Edgar Filing: UAL CORP /DE/

11K SECURITIES AND EXCHANGE COMMISSION

Washington D.C. 20549

FORM 11-K

FOR ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE, SAVINGS
AND SIMILAR PLANS PURSUANT TO SECTION 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934

(Mark One)

[ x ] ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES

EXCHANGE ACT OF 1934

For the month ended December 31, 2001

[ ] TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES

EXCHANGE ACT OF 1934

For the transition period from ___ to ___

Commission File No. 1 - 6033

A.   United Air Lines, Inc.
        Pilots' Directed Account Retirement Income Plan
        (Full title of the Plan)

United Air Lines, Inc.
(Employer sponsoring the Plan)

B. UAL Corporation
(Issuer of the shares held pursuant to the Plan)

           1200 Algonquin Road, Elk Grove Township, Illinois
           Mailing Address: P.O. Box 66100, Chicago, Illinois 60666
           (Address of principal executive offices)

REPORT OF INDEPENDENT PUBLIC ACCOUNTANTS

To the Board of Directors
of United Air Lines, Inc.
Pilots' Directed Account Retirement Income Plan:

We have audited the accompanying statements of net assets available for plan benefits of the United Air Lines, Inc. Pilots' Directed Account Retirement Income Plan as of December 31, 2001 and November 30, 2001, and the related statements of changes in net assets available for plan benefits for the month ended December 31, 2001. These financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on these financial statements based on our audits.

We conducted our audits in accordance with auditing standards generally accepted in the United States. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements. An audit also includes assessing the accounting principles used and significant estimates made by the Plan's management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.

In our opinion, the financial statements referred to above present fairly, in all material respects, the net assets available for plan benefits of the United Air Lines, Inc. Pilots' Directed Account Retirement Income Plan as of December 31, 2001 and November 30, 2001, and the changes in its net assets available for plan benefits for the month ended December 31, 2001 in conformity with accounting principles generally accepted in the United States.

Our audits were performed for the purpose of forming an opinion on the basic financial statements taken as a whole. The supplemental schedule of assets held for investment purposes at end of year is presented for the purpose of additional analysis and is not a required part of the basic financial statements but is supplementary information required by the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. This supplemental schedule is the responsibility of the Plan's management. The supplemental schedule has been subjected to the auditing procedures applied in the audits of the basic financial statements and, in our opinion, is fairly stated in all material respects in relation to the basic financial statements taken as a whole.

/s/ ARTHUR ANDERSEN LLP
ARTHUR ANDERSEN LLP

Chicago, Illinois
May 15, 2002

UNITED AIR LINES, INC.
PILOTS' DIRECTED ACCOUNT RETIREMENT INCOME PLAN

STATEMENTS OF NET ASSETS AVAILABLE FOR PLAN BENEFITS

As of December 31, 2001 and November 30, 2001

(in thousands)

	2001	2001
ASSETS:
Contribution receivable	$ 16,793	$ -
Investments:
Cash and cash equivalents net of offsets	587,960	606,575
Equity securities, net of offsets	1,056,808	1,039,373
Asset backed securities	47,293	40,824
Corporate and international bonds	69,202	71,935
Government securities and other fixed instruments,
net of offsets	112,497	127,769
Other assets, net	13,880	14,208
Securities on loan (see Note 2)	150,176	156,125
Total investments	2,037,816	2,056,809
Accrued income, net	2,791	2,935
Collateral received for securities loaned (see Note 2)	147,284	154,140
Total assets	2,204,684	2,213,884
LIABILITIES:
Pending trade payables, net	(79,950)	(87,708)
Obligation for collateral received for securities
loaned (see Note 2)	(147,284)	(154,140)
Total liabilities	(227,234)	(241,848)
NET ASSETS AVAILABLE FOR PLAN BENEFITS	$1,977,450	$1,972,036

The accompanying notes to financial statements
are an integral part of these statements.

UNITED AIR LINES, INC.
PILOTS' DIRECTED ACCOUNT RETIREMENT INCOME PLAN

STATEMENTS OF CHANGES IN NET ASSETS AVAILABLE FOR PLAN BENEFITS

For the Month Ended December 31, 2001

(in thousands)

RESULTS OF INVESTMENT ACTIVITY:
Net depreciation in value of investments (see Note 2)		$ 11,863
Interest		2,162
Dividends		1,206
Other loss		(872)
Income from securities lending		43
Total investment activity		14,402
CONTRIBUTIONS
Employer		13,073
Employee		6,699
Total contributions		19,772
BENEFIT PAYMENTS		(27,414)
ADMINISTRATIVE EXPENSES		(1,346)
Net increase in net assest available for plan
benefits during the period		5,414

NET ASSETS AVAILABLE FOR PLAN BENEFITS
Beginning of the period		1,972,036
End of the period		$1,977,450

The accompanying notes to financial statements
are an integral part of this statement.

UNITED AIR LINES, INC
PILOTS' DIRECTED ACCOUNT RETIREMENT INCOME PLAN

NOTES TO FINANCIAL STATEMENTS

December 31, 2001 and November 30, 2001

1. DESCRIPTION OF PLAN

This description is for general information purposes only. Participants should refer to their summary plan description for detailed benefit information.

General and Plan Participants

United Air Lines, Inc. ("United") established the Pilots' Variable Benefit Retirement Income Plan (the "Variable Plan") in 1955 to provide retirement income and other benefits for the pilots of United. On September 1, 1982, the Variable Plan was amended and restructured, retroactive to February 1, 1981, and for active participants is now known as the United Air Lines, Inc. Pilots' Directed Account Retirement Income Plan (the "Directed Account Plan" or "Plan"). All active participants in the Variable Plan automatically became participants in the Directed Account Plan. The transition from the Variable Plan to the Directed Account Plan did not constitute a termination of the Variable Plan. The Plan is a defined contribution plan and is subject to the Employee Retirement Income Security Act of 1974 ("ERISA"), as amended.

United pilots are eligible to become participants in the Plan on the date of their hire.

Effective December 1, 2001, the Plan changed the year end from November 30 to December 31.

Directed Account Plan Investment Options

Participants are able to individually allocate their account balances among various different investment options. The investment funds consist of the Money Market Fund, the UAL Stock Fund, the Short-Term Securities Fund, the Diversified Bond Fund, the Value Equity Fund, the Growth Equity Fund, the Small Cap Equity Fund, the International Equity Fund, the S&P 500 Index Fund, the Individual Brokerage Account Option and five balanced funds. If a participant does not allocate his account balance among the investment funds, his balance will be invested in the Money Market Fund. Participants may reallocate their fund balances or change their future contribution allocation daily. In the five balanced funds that invest in the other investment funds in predetermined portions, automatic daily reallocation is performed.

Participants may invest in the UAL Stock Fund only through transfers from the Money Market Fund. Existing balances from Company contributions, 401(k) contributions, after-tax contributions, rollover contributions from qualified defined contribution plans and earnings from all money types may be invested in the UAL Stock Fund.

Contributions and Vesting

United makes a contribution in an amount equivalent to 11% of a pilot's earnings to the Plan. In 2000, United made a contribution in an amount equivalent to 9% which in midyear 2000 increased to 11% (retroactive to April 12, 2000) of a pilot's earnings to the plan. Prior to April 12, 2000, United contributed an amount equivalent to 1%. Company contributions on behalf of a participant are allocated directly to each participant's account. Pilots may also elect to voluntarily contribute, in multiples of 1%, any percentage, up to 50% (subject to the 25% overall limit discussed below) of each paycheck received. Pilots immediately vest in company and voluntary contributions.

Pilot pretax election deferrals to the Plan can be made, subject to a maximum of $10,500 in 2001 and in 2000, on a pretax basis as permitted by Section 401(k) of the Internal Revenue Code. Lower limits may apply to certain highly compensated participants if the Plan does not pass certain nondiscrimination tests required by law. Section 415 of the Internal Revenue Code limits the total amount of contributions from all qualified defined contribution retirement plans to the lesser of 25% of annual taxable earnings or $35,000.

Contributions to the Plan include $2,041,969 for December 31, 2001 which were transferred from other qualified plans as rollovers under the Internal Revenue Code Sections 402(c) and 408(d).

Withdrawals

Withdrawals from the Plan may be made as follows, as applicable to the participant's eligibility, amount requested, and existing balances:

Participants who have separated from service (for reasons other than death) may elect payment in the form of a lump sum, periodic distributions, irregular partial distributions, or through the purchase of an annuity. Taxable or taxable portions of distributions may also be directly rolled over into an IRA or qualified plan (with the exception of periodic distributions of 10 years or more duration).

Withdrawals are normally made in the form of a fixed life annuity, if the participant is unmarried, or a 50% contingent annuity with the spouse as the contingent annuitant, if the participant is married. Spousal consent is required if the participant elects to take a distribution in the form of a lump sum payment, periodic distributions, irregular partial distributions, and other forms of annuities. Participants who have terminated employment are able to defer the distribution of the account until April 1 of the next calendar year after reaching age 70-1/2.

Distributions of accounts due to the death of a participant may be taken by the participant's beneficiary in the form of a lump sum payment or through the purchase of an annuity. The participant's surviving spouse, if any, is automatically the beneficiary of half of the account, unless the spouse waives this right. The surviving spouse may also maintain the directed account plan as a plan participant.

In-service withdrawals for participants who are actively employed or are absent due to reasons of illness (other than grounded status), or approved leave of absence and maintain an employer-employee relationship with United Air Lines, Inc. are permitted as follows:

- Discretionary withdrawals of post-tax contributions and earnings

- Hardship withdrawals from 401(k) account, subject to restrictions described in the Plan

- After reaching age 59-1/2, subject to certain requirements specified in the Plan, all or a portion of the participant's 401(k) account may be withdrawn

- Upon reaching age 70-1/2, minimum distributions required under the Internal Revenue Code 401(a)(9) must be taken no later than April 1 following the calendar year that the participant has reached age 70-1/2. Effective January 1, 1997, active participants that have reached age 70-1/2 may choose to defer distribution.

If a participant's account has never exceeded $5,000, total distribution of the account will be made in a lump sum payment upon termination of employment or death.

Generally, withdrawals are allocated pro-rata to the balances of each of the investment funds in the participant's account, according to a money-type hierarchy. Distributions from the UAL Stock Fund, may be made in cash.

Plan Termination Provisions

Although it has not expressed any intent to do so, the Company has the right under the Plan to terminate the Plan subject to the provisions of ERISA. If the Plan is terminated, all amounts credited to a participant's account at the time of termination shall be retained in the Trust and will be distributed in accordance with the normal distribution rules of the Plan.

Plan Administration

The Frank Russell Trust Company serves as Plan trustee. The Northern Trust Company serves as the asset custodian of the Plan. PFPC Inc. Retirement Services serves as the recordkeeper.

2. SIGNIFICANT ACCOUNTING POLICIES

Basis of Accounting

The financial statements are presented on the accrual basis.

Investments

The Trustee is authorized to engage in the lending of certain Trust assets. Securities lending is an investment management strategy that utilizes the existing securities (government bonds, corporate bonds or equities) of the Trust to earn additional income. It involves the loaning of securities to a select group of approved broker-dealers. In return for the loaned securities, the Trustee simultaneously receives collateral in the form of cash or U.S. Government securities as a safeguard against possible default of any borrower on the return of the loan. Each loan is collateralized to the extent of 102% for domestic securities and 105% for international securities of the fair value of the loan plus accrued interest. The collateral is market-to-market on a daily basis to maintain the margin requirement. For the plan year ended November 30, 2001, the Plan began accounting for its securities lending activities in accordance with Statement of Financial Accounting Standards ("SFAS") No. 140 "Accounting for Transfers and Servicing of Financial Assets and Extinguishments of Liabilities".

Domestic investments are stated at fair value, generally, as determined by market prices quoted on U.S. securities exchanges. The fair value of foreign securities and foreign currency deposits is based on market prices quoted on foreign securities exchanges and this value is converted to U.S. dollars using the exchange rate in effect at plan year end. Assets in the UAL Stock Fund are invested in UAL Corporation common stock and are valued at market prices quoted on the New York Stock Exchange ("NYSE"). Transfers into the UAL Stock Fund are made as of the close of the NYSE on a daily basis.

The pending trade payables are recorded net of related receivables and represent net amounts due from investment managers arising from security trading activities settled subsequent to year end.

The following presents investments that represent 5% or more of the Plan's net assets:

	December 31	November 30
	2001	2001
Money Market Fund	$434,546	$451,272

Net Appreciation (Depreciation) in Value of Investments

Net appreciation or depreciation in value of investments includes realized and unrealized gains and losses. Realized and unrealized gains and losses are calculated as the difference between fair value at December 1, or date of purchase if subsequent to December 1, and fair value at date of sale or the current year end. The unrealized gain or loss on investments in the International Equity Fund represents the difference between fair value at December 1, or date of purchase, and the fair value at the date of sale or the current year end plus, where applicable, the change in the exchange rate between the U.S. dollar and the foreign currency in which the assets are denominated from December 1, or the date of purchase, to the date of sale or the current year end.

The Plan provides for investments that, in general, are exposed to various risks, such as interest rate, credit and overall market volatility risks. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the value of investment securities will occur in the near term and that such changes could materially affect the amounts reported in the statements of net assets available for benefits.

During December 2001, the Plan investments appreciated in value by $11,863 as follows (in thousands):

UAL Stock Fund		$ (9,624)
Short-Term Securities Fund		(937)
Diversified Bond Fund		(975)
Value Equity Fund		2,854
Growth Equity Fund		1,508
Small Cap Equity Fund		13,603
International Equity Fund		1,174
S & P 500 Index Fund		2,025
Individual Brokerage Account Option
Cash		(2)
Equity securities		2,297
Corporate and international bonds		(43)
Government and securities		(17)
		$ 11,863

Plan Expenses

Management fees, which are paid by the Plan, are paid to the trustee based upon investment fund balances. Brokerage and other investment fees are included in the cost of the related security. United performs certain administrative functions for the Plan without charge.

Participant Loans

Effective April 1, 1997, the Pilots' Directed Account Retirement Income Plan was amended to allow participants to obtain loans from the total vested balance of their account. Participants may borrow up to 50% of their total vested account balance, not to exceed $50,000. The minimum that may be borrowed is $1,000. Loans will be funded by charging the participant's interest (interest ranged from 6.00% to 10.50% for the month ended December 31, 2001) in the Money Market Fund. No loan will be funded from any investment fund other than the Money Market Fund and applications which designate an amount which cannot be fully funded from this fund will be denied. Generally, loan repayments will be made through payroll deductions on an after-tax basis for the term of the loan, which is a minimum of six months to a maximum of sixty months. The term of the loan may be extended to a period longer than sixty months if the loan is used to acquire a principal residence. Prepayment of the full balance of the loan is allowed after six months from the date of the loan without penalty. Participants may only have one loan outstanding at any time and are able to take out another loan after twelve months from the date the old loan is retired. An administrative fee of $90 is charged to each participant taking a loan and is automatically deducted from the participant's account.

Use of Estimates

The preparation of financial statements in conformity with accounting principles generally accepted in the United States requires management to make estimates and assumptions that affect the reported amount of net assets available for plan benefits and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of changes in net assets available for plan benefits during the reporting period. Actual results could differ from those estimates.

Payment of Benefits

Benefits are recorded when paid.

Reclassifications

Certain prior year balances have been reclassified to conform to the current year presentation.

3. INVESTMENT ADMINISTRATION

Plan assets are invested by a group of investment managers. The investment managers buy or sell securities on behalf of the Plan, in accordance with the investment objectives and guidelines established for each of the investment funds.

As of December 31, 2001, the investment managers were as follows:

Money Market Fund	-	Frank Russell Trust Company
UAL Stock Fund	-	Frank Russell Trust Company
Short-Term Securities Fund	-	Pacific Investment Management
Diversified Bond Fund	-	Western Asset Management Company
Value Equity Bond	-	Westpeak Investment Advisors
	-	Dodge and Cox, Inc.
	-	Frank Russell Trust Company
Growth Equity Fund	-	Alliance Capital Management
	-	Lincoln Capital Management Company
	-	Suffolk Investment Partners
	-	Turner Investment Partners, Inc.
	-	Frank Russell Trust Company
Small Cap Equity Fund	-	Jacobs Levy Equity Management, Inc.
	-	Capital Works
	-	Peregrine Capital Management
	-	Turner Investment Partners, Inc.
	-	Frank Russell Trust Company
International Equity Fund	-	Capital Guardian Trust Company
	-	Rowe Price-Fleming International, Inc.
	-	The Boston Company Asset Mgt., Inc.
	-	Frank Russell Trust Company
S&P 500 Index Fund	-	PanAgora Asset Management
Individual Brokerage Account Option	-	Self-Directed Account with Charles Schwab

4. TAX STATUS

The Internal Revenue Service has determined and informed the Company by letter dated June 18, 1996, that the Plan and related trust are designed in accordance with applicable sections of the Internal Revenue Code. The Plan was amended, restated, and submitted to the IRS on February 28, 2002 for a determination letter. The Plan administrator and the Plan's counsel believe that the Plan is designed and is currently being operated in compliance with the applicable provisions of the Internal Revenue Code.

5. RECONCILIATION TO FORM 5500

At December 31, 2001, certain participants had requested distributions from the plan, but were not paid until January 2002. No liability is recorded in the financial statements for such transactions. However, these amounts are included as a benefit payable in the Form 5500. A reconciliation between the financial statements and the Form 5500 is as follows (in thousands):

Net assets available for plan benefits per financial statements	$1,977,450
Less- Amounts allocated to withdrawing participants	(4,811)
Net assets available for plan benefits per Form 5500	$1,972.639
Benefits paid to participants per financial statements	$27,414
Add- Amounts allocated to withdrawing participants at December 31, 2001	4,811
Less- Amounts allocated to withdrawing participants at November 30, 2001	(2,234)
Benefits paid to participants per Form 5500	$29,991

6. RELATED-PARTY TRANSACTIONS

The Plan holds investments managed by Frank Russell Trust Company. Frank Russell Trust Company acts as trustee as defined by the Plan. Transactions in such investments qualify as party-in-interest transactions which are exempt from the prohibited transaction rules.

7. DERIVATIVES

The Plan allows certain investment managers to reduce the funds' exposure to fluctuations in the value of foreign currency assets and liabilities through foreign currency forwards and options. The Plan also authorizes other investment managers to earn equity returns on the Funds' cash position through equity index future contracts. Certain investment managers use interest rate futures and money market futures to replicate government bond positions and manage interest rate exposure. The Plan prohibits investment managers from being a party to any leveraged derivatives. All derivative positions are stated at fair value, generally, determined by exchange quoted market prices or through other valuation techniques.
8. SUBSEQUENT EVENT

Effective January 1, 2002, the name of the plan changed to United Airlines Pilot Directed Account Plan.

Effective April 1, 2002, the contribution limit increased from 50% to 60% of compensation, as defined.

UNITED AIR LINES, INC.
PILOTS' DIRECTED ACCOUNT RETIREMENT INCOME PLAN

TIE IN OF SCHEDULE H, Line 4i - SCHEDULES OF ASSETS (HELD AT END OF MONTH) TO
NET ASSETS AVAILABLE FOR PLAN BENEFITS

As of December 31, 2001

(in thousands)

Total investments per statement of net assets available for plan benefits	$2,037,816
Less- Pending trade payables, net	(79,950)
Total assets per schedule of assets held for investment purposes	$1,957,866

Signature

Pursuant to the requirements of the Securities Exchange Act of 1934, the United Air Lines, Inc. Pension and Welfare Plans Administration Committee has duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.

United Air Lines, Inc.

Pilots' Directed Account

Retirement Income Plan

Dated May 15, 2002

/s/Frederic F. Brace

By Frederic F. Brace

Frederic F. Brace

Member, United Air

Lines, Inc. Pension

and Welfare Plans

Administration Committee

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Identity of issue, borrower, lessor, or similar party	Description of investments including maturity date, rate of interest, collateral, par, or maturity value	Shares/Par Value		Cost		Current Value
Non-Interest Bearing Cash — USD	Australian dollar	95.76		95.76		95.76
Non-Interest Bearing Cash — USD	Australian dollar	7,190.64		7,190.64		7,190.64
Non-Interest Bearing Cash — USD	Australian dollar	0.21		0.21		0.21
Non-Interest Bearing Cash — USD	Canadian dollar	314.21		314.21		314.21
Non-Interest Bearing Cash — USD	Canadian dollar	218.32		218.32		218.32
Non-Interest Bearing Cash — USD	Canadian dollar	0.01		0.01		0.01
Non-Interest Bearing Cash — USD	Swiss franc	45.74		45.74		45.74
Non-Interest Bearing Cash — USD	Swiss franc	575.93		575.93		575.93
Non-Interest Bearing Cash — USD	Danish krone	15.61		15.61		15.61
Non-Interest Bearing Cash — USD	Euro	748.59		748.59		748.59
Non-Interest Bearing Cash — USD	Euro	254,337.22		254,337.22		254,337.22
Non-Interest Bearing Cash — USD	Euro	104,333.76		104,333.76		104,333.76
Non-Interest Bearing Cash — USD	British pound sterling	1,248.26		1,248.26		1,248.26
Non-Interest Bearing Cash — USD	British pound sterling	87.96		87.96		87.96
Non-Interest Bearing Cash — USD	British pound sterling	1,286.87		1,286.87		1,286.87
Non-Interest Bearing Cash — USD	British pound sterling	34,025.16		34,025.16		34,025.16
Non-Interest Bearing Cash — USD	British pound sterling	17,613.88		17,613.88		17,613.88
Non-Interest Bearing Cash — USD	Hong Kong dollar	(157,922.85	)	(157,922.85	)	(157,922.85	)
Non-Interest Bearing Cash — USD	Hong Kong dollar	32.06		32.06		32.06
Non-Interest Bearing Cash — USD	Hong Kong dollar	42.40		42.40		42.40
Non-Interest Bearing Cash — USD	Indonesian rupiah	0.07		0.07		0.07
Non-Interest Bearing Cash — USD	Japanese yen	(192,191.45	)	(192,191.45	)	(192,191.45	)
Non-Interest Bearing Cash — USD	Japanese yen	33.94		33.94		33.94
Non-Interest Bearing Cash — USD	Japanese yen	2,030.64		2,030.64		2,030.64
Non-Interest Bearing Cash — USD	Japanese yen	67,087.91		67,087.91		67,087.91
Non-Interest Bearing Cash — USD	Mexican peso	68.68		68.68		68.68
Non-Interest Bearing Cash — USD	Mexican peso	25.54		25.54		25.54
Non-Interest Bearing Cash — USD	Malaysian ringgit	3.16		3.16		3.16
Non-Interest Bearing Cash — USD	Malaysian ringgit	23.80		23.80		23.80
Non-Interest Bearing Cash — USD	Norwegian krone	62.80		62.80		62.80
Non-Interest Bearing Cash — USD	New Zealand dollar	379.39		379.39		379.39

Non-Interest Bearing Cash — USD	New Zealand dollar	45.50		45.50		45.50
Non-Interest Bearing Cash — USD	Swedish krona	53.53		53.53		53.53
Non-Interest Bearing Cash — USD	Singapore dollar	189.70		189.70		189.70
Non-Interest Bearing Cash — USD	Singapore dollar	73.92		73.92		73.92
Non-Interest Bearing Cash — USD	United States dollar	(63,687.56	)	(63,687.56	)	(63,687.56	)
Non-Interest Bearing Cash — USD	United States dollar	(250,793.40	)	(250,793.40	)	(250,793.40	)
Non-Interest Bearing Cash — USD	United States dollar	(235,242.33	)	(235,242.33	)	(235,242.33	)
Receivables — Other — USD	Pending foreign exchange purchases: Australian dollar	—		258,000.00		254,698.21
Receivables — Other — USD	Pending foreign exchange purchases: Australian dollar	0		153,759.00		152,818.93
Receivables — Other — USD	Pending foreign exchange purchases: Australian dollar	0		309,600.00		305,637.85
Receivables — Other — USD	Pending foreign exchange purchases: Swiss franc	0		186,824.69		185,455.94
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		649,445.40		661,188.67
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		3,789,087.00		3,773,062.80
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		119,884.36		119,244.73
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		29,982.62		29,206.72
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		79,990.55		82,729.89
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		889,900.00		887,779.48
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		189,845.64		192,491.42
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		199,000.00		197,853.73
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		99,735.91		98,446.84
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		374,926.16		368,873.29
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		96,851.30		95,872.56
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		29,982.62		29,207.58
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		28,086.52		28,405.56
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		3,789,087.50		3,773,062.80
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		151,000.00		150,811.31
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		235,624.22		237,304.64
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		663,318.92		688,161.30
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		929,299.05		962,606.98
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		229,829.30		231,960.02
Receivables — Other — USD	Pending foreign exchange purchases: Euro	0		145,114.99		147,137.38

