
558,600 |
|
|
BRINKER INTL INC |
|
3,889,668 |
|
|
BRINKS CO |
|
1,492,984 |
|
|
BROADVISION INC |
|
164,862 |
|
|
BROCADE COMMUNICATIONS SYS INC |
|
1,812,608 |
|
|
BROOKFIELD HOMES CORP |
|
538,593 |
|
|
BROOKLINE BANCORP INC DEL |
|
1,089,401 |
|
|
BROOKS AUTOMATION INC NEW |
|
1,116,485 |
|
|
BROOKSTONE INC |
|
306,864 |
|
|
BROWN + BROWN INC |
|
1,954,970 |
|
|
BROWN TOM INC |
|
1,370,625 |
|
|
BROWN SHOE INC NEW |
|
807,909 |
|
|
BRUKER BIOSCIENCES CORP |
|
69,192 |
|
|
BRUSH ENGINEERED MATLS INC |
|
192,906 |
|
|
BRYN MAWR BK CORP |
|
166,532 |
|
|
BUCKEYE TECHNOLOGIES INC |
|
259,793 |
|
|
BUCKLE INC |
|
210,425 |
|
|
BUILDING MATLS HLDS CORP |
|
234,503 |
|
|
BURLINGTON COAT FACTORY WHSE |
|
414,736 |
|
|
C+D TECHNOLOGIES |
|
613,440 |
|
|
C + F FINL CORP |
|
202,470 |
|
|
CB BANCSHARES INC |
|
309,870 |
|
|
CBL + ASSOC PPTYS INC |
|
1,446,400 |
|
|
CCC INFORMATION SVCS GROUP INC |
|
206,180 |
|
|
CBRL GROUP INC |
|
2,203,776 |
|
|
CCBT FINL COS INC |
|
335,520 |
|
|
C COR NET CORPORATION |
|
415,149 |
|
|
C D I CORP |
|
430,990 |
|
|
CDW CORP |
|
4,106,736 |
|
|
CEC ENTMT INC |
|
1,457,243 |
|
|
CFS BANCORP INC |
|
154,336 |
|
|
CH ENERGY GROUP INC |
|
759,780 |
|
|
C H ROBINSON WORLDWIDE |
|
3,195,813 |
|
|
CIT GROUP INC NEW |
|
8,588,455 |
|
|
CKE RESTAURANTS INC |
|
361,674 |
|
|
CLECO CORP NEW |
|
976,314 |
|
|
CMG INFORMATION SVCS INC |
|
729,800 |
|
|
CPI CORP |
|
173,806 |
|
|
CSS INDS INC |
|
209,318 |
|
|
CSK AUTO CORP |
|
752,677 |
|
|
CNA FINL CORP |
|
597,680 |
|
|
CNB FINL CORP PA |
|
122,032 |
|
|
CNA SURETY CORP |
|
189,249 |
|
|
CNF INC |
|
2,000,100 |
|
|
CNET NETWORKS INC |
|
970,541 |
|
|
CSG SYS INTL INC |
|
814,348 |
|
|
CT COMMUNICATIONS INC |
|
321,300 |
|
|
CTS CORP |
|
422,970 |
|
|
CUNO INC |
|
742,995 |
|
|
CVB FINL CORP |
|
827,881 |
|
|
CV THERAPEUTICS INC |
|
473,518 |
|
|
CABLEVISION NY GROUP CLASS A |
|
2,333,737 |
|
|
CABLE DESIGN TECHNOLOGIES CORP |
|
471,076 |
|
|
CABOT CORP |
|
2,324,320 |
|
|
CABOT OIL + GAS CORP |
|
997,900 |
|
|
CABOT MICROELECTRONICS CORP |
|
1,090,495 |
|
|
CACI INTL INC |
|
1,740,596 |
|
|
CADENCE DESIGN SYS INC |
|
5,726,954 |
|
|
CAL DIVE INTL INC |
|
983,688 |
|
|
CALGON CARBON CORP |
|
276,966 |
|
|
CALIFORNIA PIZZA KITCHEN INC |
|
334,158 |
|
|
CALIFORNIA WATER SERVICE GRP |
|
509,640 |
|
|
CALLAWAY GOLF CO |
|
1,355,583 |
|
|
CAMBREX CORP |
|
679,494 |
|
|
CAMCO FINL CORP |
|
149,038 |
|
|
CAMDEN NATL CORP |
|
227,700 |
|
|
CAMDEN PPTY TR |
|
1,838,450 |
|
|
CANDELA CORP |
|
205,434 |
|
|
CANTEL MED CORP |
|
79,331 |
|
|
CAPITAL CITY BK GROUP INC |
|
511,639 |
|
|
CAPITAL AUTOMOTIVE REIT |
|
921,600 |
|
|
CAPITAL CORP OF THE WEST |
|
309,192 |
|
|
CAPITOL BANCORP LTD |
|
301,040 |
|
|
CAPITOL FED FINL |
|
912,318 |
|
|
CAPSTEAD MORTAGE CORP |
|
160,333 |
|
|
CARBO CERAMICS INC |
|
594,500 |
|
|
CARAUSTAR INDS INC |
|
455,400 |
|
|
CARDIA SCIENCE INC |
|
210,672 |
|
|
CARDIODYNAMICS INTL CORP |
|
247,158 |
|
|
CAREER ED CORP |
|
4,596,029 |
|
|
CAREMARK RX INC |
|
7,930,823 |
|
|
CARLISLE COS INC |
|
2,218,347 |
|
|
CARMAX INC |
|
3,844,599 |
|
|
CARMIKE CINEMAS INC |
|
104,550 |
|
|
CARPENTER TECHNOLOGY CORP |
|
736,293 |
|
|
CARRAMERICA RLTY CORP |
|
1,879,118 |
|
|
CASCADE BANCORP |
|
254,232 |
|
|
CASCADE CORP |
|
274,290 |
|
|
CASCADE NAT GAS CORP |
|
261,516 |
|
|
CASELLA WASTE SYS INC |
|
310,763 |
|
|
CASEYS GEN STORES INC |
|
958,938 |
|
|
CASH AMER INTL INC |
|
766,716 |
|
|
CASUAL MALE RETAIL GROUP INC |
|
282,458 |
|
|
CATALINA MARKETING CORP |
|
917,280 |
|
|
CATAPULT COMMUNICATIONS CORP |
|
47,850 |
|
|
CATELLUS DEV CORP NEW |
|
2,888,209 |
|
|
CATHAY GENERAL BANCORP |
|
1,394,283 |
|
|
CATO CORP NEW |
|
407,950 |
|
|
CAVALRY BANCORP INC |
|
173,943 |
|
|
CELL GENESYS INC |
|
539,598 |
|
|
CELL THERAPEUTICS INC |
|
351,480 |
|
|
CELGENE CORP |
|
4,367,840 |
|
|
CENTENNIAL COMMUNICATIONS CORP |
|
65,224 |
|
|
CENTENE CORP DEL |
|
621,822 |
|
|
CENTER BANCORP INC |
|
129,756 |
|
|
CENTER FINL CORP CA |
|
200,342 |
|
|
CENTERPOINT PPTYS TR |
|
2,127,160 |
|
|
CENTILLIUM COMMUNICATIONS INC |
|
158,203 |
|
|
CENTEX CONSTR PRODS INC |
|
470,106 |
|
|
CENTRAL COAST BANCORP |
|
188,057 |
|
|
CENTRAL EUROPEAN DISTR CORP |
|
341,280 |
|
|
CENTRAL GARDEN + PET CO |
|
496,131 |
|
|
CENTRAL PAC FINL CORP |
|
477,636 |
|
|
CENTRAL PKG CORP |
|
341,897 |
|
|
CENTRAL VT PUBLIC SERVICE |
|
284,350 |
|
|
CENTURY ALUM CO |
|
281,348 |
|
|
CENTURY BANCORP INC MASS |
|
166,662 |
|
|
CENTURYBUSINESS SVCS INC |
|
424,203 |
|
|
CEPHALON INC |
|
2,950,009 |
|
|
CEPHEID |
|
369,788 |
|
|
CERADYNE INC CALIF |
|
292,916 |
|
|
CERIDIAN CORP NEW |
|
3,231,042 |
|
|
CERNER CORP |
|
1,313,395 |
|
|
CERTEGY INC |
|
2,132,000 |
|
|
CERUS CORP |
|
63,106 |
|
|
CEVA INC |
|
106,080 |
|
|
CHAMPION ENTERPRISES INC |
|
420,000 |
|
|
CHARLES RIV ASSOCS INC |
|
332,696 |
|
|
CHARLES RIV LABORATORIES INTL |
|
1,881,284 |
|
|
CHARTERMAC |
|
1,067,065 |
|
|
CHARLOTTE RUSSE HLDG INC |
|
234,234 |
|
|
CHARMING SHOPPES INC |
|
644,220 |
|
|
CHARTER COMMUNICATIONS INC DEL |
|
1,302,480 |
|
|
CHARTER FINL CORP WEST PT GA |
|
223,620 |
|
|
CHATTEM INC |
|
313,250 |
|
|
CHECKFREE CORP NEW |
|
2,137,345 |
|
|
CHECKPOINT SYS INC |
|
737,490 |
|
|
CHEESECAKE FACTORY |
|
2,478,889 |
|
|
CHELSEA PPTY GROUP INC |
|
2,353,980 |
|
|
CHEMICAL FINL CORP |
|
1,013,935 |
|
|
CHEROKEE INC DEL NEW |
|
175,098 |
|
|
CHESAPEAKE CORP |
|
413,088 |
|
|
CHESAPEAKE ENERGY CORP |
|
3,056,858 |
|
|
CHESAPEAKE UTILS CORP |
|
122,435 |
|
|
CHICAGO MERCHANTILE EXCHANGE |
|
383,508 |
|
|
CHICAGO PIZZA + BREWERY INC |
|
250,656 |
|
|
CHICOS FAS INC |
|
3,805,850 |
|
|
CHILDRENS PL RETAIL STORES INC |
|
441,045 |
|
|
CHIPPAC INC |
|
462,231 |
|
|
CHOICE HOTELS INC |
|
814,275 |
|
|
CHIQUITA BRANDS INTL INC |
|
1,018,356 |
|
|
CHITTENDEN CORP |
|
1,310,278 |
|
|
CHOICEPOINT INC |
|
3,770,872 |
|
|
CHOLESTECH CORP |
|
89,271 |
|
|
CHRISTOPHER + BANKS CORP |
|
788,524 |
|
|
CHRONIMED INC |
|
166,208 |
|
|
CHURCH + DWIGHT INC |
|
1,671,120 |
|
|
CHURCHILL DOWNS INC |
|
213,586 |
|
|
CIBER INC |
|
638,242 |
|
|
CIMA LABS INC |
|
521,920 |
|
|
CIMAREX ENERGY CO |
|
1,342,160 |
|
|
CINCINNATI BELL INC NEW |
|
1,166,712 |
|
|
CIPHERGEN BIOSYSTEMS INC |
|
259,644 |
|
|
CIRCOR INTL INC |
|
426,570 |
|
|
CIRRUS LOGIC INC |
|
631,241 |
|
|
CITIZENS BKG CORP MICH |
|
1,697,579 |
|
|
CITIZENS FIRST BANCORP INC |
|
193,800 |
|
|
CITIZENS INC AMER |
|
277,280 |
|
|
CITIZENS SOUTH BKG CORP DEL |
|
185,535 |
|
|
CITY BK LYNNWOOD WASH |
|
315,250 |
|
|
CITY HLDG CO |
|
703,500 |
|
|
CITY NATL CORP |
|
3,050,092 |
|
|
CLAIRE S STORES INC |
|
1,804,872 |
|
|
CLARCOR INC |
|
1,278,900 |
|
|
CLARK INC |
|
296,296 |
|
|
CLEVELAND CLIFFS INC |
|
570,640 |
|
|
CLOSURE MED CORP |
|
237,510 |
|
|
COACH INC |
|
8,203,075 |
|
|
COACHMEN INDS INC |
|
304,248 |
|
|
COASTAL BANCORP INC |
|
221,994 |
|
|
COASTAL FINL CORP DEL |
|
181,851 |
|
|
COBIZ INC |
|
106,836 |
|
|
COCA COLA BOTTLING CO CONS |
|
181,866 |
|
|
COEUR D ALENE MINES CORP IDAHO |
|
1,506,846 |
|
|
COGNEX CORP |
|
1,101,360 |
|
|
COGNIZANT TECHNOLOGY SOLUTIONS |
|
3,359,104 |
|
|
COHERENT INC |
|
837,760 |
|
|
COHU INC |
|
473,005 |
|
|
COINSTAR INC |
|
480,396 |
|
|
COLDWATER CREEK INC |
|
198,000 |
|
|
COLE NATL CORP |
|
318,000 |
|
|
COLE KENNETH PRODTNS INC |
|
261,660 |
|
|
COLLAGENEX PHARMACEUTICALS INC |
|
150,214 |
|
|
COLLINS + AIKMAN CORP NEW |
|
80,105 |
|
|
COLONIAL BANCGROUPINC |
|
2,555,393 |
|
|
COLONIAL PPTYS TR |
|
792,000 |
|
|
COLUMBIA BANCORP |
|
249,210 |
|
|
COLUMBIA BANKCORP ORE |
|
104,363 |
|
|
COLUMBIA BKY SYS INC |
|
338,871 |
|
|
COLUMBIA LABS INC |
|
264,600 |
|
|
COLUMBIA SPORTSWEAR CO |
|
869,275 |
|
|
COMMERCE BANCORP INC N J |
|
4,213,346 |
|
|
COMMERCE BANCSHARES INC |
|
3,689,132 |
|
|
COMMERCE GROUP INC MASS |
|
1,097,310 |
|
|
COMMERCIAL BANKSHARES INC |
|
93,163 |
|
|
COMMERCIAL CAP BANCORP INC |
|
292,247 |
|
|
COMMERCIAL FED CORP |
|
1,410,288 |
|
|
COMMERCIAL METALS CO |
|
912,000 |
|
|
COMMERCIAL NET LEASE RLTY INC |
|
933,468 |
|
|
COMMONWEALTH TEL ENTERPRISES |
|
943,750 |
|
|
COMMSCOPE INC |
|
1,010,827 |
|
|
COMMUNITY BK NORTHN VA |
|
67,683 |
|
|
COMMUNITY BK SYS INC |
|
651,700 |
|
|
COMMUNITY BKS INC MILLERSBURG |
|
318,018 |
|
|
COMMUNITY HEALTH SYS INC NEW |
|
1,626,696 |
|
|
COMMUNITY FIRST BANKSHARES INC |
|
1,335,581 |
|
|
COMMUNITY TR BANCORP INC |
|
523,215 |
|
|
COMPASS BANCSHARES INC |
|
6,010,499 |
|
|
COMPUCOM SYS INC |
|
154,842 |
|
|
COMPUCREDIT CORP |
|
493,696 |
|
|
COMPUTER NETWORK TECHNOLOGY |
|
353,171 |
|
|
COMPUTER PROGRAMS + SYS INC |
|
68,408 |
|
|
COMSTOCK RES INC |
|
625,320 |
|
|
COMTECH TELECOMMUNICATIONS |
|
487,903 |
|
|
COMPUTER HORIZONS CORP |
|
165,846 |
|
|
CONCEPTUS INC |
|
224,082 |
|
|
CONCORD CAMERA CORP |
|
299,238 |
|
|
CONCORD COMMUNICATIONS INC |
|
393,409 |
|
|
CONCUR TECHNOLOGIES INC |
|
245,872 |
|
|
CONCURRENT COMPUTER CORP |
|
318,136 |
|
|
CONEXANT SYS INC |
|
1,609,783 |
|
|
CONMED CORP |
|
780,402 |
|
|
CONNECTICUT BANCSHARES INC |
|
644,250 |
|
|
CONNECTICUT WTR SVC INC |
|
236,408 |
|
|
CONNETICS CORP |
|
635,600 |
|
|
CONSOL ENERGY INC |
|
789,950 |
|
|
CONSOLIDATED GRAPHICS INC |
|
360,012 |
|
|
CONSOLIDATED TOMOKA LD CO |
|
170,040 |
|
|
CONSTELLATION BRANDS INC |
|
3,520,217 |
|
|
CONTINENTAL AIRLS INC |
|
1,337,394 |
|
|
COOPER CAMERON CORP |
|
2,684,160 |
|
|
COOPER COS INC |
|
1,739,097 |
|
|
COPART INC |
|
1,396,725 |
|
|
CORINTHIAN COLLEGES INC |
|
2,883,564 |
|
|
CORIXA CORP |
|
308,119 |
|
|
CORN PRODUCTS INTL INC |
|
1,505,465 |
|
|
CORNELL COMPANIES INC |
|
214,305 |
|
|
CORNERSTONE RLTY INCOME TR INC |
|
607,068 |
|
|
CORPORATE EXECUTIVE BRD CO |
|
2,142,153 |
|
|
CORPORATE OFFICE PPTYS TR |
|
730,800 |
|
|
CORRECTIONAL PPTYS TR |
|
331,200 |
|
|
CORRECTIONS CORP AMER NEW |
|
1,198,232 |
|
|
CORUS BANKSHARES INC |
|
681,696 |
|
|
CORVEL CORP |
|
282,000 |
|
|
CORVIS CORP |
|
720,460 |
|
|
COST PLUS INC CALIF |
|
1,084,450 |
|
|
COSTAR GROUP INC |
|
741,904 |
|
|
COURIER CORP |
|
253,909 |
|
|
COUSINS PPTYS INC |
|
1,303,560 |
|
|
COVANCE INC |
|
1,948,360 |
|
|
COVENANT TRANS INC |
|
112,159 |
|
|
COVENTRY HEALTH CARE INC |
|
3,559,848 |
|
|
COX COMMUNICATIONS INC NEW |
|
9,425,072 |
|
|
COX RADIO INC |
|
1,014,246 |
|
|
CRAWFORD + CO |
|
118,608 |
|
|
CRAY INC |
|
838,092 |
|
|
CREDENCE SYSTEMS CORP |
|
1,038,324 |
|
|
CREDIT ACCEPTANCE CORP |
|
257,040 |
|
|
CREE INC |
|
1,563,796 |
|
|
CRESCENT REAL ESTATE EQUITIES |
|
1,586,238 |
|
|
CRIIMI MAE INC |
|
183,568 |
|
|
CROMPTON CORP |
|
938,754 |
|
|
CROSS CTRY HEALTHCARE INC |
|
514,740 |
|
|
CROWN CASTLE INTL CORP |
|
1,089,764 |
|
|
CROWN HLDGS INC |
|
1,822,872 |
|
|
CROWN MEDIA HLDGS INC |
|
256,370 |
|
|
CRYOLIFE INC |
|
109,242 |
|
|
CTI MOLECULAR IMAGING INC |
|
454,879 |
|
|
CUBIC CORP |
|
379,500 |
|
|
CUBIST PHARMACEUTICALS INC |
|
625,632 |
|
|
CULLEN FROST BANKERS INC |
|
2,559,967 |
|
|
CUMULUS MEDIA INC |
|
1,159,400 |
|
|
CURAGEN CORP |
|
359,537 |
|
|
CURATIVE HEALTH SVCS INC NEW |
|
135,240 |
|
|
CURTISS WRIGHT CORP |
|
900,200 |
|
|
CYBERGUARD CORP |
|
134,619 |
|
|
CYBERONICS INC |
|
728,228 |
|
|
CYMER INC |
|
1,921,504 |
|
|
CYPRESS SEMICONDUCTOR CORP |
|
3,186,912 |
|
|
CYTEC INDS INC |
|
1,781,296 |
|
|
D + E COMMUNICATIONS INC |
|
278,592 |
|
|
D + K HEALTHCARE RES INC |
|
249,504 |
|
|
CYTYC CORP |
|
1,797,056 |
|
|
DHB INDS INC |
|
242,900 |
|
|
DJ ORTHOPEDICS INC |
|
385,920 |
|
|
DPL INC |
|
3,175,201 |
|
|
DRS TECHNOLOGIES INC |
|
733,392 |
|
|
D R HORTON INC |
|
6,190,549 |
|
|
DST SYS INC DEL |
|
4,021,488 |
|
|
DSP GROUP INC |
|
819,539 |
|
|
DADE BEHRING HLDGS INC |
|
1,758,408 |
|
|
DAKTRONICS INC |
|
473,008 |
|
|
DARLING INTL INC |
|
150,696 |
|
|
DATASCOPE CORP |
|
440,955 |
|
|
DATASTREAM SYS INC |
|
164,850 |
|
|
DAVE + BUSTERS INC |
|
167,376 |
|
|
DAVITA INC |
|
2,798,367 |
|
|
DEAN FOODS CO NEW |
|
6,164,111 |
|
|
DEB SHOPS INC |
|
68,800 |
|
|
DECODE GENETICS INC |
|
498,525 |
|
|
DEL LABS INC |
|
84,131 |
|
|
DEL MONTE FOODS CO |
|
2,332,720 |
|
|
DELPHI FINL GROUP INC |
|
1,043,928 |
|
|
DELTA + PINE LD CO |
|
1,148,080 |
|
|
DELTIC TIMBER CORP |
|
307,040 |
|
|
DENBURY RES INC |
|
600,912 |
|
|
DENDRITE INTL INC |
|
534,347 |
|
|
DENDREON CORP |
|
154,752 |
|
|
DENTSPLY INTL INC NEW |
|
4,252,756 |
|
|
DEPARTMENT 56 INC |
|
213,530 |
|
|
DEVELOPERS DIVERSIFIED RLTY |
|
2,997,734 |
|
|
DEVRY INC DEL |
|
1,681,197 |
|
|
DIAGNOSTIC PRODS CORP |
|
1,168,410 |
|
|
DIAL CORP NEW |
|
3,293,979 |
|
|
DIAMOND OFFSHORE DRILLING INC |
|
1,259,314 |
|
|
DICKS SPORTING GOODS INC |
|
739,632 |
|
|
DIEBOLD INC |
|
4,693,424 |
|
|
DIGENE CORP |
|
573,430 |
|
|
DIGIMARC CORP |
|
123,690 |
|
|
DIGITAL INSIGHT CORP |
|
841,620 |
|
|
DIGITAL RIV INC |
|
729,300 |
|
|
DIGITAS INC |
|
121,421 |
|
|
DIGITALTHINK INC |
|
185,556 |
|
|
DIME CMNTY BANCORP INC |
|
738,240 |
|
|
DIMON INC |
|
312,525 |
|
|
DIODES INC |
|
207,100 |
|
|
DIONEX CORP |
|
975,624 |
|
|
DISCOVERY LABORATORIES INC NEW |
|
411,208 |
|
|
DITECH COMMUNICATIONS CORP |
|
704,790 |
|
|
DIVERSA CORP |
|
259,000 |
|
|
DOBSON COMMUNICATIONS CORP |
|
194,472 |
|
|
DOLLAR THRIFTY AUTOMOTIVE GRP |
|
702,974 |
|
|
DOLLAR TREE STORES INC |
|
4,104,843 |
|
|
DOMINION HOMES INC |
|
157,716 |
|
|
DONALDSON CO INC |
|
2,745,024 |
|
|
DONEGA GROUP INC |
|
85,878 |
|
|
DORAL FINL CORP |
|
3,362,769 |
|
|
DOT HILL SYSTEMS CORP |
|
687,810 |
|
|
DOUBLECLICK INC |
|
1,310,858 |
|
|
DOV PHARMACEUTICAL INC |
|
202,050 |
|
|
DOVER DOWNS GAMING + ENTMT INC |
|
156,279 |
|
|
DOVER MOTORSPORTS INC |
|
56,350 |
|
|
DOWNEY FINL CORP |
|
1,237,430 |
|
|
DRESS BARN INC |
|
341,772 |
|
|
DREW INDS INC NEW |
|
233,520 |
|
|
DREXLER TECHNOLOGY CORP |
|
147,636 |
|
|
DRIL QUIP INC |
|
120,620 |
|
|
DRUGSTORE COM INC |
|
224,257 |
|
|
DUANE READE INC |
|
385,776 |
|
|
DUCOMMUN INC DEL |
|
163,155 |
|
|
DUKE RLTY CORP |
|
4,997,200 |
|
|
DUN AND BRADSTREET CORP DEL |
|
4,533,474 |
|
|
DURA AUTOMOTIVE SYS INC |
|
200,489 |
|
|
DUPONT PHOTOMASKS INC |
|
294,508 |
|
|
DUQUESNE LT HLDGS INC |
|
1,645,098 |
|
|
DURATEK INC |
|
119,968 |
|
|
DURECT CORP INC |
|
54,438 |
|
|
DYCOM INDS INC |
|
1,546,173 |
|
|
DYNACQ HEALTHCARE INC |
|
52,224 |
|
|
EGL INC |
|
669,036 |
|
|
E LOAN INC |
|
147,808 |
|
|
EMC INS GROUP INC |
|
65,534 |
|
|
EMS TECHNOLOGIES INC |
|
223,886 |
|
|
ENSCO INTL INC |
|
4,856,311 |
|
|
EPIX MED INC |
|
289,784 |
|
|
E PIPHANY INC |
|
532,459 |
|
|
EPIQ SYS INC |
|
260,376 |
|
|
ESB FINL CORP |
|
71,133 |
|
|
ESS TECHNOLOGY INC |
|
637,875 |
|
|
E TRADE FINL CORP |
|
5,104,402 |
|
|
EARTHLINK INC |
|
1,492,220 |
|
|
EAST WEST BANCORP INC |
|
1,465,464 |
|
|
EASTERN VA BANKSHARES INC |
|
98,025 |
|
|
EASTGROUP PPTYS INC |
|
686,456 |
|
|
EATON VANCE CORP |
|
3,114,400 |
|
|
ECHELON CORP |
|
340,884 |
|
|
ECHOSTAR COMMUNICATIONS CORP N |
|
9,346,600 |
|
|
ECLIPSYS CORP |
|
508,668 |
|
|
ECOLLEGE COM |
|
326,742 |
|
|
EDO CORP |
|
451,095 |
|
|
EDUCATION MGMT CORP |
|
2,340,416 |
|
|
EDWARDS A G INC |
|
3,304,176 |
|
|
EDWARDS LIFESCIENCES CORP |
|
2,202,909 |
|
|
EFUNDS CORP |
|
917,815 |
|
|
EL PASO ELEC CO |
|
784,980 |
|
|
ELECTRO RENT |
|
216,108 |
|
|
ELECTRO SCIENTIFIC INDS INC |
|
797,300 |
|
|
ELECTRONICS BOUTIQUE HLDGS COR |
|
393,708 |
|
|
ELETRONICS FOR IMAGING INC |
|
1,340,030 |
|
|
ELIZABETH ARDEN INC |
|
414,336 |
|
|
ELKCORP |
|
639,465 |
|
|
ELLIS PERRY INTL INC |
|
61,872 |
|
|
EMBARCADERO TECH INC |
|
221,705 |
|
|
EMCOR GROUP INC |
|
636,550 |
|
|
EMERSON RADIO CORP |
|
55,648 |
|
|
EMMIS COMMUNICATIONS CORP |
|
1,422,830 |
|
|
EMPIRE DIST ELEC CO |
|
592,110 |
|
|
EMULEX CORP |
|
2,641,320 |
|
|
ENCORE AQUISITION CO |
|
288,405 |
|
|
ENCORE WIRE CORP |
|
217,833 |
|
|
ENCYSIVE PHARMACEUTICALS INC |
|
544,608 |
|
|
ENDO PHARMACEUTICALS HLDGS |
|
795,438 |
|
|
ENERGY CONVERSION DEVICES INC |
|
154,413 |
|
|
ENERGEN CORP |
|
1,723,260 |
|
|
ENERGY EAST CORP |
|
3,914,266 |
|
|
ENERGIZER HLDGS INC |
|
3,608,802 |
|
|
ENERGY PARTNERS LTD |
|
339,160 |
|
|
ENGINEERED SUPPORT SYS INC |
|
1,201,685 |
|
|
ENERGYSOUTH INC |
|
199,500 |
|
|
ENNIS BUSINESS FORMS INC |
|
319,770 |
|
|
ENPRO INDS INC |
|
382,230 |
|
|
ENSTAR GROUP INC GA |
|
131,978 |
|
|
ENTEGRIS INC |
|
845,530 |
|
|
ENTERASYS NETWORKS INC |
|
923,884 |
|
|
ENTERCOM COMMUNICATIONS CORP |
|
2,367,312 |
|
|
ENTERTAINMENT PPTYS TR |
|
874,692 |
|
|
ENTRAVISION COM CORP |
|
570,540 |
|
|
ENTRUST INC |
|
203,184 |
|
|
ENZON PHARMACEUTICALS INC |
|
685,440 |
|
|
ENZO BIOCHEM INC |
|
544,446 |
|
|
EON LABS INC |
|
641,970 |
|
|
EPICOR SOFTWARE CORP |
|
535,920 |
|
|
EQUITABLE RES INC |
|
3,184,664 |
|
|
EQUITY INNS INC |
|
400,779 |
|
|
EQUITY ONE INC |
|
538,472 |
|
|
ERESEARCHTECHNOLOGY INC |
|
808,356 |
|
|
ERIE INDTY CO |
|
1,258,686 |
|
|
ESCO TECHNOLOGIES INC |
|
598,005 |
|
|
ESPEED INC |
|
595,199 |
|
|
ESPERION THERAPEUTICS |
|
1,284,031 |
|
|
ESSEX PROPERTY TRUST |
|
1,401,794 |
|
|
ESTERLINE TECHNOLOGIES CORP |
|
728,091 |
|
|
ETHAN ALLEN INTERIORS INC |
|
1,662,636 |
|
|
ETHYL CORP |
|
314,928 |
|
|
EURONET WORLDWIDE INC |
|
289,800 |
|
|
EVERGREEN RESOURCES |
|
1,576,735 |
|
|
EVERTRUST FINL GROUP INC |
|
232,432 |
|
|
EXACT SCIENCES CORP |
|
139,656 |
|
|
EXAR CORP |
|
766,892 |
|
|
EXACTECH INC |
|
60,475 |
|
|
EXCEL TECHNOLOGY INC |
|
381,176 |
|
|
EXCHANGE NATL BANCSHARES INC |
|
170,013 |
|
|
EXELIXIS INC |
|
358,248 |
|
|
EXPEDITORS INTL WA INC |
|
4,458,944 |
|
|
EXPRESSJET HOLDINGS INC |
|
550,500 |
|
|
EXTENDED STAY AMER INC |
|
1,269,896 |
|
|
EXTREME NETWORKS INC |
|
914,949 |
|
|
EXULT INC DEL |
|
263,440 |
|
|
FBL FINL GROUP INC |
|
353,331 |
|
|
FEI CO |
|
686,250 |
|
|
FFLC BANCORP INC |
|
123,625 |
|
|
FLIR SYS INC |
|
1,489,200 |
|
|
FMC CORP |
|
1,481,242 |
|
|
FMC TECHNOLOGIES INC |
|
1,587,476 |
|
|
FMS FINL CORP |
|
15,552 |
|
|
F N B CORP N C |
|
95,310 |
|
|
F N B CORP PA |
|
1,890,478 |
|
|
FTD INC |
|
13,010 |
|
|
F N B CORP VA |
|
217,553 |
|
|
FTI CONSULTING INC |
|
1,203,555 |
|
|
FACTSET RESH SYS INC |
|
943,787 |
|
|
FAIR ISAAC CORPORATION |
|
2,532,084 |
|
|
FAIRCHILD SEMICONDUCTOR INTL |
|
2,796,640 |
|
|
FALCONSTOR SOFTWARE INC |
|
428,260 |
|
|
FARGO ELECTRONICS INC |
|
230,232 |
|
|
FARMER BROS CO |
|
311,250 |
|
|
FARMERS CAP BK CORP |
|
200,659 |
|
|
FASTENAL CO |
|
3,640,626 |
|
|
FEDERAL AGRIC MTG CORP |
|
287,640 |
|
|
FEDERAL RLTY INVT TR |
|
1,957,890 |
|
|
FEDERAL SIGNAL CORP |
|
1,008,276 |
|
|
FELCOR LODGING TR INC |
|
617,156 |
|
|
FERRO CORP |
|
1,168,670 |
|
|
F5 NETWORKS INC |
|
822,301 |
|
|
FIDELITY BANKSHARES INC NEW |
|
549,500 |
|
|
FIDELITY NATL FINL INC |
|
6,334,868 |
|
|
FILENET CORP |
|
1,140,068 |
|
|
FINANCIAL FED CORP |
|
501,020 |
|
|
FINANCIAL INDS CORP |
|
78,960 |
|
|
FINANCIAL INSTNS INC |
|
200,433 |
|
|
FINDWHAT COM |
|
281,250 |
|
|
FINISAR CORP |
|
556,827 |
|
|
FINLAY ENTERPRISES INC |
|
43,803 |
|
|
FINISH LINE INC |
|
611,388 |
|
|
FIRST ALBANY COS INC |
|
141,804 |
|
|
FIRST AMERICAN CORP |
|
2,466,445 |
|
|
FIRST BANCORP P R |
|
1,550,360 |
|
|
FIRST BANCORP N C |
|
273,267 |
|
|
FIRST BUSE CORP |
|
226,800 |
|
|
FIRST CHARTER CORP |
|
641,240 |
|
|
FIRST CTZNS BANC CORP |
|
99,485 |
|
|
FIRST CTZNS BANCSHARES INC N C |
|
875,016 |
|
|
FIRST COMWLTH FINL CORP PA |
|
969,680 |
|
|
FIRST CMNTY BANCSHARES INC NEW |
|
361,112 |
|
|
FIRST CMNTY BANCORP CALIF |
|
491,504 |
|
|
FIRST CONSULTING GROUP |
|
99,088 |
|
|
FIRST FED CAP CORP |
|
463,912 |
|
|
FIRST FEDERAL FINL CORP OF KY |
|
135,810 |
|
|
FIRST DEFIANCE FINL CORP |
|
159,900 |
|
|
FIRST ESSEX BANCORP INC |
|
500,004 |
|
|
FIRST FINL BANCORP |
|
633,614 |
|
|
FIRST FINL BANKSHARES INC |
|
685,423 |
|
|
FIRST FINL CORP IND |
|
444,148 |
|
|
FIRST FINL HLDGS INC |
|
487,656 |
|
|
FIRST HORIZON PHARMACEUTICAL |
|
285,040 |
|
|
FIRST INDL RLTY TR INC |
|
1,630,125 |
|
|
FIRST IND CORP |
|
285,469 |
|
|
FIRST LONG IS CORP |
|
202,100 |
|
|
FIRST M+F CORP |
|
204,660 |
|
|
FIRST MERCHANTS CORP |
|
603,956 |
|
|
FIRST MIDWEST BANCORP INC DEL |
|
1,814,960 |
|
|
FIRST NATL CORP ORANGEBURG S C |
|
237,679 |
|
|
FIRST HEALTH GROUP CORP |
|
2,074,436 |
|
|
FIRST NIAGARA FINL GROUP INC |
|
1,318,924 |
|
|
FIRST OAK BROOK BANCSHARES INC |
|
261,087 |
|
|
FIRST PL FINL CORP DEL |
|
230,454 |
|
|
FIRST REP BK SAN FRANCISCO CA |
|
451,080 |
|
|
FIRST SENTINEL BANCORP INC |
|
539,136 |
|
|
FIRST ST BANCORPORATION |
|
281,475 |
|
|
FIRST SOUTH BACORP INC VA |
|
124,100 |
|
|
1ST SOURCE CORP |
|
331,039 |
|
|
FIRST UNITED CORP |
|
160,476 |
|
|
FIRSTBANK CORP MI |
|
242,113 |
|
|
FISHER COMMUNICATIONS INC |
|
249,900 |
|
|
FIRSTFED FINL CORP DEL |
|
848,250 |
|
|
FIRSTMERIT CORP |
|
2,486,634 |
|
|
FIRSTFED AMER BANCORP INC |
|
468,540 |
|
|
FLAGSTAR BANCORP INC |
|
715,428 |
|
|
FISHER SCIENTIFIC INTL INC |
|
2,374,638 |
|
|
FLAG FINL CORP |
|
95,460 |
|
|
FLEETWOOD ENTERPRISES INC |
|
407,527 |
|
|
FLORIDA EAST COAST IND INC |
|
566,010 |
|
|
FLORIDA ROCK INDS INC |
|
1,371,250 |
|
|
FLORIDAFIRST BANCORP INC NEW |
|
274,730 |
|
|
FLOWERS FOODS INC |
|
1,006,974 |
|
|
FLOWSERVE CORP |
|
1,229,832 |
|
|
FLUSHING FINL CORP |
|
320,814 |
|
|
FOOT LOCKER INC |
|
3,958,360 |
|
|
FOOTHILL INDPT BANCORP |
|
61,492 |
|
|
FOREST CITY ENTERPRISES INC |
|
1,679,479 |
|
|
FOREST OIL CORP |
|
1,588,492 |
|
|
FORRESTER RESH INC |
|
241,245 |
|
|
FORWARD AIR CORP |
|
328,625 |
|
|
FOSSIL INC |
|
839,600 |
|
|
FOUNDRY NETWORKS INC |
|
3,586,896 |
|
|
4 KIDS ENTERTAINMENT INC |
|
424,126 |
|
|
FOX ENTMT GROUP INC |
|
6,057,370 |
|
|
FRANKLIN ELEC INC |
|
483,920 |
|
|
FRANKLIN FINL CORP TN |
|
129,024 |
|
|
FREDS INC |
|
1,471,829 |
|
|
FREEMARKETS INC |
|
333,831 |
|
|
FREMONT GEN CORP |
|
1,273,323 |
|
|
FRIEDMAN BILLINGS RAMSEY GROUP |
|
2,076,277 |
|
|
FRIEDMANS INC |
|
145,607 |
|
|
FRONTIER AIRLS INC NEW |
|
623,162 |
|
|
FRONTIER FINL CORP WA |
|
580,300 |
|
|
FRONTIER OIL CORP |
|
528,654 |
|
|
FUELCELL ENERGY INC |
|
523,900 |
|
|
FULLER H B CO |
|
999,264 |
|
|
FULTON FINL CORP PA |
|
2,789,954 |
|
|
FURNITURE BRANDS INTL INC |
|
1,621,949 |
|
|
G + K SERVICES |
|
867,300 |
|
|
GA FINL INC |
|
201,434 |
|
|
GATX |
|
1,463,354 |
|
|
GB+T BANCSHARES INC |
|
184,314 |
|
|
GSI COMM INC |
|
293,806 |
|
|
GTC BIOTHERAPEUTICS INC |
|
138,765 |
|
|
GABELLI ASSET MGMT INC |
|
322,380 |
|
|
GABLES RESIDENTIAL TR |
|
1,181,160 |
|
|
GALLAGHER ARTHUR J + CO |
|
3,528,414 |
|
|
GALYANS TRADING INC |
|
120,400 |
|
|
GAMESTOP CORP |
|
423,775 |
|
|
GARDNER DENVER INC |
|
463,078 |
|
|
GARTNER INC |
|
1,089,153 |
|
|
GAYLORD ENTMT CO NEW |
|
408,945 |
|
|
GEN PROBE INC NEW |
|
2,129,848 |
|
|
GEMSTAR TV GUIDE INTL INC |
|
1,248,865 |
|
|
GENCORP INC |
|
401,721 |
|
|
GENE LOGIC |
|
154,143 |
|
|
GENENCOR INTL INC |
|
255,150 |
|
|
GENENTECH INC |
|
23,111,790 |
|
|
GENERAL BINDING CORP |
|
50,400 |
|
|
GENERALE CABLE CORP DEL NEW |
|
328,445 |
|
|
GENERAL COMMUNICATION INC |
|
450,617 |
|
|
GENERAL GROWTH PPTYS INC |
|
7,142,850 |
|
|
GENESCO INC |
|
385,815 |
|
|
GENESEE + WYO INC |
|
522,900 |
|
|
GENESIS MICROCHIP INC DEL |
|
658,460 |
|
|
GENESIS HEALTHCARE CORP |
|
405,484 |
|
|
GENTEX CORP |
|
4,018,560 |
|
|
GENLYTE GROUP INC |
|
864,024 |
|
|
GENTA INC |
|
550,689 |
|
|
GENTIVA HEALTH SVCS INC |
|
337,488 |
|
|
GEORGIA GULF CORP |
|
1,005,024 |
|
|
GERBER SCIENTIFIC INC |
|
206,164 |
|
|
GERMAN AMERN BANCORP |
|
163,335 |
|
|
GERON CORP |
|
416,248 |
|
|
GETTY IMAGES INC |
|
1,955,070 |
|
|
GETTY RLTY CORP NEW |
|
533,460 |
|
|
GEVITY HR INC |
|
413,664 |
|
|
GIBRALTAR STEEL CORP |
|
206,230 |
|
|
GILEAD SCIENCES INC |
|
14,027,554 |
|
|
GLACIER BANCORP INC |
|
687,852 |
|
|
GLADSTONE CAP CORP |
|
178,800 |
|
|
GLATFELTER |
|
468,120 |
|
|
GLENBOROUGH RLTY TR INC |
|
457,673 |
|
|
GLIMCHER RLTY TR |
|
786,142 |
|
|
GLOBAL INDUSTRIES INC |
|
426,935 |
|
|
GLOBAL IMAGING SYS INC |
|
603,250 |
|
|
GLOBAL PMTS INC |
|
1,580,358 |
|
|
GLOBAL PWR EQUIP GROUP INC |
|
168,336 |
|
|
GLOBESPAN VIRATA INC |
|
855,752 |
|
|
GOLD BANC CORP INC |
|
605,986 |
|
|
GOLDEN TELECOM INC |
|
507,825 |
|
|
GOODYS FAMILY CLOTHING INC |
|
276,120 |
|
|
GORMAN RUPP CO |
|
232,320 |
|
|
GRACE W R + CO DEL NEW |
|
157,798 |
|
|
GRACO INC |
|
2,191,465 |
|
|
GRAFTECH INTL LTD |
|
1,296,000 |
|
|
GRANITE CONSTR INC |
|
909,063 |
|
|
GRANT PRIDECO INC |
|
1,472,562 |
|
|
GRAY TELEVISION INC |
|
736,344 |
|
|
GREAT AMERICAN FINL RES INC |
|
134,626 |
|
|
GREAT ATLANTIC + PAC TEA INC |
|
207,480 |
|
|
GREAT LAKES REIT INC |
|
266,900 |
|
|
GREAT SOUTHN BANCORP INC |
|
301,405 |
|
|
GREAT PLAINS ENERGY INC |
|
2,596,512 |
|
|
GREATER BAY BANCORP |
|
1,773,108 |
|
|
GREATER CMNTY BANCORP |
|
77,994 |
|
|
GREEN MTN COFFEE ROASTERS |
|
122,006 |
|
|
GREENBRIER COS INC |
|
33,500 |
|
|
GREENE CNTY BANCSHARES INC |
|
107,088 |
|
|
GREENPOINT FINL CORP |
|
5,040,164 |
|
|
GREIF INC |
|
593,017 |
|
|
GREY GLOBAL GROUP INC |
|
754,770 |
|
|
GREY WOLF INC |
|
769,692 |
|
|
GRIFFON CORP |
|
600,101 |
|
|
GROUP 1 AUTOMOTIVE INC |
|
738,276 |
|
|
GROUP 1 SOFTWARE INC NEW |
|
139,198 |
|
|
GTECH HLDGS CORP |
|
3,202,003 |
|
|
GUESS INC |
|
160,531 |
|
|
GUILFORD PHARMACEUTICALS INC |
|
168,144 |
|
|
GUITAR CTR INC |
|
570,150 |
|
|
GULF IS FABRICATION INC |
|
180,518 |
|
|
GULFMARK OFFSHORE INC |
|
196,000 |
|
|
GUNDLE/SLT ENVIRONMENTAL INC |
|
188,916 |
|
|
GYMBOREE CORP |
|
635,787 |
|
|
HCC INS HLDGS INC |
|
2,391,360 |
|
|
HRPT PPTYS TR |
|
1,737,498 |
|
|
HAEMONETICS CORP MASS |
|
430,020 |
|
|
HAIN CELESTIAL GROUP INC |
|
598,818 |
|
|
HANCOCK FABRICS INC |
|
276,568 |
|
|
HANCOCK HLDG CO |
|
862,206 |
|
|
HANDLEMAN CO DEL |
|
628,218 |
|
|
HANGER ORTHOPEDIC GROUP |
|
432,846 |
|
|
HANMI FINL CORP |
|
152,229 |
|
|
HANOVER COMPRESSOR CO |
|
679,035 |
|
|
HARBOR FL BANCSHARES INC |
|
674,417 |
|
|
HARLAND JOHN H CO |
|
944,580 |
|
|
HARLEYSVILLE GROUP INC |
|
725,985 |
|
|
HARLEYSVILLE NATL CORP PA |
|
829,285 |
|
|
HARMAN INTL INDS INC NEW |
|
4,571,964 |
|
|
HARMONIC INC |
|
609,827 |
|
|
HARRIS CORP DEL |
|
3,032,205 |
|
|
HARRIS INTERACTIVE INC |
|
409,190 |
|
|
HARSCO CORP |
|
2,199,764 |
|
|
HARTE HANKS INC |
|
1,532,288 |
|
|
HARVEST NAT RES INC |
|
421,880 |
|
|
HAVERTY FURNITURE COS INC |
|
397,200 |
|
|
HAWAIIAN ELEC INDS INC |
|
2,117,439 |
|
|
HAWTHORNE FINL CORP |
|
352,548 |
|
|
HEALTHCARE SVCS GROUP INC |
|
217,977 |
|
|
HEALTH CARE PPTY INVS INC |
|
3,999,179 |
|
|
HEALTHCARE RLTY TR |
|
1,841,125 |
|
|
HEADWATERS INC |
|
655,308 |
|
|
HEALTH CARE REIT INC |
|
2,084,400 |
|
|
HEALTHEXTRAS INC |
|
305,520 |
|
|
HEALTH NET INC |
|
3,963,240 |
|
|
HEARST ARGYLE TELEVISION INC |
|
1,041,768 |
|
|
HEARTLAND EXPRESS INC |
|
866,534 |
|
|
HEARTLAND FINL USA INC |
|
192,510 |
|
|
HECLA MNG CO |
|
1,167,232 |
|
|
HEICO CORP NEW |
|
343,980 |
|
|
HEIDRICK + STRUGGLES INTL INC |
|
497,040 |
|
|
HELIX TECHNOLOGY CORP |
|
683,256 |
|
|
HELMERICH AND PAYNE INC |
|
1,670,214 |
|
|
HENRY JACK + ASSOC INC |
|
1,617,588 |
|
|
HERITAGE COMM CORP |
|
85,750 |
|
|
HERITAGE FINL CORP WASH |
|
78,768 |
|
|
HERITAGE PPTY INVT TR INC |
|
648,660 |
|
|
HERLEY INDUSTRIES INC |
|
267,030 |
|
|
HEWITT ASSOCS INC |
|
580,060 |
|
|
HEXCEL CORP NEW |
|
108,186 |
|
|
HI TECH PHARMACAL CO INC |
|
115,150 |
|
|
HIBBETT SPORTING GOODS INC |
|
402,300 |
|
|
HIBERNIA CORP |
|
4,450,443 |
|
|
HICKORY TECH CORP |
|
164,880 |
|
|
HIGHWOODS PPTYS INC |
|
1,557,020 |
|
|
HILB ROGAL + HAMILTON CO |
|
1,205,832 |
|
|
HILLENBRAND INDS INC |
|
3,829,102 |
|
|
HOLLINGER INTERNATIONAL INC |
|
878,625 |
|
|
HOLLY CORP |
|
277,750 |
|
|
HOLLIS EDEN PHARMACEUTICALS |
|
122,211 |
|
|
HOLLYWOOD ENTMT CORP |
|
822,250 |
|
|
HOLOGIC INC |
|
325,804 |
|
|
HOME PROPERTIES INC |
|
1,534,820 |
|
|
HOMESTORE INC |
|
481,471 |
|
|
HON INDS INC |
|
3,080,052 |
|
|
HOOKER FURNITURE CORP |
|
97,920 |
|
|
HOOPER HOLMES INC |
|
429,201 |
|
|
HORACE MANN EDUCATORS CORP NEW |
|
634,238 |
|
|
HORIZON FINL CORP WASH |
|
252,144 |
|
|
HORIZON OFFSHORE INC |
|
82,280 |
|
|
HORIZON ORGANIC HLDG CORP |
|
241,895 |
|
|
HORMEL FOODS CORP |
|
2,369,358 |
|
|
HOSPITALITY PPTYS TR |
|
2,897,856 |
|
|
HOST MARRIOTT CORP NEW |
|
4,119,808 |
|
|
HOT TOPIC INC |
|
1,654,916 |
|
|
HOUSTON EXPL CO |
|
631,796 |
|
|
HOVNANIAN ENTERPRISES INC |
|
1,628,022 |
|
|
HUBBELL INC |
|
2,713,120 |
|
|
HUDSON CITY BANCORP INC |
|
3,168,940 |
|
|
HUDSON HIGHLAND GROUP INC |
|
262,350 |
|
|
HUDSON RIV BANCORP INC |
|
663,510 |
|
|
HUDSON UTD BANCORP |
|
2,044,296 |
|
|
HUGHES ELECTRONICS CORP |
|
14,379,269 |
|
|
HUGHES SUPPLY INC |
|
1,414,170 |
|
|
HUMAN GENOME SCIENCES INC |
|
2,028,045 |
|
|
HUMBOLDT BANCORP |
|
227,059 |
|
|
HUNT J B TRANS SVCS INC |
|
1,825,876 |
|
|
HUTCHINSON TECHNOLOGY INC |
|
928,348 |
|
|
HYDRIL COMPANY |
|
349,378 |
|
|
IDT CORP |
|
1,450,825 |
|
|
HYPERCOM CORP |
|
154,700 |
|
|
HYPERION SOLUTIONS CORP |
|
1,500,972 |
|
|
IBT BANCORP INC PA |
|
118,460 |
|
|
ICOS CORP |
|
2,538,720 |
|
|
ICT GROUP INC |
|
43,475 |
|
|
ICU MEDICAL INC |
|
431,928 |
|
|
IDX SYS CORP |
|
488,124 |
|
|
IGEN INTL |
|
1,272,456 |
|
|
IHOP CORP NEW |
|
931,216 |
|
|
IMC GLOBAL INC |
|
1,252,173 |
|
|
I STAT CORP |
|
361,080 |
|
|
ISTAR FINL INC |
|
4,640,692 |
|
|
ITLA CAP CORP |
|
320,640 |
|
|
ITT EDL SVCS INC |
|
2,343,803 |
|
|
IXIA |
|
361,530 |
|
|
IBERIABANK CORP |
|
513,300 |
|
|
IDACORP INC |
|
1,391,280 |
|
|
IDEX CORP |
|
1,387,027 |
|
|
IDEXX LABS INC |
|
1,772,524 |
|
|
IGATE CORP |
|
188,400 |
|
|
IKON OFFICE SOLUTIONS INC |
|
2,093,290 |
|
|
IDENTIX INC |
|
472,875 |
|
|
ILEX ONCOLOGY INC |
|
1,025,313 |
|
|
IMATION CORP |
|
1,511,450 |
|
|
IMCLONE SYS INC |
|
2,488,903 |
|
|
IMAGISTICS INTL INC |
|
706,650 |
|
|
IMMUCOR CORP |
|
530,650 |
|
|
IMMUNOGEN INC |
|
244,925 |
|
|
IMPAC MORT HOLDINGS INC |
|
1,165,440 |
|
|
IMPAC MED SYS INC |
|
127,800 |
|
|
IMPAX LABORATORIES INC |
|
493,577 |
|
|
IMMUNOMEDICS INC |
|
273,372 |
|
|
INAMED CORP |
|
1,535,517 |
|
|
INCYTE CORP |
|
559,512 |
|
|
INDEPENDENCE CMNTY BK CORP |
|
2,104,245 |
|
|
INDEPENDENCE HLDG CO NEW |
|
47,500 |
|
|
INDEPENDENT BK CORP MASS |
|
455,356 |
|
|
INDEPENDENT BK CORP MI |
|
660,334 |
|
|
INDEVUS PHARMACEUTICALS INC |
|
235,011 |
|
|
INDYMAC BANCORP INC |
|
1,951,245 |
|
|
INET TECHNOLOGIES INC |
|
225,600 |
|
|
INFOCUS CORP |
|
475,288 |
|
|
INFINITY PPTY + CAS CORP |
|
452,785 |
|
|
INFORMATICA CORP |
|
795,160 |
|
|
INFONET SVCS CORP |
|
111,690 |
|
|
INFORMATION HLDGS INC |
|
256,360 |
|
|
INFOSPACE INC |
|
650,010 |
|
|
INFOUSA INC NEW |
|
293,090 |
|
|
INGLES MKTS INC |
|
153,023 |
|
|
INGRAM MICRO INC |
|
1,947,750 |
|
|
INNOVEX INC |
|
190,518 |
|
|
INPUT/OUTPUT INC |
|
239,030 |
|
|
INSIGHT ENTERPRISES INC |
|
1,068,780 |
|
|
INSITUFORM TECHNOLOGIES INC |
|
448,800 |
|
|
INSIGHT COMMUNICATIONS INC |
|
505,190 |
|
|
INNKEEPERS USA TR |
|
215,896 |
|
|
INSPIRE PHAMACEUTICAL INC |
|
440,376 |
|
|
INSTINET GROUP INC |
|
713,275 |
|
|
INSURANCE AUTO AUCTIONS INC |
|
187,920 |
|
|
INTEGRA LIFESCIENCES CORP |
|
661,353 |
|
|
INTEGRAL SYS INC MD |
|
275,456 |
|
|
INTEGRATED DEVICE TECHNOLOGY |
|
2,204,628 |
|
|
INTERGRATED ELECTRICAL SVCS |
|
316,350 |
|
|
INTEGRATED CIRCUIT SYS INC |
|
2,082,619 |
|
|
INTEGRATED SILICON SOLUTION |
|
582,924 |
|
|
INTEGRA BK CORP |
|
416,242 |
|
|
INTELIDATA TECHNOLOGIES CORP |
|
55,935 |
|
|
INTER PARFUMS INC |
|
65,511 |
|
|
INTER TEL INC |
|
598,271 |
|
|
INTERACTIVE DATA CORP |
|
717,048 |
|
|
INTERACTIVE CORP |
|
17,094,002 |
|
|
INTERCHANGE FINL SVCS CORP |
|
349,140 |
|
|
INTERCEPT INC |
|
187,414 |
|
|
INTERFACE INC |
|
294,196 |
|
|
INTERDIGITAL COMM CORP |
|
1,430,352 |
|
|
INTERGRAPH CORP |
|
1,315,600 |
|
|
INTERLAND INC MINN |
|
54,917 |
|
|
INTERMAGNETICS GEN CORP |
|
482,999 |
|
|
INTERMUNE INC |
|
692,484 |
|
|
INTERNATIONAL BANCSHARES CORP |
|
1,575,423 |
|
|
INTERNATIONAL MULTIFOODS CORP |
|
370,800 |
|
|
INTERNATIONAL RECTIFIER CORP |
|
3,799,629 |
|
|
INTERNATIONAL SPEEDWAY CORP |
|
1,616,692 |
|
|
INTERNET SEC SYS INC |
|
877,478 |
|
|
INTERPOOL INC |
|
129,050 |
|
|
INTERPORE INTL |
|
243,100 |
|
|
INTERSIL CORP |
|
4,038,622 |
|
|
INTERSTATE BAKERIES CORP |
|
754,190 |
|
|
INTERTAN INC |
|
308,660 |
|
|
INTERVOICE BRITE INC |
|
523,467 |
|
|
INTERWOVEN INC |
|
419,951 |
|
|
INTRADO INC |
|
485,095 |
|
|
INVACARE CORP |
|
1,295,877 |
|
|
INTUITIVE SURGICAL INC |
|
504,155 |
|
|
INVERESK RESH GROUP INC |
|
882,861 |
|
|
INVERNESS MED INNOVATIONS INC |
|
276,606 |
|
|
INVESTMENT TECHNOLOGY GROUP |
|
927,010 |
|
|
INVESTORS REAL ESTATE TR |
|
385,110 |
|
|
INVISION TECHNOLOGIES INC |
|
701,613 |
|
|
INVITROGEN CORP |
|
4,210,500 |
|
|
INVESTORS FINL SERVICES CORP |
|
2,992,139 |
|
|
IOMEGA CORP |
|
365,737 |
|
|
IONICS INC |
|
662,480 |
|
|
IPAYMENT INC |
|
292,400 |
|
|
IRON MTN INC PA |
|
3,049,918 |
|
|
IRWIN FINL CORP |
|
612,300 |
|
|
ISIS PHARMACEUTICALS |
|
331,500 |
|
|
ISLE CAPRI CASINOS INC |
|
425,106 |
|
|
ITRON INC |
|
464,508 |
|
|
IVAX CORP |
|
3,846,423 |
|
|
IXYS CORP DEL |
|
122,485 |
|
|
J + J SNACK FOODS CORP |
|
279,424 |
|
|
JDA SOFTWARE GROUP INC |
|
581,152 |
|
|
J JILL GROUP INC |
|
277,078 |
|
|
JLG INDS INC |
|
845,265 |
|
|
J2 GLOBAL COMMUNICATIONS |
|
510,262 |
|
|
JACK IN THE BOX INC |
|
877,896 |
|
|
JACOBS ENGR GROUP INC |
|
2,789,381 |
|
|
JACUZZI BRANDS INC |
|
661,497 |
|
|
JAKKS PAC INC |
|
363,216 |
|
|
JARDEN CORP |
|
848,907 |
|
|
JEFFRIES GROUP INC NEW |
|
1,697,228 |
|
|
JETBLUE AWYS CORP |
|
2,800,512 |
|
|
JO ANN STORES INC |
|
469,200 |
|
|
JONES LANG LASALLE INC |
|
737,988 |
|
|
JOS A BANK CLOTHIERS INC |
|
232,423 |
|
|
JOURNAL REGISTER CO |
|
817,650 |
|
|
JOY GLOBAL INC |
|
1,451,325 |
|
|
JUNIPER NETWORKS INC |
|
7,485,076 |
|
|
KCS ENERGY INC |
|
398,790 |
|
|
KFX INC |
|
260,475 |
|
|
K SWISS INC |
|
731,424 |
|
|
K2 INC |
|
401,544 |
|
|
KVH INDS INC |
|
296,676 |
|
|
K V PHARMACEUTICAL COMPANY |
