1998-2006 MANDATES
© JLG Enterprises 1998-2009
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
*Key:
CI - collateral reinvestment; CL - clearing; CM - cash management; CO - compliance monitoring; CR - client reporting/accounting; DB - Depotbank; DS - depositary services; DW - data warehousing/management; HF - hedge fund administration; FA - fund accounting; FP - fund pricing; GC - global custody; IA - investment accounting; IO - investment operations; LO - lift-out; MA - managed account administration; MC - master trust/custody; PA - performance measurement/analysis; RE - commission recapture; RM - risk management; RR- regulatory reporting; SC - sub-custody; SL - securities lending; TA - transfer agency; TM - transition management; TP - trade processing; TS - trust services
| Location | Services* | Local Value (m) | USD Value (m) | Date | USD TOTAL | |
| ABN AMRO MELLON | ||||||
| Onderlinge | NL | GC | EUR850 | 1,025 | 01/06 | |
| Glasgow Investment Managers | UK | GC, DS | N/A | N/A | 02/06 | |
| F&C Netherlands | NL | GC, FX, CM | EUR13,000 | 15,600 | 03/06 | |
| DEPFA Group | IRE | GC, SL | EUR115,000 | 138,000 | 04/06 | |
| ABN AMRO Global Liquidity Fund | IRE | GC | USD4,000 | 4,000 | 05/06 | |
| Railways Pension Trustee Company | UK | GC | N/A | N/A | 05/06 | |
| Merchant Navy Officers Pension Fund | UK | GC, SL, IA, CO | GBP3,200 | 5,760 | 05/06 | |
| North Yorkshire Pension Fund | UK | GC, IA, PA | GBP1,000 | 1,800 | 07/06 | |
| Hoogovens | NL | GC, IA, RR, SL, TP, CM, DW | EUR5,000 | 6,325 | 09/06 | |
| Cambridgeshire County Council Pension Fund | UK | GC, IA, SL | GBP1,200 | 2,280 | 11/06 | |
| 2006 TOTAL | 174,790 | |||||
| Derbyshire County Council | UK | GC | GBP1,450 | 2,755 | 03/05 | |
| GlaxoSmithKline Pension Scheme | UK | GC, PA | EUR6,000 | 7,145 | 10/05 | |
| 2005 TOTAL | 9,900 | |||||
| Avon Pension Fund | UK | N/A | N/A | 01/04 | ||
| Kvaerner | UK | EUR1,800 | 2,160 | 03/04 | ||
| Stichting Pensioenfonds UWV | NL | EUR2,200 | 2,640 | 04/04 | ||
| Banco Desio Investment Management | IT | EUR1,000 | 1,200 | 05/04 | ||
| Lancashire County Council | UK | GBP2,400 | 4,400 | 06/04 | ||
| AP1 | SWE | EUR15,000 | 18,208 | 09/04 | ||
| 2004 TOTAL | 28,608 | |||||
| European Investment Bank | UK | N/A | N/A | 02/03 | ||
| Oxfordshire County Council | UK | GBP500 | 800 | 05/03 | ||
| Newton Fund Managers | UK | GBP5,500 | 8,800 | 07/03 | ||
| Flintshire County Council | UK | GBP450 | 720 | 08/03 | ||
| Corporation of London | UK | GBP800 | 1,280 | 12/03 | ||
| 2003 TOTAL | 11,600 | |||||
| National Treasury Management Agency | IRE | EUR8,000 | 6,720 | 03/02 | ||
| University of Manchester | UK | USD100 | 100 | 06/02 | ||
| Ascot Underwriting | UK | USD50 | 50 | 06/02 | ||
| Yorkshire Building Society | UK | EUR3,500 | 3,500 | 08/02 | ||
| Siemens | GLOB | EUR15,000 | 15,000 | 09/02 | ||
| Torfaen Pension Fund | UK | GBP700 | 1,085 | 10/02 | ||
| Gerling NCM | NL | N/A | N/A | 12/02 | ||
| 2002 TOTAL | 26,455 | |||||
| An Post | IRL | IRL1,400 |
1,600 |
01/01 | ||
| Hertfordshire County Council | UK | GBP1,400 |
2,030 |
02/01 | ||
| ABP | NL | EUR50,000 |
44,248 |
05/01 | ||
| Marconi Pension | UK | GBP2,700 |
3,900 |
09/01 | ||
| BBA Pension Fund | UK | GBP350 | 508 | 11/01 | ||
| XL Winterthur | UK | USD1,000 | 1,000 | 11/01 | ||
| 2001 TOTAL | 53,286 | |||||
| 3M | Global | USD1,500 |
1,500 |
2/00 | ||
| Clydesdale Bank | Global | USD21,000 |
21,000 |
10/00 | ||
| 2000 TOTAL | 22,500 | |||||
| BNP PARIBAS SECURITIES SERVICES | ||||||
| ENASARCO | IT | GC, IA, CO, PA, FX | EUR2,700 | 3,240 | 03/06 | |
| MAN Group | DE | GC, IA, CO | EUR500 | 600 | 03/06 | |
| Avance Advisors | ESP | GC, IO | N/A | N/A | 04/06 | |
| Istituto Nazionale di Previdenza dei Giornalisti Italiani | IT | GC, IA, CO | EUR600 | 755 | 06/06 | |
| ING | BE/LUX | FA, CO | EUR33,000 | 41,340 | 06/06 | |
| Richelieu Finance Gestion Privée | FR | TA, FA, DS, PA | EUR4,300 | 5,460 | 11/06 | |
| The Bâloise Insurance Group | EUR | GC, DS, SL, CM, FX | N/A | N/A | 12/06 | |
| MMC Asset Management | AUS | GC, FA, TA | AUD600 | 470 | 12/06 | |
| Algebra Partners | ESP | FA, FP, CO, RR, CR | N/A | N/A | 12/06 | |
| Acropole Asset Management | FR | GC, FA, CO, TA | EUR180 | 180 | 12/06 | |
| 2006 TOTAL | 52,045 | |||||
| Fondaco SGR | IT | FA, DB, GC, CM, RR | EUR700 | 900 | 01/05 | |
| IONIS | FR | GC | EUR7,200 | 9,556 | 02/05 | |
| Aberdeen Asset Management | UK | FA | N/A | N/A | 04/05 | |
| F&C | UK | GC, IA | N/A | N/A | 04/05 | |
| 2005 TOTAL | 10, 456 | |||||
| Mariner Financial | AUS | N/A | N/A | 02/04 | ||
| Aberdeen Asset Management | UK | N/D | N/D | 02/04 | ||
| Century Australia | AUS | N/A | N/A | 04/04 | ||
| RAB Capital | IRE | N/A | N/A | 05/04 | ||
| MBF | AUS | A$1,200 | 857 | 08/04 | ||
| Office of the Protective Commissioner | AUS | N/A | N/A | 10/04 | ||
| BNP Paribas Asset Management | FR | N/A | N/A | 11/04 | ||
| BNP Paribas Gestión de Inversiones | SP | N/A | N/A | 12/04 | ||
| 2004 TOTAL | 857 | |||||
| Versorgungswerk des Bundes und der Laender | GER | N/A | N/A | 06/03 | ||
| Fibanc | ESP | N/A | N/A | 07/03 | ||
| Williams de Broë | IRE | N/A | N/A | 08/03 | ||
| MIR Investment Management | AUS | N/A | N/A | 09/03 | ||
| Degussa Pensionskasse | GER | EUR2,200 | 2,200 | 09/03 | ||
| New Zealand Superannuation Fund | NZ | NZ$2,400 | 1,434 | 10/03 | ||
| Banco Guipuzcoano | ESP | N/A | N/A | 10/03 | ||
| Optimix Investment Management | AUS | AUD2,200 | 1,560 | 10/03 | ||
| 2003 TOTAL | 5,194 | |||||
| BROWN BROTHERS HARRIMAN | ||||||
| Charles Schwab Investment Management | US | GC, SL | N/A | N/A | 04/06 | |
| United States Oil Fund | US | GC, FA, TA | N/A | N/A | 04/06 | |
