Purch

ZVBV ANNUAL INTL ALPHA SELECT SL SERIES PAGE: 1
USD SSGA ASOF: 31AUG09

PORTFOLIO PURCHASE REPORT
JANUARY 1, 2009 TO AUGUST 31, 2009
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ASSET ID SECURITY NAME/DESCRIPTION TRD DT STL DT FAIL DAYS BROKER_NAME STL CUR/LOC COMM_PER_SHARE
SHARES/PAR/CONTRACTS UNITS/ORIG FACE LOCAL PRICE LOCAL INTEREST LOCAL COMMISSNS LOCAL TAX/FEE/OTH LOCAL NET COST
SSELL/BTC EXCH RATE BASE PRICE BASE INTEREST BASE COMMISSNS BASE TAX/FEE/OTH BASE NET COST
LOT# CLOSING DATE LAST CLOSING DATE CONTR ID CLSNG PRICE FREE TO DIST DATE INVESTOR
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SHORT TERMS
-----------
** US DOLLAR **
8629929S5 STATE STREET CORPORATION 0.683 31DEC30 08JUN09 08JUN09 STATE STREET BANK AN USD/OTH
SHORT TERM INVESTMENT FUND
872,282.19 100.000000 0.00 0.00 0.00 872,282.19
386,485.27 100.000000 0.00 0.00 0.00 386,485.27
11JUN09 11JUN09 STATE STREET BANK AN USD/OTH
6,673.15 100.000000 0.00 0.00 0.00 6,673.15
779,387.38 100.000000 0.00 0.00 0.00 779,387.38
16JUN09 STATE STREET BANK AN USD/OTH
531,513.71 100.000000 0.00 0.00 0.00 531,513.71
16JUN09 CANCEL STATE STREET BANK AN USD/OTH
-531,513.71 100.000000 0.00 0.00 0.00 -531,513.71
137,453.32 100.000000 0.00 0.00 0.00 137,453.32

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SHORT TERMS
-----------
** US DOLLAR ** (CONTINUED)
395,995.78 100.000000 0.00 0.00 0.00 395,995.78
25JUN09 STATE STREET BANK AN USD/OTH
1,179,500.01 100.000000 0.00 0.00 0.00 1,179,500.01
25JUN09 CANCEL STATE STREET BANK AN USD/OTH
-1,179,500.01 100.000000 0.00 0.00 0.00 -1,179,500.01
1,233,444.32 100.000000 0.00 0.00 0.00 1,233,444.32
734,732.63 100.000000 0.00 0.00 0.00 734,732.63
02JUL09 02JUL09 STATE STREET BANK AN USD/OTH
250,140.23 100.000000 0.00 0.00 0.00 250,140.23
27,790.51 100.000000 0.00 0.00 0.00 27,790.51

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SHORT TERMS
-----------
8629929S5 STATE STREET CORPORATION 1.000 31DEC30 07JUL09 07JUL09 STATE STREET BANK AN USD/OTH
490,262.13 100.000000 0.00 0.00 0.00 490,262.13
108,715.99 100.000000 0.00 0.00 0.00 108,715.99
534,290.03 100.000000 0.00 0.00 0.00 534,290.03
221,623.91 100.000000 0.00 0.00 0.00 221,623.91
432,425.48 100.000000 0.00 0.00 0.00 432,425.48
569,590.37 100.000000 0.00 0.00 0.00 569,590.37
23JUL09 STATE STREET BANK AN USD/OTH
33,009.44 100.000000 0.00 0.00 0.00 33,009.44

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-----------------------------------------------------------------------------------------------------------------------------------
SHORT TERMS
-----------
8629929S5 STATE STREET CORPORATION 1.000 31DEC30 23JUL09 CANCEL STATE STREET BANK AN USD/OTH
-33,009.44 100.000000 0.00 0.00 0.00 -33,009.44
740,945.72 100.000000 0.00 0.00 0.00 740,945.72
-- ASSET TOTALS --
7,049,956.22 0.00 0.00 0.00 7,049,956.22
8629929S5 STATE STREET CORPORATION 0.528 31DEC30 30JUL09 30JUL09 FIRST PENN CO USD/OTH
335,278.45 100.000000 0.00 0.00 0.00 335,278.45
8629929S5 STATE STREET CORPORATION 1.000 31DEC30 31JUL09 STATE STREET BANK AN USD/OTH
926,874.31 100.000000 0.00 0.00 0.00 926,874.31
31JUL09 CANCEL STATE STREET BANK AN USD/OTH
-926,874.31 100.000000 0.00 0.00 0.00 -926,874.31
1,060,642.16 100.000000 0.00 0.00 0.00 1,060,642.16

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-----------------------------------------------------------------------------------------------------------------------------------
SHORT TERMS
-----------
8629929S5 STATE STREET CORPORATION 1.000 31DEC30 04AUG09 04AUG09 STATE STREET BANK AN USD/OTH
710,681.07 100.000000 0.00 0.00 0.00 710,681.07
-- ASSET TOTALS --
1,771,323.23 0.00 0.00 0.00 1,771,323.23
8629929S5 STATE STREET CORPORATION 0.480 31DEC30 04AUG09 STATE STREET BANK AN USD/CSW
710,681.08 100.000000 0.00 0.00 0.00 710,681.08
04AUG09 CANCEL STATE STREET BANK AN USD/CSW
-710,681.08 100.000000 0.00 0.00 0.00 -710,681.08
-- ASSET TOTALS --
0.00 0.00 0.00 0.00 0.00
168,819.10 100.000000 0.00 0.00 0.00 168,819.10
07AUG09 07AUG09 STATE STREET BANK AN USD/OTH
180,689.94 100.000000 0.00 0.00 0.00 180,689.94

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-----------------------------------------------------------------------------------------------------------------------------------
SHORT TERMS
-----------
965,851.44 100.000000 0.00 0.00 0.00 965,851.44
27,015.79 100.000000 0.00 0.00 0.00 27,015.79
12AUG09 STATE STREET BANK AN USD/OTH
1,687,150.01 100.000000 0.00 0.00 0.00 1,687,150.01
12AUG09 CANCEL STATE STREET BANK AN USD/OTH
-1,687,150.01 100.000000 0.00 0.00 0.00 -1,687,150.01
1,292,464.76 100.000000 0.00 0.00 0.00 1,292,464.76
317,867.67 100.000000 0.00 0.00 0.00 317,867.67
163,821.44 100.000000 0.00 0.00 0.00 163,821.44

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-----------------------------------------------------------------------------------------------------------------------------------
SHORT TERMS
-----------
8629929S5 STATE STREET CORPORATION 1.000 31DEC30 19AUG09 STATE STREET BANK AN USD/OTH
395,556.47 100.000000 0.00 0.00 0.00 395,556.47
19AUG09 CANCEL STATE STREET BANK AN USD/OTH
-395,556.47 100.000000 0.00 0.00 0.00 -395,556.47
409,328.22 100.000000 0.00 0.00 0.00 409,328.22
555,462.68 100.000000 0.00 0.00 0.00 555,462.68
232,153.04 100.000000 0.00 0.00 0.00 232,153.04
-- ASSET TOTALS --
4,313,474.08 0.00 0.00 0.00 4,313,474.08
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ASSET ID SECURITY DESCRIPTION TRD DT STL DT FAIL DAYS BROKER_NAME STL CUR/LOC COMM_PER_SHARE
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
** AUSTRALIAN DOLLAR **
B01BTX901 WESTFIELD GROUP NPV STAPLED UNIT 05JUN09 05JUN09 INTERNAL CONTRIBUTIO AUD/AU8
250,589.000 11.380000 0.00 0.00 0.00 2,851,702.82
1.249063 9.110829 0.00 0.00 0.00 2,283,073.65
606660009 AMCOR LIMITED NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO AUD/AU8

666,179.000 4.980000 0.00 0.00 0.00 3,317,571.42
1.249063 3.986989 0.00 0.00 0.00 2,656,048.11
607614005 WESTPAC BKG CORP NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO AUD/AU8
389,773.000 19.230000 0.00 0.00 0.00 7,495,334.79
1.249063 15.395540 0.00 0.00 0.00 6,000,766.01
618041909 COMPUTERSHARE REG NPV(POST REC) 05JUN09 05JUN09 INTERNAL CONTRIBUTIO AUD/AU8
130,545.000 9.050000 0.00 0.00 0.00 1,181,432.25
1.249063 7.245431 0.00 0.00 0.00 945,854.81
621503002 CMNWLTH BK OF AUST NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO AUD/AU8

198,581.000 36.510000 0.00 0.00 0.00 7,250,192.31
1.249063 29.229911 0.00 0.00 0.00 5,804,504.90
621867902 BORAL LIMITED NEW NPV 10JUN09 15JUN09 UBS SECURITIES ASIA AUD/AU8
271,391.000 4.485300 0.00 1,217.27 0.00 1,218,487.32
1.243085 3.608201 0.00 979.23 0.00 980,212.39
20JUL09 23JUL09 UBS SECURITIES ASIA AUD/AU8

76,783.000 4.520400 0.00 347.09 0.00 347,436.96
1.232210 3.668531 0.00 281.68 0.00 281,962.46

96,465.000 4.703000 0.00 453.67 0.00 454,128.57
1.226618 3.834120 0.00 369.85 0.00 370,228.20
-- ASSET TOTALS --
444,639.000 0.00 2,018.03 0.00 2,020,052.85
0.00 1,630.76 0.00 1,632,403.05
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EQUITY
------
** AUSTRALIAN DOLLAR ** (CONTINUED)
651859902 LIHIR GOLD LTD PGK0.10 05JUN09 05JUN09 INTERNAL CONTRIBUTIO AUD/AU8
655,024.000 3.130000 0.00 0.00 0.00 2,050,225.12
1.249063 2.505878 0.00 0.00 0.00 1,641,410.50
663710002 NEWCREST MINING NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO AUD/AU8

126,760.000 32.740000 0.00 0.00 0.00 4,150,122.40
1.249063 26.211648 0.00 0.00 0.00 3,322,588.53
667304901 INCITEC PIVOT NPV 15JUN09 18JUN09 GOLDMAN SACHS + CO AUD/AU8

299,905.000 2.819700 0.00 845.64 0.00 846,487.77
1.257071 2.243071 0.00 672.71 0.00 673,381.03
16JUN09 19JUN09 JPMORGAN SECURITIES( AUD/AU8

349,924.000 2.709700 0.00 948.19 0.00 949,137.25
1.249375 2.168844 0.00 758.93 0.00 759,689.64
-- ASSET TOTALS --
649,829.000 0.00 1,793.83 0.00 1,795,625.02
0.00 1,431.64 0.00 1,433,070.67
671034908 QANTAS AIRWAYS NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO AUD/AU8

1,124,848.000 2.190000 0.00 0.00 0.00 2,463,417.12
1.249063 1.753314 0.00 0.00 0.00 1,972,212.07

202,865.000 2.095600 0.00 425.12 0.00 425,549.01
1.232210 1.700684 0.00 345.01 0.00 345,354.29

175,274.000 2.104000 0.00 368.78 0.00 369,145.28
1.226618 1.715285 0.00 300.65 0.00 300,945.59
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-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
** AUSTRALIAN DOLLAR ** (CONTINUED)
671034908 QANTAS AIRWAYS NPV 25AUG09 28AUG09 CREDIT SUISSE SECURI AUD/AU8
393,288.000 2.628300 0.00 2,067.36 0.00 1,035,746.21
1.192037 2.204881 0.00 1,734.31 0.00 868,887.64
-- ASSET TOTALS --
1,896,275.000 0.00 2,861.26 0.00 4,293,857.62
0.00 2,379.97 0.00 3,487,399.59
685085003 STOCKLAND REIT 05JUN09 05JUN09 INTERNAL CONTRIBUTIO AUD/AU8

755,664.000 3.150000 0.00 0.00 0.00 2,380,341.60
1.249063 2.521890 0.00 0.00 0.00 1,905,701.79
698123908 WOOLWORTHS LTD NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO AUD/AU8

153,277.000 26.300000 0.00 0.00 0.00 4,031,185.10
1.249063 21.055783 0.00 0.00 0.00 3,227,367.31
929FAL909 AMCOR LIMITED NON R RTS EXP10SEP09 17AUG09 24AUG09 3 RIGHTS ISSUE (NON CA AUD/AU8
296,079.000 0.000000 0.00 0.00 0.00 0.00
1.218546 0.000000 0.00 0.00 0.00 0.00
** SWISS FRANC **
B01463908 SYNTHES INC CHF0.001(POST SU 05JUN09 05JUN09 INTERNAL CONTRIBUTIO CHF/CH1

19,068.000 109.700000 0.00 0.00 0.00 2,091,759.60
1.083450 101.250635 0.00 0.00 0.00 1,930,647.10
B1WGG9901 GEBERIT NEW ORD CHF0.10 05JUN09 05JUN09 INTERNAL CONTRIBUTIO CHF/CH1
10,052.000 135.000000 0.00 0.00 0.00 1,357,020.00
1.083450 124.601966 0.00 0.00 0.00 1,252,498.96
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EQUITY
------
** SWISS FRANC ** (CONTINUED)
B1WGG9901 GEBERIT NEW ORD CHF0.10 23JUL09 28JUL09 CREDIT SUISSE SECURI CHF/CH1 .07
1,148.000 141.194000 0.00 81.05 0.00 162,171.76
1.067850 132.222690 0.00 75.90 0.00 151,867.55
23JUL09 28JUL09 INVESTMENT TECHNOLOG CHF/CH1 .07

2,081.000 143.381400 0.00 149.19 0.00 298,525.88
1.067850 134.271105 0.00 139.71 0.00 279,557.88
-- ASSET TOTALS --
13,281.000 0.00 230.24 0.00 1,817,717.64
0.00 215.61 0.00 1,683,924.39
435664909 SYNGENTA AG CHF0.10 05JUN09 05JUN09 INTERNAL CONTRIBUTIO CHF/CH1

19,286.000 272.750000 0.00 0.00 0.00 5,260,256.50
1.083450 251.742120 0.00 0.00 0.00 4,855,098.53

50.000 260.481200 0.00 6.51 0.00 13,030.57
1.069850 243.474506 0.00 6.08 0.00 12,179.81
20JUL09 23JUL09 UBS AG CHF/CH1 .12

1,050.000 258.229705 0.00 135.57 0.00 271,276.76
1.069850 241.370010 0.00 126.72 0.00 253,565.23
-- ASSET TOTALS --
20,386.000 0.00 142.08 0.00 5,544,563.83
0.00 132.80 0.00 5,120,843.57
553397902 SWISSCOM AG CHF1 (REGD) 05JUN09 05JUN09 INTERNAL CONTRIBUTIO CHF/CH1

10,578.000 315.250000 0.00 0.00 0.00 3,334,714.50
1.083450 290.968665 0.00 0.00 0.00 3,077,866.54
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EQUITY
------
553397902 SWISSCOM AG CHF1 (REGD) 09JUL09 14JUL09 INVESTMENT TECHNOLOG CHF/CH1 .15
1,375.000 332.663600 0.00 228.71 0.00 457,641.16
1.082600 307.282099 0.00 211.26 0.00 422,724.15

19.000 332.349500 0.00 3.16 0.00 6,317.80
1.085300 306.228232 0.00 2.91 0.00 5,821.25
10JUL09 16JUL09 1 CITIGROUP GLOBAL MAR CHF/CH1 .15

1,509.000 333.246600 0.00 251.43 0.00 503,120.55
1.085300 307.054824 0.00 231.67 0.00 463,577.40
27JUL09 30JUL09 UBS AG CHF/CH1 .16

523.000 344.794400 0.00 90.16 0.00 180,417.63
1.072200 321.576572 0.00 84.09 0.00 168,268.63
-- ASSET TOTALS --
14,004.000 0.00 573.46 0.00 4,482,211.64
0.00 529.93 0.00 4,138,257.97
598381903 ZURICH FINANCIAL SERVICES AG COMMON STOCK 05JUN09 05JUN09 INTERNAL CONTRIBUTIO CHF/CH1
16,968.000 203.900000 0.00 0.00 0.00 3,459,775.20
1.083450 188.195117 0.00 0.00 0.00 3,193,294.75
711038901 ROCHE HOLDINGS AG GENUSSCHEINE NPV 25AUG09 28AUG09 UBS AG CHF/CH1 .08
14,303.000 168.564700 0.00 1,205.49 0.00 2,412,186.39
1.059250 159.135898 0.00 1,138.06 0.00 2,277,258.81
712387901 NESTLE SA CHF0.10(REGD) 05JUN09 05JUN09 INTERNAL CONTRIBUTIO CHF/CH1

327,507.000 38.780000 0.00 0.00 0.00 12,700,721.46
1.083450 35.793068 0.00 0.00 0.00 11,722,480.47
712459908 BALOISE HLDGS CHF0.1 REGD 05JUN09 05JUN09 INTERNAL CONTRIBUTIO CHF/CH1
35,308.000 88.850000 0.00 0.00 0.00 3,137,115.80
1.083450 82.006553 0.00 0.00 0.00 2,895,487.38
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EQUITY
------
717158901 CREDIT SUISSE GRP AG CHF.04 (REGD) 05JUN09 05JUN09 INTERNAL CONTRIBUTIO CHF/CH1
57,803.000 50.000000 0.00 0.00 0.00 2,890,150.00
1.083450 46.148876 0.00 0.00 0.00 2,667,543.50
08JUL09 13JUL09 CREDIT SUISSE SECURI CHF/CH1 .04