|
1,044,225 |
|
|
KADANT INC |
|
386,323 |
|
|
KAMAN CORP |
|
362,805 |
|
|
KANA SOFTWARE INC |
|
135,137 |
|
|
KANSAS CITY LIFE INS CO |
|
231,000 |
|
|
KANSAS CITY SOUTHERN |
|
1,064,692 |
|
|
KAYDON CORP |
|
829,464 |
|
|
KEANE INC |
|
913,536 |
|
|
KEITHLEY INSTRS INC |
|
190,320 |
|
|
KELLWOOD CO |
|
1,312,000 |
|
|
KELLY SVCS INC |
|
619,318 |
|
|
KEMET CORP |
|
1,345,727 |
|
|
KENNAMETAL INC |
|
1,647,638 |
|
|
KENSEY NASH CORP |
|
144,150 |
|
|
KEY ENERGY SVCS INC |
|
1,613,515 |
|
|
KEYNOTE SYS INC |
|
330,820 |
|
|
KEYSTONE AUTOMOTIVE INDS INC |
|
362,648 |
|
|
KEYSTONE PPTY TR CORP |
|
565,504 |
|
|
KIMBALL INTL INC |
|
570,685 |
|
|
KILROY RLTY CORP |
|
939,925 |
|
|
KIMCO RLTY CORP |
|
5,210,019 |
|
|
KINDRED HEALTHCARE INC |
|
790,096 |
|
|
KIRBY CORP |
|
770,848 |
|
|
KIRKLANDS INC |
|
256,070 |
|
|
KLAMATH FIRST BANCORP INC |
|
252,130 |
|
|
KNIGHT TRADING GROUP INC |
|
1,199,016 |
|
|
KNIGHT TRANSN INC |
|
737,438 |
|
|
KOGER EQUITY INC |
|
403,635 |
|
|
KOMAG INC |
|
444,752 |
|
|
KOPIN CORP |
|
556,595 |
|
|
KORN / FERRY INTL |
|
626,980 |
|
|
KOS PHARMACEUTICALSINC |
|
697,248 |
|
|
KOSAN BIOSCIENCES INC |
|
157,760 |
|
|
KRAFT FOODS INC |
|
10,700,262 |
|
|
KRAMONT RLTY TR |
|
465,170 |
|
|
KRISPY KREME DOUGHNUTS INC |
|
2,635,200 |
|
|
KROLL INC |
|
1,115,400 |
|
|
KRONOS INC |
|
1,421,999 |
|
|
KRONOS WORLDWIDE INC |
|
143,190 |
|
|
KULICKE + SOFFA INDS INC |
|
918,882 |
|
|
KYPHON INC |
|
578,514 |
|
|
LNR PPTY CORP |
|
1,242,701 |
|
|
LNB BANCORP INC |
|
168,490 |
|
|
LSB BANCSHARES INC |
|
132,240 |
|
|
LSI INDS INC |
|
265,775 |
|
|
LTC PROPERTIES |
|
319,858 |
|
|
LTX CORP |
|
948,393 |
|
|
L 3 COMMUNICATIONS HLDG CORP |
|
4,596,720 |
|
|
LA JOLLA PHARMACEUTICAL CO |
|
318,318 |
|
|
LA QUINTA CORP |
|
1,057,009 |
|
|
LA Z BOY INC |
|
1,472,796 |
|
|
LABOR READY INC |
|
578,365 |
|
|
LABONE INC NEW |
|
250,019 |
|
|
LABORATORY CORP AMER HLDGS |
|
6,543,845 |
|
|
LABRANCHE + CO INC |
|
721,206 |
|
|
LACLEDE GROUP INC |
|
636,665 |
|
|
LAFARGE NORTH AMERICA INC |
|
1,592,436 |
|
|
LAKELAND BANCORP INC |
|
232,388 |
|
|
LAKELAND FINANCIAL CORP |
|
233,112 |
|
|
LAM RESH CORP |
|
4,974,200 |
|
|
LAMAR ADVERTISING CO |
|
3,205,788 |
|
|
LANCASTER COLONY CORP |
|
1,433,830 |
|
|
LANCE INC |
|
459,918 |
|
|
LANDAUER INC |
|
362,942 |
|
|
LANDAMERICA FINL GROUP INC |
|
1,144,494 |
|
|
LANDRYS RESTAURANTS INC |
|
653,288 |
|
|
LANDSTAR SYS INC |
|
1,407,480 |
|
|
LANNETT CO INC |
|
153,812 |
|
|
LASALLE HOTEL PPTYS |
|
484,155 |
|
|
LASERSCOPE |
|
265,030 |
|
|
LATTICE SEMICONDUCTOR CORP |
|
1,145,144 |
|
|
LAUDER ESTEE COS INC |
|
4,793,646 |
|
|
LAWSON PRODS INC |
|
199,080 |
|
|
LAWSON SOFTWARE INC |
|
461,703 |
|
|
LEAR CORP |
|
4,612,016 |
|
|
LEAPFROG ENTERPRISES INC |
|
538,559 |
|
|
LEARNING TREE INTL INC |
|
147,815 |
|
|
LEE ENTERPRISES INC |
|
2,285,078 |
|
|
LEGG MASON INC |
|
6,050,912 |
|
|
LENNAR CORP |
|
6,698,112 |
|
|
LENNOX INTL INC |
|
895,120 |
|
|
LEUCADIA NATL CORP |
|
2,912,875 |
|
|
LEVEL 3 COMMUNICATIONS INC |
|
3,597,441 |
|
|
LEXAR MEDIA INC |
|
1,284,591 |
|
|
LEXICON GENETICS INC |
|
209,684 |
|
|
LEXINGTON CORPORATE PPTY TR |
|
882,303 |
|
|
LIBBEY INC |
|
521,184 |
|
|
LIBERTY CORP S C |
|
894,762 |
|
|
LIBERTY MEDIA CORP |
|
39,360,335 |
|
|
LIBERTY PROPERTY |
|
3,617,700 |
|
|
LIFELINE SYS INC |
|
243,200 |
|
|
LIFEPOINT HOSPS INC |
|
1,354,700 |
|
|
LIGAND PHARMACEUTICALS INC |
|
1,065,392 |
|
|
LIGHTBRIDGE INC |
|
331,422 |
|
|
LIN TV CORP |
|
841,406 |
|
|
LINCARE HLDGS INC |
|
3,426,423 |
|
|
LINCOLN ELEC HLDGS INC |
|
938,883 |
|
|
LINDSAY MFG CO |
|
345,925 |
|
|
LINENS N THINGS INC |
|
1,651,392 |
|
|
LIONBRIDGE TECHNOLOGIES INC |
|
318,091 |
|
|
LITHIA MTRS INC |
|
393,276 |
|
|
LITTELFUSE INC |
|
708,972 |
|
|
LOCAL FINL CORP |
|
439,724 |
|
|
LODGENET ENTMT CORP |
|
168,176 |
|
|
LOEWS CORP |
|
1,161,040 |
|
|
LONE STAR STEAKHOUSE + SALOON |
|
403,332 |
|
|
LONE STAR TECHNOLOGIES INC |
|
544,918 |
|
|
LONGS DRUG STORES CORP |
|
870,848 |
|
|
LONGVIEW FIBRE CO WASHINGTON |
|
754,585 |
|
|
LOOKSMART LTD |
|
155,310 |
|
|
LUBRIZOL CORP |
|
2,016,240 |
|
|
LUFKIN INDS INC |
|
238,957 |
|
|
LUMINEX CORP DEL |
|
207,298 |
|
|
LYDALL INC |
|
194,629 |
|
|
LYON WILLIAM HOMES |
|
288,742 |
|
|
LYONDELL CHEMICAL CO |
|
2,795,055 |
|
|
M + F WORLDWIDE CORP |
|
259,184 |
|
|
M + T BK CORP |
|
7,899,880 |
|
|
MAF BANCORP INC |
|
1,374,949 |
|
|
MB FINL INC |
|
753,480 |
|
|
M.D.C. HOLDINGS INC |
|
1,362,434 |
|
|
MDU RES GROUP INC |
|
3,153,635 |
|
|
MEMC ELECTR MATLS INC |
|
232,804 |
|
|
MFA MTG INVTS INC |
|
664,950 |
|
|
MGE ENERGY INC |
|
712,126 |
|
|
MGI PHARMA INC |
|
1,565,758 |
|
|
MGM MIRAGEINC |
|
3,084,020 |
|
|
MIM CORP |
|
157,472 |
|
|
M/I SCHOTTENSTEIN HOMES INC |
|
515,460 |
|
|
MKS INSTRS INC |
|
851,730 |
|
|
MPS GROUP INC |
|
1,031,305 |
|
|
MRV COMMUNICATIONS INC |
|
511,172 |
|
|
MRO SOFTWARE INC |
|
249,010 |
|
|
MSC INDL DIRECT INC |
|
794,750 |
|
|
MSC SOFTWARE CORP |
|
277,216 |
|
|
MTR GAMING GROUP INC |
|
250,290 |
|
|
MTS SYS CORP |
|
484,596 |
|
|
MTC TECHNOLOGIES INC |
|
199,764 |
|
|
MACATAWA BK CORP |
|
264,557 |
|
|
MACDERMID INC |
|
1,102,528 |
|
|
MACERICH CO |
|
3,083,850 |
|
|
MACK CA RLTY CORP |
|
2,861,375 |
|
|
MACROVISION CORP |
|
1,095,615 |
|
|
MACROMEDIA INC |
|
1,331,934 |
|
|
MADDEN STEVEN LTD |
|
220,320 |
|
|
MAGMA DESIGN AUTOMATION INC |
|
630,180 |
|
|
MAGNA ENTMT CORP |
|
276,315 |
|
|
MAGNUM HUNTER RESOURCES INC |
|
729,417 |
|
|
MAIL WELL HLDGS INC |
|
193,159 |
|
|
MAIN STR BKS INC NEW |
|
461,100 |
|
|
MAINSOURCE FINL GROUP INC |
|
158,924 |
|
|
MAIR HLDGS INC |
|
57,512 |
|
|
MANDALAY RESORT GROUP |
|
2,672,020 |
|
|
MANHATTAN ASSOCS INC |
|
732,460 |
|
|
MANITOWOC INC |
|
1,029,600 |
|
|
MANPOWER INC WIS |
|
4,426,697 |
|
|
MANTECH INTL CORP |
|
446,605 |
|
|
MANUFACTURED HOME CMNTYS INC |
|
621,225 |
|
|
MAPICS INC |
|
332,486 |
|
|
MANUFACTURERS SVCS LTD |
|
65,056 |
|
|
MANUGISTICS GROUP INC |
|
418,125 |
|
|
MARCUS CORP |
|
431,320 |
|
|
MARINEMAX INC |
|
227,331 |
|
|
MARINE PRODS CORP |
|
141,000 |
|
|
MARITRANS INC |
|
66,840 |
|
|
MARKEL CORP |
|
2,585,802 |
|
|
MARTEK BIOSCIENCES CORP |
|
1,754,190 |
|
|
MARTHA STEWART LIVING INC |
|
132,975 |
|
|
MARTIN MARIETTA MATLS INC |
|
2,757,139 |
|
|
MARVEL ENTERPRISES INC |
|
1,065,426 |
|
|
MASSBANK CORP READING MASS |
|
242,820 |
|
|
MASSEY ENERGY CORP |
|
1,549,600 |
|
|
MASSIMO DA MILANO INC |
|
0 |
|
|
MASTEC INC |
|
299,162 |
|
|
MATERIAL SCIENCES CORP |
|
125,364 |
|
|
MATRIA HEALTHCARE INC |
|
188,057 |
|
|
MATRIX SVC CO |
|
413,820 |
|
|
MATRIXONE INC |
|
380,688 |
|
|
MATHEWS INTL CORP |
|
964,634 |
|
|
MATTSON TECHNOLOGY INC |
|
430,144 |
|
|
MAUI LD + PINEAPPLE INC |
|
86,450 |
|
|
MAXTOR CORP |
|
2,617,558 |
|
|
MAXWELL SHOE INC |
|
240,974 |
|
|
MAXYGEN INC |
|
357,168 |
|
|
MAVERICK TUBE CORP |
|
985,600 |
|
|
MAXIMUS INC |
|
719,992 |
|
|
MBT FINL CORP |
|
278,623 |
|
|
MCCLATCHY CO |
|
1,465,440 |
|
|
MCDATA CORPORATION |
|
1,138,835 |
|
|
MCG CAP CORP |
|
598,650 |
|
|
MCGRATH RENTCORP |
|
327,000 |
|
|
MCLEODUSA INC |
|
82,732 |
|
|
MCMORAN EXPLORATION CO |
|
315,000 |
|
|
MEDAREX INC |
|
550,109 |
|
|
MEDALLION FINL CORP |
|
233,454 |
|
|
MEDIA GEN INC |
|
1,262,940 |
|
|
MEDIACOM COMMUNICATIONS CORP |
|
563,550 |
|
|
MEDICAL ACTION IND INC |
|
130,970 |
|
|
MEDICAL STAFFING NETWORK HLDGS |
|
97,455 |
|
|
MEDICINES CO |
|
1,514,244 |
|
|
MEDICIS PHARMACEUTICAL CORP |
|
2,210,300 |
|
|
MEDQUIST INC |
|
184,931 |
|
|
MEDIS TECHNOLOGIES LTD |
|
123,692 |
|
|
MEMBERWORKS INC |
|
274,417 |
|
|
MENS WEARHOUSE INC |
|
1,040,416 |
|
|
MENTOR CORP MINN |
|
1,236,684 |
|
|
MENTOR GRAPHICS CORP |
|
1,203,912 |
|
|
MERCANTILE BANKCORP |
|
277,400 |
|
|
MERCANTILE BANKSHARES CORP |
|
4,393,730 |
|
|
MERCHANTS BANCSHARES INC |
|
180,245 |
|
|
MERCURY COMPUTER SYS INC |
|
575,190 |
|
|
MERCURY GEN CORP |
|
1,415,120 |
|
|
MERIDIAN BIOSCIENCE INC |
|
132,680 |
|
|
MERIDIAN RESOURCE CORP |
|
178,200 |
|
|
MERISTAR HOSPITALITY CORP |
|
470,673 |
|
|
MERIT MED SYS INC |
|
618,294 |
|
|
MERITAGE CORP |
|
736,041 |
|
|
MESA AIR GROUP INC |
|
470,752 |
|
|
MESTEK INC |
|
61,632 |
|
|
METHODE ELECTRS INC |
|
491,157 |
|
|
METRIS COS INC |
|
177,378 |
|
|
METRO GOLDWYN MAYER INC NEW |
|
1,616,321 |
|
|
METRO ONE TELECOMM INC |
|
60,057 |
|
|
METROLOGIC INSTRS INC |
|
280,800 |
|
|
METTLER TOLEDO INTL INC |
|
1,827,693 |
|
|
MICHAELS STORES INC |
|
3,505,060 |
|
|
MICREL INC |
|
1,187,196 |
|
|
MICROS SYS INC |
|
901,888 |
|
|
MICROSTRATEGY INC |
|
656,000 |
|
|
MICROCHIP TECHNOLOGY INC |
|
8,185,276 |
|
|
MICROMUSE INC |
|
418,830 |
|
|
MICROSEMI CORP |
|
914,376 |
|
|
MID AMER APT CMNTYS INC |
|
584,695 |
|
|
MID ATLANTIC MED SVCS INC |
|
3,667,680 |
|
|
MID STATE BANCSHARES |
|
737,760 |
|
|
MIDAS INC |
|
271,700 |
|
|
MIDDLESEX WTR CO |
|
231,400 |
|
|
MIDLAND CO |
|
259,820 |
|
|
MIDWAY GAMES INC |
|
150,932 |
|
|
MIDWEST BANC HLDGS INC |
|
229,175 |
|
|
MILACRON INC |
|
237,690 |
|
|
MILLENNIUM PHARMACEUTICALS |
|
6,247,299 |
|
|
MILLENNIUM CHEMICALS INC |
|
935,784 |
|
|
MILLER HERMAN INC |
|
2,126,052 |
|
|
MILLS CORP |
|
1,960,420 |
|
|
MINDSPEED TECHNOLOGIES INC |
|
687,034 |
|
|
MINE SAFETY APPLIANCES CO |
|
811,002 |
|
|
MINERALS TECHNOLOGIES INC |
|
1,244,250 |
|
|
MISSION WEST PPTYS INC MD |
|
220,150 |
|
|
MOBIUS MGMT SYS INC |
|
161,920 |
|
|
MOBILE MINI INC |
|
329,324 |
|
|
MODINE MFG CO |
|
893,038 |
|
|
MODTECH HLDGS INC |
|
121,104 |
|
|
MOHAWK INDS INC |
|
4,244,533 |
|
|
MOLECULAR DEVICES CORP |
|
374,103 |
|
|
MONACO COACH CORP |
|
670,565 |
|
|
MONDAVI ROBERT CORP |
|
365,096 |
|
|
MONOLITHIC SYS TECHNOLOGY INC |
|
272,745 |
|
|
MONRO MUFFLER BRAKE INC |
|
249,125 |
|
|
MONY GROUP INC |
|
1,630,209 |
|
|
MOOG INC |
|
923,780 |
|
|
MOTHERS WK INC |
|
107,360 |
|
|
MOVADO GROUP INC |
|
338,760 |
|
|
MOVIE GALLERY INC |
|
576,278 |
|
|
MUELLER INDS INC |
|
1,384,708 |
|
|
MULTIMEDIA GAMES INC |
|
534,300 |
|
|
MURPHY OIL CORP |
|
5,988,274 |
|
|
MUTUALFIRST FINL INC |
|
96,292 |
|
|
MYERS IND INC |
|
295,764 |
|
|
MYKROLIS CORP |
|
660,888 |
|
|
MYLAN LABS INC |
|
8,280,228 |
|
|
MYRIAD GENETICS INC |
|
366,510 |
|
|
NBC CAP CORP |
|
167,114 |
|
|
NBT BANCORP INC |
|
773,984 |
|
|
NTY INC |
|
1,716,354 |
|
|
NCI BLDG SYS INC |
|
507,158 |
|
|
NCO GROUP INC |
|
530,541 |
|
|
NS GROUP INC |
|
243,470 |
|
|
NASB FINL INC |
|
213,741 |
|
|
NII HLDGS INC |
|
1,223,932 |
|
|
NIC INC |
|
384,637 |
|
|
NL INDS INC |
|
150,930 |
|
|
NN INC |
|
156,116 |
|
|
NPS PHARMACEUTICALS INC |
|
1,094,344 |
|
|
NTL INC DEL |
|
3,651,901 |
|
|
NUI CORP |
|
301,444 |
|
|
NVR INC |
|
3,075,600 |
|
|
NYMAGIC INC |
|
106,938 |
|
|
NABI BIOPHARMACEUTIC |
|
739,722 |
|
|
NACCO INDS INC |
|
623,676 |
|
|
NARA BANCORP INC |
|
341,250 |
|
|
NASH FINCH CO |
|
310,526 |
|
|
NASSDA CORP |
|
129,775 |
|
|
NATIONAL BANKSHARES INC VA |
|
256,724 |
|
|
NATIONAL BEVERAGE CORP |
|
11,410 |
|
|
NATIONAL COMM FINL CORP |
|
6,756,710 |
|
|
NATIONAL HEALTH RLTY INC |
|
171,390 |
|
|
NATIONAL HEALTHCARE CORP |
|
163,180 |
|
|
NATIONAL FUEL GAS CO N J |
|
1,930,760 |
|
|
NATIONAL HEALTH INVS INC |
|
584,680 |
|
|
NATIONAL INSTRS CORP |
|
1,641,467 |
|
|
NATIONAL OILWELL INC |
|
2,113,601 |
|
|
NATIONAL PENN BANCSHARES INC |
|
844,338 |
|
|
NATIONAL PRESTO INDS INC |
|
202,440 |
|
|
NATIONAL PROCESSING INC |
|
186,045 |
|
|
NATIONAL WESTN LIFE INS CO |
|
433,580 |
|
|
NATIONWIDE FINL SVCS INC |
|
2,224,938 |
|
|
NATIONWIDE HEALTH PPTYS INC |
|
1,346,995 |
|
|
NAVIGATORS GROUP INC |
|
200,655 |
|
|
NATURES SUNSHINE PRODS INC |
|
105,067 |
|
|
NAUTILUS GROUP INC |
|
481,732 |
|
|
NAVIGANT CONSULTING CO |
|
1,016,554 |
|
|
NAVIGANT INTL INC |
|
204,980 |
|
|
NDCHEALTH CORP |
|
1,096,536 |
|
|
NEIGHBORCARE INC |
|
703,100 |
|
|
NEIMAN MARCUS GROUP |
|
2,248,773 |
|
|
NEKTAR THERAPEUTICS |
|
914,592 |
|
|
NELSON THOMAS INC |
|
237,759 |
|
|
NEOFORMA INC NEW |
|
122,360 |
|
|
NEOSE TECHNOLOGIES INC |
|
126,040 |
|
|
NEOWARE SYSTEMS INC |
|
210,980 |
|
|
NEOPHARM INC |
|
264,193 |
|
|
NETBANK INC |
|
759,615 |
|
|
NETWORKS ASSOCS INC |
|
2,856,923 |
|
|
NET2PHONE INC |
|
201,280 |
|
|
NETFLIX COM INC |
|
749,253 |
|
|
NETEGRITY INC |
|
326,312 |
|
|
NETIQ |
|
845,562 |
|
|
NETSCOUT SYS INC |
|
117,800 |
|
|
NETRATINGS INC |
|
66,294 |
|
|
NETSCREEN TECHNOLOGIES INS |
|
1,638,450 |
|
|
NETWORK EQUIP TECHNOLOGIES |
|
276,100 |
|
|
NEUROCRINE BIOSCIENCES INC |
|
2,083,428 |
|
|
NEW CENTY FINL CORP |
|
1,348,780 |
|
|
NEW ENGLAND BUSINESS SVC INC |
|
404,150 |
|
|
NEW FOCUS INC |
|
293,168 |
|
|
NEW JERSEY RES CORP |
|
1,315,117 |
|
|
NEW PLAN EXCEL RLTY TR INC |
|
2,875,042 |
|
|
NEW YORK CMNTY BANCORP INC |
|
8,816,718 |
|
|
NEWCASTLE INVT CORP NEW |
|
823,840 |
|
|
NEWFIELD EXPL CO |
|
2,454,154 |
|
|
NEWPARK RES INC |
|
407,629 |
|
|
NEWPORT CORP |
|
755,421 |
|
|
NEWS CORP LTD |
|
30 |
|
|
NEXTEL PARTNERS INC |
|
1,252,195 |
|
|
99 CENTS ONLY STORES |
|
1,308,783 |
|
|
NOBLE ENERGY INC |
|
3,087,885 |
|
|
NOLAND CO |
|
12,450 |
|
|
NORDSON CORP |
|
1,108,413 |
|
|
NORTH PITTSBURGH SYS INC |
|
349,835 |
|
|
NORTHEAST UTILS |
|
3,141,356 |
|
|
NORTHERN STS FINL CORP |
|
161,896 |
|
|
NORTHWEST AIRLS CORP |
|
955,334 |
|
|
NORTHWEST BANCORP INC PA |
|
318,264 |
|
|
NORTHWEST NAT GAS CO |
|
1,005,525 |
|
|
NOVASTAR FINL INC |
|
1,108,368 |
|
|
NUANCE COMMUNICATIONS |
|
153,564 |
|
|
NOVEN PHARMACEUTICALS INC |
|
387,855 |
|
|
NOVOSTE CORP |
|
59,133 |
|
|
NU SKIN ENTERPRISES INC |
|
611,822 |
|
|
NSTAR |
|
3,024,218 |
|
|
NUEVO ENERGY CO |
|
565,578 |
|
|
NYFIX INC |
|
247,245 |
|
|
NUVELO INC |
|
200,913 |
|
|
O CHARLEYS INC |
|
378,745 |
|
|
OGE ENERGY CORP |
|
2,530,274 |
|
|
OM GROUP INC |
|
887,841 |
|
|
NUVEEN INVTS INC |
|
655,836 |
|
|
OSI PHARMACEUTICALS INC |
|
1,478,439 |
|
|
OSI SYS INC |
|
364,990 |
|
|
OAK HILL FINL INC |
|
184,860 |
|
|
OAKLEY INC |
|
471,944 |
|
|
OCEANEERING INTL INC |
|
817,600 |
|
|
OCEANFIRST FINL CORP |
|
346,290 |
|
|
OCTEL CORP |
|
194,931 |
|
|
OCULAR SCIENCES INC |
|
643,104 |
|
|
OCWEN FINL CORP |
|
432,368 |
|
|
ODYSSEY HEALTHCARE INC |
|
1,134,557 |
|
|
ODYSSEY RE HLDGS CORP |
|
498,355 |
|
|
OFFICE MAX INC |
|
1,398,000 |
|
|
OFFSHORE LOGISTICS INC |
|
603,192 |
|
|
OHIO CAS CORP |
|
1,180,480 |
|
|
OIL STATES INTL INC |
|
436,322 |
|
|
OLD DOMINION FGHT LINES INC |
|
420,888 |
|
|
OLD NATL BANCORP IND |
|
1,802,774 |
|
|
OLD POINT FINL CORP |
|
98,301 |
|
|
OLD REP INTL CORP |
|
5,565,252 |
|
|
OLD SECOND BANCORP INC DEL |
|
428,967 |
|
|
OLIN CORP |
|
1,317,581 |
|
|
OMNICARE INC |
|
4,277,301 |
|
|
OMEGA HEALTHCARE INVESTORS |
|
169,806 |
|
|
1 800 CONTACTS |
|
178,500 |
|
|
OMEGA FINL CORP |
|
331,014 |
|
|
OMNIVISION TECHNOLOGIES INC |
|
1,508,325 |
|
|
OMNOVA SOLUTIONS INC |
|
237,120 |
|
|
OMNICELL INC |
|
341,820 |
|
|
ON SEMICONDUCTOR CORP |
|
239,295 |
|
|
FLOWERS COM INC |
|
300,832 |
|
|
ONEIDA LTD |
|
113,088 |
|
|
ONEOK INC NEW |
|
2,172,672 |
|
|
ONYX PHARMACEUTICALS INC |
|
990,873 |
|
|
OPENWAVE SYS INC |
|
750,178 |
|
|
OPNET TECHNOLOGIES INC |
|
286,404 |
|
|
OPLINK COMMUNICATIONS INC |
|
257,642 |
|
|
OPSWARE INC |
|
392,940 |
|
|
OPTION CARE INC |
|
163,938 |
|
|
ORASURE TECHNOLOGIES INC |
|
366,956 |
|
|
ORBITAL SCIENCES CORP |
|
570,950 |
|
|
O REILLY AUTOMOTIVE INC |
|
1,898,820 |
|
|
ORIENTAL FINL GROUP INC |
|
489,778 |
|
|
ORLEANS HOMEBUILDERS INC |
|
50,994 |
|
|
ORTHOLOGIC CORP |
|
187,578 |
|
|
ORTHODONTIC CTRS AMER INC |
|
473,340 |
|
|
OSHKOSH B GOSH INC |
|
208,162 |
|
|
OSHKOSH TRUCK CORP |
|
1,780,947 |
|
|
OSTEOTECH INC |
|
149,600 |
|
|
OTTER TAIL CORP |
|
879,417 |
|
|
OUTBACK STEAKHOUSE INC |
|
3,337,855 |
|
|
OVERLAND STORAGE INC |
|
221,840 |
|
|
OVERSEAS SHIPHOLDING GROUP INC |
|
609,495 |
|
|
OVERSTOCK COM INC DEL |
|
210,516 |
|
|
OWENS + MINOR INC NEW |
|
964,040 |
|
|
OWENS ILL INC |
|
1,549,267 |
|
|
OXFORD HEALTH PLANS INC |
|
4,332,600 |
|
|
OXFORD INDS INC |
|
508,200 |
|
|
PAB BANKSHARES INC |
|
74,592 |
|
|
P A M TRANSN SVCS INC |
|
108,783 |
|
|
PC CONNECTION INC |
|
47,291 |
|
|
PC TEL INC |
|
289,653 |
|
|
PDF SOLUTIONS INC |
|
266,710 |
|
|
PDI INC |
|
230,566 |
|
|
PFF BANCORP INC |
|
650,138 |
|
|
P F CHANGS CHINA BISTRO INC |
|
1,582,368 |
|
|
PICO HLDGS INC |
|
115,958 |
|
|
PMA CAP CORP |
|
161,792 |
|
|
PMI GROUP INC |
|
4,024,563 |
|
|
PNM RES INC |
|
1,340,370 |
|
|
PRG SHULTZ INTL INC |
|
182,280 |
|
|
PS BUSINESS PKS INC CA |
|
680,790 |
|
|
PSS WORLD MED INC |
|
1,047,676 |
|
|
PTEK HLDGS INC |
|
399,974 |
|
|
PACER INTL INC TN |
|
501,456 |
|
|
PACIFIC CAP BANCORP NEW |
|
1,505,938 |
|
|
PACIFIC SUNWEAR OF CALIF |
|
1,762,717 |
|
|
PACIFIC UN BK CA |
|
245,088 |
|
|
PACIFICARE HEALTH SYSTEMS |
|
3,204,240 |
|
|
PACKAGING CORP AMER |
|
1,536,758 |
|
|
PACKETEER INC |
|
443,178 |
|
|
PAIN THERAPEUTICS INC |
|
118,845 |
|
|
PALATIN TECHNOLOGIES INC |
|
150,500 |
|
|
PALM HBR HOMES INC |
|
366,335 |
|
|
PALMONE INC |
|
560,475 |
|
|
PALMSOURCE INC |
|
244,353 |
|
|
PANAMSAT CORP NEW |
|
758,912 |
|
|
PAN PAC RETAIL PPTYS INC |
|
2,316,314 |
|
|
PANERA BREAD CO |
|
1,292,631 |
|
|
PANTRY INC |
|
206,570 |
|
|
PAPA JOHNS INTL INC |
|
484,010 |
|
|
PAREXEL INTL CORP |
|
434,142 |
|
|
PARK ELECTROCHEMICAL CORP |
|
528,476 |
|
|
PARK NATL CORP |
|
1,545,063 |
|
|
PARK PL ENTMT CORP |
|
3,751,512 |
|
|
PARKER DRILLING CO |
|
261,375 |
|
|
PARKVALE FINL CORP |
|
144,990 |
|
|
PARKWAY PPTYS INC |
|
509,267 |
|
|
PARTNERS TR FINL GROUP |
|
329,800 |
|
|
PARTY CITY CORP |
|
135,783 |
|
|
PATINA OIL + GAS CORP |
|
1,682,807 |
|
|
PATHMARK STORES INC NEW |
|
278,920 |
|
|
PATRIOT BK CORP PA |
|
183,104 |
|
|
PATTERSON DENTAL CO |
|
4,683,680 |
|
|
PATTERSON UTI ENERGY INC |
|
3,127,400 |
|
|
PAXAR CORP |
|
526,620 |
|
|
PAXSON COMMUNICATIONS CORP |
|
141,680 |
|
|
PAYLESS SHOESOURCE INC |
|
1,093,842 |
|
|
PEABODY ENERGY CORP |
|
1,472,363 |
|
|
PEAPACK GLADSTONE FINL CORP |
|
218,240 |
|
|
PEC SOLUTIONS INC |
|
133,905 |
|
|
PEDIATRIX MED GROUP |
|
1,592,101 |
|
|
PEETS COFFEE AND TEA INC |
|
233,294 |
|
|
PEGASYSTEMS INC |
|
156,884 |
|
|
PEGASUS COMMUNICATIONS CORP |
|
148,824 |
|
|
PEGASUS SYS INC |
|
300,489 |
|
|
PEMSTAR INC |
|
164,500 |
|
|
PENN AMERICA GROUP INC |
|
209,666 |
|
|
PENN ENGR + MFG CORP |
|
274,032 |
|
|
PENN NATL GAMING INC |
|
851,652 |
|
|
PENN VA CORP |
|
528,675 |
|
|
PENNFED FINL SVCX INC |
|
187,600 |
|
|
PENNROCK FINL SVCS CORP |
|
255,726 |
|
|
PENNS WOODS BANCORP INC |
|
236,302 |
|
|
PENNSYLVANIA REAL ESTATE INVT |
|
1,267,523 |
|
|
PENTAIR INC |
|
2,719,150 |
|
|
PENWEST PHARMACEUTICALS CO |
|
312,768 |
|
|
PEOPLES BANCORP INC |
|
368,727 |
|
|
PEOPLES BK BRIDGEPORT CONN |
|
955,180 |
|
|
PEOPLES HLDG CO |
|
262,350 |
|
|
PEP BOYS MANNY MOE + JACK |
|
1,346,586 |
|
|
PEPCO HLDGS INC |
|
3,663,281 |
|
|
PEPSIAMERICAS INC |
|
1,210,110 |
|
|
PER SE TECHNOLOGIES INC |
|
542,737 |
|
|
PEREGRINE PHARMACEUTICALS INC |
|
316,693 |
|
|
PERFORMANCE FOOD GROUP CO |
|
1,960,414 |
|
|
PERICOM SEMICONDUCTOR CORP |
|
278,226 |
|
|
PERINI CORP |
|
111,630 |
|
|
PEROT SYS CORP |
|
1,234,768 |
|
|
PERRIGO CO |
|
1,161,708 |
|
|
PETCO ANIMAL SUPPLIES INC |
|
1,339,800 |
|
|
PETROCORP INC |
|
135,946 |
|
|
PETROLEUM DEV CORP |
|
547,470 |
|
|
PETROLEUM HELICOPTERS INC |
|
46,550 |
|
|
PETSMART INC |
|
4,031,720 |
|
|
PHARMACEUTICAL PROD DEV INC |
|
1,518,411 |
|
|
PHARMACEUTICAL RES INC |
|
2,671,150 |
|
|
PHARMACOPEIA INC |
|
343,882 |
|
|
PHILADELPHIA CONS HLDG CORP |
|
981,483 |
|
|
PHILADELPHIA SUBN CORP |
|
2,505,919 |
|
|
PHILLIPS VAN HEUSEN CORP |
|
526,878 |
|
|
PHOENIX COS INC NEW |
|
1,366,540 |
|
|
PHOTON DYNAMICS INC |
|
826,932 |
|
|
PHOTRONICS INC |
|
635,448 |
|
|
PIEDMONT NAT GAS INC |
|
1,668,864 |
|
|
PIER 1 IMPORTS INC |
|
2,423,181 |
|
|
PILGRIMS PRIDE CORP |
|
362,526 |
|
|
PINNACLE ENTMT INC |
|
310,356 |
|
|
PINNACLE SYS INC |
|
576,628 |
|
|
PIONEER NAT RES CO |
|
4,452,798 |
|
|
PIXAR |
|
1,808,469 |
|
|
PIXELWORKS INC |
|
466,992 |
|
|
PLAINS EXPL + PRODTN CO |
|
746,723 |
|
|
PLAINS RES INC |
|
436,560 |
|
|
PLANAR SYS INC |
|
415,872 |
|
|
PLANTRONICS INC NEW |
|
1,625,970 |
|
|
PLAYBOY ENTERPRISES INC |
|
284,416 |
|
|
PLAYTEX PRODS INC |
|
217,213 |
|
|
PLEXUS CORP |
|
860,217 |
|
|
PLUG PWR INC |
|
234,175 |
|
|
POGO PRODUCING CO |
|
3,661,140 |
|
|
POLARIS INDS INC |
|
2,329,654 |
|
|
POLO RALPH LAUREN CORP |
|
1,465,920 |
|
|
POLYCOM INC |
|
2,370,548 |
|
|
POLYMEDICA CORP |
|
552,510 |
|
|
POLYONE CORP |
|
637,243 |
|
|
POMEROY IT SOLUTIONS INC |
|
166,562 |
|
|
POPE + TALBOT INC |
|
325,785 |
|
|
POPULAR INC |
|
7,154,448 |
|
|
PORTAL SOFTWARE INC |
|
247,664 |
|
|
PORTFOLIO RECOVERY ASSOCS INC |
|
323,910 |
|
|
POSSIS MED INC |
|
381,175 |
|
|
POST PPTYS INC |
|
1,097,256 |
|
|
POTLATCH CORP |
|
1,119,594 |
|
|
POWELL INDS INC |
|
157,030 |
|
|
POWER INTEGRATIONS |
|
1,005,473 |
|
|
POWERWAVE TECHNOLOGIES INC |
|
550,877 |
|
|
POZEN INC |
|
221,340 |
|
|
PRAECIS PHARMACEUTICALS INC |
|
364,504 |
|
|
PRE PAID LEGAL SVCS INC |
|
540,684 |
|
|
PRECISION CASTPARTS CORP |
|
3,181,668 |
|
|
PREMCOR INC |
|
964,600 |
|
|
PRENTISS PPTYS TR |
|
1,355,889 |
|
|
PRESIDENTIAL LIFE CORP |
|
338,212 |
|
|
PRESSTEK INC |
|
242,818 |
|
|
PRICE COMMUNICATIONS CORP |
|
777,942 |
|
|
PRICE LEGACY CORP |
|
60,579 |
|
|
PRICELINE COM INC |
|
399,743 |
|
|
PRIDE INTERNATIONAL INC |
|
2,460,480 |
|
|
PRIMEDIA INC |
|
478,165 |
|
|
PRIMA ENERGY CORP CO |
|
349,842 |
|
|
PRIME HOSPITALITY CORP |
|
542,640 |
|
|
PRIMUS TELECOMM GROUP INC |
|
554,810 |
|
|
PRINCETON REVIEW INC |
|
172,751 |
|
|
PRIORITY HEALTHCARE CORP |
|
1,013,826 |
|
|
PROASSURANCE CORP |
|
905,666 |
|
|
PRIVATEBANKCORP INC |
|
432,440 |
|
|
PROGENICS PHAARMACEUTICALS INC |
|
182,659 |
|
|
PROGRESS SOFTWARE CORP |
|
744,744 |
|
|
PROQUEST COMPANY |
|
777,480 |
|
|
PROSPERITY BANCSHARES INC |
|
315,280 |
|
|
PROTECTIVE LIFE CORP |
|
2,571,840 |
|
|
PROTEIN DESIGN LABS INC |
|
2,017,330 |
|
|
PROVIDENT BANCORP INC |
|
173,900 |
|
|
PROVIDENT BANKSHARES CORP |
|
831,739 |
|
|
PROVIDENT FINL GROUP INC |
|
1,565,550 |
|
|
PROVIDENT FINL HLDGS INC |
|
162,417 |
|
|
PROVIDENT FINACIAL SERVICES |
|
1,122,660 |
|
|
PROVINCE HEALTHCARE CO |
|
800,800 |
|
|
PROXIM CORP |
|
176,813 |
|
|
PUBLIC STORAGE INC |
|
5,280,563 |
|
|
PUGET ENERGY INC |
|
2,676,502 |
|
|
PULITZER INC |
|
275,400 |
|
|
PUMATECH INC |
|
150,444 |
|
|
QAD INC |
|
226,810 |
|
|
QUAKER CHEMICAL |
|
295,200 |
|
|
QUAKER CITY BANCORP INC |
|
308,394 |
|
|
QUALITY SYSTEMS |
|
245,245 |
|
|
QUANEX CORP |
|
957,958 |
|
|
QUANTA SERVICES INC |
|
668,315 |
|
|
QUANTUM CORP |
|
559,104 |
|
|
QUEST SOFTWARE INC |
|
596,400 |
|
|
QUESTAR CORP |
|
3,493,910 |
|
|
QUICKSILVER RES INC |
|
436,050 |
|
|
QUIKSILVER INC |
|
1,132,061 |
|
|
QUIDEL CORP |
|
337,584 |
|
|
QUIXOTE CORP |
|
244,100 |
|
|
R + G FINANCIAL CORP |
|
943,260 |
|
|
RAIT INVT TR |
|
660,480 |
|
|
RCN CORP |
|
64,240 |
|
|
RC2 CORP |
|
383,875 |
|
|
RH DONNELLEY CORP |
|
876,480 |
|
|
RLI CORP |
|
865,326 |
|
|
RPC INC |
|
168,147 |
|
|
RPM INTL INC |
|
2,353,780 |
|
|
RSA SEC INC |
|
862,650 |
|
|
RTI INTL METALS INC |
|
436,933 |
|
|
RF MICRO DEVICES INC |
|
2,035,527 |
|
|
RADIAN GROUP INC |
|
5,473,650 |
|
|
RADIANT SYS INC |
|
166,098 |
|
|
RADIO ONE INC |
|
1,858,590 |
|
|
RADISYS CORP |
|
300,951 |
|
|
RAILAMERICA INC |
|
418,900 |
|
|
RAINBOW TECHNOLOGIES INC |
|
292,760 |
|
|
RAINDANCE COMMUNICATIONS INC |
|
109,725 |
|
|
RAMBUS INC DEL |
|
2,987,110 |
|
|
RALCORP HLDGS INC NEW |
|
1,097,600 |
|
|
RAMCO GERSHENSON PPTYS TR |
|
325,450 |
|
|
RANGE RES CORP |
|
615,195 |
|
|
RARE HOSPITALITY INTL INC |
|
881,649 |
|
|
RAVEN INDS INC |
|
236,000 |
|
|
RAYMOND JAMES FINANCIAL INC |
|
1,777,555 |
|
|
RAYONIER INC |
|
2,481,943 |
|
|
RAYOVAC CORP |
|
877,805 |
|
|
RAYTECH CORP |
|
165,336 |
|
|
READERS DIGEST ASSN INC |
|
1,332,594 |
|
|
READING INTL INC |
|
26,048 |
|
|
REAL NETWORKS INC |
|
596,695 |
|
|
REALTY INCOME CORP |
|
1,812,000 |
|
|
RECKSON ASSOCS RLTY CORP |
|
1,513,890 |
|
|
RED HAT INC |
|
2,802,361 |
|
|
RED ROBIN GOURMET BURGERS INC |
|
359,192 |
|
|
REDBACK NETWORKS INC |
|
24,856 |
|
|
REDWOOD TR INC. |
|
823,770 |
|
|
REGAL BELOIT CORP |
|
668,800 |
|
|
REGAL ENTMT GROUP |
|
771,552 |
|
|
REGENCY CTRS CORP |
|
1,239,335 |
|
|
REGENT COMMUNICATIONS INC DEL |
|
238,125 |
|
|
REGENERON PHARMACEUTICALS INC |
|
591,342 |
|
|
REGENERATION TECH INC DEL |
|
282,768 |
|
|
REGIS CORP MINNESOTA |
|
2,086,656 |
|
|
REHABCARE GROUP INC |
|
401,814 |
|
|
REGISTER COM INC |
|
120,887 |
|
|
REINSURANCE GROUP AMER INC |
|
1,116,019 |
|
|
RELIANCE STL + ALUM CO |
|
946,485 |
|
|
RELIANT RES INC |
|
2,385,089 |
|
|
REMEC INC |
|
608,464 |
|
|
REMINGTON OIL GAS CORP |
|
472,560 |
|
|
RENAISSANCE LEARNING INC |
|
228,760 |
|
|
REPLIGEN CORP |
|
118,864 |
|
|
REPUBLIC BANCSHARES INC |
|
377,797 |
|
|
RENAL CARE GROUP INC |
|
2,389,600 |
|
|
RENT A CTR INC NEW |
|
2,544,282 |
|
|
RENT WAY INC |
|
245,700 |
|
|
REPUBLIC BANCORP INC KY |
|
216,894 |
|
|
REPUBLIC BANCORP INC |
|
926,369 |
|
|
REPUBLIC SVCS INC |
|
4,685,164 |
|
|
RESEARCH FRONTIERS INC |
|
93,829 |
|
|
RESTORATION HARDWARE INC DEL |
|
85,975 |
|
|
RESMED INC |
|
1,712,487 |
|
|
RESOURCE AMER INC |
|
319,500 |
|
|
RESOURSES BANKSHARES CORP |
|
121,580 |
|
|
RESOURCES CONNECTION INC |
|
685,481 |
|
|
RESPIRONICS INC |
|
1,803,600 |
|
|
RETEK INC |
|
608,629 |
|
|
REVLON INC |
|
4,803 |
|
|
REWARDS NETWORK INC |
|
289,952 |
|
|
REX STORES CORP |
|
65,136 |
|
|
REYNOLDS + REYNOLDS CO |
|
2,312,380 |
|
|
RICHARDSON ELECTRS LTD |
|
100,778 |
|
|
RIGGS NATL CORP WASH DC |
|
317,376 |
|
|
RIGHT MGMT CONSULTANTS INC |
|
327,950 |
|
|
RITE AID CORP |
|
3,171,000 |
|
|
RIVIANA FOODS INC DEL |
|
183,513 |
|
|
ROBBINS + MYERS INC |
|
286,749 |
|
|
ROCK TENN CO |
|
467,746 |
|
|
ROFIN SINAR TECHNOLOGIES INC |
|
445,824 |
|
|
ROGERS CORP |
|
833,868 |
|
|
ROLLINS INC |
|
511,885 |
|
|
ROPER INDS |
|
1,655,136 |
|
|
ROSS STORES INC |
|
4,868,406 |
|
|
ROTO ROOTER INC NEW |
|
479,440 |
|
|
ROUSE CO |
|
4,375,700 |
|
|
ROXIO INC |
|
176,559 |
|
|
ROYAL BANCSHARES PA INC |
|
190,511 |
|
|
ROYAL GOLD INC |
|
454,181 |
|
|
RUBY TUESDAY INC |
|
2,085,468 |
|
|
RUDDICK CORP |
|
744,640 |
|
|
RUDOLPH TECHNOLOGIES INC |
|
331,290 |
|
|
RUSS BERRIE + CO INC |
|
427,140 |
|
|
RUSSELL CORP |
|
609,332 |
|
|
RYANS FAMILY STEAK HOUSES INC |
|
764,570 |
|
|
RYERSON TULL INC NEW |
|
303,425 |
|
|
RYLAND GROUP INC |
|
2,712,384 |
|
|
S + T BANCORP INC |
|
929,890 |
|
|
SBS TECHNOLOGIES INC |
|
310,381 |
|
|
SBA COMMUNCATIONS CORP |
|
246,834 |
|
|
SCP POOL CORP |
|
1,191,186 |
|
|
SEI INVESTMENTS CO |
|
2,687,454 |
|
|
SFBC INTL INC |
|
223,104 |
|
|
SEMCO ENERGY INC |
|
95,550 |
|
|
SJW CORP |
|
223,125 |
|
|
SL GREEN RLTY CORP |
|
1,514,745 |
|
|
SPSS INC |
|
246,744 |
|
|
SPX CORP |
|
5,534,021 |
|
|
S1 CORP |
|
708,481 |
|
|
SRA INTL INC |
|
482,720 |
|
|
SM+A |
|
222,300 |
|
|
SWS GROUP INC |
|
271,859 |
|
|
S Y BANCORP INC |
|
254,944 |
|
|
SAFEGUARD SCIENTIFICS INC |
|
606,848 |
|
|
SAFENET INC |
|
424,626 |
|
|
SAFETY INS GROUP INC |
|
253,228 |
|
|
SAFALINK CORP |
|
80,162 |
|
|
SAGA COMMUNICATIONS |
|
324,275 |
|
|
ST JOE CO |
|
1,476,684 |
|
|
ST MARY LD + EXPL CO |
|
1,045,950 |
|
|
SAKS INC |
|
2,266,528 |
|
|
SALEM COMMUNICATIONS CORP DEL |
|
265,776 |
|
|
SALIX PHARMACEUTICALS LTD |
|
487,405 |
|
|
SANCHEZ COMPUTER ASSOC INC |
|
67,230 |
|
|
SANDERS MORRIS HARIS GROUP INC |
|
126,567 |
|
|
SANDERSON FARMS INC |
|
310,310 |
|
|
SANDISK CORP |
|
5,057,501 |
|
|
SANDY SPRING BANCORP INC |
|
589,050 |
|
|
SANFILIPPO JOHN B + SON INC |
|
479,776 |
|
|
SANTANDER BANCORP |
|
183,209 |
|
|
SAPIENT CORP |
|
457,520 |
|
|
SAUER DANFOSS INC |
|
186,300 |
|
|
SAUL CTRS INC |
|
393,782 |
|
|
S + P MIDCAP 400 / RUSSELL 2000 INDEX FUTURES |
|
(139,576 |
) |
|
SAVIENT PHARMACEUTICALS INC |
|
263,692 |
|
|
SAXON CAPITAL INC |
|
752,105 |
|
|
SCANA CORP NEW |
|
4,604,776 |
|
|
SCANSOURCE INC |
|
583,936 |
|
|
SCANSOFT INC |
|
508,262 |
|
|
SCHAWK INC |
|
59,972 |
|
|
SCHEIN HENRY INC |
|
3,297,904 |
|
|
SCHNITZER STL INDS INC |
|
617,100 |
|
|
SCHOLASTIC CORP |
|
1,191,400 |
|
|
SCHOOL SPECIALTY INC |
|
632,586 |
|
|
SCHULMAN A INC |
|
797,368 |
|
|
SCHWEITZER MAUDUIT INTL INC |
|
559,864 |
|
|
SCICLONE PHARMACEUTICALS INC |
|
371,910 |
|
|
SCIENTIFIC GAMES CORP |
|
988,281 |
|
|
SCORE BRD INC |
|
0 |
|
|
SCOTTS CO |
|
1,555,908 |
|
|
SCRIPPS E W CO OH |
|
3,539,664 |
|
|
SCS TRANSA INC |
|
264,579 |
|
|
SEABORD CORP DEL |
|
118,440 |
|
|
SEACHANGE INTL INC |
|
488,950 |
|
|
SEABULK INTL INC |
|
57,295 |
|
|
SEACOAST BKG CORP FLA |
|
263,525 |
|
|
SEACOAST FINL SVCS CORP |
|
800,372 |
|
|
SEACOR SMIT INC |
|
851,108 |
|
|
SEATTLE GENETICS INC |
|
119,262 |
|
|
SECOND BANCORP INC |
|
248,160 |
|
|
SECURE COMPUTING CORP |
|
680,580 |
|
|
SECURITY BK CORP |
|
121,212 |
|
|
SEEBEYOND TECHNOLOGY CORP |
|
168,597 |
|
|
SELECT COMFORT CORP |
|
666,044 |
|
|
SELECT MED CORP |
|
927,960 |
|
|
SELECTIVE INS GROUP INC |
|
1,103,476 |
|
|
SEMTECH CORP |
|
1,634,287 |
|
|
SEMITOOL INC |
|
221,925 |
|
|
SENIOR HSG PPTSY TR |
|
978,492 |
|
|
SENSIENT TECHNOLOGIES CORP |
|
1,024,086 |
|
|
SEPRACOR INC |
|
2,187,202 |
|
|
SEQUA CORP |
|
308,700 |
|
|
SERENA SOFTWARE INC |
|
544,078 |
|
|
SEROLOGICALS CORP |
|
537,540 |
|
|
SERVICE CORP INTL |
|
1,956,678 |
|
|
SERVICE MASTER COMPANY |
|
4,191,670 |
|
|
7 ELEVEN INC |
|
460,956 |
|
|
SHARPER IMAGE CORP |
|
313,440 |
|
|
SHAW GROUP INC |
|
934,332 |
|
|
SHENANDOAH TELECOMMUNICATIONS |
|
189,662 |
|
|
SHOE CARNIVAL INC |
|
167,320 |
|
|
SHOPKO STORES INC |
|
494,100 |
|
|
SHORE BANCSHARES INC |
|
204,619 |
|
|
SHUFFLE MASTER INC |
|
723,558 |
|
|
SHURGARD STORAGE CTRS |
|
1,954,035 |
|
|
SICOR INC |
|
2,688,938 |
|
|
SIERRA BANCORP |
|
92,512 |
|
|
SIERRA HEALTH SVCS INC |
|
823,500 |
|
|
SIERRA PAC RES NEW |
|
1,069,438 |
|
|
SIGMA DESIGNS |
|
160,389 |
|
|
SILICON LABORATORIES INC |
|
1,517,022 |
|
|
SILGAN HLDGS INC |
|
464,231 |
|
|
SILICON GRAPHICS INC |
|
327,430 |
|
|
SILICON STORAGE TECHNOLOGY INC |
|
1,056,000 |
|
|
SILICON IMAGE INC |
|
574,062 |
|
|
SILICON VY BANCSHARES |
|
1,327,376 |
|
|
SILICONIX INC |
|
356,460 |
|
|
SIMMONS 1ST NATL CORP |
|
451,980 |
|
|
SIMPSON MFG INC |
|
940,910 |
|
|
SINCLAIR BROADCAST GROUP INC |
|
748,984 |
|
|
SIRIUS SATELLITE RADIO INC |
|
3,623,572 |
|
|
SIPEX CORP |
|
235,926 |
|
|
SIX FLAGS INC |
|
899,392 |
|
|
SIZELER PPTY INVS INC |
|
166,005 |
|
|
SKECHERS U S A INC |
|
156,480 |
|
|
SKY FINL GROUP INC |
|
2,904,528 |
|
|
SKYLINE CORP |
|
258,038 |
|
|
SKYWEST INC |
|
1,262,964 |
|
|
SKYWORKS SOLUTIONS INC |
|
1,504,978 |
|
|
SMART + FINAL INC |
|
142,128 |
|
|
SMITH A O CORP |
|
716,001 |
|
|
SMITH INTL INC |
|
4,239,192 |
|
|
SMITHFIELD FOODS INC |
|
2,064,825 |
|
|
SMUCKER J M CO |
|
2,758,523 |
|
|
SMURFIT STONE CONTAINER CORP |
|
5,450,481 |
|
|
SOHU COM INC |
|
606,202 |
|
|
SOLA INTL INC |
|
671,160 |
|
|
SONIC CORP |
|
1,404,111 |
|
|
SONIC AUTOMOTIVE INC |
|
673,848 |
|
|
SONIC SOLUTIONS |
|
315,180 |
|
|
SONICWALL INC |
|
406,380 |
|
|
SONOCO PRODS CO |
|
2,784,522 |
|
|
SONOSITE INC |
|
383,776 |
|
|
SOTHEBYS HLDGS INC |
|
662,510 |
|
|
SONUS NETWORKS INC |
|
1,988,280 |
|
|
SOUND FED BANCORP INC |
|
286,856 |
|
|
SOUNDVIEW TECHNOLOGY GROUP INC |
|
389,728 |
|
|
SOURCE INTERLINK COS INC |
|
163,814 |
|
|
SOURCECORP INC |
|
439,555 |
|
|
SOUTH FINL GROUP INC |
|
1,982,518 |
|
|
SOUTH JERSEY INDS INC |
|
635,850 |
|
|
SOUTHERN FINL BANCORP INC |
|
350,590 |
|
|
SOUTHERN PERU COPPER CORP |
|
801,720 |
|
|
SOUTHERN UN CO NEW |
|
1,223,968 |
|
|
SOUTHSIDE BANCSHARES INC |
|
246,698 |
|
|
SOUTHWEST BANCORP INC OKLA |
|
207,408 |
|
|
SOUTHWEST BANCORPORATION TEX |
|
1,324,785 |
|
|
SOUTHWEST GAS CORP |
|
819,425 |
|
|
SOUTHWEST WTR CO |
|
185,378 |
|
|
SOUTHWESTERN ENERGY CO |
|
1,075,500 |
|
|
SOVEREIGN BANCORP INC |
|
8,317,250 |
|
|
SOVRAN SELF STORAGE INC |
|
620,479 |
|
|
SPANISH BROADCASTING SYS INC |
|
494,613 |
|
|
SPARTECH CORP |
|
693,000 |
|
|
SPECIALTY LABORATORIES INC |
|
125,925 |
|
|
SPECTRALINK CORP |
|
419,823 |
|
|
SPEEDWAY MOTORSPORTSINC |
|
465,612 |
|
|
SPHERION CORP |
|
619,707 |
|
|
SPINNAKER EXPL CO |
|
1,035,867 |
|
|
SPORTS AUTH INC NEW |
|
965,491 |
|
|
SPORTS RESORTS INTL INC |
|
139,656 |
|
|
SS+C TECHNOLOGIES INC |
|
346,580 |
|
|
STAAR SURGICAL CO |
|
298,390 |
|
|
STAGE STORES INC |
|
583,110 |
|
|
STAMPS COM INC |
|
273,420 |
|
|
STANCORP FINL GROUP INC |
|
2,175,648 |
|
|
STANDARD COML CORP |
|
284,994 |
|
|
STANDARD MICROSYSTEMS CORP |
|
470,580 |
|
|
STANDARD MTR PRODS INC |
|
92,340 |
|
|
STANDARD PAC CORP NEW |
|
1,908,015 |
|
|
STANDARD REGISTER |
|
333,234 |
|
|
STANDEX INTL CORP |
|
372,400 |
|
|
STANLEY FURNITURE INC |
|
252,000 |
|
|
STARTEK INC |
|
513,954 |
|
|
STATE AUTO FINL CORP |
|
325,121 |
|
|
STATE BANCORP INC N Y |
|
170,669 |
|
|
STATE FINL SVCS CORP |
|
209,824 |
|
|
STATEN IS BANCORP INC |
|
1,435,500 |
|
|
STATION CASINOS INC |
|
1,327,811 |
|
|
THE STEAK AND SHAKE COMPANY |
|
425,009 |
|
|
STEEL DYNAMICS INC |
|
1,108,728 |
|
|
STEELCASE INC |
|
663,432 |
|
|
STEIN MART INC |
|
255,440 |
|
|
STEINWAY MUSICAL INSTRS INC |
|
158,080 |
|
|
STELLENT INC |
|
246,984 |
|
|
STEPAN CHEM CO |
|
225,720 |
|
|
STERLING BANCSHARES INC |
|
611,181 |
|
|
STERICYCLE INC |
|
1,952,060 |
|
|
STERIS CORP |
|
1,900,660 |
|
|
STERLING BANCORP |
|
426,645 |
|
|
STERLING FINL CORP |
|
530,719 |
|
|
STERLING FINL CORP WASH |
|
548,022 |
|
|
STEWART + STEVENSON SVCS INC |
|
515,635 |
|
|
STEWART ENTERPRISES INC |
|
704,888 |
|
|
STEWART INFORMATION SVCS CORP |
|
843,440 |
|
|
STILLWATER MNG CO |
|
506,665 |
|
|
STATE STREET BANK + TRUST CO |
|
35,212,250 |
|
|
STONE ENERGY CORP |
|
1,068,764 |
|
|
STONERIDGE INC |
|
219,730 |
|
|
STORAGE TECHNOLOGY CORP |