Receivables — Other — USD	Pending foreign exchange purchases: Euro	898,920.00	887,779.48
Receivables — Other — USD	Pending foreign exchange purchases: Euro	179,924.58	178,964.62
Receivables — Other — USD	Pending foreign exchange purchases: British pound sterling	2,131,155.00	2,173,470.36
Receivables — Other — USD	Pending foreign exchange purchases: British pound sterling	59,278.32	59,376.63
Receivables — Other — USD	Pending foreign exchange purchases: Japanese yen	2,417,794.97	2,297,825.70
Receivables — Other — USD	Pending foreign exchange purchases: Japanese yen	402,965.83	382,970.95
Receivables — Other — USD	Pending foreign exchange purchases: Japanese yen	392,905.69	382,970.95
Receivables — Other — USD	Pending foreign exchange purchases: Japanese yen	30,232.42	26,937.86
Receivables — Other — USD	Pending foreign exchange purchases: United States dollar	279,000.00	279,000.00
Receivables — Other — USD	Pending foreign exchange purchases: United States dollar	3,789,087.00	3,789,087.00
Receivables — Other — USD	Pending foreign exchange purchases: United States dollar	142,935.00	142,935.00
Receivables — Other — USD	Pending foreign exchange purchases: United States dollar	217.81	217.81
Receivables — Other — USD	Pending foreign exchange purchases: United States dollar	665,100.00	665,100.00
Receivables — Other — USD	Pending foreign exchange purchases: United States dollar	4,701.19	4,701.19
Receivables — Other — USD	Pending foreign exchange purchases: United States dollar	398,908.59	398,908.59
Receivables — Other — USD	Pending trade sales: Canadian dollar	4,688.54	4,696.03
Receivables — Other — USD	Pending trade sales: Euro	14,078.27	14,078.27
Receivables — Other — USD	Pending trade sales: Japanese yen	12,017.47	11,792.82
Receivables — Other — USD	Pending trade sales: Japanese yen	29,197.51	29,257.66
Receivables — Other — USD	Pending trade sales: Singapore dollar	29,399.10	29,511.35
Receivables — Other — USD	Pending trade sales: United States dollar	630,647.22	630,647.22
Receivables — Other — USD	Pending trade sales: United States dollar	97,026.04	97,026.04
Receivables — Other — USD	Pending trade sales: United States dollar	287,310.98	287,310.98
Receivables — Other — USD	Pending trade sales: United States dollar	241,224.12	241,224.12
Receivables — Other — USD	Pending trade sales: United States dollar	578,818.80	578,818.80
Receivables — Other — USD	Pending trade sales: United States dollar	3,363,271.25	3,363,271.25
Receivables — Other — USD	Pending trade sales: United States dollar	7,142,203.12	7,142,203.12
Receivables — Other — USD	Pending trade sales: United States dollar	1,059,327.69	1,059,327.69
Receivables — Other — USD	Pending trade sales: United States dollar	118,395.63	118,395.63
Receivables — Other — USD	Pending trade sales: United States dollar	149,287.45	149,287.45
Receivables — Other — USD	Pending trade sales: United States dollar	71,090,229.75	71,090,229.75

Interest Bearing Cash — USD	Australian dollar	6,142.79	6,142.79	6,142.79
Interest Bearing Cash — USD	Canadian dollar	626.47	626.47	626.47
Interest Bearing Cash — USD	Swiss franc	89,143.20	89,143.20	89,143.20
Interest Bearing Cash — USD	Danish krone	479.02	479.02	479.02
Interest Bearing Cash — USD	Euro	330,338.62	330,338.62	330,338.62
Interest Bearing Cash — USD	British pound sterling	0	0	0
Interest Bearing Cash — USD	British pound sterling	134,623.78	134,623.78	134,623.78
Interest Bearing Cash — USD	Hong Kong dollar	1,025.92	1,025.92	1,025.92
Interest Bearing Cash — USD	Hong Kong dollar	3,462.49	3,462.49	3,462.49
Interest Bearing Cash — USD	Norwegian krone	891.93	891.93	891.93
Interest Bearing Cash — USD	New Zealand dollar	18,321.58	18,321.58	18,321.58
Interest Bearing Cash — USD	Swedish krona	47,761.14	47,761.14	47,761.14
Interest Bearing Cash — USD	Singapore dollar	1,083.13	1,083.13	1,083.13
Interest Bearing Cash — USD	Singapore dollar	3,790.96	3,790.96	3,790.96
Interest Bearing Cash — USD	United States dollar	10,758,311.47	10,758,311.47	10,758,311.47
Interest Bearing Cash — USD	United States dollar	2,645,301.47	2,645,301.47	2,645,301.47
Interest Bearing Cash — USD	United States dollar	384,503.91	384,503.91	384,503.91
Interest Bearing Cash — USD	United States dollar	2,264,094.58	2,264,094.58	2,264,094.58
Interest Bearing Cash — USD	United States dollar	972,734.57	972,734.57	972,734.57
Interest Bearing Cash — USD	United States dollar	16,720,732.77	16,720,732.77	16,720,732.77
Certificates of Deposit	PROVIDIAN NATL BK TILTON NEW HAMPSHIRE DTD 05-09-2001 5.9 05-09-2008	50,000.00	50,000.00	500.00
U.S. Government Securities	ARGENTINA(REP OF) 0% BDS 15/10/02'D'USD10000	90,000.00	67,407.30	88,200.00
U.S. Government Securities	UTD MEXICAN STS MEDIUM TERM NTS BOOK #TR 00006 8.375 01-14-2011 REG	490,000.00	479,751.22	507,150.00
U.S. Government Securities	PANAMA(REP OF) FRN 7/2016 USD10000	110,000.00	86,998.43	90,953.50
U.S. Government Securities	##GNMA 7.5% TBA POOL 30YR JANUARY	3,100,000.00	3,188,396.88	3,206,578.00
U.S. Government Securities	##TN VY AUTH 6.75 DUE 11-01-2025 REG DO NOT USE SEE SEC #4851147	430,000.00	390,357.20	457,743.60
U.S. Government Securities	7.43 DUE 08-01-2023 REG	363,827.49	389,863.88	369,739.69
U.S. Government Securities	FHA 221D4 P9-00 PROJ GMAC 26 MCP 7.43 BDDUE 01-01-2021	995,981.88	1,017,704.24	1,039,436.57
U.S. Government Securities	FHA INSD MTG P/T #091 REILLY 7.43 BD DUE07-01-2023	1,213,215.53	1,306,709.58	1,230,815.77
U.S. Government Securities	FHA INSD PROJ #54 GREYSTONE SERV CORP 7.43 GTD MTG CTF DUE 5-1-23 REG	484,553.51	498,498.97	491,292.20
U.S. Government Securities	FHA INSD PROJ GMAC POOL #1 7.483 DUE 04-01-2019 REG	2,649,541.25	2,691,323.29	2,657,407.21
U.S. Government Securities	FHA PROJ #075-35261-PM SLEEPY HOLLOW APTS 7.73 PARTN CTF DUE 05-01-2021	1,502,992.13	1,557,475.38	1,523,894.24
U.S. Government Securities	FHLMC 15 YR GOLD PARTN CTF (PC) 7 15 YEARS SETTLES JAN	600,000.00	618,843.75	619,312.50

U.S. Government Securities	FHLMC 30 YR GOLD PARTN CTF (PC) 6.5 30 YEARS SETTLES JAN	5,900,000.00	5,889,531.25	5,907,375.00
U.S. Government Securities	FHLMC 7.44 DUE 08-01-2022 REG	1,480,909.62	1,488,314.17	1,498,691.05
U.S. Government Securities	FHLMC DEB 5.875 03-21-2011	35,000.00	34,786.15	34,589.80
U.S. Government Securities	FHLMC DTD 01/16/2001 5.25 01-15-2006	440,000.00	441,760.00	449,486.40
U.S. Government Securities	FHLMC GROUP #A0-0952 9.0 MTG PARTN CTF DUE 09-01-2000 REG	787,951.92	837,691.40	851,965.13
U.S. Government Securities	FHLMC GROUP #B0-0083 8.5 MTG PARTN CTF DUE 11-01-2002 REG	58,262.44	61,029.91	59,791.83
U.S. Government Securities	FHLMC GROUP #B00549 8.5 MTG PARTN CTF DUE 04-01-2004 REG	17,943.90	18,440.16	18,414.93
U.S. Government Securities	FHLMC MULTICLASS SER 1475 CL H 6.75 MTG PARTN CTF DUE 04-15-2006 REG	24,430.37	24,628.87	24,453.09
U.S. Government Securities	FHLMC MULTICLASS SER 1564 CL I 6.5 MTG PARTN CTF DUE 05-15-2007 REG	139,200.60	22,098.09	4,784.32
U.S. Government Securities	FHLMC MULTICLASS SER 1594 CL J 6.0 MTG PARTN CTF DUE 10-15-2008 REG	190,000.00	183,350.00	195,225.00
U.S. Government Securities	FHLMC MULTICLASS SER 1618 6.0 MTG PARTN CTF DUE 10-15-2007 REG	388,487.22	57,848.18	16,265.96
U.S. Government Securities	FHLMC MULTICLASS SER 1856 CL 1856-ZE 8 06-15-2018	69,770.31	72,791.28	74,631.91
U.S. Government Securities	FHLMC MULTICLASS SER 2095 CL 2095-TI 7 11-15-2024	905,483.65	149,121.86	90,829.06
U.S. Government Securities	FHLMC MULTICLASS SER E3 CL A 6.504 MTG PARTN CTF DUE 08-15-2032 REG	427,951.12	428,418.56	416,045.52
U.S. Government Securities	FHLMC POOL #306670 11.25 GTD PARTN CTF DUE 04-01-2019 REG	42,546.53	46,721.40	48,960.84
U.S. Government Securities	FHLMC REFERENCE NT 5.5 09-15-2011	645,000.00	650,282.06	631,996.80
U.S. Government Securities	FIN CORP PRIN FICO STRIPS SER 16 PRIN PMT 4-5-10 CPN 9.7 BD DUE 2019 BEO	150,000.00	41,838.00	48,141.00
U.S. Government Securities	FNMA 15 YR PASS-THROUGHS 6 15 YEARS SETTLES FEB	3,000,000.00	2,988,750.00	2,995,320.00
U.S. Government Securities	FNMA 30 YR PASS-THROUGHS 6.5 30 YEARS SETTLES JAN	1,550,000.00	1,546,093.75	1,550,000.00
U.S. Government Securities	FNMA 6 TBA POOL 15YR JAN	550,000.00	549,828.13	551,375.00
U.S. Government Securities	FNMA BD 7.125 02-15-2005	700,000.00	738,295.46	759,612.00
U.S. Government Securities	FNMA POOL # 066414 ADJ RT DUE 09-01-2028REG	1,415,044.45	1,439,955.50	1,490,249.58
U.S. Government Securities	FNMA POOL # 300309 4.625 DUE 12-01-2024 REG	315,935.07	315,961.56	321,282.91
U.S. Government Securities	FNMA POOL # 313968 ADJ RT DUE 12-01-2027REG	1,004,879.94	1,024,663.51	1,024,816.76
U.S. Government Securities	FNMA POOL # 420656 8 DUE 07-01-2017 REG	453,592.71	466,917.00	483,413.23
U.S. Government Securities	FNMA POOL # 443624 ADJ RT DUE 05-01-2023REG	564,962.30	574,937.42	571,142.99
U.S. Government Securities	FNMA POOL # 516051 9.5 DUE 01-01-2021 REG	606,558.97	637,645.12	661,719.44
U.S. Government Securities	FNMA POOL # 535460 8 DUE 09-01-2015 REG	164,694.20	167,627.82	172,207.55
U.S. Government Securities	FNMA POOL # 538927 8 DUE 06-01-2015 REG	366,994.86	373,531.95	383,737.17
U.S. Government Securities	FNMA PREASSIGN 00145 5.375 11-15-2011	20,000.00	19,268.60	19,371.80
U.S. Government Securities	FNMA REMIC TR 1992-142 KB 1197.96766 08-25-2007	1,983.79	39,874.18	40,788.18
U.S. Government Securities	FNMA REMIC TR SER 1996-39 CL H 8.0 GTD MTG PASS THRU CTF DUE 11-25-2023 REG	465,620.32	465,111.05	489,916.39
U.S. Government Securities	FNMA STRIPPED POOL #35453 MTG BCK SEC SMBS SER K CL K-1 6% DUE 11-1-08 REG	623,144.90	620,029.18	636,977.38
U.S. Government Securities	FNMA TBA POOL #9999999 7.5 DUE 01-01-2029 REG	9,900,000.00	10,237,789.75	10,215,612.00
U.S. Government Securities	FNMA TBA POOL 5.5 15 YR JAN	200,000.00	195,875.00	196,626.00
U.S. Government Securities	GNMA GPM POOL # 090741 11 DUE 01-15-2010REG	9,084.98	9,956.60	10,211.88
U.S. Government Securities	GNMA GPM POOL # 090947 11 DUE 01-15-2010REG	11,008.37	12,064.50	12,373.85
U.S. Government Securities	GNMA GPM POOL # 092213 11 DUE 07-15-2010REG	20,471.96	22,435.96	22,924.09
U.S. Government Securities	GNMA GPM POOL # 092923 11 DUE 09-15-2010REG	23,631.86	25,899.07	26,462.48
U.S. Government Securities	GNMA GPM POOL # 098572 11 DUE 06-15-2013REG	99,939.78	109,527.77	113,631.53
U.S. Government Securities	GNMA I 30 YR SINGLE FAMILY PASS 7.5 30 YEARS JAN	5,000,000.00	5,171,875.00	5,171,900.00
U.S. Government Securities	GNMA POOL # 423415 7.5 DUE 12-15-2025 REG	10,924.74	11,238.84	11,354.85
U.S. Government Securities	GNMA POOL # 434690 SER 2030 8.5 DUE 01-15-2030 REG	64,815.49	67,185.31	68,724.51

U.S. Government Securities	GNMA POOL # 459066 SER 2028 7.5 DUE 06-15-2028 REG	426,629.27	424,396.12	442,226.84
U.S. Government Securities	GNMA POOL # 471901 SER 2028 7 DUE 05-15-2028 REG	148,509.05	144,703.49	151,710.91
U.S. Government Securities	GNMA POOL # 486470 SER 2028 6.5 DUE 08-15-2028 REG	150,617.79	143,757.61	151,134.41
U.S. Government Securities	GNMA POOL # 486516 SER 2028 6.5 DUE 09-15-2028 REG	140,474.20	134,026.64	140,956.03
U.S. Government Securities	GNMA POOL # 525327 SER 2030 8.5 DUE 09-15-2030 REG	401,756.25	416,445.47	425,986.17
U.S. Government Securities	GNMA POOL # 531796 SER 2030 8.5 DUE 08-15-2030 REG	69,231.08	71,548.02	73,406.41
U.S. Government Securities	GNMA POOL # 781001 SER 2029 7.5 DUE 03-15-2029 REG	209,433.20	208,353.30	217,155.00
U.S. Government Securities	GNMA TBA POOL #9999999 SER 2029 6 DUE01-15-2029 REG	3,400,000.00	3,317,625.00	3,337,304.00
U.S. Government Securities	GNMA TBA POOL 6.5 TBA	11,670,000.00	11,617,481.25	11,710,144.80
U.S. Government Securities	GNMA TBA POOL 6.5 TBA	3,000,000.00	2,973,750.00	3,010,320.00
U.S. Government Securities	GNMA TBA POOL 7 30 YR JAN	1,800,000.00	1,828,125.00	1,838,250.00
U.S. Government Securities	GNMA TBA POOL 8 30YR JAN	16,000,000.00	16,735,000.00	16,750,080.00
U.S. Government Securities	GNMA, POOL # 93487 SERIES 2010 11.0% DUE 09-15-2010	34,460.49	37,766.53	38,588.17
U.S. Government Securities	GNMAII POOL # 002855 SER 2029 8.5 DUE 12-20-2029 REG	1,927,172.37	2,013,895.13	2,037,984.78
U.S. Government Securities	GNMAII POOL # 008540 SER 2024 ADJ RT 11-20-2024	58,689.99	58,543.27	60,294.57
U.S. Government Securities	GNMAII POOL # 008580 ADJ RT 01-20-2025	37,701.79	38,181.65	38,302.76
U.S. Government Securities	GNMAII POOL # 008597 ADJ RT 02-20-2025	144,006.16	146,526.28	146,323.22
U.S. Government Securities	GNMAII POOL # 008608 SER 2025 ADJ RT 03-20-2025	297,609.34	303,241.62	302,353.23
U.S. Government Securities	GNMAII POOL # 008682 6.75 DUE 08-20-2025REG	203,189.81	200,856.17	208,586.53
U.S. Government Securities	GNMAII POOL # 008685 6.75 DUE 08-20-2025REG	49,839.87	51,376.54	51,171.59
U.S. Government Securities	GNMAII POOL # 008781 ADJ RT 01-20-2026	88,252.33	87,453.53	89,631.71
U.S. Government Securities	GNMAII POOL # 008945 ADJ RT 08-20-2026	141,422.61	137,842.84	145,178.79
U.S. Government Securities	GNMAII POOL # 080416 SER 2030 5.5 DUE 06-20-2030 REG	4,379,463.69	4,405,317.74	4,444,454.93
U.S. Government Securities	GNMAII POOL # 080453 SER 2030 ADJ RT 09-20-2030	509,899.58	516,674.21	517,706.14
U.S. Government Securities	GNMAII POOL # 80408 SER 2030 ADJ RT 05-20-2030	1,591,765.86	1,619,621.76	1,615,642.35
U.S. Government Securities	GNMAII POOL #008557 SER 2024 ADJ RT DUE 12-20-2024 REG	588,379.32	593,870.87	604,465.61
U.S. Government Securities	I/O FHLMC MULTICLASS SER 1202 CL 1202-G 819.10 02-15-2007	2,290.12	33,206.74	29,763.40
U.S. Government Securities	I/O FHLMC MULTICLASS SER 1606 CL 1606-I 6.5 11-15-2008	649,636.05	71,382.62	70,238.65
U.S. Government Securities	I/O FHLMC MULTICLASS SER 1606 CL IA 11-15-2008	315,750.30	52,838.84	39,961.36
U.S. Government Securities	I/O FHLMC MULTICLASS SER 1676 CL 1676-I 04-15-2020	166,959.90	15,887.30	5,426.20
U.S. Government Securities	I/O FNMA REMIC 92-157 JA 1014.60 DUE 9-25-2007	2,309.77	41,806.84	43,072.14
U.S. Government Securities	I/O FNMA REMIC SER 1993-186 CLJ 03-25-2008	714,693.40	53,226.01	32,255.61
U.S. Government Securities	I/O FNMA REMIC TR SER 1993-147 CL K 7.0 GTD MTG PASS THRU CTF DUE 06-25-2020 REG	337,822.44	48,464.08	7,915.18
U.S. Government Securities	I/O FNMA REMIC TR SER 1994-43 CL PM 7.00PASS THRU CTF DUE 02-25-2022 REG	511,902.37	74,065.88	31,190.21
U.S. Government Securities	INTER AMERN DEV BK GLOBAL FED BOOK ENTRYTRANCHE # TR 1 5.375 DUE 01-18-2006 REG	600,000.00	597,510.00	612,894.00
U.S. Government Securities	TN VY AUTH 7.125 DUE 05-01-2030 REG	710,000.00	699,378.40	783,328.80
U.S. Government Securities	TN VY AUTH PWR BD 1998 SER G 5.375 DUE 11-13-2008 REG	1,270,000.00	1,103,230.36	1,266,024.90
U.S. Government Securities	U.S TREAS 5.875 NT DUE 11-15-2005	16,000.00	16,860.07	17,000.00
U.S. Government Securities	US TREAS BD STRIPPED PRIN PMT 08-15-2020REG	400,000.00	116,916.00	131,020.00
U.S. Government Securities	US TREAS BD STRIPPED PRIN PMT 11-15-2024REG	160,000.00	40,483.20	41,401.60
U.S. Government Securities	US TREAS BD STRIPPED PRIN PMT 11-15-2027REG	600,000.00	134,054.00	133,332.00
U.S. Government Securities	US TREAS BD STRIPPED PRIN PMT 7.5 USD1000(PRINCIPLE) 11-15-2016REG	100,000.00	24,578.20	41,438.00

U.S. Government Securities	US TREAS BD STRIPPED PRIN PMT STRIP INT PMT 15/2/2019 USD 02-15-2019 REG	1,360,000.00	437,756.80	487,383.20
U.S. Government Securities	US TREAS BD STRIPPED PRIN PMT STRIP PRINPMT 15/11/2021 USD1000 11-15-2021 REG	820,000.00	232,985.33	251,649.80
U.S. Government Securities	US TREAS BDS 6.75 DUE 08-15-2026 REG	200,000.00	246,901.00	225,468.00
U.S. Government Securities	US TREAS BDS BD DTD 11/16/1998 5.25 DUE 11-15-2028 REG	97,000.00	99,325.35	90,846.32
U.S. Government Securities	US TREAS BDS BD DTD 11/16/1998 5.25 DUE 11-15-2028 REG	2,640,000.00	2,643,073.50	2,465,522.40
U.S. Government Securities	US TREAS BDS INFLATION INDEX LINKED 3.875 TIPS 04-15-2029	5,740,000.00	6,512,820.13	6,608,627.89
U.S. Government Securities	US TREAS BILLS 03-07-2002 PREASSIGN # 33	970,000.00	966,310.77	967,101.33
U.S. Government Securities	US TREAS BILLS 03-21-2002 PREASSIGN # 35	2,000,000.00	1,991,658.33	1,992,640.00
U.S. Government Securities	US TREAS BILLS 03-21-2002 PREASSIGN # 35	3,000,000.00	2,987,487.50	2,988,960.00
U.S. Government Securities	US TREAS BILLS 03-21-2002 PREASSIGN # 35	1,000,000.00	995,829.17	996,320.00
U.S. Government Securities	US TREAS NT 4.75 DUE 02-15-2004 REG	16,000.00	15,855.74	16,520.00
U.S. Government Securities	US TREAS NTS 6.25 15/2/2003 USD1000 6.25DUE 02-15-2003 REG	16,000.00	16,719.73	16,710.08
U.S. Government Securities	US TREAS NTS 6.25 DUE 02-28-2002 REG	16,000.00	16,578.73	16,115.04
U.S. Government Securities	US TREAS NTS DTD 08/15/2000 5.75 DUE 08-15-2010 REG	50,000.00	52,234.38	52,453.00
U.S. Government Securities	US TREAS NTS INFLATION INDEXED 3.375 DUE01-15-2007 REG	200,000.00	228,431.03	224,902.86
U.S. Government Securities	US TREAS NTS INFLATION INDEXED 3.625 01-15-2008	5,400,000.00	6,103,788.48	6,003,439.96
U.S. Government Securities	US TREAS SEC STRIPPED INT PMT 0 15/5/2007 USD1000 05-15-2007 REG	25,000.00	16,228.00	19,461.00
U.S. Government Securities	US TREAS SEC STRIPPED INT PMT 05-15-2004REG	21,000.00	16,140.39	19,425.00
U.S. Government Securities	US TREAS SEC STRIPPED INT PMT 05-15-2005REG	22,000.00	15,970.02	19,229.32
U.S. Government Securities	US TREAS SEC STRIPPED INT PMT 05-15-2006REG	23,000.00	15,798.93	19,054.12
U.S. Government Securities	US TREAS SEC STRIPPED INT PMT 05-15-2008REG	30,000.00	18,239.40	21,900.00
U.S. Government Securities	US TREAS SEC STRIPPED INT PMT 05-15-2009REG	29,000.00	19,566.59	19,865.00
U.S. Government Securities	US TREAS SEC STRIPPED INT PMT 08-15-2011REG	50,000.00	29,738.50	29,547.00
Corporate Debt Instruments — Preferred	PVTPL CVRD FIN LTD NT 2000-2 144A VAR RT 10-15-07/10-16-02 BEO SF 01-15-03	1,200,000.00	1,203,094.78	1,200,201.60
Corporate Debt Instruments — Preferred	PVTPL DRESDNER FDG TR I 144A 8.151 DUE 06-30-2031 BEO	240,000.00	240,000.00	256,562.40
Corporate Debt Instruments — Preferred	TYCO CAPITAL CORP 7.125% BDS 15/10/2004 USD	370,000.00	369,955.60	391,601.71
Corporate Debt Instruments — Preferred	DEUTSCHE TELEKOM INTL FIN B V GTD NT 8.25 DUE 06-15-2030 BEO	900,000.00	1,004,733.00	998,910.00
Corporate Debt Instruments — Preferred	BRIT TELECOMMUNICATIONS P L C NT 8.125 DUE 12-15-2010 BEO	195,000.00	194,682.15	215,447.70
Corporate Debt Instruments — Preferred	BRIT TELECOMMUNICATIONS P L C NT 8.625 DUE 12-15-2030 BEO	100,000.00	101,265.35	114,754.00
Corporate Debt Instruments — Preferred	MEDALLION TR MTG BKD NT SER 2000-2G CL A-1 FLTG RATE 12-18-2031 BEO	1,189,946.58	1,189,510.74	1,189,388.79
Corporate Debt Instruments — Preferred	AMERICREDIT AUTOMOBILE RECEIVABLES TR 2000-C AST BKD NT CL A-2 6.97 1-12-04	243,417.22	243,403.56	245,498.92
Corporate Debt Instruments — Preferred	ANHEUSER BUSCH COS INC DEB 6.8 DUE 08-20-2032 BEO	100,000.00	99,869.00	105,045.00
Corporate Debt Instruments — Preferred	ANHEUSER BUSCH COS INC NT 7.5 DUE 03-15-2012 BEO	590,000.00	586,306.60	662,959.40
Corporate Debt Instruments — Preferred	ARCHER DANIELS MIDLAND CO 7.5 DUE 03-15-2027 REG	515,000.00	477,641.90	559,161.25
Corporate Debt Instruments — Preferred	ASSOC AUTOMOBILE RECEIVABLES TR 2000-2 CL A-2 6.79 DUE 06-15-2003 BEO	110,218.35	110,215.59	110,569.73
Corporate Debt Instruments — Preferred	AST BACKED SECS CORP HOME EQTY LN TR 2001-HE3 11-15-2031 BEO	1,223,325.70	1,223,325.70	1,224,147.77
Corporate Debt Instruments — Preferred	ATLC RICHFIELD CO 10.875 DUE 07-15-2005 REG	25,000.00	29,825.00	28,875.00

