Endowment Stock Listings Fiscal Year 2008*
| Stock Name | Shares | Market Value |
| A C MOORE ARTS & CRAFTS INC | 48,300 | 340,515 |
| A P MOLLER - MAERSK A/S | 50 | 612,661 |
| ABBOTT LABS COM | 42,500 | 2,251,225 |
| ABITIBIBOWATER INC | 53,887 | 504,679 |
| ABS-CBN HLDGS CORP PDR EACH | 2,287,800 | 968,219 |
| ACCIONA SA EUR1.00 | 6,668 | 1,584,795 |
| ACCORD BIOMATERIALS | 50,000 | 50,000 |
| ACE AVIATION HLDG CL A VARIBLE | 55,400 | 876,418 |
| ACERINOX SA EUR0.25 | 52,679 | 1,214,267 |
| ADECCO SA CHF1 (REGD) | 16,216 | 807,138 |
| ADIDAS AG NPV | 50,000 | 3,159,766 |
| ADVANCED INFO SVCS PLC LTD | 594,300 | 1,590,843 |
| ADVANTEST NPV | 97,300 | 2,051,464 |
| AEON CO LTD NPV | 116,900 | 1,445,742 |
| AETNA INC COM NEW | 150 | 6,080 |
| AFFILIATED COMPUTER SVCS INC | 9,100 | 486,759 |
| AFFIRMATIVE INS HLDGS INC | 38,800 | 263,840 |
| AFLAC INC COM | 23,100 | 1,450,680 |
| AGNICO EAGLE MINES LTD COM | 120,000 | 8,924,400 |
| AGREE REALTY CORP | 30,200 | 665,910 |
| AJINOMOTO CO INC | 28,000 | 265,195 |
| AK STL HLDG CORP COM | 120,000 | 8,280,000 |
| AKZO NOBEL NV EUR2 | 3,544 | 243,786 |
| ALCATEL LUCENT SPONSORED ADR | 116,270 | 702,271 |
| ALFRESA HLDGS NPV | 4,500 | 321,777 |
| ALLEGHENY TECHNOLOGIES INC COM | 10,100 | 598,728 |
| ALLERGAN INC COM | 7,200 | 374,760 |
| ALLIANZ AG NPV REG VINKULIERT | 9,100 | 1,604,367 |
| ALLIED HEALTHCARE INTL INC | 150,100 | 298,699 |
| ALSTRIA OFFICE REIT-AG NPV | 26,745 | 442,450 |
| ALTERA CORP COM | 40,600 | 840,420 |
| ALUMINA LTD NPV | 47,211 | 214,751 |
| AMAZON.COM INC COM | 29,500 | 2,163,235 |
| AMCOR LIMITED NPV | 180,714 | 875,782 |
| AMEC ORD 50P | 20,640 | 365,583 |
| AMERICA MOVIL S A DE C V SPONS | 31,100 | 1,640,525 |
| AMERICAN CAP STRATEGIES LTD | 13,300 | 316,141 |
| AMERICAN DENTAL PARTNERS INC | 33,700 | 400,019 |
| AMERICAN EQUITY INVT LIFE | 92,050 | 750,208 |
| AMERICAN EXPRESS CO COM | 24,131 | 909,015 |
| AMERICAN FINL GROUP INC OHIO | 262 | 7,009 |
| AMERICAN GREETINGS CORP CL A | 102,600 | 1,266,084 |
| AMERICAN INTL GROUP INC COM | 44,900 | 1,188,054 |
| AMERICAN PHYSCIANS SVC GROUP | 16,450 | 361,900 |
| AMERICAN SAFETY INS HLDGS LTD | 43,700 | 628,406 |
| AMERICAN SOFTWARE INC | 73,750 | 415,950 |
| AMERICAN TOWER CORP | 13,400 | 566,150 |
| AMERICANWEST BANCORPORATION | 37,200 | 84,444 |
| AMERIPRISE FINL INC | 2,100 | 85,407 |
| AMERISAFE INC JONES DAY COM | 70,900 | 1,130,146 |
| AMG ADVANCED METALLURGICAL GRP | 9,148 | 781,912 |
| AMMB HOLDINGS BHD MYR1 | 866,600 | 843,393 |
| AMR CORP DEL COM | 111,400 | 570,368 |
| ANADARKO PETE CORP COM | 103,000 | 7,708,520 |
| ANGLO AMERICAN PLATINUM CORP | 4,818 | 804,421 |
| ANGLO AMERICAN USD0.54 (POST | 27,111 | 1,897,872 |
| ANGLO AMERN PLC ADR NEW | 15,518 | 550,113 |
| ANGLO IRISH BANK EUR0.16 | 13,678 | 128,225 |
| ANGLOGOLD ASHANTI LIMITED | 3,624 | 124,463 |
| ANGLOGOLD ASHANTI LTD | 893 | 7,620 |
| ANTHRACITE CAP INC COM | 121,400 | 854,656 |
| ANWORTH MTG ASSET CORP COM | 174,700 | 1,137,297 |
| APAC TELESERVICES INC COM | 349,450 | 559,120 |
| APACHE CORP COM | 57,000 | 7,923,000 |
| APLUS CO JPY50 | 377,500 | 327,626 |
| APPLE INC | 3,000 | 502,320 |
| APPLIED MATLS INC COM | 160,200 | 3,058,218 |
| ARBOR PHOTONICS INC | 85,000 | 85,000 |
| ARCELOR NPV | 28,863 | 2,855,836 |
| ARCTIC CAT INC | 22,800 | 178,980 |
| ARIAKE JAPAN CO (OTC) | Y50 132,464 | 2,035,601 |
| ARK THERAPEUTICS ORD GBP0.01 | 373,737 | 407,227 |
| ARM HOLDINGS ORD GBP0.0005 | 169,000 | 286,726 |
| ARRIVA ORD GBP0.05 | 82,713 | 1,127,587 |
| ARROW ELECTRS INC COM | 230 | 7,066 |
| ARROW ENERGY NPV | 111,153 | 392,538 |
| ASIA SATELLITE TELECOMMUNICATN | 35,000 | 53,864 |
| ASML HLDG NV EUR0.09 | 17,866 | 440,528 |
| ASSA ABLOY SEK1 SER B | 46,010 | 667,355 |
| ASTELLAS PHARMA INC Y50 | 102,800 | 4,363,945 |
| ASTRAZENECA ORD USD0.25 | 18,000 | 768,612 |
| AT & T INC COM | 88,500 | 2,981,565 |
| ATC TECHNOLOGY CORP COM | 33,700 | 784,536 |
| ATKINSON GUY F CO CALIF | 8,500 | 9 |
| ATOS ORIGIN EUR1 | 5,529 | 306,373 |
| ATRIUM CO LTD NPV | 62,900 | 631,344 |
| AUSTRALIA & NEW ZEALAND BANK | 35,406 | 636,056 |
| AUTOLIV INC COM | 150 | 6,993 |
| AVADO BRANDS INC COM | 1 | 0 |
| AVIVA PLC GBP0.25 | 16,295 | 162,472 |
| AXA EUR2.29 | 42,334 | 1,257,949 |
| AYALA CORP PHP50 | 505,746 | 2,900,759 |
| BAE SYSTEMS ORD GBP0.025 | 363,628 | 3,202,259 |
| BAKER HUGHES INC COM | 8,700 | 759,858 |
| BANCO POPOLARE SOC COOPERATIVA | 22,882 | 406,664 |
| BANCO SANTANDER CENTRAL | 85,268 | 1,567,794 |
| BANG & OLUFSEN A/S | 2,400 | 97,096 |
| BANK OF AMERICA CORP | 15,200 | 362,824 |
| BANK OF EAST ASIA HK$2.50 | 106,600 | 578,973 |
| BANK OF THE OZARKS INC COM | 6,900 | 102,534 |
| BANK OF YOKOHAMA Y50 | 119,000 | 823,980 |
| BANK PAN INDONESIA WTS | 3,359,616 | 154,863 |
| BANNER CORP COM | 8,700 | 77,082 |
| BARCLAYS NEW ORD GBP0.25 | 26,903 | 5,086 |
| BARCLAYS ORD GBP0.25 | 125,551 | 728,357 |
| BARRETT BUS SVCS INC | 19,000 | 224,770 |
| BARRICK GOLD CORP | 241,900 | 11,006,450 |
| BASF SE NPV | 24,050 | 1,660,426 |
| BAXTER INTL INC COM | 50,000 | 3,197,000 |
| BAYER AG ORD NPV | 10,993 | 925,928 |
| BAYERISCHE MOTOREN WERKE (BMW) | 11,141 | 536,250 |
| BBVA EUR0.49 | 51,400 | 985,566 |
| BCE INC | 34,253 | 1,200,231 |
| BCO DE ORO UNIV BK PHP10 | 244,100 | 233,797 |
| BCO POPULAR ESP EUR0.10 (POST | 60,003 | 830,987 |
| BEHOLZTECH INC | 37,000 | 37,000 |
| BELL ALIANT REGL COMM INC FD | 3,110 | 89,142 |
| BELL MICROPRODUCTS INC COM | 168,100 | 395,035 |
| BENESSE CORP JPY50 | 14,600 | 592,236 |