| Industrial and Commercial Bank of China | CHI | GC, FA | N/A | N/A | 10/06 | |
| 2006 TOTAL | ||||||
| Bjurman, Barry & Associates | US | GC, SL | N/A | N/A | 10/05 | |
| 2005 TOTAL | ||||||
| The France Growth Fund | US | $100 | 100 | 01/04 | ||
| Pension Fund of Commerce | ICE | $1,800 | 1,800 | 05/04 | ||
| Taiwan Greater China Fund | US | N/A | N/A | 10/04 | ||
| 2004 TOTAL | 1,900 | |||||
| STI Classic Funds | US | 25,000 | 25,000 | 02/03 | ||
| Touchstone Investments | US | 1,200 | 1,200 | 03/03 | ||
| Janus | US | 5,100 | 5,100 | 04/03 | ||
| Merrill Lynch Global Selects Portfolio | Global | N/A | N/A | 07/03 | ||
| Heartland Funds | US | $1,900 | 1,900 | 11/03 | ||
| 2003 TOTAL | 33,200 | |||||
| Foreign & Colonial Management | UK | N/A |
N/A |
02/01 | ||
| SEI Global Master Fund | IRE | USD1,400 |
1,400 |
07/01 | ||
| 2001 TOTAL | 1,400 | |||||
| CIBC MELLON | ||||||
| AXA Rosenberg | CAN | GC | N/A | N/A | 04/06 | |
| Balancing Pool | CAN | GC, IA | CAD500 | 444 | 06/06 | |
| 2006 TOTAL | 444 | |||||
| Manulife | CAN | C$60,000 | 49,000 | 12/04 | ||
| 2004 TOTAL | 49,000 | |||||
| Canadian Pacific Railway | CAN | CAD5,000 | 3,165 | 01/03 | ||
| Colleges of Applied Arts and Technology Pension Plan | CAN | CAD3,300 | 2,090 | 02/03 | ||
| SEI Investments Canada | CAN | CAD3,700 | 2,342 | 04/03 | ||
| Stelco | CAN | CAD2,300 | 1,456 | 04/03 | ||
| 2003 TOTAL | 9,053 | |||||
| Canadian Airlines | CAN | CAD2,600 |
1,733 |
07/01 | ||
| 2001 TOTAL | 1,733 | |||||
| CGU Group Canada | CAN | CAD4,500 |
3,103 |
2/00 | ||
| Canadian Wheat Board | CAN | N/A |
N/A |
6/00 | ||
| 2000 TOTAL | 3,103 | |||||
| CITIBANK | ||||||
| Pacific Income Advisers | US | MA | USD2,500 | 2,500 | 02/06 | |
| Dimensional Fund Advisors | US | IO | USD100,000 | 100,000 | 04/06 | |
| Legal & General Investment Management | IRE | IA | N/A | N/A | 06/06 | |
| AEGON The Netherlands | NL | GC, FA, PA, TM, CO | EUR40,000 | 51,200 | 09/06 | |
| National Council for Social Security Fund | CHI | GC | N/A | N/A | 10/06 | |
| Prudential | ASIA | GC, FA, SL | N/A | N/A | 11/06 | |
| 2006 TOTAL | 153,700 | |||||
| arsago | DE | DB | N/A | N/A | 01/05 | |
| Vontobel Asset Management | US | IO | N/A | N/A | 04/05 | |
| Man Investments | UK | GC | USD7,800 | 7,800 | 06/05 | |
| Janus Capital Group | US | MA | N/A | N/A | 10/05 | |
| Lothian Pension Fund | UK | GC, SL | GBP2,000 | 3,600 | 11/05 | |
| Winterthur Life UK | UK | GC, FA | N/A | N/A | 11/05 | |
| 2005 TOTAL | 11,400 | |||||
| Standard Life Investments | UK | GBP60,000 | 107,000 | 05/04 | ||
| 2004 TOTAL | 107,000 | |||||
| Colonial First State | AUS | US$45,000 | 45,000 | 06/03 | ||
| FHLBank System | US | US$300,000 | 300,000 | 08/03 | ||
| Korea Securities Depository | KOR | N/A | N/A | 10/03 | ||
| Standard Life Investments | UK | N/A | N/A | 11/03 | ||
| 2003 TOTAL | 345,000 | |||||
| AXA Investment Managers | LUX | EUR2,800 | 2,600 | 6/02 | ||
| Pioneer Global Asset Management | LUX | US$30,000 | 30,000 | 07/02 | ||
| Britannic | UK | US$13,000 | 13,000 | 09/02 | ||
| 2002 TOTAL | 45,600 | |||||
| INVESCO | UK | GBP5,000 |
7,250 |
7/01 | ||
| 2001 TOTAL | 7,250 | |||||
| Credit Suisse Asset Management | UK | GBP1,300 |
2,080 |
4/00 | ||
| DG Bank | UK | GBP1,500 |
2,400 |
5/00 | ||
| Robeco | NETH | EUR35,000 |
30,000 |
9/00 | ||
| Prudential Assurance | MAL | N/A |
N/A |
9/00 | ||
| Gartmore | LUX | N/A |
N/A |
10/00 | ||
| 2000 TOTAL | 34,480 | |||||
| Fidelity Investments | US | USD35,000 |
35,000 |
3/99 | ||
| 1999 TOTAL | 35,000 | |||||
| DEUTSCHE BANK | ||||||
| Hanson Industrial Pension Scheme | UK | GBP950 | 1,378 | 02/02 | ||
| Cambridgeshire CC Pension Scheme | UK | EUR1,500 | 1,305 | 02/02 | ||
| 2002 TOTAL | 2,683 | |||||
| Flintshire County Council | UK | GBP556 |
806 |
6/01 | ||
| Royal London Unit Trust Managers | UK | GBP2,350 |
3,290 |
6/01 | ||
| Cumbria County Council Pension Fund | UK | GBP750 | 1,088 | 10/01 | ||
| 2001 TOTAL | 5,184 | |||||
| HSBC | ||||||
| Legal & General | UK | GC | GBP21,000 | 37,000 | 01/06 | |
| Jupiter | UK | FA | GBP10,000 | 17,500 | 02/06 | |
| Royal & SunAlliance | UK | IA, RR | GBP5,000 | 8,750 | 05/06 | |
| Karstadt Hypothekenbank | DE | GC, DB | EUR400 | 511 | 05/06 | |
| Royal London Asset Management | UK | GC, SL, IA | USD40,000 | 40,000 | 05/06 | |
| Continental AG | DE | GC | EUR300 | 380 | 11/06 | |
| 2006 TOTAL | 104,141 | |||||
| Origin Asset Management | UK | GC, IO | N/A | N/A | 07/05 | |
| M&S Money | UK | IA | N/A | N/A | 07/05 | |
| 2005 TOTAL | ||||||
| The Co-operative Insurance Society Employees Pension Scheme | UK | GBP1,000 | 1,750 | 04/04 | ||
| HSBC Asset Management | UK | N/A | N/A | 10/04 | ||
| 2004 TOTAL | 1,750 | |||||
| Banco Urquijo | UK | GBP100 | 160 | 01/00 | ||
| Shell Trust (Bermuda) Limited | UK | GBP1,200 | 1,920 | 01/00 | ||
| Unibank | UK | GBP1,250 | 2,000 | 03/00 | ||
| Marks and Spencer | UK | GBP1,400 | 2,240 | 04/00 | ||
| Mitsui Trust Int | UK | GBP687 | 1,100 | 04/00 | ||
| Unicredito Italiano | UK | GBP600 | 960 | 04/00 | ||
| Swiss Life | UK | GBP2,000 | 3,200 | 05/00 | ||
| Forester Life | UK | GBP370 | 518 | 09/00 | ||
| Gartmore Fund Managers | UK | GBP10,000 | 14,500 | 10/00 | ||
| 2000 TOTAL | 26,598 | |||||
| John Laing Supplementary Pension Scheme | UK | GBP15 | 24 | 2/99 | ||
| London Borough of Croydon Pension Fund | UK | GBP70 | 112 | 1/99 | ||
| Allied Colloids Ltd. Pension Fund | UK | GBP200 | 320 | 2/99 | ||
| CCLA Investment Managers | UK | GBP800 | 1,280 | 3/99 | ||
| Banque De Neuflize, Schlumberger, Mallet | UK | GBP100 |
160 |
4/99 |
||
| Bank Brussels Lambert | UK | GBP160 |
256 |
6/99 | ||
| Credit Suisse (Guernsey) Ltd. | UK | GBP400 |
640 |
5/99 | ||