Corporate Debt Instruments — Preferred	AZ PUB SVC CO SR NT DTD 11/15/1996 6.75 DUE 11-15-2006 REG	1,900,000.00	1,955,784.00	1,964,562.00
Corporate Debt Instruments — Preferred	BEAR STEARNS COS INC MEDIUM TERM NTS BOOK ENTRY VAR RT DUE 12-16-2002	500,000.00	499,965.00	499,705.00
Corporate Debt Instruments — Preferred	BEAR STEARNS COS INC MEDIUM TERM NTS BOOTRANCHE # TR 00459 VAR RT 12-01-2003	500,000.00	499,670.00	500,256.00
Corporate Debt Instruments — Preferred	BK AMER CORP SUB NT 7.4 DUE 01-15-2011 BEO	515,000.00	551,142.70	552,409.60
Corporate Debt Instruments — Preferred	BOEING CAP CORP NT 7.375 DUE 09-27-2010 BEO	270,000.00	283,230.60	284,210.10
Corporate Debt Instruments — Preferred	BOEING CO 6.625 DEB DUE 02-15-2038	140,000.00	137,902.80	130,095.00
Corporate Debt Instruments — Preferred	BRISTOL MYERS SQUIBB CO NT 5.75 DUE 10-01-2011 BEO	130,000.00	133,572.40	128,230.70
Corporate Debt Instruments — Preferred	BRIT TELECOMMUNICATIONS P L C NT 7.625 DUE 12-15-2005 BEO	1,400,000.00	1,397,746.00	1,501,976.00
Corporate Debt Instruments — Preferred	BRIT TELECOMMUNICATIONS P L C NT 8.625 DUE 12-15-2030 BEO	10,000.00	10,302.45	11,423.00
Corporate Debt Instruments — Preferred	CHASE COML MTG SECS CORP 7.6 DUE 07-18-2028 REG	378,078.09	403,246.14	399,323.43
Corporate Debt Instruments — Preferred	CHASE FDG TR SER 2000-2 CL IIA-1 FLT RT 05-25-2030 BEO	577,799.61	577,799.61	578,199.45
Corporate Debt Instruments — Preferred	CHEM MTG SECS INC SER 1996-1 CL A-8 7.25MO BD 1-25-26 BEO	838,502.94	851,866.59	858,149.06
Corporate Debt Instruments — Preferred	CIT GROUP INC SR NT 7.625 DUE 08-16-2005BEO	700,000.00	698,999.00	748,524.00
Corporate Debt Instruments — Preferred	CMO BEAR STEARNS ARM TR 2001-10 MTG PASTHRU CTF V-A VAR DUE 12-25-2031 BEO	2,700,000.00	2,733,176.25	2,733,176.25
Corporate Debt Instruments — Preferred	CMO BEAR STEARNS ARM TR 2001-3 MTG PASSTHRU CTF VAR CL IV-A 01-25-32 BEO	641,716.68	646,128.49	646,128.48
Corporate Debt Instruments — Preferred	CMO BEAR STEARNS ARM TR 2001-6 MTG PSTRU CTF II-A VAR RATE 9-25-31BE	1,598,094.78	1,615,847.88	1,619,069.77
Corporate Debt Instruments — Preferred	CMO CHASE MTG FIN CORP 1998-AS1 MC MTG CTF CL IA-8 6.75 DUE 08-25-2028 BEO	1,000,000.00	975,625.00	959,060.00
Corporate Debt Instruments — Preferred	CMO CITICORP MTG SECS INC 2001-18 REMIC PASSTHRU CTF CL IA-1 4.15 12-25-31BE	1,000,000.00	994,375.00	994,375.00
Corporate Debt Instruments — Preferred	CMO CONSECO FIN HOME EQTY LN TR SER 2001-A CTF CL I-A-1 5.68 11-15-16 BEO	405,506.79	405,506.79	409,687.57
Corporate Debt Instruments — Preferred	CMO CONSECO FIN SECURITIZATIONS CORP 2000-D HOME EQTY LN A-5 8.41 12-15-25	800,000.00	800,000.00	848,000.00
Corporate Debt Instruments — Preferred	CMO CWMBS INC PASS THRU CTFS 6.75 DUE 07-25-2028 BEO	592,397.48	597,025.58	601,046.48
Corporate Debt Instruments — Preferred	CMO HOLMES FING NO 4 PLC SER 1 NT CL A DUE 07-15-2015 BEO	900,000.00	900,000.00	900,000.00
Corporate Debt Instruments — Preferred	CMO IMPAC SECD ASSETS CORP 2001-2 MTG PASSTHRU CTF CL A-1 6.02 03-25-2031BEO	484,519.11	484,620.86	486,786.66
Corporate Debt Instruments — Preferred	CMO INDYMAC ARM TR 2001-H2 MTG PASSTHRU CTF A-2 VAR RATE DUE 01-25-2032 BEO	1,864,416.21	1,877,063.85	1,877,063.85
Corporate Debt Instruments — Preferred	CMO MELLON RESDNTL FDG CORP 2001-HEIL1 MTG CL A-1 VAR DUE 1-25-2008 BEO	1,478,988.57	1,477,710.03	1,478,448.74
Corporate Debt Instruments — Preferred	CMO NORWEST AST SECS CORP 1998-23 PASS THRU CTF CL A-13 6.75 DUE 10-25-2028	771.30	783.47	773.95
Corporate Debt Instruments — Preferred	CMO SEQUOIA MTG TR 4 AST BKD CTF CL A FLTG DUE 04-22-2025 BEO	526,739.77	526,739.77	513,958.96
Corporate Debt Instruments — Preferred	CMO STRUCTURED AST SECS CORP 2001-13 MTGPASSTHRU CTF 2-A 7 DUE 10-15-2016 BEO	1,947,965.46	2,000,621.40	2,025,513.96
Corporate Debt Instruments — Preferred	CMO STRUCTURED AST SECS CORP MTG PASS CTF 2000-3 CL 2-A6 8 07-25-2030 BEO	1,000,000.00	998,750.00	1,055,620.00
Corporate Debt Instruments — Preferred	CMO WA MUT SER 2000-1 CL A-1DUE 07-25-2024 BEO	587,240.71	587,240.71	587,980.63
Corporate Debt Instruments — Preferred	CMO WORLD FINL NETWORK CR CARD MASTER 2001-A CL A FLTG 06-16-2008 BEO	1,000,000.00	1,000,000.00	995,876.00

Corporate Debt Instruments — Preferred	CR SUISSE 1ST BSTN USA INC CR SUISSE	1,000,000.00	989,960.00	977,377.37
Corporate Debt Instruments — Preferred	CWABS INC AST BKD CTF SER 2000-4 CL AF-17.32 DUE 09-25-2015 BEO	221,520.80	222,100.56	223,395.09
Corporate Debt Instruments — Preferred	CWMBS INC MTG SER 1993-12 CL A-11 MTG PASSTHRU 6.625 CTF DUE 02-25-2024 REG	165,000.00	125,013.28	163,813.65
Corporate Debt Instruments — Preferred	DAIMLERCHRYSLER AUTO TR 2001-A AST BKD NT CL A-2 4.98 DUE 01-06-2004 BEO	518,888.60	518,604.83	525,553.21
Corporate Debt Instruments — Preferred	DEALER AUTO RECEIVABLES TR SER 2000-1 CLA-2 7.01 DUE 04-15-2003 BEO	65,189.14	65,187.50	65,496.51
Corporate Debt Instruments — Preferred	DET EDISON CO 6.125 DUE 10-01-2010 BEO	110,000.00	109,980.20	107,681.20
Corporate Debt Instruments — Preferred	DIAMOND ST TEL CO 4.625 DEB DUE 9-1-2005REG	1,000.00	940.84	973.90
Corporate Debt Instruments — Preferred	DLJ ACCEP TR SER 1989-2 CL G FLTG RT BD DUE 10-17-2020	287,778.87	290,746.59	295,433.79
Corporate Debt Instruments — Preferred	DU PONT E I DE NEMOURS & CO NT 6.75 DUE 10-15-2004 BEO	50,000.00	52,974.00	53,425.00
Corporate Debt Instruments — Preferred	EQTY 1 ABS INC 2000-1 MTG PASSTHRU CTF CL A-3 7.55 DUE 02-25-2032 BEO	1,000,000.00	1,000,000.00	1,051,105.00
Corporate Debt Instruments — Preferred	FIRSTAR BK 7.125 DUE 12-01-2009 BEO	50,000.00	52,900.00	52,881.50
Corporate Debt Instruments — Preferred	FORD CR AUTO OWNER TR 2000-E AST BKD NT CL A-3 6.74 DUE 12-16-2002 BEO	153,510.32	153,497.62	154,181.16
Corporate Debt Instruments — Preferred	FORD CR AUTO OWNER TR 2000-G NT CL A-3 6.67 DUE 04-15-2003 BEO	310,615.44	310,600.71	313,914.18
Corporate Debt Instruments — Preferred	GOLDEN W FINL CORP DEL SR NT 5.5 DUE 08-08-2006 BEO	500,000.00	497,650.00	503,295.00
Corporate Debt Instruments — Preferred	GREEN TREE FINL CORP 98-D HOME EQTY LN CL A-1B ARM FLTG 11-15-2024 BEO	187,498.45	187,176.18	187,344.89
Corporate Debt Instruments — Preferred	GREEN TREE RCRTONL EQUIP & CONSUMERTR 96-B AST BCKD NT CL A-1 7-15-18 BEO	126,997.78	126,972.97	127,000.57
Corporate Debt Instruments — Preferred	GREEN TREE RECREATIONAL EQUIP & CONSUMER97-D NT CL A-1 FLTG RT 3-15-29 BEO	487,976.52	486,429.02	488,296.63
Corporate Debt Instruments — Preferred	HELLER FINL INC HELLER FINL INC 6.375 DUE 03-15-2006 BEO	1,000,000.00	1,056,730.00	1,052,230.00
Corporate Debt Instruments — Preferred	HOME DEPOT INC SR NT 6.5 DUE 09-15-2004 BEO	25,000.00	25,802.00	26,637.50
Corporate Debt Instruments — Preferred	HSEHD FIN CORP NT 6.375 DUE 10-15-2011 BEO	150,000.00	148,989.52	145,266.00
Corporate Debt Instruments — Preferred	HSEHD FINL CORP LTD NT 7 DUE 08-01-2003 BEO	700,000.00	719,275.90	736,561.00
Corporate Debt Instruments — Preferred	HYDRO-QUEBEC QUE HYDRO 6.3 DUE 05-11-2011 BEO	100,000.00	99,831.00	101,710.00
Corporate Debt Instruments — Preferred	I/O CMO GE CAP MTG SVCS INC REMIC MC PASSTHRU CTF 98-10 CL 1-A4 05-25-2028	621,378.36	108,180.61	173,209.22
Corporate Debt Instruments — Preferred	I/O CMO GMAC COML MTG SEC INC SER 1999-CTL1 CL X 07-15-2009 BEO	17,800,000.00	552,227.20	410,234.46
Corporate Debt Instruments — Preferred	IMC HOME EQTY LN TR SER 1998-1 6.41 ABS CTF DUE 04-20-2018 BEO	49,902.10	50,112.63	50,042.32
Corporate Debt Instruments — Preferred	J P MORGAN CHASE & CO 5.625 DUE 08-15-2006 BEO	1,500,000.00	1,495,485.00	1,523,115.00
Corporate Debt Instruments — Preferred	LEHMAN BROS HLDGS INC MEDIUM TERM NT TRANCHE # TR 00383 VAR RT DUE 07-06-2004	900,000.00	900,000.00	896,072.40
Corporate Debt Instruments — Preferred	M.LYNCH MTG INVS INC SER 1996-C1 CL A-1 7.15 MTG PASSTHRU CTF DUE 04-25-2028 BEO	55,938.51	57,170.90	57,073.39
Corporate Debt Instruments — Preferred	M.LYNCH MTG INVS INC SER 1998-C1 6.31 ABS CTF DUE 11-15-2026 BEO	683,078.74	682,413.02	704,339.57
Corporate Debt Instruments — Preferred	MCDONALDS CORP MTN BE TRANCHE # TR 000846 DUE 04-15-2011	25,000.00	24,214.25	24,872.50
Corporate Debt Instruments — Preferred	MELLON RESDNTL FDG CORP 1999-TBC1 MTG PASSTHRU CTF CL A-3 6.11 1-25-29 BEO	1,500,000.00	1,529,531.25	1,538,022.00

Corporate Debt Instruments — Preferred	METRIS MASTER TR 2001-3 AST BKD NT CL A FLTG RATE 07-21-2008 BEO	960,000.00	960,000.00	960,033.60
Corporate Debt Instruments — Preferred	MORGAN J P & CO INC MEDIUM TERM SUB NTS BOOK ENTRY 6 DUE 01-15-2009 BEO	230,000.00	228,102.50	228,638.40
Corporate Debt Instruments — Preferred	MORGAN J P COML MTG FIN CORP SER 1998- C6 6.373 ABS CTF DUE 01-15-2030 BEO	271,619.76	272,977.86	281,354.07
Corporate Debt Instruments — Preferred	MORGAN ST CAP I INC SER 1998-MF1 CL A1 6.19 CTF DUE 01-15-2007 BEO	657,782.86	644,293.18	683,005.54
Corporate Debt Instruments — Preferred	MORGAN STANLEY DEAN WITTER & CO GLOBAL NT 4/25/01 6.75 DUE 4-15-11 BEO	30,000.00	30,075.00	30,531.00
Corporate Debt Instruments — Preferred	NABISCO INC 6.125 NT DUE 02-01-2033/03	800,000.00	816,288.00	819,000.00
Corporate Debt Instruments — Preferred	NIAGARA MOHAWK PWR CORP SER E 7.375 SR NT DUE 07-01-2003	756,097.78	771,212.17	787,528.76
Corporate Debt Instruments — Preferred	NOMURA AST SECS CORP SER 1996-MD5 CL A1A7.07 BD DUE 04-13-2036 BEO	1,213,109.01	1,270,163.05	1,276,640.74
Corporate Debt Instruments — Preferred	OPT 1 MTG LN TR 2001-2 AST BKD CTF CL A VAR RATE 08-25-2031 BEO	888,960.16	889,272.70	889,323.57
Corporate Debt Instruments — Preferred	PAINE WEBBER GROUP INC 6.5 DUE 11-01-2005 REG	925,000.00	738,066.75	974,487.50
Corporate Debt Instruments — Preferred	PHILIP MORRIS COS INC 7.75 DEB DUE 01-15-2027	1,260,000.00	1,440,129.60	1,301,958.00
Corporate Debt Instruments — Preferred	PVTPL ALPINE PARTNERS L P SER 2000-1 NT CL A FLTG RATE 144A DUE 10-08-209 BEO	1,000,000.00	1,000,000.00	998,984.38
Corporate Debt Instruments — Preferred	PVTPL CMO CR SUISSE 1ST BSTN MTG SECS CORP 2001-TFL1 A 144AVAR 12-31-2040 BEO	700,000.00	700,000.00	700,000.00
Corporate Debt Instruments — Preferred	PVTPL SYSTEMS 2001 A T LLC SERIES-2001 CLASS-G 144A 6.684 DUE 09-15-2013 BEO	383,278.61	385,733.51	393,811.11
Corporate Debt Instruments — Preferred	PVTPL U S DLR CLEARING MASTER TR SER 1999-1 SR CTF FLTG RATE 144A VAR RT DUE	941,702.15	940,492.69	940,493.00
Corporate Debt Instruments — Preferred	RESDNTL AST SEC CORP MTG PASS THRU SER 2001-KS1 CTF CL A-I-1 5.593 7-25-16 BEO	456,346.36	456,346.36	460,454.39
Corporate Debt Instruments — Preferred	RESDNTL FDG MTG SECS I INC SER 1996-S6 CL A-10 7% MTG PASSTHRU CTFS 3-25-26 BEO	858,680.07	867,266.88	871,826.46
Corporate Debt Instruments — Preferred	RESDNTL FDG MTG SECS I INC SER 97-S9 CL A20 7.5 MTG PASS THRU CTFS 7-25-27 BEO	563,643.54	573,859.58	575,620.97
Corporate Debt Instruments — Preferred	SARA LEE CORP NT 6.25 DUE 09-15-2011 BEO	525,000.00	527,294.25	533,284.50
Corporate Debt Instruments — Preferred	SIGNET SER 1995-A FLTG RT BD DUE 06-20-2004	513,227.38	513,467.96	513,528.13
Corporate Debt Instruments — Preferred	SLM STUD LN TR LN BKD NT FLTG SER 1998-2CL A-1 DUE 04-25-2007 REG	68,068.51	67,544.71	68,192.26
Corporate Debt Instruments — Preferred	TECO ENERGY INC TECO ENERGY INC DUE 05-15-2002 BEO	400,000.00	400,000.00	400,140.80
Corporate Debt Instruments — Preferred	TELE COMMUNICATIONS INC TRANCHE # TR 00019 6.58 MTN DUE 2-15-2005 BEO	700,000.00	720,020.00	745,346.00
Corporate Debt Instruments — Preferred	UBS PFD FDG TR I 8.622 DUE 10-10-2050/10-01-2002 BEO	210,000.00	211,302.00	232,875.30
Corporate Debt Instruments — Preferred	UNILEVER CAP CORP NT 7.125 DUE 11-01-2010 BEO	210,000.00	208,118.40	227,161.20
Corporate Debt Instruments — Preferred	VERIZON GLOBAL FDG CORP NT 7.25 DUE 12-01-2010 BEO	290,000.00	310,279.70	310,152.10
Corporate Debt Instruments — Preferred	WACHOVIA CORP 2ND NEW GLOBAL NT 4.95 DUE11-01-2006 REG	1,000,000.00	998,070.00	982,150.00
Corporate Debt Instruments — Preferred	WELLS FARGO & CO NEW SUB GLOBAL NT 6.375DUE 08-01-2011 BEO	700,000.00	711,781.00	710,794.00
Corporate Debt Instruments — Other	ALLIANCE ATLANTIS COMMUNICATIONS INC SR SUB NT 13 DUE 12-15-2009/12-15-2004 BEO	12,000.00	11,880.00	12,960.00
Corporate Debt Instruments — Other	TEMBEC INDS INC GTD SR NT DTD 01/19/20018.5 DUE 02-01-2011 BEO	100,000.00	101,076.52	103,000.00
Corporate Debt Instruments — Other	PVTPL KOREA AST FDG 2000-1 LTD SECD NTFLTG RATE 144A VAR RT 02-10-2009 BEO	191,825.64	191,825.64	196,846.08

Corporate Debt Instruments — Other	CIE FIN DE CIC ET UNDTD FR DEBT INS USD(BR)	300,000.00	287,283.00	298,500.00
Corporate Debt Instruments — Other	PVTPL FRANCE TELECOM SA NT 144A EURO 7.75 DUE 03-01-2011 BEO	200,000.00	199,612.00	214,184.00
Corporate Debt Instruments — Other	PVTPL FRANCE TELECOM SA NT DTD 03/14/2001 144A EURO 8.5 03-14-2031	150,000.00	150,881.68	170,916.00
Corporate Debt Instruments — Other	HELLENIC EXCHANGAB 2% CNV BDS 2/8/05 EUR'REGS'	46,000.00	44,954.43	43,948.39
Corporate Debt Instruments — Other	BANCO NACIONAL DE COMERCIO EXTERIOR 8% NOTES 07-18-2002 USD1000	750,000.00	727,125.00	772,500.00
Corporate Debt Instruments — Other	PERU(REP OF) VAR NTS 7/3/2017 USD1000	250,000.00	138,375.00	180,156.25
Corporate Debt Instruments — Other	KOREA ELEC PWR CORP 7.75 BD DUE 4-1-2013REG	100,000.00	93,058.00	107,655.00
Corporate Debt Instruments — Other	FLEXTRONICS INTL LTD US$SR SUB NT 9.875DUE 07-01-2010/07-01-2005 BEO	39,000.00	39,507.99	40,950.00
Corporate Debt Instruments — Other	AVECIA GROUP PLC SR NT 11 DUE 07-01-2009/07-01-2004 BEO PUT	73,000.00	73,000.00	69,715.00
Corporate Debt Instruments — Other	ROYAL BK SCOT GRP ADR REP 1 SER'2'NON-CUM PRF	130,000.00	130,000.00	143,681.07
Corporate Debt Instruments — Other	##MOTOROLA INC NT 5.8 DUE 10-15-2008 BE O DO NOT USE SEE 4-780298	5,000.00	4,538.41	4,553.50
Corporate Debt Instruments — Other	##PVTPL KOREA DEP INS CORP EXCHANGEABLE NT144A 2.5 12-11-2005 BEO SEE 4456058	400,000.00	402,586.70	400,516.80
Corporate Debt Instruments — Other	6 FLAGS INC SR NT 9.5 DUE 02-01-2009/02-01-2005 REG	27,000.00	26,814.78	27,236.25
Corporate Debt Instruments — Other	ADELPHIA COMMUNICATIONS CORP 10.875 DUE 10-01-2010 BEO	43,000.00	42,768.31	43,430.00
Corporate Debt Instruments — Other	AES CORP 10.25 DUE 07-15-2006/07-15-2001REG	71,000.00	74,521.25	62,480.00
Corporate Debt Instruments — Other	AES CORP SR NT 9.375 DUE 09-15-2010 BEO	25,000.00	25,000.00	22,500.00
Corporate Debt Instruments — Other	AES CORP SR NT 9.5 DUE 06-01-2009 BEO	52,000.00	52,396.97	47,320.00
Corporate Debt Instruments — Other	AGCO CORP SR NT 9.5 DUE 04-01-2008/05-01-2005 BEO	17,000.00	17,000.00	17,765.00
Corporate Debt Instruments — Other	AK STL CORP 9.125 DUE 12-15-2006/12-15-2001 REG	15,000.00	14,237.50	15,375.00
Corporate Debt Instruments — Other	AK STL CORP SR NT 7.875 DUE 02-15-2009/02-15-2004 BEO PUT	84,000.00	78,097.50	82,740.00
Corporate Debt Instruments — Other	ALBRTSNS INC MTN BOOK ENTRY TRANCHE #TR 00072 6.52 DUE 4-10-28	5,000.00	4,125.15	4,525.00
Corporate Debt Instruments — Other	ALLIED WASTE N AMER INC SR NT 7.375 DUE 01-01-2004 BEO	450,000.00	417,375.00	446,625.00
Corporate Debt Instruments — Other	ALLIED WASTE N AMER INC SR SECD NT DTD 01/30/2001 8.875 DUE 04-01-2008 BEO	135,000.00	138,407.50	138,712.50
Corporate Debt Instruments — Other	AMERCO SR NOTES 7.2 DUE 04-01-2002 BEO	1,000,000.00	997,900.00	1,000,200.00
Corporate Debt Instruments — Other	AMERN AXLE & MFG INC SR SUB NT 9.75 DUE 03-01-2009/03-01-2004 BEO PUT	47,000.00	46,427.86	48,175.00
Corporate Debt Instruments — Other	AMERN STD COS INC DEL SR NT 8.25 DUE 06-01-2009 BEO	42,000.00	42,262.50	43,680.00
Corporate Debt Instruments — Other	AMERN STD INC 7.375 DUE 04-15-2005 REG	40,000.00	40,100.00	41,000.00
Corporate Debt Instruments — Other	AMERN STD INC 7.625 DUE 02-15-2010 REG	14,000.00	13,352.50	14,000.00
Corporate Debt Instruments — Other	AMERN TOWER CORP SR NT DTD 01/31/2001 9.375 DUE 02-01-2009/02-01-2002 BEO	39,000.00	38,854.58	30,907.50
Corporate Debt Instruments — Other	ANCHOR GAMING SR SUB NT 9.875 DUE 10-15-2008/10-15-2001 BEO	47,000.00	46,816.47	51,347.50

Corporate Debt Instruments — Other	AOL TIME WARNER INC 7.625 DUE 04-15-2031BEO	500,000.00	490,595.00	529,145.00
Corporate Debt Instruments — Other	AT&T CO IAM COML PAPER 4 FRN 08/2002 USD1000 3.03375 IBN 08-06-2002	300,000.00	300,000.00	300,065.70
Corporate Debt Instruments — Other	AUBURN HILLS TR 12.00 BD DUE 05-01-2020 REG	330,000.00	289,384.27	470,609.70
Corporate Debt Instruments — Other	AVIS GROUP HLDGS INC 11 DUE 05-01-2009/05-01-2004 BEO	75,000.00	75,687.50	79,500.00
Corporate Debt Instruments — Other	B.STEARNS MTG SECS INC SER 97-7 CL 1A9 7 MTG PASSTHRU CTF DUE 02-25-2028 BEO	1,400,000.00	1,404,812.50	1,404,368.00
Corporate Debt Instruments — Other	BAYERISCHE LANDESBANK GIROZENTRALE N Y BRH MTN 5.875 DUE 12-01-2008 BEO	2,230,000.00	2,228,149.10	2,238,273.30
Corporate Debt Instruments — Other	BECKMAN INSTRS INC NEW SR NT 7.1 DUE 03-04-2003 BEO	750,000.00	749,722.50	769,665.00
Corporate Debt Instruments — Other	CALPINE CORP 8.5 DUE 02-15-2011 BEO	34,000.00	33,705.56	30,938.91
Corporate Debt Instruments — Other	CALPINE CORP SR NT 7.75 DUE 04-15-2009 BEO	28,000.00	27,895.00	24,780.00
Corporate Debt Instruments — Other	CAP 1 BK MEDIUM TERM SR BK NTS BOOK ENTRY 6.62 DUE 08-04-2003 BEO	700,000.00	688,926.00	712,880.00
Corporate Debt Instruments — Other	CENTURYTEL INC SR NT SER I 7.75 DUE 10-15-2012/10-15-2002 BEO PUT	1,000,000.00	999,440.00	1,032,670.00
Corporate Debt Instruments — Other	CHANCELLOR MEDIA CORP L A SER B 8.125 SRSUB NT DUE 12-15-2007/02	88,000.00	91,078.75	91,520.00
Corporate Debt Instruments — Other	CHARTER COMMUNICATIONS HLDGS LLC / CC HLDGS CAP CORP 10.75 10-01-2009	40,000.00	39,965.60	42,200.00
Corporate Debt Instruments — Other	CHARTER COMMUNICATIONS HLDGS LLC / CORP 8.625 DUE 4-1-2009/04 BEO	122,000.00	117,287.67	116,510.00
Corporate Debt Instruments — Other	CHRYSLER CORP 7.45 DEB DUE 03-01-2027	5,000.00	4,585.81	4,709.00
Corporate Debt Instruments — Other	CITIZENS UTILS CO DEL 7 DUE 11-01-2025 REG	10,000.00	7,905.55	8,482.00
Corporate Debt Instruments — Other	CITIZENS UTILS CO DEL 7.6 DUE 06-01-2006REG	10,000.00	10,048.45	10,270.00
Corporate Debt Instruments — Other	CKE RESTAURANTS INC 4.25 DUE 03-15-2004/03-20-2001 REG	103,000.00	45,724.33	80,340.00
Corporate Debt Instruments — Other	CMO CMC SECS CORP III COLL MTG OBLIG 1994-B CL B-A5 6 DUE 02-25-2009 BEO	653,482.38	642,250.64	659,605.51
Corporate Debt Instruments — Other	CMS ENERGY CORP CMS ENERGY CORP NT 8 1 2DUE 4 1 8.5 DUE 04-15-2011 BEO	70,000.00	68,612.60	69,356.00
Corporate Debt Instruments — Other	CMS ENERGY CORP SR NT 7.5 DUE 01-15-2009BEO	45,000.00	42,432.36	42,782.85
Corporate Debt Instruments — Other	CMS ENERGY CORP SR NT 9.875 DUE 10-15-2007 BEO	56,000.00	58,315.30	58,686.88
Corporate Debt Instruments — Other	CMS PANHANDLE HLDG CO NT 6.125 DUE 03-15-2004 BEO	300,000.00	299,052.00	302,844.00
Corporate Debt Instruments — Other	COLUMBIA / HCA HEALTHCARE CORP 7.25 DUE 05-20-2008 REG	55,000.00	55,875.00	56,375.00
Corporate Debt Instruments — Other	COLUMBIA /HCA HEALTHCARE CORP 6.91 BD DUE 06-15-2005 REG	20,000.00	20,650.00	20,100.00
Corporate Debt Instruments — Other	COMPAGNIE GENERALE DES GEOPHYSIQUE SR NT10.625 DUE 11-15-2007/11-15-2001 BEO	31,000.00	31,000.00	31,620.00
Corporate Debt Instruments — Other	CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO	1,000,000.00	998,380.00	1,012,890.00
Corporate Debt Instruments — Other	CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO	100,000.00	99,838.00	101,289.00
Corporate Debt Instruments — Other	CONS RAIL CORP 7.875 DEB DUE 5-15-2043 REG	90,000.00	95,416.20	92,804.40
Corporate Debt Instruments — Other	CONSTELLATION BRANDS INC SR NT DTD 02/21/2001 8 DUE 02-15-2008 BEO	55,000.00	55,000.00	56,100.00
Corporate Debt Instruments — Other	COX ENTERPRISES INC NT 7.5 DUE 08-15-2004 BEO	700,000.00	732,284.00	743,561.00