| BENPRESS HLDGS CORP PHP1 | 3,899,000 | 90,321 |
| BERKELEY GP HLDGS PLC UNITS | 9,824 | 133,339 |
| BERKSHIRE HATHAWAY INC DEL B | 1,261 | 5,059,132 |
| BERKSHIRE HATHAWAY INC DEL CLA | 11 | 1,328,250 |
| BEST BUY INC COM | 39,100 | 1,548,360 |
| BG GROUP PLC ORD GBP0.10 | 135,000 | 3,511,520 |
| BHP BILLITON PLC USD0.50 | 66,182 | 2,528,872 |
| BIC EUR3.82 | 3,298 | 172,513 |
| BIL INTERNATIONAL LTD USD0.20 | 963,000 | 520,523 |
| BILLABONG INTERNATIONAL NPV | 63,600 | 659,164 |
| BILLERUD NPV | 60,310 | 461,197 |
| BIOSCRIP INC | 131,684 | 341,062 |
| BK OF IRELAND ORD STK EUR0.64 | 28,016 | 243,789 |
| BK PAN INDONESIA IDR100 | 16,102,023 | 1,466,997 |
| BLOCKBUSTER INC CL B | 117,200 | 236,744 |
| BLOUNT INTL INC NEW COM | 36,800 | 427,248 |
| BLUE NILE INC | 39,600 | 1,683,792 |
| BNP PARIBAS EUR2 | 42,873 | 3,886,744 |
| BOEING CO COM | 18,200 | 1,196,104 |
| BOMBARDIER INC | 1,032,500 | 7,541,102 |
| BORLAND SOFTWARE CORP COM | 209,200 | 284,512 |
| BOSKALIS WESTMINSTER GROEP NV | 23,532 | 1,262,432 |
| BOUYGUES EUR1 | 36,368 | 2,415,751 |
| BP PLC ORD USD.25 | 233,720 | 2,712,917 |
| BRADFORD & BINGLEY ORD GBP0.25 | 121,762 | 156,299 |
| BRASIL TELECOM SA SPONSORED | 200 | 6,390 |
| BRIDGESTONE CO Y50 | 22,700 | 347,551 |
| BRIGHAM EXPL CO COM | 41,200 | 652,196 |
| BRISTOL MYERS SQUIBB CO COM | 12,500 | 256,625 |
| BRITVIC ORD GBP0.2(WI) | 304,873 | 1,756,521 |
| BROCADE COMMUNICATIONS SYS INC | 192,000 | 1,582,080 |
| BT GROUP ORD GBP0.05 | 63,470 | 252,503 |
| BUCHER INDUSTRIES CHF0.20 | 2,674 | 708,796 |
| BUCYRUS INTERNATIONAL INC | 156,000 | 11,391,120 |
| BULL SA NEW ORD EUR10 | 153,313 | 555,570 |
| BUMIPUTRA COMMERCE HLDGS | 734,013 | 1,797,124 |
| BUNZL ORD GBP0.3214857 | 27,733 | 361,237 |
| BURLINGTON NORTH SANTA FE CORP | 74,000 | 7,391,860 |
| BWIN INTERACTIVE ENTERTAINMENT | 1,989 | 55,468 |
| CABLE & WIRELESS ORD 25P | 390,878 | 1,173,082 |
| CABLEVISION NY GRP CL A COM | 353,600 | 7,991,360 |
| CADENT | 7,473,407 | 7,473,407 |
| CAI INTL INC COM | 58,400 | 1,016,160 |
| CALTEX AUSTRALIA ORD$1 | 16,900 | 211,808 |
| CAMECO CORP | 15,900 | 686,432 |
| CAMPARI EUR0.10 | 220,090 | 1,841,310 |
| CAMPBELL SOUP CO COM | 15,500 | 518,630 |
| CANADIAN NATURAL RESOURCES LTD | 65,000 | 6,460,598 |
| CANON INC ADR REPSTG 5 SHS | 75 | 3,841 |
| CANON INC NPV | 112,800 | 5,809,990 |
| CANTELL MEDICAL CORP | 52,000 | 526,240 |
| CAPITA GROUP ORD GBP0.02066666 | 103,995 | 1,422,889 |
| CAPITAL ONE FINL CORP | 6,700 | 254,667 |
| CARDIAC SCIENCE CORP NEW | 84,534 | 693,179 |
| CARE INVT TR INC COM | 47,700 | 449,811 |
| CARLSBERG BREWERY MALAYSIA | 144,600 | 171,706 |
| CARNIVAL PLC ORD USD1.66 | 21,394 | 683,365 |
| CARPHONE WAREHOUSE ORD GBP0.10 | 33,644 | 132,507 |
| CARREFOUR EUR2.5 | 16,400 | 929,171 |
| CASTLEPOINT HOLDINGS LTD COM | 26,100 | 237,249 |
| CATALYST PAPER CORP | 287,717 | 314,786 |
| CATO CORP CL A | 47,400 | 674,976 |
| CATTLES NEW ORD GBP0.10 (REGD) | 43,662 | 111,441 |
| CATTLES ORD 10P | 153,206 | 408,570 |
| CAVIUM NETWORKS INC COM | 7,844 | 164,724 |
| CB RICHARD ELLIS GROUP INC | 54,000 | 1,036,800 |
| CBS CORP NEW CL A | 21,950 | 427,586 |
| CBS CORP NEW CL B | 16,300 | 317,687 |
| CEMEX SAB DE CV SPONS ADR NEW | 17,124 | 422,963 |
| CENTRICA ORD GBP0.061728395 | 553,000 | 3,414,466 |
| CENTROMIN INC SERIES B PREF | 87,719 | 0 |
| CERMAQ ASA NOK10 | 54,657 | 651,899 |
| CERNER CORP | 15,000 | 677,700 |
| CGI GROUP INC | 300 | 2,991 |
| CHARLOTTE RUSSE HLDG INC | 45,916 | 815,468 |
| CHARMING SHOPPES INC PA COM | 117,300 | 538,407 |
| CHARTER ORD 2P(REGD) | 48,537 | 839,901 |
| CHESAPEAKE CORP VA COM | 63,300 | 148,755 |
| CHEVRON CORPORATION COM | 100 | 9,913 |
| CHIBA BANK Y50 | 23,000 | 161,426 |
| CHINA MOBILE (HK) HKD0.10 | 165,000 | 2,217,648 |
| CHIYODA CORP Y50 | 58,000 | 631,404 |
| CHORUS DATA SYS INC | 10,204 | 1 |
| CHRISTOPHER & BANKS CORP COM | 21,200 | 144,160 |
| CHUGAI PHARMACEUTL Y50 | 57,000 | 913,570 |
| CIE DE ST-GOBAIN EUR4 | 3,952 | 247,444 |
| CINCINNATI BELL INC | 282,300 | 1,123,554 |
| CIPEF | 6,394,606 | 6,394,606 |
| CIRCUIT CITY STORES INC | 7,600 | 21,964 |
| CISCO SYS INC COM | 87,400 | 2,032,924 |
| CITI TRENDS INC | 20,700 | 469,062 |
| CITIGROUP INC COM | 63,800 | 1,069,288 |
| CITIZEN HOLDINGS CO Y50 | 80,000 | 610,537 |
| CITRA MARGA NUSAPHALA PERSADA | 1,284,000 | 185,219 |
| CITY BK LYNNWOOD WASH | 10,700 | 92,020 |
| CITY LODGE HOTELS ZAR0.10 | 14,427 | 128,989 |
| CLARIANT CHF4.00(REGD) | 9,147 | 93,122 |
| CLEAR CHANNEL COMMUNICATIONS | 131,400 | 4,625,280 |
| CLEVELAND CLIFFS INC COM | 22,400 | 2,669,856 |
| CLP HLDGS HKD5 | 625,000 | 5,354,315 |
| CNOOC LTD HKD0.02 | 2,899,000 | 4,989,398 |
| COACH INC COM | 15,200 | 438,976 |
| COCA COLA CO COM | 13,400 | 696,532 |
| COCA-COLA AMATIL NPV | 117,000 | 787,076 |
| COLDWATER CREEK INC | 97,800 | 516,384 |
| COLE KENNETH PRODTNS INC CL A | 18,900 | 240,030 |
| COLOPLAST SER 'B' DKK5 | 7,790 | 679,688 |
| COLTENE HOLDING AG CHF5(REGD) | 10,340 | 831,382 |
| COLUMBUS MCKINNON CORP N Y COM | 44,600 | 1,073,968 |
| COMCAST CORP NEW CL A | 22,550 | 427,774 |
| COMMONWEALTH BANKSHARES INC | 21,600 | 272,592 |
| COMMUNITY BANCORP NEV | 20,800 | 104,208 |
| COMPASS GROUP ORD GBP0.10 | 118,406 | 894,275 |
| COMSYS IT PARTNERS INC | 21,300 | 194,256 |
| CONOCOPHILLIPS | 14,400 | 1,359,216 |
| CONTINENTAL AG NPV | 1,882 | 192,144 |
| COREL CORP NEW COM | 21,400 | 200,304 |
| CORNING INC COM | 26,900 | 620,045 |
| COSTCO WHSL CORP NEW COM | 140,100 | 9,826,614 |
| COUNTRYWIDE FINANCIAL CORP COM | 33,400 | 141,950 |
