United Air Lines, Inc
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 period ended December 31, 2002

OR




             [    ] 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 Airlines Pilot Directed Account 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 East Algonquin Rd., Elk Grove Township, Illinois
  Mailing Address: P.O. Box 66100, Chicago, Illinois 60666
  (Address of principal executives offices)
   

 

UNITED AIRlINES
PILOT DIRECTED ACCOUNT PLAN

TABLE OF CONTENTS
 

Page
INDEPENDENT AUDITORS' REPORT
1
FINANCIAL STATEMENTS AS OF DECEMBER 31, 2002 AND 2001
AND FOR THE YEAR ENDED DECEMBER 31 ,2002
Statements of Net Assets Available for Benefits
2
Statement of Changes in Net Assets Available for Benefits
3
SUPPLEMENTAL SCHEDULES AS OF AND FOR YEAR ENDED
DECEMBER 31, 2002:
Form 5500, Schedule H, Part IV, Line 4i-
Schedule of Assets Acquired & Disposed of Within the Plan Year
12
Reconciliation of scheudle H, Line 4i-
Schedule of Assets (Held at End of Year) to Net Assets Available 
For Benefits
18
Form 5500, Schedule H, Part IV, Line 4i-
Schedule of Assets (Held at End of Year) 
19
Note: Supplemental schedules required by the rules and regulations of the Department of Labor are omitted because of the absence of conditions under which they are required.
 
 
 
 
INDEPENDENT AUDITORS' REPORT

To the Board of Directors of
United Air Lines, Inc.:

We have audited the accompanying statement of net assets available for plabenefits of the United Airlines Pilot Directed Account Plan (the "Plan"), formerly United Air Lines, Inc. Pilots' Directed Account Retirement Income Plan, as of December 31, 2002, and the related statement of changes in net assets available for benefits for the year then ended. 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 audit. The statement of net assets available for plan benefits of the Plan as of December 31, 2001 was audited by other auditors who have ceased operations. Those auditors expressed an unqualified opinion on that financial statement in their report dated May 15, 2002.

We conducted our audit in accordance with auditing standards generally accepted in the United States of America. 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 audit provides a reasonable basis for our opinion.

In our opinion, the 2002 financial statements referred to above present fairly, in all material respects, the net assets available for benefits of the United Airlines Pilot Directed Account Plan as of December 31, 2002, and the changes in its net assets available for benefits for the year then ended, in conformity with accounting principles generally accepted in the United States of America.

As discussed in Note 1 to the financial statements, United Air Lines, Inc. (the Plan Sponsor) has filed for reorganization under Chapter 11 of the United States Bankruptcy Code.

Our audit was performed for the purpose of forming an opinion on the basic 2002 financial statements taken as a whole. The accompanying supplemental schedules of (1) assets (acquired and disposed of within the plan year) for the year ended December 31, 2002 and (2) assets (held at end of year) as of December 31, 2002 are presented for the purpose of additional analysis and are not a required part of the basic financial statements but are 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. These schedules are the responsibility of the Plan's management. Such schedules have been subjected to the auditing procedures applied in the audit of the basic 2002 financial statements and, in our opinion, are fairly stated in all material respects in relation to the basic 2002 financial statements taken as a whole.

/s/ Deloitte & Touche LLP
Deloitte & Touche LLP
Chicago, Illinois
June 30, 2003
 
 
 

UNITED AIRLINES
PILOT DIRECTED ACCOUNT PLAN
STATEMENT OF NET ASSETS AVAILABLE FOR BENEFITS
YEAR ENDED DECEMBER 31, 2002
(In thousands)

 
 
December 31
 
December 31
            2002              2001
ASSETS:      
    Participant directed investments:      
      Cash and cash equivalents net of offsets (Note 2)
$   635,164
 
$    587,960
      Equity securities, net of offsets (Note 2)
731,690
 
1,058,808
      Asset backed securities
38,893
 
47,293
      Corporate and international bonds
55,277
 
69,202
      Government securities and other fixed instruments,      
         net of offsets (Note 2)
83,302
 
112,497
      Other 
11,498
 
13,880
      Securities on loan (Note 2)
161,988
 
150,176
          Total investments
1,717,812
 
2,037,816
       
      Contribution receivable
3,656
 
$  16,793
     Accrued income, net
2,739
 
2,791
      Collateral received for securities loaned (Note 2)
166,165
 
147,284
       
           Total assets
1,890,372
 
2,204,684
       
LIABILITIES:      
      Pending trade payables, net
(52,228)
 
(79,950)
      Obligation for collateral received for securities       
          Loaned (Note 2)
(166,165)
(147,284)
       
           Total liabilities
(218,393)
 
(227,234)
       
NET ASSETS AVAILABLE FOR PLAN BENEFITS
$1,671,979
 
$1,977,450
See notes to financial statements.
UNITED AIRLINES
PILOT DIRECTED  ACCOUNT PLAN
STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
YEAR ENDED DECEMBER 31, 2002
(In thousands)

 
 
ADDITIONS:
   Contributions:
Employer contributions
$ 169,319
Participants contributions
54,456
Rollover contributions (Note 1)
10,135
   Income from Securities Lending
372
 
           Total additions
234,282
DEDUCTIONS:
    Investment loss:
       Net depreciation in fair value of investments
$  (336,863)
       Dividends
12,269
       Interest
21,670
       Other loss (Note 2)
(3,139)
            Net investment loss
(306,063)
    Benefits paid to participants
(223,532)
    Administrative expenses
(10,158)
            Total deductions
(539,753)
DECREASE IN NET ASSETS
(305,471)
NET ASSETS AVAILABLE FOR BENEFITS:
    Beginning of year
1,977,450
     End of year
$ 1,671,979
See notes to financial statements.

 
 
UNITED AIRLINES
PILOT DIRECTED  ACCOUNT PLAN
NOTES TO FINANCIAL STATEMENTS
DECEMBER 31, 2002 AND 2001
1. DESCRIPTION OF PLAN

The following description of the United Airlines Pilot Directed Account Plan (the "Plan") is for general information purposes only. Participants should refer to the Plan Document for more complete benefit information.

General and Plan Participants - The Plan is a defined contribution plan covering all employees of United Air Lines, Inc. ("United" or the "Company") who are represented by the Air Line Pilots Association, International ("ALPA"). United pilots are eligible to become participants in the Plan on their date of hire. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974 ("ERISA").

Effective January 1, 2002, the name of the plan changed to United Airlines Pilot Directed Account Plan from United Air Lines, Inc. Pilots' Directed Account Retirement Income Plan.

Bankruptcy of Plan Sponsor - The accompanying financial statements have been prepared assuming that the Plan will continue as a going concern. On December 9, 2002, United Air Lines, Inc. (the "Plan Sponsor" or the "Debtor") filed a voluntary petition for relief under Chapter 11 of the United States Bankruptcy Code in the United States Bankruptcy Court for the Northern District of Illinois, Eastern Division.

The Debtor continues to operate its business as a "debtor-in-possession" under the jurisdiction of the Bankruptcy Court and in accordance with the applicable provisions of the Bankruptcy Code, the Federal Rules of Bankruptcy Procedure and applicable court orders. In general, as a debtor-in-possession, the Debtor is authorized under Chapter 11 to continue to operate as an ongoing business, but may not engage in transactions outside the ordinary course of business without the prior approval of the Bankruptcy Court.

Should the Plan be terminated, the Plan would be liquidated subject to the terms of ERISA (see Note 6, Plan Termination). The Plan assets are not subject to creditor claims.

Contributions - United makes a contribution in an amount equivalent to 11% of a pilot's earnings to the Plan. Company contributions on behalf of a participant are allocated directly to each participant's account. Eligible employees may elect to contribute to the Plan, in multiples of 1%, any percentage of their covered pretax earnings, up to 60% (50% prior to April 1, 2002), subject to a maximum of $11,000 in 2002. Lower limits may apply to certain highly compensated participants if the Plan does not pass certain nondiscrimination tests required by law. Section 415(c) of the Internal Revenue Code limits the total amount of contributions from all qualified defined contribution retirement plans to the lesser of 100% of annual taxable earnings or $40,000.

Rollover Contributions - Rollover contributions include $1,845,008 for the year ended December 31, 2002 which were transferred from other qualified plans as rollovers under the Internal Revenue Code Sections 402(c) and 408(d).

Upon retirement, a participant may elect to receive a portion of their defined benefit plan as a lump sum payment, which is known as a partial lump sum amount ("PLSA"), and make a rollover into the Plan. PLSA transfers in were $8,290,000 for the year ended December 31, 2002, and are considered rollovers under the IRC Code Sections 402(c) and 408(d).

Participant Accounts - Individual accounts are maintained for each Plan participant. Each participant's account is credited with the participant's contribution, the Company's contribution and Plan earnings, and charged with withdrawals and an allocation of Plan losses and administrative expenses. Allocations are based on account balances, as defined. The benefit to which a participant is entitled is the benefit that can be provided from the participant's account.

Investments - Participants direct the investment of their contributions and account balances into the following various investment options offered by the Plan: 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, which are funds that are comprised of different combinations of the above mentioned 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.

Until September 27, 2002, participants had the option to also invest in the UAL Stock Fund, which was invested in UAL Corporation stock. 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.Effective September 27, 2002, Aon Fiduciary Counselors, Inc. ("Aon") was appointed by United to act as a named fiduciary of the UAL Stock Fund. Effective December 5, 2002, assets of the UAL Stock Fund were frozen to incoming contributions and exchanges. Aon directed the sale of all units of the UAL Stock Fund. Effective December 5, 2002, the assets of the UAL Stock Fund were transferred to the Money Market Fund and the UAL Stock Fund was closed.

Vesting - Participants are vested immediately in their contributions and the Company's contributions, plus actual earnings thereon, and the balance of a participant's account is nonforfeitable at all times.

Participant Loans - Participants may borrow from their fund accounts up to a maximum of $50,000, or 50 percent of their account balance, whichever is less. The minimum that may be borrowed is $1,000. Loans will be funded by charging the participant's interest (interest ranged from 5.25% to 5.75% at December 31, 2002) 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. The loan is secured by the participant's account balance and is generally repaid 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 of up to 15 years 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 loan proceeds.

Payment of Benefits - 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.  Active participants that have reached age 70-1/2 may choose to defer distribution until termination of employment.
 

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. Distributions from the UAL Stock Fund, may be made in cash.

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 accompanying financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America.

Going Concern - The accompanying financial statements have been prepared assuming that the Plan will continue as a going concern. On December 9, 2002, United, the Plan Sponsor, filed a voluntary petition for relief under Chapter 11 of the United States Bankruptcy Code as described in Note 1.

Use of Estimates - The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amount of net assets available for plan benefits and changes therein. Actual results could differ from those estimates. Investment securities, in general, are exposed to various risks, such as interest rate, credit and overall market volatility. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such changes could materially affect the amounts reported in the financial statements.

Investment Valuation and Income Recognition - The Plan's 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. Investments are shown in the statement of net assets available for benefits net of offsets, which include foreign currency, forward contract payables and receivables and various futures. 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.

Purchases and sales of securities are recorded on a trade-date basis. Interest income is recorded on the accrual basis. Dividends are recorded on the ex-dividend date.

Other investment loss in the statement of changes in net assets available for benefits includes loss on the individual brokerage account, income from swaps, commission recapture and short term investment fund income earned.

Net Appreciation (Depreciation) in Value of Investments - - Net appreciation (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 January 1, or date of purchase if subsequent to January 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 January 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 January 1, or the date of purchase, to the date of sale or the current year-end.

Administrative 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 as a reduction of the net appreciation (depreciation) in fair value of investments. United performs certain administrative functions for the Plan without charge.

Payment of Benefits - Benefit payments to participants are recorded upon distribution. There were no amounts allocated to accounts of persons who have elected to withdraw from the plan but had not yet been paid at December 31, 2002.

3. INVESTMENTS

The Plan's investments that represented five percent or more of the Plan's net assets available for benefits as of December 31, 2002 and 2001 (in thousands) are as follows:

 
December 31
 
December 31
 
2002
 
2001
       
Frank Russell Short-Term Investment Fund
$466,649
 
$434,546
During 2002, the Plan's investments (including gains and losses on investments bought and sold, as well as held during the year) appreciated (depreciated) in value by ($336,863) during the year ended December 31, 2002, as follows (in thousands):
  Equities securities, net of offsets  
(344,344)
  Asset backed securities  
(480)
 Corporate and international bonds  
785
  Government securities and other fixed instruments,     
  net of offsets  
6,080
Other   
1,096
     
  Total  
$  (336,863)
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 marked-to-market on a daily basis to maintain the margin requirement. The Plan accounts for its securities lending activities in accordance with Statement of Financial Accounting Standards No. 140, Accounting for Transfers and Servicing of Financial Assets and Extinguishments of Liabilities

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, 2002, the investment managers were as follows:

Money Market Fund
-
Frank Russell Trust Company
Short-Term Securities Fund
-
Pacific Investment Management
     
Diversified Bond Fund
-
Western Asset Management Company
     
Value Equity Bond
-
Dodge and Cox, Inc.
 
-
Jacobs Levy Equity Management Inc.
 
-
MFS Institutional
 
-
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. DERIVATIVE FINANCIAL INSTRUMENTS

The Plan allows certain investment managers to reduce the funds' exposure to foreign currency fluctuations in the value through the use of foreign currency forwards and options. The Plan authorizes certain investment managers to earn equity returns on the funds' cash position through equity index future contracts. Additionally, other 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.              5. RELATED-PARTY TRANSACTIONS The Plan holds investments managed by Frank Russell Trust Company. Frank Russell Trust Company is the trustee as defined by the Plan, and therefore, these transactions qualify as party-in-interest transactions.

As noted in Note 1, the plan invested in UAL Corporation common stock during the year ended December 31, 2002.

6. PLAN TERMINATION

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 set forth in ERISA and its contract with ALPA. If the Plan is terminated, employer contributions would cease and all amounts credited to a participant's account at the time of termination shall be retained in the Plan and will be distributed in accordance with the normal distribution rules of the Plan.

7. FEDERAL INCOME 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 regulations of the Internal Revenue Code. The Plan has been 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 currently designed and operated in compliance with the applicable provisions of the Internal Revenue Code and the Plan and related trust continue to be tax-exempt. Therefore, no provision for income taxes has been included in the Plan's financial statements.

             8. 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):
 
2002
2001
Net assets available for plan benefits per financial statements
$ 1,671,979
$ 1,977,450
Less- Amounts allocated to withdrawing participants  
(4,811)
Net assets available for plan benefits per Form 5500
$ 1,671,979
$ 1,972,639
     
Benefits paid to participants per financial statements
$  223,532
$ 27,414
Add- Amounts allocated to withdrawing participants at December 31, 2002  
4,811
Less- Amounts allocated to withdrawing participants at December 31, 2001
(4,811)
(2,234)
Benefits paid to participants per Form 5500
$  218,721
$ 29,991
9. SUBSEQUENT EVENTS

Effective January 6, 2003, a participant can make a supplemental election to contribute between 1% and 90% of their net pay. Participants age 50 or older at any time during the Plan Year, can make additional pre-tax catch-up contributions to the Plan. This catch-up contribution is only available to the extent the participant has contributed the maximum catch-up amount of 401(k) contributions permitted under the Plan and the participant has not exceeded the annual catch-up contribution limit. For calender year 2003, the maximum amount is $2,000. This amount is scheduled to increase $1,000 each year until 2006 when it will be $5,000. Thereafter, it will be subject to cost of living increases (in $500 increments) as announced by the IRS.

Effective February 1, 2003, the UAL Stock Fund was eliminated as an investment option to participants.

Effective with compensation received on or after June 1, 2003, the Company's contribution to the PDAP will decrease from 11% to 9% based on the participant's actual eligible earnings.

Effective July 1, 2003, the minimum six months period for loan repayments will be eliminated as well as the twelve-month waiting period to apply for a new loan. Loans will be funded prorata from all investment funds.


 
SCHEDULE OF ASSETS (ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
(c) Costs of
(d) Proceeds of
(a) (b) Identity of Issue / Description of Investment
Acquisitions
Dispositions
AAMES MTG TR SER 1999-1 CL AV FLT RT 0 
(192,480.19)
29,013.89 
ABN-AMRO HLDGS NV EUR0.56 Total 
(232,363.76)
85,871.43 
ACCOR EUR3 Total 
(37,795.33)
5,920.19 
ACOM CO JPY50 Total 
(43,692.31)
43,049.52 
ADECCO SA CHF1(REGD) Total 
(23,850.68)
26,404.94 
ADR BP P L C FORMERLY BP AMOCO P L C TO 
(585,627.64)
30,751.51 
AHOLD(KON)NV EUR0.25 (STK DIV 29/05/02) T 
0.00 
9.98 
AIFUL CORP JPY50 Total 
(68,083.78)
75,259.50 
AIR CDA INC CL A NON VTG CL A NON VTG 
(923.00)
618.67 
AIR LIQUIDE(L') EUR11 Total 
(88,523.06)
76.21 
ALLIANZ AG NPV(REGD)(VINKULIERT) Total 
(182,759.23)
48,240.70 
ALSTOM EUR6 (S/R 17/06/2002) Total 
0.00 
478.47 
ALSTOM Total 
0.00 
1.66 
ALTRAN TECHNOLOGIE EUR0.50 Total 
(28,711.30)
15,081.09 
ANHEUSER BUSCH COS INC 5.95 DUE 0 
(101,418.00)
104,341.00 
AOL TIME WARNER 7.625% BDS 15/4/31 U 
(37,254.00)
0.00 
AST SECURITIZATION CORP SER 1996-D2 CL A 
(393,749.02)
9,379.86 
AT&T CORP USD SR NT 8.5 DUE 1 
0.00 
38,800.00 
AUTOLIV INC USD1 SDR (SWEDISH DEP RECPT T 
(35,214.45)
115,816.15 
AVENTIS SA EUR3.82 Total 
0.00 
19,526.70 
BARCLAYS ORD GBP0.25 Total 
(129,971.79)
27,005.04 
BARCLAYS PLC ORD GBP1 Total 
(159,388.04)
75,220.14 
BBVA(BILB-VIZ-ARG) EUR0.49 Total 
(182,675.86)
8,752.35 
BCA INTESA EUR0.52 Total 
(7,093.72)
113,766.31 
BCA POP BERGAMO EUR3 Total 
(53,019.78)
92,843.24 
BEAL BK SSB DALLAS TEX DTD 07-17-2002 
(75,000.00)
75,000.00 
BHP BILLITON LTD NPV Total 
(112,436.12)
346,148.80 
BHP STL COM STK Total 
0.00 
25,154.19 
BNP PARIBAS EUR2 Total 
(484,591.66)
117,284.11 
BOC GROUP ORD 25P Total 
(185,047.26)
38,250.09 
BOSS (HUGO) AG PRF NPV Total 
(161,029.13)
57,571.50 
BRAMBLES INDS (UK) ORD GBP0.05 Total 
(105,216.05)
20,755.20 
BRAMBLES INDS LTD A$0.50 Total 
(51,027.94)
44,076.42 
BUHRMANN NV EUR1.20 Total 
(50,387.08)
45,996.99 
BUNZL ORD 25P Total 
(8,109.52)
140,495.89 
CADBURY SCHWEPPES ORD GBP0.125 Total 
(81,371.33)
85,188.62 
CAMINUS CORP COM Total 
(431,435.90)
199,700.30 
CANON INC JPY50 Total 
(179,324.26)
149,203.81 
CAPITALIA SPA EUR1 Total 
0.00 
4,491.91 
CARREFOUR EUR2.50 Total 
(135,225.18)
55,969.26 
CDC MTG CAP TR 2002-HE MTG PASSTHRU CTF C 
(1,798,593.75)
900,763.09 
CDW COMPUTER CTRS INC COM Total 
(557,317.92)
899,753.31 
CHICOS FAS INC. COM STOCK CALL OPTION 
(1,147.95)
1,452.00 
CHINA MOBILE (HK) HKD0.10 Total 
(153,534.12)
59,942.64 
CHINA UNICOM HKD0.10 Total 
(12,354.70)
29,704.23 
CHUGAI PHARMACEUTI CAP RED (CASH ASSD Tot 
0.00 
1,672.40 
CIE DE ST-GOBAIN EUR4 Total 
0.00 
87,596.85 
CITIGROUP INC NT GLOBAL 20120021 6 DUE 0 
(1,002,391.10)
588,803.80 
CMO BEAR STEARNS ARM TR 2001-10 MTG P 
(5,393,836.50)
7,176,180.01 
CMO BEAR STEARNS ARM TR 2001-3 MTG P 
(45,930.64)
492,942.88 
CMO BEAR STEARNS ARM TR 2001-6 MTG P 
(203,829.05)
1,383,320.51 
CMO CITICORP MTG SECS INC 2001-18 REMIC P 
(997,772.57)
1,088,974.64 
CMO CWMBS INC PASS THRU CTFS 2002-1 CHL C 
(361,219.18)
52,373.38 
CMO MELLON RESDNTL FDG CORP 2001-HEIL1 M 
(1,922,780.26)
3,401,768.83 
CMO MERRILL LYNCH MTG INVS INC 2002-NC1 A 
(100,000.00)
9,532.74 
CMO SEQUOIA MTG TR 4 AST BKD CTF CL A F 
(8,874.66)
106,721.33 
CMO WAMU MTG PASS-THRU CTFS 2002-AR11 M 
(2,112,298.70)
290,974.46 
CMO WMC MTG LN TR 1998-A MTG PASSTHRU C 
(2,956,690.23)
2,165,452.32 
CNOOC LTD HKD0.10 Total 
(22,927.65)
28,982.64 
COMPASS GROUP ORD GBP0.10 Total 
(65,734.13)
39,113.27 
CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO 
(122,547.60)
89,489.60 
CONOCOPHILLIPS COM Total 
(1,002,578.37)
64,652.20 
CPB INC COM Total 
(10,143.35)
7,958.00 
CREDIT SAISON CO COM STK Total 
(92,245.87)
23,834.24 
CREDIT SUISSE GRP CHF1(REGD) Total 
(177,558.20)
194,389.88 
CROSS CTRY INC COM Total 
(386,203.70)
594,912.53 
CWABS INC 2002-1 AST BKD CTF CL A FLTG R 
(970,000.00)
153,078.46 
DBS GROUP HLDGS SGD1 Total 
(31,816.26)
104,787.62 
DEUTSCHE BANK AG NPV(REGD) Total 
(281,231.59)
198,675.54 
DEXIA NPV Total 
(110,022.04)
72,357.65 
DIAGEO ORD GBX28.935185 Total 
(4,395.16)
541,234.36 
DISCOVER CARD MASTER TR I 2002-2 CR C 
(199,731.24)
214,351.56 
DISNEY WALT CO NEW MEDIUM TERM NTS BOOK 
(22,417.50)
0.00 
DLJ ACCEP TR SER 1989-2 CL G FLTG RT BD D 
(19,507.93)
143,014.97 
DOLE FOOD DE Total 
(394,920.59)
1,028,328.12 
DUKE RLTY CORP PFD SER F Total 
(12,529.95)
12,500.00 
E.ON AG NPV Total 
(38,227.63)
93,232.60 
EMOBILE DATA CORP COM Total 
0.00 
134.23 
EMULEX COM STK PUT OPTION W/STRK PR 
(1,113.95)
446.03 
ENDESA SA EUR1.2 Total 
(37,990.21)
8,033.26 
ENERGY PWR SYS COM NPV Total 
(6,780.00)
0.00 
ENI EUR1 Total 
(286,989.75)
304,147.74 
EQCC AST BACKED CORP 2002-1 AST BKD CTF C 
(1,800,000.00)
1,463,931.95 
ERICSSON L M TEL CO RT EXP 8/27/02 Total 
0.00 
2,458.08 
ERICSSON(LM)TEL SEK1 SER'B' Total 
(33,955.60)
84,216.57 
ERICSSON(LM)TEL SEK1 SER'B'(FPD 0 
(16,166.78)
0.00 
ERICSSON(LM)TEL SEK1 SER'B'(S/R 0 
(13,635.56)
82.16 
FNMA 6 98.828 CALL OPT OCT 2001 Total 
(2,406.25)
0.00 
FNMA DISC NT 08-14-2002 Total 
(693,740.83)
700,000.00 
FORTIS UNIT(FORTIS SA/NV NPV/0.42) Total 
(91,530.63)
91,258.99 
FRANCE TELECOM SA NT STEP UP 03-01-2011 T 
0.00 
143,779.40 
FRANCE TELECOM SA NT STEP UP 03-01-2031 0 
0.00 
175,609.40 
FREESTAR TECHNOLOGIES COM Total 
(3,553.50)
1,745.94 
FRIEDMAN BILLINGS RAMSEY GROUP INC CL A 
(22,242.00)
23,726.94 
GEHE AG NPV (RFD 01/01/2002) Total 
(12,091.26)
0.00 
GEHE AG NPV Total 
0.00 
16,159.71 
GEHE AG RIGHTS 22/04/2002 Total 
(12,091.26)
0.00 
GF BBVA BANCOMER COM SER'O'NPV Total 
(63,443.54)
0.00 
GKN PLC ORD GBP0.50 Total 
(432,408.58)
135,857.20 
GREEN TREE FINL CORP 98-D HOME EQTY LN C 
(8,568.66)
64,327.65 
GROUPE DANONE EUR1 Total 
(92,269.84)
44,229.47 
HBOS ORD GBP0.25 Total 
(109,640.90)
33,890.21 
HENDERSON LAND DEV HKD2 Total 
(26,418.43)
70,692.82 
HITACHI JPY50 Total 
(142,045.64)
31,662.53 
HOTELS COM CL A Total 
(365,613.48)
896,298.24 
HSBC HLDGS USD0.50(HONGKONG REG) Total 
(36,831.35)
49,702.29 
HSEHD FIN CORP CRP HI 7 DUE 05-15-2012 B 
(109,217.90)
40,168.40 
HSEHD FIN CORP HSEHD FIN CORP 5.75 DUE 0 
(194,584.00)
195,606.00 
HSEHD FIN CORP NT DTD 06/17/1998 6.4 DUE0 
(157,892.80)
109,939.50 
HSEHD HOME EQTY LN TR 2002-1 AST BKD CTFC 
(1,800,000.00)
1,258,312.76 
HSEHD INTL INC COM Total 
(1,253,755.98)
1,123,529.01 
HUNTER DOUGLAS NV EUR0.24 Total 
(24,763.21)
97,192.82 
HYUNDAI MOTOR CO GDR-REP 1/2 ORD KRW 5 
0.00 
165,894.90 
I/O CMO GMAC COML MTG SEC INC SER 1 
(51,138.67)
25,837.97 
ICN PHARMACEUTICALS INC NEW SR NT 8.75 D 
0.00 
37,189.92 
INDUSTRIA DE DISENO TEXTIL (INDITEX) ORDC 
(99,344.23)
24,710.87 
ING GROEP NV CVA EUR0.24 Total 
(164,779.91)
86,773.36 
INRANGE TECHNOLOGIES CORP CL B Total 
(30,194.95)
18,028.82 
IRISH LIFE & PERM ORD EUR0.32 Total 
(15,048.75)
169,456.24 
J P MORGAN CHASE & CO JP MORGAN CHASE 6 
(1,155,972.80)
827,522.60 
KAO CORP JPY50 Total 
(249,373.74)
53,109.53 
KETCH ENERGY LTD COM Total 
(2,352.85)
0.00 
KINGFISHER NEW ORD 13.75P(NPD-2/8/02) Tot 
(37,728.87)
0.00 
KON KPN NV EUR0.24 Total 
(352,143.54)
32,816.73 
KONAMI CORP JPY50 Total 
(59,253.72)
47,845.68 
KOREA DEPOSIT INSU 2.5% CV BD 11/12/05 U 
0.00 
106,750.00 
KOREA THRUNET LTD A COM Total 
(30,225.75)
1,047.23 
LI & FUNG HKD0.025 Total 
(58,408.87)
5,928.14 
LIGHTPATH TECHNOLOGIES INC CL A Total 
(45,294.57)
10,947.45 
LORAL SPACE & COMMUNICATIONS LTD COM 
(2,398.10)
4,965.87 
M.LYNCH MTG INVS INC SER 1998-C1 6.31 A 
(25,790.06)
164,412.08 
MALAYAN BKG BERHAD MYR 1 Total 
(63,239.81)
23,661.06 
MATSUMOTOKIYOSHI C JPY50 Total 
(26,738.41)
26,948.83 
MEXICO(UTD MEX ST) 6.25% GT BD 31/12/19 U 
(763,125.00)
601,562.50 
MICHELIN (CGDE) EUR2 Total 
(45,201.01)
254,953.81 
MITSUBISHI EST CO Y50 Total 
(88,480.46)
88,637.51 
MITSUI FUDOSAN JPY50 Total 
(71,404.87)
37,692.01 
MOORE LTD COM Total 
(101,410.00)
867,662.56 
MURATA MFG CO JPY50 Total 
(114,861.98)
213,786.31 
NATIONAL GRID GRP ORD GBX11.764705 Total 
(25,971.20)
0.00 
NATL AUSTRALIA BK NPV Total 
(135,588.58)
543,318.52 
NEC CORP NPV Total 
(67,721.72)
228,232.33 
NIKON CORP JPY50 Total 
(41,852.45)
140,354.65 
NINTENDO CO JPY50 Total 
(140,937.37)
351,892.15 
NIPPON MEAT PACKER JPY50 Total 
(140,688.42)
114,857.75 
NIPPON TEL&TEL CP NPV Total 
(116,882.94)
140,419.24 
NISSAN MOTOR CO Y50 Total 
(71,137.82)
378,800.74 
NOKIA OYJ EUR0.06 Total 
(70,353.32)
375,458.44 
NOMURA HOLDINGS JPY50 Total 
(25,389.91)
83,730.47 
NORSK HYDRO AS NOK20 Total 
(8,891.04)
31,282.13 
NORSKE SKOG CDA LTD SR NT 8.625 DUE 0 
0.00 
23,473.75 
NOVARTIS AG CHF0.50(REGD) Total 
(281,099.44)
87,001.80 
NOVO-NORDISK AS DKK2 SER B Total 
(72,126.12)
8,865.43 
NRG N E GENERATING LLC SR SECD BD SER A D 
(167,187.50)
334,375.00 
NTT DOCOMO NPV Total 
(62,548.22)
339,392.19 
NUMICO (KON) NV CVA EUR0.25 Total 
(90,922.08)
6,173.84 
NUMICO (KON) NV EUR0.25 (STK DIV 0 
0.00 
713.44 
OLD MUTUAL ORD GBP0.10 Total 
(206,272.78)
89,889.87 
OPF PUT JUN 03 EURO DOLLARS 9750 0 
(660.00)
8,827.50 
OPF PUT OCT 02 T-NT OPT 111 09-20-2002 To 
0.00 
5,221.26 
OPF PUT SEP 02 1 YR MIDCURVE 9737 0 
0.00 
1,132.50 
ORIGEN MFD HSG CONT TR SER 2002-A SR/SUBA 
(1,800,000.00)
1,218,897.90 
OTC DEUTSCHE BK 12/5/02 9WR101P01 S 
(4,880.00)
22,840.00 
OTC FNMA 6 11/31 CALL OPT 11-07-2001 Tota 
0.00 
9,296.88 
OTC LEHMAN BROS SWAPTION CALL@5.06 E 
(26,784.00)
142,135.00 
OTC LEHMAN BROS SWAPTION CALL@6.25 E 
(119,020.80)
54,736.00 
OTE(HELLENIC TLCM) EUR2.39(CR) Total 
(217,092.60)
131,850.13 
PANAMA REP US$ GLOBAL BDS DTD 02/08/20019 
(145,600.00)
19,100.00 
PECHINEY EUR15.25 'A' Total 
(161,016.14)
21,843.34 
PERNOD RICARD NPV Total 
(382,537.29)
187,264.66 
PERU REP GTD GLOBAL BD 144A 9.125 DUE 0 
(78,185.60)
76,492.80 
PERU(REP OF) VAR NTS 7/3/2017 USD1000 D 
(274,112.50)
118,400.00 
PETRO-CDA COM PETRO-CANADA Total 
(17,590.91)
0.00 
PETROCHINA CO 'H'CNY1 Total 
(164,412.90)
57,298.26 
PHILIPPINES(REP OF 10.625% BDS 16/3/2025U 
(50,125.00)
0.00 
PHILIPS ELEC(KON) EUR0.20 Total 
(27,744.77)
114,267.68 
PROMISE CO JPY50 Total 
(21,379.35)
152,947.64 
PUT OTC DEUTSCHE BK SWAPTION PUT@100 L 
0.00 
13,312.00 
PVTPL ALPINE PARTNERS L P SER 2000-1 NT C 
(104,362.96)
473,662.96 
PVTPL CMO BANC AMER LARGE LN INC 2 
(990,000.00)
9,266.75 
PVTPL CMO SEC NATL MTG LN TR 2001-3 MTG R 
(18,755.07)
284,302.59 
PVTPL HOLMES FING NO 4 PLC 2001-HLV2 LN B 
(11,847.33)
441,330.29 
PVTPL PETRONAS CAP LTD EURO GTD NT 144A 7 
(149,298.00)
29,912.40 
PVTPL U S DLR CLEARING MASTER TR SER 1 
(940,492.69)
1,883,194.84 
PVTPL VENTAS RLTY LTD PARTNERSHIP / S 
(30,000.00)
20,000.00 
QBE INS GROUP LTD NPV Total 
(2,644.00)
151,706.56 
REUTERS GROUP ORD GBP0.25 Total 
(164,403.70)
75,688.97 
REXAM ORD GBX64.285714 Total 
(2,194.12)
498,386.73 
RICHEMONT(CIE FIN) 'A'CHF1(BR)EQUITY U 
(94,292.95)
24,934.29 
RIO TINTO PLC ORD 10P(REGD) Total 
(70,792.50)
86,546.44 
ROCHE HLDGS AG GENUSSCHEINE NPV Total 
(27,295.86)
41,780.75 
ROHM CO JPY50 Total 
(120,260.63)
188,227.92 
ROYAL DUTCH PETROL EUR0.56(BR) Total 
(823,813.66)
44,697.74 
ROYAL&SUN ALLIANCE ORD GBP0.275 Total 
(7,635.27)
124,736.17 
SABA SOFTWARE INC COM ISIN US789321051 
(42,240.00)
41,660.67 
SAINSBURY J ORD GBP0.25 Total 
(329,481.28)
88,065.84 
SANKYO COMPANY LTD JPY50 Total 
(99,845.23)
42,370.23 
SANPAOLO IMI SPA EUR2.80 Total 
(55,223.53)
11,615.16 
SANTOS LIMITED NPV Total 
(43,465.59)
54,791.50 
SCHNEIDER ELECTRIC EUR8 Total 
(179,161.11)
158,391.95 
SCIOS INC COM Total 
(620,963.72)
130,520.79 
SCOT & SOUTHERN EN ORD GBP0.50 Total 
(26,041.12)
73,007.03 
SECURITAS SER'B'SEK1 Total 
(61,290.27)
13,442.12 
SES FDR EACH REP 1 'A'NPV Total 
(58,996.21)
21,043.62 
SHELL TRNSPT&TRDG ORD GBP0.25(REGD) Total 
(407,210.78)
239,374.82 
SIME DARBY BHD MYR0.50 Total 
(47,451.90)
31,585.95 
SOFTWARE AG NPV(REG) Total 
(117,616.82)
41,283.03 
SONERA OYJ NPV Total 
(4,392.00)
106,484.63 
SONY CORP Y50 Total 
(38,211.42)
228,539.96 
STANDARD CHARTERED ORD USD0.50 Total 
(295,271.90)
24,011.77 
STATOIL ASA NOK2.50 Total 
(86,439.43)
61,222.61 
STH AFRICA(REP OF) 9.125% BDS 19/5/09 U 
(544,375.00)
581,250.00 
STRUCTURED AST SECS CORP 2002-BC1 CL A1 0 
(898,593.75)
14,473.72 
SUN HUNG KAI PROP HKD0.50 Total 
(82,629.60)
23,714.66 
SWAPTION PUT@10 EXP 13/3/02 GOLDMAN 9 
(69,955.08)
82,150.00 
SWAPTION PUT@100 EXP 14/2/02 GOLDMAN 9 
(61,476.09)
80,087.50 
SWAPTION PUT@100 EXP 7/5/02 DEUTCHE 9 
0.00 
34,485.00 
SWISS REINSURANCE CHF0.1(REGD) Total 
(292,661.69)
38,373.68 
SWISSCOM AG P/WT 7/3/02(SWISSCOM)CHF580 T 
0.00 
4,826.20 
T.I.M.SPA EUR0.06 Total 
(7,318.68)
18,878.02 
TELECOM ITALIA SPA DI RISP EUR0.55 Total 
(107,120.38)
219,833.16 
TELEFONICA SA EUR1 Total 
(7,528.89)
166,968.59 
TELEFONICA SA EUR1(B/R 05/04/2002) Total 
0.00 
11.25 
TELEFONICA SA NEW EUR1(B/R 08/02/02) Tota 
0.00 
18.70 
TF1 - TV FRANCAISE EUR0.20 Total 
(39,988.81)
228,733.57 
THOMSON SA EUR3.75 Total 
(208,526.62)
37,484.57 
THYSSENKRUPP AG NPV Total 
(278,513.13)
117,511.41 
TOKYO ELECTRON Y50 Total 
(42,887.69)
89,022.69 
TOPPAN PRINTING CO Y50 Total 
(39,393.70)
7,075.24 
TYCO INTL GROUP S A GTD NT 6.875 DUE 0 
(233,200.00)
240,000.00 
UBS AG CHF0.80(REGD) Total 
(31,841.37)
8,463.71 
UIT VAN KAMPEN FOCUS PORTFOLIOS UNIT 
(33.28)
1,361.26 
UIT VAN KAMPEN FOCUS PORTFOLIOS UNIT 
(44.80)
1,777.74 
UNILEVER NV CVA NLG1.12 Total 
(27,313.95)
31,274.47 
UNILEVER PLC ORD GBP0.014 Total 
(22,639.62)
372,783.75 
UPM-KYMMENE CORP NPV Total 
(71,775.62)
103,395.81 
VEDIOR CVA EUR0.05 Total 
(4,133.73)
52,217.32 
VEDIOR NLG0.05 (STK DV 16/05/02) Total 
(4,133.73)
0.00 
VERIZON GLOBAL FDG CORP NT CONV ZERO CPN0 
(318,537.50)
125,737.50 
VIVENDI UNIVERSAL EUR5.50 Total 
(508,739.50)
48,124.32 
VNU NV EUR0.20 (STK DIV 26/04/02) Total 
0.00 
1,263.99 
VNU NV EUR0.20 (STK DIV 26/08/02) Total 
0.00 
416.85 
VNU NV EUR0.20 Total 
(1,263.99)
146,942.10 
WOLSELEY ORD 25P Total 
(5,553.90)
296,439.52 
WOLTERS KLUWER CVA EUR0.12 Total 
(170,104.04)
119,116.58 
YAMAHA MOTOR CO JPY50 Total 
(90,052.30)
3,244.10 
YAMANOUCHI PHARM JPY50 Total 
(26,953.47)
121,908.82 