9,369.000 47.109300 0.00 441.37 0.00 441,808.40
1.090400 43.203687 0.00 404.78 0.00 405,180.12
08JUL09 13JUL09 EXANE S.A. CHF/CH1 .04

8,980.000 47.080000 0.00 422.78 0.00 423,201.18
1.090400 43.176816 0.00 387.73 0.00 388,115.54

11,088.000 47.213600 0.00 261.75 0.00 523,766.15
1.090400 43.299340 0.00 240.05 0.00 480,343.13
-- ASSET TOTALS --
87,240.000 0.00 1,125.90 0.00 4,278,925.73
0.00 1,032.56 0.00 3,941,182.29
** DANISH KRONE **
415558907 DANISCO DKK20 05JUN09 05JUN09 INTERNAL CONTRIBUTIO DKK/DK2

31,209.000 196.000000 0.00 0.00 0.00 6,116,964.00
5.316200 36.868440 0.00 0.00 0.00 1,150,627.14
465853901 NOVOZYMES AS B SHS SER B DKK10 05JUN09 05JUN09 INTERNAL CONTRIBUTIO DKK/DK2
19,041.000 425.500000 0.00 0.00 0.00 8,101,945.50
5.316200 80.038373 0.00 0.00 0.00 1,524,010.67
707752903 NOVO NORDISK AS DKK2 SER B 05JUN09 05JUN09 INTERNAL CONTRIBUTIO DKK/DK2
80,375.000 279.500000 0.00 0.00 0.00 22,464,812.50
5.316200 52.575148 0.00 0.00 0.00 4,225,727.49
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EQUITY
------
** DANISH KRONE ** (CONTINUED)
707752903 NOVO NORDISK AS DKK2 SER B 23JUL09 28JUL09 CREDIT SUISSE SECURI DKK/DK2 .03
8,202.000 301.551100 0.00 1,236.66 0.00 2,474,558.78
5.225200 57.710920 0.00 236.67 0.00 473,581.64
-- ASSET TOTALS --
88,577.000 0.00 1,236.66 0.00 24,939,371.28
0.00 236.67 0.00 4,699,309.13
BELGIUM ** EURO CURRENCY **
426211009 DELHAIZE GROUP NPV 23JUN09 26JUN09 CREDIT SUISSE SECURI EUR/BE5 .03
2,977.000 48.875401 0.00 72.75 0.00 145,574.82
0.713852 68.467135 0.00 101.91 0.00 203,928.57
23JUN09 26JUN09 MORGAN STANLEY CO IN EUR/BE5 .03

594.000 48.911400 0.00 14.53 0.00 29,067.90
0.713852 68.517564 0.00 20.35 0.00 40,719.79
23JUN09 26JUN09 INVESTMENT TECHNOLOG EUR/BE5 .03

4,215.000 48.655701 0.00 102.54 0.00 205,186.32
0.713852 68.159368 0.00 143.64 0.00 287,435.38
23JUN09 26JUN09 CITIGROUP GLOBAL MAR EUR/BE5 .03

626.000 48.973900 0.00 15.33 0.00 30,672.99
0.713852 68.605117 0.00 21.48 0.00 42,968.28
23JUN09 26JUN09 GOLDMAN SACHS INTERN EUR/BE5 .03

1,001.000 49.014895 0.00 24.54 0.00 49,088.45
0.713852 68.662545 0.00 34.38 0.00 68,765.58
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EQUITY
------
BELGIUM ** EURO CURRENCY ** (CONTINUED)
426211009 DELHAIZE GROUP NPV 23JUN09 26JUN09 UBS AG EUR/BE5 .03

3,591.000 48.845901 0.00 87.70 0.00 175,493.33
0.713852 68.425810 0.00 122.85 0.00 245,839.94
24JUN09 29JUN09 MORGAN STANLEY AND C EUR/BE5 .07

10,229.000 48.869400 0.00 499.89 0.00 500,384.98
0.712682 68.571116 0.00 701.42 0.00 702,115.36
24JUN09 29JUN09 MORGAN STANLEY CO IN EUR/BE5 .03

630.000 48.435794 0.00 15.26 0.00 30,529.81
0.712682 67.962701 0.00 21.41 0.00 42,837.91
24JUN09 29JUN09 CREDIT SUISSE SECURI EUR/BE5 .03

225.000 48.297111 0.00 5.43 0.00 10,872.28
0.712682 67.768108 0.00 7.62 0.00 15,255.44
24JUN09 29JUN09 INVESTMENT TECHNOLOG EUR/BE5 .03

67.000 48.357500 0.00 1.62 0.00 3,241.57
0.712682 67.852843 0.00 2.27 0.00 4,548.41
24JUN09 29JUN09 UBS AG EUR/BE5 .03

1,448.000 48.513000 0.00 35.12 0.00 70,281.94
0.712682 68.071033 0.00 49.28 0.00 98,616.13
24JUN09 30JUN09 1 KEMPEN + CO N.V. EUR/BE5 .07

7,824.000 48.693000 0.00 380.97 0.00 381,355.00
0.712682 68.323600 0.00 534.56 0.00 535,098.40
25JUN09 30JUN09 MORGAN STANLEY AND C EUR/BE5 .07

1,210.000 49.032702 0.00 59.33 0.00 59,388.90
0.719140 68.182415 0.00 82.50 0.00 82,583.22
23JUL09 28JUL09 EXANE S.A. EUR/BE5 .07

6,692.000 52.096999 0.00 348.63 0.00 348,981.75
0.701828 74.230437 0.00 496.75 0.00 497,246.83
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EQUITY
------
BELGIUM ** EURO CURRENCY ** (CONTINUED)
-- ASSET TOTALS --
41,329.000 0.00 1,663.64 0.00 2,040,120.04
0.00 2,340.42 0.00 2,867,959.24
GERMANY
B09DHL908 MTU AERO ENGINES I NPV (REG) 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/DE5
22,713.000 24.100000 0.00 0.00 0.00 547,383.30
0.713878 33.759270 0.00 0.00 0.00 766,774.29
10JUN09 12JUN09 UBS AG EUR/DE5 .02

5,165.000 25.861400 0.00 66.79 0.00 133,640.92
0.713954 36.222782 0.00 93.55 0.00 187,184.22
10JUN09 12JUN09 INVESTMENT TECHNOLOG EUR/DE5 .02

4,649.000 25.765001 0.00 59.89 0.00 119,841.38
0.713954 36.087761 0.00 83.88 0.00 167,855.88
-- ASSET TOTALS --
32,527.000 0.00 126.68 0.00 800,865.60
0.00 177.43 0.00 1,121,814.39
461785909 DEUTSCHE POST AG NPV REGD 24JUN09 26JUN09 MORGAN STANLEY CO IN EUR/DE5 .01
8,605.000 8.898000 0.00 38.28 0.00 76,605.57
0.712682 12.485232 0.00 53.71 0.00 107,489.13
24JUN09 26JUN09 UBS AG EUR/DE5 .01

18,520.000 8.739800 0.00 80.93 0.00 161,942.03
0.712682 12.263253 0.00 113.56 0.00 227,229.02
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EQUITY
------
GERMANY ** EURO CURRENCY ** (CONTINUED)
461785909 DEUTSCHE POST AG NPV REGD 24JUN09 26JUN09 MERRILL LYNCH INTERN EUR/DE5 .01
82.000 8.859900 0.00 0.36 0.00 726.87
0.712682 12.431772 0.00 0.51 0.00 1,019.91
24JUN09 26JUN09 INVESTMENT TECHNOLOG EUR/DE5 .01

5,039.000 8.888800 0.00 22.40 0.00 44,813.06
0.712682 12.472323 0.00 31.43 0.00 62,879.46
24JUN09 26JUN09 CITIGROUP GLOBAL MAR EUR/DE5 .01

784.000 8.845804 0.00 3.47 0.00 6,938.58
0.712682 12.411993 0.00 4.87 0.00 9,735.87
24JUN09 26JUN09 CREDIT SUISSE SECURI EUR/DE5 .01

619.000 8.864900 0.00 2.74 0.00 5,490.11
0.712682 12.438788 0.00 3.84 0.00 7,703.45
24JUN09 26JUN09 GOLDMAN SACHS INTERN EUR/DE5 .01

1,103.000 8.899102 0.00 4.91 0.00 9,820.62
0.712682 12.486778 0.00 6.89 0.00 13,779.81
24JUN09 30JUN09 4 BROWN BROTHERS HARRI EUR/DE5 .01

58,134.000 8.857400 0.00 514.92 0.00 515,431.01
0.712682 12.428264 0.00 722.51 0.00 723,227.20
25JUN09 29JUN09 EXANE S.A. EUR/DE5 .01

131,079.000 9.046400 0.00 1,185.79 0.00 1,186,978.86
0.719140 12.579470 0.00 1,648.90 0.00 1,650,553.24
26JUN09 01JUL09 1 REDBURN PARTNERS LLP EUR/DE5 .01

42,899.000 9.015500 0.00 386.76 0.00 387,142.69
0.710757 12.684363 0.00 544.15 0.00 544,690.65
-- ASSET TOTALS --
266,864.000 0.00 2,240.56 0.00 2,395,889.40
0.00 3,130.37 0.00 3,348,307.74
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
475513909 SOFTWARE AG NPV(BEARER) 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/DE5

12,208.000 46.820000 0.00 0.00 0.00 571,578.56
0.713878 65.585436 0.00 0.00 0.00 800,667.00
20JUL09 22JUL09 MORGAN STANLEY CO IN EUR/DE5 .04

32.000 49.790000 0.00 0.80 0.00 1,594.08
0.703606 70.764036 0.00 1.14 0.00 2,265.59
20JUL09 22JUL09 GOLDMAN SACHS INTERN EUR/DE5 .04

10.000 49.650000 0.00 0.25 0.00 496.75
0.703606 70.565061 0.00 0.36 0.00 706.01
20JUL09 22JUL09 CREDIT SUISSE SECURI EUR/DE5 .04

14.000 49.733600 0.00 0.35 0.00 696.62
0.703606 70.683877 0.00 0.50 0.00 990.07
20JUL09 22JUL09 UBS AG EUR/DE5 .04

3,809.000 49.683001 0.00 94.62 0.00 189,337.17
0.703606 70.611963 0.00 134.48 0.00 269,095.45
20JUL09 22JUL09 INVESTMENT TECHNOLOG EUR/DE5 .04

232.000 49.283405 0.00 5.72 0.00 11,439.47
0.703606 70.044037 0.00 8.13 0.00 16,258.35
21JUL09 24JUL09 1 UBS AG EUR/DE5 .07

4,525.000 50.504500 0.00 228.53 0.00 228,761.39
0.702914 71.850184 0.00 325.12 0.00 325,447.20

1,978.000 49.474302 0.00 97.86 0.00 97,958.03
0.703829 70.293071 0.00 139.04 0.00 139,178.74
-- ASSET TOTALS --
22,808.000 0.00 428.13 0.00 1,101,862.07
0.00 608.77 0.00 1,554,608.41
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
476896907 RWE AG (NEU) NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/DE5

84,953.000 58.520000 0.00 0.00 0.00 4,971,449.56
0.713878 81.974791 0.00 0.00 0.00 6,964,004.44

6,459.000 58.417100 0.00 188.66 0.00 377,504.71
0.703185 83.075009 0.00 268.29 0.00 536,849.78
-- ASSET TOTALS --
91,412.000 0.00 188.66 0.00 5,348,954.27
0.00 268.29 0.00 7,500,854.22
508657905 BASF SE NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/DE5

129,019.000 31.340000 0.00 0.00 0.00 4,043,455.46
0.713878 43.901059 0.00 0.00 0.00 5,664,070.70

9,200.000 32.067700 0.00 147.51 0.00 295,170.35
0.703606 45.576217 0.00 209.65 0.00 419,510.85
-- ASSET TOTALS --
138,219.000 0.00 147.51 0.00 4,338,625.81
0.00 209.65 0.00 6,083,581.55
523148906 ALLIANZ SE NPV(REGD)(VINKUL 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/DE5

40,154.000 71.060000 0.00 0.00 0.00 2,853,343.24
0.713878 99.540818 0.00 0.00 0.00 3,996,962.00
528748908 DEUTSCHE LUFTHANSA ORD NPV (REGD)(V 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/DE5
115,470.000 9.870000 0.00 0.00 0.00 1,139,688.90
0.713878 13.825892 0.00 0.00 0.00 1,596,475.73
529412900 MUENCHENER RUCKVERS AG NPV(REGD) 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/DE5

29,534.000 97.800000 0.00 0.00 0.00 2,888,425.20
0.713878 136.998199 0.00 0.00 0.00 4,046,104.80
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
572797900 SIEMENS AG NPV (REGD) 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/DE5

58,413.000 54.500000 0.00 0.00 0.00 3,183,508.50
0.713878 76.343577 0.00 0.00 0.00 4,459,457.36

11,643.000 54.222900 0.00 315.66 0.00 631,632.88
0.701828 77.259528 0.00 449.77 0.00 899,982.45
-- ASSET TOTALS --
70,056.000 0.00 315.66 0.00 3,815,141.38
0.00 449.77 0.00 5,359,439.81
575035902 DEUTSCHE BANK AG ORD NPV (REGD) 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/DE5
49,507.000 48.370000 0.00 0.00 0.00 2,394,653.59
0.713878 67.756676 0.00 0.00 0.00 3,354,429.73

7,730.000 49.249400 0.00 190.35 0.00 380,888.21
0.701828 70.173034 0.00 271.22 0.00 542,708.77
-- ASSET TOTALS --
57,237.000 0.00 190.35 0.00 2,775,541.80
0.00 271.22 0.00 3,897,138.50
584235907 DEUTSCHE TELEKOM NPV(REGD) 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/DE5

181,419.000 7.960000 0.00 0.00 0.00 1,444,095.24
0.713878 11.150365 0.00 0.00 0.00 2,022,888.00
702196908 DEUTSCHE BOERSE AG NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/DE5

23,530.000 63.190000 0.00 0.00 0.00 1,486,860.70
0.713878 88.516525 0.00 0.00 0.00 2,082,793.84
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
SPAIN ** EURO CURRENCY **
447621905 INDRA SISTEMAS SA EUR0.20 09JUL09 14JUL09 GOLDMAN SACHS INTERN EUR/ES5 .01
245.000 15.238300 0.00 1.87 0.00 3,735.25
0.715384 21.300868 0.00 2.61 0.00 5,221.32
09JUL09 14JUL09 INVESTMENT TECHNOLOG EUR/ES5 .01

8,745.000 15.394900 0.00 67.31 0.00 134,695.71
0.715384 21.519771 0.00 94.09 0.00 188,284.49
09JUL09 14JUL09 GOLDMAN SACHS INTERN EUR/ES5 .02

22,108.000 15.299500 0.00 338.24 0.00 338,579.59
0.715384 21.386416 0.00 472.81 0.00 473,283.70

4,970.000 15.229600 0.00 37.85 0.00 75,728.96
0.717283 21.232345 0.00 52.77 0.00 105,577.52
13JUL09 16JUL09 MORGAN STANLEY CO IN EUR/ES5 .01

1,676.000 15.209702 0.00 12.75 0.00 25,504.21
0.716897 21.216021 0.00 17.78 0.00 35,575.84
13JUL09 16JUL09 UBS AG EUR/ES5 .01

6,003.000 15.476500 0.00 46.45 0.00 92,951.88
0.716897 21.588178 0.00 64.79 0.00 129,658.63
14JUL09 17JUL09 J.P. MORGAN CLEARING EUR/ES5 .02

7,715.000 15.439400 0.00 83.38 0.00 119,198.35
0.717129 21.529460 0.00 116.27 0.00 166,216.05
14JUL09 17JUL09 UBS AG EUR/ES5 .01

2,844.000 15.378000 0.00 21.87 0.00 43,756.90
0.717129 21.443841 0.00 30.50 0.00 61,016.78
-- ASSET TOTALS --
54,306.000 0.00 609.72 0.00 834,150.85
0.00 851.62 0.00 1,164,834.33
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
SPAIN ** EURO CURRENCY ** (CONTINUED)
550190904 BBVA (BILB VIZ ARG) EUR0.49 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/ES5
398,982.000 8.580000 0.00 0.00 0.00 3,423,265.56
0.713878 12.018860 0.00 0.00 0.00 4,795,308.95
10AUG09 13AUG09 INVESTMENT TECHNOLOG EUR/ES5 .01

5,189.000 11.603400 0.00 30.11 0.00 60,240.15
0.706040 16.434480 0.00 42.65 0.00 85,321.16
10AUG09 13AUG09 UBS AG EUR/ES5 .01

32,106.000 11.686600 0.00 187.60 0.00 375,397.58
0.706040 16.552320 0.00 265.71 0.00 531,694.49
-- ASSET TOTALS --
436,277.000 0.00 217.71 0.00 3,858,903.29
0.00 308.36 0.00 5,412,324.60
566935904 REPSOL YPF SA EUR1 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/ES5

144,617.000 16.380000 0.00 0.00 0.00 2,368,826.46
0.713878 22.945097 0.00 0.00 0.00 3,318,251.10
570594903 BANCO SANTANDER SA EURO.50(REGD) 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/ES5

