Misc Reports Account number STRCC 31 Mar 10 · Account number STRCC Page 1 of 112 ... B1YC5L4...

Misc Reports31 Mar 10

Asset Detailu

Account number STRCC

of 112

Description

Asset ID Shares/PAR value Market value Market price Cost

Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income

STRATHCLYDE PENSION FUND

Equities

Common stock

APN NEWS & MEDIA NPV

6068574 215,840.00 301,688.43 2.310 275,083.23 26,605.20 0.00 301,688.43 5,224.04

AQUARIUS PLATINUM COM USD0.05

6175366 93,100.00 388,699.09 6.900 351,160.60 37,538.49 0.00 388,699.09 1,227.50

ASCIANO LIMITED NPV

B1YC5L4 1,139,159.00 1,306,195.88 1.895 780,877.55 525,318.33 0.00 1,306,195.88 0.00

AUSENCO NPV

B15CDJ7 79,964.00 212,893.27 4.400 188,177.18 24,716.09 2,177.32 215,070.59 4,596.56

BENDIGO AND ADELAIDE BANK LTD NPV

6091280 43,400.00 262,605.90 10.000 243,574.01 19,031.89 0.00 262,605.90 16,281.57

BHP BILLITON LTD NPV

6144690 252,509.00 6,660,065.20 43.590 5,799,746.86 860,318.34 0.00 6,660,065.20 138,164.98

BILLABONG INTL NPV

6277916 218,940.00 1,496,987.96 11.300 1,310,800.50 186,187.46 23,845.82 1,520,833.78 57,892.37

BLUESCOPE STEEL NPV

6533232 150,000.00 264,118.61 2.910 257,776.17 6,342.44 0.00 264,118.61 0.00

BOART LONGYEAR NPV

B1PPRK5 1,604,835.00 325,304.41 0.335 233,204.29 92,100.12 0.00 325,304.41 0.00

BRAMBLES LTD NPV

B1FJ0C0 4,780,752.00 21,290,643.09 7.360 18,380,127.64 2,910,515.45 361,593.81 21,652,236.90 783,935.36

CENTENNIAL COAL CO NPV

6185622 590,776.00 1,522,815.16 4.260 1,331,280.38 191,534.78 14,298.74 1,537,113.90 37,891.65

COCA-COLA AMATIL NPV

6123451 771,119.00 5,249,146.29 11.250 3,613,852.62 1,635,293.67 116,647.70 5,365,793.99 202,966.99

COCHLEAR LTD NPV

6211798 154,434.00 6,806,558.90 72.840 6,450,010.62 356,548.28 0.00 6,806,558.90 177,546.16

*Generated by Northern Trust from periodic data on 15 Apr 15 B412Northern Trust


Asset Detailu


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gain/loss

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income/expense

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annual income


Equities

Common stock

CONSOLIDATED MEDIA HOLDINGS LIMITED

6637082 211,208.00 402,564.68 3.150 230,986.72 171,577.96 13,418.82 415,983.50 26,837.65

CSL LTD NPV

6185495 119,960.00 2,644,297.89 36.430 2,369,624.01 274,673.88 20,166.86 2,664,464.75 54,439.29

CSR LIMITED NPV

6238645 436,300.00 436,916.01 1.655 329,726.07 107,189.94 0.00 436,916.01 10,559.90

DOWNER EDI LTD NPV

6465573 365,477.00 1,671,847.25 7.560 1,304,801.44 367,045.81 28,969.84 1,700,817.09 64,352.85

FAIRFAX MEDIA LIMITED HLDGS NPV

6467074 720,689.00 784,937.63 1.800 471,575.20 313,362.43 0.00 784,937.63 4,796.84

FLEETWOOD CORP LTD NPV

6341855 106,180.00 578,229.15 9.000 513,462.22 64,766.93 0.00 578,229.15 42,403.47

GUJARAT NRE COKING COAL LTD

B1Y4P43 1,200,000.00 508,269.48 0.700 434,576.80 73,692.68 0.00 508,269.48 0.00

JAMES HARDIE INDUSTRIES PLC

B60QWJ2 2,327,516.00 10,224,546.29 7.260 8,933,765.02 1,290,781.27 0.00 10,224,546.29 0.00

METCASH LIMITED NPV

B0744W4 422,650.00 1,058,756.19 4.140 876,785.50 181,970.69 0.00 1,058,756.19 63,934.55

MINERAL RESOURCES NPV

B17ZL56 107,000.00 481,046.81 7.430 468,845.49 12,201.32 0.00 481,046.81 12,171.84

MMA OFFSHORE LTD

6156941 296,418.00 491,439.30 2.740 312,760.65 178,678.65 0.00 491,439.30 12,555.02

NEWCREST MINING LTD NPV

6637101 169,740.00 3,370,835.23 32.820 1,290,298.35 2,080,536.88 5,135.34 3,375,970.57 20,541.35

OIL SEARCH LTD NPV

6657604 896,870.00 3,234,376.00 5.960 2,390,918.86 843,457.14 12,050.31 3,246,426.31 23,650.08



Asset Detailu


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Unrealized

gain/loss

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income/expense

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annual income


Equities

Common stock

ONESTEEL NPV

6293729 516,937.00 1,219,879.62 3.900 821,549.31 398,330.31 15,639.48 1,235,519.10 28,151.07

ORICA LIMITED NPV

6458001 40,828.00 661,828.66 26.790 405,975.54 255,853.12 0.00 661,828.66 27,570.02

PAPERLINX NPV

6222206 800,000.00 324,324.34 0.670 317,998.11 6,326.23 0.00 324,324.34 0.00

PRIMARY HEALTH CAR NPV

6117766 140,035.00 377,060.78 4.450 383,974.17 -6,913.39 0.00 377,060.78 18,641.21

QANTAS AIRWAYS NPV

6710347 1,174,549.00 2,018,386.02 2.840 1,422,196.37 596,189.65 0.00 2,018,386.02 0.00

RAMSAY HEALTH CARE NPV

6041995 31,300.00 263,632.12 13.920 209,530.64 54,101.48 4,925.37 268,557.49 7,575.64

RED FORK ENERGY NPV

B0LN2G7 370,000.00 176,865.68 0.790 227,370.11 -50,504.43 0.00 176,865.68 0.00

SAI GLOBAL LTD NPV

6716958 245,392.00 590,960.19 3.980 402,698.82 188,261.37 0.00 590,960.19 17,669.41

SALMAT LTD NPV

6571511 50,000.00 128,580.08 4.250 116,012.52 12,567.56 3,327.95 131,908.03 6,655.91

SEDGMAN LIMITED NPV

B154TW8 358,699.00 355,949.81 1.640 267,161.68 88,788.13 0.00 355,949.81 13,022.55

SEEK LIMITED NPV

B0767Y3 107,299.00 520,696.66 8.020 229,974.40 290,722.26 3,376.09 524,072.75 6,427.55

SMS MANAGEMENT & T NPV

6029054 65,354.00 256,644.30 6.490 204,327.18 52,317.12 0.00 256,644.30 10,874.76

TASSAL GROUP NPV

6710701 0.00 0.00 1.570 0.00 0.00 2,708.35 2,708.35 0.00



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income/expense

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including accruals

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annual income


Equities

Common stock

TELSTRA CORP LTD NPV

6087289 6,670,257.00 12,067,811.16 2.990 12,816,089.42 -748,278.26 0.00 12,067,811.16 1,130,096.03

TEN NETWORK HLDGS NPV

6108373 344,626.00 396,201.75 1.900 275,732.38 120,469.37 0.00 396,201.75 0.00

TOLL HLDGS LTD NPV

6693749 492,287.00 2,210,227.73 7.420 1,484,189.99 726,037.74 34,255.55 2,244,483.28 74,468.59

WEST AUST'N NEWSPAPERS HOLDINGS NPV

6949431 80,000.00 383,864.48 7.930 383,387.63 476.85 0.00 383,864.48 29,528.04

WESTPAC BKG CORP NPV

6076146 61,420.00 1,034,650.79 27.840 869,498.21 165,152.58 0.00 1,034,650.79 43,110.45

WOODSIDE PETROLEUM NPV

6979728 489,630.00 13,894,905.97 46.900 12,801,498.76 1,093,407.21 0.00 13,894,905.97 325,893.32

WOOLWORTHS LTD NPV

6981239 893,046.00 15,130,267.65 28.000 11,282,483.33 3,847,784.32 286,394.35 15,416,662.00 588,999.71

CAP-XX ORD NPV

B12V9Z5 5,209,072.00 1,797,129.84 0.345 1,069,127.75 728,002.09 0.00 1,797,129.84 0.00

ESERVGLOBAL NPV

B03BH53 4,785,889.00 1,603,272.82 0.335 1,698,261.57 -94,988.75 0.00 1,603,272.82 0.00

ANDRITZ AG NPV (BR)

B1WVF68 102,862.00 4,023,439.25 43.850 3,383,457.75 639,981.50 91,754.60 4,115,193.85 91,754.60

TELEKOM AUSTRIA AG NPV(BR)

4635088 164,904.00 1,522,454.87 10.350 1,843,250.64 -320,795.77 0.00 1,522,454.87 110,322.82

VIENNA INS GRP AG WIEN NPV (BR)

B0BKSS2 13,615.00 474,861.86 39.100 439,881.16 34,980.70 0.00 474,861.86 10,930.32

AGFA GEVAERT NV NPV

5689051 156,419.00 799,497.32 5.730 742,579.41 56,917.91 0.00 799,497.32 0.00



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income/expense

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annual income


Equities

Common stock

BARCO NPV

4704096 26,727.00 795,810.07 33.380 864,529.05 -68,718.98 0.00 795,810.07 0.00

BEKAERT SA NPV

507906X 10,975.00 1,304,012.16 133.200 1,103,520.32 200,491.84 0.00 1,304,012.16 28,782.25

CFE NPV

4318260 29,792.00 1,093,293.67 41.140 996,138.02 97,155.65 0.00 1,093,293.67 31,889.95

COLRUYT SA NPV

507405W 9,018.00 1,466,056.32 182.250 1,207,618.44 258,437.88 0.00 1,466,056.32 32,498.59

D'IETEREN TRADING NPV

400500S 2,309.00 772,374.78 375.000 790,182.06 -17,807.28 0.00 772,374.78 6,693.92

GPE BRUXELLES LAM NPV

7097328 200,655.00 11,709,366.84 65.420 9,195,711.75 2,513,655.09 0.00 11,709,366.84 433,149.92

MOBISTAR NPV

5541979 51,690.00 2,100,926.18 45.565 2,297,921.11 -196,994.93 0.00 2,100,926.18 209,792.91

ALL AMERICA LATINA UNITS (REP 4 PRF & 1 COM)

B06QT37 1,788,300.00 10,767,274.34 16.300 9,566,349.49 1,200,924.85 0.00 10,767,274.34 0.00

BANCO SANTANDER(BR UNITS (1 COM & 1 PRF)

B4V5RY4 457,900.00 3,717,715.31 21.980 3,832,520.37 -114,805.06 17,818.60 3,735,533.91 0.00

BCO DO BRASIL SA COM NPV

2328595 219,900.00 2,424,640.54 29.850 1,209,156.48 1,215,484.06 16,385.05 2,441,025.59 80,496.44

BM&FBOVESPA SA COM NPV

B2RHNV9 2,183,200.00 9,709,521.04 12.040 8,518,687.41 1,190,833.63 24,104.43 9,733,625.47 109,675.65

CIELO SA COM NPV

B614LY3 402,800.00 2,492,195.29 16.750 1,883,514.16 608,681.13 0.00 2,492,195.29 114,417.80

CYRELA BRAZIL RLTY S A EMPREENDIMENTOS ECOM NPV

2189855 372,300.00 2,896,204.35 21.060 1,994,753.75 901,450.60 0.00 2,896,204.35 25,441.49



Asset Detailu


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income/expense

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Common stock

OLEO E GAS PART SA COM NPV

B19RPM5 1,770,000.00 10,885,924.10 16.650 8,959,563.04 1,926,361.06 0.00 10,885,924.10 0.00

REDECARD SA COM NPV

B1Z8B68 287,400.00 3,492,693.37 32.900 2,296,647.41 1,196,045.96 0.00 3,492,693.37 219,965.37

ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR

2616580 1,030,000.00 30,209,438.31 44.490 29,176,212.73 1,033,225.58 0.00 30,209,438.31 72,654.75

ADR VALE S A ADR

2857334 1,428,600.00 30,316,191.55 32.190 22,372,922.82 7,943,268.73 0.00 30,316,191.55 337,160.50

EMERGING METALS LT ORD NPV

B3BBF96 550,116.00 41,946.35 0.076 26,392.47 15,553.88 0.00 41,946.35 0.00

BANK OF MONTREAL COM NPV

2076009 88,000.00 3,525,212.63 61.650 1,834,627.31 1,690,585.32 0.00 3,525,212.63 169,255.95

BARRICK GOLD CORP COM NPV

2024644 383,000.00 9,698,369.88 38.970 5,675,524.69 4,022,845.19 0.00 9,698,369.88 201,990.88

BCE INC COM NPV

B188TH2 333,800.00 6,474,410.50 29.850 4,868,007.83 1,606,402.67 80,198.10 6,554,608.60 505,372.75

CAMECO CORP COM NPV

2166160 292,900.00 5,292,854.12 27.810 4,890,828.78 402,025.34 11,324.16 5,304,178.28 76,128.79

CDN NATURAL RESOURCES COMMON STOCK

2171573 149,600.00 7,307,111.05 75.170 4,838,458.08 2,468,652.97 12,394.00 7,319,505.05 48,603.91

CENOVUS ENERGY INC COM NPV

B57FG04 594,000.00 10,239,842.08 26.530 8,820,748.46 1,419,093.62 0.00 10,239,842.08 292,952.89

CENTERRA GOLD INC COM NPV

B01NXQ4 393,500.00 3,400,681.36 13.300 2,349,933.17 1,050,748.19 0.00 3,400,681.36 0.00

CGI GROUP INC 'A'SUB-VTG NPV

2159740 145,000.00 1,432,125.75 15.200 1,340,857.01 91,268.74 0.00 1,432,125.75 0.00



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Common stock

ELDORADO GOLD CORP COM NPV

2307873 1,300,800.00 10,421,810.42 12.330 10,436,023.59 -14,213.17 0.00 10,421,810.42 0.00

ENBRIDGE INC COM NPV

2466149 105,276.00 3,313,622.83 48.440 1,712,231.16 1,601,391.67 0.00 3,313,622.83 86,192.50

ENCANA CORP COM NPV

2793193 512,800.00 10,529,425.18 31.600 8,696,326.22 1,833,098.96 0.00 10,529,425.18 135,223.14

FAIRFAX FINL HLDGS SUB-VTG COM NPV

2566351 89,300.00 22,160,047.20 381.900 18,154,901.47 4,005,145.73 0.00 22,160,047.20 58,870.06

GEORGE WESTON COM NPV

2956662 31,800.00 1,449,520.49 70.150 961,124.79 488,395.70 6,322.93 1,455,843.42 29,754.95

GOLDCORP INC COM NPV

2676302 247,100.00 6,093,321.45 37.950 3,326,834.20 2,766,487.25 0.00 6,093,321.45 97,738.80

IAMGOLD CORP COM NPV

2446646 492,100.00 4,316,748.01 13.500 3,193,231.49 1,123,516.52 0.00 4,316,748.01 16,220.58

INMET MINING CORP COM NPV

2583026 39,300.00 1,506,911.44 59.010 1,210,324.35 296,587.09 0.00 1,506,911.44 5,107.31

INTACT FINL CORP COM NPV

B04YJV1 79,400.00 2,311,878.52 44.810 1,786,334.07 525,544.45 0.00 2,311,878.52 86,366.54

KINROSS GOLD CORP COM

B03Z841 507,100.00 5,723,517.21 17.370 6,070,108.53 -346,591.32 0.00 5,723,517.21 26,744.02

METRO INC COM NPV

2583952 51,000.00 1,395,484.39 42.110 1,099,330.61 296,153.78 0.00 1,395,484.39 12,095.74

NATL BK OF CANADA COM NPV

2077303 46,700.00 1,876,531.79 61.840 1,683,696.10 192,835.69 15,991.79 1,892,523.58 13,351.78

NEXEN INC COM NPV

2172219 320,613.00 5,235,319.37 25.130 4,268,836.08 966,483.29 8,854.00 5,244,173.37 62,498.84



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income/expense

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Common stock

POTASH CORP SASK COM NPV

2696980 76,500.00 6,028,651.61 121.280 3,962,053.62 2,066,597.99 0.00 6,028,651.61 56,483.61

RESEARCH IN MOTION COM NPV

2117265 104,800.00 5,124,333.08 75.250 4,058,143.21 1,066,189.87 0.00 5,124,333.08 0.00

RITCHIE BROS AUCTI COM NPV

2345390 464,283.00 6,609,897.48 21.910 6,594,613.42 15,284.06 0.00 6,609,897.48 293,830.60

SHOPPERS DRUG MART COM

2821191 478,100.00 13,557,295.10 43.640 11,560,100.88 1,997,194.22 59,414.13 13,616,709.23 31,066.21

YAMANA GOLD INC COM NPV

2219279 250,700.00 1,637,155.61 10.050 1,820,825.74 -183,670.13 1,404.81 1,638,560.42 6,610.85

CAZA OIL & GAS INC COM NPV

B28XF54 3,260,869.00 118,206.50 0.036 749,999.87 -631,793.37 0.00 118,206.50 0.00

TURBO POWER SYSTEM COM NPV

3001226 11,821,610.00 171,413.35 0.015 1,066,246.62 -894,833.27 0.00 171,413.35 0.00

BARRICK GOLD CORP

2024677 249,600.00 6,308,697.59 38.340 5,431,477.22 877,220.37 0.00 6,308,697.59 32,909.22

LULULEMON ATHLETICA INC COM

B23FN39 38,500.00 1,053,299.42 41.500 451,329.35 601,970.07 0.00 1,053,299.42 0.00

NORTEL NETWORKS CORP NEW COM

B1H4Y87 187.00 6.04 0.049 0.00 6.04 0.00 6.04 0.00

CATHAY INTL HLDGS COM SHS USD0.05

3019025 6,602,055.00 2,558,296.31 0.388 1,878,400.08 679,896.23 0.00 2,558,296.31 0.00

AMVIG HOLDINGS LIMITED HKD0.01

B00GWP6 1,564,000.00 476,704.82 3.590 644,178.43 -167,473.61 0.00 476,704.82 5,709.84

ANHUI CONCH CEMENT 'H'CNY1

6080396 170,000.00 740,431.06 51.300 253,630.63 486,800.43 0.00 740,431.06 5,746.46



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BANK OF CHINA LTD 'H'CNY1

B154564 5,369,000.00 1,887,174.62 4.140 1,873,132.58 14,042.04 0.00 1,887,174.62 63,817.50

CHINA BLUECHEMICAL LTD H SHS

B1DN3X6 688,000.00 295,567.92 5.060 236,016.97 59,550.95 0.00 295,567.92 4,651.25

CHINA LIFE INSURANCE CO 'H' CNY1

6718976 959,000.00 3,028,864.81 37.200 1,671,214.06 1,357,650.75 0.00 3,028,864.81 21,250.91

CHINA MINSHENG BAN 'H'CNY1

B57JY24 1,745,000.00 1,186,714.61 8.010 1,232,111.47 -45,396.86 0.00 1,186,714.61 0.00

CHINA MOBILE LTD HKD0.10

6073556 769,500.00 4,880,311.79 74.700 4,258,088.90 622,222.89 0.00 4,880,311.79 183,191.36

CHINA NATIONAL BUI 'H'CNY1

B0Y91C1 578,000.00 738,063.99 15.040 468,892.75 269,171.24 0.00 738,063.99 2,502.74

CHINA OVERSEAS LAND & INVESTMNT HKD0.10

6192150 6,953,440.00 10,354,941.36 17.540 4,675,720.41 5,679,220.95 0.00 10,354,941.36 118,072.31

CHINA SHENHUA ENERGY CO 'H'

B09N7M0 8,951,000.00 25,496,609.05 33.550 20,871,817.27 4,624,791.78 0.00 25,496,609.05 458,174.12

GLORIOUS PROPERTY HKD0.01

B3B9H94 801,000.00 223,741.61 3.290 218,860.67 4,880.94 0.00 223,741.61 0.00

HIDILI INDS INTL D HKD0.1

B2471B8 368,000.00 264,011.52 8.450 261,745.68 2,265.84 0.00 264,011.52 0.00

INDUSTRIAL & COMMERCIAL BANK CHINA 'H'

B1G1QD8 50,128,000.00 25,195,351.83 5.920 23,903,920.29 1,291,431.54 0.00 25,195,351.83 823,023.86

KUNLUN ENERGY CO COMSTK

6340078 11,084,000.00 10,257,496.05 10.900 9,838,569.47 418,926.58 0.00 10,257,496.05 0.00

KUNLUN ENERGY COMPANY LTD HKD0.01

2A1SCBW 616,000.00 570,066.54 10.900 571,019.98 -953.44 0.00 570,066.54 3,660.98



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MINTH GRP HKD0.1

B0RJCG9 730,000.00 805,720.76 13.000 367,578.90 438,141.86 0.00 805,720.76 13,573.30

NEW WORLD DEPARTME HKD0.10

B1Z69H9 1,774,000.00 1,126,609.89 7.480 862,003.01 264,606.88 0.00 1,126,609.89 22,592.44

PARKSON RETAIL GRO HKD0.02

B0HZZ57 1,085,000.00 1,234,391.38 13.400 860,761.39 373,629.99 0.00 1,234,391.38 15,718.25

PORTS DESIGN HKD0.0025

B03XK94 79,000.00 132,133.11 19.700 114,787.30 17,345.81 0.00 132,133.11 3,219.49

SPG LD (HOLDINGS) IPO

B1FJNT8 1,350,000.00 570,796.70 4.980 480,912.19 89,884.51 0.00 570,796.70 9,742.51

TINGYI(CAYMAN ISL) USD 0.005

6903556 714,000.00 1,112,984.80 18.360 974,431.00 138,553.80 0.00 1,112,984.80 16,003.69

ADR BAIDU INC SPONSORED ADR

B0FXT17 39,800.00 15,663,918.80 597.000 9,089,506.48 6,574,412.32 0.00 15,663,918.80 0.00

#REORG/NOVO-NORDISK MAND EXCH NOVA NORDISK A/S-B 8A4VFZU 02/02/2014

7077524 265,128.00 13,587,050.09 427.700 9,273,289.19 4,313,760.90 0.00 13,587,050.09 238,257.83

A.P. MOLLER-MAERSK SER'B'DKK1000

4253048 2,001.00 10,069,935.99 42,000.000 8,895,158.57 1,174,777.42 0.00 10,069,935.99 77,922.12

CARLSBERG SER'B'DKK20

4169219 178,195.00 9,877,146.00 462.600 7,945,904.17 1,931,241.83 0.00 9,877,146.00 74,729.81

COLOPLAST SER'B'DKK5

B04TZX0 9,477.00 689,270.83 607.000 725,936.54 -36,665.71 0.00 689,270.83 7,948.76

DANISCO A/S DKK20

4155586 13,676.00 673,490.14 411.000 577,539.38 95,950.76 0.00 673,490.14 12,289.97

DANSKE BANK A/S DKK10

4588825 191,460.00 3,110,771.24 135.600 2,958,096.62 152,674.62 0.00 3,110,771.24 0.00



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DSV DKK1

B1WT5G2 886,261.00 10,459,916.07 98.500 8,514,836.71 1,945,079.36 22,565.81 10,482,481.88 26,548.01

FLSMIDTH & CO A/S SER'B'DKK20

5263574 19,936.00 913,453.07 382.400 890,653.99 22,799.08 0.00 913,453.07 11,943.69

NOVOZYMES A/S SER'B'DKK10

4658535 195,197.00 14,267,021.12 610.000 11,251,310.75 3,015,710.37 0.00 14,267,021.12 134,484.22

VESTAS WIND SYSTEM DKK1

5964651 78,550.00 2,818,858.96 299.500 2,215,569.42 603,289.54 0.00 2,818,858.96 0.00

SES NPV

5493434 127,575.00 2,085,935.75 18.330 1,700,502.88 385,432.87 0.00 2,085,935.75 75,107.34

CARGOTEC OYJ NPV ORD 'B'

B09M9L0 43,646.00 833,943.83 21.420 819,722.67 14,221.16 0.00 833,943.83 15,573.18

KESKO OYJ EUR2 SER'B'

4490005 26,429.00 686,978.53 29.140 621,259.42 65,719.11 21,217.59 708,196.12 21,217.59

KONE CORPORATION NPV ORD 'B'

B09M9D2 576,942.00 15,748,038.52 30.600 13,448,037.78 2,300,000.74 0.00 15,748,038.52 669,034.32

NOKIA OYJ EUR0.06

5902941 1,949,980.00 20,055,447.20 11.530 18,536,437.24 1,519,009.96 0.00 20,055,447.20 695,765.73

NOKIAN RENKAAT OYJ NPV

B07G378 41,655.00 714,528.09 19.230 630,686.72 83,841.37 0.00 714,528.09 14,862.78

POHJOLA PANKKI NPV SER'A'

5665233 107,201.00 795,600.50 8.320 756,831.52 38,768.98 32,512.52 828,113.02 32,512.52

SAMPO PLC SER'A'NPV

5226038 790,072.00 13,841,432.54 19.640 10,133,907.48 3,707,525.06 0.00 13,841,432.54 704,757.26

STORA ENSO OYJ NPV SER'R'

5072673 576,738.00 2,901,553.33 5.640 2,527,740.01 373,813.32 0.00 2,901,553.33 102,891.96



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TIETO OYJ ORD NPV

5479702 55,166.00 843,441.95 17.140 728,641.46 114,800.49 24,604.49 868,046.44 24,604.49

YIT OYJ EUR1

B11BQV1 58,161.00 887,157.77 17.100 538,646.89 348,510.88 19,590.82 906,748.59 20,752.23

POWERFLUTE OYJ NPV(DI)

B1VWQG9 7,287,055.00 1,967,504.85 0.270 2,018,895.55 -51,390.70 0.00 1,967,504.85 0.00

ACCOR EUR3

5852842 2,417.00 88,309.92 40.960 80,808.16 7,501.76 0.00 88,309.92 2,263.80

AIR LIQUIDE(L') EUR5.50

B1YXBJ7 114,705.00 9,094,090.70 88.880 6,983,305.19 2,110,785.51 0.00 9,094,090.70 230,217.19

ALSTOM EUR7.0

B0DJ8Q5 225,294.00 9,278,598.59 46.170 9,572,828.62 -294,230.03 0.00 9,278,598.59 225,081.88

AXA EUR2.29

7088429 129,940.00 1,909,015.03 16.470 2,009,679.65 -100,664.62 0.00 1,909,015.03 63,749.74

BNP PARIBAS EUR2

7309681 444,937.00 22,567,230.45 56.860 18,938,112.27 3,629,118.18 0.00 22,567,230.45 595,336.72

BOUYGUES EUR1

4002121 410,030.00 13,613,346.17 37.220 11,639,025.95 1,974,320.22 0.00 13,613,346.17 585,205.64

CFAO NPV

B0J6Q00 294,591.00 7,250,101.08 27.590 7,341,453.83 -91,352.75 0.00 7,250,101.08 204,968.43

CGG EUR0.40

4215394 53,597.00 1,004,236.62 21.005 956,000.58 48,236.04 0.00 1,004,236.62 0.00

CIE DE ST-GOBAIN EUR4

7380482 111,400.00 3,537,594.70 35.600 3,696,772.59 -159,177.89 0.00 3,537,594.70 99,370.64

DANONE EUR0.25

B1Y9TB3 247,481.00 9,845,768.21 44.600 9,334,127.01 511,641.20 0.00 9,845,768.21 264,908.56



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EDF EUR0.5

B0NJJ17 86,900.00 3,131,655.84 40.400 3,020,170.25 111,485.59 0.00 3,131,655.84 89,143.67

ESSILOR INTL EUR0.18

7212477 355,176.00 14,976,216.18 47.270 12,348,630.60 2,627,585.58 0.00 14,976,216.18 221,776.00

GDF SUEZ EUR1

B0C2CQ3 99,941.00 2,549,662.00 28.600 2,481,111.84 68,550.16 0.00 2,549,662.00 131,049.06

JC DECAUX SA NPV

7136663 45,500.00 839,739.87 20.690 709,444.97 130,294.90 0.00 839,739.87 0.00

KLEPIERRE EUR1.40

7582556 59,900.00 1,553,796.40 29.080 1,546,567.99 7,228.41 0.00 1,553,796.40 66,789.74

LAFARGE EUR4

4502706 63,114.00 2,933,163.79 52.100 2,981,591.05 -48,427.26 0.00 2,933,163.79 112,597.46

L'OREAL EUR0.20

4057808 209,301.00 14,536,457.70 77.860 12,192,193.03 2,344,264.67 0.00 14,536,457.70 280,049.92

MICHELIN (CGDE) EUR2

4588364 21,997.00 1,070,559.24 54.560 978,337.06 92,222.18 0.00 1,070,559.24 19,621.69

ORANGE EUR4

5176177 914,124.00 14,445,053.49 17.715 13,619,366.74 825,686.75 0.00 14,445,053.49 1,141,579.16

PERNOD RICARD NPV EUR 1.55

4682329 197,275.00 11,063,394.50 62.870 7,986,017.40 3,077,377.10 0.00 11,063,394.50 86,226.55

PEUGEOT SA EUR1

7103526 62,269.00 1,210,880.46 21.800 1,244,552.71 -33,672.25 0.00 1,210,880.46 0.00

SANOFI EUR2

5671735 538,885.00 26,529,518.96 55.190 24,420,413.71 2,109,105.25 0.00 26,529,518.96 1,153,666.34

SEB SA EUR1.00

4792132 21,860.00 957,716.99 49.115 808,649.40 149,067.59 0.00 957,716.99 20,279.46



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TELEPERFORMANCE EUR2.50

5999330 45,088.00 1,025,590.62 25.500 952,046.24 73,544.38 0.00 1,025,590.62 13,272.35

TOTAL EUR2.5

B15C557 39,688.00 1,521,593.03 42.980 1,159,025.26 362,567.77 0.00 1,521,593.03 80,717.36

VALLOUREC SA EUR2.00

B197DR6 717.00 95,488.67 149.300 72,649.89 22,838.78 0.00 95,488.67 2,238.52

VEOLIA ENVIRONNEME EUR5

4031879 266,512.00 6,104,986.02 25.680 6,023,366.30 81,619.72 0.00 6,104,986.02 287,657.05

VINCI EUR2.50

B1XH026 2,170.00 84,463.21 43.635 84,789.82 -326.61 0.00 84,463.21 3,135.80

VIVENDI SA EUR5.50

4834777 415,739.00 7,348,314.42 19.815 7,334,550.26 13,764.16 0.00 7,348,314.42 519,184.47

ZODIAC AEROSPACE NPV

7294334 32,148.00 1,044,399.82 36.420 893,162.56 151,237.26 0.00 1,044,399.82 28,676.55