|
3,442,775 |
|
|
STRATASYS INC |
|
253,518 |
|
|
STRATEX NETWORKS INC |
|
447,950 |
|
|
STRATTEC SEC CORP |
|
207,094 |
|
|
STRAYER ED INC |
|
1,382,141 |
|
|
STRIDE RITE CORP |
|
484,788 |
|
|
STUDENT LN CORP |
|
730,000 |
|
|
STURM RUGER + CO INC |
|
278,565 |
|
|
SUFFOLK BANCORP |
|
455,796 |
|
|
SUMMIT AMER TELEVISION INC |
|
150,920 |
|
|
SUMMIT BANKSHARES INC FT WORTH |
|
197,806 |
|
|
SUMMIT PPTYS INC |
|
739,816 |
|
|
SUN BANCORP INC |
|
144,096 |
|
|
SUN BANCORP INC N J |
|
263,340 |
|
|
SUN CMNTYS INC |
|
688,860 |
|
|
SUNRISE SENIOR LIVING INC |
|
751,556 |
|
|
SUPERCONDUCTOR TECHNOLOGIES |
|
350,424 |
|
|
SUPERGEN INC |
|
476,300 |
|
|
SUPERIOR ENERGY SVCS INC |
|
573,400 |
|
|
SUPERIOR INDS INTL INC |
|
1,192,448 |
|
|
SUPERTEX INC |
|
286,500 |
|
|
SUPPORTSOFT INC |
|
439,210 |
|
|
SUREWEST COMMUNICATIONS |
|
711,392 |
|
|
SURMODICS INC |
|
377,620 |
|
|
SUSQUEHANNA BANCSHARES INC PA |
|
1,197,979 |
|
|
SWIFT ENERGY CO |
|
571,215 |
|
|
SWIFT TRANSN INC |
|
1,246,486 |
|
|
SYBASE INC |
|
2,220,726 |
|
|
SYBRON DENTAL SPECIALTIES |
|
1,267,310 |
|
|
SYCAMORE NETWORKS INC |
|
997,172 |
|
|
SYKES ENTERPRISES INC |
|
215,712 |
|
|
SYLVAN LEARNING SYS INC |
|
1,217,817 |
|
|
SYMMETRICOM INC |
|
317,408 |
|
|
SYMYX TECHNOLOGIES INC |
|
528,135 |
|
|
SYNAPTICS INC |
|
334,054 |
|
|
SYNOPSYS INC |
|
5,537,923 |
|
|
SYNPLICITY INC |
|
34,452 |
|
|
SYNOVIS LIFE TECHNOLOGIES INC |
|
191,196 |
|
|
SYNTEL INC |
|
150,731 |
|
|
SYPRIS SOLUTIONS INC |
|
164,738 |
|
|
SYSTEMS + COMPUTER TECHNOLOGY |
|
712,860 |
|
|
TBC CORP |
|
531,686 |
|
|
TCF FINANCIAL CORP |
|
4,470,018 |
|
|
T HQ INC |
|
750,381 |
|
|
TRC COS INC |
|
269,568 |
|
|
TTM TECHNOLOGIES |
|
438,880 |
|
|
TAKE TWO INTERACTIVE SOFTWARE |
|
1,391,523 |
|
|
TALBOTS INC |
|
932,634 |
|
|
TALK AMER HLDGS INC |
|
397,048 |
|
|
TALX CORP |
|
379,534 |
|
|
TANGER FACTORY OUTLET CTRS INC |
|
382,499 |
|
|
TANOX INC |
|
390,555 |
|
|
TARRAGON RLTY INVS INC |
|
36,322 |
|
|
TAUBMAN CENTERS INC |
|
1,126,820 |
|
|
TAYLOR CAP GROUP INC |
|
122,498 |
|
|
TECH DATA CORP |
|
2,503,447 |
|
|
TECHNE CORP |
|
1,820,996 |
|
|
TECHNICAL OLYMPIC USA INC |
|
118,379 |
|
|
TECHNITROL INC |
|
995,520 |
|
|
TECUMSEH PRODS CO |
|
900,023 |
|
|
TEJON RANCH CO |
|
323,979 |
|
|
TEKELEC INC |
|
984,315 |
|
|
TELEDYNE TECHNOLOGIES INC |
|
673,152 |
|
|
TELEFLEX INC |
|
2,039,526 |
|
|
TELEPHONE + DATA SYS INC |
|
3,815,550 |
|
|
TELIK INC |
|
1,092,975 |
|
|
TELETECH HLDGS INC |
|
542,400 |
|
|
TENNANT CO |
|
467,640 |
|
|
TENNECO AUTOMOTIVE INC |
|
377,316 |
|
|
TERAYON COMMUNICATION SYS |
|
367,200 |
|
|
TEREX CORP NEW |
|
1,559,650 |
|
|
TESORO PETE CORP |
|
1,073,809 |
|
|
TETRA TECHNOLOGIES INC DEL |
|
538,128 |
|
|
TETRA TECH INC NEW |
|
1,433,801 |
|
|
TEXAS GENCO HLDGS INC |
|
640,250 |
|
|
TEXAS INDS INC |
|
986,531 |
|
|
TEXAS REGL BANCSHARES INC |
|
1,057,978 |
|
|
THERAGENICS CORP |
|
169,570 |
|
|
THERASENSE INC |
|
635,390 |
|
|
THIRD WAVE TECHNOLOGIES INC |
|
187,915 |
|
|
THOMAS INDS INC |
|
447,114 |
|
|
THOR INDS INC |
|
1,219,974 |
|
|
THORATEC CORP |
|
792,894 |
|
|
THORNBURG MTG INC |
|
2,271,200 |
|
|
3COM CORP |
|
3,492,267 |
|
|
THREE FIVE SYS INC |
|
133,096 |
|
|
TIBCO SOFTWARE INC |
|
655,336 |
|
|
TIDEWATER INC |
|
2,031,840 |
|
|
TIER TECHNOLOGIES INC |
|
114,380 |
|
|
TIERONE CORP |
|
576,296 |
|
|
TIMBERLAND CO |
|
1,135,126 |
|
|
TIME WARNER TELECOM INC |
|
582,475 |
|
|
TIMKEN CO |
|
1,199,588 |
|
|
TITAN CORP |
|
2,143,923 |
|
|
TIVO INC |
|
230,140 |
|
|
TOLL BROS INC |
|
2,206,680 |
|
|
TOLLGRADE COMMUNICATIONS INC |
|
261,197 |
|
|
TOMPKINS TRUSTCO INC |
|
395,109 |
|
|
TOO INC |
|
742,720 |
|
|
TOOTSIE ROLL INDS INC |
|
1,103,940 |
|
|
TOPPS INC |
|
452,466 |
|
|
TORO CO |
|
1,424,480 |
|
|
TOWER AUTOMOTIVE INC |
|
443,267 |
|
|
TOTAL SYS SVCS INC |
|
1,385,285 |
|
|
TOWN + CNTRY TR |
|
426,134 |
|
|
TRACTOR SUPPLY CO |
|
1,365,039 |
|
|
TRADESTATION GROUP INC |
|
170,998 |
|
|
TRAMMELL CROW CO |
|
500,850 |
|
|
TRANS WORLD ENTMT CORP |
|
113,920 |
|
|
TRANSACTION SYS ARCHITECTS INC |
|
973,090 |
|
|
TRANSATLANTIC HLDGS INC |
|
1,987,680 |
|
|
TRANSKARYOTIC THERAPIES INC |
|
465,178 |
|
|
TRANSMETA CORP DEL |
|
506,940 |
|
|
TRANSMONTAIGNE INC |
|
129,645 |
|
|
TREDEGAR INDS INC |
|
517,149 |
|
|
TREX INC |
|
372,204 |
|
|
TRIAD HOSPS INC |
|
3,029,001 |
|
|
TRIAD GTY INC |
|
503,500 |
|
|
TRIARC COS INC |
|
475,398 |
|
|
TRICO BANCSHARES |
|
227,232 |
|
|
TRIMBLE NAVIGATION LTD |
|
1,463,532 |
|
|
TRIMERIS INC |
|
372,395 |
|
|
TRINITY INDS INC |
|
1,239,768 |
|
|
TRIQUINT SEMICONDUCTOR INC |
|
1,073,721 |
|
|
TRITON PCS HLDGS INC |
|
227,664 |
|
|
TRIUMPH GROUP INC NEW |
|
677,040 |
|
|
TRIZEC PPTYS INC |
|
1,633,940 |
|
|
TRIZETTO GROUP INC |
|
287,025 |
|
|
TRIPATH IMAGING INC |
|
279,240 |
|
|
TROY FINL CORP |
|
253,750 |
|
|
THE TRUST COMPANY OF N J |
|
944,384 |
|
|
TRUSTCO BK CORP N Y |
|
1,235,219 |
|
|
TRUSTMARK CORP |
|
1,735,711 |
|
|
TUESDAY MORNING CORP |
|
529,375 |
|
|
TULARIK INC |
|
946,390 |
|
|
TWEETER HOME ENTMT GROUP INC |
|
225,855 |
|
|
21ST CENTURY INS GROUP |
|
493,625 |
|
|
II VI INC |
|
379,260 |
|
|
TYLER TECHNOLOGIES INC |
|
447,121 |
|
|
TYSON FOODS INC (DEL) |
|
3,388,354 |
|
|
UCBH HLDGS INC |
|
1,979,676 |
|
|
UGI CORP NEW |
|
1,744,155 |
|
|
UICI |
|
596,272 |
|
|
UIL HLDG CORP |
|
653,950 |
|
|
UMB FINL CORP |
|
946,094 |
|
|
U S B HLDG INC |
|
230,935 |
|
|
U S RESTAURANT PPTYS INC |
|
521,424 |
|
|
URS CORP NEW |
|
527,711 |
|
|
USANA HEALTH SCIENCES |
|
299,880 |
|
|
USG CORP |
|
727,423 |
|
|
USEC INC |
|
805,560 |
|
|
U S I HLDGS CORP |
|
396,720 |
|
|
US PHYSICAL THERAPY INC |
|
220,220 |
|
|
U S XPRESS ENTERPRISES INC |
|
127,400 |
|
|
US ONCOLOGY INC |
|
825,292 |
|
|
ULTICOM INC |
|
168,875 |
|
|
ULTIMATE ELECTRS INC |
|
91,560 |
|
|
ULTRATECH INC |
|
819,423 |
|
|
UMPQUA HLDGS CORP |
|
643,347 |
|
|
UNIFI INC |
|
387,645 |
|
|
UNIFIRST CORP |
|
275,036 |
|
|
UNION BANKSHARES CORP |
|
237,900 |
|
|
UNIONBANCAL CORP |
|
3,596,250 |
|
|
UNISOURCE ENERGY CORP |
|
845,838 |
|
|
UNIT CORP |
|
1,155,128 |
|
|
UNITED AUTO GROUP INC |
|
538,360 |
|
|
UTD COMMUNITY FINL |
|
392,504 |
|
|
UNITED CMNTY BKS INC BLAIRSVIL |
|
740,250 |
|
|
UNITED BANKSHARES INC W VA |
|
1,410,240 |
|
|
UNITED CAP CORP |
|
124,320 |
|
|
UNITED DEFENSE INDS INC |
|
959,588 |
|
|
UNITED DOMINION RLTY TR INC |
|
2,795,520 |
|
|
UNITED FIRE CAS CO |
|
286,556 |
|
|
UNITED INDL CORP |
|
211,185 |
|
|
UNITED NATL BANCORP N J |
|
814,930 |
|
|
UNITED MOBILE HOMES INC |
|
187,110 |
|
|
UNITED NAT FOODS INC |
|
822,339 |
|
|
UNITED ONLINE INC |
|
861,327 |
|
|
UNITED PANAM FINL CORP |
|
8,355 |
|
|
UNITED RENTALS INC |
|
1,253,826 |
|
|
UNITED SEC BANCSHARES INC |
|
206,877 |
|
|
UNITED SEC BANCSHARES CA |
|
32,736 |
|
|
UNITED STATES CELLULAR CORP |
|
676,275 |
|
|
UNITED STATES TREAS BILLS |
|
6,705,222 |
|
|
UNITED STATIONERS INC |
|
1,429,336 |
|
|
UNITED SURGICAL PARTNERS |
|
689,688 |
|
|
UNITED THERAPEUTICS CORP DEL |
|
445,230 |
|
|
UNITEDGLOBALCOM |
|
868,352 |
|
|
UNITRIN INC |
|
2,190,589 |
|
|
UNIVERSAL AMERN FINL CORP |
|
328,021 |
|
|
UNIVERSAL COMPRESSION HLDGS |
|
541,512 |
|
|
UNIVERSAL CORP VA |
|
1,311,849 |
|
|
UNIVERSAL DISPLAY CORP |
|
278,868 |
|
|
UNIVERSAL ELECTRS INC |
|
211,484 |
|
|
UNIVERSAL FST PRODS INC |
|
643,600 |
|
|
UNIVERSAL HEALTH RLTY INCOME |
|
388,290 |
|
|
UNIVERSAL HEALTH SVCS INC |
|
3,158,736 |
|
|
UNIZAN FINL CORP |
|
547,256 |
|
|
UNOVA INC |
|
1,276,020 |
|
|
URBAN OUTFITTERS INC |
|
1,148,550 |
|
|
URSTADT BIDDLE PPTYS INC |
|
318,375 |
|
|
USF CORP |
|
1,083,823 |
|
|
UTSTARCOM INC |
|
3,110,173 |
|
|
VCA ANTECH INC |
|
1,186,534 |
|
|
VAIL RESORTS INC |
|
433,500 |
|
|
VALASSIS COMMUNICATIONS INC |
|
1,441,085 |
|
|
VALHI INC NEW |
|
474,232 |
|
|
VALENCE TECHNOLOGY INC |
|
266,420 |
|
|
VALEANT PHARMACEUTICALS INTL |
|
2,140,265 |
|
|
VALERO ENERGY CORP |
|
6,687,881 |
|
|
VALLEY NATL BANCORP |
|
3,285,175 |
|
|
VALMONT INDS INC |
|
377,345 |
|
|
VALSPAR CORP |
|
3,004,736 |
|
|
VALUE LINE INC |
|
89,820 |
|
|
VALUECLICK INC |
|
761,812 |
|
|
VALUEVISION MEDIA INC |
|
340,680 |
|
|
VANS INC |
|
182,560 |
|
|
VARCO INTL INC DEL |
|
2,293,169 |
|
|
VARIAN INC |
|
1,431,339 |
|
|
VARIAN SEMI EQUIP ASSOC INC |
|
1,590,316 |
|
|
VARIAN MED SYS INC |
|
5,686,930 |
|
|
VASTERA INC |
|
174,800 |
|
|
VECTREN CORP |
|
2,218,254 |
|
|
VECTOR GROUP LTD |
|
418,380 |
|
|
VEECO INSTRS INC DEL |
|
752,940 |
|
|
VENTAS INC |
|
1,909,600 |
|
|
VENTANA MED SYS INC |
|
555,540 |
|
|
VERITY INC |
|
453,968 |
|
|
VERISIGN INC |
|
3,971,218 |
|
|
VERITAS DGC INC |
|
383,568 |
|
|
VERINT SYS INC |
|
115,056 |
|
|
VERSO TECHNOLOGIES INC |
|
378,560 |
|
|
VERTEX PHARMACEUTICALS INC |
|
888,578 |
|
|
VIAD CORP |
|
2,640,000 |
|
|
VIASAT INC |
|
539,365 |
|
|
VIASYS HEALTHCARE INC |
|
741,600 |
|
|
VICOR CORP |
|
286,391 |
|
|
VICURON PHAMACEUTICALS INC |
|
1,064,915 |
|
|
VIGNETTE CORP |
|
550,929 |
|
|
VINTAGE PETE INC |
|
731,424 |
|
|
VIRAGE LOGIC CORP |
|
142,380 |
|
|
VIRBAC CORP |
|
110,670 |
|
|
VIRGINIA COMM BANCORP INC |
|
230,104 |
|
|
VIRGINIA FINL GROUP INC |
|
245,088 |
|
|
VISHAY INTERTECHNOLOGY INC |
|
4,406,235 |
|
|
VISTACARE INC |
|
449,920 |
|
|
VISX INC |
|
1,064,900 |
|
|
VITAL SIGNS INC |
|
284,490 |
|
|
VITAL IMAGES INC |
|
235,488 |
|
|
VITALWORKS INC |
|
154,700 |
|
|
VITESSE SEMICONDUCTOR CORP |
|
1,430,519 |
|
|
VITRIA TECHNOLOGY INC |
|
225,070 |
|
|
VIVUS |
|
118,248 |
|
|
VOLT INFORMATION SCIENCES INC |
|
241,820 |
|
|
VORNADO RLTY TR |
|
5,283,375 |
|
|
WD 40 CO |
|
661,232 |
|
|
WFS FINL INC |
|
571,299 |
|
|
WCI CMNTYS INC |
|
385,407 |
|
|
WGL HLDGS INC |
|
1,584,030 |
|
|
W HLDG CO INC |
|
1,604,470 |
|
|
W H ENERGY SVCS INC |
|
458,460 |
|
|
WMS INDUSTRIES INC |
|
741,460 |
|
|
WPS RES CORP |
|
2,052,612 |
|
|
WSFS FINL CORP |
|
399,165 |
|
|
WABASH NATL CORP |
|
826,260 |
|
|
WABTEC |
|
716,839 |
|
|
WACKENHUT CORRECTIONS CORP |
|
232,560 |
|
|
WADDELL + REED FINL INC |
|
2,107,646 |
|
|
WALTER INDS INC |
|
440,550 |
|
|
WARNACO GROUP INC |
|
612,480 |
|
|
WARWICK COMMUNITY BANCORP |
|
185,760 |
|
|
WARWICK VALLEY TEL CO |
|
159,786 |
|
|
WASHINGTON FED INC |
|
2,364,073 |
|
|
WASHINGTON GROUP INTL INC |
|
944,366 |
|
|
WASHINGTON POST CO |
|
4,685,879 |
|
|
WASHINGTON REAL ESTATE INVT TR |
|
1,264,360 |
|
|
WASHINGTON TR BANCORP INC |
|
351,080 |
|
|
WASTE CONNECTIONS INC |
|
1,216,194 |
|
|
WATCHGUARD TECHNOLOGIES INC |
|
170,235 |
|
|
WATSCO INC |
|
506,879 |
|
|
WATSON WYATT + CO HLDGS |
|
987,735 |
|
|
WATTS WATER TECHNOLOGIES INC |
|
430,680 |
|
|
WAUSAU MOSINEE PAPER CORP |
|
612,456 |
|
|
WAYNE BANCORP INC |
|
209,246 |
|
|
WAYPOINT FINL CORP |
|
885,928 |
|
|
WEBEX COMMUNICATIONS |
|
570,840 |
|
|
WEBSENSE INC |
|
751,468 |
|
|
WEBMETHODS INC |
|
503,598 |
|
|
WEB MD CORP |
|
3,273,843 |
|
|
WEBSTER FINL CORP WATERBURY |
|
2,451,217 |
|
|
WEIGHT WATCHERS INTL INC NEW |
|
1,937,685 |
|
|
WEINGARTEN RLTY INVS |
|
2,390,465 |
|
|
WEIS MKTS INC |
|
508,200 |
|
|
WELLCHOICE INC |
|
855,600 |
|
|
WELLMAN INC |
|
406,358 |
|
|
WERNER ENTERPRISES INC |
|
1,171,973 |
|
|
WESBANCO INC |
|
664,560 |
|
|
WESCO FINL CORP |
|
598,400 |
|
|
WESCO INTL INC |
|
230,100 |
|
|
WEST BANCORPORATION INC |
|
307,940 |
|
|
WEST COAST BANCORP ORE NEW |
|
428,934 |
|
|
WEST CORP |
|
499,445 |
|
|
WEST MARINE INC |
|
392,121 |
|
|
WEST PHARMACEUTICAL SVCS INC |
|
474,600 |
|
|
WESTAMERICA BANCORPORATION |
|
1,978,060 |
|
|
WESTSTAR ENERGY INC |
|
1,648,350 |
|
|
WESTELL TECHNOLOGIES |
|
310,452 |
|
|
WESTCORP INC |
|
626,175 |
|
|
WESTERN DIGITAL CORP |
|
2,767,113 |
|
|
WESTERN GAS RES INC |
|
1,006,425 |
|
|
WESTERN SIERRA BANCORP |
|
172,161 |
|
|
WESTERN WIRELESS CORP |
|
1,378,836 |
|
|
WESTFIELD FINANCIAL INC |
|
97,416 |
|
|
WESTMORELAND COAL CO |
|
190,750 |
|
|
WESTPORT RES CORP NEW |
|
1,030,021 |
|
|
WESTWOOD ONE INC |
|
3,496,262 |
|
|
WET SEAL INC |
|
313,760 |
|
|
WEYCO GROUP INC |
|
50,474 |
|
|
WHITE ELECTR DESIGNS CORP |
|
168,080 |
|
|
WHITEHALL JEWELLERS INC |
|
105,609 |
|
|
WHITNEY HLDG CORP |
|
2,008,510 |
|
|
WHOLE FOODS MKT INC |
|
4,074,791 |
|
|
WILD OATS MKTS INC |
|
310,320 |
|
|
WILEY JOHN + SON |
|
1,551,388 |
|
|
WILLIAMS CLAYTON ENERGY INC |
|
186,048 |
|
|
WILLIAMS SONOMA INC |
|
3,431,799 |
|
|
WILLOW GROVE BANCORP INC NEW |
|
140,304 |
|
|
WILMINGTON TR CORP |
|
2,833,200 |
|
|
WILSON GREAT BATCH TECH |
|
1,056,750 |
|
|
WILSONS LEATHER EXPERTS INC |
|
72,243 |
|
|
WILTEL COMMUNICATIONS |
|
— |
|
|
(RTS expense 10/15/04) |
|
|
|
|
WIND RIV SYS INC |
|
681,230 |
|
|
WINNEBAGO IND INC. |
|
1,010,625 |
|
|
WINSTON HOTELS |
|
184,620 |
|
|
WINTRUST FINL CORP |
|
1,071,125 |
|
|
WIRELESS FACS INC |
|
508,212 |
|
|
WISCONSIN ENERGY CORP |
|
4,691,363 |
|
|
WOLVERINE WORLD WIDE INC |
|
1,039,380 |
|
|
WOODHEAD INDUSTRIES |
|
221,390 |
|
|
WOODWARD GOVERNOR CO |
|
602,398 |
|
|
WORLD ACCEPTANCE CORP |
|
332,497 |
|
|
WORLD FUEL SERVICES CORP. |
|
359,870 |
|
|
WORLD WRESTLING ENTMT INC |
|
216,150 |
|
|
WRIGHT MED GROUP INC |
|
617,932 |
|
|
WYNN RESORTS LTD |
|
862,708 |
|
|
XM SATELLITE RADIO HLDGS INC |
|
3,519,060 |
|
|
X RITE INC |
|
305,640 |
|
|
XTO ENERGY INC |
|
5,731,684 |
|
|
YADKIN VY BK + TR CO ELKIN N C |
|
126,540 |
|
|
YANKEE CANDLE INC |
|
1,030,341 |
|
|
XICOR INC |
|
362,880 |
|
|
YARDVILLE NATIONAL BANCORP |
|
229,086 |
|
|
YELLOW ROADWAY CORP |
|
1,792,162 |
|
|
YORK INTL CORP |
|
1,805,040 |
|
|
YOUNG BROADCASTING INC |
|
342,684 |
|
|
YOUNG INNOVATIONS INV |
|
226,800 |
|
|
ZALE CORP NEW |
|
1,659,840 |
|
|
ZEBRA TECHNOLOGIES CORP |
|
2,943,510 |
|
|
ZENITH NATL INS CORP |
|
393,855 |
|
|
ZHONE TECHNOLOGIES INC NEW |
|
263,495 |
|
|
ZORAN CORP |
|
850,701 |
|
|
ZYGO CORP |
|
348,764 |
|
|
ZYMOGENETICS INC |
|
220,100 |
|
|
ZOLL MED CORP |
|
335,286 |
|
EXHIBIT B — TOTAL INTERNATIONAL STOCK MARKET INDEX FUND
|
Security Name |
|
Market Value |
|
|
KIDDE |
|
208,311 |
|
|
ATI TECHNOLOGIES INC |
|
479,886 |
|
|
AMEC |
|
172,813 |
|
|
ABITIBI CONSOLIDATED INC |
|
411,582 |
|
|
SIGNET GROUP |
|
408,254 |
|
|
EMI GROUP |
|
289,541 |
|
|
DIXONS GROUP |
|
632,178 |
|
|
SAFEWAY |
|
708,388 |
|
|
SEVERN TRENT |
|
607,245 |
|
|
ASSOC BRIT PORTS |
|
340,738 |
|
|
BHP BILLITON PLC |
|
2,828,391 |
|
|
ARM HLDGS |
|
304,987 |
|
|
BAA |
|
1,250,690 |
|
|
BBA GROUP |
|
262,273 |
|
|
BPB |
|
400,253 |
|
|
BARRATT DEVEL |
|
298,663 |
|
|
AGNICO EAGLE MINES LTD |
|
117,323 |
|
|
AGRIUM INC |
|
271,246 |
|
|
BERKELEY GROUP |
|
229,321 |
|
|
BALFOUR BEATTY |
|
214,482 |
|
|
BOC GROUP |
|
991,817 |
|
|
AMVESCAP |
|
646,644 |
|
|
BRITISH AIRWAYS |
|
288,176 |
|
|
BRITISH LAND CO |
|
671,638 |
|
|
ALCAN INC |
|
2,491,561 |
|
|
BRITISH SKY BROADCAST |
|
2,078,311 |
|
|
AGGREKO |
|
90,850 |
|
|
BUNZL |
|
460,377 |
|
|
ALIANT INC |
|
148,993 |
|
|
CABLE + WIRELESS |
|
743,366 |
|
|
CAPITA GROUP |
|
370,191 |
|
|
NOVAR |
|
137,409 |
|
|
CATTLES PLC |
|
254,422 |
|
|
CELLTECH GROUP |
|
242,643 |
|
|
AVIVA PLC |
|
2,598,480 |
|
|
REUTERS GROUP |
|
786,118 |
|
|
DIAGEO |
|
5,347,451 |
|
|
SCHRODERS |
|
186,666 |
|
|
DAVIS SERVICE GP |
|
177,876 |
|
|
BAE SYSTEMS |
|
1,209,022 |
|
|
PROVIDENT FINL |
|
390,722 |
|
|
AMERSHAM PLC |
|
1,253,428 |
|
|
BRIT AMER TOBACCO |
|
2,868,719 |
|
|
MAN GROUP |
|
937,285 |
|
|
EMAP |
|
513,621 |
|
|
ELECTROCOMPONENTS |
|
323,469 |
|
|
ENTERPRISE INNS |
|
406,789 |
|
|
FKI |
|
142,610 |
|
|
CARLTON COMUNCTNS |
|
339,574 |
|
|
COBHAM PLC |
|
300,330 |
|
|
FIRSTGROUP |
|
260,750 |
|
|
ANGIOTECH PHARMACEUTICALS INC |
|
248,636 |
|
|
AO MOSENERGO |
|
72,211 |
|
|
TATNEFT |
|
232,560 |
|
|
GUS PLC |
|
1,838,262 |
|
|
ARACRUZ CELULOSE S A |
|
167,211 |
|
|
MISYS |
|
272,680 |
|
|
HAMMERSON PLC |
|
422,141 |
|
|
STAGECOACH GROUP PLC |
|
195,102 |
|
|
HAYS |
|
466,226 |
|
|
REXAM |
|
638,495 |
|
|
EXEL |
|
514,493 |
|
|
IMPERIAL TOBACCO |
|
1,883,606 |
|
|
IMI |
|
274,715 |
|
|
IMPERIAL CHEM INDS |
|
548,617 |
|
|
JOHNSON MATTHEY |
|
496,197 |
|
|
SABMILLER PLC |
|
1,080,373 |
|
|
HILTON GROUP |
|
829,352 |
|
|
LOGICA CMG PLC |
|
442,111 |
|
|
COMPASS GROUP |
|
1,944,543 |
|
|
HSBC HLDGS |
|
22,444,756 |
|
|
BCE INC |
|
904,024 |
|
|
MFI FURNITURE GRP |
|
211,804 |
|
|
LEGAL + GENERAL GP |
|
1,530,892 |
|
|
CENTRICA |
|
2,108,508 |
|
|
UNILEVER |
|
3,422,203 |
|
|
BALLARD PWR SYS INC |
|
119,615 |
|
|
BANCO VENEZOLANO DE CREDITO |
|
8,294 |
|
|
BANCO SANTANDER CHILE NEW |
|
279,677 |
|
|
BANCOLOMBIA S A |
|
176,220 |
|
|
CADBURY SCHWEPPES |
|
1,986,563 |
|
|
INTERNATIONAL POWER |
|
316,747 |
|
|
BANK MONTREAL QUE |
|
2,744,615 |
|
|
BANK N S HALIFAX |
|
3,430,358 |
|
|
UNITED UTILITIES |
|
649,485 |
|
|
ROYAL+SUN ALLIANCE |
|
598,752 |
|
|
PEARSON |
|
1,164,004 |
|
|
BARRICK GOLD CORP |
|
1,540,836 |
|
|
P + O |
|
400,223 |
|
|
PERSIMMON |
|
341,602 |
|
|
LIBERTY INTERNATIONAL |
|
402,930 |
|
|
PILKINGTON |
|
228,378 |
|
|
SCOTTISH POWER |
|
1,626,350 |
|
|
PRUDENTIAL PLC |
|
2,225,665 |
|
|
RIO TINTO |
|
3,862,251 |
|
|
VODAFONE GROUP |
|
22,206,369 |
|
|
RANK GROUP |
|
392,706 |
|
|
RMC GROUP |
|
436,933 |
|
|
RECKITT BENCKISER PLC |
|
1,785,220 |
|
|
REED ELSEVIER PLC |
|
1,395,170 |
|
|
RENTOKIL INITIAL |
|
822,030 |
|
|
BBVA BANCO FRANCES S A |
|
47,856 |
|
|
ROYAL BK SCOT GRP |
|
10,816,545 |
|
|
CLOSE BROTHERS GP |
|
237,829 |
|
|
SAINSBURY(J) |
|
1,061,289 |
|
|
SCOT + NEWCASTLE |
|
702,199 |
|
|
SCOT + SOUTHERN EN |
|
1,357,308 |
|
|
SERCO GROUP |
|
166,753 |
|
|
BP PLC |
|
23,545,884 |
|
|
SSL INTERNATIONAL |
|
148,160 |
|
|
SAGE GROUP |
|
492,678 |
|
|
SHELL TRNSPT+TRDG |
|
9,446,025 |
|
|
INVENSYS |
|
141,776 |
|
|
SLOUGH ESTATES |
|
430,481 |
|
|
SMITHS GROUP |
|
869,008 |
|
|
GRANADA PLC |
|
789,141 |
|
|
LLOYDS TSB GROUP |
|
5,889,117 |
|
|
TATE + LYLE |
|
294,999 |
|
|
BG GROUP |
|
2,376,868 |
|
|
TAYLOR WOODROW |
|
358,788 |
|
|
TESCO |
|
4,423,940 |
|
|
3I GROUP |
|
887,949 |
|
|
TOMKINS |
|
478,219 |
|
|
BIOVAIL CORP |
|
375,308 |
|
|
ALLIANCE UNICHEM |
|
289,941 |
|
|
SMITH + NEPHEW |
|
1,016,812 |
|
|
GLAXOSMITHKLINE |
|
17,942,437 |
|
|
DE LA RUE PLC |
|
116,551 |
|
|
DAILY MAIL + GEN TST |
|
474,208 |
|
|
GREAT PORTLAND EST |
|
92,207 |
|
|
AEGIS GROUP |
|
253,633 |
|
|
WIMPEY(GEORGE) |
|
325,220 |
|
|
WPP GROUP |
|
1,519,909 |
|
|
WOLSELEY |
|
1,081,100 |
|
|
BOMBARDIER INC |
|
782,241 |
|
|
KELDA GROUP |
|
421,209 |
|
|
ASTRAZENECA |
|
10,761,461 |
|
|
BRASCAN CORP |
|
640,415 |
|
|
BRASIL TELECOM PARTICIPACOES |
|
40,106 |
|
|
BROOKFIELD PPTYS CORP |
|
332,806 |
|
|
CAE INC |
|
141,261 |
|
|
C I FD MGMT INC |
|
247,923 |
|
|
CAMECO CORP |
|
423,887 |
|
|
CDN IMPERIAL BK OF COMMERCE |
|
2,407,707 |
|
|
CANADIAN NATL RY CO |
|
1,644,378 |
|
|
CANADIAN NATURAL RES LTD |
|
856,424 |
|
|
CANADIAN PAC RY |
|
598,754 |
|
|
CANADIAN TIRE LTD |
|
304,121 |
|
|
CELESTICA INC |
|
367,512 |
|
|
COGNOS INC |
|
306,612 |
|
|
UNIBANCO UNIAO BCO |
|
264,720 |
|
|
ALPARGATAS |
|
— |
|
|
ALFA SA |
|
83,671 |
|
|
COMPANHIA VALE DO RIO DOCE |
|
390,961 |
|
|
COMPANIA ANON NACL TELE DE VEZ |
|
155,957 |
|
|
COMPANIA CERVECERIAS UNIDAS SA |
|
20,619 |
|
|
COMPANIA DE TELECOM DE CHILE |
|
573,811 |
|
|
ARACRUZ CELULOS SA |
|
40,416 |
|
|
BCO BRADESCO SA |
|
520,393 |
|
|
TV AZTECA |
|
89,411 |
|
|
WALMART DE MEXICO |
|
498,525 |
|
|
COCA COLA FEMSA SA |
|
74,751 |
|
|
SIDER DE TUBARAO |
|
56,014 |
|
|
SABESP CIA SANEAM |
|
55,437 |
|
|
C A NAC TELEFONOS |
|
32,264 |
|
|
CERV PER BACKUS + JO |
|
20,323 |
|
|
CEMIG CIA ENERG MG |
|
210,978 |
|
|
WAL MART DE MEXICO |
|
178,892 |
|
|
VALE RIO DOCE(CIA) |
|
763,778 |
|
|
COPEL PARANA ENERG |
|
66,031 |
|
|
CONSORICO ARA SA |
|
37,739 |
|
|
SIDER NACIONAL CIA |
|
260,691 |
|
|
CONTROL COM MEX |
|
39,318 |
|
|
CORP INTERAM ENTRE |
|
53,806 |
|
|
COTEMINAS CIA TEC |
|
20,154 |
|
|
CRESUD |
|
5 |
|
|
CP SHIPS LTD COM |
|
245,842 |
|
|
FOMENTO ECON MEXICO |
|
302,686 |
|
|
VALE RIO DOCE(CIA) |
|
525,532 |
|
|
CRESUD SA CIFYA |
|
16,868 |
|
|
DURATEX SA |
|
19,498 |
|
|
EMBRATEL PARTICIPA |
|
90,897 |
|
|
TELE CELULAR SUL |
|
34,371 |
|
|
TELE CENTRO OESTE |
|
108,357 |
|
|
BRASIL TELECOM PAR |
|
81,812 |
|
|
BRAXIL TELECOM PAR |
|
154,822 |
|
|
TELESP CELLULAR PAR |
|
140,739 |
|
|
TELE NORTE LESTS P |
|
110,423 |
|
|
TELE NORTE LESTE P |
|
407,833 |
|
|
TELEMIG CELULAR PA |
|
49,604 |
|
|
TELENORDESTE CELUL |
|
45,938 |
|
|
ELECTROBRAS (CENTR) |
|
135,567 |
|
|
ELETROBRAS (CENTR) |
|
241,047 |
|
|
AMBEV CIA DE BEBID |
|
749,955 |
|
|
GRUPO TELEVISA SA |
|
549,909 |
|
|
GRUPO MODELO SA DE |
|
155,359 |
|
|
USIMINAS USI SD MG |
|
152,510 |
|
|
GPO BIMBO SA DE CV |
|
51,261 |
|
|
GRUPO CARSO |
|
112,483 |
|
|
CEMEX SA PTG CERT |
|
785,430 |
|
|
GPO CONTINENTIAL |
|
29,420 |
|
|
GRUPO FINANCIERO BANORTE SA |
|
73,230 |
|
|
EMRAER EMP AER BR |
|
359,622 |
|
|
INDUSTRIAS PENOLES |
|
51,169 |
|
|
EDEGEL S A |
|
27,502 |
|
|
LUZ DEL SUR SA |
|
13,477 |
|
|
KIMBERLY CLARK MEX |
|
164,282 |
|
|
BCO ITAU HOLDING FINANCEIRA |
|
625,042 |
|
|
PETROBRAS ENER |
|
8 |
|
|
DISTRIBUCION Y SERVICIO D + S |
|
35,990 |
|
|
DOFASCO INC |
|
270,117 |
|
|
DOMTAR INC |
|
321,768 |
|
|
MINSUR |
|
45,758 |
|
|
GPO FIN GALICIA |
|
6 |
|
|
GRUPO AEROPORTUARI |
|
45,665 |
|
|
GPO MEXICO SA |
|
95,255 |
|
|
GERDAU SA SIDERURG |
|
181,964 |
|
|
AMERICA MOVIL SA |
|
1,342,121 |
|
|
PAO DE ACUCAR CIA |
|
92,212 |
|
|
VOTORANTIM PAPEL E |
|
79,780 |
|
|
PETROL BRASILIEROS |
|
1,101,695 |
|
|
ECI TELECOM LTD |
|
33,475 |
|
|
PETROL BRASILEIROS |
|
1,032,473 |
|
|
SADIA SA |
|
54,721 |
|
|
SOUZA CRUZ (CIA) |
|
101,281 |
|
|
TELECOM ARGENTINA |
|
10 |
|
|
TELEFONOS DE MEXIC |
|
1,512,861 |
|
|
TRANSPORT GAS SUR |
|
3 |
|
|
MINAS BUENAVENTURA |
|
375,689 |
|
|
EMBOTELLADORA ANDINA SA |
|
20,013 |
|
|
EMPRESA NACIONAL DE ELEC |
|
325,775 |
|
|
ENCANA CORP |
|
2,481,191 |
|
|
ENBRIDGE INC |
|
895,935 |
|
|
ENERSIS S A |
|
398,198 |
|
|
VITRO SA |
|
18,028 |
|
|
GRUPO ELEKTRA (NEW) |
|
58,704 |
|
|
GF BBVA BANCOMER |
|
372,348 |
|
|
UTD BUSINESS MEDIA |
|
388,430 |
|
|
WHITBREAD |
|
492,220 |
|
|
FAIRFAX FINL HLDGS LTD |
|
307,954 |
|
|
FAIRMONT HOTELS RESORTS INC |
|
285,409 |
|
|
FRIENDS PROVIDENT |
|
499,403 |
|
|
HBOS |
|
6,531,124 |
|
|
FALCONBRIDGE LTD NEW |
|
250,516 |
|
|
BRAMBLES INDUSTRIE |
|
340,635 |
|
|
GKN |
|
462,269 |
|
|
TI AUTOMOTIVE |
|
— |
|
|
BK OF IRELAND |
|
1,761,087 |
|
|
BT GROUP |
|
3,833,050 |
|
|
CANARY WHARF GROUP |
|
289,817 |
|
|
RYANAIR HLDGS |
|
202,313 |
|
|
CARNIVAL PLC |
|
881,361 |
|
|
NATIONAL GRID TRANSCO PLC |
|
2,892,865 |
|
|
MARKS + SPENCER GP |
|
1,542,557 |
|
|
BARCLAYS |
|
7,677,175 |
|
|
HILL (WILLIAM) |
|
414,906 |
|
|
YELL GROUP |
|
315,968 |
|
|
FINNING INTL INC |
|
239,118 |
|
|
LAND SECS GP |
|
1,078,604 |
|
|
GRAFTON GROUP |
|
176,602 |
|
|
NEXT GROUP |
|
739,483 |
|
|
BOOTS GROUP |
|
1,291,868 |
|
|
INTERCONTINENTAL H |
|
907,283 |
|
|
SECURICOR |
|
116,122 |
|
|
ROLLS ROYCE GROUP |
|
628,516 |
|
|
KESA ELECTRICALS |
|
318,037 |
|
|
KINGFISHER |
|
1,514,956 |
|
|
UTD UTILITIES |
|
221,480 |
|
|
HANSON |
|
711,915 |
|
|
MITCHELLS + BUTLER |
|
266,575 |
|
|
FOUR SEASONS HOTELS INC |
|
154,347 |
|
|
GAZPROM O A O |
|
231,546 |
|
|
GEN PROBE INC NEW |
|
73 |
|
|
GLAMIS GOLD LTD |
|
296,549 |
|
|
GOLDCORP INC NEW |
|
378,173 |
|
|
GREAT WEST LIFECO INC |
|
614,730 |
|
|
CGI GROUPE INC |
|
204,529 |
|
|
BOUYGUES |
|
906,353 |
|
|
UMICORE |
|
160,674 |
|
|
TURKCELL ILETISIM |
|
93,273 |
|
|
ADANA CIMENTO |
|
5,555 |
|
|
AKBANK |
|
231,330 |
|
|
AIR LIQUIDE(L) |
|
2,280,295 |
|
|
AKSIGORTA |
|
19,978 |
|
|
AKSA |
|
11,714 |
|
|
EADS(EURO AERO |
|
863,680 |
|
|
ALARKO HLDG |
|
10,020 |
|
|
ALLEANZA ASSICURAZ |
|
681,119 |
|
|
ALLIED IRISH BANKS |
|
1,798,223 |
|
|
AMER GROUP |
|
134,315 |
|
|
ALUM CO OF GREECE |
|
19,861 |
|
|
VEOLIA ENVIRONNEMENT |
|
843,993 |
|
|
ADIDAS SALOMON AG |
|
660,392 |
|
|
RICHTER GEDEON VEG |
|
204,569 |
|
|
ATLAS COPCO AB |
|
529,651 |
|
|
ATLAS COPCO AB |
|
299,835 |
|
|
ARCELIK |
|
54,853 |
|
|
ASSIC GENERALI |
|
3,383,676 |
|
|
LOREAL |
|
3,582,210 |
|
|
BCO ESPIR SANTO |
|
210,971 |
|
|
LVMH MOET HENNESSY |
|
2,304,431 |
|
|
IBERIALINEAS AERE |
|
170,709 |
|
|
ABERTIS INFRAESTRUCTURAS SA |
|
428,950 |
|
|
WANADOO |
|
396,149 |
|
|
AYGAZ |
|
21,123 |
|
|
BCA POP DI MILANO |
|
334,089 |
|
|
SAGEM SA |
|
286,952 |
|
|
BANCA INTESA SPA |
|
1,854,676 |
|
|
BANCA INTESA SPA |
|
356,740 |
|
|
BCA FIDEURAM SPA |
|
231,121 |
|
|
ARN MONDADORI EDIT |
|
144,998 |
|
|
ELEC DE PORTUGAL |
|
579,031 |
|
|
BOHLER UDDEHOLM |
|
43,018 |
|
|
BK OF PIRAEUS |
|
189,308 |
|
|
REED ELSEVIER NV |
|
1,039,020 |
|
|
BUDIMEX |
|
14,299 |
|
|
KOBENHAVN LUFTHAVE |
|
94,835 |
|
|
DANISCO |
|
304,426 |
|
|
BANG + OLUFSEN A/S |
|
58,830 |
|
|
THALES |
|
325,460 |
|
|
CAP GEMINI |
|
635,449 |
|
|
ANADOLU EFES |
|
93,930 |
|
|
CARLSBERG |
|
133,624 |
|
|
COFINIMMO SA |
|
88,544 |
|
|
CASINO GUICH PERR |
|
470,010 |
|
|
CRH |
|
1,410,165 |
|
|
DCC |
|
147,465 |
|
|
CIMSA |
|
13,054 |
|
|
HELLENIC TECHNODOM TEV |
|
50,650 |
|
|
COMMERCL BK GREECE |
|
188,494 |
|
|
CMB |
|
33,986 |
|
|
UNICREDITO ITALIAN |
|
2,723,120 |
|
|
ALPHA BANK |
|
602,263 |
|
|
D IETEREN TRADING |
|
73,424 |
|
|
A P MOLLER MAERSK |
|
1,024,741 |
|
|
DELHAIZE GROUP |
|
492,260 |
|
|
DNB NOR ASA |
|
667,782 |
|
|
ELECTRABEL |
|
1,224,310 |
|
|
OSTASIATISKE KOMPA |
|
101,003 |
|
|
ELAN CORP |
|
311,691 |
|
|
EREGLI DEMIR CELIK |
|
73,661 |
|
|
BAYER HYPO VEREINS |
|
1,090,752 |
|
|
COMMERZBANK AG |
|
1,207,811 |
|
|
FYFFES |
|
79,095 |
|
|
HINDALCO INDS LTD |
|
77,544 |
|
|
SYNGENTA AG |
|
954,675 |
|
|
FLUGHAFEN WIEN AG |
|
62,688 |
|
|
T GARANTI BANKASI |
|
111,587 |
|
|
ZELTIA SA |
|
132,979 |
|
|
PUBLICIS GROUPE SA |
|
403,653 |
|
|
GECINA |
|
279,293 |
|
|
COCA COLA HELL BOT |
|
199,197 |
|
|
IBERDROLA SA |
|
2,012,134 |
|
|
HOGANAS AG |
|
73,968 |
|
|
JELFA |
|
6,823 |
|
|
HUANENG POWER INTL INC |
|
227,179 |
|
|
IHC CALAND NV |
|
215,162 |
|
|
HUDSONS BAY CO |
|
78,096 |
|
|
HURRIYET GAZETE |
|
34,846 |
|
|
IRISH LIFE + PERM |
|
560,581 |
|
|
SNIA SPA |
|
93,471 |
|
|
IMERYS |
|
207,572 |
|
|
ENIRO AB |
|
212,908 |
|
|
INDRA SISTEMAS SA |
|
206,812 |
|
|
JERONIMO MARTINS SGPS |
|
44,265 |
|
|
HUSKY ENERGY INC |
|
299,493 |
|
|
KESKO OYJ |
|
138,310 |
|
|
KOC HLDG |
|
110,923 |
|
|
HYUNDAI MOTOR CO |
|
496,358 |
|
|
KBC BANKVERZEKERIN NPV |
|
548,202 |
|
|
IRSA INVERSIONES Y REPRESENT |
|
21,540 |
|
|
GN STORE NORD |
|
182,289 |
|
|
LAFARGE |
|
1,923,598 |
|
|
ICICI BK LTD |
|
330,062 |
|
|
KOMERCNI BANKA |
|
37,262 |
|
|
KERRY GROUP |
|
314,914 |
|
|
WARTSILA |
|
97,780 |
|
|
IMPERIAL OIL LTD |
|
764,841 |
|
|
INCO LTD |
|
979,761 |
|
|
SYNTHES STRATEC |
|
576,000 |
|
|
LAGARDERE S.C.A. |
|
926,541 |
|
|
MAYR MELNHOF KARTO |
|
64,311 |
|
|
SMEDVIG |
|
31,502 |
|
|
NH HOTELES SA |
|
125,297 |
|
|
MEDIOBANCA SPA |
|
676,935 |
|
|
MATAV RT |
|
212,182 |
|
|
PROSIEBENSATI MEDI |
|
154,043 |
|
|
VALORA HLDG AG |
|
128,256 |
|
|
MICHELIN(CGDE) |
|
807,949 |
|
|
DANSKE BANK |
|
1,509,314 |
|
|
MIGROS |
|
44,306 |
|
|
DOUGLAS HLDG AG |
|
112,007 |
|
|
CONTINENTAL AG |
|
585,848 |
|
|
INTRAWEST CORP |
|
116,499 |
|
|
NORTEL NETWORKS NETAS TELEKO |
|
7,057 |
|
|
UNAXIS HOLDING AG |
|
183,504 |
|
|
INVESTORS GROUP INC |
|
333,987 |
|
|
DEUTSCHE POST AG |
|
1,038,104 |
|
|
ORION |
|
109,380 |
|
|
NATL BK OF GREECE |
|
671,966 |
|
|
TELEKOM AUSTRIA |
|
314,544 |
|
|
NOKIAN RENKAAT |
|
94,141 |
|
|
NORSK HYDRO AS |
|
1,229,748 |
|
|
OMV AG |
|
255,879 |
|
|
NOVOZYMES AS B SHS |
|
260,579 |
|
|
OEST ELEKTRIZITATS |
|
63,073 |
|
|
JSC MMC NORILSK NICKEL |
|
582,740 |
|
|
FORD OTOMOTIV SAN |
|
44,002 |
|
|
OUTOKUMPU OYJ |
|
158,942 |
|
|
PERNOD RICARD |
|
748,629 |
|
|
PIRELLI + CO SPA |
|
241,240 |
|
|
INDEPENDENT NEWS+M |
|
166,399 |
|
|
BARCO |
|
94,502 |
|
|
RENAULT (REGIE NATIONALE) |
|
1,524,671 |
|
|
KUONI REISEN HLDG |
|
131,891 |
|
|
RAS |
|
686,766 |
|
|
RHI AG |
|
38,207 |
|
|
RAUTARUUKKI OY |
|
78,819 |
|
|
TOMRA SYSTEMS ASA |
|
146,029 |
|
|
TELENOR AS |
|
641,175 |
|
|
AVENTIS SA |
|
5,799,684 |
|
|
MERCK KGAA |
|
261,432 |
|
|
MOL HUNGARIAN OIL |
|
215,496 |
|
|
INTERBREW |
|
522,060 |
|
|
SKF AB |
|
340,000 |
|
|
SKF AB |
|
183,019 |
|
|
RWE AG (NEU) |
|
2,139,710 |
|
|
RWE AG (NEU) |
|
176,168 |
|
|
SCHIBSTED ASA |
|
113,591 |
|
|
LUXOTTICA GROUP |
|
311,395 |
|
|
SKAND ENSKILDA BKN |
|
918,383 |
|
|
VINCI |
|
715,624 |
|
|
SOLVAY |
|
712,387 |
|
|
SGS SA |
|
348,235 |
|
|
KT CORP |
|
260,515 |
|
|
SCHNEIDER ELECTRIC |
|
1,754,045 |
|
|
VIVENDI UNIVERSAL |
|
2,861,402 |
|
|
SCHERING AG |
|
1,092,476 |
|
|
SAP AG |
|
4,435,025 |
|
|
SSAB(SVENSKT STAL) |
|
54,925 |
|
|
SSAB(SVENSKT STAL) |
|
137,513 |
|
|
STOREBRAND ASA |
|
171,825 |
|
|
SULZER AG |
|
121,972 |
|
|
SVENSKA CELLULOSA |
|
1,033,758 |
|
|
T IS BANKASI |
|
213,271 |
|
|
T SISE CAM |
|
23,277 |
|
|
TECHNIP |
|
265,690 |
|
|
PHILIP MORRIS CR AS |
|
73,771 |
|
|
TIM SPA |
|
2,756,787 |
|
|
TECHNIKI OLYMPIAKI |
|
45,459 |
|
|
TITAN CEMENT CO |
|
157,786 |
|
|
TOFAS OTOMOBIL FAB |
|
27,914 |
|
|
TRELLEBORG AB |
|
165,858 |
|
|
TRAKYA CAM |
|
19,765 |
|
|
TOTAL SA |
|
15,462,478 |
|
|
TUPRAS |
|
89,656 |
|
|
UNION FENOSA |
|
482,046 |
|
|
SOC AIR FRANCE |
|
147,814 |
|
|
VA TECHNOLOGIE AG |
|
32,400 |
|
|
VESTEL ELECTRONIC |
|
37,568 |
|
|
CORIO NV |
|
219,368 |
|
|
VIOHALCO |
|
79,229 |
|
|
VALEO |
|
382,658 |
|
|
VOLVO AB |
|
375,356 |
|
|
VOLVO(AB) |
|
920,323 |
|
|
WATERFRD WEDGEWOOD |
|
20,821 |
|
|
E ON AG |
|
5,253,026 |
|
|
VOESTALPINE AG |
|
112,895 |
|
|
WERELDHAVE NV |
|
191,046 |
|
|
KINROSS GOLD CORP |
|
305,867 |
|
|
VNU NV |
|
937,320 |
|
|
YAPI KREDI BANKASI |
|
92,877 |
|
|
ROSTELEKOM |
|
162,740 |
|
|
KOMERCNI BANKA A S |
|
136,648 |
|
|
KOOKMIN BK NEW |
|
517,992 |
|
|
GREENCORE GROUP |
|
97,101 |
|
|
HOLMEN AB |
|
230,810 |
|
|
KCI KONECRANES OYJ |
|
66,145 |
|
|
METRO AG |
|
822,391 |
|
|
SWEDISH MATCH |
|
466,029 |
|
|
UPM KYMMENE OY |
|
1,367,740 |
|
|
OTE (HELLENIC TLCM) |
|
448,991 |
|
|
PUMA AG |
|
353,178 |
|
|
TELE2 AB |
|
667,102 |
|
|
BAYER AG |
|
2,488,180 |
|
|
STORA ENSO OYJ |
|
1,133,253 |
|
|
HENKEL KGAA |
|
603,185 |
|
|
MEDIASET |
|
937,294 |
|
|
BASF AG |
|
3,934,765 |
|
|
COMPUTERLAND |
|
16,508 |
|
|
CELESIO AG |
|
178,331 |
|
|
BEIERSDORF AG |
|
394,361 |
|
|
TANSAS |
|
9,327 |
|
|
HEIDELBERGCEMENT |
|
233,530 |
|
|
FRESENIUS MEDICAL |
|
315,151 |
|
|
AKCANSA CIMENTO SA |
|
10,726 |
|
|
STATE BK OF INDIA |
|
127,545 |
|
|
FRESENIUS MEDICAL |
|
162,158 |
|
|
FRANCE TELECOM |
|
3,993,791 |
|
|
CIBA SPECIALTY CHE |
|
699,130 |
|
|
ROYAL DUTCH PETROL |
|
14,639,419 |
|
|
VEDIOR |
|
180,729 |
|
|
CELULOZA SWIECIE |
|
33,620 |
|
|
HAGEMEYER |
|
27,740 |
|
|
GRUPA KETY SA |
|
32,101 |
|
|
SAMPO OYJ |
|
390,968 |
|
|
ALLIANZ AG |
|
4,697,367 |
|
|
UPONOR OYJ |
|
126,135 |
|
|
CASTELLUM AB |
|
124,984 |
|
|
ABN AMRO HLDGS NV |
|
4,783,989 |
|
|
AHOLD (KON)NV |
|
1,101,118 |
|
|
HERMES INTL |
|
227,546 |
|
|
DONG AH CONST IND |
|
— |
|
|
AUTOGRILL SPA |
|
214,398 |
|
|
BULGARI SPA |
|
154,648 |
|
|
KGHM POLSKA MIEDZ |
|
91,664 |
|
|
FLS INDUSTRIES |
|
36,666 |
|
|
HACI OMER SABANCI |
|
116,281 |
|
|
ENDESA S.A. |
|
2,299,654 |
|
|
CESKY TELECOM |
|
116,928 |
|
|
ALTANA AG |
|
545,137 |
|
|
DEUTSCHE LUFTHANSA |
|
407,795 |
|
|
ERSTE BANK DER OST |
|
464,764 |
|
|
MUENCHENER RUCKVERS AG |
|
2,343,104 |
|
|
UNIPETROL |
|
21,971 |
|
|
BIC |
|
190,548 |
|
|
MODERN TIME GROUP |
|
141,640 |
|
|
DASSAULT SYSTEMES |
|
330,265 |
|
|
ACS ACTIVIDADES CO |
|
614,132 |
|
|
FOLLI FOLLIE |
|
50,189 |
|
|
ORBIS |
|
23,904 |
|
|
PROKOM SOFTWARE SA |
|
48,115 |
|
|
RABA MAGYAR WAGON |
|
4,248 |
|
|
NORDEA |
|
2,375,991 |
|
|
LOBLAW COS LTD |
|
760,453 |
|
|
NUMICO (KON) NV |
|
542,360 |
|
|
OM HEX AB |
|
90,180 |
|
|
DUTY FREE SHOPS |
|
62,530 |
|
|
ALTADIS SA |
|
1,040,141 |
|
|
OCE NV |
|
159,538 |
|
|
GAMBRO |
|
192,468 |
|
|
GAMBRO |
|
102,994 |
|
|
AKZO NOBEL NV |
|
1,397,493 |
|
|
ORKLA ASA |
|
590,150 |
|
|
SKANDIA FORSAKRING |
|
394,713 |
|
|
ELECTROLUX AB |
|
869,568 |
|
|
BK POLSKA KASA OPIEKI GRUPA |
|
229,510 |
|
|
ALSTOM |
|
105,217 |
|
|
HELLENIC PETROLEUM |
|
125,900 |
|
|
TIETOENATOR OYJ |
|
311,212 |
|
|
TPG NV |
|
1,048,801 |
|
|
INTRACOM |
|
65,811 |
|
|
VOLKSWAGEN AG |
|
1,612,130 |
|
|
VOLKSWAGEN AG |
|
492,825 |
|
|
ACERINOX SA |
|
302,416 |
|
|
BBVA (BILB VIZ ARG) |
|
5,570,640 |
|
|
SACYR VALLEHERMOSO SA |
|
193,426 |
|
|
PIN PRINTEMPS REDO |
|
832,727 |
|
|
DOGAN YAYIN HLDGS |
|
40,930 |
|
|
MDS INC |
|
271,502 |
|
|
BCA NAZ DEL LAVORO |
|
479,469 |
|
|
DAIMLERCHRYSLER AG |
|
5,197,728 |
|
|
MI DEVS INC |
|
164,983 |
|
|
SWISSCOM AG |
|
1,158,268 |
|
|
MEDIOLANUM |
|
264,600 |
|
|
DROTT AB |
|
201,090 |
|
|
MOBISTAR |
|
159,017 |
|
|
CNP ASSURANCES |
|
229,154 |
|
|
TELEKOMUNIKACJA PO |
|
334,276 |
|
|
SECURITAS |
|
528,456 |
|
|
SAN PAOLO IMI SPA |
|
1,767,658 |
|
|
VODAFONE PANAFON SA |
|
170,948 |
|
|
FRONTLINE LTD |
|
143,387 |
|
|
KONINKLIJKE VENDEX |
|
167,659 |
|
|
MAN AG |
|
409,347 |
|
|
ACCIONA S A |
|
226,217 |
|
|
FORTUM OYJ |
|
476,169 |
|
|
MAGNA INTL INC |
|
968,383 |
|
|
UCB |
|
427,425 |
|
|
AGORA |
|
40,425 |
|
|
CEZ |
|
151,645 |
|
|
THYSSENKRUPP AG |
|
789,073 |
|
|
UNILEVER NV |
|
4,981,662 |
|
|
CARREFOUR |
|
4,065,009 |
|
|
MANULIFE FINL CORP |
|
1,996,202 |
|
|
GAS NATURAL SDG |
|
626,109 |
|
|
EFG EUROBANK ERGAS |
|
409,690 |
|
|
ATOS ORIGIN |
|
195,177 |
|
|
TUI AG |
|
331,934 |
|
|
REPSOL YPF SA) |
|
2,372,019 |
|
|
WOLTERS KLUWER |
|
558,609 |
|
|
SANOFI SYNTHELABO |
|
3,565,128 |
|
|
GRUPO FERROVIAL SA |
|
283,406 |
|
|
IMMOFINANZ IMMOBIL NPV |
|
193,426 |
|
|
HENNES + MAURITZ |
|
1,496,039 |
|
|
AGFA GEVAERT NV |
|
413,373 |
|
|
GEBERIT |
|
228,108 |
|
|
ASSA ABLOY |
|
464,616 |
|
|
TDC A/S |
|
604,092 |
|
|
WIENERBERGER AG |
|
110,949 |
|
|
ELISA CORPORATION |
|
245,118 |
|
|
SVENSKA HANDELSBANKEN SERIES A |
|