 
 
 
 
UNITED AIRLINES
PILOT DIRECTED ACCOUNT PLAN
TIE IN OF SCHEDULE H, Line 4I
SCHEDULES OF ASSETS (HELD AT END OF YEAR) TO
NET ASSETS AVAILABLE FOR BENEFITS
DECEMBER 31, 2002
(In thousands)

 
Total investments per statement of net assets available for plan benefits
$ 1,71,7812
Less- Pending trade payables, net  (52,228)
Total assets per schedule of assets held for investment purposes $ 1,665,584

 
SCHEDULE OF ASSETS HELD FOR INVESTMENT PURPOSES
Identity of issue, borrower, lessor, or similar party
Description of investments including maturity date, rate of interest, collateral, par, or maturity value
Current Value
Cost
Shares/Par Value
Non-Interest Bearing Cash - USD Australian dollar
(25,637.21)
(25,637.21)
(25,637.21)
Non-Interest Bearing Cash - USD Australian dollar
49.28 
49.28 
49.28 
Non-Interest Bearing Cash - USD Canadian dollar
308.95 
308.95 
308.95 
Non-Interest Bearing Cash - USD Canadian dollar
0.01 
0.01 
0.01 
Non-Interest Bearing Cash - USD Swiss franc
0.44 
0.44 
0.44 
Non-Interest Bearing Cash - USD Swiss franc
54.86 
54.86 
54.86 
Non-Interest Bearing Cash - USD Danish krone
3.55 
3.55 
3.55 
Non-Interest Bearing Cash - USD Danish krone
106.41 
106.41 
106.41 
Non-Interest Bearing Cash - USD Euro
(642,345.70)
(642,345.70)
(642,345.70)
Non-Interest Bearing Cash - USD Euro
232.44 
232.44 
232.44 
Non-Interest Bearing Cash - USD Euro
109.30 
109.30 
109.30 
Non-Interest Bearing Cash - USD Euro
2,266.69 
2,266.69 
2,266.69 
Non-Interest Bearing Cash - USD Euro
192,239.41 
192,239.41 
192,239.41 
Non-Interest Bearing Cash - USD British pound sterling
(202,673.02)
(202,673.02)
(202,673.02)
Non-Interest Bearing Cash - USD British pound sterling
114.29 
114.29 
114.29 
Non-Interest Bearing Cash - USD British pound sterling
775.74 
775.74 
775.74 
Non-Interest Bearing Cash - USD Hong Kong dollar
(235,829.85)
(235,829.85)
(235,829.85)
Non-Interest Bearing Cash - USD Hong Kong dollar
0.03 
0.03 
0.03 
Non-Interest Bearing Cash - USD Hong Kong dollar
67.65 
67.65 
67.65 
Non-Interest Bearing Cash - USD Indonesian rupiah
0.08 
0.08 
0.08 
Non-Interest Bearing Cash - USD Japanese yen
(298,439.29)
(298,439.29)
(298,439.29)
Non-Interest Bearing Cash - USD Japanese yen
44,217.58 
44,217.58 
44,217.58 
Non-Interest Bearing Cash - USD Japanese yen
27,617.25 
27,617.25 
27,617.25 
Non-Interest Bearing Cash - USD Mexican peso
22.38 
22.38 
22.38 
Non-Interest Bearing Cash - USD Malaysian ringgit
601.26 
601.26 
601.26 
Non-Interest Bearing Cash - USD Malaysian ringgit
3.16 
3.16 
3.16 
Non-Interest Bearing Cash - USD Norwegian krone
82.09 
82.09 
82.09 
Non-Interest Bearing Cash - USD New Zealand dollar
(413.54)
(413.54)
(413.54)
Non-Interest Bearing Cash - USD New Zealand dollar
0.01 
0.01 
0.01 
Non-Interest Bearing Cash - USD Swedish krona
3.34 
3.34 
3.34 
Non-Interest Bearing Cash - USD Swedish krona
48.59 
48.59 
48.59 
Non-Interest Bearing Cash - USD Singapore dollar
0.51 
0.51 
0.51 
Non-Interest Bearing Cash - USD Singapore dollar
(7,258.86)
(7,258.86)
(7,258.86)
Non-Interest Bearing Cash - USD Singapore dollar
347.37 
347.37 
347.37 
Non-Interest Bearing Cash - USD United States dollar
127,568.32 
127,568.32 
127,568.32 
Non-Interest Bearing Cash - USD United States dollar
(38,561.51)
(38,561.51)
(38,561.51)
Non-Interest Bearing Cash - USD United States dollar
(145,036.09)
(145,036.09)
(145,036.09)
Receivable Income - - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00
0.00 
1.00 
Receivable Income - - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivables - Other - - USD Pending foreign exchange purchases: Australian dollar
279,562.45 
281,100.00 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: Swiss franc
5,305.38 
5,277.41 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: Euro
3,242,950.47 
3,157,722.00 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: Euro
44,417.72 
44,052.92 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: Euro
273,277.09 
252,078.59 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: Euro
988,352.50 
916,305.00 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: Euro
167,587.22 
154,839.17 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: Euro
246,977.95 
237,676.50 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: Euro
221,158.02 
211,106.19 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: Euro
382,941.04 
363,899.98 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: Euro
182,985.75 
174,297.96 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: Euro
8,971.07 
8,946.32 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: British pound sterling
1,601,373.46 
1,582,460.00 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: Japanese yen
1,267,628.85 
1,241,536.86 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: Japanese yen
206,415.83 
200,874.52 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: Norwegian krone
8,996.70 
8,978.02 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: New Zealand dollar
418.39 
419.84 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: Swedish krona
4,793.73 
4,773.88 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: United States dollar
306,780.00 
306,780.00 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: United States dollar
316,880.00 
316,880.00 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: United States dollar
20,846.45 
20,846.45 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: United States dollar
22,007.57 
22,007.57 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: United States dollar
20,888.33 
20,888.33 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: United States dollar
21,004.95 
21,004.95 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: United States dollar
5,925.28 
5,925.28 
0.00 
Receivables - Other - - USD Pending foreign exchange purchases: United States dollar
324,025.00 
324,025.00 
0.00 
Receivables - Other - - USD Pending trade sales: Australian dollar
929.12 
929.12 
0.00 
Receivables - Other - - USD Pending trade sales: Euro
16,737.85 
16,737.85 
0.00 
Receivables - Other - - USD Pending trade sales: Euro
27,364.98 
26,856.45 
0.00 
Receivables - Other - - USD Pending trade sales: Euro
2,689.07 
2,689.07 
0.00 
Receivables - Other - - USD Pending trade sales: British pound sterling
8,347.29 
8,347.29 
0.00 
Receivables - Other - - USD Pending trade sales: British pound sterling
29,157.40 
29,006.10 
0.00 
Receivables - Other - - USD Pending trade sales: Hong Kong dollar
1,314.38 
1,314.38 
0.00 
Receivables - Other - - USD Pending trade sales: Japanese yen
64,643.95 
63,829.38 
0.00 
Receivables - Other - - USD Pending trade sales: United States dollar
6,170.00 
6,170.00 
0.00 
Receivables - Other - - USD Pending trade sales: United States dollar
2,029,200.03 
2,029,200.03 
0.00 
Receivables - Other - - USD Pending trade sales: United States dollar
343.77 
343.77 
0.00 
Receivables - Other - - USD Pending trade sales: United States dollar
266,885.89 
266,885.89 
0.00 
Receivables - Other - - USD Pending trade sales: United States dollar
218,090.87 
218,090.87 
0.00 
Receivables - Other - - USD Pending trade sales: United States dollar
87,624.72 
87,624.72 
0.00 
Receivables - Other - - USD Pending trade sales: United States dollar
41,148.47 
41,148.47 
0.00 
Receivables - Other - - USD Pending trade sales: United States dollar
10,850.00 
10,850.00 
0.00 
Receivables - Other - - USD Pending trade sales: United States dollar
5,950.00 
5,950.00 
0.00 
Receivables - Other - - USD Pending trade sales: United States dollar
5,400.00 
5,400.00 
0.00 
Receivables - Other - - USD Pending trade sales: United States dollar
218,342.36 
218,342.36 
0.00 
Receivables - Other - - USD Pending trade sales: United States dollar
208,110.12 
208,110.12 
0.00 
Receivables - Other - - USD Pending trade sales: United States dollar
38,018.31 
38,018.31 
0.00 
Receivables - Other - - USD Pending trade sales: United States dollar
369,790.64 
369,790.64 
0.00 
Receivables - Other - - USD Pending trade sales: United States dollar
483,450.20 
483,450.20 
0.00 
Interest Bearing Cash - - USD Australian dollar
0.00 
0.00 
0.00 
Interest Bearing Cash - - USD Australian dollar
0.00 
0.00 
0.00 
Interest Bearing Cash - - USD Swiss franc
50,625.59 
50,625.59 
50,625.59 
Interest Bearing Cash - - USD Danish krone
10,030.59 
10,030.59 
10,030.59 
Interest Bearing Cash - - USD Euro
171,051.39 
171,051.39 
171,051.39 
Interest Bearing Cash - - USD Euro
0.00 
0.00 
0.00 
Interest Bearing Cash - - USD Euro
556,179.36 
556,179.36 
556,179.36 
Interest Bearing Cash - - USD British pound sterling
0.00 
0.00 
0.00 
Interest Bearing Cash - - USD British pound sterling
15,293.97 
15,293.97 
15,293.97 
Interest Bearing Cash - - USD British pound sterling
0.00 
0.00 
0.00 
Interest Bearing Cash - - USD Hong Kong dollar
0.00 
0.00 
0.00 
Interest Bearing Cash - - USD Hong Kong dollar
17,054.89 
17,054.89 
17,054.89 
Interest Bearing Cash - - USD Norwegian krone
62,069.21 
62,069.21 
62,069.21 
Interest Bearing Cash - - USD New Zealand dollar
0.00 
0.00 
0.00 
Interest Bearing Cash - - USD Swedish krona
18,821.80 
18,821.80 
18,821.80 
Interest Bearing Cash - - USD Singapore dollar
0.00 
0.00 
0.00 
Interest Bearing Cash - - USD United States dollar
4,453,526.85 
4,453,526.85 
4,453,526.85 
Interest Bearing Cash - - USD United States dollar
310,663.42 
310,663.42 
310,663.42 
Interest Bearing Cash - - USD United States dollar
550,990.56 
550,990.56 
550,990.56 
Interest Bearing Cash - - USD United States dollar
475,754.89 
475,754.89 
475,754.89 
Interest Bearing Cash - - USD United States dollar
18,895,711.98 
18,895,711.98 
18,895,711.98 
Interest Bearing Cash - - USD United States dollar
25,699,386.61 
25,699,386.61 
25,699,386.61 
Certificates of Deposit CAP 1 F S B FALLS CH VA DTD 05-22-2002 4.9 05-22-2007
518.00 
50,000.00 
50,000.00 
Certificates of Deposit DISCOVER BK GREENWOOD DEL CTF DEP DTD ACT/365 S/A DTD 11-20-02 2.85 11-21-05
246.91 
25,000.00 
25,000.00 
Certificates of Deposit DTD 05-24-2002 4.35 05-24-2005
1,024.12 
100,000.00 
100,000.00 
Certificates of Deposit DTD 07-12-2002 1.95 C/D 01-13-2003
50,000.00 
50,000.00 
50,000.00 
Certificates of Deposit E TRADE BK ARLGTN VA DTD 07-17-2002 2.6 C/D 07-17-2003
501.24 
50,000.00 
50,000.00 
Certificates of Deposit HUNTINGTON NATL BK COLBS OH CTF DEP DTD 02/06/2002 STEP UP DUE 08-06-2007
501.57 
50,000.00 
50,000.00 
Certificates of Deposit US TR CO N Y NY DTD 10-09-2002 2.25 C/D 10-09-2003
25,000.00 
25,000.00 
25,000.00 
Certificates of Deposit US TR CO N Y NY DTD 12-04-2002 1.55 C/D 03-06-2003
10,000.00 
10,000.00 
10,000.00 
Certificates of Deposit VOLKSWAGEN BK USA SALT LAKE UT DTD 07-17-2002 3.05 07-19-2004
501.52 
50,000.00 
50,000.00 
Certificates of Deposit WA TR CO DTD 05-29-2002 4.6 05-30-2006
517.61 
50,000.00 
50,000.00 
U.S. Government Securities PANAMA REP GLOBAL BD 9.375 DUE 07-23-2012 REG
149,800.00 
137,126.30 
140,000.00 
U.S. Government Securities ##US TREAS NTS 4.625 DUE 05-15-2006 REG DO NOT USE SEE SEC 3995180
53,921.90 
51,777.63 
50,000.00 
U.S. Government Securities &&&US TREAS NTS 5.5 DUE 02-15-08 REG (CVHELD AT ST AGCY FOR REP MTG ACCTS)
56,406.25 
52,674.87 
50,000.00 
U.S. Government Securities &&&US TREAS NTS 7.875 11-15-04 REG (CV HELD AT ST DEP OF NM A/C #26-75791 ONLY)
44,662.52 
44,818.67 
40,000.00 
U.S. Government Securities 7.43 DUE 08-01-2023 REG
363,162.80 
381,069.97 
355,620.86 
U.S. Government Securities FHA 221D4 P9-00 PROJ GMAC 26 MCP 7.43 BDDUE 01-01-2021
929,038.49 
929,586.35 
909,744.80 
U.S. Government Securities FHA INSD MTG P/T #091 REILLY 7.43 BD DUE07-01-2023
1,142,705.88 
1,176,640.78 
1,092,453.04 
U.S. Government Securities FHA INSD PROJ #54 GREYSTONE SERV CORP 7.43 GTD MTG CTF DUE 5-1-23 REG
288,615.09 
283,863.73 
275,922.65 
U.S. Government Securities FHA INSD PROJ GMAC POOL #1 7.483 DUE 04-01-2019 REG
2,101,456.47 
2,076,364.85 
2,044,129.87 
U.S. Government Securities FHA USGI PROJ LN #2063P6 7.44 DUE 08-01-2022 REG
1,012,237.69 
998,665.19 
993,696.70 
U.S. Government Securities FHLB 4.375 08-15-2007/08-15-2003
25,453.13 
25,000.00 
25,000.00 
U.S. Government Securities FHLB CONS BD DTD 08/26/2002 4.65 08-26-2009/08-26-2005
25,671.88 
25,000.00 
25,000.00 
U.S. Government Securities FHLMC 15 YR GOLD PARTN CTF (PC) 7 15 YEARS SETTLES JAN
318,468.00 
318,000.00 
300,000.00 
U.S. Government Securities FHLMC GOLD SINGLE FAMILY 7.5 30 YEARS SETTLES JAN
318,468.00 
317,625.00 
300,000.00 
U.S. Government Securities FHLMC GROUP #A0-0952 9.0 MTG PARTN CTF DUE 09-01-2000 REG
603,656.85 
577,041.18 
542,778.29 
U.S. Government Securities FHLMC GROUP #B00549 8.5 MTG PARTN CTF DUE 04-01-2004 REG
3,420.22 
3,212.75 
3,126.30 
U.S. Government Securities FHLMC MULTICLASS SER 1564 CL I 6.5 MTG PARTN CTF DUE 05-15-2007 REG
34.05 
2,463.55 
15,518.40 
U.S. Government Securities FHLMC MULTICLASS SER 1594 CL J 6.0 MTG PARTN CTF DUE 10-15-2008 REG
201,499.18 
183,350.00 
190,000.00 
U.S. Government Securities FHLMC MULTICLASS SER 1618 6.0 MTG PARTN CTF DUE 10-15-2007 REG
1,620.58 
18,161.70 
121,967.35 
U.S. Government Securities FHLMC MULTICLASS SER 1856 CL 1856-ZE 8 06-15-2018
79,972.87 
78,582.13 
75,561.16 
U.S. Government Securities FHLMC MULTICLASS SER 2095 CL 2095-TI 7 11-15-2024
14,835.50 
94,013.48 
570,859.75 
U.S. Government Securities FHLMC MULTICLASS SER E3 CL A 4.721 08-15-2032
321,197.81 
316,202.89 
315,867.23 
U.S. Government Securities FHLMC POOL #306670 11.25 GTD PARTN CTF DUE 04-01-2019 REG
17,794.39 
17,226.61 
15,687.30 
U.S. Government Securities FIN CORP PRIN FICO STRIPS SER 16 PRIN PMT 4-5-10 CPN 9.7 BD DUE 2019 BEO
60,446.25 
41,838.00 
150,000.00 
U.S. Government Securities FNMA 15 YR PASS-THROUGHS 5.5 15 YEARS SETTLES JAN
207,000.00 
205,812.50 
200,000.00 
U.S. Government Securities FNMA 15 YR PASS-THROUGHS 5.5 15 YEARS SETTLES JAN
5,175,000.00 
5,134,375.00 
5,000,000.00 
U.S. Government Securities FNMA 30 YR PASS-THROUGHS 5.5 30 YEARS SETTLES JAN
326,099.20 
319,729.03 
320,000.00 
U.S. Government Securities FNMA 30 YR PASS-THROUGHS 6 30 YEARS SETTLES JAN
1,343,472.00 
1,332,437.50 
1,300,000.00 
U.S. Government Securities FNMA 30 YR PASS-THROUGHS 6.5 30 YEARS SETTLES JAN
12,626,602.20 
12,518,468.75 
12,130,000.00 
U.S. Government Securities FNMA 30 YR PASS-THROUGHS 7 30 YEARS SETTLES JAN
2,049,937.50 
2,036,515.63 
1,950,000.00 
U.S. Government Securities FNMA 30 YR PASS-THROUGHS 7.5 30 YEARS SETTLES JAN
1,273,872.00 
1,268,250.00 
1,200,000.00 
U.S. Government Securities FNMA 6 TBA POOL 15YR JAN
626,628.00 
624,375.00 
600,000.00 
U.S. Government Securities FNMA 6 TBA POOL 15YR JAN
3,133,140.00 
3,119,062.50 
3,000,000.00 
U.S. Government Securities FNMA POOL # 066414 ADJ RT DUE 09-01-2028REG
1,092,999.17 
1,057,796.03 
1,039,496.30 
U.S. Government Securities FNMA POOL # 300309 ADJ RT DUE 12-01-2024REG
182,988.06 
179,303.83 
179,288.79 
U.S. Government Securities FNMA POOL # 313968 ADJ RT DUE 12-01-2027REG
597,922.82 
589,954.54 
578,564.07 
U.S. Government Securities FNMA POOL # 420656 8 DUE 07-01-2017 REG
259,870.64 
244,031.89 
237,068.02 
U.S. Government Securities FNMA POOL # 443624 ADJ RT DUE 05-01-2023REG
386,847.11 
380,518.31 
373,916.34 
U.S. Government Securities FNMA POOL # 516051 9.5 DUE 01-01-2021 REG
560,593.53 
529,040.34 
503,248.83 
U.S. Government Securities FNMA POOL # 535460 8 DUE 09-01-2015 REG
93,450.72 
88,043.48 
86,502.65 
U.S. Government Securities FNMA POOL # 538927 8 DUE 06-01-2015 REG
303,183.93 
285,641.12 
280,642.19 
U.S. Government Securities FNMA REMIC TR 1992-142 KB 1197.96766 08-25-2007
20,266.81 
25,091.43 
1,248.33 
U.S. Government Securities FNMA REMIC TR SER 1996-39 CL H 8.0 GTD MTG PASS THRU CTF DUE 11-25-2023 REG
295,955.66 
272,448.24 
272,746.56 
U.S. Government Securities FNMA STRIPPED POOL #35453 MTG BCK SEC SMBS SER K CL K-1 6% DUE 11-1-08 REG
416,083.42 
402,746.26 
404,770.10 
U.S. Government Securities GNMA GPM POOL # 090947 11 DUE 01-15-2010REG
11,472.55 
11,023.13 
10,058.15 
U.S. Government Securities GNMA GPM POOL # 092923 11 DUE 09-15-2010REG
24,920.70 
23,944.44 
21,848.34 
U.S. Government Securities GNMA GPM POOL # 098572 11 DUE 06-15-2013REG
0.15 
0.14 
0.13 
U.S. Government Securities GNMA I 30 YR SINGLE FAMILY PASS-THROUGHS(SF) 6 30 YEARS SETTLES JAN
7,313,379.30 
7,258,475.00 
7,030,000.00 
U.S. Government Securities GNMA II ARMS PL#80120 10-20-2027
90,682.59 
90,290.99 
87,634.57 
U.S. Government Securities GNMA POOL # 423415 7.5 DUE 12-15-2025 REG
6,000.15 
5,755.45 
5,594.60 
U.S. Government Securities GNMA POOL # 434690 SER 2030 8.5 DUE 01-15-2030 REG
23,715.35 
22,654.56 
21,855.47 
U.S. Government Securities GNMA POOL # 459066 SER 2028 7.5 DUE 06-15-2028 REG
306,945.44 
285,954.22 
287,458.89 
U.S. Government Securities GNMA POOL # 471901 SER 2028 7 DUE 05-15-2028 REG
95,624.10 
87,741.88 
90,049.41 
U.S. Government Securities GNMA POOL # 486470 SER 2028 6.5 DUE 08-15-2028 REG
110,947.50 
100,796.21 
105,544.97 
U.S. Government Securities GNMA POOL # 486516 SER 2028 6.5 DUE 09-15-2028 REG
102,219.94 
93,072.92 
97,242.39 
U.S. Government Securities GNMA POOL # 500986 SER 2030 7.5 DUE 01-15-2030 REG
0.01 
0.01 
0.01 
U.S. Government Securities GNMA POOL # 514254 SER 2029 6.5 DUE 07-15-2029 REG
0.01 
0.01 
0.01 
U.S. Government Securities GNMA POOL # 525327 SER 2030 8.5 DUE 09-15-2030 REG
144,539.48 
138,074.24 
133,203.96 
U.S. Government Securities GNMA POOL # 531796 SER 2030 8.5 DUE 08-15-2030 REG
16,428.02 
15,560.11 
15,139.65 
U.S. Government Securities GNMA POOL # 781001 SER 2029 7.5 DUE 03-15-2029 REG
126,919.00 
118,288.82 
118,901.92 
U.S. Government Securities GNMA TBA ARM POOL #9999999 SER 20295.5 DUE 01-01-2029 REG
307,218.00 
301,031.25 
300,000.00 
U.S. Government Securities GNMA TBA POOL 6.5 TBA
12,585,000.00 
12,520,919.05 
12,000,000.00 
U.S. Government Securities GNMA TBA POOL 6.5 TBA
3,146,250.00 
3,131,250.00 
3,000,000.00 
U.S. Government Securities GNMA, POOL # 93487 SERIES 2010 11.0% DUE 09-15-2010
35,605.25 
34,210.39 
31,215.64 
U.S. Government Securities GNMAII POOL # 002855 SER 2029 8.5 DUE 12-20-2029 REG
736,435.86 
711,131.16 
680,508.29 
U.S. Government Securities GNMAII POOL # 008540 SER 2024 ADJ RT 11-20-2024
38,617.54 
37,260.37 
37,353.75 
U.S. Government Securities GNMAII POOL # 008580 ADJ RT 01-20-2025
27,240.40 
26,685.57 
26,350.19 
U.S. Government Securities GNMAII POOL # 008597 SER 2025 ADJ RT 02-20-2025
100,593.00 
98,972.27 
97,305.63 
U.S. Government Securities GNMAII POOL # 008608 SER 2025 ADJ RT 03-20-2025
214,109.45 
211,031.97 
207,112.37 
U.S. Government Securities GNMAII POOL # 008682 5.75 DUE 08-20-2025REG
129,088.51 
123,967.96 
125,408.28 
U.S. Government Securities GNMAII POOL # 008685 5.75 DUE 08-20-2025REG
31,282.46 
31,327.62 
30,390.62 
U.S. Government Securities GNMAII POOL # 008781 SER 2026 ADJ RT 01-20-2026
59,138.47 
56,691.93 
57,209.76 
U.S. Government Securities GNMAII POOL # 008945 SER 2026 ADJ RT 08-20-2026
85,276.90 
80,753.70 
82,850.86 
U.S. Government Securities GNMAII POOL # 080408 SER 2030 ADJ RT 05-20-2030
1,084,347.55 
1,073,385.83 
1,054,924.65 
U.S. Government Securities GNMAII POOL # 080416 SER 2030 4.5 DUE 06-20-2030 REG
3,016,452.35 
2,951,927.69 
2,934,603.33 
U.S. Government Securities GNMAII POOL # 080453 SER 2030 ADJ RT 09-20-2030
362,174.30 
357,028.36 
352,346.99 
U.S. Government Securities GNMAII POOL #008557 SER 2024 ADJ RT DUE 12-20-2024 REG
373,435.37 
364,585.73 
361,214.40 
U.S. Government Securities I/O FHLMC MULTICLASS SER 1202 CL 1202-G 819.10 02-15-2007
12,426.31 
19,876.02 
1,370.76 
U.S. Government Securities I/O FHLMC MULTICLASS SER 1606 CL 1606-I 6.5 11-15-2008
41,046.11 
42,132.75 
383,440.05 
U.S. Government Securities I/O FHLMC MULTICLASS SER 1606 CL IA 11-15-2008
24,959.72 
39,018.86 
233,166.00 
U.S. Government Securities I/O FHLMC MULTICLASS SER 1676 CL 1676-I 04-15-2020
1.90 
1,076.93 
11,317.50 
U.S. Government Securities I/O FNMA REMIC 92-157 JA 1014.60 DUE 9-25-2007
18,143.71 
26,154.32 
1,444.99 
U.S. Government Securities I/O FNMA REMIC SER 1993-186 CLJ 03-25-2008
4,333.72 
17,860.05 
239,816.33 
U.S. Government Securities I/O FNMA REMIC TR SER 1994-43 CL PM 7.00PASS THRU CTF DUE 02-25-2022 REG
960.26 
16,075.20 
111,102.85 
U.S. Government Securities U.S TREAS 5.875 NT DUE 11-15-2005
17,740.00 
16,860.07 
16,000.00 
U.S. Government Securities US TREAS 8.75 BD DUE 11-15-2008/2003
53,125.00 
54,968.11 
50,000.00 
U.S. Government Securities US TREAS 9.125 BD DUE 5-15-2009/04
11,018.75 
11,158.11 
10,000.00 
U.S. Government Securities US TREAS BD STRIPPED PRIN PMT 02-15-20 25
1,474,106.82 
1,296,273.00 
4,740,000.00 
U.S. Government Securities US TREAS BD STRIPPED PRIN PMT 08-15-2005REG
95,093.80 
92,330.00 
100,000.00 
U.S. Government Securities US TREAS BD STRIPPED PRIN PMT 08-15-2025REG
193,849.60 
184,888.60 
640,000.00 
U.S. Government Securities US TREAS BD STRIPPED PRIN PMT 11-15-2027REG
490,376.06 
403,434.33 
1,810,000.00 
U.S. Government Securities US TREAS BDS 6.75 DUE 08-15-2026 REG
250,226.60 
246,901.00 
200,000.00 
U.S. Government Securities US TREAS BDS BD DTD 11/16/1998 5.25 DUE 11-15-2028 REG
522,246.00 
506,445.31 
500,000.00 
U.S. Government Securities US TREAS BDS BDS 5.375 DUE 02-15-2031 BEO
185,326.52 
181,940.63 
170,000.00 
U.S. Government Securities US TREAS BDS DTD 02/15/2000 6.25 DUE 05-15-2030 REG
1,196,680.00 
1,160,703.12 
1,000,000.00 
U.S. Government Securities US TREAS BDS DTD 11/17/1980 12.75 DUE 11-15-2010/CALL 11-15-2005 REG
64,718.75 
64,961.56 
50,000.00 
U.S. Government Securities US TREAS BDS INFLATION INDEX LINKED 3.875 04-15-2029
5,361,854.21 
4,583,131.51 
4,010,000.00 
U.S. Government Securities US TREAS BILLS 03-06-2003 0 U S T-BILL 06/03/2003 USD1000
967,915.81 
967,306.63 
970,000.00 
U.S. Government Securities US TREAS BILLS 03-20-2003 0 20/3/2003 USD1000
997,540.00 
997,017.22 
1,000,000.00 
U.S. Government Securities US TREAS BILLS 03-20-2003 0 20/3/2003 USD1000
798,032.00 
797,613.78 
800,000.00 