| Banque Demachy | UK | GBP70 |
112 |
6/99 | ||
| Pinnacle Insurance plc | UK | GBP100 | 160 | 8/99 | ||
| Svenska Handelsbanken | UK | GBP200 | 320 | 9/99 | ||
| Old Mutual | UK | GBP1,100 | 1,760 | 9/99 | ||
| Post Office | UK | GBP400 | 640 | 9/99 | ||
| F van Lanschot Bankiers | UK | GBP110 | 176 | 10/99 | ||
| Derby Trust plc | UK | GBP125 | 200 | 11/99 | ||
| Shell Pensions Trust Limited | UK | GBP5,800 | 9,280 | 11/99 | ||
| 1999 TOTAL | 15,440 |
|||||
| J P MORGAN INVESTOR SERVICES (CHASE until 01/01/01) | ||||||
| Henderson Global Investors | UK | HF | USD2,000 | 2,000 | 05/06 | |
| Charles Schwab Investment Management | US | MA | N/A | N/A | 05/06 | |
| ProShares | US | GC, IA, TA | N/A | N/A | 06/06 | |
| Nordea Bank | LUX | GC | USD28,000 | 28,000 | 07/06 | |
| UJA-Federation of New York | US | GC, IA | USD800 | 800 | 07/06 | |
| Freddie Mac | US | GC, TP | USD700,000 | 700,000 | 07/06 | |
| Threadneedle Investments | UK | IO/LO | GBP73,000 | 135,000 | 08/06 | |
| Teachers' Retirement System of Oklahoma | US | GC, FA, SL, PA, CO | USD8,000 | 8,000 | 11/06 | |
| Modern Asset Management | US | MA | N/A | N/A | 12/06 | |
| Ohio Treasurer of State’s Office | US | GC | USD14,500 | 14,500 | 12/06 | |
| 2006 TOTAL | 888,300 | |||||
| Fionia Bank | DEN | SC | N/A | N/A | 02/05 | |
| Baloise Anlagestiftung fuer Personalvorsorge | SWI | GC, FA | N/A | N/A | 03/05 | |
| Old Mutual Financial Network | US | GC | $14,000 | 14,000 | 04/05 | |
| Aviva Fund Services | LUX | FA | EUR3,000 | 3,750 | 05/05 | |
| State of Georgia Office of Treasury and Fiscal Services | US | SL | N/A | N/A | 06/05 | |
| Norwegian Banks' Guarantee Fund | NOR | GC, FA, CO, PA, SL | $2,250 | 2,250 | 09/05 | |
| Gartmore Global Investments | US | MA | N/A | N/A | 10/05 | |
| Rabobank | EUR | CL | N/A | N/A | 10/05 | |
| Kiewit Investment Fund | US | GC, FA, PA, TA | N/A | N/A | 10/05 | |
| Lee Munder | US | MA | N/A | N/A | 10/05 | |
| 2005 TOTAL | 20,000 | |||||
| Hanson Industrial Pension Scheme | UK | GBP800 | 1,280 | 01/04 | ||
| Lincolnshire CC Pension Fund | UK | GBP650 | 1,170 | 02/04 | ||
| PFA Pension | DEN | $25,000 | 25,000 | 02/04 | ||
| John Hancock | US | $30,000 | 30,000 | 04/04 | ||
| Merrill Lynch Insurance Group | US | N/A | N/A | 07/04 | ||
| UBS Global Asset Management | UK | N/A | N/A | 09/04 | ||
| Cazenove Fund Management | UK | GBP7,000 | 13,300 | 12/04 | ||
| 2004 TOTAL | 70,750 | |||||
| AXA Investment Managers | DE | EUR9,000 | 9,000 | 02/03 | ||
| Babcock & Brown | AUS | N/A | N/A | 02/03 | ||
| Indiana Public Employees' Retirement Fund | US | US$8,800 | 8,800 | 03/03 | ||
| YMCA Retirement Fund | US | US$3,200 | 3,200 | 03/03 | ||
| ISIS Asset Management | UK | US$12,000 | 12,000 | 03/03 | ||
| TKP Pensioen | NETH | EUR2,100 | 2,100 | 04/03 | ||
| AXA Select Funds | UK | GBP500 | 800 | 05/03 | ||
| Host Super | AUS | A$340 | 227 | 07/03 | ||
| Gartmore Funds | US | $16,000 | 16,000 | 08/03 | ||
| Royal & SunAlliance | US | N/A | N/A | 08/03 | ||
| Quanta Capital Holdings | US | US$400 | 400 | 11/03 | ||
| Optimum Fund Trust | US | N/A | N/A | 12/03 | ||
| 2003 TOTAL | 52,527 | |||||
| Royal London UTM | UK | GBP1,900 | 2,800 | 02/02 | ||
| FIA Foundation | UK | USD200 | 200 | 04/02 | ||
| E.ON | DE | N/A | N/A | 06/02 | ||
| TIAA-CREF | US | 4,200 | 4,200 | 10/02 | ||
| Merrill Lynch Insurance Group | US | N/A | N/A | 10/02 | ||
| Dallas Police and Fire Pension System | US | 1,900 | 1,900 | 11/02 | ||
| OppenheimerFunds | US | 35,000 | 35,000 | 12/02 | ||
| TOTAL 2002 | 44,100 | |||||
| Fidelity International | UK | GBP19,000 | 28,500 | 01/01 | ||
| Prudential Staff Pension Scheme | UK | GBP4,200 | 6,090 | 09/01 | ||
| ChevronTexaco | US | USD5,000 | 5,000 | 10/01 | ||
| Government Superannuation Fund Authority | NZ | USD4,300 | 4,300 | 10/01 | ||
| 2001 TOTAL | 43,890 | |||||
| Southern Company | US | USD6,500 | 6,500 | 3/00 | ||
| Schroder Unit Trusts | UK | GBP13,000 | 20,800 | 3/00 | ||
| Tesco Pension Fund | UK | GBP1,300 | 1,950 | 5/00 | ||
| Gjensidige NOR Kapitalforvaltning | NOR | USD4,000 | 4,000 | 6/00 | ||
| Schroders | UK | GBP75,000 | 113,000 | 8/00 | ||
| BT Funds Management | AUS | AUD60,000 | 33,700 | 9/00 | ||
| BT/Post Office Pensions | UK | GBP30,000 | 45,000 | 10/00 | ||
| Exel Retirement Plan | UK | GBP1,000 | 1,500 | 10/00 | ||
| ABP | UK | GBP500 | 725 | 10/00 | ||
| Commonwealth of Virginia | USD | USD6,500 | 6,500 | 11/00 | ||
| RailPen | UK | USD10,000 | 10,000 | 11/00 | ||
| 2000 TOTAL | 243,675 | |||||
| Newton Fund Managers Ltd. | UK | GBP3,600 | 5,760 | 1/99 | ||
| Prudential Collective Investments | UK | GBP1,500 | 2,400 | 2/99 | ||
| CARIPLO | ITALY | USD3,800 |
3,800 |
5/99 | ||
| Granada Pension Fund | UK | GBP1,200 |
1,920 |
6/99 | ||
| Schroder Investment Management | LUX | USD4,500 |
4,500 |
6/99 | ||
| Investec Guinness Flight | Ireland | USD1,000 |
1,000 |
8/99 | ||
| London Regional Transport | UK | GBP3,500 |
5,425 |
8/99 | ||
| 1999 TOTAL | 24,805 |
|||||
| KAS BANK | ||||||
| Grafische Bedrijfsfondsen | NL | IO | EUR10,000 | 12,670 | 09/06 | |
| 2006 TOTAL | 12,670 | |||||
| Mowlem Pensions Fund | UK | GC, IA | GBP60 | 114 | 01/05 | |
| Wegener Pension Fund | NL | GC, IA, PA, CM | EUR635 | 830 | 03/05 | |
| TNO | NL | IA | EUR1,500 | 1,950 | 03/05 | |
| Stena Line (UK) Pension Scheme | UK | GC | GBP30 | 57 | 05/05 | |
| BHP UK Pension Plan | UK | GC, FA | GBP30 | 57 | 07/05 | |
| Nuffield Hospitals Pension Scheme | UK | GC, FA | N/A | N/A | 09/05 | |
| Heron Pension Scheme | UK | GC, FA | N/A | N/A | 09/05 | |
| Pensioenfonds Predikanten | NL | GC, PA, IA | EUR850 | 1,040 | 09/05 | |
| Volkswagen Group Pension Scheme | UK | GC, FA | GBP51 | 89 | 10/05 | |