1,495,476 |
|
|
SVENSKA HANDELSBKN SER B SEK 4 |
|
114,867 |
|
|
NEG MICON |
|
38,168 |
|
|
BCO SANT CENT HISP |
|
6,752,998 |
|
|
METSO OYJ |
|
170,938 |
|
|
MLP AG |
|
144,012 |
|
|
BANCO BPI SA |
|
171,196 |
|
|
RODAMCO EUROPE |
|
343,770 |
|
|
SIEMENS AG NPV (REGD) |
|
8,300,324 |
|
|
WELLA AG |
|
159,498 |
|
|
AGUAS DE BARCELONA |
|
110,735 |
|
|
TELEFONICA SA |
|
9,182,888 |
|
|
QIAGEN NV |
|
206,725 |
|
|
LINDE AG |
|
578,614 |
|
|
MASISA S A |
|
305,976 |
|
|
FIAT SPA |
|
451,168 |
|
|
DEUTSCHE BANK AG |
|
5,605,459 |
|
|
MASONITE INTL CORP |
|
187,425 |
|
|
DSM NV |
|
523,714 |
|
|
SUEDZUCKER AG |
|
127,611 |
|
|
EPCOS |
|
139,533 |
|
|
KARSTADT QUELLE AG |
|
128,458 |
|
|
FOM CONST Y CONTRA |
|
250,354 |
|
|
AMADEUS GLOBAL TRAVEL |
|
199,250 |
|
|
TOPDANMARK AS |
|
166,481 |
|
|
BRISA AUTO ESTRADA |
|
220,249 |
|
|
COLRUYT SA |
|
209,406 |
|
|
POLSKI KONCERN NAF |
|
235,159 |
|
|
PT MULTIMEDIA SGPS |
|
104,894 |
|
|
BCO COM PORTUGUES |
|
532,451 |
|
|
PORTUGAL TCOM SGPS |
|
1,155,428 |
|
|
BEKAERT SA |
|
118,797 |
|
|
GR ED L ESPRESSO |
|
135,252 |
|
|
DEUTSCHE TELEKOM |
|
5,959,580 |
|
|
TELECOM ITALIA MEDIA |
|
85,191 |
|
|
ACCOR |
|
1,107,927 |
|
|
BCO POPULAR ESP |
|
1,261,551 |
|
|
IS GAYRIMENKUL YAT |
|
12,262 |
|
|
FINMECCANICA SA |
|
617,897 |
|
|
COLOPLAST |
|
137,646 |
|
|
DSV |
|
118,891 |
|
|
MERCANTIL SERVICIOS FINANCIER |
|
37,534 |
|
|
BUSINESS OBJECTS |
|
278,627 |
|
|
INFINEON TECHNOLOGIES AG |
|
842,762 |
|
|
MERIDIAN GOLD INC |
|
188,970 |
|
|
NOKIA (AB) OY |
|
11,363,653 |
|
|
AXFOOD AB |
|
73,794 |
|
|
AEGON NV |
|
2,664,029 |
|
|
ASML HOLDING NV |
|
1,209,752 |
|
|
ISS INTERNATIONAL |
|
278,866 |
|
|
TISCALI SPA |
|
164,495 |
|
|
OMEGA PHARMA |
|
85,886 |
|
|
KON KPN NV |
|
2,178,178 |
|
|
ERICSSON (LM) TEL |
|
3,494,393 |
|
|
WILLIAM DEMANT HOL |
|
125,618 |
|
|
STMICROELECTRONICS |
|
2,052,938 |
|
|
SANDVIK AB |
|
1,002,850 |
|
|
VESTAS WIND SYSTEMS |
|
212,681 |
|
|
SOC GENERALE |
|
3,746,161 |
|
|
WM DATA AB |
|
71,303 |
|
|
SONAE SGPS SA |
|
94,779 |
|
|
ALCATEL |
|
2,030,948 |
|
|
FINECOGROUP |
|
139,409 |
|
|
ITALCEMENTI |
|
131,110 |
|
|
TELIASONERA AB |
|
1,134,422 |
|
|
SOFTBANK SA |
|
7,858 |
|
|
GIVAUDAN AG |
|
482,765 |
|
|
SERONO SA |
|
645,409 |
|
|
DANONE |
|
2,595,015 |
|
|
ZURICH FIN SVS GRP |
|
2,743,222 |
|
|
PHILIPS ELEC(KON) |
|
5,121,347 |
|
|
PROMOTORA DE INFOR |
|
144,461 |
|
|
THOMSON SA |
|
649,371 |
|
|
TPI TELEF PUB INFO |
|
120,591 |
|
|
TF1 TV FRANCAISE |
|
532,895 |
|
|
AK ENERJI TRL10000 |
|
8,439 |
|
|
JIANGXI COPPER CO |
|
42,151 |
|
|
ASM PACIFIC TECH |
|
96,062 |
|
|
ACCTON |
|
32,691 |
|
|
JIANGSU EXPRESSWAY |
|
79,111 |
|
|
ACER INC |
|
218,072 |
|
|
ADERANS COMPANY |
|
69,373 |
|
|
AJINOMOTO CO INC |
|
828,366 |
|
|
MISR INTL BK |
|
9,477 |
|
|
CHINA STHN AIRLINE |
|
67,667 |
|
|
ALL NIPPON AIRWAYS |
|
163,199 |
|
|
AIFUL CORP |
|
402,351 |
|
|
ALPS ELECTRIC CO |
|
292,619 |
|
|
AMADA CO |
|
213,474 |
|
|
AMANO CORPORATION |
|
50,751 |
|
|
HANG LUNG PROP |
|
199,288 |
|
|
NET ONE SYSTEMS CO |
|
161,659 |
|
|
FUJI TELEVISION NETWORK INC |
|
151,535 |
|
|
AEON CREDIT SERV |
|
123,663 |
|
|
TEXWINCA HLDGS |
|
50,942 |
|
|
AFRICAN BANK INV |
|
84,690 |
|
|
AVI LTD |
|
107,635 |
|
|
SINGAPORE TECH ENG |
|
222,222 |
|
|
ANRITSU CORP |
|
73,388 |
|
|
ZHEJIANG SOUTHEAST |
|
78,585 |
|
|
AOYAMA TRADING CO |
|
134,515 |
|
|
AMMB HOLDINGS BHD |
|
96,717 |
|
|
ARAB BANK |
|
116,150 |
|
|
ARAB PHARMACEUTICA |
|
15,952 |
|
|
ARIAKE JAPAN CO |
|
66,819 |
|
|
ACOM CO |
|
423,555 |
|
|
ASUSTEK COMPUTER |
|
306,764 |
|
|
REALTEK SEMICOND |
|
76,263 |
|
|
WOOLWORTHS HLDGS |
|
120,435 |
|
|
ANEKA TAMBANG |
|
17,359 |
|
|
WESTFIELD HOLDINGS |
|
595,354 |
|
|
ASAHI BREWERIES |
|
449,436 |
|
|
BENQ CORP |
|
156,261 |
|
|
ASAHI KASEI CORP |
|
863,469 |
|
|
AYALA LAND INC |
|
44,909 |
|
|
ASAHI GLASS CO |
|
812,914 |
|
|
ASATSU DK |
|
97,863 |
|
|
ADVANCED SEMICONDT |
|
191,261 |
|
|
ASIA CEMENT |
|
38,837 |
|
|
AUST GAS + LIGHT |
|
505,339 |
|
|
AUST + NZ BANK GRP |
|
3,203,673 |
|
|
AMCOR LIMITED |
|
699,540 |
|
|
AUTOBACS SEVEN CO |
|
78,203 |
|
|
CHINA MOBILE (HK) |
|
1,980,332 |
|
|
BK OF PHILIP ISLAN |
|
51,952 |
|
|
BANDAI CO |
|
332,556 |
|
|
BANK OF EAST ASIA |
|
571,316 |
|
|
FUKUOKA BANK OF |
|
289,727 |
|
|
COMMERCE ASSET HLD |
|
200,831 |
|
|
BK HAPOALIM BM |
|
230,289 |
|
|
BANPU CO |
|
34,299 |
|
|
WESTPAC BKG CORP |
|
2,914,210 |
|
|
BK LEUMI LE ISRAEL |
|
133,966 |
|
|
HANA BANK |
|
142,174 |
|
|
BANGKOK BANK |
|
77,577 |
|
|
BANGKOK BANK |
|
205,199 |
|
|
BEC WORLD |
|
57,543 |
|
|
BQE MAROC COMM EXT |
|
41,753 |
|
|
BARLOWORLD LTD |
|
286,338 |
|
|
BEIJING DATANG POW |
|
120,811 |
|
|
BEIJING ENTERPRISE |
|
35,163 |
|
|
BES ENGINEERING |
|
13,941 |
|
|
CENTRO PROPS GROUP |
|
241,536 |
|
|
AYALA CORP |
|
29,878 |
|
|
MOLSON INC |
|
359,394 |
|
|
TELSTRA CORP |
|
996,385 |
|
|
BQE COMM DU MAROC |
|
26,464 |
|
|
HONG LEONG PROPERTIES BHD |
|
1,319 |
|
|
ASTRA ARGO LESTARI |
|
11,367 |
|
|
SKY NETWORK TELE L |
|
38,664 |
|
|
CHEIL COMMUNICATION |
|
66,790 |
|
|
CLP HOLDINGS |
|
1,159,697 |
|
|
BEZEK ISRAEL TELCM |
|
103,791 |
|
|
RELIANCE INDS |
|
544,052 |
|
|
HUANENG POWER INTL |
|
128,198 |
|
|
BHARAT PETROL CORP |
|
81,425 |
|
|
ASIAN PAINTS INDIA |
|
24,741 |
|
|
BK OF BARODA |
|
35,291 |
|
|
GTL LTD |
|
8,166 |
|
|
GRASIM INDUSTRIES |
|
102,650 |
|
|
CIPLA |
|
57,136 |
|
|
BELLSYSTEM24 INC |
|
73,565 |
|
|
GUJARAT AMBUJA CEM |
|
52,592 |
|
|
HDFC BANK |
|
155,990 |
|
|
HINDLACO INDS |
|
69,543 |
|
|
LARSEN + TOUBRO |
|
32,791 |
|
|
MAHINDRA + MAHINDRA |
|
26,553 |
|
|
ICICI BANKING |
|
59,775 |
|
|
INDIAN HOTELS |
|
18,873 |
|
|
BIMANTARA CITRA |
|
22,606 |
|
|
HINDUSTAN PETROL |
|
107,282 |
|
|
STATE BK OF INDIA |
|
36,116 |
|
|
RANBAXY LABS |
|
129,979 |
|
|
TATA IRON STEEL |
|
118,134 |
|
|
TATA MOTORS LTD |
|
130,431 |
|
|
ZYXEL COMMUNICATIO |
|
41,722 |
|
|
MOBINIL |
|
73,391 |
|
|
COFCO INTERNATIONAL LTD |
|
43,793 |
|
|
HANKOOK TIRE MANFT |
|
92,833 |
|
|
STANDARD BK GR LTD |
|
821,665 |
|
|
YANZHOU COAL MININ |
|
131,444 |
|
|
SAIZERIYA COMPANY |
|
31,830 |
|
|
BANGKOK EXPRESSWAY |
|
23,007 |
|
|
TRUWORTHS INTERNAT |
|
82,972 |
|
|
CASTROL INDIA |
|
17,974 |
|
|
VIDESH SANCHAR |
|
21,799 |
|
|
MAKHTESHIM AGAM IN |
|
71,173 |
|
|
MAHANAGAR TELE NIGAM |
|
78,443 |
|
|
GLAXOSMITHKLINE PHAMACEUTICAL |
|
26,203 |
|
|
UNISEM (M) BHD |
|
29,211 |
|
|
BRAMBLES INDS LTD |
|
513,194 |
|
|
TAB |
|
209,855 |
|
|
TATA TEA |
|
26,511 |
|
|
BENESSE CORP |
|
200,084 |
|
|
COCA COLA AMATIL |
|
283,789 |
|
|
AUCKLAND INTL AIRPORT LTD |
|
135,477 |
|
|
BAJAJ AUTO |
|
100,610 |
|
|
TATA POWER CO |
|
39,505 |
|
|
ABB LTD |
|
17,765 |
|
|
ITC |
|
66,982 |
|
|
BRITANNIA INDS |
|
15,471 |
|
|
DIGITAL GLOBALSOFT |
|
14,813 |
|
|
TREND MICRO INC |
|
321,918 |
|
|
NTT DATA CORP |
|
623,542 |
|
|
NESTLE INDIA |
|
48,087 |
|
|
SEMBCORP INDUSTRIE |
|
96,449 |
|
|
GIGA BYTE TECHNOLOGY |
|
65,384 |
|
|
AUSTRALIAN STOCK EXCHANGE |
|
175,403 |
|
|
NTT DOCOMO |
|
5,183,335 |
|
|
BHARAT HEAVY ELECT |
|
74,948 |
|
|
PUNJAB TRACTORS |
|
11,154 |
|
|
BRIDGESTONE CORP |
|
1,129,458 |
|
|
GAIL (INDIA)LD |
|
132,580 |
|
|
MICRO STAR INTL |
|
48,903 |
|
|
SINGAPORE PRESS HD |
|
578,696 |
|
|
SANLAM |
|
464,271 |
|
|
OBIC |
|
160,941 |
|
|
ARIMA COMPUTER |
|
22,365 |
|
|
DEUTSCHE OFFICE TRUST |
|
117,252 |
|
|
SAMIR |
|
28,510 |
|
|
COLGATE PALMOLIVE |
|
13,279 |
|
|
GLAXOSMITHKLINE CO |
|
15,606 |
|
|
AMBIT MICROSYSTEMS |
|
52,102 |
|
|
HOPEWELL HLDGS |
|
123,632 |
|
|
QUANTA COMPUTER |
|
353,253 |
|
|
ORACLE CORP JAPAN |
|
212,326 |
|
|
HUADIAN POWER INTL |
|
80,374 |
|
|
PREMIER IMAGE TECHNOLOGY |
|
48,891 |
|
|
BHP BILLITON LTD |
|
4,591,323 |
|
|
HUMAX CO LTD |
|
28,435 |
|
|
VIA TECHNOLOGIES |
|
94,358 |
|
|
ORASCOM CONSTRUCTION INDU |
|
54,560 |
|
|
DAE DUCK ELECTRNC |
|
47,907 |
|
|
COMMONWEALTH PROPE |
|
150,932 |
|
|
CONTACT ENERGY |
|
123,120 |
|
|
ANGLO AMERICAN |
|
3,936,624 |
|
|
ALLGREEN PROPERTIE |
|
43,526 |
|
|
OLD MUTUAL |
|
761,372 |
|
|
SAMSUNG FIRE + MAR |
|
286,303 |
|
|
ASSOC CEMENT CO |
|
25,602 |
|
|
KINPO ELECTRONICS |
|
39,118 |
|
|
MIRVAC GROUP |
|
287,011 |
|
|
COCA COLA WEST JAPAN |
|
103,854 |
|
|
CHINA EAST AIRLINE |
|
31,863 |
|
|
USS |
|
188,846 |
|
|
HOUSING DEVEL FIN |
|
331,545 |
|
|
CANON INC |
|
5,075,208 |
|
|
KALBE FARMA |
|
29,844 |
|
|
HARVEY NORMAN HLDG NPV |
|
158,373 |
|
|
CAPCOM CO |
|
61,584 |
|
|
TOWER LIMITED |
|
38,528 |
|
|
KT + G CORPORATION |
|
207,608 |
|
|
DBS GROUP HLDGS |
|
1,367,603 |
|
|
ABS CBN HLDGS CORP |
|
10,987 |
|
|
CARTER HOLT HARVEY |
|
130,050 |
|
|
CASIO COMPUTER CO |
|
253,952 |
|
|
CATHAY CONSTRUCT |
|
22,143 |
|
|
CATHAY PACIFIC AIR |
|
246,981 |
|
|
CNOOC LTD |
|
432,137 |
|
|
S1 CORP |
|
50,885 |
|
|
COMPUTERSHARE REG |
|
138,906 |
|
|
CHARTERED SEMI CONDUCTORS |
|
146,356 |
|
|
BRILLIANCE CHINA |
|
162,988 |
|
|
ISCOR |
|
112,572 |
|
|
CENTRAL JPAN RLWY |
|
1,002,295 |
|
|
CENTRAL GLASS CO |
|
151,386 |
|
|
CSL |
|
338,581 |
|
|
EVA AIRWAYS |
|
22,027 |
|
|
CHANG HWA BANK |
|
120,023 |
|
|
MALAYSIA AIRPORTS |
|
13,787 |
|
|
ZEE TELEFILMS |
|
69,229 |
|
|
CONTINENTAL ENGINE |
|
13,121 |
|
|
CJ CORP |
|
115,705 |
|
|
CHEIL INDUSTRIES |
|
86,391 |
|
|
CHINA AIRLINES |
|
18,570 |
|
|
CHENG SHIN IND |
|
42,592 |
|
|
CHEUNG KONG(HLDGS) |
|
1,608,050 |
|
|
CHIBA BANK |
|
331,800 |
|
|
CHINA STEEL |
|
430,795 |
|
|
CHINA MOTOR CO |
|
76,968 |
|
|
CHINA PHARMA GROUP |
|
29,329 |
|
|
CHINA O/SEAS LAND |
|
53,773 |
|
|
HOLCIM (MAROC) |
|
31,864 |
|
|
HITE BREWERY CO |
|
82,889 |
|
|
CHINA RESOURCES LAND LIMITED |
|
13,076 |
|
|
TCL INTERNATIONAL |
|
70,945 |
|
|
I CABLE COMMUNICATION |
|
154 |
|
|
DAUM COMMUNICATIONS CORP |
|
54,128 |
|
|
CHUBU ELEC POWER |
|
1,703,830 |
|
|
CITIC PACIFIC LTD |
|
369,525 |
|
|
CHUGAI PHARM CO |
|
520,521 |
|
|
CHINA TRAVEL INTL |
|
43,927 |
|
|
CITIZEN WATCH CO |
|
312,494 |
|
|
CITY DEVELOPMENTS |
|
231,555 |
|
|
ITOCHU TECHNO SCIE |
|
121,545 |
|
|
CLAL INSURANCE ENT |
|
26,205 |
|
|
CLAL INDUSTRIES |
|
33,609 |
|
|
TRANSURBAN GROUP |
|
209,201 |
|
|
ADVANTECH |
|
25,685 |
|
|
INFOSYS TECHNOLOGI |
|
629,110 |
|
|
SEMBCORP MARINE |
|
33,227 |
|
|
WIPRO |
|
158,355 |
|
|
ST ASSEMBLY TEST |
|
58,670 |
|
|
CREATIVE TECHNOLOGY |
|
71,672 |
|
|
BEIJING CAPITAL IN |
|
43,690 |
|
|
COLES MYER LIMITED |
|
820,635 |
|
|
BHAKTI INVESTAMA |
|
7,584 |
|
|
DAEWOO SHIPBUILDING + MARINE |
|
160,384 |
|
|
COCHLEAR LTD |
|
112,844 |
|
|
EGYPT MEDIA PRODUCT |
|
14,759 |
|
|
CHEUNG KONG INFRAS |
|
126,646 |
|
|
ORIGIN ENERGY |
|
314,158 |
|
|
CMNWLTH BK OF AUST |
|
3,711,926 |
|
|
COMPEQ MFG |
|
31,108 |
|
|
CSK CORPORATION |
|
303,331 |
|
|
LEGND GROUP LTD |
|
191,866 |
|
|
BORAL LIMITED NEW |
|
285,250 |
|
|
RIO TINTO LIMITED |
|
1,164,353 |
|
|
PRODISC TECHNOLOGY |
|
43,351 |
|
|
CHUNGWHA PICTURE T |
|
95,364 |
|
|
PAPERLINX |
|
205,665 |
|
|
SK TELECOM |
|
430,902 |
|
|
COMPAL ELECTRONIC |
|
236,523 |
|
|
PETROCHINA CO |
|
1,077,572 |
|
|
CMC MAGNETICS CORP |
|
151,835 |
|
|
CSR LIMITED |
|
175,417 |
|
|
SATYAM COMPUTER |
|
233,381 |
|
|
CYCLE + CARRIAGE |
|
58,171 |
|
|
COMMERCIAL INTL BK |
|
58,117 |
|
|
RHB CAPITAL BHD |
|
31,036 |
|
|
DATACRAFT ASIA |
|
34,020 |
|
|
DAELIM INDUSTRIAL |
|
128,661 |
|
|
DAEWOO SECURITIES |
|
41,127 |
|
|
DAIICHI PHARM CO |
|
572,976 |
|
|
DAITO TRUST CONST |
|
335,299 |
|
|
DAICEL CHEM INDS |
|
131,977 |
|
|
DAIKIN INDUSTRIES |
|
554,260 |
|
|
DAIMARU INC |
|
149,902 |
|
|
DAINIPPON INK+CHEM |
|
154,185 |
|
|
DAI NIPPON PRINTNG |
|
1,109,406 |
|
|
DAINIPPON SCREEN |
|
116,273 |
|
|
DAISHIN SECURITIES |
|
79,018 |
|
|
DAIWA HOUSE INDS |
|
606,326 |
|
|
DAIWA SECURITIES GROUP INC |
|
1,061,155 |
|
|
ARISTOCRAT LEISURE |
|
48,927 |
|
|
D LINK |
|
47,235 |
|
|
DAR EL DAWA DEV+IN |
|
26,809 |
|
|
DELTA ELECTRONICS |
|
84,363 |
|
|
HINDUSTAN LEVER |
|
448,649 |
|
|
DENWAY MOTORS LTD |
|
290,664 |
|
|
NCSOFT |
|
80,208 |
|
|
DIMENSION DATA HLD |
|
106,882 |
|
|
LAWSON |
|
259,550 |
|
|
HONG KONG EXCHANGE |
|
307,274 |
|
|
DRB HICOM BERHAD |
|
35,313 |
|
|
ORASCOM TELECOM HLDGS |
|
93,209 |
|
|
DISCOUNT INV CORP |
|
38,575 |
|
|
INSURANCE AUST GRP |
|
716,064 |
|
|
SMRT CORPORATION |
|
24,377 |
|
|
DOWA MINING CO |
|
188,112 |
|
|
GOLD FIELDS |
|
733,612 |
|
|
JOHNSON ELEC HLDGS |
|
243,259 |
|
|
GIORDANO INTL LTD |
|
84,727 |
|
|
INDOFOODS SUKSES M |
|
54,331 |
|
|
GLOBE TELECOM IN |
|
44,456 |
|
|
LI + FUNG |
|
366,601 |
|
|
ANSELL LTD |
|
101,394 |
|
|
MANAGEM |
|
15,176 |
|
|
CHUNGWHA TELECOM |
|
207,655 |
|
|
AU OPTRONICS CORP |
|
305,848 |
|
|
MTR CORP |
|
225,484 |
|
|
HANA MICROELECTRNC |
|
33,938 |
|
|
PTT EXPLORTN + PRD |
|
240,792 |
|
|
TAIWAN CELLULAR |
|
129,227 |
|
|
INDOSAT |
|
120,214 |
|
|
MATAHARI PUTRA(DEMAT) |
|
14,461 |
|
|
ASTRA INTL |
|
190,465 |
|
|
TELEKOMUNIKASI IND |
|
586,242 |
|
|
CHINA PETROLIUM + CHEMICAL |
|
603,355 |
|
|
COURTS MAMMOTH BER |
|
12,158 |
|
|
ONESTEEL |
|
105,010 |
|
|
RATCHABURI ELECTRIC |
|
38,842 |
|
|
EASTERN TOBACCO CO |
|
10,078 |
|
|
EAST JAPAN RAILWAY |
|
2,087,478 |
|
|
FLETCHER CHALLENGE |
|
26,430 |
|
|
EBARA CORP |
|
139,143 |
|
|
EDARAN OTOMOBIL |
|
16,700 |
|
|
SINGAPORE EXCHANGE |
|
101,502 |
|
|
ELECTRICITY GENRTG |
|
15,900 |
|
|
ELECTRICITY GENRTG |
|
53,061 |
|
|
EGYPT INT PHARM ID |
|
8,492 |
|
|
EISAI CO |
|
773,939 |
|
|
ELITEGROUP COMPUT |
|
20,034 |
|
|
ELCO HOLDINGS |
|
1 |
|
|
ELITE INDUSTRIES |
|
20,673 |
|
|
AL WATANY BK EGYPT |
|
5,957 |
|
|
ELBIT SYSTEMS LTD |
|
47,748 |
|
|
BLUE SQUARE ISRAEL |
|
10,497 |
|
|
CAPITALAND |
|
131,426 |
|
|
DENKI KAGAKU KOGYO |
|
167,398 |
|
|
MEDINET NASR HOUSI |
|
8,702 |
|
|
EASTERN COMMUNCTNS |
|
7,470 |
|
|
ENGRO CHEMICAL |
|
18,676 |
|
|
ETERNAL CHEMICAL |
|
15,216 |
|
|
ESPRIT HOLDINGS |
|
263,462 |
|
|
TRAVELSKY TECHNOLO |
|
41,694 |
|
|
EVERGREEN MARINE |
|
43,796 |
|
|
EQUITABLE PCI BANK |
|
14,723 |
|
|
HERO HONDA |
|
108,226 |
|
|
RAMAYANA LESTARI |
|
36,670 |
|
|
NATIONAL BK CDA MONTREAL QUE |
|
775,669 |
|
|
FAMILYMART CO |
|
182,141 |
|
|
FAR EAST TEXTILE |
|
63,146 |
|
|
BERJAYA SPORTS |
|
56,626 |
|
|
FAST RETAILING CO |
|
413,063 |
|
|
FAUJI FERTILIZER |
|
12,980 |
|
|
NIPPON UNIPAC HOLD |
|
593,403 |
|
|
MITSUBISHI TOKYO FIN |
|
4,118,765 |
|
|
UFJ HLDGS |
|
2,210,507 |
|
|
FISHER + PAYKEL HEALTHCARE COR |
|
74,408 |
|
|
FILINVEST LAND |
|
6,437 |
|
|
FLETCHER BUILDING |
|
149,227 |
|
|
FLETCHER CH FOREST NPV |
|
15,032 |
|
|
FISKARAGUNG PERK |
|
— |
|
|
LG HOUSEHOLD + HEALT |
|
36,020 |
|
|
LG CHEMICAL |
|
268,607 |
|
|
ALEXANDER FORBES LTD |
|
66,080 |
|
|
FORMOSA PLASTIC |
|
418,497 |
|
|
FORMOSA TAFFETA CO |
|
29,102 |
|
|
FORMOSA CHEM+FIBRE |
|
363,942 |
|
|
FOSTERS GROUP |
|
986,643 |
|
|
FOSCHINI |
|
83,693 |
|
|
DIGITAL CHINA HLDG |
|
17,414 |
|
|
BK CENTRAL |
|
121,788 |
|
|
COSCO PACIFIC LTD |
|
189,187 |
|
|
FUJI ELECTRIC HLDG |
|
146,916 |
|
|
FUJI PHOTO FILM CO |
|
1,937,109 |
|
|
FUJIKURA |
|
247,681 |
|
|
FUJISAWA PHARM CO |
|
727,055 |
|
|
FANUC |
|
1,186,116 |
|
|
FUJITSU |
|
1,232,509 |
|
|
FURUKAWA ELECTRIC |
|
235,850 |
|
|
FUTURIS CORP LTD |
|
79,556 |
|
|
SEMBCORP LOGISTICS |
|
50,639 |
|
|
GAMUDA BERHAD |
|
105,647 |
|
|
CFS GANDEL RETAIL |
|
170,432 |
|
|
KASIKORNBANK PCL |
|
61,190 |
|
|
GEN PROPERTY TST |
|
583,786 |
|
|
TONEN GEN SEKIYU |
|
314,510 |
|
|
GENTING BERHAD |
|
197,453 |
|
|
GUDANG GARAM |
|
113,031 |
|
|
BANGKOK BANK |
|
122,693 |
|
|
ISRAEL CORP |
|
11 |
|
|
GIANT MANUFACTURIN |
|
16,880 |
|
|
MEDIA TEK INCORP |
|
367,390 |
|
|
LG CABLE + MACHINERY LTD |
|
32,047 |
|
|
LG PETROCHEMICAL |
|
75,362 |
|
|
NEW AFRICA CAPITAL |
|
63,019 |
|
|
GUANGSHEN RAILWAY |
|
49,589 |
|
|
MACQUARIE GOODMAN |
|
241,306 |
|
|
NOMURA RESEARCH INC |
|
292,526 |
|
|
ONA (OMNIUM NORD AF |
|
79,283 |
|
|
GUANGDON ELECTRIC |
|
77,439 |
|
|
NIPPON BUILDING FD |
|
173,332 |
|
|
SHINHAN FINANCIAL |
|
408,180 |
|
|
SHIN CORPORATION |
|
142,820 |
|
|
JAPAN REAL ESTATE |
|
177,139 |
|
|
GUINNESS ANCHOR BD |
|
19,058 |
|
|
GUNMA BANK |
|
214,538 |
|
|
GUNZE LIMITED |
|
113,138 |
|
|
H M SAMPOERNA |
|
225,543 |
|
|
HYUNDAI MERCH MARI |
|
74,863 |
|
|
S OIL |
|
137,474 |
|
|
HANG SENG BANK |
|
1,355,840 |
|
|
SAMSUNG SECS CO |
|
150,881 |
|
|
HANKYU DEPT STORES |
|
100,495 |
|
|
HARMONY GOLD MNG |
|
473,011 |
|
|
CHAROEN POK FOODS |
|
31,201 |
|
|
DR REDDYS LABS |
|
186,515 |
|
|
FUBON FINANCIAL HL |
|
260,383 |
|
|
HUA NAN FINANCIAL |
|
140,605 |
|
|
GOLDEN HOPE PLANTS |
|
28,014 |
|
|
ADVANCED INFO SERV |
|
256,982 |
|
|
JAMES HARDIE INDS |
|
315,684 |
|
|
HAW PAR CORP LTD |
|
40,902 |
|
|
CHINA MERCHANTS HLDGS INTL |
|
181,698 |
|
|
DENTSU INC |
|
181,394 |
|
|
DELTA ELECTRONICS |
|
26,954 |
|
|
KOOKMIN BANK |
|
1,028,992 |
|
|
PTT PUBLIC COMPANY |
|
464,383 |
|
|
HENDERSON LAND DEV |
|
432,961 |
|
|
RESONA HOLDINGS INC |
|
738,930 |
|
|
FISHER + PAYKEL AP |
|
72,962 |
|
|
THAI UNION FROZEN |
|
23,706 |
|
|
ALUMINIUM CORP CHN |
|
196,065 |
|
|
CATHAY FINANCIAL H |
|
510,982 |
|
|
HIGHLANDS+LOWLANDS |
|
15,063 |
|
|
HINO MOTORS |
|
213,866 |
|
|
HIROSE ELECTRIC |
|
447,607 |
|
|
HITACHI |
|
2,248,372 |
|
|
HITACHI CHEMICAL |
|
233,461 |
|
|
HITACHI CABLE |
|
82,523 |
|
|
HITACHI SOFTWARE |
|
85,140 |
|
|
CHINA DEV FIN HLDG |
|
340,686 |
|
|
MITSUI TRUST HLDGS |
|
385,658 |
|
|
HONDA MOTOR CO |
|
4,508,165 |
|
|
HONG KONG ELECTRIC |
|
739,449 |
|
|
WHARF(HLDGS) |
|
456,931 |
|
|
YTL CORP |
|
77,139 |
|
|
HONG LEONG INDS |
|
16,934 |
|
|
HONG LEONG CREDIT |
|
44,474 |
|
|
HONGKONG+CHINA GAS |
|
755,668 |
|
|
HONG LEONG BANK BE |
|
80,737 |
|
|
HON HAI PRECISION |
|
538,750 |
|
|
HONAM PETROCHEM |
|
89,811 |
|
|
THE HOUSING BK |
|
21,937 |
|
|
HOUSE FOOD CORP |
|
92,811 |
|
|
HOYA CORP |
|
1,312,979 |
|
|
TONGAAT HULETT GRP |
|
35,211 |
|
|
HUB POWER CO |
|
53,598 |
|
|
MEGA FINANCIAL HD |
|
327,112 |
|
|
HYUNDAI HEAVY INDUSTRIES |
|
183,487 |
|
|
HUTCHISON WHAMPOA |
|
2,115,176 |
|
|
HYUNDAI MOBIS |
|
428,230 |
|
|
HYSAN DEVELOPMENT |
|
124,132 |
|
|
JORDAN NATIONAL BANK |
|
14,810 |
|
|
HYUNDAI MOTOR CO |
|
370,432 |
|
|
ISRAEL DISCOUNT BK |
|
46,964 |
|
|
LARGAN PRECISION CO |
|
62,209 |
|
|
TAISHIN FINANCIAL |
|
142,689 |
|
|
ICI PAKISTAN |
|
7,761 |
|
|
CHINA EVERBRIGHT |
|
63,062 |
|
|
IJM CORP BERHAD |
|
42,921 |
|
|
IGB CORP BERHAD |
|
26,645 |
|
|
ICL ISRAEL CHEM |
|
78,127 |
|
|
ITO EN |
|
154,857 |
|
|
ITF FIN + SECS |
|
— |
|
|
IDB DEVELOPMENT |
|
62,111 |
|
|
MACQUARIE INFRASTRUCTURE GRP |
|
651,796 |
|
|
|
IMPALA PLATINUM |
|
719,374 |
|
|
|
ORICA LTD |
|
397,828 |
|
|
|
IND FIN THAILAND |
|
7,703 |
|
|
|
IMPERIAL HLDGS LTD |
|
216,337 |
|
|
|
UTD BROADCASTING CORP |
|
10,237 |
|
|
|
IONICS INC |
|
2 |
|
|
|
INVENTEC CORP |
|
66,680 |
|
|
|
INDEPENDENT NEWS |
|
54,008 |
|
|
|
IOI CORP |
|
186,999 |
|
|
|
JORDAN ISLAMIC BK |
|
17,949 |
|
|
|
ISETAN CO |
|
231,221 |
|
|
|
ISHIHARA SANGYO |
|
65,895 |
|
|
|
ISHIKAWAJIMA HAR |
|
189,876 |
|
|
|
FAIRFAX(JOHN) |
|
300,618 |
|
|
|
ITOCHU CORP |
|
584,660 |
|
|
|
ITO YOKADO CO |
|
1,446,487 |
|
|
|
NIPPON SHOKUBAI CO |
|
128,963 |
|
|
|
JSR CORP |
|
513,996 |
|
|
|
JAFCO |
|
267,127 |
|
|
|
JGC CORP |
|
260,801 |
|
|
|
JOLLIBEE FOODS |
|
9,007 |
|
|
|
JAPAN TOBACCO INC |
|
666,558 |
|
|
|
JORDAN ELEC PWR CO |
|
31,282 |
|
|
|
JORDAN PETROL REF |
|
19,435 |
|
|
|
JD GROUP LTD |
|
112,170 |
|
|
|
JOYO BANK |
|
290,660 |
|
|
|
AEON CO LTD |
|
1,025,044 |
|
|
|
KAJIMA CORP |
|
386,414 |
|
|
|
KAKEN PHARM |
|
50,201 |
|
|
|
KOOR INDUSTRIES |
|
52,782 |
|
|
|
KAMIGUMI CO |
|
183,895 |
|
|
|
KANEBO |
|
48,372 |
|
|
|
KANEKA CORP |
|
238,873 |
|
|
|
KANSAI ELEC POWER |
|
1,538,569 |
|
|
|
KAO CORP |
|
1,423,906 |
|
|
|
ONWARD KASHIYAMA |
|
206,214 |
|
|
|
KATOKICHI CO |
|
85,057 |
|
|
|
KAWASAKI HEAVY IND |
|
193,375 |
|
|
|
KAWASAKI KISEN |
|
313,325 |
|
|
|
KEIHIN ELEC EXP RL |
|
287,590 |
|
|
|
KEIO DENTETSU RY |
|
343,025 |
|
|
|
KEPPEL CORP |
|
276,571 |
|
|
|
KIKKOMAN CORP |
|
135,094 |
|
|
|
KUMGANG KOREA CHE |
|
64,331 |
|
|
|
KIA MOTORS CORP |
|
187,903 |
|
|
|
KEYENCE CORP |
|
885,304 |
|
|
|
KIATNAKIN FINANCE |
|
26,323 |
|
|
|
KRUNG THAI BANK PLC |
|
117,839 |
|
|
|
KINDEN CORPORATION |
|
84,819 |
|
|
|
KINKI NIPPON RLWY |
|
567,864 |
|
|
|
KIRIN BREWERY CO |
|
767,566 |
|
|
|
KOREA EXCHANGE BK |
|
93,355 |
|
|
KOREA ELEC POWER |
|
618,023 |
|
|
SAMSUNG FINE CHEM |
|
32,796 |
|
|
KOKUYO CO |
|
98,922 |
|
|
KOMATSU |
|
786,787 |
|
|
KOMORI CORPORATION |
|
103,658 |
|
|
KONAMI CORP |
|
314,416 |
|
|
KONICA MINOLTA HOLDINGS INC |
|
699,188 |
|
|
KOREAN AIR LINES |
|
63,815 |
|
|
HANJIN SHIPPING |
|
88,474 |
|
|
KOYO SEIKO CO |
|
133,554 |
|
|
KUALA LUMPUR KEPG |
|
56,768 |
|
|
KUBOTA CORP |
|
532,033 |
|
|
KURARAY CO |
|
396,454 |
|
|
HYUNDAI SECURITIES |
|
48,179 |
|
|
KURITA WATER INDS |
|
153,225 |
|
|
KYOCERA CORP |
|
1,419,073 |
|
|
KYOWA HAKKO KOGYO |
|
267,276 |
|
|
KYUSHU ELEC POWER |
|
909,720 |
|
|
JORDAN CEMENT FACT |
|
25,675 |
|
|
IOI PROPERTIES |
|
16,697 |
|
|
PATRICK CORPORATION LTD |
|
241,723 |
|
|
KT CORPORATION |
|
460,786 |
|
|
DAIDO LIFE INSURANCE |
|
470,300 |
|
|
MIGDAL INSURANCE |
|
42,070 |
|
|
LEIGHTON HOLDINGS |
|
161,147 |
|
|
LEND LEASE CORP |
|
393,011 |
|
|
MILLEA HOLDINGS INC |
|
2,521,228 |
|
|
METRO BANK + TRUST |
|
22,968 |
|
|
LIBERTY GROUP LTD |
|
136,743 |
|
|
LITE ON TECHNOLOGY TWD10 |
|
140,344 |
|
|
LG ELECTRONICS INC |
|
599,869 |
|
|
LG CARD |
|
16,637 |
|
|
SINOPAC HLDG |
|
107,108 |
|
|
METRO CASH AND CARRY |
|
80,338 |
|
|
CHINA TRUST FINANCE |
|
340,102 |
|
|
I FLEX SOLUTIONS |
|
84,979 |
|
|
MAXIS COMMUN BHD |
|
190,737 |
|
|
PLUS EXPRESSWAYS B |
|
131,526 |
|
|
BERJAYA SPORTS |
|
541 |
|
|
BLUESCOPE STEEL LTD |
|
436,514 |
|
|
NEXEN INC |
|
598,913 |
|
|
INVESTEC LIMITED |
|
79,082 |
|
|
SHENZHEN INVESTMEN |
|
18,164 |
|
|
BOC HONG KONG HOLDINGS LTD |
|
670,411 |
|
|
LG CORP |
|
35 |
|
|
LG INVESTMENT AND SECURITIES |
|
81,642 |
|
|
LG CONSTRUCTION CO |
|
62,022 |
|
|
LION NATHAN LTD |
|
176,054 |
|
|
GMM GRAMMY PUBLIC |
|
11,802 |
|
|
NIPPON MINING HLDG |
|
228,581 |
|
|
JFE HOLDING INC |
|
1,634,856 |
|
|
JAPAN AIRLINES SYS |
|
219,175 |
|
|
BK PAN INDONESIA |
|
28,728 |
|
|
MABUCHI MOTOR CO |
|
300,224 |
|
|
MACQUARIE BANK LTD |
|
754,241 |
|
|
MAGNUM CP BHD |
|
80,774 |
|
|
NORANDA INC |
|
356,932 |
|
|
MAKITA CORP |
|
140,170 |
|
|
MALAKOFF BHD |
|
88,105 |
|
|
MALAYAN BK BHD |
|
464,147 |
|
|
LAFARGE MALAYAN CEMENT BHD |
|
31,288 |
|
|
MALAYSIA MINING CP |
|
19,684 |
|
|
MALAY AIRLINE SYST |
|
40,909 |
|
|
MALAYSIAN PACIFIC |
|
44,576 |
|
|
MALAYSIAN OXYGEN |
|
24,421 |
|
|
MALAYSIAN RES CORP |
|
14,049 |
|
|
MALAYSIA INT SHIP |
|
184,605 |
|
|
CHINA TELECOM CORP |
|
439,214 |
|
|
SUMITOMO MITSUI GR |
|
2,616,040 |
|
|
MTN GROUP LTD |
|
605,331 |
|
|
MEGAWORLD CORP |
|
5,432 |
|
|
ANGLOGOLD |
|
696,564 |
|
|
NORTEL NETWORKS CORP |
|
2,247,673 |
|
|
HYUNDAI DEPT STORE |
|
53,804 |
|
|
MARUBENI CORP |
|
311,794 |
|
|
MARUI CO |
|
545,442 |
|
|
WMC RESORCES LTD |
|
639,173 |
|
|
MATSUMOTOKIYOSHI |
|
127,914 |
|
|
MATSUSHITA ELC IND |
|
3,747,523 |
|
|
MATSUSHITA ELC WKS |
|
467,258 |
|
|
MATAV CABLE SYSTEM |
|
17,995 |
|
|
PCCW LIMITED |
|
274,512 |
|
|
MACRONIX INTL |
|
58,538 |
|
|
MAYNE GROUP LTD |
|
255,162 |
|
|
MANILA ELECTRIC CO |
|
14,570 |
|
|
MEIJI DAIRIES CORP |
|
111,598 |
|
|
MEIJI SEIKA KAISHA |
|
153,177 |
|
|
MEITEC CORPORATION |
|
165,307 |
|
|
SINOTRANS LIMITED |
|
81,597 |
|
|
BK DANAMON |
|
30,053 |
|
|
FIRST FINANCIAL HO |
|
183,265 |
|
|
SUN PHARMACEUTICAL |
|
137 |
|
|
LAND + HOUSES |
|
35,265 |
|
|
LAND + HOUSES |
|
62,182 |
|
|
LAND + HOUSES |
|
31,136 |
|
|
CIMB BERHAD |
|
20 |
|
|
SUN PHARMACEUTICAL |
|
41,678 |
|
|
SUNCORP METWAY |
|
661,673 |
|
|
YUE YUEN INDL HLDG |
|
169,379 |
|
|
TELKOM GROUP LTD |
|
230,980 |
|
|
ASHIKAGA FINANCIAL ORD SHS |
|
2,547 |
|
|
MIZUHO FINL GB |
|
2,410,889 |
|
|
CREDIT SAISON CO |
|
397,425 |
|
|
NIEN HSING TEXTILE |
|
26,536 |
|
|
MITSUBISHI ESTATE |
|
1,203,994 |
|
|
MITSUBISHI CORP |
|
1,399,198 |
|
|
MITSUBISHI LOGISTC |
|
108,081 |
|
|
MITSUBISHI GAS CHM |
|
146,450 |
|
|
MITSUBISHI CHEMICAL |
|
562,322 |
|
|
MITSUBISHI ELEC CP |
|
921,806 |
|
|
MITSUBISHI HVY IND |
|
1,042,736 |
|
|
MITSUBISHI MATERL |
|
175,516 |
|
|
MITSUBISHI RAYON |
|
240,067 |
|
|
MITSUI + CO |
|
1,240,105 |
|
|
MITSUI MINING + SM |
|
290,660 |
|
|
MITSUI CHEMICALS I |
|
414,062 |
|
|
MITSUI ENG+SHIPBG |
|
135,430 |
|
|
MITSUMI ELECTRIC |
|
90,286 |
|
|
MITSUI OSK LINES |
|
502,650 |
|
|
MITSUI FUDOSAN CO |
|
821,946 |
|
|
RINKER GROUP |
|
619,631 |
|
|
MOSEL VITELIC INC |
|
17 |
|
|
COMFORTDELGRO CORP |
|
118,533 |
|
|
FIRSTRAND |
|
532,716 |
|
|
SINGAPORE POST |
|
71,207 |
|
|
MULPHA INTL BHD |
|
12,245 |
|
|
MULTI PURPOSE HLDG |
|
20,926 |
|
|
SIAM CEMENT CO |
|
246,587 |
|
|
SIAM CEMENT CO |
|
67,310 |
|
|
SIAM CEMENT CO |
|
110,261 |
|
|
MURATA MFG CO |
|
1,561,360 |
|
|
MUSLIM COMMERCIAL |
|
13,596 |
|
|
SEIKO EPSON CORP |
|
349,911 |
|
|
NIEN MADE ENTPRSE |
|
20,412 |
|
|
NGK INSULATORS |
|
253,802 |
|
|
NGK SPARK PLUG CO |
|
162,172 |
|
|
NEWS CORPORATION |
|
2,306,491 |
|
|
NAMCO |
|
124,708 |
|
|
NAMPAK |
|
139,473 |
|
|
NAN YA PLASTIC |
|
517,492 |
|
|
NICHII GAKKAN CO |
|
142,398 |
|
|
NASIONALE PERS LTD |
|
202,008 |
|
|
NATL AUSTRALIA BK |
|
4,529,458 |
|
|
NATIONAL FINANCE PUBLIC |
|
47,922 |
|
|
NATIONAL PETROCHEM |
|
30,892 |
|
|
NGC HOLDINGS |
|
21,110 |
|
|
NEDCOR LTD |
|
164,754 |
|
|
NEPTUNE ORIENT LNS |
|
194,595 |
|
|
NESTLE MALAY BHD |
|
51,632 |
|
|
NEW STRAITS TIMES |
|
14,958 |
|
|
MARUTI UDYOG |
|
78,427 |
|
|
NEW WORLD DEVEL CO |
|
174,007 |
|
|
NETWORK HEALTHCARE |
|
108,629 |
|
|
PUBLISHING + BROADCASTING LTD |
|
165,911 |
|
|
NEWCREST MINING |
|
423,071 |
|
|
NONG SHIM CO |
|
80,636 |
|
|
NINTENDO CO |
|
1,213,026 |
|
|
NIKKO CORDIAL CORP |
|
930,288 |
|
|
DENSO CORP |
|
1,246,272 |
|
|
NEC CORP |
|
1,369,357 |
|
|
NIPPON KAYAKU CO |
|
84,231 |
|
|
NIPPON SANSO CORP |
|
101,446 |
|
|
NIDEC CORPORATION |
|
429,551 |
|
|
NIPPON MEAT PACKER |
|
215,135 |
|
|
NICHIREI CORP |
|
103,611 |
|
|
NISSHIN SEIFUN GRP |
|
186,937 |
|
|
NISHIMATSU CONST |
|
99,375 |
|
|
NIPPON TEL+TEL CP |
|
3,304,516 |
|
|
NIPPON OIL CORP |
|
850,816 |
|
|
NIPPON SHEET GLASS |
|
125,586 |
|
|
NSK |
|
189,717 |
|
|
NISSAN CHEM INDS |
|
169,310 |
|
|
NISSIN FOOD PRODS |
|
264,085 |
|
|
NITTO DENKO CORP |
|
1,074,368 |
|
|
NIPPON EXPRESS CO |
|
495,754 |
|
|
NIKON CORP |
|
527,760 |
|
|
YAMAHA CORP |
|
388,905 |
|
|
MINEBEA CO |
|
208,118 |
|
|
NIPPON STEEL CORP |
|
1,521,601 |
|
|
NISSAN MOTOR CO |
|
3,697,012 |
|
|
NISSHINBO IND INC |
|
89,129 |
|
|
NOMURA HOLDINGS |
|
3,916,674 |
|
|
NIPPON YUSEN KK |
|
547,588 |
|
|
NICE SYSTEMS |
|
42,555 |
|
|
ORIENTAL LAND CO LTD |
|
394,737 |
|
|
NONG SHIM HOLDINGS CO LTD |
|
3,653 |
|
|
BK MANDIRI |
|
68,923 |
|
|
NTN CORP |
|
257,479 |
|
|
CHINA RES CEMENT |
|
386 |
|
|
DONGWON FINANCIAL |
|
27,497 |
|
|
OSK HOLDINGS BHD |
|
15,474 |
|
|
OYL INDS BERHAD |
|
73,317 |
|
|
OBAYASHI CORP |
|
330,746 |
|
|
OKI ELECTRIC IND |
|
258,039 |
|
|
OJI PAPER CO |
|
665,074 |
|
|
OKUMURA CORP |
|
93,608 |
|
|
OLYMPUS CORP |
|
607,446 |
|
|
OMRON CORP |
|
560,138 |
|
|
TAIHEIYO CEMENT |
|
274,247 |
|
|
ORIX CORP |
|
859,793 |
|
|
ORIENTAL HLDGS BHD |
|
25,663 |
|
|
ORIENTAL UNION CHM |
|
34,436 |
|
|
OSAKA GAS CO |
|
703,555 |
|
|
O/SEAS CHINESE BK |
|
990,343 |
|
|
O/SEAS UNION ENTPR |
|
28,646 |
|
|
HINDUSTAN LEVER |
|
— |
|
|
AMORE PACIFIC CORP |
|
95,992 |
|
|
PACIFIC ELEC WIRE |
|
3,954 |
|
|
PAKISTAN STATE OIL |
|
65,865 |
|
|
HOPEWELL HIGHWAY |
|
58 |
|
|
PAK TELECOM CORP |
|
37,040 |
|
|
MITSUKOSHI LTD |
|
191,210 |
|
|
PPB GROUP BERHAD |
|
39,645 |
|
|
KANGWON LAND INC |
|
165,776 |
|
|
HOKUGIN FINANCIAL |
|
138,005 |
|
|
PETRON CORP |
|
8,569 |
|
|
PHOENIXTEC POWER |
|
35,292 |
|
|
PHILIPPINE LNG DIS |
|
70,007 |
|
|
COMSYS HOLDINGS |
|
83,214 |
|
|
PICK N PAY STORES |
|
70,809 |
|
|
PIONEER CORP |
|
555,155 |
|
|
WESTFIELD TRUST NEW |
|
25,933 |
|
|
FRASER AND NEAVE LTD |
|
183,773 |
|
|
POSCO |
|
294,125 |
|
|
TOLL HLDGS LIMITED |
|
170,448 |
|
|
POONGSAN |
|
28,447 |
|
|
PETRONAS DAGANGAN |
|
27,434 |
|
|
POU CHEN |
|
93,464 |
|
|
PERUSAHAAN OTOMOBL |
|
53,993 |
|
|
NOVA CHEMICALS CORP |
|
310,500 |
|
|
ASTRO ALL ASIA NET |
|
70,604 |
|
|
UNI PRESIDENT ENT |
|
94,583 |
|
|
PUNCAK NIAGA HLDGS |
|
13,886 |
|
|
PICVUE ELECTRONIC |
|
16,568 |
|
|
PROMISE CO |
|
501,120 |
|
|
CP SEVEN ELEVEN |
|
19,221 |
|
|
PETRONAS GAS BERHA |
|
103,316 |
|
|
PRESIDENT CHAIN ST |
|
60,632 |
|
|
PUBLIC BK BHD |
|
201,843 |
|
|
BK RAKYAT |
|
101,365 |
|
|
AMP LIMITED |
|
1,052,270 |
|
|
HHG |
|
145,873 |
|
|
QP CORP |
|
115,433 |
|
|
QBE INS GROUP |
|
701,405 |
|
|
QINGLING MOTORS |
|
25,816 |
|
|
CHINA LIFE INSURANCE |
|
745,110 |
|
|
BIDBEE |
|
31,059 |
|
|
BIDVEST GROUP |
|
1,527 |
|
|
IJM PLANTATIONS |
|
3,065 |
|
|
BIDVEST GROUP |
|
250,712 |
|
|
RESORTS WORLD BHD |
|
170,238 |
|
|
RICOH CO |
|
1,618,270 |
|
|
RITEK CORP |
|
90,155 |
|
|
ROAD BUILDER (M) |
|
44,032 |
|
|
ROHM CO |
|
1,629,038 |
|
|
BRITISH AMERICAN TOBACCO |
|
161,625 |
|
|
ANGLO AMER PLATNUM |
|
371,242 |
|
|
SMC CORP |
|
871,326 |
|
|
SOUTHCORP LTD |
|
168,738 |
|
|
SOFTBANK CORPORATION |
|
798,806 |
|
|
SHANGRI LA ASIA LTD |
|
119,500 |
|
|
WTK HLDGS BHD |
|
10,947 |
|
|
SAMSUNG CO |
|
161,773 |
|
|
SAMSUNG SDI |
|
589,593 |
|
|
SAMSUNG ELEC MECH |
|
254,943 |
|
|
SAMSUNG ELECTRONIC |
|
4,595,166 |
|
|
SAMPO |
|
27,939 |
|
|
SAMSUNG HEAVY |
|
124,610 |
|
|
SAMSUNG ELECTRONIC |
|
603,705 |
|
|
SANDEN CORP |
|
86,218 |
|
|
SANKYO CO |
|
874,289 |
|
|
SANKYO CO |
|
196,697 |
|
|
SAN MIGUEL CORP |
|
33,531 |
|
|
SANTOS LTD |
|
393,878 |
|
|
SANYO ELECTRIC CO |
|
1,024,167 |
|
|
SAPPORO HOLDINGS |
|
93,590 |
|
|
SAPPI |
|
389,057 |
|
|
SASOL |
|
1,070,134 |
|
|
OIL CO LUKOIL |
|
1,365,218 |
|
|
CHINA SHIPPING DEV |
|
128,482 |
|
|
SOC NATL D INVEST |
|
21,782 |
|
|
SECOM CO |
|
970,421 |
|
|
SEGA |
|
138,957 |
|
|
SEINO TRANSPORTN |
|
140,543 |
|
|
SEKISUI CHEMICAL |
|
275,114 |
|
|
SEKISUI HOUSE |
|
671,410 |
|
|
SEMEN GRESIK(PERS) |
|
15,817 |
|
|
SEVEN ELEVEN JAPAN |
|
1,637,585 |
|
|
SINOPEC S/PETROCHE |
|
139,089 |
|
|
SIAM MAKRO |
|
6,802 |
|
|
SHARP CORP |
|
1,972,334 |
|
|
SAHAVIRYA STEEL |
|
14,537 |
|
|
SHOPRITE HLDGS LTD |
|
74,905 |
|
|
SHIMAMURA CO |
|
183,410 |
|
|
77TH BANK |
|
236,708 |
|
|
SHIHLIN ELEC + ENG |
|
15,045 |
|
|
SHIMIZU CORP |
|
251,264 |
|
|
SHIMACHU CO |
|
124,918 |
|
|
SHIN ETSU CHEM CO |
|
1,912,699 |
|
|
SHIONOGI + CO |
|
726,360 |
|
|
SHIMANO INC |
|
200,933 |
|
|
SHINSEGAE CO LTD |
|
340,747 |
|
|
SHISEIDO CO |
|
534,963 |
|
|
SHIZUOKA BANK |
|
576,430 |
|
|
SHOWA DENKO KK |
|
278,847 |
|
|
SHOWA SHELL SEKIYU |
|
136,538 |
|
|
SIAM CITY CEMENT |
|
45,050 |
|
|
SIME DARBY BHD |
|
222,449 |
|
|
SILICONWARE PRECIS |
|
116,854 |
|
|
S/INDUSTRIAL HLDG |
|
113,669 |
|
|
SINO LAND CO |
|
112,796 |
|
|
SINGAPORE TELECOMM |
|
1,029,303 |
|
|
PARKWAY HLDGS |
|
35,594 |
|
|
SINGAPORE LAND |
|
37,496 |
|
|
SINGAPORE AIRLINES |
|
520,992 |
|
|
MEDIA PRIMA BERHAD |
|
14,852 |
|
|
SKYLARK CO |
|
171,764 |
|
|
SNOW BRAND MILK |
|
46,132 |
|
|
SM PRIME |
|
32,962 |
|
|
BRASSERIES MAROC |
|
11,761 |
|
|
SONIC HEALTHCARE LTD |
|
164,617 |
|
|
SONY CORP |
|
3,956,826 |
|
|
SKY CITY ENTERTAINMENT LTD |
|
153,786 |
|
|
SCMP GROUP |
|
49,583 |
|
|
JAYA TIASA HLDGS |
|
10,595 |
|
|
ONEX CORP |
|
182,510 |
|
|
GOOD MORNING SHINH |
|
32,405 |
|
|
STANLEY ELECTRIC |
|
373,682 |
|
|
STAR PUBLICATIONS |
|
32,632 |
|
|
STOCKLAND |
|
607,111 |
|
|
KEPPEL LAND LTD |
|
47,447 |
|
|
SMARTONE TELECOM |
|
37,801 |
|
|
SUI NORTHERN GAS |
|
15,794 |
|
|
SUMITOMO BAKELITE |
|
130,447 |
|
|
SUMITOMO OSAKA CEM |
|
92,097 |
|
|
SUMITOMO CHEMICAL |
|
626,892 |
|
|
SUMITOMO ELEC INDS |
|
697,247 |
|
|
SUMITOMO HEAVY IND |
|
145,115 |
|
|
SUMITOMO METAL IND |
|
396,622 |
|
|
SUMITOMO METAL MNG |
|
489,596 |
|
|
SUMITOMO RLTY+DEV |
|
369,954 |
|
|
SUMITOMO CORP |
|
670,990 |
|
|
SUMITOMO TRUST+BKG |
|
728,935 |
|
|
SUN HUNG KAI PROPS |
|
1,467,332 |
|
|
SUPER SOL |
|
27,018 |
|
|
SONASID |
|
20,561 |
|
|
SURUGA BANK |
|
160,726 |
|
|
SUZUKEN CO LTD |
|
162,359 |
|
|
SWIRE PACIFIC |
|
772,681 |
|
|
TELEKOM MALAYSIA |
|
276,320 |
|
|
SYNNEX TECH INTL |
|
49,184 |
|
|
SYSTEX CORPORATION |
|
27,527 |
|
|
SP SETIA |
|
46,236 |
|
|
THK CO |
|
248,166 |
|
|
TDK CORP |
|
1,058,916 |
|
|
TAIWAN CEMENT |
|
43,155 |
|
|
INTL BK OF TIPEI |
|
64,245 |
|
|
TAISEI CORP |
|
362,116 |
|
|
MITSUI SUMITOMO INSURANCE CO |
|
1,346,646 |
|
|
TAISHO PHARM CO |
|
393,319 |
|
|
TAKARA HOLDINGS |
|
196,734 |
|
|
TAKASHIMAYA CO |
|
242,699 |
|
|
TAKEDA CHEM INDS |
|
4,366,194 |
|
|
ADVANTEST |
|
666,231 |
|
|
TAIYO YUDEN CO |
|
169,945 |
|
|
TAIWAN STYRENE MON |
|
37,423 |
|
|
TAKUMA CO |
|
49,128 |
|
|
TAIWAN GLASS |
|
45,336 |
|
|
TAN CHONG MOTOR HD |
|
13,239 |
|
|
TA ENTERPRISE BHD |
|
18,800 |
|
|
TANJONG |
|
71,053 |
|
|
TABCORP HLDGS LTD |
|
466,367 |
|
|
TATUNG |
|
71,906 |
|
|
TAKEFUJI CORP |
|
405,774 |
|
|
TELECOMASIA |
|
18,826 |
|
|
TAIWAN SECOM CO |
|
22,818 |
|
|
OSK PROPERTY HLDGS |
|
335 |
|
|
TECHTRONIC INDS |
|
173,110 |
|
|
TECO ELEC + MACH |
|
37,536 |
|
|
TEIJIN |
|
296,865 |
|
|
TEIKOKU OIL CO |
|
125,735 |
|
|
TELECOM CORP OF NZ |
|
816,937 |
|
|
TELEVISION BROADCT |
|
186,817 |
|
|
TEMPO SCAN PACIFIC |
|
12,609 |
|
|
TEVA PHARMA IND |
|
1,151,940 |
|
|
TERUMO CORP |
|
412,051 |
|
|
NEWS CORPORATION |
|
1,769,572 |
|
|
KASIKORNBANK PCL |
|
282,138 |
|
|
TAIWAN SEMICON MAN |
|
2,070,381 |
|
|
THE ISRAEL CORPORA |
|
26,533 |
|
|
SIAM COMMERCIAL BK |
|
153,939 |
|
|
TIGER BRANDS |
|
262,493 |
|
|
TIME ENGINEERING |
|
7,539 |
|
|
TISCO FINANCE PLC |
|
40,840 |
|
|
TODA CORPORATION |
|
67,855 |
|
|
TOKYO BROADCASTING |
|
76,454 |
|
|
TOBU RAILWAY CO |
|
335,934 |
|
|
TOHO CO |
|
213,821 |
|
|
TOHOKU ELEC POWER |
|
915,279 |
|
|