| CRAY INC COM NEW | 28,700 | 133,168 |
| CRH ORD EUR0.32 DUBLIN LIST | 63,457 | 1,869,620 |
| CRM HOLDINGS LTD COM | 113,600 | 382,832 |
| CSR ORD NPV | 14,368 | 33,781 |
| CTS CORP | 50,300 | 505,515 |
| CUMMINS INC COM | 148,000 | 9,696,960 |
| DAI DAN CO Y50 | 2,000 | 9,509 |
| DAI NIPPON PRINTING CO Y50 | 25,000 | 369,086 |
| DAIBIRU CORP Y50 | 11,000 | 122,343 |
| DAIKIN INDUSTRIES Y50 | 88,000 | 4,449,601 |
| DAILY MAIL & GENERAL TRUST 'A' | 13,650 | 85,232 |
| DAIMLERCHRYSLER AG ORD NPV | 34,094 | 2,105,699 |
| DAITO TRUST CONSTRUCTION Y50 | 83,700 | 4,066,365 |
| DANAHER CORP COM | 10,100 | 780,730 |
| DANISCO A/S DKK20 | 12,717 | 818,077 |
| DANSKE BANK AS DKK10 | 5,242 | 151,719 |
| DAVITA INC COM | 8,600 | 456,918 |
| DBS HLDGS SGD1 | 277,000 | 3,845,155 |
| DCC ORD EURO0.25 | 46,090 | 1,150,981 |
| DEL GLOBAL TECHNOLOGIES CORP | 52,444 | 89,155 |
| DELL INC COM | 26,000 | 568,880 |
| DELTA PETROLEUM CORP | 20,900 | 533,368 |
| DENSO CORPORATION NPV | 113,900 | 3,921,843 |
| DEUTSCHE BANK AG ORD NPV REG | 7,367 | 631,773 |
| DEUTSCHE POST AG NPV | 17,034 | 443,631 |
| DEVELOPERS DIVERSIFIED RLTY | 1,731 | 60,083 |
| DEVRO ORD 10P | 84,743 | 137,029 |
| DIAGEO ORD 28 101/108P | 75,627 | 1,390,704 |
| DIRECT FLOW MEDICAL INC SER A | 179,114 | 164,738 |
| DISCOVERY HLDG CO COM SER A | 65,256 | 1,433,022 |
| DISCOVERY HLDGS ZAR0.001 | 15,914 | 44,114 |
| DISNEY WALT CO COM | 58,100 | 1,812,720 |
| DMCI HLDGS INC PHP1 | 1,243,000 | 166,121 |
| DNB NOR ASA NOK10 | 49,300 | 627,206 |
| DONEGAL GROUP INC CL A | 56,888 | 902,813 |
| DOT HILL SYS CORP COM | 69,600 | 176,088 |
| DOUTOR NICHIRES HOLDINGS CO | 105,000 | 1,602,660 |
| DST SYS INC DEL | 19,200 | 1,056,960 |
| DYNAMEX INC | 37,400 | 1,002,694 |
| E.ON AG NPV | 9,571 | 1,932,449 |
| E/O NETWORKS PFD SER H | 729 | 1 |
| E/O NETWORKS SER D FINANCING | 1,454 | 1 |
| E/O NETWORKS SERIES E PRFD | 3,147 | 1 |
| EAST JAPAN RAILWAY CO Y50000 | 98 | 799,679 |
| EBAY INC COM | 100,400 | 2,743,932 |
| EDAP TMS S A SPONSORED ADR | 47,500 | 143,925 |
| EISAI CO Y50 | 73,000 | 2,582,425 |
| ELECTRO RENT CORP | 22,000 | 275,880 |
| ELEKTA SER B NPV | 69,056 | 1,331,676 |
| ELISA CORPORATION | 60,707 | 1,274,973 |
| ELIZABETH ARDEN INC COM | 50,200 | 762,036 |
| ELPIDA MEMORY INC NPV | 20,200 | 647,894 |
| EMC INS GROUP | 22,000 | 529,760 |
| ENCANA CORP | 13,200 | 1,200,276 |
| ENCANA CORPORATION | 23,800 | 2,190,102 |
| ENNIS INC COM | 42,700 | 668,255 |
| ENODIS ORD GBP0.10 | 207,338 | 1,314,238 |
| ENSIGN GROUP INC COM | 35,700 | 410,550 |
| ENTERPRISE INNS ORD GBP0.025 | 56,896 | 459,720 |
| ERICSSON (L.M.) | 515,948 | 5,386,475 |
| ESC TELECORP PCS | 50,900 | 0 |
| ESPRIT HLDGS ORD HKD0.10 | 8,749 | 90,885 |
| EURASIAN NATURAL RESOURCES | 24,600 | 652,606 |
| EUROCASTLE INVESTMENT ORD NPV | 9,938 | 95,826 |
| EXIDE TECHNOLOGIES | 25,548 | 428,184 |
| EXXON MOBIL CORP | 14,300 | 1,260,259 |
| FAMILYMART Y50 | 12,100 | 495,392 |
| FANNIE MAE | 56,700 | 1,106,217 |
| FANUC CO Y50 | 57,000 | 5,576,058 |
| FEDEX CORP COM | 7,600 | 598,804 |
| FELDMAN MALL PPTYS INC | 65,400 | 71,286 |
| FIAT SPA EUR5 | 65,520 | 1,074,625 |
| FIFTH THIRD BANCORP | 13,800 | 140,484 |
| FINMECCICA SPA EUR 4.40 | 7,093 | 186,405 |
| FIRST FINL CORP IND COM | 5,000 | 153,050 |
| FIRST PACIFIC CO US$0.01 | 2,520,000 | 1,590,058 |
| FIRST REGL BANCORP | 16,500 | 92,565 |
| FIRST ST BANCORPORATION COM | 18,200 | 100,100 |
| FIRST UTD CORP | 100 | 1,817 |
| FIRSTRAND ZAR0.01 | 333,370 | 566,394 |
| FISHER & PAYKEL NZ$0.50 | 167,257 | 299,153 |
| FIVE STAR QUALITY CARE INC | 94,500 | 446,985 |
| FLANDERS CORP | 70,600 | 427,130 |
| FLEETWOOD ENTERPRISES INC COM | 280,600 | 735,172 |
| FLUOR CORP NEW COM | 73,000 | 13,583,840 |
| FMC TECHNOLOGIES INC COM | 148,000 | 11,385,640 |
| FORD MTR CO DEL COM PAR $0.01 | 1,230,000 | 5,916,300 |
| FOREST LABS INC CL A COM | 19,000 | 660,060 |
| FORRESTER RESH INC COM | 16,500 | 509,520 |
| FRASER PAPERS INC | 78,540 | 148,634 |
| FRED OLSEN ENERGY ASA SHS | 16,996 | 1,031,082 |
| FREDDIE MAC CORP COM | 63,300 | 1,038,120 |
| FREEPORT MCMORAN COPPER & GOLD | 16,100 | 1,886,759 |
| FRESENIUS MED CARE | 17,800 | 977,042 |
| FRESENIUS MEDICAL CARE NPV | 15,820 | 872,631 |
| FUJI PHOTO FILM LTD ORD Y50 | 13,700 | 471,723 |
| FUJITSU KIDEN JPY50 | 7,800 | 74,170 |
| FUKUOKA FINANCIAL GROUP INC | 71,000 | 320,824 |
| FUYO GENERAL LEASE CO LTD NPV | 28,900 | 913,306 |
| FYFFES ORD EUR0.06 | 95,892 | 92,160 |
| GALENICA AG CHF.1 (REGISTERED) | 4,670 | 1,652,793 |
| GARDNER DENVER INC COM | 200 | 11,360 |
| GARTNER INC COM | 154,430 | 3,199,790 |
| GAZPROM OAO LEVEL 1 ADR | 48,250 | 2,793,675 |
| GEBERIT CHF0.10 (REGD) (POST | 5,267 | 778,209 |
| GENENTECH INC | 60,700 | 4,607,130 |
| GENERAL ELEC CO COM | 24,700 | 659,243 |
| GENTING INTERNATIONAL USD0.10 | 201,220 | 85,900 |
| GERBER SCIENTIFIC INC COM | 67,000 | 762,460 |
| GEVITY HR INC | 31,500 | 169,470 |
| GILDAN ACTIVEWEAR INC | 15,400 | 397,845 |
| GIVAUDAN AG CHF10 | 634 | 568,272 |
| GL TRADE NPV | 18,408 | 1,052,799 |
| GLANBIA ORD EUR0.06 | 197,810 | 1,393,741 |
| GLAXOSMITHKLINE ORD GBP0.25 | 199,544 | 4,419,973 |
| GLOBE TELECOM IN PHP50 | 97,790 | 2,570,268 |
| GMM GRAMMY PUBLIC THB1 | 409,100 | 159,064 |
| GMM GRAMMY PUBLIC THB1 (NVDR) | 417,000 | 162,135 |
| GN STORE NORD DKK4 | 101,227 | 485,450 |
| GOLD FIELDS ORD ZAR0.50 | 17,323 | 220,185 |
| GOLDMAN SACHS GROUP INC COM | 15,300 | 2,675,970 |
| GOODMAN FIELDER NPV | 854,720 | 1,152,426 |
| GOOGLE INC CL A | 6,100 | 3,211,162 |