| Stichting Pensioenfonds De Eendragt | NL | GC | EUR800 | 950 | 12/05 | |
| 2005 TOTAL | 5,060 | |||||
| Cheviot Trust | UK | GBP223 | 390 | 05/04 | ||
| 2004 TOTAL | 390 | |||||
| NCM UK Pension Scheme | UK | 40 | 64 | 05/03 | ||
| Bank Insinger de Beaufort | NL | N/A | N/A | 05/03 | ||
| AEGON Asset Management | NL | N/A | N/A | 12/03 | ||
| 2003 TOTAL | 64 | |||||
| Norwest Holst Pension Scheme | UK | GBP145 | 210 | 12/01 | ||
| 2001 TOTAL | 210 | |||||
| MELLON | ||||||
| San Diego County Employees Retirement Association | US | GC, PA, SL, CM, FX | 6,900 | 6,900 | 01/06 | |
| Provident Investment Counsel | US | IO, PA, CM, CR | 5,000 | 5,000 | 02/06 | |
| Evercore Asset Management | US | TP, CR, PA | N/A | N/A | 02/06 | |
| FRS Investment Plan | US | GC, PA | USD1,800 | 1,800 | 02/06 | |
| ClariVest | US | IO | N/A | N/A | 04/06 | |
| ABN AMRO Global Liquidity Fund | IRE | TS, IA | USD4,000 | 4,000 | 05/06 | |
| Carleton College | US | GC, SL, PA | N/A | N/A | 05/06 | |
| College of the Holy Cross | US | GC, SL, PA | N/A | N/A | 05/06 | |
| George Washington University | US | GC, SL, PA | N/A | N/A | 05/06 | |
| Trinity College | US | GC, SL, PA | N/A | N/A | 05/06 | |
| Makena Capital | US | GC, SL, FP, FX | N/A | N/A | 06/06 | |
| Focused Investors | US | GC, IA | N/A | N/A | 09/06 | |
| California Insurance Guarantee Association | US | GC, FP | USD1,200 | 1,200 | 09/06 | |
| Standard Chartered Global Liquidity Fund | IRE | GC, FA, TS | USD1,130 | 1,130 | 09/06 | |
| River and Mercantile Asset Management | UK | GC, DS, TA, FA, PA | N/A | N/A | 11/06 | |
| 2006 TOTAL | 20,030 | |||||
| Golden LEAF Foundation | US | GC, IA, PA | $400 | 400 | 03/05 | |
| Copper Rock Capital Partners | US | IA, TP | N/A | N/A | 05/05 | |
| Clover Capital Management | US | MA | N/A | N/A | 05/05 | |
| Standard Life Investments | IRE | GC, FA, TS | $11,000 | 11,000 | 06/05 | |
| Stephens Investment Management | US | TP, CR, CM, PA, FP | N/A | N/A | 07/05 | |
| State Board of Administration of Florida | US | GC, SL, PA | $113,000 | 113,000 | 08/05 | |
| Louisiana State Employees Retirement System | US | GC, SL, PA | $7,000 | 7,000 | 08/05 | |
| 2005 TOTAL | 131,400 | |||||
| Kvaerner | US | N/A | N/A | 03/04 | ||
| Hotchkis and Wiley Capital Management | US | N/A | N/A | 05/04 | ||
| AEGON Asset Management UK | UK | N/A | N/A | 06/04 | ||
| Texas Permanent School Fund | US | $19,500 | 19,500 | 06/04 | ||
| TIAA-CREF | US | N/A | N/A | 07/04 | ||
| Old Mutual Investment Partners | US | N/A | N/A | 07/04 | ||
| F&C Asset Management | UK | N/A | N/A | 11/04 | ||
| 2004 TOTAL | 19,500 | |||||
| Washington University | US | N/A | N/A | 03/03 | ||
| LICR | US | 925 | 925 | 05/03 | ||
| Minnesota Mutual | US | $7,100 | 7,100 | 08/03 | ||
| Teachers' Retirement System of Louisiana | US | $11,000 | 11,000 | 09/03 | ||
| F&C Management | UK | EUR60,000 | 69,000 | 11/03 | ||
| 2003 TOTAL | 88,025 | |||||
| Rohm & Haas Pension Plan | US | 1,700 | 1,700 | 03/02 | ||
| Nature Conservancy | US | 1,000 | 1,000 | 03/02 | ||
| NFL Pension Plans | US | 1,000 | 1,000 | 08/02 | ||
| School Employees Retirement System of Ohio | US | 7,000 | 7,000 | 09/02 | ||
| Arizona State Retirement System | US | 18,000 | 18,000 | 09/02 | ||
| M&S Financial Services | UK | GBP1,000 | 1,500 | 11/02 | ||
| Teachers Retirement System of NY | US | $14,000 | 14,000 | 11/02 | ||
| HVB Group | GER | N/A | N/A | 12/02 | ||
| 2002 TOTAL | 44,200 | |||||
| MOSERS | US | 5,500 |
5,500 |
3/01 | ||
| Baltimore County | US | 2,000 |
2,000 |
7/01 | ||
| Commonwealth of Virginia | US | 37,000 |
37,000 |
8/01 | ||
| Direct Line | UK | N/A | N/A | 12/01 | ||
| 2001 TOTAL | 44,500 | |||||
| Duke University | US | USD4,200 |
4,200 |
5/00 | ||
| Virginia Tech Foundation | US | USD370 |
370 |
6/00 | ||
| The Music Center Foundation | US | USD100 |
100 |
8/00 | ||
| Verizon | US | USD17,000 |
17,000 |
11/00 | ||
| TCW | US | USD85,000 |
85,000 |
12/00 | ||
| 2000 TOTAL | 106,670 | |||||
| Pension Reserves Investment Management Board | US | USD25,000 |
25,000 |
4/99 | ||
| Bank of Scotland | UK | N/A |
N/A |
5/99 | ||
| 1999 TOTAL | 25,000 | |||||
| MERITANORDBANKEN | ||||||
| National Swedish Pension Fund | SWE | SEK20,000 |
2,300 |
6/00 | ||
| 2000 TOTAL | 2,300 | |||||
| NATIONAL CUSTODIAN SERVICES (formerly Clydesdale Bank) | ||||||
| M&G | UK | N/A | N/A | 01/03 | ||
| Royal Borough of Kingston upon Thames | UK | GBP160 | 256 | 02/03 | ||
| Sabre Insurance | UK | GBP155 | 240 | 03/03 | ||
| Castlefield Investments | UK | GBP25 | 35 | 04/03 | ||
| The Share Centre | UK | N/A | N/A | 10/03 | ||
| 2003 TOTAL | 531 | |||||
| Brown Brothers Harriman/Mellon Trust | UK | AUD100,000 |
56,000 |
9/00 | ||
| 2000 TOTAL | 56,000 | |||||
| NORTHERN TRUST | ||||||
| The Federated City Employees' Retirement System of San Jose, California | US | GC, SL, PA, RM | USD1,600 | 1,600 | 01/06 | |
| Charities Aid Foundation | UK | GC, FA, TA | GBP430 | 750 | 02/06 | |
| Reader's Digest Association Retirement Plan | US | GC, SL, PA | USD670 | 670 | 02/06 | |
| Vervoer | NL | GC, CO, PA, RE, SL | EUR7,500 | 9,000 | 03/06 | |
| Pzena Investment Management | US | GC, FA | N/A | N/A | 03/06 | |
| Prince Street Capital Management | US | GC | USD160 | 160 | 04/06 | |
| Stichting Federatief Pensioenfonds | NL | GC, SL, PA | EUR330 | 400 | 05/06 | |
| Delaware Public Employees’ Retirement System | US | GC, CM, SL | USD6,500 | 6,500 | 05/06 | |
| Abu Dhabi Pensions & Benefits Retirement Fund | UAE | GC, PA | N/A | N/A | 09/06 | |
| National Social Security Fund | CHI | GC, CO, PA, IA | N/A | N/A | 10/06 | |
| Oslo Pensjonsforsikring | NOR | GC | NOK2,100 | 320 | 11/06 | |