TOKYO ELEC POWER |
|
3,286,974 |
|
|
TOKYO GAS CO |
|
1,176,262 |
|
|
TOKYO ELECTRON |
|
1,473,509 |
|
|
TOKYU CORP |
|
646,636 |
|
|
TOKYO STYLE CO |
|
108,053 |
|
|
HYOSUNG |
|
38,053 |
|
|
TOPPAN PRINTING CO |
|
759,494 |
|
|
TORAY INDS INC |
|
652,123 |
|
|
TOSHIBA CORP |
|
1,352,449 |
|
|
TOTO |
|
321,956 |
|
|
TIS INC |
|
152,001 |
|
|
TOYO SUISAN KAISHA |
|
122,245 |
|
|
TOSTEM INAX HOLDING |
|
656,714 |
|
|
TOYO SEIKAN KAISHA |
|
251,600 |
|
|
TOSOH CORP |
|
193,748 |
|
|
TOYOBO CO |
|
165,942 |
|
|
TOYOTA INDUSTRIES |
|
426,682 |
|
|
TOYODA GOSEI |
|
184,529 |
|
|
TOYOTA MOTOR CORP |
|
11,900,028 |
|
|
TENAGA NASIONAL |
|
254,822 |
|
|
TSINGTAO BREWERY |
|
51,573 |
|
|
UBE INDUSTRIES |
|
190,585 |
|
|
UMW HLDGS BERHAD |
|
39,803 |
|
|
UNI CHARM CORP |
|
270,458 |
|
|
UNITED MICRO ELEC |
|
946,262 |
|
|
UTD MIZRAHI BANK |
|
33,362 |
|
|
UNITED O/SEAS BANK |
|
1,308,699 |
|
|
UNITED O/SEAS LAND |
|
55,397 |
|
|
UNY CO |
|
195,017 |
|
|
USHIO INC |
|
265,597 |
|
|
VENTURE CORP LTD |
|
365,071 |
|
|
WACOAL CORP |
|
90,632 |
|
|
WAN HAI LINES |
|
37,205 |
|
|
POSCO |
|
1,011,151 |
|
|
WALSIN LIHWA W + C |
|
64,409 |
|
|
WAREHOUSE GROUP |
|
50,389 |
|
|
WESFARMERS |
|
992,196 |
|
|
INVESTA PROPERTY GROUP |
|
271,504 |
|
|
ALUMINA LIMITED |
|
742,347 |
|
|
WESTFIELD TRUST |
|
745,532 |
|
|
ILUKA RESOURCES |
|
98,090 |
|
|
WEST JAPAN RAILWAY |
|
565,681 |
|
|
WAFABANK |
|
33,404 |
|
|
WINBOND ELECTRONIC |
|
127,936 |
|
|
WING TAI HOLDINGS |
|
20,771 |
|
|
CHINA RESOURCES EN |
|
140,551 |
|
|
WORLD CO |
|
159,093 |
|
|
WOODSIDE PETROLEUM |
|
694,265 |
|
|
WOOLWORTHS LTD |
|
1,215,191 |
|
|
WUS PRINTED CIRCUIT |
|
14,934 |
|
|
YAGEO CORP |
|
67,356 |
|
|
SINOPEC YIZHENG CHEM |
|
47,967 |
|
|
YAMADA DENKI CO |
|
322,478 |
|
|
YAKULT HONSHA CO |
|
234,441 |
|
|
YAMAHA MOTOR CO |
|
163,619 |
|
|
YAMANOUCHI PHARM |
|
1,242,885 |
|
|
YAMAZAKI BAKING CO |
|
124,428 |
|
|
YAMATO TRANSPORT |
|
612,336 |
|
|
SOMPO JAPAN INS |
|
789,176 |
|
|
YOKOGAWA ELECTRIC |
|
404,442 |
|
|
BANK OF YOKOHAMA |
|
590,147 |
|
|
YANG MING MARINE |
|
73,481 |
|
|
YUHAN CORP |
|
44,271 |
|
|
YUE LOONG MOTOR |
|
74,444 |
|
|
ZHEJIANG EXPRESSWA |
|
134,780 |
|
|
DEUTSCHE BOERSE AG |
|
742,494 |
|
|
SODEXHO ALLIANCE |
|
366,973 |
|
|
NORSKE SKOGSINDUST |
|
277,240 |
|
|
UNIBAIL |
|
488,695 |
|
|
NOVO NORDISK AS |
|
1,345,267 |
|
|
PENN WEST PETE LTD |
|
250,607 |
|
|
H LUNDBECK A S |
|
150,607 |
|
|
AXA |
|
3,904,058 |
|
|
GPE BRUXELLES LAM |
|
504,453 |
|
|
PORSCHE AG |
|
604,767 |
|
|
NOVARTIS AG |
|
14,307,796 |
|
|
PEUGEOT SA |
|
1,194,673 |
|
|
NKT HOLDING |
|
41,696 |
|
|
OPAP (ORG OF FOOTB) |
|
310,704 |
|
|
HEINEKEN NV |
|
994,045 |
|
|
ABB LTD |
|
1,212,134 |
|
|
ROCHE HLDGS AG |
|
604,323 |
|
|
ROCHE HOLDINGS AG |
|
9,361,369 |
|
|
ADECCO SA |
|
1,111,425 |
|
|
HOLCIM |
|
931,706 |
|
|
INDITEX |
|
588,559 |
|
|
CLARIANT |
|
267,017 |
|
|
SUEZ |
|
2,086,550 |
|
|
KUDELSKI SA |
|
137,405 |
|
|
NESTLE SA |
|
13,341,904 |
|
|
UBS AG |
|
10,698,327 |
|
|
PARMALAT FINANZ |
|
7,354 |
|
|
MONTE PASCHI SIENA |
|
464,815 |
|
|
BENETTON GROUP SPA |
|
78,724 |
|
|
SAS AB |
|
90,017 |
|
|
STATOIL ASA |
|
668,377 |
|
|
SKANSKA AB |
|
448,320 |
|
|
ENEL |
|
2,203,235 |
|
|
ENI |
|
6,553,596 |
|
|
DEXIA |
|
1,426,183 |
|
|
RICHEMONT (CIE FIN) |
|
1,649,103 |
|
|
LOGITECH INTL |
|
240,647 |
|
|
BANK ZACHODNI WBK |
|
43,787 |
|
|
EURONEXT |
|
290,215 |
|
|
ING GROEP NV |
|
5,446,660 |
|
|
CAPITALIA SPA |
|
474,420 |
|
|
CORP MAPFRE SA |
|
153,265 |
|
|
PETRO CDA |
|
1,486,263 |
|
|
PETRBRAS ENERGIA PARTICPACION |
|
157,003 |
|
|
PETROLEO BRASILEIRO SA PETRO |
|
324,026 |
|
|
CREDIT SUISSE GRP |
|
5,761,888 |
|
|
SWATCH GROUP |
|
533,483 |
|
|
SWATCH GROUP |
|
164,895 |
|
|
SWISS REINSURANCE |
|
2,877,788 |
|
|
ESSILOR INTL |
|
642,460 |
|
|
BILLERUD |
|
116,382 |
|
|
SNAM RETE GAS |
|
498,185 |
|
|
PLACER DOME INC |
|
976,574 |
|
|
CREDIT AGRICOLE SA |
|
1,194,513 |
|
|
FORTIS |
|
2,692,888 |
|
|
PUBLIC POWER CORP |
|
345,052 |
|
|
ARCELOR |
|
768,763 |
|
|
TANDBERG ASA |
|
125,262 |
|
|
BK PRZEM HANDL PBK |
|
104,331 |
|
|
POHJOLA YHTYMA OYJ |
|
65,488 |
|
|
ZODIAC |
|
141,649 |
|
|
BNP PARIBAS |
|
6,610,110 |
|
|
OTP BANK |
|
373,619 |
|
|
AUTOROUTES SUD FRA |
|
300,525 |
|
|
ALFA LAVAL AB |
|
132,034 |
|
|
LONZA GROUP AG |
|
317,974 |
|
|
SCHINDLER HLDG AG |
|
176,304 |
|
|
KONE CORP |
|
267,272 |
|
|
GROUP 4 FALCK |
|
199,810 |
|
|
POTASH CORP SASK INC |
|
592,481 |
|
|
BCP POP VERON NOV |
|
837,073 |
|
|
CIE DE ST GOBAIN |
|
1,979,268 |
|
|
NOBEL BIOCARE AG |
|
259,910 |
|
|
POWER CORP CDA |
|
781,329 |
|
|
POWER FINL CORP |
|
620,922 |
|
|
PRECISION DRILLING CORP |
|
311,142 |
|
|
QLT INC |
|
167,391 |
|
|
QUEBECOR WORLD INC |
|
226,379 |
|
|
CIMPOR CIMENTOS DE |
|
98,906 |
|
|
KLEPIERRE |
|
166,962 |
|
|
AKER KVAERNER |
|
57,381 |
|
|
RELIANCE INDS LTD |
|
462,551 |
|
|
BK AUSTRIA CREDIT |
|
238,872 |
|
|
BCE POP UNITE |
|
768,552 |
|
|
TELECOM ITALIA |
|
3,661,431 |
|
|
TELECOM ITALIA |
|
1,577,563 |
|
|
AUTOSTRADE |
|
469,076 |
|
|
HYPO REAL ESTATE |
|
412,200 |
|
|
GETINGE AB |
|
203,683 |
|
|
ANTENA 3 TV |
|
91,140 |
|
|
ALSTOM |
|
1,367 |
|
|
SEAT PAGINE GIALLE |
|
413,047 |
|
|
ROGERS COMMUNICATIONS INC |
|
343,009 |
|
|
ROYAL BK CDA MONTREAL QUE |
|
4,193,170 |
|
|
SK TELECOM LTD |
|
485,012 |
|
|
SNC LAVALIN GROUP INC |
|
260,476 |
|
|
SAMSUNG ELECTRS LTD |
|
1,900,492 |
|
|
SHAW COMMUNICATIONS |
|
401,387 |
|
|
SHELL CDA LTD |
|
435,113 |
|
|
SHOPPERS DRUG MART CORP |
|
484,877 |
|
|
SOCIEDAD QUIMICA MINERA DE CHI |
|
197,998 |
|
|
SOUTHERN PERU COPPER CORP |
|
115,966 |
|
|
STATE STREET BANK + TRUST CO |
|
2,214,846 |
|
|
SUN LIFE FINL INC |
|
2,009,786 |
|
|
SUNCOR ENERGY INC |
|
1,505,173 |
|
|
SURGUTNEFTEGAZ JSC |
|
297,000 |
|
|
SURGUTNEFTEGAZ JSC |
|
868,182 |
|
|
TALISMAN ENERGY INC |
|
964,962 |
|
|
TECK COMINCO LTD FORMERLY TECK |
|
399,874 |
|
|
TELE NORTE LESTE PARTICIPACOES |
|
67,475 |
|
|
TELECOM ARGENTINA STET FRANCE |
|
107,975 |
|
|
TELUS CORP |
|
315,063 |
|
|
TENARIS S A |
|
241,370 |
|
|
TEVA PHARMACEUTICAL INDS LTD |
|
470,920 |
|
|
THOMSON CORP |
|
1,109,336 |
|
|
TRANSALTA CORP |
|
351,256 |
|
|
TRANSCANADA CORP |
|
1,384,345 |
|
|
TRANSPORTADORA DE GAS DEL SUR |
|
56,513 |
|
|
UNIFIED ENERGY SYS RUSSIA |
|
65,252 |
|
|
UNIFIED ENERGY SYS RUSSIA |
|
414,146 |
|
|
VINA CONCHA Y TORO S A |
|
28,358 |
|
|
WESTON GEORGE LTD |
|
554,966 |
|
|
YUKOS CORP |
|
731,934 |
|
|
BQE COMM DU MAROC |
|
871 |
|
|
AGUAS DE BARCELONA |
|
1,086 |
|
|
WATERFORD WEDGWOOD UTS |
|
5,420 |
|
|
MATSUMOTOKIYOSHI CO |
|
44,882 |
|
|
MULTI PURPOSE |
|
191 |
|
|
Futures: CAC/FTSE/TOPIX/DAX |
|
(17,981 |
) |
|
ARGENTINE PESO |
|
49 |
|
|
AUSTRALIAN DOLLAR |
|
403,704 |
|
|
BRAZILIAN REAL |
|
53,733 |
|
|
CANADIAN DOLLAR |
|
66,606 |
|
|
SWISS FRANC |
|
67,801 |
|
|
CZECH KORUNA |
|
2,603 |
|
|
DANISH KRONE |
|
3,672 |
|
|
EGYPTIAN POUND |
|
22,794 |
|
|
EURO CURRENCY |
|
1,236,181 |
|
|
CREDICORP LTD |
|
110,805 |
|
|
POUND STERLING |
|
400,695 |
|
|
HONG KONG DOLLAR |
|
43,082 |
|
|
HUNGARIAN FORINT |
|
3,090 |
|
|
INDONESIAN RUPIAH |
|
19,320 |
|
|
ISRAELI SHEKEL |
|
23,040 |
|
|
INDIAN RUPEE |
|
128,888 |
|
|
JORDANIAN DINAR |
|
2,184 |
|
|
JAPANESE YEN |
|
604,188 |
|
|
SOUTH KOREAN WON |
|
14,664 |
|
|
SRI LANKA RUPEE |
|
25 |
|
|
AUDIO CODES LTD |
|
33,554 |
|
|
CHECK POINT SOFTWARE |
|
380,166 |
|
|
M SYS FLASH DISK PIONEERS LTD |
|
50,112 |
|
|
ORBOTECH LTD |
|
86,112 |
|
|
MOROCCAN DIRHAM |
|
4,197 |
|
|
MEXICAN PESO(NEW) |
|
23,307 |
|
|
MALAYSIAN RINGGIT |
|
41,428 |
|
|
NORWEGIAN KRONE |
|
49,592 |
|
|
NEW ZEALAND DOLLAR |
|
30,055 |
|
|
PERUVIAN NOUVEAU SOL |
|
6,369 |
|
|
PHILIPPINE PESO |
|
9,630 |
|
|
PAKISTAN RUPEE |
|
13,600 |
|
|
POLISH ZOLTY |
|
37,794 |
|
|
SWEDISH KRONA |
|
36,799 |
|
|
SINGAPORE DOLLAR |
|
45,311 |
|
|
THAILAND BAHT |
|
5,091 |
|
|
TURKISH LIRA |
|
12,484 |
|
|
NEW TAIWAN DOLLAR |
|
202,958 |
|
|
VENEZUELAN BOLIVAR |
|
3,792 |
|
|
ITC LTD |
|
129,584 |
|
|
LARSEN + TOUBRO |
|
107,847 |
|
|
MAHINDRA + MAHINDRA LTD |
|
14,195 |
|
|
RANBAXY LABORATORIES LTD |
|
89,582 |
|
|
SOUTH AFRICAN RAND |
|
22,133 |
|
EXHIBIT C — Equity Income Fund
|
Security Name |
|
Market Value |
|
|
|
ADC TELECOMMUNICATIONS INC |
|
$ |
18,117 |
|
|
AFLAC INC |
|
79,596 |
|
|
|
AGL RES INC |
|
11,640 |
|
|
|
AMB PPTY CORP |
|
49,320 |
|
|
|
AT+T CORP |
|
211,120 |
|
|
|
AT + T WIRELESS SVCS INC |
|
94,074 |
|
|
|
ABBOTT LABS |
|
643,080 |
|
|
|
ABERCROMBIE AND FITCH CO |
|
12,355 |
|
|
|
ACXIOM CORP |
|
5,571 |
|
|
|
ADOBE SYS INC |
|
11,790 |
|
|
|
ADTRAN INC |
|
6,200 |
|
|
|
ADVANCE AUTO PARTS |
|
16,280 |
|
|
|
ADVANCED FIBRE COMMUNICATIONS |
|
14,105 |
|
|
|
AETNA INC |
|
13,516 |
|
|
|
AFFYMETRIX INC |
|
9,844 |
|
|
|
AGERE SYS INC |
|
39,150 |
|
|
|
AGILENT TECHNOLOGIES INC |
|
32,164 |
|
|
|
AIR PRODS + CHEMS INC |
|
163,773 |
|
|
|
AIRGAS INC |
|
4,296 |
|
|
|
ALBERTSONS INC |
|
113,250 |
|
|
|
ALCOA INC |
|
193,800 |
|
|
|
ALLERGAN INC |
|
130,577 |
|
|
|
ALLETE INC |
|
27,540 |
|
|
|
ALLIANT ENERGY CORP |
|
34,860 |
|
|
|
ALLIANT TECHSYSTEMS INC |
|
17,328 |
|
|
|
ALLIED CAP CORP NEW |
|
51,160 |
|
|
|
ALLSTATE CORP |
|
339,858 |
|
|
|
ALLTEL CORP |
|
158,372 |
|
|
|
ALTRIA GROUP INC |
|
914,256 |
|
|
|
AMAZON COM INC |
|
36,848 |
|
|
|
AMEREN CORP |
|
115,000 |
|
|
|
AMERICAN CAP STRATEGIES LTD |
|
14,865 |
|
|
|
AMERICAN ELEC PWR INC |
|
173,907 |
|
|
|
AMERICAN EXPRESS CO |
|
376,194 |
|
|
|
AMERICAN INTL GROUP INC |
|
1,099,519 |
|
|
|
AMERICAN NATL INS CO |
|
8,437 |
|
|
|
AMERICAN TOWER CORP |
|
18,394 |
|
|
|
AMETEK INC NEW |
|
9,652 |
|
|
|
AMGEN INC |
|
546,559 |
|
|
|
AMKOR TECHNOLOGY INC |
|
10,926 |
|
|
|
AMSOUTH BANCORPORATION |
|
120,050 |
|
|
|
AMYLIN PHARMACEUTICALS INC |
|
22,220 |
|
|
|
ANADARKO PETE CORP |
|
56,111 |
|
|
|
ANALOG DEVICES INC |
|
54,780 |
|
|
|
ANHEUSER BUSCH COS INC |
|
421,440 |
|
|
|
ANNALY MTG MGMT INC |
|
38,640 |
|
|
|
ANTHEM INC |
|
37,500 |
|
|
|
AON CORP |
|
79,002 |
|
|
APACHE CORP |
|
32,440 |
|
|
APARTMENT INVT. + MGMT CO |
|
41,400 |
|
|
APOLLO GROUP INC |
|
20,400 |
|
|
APOLLO GROUP INC |
|
6,893 |
|
|
APPLEBEES INTL INC |
|
11,781 |
|
|
APRIA HEALTHCARE GROUP INC |
|
11,388 |
|
|
APPLERA CORP APPLIED BIOSYS |
|
53,846 |
|
|
APPLIED MATERIALS INC |
|
217,765 |
|
|
APPLIED MICRO CIRCUITS CORP |
|
16,146 |
|
|
ARCHER DANIELS MIDLAND CO |
|
112,902 |
|
|
ARCHSTONE SMITH TR |
|
81,142 |
|
|
ARDEN RLTY INC |
|
21,238 |
|
|
ARVINMERITOR INC |
|
4,824 |
|
|
ASHLAND INC |
|
39,654 |
|
|
ASSOCIATED BANC CORP |
|
35,400 |
|
|
ASTORIA FINL CORP |
|
33,480 |
|
|
AUTOLIV |
|
48,945 |
|
|
AUTOMATIC DATA PROCESSING INC |
|
225,777 |
|
|
AVALONBAY CMNTYS INC |
|
38,240 |
|
|
AVERY DENNISON CORP |
|
78,428 |
|
|
AVOCENT CORP |
|
10,956 |
|
|
AVON PRODS INC |
|
67,490 |
|
|
BB+T CORP |
|
275,078 |
|
|
BRE PPTYS INC |
|
13,360 |
|
|
BAKER HUGHES INC |
|
41,808 |
|
|
BALL CORP |
|
35,742 |
|
|
BANCORPSOUTH INC |
|
23,720 |
|
|
BANK AMER CORP |
|
997,332 |
|
|
BANK HAWAII CORP |
|
25,320 |
|
|
BANK NEW YORK INC |
|
308,016 |
|
|
BANK ONE CORP |
|
492,372 |
|
|
BANKNORTH GROUP INC NEW |
|
71,566 |
|
|
BARD C R INC |
|
40,625 |
|
|
BAUSCH + LOMB INC |
|
25,950 |
|
|
BAXTER INTL INC |
|
235,004 |
|
|
BEA SYS INC |
|
8,610 |
|
|
BEAR STEARNS COS INC |
|
15,990 |
|
|
BECTON DICKINSON + CO |
|
45,254 |
|
|
BED BATH + BEYOND INC |
|
39,015 |
|
|
BELLSOUTH CORP |
|
512,230 |
|
|
BEMIS INC |
|
35,000 |
|
|
BERKLEY W R CORP |
|
24,465 |
|
|
BEST BUY CO INC |
|
41,792 |
|
|
BIOGEN IDEC INC |
|
55,170 |
|
|
BLOCK H + R INC |
|
138,425 |
|
|
BLOCKBUSTER INC |
|
5,385 |
|
|
BLYTH INC |
|
6,444 |
|
|
BOEING CO |
|
231,770 |
|
|
BOISE CASCADE CORP |
|
13,144 |
|
|
BORG WARNER INC |
|
25,521 |
|
|
BOSTON PPTYS INC |
|
57,828 |
|
|
BOSTON SCIENTIFIC CORP |
|
110,280 |
|
|
BOWATER INC |
|
27,786 |
|
|
BRISTOL MYERS SQUIBB CO |
|
529,100 |
|
|
BROCADE COMMUNICATIONS SYS INC |
|
13,294 |
|
|
BROWN + BROWN INC |
|
6,522 |
|
|
BROWN FORMAN CORP |
|
37,380 |
|
|
BURLINGTON NORTHN SANTA FE |
|
155,280 |
|
|
BURLINGTON RES INC |
|
22,152 |
|
|
CBL + ASSOC PPTYS INC |
|
5,650 |
|
|
CBRL GROUP INC |
|
11,478 |
|
|
CIGNA CORP |
|
108,675 |
|
|
CIT GROUP INC NEW |
|
100,660 |
|
|
CNF INC |
|
10,170 |
|
|
CSX CORP |
|
25,158 |
|
|
CVS CORP |
|
133,644 |
|
|
CABOT CORP |
|
19,104 |
|
|
CAMDEN PPTY TR |
|
8,860 |
|
|
CAMPBELL SOUP CO |
|
80,400 |
|
|
CAPITAL ONE FINL CORP |
|
36,774 |
|
|
CARDINAL HEALTH INC |
|
186,538 |
|
|
CARRAMERICA RLTY CORP |
|
14,890 |
|
|
CATERPILLAR INC |
|
307,174 |
|
|
CENDANT CORP |
|
100,215 |
|
|
CENTERPOINT ENERGY INC |
|
33,915 |
|
|
CEPHALON INC |
|
24,205 |
|
|
CHARLES RIV LABORATORIES INTL |
|
6,866 |
|
|
CHARTER ONE FINL INC |
|
115,362 |
|
|
CHECKFREE CORP NEW |
|
16,590 |
|
|
CHELSEA PPTY GROUP INC |
|
10,962 |
|
|
CHESAPEAKE ENERGY CORP |
|
27,160 |
|
|
CHEVRONTEXACO CORP |
|
799,799 |
|
|
CHICOS FAS INC |
|
33,255 |
|
|
CHOICEPOINT INC |
|
29,177 |
|
|
CHUBB CORP |
|
177,060 |
|
|
CINCINNATI FINL CORP |
|
71,196 |
|
|
CINERGY CORP |
|
93,144 |
|
|
CIRCUIT CITY STORES INC |
|
13,169 |
|
|
CISCO SYS INC |
|
1,309,231 |
|
|
CITIGROUP INC |
|
1,883,983 |
|
|
CITRIX SYS INC |
|
2,121 |
|
|
CITY NATL CORP |
|
24,848 |
|
|
CLAIRE S STORES INC |
|
7,536 |
|
|
CLEAR CHANNEL COMMUNICATIONS |
|
224,784 |
|
|
CLOROX CO |
|
92,264 |
|
|
COCA COLA CO |
|
938,875 |
|
|
COGNIZANT TECHNOLOGY SOLUTIONS |
|
31,948 |
|
|
COLGATE PALMOLIVE CO |
|
275,275 |
|
|
COLONIAL BANCGROUPINC |
|
25,980 |
|
|
COMCAST CORP NEW |
|
476,779 |
|
|
COMERICA INC |
|
140,150 |
|
|
COMMERCE BANCORP INC N J |
|
31,608 |
|
|
COMMERCE BANCSHARES INC |
|
37,316 |
|
|
COMMUNITY HEALTH SYS INC NEW |
|
7,974 |
|
|
COMPASS BANCSHARES INC |
|
66,827 |
|
|
COMPUTER ASSOC INTL INC |
|
144,902 |
|
|
COMPUTER SCIENCES CORP |
|
48,653 |
|
|
CONAGRA INC |
|
195,286 |
|
|
CONOCOPHILLIPS |
|
388,174 |
|
|
CONSOLIDATED EDISON INC |
|
154,836 |
|
|
CONSTELLATION ENERGY GROUP INC |
|
86,152 |
|
|
COORS ADOLPH CO |
|
11,220 |
|
|
CORNING INC |
|
46,935 |
|
|
CORPORATE EXECUTIVE BRD CO |
|
9,334 |
|
|
COSTCO WHSL CORP NEW |
|
70,642 |
|
|
COUNTRYWIDE FINL CORP |
|
40,453 |
|
|
CRANE CO |
|
6,148 |
|
|
CREE INC |
|
8,845 |
|
|
CRESCENT REAL ESTATE EQUITIES |
|
6,852 |
|
|
CROWN CASTLE INTL CORP |
|
5,515 |
|
|
CULLEN FROST BANKERS INC |
|
16,228 |
|
|
CUMMINS INC |
|
9,788 |
|
|
CYPRESS SEMICONDUCTOR CORP |
|
21,360 |
|
|
DPL INC |
|
27,144 |
|
|
DTE ENERGY CO |
|
106,380 |
|
|
DANA CORP |
|
29,360 |
|
|
DANAHER CORP |
|
9,175 |
|
|
DAVITA INC |
|
23,946 |
|
|
DEERE + CO |
|
214,665 |
|
|
DELL INC |
|
526,380 |
|
|
DELPHI CORP |
|
63,302 |
|
|
DELTA AIR LINES INC |
|
2,362 |
|
|
DELUXE CORP |
|
24,798 |
|
|
DEVELOPERS DIVERSIFIED RLTY |
|
26,856 |
|
|
DEVON ENERGY CORPORATION NEW |
|
40,082 |
|
|
DEVRY INC DEL |
|
10,052 |
|
|
DIAL CORP NEW |
|
22,776 |
|
|
DIEBOLD INC |
|
43,096 |
|
|
DISNEY WALT CO |
|
412,941 |
|
|
DOMINION RES INC VA NEW |
|
255,320 |
|
|
DONALDSON CO INC |
|
17,748 |
|
|
DONNELLEY R R + SONS CO |
|
33,165 |
|
|
DORAL FINL CORP |
|
33,894 |
|
|
DOUBLECLICK INC |
|
6,132 |
|
|
DOVER CORP |
|
99,375 |
|
|
DOW CHEM CO |
|
396,744 |
|
|
DOWNEY FINL CORP |
|
4,930 |
|
|
DU PONT E I DE NEMOURS + CO |
|
449,722 |
|
|
DUKE ENERGY CO |
|
235,175 |
|
|
DUKE RLTY CORP |
|
58,900 |
|
|
EMC CORP |
|
152,456 |
|
|
E TRADE FINL CORP |
|
51,865 |
|
|
EASTMAN CHEM CO |
|
31,624 |
|
|
EASTMAN KODAK CO |
|
105,247 |
|
|
EATON CORP |
|
107,980 |
|
|
EBAY INC |
|
148,557 |
|
|
ECOLAB INC |
|
57,477 |
|
|
EDUCATION MGMT CORP |
|
18,624 |
|
|
EDWARDS A G INC |
|
25,361 |
|
|
EDWARDS LIFESCIENCES CORP |
|
12,032 |
|
|
EL PASO CORP |
|
59,787 |
|
|
ELECTRONIC ARTS INC |
|
19,112 |
|
|
ELECTRONIC DATA SYS CORP NEW |
|
161,964 |
|
|
EMERSON ELEC CO |
|
252,525 |
|
|
EMULEX CORP |
|
24,012 |
|
|
ENERGY EAST CORP |
|
44,800 |
|
|
ENGELHARD CORP |
|
35,940 |
|
|
ENTERGY CORP |
|
188,529 |
|
|
EQUIFAX INC |
|
34,300 |
|
|
EQUITABLE RES INC |
|
12,876 |
|
|
EQUITY OFFICE PPTYS TR |
|
186,225 |
|
|
EQUITY RESIDENTIAL |
|
120,991 |
|
|
ERIE INDTY CO |
|
8,476 |
|
|
ETHAN ALLEN INTERIORS INC |
|
4,188 |
|
|
EXELON CORP |
|
267,895 |
|
|
EXXON MOBIL CORP |
|
2,156,600 |
|
|
F N B CORP PA |
|
14,357 |
|
|
FPL GROUP INC |
|
176,634 |
|
|
FAIR ISAAC CORPORATION |
|
19,664 |
|
|
FAIRCHILD SEMICONDUCTOR INTL |
|
17,479 |
|
|
FAMILY DLR STORES INC |
|
64,584 |
|
|
FEDERAL HOME LN MTG CORP |
|
367,416 |
|
|
FEDERAL NATL MTG ASSN |
|
653,022 |
|
|
FEDERAL RLTY INVT TR |
|
3,839 |
|
|
FEDERATED DEPT STORES INC DEL |
|
9,426 |
|
|
FEDEX CORP |
|
101,250 |
|
|
FIDELITY NATL FINL INC |
|
64,103 |
|
|
FIFTH THIRD BANCORP |
|
301,174 |
|
|
FIRST AMERICAN CORP |
|
20,839 |
|
|
FIRST BANCORP P R |
|
7,910 |
|
|
FIRST DATA CORP |
|
180,796 |
|
|
FIRST MIDWEST BANCORP INC DEL |
|
12,964 |
|
|
FIRST TENN NATL CORP |
|
74,970 |
|
|
FIRSTMERIT CORP |
|
21,576 |
|
|
FIRSTENERGY CORP |
|
103,136 |
|
|
FISHER SCIENTIFIC INTL INC |
|
12,411 |
|
|
FLEETBOSTON FINL CORP |
|
502,586 |
|
|
FORD MTR CO DEL |
|
332,800 |
|
|
FOREST LABS INC |
|
92,700 |
|
|
FORTUNE BRANDS INC |
|
150,129 |
|
|
FOUNDRY NETWORKS INC |
|
8,208 |
|
|
FRIEDMAN BILLINGS RAMSEY GROUP |
|
11,540 |
|
|
FULTON FINL CORP PA |
|
27,738 |
|
|
GALLAGHER ARTHUR J + CO |
|
32,490 |
|
|
GANNETT INC |
|
258,564 |
|
|
GAP INC |
|
51,062 |
|
|
GENENTECH INC |
|
93,570 |
|
|
GENERAL DYNAMICS CORP |
|
135,585 |
|
|
GENERAL ELEC CO |
|
2,431,930 |
|
|
GENERAL GROWTH PPTYS INC |
|
80,475 |
|
|
GENERAL MLS INC |
|
221,970 |
|
|
GENERAL MTRS CORP |
|
272,340 |
|
|
GENUINE PARTS CO |
|
56,440 |
|
|
GENZYME CORP |
|
14,802 |
|
|
GEORGIA PAC CORP |
|
99,125 |
|
|
GETTY IMAGES INC |
|
5,013 |
|
|
GILEAD SCIENCES INC |
|
122,094 |
|
|
GILLETTE CO |
|
370,973 |
|
|
GOLDEN WEST FINL CORP DEL |
|
36,117 |
|
|
GOLDMAN SACHS GROUP INC |
|
157,968 |
|
|
GOODRICH CORP |
|
38,597 |
|
|
GRACO INC |
|
12,030 |
|
|
GREAT PLAINS ENERGY INC |
|
25,456 |
|
|
GREENPOINT FINL CORP |
|
58,278 |
|
|
GUIDANT CORP |
|
72,240 |
|
|
HCA INC |
|
107,400 |
|
|
HRPT PPTYS TR |
|
20,180 |
|
|
HALLIBURTON CO |
|
135,200 |
|
|
JOHN HANCOCK FINANCIAL SRVCS |
|
33,750 |
|
|
HARLEY DAVIDSON INC |
|
57,036 |
|
|
HARMAN INTL INDS INC NEW |
|
36,990 |
|
|
HARRIS CORP DEL |
|
26,565 |
|
|
HARSCO CORP |
|
13,146 |
|
|
HARTFORD FINANCIAL SVCS GRP |
|
147,575 |
|
|
HAWAIIAN ELEC INDS INC |
|
23,685 |
|
|
HEALTH CARE PPTY INVS INC |
|
40,640 |
|
|
HEALTHCARE RLTY TR |
|
21,450 |
|
|
HEINZ H J CO |
|
185,793 |
|
|
HENRY JACK + ASSOC INC |
|
4,116 |
|
|
HERSHEY FOODS CORP |
|
92,388 |
|
|
HEWLETT PACKARD CO |
|
639,554 |
|
|
HIBERNIA CORP |
|
44,669 |
|
|
HILLENBRAND INDS INC |
|
31,030 |
|
|
HOME DEPOT INC |
|
720,447 |
|
|
HON INDS INC |
|
17,328 |
|
|
HONEYWELL INTL INC |
|
324,271 |
|
|
HORMEL FOODS CORP |
|
18,067 |
|
|
HOSPITALITY PPTYS TR |
|
37,152 |
|
|
HUBBELL INC |
|
8,820 |
|
|
HUDSON CITY BANCORP INC |
|
26,726 |
|
|
HUDSON UTD BANCORP |
|
11,085 |
|
|
HUGHES ELECTRONICS CORP |
|
49,047 |
|
|
HUMANA INC |
|
2,285 |
|
|
HUMAN GENOME SCIENCES INC |
|
13,250 |
|
|
HUNTINGTON BANCSHARES INC |
|
74,250 |
|
|
IDT CORP |
|
8,860 |
|
|
IMS HEALTH INC |
|
23,667 |
|
|
ISTAR FINL INC |
|
46,680 |
|
|
ITT EDL SVCS INC |
|
18,788 |
|
|
IDEXX LABS INC |
|
9,256 |
|
|
IKON OFFICE SOLUTIONS INC |
|
16,604 |
|
|
ILLINOIS TOOL WKS INC |
|
125,865 |
|
|
IMATION CORP |
|
3,515 |
|
|
IMCLONE SYS INC |
|
19,830 |
|
|
INDEPENDENCE CMNTY BK CORP |
|
17,985 |
|
|
INTEGRATED DEVICE TECHNOLOGY |
|
12,019 |
|
|
INTEGRATED CIRCUIT SYS INC |
|
14,245 |
|
|
INTEL CORP |
|
1,629,320 |
|
|
INTERACTIVE CORP |
|
50,047 |
|
|
INTERDIGITAL COMM CORP |
|
2,064 |
|
|
INTERNATIONAL BANCSHARES CORP |
|
9,430 |
|
|
INTERNATIONAL BUSINESS MACHS |
|
1,234,683 |
|
|
INTERNATIONAL FLAVOURS |
|
20,952 |
|
|
INTERNATIONAL GAME TECHNOLOGY |
|
14,280 |
|
|
INTERNATIONAL PAPER CO |
|
258,660 |
|
|
INTERNATIONAL RECTIFIER CORP |
|
34,587 |
|
|
INTUIT |
|
21,164 |
|
|
INVITROGEN CORP |
|
42,000 |
|
|
JDS UNIPHASE CORP |
|
6,935 |
|
|
J P MORGAN CHASE + CO |
|
668,119 |
|
|
JEFFERSON PILOT CORP |
|
98,768 |
|
|
JOHNSON + JOHNSON |
|
1,141,686 |
|
|
JOHNSON CTLS INC |
|
139,344 |
|
|
JUNIPER NETWORKS INC |
|
16,812 |
|
|
KLA TENCOR CORP |
|
23,468 |
|
|
KB HOME |
|
14,504 |
|
|
KELLOGG CO |
|
133,280 |
|
|
KEYCORP NEW |
|
184,716 |
|
|
KEYSPAN CORP |
|
80,960 |
|
|
KIMBERLY CLARK CORP |
|
295,450 |
|
|
KIMCO RLTY CORP |
|
76,075 |
|
|
KNIGHT RIDDER INC |
|
61,896 |
|
|
KOHLS CORP |
|
53,928 |
|
|
KRAFT FOODS INC |
|
141,768 |
|
|
KROGER CO |
|
49,977 |
|
|
LA Z BOY INC |
|
4,196 |
|
|
LABORATORY CORP AMER HLDGS |
|
44,340 |
|
|
LAFARGE NORTH AMERICA INC |
|
8,104 |
|
|
LAMAR ADVERTISING CO |
|
7,464 |
|
|
LANCASTER COLONY CORP |
|
4,516 |
|
|
LEGGETT + PLATT INC |
|
51,912 |
|
|
LEHMAN BROTHERS HLDGS INC |
|
84,942 |
|
|
LEXMARK INTL INC |
|
7,864 |
|
|
LIBERTY MEDIA CORP |
|
153,904 |
|
|
LIBERTY PROPERTY |
|
38,900 |
|
|
LILLY ELI + CO |
|
618,904 |
|
|
LIMITED BRANDS INC |
|
76,087 |
|
|
LINCOLN NATL CORP IN |
|
96,888 |
|
|
LINEAR TECHNOLOGY CORP |
|
29,449 |
|
|
LOCKHEED MARTIN CORP |
|
102,800 |
|
|
LOEWS CORP |
|
59,340 |
|
|
LOEWS CORP |
|
12,620 |
|
|
LOWES COS INC |
|
260,333 |
|
|
LUBRIZOL CORP |
|
16,260 |
|
|
LUCENT TECHNOLOGIES INC |
|
22,152 |
|
|
MBIA INC |
|
47,384 |
|
|
MBNA CORP |
|
214,953 |
|
|
MDU RES GROUP INC |
|
15,477 |
|
|
MACERICH CO |
|
22,250 |
|
|
MACK CA RLTY CORP |
|
49,944 |
|
|
MACROMEDIA INC |
|
8,920 |
|
|
MANOR CARE INC NEW |
|
34,570 |
|
|
MARATHON OIL CORP |
|
135,669 |
|
|
MARSH + MCLENNAN COS INC |
|
268,184 |
|
|
MARSHALL + ILSLEY CORP |
|
118,575 |
|
|
MARRIOTT INTL INC NEW |
|
36,960 |
|
|
MASCO CORP |
|
189,129 |
|
|
MATTEL INC |
|
21,197 |
|
|
MAXTOR CORP |
|
8,880 |
|
|
MAXIM INTEGRATED PRODS INC |
|
51,294 |
|
|
MAY DEPT STORES CO |
|
119,187 |
|
|
MAYTAG CORP |
|
19,495 |
|
|
MCCORMICK + CO INC |
|
57,190 |
|
|
MCDATA CORPORATION |
|
9,530 |
|
|
MCDONALDS CORP |
|
178,776 |
|
|
MCGRAW HILL COS INC |
|
174,800 |
|
|
MCKESSON CORP |
|
93,264 |
|
|
MEADWESTVACO CORP |
|
82,943 |
|
|
MEDCO HEALTH SOLUTIONS INC |
|
9,653 |
|
|
MEDIMMUNE INC |
|
17,780 |
|
|
MEDTRONIC INC |
|
418,046 |
|
|
MELLON FINL CORP |
|
186,238 |
|
|
MERCANTILE BANKSHARES CORP |
|
45,580 |
|
|
MERCK + CO INC |
|
868,560 |
|
|
MERCURY GEN CORP |
|
4,655 |
|
|
MERRILL LYNCH + CO INC |
|
357,765 |
|
|
METLIFE INC |
|
43,771 |
|
|
MICROSOFT CORP |
|
1,944,324 |
|
|
MICRON TECHNOLOGY INC |
|
10,776 |
|
|
MID ATLANTIC MED SVCS INC |
|
32,400 |
|
|
MILLENNIUM PHARMACEUTICALS |
|
61,574 |
|
|
MILLS CORP |
|
8,800 |
|
|
MONSANTO CO NEW |
|
51,142 |
|
|
MONSTER WORLDWIDE INC |
|
21,960 |
|
|
MORGAN STANLEY |
|
497,682 |
|
|
MOTOROLA INC |
|
372,855 |
|
|
MURPHY OIL CORP |
|
39,186 |
|
|
NATIONAL CITY CORP |
|
234,186 |
|
|
NATIONAL COMM FINL CORP |
|
76,384 |
|
|
NATIONAL FUEL GAS CO N J |
|
14,664 |
|
|
NATIONAL INSTRS CORP |
|
4,547 |
|
|
NATIONWIDE FINL SVCS INC |
|
13,224 |
|
|
NEIMAN MARCUS GROUP |
|
10,734 |
|
|
NETWORKS ASSOCS INC |
|
25,568 |
|
|
NEUROCRINE BIOSCIENCES INC |
|
10,908 |
|
|
NEW PLAN EXCEL RLTY TR INC |
|
29,604 |
|
|
NEW YORK CMNTY BANCORP INC |
|
65,941 |
|
|
NEW YORK TIMES CO |
|
71,685 |
|
|
NEWELL RUBBERMAID INC |
|
63,756 |
|
|
NEWMONT MNG CORP |
|
58,332 |
|
|
NEWS CORP LTD |
|
14 |
|
|
NEXTEL COMMUNICATIONS INC |
|
98,210 |
|
|
NICOR INC |
|
10,212 |
|
|
NIKE INC |
|
20,538 |
|
|
NISOURCE INC |
|
54,850 |
|
|
NORDSTROM INC |
|
17,150 |
|
|
NORFOLK SOUTHN CORP |
|
21,285 |
|
|
NORTH FORK BANCORPORATION INC |
|
89,034 |
|
|
NORTHERN TRUST CORP |
|
120,692 |
|
|
NORTHROP GRUMMAN CORP |
|
146,077 |
|
|
NOVELL INC |
|
32,612 |
|
|
NUCOR CORP |
|
22,400 |
|
|
NVIDIA CORP |
|
34,875 |
|
|
OGE ENERGY CORP |
|
24,190 |
|
|
NUVEEN INVTS INC |
|
13,330 |
|
|
OCCIDENTAL PETE CORP |
|
219,648 |
|
|
OLD NATL BANCORP IND |
|
13,939 |
|
|
OLD REP INTL CORP |
|
60,864 |
|
|
OMNICARE INC |
|
40,390 |
|
|
OMNICOM GROUP |
|
225,311 |
|
|
ONEOK INC NEW |
|
17,664 |
|
|
ORACLE CORP |
|
333,960 |
|
|
PG+E CORP |
|
16,662 |
|
|
PMC SIERRA INC |
|
36,270 |
|
|
PNC FINL SVCS GROUP INC |
|
224,393 |
|
|
PPG INDS INC |
|
147,246 |
|
|
PPL CORP |
|
100,625 |
|
|
PACCAR INC |
|
123,424 |
|
|
PACIFICARE HEALTH SYSTEMS |
|
27,040 |
|
|
PALL CORP |
|
24,147 |
|
|
PAN PAC RETAIL PPTYS INC |
|
19,060 |
|
|
PARK NATL CORP |
|
16,973 |
|
|
PARKER HANNIFIN CORP |
|
89,250 |
|
|
PAYCHEX INC |
|
29,760 |
|
|
PENNEY J C INC |
|
97,236 |
|
|
PENTAIR INC |
|
22,850 |
|
|
PEOPLES BK BRIDGEPORT CONN |
|
6,520 |
|
|
PEOPLES ENERGY CORP |
|
12,612 |
|
|
PEOPLESOFT INC |
|
29,116 |
|
|
PEPCO HLDGS INC |
|
44,629 |
|
|
PEPSICO INC |
|
559,906 |
|
|
PERKINELMER INC |
|
13,656 |
|
|
PFIZER INC |
|
2,063,272 |
|
|
PHARMACEUTICAL PROD DEV INC |
|
8,091 |
|
|
PHILADELPHIA SUBN CORP |
|
11,050 |
|
|
PIEDMONT NAT GAS INC |
|
8,692 |
|
|
PIER 1 IMPORTS INC |
|
17,488 |
|
|
PINNACLE WEST CAP CORP |
|
44,022 |
|
|
PITNEY BOWES INC |
|
129,984 |
|
|
POLARIS INDS INC |
|
17,716 |
|
|
POLYCOM INC |
|
15,616 |
|
|
POPULAR INC |
|
85,386 |
|
|
PRAXAIR INC |
|
38,200 |
|
|
PRICE T ROWE GROUP INC |
|
52,151 |
|
|
PRINCIPAL FINANCIAL GROUP |
|
36,377 |
|
|
PROCTER + GAMBLE CO |
|
1,088,692 |
|
|
PROGRESS ENERGY INC |
|
147,276 |
|
|
PROGRESSIVE CORP OHIO |
|
58,513 |
|
|
PROLOGIS |
|
60,971 |
|
|
PROTECTIVE LIFE CORP |
|
23,688 |
|
|
PROTEIN DESIGN LABS INC |
|
10,740 |
|
|
PROVIDENT FINL GROUP INC |
|
6,390 |
|
|
PRUDENTIAL FINL INC |
|
125,310 |
|
|
PUBLIC SVC ENTERPRISE GROUP |
|
144,540 |
|
|
PUBLIC STORAGE INC |
|
60,746 |
|
|
PUGET ENERGY INC |
|
23,770 |
|
|
QUALCOMM INC |
|
328,973 |
|
|
QUESTAR CORP |
|
28,120 |
|
|
RPM INTL INC |
|
13,168 |
|
|
RADIO ONE INC |
|
1,930 |
|
|
RAMBUS INC DEL |
|
18,420 |
|
|
RAYMOND JAMES FINANCIAL INC |
|
3,770 |
|
|
RAYONIER INC |
|
21,261 |
|
|
RAYTHEON CO |
|
180,240 |
|
|
REALTY INCOME CORP |
|
16,000 |
|
|
RED HAT INC |
|
15,016 |
|
|
REGENCY CTRS CORP |
|
19,925 |
|
|
REGIS CORP MINNESOTA |
|
7,904 |
|
|
REGIONS FINL CORP |
|
130,200 |
|
|
RENAL CARE GROUP INC |
|
16,480 |
|
|
RESMED INC |
|
8,308 |
|
|
RESPIRONICS INC |
|
4,509 |
|
|
REYNOLDS R J TOB HLDGS INC |
|
63,965 |
|
|
ROCKWELL AUTOMATION INC |
|
67,640 |
|
|
ROHM + HAAS CO |
|
81,149 |
|
|
ROSS STORES INC |
|
47,574 |
|
|
RUBY TUESDAY INC |
|
5,698 |
|
|
RYDER SYS INC |
|
13,660 |
|
|
SBC COMMUNICATIONS INC |
|
779,493 |
|
|
SEI INVESTMENTS CO |
|
18,282 |
|
|
SLM CORP |
|
69,708 |
|
|
SABRE HLDGS CORP |
|
6,477 |
|
|
SAFECO CORP |
|
66,181 |
|
|
SAFEWAY INC |
|
50,393 |
|
|
ST JUDE MED INC |
|
18,405 |
|
|
ST PAUL COS INC |
|
107,055 |
|
|
SARA LEE CORP |
|
215,059 |
|
|
S + P 500 INDEX FUTURES |
|
9,380 |
|
|
SCHERING PLOUGH CORP |
|
271,284 |
|
|
SCHWAB CHARLES CORP |
|
37,888 |
|
|
SCIENTIFIC ATLANTA INC |
|
46,410 |
|
|
SEARS ROEBUCK + CO |
|
181,960 |
|
|
SEMPRA ENERGY |
|
78,156 |
|
|
SERVICE CORP INTL |
|
12,181 |
|
|
SERVICE MASTER COMPANY |
|
23,300 |
|
|
SHERWIN WILLIAMS CO |
|
52,110 |
|
|
SHURGARD STORAGE CTRS |
|
22,590 |
|
|
SILICON LABORATORIES INC |
|
8,644 |
|
|
SIMON PPTY GROUP INC NEW |
|
88,046 |
|
|
SIRIUS SATELLITE RADIO INC |
|
17,696 |
|
|
SKY FINL GROUP INC |
|
28,534 |
|
|
SMUCKER J M CO |
|
22,645 |
|
|
SNAP ON INC |
|
16,120 |
|
|
SONOCO PRODS CO |
|
36,930 |
|
|
SOUTHERN CO |
|
269,225 |
|
|
SOUTHTRUST CORP |
|
163,650 |
|
|
SOUTHWEST AIRLS CO |
|
35,508 |
|
|
SPRINT CORP |
|
203,608 |
|
|
STANLEY WORKS |
|
26,509 |
|
|
STAPLES INC |
|
30,030 |
|
|
STARBUCKS CORP |
|
26,448 |
|
|
STATE STREET CORPORATION |
|
67,704 |
|
|
STATION CASINOS INC |
|
3,063 |
|
|
STERIS CORP |
|
9,040 |
|
|
STATE STREET BANK + TRUST CO – STIF |
|
1,318,110 |
|
|
STRYKER CORP |
|
17,002 |
|
|
SUN MICROSYSTEMS INC |
|
49,839 |
|
|
SUNOCO INC |
|
25,575 |
|
|
SUNTRUST BKS INC |
|
235,950 |
|
|
SUPERVALU INC |
|
48,603 |
|
|
SYMANTEC CORP |
|
20,790 |
|
|
SYMBOL TECHNOLOGIES INC |
|
41,381 |
|
|
SYNOVUS FINL CORP |
|
115,680 |
|
|
SYSCO CORP |
|
156,366 |
|
|
TCF FINANCIAL CORP |
|
46,215 |
|
|
TECO ENERGY INC |
|
36,025 |
|
|
TJX COS INC NEW |
|
154,350 |
|
|
TXU CORP |
|
106,740 |
|
|
TARGET CORP |
|
353,280 |
|
|
TEKTRONIX INC |
|
22,120 |
|
|
TELEFLEX INC |
|
9,666 |
|
|
TEMPLE INLAND INC |
|
37,602 |
|
|
TENET HEALTHCARE CORP |
|
16,050 |
|
|
TEXAS INSTRS INC |
|
468,023 |
|
|
TEXTRON INC |
|
79,884 |
|
|
THORNBURG MTG INC |
|
27,200 |
|
|
3M CO |
|
603,713 |
|
|
TIFFANY + CO NEW |
|
49,720 |
|
|
TIME WARNER INC NEW |
|
114,237 |
|
|
TRAVELERS PPTY CAS CORP NEW |
|
107,352 |
|
|
TRIAD HOSPS INC |
|
26,616 |
|
|
TRIBUNE CO NEW |
|
139,320 |
|
|
TRIZEC PPTYS INC |
|
13,860 |
|
|
TRUSTMARK CORP |
|
11,708 |
|
|
UGI CORP NEW |
|
6,780 |
|
|
UST INC |
|
74,949 |
|
|
US BANCORP DEL |
|
550,960 |
|
|
UNION PAC CORP |
|
194,544 |
|
|
UNION PLANTERS CORP |
|
92,896 |
|
|
UNIONBANCAL CORP |
|
34,524 |
|
|
UNITED BANKSHARES INC W VA |
|
9,360 |
|
|
UNITED DOMINION RLTY TR INC |
|
34,560 |
|
|
UNITED PARCEL SVC INC |
|
350,385 |
|
|
UNITED STATES TREAS BILLS |
|
104,769 |
|
|
UNITED STS STL CORP NEW |
|
24,514 |
|
|
UNITED TECHNOLOGIES CORP |
|
312,741 |
|
|
UNITEDHEALTH GROUP INC |
|
191,994 |
|
|
UNITRIN INC |
|
16,564 |
|
|
UNOCAL CORP |
|
117,856 |
|
|
UNUMPROVIDENT CORP |
|
61,503 |
|
|
V F CORP |
|
30,268 |
|
|
VALEANT PHARMACEUTICALS INTL |
|
10,060 |
|
|
VALLEY NATL BANCORP |
|
28,820 |
|
|
VALSPAR CORP |
|
19,768 |
|
|
VECTREN CORP |
|
17,255 |
|
|
VERITAS SOFTWARE CORP |
|
55,740 |
|
|
VERISIGN INC |
|
37,490 |
|
|
VERIZON COMMUNICATIONS |
|
834,904 |
|
|
VIACOM INC |
|
465,990 |
|
|
VIAD CORP |
|
17,500 |
|
|
VISHAY INTERTECHNOLOGY INC |
|
38,930 |
|
|
VORNADO RLTY TR |
|
65,700 |
|
|
VULCAN MATLS CO |
|
57,084 |
|
|
WGL HLDGS INC |
|
8,337 |
|
|
WPS RES CORP |
|
18,492 |
|
|
WACHOVIA CORP 2ND NEW |
|
531,126 |
|
|
WADDELL + REED FINL INC |
|
9,384 |
|
|
WAL MART STORES INC |
|
1,013,255 |
|
|
WALGREEN CO |
|
236,470 |
|
|
WASHINGTON FED INC |
|
18,801 |
|
|
WASHINGTON MUT INC |
|
371,110 |
|
|
WASHINGTON POST CO |
|
27,699 |
|
|
WASTE MGMT INC DEL |
|
74,000 |
|
|
WEB MD CORP |
|
29,667 |
|
|
WEBSTER FINL CORP WATERBURY |
|
27,516 |
|
|
WEINGARTEN RLTY INVS |
|
22,175 |
|
|
WELLPOINT HEALTH NETWORKS INC |
|
48,495 |
|
|
WELLS FARGO + CO NEW |
|
858,440 |
|
|
WENDYS INTL INC |
|
43,164 |
|
|
WESTAMERICA BANCORPORATION |
|
4,970 |
|
|
WESTERN DIGITAL CORP |
|
28,296 |
|
|
WEYERHAEUSER CO |
|
211,200 |
|
|
WHIRLPOOL CORP |
|
65,385 |
|
|
WHITNEY HLDG CORP |
|
20,495 |
|
|
WILLIAMS COS INC |
|
62,848 |
|
|
WILMINGTON TR CORP |
|
25,200 |
|
|
WINN DIXIE STORES INC |
|
995 |
|
|
WISCONSIN ENERGY CORP |
|
50,175 |
|
|
WRIGLEY WM JR CO |
|
33,726 |
|
|
WYETH |
|
505,155 |
|
|
XM SATELLITE RADIO HLDGS INC |
|
15,816 |
|
|
XCEL ENERGY INC |
|
88,636 |
|
|
XILINX INC |
|
23,244 |
|
|
XEROX CORP |
|
11,040 |
|
|
YAHOO INC |
|
103,891 |
|
|
YUM BRANDS INC |
|
3,440 |
|
|
ZIMMER HOLDINGS INC |
|
21,120 |
|
EXHIBIT D — Synthetic GIC Global Wrapper
|
Wrapper |
|
Security Description |
|
Market |
|
|
ABN AMRO MTG CORP |
|
6.5% 25 Apr 2017 |
|
635,045 |
|
|
ANZ CAP TR I |
|
4.484% 26 Nov 2049 |
|
1,083,589 |
|
|
ANZ CAP TR I |
|
5.36% 15 Dec 2049 |
|
1,637,064 |
|
|
AOL TIME WARNER INC |
|
6.125% 15 Apr 2006 |
|
145,266 |
|
|
TIME WARNER INC |
|
7.625% 15 Apr 2031 |
|
1,164,935 |
|
|
ASIF GLOBAL FING XXIII |
|
3.9% 22 Oct 2008 |
|
1,787,168 |
|
|
AT+T BROADBAND CORP |
|
8.375% 15 Mar 2013 |
|
549,352 |
|
|
AFRICAN DEV BK |
|
3.25% 01 Aug 2008 |
|
1,658,800 |
|
|
ALCAN ALUM LTD |
|
6.125% 15 Dec 2033 |
|
672,169 |
|
|
ALLIED WASTE NORTH AMER INC |
|
8.5% 01 Dec 2008 |
|
1,110,000 |
|
|
FNMA TBA JAN 15 SINGLE FAM |
|
5% 01 Dec 2099 |
|
14,175,829 |
|
|
FNMA TBA JAN 15 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
(3,522,188 |
) |
|
FNMA TBA JAN 15 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
414,375 |
|
|
FNMA TBA JAN 30 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
6,991,640 |
|
|
FNMA TBA JAN 15 SINGLE FAM |
|
6% 01 Dec 2099 |
|
(3,565,750 |
) |
|
FNMA TBA JAN 30 SINGLE FAM |
|
6% 01 Dec 2099 |
|
(19,018,126 |
) |
|
FNMA TBA JAN 30 SINGLE FAM |
|
6% 01 Dec 2099 |
|
18,708,048 |
|
|
FNMA TBA JAN 30 SINGLE FAM |
|
6.5% 01 Dec 2099 |
|
8,262,906 |
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
5,186,859 |
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
6% 01 Dec 2099 |
|
(2,910,250 |
) |
|
GNMA I TBA JAN 30 SINGLE FAM |
|
6.5% 01 Dec 2099 |
|
(210,719 |
) |
|
AMERICAN GEN CORP |
|
8.5% 01 Jul 2030 |
|
104,250 |
|
|
AMERICAN GEN INSTL CAP B |
|
8.125% 15 Mar 2046 |
|
929,299 |
|
|
FHLMC TBA JAN 30 GOLD SINGLE |
|
5% 01 Dec 2099 |
|
4,542,141 |
|
|
FHLMC TBA JAN 15 GOLD SINGLE |
|
5.5% 01 Dec 2099 |
|
6,009,344 |
|
|
FHLMC TBA JAN 30 GOLD SINGLE |
|
5.5% 01 Dec 2099 |
|
910,969 |
|
|
FHLMC TBA JAN 30 GOLD SINGLE |
|
6% 01 Dec 2099 |
|
(826,750 |
) |
|
FHLMC TBA JAN 30 GOLD SINGLE |
|
6.5% 01 Dec 2099 |
|
4,400,813 |
|
|
ANADARKO FIN CO |
|
7.5% 01 May 2031 |
|
618,105 |
|
|
ANADARKO PETE CORP |
|
5.375% 01 Mar 2007 |
|
1,420,086 |
|
|
ATLANTIC RICHFIELD CO |
|
5.9% 15 Apr 2009 |
|
1,056,443 |
|
|
BANC AMER FDG CORP |
|
6% 20 May 2033 |
|
2,043,629 |
|
|
BANK OF AMERICA ALTERNATIVE LO |
|
5% 25 Jul 2018 |
|
5,849,898 |
|
|
BANK AMER CORP |
|
7.4% 15 Jan 2011 |
|
2,761,975 |
|
|
BANK AMER CORP |
|
3.875% 15 Jan 2008 |
|
127,860 |
|
|
BANK AMER CORP |
|
4.375% 01 Dec 2010 |
|
744,231 |
|
|
BARCLAYS BK PLC |
|
1% 29 Sep 2049 |
|
717,299 |
|
|
BEAR STEARNS COS INC |
|
7% 01 Mar 2007 |
|
617,165 |
|
|
BELLSOUTH CAP FDG CORP |
|
6.04% 15 Nov 2026 |
|
763,270 |
|
|
BRISTOL MYERS SQUIBB CO |
|
6.875% 01 Aug 2097 |
|
596,305 |
|
|
BRITISH TELECOMMUNICATIONS PLC |
|
8.625% 15 Dec 2030 |
|
915,251 |
|
|
BURLINGTON NORTHN SANTA FE COR |
|
6.125% 15 Mar 2009 |
|
301,533 |
|
|
CWMBS INC |
|
5% 15 Feb 2019 |
|
2,230,250 |
|
|
CADBURY SCHWEPPES US FINANCE |
