Fund Asset Class Ticker Security Name CUSIP Number Shares/Par Value Base Price Amount Base Market Value Interest Rate Maturity Date NQ11 EQUITY GREEN MOUNTAIN CAPITAL L.P '394990998 50 427.38 21369 0 NQ11 EQUITY NORTH ATLANTIC VENTURE FUND II '651991929 275572.22 1.959947 540106.95 0 NQ11 CASH EQUIVALENT STATE STREET BANK + TRUST CO '8611239B5 4483.64 100 4483.64 0.190652 12/31/2030 NQ20 CASH EQUIVALENT STATE STREET BANK + TRUST CO '8611239B5 196470.54 100 196470.54 0.190652 12/31/2030 NQ20 CASH US DOLLAR 'USD 0 1 0 0 NQ20 CASH US DOLLAR 'USD 12907.48 1 12907.48 0 NQ20 EQUITY NRTLQ NORTEL NETWORKS CORP '656568508 48 0.031 1.49 0 NQ2A EQUITY 5020 JX HOLDINGS INC 'B627LW906 202200 4.938411 998546.73 0 NQ2A EQUITY 510 HIAP SENG ENGINEERING LTD '616207908 132000 0.454838 60038.68 0 NQ2A EQUITY VOR SEQUANA CAPITAL '546924903 14919 12.255127 182834.25 0 NQ2A EQUITY 9842 ARC LAND SAKAMOTO CO LTD '604800904 5800 14.645723 84945.19 0 NQ2A EQUITY 7279 HI LEX CORP '664347002 12500 13.120127 164001.58 0 NQ2A EQUITY SBIDl STATE BANK OF INDIA SPON GDR '513109900 2000 99.9 199800 0 NQ2A EQUITY PKN POLSKI KONCERN NAFTOWY SA '581006905 10236 10.5059 107538.39 0 NQ2A EQUITY 9945 PLENUS CO LTD '669270902 3800 15.335066 58273.25 0 NQ2A EQUITY GIB/A CGI GROUP INC CL A '39945C950 80496 14.906131 1199883.91 0 NQ2A EQUITY CGO COGECO INC '19238T100 1200 28.231309 33877.57 0 NQ2A EQUITY 9936 OHSHO FOOD SERVICE CORP '666093901 4600 25.663917 118054.02 0 NQ2A EQUITY KIN KINEPOLIS '543952907 1419 52.854446 75000.46 0 NQ2A EQUITY SAAB B SAAB AB B '546955907 34176 11.449499 391298.07 0 NQ2A EQUITY 4471 SANYO CHEMICAL INDUSTRIES '677680001 24000 6.486609 155678.61 0 NQ2A EQUITY NTE NAM TAI ELECTRONICS INC '629865205 7574 4.12 31204.88 0 NQ2A EQUITY MRWl WM MORRISON SUPERMARKETS '060431004 435358 3.981119 1733212.11 0 NQ2A EQUITY 9997 BELLUNA CO LTD '607035904 6300 4.7576 29972.88 0 NQ2A EQUITY 7518 NET ONE SYSTEMS CO LTD '603654906 51 1299.581874 66278.68 0 NQ2A EQUITY EAD EADS NV '401225909 91730 20.664067 1895514.91 0 NQ2A EQUITY AHTl ASHTEAD GROUP PLC '005367008 147365 1.344245 198094.64 0 NQ2A EQUITY IFS B_ INDUST + FINANCIAL SYSTEM B '508170909 11472 10.215883 117196.61 0 NQ2A EQUITY JPRl JOHNSTON PRESS PLC '047696000 194428 0.220675 42905.32 0 NQ2A EQUITY 7944 ROLAND CORP '674751003 2900 12.05786 34967.79 0 NQ2A EQUITY H78 HONGKONG LAND HOLDINGS LTD '643491905 31000 4.98 154380 0 NQ2A EQUITY 9603 H I S CO LTD '640043907 6300 20.16047 