| GREAT EASTERN HLDG SGD0.50 | 185,000 | 2,301,181 |
| GREAT SOUTHN BANCORP INC | 17,200 | 139,664 |
| GROUPE AEROPLAN INC | 38,396 | 652,832 |
| GROUPE DANONE | 18,200 | 1,278,905 |
| GSE SYSTEMS INC | 95,841 | 853,943 |
| H S SECURITIES CO NPV | 4,900 | 27,966 |
| HACKETT GROUP INC COM | 95,100 | 545,874 |
| HALLIBURTON CO COM | 100 | 5,307 |
| HANDLAB INC SERIES A-1 PFD STK | 10,000 | 23,000 |
| HANDYLAB INC SER A PFD STK | 71,428 | 164,284 |
| HANDYLAB INC SERIES B PREF STK | 39,130 | 89,999 |
| HANDYLAB INC SERIES C | 90,366 | 90,366 |
| HANDYLAB INC SERIES C1 | 50,000 | 115,000 |
| HANESBRANDS INC COM | 68,000 | 1,845,520 |
| HANGER ORTHOPEDIC GROUP INC | 15,800 | 260,542 |
| HAYS ORD 1P | 146,616 | 264,068 |
| HBOS ORD GBP0.25 | 113,448 | 623,149 |
| HBOS PLC NEW ORD GBP0.25 (NIL | 45,379 | 9,708 |
| HEALTH MGMT ASSOC INC NEW CL A | 50,800 | 330,708 |
| HEALTHCARE SVCS GROUP INC | 59,300 | 902,546 |
| HEALTHTRONICS INC | 189,000 | 618,030 |
| HEINEKEN NV EUR1.60 | 21,579 | 1,102,241 |
| HELEN OF TROY LTD NEW | 100 | 1,612 |
| HENDERSON LAND DEVELOPMENT CO | 234,000 | 1,458,477 |
| HENNES & MAURITZ AB SEK0.25 'B | 47,777 | 2,593,231 |
| HEWLETT PACKARD CO COM | 78,000 | 3,448,380 |
| HIGH TECH COMPUTER GDS REP 0.5 | 7,450 | 670,500 |
| HIKARI TSUSHIN INC JPY50 | 58,800 | 1,941,418 |
| HILL(WILLIAM) ORD GBP0.10 | 120,531 | 768,199 |
| HIROSE ELECTRONICS | 25,000 | 2,514,032 |
| HITACHI CHEMICAL Y50 | 9,800 | 202,924 |
| HKSCAN OYJ EUR1.7 SER 'A' | 53,662 | 761,770 |
| HMV GROUP ORD GBP0.01 | 51,240 | 132,058 |
| HOGANAS AG ORD 'B'SHS SWKR5 | 13,060 | 213,855 |
| HOLCIM CHF2 (REGD) | 24,100 | 1,957,859 |
| HOME DEPOT INC COM | 8,400 | 196,728 |
| HOME DIAGNOSTICS INC DEL COM | 40,400 | 366,024 |
| HOMESERVE ORD GBP0.125 | 6,567 | 221,264 |
| HONDA MOTOR CO NPV | 117,300 | 3,994,651 |
| HONG KONG & CHINA GAS HKD0.25 | 1,705,000 | 4,053,979 |
| HONG KONG AIRCRAFT | 51,000 | 785,526 |
| HONG KONG AND SHANGHAI HOTELS | 686,631 | 1,039,089 |
| HOOPER HOLMES INC COM | 284,700 | 290,394 |
| HOSKEN CONS INVTS ZAR0.25 | 667,960 | 5,546,317 |
| HOUSTON WIRE & CABLE CO COM | 10,200 | 202,980 |
| HOYA PENTAX HD CORPORATION | 156,100 | 3,615,164 |
| HSBC HLDGS ORD USD0.50 (UK) | 26,800 | 413,754 |
| HUDSON CITY BANCORP INC COM | 65,800 | 1,097,544 |
| HUTCHISON WHAMPOA HK$0.25 | 450,000 | 4,536,098 |
| HYPO REAL ESTATE NPV | 18,489 | 517,646 |
| I2 TECHNOLOGIES INC | 66,600 | 827,838 |
| I-CABLE COMMUNICATIONS LTD | 1,146,000 | 169,017 |
| ICADE NPV (POST MERGER) | 7,090 | 828,080 |
| ICAP ORD GBP0.10 | 93,094 | 1,004,169 |
| ICO HLDGS INC COM | 94,500 | 568,890 |
| ICU MED INC | 11,400 | 260,832 |
| ILLINOIS TOOL WKS INC COM | 43,200 | 2,052,432 |
| IMCLONE SYSTEMS INC | 22,200 | 898,212 |
| IMI ORD GBP0.25 | 81,286 | 706,132 |
| IMPERIAL OIL LTD | 69,412 | 3,842,273 |
| INABATA & CO Y50 | 5,500 | 27,239 |
| INBEV ACT NPV | 3,978 | 276,273 |
| INDEPENDENT NEWS & MEDIA ORD | 226,695 | 557,184 |
| INDOFOODS SUKSES M IDR100 | 2,514,500 | 654,534 |
| INDUSTRIA DE DISENO TEXTIL SA | 84,700 | 3,904,720 |
| INFOGROUP INC COM | 64,800 | 284,472 |
| INFOMEDIA NPV | 1,041,229 | 369,710 |
| INFORMA PLC ORD GBP0.001 | 99,513 | 817,929 |
| ING GROEP N.V. CVA EUR0.24 | 47,420 | 1,513,303 |
| INGLES MKTS INC CL A | 22,000 | 513,260 |
| INMET MINING CORP | 8,100 | 540,346 |
| INQUISIT INC | 30,000 | 1 |
| INSITUFORM TECHNOLOGIES INC | 21,900 | 333,537 |
| INTEGRA BK CORP COM | 10,600 | 82,998 |
| INTEL CORP | 60,100 | 1,290,948 |
| INTELEPEER INC SERIES B | 271,223 | 200,000 |
| INTERNATIONAL PERSONAL FINANCE | 80,133 | 438,960 |
| INTERNET COLLEGE ATHLETICS | 50,000 | 1 |
| INTERPUMP GROUP EUR0.52 | 71,893 | 675,095 |
| INTERTEK GROUP PLC ORD GBP0.01 | 52,663 | 1,035,496 |
| INTEVAC INC COM | 27,300 | 307,944 |
| INVENSYS ORD GBP0.10 | 153,957 | 798,166 |
| IPSEN PROMESSES EUR1 | 17,409 | 891,434 |
| IRISH LIFE & PERMANENT ORD | 28,000 | 291,603 |
| ISETAN MITSUKOSHI HOLDINGS LTD | 18,600 | 199,502 |
| ISHARES S&P 500 GROWTH | 1,237,820 | 79,010,051 |
| ITV ORD GBP0.10 | 278,088 | 247,386 |
| IVANHOE MINES LTD | 63,300 | 689,434 |
| J.D.GROUP ORD ZAR0.05 | 30,653 | 102,788 |
| JABIL CIRCUIT INC COM | 33,200 | 544,812 |
| JACCS CO Y50 | 107,000 | 219,037 |
| JACOBS ENGR GROUP INC COM | 81,000 | 6,536,700 |
| JAPAN SECURITIES FINANCE | 258,800 | 2,207,020 |
| JARDINE MATHESON HLDGS ORD US$ | 210,791 | 6,534,521 |
| JARDINE STRATEGIC HLDGS ORD | 287,000 | 4,879,000 |
| JAZZ AIR INCOME FUND | 16,001 | 89,267 |
| JDA SOFTWARE GROUP INC | 67,900 | 1,228,990 |
| JER INVS TR INC | 79,400 | 500,220 |
| JG WENTWORTH INC CL A 144A | 38,900 | 466,800 |
| JGC CORP Y50 | 44,000 | 867,506 |
| JOLLIBEE FOODS CORP PHP1 | 603,800 | 463,996 |
| JPMORGAN CHASE & CO COM | 59,114 | 2,028,201 |
| JS GROUP CORPORATION | 22,000 | 350,116 |
| K&S AG NPV | 1,165 | 669,963 |
| KAMAN CORP COMMON | 44,800 | 1,019,648 |
| KANSAS CITY SOUTHERN COM NEW | 89,000 | 3,915,110 |
| KAO CORP Y50 | 33,000 | 866,987 |
| KASIKORNBANK PCL | 417,000 | 897,981 |
| KAWASAKI HEAVY INDUSTRIES Y50 | 146,000 | 389,774 |
| KB HOME COM | 39,400 | 667,042 |
| KDDI CORP Y5000 | 85 | 526,013 |
| KERRY GROUP 'A' ORD EUR0.125 | 71,055 | 2,104,673 |
| KEY ENERGY SERVICES INC COM | 100 | 1,942 |
| KEYENCE CORP NPV | 23,990 | 5,723,382 |
| KIDSOFT CORP INC SER B | 8,500 | 1 |
| KINDEN CORPORATION Y50 | 25,000 | 252,582 |
| KINGFISHER ORD GBP0.157142857 | 659,000 | 1,472,824 |
| KINGSWAY FINL SVCS INC | 5,400 | 46,872 |
| KIRIN BREWERY CO Y50 | 9,000 | 140,767 |
| KLA TENCOR CORP | 47,400 | 1,929,654 |