|
5.125% 01 Oct 2013 |
|
400,532 |
|
|
CALIFORNIA ST DEPT WTR RES PWR |
|
3.975% 01 May 2005 |
|
1,193,953 |
|
|
CAMP PENDLETON + QUANTICO HSG |
|
5.937% 01 Oct 2043 |
|
403,888 |
|
|
CANADIAN NATL RY CO |
|
6.9% 15 Jul 2028 |
|
431,112 |
|
|
CANADIAN PAC RY CO NEW |
|
6.25% 15 Oct 2011 |
|
520,025 |
|
|
CHASE COML MTG SECS CORP |
|
7.198% 15 Jan 2032 |
|
4,004,636 |
|
|
CHASE COML MTG SECS CORP |
|
7.757% 15 Feb 2010 |
|
2,677,339 |
|
|
CHRYSLER CORP |
|
7.45% 01 Mar 2027 |
|
112,161 |
|
|
CITIGROUP MTG SECS INC |
|
6.25% 25 Jul 2016 |
|
246,562 |
|
|
CITIGROUP INC |
|
7.25% 01 Oct 2010 |
|
1,140,526 |
|
|
CITIGROUP INC |
|
5.75% 10 May 2006 |
|
2,433,809 |
|
|
CITIGROUP INC |
|
5% 06 Mar 2007 |
|
834,684 |
|
|
CITIGROUP INC |
|
3.5% 01 Feb 2008 |
|
2,661,160 |
|
|
CITIGROUP INC |
|
5.875% 22 Feb 2033 |
|
1,113,081 |
|
|
CITICORP |
|
7.75% 15 Jun 2006 |
|
197,507 |
|
|
CITIBANK CR CARD ISSUANCE TR |
|
2.9% 17 May 2010 |
|
7,033,500 |
|
|
COMCAST CABLE COMMUNICATIONS |
|
8.125% 01 May 2004 |
|
1,022,039 |
|
|
COMCAST CABLE COMMUNICATIONS |
|
6.375% 30 Jan 2006 |
|
317,800 |
|
|
COMCAST CORP |
|
7.05% 15 Mar 2033 |
|
1,027,536 |
|
|
COMCAST CORP NEW |
|
5.5% 15 Mar 2011 |
|
688,857 |
|
|
CONOCO INC |
|
6.95% 15 Apr 2029 |
|
1,306,312 |
|
|
CONOCOPHILLIPS |
|
5.9% 15 Oct 2032 |
|
14,824 |
|
|
CONSOLIDATED NAT GAS CO |
|
6.8% 15 Dec 2027 |
|
435,152 |
|
|
CONSOLIDATED NAT GAS CO |
|
5.375% 01 Nov 2006 |
|
708,115 |
|
|
CONSOLIDATED NAT GAS CO |
|
5% 01 Mar 2014 |
|
547,294 |
|
|
CONTINENTAL AIRLS PASS THRU TR |
|
6.545% 02 Feb 2019 |
|
1,308,449 |
|
|
CONTINENTAL CABLEVISION INC |
|
8.3% 15 May 2006 |
|
504,762 |
|
|
COX COMMUNICATIONS INC NEW |
|
4.625% 01 Jun 2013 |
|
315,690 |
|
|
CREDIT SUISSE FIRST BOSTON USA |
|
6.125% 15 Nov 2011 |
|
612,214 |
|
|
CREDIT SWISS FIRST BOSTON |
|
3.875% 15 Jan 2009 |
|
949,612 |
|
|
DTE ENERGY CO |
|
6% 01 Jun 2004 |
|
814,675 |
|
|
DTE ENERGY CO |
|
6.45% 01 Jun 2006 |
|
194,132 |
|
|
DAIMLER CHRYSLER HLDGS |
|
8.5% 18 Jan 2031 |
|
807,034 |
|
|
DAIMLER CHRYSLER NORTH AMER HL |
|
4.75% 15 Jan 2008 |
|
1,059,850 |
|
|
DAIMLERCHRYSLER NORTH AMER |
|
4.05% 04 Jun 2008 |
|
2,065,966 |
|
|
DAIMLERCHRYSLER NORTH AMER HLD |
|
6.5% 15 Nov 2013 |
|
849,686 |
|
|
DEPFA ACS BK |
|
3.625% 29 Oct 2008 |
|
2,853,420 |
|
|
DETROIT EDISON CO |
|
6.125% 01 Oct 2010 |
|
438,399 |
|
|
DEUTSCHE ALT A SECS INC |
|
5.5% 25 Oct 2033 |
|
3,029,809 |
|
|
DEUTSCHE TELEKOM INTL FIN BV |
|
1% 15 Jun 2005 |
|
677,992 |
|
|
DEUTSCHE TELEKOM INTL |
|
8.5% 15 Jun 2010 |
|
285,503 |
|
|
DEUTSCHE TELEKOM INTL FIN BV |
|
1% 15 Jun 2030 |
|
1,802,868 |
|
|
DEVON ENERGY CORP |
|
7.95% 15 Apr 2032 |
|
455,538 |
|
|
DIAGEO FIN BV |
|
3% 15 Dec 2006 |
|
685,464 |
|
|
DOMINION RES INC DEL |
|
5.125% 15 Dec 2009 |
|
628,855 |
|
|
DOW CHEM CO |
|
5.97% 15 Jan 2009 |
|
2,795,308 |
|
|
DOW CHEM CO |
|
7.375% 01 Nov 2029 |
|
758,069 |
|
|
EOP OPER LTD PARTNERSHIP |
|
6.625% 15 Feb 2005 |
|
778,615 |
|
|
EOP OPER LTD PARTNERSHIP |
|
8.375% 15 Mar 2006 |
|
3,086,073 |
|
|
FED HM LN PC POOL E69529 |
|
6% 01 Mar 2013 |
|
41,858 |
|
|
FED HM LN PC POOL E69728 |
|
6% 01 Apr 2013 |
|
89,042 |
|
|
FED HM LN PC POOL G01477 |
|
6% 01 Dec 2032 |
|
860,096 |
|
|
FED HM LN PC POOL G01564 |
|
6% 01 Apr 2033 |
|
846,032 |
|
|
FED HM LN PC POOL G10784 |
|
5.5% 01 Jun 2011 |
|
234,422 |
|
|
FED HM LN PC POOL G10937 |
|
6% 01 Apr 2014 |
|
708,773 |
|
|
FED HM LN PC POOL C64029 |
|
6.5% 01 Feb 2032 |
|
27,263 |
|
|
FED HM LN PC POOL C67095 |
|
6.5% 01 May 2032 |
|
25,773 |
|
|
FED HM LN PC POOL C67310 |
|
6.5% 01 May 2032 |
|
30,511 |
|
|
FED HM LN PC POOL C69451 |
|
6.5% 01 Jul 2032 |
|
32,183 |
|
|
FED HM LN PC POOL C70440 |
|
6% 01 Sep 2032 |
|
954,228 |
|
|
FED HM LN PC POOL C71229 |
|
6% 01 Sep 2032 |
|
643,816 |
|
|
FED HM LN PC POOL C71521 |
|
6% 01 Oct 2032 |
|
52,995 |
|
|
FED HM LN PC POOL C73495 |
|
6% 01 Nov 2032 |
|
3,758,063 |
|
|
FED HM LN PC POOL C73076 |
|
6% 01 Nov 2032 |
|
495,209 |
|
|
FED HM LN PC POOL C73736 |
|
6% 01 Nov 2032 |
|
3,009,644 |
|
|
FED HM LN PC POOL C75494 |
|
6% 01 Jan 2033 |
|
163,327 |
|
|
FED HM LN PC POOL C77256 |
|
6% 01 Mar 2033 |
|
38,639 |
|
|
FED HM LN PC POOL C77925 |
|
6% 01 Mar 2033 |
|
963,954 |
|
|
FED HM LN PC POOL E71222 |
|
5.5% 01 Jul 2013 |
|
456,025 |
|
|
FED HM LN PC POOL E71236 |
|
5.5% 01 Aug 2013 |
|
191,512 |
|
|
FED HM LN PC POOL E73095 |
|
5.5% 01 Nov 2013 |
|
1,471,534 |
|
|
FED HM LN PC POOL E75506 |
|
6% 01 Mar 2014 |
|
32,516 |
|
|
FED HM LN PC POOL E75722 |
|
6% 01 Mar 2014 |
|
25,367 |
|
|
FED HM LN PC POOL E77295 |
|
6% 01 Jun 2014 |
|
1,312,413 |
|
|
FED HM LN PC POOL E83404 |
|
6% 01 May 2016 |
|
46,728 |
|
|
FED HM LN PC POOL E84032 |
|
6% 01 Jun 2016 |
|
8,514 |
|
|
FED HM LN PC POOL E84261 |
|
6% 01 Jul 2016 |
|
801,482 |
|
|
FED HM LN PC POOL E84308 |
|
5.5% 01 May 2014 |
|
1,707,591 |
|
|
FED HM LN PC POOL E84593 |
|
6% 01 Jul 2016 |
|
110,075 |
|
|
FED HM LN PC POOL E87958 |
|
6% 01 Feb 2017 |
|
1,249,558 |
|
|
FED HM LN PC POOL E88982 |
|
6% 01 Apr 2017 |
|
132,215 |
|
|
FED HM LN PC POOL E88992 |
|
5.5% 01 Apr 2017 |
|
290,818 |
|
|
FED HM LN PC POOL E88282 |
|
6% 01 Mar 2017 |
|
22,678 |
|
|
FED HM LN PC POOL E88512 |
|
6% 01 Mar 2017 |
|
94,764 |
|
|
FED HM LN PC POOL E88786 |
|
6% 01 Mar 2017 |
|
119,113 |
|
|
FED HM LN PC POOL E89121 |
|
6% 01 Apr 2017 |
|
136,579 |
|
|
FED HM LN PC POOL E89125 |
|
6% 01 Apr 2017 |
|
124,042 |
|
|
FED HM LN PC POOL E89201 |
|
6% 01 Apr 2017 |
|
91,276 |
|
|
FED HM LN PC POOL E89245 |
|
6% 01 Apr 2017 |
|
664,829 |
|
|
FED HM LN PC POOL E89306 |
|
5.5% 01 Apr 2017 |
|
86,944 |
|
|
FED HM LN PC POOL E89350 |
|
6% 01 Apr 2017 |
|
128,063 |
|
|
FED HM LN PC POOL E89336 |
|
6% 01 May 2017 |
|
79,541 |
|
|
FED HM LN PC POOL E89355 |
|
6% 01 Apr 2017 |
|
2,632,376 |
|
|
FED HM LN PC POOL E89435 |
|
6% 01 May 2017 |
|
87,929 |
|
|
FED HM LN PC POOL E89704 |
|
6% 01 May 2017 |
|
1,340,117 |
|
|
FED HM LN PC POOL E90063 |
|
5.5% 01 Jun 2017 |
|
507,595 |
|
|
FED HM LN PC POOL E90215 |
|
6% 01 Jun 2017 |
|
42,830 |
|
|
FED HM LN PC POOL E90353 |
|
5.5% 01 Jun 2017 |
|
491,760 |
|
|
FED HM LN PC POOL E90402 |
|
6% 01 Jul 2017 |
|
41,607 |
|
|
FED HM LN PC POOL E90431 |
|
6% 01 Dec 2014 |
|
38,409 |
|
|
FED HM LN PC POOL E91045 |
|
6% 01 Aug 2017 |
|
111,897 |
|
|
FED HM LN PC POOL E91323 |
|
6% 01 Sep 2017 |
|
200,229 |
|
|
FEDERAL HOME LN MTG CORP MTN |
|
3.5% 01 Apr 2008 |
|
3,342,243 |
|
|
FEDERAL HOME LN MTG CORP |
|
4.375% 04 Feb 2010 |
|
9,242,811 |
|
|
FEDERAL HOME LN MTG CORP |
|
3.875% 10 Nov 2008 |
|
13,047,233 |
|
|
FEDERAL HOME LN MTG CORP MTN |
|
4.625% 28 May 2013 |
|
2,405,838 |
|
|
FEDERAL HOME LN MTG CORP |
|
4.75% 08 Dec 2010 |
|
8,109,468 |
|
|
FEDERAL HOME LN MTG CORP |
|
4.5% 16 Dec 2010 |
|
13,325,431 |
|
|
FEDERAL HOME LN MTG CORP MTN |
|
5.125% 20 Aug 2012 |
|
2,097,874 |
|
|
FED HM LN PC POOL C00748 |
|
6% 01 Apr 2029 |
|
17,482 |
|
|
FED HM LN PC POOL C01672 |
|
6% 01 Oct 2033 |
|
998,478 |
|
|
FED HM LN PC POOL C01374 |
|
6% 01 Jun 2032 |
|
612,606 |
|
|
FED HM LN PC POOL C01549 |
|
6% 01 Apr 2033 |
|
142,245 |
|
|
FED HM LN PC POOL C01648 |
|
5% 01 Oct 2033 |
|
2,360,882 |
|
|
FED HM LN PC POOL C20377 |
|
6% 01 Jan 2029 |
|
913,448 |
|
|
FED HM LN PC POOL C21292 |
|
6% 01 Jan 2029 |
|
19,061 |
|
|
FED HM LN PC POOL C38352 |
|
6.5% 01 May 2030 |
|
24,433 |
|
|
FED HM LN PC POOL E00543 |
|
6% 01 Apr 2013 |
|
26,523 |
|
|
FED HM LN PC POOL E00518 |
|
6% 01 Nov 2012 |
|
744,843 |
|
|
FED HM LN PC POOL E00569 |
|
5.5% 01 Aug 2013 |
|
1,338,078 |
|
|
FED HM LN PC POOL E00570 |
|
6% 01 Sep 2013 |
|
41,036 |
|
|
FED HM LN PC POOL E00547 |
|
5.5% 01 Apr 2013 |
|
296,326 |
|
|
FED HM LN PC POOL E00565 |
|
6% 01 Aug 2013 |
|
42,398 |
|
|
FED HM LN PC POOL E00577 |
|
5.5% 01 Sep 2013 |
|
77,843 |
|
|
FED HM LN PC POOL E00975 |
|
6% 01 May 2016 |
|
824,843 |
|
|
FED HM LN PC POOL E01071 |
|
5.5% 01 Nov 2016 |
|
513,657 |
|
|
FED HM LN PC POOL E01098 |
|
6% 01 Feb 2017 |
|
362,286 |
|
|
FED HM LN PC POOL E01140 |
|
6% 01 May 2017 |
|
246,276 |
|
|
FED HM LN PC POOL E01143 |
|
5.5% 01 Apr 2017 |
|
477,678 |
|
|
FED HM LN PC POOL E01157 |
|
6% 01 Jun 2017 |
|
830,530 |
|
|
FED HM LN PC POOL E01172 |
|
6% 01 Jul 2017 |
|
270,495 |
|
|
FED HM LN PC POOL E01388 |
|
4% 01 May 2018 |
|
81,860 |
|
|
FED HM LN PC POOL 786763 |
|
6.61% 01 Aug 2029 |
|
636,939 |
|
|
FED HM LN PC POOL A12118 |
|
5% 01 Aug 2033 |
|
8,378,450 |
|
|
FED HM LN PC POOL A12867 |
|
5.5% 01 Sep 2033 |
|
495,302 |
|
|
FED HM LN PC POOL C50136 |
|
7% 01 Apr 2031 |
|
36,651 |
|
|
FED HM LN PC POOL C52131 |
|
6% 01 May 2031 |
|
209,556 |
|
|
FED HM LN PC POOL C56030 |
|
6% 01 Mar 2031 |
|
298,025 |
|
|
FED HM LN PC POOL C59834 |
|
6.5% 01 Oct 2031 |
|
28,280 |
|
|
FED HM LN PC POOL C59194 |
|
6.5% 01 Sep 2031 |
|
13,183 |
|
|
FED HM LN PC POOL C60673 |
|
6.5% 01 Nov 2031 |
|
24,462 |
|
|
FEDERAL HOME LN BK CONS DSC NT |
|
0.01% 14 Jan 2004 |
|
14,803,318 |
|
|
FEDERAL HOME LN MTG CORP |
|
7% 15 Mar 2010 |
|
1,514,714 |
|
|
FED HOME LN MTG CORP |
|
6.625% 15 Sep 2009 |
|
513,894 |
|
|
FEDERAL HOME LN MTG CORP |
|
6% 15 Jun 2011 |
|
5,310,494 |
|
|
FEDERAL HOME LN MTG CORP |
|
3.625% 15 Sep 2008 |
|
763,945 |
|
|
FEDERAL NATL MTG ASSN |
|
5.75% 15 Feb 2008 |
|
3,459,448 |
|
|
FEDERAL NATL MTG ASSN |
|
6.625% 15 Sep 2009 |
|
2,255,968 |
|
|
FEDERAL NATL MTG ASSN |
|
7.25% 15 Jan 2010 |
|
13,692,168 |
|
|
FEDERAL NATL MTG ASSN |
|
7.125% 15 Jun 2010 |
|
6,087,631 |
|
|
FEDERAL NATL MTG ASSN |
|
6.625% 15 Nov 2010 |
|
10,586,437 |
|
|
FEDERAL NATL MTG ASSN |
|
6% 15 May 2011 |
|
8,424,665 |
|
|
FEDERAL NATL MTG ASSN |
|
4.75% 21 Feb 2013 |
|
2,185,394 |
|
|
FEDERAL NATL MTG ASSN |
|
1.75% 16 Jun 2006 |
|
1,362,878 |
|
|
FEDERAL NATL MTG ASSN |
|
4.375% 17 Jul 2013 |
|
1,872,872 |
|
|
FEDERAL NATL MTG ASSN |
|
3.75% 15 Sep 2008 |
|
5,463,222 |
|
|
FEDERAL NATL MTG ASSN |
|
4.625% 15 Oct 2013 |
|
1,459,098 |
|
|
FNMA POOL 190651 |
|
6% 01 Feb 2004 |
|
2,372 |
|
|
FNMA POOL 251704 |
|
5.5% 01 Feb 2013 |
|
34,298 |
|
|
FNMA POOL 252244 |
|
7% 01 Jan 2029 |
|
24,182 |
|
|
FNMA POOL 252382 |
|
6% 01 Apr 2014 |
|
731,842 |
|
|
FNMA POOL 253800 |
|
7% 01 May 2016 |
|
56,304 |
|
|
FNMA POOL 253411 |
|
6.5% 01 Jul 2015 |
|
29,656 |
|
|
FNMA POOL 253480 |
|
7.5% 01 Oct 2030 |
|
3,826 |
|
|
FNMA POOL 253643 |
|
7.5% 01 Feb 2031 |
|
5,251 |
|
|
FNMA POOL 253712 |
|
7.5% 01 Apr 2031 |
|
9,203 |
|
|
FNMA POOL 254263 |
|
6.5% 01 Apr 2032 |
|
818,317 |
|
|
FNMA POOL 254942 |
|
4% 01 Sep 2018 |
|
53,376 |
|
|
FNMA POOL 290478 |
|
9.5% 01 Dec 2024 |
|
727 |
|
|
FNMA POOL 290485 |
|
9.5% 01 Feb 2025 |
|
7,376 |
|
|
FNMA POOL 293843 |
|
9.5% 01 Dec 2024 |
|
19,602 |
|
|
FNMA POOL 303592 |
|
5.5% 01 Jun 2009 |
|
825,829 |
|
|
FNMA POOL 305113 |
|
9.5% 01 Mar 2025 |
|
13,209 |
|
|
FNMA POOL 305049 |
|
9.5% 01 Feb 2025 |
|
7,394 |
|
|
FNMA POOL 306419 |
|
9.5% 01 Mar 2025 |
|
30,382 |
|
|
FNMA POOL 306656 |
|
9.5% 01 Mar 2025 |
|
26,175 |
|
|
FNMA POOL 307146 |
|
9.5% 01 May 2025 |
|
11,597 |
|
|
FNMA POOL 313412 |
|
6.5% 01 Mar 2012 |
|
36,319 |
|
|
FNMA POOL 316338 |
|
9.5% 01 Jul 2025 |
|
11,464 |
|
|
FNMA POOL 318601 |
|
6.5% 01 Sep 2010 |
|
11,765 |
|
|
FNMA POOL 323972 |
|
6.5% 01 Oct 2014 |
|
94,974 |
|
|
FNMA POOL 323415 |
|
5.5% 01 Dec 2013 |
|
281,973 |
|
|
FNMA POOL 323654 |
|
6.5% 01 Apr 2014 |
|
16,336 |
|
|
FNMA POOL 323961 |
|
7% 01 Oct 2029 |
|
517,108 |
|
|
FNMA POOL 324556 |
|
9.5% 01 Aug 2025 |
|
2,882 |
|
|
FNMA POOL 327774 |
|
6% 01 Sep 2010 |
|
190,829 |
|
|
FNMA POOL 340925 |
|
6.5% 01 Mar 2011 |
|
14,792 |
|
|
FNMA POOL 341629 |
|
6.5% 01 Mar 2011 |
|
18,786 |
|
|
FNMA POOL 342760 |
|
6.5% 01 May 2011 |
|
28,825 |
|
|
FNMA POOL 343468 |
|
6.5% 01 Apr 2011 |
|
11,697 |
|
|
FNMA POOL 347025 |
|
6.5% 01 May 2011 |
|
18,874 |
|
|
FNMA POOL 356801 |
|
6% 01 Dec 2008 |
|
550,779 |
|
|
FNMA POOL 395060 |
|
5.5% 01 Apr 2013 |
|
455,578 |
|
|
FNMA POOL 413363 |
|
6.5% 01 Jan 2013 |
|
18,720 |
|
|
FNMA POOL 418438 |
|
5.5% 01 May 2013 |
|
154,395 |
|
|
FNMA POOL 418663 |
|
5.5% 01 Apr 2013 |
|
17,767 |
|
|
FNMA POOL 421620 |
|
7% 01 Apr 2028 |
|
36,735 |
|
|
FNMA POOL 426465 |
|
6% 01 Dec 2013 |
|
210,182 |
|
|
FNMA POOL 437645 |
|
6% 01 Jul 2013 |
|
1,988,722 |
|
|
FNMA POOL 440860 |
|
5.5% 01 Nov 2013 |
|
126,314 |
|
|
FNMA POOL 445872 |
|
5.5% 01 Oct 2013 |
|
291,191 |
|
|
FNMA POOL 448183 |
|
5.5% 01 Oct 2013 |
|
268,147 |
|
|
FNMA POOL 447657 |
|
6% 01 Nov 2013 |
|
13,364 |
|
|
FNMA POOL 451777 |
|
5.5% 01 Nov 2013 |
|
542,167 |
|
|
FNMA POOL 457356 |
|
6% 01 Dec 2013 |
|
103,933 |
|
|
FNMA POOL 459001 |
|
6% 01 Jan 2014 |
|
141,809 |
|
|
FNMA POOL 459602 |
|
6% 01 Jan 2029 |
|
288,330 |
|
|
FNMA POOL 479656 |
|
6% 01 Jan 2014 |
|
152,901 |
|
|
FNMA POOL 480977 |
|
6% 01 Jan 2014 |
|
167,554 |
|
|
FNMA POOL 481947 |
|
6% 01 Feb 2014 |
|
9,063 |
|
|
FNMA POOL 482507 |
|
6.5% 01 Jan 2014 |
|
84,938 |
|
|
FNMA POOL 498519 |
|
6% 01 Jun 2014 |
|
1,784,723 |
|
|
FNMA POOL 505696 |
|
6.5% 01 Jul 2029 |
|
78,074 |
|
|
FNMA POOL 515482 |
|
7% 01 Sep 2029 |
|
29,667 |
|
|
FNMA POOL 516907 |
|
6.5% 01 Feb 2015 |
|
7,096 |
|
|
FNMA POOL 523475 |
|
7% 01 Apr 2030 |
|
213,657 |
|
|
FNMA POOL 523478 |
|
7% 01 Jun 2030 |
|
136,497 |
|
|
FNMA POOL 523497 |
|
7.5% 01 Nov 2029 |
|
6,292 |
|
|
FNMA POOL 524774 |
|
6.5% 01 Dec 2014 |
|
9,353 |
|
|
FNMA POOL 525908 |
|
7% 01 Dec 2029 |
|
17,133 |
|
|
FNMA POOL 532892 |
|
7% 01 Apr 2015 |
|
65,889 |
|
|
FNMA POOL 535063 |
|
6.5% 01 Dec 2014 |
|
110,385 |
|
|
FNMA POOL 535629 |
|
6% 01 Dec 2011 |
|
873,859 |
|
|
FNMA POOL 535675 |
|
7% 01 Jan 2016 |
|
754,418 |
|
|
FNMA POOL 535915 |
|
7% 01 Apr 2031 |
|
467,579 |
|
|
FNMA POOL 537309 |
|
7% 01 Jun 2030 |
|
12,200 |
|
|
FNMA POOL 536593 |
|
7% 01 Apr 2030 |
|
49,326 |
|
|
FNMA POOL 536947 |
|
7% 01 May 2030 |
|
37,387 |
|
|
FNMA POOL 536932 |
|
7% 01 May 2030 |
|
9,179 |
|
|
FNMA POOL 538748 |
|
7.5% 01 Jun 2030 |
|
2,624 |
|
|
FNMA POOL 539243 |
|
7% 01 Jun 2030 |
|
118,851 |
|
|
FNMA POOL 539762 |
|
7% 01 May 2030 |
|
203,956 |
|
|
FNMA POOL 539931 |
|
7% 01 May 2030 |
|
9,157 |
|
|
FNMA POOL 539934 |
|
7.5% 01 May 2030 |
|
2,829 |
|
|
FNMA POOL 541293 |
|
7.5% 01 Jul 2030 |
|
2,130 |
|
|
FNMA POOL 542056 |
|
7% 01 Jul 2030 |
|
35,398 |
|
|
FNMA POOL 544583 |
|
7.5% 01 Sep 2030 |
|
2,203 |
|
|
FNMA POOL 545195 |
|
7% 01 Sep 2031 |
|
14,567 |
|
|
FNMA POOL 545605 |
|
7% 01 May 2032 |
|
312,919 |
|
|
FNMA POOL 545723 |
|
7% 01 Apr 2032 |
|
238,906 |
|
|
FNMA POOL 546024 |
|
7% 01 Jun 2030 |
|
8,734 |
|
|
FNMA POOL 546420 |
|
6.5% 01 Aug 2015 |
|
20,277 |
|
|
FNMA POOL 555299 |
|
7% 01 Nov 2017 |
|
711,652 |
|
|
FNMA POOL 555337 |
|
8% 01 Mar 2033 |
|
49,300 |
|
|
FNMA POOL 557435 |
|
6.5% 01 Nov 2015 |
|
33,120 |
|
|
FNMA POOL 559326 |
|
6.5% 01 Oct 2015 |
|
23,569 |
|
|
FNMA POOL 559532 |
|
7.5% 01 Dec 2030 |
|
1,689 |
|
|
FNMA POOL 562423 |
|
7% 01 Jan 2031 |
|
27,184 |
|
|
FNMA POOL 564458 |
|
6% 01 Feb 2032 |
|
6,621 |
|
|
FNMA POOL 566221 |
|
6% 01 Mar 2031 |
|
13,421 |
|
|
FNMA POOL 572156 |
|
7% 01 Jan 2016 |
|
164,620 |
|
|
FNMA POOL 572557 |
|
7% 01 Apr 2016 |
|
17,252 |
|
|
FNMA POOL 579774 |
|
7.5% 01 Apr 2031 |
|
2,866 |
|
|
FNMA POOL 584882 |
|
7% 01 May 2016 |
|
272,525 |
|
|
FNMA POOL 585227 |
|
7% 01 May 2031 |
|
21,859 |
|
|
FNMA POOL 587841 |
|
7% 01 Oct 2031 |
|
73,624 |
|
|
FNMA POOL 591186 |
|
6.5% 01 Aug 2016 |
|
88,745 |
|
|
FNMA POOL 602836 |
|
7% 01 Sep 2016 |
|
130,390 |
|
|
FNMA POOL 604436 |
|
7% 01 Sep 2016 |
|
557,268 |
|
|
FNMA POOL 604629 |
|
6% 01 Sep 2031 |
|
9,149 |
|
|
FNMA POOL 605424 |
|
7% 01 Jul 2016 |
|
205,303 |
|
|
FNMA POOL 606540 |
|
7% 01 Sep 2031 |
|
119,136 |
|
|
FNMA POOL 610058 |
|
7% 01 Nov 2031 |
|
17,310 |
|
|
FNMA POOL 611509 |
|
7% 01 Oct 2031 |
|
27,832 |
|
|
FNMA POOL 615327 |
|
5.5% 01 Dec 2016 |
|
134,970 |
|
|
FNMA POOL 617442 |
|
7% 01 Jan 2032 |
|
489,926 |
|
|
FNMA POOL 622708 |
|
7% 01 Jan 2032 |
|
599,633 |
|
|
FNMA POOL 627283 |
|
6.5% 01 Apr 2032 |
|
190,838 |
|
|
FNMA POOL 633553 |
|
6.5% 01 Aug 2032 |
|
172,262 |
|
|
FNMA POOL 635064 |
|
7% 01 Jul 2032 |
|
77,090 |
|
|
FNMA POOL 641123 |
|
7% 01 May 2032 |
|
258,463 |
|
|
FNMA POOL 644834 |
|
7% 01 Jun 2032 |
|
221,417 |
|
|
FNMA POOL 645589 |
|
7% 01 May 2032 |
|
31,589 |
|
|
FNMA POOL 646352 |
|
7% 01 May 2032 |
|
260,959 |
|
|
FNMA POOL 647998 |
|
7% 01 Jun 2032 |
|
696,053 |
|
|
FNMA POOL 647279 |
|
7% 01 May 2032 |
|
233,181 |
|
|
FNMA POOL 651361 |
|
7% 01 Jul 2032 |
|
147,783 |
|
|
FNMA POOL 656217 |
|
7% 01 Aug 2032 |
|
579,427 |
|
|
FNMA POOL 656427 |
|
7% 01 Aug 2032 |
|
597,156 |
|
|
FNMA POOL 656464 |
|
7% 01 Aug 2032 |
|
43,124 |
|
|
FEDERAL NATL MTG ASSN REMIC |
|
4.5% 25 Sep 2018 |
|
1,958,914 |
|
|
FNMA POOL 713804 |
|
4% 01 Jul 2018 |
|
413,355 |
|
|
FNMA POOL 720506 |
|
4% 01 Sep 2018 |
|
385,697 |
|
|
FNMA POOL 724278 |
|
4% 01 Aug 2018 |
|
264,608 |
|
|
FNMA POOL 728983 |
|
4% 01 Oct 2018 |
|
426,060 |
|
|
FNMA POOL 734988 |
|
4% 01 Sep 2018 |
|
313,079 |
|
|
FNMA POOL 738136 |
|
4% 01 Sep 2018 |
|
334,462 |
|
|
FNMA POOL 740442 |
|
4% 01 Sep 2018 |
|
201,656 |
|
|
FNMA POOL 740450 |
|
4% 01 Sep 2018 |
|
465,434 |
|
|
FNMA POOL 742191 |
|
4% 01 Oct 2018 |
|
383,797 |
|
|
FNMA POOL 742336 |
|
4% 01 Sep 2018 |
|
482,168 |
|
|
FIRST UNION LIGMAN BROS COMML |
|
7.5% 18 Jun 2029 |
|
495,770 |
|
|
FIRST ENERGY CORP |
|
7.375% 15 Nov 2031 |
|
565,691 |
|
|
FLORIDA PWR CORP |
|
6.65% 15 Jul 2011 |
|
931,324 |
|
|
FUND AMERN COS INC |
|
5.875% 15 May 2013 |
|
613,093 |
|
|
GMAC COML MTG SEC INC |
|
6.175% 15 May 2033 |
|
2,107,974 |
|
|
GNMA POOL 603918 |
|
7% 15 Jan 2033 |
|
499,954 |
|
|
GNMA POOL 569840 |
|
7% 15 Jun 2032 |
|
131,335 |
|
|
GNMA POOL 572436 |
|
6% 15 Dec 2031 |
|
342,908 |
|
|
GNMA POOL 572173 |
|
5.5% 15 Jul 2033 |
|
353,042 |
|
|
GNMA POOL 574308 |
|
6% 15 Dec 2031 |
|
332,946 |
|
|
GNMA POOL 574838 |
|
6% 15 Nov 2031 |
|
186,542 |
|
|
GNMA POOL 575454 |
|
6% 15 Dec 2031 |
|
201,103 |
|
|
GNMA POOL 575886 |
|
6% 15 Dec 2031 |
|
319,912 |
|
|
GNMA POOL 579138 |
|
6% 15 Jan 2032 |
|
82,866 |
|
|
GNMA POOL 587182 |
|
6% 15 Feb 2032 |
|
146,819 |
|
|
GNMA POOL 592794 |
|
7% 15 Jul 2032 |
|
294,518 |
|
|
GNMA POOL 343109 |
|
6.5% 15 Nov 2023 |
|
73,062 |
|
|
GNMA POOL 345952 |
|
6.5% 15 Oct 2023 |
|
264,041 |
|
|
GNMA POOL 345961 |
|
6.5% 15 Nov 2023 |
|
67,052 |
|
|
GNMA POOL 346960 |
|
6.5% 15 Dec 2023 |
|
97,463 |
|
|
GNMA POOL 351469 |
|
6% 15 Mar 2024 |
|
63,041 |
|
|
GNMA POOL 352001 |
|
6.5% 15 Dec 2023 |
|
608,460 |
|
|
GNMA POOL 354706 |
|
6% 15 Dec 2008 |
|
128,837 |
|
|
GNMA POOL 355176 |
|
6% 15 Dec 2023 |
|
458,296 |
|
|
GNMA POOL 355876 |
|
6.5% 15 Jun 2024 |
|
6,431 |
|
|
GNMA POOL 357229 |
|
6.5% 15 Oct 2023 |
|
26,526 |
|
|
GNMA POOL 360736 |
|
6.5% 15 Oct 2023 |
|
25,603 |
|
|
GNMA POOL 361803 |
|
6% 15 Sep 2008 |
|
202,010 |
|
|
GNMA POOL 361081 |
|
6.5% 15 Sep 2023 |
|
45,318 |
|
|
GNMA POOL 364715 |
|
6.5% 15 Oct 2023 |
|
61,143 |
|
|
GNMA POOL 367172 |
|
6.5% 15 Nov 2023 |
|
35,133 |
|
|
GNMA POOL 366780 |
|
6% 15 May 2009 |
|
218,662 |
|
|
GNMA POOL 367408 |
|
6.5% 15 Oct 2023 |
|
7,374 |
|
|
GNMA POOL 368792 |
|
6.5% 15 Dec 2023 |
|
208,911 |
|
|
GNMA POOL 368864 |
|
6% 15 Dec 2023 |
|
101,500 |
|
|
GNMA POOL 369188 |
|
6.5% 15 Sep 2023 |
|
28,482 |
|
|
GNMA POOL 370085 |
|
6.5% 15 Nov 2023 |
|
37,648 |
|
|
GNMA POOL 371257 |
|
6% 15 Jan 2024 |
|
376,989 |
|
|
GNMA POOL 371387 |
|
6.5% 15 Sep 2023 |
|
41,631 |
|
|
GNMA POOL 372913 |
|
6.5% 15 Dec 2023 |
|
38,520 |
|
|
GNMA POOL 374844 |
|
6.5% 15 Dec 2023 |
|
47,506 |
|
|
GNMA POOL 375672 |
|
6.5% 15 Nov 2023 |
|
13,678 |
|
|
GNMA POOL 376737 |
|
6.5% 15 Dec 2023 |
|
310,460 |
|
|
GNMA POOL 379343 |
|
6.5% 15 Nov 2023 |
|
208,493 |
|
|
GNMA POOL 385209 |
|
6% 15 Jan 2024 |
|
248,848 |
|
|
GNMA POOL 420663 |
|
6% 15 Jan 2011 |
|
28,327 |
|
|
GNMA POOL 427495 |
|
6.5% 15 Mar 2026 |
|
481,582 |
|
|
GNMA POOL 433919 |
|
7% 15 Aug 2028 |
|
91,089 |
|
|
GNMA POOL 462265 |
|
6% 15 Dec 2028 |
|
36,141 |
|
|
GNMA POOL 479926 |
|
7% 15 Jan 2031 |
|
116,818 |
|
|
GNMA POOL 482959 |
|
6.5% 15 Feb 2029 |
|
60,332 |
|
|
GNMA POOL 491767 |
|
6% 15 Dec 2028 |
|
36,391 |
|
|
GNMA POOL 492133 |
|
6% 15 Jan 2029 |
|
10,390 |
|
|
GNMA POOL 492131 |
|
6% 15 Jan 2029 |
|
25,787 |
|
|
GNMA POOL 492165 |
|
6% 15 Feb 2029 |
|
21,957 |
|
|
GNMA POOL 498937 |
|
7% 15 Feb 2031 |
|
113,138 |
|
|
GNMA POOL 502575 |
|
6.5% 15 Jul 2029 |
|
76,812 |
|
|
GNMA POOL 503392 |
|
6.5% 15 Mar 2029 |
|
526,440 |
|
|
GNMA POOL 509294 |
|
6.5% 15 May 2029 |
|
52,433 |
|
|
GNMA POOL 511872 |
|
7% 15 Jan 2031 |
|
142,387 |
|
|
GNMA POOL 527664 |
|
6% 15 Dec 2031 |
|
358,833 |
|
|
GNMA POOL 542736 |
|
7% 15 Apr 2031 |
|
205,402 |
|
|
GNMA POOL 543997 |
|
6.5% 15 Mar 2031 |
|
6,949 |
|
|
GNMA POOL 551219 |
|
7% 15 Feb 2031 |
|
677,151 |
|
|
GNMA POOL 552168 |
|
7% 15 Nov 2031 |
|
126,745 |
|
|
GNMA POOL 564553 |
|
6% 15 Dec 2031 |
|
108,611 |
|
|
GNMA POOL 564703 |
|
6% 15 Jul 2031 |
|
272,230 |
|
|
GNMA POOL 300687 |
|
6.5% 15 Oct 2023 |
|
79,133 |
|
|
GNMA POOL 337535 |
|
6.5% 15 Nov 2023 |
|
32,719 |
|
|
GNMA POOL 780276 |
|
6.5% 15 Jul 2009 |
|
835,187 |
|
|
GNMA POOL 780733 |
|
7% 15 Mar 2013 |
|
395,941 |
|
|
GNMA POOL 780914 |
|
6% 15 Nov 2028 |
|
534,602 |
|
|
GNMA POOL 781292 |
|
6.5% 15 Dec 2008 |
|
1,002,813 |
|
|
GNMA POOL 781328 |
|
7% 15 Sep 2031 |
|
514,212 |
|
|
GNMA POOL 781340 |
|
6.5% 15 Oct 2031 |
|
346,620 |
|
|
GS MTG SECS CORP |
|
4.531% 25 Oct 2033 |
|
7,782,797 |
|
|
GENERAL ELEC CO |
|
5% 01 Feb 2013 |
|
1,275,258 |
|
|
GENERAL ELEC CAP CORP MTN |
|
6.125% 22 Feb 2011 |
|
2,803,086 |
|
|
GENERAL ELEC CAP CORP MTN |
|
5.875% 15 Feb 2012 |
|
3,172,218 |
|
|
GENERAL ELEC CAP CORP MTN |
|
6.75% 15 Mar 2032 |
|
331,867 |
|
|
GENERAL MLS INC |
|
5.125% 15 Feb 2007 |
|
748,173 |
|
|
GENERAL MTRS ACCEP CORP |
|
7.75% 19 Jan 2010 |
|
502,170 |
|
|
GENERAL MTRS ACCEP CORP |
|
7.25% 02 Mar 2011 |
|
2,027,990 |
|
|
GENERAL MTRS ACCEP CORP |
|
6.875% 15 Sep 2011 |
|
509,092 |
|
|
GOLDMAN SACHS GROUP INC |
|
7.35% 01 Oct 2009 |
|
256,853 |
|
|
GOLDMAN SACHS GROUP INC |
|
6.875% 15 Jan 2011 |
|
1,043,356 |
|
|
GOLDMAN SACHS GROUP INC |
|
6.6% 15 Jan 2012 |
|
543,041 |
|
|
GOLDMAN SACHS GROUP INC |
|
5.25% 15 Oct 2013 |
|
3,100,954 |
|
|
HOUSEHOLD FIN CORP |
|
5.875% 01 Feb 2009 |
|
1,249,620 |
|
|
HOUSEHOLD FIN CORP |
|
6.75% 15 May 2011 |
|
225,249 |
|
|
HOUSEHOLD FIN CORP |
|
6.375% 15 Oct 2011 |
|
1,103,557 |
|
|
HOUSEHOLD FIN CORP |
|
7% 15 May 2012 |
|
1,088,698 |
|
|
HOUSEHOLD FIN CORP |
|
7.625% 17 May 2032 |
|
482,205 |
|
|
HOUSEHOLD FIN CORP |
|
6.375% 27 Nov 2012 |
|
413,099 |
|
|
HOUSEHOLD FIN CORP |
|
4.75% 15 Jul 2013 |
|
1,427,309 |
|
|
HOUSEHOLD FIN CORP |
|
4.125% 15 Dec 2008 |
|
403,687 |
|
|
HYDRO QUEBEC |
|
1% 29 Sep 2049 |
|
898,707 |
|
|
ILLINOIS ST |
|
5.1% 01 Jun 2033 |
|
6,045,515 |
|
|
JP MORGAN CHASE |
|
6.75% 01 Feb 2011 |
|
822,118 |
|
|
J P MORGAN CHASE + CO |
|
5.25% 30 May 2007 |
|
240,782 |
|
|
J P MORGAN CHASE + CO |
|
3.625% 01 May 2008 |
|
1,211,527 |
|
|
JP MORGAN CHASE CO |
|
4.5% 15 Nov 2010 |
|
573,399 |
|
|
J P MORGAN CHASE COML MTG SECS |
|
6.429% 15 Apr 2035 |
|
3,673,200 |
|
|
KINDER MORGAN ENERGY PARTNERS |
|
7.3% 15 Aug 2033 |
|
898,777 |
|
|
KINDER MORGAN ENERGY PARTNERS |
|
5% 15 Dec 2013 |
|
374,978 |
|
|
KRAFT FOODS INC |
|
5.625% 01 Nov 2011 |
|
2,859,850 |
|
|
KRAFT FOODS INC |
|
5.25% 01 Jun 2007 |
|
727,328 |
|
|
KROGER CO |
|
7.7% 01 Jun 2029 |
|
291,734 |
|
|
KROGER CO |
|
7.5% 01 Apr 2031 |
|
228,623 |
|
|
KROGER CO |
|
6.75% 15 Apr 2012 |
|
223,148 |
|
|
KROGER CO |
|
6.2% 15 Jun 2012 |
|
431,384 |
|
|
LU UBS COML MTG TR |
|
6.41% 15 Jan 2010 |
|
2,488,026 |
|
|
LB UBS COML MTG TR |
|
5.124% 15 Nov 2032 |
|
5,557,141 |
|
|
LEHMAN BROS HLDGS INC |
|
6.625% 01 Apr 2004 |
|
618,210 |
|
|
LEHMAN BROS HLDG |
|
7% 01 Feb 2008 |
|
643,085 |
|
|
LEHMAN BROS HLDGS INC |
|
6.25% 15 May 2006 |
|
374,801 |
|
|
LOCKHEED MARTIN CORP |
|
7.2% 01 May 2036 |
|
604,733 |
|
|
LOCKHEED MARTIN CORP |
|
8.5% 01 Dec 2029 |
|
521,352 |
|
|
LOCKHEED MARTIN CORP |
|
8.2% 01 Dec 2009 |
|
433,610 |
|
|
LORAL CORP |
|
7% 15 Sep 2023 |
|
319,751 |
|
|
MASTR ASSET SECURITIZATION TR |
|
5.75% 25 Oct 2017 |
|
1,261,744 |
|
|
MERRILL LYNCH MTG INVS INC |
|
6.54% 10 Dec 2029 |
|
2,137,639 |
|
|
METROPOLITAN LIFE GLOBAL FDG |
|
4.75% 20 Jun 2007 |
|
845,689 |
|
|
MEXICO UNITED MEXICAN STS |
|
8.125% 30 Dec 2019 |
|
2,277,165 |
|
|
MORGAN STANLEY GROUP INC |
|
6.1% 15 Apr 2006 |
|
730,283 |
|
|
MORGAN STANLEY GROUP INC |
|
6.75% 15 Apr 2011 |
|
1,342,076 |
|
|
MORGAN STANLEY GROUP INC |
|
5.8% 01 Apr 2007 |
|
790,261 |
|
|
MORTGAGE CAP FDG INC |
|
6.549% 18 May 2008 |
|
366,069 |
|
|
NEW ENGLAND TEL + TELEG CO |
|
7.875% 15 Nov 2029 |
|
146,993 |
|
|
NEW JERSEY BELL TEL CO |
|
7.85% 15 Nov 2029 |
|
82,197 |
|
|
NEW JERSEY ECONOMIC DEV AUTH |
|
0.01% 15 Feb 2017 |
|
2,765,730 |
|
|
NEWS AMER HLDGS INC |
|
8.875% 26 Apr 2023 |
|
521,263 |
|
|
NEWS AMER HLDGS INC |
|
7.75% 20 Jan 2024 |
|
465,897 |
|
|
NORTHROP GRUMMAN CORP |
|
7.875% 01 Mar 2026 |
|
858,271 |
|
|
OCCIDENTAL PETE CORP |
|
5.875% 15 Jan 2007 |
|
1,078,715 |
|
|
OHIO EDISON CO |
|
5.45% 01 May 2015 |
|
171,549 |
|
|
ONCOR ELEC DELIVERY CO |
|
7.25% 15 Jan 2033 |
|
338,765 |
|
|
ONCOR ELEC DELIVERY CO |
|
7% 01 May 2032 |
|
602,469 |
|
|
PACIFIC LIFE CORP |
|
6.6% 15 Sep 2033 |
|
404,732 |
|
|
PEMEX FIN LTD |
|
9.14% 15 Aug 2004 |
|
222,528 |
|
|
PHILLIPS PETE CO |
|
7% 30 Mar 2029 |
|
951,315 |
|
|
PINNACLE ONE PARTNERS LP |
|
8.83% 15 Aug 2004 |
|
786,600 |
|
|
PROGRESS ENERGY INC |
|
7% 30 Oct 2031 |
|
107,411 |
|
|
PROTECTIVE LIFE SECD TRS |
|
3.7% 24 Nov 2008 |
|
1,036,466 |
|
|
PRUDENTIAL INS CO AMER |
|
6.375% 23 Jul 2006 |
|
1,085,522 |
|
|
PRUDENTIAL FINL INC MTN |
|
5.75% 15 Jul 2033 |
|
448,842 |
|
|
QUEBEC PROV CDA |
|
7.5% 15 Jul 2023 |
|
730,090 |
|
|
QUEBEC PROV CDA MTN |
|
1% 06 Mar 2026 |
|
421,333 |
|
|
QUEBEC PROV CDA MTN |
|
1% 09 Apr 2026 |
|
603,047 |
|
|
RABOBANK CAPITAL FUND II |
|
5.26% 31 Dec 2049 |
|
400,552 |
|
|
RAYTHEON CO |
|
4.85% 15 Jan 2011 |
|
545,713 |
|
|
RESIDENTIAL FDG MTG SECS I INC |
|
6.5% 25 Mar 2013 |
|
124,809 |
|
|
RESOLUTION FDG FBE CPN STRIPS |
|
0% 15 Oct 2018 |
|
413,978 |
|
|
RESOLUTION FDG FBE CPN STRIPS |
|
0% 15 Jul 2018 |
|
421,401 |
|
|
SLM CORP MEDIUM TERM NTS |
|
5.625% 01 Aug 2033 |
|
1,223,741 |
|
|
SLM STUDENT LN TR |
|
1% 27 Jul 2009 |
|
2,682,478 |
|
|
SLM STUDENT LN TR |
|
1% 26 Oct 2009 |
|
2,500,137 |
|
|
SP POWERASSETS LTD |
|
5% 22 Oct 2013 |
|
904,018 |
|
|
SWB LOAN BACKED CERTIFICATE |
|
7.375% 15 May 2025 |
|
1,324,273 |
|
|
SALOMON INC |
|
6.5% 15 Feb 2008 |
|
271,314 |
|
|
SEARS CR ACCOUNT MASTER TR II |
|
1.5% 16 Nov 2009 |
|
3,731,403 |
|
|
STATE STREET BANK + TRUST CO |
|
SHORT TERM INVESTMENT FUND |
|
53,123,891 |
|
|
STRUCTURED ASSET SECS CORP |
|
3.356% 25 Jan 2031 |
|
4,208,200 |
|
|
SUNCOR ENERGY INC |
|
5.95% 01 Dec 2034 |
|
361,048 |
|
|
SWEDISH EXPT CR CORP |
|
2.875% 26 Jan 2007 |
|
1,204,618 |
|
|
TCI COMMUNICATIONS INC |
|
7.875% 15 Feb 2026 |
|
1,188,410 |
|
|
TCI COMMUNICATIONS INC |
|
7.125% 15 Feb 2028 |
|
375,678 |
|
|
TMS SBA LN TR |
|
1.75% 15 Jan 2025 |
|
443,494 |
|
|
TEXACO CAP INC |
|
9.75% 15 Mar 2020 |
|
1,420,972 |
|
|
TIME WARNER COS INC |
|
9.15% 01 Feb 2023 |
|
441,425 |
|
|
TIME WARNER COS INC |
|
7.57% 01 Feb 2024 |
|
2,237,910 |
|
|
TIME WARNER COS INC |
|
7.25% 15 Oct 2017 |
|
658,056 |
|
|
TIME WARNER INC |
|
6.625% 15 May 2029 |
|
127,302 |
|
|
TYCO INTL GROUP |
|
6.375% 15 Jun 2005 |
|
485,300 |
|
|
TYCO INTL GROUP SA |
|
6.375% 15 Feb 2006 |
|
1,560,038 |
|
|
TYCO INTL GROUP S A |
|
5.8% 01 Aug 2006 |
|
911,600 |
|
|
UNION PLANTERS MTG FIN CORP |
|
6.25% 01 Apr 2029 |
|
547,217 |
|
|
UNITED MEXICAN STS |
|
8.375% 14 Jan 2011 |
|
165,900 |
|
|
UNITED MEXICAN STS MTN |
|
8% 24 Sep 2022 |
|
1,315,800 |
|
|
UNITED MEXICAN STS |
|
4.625% 08 Oct 2008 |
|
659,750 |
|
|
U S BANCORP MTN BK ENT |
|
3.95% 23 Aug 2007 |
|
256,535 |
|
|
UNITED STATES TRES BD STRP PRN |
|
0% 15 May 2018 |
|
1,120,596 |
|
|
UNITED STATES TRES BD STRP PRN |
|
0% 15 Nov 2018 |
|
1,085,037 |
|
|
UNITED STATES TREAS BDS |
|
10.375% 15 Nov 2012 |
|
10,174,043 |
|
|
UNITED STATES TREAS BDS |
|
12% 15 Aug 2013 |
|
18,807,319 |
|
|
UNITED STATES TREAS BDS |
|
9.25% 15 Feb 2016 |
|
13,196,266 |
|
|
UNITED STATES TREAS BDS |
|
8.125% 15 Aug 2019 |
|
48,273,406 |
|
|
UNITED STATES TREAS BDS |
|
8.5% 15 Feb 2020 |
|
14,326,555 |
|
|
UNITED STATES TREAS BDS |
|
6.295% 15 Feb 2026 |
|
6,228,264 |
|
|
UNITED STATES TREAS BDS |
|
6.75% 15 Aug 2026 |
|
3,770,123 |
|
|
UNITED STATES TREAS BDS |
|
5.375% 15 Feb 2031 |
|
5,168,684 |
|
|
UNITED STATES TREAS NTS |
|
5% 15 Aug 2011 |
|
6,203,367 |
|
|
UNITED STATES TREAS NTS |
|
3.25% 15 Aug 2007 |
|
1,025,257 |
|
|
UNITED STATES TREAS NTS |
|
4% 15 Nov 2012 |
|
9,551,131 |
|
|
UNITED STATES TREAS NTS |
|
2.375% 15 Aug 2006 |
|
4,322,844 |
|
|
UNITED STATES TREAS NTS |
|
2% 31 Aug 2005 |
|
16,907,624 |
|
|
UNITED STATES TREAS NTS |
|
1.625% 31 Oct 2005 |
|
47,820,164 |
|
|
UNITED STATES TREAS NTS |
|
2.625% 15 Nov 2006 |
|
1,316,623 |
|
|
UNITED STATES TREAS NTS |
|
4.25% 15 Nov 2013 |
|
2,478,063 |
|
|
UNITED STATES TREAS NTS |
|
1.875% 30 Nov 2005 |
|
16,365,628 |
|
|
UNITED STATES TREAS NTS |
|
3.375% 15 Dec 2008 |
|
2,980,350 |
|
|
VALERO ENERGY CORP NEW |
|
7.5% 15 Apr 2032 |
|
22,143 |
|
|
VERIZON GLOBAL FDG CORP |
|
7.75% 01 Dec 2030 |
|
1,370,595 |
|
|
VERIZON PA IN |
|
5.65% 15 Nov 2011 |
|
2,351,450 |
|
|
VIRGINIA ELEC + PWR CO |
|
5.25% 15 Dec 2015 |
|
225,513 |
|
|
VODAFONE GROUP PLC |
|
5% 16 Dec 2013 |
|
2,692,557 |
|
|
WACHOVIA BK COML MTG TR |
|
1% 15 Dec 2035 |
|
4,162,103 |
|
|
WACHOVIA CORP 2ND NEW |
|
3.5% 15 Aug 2008 |
|
660,137 |
|
|
WAL MART STORES INC |
|
7.55% 15 Feb 2030 |
|
766,944 |
|
|
WASHINGTON MUT MTG SECS CORP |
|
6.5% 25 May 2032 |
|
640,300 |
|
|
WELLS FARGO BK N A SANFRANCISC |
|
7.8% 15 Jun 2010 |
|
1,220,297 |
|
|
WEYERHAEUSER CO |
|
7.125% 15 Jul 2023 |
|
376,679 |
|
|
WEYERHAEUSER CO |
|
6.875% 15 Dec 2033 |
|
741,681 |
|
|
WISCONSIN ST GEN FD ANNUAL |
|
5.7% 01 May 2026 |
|
594,682 |
|
|
WORLDCOM INC GA NEW |
|
8% 15 May 2006 |
|
33,500 |
|
|
WORLDCOM INC GA NEW |
|
7.375% 15 Jan 2006 |
|
501,638 |
|
|
WORLDCOM INC GA NEW |
|
7.5% 15 May 2011 |
|
241,200 |
|
|
WORLDCOM INC GA NEW |
|
8.25% 15 May 2031 |
|
30,150 |
|
|
U S TREAS NOTES 10YR FUTURES |
|
|
|
(1,202,119 |
) |
|
US DOLLAR |
|
|
|
(117,879 |
) |
|
BANC AMER FDG CORP |
|
6.75% 20 Nov 2032 |
|
795,417 |
|
|
CAPITAL ASSET RESH FDG 1998 A |
|
5.905% 15 Dec 2005 |
|
290,360 |
|
|
CHARMING SHOPPES MASTER TR |
|
1.57% 15 Aug 2008 |
|
2,999,064 |
|
|
CHASE MANHATTAN BK USA |
|
1.07% 09 Feb 2004 |
|
5,000,000 |
|
|
EMBARCADERO AIRCRAFT SECS TR |
|
1% 15 Aug 2025 |
|
918,281 |
|
|
FHA USGI |
|
7.43% 01 Nov 2021 |
|
851,346 |
|
|
FHA 221/D4 GMAC 56 P8/01 |
|
7.43% 25 Oct 2022 |
|
440,387 |
|
|
FHA 253 P11 02 PJ HUNT PG 87 |
|
7.43% 01 Jan 2021 |
|
1,676,563 |
|
|
FHA 221 D4 |
|
7.43% 01 Dec 2020 |
|
3,042,283 |
|
|
FHA INSD MTG POOL 56 GMAC |
|
7.43% 25 Oct 2022 |
|
63,542 |
|
|
FHA PROJ LN CTF SER POOL 5 |
|
7.43% 01 Feb 2022 |
|
260,955 |
|
|
FEDERAL HOME LN MTG PC GTD |
|
7% 15 May 2022 |
|
2,223,866 |
|
|
FEDERAL HOME LN MTG CORP |
|
7% 15 May 2031 |
|
8,040,632 |
|
|
FED HM LN PC POOL 785867 |
|
6.977% 01 Dec 2026 |
|
305,656 |
|
|
FED HM LN PC POOL 735014 |
|
9.5% 01 May 2005 |
|
4,935 |
|
|
FEDERAL NATL MTG ASSN REMIC |
|
7% 25 Oct 2022 |
|
727,573 |
|
|
FEDERAL NATL MTG ASSN REMIC |
|
6.5% 25 Feb 2023 |
|
1,509,816 |
|
|
FEDERAL NATL MTG ASSN REMIC |
|
7% 25 Apr 2022 |
|
844,336 |
|
|
FEDERAL NATL MTG ASSN REMIC |
|
7.5% 20 Sep 2027 |
|
8,658,336 |
|
|
FEDERAL NATL MTG ASSN GTD |
|
6.27% 25 Sep 2007 |
|
3,281,903 |
|
|
FEDERAL NATL MTG ASSN |
|
6.5% 25 Jun 2028 |
|
1,522,481 |
|
|
FEDERAL NATL MTG ASSN REMIC |
|
6.39% 25 May 2036 |
|
1,401,024 |
|
|
FNMA POOL 066414 |
|
1% 01 Sep 2028 |
|
809,951 |
|
|
FNMA POOL 124097 |
|
8.5% 01 Jan 2007 |
|
11,351 |
|
|
FNMA POOL 291253 |
|
1% 01 Aug 2024 |
|
9,219 |
|
|
FNMA POOL 291254 |
|
1% 01 Aug 2024 |
|
29,869 |
|
|
FNMA POOL 544502 |
|
4.128% 01 Jul 2030 |
|
773,345 |
|
|
FHA INSD MTG POOL |
|
7.43% 01 Nov 2024 |
|
536,377 |
|
|
FHA INSD MTG P/T |
|
7.43% 01 Jul 2024 |
|
429,399 |
|
|
FHA INSD 23RD MTG |
|
7.43% 01 Mar 2022 |
|
492,409 |
|
|
FHA INSD PROJ 109 |
|
7.43% 25 Jun 2020 |
|
368,634 |
|
|
FHA 232 236 |
|
6.69% 01 May 2016 |
|
1,519,908 |
|
|
GNMA II POOL 002910 |
|
8.5% 20 Apr 2030 |
|
29,332 |
|
|
GNMA II POOL 002947 |
|
8.5% 20 Jul 2030 |
|
21,240 |
|
|
GNMA II POOL 003029 |
|
8.5% 20 Jan 2031 |
|
66,808 |
|
|
GNMA II POOL 003057 |
|
8.5% 20 Mar 2031 |
|
28,560 |
|
|
GNMA II POOL 780840 |
|
8.5% 20 Jul 2028 |
|
94,723 |
|
|
GOVERNMENT NATL MTG ASSN |
|
6.5% 20 May 2028 |
|
2,165,111 |
|
|
HOME OWNERSHIP |
|
SER 144A PFD |
|
5,778,750 |
|
|
MERRILL LYNCH MTG INVS INC |
|
1.74% 15 Nov 2023 |
|
11,260 |
|
|
PIMCO FDS PAC INVT MGMT SER |
|
SHORT TERM PORTFOLIO INSTL CL |
|
53,487,509 |
|
|
PIMCO FDS PAC INVT MGMT SER |
|
SH TERM PORTFOLIO II INSTL CL |
|
187,766,666 |
|
|
PIMCO FDS PAC INVT MGMT SER |
|
U S GOVT SECTOR PORT INSTL CL |
|
349,811,171 |
|
|
PIMCO FDS PAC INVT MGMT SER |
|
MTG PORTFOLIO INSTL CL |
|
211,860,201 |
|
|
PIMCO FDS PAC INV MGMT |
|
PRIVATE ACCT PORTFOLIO |
|
17,608,885 |
|
|
PIMCO FDS PAC INVT MGMT SER |
|
REAL RETURN BD PORTFOLIO CL |
|
81,324,350 |
|
|
PIMCO FDS PAC INVT MGMT SER |
|
EMERGING MKTS PORTFOLIO |
|
41,172,682 |
|
|
PIMCO FDS PAC INVT MGMT SER |
|
INTL PORTFOLIO INSTL CL |
|
35,118,870 |
|
|
PIMCO FDS PAC INVT MGMT SER |
|
INVT GRADE CORP PORT INSTL CL |
|
80,029,613 |
|
|
PIMCO FDS PAC INVT MGMT SER |
|
ASSET BKD SECS PORTFOLIO |
|
19,101,712 |