127010.96 0 NQ2A EQUITY PTC PAKISTAN TELECOM CO LTD '667262901 608300 0.206957 125891.96 0 NQ2A EQUITY AGKl AGGREKO PLC '014789903 28198 21.1698 596946.01 0 NQ2A EQUITY 2910 ROCK FIELD CO LTD '674574900 2600 13.447847 34964.4 0 NQ2A EQUITY 1137 CITY TELECOM (HK) LTD '601935901 90000 0.590717 53164.51 0 NQ2A EQUITY 6816 ALPINE ELECTRONICS INC '602148009 11400 12.272573 139907.33 0 NQ2A EQUITY 7744 NORITSU KOKI CO LTD '664878907 7900 7.627981 60261.05 0 NQ2A EQUITY HEN3 HENKEL AG + CO KGAA VORZUG '507670909 35230 49.118501 1730444.77 0 NQ2A EQUITY CLS CELESTICA INC '15101Q959 29400 8.092975 237933.47 0 NQ2A EQUITY 6804 HOSIDEN CORPORATION '643981004 13300 10.690473 142183.3 0 NQ2A EQUITY J37 JARDINE STRATEGIC HLDGS LTD '647296904 6500 20.82 135330 0 NQ2A EQUITY SZU SUEDZUCKER AG '578446908 21597 18.17752 392579.9 0 NQ2A EQUITY DDTl DIMENSION DATA HOLDINGS PLC '084354901 209621 1.413813 296365 0 NQ2A EQUITY 9719 SUMISHO COMPUTER SYSTEMS '685847006 5100 13.96768 71235.17 0 NQ2A EQUITY 142 FIRST PACIFIC CO '633987003 216000 0.680608 147011.42 0 NQ2A EQUITY 7513 KOJIMA CO LTD '648891901 19500 6.113685 119216.86 0 NQ2A EQUITY ORDI ORDINA NV '525064903 7086 3.500765 24806.42 0 NQ2A EQUITY ADV ADVA AG OPTICAL NETWORKING '565348901 15149 5.15683 78120.82 0 NQ2A EQUITY 4686 JUSTSYSTEMS CORP '607979903 30000 3.130297 93908.92 0 NQ2A EQUITY DVT DEVOTEAM SA '580510907 9659 20.431336 197346.28 0 NQ2A EQUITY VCH CHARLES VOEGELE HOLDING A BR '568257901 2213 41.220383 91220.71 0 NQ2A EQUITY TSP TELECOMUNICACOES DE S.P. ADR '87929A102 16308 20.36 332030.88 0 NQ2A EQUITY 8056 NIHON UNISYS LTD '664268000 20800 7.322861 152315.52 0 NQ2A EQUITY 8586 HITACHI CAPITAL CORP '642915003 27100 13.425246 363824.16 0 NQ2A EQUITY HAV HAVAS '598095909 6655 4.448838 29607.02 0 NQ2A EQUITY 8515 AIFUL CORP '601941909 22000 1.209176 26601.88 0 NQ2A EQUITY AGFB AGFA GEVAERT NV '568905905 29401 5.793778 170342.87 0 NQ2A EQUITY LOG LOGICA PLC '052270006 900139 1.63374 1470593.11 0 NQ2A EQUITY IPRl INTERNATIONAL POWER PLC '063201008 495221 4.492785 2224921.51 0 NQ2A EQUITY RBSl ROYAL BANK OF SCOTLAND GROUP '075478008 2103631 0.619834 1303901.56 0 NQ2A EQUITY BPl BP PLC '079805909 597302 4.771059 2849763.36 0 NQ2A EQUITY TATEl TATE + LYLE PLC '087541009 14013 6.727957 94278.86 0 NQ2A EQUITY AZNl ASTRAZENECA PLC '098952906 81789 47.411375 3877728.94 0 NQ2A EQUITY DCO DANISCO A/S '415558907 2200 67.731671 149009.68 0 NQ2A EQUITY DIE S.A. D IETEREN