701,491.000 7.730000 0.00 0.00 0.00 5,422,525.43
0.713878 10.828181 0.00 0.00 0.00 7,595,871.33
573252905 TELEFONICA SA EUR 1 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/ES5

212,010.000 15.260000 0.00 0.00 0.00 3,235,272.60
0.713878 21.376202 0.00 0.00 0.00 4,531,968.49

6,475.000 15.702500 0.00 50.84 0.00 101,724.53
0.715384 21.949750 0.00 71.07 0.00 142,195.70
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
SPAIN ** EURO CURRENCY ** (CONTINUED)
573252905 TELEFONICA SA EUR 1 27JUL09 30JUL09 PERSHING DLJ S L EUR/ES5 .02

157,991.000 17.185800 0.00 2,715.20 0.00 2,717,916.93
0.703185 24.439941 0.00 3,861.29 0.00 3,865,152.03
-- ASSET TOTALS --
376,476.000 0.00 2,766.04 0.00 6,054,914.06
0.00 3,932.36 0.00 8,539,316.22
FINLAND
B11WFP905 KONECRANES OYJ NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FI2

46,512.000 17.190000 0.00 0.00 0.00 799,541.28
0.713878 24.079745 0.00 0.00 0.00 1,119,997.09
507267904 STORA ENSO OYJ NPV SER R 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FI2
134,756.000 4.150000 0.00 0.00 0.00 559,237.40
0.713878 5.813318 0.00 0.00 0.00 783,379.51
FRANCE
B0DJ8Q909 ALSTOM EUR7 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4

64,459.000 47.675000 0.00 0.00 0.00 3,073,082.83
0.713878 66.783120 0.00 0.00 0.00 4,304,773.13
B0M7KJ907 EUTELSAT COMMPROM EUR1 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4

88,959.000 17.995000 0.00 0.00 0.00 1,600,817.21
0.713878 25.207388 0.00 0.00 0.00 2,242,424.07
B1LB9P906 SCOR S.E. EUR7.876972 (POS 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4
50,754.000 14.945000 0.00 0.00 0.00 758,518.53
0.713878 20.934950 0.00 0.00 0.00 1,062,532.44
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
FRANCE ** EURO CURRENCY ** (CONTINUED)
B1L3CS904 UBISOFT ENTERTAIN POST RECONSTRUCT 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4
30,641.000 15.590000 0.00 0.00 0.00 477,693.19
0.713878 21.838465 0.00 0.00 0.00 669,152.42
B15C55900 TOTAL SA EUR2.5 (POSTDIVI 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4

188,538.000 41.595000 0.00 0.00 0.00 7,842,238.11
0.713878 58.266258 0.00 0.00 0.00 10,985,403.82
401225909 EADS(EURO AERO DEF EUR1 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4
86,200.000 11.695000 0.00 0.00 0.00 1,008,109.00
0.713878 16.382351 0.00 0.00 0.00 1,412,158.66
15JUN09 18JUN09 CITIGROUP GLOBAL MAR EUR/FR4 .01

1,265.000 11.181900 0.00 7.07 0.00 14,152.17
0.722831 15.469591 0.00 9.78 0.00 19,578.81
15JUN09 18JUN09 UBS AG EUR/FR4 .01

5,737.000 11.215500 0.00 32.17 0.00 64,375.49
0.722831 15.516075 0.00 44.51 0.00 89,060.22
15JUN09 18JUN09 JP MORGAN SECURITIES EUR/FR4 .01

79.000 11.189241 0.00 0.44 0.00 884.39
0.722831 15.479747 0.00 0.61 0.00 1,223.51
15JUN09 18JUN09 CREDIT SUISSE SECURI EUR/FR4 .01

6,861.000 11.203400 0.00 38.43 0.00 76,904.96
0.722831 15.499335 0.00 53.17 0.00 106,394.11
-- ASSET TOTALS --
100,142.000 0.00 78.11 0.00 1,164,426.01
0.00 108.07 0.00 1,628,415.31
406141903 LVMH MOET HENNESSY LOUIS VUITTEUR0.30 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4
19,581.000 59.000000 0.00 0.00 0.00 1,155,279.00
0.713878 82.647175 0.00 0.00 0.00 1,618,314.33
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
438042905 PUBLICIS GROUPE SA EUR0.40 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4

37,079.000 21.995000 0.00 0.00 0.00 815,552.61
0.713878 30.810587 0.00 0.00 0.00 1,142,425.75
18AUG09 21AUG09 INVESTMENT TECHNOLOG EUR/FR4 .02

9.000 24.930000 0.00 0.11 0.00 224.48
0.709044 35.160018 0.00 0.16 0.00 316.60
18AUG09 21AUG09 UBS AG EUR/FR4 .02

340.000 24.927300 0.00 4.24 0.00 8,479.52
0.709044 35.156210 0.00 5.98 0.00 11,959.09
18AUG09 21AUG09 SOCIETE GENERALE LON EUR/FR4 .03

13,112.000 24.736800 0.00 324.35 0.00 324,673.27
0.709044 34.887539 0.00 457.45 0.00 457,902.85
18AUG09 21AUG09 CITIGROUP GLOBAL MAR EUR/FR4 .02

1,736.000 24.873301 0.00 21.59 0.00 43,201.64
0.709044 35.080053 0.00 30.45 0.00 60,929.42
-- ASSET TOTALS --
52,276.000 0.00 350.29 0.00 1,192,131.52
0.00 494.04 0.00 1,673,533.71
483410007 SCHNEIDER ELECTRIC EUR8 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4

30,406.000 53.240000 0.00 0.00 0.00 1,618,815.44
0.713878 74.578569 0.00 0.00 0.00 2,267,635.98
483477907 VIVENDI SA EUR5.5 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4

57,397.000 18.570000 0.00 0.00 0.00 1,065,862.29
0.713878 26.012848 0.00 0.00 0.00 1,493,059.44
517617908 FRANCE TELECOM EUR4 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4

237,211.000 15.955000 0.00 0.00 0.00 3,784,701.51
0.713878 22.349757 0.00 0.00 0.00 5,301,608.27
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
533004909 DASSAULT SYSTEMES EUR1 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4

26,264.000 32.080000 0.00 0.00 0.00 842,549.12
0.713878 44.937650 0.00 0.00 0.00 1,180,242.45
567173901 SANOFI AVENTIS EUR2 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4

109,845.000 46.120000 0.00 0.00 0.00 5,066,051.40
0.713878 64.604876 0.00 0.00 0.00 7,096,522.66
707624904 UNIBAIL RODAMCO SE EUR5 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4

5,043.000 112.795001 0.00 0.00 0.00 568,825.19
0.713878 158.003190 0.00 0.00 0.00 796,810.09
708842901 AXA EUR2.29 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4

218,311.000 14.715000 0.00 0.00 0.00 3,212,446.37
0.713878 20.612766 0.00 0.00 0.00 4,499,993.51
710352907 PEUGEOT SA EUR1 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4

129,655.000 22.505000 0.00 0.00 0.00 2,917,885.78
0.713878 31.524994 0.00 0.00 0.00 4,087,373.16

23,313.000 21.039700 0.00 245.25 0.00 490,743.78
0.697910 30.146724 0.00 351.41 0.00 703,161.98

1,110.000 21.013604 0.00 11.66 0.00 23,336.76
0.697910 30.109332 0.00 16.71 0.00 33,438.07
-- ASSET TOTALS --
154,078.000 0.00 256.91 0.00 3,431,966.32
0.00 368.12 0.00 4,823,973.21
726261902 CREDIT AGRICOLE SA EUR3 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4

83,105.000 10.775000 0.00 0.00 0.00 895,456.38
0.713878 15.093615 0.00 0.00 0.00 1,254,354.92
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
730968906 BNP PARIBAS EUR2 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/FR4

87,823.000 47.850000 0.00 0.00 0.00 4,202,330.55
0.713878 67.028260 0.00 0.00 0.00 5,886,622.85

1,612.000 54.247401 0.00 43.72 0.00 87,490.53
0.706040 76.833325 0.00 61.92 0.00 123,917.24

6,492.000 54.221500 0.00 176.00 0.00 352,181.98
0.706040 76.796640 0.00 249.28 0.00 498,813.07
-- ASSET TOTALS --
95,927.000 0.00 219.72 0.00 4,642,003.06
0.00 311.20 0.00 6,509,353.16
IRELAND
B1R9YB908 RYANAIR HLDGS ORD EUR0.00635 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/IE1
172,636.000 3.755000 0.00 0.00 0.00 648,248.18
0.713878 5.260002 0.00 0.00 0.00 908,065.78
ITALY
423244003 UNICREDIT SPA EUR0.50 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/IT4

1,145,524.000 1.987000 0.00 0.00 0.00 2,276,156.19
0.713878 2.783389 0.00 0.00 0.00 3,188,438.63
714456902 ENEL EUR1 17AUG09 20AUG09 J.P. MORGAN CLEARING EUR/IT4

210,192.000 3.878800 0.00 570.70 0.00 815,863.43
0.710656 5.458056 0.00 803.06 0.00 1,148,042.70
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
ITALY ** EURO CURRENCY ** (CONTINUED)
714456902 ENEL EUR1 17AUG09 20AUG09 UBS AG EUR/IT4

293,923.000 3.896800 0.00 572.68 0.00 1,145,931.83
0.710656 5.483384 0.00 805.85 0.00 1,612,498.64
17AUG09 20AUG09 INVESTMENT TECHNOLOG EUR/IT4

198,359.000 3.900800 0.00 386.88 0.00 774,145.67
0.710656 5.489013 0.00 544.40 0.00 1,089,339.53
17AUG09 20AUG09 CREDIT SUISSE SECURI EUR/IT4

221,446.000 3.914000 0.00 433.37 0.00 867,173.01
0.710656 5.507587 0.00 609.82 0.00 1,220,243.00
17AUG09 20AUG09 MORGAN STANLEY CO IN EUR/IT4

111,947.000 3.891900 0.00 217.84 0.00 435,904.37
0.710656 5.476489 0.00 306.53 0.00 613,383.09
-- ASSET TOTALS --
1,035,867.000 0.00 2,181.47 0.00 4,039,018.31
0.00 3,069.66 0.00 5,683,506.96
714505906 ENI EUR1 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/IT4

201,879.000 17.700000 0.00 0.00 0.00 3,573,258.30
0.713878 24.794153 0.00 0.00 0.00 5,005,418.71
15JUN09 18JUN09 UBS AG EUR/IT4 .01

20,020.000 17.820500 0.00 178.38 0.00 356,944.79
0.722831 24.653757 0.00 246.78 0.00 493,815.00
15JUN09 18JUN09 UBS AG EUR/IT4 .01

20,019.000 17.867800 0.00 178.85 0.00 357,874.34
0.722831 24.719194 0.00 247.43 0.00 495,100.98
-- ASSET TOTALS --
241,918.000 0.00 357.23 0.00 4,288,077.43
0.00 494.21 0.00 5,994,334.69
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
NETHERLANDS ** EURO CURRENCY **
B0HZL9902 KONINKLIJKE DSM NV EUR1.5 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/NL5

113,676.000 25.565000 0.00 0.00 0.00 2,906,126.94
0.713878 35.811441 0.00 0.00 0.00 4,070,901.39
B09CBL906 ROYAL DUTCH SHELL A SHS EUR0.07 (D 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/NL5
72,341.000 19.460000 0.00 0.00 0.00 1,407,755.86
0.713878 27.259560 0.00 0.00 0.00 1,971,983.81
B12T3J908 UNILEVER NV EUR0.16 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/NL5

353,538.000 17.600000 0.00 0.00 0.00 6,222,268.80
0.713878 24.654073 0.00 0.00 0.00 8,716,151.50
525260907 AHOLD (KON )NV EUR 0.30 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/NL5
331,398.000 8.463000 0.00 0.00 0.00 2,804,621.27
0.713878 11.854967 0.00 0.00 0.00 3,928,712.29
715418901 ING GROEP NV CVA EUR0.24 05JUN09 05JUN09 INTERNAL CONTRIBUTIO EUR/NL5
245,904.000 7.881000 0.00 0.00 0.00 1,937,969.42
0.713878 11.039701 0.00 0.00 0.00 2,714,706.74
25AUG09 28AUG09 UBS AG EUR/NL5 .01

38,429.000 9.899200 0.00 190.21 0.00 380,606.57
0.697910 14.184064 0.00 272.54 0.00 545,351.94
-- ASSET TOTALS --
284,333.000 0.00 190.21 0.00 2,318,575.99
0.00 272.54 0.00 3,260,058.68
** POUND STERLING **
B0H2K5904 PETROFAC ORD USD0.025 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB

182,790.000 6.805000 0.00 0.00 0.00 1,243,885.95
0.624571 10.895479 0.00 0.00 0.00 1,991,584.54
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
** POUND STERLING ** (CONTINUED)
B0H2K5904 PETROFAC ORD USD0.025 15JUN09 18JUN09 J.P. MORGAN CLEARING GBP/GBB .01
6,820.000 6.537521 0.00 31.21 1.00 44,618.10
0.612107 10.680357 0.00 50.99 1.63 72,892.65
15JUN09 18JUN09 INVESTMENT TECHNOLOG GBP/GBB .01

11,788.000 6.489100 0.00 38.25 1.00 76,532.76
0.612107 10.601251 0.00 62.49 1.63 125,031.67
15JUN09 18JUN09 CITIGROUP GLOBAL MAR GBP/GBB .01

747.000 6.462400 0.00 2.41 0.00 4,829.82
0.612107 10.557631 0.00 3.94 0.00 7,890.48
15JUN09 18JUN09 UBS AG GBP/GBB .01

6,009.000 6.471400 0.00 19.44 1.00 38,907.08
0.612107 10.572335 0.00 31.76 1.63 63,562.55
15JUN09 18JUN09 CREDIT SUISSE SECURI GBP/GBB .01

10,275.000 6.500500 0.00 33.40 1.00 66,827.04
0.612107 10.619875 0.00 54.57 1.63 109,175.42
15JUN09 18JUN09 MERRILL LYNCH INTERN GBP/GBB .01

60.000 6.460000 0.00 0.19 0.00 387.79
0.612107 10.553710 0.00 0.31 0.00 633.53
15JUN09 19JUN09 1 GOLDMAN SACHS INTERN GBP/GBB .01

342.000 6.474100 0.00 1.11 0.00 2,215.25
0.612107 10.576746 0.00 1.81 0.00 3,619.06
03AUG09 06AUG09 J.P. MORGAN CLEARING GBP/GBB .01

7,867.000 8.077500 0.00 44.48 1.00 63,591.17
0.590824 13.671584 0.00 75.28 1.69 107,631.33
03AUG09 06AUG09 INVESTMENT TECHNOLOG GBP/GBB .01

7,571.000 8.130000 0.00 30.78 1.00 61,584.01
0.590824 13.760443 0.00 52.10 1.69 104,234.10
-----------------------------------------------------------------------------------------------------------------------------------
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EQUITY
------
B0H2K5904 PETROFAC ORD USD0.025 03AUG09 06AUG09 CITIGROUP GLOBAL MAR GBP/GBB .01
127.000 8.326300 0.00 0.53 0.00 1,057.97
0.590824 14.092691 0.00 0.90 0.00 1,790.67

18,639.000 8.364700 0.00 77.96 1.00 155,988.60
0.590824 14.157685 0.00 131.95 1.69 264,018.73
03AUG09 06AUG09 MERRILL LYNCH INTERN GBP/GBB .01

4,969.000 8.367201 0.00 20.79 1.00 41,598.41
0.590824 14.161918 0.00 35.19 1.69 70,407.45
03AUG09 06AUG09 CREDIT SUISSE SECURI GBP/GBB .01

8,574.000 8.376400 0.00 35.91 1.00 71,856.16
0.590824 14.177488 0.00 60.78 1.69 121,620.25
03AUG09 06AUG09 UBS AG GBP/GBB .01

784.000 7.843495 0.00 3.07 0.00 6,152.37
0.590824 13.275519 0.00 5.20 0.00 10,413.20

5,725.000 8.354800 0.00 23.92 1.00 47,856.15
0.590824 14.140929 0.00 40.49 1.69 80,998.99
04AUG09 07AUG09 CITIGROUP GLOBAL MAR GBP/GBB .01

3,644.000 8.156600 0.00 14.86 1.00 29,738.51
0.591576 13.787916 0.00 25.12 1.69 50,269.97

764.000 8.170105 0.00 3.12 0.00 6,245.08
0.591576 13.810745 0.00 5.27 0.00 10,556.68

3,148.000 8.162999 0.00 12.85 1.00 25,710.97
0.591576 13.798733 0.00 21.72 1.69 43,461.82
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EQUITY
------
B0H2K5904 PETROFAC ORD USD0.025 04AUG09 07AUG09 CREDIT SUISSE SECURI GBP/GBB .01
1,229.000 8.141500 0.00 5.00 1.00 10,011.90
0.591576 13.762391 0.00 8.45 1.69 16,924.11

786.000 8.141200 0.00 3.20 0.00 6,402.18
0.591576 13.761884 0.00 5.41 0.00 10,822.24

298.000 8.190200 0.00 1.22 0.00 2,441.90
0.589466 13.894270 0.00 2.07 0.00 4,142.56