| KONINKLIJKE AHOLD NV EUR0.30 | 108,940 | 1,465,809 |
| KONINKLIJKE KPN NV EUR0.24 | 112,170 | 1,926,351 |
| KONINKLIJKE PHILIPS ELECTRONIC | 28,360 | 965,591 |
| KRAFT FOODS INC CL A | 52,800 | 1,502,160 |
| KROGER CO COM | 77,100 | 2,225,877 |
| KYOWA HAKKO KIRIN CO LTD | 19,000 | 195,010 |
| LADBROKES ORD GBP (CONS) | 48,588 | 248,271 |
| LAFARGE SA EUR4.00 | 3,800 | 583,083 |
| LAGARDERE S.C.A. EUR6.1(REG) | 2,461 | 140,247 |
| LAM RESH CORP COM | 15,900 | 574,785 |
| LAND & HOUSES THB1(ALIEN MKT) | 1,410,800 | 312,245 |
| LANDEC CORP | 58,600 | 379,142 |
| LAS VEGAS SANDS CORP | 10,300 | 488,632 |
| LAZARD LTD SHS -A- | 40,900 | 1,396,735 |
| LEARNING TREE INTL INC | 55,000 | 940,500 |
| LEGRAND SA EUR4 | 23,210 | 585,462 |
| LEHMAN BROS HLDGS INC COM | 18,900 | 374,409 |
| LEM HLDGS AG CHF0.50 (REG D) | 1,781 | 557,765 |
| LEND LEASE CORP NPV | 240,000 | 2,199,518 |
| LEVEL 3 COMMUNICATIONS INC | 274,000 | 808,300 |
| LEXINGTON CORPORATE PPTYS TR | 28,900 | 393,907 |
| LIBERTY GLOBAL INC | 105,287 | 3,196,513 |
| LIBERTY GLOBAL INC COM SER A | 110,987 | 3,488,321 |
| LIBERTY MEDIA CORP NEW | 46,032 | 1,115,355 |
| LIBERTY MEDIA HLDG CORP | 58,140 | 858,146 |
| LIBERTY MEDIA HLDG CORP CAP | 11,508 | 165,715 |
| LIONBRIDGE TECHNOLOGIES INC | 211,800 | 546,444 |
| LLOYDS TSB GROUP ORD GBP0.25 | 145,088 | 897,281 |
| LOGITECH INTL SA CHF0.25(REGD) | 21,727 | 586,582 |
| L'OREAL EUR0.2 | 34,900 | 3,799,581 |
| LOWES COS INC COM | 21,600 | 448,200 |
| LSI CORP COM | 239,600 | 1,471,144 |
| LSI INDS INC OHIO COM | 67,300 | 546,476 |
| LUMINAR GROUP HLDGS PLC ORD | 230,862 | 1,231,326 |
| LUXOTTICA GROUP EUR0.06 | 13,677 | 321,077 |
| LUXOTTICA GROUP S P A ADR | 47,700 | 1,112,841 |
| LVMH MOET HENNESSY EUR0.30 | 36,000 | 3,776,404 |
| MABUCHI MOTOR Y50 | 20,400 | 1,108,476 |
| MACQUARIE GROUP LIMITED NPV | 10,625 | 495,947 |
| MAIDENFORM BRANDS INC | 57,600 | 777,600 |
| MALAYSIA AIRLINE SYSTEM M$1 | 262,400 | 248,949 |
| MANDARIN ORIENTAL INTL ORD | 171,952 | 299,196 |
| MARKS & SPENCER GP NEW ORD | 40,700 | 266,082 |
| MARUI GROUP CO LTD Y50 | 31,300 | 244,188 |
| MATAHARI PUTRA PRIMA TBK | 4,564,500 | 262,385 |
| MATAHARI PUTRA PRIMA TBK WTS | 1,138,375 | 3,828 |
| MATERIAL SCIENCES CORP | 44,100 | 357,210 |
| MATICHON PUBLIC COMPANY LTD | 509,300 | 133,285 |
| MATRIXX INITIATIVES INC | 15,000 | 249,900 |
| MATSUSHITA ELECTRIC WORKS Y50 | 51,234 | 523,432 |
| MBIA INC COM | 109,400 | 480,266 |
| MBK PCL ALIEN MKT THBH10 | 129,900 | 271,961 |
| MCCORMICK & SCHMICKS SEAFOOD | 25,300 | 243,892 |
| MCG CAPITAL CORP | 91,929 | 365,877 |
| MEADOWBROOK INS GROUP INC | 103,100 | 546,430 |
| MEDICAL PPTYS TR INC | 75,800 | 767,096 |
| MEDTRONIC INC COM | 32,900 | 1,702,575 |
| MEGGITT ORD5P | 249,003 | 1,053,051 |
| MELLANOX TECHNOLOGIES LTD SHS | 11,942 | 161,695 |
| MERCURY GEN CORP NEW | 21,300 | 995,136 |
| MERRILL LYNCH & CO INC | 29,397 | 932,179 |
| METROPCS COMMUNICATIONS INC | 48,862 | 865,346 |
| METSO OYJ EUR1.70 | 26,608 | 1,214,487 |
| MFS MULTIMARKET INCOME TR SH B | 20,000 | 114,000 |
| MGIC INVT CORP WIS COM | 43,000 | 262,730 |
| MICHAEL PAGE INTL ORD GBP0.01 | 50,691 | 235,813 |
| MICHELIN CIE GLE DES ETABL | 6,500 | 467,403 |
| MICRON TECHNOLOGY INC COM | 123,300 | 739,800 |
| MICRONIC LASER SYSTEM SEK1 | 131,666 | 529,698 |
| MICROSOFT CORP COM | 126,900 | 3,491,019 |
| MIDCAP SPDR TR UNIT SER 1 | 610 | 90,768 |
| MIDLAND HOLDINGS LTD HKD0.1 | 176,000 | 109,246 |
| MILBON CO JPY50 | 38,400 | 762,530 |
| MILLEA HOLDINGS IN NPV | 127,800 | 4,991,198 |
| MIRAIAL CO LTD NPV | 31,800 | 751,465 |
| MITSUBISHI CORP NPV | 20,900 | 690,062 |
| MITSUBISHI ESTATE CO Y50 | 150,000 | 3,438,517 |
| MITSUBISHI UFJ FINANCIAL GROUP | 429,600 | 3,813,533 |
| MITSUI & CO Y50 | 31,000 | 685,770 |
| MIZUHO FINL GP NPV | 288 | 1,347,559 |
| MOBIUS MICROSYSTEMS | 50,000 | 50,000 |
| MOBIUS MICROSYSTEMS INC PFD | 99,390 | 75,000 |
| MODERN TIMES GRP (MTG) SER B | 3,820 | 225,122 |
| MONDI LTD ORD ZAR0.20 | 2,923 | 17,856 |
| MONDI PLC ORD EUR0.20 | 7,309 | 42,949 |
| MONRO MUFFLER BRAKE INC | 72,549 | 1,124,510 |
| MONSANTO CO NEW COM | 6,300 | 796,572 |
| MOODYS CORP COM | 47,600 | 1,639,344 |
| MORRISON (W) SUPMKT ORD 10P | 737,000 | 3,905,197 |
| MORTONS RESTAURANT GROUP INC | 42,400 | 291,712 |
| MOTHERS WK INC | 40,600 | 408,842 |
| MSC SOFTWARE CORP COM | 41,651 | 457,328 |
| MSCI INC CL A | 29,800 | 1,081,442 |
| MTU AERO ENGINES INVEST NPV | 38,544 | 1,259,499 |
| MULIA INDUSTRINDO IDR500 | 1,583,500 | 56,676 |
| MULTI-COLOR CORP | 13,400 | 281,266 |
| MULTI-PURPOSE HLDG | 87,080 | 15,191 |
| MULTI-PURPOSE HLDG MY$1 | 357,700 | 163,113 |
| MURATA MANUFACTURING CO NPV | 54,400 | 2,565,917 |
| MYOB LIMITED NPV(POST REC) | 814,242 | 937,665 |
| NAKANISHI INC JPY50 | 10,900 | 1,176,322 |
| NAM TAI ELECTRS INC COM PAR | 250 | 3,270 |
| NAMCO BANDAI HOLDINGS INC NPV | 29,150 | 330,534 |
| NANOCEROX INC SERIES C CONVERT | 8,539 | 25,000 |
| NATIONAL BK GREECE SA SPON ADR | 312 | 2,786 |
| NATIONAL FIN THB10 ALIEN MKT | 849,800 | 340,581 |
| NATIONAL OILWELL VARCO INC | 90,000 | 7,984,800 |
| NATUZZI SPA SPONSORED ADR | 18,400 | 58,696 |
| NAUTILUS INC | 28,000 | 142,240 |
| NAVARRE CORP | 108,400 | 177,776 |
| NEC CORP NPV | 84,000 | 440,583 |
| NEDBANK GROUP LTD | 55,083 | 647,009 |
| NEOPOST FRF4 | 7,556 | 800,125 |
| NESTLE SA CHF0.1 (REGD) | 141,180 | 6,397,868 |
| NEW CLICKS HLDG ZAR0.01 | 99,734 | 157,727 |
| NEW WORLD DEVELOPMENT CO HK$1 | 1,781,946 | 3,629,046 |
| NEW YORK & CO INC | 106,000 | 967,780 |