U.S. Government Securities US TREAS BILLS 03-20-2003 0 20/3/2003 USD1000
997,540.00 
997,017.22 
1,000,000.00 
U.S. Government Securities US TREAS BILLS 03-20-2003 0 20/3/2003 USD1000
798,032.00 
797,613.78 
800,000.00 
U.S. Government Securities US TREAS NT 4.75 DUE 02-15-2004 REG
16,625.01 
15,855.74 
16,000.00 
U.S. Government Securities US TREAS NTS 4 DUE 11-15-2012 REG
3,011,998.77 
2,917,096.87 
2,970,000.00 
U.S. Government Securities US TREAS NTS 6.25 15/2/2003 USD1000 6.25DUE 02-15-2003 REG
16,095.01 
16,719.73 
16,000.00 
U.S. Government Securities US TREAS NTS INFLATION INDEX 3.625 TIPS 01-15-2008
6,644,800.33 
6,097,305.20 
5,400,000.00 
U.S. Government Securities US TREAS NTS INFLATION INDEXED 3.375 DUE01-15-2007 REG
246,657.39 
228,431.03 
200,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT 0 15/5/2007 USD1000 05-15-2007 REG
22,210.95 
16,228.00 
25,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2004REG
20,606.25 
16,140.39 
21,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2005REG
21,071.89 
15,970.02 
22,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2006REG
21,289.38 
15,798.93 
23,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2008REG
25,453.14 
18,239.40 
30,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2009REG
23,335.95 
19,566.59 
29,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT 08-15-2011REG
35,453.15 
29,738.50 
50,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT GENERIC TINT PMT 05-15-2010 REG
23,521.25 
20,310.89 
31,000.00 
Corporate Debt Instruments - - Preferred CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO
156,335.06 
141,518.11 
140,000.00 
Corporate Debt Instruments - - Preferred CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO
1,116,679.00 
998,380.00 
1,000,000.00 
Corporate Debt Instruments - - Preferred CVRD FIN LTD NT 2000-2 144A DUE 10-15-2007/10-16-2002 BEO SF 04-15-2003
400,036.00 
401,031.59 
400,000.00 
Corporate Debt Instruments - - Preferred PVTPL DRESDNER FDG TR I 144A 8.151 DUE 06-30-2031 BEO
244,275.84 
240,000.00 
240,000.00 
Corporate Debt Instruments - - Preferred CIT GROUP INC 7.125% BDS 15/10/2004 USD
394,171.17 
369,955.60 
370,000.00 
Corporate Debt Instruments - - Preferred KOREA ELEC PWR CORP 7.75 BD DUE 4-1-2013REG
120,380.00 
93,058.00 
100,000.00 
Corporate Debt Instruments - - Preferred BRIT TELECOMMUNICATIONS P L C NT 8.375 DUE 12-15-2010 BEO
233,785.11 
194,682.15 
195,000.00 
Corporate Debt Instruments - - Preferred BRIT TELECOMMUNICATIONS P L C NT 8.875 DUE 12-15-2030 BEO
127,490.00 
101,265.35 
100,000.00 
Corporate Debt Instruments - - Preferred MEDALLION TR MTG BKD NT SER 2000-2G CL A-1 FLTG RATE 12-18-2031 BEO
844,001.57 
846,451.87 
846,762.01 
Corporate Debt Instruments - - Preferred ROYAL BK SCOT GRP ADR REP 1 SER'2'NON-CUM PRF
147,178.69 
130,000.00 
130,000.00 
Corporate Debt Instruments - - Preferred ##SLM STUD LN TR LN BKD NT FLTG SER 1998-2CL A-1 04-25-2007 REG #477056
15,555.10 
15,422.83 
15,542.43 
Corporate Debt Instruments - - Preferred AAMES MTG TR SER 1999-1 CL AV FLT RT 07-15-2029 BEO
163,675.72 
163,493.50 
163,646.92 
Corporate Debt Instruments - - Preferred ARCHER DANIELS MIDLAND CO 7.5 DUE 03-15-2027 REG
617,363.98 
477,641.90 
515,000.00 
Corporate Debt Instruments - - Preferred AST BACKED SECS CORP HOME EQTY LN TR 2001-HE3 11-15-2031 BEO
818,507.35 
819,641.73 
819,641.73 
Corporate Debt Instruments - - Preferred AST SECURITIZATION CORP SER 1996-D2 CL A1 6.92 BD DUE 02-14-2029 BEO
379,476.12 
383,592.39 
354,255.60 
Corporate Debt Instruments - - Preferred ATLC RICHFIELD CO 10.875 DUE 07-15-2005 REG
29,625.00 
29,825.00 
25,000.00 
Corporate Debt Instruments - - Preferred AZ PUB SVC CO SR NT DTD 11/15/1996 6.75 DUE 11-15-2006 REG
2,057,998.30 
1,955,784.00 
1,900,000.00 
Corporate Debt Instruments - - Preferred BEAR STEARNS COS INC MEDIUM TERM NTS BOOTRANCHE # TR 00459 VAR RT 12-01-2003
500,306.00 
499,670.00 
500,000.00 
Corporate Debt Instruments - - Preferred BK 1 CORP 4.125 DUE 09-01-2007 BEO
195,406.45 
189,711.20 
190,000.00 
Corporate Debt Instruments - - Preferred BK AMER CORP SUB NT 7.4 DUE 01-15-2011 BEO
606,651.98 
551,142.70 
515,000.00 
Corporate Debt Instruments - - Preferred BOEING CAP CORP NT 7.375 DUE 09-27-2010 BEO
301,263.30 
283,230.60 
270,000.00 
Corporate Debt Instruments - - Preferred BOEING CO 6.625 DEB DUE 02-15-2038
139,702.78 
137,902.80 
140,000.00 
Corporate Debt Instruments - - Preferred BRISTOL MYERS SQUIBB CO NT 5.75 DUE 10-01-2011 BEO
138,431.15 
133,572.40 
130,000.00 
Corporate Debt Instruments - - Preferred BRIT TELECOMMUNICATIONS P L C NT STEP UP12-15-2005
1,578,787.00 
1,397,746.00 
1,400,000.00 
Corporate Debt Instruments - - Preferred CDC MTG CAP TR 2002-HE MTG PASSTHRU CTF CL A 11-25-2032 BEO
899,145.98 
897,830.66 
897,830.66 
Corporate Debt Instruments - - Preferred CENTEX HOME EQTY LN TR 2002-D AST BKD CTF CL AV 12-25-2032 BEO
2,022,525.00 
2,020,000.00 
2,020,000.00 
Corporate Debt Instruments - - Preferred CHASE COML MTG SECS CORP 7.6 DUE 07-18-2028 REG
132,238.95 
138,956.15 
130,283.40 
Corporate Debt Instruments - - Preferred CHASE FDG TR SER 2000-2 CL IIA-1 FLT RT 05-25-2030 BEO
193,313.76 
193,189.35 
193,189.35 
Corporate Debt Instruments - - Preferred CHEM MTG SECS INC SER 1996-1 CL A-8 7.25MO BD 1-25-26 BEO
323,025.74 
328,762.44 
323,604.99 
Corporate Debt Instruments - - Preferred CIT GROUP INC SR NT 7.625 DUE 08-16-2005BEO
753,096.40 
698,999.00 
700,000.00 
Corporate Debt Instruments - - Preferred CITIGROUP INC 5.625 DUE 08-27-2012 BEO
63,088.92 
62,038.80 
60,000.00 
Corporate Debt Instruments - - Preferred CITIGROUP INC NT GLOBAL 20120021 6 DUE 02-21-2012 BEO
482,854.68 
441,052.08 
440,000.00 
Corporate Debt Instruments - - Preferred CMO BEAR STEARNS ARM TR 2001-10 MTG PASTHRU CTF V-A VAR DUE 12-25-2031 BEO
937,185.21 
929,823.23 
918,536.71 
Corporate Debt Instruments - - Preferred CMO BEAR STEARNS ARM TR 2001-3 MTG PASSTHRU CTF VAR CL IV-A 01-25-32 BEO
198,940.94
195,887.72 
194,704.44 
Corporate Debt Instruments - - Preferred CMO BEAR STEARNS ARM TR 2001-6 MTG PSTRU CTF II-A VAR RATE 9-25-31BE
421,195.73 
422,549.76 
418,603.32 
Corporate Debt Instruments - - Preferred CMO BEAR STEARNS ARM TR 2002-11 CL I-A-1DUE 01-25-2033 BEO
1,015,620.00 
1,015,625.00 
1,000,000.00 
Corporate Debt Instruments - - Preferred CMO BEAR STEARNS ARM TR 2002-11 CL I-A-2DUE 01-25-2033 BEO
3,060,930.00 
3,060,000.00 
3,000,000.00 
Corporate Debt Instruments - - Preferred CMO CHASE MTG FIN CORP 1998-AS1 MC MTG CTF CL IA-8 6.75 DUE 08-25-2028 BEO
1,032,668.00 
975,625.00 
1,000,000.00 
Corporate Debt Instruments - - Preferred CMO CITICORP MTG SECS INC 2001-18 REMIC PASSTHRU CTF CL IA-1 4.15 12-25-31BE
914,710.24 
903,702.92 
908,775.93 
Corporate Debt Instruments - - Preferred CMO CONSECO FIN SECURITIZATIONS CORP 2000-D HOME EQTY LN A-5 8.41 12-15-25
855,858.40 
800,000.00 
800,000.00 
Corporate Debt Instruments - - Preferred CMO CWMBS INC PASS THRU CTFS 2002-1 CHL CL 5-A-1 DUE 02-01-2032 BEO
304,517.71 
307,573.29 
300,277.49 
Corporate Debt Instruments - - Preferred CMO CWMBS INC PASS THRU CTFS 6.75 DUE 07-25-2028 BEO
122,951.61 
123,633.38 
122,674.98 
Corporate Debt Instruments - - Preferred CMO HOLMES FING NO 4 PLC SER 1 NT CL A DUE 07-15-2015 BEO
899,163.00 
900,000.00 
900,000.00 
Corporate Debt Instruments - - Preferred CMO INDYMAC ARM TR 2001-H2 MTG PASSTHRU CTF A-2 VAR RATE DUE 01-25-2032 BEO
1,073,045.01 
1,061,201.38 
1,054,051.01 
Corporate Debt Instruments - - Preferred CMO MERRILL LYNCH MTG INVS INC 2002-NC1 ABS CTF CL A-1 FLTG RATE 8-25-09 BEO
90,234.94 
90,467.26 
90,467.26 
Corporate Debt Instruments - - Preferred CMO SEQUOIA MTG TR 4 AST BKD CTF CL A FLTG DUE 04-15-2010 BEO
412,694.24 
428,893.10 
428,893.10 
Corporate Debt Instruments - - Preferred CMO STRUCTURED AST SECS CORP 2001-13 MTGPASSTHRU CTF 2-A 7 DUE 10-25-2016 BEO
859,764.05 
857,768.98 
835,192.68 
Corporate Debt Instruments - - Preferred CMO WA MUT INC SER 2000-1 CL A-1 DUE 06-25-2040 BEO
158,790.37 
159,707.73 
159,707.73 
Corporate Debt Instruments - - Preferred CMO WAMU MTG PASS-THRU CTFS 2002-AR11 MTG PASSTHRU CTF A-1 5.243 10-25-32 BEO
1,838,626.05 
1,816,094.40 
1,785,377.18 
Corporate Debt Instruments - - Preferred CMO WMC MTG LN TR 1998-A MTG PASSTHRU CTF CL M-1 VAR RATE 2.27 07-20-2029 REG
790,959.23 
791,177.91 
790,930.76 
Corporate Debt Instruments - - Preferred COCA COLA CO SR NT DTD 03/08/2002 4 DUE 06-01-2005 BEO
26,172.50 
24,780.45 
25,000.00 
Corporate Debt Instruments - - Preferred CONOCO INC NT DTD 04/20/1999 6.95 DUE 04-15-2029/04-20-1999 BEO
294,679.58 
271,102.00 
260,000.00 
Corporate Debt Instruments - - Preferred CR SUISSE 1ST BSTN USA INC NT DTD 01/09/2002 6.5 DUE 01-15-2012 BEO
1,068,759.00 
994,910.00 
1,000,000.00 
Corporate Debt Instruments - - Preferred CWABS INC 2002-1 AST BKD CTF CL A FLTG RATE .0001 12-01-2040 BEO
816,003.32 
816,921.54 
816,921.54 
Corporate Debt Instruments - - Preferred CWMBS INC MTG SER 1993-12 CL A-11 MTG PASSTHRU 6.625 CTF DUE 02-25-2024 REG
169,863.54 
125,013.28 
165,000.00 
Corporate Debt Instruments - - Preferred DAIMLERCHRYSLER AUTO TR 2001-A AST BKD NT CL A-2 4.98 DUE 01-06-2004 BEO
36,152.77 
36,117.00 
36,136.76 
Corporate Debt Instruments - - Preferred DAIMLERCHRYSLER MASTER OWNER TR AUTO LN AST BACKED NT FLTG 05-15-2007 BEO
270,068.31 
270,000.00 
270,000.00 
Corporate Debt Instruments - - Preferred DET EDISON CO 6.125 DUE 10-01-2010 BEO
121,160.05 
109,980.20 
110,000.00 
Corporate Debt Instruments - - Preferred DIAMOND ST TEL CO 4.625 DEB DUE 9-1-2005REG
1,002.70 
940.84 
1,000.00 
Corporate Debt Instruments - - Preferred DLJ ACCEP TR SER 1989-2 CL G FLTG RT BD DUE 10-17-2020
165,903.05 
165,798.03 
164,271.83 
Corporate Debt Instruments - - Preferred DU PONT E I DE NEMOURS & CO NT 6.75 DUE 10-15-2004/10-20-1999 BEO
54,255.00 
52,974.00 
50,000.00 
Corporate Debt Instruments - - Preferred EQCC AST BACKED CORP 2002-1 AST BKD CTF CL 2-A FLTG RATE 11-25-2031 BEO
335,844.75 
336,173.53 
336,173.53 
Corporate Debt Instruments - - Preferred EQTY 1 ABS INC 2000-1 MTG PASSTHRU CTF CL A-3 7.55 DUE 02-25-2032 BEO
864,209.78 
842,102.07 
842,102.07 
Corporate Debt Instruments - - Preferred FIRSTAR BK 7.125 DUE 12-01-2009 BEO
59,093.85 
52,900.00 
50,000.00 
Corporate Debt Instruments - - Preferred GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00528 6.75 DUE 03-15-2032
431,180.10 
385,362.90 
390,000.00 
Corporate Debt Instruments - - Preferred GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00551 6 DUE 06-15-2012
464,260.25 
428,972.90 
430,000.00 
Corporate Debt Instruments - - Preferred GOLDEN W FINL CORP DEL SR NT 5.5 DUE 08-08-2006 BEO
539,335.50 
497,650.00 
500,000.00 
Corporate Debt Instruments - - Preferred GREEN TREE FINL CORP 98-D HOME EQTY LN CL A-1B ARM FLTG 11-15-2024 BEO
131,685.97 
131,526.44 
131,739.46 
Corporate Debt Instruments - - Preferred GREEN TREE RECREATIONAL EQUIP & CONSUMER97-D NT CL A-1 FLTG RT 3-15-29 BEO
152,181.81 
151,665.07 
152,147.58 
Corporate Debt Instruments - - Preferred HELLER FINL INC HELLER FINL INC 6.375 DUE 03-15-2006 BEO
1,108,600.00 
1,056,730.00 
1,000,000.00 
Corporate Debt Instruments - - Preferred HOME DEPOT INC SR NT 6.5 DUE 09-15-2004 BEO
26,790.00 
25,802.00 
25,000.00 
Corporate Debt Instruments - - Preferred HSEHD FIN CORP CRP HI 7 DUE 05-15-2012 BEO
76,670.23 
69,502.30 
70,000.00 
Corporate Debt Instruments - - Preferred HSEHD FIN CORP HSEHD FIN GLBL CPN 6.375 MAT 11/27/12 6.375 DUE 11-27-2012 BEO
52,196.60 
49,683.00 
50,000.00 
Corporate Debt Instruments - - Preferred HSEHD FIN CORP NT 6.5 DUE 11-15-2008 BEO
109,671.73 
101,890.86 
102,000.00 
Corporate Debt Instruments - - Preferred HSEHD FIN CORP NT 8 DUE 07-15-2010 BEO
90,374.96 
85,793.00 
80,000.00 
Corporate Debt Instruments - - Preferred HSEHD FIN CORP NT DTD 06/17/1998 6.4 DUE06-17-2008 REG
53,316.90 
49,341.50 
50,000.00 
Corporate Debt Instruments - - Preferred HSEHD FINL CORP LTD NT 7 DUE 08-01-2003 BEO
718,692.80 
719,275.90 
700,000.00 
Corporate Debt Instruments - - Preferred HSEHD HOME EQTY LN TR 2002-1 AST BKD CTFCL A FLTG 12-22-2031 BEO
541,035.84 
541,522.13 
541,522.13 
Corporate Debt Instruments - - Preferred HYDRO-QUEBEC QUE HYDRO 6.3 DUE 05-11-2011 BEO
113,850.80 
99,831.00 
100,000.00 
Corporate Debt Instruments - - Preferred I/O CMO GE CAP MTG SVCS INC REMIC MC PASSTHRU CTF 98-10 CL 1-A4 05-25-2028
13,886.01 
36,730.89 
210,978.45 
Corporate Debt Instruments - - Preferred I/O CMO GMAC COML MTG SEC INC SER 1999-CTL1 CL X 07-15-2009 BEO
276,324.17 
378,977.25 
12,733,832.84 
Corporate Debt Instruments - - Preferred J P MORGAN CHASE & CO 5.625 DUE 08-15-2006 BEO
1,604,671.50 
1,495,485.00 
1,500,000.00 
Corporate Debt Instruments - - Preferred J P MORGAN CHASE & CO GLOBAL SUB NT 5.75 DUE 01-02-2013 BEO
141,771.14 
139,763.40 
140,000.00 
Corporate Debt Instruments - - Preferred J P MORGAN CHASE & CO JP MORGAN CHASE 6.625 DUE 03-15-2012 BEO
390,173.76 
362,312.93 
360,000.00 
Corporate Debt Instruments - - Preferred LEHMAN BROS HLDGS INC MEDIUM TERM NT TRANCHE # TR 00383 VAR RT DUE 07-06-2004
900,467.10 
900,000.00 
900,000.00 
Corporate Debt Instruments - - Preferred M.LYNCH MTG INVS INC SER 1998-C1 6.31 ABS CTF DUE 11-15-2026 BEO
577,243.36 
543,946.75 
544,456.72 
Corporate Debt Instruments - - Preferred MCDONALDS CORP MTN BE TRANCHE # TR 000846 DUE 04-15-2011
27,330.00 
24,214.25 
25,000.00 
Corporate Debt Instruments - - Preferred MELLON RESDNTL FDG CORP 1999-TBC1 MTG PASSTHRU CTF CL A-3 6.11 1-25-29 BEO
848,772.74 
850,860.07 
834,432.19 
Corporate Debt Instruments - - Preferred MORGAN J P & CO INC MEDIUM TERM SUB NTS BOOK ENTRY 6 DUE 01-15-2009 BEO
241,612.01 
228,102.50 
230,000.00 
Corporate Debt Instruments - - Preferred MORGAN J P COML MTG FIN CORP SER 1998- C6 6.373 ABS CTF DUE 01-15-2030 BEO
168,427.48 
169,368.88 
168,526.24 
Corporate Debt Instruments - - Preferred MORGAN ST CAP I INC SER 1998-MF1 CL A1 6.19 CTF DUE 01-15-2007 BEO
543,857.84 
498,422.51 
508,858.07 
Corporate Debt Instruments - - Preferred MORGAN STANLEY DEAN WITTER & CO GLOBAL NT 4/25/01 6.75 DUE 4-15-11 BEO
33,336.00 
30,075.00 
30,000.00 
Corporate Debt Instruments - - Preferred NABISCO INC 6.125 NT DUE 02-01-2033/03
801,948.00 
816,288.00 
800,000.00 
Corporate Debt Instruments - - Preferred NABISCO INC DEB DTD 06/15/1995 7.55 DUE 06-15-2015 REG
533,826.94 
479,720.90 
430,000.00 
Corporate Debt Instruments - - Preferred NIAGARA MOHAWK PWR CORP SER E 7.375 SR NT DUE 07-01-2003
773,810.13 
771,212.17 
756,097.78 
Corporate Debt Instruments - - Preferred NOMURA AST SECS CORP SER 1996-MD5 CL A1A7.07 BD DUE 04-13-2036 BEO
1,108,030.15 
1,119,961.35 
1,069,654.17 
Corporate Debt Instruments - - Preferred ORIGEN MFD HSG CONT TR SER 2002-A SR/SUBAB CTF CL A-1 2.12 12-15-13 BEO
581,357.78 
581,102.10 
581,102.10 
Corporate Debt Instruments - - Preferred PAINE WEBBER GROUP INC 6.5 DUE 11-01-2005 REG
439,598.00 
319,164.00 
400,000.00 
Corporate Debt Instruments - - Preferred PFIZER INC 5.625 DUE 02-01-2006 BEO
27,295.00 
26,837.00 
25,000.00 
Corporate Debt Instruments - - Preferred PHILIP MORRIS COS INC 7.75 DEB DUE 01-15-2027
726,177.54 
754,353.60 
660,000.00 
Corporate Debt Instruments - - Preferred PHILLIPS PETE CO NT 8.75 DUE 05-25-2010 BEO
437,998.75 
408,943.50 
350,000.00 
Corporate Debt Instruments - - Preferred PVTPL ALPINE PARTNERS L P SER 2000-1 NT CL A FLTG RATE 144A DUE 10-08-209 BEO
625,969.75 
630,700.00 
630,700.00 
Corporate Debt Instruments - - Preferred PVTPL CMO BANC AMER LARGE LN INC 2002-144A A-1 VAR 11-06-2003 BEO
980,125.20 
980,733.25 
980,733.25 
Corporate Debt Instruments - - Preferred PVTPL CMO CR SUISSE 1ST BSTN MTG SECS CORP 2001-TFL1 A 144AVAR 12-31-2040 BEO
699,510.00 
700,000.00 
700,000.00 
Corporate Debt Instruments - - Preferred PVTPL CMO CRIIMI MAE COML MTG TR SER 1998-C1 BD CL A-2 144A 7 03-02-11 REG
765,551.50 
751,125.00 
700,000.00 
Corporate Debt Instruments - - Preferred PVTPL CONOCOPHILLIPS NT 2012 144A 4.75 DUE 10-15-2012/10-14-2012 BEO
80,429.04 
80,000.00 
80,000.00 
Corporate Debt Instruments - - Preferred PVTPL SYSTEMS 2001 A T LLC SERIES-2001 CLASS-G 144A 6.664 DUE 09-15-2013 BEO
367,171.10 
342,881.30 
340,699.12 
Corporate Debt Instruments - - Preferred RESDNTL FDG MTG SECS I INC SER 1996-S6 CL A-10 7% MTG PASSTHRU CTFS 3-25-26 BEO
576,638.83 
570,503.92 
564,855.38 
Corporate Debt Instruments - - Preferred SARA LEE CORP NT 6.25 DUE 09-15-2011 BEO
330,858.43 
296,289.15 
295,000.00 
Corporate Debt Instruments - - Preferred SIGNET SER 1995-A FLTG RT BD DUE 06-20-2004
3.25 
3.25 
3.25 
Corporate Debt Instruments - - Preferred STRUCTURED AST SECS CORP 2002-BC1 CL A1 08-25-2032 BEO
891,821.82 
884,142.65 
885,526.28 
Corporate Debt Instruments - - Preferred TELE COMM INC MEDIUM TERM NTS TRANCHE 00019 DTD 03/03/93 8.35 DUE02-15-2005
740,425.70 
720,020.00 
700,000.00 
Corporate Debt Instruments - - Preferred UBS PFD FDG TST 8.622%-FRN NTS PERP USD1000
253,836.03 
211,302.00 
210,000.00 
Corporate Debt Instruments - - Preferred UNILEVER CAP CORP NT 7.125 DUE 11-01-2010 BEO
247,863.21 
208,118.40 
210,000.00 
Corporate Debt Instruments - - Preferred VERIZON GLOBAL FDG 4.25% CV BD 15/9/05 USD(BR)
52,375.00 
51,131.25 
50,000.00 
Corporate Debt Instruments - - Preferred VERIZON GLOBAL FDG CORP NT 7.25 DUE 12-01-2010 BEO
329,594.28 
310,279.70 
290,000.00 
Corporate Debt Instruments - - Preferred VIACOM INC 5.625 DUE 08-15-2012 BEO
138,688.03 
129,807.60 
130,000.00 
Corporate Debt Instruments - - Preferred WACHOVIA AST SECURITIZATION INC 2002-HE2TR AST BKD CTF CL A 12-25-2032 BEO
1,809,140.63 
1,800,000.00 
1,800,000.00 
Corporate Debt Instruments - - Preferred WACHOVIA CORP 2ND NEW GLOBAL NT 4.95 DUE11-01-2006 REG
1,067,067.00 
998,070.00 
1,000,000.00 
Corporate Debt Instruments - - Preferred WAL-MART STORES INC NT DTD 10/14/1993 5.875 DUE 10-15-2005 REG
26,397.60 
25,317.60 
24,000.00 
Corporate Debt Instruments - - Preferred WELLS FARGO & CO NEW SUB GLOBAL NT 6.375DUE 08-01-2011 BEO
560,088.50 
508,415.00 
500,000.00 
Corporate Debt Instruments - - Other ALLIANCE ATLANTIS COMMUNICATIONS INC SR SUB NT 13 DUE 12-15-2009/12-15-2004 BEO
13,080.00 
11,880.00 
12,000.00 
Corporate Debt Instruments - - Other TEMBEC INDS INC GTD SR NT DTD 01/19/20018.5 DUE 02-01-2011 BEO
35,262.50 
35,376.78 
35,000.00 
Corporate Debt Instruments - - Other PVTPL KOREA AST FDG 2000-1 LTD SECD NTFLTG RATE 144A VAR RT 02-10-2009 BEO
78,246.73 
78,537.32 
78,537.32 
Corporate Debt Instruments - - Other CIE FIN DE CIC ET UNDTD FR DEBT INS USD(BR)
295,500.00 
287,283.00 
300,000.00 
Corporate Debt Instruments - - Other FRANCE TELECOM SA NT STEP UP 03-01-2006 02-28-2006
328,459.20 
306,762.00 
300,000.00 
Corporate Debt Instruments - - Other TYCO INTL GROUP S A CRP TYC 6.375 DUE 10-15-2011/10-14-2011 BEO
130,900.00 
111,800.00 
140,000.00 
Corporate Debt Instruments - - Other TYCO INTL GROUP S A GTD NT DTD 02/21/2001 6.75 DUE 02-15-2011 BEO
28,350.00 
25,400.00 
30,000.00 
Corporate Debt Instruments - - Other TYCO INTL GROUP S A NT 7 DUE 06-15-2028 BEO
149,600.00 
129,600.00 
170,000.00 
Corporate Debt Instruments - - Other PVTPL PETROLIAM NASIONAL BERHAD BD 7.625DUE 10-15-2026 REG
31,048.83 
28,634.40 
30,000.00 
Corporate Debt Instruments - - Other DEUTSCHE TELEKOM INTL FIN B V USD NT 9.25 DUE 06-01-2032 BEO
279,079.02 
228,780.80 
220,000.00 
Corporate Debt Instruments - - Other PANAMA REP US$ GLOBAL BDS DTD 02/08/20019.625% DUE 02-08-2011 BEO
131,100.00 
124,800.00 
120,000.00 
Corporate Debt Instruments - - Other KOREA DEPOSIT INSU 2.5% CV BD 11/12/05 USD(VAR
327,315.00 
301,940.03 
300,000.00 
Corporate Debt Instruments - - Other FLEXTRONICS INTL LTD US$ SR SUB NT 9.875DUE 07-01-2010/07-01-2005 BEO
49,565.00 
46,884.80 
46,000.00 
Corporate Debt Instruments - - Other AVECIA GROUP PLC SR NT 11 DUE 07-01-2009/07-01-2004 BEO PUT
23,400.00 
30,000.00 
30,000.00 
Corporate Debt Instruments - - Other BRIT SKY BROADCASTING GROUP PLC GTD NT 6.875 DUE 02-23-2009 BEO
65,440.00 
62,720.00 
64,000.00 
Corporate Debt Instruments - - Other ##MOTOROLA INC NT 5.8 DUE 10-15-2008 BE O DO NOT USE SEE 4-780298
4,831.00 
4,538.41 
5,000.00 
Corporate Debt Instruments - - Other AES CORP SR NT 9.5 DUE 06-01-2009/05-31-2009 BEO
47,162.50 
69,546.97 
77,000.00 
Corporate Debt Instruments - - Other AGCO CORP SR NT 9.5 DUE 05-01-2008/05-01-2005 BEO
18,360.00 
17,000.00 
17,000.00 
Corporate Debt Instruments - - Other AK STL CORP SR NT 7.875 DUE 02-15-2009/02-15-2004 BEO PUT
84,840.00 
78,097.50 
84,000.00 
Corporate Debt Instruments - - Other ALBRTSNS INC MTN BOOK ENTRY TRANCHE #TR 00072 6.52 DUE 4-10-28
4,984.00 
4,125.15 
5,000.00 
Corporate Debt Instruments - - Other ALLIED WASTE N AMER INC SR NT 7.375 DUE 01-01-2004 BEO
450,000.00 
417,375.00 
450,000.00 
Corporate Debt Instruments - - Other ALLIED WASTE N AMER INC SR SECD NT DTD 01/30/2001 8.875 DUE 04-01-2008 BEO
137,025.00 
138,407.50 
135,000.00 
Corporate Debt Instruments - - Other AMERN AXLE & MFG INC SR SUB NT 9.75 DUE 03-01-2009/03-01-2004 BEO PUT
50,407.50 
46,427.86 
47,000.00 
Corporate Debt Instruments - - Other AMERN GREETINGS CORP SR DEB DTD 07/27/1998 6.1 DUE 08-01-2028 BEO PUT
8,370.00 
8,448.75 
9,000.00 
Corporate Debt Instruments - - Other AMERN STD COS INC DEL SR NT 8.25 DUE 06-01-2009 BEO
45,150.00 
42,262.50 
42,000.00 
Corporate Debt Instruments - - Other AMERN STD INC 7.375 DUE 04-15-2005 REG
30,160.00 
29,072.50 
29,000.00 
Corporate Debt Instruments - - Other AMERN STD INC 7.625 DUE 02-15-2010 REG
14,840.00 
13,352.50 
14,000.00 
Corporate Debt Instruments - - Other AOL TIME WARNER INC 7.625 DUE 04-15-2031/04-14-2031 BEO
555,003.36 
527,849.00 
540,000.00 
Corporate Debt Instruments - - Other AOL TIME WARNER INC DEB DTD 04/08/2002 7.7 DUE 05-01-2032 BEO
83,258.64 
74,695.50 
80,000.00 
Corporate Debt Instruments - - Other AT&T BROADBAND CORP NT 9.455 DUE 11-15-2022 BEO
11,600.00 
10,550.94 
10,000.00 
Corporate Debt Instruments - - Other AT&T CORP DEB DTD 01/15/1992 8.125 DUE 01-15-2022/01-15-2003 REG
127,725.00 
124,692.91 
130,000.00 