11,789.000 8.176300 0.00 48.20 1.00 96,439.60
0.589466 13.870690 0.00 81.77 1.70 163,605.03

7,139.000 8.130000 0.00 58.04 1.00 58,099.11
0.595167 13.660032 0.00 97.52 1.68 97,618.16

510.000 8.099200 0.00 4.13 0.00 4,134.72
0.599610 13.507447 0.00 6.89 0.00 6,895.68
11AUG09 14AUG09 EXANE S.A. GBP/GBB .01

36,468.000 8.236800 0.00 300.38 1.00 300,681.00
0.606061 13.590711 0.00 495.63 1.65 496,123.33
-- ASSET TOTALS --
338,862.000 0.00 814.45 16.00 2,467,793.60
0.00 1,357.61 26.76 4,035,924.20
B033F2900 CENTRICA ORD GBP0.0617284 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB

1,165,176.000 2.297500 0.00 0.00 0.00 2,676,991.86
0.624571 3.678525 0.00 0.00 0.00 4,286,128.97
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
B08SNH908 NATIONAL GRID ORD GBP0.11395 24JUN09 29JUN09 INVESTMENT TECHNOLOG GBP/GBB
58,133.000 5.375000 0.00 156.23 1,563.32 314,184.43
0.606465 8.862836 0.00 257.61 2,577.76 518,058.63
24JUN09 29JUN09 INVESTMENT TECHNOLOG GBP/GBB

58,134.000 5.355000 0.00 155.65 1,557.54 313,020.76
0.606465 8.829858 0.00 256.65 2,568.23 516,139.86
24JUN09 29JUN09 UBS AG GBP/GBB

2,373.000 5.414300 0.00 6.42 65.27 12,919.82
0.606465 8.927638 0.00 10.59 107.62 21,303.49
24JUN09 29JUN09 INVESTMENT TECHNOLOG GBP/GBB

16,708.000 5.407500 0.00 45.17 452.74 90,846.42
0.606465 8.916426 0.00 74.48 746.52 149,796.64
-- ASSET TOTALS --
135,348.000 0.00 363.47 3,638.87 730,971.43
0.00 599.33 6,000.13 1,205,298.62
B1VNSX901 DRAX GROUP ORD GBP0.1155172 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB
296,643.000 4.717500 0.00 0.00 0.00 1,399,413.35
0.624571 7.553185 0.00 0.00 0.00 2,240,599.31
B1WQCS901 INTERCONTL HOTELS ORD GBP0.13617 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB
119,436.000 6.715000 0.00 0.00 0.00 802,012.74
0.624571 10.751380 0.00 0.00 0.00 1,284,101.79
B2QKY0906 SHIRE PLC ORD GBP 0.05 23JUN09 26JUN09 CITIGROUP GLOBAL MAR GBP/GBB .01
4,872.000 8.265199 0.00 20.13 1.00 40,289.18
0.613046 13.482184 0.00 32.84 1.63 65,719.67
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-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
B2QKY0906 SHIRE PLC ORD GBP 0.05 23JUN09 26JUN09 CREDIT SUISSE SECURI GBP/GBB .01
20,014.000 8.244700 0.00 82.50 1.00 165,092.93
0.613046 13.448746 0.00 134.57 1.63 269,299.42
23JUN09 26JUN09 JP MORGAN SECURITIES GBP/GBB .01

4,324.000 8.274901 0.00 17.89 0.00 35,798.56
0.613046 13.498010 0.00 29.18 0.00 58,394.57

5,697.000 8.249400 0.00 23.50 1.00 47,021.33
0.613046 13.456413 0.00 38.33 1.63 76,701.14
23JUN09 26JUN09 MORGAN STANLEY CO IN GBP/GBB .01

811.000 8.309494 0.00 3.37 0.00 6,742.37
0.613046 13.554438 0.00 5.50 0.00 10,998.15

36,890.000 8.266900 0.00 152.48 1.00 305,119.42
0.613046 13.484959 0.00 248.73 1.63 497,710.48

673.000 8.266493 0.00 2.78 0.00 5,566.13
0.613046 13.484295 0.00 4.53 0.00 9,079.47
23JUN09 29JUN09 3 GOLDMAN SACHS INTERN GBP/GBB .01

10,292.000 8.272600 0.00 42.57 1.00 85,185.17
0.613046 13.494257 0.00 69.44 1.63 138,953.96

582.000 8.217700 0.00 2.39 0.00 4,785.09
0.606465 13.550164 0.00 3.94 0.00 7,890.13

19,741.000 8.218500 0.00 162.24 1.00 162,404.65
0.606465 13.551483 0.00 267.52 1.65 267,788.99
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EQUITY
------
B2QKY0906 SHIRE PLC ORD GBP 0.05 24JUN09 29JUN09 UBS AG GBP/GBB .01
1,762.000 8.208600 0.00 7.23 1.00 14,471.78
0.606465 13.535159 0.00 11.92 1.65 23,862.51

11,075.000 8.350000 0.00 46.24 1.00 92,523.49
0.606465 13.768313 0.00 76.25 1.65 152,561.96
25JUN09 30JUN09 CITIGROUP GLOBAL MAR GBP/GBB .01

193.000 8.231300 0.00 0.79 0.00 1,589.43
0.613685 13.412907 0.00 1.29 0.00 2,589.98

7,643.000 8.237300 0.00 62.96 1.00 63,021.64
0.613685 13.422684 0.00 102.59 1.63 102,693.79

7,353.000 8.294300 0.00 30.49 1.00 61,019.48
0.613685 13.515566 0.00 49.68 1.63 99,431.27

55.000 8.243636 0.00 0.23 0.00 453.63
0.613685 13.433009 0.00 0.37 0.00 739.19
25JUN09 30JUN09 J.P. MORGAN CLEARING GBP/GBB .01

4,098.000 8.302501 0.00 23.82 1.00 34,048.47
0.613685 13.528929 0.00 38.81 1.63 55,482.00
25JUN09 30JUN09 GOLDMAN SACHS INTERN GBP/GBB .01

953.000 8.233295 0.00 3.92 0.00 7,850.25
0.613685 13.416158 0.00 6.39 0.00 12,791.99
26JUN09 01JUL09 UBS AG GBP/GBB .01

4,848.000 8.295600 0.00 20.11 1.00 40,238.18
0.605473 13.701024 0.00 33.21 1.65 66,457.43
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EQUITY
------
B2QKY0906 SHIRE PLC ORD GBP 0.05 29JUN09 02JUL09 MORGAN STANLEY CO IN GBP/GBB .01
2,345.000 8.314601 0.00 9.75 0.00 19,507.49
0.604284 13.759426 0.00 16.13 0.00 32,281.99
29JUN09 02JUL09 CREDIT SUISSE SECURI GBP/GBB .01

40,461.000 8.310100 0.00 168.12 1.00 336,404.08
0.604284 13.751978 0.00 278.21 1.65 556,698.64

820.000 8.313305 0.00 3.41 0.00 6,820.32
0.604284 13.757281 0.00 5.64 0.00 11,286.61
30JUN09 MORGAN STANLEY AND C GBP/GBB .01

11,556.000 8.342300 0.00 96.40 0.00 96,500.02
0.607220 13.738513 0.00 158.76 0.00 158,921.02
30JUN09 CANCEL MORGAN STANLEY AND C GBP/GBB .01

-11,556.000 8.342300 0.00 -96.40 0.00 -96,500.02
0.607220 13.738513 0.00 -158.76 0.00 -158,921.02
30JUN09 INVESTMENT TECHNOLOG GBP/GBB .01

484.000 8.300000 0.00 2.01 0.00 4,019.21
0.607220 13.668851 0.00 3.31 0.00 6,619.03
30JUN09 CANCEL INVESTMENT TECHNOLOG GBP/GBB .01

-484.000 8.300000 0.00 -2.01 0.00 -4,019.21
0.607220 13.668851 0.00 -3.31 0.00 -6,619.03
30JUN09 UBS AG GBP/GBB .01

105.000 8.330000 0.00 0.44 0.00 875.09
0.607220 13.718257 0.00 0.72 0.00 1,441.14
30JUN09 CANCEL UBS AG GBP/GBB .01

-105.000 8.330000 0.00 -0.44 0.00 -875.09
0.607220 13.718257 0.00 -0.72 0.00 -1,441.14
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-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
B2QKY0906 SHIRE PLC ORD GBP 0.05 30JUN09 03JUL09 MORGAN STANLEY AND C GBP/GBB .01
11,556.000 8.342300 0.00 96.40 0.00 96,500.02
0.607220 13.738513 0.00 158.76 0.00 158,921.02
30JUN09 03JUL09 INVESTMENT TECHNOLOG GBP/GBB .01

484.000 8.300000 0.00 2.01 0.00 4,019.21
0.607220 13.668851 0.00 3.31 0.00 6,619.03

105.000 8.330000 0.00 0.44 0.00 875.09
0.607220 13.718257 0.00 0.72 0.00 1,441.14
-- ASSET TOTALS --
197,647.000 0.00 985.77 13.00 1,637,347.39
0.00 1,617.86 21.29 2,686,394.53
B24CGK904 RECKITT BENCKISER GROUP PLC ORD GBP0.10 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB
49,265.000 26.690000 0.00 0.00 0.00 1,314,882.85
0.624571 42.733332 0.00 0.00 0.00 2,105,257.61
B28KQ1903 MAN GROUP ORD USD0.0342857 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB
416,469.000 2.720000 0.00 0.00 0.00 1,132,795.68
0.624571 4.354989 0.00 0.00 0.00 1,813,718.02
B29MWZ906 THOMSON REUTERS PL ORD GBP0.25 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB
52,755.000 17.250000 0.00 0.00 0.00 910,023.75
0.624571 27.618958 0.00 0.00 0.00 1,457,038.11
18AUG09 21AUG09 DEUTSCHE BANK AG LON GBP/GBB .03

14,583.000 19.255800 0.00 280.80 1,406.44 282,494.57
0.605070 31.824086 0.00 464.08 2,324.42 466,879.15
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-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
B29MWZ906 THOMSON REUTERS PL ORD GBP0.25 18AUG09 21AUG09 INVESTMENT TECHNOLOG GBP/GBB .02
120.000 19.300000 0.00 1.16 11.58 2,328.74
0.605070 31.897136 0.00 1.92 19.14 3,848.71

1,268.000 19.347603 0.00 12.27 123.73 24,668.76
0.605070 31.975809 0.00 20.28 204.49 40,770.09
-- ASSET TOTALS --
68,726.000 0.00 294.23 1,541.75 1,219,515.82
0.00 486.28 2,548.05 1,968,536.06
B2988H904 AMLIN ORD GBP0.28125 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB

207,937.000 3.367500 0.00 0.00 0.00 700,227.85
0.624571 5.391701 0.00 0.00 0.00 1,121,134.11
B39J2M903 UNITED UTILITIES G ORD GBP0.05 23JUN09 26JUN09 INVESTMENT TECHNOLOG GBP/GBB
29,181.000 5.088200 0.00 74.24 743.39 149,296.39
0.613046 8.299867 0.00 121.10 1,212.62 243,532.12
23JUN09 26JUN09 MERRILL LYNCH INTERN GBP/GBB

10,167.000 5.097600 0.00 25.91 260.27 52,113.48
0.613046 8.315200 0.00 42.26 424.55 85,007.45
23JUN09 26JUN09 MORGAN STANLEY CO IN GBP/GBB

9.000 5.075556 0.00 0.02 0.23 45.93
0.613046 8.279242 0.00 0.03 0.38 74.92
23JUN09 26JUN09 CITIGROUP GLOBAL MAR GBP/GBB

1,180.000 5.093400 0.00 3.01 30.07 6,043.29
0.613046 8.308349 0.00 4.91 49.05 9,857.81
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EQUITY
------
B39J2M903 UNITED UTILITIES G ORD GBP0.05 23JUN09 26JUN09 CREDIT SUISSE SECURI GBP/GBB
99,388.000 5.107400 0.00 253.81 2,540.35 510,408.43
0.613046 8.331186 0.00 414.01 4,143.82 832,577.70

37,946.000 5.091000 0.00 96.59 967.40 194,247.08
0.613046 8.304434 0.00 157.56 1,578.02 316,855.64
23JUN09 29JUN09 3 GOLDMAN SACHS INTERN GBP/GBB

8,392.000 5.093000 0.00 21.37 214.81 42,976.64
0.613046 8.307696 0.00 34.86 350.40 70,103.45
-- ASSET TOTALS --
186,263.000 0.00 474.95 4,756.52 955,131.24
0.00 774.73 7,758.84 1,558,009.09
B5ZN3P902 WOLSELEY COMMON STOCK 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB

106,872.000 10.730000 0.00 0.00 0.00 1,146,736.56
0.624571 17.179792 0.00 0.00 0.00 1,836,038.75
005665906 BHP BILLITON PLC ORD USD0.5 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB
406,725.000 15.550000 0.00 0.00 0.00 6,324,573.75
0.624571 24.897089 0.00 0.00 0.00 10,126,268.67
20JUL09 23JUL09 EXANE S.A. GBP/GBB .02

37,811.000 14.890900 0.00 563.04 2,815.20 566,418.06
0.607146 24.526061 0.00 927.36 4,636.78 932,919.03
20JUL09 23JUL09 UBS AG GBP/GBB .01

1,625.000 14.700400 0.00 11.94 120.50 24,020.59
0.607146 24.212298 0.00 19.67 198.47 39,563.12
-- ASSET TOTALS --
446,161.000 0.00 574.98 2,935.70 6,915,012.40
0.00 947.03 4,835.25 11,098,750.82
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EQUITY
------
012905006 BRITISH AIRWAYS ORD GBP0.25 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB
653,248.000 1.524000 0.00 0.00 0.00 995,549.95
0.624571 2.440075 0.00 0.00 0.00 1,593,974.02
014789903 AGGREKO ORD GBP0.20 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB

139,737.000 5.800000 0.00 0.00 0.00 810,474.60
0.624571 9.286374 0.00 0.00 0.00 1,297,650.07
026349902 BAE SYSTEMS ORD GBP0.025 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB
200,984.000 3.395000 0.00 0.00 0.00 682,340.68
0.624571 5.435731 0.00 0.00 0.00 1,092,494.98
048354906 SABMILLER PLC ORD USD0.10 23JUN09 26JUN09 MORGAN STANLEY CO IN GBP/GBB .01
272.000 12.546400 0.00 1.71 17.06 3,431.39
0.613046 20.465675 0.00 2.79 27.83 5,597.28
23JUN09 26JUN09 MORGAN STANLEY AND C GBP/GBB .02

77,023.000 12.559800 0.00 967.39 4,837.97 973,198.84
0.613046 20.487533 0.00 1,578.01 7,891.69 1,587,480.94

1,443.000 12.590797 0.00 9.08 91.89 18,269.49
0.613046 20.538095 0.00 14.81 149.89 29,801.17

5,517.000 12.544600 0.00 34.60 347.22 69,590.38
0.613046 20.462739 0.00 56.44 566.38 113,515.76

5,430.000 12.579901 0.00 34.15 342.72 68,685.73
0.613046 20.520321 0.00 55.71 559.04 112,040.09
23JUN09 01JUL09 5 CITIGROUP GLOBAL MAR GBP/GBB .01

1,997.000 12.587501 0.00 12.57 126.75 25,276.56
0.613046 20.532719 0.00 20.50 206.75 41,231.10
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EQUITY
------
-- ASSET TOTALS --
91,682.000 0.00 1,059.50 5,763.61 1,158,452.39
0.00 1,728.26 9,401.58 1,889,666.34
053315909 COMPASS GROUP ORD GBP0.10 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB
455,203.000 3.485000 0.00 0.00 0.00 1,586,382.46
0.624571 5.579830 0.00 0.00 0.00 2,539,955.36
054052907 HSBC HLDGS ORD USD0.50(UK R 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB
630,520.000 5.240000 0.00 0.00 0.00 3,303,924.80
0.624571 8.389759 0.00 0.00 0.00 5,289,910.67
18AUG09 21AUG09 GOLDMAN SACHS INTERN GBP/GBB .01

180,259.000 6.477200 0.00 1,167.57 5,844.71 1,174,585.87
0.605070 10.704877 0.00 1,929.64 9,659.56 1,941,239.64
18AUG09 21AUG09 J.P. MORGAN CLEARING GBP/GBB .01

30,831.000 6.497900 0.00 140.24 1,002.68 201,479.67
0.605070 10.739088 0.00 231.77 1,657.13 332,985.72
20AUG09 25AUG09 GOLDMAN SACHS INTERN GBP/GBB .01

182,604.000 6.441200 0.00 1,176.19 5,887.83 1,183,252.90
0.606575 10.618967 0.00 1,939.07 9,706.68 1,950,711.62
-- ASSET TOTALS --
1,024,214.000 0.00 2,484.00 12,735.22 5,863,243.24
0.00 4,100.48 21,023.37 9,514,847.65
060431004 MORRISON(W)SUPRMKT ORD GBP0.10 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB

354,305.000 2.497500 0.00 0.00 0.00 884,876.74
0.624571 3.998745 0.00 0.00 0.00 1,416,775.26
067312900 ASSOCIATED BRITISH FOODS PLC ORD GBP0.05 15/2 23JUN09 26JUN09 CITIGROUP GLOBAL MAR GBP/GBB .01
1,451.000 7.549800 0.00 5.48 55.80 11,016.04
0.613046 12.315226 0.00 8.94 91.02 17,969.35
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EQUITY
------
067312900 ASSOCIATED BRITISH FOODS PLC ORD GBP0.05 15/2 23JUN09 26JUN09 CREDIT SUISSE SECURI GBP/GBB .01
5,120.000 7.544500 0.00 19.31 194.24 38,841.39
0.613046 12.306581 0.00 31.50 316.84 63,358.04

33,042.000 7.497300 0.00 123.86 1,239.63 249,089.28
0.613046 12.229588 0.00 202.04 2,022.08 406,314.18

11,686.000 7.551900 0.00 44.13 442.48 88,738.11
0.613046 12.318651 0.00 71.98 721.77 144,749.51

762.000 7.557507 0.00 2.88 28.81 5,790.51
0.613046 12.327798 0.00 4.70 46.99 9,445.47

2,423.000 7.580000 0.00 9.18 92.83 18,468.35
0.613046 12.364488 0.00 14.97 151.42 30,125.55
23JUN09 26JUN09 PANMURE GORDON AND C GBP/GBB .01

8,923.000 7.575001 0.00 67.59 339.30 67,998.62
0.613046 12.356334 0.00 110.25 553.47 110,919.28

7,011.000 7.545001 0.00 26.45 265.62 53,190.07
0.613046 12.307398 0.00 43.15 433.28 86,763.59

3,296.000 7.563001 0.00 12.46 125.64 25,065.75
0.606465 12.470631 0.00 20.55 207.17 41,330.91

6,972.000 7.577100 0.00 26.41 265.27 53,119.22
0.606465 12.493878 0.00 43.55 437.40 87,588.27
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
067312900 ASSOCIATED BRITISH FOODS PLC ORD GBP0.05 15/2 24JUN09 29JUN09 UBS AG GBP/GBB .01
7,152.000 7.568300 0.00 27.06 271.78 54,427.32
0.606465 12.479368 0.00 44.62 448.14 89,745.20
25JUN09 30JUN09 EXANE S.A. GBP/GBB .01

18,527.000 7.666000 0.00 142.03 710.14 142,880.15
0.613685 12.491751 0.00 231.44 1,157.17 232,823.27
25JUN09 30JUN09 PANMURE GORDON AND C GBP/GBB .01

2,749.000 7.680000 0.00 21.11 106.67 21,240.10
0.613685 12.514564 0.00 34.40 173.82 34,610.75
26JUN09 01JUL09 J.P. MORGAN CLEARING GBP/GBB .01

8,590.000 7.677499 0.00 46.16 330.75 66,326.63
0.605473 12.680167 0.00 76.24 546.27 109,545.15

4,120.000 7.678301 0.00 15.82 159.17 31,809.59
0.605473 12.681492 0.00 26.13 262.88 52,536.76

4,515.000 7.596299 0.00 17.15 172.49 34,486.93
0.604284 12.570743 0.00 28.38 285.44 57,070.73
-- ASSET TOTALS --
126,339.000 0.00 607.08 4,800.62 962,488.06
0.00 992.84 7,855.16 1,574,896.01
073601007 THE GAME GROUP ORD GBP0.05 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB
829,051.000 1.750000 0.00 0.00 0.00 1,450,839.25
0.624571 2.801923 0.00 0.00 0.00 2,322,937.26
079805909 BP PLC ORD USDO.25 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB

1,339,320.000 5.237500 0.00 0.00 0.00 7,014,688.50
0.624571 8.385756 0.00 0.00 0.00 11,231,210.70
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
092232909 SMITH + NEPHEW ORD USD0.20 08JUL09 13JUL09 INVESTMENT TECHNOLOG GBP/GBB
32,220.000 4.489800 0.00 72.33 724.31 145,458.00
0.621601 7.222961 0.00 116.36 1,165.23 234,005.42
08JUL09 13JUL09 GOLDMAN SACHS INTERN GBP/GBB .01

83,737.000 4.487100 0.00 375.74 1,881.56 377,993.59
0.621601 7.218618 0.00 604.47 3,026.96 608,096.82

5,643.000 4.484700 0.00 25.31 126.54 25,459.01
0.621601 7.214757 0.00 40.72 203.57 40,957.16

29,042.000 4.485700 0.00 130.27 651.37 131,055.34
0.621601 7.216365 0.00 209.57 1,047.89 210,835.15
08JUL09 13JUL09 GOLDMAN SACHS INTERN GBP/GBB .01

55,898.000 4.492500 0.00 251.12 1,257.86 252,630.74
0.621601 7.227305 0.00 403.99 2,023.58 406,419.46
-- ASSET TOTALS --
206,540.000 0.00 854.77 4,641.64 932,596.68
0.00 1,375.11 7,467.23 1,500,314.01
092528900 GLAXOSMITHKLINE ORD GBP0.25 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB

162,337.000 10.320000 0.00 0.00 0.00 1,675,317.84
0.624571 16.523342 0.00 0.00 0.00 2,682,349.71
26JUN09 01JUL09 MERRILL LYNCH INTERN GBP/GBB .01

83,460.000 10.812400 0.00 451.20 4,515.27 907,369.37
0.605473 17.857774 0.00 745.20 7,457.42 1,498,612.44
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
092528900 GLAXOSMITHKLINE ORD GBP0.25 26JUN09 01JUL09 UBS AG GBP/GBB .01

82,907.000 10.817600 0.00 448.43 4,487.52 901,790.71
0.605473 17.866362 0.00 740.63 7,411.59 1,489,398.72
-- ASSET TOTALS --
328,704.000 0.00 899.63 9,002.79 3,484,477.92
0.00 1,485.83 14,869.01 5,670,360.87
098952906 ASTRAZENECA ORD USD0.25 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB

165,359.000 25.230000 0.00 0.00 0.00 4,172,007.57
0.624571 40.395728 0.00 0.00 0.00 6,679,797.12
313486904 BARCLAYS ORD GBP0.25 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB

253,299.000 2.850000 0.00 0.00 0.00 721,902.15
0.624571 4.563132 0.00 0.00 0.00 1,155,836.81

242,451.000 2.903100 0.00 351.93 3,522.06 707,733.49
0.612107 4.742798 0.00 574.95 5,753.99 1,156,225.12
20JUL09 23JUL09 UBS AG GBP/GBB

182,541.000 3.162700 0.00 288.66 2,889.06 580,500.14
0.607146 5.209126 0.00 475.44 4,758.43 956,112.93
-- ASSET TOTALS --
678,291.000 0.00 640.59 6,411.12 2,010,135.78
0.00 1,050.39 10,512.42 3,268,174.86
314110909 XSTRATA COM STK USD0.5 09JUN09 12JUN09 UBS AG GBP/GBB .01
154,287.000 7.213400 0.00 556.47 5,568.45 1,119,058.77
0.614534 11.738000 0.00 905.52 9,061.26 1,820,987.56
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
314110909 XSTRATA COM STK USD0.5 10JUN09 15JUN09 INVESTMENT TECHNOLOG GBP/GBB .01
34,156.000 7.429400 0.00 126.88 1,269.79 255,155.26
0.611210 12.155233 0.00 207.59 2,077.51 417,459.24
-- ASSET TOTALS --
188,443.000 0.00 683.35 6,838.24 1,374,214.03
0.00 1,113.11 11,138.77 2,238,446.80
320898901 NEXT GROUP ORD GBP0.10 05JUN09 05JUN09 INTERNAL CONTRIBUTIO GBP/GBB
76,530.000 15.340000 0.00 0.00 0.00 1,173,970.20
0.624571 24.560859 0.00 0.00 0.00 1,879,642.51
27JUL09 03AUG09 4 UBS AG GBP/GBB .01

23,010.000 16.927800 0.00 194.75 1,949.52 391,652.95
0.606226 27.923250 0.00 321.25 3,215.83 646,051.06
-- ASSET TOTALS --
99,540.000 0.00 194.75 1,949.52 1,565,623.15
0.00 321.25 3,215.83 2,525,693.57
** HONG KONG DOLLAR **
619027006 CHEUNG KONG(HLDGS) HKD0.50 05JUN09 05JUN09 INTERNAL CONTRIBUTIO HKD/HK1

81,364.000 95.550000 0.00 0.00 0.00 7,774,330.20
7.751300 12.326965 0.00 0.00 0.00 1,002,971.14
640837001 HANG SENG BANK HKD5 05JUN09 05JUN09 INTERNAL CONTRIBUTIO HKD/HK1
296,344.000 118.300000 0.00 0.00 0.00 35,057,495.20
7.751300 15.261956 0.00 0.00 0.00 4,522,789.11
643532005 HONG KONG ELECTRIC HKD1 05JUN09 05JUN09 INTERNAL CONTRIBUTIO HKD/HK1
465,642.000 41.450000 0.00 0.00 0.00 19,300,860.90
7.751300 5.347490 0.00 0.00 0.00 2,490,015.98
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-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
** HONG KONG DOLLAR ** (CONTINUED)
643532005 HONG KONG ELECTRIC HKD1 27JUL09 29JUL09 UBS SECURITIES ASIA HKD/HK1 .01
157,500.000 42.674400 0.00 6,721.22 7,326.91 6,735,266.13
7.750150 5.506268 0.00 867.24 945.39 869,049.78
27JUL09 29JUL09 CREDIT LYONNAIS SECS HKD/HK1 .01

83,500.000 42.653000 0.00 3,561.53 3,882.11 3,568,969.14
7.750150 5.503506 0.00 459.54 500.91 460,503.23
27JUL09 29JUL09 MACQUARIE EQUITIES L HKD/HK1 .01

55,500.000 42.653600 0.00 2,367.27 2,581.05 2,372,223.12
7.750150 5.503584 0.00 305.45 333.03 306,087.38
-- ASSET TOTALS --
762,142.000 0.00 12,650.02 13,790.07 31,977,319.29
0.00 1,632.23 1,779.33 4,125,656.37
644806002 HUTCHISON WHAMPOA HKD0.25 05JUN09 05JUN09 INTERNAL CONTRIBUTIO HKD/HK1

240,173.000 57.850000 0.00 0.00 0.00 13,894,008.05
7.751300 7.463264 0.00 0.00 0.00 1,792,474.56
653611905 BOC HONG KONG HOLDINGS LTD HKD5 05JUN09 05JUN09 INTERNAL CONTRIBUTIO HKD/HK1
3,065,885.000 14.160000 0.00 0.00 0.00 43,412,931.60
7.751300 1.826790 0.00 0.00 0.00 5,600,729.12
663376002 NEW WORLD DEVEL CO HKD1 05JUN09 05JUN09 INTERNAL CONTRIBUTIO HKD/HK1
1,146,950.000 16.200000 0.00 0.00 0.00 18,580,590.00
7.751300 2.089972 0.00 0.00 0.00 2,397,093.39
27JUL09 29JUL09 CITIGROUP GLOBAL MAR HKD/HK1

392,000.000 17.478500 0.00 6,851.57 7,468.64 6,865,892.21
7.750150 2.255247 0.00 884.06 963.67 885,904.43
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
** HONG KONG DOLLAR ** (CONTINUED)
663376002 NEW WORLD DEVEL CO HKD1 10AUG09 12AUG09 MORGAN STANLEY CO IN HKD/HK1
354,000.000 16.895400 0.00 5,980.97 6,519.31 5,993,471.88
7.750300 2.179967 0.00 771.71 841.17 773,321.28
-- ASSET TOTALS --
1,892,950.000 0.00 12,832.54 13,987.95 31,439,954.09
0.00 1,655.77 1,804.84 4,056,319.10
685992000 SUN HUNG KAI PROPS HKD0.50 05JUN09 05JUN09 INTERNAL CONTRIBUTIO HKD/HK1
75,483.000 101.000000 0.00 0.00 0.00 7,623,783.00
7.751300 13.030072 0.00 0.00 0.00 983,548.95
686774001 SWIRE PACIFIC A HKD0.60 10JUN09 12JUN09 CREDIT LYONNAIS SECS HKD/HK1 .01
129,000.000 75.797300 0.00 9,777.85 10,658.00 9,798,287.55
7.751350 9.778593 0.00 1,261.44 1,374.99 1,264,074.97
20JUL09 22JUL09 BNP PARIBAS PEREGRIN HKD/HK1 .01

56,500.000 85.046700 0.00 4,805.14 5,238.47 4,815,182.16
7.750050 10.973697 0.00 620.01 675.93 621,309.82
23JUL09 27JUL09 NOMURA INTERNATIONAL HKD/HK1 .01

42,000.000 84.501500 0.00 3,549.06 3,869.41 3,556,481.47
7.750050 10.903349 0.00 457.94 499.27 458,897.87
27JUL09 29JUL09 GOLDMAN SACHS + CO HKD/HK1 .01

73,500.000 85.226800 0.00 6,264.17 6,828.78 6,277,262.75
7.750150 10.996794 0.00 808.26 881.11 809,953.71
10AUG09 12AUG09 MACQUARIE EQUITIES L HKD/HK1 .01

69,500.000 85.291600 0.00 5,927.77 6,461.50 5,940,155.47
7.750300 11.004942 0.00 764.84 833.71 766,442.00
-- ASSET TOTALS --
370,500.000 0.00 30,323.99 33,056.16 30,387,369.40
0.00 3,912.49 4,265.01 3,920,678.37
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
** JAPANESE YEN **
601070006 AISIN SEIKI CO JPY50 26JUN09 01JUL09 MORGAN STANLEY CO IN JPY/JP3 .01
11,400.000 2,118.449123 0.00 9,660.00 0.00 24,159,980.00
95.355000 22.216445 0.00 101.31 0.00 253,368.78
26JUN09 01JUL09 INSTINET U.K. LTD JPY/JP3 .01

4,800.000 2,104.071875 0.00 4,039.00 0.00 10,103,584.00
95.355000 22.065669 0.00 42.36 0.00 105,957.57
26JUN09 01JUL09 DEUTSCHE BANK SECURI JPY/JP3 .01

57,600.000 2,098.609392 0.00 48,352.00 0.00 120,928,253.00
95.355000 22.008383 0.00 507.07 0.00 1,268,189.95
-- ASSET TOTALS --
73,800.000 0.00 62,051.00 0.00 155,191,817.00
0.00 650.74 0.00 1,627,516.30
605440007 ASAHI BREWERIES NPV 26JUN09 01JUL09 DEUTSCHE BANK SECURI JPY/JP3 .01
48,800.000 1,342.282582 0.00 26,201.00 0.00 65,529,591.00
95.355000 14.076688 0.00 274.77 0.00 687,217.15
29JUN09 02JUL09 DEUTSCHE BANK SECURI JPY/JP3 .01

32,000.000 1,387.150875 0.00 17,756.00 0.00 44,406,584.00
95.695000 14.495542 0.00 185.55 0.00 464,042.89
23JUL09 28JUL09 DEUTSCHE BANK SECURI JPY/JP3 .01

32,800.000 1,440.212378 0.00 18,895.00 0.00 47,257,861.00
94.835000 15.186507 0.00 199.24 0.00 498,316.67
25AUG09 28AUG09 DAIWA SECURITIES AME JPY/JP3 .01

12,400.000 1,649.576371 0.00 8,181.00 0.00 20,462,928.00
94.345000 17.484513 0.00 86.71 0.00 216,894.67
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
** JAPANESE YEN ** (CONTINUED)
605440007 ASAHI BREWERIES NPV 25AUG09 28AUG09 INSTINET U.K. LTD JPY/JP3 .01
1,600.000 1,649.576250 0.00 1,055.00 0.00 2,640,377.00
94.345000 17.484512 0.00 11.18 0.00 27,986.40
25AUG09 28AUG09 MERRILL LYNCH PEIRCE JPY/JP3 .01

29,200.000 1,650.537774 0.00 19,278.00 0.00 48,214,981.00
94.345000 17.494703 0.00 204.34 0.00 511,049.67

5,600.000 1,621.034286 0.00 3,631.00 0.00 9,081,423.00
94.345000 17.181984 0.00 38.49 0.00 96,257.60
-- ASSET TOTALS --
162,400.000 0.00 94,997.00 0.00 237,593,745.00
0.00 1,000.28 0.00 2,501,765.05
605520006 ASAHI GLASS CO JPY50 15JUN09 18JUN09 CREDIT SUISSE SECURI JPY/JP3
62,000.000 777.130887 0.00 19,272.00 0.00 48,201,387.00
97.995000 7.930312 0.00 196.66 0.00 491,875.98
612927905 NTT DOCOMO NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

2,876.000 138,700.000000 0.00 0.00 0.00 398,901,200.00
97.990000 1,415.450556 0.00 0.00 0.00 4,070,835.80
614650000 BROTHER INDUSTRIES JPY50 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

228,997.000 915.000000 0.00 0.00 0.00 209,532,255.00
97.990000 9.337688 0.00 0.00 0.00 2,138,302.43
618355903 CENTRAL JPAN RLWY NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3
291.000 615,000.000000 0.00 0.00 0.00 178,965,000.00
97.990000 6,276.150628 0.00 0.00 0.00 1,826,359.83
619560006 CHUBU ELEC POWER NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3
150,279.000 2,150.000000 0.00 0.00 0.00 323,099,850.00
97.990000 21.941014 0.00 0.00 0.00 3,297,273.70
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
625054002 DAICEL CHEM INDS JPY50 26JUN09 01JUL09 DEUTSCHE BANK SECURI JPY/JP3
30,000.000 544.851100 0.00 6,538.00 0.00 16,352,071.00
95.355000 5.713923 0.00 68.56 0.00 171,486.25
26JUN09 01JUL09 INSTINET U.K. LTD JPY/JP3