Corporate Debt Instruments — Other	CROWN CASTLE INTL CORP SR NT 9.375 DUE 08-01-2011/08-01-2006 BEO	49,000.00	48,755.00	45,080.00
Corporate Debt Instruments — Other	CSC HLDGS INC SER B 8.125 SR DEB DUE 08-15-2009	160,000.00	161,300.80	164,873.60
Corporate Debt Instruments — Other	CSC HLDGS INC SR NT SER B DTD 07/13/19998.125 DUE 07-15-2009 BEO	60,000.00	59,720.40	61,818.00
Corporate Debt Instruments — Other	DAIMLER CHRYSLER N AMER HLDG CORP 7.75 DUE 05-27-2003 BEO	600,000.00	628,800.00	626,556.00
Corporate Debt Instruments — Other	DAIMLER CHRYSLER N AMER HLDG CORP GTD NT6.9 DUE 09-01-2004 BEO	5,000.00	5,095.16	5,212.00
Corporate Debt Instruments — Other	DAIMLERCHRYSLER N AMER HLDG CORP INT TRANCHE # TR 00098 6.75 DUE 12-15-2006	25,000.00	25,000.00	25,000.00
Corporate Debt Instruments — Other	DUKE ENERGY FIELD SVCS LLC NT 7.5 DUE 08-16-2005 BEO	1,300,000.00	1,295,099.00	1,348,230.00
Corporate Debt Instruments — Other	EASTMAN CHEM CO 6.375 DUE 01-15-2004 REG	10,000.00	10,016.65	10,222.00
Corporate Debt Instruments — Other	ECHOSTAR DBS CORP SR NT 9.375 DUE 02-01-2009/02-01-2004 BEO PUT	90,000.00	90,271.81	92,250.00
Corporate Debt Instruments — Other	EL PASO CORP ZERO CPN CONV DEB 0 DUE 02-28-2021/02-28-2006 BEO PUT	670,000.00	278,245.60	275,370.00
Corporate Debt Instruments — Other	EL PASO ENERGY CORP MEDIUM TERM NTS BOOK TR 4 7.8 8-1-31	20,000.00	18,752.80	19,827.20
Corporate Debt Instruments — Other	EMMIS COMMUNICATIONS CORP SR SUB NT 8.125 DUE 03-15-2009/03-15-2004 BEO PUT	17,000.00	16,383.75	16,320.00
Corporate Debt Instruments — Other	ENTERGY MISS INC 1ST MTG BD DTD 02/15/2000 7.75 DUE 02-15-2003 BEO	1,000,000.00	1,011,660.00	1,034,380.00
Corporate Debt Instruments — Other	EXTD STAY AMER INC SR SUB NT 9.875 DUE 06-15-2011/06-15-2006 BEO	30,000.00	30,000.00	30,450.00
Corporate Debt Instruments — Other	FIRSTENERGY CORP NT SER B 6.45 DUE 11-15-2011 BEO	130,000.00	129,546.30	126,835.93
Corporate Debt Instruments — Other	FIRSTENERGY CORP NT SER C 7.375 DUE 11-15-2031 BEO	120,000.00	119,798.40	117,160.80
Corporate Debt Instruments — Other	FNMA DISC NT 02-21-2002	700,000.00	686,927.89	696,531.86
Corporate Debt Instruments — Other	FORD MTR CO DEL DEB 8.9 DUE 01-15-2032 REG	220,000.00	234,194.40	235,921.40
Corporate Debt Instruments — Other	FORD MTR CR CO GLOBAL LANDMARK SECS-GLOBLS FLTG RATE DUE 03-17-2003 BEO	1,000,000.00	996,560.00	980,000.00
Corporate Debt Instruments — Other	FORD MTR CR CO MEDIUM TERM NTS BOOK ENTRY TR 00845 VAR RT DUE 06-30-2005	1,300,000.00	1,284,140.00	1,228,359.60
Corporate Debt Instruments — Other	FORD MTR CR CO NT DTD 02/23/1999 5.75 DUE 02-23-2004 BEO	1,330,000.00	1,278,914.70	1,330,970.90
Corporate Debt Instruments — Other	FORD MTR CR CO NT FLTG RATE DUE 04-17-2003 BEO	500,000.00	502,888.00	496,720.00
Corporate Debt Instruments — Other	FOX LIBERTY NETWORKS 8.875 BD DUE 08-15-2007 BEO	14,000.00	14,652.50	14,560.00
Corporate Debt Instruments — Other	GA GULF CORP SR SUB NT 10.375 DUE 11-01-2007/11-01-2003 BEO PUT	5,000.00	5,044.75	5,225.00
Corporate Debt Instruments — Other	GEN MTR CORP 8.80 BD DUE 3-1-2021 REG PUTABLE ON 3-1-98	1,500,000.00	1,842,315.00	1,634,040.00
Corporate Debt Instruments — Other	GEN MTRS ACCEP CORP 7.625 DUE 06-15-2004BEO	1,300,000.00	1,299,194.00	1,374,932.00
Corporate Debt Instruments — Other	GEN MTRS ACCEP CORP GLOBAL BD 7.25 DUE 03-02-2011 BEO	380,000.00	378,746.00	382,709.40
Corporate Debt Instruments — Other	GEN MTRS ACCEP CORP MEDIUM TERM NTS BOOKENTRY TR # 00593 VAR RT DUE 01-20-24	800,000.00	800,000.00	782,488.00
Corporate Debt Instruments — Other	GEN MTRS ACCEP CORP MEDIUM TERM NTS TR 00609 VAR RT 5-16-2003 BEO	600,000.00	601,686.00	592,680.60
Corporate Debt Instruments — Other	GEN MTRS ACCEP CORP SMARTNOTES BOOK TRANCHE # TR 00447 6.2 DUE 12-15-2006	50,000.00	50,000.00	50,000.00
Corporate Debt Instruments — Other	GEN MTRS CORP SR UNSECD NT 7.2 DUE 01-15-2011 BEO	30,000.00	30,865.80	29,943.00

Corporate Debt Instruments — Other	GMAC COML MTG SEC INC 97-C1 CL A3 6.869 MTG PASSTHRU CTF DUE 8-15-2007 BEO	30,000.00	28,543.36	31,398.30
Corporate Debt Instruments — Other	GMAC COML MTG SEC INC MTG PASSTHRU CTF 1998-C1 CL A-2 6.7 DUE 05-15-2030 REG	80,000.00	75,126.17	82,381.68
Corporate Debt Instruments — Other	GS ESCR CORP SR NT 7 DUE 08-01-2003 BEO	400,000.00	370,852.00	404,976.00
Corporate Debt Instruments — Other	HARRAHS OPER INC GTD SR SUB NT 7.875 DUE12-15-2005 BEO	92,000.00	94,185.00	95,450.00
Corporate Debt Instruments — Other	HCA-HEALTHCARE CO HCA-06/01/2006 7.125	30,000.00	30,900.00	30,450.00
Corporate Debt Instruments — Other	HCA-HEALTHCARE CO NT 8.75 DUE 09-01-2010BEO	57,000.00	61,582.50	61,702.50
Corporate Debt Instruments — Other	HEALTHSOUTH CORP SR NT DTD 02/01/2001 8.5 DUE 02-01-2008 BEO	80,000.00	85,450.00	83,600.00
Corporate Debt Instruments — Other	HEALTHSOUTH CORP SR SUB NT 10.75 DUE 10-01-2008/10-01-2004 BEO	47,000.00	51,398.75	51,641.25
Corporate Debt Instruments — Other	HMH PPTYS INC 8.45 DUE 12-01-2008/12-01-2003 BEO	4,000.00	3,786.79	3,740.00
Corporate Debt Instruments — Other	HORSESHOE GAMING LLC SR SUB NT 8.625 DUE05-15-2009/05-15-2004 BEO	55,000.00	54,535.35	56,856.25
Corporate Debt Instruments — Other	HOST MARRIOTT L P SR NT SER G 9.25 DUE 10-01-2007 BEO	4,000.00	3,949.64	3,985.00
Corporate Debt Instruments — Other	I/O CMO NORWEST ASSET SECS CORP SER 97-1MTG PASSTHRU CTF CL A-5 01-25-12	85,131.30	10,641.41	6,464.02
Corporate Debt Instruments — Other	I/O CONSECO FIN SECURITIZATIONS CORP 99-H HOME EQTY LN CTF CL A-IO 11-15-29	6,500,000.00	694,211.51	56,797.65
Corporate Debt Instruments — Other	INSIGHT MIDWEST L P / INSIGHT CAP INC SRNT 10.5 DUE 11-01-2010/11-01-2005 BEO	37,000.00	36,556.10	39,775.00
Corporate Debt Instruments — Other	INTL GAME TECH SR NT 8.375 DUE 05-15-2009 BEO	40,000.00	39,589.60	42,100.00
Corporate Debt Instruments — Other	KCS ENERGY INC 8.875 SR SUB NT DUE 01-15-2008/03 BEO	70,000.00	15,004.34	42,437.50
Corporate Debt Instruments — Other	KELLOGG CO NT SER B 5.5 DUE 04-01-2003 BEO	500,000.00	513,375.00	513,025.00
Corporate Debt Instruments — Other	KROGER CO PUTTABLE RESET SECS DUE 08-16-2012/08-16-2002 BEO PUT	1,900,000.00	1,900,000.00	1,900,834.10
Corporate Debt Instruments — Other	KS CY SOUTHN RY CO SR NT 9.5 DUE 10-01-2008 BEO	17,000.00	17,595.00	18,530.00
Corporate Debt Instruments — Other	LEAR CORP SR NT SER B 7.96 DUE 05-15-2005 BEO	160,000.00	160,000.00	161,755.20
Corporate Debt Instruments — Other	LOCKHEED MARTIN CORP BD 8.5 DUE 12-01-2029 BEO	250,000.00	249,066.07	299,080.00
Corporate Debt Instruments — Other	LYONDELL CHEM CO SR SECD NT SER A 9.625 DUE 05-01-2007	21,000.00	21,173.36	21,210.00
Corporate Debt Instruments — Other	LYONDELL CHEM CO SR SECD NT SER B 9.875 DUE 05-01-2007/05-01-2004 BEO PUT	13,000.00	13,000.00	12,967.50
Corporate Debt Instruments — Other	MANOR CARE INC NEW SR NT DTD 06/22/2001 8 DUE 03-01-2008 BEO	46,000.00	46,758.75	48,431.56
Corporate Debt Instruments — Other	MEDIACOM LLC / MEDIACOM CAP CORP SR NT 9.5 DUE 01-15-2013/01-15-2006 BEO	37,000.00	36,677.36	38,387.50
Corporate Debt Instruments — Other	MIRANT AMERICAS GENERATION LLC 8.3 5/1/11	350,000.00	369,120.50	313,250.00
Corporate Debt Instruments — Other	MOHEGAN TRIBAL GAMING AUTH SR NT 8.125 DUE 01-01-2006 BEO PUT	10,000.00	10,500.00	10,275.00
Corporate Debt Instruments — Other	MOHEGAN TRIBAL GAMING AUTH SR SUB NT 8.75 DUE 01-01-2009/01-01-2004 BEO PUT	27,000.00	27,847.50	28,215.00
Corporate Debt Instruments — Other	MOTOROLA INC 7.5 DUE 05-15-2025 REG	10,000.00	9,262.95	8,868.00
Corporate Debt Instruments — Other	NEWS AMER HLDGS INC 7.75 DUE 02-01-2024 REG	40,000.00	36,008.80	39,679.20
Corporate Debt Instruments — Other	NEWS AMER INC GTD SR DEB 7.625 DUE 11-30-2028 BEO	270,000.00	245,070.90	261,565.20

Corporate Debt Instruments — Other	NEXTEL COMMUNICATIONS INC SR SER NT 9.375 DUE 11-15-2009/11-15-2004 BEO	125,000.00	110,820.02	98,750.00
Corporate Debt Instruments — Other	NORTEK INC 9.25 SR NT DUE 03-15-2007/02	4,000.00	3,370.00	4,050.00
Corporate Debt Instruments — Other	NORTEK INC SR NT SER B 8.875 DUE 08-01-2008/08-01-2003 BEO PUT	95,000.00	94,126.61	94,050.00
Corporate Debt Instruments — Other	NORTHN TELECOM CAP CORP NT DTD 06/17/1996 7.875 DUE 06-15-2026 REG	10,000.00	9,393.85	7,781.86
Corporate Debt Instruments — Other	NRG N E GENERATING LLC SR SECD BD SER A DTD 2/25/2000 8.065 DUE 12-15-2004 BEO	562,500.00	588,886.87	567,905.63
Corporate Debt Instruments — Other	OCEAN ENERGY INC 8.875 DUE 07-15-2007/07-15-2002 REG	40,000.00	42,300.00	42,086.80
Corporate Debt Instruments — Other	OCEAN ENERGY INC SR SUB NT SER B 8.375 DUE 07-01-2008/07-01-2003 BEO	30,000.00	31,650.00	31,380.60
Corporate Debt Instruments — Other	OMNICARE INC 8.125 BONDS 15 FEB 2011	75,000.00	77,750.00	77,156.25
Corporate Debt Instruments — Other	ORION PWR HLDGS INC SR NT 12 DUE 05-01-2010 REG	58,000.00	58,000.00	67,280.00
Corporate Debt Instruments — Other	P & L COAL HLDGS CORP SR SUB NT 9.625 DUE 05-15-2008/05-15-2003 BEO	70,000.00	69,250.00	74,900.00
Corporate Debt Instruments — Other	PACIFICA PAPERS INC SR NT 10 DUE 03-15-2009/03-15-2004 BEO PUT	20,000.00	21,450.00	21,500.00
Corporate Debt Instruments — Other	PARKER & PARSLEY PETE CO DEL SR NT DTD 08/22/1995 8.25 DUE 08-15-2007 REG	20,000.00	20,600.00	20,750.00
Corporate Debt Instruments — Other	PDVSA FIN LTD NT 8.5 DUE 11-16-2012 BEO	220,000.00	217,745.00	200,200.00
Corporate Debt Instruments — Other	PHILIP MORRIS COS INC 7.5 DUE 01-15-2002REG	35,000.00	37,105.92	35,056.00
Corporate Debt Instruments — Other	PHILLIPS PETE CO NT 8.75 DUE 05-25-2010 BEO	700,000.00	817,887.00	814,800.00
Corporate Debt Instruments — Other	PIONEER NAT RES CO SR NT 9.625 DUE 04-01-2010/03-31-2001 BEO PUT	12,000.00	11,957.64	13,290.00
Corporate Debt Instruments — Other	PK PL ENTMT CORP SR SUB NT 9.375 DUE 02-15-2007 BEO	79,000.00	80,850.00	82,160.00
Corporate Debt Instruments — Other	PK PL ENTMT CORP SR SUB NT DTD 12/21/1998 7.875 DUE 12-15-2005 BEO	110,000.00	110,650.00	110,000.00
Corporate Debt Instruments — Other	PROGRESS ENERGY INC SR NT 7.1 DUE 03-01-2011 BEO	340,000.00	359,913.80	352,899.60
Corporate Debt Instruments — Other	PUB SVC ENTERPRISE GROUP INC NT FLTG RATE DUE 05-21-2002/02-21-2002 BEO	400,000.00	400,000.00	398,911.60
Corporate Debt Instruments — Other	PVTPL ASSOC MANUFACTURED HSG	1,544,274.08	1,546,662.90	1,544,274.08
Corporate Debt Instruments — Other	PVTPL AT&T CORP USD SR NT 144A 8 DUE 11-15-2031 BEO	210,000.00	207,744.60	219,683.10
Corporate Debt Instruments — Other	PVTPL BAYVIEW FINL REVOLVING AST TR 2000-D CL A FLTG 144A 3C7 11-25-2030 BEO	800,000.00	800,000.00	803,000.00
Corporate Debt Instruments — Other	PVTPL BURL RES FIN CO BURL RES INC 6.5 DUE 12-01-2011 BEO	50,000.00	49,859.50	48,781.00
Corporate Debt Instruments — Other	PVTPL CHANCELLOR MEDIA CORP L A SR NT DTD 11/16/1998 8 DUE 11-01-2008 BEO PUT	14,000.00	14,577.50	14,560.00
Corporate Debt Instruments — Other	PVTPL CMO MORGAN J P COML MTG FIN CORP 2000-FL1 CL A 144A VAR RT 4-15-10 BEO	190,694.60	190,694.60	190,284.03
Corporate Debt Instruments — Other	PVTPL CMO SASCO FLOATING RATE COML MTG TR 144A VAR RT DUE 10-21-2002 BEO	21,742.48	21,746.73	21,782.92
Corporate Debt Instruments — Other	PVTPL CMO SEC NATL MTG LN TR 3.6 DUE 11-25-2010 BEO	700,000.00	699,937.62	699,937.00
Corporate Debt Instruments — Other	PVTPL ECHOSTAR DBS CORP SR NT 144A 9.125DUE 01-15-2009/01-15-2005 BEO	30,000.00	30,000.00	30,075.00
Corporate Debt Instruments — Other	PVTPL HEALTHSOUTH CORP SR NT 144A 8.375 DUE 10-01-2011 BEO	73,000.00	72,877.36	75,007.50
Corporate Debt Instruments — Other	PVTPL HERCULES INC SR NT 144A 11.125 DUE11-15-2007 BEO	7,000.00	7,003.79	7,280.00

Corporate Debt Instruments — Other	PVTPL HOLMES FING NO 4 PLC 2001-HLV2 LN BKD NT CL A-1B 144A 4.934 05-25-2026 BEO	429,482.96	429,479.31	433,643.58
Corporate Debt Instruments — Other	PVTPL ICN PHARMACEUTICALS INC NEW SR NT 144A 8.75 DUE 11-15-2008 BEO PUT	32,000.00	32,694.01	35,840.00
Corporate Debt Instruments — Other	PVTPL IMC GLOBAL INC SR NT 144A 10.875 DUE 06-01-2008 BEO	28,000.00	27,661.20	29,896.16
Corporate Debt Instruments — Other	PVTPL NORSKE SKOG CDA LTD SR NT 144A 8.625 DUE 06-15-2011/06-15-2006 BEO	23,000.00	24,030.00	23,805.00
Corporate Debt Instruments — Other	PVTPL PULTE HOMES INC FORMERLY PULTE CORP 144A 7.875 DUE 08-01-2011 BEO	46,000.00	45,582.78	45,717.56
Corporate Debt Instruments — Other	PVTPL SCHULER HOMES INC SR NT 144A 9.375DUE 07-15-2009/07-15-2005 BEO	60,000.00	60,000.00	62,100.00
Corporate Debt Instruments — Other	PVTPL SMITHFIELD FOODS INC SR NT 144A 8 DUE 10-15-2009 BEO	23,000.00	23,000.00	23,460.00
Corporate Debt Instruments — Other	PVTPL TEEKAY SHIPPING CORP SR NT 144A 8.875 DUE 07-15-2011 BEO	18,000.00	18,528.75	18,450.00
Corporate Debt Instruments — Other	QWEST CAP FDG INC NT 7.75 DUE 02-15-2031REG	1,000,000.00	999,700.00	964,380.00
Corporate Debt Instruments — Other	R J REYNOLDS TOB HLDGS INC NT SER B 7.75DUE 05-15-2006 BEO	740,000.00	736,633.00	771,642.40
Corporate Debt Instruments — Other	RAYTHEON CO 6.45 DUE 08-15-2002 REG	1,100,000.00	1,104,103.00	1,122,011.00
Corporate Debt Instruments — Other	RAYTHEON CO NT 6.55 DUE 03-15-2010 REG	600,000.00	588,708.00	600,264.00
Corporate Debt Instruments — Other	RJ REYNOLDS TOB HLDGS INC NT SER B 7.875DUE 05-15-2009 BEO	500,000.00	492,870.00	505,865.00
Corporate Debt Instruments — Other	RYLAND GROUP INC 8 DUE 08-15-2006 BEO	33,000.00	33,000.00	33,165.00
Corporate Debt Instruments — Other	RYLAND GROUP INC SR NT 9.75 DUE 09-01-2010/09-01-2005 BEO	15,000.00	15,637.50	15,937.50
Corporate Debt Instruments — Other	SAFETY-KLEEN CORP NEW 9.25 DUE 05-15-2009 BEO DBTFL	65,000.00	65,165.00	6.50
Corporate Debt Instruments — Other	SCOTIA PAC CO LLC TIMBER COLL NT SER B CL A-3 7.71 DUE 07-20-2028 BEO	160,000.00	113,600.00	131,555.20
Corporate Debt Instruments — Other	SECURITIZED AST SALES INC SER 1995-B CL A4 INC 7.41 MTG BKD CTF DUE 9-25-24 BEO	765,416.05	775,462.13	784,069.24
Corporate Debt Instruments — Other	SMS STUD LN TR SER 1997-9A CL A1 VAR RT ABS CTF DUE 10-27-2025 REG	908,254.96	889,876.99	898,618.37
Corporate Debt Instruments — Other	SOUTHN CAL EDISON CO NT DTD 11/08/2000 FLTG RATE DUE 05-01-2002 BEO	200,000.00	120,008.00	192,000.00
Corporate Debt Instruments — Other	SPRINT CAP CORP DEB 6.9 DUE 05-01-2019 BEO	80,000.00	75,670.40	74,825.60
Corporate Debt Instruments — Other	SPRINT CAP CORP MTN 7.625 DUE 06-10-2002	1,500,000.00	1,498,515.00	1,530,930.00
Corporate Debt Instruments — Other	SR HSG PPTYS TR SR HSG 8 625 8.625 DUE 01-15-2012 BEO	62,000.00	61,481.06	62,620.00
Corporate Debt Instruments — Other	TCI COMMUNICATIONS INC 7.875 DUE 02-15-2026 REG	310,000.00	362,486.39	329,130.10
Corporate Debt Instruments — Other	TEEKAY SHIPPING CORP SR NT 8.875 DUE 07-15-2011 BEO	30,000.00	30,000.00	30,750.00
Corporate Debt Instruments — Other	TELECORP PCS INC SR SUB NT DTD 07/14/00 10.625 DUE 07-15-10/07-15-05 BEO	2,000.00	2,045.00	2,285.00
Corporate Debt Instruments — Other	TEMBEC FIN CORP GTD SR NT DTD 08/29/1995 9.875 DUE 09-30-2005	9,000.00	9,097.50	9,258.75
Corporate Debt Instruments — Other	TENET HEALTHCARE CORP SR SUB NT SER B 8.125 DUE 12-01-2008/06-01-2003 BEO	152,000.00	160,640.00	162,927.28
Corporate Debt Instruments — Other	TEREX CORP NEW SR SUB NT DTD 03/29/2001 10.375 DUE 04-01-2011/04-01-2006 BEO	20,000.00	20,000.00	20,800.00
Corporate Debt Instruments — Other	TEREX CORP NEW SR SUB NT SER D 8.875 DUE04-01-2008/04-01-2003 BEO PUT	94,000.00	92,762.50	92,590.00
Corporate Debt Instruments — Other	TEXTRON FINL CORP FLTG RATE DUE 03-18-2002 BEO	200,000.00	200,000.00	199,572.00