Corporate Debt Instruments - - Other AT&T CORP NT 6.5 DUE 03-15-2013/03-14-2013 BEO
40,125.08 
35,500.00 
40,000.00 
Corporate Debt Instruments - - Other AT&T CORP USD SR NT 8.5 DUE 11-15-2031/11-14-2031 BEO
187,379.61 
168,174.20 
170,000.00 
Corporate Debt Instruments - - Other AUBURN HILLS TR 12.00 BD DUE 05-01-2020 REG
495,678.81 
289,384.27 
330,000.00 
Corporate Debt Instruments - - Other AVIS GROUP HLDGS INC 11 DUE 05-01-2009/05-01-2004 BEO
94,170.00 
89,615.00 
86,000.00 
Corporate Debt Instruments - - Other B.STEARNS MTG SECS INC SER 97-7 CL 1A9 7 MTG PASSTHRU CTF DUE 02-25-2028 BEO
712,317.87 
703,420.30 
701,010.57 
Corporate Debt Instruments - - Other BEAZER HOMES USA INC SR NT 8.375 DUE 04-15-2012/04-15-2007 BEO
23,690.00 
23,000.00 
23,000.00 
Corporate Debt Instruments - - Other BECKMAN INSTRS INC NEW SR NT 7.1 DUE 03-04-2003 BEO
754,447.50 
749,722.50 
750,000.00 
Corporate Debt Instruments - - Other BEN CORP TRANCHE # TR 130 6.75 MTN DUE 07-20-2004 BEO
102,880.40 
103,135.63 
100,000.00 
Corporate Debt Instruments - - Other BIOVAIL CORP SR SUB NT 7.875 DUE 04-01-2010/04-01-2006 BEO
30,000.00 
29,781.00 
30,000.00 
Corporate Debt Instruments - - Other CALPINE CORP 8.5 DUE 02-15-2011 BEO
40,890.00 
82,005.56 
94,000.00 
Corporate Debt Instruments - - Other CALPINE CORP SR NT 7.75 DUE 04-15-2009 BEO
11,760.00 
27,895.00 
28,000.00 
Corporate Debt Instruments - - Other CALPINE CORP SR NT 7.75 DUE 04-15-2009 BEO
5,040.00 
9,414.00 
12,000.00 
Corporate Debt Instruments - - Other CANANDAIGUA BRANDS INC SR SUB NT 8.5 DUE03-01-2009/03-01-2004 BEO
5,237.50 
5,175.00 
5,000.00 
Corporate Debt Instruments - - Other CAP 1 BK MEDIUM TERM SR BK NTS BOOK ENTRY 6.62 DUE 08-04-2003 BEO
692,171.20 
688,926.00 
700,000.00 
Corporate Debt Instruments - - Other CHANCELLOR MEDIA CORP L A SER B 8.125 SRSUB NT DUE 12-15-2007/02
91,630.00 
91,078.75 
88,000.00 
Corporate Debt Instruments - - Other CHRYSLER CORP 7.45 DEB DUE 03-01-2027
5,419.50 
4,585.81 
5,000.00 
Corporate Debt Instruments - - Other CIT GROUP INC INTERNOTES BOOK ENTRY TRANCHE # TR 00004 4.95 DUE 11-15-2004
5,100.50 
5,000.00 
5,000.00 
Corporate Debt Instruments - - Other CITIBANK CR CARD ISSUANCE TR 2002-C1 NT FLTG RATE 02-09-2009 BEO
198,944.80 
200,000.00 
200,000.00 
Corporate Debt Instruments - - Other CITIZENS UTILS CO DEL 7 DUE 11-01-2025 REG
9,304.00 
7,905.55 
10,000.00 
Corporate Debt Instruments - - Other CITIZENS UTILS CO DEL 7.6 DUE 06-01-2006REG
10,895.00 
10,048.45 
10,000.00 
Corporate Debt Instruments - - Other CKE RESTAURANTS INC 4.25 DUE 03-15-2004/03-15-2002 REG
14,193.00 
6,658.88 
15,000.00 
Corporate Debt Instruments - - Other CMO CMC SECS CORP III COLL MTG OBLIG 1994-B CL B-A5 6 DUE 02-25-2009 BEO
182,042.12 
177,609.62 
180,715.67 
Corporate Debt Instruments - - Other CMS ENERGY CORP CMS ENERGY CORP NT 8 1 2DUE 4 1 8.5 DUE 04-15-2011 BEO
24,360.00 
27,445.04 
28,000.00 
Corporate Debt Instruments - - Other CMS ENERGY CORP SR NT 7.5 DUE 01-15-2009BEO
73,950.00 
75,087.36 
87,000.00 
Corporate Debt Instruments - - Other CMS ENERGY CORP SR NT 9.875 DUE 10-15-2007/10-12-2000 BEO
53,200.00 
58,315.30 
56,000.00 
Corporate Debt Instruments - - Other CMS PANHANDLE HLDG CO NT 6.125 DUE 03-15-2004 BEO
297,909.30 
299,052.00 
300,000.00 
Corporate Debt Instruments - - Other COASTAL CORP NT 7.5 DUE 08-15-2006 BEO
492,000.00 
615,078.00 
600,000.00 
Corporate Debt Instruments - - Other COLUMBIA / HCA HEALTHCARE CORP 7.25 DUE 05-20-2008 REG
58,893.89 
55,875.00 
55,000.00 
Corporate Debt Instruments - - Other COLUMBIA /HCA HEALTHCARE CORP 6.91 BD DUE 06-15-2005 REG
21,015.12 
20,650.00 
20,000.00 
Corporate Debt Instruments - - Other COMPAGNIE GENERALE DE GEOPHYSIQUE SR NT 10.625 DUE 11-15-2007/11-15-2002 BEO
27,280.00 
31,000.00 
31,000.00 
Corporate Debt Instruments - - Other CONS RAIL CORP 7.875 DEB DUE 5-15-2043 REG
105,644.52 
95,416.20 
90,000.00 
Corporate Debt Instruments - - Other CONSTELLATION BRANDS INC SR NT DTD 02/21/2001 8 DUE 02-15-2008 BEO
64,050.00 
61,420.00 
61,000.00 
Corporate Debt Instruments - - Other COVENTRY HLTH CARE INC SR NT 8.125 DUE 02-15-2012/02-15-2003 BEO
33,280.00 
32,000.00 
32,000.00 
Corporate Debt Instruments - - Other COX COMMUNICATIONS INC NEW SUB DISC DEB EXCHANGEABLE .42589 4-19-20/4-19-05 BEO
13,650.00 
12,975.00 
30,000.00 
Corporate Debt Instruments - - Other COX ENTERPRISES INC NT 7.5 DUE 08-15-2004 BEO
743,752.10 
732,284.00 
700,000.00 
Corporate Debt Instruments - - Other CROWN CORK & SEAL FIN S A NT DTD 12/17/1996 6.75 DUE 12-15-2003 REG
14,560.00 
13,981.27 
16,000.00 
Corporate Debt Instruments - - Other CROWN CORK & SEAL INC 7.375 DUE 12-15-2026/12-14-2026 REG
3,450.00 
3,397.21 
5,000.00 
Corporate Debt Instruments - - Other CSC HLDGS INC 7.875 DUE 02-15-2018 REG
896.25 
695.00 
1,000.00 
Corporate Debt Instruments - - Other DAIMLERCHRYSLER N AMER HLDG CORP 7.75 DUE 05-27-2003 BEO
611,953.80 
628,800.00 
600,000.00 
Corporate Debt Instruments - - Other DAIMLERCHRYSLER N AMER HLDG CORP GTD NT 6.9 DUE 09-01-2004 BEO
5,285.50 
5,095.16 
5,000.00 
Corporate Debt Instruments - - Other DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY TRANCHE # TR 00033 7.3 DUE
7,619.50 
7,472.50 
7,000.00 
Corporate Debt Instruments - - Other DOLE FOOD INC SR NT 2009 7.25 DUE 05-01-2009 BEO
0.00 
0.00 
0.00 
Corporate Debt Instruments - - Other DOMINION RES INC DEL 5.125 DUE 12-15-2009 BEO
70,919.24 
69,687.10 
70,000.00 
Corporate Debt Instruments - - Other DOMINION RES INC DEL NT DTD 09/16/2002 5.7 DUE 09-17-2012 BEO
93,344.04 
90,725.60 
90,000.00 
Corporate Debt Instruments - - Other DUKE ENERGY FIELD SVCS LLC NT 7.5 DUE 08-16-2005/08-15-2005 BEO
1,370,370.30 
1,295,099.00 
1,300,000.00 
Corporate Debt Instruments - - Other DYNEGY HLDGS INC SR NT 8.75 DUE 02-15-2012/02-14-2012 BEO
101,500.00 
260,032.50 
290,000.00 
Corporate Debt Instruments - - Other EASTMAN CHEM CO 6.375 DUE 01-15-2004 REG
10,381.00 
10,016.65 
10,000.00 
Corporate Debt Instruments - - Other ECHOSTAR DBS CORP SR NT 9.125 DUE 01-15-2009/01-15-2006 BEO
31,575.00 
30,000.00 
30,000.00 
Corporate Debt Instruments - - Other ECHOSTAR DBS CORP SR NT 9.375 DUE 02-01-2009/02-01-2004 BEO PUT
95,175.00 
90,271.81 
90,000.00 
Corporate Debt Instruments - - Other EL PASO CORP ZERO CPN CONV DEB 0 DUE 02-28-2021/02-28-2006 BEO PUT
207,700.00 
278,245.60 
670,000.00 
Corporate Debt Instruments - - Other EL PASO ENERGY CORP MEDIUM TERM NTS BOOK TR 4 7.8 8-1-31
12,400.00 
18,752.80 
20,000.00 
Corporate Debt Instruments - - Other EL PASO ENERGY CORP MTN BOOKTRANCHE # TR00005 7.75 1-15-2032 BEO
266,600.00 
422,415.20 
430,000.00 
Corporate Debt Instruments - - Other EMMIS COMMUNICATIONS CORP SR SUB NT 8.125 DUE 03-15-2009/03-15-2004 BEO PUT
17,595.00 
16,383.75 
17,000.00 
Corporate Debt Instruments - - Other ENTERGY MISS INC 1ST MTG BD DTD 02/15/2000 7.75 DUE 02-15-2003 BEO
1,005,433.00 
1,011,660.00 
1,000,000.00 
Corporate Debt Instruments - - Other EXTD STAY AMER INC SR SUB NT 9.875 DUE 06-15-2011/06-15-2006 BEO
30,450.00 
30,000.00 
30,000.00 
Corporate Debt Instruments - - Other FIRSTENERGY CORP NT SER B 6.45 DUE 11-15-2011/11-14-2011 BEO
129,329.59 
129,546.30 
130,000.00 
Corporate Debt Instruments - - Other FIRSTENERGY CORP NT SER C 7.375 DUE 11-15-2031/11-14-2031 BEO
116,326.20 
119,798.40 
120,000.00 
Corporate Debt Instruments - - Other FNMA DISC NT 02-12-2003
698,754.49 
694,603.19 
700,000.00 
Corporate Debt Instruments - - Other FORD MTR CO DEL DEB 8.9 DUE 01-15-2032 REG
215,959.70 
234,194.40 
220,000.00 
Corporate Debt Instruments - - Other FORD MTR CR CO GLOBAL LANDMARK SECS-GLOBLS 6.7 DUE 07-16-2004 BEO
10,188.00 
10,104.00 
10,000.00 
Corporate Debt Instruments - - Other FORD MTR CR CO GLOBAL LANDMARK SECS-GLOBLS FLTG RATE DUE 03-17-2003 BEO
998,526.00 
996,560.00 
1,000,000.00 
Corporate Debt Instruments - - Other FORD MTR CR CO MEDIUM TERM NTS BOOK ENTRY TR 00845 VAR RT DUE 06-30-2005
1,177,460.70 
1,284,140.00 
1,300,000.00 
Corporate Debt Instruments - - Other FORD MTR CR CO NT DTD 02/23/1999 5.75 DUE 02-23-2004 BEO
1,350,970.11 
1,278,914.70 
1,330,000.00 
Corporate Debt Instruments - - Other FORD MTR CR CO NT FLTG RATE DUE 04-17-2003 BEO
498,931.50 
502,888.00 
500,000.00 
Corporate Debt Instruments - - Other FOREST OIL CORP SR NT 7.75 DUE 05-01-2014/05-01-2007 BEO
51,737.10 
49,045.00 
50,000.00 
Corporate Debt Instruments - - Other GA GULF CORP SR SUB NT 10.375 DUE 11-01-2007/11-01-2003 BEO PUT
5,300.00 
5,044.75 
5,000.00 
Corporate Debt Instruments - - Other GA PAC CORP 8.875 DUE 05-15-2031/05-14-2031 BEO
4,300.00 
4,682.50 
5,000.00 
Corporate Debt Instruments - - Other GA PAC CORP 9.5 DUE 12-01-2011 REG
15,680.00 
16,505.00 
16,000.00 
Corporate Debt Instruments - - Other GEN MTR CORP 8.80 BD DUE 3-1-2021 REG PUTABLE ON 3-1-98
803,956.50 
921,157.50 
750,000.00 
Corporate Debt Instruments - - Other GEN MTRS ACCEP CORP 7.625 DUE 06-15-2004BEO
1,365,065.00 
1,299,194.00 
1,300,000.00 
Corporate Debt Instruments - - Other GEN MTRS ACCEP CORP GLOBAL BD 7.25 DUE 03-02-2011 BEO
407,612.40 
399,168.40 
400,000.00 
Corporate Debt Instruments - - Other GEN MTRS ACCEP CORP MEDIUM TERM NTS BOOKENTRY TR # 00593 VAR RT DUE 01-20-24
788,468.80 
800,000.00 
800,000.00 
Corporate Debt Instruments - - Other GEN MTRS ACCEP CORP MEDIUM TERM NTS TR 00609 VAR RT 5-16-2003 BEO
598,391.40 
601,686.00 
600,000.00 
Corporate Debt Instruments - - Other GEN MTRS ACCEP CORP SMARTNOTES BOOK TRANCHE # TR 00558 4 DUE 07-15-2004
24,945.00 
25,000.00 
25,000.00 
Corporate Debt Instruments - - Other GEN MTRS ACCEP CORP SMARTNOTES BOOK TRANCHE # TR 00666 5 DUE 11-15-2004
5,053.00 
5,000.00 
5,000.00 
Corporate Debt Instruments - - Other GEN MTRS CORP SR UNSECD NT 7.2 DUE 01-15-2011 BEO
30,123.00 
30,865.80 
30,000.00 
Corporate Debt Instruments - - Other GMAC COML MTG SEC INC 97-C1 CL A3 6.869 MTG PASSTHRU CTF DUE 8-15-2007 BEO
33,953.28 
28,543.36 
30,000.00 
Corporate Debt Instruments - - Other GMAC COML MTG SEC INC MTG PASSTHRU CTF 1998-C1 CL A-2 6.7 DUE 05-15-2030 REG
87,587.36 
75,126.17 
80,000.00 
Corporate Debt Instruments - - Other HARRAHS OPER INC GTD SR SUB NT 7.875 DUE12-15-2005 BEO
106,000.00 
102,631.41 
100,000.00 
Corporate Debt Instruments - - Other HASBRO INC NT 5.6 DUE 11-01-2005 BEO
49,470.00 
48,641.25 
51,000.00 
Corporate Debt Instruments - - Other HCA-HEALTHCARE CO HCA-06/01/2006 7.125
31,792.11 
30,900.00 
30,000.00 
Corporate Debt Instruments - - Other HCA-HEALTHCARE CO NT 8.75 DUE 09-01-2010BEO
65,601.13 
61,582.50 
57,000.00 
Corporate Debt Instruments - - Other HEALTHSOUTH CORP SR NT DTD 02/01/2001 8.5 DUE 02-01-2008 BEO
16,340.00 
20,294.37 
19,000.00 
Corporate Debt Instruments - - Other HMH PPTYS INC 8.45 DUE 12-01-2008/12-01-2003 BEO
3,950.00 
3,786.79 
4,000.00 
Corporate Debt Instruments - - Other HMH PPTYS INC SR NT SER B 7.875 DUE 08-01-2008/08-01-2003 BEO
38,800.00 
38,700.00 
40,000.00 
Corporate Debt Instruments - - Other HORSESHOE GAMING LLC SR SUB NT 8.625 DUE05-15-2009/05-15-2004 BEO
37,187.50 
34,704.31 
35,000.00 
Corporate Debt Instruments - - Other HOST MARRIOTT L P SR NT SER G 9.25 DUE 10-01-2007 BEO
4,040.00 
3,949.64 
4,000.00 
Corporate Debt Instruments - - Other I/O CMO NORWEST ASSET SECS CORP SER 97-1MTG PASSTHRU CTF CL A-5 01-25-12
9.51 
466.24 
3,729.90 
Corporate Debt Instruments - - Other IMC GLOBAL INC SR NT SER B 10.875 DUE 06-01-2008 BEO
34,720.00 
31,986.20 
32,000.00 
Corporate Debt Instruments - - Other INSIGHT MIDWEST L P / INSIGHT CAP INC SRNT 10.5 DUE 11-01-2010/11-01-2005 BEO
35,982.50 
36,556.10 
37,000.00 
Corporate Debt Instruments - - Other INTL GAME TECH SR NT 8.375 DUE 05-15-2009 BEO
44,400.00 
39,589.60 
40,000.00 
Corporate Debt Instruments - - Other KCS ENERGY INC 8.875 SR SUB NT DUE 01-15-2008/03 BEO
52,850.00 
15,004.34 
70,000.00 
Corporate Debt Instruments - - Other KELLOGG CO NT SER B 5.5 DUE 04-01-2003 BEO
503,850.00 
513,375.00
500,000.00 
Corporate Debt Instruments - - Other KS CY SOUTHN RY CO SR NT 9.5 DUE 10-01-2008 BEO
27,531.25 
26,275.00 
25,000.00 
Corporate Debt Instruments - - Other L-3 COMMUNICATIONS CORP SR SUB NT 7.625 DUE 06-15-2012/06-15-2007 BEO
54,590.00 
53,090.00 
53,000.00 
Corporate Debt Instruments - - Other LEAR CORP SR NT SER B 7.96 DUE 05-15-2005 BEO
70,811.25 
69,000.00 
69,000.00 
Corporate Debt Instruments - - Other LENNAR CORP SR NT SER B 9.95 DUE 05-01-2010/05-01-2005 BEO
6,540.00 
6,495.00 
6,000.00 
Corporate Debt Instruments - - Other LIBERTY MEDIA CORP SR EXCHANGEABLE EXCH INTO SPRINT 3.75 02-15-30/02-15-04
154,875.00 
146,164.00 
300,000.00 
Corporate Debt Instruments - - Other LOCKHEED MARTIN CORP BD 8.5 DUE 12-01-2029 BEO
335,410.50 
249,066.07 
250,000.00 
Corporate Debt Instruments - - Other MACDERMID INC SR SUB NT 9.125 DUE 07-15-2011/07-15-2002 BEO
34,160.00 
34,360.00 
32,000.00 
Corporate Debt Instruments - - Other MANOR CARE INC 7.5 DUE 06-15-2006 REG
43,621.96 
42,832.50 
42,000.00 
Corporate Debt Instruments - - Other MANOR CARE INC NEW SR NT DTD 06/22/2001 8 DUE 03-01-2008/02-28-2008 BEO
48,530.00 
46,758.75 
46,000.00 
Corporate Debt Instruments - - Other MEADWESTVACO CORP 6.85 DUE 04-01-2012 BEO
199,733.22 
187,982.70 
180,000.00 
Corporate Debt Instruments - - Other MICROSTRATEGY INC CONV NT SER A 7.5 DUE 06-24-2007/06-23-2007 REG
4,717.50 
0.00 
18,500.00 
Corporate Debt Instruments - - Other MIRAGE RESORTS INC NT 6.625 DUE 02-01-2005 REG
48,138.39 
47,349.21 
47,000.00 
Corporate Debt Instruments - - Other MIRANT AMERICAS GENERATION LLC 8.3 5/1/11
77,625.00 
158,194.50 
150,000.00 
Corporate Debt Instruments - - Other MOHEGAN TRIBAL GAMING AUTH SR NT 8.125 DUE 01-01-2006/12-31-2005 BEO PUT
10,525.00 
10,500.00 
10,000.00 
Corporate Debt Instruments - - Other MOHEGAN TRIBAL GAMING AUTH SR SUB NT 8.75 DUE 01-01-2009/01-01-2004 BEO PUT
28,350.00 
27,847.50 
27,000.00 
Corporate Debt Instruments - - Other MOHEGAN TRIBAL GAMING AUTH SR SUB NT 8 DUE 04-01-2012/04-01-2007 BEO
7,297.50 
7,000.00 
7,000.00 
Corporate Debt Instruments - - Other MOTOROLA INC DEB DTD 05/15/1995 7.5 DUE 05-15-2025 REG
9,075.00 
9,262.95 
10,000.00 
Corporate Debt Instruments - - Other NEWS AMER HLDGS INC 7.75 DUE 02-01-2024 REG
40,037.72 
36,008.80 
40,000.00 
Corporate Debt Instruments - - Other NEWS AMER INC GTD SR DEB 7.625 DUE 11-30-2028 BEO
275,671.62 
245,070.90 
270,000.00 
Corporate Debt Instruments - - Other NEXTEL COMMUNICATIONS INC SR SER NT 9.375 DUE 11-15-2009/11-15-2004 BEO
28,960.00 
28,369.93 
32,000.00 
Corporate Debt Instruments - - Other NORTEK INC 9.25 SR NT DUE 03-15-2007/02
4,100.00 
3,370.00 
4,000.00 
Corporate Debt Instruments - - Other NORTEK INC SR NT SER B 8.875 DUE 08-01-2008/08-01-2003 BEO PUT
97,137.50 
94,126.61 
95,000.00 
Corporate Debt Instruments - - Other NORTHN TELECOM CAP CORP NT DTD 06/17/1996 7.875 DUE 06-15-2026 REG
5,100.00 
9,393.85 
10,000.00 
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
318,060.53 
406,013.84 
395,312.50 
Corporate Debt Instruments - - Other OCEAN ENERGY INC SR SUB NT SER B 8.375 DUE 07-01-2008/07-01-2003 BEO
31,575.00 
31,650.00 
30,000.00 
Corporate Debt Instruments - - Other OMNICARE INC 8.125 BONDS 15 FEB 2011
80,250.00 
77,750.00 
75,000.00 
Corporate Debt Instruments - - Other ORION PWR HLDGS INC SR NT 12 DUE 05-01-2010 REG
41,760.00 
58,000.00 
58,000.00 
Corporate Debt Instruments - - Other P & L COAL HLDGS CORP SR NT 8.875 DUE 05-15-2008/05-15-2003 BEO
31,500.00 
31,791.85 
30,000.00 
Corporate Debt Instruments - - Other P & L COAL HLDGS CORP SR SUB NT 9.625 DUE 05-15-2008/05-15-2003 BEO
73,937.50 
69,250.00 
70,000.00 
Corporate Debt Instruments - - Other PARKER & PARSLEY PETE CO DEL 8.875 BD DUE 04-15-2005
4,290.44 
4,220.00 
4,000.00 
Corporate Debt Instruments - - Other PARKER & PARSLEY PETE CO DEL SR NT DTD 08/22/1995 8.25 DUE 08-15-2007 REG
21,385.56 
20,600.00 
20,000.00 
Corporate Debt Instruments - - Other PDVSA FIN LTD PDVSA FIN LTD NT 8 1 2 DUE1 8.5 DUE 11-16-2012
260,700.00 
317,937.80 
330,000.00 
Corporate Debt Instruments - - Other PIONEER NAT RES CO PIONEER NAT RES CO 7.5 DUE 04-15-2012/04-14-2002 BEO
33,519.87 
31,093.75 
31,000.00 
Corporate Debt Instruments - - Other PIONEER NAT RES CO SR NT 9.625 DUE 04-01-2010/03-31-2001 BEO PUT
26,172.32 
23,232.64 
22,000.00 
Corporate Debt Instruments - - Other PK PL ENTMT CORP SR SUB NT 9.375 DUE 02-15-2007 BEO
66,185.00 
63,451.89 
62,000.00 
Corporate Debt Instruments - - Other PREMIER PKS INC SR DISC NT STEP UP 4-1-08 RT=0 TIL 4-1-03 10 THEREAFTER
10,642.50 
10,367.50 
11,000.00 
Corporate Debt Instruments - - Other PROGRESS ENERGY INC SR NT 7.1 DUE 03-01-2011 BEO
374,712.64 
359,913.80 
340,000.00 
Corporate Debt Instruments - - Other PULTE HOMES INC SR NT 7.875 DUE 08-01-2011 BEO
14,424.58 
12,882.09 
13,000.00 
Corporate Debt Instruments - - Other PVTPL AK STL CORP GTD SR NT 144A 7.75 DUE 06-15-2012/06-15-2007 BEO
15,112.50 
14,935.50 
15,000.00 
Corporate Debt Instruments - - Other PVTPL ASSOC MANUFACTURED HSG
1,203,537.90 
1,217,563.45 
1,215,682.94 
Corporate Debt Instruments - - Other PVTPL BALL CORP SR NT 144A 6.875 DUE 12-15-2012/12-15-2007 BEO
10,050.00 
10,000.00 
10,000.00 
Corporate Debt Instruments - - Other PVTPL BAYVIEW FINL REVOLVING AST TR 2000-D CL A FLTG 144A 3C7 11-25-2030 BEO
798,000.00 
800,000.00 
800,000.00 
Corporate Debt Instruments - - Other PVTPL CHANCELLOR MEDIA CORP L A SR NT DTD 11/16/1998 8 DUE 11-01-2008 BEO PUT
15,277.50 
14,577.50 
14,000.00 
Corporate Debt Instruments - - Other PVTPL CMO MORGAN J P COML MTG FIN CORP 2000-FL1 CL A 144A VAR RT 4-15-10 BEO
67,463.85 
67,468.91 
67,468.91 
Corporate Debt Instruments - - Other PVTPL CMO SEC NATL MTG LN TR 2001-3 MTG REMIC CTF CL 144A A-1 3.6 11-25-2010 BEO
435,256.22 
434,414.93 
434,452.48 
Corporate Debt Instruments - - Other PVTPL EL PASO NAT GAS CO 144A 8.375 DUE 06-15-2032 BEO
74,500.00 
99,889.00 
100,000.00 
Corporate Debt Instruments - - Other PVTPL FMC CORP SR SECD NT 144A 10.25 DUE11-01-2009/10-20-2002 BEO
31,320.00 
28,643.88 
29,000.00 
Corporate Debt Instruments - - Other PVTPL ONCOR ELEC DELIVERY CO SR SECD NT 144A 6.375 DUE 01-15-2015/01-14-2015 BEO
40,820.72 
39,675.20 
40,000.00 
Corporate Debt Instruments - - Other PVTPL PANAMSAT CORP NEW SR NT 144A 8.5 DUE 02-01-2012/02-01-2007 BEO
51,570.00 
54,000.00 
54,000.00 
Corporate Debt Instruments - - Other PVTPL PETRONAS CAP LTD EURO GTD NT 144A 7.875 DUE 05-22-2022 BEO
128,930.52 
119,438.40 
120,000.00 
Corporate Debt Instruments - - Other PVTPL SANMINA-SCI CORP SR SECD NT 10.37501-15-10 BEO
9,090.00 
9,000.00 
9,000.00 
Corporate Debt Instruments - - Other PVTPL WESTPORT RES CORP NEW SR SUB NT 8.25 DUE 11-01-2011/11-01-2006 BEO
5,250.00 
5,241.25 
5,000.00 
Corporate Debt Instruments - - Other PVTPL WILLIAMS COS INC NT 144A 8.75 DUE 03-15-2032 BEO
203,050.00 
296,564.90 
310,000.00 
Corporate Debt Instruments - - Other QWEST CAP FDG INC NT 7.25 DUE 02-15-2011/02-14-2011 REG
7,680.00 
9,360.00 
12,000.00 
Corporate Debt Instruments - - Other RAYTHEON CO NT 6.55 DUE 03-15-2010 REG
650,349.60 
588,708.00 
600,000.00 
Corporate Debt Instruments - - Other RJ REYNOLDS TOB HLDGS INC NT SER B 7.875DUE 05-15-2009 BEO
545,374.00 
492,870.00 
500,000.00 
Corporate Debt Instruments - - Other RYLAND GROUP INC SR NT 8 DUE 08-15-2006 BEO
33,990.00 
33,000.00 
33,000.00 
Corporate Debt Instruments - - Other RYLAND GROUP INC SR NT 9.75 DUE 09-01-2010/09-01-2005 BEO
16,425.00 
15,637.50 
15,000.00 
Corporate Debt Instruments - - Other SAFETY-KLEEN CORP NEW 9.25 DUE 05-15-2009 BEO BD IN DEFAULT DBTFL
2,360.00 
59,149.77 
59,000.00 
Corporate Debt Instruments - - Other SCHULER HOMES INC SR NT 9.375 DUE 07-15-2009/07-15-2005 BEO
78,540.00 
78,197.78 
77,000.00 
Corporate Debt Instruments - - Other SCOTIA PAC CO LLC TIMBER COLL NT SER B CL A-3 7.71 DUE 07-20-2028 BEO
78,037.20 
85,200.00 
120,000.00 
Corporate Debt Instruments - - Other SEARS ROEBUCK ACCEP CORP INTERNOTES BOOK TR# 00001 5.65 12-15-2005
10,017.00 
10,000.00 
10,000.00 
Corporate Debt Instruments - - Other SMITHFIELD FOODS INC SR NT 8 DUE 10-15-2009 BEO
33,660.00 
33,150.00 
33,000.00 
Corporate Debt Instruments - - Other SONAT INC NT 7.625 DUE 07-15-2011 BEO
20,100.00 
30,091.60 
30,000.00 
Corporate Debt Instruments - - Other SOUTHN CAL EDISON CO NT 8.95 DUE 11-03-2003 BEO
9,925.00 
9,912.50 
10,000.00 
Corporate Debt Instruments - - Other SPRINT CAP CORP 6.9 DUE 05-01-2019 BEO
65,600.00 
75,670.40 
80,000.00 
Corporate Debt Instruments - - Other SPRINT CAP CORP GTD NT 6 DUE 01-15-2007/01-14-2007 BEO
945,000.00 
845,000.00 
1,000,000.00 
Corporate Debt Instruments - - Other SPRINT CAP CORP NT 7.625 DUE 01-30-2011 BEO
95,000.00 
96,301.00 
100,000.00 
Corporate Debt Instruments - - Other SPRINT CAP CORP NT 8.375 DUE 03-15-2012 BEO
756,200.00 
741,426.70 
760,000.00 
Corporate Debt Instruments - - Other SUMITOMO MITSUI BK CORP SUB NT 8 DUE 06-15-2012 BEO
188,832.43 
169,845.30 
170,000.00 
Corporate Debt Instruments - - Other TCI COMMUNICATIONS INC 7.875 DUE 02-15-2026 REG
314,432.38 
362,486.39 
310,000.00 
Corporate Debt Instruments - - Other TEEKAY SHIPPING CORP SR NT 8.875 DUE 07-15-2011 BEO
91,336.25 
91,216.25 
89,000.00 
Corporate Debt Instruments - - Other TEREX CORP NEW SR SUB NT DTD 03/29/2001 10.375 DUE 04-01-2011/04-01-2006 BEO
18,800.00 
20,000.00 
20,000.00 
Corporate Debt Instruments - - Other TEREX CORP NEW SR SUB NT SER D 8.875 DUE04-01-2008/04-01-2003 BEO PUT
84,717.50 
92,762.50 
94,000.00 
Corporate Debt Instruments - - Other TIME WARNER INC 6.875 DUE 06-15-2018 REG
999.80 
783.29 
1,000.00 
Corporate Debt Instruments - - Other TIME WARNER INC 7.75 DUE 06-15-2005 REG
958,914.00 
951,174.00 
900,000.00 
Corporate Debt Instruments - - Other TRICON GLOBAL RESTAURANTS INC 7.45 DUE 05-15-2005 REG
26,125.00 
25,750.00 
25,000.00 
Corporate Debt Instruments - - Other TRICON GLOBAL RESTAURANTS INC 8.5 DUE 04-15-2006 BEO
8,500.00 
8,550.00 
8,000.00 
Corporate Debt Instruments - - Other TYCO INTL GROUP S A CB 6.375 DUE 02-15-2006 BEO
6,790.00 
6,614.65 
7,000.00 
Corporate Debt Instruments - - Other TYCO INTL GROUP S A GTD NT 6.125 DUE 01-15-2009 BEO