| John A Hartford Foundation | US | GC, PA, CM | USD655 | 655 | 12/06 | |
| 2006 TOTAL | 20,055 | |||||
| KBL Investment Funds | UK | FA, GC | GBP325 | 618 | 01/05 | |
| Iowa Sate Bank | US | GC, TS, IA | $450 | 450 | 01/05 | |
| Insight Investment | UK | TP, IO, PA | GBP75,000 | 142,500 | 02/05 | |
| Grand River Hospital Fund | CAN | GC, TS | CAD232 | 193 | 03/05 | |
| Hiram Walker Canadian Retirement Fund | CAN | GC | CAD238 | 198 | 04/05 | |
| Rensselaer Polytechnic Institute | US | GC, SL, PA | USD1,000 | 1,000 | 07/05 | |
| The Weingart Foundation | US | GC, SL | USD700 | 700 | 07/05 | |
| Hospital of Ontario Pension Plan | CAN | GC, SL, FX | CAD22,000 | 18,427 | 08/05 | |
| Swiss Capital Group | CH | GC, HF | $1,000 | 1,000 | 08/05 | |
| Julius Baer Investments Ltd | UK | IO, PA, TP | GBP2,500 | 4,500 | 08/05 | |
| Commerce Bank & Trust | US | GC, TS | $825 | 825 | 09/05 | |
| Sony UK Pension Fund | UK | GC | GBP65 | 120 | 09/05 | |
| Fourth Swedish National Pension Fund | SWE | GC | SEK138,000 | 18,000 | 09/05 | |
| Laurus Pension Fund | NL | GC, CO, PA, TM | EUR400 | 483 | 11/05 | |
| Lloyd's Superannuation Fund | UK | GC, PA | GBP365 | 627 | 11/05 | |
| Univest | UK | FC, FA | EUR2,000 | 2,377 | 12/05 | |
| 2005 TOTAL | 192,018 | |||||
| Harris Corporation | US | $2,100 | 2,100 | 01/04 | ||
| Jarislowsky, Fraser Limited | CAN | N/A | N/A | 02/04 | ||
| Founders Trust Company | US | $93 | 93 | 02/04 | ||
| MMA Praxis Mutual Funds | US | $415 | 415 | 03/04 | ||
| Lincoln Financial Group | US | $3,300 | 3,300 | 03/04 | ||
| Horizon Cash Management | US | N/A | N/A | 03/04 | ||
| Mortgage Guaranty Insurance Company | US | $5,500 | 5,500 | 04/04 | ||
| Halifax Financial Services | UK | GBP8,600 | 15,394 | 04/04 | ||
| London Borough of Lewisham | UK | GBP505 | 924 | 06/04 | ||
| Julius Baer Investment Management | US | N/A | N/A | 06/04 | ||
| M&G | UK | GBP16,200 | 28,350 | 06/04 | ||
| Folksam | SWE | US$17,000 | 17,000 | 09/04 | ||
| City of Los Angeles Fire and Police Pension Plan | US | US$11,900 | 11,900 | 10/04 | ||
| Michigan Catholic Conference | US | N/A | N/A | 10/04 | ||
| AAA Life Insurance Company | US | US$1,100 | 1,100 | 11/04 | ||
| 2004 TOTAL | 86,076 | |||||
| Applera Corp. | US | USD487 | 487 | 01/03 | ||
| Insight Investment Management | UK | N/A | N/A | 01/03 | ||
| MeadWestvaco | US | USD4,000 | 4,000 | 02/03 | ||
| Missouri Highway & Transportation Employees’ & Highway Patrol Retirement System | US | 1,300 | 1,300 | 02/03 | ||
| Alecta | SWE | 8,000 | 8,000 | 02/03 | ||
| Royal Liver Assurance | UK | GBP2,500 | 4,000 | 02/03 | ||
| Samford University | US | US$200 | 200 | 03/03 | ||
| Catholic Health East | US | 1,200 | 1,200 | 04/03 | ||
| Indiana State Teachers’ Retirement Fund | US | US$5,600 | 5,600 | 05/03 | ||
| International Fund for Agricultural Development | US | $2,000 | 2,000 | 05/03 | ||
| ScottishPower Pension Scheme | UK | GBP1,600 | 2,560 | 06/03 | ||
| AMF Pension Fund | SWE | $9,000 | 9,000 | 06/03 | ||
| BAE SYSTEMS Pension Scheme | UK | GBP6,000 | 9,600 | 07/03 | ||
| Edna McConnell Clark Foundation | US | $600 | 600 | 08/03 | ||
| Ashmore Investment Management | IRE | $225 | 225 | 08/03 | ||
| City of Regina | CAN | C$783 | 496 | 09/03 | ||
| Fife Council Pension Fund | UK | GBP600 | 960 | 09/03 | ||
| Nationwide Building Society | UK | GBP830 | 1,328 | 09/03 | ||
| Smiths Group | UK | GBP2,000 | 3,300 | 10/03 | ||
| New Mexico State Board of Finance | US | $28,000 | 28,000 | 10/03 | ||
| City of Fresno Retirement Systems | US | $1,600 | 1,600 | 10/03 | ||
| 2003 TOTAL | 83,456 | |||||
| Tayside Superannuation Fund | UK | GBP930 | 1,349 | 01/02 | ||
| London Borough of Haringey Pension Fund | UK | GBP440 | 638 | 02/02 | ||
| PMI Pension Fund | NL | EUR13,000 | 11,310 | 03/02 | ||
| Varma-Sampo Mutual Pension Insurance Company | FIN | EUR17,000 | 14,783 | 05/02 | ||
| Highland Council Pension Fund | UK | GBP395 | 612 | 10/02 | ||
| TotalFinaElf | UK | GBP1,000 | 1,550 | 10/02 | ||
| Friess Associates | US | N/A | N/A | 11/02 | ||
| Summit Investment Partners | US | N/A | N/A | 12/02 | ||
| 2002 TOTAL | 30,242 | |||||
| Dana Canada | CAN | CAD250 |
167 |
01/01 | ||
| Republic Mortgage Insurance Company | US | USD1,000 |
1,000 |
02/01 | ||
| CCLA | UK | GBP1,200 |
1,740 |
02/01 | ||
| Kayne Anderson Rudnick Investment Management | US | N/A |
N/A |
03/01 | ||
| Equitable Life | UK | GBP17,000 |
24,650 |
07/01 | ||
| Nestlé | CH | CHF7,000 |
3,900 |
07/01 | ||
| Nobel Foundation | SWE | SEK4,000 |
400 |
07/01 | ||
| Nordea Investment Management | US | N/A | N/A | 11/01 | ||
| 2001 TOTAL | 31,857 | |||||
| Bordier & Cie | CH | USD18 |
18 |
1/00 | ||
| Molins UK Pension Fund | UK | GBP305 |
488 |
1/00 | ||
| University of Western Ontario | CAN | CAD815 |
543 |
1/00 | ||
| Norfolk County Council | UK | GBP1,100 |
1,727 |
3/00 | ||
| Thomas White | US | USD45 |
45 |
3/00 | ||
| Fennia | FIN | USD500 |
500 |
6/00 | ||
| algroup | UK | USD767 |
767 |
6/00 | ||
| Kentucky Retirement Systems | US | USD12,000 |
12,000 |
6/00 | ||
| P&O Pension Scheme | UK | GBP1,300 |
1,950 |
7/00 | ||
| Ernst & Young Retirement Benefits Plan | UK | GBP425 |
638 |
7/00 | ||
| Schlumberger Canada | CAN | CAD90 |
60 |
8/00 | ||
| Teesside Pension Fund | UK | GBP1,100 |
1,540 |
9/00 | ||
| Northamptonshire County Council | UK | GBP750 |
1,088 |
9/00 | ||
| Ciba Specialty Chemicals Pension Trust | UK | GBP500 |
710 |
12/00 | ||
| 2000 TOTAL | 22,074 | |||||
| Schlumberger | UK | GBP335 |
536 |
3/99 | ||
| ProMutual | US | USD1,300 |
1,300 |
6/99 | ||
| Baillie Gifford | US | USD20 |
20 |
6/99 | ||
| The Pensions Trust | UK | GBP1,600 |
2,560 |
7/99 | ||
| NCCI | Saudi | USD80 |
80 |
7/99 | ||