ALLIANZ SE (SE SOCIETAS EUROPEAE)

5231485 150,398.00 12,453,840.46 92.830 14,252,623.41 -1,798,782.95 0.00 12,453,840.46 550,045.74

BAYER AG NPV (REGD)

5069211 248,518.00 11,101,842.36 50.080 9,879,621.35 1,222,221.01 0.00 11,101,842.36 310,355.02

BAYERISCHE MOTOREN WERKE A G COM

5756029 99,400.00 3,030,618.91 34.180 3,004,353.44 26,265.47 0.00 3,030,618.91 26,599.93

BRENNTAG AG NPV

B4YVF56 14,244.00 698,823.56 55.000 646,506.83 52,316.73 0.00 698,823.56 0.00

CELESIO AG NPV(REGD)

5105182 441,195.00 9,315,404.68 23.670 9,752,147.83 -436,743.15 0.00 9,315,404.68 196,776.61

DAIMLER AG COM

5529027 196,440.00 6,107,562.20 34.855 6,336,271.11 -228,708.91 0.00 6,107,562.20 0.00



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DEUTSCHE BANK AG NPV(REGD)

5750355 254,003.00 12,921,564.62 57.030 10,959,772.33 1,961,792.29 0.00 12,921,564.62 169,931.15

DEUTSCHE BOERSE AG NPV(REGD)

7021963 296,128.00 14,496,610.24 54.880 13,680,135.29 816,474.95 0.00 14,496,610.24 554,717.23

DEUTSCHE POST AG NPV(REGD)

4617859 545,000.00 6,244,583.79 12.845 4,680,865.38 1,563,718.41 0.00 6,244,583.79 291,689.40

DEUTSCHE TELEKOM NPV(REGD)

5842359 10,894.00 97,516.39 10.035 95,370.02 2,146.37 0.00 97,516.39 7,579.75

E.ON SE NPV

4942904 541,550.00 13,204,760.40 27.335 12,948,145.15 256,615.25 0.00 13,204,760.40 724,607.30

FIELMANN AG NPV

4409205 11,321.00 601,972.70 59.610 615,795.57 -13,822.87 0.00 601,972.70 20,197.04

GEA GROUP AG NPV

4557104 5,531.00 84,663.03 17.160 73,215.83 11,447.20 0.00 84,663.03 1,480.12

HANNOVER RUECK SE ORD NPV(REGD)

4511809 61,527.00 2,006,526.10 36.560 1,384,320.61 622,205.49 0.00 2,006,526.10 115,254.51

HEIDELBERGCEMENT NPV

5120679 63,770.00 2,349,304.74 41.300 2,152,243.10 197,061.64 0.00 2,349,304.74 6,826.07

HOCHTIEF AG NPV

5108664 52,200.00 2,897,166.11 62.220 2,695,477.22 201,688.89 0.00 2,897,166.11 69,844.89

K&S AG NPV

5761625 26,278.00 1,053,177.60 44.930 872,418.29 180,759.31 0.00 1,053,177.60 4,688.08

KABEL DEUTSLND HDG NPV

B4T92J8 3,246.00 60,660.42 20.950 64,337.62 -3,677.20 0.00 60,660.42 0.00

LANXESS AG NPV

B05M8B7 28,757.00 875,108.38 34.115 745,821.63 129,286.75 0.00 875,108.38 12,825.86



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Common stock

LINDE AG NPV

5740817 19,014.00 1,498,317.22 88.340 1,129,569.78 368,747.44 0.00 1,498,317.22 30,529.44

MAN SE ORD NPV

5563520 1,548.00 85,584.56 61.980 82,839.93 2,744.63 0.00 85,584.56 345.21

METRO AG ORD NPV

5041413 155,324.00 6,085,184.97 43.920 5,607,425.23 477,759.74 0.00 6,085,184.97 163,490.85

MTU AERO ENGINES A NPV (REGD)

B09DHL9 25,726.00 988,485.81 43.075 888,820.98 99,664.83 0.00 988,485.81 21,341.66

MUENCHENER RUECKVE NPV(REGD)

5294121 72,937.00 7,817,080.02 120.150 6,104,849.57 1,712,230.45 0.00 7,817,080.02 374,100.79

RHEINMETALL AG NPV

5334588 18,384.00 869,630.02 53.030 699,092.24 170,537.78 0.00 869,630.02 4,919.65

RWE AG NPV

4768962 17,363.00 1,016,018.21 65.600 930,921.15 85,097.06 0.00 1,016,018.21 54,208.29

SAP SE

4846288 545,407.00 17,446,321.81 35.860 14,707,414.90 2,738,906.91 0.00 17,446,321.81 243,256.02

SIEMENS AG NPV(REGD)

5727973 193,612.00 12,806,083.02 74.150 10,269,827.85 2,536,255.17 0.00 12,806,083.02 276,328.16

SOFTWARE AG NPV (BR)

4755135 10,749.00 845,399.12 88.170 700,965.42 144,433.70 0.00 845,399.12 11,026.53

SYMRISE AG NPV (BR)

B1JB4K8 46,367.00 729,179.07 17.630 601,571.28 127,607.79 0.00 729,179.07 20,680.06

EUROBANK ERGASIAS EUR2.22

5654316 7,694.00 46,669.59 6.800 68,687.38 -22,017.79 0.00 46,669.59 0.00

FRIGOGLASS SA EUR0.30 (CR)

5820957 76,709.00 667,150.51 9.750 581,663.56 85,486.95 0.00 667,150.51 41,534.40



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# REORG/CHEUNG MANDATORY EXCHANGE HUTCHISON HOLDINGS LTD 4A5TA5U 18/03/2015

6190273 1,624,000.00 13,788,098.21 100.000 10,508,777.31 3,279,320.90 0.00 13,788,098.21 372,278.65

BANK OF EAST ASIA HKD2.50

6075648 2,118,520.00 5,144,189.34 28.600 5,342,171.40 -197,982.06 86,336.05 5,230,525.39 136,698.74

BOC HONG KONG HLDG NPV

6536112 445,500.00 700,498.22 18.520 624,376.88 76,121.34 0.00 700,498.22 32,339.42

BOSIDENG INTL HLDG USD0.00001

B24FZ32 3,148,000.00 465,052.86 1.740 432,944.65 32,108.21 0.00 465,052.86 31,538.07

CHINA VANADIUM TIT HKD0.1

B41PH55 785,000.00 322,576.97 4.840 329,950.18 -7,373.21 0.00 322,576.97 0.00

CLP HOLDINGS NPV

6097017 667,500.00 3,145,303.78 55.500 2,863,942.39 281,361.39 0.00 3,145,303.78 140,546.91

DAPHNE INTL HOLDS HKD0.10

6704351 998,000.00 635,492.09 7.500 240,782.23 394,709.86 0.00 635,492.09 5,083.94

ESPRIT HOLDINGS HKD0.10

6321642 677,594.00 3,523,659.93 61.250 2,879,119.39 644,540.54 42,571.56 3,566,231.49 83,992.55

HANG LUNG GROUP HKD1

6408352 443,600.00 1,551,697.63 41.200 1,065,137.39 486,560.24 0.00 1,551,697.63 27,493.67

HANG LUNG PROPERTIES HKD1

6030506 445,000.00 1,182,558.66 31.300 961,785.73 220,772.93 0.00 1,182,558.66 25,691.37

HANG SENG BANK NPV

6408374 1,380,500.00 12,681,832.56 108.200 11,872,012.09 809,820.47 0.00 12,681,832.56 609,478.09

HENDERSON LAND DEVELOPMENT HKD2

6420538 769,000.00 3,571,346.67 54.700 2,375,145.55 1,196,201.12 0.00 3,571,346.67 127,314.92

HONG KONG & CHINA GAS HKD0.25

6436557 5,105,360.00 8,391,702.28 19.360 5,361,344.19 3,030,358.09 0.00 8,391,702.28 151,709.49



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HONG KONG EXCHANGES & CLEAR

6267359 2,980,700.00 32,797,565.82 129.600 25,444,207.91 7,353,357.91 0.00 32,797,565.82 994,555.82

HOPSON DEVELOPMENT HKD0.10

6116246 180,000.00 191,640.98 12.540 183,227.82 8,413.16 0.00 191,640.98 1,405.98

KWG PROPERTY HLDGS HKD0.10

B1YBF00 699,500.00 334,954.00 5.640 296,357.71 38,596.29 0.00 334,954.00 3,377.85

LI & FUNG LTD HKD0.025

603254X 894,000.00 2,899,474.04 38.200 772,662.46 2,126,811.58 0.00 2,899,474.04 56,926.85

LINK R/EST INVEST NPV

B0PB4M7 1,838,000.00 2,986,797.53 19.140 2,231,074.96 755,722.57 0.00 2,986,797.53 142,785.78

PACIFIC BASIN SHIP USD0.1

B01RQM3 13,821,000.00 7,251,807.80 6.180 5,621,059.41 1,630,748.39 0.00 7,251,807.80 269,889.29

POLY PROPERTY GROUP CO LTD HKD0.50

6220987 434,000.00 365,158.76 9.910 305,834.52 59,324.24 0.00 365,158.76 1,621.29

SCMP GROUP LTD HKD0.10

6824657 2,396,000.00 284,795.55 1.400 247,973.18 36,822.37 0.00 284,795.55 0.00

SHENZHEN (PARALLEL TRADIN 14/09 O

6535261 750,000.00 183,388.50 2.880 169,865.45 13,523.05 0.00 183,388.50 8,277.95

SHOUGANG FUSHAN INTL ENERGY HKD0.10

6354671 810,000.00 405,747.05 5.900 407,799.27 -2,052.22 0.00 405,747.05 0.00

SKYWORTH DIGITAL HKD0.10

6228828 512,000.00 393,402.29 9.050 325,032.70 68,369.59 0.00 393,402.29 6,520.48

SUN HUNG KAI PROP NPV

6859927 818,000.00 8,111,748.74 116.800 4,913,246.01 3,198,502.73 59,032.42 8,170,781.16 177,097.25

TECHTRONIC INDUSTR NPV

B0190C7 845,000.00 451,976.24 6.300 323,565.46 128,410.78 0.00 451,976.24 4,304.54



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TOWNGAS CHINA CO HKD0.10

6345460 758,000.00 241,334.17 3.750 183,485.24 57,848.93 0.00 241,334.17 1,287.12

WHARF(HLDGS) NPV

6435576 1,062,000.00 3,944,763.01 43.750 3,088,530.81 856,232.20 0.00 3,944,763.01 90,166.01

IDFC LIMITED

B0C5QR1 3,949,053.00 9,333,166.02 160.950 8,889,471.67 443,694.35 0.00 9,333,166.02 69,585.58

JINDAL STEEL & PWR INR1.00

6726816 905,117.00 9,344,732.37 703.100 8,399,615.34 945,117.03 0.00 9,344,732.37 12,187.63

RELIANCE CAPITAL INR10(DEMAT)

6101082 746,106.00 8,283,160.91 756.050 8,657,404.45 -374,243.54 0.00 8,283,160.91 71,212.94

TATA STEEL LTD INR10

6101156 358,000.00 3,322,611.09 632.050 3,021,192.97 301,418.12 0.00 3,322,611.09 84,110.08

ADR HDFC BK LTD ADR REPSTG 3 SHS

2781648 78,700.00 7,231,849.34 139.390 3,341,497.64 3,890,351.70 0.00 7,231,849.34 16,654.16

ADR ICICI BK LTD

2569286 30,200.00 850,115.31 42.700 726,429.28 123,686.03 0.00 850,115.31 3,026.17

PVTPL GDR RELIANCE INDS LTD GLOBAL DEPOSITARY RCPTS 144A

B01DPW4 51,200.00 1,615,289.18 47.856 1,489,795.74 125,493.44 0.00 1,615,289.18 10,328.43

HEXINDO ADIPERKASA IDR100

B0J31M8 890,000.00 256,302.38 3,975.000 128,814.16 127,488.22 0.00 256,302.38 7,028.17

SEMEN INDONESIA PERSERO TBK PT

6795236 344,000.00 181,931.04 7,300.000 175,996.19 5,934.85 0.00 181,931.04 1,445.48

MTI WIRELESS EDGE ORD ILS0.01

B10BNK0 1,350,000.00 195,750.00 0.145 489,125.46 -293,375.46 0.00 195,750.00 0.00

PETREL RESOURCES ORD EUR0.0125

0134017 788,000.00 197,000.00 0.250 349,087.34 -152,087.34 0.00 197,000.00 0.00



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SANDVINE CORP COM NPV

B10RWF6 1,829,447.00 2,286,808.75 1.250 1,473,430.49 813,378.26 0.00 2,286,808.75 0.00

ALLIED IRISH BANKS PLC

0019783 20,948.00 22,423.15 1.200 27,122.92 -4,699.77 0.00 22,423.15 0.00

CRH ORD EUR0.32

001135S 520,849.00 8,585,917.04 18.480 8,007,664.21 578,252.83 204,426.59 8,790,343.63 290,378.69

CRH ORD EUR0.32

4182249 470,334.00 7,757,399.75 18.490 7,337,565.65 419,834.10 184,600.10 7,941,999.85 262,216.05

ELAN CORP ORD EUR0.05

0307295 11,244.00 54,161.10 5.400 55,806.79 -1,645.69 0.00 54,161.10 0.00

KERRY GROUP 'A'ORD EUR0.125

0490656 80,107.00 1,640,647.34 22.960 1,124,933.27 515,714.07 0.00 1,640,647.34 17,864.19

PADDY POWER ORD EUR0.10

0258810 35,701.00 839,775.88 26.370 645,210.24 194,565.64 12,839.49 852,615.37 18,597.99

RYANAIR LTD ORD EUR0.00635

B1GKF38 287,359.00 943,290.60 3.680 840,933.39 102,357.21 0.00 943,290.60 0.00

IFG GROUP ORD EUR0.12

0232524 854,307.00 1,033,711.47 1.210 451,777.35 581,934.12 0.00 1,033,711.47 27,434.01

SAN LEON ENERGY PL ORD EUR0.05

B3CLK23 1,274,394.00 235,762.89 0.185 235,762.89 0.00 0.00 235,762.89 0.00

#REORG/ICON PUB LTD MANDATORTY EXCHANGE ICON PLC 2P1YAY1 EFF 2/04/2013

2246385 37,200.00 647,425.63 26.400 445,038.23 202,387.40 0.00 647,425.63 0.00

#REORG/WARNER CH STOCK MERGER ACTAVIS 2R1PAW1 EFF 10-01-2013

B446CM7 250,900.00 4,226,049.56 25.550 4,276,437.95 -50,388.39 0.00 4,226,049.56 82,701.56

ADAMIND ILS0.01

B066S30 512,157.00 0.00 0.000 515,412.39 -515,412.39 0.00 0.00 0.00



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Common stock

ADR TEVA PHARMACEUTICAL INDS

2883878 405,000.00 16,841,847.40 63.080 11,919,979.52 4,921,867.88 0.00 16,841,847.40 100,922.93

MELLANOX TECHNOLOGIES LTD

B1R96S6 69,700.00 1,083,017.27 23.570 894,660.42 188,356.85 0.00 1,083,017.27 0.00

BULGARI SPA EUR0.07

5256477 10,677.00 57,430.08 6.030 58,240.61 -810.53 0.00 57,430.08 476.20

CAMPARI EUR0.10

B08BR25 131,732.00 930,068.83 7.915 872,964.62 57,104.21 0.00 930,068.83 7,050.43

DIASORIN SPA EUR1

B234WN9 43,519.00 1,081,904.09 27.870 830,110.74 251,793.35 0.00 1,081,904.09 7,763.93

ENI SPA EUR1

7145056 456,000.00 7,065,412.91 17.370 7,968,177.26 -902,764.35 0.00 7,065,412.91 406,759.52

INDESIT COMPANY EUR0.9

4580586 118,891.00 941,748.27 8.880 938,714.64 3,033.63 0.00 941,748.27 15,907.91

INTESA SANPAOLO EUR0.52

4076836 5,933,315.00 14,594,385.48 2.758 17,154,889.58 -2,560,504.10 0.00 14,594,385.48 423,409.19

MEDIASET EUR0.52

5077946 458,674.00 2,602,160.77 6.360 2,385,521.98 216,638.79 0.00 2,602,160.77 90,011.85

PARMALAT S.P.A EUR1

B09RG69 1,296,434.00 2,344,683.15 2.028 2,264,493.73 80,189.42 0.00 2,344,683.15 120,269.81

PIAGGIO NPV

B15CPD5 433,715.00 913,039.01 2.360 906,654.93 6,384.08 0.00 913,039.01 27,081.67

SNAM NPV

7251470 1,650,599.00 5,525,036.67 3.753 4,865,765.29 659,271.38 0.00 5,525,036.67 294,472.31

SORIN EUR1

7744709 782,052.00 1,081,285.09 1.550 792,791.53 288,493.56 0.00 1,081,285.09 0.00



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Equities

Common stock

TELECOM ITALIA SPA DI RISP NPV

7634402 1,513,600.00 1,127,380.40 0.835 1,067,419.74 59,960.66 0.00 1,127,380.40 82,359.53

TELECOM ITALIA SPA NPV

7634394 3,034,800.00 2,885,759.71 1.066 2,801,931.50 83,828.21 0.00 2,885,759.71 135,354.58

TREVI FINANZIARIA EUR0.50

5731446 71,295.00 807,673.22 12.700 692,583.71 115,089.51 0.00 807,673.22 7,631.56

UNICREDIT SPA NPV

4232445 2,945,235.00 5,746,996.08 2.188 6,494,381.17 -747,385.09 0.00 5,746,996.08 78,815.95

YOOX SPA NPV

B4YC9W4 157,216.00 865,977.46 6.175 693,661.53 172,315.93 0.00 865,977.46 0.00

ABC-MART INC NPV

6292102 25,300.00 533,705.77 2,990.000 436,102.43 97,603.34 3,391.44 537,097.21 6,247.39

ADASTRIA HOLDINGS CO LTD

6300016 7,150.00 282,490.77 5,600.000 214,076.55 68,414.22 3,531.14 286,021.91 5,548.93

AHRESTY CORP NPV

6357807 81,900.00 562,220.83 973.000 245,850.84 316,369.99 2,970.25 565,191.08 2,889.11

AIR WATER INC NPV

6441465 11,000.00 83,039.87 1,070.000 69,951.34 13,088.53 853.68 83,893.55 1,707.36

AMADA HOLDINGS CO LTD NPV

6022105 96,000.00 531,003.63 784.000 531,376.17 -372.54 3,386.50 534,390.13 6,773.01

ARNEST ONE CORP NPV

6405245 74,500.00 452,027.56 860.000 169,521.66 282,505.90 7,884.20 459,911.76 10,512.27

ASAHI GLASS CO NPV

6055208 92,000.00 683,480.92 1,053.000 390,833.03 292,647.89 0.00 683,480.92 10,385.28

ASAHI GROUP HOLDINGS LTD NPV

6054409 1,228,200.00 15,190,119.94 1,753.000 11,291,155.72 3,898,964.22 0.00 15,190,119.94 181,969.49



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Equities

Common stock

ASAHI INTECC CO LT NPV

B019MQ5 49,000.00 511,298.42 1,479.000 245,566.24 265,732.18 0.00 511,298.42 7,778.37

ASICS CORP NPV

6057378 14,000.00 90,278.52 914.000 72,277.24 18,001.28 987.73 91,266.25 987.73

ASTELLAS PHARMA NPV

6985383 216,800.00 5,177,595.82 3,385.000 4,783,430.46 394,165.36 99,422.08 5,277,017.90 191,196.30

AUTOBACS SEVEN CO NPV

6068422 24,300.00 511,753.48 2,985.000 449,916.99 61,836.49 10,286.50 522,039.98 20,573.00

BANDO CHEMICAL IND NPV

6075068 75,000.00 157,154.89 297.000 161,241.57 -4,086.68 0.00 157,154.89 3,174.85

BENESSE HOLDINGS INC NPV

6121927 84,800.00 2,423,042.71 4,050.000 2,166,785.75 256,256.96 26,922.69 2,449,965.40 53,845.39

BRIDGESTONE CORP NPV

6132101 4,700.00 52,922.57 1,596.000 48,532.10 4,390.47 0.00 52,922.57 530.55

CANON INC NPV

6172323 679,950.00 20,771,844.76 4,330.000 14,912,144.02 5,859,700.74 0.00 20,771,844.76 527,691.21

CANON MARKETING JAPAN INC NPV

6172453 58,700.00 527,201.57 1,273.000 552,174.95 -24,973.38 0.00 527,201.57 8,282.82

CENTRAL JAPAN RLWY NPV

6183552 415.00 2,084,674.64 712,000.000 2,074,943.82 9,730.82 13,175.61 2,097,850.25 26,351.22

CERTO CORP NPV

B03ND95 33,700.00 387,549.96 1,630.000 294,355.33 93,194.63 17,976.69 405,526.65 16,643.25

CHIBA BANK NPV

6190563 20,000.00 78,877.29 559.000 80,462.79 -1,585.50 776.07 79,653.36 1,552.15

CHIYODA CORP NPV

6191704 210,000.00 1,374,920.11 928.000 952,827.00 422,093.11 4,444.78 1,379,364.89 4,444.79



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Equities

Common stock

CHUBU ELECTRIC POWER CO INC NPV

6195609 292,000.00 4,814,506.28 2,337.000 3,574,790.22 1,239,716.06 61,803.68 4,876,309.96 123,607.35

CHUGAI PHARMACY CO. LTD NPV

6196408 683,200.00 8,473,774.88 1,758.000 7,776,727.80 697,047.08 0.00 8,473,774.88 163,884.16

COSMOS PHARMACEUTI NPV

B036QP1 30,500.00 433,380.63 2,014.000 426,255.92 7,124.71 0.00 433,380.63 3,227.76

DAIHATSU DIESEL NPV

6250337 92,000.00 223,932.49 345.000 539,750.66 -315,818.17 5,192.64 229,125.13 5,192.64

DAI-ICHI LIFE INSURANCE CO. LTD NPV

B601QS4 6,632.00 6,550,625.14 140,000.000 6,843,248.74 -292,623.60 0.00 6,550,625.14 46,790.18

DAISEKI CO LTD NPV

6263164 35,400.00 486,272.16 1,947.000 497,016.62 -10,744.46 2,372.67 488,644.83 4,745.34

DAIWA HOUSE INDS NPV

6251363 434,000.00 3,230,370.85 1,055.000 3,525,490.03 -295,119.18 52,053.37 3,282,424.22 52,053.37

DAIWA SECS GROUP INC

6251448 422,000.00 1,464,831.76 492.000 2,473,989.10 -1,009,157.34 14,886.50 1,479,718.26 29,773.00

DENA CO LTD NPV

B05L364 100.00 488,220.81 692,000.000 321,776.23 166,444.58 2,539.88 490,760.69 2,539.88

DENSO CORP NPV

6640381 289,500.00 5,688,319.23 2,785.000 5,517,142.81 171,176.42 28,594.78 5,716,914.01 55,147.08

DISCO CORPORATION NPV

6270948 13,300.00 539,547.49 5,750.000 492,675.29 46,872.20 938.34 540,485.83 1,876.69

DON QUIJOTE HOLDINGS CO LTD

6269861 44,100.00 726,188.95 2,334.000 610,413.28 115,775.67 0.00 726,188.95 7,156.10

EAGLE INDUSTRY CO NPV

6296706 101,000.00 524,456.39 736.000 305,115.81 219,340.58 2,137.73 526,594.12 4,275.46



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Equities

Common stock

EAST JAPAN RAILWAY CO NPV

6298542 138,900.00 6,369,799.99 6,500.000 5,555,802.10 813,997.89 53,898.31 6,423,698.30 107,796.62

EBARA CORP NPV

6302700 13,000.00 43,749.38 477.000 42,875.01 874.37 0.00 43,749.38 0.00

ELECTRIC POWER DEVELOPMENT CO LTD NPV

B02Q328 131,500.00 2,857,502.79 3,080.000 2,449,534.07 407,968.72 32,471.62 2,889,974.41 64,943.25

F.C.C. CO LTD NPV

6332860 38,100.00 498,630.78 1,855.000 399,466.57 99,164.21 3,494.45 502,125.23 6,988.90

FAMILYMART CO NPV

6331276 88,600.00 1,859,648.59 2,975.000 1,923,583.73 -63,935.14 21,878.22 1,881,526.81 43,756.44

FANCL CORP NPV

6131261 36,100.00 451,316.40 1,772.000 431,407.66 19,908.74 4,329.78 455,646.18 8,659.57

FANUC CORP NPV

6356934 74,600.00 5,221,084.16 9,920.000 3,724,763.20 1,496,320.96 8,631.63 5,229,715.79 15,573.78

FAST RETAILING CO LTD NPV

6332439 20,600.00 2,361,732.90 16,250.000 2,101,248.38 260,484.52 27,656.44 2,389,389.34 29,067.48

FIRST JUKEN CO NPV

6680989 38,600.00 161,220.11 592.000 111,175.72 50,044.39 0.00 161,220.11 5,446.63

FOSTER ELECTRIC CO NPV

6349008 23,200.00 424,915.79 2,596.000 256,653.69 168,262.10 4,910.43 429,826.22 7,529.32

FUJI MACHINE MFG NPV

6356592 35,800.00 424,581.37 1,681.000 203,931.75 220,649.62 2,525.77 427,107.14 5,051.53

FUJITSU Y50

6356945 1,509,000.00 6,515,546.61 612.000 5,904,563.89 610,982.72 31,938.95 6,547,485.56 63,877.91

FURUKAWA ELECTRIC NPV

6357562 184,000.00 630,905.46 486.000 465,251.00 165,654.46 3,245.40 634,150.86 6,490.80



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Equities

Common stock

FUTABA INDUSTRIAL NPV

6357744 91,000.00 520,681.85 811.000 362,881.46 157,800.39 0.00 520,681.85 0.00

GLORY LTD NPV

6374226 32,600.00 534,059.95 2,322.000 359,935.86 174,124.09 3,910.00 537,969.95 7,590.00

GOLDCREST CO LTD NPV

6123343 31,270.00 545,584.71 2,473.000 579,385.89 -33,801.18 4,412.33 549,997.04 8,824.66

GREE INC NPV

B3FJNX6 12,000.00 483,423.27 5,710.000 232,843.89 250,579.38 0.00 483,423.27 253.99

HAJIME CONST NPV

B4JZD71 0.00 0.00 3,100.000 0.00 0.00 1,481.59 1,481.59 0.00

HASEKO CORPORATION NPV

6414401 873,000.00 535,850.56 87.000 416,710.93 119,139.63 0.00 535,850.56 0.00

HISAMITSU PHARM CO NPV

6428907 72,600.00 1,779,924.67 3,475.000 1,510,545.06 269,379.61 17,415.09 1,797,339.76 34,830.18

HITACHI CHEMICAL NPV

6429126 36,300.00 517,330.62 2,020.000 487,999.95 29,330.67 4,353.77 521,684.39 8,195.34

HITACHI NPV

6429104 6,000.00 14,773.62 349.000 9,368.48 5,405.14 0.00 14,773.62 0.00

HITACHI TRANSPORT NPV

6429234 55,000.00 511,044.43 1,317.000 327,981.54 183,062.89 3,880.37 514,924.80 7,760.74

HOKURIKU ELEC PWR Y500

6433127 45,700.00 662,902.27 2,056.000 498,912.81 163,989.46 8,060.58 670,962.85 16,121.16

HONDA MOTOR CO NPV

6435145 5,100.00 118,739.25 3,300.000 90,899.98 27,839.27 431.78 119,171.03 1,295.34

HOYA CORP NPV

6441506 4,100.00 74,311.86 2,569.000 60,200.87 14,110.99 1,012.42 75,324.28 1,880.22



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Equities

Common stock

IBIDEN CO LTD NPV

6456102 22,300.00 506,606.70 3,220.000 473,589.01 33,017.69 2,359.97 508,966.67 4,719.94

ISHIHARA SANGYO NPV

6466866 551,000.00 299,331.57 77.000 532,022.84 -232,691.27 0.00 299,331.57 0.00

ISUZU MOTORS NPV

6467104 3,475,000.00 6,202,767.80 253.000 4,852,114.46 1,350,653.34 888.96 6,203,656.76 0.00

IT HOLDINGS CORP NPV

B2Q4CR0 1,900.00 15,254.78 1,138.000 16,817.12 -1,562.34 268.10 15,522.88 428.96

ITOCHU CORP NPV

6467803 12,200.00 70,494.29 819.000 59,861.46 10,632.83 645.55 71,139.84 1,291.10

ITOCHU TECHNO-SOLUTIONS CORPORATION NPV

6200194 24,000.00 519,828.17 3,070.000 523,710.44 -3,882.27 0.00 519,828.17 13,546.01

JAPAN AIRPORT TERMINAL CO. NPV

6472175 54,400.00 498,177.13 1,298.000 439,869.72 58,307.41 2,494.72 500,671.85 4,989.45

JAPAN EXCHANGE GROUP INC NPV

6743882 182.00 627,899.94 489,000.000 391,462.33 236,437.61 7,062.27 634,962.21 11,556.44

JAPAN PETROLEUM EX NPV

6711696 15,900.00 531,723.26 4,740.000 501,253.05 30,470.21 2,243.56 533,966.82 4,487.12

JAPAN TOBACCO INC NPV

6474535 6,917.00 16,982,718.60 348,000.000 11,687,276.11 5,295,442.49 135,832.63 17,118,551.23 214,724.03

JFE HOLDINGS INC NPV

6543792 900.00 23,906.59 3,765.000 20,683.89 3,222.70 126.99 24,033.58 95.25

JFE SHOJI HLDGS NPV

B01S2K6 225,000.00 625,444.72 394.000 516,851.95 108,592.77 7,937.12 633,381.84 7,937.12

JGC CORP NPV

6473468 169,000.00 1,988,808.40 1,668.000 2,001,385.13 -12,576.73 25,038.95 2,013,847.35 25,038.96



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Equities

Common stock

JUPITER TELECOMM NPV

6301956 101.00 76,958.27 108,000.000 44,476.40 32,481.87 0.00 76,958.27 855.09

KABU.COM SECURITIE NPV

B067ML9 135,200.00 480,747.93 504.000 292,068.08 188,679.85 9,538.65 490,286.58 1,907,729.88

KAJIMA CORP NPV

6481320 4,418,000.00 7,137,915.26 229.000 7,083,751.23 54,164.03 93,509.80 7,231,425.06 187,019.61

KAMIGUMI CO LTD NPV

6482668 15,000.00 79,582.81 752.000 66,750.53 12,832.28 899.54 80,482.35 899.54

KANSAI PAINT CO NPV

6483746 99,000.00 532,231.24 762.000 497,966.07 34,265.17 3,492.33 535,723.57 6,984.66

KAWASAKI KISEN KAISHA LTD NPV

6484686 387,000.00 1,018,427.20 373.000 1,011,541.99 6,885.21 0.00 1,018,427.20 0.00