9,350.00 
8,325.00 
10,000.00 
Corporate Debt Instruments - - Other TYCO INTL GROUP S A GTD NT 6.875 DUE 01-15-2029 BEO
466,400.00 
399,975.00 
530,000.00 
Corporate Debt Instruments - - Other TYCO INTL GROUP S A NT 5.875 DUE 11-01-2004 BEO
9,700.00 
8,600.00 
10,000.00 
Corporate Debt Instruments - - Other TYCO INTL GROUP S A NT 6.125 DUE 11-01-2008 BEO
28,050.00 
23,700.00 
30,000.00 
Corporate Debt Instruments - - Other TYCO INTL GROUP S A NT VAR RT 7-30-2003 BEO
29,100.00 
25,500.00 
30,000.00 
Corporate Debt Instruments - - Other TYSON FOODS INC 7 DUE 01-15-2028 REG
10,312.00 
8,678.85 
10,000.00 
Corporate Debt Instruments - - Other TYSON FOODS INC 7 DUE 05-01-2018 REG
10,382.00 
8,907.05 
10,000.00 
Corporate Debt Instruments - - Other UNISYS CORP SR NT 7.25 DUE 01-15-2005 BEO
61,610.00 
59,768.41 
61,000.00 
Corporate Debt Instruments - - Other UTD AIR LINES INC DEB SER A DTD 7/12/94 10.67 DUE 05-01-2004 REG BD IN DEFAULT
19,690.00 
37,186.81 
179,000.00 
Corporate Debt Instruments - - Other UTD AIR LINES INC DEB SER B DTD 07/12/1994 11.21 DUE 05-01-2014 REG
455.00 
1,084.02 
4,000.00 
Corporate Debt Instruments - - Other VENTAS RLTY LTD PARTNERSHIP / VENTAS CAPSR NT 2012 9 5-1-12/4-30-12 BEO
10,450.00 
10,000.00 
10,000.00 
Corporate Debt Instruments - - Other VENTAS RLTY LTD PARTNERSHIP / VENTAS CAPCORP SR NT 2009 8.75 DUE 05-01-2009 BEO
10,350.00 
10,000.00 
10,000.00 
Corporate Debt Instruments - - Other VERIZON GLOBAL FDG CORP BD 6.875 DUE 06-15-2012 BEO
568,805.55 
505,879.20 
510,000.00 
Corporate Debt Instruments - - Other VERIZON GLOBAL FDG CORP NT CONV ZERO CPN0 DUE 05-15-2021/05-15-2006 BEO PUT
207,900.00 
194,267.05 
360,000.00 
Corporate Debt Instruments - - Other VINTAGE PETE INC 9.0 SR SUB NT DUE 12-15-2005
18,090.00 
18,465.00 
18,000.00 
Corporate Debt Instruments - - Other VINTAGE PETE INC SR NT 8.25 DUE 05-01-2012/05-01-2007 BEO
20,800.00 
20,000.00 
20,000.00 
Corporate Debt Instruments - - Other VINTAGE PETE INC SR SUB NT DTD 05/25/2001 7.875 DUE 5-15-11 REG
48,750.00 
49,579.50 
50,000.00 
Corporate Debt Instruments - - Other WASTE MGMT INC DEL SR NT 6.875 DUE 05-15-2009 BEO
1,050,007.00 
983,680.00 
1,000,000.00 
Corporate Debt Instruments - - Other WASTE MGMT INC DEL WMI 7.375 DUE 08-01-2010 BEO
558,011.40 
507,924.30 
510,000.00 
Corporate Debt Instruments - - Other WESTN OIL SANDS INC SR SECD NT 8.375 DUE05-01-2012 BEO
40,795.00 
41,000.00 
41,000.00 
Corporate Debt Instruments - - Other WESTPOINT STEVENS INC SR NT 7.875 DUE 06-15-2008 BEO
2,900.00 
3,239.00 
10,000.00 
Corporate Debt Instruments - - Other WEYERHAEUSER CO DEB 7.375 DUE 03-15-2032 BEO
75,916.96 
69,092.10 
70,000.00 
Corporate Debt Instruments - - Other WEYERHAEUSER CO NT 6.75 DUE 03-15-2012/03-14-2012 BEO
109,033.80 
99,354.00 
100,000.00 
Corporate Debt Instruments - - Other WMX TECHNOLOGIES INC 6.375 NTS DUE 12-01-2003 REG
7,133.70 
7,160.51 
7,000.00 
Corporate Debt Instruments - - Other WORLDCOM INC 7.875 05-15-2003 BEO BD IN DEFAULTED
2,350.00 
1,350.00 
10,000.00 
Corporate Debt Instruments - - Other WORLDCOM INC GA NEW 7.50000 7.5 DUE 05-15-2011 BEO BOND IN DEFAULT
70,500.00 
275,308.00 
300,000.00 
Corporate Debt Instruments - - Other WORLDCOM INC GA NEW 8.25 5/16/01 5/15/31 8.25 5-15-2031 BEO BD IN DEFAULT
33,605.00 
140,280.14 
143,000.00 
Corporate Debt Instruments - - Other WORLDCOM INC GA NT 6.25 DUE 08-15-2003 BEO IN DEFAULTED
10,340.00 
6,925.00 
44,000.00 
Corporate Debt Instruments - - Other WORLDCOM INC GA NT 8.25 DUE 05-15-2010 BEO BD IN DEFAULT
54,050.00 
242,491.30 
230,000.00 
Corporate Debt Instruments - - Other XTO ENERGY INC SR NT 7.5 DUE 04-15-2012/04-14-2012 BEO
22,312.50 
21,000.00 
21,000.00 
Corporate Debt Instruments - - Other PVTPL PETROZUATA FIN INC SER B 8.22 BD DUE 04-01-2017 BEO 144A
36,600.00 
45,000.00 
60,000.00 
Corporate Stock - Preferred NEWS CORPORATION PRF AUD0.50
133,348.73 
213,638.77 
24,797.00 
Corporate Stock - Preferred NEWS CORPORATION PRF AUD0.50
85,138.41 
60,086.21 
15,832.00 
Corporate Stock - Preferred ADR COMPANHIA BRASILEIRA DE DISTR DE ACUCR CIA SPONSORED REP PFD
24,480.00 
42,236.32 
1,600.00 
Corporate Stock - Preferred ADR COMPANHIA VALE DO RIO DOCE SPONSOREDADR REPSTG 250 PFD
132,000.00 
118,870.88 
4,800.00 
Corporate Stock - Preferred ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD PREF SH
7.35 
13.84 
1.00 
Corporate Stock - Preferred ADR TELECOMUNICACOES BRASILEIRAS S A PFDBLOCK
105,782.80 
253,170.71 
5,672.00 
Corporate Stock - Preferred BOSS (HUGO) AG PRF NPV
69,994.12 
108,411.80 
6,650.00 
Corporate Stock - Preferred ##MFO FRKLN TR RISING DIVIDEND FUND CL I DO NOT USE SEE 2696646
55,617.91 
61,466.79 
2,303.97 
Corporate Stock - Preferred ADR ABBEY NATL PLC ADR SER B REPSTG PREFSHS SER B
2,587.00 
2,602.95 
100.00 
Corporate Stock - Preferred ADR NEWS CORP LTD SPONSORED ADR REPSTG PFD LTD
1,073,610.00 
1,019,451.45 
47,400.00 
Corporate Stock - Preferred ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD PREF SH
3,675.00 
9,079.95 
500.00 
Corporate Stock - Preferred AICI CAP TR PFD SEC
96.00 
2,099.95 
200.00 
Corporate Stock - Preferred AQUILA INC DEL NEW NEW QRTLY INT BD 7.875 PFD DUE 03-01-2032
26,000.00 
29,474.79 
2,000.00 
Corporate Stock - Preferred BANKUNITED CAP II TR PFD SECS
10,276.00 
10,149.95 
400.00 
Corporate Stock - Preferred BANKUNITED CAP III PFD STK
5,010.00 
4,929.95 
200.00 
Corporate Stock - Preferred CABCO TR FOR J C PENNEY DEBS TR CTF 7.625
2,110.00 
2,047.95 
100.00 
Corporate Stock - Preferred CAP 1 FINL CORP UPPER DECS 6.25
2,865.00 
3,038.95 
100.00 
Corporate Stock - Preferred CAPSTEAD MTG CORP PFD SER B CUM CONV $1.26
9,480.00 
9,762.90 
800.00 
Corporate Stock - Preferred CHUBB CORP CORP UNIT UNIT=1 CM STK PURCHCONT & 1 SR NT CONV TIL 11/16/2005
40,715.00 
42,500.00 
1,700.00 
Corporate Stock - Preferred CITIGROUP CAP VI 6.875 TR PFD SECS
14,319.20 
14,100.01 
560.00 
Corporate Stock - Preferred CONSECO FING TR I TR ORIGINATED PFD SECS9.16
380.00 
15,609.90 
2,000.00 
Corporate Stock - Preferred CONSECO FING TR V TR ORIGINATED PFD SECS8.70
238.00 
10,600.27 
1,400.00 
Corporate Stock - Preferred CORTS TR J C PENNEY CORPORATE-BACKED TR SECS CTF
2,170.00 
2,183.95 
100.00 
Corporate Stock - Preferred DELTA AIR LINES INC DEL NT 8.125
1,305.00 
2,112.95 
100.00 
Corporate Stock - Preferred DILLARDS CAP TR 1 PFD 7.5%
5,175.00 
5,874.90 
300.00 
Corporate Stock - Preferred DUKE RLTY CORP
25,830.00 
25,243.16 
1,000.00 
Corporate Stock - Preferred DUKE RLTY CORP SER I PFD
2,645.00 
2,639.95 
100.00 
Corporate Stock - Preferred ENRON CAP TR I TR ORIGINATED PFD SEC 8.30
85.00 
2,662.00 
100.00 
Corporate Stock - Preferred ENTERGY LA INC 1ST MTG BD
39,375.00 
37,500.00 
1,500.00 
Corporate Stock - Preferred EQTY INNS INC PFD SER A 9.50
4,660.00 
4,509.95 
200.00 
Corporate Stock - Preferred FORD MTR CO CAP TR II TR ORIGINATED PFD SECS
1,021.25 
1,124.70 
25.00 
Corporate Stock - Preferred FREEPORT-MCMORAN COPPER & GOLD INC DEPOSSH REP 0.025 SILVER PFD DENOM
7,875.00 
8,559.90 
900.00 
Corporate Stock - Preferred FRESENIUS MED CARE CAP TR II GTD TR PFD SECS 7.875
48,265.00 
48,000.00 
490.00 
Corporate Stock - Preferred G&L RLTY CORP PFD SER B
10,650.00 
10,531.85 
500.00 
Corporate Stock - Preferred GEN MTRS CORP SR DEB CONV SER B
203,280.00 
253,783.05 
8,800.00 
Corporate Stock - Preferred GRAND MET DEL L P GTD PFD SECS SER A 9.42
2,787.00 
2,867.00 
100.00 
Corporate Stock - Preferred GREAT ATLC & PAC TEA INC SR QRTLY INT BD-QUIBS PREF STK
9,125.00 
9,846.90 
500.00 
Corporate Stock - Preferred HECLA MNG CO PFD SER B CONV $3.50
4,290.00 
2,889.95 
130.00 
Corporate Stock - Preferred HILFIGER TOMMY U S A INC GTD SR BD PFD STK
9,350.00 
10,670.90 
500.00 
Corporate Stock - Preferred HL&P CAP TR I TR PFD SECS SER A 8.125
5,280.00 
5,357.95 
300.00 
Corporate Stock - Preferred HOSPITALITY PPTYS TR PFD SER A 9.5
13,195.00 
13,249.95 
500.00 
Corporate Stock - Preferred LTC PPTYS INC PFD SER A
4,540.00 
4,611.95 
200.00 
Corporate Stock - Preferred MAYTAG CORP PUB INC NT-PINES
2,132.80 
2,173.95 
80.00 
Corporate Stock - Preferred MBNA CAP D TR PFD SECS SER D TRUPS
2,525.00 
2,559.95 
100.00 
Corporate Stock - Preferred MERRILL LYNCH & CO INC S&P 500 MKT INDEXTARGET-TERM SECS
7,040.00 
7,527.40 
800.00 
Corporate Stock - Preferred MID-AMER APT CMNTYS INC SER A PFD STK
5,070.00 
4,969.95 
200.00 
Corporate Stock - Preferred MISSION CAP L P GTD MONTHLY INC PFD SECSB 8.50
9,775.00 
12,881.09 
500.00 
Corporate Stock - Preferred MORGAN STANLEY DEAN WITTER & CO STK PARTN ACCRETING RED QRTLY
800.00 
1,499.95 
100.00 
Corporate Stock - Preferred MOTOROLA INC EQTY SEC UNIT 7.00
17,684.35 
20,393.35 
552.64 
Corporate Stock - Preferred MOTOROLA INC EQTY SEC UNIT 7.00
348,800.00 
526,108.84 
10,900.00 
Corporate Stock - Preferred NORTHROP GRUMMAN CORP EQTY SECS UNITS
96,966.00 
117,477.00 
900.00 
Corporate Stock - Preferred PARTNERRE LTD SER A PFD STK
5,100.00 
4,229.95 
200.00 
Corporate Stock - Preferred PFD WACHOVIA CORP
31.50 
1,328.02 
252.00 
Corporate Stock - Preferred PPL CAP FDG TR I PREM EQTY PT SECS UNITS7.75
72.60 
8,799.90 
400.00 
Corporate Stock - Preferred PUB STORAGE INC DEPOS SH REPSTG 1/1000 PFD SER R
2,606.00 
2,592.95 
100.00 
Corporate Stock - Preferred STERLING CAP TR I CAP SECS
2,515.00 
2,544.95 
100.00 
Corporate Stock - Preferred TRANSCANADA CAP TR ORIGINATED PFD SECS 8.75
5,040.00 
5,390.98 
200.00 
Corporate Stock - Preferred TRAVELERS PPTY CAS CORP NEW JR SUB NT CONV
113,985.00 
126,528.03 
5,100.00 
Corporate Stock - Preferred TXU CORP UT INIT EA REP 1 CORP UT=PURCH CONTRACT+1 TXU SR NT 50 MAT 04 50 05
125,840.00 
231,317.97 
4,400.00 
Corporate Stock - Preferred UAL CORP CAP TR I TR ORIGINATED PFD SECS13.25
2,750.00 
32,689.89 
2,500.00 
Corporate Stock - Preferred UAL CORP DEPOS SH REPSTG 1/1000PFD B 12.25
3,375.00 
55,258.79 
3,375.00 
Corporate Stock - Preferred WESTN RES CAP II QRTLY INC PFD SECS SER B 8.50
9,965.25 
10,039.40 
645.00 
Corporate Stock - Preferred WINSTON HOTELS INC PFD SER A
4,510.00 
4,619.95 
200.00 
Corporate Stock - Common ALUMINA LTD NPV
54,632.07 
0.00 
19,800.00 
Corporate Stock - Common AUST & NZ BANK GRP NPV
214,271.35 
228,492.28 
21,932.00 
Corporate Stock - Common BHP BILLITON LTD NPV
108,594.05 
105,103.37 
19,000.00 
Corporate Stock - Common BHP BILLITON LTD NPV
80,731.10 
80,245.57 
14,125.00 
Corporate Stock - Common BRAMBLES INDS LTD A$0.50
14,254.45 
29,772.55 
5,386.00 
Corporate Stock - Common BRAMBLES INDS LTD A$0.50
25,142.46 
51,027.94 
9,500.00 
Corporate Stock - Common FOSTERS GROUP NPV
120,436.35 
127,233.17 
47,529.00 
Corporate Stock - Common NATL AUSTRALIA BK NPV
111,257.66 
97,870.56 
6,223.00 
Corporate Stock - Common NEWS CORPORATION NPV(AUST LISTING)
144,498.75 
69,472.27 
22,353.00 
Corporate Stock - Common SANTOS LIMITED NPV
249,155.35 
245,479.35 
73,500.00 
Corporate Stock - Common WESTPAC BKG CORP NPV
100,754.98 
49,640.57 
13,013.00 
Corporate Stock - Common WMC RESOURCES LTD NPV
47,050.48 
74,515.74 
19,800.00 
Corporate Stock - Common WOOLWORTHS LTD NPV
152,138.66 
117,213.30 
23,700.00 
Corporate Stock - Common BHP BILLITON LTD
149,304.50 
74,956.50 
12,983.00 
Corporate Stock - Common DEXIA NPV
77,713.79 
66,472.04 
6,260.00 
Corporate Stock - Common DEXIA NPV
308,496.43
278,490.95 
24,850.00 
Corporate Stock - Common DEXIA VVPR STRIP
193.61 
19.00 
18,450.00 
Corporate Stock - Common FORTIS UNIT(FORTIS SA/NV NPV/0.42)
44,568.23 
47,652.37 
2,528.00 
Corporate Stock - Common UCB NPV
24,807.70 
16,306.20 
788.00 
Corporate Stock - Common ADR PETROLEO BRASILEIRO SA PETROBAS SPONSORED
67,924.60 
110,860.94 
5,069.00 
Corporate Stock - Common ADR PETROLEO BRASILEIRO SA PETROBAS SPONSORED
69,345.00 
91,204.97 
5,175.00 
Corporate Stock - Common ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR
38,097.00 
53,284.55 
2,550.00 
Corporate Stock - Common ABITIBI-CONS INC COM NPV
132,064.82 
133,463.12 
17,200.00 
Corporate Stock - Common ALCAN INC COM STK (CAN QUOTE)
30,792.82 
32,640.50 
1,050.00 
Corporate Stock - Common ALCAN INC COM STK (CAN QUOTE)
79,181.54 
86,495.98 
2,700.00 
Corporate Stock - Common BCE INC COM NPV
328,332.70 
280,509.70 
18,200.00 
Corporate Stock - Common BK OF NOVA SCOTIA COM NPV
103,333.33 
65,188.51 
3,100.00 
Corporate Stock - Common FAIRFAX FINL HLDGS (R1933) COM STK 144A (IPO)
114,992.40 
502,308.86 
1,500.00 
Corporate Stock - Common ROYAL BANK CANADA COM NPV (CAD)
44,674.64 
21,386.57 
1,220.00 
Corporate Stock - Common SUNCOR ENERGY INC COM NPV (CAD QUOTE)
128,206.10 
116,475.95 
8,200.00 
Corporate Stock - Common TELUS CORPORATION NON VOTING SHS NPV
139,030.26 
89,006.17 
13,600.00 
Corporate Stock - Common THOMSON CORP COM NPV
132,928.22 
156,067.11 
5,000.00 
Corporate Stock - Common CELESTICA INC SUB VTG SHS
13,084.80 
35,643.34 
928.00 
Corporate Stock - Common THOMSON CORP COM
326,106.00 
194,354.84 
12,200.00 
Corporate Stock - Common CHINA MOBILE (HK) HKD0.10
156,994.75 
409,363.89 
66,000.00 
Corporate Stock - Common CHINA MOBILE (HK) HKD0.10
121,314.12 
153,534.12 
51,000.00 
Corporate Stock - Common PETROCHINA CO 'H'CNY1
103,871.97 
107,392.85 
522,600.00 
Corporate Stock - Common NOVO-NORDISK AS DKK2 SER B
78,005.47 
87,136.76 
2,700.00 
Corporate Stock - Common NOKIA OYJ EUR0.06
307,410.20 
371,562.71 
19,336.00 
Corporate Stock - Common NOKIA OYJ EUR0.06
639,113.05 
453,349.91 
40,200.00 
Corporate Stock - Common SAMPO OYJ SER'A'NPV
157,487.96 
166,149.63 
20,700.00 
Corporate Stock - Common UPM-KYMMENE CORP NPV
195,880.08 
165,907.40 
6,100.00 
Corporate Stock - Common ADR NOKIA CORP SPONSORED ADR
172,546.00 
149,523.69 
11,132.00 
Corporate Stock - Common ACCOR EUR3
124,170.72 
163,863.34 
4,100.00 
Corporate Stock - Common AIR LIQUIDE(L') EUR11
281,889.44 
268,763.85 
2,137.00 
Corporate Stock - Common ARCELOR NPV
168,728.74 
192,606.67 
13,719.00 
Corporate Stock - Common ASS GEN DE FRANCE NPV
149,971.14 
225,529.74 
4,480.00 
Corporate Stock - Common AVENTIS SA EUR3.82
350,776.45 
383,862.62 
6,453.00 
Corporate Stock - Common AXA EUR2.29
112,420.68 
242,810.42 
8,376.00 
Corporate Stock - Common BNP PARIBAS EUR2
348,884.45 
365,504.20 
8,562.00 
Corporate Stock - Common BNP PARIBAS EUR2
480,826.50 
473,092.11 
11,800.00 
Corporate Stock - Common BNP PARIBAS EUR2
201,213.67 
197,821.21 
4,938.00 
Corporate Stock - Common BOUYGUES EUR1
540,819.58 
960,321.00 
19,360.00 
Corporate Stock - Common CAP GEMINI (FR) EUR8
6,536.77 
52,436.05 
286.00 
Corporate Stock - Common CARREFOUR EUR2.50
29,387.05 
29,731.48 
660.00 
Corporate Stock - Common CARREFOUR EUR2.50
93,504.24 
105,493.70 
2,100.00 
Corporate Stock - Common CIE DE ST-GOBAIN EUR4
100,581.24 
121,689.43 
3,428.00 
Corporate Stock - Common ESSILOR INTL EUR0.35
144,160.64 
130,155.10 
3,500.00 
Corporate Stock - Common GROUPE DANONE EUR1
33,633.11 
27,348.78 
250.00 
Corporate Stock - Common GROUPE DANONE EUR1
242,158.40 
230,059.77 
1,800.00 
Corporate Stock - Common HERMES INTL NPV
100,813.28 
96,381.71 
730.00 
Corporate Stock - Common L'OREAL EUR0.20
19,718.60 
9,427.74 
259.00 
Corporate Stock - Common LAFARGE EUR4
21,021.69 
20,978.69 
279.00 
Corporate Stock - Common LVMH MOET HENNESSY EUR0.30
62,817.15 
99,220.54 
1,529.00 
Corporate Stock - Common MICHELIN (CGDE) EUR2
227,105.83 
240,735.05 
6,586.00 
Corporate Stock - Common ORANGE SA EUR1
47,855.35 
61,765.93 
6,920.00 
Corporate Stock - Common PECHINEY EUR15.25 'A'
150,894.61 
141,299.88 
4,300.00 
Corporate Stock - Common PERNOD RICARD NPV
248,928.04 
211,404.55 
2,570.00 
Corporate Stock - Common PIN-PRINTEMPS-REDO EUR4
32,293.98 
51,273.32 
439.00 
Corporate Stock - Common RENAULT(REGIE NTL EUR3.81
361,837.70 
350,384.60 
7,700.00 
Corporate Stock - Common SANOFI-SYNTHELABO EUR2
332,410.04 
207,167.85 
5,438.00 
Corporate Stock - Common SANOFI-SYNTHELABO EUR2
1,329,212.27 
881,547.48 
21,745.00 
Corporate Stock - Common SCHNEIDER ELECTRIC EUR8
139,301.90 
164,455.86 
2,944.00 
Corporate Stock - Common SCHNEIDER ELECTRIC EUR8
231,854.39 
239,805.22 
4,900.00 
Corporate Stock - Common SCHNEIDER ELECTRIC EUR8
135,327.25 
116,361.13 
2,860.00 
Corporate Stock - Common SOC AIR FRANCE EUR8.50
87,102.85 
164,860.19 
8,983.00 
Corporate Stock - Common SOC GENERALE EUR1.25
62,201.84 
58,576.46 
1,068.00 
Corporate Stock - Common SODEXHO ALLIANCE EUR4
146,808.27 
246,703.47 
6,359.00 
Corporate Stock - Common TF1 - TV FRANCAISE EUR0.20
146,946.79 
170,743.78 
5,500.00 
Corporate Stock - Common TF1 - TV FRANCAISE EUR0.20
109,542.15 
42,367.23 
4,100.00 
Corporate Stock - Common THOMSON SA EUR3.75
49,483.17 
64,747.18 
2,900.00 
Corporate Stock - Common THOMSON SA EUR3.75
131,386.36 
118,359.36 
7,700.00 
Corporate Stock - Common TOTAL FINA ELF EUR10
661,268.93 
510,244.25 
4,630.00 
Corporate Stock - Common TOTAL FINA ELF EUR10
26,422.19 
22,946.90 
185.00 
Corporate Stock - Common VIVENDI UNIVERSAL EUR5.50
30,007.05 
139,980.78 
1,858.00 
Corporate Stock - Common VIVENDI UNIVERSAL EUR5.50
382,759.49 
663,596.38 
23,700.00 
Corporate Stock - Common ADR ALSTOM SPONSORED ADR
15.21 
100.00 
3.00 
Corporate Stock - Common ADR TOTAL FINA ELF S A SPONSORED ADR
381,166.50 
220,390.68 
5,331.00 
Corporate Stock - Common AIXTRON ORD NPV
25,783.64 
367,286.32 
5,400.00 
Corporate Stock - Common ALLIANZ AG NPV(REGD)(VINKULIERT)
50,512.79 
145,854.37 
531.00 
Corporate Stock - Common ALLIANZ AG NPV(REGD)(VINKULIERT)
114,153.19 
182,759.23 
1,200.00 
Corporate Stock - Common BAYER AG ORD NPV
26,181.36 
38,388.96 
1,220.00 
Corporate Stock - Common BAYER AG ORD NPV
252,242.35 
384,695.58 
11,754.00 
Corporate Stock - Common BAYER HYPO-VEREINS ORD NPV
11,419.83 
39,678.70 
715.00 
Corporate Stock - Common BAYER MOTOREN WERK EUR1
121,394.02 
101,637.85 
4,000.00 
Corporate Stock - Common DAIMLERCHRYSLER AG ORD NPV(REGD)
163,238.64 
233,084.88 
5,300.00 
Corporate Stock - Common DEUTSCHE BANK AG NPV(REGD)
102,502.28 
156,928.74 
2,225.00 
Corporate Stock - Common DEUTSCHE BANK AG NPV(REGD)
119,777.95 
120,593.22 
2,600.00 
Corporate Stock - Common DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)
110,324.70 
229,586.38 
11,974.00 
Corporate Stock - Common DEUTSCHE POST AG NPV(REGD)
223,311.26 
395,917.23 
21,280.00 
Corporate Stock - Common DEUTSCHE TELEKOM NPV(REGD)
12,212.33 
30,940.04 
950.00 
Corporate Stock - Common DEUTSCHE TELEKOM NPV(REGD)
290,525.01 
295,781.27 
22,600.00 
Corporate Stock - Common E.ON AG NPV
83,724.67 
97,031.60 
2,075.00 
Corporate Stock - Common E.ON AG NPV
280,951.75 
308,605.06 
6,963.00 
Corporate Stock - Common EPCOS ORD NPV
37,287.10 
198,898.77 
3,600.00 
Corporate Stock - Common GEHE AG NPV
82,069.83 
83,053.47 
2,108.00 
Corporate Stock - Common INFINEON TECHNOLOG ORD NPV
61,616.28 
352,823.63 
8,400.00 
Corporate Stock - Common KARSTADT QUELLE AG NPV
225,095.23 
315,791.50 
13,000.00 
Corporate Stock - Common METRO AG ORD NPV
114,593.94 
191,539.57 
4,800.00 
Corporate Stock - Common MUENCHENER RUECKVE NPV(REGD)
167,483.45 
206,610.54 
1,400.00 
Corporate Stock - Common RHOEN-KLINIKUM AG ORD NPV
24,040.59 
16,569.18 
739.00 
Corporate Stock - Common SAP AG ORD NPV
49,927.70 
86,929.36 
630.00 
Corporate Stock - Common SIEMENS AG NPV(REGD)
31,492.87 
44,147.53 
741.00 
Corporate Stock - Common SIEMENS AG NPV(REGD)
357,004.19 
444,046.08 
8,400.00 
Corporate Stock - Common THYSSENKRUPP AG NPV
87,173.24 
118,710.50 
7,800.00 
Corporate Stock - Common VOLKSWAGEN AG ORD NPV
212,939.40 
300,709.03 
5,841.00 
Corporate Stock - Common OTE(HELLENIC TLCM) EUR2.39(CR)
23,800.28 
34,287.52 
2,160.00 
Corporate Stock - Common OTE(HELLENIC TLCM) EUR2.39(CR)
56,195.10 
78,438.84 
5,100.00 
Corporate Stock - Common OTE(HELLENIC TLCM) EUR2.39(CR)
24,241.03 
34,103.44 
2,200.00 
Corporate Stock - Common ADR HELLENIC TELECOMMUNICATIONS ORGANIZATION S A SPONSORED ADR
190,381.68 
364,391.26 
35,652.00 
Corporate Stock - Common CHEUNG KONG(HLDGS) HKD0.50
91,109.02 
144,439.60 
14,000.00 
Corporate Stock - Common CHEUNG KONG(HLDGS) HKD0.50
234,280.33 
435,002.82 
36,000.00 
Corporate Stock - Common HANG LUNG PROPERTIES HKD1
97,783.51 
109,134.94 
101,000.00 
Corporate Stock - Common HANG SENG BANK HKD5
216,058.53 
229,186.84 
20,300.00 
Corporate Stock - Common HSBC HLDGS USD0.50(HONGKONG REG)
48,099.92 
48,453.69 
4,400.00 
Corporate Stock - Common HUTCHISON WHAMPOA HKD0.25
50,687.65 
71,281.08 
8,100.00 
Corporate Stock - Common HUTCHISON WHAMPOA HKD0.25
188,983.57 
256,953.55 
30,200.00 
Corporate Stock - Common JOHNSON ELEC HLDGS HKD0.0125
150,753.04 
222,291.73 
137,500.00 
Corporate Stock - Common LI & FUNG HKD0.025
134,746.45 
187,727.36 
142,000.00 
Corporate Stock - Common MASS TRANSIT RY HKD1
135,155.13 
166,133.25 
127,756.00 
Corporate Stock - Common SHANGRI-LA ASIA HKD1
95,481.74 
170,115.88 
146,000.00 
Corporate Stock - Common SUN HUNG KAI PROP HKD0.50
71,091.96 
82,629.60 
12,000.00 
Corporate Stock - Common SWIRE PACIFIC 'A'HKD0.60
137,567.56 
221,886.80 
36,000.00 
Corporate Stock - Common SWIRE PACIFIC 'A'HKD0.60
129,924.92 
175,369.38 
34,000.00 
Corporate Stock - Common ADR ICICI BK LTD
25,590.50 
40,328.17 
3,937.00 
Corporate Stock - Common ALLIED IRISH BANKS ORD EUR0.32(DUBLIN LISTING)
90,417.97 
74,721.88 
6,700.00 
Corporate Stock - Common BK OF IRELAND ORD STK EUR0.64
401,193.47 
272,573.86 
39,051.00 
Corporate Stock - Common CRH ORD EUR0.32
28,480.58 
33,528.96 
2,300.00 
Corporate Stock - Common CRH ORD EUR0.32(DUBLIN LISTING)
166,336.98 
212,833.44 
13,490.00 
Corporate Stock - Common CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01
15,602.91 
23,470.96 
1,203.00 
Corporate Stock - Common ALLEANZA ASSICURAZ EUR0.5
103,496.79 
142,269.81 
13,660.00 
Corporate Stock - Common ASSIC GENERALI SPA EUR1
39,593.67 
63,056.01 
1,925.00 
Corporate Stock - Common ASSIC GENERALI SPA EUR1
84,329.38 
138,539.34 
4,100.00 
Corporate Stock - Common BCA INTESA EUR0.52
75,712.75 
129,303.71 
35,895.00 
Corporate Stock - Common BCA POP BERGAMO EUR3
139,702.81 
164,205.28 
7,831.00 
Corporate Stock - Common ENI EUR1
290,812.34 
213,798.18 
18,292.00 
Corporate Stock - Common ENI EUR1