| Mitsubishi Trust | US | USD85 |
85 |
7/99 | ||
| Ulster Bank Investment Managers | UK | USD7,000 |
7,000 |
7/99 | ||
| Bradford & Marzec | US | N/A |
N/A |
8/99 |
|
|
| Shropshire County Pension Fund | UK | GBP640 |
1,024 |
8/99 | ||
| Goodyear Canada | CAN | N/A |
N/A |
8/99 | ||
| Case Corporation Canada | CAN | CAD117 |
77 |
8/99 | ||
| Toronto Transit Commission Pension Fund Society | CAN | CAD2,200 |
1,447 |
11/99 | ||
| United Biscuits Pension Fund | UK | GBP90 |
144 |
11/99 | ||
| University of North Carolina | US | USD1,000 |
1,000 |
12/99 | ||
| 1999 TOTAL | 15,273 |
|||||
| RBS TRUST BANK | ||||||
| Scottish Value Portfolio Fund | Ireland | GBP135 |
216 |
2/99 | ||
| Colonial First State Investment Managers | UK | GBP5,000 |
8,000 |
6/99 | ||
| 1999 TOTAL | 8,216 |
|||||
| RBC DEXIA INVESTOR SERVICES (ex RBC, ROYAL TRUST) | ||||||
| PKB Privatbank | SWI | GC, FA, TA, CO | N/A | N/A | 02/06 | |
| Ord Minnett | AUS | GC, IA | N/A | N/A | 03/06 | |
| Denning Pryce | AUS | GC, IA, TA | N/A | N/A | 06/06 | |
| ING Canada | CAN | GC, SL | CAD7,000 | 6,230 | 06/06 | |
| Manulife Financial | CAN | FA | CAD26,000 | 23,423 | 09/06 | |
| Goldman Sachs JBWere Asset Management | AUS | FA, TA | AUD8,000 | 6,020 | 09/06 | |
| 2006 TOTAL | 35,673 | |||||
| Old Mutual Asset Managers | UK | FA, TP | GBP3,500 | 6,650 | 02/05 | |
| Mavrix Fund Management | CAN | FP | N/A | N/A | 05/05 | |
| 2005 TOTAL | 6,650 | |||||
| Assante Asset Management | CAN | C$8,000 | 5,800 | 05/04 | ||
| Hermes Pensions Management | UK | GBP500 | 800 | 11/04 | ||
| ARC Financial Corporation | CAN | N/A | N/A | 11/04 | ||
| 2004 TOTAL | 6,300 | |||||
| JBWere Investment Management | AUS | A$3,000 | 5,000 | 03/03 | ||
| City of Saskatoon | CAN | C$600 | 446 | 06/03 | ||
| CI Mutual Funds | CAN | C$2,200 | 1,630 | 11/03 | ||
| Winnipeg Foundation | CAN | C$300 | 222 | 11/03 | ||
| Legg Mason Canada | CAN | C$5,000 | 3,704 | 12/03 | ||
| 2003 TOTAL | 11,002 | |||||
| Edinburgh Fund Managers | UK | USD2,750 | 2,750 | 02/02 | ||
| CI Mutual Funds | CAN | N/A | N/A | 10/02 | ||
| Sun Life of Canada | CAN | N/A | N/A | 11/02 | ||
| 2002 TOTAL | 2,750 | |||||
| CI Mutual Funds | CAN | CAD23,000 |
15,333 |
4/01 | ||
| ING Funds | CAN | CAD300 |
200 |
4/01 | ||
| Sigma Finance Corp. | CAN | CAD50,000 |
33,000 |
8/01 | ||
| Bombardier | CAN | CAD2,800 |
1,854 |
8/01 | ||
| Comerica | US | CAD1,000 |
662 |
8/01 | ||
| 2001 TOTAL | 51,049 | |||||
| SEI INVESTMENTS | ||||||
| Kinetics Advisers | US | IA | N/A | N/A | 12/05 | |
| 2005 TOTAL | ||||||
| Harris Private Bank | US | N/A | N/A | 12/04 | ||
| 2004 TOTAL | ||||||
| SOCIETE GENERALE | ||||||
| ING | UK | TP | N/A | N/A | 02/05 | |
| Nouveau Régime de Retraite Complémentaire Obligatoire | FR | GC | N/A | N/A | 09/05 | |
| 2005 TOTAL | ||||||
| Generali | FR | EUR8,000 | 8,000 | 05/03 | ||
| 2003 TOTAL | 8,000 | |||||
| STATE STREET | ||||||
| John Hancock | US | GC, SL, FA | USD15,000 | 15,000 | 01/06 | |
| Hartford Life Ltd | UK | FA, FP | N/A | N/A | 02/06 | |
| The Hoover (1987) Pension Scheme | UK | GC, CO | GBP230 | 400 | 02/06 | |
| Milk Pension Fund | UK | GC | GBP280 | 487 | 02/06 | |
| Dumfries & Galloway Council Pension Fund | UK | GC | GBP80 | 139 | 02/06 | |
| Massey Ferguson Works Pension Trust Limited | UK | GC | GBP55 | 96 | 02/06 | |
| Procter & Gamble Ireland Pension Plan | IRE | GC, FA, PA | N/A | N/A | 02/06 | |
| AXA Investment Managers | EUR | GC, FA, TA, CO, FR | EUR20,000 | 24,000 | 03/06 | |
| Saskatchewan Teachers’ Superannuation Commission | CAN | GC, IA, SL, CO | CAD1,700 | 1,500 | 04/06 | |
| NexGen Financial | CAN | GC, FA, TA | N/A | N/A | 05/06 | |
| Calamos Investments | US | FA | USD29,800 | 29,800 | 06/06 | |
| Oxford Investment Partners | IRE | GC, FA, TA | GBP100 | 185 | 07/06 | |
| Virgin Money | UK | GC, FA, TA, FP | GBP2,600 | 4,810 | 08/06 | |
| Amlin | UK | GC, IA, PA, CO, DC | GBP2,200 | 4,164 | 09/06 | |
| CIMB | MAL | GC, FA | N/A | N/A | 09/06 | |
| IKANO Fund Management | LUX | SL | EUR3,800 | 4,826 | 09/06 | |
| Paternoster | UK | GC, SL | N/A | N/A | 10/06 | |
| TIAA-CREF | US | SL | USD190,000 | 190,000 | 10/06 | |
| Evergreen Investments | US | IO | USD150,000 | 150,000 | 10/06 | |
| ACE | EUR | SL | USD3,000 | 3,000 | 11/06 | |
| 2006 TOTAL | 428,407 | |||||
| Profuturo GNP | MEX | GC, IA | N/A | N/A | 01/05 | |
| ChevronTexaco Corp. | EUR | GC, IA, SL, PA | $2,000 | 2,000 | 01/05 | |
| Midwest Medical | US | IA | $250 | 250 | 02/05 | |
| Brandywine Asset Management | US | IA, PA, CR | N/A | N/A | 02/05 | |
| Columbia Management | US | GC, FA, RR, TA | 224,000 | 224,000 | 03/05 | |
| Merseyside Pension Fund | UK | GC, SL, CM, FX, PA | 6,000 | 6,000 | 04/05 | |
| West Sussex County Council Pension Fund | UK | GC, PA | GBP740 | 1,406 | 05/05 | |
| AMEC Staff & Executive Pension Schemes | UK | GC, IA, CM, FX | GBP950 | 1,805 | 05/05 | |
| Pension Protection Fund | UK | GC, FA, TM, CM, PA | N/A | N/A | 06/05 | |
| Den Norske Krigsforsikring | NOR | GC, IA, FX, PA, CO | USD250 | 250 | 06/05 | |
| Rhondda Cynon Taf Borough Council Superannuation Fund | UK | GC, PA | GBP350 | 630 | 08/05 | |
| London Borough of Lambeth Superannuation Fund | UK | GC, FA, RE, PA | GBP115 | 207 | 08/05 | |
| London Borough of Barking & Dagenham Superannuation Fund | UK | GC, IA, TM, PA | GBP415 | 747 | 08/05 | |
| London Borough of Waltham Forest Pension Fund | UK | GC, IA, PA | GBP240 | 432 | 08/05 | |
| Banco de Guatemala | GUA | GC, IA, PA | USD3,300 | 3,300 | 09/05 | |
| Charles Schwab Investment Management | US | GC, FA, SL | USD140,000 | 140,000 | 10/05 | |
| California State Automobile Association | US | GC, IA | USD4,000 | 4,000 | 11/05 | |