KDDI CORP NPV

6248990 31.00 105,856.43 484,000.000 97,879.02 7,977.41 1,421.63 107,278.06 2,624.54

KEIYO BANK NPV

6190648 153,000.00 486,830.93 451.000 455,182.03 31,648.90 4,317.79 491,148.72 8,635.58

KEYENCE CORP NPV

6490995 52,000.00 8,195,901.04 22,340.000 6,223,988.39 1,971,912.65 10,561.66 8,206,462.70 22,012.27

KIKKOMAN CORP NPV

6490809 63,000.00 486,259.46 1,094.000 457,329.47 28,929.99 6,667.18 492,926.64 6,667.18

KINTETSU WORLD EXP NPV

6282211 35,400.00 602,657.79 2,413.000 508,846.68 93,811.11 4,245.83 606,903.62 5,994.11

KISSEI PHARM CO NPV

6494061 2,000.00 27,416.56 1,943.000 23,524.38 3,892.18 225.77 27,642.33 451.53

KITZ CORPORATION NPV

6494276 152,000.00 584,453.93 545.000 491,096.88 93,357.05 5,361.96 589,815.89 7,506.75



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Equities

Common stock

KOBE STEEL LTD

6496023 407,000.00 577,165.89 201.000 458,966.20 118,199.69 4,307.21 581,473.10 4,307.21

KOITO MFG CO LTD NPV

6496324 53,000.00 519,009.77 1,388.000 455,666.28 63,343.49 4,487.12 523,496.89 7,478.53

KOMATSU NPV

6496584 5,000.00 69,141.10 1,960.000 60,132.07 9,009.03 282.21 69,423.31 564.42

KOMERI CO LTD NPV

6496250 26,800.00 460,409.16 2,435.000 421,021.71 39,387.45 3,214.36 463,623.52 6,428.71

KONICA MINOLTA INC NPV

6496700 5,000.00 38,486.19 1,091.000 29,138.86 9,347.33 264.57 38,750.76 529.14

KOSE CORPORATION NPV

6194468 34,100.00 528,079.24 2,195.000 523,772.85 4,306.39 4,811.66 532,890.90 9,623.31

K'S HOLDINGS CORP NPV

6484277 1,440.00 23,316.07 2,295.000 18,014.74 5,301.33 253.99 23,570.06 304.79

KURITA WATER INDS NPV

6497963 65,000.00 1,212,967.67 2,645.000 1,232,838.00 -19,870.33 7,796.01 1,220,763.68 15,592.02

LAWSON INC NPV

6266914 85,300.00 2,401,220.93 3,990.000 2,296,710.81 104,510.12 58,022.08 2,459,243.01 96,289.56

LEOPALACE 21 CORP NPV

6598424 120,100.00 410,955.63 485.000 407,382.13 3,573.50 0.00 410,955.63 0.00

LIXIL GROUP CORPORATION

6900212 206,500.00 2,772,483.93 1,903.000 2,281,962.71 490,521.22 29,138.03 2,801,621.96 58,276.07

M UFJ LEASE

6268976 22,870.00 548,599.33 3,400.000 525,273.90 23,325.43 3,872.47 552,471.80 7,744.93

M3 INC NPV

B02K2M3 206.00 465,079.71 320,000.000 394,569.52 70,510.19 5,232.15 470,311.86 5,232.15



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Common stock

MABUCHI MOTOR CO NPV

6551030 15,000.00 569,355.77 5,380.000 470,881.17 98,474.60 0.00 569,355.77 10,582.82

MAKINO MILLING NPV

6555708 97,000.00 414,719.59 606.000 240,177.91 174,541.68 0.00 414,719.59 0.00

MAKITA CORP NPV

6555805 21,900.00 475,888.30 3,080.000 488,012.73 -12,124.43 1,854.11 477,742.41 4,171.75

MANDOM CORP NPV

6560973 27,200.00 489,349.65 2,550.000 400,401.18 88,948.47 5,757.05 495,106.70 11,514.11

MARUBENI CORP NPV

6569464 364,000.00 1,492,064.89 581.000 1,034,263.40 457,801.49 11,556.44 1,503,621.33 20,544.78

MARUWA CO LTD NPV

6570660 22,600.00 316,663.40 1,986.000 245,689.20 70,974.20 2,232.27 318,895.67 4,464.54

MAZDA MOTOR CORP NPV

6900308 1,405,000.00 2,607,007.42 263.000 2,329,215.21 277,792.21 29,737.72 2,636,745.14 29,737.73

MEISEI INDUSTRIAL NPV

6576323 228,000.00 423,058.85 263.000 342,312.67 80,746.18 4,825.77 427,884.62 9,651.53

MIMASU SEMICONDUCT NPV

6594604 53,100.00 522,986.08 1,396.000 472,903.32 50,082.76 0.00 522,986.08 8,991.17

MIRACA HOLDINGS INC NPV

6356611 84,500.00 1,699,071.92 2,850.000 1,495,061.39 204,010.53 17,288.80 1,716,360.72 34,577.60

MISUMI GROUP INC NPV

6595179 40,700.00 550,748.35 1,918.000 446,092.53 104,655.82 2,096.17 552,844.52 2,670.47

MITSUBISHI CORP NPV

6596785 907,100.00 15,679,472.40 2,450.000 12,615,691.47 3,063,780.93 108,796.33 15,788,268.73 217,592.68

MITSUBISHI ELEC CP NPV

6597045 7,000.00 42,423.00 859.000 25,275.09 17,147.91 197.55 42,620.55 197.55



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income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

MITSUBISHI ESTATE CO LTD

6596729 323,000.00 3,486,616.23 1,530.000 4,868,074.04 -1,381,457.81 13,673.00 3,500,289.23 27,346.01

MITSUBISHI HVY IND NPV

6597067 1,358,000.00 3,707,839.52 387.000 4,332,999.99 -625,160.47 19,161.96 3,727,001.48 38,323.92

MITSUBISHI UFJ FIN NPV

6335171 1,080,200.00 3,734,310.68 490.000 4,207,573.90 -473,263.22 45,726.25 3,780,036.93 91,452.51

MITSUI & CO LTD NPV

6597302 881,000.00 9,764,776.05 1,571.000 5,037,115.32 4,727,660.73 56,148.22 9,820,924.27 99,450.30

MITSUI FUDOSAN CO LTD NPV

6597603 858,000.00 9,606,703.97 1,587.000 10,010,685.67 -403,981.70 66,587.11 9,673,291.08 133,174.22

MITSUI O.S.K.LINES NPV

6597584 1,311,000.00 6,206,337.74 671.000 4,712,424.16 1,493,913.58 27,748.15 6,234,085.89 27,748.16

MIXI. INC NPV

B1BSCX6 78.00 350,545.36 637,000.000 354,955.76 -4,410.40 0.00 350,545.36 0.00

MIZUHO FINANCIAL GROUP NPV

6591014 4,123,000.00 5,381,399.78 185.000 9,208,991.72 -3,827,591.94 232,709.18 5,614,108.96 232,709.18

MOSHIMOSHI HOTLINE NPV

6129158 800.00 10,086.13 1,787.000 9,279.59 806.54 203.19 10,289.32 270.92

MS&AD INSURANCE GROUP HOLDINGS, INC. NPV

B2Q4CS1 522,600.00 9,567,907.35 2,595.000 8,638,832.46 929,074.89 99,550.48 9,667,457.83 199,100.96

MURATA MANUFACTURING CO. NPV

6610403 210,100.00 7,871,015.49 5,310.000 6,263,277.28 1,607,738.21 51,880.52 7,922,896.01 103,761.03

MUSASHI SEIMITSU NPV

6135229 37,400.00 525,355.23 1,991.000 329,252.39 196,102.84 2,638.65 527,993.88 5,277.30

NABTESCO CORP NPV

6687571 60,000.00 527,447.80 1,246.000 425,504.07 101,943.73 1,806.13 529,253.93 3,386.50



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gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

NAGASE & CO NPV

6619820 61,000.00 503,100.26 1,169.000 416,162.70 86,937.56 3,012.58 506,112.84 6,025.15

NAKANISHI INC NPV

6271071 7,700.00 529,670.19 9,750.000 433,255.85 96,414.34 0.00 529,670.19 4,346.01

NICHII GAKKAN CO NPV

6622356 82,200.00 476,709.52 822.000 422,794.88 53,914.64 3,750.55 480,460.07 6,959.26

NICHI-IKO PHARM NPV

6639903 2,300.00 42,628.31 2,627.000 33,578.38 9,049.93 0.00 42,628.31 486.81

NIDEC CORPORATION NPV

6640682 23,100.00 1,633,013.95 10,020.000 1,393,160.66 239,853.29 5,742.94 1,638,756.89 9,778.53

NIDEC SANKYO COPORATION

6775346 98,000.00 571,796.88 827.000 445,397.61 126,399.27 3,457.05 575,253.93 5,531.29

NIDEC TOSOK CORP NPV

6894326 15,200.00 143,271.64 1,336.000 142,789.50 482.14 643.44 143,915.08 1,286.87

NIHON ESLEAD CORP NPV

6175849 65,900.00 376,135.33 809.000 219,030.03 157,105.30 5,811.73 381,947.06 11,623.47

NIHON NOHYAKU CO NPV

6470362 38,000.00 144,504.89 539.000 211,179.82 -66,674.93 1,206.44 145,711.33 2,412.88

NINTENDO CO LTD NPV

6639550 92,000.00 20,316,194.35 31,300.000 14,588,733.75 5,727,460.60 447,864.99 20,764,059.34 623,116.50

NIPPON ELECTRIC GLASS CO LTD

6642666 77,000.00 715,462.20 1,317.000 501,042.76 214,419.44 3,259.51 718,721.71 5,975.77

NIPPON MINING HLDG NPV

6543770 21,000.00 64,745.70 437.000 62,602.62 2,143.08 1,111.20 65,856.90 2,222.39

NIPPON SHOKUBAI CO NPV

6470588 10,000.00 59,616.56 845.000 49,689.80 9,926.76 493.86 60,110.42 987.73



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Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

NIPPON TELEGRAPH & TELEPHONE CORP NPV

6641373 172,200.00 4,786,736.96 3,940.000 3,889,721.16 897,015.80 72,894.47 4,859,631.43 145,788.94

NIPRO CORP NPV

6641599 0.00 0.00 1,806.000 0.00 0.00 6,296.78 6,296.78 0.00

NISSAN MOTOR CO LTD

6642860 2,135,400.00 12,067,628.95 801.000 10,781,122.00 1,286,506.95 0.00 12,067,628.95 0.00

NISSIN KOGYO NPV

6071475 47,400.00 510,320.56 1,526.000 400,204.26 110,116.30 2,340.92 512,661.48 4,681.84

NITORI HOLDINGS NPV

6644800 14,150.00 708,802.08 7,100.000 420,197.98 288,604.10 2,495.78 711,297.86 4,991.56

NITTO DENKO CORP NPV

6641801 64,200.00 1,644,189.41 3,630.000 1,245,975.18 398,214.23 9,058.89 1,653,248.30 18,117.79

NOK CORP NPV

6642428 52,500.00 521,151.02 1,407.000 479,927.06 41,223.96 1,851.99 523,003.01 3,703.99

NOMURA HOLDINGS NPV

6643108 952,800.00 4,631,601.27 689.000 7,101,934.93 -2,470,333.66 53,345.89 4,684,947.16 80,666.50

NOMURA RESEARCH INSTITUTE NPV

6390921 3,200.00 48,088.34 2,130.000 43,721.79 4,366.55 586.99 48,675.33 1,173.99

NSD CO LTD NPV

6639602 70,100.00 555,402.68 1,123.000 552,225.68 3,177.00 0.00 555,402.68 13,847.97

NTT DOCOMO NPV

6129277 4,380.00 4,400,421.66 142,400.000 3,632,347.10 768,074.56 80,344.78 4,480,766.44 160,689.56

OKUMA CORPORATION NPV

6657789 108,000.00 519,658.85 682.000 321,064.84 198,594.01 0.00 519,658.85 0.00

OLYMPUS CORP NPV

6658801 530,900.00 11,236,839.40 3,000.000 8,585,854.94 2,650,984.46 56,184.20 11,293,023.60 112,368.39



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Description


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gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

OMRON CORP NPV

6659428 35,800.00 548,091.36 2,170.000 499,881.68 48,209.68 2,525.77 550,617.13 4,293.80

ONOKEN CO LTD NPV

6659194 47,800.00 283,618.19 841.000 283,229.08 389.11 0.00 283,618.19 5,058.59

ORACLE CORP JAPAN NPV

6141680 89,100.00 2,725,065.84 4,335.000 2,461,152.30 263,913.54 0.00 2,725,065.84 106,865.33

ORIX CORP NPV

6661144 61,430.00 3,592,900.91 8,290.000 2,408,091.95 1,184,808.96 43,440.72 3,636,341.63 43,340.18

OSAKA GAS CO LTD NPV

6661768 653,000.00 1,543,363.35 335.000 1,389,170.09 154,193.26 16,124.69 1,559,488.04 32,249.38

OTSUKA CORP NPV

6267058 900.00 37,717.17 5,940.000 29,755.60 7,961.57 0.00 37,717.17 825.46

PACIFIC METALS CO NPV

6666343 96,000.00 526,262.53 777.000 446,094.95 80,167.58 5,418.40 531,680.93 8,127.61

PANASONIC ELECTRIC WORKS CO LTD NPV

6572729 136,000.00 1,132,220.75 1,180.000 1,035,217.87 97,002.88 5,996.93 1,138,217.68 11,993.86

PIGEON CORP NPV

6688080 21,500.00 527,871.11 3,480.000 437,650.69 90,220.42 4,086.38 531,957.49 13,348.47

PRESS KOGYO CO NPV

6701006 414,000.00 680,560.06 233.000 548,399.95 132,160.11 0.00 680,560.06 0.00

RAKUTEN INC NPV

6229597 27,776.00 13,247,276.26 67,600.000 11,120,441.74 2,126,834.52 0.00 13,247,276.26 19,596.56

RICOH CO LTD NPV

6738220 6,000.00 61,803.67 1,460.000 57,768.90 4,034.77 698.47 62,502.14 1,396.93

ROLAND CORPORATION NPV

6747516 20,200.00 159,617.16 1,120.000 162,124.89 -2,507.73 0.00 159,617.16 2,850.31



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gain/loss

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income/expense

Market value

including accruals

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annual income


Equities

Common stock

RYOHIN KEIKAKU CO NPV

6758455 0.00 0.00 3,945.000 0.00 0.00 426.84 426.84 0.00

SANKYO CO LTD NPV

6775432 900.00 29,367.33 4,625.000 25,809.56 3,557.77 476.23 29,843.56 952.45

SANKYU INC NPV

6775380 26,000.00 84,563.80 461.000 70,366.53 14,197.27 1,650.92 86,214.72 1,650.92

SANTEN PHARM CO NPV

6776606 3,800.00 75,228.34 2,806.000 77,490.76 -2,262.42 1,072.39 76,300.73 2,144.79

SBI HLDGS INC NPV

6309466 6,796.00 884,626.48 18,450.000 750,844.69 133,781.79 3,596.04 888,222.52 3,596.04

SEGA SAMMY HLDGS I NPV

B02RK08 154,700.00 1,235,511.90 1,132.000 1,249,031.84 -13,519.94 16,371.62 1,251,883.52 32,743.25

SEVEN & I HOLDINGS NPV

B0FS5D6 268,400.00 4,277,686.33 2,259.000 4,102,308.82 175,377.51 53,021.34 4,330,707.67 106,042.69

SEVEN BANK NPV

B2NT8S1 22.00 29,180.37 188,000.000 28,941.40 238.97 426.84 29,607.21 760.55

SHIKOKU ELEC POWER NPV

6804347 41,800.00 781,211.15 2,649.000 586,571.90 194,639.25 7,372.70 788,583.85 14,745.40

SHIMIZU CORP NPV

6804400 604,000.00 1,661,926.22 390.000 2,054,196.70 -392,270.48 14,914.72 1,676,840.94 29,829.45

SHIN-ETSU CHEMICAL NPV

6804585 2,900.00 111,098.46 5,430.000 91,598.84 19,499.62 1,023.01 112,121.47 2,046.01

SHINKO ELEC INDS NPV

6804927 56,500.00 576,403.93 1,446.000 396,327.07 180,076.86 1,594.48 577,998.41 3,188.96

SHINSEI BANK NPV

6730936 2,572,000.00 2,050,499.19 113.000 2,209,408.51 -158,909.32 18,146.01 2,068,645.20 18,146.01



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Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

SHISEIDO CO LTD NPV

6805265 106,600.00 1,526,734.20 2,030.000 1,190,454.53 336,279.67 18,802.14 1,545,536.34 37,604.29

SHOEI CO LTD NPV

B01C253 40,500.00 276,306.88 967.000 243,724.58 32,582.30 0.00 276,306.88 9,715.03

SMC CORP NPV

6763965 201,300.00 18,022,523.10 12,690.000 12,427,759.51 5,594,763.59 71,010.73 18,093,533.83 142,021.46

SOFTBANK CORP NPV

6770620 857,800.00 13,937,669.87 2,303.000 10,711,406.05 3,226,263.82 30,259.81 13,967,929.68 30,259.81

SOMPO JAPAN INSURANCE INC JPY50

6986063 14,000.00 64,795.09 656.000 58,056.93 6,738.16 1,975.46 66,770.55 1,975.46

SONY CORP NPV

6821506 411,500.00 10,393,529.67 3,580.000 7,542,535.19 2,850,994.48 36,290.25 10,429,819.92 72,580.51

SONY FINANCIAL HOL NPV

B249SN5 11.00 23,825.46 307,000.000 18,681.69 5,143.77 232.82 24,058.28 232.82

SQUARE ENIX HOLDINGS CO LTD NPV

6309262 3,400.00 49,030.92 2,044.000 48,571.30 459.62 719.63 49,750.55 719.63

SUMITOMO CHEMICAL CO. LTD NPV

6858560 625,000.00 2,015,145.51 457.000 1,662,451.04 352,694.47 26,457.05 2,041,602.56 26,457.05

SUMITOMO CORP NPV

6858946 878,400.00 6,662,097.52 1,075.000 5,503,264.83 1,158,832.69 86,812.99 6,748,910.51 142,537.90

SUMITOMO ELECTRIC NPV

6858708 69,500.00 561,926.64 1,146.000 484,311.06 77,615.58 3,519.85 565,446.49 6,864.72

SUMITOMO HEAVY IND NPV

6858731 166,000.00 659,366.19 563.000 585,426.90 73,939.29 3,682.82 663,049.01 3,513.50

SUMITOMO METAL IND NPV

6858827 27,000.00 53,908.89 283.000 42,671.76 11,237.13 476.23 54,385.12 952.45



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Description


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gain/loss

Accrued

income/expense

Market value

including accruals

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annual income


Equities

Common stock

SUMITOMO METAL MINING CO LTD NPV

6858849 136,000.00 1,334,677.17 1,391.000 1,069,592.86 265,084.31 9,595.09 1,344,272.26 16,311.66

SUMITOMO MITSUI FINANCIAL GROUP NPV

6563024 291,700.00 6,359,238.34 3,090.000 5,722,805.94 636,432.40 93,047.69 6,452,286.03 185,220.53

SUMITOMO REALTY & DEVELOPMENT NPV

6858902 263,000.00 3,300,972.38 1,779.000 4,736,390.55 -1,435,418.17 18,555.21 3,319,527.59 37,110.43

SURUGA BANK NPV

6864329 13,000.00 76,676.07 836.000 77,184.59 -508.52 596.17 77,272.24 1,192.33

SUZUKI MOTOR CORP NPV

6865504 119,800.00 1,743,677.81 2,063.000 1,390,510.11 353,167.70 9,297.36 1,752,975.17 8,452.15

SYSMEX CORP NPV

6883807 87,200.00 3,371,376.36 5,480.000 3,041,035.35 330,341.01 16,562.12 3,387,938.48 30,760.73

T&D HOLDINGS INC NPV

6744294 168,900.00 2,637,067.57 2,213.000 4,842,779.99 -2,205,712.42 53,623.15 2,690,690.72 53,623.15

TAKATA CORPORATION NPV

B1FSLW4 0.00 0.00 2,396.000 0.00 0.00 1,072.39 1,072.39 0.00

TDK CORP NPV

6869302 2,700.00 118,485.26 6,220.000 82,995.10 35,490.16 571.47 119,056.73 1,142.95

TERUMO CORP NPV

6885074 60,800.00 2,136,205.93 4,980.000 2,031,346.26 104,859.67 6,863.31 2,143,069.24 13,726.62

T-GAIA CORP NPV

6744670 413.00 402,979.01 138,300.000 432,309.81 -29,330.80 7,284.51 410,263.52 16,025.92

THK CO LTD NPV

6869131 45,500.00 654,864.97 2,040.000 427,500.10 227,364.87 2,407.59 657,272.56 4,815.18

TOCALO CO LTD NPV

6714974 41,200.00 567,397.25 1,952.000 315,520.19 251,877.06 3,633.44 571,030.69 7,266.87



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gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

TOHOKU ELEC POWER NPV

6895266 177,633.00 2,476,399.94 1,976.000 2,090,283.16 386,116.78 37,597.17 2,513,997.11 75,194.33

TOKAI TOKYO FINANCIAL HOLDINGS INC

6894876 15,000.00 41,273.00 390.000 27,932.68 13,340.32 1,164.11 42,437.11 1,481.60

TOKIO MARINE HOLDINGS INC NPV

6513126 77,000.00 1,430,381.15 2,633.000 1,536,166.43 -105,785.28 13,038.04 1,443,419.19 26,076.07

TOKYO ELECTRON NPV

6895675 115,200.00 5,039,116.08 6,200.000 4,155,426.49 883,689.59 3,251.04 5,042,367.12 6,502.09

TOKYO TATEMONO CO NPV

6895426 11,000.00 26,076.07 336.000 37,642.87 -11,566.80 0.00 26,076.07 620.86

TORAY INDS INC NPV

6897143 1,131,000.00 4,356,778.10 546.000 4,048,612.63 308,165.47 19,948.62 4,376,726.72 39,897.24

TOUEI HOUSING CORP NPV

6173917 69,900.00 432,007.69 876.000 228,143.53 203,864.16 7,397.39 439,405.08 14,794.78

TOYO SUISAN KAISHA NPV

6899967 148,000.00 2,524,807.12 2,418.000 2,213,799.77 311,007.35 26,104.29 2,550,911.41 41,766.87

TOYOTA BOSHOKU CP NPV

6900591 17,700.00 224,279.61 1,796.000 143,445.98 80,833.63 374.63 224,654.24 999.02

TOYOTA MOTOR CORP NPV

6900643 57,900.00 1,529,820.87 3,745.000 1,421,194.55 108,626.32 15,651.99 1,545,472.86 24,509.81

TOYOTA TSUSHO CORP NPV

6900580 3,600.00 37,234.60 1,466.000 34,188.21 3,046.39 203.19 37,437.79 406.38

TREND MICRO INC NPV

6125286 403,300.00 9,275,899.10 3,260.000 8,468,101.42 807,797.68 0.00 9,275,899.10 270,309.94

TS TECH CO.LTD. NPV

B1P1JR4 39,600.00 489,485.11 1,752.000 195,887.15 293,597.96 2,514.48 491,999.59 5,028.96



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gain/loss

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income/expense

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annual income


Equities

Common stock

UNICHARM CORP NPV

6911485 7,600.00 484,185.23 9,030.000 271,604.27 212,580.96 1,876.69 486,061.92 3,753.37

USHIO INC NPV

6918981 46,800.00 523,671.85 1,586.000 526,085.49 -2,413.64 6,603.68 530,275.53 6,603.68

WELCIA HOLDINGS CO LTD

B3CF1G6 27,405.00 382,442.62 1,978.000 349,583.06 32,859.56 3,383.60 385,826.22 6,767.19

YAMADA DENKI CO LTD NPV

6985026 470.00 22,880.06 6,900.000 17,818.31 5,061.75 142.59 23,022.65 109.43

YAMAHA MOTOR CO NPV

6985264 705,500.00 6,973,412.36 1,401.000 7,633,465.72 -660,053.36 0.00 6,973,412.36 0.00

YAMATO HOLDINGS NPV

6985565 279,000.00 2,586,483.80 1,314.000 2,081,084.41 505,399.39 21,652.45 2,608,136.25 43,304.90

YAMATO KOGYO CO NPV

6985446 23,500.00 514,801.33 3,105.000 455,592.90 59,208.43 3,315.95 518,117.28 6,631.90

YASKAWA ELEC CORP NPV

6986041 90,000.00 542,898.72 855.000 414,300.30 128,598.42 952.45 543,851.17 1,904.91

YOKOGAWA ELECTRIC NPV

6986427 85,100.00 488,724.55 814.000 449,055.68 39,668.87 4,803.19 493,527.74 4,803.19

ZEON CORPORATION NPV

6644015 140,000.00 539,300.56 546.000 525,411.50 13,889.06 5,926.38 545,226.94 5,926.38

DAEGU DEPARTMENT S KRW5000

6249294 45,960.00 321,343.06 12,000.000 396,303.90 -74,960.84 0.00 321,343.06 9,372.51

DAISHIN SECURITIES KRW5000

6251200 15,710.00 144,166.51 15,750.000 129,902.73 14,263.78 0.00 144,166.51 9,153.43

DONG SUH KRW500

6605993 25,799.00 496,048.88 33,000.000 342,286.16 153,762.72 0.00 496,048.88 15,783.37



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income/expense

Market value

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annual income


Equities

Common stock

GS ENGINEERING & C KRW5000

6537096 8,041.00 456,796.04 97,500.000 270,193.12 186,602.92 3,456.86 460,252.90 4,685.09

HALLA VISTEON CLIMATE CONTROL

B00LR01 98,890.00 783,608.15 13,600.000 474,478.27 309,129.88 26,147.15 809,755.30 29,961.49

HANA FINANCIAL GRP KRW5000

B0RNRF5 115,900.00 2,366,895.67 35,050.000 2,221,139.99 145,755.68 0.00 2,366,895.67 27,011.65

HANIL CEMENT CO KRW5000

6407713 7,760.00 329,155.23 72,800.000 318,665.77 10,489.46 6,057.43 335,212.66 6,103.84

HANJIN HEAVY INDUS KRW5000

B23S952 36,060.00 541,016.63 25,750.000 478,765.04 62,251.59 0.00 541,016.63 5,252.59

HANYANG SECS CO KRW5000

6409032 49,330.00 294,606.71 10,250.000 296,906.21 -2,299.50 0.00 294,606.71 17,245.27

HITE BREWERY CO KRW5000 (NEW)

B3B97Y9 0.00 0.00 142,500.000 0.00 0.00 4,201.60 4,201.60 0.00

HYOSUNG KRW5000

6896838 8,800.00 416,338.29 81,200.000 382,025.87 34,312.42 1,238.13 417,576.42 5,127.32

HYUNDAI DEPT STORE KRW5000

6568610 6,665.00 401,927.91 103,500.000 401,053.14 874.77 0.00 401,927.91 2,330.02

HYUNDAI DEVELOPMEN KRW5000

6402428 24,290.00 467,742.29 33,050.000 491,824.79 -24,082.50 3,791.65 471,533.94 5,661.03

HYUNDAI MIPO DOCK KRW5000

6451066 0.00 0.00 155,500.000 0.00 0.00 5,943.03 5,943.03 0.00

JINSUNG TEC KRW500

6525422 69,264.00 239,315.00 5,930.000 253,451.89 -14,136.89 0.00 239,315.00 0.00

KANGWON LAND INC KRW500

6683449 29,200.00 289,227.40 17,000.000 219,697.37 69,530.03 21,647.48 310,874.88 15,992.57



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Common stock

KB FINANCIAL GROUP KRW5000

B3DF0Y6 149,474.00 4,755,169.00 54,600.000 5,088,920.64 -333,751.64 17,026.29 4,772,195.29 20,030.93

KISCO HOLDINGS CO LTD KRW5000

B00YY32 4,000.00 145,662.47 62,500.000 152,875.67 -7,213.20 1,782.91 147,445.38 2,097.54

KPX FINE CHEMICAL CO LTD KRW5000

6502801 0.00 0.00 72,800.000 0.00 0.00 108.46 108.46 0.00

LG CHEMICAL KRW5000

6346913 6,430.00 901,018.50 240,500.000 769,645.15 131,373.35 0.00 901,018.50 13,112.54

LG ELECTRONICS INC KRW5000

6520739 0.00 0.00 115,000.000 0.00 0.00 41,035.25 41,035.25 0.00

LG UPLUS CORP KRW5000

6290902 96,699.00 434,957.62 7,720.000 438,222.25 -3,264.63 0.00 434,957.62 19,719.58

LOTTE CHILSUNG BEV KRW5000

6535443 768.00 387,065.96 865,000.000 339,256.77 47,809.19 1,049.94 388,115.90 1,118.69

NEOWIZ GAMES CO LT KRW500

B1WGT83 15,500.00 317,893.77 35,200.000 320,887.00 -2,993.23 0.00 317,893.77 0.00

PULMUONE CO LTD

6702957 15,270.00 415,492.87 46,700.000 386,386.12 29,106.75 7,713.75 423,206.62 9,075.01

SAMBU CONSTRUCTION KRW5000

6771623 7,140.00 84,242.43 20,250.000 84,578.80 -336.37 520.02 84,762.45 611.78

SAMSUNG ELECTRONIC KRW5000

6771720 63,335.00 30,185,942.15 818,000.000 21,832,319.51 8,353,622.64 235,251.07 30,421,193.22 295,217.04

SHINSEGAE CO KRW5000

6805049 31,764.00 9,901,400.47 535,000.000 8,476,712.85 1,424,687.62 0.00 9,901,400.47 23,134.11

SHINSEGAE FOOD KRW5000

6382166 17,104.00 797,251.48 80,000.000 346,503.00 450,748.48 0.00 797,251.48 7,474.23



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Common stock

SK HYNIX INC

6450267 556,400.00 8,655,776.61 26,700.000 6,142,242.18 2,513,534.43 0.00 8,655,776.61 0.00

STX ENGINE CO LTD KRW2500

B011RD3 21,950.00 273,048.67 21,350.000 269,276.69 3,771.98 0.00 273,048.67 3,197.29

T.K. CORPN KRW500

6167125 8,435.00 151,862.74 30,900.000 141,011.04 10,851.70 0.00 151,862.74 0.00

WOONGJIN THINKBIG KRW500

B1WSJ45 52,650.00 773,048.20 25,200.000 563,565.98 209,482.22 35,101.26 808,149.46 35,124.61

YUHAN CORP KRW5000

6988337 1,186.00 119,201.42 172,500.000 100,277.40 18,924.02 0.00 119,201.42 691.02

ADR SK TELECOM LTD SPONSORED ADR

2495648 407,833.00 4,640,514.94 17.260 4,816,446.84 -175,931.90 0.00 4,640,514.94 203,257.78

LG CHEM LTD-SP GDR

3119624 33,000.00 2,312,101.37 106.280 1,682,264.30 629,837.07 17,641.96 2,329,743.33 0.00