8,000.000 544.373000 0.00 1,741.00 0.00 4,356,725.00
95.355000 5.708909 0.00 18.26 0.00 45,689.53
29JUN09 02JUL09 DEUTSCHE BANK SECURI JPY/JP3

92,000.000 554.288793 0.00 20,398.00 0.00 51,014,967.00
95.695000 5.792244 0.00 213.16 0.00 533,099.61
30JUN09 DEUTSCHE BANK SECURI JPY/JP3

76,000.000 575.190092 0.00 17,486.00 0.00 43,731,933.00
96.485000 5.961446 0.00 181.23 0.00 453,251.11
30JUN09 CANCEL DEUTSCHE BANK SECURI JPY/JP3

-76,000.000 575.190092 0.00 -17,486.00 0.00 -43,731,933.00
96.485000 5.961446 0.00 -181.23 0.00 -453,251.11
30JUN09 03JUL09 DEUTSCHE BANK SECURI JPY/OTH

76,000.000 575.190092 0.00 17,486.00 0.00 43,731,933.00
96.485000 5.961446 0.00 181.23 0.00 453,251.11
-- ASSET TOTALS --
206,000.000 0.00 46,163.00 0.00 115,455,696.00
0.00 481.21 0.00 1,203,526.50
633243902 FAST RETAILING CO NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

17,939.000 12,480.000000 0.00 0.00 0.00 223,878,720.00
97.990000 127.359935 0.00 0.00 0.00 2,284,709.87
635694003 FUJITSU NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

284,286.000 495.000000 0.00 0.00 0.00 140,721,570.00
97.990000 5.051536 0.00 0.00 0.00 1,436,080.93
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
635694003 FUJITSU NPV 23JUL09 28JUL09 DEUTSCHE BANK SECURI JPY/JP3

205,000.000 537.701298 0.00 44,091.00 0.00 110,272,857.00
94.835000 5.669861 0.00 464.92 0.00 1,162,786.49
25AUG09 28AUG09 MERRILL LYNCH PEIRCE JPY/JP3

97,000.000 652.965196 0.00 25,335.00 0.00 63,362,959.00
94.345000 6.921037 0.00 268.54 0.00 671,609.08

20,000.000 654.090400 0.00 5,232.00 0.00 13,087,040.00
94.345000 6.932963 0.00 55.46 0.00 138,714.72
-- ASSET TOTALS --
606,286.000 0.00 74,658.00 0.00 327,444,426.00
0.00 788.92 0.00 3,409,191.22
643514003 HONDA MOTOR CO NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

121,263.000 2,850.000000 0.00 0.00 0.00 345,599,550.00
97.990000 29.084600 0.00 0.00 0.00 3,526,885.91
646780007 ITOCHU CORP NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

565,632.000 720.000000 0.00 0.00 0.00 407,255,040.00
97.990000 7.347689 0.00 0.00 0.00 4,156,087.76
647068006 JAPAN STEEL WORKS JPY50 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3
110,773.000 1,227.000000 0.00 0.00 0.00 135,918,471.00
97.990000 12.521686 0.00 0.00 0.00 1,387,064.71
648468007 KAWASAKI KISEN NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

431,331.000 430.000000 0.00 0.00 0.00 185,472,330.00
97.990000 4.388203 0.00 0.00 0.00 1,892,767.94
649670007 KONICA MINOLTA HOLDINGS INC NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3
169,101.000 1,077.000000 0.00 0.00 0.00 182,121,777.00
97.990000 10.990917 0.00 0.00 0.00 1,858,575.13
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
649750007 KUBOTA CORP NPV 26JUN09 01JUL09 DEUTSCHE BANK SECURI JPY/JP3
243,000.000 797.687897 0.00 77,535.00 0.00 193,915,694.00
95.355000 8.365454 0.00 813.12 0.00 2,033,618.52

6,000.000 805.000000 0.00 1,932.00 0.00 4,831,932.00
95.695000 8.412143 0.00 20.19 0.00 50,493.05
-- ASSET TOTALS --
249,000.000 0.00 79,467.00 0.00 198,747,626.00
0.00 833.31 0.00 2,084,111.57
649926003 KYOCERA CORP JPY50 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

48,622.000 7,500.000000 0.00 0.00 0.00 364,665,000.00
97.990000 76.538422 0.00 0.00 0.00 3,721,451.17
649980000 KYUSHU ELEC POWER NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3
126,360.000 1,995.000000 0.00 0.00 0.00 252,088,200.00
97.990000 20.359220 0.00 0.00 0.00 2,572,591.08
654379908 JFE HOLDING INC NPV 15JUN09 18JUN09 CREDIT SUISSE SECURI JPY/JP3 .01
42,300.000 3,432.379196 0.00 58,075.00 0.00 145,247,715.00
97.995000 35.026065 0.00 592.63 0.00 1,482,195.16
656302908 SUMITOMO MITSUI GR NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

85,482.000 3,920.000000 0.00 0.00 0.00 335,089,440.00
97.990000 40.004082 0.00 0.00 0.00 3,419,628.94
657270005 PANASONIC CORP NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

91,167.000 1,338.000000 0.00 0.00 0.00 121,981,446.00
97.990000 13.654455 0.00 0.00 0.00 1,244,835.66
659101901 MIZUHO FINL GB NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

1,644,942.000 241.000000 0.00 0.00 0.00 396,431,022.00
97.990000 2.459435 0.00 0.00 0.00 4,045,627.33
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
659678007 MITSUBISHI CORP NPV 10JUN09 15JUN09 DEUTSCHE BANK SECURI JPY/JP3 .01
91,100.000 1,932.398793 0.00 70,417.00 0.00 176,111,947.00
98.125000 19.693236 0.00 717.63 0.00 1,794,771.43
659704001 MITSUBISHI ELEC CP JPY50 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

351,927.000 573.000000 0.00 0.00 0.00 201,654,171.00
97.990000 5.847535 0.00 0.00 0.00 2,057,905.61
659730006 MITSUI + CO NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

364,279.000 1,298.000000 0.00 0.00 0.00 472,834,142.00
97.990000 13.246250 0.00 0.00 0.00 4,825,330.56
659758007 MITSUI OSK LINES JPY50 15JUN09 18JUN09 CREDIT SUISSE SECURI JPY/JP3
67,000.000 705.483896 0.00 18,906.00 0.00 47,286,327.00
97.995000 7.199183 0.00 192.93 0.00 482,538.16
659760003 MITSUI FUDOSAN CO NPV 26JUN09 01JUL09 DEUTSCHE BANK SECURI JPY/JP3 .01
46,000.000 1,657.803500 0.00 30,504.00 0.00 76,289,465.00
95.355000 17.385596 0.00 319.90 0.00 800,057.31
659842009 LEOPALACE21 JPY50 26JUN09 01JUL09 DEUTSCHE BANK SECURI JPY/JP3

60,200.000 849.083887 0.00 20,446.00 0.00 51,135,296.00
95.355000 8.904451 0.00 214.42 0.00 536,262.35

50,200.000 856.290697 0.00 17,194.00 0.00 43,002,987.00
95.695000 8.948124 0.00 179.68 0.00 449,375.48
30JUN09 DEUTSCHE BANK SECURI JPY/JP3

28,900.000 864.738789 0.00 9,996.00 0.00 25,000,947.00
96.485000 8.962417 0.00 103.60 0.00 259,117.45
30JUN09 CANCEL DEUTSCHE BANK SECURI JPY/JP3

-28,900.000 864.738789 0.00 -9,996.00 0.00 -25,000,947.00
96.485000 8.962417 0.00 -103.60 0.00 -259,117.45
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
659842009 LEOPALACE21 JPY50 30JUN09 03JUL09 DEUTSCHE BANK SECURI JPY/OTH

28,900.000 864.738788 0.00 9,996.00 0.00 25,000,947.00
96.485000 8.962417 0.00 103.60 0.00 259,117.45
21JUL09 24JUL09 DEUTSCHE BANK SECURI JPY/JP3

44,700.000 837.004295 0.00 14,966.00 0.00 37,429,058.00
93.655000 8.937102 0.00 159.80 0.00 399,648.26

6,700.000 832.924925 0.00 2,232.00 0.00 5,582,829.00
93.685000 8.890697 0.00 23.82 0.00 59,591.49

31,500.000 823.666000 0.00 10,378.00 0.00 25,955,857.00
94.835000 8.685253 0.00 109.43 0.00 273,694.91

15,800.000 827.331392 0.00 5,229.00 0.00 13,077,065.00
94.705000 8.735879 0.00 55.21 0.00 138,082.10

18,400.000 831.025163 0.00 6,116.00 0.00 15,296,979.00
95.315000 8.718724 0.00 64.17 0.00 160,488.68
28JUL09 31JUL09 CREDIT SUISSE SECURI JPY/JP3

10,400.000 828.325962 0.00 3,445.00 0.00 8,618,035.00
94.530000 8.762572 0.00 36.44 0.00 91,167.20
29JUL09 03AUG09 DEUTSCHE BANK SECURI JPY/JP3

2,800.000 831.465714 0.00 931.00 0.00 2,329,035.00
95.025000 8.749968 0.00 9.80 0.00 24,509.71
29JUL09 03AUG09 CREDIT SUISSE SECURI JPY/JP3

12,800.000 826.501250 0.00 4,231.00 0.00 10,583,447.00
95.025000 8.697724 0.00 44.53 0.00 111,375.40
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
659842009 LEOPALACE21 JPY50 30JUL09 04AUG09 CREDIT SUISSE SECURI JPY/JP3

13,500.000 802.701333 0.00 4,334.00 0.00 10,840,802.00
95.605000 8.396018 0.00 45.33 0.00 113,391.58
10AUG09 13AUG09 DEUTSCHE BANK SECURI JPY/JP3

19,000.000 863.777158 0.00 6,565.00 0.00 16,418,331.00
97.360000 8.871992 0.00 67.43 0.00 168,635.28
11AUG09 14AUG09 CREDIT SUISSE SECURI JPY/JP3

21,600.000 866.807963 0.00 7,489.00 0.00 18,730,541.00
95.885000 9.040079 0.00 78.10 0.00 195,343.81
12AUG09 17AUG09 DEUTSCHE BANK SECURI JPY/JP3

12,200.000 883.877459 0.00 4,313.00 0.00 10,787,618.00
96.225000 9.185528 0.00 44.82 0.00 112,108.27
13AUG09 18AUG09 ITG SECURITIES (HK) JPY/JP3

8,500.000 895.006588 0.00 3,043.00 0.00 7,610,599.00
95.470000 9.374742 0.00 31.87 0.00 79,717.18
14AUG09 19AUG09 ITG SECURITIES (HK) JPY/JP3

4,300.000 900.952326 0.00 1,550.00 0.00 3,875,645.00
94.525000 9.531366 0.00 16.40 0.00 41,001.27
-- ASSET TOTALS --
361,500.000 0.00 122,458.00 0.00 306,275,071.00
0.00 1,284.85 0.00 3,213,510.42
661650903 SEIKO EPSON CORP NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3
79,404.000 1,461.000000 0.00 0.00 0.00 116,009,244.00
97.990000 14.909685 0.00 0.00 0.00 1,183,888.60
663955003 NINTENDO CO NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

9,116.000 25,320.000000 0.00 0.00 0.00 230,817,120.00
97.990000 258.393714 0.00 0.00 0.00 2,355,517.09
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
664038007 DENSO CORP NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

123,811.000 2,360.000000 0.00 0.00 0.00 292,193,960.00
97.990000 24.084090 0.00 0.00 0.00 2,981,875.29
664137007 NIPPON TEL+TEL CP NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

130,575.000 3,790.000000 0.00 0.00 0.00 494,879,250.00
97.990000 38.677416 0.00 0.00 0.00 5,050,303.60
664212008 NIPPON EXPRESS CO JPY50 24JUN09 29JUN09 NOMURA INTERNATIONAL JPY/JP3

257,000.000 409.782899 0.00 42,125.00 0.00 105,356,330.00
95.355000 4.297445 0.00 441.77 0.00 1,104,885.22
25JUN09 30JUN09 NOMURA INTERNATIONAL JPY/JP3

29,000.000 406.350793 0.00 4,713.00 0.00 11,788,886.00
96.340000 4.217882 0.00 48.92 0.00 122,367.51
-- ASSET TOTALS --
286,000.000 0.00 46,838.00 0.00 117,145,216.00
0.00 490.69 0.00 1,227,252.73
664286002 NISSAN MOTOR CO NPV 22JUN09 25JUN09 MORGAN STANLEY CO IN JPY/JP3

717,300.000 591.357499 0.00 169,672.00 0.00 424,350,406.00
95.945000 6.163505 0.00 1,768.43 0.00 4,422,850.65

54,300.000 681.775691 0.00 14,808.00 0.00 37,035,228.00
94.345000 7.226410 0.00 156.96 0.00 392,551.04

9,600.000 682.913542 0.00 2,622.00 0.00 6,558,592.00
94.345000 7.238471 0.00 27.79 0.00 69,517.11
-- ASSET TOTALS --
781,200.000 0.00 187,102.00 0.00 467,944,226.00
0.00 1,953.18 0.00 4,884,918.80
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
664292000 NISSHINBO HOLDINGS INC NPV 26JUN09 01JUL09 DEUTSCHE BANK SECURI JPY/JP3
54,000.000 1,047.626500 0.00 22,629.00 0.00 56,594,460.00
95.355000 10.986592 0.00 237.31 0.00 593,513.29
26JUN09 01JUL09 INSTINET U.K. LTD JPY/JP3

4,000.000 1,048.256500 0.00 1,677.00 0.00 4,194,703.00
95.355000 10.993199 0.00 17.59 0.00 43,990.38

50,000.000 1,071.231100 0.00 21,425.00 0.00 53,582,980.00
95.695000 11.194222 0.00 223.89 0.00 559,935.00
-- ASSET TOTALS --
108,000.000 0.00 45,731.00 0.00 114,372,143.00
0.00 478.79 0.00 1,197,438.67
664310000 NOMURA HOLDINGS NPV 26JUN09 01JUL09 DEUTSCHE BANK SECURI JPY/JP3
319,300.000 828.811199 0.00 105,856.00 0.00 264,745,272.00
95.355000 8.691848 0.00 1,110.13 0.00 2,776,417.30
08JUL09 13JUL09 DAIWA SECURITIES AME JPY/JP3

57,400.000 773.906690 0.00 17,768.00 0.00 44,440,012.00
94.125000 8.222116 0.00 188.77 0.00 472,138.24
-- ASSET TOTALS --
376,700.000 0.00 123,624.00 0.00 309,185,284.00
0.00 1,298.90 0.00 3,248,555.54
677062903 SOFTBANK CORPORATION NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

36,957.000 1,782.000000 0.00 0.00 0.00 65,857,374.00
97.990000 18.185529 0.00 0.00 0.00 672,082.60
677676009 SANYO ELECTRIC CO JPY50 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

469,563.000 245.000000 0.00 0.00 0.00 115,042,935.00
97.990000 2.500255 0.00 0.00 0.00 1,174,027.30
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
680526001 SHISEIDO CO JPY50 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

124,498.000 1,599.000000 0.00 0.00 0.00 199,072,302.00
97.990000 16.317992 0.00 0.00 0.00 2,031,557.32
682150008 SONY CORP NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

109,989.000 2,695.000000 0.00 0.00 0.00 296,420,355.00
97.990000 27.502806 0.00 0.00 0.00 3,025,006.17
685870008 SUMITOMO ELEC INDS NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3
333,203.000 1,069.000000 0.00 0.00 0.00 356,194,007.00
97.990000 10.909276 0.00 0.00 0.00 3,635,003.64
687044008 TAKEDA PHARMACEUTICAL CO LTD NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3
129,105.000 3,730.000000 0.00 0.00 0.00 481,561,650.00
97.990000 38.065109 0.00 0.00 0.00 4,914,395.86
688507003 TERUMO CORP JPY50 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

20,586.000 3,950.000000 0.00 0.00 0.00 81,314,700.00
97.990000 40.310236 0.00 0.00 0.00 829,826.51
689567006 TOKYO ELECTRON JPY50 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3

25,585.000 4,900.000000 0.00 0.00 0.00 125,366,500.00
97.990000 50.005103 0.00 0.00 0.00 1,279,380.55
03AUG09 06AUG09 DEUTSCHE BANK SECURI JPY/JP3 .02

12,000.000 4,911.814667 0.00 23,577.00 0.00 58,965,353.00
95.195000 51.597402 0.00 247.67 0.00 619,416.49
03AUG09 06AUG09 INSTINET U.K. LTD JPY/JP3 .02

2,300.000 4,870.734783 0.00 4,481.00 0.00 11,207,171.00
95.195000 51.165868 0.00 47.07 0.00 117,728.57