| First Eagle Funds | US | GC | USD27,000 | 27,000 | 12/05 | |
| IndependentAge | UK | GC, FA | USD220 | 220 | 12/05 | |
| 2005 TOTAL | 412,247 | |||||
| DS Smith Group Pension Scheme | UK | EUR800 | 563 | 01/04 | ||
| Aventis Pension Trust | DE | $2,300 | 2,300 | 01/04 | ||
| St James's Place | UK | N/A | N/A | 03/04 | ||
| Lufthansa | DE | N/A | N/A | 05/04 | ||
| ABN AMRO Asset Management | EUR | EUR75,000 | 89,000 | 05/04 | ||
| Deutsche Asset Management | UK | N/A | N/A | 05/04 | ||
| Investec Asset Management | UK/SA | $34,000 | 34,000 | 06/04 | ||
| Weir Group Pension Scheme | UK | GBP400 | 700 | 06/04 | ||
| Medical Protection Society | UK | GBP460 | 828 | 08/04 | ||
| Allianz Dresdner Asset Management | DE/US | $100,000 | 100,000 | 09/04 | ||
| London Borough of Havering | UK | GBP250 | 450 | 09/04 | ||
| Illinois State Board of Investment | US | $10,400 | 10,400 | 10/04 | ||
| MetLife | US | N/A | N/A | 10/04 | ||
| Clore Duffield Foundation | UK | GBP63 | 113 | 10/04 | ||
| Symetra Financial | US | $20,000 | 20,000 | 10/04 | ||
| Overseas Assurance Corp. | SING | $2,000 | 2,000 | 11/04 | ||
| Government of Singapore Investment Corp. | US/CAN | N/A | N/A | 12/04 | ||
| 2004 TOTAL | 260,354 | |||||
| Tate & Lyle Pension Scheme | UK | GBP600 | 930 | 01/03 | ||
| Swiss Life Asset Management | BEL | N/A | N/A | 01/03 | ||
| Deutsche Asset Management | DEU | €350,000 | 350,000 | 01/03 | ||
| Deutscher Ring Versicherungen | DEU | N/A | N/A | 02/03 | ||
| Ohio Public Employees Retirement System | US | N/A | N/A | 02/03 | ||
| Texas Municipal Retirement System | US | 8,000 | 8,000 | 02/03 | ||
| Schroders | UK | GBP11,000 | 17,600 | 02/03 | ||
| Phoenix Life | US | N/A | N/A | 03/03 | ||
| Aon Asset Management | IRE | GBP300 | 480 | 05/03 | ||
| Scudder Investments | US | $135,000 | 135,000 | 05/03 | ||
| Hong Kong Electric | HK | $300 | 300 | 05/03 | ||
| Retirement Systems of Alabama | US | $24,000 | 24,000 | 08/03 | ||
| Berea College | US | $700 | 700 | 09/03 | ||
| Evli Bank | FIN | N/A | N/A | 12/03 | ||
| 2003 TOTAL | 537,010 | |||||
| Met Investors Series Trust | US | USD2,500 | 2,500 | 03/02 | ||
| Credit Suisse Funds | US | N/A | N/A | 03/02 | ||
| ING Funds | US | 18,000 | 18,000 | 03/02 | ||
| Seligman | US | 25,000 | 25,000 | 06/02 | ||
| North Carolina Dept. of State Treasurer | US | 65,000 | 65,000 | 06/02 | ||
| Minnesota State Board of Investment | US | 41,000 | 41,000 | 06/02 | ||
| State of Hawaii | US | 8,000 | 8,000 | 06/02 | ||
| Second Swedish National Pension Fund | SWE | 14,000 | 14,000 | 06/02 | ||
| Nuveen Investments | US | 45,000 | 45,000 | 07/02 | ||
| Assante Asset Management | CAN | CAD4,100 | 2,595 | 07/02 | ||
| Columbia Management Group | US | 18,000 | 18,000 | 08/02 | ||
| Teacher Retirement System of Texas | US | 80,000 | 80,000 | 09/02 | ||
| Pension Fund for State Employees | ICE | N/A | N/A | 10/02 | ||
| Alberta Revenue | CAN | 22,000 | 13,925 | 10/02 | ||
| ClaringtonFunds | CAN | CAD3,000 | 1,900 | 12/02 | ||
| 2002 TOTAL | 334,920 | |||||
| Merrill Lynch Investment Managers | CAN | CAD4,700 | 3,133 | 2/01 | ||
| NYSTRS | US | USD80,000 | 80,000 | 4/01 | ||
| Philips Pensionfund | NL | EUR15,000 | 13,275 | 5/01 | ||
| ABP | Global | USD21,000 | 21,000 | 6/01 | ||
| Sverige Pensionsstiftelse | SWE | USD74 | 74 | 10/01 | ||
| ACE Asset Management | US | USD13,000 | 13,000 | 10/01 | ||
| Dallas Area Rapid Transit Authority | US | USD120 | 120 | 10/01 | ||
| Government Employees Pension Fund | SA | ZAR230,000 | 23,000 | 12/01 | ||
| 2001 TOTAL | 153,602 | |||||
| Aberdeen Asset Management | UK | USD11,500 | 11,500 | 2/00 | ||
| Royal London UTM | UK | GBP800 | 1,280 | 4/00 | ||
| PIMCO | US | TBA | TBA | 5/00 | ||
| Lazard Investment Funds | UK | GBP1,200 | 1,680 | 9/00 | ||
| Scottish Widows | UK | GBP90,000 | 135,000 | 10/00 | ||
| Liberty Financial | US | USD39,000 | 39,000 | 12/00 | ||
| 2000 TOTAL | 188,460 | |||||
| ScottishPower Pension Scheme | UK | GBP1,800 | 2,880 | 2/99 | ||
| Ontario Teachers' Pension Scheme | Canada | CAD55,000 | 36,000 | 1/99 | ||
| Aetna Life Insurance | US | USD19,000 | 19,000 | 4/99 | ||
| Bass Pension Plans | UK | GBP2,000 |
3,200 |
4/99 | ||
| Murray Johnstone | UK | GBP200 |
320 |
9/99 | ||
| Cisco Systems | US | USD9,000 |
9,000 |
10/99 | ||
| US Airways | US | USD3,600 |
3,600 |
12/99 | ||
| 1999 TOTAL | 74,000 |
|||||
| THE BANK OF NEW YORK | ||||||
| Capita Financial Group | UK | GC, TS | GBP12,000 | 21,120 | 01/06 | |
| Employees Provident Fund of Malaysia | MAL | MC | N/A | N/A | 01/06 | |
| Leeds Building Society | UK | GC | USD4,000 | 4,000 | 01/06 | |
| Schroder Investment Management | US | IO | USD3,000 | 3,000 | 04/06 | |
| State Oil Fund of Azerbaijan | AZ | GC | N/A | N/A | 05/06 | |
| WisdomTree | US | GC, IA, TA | N/A | N/A | 07/06 | |
| United Services Trustee | UK | GC | N/A | N/A | 08/06 | |
| SIGNAL IDUNA | DE | DB, SL | N/A | N/A | 08/06 | |
| State of Idaho Treasurer's Office | US | GC | USD3,000 | 3,000 | 11/06 | |
| 2006 TOTAL | 31,120 | |||||
| Abbey National Asset Management | UK | GC | GBP30,000 | 56,000 | 01/05 | |
| Natexis Banques Populaires | FR | GC | EUR80,000 | 105,000 | 01/05 | |
| ING Investment Management | EUR | TP | EUR67,000 | 87,000 | 01/05 | |
| Prudential Asset Management | Asia | GC, TA | $1,800 | 1,800 | 01/05 | |
| The Hartford Mutual Funds | US | SL, CR | N/A | N/A | 01/05 | |
| Aon Asset Management | UK | GC, FA, SL, TA | $1,500 | 1,500 | 03/05 | |
| G13 Building Societies | UK | GC | $6,000 | 6,000 | 05/05 | |
| Standard Life Investments | UK | IO | N/A | N/A | 05/05 | |
| Korea Securities Depository/National Pension Corporation | KOR | SL | N/A | N/A | 07/05 | |