SAMSUNG ELECTRONIC GDR

4942818 27,084.00 6,539,333.08 366.250 5,191,021.33 1,348,311.75 0.00 6,539,333.08 50,921.99

#REORG/TELEFONOS DE ADR TERMINATION 1/31/2012

2881612 325,300.00 3,345,427.96 15.600 3,332,243.33 13,184.63 39,317.14 3,384,745.10 174,777.17

AMER MOVIL SAB DE C V SPONSORED ADR REPSTG SER L SHS

2722670 205,500.00 6,819,743.77 50.340 5,568,681.00 1,251,062.77 0.00 6,819,743.77 48,905.99

AALBERTS INDS EUR0.25

B1W8P14 69,090.00 727,843.45 11.810 558,514.46 169,328.99 0.00 727,843.45 8,011.83

AKZO NOBEL NV EUR2

5458314 1,633.00 61,463.90 42.195 62,670.10 -1,206.20 0.00 61,463.90 1,966.50

ARCADIS NV COMSTK

5769209 49,865.00 696,563.11 15.660 705,827.94 -9,264.83 0.00 696,563.11 20,016.18



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Common stock

ASM INTL NV EUR0.04

5165294 51,296.00 905,986.19 19.800 896,658.96 9,327.23 0.00 905,986.19 0.00

ASML HOLDING NV EUR0.09

5949368 625,100.00 14,754,083.09 26.460 10,755,583.77 3,998,499.32 111,519.90 14,865,602.99 111,519.90

CSM NV EUR0.25

5799949 52,927.00 1,085,870.41 23.000 882,563.17 203,307.24 0.00 1,085,870.41 41,546.35

HEINEKEN HOLDING EUR1.6 A

B0CCH46 534,862.00 15,713,477.14 32.935 11,638,882.30 4,074,594.84 0.00 15,713,477.14 310,118.72

HEINEKEN NV EUR1.60

7792559 1,497.00 50,810.02 38.050 44,931.11 5,878.91 0.00 50,810.02 867.98

KONINKLIJKE AHOLD EUR 0.3

5252602 8,000.00 70,433.62 9.870 56,956.12 13,477.50 0.00 70,433.62 1,641.31

KONINKLIJKE BOSKAL EUR0.80

B1XF882 29,132.00 737,359.12 28.375 615,741.88 121,617.24 0.00 737,359.12 30,923.61

KONINKLIJKE KPN

5956078 2,170,894.00 22,714,831.36 11.730 15,538,901.92 7,175,929.44 0.00 22,714,831.36 1,336,166.55

KONINKLIJKE TEN CA EUR2.50

B12GN47 53,261.00 920,737.80 19.380 912,026.74 8,711.06 0.00 920,737.80 28,505.81

MEDIQ NV COMSTK

B1VYYM7 84,112.00 1,024,149.83 13.650 925,045.38 99,104.45 0.00 1,024,149.83 33,012.89

NUTRECO NV EUR0.24

5183359 24,673.00 1,026,706.93 46.650 795,682.82 231,024.11 0.00 1,026,706.93 33,453.26

QIAGEN NV COM EUR0.01

5732825 3,583.00 54,493.42 17.050 47,812.96 6,680.46 0.00 54,493.42 0.00

RANDSTAD HLDGS NV EUR0.10

5228658 73,400.00 2,303,703.07 35.185 1,362,681.95 941,021.12 0.00 2,303,703.07 0.00



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Common stock

REED ELSEVIER NV EUR0.07

4148810 10,634.00 85,352.36 8.998 80,602.77 4,749.59 0.00 85,352.36 3,794.28

ROYAL DUTCH SHELL 'A'SHS EUR0.07

B09CBL4 1,291,684.00 24,674,436.61 21.415 22,657,215.56 2,017,221.05 0.00 24,674,436.61 1,389,557.34

ROYAL IMTECH N.V. EUR0.01

5051586 51,810.00 1,095,766.53 23.710 711,377.96 384,388.57 0.00 1,095,766.53 29,577.84

TOMTOM GROUP COM STK

B08TZQ9 617,852.00 3,450,651.08 6.261 6,029,429.64 -2,578,778.56 0.00 3,450,651.08 0.00

UNILEVER NV CVA EUR0.16

B12T3J1 193,671.00 3,868,909.30 22.395 2,788,188.75 1,080,720.55 0.00 3,868,909.30 134,751.03

UNIT 4 NV EUR0.05

7131947 62,937.00 1,062,746.14 18.930 855,342.00 207,404.14 0.00 1,062,746.14 0.00

WOLTERS KLUWER EUR0.12

5671519 187,873.00 2,690,590.27 16.055 2,220,572.75 470,017.52 0.00 2,690,590.27 110,606.64

#REORG/ASML HLDG REVERSE STOCK SPLIT ESCASML HLDG 0002K1QA71 0006066130 11/28/12

2242253 80,500.00 1,878,633.93 35.400 1,525,894.50 352,739.43 14,217.12 1,892,851.05 11,887.40

X5 RETAIL GROUP NV GDR REP 0.25 SHS EUR1REGS

B07T3T9 357,329.00 8,210,627.91 34.855 5,882,267.57 2,328,360.34 0.00 8,210,627.91 0.00

KATHMANDU HOLDINGS LIMITED CMSTK

B59HM77 229,431.00 262,378.75 1.890 218,508.15 43,870.60 0.00 262,378.75 0.00

FLETCHER BUILDING NPV

6341606 100,976.00 394,394.33 8.350 293,965.57 100,428.76 0.00 394,394.33 13,225.20

AKASTOR ASA NOK0.592

B1VLVW7 80,492.00 831,393.74 93.000 801,849.49 29,544.25 0.00 831,393.74 23,243.27

DNB ASA NOK10

4263304 14,615.00 110,214.74 67.900 77,614.11 32,600.63 0.00 110,214.74 2,840.59



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SCHIBSTED ASA NOK1

4790534 44,226.00 736,783.69 150.000 707,632.39 29,151.30 0.00 736,783.69 7,367.84

SEADRILL LTD USD2

B09RMQ1 1,327,330.00 20,417,368.49 138.500 17,353,655.34 3,063,713.15 0.00 20,417,368.49 154,788.71

STATOIL ASA

7133608 5,731.00 87,583.02 137.600 78,658.84 8,924.18 0.00 87,583.02 3,819.03

STOREBRAND ASA SER'A'NOK5

4852832 125,812.00 656,596.55 46.990 655,349.15 1,247.40 0.00 656,596.55 0.00

SUBSEA 7 SA USD2

5258246 73,297.00 884,884.99 108.700 726,316.38 158,568.61 0.00 884,884.99 11,113.66

TGS NOPEC GEOPH.CO NOK0.25

B15SLC4 123,200.00 1,725,428.15 126.100 959,058.39 766,369.76 0.00 1,725,428.15 27,366.03

YARA INTERNATIONAL NOK1.7

7751259 237,789.00 6,813,692.81 258.000 4,426,958.52 2,386,734.29 0.00 6,813,692.81 118,843.48

GALP ENERGIA SGPS EUR1

B1FW751 514,004.00 5,896,310.61 12.860 5,693,039.43 203,271.18 0.00 5,896,310.61 105,455.01

JERONIMO MARTINS EUR1

B1Y1SQ7 538,115.00 3,600,055.93 7.500 1,559,980.69 2,040,075.24 0.00 3,600,055.93 68,641.07

ADR MOBILE TELESYSTEMS OJSC SPONSORED

2603225 317,400.00 11,612,959.88 55.500 9,184,613.73 2,428,346.15 0.00 11,612,959.88 224,517.22

ADR OAO GAZPROM LEVEL 1 ADR

2016629 569,900.00 8,817,688.78 23.470 8,230,956.90 586,731.88 0.00 8,817,688.78 117,594.23

GAZPROM SPON ADR EA REP 2 ORD SHS

5140989 522,700.00 8,039,152.35 23.330 8,944,078.13 -904,925.78 0.00 8,039,152.35 0.00

MICLYN EXPRESS OFF NPV

B4WXN83 360,000.00 381,202.11 1.750 420,781.13 -39,579.02 0.00 381,202.11 0.00



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Common stock

CAPITALAND LTD NPV

6309303 2,344,500.00 4,388,954.28 3.970 4,896,952.72 -507,998.44 0.00 4,388,954.28 116,080.66

CAPITAMALLS ASIA L NPV

B442NY4 3,595,000.00 3,831,136.68 2.260 3,313,903.67 517,233.01 0.00 3,831,136.68 16,951.93

CSE GLOBAL LTD SGD0.05

6143998 1,023,500.00 477,796.93 0.990 305,042.87 172,754.06 0.00 477,796.93 16,891.81

DBS GROUP HLDGS NPV

6175203 3,410,000.00 22,993,798.94 14.300 19,720,178.56 3,273,620.38 0.00 22,993,798.94 900,456.46

EZRA SGD0.20

6674421 230,000.00 255,952.96 2.360 237,990.58 17,962.38 0.00 255,952.96 1,626.82

FIRST RESOURCES LT NPV

B2927P4 766,000.00 418,993.29 1.160 429,997.97 -11,004.68 0.00 418,993.29 7,946.43

INDOFOOD AGRI RE NPV

B1QNF48 304,000.00 321,101.19 2.240 290,124.06 30,977.13 0.00 321,101.19 0.00

KEPPEL LAND LTD NPV

6853468 74,000.00 128,061.36 3.670 82,544.69 45,516.67 0.00 128,061.36 2,791.53

OSIM INTERNATIONAL NPV

6280334 646,000.00 271,108.31 0.890 162,965.67 108,142.64 0.00 271,108.31 3,046.16

TIGER AIRWAYS COMSTK

B3MVRX3 263,000.00 220,747.64 1.780 176,238.87 44,508.77 0.00 220,747.64 0.00

UTD O/S BANK NPV

6916781 2,162,000.00 19,594,283.44 19.220 16,175,278.14 3,419,005.30 0.00 19,594,283.44 611,684.19

YANLORD LAND GROUP NPV

B17KMY7 480,000.00 423,256.03 1.870 354,632.38 68,623.65 0.00 423,256.03 3,847.78

GOLD FIELDS LTD ZAR0.50

6280215 505,400.00 4,182,919.15 92.200 4,918,899.31 -735,980.16 0.00 4,182,919.15 58,978.25



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IMPALA PLATINUM ZAR0.025

B1FFT76 104,200.00 2,001,680.71 214.000 1,738,535.73 263,144.98 0.00 2,001,680.71 29,931.67

MASSMART HOLDINGS ZAR0.01

6268181 1,449,706.00 14,120,920.63 108.510 11,544,088.30 2,576,832.33 0.00 14,120,920.63 502,320.10

NASPERS 'N' ZAR0.02

6622691 527,468.00 14,985,910.82 316.500 11,717,360.21 3,268,550.61 0.00 14,985,910.82 98,012.12

SASOL NPV

6777450 57,918.00 1,573,918.82 302.730 1,260,792.36 313,126.46 0.00 1,573,918.82 45,751.94

ATRESMEDIA CORP EUR0.75

B07VZ99 94,126.00 686,808.71 8.180 501,367.27 185,441.44 0.00 686,808.71 19,311.25

BANCO SANTANDER EUR0.50(REGD)

5705946 1,558,610.00 13,680,609.39 9.840 14,716,516.24 -1,035,906.85 0.00 13,680,609.39 834,183.50

BBVA(BILB-VIZ-ARG) EUR0.49

5501906 382,472.00 3,456,065.61 10.130 3,735,210.37 -279,144.76 0.00 3,456,065.61 143,291.96

CONSTR Y AUX FERRO EUR3.01

4217561 1,694.00 658,829.11 436.000 606,133.76 52,695.35 0.00 658,829.11 14,355.22

INDITEX EUR0.15

7111314 33,317.00 1,450,451.11 48.805 1,196,849.88 253,601.23 0.00 1,450,451.11 32,691.25

MEDIASET ESPANA EUR0.5

B01G2K0 68,867.00 713,822.41 11.620 643,459.47 70,362.94 0.00 713,822.41 12,224.67

PROSEGUR SEGURIDAD EUR0.60(REGD)

5140213 22,362.00 666,238.92 33.400 618,325.92 47,913.00 0.00 666,238.92 16,197.19

TECNICAS REUNIDAS ORD EUR0.10

B16FTB9 59,468.00 2,469,311.64 46.550 1,904,136.45 565,175.19 0.00 2,469,311.64 71,082.23

TELEFONICA SA EUR1

5732524 161,414.00 2,525,478.50 17.540 2,521,464.44 4,014.06 0.00 2,525,478.50 79,191.17



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ALFA LAVAL AB NPV

7332687 4,791.00 46,649.93 106.300 29,294.97 17,354.96 0.00 46,649.93 1,097.13

ASSA ABLOY SER'B'NPV

5698789 258,898.00 3,350,907.04 141.300 2,862,178.44 488,728.60 0.00 3,350,907.04 85,373.43

ATLAS COPCO AB SER'A'NPV

B1QGR41 9,024.00 92,578.18 112.000 56,489.36 36,088.82 0.00 92,578.18 2,479.77

ATLAS COPCO AB SER'B'NPV

B1QGR74 2,771,233.00 25,688,874.47 101.200 16,968,230.92 8,720,643.55 0.00 25,688,874.47 761,527.90

BOLIDEN AB NPV

B1XCBX9 115,476.00 1,091,598.55 103.200 490,033.43 601,565.12 0.00 1,091,598.55 31,732.52

ERICSSON SER'B' NPV

5959378 710,000.00 4,949,194.57 76.100 6,678,618.83 -1,729,424.26 0.00 4,949,194.57 130,070.82

HENNES & MAURITZ SER'B'NPV

5687431 85,842.00 3,688,559.41 469.100 2,910,832.60 777,726.81 0.00 3,688,559.41 125,808.89

JM AB NPV

B142FZ8 77,687.00 907,298.22 127.500 662,022.24 245,275.98 0.00 907,298.22 17,790.16

KINNEVIK INV AB SER'B'NPV

B00GC12 6,602.00 80,430.11 133.000 43,945.40 36,484.71 0.00 80,430.11 1,814.21

MODERN TIMES GROUP SER'B'NPV

B151P43 23,076.00 887,771.79 420.000 367,516.19 520,255.60 0.00 887,771.79 11,625.58

NCC SER'B'NPV

4645742 60,849.00 702,288.43 126.000 592,540.81 109,747.62 0.00 702,288.43 33,442.31

SANDVIK AB NPV

B1VQ252 139,339.00 1,151,891.10 90.250 969,781.98 182,109.12 0.00 1,151,891.10 12,763.34

SECURITAS SER'B'NPV

5554041 110,134.00 776,790.06 77.000 704,335.15 72,454.91 0.00 776,790.06 30,264.55



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SVENSKA CELLULOSA SER'B'NPV

B1VVGZ5 257,293.00 2,399,204.52 101.800 2,209,382.04 189,822.48 0.00 2,399,204.52 87,200.95

SVENSKA HANDELSBKN SER'A'SEK4.30

5703661 1,351,334.00 26,192,074.02 211.600 18,480,087.34 7,711,986.68 0.00 26,192,074.02 990,248.55

SWEDBANK AG SEK20 SER'A'

4846523 1,104,961.00 7,499,920.84 74.100 3,867,517.86 3,632,402.98 0.00 7,499,920.84 759,101.30

SWEDISH MATCH NPV

5048566 240,570.00 3,803,415.58 172.600 2,226,313.70 1,577,101.88 0.00 3,803,415.58 104,671.06

TELE2 AB SER'B'NPV

B085590 2,913.00 32,152.82 120.500 24,999.22 7,153.60 0.00 32,152.82 1,560.95

VOLVO AB SER'B'NPV

B1QH830 156,543.00 1,041,743.49 72.650 932,612.53 109,130.96 0.00 1,041,743.49 78,865.65

#REORG/CIE FINANCIE MAND EXCH COMPAGNIE FINANCIERE RICHEMONT SA 8A4LH0U 24/09/13

B3DCZF3 71,939.00 1,839,687.51 40.830 1,234,253.37 605,434.14 0.00 1,839,687.51 45,057.25

ACTELION LTD CHF0.50 (REGD)

B1YD5Q2 122,507.00 3,680,704.12 47.970 2,975,028.87 705,675.25 0.00 3,680,704.12 0.00

BUCHER INDUSTRIES CHF0.20 (REGD)

B07ZBW6 10,610.00 950,280.26 143.000 903,411.06 46,869.20 0.00 950,280.26 13,290.63

CLARIANT AG CHF3.70 (REGD)

7113990 106,179.00 891,800.46 13.410 622,774.03 269,026.43 0.00 891,800.46 0.00

CREDIT SUISSE AG CHF0.04(REGD)

7171589 111,218.00 3,785,950.35 54.350 2,440,056.70 1,345,893.65 0.00 3,785,950.35 139,317.40

DUFRY AG CHF5 (REGD)

B0R80X9 26,176.00 1,388,631.39 84.700 885,884.65 502,746.74 0.00 1,388,631.39 0.00

EFG INTERNATIONAL AG CHF0.50 (REGD)

B0LF188 104,145.00 1,193,685.17 18.300 956,769.45 236,915.72 0.00 1,193,685.17 6,522.87



Asset Detailu


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Description


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gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

GAM HOLDING LTD COMSTK

B1WHVV3 4,968.00 40,295.04 12.950 35,578.10 4,716.94 0.00 40,295.04 0.00

GATEGROUP HLDG AG CHF5 (REGD)

B4JPM52 31,729.00 788,945.81 39.700 578,961.03 209,984.78 0.00 788,945.81 0.00

HELVETIA HOLDING CHF0.10

7189292 3,442.00 797,111.97 369.750 690,279.82 106,832.15 0.00 797,111.97 31,259.29

HOLCIM LTD CHF2 (REGD)

7110753 190,733.00 9,389,634.13 78.600 7,668,898.69 1,720,735.44 0.00 9,389,634.13 179,191.49

JULIUS BAER GRUPPE CHF0.02 (REGD)

B4R2R50 3,920.00 93,911.29 38.250 80,497.08 13,414.21 0.00 93,911.29 982.08

KUDELSKI SA CHF10 (BR)

7121250 56,121.00 1,141,321.44 32.470 941,624.47 199,696.97 0.00 1,141,321.44 10,545.01

LONZA GROUP AG CHF1 (REGD)

7333378 41,400.00 2,229,970.29 86.000 2,098,834.47 131,135.82 0.00 2,229,970.29 45,377.30

NESTLE SA CHF0.10(REGD)

7123870 1,182,486.00 39,993,558.86 54.000 27,755,763.39 12,237,795.47 0.00 39,993,558.86 1,184,994.34

NOVARTIS AG CHF0.50 (REGD)

7103065 316,003.00 11,271,590.91 56.950 9,645,582.61 1,626,008.30 0.00 11,271,590.91 415,633.73

PANALPINA WELT AG CHF0.10 (REGD)

B0KJTG5 21,230.00 1,190,737.06 89.550 960,103.83 230,633.23 0.00 1,190,737.06 0.00

RIETER HLDG AG CHF5 (REGD)

5996159 4,255.00 818,159.97 307.000 683,834.09 134,325.88 0.00 818,159.97 0.00

ROCHE HLDGS AG GENUSSCHEINE NPV

7110388 209,944.00 22,485,360.89 171.000 18,644,976.80 3,840,384.09 0.00 22,485,360.89 788,960.03

SCHINDLER-HLDG AG CHF0.10 (PTG CERT)

B11TCY0 12,893.00 749,380.25 92.800 582,260.76 167,119.49 0.00 749,380.25 16,150.44



Asset Detailu


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Description


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gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

SGS SA CHF1 (REGD)

4824778 95.00 86,514.38 1,454.000 69,945.68 16,568.70 0.00 86,514.38 1,844.53

SIKA AG CHF45(BR)

4808084 772.00 860,671.83 1,780.000 682,436.90 178,234.93 0.00 860,671.83 21,758.56

SWISS REINSURANCE AG CHF0.1(REGD)

7189816 89,405.00 2,906,226.44 51.900 1,955,361.92 950,864.52 0.00 2,906,226.44 55,996.66

SWISSCOM AG CHF1(REGD)

5533976 44,528.00 10,731,700.33 384.800 8,259,919.36 2,471,780.97 0.00 10,731,700.33 557,780.68

SYNGENTA CHF0.10 (REGD)

4356646 594.00 108,932.58 292.800 67,281.35 41,651.23 0.00 108,932.58 2,232.23

SYNTHES INC CHF0.001

B014635 23,010.00 1,896,587.10 131.600 1,537,571.22 359,015.88 19,455.87 1,916,042.97 100,882.29

UBS AG CHF0.10

B18YFJ4 1,016,601.00 10,913,439.23 17.140 10,560,359.13 353,080.10 0.00 10,913,439.23 0.00

ZURICH INSURANCE GROUP AG CHF0.10

5983816 26,383.00 4,466,532.60 270.300 3,965,030.29 501,502.31 0.00 4,466,532.60 264,389.65

ABB LTD CHF1.03 (REGD)

7113815 620,000.00 8,967,375.21 157.900 5,342,347.68 3,625,027.53 0.00 8,967,375.21 186,394.60

FOSTER WHEELER LTD (BM) COM STK

B4Y5TZ6 134,400.00 2,404,651.43 27.140 2,145,235.36 259,416.07 0.00 2,404,651.43 0.00

TRANSOCEAN LTD

B3KFWW1 87,800.00 4,999,778.17 86.380 4,928,337.02 71,441.15 0.00 4,999,778.17 173,643.60

ABILITY ENTERPRISE TWD10

6005184 253,000.00 277,296.46 52.800 314,370.22 -37,073.76 0.00 277,296.46 7,646.66

ALTEK CORP TWD10

6580841 224,000.00 259,925.99 55.900 252,439.01 7,486.98 0.00 259,925.99 8,816.09



Asset Detailu


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Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

AU OPTRONICS CORP TWD10

6288190 4,834,820.00 3,623,075.56 36.100 2,350,303.06 1,272,772.50 0.00 3,623,075.56 0.00

CATHAY FINL HLDG TWD10

6425663 3,146,850.00 3,462,117.40 53.000 3,576,522.09 -114,404.69 0.00 3,462,117.40 0.00

CHICONY ELECTRONI TWD10

6140579 244,000.00 427,992.75 84.500 363,757.84 64,234.91 0.00 427,992.75 11,902.76

CORETRONICS CORP TWD10

6141806 249,000.00 232,854.17 45.050 184,146.18 48,707.99 0.00 232,854.17 11,531.58

CTBC FINANCIAL HOLDING CO COM STK

6527666 6,375,326.00 2,382,126.29 18.000 2,428,115.75 -45,989.46 0.00 2,382,126.29 0.00

DYNAPACK INTL TECH TWD10

6732028 175,000.00 358,546.16 98.700 331,267.47 27,278.69 0.00 358,546.16 19,805.41

EVA AIRWAYS TWD10

6186023 488,000.00 151,443.59 14.950 131,965.88 19,477.71 0.00 151,443.59 0.00

EVERGREEN MARINE C TWD10

6324500 1,027,000.00 398,659.33 18.700 399,706.14 -1,046.81 0.00 398,659.33 0.00

FAR EASTERN NEW CENTURY CORP TWD10

6331470 5,290,548.00 3,832,798.30 34.900 2,235,499.86 1,597,298.44 0.00 3,832,798.30 142,768.99

FUBON FINANCIAL HL TWD10

6411673 592,000.00 474,349.98 38.600 299,502.97 174,847.01 0.00 474,349.98 0.00

GIANT MFG CO TWD10

6372167 110,000.00 210,301.41 92.100 142,024.22 68,277.19 0.00 210,301.41 10,275.31

GREATEK ELECTRONIC TWD10

6293989 464,200.00 315,095.91 32.700 277,930.51 37,165.40 0.00 315,095.91 17,344.73

HUAKU DEVELOPMENT TWD10

6275459 287,000.00 490,906.73 82.400 400,464.62 90,442.11 0.00 490,906.73 35,745.64



Asset Detailu


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Description


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gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

HUNG POO REAL ESTA TWD10

6447678 360,000.00 314,611.41 42.100 298,343.32 16,268.09 0.00 314,611.41 18,682.39

KGI SECURITIES(TW) TWD10

6219435 1,305,000.00 403,632.99 14.900 284,019.43 119,613.56 0.00 403,632.99 4,063.42

KINSUS INTERCONNE TWD10

6687872 318,000.00 549,212.39 83.200 507,046.78 42,165.61 0.00 549,212.39 15,182.55

MEDIATEK INC TWD10

6372480 910,000.00 10,408,373.55 551.000 8,503,806.63 1,904,566.92 0.00 10,408,373.55 491,139.22

POWERTECH TECHNOLO TWD10

6599676 177,000.00 417,022.04 113.500 344,640.63 72,381.41 0.00 417,022.04 12,859.71

PRINCE HOUSING DEV TWD10

6703165 533,000.00 159,323.41 14.400 159,376.80 -53.39 0.00 159,323.41 2,212.83

RADIUM LIFE TECH C TWD10

6314006 131,000.00 72,605.99 26.700 75,462.21 -2,856.22 0.00 72,605.99 3,263.19

RICHTEK TECHNOLOG TWD10

6694559 52,250.00 368,769.58 340.000 241,148.68 127,620.90 0.00 368,769.58 7,231.14

RUENTEX DEVELOPMEN TWD10

6748423 57,000.00 53,244.81 45.000 33,753.07 19,491.74 0.00 53,244.81 473.29

SILITECH TECHNOLOG TWD10

6740117 215,650.00 519,274.90 116.000 313,292.42 205,982.48 0.00 519,274.90 12,632.71

SIMPLO TECHNOLOGY TWD10

6421928 98,800.00 371,214.90 181.000 241,827.59 129,387.31 0.00 371,214.90 10,254.56

SINYI REALTY INC. TWD10

6193915 163,000.00 208,090.67 61.500 176,180.16 31,910.51 0.00 208,090.67 8,797.33

SYNNEX TECH INTL TWD10

6868439 297,550.00 432,362.35 70.000 324,276.10 108,086.25 0.00 432,362.35 7,300.75



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Description


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gain/loss

Accrued

income/expense

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including accruals

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annual income


Equities

Common stock

TAIWAN FERTILIZER TWD10

6109439 2,249,000.00 4,738,549.01 101.500 2,029,273.53 2,709,275.48 0.00 4,738,549.01 84,033.38

TAIWAN HON CHUAN E TWD10

6335212 142,140.00 175,559.02 59.500 129,821.33 45,737.69 0.00 175,559.02 7,376.43

UNI-PRESIDENT ENT TWD10

6700393 5,892,360.00 4,421,681.47 36.150 2,508,870.81 1,912,810.66 0.00 4,421,681.47 51,616.86

ACER INC GDR(REP 5 ORD TWD10)REG'S

3145049 338,850.00 3,265,862.40 14.620 2,489,468.35 776,394.05 0.00 3,265,862.40 23,902.00

HON HAI PRECISION GDR(REP 2 SHS TWD10)REG'S

5758218 2,699,438.00 16,318,705.80 9.170 12,871,302.30 3,447,403.50 0.00 16,318,705.80 229,565.22

HTC CORPORATION SPON GDR REP 4 ORD REG'S'

7379598 49,280.00 1,518,456.75 46.740 1,293,328.21 225,128.54 0.00 1,518,456.75 0.00

TAIWAN SEMICONDUCTOR MFG CO LTD SPONSORED ADR

2113382 4,292,956.00 29,687,590.14 10.490 24,603,949.42 5,083,640.72 0.00 29,687,590.14 1,132,033.94

1ST BANGKOK CITY THB0.01(ALIEN MKT)

B06CLQ2 419,600.00 0.00 0.000 114,135.87 -114,135.87 0.00 0.00 0.00

SINO THAI ENG&CONS THB1(ALIEN MKT)

6541473 2,870,000.00 336,449.51 5.750 362,594.45 -26,144.94 6,846.02 343,295.53 7,606.69

ANADOLU EFES TRY1

B03MNV4 898,535.00 6,226,246.20 16.000 6,335,262.75 -109,016.55 0.00 6,226,246.20 124,524.92

BIM BIRLESIK MAGAZ TRY1

B0D0006 238,075.00 8,145,395.81 79.000 6,027,200.11 2,118,195.70 0.00 8,145,395.81 180,435.98

T GARANTI BANKASI TRY1

B03MYP5 6,243,069.00 19,196,753.67 7.100 13,419,851.29 5,776,902.38 0.00 19,196,753.67 224,412.75

HENDERSON GROUP PL CDI GBP0.125

B3DD1T2 394,765.00 561,333.88 2.350 476,848.24 84,485.64 0.00 561,333.88 20,542.43



Asset Detailu


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Description


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gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

DELTA LLOYD NV EUR0.20

B574ZG0 2,653.00 41,627.08 17.590 40,716.36 910.72 0.00 41,627.08 1,183.26

#REORG/VODAFONE GROUP REV STK SPLIT VODAFONE GROUP 1A4TP8W 24/2/2014

B16GWD5 15,868,526.00 24,120,159.52 1.520 22,066,557.72 2,053,601.80 0.00 24,120,159.52 1,253,613.55

3I GROUP ORD GBP0.738636

B1YW440 90,904.00 264,712.45 2.912 201,463.14 63,249.31 0.00 264,712.45 909.04

600 GROUP ORD GBP0.01

0812164 2,569,075.00 558,773.81 0.218 1,350,485.39 -791,711.58 0.00 558,773.81 0.00

ABBEY PROTECTION P ORD GBP0.01

B293ZK8 1,202,820.00 962,256.00 0.800 642,431.81 319,824.19 0.00 962,256.00 44,504.34

ACAL ORD GBP0.05

0005588 905,900.00 1,444,910.50 1.595 1,480,398.85 -35,488.35 0.00 1,444,910.50 52,542.20

AERO INVENTORY ORD GBP0.0125

0444084 613,403.00 1,619,383.92 2.640 2,236,674.26 -617,290.34 0.00 1,619,383.92 110,412.54

AFRICAN MED INV ORD NPV

B39HQT3 5,400,000.00 1,390,500.00 0.258 540,000.00 850,500.00 0.00 1,390,500.00 0.00

AIRSPRUNG GROUP ORD GBP0.10

0011994 75,000.00 16,687.50 0.223 27,375.00 -10,687.50 0.00 16,687.50 375.00

ALIZYME ORD GBP0.02

0037428 8,150,388.00 332,535.83 0.041 2,379,190.32 -2,046,654.49 0.00 332,535.83 0.00

ALLERGY THERAPEUTI ORD GBP0.001

B02LCQ0 4,119,768.00 540,719.55 0.131 1,278,405.59 -737,686.04 0.00 540,719.55 0.00

ALLIANCE PHARMA ORD GBP0.01

3103081 2,039,950.00 673,183.50 0.330 265,368.37 407,815.13 0.00 673,183.50 6,119.85

ALLOCATE SOFTWARE ORD GBP0.05

0436876 3,395,179.00 2,478,480.67 0.730 1,604,867.89 873,612.78 0.00 2,478,480.67 0.00