Corporate Debt Instruments — Other	TRITON ENERGY LTD / TRITON ENERGY CORP SR NT 9.25 DUE 04-15-2005 BEO	15,000.00	15,712.50	16,358.55
Corporate Debt Instruments — Other	TRITON ENERGY LTD SR NT DTD 04/01/2001 8.875 DUE 10-01-2007/10-01-2004 BEO	16,000.00	16,180.00	17,519.20
Corporate Debt Instruments — Other	TRW INC MT SR NTS BK ETY TRCHE #SR00044 CPN RT=3MO US$+ 43 BP VAR RT 3-25-02	400,000.00	399,848.80	399,529.60
Corporate Debt Instruments — Other	TXU EASTN FDG CO GTD SR NT 6.15 DUE 05-15-2002 BEO	1,500,000.00	1,518,735.00	1,517,910.00
Corporate Debt Instruments — Other	TYSON FOODS INC 7 DUE 01-15-2028 REG	10,000.00	8,678.85	8,744.00
Corporate Debt Instruments — Other	TYSON FOODS INC 7 DUE 05-01-2018 REG	10,000.00	8,907.05	9,141.00
Corporate Debt Instruments — Other	UNISYS CORP SR NT 7.25 DUE 01-15-2005 BEO	61,000.00	59,768.41	59,627.50
Corporate Debt Instruments — Other	USA WASTE SVCS INC 6.5 NT DUE 12-15-2002BEO	500,000.00	499,275.00	512,920.00
Corporate Debt Instruments — Other	VINTAGE PETE INC 9.0 SR SUB NT DUE 12-15-2005	18,000.00	18,465.00	17,910.00
Corporate Debt Instruments — Other	VINTAGE PETE INC SR SUB NT DTD 05/25/2001 7.875 DUE 5-15-11 REG	50,000.00	49,579.50	49,750.00
Corporate Debt Instruments — Other	VISTEON CORP NT DTD 08/03/2000 8.25 DUE 08-01-2010 BEO	180,000.00	180,034.20	186,215.40
Corporate Debt Instruments — Other	VOICESTREAM WIRELESS CORP SR NT 10.375 DUE 11-15-2009/11-15-2004 BEO PUT	14,000.00	14,234.37	15,987.58
Corporate Debt Instruments — Other	WASTE MGMT INC DEL WMI 7.375 DUE 08-01-2010 BEO	510,000.00	507,924.30	524,234.10
Corporate Debt Instruments — Other	WORLDCOM INC GA NEW 7.50000 05/16/01 05/15/11 7.5 DUE 05-15-2011 BEO	200,000.00	197,808.00	204,816.00
Corporate Debt Instruments — Other	WORLDCOM INC GA NEW 8.25000 05/16/01 05/15/31 8.25 DUE 05-15-2031 BEO	200,000.00	196,196.00	210,886.00
Corporate Debt Instruments — Other	WORLDCOM INC GA NEW NT 8.25 DUE 05-15-2010 BEO	230,000.00	242,491.30	245,973.50
Corporate Stock — Preferred	NEWS CORPORATION PRF AUD0.50	22,210.00	198,574.44	148,369.09
Corporate Stock — Preferred	NEWS CORPORATION PRF AUD0.50	15,773.00	59,768.61	105,368.11
Corporate Stock — Preferred	PETROL BRASILEIROS PRF NPV	6,569.00	143,666.50	145,424.95
Corporate Stock — Preferred	ADR COMPANHIA BRASILEIRA DE DISTR DE ACUCR CIA SPONSORED REP PFD	1,600.00	42,236.32	35,200.00
Corporate Stock — Preferred	ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD PREF SH	1.00	13.84	15.63
Corporate Stock — Preferred	ADR TELECOMUNICACOES BRASILEIRAS S A PFDBLOCK	3,022.00	177,735.80	120,880.00
Corporate Stock — Preferred	SANWA INTERNL FINA UNIT(1000 CV PRF SHS SANWA)	39,000,000.00	303,336.70	114,937.81
Corporate Stock — Preferred	UFJ INTL FIN (BERMUDA) TR CONV DT 144A	12,000,000.00	103,020.04	40,744.70
Corporate Stock — Preferred	##MFO FRKLN TR RISING DIVIDEND FUND CL I DO NOT USE SEE 2696646	2,284.79	60,988.91	56,617.02
Corporate Stock — Preferred	ADR NEWS CORP LTD SPONSORED ADR REPSTG PFD LTD	50,500.00	1,089,845.81	1,336,230.00
Corporate Stock — Preferred	ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD PREF SH	500.00	9,079.95	7,815.00
Corporate Stock — Preferred	AVALONBAY CMNTYS INC PFD STK SER C 8.50%	200.00	4,959.95	5,060.00
Corporate Stock — Preferred	BANKUNITED CAP III PFD STK	200.00	4,929.95	4,990.00
Corporate Stock — Preferred	CITIGROUP CAP VI 6.875 TR PFD SECS	560.00	14,100.01	14,028.00
Corporate Stock — Preferred	CMS ENERGY CORP ADJ CONV TR SEC	102.95	3,490.73	3,103.85

Corporate Stock — Preferred	DELTA AIR LINES INC DEL NT 8.125	100.00	2,112.95	2,105.00
Corporate Stock — Preferred	DILLARDS CAP TR 1 PFD 7.5%	300.00	5,874.90	5,520.00
Corporate Stock — Preferred	DUKE RLTY CORP	600.00	14,859.85	15,330.00
Corporate Stock — Preferred	ENRON CAP TR I TR ORIGINATED PFD SEC 8.30	100.00	2,662.00	49.00
Corporate Stock — Preferred	EQTY INNS INC PFD SER A 9.50	200.00	4,509.95	4,448.00
Corporate Stock — Preferred	GLENBOROUGH RLTY TR INC PFD CONV SER A	300.00	6,049.90	6,330.00
Corporate Stock — Preferred	GRAND MET DEL L P GTD PFD SECS SER A 9.42	100.00	2,867.00	2,720.00
Corporate Stock — Preferred	GREAT ATLC & PAC TEA INC SR QRTLY INT BD-QUIBS PREF STK	200.00	4,809.95	4,870.00
Corporate Stock — Preferred	HAWAIIAN ELEC INDS CAP TR I TR ORIGINATED PFD SECS	200.00	5,001.95	5,020.00
Corporate Stock — Preferred	HOST MARRIOTT CORP NEW PFD CL B 10 PRFERRED STK	200.00	3,999.95	4,982.00
Corporate Stock — Preferred	INNKEEPERS USA TR PFD CONV SH BEN INT SER A 8.625	300.00	6,464.85	6,975.00
Corporate Stock — Preferred	ISTAR FINL INC PFD SER D	200.00	4,469.95	4,270.00
Corporate Stock — Preferred	MERRILL LYNCH & CO INC S&P 500 MKT INDEXTARGET-TERM SECS	800.00	7,527.40	6,904.00
Corporate Stock — Preferred	MID-AMER APT CMNTYS INC SER A PFD STK	200.00	4,969.95	4,996.00
Corporate Stock — Preferred	MISSION CAP L P GTD MONTHLY INC PFD SECSB 8.50	500.00	12,881.09	13,200.00
Corporate Stock — Preferred	PARTNERRE LTD SER A PFD STK	200.00	4,229.95	4,994.00
Corporate Stock — Preferred	PFD WACHOVIA CORP	252.00	1,328.02	0
Corporate Stock — Preferred	PPL CAP FDG TR I PREM EQTY PT SECS UNITS7.75	400.00	8,799.90	78.60
Corporate Stock — Preferred	TCI COMMUNICATIONS FING II TR ORIGINATEDPFD SECS 10	100.00	2,535.95	2,508.00
Corporate Stock — Preferred	THORNBURG MTG INC PFD SER A CONV	200.00	4,949.95	5,280.00
Corporate Stock — Preferred	TRANSCANADA CAP TR ORIGINATED PFD SECS 8.75	200.00	5,390.98	5,020.00
Corporate Stock — Preferred	UAL CORP CAP TR I TR ORIGINATED PFD SECS13.25	2,130.00	69,222.58	40,150.50
Corporate Stock — Preferred	UAL CORP DEPOS SH REPSTG 1/1000PFD B 12.25	4,600.00	111,075.16	86,250.00
Corporate Stock — Common	BHP BILLITON LTD NPV	74,025.00	449,883.63	397,879.97
Corporate Stock — Common	BRAMBLES INDS LTD A$0.50	17,386.00	96,105.76	92,558.73
Corporate Stock — Common	FOSTERS GROUP LTD COM STK	46,736.00	125,366.29	116,271.20
Corporate Stock — Common	NATIONAL AUST BANK NPV	22,092.00	342,402.19	360,300.75
Corporate Stock — Common	NATIONAL AUST BANK NPV	6,223.00	97,870.56	101,491.56
Corporate Stock — Common	NEWS CORPORATION NPV(AUST LISTING)	22,325.00	69,292.46	178,530.52
Corporate Stock — Common	QBE INS GROUP LTD NPV	36,649.00	159,051.51	144,081.33
Corporate Stock — Common	SANTOS LIMITED NPV	75,500.00	255,451.45	239,619.97
Corporate Stock — Common	WESTPAC BKG CORP NPV	13,013.00	49,640.57	104,949.46
Corporate Stock — Common	WMC LTD NPV	19,800.00	74,515.74	97,028.12
Corporate Stock — Common	WOOLWORTHS LTD NPV	23,700.00	117,213.30	136,363.78
Corporate Stock — Common	ADR NEWS CORP LTD ADR NEW	200.00	6,521.06	6,362.00
Corporate Stock — Common	BHP BILLITON LTD	21,683.00	208,642.30	232,224.93
Corporate Stock — Common	DEXIA AM NPV	20,450.00	243,818.95	294,070.38
Corporate Stock — Common	DEXIA AM NPV	6,260.00	66,472.04	90,018.61
Corporate Stock — Common	DEXIA AM STRIPS VVPR	18,450.00	19.00	164.28

Corporate Stock — Common	FORTIS NPV	2,128.00	40,948.34	55,232.62
Corporate Stock — Common	UCB NPV	440.00	3,136.92	17,814.07
Corporate Stock — Common	ADR PETROLEO BRASILEIRO SA PETROBAS SPONSORED	5,175.00	91,204.97	115,040.25
Corporate Stock — Common	ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR	1,200.00	25,620.48	27,960.00
Corporate Stock — Common	ABITIBI-CONS INC COM NPV	17,200.00	133,463.12	125,316.21
Corporate Stock — Common	ALCAN INC COM STK (CAN QUOTE)	1,050.00	32,640.50	37,592.80
Corporate Stock — Common	ALCAN INC COM STK (CAN QUOTE)	2,700.00	86,495.98	96,667.19
Corporate Stock — Common	BK OF NOVA SCOTIA COM NPV	3,100.00	65,188.51	95,082.85
Corporate Stock — Common	BOMBARDIER INC CLASS'B'SUB VTG NPV CAD	29,600.00	200,604.43	305,967.11
Corporate Stock — Common	FAIRFAX FINL HLDGS (R1933) COM STK 144A (IPO)	1,500.00	502,308.86	154,111.20
Corporate Stock — Common	MAGNA INTL INC CL'A'SUB VTG COM NPV (CAD)	4,400.00	186,588.98	278,678.15
Corporate Stock — Common	MDS INC COM NPV	400.00	4,904.99	4,736.10
Corporate Stock — Common	ROYAL BANK CANADA COM NPV (CAD)	1,820.00	31,904.55	59,095.13
Corporate Stock — Common	SUNCOR ENERGY INC COM NPV (CAD QUOTE)	4,100.00	116,475.95	134,590.45
Corporate Stock — Common	ZARLINK SEMICONDUCTOR INC COM	7,900.00	186,630.29	87,846.52
Corporate Stock — Common	CELESTICA INC SUB VTG SHS	3,192.00	122,600.79	128,924.88
Corporate Stock — Common	INCO LTD COM	15,000.00	424,169.52	254,100.00
Corporate Stock — Common	NORTEL NETWORKS CORP NEW COM	17,800.00	189,954.92	133,500.00
Corporate Stock — Common	THOMSON CORP COM	12,200.00	194,354.84	370,288.75
Corporate Stock — Common	NOVO-NORDISK AS DKK2 SER B	600.00	22,139.06	24,350.93
Corporate Stock — Common	TDC A/S DKK5	1,422.00	54,434.90	50,212.08
Corporate Stock — Common	SOC EUROPEENNE FIDUCIARY DR REP 1'A' (BEL)	2,060.00	31,702.66	21,918.99
Corporate Stock — Common	KESKO OYJ NPV SER'B'	14,318.00	213,385.43	131,312.18
Corporate Stock — Common	NOKIA OYJ EUR0.06	17,253.00	344,450.23	444,885.88
Corporate Stock — Common	NOKIA OYJ EUR0.06	59,900.00	675,285.98	1,544,581.47
Corporate Stock — Common	SAMPO OYJ SER'A'NPV	20,700.00	166,149.63	162,195.37
Corporate Stock — Common	SONERA OYJ NPV	20,700.00	92,901.09	104,874.05
Corporate Stock — Common	UPM-KYMMENE CORP NPV	7,500.00	186,604.78	248,755.67
Corporate Stock — Common	ADR NOKIA CORP SPONSORED ADR	7,200.00	178,735.01	176,616.00
Corporate Stock — Common	ACCOR EUR3	3,300.00	134,061.34	119,971.69
Corporate Stock — Common	AIR LIQUIDE(L') EUR11	1,300.00	180,303.67	182,193.77
Corporate Stock — Common	ALSTOM EUR6	5,347.00	148,670.07	59,464.54
Corporate Stock — Common	ALTRAN TECHNOLOGIE EUR0.50	380.00	37,016.69	17,171.38
Corporate Stock — Common	ASS GEN DE FRANCE NPV	3,780.00	190,931.19	181,412.00
Corporate Stock — Common	AVENTIS SA EUR3.82	750.00	17,746.17	52,622.67
Corporate Stock — Common	AVENTIS SA EUR3.82	6,003.00	383,962.23	426,269.71
Corporate Stock — Common	AXA EUR2.29	8,976.00	260,203.72	187,577.77
Corporate Stock — Common	BNP PARIBAS EUR4	3,449.00	276,340.77	308,634.66
Corporate Stock — Common	BNP PARIBAS EUR4	4,281.00	366,858.85	383,086.40
Corporate Stock — Common	BOUYGUES EUR1	19,360.00	960,321.00	634,364.12
Corporate Stock — Common	CAP GEMINI EUR8	600.00	110,005.69	43,326.89
Corporate Stock — Common	CARREFOUR EUR2.50	1,200.00	73,872.61	62,399.27
Corporate Stock — Common	CIE DE ST-GOBAIN EUR16	857.00	121,689.43	129,340.93
Corporate Stock — Common	CIE DE ST-GOBAIN EUR16	1,029.00	133,861.78	155,299.66
Corporate Stock — Common	DANONE EUR1	1,100.00	137,789.93	134,183.37
Corporate Stock — Common	DANONE EUR1	600.00	65,637.07	73,190.93
Corporate Stock — Common	HERMES INTL NPV	470.00	55,978.38	72,398.47
Corporate Stock — Common	L'OREAL EUR0.20	259.00	9,427.74	18,656.65
Corporate Stock — Common	LAFARGE EUR4	279.00	20,978.69	26,059.44
Corporate Stock — Common	LVMH MOET HENNESSY EUR0.30	620.00	51,205.48	25,228.61
Corporate Stock — Common	MICHELIN (CGDE) EUR2 (REGD)	7,386.00	286,209.75	243,659.28
Corporate Stock — Common	MICHELIN (CGDE) EUR2 (REGD)	4,800.00	155,192.50	158,348.84
Corporate Stock — Common	ORANGE SA EUR1	6,920.00	61,765.93	62,724.80
Corporate Stock — Common	PEUGEOT SA EUR1	2,800.00	53,090.80	119,046.56
Corporate Stock — Common	PIN-PRINTEMPS-REDO EUR4	196.00	25,331.84	25,235.38
Corporate Stock — Common	SANOFI-SYNTHELABO EUR2	15,200.00	490,543.71	1,134,156.66
Corporate Stock — Common	SANOFI-SYNTHELABO EUR2	5,210.00	194,030.71	388,747.12
Corporate Stock — Common	SCHNEIDER ELECTRIC EUR8	3,444.00	192,386.54	165,593.14
Corporate Stock — Common	SCHNEIDER ELECTRIC EUR8	3,430.00	129,199.01	164,920.00

Corporate Stock — Common	SCHNEIDER ELECTRIC EUR8	3,300.00	162,423.05	158,669.39
Corporate Stock — Common	SOC AIR FRANCE EUR8.50	8,983.00	164,860.19	131,494.82
Corporate Stock — Common	SOC GENERALE EUR1.25	1,340.00	52,195.74	74,988.65
Corporate Stock — Common	SOC GENERALE EUR1.25	1,278.00	70,094.30	71,519.02
Corporate Stock — Common	SODEXHO ALLIANCE EUR4	5,059.00	206,664.50	216,262.80
Corporate Stock — Common	TF1 — TV FRANCAISE EUR0.20	11,200.00	115,734.85	283,118.90
Corporate Stock — Common	TF1 — TV FRANCAISE EUR0.20	5,744.00	179,991.26	145,199.55
Corporate Stock — Common	TOTAL FINA ELF EUR10	185.00	22,946.90	26,421.75
Corporate Stock — Common	TOTAL FINA ELF EUR10	4,890.00	538,897.27	698,391.05
Corporate Stock — Common	USINOR NPV	14,419.00	202,434.26	180,383.54
Corporate Stock — Common	VIVENDI UNIVERSAL EUR5.50	3,158.00	237,922.12	172,930.93
Corporate Stock — Common	VIVENDI UNIVERSAL EUR5.50	3,700.00	154,856.88	202,610.65
Corporate Stock — Common	ADR ALSTOM SPONSORED ADR	3.00	100.00	34.05
Corporate Stock — Common	ADR TOTAL FINA ELF S A SPONSORED ADR	5,331.00	220,390.68	374,449.44
Corporate Stock — Common	AIXTRON ORD NPV	5,400.00	367,286.32	121,886.94
Corporate Stock — Common	ALLIANZ AG NPV(REGD)(VINKULIERT)	991.00	272,206.55	234,714.94
Corporate Stock — Common	BAYER AG ORD NPV	1,220.00	38,388.96	38,889.14
Corporate Stock — Common	BAYER AG ORD NPV	10,254.00	334,487.56	326,860.00
Corporate Stock — Common	BAYER HYPO-VEREINS ORD NPV	6,020.00	285,724.67	183,962.46
Corporate Stock — Common	BAYER HYPO-VEREINS ORD NPV	715.00	39,678.70	21,849.36
Corporate Stock — Common	BAYER MOTOREN WERK EUR1	7,000.00	177,866.23	244,014.28
Corporate Stock — Common	COMMERZBANK AG ORD NPV	19,550.00	456,388.89	304,106.08
Corporate Stock — Common	DAIMLERCHRYSLER AG ORD NPV(REGD)	14,200.00	624,491.58	611,322.33
Corporate Stock — Common	DEUTSCHE BANK AG NPV(REGD)	1,613.00	116,883.59	114,035.56
Corporate Stock — Common	DEUTSCHE BANK AG NPV(REGD)	1,700.00	151,515.59	120,186.27
Corporate Stock — Common	DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)	10,074.00	201,593.79	133,023.55
Corporate Stock — Common	DEUTSCHE POST AG NPV(REGD)	19,380.00	371,386.32	258,666.89
Corporate Stock — Common	DEUTSCHE TELEKOM NPV(REGD)	3,700.00	85,760.17	63,583.51
Corporate Stock — Common	DEUTSCHE TELEKOM NPV(REGD)	950.00	30,940.04	16,325.49
Corporate Stock — Common	E.ON AG NPV	2,375.00	111,060.27	123,033.33
Corporate Stock — Common	E.ON AG NPV	7,591.00	332,780.98	393,240.42
Corporate Stock — Common	EPCOS ORD NPV	3,800.00	209,948.70	187,785.48
Corporate Stock — Common	GEHE AG NPV	2,150.00	86,721.88	83,274.72
Corporate Stock — Common	INFINEON TECHNOLOG ORD NPV	6,400.00	329,528.06	130,782.04
Corporate Stock — Common	METRO AG ORD NPV	10,300.00	411,011.94	365,469.37
Corporate Stock — Common	RHOEN-KLINIKUM AG ORD NPV	739.00	16,569.18	38,493.35
Corporate Stock — Common	SAP AG ORD NPV	950.00	131,083.96	123,752.33
Corporate Stock — Common	SIEMENS AG NPV(REGD)	741.00	44,147.53	49,055.15
Corporate Stock — Common	VOLKSWAGEN AG ORD NPV	4,141.00	225,084.64	193,575.31
Corporate Stock — Common	OTE(HELLENIC TLCM) EUR2.20(CR)	5,800.00	92,377.22	94,507.12
Corporate Stock — Common	OTE(HELLENIC TLCM) EUR2.20(CR)	1,270.00	20,383.92	20,693.80
Corporate Stock — Common	ADR HELLENIC TELECOMMUNICATIONS ORGANIZATION S A SPONSORED ADR	35,652.00	364,391.26	271,668.24
Corporate Stock — Common	CHEUNG KONG(HLDGS) HKD0.50	17,000.00	175,390.94	176,587.14
Corporate Stock — Common	CHEUNG KONG(HLDGS) HKD0.50	71,000.00	857,922.17	737,510.98
Corporate Stock — Common	CHINA MOBILE (HK) HKD0.10	84,000.00	521,008.59	295,696.89
Corporate Stock — Common	CHINA UNICOM HKD0.10	20,000.00	20,386.45	22,057.36
Corporate Stock — Common	HANG LUNG PROPERTIES HKD1	101,000.00	109,134.94	104,265.92
Corporate Stock — Common	HENDERSON LAND DEV HKD2	15,000.00	71,233.29	67,710.97
Corporate Stock — Common	HSBC HLDGS USD0.50(HONGKONG REG)	5,600.00	60,076.04	65,530.88
Corporate Stock — Common	HUTCHISON WHAMPOA HKD0.25	47,200.00	401,596.28	455,484.52
Corporate Stock — Common	HUTCHISON WHAMPOA HKD0.25	17,100.00	150,482.26	165,016.64
Corporate Stock — Common	JOHNSON ELEC HLDGS HKD0.0125	137,500.00	222,291.73	144,591.14
Corporate Stock — Common	LI & FUNG HKD0.025	4,000.00	3,818.22	4,488.42
Corporate Stock — Common	LI & FUNG HKD0.025	90,000.00	129,318.49	100,989.38
Corporate Stock — Common	SHANGRI-LA ASIA HKD1	146,000.00	170,115.88	114,210.97
Corporate Stock — Common	SUN HUNG KAI PROP HKD0.50	3,000.00	27,287.63	24,237.45
Corporate Stock — Common	SWIRE PACIFIC “A'HKD0.60	46,000.00	283,522.02	250,710.13
Corporate Stock — Common	SWIRE PACIFIC “A'HKD0.60	34,000.00	175,369.38	185,307.49
Corporate Stock — Common	ADR ICICI LTD SPONSORED ADR	3,150.00	40,333.29	18,837.00
Corporate Stock — Common	ADR VIDESH SANCHAR NIGAM LTD SPONSORED ADR NEW	10,325.00	291,438.67	99,120.00

Corporate Stock — Common	RELIANCE INDS GDS(REP 2 ORD INR10) 144 A	4,400.00	73,771.62	59,840.00
Corporate Stock — Common	ALLIED IRISH BANKS ORD EUR0.32(DUBLIN LISTING)	21,000.00	234,202.93	243,079.36
Corporate Stock — Common	BK OF IRELAND ORD STK EUR0.64	43,151.00	301,191.64	408,422.41
Corporate Stock — Common	CRH ORD EUR0.32(DUBLIN LISTING)	20,090.00	316,962.47	354,721.97
Corporate Stock — Common	IRISH LIFE & PERM ORD EUR0.32	13,000.00	143,891.54	131,957.37
Corporate Stock — Common	ADR ELAN PLC ADR REPSTG SHS	8,650.00	364,525.68	389,769.00
Corporate Stock — Common	ADR ELAN PLC ADR REPSTG SHS	2,600.00	114,168.22	117,156.00
Corporate Stock — Common	ALLEANZA ASSICURAZ EUR0.5	13,660.00	142,269.81	150,211.47
Corporate Stock — Common	BCA POP BERGAMO EUR3	9,531.00	213,931.75	152,755.34
Corporate Stock — Common	BIPOP-CARIRE EUR0.26	9,700.00	57,794.78	16,064.61
Corporate Stock — Common	ENI EUR1	30,370.00	303,719.99	380,743.84
Corporate Stock — Common	ENI EUR1	19,892.00	223,147.87	249,382.83
Corporate Stock — Common	ENI EUR1	20,950.00	235,139.25	262,646.80
Corporate Stock — Common	FINMECCANICA SPA EUR0.22	331,517.00	404,991.40	286,327.44
Corporate Stock — Common	GENERALI ASS EUR1	1,925.00	63,056.01	53,477.46
Corporate Stock — Common	GENERALI ASS EUR1	12,500.00	422,376.02	347,256.23
Corporate Stock — Common	INTESABCI EUR0.52	99,915.00	376,928.88	249,989.89
Corporate Stock — Common	MEDIASET EUR0.52	3,310.00	60,806.97	24,196.73
Corporate Stock — Common	MEDIOLANUM EUR0.1	5,540.00	35,545.67	49,920.13
Corporate Stock — Common	OLIVETTI SPA EUR1	21,805.00	49,074.82	27,938.46
Corporate Stock — Common	SANPAOLO IMI SPA EUR2.80	1,600.00	18,979.86	17,166.92
Corporate Stock — Common	SANPAOLO IMI SPA EUR2.80	12,632.00	131,108.28	135,532.86
Corporate Stock — Common	T.I.M.SPA EUR0.06	42,192.00	248,362.04	235,549.99
Corporate Stock — Common	TELECOM ITALIA SPA DI RISP EUR0.55	5,400.00	22,125.47	28,848.98
Corporate Stock — Common	TELECOM ITALIA SPA DI RISP EUR0.55	64,879.00	207,944.06	346,609.80
Corporate Stock — Common	TELECOM ITALIA SPA EUR0.55	17,445.00	154,728.80	149,117.17
Corporate Stock — Common	TELECOM ITALIA SPA EUR0.55	14,000.00	52,373.54	119,669.84
Corporate Stock — Common	UNICREDITO ITALIAN EUR0.50	49,804.00	174,175.82	199,998.25
Corporate Stock — Common	77TH BANK JPY50	35,000.00	343,206.19	154,623.84
Corporate Stock — Common	ACOM CO JPY50	4,100.00	315,458.64	298,756.29
Corporate Stock — Common	ADVANTEST JPY50	5,400.00	380,273.01	305,722.57
Corporate Stock — Common	AEON CO LTD Y50	14,000.00	239,687.61	316,191.06
Corporate Stock — Common	AIFUL CORP JPY50	250.00	21,056.13	16,175.80
Corporate Stock — Common	AIFUL CORP JPY50	3,250.00	214,690.58	210,285.37
Corporate Stock — Common	AIFUL CORP JPY50	3,150.00	327,818.45	203,815.05
Corporate Stock — Common	CANON INC JPY50	12,000.00	346,216.24	412,940.64
Corporate Stock — Common	CANON INC JPY50	9,000.00	285,585.75	309,705.48
Corporate Stock — Common	CHUBU ELEC POWER JPY500	6,000.00	130,341.29	108,042.12
Corporate Stock — Common	CHUDENKO CORP JPY50	600.00	8,453.34	7,778.12
Corporate Stock — Common	CHUGAI PHARMA CO Y50	18,000.00	283,062.09	208,622.01
Corporate Stock — Common	CREDIT SAISON CO COM STK	19,700.00	383,482.60	383,297.73
Corporate Stock — Common	DAIWA SEC CO Y50	22,000.00	225,533.88	115,656.95
Corporate Stock — Common	FANUC JPY50	1,700.00	134,654.61	72,379.06
Corporate Stock — Common	FUJI MACHINE JPY50	6,500.00	260,686.65	84,808.48
Corporate Stock — Common	FUJI SOFT ABC INC JPY50	2,700.00	191,145.54	107,538.53
Corporate Stock — Common	FUJI TELEVISION JPY5000	20.00	148,515.89	80,726.38
Corporate Stock — Common	FUJI TELEVISION JPY5000	13.00	196,481.16	52,472.15
Corporate Stock — Common	FUJISAWA PHARMA CO Y50	5,000.00	109,424.15	115,214.41
Corporate Stock — Common	FURUKAWA ELEC CO Y50	18,000.00	381,077.45	95,589.81
Corporate Stock — Common	HIROSE ELECTRIC JPY50	5,000.00	248,179.18	340,683.66
Corporate Stock — Common	HITACHI JPY50	9,000.00	65,615.68	65,924.00
Corporate Stock — Common	HONDA MOTOR CO Y50	7,400.00	172,431.71	295,299.86
Corporate Stock — Common	HOYA CORP JPY50	2,500.00	180,462.37	149,359.07
Corporate Stock — Common	ITO-YOKADO CO Y50	1,000.00	72,475.36	45,170.15
Corporate Stock — Common	KAO CORP JPY50	3,000.00	50,347.93	62,376.01
Corporate Stock — Common	KOKUSAI SECURITIES JPY50	7,000.00	84,871.76	40,592.10
Corporate Stock — Common	KONAMI CORP JPY50	3,700.00	180,458.46	109,819.93
Corporate Stock — Common	KYOCERA CORP JPY50	1,000.00	118,814.48	65,237.30
Corporate Stock — Common	LAWSON INC JPY50	4,900.00	179,080.97	140,202.96
Corporate Stock — Common	MABUCHI MOTOR CO JPY50	2,900.00	243,850.57	238,974.52
Corporate Stock — Common	MARUI CO JPY50	8,000.00	122,317.21	94,613.15