N.V. '424749000 801 428.053646 342870.97 0 NQ2A EQUITY DAN DANIELI + CO '425335007 2700 18.373504 49608.46 0 NQ2A EQUITY DELB DELHAIZE GROUP '426211009 2761 73.163293 202003.85 0 NQ2A EQUITY MMK MAYR MELNHOF KARTON AG '456364900 444 89.111494 39565.5 0 NQ2A EQUITY VALN VALORA HOLDING AG REG '458161007 300 239.254416 71776.32 0 NQ2A EQUITY SK SEB SA '479213001 2131 65.238188 139022.58 0 NQ2A EQUITY SUN SULZER AG REG '485471007 1637 93.939815 153779.48 0 NQ2A EQUITY FR VALEO '493757900 17768 27.56638 489799.45 0 NQ2A EQUITY UPM1V UPM KYMMENE OYJ '505125906 63192 13.375911 845250.56 0 NQ2A EQUITY MS MEDIASET SPA '507794907 56206 5.744782 322891.23 0 NQ2A EQUITY BAS BASF SE '508657905 53316 55.255251 2945988.95 0 NQ2A EQUITY ALV ALLIANZ SE REG '523148906 11790 100.258086 1182042.84 0 NQ2A EQUITY LHA DEUTSCHE LUFTHANSA REG '528748908 153740 13.951614 2144921.13 0 NQ2A EQUITY RHM RHEINMETALL AG '533458907 18146 57.66218 1046337.92 0 NQ2A EQUITY RAIVV RAISIO PLC '544663909 10990 3.331729 36615.7 0 NQ2A EQUITY TIE1V TIETO OYJ '547970905 9692 16.658644 161455.57 0 NQ2A EQUITY TUI1 TUI AG '566629903 152147 8.879302 1350959.16 0 NQ2A EQUITY SAN SANOFI AVENTIS '567173901 55408 60.66931 3361565.13 0 NQ2A EQUITY DBK DEUTSCHE BANK AG REGISTERED '575035902 10246 57.202842 586100.32 0 NQ2A EQUITY DTE DEUTSCHE TELEKOM AG REG '584235907 253316 11.885207 3010713.16 0 NQ2A EQUITY 8219 AOYAMA TRADING CO LTD '604587006 14200 18.013335 255789.35 0 NQ2A EQUITY 5201 ASAHI GLASS CO LTD '605520006 21000 9.5265 200056.5 0 NQ2A EQUITY 2 CLP HOLDINGS LTD '609701909 111500 7.249122 808277.1 0 NQ2A EQUITY BHP BHP BILLITON LTD '614469005 18237 31.801081 579956.32 0 NQ2A EQUITY D05 DBS GROUP HOLDINGS LTD '617520903 291000 9.798725 2851428.98 0 NQ2A EQUITY RIO RIO TINTO LTD '622010007 34553 56.304385 1945485.41 0 NQ2A EQUITY C07 JARDINE CYCLE + CARRIAGE LTD '624226007 18000 21.488432 386791.78 0 NQ2A EQUITY 8263 DAIEI INC '624998001 8800 4.136061 36397.33 0 NQ2A EQUITY 1878 DAITO TRUST CONSTRUCT CO LTD '625050000 16500 56.842581 937902.59 0 NQ2A EQUITY 4631 DIC CORP '625082003 50000 1.559498 77974.91 0 NQ2A EQUITY 4901 FUJIFILM HOLDINGS CORP '635652001 55000 29.246243 1608543.34 0 NQ2A EQUITY 6702 FUJITSU LTD '635694003 322000 6.339699 2041383.21 0 NQ2A EQUITY 9749 FUJI SOFT INC '635700008 24400 16.634648 405885.41 0 NQ2A EQUITY 6501 HITACHI LTD '642910004 567000 3.661431 2076031.19 0 NQ2A EQUITY 7013 IHI CORP '646698001 63000 1.616002 101808.11 0 NQ2A