Asset Detailu


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gain/loss

Accrued

income/expense

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including accruals

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annual income


Equities

Common stock

AMLIN ORD GBP0.28125

B2988H1 1,809,392.00 7,022,250.35 3.881 6,278,709.56 743,540.79 0.00 7,022,250.35 361,878.40

ANDOR TECHNOLOGY ORD GBP0.02

B043J74 400,000.00 726,000.00 1.815 306,280.82 419,719.18 0.00 726,000.00 0.00

ANGLO AMERICAN USD0.54945

B1XZS82 127,185.00 3,655,296.90 28.740 3,251,811.19 403,485.71 0.00 3,655,296.90 0.00

ANTOFAGASTA ORD GBP0.05

0045614 596,097.00 6,199,408.80 10.400 4,840,261.58 1,359,147.22 0.00 6,199,408.80 91,955.10

AORTECH INTL ORD GBP2.50

3336058 129,159.00 175,010.45 1.355 242,967.02 -67,956.57 0.00 175,010.45 0.00

API GROUP ORD GBP0.01

0059206 1,497,857.00 108,594.63 0.073 120,428.64 -11,834.01 0.00 108,594.63 0.00

ARM HLDGS ORD GBP0.0005

0059585 1,434,566.00 3,418,570.78 2.383 1,733,727.32 1,684,843.46 0.00 3,418,570.78 34,429.58

ASHCOURT ROWAN PLC ORD GBP0.002

B0GR929 53,621,721.00 1,104,607.45 0.021 895,042.29 209,565.16 0.00 1,104,607.45 0.00

ASSETCO PLC ORD GBP0.25

3399738 3,484,708.00 2,021,130.64 0.580 1,255,153.39 765,977.25 0.00 2,021,130.64 45,301.20

ASTRAZENECA ORD USD0.25

0989529 121,787.00 3,579,319.93 29.390 3,144,802.75 434,517.18 0.00 3,579,319.93 184,659.56

ATH RESOURCES ORD GBP0.005

B013H73 706,767.00 526,541.42 0.745 1,186,704.65 -660,163.23 0.00 526,541.42 43,819.55

AUGEAN ORD GBP0.10

B02H2F7 4,492,553.00 1,257,914.84 0.280 1,760,251.62 -502,336.78 0.00 1,257,914.84 0.00

AUTONOMY CORP ORD GBP0.003333

0118271 16,413.00 299,208.99 18.230 165,305.18 133,903.81 0.00 299,208.99 0.00



Asset Detailu


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Description


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gain/loss

Accrued

income/expense

Market value

including accruals

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annual income


Equities

Common stock

AVACTA GROUP ORD GBP0.001

3351954 16,676,160.00 296,001.84 0.018 416,099.94 -120,098.10 0.00 296,001.84 0.00

AVIVA ORD GBP0.25

0216238 1,545,236.00 5,953,794.31 3.853 5,402,971.52 550,822.79 240,905.40 6,194,699.71 370,856.64

AVON RUBBER ORD GBP1

0066701 1,208,482.00 1,021,167.29 0.845 1,861,385.76 -840,218.47 0.00 1,021,167.29 0.00

B.P.MARSH&PARTNERS ORD GBP0.10

B0XLRJ7 808,801.00 764,316.95 0.945 1,113,063.72 -348,746.77 0.00 764,316.95 0.00

BAE SYSTEMS ORD GBP0.025

0263494 1,426,414.00 5,296,275.18 3.713 4,955,999.75 340,275.43 0.00 5,296,275.18 228,226.24

BALFOUR BEATTY GBP0.50

0096162 476,300.00 1,391,748.60 2.922 1,329,233.93 62,514.67 0.00 1,391,748.60 60,490.10

BARCLAYS PLC ORD GBP0.25

3134865 3,414,098.00 12,300,995.10 3.603 9,591,649.07 2,709,346.03 0.00 12,300,995.10 85,352.45

BATM ADVANCED COMM ORD ILS0.01

0911146 16,637,738.00 6,114,368.72 0.368 4,672,602.27 1,441,766.45 0.00 6,114,368.72 153,555.49

BEGBIES TRAYNOR GP ORD GBP0.05

B0305S9 1,575,086.00 1,204,940.79 0.765 1,550,884.52 -345,943.73 18,901.03 1,223,841.82 45,677.49

BERKLEY GP HOLDINGS

B02L3W3 52,176.00 424,712.64 8.140 519,034.09 -94,321.45 0.00 424,712.64 0.00

BG GROUP ORD GBP0.10

0876289 2,006,119.00 22,879,787.20 11.405 8,527,003.20 14,352,784.00 0.00 22,879,787.20 248,758.76

BHP BILLITON PLC USD0.50

0056650 1,904,722.00 43,046,717.20 22.600 15,640,993.21 27,405,723.99 0.00 43,046,717.20 1,042,203.94

BILLING SERVICES G COM STK USD0.59446

B0BGXJ6 6,246,096.00 1,163,335.38 0.186 1,212,309.91 -48,974.53 0.00 1,163,335.38 0.00



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gain/loss

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income/expense

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including accruals

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annual income


Equities

Common stock

BIOFUTURES INTL ORD GBP0.01

B12B4T4 5,050,000.00 252,500.00 0.050 530,785.76 -278,285.76 0.00 252,500.00 0.00

BIOSEEK PLC ORD GBP0.05

0923163 1,760,417.00 272,864.64 0.155 425,528.39 -152,663.75 0.00 272,864.64 0.00

BLOOMSBURY PUBLISHING ORD GBP0.0125

3314775 205,777.00 234,585.78 1.140 350,449.16 -115,863.38 0.00 234,585.78 9,054.19

BODYCOTE PLC ORD GBP0.1727272

B3FLWH9 124,069.00 260,668.97 2.101 135,226.18 125,442.79 0.00 260,668.97 10,297.73

BP ORD USD0.25

0798059 2,374,516.00 14,802,732.75 6.234 13,865,659.51 937,073.24 0.00 14,802,732.75 838,204.15

BPC LTD ORD GBP0.00002

B041XT8 11,509,473.00 492,029.97 0.043 304,559.64 187,470.33 0.00 492,029.97 0.00

BRAMMER ORD GBP0.20

0119508 1,450,000.00 1,910,375.00 1.318 2,548,821.11 -638,446.11 0.00 1,910,375.00 79,750.00

BRITISH AIRWAYS ORD GBP0.25

0129057 121,727.00 295,796.61 2.430 374,919.63 -79,123.02 0.00 295,796.61 0.00

BRITISH AMERICAN TOBACCO ORD GBP0.25

0287580 1,127,767.00 25,617,227.41 22.715 17,187,587.18 8,429,640.23 807,481.17 26,424,708.58 1,122,128.17

BRITISH POLYTHENE ORD GBP0.25

0779742 102,815.00 259,093.80 2.520 305,748.78 -46,654.98 0.00 259,093.80 11,309.65

BUNZL PLC ORD GBP0.32142857

B0744B3 30,880.00 222,644.80 7.210 189,814.41 32,830.39 0.00 222,644.80 6,670.08

BURBERRY GROUP ORD GBP0.0005

3174300 49,715.00 355,213.68 7.145 196,530.55 158,683.13 0.00 355,213.68 6,065.23

BURFORD CAP LTD COMSTK

B4L8497 728,924.00 761,725.58 1.045 728,924.00 32,801.58 0.00 761,725.58 0.00



Asset Detailu


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gain/loss

Accrued

income/expense

Market value

including accruals

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annual income


Equities

Common stock

BYOTROL ORD GBP0.0025

B099999 849,405.00 172,004.51 0.203 93,434.55 78,569.96 0.00 172,004.51 0.00

CAIRN ENERGY PLC ORD GBP0.006154

B59MW61 87,025.00 362,894.25 4.170 146,295.02 216,599.23 0.00 362,894.25 0.00

CAPITA PLC ORD GBP0.02066666

B23K0M2 1,658,833.00 12,549,071.65 7.565 4,622,329.86 7,926,741.79 0.00 12,549,071.65 278,683.94

CARCLO ORD GBP0.05

0175191 440,873.00 639,265.85 1.450 408,983.54 230,282.31 5,245.11 644,510.96 8,817.46

CARILLION ORD GBP0.50

0736554 73,723.00 240,926.76 3.268 181,785.82 59,140.94 0.00 240,926.76 10,763.56

CASTINGS ORD GBP0.10

0179568 117,039.00 230,566.83 1.970 270,276.22 -39,709.39 0.00 230,566.83 11,703.90

CATALYST MEDIA ORD GBP0.10

B282R33 947,362.00 928,414.76 0.980 1,355,838.29 -427,423.53 0.00 928,414.76 0.00

CATLIN GROUP COM STK USD0.01

B00LBS7 448,972.00 1,617,197.14 3.602 1,475,079.14 142,118.00 0.00 1,617,197.14 112,243.00

CENTRICA ORD GBP0.061728395

B033F22 172,236.00 506,201.60 2.939 439,524.83 66,676.77 0.00 506,201.60 22,046.21

CHAMBERLIN ORD GBP0.25

0187022 177,014.00 114,174.03 0.645 336,261.76 -222,087.73 0.00 114,174.03 2,124.17

CHARTER INTERNATIO ORD GBP0.02

B3CX450 41,444.00 311,037.22 7.505 251,534.08 59,503.14 0.00 311,037.22 8,910.46

CHEMRING GROUP ORD GBP0.05

0190462 0.00 0.00 33.110 0.00 0.00 16,506.36 16,506.36 0.00

CLARITY COMMERCE S ORD GBP0.25

0927444 461,597.00 189,254.77 0.410 184,638.80 4,615.97 0.00 189,254.77 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

CLARKE(T) ORD GBP0.10

0201502 260,543.00 429,895.95 1.650 326,801.50 103,094.45 0.00 429,895.95 33,870.59

CLEARSTREAM TECHNO ORD EUR0.125

B03QHM5 1,128,133.00 310,236.58 0.275 225,626.60 84,609.98 0.00 310,236.58 0.00

COLLINS STEWART HP ORD GBP0.25

B1H0K10 3,378,894.00 2,973,426.72 0.880 2,528,177.28 445,249.44 0.00 2,973,426.72 87,851.24

COMMUNISIS ORD GBP0.25

0668323 5,894,305.00 1,060,974.90 0.180 852,068.74 208,906.16 25,242.48 1,086,217.38 76,625.97

COMPASS GROUP ORD GBP0.10

0533153 236,865.00 1,245,909.90 5.260 806,266.76 439,643.14 0.00 1,245,909.90 31,266.18

CONCURRENT TECH ORD GBP0.01

0218319 2,405,201.00 974,106.41 0.405 635,204.10 338,902.31 21,646.81 995,753.22 33,672.81

CONYGAR INVESTMENT ORD GBP0.05

3369872 1,332,659.00 1,552,547.74 1.165 1,953,211.59 -400,663.85 0.00 1,552,547.74 0.00

COSTAIN GROUP ORD GBP0.05

0227218 7,887,557.00 1,893,013.68 0.240 2,235,302.28 -342,288.60 0.00 1,893,013.68 63,100.46

CRANSWICK ORD GBP0.10

0231888 100,000.00 805,000.00 8.050 805,828.35 -828.35 0.00 805,000.00 22,700.00

CSF GROUP PLC ORD GBP0.10

B61NN44 790,488.00 482,197.68 0.610 434,768.40 47,429.28 0.00 482,197.68 0.00

DAISY GROUP PLC ORD GBP0.02

B61G9L2 2,022,491.00 1,951,703.82 0.965 1,468,272.45 483,431.37 0.00 1,951,703.82 0.00

DANA PETROLEUM ORD GBP0.15

3325205 16,989.00 204,207.78 12.020 201,035.57 3,172.21 0.00 204,207.78 0.00

DART GROUP ORD GBP0.0125

B1722W1 2,757,545.00 1,396,007.16 0.506 1,292,824.28 103,182.88 0.00 1,396,007.16 30,333.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

DATONG ORD GBP0.005

B0JF2H6 1,017,594.00 457,917.30 0.450 629,245.69 -171,328.39 0.00 457,917.30 0.00

DCD MEDIA ORD GBP0.01

B236PC5 2,800,988.00 224,079.04 0.080 1,239,963.71 -1,015,884.67 0.00 224,079.04 0.00

DE LA RUE ORD GBP0.4486857

B3DGH82 192,870.00 1,786,940.55 9.265 1,759,615.55 27,325.00 0.00 1,786,940.55 80,041.05

DEBENHAMS ORD GBP0.0001

B126KH9 972,790.00 736,402.03 0.757 874,202.17 -137,800.14 0.00 736,402.03 0.00

DELTEX MEDICAL GRO ORD GBP0.01

3103865 1,682,000.00 195,532.50 0.116 222,526.89 -26,994.39 0.00 195,532.50 0.00

DEVELOPMENT SECS ORD GBP0.50

0266846 361,240.00 986,185.20 2.730 866,976.00 119,209.20 0.00 986,185.20 17,339.52

DIAGEO ORD PLC

0237400 622,400.00 6,883,744.00 11.060 6,481,353.39 402,390.61 90,870.40 6,974,614.40 229,043.20

DIXONS RETAIL ORD GBP0.025

0047245 634,612.00 221,796.89 0.350 159,323.65 62,473.24 0.00 221,796.89 0.00

DRAX GROUP ORD GBP0.1155172

B1VNSX3 243,176.00 908,505.54 3.736 1,766,679.26 -858,173.72 0.00 908,505.54 33,315.11

DRIVER GROUP ORD GBP0.004

B0L9C09 1,164,510.00 436,691.25 0.375 912,802.73 -476,111.48 0.00 436,691.25 23,290.20

EAGA PLC ORD GBP0.001

B1P7585 493,521.00 708,696.16 1.436 623,108.32 85,587.84 0.00 708,696.16 17,766.76

EATONFIELD GROUP ORD ORD GBP0.001

B1FQDQ6 12,209,239.00 314,387.90 0.026 610,461.95 -296,074.05 0.00 314,387.90 0.00

ECKOH PLC ORD GBP0.0025

3335914 3,840,970.00 182,446.08 0.048 417,900.40 -235,454.32 0.00 182,446.08 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

ECO ANIMAL HEALTH ORD GBP0.05

3203680 340,000.00 544,000.00 1.600 473,382.04 70,617.96 0.00 544,000.00 24,480.00

ELEMENTIS ORD GBP0.05

0241854 2,407,626.00 1,372,346.82 0.570 1,409,872.67 -37,525.85 0.00 1,372,346.82 69,821.15

ENTERTAINMENT ON L ORD CAD0.01

033108W 3,783,420.00 2,553,808.50 0.675 1,976,320.82 577,487.68 0.00 2,553,808.50 0.00

EPISTEM HLDGS PLC ORD GBP0.015

B1VKB24 257,442.00 1,119,872.70 4.350 958,585.71 161,286.99 0.00 1,119,872.70 0.00

E-THERAPEUTICS PLC ORD GBP0.001

B2823H9 2,966,962.00 1,164,532.59 0.393 1,127,445.56 37,087.03 0.00 1,164,532.59 0.00

EXPERIAN ORD USD0.10

B19NLV4 2,061,113.00 13,366,317.81 6.485 11,739,391.82 1,626,925.99 0.00 13,366,317.81 275,829.59

FAIRPOINT GROUP ORD GBP0.01

3236028 625,994.00 541,484.81 0.865 794,655.80 -253,170.99 0.00 541,484.81 12,519.88

FILTRONIC GBP0.10

0336299 929,412.00 311,353.02 0.335 396,123.76 -84,770.74 0.00 311,353.02 9,294.12

FIRESTONE DIAMONDS ORD GBP0.01

0391533 1,277,161.00 426,252.48 0.334 651,164.53 -224,912.05 0.00 426,252.48 0.00

FLOWGROUP PLC

B19H707 40,226.00 12,268.93 0.305 21,474.91 -9,205.98 0.00 12,268.93 0.00

GLAXOSMITHKLINE ORD GBP0.25

0925288 769,878.00 9,742,806.10 12.655 10,460,580.32 -717,774.22 154,904.04 9,897,710.14 469,625.58

GOINDUSTRY DOVEBID ORD GBP0.01

019731W 8,333,333.00 60,416.66 0.007 149,999.99 -89,583.33 0.00 60,416.66 0.00

GOLDBRIDGES GLOBAL ORD GBP0.001

B015PT7 10,549,079.00 435,149.51 0.041 789,031.29 -353,881.78 0.00 435,149.51 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

GREEN COMPLIANCE PLC GBP0.01(CONSOL)

B4XPJX5 35,511,864.00 754,627.11 0.021 355,118.64 399,508.47 0.00 754,627.11 0.00

GRESHAM COMPUTING ORD GBP0.05

0880882 3,152,583.00 551,702.03 0.175 2,882,300.01 -2,330,597.98 0.00 551,702.03 0.00

GTL RESOURCES ORD GBP0.01

B1HT233 1,511,288.00 989,893.64 0.655 1,699,239.81 -709,346.17 0.00 989,893.64 0.00

GW PHARMACEUTICALS ORD GBP0.001

3054468 1,288,862.00 1,475,746.99 1.145 719,872.25 755,874.74 0.00 1,475,746.99 0.00

HAIKE CHEMICAL D/I

B1NXFG3 571,408.00 94,282.32 0.165 262,631.18 -168,348.86 0.00 94,282.32 0.00

HARDY OIL & GAS ORD USD0.01

B09MB36 84,403.00 178,934.36 2.120 281,885.08 -102,950.72 0.00 178,934.36 0.00

HARDY UNDERWR. BER ORD GBP0.20

B29VH17 61,245.00 177,610.50 2.900 174,730.62 2,879.88 5,695.79 183,306.29 8,145.59

HARGREAVES SERVICE ORD GBP0.10

B0MTC97 305,560.00 2,007,529.20 6.570 1,514,895.79 492,633.41 0.00 2,007,529.20 37,889.44

HARVARD INTL PLC ORD GBP0.10

0013075 1,308,486.00 670,599.08 0.513 614,534.81 56,064.27 0.00 670,599.08 0.00

HARVEY NASH GROUP ORD GBP0.05

0657354 736,270.00 309,233.40 0.420 312,833.83 -3,600.43 0.00 309,233.40 15,461.67

HAVELOCK EUROPA ORD GBP0.10

0414935 1,073,557.00 91,252.35 0.085 801,249.84 -709,997.49 0.00 91,252.35 49,383.62

HELIUS ENERGY PLC ORD GBP0.01

B1GF9F3 3,682,883.00 1,095,657.69 0.298 693,424.29 402,233.40 0.00 1,095,657.69 0.00

HIGHTEX GROUP PLC ORD GBP0.01

B19PH23 13,680,785.00 1,162,866.73 0.085 639,321.59 523,545.14 0.00 1,162,866.73 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

HILL & SMITH ORD GBP0.25

0427030 276,788.00 953,534.66 3.445 533,422.20 420,112.46 0.00 953,534.66 31,830.62

HIWAVE TECHNOLOGIE ORD GBP0.01

0439756 2,071,006.00 274,408.30 0.133 275,731.49 -1,323.19 0.00 274,408.30 0.00

HOGG ROBINSON GROUP PLC COM STK

B1CM8S4 2,285,949.00 714,359.06 0.313 663,683.73 50,675.33 0.00 714,359.06 0.00

HOME RETAIL GROUP ORD GBP0.10

B19NKB7 74,568.00 202,079.28 2.710 225,163.99 -23,084.71 0.00 202,079.28 10,961.50

HOMEBUY GROUP ORD 'A' GBP0.05

B02JJN0 535,144.00 0.00 0.000 516,636.85 -516,636.85 0.00 0.00 0.00

HORIZONTE MINERALS ORD GBP0.01

B11DNM7 2,820,717.00 257,390.43 0.091 197,450.19 59,940.24 0.00 257,390.43 0.00

HSBC HLDGS ORD USD0.50(UK REG)

0540528 3,110,283.00 20,776,690.44 6.680 20,257,533.79 519,156.65 222,913.29 20,999,603.73 697,142.96

HYDER CONSULTING PLC ORD GBP0.10(POST REORG)

3207217 90,000.00 229,500.00 2.550 199,585.00 29,915.00 0.00 229,500.00 4,230.00

ICAP ORD GBP0.10

3387216 60,686.00 226,844.27 3.738 259,190.47 -32,346.20 0.00 226,844.27 10,620.05

IMPERIAL TOBACCO GBP0.10

0454492 316,169.00 6,354,996.90 20.100 5,785,685.12 569,311.78 0.00 6,354,996.90 230,803.37

INDEPENDENT MEDIA ORD GBP0.10

3130885 587,433.00 343,648.31 0.585 256,970.13 86,678.18 4,112.03 347,760.34 7,049.20

INNOVATION GROUP GBP0.02

0687209 30,661,393.00 3,679,367.16 0.120 3,139,153.15 540,214.01 0.00 3,679,367.16 30,661.39

INNOVISION RES&TCH ORD GBP0.01

3030844 3,009,290.00 473,963.18 0.158 801,690.48 -327,727.30 0.00 473,963.18 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

INSPIRED CAPITAL COM STK

B081NX8 11,189,242.00 2,741,364.29 0.245 2,708,382.87 32,981.42 0.00 2,741,364.29 0.00

INSPIRED GAMING GR ORD GBP0.006

B56H4J6 1,797,763.00 916,859.13 0.510 723,176.50 193,682.63 0.00 916,859.13 0.00

INTEC TELECOM SYS ORD GBP0.01

0672506 1,306,917.00 758,011.86 0.580 1,380,562.39 -622,550.53 0.00 758,011.86 13,069.17

INTL POWER ORD GBP0.50

0632016 81,929.00 261,271.58 3.189 286,568.81 -25,297.23 0.00 261,271.58 10,241.13

INVENSYS ORD GBP0.10

B19DVX6 97,475.00 332,097.33 3.407 231,501.01 100,596.32 0.00 332,097.33 2,436.88

IOMART GROUP ORD GBP0.01

0428163 4,511,005.00 2,232,947.48 0.495 2,114,584.98 118,362.50 17,844.02 2,250,791.50 18,044.02

IP GROUP

B128J45 1,828,676.00 768,043.92 0.420 864,725.00 -96,681.08 0.00 768,043.92 0.00

JARVIS ORD GBP0.05

B0DLKZ4 4,000,000.00 376,000.00 0.094 1,178,766.06 -802,766.06 0.00 376,000.00 0.00

JAYWING PLC

B1FPT10 1,170,000.00 432,900.00 0.370 507,133.35 -74,233.35 0.00 432,900.00 0.00

JELF GROUP ORD GBP0.01

B033511 1,246,298.00 510,982.18 0.410 448,667.28 62,314.90 0.00 510,982.18 0.00

KBC ADVANCED TECH GBP0.025

0480464 3,153,802.00 1,513,824.96 0.480 1,160,632.77 353,192.19 0.00 1,513,824.96 50,460.83

KELLAN GROUP (THE) PLC ORD GBP0.02

B03W5P2 2,835,578.00 113,423.12 0.040 1,089,445.00 -976,021.88 0.00 113,423.12 0.00

LANDKOM INTERNATIO ORD GBP0.001

B28QLQ6 750,000.00 41,250.00 0.055 96,538.75 -55,288.75 0.00 41,250.00 0.00



Asset Detailu


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Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

LAVENDON GROUP GBP0.01

0505754 4,093,529.00 3,131,549.69 0.765 4,443,290.01 -1,311,740.32 24,561.17 3,156,110.86 65,496.46

LEGAL & GENERAL GP ORD GBP0.025

0560399 8,236,942.00 7,252,627.43 0.881 8,565,253.61 -1,312,626.18 0.00 7,252,627.43 313,003.80

LIDCO GROUP ORD GBP0.005

3054684 3,700,000.00 823,250.00 0.223 388,471.01 434,778.99 0.00 823,250.00 0.00

LIGHTHOUSE GROUP ORD GBP0.01

0977911 815,000.00 82,518.75 0.101 71,884.00 10,634.75 1,630.00 84,148.75 3,260.00

LIONTRUST ASSET MANAGEMENT ORD GBP0.01

0738840 966,791.00 978,875.89 1.013 1,102,819.90 -123,944.01 0.00 978,875.89 72,509.33

LLOYDS BANKING GP ORD GBP0.1

0870612 13,394,308.00 8,407,607.13 0.628 7,617,619.01 789,988.12 0.00 8,407,607.13 0.00

LMS CAPITAL PLC ORD GBP0.10

B12MHD2 45,711.00 23,312.61 0.510 12,904.14 10,408.47 0.00 23,312.61 0.00

LOCHARD ENERGY GRP PLC ORD GBP0.05

B02YHV9 13,604,602.00 901,304.88 0.066 1,038,877.34 -137,572.46 0.00 901,304.88 0.00

LOGICA PLC ORD GBP0.10

0522708 208,712.00 284,891.88 1.365 146,559.47 138,332.41 0.00 284,891.88 6,887.50

LOK'N STORE GROUP ORD GBP0.01

0727611 363,531.00 294,460.11 0.810 405,926.15 -111,466.04 0.00 294,460.11 3,635.31

LOMBARD RISK MGT ORD GBP0.005

B030JP4 4,919,479.00 196,779.16 0.040 196,779.16 0.00 0.00 196,779.16 0.00

LONDON CAPITAL GRP ORD GBP0.10

B0RHGY9 344,311.00 437,274.97 1.270 755,398.01 -318,123.04 0.00 437,274.97 8,607.78

M&C SAATCHI ORD GBP0.01

B01F7T1 204,341.00 155,299.16 0.760 183,152.20 -27,853.04 6,581.88 161,881.04 7,356.28



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

MARKS & SPENCER GP ORD GBP0.25

3127489 754,300.00 2,791,664.30 3.701 2,960,916.45 -169,252.15 0.00 2,791,664.30 113,145.00

MCBRIDE ORD GBP0.10

0574635 526,147.00 1,199,615.16 2.280 885,501.22 314,113.94 0.00 1,199,615.16 33,147.26

MDM ENGINEERING GR ORD USD0.01

B2RFXF7 1,235,935.00 2,237,042.35 1.810 1,305,599.34 931,443.01 0.00 2,237,042.35 92,069.78

MEARS GROUP ORD GBP0.01

0563042 122,032.00 341,689.60 2.800 332,128.23 9,561.37 0.00 341,689.60 6,955.82

MELORIO PLC ORD GBP0.10

B248C18 1,607,892.00 2,443,995.84 1.520 2,034,558.22 409,437.62 0.00 2,443,995.84 0.00

MENZIES(JOHN) ORD GBP0.25

0579005 664,811.00 2,276,977.68 3.425 2,096,854.32 180,123.36 50,320.08 2,327,297.76 53,184.88

METALRAX GROUP ORD GBP0.05

0583824 3,836,500.00 167,846.88 0.044 1,559,794.84 -1,391,947.96 0.00 167,846.88 0.00

METALS EXPLOR.(UK) ORD GBP0.01

B0394F6 675,000.00 85,218.75 0.126 115,790.95 -30,572.20 0.00 85,218.75 0.00

MGT CONSULTING GP ORD GBP0.01

0197902 15,838,347.00 3,326,052.87 0.210 6,083,810.66 -2,757,757.79 0.00 3,326,052.87 63,353.39

MISYS ORD GBP0.01

0385785 147,370.00 357,224.88 2.424 264,006.25 93,218.63 0.00 357,224.88 0.00

MONEYSUPERMARKET.C ORD GBP0.0002

B1ZBKY8 678,781.00 461,571.08 0.680 447,735.26 13,835.82 0.00 461,571.08 23,757.34

MORSE ORD GBP0.1227

B288B73 6,922,008.00 2,526,532.92 0.365 691,049.28 1,835,483.64 0.00 2,526,532.92 0.00

MWB BUSINESS EXCH ORD GBP0.001

B0S53N0 300,000.00 162,000.00 0.540 245,742.96 -83,742.96 0.00 162,000.00 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

NANOCO GROUP ORD GBP0.10

B01JLR9 1,936,487.00 1,863,868.74 0.963 1,070,816.90 793,051.84 0.00 1,863,868.74 0.00

NATIONAL GRID ORD GBP0.113953

B08SNH3 757,700.00 4,860,645.50 6.415 5,868,125.36 -1,007,479.86 0.00 4,860,645.50 278,075.90

NATIONWIDE ACCIDEN ORD GBP0.125

B15RR67 690,946.00 570,030.45 0.825 744,966.33 -174,935.88 0.00 570,030.45 34,547.30

NEOS RESOURCES PLC

B02QN40 4,724,851.00 200,806.17 0.043 1,656,987.08 -1,456,180.91 0.00 200,806.17 0.00

NESTOR PLC

0631303 6,985,156.00 3,876,761.58 0.555 2,007,800.78 1,868,960.80 0.00 3,876,761.58 153,673.43

NETPLAY TV PLC ORD GBP0.01

3034835 5,781,901.00 1,503,294.26 0.260 1,207,753.43 295,540.83 0.00 1,503,294.26 0.00

NEXT ORD GBP0.10

3208986 252,299.00 5,459,750.36 21.640 5,029,649.48 430,100.88 0.00 5,459,750.36 166,517.34

NORCON PLC ORD GBP0.01

B2R5KD4 2,640,248.00 1,914,179.80 0.725 1,749,494.50 164,685.30 147,947.17 2,062,126.97 147,947.17

NORTH RIVER RES ORD GBP0.002

B3XGRQ0 3,794,903.00 109,103.46 0.029 113,847.09 -4,743.63 0.00 109,103.46 0.00

NORTHGATE ORD GBP0.50

B41H739 669,185.00 1,251,375.95 1.870 1,243,907.28 7,468.67 0.00 1,251,375.95 0.00

NOVAE GROUP ORD GBP1

B2QCM18 484,834.00 1,433,896.56 2.958 1,430,079.85 3,816.71 0.00 1,433,896.56 53,331.74

OAKLEY CAPITAL INV ORD GBP0.01

B23DL39 2,861,666.00 3,019,057.63 1.055 2,657,640.47 361,417.16 0.00 3,019,057.63 0.00

OLD MUTUAL PLC ORD GBP0.10

0738992 2,938,400.00 3,599,540.00 1.225 2,529,887.58 1,069,652.42 0.00 3,599,540.00 44,076.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

OMEGA INSURANCE HL COM STK USD0.10

B1DWJ91 491,182.00 559,947.48 1.140 540,300.20 19,647.28 0.00 559,947.48 40,475.80

OMG ORD GBP0.0025

3031278 2,138,618.00 411,683.97 0.193 876,814.22 -465,130.25 0.00 411,683.97 6,415.85

OPTOS ORD GBP0.02

B0WHW24 744,418.00 889,579.51 1.195 255,245.31 634,334.20 0.00 889,579.51 0.00

ORA CAPITAL PARTNE ORD GBP0.01

B3L5F43 2,588,868.00 3,326,695.38 1.285 2,686,279.52 640,415.86 0.00 3,326,695.38 0.00

OSMETECH ORD GBP0.001

B0K29R5 82,316,548.00 1,481,697.86 0.018 2,488,387.30 -1,006,689.44 0.00 1,481,697.86 0.00

PACE PLC ORD GBP0.05

0667278 3,748,943.00 7,201,719.50 1.921 2,238,526.82 4,963,192.68 0.00 7,201,719.50 56,234.15