Corporate Stock — Common	MATSUMOTOKIYOSHI C JPY50	6,100.00	287,587.40	215,496.72
Corporate Stock — Common	MATSUSHITA COMM JPY50	600.00	71,623.30	16,252.10
Corporate Stock — Common	MATSUSHITA ELC IND Y50	13,000.00	260,374.26	166,938.81
Corporate Stock — Common	MINEBEA CO JPY50	34,000.00	362,568.35	183,152.75
Corporate Stock — Common	MITSUBISHI EST CO Y50	33,000.00	356,298.69	241,469.56
Corporate Stock — Common	MITSUBISHI HVY IND Y50	54,000.00	195,648.97	144,208.76
Corporate Stock — Common	MITSUBISHI MOTORS JPY50	79,000.00	274,897.40	133,816.57
Corporate Stock — Common	MITSUI FUDOSAN JPY50	37,000.00	386,014.28	282,313.44
Corporate Stock — Common	MITSUI FUDOSAN JPY50	11,000.00	118,730.11	83,931.02
Corporate Stock — Common	MITSUI SUMITOMO INSURANCE COMPANY	73,980.00	406,437.73	347,151.69
Corporate Stock — Common	MIZUHO HLDGS JPY50000	44.00	378,623.78	89,638.33
Corporate Stock — Common	MURATA MFG CO JPY50	5,000.00	160,050.41	299,862.66
Corporate Stock — Common	MURATA MFG CO JPY50	1,400.00	168,931.92	83,961.54
Corporate Stock — Common	MURATA MFG CO JPY50	1,900.00	145,281.78	113,947.81
Corporate Stock — Common	NEC CORP Y50	60,000.00	992,818.34	612,086.07
Corporate Stock — Common	NEC CORP Y50	5,000.00	70,853.34	51,007.17
Corporate Stock — Common	NIKKO CORDIAL CORPORATION Y50	25,000.00	169,274.17	111,590.11
Corporate Stock — Common	NIKON CORP JPY50	19,000.00	276,476.25	146,276.51
Corporate Stock — Common	NINTENDO CO JPY50	3,700.00	420,428.92	647,909.35
Corporate Stock — Common	NIPPON EXPRESS CO Y50	79,000.00	524,942.27	268,235.92
Corporate Stock — Common	NIPPON TEL&TEL CP JPY50000	17.00	198,199.42	55,386.85
Corporate Stock — Common	NIPPON TEL&TEL CP JPY50000	21.00	234,319.23	68,419.04
Corporate Stock — Common	NISHIMATSU CONS CO Y50	21,900.00	179,900.42	64,834.43
Corporate Stock — Common	NISSAN MOTOR CO Y50	75,000.00	362,011.64	397,718.60
Corporate Stock — Common	NISSAN MOTOR CO Y50	47,000.00	302,028.74	249,236.99
Corporate Stock — Common	NOMURA HOLDINGS INC Y50	14,000.00	289,449.10	179,459.79
Corporate Stock — Common	NOMURA HOLDINGS INC Y50	17,000.00	324,918.32	217,915.46
Corporate Stock — Common	NTT DOCOMO NPV	55.00	777,536.42	646,268.88
Corporate Stock — Common	NTT DOCOMO NPV	16.00	289,533.05	188,005.49
Corporate Stock — Common	PROMISE CO JPY50	3,000.00	222,035.66	162,292.08
Corporate Stock — Common	RINNAI CORP Y50	13,600.00	226,607.32	218,953.15
Corporate Stock — Common	ROHM CO JPY50	900.00	103,875.81	116,809.10
Corporate Stock — Common	ROHM CO JPY50	3,000.00	267,659.55	389,363.65
Corporate Stock — Common	SANKYO CO JPY50	3,000.00	68,798.94	51,388.68
Corporate Stock — Common	SEKISUI HOUSE Y50	26,000.00	208,160.73	188,463.30
Corporate Stock — Common	SEVEN ELEVEN NPV	2,000.00	147,536.33	72,943.69
Corporate Stock — Common	SHIN-ETSU CHEM CO Y50	6,400.00	291,247.45	230,001.53
Corporate Stock — Common	SHIN-ETSU CHEM CO Y50	5,000.00	207,670.61	179,688.69
Corporate Stock — Common	SHIN-ETSU CHEM CO Y50	2,000.00	69,928.22	71,875.48
Corporate Stock — Common	SHIONOGI & CO JPY50	28,000.00	499,736.11	478,559.44
Corporate Stock — Common	SHISEIDO CO Y50	6,000.00	70,155.22	55,440.26
Corporate Stock — Common	SHOHKOH FUND & CO JPY50	1,300.00	226,951.28	103,158.86
Corporate Stock — Common	SONY CORP Y50	5,000.00	322,097.01	228,521.29
Corporate Stock — Common	SONY CORP Y50	13,900.00	498,041.25	635,289.18
Corporate Stock — Common	SUMITOMO BAKELITE JPY50	26,600.00	183,804.55	162,571.34
Corporate Stock — Common	SUMITOMO CORP JPY50	10,000.00	97,484.66	45,856.86
Corporate Stock — Common	SUMITOMO MITSUI BK JPY50	27,000.00	287,489.43	114,336.94
Corporate Stock — Common	SUMITOMO MITSUI BK JPY50	15,000.00	189,886.80	63,520.52
Corporate Stock — Common	SUMITOMO REAL&DEV Y50	8,000.00	36,207.33	36,624.45
Corporate Stock — Common	SUZUKI MOTOR CORP JPY50	17,000.00	187,560.58	186,006.41
Corporate Stock — Common	TAKEDA CHEMICAL IN Y50	6,000.00	265,930.55	271,478.71
Corporate Stock — Common	TDK CORP JPY50	2,400.00	229,093.59	113,169.54
Corporate Stock — Common	TOKYO ELEC POWER JPY500	4,300.00	100,287.04	91,538.23
Corporate Stock — Common	TOKYO ELECTRON Y50	11,100.00	394,173.67	544,582.63
Corporate Stock — Common	TOKYU CORP Y50	33,000.00	164,441.62	99,458.26
Corporate Stock — Common	TORAY IND INC Y50	57,000.00	212,005.41	137,868.15
Corporate Stock — Common	TOSHIBA CORP Y50	12,000.00	87,560.37	41,202.50
Corporate Stock — Common	TOYOTA MOTOR CORP JPY50	1,300.00	30,913.88	32,931.48
Corporate Stock — Common	UFJ HLDGS NPV	24.00	187,064.68	52,922.33
Corporate Stock — Common	UFJ HLDGS NPV	9.00	65,305.16	19,845.87
Corporate Stock — Common	USHIO INC JPY50	8,000.00	186,348.48	90,401.34
Corporate Stock — Common	YAMAHA MOTOR CO JPY50	23,500.00	158,224.35	142,907.83

Corporate Stock — Common	YAMANOUCHI PHARM JPY50	5,000.00	113,186.62	132,000.61
Corporate Stock — Common	YAMANOUCHI PHARM JPY50	4,000.00	182,881.09	105,600.49
Corporate Stock — Common	ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM	700.00	25,761.97	31,570.00
Corporate Stock — Common	FOMENTO ECON MEXIC UNITS (REP 1'B'& 4'D'SHS)	25,890.00	101,001.42	87,594.24
Corporate Stock — Common	ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS	14,000.00	230,828.43	272,720.00
Corporate Stock — Common	ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS	3,000.00	46,084.20	58,440.00
Corporate Stock — Common	ADR GRUPO IUSACELL S A DE C V NEW SPONSORED ADR REPSTG SER V SHS	3,000.00	45,756.99	11,910.00
Corporate Stock — Common	ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L	3,110.00	90,821.75	108,912.20
Corporate Stock — Common	ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L	619.00	17,722.73	21,677.38
Corporate Stock — Common	ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L	16,100.00	401,746.21	563,822.00
Corporate Stock — Common	GRUPO TELEVISA SA SPONS GDR	1,998.00	123,470.21	86,273.64
Corporate Stock — Common	ABN-AMRO HLDGS NV EUR0.56	21,328.00	365,191.10	343,537.49
Corporate Stock — Common	ABN-AMRO HLDGS NV EUR0.56	14,512.00	306,882.92	233,749.82
Corporate Stock — Common	AEGON NV EUR0.12	35,555.00	884,739.94	962,409.07
Corporate Stock — Common	AHOLD(KON)NV EUR0.25	2,700.00	76,470.39	78,565.39
Corporate Stock — Common	AKZO NOBEL NV EUR2	440.00	10,106.06	19,647.58
Corporate Stock — Common	AKZO NOBEL NV EUR2	3,750.00	129,085.67	167,450.96
Corporate Stock — Common	ASML HLDG EUR0.02	8,110.00	158,413.04	140,956.82
Corporate Stock — Common	BUHRMANN NV EUR1.20(POST CONS)	14,461.00	240,842.08	158,762.10
Corporate Stock — Common	ELSEVIER NV EUR0.06	5,750.00	67,964.95	67,990.99
Corporate Stock — Common	EQUANT NV NLG0.02	556.00	53,724.01	6,663.54
Corporate Stock — Common	FORTIS EUR0.42	16,569.00	453,409.95	429,313.68
Corporate Stock — Common	FORTIS EUR0.42	6,014.00	89,647.85	155,826.69
Corporate Stock — Common	HAGEMEYER EUR1.2	7,000.00	200,922.96	130,888.89
Corporate Stock — Common	HEINEKEN HOLDING 'A'EUR2	11,625.00	370,468.13	331,229.02
Corporate Stock — Common	HEINEKEN NV EUR2	12,250.00	506,352.68	464,546.47
Corporate Stock — Common	HUNTER DOUGLAS NV EUR0.24	7,872.00	234,767.60	211,188.20
Corporate Stock — Common	ING GROEP NV CVA EUR0.24	16,916.00	384,437.22	431,376.15
Corporate Stock — Common	ING GROEP NV CVA EUR0.24	5,628.00	154,118.72	143,520.04
Corporate Stock — Common	KON KPN NV EUR0.24	13,500.00	64,342.57	68,636.53
Corporate Stock — Common	PHILIPS ELEC(KON) EUR0.20	9,700.00	334,556.40	288,299.25
Corporate Stock — Common	PHILIPS ELEC(KON) EUR0.20	12,131.00	366,691.93	360,552.39
Corporate Stock — Common	ROYAL DUTCH PETROL NLG1.25 (BR)	3,492.00	143,835.87	176,917.97
Corporate Stock — Common	ROYAL DUTCH PETROL NLG1.25 (BR)	6,200.00	309,001.35	314,115.52
Corporate Stock — Common	STORK NV EUR5	13,832.00	287,915.46	111,706.31
Corporate Stock — Common	VEDIOR CVA NLG0.05	17,258.00	212,863.64	206,987.20
Corporate Stock — Common	VNU NV EUR0.20	3,500.00	177,126.65	107,547.04
Corporate Stock — Common	VNU NV EUR0.20	9,740.00	506,239.75	299,288.04
Corporate Stock — Common	WOLTERS KLUWER CVA EUR0.12	4,420.00	83,230.47	100,750.61
Corporate Stock — Common	WOLTERS KLUWER CVA EUR0.12	8,900.00	193,513.04	202,868.87
Corporate Stock — Common	ADR ASML HLDG ASML HLDG NV EUR0.02(NY REG)	24,100.00	84,439.02	410,905.00
Corporate Stock — Common	ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000	2,900.00	96,693.28	84,419.00
Corporate Stock — Common	ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000	9,500.00	254,315.36	276,545.00
Corporate Stock — Common	ADR STMICROELECTRONICS N V SHS-N Y REGISTRY	400.00	8,865.30	12,668.00
Corporate Stock — Common	ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR	300.00	14,857.56	14,706.00
Corporate Stock — Common	TELECOM CORP OF NZ NPV	75,043.00	246,762.39	156,239.33
Corporate Stock — Common	NORSK HYDRO AS NOK20	3,800.00	198,780.21	159,298.94
Corporate Stock — Common	ORKLA ASA NOK6.25 ORD	5,260.00	73,660.26	89,139.62
Corporate Stock — Common	STATOIL ASA NOK2.50	38,000.00	279,536.79	260,555.45

Corporate Stock — Common	STATOIL ASA NOK2.50	2,570.00	19,134.51	17,621.78
Corporate Stock — Common	STATOIL ASA NOK2.50	20,010.00	144,728.86	137,203.01
Corporate Stock — Common	MANILA ELECTRIC CO 'B'PHP10	116,420.00	182,979.36	66,557.95
Corporate Stock — Common	ELEC DE PORTUGAL EUR1(REGD)	94,660.00	227,507.54	205,656.18
Corporate Stock — Common	JERONIMO MARTINS EUR5	2,944.00	51,133.54	24,247.39
Corporate Stock — Common	PORTUGAL TCOM SGPS EUR1(REGD)	33,120.00	282,755.42	258,038.09
Corporate Stock — Common	PORTUGAL TCOM SGPS EUR1(REGD)	8,377.00	67,358.87	65,265.25
Corporate Stock — Common	PORTUGAL TCOM SGPS EUR1(REGD)	14,280.00	117,136.08	111,255.55
Corporate Stock — Common	SAMSUNG ELECTRONIC KRW5000	2,796.00	681,915.26	593,897.22
Corporate Stock — Common	SAMSUNG ELECTRONIC KRW5000	1,103.00	152,759.57	234,287.78
Corporate Stock — Common	SHINHAN FINANCIAL KRW5000	5,700.00	64,388.11	76,159.12
Corporate Stock — Common	SK TELECOM KRW500	300.00	52,544.02	61,210.51
Corporate Stock — Common	ADR KOREA ELEC PWR CORP SPONSORED ADR ISIN #US5006311063	15,615.00	197,728.41	142,877.25
Corporate Stock — Common	ADR KOREA TELECOM CORP SPONSORED ADR ISIN US50063P1030	2,605.00	80,676.83	52,959.65
Corporate Stock — Common	ADR POHANG IRON & STL LTD SPONSORED ADR	8,056.00	178,235.69	185,288.00
Corporate Stock — Common	ADR POHANG IRON & STL LTD SPONSORED ADR	1,762.00	45,905.07	40,526.00
Corporate Stock — Common	GDR HYUNDAI MTR CO ISIN # US4491877076	2.00	20.32	19.90
Corporate Stock — Common	SAMSUNG ELECTRONIC GDR-REP 1/2 SH KRW5000(REGS	1,678.00	255,604.50	194,144.60
Corporate Stock — Common	SAMSUNG ELECTRONIC GDS(1/2 NON VTG SHS)RG	4,800.00	146,524.26	206,400.00
Corporate Stock — Common	ADR OIL CO LUKOIL SPONSORED ADR	3,200.00	175,196.93	156,779.52
Corporate Stock — Common	DBS GROUP HLDGS SGD1	60,000.00	440,756.60	448,415.92
Corporate Stock — Common	O/SEAS CHINESE BK SGD1	18,000.00	101,720.06	107,229.89
Corporate Stock — Common	SINGAPORE AIRLINES SGD0.5(1000 BOARD LOT)	15,000.00	140,705.52	89,358.25
Corporate Stock — Common	SINGAPORE PRESS HD SGD1(POST REC LOT OF 1000)	2,000.00	22,620.45	23,612.24
Corporate Stock — Common	SINGAPORE PRESS HD SGD1(POST REC LOT OF 1000)	13,000.00	220,923.35	153,479.56
Corporate Stock — Common	SINGAPORE TECH ENG SGD0.10	134,000.00	134,837.03	170,538.86
Corporate Stock — Common	SINGAPORE TELECOMM SGD0.15	686,640.00	710,409.93	654,474.09
Corporate Stock — Common	UTD O/S BANK SGD1	19,000.00	129,422.47	130,679.66
Corporate Stock — Common	UTD O/S BANK SGD1	27,008.00	179,577.21	185,757.70
Corporate Stock — Common	CREATIVE TECH INC COM STK	16,200.00	197,631.67	132,840.00
Corporate Stock — Common	DATACRAFT ASIA SGD0.10	596.00	3,866.02	1,299.28
Corporate Stock — Common	DBS GROUP HLDGS LTD SPONSORED ADR 144A	64,000.00	335,712.00	335,712.00
Corporate Stock — Common	FLEXTRONICS INTL LTD COM STK	2,200.00	76,341.98	52,778.00
Corporate Stock — Common	ALTADIS SA EUR0.60 (REGD)	5,500.00	90,751.66	93,438.64
Corporate Stock — Common	BBVA(BILB-VIZ-ARG) EUR0.49	14,959.00	169,689.04	185,141.08
Corporate Stock — Common	BBVA(BILB-VIZ-ARG) EUR0.49	27,000.00	395,598.22	334,167.34
Corporate Stock — Common	BCO SANT CENT HISP EUR0.50(REGD)	18,168.00	154,210.91	152,223.67
Corporate Stock — Common	ENDESA SA EUR1.2	27,863.00	500,941.41	435,898.20
Corporate Stock — Common	ENDESA SA EUR1.2	6,157.00	115,258.34	96,322.19
Corporate Stock — Common	INDUSTRIA DE DISENO TEXTIL (INDITEX) ORDCOM STK	15,900.00	247,630.55	303,109.28
Corporate Stock — Common	REPSOL YPF SA EUR1	2,916.00	47,674.47	42,529.17
Corporate Stock — Common	TELEFONICA SA EUR1	14,391.00	134,780.42	192,590.74
Corporate Stock — Common	TELEFONICA SA EUR1	14,043.00	209,242.52	187,933.55
Corporate Stock — Common	ADR REPSOL YPF S A SPONSORED ADR	23,793.00	358,047.22	345,712.29
Corporate Stock — Common	ADR TELEFONICA S A SPONSORED	1,854.00	145,654.57	74,308.32
Corporate Stock — Common	ADR TELEFONICA S A SPONSORED	1,443.00	63,252.59	57,835.44
Corporate Stock — Common	ASSA ABLOY SEK1 SER'B'	13,000.00	208,958.84	187,135.95
Corporate Stock — Common	AUTOLIV INC USD1 SDR (SWEDISH DEP RECPT	10,969.00	285,201.43	219,595.41
Corporate Stock — Common	ELECTROLUX AB SER'B'SEK5	4,270.00	69,447.69	63,705.83
Corporate Stock — Common	ERICSSON(LM)TEL SEK1 SER'B'	27,160.00	399,222.67	147,584.77
Corporate Stock — Common	ERICSSON(LM)TEL SEK1 SER'B'	36,200.00	562,657.37	196,707.25
Corporate Stock — Common	FORENINGSSPARBK SEK20 SER'A'	17,600.00	250,775.78	218,118.73
Corporate Stock — Common	HENNES & MAURITZ SEK0.25'B'	6,820.00	104,003.68	141,085.06
Corporate Stock — Common	INVESTOR AB SEK6.25'B'	13,663.00	184,358.45	149,138.06
Corporate Stock — Common	NORDEA ORD EUR0.39632	17,716.00	96,824.50	93,733.66

Corporate Stock — Common	SANDVIK AB SEK6	1,270.00	27,063.79	27,180.47
Corporate Stock — Common	SECURITAS SER'B'SEK1	19,938.00	392,676.90	378,243.61
Corporate Stock — Common	ADR ERICSSON L.M TEL CO CL B SER 10 NEW	20,000.00	450,031.50	104,400.00
Corporate Stock — Common	ADECCO SA CHF1(REGD)	5,930.00	294,047.89	322,350.55
Corporate Stock — Common	BARRY CALLEBAUT AG CHF100(REGD)	1,524.00	278,025.73	157,655.17
Corporate Stock — Common	CLARIANT CHF5(REGD)	12,740.00	337,262.94	239,798.22
Corporate Stock — Common	CREDIT SUISSE GRP CHF3(REGD)	1,440.00	53,024.96	61,407.62
Corporate Stock — Common	CREDIT SUISSE GRP CHF3(REGD)	10,563.00	453,086.61	450,450.47
Corporate Stock — Common	GIVAUDAN AG CHF10	285.00	71,054.58	86,860.41
Corporate Stock — Common	HOLCIM CHF10(BR)	2,381.00	253,783.82	513,415.45
Corporate Stock — Common	NESTLE SA CHF1(REGD)	1,923.00	294,867.42	410,023.79
Corporate Stock — Common	NESTLE SA CHF1(REGD)	2,150.00	349,596.79	458,424.94
Corporate Stock — Common	NOVARTIS AG CHF0.50(REGD)	15,846.00	557,414.47	572,660.74
Corporate Stock — Common	NOVARTIS AG CHF0.50(REGD)	6,600.00	218,121.18	238,518.30
Corporate Stock — Common	RICHEMONT (CIE "A" CHF 1.0 (BR) EQUITY	21,578.00	364,530.40	400,952.45
Corporate Stock — Common	ROCHE HLDGS AG GENUSSCHEINE NPV	1,900.00	127,551.88	135,612.11
Corporate Stock — Common	ROCHE HLDGS AG GENUSSCHEINE NPV	2,875.00	228,668.47	205,202.53
Corporate Stock — Common	ROCHE HLDGS AG GENUSSCHEINE NPV	3,400.00	224,845.86	242,674.30
Corporate Stock — Common	SWISS REINSURANCE CHF0.1(REGD)	280.00	27,919.98	28,164.43
Corporate Stock — Common	SWISS REINSURANCE CHF0.1(REGD)	7,571.00	722,642.96	761,546.15
Corporate Stock — Common	SWISSCOM AG CHF17(REGD)	913.00	273,190.17	252,961.90
Corporate Stock — Common	UBS AG CHF2.80(REGD)	3,300.00	156,242.53	166,565.28
Corporate Stock — Common	UBS AG CHF2.80(REGD)	5,839.00	229,240.47	294,719.59
Corporate Stock — Common	UBS AG CHF2.80(REGD)	5,830.00	238,246.41	294,265.32
Corporate Stock — Common	ZURICH FIN SVS GRP CHF10	900.00	374,643.70	211,142.90
Corporate Stock — Common	STMICROELECTRONICS EUR1.04	8,000.00	201,897.04	256,791.53
Corporate Stock — Common	STMICROELECTRONICS EUR1.04	3,376.00	97,895.33	108,366.03
Corporate Stock — Common	ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003	22,002.00	225,229.09	377,774.34
Corporate Stock — Common	ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003	4,210.00	52,869.53	72,285.70
Corporate Stock — Common	ASUSTEK COMPUTER GDR REP 1 ORD TWD10 REG'S'	52.00	338.65	236.60
Corporate Stock — Common	GDR HON HAI PRECISION IND LTD GLOBAL DEPOS RCPT	10,612.00	106,081.32	106,120.00
Corporate Stock — Common	ABBEY NATIONAL ORD GBP0.10	5,348.00	66,680.49	76,277.69
Corporate Stock — Common	ALLIED DOMECQ ORD GBP0.25	58,600.00	359,763.70	347,327.17
Corporate Stock — Common	ASTRAZENECA USD PAR .25	16,800.00	503,769.08	757,479.26
Corporate Stock — Common	ASTRAZENECA USD PAR .25	7,827.00	269,018.59	352,904.18
Corporate Stock — Common	AUTONOMY CORP ORD GBX0.333333	1,000.00	47,598.98	4,759.13
Corporate Stock — Common	BAE SYSTEMS ORD GBP0.025	32,503.00	142,329.06	146,407.79
Corporate Stock — Common	BAE SYSTEMS ORD GBP0.025	75,013.00	444,728.70	337,891.49
Corporate Stock — Common	BARCLAYS PLC ORD GBP1	14,109.00	373,136.62	467,151.43
Corporate Stock — Common	BARCLAYS PLC ORD GBP1	800.00	21,047.11	26,488.14
Corporate Stock — Common	BG GROUP ORD GBP0.10	30,400.00	114,391.48	123,882.99
Corporate Stock — Common	BG GROUP ORD GBP0.10	4,309.00	10,143.70	17,559.60
Corporate Stock — Common	BOC GROUP ORD 25P	1,800.00	27,312.86	27,768.88
Corporate Stock — Common	BOC GROUP ORD 25P	22,928.00	342,410.73	353,713.87
Corporate Stock — Common	BP ORD USD0.25	24,520.00	165,324.98	190,564.40
Corporate Stock — Common	BRAMBLES INDS (UK) ORD GBP0.05	19,110.00	93,196.15	94,562.65
Corporate Stock — Common	BRAMBLES INDS (UK) ORD GBP0.05	26,600.00	223,433.55	131,625.67
Corporate Stock — Common	BRITISH AIRWAYS ORD 25P	39,000.00	96,471.35	110,682.58
Corporate Stock — Common	BUNZL ORD 25P	57,737.00	241,091.51	369,731.92
Corporate Stock — Common	CABLE & WIRELESS ORD GBP0.25	14,024.00	164,057.51	67,456.44
Corporate Stock — Common	CADBURY SCHWEPPES ORD GBP0.125	40,530.00	254,779.98	258,363.27
Corporate Stock — Common	CADBURY SCHWEPPES ORD GBP0.125	19,931.00	109,043.06	127,052.51
Corporate Stock — Common	CELLTECH GROUP ORD GBP0.50	5,787.00	104,060.45	73,611.38
Corporate Stock — Common	CENTRICA ORD GBX5.555555	10,683.00	17,681.69	34,516.46
Corporate Stock — Common	CENTRICA ORD GBX5.555555	35,000.00	133,009.38	113,083.98
Corporate Stock — Common	COMPASS GROUP ORD GBP0.10	55,410.00	97,220.89	415,312.91
Corporate Stock — Common	COMPASS GROUP ORD GBP0.10	18,000.00	0	134,914.86
Corporate Stock — Common	D S SMITH PLC ORD GBP0.10	7,560.00	28,720.42	17,219.33