| NEWBRIDGE BANCORP COM | 51,050 | 352,245 |
| NEWCREST MINING LTD ORD NPV | 51,129 | 1,437,632 |
| NEWPARK RES INC PAR $0.01 NEW | 93,500 | 734,910 |
| NEWS CORPORATION CL A | 36,995 | 556,405 |
| NEXANS EUR1 | 4,052 | 500,324 |
| NEXT GROUP ORD GBP0.10 | 6,497 | 125,356 |
| NEXT MEDIA HKD1 | 992,000 | 380,391 |
| NIHON MICRO COATIN JPY50 | 56,200 | 117,696 |
| NIHON TRIM CO LTD JPY50 | 17,700 | 400,736 |
| NII HLDGS INC CL B NEW | 47,500 | 2,255,775 |
| NINTENDO CO | 6,700 | 3,785,953 |
| NIPPON MEAT PACKERS Y50 | 31,000 | 420,527 |
| NIPPON OIL CORP JPY50 | 52,000 | 349,757 |
| NIPPON SUISAN KAISHA Y50 | 53,800 | 274,570 |
| NIPPON TEL & TEL CORP Y50000 | 206 | 1,010,518 |
| NISSAN MOTOR CO Y50 | 95,000 | 785,953 |
| NITTO DENKO CORP NPV | 54,400 | 2,093,788 |
| NN INC COM | 88,200 | 1,229,508 |
| NOBEL BIOCARE AG CHF0.40(BR) | 9,004 | 294,889 |
| NOKIA (AB) OY EUR0.06 | 11,745 | 286,640 |
| NOMURA HOLDING NPV | 209,800 | 3,113,206 |
| NORDSTROM INC WASH COM | 17,700 | 536,310 |
| NORSK HYDRO ASA NOK3.6666 | 49,700 | 725,968 |
| NORTEL NETWORKS CORP NEW COM | 77,139 | 634,083 |
| NORTH AMERN SCIENTIFIC INC COM | 31,900 | 33,495 |
| NORTHGATE ORD GBP0.05 | 10,810 | 75,943 |
| NORTHRIM BANCORP INC | 8,800 | 159,764 |
| NORTHROP GRUMMAN CORP COM | 6,731 | 450,304 |
| NORTHWEST AIRLS CORP COM | 95,900 | 638,694 |
| NOVAMED INC COM | 79,400 | 299,338 |
| NOVARTIS AG CHF0.50 (REGD) | 110,656 | 6,110,740 |
| NOVO-NORDISK AS DKK1 | 11,150 | 730,228 |
| NTT DATA CORP JPY5000 | 53 | 207,490 |
| NTT DOCOMO INC NPV | 622 | 915,353 |
| NUCOR CORP | 9,100 | 679,497 |
| O CHARLEYS INC | 35,200 | 354,112 |
| OBAYASHI CORP Y50 | 20,000 | 90,750 |
| OESTERREICHISCHE POST AG | 4,734 | 180,499 |
| OIL SEARCH LTD ORD PGK 0.10 | 90,200 | 588,611 |
| OKINAWA CELLULAR NPV | 516 | 851,847 |
| OKINAWA ELECTRIC POWER Y500 | 27,200 | 1,347,106 |
| OMEGA PHARMA NPV(POST SPLIT) | 18,785 | 794,376 |
| OMRON CORP Y50 | 8,200 | 176,369 |
| ONEX CORP | 38,100 | 1,127,734 |
| ONWARD KASHIYAMA CO Y50 | 21,000 | 220,886 |
| ORACLE CORP JAPAN JPY50 | 7,100 | 290,015 |
| ORICA LIMITED | 9,594 | 269,762 |
| ORIX CORP Y50 | 17,630 | 2,526,293 |
| OSAKI ENGINEERING CO LTD NPV | 99 | 170,907 |
| OUTDOOR CHANNEL HLDGS INC | 50,600 | 353,188 |
| PACIFIC BRANDS NPV | 689,293 | 1,174,127 |
| PADDY POWER ORD EUR0.10 | 6,153 | 193,887 |
| PAGESJAUNES GROUPE SA EUR0.20 | 27,400 | 403,640 |
| PANASONIC CORP | 21,000 | 453,658 |
| PANTRY INC | 23,700 | 252,642 |
| PAYCHEX INC COM | 39,700 | 1,241,816 |
| PC MALL INC COM | 42,900 | 581,724 |
| PEGASYSTEM INC | 42,100 | 566,666 |
| PENINSULA WIRELESS COMMN INC | 2,455 | 1 |
| PENINSULA WIRELESS COMMNS | 11,765 | 1 |
| PEOPLE WARE INC SER A PFD | 50,000 | 1 |
| PEOPLES WARE INC SER B PFD | 5,820 | 1 |
| PEOPLEWARE INC SER B PFD | 5,992 | 1 |
| PEPSICO INC COM | 21,200 | 1,348,108 |
| PERNOD-RICARD EUR1.55 | 9,100 | 935,522 |
| PGG WRIGHTSON LIMITED NPV | 5,423 | 10,319 |
| PHILLIPS VAN HEUSEN CORP COM | 16,700 | 611,554 |
| PITNEY BOWES INC COM | 57,700 | 1,967,570 |
| PLATO LEARNING INC COM | 84,000 | 225,120 |
| PMA CAPITAL CORP CL A COM | 63,800 | 587,598 |
| POLYCOM INC | 21,000 | 511,560 |
| POMEROY IT SOLUTIONS INC | 79,800 | 367,080 |
| POTASH CORP OF SASKATCHEWAN | 58,500 | 13,640,870 |
| POWER CORP CANADA | 13,300 | 409,271 |
| PRAXAIR INC COM | 9,100 | 857,584 |
| PREMIER FOODS ORD GBP0.01 | 1,139,144 | 2,159,382 |
| PREMIERE GLOBAL SVCS INC | 21,400 | 312,012 |
| PRESSTEK INC COM | 91,250 | 452,600 |
| PRICELINE COM INC | 33,100 | 3,821,726 |
| PRIMEDIA INC COM NEW | 91,216 | 425,067 |
| PROCENTURY CORP | 44,300 | 701,712 |
| PROGRESSIVE CORP OHIO COM | 40,400 | 756,288 |
| PRONOVA BIOPHARMA | 256,614 | 876,632 |
| PROS HLDGS INC COM | 1,900 | 21,337 |
| PROSEGUR COMPANIA SECURIDAD | 7,496 | 325,847 |
| PROVIDENT FINANCIAL ORD | 31,846 | 503,858 |
| PRYSMIAN CAB & SYS NPV | 32,450 | 822,627 |
| PUBLIGROUPE AG CHF20 REGD | 777 | 198,331 |
| PULTE HOMES INC COM | 85,100 | 819,513 |
| PUTNAM PREMIER INC TR SH BEN | 13,464 | 81,053 |
| QBE INS GROUP A$1 | 30,690 | 659,717 |
| QUALCOMM INC | 33,500 | 1,486,395 |
| QUALSTAR CORP COM | 60,400 | 183,616 |
| QUANTUM DOT CORP SER A PFD | 1,785 | 1 |
| QUANTUM LEARNING TECHNOLOGIES | 50,000 | 50,000 |
| RACKABLE SYS INC | 19,400 | 259,960 |
| RAIFFEISEN INTL BK NPV | 2,200 | 281,352 |
| RAMSAY HEALTH CARE LTD AUD0.10 | 56,815 | 474,891 |
| RAYTHEON CO COM NEW | 21,800 | 1,226,904 |
| RAYTHEON COMPANY WARRANTS | 131 | 2,560 |
| REAPEATER SER BB PFD | 1,536 | 1 |
| RECKITT BENCKISER GROUP PLC | 81,983 | 4,152,383 |
| REED ELSEVIER | 71,043 | 814,385 |
| REHABCARE GROUP INC COM | 21,800 | 349,454 |
| REPEATER TECH INC PFD SER DD | 4,444 | 1 |
| REPEATER TECHNOLOGIES INC COM | 518 | 0 |
| REPEATER TECHNOLOGIES SER CC | 401 | 1 |
| RESEARCH IN MOTION LTD | 3,400 | 401,110 |
| RESORTS WORLD BERHAD MYR0.10 | 2,012,200 | 1,601,138 |
| RETAIL VENTURES INC | 48,200 | 221,720 |
| REVUS ENERGY ASA NOK0.25 | 62,848 | 1,070,407 |
| REXAM ORD 64 2/7P | 72,589 | 559,794 |
| RHODIA EUR12 POST | 18,200 | 336,071 |
| RICOH Y50 | 18,000 | 325,343 |
| RIMAGE CORP | 21,300 | 263,907 |
| RIO TINTO ORD GBP0.10 | 32,629 | 3,902,041 |
| RMB HLDGS SHS ZAR0.01 | 318,946 | 855,613 |
| ROCHE HLDG AG GENUSSCHEINE NPV | 33,353 | 6,024,889 |
| ROGERS COMMUNICATIONS INC | 180,300 | 7,030,376 |
| ROLAND CORP Y50 | 300 | 6,353 |
| ROLLS ROYCE GROUP ORD GBP0.20 | 177,992 | 1,209,698 |
| ROSNEFT OJSC GDR EACH REPR 1 | 52,100 | 604,360 |
| ROYAL BANK OF SCOTLAND GRP ORD | 427,761 | 1,830,313 |