8,700.000 5,174.060690 0.00 18,005.00 0.00 45,032,333.00
94.345000 54.841917 0.00 190.84 0.00 477,315.52
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
-- ASSET TOTALS --
48,585.000 0.00 46,063.00 0.00 240,571,357.00
0.00 485.58 0.00 2,493,841.13
690064001 TOYOTA MOTOR CORP NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3
183,315.000 3,860.000000 0.00 0.00 0.00 707,595,900.00
97.990000 39.391775 0.00 0.00 0.00 7,221,103.17
698538006 ASTELLAS PHARMA INC NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO JPY/JP3
132,536.000 3,220.000000 0.00 0.00 0.00 426,765,920.00
97.990000 32.860496 0.00 0.00 0.00 4,355,198.69
25AUG09 28AUG09 GOLDMAN SACHS + CO JPY/JP3 .02

4,800.000 3,624.380833 0.00 6,958.00 0.00 17,403,986.00
94.345000 38.416247 0.00 73.75 0.00 184,471.74

15,200.000 3,635.137697 0.00 22,101.00 0.00 55,276,194.00
94.345000 38.530263 0.00 234.26 0.00 585,894.26

300.000 3,624.380000 0.00 434.00 0.00 1,087,748.00
94.345000 38.416238 0.00 4.60 0.00 11,529.47

4,500.000 3,701.058889 0.00 6,661.00 0.00 16,661,426.00
94.345000 39.228988 0.00 70.60 0.00 176,601.05
-- ASSET TOTALS --
157,336.000 0.00 36,154.00 0.00 517,195,274.00
0.00 383.21 0.00 5,313,695.21
698544004 YAMATO KOGYO CO NPV 15JUN09 18JUN09 CREDIT SUISSE SECURI JPY/JP3 .01
6,000.000 2,850.874500 0.00 6,842.00 0.00 17,112,089.00
97.995000 29.092040 0.00 69.82 0.00 174,622.06
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
698544004 YAMATO KOGYO CO NPV 16JUN09 19JUN09 CREDIT SUISSE SECURI JPY/JP3 .01
3,600.000 2,732.976111 0.00 3,935.00 0.00 9,842,649.00
96.685000 28.266806 0.00 40.70 0.00 101,801.20
21JUL09 24JUL09 DAIWA SECURITIES AME JPY/JP3 .01

10,100.000 2,697.430891 0.00 10,897.00 0.00 27,254,949.00
93.655000 28.801782 0.00 116.35 0.00 291,014.35

9,500.000 2,688.702842 0.00 10,217.00 0.00 25,552,894.00
93.655000 28.708588 0.00 109.09 0.00 272,840.68
21JUL09 24JUL09 INSTINET U.K. LTD JPY/JP3 .01

200.000 2,688.620000 0.00 215.00 0.00 537,939.00
93.655000 28.707704 0.00 2.30 0.00 5,743.84

7,200.000 2,763.230000 0.00 7,958.00 0.00 19,903,214.00
93.685000 29.494903 0.00 84.94 0.00 212,448.25

8,200.000 2,778.087683 0.00 9,112.00 0.00 22,789,431.00
94.835000 29.293907 0.00 96.08 0.00 240,306.12

4,800.000 2,810.671667 0.00 5,396.00 0.00 13,496,620.00
94.705000 29.678176 0.00 56.98 0.00 142,512.22

4,200.000 2,840.425000 0.00 4,772.00 0.00 11,934,557.00
95.315000 29.800399 0.00 50.07 0.00 125,211.74
28JUL09 31JUL09 CREDIT SUISSE SECURI JPY/JP3 .01

600.000 2,830.000000 0.00 679.00 0.00 1,698,679.00
94.530000 29.937586 0.00 7.18 0.00 17,969.73
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
698544004 YAMATO KOGYO CO NPV 03AUG09 06AUG09 DEUTSCHE BANK SECURI JPY/JP3 .01
10,500.000 2,951.770000 0.00 12,397.00 0.00 31,005,982.00
95.195000 31.007616 0.00 130.23 0.00 325,710.19

3,600.000 3,038.890000 0.00 4,376.00 0.00 10,944,380.00
95.285000 31.892638 0.00 45.93 0.00 114,859.42

13,400.000 3,008.053433 0.00 16,123.00 0.00 40,324,039.00
94.345000 31.883549 0.00 170.89 0.00 427,410.45

2,900.000 3,007.835862 0.00 3,489.00 0.00 8,726,213.00
94.345000 31.881243 0.00 36.98 0.00 92,492.59

6,600.000 2,967.937424 0.00 7,835.00 0.00 19,596,222.00
94.345000 31.458344 0.00 83.05 0.00 207,708.11
-- ASSET TOTALS --
91,400.000 0.00 104,243.00 0.00 260,719,857.00
0.00 1,100.59 0.00 2,752,650.95
698556008 YAMATO HOLDINGS CO LTD NPV 17AUG09 20AUG09 DEUTSCHE BANK SECURI JPY/JP3 .01
58,000.000 1,401.518000 0.00 32,515.00 0.00 81,320,559.00
94.425000 14.842658 0.00 344.35 0.00 861,218.52

32,000.000 1,400.275000 0.00 17,923.00 0.00 44,826,723.00
94.715000 14.784089 0.00 189.23 0.00 473,280.08
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
698556008 YAMATO HOLDINGS CO LTD NPV 19AUG09 24AUG09 INSTINET U.K. LTD JPY/JP3 .01
5,000.000 1,427.465800 0.00 2,854.00 0.00 7,140,183.00
93.735000 15.228738 0.00 30.45 0.00 76,174.14
19AUG09 24AUG09 CREDIT SUISSE SECURI JPY/JP3 .01

35,000.000 1,428.161086 0.00 19,994.00 0.00 50,005,632.00
93.735000 15.236156 0.00 213.30 0.00 533,478.76

45,000.000 1,453.134600 0.00 26,156.00 0.00 65,417,213.00
94.325000 15.405615 0.00 277.30 0.00 693,529.95
21AUG09 26AUG09 UBS SECURITIES ASIA JPY/JP3 .01

33,000.000 1,520.111697 0.00 20,065.00 0.00 50,183,751.00
94.585000 16.071382 0.00 212.14 0.00 530,567.75

39,000.000 1,527.519487 0.00 23,829.00 0.00 59,597,089.00
94.585000 16.149701 0.00 251.93 0.00 630,090.28
24AUG09 27AUG09 MORGAN STANLEY CO IN JPY/JP3 .01

9,000.000 1,518.479556 0.00 5,466.00 0.00 13,671,782.00
94.875000 16.005055 0.00 57.61 0.00 144,103.10

17,000.000 1,534.472059 0.00 10,434.00 0.00 26,096,459.00
94.345000 16.264477 0.00 110.59 0.00 276,606.70

4,000.000 1,535.341500 0.00 2,456.00 0.00 6,143,822.00
94.345000 16.273692 0.00 26.03 0.00 65,120.80
-- ASSET TOTALS --
277,000.000 0.00 161,692.00 0.00 404,403,213.00
0.00 1,712.93 0.00 4,284,170.08
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
** NORWEGIAN KRONE **
473249902 TELENOR ASA ORD NOK6 10AUG09 13AUG09 UBS AG NOK/NO3

1,000.000 56.951000 0.00 28.48 0.00 56,979.48
6.182900 9.211050 0.00 4.61 0.00 9,215.66
10AUG09 13AUG09 UBS AG NOK/NO3 .01

32,000.000 56.919400 0.00 1,821.42 0.00 1,823,242.22
6.182900 9.205939 0.00 294.59 0.00 294,884.64
10AUG09 13AUG09 JP MORGAN SECURITIES NOK/NO3

56,000.000 57.444500 0.00 1,608.45 0.00 3,218,500.45
6.182900 9.290867 0.00 260.14 0.00 520,548.68
11AUG09 14AUG09 UBS AG NOK/NO3 .01

22,800.000 58.782200 0.00 1,340.23 0.00 1,341,574.39
6.257100 9.394480 0.00 214.19 0.00 214,408.33
11AUG09 14AUG09 D CARNEGIE AB NOK/NO3 .01

28,400.000 58.870000 0.00 1,671.91 0.00 1,673,579.91
6.257100 9.408512 0.00 267.20 0.00 267,468.94
11AUG09 17AUG09 3 INVESTMENT TECHNOLOG NOK/NO3

36,400.000 58.400600 0.00 0.00 0.00 2,125,781.84
6.257100 9.333493 0.00 0.00 0.00 339,739.15
11AUG09 17AUG09 3 INVESTMENT TECHNOLOG NOK/NO3

58,000.000 58.492000 0.00 0.00 0.00 3,392,536.00
6.257100 9.348101 0.00 0.00 0.00 542,189.83
-- ASSET TOTALS --
234,600.000 0.00 6,470.49 0.00 13,632,194.29
0.00 1,040.73 0.00 2,188,455.23
713360907 STATOILHYDRO ASA NOK2.50 05JUN09 05JUN09 INTERNAL CONTRIBUTIO NOK/NO3

146,358.000 137.700000 0.00 0.00 0.00 20,153,496.60
6.405800 21.496144 0.00 0.00 0.00 3,146,132.66
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
** NORWEGIAN KRONE ** (CONTINUED)
728344904 TANDBERG ASA NOK1 05JUN09 05JUN09 INTERNAL CONTRIBUTIO NOK/NO3

96,853.000 111.250000 0.00 0.00 0.00 10,774,896.25
6.405800 17.367074 0.00 0.00 0.00 1,682,053.18
** SWEDISH KRONA **
B1KKBX907 ELECTROLUX AB SER B NPV (POST 08JUL09 13JUL09 CITIGROUP GLOBAL MAR SEK/SE1 .01
34,513.000 107.250000 0.00 3,701.52 0.00 3,705,220.77
7.945750 13.497782 0.00 465.85 0.00 466,314.79
08JUL09 13JUL09 INVESTMENT TECHNOLOG SEK/SE1 .01

51,412.000 107.420200 0.00 2,761.34 0.00 5,525,448.66
7.945750 13.519202 0.00 347.52 0.00 695,396.74
10JUL09 15JUL09 INVESTMENT TECHNOLOG SEK/SE1

56,718.000 109.839000 0.00 0.00 0.00 6,229,848.40
7.906000 13.893119 0.00 0.00 0.00 787,989.93
20JUL09 23JUL09 UBS AG SEK/SE1 .01

9,542.000 131.458400 0.00 627.19 0.00 1,255,003.24
7.761650 16.936914 0.00 80.81 0.00 161,692.84
20JUL09 23JUL09 INVESTMENT TECHNOLOG SEK/SE1

15,457.000 131.520000 0.00 0.00 0.00 2,032,904.64
7.761650 16.944851 0.00 0.00 0.00 261,916.56
-- ASSET TOTALS --
167,642.000 0.00 7,090.05 0.00 18,748,425.71
0.00 894.18 0.00 2,373,310.86
B1VVGZ901 SVENSKA CELLULOSA SER B NPV (POST 05JUN09 05JUN09 INTERNAL CONTRIBUTIO SEK/SE1
192,791.000 84.500000 0.00 0.00 0.00 16,290,839.50
7.772750 10.871313 0.00 0.00 0.00 2,095,891.35
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
** SWEDISH KRONA ** (CONTINUED)
B1XCBX901 BOLIDEN AB (POST SPLIT) NPV (POST SPLIT) 11JUN09 16JUN09 CITIGROUP GLOBAL MAR SEK/SE1 .01
137,401.000 64.125000 0.00 8,810.84 0.00 8,819,649.97
7.689150 8.339673 0.00 1,145.88 0.00 1,147,025.35
11JUN09 16JUN09 CITIGROUP GLOBAL MAR SEK/SE1 .01

50,000.000 64.500000 0.00 3,225.00 0.00 3,228,225.00
7.689150 8.388443 0.00 419.42 0.00 419,841.59
15JUN09 18JUN09 CITIGROUP GLOBAL MAR SEK/SE1 .01

50,000.000 64.000000 0.00 3,200.00 0.00 3,203,200.00
7.860000 8.142494 0.00 407.12 0.00 407,531.81
03AUG09 06AUG09 UBS AG SEK/SE1 .01

2,767.000 78.602598 0.00 108.75 0.00 217,602.14
7.090150 11.086169 0.00 15.34 0.00 30,690.77
03AUG09 06AUG09 D CARNEGIE AB SEK/SE1 .01

31,824.000 80.762500 0.00 2,570.19 0.00 2,572,755.99
7.090150 11.390803 0.00 362.50 0.00 362,863.41

3,398.000 80.247201 0.00 272.68 0.00 272,952.67
7.148000 11.226525 0.00 38.15 0.00 38,185.88

5,097.000 79.666400 0.00 406.06 0.00 406,465.70
7.173950 11.104956 0.00 56.60 0.00 56,658.56
-- ASSET TOTALS --
280,487.000 0.00 18,593.52 0.00 18,720,851.47
0.00 2,445.01 0.00 2,462,797.37
B17H0S902 SSAB AB SER A NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO SEK/SE1

118,119.000 105.750000 0.00 0.00 0.00 12,491,084.25
7.772750 13.605223 0.00 0.00 0.00 1,607,035.38
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
** SWEDISH KRONA ** (CONTINUED)
504856907 SWEDISH MATCH NPV 05JUN09 05JUN09 INTERNAL CONTRIBUTIO SEK/SE1

158,952.000 122.000000 0.00 0.00 0.00 19,392,144.00
7.772750 15.695861 0.00 0.00 0.00 2,494,888.42
555404904 SECURITAS SER B SEK1 05JUN09 05JUN09 INTERNAL CONTRIBUTIO SEK/SE1

144,046.000 64.000000 0.00 0.00 0.00 9,218,944.00
7.772750 8.233894 0.00 0.00 0.00 1,186,059.50
568743900 HENNES + MAURITZ SEK0.25 SER B 05JUN09 05JUN09 INTERNAL CONTRIBUTIO SEK/SE1
24,779.000 361.500000 0.00 0.00 0.00 8,957,608.50
7.772750 46.508636 0.00 0.00 0.00 1,152,437.49
733268908 ALFA LAVAL AB ORD SEK10 05JUN09 05JUN09 INTERNAL CONTRIBUTIO SEK/SE1
192,654.000 75.250000 0.00 0.00 0.00 14,497,213.50
7.772750 9.681258 0.00 0.00 0.00 1,865,133.13
** SINGAPORE DOLLAR **
B01CLC903 NOBLE GROUP HKD0.25 05JUN09 05JUN09 INTERNAL CONTRIBUTIO SGD/SG1

961,673.000 1.780000 0.00 0.00 0.00 1,711,777.94
1.451300 1.226487 0.00 0.00 0.00 1,179,479.05
B02PY2901 SINGAPORE TELECOMM NPV(POST RE ORGA 23JUN09 26JUN09 DEUTSCHE BANK SECURI SGD/SG1
343,000.000 2.879200 0.00 1,481.35 395.02 989,441.97
1.456300 1.977065 0.00 1,017.20 271.25 679,421.80
23JUN09 26JUN09 ABN AMRO BANK NV SGD/SG1

137,000.000 2.879200 0.00 591.68 68.50 395,110.58
1.456300 1.977065 0.00 406.29 47.04 271,311.25
23JUN09 26JUN09 MORGAN STANLEY CO IN SGD/SG1

295,000.000 2.887700 0.00 1,277.81 68.71 853,218.02
1.456300 1.982902 0.00 877.44 47.18 585,880.67
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
** SINGAPORE DOLLAR ** (CONTINUED)
B02PY2901 SINGAPORE TELECOMM NPV(POST RE ORGA 24JUN09 29JUN09 ITG SECURITIES (HK) SGD/SG1
100,000.000 2.950000 0.00 442.50 118.00 295,560.50
1.453550 2.029514 0.00 304.43 81.18 203,337.00
24JUN09 29JUN09 CREDIT SUISSE SECURI SGD/SG1

47,000.000 2.942700 0.00 207.46 55.32 138,569.68
1.453550 2.024492 0.00 142.73 38.06 95,331.90
25JUN09 30JUN09 DEUTSCHE BANK SECURI SGD/SG1

239,000.000 2.977600 0.00 1,067.47 68.81 712,782.68
1.457450 2.043020 0.00 732.42 47.21 489,061.50
09JUL09 14JUL09 MERRILL LYNCH PEIRCE SGD/SG1

499,000.000 3.144000 0.00 2,353.28 600.00 1,571,809.28
1.459350 2.154384 0.00 1,612.55 411.14 1,077,061.21
27JUL09 30JUL09 CREDIT SUISSE SECURI SGD/SG1

455,000.000 3.365100 0.00 2,296.68 600.00 1,534,017.18
1.440600 2.335902 0.00 1,594.25 416.49 1,064,846.02
25AUG09 28AUG09 MERRILL LYNCH PEIRCE SGD/SG4

212,000.000 3.172300 0.00 1,008.79 269.01 673,805.40
1.439400 2.203904 0.00 700.84 186.89 468,115.46
-- ASSET TOTALS --
2,327,000.000 0.00 10,727.02 2,243.37 7,164,315.29
0.00 7,388.15 1,546.44 4,934,366.81
617520903 DBS GROUP HLDGS SGD1 26JUN09 01JUL09 CREDIT SUISSE SECURI SGD/SG1 .01
124,000.000 11.753300 0.00 2,186.11 582.96 1,460,178.27
1.454400 8.081202 0.00 1,503.10 400.83 1,003,972.96
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
617520903 DBS GROUP HLDGS SGD1 26JUN09 01JUL09 JPMORGAN SECURITIES( SGD/SG1 .01
68,000.000 11.735700 0.00 1,197.04 68.00 799,292.64
1.454400 8.069101 0.00 823.05 46.75 549,568.65
20JUL09 23JUL09 NOMURA INTERNATIONAL SGD/SG1 .01