606,521.47 
478,091.78 
38,150.00 
Corporate Stock - Common ENI EUR1
217,012.27 
136,508.99 
13,650.00 
Corporate Stock - Common FINMECCANICA SPA EUR0.22
204,853.01 
433,049.00 
369,717.00 
Corporate Stock - Common MEDIASET EUR0.52
25,217.59 
60,806.97 
3,310.00 
Corporate Stock - Common MEDIOLANUM EUR0.1
28,545.01 
35,545.67 
5,540.00 
Corporate Stock - Common OLIVETTI SPA EUR1
28,361.43 
55,764.70 
27,805.00 
Corporate Stock - Common SANPAOLO IMI SPA EUR2.80
118,556.87 
186,331.81 
18,222.00 
Corporate Stock - Common T.I.M.SPA EUR0.06
181,417.00 
232,429.15 
39,742.00 
Corporate Stock - Common TELECOM ITALIA SPA DI RISP EUR0.55
71,171.02 
68,628.42 
14,100.00 
Corporate Stock - Common TELECOM ITALIA SPA DI RISP EUR0.55
165,606.38 
116,122.17 
32,809.00 
Corporate Stock - Common TELECOM ITALIA SPA EUR0.55
96,318.56 
112,598.58 
12,695.00 
Corporate Stock - Common UNICREDITO ITALIAN EUR0.50
199,126.11 
174,175.82 
49,804.00 
Corporate Stock - Common 77TH BANK JPY50
143,338.67 
343,206.19 
35,000.00 
Corporate Stock - Common ACOM CO JPY50
115,024.86 
267,452.83 
3,500.00 
Corporate Stock - Common ADVANTEST JPY50
242,083.09 
380,273.01 
5,400.00 
Corporate Stock - Common AEON CO LTD Y50
378,865.76 
287,387.86 
16,000.00 
Corporate Stock - Common AIFUL CORP JPY50
85,689.73 
237,278.12 
2,280.00 
Corporate Stock - Common AIFUL CORP JPY50
178,520.27 
282,774.36 
4,750.00 
Corporate Stock - Common CANON INC JPY50
226,004.89 
190,390.50 
6,000.00 
Corporate Stock - Common CANON INC JPY50
188,337.41 
179,324.26 
5,000.00 
Corporate Stock - Common CANON INC JPY50
414,342.29 
317,364.89 
11,000.00 
Corporate Stock - Common CHUBU ELEC POWER JPY500
64,312.80 
78,204.77 
3,600.00 
Corporate Stock - Common CHUGAI PHARMA CO Y50
134,263.08 
175,924.74 
14,100.00 
Corporate Stock - Common CREDIT SAISON CO COM STK
66,550.10 
92,245.87 
3,900.00 
Corporate Stock - Common CREDIT SAISON CO COM STK
319,099.18 
364,016.48 
18,700.00 
Corporate Stock - Common DAI NIPPON PRINTNG Y50
88,514.37 
104,965.75 
8,000.00 
Corporate Stock - Common DAIICHI PHARM CO JPY50
28,701.44 
38,913.27 
2,000.00 
Corporate Stock - Common DAIWA SEC CO Y50
124,344.82 
253,602.45 
28,000.00 
Corporate Stock - Common EISAI CO JPY50
242,538.13 
240,199.55 
10,800.00 
Corporate Stock - Common FANUC JPY50
39,816.30 
71,287.73 
900.00 
Corporate Stock - Common FUJI HEAVY INDUST Y50
73,270.41 
66,843.27 
18,500.00 
Corporate Stock - Common FUJI MACHINE JPY50
61,346.59 
260,686.65 
6,500.00 
Corporate Stock - Common FUJI SOFT ABC INC JPY50
42,660.32 
191,145.54 
2,700.00 
Corporate Stock - Common FUJI TELEVISION JPY5000
40,279.77 
151,139.35 
10.00 
Corporate Stock - Common FUJISAWA PHARMA CO Y50
137,271.42 
129,636.62 
6,000.00 
Corporate Stock - Common HIROSE ELECTRIC JPY50
381,730.85 
248,179.18 
5,000.00 
Corporate Stock - Common HITACHI CHEMICAL JPY50
36,959.64 
47,786.39 
4,300.00 
Corporate Stock - Common HITACHI JPY50
80,517.40 
145,362.92 
21,000.00 
Corporate Stock - Common HONDA MOTOR CO Y50
173,868.71 
184,992.84 
4,700.00 
Corporate Stock - Common HONDA MOTOR CO Y50
92,483.36 
86,159.38 
2,500.00 
Corporate Stock - Common HONDA MOTOR CO Y50
273,750.74 
172,431.71 
7,400.00 
Corporate Stock - Common HOYA CORP JPY50
175,065.31 
180,462.37 
2,500.00 
Corporate Stock - Common ITO-YOKADO CO Y50
58,987.11 
121,234.09 
2,000.00 
Corporate Stock - Common JAPAN TELECOM HOLDINGS CO NPV
21,707.26 
21,433.16 
7.00 
Corporate Stock - Common JAPAN TELECOM HOLDINGS CO NPV
27,909.33 
21,591.93 
9.00 
Corporate Stock - Common KANSAI ELEC JPY500
101,231.15 
104,551.23 
6,700.00 
Corporate Stock - Common KAO CORP JPY50
267,809.89 
249,373.74 
12,200.00 
Corporate Stock - Common KDDI CORP JPY5000
123,283.05 
121,113.30 
38.00 
Corporate Stock - Common KEYENCE CORP JPY50
52,203.59 
56,625.66 
300.00 
Corporate Stock - Common KONAMI CORP JPY50
101,592.65 
167,418.03 
4,400.00 
Corporate Stock - Common KYOCERA CORP JPY50
40,760.09 
83,170.14 
700.00 
Corporate Stock - Common LAWSON INC JPY50
142,192.64 
206,410.40 
5,900.00 
Corporate Stock - Common MABUCHI MOTOR CO JPY50
266,857.67 
243,850.57 
2,900.00 
Corporate Stock - Common MARUI CO JPY50
68,543.02 
107,027.56 
7,000.00 
Corporate Stock - Common MATSUMOTOKIYOSHI C JPY50
289,441.31 
286,591.18 
6,200.00 
Corporate Stock - Common MINEBEA CO JPY50
118,328.14 
362,568.35 
34,000.00 
Corporate Stock - Common MITSUBISHI EST CO Y50
83,795.40 
88,480.46 
11,000.00 
Corporate Stock - Common MITSUBISHI EST CO Y50
159,973.03 
226,735.53 
21,000.00 
Corporate Stock - Common MITSUBISHI HVY IND Y50
190,612.62 
256,877.51 
78,000.00 
Corporate Stock - Common MITSUBISHI MOTORS JPY50
169,756.47 
274,897.40 
79,000.00 
Corporate Stock - Common MITSUI FUDOSAN JPY50
129,771.64 
190,134.98 
20,000.00 
Corporate Stock - Common MITSUI FUDOSAN JPY50
214,123.20 
344,283.00 
33,000.00 
Corporate Stock - Common MITSUI SUMITOMO INSURANCE COMPANY
96,620.88 
115,371.63 
21,000.00 
Corporate Stock - Common MURATA MFG CO JPY50
31,347.43 
61,171.27 
800.00 
Corporate Stock - Common MURATA MFG CO JPY50
105,797.59 
86,427.23 
2,700.00 
Corporate Stock - Common MURATA MFG CO JPY50
160,655.60 
283,793.90 
4,100.00 
Corporate Stock - Common NEC CORP NPV
160,883.12 
531,070.67 
43,000.00 
Corporate Stock - Common NIKKO CORDIAL CORPORATION Y50
165,163.90 
284,024.43 
49,000.00 
Corporate Stock - Common NIKON CORP JPY50
37,583.21 
68,214.39 
5,000.00 
Corporate Stock - Common NINTENDO CO JPY50
102,797.67 
134,239.77 
1,100.00 
Corporate Stock - Common NIPPON EXPRESS CO Y50
289,963.77 
491,718.08 
74,000.00 
Corporate Stock - Common NIPPON TEL&TEL CP NPV
123,485.30 
116,882.94 
34.00 
Corporate Stock - Common NISHIMATSU CONS CO Y50
36,173.42 
101,039.96 
12,300.00 
Corporate Stock - Common NISSAN MOTOR CO Y50
460,385.94 
293,560.41 
59,000.00 
Corporate Stock - Common NISSAN MOTOR CO Y50
180,252.80 
146,697.10 
23,100.00 
Corporate Stock - Common NITTO DENKO CORP Y50
93,991.74 
107,948.19 
3,300.00 
Corporate Stock - Common NOMURA HOLDINGS JPY50
89,930.06 
165,399.48 
8,000.00 
Corporate Stock - Common NOMURA HOLDINGS JPY50
191,101.37 
313,433.68 
17,000.00 
Corporate Stock - Common NTT DOCOMO NPV
166,090.84 
177,548.69 
90.00 
Corporate Stock - Common NTT DOCOMO NPV
263,899.89 
404,318.93 
143.00 
Corporate Stock - Common ORIX CORP JPY50
270,750.82 
327,003.60 
4,200.00 
Corporate Stock - Common RINNAI CORP Y50
232,501.90 
169,955.49 
10,200.00 
Corporate Stock - Common ROHM CO JPY50
76,396.73 
82,986.76 
600.00 
Corporate Stock - Common ROHM CO JPY50
369,250.86 
269,245.48 
2,900.00 
Corporate Stock - Common SANKYO COMPANY LTD JPY50
100,379.20 
99,845.23 
8,000.00 
Corporate Stock - Common SECOM Y50
222,929.13 
254,334.79 
6,500.00 
Corporate Stock - Common SEKISUI HOUSE Y50
184,039.77 
208,160.73 
26,000.00 
Corporate Stock - Common SEVEN ELEVEN NPV
152,523.81 
253,205.14 
5,000.00 
Corporate Stock - Common SFCG CO LTD JPY50
115,951.80 
251,670.24 
1,600.00 
Corporate Stock - Common SHIN-ETSU CHEM CO Y50
55,725.96 
59,438.99 
1,700.00 
Corporate Stock - Common SHIN-ETSU CHEM CO Y50
209,791.86 
291,247.45 
6,400.00 
Corporate Stock - Common SHIONOGI & CO JPY50
395,921.46 
499,736.11 
28,000.00 
Corporate Stock - Common SHISEIDO CO Y50
117,021.99 
106,986.42 
9,000.00 
Corporate Stock - Common SKYLARK CO Y50
148,553.13 
219,825.19 
11,200.00 
Corporate Stock - Common SMC CORP JPY50
65,711.64 
73,819.60 
700.00 
Corporate Stock - Common SONY CORP Y50
238,240.50 
347,424.55 
5,700.00 
Corporate Stock - Common SONY CORP Y50
376,169.21 
322,472.77 
9,000.00 
Corporate Stock - Common SUMITOMO BAKELITE JPY50
109,833.99 
183,804.55 
26,600.00 
Corporate Stock - Common SUMITOMO CORP JPY50
17,190.53 
38,993.86 
4,000.00 
Corporate Stock - Common SUZUKI MOTOR CORP JPY50
54,352.41 
53,722.70 
5,000.00 
Corporate Stock - Common SUZUKI MOTOR CORP JPY50
217,409.62 
220,353.40 
20,000.00 
Corporate Stock - Common TAKEDA CHEMICAL IN Y50
83,593.16 
87,496.70 
2,000.00 
Corporate Stock - Common TAKEDA CHEMICAL IN Y50
292,576.05 
305,591.00 
7,000.00 
Corporate Stock - Common TAKEFUJI CORP JPY50
50,219.09 
60,848.63 
870.00 
Corporate Stock - Common TDK CORP JPY50
120,839.30 
256,919.89 
3,000.00 
Corporate Stock - Common TOKYO ELECTRON Y50
457,040.53 
366,039.08 
10,100.00 
Corporate Stock - Common TOKYU CORP Y50
116,238.31 
164,441.62 
33,000.00 
Corporate Stock - Common TOPPAN PRINTING CO Y50
22,575.21 
29,545.27 
3,000.00 
Corporate Stock - Common TORAY IND INC Y50
148,647.51 
243,079.10 
70,000.00 
Corporate Stock - Common TOYOTA MOTOR CORP JPY50
185,480.74 
181,216.89 
6,900.00 
Corporate Stock - Common USHIO INC JPY50
43,818.99 
93,174.24 
4,000.00 
Corporate Stock - Common YAMAHA MOTOR CO JPY50
313,811.41 
244,910.17 
38,000.00 
Corporate Stock - Common YAMANOUCHI PHARM JPY50
144,939.75 
209,834.56 
5,000.00 
Corporate Stock - Common YAMATO TRANSPORT COM ST
78,368.59 
113,850.59 
6,000.00 
Corporate Stock - Common SES FDR EACH REP 1 'A'NPV
51,289.18 
58,996.21 
8,500.00 
Corporate Stock - Common MALAYAN BKG BERHAD MYR 1
33,494.74 
39,939.19 
17,200.00 
Corporate Stock - Common SIME DARBY BHD MYR0.50
14,357.89 
15,352.09 
11,000.00 
Corporate Stock - Common FOMENTO ECON MEXIC UNITS (REP 1'B'& 4'D'SHS)
86,185.73 
93,199.07 
23,890.00 
Corporate Stock - Common GF BBVA BANCOMER SER'B'NPV
57,061.16 
63,443.54 
75,200.00 
Corporate Stock - Common WAL-MART DE MEXICO SER'V'NPV
56,800.46 
62,090.28 
25,400.00 
Corporate Stock - Common ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS
73,236.00 
82,228.69 
5,100.00 
Corporate Stock - Common ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS
201,040.00 
230,828.43 
14,000.00 
Corporate Stock - Common ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L
19,795.62 
17,722.73 
619.00 
Corporate Stock - Common ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L
514,878.00 
401,746.21 
16,100.00 
Corporate Stock - Common ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L
139,432.80 
133,893.06 
4,360.00 
Corporate Stock - Common ABN-AMRO HLDGS NV EUR0.56
480,873.68 
530,469.29 
29,412.00 
Corporate Stock - Common ABN-AMRO HLDGS NV EUR0.56
272,596.46 
285,023.99 
16,673.00 
Corporate Stock - Common AEGON NV EUR0.12
757,203.89 
1,146,595.08 
58,855.00 
Corporate Stock - Common AHOLD(KON)NV EUR0.25
34,283.74 
76,470.39 
2,700.00 
Corporate Stock - Common AHOLD(KON)NV EUR0.25
277,596.68 
448,306.37 
21,862.00 
Corporate Stock - Common AKZO NOBEL NV EUR2
13,958.21 
10,106.06 
440.00 
Corporate Stock - Common AKZO NOBEL NV EUR2
267,109.44 
271,540.42 
8,420.00 
Corporate Stock - Common ASML HLDG EUR0.02
67,744.33 
158,413.04 
8,110.00 
Corporate Stock - Common BUHRMANN NV EUR1.20
82,337.38 
232,938.08 
18,861.00 
Corporate Stock - Common EQUANT NV NLG0.02
2,258.00 
53,724.01 
556.00 
Corporate Stock - Common FORTIS UNIT(FORTIS SA/NV NPV/0.42)
89,407.66 
76,231.98 
5,114.00 
Corporate Stock - Common FORTIS UNIT(FORTIS SA/NV NPV/0.42)
314,150.61 
449,815.67 
17,969.00 
Corporate Stock - Common HAGEMEYER EUR1.2
18,102.06 
71,758.20 
2,500.00 
Corporate Stock - Common HEINEKEN HOLDING 'A'EUR2
337,308.35 
370,468.13 
11,625.00 
Corporate Stock - Common HEINEKEN NV EUR2
411,845.57 
436,083.32 
10,550.00 
Corporate Stock - Common HUNTER DOUGLAS NV EUR0.24
162,863.80 
160,469.50 
5,436.00 
Corporate Stock - Common ING GROEP NV CVA EUR0.24
213,341.42 
286,259.83 
12,596.00 
Corporate Stock - Common ING GROEP NV CVA EUR0.24
252,839.05 
318,898.63 
14,928.00 
Corporate Stock - Common KON KPN NV EUR0.24
81,328.11 
61,166.22 
12,500.00 
Corporate Stock - Common KON KPN NV EUR0.24
417,701.20 
330,853.40 
64,200.00 
Corporate Stock - Common NUMICO (KON) NV CVA EUR0.25
42,815.32 
79,265.40 
3,400.00 
Corporate Stock - Common PHILIPS ELEC(KON) EUR0.20
182,977.45 
315,607.16 
10,441.00 
Corporate Stock - Common PHILIPS ELEC(KON) EUR0.20
113,911.83 
220,089.50 
6,500.00 
Corporate Stock - Common REED ELSEVIER NV EUR0.06
78,731.91 
76,097.73 
6,440.00 
Corporate Stock - Common ROYAL DUTCH PETROL EUR0.56(BR)
115,866.22 
108,412.37 
2,632.00 
Corporate Stock - Common ROYAL DUTCH PETROL EUR0.56(BR)
1,047,726.49 
1,132,815.01 
23,800.00 
Corporate Stock - Common STMICROELECTRONICS EUR1.04
66,178.71 
97,895.33 
3,376.00 
Corporate Stock - Common STMICROELECTRONICS EUR1.04
307,762.37 
362,740.67 
15,700.00 
Corporate Stock - Common STORK NV EUR5
84,188.35 
287,915.46 
13,832.00 
Corporate Stock - Common VEDIOR CVA EUR0.05
79,037.08 
171,352.99 
13,845.00 
Corporate Stock - Common VNU NV EUR0.20
119,017.56 
237,215.42 
4,564.00 
Corporate Stock - Common VNU NV EUR0.20
92,314.23 
178,379.05 
3,540.00 
Corporate Stock - Common WOLTERS KLUWER CVA EUR0.12
83,964.19 
90,112.41 
4,820.00 
Corporate Stock - Common WOLTERS KLUWER CVA EUR0.12
185,226.41 
226,837.91 
10,633.00 
Corporate Stock - Common ADR ASML HLDG ASML HLDG NV EUR0.02(NY REG)
79,420.00 
33,285.09 
9,500.00 
Corporate Stock - Common ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000
53,040.00 
99,411.33 
3,000.00 
Corporate Stock - Common ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000
167,960.00 
254,315.36 
9,500.00 
Corporate Stock - Common ADR STMICROELECTRONICS N V SHS-N Y REGISTRY
29,265.00 
34,817.27 
1,500.00 
Corporate Stock - Common ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR
74,834.00 
78,797.45 
1,700.00 
Corporate Stock - Common TELECOM CORP OF NZ NPV
2,383.64 
2,339.91 
1,006.00 
Corporate Stock - Common TELECOM CORP OF NZ NPV
217,619.41 
283,457.99 
91,845.00 
Corporate Stock - Common TELECOM CORP NEW ZEALAND
183,156.40 
163,200.78 
77,300.00 
Corporate Stock - Common NORSK HYDRO AS NOK20
143,423.19 
165,822.77 
3,200.00 
Corporate Stock - Common ORKLA ASA NOK6.25 ORD
72,560.36 
59,656.41 
4,260.00 
Corporate Stock - Common STATOIL ASA NOK2.50
12,413.12 
10,944.64 
1,470.00 
Corporate Stock - Common STATOIL ASA NOK2.50
320,883.40 
279,536.79 
38,000.00 
Corporate Stock - Common STATOIL ASA NOK2.50
216,258.53 
184,949.08 
25,610.00 
Corporate Stock - Common ELEC DE PORTUGAL EUR1(REGD)
157,943.82 
227,507.54 
94,660.00 
Corporate Stock - Common JERONIMO MARTINS EUR5
21,471.46 
51,133.54 
2,944.00 
Corporate Stock - Common PORTUGAL TCOM SGPS EUR1(REGD)
227,651.56 
282,755.42 
33,120.00 
Corporate Stock - Common SAMSUNG ELECTRONIC KRW5000
265,538.55 
138,910.11 
1,003.00 
Corporate Stock - Common SAMSUNG ELECTRONIC KRW5000
364,288.18 
335,592.06 
1,376.00 
Corporate Stock - Common SHINHAN FIN GROUP KRW5000
59,592.77 
64,388.11 
5,700.00 
Corporate Stock - Common SK TELECOM KRW500
104,262.05 
100,610.98 
540.00 
Corporate Stock - Common ADR KOOKMIN BK NEW SPONSORED ADR KOOKMINBK ADRS
35,350.00 
48,000.00 
1,000.00 
Corporate Stock - Common ADR KOREA ELEC PWR CORP SPONSORED ADR ISIN #US5006311063
132,727.50 
197,728.41 
15,615.00 
Corporate Stock - Common ADR KT CORP SPONSORED ADR
89,604.90 
112,546.20 
4,158.00 
Corporate Stock - Common ADR POSCO SPONSORED ADR
61,478.78 
61,926.76 
2,486.00 
Corporate Stock - Common HYUNDAI MOTOR CO GDR-REP 1/2 ORD KRW 5000
24.00 
20.32 
2.00 
Corporate Stock - Common SAMSUNG ELECTRONIC GDR REP 1/2 KRW5000(REG S)
276,893.50 
315,504.01 
2,078.00 
Corporate Stock - Common SAMSUNG ELECTRONIC GDS(1/2 NON VTG SHS)RG
302,400.00 
146,524.26 
4,800.00 
Corporate Stock - Common ADR OIL CO LUKOIL SPONSORED ADR
104,449.36 
96,286.92 
1,700.00 
Corporate Stock - Common ADR YUKOS CORP SPONSORED ADR
111,334.31 
82,143.64 
790.00 
Corporate Stock - Common DBS GROUP HLDGS SGD1
317,094.26 
367,297.16 
50,000.00 
Corporate Stock - Common HAW PAR CORP LTD SGD1
1,843.79 
1,947.49 
981.00 
Corporate Stock - Common MOBILEONE SGD0.20
37,278.75 
38,900.11 
53,000.00 
Corporate Stock - Common MOBILEONE SGD0.20
112,539.64 
112,569.69 
160,000.00 
Corporate Stock - Common O/SEAS CHINESE BK SGD1
72,326.32 
73,464.49 
13,000.00 
Corporate Stock - Common SINGAPORE AIRLINES SGD0.5(1000 BOARD LOT)
88,209.86 
140,705.52 
15,000.00 
Corporate Stock - Common SINGAPORE PRESS HD SGD1(POST RECONSTRUCTION)
136,408.19 
220,923.35 
13,000.00 
Corporate Stock - Common SINGAPORE TECH ENG SGD0.10
127,471.89 
134,837.03 
134,000.00 
Corporate Stock - Common SINGAPORE TELECOMM SGD0.15
490,881.29 
710,409.93 
686,640.00 
Corporate Stock - Common UTD O/S BANK SGD1
163,329.14 
157,682.61 
24,008.00 
Corporate Stock - Common VENTURE CORP LTD SGD0.25
104,179.88 
105,660.89 
13,000.00 
Corporate Stock - Common CREATIVE TECH INC COM STK
99,120.00 
170,792.80 
14,000.00
Corporate Stock - Common DBS GROUP HLDGS GDS-EACH REP 1 SHARE ADR
403,200.00 
335,712.00 
64,000.00 
Corporate Stock - Common ALTADIS SA EUR0.6(REGD)
125,014.43 
90,751.66 
5,500.00 
Corporate Stock - Common BBVA(BILB-VIZ-ARG) EUR0.49
157,042.05 
185,800.94 
16,409.00 
Corporate Stock - Common BBVA(BILB-VIZ-ARG) EUR0.49
406,745.51 
550,761.80 
42,500.00 
Corporate Stock - Common BCO SANT CENT HISP EUR0.50(REGD)
124,687.77 
154,210.91 
18,168.00 
Corporate Stock - Common ENDESA SA EUR1.2
63,640.40 
101,817.46 
5,439.00 
Corporate Stock - Common ENDESA SA EUR1.2
355,855.05 
538,931.62 
30,413.00 
Corporate Stock - Common GAS NATURAL SDG EUR1
82,676.80 
78,028.79 
4,360.00 
Corporate Stock - Common INDUSTRIA DE DISENO TEXTIL (INDITEX) ORDCOM STK
89,763.15 
77,005.15 
3,800.00 
Corporate Stock - Common INDUSTRIA DE DISENO TEXTIL (INDITEX) ORDCOM STK
373,225.74 
249,723.12 
15,800.00 
Corporate Stock - Common REPSOL YPF SA EUR1
38,556.45 
47,674.47 
2,916.00 
Corporate Stock - Common TELEFONICA SA EUR1
114,908.35 
179,933.04 
12,837.00 
Corporate Stock - Common ADR REPSOL YPF S A SPONSORED ADR
279,820.44 
321,931.00 
21,393.00 
Corporate Stock - Common ADR TELEFONICA S A SPONSORED
39,855.00 
63,234.88 
1,500.00 
Corporate Stock - Common ASSA ABLOY SEK1 SER'B'
229,528.42 
294,667.97 
20,100.00 
Corporate Stock - Common AUTOLIV INC USD1 SDR (SWEDISH DEP RECPT
148,502.46 
185,800.71 
7,249.00 
Corporate Stock - Common ELECTROLUX AB SER'B'SEK5
67,382.62 
69,447.69 
4,270.00 
Corporate Stock - Common ERICSSON(LM)TEL SEK1 SER'B'
18,403.68 
149,098.05 
26,288.00 
Corporate Stock - Common FORENINGSSPARBK SEK20 SER'A'
208,049.76 
250,775.78 
17,600.00 
Corporate Stock - Common HENNES & MAURITZ SEK0.25'B'
131,495.53 
104,003.68 
6,820.00 
Corporate Stock - Common INVESTOR AB SEK6.25'B'
170,401.11 
317,101.24 
28,553.00 
Corporate Stock - Common NORDEA ORD EUR0.39632
49,429.54 
61,299.59 
11,216.00 
Corporate Stock - Common SANDVIK AB SEK6
28,349.19 
27,063.79 
1,270.00 
Corporate Stock - Common SECURITAS SER'B'SEK1
276,169.99 
438,273.14 
23,138.00 
Corporate Stock - Common SVENSKA HANDELSBKN SER'A'SEK4
93,190.87 
103,822.54 
7,000.00 
Corporate Stock - Common ADR ERICSSON L M TEL CO ERICSSON L M TELCO ADR
9,840.40 
5,978.25 
1,460.00 
Corporate Stock - Common ADECCO SA CHF1(REGD)
236,367.98 
288,146.67 
6,030.00 
Corporate Stock - Common BARRY CALLEBAUT AG CHF100(REGD)
154,165.04 
241,539.41 
1,324.00 
Corporate Stock - Common CLARIANT CHF5(REGD)
203,626.24 
337,262.94 
12,740.00 
Corporate Stock - Common CREDIT SUISSE GRP CHF1(REGD)
31,243.22 
51,151.52 
1,440.00 
Corporate Stock - Common CREDIT SUISSE GRP CHF1(REGD)
295,682.36 
398,028.06 
13,628.00 
Corporate Stock - Common HOLCIM CHF10(BR)
432,220.29 
253,783.82 
2,381.00 
Corporate Stock - Common NESTLE SA CHF1(REGD)
496,915.46 
389,134.29 
2,345.00 
Corporate Stock - Common NESTLE SA CHF1(REGD)
577,015.26 
470,522.36 
2,723.00 
Corporate Stock - Common NESTLE SA CHF1(REGD)
180,118.61 
174,083.67 
850.00 
Corporate Stock - Common NOVARTIS AG CHF0.50(REGD)
680,657.23 
669,409.50 
18,655.00 
Corporate Stock - Common NOVARTIS AG CHF0.50(REGD)
334,217.11 
316,253.25 
9,160.00 
Corporate Stock - Common RICHEMONT(CIE FIN) 'A'CHF1(BR)EQUITY UNIT
474,632.68 
438,196.25 
25,437.00 
Corporate Stock - Common ROCHE HLDGS AG GENUSSCHEINE NPV
118,460.26 
114,125.37 
1,700.00 
Corporate Stock - Common ROCHE HLDGS AG GENUSSCHEINE NPV
200,337.20 
228,668.47 
2,875.00 
Corporate Stock - Common ROCHE HLDGS AG GENUSSCHEINE NPV
239,707.82 
228,254.61 
3,440.00 
Corporate Stock - Common SWISS REINSURANCE CHF0.1(REGD)
695,189.56 
1,001,529.06 
10,598.00 
Corporate Stock - Common SWISSCOM AG CHF9(REGD)
522,240.18 
525,195.04 
1,803.00 
Corporate Stock - Common SYNTHES-STRATEC COM CHF0.01
91,380.63 
89,064.71 
149.00 
Corporate Stock - Common UBS AG CHF0.80(REGD)
278,481.23 
227,787.59 
5,730.00 
Corporate Stock - Common UBS AG CHF0.80(REGD)
187,841.18 
179,376.46 
3,865.00 
Corporate Stock - Common UBS AG CHF0.80(REGD)
283,778.69 
221,691.22 
5,839.00 
Corporate Stock - Common ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003
78,255.00 
98,409.10 
11,100.00 
Corporate Stock - Common ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003
149,474.10 
197,885.95 
21,202.00 
Corporate Stock - Common ADR UTD MICROELECTRONICS CORP
109,872.00 
143,572.35 
32,700.00 
Corporate Stock - Common GDR HON HAI PRECISION IND LTD GLOBAL DEPOS RCPT
84,231.21 
106,081.32 
12,203.00 
Corporate Stock - Common BANGKOK BANK THB10 (NVDR)
52,830.63 
57,319.31 
46,000.00 
Corporate Stock - Common ABBEY NATIONAL ORD GBP0.10
37,543.24 
56,132.30 
4,502.00 
Corporate Stock - Common ALLIED DOMECQ ORD GBP0.25
438,440.98 
418,379.96 
68,600.00 
Corporate Stock - Common ARM HLDGS ORD GBP0.0005
32,146.31 
129,562.07 
41,600.00 
Corporate Stock - Common ASTRAZENECA USD PAR ..25
261,863.93 
251,833.30 
7,327.00 
Corporate Stock - Common ASTRAZENECA USD PAR ..25
600,425.01 
503,769.08 
16,800.00 
Corporate Stock - Common AUTONOMY CORP ORD GBP0.003333
6,423.47 
54,123.63 
2,280.00 
Corporate Stock - Common BAE SYSTEMS ORD GBP0.025
243,550.33 
351,206.06 
122,003.00 
Corporate Stock - Common BAE SYSTEMS ORD GBP0.025
163,028.98 
476,532.12 
81,667.00 
Corporate Stock - Common BARCLAYS ORD GBP0.25
176,645.31 
226,259.23 
28,500.00 
Corporate Stock - Common BARCLAYS ORD GBP0.25
341,433.69 
372,906.83 
55,087.00 
Corporate Stock - Common BG GROUP ORD GBP0.10
43,136.45 
32,772.21 
9,998.00 
Corporate Stock - Common BG GROUP ORD GBP0.10
249,378.58 
226,540.90 
57,800.00 
Corporate Stock - Common BILLITON ORD USD0.50
221,104.35 
209,145.11 
41,399.00 