PANCELTICA HLDGS L ORD NPV

B2Q7JM3 628,282.00 14,136.35 0.023 600,402.91 -586,266.56 0.00 14,136.35 0.00

PANMURE GORDON & C ORD GBP0.04

3208793 2,148,271.00 913,015.18 0.425 736,617.79 176,397.39 0.00 913,015.18 0.00

PARAGON GRP OF COS ORD GBP1

B2NGPM5 1,557,140.00 2,109,924.70 1.355 2,133,674.22 -23,749.52 0.00 2,109,924.70 51,385.62

PEARSON ORD GBP0.25

0677608 238,200.00 2,467,752.00 10.360 2,027,082.00 440,670.00 0.00 2,467,752.00 84,561.00

PENNA CONSULTING ORD GBP0.05

0679466 716,388.00 1,475,759.28 2.060 1,301,809.23 173,950.05 0.00 1,475,759.28 50,147.16

PETARDS GROUP ORD GBP0.01

3004009 17,000,000.00 89,250.00 0.005 190,213.43 -100,963.43 0.00 89,250.00 0.00

PETROFAC ORD USD0.02

B0H2K53 97,030.00 1,166,300.60 12.020 930,471.84 235,828.76 0.00 1,166,300.60 22,899.82



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gain/loss

Accrued

income/expense

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including accruals

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annual income


Equities

Common stock

PHYTOPHARM ORD GBP0.01

0686972 2,710,305.00 298,133.55 0.110 309,483.40 -11,349.85 0.00 298,133.55 0.00

PLANT HEALTH CARE ORD GBP0.01

B01JC54 988,903.00 2,220,087.24 2.245 1,430,236.71 789,850.53 0.00 2,220,087.24 0.00

PLANT IMPACT PLC ORD GBP0.01

B1F4K36 3,333,334.00 583,333.45 0.175 500,000.00 83,333.45 0.00 583,333.45 0.00

PORVAIR ORD GBP0.02

0696368 119,792.00 71,875.20 0.600 92,457.83 -20,582.63 0.00 71,875.20 2,755.22

PREMIER FARNELL ORD GBP0.05

0331841 562,800.00 1,269,676.80 2.256 1,020,527.70 249,149.10 0.00 1,269,676.80 52,903.20

PREMIUM BARS AND RESTAURANTS PLC GBP0.10

0745613 660,169.00 11,552.96 0.018 1,408,818.70 -1,397,265.74 0.00 11,552.96 0.00

PROLOGIC ORD GBP0.005

B01JDH3 104,470.00 31,341.00 0.300 78,352.50 -47,011.50 0.00 31,341.00 0.00

PROSTRAKAN GROUP ORD GBP0.05

B09STF2 214,507.00 183,403.49 0.855 259,472.06 -76,068.57 0.00 183,403.49 0.00

PROVIDENT FINANCIAL GROUP

B1Z4ST8 374,838.00 3,251,719.66 8.675 3,469,858.81 -218,139.15 0.00 3,251,719.66 238,022.13

PROXIMAGEN GROUP PLC ORD GBP0.01

B06FMX5 303,475.00 326,235.63 1.075 449,143.00 -122,907.37 0.00 326,235.63 0.00

PRUDENTIAL GBP0.05

0709954 1,217,092.00 6,663,578.70 5.475 7,579,108.89 -915,530.19 0.00 6,663,578.70 242,201.31

PUNCH TAVERNS ORD SHS GBP0.0004786

3155286 130,268.00 104,214.40 0.800 127,025.76 -22,811.36 0.00 104,214.40 0.00

REA HLDGS ORD GBP0.25

0234906 220,361.00 1,134,859.15 5.150 631,246.37 503,612.78 0.00 1,134,859.15 8,814.44



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gain/loss

Accrued

income/expense

Market value

including accruals

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annual income


Equities

Common stock

RECKITT BENCK GRP ORD GBP0.10

B24CGK7 60,384.00 2,184,089.28 36.170 1,973,501.09 210,588.19 34,418.88 2,218,508.16 60,384.00

REDDE PLC COM

0419521 1,358,613.00 740,444.09 0.545 769,200.82 -28,756.73 0.00 740,444.09 0.00

REDSTONE ORD GBP0.001

B1VGFJ7 3,910,569.00 92,876.01 0.024 2,061,045.91 -1,968,169.90 0.00 92,876.01 0.00

REED ELSEVIER GBP0.1444

B2B0DG9 246,356.00 1,294,600.78 5.255 1,094,066.35 200,534.43 0.00 1,294,600.78 50,256.62

RENEW HOLDINGS ORD GBP0.10

0535900 2,673,736.00 989,282.32 0.370 1,810,161.27 -820,878.95 0.00 989,282.32 80,212.08

RENOLD ORD GBP0.05

0732507 8,877,267.00 2,141,640.66 0.241 2,121,214.36 20,426.30 0.00 2,141,640.66 0.00

RENTOKIL INITIAL ORD GBP0.01

B082RF1 612,709.00 798,972.54 1.304 637,731.80 161,240.74 0.00 798,972.54 0.00

RESOLUTION LTD ORD NPV

B3FHW22 176,532.00 144,667.97 0.820 158,161.98 -13,494.01 0.00 144,667.97 4,766.36

RIO TINTO ORD GBP0.10

0718875 309,988.00 12,105,031.40 39.050 8,380,459.80 3,724,571.60 77,287.74 12,182,319.14 89,276.54

RM ORD GBP0.02

0287041 500,000.00 866,250.00 1.733 873,600.82 -7,350.82 0.00 866,250.00 31,000.00

ROLLS ROYCE GROUP ORD GBP0.20

3283648 71,646.00 426,651.93 5.955 325,228.52 101,423.41 0.00 426,651.93 0.00

ROYAL BK SCOT GRP ORD GBP0.25

0754783 8,913,447.00 3,921,916.68 0.440 14,772,515.21 -10,850,598.53 0.00 3,921,916.68 0.00

ROYAL DUTCH SHELL 'B'ORD EUR0.07

B03MM40 58,210.00 1,056,802.55 18.155 843,790.29 213,012.26 0.00 1,056,802.55 61,877.23



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gain/loss

Accrued

income/expense

Market value

including accruals

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annual income


Equities

Common stock

RPC GROUP ORD GBP0.05

0719737 468,929.00 1,219,215.40 2.600 871,459.47 347,755.93 0.00 1,219,215.40 44,548.26

RURELEC ORD GBP0.02

B01XPW4 6,324,757.00 1,035,678.96 0.164 1,425,776.74 -390,097.78 0.00 1,035,678.96 0.00

SAGE GROUP GBP0.01

0802165 4,099,765.00 9,802,538.12 2.391 9,804,068.71 -1,530.59 0.00 9,802,538.12 303,382.61

SCOTT WILSON GROUP ORD GBP0.1

B0WM2V8 1,438,164.00 1,279,965.96 0.890 1,048,157.26 231,808.70 0.00 1,279,965.96 57,526.56

SEPURA PLC ORD GBP0.0005

B1ZBLD4 3,122,295.00 1,326,975.38 0.425 1,717,105.91 -390,130.53 0.00 1,326,975.38 40,589.84

SHIRE PLC ORD GBP0.05

B2QKY05 387,372.00 5,632,388.88 14.540 3,826,183.46 1,806,205.42 22,893.68 5,655,282.56 27,890.78

SILENCE THERAPEUTICS ORD GBP0.001

0843335 6,689,734.00 710,784.24 0.106 1,536,635.99 -825,851.75 0.00 710,784.24 0.00

SINCLAIR IS PHARMA GBP0.01

3385674 1,502,412.00 458,235.66 0.305 772,249.09 -314,013.43 0.00 458,235.66 0.00

SINCLAIR(W) HLDGS ORD GBP0.25

0966566 302,500.00 320,650.00 1.060 162,266.22 158,383.78 0.00 320,650.00 10,587.50

SKYEPHARMA ORD GBP1

B3BFNB6 97,646.00 44,917.16 0.460 168,525.92 -123,608.76 0.00 44,917.16 0.00

SMITH & NEPHEW ORD USD0.20

0922320 1,443,452.00 9,476,262.38 6.565 7,871,981.21 1,604,281.17 0.00 9,476,262.38 137,027.54

SMITH(DS) ORD GBP0.10

0822011 640,422.00 863,288.86 1.348 590,683.81 272,605.05 0.00 863,288.86 21,133.93

SMITHS GROUP ORD GBP0.375

B1WY233 22,373.00 254,157.28 11.360 210,354.96 43,802.32 2,349.17 256,506.45 7,606.82



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income/expense

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including accruals

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annual income


Equities

Common stock

SOFTWARE RADIO TEC ORD GBP0.001

B0M8KM3 1,799,998.00 249,749.72 0.139 476,890.35 -227,140.63 0.00 249,749.72 0.00

SPORTECH ORD GBP0.50

B28ZPV6 3,898,136.00 1,988,049.36 0.510 2,745,183.13 -757,133.77 0.00 1,988,049.36 0.00

SPORTINGBET ORD GBP0.001

0951625 1,809,924.00 1,368,755.03 0.756 1,208,348.46 160,406.57 0.00 1,368,755.03 27,148.86

ST IVES ORD GBP0.10

0768900 125,211.00 75,126.60 0.600 74,942.36 184.24 2,191.19 77,317.79 2,879.85

STADIUM GROUP ORD GBP0.05

0837509 891,265.00 481,283.10 0.540 491,288.23 -10,005.13 12,923.34 494,206.44 20,499.10

STAGECOACH GROUP ORD GBP0.009824

B1VJ6Q0 1,564,115.00 2,865,458.68 1.832 3,709,769.63 -844,310.95 0.00 2,865,458.68 101,667.48

STANDARD CHARTERED PLC SHS

0408284 427,606.00 7,686,217.86 17.975 5,595,451.29 2,090,766.57 136,972.78 7,823,190.64 186,050.46

STERLING ENERGY ORD GBP0.40

B4X3Q49 2,048,053.00 2,897,995.00 1.415 2,174,200.72 723,794.28 0.00 2,897,995.00 0.00

STV GROUP ORD GBP0.50

B3CX364 172,546.00 96,625.76 0.560 86,931.86 9,693.90 0.00 96,625.76 0.00

SVG CAPITAL ORD GBP1

0789235 39,255.00 61,159.29 1.558 179,766.86 -118,607.57 0.00 61,159.29 0.00

SYNERGY HEALTH PLC ORD GBP0.00625

3075726 19,187.00 115,313.87 6.010 118,226.22 -2,912.35 0.00 115,313.87 2,532.68

SYNTHOMER PLC ORD GBP0.10

0988742 959,212.00 1,700,203.27 1.773 624,348.63 1,075,854.64 0.00 1,700,203.27 47,960.60

SYSTEM C HEALTHCAR ORD GBP0.01

B0940H9 3,102,462.00 1,240,984.80 0.400 1,577,197.85 -336,213.05 0.00 1,240,984.80 21,717.23



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gain/loss

Accrued

income/expense

Market value

including accruals

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annual income


Equities

Common stock

TEG GROUP (THE) ORD GBP0.01

0250452 1,365,914.00 601,002.16 0.440 520,890.92 80,111.24 0.00 601,002.16 0.00

TELIT SHS

B06GM72 2,187,775.00 503,188.25 0.230 831,680.20 -328,491.95 0.00 503,188.25 0.00

TEN ALPS ORD GBP0.02

3064672 1,500,000.00 352,500.00 0.235 445,973.25 -93,473.25 0.00 352,500.00 0.00

TESCO ORD GBP0.05

0884709 6,866,059.00 29,898,253.92 4.355 26,410,709.89 3,487,544.03 0.00 29,898,253.92 844,525.26

THB GROUP ORD GBP0.10

3200829 733,696.00 370,516.48 0.505 805,744.46 -435,227.98 0.00 370,516.48 18,342.40

THORNTONS ORD GBP0.10

0890193 300,000.00 351,000.00 1.170 266,825.33 84,174.67 0.00 351,000.00 20,400.00

TOLUNA ORD GBP0.01

B073PB7 473,136.00 1,260,907.44 2.665 1,048,278.39 212,629.05 0.00 1,260,907.44 9,935.86

TOP TEN HOLDINGS ORD GBP0.20

B0V90L6 661,816.00 1,819.99 0.003 630,121.85 -628,301.86 0.00 1,819.99 0.00

TRIFAST ORD GBP0.05

0888392 4,130,059.00 960,238.72 0.233 2,155,179.16 -1,194,940.44 0.00 960,238.72 0.00

TRISTEL ORD GBP0.01

B07RVT9 233,955.00 134,524.13 0.575 131,014.80 3,509.33 0.00 134,524.13 3,977.24

UBC MEDIA GROUP ORD GBP0.01

0902106 171,625.00 6,865.00 0.040 6,623.18 241.82 0.00 6,865.00 514.88

UMECO ORD GBP0.25

0911607 284,936.00 1,027,906.62 3.608 911,642.51 116,264.11 0.00 1,027,906.62 49,863.80

UNILEVER PLC ORD GBP0.031111

B10RZP7 277,380.00 5,367,303.00 19.350 5,004,515.93 362,787.07 0.00 5,367,303.00 178,632.72



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gain/loss

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income/expense

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including accruals

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annual income


Equities

Common stock

UTV MEDIA PLC ORD GBP0.05

B244WQ1 452,000.00 555,960.00 1.230 795,198.12 -239,238.12 0.00 555,960.00 9,040.00

VELOSI LTD ORD USD0.02

B19H989 1,186,598.00 1,275,592.85 1.075 905,177.68 370,415.17 0.00 1,275,592.85 7,822.52

VOLEX PLC ORD GBP0.25

0939007 1,338,669.00 1,479,229.25 1.105 838,452.50 640,776.75 0.00 1,479,229.25 0.00

WALKER GREENBANK ORD GBP0.01

0306151 2,648,642.00 758,173.77 0.286 841,145.32 -82,971.55 0.00 758,173.77 0.00

WHITBREAD ORD GBP0.76797385

B1KJJ40 23,235.00 342,483.90 14.740 257,005.13 85,478.77 0.00 342,483.90 8,504.01

WM MORRISON SUPERMARKETS ORD GBP0.10

0604316 591,884.00 1,737,179.54 2.935 1,683,864.68 53,314.86 0.00 1,737,179.54 48,534.49

WOLFSON MICROELECT ORD GBP0.001

3356313 310,119.00 471,380.88 1.520 378,287.90 93,092.98 0.00 471,380.88 0.00

WOLSELEY GBP0.10

B5ZN3P4 908,264.00 14,459,562.88 15.920 11,736,163.10 2,723,399.78 0.00 14,459,562.88 0.00

XSTRATA PLC ORD

3141100 614,575.00 7,672,968.88 12.485 6,082,829.61 1,590,139.27 0.00 7,672,968.88 32,412.15

ZOTEFOAMS ORD GBP0.05

0989660 1,659,667.00 1,784,142.03 1.075 1,229,002.23 555,139.80 0.00 1,784,142.03 74,685.02

ASTRAZENECA ORD USD0.25

5659902 32,543.00 958,959.29 321.700 809,283.84 149,675.45 0.00 958,959.29 49,343.32

DOMINION PETROLEUM COM STK USD0.00004

B1L5679 9,262,224.00 567,311.22 0.061 463,111.20 104,200.02 0.00 567,311.22 0.00

FULCRUM UTILITY SE ORD GBP0.001

4A1TJ4W 1,500,000.00 243,750.00 0.163 150,000.00 93,750.00 0.00 243,750.00 0.00



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income/expense

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annual income


Equities

Common stock

MARWYN VALUE INVES 'B' EXCHANGE SHS

B3PT9H2 300,041.00 0.00 0.000 300,041.00 -300,041.00 0.00 0.00 0.00

MARWYN VALUE INVES ORD GBP0.000001

B614XS1 868,000.00 564,200.00 0.650 868,000.00 -303,800.00 0.00 564,200.00 0.00

PARAGON ENTERTAINM ORD GBP0.001

B58NDF1 1,500,000.00 187,500.00 0.125 150,000.00 37,500.00 0.00 187,500.00 0.00

PHORM INC COM STK USD0.001 'REGS'

B1WTNC4 180,404.00 563,762.50 3.125 0.00 563,762.50 0.00 563,762.50 0.00

VIRGIN MEDIA INC COMSTK

B10S594 21,040.00 239,540.40 11.385 213,623.89 25,916.51 1,507.69 241,048.09 2,219.26

CHINA STATE CONSTR HKD0.025

B0BM5T8 796,000.00 204,773.63 3.030 205,632.43 -858.80 0.00 204,773.63 4,798.33

POU SHENG INTL LTD HKD0.01

B39GMS1 4,079,000.00 491,768.14 1.420 390,644.60 101,123.54 0.00 491,768.14 0.00

REAL GOLD MINING L HKD1

B4W9262 399,500.00 394,131.60 11.620 333,475.42 60,656.18 0.00 394,131.60 0.00

SHENGLI OIL & GAS HKD0.1

B56FB99 906,000.00 129,996.97 1.690 146,929.01 -16,932.04 0.00 129,996.97 0.00

TCL MULTIMEDIA CONSTK

6193788 610,000.00 416,911.68 8.050 368,801.32 48,110.36 0.00 416,911.68 6,214.83

#REORG ANNTAYLOR STORES CORP NAME CHANGEANN INC COM 2067464 EFF 03-16-2011

036115103 90,500.00 1,234,985.74 20.700 849,824.84 385,160.90 0.00 1,234,985.74 0.00

#REORG ART TECHNOLOGY GROUP INC OC-COM CASH MERGER EFF 01-05-2011

2439680 341,990.00 994,248.67 4.410 629,171.13 365,077.54 0.00 994,248.67 0.00

#REORG BALDOR ELEC CO COM CASH MERGER EFF 01-27-2011

2072621 34,200.00 843,219.67 37.400 531,077.33 312,142.34 3,855.23 847,074.90 15,331.27



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Equities

Common stock

#REORG FOREST OIL NAME CHANGE SABINE OIL & GAS CORP 000291CA71 01-13-2015

2712121 52,690.00 896,865.79 25.820 522,243.07 374,622.72 0.00 896,865.79 0.00

#REORG GENOPTIX INC COM CASH MERGER EFF 03-07-2011

B28G0Z8 24,060.00 562,917.36 35.490 463,893.12 99,024.24 0.00 562,917.36 0.00

#REORG MOTOROLA INC COM REVERSE SPLIT MOTOROLA INC COM 2065052 EFF 01-04-2011

2606600 764,400.00 3,537,535.53 7.020 3,343,773.09 193,762.44 0.00 3,537,535.53 0.00

#REORG/ TOWER GROUP INC STOCK MERGER 2P1RAG1 EFF 03/14/2013

B03KNS5 31,158.00 455,384.54 22.170 408,537.92 46,846.62 0.00 455,384.54 15,405.43

#REORG/A23 SYS INC COM WORTHLESS 9/19/2013

B4KB5L6 2,700.00 24,456.46 13.740 22,261.58 2,194.88 0.00 24,456.46 0.00

#REORG/ARCHIPELAGO LEARNING INC COM CASHMERGER 05-17-2012

B5824C2 49,600.00 476,740.69 14.580 533,733.96 -56,993.27 0.00 476,740.69 0.00

#REORG/BLACKBOARD INC CASH MERGER 091935502 10/05/2011

B00CSK1 35,270.00 968,651.92 41.660 594,521.82 374,130.10 0.00 968,651.92 0.00

#REORG/BROADPOINT GLCHR N/C & CSP CHG GLCHR & CO INC COM 2060475 EFF 5/28/10

11134A103 129,300.00 340,958.51 4.000 489,906.31 -148,947.80 0.00 340,958.51 0.00

#REORG/CAVIUM NETWORKS INC COM NAME CHANGE CAVIUM INC COM 2C12A61 6-17-2011

14965A101 52,000.00 852,211.69 24.860 657,892.50 194,319.19 0.00 852,211.69 0.00

#REORG/CBEYOND INC CASH MERGER 07-21-2014

B0GWDQ6 44,880.00 404,745.44 13.680 523,196.08 -118,450.64 0.00 404,745.44 0.00

#REORG/COINSTAR INC NAME CHANGE OUTERWALL 5A4FQ4W EFF 07/02/2013

2037567 38,700.00 829,158.10 32.500 753,691.40 75,466.70 0.00 829,158.10 0.00

#REORG/COMPELLENT TECHNOLOGIES INC COM STK CASH MERGER 2-22-2011

B285LP2 58,300.00 674,510.47 17.550 547,081.43 127,429.04 0.00 674,510.47 0.00

#REORG/CONCUR CASH MERGER 12-05-2014

2325091 23,100.00 624,517.73 41.010 489,861.94 134,655.79 0.00 624,517.73 0.00



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Equities

Common stock

#REORG/COVAN CSH AND STK MERGER LABOR CORP OF AMERICAN HOLDIN 2461167 02-20-15

2229029 79,600.00 3,221,467.25 61.390 2,210,364.98 1,011,102.27 0.00 3,221,467.25 0.00

#REORG/DEL MONTE FOODS CO COM CASH MERGER EFF DT 03/09/2011

2386010 228,800.00 2,202,175.34 14.600 1,674,054.15 528,121.19 0.00 2,202,175.34 54,300.21

#REORG/DIGITAL RIV INC CASH MERGER 02-13-2015

2284619 20,090.00 401,296.70 30.300 476,830.92 -75,534.22 0.00 401,296.70 0.00

#REORG/EMERITUS STOCK MERGER BROOKDALE SENIOR LVING 2018080 07-31-2014

2313494 75,500.00 1,012,871.58 20.350 643,328.33 369,543.25 0.00 1,012,871.58 0.00

#REORG/FORTUNE NAME CHANGE BEAM INC COM USD3.125 2B1VAR1 10-4-2011

2024774 86,900.00 2,779,035.35 48.510 2,340,487.30 438,548.05 0.00 2,779,035.35 43,538.79

#REORG/FPL GROUP INC NAME CHANGE NEXTERAENERGY INC COM 2060493 06/03/2010

302571104 61,100.00 1,946,708.95 48.330 1,983,693.40 -36,984.45 0.00 1,946,708.95 80,559.03

#REORG/GARMIN COM STK REDOMESTICATION GARMIN LTD COMMON STOCK 2061636 6/28/10

2695620 72,400.00 1,836,608.75 38.480 1,569,104.73 267,504.02 0.00 1,836,608.75 71,593.38

#REORG/GENZYME CSH & STK MERGER SANOFI-AVENTIS FORMERLY 2A1SAX1 4-8-11

2367598 67,200.00 2,296,114.29 51.830 2,093,111.96 203,002.33 0.00 2,296,114.29 0.00

#REORG/GEO GROUP INC COM PLAN OF REORGANISATION GEO GROUP INC 06-27-2014

2943299 51,160.00 668,462.74 19.820 703,104.97 -34,642.23 0.00 668,462.74 76,896.82

#REORG/HEALTHSPRING INC CASH MERGER 1/30/2012

B0Y4Z91 69,100.00 801,740.34 17.600 458,901.76 342,838.58 0.00 801,740.34 0.00

#REORG/HITTITE MICROWAVE CORP CASH MERGER 7-23-14

B0D6725 25,560.00 740,901.26 43.970 484,509.74 256,391.52 0.00 740,901.26 10,110.09

#REORG/HUMAN GENOME SCIENCES INC CASH MERGER 8/6/2012

2429766 36,000.00 716,724.85 30.200 220,234.67 496,490.18 0.00 716,724.85 0.00

#REORG/J CREW GROUP INC COM CASH MERGER EFF DT 03/07/2011

B0T7ZB7 32,260.00 976,157.89 45.900 336,377.11 639,780.78 0.00 976,157.89 0.00



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Common stock

#REORG/LUMENIS LTD REVERSE STK SPLIT LUMENIS LTD 0002V19AP1 EFF 02-14-2014

2318905 53.00 0.00 0.000 0.00 0.00 0.00 0.00 0.00

#REORG/MEDTRONIC MANDATORY EXCH MEDTRONIC HLDG LTD 291SAC1 01-27-2015

2575465 154,600.00 4,589,384.63 45.030 4,169,085.34 420,299.29 0.00 4,589,384.63 124,340.42

#REORG/MICRUS ENDOVASCULAR CASH MERGER EFF 9/27/10

B07LT42 46,600.00 605,809.18 19.720 559,109.73 46,699.45 0.00 605,809.18 0.00

#REORG/NEUTRAL NAME CHANGE INTELIQUENT 2Q1FAY1 EFF 07/01/2013

B28ZSK6 44,780.00 471,741.28 15.980 462,560.68 9,180.60 0.00 471,741.28 7,380.18

#REORG/NEWS CORP NAME CHANGE TWENTY CENTY 2Q1HA11 EFF 07/01/2013

B03DLY6 165,200.00 1,852,496.42 17.010 867,751.68 984,744.74 8,167.97 1,860,664.39 18,514.07

#REORG/NEWS CORP STOCK MERGER TWENTY FIRST 2Q15AA1 EFF 07/01/2013

B03DQ41 407,300.00 3,869,202.07 14.410 2,514,408.82 1,354,793.25 20,138.11 3,889,340.18 45,646.38

#REORG/OFFICEMAX INC STOCK MERGER OFFICEDEPOT 2669722 EFF 11-06-2013

2109002 98,400.00 1,065,151.23 16.420 747,693.92 317,457.31 0.00 1,065,151.23 5,189.53

#REORG/ONYX PHARMACEUT CASH MERGER EFF 10-02-2013

2656069 11,750.00 234,550.71 30.280 211,549.69 23,001.02 0.00 234,550.71 0.00

#REORG/SAFEWAY PLAN OF REORG SAFEWAY PDC LLV CVR 2914AK1 291UAN1 01-30-2015

2767165 23,100.00 378,578.66 24.860 383,612.42 -5,033.76 0.00 378,578.66 14,010.15

#REORG/SOURCEFIRE INC CASH MERGER 10-08-2013

B1TX675 46,090.00 697,320.48 22.950 332,295.27 365,025.21 0.00 697,320.48 0.00

#REORG/SPRINT CASH AND STOCK MERGER 2Q1JA51 EFF 10/07/2013

2922447 1,175,800.00 2,945,507.09 3.800 7,416,183.51 -4,470,676.42 0.00 2,945,507.09 77,513.34

#REORG/STR HLDGS INC REV STOCK SPLIT STR HLDGS INC COM NEW 291UAE1 02-02-2015

B54D7P3 41,900.00 649,119.87 23.500 252,379.26 396,740.61 0.00 649,119.87 93,915.22

#REORG/TALBOTS INC COM CASH MERGER 8/3/2012

2871806 110,400.00 943,228.89 12.960 678,140.07 265,088.82 0.00 943,228.89 37,845.60



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Common stock

#REORG/TALEO CORP CASH MERGER 4/9/2012

B0LMJ96 64,080.00 1,094,543.27 25.910 680,103.64 414,439.63 0.00 1,094,543.27 0.00

#REORG/TELLABS INC COM CASH MERGER 12-04-2013

2881537 281,600.00 1,405,308.10 7.570 1,201,251.23 204,056.87 0.00 1,405,308.10 14,851.34

#REORG/TYCO NAME CHANGE TE 2067466 3-17-2011

H8912P106 287,800.00 5,213,754.02 27.480 3,442,701.83 1,771,052.19 0.00 5,213,754.02 121,426.59

#REORG/VALEANT STOCK MERGER VALEANT PHARMA INTL COMMON STOCK 2063437 9/28/10

2453011 106,400.00 3,009,838.29 42.910 1,420,070.11 1,589,768.18 0.00 3,009,838.29 21,744.35

#REORG/VARIAN SEMICONDUCTOR CASH MERGER 11/10/2011

2397089 36,122.00 788,687.82 33.120 574,064.30 214,623.52 0.00 788,687.82 0.00

#REORG/VIROPHARMA INC CASH MERGER 01-27-2014

2945660 61,000.00 548,111.24 13.630 319,511.03 228,600.21 0.00 548,111.24 0.00

#REORG/VITAL IMAGES INC COM CASH MERGER EFF 6/16/2011

2945831 73,200.00 780,304.52 16.170 513,117.73 267,186.79 0.00 780,304.52 0.00

#RERG/ALLD SCH OF ARRAN ALLD WRLD ASRNCECOHLDGS AG CMN STK 2064666 11-30-10

B18S7H8 53,800.00 1,590,698.03 44.850 1,559,188.89 31,509.14 7,093.41 1,597,791.44 28,373.66

ABBOTT LAB COM

2002305 44,100.00 1,531,536.59 52.680 1,465,053.86 66,482.73 0.00 1,531,536.59 27,909.55

AEROPOSTALE COM

2872092 209,507.00 3,981,861.96 28.830 2,562,767.03 1,419,094.93 0.00 3,981,861.96 0.00

AFFILIATED MANAGERS GROUP INC COM STK

2127899 15,350.00 799,426.41 79.000 748,316.63 51,109.78 0.00 799,426.41 0.00

ALEXION PHARMACEUTICALS INC COM

2036070 10,750.00 385,310.48 54.370 217,745.51 167,564.97 0.00 385,310.48 0.00

ALTRIA GROUP INC COM

2692632 423,500.00 5,728,933.63 20.520 4,896,399.19 832,534.44 81,541.30 5,810,474.93 580,710.62



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gain/loss

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income/expense

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including accruals

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annual income


Equities

Common stock

AMEDISYS INC COM

2024332 19,400.00 706,221.85 55.220 728,592.26 -22,370.41 0.00 706,221.85 0.00

AMERICAN PUB ED INC COM STK

B292GM4 27,860.00 855,874.42 46.600 635,212.80 220,661.62 0.00 855,874.42 0.00

AMERISOURCEBERGEN CORP COM

2795393 317,890.00 6,060,635.63 28.920 4,981,946.99 1,078,688.64 0.00 6,060,635.63 243,096.04

AMGEN INC COM

2023607 199,400.00 7,855,589.17 59.760 6,653,118.13 1,202,471.04 0.00 7,855,589.17 415,389.25

ANADARKO PETRO CORP COM

2032380 247,600.00 11,887,867.90 72.830 5,692,459.00 6,195,408.90 0.00 11,887,867.90 176,285.84

ANSYS INC COM

2045623 21,431.00 609,488.61 43.140 319,652.94 289,835.67 0.00 609,488.61 0.00

APACHE CORP COM

2043962 80,400.00 5,379,787.37 101.500 2,988,471.52 2,391,315.85 0.00 5,379,787.37 53,002.83

APPLIED MATERIALS INC COM

2046552 746,900.00 6,637,359.97 13.480 4,862,320.59 1,775,039.38 0.00 6,637,359.97 196,954.30

ARCHER-DANIELS-MIDLAND CO COM

2047317 231,000.00 4,401,014.94 28.900 4,252,359.78 148,655.16 0.00 4,401,014.94 170,558.36