|
|
REILLY FHA PROJ LOAN |
|
7.43% 01 Aug 2020 |
|
2,675,433 |
|
|
RYLAND MTG SECS CORP |
|
55.79229% 25 Mar 2023 |
|
55 |
|
|
SWAP OPTION 3MO LIBOR P032097 |
|
JAN 4.0 CALL |
|
(271,324 |
) |
|
SWAP OPTION 3MO LIBOR P031172 |
|
OCT 7.0 PUT |
|
(363,817 |
) |
|
SWAP OPTION 3MO LIBOR P040769 |
|
OCT 4.0 CALL |
|
(296,995 |
) |
|
SMALL BUSINESS ADMIN PARTN CTF |
|
8.017% 10 Feb 2010 |
|
2,745,886 |
|
|
STATE STREET BANK + TRUST CO |
|
SHORT TERM INVESTMENT FUND |
|
6,036,469 |
|
|
STRUCTURED ASSET NTS III LTD |
|
6.65% 30 Aug 2005 |
|
3,659,530 |
|
|
SWAP OPTION 3MO LIBOR P015951 |
|
JAN 7 PUT |
|
(110,967 |
) |
|
SWAP OPTION 3MO LIBOR P031024 |
|
OCT 4.0 CALL |
|
(3,232 |
) |
|
SWAP OPTION 3MO LIBOR |
|
OCT 6.0 PUT |
|
(6,573 |
) |
|
UNITED AIRLS 1993 C PTHRU TR |
|
9.06% 17 Jun 2015 |
|
1,215,000 |
|
|
UNITED AIRLS PASS THRU TRS |
|
9.56% 19 Oct 2018 |
|
830,000 |
|
|
UNITED STATES TREAS BILLS |
|
0.92% 04 Mar 2004 |
|
1,842,347 |
|
|
UNITED STATES TREAS BILLS |
|
0.86% 11 Mar 2004 |
|
1,247,964 |
|
|
UNITED STATES TREAS BILLS |
|
0.01% 18 Mar 2004 |
|
3,548,621 |
|
|
UNITED STATES TREAS NTS |
|
3.375% 15 Jan 2007 |
|
379,433 |
|
|
UNITED STATES TREAS NTS |
|
3.5% 15 Jan 2011 |
|
1,072,231 |
|
|
UNITED STATES TREAS NTS |
|
3.375% 15 Jan 2012 |
|
1,630,068 |
|
|
US DOLLAR |
|
|
|
(388,176 |
) |
|
AOL TIME WARNER INC |
|
6.15% 01 May 2007 |
|
544,711 |
|
|
TIME WARNER INC |
|
6.875% 01 May 2012 |
|
3,044,601 |
|
|
AT + T CORP |
|
7.25% 15 Nov 2006 |
|
1,103,233 |
|
|
AT + T WIRELESS SVCS INC |
|
7.5% 01 May 2007 |
|
2,017,574 |
|
|
ALLIED WASTE NORTH AMER INC |
|
6.5% 15 Nov 2010 |
|
844,605 |
|
|
AMERICAN GEN FIN CORP MTN |
|
3% 15 Nov 2006 |
|
1,404,131 |
|
|
AMERICAN INTL GROUP INC |
|
2.875% 15 May 2008 |
|
1,940,515 |
|
|
BANGKOK BK PUB LTD |
|
9.025% 15 Mar 2029 |
|
565,245 |
|
|
BANK AMER CORP |
|
3.875% 15 Jan 2008 |
|
2,173,628 |
|
|
BANK AMER CORP |
|
3.25% 15 Aug 2008 |
|
990,045 |
|
|
BANK ONE CORP |
|
2.625% 30 Jun 2008 |
|
3,132,350 |
|
|
BAUSCH + LOMB INC |
|
6.5% 01 Aug 2005 |
|
3,376,000 |
|
|
BEAR STEARNS COS INC |
|
3% 30 Mar 2006 |
|
2,530,305 |
|
|
CIT GROUP INC REORGANIZED |
|
3.875% 03 Nov 2008 |
|
2,188,819 |
|
|
CSX CORP |
|
6.75% 15 Mar 2011 |
|
2,238,607 |
|
|
CAPITAL ONE BK |
|
6.875% 01 Feb 2006 |
|
540,559 |
|
|
CHESAPEAKE ENERGY CORP |
|
6.875% 15 Jan 2016 |
|
1,020,000 |
|
|
CITIGROUP INC |
|
5% 06 Mar 2007 |
|
909,592 |
|
|
CITIGROUP INC |
|
3.5% 01 Feb 2008 |
|
2,280,994 |
|
|
CLEAR CHANNEL COMMUNICATIONS |
|
4.25% 15 May 2009 |
|
2,118,679 |
|
|
COCA COLA ENTERPRISES INC |
|
5.75% 01 Nov 2008 |
|
413,301 |
|
|
COMCAST CABLE COMMUNICATIONS I |
|
6.2% 15 Nov 2008 |
|
3,280,078 |
|
|
CONAGRA FOODS INC |
|
6% 15 Sep 2006 |
|
1,084,920 |
|
|
CONSTELLATION ENERGY GROUP INC |
|
6.35% 01 Apr 2007 |
|
873,089 |
|
|
COUNTRYWIDE FDG CORP MTN |
|
3.25% 21 May 2008 |
|
1,467,469 |
|
|
COX COMMUNICATIONS INC NEW |
|
6.75% 15 Mar 2011 |
|
1,692,600 |
|
|
COX COMMUNICATIONS INC NEW |
|
4.625% 01 Jun 2013 |
|
1,457,031 |
|
|
CREDIT SUISSE FIRST BOSTON USA |
|
4.625% 15 Jan 2008 |
|
1,585,305 |
|
|
DAIMLERCHRYSLER NORTH AMER |
|
4.05% 04 Jun 2008 |
|
2,090,857 |
|
|
DANA CORP |
|
7% 01 Mar 2029 |
|
664,875 |
|
|
DEERE JOHN CAP CORP |
|
3.9% 15 Jan 2008 |
|
2,040,012 |
|
|
DELPHI CORP |
|
6.5% 01 May 2009 |
|
2,389,362 |
|
|
DIAGEO FIN BV |
|
3% 15 Dec 2006 |
|
1,200,813 |
|
|
DOMINION RES INC DEL |
|
5.7% 17 Sep 2012 |
|
2,118,029 |
|
|
DONALDSON LUFKIN + JENRETTE |
|
6.5% 01 Jun 2008 |
|
1,532,635 |
|
|
DOW CHEM CO |
|
6% 01 Oct 2012 |
|
1,578,210 |
|
|
ENSCO INTL INC |
|
6.75% 15 Nov 2007 |
|
1,814,561 |
|
|
ERAC USA FIN CO |
|
7.35% 15 Jun 2008 |
|
1,126,619 |
|
|
ERP OPER CTD PARTNERSHIP |
|
5.2% 01 Apr 2013 |
|
3,039,258 |
|
|
EXCEL RLTY TR INC |
|
6.875% 15 Oct 2004 |
|
2,279,773 |
|
|
FED HM LN PC POOL G11295 |
|
5.5% 01 Sep 2017 |
|
901,563 |
|
|
FED HM LN PC POOL E91955 |
|
5% 01 Oct 2017 |
|
457,897 |
|
|
FED HM LN PC POOL E97335 |
|
5% 01 Jul 2018 |
|
4,232,097 |
|
|
FED HM LN PC POOL E01098 |
|
6% 01 Feb 2017 |
|
721,945 |
|
|
FED HM LN PC POOL E01377 |
|
4.5% 01 May 2018 |
|
8,659,001 |
|
|
FED HM LN PC POOL E01386 |
|
5% 01 Jun 2018 |
|
9,297,804 |
|
|
FEDERAL HOME LN MTG CORP |
|
5.25% 15 Jan 2006 |
|
3,589,067 |
|
|
FEDERAL HOME LN MTG CORP |
|
3.625% 15 Sep 2008 |
|
5,478,291 |
|
|
FEDERAL NATL MTG ASSN |
|
4.375% 15 Oct 2006 |
|
2,624,158 |
|
|
FNMA POOL 254759 |
|
4.5% 01 Jun 2018 |
|
1,069,844 |
|
|
FNMA POOL 254195 |
|
5.5% 01 Feb 2017 |
|
1,015,179 |
|
|
FNMA POOL 254509 |
|
5% 01 Aug 2017 |
|
512,165 |
|
|
FNMA POOL 545400 |
|
5.5% 01 Jan 2017 |
|
1,574,890 |
|
|
FNMA POOL 545904 |
|
5.5% 01 Sep 2017 |
|
1,691,466 |
|
|
FNMA POOL 572609 |
|
6% 01 Apr 2031 |
|
1,060,559 |
|
|
FNMA POOL 604966 |
|
5.5% 01 Nov 2016 |
|
535,457 |
|
|
FNMA POOL 621102 |
|
5.5% 01 Jan 2017 |
|
1,619,390 |
|
|
FNMA POOL 631324 |
|
5.5% 01 Feb 2017 |
|
810,271 |
|
|
FNMA POOL 657382 |
|
5% 01 Oct 2017 |
|
2,202,375 |
|
|
FNMA POOL 667032 |
|
5% 01 Nov 2017 |
|
785,847 |
|
|
FNMA POOL 705601 |
|
5% 01 May 2018 |
|
1,568,082 |
|
|
FNMA POOL 713485 |
|
5% 01 Jul 2018 |
|
8,514,919 |
|
|
FNMA POOL 720382 |
|
4.5% 01 Jun 2018 |
|
8,798,104 |
|
|
FORD MTR CR CO |
|
5.8% 12 Jan 2009 |
|
3,605,690 |
|
|
FORT JAMES CORP |
|
7.75% 15 Nov 2023 |
|
498,125 |
|
|
GNMA POOL 561294 |
|
5.5% 15 Feb 2033 |
|
1,593,815 |
|
|
GENERAL ELEC CAP CORP MTN |
|
5.875% 15 Feb 2012 |
|
1,080,824 |
|
|
GENERAL ELEC CAP CORP MTN |
|
6% 15 Jun 2012 |
|
544,628 |
|
|
GENERAL ELEC CAP CORP MTN |
|
5% 15 Jun 2007 |
|
614,042 |
|
|
GENERAL MTRS ACCEP CORP |
|
7.25% 02 Mar 2011 |
|
884,138 |
|
|
GENERAL MTRS ACCEP CORP |
|
6.875% 15 Sep 2011 |
|
2,166,349 |
|
|
GEORGIA PAC CORP |
|
7.75% 15 Nov 2029 |
|
904,500 |
|
|
GLOBAL MARINE INC |
|
7.125% 01 Sep 2007 |
|
2,243,789 |
|
|
GLOBAL MARINE INC |
|
7% 01 Jun 2028 |
|
539,794 |
|
|
GOLDMAN SACHS GROUP INC |
|
4.75% 15 Jul 2013 |
|
2,935,042 |
|
|
GREEN TREE FINL CORP |
|
6.48% 01 Dec 2030 |
|
1,491,738 |
|
|
GREEN TREE FINL CORP |
|
6.68% 01 Dec 2030 |
|
924,740 |
|
|
HALLIBURTON CO MED TRM NTS |
|
5.625% 01 Dec 2008 |
|
260,808 |
|
|
HALLIBURTON CO |
|
6% 01 Aug 2006 |
|
1,056,140 |
|
|
HOUSEHOLD FIN CORP |
|
5.75% 30 Jan 2007 |
|
976,313 |
|
|
ISTAR FINL INC |
|
6% 15 Dec 2010 |
|
395,988 |
|
|
ITT CORP NEW |
|
7.75% 15 Nov 2025 |
|
460,350 |
|
|
IDEX CORP |
|
6.875% 15 Feb 2008 |
|
2,033,470 |
|
|
INTERNATIONAL PAPER CO |
|
5.85% 30 Oct 2012 |
|
2,080,350 |
|
|
J P MORGAN CHASE + CO |
|
3.625% 01 May 2008 |
|
3,192,197 |
|
|
KINDER MORGAN INC |
|
6.5% 01 Sep 2012 |
|
2,163,416 |
|
|
KROGER CO |
|
5.5% 01 Feb 2013 |
|
2,204,912 |
|
|
LEHMAN BROS INC |
|
6.5% 15 Apr 2008 |
|
2,800,462 |
|
|
MGM MIRAGE |
|
6% 01 Oct 2009 |
|
1,021,250 |
|
|
MACMILLAN BLOEDEL LTD |
|
6.75% 15 Feb 2006 |
|
808,705 |
|
|
MARTIN MARIETTA CORP |
|
7.375% 15 Apr 2013 |
|
1,143,058 |
|
|
MOTOROLA INC |
|
7.625% 15 Nov 2010 |
|
862,895 |
|
|
MOTOROLA INC |
|
6.75% 01 Feb 2006 |
|
537,149 |
|
|
MOTOROLA INC |
|
8% 01 Nov 2011 |
|
1,176,831 |
|
|
PENNEY J C INC |
|
7.6% 01 Apr 2007 |
|
382,813 |
|
|
PETR0LEOS MEXICANOS 144A |
|
8.625% 01 Dec 2023 |
|
3,018,125 |
|
|
PETROZUATA FIN INC |
|
7.63% 01 Apr 2009 |
|
2,535,000 |
|
|
PREMCOR REFNG GROUP INC |
|
6.75% 01 Feb 2011 |
|
1,110,056 |
|
|
PROGRESS ENERGY INC |
|
7.1% 01 Mar 2011 |
|
1,135,127 |
|
|
PROVIDENT COS INC |
|
6.375% 15 Jul 2005 |
|
3,281,198 |
|
|
PULTE HOMES INC |
|
6.25% 15 Feb 2013 |
|
2,111,236 |
|
|
R B FALCON CORP |
|
6.75% 15 Apr 2005 |
|
1,850,048 |
|
|
RAYTHEON CO |
|
6.15% 01 Nov 2008 |
|
2,118,363 |
|
|
SIMON PPTY GROUP L P |
|
5.45% 15 Mar 2013 |
|
2,212,153 |
|
|
SOUTH AFRICA REP |
|
8.5% 23 Jun 2017 |
|
2,142,000 |
|
|
SPRINT CAP CORP |
|
6.125% 15 Nov 2008 |
|
690,655 |
|
|
SPRINT CAP CORP |
|
6.875% 15 Nov 2028 |
|
973,262 |
|
|
SPRINT CAP CORP |
|
6.375% 01 May 2009 |
|
801,835 |
|
|
STATE STREET BANK + TRUST CO |
|
SHORT TERM INVESTMENT FUND |
|
6,558,986 |
|
|
SUN MICROSYSTEMS INC |
|
7.65% 15 Aug 2009 |
|
2,255,754 |
|
|
TELUS CORP |
|
8% 01 Jun 2011 |
|
1,142,500 |
|
|
TEMPLE INLAND INC MTN BK ENT |
|
6.75% 01 Mar 2009 |
|
2,300,810 |
|
|
UNION OIL CO CA |
|
7.35% 15 Jun 2009 |
|
1,144,854 |
|
|
UNION PAC CORP |
|
3.875% 15 Feb 2009 |
|
1,993,792 |
|
|
UNION PAC RES GROUP INC |
|
6.5% 15 May 2005 |
|
795,497 |
|
|
UNION PAC RES GROUP INC |
|
6.75% 15 May 2008 |
|
1,690,503 |
|
|
UNITED MEXICAN STS |
|
8.375% 14 Jan 2011 |
|
592,500 |
|
|
VERIZON GLOBAL FDG CORP |
|
4% 15 Jan 2008 |
|
1,532,782 |
|
|
VERIZON NEW ENG INC |
|
4.75% 01 Oct 2013 |
|
1,654,619 |
|
|
WELLS FARGO + CO NEW |
|
3.5% 04 Apr 2008 |
|
3,231,055 |
|
|
WESTVACO CORP |
|
7.1% 15 Nov 2009 |
|
844,762 |
|
|
WOOLWORTH CORP |
|
8.5% 15 Jan 2022 |
|
1,276,500 |
|
|
CREDIT SUISSE FIRST BOSTON MTG |
|
6.5% 25 Feb 2032 |
|
10,163,472 |
|
|
CREDIT SUISSE FIRST BOSTON MTG |
|
5.5% 25 Apr 2033 |
|
4,942,256 |
|
|
CREDIT SUISSE FIRST BOSTON |
|
5.75% 25 Apr 2033 |
|
11,121,508 |
|
|
FED HM LN PC POOL C65529 |
|
6.5% 01 Apr 2032 |
|
5,397,234 |
|
|
FED HM LN PC POOL E01479 |
|
3.5% 01 Sep 2018 |
|
18,586,705 |
|
|
FEDERAL HOME LN MTG CORP |
|
6.5% 15 Feb 2026 |
|
14,826,509 |
|
|
FEDERAL HOME LN MTG CORP MULTI |
|
6% 15 Aug 2026 |
|
578,679 |
|
|
FEDERAL HOME LN MTG CORP |
|
6.25% 15 Sep 2026 |
|
526,077 |
|
|
FEDERAL HOME LN MTG CORP |
|
6% 15 Jul 2023 |
|
7,296,083 |
|
|
FEDERAL HOME LN MTG CORP MLTCL |
|
6% 15 Dec 2028 |
|
5,796,896 |
|
|
FEDERAL HOME LN MTG CORP |
|
6.25% 15 Dec 2026 |
|
1,145,445 |
|
|
FEDERAL HOME LN MTG CORP |
|
6.5% 15 Jun 2028 |
|
15,799,212 |
|
|
FEDERAL HOME LN MTG CORP |
|
6% 15 Jul 2027 |
|
4,280,501 |
|
|
FEDERAL NATL MTG ASSN GTD |
|
6.5% 25 Jul 2029 |
|
9,845,860 |
|
|
FEDERAL NATL MTG ASSN GTD |
|
6.5% 25 Sep 2029 |
|
20,224,294 |
|
|
FNMA POOL 251890 |
|
6.5% 01 Aug 2018 |
|
1,262,317 |
|
|
FNMA POOL 254634 |
|
5.5% 01 Feb 2023 |
|
15,511,959 |
|
|
FNMA POOL 429715 |
|
6.5% 01 Apr 2018 |
|
1,481,094 |
|
|
FNMA POOL 457274 |
|
1% 01 Oct 2028 |
|
406,504 |
|
|
FNMA POOL 499479 |
|
6.5% 01 Jun 2029 |
|
1,300,225 |
|
|
FNMA POOL 526993 |
|
1% 01 Nov 2028 |
|
2,318,872 |
|
|
FNMA POOL 555811 |
|
4% 01 Oct 2018 |
|
23,991,738 |
|
|
FNMA POOL 559810 |
|
1% 01 Aug 2040 |
|
1,944,414 |
|
|
FEDERAL NATL MTG ASSN |
|
6% 25 Sep 2031 |
|
16,686,324 |
|
|
FEDERAL NATL MTG ASSN |
|
7% 25 Feb 2031 |
|
10,315,868 |
|
|
FEDERAL HOME LN MTG CORP |
|
5.5% 15 Nov 2032 |
|
11,526,057 |
|
|
FEDERAL HOME LN MTG CORP |
|
4% 15 Sep 2015 |
|
19,977,330 |
|
|
FEDERAL HOME LN MTG CORP |
|
7.32% 15 Nov 2033 |
|
6,413,758 |
|
|
GNMA POOL 604548 |
|
4.5% 15 Aug 2033 |
|
18,960,541 |
|
|
GNMA POOL 576495 |
|
6.5% 15 Feb 2032 |
|
251,587 |
|
|
GNMA POOL 467128 |
|
6.5% 15 Aug 2028 |
|
1,007,894 |
|
|
GNMA POOL 480060 |
|
6.5% 15 Aug 2028 |
|
1,173,566 |
|
|
GNMA POOL 482574 |
|
6.5% 15 May 2029 |
|
1,469,213 |
|
|
GNMA POOL 486873 |
|
6.5% 15 Jan 2029 |
|
3,156,774 |
|
|
GNMA POOL 780617 |
|
6.5% 15 Jun 2009 |
|
3,093,203 |
|
|
GNMA POOL 781285 |
|
6.5% 15 May 2031 |
|
2,589,895 |
|
|
GNMA II POOL 080594 |
|
1% 20 Apr 2032 |
|
7,507,376 |
|
|
GOVERNMENT NATL MTG ASSN |
|
6% 16 Jun 2032 |
|
9,756,673 |
|
|
GOVT NATL MTG ASSN GTD REMIC |
|
5.85% 16 Sep 2026 |
|
3,970,065 |
|
|
MASTR ASSET SECURITIZATION TR |
|
6.25% 25 Oct 2032 |
|
1,377,945 |
|
|
MASTR ASSET SECURITIZATION TR |
|
5.5% 25 Jul 2033 |
|
12,537,300 |
|
|
RESIDENTIAL FDG MTG SECS I INC |
|
6.5% 25 Aug 2013 |
|
437,473 |
|
|
STATE STREET BANK + TRUST CO |
|
SHORT TERM INVESTMENT FUND |
|
64,929,219 |
|
|
STRUCTURED ASSET SECS CORP |
|
6.75% 25 Mar 2029 |
|
714,322 |
|
|
STRUCTURED ASSET SECS CORP |
|
6% 25 Apr 2033 |
|
15,563,693 |
|
|
UNITED STATES TREAS BDS |
|
6.125% 15 Aug 2029 |
|
24,935,625 |
|
|
WAMU MTG |
|
6.75% 25 Dec 2031 |
|
3,727,758 |
|
|
ANZ DELAWARE INC |
|
1.07% 05 Feb 2004 |
|
6,538,514 |
|
|
ALCAN ALUMINUM CORP |
|
1.43% 08 Dec 2004 |
|
3,391,106 |
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
30,510,936 |
|
|
CRED DEF SWAP B |
|
1% 06 Mar 2004 |
|
(3,535 |
) |
|
BEAR STEARNS ARM TR |
|
6.067% 25 Oct 2032 |
|
60,782 |
|
|
BEAR STEARNS ARM TR |
|
4.948% 25 Jan 2034 |
|
8,742,691 |
|
|
BEAR STEARNS ALT A TR |
|
1% 25 Oct 2033 |
|
13,665,251 |
|
|
BOISE CASCADE CORP MTN BK ENT |
|
7.315% 15 Jun 2009 |
|
1,053,100 |
|
|
BRAZIL FEDERATIVE REP |
|
12% 15 Apr 2010 |
|
847,000 |
|
|
CIT GROUP INC |
|
2.66% 31 Jan 2005 |
|
3,243,152 |
|
|
CWMBS INC |
|
6% 25 Oct 2033 |
|
4,135,622 |
|
|
CWMBS INC |
|
1% 25 Aug 2033 |
|
7,426,300 |
|
|
COLUMBIA HCA HEALTHCARE CORP |
|
7% 01 Jul 2007 |
|
182,113 |
|
|
COLUMBIA/HCA HEALTHCARE CORP |
|
8.05% 25 Aug 2006 |
|
5,568,750 |
|
|
DG FUNDING TRUST FRN |
|
TR PFD SECS 144A |
|
3,816,000 |
|
|
DANSKE CORP DISC 3/A3 SER A |
|
1.09% 03 Mar 2004 |
|
1,595,592 |
|
|
EURODOLLAR FUTURES |
|
|
|
(355,741 |
) |
|
FED HM LN PC POOL C61507 |
|
7% 01 Dec 2031 |
|
1,991,848 |
|
|
FEDERAL HOME LN MTG CORP MTN |
|
2.875% 03 Nov 2006 |
|
91,011,703 |
|
|
FEDERAL HOME LN MTG CORP |
|
2.75% 15 Aug 2006 |
|
47,779,807 |
|
|
FEDERAL NATL MTG ASSN DISC NTS |
|
1.03% 31 Mar 2004 |
|
2,494,836 |
|
|
FEDERAL NATL MTG ASSN DISC NTS |
|
0.01% 05 Apr 2004 |
|
10,073,740 |
|
|
FNMA POOL 544860 |
|
5.25% 01 Sep 2034 |
|
1,784,533 |
|
|
FNMA POOL 606734 |
|
1% 01 Oct 2031 |
|
659,377 |
|
|
FNMA POOL 649592 |
|
7.5% 01 Jun 2032 |
|
1,274,785 |
|
|
FNMA POOL 653361 |
|
7.5% 01 Aug 2032 |
|
661,079 |
|
|
FNMA POOL 655756 |
|
7.5% 01 Aug 2032 |
|
3,813,328 |
|
|
FNMA POOL 659956 |
|
7.5% 01 Sep 2032 |
|
2,107,385 |
|
|
FNMA POOL 661277 |
|
7.5% 01 Sep 2032 |
|
5,462,469 |
|
|
FNMA POOL 661281 |
|
7.5% 01 Sep 2032 |
|
929,891 |
|
|
FNMA POOL 661951 |
|
7.5% 01 Oct 2032 |
|
1,601,312 |
|
|
FNMA POOL 663263 |
|
7.5% 01 Sep 2032 |
|
520,335 |
|
|
FNMA POOL 664890 |
|
7.5% 01 Oct 2032 |
|
3,915,741 |
|
|
FNMA POOL 666478 |
|
7.5% 01 Oct 2032 |
|
829,402 |
|
|
FEDERAL NATL MTG ASSN |
|
1.52% 25 Jun 2032 |
|
3,472,325 |
|
|
FEDERAL NATL MTG ASSN |
|
6.5% 25 Mar 2032 |
|
26,769,875 |
|
|
FNMA POOL 709060 |
|
5% 01 Jun 2018 |
|
241,411 |
|
|
FIRST FRANKLIN MTG LOAN TR |
|
1% 25 Mar 2034 |
|
9,620,317 |
|
|
FORD MTR CR |
|
1% 08 Mar 2004 |
|
6,150,343 |
|
|
GNMA POOL 357994 |
|
7.5% 15 Sep 2023 |
|
53,082 |
|
|
GNMA POOL 361507 |
|
7.5% 15 Nov 2023 |
|
10,786 |
|
|
GNMA POOL 364752 |
|
7.5% 15 Nov 2023 |
|
5,025 |
|
|
GNMA POOL 341870 |
|
7.5% 15 Apr 2023 |
|
31,312 |
|
|
GENERAL MTRS ACCEP CORP |
|
2.41% 20 Oct 2005 |
|
13,567,599 |
|
|
GOLDEN ST TOB SECURITIZATION |
|
5% 01 Jun 2021 |
|
1,491,300 |
|
|
HARRAHS OPER INC |
|
7.125% 01 Jun 2007 |
|
2,319,351 |
|
|
BRAZIL (FEDERATIVE REPUBLIC) |
|
8% 15 Apr 2014 |
|
6,154,587 |
|
|
HOME OWNERSHIP |
|
SER 144A PFD |
|
4,020,000 |
|
|
IRS 3ML USD |
|
1% 16 Jun 2009 |
|
(46,248 |
) |
|
INDYMAC MBS INC |
|
4.25% 25 May 2033 |
|
4,124,275 |
|
|
IRS 3ML USD |
|
1% 16 Jun 2009 |
|
(19,877 |
) |
|
IRS 3ML USD |
|
1% 16 Jun 2024 |
|
1,925,315 |
|
|
IRS USD |
|
4% 17 Dec 2005 |
|
664,465 |
|
|
LENFEST COMMUNICATIONS INC |
|
8.375% 01 Nov 2005 |
|
3,313,858 |
|
|
MBNA AMER BK NATL ASSN MT |
|
1% 12 May 2004 |
|
1,499,169 |
|
|
GERMANY FED REP |
|
4.5% 04 Jul 2009 |
|
9,845,630 |
|
|
GERMANY (FED REP OF) |
|
6.25% 04 Jan 2030 |
|
7,812,420 |
|
|
MERRILL LYNCH MTG INVS INC |
|
1% 25 Mar 2028 |
|
849,116 |
|
|
MEX CRED DEF / 1.25 MLP |
|
1.25% 22 Jan 2005 |
|
20,554 |
|
|
MIRAGE RESORTS INC |
|
7.25% 15 Oct 2006 |
|
3,273,750 |
|
|
MIRAGE RESORTS INC |
|
6.75% 01 Aug 2007 |
|
3,789,360 |
|
|
OHIO POWER CO |
|
6.73% 01 Nov 2004 |
|
1,247,810 |
|
|
PANAMA REP |
|
9.625% 08 Feb 2011 |
|
4,908,750 |
|
|
FRANCE (GOVT) |
|
5.75% 25 Oct 2032 |
|
7,214,529 |
|
|
PIMCO FDS PAC INVT MGMT SER |
|
SHORT TERM PORTFOLIO INSTL CL |
|
281,356,780 |
|
|
PIMCO FDS PAC INVT MGMT SER |
|
MTG PORTFOLIO INSTL CL |
|
164,277,196 |
|
|
PIMCO FDS PAC INVT MGMT SER |
|
EMERGING MKTS PORTFOLIO |
|
10,847,014 |
|
|
PIMCO FDS PAC INVT MGMT SER |
|
INTL PORTFOLIO INSTL CL |
|
38,076,362 |
|
|
RMF COMMERCIAL MTG |
|
6.872% 15 Jan 2019 |
|
5,323,000 |
|
|
REGAL TRUST IV |
|
3.446% 29 Sep 2031 |
|
4,182,072 |
|
|
ROYAL BANK OF SCOTLAND |
|
1.085% 12 Feb 2004 |
|
19,943,339 |
|
|
SMALL BUSINESS ADMIN |
|
8.5% 01 Jan 2015 |
|
3,303,322 |
|
|
SMALL BUSINESS ADMIN |
|
8.15% 01 Feb 2015 |
|
781,214 |
|
|
SMALL BUSINESS ADMIN PARTN CTF |
|
6.64% 01 Feb 2011 |
|
9,436,593 |
|
|
SPRINT CAP CORP |
|
6% 15 Jan 2007 |
|
2,123,399 |
|
|
STATE STREET BANK + TRUST CO |
|
SHORT TERM INVESTMENT FUND |
|
11,163,991 |
|
|
STRUCTURED ASSET MTG INVTS INC |
|
1% 19 Jun 2033 |
|
6,292,891 |
|
|
STRUCTURED ASSET SECS CORP |
|
7.5% 25 Jul 2016 |
|
1,470,222 |
|
|
SWAP OPTION 3MO LIBOR P030695 |
|
SEP 6.5 PUT |
|
(223,769 |
) |
|
SWAP OPTION 3MO LIBOR P030703 |
|
SEP 4.5 CALL |
|
(277,446 |
) |
|
TELUS CORP |
|
8% 01 Jun 2011 |
|
234,213 |
|
|
SWAP OPTION 3MO LIBOR P015944 |
|
JAN 5.5 CALL |
|
(64,240 |
) |
|
SWAP OPTION 3MO LIBOR P015951 |
|
JAN 7 PUT |
|
(5,194 |
) |
|
SWAP OPTION 3MO LIBOR P030992 |
|
OCT 4.0 CALL |
|
(80,141 |
) |
|
SWAP OPTION 3MO LIBOR P030984 |
|
OCT 6.0 PUT |
|
(165,639 |
) |
|
UBS FIN DEL LLC |
|
1.075% 13 Feb 2004 |
|
17,938,725 |
|
|
UNITED AIRLS PASS THRU TRS |
|
1% 02 Mar 2004 |
|
2,087,772 |
|
|
UNITED STATES TREAS BILLS |
|
0.92% 04 Mar 2004 |
|
419,396 |
|
|
UNITED STATES TREAS BILLS |
|
0.86% 11 Mar 2004 |
|
1,188,061 |
|
|
UNITED STATES TREAS BILLS |
|
0.01% 18 Mar 2004 |
|
2,490,523 |
|
|
UNITED STATES TREAS BILLS |
|
1.02% 29 Apr 2004 |
|
29,214,046 |
|
|
UNITED STATES TREAS NTS |
|
3.375% 15 Jan 2007 |
|
24,030,742 |
|
|
UNITED STATES TREAS NTS |
|
3.625% 15 Jan 2008 |
|
12,668,333 |
|
|
UNITED STATES TREAS NTS |
|
3.5% 15 Jan 2011 |
|
595,684 |
|
|
WAMU MTG |
|
1% 27 Feb 2034 |
|
3,977,079 |
|
|
WORLDCOM INC GA |
|
6.4% 15 Aug 2005 |
|
368,500 |
|
|
IRS EUR SWP016066 |
|
5% 17 Jun 2012 |
|
(81,328 |
) |
|
INTEREST RATE SWAP GBP |
|
5% 15 Mar 2032 |
|
(452,959 |
) |
|
IRS GBP |
|
5% 15 Mar 2032 |
|
(220,789 |
) |
|
IRS EUR |
|
4% 15 Mar 2007 |
|
514,280 |
|
|
IRS GBP 6ML |
|
1% 20 Mar 2018 |
|
16,554 |
|
|
IRS GBP 6ML |
|
1% 05 Sep 2007 |
|
(782,538 |
) |
|
IRS EUR |
|
4% 17 Sep 2009 |
|
(83,769 |
) |
|
IRS EUR |
|
3.5% 15 Sep 2005 |
|
33,769 |
|
|
IRS EUR |
|
4% 15 Mar 2007 |
|
357,860 |
|
|
SWAP OPTION 3 MO LIBOR JPM |
|
OCT 3.8 CALL |
|
(48,978 |
) |
|
SWAP OPTION 3MTH LIBOR |
|
OCT 6 PUT |
|
(45,810 |
) |
|
EURO CURRENCY |
|
|
|
1,406,034 |
|
|
POUND STERLING |
|
|
|
2 |
|
|
US DOLLAR |
|
(1,994,491) |
|
|
|
|
ABFS MTG LN TR |
|
7% 15 Mar 2005 |
|
508,449 |
|
|
ABFS MTG LN TR |
|
4% 15 Dec 2033 |
|
509,379 |
|
|
ABFS MTG LN TR |
|
4% 15 Sep 2005 |
|
719,331 |
|
|
ACA CDS LTD |
|
2.742% 15 Jul 2008 |
|
678,906 |
|
|
AESOP FDG II LLC |
|
6.14% 20 May 2006 |
|
18,554,574 |
|
|
AES CORP |
|
9.375% 15 Sep 2010 |
|
353,059 |
|
|
AGCO CORP DEL |
|
9.5% 01 May 2008 |
|
112,141 |
|
|
AESCORP |
|
8.375% 15 Aug 2007 |
|
331,088 |
|
|
AES CORP |
|
9.5% 01 Jun 2009 |
|
475,615 |
|
|
AES CORP |
|
8.875% 15 Feb 2011 |
|
174,600 |
|
|
AES CORPORATION |
|
8.75% 15 Jun 2008 |
|
211,118 |
|
|
AES CORP |
|
10% 15 Jul 2005 |
|
160,712 |
|
|
AES CORP |
|
8.75% 15 May 2013 |
|
1,722,068 |
|
|
AOL TIME WARNER INC |
|
6.125% 15 Apr 2006 |
|
2,690,117 |
|
|
AT+T WIRELESS SVCS INC |
|
6.875% 18 Apr 2005 |
|
3,596,782 |
|
|
ABITIBI CONSOLIDATED INC |
|
8.5% 01 Aug 2029 |
|
17,829 |
|
|
ABITIBI CONSOLIDATED INC |
|
8.55% 01 Aug 2010 |
|
46,568 |
|
|
ACE SEC CORP HOME RQUITY LN TR |
|
1% 25 Apr 2031 |
|
472,499 |
|
|
ACE SECS CORP HOME EQUITY LN |
|
6.75% 25 Apr 2031 |
|
194,403 |
|
|
ALLIED WASTE NORTH AMER INC |
|
8.875% 01 Apr 2008 |
|
301,240 |
|
|
FNMA TBA JAN 15 SINGLE FAM |
|
4.5% 01 Dec 2099 |
|
20,322,204 |
|
|
FNMA TBA JAN 15 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
26,416,406 |
|
|
FNMA TBA JAN 30 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
607,969 |
|
|
FNMA TBA JAN 15 SINGLE FAM |
|
6% 01 Dec 2099 |
|
8,914,375 |
|
|
FNMA TBA JAN 30 SINGLE FAM |
|
7% 01 Dec 2099 |
|
20,751,500 |
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
5% 15 Dec 2099 |
|
4,310,238 |
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
5.5% 01 Dec 2099 |
|
711,922 |
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
6% 01 Dec 2099 |
|
3,429,938 |
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
6.5% 01 Dec 2099 |
|
3,371,500 |
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
7% 01 Dec 2099 |
|
5,751,843 |
|
|
AMERICAN ELEC PWR INC |
|
6.125% 15 May 2006 |
|
430,141 |
|
|
AMERICAN HONDA FIN CORP MTN |
|
1% 15 Aug 2006 |
|
2,566,589 |
|
|
AMERICAN HONDA FIN CORP MTN |
|
1% 11 Sep 2006 |
|
2,969,641 |
|
|
AMERICAN HONDA FIN CORP MTN |
|
3.85% 06 Nov 2008 |
|
1,407,197 |
|
|
FHLMC TBA JAN 15 GOLD SINGLE |
|
5.5% 01 Dec 2099 |
|
103,609 |
|
|
FHLMC TBA JAN 15 GOLD SINGLE |
|
6.5% 01 Dec 2099 |
|
3,066,750 |
|
|
AMERICREDIT AUTOMOBILE REC TR |
|
6.35% 06 Aug 2006 |
|
2,215,071 |
|
|
AMERICREDIT AUTOMOBILE RECEIVA |
|
4.23% 06 Oct 2006 |
|
3,849,875 |
|
|
AMERIQUEST MTG SECS INC |
|
0% 25 May 2004 |
|
163,669 |
|
|
AMERIQUEST MTG SECS INC |
|
1% 25 Feb 2033 |
|
7,209,341 |
|
|
AMERIQUEST MTG SECS INC |
|
1% 25 Nov 2005 |
|
617,700 |
|
|
AMERIQUEST MTG SECS INC |
|
0% 25 Feb 2006 |
|
777,000 |
|
|
AMERISOURCEBERGEN CORP |
|
8.125% 01 Sep 2008 |
|
233,946 |
|
|
AMRESCO RESIDENTIAL SECURITES |
|
1.48875% 25 Sep 2027 |
|
837,753 |
|
|
ANADARKO PETE CORP |
|
5.375% 01 Mar 2007 |
|
1,800,562 |
|
|
APACHE CORP |
|
6.25% 15 Apr 2012 |
|
434,647 |
|
|
APPALACHIAN PWR CO |
|
4.8% 15 Jun 2005 |
|
3,456,337 |
|
|
ASSET BACKED SECS CORP HM EQ |
|
5% 15 Jan 2033 |
|
445,584 |
|
|
ASSET BACKED SECS CORP |
|
4% 15 Apr 2033 |
|
628,619 |
|
|
ASSET SECURITIZATION CORP |
|
1% 14 Feb 2029 |
|
3,693,613 |
|
|
ASSET BACKED FDG CORP |
|
2.858% 25 Sep 2004 |
|
4,898,372 |
|
|
ASSOCIATES AUTOMOBILE REC TR |
|
7.51% 15 May 2005 |
|
1,873,052 |
|
|
ASSOCIATES AUTOMOBILE REC TR |
|
7.83% 15 Aug 2007 |
|
3,048,642 |
|
|
AVIS GROUP HLDGS INC |
|
11% 01 May 2009 |
|
128,562 |
|
|
BANC AMER FDG CORP |
|
6% 20 May 2033 |
|
4,163,163 |
|
|
BANC AMER ALTERNATIVE LN TR |
|
4.5% 25 Dec 2018 |
|
10,214,011 |
|
|
BANK ONE CORP SR NTS |
|
1% 15 Sep 2006 |
|
3,164,396 |
|
|
BANK ONE CORP |
|
6.5% 01 Feb 2006 |
|
2,276,407 |
|
|
BANK ONE ISSUANCE TR |
|
3.76% 15 Dec 2005 |
|
2,025,312 |
|
|
BANK ONE ISSUANCE TR |
|
4.54% 15 Sep 2010 |
|
3,559,786 |
|
|
BANK ONE ISSUANCE TR |
|
1.5325% 15 Apr 2008 |
|
1,203,563 |
|
|
BANKAMERICA CORP |
|
6.75% 15 Sep 2005 |
|
1,808,834 |
|
|
BAY VIEW 2003 LJ 1 OWNER TR |
|
1.45% 25 Apr 2012 |
|
202,198 |
|
|
BAY VIEW 2002 LJ 1 OWNER TR |
|
2.5% 25 May 2011 |
|
370,833 |
|
|
BAYVIEW FINL ASSET TR |
|
10% 25 Jan 2004 |
|
35,221 |
|
|
BAYVIEW FINL ASSET TR |
|
1% 25 Jul 2004 |
|
183,982 |
|
|
BAYVIEW FINL ASSET TR |
|
14% 25 Oct 2004 |
|
130,481 |
|
|
BAYVIEW FINL ASSET TR |
|
5.5% 25 Jun 2005 |
|
628,089 |
|
|
BAYVIEW FINL ASSET TR |
|
0% 25 Aug 2005 |
|
933,035 |
|
|
BEAR STEARNS ASSET BACKED SECS |
|
5% 25 Aug 2005 |
|
501,065 |
|
|
BEAR STEARNS ASSET BACKED SECS |
|
4% 25 Mar 2006 |
|
294,380 |
|
|
BEAR STEARNS COS INC |
|
1% 19 Jun 2006 |
|
3,876,470 |
|
|
BEAZER HOMES USA INC |
|
8.625% 15 May 2011 |
|
99,000 |
|
|
BOEING CAP CORP |
|
4.88% 20 Aug 2004 |
|
561,194 |
|
|
BRAZIL FEDERATIVE REP |
|
14.5% 15 Oct 2009 |
|
830,025 |
|
|
BRAZIL FERERATIVE REP |
|
11% 17 Aug 2040 |
|
904,050 |
|
|
BRAZIL FERERATIVE REP |
|
8.875% 15 Apr 2024 |
|
107,360 |
|
|
BRAZIL FEDERATIVE REP |
|
12% 15 Apr 2010 |
|
471,900 |
|
|
BULGARIA REP |
|
8.25% 15 Jan 2015 |
|
1,475,005 |
|
|
C BASS TR |
|
3% 25 May 2034 |
|
487,414 |
|
|
CIT GROUP INC MT SR NTS |
|
5.625% 17 May 2004 |
|
1,270,036 |
|
|
CSC HLDGS INC |
|
7.875% 15 Feb 2018 |
|
98,230 |
|
|
CSC HLDGS INC |
|
7.625% 01 Apr 2011 |
|
17,680 |
|
|
CSX CORP |
|
7.25% 01 May 2004 |
|
3,567,001 |
|
|
CWABS INC |
|
1% 25 Feb 2033 |
|
5,627,999 |
|
|
CALPINE CORP |
|
7.75% 15 Apr 2009 |
|
5,425 |
|
|
CALPINE CORP |
|
8.625% 15 Aug 2010 |
|
6,240 |
|
|
CALPINE CORP |
|
8.5% 15 Feb 2011 |
|
428,220 |
|
|
CASCADES INC |
|
7.25% 15 Feb 2013 |
|
324,940 |
|
|
CATERPILLAR FINL SVCS |
|
1.67% 06 Jun 2005 |
|
2,004,994 |
|
|
CENDANT MTG CORP |
|
1.66875% 25 Nov 2033 |
|
2,228,621 |
|
|
CENTEX HOME EQUITY LN TR |
|
4.5755% 25 Jun 2006 |
|
445,191 |
|
|
CHASE CR CARD OWNER TR |
|
2.0625% 16 Jul 2007 |
|
4,559,866 |
|
|
CHASE FDG LN ACQUISITION TR |
|
6.344% 25 Dec 2025 |
|
2,746,600 |
|
|
CHASE FDG LN ACQUISITION TR |
|
1.35875% 25 Jul 2030 |
|
1,387,774 |
|
|
CHASE FDG MTG LN |
|
1.48% 25 Oct 2032 |
|
9,347,992 |
|
|
CHESAPEAKE ENERGY CORP |
|
9% 15 Aug 2012 |
|
161,000 |
|
|
CINCINNATI BELL INC NEW |
|
7.25% 15 Jul 2013 |
|
336,000 |
|
|
CITIBANK CR CARD ISSUANCE TR |
|
6.65% 15 May 2008 |
|
5,683,423 |
|
|
CITIBANK CR CARD ISSUANCE TR |
|
1% 15 Dec 2009 |
|
2,005,626 |
|
|
CLEAR CHANNEL COMMUNICATIONS |
|
3.125% 01 Feb 2007 |
|
3,023,089 |
|
|
COASTAL CORP |
|
6.7% 15 Feb 2027 |
|
602,063 |
|
|
COLOMBIA REP |
|
11.75% 25 Feb 2020 |
|
734,135 |
|
|
COLOMBIA REP |
|
10.5% 09 Jul 2010 |
|
485,900 |
|
|
COLUMBIA HCA HEALTHCARE CORP |
|
6.91% 15 Jun 2005 |
|
83,800 |
|
|
COLUMBIA/HCA HEALTHCARE CORP |
|
7.25% 20 May 2008 |
|
132,798 |
|
|
COMCAST CABLE COMMUNICATIONS |
|
6.375% 30 Jan 2006 |
|
2,477,766 |
|
|
COMMONWEALTH EDISON CO |
|
3.7% 01 Feb 2008 |
|
3,455,684 |
|
|
CONOCO INC |
|
6.35% 15 Apr 2009 |
|
3,364,003 |
|
|
CONOCOPHILLIPS |
|
3.625% 15 Oct 2007 |
|
3,833,380 |
|
|
CONOCO FDG CO |
|
5.45% 15 Oct 2006 |
|
2,504,985 |
|
|
CONSECO FIN SECURITIZATION |
|
1.5825% 15 Oct 2030 |
|
344,135 |
|
|
CONSECO FIN SECURITIZATIONS CO |
|
1% 15 Feb 2031 |
|
598,107 |
|
|
CONSECO FINANCE SEC CORP |
|
1.5325% 15 Oct 2031 |
|
871,582 |
|
|
CONSECO FIN SECURITIZATIONS CO |
|
1.4125% 15 Oct 2027 |
|
602,528 |
|
|
CONSECO FIN SECURITIZATIONS CO |
|
2.5% 01 Jan 2032 |
|
640,650 |
|
|
CONSECO FIN SECURITIZATIONS |
|
7.25% 15 Jul 2004 |
|
155,205 |
|
|
CONSECO FIN SECURITIZATIONS |
|
8.5% 25 Mar 2033 |
|
1,626,168 |
|
|
CONSECO FIN SECURITIZATIONS |
|
7.5% 15 Oct 2005 |
|
315,016 |
|
|
CONSECO FIN HOME EQUITY LN TR |
|
7.25% 15 May 2033 |
|
258,633 |
|
|
CONSTELLATION BRANDS INC |
|
8% 15 Feb 2008 |
|
74,370 |
|
|
CONTINENTAL CABLEVISION INC |
|
8.3% 15 May 2006 |
|
1,121,693 |
|
|
COX ENTERPRISES INC |
|
4.375% 01 May 2008 |
|
1,537,022 |
|
|
CREDIT SUISSE FIRST BOSTON MTG |
|
5.5% 25 Jul 2032 |
|
1,062 |
|
|
CREDIT SUISSE FB USA INC |
|
5.875% 01 Aug 2006 |
|
4,240,136 |
|
|
D R HORTON INC |
|
8.5% 15 Apr 2012 |
|
11,338 |
|
|
D R HORTON INC |
|
5.875% 01 Jul 2013 |
|
111,180 |
|
|
DTE ENERGY CO |
|
7.05% 01 Jun 2011 |
|
695,294 |
|
|
DAIMLER CHRYSLER NORTH AMER |
|
7.4% 20 Jan 2005 |
|
6,624,484 |
|
|
DAIMLER CHRYSLER NA HLDG CORP |
|
7.3% 15 Jan 2012 |
|
1,401,573 |
|
|
DAIMLER BENZ NORTH AMER CORP |
|
7.375% 15 Sep 2006 |
|
497,508 |
|
|
DEUTSCHE ALT A SECS INC |
|
0.745% 25 Sep 2033 |
|
313,044 |
|
|
DEUTSCHE MTG + ASSET REC CORP |
|
6.538% 15 Jun 2031 |
|
7,759,346 |
|
|
DEUTSCHE TELEKOM INTL FIN BV |
|
1% 15 Jun 2005 |
|
3,254,360 |
|
|
DEUTSCHE TELEKOM INTL |
|
0.01% 15 Jun 2010 |
|
668,199 |
|
|
DIAGEO CAP PLC |
|
6.125% 15 Aug 2005 |
|
3,528,186 |
|
|
DIMON INC |
|
7.75% 01 Jun 2013 |
|
154,500 |
|
|
DOMINION RES INC |
|
7.625% 15 Jul 2005 |
|
3,779,446 |
|
|
DOW CHEM CO |
|
5.25% 14 May 2004 |
|
6,085,762 |
|
|
DRIVETIME AUTO OWNER TR |
|
2.2% 17 Dec 2007 |
|
2,941,408 |
|
|
DUKE ENERGY CORP |
|
1% 08 Dec 2005 |
|
3,198,912 |
|
|
EASTMAN KODAK COYRS 1+2 |
|
2.15% 15 Sep 2004 |
|
3,688,675 |
|
|
ECHOSTAR DBS CORP |
|
9.125% 15 Jan 2009 |
|
12,293 |
|
|
ECHOSTAR DBS CORP |
|
0.000001% 01 Oct 2008 |
|
253,024 |
|
|
EIRCOM FDG |
|
8.25% 15 Aug 2013 |
|
221,500 |
|
|
EL PASO ENERGY CORP DEL |
|
6.75% 15 May 2009 |
|
2,679,000 |
|
|
ENTERCOM RADIO LLC / ENTERCOM |
|
7.625% 01 Mar 2014 |
|
235,950 |
|
|
EQUITY ONE MTG PASS THROUGH TR |
|
0.99% 25 Oct 2032 |
|
157,266 |
|
|
FMC CORP |
|
10.25% 01 Nov 2009 |
|
91,260 |
|
|
FEDERAL NATL MTG ASSN DISC NTS |
|
0.01% 24 Mar 2004 |
|
1,317,495 |
|
|
FEDERAL NATL MTG ASSN |
|
4.75% 25 Oct 2004 |
|
123,630 |
|
|
FEDERAL HOME LN MTG CORP |
|
5.5% 25 Apr 2005 |
|
166,932 |
|
|
FEDEX CORP |
|
6.625% 12 Feb 2004 |
|
1,307,225 |
|
|
FIRST HORIZON MTG PASSTHRU TR |
|
1.51875% 25 Dec 2032 |
|
1,266,252 |
|
|
FIRST UN CORP |
|
7.05% 01 Aug 2005 |
|
5,392,590 |
|
|
FIRST UN CORP |
|
7% 15 Mar 2006 |
|
2,197,652 |
|
|
FIRSTENEGY CORP |
|
5.5% 15 Nov 2006 |
|
6,885,512 |
|
|
FLEET HOME EQUITY LN TR |
|
1% 20 May 2031 |
|
2,385,686 |
|
|
FORD CR AUTO OWNER TR |
|
2.68% 15 Feb 2006 |
|
5,302,500 |
|
|
FORD MTR CR CO |
|
5.8% 12 Jan 2009 |
|
2,027,428 |
|
|
FORD MTR CR CO |
|
7.375% 28 Oct 2009 |
|
2,197,087 |
|
|
FORD MTR CR CO |
|
6.875% 01 Feb 2006 |
|
9,633,032 |
|
|
GRP / AG REAL ESTATE TR |
|
5.97% 25 Nov 2032 |
|
2,074,117 |
|
|
GEMSTONE INV LTD |
|
7.71% 31 Oct 2004 |
|
1,191,800 |
|
|
GENERAL ELEC CAP CORP MTN |
|
1% 03 Feb 2006 |
|
5,403,622 |
|
|
GENERAL ELEC CAP CORP MTN |
|
3.5% 01 May 2008 |
|
1,057,058 |
|
|
GENERAL MTRS ACCEP CORP |
|
6.75% 15 Jan 2006 |
|
6,087,138 |
|
|
GENERAL MTRS ACCEP CORP |
|
6.125% 15 Sep 2006 |
|
1,072,460 |
|
|
GEORGIA PAC CORP |
|
8.875% 15 May 2031 |
|
325,215 |
|
|
GEORGIA PAC CORP |
|
8.125% 15 May 2011 |
|
128,325 |
|
|
GILLETTE CO |
|
3.75% 01 Dec 2004 |
|
2,561,142 |
|
|
GOLDMAN SACHS GROUP INC |
|
7.625% 17 Aug 2005 |
|
2,179,882 |
|
|
GOLDMAN SACHS GROUP L P |
|
7.25% 01 Oct 2005 |
|
5,443,396 |
|
|
GRANT PRIDECO INC |
|
9% 15 Dec 2009 |
|
34,294 |
|
|
GREEN TREE FINL CORP |
|
1.4625% 15 Jul 2030 |
|
804,706 |
|
|
GREEN TREE RECREATIONAL EQUIP |
|
6.7% 15 Feb 2014 |
|
1,823,359 |
|
|
HCA HEALTHCARE CO |
|
7.125% 01 Jun 2006 |
|
270,625 |
|
|
HCA INC |
|
6.3% 01 Oct 2012 |
|
74,340 |
|
|
HMH PPTYS INC |
|
7.875% 01 Aug 2008 |
|
290,160 |
|
|
HMH PPTYS INC |
|
8.45% 01 Dec 2008 |
|
12,510 |
|
|
HARRAHS OPER INC |
|
7.875% 15 Dec 2005 |
|
197,698 |
|
|
BRAZIL (FEDERATIVE REPUBLIC) |
|
1% 15 Apr 2009 |
|
141,201 |
|
|
BRAZIL (FED REP) |
|
8% 15 Apr 2014 |
|
265,492 |
|
|
BRAZIL (FEDERATIVE REPUBLIC) |
|
8% 15 Apr 2014 |
|
1,442,104 |
|
|
BRAZIL(FED REP OF) |
|
1% 15 Apr 2012 |
|
278,225 |
|
|
BRAZIL(FED REP OF) |
|
2.0625% 15 Apr 2012 |
|
398,200 |
|
|
RUSSIAN FEDERATION |
|
8.25% 31 Mar 2010 |
|
78,554 |
|
|
RUSSIAN FEDERATION |
|
5% 31 Mar 2030 |
|
997,100 |
|
|
HELLER FINL INC |
|
6% 19 Mar 2004 |
|
2,353,931 |
|
|
HILTON HOTELS CORP |
|
7.625% 15 May 2008 |
|
255,013 |
|
|
HOME EQUITY MTG LN ASST BKD TR |
|
5% 25 Apr 2004 |
|
22,175 |
|
|
HOUSEHOLD AUTOMOTIVE TR |
|
2.84% 19 Mar 2007 |
|
7,065,625 |
|
|
HOUSEHOLD FIN CORP |
|
7.65% 15 May 2007 |
|
998,174 |
|
|
HOUSEHOLD FIN CORP |
|
7.875% 01 Mar 2007 |
|
3,164,142 |
|
|
HOUSEHOLD FIN CORP |
|
6.5% 24 Jan 2006 |
|
1,901,852 |
|
|
HOUSEHOLD HOME EQUITY LN TR |
|
1% 20 Dec 2031 |
|
2,450,893 |
|
|
IMC GLOBAL INC |
|
10.875% 01 Jun 2008 |
|
9,855 |
|
|
IMC GLOBAL INC |
|
11.25% 01 Jun 2011 |
|
135,915 |
|
|
IMC GLOBAL INC |
|
10.875% 01 Aug 2013 |
|
88,100 |
|
|
IMC GLOBAL INC |
|
11.25% 01 Jun 2011 |
|
55,250 |
|
|
ITT CORP NEV |
|
6.75% 15 Nov 2005 |
|
23,100 |
|
|
IMPAC CMB TR |
|
4.357% 25 Jul 2031 |
|
1,126,219 |
|
|
IMPAC CMB TR |
|
0% 25 Aug 2032 |
|
400,835 |
|
|
IMPAC CMB TRUST |
|
1.48875% 25 Jul 2032 |
|
1,566,228 |
|
|
IMPAC CMB TR |
|
1% 25 Feb 2033 |
|
7,304,662 |
|
|
IMPAC CMB TR |
|
1% 25 Jan 2006 |
|
20,000 |
|
|
IMPAC SECD ASSETS CORP |
|
0% 25 Aug 2005 |
|
443,516 |
|
|
IRWIN HOME EQUITY LN TR |
|
10% 25 Sep 2005 |
|
1,181,454 |
|
|
IRWIN WHOLE LN HOME EQUITY TR |
|
1% 25 Oct 2027 |
|
668,294 |
|
|
JP MORGAN CHASE CO |
|
4.5% 15 Nov 2010 |
|
3,639,835 |
|
|
KANSAS CITY SOUTHN RY CO |
|
9.5% 01 Oct 2008 |
|
70,718 |
|
|
KELLOGG CO |
|
6% 01 Apr 2006 |
|
3,610,903 |
|
|
KOREA DEV BK |
|
7.125% 22 Apr 2004 |
|
7,364,529 |
|
|
KRAFT FOODS INC |
|
4.625% 01 Nov 2006 |
|
3,646,309 |
|
|
KRAFT FOODS INC |
|
1.62625% 26 Nov 2004 |
|
3,995,533 |
|
|
LAMAR MEDIA CORP |
|
7.25% 01 Jan 2013 |
|
93,634 |
|
|
PERU (REP) |
|
1% 07 Mar 2017 |
|
62,300 |
|
|
PERU (REP OF) |
|
5% 07 Mar 2017 |
|
817,065 |
|
|
LEHMAN BROS HLDGS INC |
|
8.25% 15 Jun 2007 |
|
3,204,418 |
|
|
LEHMAN BROS HLDG |
|
7% 01 Feb 2008 |
|
1,821,124 |
|
|
LEHMAN BROS HLDGS INC |
|
4% 22 Jan 2008 |
|
215,260 |
|
|
LIBERTY MEDIA CORP NEW |
|
1% 17 Sep 2006 |
|
3,273,192 |
|
|
MGM GRAND INC |
|
9.75% 01 Jun 2007 |
|
200,200 |
|
|
MGM MIRAGE FORMERLY GRAND INC |
|
8.5% 15 Sep 2010 |
|
41,085 |
|
|
MMCA AUTO OWNER TR |
|
2.55% 15 Feb 2007 |
|
4,337,768 |
|
|
MMCA AUTO OWNER TR |
|
3.05% 16 Nov 2009 |
|
8,671,889 |
|
|
MANOR CARE INC |
|
7.5% 15 Jun 2006 |
|
131,400 |
|
|
MANOR CARE INC |
|
8% 01 Mar 2008 |
|
79,450 |
|
|
MEADWESTVACO CORP |
|
2.75% 01 Dec 2005 |
|
2,284,309 |
|
|
MERRILL LYNCH MTG INVS INC |
|
2.899% 25 Oct 2028 |
|
4,486,578 |
|
|
MERRILL LYNCH MTG INVS INC |
|
2.883% 25 Jan 2029 |
|
3,612,847 |
|
|
MERRILL LYNCH MTG INVS INC |
|
1.71875% 25 Nov 2009 |
|
2,132,445 |
|
|
MERRILL LYNCH MTG INVS INC |
|
6.7% 25 Jul 2004 |
|
199,687 |
|
|
MESA 2002 1 GLOBAL ISSUANCE CO |
|
5% 18 Aug 2004 |
|
155,548 |
|
|
MESA 2003 1 GLOBAL ISSUANCE CO |
|
0.01% 18 Jun 2033 |
|
5,119,745 |
|
|
MESA 2003 1 GLOBAL ISSUANCE CO |
|
1% 18 Dec 2005 |
|
603,051 |
|
|
MEXICO UNITED MEXICAN STS |
|
11.5% 15 May 2026 |
|
2,658,113 |
|
|
MILLENIUM AMER INC |
|
7% 15 Nov 2006 |
|
225,775 |
|
|
MIRAGE RESORTS INC |
|
7.25% 15 Oct 2006 |
|
108,034 |
|
|
MITCHELL ENERGY + DEV CORP |
|
6.75% 15 Feb 2004 |
|
371,868 |
|
|
MOHEGAN TRIBAL GAMING AUTH |
|
8.125% 01 Jan 2006 |
|
43,100 |
|
|
MOHEGAN TRIBAL GAMING AUTH |
|
8% 01 Apr 2012 |
|
64,725 |
|
|
MOHEGAN TRIBAL GAMING AUTH |
|
6.375% 15 Jul 2009 |
|
156,634 |
|
|
MORGAN J P COML MTG FIN CORP |
|
6.533% 15 Jan 2030 |
|
7,232,446 |
|
|
MORGAN JP COML MTG FIN CORP |