Corporate Stock - Common BOC GROUP ORD 25P
161,542.92 
165,970.55 
11,300.00 
Corporate Stock - Common BOC GROUP ORD 25P
332,621.16 
347,444.21 
23,267.00 
Corporate Stock - Common BP ORD USD0.25
175,430.48 
171,997.78 
25,520.00 
Corporate Stock - Common BRAMBLES INDS (UK) ORD GBP0.05
91,152.04 
167,707.16 
37,250.00 
Corporate Stock - Common BRAMBLES INDS (UK) ORD GBP0.05
65,091.12 
223,433.55 
26,600.00 
Corporate Stock - Common BUNZL ORD 25P
240,849.38 
167,287.25 
39,370.00 
Corporate Stock - Common CABLE & WIRELESS ORD GBP0.25
10,103.26 
164,057.51 
14,024.00 
Corporate Stock - Common CADBURY SCHWEPPES ORD GBP0.125
95,422.95 
83,794.27 
15,316.00 
Corporate Stock - Common CADBURY SCHWEPPES ORD GBP0.125
273,783.37 
288,690.45 
43,944.00 
Corporate Stock - Common CELLTECH GROUP ORD GBP0.50
39,362.08 
110,974.50 
7,087.00 
Corporate Stock - Common CENTRICA ORD GBX5.555555
37,668.12 
26,080.59 
13,683.00 
Corporate Stock - Common CENTRICA ORD GBX5.555555
96,351.99 
133,009.38 
35,000.00 
Corporate Stock - Common CENTRICA ORD GBX5.555555
117,549.42 
113,407.62 
42,700.00 
Corporate Stock - Common COMPASS GROUP ORD GBP0.10
301,811.13 
104,444.25 
56,810.00 
Corporate Stock - Common COMPASS GROUP ORD GBP0.10
102,002.70 
39,837.12 
19,200.00 
Corporate Stock - Common D S SMITH PLC ORD GBP0.10
17,708.48 
28,720.42 
7,560.00 
Corporate Stock - Common DEBENHAMS ORD GBP0.10
126,542.68 
116,682.54 
28,300.00 
Corporate Stock - Common DIAGEO ORD GBX28.935185
164,022.96 
125,639.05 
15,094.00 
Corporate Stock - Common ELECTROCOMPONENTS ORD GBP0.10
87,879.77 
124,703.17 
19,020.00 
Corporate Stock - Common FRIENDS PROV ORD GBP0.10
12,402.36 
20,088.44 
6,380.00 
Corporate Stock - Common GKN PLC ORD GBP0.50
3,231.86 
2,600.57 
1,000.00 
Corporate Stock - Common GKN PLC ORD GBP0.50
282,690.50 
410,930.59 
87,470.00 
Corporate Stock - Common GLAXOSMITHKLINE ORD GBP0.25
822,057.05 
874,250.09 
42,838.00 
Corporate Stock - Common GLAXOSMITHKLINE ORD GBP0.25
368,695.60 
453,467.28 
19,213.00 
Corporate Stock - Common GRANADA ORD GBP0.10
19,924.66 
134,606.46 
15,519.00 
Corporate Stock - Common HAYS ORD GBP0.01
57,461.81 
141,973.66 
38,483.00 
Corporate Stock - Common HBOS ORD GBP0.25
240,421.15 
217,927.69 
22,800.00 
Corporate Stock - Common HILTON GRP ORD 10P
20,889.79 
24,505.20 
7,770.00 
Corporate Stock - Common KINGFISHER ORD GBP0.1375
149,792.40 
172,157.14 
41,818.00 
Corporate Stock - Common MARKS & SPENCER GP ORD GBP0.25
121,099.23 
94,500.49 
23,880.00 
Corporate Stock - Common MORGAN CRUCIBLE CO ORD GBP0.25
73,276.00 
374,238.55 
87,531.00 
Corporate Stock - Common NATL GRID TRANSCO ORD GBP0.10
271,183.75 
296,899.92 
36,900.00 
Corporate Stock - Common OLD MUTUAL ORD GBP0.10
127,857.56 
126,855.57 
90,250.00 
Corporate Stock - Common P & O PRINCESS CRU ORD USD0.50
18,734.30 
19,881.74 
2,700.00 
Corporate Stock - Common PEARSON ORD 25P
335,732.34 
534,267.25 
36,300.00 
Corporate Stock - Common PRUDENTIAL PLC 5P
261,494.62 
500,442.21 
37,000.00 
Corporate Stock - Common RECKITT BENCKISER ORD GBP0.105263
58,197.57 
36,689.69 
3,000.00 
Corporate Stock - Common REED ELSEVIER ORD GBP0.125
543,493.72 
487,278.28 
63,458.00 
Corporate Stock - Common REUTERS GROUP ORD GBP0.25
167,852.89 
391,946.63 
58,740.00 
Corporate Stock - Common RIO TINTO PLC ORD 10P(REGD)
287,801.53 
230,322.28 
14,417.00 
Corporate Stock - Common RIO TINTO PLC ORD 10P(REGD)
324,872.17 
267,637.25 
16,274.00 
Corporate Stock - Common ROYAL BK SCOTLAND ORD GBP0.25
540,404.92 
280,925.52 
22,559.00 
Corporate Stock - Common ROYAL BK SCOTLAND ORD GBP0.25
692,304.72 
602,696.63 
28,900.00 
Corporate Stock - Common SAINSBURY J ORD GBP0.25
302,462.33 
309,298.59 
67,400.00 
Corporate Stock - Common SCOT & SOUTHERN EN ORD GBP0.50
246,247.67 
203,808.69 
22,494.00 
Corporate Stock - Common SHELL TRNSPT&TRDG ORD GBP0.25(REGD)
398,794.09 
409,768.69 
60,566.00 
Corporate Stock - Common SHELL TRNSPT&TRDG ORD GBP0.25(REGD)
425,237.27 
407,210.78 
64,582.00 
Corporate Stock - Common SHIRE PHARMA GROUP ORD GBP0.05
62,713.31 
146,771.82 
9,800.00 
Corporate Stock - Common SMITHS GROUP ORD GBP0.25
431,703.55 
696,759.59 
38,556.00 
Corporate Stock - Common STANDARD CHARTERED ORD USD0.50
52,282.83 
61,526.21 
4,600.00 
Corporate Stock - Common STANDARD CHARTERED ORD USD0.50
287,555.54 
295,271.90 
25,300.00 
Corporate Stock - Common TESCO ORD 5P
193,106.77 
184,596.03 
61,830.00 
Corporate Stock - Common TOMKINS ORD GBP0.05
95,899.29 
117,039.40 
31,352.00 
Corporate Stock - Common UNILEVER PLC ORD GBP0.014
190,907.58 
182,381.12 
20,065.00 
Corporate Stock - Common UNILEVER PLC ORD GBP0.014
384,384.06 
323,634.09 
40,400.00 
Corporate Stock - Common UNILEVER PLC ORD GBP0.014
103,745.64 
71,876.09 
10,904.00 
Corporate Stock - Common UTD BUSINESS MEDIA ORD GBP0.25
19,043.56 
43,481.26 
4,079.00 
Corporate Stock - Common VODAFONE GROUP ORD USD0.10
522,310.84 
808,868.52 
286,480.00 
Corporate Stock - Common VODAFONE GROUP ORD USD0.10
1,921,816.91 
937,706.20 
1,054,089.00 
Corporate Stock - Common WOOLWORTHS GROUP ORD GBP0.125
8,543.69 
7,343.00 
14,640.00 
Corporate Stock - Common WPP GROUP ORD 10P
243,147.26 
422,654.81 
31,830.00 
Corporate Stock - Common XSTRATA PLC ORD USD0.50
79,406.27 
107,039.04 
7,600.00 
Corporate Stock - Common ASTRAZENECA ORD USD0.25
859,355.24 
655,392.35 
24,470.00 
Corporate Stock - Common ADR ASTRAZENECA PLC SPONSORED ADR UK
31,581.00 
32,939.86 
900.00 
Corporate Stock - Common ###REORG STAPLES INC COM N/C STAPLES (RETAIL & DELIVERY) #2844553 DON'T USE
58,560.00 
61,013.26 
3,200.00 
Corporate Stock - Common ###REORG/AMERN NATL FINL NAME CHANGE TO ANFI INC SEC #2000868 EF 12/24/02
0.00 
0.00 
0.00 
Corporate Stock - Common ###REORG/PCCW LTD ADR REV SPLT TO PCCW LTDSPONS ADR SEC # 2001076 EFF 1/8/03
178.25 
409.98 
115.00 
Corporate Stock - Common ##ADR CHINA EASTN AIRLS LTD SPONSORED ADR REPSTG CL H
3,230.00 
7,037.09 
250.00 
Corporate Stock - Common ##ADVANCED COMMUNICATIONS TECHNOLOGIES INCCOM
4.00 
1,279.95 
1,000.00 
Corporate Stock - Common ##ALLENERGY INC COM
2.28 
0.00 
3.00 
Corporate Stock - Common ##AMER WILD WOODLAND GINSENG CORP
0.00 
281,353.61 
140,500.00 
Corporate Stock - Common ##APIVA VENTURES LTD COM
54.00 
7,871.10 
2,000.00 
Corporate Stock - Common ##BENNETT ENVIRONMENTAL INC COM ISIN # CA0819061098
6,817.20 
9,453.65 
988.00 
Corporate Stock - Common ##BOEING CO COM DO NOT USE SEE SEC #2072785
232,981.15 
296,635.77 
7,062.18 
Corporate Stock - Common ##CLEV CLIFFS INC COM REF # 2184268
3,970.00 
5,390.90 
200.00 
Corporate Stock - Common ##CYBERTEL COMMUNICATIONS CORP COM
5,000.00 
5,871.00 
200,000.00 
Corporate Stock - Common ##ELAN ENERGY INC RT EXP 03-31-2003 DO NOT USE SEE SEC #2348609
0.65 
5,953.53 
646.00 
Corporate Stock - Common ##FAMILY ROOM ENTMT CORP COM
5,500.00 
6,901.00 
20,000.00 
Corporate Stock - Common ##FOUNDERS HOLDINGS LTD
450.00 
6,725.00 
5,000.00 
Corporate Stock - Common ##GLOBAL WEB TV INC COM
250.00 
1,699.50 
5,000.00 
Corporate Stock - Common ##HENDERSON CYBER LTD
0.75 
0.00 
25.00 
Corporate Stock - Common ##HURRICANE HYDROCARBONS LTD DO NOT USE SEE SEC #2-407451
3,438.60 
2,126.68 
330.00 
Corporate Stock - Common ##IT CAPITAL LIMITED ORD F
2,000.00 
20,755.10 
100,000.00 
Corporate Stock - Common ##NEW OROPERU RES INC COM
133.00 
3,386.67 
200.00 
Corporate Stock - Common ##NEXUS TELOCATION SYS
8.00 
948.66 
100.00 
Corporate Stock - Common ##NORSAT INTL INC NEW COM COM STK
95.00 
1,223.70 
100.00 
Corporate Stock - Common ##PAC MINERALS INC COM
326.34 
369.68 
333.00 
Corporate Stock - Common ##PCCW LTD
2,715.00 
34,748.45 
18,100.00 
Corporate Stock - Common ##RESH IN MOTION LTD EURO COM STK ISINCA7609751028 SEE SEC #2758322
1,312.00 
2,354.98 
100.00 
Corporate Stock - Common ##SK WHEAT POOL CL B NON VTG COM
70.00 
1,453.80 
100.00 
Corporate Stock - Common ##TECHNEST HLDGS INC COM
0.97 
2,101.20 
971.00 
Corporate Stock - Common ##WESCAM INC COM
6,040.00 
4,059.95 
1,000.00 
Corporate Stock - Common #REORG EXE TECHNOLOGIES REV SPLT TO EXE TECHNOLOGIES 2001050 EFF 1/2/03
220.00 
1,469.95 
400.00 
Corporate Stock - Common #REORG FORTUNE FINL SYS INC N/C FORTUNE FINL SYS OF NEVADA INC 4-12-99 2332445
0.17 
5,219.09 
1,700.00 
Corporate Stock - Common #REORG PRECISION OPTICS REV SPLT TO PRECISION OPTICSNEW SEC #2001337 1/29/03
75.00 
3,779.95 
300.00 
Corporate Stock - Common #REORG QUANTUM CORP COM EXCH QUANTUM CORP DSSG COM @1 CORP ACT 8-3-99 2753014
3,794.07 
10,651.93 
1,421.00 
Corporate Stock - Common #REORG RHEOMETRIC SCIENTIFIC INCNAMECHGEPROTERION CP CU 74370Y102 EF1/15/03
900.00 
21,006.33 
1,500.00 
Corporate Stock - Common #REORG STILWELL FINL INC N/C TO JANUS CAP GROUP INC 2000928 EFF 1/2/03
1,960.50 
5,264.95 
150.00 
Corporate Stock - Common #REORG STILWELL FINL INC N/C TO JANUS CAP GROUP INC 2000928 EFF 1/2/03
71,885.00 
148,015.24 
5,500.00 
Corporate Stock - Common #REORG SYCOR INTL CORP STK MERGER TO CARDINAL HLTH INC 2019071 EFF 1/2/03
9,574.79 
10,103.74 
345.00 
Corporate Stock - Common #REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK SEE SEC# 2279467 EFF N/A
107,281.16 
139,976.94 
6,577.63 
Corporate Stock - Common #REORG/BEVSYSTEMS INTL INC REV SPLT TO BEVSYSTEMS INTL NEW CU 088255203
4,702.50 
9,130.00 
85,500.00 
Corporate Stock - Common #REORG/BIRMINGHAM STL CORP FINAL DISTR EFF 12/27/03
139.50 
278.59 
300.00 
Corporate Stock - Common #REORG/BRITE SMILE INC REV SPLT TO BRITESMILE INC NEW SEC #2001231 EFF 1/27/03
2,145.00 
22,391.44 
6,500.00 
Corporate Stock - Common #REORG/COHESION TECHNOLOGIES INC PLAN OFREORG ANGIOTECH PHARM INC #2021467
1,149.00 
1,957.69 
300.00 
Corporate Stock - Common #REORG/CROWN CORK & SEAL NAME CHANGE TO CROWN HLDGS INC SEC #2001696 EFF 2/25/03
7,950.00 
8,879.95 
1,000.00 
Corporate Stock - Common #REORG/DRIVERSSHIELD CORP NAME CHANGE TOACCESITY CORP CU 00433F103 EFF 1/24/03
7,595.00 
46,301.07 
24,500.00 
Corporate Stock - Common #REORG/ECHO BAY MINES NEW AMALGAMATION TO KINROSS GOLD CORP #2001136 1/31/03
378.00 
307.93 
300.00 
Corporate Stock - Common #REORG/HOME HLTH CORP AMER DESP SEC EFF 7/12/02
0.10 
1,648.80 
200.00 
Corporate Stock - Common #REORG/HYSEQ INC NAME CHANGE TO NUVELO INC CU 67072M103 EFF 1/31/03
130.50 
3,956.77 
150.00 
Corporate Stock - Common #REORG/ICOMNET INC COM NEW DESP SEC EFF 5/25/00
0.10 
1,654.95 
1,000.00 
Corporate Stock - Common #REORG/INHALE THERAPEUTIC SYSTEMS INC N/C NEKTAR THERAPEUTICS SEC #2001172
29,088.00 
22,064.40 
3,600.00 
Corporate Stock - Common #REORG/INTST NATL CASH MERGER EFF 1/15/03
4,760.80 
4,077.95 
800.00 
Corporate Stock - Common #REORG/JOHN NUVEEN CO CL A NM CHG NUVEENINVESTMENTS INC CL A 2001330 1/31/03
114,075.00 
116,181.00 
4,500.00 
Corporate Stock - Common #REORG/KINROSS GOLD CORP REV SPLT TO KINROSS GOLD NEW SEC #2001136 1/31/03
43,610.00 
35,116.16 
17,800.00 
Corporate Stock - Common #REORG/MERIDAN MED TECHNOLOGIES INC CASHMERGER EFF 1/9/03
8,880.00 
6,558.95 
200.00 
Corporate Stock - Common #REORG/METRICOM INC DESP SEC EFF 10/8/02
0.43 
2,914.86 
393.00 
Corporate Stock - Common #REORG/NAVISITE INC REV SPLT TO NAVISITEINC NEW SEC #2000988 EFF 1/7/03
11.40 
1,148.68 
76.00 
Corporate Stock - Common #REORG/NEON COMMUNICATIONS DESP SEC EFF 12/30/02
6.00 
891.24 
200.00 
Corporate Stock - Common #REORG/OIL CO LUKOIL SPONS ADR MAND EXCHTO LUKOIL CO SEC #2675516 EF 1/8/03
41,165.34 
40,948.48 
670.00 
Corporate Stock - Common #REORG/PHILIP MORRIS NAME CHG TO ALTRIA GROUP INC SEC #2001306 EFF 1/27/03
260,314.38 
291,335.48 
6,422.76 
Corporate Stock - Common #REORG/PHILIP MORRIS NAME CHG TO ALTRIA GROUP INC SEC #2001306 EFF 1/27/03
376,929.00 
514,571.00 
9,300.00 
Corporate Stock - Common #REORG/PHILIP MORRIS NAME CHG TO ALTRIA GROUP INC SEC #2001306 EFF 1/27/03
887,607.00 
1,168,773.40 
21,900.00 
Corporate Stock - Common #REORG/PHILIP MORRIS NAME CHG TO ALTRIA GROUP INC SEC #2001306 EFF 1/27/03
149,961.00 
198,748.02 
3,700.00 
Corporate Stock - Common #REORG/PHILIP MORRIS NAME CHG TO ALTRIA GROUP INC SEC #2001306 EFF 1/27/03
2,087,295.00 
1,436,532.97 
51,500.00 
Corporate Stock - Common #REORG/RATIONAL SOFTWARE CASH MERGER EFF2/21/03
6,857.40 
11,010.90 
660.00 
Corporate Stock - Common #REORG/RATIONAL SOFTWARE CASH MERGER EFF2/21/03
50,911.00 
112,636.66 
4,900.00 
Corporate Stock - Common #REORG/READ-RITE CORP REV SPLT TO READ-RITE CORP SEC #2001655 EFF 2/24/03
1,172.50 
3,489.49 
3,350.00 
Corporate Stock - Common #REORG/STAR COMMUNICATIONS INC DESP SEC EFF 7/2/02
1.39 
25,938.25 
13,900.00 
Corporate Stock - Common #REORG/STARBASE CORP CASH MERGER EFF 1/7/03
73.98 
2,586.79 
27.00 
Corporate Stock - Common #REORG/TVX GOLD INC PLAN OF ARRANGEMENT TO KINROSS GOLD CORP #2001136 1/31/03
6,288.00
17,167.67 
400.00 
Corporate Stock - Common #REORG/WEBVAN GROUP INC DESP SEC EFF 10/23/01
0.22 
1,974.33 
2,200.00 
Corporate Stock - Common #REORG/WINSTAR COMMUNICATIONS DESP SEC EFF 1/8/03
49.78 
28,767.15 
45,250.00 
Corporate Stock - Common #REORG/XO COMMUNICATIONS DESP SEC EFF 1/23/03
1,496.99 
17,817.70 
28,245.00 
Corporate Stock - Common 1/10 BERKSHIRE HATHAWAY INC DEL CL A COMSTK
582,000.00 
548,204.87 
80.00 
Corporate Stock - Common 1ST AMERN CORP CAL COM COM
4,636.76 
2,672.94 
208.86 
Corporate Stock - Common 1ST AMERN CORP CAL COM COM
377,400.00 
396,522.78 
17,000.00 
Corporate Stock - Common 1ST HLTH GROUP CORP COM
1,874.95 
2,023.48 
77.00 
Corporate Stock - Common 1ST MED GROUP INC COM
0.27 
676.26 
67.00 
Corporate Stock - Common 1ST MONTAUK FINL CORP COM
200.00 
2,497.40 
1,000.00 
Corporate Stock - Common 1ST REP BK SAN FRAN CAL COM
31,984.00 
32,194.08 
1,600.00 
Corporate Stock - Common 1ST ST BANCORPORATION COM
387,128.00 
358,834.07 
15,610.00 
Corporate Stock - Common 1ST TENN NATL CORP COM
4,692.43 
4,776.00 
130.56 
Corporate Stock - Common 1ST TENN NATL CORP COM
111,414.00 
120,637.47 
3,100.00 
Corporate Stock - Common 2U ONLINE COM INC COM STK
0.80 
82.95 
100.00 
Corporate Stock - Common 360NETWORKS INC SUB VTG SHS COM STK
43.76 
11,589.65 
4,376.00 
Corporate Stock - Common 3COM CORP COMMON STOCK
16,709.67 
26,512.52 
3,609.00 
Corporate Stock - Common 3COM CORP COMMON STOCK
513,467.00 
610,977.39 
110,900.00 
Corporate Stock - Common 3COM CORP COMMON STOCK
100,934.00 
98,501.06 
21,800.00 
Corporate Stock - Common 3COM CORP COMMON STOCK
149,549.00 
213,764.00 
32,300.00 
Corporate Stock - Common 3DFX INTERACTIVE INC COM
0.10 
874.41 
100.00 
Corporate Stock - Common 3DSHOPPING COM
2.20 
116,722.69 
22,000.00 
Corporate Stock - Common 3M CO COM
75,176.01 
68,535.64 
609.70 
Corporate Stock - Common 3M CO COM
273,726.00 
273,484.56 
2,220.00 
Corporate Stock - Common 3M CO COM
1,196,010.00 
598,748.86 
9,700.00 
Corporate Stock - Common 3M CO COM
1,134,360.00 
1,057,783.57 
9,200.00 
Corporate Stock - Common 5 STAR QUAL CARE INC COM
2.74 
534.27 
2.00 
Corporate Stock - Common 5TH 3RD BANCORP COM
2,175.07 
2,479.72 
37.15 
Corporate Stock - Common 5TH 3RD BANCORP COM
843,764.05 
496,146.47 
14,411.00 
Corporate Stock - Common 724 SOLUTIONS INC COM
2,050.00 
15,963.58 
4,100.00 
Corporate Stock - Common 9278 COMMUNICATIONS INC COM
3.50 
719.01 
175.00 
Corporate Stock - Common A D A M INC COM
618.75 
19,978.75 
1,375.00 
Corporate Stock - Common A.C.L.N LTD COM STK
50.20 
43,328.56 
2,510.00 
Corporate Stock - Common AARO BROADBAND WIRELESS COMMUNICATIONS INC COM
0.40 
989.95 
4,000.00 
Corporate Stock - Common AASTROM BIOSCIENCES INC COM
940.00 
1,852.34 
2,000.00 
Corporate Stock - Common ABACAN RES CORP NEW COM
0.20 
6,054.40 
2,000.00 
Corporate Stock - Common ABBOTT LAB COM
348,000.00 
402,749.83 
8,700.00 
Corporate Stock - Common ABBOTT LAB COM
1,556,000.00 
823,877.39 
38,900.00 
Corporate Stock - Common ABBOTT LAB COM
524,000.00 
508,122.73 
13,100.00 
Corporate Stock - Common ABBOTT LAB COM
1,080,000.00 
1,347,001.22 
27,000.00 
Corporate Stock - Common ABERCROMBIE & FITCH CO CL A
3,007.62 
3,513.51 
147.00 
Corporate Stock - Common ABERCROMBIE & FITCH CO CL A
994,356.00 
1,214,977.55 
48,600.00 
Corporate Stock - Common ABGENIX INC COM
737.00 
1,116.34 
100.00 
Corporate Stock - Common ABGENIX INC COM
111,287.00 
109,402.52 
15,100.00 
Corporate Stock - Common ABIOMED INC COM
2,609.88 
10,948.33 
717.00 
Corporate Stock - Common ABITIBI-CONS INC COM
3,312.00 
3,277.68 
400.00 
Corporate Stock - Common ABRAXAS PETE CORP COM
1,200.00 
10,159.96 
2,000.00 
Corporate Stock - Common ACACIA RESH CORP AR ACACIA TECHNOLOGIES COM
6,352.63 
18,634.63 
2,640.00 
Corporate Stock - Common ACACIA RESH CORP AR COMBIMATRIX COM
5,361.72 
10,333.75 
1,473.00 
Corporate Stock - Common ACCENTURE LTD BERMUDA CLS A COM
3,598.00 
5,453.95 
200.00 
Corporate Stock - Common ACCENTURE LTD BERMUDA CLS A COM
75,558.00 
85,256.76 
4,200.00 
Corporate Stock - Common ACCENTURE LTD BERMUDA CLS A COM
145,719.00 
116,032.50 
8,100.00 
Corporate Stock - Common ACCLAIM ENTMT INC COM PAR $0.02
719.40 
2,512.87 
1,090.00 
Corporate Stock - Common ACCREDO HLTH INC COM
2,115.00 
2,156.09 
60.00 
Corporate Stock - Common ACCREDO HLTH INC COM
299,272.50
277,771.67 
8,490.00 
Corporate Stock - Common ACCREDO HLTH INC COM
296,100.00 
273,730.50 
8,400.00 
Corporate Stock - Common ACCREDO HLTH INC COM
242,167.50 
242,680.69 
6,870.00 
Corporate Stock - Common ACCREDO HLTH INC COM
232,650.00 
244,772.00 
6,600.00 
Corporate Stock - Common ACE CASH EXPRESS INC COM
917.00 
929.95 
100.00 
Corporate Stock - Common ACE LTD ORD STK USD0.0416
190,710.00 
249,004.71 
6,500.00 
Corporate Stock - Common ACLARA BIOSCIENCES INC COM
210.00 
4,244.06 
100.00 
Corporate Stock - Common ACTIVE PWR INC COM
534.00 
5,906.93 
300.00 
Corporate Stock - Common ACTIVISION INC NEW COM NEW
2,626.20 
5,379.27 
180.00 
Corporate Stock - Common ACTV INC COM
1,400.00 
10,950.55 
2,000.00 
Corporate Stock - Common ACXIOM CORP COM
282,992.00 
216,980.16 
18,400.00 
Corporate Stock - Common ADAIR INTL OIL & GAS INC COM
50.00 
3,518.94 
5,000.00 
Corporate Stock - Common ADAPTEC INC COM
5,367.50 
12,883.24 
950.00 
Corporate Stock - Common ADC TELECOMMUNICATIONS INC COM
14,974.85 
37,199.08 
7,165.00 
Corporate Stock - Common ADC TELECOMMUNICATIONS INC COM
20,900.00 
23,302.00 
10,000.00 
Corporate Stock - Common ADC TELECOMMUNICATIONS INC COM
41,382.00 
312,427.77 
19,800.00 
Corporate Stock - Common ADELPHIA BUSINESS SOLUTIONS INC CL A
9.15 
0.00 
398.00 
Corporate Stock - Common ADELPHIA COMMUNICATIONS CORP CL A
255.00 
3,816.00 
3,000.00 
Corporate Stock - Common ADMINISTAFF INC COM
51,000.00 
49,749.58 
8,500.00 
Corporate Stock - Common ADOBE SYS INC COM
46,095.78 
44,873.70 
1,858.63 
Corporate Stock - Common ADOBE SYS INC COM
321,420.96 
283,393.92 
12,960.00 
Corporate Stock - Common ADOBE SYS INC COM
146,325.90 
90,226.19 
5,900.00 
Corporate Stock - Common ADR 6 CONTINENTS PLC SPONSORED ADR
272,000.00 
326,215.54 
34,000.00 
Corporate Stock - Common ADR ACTIVCARD S A SPONSORED
9,405.00 
9,444.90 
1,100.00 
Corporate Stock - Common ADR AKZO NOBEL N V SPONSORED ADR
95,670.00 
136,153.32 
3,000.00 
Corporate Stock - Common ADR AKZO NOBEL N V SPONSORED ADR
558,075.00 
756,182.54 
17,500.00 
Corporate Stock - Common ADR ALCATEL ALSTHOM SPONSORED ADR ISIN #US0139043055
5,328.00 
14,235.41 
1,200.00 
Corporate Stock - Common ADR ALCATEL SPONSORED ADR REPSTG CL O SHS
963.00 
989.85 
300.00 
Corporate Stock - Common ADR AMARIN CORP PLC SPONSORED ADR
7,980.00 
11,220.00 
2,000.00 
Corporate Stock - Common ADR ANGLO AMER PLATINUM CORP
920.50 
1,143.50 
25.00 
Corporate Stock - Common ADR ANGLO AMERN PLC ADR
12,045.00 
13,195.35 
825.00 
Corporate Stock - Common ADR ANGLOGOLD LTD SPONSORED ADR
59,955.00 
55,442.60 
1,750.00 
Corporate Stock - Common ADR ARM HLDS PLC SPONSORED ISIN US0420681068
126.50 
944.95 
50.00 
Corporate Stock - Common ADR ASIA PULP & PAPER LTD SPONSORED ADR
976.00 
25,386.21 
24,400.00 
Corporate Stock - Common ADR ASTRAZENECA PLC SPONSORED ADR UK
5,263.50 
4,579.02 
150.00 
Corporate Stock - Common ADR AVENTIS S A SPONSORED ADR
9,483.25 
7,352.78 
175.00 
Corporate Stock - Common ADR AXA SA SPONSORED ADR
13,019.60 
11,473.35 
968.00 
Corporate Stock - Common ADR BANCA QUADRUM S A SPONSORED ADR
0.30 
11,011.17 
3,000.00 
Corporate Stock - Common ADR BANCO SANTANDER CENT HISPANO S A
23,427.15 
21,788.54 
3,323.00 
Corporate Stock - Common ADR BANCO WIESE SPONSORED ADR ISIN #US0596511099
28.00 
1,484.70 
200.00 
Corporate Stock - Common ADR BARCLAYS PLC A.D.R.
8,027.50 
9,418.11 
325.00 
Corporate Stock - Common ADR BASF AG SPONSORED ADR
8,599.50 
9,082.86 
225.00 
Corporate Stock - Common ADR BAYER A G SPONSORED ADR
173.20 
266.53 
8.00 
Corporate Stock - Common ADR BIOTECH HOLDRS TR DEPOS RCPTS
25,368.00 
38,651.29 
300.00 
Corporate Stock - Common ADR BOOKHAM TECH PLC SPONSORED
50.00 
3,193.21 
50.00 
Corporate Stock - Common ADR BP P L C FORMERLY BP AMOCO P L C TO 05/ SPONSORED ADR BP PLC
42,601.20 
45,610.44 
1,048.00 
Corporate Stock - Common ADR BP P L C FORMERLY BP AMOCO P L C TO 05/ SPONSORED ADR BP PLC
483,735.00 
539,226.09 
11,900.00 
Corporate Stock - Common ADR BRIT AMERN TOB PLC SPONSORED COM STK
19,700.00 
22,649.95 
1,000.00 
Corporate Stock - Common ADR BROKAT TECHNOLOGIES AG SPONSORED ADR
1.09 
4,289.81 
109.00 
Corporate Stock - Common ADR BT GROUP PLC ADR
5,482.75 
5,134.40 
175.00 
Corporate Stock - Common ADR BT GROUP PLC ADR
119,054.00 
144,516.86 
3,800.00 
Corporate Stock - Common ADR BUENOS AIRES EMBOTELLADORA S A
40.00 
26,867.53 
2,000.00 
Corporate Stock - Common ADR BUSINESS OBJECTS S A SPONSORED ADR
207,900.00 
245,327.21 
13,860.00 
Corporate Stock - Common ADR C P POKPHAND LTD SPONSORED ADR ISIN #US1259181022
4,062.35 
18,505.87 
3,595.00 
Corporate Stock - Common ADR CABLE & WIRELESS PUB LTD CO SPONSORED ADR
7,689.00 
36,366.35 
3,300.00 
Corporate Stock - Common ADR CADBURY SCHWEPPES P L C ADR 4 ORD
2,561.00 
2,754.95 
100.00 
Corporate Stock - Common ADR CHGO BRDG & IRON CO NV
413,740.00 
375,849.13 
13,700.00 
Corporate Stock - Common ADR CHINA MOBILE HONG KONG LTD SPONSOREDADR
7,248.00 
12,359.68 
600.00 
Corporate Stock - Common ADR CHINA SOUTHN AIRLS LTD 50 SHS CL H ISIN US1694091091