| ICI Specialty Chemicals Pension Fund | UK | GC | GBP230 | 437 | 07/05 | |
| Reuters Pension Fund | UK | GC | GBP650 | 1,235 | 08/05 | |
| Bolsa de Valores de Montevideo | UR | GC | $500 | 500 | 10/05 | |
| Gottex Value Added Fund | IRE | GC, TP | $5,000 | 5,000 | 10/05 | |
| Allmerica | US | GC, SL | $8,000 | 8,000 | 10/05 | |
| AP7 | SWE | GC | $7,000 | 7,000 | 11/05 | |
| 2005 TOTAL | 279,472 | |||||
| Standard Life Investments | UK | N/A | N/A | 01/04 | ||
| ING BHF-BANK | DE | EUR34,000 | 42,500 | 01/04 | ||
| Banchile | CHI | $120 | 120 | 01/04 | ||
| City of Detroit Policemen and Firemen Retirement System | US | 3,500 | 3,500 | 02/04 | ||
| Manek Investment Management | UK | N/A | N/A | 02/04 | ||
| Britannia Building Society | UK | $6,000 | 6,000 | 02/04 | ||
| RCM Capital Management | US | N/D | N/D | 02/04 | ||
| AXIS Capital Holdings | US | N/D | N/D | 03/04 | ||
| Insight Investment | UK | GBP8,000 | 14,320 | 04/04 | ||
| Endurance Specialty Holdings | US | N/A | N/A | 04/04 | ||
| National Bank of Kazakhstan | KZ | $3,000 | 3,000 | 07/04 | ||
| Republic of Kazakhstan State Accumulation Pension Fund | KZ | N/A | N/A | 07/04 | ||
| Hamburg-Mannheimer N.V. | BEL | EUR900 | 1,110 | 07/04 | ||
| Saint Louis University | US | $535 | 535 | 08/04 | ||
| CEDEVAL | SAL | $1,000 | 1,000 | 08/04 | ||
| RCM (UK) | UK | $8,750 | 8,750 | 09/04 | ||
| Hannover Re | DE | EUR1,500 | 1,820 | 09/04 | ||
| William Blair & Co. | LUX | N/A | N/A | 10/04 | ||
| JO Hambro Capital Management | UK | N/A | N/A | 11/04 | ||
| NewSmith Asset Management | IRE | N/A | N/A | 12/04 | ||
| 2004 TOTAL | 82,655 | |||||
| Regions Morgan Keegan Trust | US | USD8,000 | 8,000 | 01/03 | ||
| ING Investment Management | US | USD7,000 | 7,000 | 02/03 | ||
| NuVerse Advisors LLC | US | N/A | N/A | 02/03 | ||
| Kimberly Clark | UK | GBP385 | 616 | 02/03 | ||
| Torchmark Corp. | US | N/A | N/A | 02/03 | ||
| Great Eastern Life | SING | N/A | N/A | 02/03 | ||
| GW Capital Management | US | 1,600 | 1,600 | 06/03 | ||
| ING Funds | US | 40,000 | 40,000 | 06/03 | ||
| UFCW National Pension Fund | US | USD3,000 | 3,000 | 06/03 | ||
| Everest Re | US | N/A | N/A | 07/03 | ||
| Majedie Asset Management | UK | N/A | N/A | 09/03 | ||
| ABN AMRO | US | N/A | N/A | 10/03 | ||
| State of New Jersey Department of the Treasury | US | $9,000 | 9,000 | 10/03 | ||
| Co-operative Insurance Society | UK | $4,300 | 4,300 | 10/03 | ||
| AIG Global Investment Group | US | $90,000 | 90,000 | 10/03 | ||
| Voyageur Asset Management | US | N/A | N/A | 11/03 | ||
| Banco de Credito del Peru | PER | $500 | 500 | 11/03 | ||
| Montpelier Re | US | $1,800 | 1,800 | 11/03 | ||
| Liontrust | UK | GBP1,200 | 1,980 | 12/03 | ||
| 2003 TOTAL | 167,796 | |||||
| The Colorado Trust | US | USD300 | 300 | 01/02 | ||
| AXA B Fund | BEL | N/A | N/A | 02/02 | ||
| Barclays Global Investors | UK | N/A | N/A | 03/02 | ||
| State of Tennessee | US | 25,000 | 25,000 | 04/02 | ||
| Aon International Funds | IRE | N/A | N/A | 04/02 | ||
| Labuan Reinsurance | MAL | N/A | N/A | 05/02 | ||
| Diebold Inc. | US | 300 | 300 | 05/02 | ||
| Standard Insurance | US | 2,500 | 2,500 | 05/02 | ||
| Skandia MultiManager Funds | UK | N/A | N/A | 05/02 | ||
| Belo | US | N/A | N/A | 06/02 | ||
| State of Iowa | US | 16,000 | 16,000 | 07/02 | ||
| Hansard | UK | GBP450 | 675 | 07/02 | ||
| Sherwin-Williams | US | N/A | N/A | 07/02 | ||
| The Managers Funds | US | 3,000 | 3,000 | 09/02 | ||
| ING Investment Management | EU | EUR90,000 | 88,235 | 10/02 | ||
| 2002 TOTAL | 136,010 | |||||
| Artesia | BEL | N/D |
N/D |
01/01 | ||
| First Eagle SoGen Funds | US | 2,500 |
2,500 |
02/01 | ||
| Government of Bermuda | US | N/D |
N/D |
02/01 | ||
| Harvard Management | US | 1,750 |
1,750 |
02/01 | ||
| The Parliamentary Contributory Pension Fund | UK | GBP300 |
435 |
4/01 | ||
| Reich & Tang Funds | US | USD10,000 |
10,000 |
5/01 | ||
| John Hancock Funds | US | USD26,000 |
26,000 |
5/01 | ||
| Laporte | UK | GBP300 |
420 |
6/01 | ||
| UCLA Foundation | US | USD600 |
600 |
7/01 | ||
| Lincoln National | US | USD30,000 |
43,500 |
7/01 | ||
| Borden | US | USD410 |
410 |
7/01 | ||
| Fulton Financial | US | N/A |
N/A |
9/01 | ||
| Cathay Life | TAI | N/A | N/A | 10/01 | ||
| SD Indeval | MEX | USD6,250 | 6,250 | 10/01 | ||
| Pacific Capital Funds | US | USD2,000 | 2,000 | 10/01 | ||
| Toa Re | JAP | N/A | N/A | 10/01 | ||
| Agricultural Bank of China | CHI | N/A | N/A | 12/01 | ||
| Lafayette College | US | USD450 | 450 | 12/01 | ||
| 2001 TOTAL | 94,315 | |||||
| KeyCorp | US | USD1,000 |
1,000 |
1/00 | ||
| Jackson National Life | US | USD40,000 |
40,000 |
2/00 | ||
| Washington State | US | N/A |
N/A |
2/00 | ||
| New York Life | US | N/A |
N/A |
2/00 | ||
| AmerUs | US | USD10,000 |
10,000 |
3/00 | ||
| The European Exchange-Traded Fund Company plc | UK | N/A |
N/A |
4/00 | ||
| Public Employee’s Retirement System of Nevada | US | USD12,600 |
12,600 |
4/00 | ||
| Pacific Century Trust | US | USD14,000 |
14,000 |
4/00 | ||
| Washington State | US | USD6,000 |
6,000 |
7/00 | ||
| Julius Baer | UK | N/A |
N/A |
9/00 | ||
| Coutts Group | UK | USD5,000 |
5,000 |
9/00 | ||
| MBIA | US | USD24,000 |
24,000 |
9/00 | ||
| Diageo Pension Scheme | UK | GBP3,600 |
5,220 |
11/00 | ||
| AMCORE | US | USD5,100 |
5,100 |
11/00 | ||
| 2000 TOTAL | 122,920 | |||||
| JP Morgan | Global | USD321,000 |
321,000 |
4/99 | ||
| ING America Insurance Holdings | US | USD22,000 |
22,000 |
4/99 | ||
| Schroder Investment Management | UK | USD4,000 |
4,000 |
4/99 | ||
| American Express Financial Advisors | US | USD6,300 |
6,300 |
5/99 | ||
| Abbey National Treasury Services | UK | N/A |
N/A |
8/99 | ||
| 1999 TOTAL | 353,300 |