ARIAD PHARMACEUTICALS INC COM

2066624 161,400.00 361,764.10 3.400 167,732.56 194,031.54 0.00 361,764.10 0.00

ATHENAHEALTH INC COM MON STOCK

B24FJV8 11,940.00 287,775.31 36.560 260,425.42 27,349.89 0.00 287,775.31 0.00

AUTOMATIC DATA PROCESSING INC COM

2065308 146,900.00 4,306,574.31 44.470 4,261,549.73 45,024.58 32,926.36 4,339,500.67 189,810.79

AVEO PHARMACEUTICALS INC COM STK

B52G992 43,000.00 255,125.57 9.000 255,480.20 -354.63 0.00 255,125.57 0.00



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gain/loss

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income/expense

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including accruals

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Equities

Common stock

AVIS BUDGET GROUP INC COM STK

B1CL8J2 242,400.00 1,837,695.18 11.500 2,043,665.64 -205,970.46 0.00 1,837,695.18 0.00

BANK OF AMERICA CORP

2295677 566,642.00 6,667,914.19 17.850 7,234,011.00 -566,096.81 0.00 6,667,914.19 74,710.52

BB&T CORP COM

2830904 160,100.00 3,418,576.48 32.390 3,283,619.07 134,957.41 0.00 3,418,576.48 101,322.43

BIOGEN INC COMMON STOCK

2455965 98,129.00 3,710,646.10 57.360 2,364,959.33 1,345,686.77 0.00 3,710,646.10 0.00

BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010

2437071 33,650.00 518,426.03 23.370 408,943.06 109,482.97 0.00 518,426.03 0.00

BRISTOL MYERS SQUIBB CO COM

2126335 147,304.00 2,592,798.83 26.700 2,075,272.19 517,526.64 31,074.74 2,623,873.57 143,720.68

BRUKER CORP

2616137 130,070.00 1,256,197.10 14.650 690,217.02 565,980.08 0.00 1,256,197.10 0.00

BUNGE LTD

2788713 198,400.00 8,060,776.05 61.630 7,393,040.90 667,735.15 0.00 8,060,776.05 109,866.17

CAREER EDUCATION C COM USD0.01

2143646 37,100.00 773,843.97 31.640 559,064.77 214,779.20 0.00 773,843.97 0.00

CARLISLE COMPANIES INC COM

2176318 29,730.00 746,728.81 38.100 437,566.70 309,162.11 0.00 746,728.81 19,599.18

CBS CORP NEW CL B

B0SRLH6 353,000.00 3,243,997.41 13.940 4,900,649.74 -1,656,652.33 17,051.22 3,261,048.63 139,626.86

CHARLES RIV LABORATORIES INTL INC COM

2604336 90,500.00 2,345,279.69 39.310 1,526,066.13 819,213.56 0.00 2,345,279.69 0.00

CHEVRON CORP COM

2838555 87,800.00 4,389,131.49 75.830 3,429,120.68 960,010.81 0.00 4,389,131.49 247,731.54



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gain/loss

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income/expense

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including accruals

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annual income


Equities

Common stock

CHILDRENS PL INC NEW COM

2106791 36,700.00 1,077,846.19 44.550 839,447.52 238,398.67 0.00 1,077,846.19 14,516.45

CISCO SYSTEMS INC

2198163 822,700.00 14,117,528.90 26.030 10,475,587.44 3,641,941.46 0.00 14,117,528.90 455,579.11

CITY NATL CORP COM

2199111 11,500.00 409,160.10 53.970 347,733.29 61,426.81 0.00 409,160.10 10,613.75

CME GROUP INC COM STK

2965839 22,300.00 4,647,143.87 316.110 3,951,782.81 695,361.06 0.00 4,647,143.87 29,402.07

COLUMBIA BKG SYS INC COM

2176608 30,700.00 411,046.84 20.310 353,119.86 57,926.98 0.00 411,046.84 12,952.73

COMCAST CORP NEW-CL A

2044545 187,200.00 2,322,568.24 18.820 2,302,351.52 20,216.72 0.00 2,322,568.24 123,409.58

COML METALS CO COM

2213260 68,970.00 684,743.97 15.060 674,978.87 9,765.10 5,456.13 690,200.10 21,824.51

CONCHO RES INC COM STK

B1YWRK7 21,310.00 707,476.78 50.360 319,617.65 387,859.13 0.00 707,476.78 0.00

CONOCOPHILLIPS COM

2685717 425,023.00 14,337,415.44 51.170 14,598,731.00 -261,315.56 0.00 14,337,415.44 818,160.12

CORINTHIAN COLLEGES INC COM STK

2386021 204,100.00 2,366,747.16 17.590 2,151,164.92 215,582.24 0.00 2,366,747.16 0.00

CUMBERLAND PHARMACEUTICALS INC COM STK

B23WLP8 69,400.00 481,760.14 10.530 689,441.30 -207,681.16 0.00 481,760.14 0.00

CVS HEALTH CORP COM

2577609 227,100.00 5,473,515.36 36.560 4,029,555.65 1,443,959.71 0.00 5,473,515.36 209,598.51

D R HORTON INC COM

2250687 1,468,017.00 12,193,956.74 12.600 10,182,881.89 2,011,074.85 0.00 12,193,956.74 241,943.59



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gain/loss

Accrued

income/expense

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annual income


Equities

Common stock

DEALERTRACK TECHNOLOGY COM

B0PBS69 58,110.00 654,307.29 17.080 708,846.86 -54,539.57 0.00 654,307.29 0.00

DELTA AIR LINES INC DEL COM NEW COM NEW

B1W9D46 78,200.00 752,151.05 14.590 765,154.60 -13,003.55 0.00 752,151.05 18,558.90

DEVON ENERGY CORP NEW COM

2480677 105,400.00 4,476,841.95 64.430 4,663,124.60 -186,282.65 0.00 4,476,841.95 66,704.46

DIGITALGLOBE INC COM NEW COM NEW

B0V0257 43,480.00 801,150.98 27.950 585,582.34 215,568.64 0.00 801,150.98 0.00

DOLLAR TREE INC COM STK

2272476 14,500.00 566,082.10 59.220 371,244.89 194,837.21 0.00 566,082.10 0.00

DR PEPPER SNAPPLE GROUP INC COM STK

B2QW0Z8 86,195.00 1,998,469.21 35.170 2,268,156.63 -269,687.42 8,523.47 2,006,992.68 109,100.40

DSW INC CL A CL A

B0BV2V6 36,300.00 610,942.67 25.530 428,384.51 182,558.16 0.00 610,942.67 19,144.31

EMC CORP COM

2295172 577,000.00 6,862,073.51 18.040 4,141,668.96 2,720,404.55 0.00 6,862,073.51 174,975.27

ENDURANCE SPECIALTY HOLDINGS LTD COM USD1

2353014 47,000.00 1,151,064.60 37.150 1,066,856.96 84,207.64 0.00 1,151,064.60 42,138.57

ENERSYS COM

B020GQ5 33,110.00 538,263.92 24.660 405,955.97 132,307.95 0.00 538,263.92 15,279.19

ENTERGY CORP NEW COM

2317087 82,100.00 4,402,949.81 81.350 4,590,824.06 -187,874.25 0.00 4,402,949.81 179,690.15

ENZO BIOCHEM INC COM

2318499 172,680.00 685,301.29 6.020 1,079,142.79 -393,841.50 0.00 685,301.29 0.00

EXELIXIS INC COM STK

2576941 75,780.00 303,239.88 6.070 324,134.74 -20,894.86 0.00 303,239.88 0.00



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income/expense

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Equities

Common stock

EXELON CORP COM

2670519 118,100.00 3,410,877.88 43.810 4,325,134.48 -914,256.60 0.00 3,410,877.88 96,541.63

EXXON MOBIL CORP COM

2326618 195,100.00 8,614,804.62 66.980 7,971,214.77 643,589.85 0.00 8,614,804.62 354,984.48

F5 NETWORKS INC COM STK

2427599 10,300.00 417,662.97 61.510 145,255.34 272,407.63 0.00 417,662.97 0.00

FIDELITY NATL INFORMATION SVCS INC COM STK

2769796 42,900.00 662,915.11 23.440 603,844.84 59,070.27 0.00 662,915.11 29,412.62

FINANCIAL ENGINES INC COM

B65V2X6 53,400.00 594,937.00 16.900 426,007.18 168,929.82 0.00 594,937.00 9,856.94

FORD MTR CO DEL COM PAR $0.01 COM PAR $0.01

2615468 537,800.00 4,456,553.20 12.570 2,824,258.79 1,632,294.41 0.00 4,456,553.20 212,723.30

FORTINET INC COM

B5B2106 56,400.00 653,643.57 17.580 567,145.66 86,497.91 0.00 653,643.57 0.00

FREEPORT-MCMORAN INC

2352118 92,600.00 5,099,745.20 83.540 4,532,109.74 567,635.46 0.00 5,099,745.20 12,209.11

FRKLN RES INC COM

2350684 86,737.00 6,341,309.69 110.900 3,507,688.11 2,833,621.58 12,579.69 6,353,889.38 34,308.26

GAP INC COM

2360326 109,000.00 1,660,616.94 23.110 1,662,556.09 -1,939.15 0.00 1,660,616.94 66,108.51

GENERAC HLDGS INC COM STK

B6197Q2 82,900.00 765,659.52 14.010 730,825.60 34,833.92 0.00 765,659.52 0.00

GENERAL DYNAMICS CORP COM

2365161 100,000.00 5,089,326.58 77.200 4,197,056.67 892,269.91 0.00 5,089,326.58 181,950.02

GENERAL ELECTRIC CO

2380498 426,739.00 5,120,079.96 18.200 6,786,340.95 -1,666,260.99 28,132.31 5,148,212.27 258,817.23



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gain/loss

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income/expense

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Equities

Common stock

GENERAL MILLS INC COM

2367026 108,800.00 5,077,428.63 70.790 3,247,394.68 1,830,033.95 0.00 5,077,428.63 126,236.40

G-III APPAREL GROUP LTD COM

2369721 67,000.00 1,217,298.36 27.560 686,754.61 530,543.75 0.00 1,217,298.36 0.00

GOLDMAN SACHS GROUP INC COM

2407966 77,800.00 8,751,409.54 170.630 7,891,481.37 859,928.17 0.00 8,751,409.54 123,093.14

GOOGLE INC CL A

B020QX2 10,300.00 3,850,090.72 567.010 2,081,202.92 1,768,887.80 0.00 3,850,090.72 0.00

GRACO INC COM

2380443 36,400.00 767,881.81 32.000 645,747.78 122,134.03 0.00 767,881.81 28,795.57

HALOZYME THERAPEUTICS INC COM

2975098 129,470.00 681,960.07 7.990 473,017.55 208,942.52 0.00 681,960.07 0.00

HEALTH NET INC COM

2418623 62,400.00 1,023,065.40 24.870 532,764.23 490,301.17 0.00 1,023,065.40 0.00

HEICO CORP NEW COM

2419217 32,580.00 1,107,406.35 51.560 679,775.82 427,630.53 0.00 1,107,406.35 3,006.92

HERSHEY COMPANY COM STK USD1

2422806 48,900.00 1,380,057.26 42.810 1,065,388.38 314,668.88 0.00 1,380,057.26 68,986.75

HHGREGG INC COM STK

B23F715 32,600.00 542,437.83 25.240 395,243.95 147,193.88 0.00 542,437.83 0.00

INCYTE CORP COM

2471950 68,200.00 627,643.18 13.960 246,553.07 381,090.11 0.00 627,643.18 0.00

INGERSOLL-RAND PLC COM STK

B633030 186,500.00 4,287,200.59 34.870 2,417,288.31 1,869,912.28 0.00 4,287,200.59 142,619.81

INNOSPEC INC COM STK

2245597 76,140.00 570,209.20 11.360 576,381.37 -6,172.17 0.00 570,209.20 28,108.90



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Description


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gain/loss

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income/expense

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including accruals

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Equities

Common stock

INSULET CORP COM STK

B1XGNW4 91,900.00 914,213.80 15.090 668,575.25 245,638.55 0.00 914,213.80 0.00

INTEL CORP COM

2463247 428,186.00 6,283,485.88 22.260 4,489,055.53 1,794,430.35 0.00 6,283,485.88 270,985.91

INTERNATIONAL BUSINESS MACHS CORP COM

2005973 79,000.00 6,679,246.71 128.250 3,953,004.34 2,726,242.37 0.00 6,679,246.71 229,151.54

INTERPUBLIC GROUP COMPANIES INC COM

2466321 71.00 389.43 8.320 0.00 389.43 0.00 389.43 0.00

ITT EDL SVCS INC COM

2452375 36,100.00 2,676,859.21 112.480 2,891,303.74 -214,444.53 0.00 2,676,859.21 0.00

JOHNSON & JOHNSON COM USD1

2475833 229,407.00 9,860,462.40 65.200 7,172,203.33 2,688,259.07 0.00 9,860,462.40 423,455.44

KIRKLANDS INC COM

2960920 41,200.00 570,373.75 21.000 318,177.71 252,196.04 0.00 570,373.75 0.00

LANDSTAR SYS INC COM

2503994 29,880.00 826,924.86 41.980 630,923.90 196,000.96 0.00 826,924.86 5,515.46

LENNOX INTL INC COM

2442053 31,390.00 917,136.73 44.320 613,486.88 303,649.85 3,104.03 920,240.76 24,832.22

LIFE TIME FITNESS INC COM

B01R1Z1 39,540.00 732,463.53 28.100 481,397.40 251,066.13 0.00 732,463.53 0.00

LINCOLN EDL SVCS CORP COM STK

B0BV2Y9 37,910.00 632,291.47 25.300 394,736.71 237,554.76 0.00 632,291.47 6,997.69

LOWES COS INC COM

2536763 99,200.00 1,585,211.84 24.240 1,279,848.90 305,362.94 0.00 1,585,211.84 60,164.81

LUMBER LIQUIDATORS HLDGS INC COM

B5KKQN9 64,200.00 1,128,758.58 26.670 976,737.56 152,021.02 0.00 1,128,758.58 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

MACYS INC COM STK

2345022 164,700.00 2,363,714.66 21.770 3,600,253.29 -1,236,538.63 5,428.83 2,369,143.49 135,720.87

MARATHON OIL CORP COM

2910970 150,000.00 3,128,749.22 31.640 3,985,945.54 -857,196.32 0.00 3,128,749.22 83,064.14

MARTEN TRANS LTD COM

2568357 45,100.00 586,011.56 19.710 518,778.60 67,232.96 0.00 586,011.56 2,973.17

MASIMO CORP COM STK

B1YWR63 37,370.00 654,079.66 26.550 428,442.17 225,637.49 0.00 654,079.66 0.00

MAXLINEAR INC-CLASS A

B3RDWC8 13,500.00 157,970.19 17.750 125,418.88 32,551.31 0.00 157,970.19 0.00

MEAD JOHNSON NUTRITION COM USD0.01

B4W9F29 108,707.00 3,728,673.50 52.030 2,425,952.36 1,302,721.14 16,124.38 3,744,797.88 118,245.46

MEDASSETS INC COM STK

B29YMY4 52,773.00 730,590.63 21.000 438,221.48 292,369.15 0.00 730,590.63 0.00

MERCK & CO INC NEW COM

2778844 459,600.00 11,316,539.57 37.350 9,440,735.87 1,875,803.70 128,562.19 11,445,101.76 545,375.40

MICRON TECH INC COM

2588184 241,200.00 1,652,098.25 10.390 1,016,349.27 635,748.98 0.00 1,652,098.25 0.00

MICROSOFT CORP COM

2588173 366,600.00 7,073,888.39 29.270 5,278,162.78 1,795,725.61 0.00 7,073,888.39 299,679.59

MONOLITHIC PWR SYS INC COM

B01Z7J1 72,400.00 1,064,354.86 22.300 994,984.66 69,370.20 0.00 1,064,354.86 38,183.13

MONSANTO CO NEW COM

2654320 123,600.00 5,819,441.90 71.420 3,797,749.15 2,021,692.75 0.00 5,819,441.90 159,704.65

MORNINGSTAR INC COM STK

B081VR8 14,074.00 446,185.39 48.090 343,869.56 102,315.83 0.00 446,185.39 7,051.38



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

MSCI INC COMMON

B2972D2 35,370.00 841,754.18 36.100 423,495.30 418,258.88 0.00 841,754.18 0.00

NATIONAL CINEMEDIA INC COM

B1R2N51 44,330.00 504,407.51 17.260 347,841.32 156,566.19 4,770.78 509,178.29 25,717.19

NCI INC CL A CL A

B0J2NV8 26,930.00 536,682.61 30.230 535,812.71 869.90 0.00 536,682.61 0.00

NEKTAR THERAPEUTICS COM

2454445 79,300.00 795,143.33 15.210 332,473.52 462,669.81 0.00 795,143.33 0.00

NETSUITE INC COM STK

B2B0FZ2 109,730.00 1,051,799.13 14.540 927,084.79 124,714.34 0.00 1,051,799.13 0.00

NEWMONT MINING CORP NEW COM

2636607 200,000.00 6,715,010.43 50.930 4,424,323.93 2,290,686.50 0.00 6,715,010.43 13,184.78

NUANCE COMMUNICATIONS INC COM

2402121 100,760.00 1,105,311.02 16.640 740,183.55 365,127.47 0.00 1,105,311.02 0.00

OCCIDENTAL PETROLEUM CORP

2655408 72,700.00 4,051,722.33 84.540 1,855,323.31 2,196,399.02 15,815.81 4,067,538.14 138,028.87

OCEANEERING INTL INC COM

2655583 16,160.00 676,378.36 63.490 475,887.53 200,490.83 0.00 676,378.36 11,505.57

OLD DOMINION FGHT LINE INC COM

2656423 26,090.00 574,292.99 33.390 396,326.35 177,966.64 0.00 574,292.99 0.00

OMNICARE INC COM

2659778 136,700.00 2,549,438.16 28.290 2,303,200.29 246,237.87 0.00 2,549,438.16 79,303.84

OMNICELL INC COM

2789523 125,620.00 1,161,875.20 14.030 1,150,605.19 11,270.01 0.00 1,161,875.20 0.00

ORACLE CORP COM

2661568 523,100.00 8,859,145.70 25.690 4,998,826.39 3,860,319.31 0.00 8,859,145.70 206,908.81



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

ORION MARINE GROUP INC COM STK

B1WTHL1 61,000.00 725,855.32 18.050 722,462.10 3,393.22 0.00 725,855.32 0.00

OSHKOSH CORPORATION

2663520 150,100.00 3,991,715.74 40.340 3,809,492.64 182,223.10 0.00 3,991,715.74 0.00

PARTNERRE HLDG LTD COM STK

2671932 68,800.00 3,615,752.94 79.720 3,224,216.09 391,536.85 0.00 3,615,752.94 90,711.31

PENNANTPARK INVT CORP COM

B1W5VY0 67,397.00 460,302.51 10.360 331,850.16 128,452.35 0.00 460,302.51 49,762.43

PFIZER INC COM

2684703 1,304,005.00 14,743,018.18 17.150 16,080,329.91 -1,337,311.73 0.00 14,743,018.18 618,948.87

PROASSURANCE CORP COM

2612737 15,950.00 615,540.21 58.540 442,042.59 173,497.62 0.00 615,540.21 13,038.43

PROCTER & GAMBLE COM NPV

2704407 113,400.00 4,729,921.24 63.270 3,633,882.03 1,096,039.21 0.00 4,729,921.24 131,573.60

RIVERBED TECHNOLOGY INC COM

B1FH886 48,700.00 911,780.55 28.400 628,673.14 283,107.41 0.00 911,780.55 0.00

ROVI CORP COM

B2R9T17 25.00 611.94 37.130 0.00 611.94 0.00 611.94 0.00

SCOTTS MIRACLE-GRO CLASS'A'COM NPV

2781518 20,300.00 620,281.45 46.350 450,242.52 170,038.93 0.00 620,281.45 24,088.60

SIMPSON MFG INC COM

2809250 32,620.00 596,961.66 27.760 538,477.27 58,484.39 0.00 596,961.66 12,042.45

SOLARWINDS INC COM

B4MTR12 62,700.00 895,300.88 21.660 692,947.51 202,353.37 0.00 895,300.88 0.00

SPECTRA ENERGY CORP COM STK

B1L60G9 274,800.00 4,081,510.71 22.530 3,551,928.04 529,582.67 0.00 4,081,510.71 268,115.22



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

SUCAMPO PHARMACEUTICALS INC CL A COM STK

B1CH102 84,880.00 199,763.72 3.570 487,705.49 -287,941.77 0.00 199,763.72 0.00

SWIFT ENERGY CO COM

2867430 32,800.00 664,692.42 30.740 384,965.96 279,726.46 0.00 664,692.42 0.00

SYMANTEC CORP COM

2861078 503,216.00 5,613,035.90 16.920 4,362,370.33 1,250,665.57 0.00 5,613,035.90 0.00

TEMPUR SEALY INTL INC COM

2216991 38,400.00 763,493.92 30.160 526,445.76 237,048.16 0.00 763,493.92 8,100.73

THERAVANCE INC COM STK

B032G04 59,390.00 521,507.51 13.320 501,506.27 20,001.24 0.00 521,507.51 39,152.22

THORATEC CORP

2889962 35,520.00 783,271.09 33.450 315,118.67 468,152.42 0.00 783,271.09 0.00

TIME WARNER CABLE INC COM

B63BPC8 422,482.00 14,847,724.93 53.310 9,079,255.59 5,768,469.34 0.00 14,847,724.93 835,550.08

TIME WARNER INC USD0.01

B63QTN2 213,333.00 4,397,733.85 31.270 3,767,401.69 630,332.16 0.00 4,397,733.85 196,892.47

TRAVELERS COS INC COM STK

2769503 125,500.00 4,462,699.95 53.940 3,492,067.94 970,632.01 0.00 4,462,699.95 182,015.94

TREX CO INC COM

2483074 66,900.00 938,955.04 21.290 751,745.31 187,209.73 0.00 938,955.04 0.00

ULTA SALON COSMETICS & FRAGRANCE INC COMSTK

B28TS42 40,050.00 597,225.22 22.620 241,078.49 356,146.73 0.00 597,225.22 0.00

UNDER ARMOR INC CL A

B0PZN11 47,800.00 926,757.14 29.410 840,616.15 86,140.99 0.00 926,757.14 0.00

UNITEDHEALTH GROUP INC COM

2917766 227,300.00 4,895,438.40 32.670 4,015,812.16 879,626.24 0.00 4,895,438.40 224,767.60



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Common stock

VAIL RESORTS INC COM

2954194 14,400.00 380,576.15 40.090 330,555.88 50,020.27 0.00 380,576.15 23,637.68

VIASAT INC COM

2946243 41,240.00 940,942.91 34.610 539,126.65 401,816.26 0.00 940,942.91 0.00

VISA INC COM CL A STK

B2PZN04 106,000.00 6,361,117.65 91.030 2,898,893.67 3,462,223.98 0.00 6,361,117.65 33,542.09

WABTEC CORP COM

2955733 28,880.00 801,915.43 42.120 683,834.99 118,080.44 0.00 801,915.43 4,569.32

WAL-MART STORES INC COM

2936921 141,900.00 5,201,159.92 55.600 4,772,870.10 428,289.82 0.00 5,201,159.92 183,350.24

WALTER ENERGY INC

2951805 53,300.00 3,242,132.43 92.270 1,943,229.75 1,298,902.68 0.00 3,242,132.43 17,568.73

WASTE CONNECTIONS INC COM

2248240 25,170.00 563,500.00 33.960 446,983.80 116,516.20 0.00 563,500.00 8,628.39

WELLS FARGO & CO NEW COM STK

2649100 337,100.00 6,915,783.05 31.120 5,856,876.26 1,058,906.79 0.00 6,915,783.05 311,121.35

WORLD FUEL SERVICE COM STK USD0.01

2469450 60,800.00 1,067,777.63 26.640 1,020,389.93 47,387.70 1,503.07 1,069,280.70 9,619.62

WSFS FINANCIAL CORP COM

2940375 17,700.00 455,072.82 39.000 573,770.99 -118,698.17 0.00 455,072.82 7,001.12

Total common stock 3,629,465,199.98 3,056,280,669.40 573,184,530.58 8,706,824.20 3,638,172,024.18 88,688,990.38

Funds - common stock

GENESIS EMG MKTS INV CO GBL A USD ACC NAV

7647682 7,578,756.17 228,038,158.12 45.642 44,639,640.05 183,398,518.07 0.00 228,038,158.12 0.00



Asset Detailu


of 112

Description


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gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Funds - common stock

GENESIS EMERG MKTS PTG SHS NPV

B4L0PD4 19,563,120.00 91,164,139.20 4.660 13,669,621.62 77,494,517.58 0.00 91,164,139.20 0.00

MFO SCHRODER GLOBAL SERIES TRUST NORTH AMERICAN EQUITY

2900409 915,047.88 5,429,118.82 9.000 5,601,136.39 -172,017.57 0.00 5,429,118.82 174,335.04

Total funds - common stock 324,631,416.14 63,910,398.06 260,721,018.08 0.00 324,631,416.14 174,335.04

Preferred stock

ITAU UNIBANCO HOLD PRF NPV

B037HR3 285,767.00 4,116,749.87 39.000 2,813,598.52 1,303,151.35 1,266.69 4,118,016.56 74,523.73

ADR ITAU UNIBANCO HLDG SA SPONSORED ADR REPSTG 500 PFD PFD ADR

2849739 912,900.00 13,234,009.94 21.990 10,807,470.85 2,426,539.09 3,893.77 13,237,903.71 169,713.09

ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR REPSTG PFD SHS

2683410 299,500.00 7,816,734.27 39.590 6,371,835.46 1,444,898.81 0.00 7,816,734.27 144,922.53

ADR VALE S A ADR REPSTG PFD PREF ADR

2933900 308,400.00 5,643,868.04 27.760 4,022,874.21 1,620,993.83 0.00 5,643,868.04 72,784.75

FRESENIUS SE NON-VTG PRF NPV

4568946 2,020.00 100,724.72 55.900 72,585.65 28,139.07 0.00 100,724.72 1,369.42

FUCHS PETROLUB SE

4354350 13,454.00 856,884.96 71.400 678,500.34 178,384.62 0.00 856,884.96 20,402.02

PORSCHE AUTO HL SE NON VTG PRF NPV

7101069 2,151.00 86,697.71 45.185 101,472.57 -14,774.86 0.00 86,697.71 95.94

PROSIEBENSAT1 MEDI NPV PRF

4579131 76,489.00 852,868.12 12.500 525,247.06 327,621.06 0.00 852,868.12 1,364.59

LG ELECTRONICS INC PRF KRW5000

6520966 14,340.00 375,983.96 45,000.000 360,657.10 15,326.86 0.00 375,983.96 15,039.36



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Preferred stock

NH INVESTMENT & SE PFD KRW5000

6537159 55,010.00 258,015.14 8,050.000 268,863.30 -10,848.16 0.00 258,015.14 19,230.94

SAMSUNG ELECTRONIC PFD KRW5000

6773812 14,000.00 4,388,518.85 538,000.000 2,943,109.11 1,445,409.74 52,348.18 4,440,867.03 65,664.64

S-OIL CORP PRF KRW2500

6406066 14,600.00 364,086.25 42,800.000 379,447.04 -15,360.79 5,603.78 369,690.03 11,696.70

ADVANCE AIM VALUE PTG RED PRF SHS NPV (POST R

B41SF72 231,708.00 64,878.24 0.280 152,474.84 -87,596.60 0.00 64,878.24 0.00

BROOKWELL LTD 'A' PTG RED PRF SHS NPV

B4KVFQ1 98,056.00 56,872.48 0.580 157,441.00 -100,568.52 0.00 56,872.48 0.00

REA HLDGS 9% CUM PRF GBP1

0718563 15,368.00 17,442.68 1.135 7,793.18 9,649.50 0.00 17,442.68 0.00

#REORG/GMAC INC NAME CHANGE WITH CUSIP CHANGE ALLY FINL INC 1A1BAF1 1/12/2012

B5806F3 1,613.00 810,540.69 762.250 23,036.92 787,503.77 0.00 810,540.69 74,434.70

Total preferred stock 39,044,875.92 29,686,407.15 9,358,468.77 63,112.42 39,107,988.34 671,242.41

Stapled securities

CHARTER HALL GROUP NPV (STAPLED)

B15F6S6 630,000.00 268,747.49 0.705 517,666.49 -248,919.00 0.00 268,747.49 0.00

INFIGEN ENERGY LTD NPV (STAPLED SECURITIES)

B0LN825 1,107,738.00 857,949.59 1.280 691,670.88 166,278.71 0.00 857,949.59 0.00

Total stapled securities 1,126,697.08 1,209,337.37 -82,640.29 0.00 1,126,697.08 0.00

Rights/warrants

JPM STRUCT.PROD.BV PTG NTS 25/09/14(KS OILS LT

B4RNRL9 441,000.00 437,540.35 1.505 473,597.21 -36,056.86 0.00 437,540.35 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Rights/warrants

AFRICAN MED WARRANT

7A1NBUW 3,750,000.00 0.00 0.000 0.00 0.00 0.00 0.00 0.00

CHINA GROWTH OPPOR WTS (TO SUB FOR ORD)

B0YZ7Q5 113,761.00 170.64 0.002 0.00 170.64 0.00 170.64 0.00

OAKLEY CAPITAL INV WTS TO SUB FOR ORD

B23DLF1 533,985.00 4,004.89 0.008 0.00 4,004.89 0.00 4,004.89 0.00

REDSTONE CONVERTIBLE LOAN NOTE

0A1PWUW 323,387.00 316,919.26 0.980 316,919.26 0.00 0.00 316,919.26 0.00

MARWYN VALUE INVES WTS (TO SUB FOR ORD)

B614Y00 260,950.00 1,958.43 0.008 0.00 1,958.43 0.00 1,958.43 0.00

Total rights/warrants 760,593.57 790,516.47 -29,922.90 0.00 760,593.57 0.00

Equity derivatives - futures

FUT DJ EURO STOXX 50 JUN10

999599GH0 -1,067.00 -352,159.19 2,851.000 0.00 -352,159.19 0.00 -352,159.19 0.00

FUT JUN 10 NEW SOF INDEX

999599GH0 -133.00 3,332.05 6,788.000 0.00 3,332.05 0.00 3,332.05 0.00

FUT JUN 10 FTSE 100

999599GH0 601.00 363,645.00 5,610.500 0.00 363,645.00 0.00 363,645.00 0.00

FUT JUN 10 EMINI S&P 500

999599GH0 19.00 10,302.26 1,165.200 0.00 10,302.26 0.00 10,302.26 0.00

FUT JUN 10 S&P 500

999599GH0 9.00 20,970.63 1,165.200 0.00 20,970.63 0.00 20,970.63 0.00

Total equity derivatives - futures 46,090.75 0.00 46,090.75 0.00 46,090.75 0.00

Unit trust equity



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Unit trust equity

CAPITAL INTL EMERGING MARKETS'C1'

7247576 2,989,537.95 216,809,973.10 110.010 147,191,125.84 69,618,847.26 0.00 216,809,973.10 0.00