Corporate Stock — Common	DIAGEO ORD GBX28.935185	32,622.00	319,485.80	372,700.77
Corporate Stock — Common	DIAGEO ORD GBX28.935185	25,705.00	213,962.63	293,675.23
Corporate Stock — Common	DIMENSION DATA HLD ORD USD0.01	3,500.00	27,216.17	4,227.91
Corporate Stock — Common	ELECTROCOMPONENTS ORD GBP0.10	14,280.00	102,058.56	111,396.89
Corporate Stock — Common	ENTERPRISE OIL ORD GBP0.25	40,928.00	324,798.85	277,578.93
Corporate Stock — Common	FRIENDS PROVIDENT ORD GBP0.10	6,380.00	20,088.44	18,570.80
Corporate Stock — Common	GKN PLC ORD GBP0.50	1,000.00	2,600.57	3,856.79
Corporate Stock — Common	GKN PLC ORD GBP0.50	26,600.00	156,982.47	102,590.60
Corporate Stock — Common	GLAXOSMITHKLINE ORD GBP0.25	40,438.00	829,107.79	1,014,039.79
Corporate Stock — Common	GRANADA ORD GBP0.10	47,872.00	415,225.25	99,980.09
Corporate Stock — Common	GRANADA ORD GBP0.10	62,845.00	369,960.53	131,251.03
Corporate Stock — Common	HAYS ORD 1P	28,492.00	116,125.85	86,251.43
Corporate Stock — Common	HBOS ORD GBP0.25	15,500.00	133,209.95	179,566.29
Corporate Stock — Common	HILTON GRP ORD 10P	7,770.00	24,505.20	23,860.72
Corporate Stock — Common	KINGFISHER ORD GBP0.1375	15,509.00	102,294.04	90,512.43
Corporate Stock — Common	LATTICE GROUP ORD GBP0.10	14,109.00	26,095.90	32,033.24
Corporate Stock — Common	LLOYDS TSB GROUP ORD GBP0.25	34,269.00	373,638.40	372,066.28
Corporate Stock — Common	MARKS & SPENCER ORD 25P	29,500.00	112,659.40	154,992.00
Corporate Stock — Common	MORGAN CRUCIBLE CO ORD GBP0.25	84,389.00	364,479.90	235,812.66
Corporate Stock — Common	NATIONAL GRID GRP ORD GBX11.764705	19,000.00	173,598.77	118,352.50
Corporate Stock — Common	PEARSON ORD 25P	19,400.00	351,606.48	223,335.76
Corporate Stock — Common	PRUDENTIAL PLC 5P	29,000.00	433,813.05	335,962.74
Corporate Stock — Common	RECKITT BENCKISER ORD GBP0.105263	3,000.00	36,689.69	43,661.77
Corporate Stock — Common	REED INTERNATIONAL ORD GBP0.125	65,164.00	500,378.23	540,583.32
Corporate Stock — Common	REUTERS GROUP ORD GBP0.25	29,040.00	329,732.86	287,399.21
Corporate Stock — Common	REXAM ORD GBX64.285714	73,899.00	271,222.97	403,051.23
Corporate Stock — Common	RIO TINTO PLC ORD 10P(REGD)	16,953.00	267,946.69	324,700.16
Corporate Stock — Common	RIO TINTO PLC ORD 10P(REGD)	14,417.00	230,322.28	276,128.25
Corporate Stock — Common	ROYAL BK SCOTLAND ORD GBP0.25	28,900.00	602,696.63	703,257.17
Corporate Stock — Common	ROYAL BK SCOTLAND ORD GBP0.25	22,559.00	280,925.52	548,954.27
Corporate Stock — Common	ROYAL&SUN ALLIANCE ORD GBP0.275	72,866.00	545,312.81	418,626.90
Corporate Stock — Common	SAINSBURY J ORD GBP0.25	15,000.00	89,123.52	79,901.03
Corporate Stock — Common	SCOT & SOUTHERN EN ORD GBP0.50	26,944.00	243,909.80	239,205.94
Corporate Stock — Common	SHELL TRNSPT&TRDG ORD GBP0.25(REGD)	63,045.00	426,540.75	433,084.56
Corporate Stock — Common	SHELL TRNSPT&TRDG ORD GBP0.25(REGD)	33,600.00	279,448.54	230,813.56
Corporate Stock — Common	SHIRE PHARMA GROUP ORD GBP0.05	14,800.00	221,655.38	185,242.32
Corporate Stock — Common	SMITHS GROUP ORD GBP0.25	33,856.00	641,888.03	333,583.35

Corporate Stock — Common	STANDARD CHARTERED ORD USD0.50	6,600.00	88,276.74	78,765.83
Corporate Stock — Common	TATE & LYLE ORD GBP0.25	30,500.00	217,058.38	153,143.65
Corporate Stock — Common	TESCO ORD 5P	35,600.00	90,378.95	129,011.79
Corporate Stock — Common	TOMKINS ORD GBP0.05	33,562.00	125,289.50	103,553.25
Corporate Stock — Common	UNILEVER PLC ORD GBP0.014	17,625.00	159,741.50	144,673.26
Corporate Stock — Common	UNILEVER PLC ORD GBP0.014	44,604.00	294,016.94	366,128.02
Corporate Stock — Common	UNILEVER PLC ORD GBP0.014	47,000.00	376,505.01	385,795.37
Corporate Stock — Common	UTD BUSINESS MEDIA ORD GBP0.25	4,079.00	43,481.26	28,495.42
Corporate Stock — Common	VODAFONE GROUP PLC ORD USD0.10	230,210.00	712,639.79	602,244.91
Corporate Stock — Common	VODAFONE GROUP PLC ORD USD0.10	784,989.00	498,056.73	2,053,584.24
Corporate Stock — Common	WOLSELEY ORD 25P	29,637.00	226,098.73	248,017.39
Corporate Stock — Common	WOOLWORTHS GROUP ORD GBP0.125	14,640.00	7,343.00	10,120.80
Corporate Stock — Common	WPP GROUP ORD 10P	32,490.00	431,418.62	359,371.27
Corporate Stock — Common	ASTRAZENECA ORD USD0.25	23,070.00	612,857.18	1,057,863.43
Corporate Stock — Common	ASTRAZENECA SPON ADR REP 1 ORD USD0.25	2,200.00	80,519.67	102,520.00
Corporate Stock — Common	##ELAN ENERGY INC RT EXP 03-31-2003 DO NOT USE SEE SEC #2348609	646.00	5,953.53	85.92
Corporate Stock — Common	##PACIFICARE HLTH SYS CL A COM STK DO NOT USE SEE 2-695837	575.00	9,948.70	9,200.00
Corporate Stock — Common	##RESH IN MOTION LTD EURO COM STK ISINCA7609751028 SEE SEC #2758322	600.00	14,129.90	14,232.00
Corporate Stock — Common	#REORG ALLIED RISER COMM CORP STK MERGERTO COGENT COMM GRP 2185678 2/4/02	800.00	16,631.76	135.20
Corporate Stock — Common	#REORG ANCHOR GAMING STK MERGER TO INTL GAME TECH 2422575 EFF 12/31/01	50.00	2,650.95	3,515.00
Corporate Stock — Common	#REORG AVIRON STK MERGER TO MEDIMMUNE INC 2584673 EFF 1/16/02	100.00	2,964.95	4,973.00
Corporate Stock — Common	#REORG AVIRON STK MERGER TO MEDIMMUNE INC 2584673 EFF 1/16/02	13,310.00	455,650.35	661,906.30
Corporate Stock — Common	#REORG AVIRON STK MERGER TO MEDIMMUNE INC 2584673 EFF 1/16/02	8,290.00	352,817.78	412,261.70
Corporate Stock — Common	#REORG BLIMPIE INTL INC CASH MERGER EFF 1/23/02	5,000.00	10,520.33	13,850.00
Corporate Stock — Common	#REORG CROSSWORLDS SOFTWARE CASH MERGER EFF 01/11/02	500.00	2,899.75	2,330.00
Corporate Stock — Common	#REORG DATA RETURN CORP STK MERGER TO DIVINE INC CL A 2279634 EFF 1/9/02	1,100.00	27,322.40	1,595.00
Corporate Stock — Common	#REORG E.MEDSOFT.COM N/C TO MED DIVERSIFIED INC 2546730 EFF 1/9/02	39,200.00	246,943.54	49,784.00
Corporate Stock — Common	#REORG FORTUNE FINL SYS INC N/C FORTUNE FINL SYS OF NEVADA INC 4-12-99 2332445	1,700.00	5,219.09	0.17
Corporate Stock — Common	#REORG FRANCO NV MNG LTD STK MERGER TO NEWMONT MNG CORP 2652996 EFF 2/15/02	100.00	1,970.67	1,480.00
Corporate Stock — Common	#REORG GENESIS MICRCHP PLN OF REORG & STOF INC CHG GENESIS MICROCHIP DEL 2346758	1,700.00	46,170.29	112,404.00
Corporate Stock — Common	#REORG GENTNER COMMUNICATIONS N/C TO CLEARONE COMM INC 2167135 1/2/02	300.00	5,632.00	5,004.00
Corporate Stock — Common	#REORG GENTNER COMMUNICATIONS N/C TO CLEARONE COMM INC 2167135 1/2/02	5,300.00	108,458.52	88,404.00
Corporate Stock — Common	#REORG IC GLOBAL COMM HLDGS LTD CL A N/CIC GLBL COMM (HLDGS) LTD 2409003 12/5/01	2.00	0	4.00
Corporate Stock — Common	#REORG ICO GLOBAL COMM HLDGS LTD N/C ICOGLBL COMM (HLDGS) LTD 2409060 12/5/01	14.00	0	1.82
Corporate Stock — Common	#REORG IMAGINON INC REV SPLT TO IMAGINONINC 2414257 EFF 1/24/02	1,500.00	7,991.69	96.00
Corporate Stock — Common	#REORG INGERSOLL RAND RECLASSIFICATION TO CL A COM 2409115 EFF 1/2/02	4,200.00	107,483.53	175,602.00
Corporate Stock — Common	#REORG MEAD CORP CASH & STK MERGER TO MEADWESTVACO CORP 2546665 EFF 1/29/02	2,500.00	59,237.13	77,225.00
Corporate Stock — Common	#REORG MPS GROUP INC NAME CHANGE TO MPS GROUP INC 2519596 EFF 12/31/01	7,900.00	41,213.51	56,406.00
Corporate Stock — Common	#REORG NIAGARA MOHAWK HOLDINGS STK MRGR TO NATL GRID CO ADR 2606603 1/31/02	4,000.00	60,355.56	70,920.00

Corporate Stock — Common	#REORG ORION PWR HLDG CASH MERGER EFF 2/19/02	263.00	7,301.85	6,864.30
Corporate Stock — Common	#REORG PUB SVC CO N.M NAME CHANGE TO PNMRES 2693878 EFF 12/31/01	14,000.00	296,747.64	397,320.00
Corporate Stock — Common	#REORG QUANTUM CORP COM EXCH QUANTUM CORP DSSG COM @1 CORP ACT 8-3-99 2753014	421.00	4,947.03	4,146.85
Corporate Stock — Common	#REORG STAPLES INC COM N/C STAPLES INC (RETAIL & DELIVERY) #2844553 EFF N/A	3,300.00	62,919.92	61,710.00
Corporate Stock — Common	#REORG TELECORP PCS INC CL A STK MRGR AT&T WIRELESS SVCS INC 2000538 2/15/02	23,900.00	259,244.97	298,033.00
Corporate Stock — Common	#REORG ULTRAMAR-DIAMOND SHAMROCK CASH MERGER EFF 12/31/01	150.00	7,326.15	7,422.00
Corporate Stock — Common	#REORG USX-MARATHON GROUP NAME CHANGE TOMARATHON OIL CORP 2528128 EFF 12/31/01	419.48	11,440.56	12,584.28
Corporate Stock — Common	#REORG USX-MARATHON GROUP NAME CHANGE TOMARATHON OIL CORP 2528128 EFF 12/31/01	35,400.00	880,211.58	1,062,000.00
Corporate Stock — Common	#REORG USX-MARATHON GROUP NAME CHANGE TOMARATHON OIL CORP 2528128 EFF 12/31/01	7,800.00	187,725.97	234,000.00
Corporate Stock — Common	#REORG USX-US STL GROUP PLAN OF REORG TOUS STL CORP 2882310 EFF 12/31/01	2,300.00	69,343.37	41,653.00
Corporate Stock — Common	#REORG UTD SHIPPING & TECH N/C TO VELOCITY EXPRESS CORP 2887938 1/14/02	1,000.00	1,059.95	3,400.00
Corporate Stock — Common	#REORG VENTRO CORP N/C TO NEXPRISE INC 2653681 EFF 1/15/02	1,550.00	24,747.98	604.50
Corporate Stock — Common	#REORG VITEL CORP N/C TO FORGENT NETWORKS INC 2326937 EFF 1/16/02	560.00	2,713.57	2,408.00
Corporate Stock — Common	#REORG WA GROUP INTL INC DESP SEC EFF 2/6/02	1,000.00	10,629.95	12.00
Corporate Stock — Common	#REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK SEE SEC# 2279467 EFF N/A	7,225.58	172,930.31	149,713.93
Corporate Stock — Common	#REORG WESTAVCO CORP STK MERGER TO MEADWESTVACO CORP 2546665 EFF 1/29/02	20,890.00	635,856.85	594,320.50
Corporate Stock — Common	#REORG WESTAVCO CORP STK MERGER TO MEADWESTVACO CORP 2546665 EFF 1/29/02	2,550.00	63,497.02	72,547.50
Corporate Stock — Common	1 800 FLOWERS COM INC CL A COM STK	1,000.00	12,388.54	15,600.00
Corporate Stock — Common	1/10 BERKSHIRE HATHAWAY INC DEL CL A COMSTK	50.00	328,925.92	378,000.00
Corporate Stock — Common	1ST AMERN CORP CAL COM COM	17,000.00	396,522.78	318,580.00
Corporate Stock — Common	1ST AMERN CORP CAL COM COM	205.78	2,608.79	3,856.22
Corporate Stock — Common	1ST HLTH GROUP CORP COM	30,900.00	449,890.79	764,466.00
Corporate Stock — Common	1ST HLTH GROUP CORP COM	77.00	2,023.48	1,904.98
Corporate Stock — Common	1ST HLTH GROUP CORP COM	8,390.00	215,802.48	207,568.60
Corporate Stock — Common	1ST HORIZON PHARMACEUTICAL CORP COM	5,100.00	126,584.72	149,889.00
Corporate Stock — Common	1ST MED GROUP INC COM	67.00	676.26	1.68
Corporate Stock — Common	1ST MONTAUK FINL CORP COM	1,000.00	2,497.40	440.00
Corporate Stock — Common	1ST TENN NATL CORP COM	9,800.00	326,155.28	355,348.00
Corporate Stock — Common	1ST TENN NATL CORP COM	127.00	4,647.67	4,605.02
Corporate Stock — Common	2U ONLINE COM INC COM STK	100.00	82.95	3.50
Corporate Stock — Common	360NETWORKS INC SUB VTG SHS COM STK	4,376.00	11,589.65	393.84
Corporate Stock — Common	3COM CORP COMMON STOCK	70,600.00	345,507.01	450,428.00
Corporate Stock — Common	3COM CORP COMMON STOCK	3,209.00	30,761.83	20,473.42
Corporate Stock — Common	3DFX INTERACTIVE INC COM	315.00	2,754.39	152.78
Corporate Stock — Common	3DSHOPPING COM	22,000.00	116,722.69	66.00
Corporate Stock — Common	4 KIDS ENTMT INC COM	500.00	9,799.95	10,015.00
Corporate Stock — Common	5TH 3RD BANCORP COM	13,300.00	782,868.42	815,689.00
Corporate Stock — Common	5TH 3RD BANCORP COM	14,511.00	467,173.03	889,959.63
Corporate Stock — Common	724 SOLUTIONS INC COM	100.00	13,038.38	246.00
Corporate Stock — Common	9278 COMMUNICATIONS INC COM	175.00	719.01	35.88
Corporate Stock — Common	99 CENTS ONLY STORES COM	11,250.00	290,087.95	428,625.00
Corporate Stock — Common	A D A M INC COM	1,375.00	19,978.75	4,125.00
Corporate Stock — Common	A.C.L.N LTD COM STK	4,155.00	79,831.43	38,516.85

Corporate Stock — Common	AAR CORP COM	8,700.00	140,545.02	78,387.00
Corporate Stock — Common	AARO BROADBAND WIRELESS COMMUNICATIONS INC COM	4,000.00	989.95	160.00
Corporate Stock — Common	ABACAN RES CORP NEW COM	2,000.00	6,054.40	0.60
Corporate Stock — Common	ABBOTT LAB COM	365.00	19,293.29	20,348.75
Corporate Stock — Common	ABBOTT LAB COM	24,000.00	1,264,571.13	1,338,000.00
Corporate Stock — Common	ABBOTT LAB COM	2,000.00	103,981.40	111,500.00
Corporate Stock — Common	ABBOTT LAB COM	39,100.00	770,042.01	2,179,825.00
Corporate Stock — Common	ABGENIX INC COM	15,500.00	524,420.59	521,420.00
Corporate Stock — Common	ABGENIX INC COM	290.00	10,654.75	9,755.60
Corporate Stock — Common	ABIOMED INC COM	767.00	11,711.81	12,133.94
Corporate Stock — Common	ABITIBI-CONS INC COM	1,375.00	11,405.90	10,065.00
Corporate Stock — Common	ABRAXAS PETE CORP COM	2,000.00	10,159.96	2,640.00
Corporate Stock — Common	ACACIA RESH CORP COM	1,650.00	21,600.95	18,265.50
Corporate Stock — Common	ACCELERATED NETWORKS INC COM ISIN US0042P1075	850.00	3,716.71	340.00
Corporate Stock — Common	ACCLAIM ENTMT INC COM PAR $0.02	34,700.00	135,605.35	183,910.00
Corporate Stock — Common	ACCLAIM ENTMT INC COM PAR $0.02	90.00	349.82	477.00
Corporate Stock — Common	ACE CASH EXPRESS INC COM	100.00	929.95	940.00
Corporate Stock — Common	ACE LTD ORD STK USD0.0416	75.00	2,942.50	3,011.25
Corporate Stock — Common	ACLARA BIOSCIENCES INC COM	100.00	4,244.06	507.00
Corporate Stock — Common	ACTIVE PWR INC COM	300.00	5,906.93	2,040.00
Corporate Stock — Common	ACTIVISION INC NEW COM NEW	235.00	5,827.43	6,112.35
Corporate Stock — Common	ACTIVISION INC NEW COM NEW	22,800.00	530,873.78	593,028.00
Corporate Stock — Common	ACTV INC COM	2,000.00	10,950.55	3,740.00
Corporate Stock — Common	ACXIOM CORP COM	18,400.00	216,980.16	321,448.00
Corporate Stock — Common	ADAIR INTL OIL & GAS INC COM	5,400.00	3,800.45	307.80
Corporate Stock — Common	ADAPTEC INC COM	600.00	11,211.48	8,700.00
Corporate Stock — Common	ADAPTEC INC COM	52,500.00	557,043.63	761,250.00
Corporate Stock — Common	ADC TELECOMMUNICATIONS INC COM	19,900.00	328,478.28	91,540.00
Corporate Stock — Common	ADC TELECOMMUNICATIONS INC COM	16,365.00	124,368.31	75,279.00
Corporate Stock — Common	ADELPHIA COMMUNICATIONS CORP CL A	8,550.00	229,784.04	266,589.00
Corporate Stock — Common	ADOBE SYS INC COM	6,000.00	86,059.86	186,300.00
Corporate Stock — Common	ADOBE SYS INC COM	1,246.83	44,755.40	38,714.10
Corporate Stock — Common	ADR ACTIVCARD S A SPONSORED	100.00	1,114.95	939.00
Corporate Stock — Common	ADR AEON CO LTD	10.00	2,485.00	2,256.00
Corporate Stock — Common	ADR AKZO NOBEL N V SPONSORED ADR	15,000.00	671,725.46	672,750.00
Corporate Stock — Common	ADR ALCATEL ALSTHOM SPONSORED ADR ISIN #US0139043055	200.00	7,635.46	3,310.00
Corporate Stock — Common	ADR ALLIANZ AKTIENGESELLSCHAFT SPONSOREDADR REPSTG 1/10 SH	55.00	2,039.38	1,298.00
Corporate Stock — Common	ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS	150.00	3,571.92	2,922.00
Corporate Stock — Common	ADR ANGLO AMER PLATINUM CORP	25.00	1,029.95	906.25
Corporate Stock — Common	ADR ANGLO AMERN PLC ADR	125.00	2,117.45	1,888.75
Corporate Stock — Common	ADR ANGLOGOLD LTD SPONSORED ADR	300.00	4,793.95	5,418.00
Corporate Stock — Common	ADR ARM HLDS PLC SPONSORED ISIN US0420681068	2,050.00	38,742.96	31,959.50
Corporate Stock — Common	ADR ASIA PULP & PAPER LTD SPONSORED ADR	24,400.00	25,386.21	1,952.00
Corporate Stock — Common	ADR AVENTIS S A SPONSORED ADR	200.00	6,804.49	14,200.00
Corporate Stock — Common	ADR AXA SA SPONSORED ADR	552.00	14,889.49	11,603.04
Corporate Stock — Common	ADR BANCA QUADRUM S A SPONSORED ADR	3,000.00	11,011.17	3.00
Corporate Stock — Common	ADR BANCO SANTANDER CENT HISPANO S A	3,148.00	20,706.38	26,128.40
Corporate Stock — Common	ADR BANCO WIESE SPONSORED ADR ISIN #US0596511099	200.00	1,484.70	20.00
Corporate Stock — Common	ADR BAYER A G SPONSORED ADR	38.00	1,266.00	1,189.40
Corporate Stock — Common	ADR BIOTECH HOLDRS TR DEPOS RCPTS	1,500.00	193,256.45	198,000.00
Corporate Stock — Common	ADR BOOKHAM TECH PLC SPONSORED	50.00	3,193.21	122.50
Corporate Stock — Common	ADR BP P L C FORMERLY BP AMOCO P L C TO 05/ SPONSORED ADR BP PLC	750.00	34,787.39	34,882.50
Corporate Stock — Common	ADR BRILLIANCE CHINA AUTOMOTIVE HLDGS LTD SPONSORED ADR	200.00	3,081.95	3,750.00
Corporate Stock — Common	ADR BROKAT TECHNOLOGIES AG SPONSORED ADR	109.00	4,289.81	0.11
Corporate Stock — Common	ADR BUENOS AIRES EMBOTELLADORA S A	2,000.00	26,867.53	40.00