| ROYAL DUTCH SHELL A SHS | 154,081 | 6,344,593 |
| ROYAL DUTCH SHELL 'B' SHS | 42,811 | 1,721,046 |
| ROYAL UNIBREW A/S DKK10 | 5,050 | 533,438 |
| RSA INSURANCE GROUP PLC | 77,709 | 194,244 |
| RUSS BERRIE & CO INC COM | 35,000 | 278,950 |
| RYANAIR HOLDINGS PLC SPONSORED | 19,800 | 567,666 |
| RYOSAN CO Y50 | 7,200 | 154,861 |
| SAAB AB SER 'B' SEK16 | 66,732 | 1,686,230 |
| SABMILLER PLC | 189,700 | 4,349,162 |
| SAE GETTERS NPV | 16,863 | 397,199 |
| SAFT GROUPE S.A. EUR1 | 12,124 | 529,316 |
| SAGE GROUP ORD 1P | 233,141 | 969,730 |
| SAIPEM EUR1 | 43,791 | 2,058,118 |
| SALLING HANSON CO LIQUIDATING | 31 | 1 |
| SAMPO OYJ SER'A'NPV | 49,746 | 1,257,956 |
| SAMSUNG ELECTRONICS CO GDR | 5,800 | 1,709,550 |
| SANDISK CORP | 78,800 | 1,473,560 |
| SANOFI-AVENTIS EUR2 | 19,294 | 1,289,815 |
| SANTOS LIMITED NPV | 52,759 | 1,086,017 |
| SAP AG ORD NPV | 82,900 | 4,328,518 |
| SARA LEE CORP | 42,600 | 521,850 |
| SARTORIUS NON VTG PFD NPV | 30,847 | 952,579 |
| SAVVIS INC COM NEW | 113,547 | 1,465,892 |
| SCHERING PLOUGH CORP COM | 10,300 | 202,807 |
| SCHIBSTED A/S NWKR1 | 42,311 | 1,200,353 |
| SCHINDLER HLDG AG PTG CERT | 8,932 | 667,752 |
| SCHLUMBERGER LTD COM | 144,800 | 15,555,864 |
| SCHNEIDER ELECTRIC EUR8 | 4,059 | 438,772 |
| SCHOOL SPECIALTY INC-COM | 27,900 | 829,467 |
| SCOR SE EUR7.876972 (POST | 21,688 | 497,523 |
| SCOTTISH & SOUTHN ENERGY ORD | 27,900 | 779,018 |
| SEABRIGHT INS HLDGS INC | 58,900 | 852,872 |
| SEADRILL LTD USD2 | 27,200 | 831,735 |
| SEAGATE TECHNOLOGY | 27,600 | 527,988 |
| SEAT PAGINE GIALLE EUR0.03 | 2,469,082 | 257,918 |
| SECOM CO Y50 | 98,600 | 4,799,547 |
| SEKISUI HOUSE NPV | 33,000 | 308,504 |
| SEMEN GRESIK PERSERO | 2,541,000 | 1,102,387 |
| SEPRACOR INC | 37,900 | 754,968 |
| SERACARE LIFE SCIENCES INC DEL | 63,037 | 308,881 |
| SEVEN & I HLDG CO LTD NPV | 19,800 | 565,954 |
| SEVERSTAL GDR (EACH REPR 1 ORD | 18,000 | 466,200 |
| SGS SA CHF1(REGD) | 2,400 | 3,444,728 |
| SHERWIN WILLIAMS CO COM | 1,200 | 55,116 |
| SHIMAMURA Y50 | 4,800 | 296,137 |
| SHIMIZU CORPORATION Y50 | 35,000 | 166,077 |
| SHIN-ETSU CHEMICALS CO NPV | 57,300 | 3,556,757 |
| SHINKAWA Y50 | 53,900 | 678,803 |
| SHISEIDO Y50 | 11,000 | 252,158 |
| SHOE CARNIVAL INC | 32,900 | 387,891 |
| SHOPPERS DRUG MART CORP | 9,400 | 517,832 |
| SIA ABRASIVE HLDG AG ORD NPV | 1,199 | 470,842 |
| SIAM CEMENT CO THB1 (ALIEN | 149,200 | 888,016 |
| SIAM CEMENT CO THB1 (NVDR) | 219,900 | 1,269,349 |
| SIEMENS AG NPV REG | 7,573 | 836,647 |
| SILICON GRAPHICS INC COM | 220 | 1 |
| SILVER GRANT INTERNATIONAL | 394,000 | 61,646 |
| SIME DARBY BHD (NEW) MYR0.50 | 414,112 | 1,172,314 |
| SINGAPORE TELECOMMUNICATIONS | 245,000 | 652,780 |
| SLM CORP | 47,000 | 909,450 |
| SMART MODULAR TECHNOLOGIES WWH | 41,600 | 159,328 |
| SMARTONE TELECOMMUNICATIONS | 657,132 | 675,887 |
| SMARTRAC N V EUR0.50(BR) | 6,027 | 202,261 |
| SMC Y50 | 9,800 | 1,075,176 |
| SMITH & NEPHEW ORD USD0.20 | 28,500 | 314,225 |
| SMITHS GROUP PLC ORD GBP0.375 | 21,086 | 455,732 |
| SMURFIT KAPPA GROUP PLC ORD | 19,388 | 158,232 |
| SNOW BRAND MILK PRODUCTS Y50 | 166,500 | 601,571 |
| SOCIETE GENERALE EUR1.25 | 12,673 | 1,103,972 |
| SOFTBANK CORPORATION NPV | 196,900 | 3,324,853 |
| SOGEFI EUR0.52 | 62,827 | 290,775 |
| SOLOMON SYSTECH(IN HKD0.1) | 6,334,900 | 304,662 |
| SOMPO JAPAN INSURANCE INC | 31,000 | 291,854 |
| SONOVA HLDG CHF0.05 | 1,389 | 115,500 |
| SONY CORP NPV | 12,500 | 547,144 |
| SOURCE INTERLINK COMPANIES | 104,500 | 230,945 |
| SOUTHWEST BANCORP INC OKLA | 23,100 | 265,650 |
| SPARTECH CORP NEW | 24,600 | 231,978 |
| SPIRAX-SARCO ENGINEERING ORD | 40,949 | 875,253 |
| SPORTINGBET PLC ORD | 150,408 | 101,774 |
| SPSS INC | 30,158 | 1,096,846 |
| STAGECOACH GROUP PLC ORD | 151,809 | 845,944 |
| STANDARD CHARTERED ORD USD0.50 | 1,600 | 45,535 |
| STANDARD REGISTER CO COM | 43,000 | 405,490 |
| STANDEX INTL CORP COM | 24,050 | 498,797 |
| STATOILHYDRO ASA NOK2.50 | 23,200 | 864,970 |
| STATS CHIPPAC LTD SGD0.25 | 1,773,000 | 1,513,767 |
| STEEL DYNAMICS INC COM | 59,000 | 2,305,130 |
| STELLARONE CORP COM | 18,400 | 268,640 |
| STERLING CONSTR INC | 19,750 | 392,235 |
| STUDENT ADVANTAGE INC COM | 180 | 0 |
| SUMITOMO CHEMICAL Y50 | 113,000 | 713,146 |
| SUMITOMO ELECTRIC IND Y50 | 26,600 | 338,256 |
| SUMITOMO FORESTRY CO Y50 | 31,000 | 255,884 |
| SUMITOMO MITSUI GR NPV | 311 | 2,344,125 |
| SUMITOMO OSAKA CEMENT CO Y50 | 215,000 | 464,459 |
| SUN FRONTIER FUDOS NPV | 933 | 607,302 |
| SUN INTERNATIONAL LTD ZAR0.08 | 91,764 | 1,031,563 |
| SUN MICROSYSTEMS INC COM NEW | 153,403 | 1,669,025 |
| SUN TIMES MEDIA GROUP INC COM | 55,841 | 27,362 |
| SUNCOR ENERGY INC | 136,200 | 7,947,405 |
| SUNPOWER CORP COM CL A | 6,800 | 489,464 |
| SUNTRUST BKS INC | 8,300 | 300,626 |
| SUPERIOR ESSEX INC | 78,400 | 3,498,992 |
| SUPERVALU INC COM | 150 | 4,634 |
| SUPPORTSOFT INC | 98,400 | 319,800 |
| SUZUKI MOTOR CO Y50 | 35,800 | 847,677 |
| SVENSKA CELLULOSA AB-SCA SER B | 43,900 | 622,154 |
| SVENSKA HANDELSBANNKEN SER A | 37,160 | 886,475 |
| SWIRE PACIFIC A HK $0.60 | 3,000 | 30,683 |
| SWISS REINSURANCE CHF0.1 | 15,179 | 1,014,069 |
| SWISSCOM AG CHF1.00 | 2,583 | 864,085 |
| SYMMETRICOM INC | 70,700 | 271,488 |
| SYMRISE AG NPV (BR) | 28,000 | 608,793 |
| TAIWAN SEMICONDUCTOR MFG CO | 111,600 | 1,217,556 |
| TAIYO NIPPON SANSO CORP NPV | 47,000 | 392,387 |
| TAKEDA PHARMACEUTICAL CO LTD | 70,300 | 3,581,152 |
| TAKUMA CO Y50 | 98,000 | 308,778 |
| TANABE SEIYAKU CO Y50 | 28,000 | 366,624 |