78,000.000 12.412700 0.00 1,452.29 387.27 970,030.16
1.441250 8.612454 0.00 1,007.66 268.70 673,047.81
23JUL09 28JUL09 MERRILL LYNCH PEIRCE SGD/SG1 .01

55,000.000 12.249200 0.00 1,010.56 269.48 674,986.04
1.439300 8.510526 0.00 702.12 187.23 468,968.28
11AUG09 14AUG09 DEUTSCHE BANK SECURI SGD/SG1 .01

64,000.000 12.770000 0.00 1,225.92 326.91 818,832.83
1.446850 8.826070 0.00 847.30 225.95 565,941.76
25AUG09 28AUG09 DEUTSCHE BANK SECURI SGD/SG4 .01

76,000.000 12.898200 0.00 1,470.39 392.10 982,125.69
1.439400 8.960817 0.00 1,021.53 272.41 682,316.03
-- ASSET TOTALS --
465,000.000 0.00 8,542.31 2,026.72 5,705,445.63
0.00 5,904.76 1,401.87 3,943,815.49
630386902 SINGAPORE EXCHANGE SGD0.01 05JUN09 05JUN09 INTERNAL CONTRIBUTIO SGD/SG1

242,133.000 7.800000 0.00 0.00 0.00 1,888,637.40
1.451300 5.374492 0.00 0.00 0.00 1,301,341.83
23JUL09 28JUL09 CREDIT LYONNAIS SECS SGD/SG1 .01

106,000.000 7.779200 0.00 1,236.89 63.16 825,895.25
1.439300 5.404850 0.00 859.37 43.88 573,817.31
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
EQUITY
------
630386902 SINGAPORE EXCHANGE SGD0.01 23JUL09 28JUL09 MACQUARIE EQUITIES L SGD/SG1 .01
34,000.000 7.739300 0.00 394.70 63.95 263,594.85
1.439300 5.377128 0.00 274.23 44.43 183,141.01
25AUG09 28AUG09 GOLDMAN SACHS + CO SGD/SG4 .01

143,000.000 8.631600 0.00 1,851.48 68.47 1,236,238.75
1.439400 5.996665 0.00 1,286.29 47.57 858,856.99
-- ASSET TOTALS --
525,133.000 0.00 3,483.07 195.58 4,214,366.25
0.00 2,419.89 135.88 2,917,157.14
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
SHARES/PAR/CONTRACTS UNITS # OF TRADES LOCAL INTEREST LOCAL COMMISSNS LOCAL TAX/FEE/OTH LOCAL NET COST
BASE INTEREST BASE COMMISSNS BASE TAX/FEE/OTH BASE NET COST
-----------------------------------------------------------------------------------------------------------------------------------
** AUSTRALIAN DOLLAR **
EQUITY
------
6,613,214.000 0.00 6,673.12 0.00 42,817,643.30
0.00 5,442.37 0.00 34,340,188.92
TRADES: 19
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
6,613,214.000 0.00 6,673.12 0.00 42,817,643.30
0.00 5,442.37 0.00 34,340,188.92
TRADES: 19
CANCELS: 0
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
** SWISS FRANC **
BUY
-----
EQUITY
------
548,065.000 0.00 3,277.17 0.00 39,924,977.29
0.00 3,048.96 0.00 36,903,376.73
TRADES: 20
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
548,065.000 0.00 3,277.17 0.00 39,924,977.29
0.00 3,048.96 0.00 36,903,376.73
TRADES: 20
CANCELS: 0
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
** DANISH KRONE **
BUY
-----
EQUITY
------
138,827.000 0.00 1,236.66 0.00 39,158,280.78
0.00 236.67 0.00 7,373,946.94
TRADES: 4
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
138,827.000 0.00 1,236.66 0.00 39,158,280.78
0.00 236.67 0.00 7,373,946.94
TRADES: 4
CANCELS: 0
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
BELGIUM ** EURO CURRENCY **
BUY
-----
EQUITY
------
41,329.000 0.00 1,663.64 0.00 2,040,120.04
0.00 2,340.42 0.00 2,867,959.24
TRADES: 14
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
41,329.000 0.00 1,663.64 0.00 2,040,120.04
0.00 2,340.42 0.00 2,867,959.24
TRADES: 14
CANCELS: 0
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
GERMANY ** EURO CURRENCY **
BUY
-----
EQUITY
------
1,069,230.000 0.00 3,637.55 0.00 30,389,293.61
0.00 5,115.50 0.00 42,610,968.99
TRADES: 34
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
1,069,230.000 0.00 3,637.55 0.00 30,389,293.61
0.00 5,115.50 0.00 42,610,968.99
TRADES: 34
CANCELS: 0
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
SPAIN ** EURO CURRENCY **
BUY
-----
EQUITY
------
1,713,167.000 0.00 3,593.47 0.00 18,539,320.09
0.00 5,092.34 0.00 26,030,597.58
TRADES: 16
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
1,713,167.000 0.00 3,593.47 0.00 18,539,320.09
0.00 5,092.34 0.00 26,030,597.58
TRADES: 16
CANCELS: 0
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
FINLAND ** EURO CURRENCY **
BUY
-----
EQUITY
------
181,268.000 0.00 0.00 0.00 1,358,778.68
0.00 0.00 0.00 1,903,376.60
TRADES: 2
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
181,268.000 0.00 0.00 0.00 1,358,778.68
0.00 0.00 0.00 1,903,376.60
TRADES: 2
CANCELS: 0
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
FRANCE ** EURO CURRENCY **
BUY
-----
EQUITY
------
1,612,937.000 0.00 905.03 0.00 42,392,863.48
0.00 1,281.43 0.00 59,408,102.92
TRADES: 30
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
1,612,937.000 0.00 905.03 0.00 42,392,863.48
0.00 1,281.43 0.00 59,408,102.92
TRADES: 30
CANCELS: 0
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
IRELAND ** EURO CURRENCY **
BUY
-----
EQUITY
------
172,636.000 0.00 0.00 0.00 648,248.18
0.00 0.00 0.00 908,065.78
TRADES: 1
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
172,636.000 0.00 0.00 0.00 648,248.18
0.00 0.00 0.00 908,065.78
TRADES: 1
CANCELS: 0
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
ITALY ** EURO CURRENCY **
BUY
-----
EQUITY
------
2,423,309.000 0.00 2,538.70 0.00 10,603,251.93
0.00 3,563.87 0.00 14,866,280.28
TRADES: 9
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
2,423,309.000 0.00 2,538.70 0.00 10,603,251.93
0.00 3,563.87 0.00 14,866,280.28
TRADES: 9
CANCELS: 0
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
NETHERLANDS ** EURO CURRENCY **
BUY
-----
EQUITY
------
1,155,286.000 0.00 190.21 0.00 15,659,348.86
0.00 272.54 0.00 21,947,807.67
TRADES: 6
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
1,155,286.000 0.00 190.21 0.00 15,659,348.86
0.00 272.54 0.00 21,947,807.67
TRADES: 6
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
8,369,162.000 0.00 12,528.60 0.00 121,631,224.87
0.00 17,666.10 0.00 170,543,159.06
TRADES: 112
CANCELS: 0
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
** POUND STERLING **
BUY
-----
EQUITY
------
10,615,765.000 0.00 10,931.52 65,044.60 58,047,223.77
0.00 17,950.11 106,673.72 93,597,086.76
TRADES: 128
CANCELS: 3
GRAND TOTAL
-----------
LONG
----
10,615,765.000 0.00 10,931.52 65,044.60 58,047,223.77
0.00 17,950.11 106,673.72 93,597,086.76
TRADES: 128
CANCELS: 3
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
** HONG KONG DOLLAR **
BUY
-----
EQUITY
------
6,784,841.000 0.00 55,806.55 60,834.18 201,567,190.83
0.00 7,200.49 7,849.21 26,005,166.72
TRADES: 17
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
6,784,841.000 0.00 55,806.55 60,834.18 201,567,190.83
0.00 7,200.49 7,849.21 26,005,166.72
TRADES: 17
CANCELS: 0
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
** JAPANESE YEN **
BUY
-----
EQUITY
------
10,354,990.000 0.00 1,428,415.00 0.00 12,437,828,203.00
0.00 14,962.93 0.00 127,894,402.79
TRADES: 117
CANCELS: 2
GRAND TOTAL
-----------
LONG
----
10,354,990.000 0.00 1,428,415.00 0.00 12,437,828,203.00
0.00 14,962.93 0.00 127,894,402.79
TRADES: 117
CANCELS: 2
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
** NORWEGIAN KRONE **
BUY
-----
EQUITY
------
477,811.000 0.00 6,470.49 0.00 44,560,587.14
0.00 1,040.73 0.00 7,016,641.07
TRADES: 9
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
477,811.000 0.00 6,470.49 0.00 44,560,587.14
0.00 1,040.73 0.00 7,016,641.07
TRADES: 9
CANCELS: 0
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
** SWEDISH KRONA **
BUY
-----
EQUITY
------
1,279,470.000 0.00 25,683.57 0.00 118,317,110.93
0.00 3,339.19 0.00 15,237,553.50
TRADES: 18
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
1,279,470.000 0.00 25,683.57 0.00 118,317,110.93
0.00 3,339.19 0.00 15,237,553.50
TRADES: 18
CANCELS: 0
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
** SINGAPORE DOLLAR **
BUY
-----
EQUITY
------
4,278,806.000 0.00 22,752.40 4,465.67 18,795,905.11
0.00 15,712.80 3,084.19 12,974,818.49
TRADES: 20
CANCELS: 0
GRAND TOTAL
-----------
LONG
----
4,278,806.000 0.00 22,752.40 4,465.67 18,795,905.11
0.00 15,712.80 3,084.19 12,974,818.49
TRADES: 20
CANCELS: 0
CURRENCY SUMMARY
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
** US DOLLAR **
BUY
-----
SHORT TERMS
-----------
14,342,314.17 0.00 0.00 0.00 14,342,314.17
TRADES: 37
CANCELS: 7
GRAND TOTAL
-----------
LONG
----
14,342,314.17 0.00 0.00 0.00 14,342,314.17
TRADES: 37
CANCELS: 7
-----------------------------------------------------------------------------------------------------------------------------------
SHARES/PAR/CONTRACTS UNITS # OF TRADES BASE INTEREST BASE COMMISSNS BASE TAX/FEE/OTH BASE NET COST
-----------------------------------------------------------------------------------------------------------------------------------
** FUND SUMMARY **
BUY
-----
SHORT TERMS
-----------
14,342,314.17 0.00 0.00 0.00 14,342,314.17
TRADES: 37
CANCELS: 7
EQUITY
------
49,460,951.000 0.00 86,600.35 117,607.06 531,886,340.98
TRADES: 464
CANCELS: 5
GRAND TOTAL
-----------
LONG
----
63,803,265.170 0.00 86,600.35 117,607.06 546,228,655.15
TRADES: 501
CANCELS: 12
FUND SUMMARY - BY LOCATION
FIXED
EQUITY INCOME GRAND TOTAL
-------- -------- -------- -------- -------- -------- -------- -------- -------- ------------
OTH NET TRADES: 2 30 NET TRADES: 32
AU8 NET TRADES: 19 0 NET TRADES: 19
CH1 NET TRADES: 20 0 NET TRADES: 20
DK2 NET TRADES: 4 0 NET TRADES: 4
BE5 NET TRADES: 14 0 NET TRADES: 14
DE5 NET TRADES: 34 0 NET TRADES: 34
ES5 NET TRADES: 16 0 NET TRADES: 16
FI2 NET TRADES: 2 0 NET TRADES: 2
FR4 NET TRADES: 30 0 NET TRADES: 30
IE1 NET TRADES: 1 0 NET TRADES: 1
IT4 NET TRADES: 9 0 NET TRADES: 9
NL5 NET TRADES: 6 0 NET TRADES: 6
GBB NET TRADES: 125 0 NET TRADES: 125
HK1 NET TRADES: 17 0 NET TRADES: 17
JP3 NET TRADES: 113 0 NET TRADES: 113
NO3 NET TRADES: 9 0 NET TRADES: 9
SE1 NET TRADES: 18 0 NET TRADES: 18
SG1 NET TRADES: 17 0 NET TRADES: 17
SG4 NET TRADES: 3 0 NET TRADES: 3
TOTAL NET TRADES: 459 30 NET TRADES: 489
NOTE: NET TRADES = TRADES - CANCELLED TRADES - CORP ACTIONS
RUN DATE = 22SEP09

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ZVBV ANNUAL INTL ALPHA SELECT SL SERIES PAGE: 1

USD SSGA ASOF: 31AUG09

JANUARY 1, 2009 TO AUGUST 31, 2009

11JUN09 11JUN09 STATE STREET BANK AN USD/OTH

6,673.15 100.000000 0.00 0.00 0.00 6,673.15

12JUN09 12JUN09 STATE STREET BANK AN USD/OTH

779,387.38 100.000000 0.00 0.00 0.00 779,387.38

16JUN09 STATE STREET BANK AN USD/OTH

531,513.71 100.000000 0.00 0.00 0.00 531,513.71

16JUN09 CANCEL STATE STREET BANK AN USD/OTH

-531,513.71 100.000000 0.00 0.00 0.00 -531,513.71

16JUN09 16JUN09 STATE STREET BANK AN USD/OTH

137,453.32 100.000000 0.00 0.00 0.00 137,453.32

JANUARY 1, 2009 TO AUGUST 31, 2009

25JUN09 STATE STREET BANK AN USD/OTH

1,179,500.01 100.000000 0.00 0.00 0.00 1,179,500.01

25JUN09 CANCEL STATE STREET BANK AN USD/OTH

-1,179,500.01 100.000000 0.00 0.00 0.00 -1,179,500.01

25JUN09 25JUN09 STATE STREET BANK AN USD/OTH

1,233,444.32 100.000000 0.00 0.00 0.00 1,233,444.32

26JUN09 26JUN09 STATE STREET BANK AN USD/OTH

734,732.63 100.000000 0.00 0.00 0.00 734,732.63

02JUL09 02JUL09 STATE STREET BANK AN USD/OTH

250,140.23 100.000000 0.00 0.00 0.00 250,140.23

06JUL09 06JUL09 STATE STREET BANK AN USD/OTH

27,790.51 100.000000 0.00 0.00 0.00 27,790.51

JANUARY 1, 2009 TO AUGUST 31, 2009

10JUL09 10JUL09 STATE STREET BANK AN USD/OTH

108,715.99 100.000000 0.00 0.00 0.00 108,715.99

14JUL09 14JUL09 STATE STREET BANK AN USD/OTH

534,290.03 100.000000 0.00 0.00 0.00 534,290.03

16JUL09 16JUL09 STATE STREET BANK AN USD/OTH

221,623.91 100.000000 0.00 0.00 0.00 221,623.91

17JUL09 17JUL09 STATE STREET BANK AN USD/OTH

432,425.48 100.000000 0.00 0.00 0.00 432,425.48

21JUL09 21JUL09 STATE STREET BANK AN USD/OTH

569,590.37 100.000000 0.00 0.00 0.00 569,590.37

23JUL09 STATE STREET BANK AN USD/OTH

33,009.44 100.000000 0.00 0.00 0.00 33,009.44

JANUARY 1, 2009 TO AUGUST 31, 2009

24JUL09 24JUL09 STATE STREET BANK AN USD/OTH

740,945.72 100.000000 0.00 0.00 0.00 740,945.72

31JUL09 CANCEL STATE STREET BANK AN USD/OTH

-926,874.31 100.000000 0.00 0.00 0.00 -926,874.31

31JUL09 31JUL09 STATE STREET BANK AN USD/OTH

1,060,642.16 100.000000 0.00 0.00 0.00 1,060,642.16

JANUARY 1, 2009 TO AUGUST 31, 2009

04AUG09 CANCEL STATE STREET BANK AN USD/CSW

-710,681.08 100.000000 0.00 0.00 0.00 -710,681.08

07AUG09 07AUG09 STATE STREET BANK AN USD/OTH

180,689.94 100.000000 0.00 0.00 0.00 180,689.94

JANUARY 1, 2009 TO AUGUST 31, 2009

11AUG09 11AUG09 STATE STREET BANK AN USD/OTH

27,015.79 100.000000 0.00 0.00 0.00 27,015.79

12AUG09 STATE STREET BANK AN USD/OTH

1,687,150.01 100.000000 0.00 0.00 0.00 1,687,150.01

12AUG09 CANCEL STATE STREET BANK AN USD/OTH

-1,687,150.01 100.000000 0.00 0.00 0.00 -1,687,150.01

AUSTRALIAN DOLLAR (CONTINUED)

AUSTRALIAN DOLLAR (CONTINUED)

SWISS FRANC (CONTINUED)

SWISS FRANC (CONTINUED)

SWISS FRANC (CONTINUED)

DANISH KRONE (CONTINUED)

BELGIUM EURO CURRENCY

BELGIUM EURO CURRENCY (CONTINUED)