EQUITY 8088 IWATANI INTERNATIONAL CORP '646820001 93000 2.779975 258537.69 0 NQ2A EQUITY 8584 JACCS CO LTD '646862003 69000 1.661205 114623.12 0 NQ2A EQUITY 4521 KAKEN PHARMACEUTICAL CO LTD '648164002 60000 9.955927 597355.63 0 NQ2A EQUITY 1942 KANDENKO CO LTD '648358000 50000 5.955475 297773.76 0 NQ2A EQUITY 1883 MAEDA ROAD CONSTRUCTION CO '655472009 44000 8.193016 360492.71 0 NQ2A EQUITY 8002 MARUBENI CORPORATION '656946001 362000 5.209628 1885885.41 0 NQ2A EQUITY 8031 MITSUI + CO LTD '659730006 51100 11.91095 608649.56 0 NQ2A EQUITY 4183 MITSUI CHEMICALS INC '659736003 9000 2.836479 25528.31 0 NQ2A EQUITY 9432 NIPPON TELEGRAPH + TELEPHONE '664137007 74000 41.134591 3043959.77 0 NQ2A EQUITY 7201 NISSAN MOTOR CO LTD '664286002 143900 7.074246 1017983.95 0 NQ2A EQUITY 1893 PENTA OCEAN CONSTRUCTION CO '668080005 83000 1.254379 104113.46 0 NQ2A EQUITY 8574 PROMISE CO LTD '670329903 37000 6.814329 252130.18 0 NQ2A EQUITY STO SANTOS LTD '677670002 196892 10.642593 2095441.42 0 NQ2A EQUITY 5929 SANWA HOLDINGS CORP '677678005 101000 3.051192 308170.41 0 NQ2A EQUITY 9076 SEINO HOLDINGS CO LTD '679342006 131000 6.938637 908961.46 0 NQ2A EQUITY 8341 77 BANK LTD/THE '680416005 23000 5.413041 124499.94 0 NQ2A EQUITY C6L SINGAPORE AIRLINES LTD '681173001 21000 10.457704 219611.78 0 NQ2A EQUITY 6758 SONY CORP '682150008 74400 26.929597 2003561.98 0 NQ2A EQUITY 8564 TAKEFUJI CORPORATION '687606905 19200 2.949486 56630.13 0 NQ2A EQUITY TEL TELECOM CORP OF NEW ZEALAND '688143007 81178 1.299659 105503.69 0 NQ2A EQUITY 5901 TOYO SEIKAN KAISHA LTD '690026000 35300 14.792632 522179.91 0 NQ2A EQUITY U11 UNITED OVERSEAS BANK LTD '691678007 8000 14.053435 112427.48 0 NQ2A EQUITY 4503 ASTELLAS PHARMA INC '698538006 80700 33.789129 2726782.69 0 NQ2A EQUITY ATO ATOS ORIGIN SA '565478906 1297 40.629942 52697.03 0 NQ2A EQUITY IFX INFINEON TECHNOLOGIES AG '588950907 172434 5.901569 1017631.23 0 NQ2A EQUITY 9502 CHUBU ELECTRIC POWER CO INC '619560006 108200 24.884168 2692466.95 0 NQ2A EQUITY 7241 FUTABA INDUSTRIAL CO LTD '635774003 33700 7.605379 256301.28 0 NQ2A EQUITY 1881 NIPPO CORP '664078003 15000 7.492372 112385.58 0 NQ2A EQUITY 8150 SANSHIN ELECTRONICS CO LTD '677636003 4900 8.486835 41585.49 0 NQ2A EQUITY 8141 SHINKO SHOJI CO LTD '680497005 4700 8.599842 40419.26 0 NQ2A EQUITY 6588 TOSHIBA TEC CORP '689488005 57000 3.277206 186800.77 0 NQ2A EQUITY 1946 TOENEC CORP '689562007 5000 5.672957 28364.79 0 NQ2A EQUITY ALFA A ALFA S.A.B.