CAPITAL PRIVE INV 'A' SHARES

502511S 4,500.00 0.00 0.000 0.00 0.00 0.00 0.00 0.00

JANUS PARTI. LTD VENTURE FUND - SHARES

502512S 200.00 3,167.99 17.757 0.00 3,167.99 0.00 3,167.99 0.00

SCHRODER INV GSY SCHRODER EMERGING MARKETS

0849861 180,484.54 4,276,825.30 35.945 1,642,016.65 2,634,808.65 0.00 4,276,825.30 0.00

JF AUSTRALIA FUND UNTRUSTE

B413TL9 163,618.46 3,221,888.69 29.870 2,210,847.92 1,011,040.77 0.00 3,221,888.69 0.00

JPMORGAN EUROPE MICRO CAP FD

B0LYRD2 1,468,668.00 12,563,629.65 9.590 7,689,216.82 4,874,412.83 0.00 12,563,629.65 0.00

SCHRODER INV MGMT JPNSE SMALLER COS I INC NAV

B3L14G6 21,880.49 278,101.03 12.710 237,838.32 40,262.71 0.00 278,101.03 0.00

SCHRODER UNIT TST INSTL PACIFIC I INC

0765956 831,900.49 4,505,573.04 5.416 1,957,379.18 2,548,193.86 0.00 4,505,573.04 25,788.92

ABERDEEN REAL ESTATE OPERATIONS LTD

1358898 1.00 737,810,281.00 7,378,102.810 1,094,461,585.66 -356,651,304.66 0.00 737,810,281.00 0.00

CAPITA FINANCIAL CF RUFFER ABSOLUTE RET C AC

B0XP2X8 13,958,274.51 20,511,684.39 1.470 15,618,390.78 4,893,293.61 0.00 20,511,684.39 0.00

DCD MEDIA PLC 0.0% 31/12/2009

1A1BBDW 310,986.46 2,896.58 0.929 289,657.83 -286,761.25 0.00 2,896.58 0.00

HD - ACTIVE CORP (ALL STOCKS)

4A11E6W 15,524,144.68 21,456,541.33 1.382 18,154,146.00 3,302,395.33 0.00 21,456,541.33 0.00

JURIDICA INVESTMEN ORD NPV

B29LSW5 1,658,303.00 1,907,048.45 1.150 1,899,657.05 7,391.40 0.00 1,907,048.45 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Unit trust equity

KB - ENHANCED 2030 RPI

7A11E6W 436,837.99 652,006.91 1.493 456,788.77 195,218.14 0.00 652,006.91 0.00

KF - ENHANCED 2035 RPI

1A11E7W 3,390,137.05 6,385,323.13 1.884 4,502,840.26 1,882,482.87 0.00 6,385,323.13 0.00

LEGAL & GEN ACTIVE CORP BOND-ALL STK

006440W 1,659,155.38 2,645,655.99 1.595 2,229,863.99 415,792.00 0.00 2,645,655.99 0.00

LEGAL & GEN N UK EQ IDX

000213W 253,767,300.98 1,763,862,916.59 6.951 1,352,463,821.00 411,399,095.59 0.00 1,763,862,916.59 0.00

LEGAL & GEN XJ- A/PAC EXJAP&KOR DEV

0A1PUPW 9,854,755.33 12,321,794.78 1.250 10,868,070.55 1,453,724.23 0.00 12,321,794.78 0.00

MEZZANINE FEEDER C VENTURE FUND

1855438 50.00 0.00 0.000 1,008.00 -1,008.00 0.00 0.00 0.00

PERMIRA U.K BUY OUT III

1855439 31.00 430,000.00 13,870.968 17,916.00 412,084.00 0.00 430,000.00 0.00

SCHRODER UNIT TST EQUIT GBL ASSTS ALLOC X ACC

B411HF3 4,488,080.00 2,506,143.87 0.558 2,244,040.00 262,103.87 0.00 2,506,143.87 0.00

SCHRODER UNIT TST INSTL UK SMALLER COS IINC

0787079 164,625.92 465,562.10 2.828 230,326.36 235,235.74 8,396.75 473,958.85 6,914.29

SCHRODER UNIT TST RECOVERY A INC

0780982 5,305.38 341,242.04 64.320 127,493.14 213,748.90 0.00 341,242.04 4,769.54

##2241 LEGAL & GEN S N.AMER EQ IDX DO NOT USE PLEASE USE 1A1U60U

000214W 153,657,860.29 1,150,762,154.66 7.489 1,040,569,050.20 110,193,104.46 0.00 1,150,762,154.66 0.00

ASIA PACIFIC TRUST I UNITS

3177152 5,000,000.00 10,518.16 0.003 0.00 10,518.16 0.00 10,518.16 0.00

PANTHEON USA FUND II LTD VENTURE FUND - UNITS

3855439 1.00 1,500,207.19 2,275,664.427 0.61 1,500,206.58 0.00 1,500,207.19 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Equities

Total unit trust equity 3,965,231,135.97 3,705,063,080.93 260,168,055.04 8,396.75 3,965,239,532.72 37,472.74

Total equities 7,960,306,009.41 6,856,940,409.38 1,103,365,600.03 8,778,333.37 7,969,084,342.78 89,572,040.56

Fixed Income

Corporate bonds

KORREDEN S.A. 11% MTN 01/08/2014 EUR1000

B42B008 1.00 0.39 43.500 0.68 -0.29 0.14 0.53 0.10

BRIT &CMNWLTH HLDG 10 1/2%UNS LN STK2012GBP IN DEFAULT

0129132 232,885.00 4,657.70 2.000 0.00 4,657.70 0.00 4,657.70 24,452.93

LEHMAN BROS HLDGS 7.875% MTN 08/05/2018 GBP BD IN DEFAULT

B2R9337 200,000.00 37,500.00 18.750 19,000.00 18,500.00 0.00 37,500.00 15,750.00

DEFAULT ENERGY FUTURE HLDGS CORP SR TOGGLE NT 11.25 DUE 11-01-17/11-01-13

B3KT4J4 588.00 263.59 68.000 235.76 27.83 18.17 281.76 43.61

Total corporate bonds 42,421.68 19,236.44 23,185.24 18.31 42,439.99 40,246.63

Funds - corporate bond

LEGAL & GENERAL EB - INVT GRADE CP BND ALL

52463H962 357,410,327.81 485,341,780.55 1.358 467,540,201.17 17,801,579.38 0.00 485,341,780.55 0.00

Total funds - corporate bond 485,341,780.55 467,540,201.17 17,801,579.38 0.00 485,341,780.55 0.00

Corporate convertible bonds

RADICLE PROJECTS 8% CNV NTS 31/12/2040 GBP

B3MQFJ0 800,000.00 480,000.00 60.000 800,000.00 -320,000.00 16,177.78 496,177.78 64,000.00

Total corporate convertible bonds 480,000.00 800,000.00 -320,000.00 16,177.78 496,177.78 64,000.00

Unit trust bonds

SCHRODER INV MGMT SPEC SITS STG LQDTY PLUS I

B1FSM65 5,283.94 597,085.22 113.000 573,453.37 23,631.85 0.00 597,085.22 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Fixed Income

Unit trust bonds

ABS RET STRAT II CLASS GBP INST SER 1

4A1VJQW 376,166.11 460,938,904.55 1,225.360 448,285,974.83 12,652,929.72 0.00 460,938,904.55 0.00

LEGAL & GENERAL ALL STOCKS GILT INDEX

1547480 18,462,123.12 68,985,938.49 3.737 68,490,822.21 495,116.28 0.00 68,985,938.49 0.00

LEGAL & GENERAL AP OVER 5YR I-L GILT IDX

001392W 35,986,684.74 137,659,505.27 3.825 134,400,291.24 3,259,214.03 0.00 137,659,505.27 0.00

STRATHCLYDE ABSOLUTE RETURN BOND FUND

B402V99 222,500,000.00 223,234,250.00 1.003 222,856,890.00 377,360.00 0.00 223,234,250.00 0.00

Total unit trust bonds 891,415,683.53 874,607,431.65 16,808,251.88 0.00 891,415,683.53 0.00

Total fixed income 1,377,279,885.76 1,342,966,869.26 34,313,016.50 16,196.09 1,377,296,081.85 104,246.63

Real Estate

Funds - real estate

ROCKSPRING HANNOVER PROPERTY UNIT TRUST

B1FHV65 30.00 356,190.00 11,873.000 306,525.23 49,664.77 0.00 356,190.00 0.00

SCHRODER PROP MGRS INDIRECT REAL ESTATE SIRE A

3374713 74,628.64 7,600,926.98 101.850 7,659,037.65 -58,110.67 0.00 7,600,926.98 0.00

SCHRODER PROP U/TS EXEMPT PROPERTY

0786612 211,213.00 6,399,753.90 30.300 6,688,357.40 -288,603.50 0.00 6,399,753.90 343,432.34

Total funds - real estate 14,356,870.88 14,653,920.28 -297,049.40 0.00 14,356,870.88 343,432.34

Total real estate 14,356,870.88 14,653,920.28 -297,049.40 0.00 14,356,870.88 343,432.34

Venture Capital and Partnerships

Partnerships

PANTHEON EUR FUND2 SERIES I UNITS

512678W 1.00 22,136,312.61 24,816,035.000 0.84 22,136,311.77 0.00 22,136,312.61 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income



Partnerships

PG GLOBAL VALUE 2006

672418W 16,984,752.39 15,150,679.33 1.000 12,584,181.18 2,566,498.15 0.00 15,150,679.33 0.00

PG GLOBAL VALUE 2008

6A14PYW 11,485,723.69 10,245,455.01 1.000 9,481,375.22 764,079.79 0.00 10,245,455.01 0.00

PANTHEON EURO FUND VENTURE FUND - UNITS

500666S 200,000.00 2,748,049.17 15.404 167,480.66 2,580,568.51 0.00 2,748,049.17 0.00

PG GLOBAL MEZANNINE 2007

735954W 15,878,670.69 14,164,036.21 1.000 12,145,833.61 2,018,202.60 0.00 14,164,036.21 0.00

PANTHEON EUROPE FUND V-A

033383W 61,110,000.00 44,489,398.95 0.816 47,415,854.12 -2,926,455.17 0.00 44,489,398.95 0.00

PANTHEON EUROPE FUND VI

5A18CMW 23,100,000.00 18,275,565.85 0.887 19,291,321.93 -1,015,756.08 0.00 18,275,565.85 0.00

PARTNERS GROUP SECONDARY 2006

027731W 16,763,553.72 14,953,366.47 1.000 12,037,141.30 2,916,225.17 0.00 14,953,366.47 0.00

PARTNERS GROUP SECONDARY 2008

8A16K5W 9,128,361.60 8,142,649.14 1.000 7,962,104.48 180,544.66 0.00 8,142,649.14 0.00

PG BUYOUT 2008 (A)

041615W 13,533,290.59 12,071,918.46 1.000 11,207,892.82 864,025.64 0.00 12,071,918.46 0.00

PG DIRECT INVESTMENTS 2006

032889W 25,793,955.67 23,008,633.98 1.000 18,526,343.92 4,482,290.06 0.00 23,008,633.98 0.00

PG DIRECT INVESTMENTS 2009

8A14N9W 12,441,668.73 11,098,173.76 1.000 10,044,377.90 1,053,795.86 0.00 11,098,173.76 0.00

PG EUROPEAN BUYOUT 2005 (A)

027732W 42,467,750.82 37,881,934.32 1.000 31,637,702.85 6,244,231.47 0.00 37,881,934.32 0.00

PG EUROPEAN GROWTH 2008

041671W 3,838,576.25 3,424,073.34 1.000 3,074,448.01 349,625.33 0.00 3,424,073.34 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income



Partnerships

PG MEZZANINE 2008 LP

8A1AUWW 7,574,217.21 6,756,326.70 1.000 6,470,740.72 285,585.98 0.00 6,756,326.70 0.00

PANTHEON ASIA FUND IV LIMITED

024119W 41,310,113.82 31,996,880.13 1.175 22,646,709.54 9,350,170.59 0.00 31,996,880.13 0.00

PANTHEON ASIA FUND V

6A13HNW 11,880,000.00 8,126,213.94 1.038 6,947,474.49 1,178,739.45 0.00 8,126,213.94 0.00

PANTHEON GLOBAL SECONDARY FUND II

010469W 28,985,000.00 25,719,967.70 1.346 20,742,215.83 4,977,751.87 0.00 25,719,967.70 0.00

PANTHEON GLOBAL SECONDARY FUND III "A"

028059W 80,952,696.00 47,875,220.60 0.897 42,746,652.99 5,128,567.61 0.00 47,875,220.60 0.00

PANTHEON GLOBAL SECONDARY FUND

228380W 1.00 10,477,667.10 15,893,574.270 0.61 10,477,666.49 0.00 10,477,667.10 0.00

PANTHEON USA FUND VII

033576W 56,440,743.21 32,310,275.06 0.868 30,625,088.97 1,685,186.09 0.00 32,310,275.06 0.00

PARTNERS GROUP DISTRESSED 2009

6A1KJKW 8,308,338.28 5,477,182.24 1.000 5,168,191.30 308,990.94 0.00 5,477,182.24 0.00

PARTNERS GROUP US USD

032592W 38,650,162.82 25,479,702.20 1.000 20,823,509.59 4,656,192.61 0.00 25,479,702.20 0.00

PG DISTRESSED 2008

1A19VQW 240,000.00 158,217.41 1.000 151,677.94 6,539.47 0.00 158,217.41 0.00

PG US VENTURE 2006

035398W 14,256,160.50 9,398,219.76 1.000 7,762,155.04 1,636,064.72 0.00 9,398,219.76 0.00

PANTHEON EUROPE FUND III

006957W 4,809,795.36 16,576,453.52 3.864 4,286,446.66 12,290,006.86 0.00 16,576,453.52 0.00

PANTHEON EUROPE FUND IV LTD

366860W 88,191,283.06 72,067,866.85 0.916 71,348,323.53 719,543.32 0.00 72,067,866.85 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income



Partnerships

ABRY BROADCAST PARTNERS VENTURE FUNDS III

3855431 127,513.94 356,559.40 4.242 84,322.47 272,236.93 0.00 356,559.40 0.00

DLJ OFFSHORE PARTNERS II VENTURE FUND

3855436 3,306,218.39 21,825.97 0.010 1,696,618.49 -1,674,792.52 0.00 21,825.97 0.00

ENTERPRISE IV VENTURE FUND

3855437 2,464,626.73 230,426.42 0.142 1,506,848.69 -1,276,422.27 0.00 230,426.42 0.00

MCCOWN DE LEEUW & CO IV

3233658 1,515,148.65 220,311.83 0.221 922,296.42 -701,984.59 0.00 220,311.83 0.00

PANTHEON ASIA FUND II LIMITED

3855131 1,280,000.00 3,884,981.84 4.604 867,737.73 3,017,244.11 0.00 3,884,981.84 0.00

PANTHEON ASIA FUND III LIMITED

247293W 7,244,114.27 5,730,109.29 1.200 3,772,279.43 1,957,829.86 0.00 5,730,109.29 0.00

PANTHEON USA FUND III VENTURE FUND

3999584 6,408,000.00 4,469,487.83 1.058 4,477,518.08 -8,030.25 0.00 4,469,487.83 0.00

PANTHEON USA FUND VENTURE FUND

3855433 1.00 0.66 1.000 0.61 0.05 0.00 0.66 0.00

PANTHEON USA FUND VI LTD

366859W 120,495,402.50 75,220,797.05 0.947 63,417,827.35 11,802,969.70 0.00 75,220,797.05 0.00

PANTHEON USA FUND VIII, LP

245999FD4 25,821,077.00 14,784,549.56 0.869 14,434,830.02 349,719.54 0.00 14,784,549.56 0.00

PANTHEON USA VENTURE FD IV VENTURE FD UNITS

212836W 22,240,428.42 26,742,299.02 1.824 11,218,941.45 15,523,357.57 0.00 26,742,299.02 0.00

PARTNERS GROUP ASIA-PACIFIC 2007 LP

711622W 24,294,299.36 16,015,754.34 1.000 13,446,062.65 2,569,691.69 0.00 16,015,754.34 0.00

SALIX VENTURES

3693697 1,078,028.32 140,042.12 0.197 546,404.25 -406,362.13 0.00 140,042.12 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income



Partnerships

SUMMIT SUBORDINATED DEBT FD

3855135 1.00 260,645.89 395,373.780 0.61 260,645.28 0.00 260,645.89 0.00

THREE ARCH PARTNERSHIP II VENTURE FUND

3855136 2,918,495.40 1,594,634.88 0.829 1,493,841.94 100,792.94 0.00 1,594,634.88 0.00

TPG PARALLEL II VENTURE FUND

3855137 1.00 38,095.46 57,787.000 0.61 38,094.85 0.00 38,095.46 0.00

WORLDVIEW TECHNOLOGY VENTURE FUND

3855138 1.00 409,177.90 620,682.000 0.61 409,177.29 0.00 409,177.90 0.00

Total partnerships 680,330,139.27 553,180,777.46 127,149,361.81 0.00 680,330,139.27 0.00

Funds - venture capital

MTI VENTURE LIMITED PNSHP GBP10K/PARTIC

1709630 2,000,000.00 84,960.00 0.042 0.00 84,960.00 0.00 84,960.00 0.00

PERMIRA U.K. VENTURE III

1071765 5.00 45,000.00 9,000.000 0.00 45,000.00 0.00 45,000.00 0.00

PERMIRA U.K. VENTURE IV

1855431 30.00 116,073.00 3,869.100 0.00 116,073.00 0.00 116,073.00 0.00

ASIA DIRECT LIMITED VENTURE FUND-UNITS

044999993 80.00 1,020.81 19.356 20,928.23 -19,907.42 0.00 1,020.81 0.00

Total funds - venture capital 247,053.81 20,928.23 226,125.58 0.00 247,053.81 0.00

Total venture capital and partnerships 680,577,193.08 553,201,705.69 127,375,487.39 0.00 680,577,193.08 0.00

Commodities

Funds - commodity etf

MFC SPDR GOLD TR GOLD SHS

B046RT1 77,300.00 5,552,003.72 108.950 2,631,856.23 2,920,147.49 0.00 5,552,003.72 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Commodities

Total funds - commodity etf 5,552,003.72 2,631,856.23 2,920,147.49 0.00 5,552,003.72 0.00

Total commodities 5,552,003.72 2,631,856.23 2,920,147.49 0.00 5,552,003.72 0.00

Other Assets

Settlement receivables

RECEIVABLE FROM LEHMAN LBI

000629790 161,031.25 0.00 0.000 100,819.46 -100,819.46 0.00 0.00 0.00

Total settlement receivables 0.00 100,819.46 -100,819.46 0.00 0.00 0.00

Total other assets 0.00 100,819.46 -100,819.46 0.00 0.00 0.00

All Other

Recoverable taxes

Swiss franc

0.00 0.00 0.00 0.00 3,915,684.06 3,915,684.06 0.00

Czech koruna

0.00 0.00 0.00 0.00 22,563.70 22,563.70 0.00

Danish krone

0.00 0.00 0.00 0.00 58,171.34 58,171.34 0.00

Euro

0.00 0.00 0.00 0.00 122,044.40 122,044.40 0.00

British pound sterling

0.00 0.00 0.00 0.00 42,193.63 42,193.63 0.00

Swedish krona

0.00 0.00 0.00 0.00 18,391.79 18,391.79 0.00

United States dollar

0.00 0.00 0.00 0.00 79,485.15 79,485.15 0.00

Total recoverable taxes 0.00 0.00 0.00 4,258,534.07 4,258,534.07 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Total all other 0.00 0.00 0.00 4,258,534.07 4,258,534.07 0.00

Cash and Cash Equivalents

Funds - short term investment

PANTHEON ASIA FUND UNITS

3177161 5,000.00 129,841.23 39.391 0.00 129,841.23 0.00 129,841.23 0.00

Total funds - short term investment 129,841.23 0.00 129,841.23 0.00 129,841.23 0.00

Cash

Australian dollar

0.00 407,488.24 407,488.24 0.00 1,652.52 409,140.76 0.00

Canadian dollar

0.00 134,926.19 134,926.19 0.00 0.00 134,926.19 0.00

Swiss franc

0.00 172,561.15 172,561.15 0.00 0.00 172,561.15 0.00

Danish krone

0.00 162,221.68 162,221.68 0.00 0.00 162,221.68 0.00

Euro

0.00 2,781.00 2,781.00 0.00 -0.08 2,780.92 0.00


0.00 -3,619.03 -3,619.03 0.00 -51.39 -3,670.42 0.00

Hong Kong dollar

0.00 24,905.78 24,905.78 0.00 0.00 24,905.78 0.00

Hungarian forint

0.00 0.01 0.01 0.00 0.00 0.01 0.00

New Israeli shekel

0.00 0.02 0.02 0.00 0.00 0.02 0.00

Japanese yen

0.00 1,233,136.13 1,233,136.13 0.00 0.00 1,233,136.13 0.00



Asset Detailu


of 112

Description

Asset ID Shares/PAR value Market value Cost

Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income



Cash

South Korean won

0.00 26,852.84 26,852.84 0.00 0.00 26,852.84 0.00

Norwegian krone

0.00 420,390.08 420,390.08 0.00 0.00 420,390.08 0.00

New Zealand dollar

0.00 0.31 0.31 0.00 0.00 0.31 0.00

Swedish krona

0.00 251,475.35 251,475.35 0.00 0.00 251,475.35 0.00

Singapore dollar

0.00 0.00 0.00 0.00 0.00 0.00 0.00

New Taiwan dollar

0.00 498,582.02 498,582.02 0.00 0.00 498,582.02 0.00

South African rand

0.00 0.00 0.00 0.00 94.34 94.34 0.00

Total cash 3,331,701.77 3,331,701.77 0.00 1,695.39 3,333,397.16 0.00

Invested cash


0.00 82,416.29 82,416.29 0.00 -1.52 82,414.77 0.00

Total invested cash 82,416.29 82,416.29 0.00 -1.52 82,414.77 0.00

Global cash

Euro

0.00 11,204,619.23 11,204,619.23 0.00 1,871.55 11,206,490.78 0.00


0.00 282,935,000.00 282,935,000.00 0.00 90,046.76 283,025,046.76 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income



Global cash


0.00 9,402,069.39 9,402,069.39 0.00 1,030.16 9,403,099.55 0.00

Total global cash 303,541,688.62 303,541,688.62 0.00 92,948.47 303,634,637.09 0.00

Variation margin

Swiss franc

0.00 10,362.71 10,362.71 0.00 0.00 10,362.71 0.00

Euro

0.00 1,508.43 1,508.43 0.00 0.00 1,508.43 0.00


0.00 6,184,846.79 6,184,846.79 0.00 0.00 6,184,846.79 0.00


0.00 170,473.69 170,473.69 0.00 0.00 170,473.69 0.00

Total variation margin 6,367,191.62 6,367,191.62 0.00 0.00 6,367,191.62 0.00

Total cash and cash equivalents 313,452,839.53 313,322,998.30 129,841.23 94,642.34 313,547,481.87 0.00

Adjustments To Cash

Pending foreign exchange purchases

Australian dollar

0.00 36,321,897.91 34,493,626.00 1,828,271.91 0.00 36,321,897.91 0.00

Canadian dollar

0.00 6,881,339.36 6,825,646.59 55,692.77 0.00 6,881,339.36 0.00

Swiss franc

0.00 165,142,651.10 159,671,425.69 5,471,225.41 0.00 165,142,651.10 0.00

Euro

0.00 123,046,408.26 124,471,091.48 -1,424,683.22 0.00 123,046,408.26 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Adjustments To Cash

Pending foreign exchange purchases


0.00 488,041,515.26 488,041,515.26 0.00 0.00 488,041,515.26 0.00

Hong Kong dollar

0.00 1,364,663.58 1,369,296.37 -4,632.79 0.00 1,364,663.58 0.00

Japanese yen

0.00 91,611,524.46 89,987,401.26 1,624,123.20 0.00 91,611,524.46 0.00

South Korean won

0.00 508,300.60 511,968.66 -3,668.06 0.00 508,300.60 0.00

Norwegian krone

0.00 50,039,469.09 48,778,583.62 1,260,885.47 0.00 50,039,469.09 0.00

New Zealand dollar

0.00 42,347,843.27 40,793,786.37 1,554,056.90 0.00 42,347,843.27 0.00

Swedish krona

0.00 4,901,475.91 4,800,701.73 100,774.18 0.00 4,901,475.91 0.00

Singapore dollar

0.00 7,517,208.04 7,263,487.78 253,720.26 0.00 7,517,208.04 0.00


0.00 131,777,960.49 129,028,365.91 2,749,594.58 0.00 131,777,960.49 0.00

Total pending foreign exchange purchases 1,149,502,257.33 1,136,036,896.72 13,465,360.61 0.00 1,149,502,257.33 0.00

Pending foreign exchange sales

Australian dollar

0.00 -39,033,087.96 -37,692,968.20 -1,340,119.76 0.00 -39,033,087.96 0.00

Canadian dollar

0.00 -36,699,308.37 -36,634,793.54 -64,514.83 0.00 -36,699,308.37 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Adjustments To Cash

Pending foreign exchange sales

Swiss franc

0.00 -191,903,476.76 -184,019,622.46 -7,883,854.30 0.00 -191,903,476.76 0.00

Danish krone

0.00 -7,428,597.64 -7,554,853.98 126,256.34 0.00 -7,428,597.64 0.00

Euro

0.00 -210,132,823.27 -210,648,852.53 516,029.26 0.00 -210,132,823.27 0.00


0.00 -196,669,581.75 -196,669,581.75 0.00 0.00 -196,669,581.75 0.00

Hong Kong dollar

0.00 -2,844,737.91 -2,832,095.54 -12,642.37 0.00 -2,844,737.91 0.00

Japanese yen

0.00 -165,071,016.79 -165,803,489.57 732,472.78 0.00 -165,071,016.79 0.00

South Korean won

0.00 -60,213.57 -60,648.09 434.52 0.00 -60,213.57 0.00

Norwegian krone

0.00 -41,821,102.45 -40,752,151.69 -1,068,950.76 0.00 -41,821,102.45 0.00

New Zealand dollar

0.00 -33,423,767.80 -31,461,163.14 -1,962,604.66 0.00 -33,423,767.80 0.00

Swedish krona

0.00 -14,441,429.86 -14,483,353.25 41,923.39 0.00 -14,441,429.86 0.00

Singapore dollar

0.00 -6,964,760.10 -6,663,748.64 -301,011.46 0.00 -6,964,760.10 0.00


0.00 -203,349,603.72 -200,624,889.45 -2,724,714.27 0.00 -203,349,603.72 0.00

South African rand

0.00 -134,115.65 -134,684.89 569.24 0.00 -134,115.65 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Adjustments To Cash

Total pending foreign exchange sales -1,149,977,623.60 -1,136,036,896.72 -13,940,726.88 0.00 -1,149,977,623.60 0.00

Pending trade purchases

Australian dollar

0.00 -1,618,575.82 -1,625,360.50 6,784.68 0.00 -1,618,575.82 0.00

Swiss franc

0.00 -229,972.79 -231,046.68 1,073.89 0.00 -229,972.79 0.00

Euro

0.00 -679,176.08 -683,624.72 4,448.64 0.00 -679,176.08 0.00


0.00 -585,709.56 -585,709.56 0.00 0.00 -585,709.56 0.00

Hong Kong dollar

0.00 -1,385,090.54 -1,397,559.91 12,469.37 0.00 -1,385,090.54 0.00

Indonesian rupiah

0.00 -174,991.74 -175,996.19 1,004.45 0.00 -174,991.74 0.00

Japanese yen

0.00 -8,946,874.35 -9,288,514.57 341,640.22 0.00 -8,946,874.35 0.00

South Korean won

0.00 -560,163.33 -565,014.41 4,851.08 0.00 -560,163.33 0.00

Norwegian krone

0.00 -218,268.08 -219,279.11 1,011.03 0.00 -218,268.08 0.00

Singapore dollar

0.00 -52,388.26 -53,103.35 715.09 0.00 -52,388.26 0.00

New Taiwan dollar

0.00 -52,191.47 -52,788.06 596.59 0.00 -52,191.47 0.00


0.00 -1,743,819.71 -1,768,582.48 24,762.77 0.00 -1,743,819.71 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Adjustments To Cash

Total pending trade purchases -16,247,221.73 -16,646,579.54 399,357.81 0.00 -16,247,221.73 0.00

Pending trade sales

Australian dollar

0.00 327,647.79 328,758.01 -1,110.22 0.00 327,647.79 0.00

Euro

0.00 2,425,069.29 2,442,323.23 -17,253.94 0.00 2,425,069.29 0.00


0.00 1,709,035.79 1,709,035.79 0.00 0.00 1,709,035.79 0.00

Hong Kong dollar

0.00 75,422.27 75,736.76 -314.49 0.00 75,422.27 0.00

Japanese yen

0.00 1,395,890.21 1,425,230.38 -29,340.17 0.00 1,395,890.21 0.00

South Korean won

0.00 60,213.57 60,755.72 -542.15 0.00 60,213.57 0.00

Swedish krona

0.00 653,870.63 656,257.83 -2,387.20 0.00 653,870.63 0.00

Singapore dollar

0.00 51,830.92 52,538.41 -707.49 0.00 51,830.92 0.00

New Taiwan dollar

0.00 84,617.27 85,584.51 -967.24 0.00 84,617.27 0.00


0.00 5,018,107.82 5,084,306.08 -66,198.26 0.00 5,018,107.82 0.00

South African rand

0.00 134,198.13 135,009.42 -811.29 0.00 134,198.13 0.00

Total pending trade sales 11,935,903.69 12,055,536.14 -119,632.45 0.00 11,935,903.69 0.00

Total adjustments to cash -4,786,684.31 -4,591,043.40 -195,640.91 0.00 -4,786,684.31 0.00



Asset Detailu


of 112

Description


Unrealized

gain/loss

Accrued

income/expense

Market value

including accruals

Estimated

annual income


Total 10,346,738,118.07 9,079,227,535.20 1,267,510,582.87 13,147,705.87 10,359,885,823.94 90,019,719.53

Although this report has been prepared using information believed to be reliable, it may contain information provided by third parties or derived from third party information, and/or information that may have been obtained from,

categorized or otherwise reported based upon client direction. The Northern Trust Company does not guarantee the accuracy, timeliness or completeness of any such information. The information included in this report is intended

to assist clients with their financial reporting needs, but you must consult with your accountants, auditors and/or legal counsel to ensure your accounting and financial reporting complies with applicable laws, regulations and

accounting guidance. The Northern Trust Company and its affiliates shall have no responsibility for the consequences of investment decisions made in reliance on information contained in this report.

IRS CIRCULAR 230 NOTICE: To the extent that this message or any attachment concerns tax matters, it is not intended to be used and cannot be used by a taxpayer for the purpose of avoiding penalties that may be imposed by

law. For more information about this notice, see http://www.northerntrust.com/circular230.


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