| TARGET CORP COM | 58,100 | 2,701,069 |
| TDK CORP | 12,100 | 725,966 |
| TEAMSTAFF INC WARRANT EXPIRING | 17,625 | 0 |
| TEFRON LTD SHS | 40,700 | 97,680 |
| TELECOM CORP OF NEW ZEALAND | 68,939 | 187,316 |
| TELEFONICA SA EUR1 | 52,444 | 1,394,763 |
| TELEFONOS DE MEXICO SA ADR | 25,600 | 606,208 |
| TELEKOM AUSTRIA (TA) NPV | 20,800 | 451,590 |
| TELENOR AS ORD NOK6 | 57,200 | 1,075,844 |
| TELEPERFORMANCE EUR2.50 | 29,189 | 1,077,976 |
| TELEVISION BROADCAST ORD $0.05 | 259,000 | 1,494,719 |
| TELIASONERA AB NPV | 15,500 | 114,923 |
| TELMEX INTERNACIONAL S A B DE | 25,600 | 412,160 |
| TELOQUENT COMMNS PFD SER E | 1,538 | 1 |
| TELOQUENT COMMUNICATIONS PFD | 1,425 | 1 |
| TELOQUENT COMMUNICATIONS PFD | 756 | 1 |
| TELUS CORP NON VTG SHS | 100 | 4,033 |
| TEREX CORP NEW | 50 | 2,569 |
| TESCO ORD 5P | 945,958 | 6,952,436 |
| TEVA PHARMACEUTICAL INDS ADR | 27,700 | 1,268,660 |
| TEXAS CAP BANCSHARES INC | 14,800 | 236,800 |
| TGS-NOPEC GEOPHYSICAL COMPANY | 86,443 | 1,201,575 |
| THALES EUR3 | 14,302 | 815,713 |
| THE SCOTTS MIRACLE-GRO COMPANY | 62,100 | 1,091,097 |
| THE YACHIYO BANK LIMITED NPV | 420 | 1,771,048 |
| THOMAS COOK GROUP PLC ORD | 204,429 | 952,016 |
| THOMAS PPTYS GROUP INC | 23,300 | 229,272 |
| TIETOENATOR OYJ ORD NPV | 15,031 | 313,077 |
| TIME WARNER CABLE CL A W/I | 24,500 | 648,760 |
| TIME WARNER INC | 155,063 | 2,294,932 |
| TOEI ANIMATION CO LTD JPY50 | 51,400 | 994,010 |
| TOKYO ELECTRIC PWR CO NPV | 10,100 | 260,110 |
| TOKYO ELECTRON NPV | 15,600 | 900,637 |
| TOKYO GAS CO NPV | 180,000 | 726,758 |
| TOKYO OHKA KOGYO Y50 | 6,200 | 115,747 |
| TOKYO TOMIN BANK Y500 | 58,800 | 1,139,890 |
| TOKYU CORP NPV | 122,000 | 634,140 |
| TOLL HLDGS LIMITED NPV | 61,216 | 353,651 |
| TOPDANMARK A/S DKK10 | 6,790 | 1,025,647 |
| TOPPAN FORMS JPY50 | 19,400 | 232,972 |
| TOSHIBA CORP NPV | 143,000 | 1,056,261 |
| TOTAL PRODUCE PLC | 94,144 | 83,064 |
| TOTAL SA EUR2.5 | 27,201 | 2,322,824 |
| TOYO SEIKAN KAISHA Y50 | 15,800 | 279,319 |
| TOYOTA MOTOR CORP NPV | 16,800 | 794,000 |
| TRANSOCEAN INC NEW SHS | 4,267 | 650,248 |
| TREND MICRO INC JPY50 | 39,500 | 1,304,184 |
| TRIDENT MICROSYSTEMS INC COM | 42,400 | 154,760 |
| TSINGTAO BREWERY CO SER 'H' | 352,500 | 717,889 |
| TUI TRAVEL PLC ORD GBP0 | 165,983 | 677,179 |
| TURKIYE GARANTI BANKASI AS | 21,700 | 50,040 |
| TW TELECOM INC COM | 26,700 | 428,001 |
| TYCO INTERNATIONAL LTD BERMUDA | 15,800 | 632,632 |
| U S AWYS GROUP INC | 60,800 | 152,000 |
| UBS AG CHF0.1 (POST | 118,816 | 2,500,898 |
| UCBH HLDGS INC COM | 48,800 | 109,800 |
| ULTA SALON COSMETICS & | 7,158 | 80,456 |
| UNICREDIT EUR0.50 | 151,591 | 928,487 |
| UNILEVER NV CVA EUR0.16 | 32,700 | 928,914 |
| UNITED INDUSTRIAL CORP SG$1 | 93,000 | 204,666 |
| UNITED OVERSEAS BANK SG$1 | 49,000 | 671,534 |
| UNITED PARCEL SVC INC CL B | 18,300 | 1,124,901 |
| UNITED TECHNOLOGIES CORP COM | 14,600 | 900,820 |
| UNITEDHEALTH GROUP INC COM | 33,700 | 884,625 |
| UNIVERSAL ELECTRS INC | 26,000 | 543,400 |
| UNIVEST CORP PA | 6,200 | 123,132 |
| UPM-KYMMENE OY NPV | 13,259 | 217,258 |
| UPSIDE MEDIA INC SER B-I PFD | 2,000 | 1 |
| URBAN OUTFITTERS INC COM | 20,200 | 630,038 |
| VALLOUREC (USIN A TUB DE LOR | 5,304 | 1,862,796 |
| VEOLIA ENVIRONMENT EUR5.0 | 30,564 | 1,715,767 |
| VESTAS WIND SYSTEM DKK1 | 16,680 | 2,184,791 |
| VIAD CORP | 59,900 | 1,544,821 |
| VICAT EUR4 | 2,212 | 174,569 |
| VISA INC COM CL A | 4,500 | 365,895 |
| VISCOFAN SA | 13,429 | 287,961 |
| VODAFONE GROUP | 1,191,939 | 3,538,043 |
| VODAFONE NON CUM PREF SHS B | 2,973,700 | 0 |
| WACHOVIA CORP NEW COM | 61,668 | 957,704 |
| WACOM CO LTD NPV | 278 | 663,497 |
| WALGREEN CO | 16,700 | 542,917 |
| WAREHOUSE GROUP LIMITED ORD | 120,200 | 375,085 |
| WARREN RES INC | 33,400 | 490,312 |
| WARTSILA 'B'EUR3.5 | 2,953 | 185,871 |
| WASHINGTON MUTUAL INC COM | 160,900 | 793,237 |
| WATSON WYATT WORLDWIDE INC | 49,400 | 2,612,766 |
| WAVIN NV EUR1.25 | 59,338 | 491,757 |
| WD 40 CO | 29,800 | 871,650 |
| WEATHERFORD INTERNATIONAL LTD | 227,000 | 11,256,930 |
| WEBSITE PROS INC | 35,000 | 291,550 |
| WELLS FARGO & CO NEW COM | 54,800 | 1,301,500 |
| WEST COAST BANCORP ORE NEW | 19,400 | 168,198 |
| WEST JAPAN RAILWAY CO JPY50000 | 182 | 894,505 |
| WESTWOOD ONE INC COM | 255,700 | 317,068 |
| WET SEAL INC CL A COM | 110,800 | 528,516 |
| WEYCO GROUP INC | 16,650 | 441,725 |
| WHEELOCK & CO LTD HK$.50 | 365,000 | 978,333 |
| WIENERBERGER AG NPV | 9,400 | 394,987 |
| WILLIAM DEMANT HOL DKK1 | 13,530 | 891,815 |
| WILLIS LEASE FIN CORP | 46,700 | 498,756 |
| WINCANTON ORD GBP0.10 | 234,690 | 1,343,989 |
| WOLSELEY ORD GBP0.25 | 24,210 | 181,403 |
| WOLTERS KLUWERS CVA EUR0.12 | 30,673 | 717,170 |
| WOODSIDE PETROLEUM NPV | 122,698 | 7,947,932 |
| WPP GROUP ORD GBP0.10 | 46,740 | 450,447 |
| WYETH COM | 11,000 | 527,560 |
| XEROX CORP COM | 198,200 | 2,687,592 |
| XTO ENERGY INC COM | 114,000 | 7,810,140 |
| YAHOO INC | 19,500 | 402,870 |
| YAHOO JAPAN CORP NPV | 1,083 | 417,855 |
| YAMADA DENKI CO NPV | 18,910 | 1,348,612 |
| YAMAICHI ELECTONICS 1/50 | 43,200 | 132,854 |
| YAMANA GOLD INC | 510,000 | 8,435,400 |
| YAMATAKE CORPORATION Y50 | 7,700 | 201,207 |
| YAMATO HOLDINGS CO LTD NPV | 164,000 | 2,292,797 |
| YELL GROUP ORD GBP0.01 | 46,300 | 64,961 |
| YELLOW PAGES SGD0.05 | 167,000 | 84,812 |
| YIP'S CHEMICAL HOLDINGS ORD | 348,000 | 232,968 |
| YIT-YHTYMA NPV (POST | 24,255 | 610,675 |
| ZULUSPORT.COM WTS TO PUR COM | 22,253 | 0 |
| ZULUSPORTS INC | 74,179 | 0 |
| ZUMTOBEL AG NPV (BR) | 15,478 | 353,602 |
*As of June 30, 2008.