Corporate Stock — Common	ADR BUSINESS OBJECTS S A SPONSORED ADR	8,820.00	304,821.10	298,116.00
Corporate Stock — Common	ADR C P POKPHAND LTD SPONSORED ADR ISIN #US1259181022	3,845.00	19,792.79	1,230.40
Corporate Stock — Common	ADR CABLE & WIRELESS PUB LTD CO SPONSORED ADR	850.00	16,599.66	12,588.50
Corporate Stock — Common	ADR CHINA EASTN AIRLS LTD SPONSORED ADR REPSTG CL H	250.00	7,037.09	2,982.50
Corporate Stock — Common	ADR CHINA MOBILE HONG KONG LTD SPONSOREDADR	300.00	8,891.73	5,244.00
Corporate Stock — Common	ADR CHINA SOUTHN AIRLS LTD 50 SHS CL H ISIN US1694091091	1,100.00	18,475.38	15,730.00
Corporate Stock — Common	ADR CHINA UNICOM LTD SPONSORED ADR	100.00	2,129.95	1,117.00
Corporate Stock — Common	ADR DAI EI INC ADR	2,762.00	13,064.26	3,038.20
Corporate Stock — Common	ADR DANSKE BK A/S ADR	195.00	3,395.41	3,051.75
Corporate Stock — Common	ADR DEUTSCHE TELEKOM AG ISIN # US2515661054	100.00	1,493.95	1,690.00
Corporate Stock — Common	ADR DIAGEO PLC SPONSORED ADR NEW	200.00	7,073.77	9,254.00
Corporate Stock — Common	ADR DUCATI MTR HLDGS SPA SPONSORED ADR REPSTG 10 SHS	100.00	3,052.43	1,575.00
Corporate Stock — Common	ADR DURBAN ROODERPORT DEEP LTD	1,075.00	1,721.00	1,483.50
Corporate Stock — Common	ADR E ON AG SPONSORED ADR	266.00	13,100.41	13,701.66
Corporate Stock — Common	ADR ELAN PLC ADR REPSTG SHS	1,895.00	82,366.51	85,388.70
Corporate Stock — Common	ADR EMBRAER-EMPRESA BRASILEIRA DE AERONAUTICA S A SPONSR ADR REPSTG PFDSHS	533.00	22,401.28	11,795.29
Corporate Stock — Common	ADR ENI S P A SPONSORED ADR	30.00	1,666.70	1,858.80
Corporate Stock — Common	ADR ERICSSON L.M TEL CO CL B SER 10 NEW	16,865.00	139,684.16	88,035.30
Corporate Stock — Common	ADR ESPIRITO SANTO FINL HLDG S A ISIN #US29665F2002	750.00	13,983.68	13,132.50
Corporate Stock — Common	ADR FIAT S P A SPONSORED ADR REPSTG ORD NEW	554.00	12,993.55	8,947.10
Corporate Stock — Common	ADR FIAT S P A SPONSORED ADR REPSTG ORD NEW	26,100.00	414,006.09	421,515.00
Corporate Stock — Common	ADR FLETCHER CHALLENGE FORESTS LTD	850.00	3,911.82	756.50
Corporate Stock — Common	ADR FLETCHER CHALLENGE FORESTS LTD	1,700.00	1,768.00	1,513.00
Corporate Stock — Common	ADR FRANCE TELECOM	100.00	9,984.71	3,999.00
Corporate Stock — Common	ADR GENSET SA	16.00	1,105.95	42.72
Corporate Stock — Common	ADR GRUPO IMSA SA	1,300.00	10,927.40	12,246.00
Corporate Stock — Common	ADR HARMONY GOLD MNG LTD	1,200.00	6,433.93	7,812.00
Corporate Stock — Common	ADR HITACHI LTD A.D.R. FOR 10 COM	149.00	15,370.98	10,905.31
Corporate Stock — Common	ADR HONG KONG & CHINA GAS LTD	4,392.00	6,501.60	5,094.72
Corporate Stock — Common	ADR HUANENG PWR INTL INC SPONSORED ADR SER N SHS	185.00	4,288.50	4,458.50
Corporate Stock — Common	ADR HUTCHISON WHAMPOA LTD FOR ORD HK	100.00	3,929.95	4,825.00
Corporate Stock — Common	ADR IMPALA PLATINUM HLDG LTD FOR ORD RAND	85.00	4,450.32	3,867.50
Corporate Stock — Common	ADR INDPT ENERGY HLDGS PLC SPONSORED ADR	2,000.00	16,310.37	8.00
Corporate Stock — Common	ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037	700.00	11,117.95	14,210.00
Corporate Stock — Common	ADR ING GROEP N V SPONSORED ADR	408.00	13,278.25	10,383.60
Corporate Stock — Common	ADR INSIGNIA SOLUTIONS PLC SPONSORED	349,430.00	1,476,466.58	524,145.00
Corporate Stock — Common	ADR INTERNET ARCHITECTURE HOLDRS TR DEPOS RCPT	200.00	9,336.67	7,670.00
Corporate Stock — Common	ADR INTERNET HOLDRS TR DEPOS RCPT-INTERNET HOLDRS	1,100.00	122,931.06	38,027.00
Corporate Stock — Common	ADR ISPAT INTL N V CL A — NY REGISTRY SH	500.00	3,623.70	875.00
Corporate Stock — Common	ADR KLM ROYAL DUTCH AIRLS COM N Y REG NEW	53,429.00	1,247,633.70	591,993.32
Corporate Stock — Common	ADR KLM ROYAL DUTCH AIRLS COM N Y REG NEW	201.00	8,844.83	2,227.08
Corporate Stock — Common	ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000	2,797.00	82,909.71	81,420.67
Corporate Stock — Common	ADR KOOKMIN BK NEW SPONSORED ADR KOOKMINBK ADRS	70.00	2,669.60	2,723.00

Corporate Stock — Common	ADR LEGEND HLDGS LTD SPONSORED ADR	1,300.00	23,491.92	13,325.00
Corporate Stock — Common	ADR LONDON PAC GROUP LTD SPONSORED	680.00	14,194.86	2,692.80
Corporate Stock — Common	ADR LUXOTTICA GROUP S P A SPONSORED ADR	225.00	3,552.40	3,708.00
Corporate Stock — Common	ADR MATSUSHITA ELEC INDL LTD ADR	722.00	12,979.85	9,097.20
Corporate Stock — Common	ADR MATSUSHITA ELEC INDL LTD ADR	23,000.00	334,848.40	289,800.00
Corporate Stock — Common	ADR MITSUI & CO LTD ADR ISIN #US6068272029	108.00	12,871.95	10,724.40
Corporate Stock — Common	ADR NESTLE S A SPONSORED ADR REPSTG REG SH	130.00	5,130.55	6,922.50
Corporate Stock — Common	ADR NINTENDO LTD	85.00	1,967.25	1,827.50
Corporate Stock — Common	ADR NISSAN MTR LTD SPONSORED	265.00	3,724.71	2,877.90
Corporate Stock — Common	ADR NOKIA CORP SPONSORED ADR	95,100.00	2,698,260.61	2,332,803.00
Corporate Stock — Common	ADR NOKIA CORP SPONSORED ADR	29,220.00	886,299.93	716,766.60
Corporate Stock — Common	ADR NOVA-NORDISK AS	60.00	2,741.12	2,406.00
Corporate Stock — Common	ADR NOVARTIS AG SPONSORED ADR ISIN #US66987V1098	100.00	3,969.51	3,650.00
Corporate Stock — Common	ADR P T TRI POLYTA INDONESIA SPONSORED ADR	9,800.00	19,892.88	98.00
Corporate Stock — Common	ADR PAC CENTY CYBERWORKS LTD SPONSORED ADR	10,215.00	36,417.40	27,580.50
Corporate Stock — Common	ADR PETRO GEO SERVICES	69,700.00	674,879.92	554,812.00
Corporate Stock — Common	ADR PETRO GEO SERVICES	1,500.00	24,848.62	11,940.00
Corporate Stock — Common	ADR PT TELEKOMUNIKASI INDONESIA SPONSORED	1,656.00	8,399.84	9,604.80
Corporate Stock — Common	ADR RIO TINTO PLC	35.00	2,650.15	2,740.50
Corporate Stock — Common	ADR RIO TINTO PLC	19,000.00	1,065,929.40	1,487,700.00
Corporate Stock — Common	ADR RWE AKTIENGESELLSCHAF	40.00	1,675.00	1,510.00
Corporate Stock — Common	ADR RYANAIR HLDGS PLC	10.00	334.95	320.50
Corporate Stock — Common	ADR SEMICONDUCTOR HOLDRS TR DEPOS RCPT	600.00	34,894.16	25,110.00
Corporate Stock — Common	ADR SERONO S A SPONSORED ADR ISIN# US81752M1018	24,700.00	571,554.20	548,093.00
Corporate Stock — Common	ADR SILVERLINE TECHNOLOGIES LTD SPONSORED ADR	35.00	434.71	88.90
Corporate Stock — Common	ADR SK TELECOM LTD SPONSORED	116.00	2,516.09	2,507.92
Corporate Stock — Common	ADR SMARTFORCE PUB LTD CO SPONSORED ADRISIN 83170A2069 SEDOL 2254463	15,600.00	408,238.23	386,100.00
Corporate Stock — Common	ADR SMARTFORCE PUB LTD CO SPONSORED ADRISIN 83170A2069 SEDOL 2254463	1,322.00	43,504.08	32,719.50
Corporate Stock — Common	ADR SMARTFORCE PUB LTD CO SPONSORED ADRISIN 83170A2069 SEDOL 2254463	26,810.00	810,180.61	663,547.50
Corporate Stock — Common	ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM	167.00	20,119.53	7,531.70
Corporate Stock — Common	ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM	17,000.00	797,518.43	766,700.00
Corporate Stock — Common	ADR STMICROELECTRONICS N V SHS-N Y REGISTRY	540.00	15,000.49	17,101.80
Corporate Stock — Common	ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003	41,900.00	581,869.17	719,423.00
Corporate Stock — Common	ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003	1,973.00	32,750.55	33,876.41
Corporate Stock — Common	ADR TELEFONICA DEL PERU S A SPONSORED ADR NEW REPSTG CL B SHS	16,819.00	83,784.05	48,606.91
Corporate Stock — Common	ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L	150.00	5,809.86	5,253.00
Corporate Stock — Common	ADR TERRA NETWORKS S A SPONSORED ADR	291.00	14,574.39	2,290.17
Corporate Stock — Common	ADR TEVA PHARMACEUTICAL INDS LTD ADR ISIN #US8816242098	60.00	3,796.52	3,697.80
Corporate Stock — Common	ADR THOMSON MULTIMEDIA SPONSORED ADR	100.00	3,015.95	3,006.00
Corporate Stock — Common	ADR TOTAL FINA ELF S A SPONSORED ADR	212.00	15,651.31	14,890.88
Corporate Stock — Common	ADR TPG N V SPONSORED ADR	201.00	7,027.13	4,301.40
Corporate Stock — Common	ADR TREND MICRO INC SPONSORED ADR NEW	1,029.00	100,308.14	23,668.03
Corporate Stock — Common	ADR UNILEVER N V NY SHS NEW	9,500.00	408,343.05	547,295.00
Corporate Stock — Common	ADR UNILEVER N V NY SHS NEW	145.00	8,364.75	8,353.45
Corporate Stock — Common	ADR UNILEVER N V NY SHS NEW	14,357.00	509,969.36	827,106.77
Corporate Stock — Common	ADR VIVENDI UNVL SPONSORED ADR NEW	30.00	2,145.30	1,613.70

Corporate Stock — Common	ADR VODAFONE GROUP PLC NEW SPONSORED ADR	10,600.00	469,863.48	272,208.00
Corporate Stock — Common	ADR VODAFONE GROUP PLC NEW SPONSORED ADR	1,470.00	55,093.12	37,749.60
Corporate Stock — Common	ADR VODAFONE GROUP PLC NEW SPONSORED ADR	106,200.00	4,448,170.65	2,727,216.00
Corporate Stock — Common	ADR WAL-MART DE MEX S A DE C V SPONSOREDADR REPSTG SER V SHS	111.00	2,002.07	2,980.35
Corporate Stock — Common	ADR WAVECOM S A SPONSORED ADR ISIN #US9435311033	50.00	1,788.12	1,862.50
Corporate Stock — Common	ADVANCED COMMUNICATIONS TECHNOLOGIES INCCOM	1,000.00	1,279.95	190.00
Corporate Stock — Common	ADVANCED DEPOSITION TECHNOLOGIES INC COM	300.00	1,506.39	2.40
Corporate Stock — Common	ADVANCED DIGITAL INFORMATION CORP COM	1,200.00	25,946.27	19,248.00
Corporate Stock — Common	ADVANCED ENGINE TECHNOLOGIES INC COM	100.00	1,342.45	31.00
Corporate Stock — Common	ADVANCED FIBRE COMMUNICATIONS INC COM	3,054.00	65,601.14	53,964.18
Corporate Stock — Common	ADVANCED FIBRE COMMUNICATIONS INC COM	18,800.00	393,410.00	332,196.00
Corporate Stock — Common	ADVANCED MICRO DEVICES INC COM	8,600.00	126,834.92	136,396.00
Corporate Stock — Common	ADVANCED MICRO DEVICES INC COM	4,315.00	68,201.29	68,435.90
Corporate Stock — Common	ADVANCED TISSUE SCIENCES INC COM	7,000.00	52,322.36	30,520.00
Corporate Stock — Common	ADVANCED VIRAL RESH CORP COM	8,000.00	2,033.73	2,120.00
Corporate Stock — Common	ADVANCEPCS CL A COM	246.00	6,813.35	7,220.10
Corporate Stock — Common	ADVANCEPCS CL A COM	10,500.00	281,862.07	308,175.00
Corporate Stock — Common	ADVENT SOFTWARE INC COM STK	8,170.00	380,249.89	408,091.50
Corporate Stock — Common	ADVENT SOFTWARE INC COM STK	3,930.00	166,344.67	196,303.50
Corporate Stock — Common	ADVO INC COM	9,500.00	302,139.95	408,500.00
Corporate Stock — Common	AES CORP COM	400.00	9,560.00	6,540.00
Corporate Stock — Common	AES CORP COM	13,400.00	381,908.43	219,090.00
Corporate Stock — Common	AETHER SYSTEMS INC COM	100.00	1,139.95	920.00
Corporate Stock — Common	AETNA INC	3,649.00	104,786.01	120,380.51
Corporate Stock — Common	AETNA INC	8,600.00	271,747.10	283,714.00
Corporate Stock — Common	AFFILIATED COMPUTER SVCS INC CL A COM	6,600.00	344,809.81	700,458.00
Corporate Stock — Common	AFFILIATED COMPUTER SVCS INC CL A COM	1,730.00	145,652.93	183,604.90
Corporate Stock — Common	AFFILIATED COMPUTER SVCS INC CL A COM	8,000.00	640,761.51	849,040.00
Corporate Stock — Common	AFFILIATED COMPUTER SVCS INC CL A COM	20.00	2,026.13	2,122.60
Corporate Stock — Common	AFFILIATED COMPUTER SVCS INC CL A COM	8,850.00	352,064.13	939,250.50
Corporate Stock — Common	AFFILIATED MANAGERS GROUP INC COM STK	8,600.00	521,508.52	606,128.00
Corporate Stock — Common	AFFILIATED MANAGERS GROUP INC COM STK	5,000.00	326,042.33	352,400.00
Corporate Stock — Common	AFFYMETRIX INC OC-CAP STK	4,000.00	134,392.00	151,000.00
Corporate Stock — Common	AFFYMETRIX INC OC-CAP STK	9,560.00	302,289.11	360,890.00
Corporate Stock — Common	AFFYMETRIX INC OC-CAP STK	13,590.00	457,657.26	513,022.50
Corporate Stock — Common	AFLAC INC COM	13,200.00	341,013.16	324,192.00
Corporate Stock — Common	AFLAC INC COM	955.19	23,872.67	23,459.37
Corporate Stock — Common	AFLAC INC COM	3,400.00	105,056.94	83,504.00
Corporate Stock — Common	AGCO CORP COM	55,500.00	806,995.40	875,790.00
Corporate Stock — Common	AGERE SYS INC CL A	576.00	3,341.95	3,277.44
Corporate Stock — Common	AGILE SOFTWARE CORP DEL COM	100.00	6,467.45	1,722.00
Corporate Stock — Common	AGILENT TECHNOLOGIES INC COM	11,602.00	333,738.18	330,773.02
Corporate Stock — Common	AGILENT TECHNOLOGIES INC COM	2,861.00	178,168.66	81,567.11
Corporate Stock — Common	AGILENT TECHNOLOGIES INC COM	24,200.00	721,774.68	689,942.00
Corporate Stock — Common	AGL RES INC COM	243.13	5,143.81	5,596.83
Corporate Stock — Common	AGNICO EAGLE MINES LTD COM	2,700.00	20,843.09	26,649.00
Corporate Stock — Common	AHT CORP COM	2,400.00	8,468.82	7.20
Corporate Stock — Common	AIR CDA INC CL A NON VTG CL A NON VTG COM STK ISIN# CA0089113074	1,540.00	10,088.08	3,480.40
Corporate Stock — Common	AIR PROD & CHEM INC COM	20,200.00	757,874.84	947,582.00
Corporate Stock — Common	AIR PROD & CHEM INC COM	5,700.00	140,479.34	267,387.00
Corporate Stock — Common	AIR PROD & CHEM INC COM	19,500.00	519,839.46	914,745.00
Corporate Stock — Common	AIR PROD & CHEM INC COM	5,220.00	223,048.03	244,870.20
Corporate Stock — Common	AIR PROD & CHEM INC COM	5,100.00	242,755.92	239,241.00
Corporate Stock — Common	AIRBORNE INC COM	1,700.00	28,349.15	25,211.00
Corporate Stock — Common	AIRBORNE INC COM	17,100.00	188,955.00	253,593.00
Corporate Stock — Common	AIRGAS INC COM	9,500.00	128,786.30	143,640.00
Corporate Stock — Common	AIRNET COMMUNICATIONS CORP COM	1,600.00	19,883.91	672.16

Corporate Stock — Common	AIRTECH INTL GROUP INC COM NEW	81,200.00	6,883.43	8,932.00
Corporate Stock — Common	AIRTRAN HLDGS INC COM	3,200.00	16,438.64	21,120.00
Corporate Stock — Common	AK AIR GROUP INC COM	450.00	14,089.01	13,095.00
Corporate Stock — Common	AK AIR GROUP INC COM	5,900.00	141,515.04	171,690.00
Corporate Stock — Common	AKAMAI TECHNOLOGIES INC COM STK	500.00	28,514.63	2,970.00
Corporate Stock — Common	AKORN INC COM	300.00	3,475.40	1,200.00
Corporate Stock — Common	AKSYS LTD COM	24,712.00	182,495.99	114,910.80
Corporate Stock — Common	ALADDIN KNOWLEDGE SYS COM	100.00	1,021.21	317.00
Corporate Stock — Common	ALAMOSA HLDGS INC COM	44,200.00	658,407.03	527,306.00
Corporate Stock — Common	ALAMOSA HLDGS INC COM	23,100.00	411,257.77	275,583.00
Corporate Stock — Common	ALANCO TECHNOLOGIES INC COM	143.00	3,215.00	102.96
Corporate Stock — Common	ALBEMARLE CORP COM	5,700.00	112,318.50	136,800.00
Corporate Stock — Common	ALBERTO-CULVER CO CL B COM	1,400.00	23,269.76	62,636.00
Corporate Stock — Common	ALBERTSON S INC COM	10,274.00	248,032.24	323,528.26
Corporate Stock — Common	ALBERTSON S INC COM	140.98	4,459.59	4,439.43
Corporate Stock — Common	ALBERTSON S INC COM	11,500.00	378,575.40	362,135.00
Corporate Stock — Common	ALCAN INC	8,050.00	221,870.98	289,236.50
Corporate Stock — Common	ALCOA INC COM STK	21,416.00	337,727.35	761,338.80
Corporate Stock — Common	ALCOA INC COM STK	43,400.00	1,606,354.80	1,542,870.00
Corporate Stock — Common	ALCOA INC COM STK	138.78	5,058.52	4,933.56
Corporate Stock — Common	ALCOA INC COM STK	5,000.00	199,666.50	177,750.00
Corporate Stock — Common	ALCOA INC COM STK	29,100.00	328,646.91	1,034,505.00
Corporate Stock — Common	ALDILA INC	1,200.00	6,935.39	1,260.00
Corporate Stock — Common	ALIGN TECH INC COM	1,235.00	10,220.10	5,557.50
Corporate Stock — Common	ALKERMES INC COM	18,400.00	431,525.20	485,024.00
Corporate Stock — Common	ALLEGHENY ENERGY INC COM	3,200.00	136,152.00	115,904.00
Corporate Stock — Common	ALLEGHENY ENERGY INC COM	500.00	17,314.95	18,110.00
Corporate Stock — Common	ALLEGIANCE TELECOM INC COM	650.00	13,528.65	5,388.50
Corporate Stock — Common	ALLEGY TECHNOLOGIES INC COM	2,006.00	60,831.19	33,600.50
Corporate Stock — Common	ALLENERGY INC COM	3.00	0	2.10
Corporate Stock — Common	ALLERGAN INC COM	3,300.00	48,854.40	247,665.00
Corporate Stock — Common	ALLERGAN INC COM	4.01	352.11	301.25
Corporate Stock — Common	ALLETE INC	107.68	2,267.98	2,713.56
Corporate Stock — Common	ALLIANCE DATA SYS CORP COM	21,610.00	268,788.96	413,831.50
Corporate Stock — Common	ALLIANCE GAMING CORP NEW	60.00	992.70	1,763.40
Corporate Stock — Common	ALLIANCE PHARMACEUTICAL CORP COM NEW	1,820.00	73,703.06	6,188.00
Corporate Stock — Common	ALLIANCE PHARMACEUTICAL CORP COM NEW	160.00	4,842.96	544.00
Corporate Stock — Common	ALLIANCE RES PARTNERS L P UNIT LTD PARTNER INT COM STCK	200.00	4,811.95	5,420.00
Corporate Stock — Common	ALLIANT TECHSYSTEMS INC COM	6,150.00	316,823.00	474,780.00
Corporate Stock — Common	ALLIED CAP CORP NEW COM	4,000.00	103,636.00	104,000.00
Corporate Stock — Common	ALLIED WASTE INDS INC COM PAR $0.01 NEW	5,000.00	86,611.30	70,300.00
Corporate Stock — Common	ALLOY INC COM STK	5,200.00	66,941.00	111,956.00
Corporate Stock — Common	ALLOY INC COM STK	27,200.00	496,831.19	585,616.00
Corporate Stock — Common	ALLSTATE CORP COM	17,928.00	333,754.62	604,173.60
Corporate Stock — Common	ALLSTATE CORP COM	769.95	22,474.60	25,947.28
Corporate Stock — Common	ALLTEL CORP COM ISIN #US0200391037	53.10	2,960.18	3,277.99
Corporate Stock — Common	ALLTEL CORP COM ISIN #US0200391037	10,700.00	654,906.34	660,511.00
Corporate Stock — Common	ALLTEL CORP COM ISIN #US0200391037	7,800.00	329,853.23	481,494.00
Corporate Stock — Common	ALPHA BETA TECH INC COM	4,000.00	25,520.30	4.40
Corporate Stock — Common	ALPHA INDS INC COM	20,700.00	464,292.08	451,260.00
Corporate Stock — Common	ALTA GOLD CO COM	2,000.00	7,880.00	1.60
Corporate Stock — Common	ALTAIR INTL GOLD INC COM	6,200.00	20,178.72	8,680.00
Corporate Stock — Common	ALTERA CORP COM	3,560.00	126,797.18	75,543.20
Corporate Stock — Common	ALTERA CORP COM	9,150.00	200,334.31	194,163.00
Corporate Stock — Common	ALTERA CORP COM	25,900.00	581,697.27	549,598.00
Corporate Stock — Common	ALTERA CORP COM	9,700.00	404,134.32	205,834.00
Corporate Stock — Common	AMAZON COM INC COM	30,710.00	286,163.15	332,282.20
Corporate Stock — Common	AMAZON COM INC COM	6,196.00	116,240.49	67,040.72
Corporate Stock — Common	AMBAC FNCL GROUP COM STK	2,700.00	151,255.19	156,222.00
Corporate Stock — Common	AMCOL INTL CORP COM	500.00	6,015.00	3,600.00
Corporate Stock — Common	AMDOCS ORD GBP0.01	50.00	3,520.73	1,698.50
Corporate Stock — Common	AMER ELEC PWR CO INC COM	15,000.00	517,939.10	652,950.00
Corporate Stock — Common	AMER ELEC PWR CO INC COM	945.00	41,311.33	41,135.85
Corporate Stock — Common	AMER ELEC PWR CO INC COM	8,140.00	306,653.04	354,334.20

Corporate Stock — Common	AMER ELEC PWR CO INC COM	20,100.00	907,452.99	874,953.00
Corporate Stock — Common	AMER EXPRESS CO COM	1,310.34	50,841.06	46,766.00
Corporate Stock — Common	AMER EXPRESS CO COM	11,500.00	436,489.77	410,435.00
Corporate Stock — Common	AMER EXPRESS CO COM	21,900.00	684,504.62	781,611.00
Corporate Stock — Common	AMER EXPRESS CO COM	33,600.00	490,008.79	1,199,184.00
Corporate Stock — Common	AMER FINL GROUP INC OH COM STK	8,300.00	215,678.39	203,765.00
Corporate Stock — Common	AMER FINL GROUP INC OH COM STK	3,200.00	121,189.00	78,560.00
Corporate Stock — Common	AMER GREETINGS CORP CL A COM	1,600.00	38,783.12	22,048.00
Corporate Stock — Common	AMER GREETINGS CORP CL A COM	18,200.00	254,345.00	250,796.00
Corporate Stock — Common	AMER GREETINGS CORP CL A COM	107.72	1,834.86	1,484.35
Corporate Stock — Common	AMER HOME PROD CORP COM	36,900.00	1,952,378.50	2,264,184.00
Corporate Stock — Common	AMER HOME PROD CORP COM	153.25	7,611.87	9,403.42
Corporate Stock — Common	AMER HOME PROD CORP COM	33,300.00	817,118.75	2,043,288.00
Corporate Stock — Common	AMER INTL GROUP INC COM	7,300.00	572,904.46	579,620.00
Corporate Stock — Common	AMER INTL GROUP INC COM	14,400.00	1,157,445.42	1,143,360.00
Corporate Stock — Common	AMER INTL GROUP INC COM	17,000.00	1,397,728.94	1,349,800.00
Corporate Stock — Common	AMER INTL GROUP INC COM	1,315.40