|
1.6125% 15 Apr 2010 |
|
1,992,511 |
|
|
MORGAN STANLEY CAP I INC |
|
7.63% 15 Dec 2006 |
|
8,666,967 |
|
|
MORGAN STANLEY CAP I INC |
|
7.22% 15 Jul 2029 |
|
9,034,124 |
|
|
NATIONAL CITY CORP |
|
3.2% 01 Apr 2008 |
|
3,448,898 |
|
|
NATIONAL RURAL UTILS COOP FIN |
|
6.125% 15 May 2005 |
|
2,114,030 |
|
|
NATIONSBANK CORP |
|
7.75% 15 Aug 2004 |
|
5,196,111 |
|
|
NEW YORK TEL CO |
|
6% 15 Apr 2008 |
|
1,979,560 |
|
|
NEXTEL COMMUNICATIONS INC |
|
7.375% 01 Aug 2015 |
|
74,900 |
|
|
NORAMPAC INC |
|
6.75% 01 Jun 2013 |
|
139,095 |
|
|
NORTEK INC |
|
8.875% 01 Aug 2008 |
|
289,120 |
|
|
OMI TR |
|
6% 15 Aug 2010 |
|
1,383,526 |
|
|
OIL INS LTD |
|
1% 15 Aug 2033 |
|
1,384,735 |
|
|
OMNICARE INC |
|
8.125% 15 Mar 2011 |
|
175,600 |
|
|
OPTION ONE MTG SECS CORP |
|
1% 26 Jan 2010 |
|
4,710,221 |
|
|
ORION PWR HLDGS INC |
|
12% 01 May 2010 |
|
402,165 |
|
|
PDVSA FIN LTD |
|
6.65% 15 Feb 2006 |
|
1,682,525 |
|
|
PANAMSAT CORP NEW |
|
6.375% 15 Jan 2008 |
|
73,574 |
|
|
PANAMSAT CORP NEW |
|
8.5% 01 Feb 2012 |
|
85,118 |
|
|
PANAMA REP |
|
10.75% 15 May 2020 |
|
546,000 |
|
|
PANAMA REP |
|
9.625% 08 Feb 2011 |
|
300,300 |
|
|
PANAMA (REPUBLIC OF) |
|
9.375% 23 Jul 2012 |
|
330,600 |
|
|
PANHANDLE EASTN PIPE LINE CO |
|
4.8% 15 Aug 2008 |
|
583,538 |
|
|
PARAGON HOTEL FIN CO LDC |
|
2.6625% 15 Nov 2013 |
|
202,600 |
|
|
PARK PL ENTMT CORP |
|
9.375% 15 Feb 2007 |
|
116,220 |
|
|
PARK PL ENTMT CORP |
|
8.875% 15 Sep 2008 |
|
56,063 |
|
|
PARK PL ENTMT CORP |
|
7% 15 Apr 2013 |
|
15,994 |
|
|
PARKER + PARSLEY PETE CO DEL |
|
8.875% 15 Apr 2005 |
|
100,815 |
|
|
PARKER + PARSLEY PETE CO DE |
|
8.25% 15 Aug 2007 |
|
56,563 |
|
|
PEABODY ENERGY CORP |
|
6.875% 15 Mar 2013 |
|
243,026 |
|
|
PEMEX FIN LTD |
|
9.14% 15 Aug 2004 |
|
643,198 |
|
|
PEMEX PROJ FDG MASTER TR MEDIU |
|
2.77875% 07 Jan 2005 |
|
1,848,887 |
|
|
PENNZOIL CO |
|
10.25% 01 Nov 2005 |
|
2,566,780 |
|
|
PERMANENT FING NO 1 PLC |
|
4.2% 10 Jun 2005 |
|
8,694,338 |
|
|
PERU REP |
|
9.125% 21 Feb 2012 |
|
78,050 |
|
|
PERU REP |
|
9.875% 06 Feb 2015 |
|
128,150 |
|
|
PERU REP |
|
8.75% 21 Nov 2033 |
|
170,000 |
|
|
PETROLEOS MEXICANOS |
|
6.5% 01 Feb 2005 |
|
2,779,700 |
|
|
PHILIP MORRIS COS INC |
|
7.125% 01 Oct 2004 |
|
2,213,141 |
|
|
PHILIP MORRIS COS INC |
|
6.375% 01 Feb 2006 |
|
5,247,118 |
|
|
PHILIPPINES REP |
|
9.875% 15 Jan 2019 |
|
371,070 |
|
|
PHILIPPINES REP |
|
10.625% 16 Mar 2025 |
|
256,084 |
|
|
PIONEER NAT RES CO |
|
7.5% 15 Apr 2012 |
|
155,278 |
|
|
PROGRESS ENERGY INC |
|
6.75% 01 Mar 2006 |
|
3,988,030 |
|
|
PROGRESS ENERGY INC |
|
6.05% 15 Apr 2007 |
|
3,461,410 |
|
|
PROVIDIAN MASTER TR |
|
1.3325% 15 Apr 2009 |
|
9,972,410 |
|
|
RAYTHEON CO |
|
1.64125% 10 Jun 2005 |
|
3,399,082 |
|
|
RESIDENTIAL ASSET MTG PRODS |
|
1.43875% 25 Aug 2032 |
|
3,749,572 |
|
|
RESIDENTIAL ASSET MTG PRODS |
|
1% 25 Aug 2032 |
|
2,302,544 |
|
|
RESIDENTIAL ASSET MTG PRODS |
|
4.5% 25 Dec 2005 |
|
665,806 |
|
|
RESIDENTIAL FDG MTG SECS II IN |
|
11% 25 Jul 2004 |
|
322,397 |
|
|
RESIDENTIAL FDG MTG SECS II IN |
|
11% 25 Sep 2004 |
|
215,369 |
|
|
RESIDENTIAL FDG MTG SECS II IN |
|
11% 25 Dec 2004 |
|
169,825 |
|
|
RESIDENTIAL FDG MTG SECS II |
|
1.85% 25 Sep 2005 |
|
205,789 |
|
|
RESIDENTIAL FDG MTG SECS II IN |
|
11% 25 Dec 2005 |
|
224,765 |
|
|
RESIDENTIAL ASSET SEC MTG PASS |
|
2.0669% 25 Jun 2031 |
|
1,407,869 |
|
|
RESIDENTIAL ASSET SEC MTG PASS |
|
1.48875% 25 Nov 2032 |
|
9,917,730 |
|
|
RESIDENTIAL ASSET SEC MTG PASS |
|
4% 25 May 2005 |
|
583,358 |
|
|
RESIDENTIAL ASSET SEC MTG PASS |
|
3.5% 25 Feb 2006 |
|
386,706 |
|
|
REYNOLDS R J TOB HLDGS INC |
|
7.75% 15 May 2006 |
|
4,189,500 |
|
|
REYNOLDS R J TOB HLDGS INC |
|
6.5% 01 Jun 2007 |
|
3,019,900 |
|
|
ROYAL KPN NV |
|
8% 01 Oct 2010 |
|
3,887,071 |
|
|
SLM CORP MEDIUM TERM NTS BOOK |
|
1% 13 Jan 2006 |
|
4,104,198 |
|
|
SP POWERASSESTS LTD GLOBAL |
|
3.8% 22 Oct 2008 |
|
3,484,684 |
|
|
SPX CORP |
|
7.5% 01 Jan 2013 |
|
95,700 |
|
|
SPX CORP |
|
6.25% 15 Jun 2011 |
|
2,055 |
|
|
SAFEWAY INC |
|
1.63125% 01 Nov 2005 |
|
1,280,035 |
|
|
SALOMON BROS MTG SECS VII INC |
|
1% 25 Apr 2029 |
|
405,137 |
|
|
SANTA FE SNYDER CORP |
|
8.05% 15 Jun 2004 |
|
1,023,889 |
|
|
SARA LEE CORP |
|
1.95% 15 Jun 2006 |
|
3,362,335 |
|
|
SAXON ASSET SECS TR |
|
5.25% 25 May 2005 |
|
188,437 |
|
|
SEARS CR ACCOUNT MASTER TR II |
|
6.75% 16 Sep 2009 |
|
7,043,300 |
|
|
SHAW COMMUNICATIONS INC |
|
8.25% 11 Apr 2010 |
|
9,060 |
|
|
SHAW COMMUNICATIONS INC |
|
7.25% 06 Apr 2011 |
|
151,375 |
|
|
SHAW COMMUNICATIONS INC |
|
7.2% 15 Dec 2011 |
|
112,450 |
|
|
SMITHFIELD FOODS INC |
|
8% 15 Oct 2009 |
|
126,140 |
|
|
SONAT INC |
|
6.75% 01 Oct 2007 |
|
920,000 |
|
|
SOUTHWEST AIRLINES CO |
|
5.1% 01 May 2006 |
|
2,683,139 |
|
|
SPECIALTY UNDERWRITING + RES |
|
0.65% 25 Jun 2034 |
|
92,195 |
|
|
SPRINT CAP CORP |
|
6% 15 Jan 2007 |
|
4,777,647 |
|
|
SPRINT CAP CORP |
|
7.9% 15 Mar 2005 |
|
2,124,543 |
|
|
STARWOOD HOTELS + RESORTS |
|
7.375% 01 May 2007 |
|
226,800 |
|
|
STATE STREET BANK + TRUST CO |
|
SHORT TERM INVESTMENT FUND |
|
192,996,632 |
|
|
STRATEGIC HOTEL CAP LLC FIFTEE |
|
0.404645% 15 Mar 2009 |
|
66,164 |
|
|
STRATEGIC HOTEL CAP LLC |
|
1.634286% 15 Mar 2009 |
|
349,592 |
|
|
TXU CORP |
|
6.375% 15 Jun 2006 |
|
2,717,775 |
|
|
TARGET CORP |
|
7.5% 15 Feb 2005 |
|
5,327,069 |
|
|
TARGET CRED DEF SWAP |
|
0.15% 20 Jul 2004 |
|
3,590,000 |
|
|
TARGET CRED DEF SWAP |
|
1% 20 Jul 2004 |
|
(3,590,000 |
) |
|
TEEKAY SHIPPING CORP |
|
8.875% 15 Jul 2011 |
|
274,138 |
|
|
TELECOM ITALIA CAP |
|
4% 15 Nov 2008 |
|
3,127,978 |
|
|
TORRENS TRUST |
|
1.4225% 15 Jul 2031 |
|
1,637,578 |
|
|
TRICON GLOBAL RESTAURANTS INC |
|
8.5% 15 Apr 2006 |
|
66,750 |
|
|
TURNER BROADCASTING SYS INC |
|
7.4% 01 Feb 2004 |
|
1,507,467 |
|
|
TYCO INTL GROUP S A |
|
7% 15 Jun 2028 |
|
1,144,330 |
|
|
TYCO INTL GROUP S A |
|
6.875% 15 Jan 2029 |
|
1,451,370 |
|
|
TYCO INTL GROUP SA |
|
5.875% 01 Nov 2004 |
|
2,395,400 |
|
|
TYCO INTL GROUP S A |
|
6.75% 15 Feb 2011 |
|
87,200 |
|
|
TYCO INTL GROUP S A |
|
5.8% 01 Aug 2006 |
|
1,855,000 |
|
|
TYCO INTL GROUP S A |
|
6.375% 15 Oct 2011 |
|
777,450 |
|
|
UNILEVER CAPITAL CORP |
|
6.875% 01 Nov 2005 |
|
5,635,524 |
|
|
UNION PAC RES GROUP INC |
|
7% 15 Oct 2006 |
|
2,215,351 |
|
|
UNITED MEXICAN STS |
|
8.375% 14 Jan 2011 |
|
1,149,450 |
|
|
U S BANCORP |
|
3.125% 15 Mar 2008 |
|
6,676,392 |
|
|
UNITED STATES TREAS BDS |
|
3.875% 15 Apr 2029 |
|
3,917,514 |
|
|
UNITED STATES TREAS BDS |
|
3.375% 15 Apr 2032 |
|
5,597,317 |
|
|
UNITED STATES TREAS NTS |
|
3.375% 15 Jan 2007 |
|
21,230,528 |
|
|
UNITED STATES TREAS NTS |
|
3.625% 15 Jan 2008 |
|
56,209,391 |
|
|
UNITED STATES TREAS NTS |
|
3% 15 Jul 2012 |
|
29,351,341 |
|
|
QWEST CORPORATION |
|
5.625% 15 Nov 2008 |
|
1,377,250 |
|
|
VENTAS RLTY LTD PARTNERSHIP |
|
8.75% 01 May 2009 |
|
132,249 |
|
|
VENTAS RLTY LTD PARTNERSHIP |
|
9% 01 May 2012 |
|
44,955 |
|
|
VERIZON GLOBAL FDG CORP |
|
6.75% 01 Dec 2005 |
|
2,166,103 |
|
|
VERIZON WIRELESS CAP LLC |
|
1.24% 23 May 2005 |
|
1,937,672 |
|
|
VIACOM INC |
|
5.625% 15 Aug 2012 |
|
3,518,553 |
|
|
VINTAGE PETE INC |
|
8.25% 01 May 2012 |
|
389,130 |
|
|
VIRGINIA ELEC + PWR CO |
|
4.75% 01 Mar 2013 |
|
2,345,135 |
|
|
VIVENDI UNIVERSAL SA |
|
6.25% 15 Jul 2008 |
|
206,625 |
|
|
WFS FINL OWNER TR |
|
1% 20 Dec 2005 |
|
316,533 |
|
|
WMX TECNOLOGIES INC |
|
8% 30 Apr 2004 |
|
1,021,127 |
|
|
WMX TECHNOLOGIES INC |
|
7% 15 Oct 2006 |
|
4,673,499 |
|
|
WASHINGTON MUT INC |
|
4.375% 15 Jan 2008 |
|
3,201,793 |
|
|
WELLS FARGO + CO NEW |
|
1% 12 Jun 2006 |
|
2,760,175 |
|
|
|
|
1.235% 10 May 2004 |
|
5,004,175 |
|
|
WESTERN OIL SANDS INC |
|
8.375% 01 May 2012 |
|
144,621 |
|
|
WESTLAKE CHEM CORP |
|
8.75% 15 Jul 2011 |
|
32,850 |
|
|
WESTPORT RES CORP NEW |
|
8.25% 01 Nov 2011 |
|
25,271 |
|
|
WESTPORT RES CORP NEW |
|
8.25% 01 Nov 2011 |
|
35,160 |
|
|
WEYERHAEUSER CO |
|
5.95% 01 Nov 2008 |
|
203,982 |
|
|
WEYERHAEUSER CO |
|
6.125% 15 Mar 2007 |
|
3,479,131 |
|
|
WILLIAMS COS INC |
|
9.25% 15 Mar 2004 |
|
1,958,400 |
|
|
WILLIAMS COS INC |
|
8.625% 01 Jun 2010 |
|
707,285 |
|
|
WILLIS CORROON CORP |
|
9% 01 Feb 2009 |
|
185,850 |
|
|
WORLD FINL NETWORK CR CARD MAS |
|
1.5325% 15 May 2012 |
|
2,266,875 |
|
|
XTO ENERGY INC |
|
7.5% 15 Apr 2012 |
|
134,619 |
|
|
BMW FINANCE NV |
|
4.15% 07 Dec 2005 |
|
4,132,128 |
|
|
KOREA ASSET FUNDING |
|
1% 10 Feb 2009 |
|
1,292,251 |
|
|
SWAPTION |
|
SEP 100 PUT(SWAPTION CHASE187) |
|
(235,906 |
) |
|
U S TREAS NOTES 10YR FUTURES |
|
|
|
(399,518 |
) |
|
EURO CURRENCY |
|
|
|
(3,959 |
) |
|
POUND STERLING |
|
|
|
815,277 |
|
|
SWEDISH KRONA |
|
|
|
(3,173 |
) |
|
US DOLLAR |
|
|
|
500,000 |
|
|
US DOLLAR |
|
|
|
220,000 |
|
|
US DOLLAR |
|
|
|
1,339,906 |
|
|
AES CORP |
|
10% 12 Dec 2005 |
|
355,211 |
|
|
TIME WARNER INC |
|
6.875% 01 May 2012 |
|
1,911,333 |
|
|
AOL TIME WARNER INC |
|
7.7% 01 May 2032 |
|
4,561,227 |
|
|
AT+T WIRELESS |
|
8.125% 01 May 2012 |
|
487,341 |
|
|
ABITIBI CONSOLIDATED INC |
|
8.5% 01 Aug 2029 |
|
163,605 |
|
|
ABITIBI CONSOLIDATED INC |
|
8.55% 01 Aug 2010 |
|
170,748 |
|
|
ACE SEC CORP HOME RQUITY LN TR |
|
1% 25 Apr 2031 |
|
1,218,911 |
|
|
ALLIED WASTE NORTH AMER INC |
|
8.875% 01 Apr 2008 |
|
561,503 |
|
|
ALLIED WASTE NORTH AMER INC |
|
8.5% 01 Dec 2008 |
|
55,500 |
|
|
FNMA TBA JAN 15 SINGLE FAM |
|
5% 01 Dec 2099 |
|
12,850,032 |
|
|
FNMA TBA JAN 15 SINGLE FAM |
|
6% 01 Dec 2099 |
|
52,332,625 |
|
|
FNMA TBA JAN 30 SINGLE FAM |
|
7% 01 Dec 2099 |
|
40,232,500 |
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
5% 15 Dec 2099 |
|
113,938,922 |
|
|
GNMA I TBA JAN 30 SINGLE FAM |
|
6% 01 Dec 2099 |
|
68,754,656 |
|
|
ALTRIA GROUP INC |
|
7% 04 Nov 2013 |
|
1,302,631 |
|
|
CRED DEF SWAP |
|
5.25% 01 May 2007 |
|
2,956,121 |
|
|
CRED DEF |
|
1% 01 May 2007 |
|
(3,010,000 |
) |
|
AMERICAN EXPRESS CR ACCOUNT |
|
5.95% 15 Dec 2006 |
|
1,052,790 |
|
|
FHLMC TBA JAN 15 GOLD SINGLE |
|
5.5% 01 Dec 2099 |
|
14,090,876 |
|
|
FHLMC TBA JAN 30 GOLD SINGLE |
|
7.5% 01 Dec 2099 |
|
20,437,000 |
|
|
AMERISOURCEBERGEN CORP |
|
8.125% 01 Sep 2008 |
|
343,713 |
|
|
ANADARKO FIN CO |
|
6.75% 01 May 2011 |
|
1,656,296 |
|
|
ANDERSON EXPL LTD |
|
6.75% 15 Mar 2011 |
|
827,328 |
|
|
APACHE CORP |
|
6.25% 15 Apr 2012 |
|
1,092,190 |
|
|
ASSET SECURITIZATION CORP |
|
6.92% 14 Feb 2029 |
|
5,370,514 |
|
|
ASSET BACKED FDG CORP |
|
1.40875% 25 Dec 2032 |
|
3,408,396 |
|
|
BANK OF AMERICA |
|
7.125% 15 Sep 2006 |
|
681,572 |
|
|
BANK OF AMERICA |
|
6.25% 15 Apr 2012 |
|
1,555,031 |
|
|
BANK ONE CORP |
|
4.125% 01 Sep 2007 |
|
3,466,562 |
|
|
COCA COLA COMPANY (THE) |
|
5.75% 30 Apr 2009 |
|
1,226,595 |
|
|
BAYVIEW FINL MTG LN TR |
|
1.56875% 28 Aug 2034 |
|
7,651,498 |
|
|
BAYVIEW FINL ASSET TR |
|
1.46875% 25 Feb 2032 |
|
4,312,402 |
|
|
BAYVIEW FINL ASSET TR |
|
1.365% 25 Apr 2032 |
|
11,664,415 |
|
|
BAYVIEW FINL ASSET TR |
|
1% 25 Jan 2033 |
|
7,035,530 |
|
|
BEAR STEARNS COML MTG SECS INC |
|
1.77% 03 Dec 2013 |
|
4,856,500 |
|
|
BOEING CAP CORP |
|
7.1% 27 Sep 2005 |
|
810,128 |
|
|
BRAZIL FEDERATIVE REP |
|
14.5% 15 Oct 2009 |
|
105,400 |
|
|
BRAZIL FERERATIVE REP |
|
11% 17 Aug 2040 |
|
1,730,925 |
|
|
BRAZIL FEDERATIVE REP |
|
12% 15 Apr 2010 |
|
2,504,700 |
|
|
BRISTOL MYERS SQUIBB CO |
|
5.75% 01 Oct 2011 |
|
2,367,876 |
|
|
BRITISH TELECOMMUNICATIONS PLC |
|
8.125% 15 Dec 2010 |
|
833,897 |
|
|
BULGARIA REP |
|
8.25% 15 Jan 2015 |
|
3,914,978 |
|
|
CDC MTG CAP TR |
|
1.42875% 25 Jan 2033 |
|
4,819,919 |
|
|
CIT GROUP INC NEW |
|
5.75% 25 Sep 2007 |
|
2,051,221 |
|
|
CSC HLDGS INC |
|
7.875% 15 Dec 2007 |
|
10,425 |
|
|
CSC HLDGS INC |
|
7.875% 15 Feb 2018 |
|
270,655 |
|
|
CSC HLDGS INC |
|
7.625% 15 Jul 2018 |
|
56,925 |
|
|
CSC HLDGS INC |
|
7.625% 01 Apr 2011 |
|
63,440 |
|
|
CRVD FIN LTD |
|
1% 15 Oct 2007 |
|
1,325,815 |
|
|
CWABS INC |
|
1.33875% 25 May 2029 |
|
79,793 |
|
|
CWABS INC |
|
1% 25 Oct 2031 |
|
1,415,232 |
|
|
CWABS INC |
|
0.045% 25 Jan 2032 |
|
1,270,574 |
|
|
CWABS INC |
|
1.47% 15 Nov 2028 |
|
5,236,750 |
|
|
CALIFORNIA INFR + ECONOMIC DEV |
|
6.48% 26 Dec 2009 |
|
866,183 |
|
|
CALPINE CORP |
|
8.25% 15 Aug 2005 |
|
478,750 |
|
|
CALPINE CORP |
|
8.5% 15 Feb 2011 |
|
526,500 |
|
|
CALPINE CORP |
|
8.75% 15 Jul 2013 |
|
1,687,800 |
|
|
CANANDAIGUA BRANDS INC |
|
8.5% 01 Mar 2009 |
|
449,378 |
|
|
CAPITAL AUTO RECEIVABLES ASSET |
|
1% 15 Jun 2005 |
|
9,180,000 |
|
|
CASCADES INC |
|
7.25% 15 Feb 2013 |
|
453,650 |
|
|
CENTEX HOME EQUITY LN TR |
|
1% 25 Dec 2032 |
|
6,047,607 |
|
|
CHESAPEAKE ENERGY CORP |
|
8.125% 01 Apr 2011 |
|
109,395 |
|
|
CHESAPEAKE ENERGY CORP |
|
9% 15 Aug 2012 |
|
23,000 |
|
|
CHEVRONTEXACO CAP CO |
|
3.5% 17 Sep 2007 |
|
834,879 |
|
|
CHILE REP |
|
6.875% 28 Apr 2009 |
|
169,495 |
|
|
CINCINNATI BELL INC NEW |
|
7.25% 15 Jul 2013 |
|
672,000 |
|
|
CITIGROUP INC |
|
7.25% 01 Oct 2010 |
|
1,158,073 |
|
|
CITIGROUP INC |
|
6% 21 Feb 2012 |
|
1,517,762 |
|
|
CITIGROUP INC |
|
5% 06 Mar 2007 |
|
2,675,270 |
|
|
CITIGROUP INC |
|
3.5% 01 Feb 2008 |
|
983,362 |
|
|
CITIBANK CR CARD ISSUANCE TR |
|
1% 09 Feb 2009 |
|
1,747,813 |
|
|
COASTAL CORP |
|
7.5% 15 Aug 2006 |
|
582,000 |
|
|
COLOMBIA REP |
|
11.75% 25 Feb 2020 |
|
1,925,600 |
|
|
COLOMBIA REP |
|
10.5% 09 Jul 2010 |
|
576,300 |
|
|
COLUMBIA HCA HEALTHCARE CORP |
|
6.91% 15 Jun 2005 |
|
157,125 |
|
|
COLUMBIA/HCA HEALTHCARE CORP |
|
7.25% 20 May 2008 |
|
817,638 |
|
|
COMCAST CABLE COMMUNICATIONS |
|
6.75% 30 Jan 2011 |
|
479,569 |
|
|
COMCAST CORP |
|
6.5% 15 Jan 2015 |
|
1,117,388 |
|
|
COMED TRANSITIONAL FDG TR |
|
5.44% 25 Mar 2007 |
|
548,893 |
|
|
COMMONWEALTH EDISON CO |
|
6.15% 15 Mar 2012 |
|
2,642,363 |
|
|
CONOCO INC |
|
6.95% 15 Apr 2029 |
|
2,387,397 |
|
|
CONOCOPHILLIPS |
|
4.75% 15 Oct 2012 |
|
1,133,234 |
|
|
CONOCOPHILLIPS |
|
5.9% 15 Oct 2032 |
|
9,883 |
|
|
CONOCO FDG CO |
|
6.35% 15 Oct 2011 |
|
2,151,667 |
|
|
CONOCO FDG CO |
|
7.25% 15 Oct 2031 |
|
702,632 |
|
|
CONSECO FIN SECURITIZATIONS |
|
7.73% 01 May 2032 |
|
2,140,408 |
|
|
CONSECO FIN SECURITIZATIONS CO |
|
7.47% 01 Feb 2032 |
|
1,702,935 |
|
|
CONSECO FIN SECURITIZATIONS |
|
7.27% 01 Sep 2032 |
|
3,073,303 |
|
|
CONSECO FIN SECURITIZATIONS |
|
6.99% 01 Jul 2032 |
|
3,340,042 |
|
|
CONSECO FIN SECURITIZATIONS CO |
|
2.5% 01 Jan 2032 |
|
1,912,388 |
|
|
CONSTELLATION BRANDS INC |
|
8% 15 Feb 2008 |
|
120,990 |
|
|
CONTINENTAL AIRLS |
|
6.703% 15 Dec 2022 |
|
647,560 |
|
|
COX COMMUNICATIONS INC |
|
7.125% 01 Oct 2012 |
|
242,597 |
|
|
COX COMMUNICATIONS INC NEW |
|
4.625% 01 Jun 2013 |
|
553,672 |
|
|
COX COMMUNICATIONS INC NEW |
|
5.5% 01 Oct 2015 |
|
148,586 |
|
|
CREDIT SUISSE FIRST BOSTON USA |
|
4.625% 15 Jan 2008 |
|
2,026,251 |
|
|
D R HORTON INC |
|
5.875% 01 Jul 2013 |
|
14,280 |
|
|
DAIMLERCHRYSLER NORTH AMER |
|
4.05% 04 Jun 2008 |
|
1,483,513 |
|
|
DAIMLER CHRYSLER AUTO TR |
|
7.63% 08 Jun 2005 |
|
384,568 |
|
|
DAIMLERCHRYSLER MASTER OWNER T |
|
1% 16 May 2005 |
|
2,550,798 |
|
|
DEERE JOHN CAP CORP |
|
6% 15 Feb 2009 |
|
626,641 |
|
|
DELTA AIR LINES INC DEL TRS |
|
7.111% 18 Sep 2011 |
|
2,055,000 |
|
|
DELTA AIR LINES INC DEL PASS T |
|
6.718% 02 Jan 2023 |
|
1,971,188 |
|
|
DELTA AIR LINES INC DEL |
|
6.417% 02 Jul 2012 |
|
3,045,000 |
|
|
DEUTSCHE MTG + ASSET REC CORP |
|
6.538% 15 Jun 2031 |
|
3,723,610 |
|
|
DEUTSCHE TELEKOM INTL FIN B V |
|
5.25% 22 Jul 2013 |
|
1,883,115 |
|
|
DEVON ENERGY CORP |
|
7.95% 15 Apr 2032 |
|
1,750,224 |
|
|
DEVON FING CORP U L C |
|
6.875% 30 Sep 2011 |
|
348,442 |
|
|
DOMINION RES INC DEL |
|
5.7% 17 Sep 2012 |
|
1,789,734 |
|
|
DOMINION RES INC VA NEW |
|
4.125% 15 Feb 2008 |
|
768,248 |
|
|
DOW CHEM CO |
|
7.375% 01 Nov 2029 |
|
457,071 |
|
|
DUKE ENERGY CO |
|
5.625% 30 Nov 2012 |
|
522,614 |
|
|
DYNEGY HLDGS INC |
|
8.75% 15 Feb 2012 |
|
2,615,475 |
|
|
EMAC OWNER TRUST |
|
6.42% 15 Jan 2025 |
|
390,957 |
|
|
EASTMAN KODAK CO |
|
7.25% 15 Nov 2013 |
|
393,009 |
|
|
ECHOSTAR DBS CORP |
|
9.125% 15 Jan 2009 |
|
333,015 |
|
|
ECHOSTAR DBS CORP |
|
1% 01 Oct 2008 |
|
219,704 |
|
|
EIRCOM FDG |
|
8.25% 15 Aug 2013 |
|
431,925 |
|
|
EL PASO CORP |
|
0.01% 28 Feb 2021 |
|
174,800 |
|
|
EL PASO ENERGY |
|
7.8% 01 Aug 2031 |
|
1,889,550 |
|
|
EL PASO ENERGY CORP MTN |
|
7.75% 15 Jan 2032 |
|
701,100 |
|
|
EL PASO NAT GAS CO |
|
8.375% 15 Jun 2032 |
|
1,511,450 |
|
|
EL PASO ENERGY CORP DEL |
|
6.75% 15 May 2009 |
|
282,000 |
|
|
EMBARCADERO AIRCRAFT SEC TR |
|
1% 15 Aug 2025 |
|
1,890,182 |
|
|
EMERSON ELEC CO |
|
7.875% 01 Jun 2005 |
|
330,487 |
|
|
FFCA SECD LENDING CORP |
|
6.37% 18 Oct 2008 |
|
2,224,652 |
|
|
FFCA SECD LENDING CORP |
|
1.7244% 18 Nov 2011 |
|
174,874 |
|
|
FFCA SECD LENDING CORP |
|
1% 18 Sep 2027 |
|
943,196 |
|
|
FMC CORP |
|
10.25% 01 Nov 2009 |
|
224,640 |
|
|
FED HM LN PC POOL C00860 |
|
7% 01 Sep 2029 |
|
72,012 |
|
|
FEDERAL HOME LN MTG DISC NTS |
|
1.05% 11 Mar 2004 |
|
9,185,389 |
|
|
FEDERAL HOME LN BKS |
|
4.5% 16 Sep 2013 |
|
1,231,655 |
|
|
FEDERAL HOME LN MTG CORP |
|
6.75% 15 Sep 2029 |
|
1,151 |
|
|
FEDERAL HOME LN MTG CORP |
|
4.875% 15 Mar 2007 |
|
5,220,817 |
|
|
FEDERAL NATL MTG ASSN DISC NTS |
|
5.36% 26 Feb 1996 |
|
8,846,710 |
|
|
FEDERAL NATL MTG ASSN DISC NTS |
|
0.01% 24 Mar 2004 |
|
6,028,539 |
|
|
FEDERAL NATL MTG ASSN |
|
6.21% 06 Aug 2038 |
|
184,132 |
|
|
FEDERAL NATL MTG ASSN |
|
6.125% 15 Mar 2012 |
|
11,470,853 |
|
|
FNMA POOL 313046 |
|
9% 01 Aug 2026 |
|
111,066 |
|
|
FNMA POOL 535460 |
|
8% 01 Sep 2015 |
|
159,165 |
|
|
FNMA POOL 542564 |
|
8% 01 Aug 2015 |
|
59,375 |
|
|
FNMA POOL 555350 |
|
5.5% 01 Mar 2018 |
|
5,184,903 |
|
|
FNMA POOL 631364 |
|
5.5% 01 Feb 2017 |
|
107,548 |
|
|
FINANCING CORP PRINC FICO STRP |
|
0% 05 Apr 2019 |
|
152,666 |
|
|
FINANCING CORP PRINC FICO STRP |
|
0% 26 Sep 2019 |
|
2,118,856 |
|
|
FIRSTENERGY CORP |
|
6.45% 15 Nov 2011 |
|
684,866 |
|
|
FIRST ENERGY CORP |
|
7.375% 15 Nov 2031 |
|
3,986,025 |
|
|
FLEET HOME EQUITY LN TR |
|
1.33% 20 May 2031 |
|
2,823,061 |
|
|
FORD MTR CR CO |
|
5.75% 23 Feb 2004 |
|
246,314 |
|
|
FORD MTR CR CO |
|
7.375% 28 Oct 2009 |
|
219,709 |
|
|
FORD MTR CR CO |
|
7.875% 15 Jun 2010 |
|
235,442 |
|
|
FORD MTR CR CO |
|
6.875% 01 Feb 2006 |
|
1,389,894 |
|
|
FORD MTR CR CO |
|
7.375% 01 Feb 2011 |
|
1,145,045 |
|
|
FORD MTR CR CO |
|
7.25% 25 Oct 2011 |
|
7,007,246 |
|
|
FORD MTR CR CO |
|
1.97% 17 Aug 2004 |
|
2,500,000 |
|
|
FRESENIUS MED CARE CAP TR II |
|
GTD TR PFD SECS 7.875 |
|
203,300 |
|
|
FRESENIUS MED CARE CAP TR IV |
|
7.875% 15 Jun 2011 |
|
529,200 |
|
|
GMAC COML MTG SEC INC |
|
6.869% 15 Jul 2029 |
|
105,069 |
|
|
GMAC COML MTG SEC INC |
|
6.7% 15 May 2030 |
|
145,439 |
|
|
GNMA II POOL 003474 |
|
6% 20 Nov 2033 |
|
633,329 |
|
|
GNMA POOL 486470 |
|
6.5% 15 Aug 2028 |
|
95,782 |
|
|
GNMA POOL 486516 |
|
6.5% 15 Sep 2028 |
|
147,899 |
|
|
GNMA POOL 488303 |
|
7.5% 15 Dec 2028 |
|
20,412 |
|
|
GNMA POOL 780851 |
|
7.5% 15 Dec 2027 |
|
111,932 |
|
|
GNMA POOL 781001 |
|
7.5% 15 Mar 2029 |
|
165,129 |
|
|
GENERAL ELEC CO |
|
5% 01 Feb 2013 |
|
1,066,949 |
|
|
GENERAL ELEC CAP CORP |
|
8.75% 21 May 2007 |
|
700,325 |
|
|
GENERAL ELEC CAP CORP |
|
8.625% 15 Jun 2008 |
|
655,912 |
|
|
GENERAL ELEC CAP CORP |
|
7.875% 01 Dec 2006 |
|
217,506 |
|
|
GENERAL ELEC CAP CORP MTN |
|
6.8% 01 Nov 2005 |
|
2,491,432 |
|
|
GENERAL ELEC CAP CORP MTN |
|
6% 15 Jun 2012 |
|
947,652 |
|
|
GENERAL ELEC CAP CORP MTN |
|
5.45% 15 Jan 2013 |
|
2,013,821 |
|
|
GENERAL MTRS ACCEP CORP |
|
7.25% 02 Mar 2011 |
|
1,773,801 |
|
|
GENERAL MTRS NOVA SCOTIA FIN |
|
6.85% 15 Oct 2008 |
|
4,185,953 |
|
|
GEORGIA PAC CORP |
|
9.5% 01 Dec 2011 |
|
187,000 |
|
|
GEORGIA PAC CORP |
|
7.7% 15 Jun 2015 |
|
114,400 |
|
|
GEORGIA PAC CORP |
|
7.75% 15 Nov 2029 |
|
77,385 |
|
|
GEORGIA PAC CORP |
|
8.875% 15 May 2031 |
|
31,755 |
|
|
GEORGIA PAC CORP |
|
8.125% 15 May 2011 |
|
17,400 |
|
|
GEORGIA PAC CORP |
|
8.875% 01 Feb 2010 |
|
177,100 |
|
|
GOLDMAN SACHS GROUP INC |
|
6.875% 15 Jan 2011 |
|
799,528 |
|
|
GOVERNMENT NATL MTG ASSN |
|
1% 20 Aug 2031 |
|
702,761 |
|
|
HCA HEALTHCARE CO |
|
7.125% 01 Jun 2006 |
|
552,075 |
|
|
HMH PPTYS INC |
|
7.875% 01 Aug 2008 |
|
411,840 |
|
|
HMH PPTYS INC |
|
8.45% 01 Dec 2008 |
|
123,015 |
|
|
HSBC CAP FDG DLR 2 L P |
|
1% 22 Jul 2049 |
|
849,375 |
|
|
HARRAHS OPER INC |
|
7.875% 15 Dec 2005 |
|
386,705 |
|
|
BRAZIL (FEDERATIVE REPUBLIC) |
|
1% 15 Apr 2009 |
|
546,386 |
|
|
BRAZIL (FED REP) |
|
1% 15 Apr 2014 |
|
482,713 |
|
|
BRAZIL (FEDERATIVE REPUBLIC) |
|
8% 15 Apr 2014 |
|
2,051,529 |
|
|
BRAZIL(FED REP OF) |
|
1% 15 Apr 2012 |
|
1,436,000 |
|
|
BRAZIL(FED REP OF) |
|
1% 15 Apr 2012 |
|
1,502,300 |
|
|
RUSSIAN FEDERATION |
|
8.25% 31 Mar 2010 |
|
291,772 |
|
|
RUSSIAN FEDERATION |
|
5% 31 Mar 2030 |
|
3,911,700 |
|
|
HILTON HOTELS CORP |
|
7.625% 15 May 2008 |
|
665,250 |
|
|
HOLMES FING NO 4 PLC |
|
1% 15 Jul 2004 |
|
5,265,750 |
|
|
HOUSEHOLD FIN CORP |
|
7.2% 15 Jul 2006 |
|
902,318 |
|
|
HOUSEHOLD FIN CORP |
|
8% 15 Jul 2010 |
|
1,596,266 |
|
|
HOUSEHOLD FIN CORP |
|
6.75% 15 May 2011 |
|
1,621,793 |
|
|
HOUSEHOLD FIN CORP |
|
7% 15 May 2012 |
|
1,386,658 |
|
|
HOUSEHOLD FIN CORP |
|
6.375% 27 Nov 2012 |
|
385,559 |
|
|
HOUSEHOLD HOME EQUITY LN TR |
|
1% 22 Dec 2031 |
|
2,472,796 |
|
|
HOUSEHOLD HOME EQUITY LN TR |
|
1.69875% 20 Oct 2032 |
|
1,004,990 |
|
|
JOHNSON + JOHNSON |
|
8.25% 09 Nov 2004 |
|
1,241,858 |
|
|
HYDRO QUEBEC |
|
7.5% 01 Apr 2016 |
|
2,388,032 |
|
|
HYDRO QUEBEC |
|
6.3% 11 May 2011 |
|
2,490,872 |
|
|
IMC GLOBAL INC |
|
10.875% 01 Jun 2008 |
|
94,170 |
|
|
IMC GLOBAL INC |
|
11.25% 01 Jun 2011 |
|
428,740 |
|
|
ITT CORP NEV |
|
6.75% 15 Nov 2005 |
|
536,550 |
|
|
IRS USD |
|
5.4765% 08 Dec 2033 |
|
(10,637,025 |
) |
|
IRS 3ML USD |
|
1.18% 08 Dec 2033 |
|
10,499,055 |
|
|
IRS 3ML USD |
|
1.18% 08 Dec 2013 |
|
15,101,208 |
|
|
IMPAC CMB TR |
|
1.39875% 25 Jul 2031 |
|
1,355,217 |
|
|
IMPAC CMB TR |
|
1.78% 25 Mar 2033 |
|
7,245,554 |
|
|
IMPAC CMB TR |
|
1.44875% 25 Jan 2033 |
|
8,576,614 |
|
|
IMPAC CMB TRUST |
|
1% 25 Dec 2033 |
|
9,437,876 |
|
|
IRS USD |
|
4.78714% 08 Dec 2013 |
|
(15,294,035 |
) |
|
INTERNATIONAL PAPER CO |
|
5.5% 15 Jan 2014 |
|
420,983 |
|
|
IRWIN WHOLE LN HOME EQUITY TR |
|
1% 25 Oct 2027 |
|
5,352,254 |
|
|
GERMANY (FEDERAL REPUBLIC OF) |
|
5.5% 04 Jan 2031 |
|
7,739,255 |
|
|
JP MORGAN CHASE + CO |
|
6.625% 15 Mar 2012 |
|
2,723,883 |
|
|
J P MORGAN CHASE + CO |
|
5.75% 02 Jan 2013 |
|
744,484 |
|
|
KANSAS CITY SOUTHN RY CO |
|
9.5% 01 Oct 2008 |
|
717,278 |
|
|
KELLOGG CO |
|
6.6% 01 Apr 2011 |
|
3,261,431 |
|
|
KOREA DEV BK |
|
4.25% 13 Nov 2007 |
|
264,501 |
|
|
KRAFT FOODS INC |
|
2.08% 26 Feb 2004 |
|
2,510,000 |
|
|
LAMAR MEDIA CORP |
|
7.25% 01 Jan 2013 |
|
230,318 |
|
|
LB UBS COML MTG TR |
|
0.98462% 15 Mar 2036 |
|
673,356 |
|
|
PERU (REP) |
|
4% 07 Mar 2017 |
|
142,400 |
|
|
PERU (REP OF) |
|
5% 07 Mar 2017 |
|
2,372,965 |
|
|
LEHMAN BROS HLDGS INC |
|
6.625% 01 Apr 2004 |
|
1,459,381 |
|
|
LEHMAN BROS HLDGS INC |
|
8.25% 15 Jun 2007 |
|
304,069 |
|
|
LEHMAN BROS HLDG |
|
7% 01 Feb 2008 |
|
455,281 |
|
|
LEHMAN BROS HLDGS INC |
|
4% 22 Jan 2008 |
|
256,262 |
|
|
LEHMAN BROS COMML MTG TR |
|
1.35% 19 Nov 2012 |
|
1,466,924 |
|
|
LEHMAN BROTHERS |
|
1.36% 16 Aug 2013 |
|
6,815,353 |
|
|
LIBERTY MEDIA CORP |
|
8.25% 01 Feb 2030 |
|
11,990 |
|
|
LIBERTY MEDIA CORP |
|
3.75% 15 Feb 2030 |
|
45,763 |
|
|
LIBERTY MEDIA CORP NEW |
|
5.7% 15 May 2013 |
|
275,351 |
|
|
LIBERTY MEDIA CORP NEW |
|
1% 17 Sep 2006 |
|
4,540,726 |
|
|
LOCKHEED MARTIN CORP |
|
7.65% 01 May 2016 |
|
759,325 |
|
|
LOEWS CORP |
|
7% 15 Oct 2023 |
|
760,873 |
|
|
MGM MIRAGE |
|
8.375% 01 Feb 2011 |
|
553,700 |
|
|
GERMANY FED REP |
|
3.75% 04 Jan 2009 |
|
25,335,570 |
|
|
MANDALAY RESORT GROUP |
|
9.5% 01 Aug 2008 |
|
289,063 |
|
|
MANOR CARE INC |
|
7.5% 15 Jun 2006 |
|
813,585 |
|
|
MEADWESTVACO CORP |
|
6.85% 01 Apr 2012 |
|
1,285,666 |
|
|
MERRILL LYNCH MTG INVS INC |
|
6.31% 15 Nov 2026 |
|
792,800 |
|
|
MERRILL LYNCH + CO INC |
|
3.7% 21 Apr 2008 |
|
3,526,893 |
|
|
MERRILL LYNCH + CO INC |
|
3.375% 14 Sep 2007 |
|
372,360 |
|
|
MESA 2002 1 GLOABL ISSUANCE CO |
|
1% 18 Feb 2033 |
|
1,526,858 |
|
|
MEXICO UNITED MEXICAN STS |
|
11.5% 15 May 2026 |
|
8,739,000 |
|
|
SPINTAB AB |
|
5.75% 15 Jun 2005 |
|
3,594,916 |
|
|
MILLENIUM AMER INC |
|
7% 15 Nov 2006 |
|
174,463 |
|
|
MILLENNIUM AMER INC |
|
9.25% 15 Jun 2008 |
|
97,875 |
|
|
MIRAGE RESORTS INC |
|
7.25% 15 Oct 2006 |
|
109,125 |
|
|
MOHEGAN TRIBAL GAMING AUTH |
|
8.125% 01 Jan 2006 |
|
161,625 |
|
|
MOHEGAN TRIBAL GAMING |
|
8.375% 01 Jul 2011 |
|
479,600 |
|
|
MORGAN STANLEY DEAN WITTER |
|
7.75% 15 Jun 2005 |
|
1,082,925 |
|
|
NABISCO INC |
|
7.55% 15 Jun 2015 |
|
3,834,392 |
|
|
NEWS AMER HLDGS INC |
|
7.75% 20 Jan 2024 |
|
1,957,948 |
|
|
NEWS AMER INC |
|
6.75% 09 Jan 2038 |
|
2,880,905 |
|
|
NEXTEL COMMUNICATIONS INC |
|
7.375% 01 Aug 2015 |
|
331,700 |
|
|
NORFOLK SOUTHN CORP |
|
8.375% 15 May 2005 |
|
141,062 |
|
|
NORTHROP GRUMMAN CORP |
|
7.125% 15 Feb 2011 |
|
693,202 |
|
|
OMNICARE INC |
|
8.125% 15 Mar 2011 |
|
355,590 |
|
|
ONCOR ELEC DELIVERY CO |
|
6.375% 15 Jan 2015 |
|
478,500 |
|
|
ORION PWR HLDGS INC |
|
12% 01 May 2010 |
|
776,385 |
|
|
PDVSA FIN LTD |
|
9.95% 15 Feb 2020 |
|
601,400 |
|
|
PANAMSAT CORP NEW |
|
6.375% 15 Jan 2008 |
|
61,139 |
|
|
PANAMSAT CORP NEW |
|
8.5% 01 Feb 2012 |
|
262,991 |
|
|
PANAMA REP |
|
10.75% 15 May 2020 |
|
1,419,600 |
|
|
PANAMA REP |
|
9.625% 08 Feb 2011 |
|
735,735 |
|
|
PANAMA (REPUBLIC OF) |
|
9.375% 23 Jul 2012 |
|
798,000 |
|
|
PARK PL ENTMT CORP |
|
9.375% 15 Feb 2007 |
|
210,090 |
|
|
PARK PL ENTMT CORP |
|
7% 15 Apr 2013 |
|
171,666 |
|
|
PARKER + PARSLEY PETE CO DEL |
|
8.875% 15 Apr 2005 |
|
99,743 |
|
|
PARKER + PARSLEY PETE CO DE |
|
8.25% 15 Aug 2007 |
|
271,500 |
|
|
PEABODY ENERGY CORP |
|
6.875% 15 Mar 2013 |
|
557,156 |
|
|
PECO ENERGY TRANSITION TR |
|
1% 01 Mar 2006 |
|
34,997 |
|
|
PEGASUS AVIATION LEASE SECS II |
|
8.37% 25 Mar 2030 |
|
896,372 |
|
|
PEMEX FIN LTD |
|
9.03% 15 Feb 2011 |
|
574,747 |
|
|
PEPSICO INC |
|
4.5% 15 Sep 2004 |
|
3,166,381 |
|
|
PERU REP |
|
9.125% 21 Feb 2012 |
|
211,850 |
|
|
PERU REP |
|
9.875% 06 Feb 2015 |
|
256,300 |
|
|
PERU REP |
|
8.75% 21 Nov 2033 |
|
490,000 |
|
|
PETRONAS CAP LTD |
|
7.875% 22 May 2022 |
|
1,390,682 |
|
|
PETROZUATA FIN INC |
|
8.22% 01 Apr 2017 |
|
1,131,600 |
|
|
PHILLIP MORRIS CO INC |
|
7.75% 15 Jan 2027 |
|
3,409,373 |
|
|
PHILLIPS PETE CO |
|
7% 30 Mar 2029 |
|
543,608 |
|
|
PHILLIPS PETE CO |
|
8.5% 25 May 2005 |
|
420,291 |
|
|
PIONEER NAT RES CO |
|
9.625% 01 Apr 2010 |
|
5,090 |
|
|
KOREA DEPOSIT INS |
|
2.5% 11 Dec 2005 |
|
1,741,268 |
|
|
GERMANY (FED REP) |
|
5% 04 Jan 2012 |
|
14,495,089 |
|
|
QUEBEC PROV CDA |
|
6.125% 22 Jan 2011 |
|
2,214,645 |
|
|
QUEBEC PROV CDA MTN |
|
7.22% 22 Jul 2036 |
|
376,930 |
|
|
RAYTHEON CO |
|
6.75% 15 Aug 2007 |
|
773,229 |
|
|
RESIDENTIAL ASSET SEC MTG PASS |
|
2.0669% 25 Jun 2031 |
|
2,055,489 |
|
|
RESIDENTIAL REINS 2002 LTD |
|
6.32563% 01 Jun 2005 |
|
706,279 |
|
|
RESOLUTION FDG CORP |
|
8.125% 15 Oct 2019 |
|
587,120 |
|
|
REYNOLDS R J TOB HLDGS INC |
|
7.75% 15 May 2006 |
|
1,942,500 |
|
|
REYNOLDS R J TOB HLDGS INC |
|
7.875% 15 May 2009 |
|
1,021,650 |
|
|
SPX CORP |
|
7.5% 01 Jan 2013 |
|
235,988 |
|
|
SARA LEE CORP |
|
6.25% 15 Sep 2011 |
|
1,382,371 |
|
|
SCHULER HOMES |
|
9.375% 15 Jul 2009 |
|
270,000 |
|
|
SER 2000 2G MEDALLION TR |
|
1% 18 Dec 2031 |
|
969,318 |
|
|
SHAW COMMUNICATIONS INC |
|
8.25% 11 Apr 2010 |
|
9,060 |
|
|
SHAW COMMUNICATIONS INC |
|
7.25% 06 Apr 2011 |
|
281,125 |
|
|
SHAW COMMUNICATIONS INC |
|
7.2% 15 Dec 2011 |
|
242,200 |
|
|
SMITHFIELD FOODS INC |
|
8% 15 Oct 2009 |
|
249,100 |
|
|
SMITHFIELD FOODS INC |
|
7.75% 15 May 2013 |
|
283,195 |
|
|
SONAT INC |
|
7.625% 15 Jul 2011 |
|
2,401,200 |
|
|
SOUTHERN NAT GAS CO |
|
8% 01 Mar 2032 |
|
398,525 |
|
|
SPRINT CAP CORP |
|
7.625% 30 Jan 2011 |
|
44,803 |
|
|
SPRINT CAP CORP |
|
6% 15 Jan 2007 |
|
509,616 |
|
|
STATE STREET BANK + TRUST CO |
|
SHORT TERM INVESTMENT FUND |
|
185,949,561 |
|
|
STRUCTURED ASSET SECS CORP |
|
1% 01 Jan 2032 |
|
1,360,120 |
|
|
STRUCTURED ASSET SECS CORP |
|
1% 25 Aug 2032 |
|
5,403,312 |
|
|
STUDENT LN MARKETING ASSN GBAL |
|
5.25% 15 Mar 2006 |
|
1,065,694 |
|
|
SUMITOMO MITSUI BK CORP |
|
8% 15 Jun 2012 |
|
2,013,752 |
|
|
SYSTEMS 2001 A T LLC |
|
6.664% 15 Sep 2013 |
|
2,961,251 |
|
|
TCI COMMUNICATIONS INC |
|
7.875% 15 Feb 2026 |
|
1,496,939 |
|
|
TCI COMMUNICATIONS INC |
|
7.125% 15 Feb 2028 |
|
137,572 |
|
|
TARGET CORP |
|
5.875% 01 Mar 2012 |
|
2,343,344 |
|
|
TARGET CRED DEF SWAP |
|
0.15% 20 Jul 2004 |
|
3,650,000 |
|
|
TARGET CRED DEF SWAP |
|
1% 20 Jul 2004 |
|
(3,650,000 |
) |
|
TEEKAY SHIPPING CORP |
|
8.875% 15 Jul 2011 |
|
551,688 |
|
|
TELE COMMUNICATIONS INC |
|
9.8% 01 Feb 2012 |
|
1,218,771 |
|
|
TELE COMMUNICATIONS INC |
|
7.25% 01 Aug 2005 |
|
428,874 |
|
|
TELECOM ITALIA CAP |
|
5.25% 15 Nov 2013 |
|
1,009,575 |
|
|
TENET HEALTHCARE CORP |
|
6.375% 01 Dec 2011 |
|
991,670 |
|
|
TENET HEALTHCARE CORP |
|
7.375% 01 Feb 2013 |
|
3,662,750 |
|
|
TENNESSEE VALLEY AUTH |
|
7.125% 01 May 2030 |
|
2,374,768 |
|
|
TIME WARNER ENTMT CO L P |
|
8.375% 15 Jul 2033 |
|
63,224 |
|
|
TORRENS TRUST |
|
1% 15 Jul 2031 |
|
289,725 |
|
|
TOYOTA AUTO RECEIVABLES OWNER |
|
6.8% 15 Apr 2007 |
|
595,543 |
|
|
TRICON GLOBAL RESTAURANTS INC |
|
8.5% 15 Apr 2006 |
|
101,238 |
|
|
TXU ENERGY CO LLC |
|
7% 15 Mar 2013 |
|
532,886 |
|
|
TYCO INTL GROUP |
|
6.375% 15 Jun 2005 |
|
216,275 |
|
|
TYCO INTL GROUP S A |
|
7% 15 Jun 2028 |
|
1,605,900 |
|
|
TYCO INTL GROUP S A |
|
6.125% 15 Jan 2009 |
|
181,050 |
|
|
TYCO INTL GROUP S A |
|
100% 15 Jan 2029 |
|
3,555,200 |
|
|
TYCO INTL GROUP SA |
|
5.875% 01 Nov 2004 |
|
134,225 |
|
|
TYCO INTL GROUP S A |
|
6.125% 01 Nov 2008 |
|
256,800 |
|
|
TYCO INTL GROUP S A |
|
6.75% 15 Feb 2011 |
|
119,900 |
|
|
TYCO INTL GROUP S A |
|
6.375% 15 Oct 2011 |
|
6,326,100 |
|
|
US AWYS PASS THRU TRS |
|
8.36% 20 Jan 2019 |
|
854,307 |
|
|
UNILEVER CAPITAL |
|
7.125% 01 Nov 2010 |
|
664,134 |
|
|
UNITED MEXICAN STS |
|
8.375% 14 Jan 2011 |
|
5,853,900 |
|
|
UNITED STATES TRES BD STRP PRN |
|
0% 15 Nov 2021 |
|
8,105,084 |
|
|
UNITED STATES TREAS BD |
|
0.01% 15 Nov 2027 |
|
86,373 |
|
|
UNITED STATES TREAS BD |
|
0% 15 Aug 2028 |
|
676,857 |
|
|
UNITED STATES TREAS BDS |
|
9.875% 15 Nov 2015 |
|
298,375 |
|
|
UNITED STATES TREAS BDS |
|
3.625% 15 Apr 2028 |
|
23,415,563 |
|
|
UNITED STATES TREAS BDS |
|
3.875% 15 Apr 2029 |
|
41,235,842 |
|
|
UNITED STATES TREAS BDS |
|
0.7% 09 Jan 2004 |
|
37,568,147 |
|
|
UNITED STATES TREAS BDS |
|
3.375% 15 Apr 2032 |
|
3,165,379 |
|
|
UNITED STATES TREAS NTS |
|
1.625% 30 Apr 2005 |
|
70,208 |
|
|
UNITED STATES TREAS NTS |
|
1.875% 15 Jul 2013 |
|
3,667,946 |
|
|
UNITED STATES TREAS NTS |
|
4.25% 15 Aug 2013 |
|
505,789 |
|
|
UNITED STATES TREAS NTS |
|
3.125% 15 Oct 2008 |
|
1,257,638 |
|
|
UNITED STATES TREAS NTS |
|
3.375% 15 Nov 2008 |
|
11,248,932 |
|
|
UNITED STATES TREAS NTS |
|
4.25% 15 Nov 2013 |
|
26,938,939 |
|
|
UNITED STATES TREAS NTS |
|
1.875% 30 Nov 2005 |
|
731,369 |
|
|
UNITED STATES TRES SC STRP INT |
|
0% 15 Feb 2010 |
|
1,194,188 |
|
|
VENTAS RLTY LTD PARTNERSHIP |
|
8.75% 01 May 2009 |
|
324,860 |
|
|
VENTAS RLTY LTD PARTNERSHIP |
|
9% 01 May 2012 |
|
66,600 |
|
|
VERIZON GLOBAL FDG CORP |
|
4.375% 01 Jun 2013 |
|
261,078 |
|
|
VIACOM INC |
|
7.625% 15 Jan 2016 |
|
272,191 |
|
|
VIACOM INC |
|
7.875% 30 Jul 2030 |
|
768,293 |
|
|
VIACOM INC |
|
6.4% 30 Jan 2006 |
|
542,189 |
|
|
VINTAGE PETE INC |
|
8.25% 01 May 2012 |
|
701,960 |
|
|
VIVENDI UNIVERSAL SA |
|
6.25% 15 Jul 2008 |
|
424,125 |
|
|
VODAFONE AIRTOUCH PLC |
|
7.625% 15 Feb 2005 |
|
426,272 |
|
|
VODAFONE AIRTOUCH PLC |
|
7.875% 15 Feb 2030 |
|
2,337,243 |
|
|
WAMU MTG PASS THROUGH CTFS |
|
5.75% 25 Jan 2033 |
|
1,586,923 |
|
|
WFS FINL OWNER TR |
|
1% 20 Dec 2005 |
|
379,840 |
|
|
WASTE MGMT INC DEL |
|
7.375% 01 Aug 2010 |
|
1,783,692 |
|
|
WASTE MGMT INC DEL |
|
6.375% 15 Nov 2012 |
|
4,066,510 |
|
|
WELLS FARGO + CO NEW |
|
5% 15 Nov 2014 |
|
1,872,461 |
|
|
WELLS FARGO FINL INC |
|
5.875% 15 Aug 2008 |
|
1,027,151 |
|
|
WESTERN OIL SANDS INC |
|
8.375% 01 May 2012 |
|
275,578 |
|
|
WESTPORT RES CORP NEW |
|
8.25% 01 Nov 2011 |
|
138,443 |
|
|
WESTPORT RES CORP NEW |
|
8.25% 01 Nov 2011 |
|
75,814 |
|
|
WEYERHAEUSER CO |
|
6.75% 15 Mar 2012 |
|
1,470,954 |
|
|
WILLIAMS COS INC |
|
7.625% 15 Jul 2019 |
|
876,375 |
|
|
WILLIAMS COS INC |
|
7.75% 15 Jun 2031 |
|
1,611,225 |
|
|
WILLIAMS COS INC |
|
8.75% 15 Mar 2032 |
|
2,306,250 |
|
|
WILLIAMS COS INC |
|
8.625% 01 Jun 2010 |
|
778,239 |
|
|
XL CAP FIN EUROPE PLC |
|
6.5% 15 Jan 2012 |
|
364,991 |
|
|
XTO ENERGY INC |
|
7.5% 15 Apr 2012 |
|
257,925 |
|
|
XTO ENERGY INC |
|
6.25% 15 Apr 2013 |
|
747,109 |
|
|
CMBS ERISA INDEX |
|
AUG 549 PUT |
|
(71,000 |
) |
|
CMBS INDEX OPTION |
|
AUG 423 CALL |
|
319,289 |
|
|
SWAPTION |
|
SEP 100 PUT(SWAPTION CHASE187) |
|
(79,296 |
) |
|
U S TREAS NOTES 10YR FUTURES |
|
MAR 114 CALL |
|
(339,844 |
) |
|
U S TREAS NOTES 10YR FUTURES |
|
MAR 116 CALL |
|
(54,922 |
) |
|
U S TREAS BONDS |
|
MAR 102 PUT |
|
(78,625 |
) |
|
U S TREAS NOTES 10YR FUTURES |
|
|
|
(2,207,368 |
) |
|
U S TREAS BONDS FUTURES |
|
MAR 112 CALL |
|
(170,625 |
) |
|
U S TREAS BOND FTRS |
|
MAR 105 PUT |
|
(164,313 |
) |
|
U S TREAS BONDS FUTURES |
|
MAR 104 PUT |
|
(86,625 |
) |
|
U S TREAS BONDS |
|
MAR 106 PUT |
|
(135,938 |
) |
|
CANADIAN DOLLAR |
|
|
|
140 |
|
|
EURO CURRENCY |
|
|
|
228,651 |
|
|
POUND STERLING |
|
|
|
856,099 |
|
|
NEW ZEALAND DOLLAR |
|
|
|
42 |
|
|
SWEDISH KRONA |
|
|
|
662 |
|
|
US DOLLAR |
|
|
|
(355,490 |
) |
|
US DOLLAR |
|
|
|
1,502,979 |
|
|
US DOLLAR |
|
|
|
300,000 |
|