14,020.00 
16,795.80 
1,000.00 
Corporate Stock - Common ADR CHINA UNICOM LTD SPONSORED ADR
695.00 
2,129.95 
100.00 
Corporate Stock - Common ADR CNOOC LTD SPONSORED ADR
2,084.00 
2,161.10 
80.00 
Corporate Stock - Common ADR COMPANHIA VALE DO RIO DOCE SPONSOREDADR
121,422.00 
102,504.10 
4,200.00 
Corporate Stock - Common ADR CR SUISSE GROUP SPONSORED ADR ISIN US2254011081
4,256.00 
4,319.95 
200.00 
Corporate Stock - Common ADR DEUTSCHE TELEKOM AG ISIN # US2515661054
1,270.00 
1,493.95 
100.00 
Corporate Stock - Common ADR DIAGEO PLC SPONSORED ADR NEW
613.20 
730.51 
14.00 
Corporate Stock - Common ADR DIAGEO PLC SPONSORED ADR NEW
170,820.00 
198,445.38 
3,900.00 
Corporate Stock - Common ADR DUCATI MTR HLDGS SPA SPONSORED ADR REPSTG 10 SHS
1,870.00 
2,422.17 
100.00 
Corporate Stock - Common ADR DURBAN ROODERPORT DEEP LTD
34,121.25 
28,948.41 
8,425.00 
Corporate Stock - Common ADR ELAN PLC ADR REPSTG SHS
53,259.00 
142,206.52 
21,650.00 
Corporate Stock - Common ADR EMBRAER-EMPRESA BRASILEIRA DE AERONAUTICA S A SPONSR ADR REPSTG PFDSHS
6,550.80 
14,108.55 
412.00 
Corporate Stock - Common ADR ENEL SOCIETA / AZIONI ADR
9,618.75 
10,215.34 
375.00 
Corporate Stock - Common ADR ERICSSON L M TEL CO ERICSSON L M TELCO ADR
20,294.14 
64,429.90 
3,011.00 
Corporate Stock - Common ADR ESPIRITO SANTO FINL HLDG S A ISIN #US29665F2002
9,290.70 
10,252.24 
555.00 
Corporate Stock - Common ADR FIAT S P A SPONSORED ADR REPSTG ORD NEW
267,915.00 
506,619.79 
33,700.00 
Corporate Stock - Common ADR FLETCHER CHALLENGE FORESTS LTD FORMERLY SPONSORED ADR REPSTG SHS NEW
603.60 
2,761.28 
120.00 
Corporate Stock - Common ADR FLETCHER CHLLNGE FORESTS LTD FRMERLY SPONS ADR REPSTG A FST DIV SHS
1,260.00 
1,248.00 
240.00 
Corporate Stock - Common ADR FRANCE TELECOM
1,777.00 
9,984.71 
100.00 
Corporate Stock - Common ADR FUJI PHOTO FILM CO LTD (NEW)
8,819.25 
8,947.69 
275.00 
Corporate Stock - Common ADR GENSET SA
45.28 
1,105.95 
16.00 
Corporate Stock - Common ADR GOLD FIELDS LTD NEW SPONSORED ADR
36,296.00 
34,117.48 
2,600.00 
Corporate Stock - Common ADR GRUPO IMSA SA
19,280.00 
14,620.35 
1,600.00 
Corporate Stock - Common ADR HARMONY GOLD MNG LTD
114,308.00 
102,949.79 
6,800.00 
Corporate Stock - Common ADR HITACHI LTD A.D.R. FOR 10 COM
6,593.25 
10,436.62 
177.00 
Corporate Stock - Common ADR HONDA MOTOR CO. LTD AMER DEPOSITARY SHARES REPRESENTING 10 SHARES OF COMMON
1,806.00 
2,159.95 
100.00 
Corporate Stock - Common ADR HONG KONG & CHINA GAS LTD
1,071.99 
1,118.37 
831.00 
Corporate Stock - Common ADR HUTCHISON WHAMPOA LTD FOR ORD HK
3,128.00 
3,929.95 
100.00 
Corporate Stock - Common ADR INDPT ENERGY HLDGS PLC SPONSORED ADR
10.00 
16,310.37 
2,000.00 
Corporate Stock - Common ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037
5,033.00 
11,117.95 
700.00 
Corporate Stock - Common ADR ING GROEP N V SPONSORED ADR
7,157.00 
8,030.88 
425.00 
Corporate Stock - Common ADR INSIGNIA SOLUTIONS PLC SPONSORED ADR
148,725.50 
1,567,526.20 
424,930.00 
Corporate Stock - Common ADR INTERNET ARCHITECTURE HOLDRS TR DEPOS RCPT
5,156.00 
9,336.67 
200.00 
Corporate Stock - Common ADR INTERNET HOLDRS TR DEPOS RCPT-INTERNET HOLDRS
2,480.00 
11,175.55 
100.00 
Corporate Stock - Common ADR ISPAT INTL N V CL A - NY REGISTRY SH
1,100.00 
3,623.70 
500.00 
Corporate Stock - Common ADR KLM ROYAL DUTCH AIRLS COM N Y REG NEW
1,949.70 
8,844.83 
201.00 
Corporate Stock - Common ADR KONINKLIJKE AHOLD NV NEW
12,730.00 
12,214.95 
1,000.00 
Corporate Stock - Common ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000
14,090.96 
23,624.96 
797.00 
Corporate Stock - Common ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000
1,002,456.00 
1,492,327.48 
56,700.00 
Corporate Stock - Common ADR LLOYDS TSB GROUP PLC SPONSORED ADR
5,718.00 
6,807.90 
200.00 
Corporate Stock - Common ADR LONDON PAC GROUP LTD SPONSORED ADR NEW
34.00 
14,194.86 
68.00 
Corporate Stock - Common ADR MARCONI PLC SPONSORED ADR
1,060.00 
4,800.70 
20,000.00 
Corporate Stock - Common ADR MATSUSHITA ELEC INDL LTD ADR
320,640.00 
456,068.31 
33,400.00 
Corporate Stock - Common ADR NATL AUSTRALIA BNK LTD.,NEW
6,731.25 
7,426.49 
75.00 
Corporate Stock - Common ADR NISSAN MTR LTD SPONSORED ADR
33,989.80 
34,967.18 
2,210.00 
Corporate Stock - Common ADR NOKIA CORP SPONSORED ADR
388,073.50 
676,828.12 
25,037.00 
Corporate Stock - Common ADR NOKIA CORP SPONSORED ADR
1,718,950.00 
2,761,799.46 
110,900.00 
Corporate Stock - Common ADR NOKIA CORP SPONSORED ADR
984,250.00 
1,213,560.62 
63,500.00 
Corporate Stock - Common ADR NOVARTIS AG SPONSORED ADR ISIN #US66987V1098
5,509.50 
5,757.82 
150.00 
Corporate Stock - Common ADR P T TRI POLYTA INDONESIA SPONSORED ADR
833.00 
19,892.88 
9,800.00 
Corporate Stock - Common ADR PERDIGAO S A SPONSORED ADR REPSTG PFD NEW
700.00 
1,344.95 
100.00 
Corporate Stock - Common ADR PETRO GEO SERVICES
13,800.00 
60,152.27 
34,500.00 
Corporate Stock - Common ADR REED ELSEVIER P L C SPONSORED ADR
451,887.00 
470,062.05 
12,900.00 
Corporate Stock - Common ADR RIO TINTO PLC
636,240.00 
448,812.39 
8,000.00 
Corporate Stock - Common ADR SANPAOLO-IMI S P A SPONSORED ADR
1,927.50 
2,020.44 
150.00 
Corporate Stock - Common ADR SCOTTISH PWR PLC SPONSORED ADR FINALINSTALMENT
229,200.00 
213,449.19 
10,000.00 
Corporate Stock - Common ADR SEMICONDUCTOR HOLDRS TR DEPOS RCPT
8,860.00 
11,774.85 
400.00 
Corporate Stock - Common ADR SILVERLINE TECHNOLOGIES LTD SPONSORED ADR
30.10 
434.71 
35.00 
Corporate Stock - Common ADR SK TELECOM LTD SPONSORED
768.60 
780.85 
36.00 
Corporate Stock - Common ADR SKILLSOFT PUB LTD CO SPONSORED ADR
3,635.50 
43,504.08 
1,322.00 
Corporate Stock - Common ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM
14,995.53 
28,482.95 
363.00 
Corporate Stock - Common ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM
413,100.00 
466,138.78 
10,000.00 
Corporate Stock - Common ADR STMICROELECTRONICS N V SHS-N Y REGISTRY
10,535.40 
15,000.49 
540.00 
Corporate Stock - Common ADR SYNGENTA AG SPONSORED ADR
531,072.00 
587,181.72 
46,100.00 
Corporate Stock - Common ADR SYNGENTA AG SPONSORED ADR
230,400.00 
245,963.85 
20,000.00 
Corporate Stock - Common ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003
29,892.00 
50,725.07 
4,240.00 
Corporate Stock - Common ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003
95,175.00 
120,115.93 
13,500.00 
Corporate Stock - Common ADR TELEFONICA DEL PERU S A SPONSORED ADR NEW REPSTG CL B SHS
27,746.60 
89,544.05 
19,819.00 
Corporate Stock - Common ADR TELEFONICA S A SPONSORED
8,635.25 
8,511.99 
325.00 
Corporate Stock - Common ADR TERRA NETWORKS S A SPONSORED ADR
65.92 
801.34 
16.00 
Corporate Stock - Common ADR TESCO PLC SPONSORED
936.00 
1,184.95 
100.00 
Corporate Stock - Common ADR TEVA PHARMACEUTICAL INDS LTD ADR ISIN #US8816242098
11,583.00 
10,547.41 
300.00 
Corporate Stock - Common ADR THOMAS S A SPONSORED ADR
1,690.00 
3,015.95 
100.00 
Corporate Stock - Common ADR TOTAL FINA ELF S A SPONSORED ADR
5,362.50 
5,029.29 
75.00 
Corporate Stock - Common ADR TPG N V SPONSORED ADR
3,274.29 
7,027.13 
201.00 
Corporate Stock - Common ADR TREND MICRO INC SPONSORED ADR NEW
330.00 
1,949.62 
20.00 
Corporate Stock - Common ADR UNILEVER N V NY SHS NEW
6,171.00 
5,814.69 
100.00 
Corporate Stock - Common ADR UNILEVER N V NY SHS NEW
277,695.00 
210,309.64 
4,500.00 
Corporate Stock - Common ADR VODAFONE GROUP PLC NEW SPONSORED ADR
18,301.20 
37,853.10 
1,010.00 
Corporate Stock - Common ADR WAL-MART DE MEX S A DE C V SPONSOREDADR REPSTG SER V SHS
4,709.52 
5,469.87 
211.00 
Corporate Stock - Common ADTRAN INC COM
245,434.00 
151,809.96 
7,460.00 
Corporate Stock - Common ADVANCE TECHNOLOGIES INC COM NEW
360.00 
3,842.16 
9,000.00 
Corporate Stock - Common ADVANCED AUTO PTS INC COM
256,725.00 
275,524.78 
5,250.00 
Corporate Stock - Common ADVANCED AUTO PTS INC COM
355,992.00 
384,469.98 
7,280.00 
Corporate Stock - Common ADVANCED AUTO PTS INC COM
601,470.00 
639,404.89 
12,300.00 
Corporate Stock - Common ADVANCED DEPOSITION TECHNOLOGIES INC COM
0.60 
1,506.39 
300.00 
Corporate Stock - Common ADVANCED DIGITAL INFORMATION CORP COM
11,407.00 
30,000.97 
1,700.00 
Corporate Stock - Common ADVANCED ENGINE TECHNOLOGIES INC COM
11.00 
1,342.45 
100.00 
Corporate Stock - Common ADVANCED FIBRE COMMUNICATIONS INC COM
28,773.00 
35,944.43 
1,725.00 
Corporate Stock - Common ADVANCED FIBRE COMMUNICATIONS INC COM
230,517.60 
257,704.30 
13,820.00 
Corporate Stock - Common ADVANCED MICRO DEVICES INC COM
61,789.90 
83,021.73 
9,565.00 
Corporate Stock - Common ADVANCED MICRO DEVICES INC COM
173,774.00 
256,352.38 
26,900.00 
Corporate Stock - Common ADVANCED MICRO DEVICES INC COM
54,910.00 
123,106.38 
8,500.00 
Corporate Stock - Common ADVANCED NEUROMODULATION SYS INC COM
333,450.00 
302,188.50 
9,500.00 
Corporate Stock - Common ADVANCED OPTICS ELECTRONICS INC COM
1,420.00 
1,339.00 
200,000.00 
Corporate Stock - Common ADVANCED TISSUE SCIENCES INC COM
287.00 
52,322.36 
7,000.00 
Corporate Stock - Common ADVANCED VIRAL RESH CORP COM
4,000.00 
6,824.04 
50,000.00 
Corporate Stock - Common ADVANCEPCS CL A COM
44,420.00 
60,938.32 
2,000.00 
Corporate Stock - Common AES CORP COM
3,322.00 
5,167.01 
1,100.00 
Corporate Stock - Common AES CORP COM
210,796.00 
326,869.05 
69,800.00 
Corporate Stock - Common AES CORP COM
40,770.00 
363,680.18 
13,500.00 
Corporate Stock - Common AETHER SYSTEMS INC COM
22,936.00 
26,029.65 
6,100.00 
Corporate Stock - Common AETNA INC
3,704.71 
3,357.25 
90.10 
Corporate Stock - Common AETNA INC
154,158.88 
111,380.13 
3,749.00 
Corporate Stock - Common AFFILIATED COMPUTER SVCS INC CL A COM
14,215.50 
13,303.71 
270.00 
Corporate Stock - Common AFFILIATED MANAGERS GROUP INC COM STK
312,363.00 
319,923.89 
6,210.00 
Corporate Stock - Common AFFILIATED MANAGERS GROUP INC COM STK
421,514.00 
425,533.64 
8,380.00 
Corporate Stock - Common AFFILIATED MANAGERS GROUP INC COM STK
432,580.00 
521,508.52 
8,600.00 
Corporate Stock - Common AFFILIATED MANAGERS GROUP INC COM STK
387,310.00 
404,371.31 
7,700.00 
Corporate Stock - Common AFFYMETRIX INC OC-CAP STK
4,578.00 
5,191.60 
200.00 
Corporate Stock - Common AFFYMETRIX INC OC-CAP STK
453,222.00 
492,467.08 
19,800.00 
Corporate Stock - Common AFLAC INC COM
13,432.83 
12,890.23 
445.98 
Corporate Stock - Common AFLAC INC COM
385,536.00 
333,459.11 
12,800.00 
Corporate Stock - Common AGCO CORP COM
6,364.80 
7,087.45 
288.00 
Corporate Stock - Common AGCO CORP COM
310,947.00 
297,396.94 
14,070.00 
Corporate Stock - Common AGERE SYS INC CL A
3,428.64 
11,149.47 
2,381.00 
Corporate Stock - Common AGERE SYS INC CL A
153,648.00 
379,130.92 
106,700.00 
Corporate Stock - Common AGERE SYS INC CL B
27,846.00 
115,972.39 
19,890.00 
Corporate Stock - Common AGILE SOFTWARE CORP DEL COM
774.00 
6,467.45 
100.00 
Corporate Stock - Common AGILENT TECHNOLOGIES INC COM
41,272.08 
126,708.20 
2,298.00 
Corporate Stock - Common AGILENT TECHNOLOGIES INC COM
115,482.80 
106,539.31 
6,430.00 
Corporate Stock - Common AGILENT TECHNOLOGIES INC COM
208,371.92 
330,760.84 
11,602.00 
Corporate Stock - Common AGL RES INC COM
12,406.63 
10,374.36 
510.56 
Corporate Stock - Common AGNICO EAGLE MINES LTD COM
59,885.80 
51,460.95 
4,030.00 
Corporate Stock - Common AGRIUM INC COM
680,862.00 
604,544.81 
60,200.00 
Corporate Stock - Common AHT CORP COM
0.24 
8,468.82 
2,400.00 
Corporate Stock - Common AIR CDA INC CL A NON VTG CL A NON VTG COM STK ISIN# CA0089113074
2,618.00 
9,215.79 
1,540.00 
Corporate Stock - Common AIR METHODS CORP COM NEW
855.15 
1,801.45 
150.00 
Corporate Stock - Common AIR PROD & CHEM INC COM
320,625.00 
364,028.02 
7,500.00 
Corporate Stock - Common AIR PROD & CHEM INC COM
243,675.00 
146,725.18 
5,700.00 
Corporate Stock - Common AIR PROD & CHEM INC COM
1,102,950.00 
1,195,505.80 
25,800.00 
Corporate Stock - Common AIRBORNE INC COM
4,449.00 
5,118.97 
300.00 
Corporate Stock - Common AIRBORNE INC COM
253,593.00 
188,955.00 
17,100.00 
Corporate Stock - Common AIRGAS INC COM
163,875.00 
128,786.30 
9,500.00 
Corporate Stock - Common AIRNET COMMUNICATIONS CORP COM
1,768.00 
19,046.42 
3,400.00 
Corporate Stock - Common AIRTECH INTL GROUP INC COM NEW
8.12 
6,883.43 
81,200.00 
Corporate Stock - Common AIRTRAN HLDGS INC COM
9,750.00 
12,842.69 
2,500.00 
Corporate Stock - Common AK AIR GROUP INC COM
10,175.50 
14,614.76 
470.00 
Corporate Stock - Common AKAMAI TECHNOLOGIES INC COM STK
2,811.25 
32,633.84 
1,625.00 
Corporate Stock - Common AKSYS LTD COM
51,261.60 
61,226.56 
9,672.00 
Corporate Stock - Common ALADDIN KNOWLEDGE SYS COM
258.90 
1,021.21 
100.00 
Corporate Stock - Common ALANCO TECHNOLOGIES INC COM
74.36 
3,215.00 
143.00 
Corporate Stock - Common ALBANY INTL CORP NEW CL A
109,498.00 
151,274.86 
5,300.00 
Corporate Stock - Common ALBEMARLE CORP COM
162,165.00 
112,318.50 
5,700.00 
Corporate Stock - Common ALBERTO-CULVER CO CL B COM
352,800.00 
316,540.00 
7,000.00 
Corporate Stock - Common ALBERTO-CULVER CO CL B COM
70,560.00 
29,661.93 
1,400.00 
Corporate Stock - Common ALBERTSON S INC COM
10,606.18 
13,441.97 
476.47 
Corporate Stock - Common ALBERTSON S INC COM
210,891.24 
229,233.08 
9,474.00 
Corporate Stock - Common ALCOA INC COM STK
14,281.60 
15,730.40 
626.94 
Corporate Stock - Common ALCOA INC COM STK
635,562.00 
755,016.47 
27,900.00 
Corporate Stock - Common ALCOA INC COM STK
302,974.00 
150,206.32 
13,300.00 
Corporate Stock - Common ALCOA INC COM STK
478,744.48 
346,987.34 
21,016.00 
Corporate Stock - Common ALDILA INC COM NEW
678.30 
6,935.39 
399.00 
Corporate Stock - Common ALEXION PHARMACEUTICALS INC COM
35,300.00 
35,964.25 
2,500.00 
Corporate Stock - Common ALFA CORP COM
33,630.80 
34,566.84 
2,800.00 
Corporate Stock - Common ALICO INC COM
5,320.00 
6,325.95 
200.00 
Corporate Stock - Common ALIGN TECH INC COM
3,409.84 
5,856.14 
1,235.00 
Corporate Stock - Common ALLEGHENY ENERGY INC COM
23,436.00 
128,212.60 
3,100.00 
Corporate Stock - Common ALLEGIANCE TELECOM INC COM
67.00 
838.01 
100.00 
Corporate Stock - Common ALLEGY TECHNOLOGIES INC COM
12,497.38 
59,457.22 
2,006.00 
Corporate Stock - Common ALLERGAN INC COM
232.67 
228.32 
4.04 
Corporate Stock - Common ALLERGAN INC COM
341,686.60 
364,454.84 
5,930.00 
Corporate Stock - Common ALLERGAN INC COM
184,384.00 
55,452.02 
3,200.00 
Corporate Stock - Common ALLETE INC
2,442.21 
2,267.98 
107.68 
Corporate Stock - Common ALLIANCE DATA SYS CORP COM
350,501.60 
307,131.07 
19,780.00 
Corporate Stock - Common ALLIANCE GAMING CORP COM NEW NEW
407,527.90 
360,153.00 
23,930.00 
Corporate Stock - Common ALLIANCE PHARMACEUTICAL CORP COM NEW
19.20 
4,842.96 
160.00 
Corporate Stock - Common ALLIANCE RES PARTNERS L P UNIT LTD PARTNER INT COM STCK
41,174.00 
37,782.95 
1,700.00 
Corporate Stock - Common ALLIANT TECHSYSTEMS INC COM
22,134.25 
21,939.81 
355.00 
Corporate Stock - Common ALLIANT TECHSYSTEMS INC COM
260,623.00 
301,695.04 
4,180.00 
Corporate Stock - Common ALLIED CAP CORP NEW COM
63,183.53 
70,952.47 
2,894.34 
Corporate Stock - Common ALLIED WASTE INDS INC COM PAR $0.01 NEW
49,000.00 
82,741.44 
4,900.00 
Corporate Stock - Common ALLMERICA FINL CORP COM
260,580.00 
351,287.31 
25,800.00 
Corporate Stock - Common ALLOY INC COM STK
10,950.00 
12,435.05 
1,000.00 
Corporate Stock - Common ALLOY INC COM STK
136,875.00 
111,964.49 
12,500.00 
Corporate Stock - Common ALLSTATE CORP COM
23,347.72 
20,028.55 
631.19 
Corporate Stock - Common ALLSTATE CORP COM
565,947.00 
593,472.83 
15,300.00 
Corporate Stock - Common ALLSTATE CORP COM
632,529.00 
663,828.66 
17,100.00 
Corporate Stock - Common ALLSTATE CORP COM
648,360.72 
341,376.05 
17,528.00 
Corporate Stock - Common ALLTEL CORP COM ISIN #US0200391037
2,781.85 
3,033.04 
54.55 
Corporate Stock - Common ALLTEL CORP COM ISIN #US0200391037
392,700.00 
329,791.66 
7,700.00 
Corporate Stock - Common ALTA GOLD CO COM
0.20 
7,880.00 
2,000.00 
Corporate Stock - Common ALTAIR NANOTECHNOLOGOES INC COM
2,545.00 
16,273.16 
5,000.00 
Corporate Stock - Common ALTERA CORP COM
46,977.30 
81,025.45 
3,810.00 
Corporate Stock - Common ALTERA CORP COM
117,135.00 
386,367.94 
9,500.00 
Corporate Stock - Common ALTERA CORP COM
1,022,157.00 
987,697.29 
82,900.00 
Corporate Stock - Common AMAZON COM INC COM
103,913.89 
95,232.71 
5,501.00 
Corporate Stock - Common AMAZON COM INC COM
274,471.70 
174,027.09 
14,530.00 
Corporate Stock - Common AMBAC FNCL GROUP COM STK
146,224.00 
146,067.18 
2,600.00 
Corporate Stock - Common AMCOL INTL CORP COM
2,900.00 
6,015.00 
500.00 
Corporate Stock - Common AMER ELEC PWR CO INC COM
27,056.70 
40,652.86 
990.00 
Corporate Stock - Common AMER ELEC PWR CO INC COM
286,965.00 
366,943.75 
10,500.00 
Corporate Stock - Common AMER ELEC PWR CO INC COM
230,665.20 
318,455.57 
8,440.00 
Corporate Stock - Common AMER EXPRESS CO COM
70,305.53 
72,911.95 
1,988.84 
Corporate Stock - Common AMER EXPRESS CO COM
307,545.00 
368,892.41 
8,700.00 
Corporate Stock - Common AMER EXPRESS CO COM
1,155,945.00 
512,670.65 
32,700.00 
Corporate Stock - Common AMER FINL GROUP INC OH COM STK
73,824.00 
121,189.00 
3,200.00 
Corporate Stock - Common AMER GREETINGS CORP CL A COM
1,701.94 
1,871.77 
107.72 
Corporate Stock - Common AMER GREETINGS CORP CL A COM
25,280.00 
37,200.59 
1,600.00 
Corporate Stock - Common AMER W HLDGS CORP CL B
9,333.00 
21,002.69 
5,185.00 
Corporate Stock - Common AMERADA HESS CORP COM
511,965.00 
448,486.40 
9,300.00 
Corporate Stock - Common AMERADA HESS CORP COM
121,110.00 
106,426.92 
2,200.00 
Corporate Stock - Common AMEREN CORP COM
157,966.00 
146,441.98 
3,800.00 
Corporate Stock - Common AMERICAN TOWER CORP CL A
706.00 
1,364.98 
200.00 
Corporate Stock - Common AMERICREDIT CORP COM
228,330.00 
228,979.00 
29,500.00 
Corporate Stock - Common AMERICREDIT CORP COM
298,764.00 
289,500.00 
38,600.00 
Corporate Stock - Common AMERIGROUP CORP COM
2,152.01 
1,950.50 
71.00 
Corporate Stock - Common AMERIGROUP CORP COM
318,255.00 
343,605.41 
10,500.00 
Corporate Stock - Common AMERIPATH INC COM
6,450.00 
8,659.95 
300.00 
Corporate Stock - Common AMERISOURCEBERGEN CORP COM
20,094.70 
17,803.11 
370.00 
Corporate Stock - Common AMERISOURCEBERGEN CORP COM
216,153.80 
251,904.57 
3,980.00 
Corporate Stock - Common AMERISOURCEBERGEN CORP COM
141,206.00 
164,381.81 
2,600.00 
Corporate Stock - Common AMERISOURCEBERGEN CORP COM
738,616.00 
931,750.96 
13,600.00 
Corporate Stock - Common AMERITRADE HLDG CORP NEW COM
5,094.00 
19,240.18 
900.00 
Corporate Stock - Common AMERITRADE HLDG CORP NEW COM
464,120.00 
415,878.73 
82,000.00 
Corporate Stock - Common AMERN AXLE & MFG HOLDINGS INC
19,204.40 
21,017.66 
820.00 
Corporate Stock - Common AMERN CAP STRATEGIES LTD COM
3,238.48 
4,564.34 
150.00 
Corporate Stock - Common AMERN CAP STRATEGIES LTD COM
239,649.00 
266,652.52 
11,100.00 
Corporate Stock - Common AMERN COMMUNICATIONS ENTERPRISES INC COM
2,000.00 
33,737.00 
250,000.00 
Corporate Stock - Common AMERN EAGLE OUTFITTERS INC NEW COM
5,649.80 
10,074.95 
410.00 
Corporate Stock - Common AMERN FIRE RETARDANT CORP NEV COM
40.00 
988.80 
4,000.00 
Corporate Stock - Common AMERN HOME MTG HLDGS INC COM STK
26,400.00 
36,105.90 
2,400.00 
Corporate Stock - Common AMERN INTL GROUP INC COM
113,243.57 
133,760.32 
1,957.54 
Corporate Stock - Common AMERN INTL GROUP INC COM
445,445.00 
472,609.22 
7,700.00 
Corporate Stock - Common AMERN INTL GROUP INC COM
2,198,300.00 
2,624,436.90 
38,000.00 
Corporate Stock - Common AMERN INTL GROUP INC COM
3,754,291.45 
1,666,554.38 
64,897.00 
Corporate Stock - Common AMERN INTL GROUP INC COM
1,353,690.00 
1,760,984.61 
23,400.00 
Corporate Stock - Common AMERN MED SEC GROUP INC COM
33,552.00 
40,367.76 
2,400.00 
Corporate Stock - Common AMERN MED SYS HLDGS INC COM STK
283,675.00 
238,963.74 
17,500.00 
Corporate Stock - Common AMERN MULTIPLEXER CORP COM
3,612.00 
36,778.20 
45,150.00 
Corporate Stock - Common AMERN NORTEL COMMUNICATIONS INC COM
10.00 
1,904.95 
1,000.00 
Corporate Stock - Common AMERN PHARMACEUTICALS PARTNERS INC COM
7,120.00 
7,243.90 
400.00 
Corporate Stock - Common AMERN PWR CONVERSION CORP COM
757.50 
702.79 
50.00 
Corporate Stock - Common AMERN PWR CONVERSION CORP COM
290,880.00 
250,751.52 
19,200.00 
Corporate Stock - Common AMERN PWR CONVERSION CORP COM
74,235.00 
171,576.79 
4,900.00 
Corporate Stock - Common AMERN STD COS INC DEL COM
128,052.00 
136,506.32 
1,800.00 
Corporate Stock - Common AMERN STS WTR CO COM
30,095.00 
27,326.00 
1,300.00 
Corporate Stock - Common AMERN SUPERCONDUCTOR CORP
3,913.00 
24,116.02 
1,300.00 
Corporate Stock - Common AMERN WOODMARK CORP COM
57,000.00 
78,215.28 
1,200.00 
Corporate Stock - Common AMETEK INC NEW COM
275,203.50 
236,701.09 
7,150.00 
Corporate Stock - Common AMF BOWLING INC COM STK
3.72 
54.95 
186.00 
Corporate Stock - Common AMGEN INC COM
336,881.46 
360,183.22 
6,969.00 
Corporate Stock - Common AMGEN INC COM
1,285,844.00 
1,319,843.14 
26,600.00 
Corporate Stock - Common AMGEN INC COM
1,549,780.40 
626,697.34 
32,060.00 
Corporate Stock - Common AMGEN INC COM
1,508,208.00 
1,602,003.20 
31,200.00 
Corporate Stock - Common AMKOR TECH INC COM
952.00 
429.95 
200.00 
Corporate Stock - Common AMKOR TECH INC COM
82,348.00 
118,460.02 
17,300.00 
Corporate Stock - Common AMKOR TECH INC COM
97,104.00 
100,570.44 
20,400.00 
Corporate Stock - Common AMPEX CORP DEL CL A
224.00 
11,114.95 
2,800.00 
Corporate Stock - Common AMPHENOL CORP NEW CL A
7,600.00 
10,117.75 
200.00 
Corporate Stock - Common AMPLIDYNE INC COM
1,500.00 
1,829.79 
10,000.00 
Corporate Stock - Common AMR CORP COM
280,011.60 
597,009.03 
42,426.00 
Corporate Stock - Common AMR CORP COM
142,362.00 
158,465.49 
21,570.00 
Corporate Stock - Common AMR CORP COM
350,526.00 
378,143.47 
53,110.00 
Corporate Stock - Common AMR CORP COM
353,760.00 
461,072.56 
53,600.00 
Corporate Stock - Common AMR CORP COM
25,740.00 
72,534.00 
3,900.00 
Corporate Stock - Common AMSOUTH BANCORPORATION COM
3,840.00 
3,829.95 
200.00 
Corporate Stock - Common AMSOUTH BANCORPORATION COM
168,960.00 
237,962.80 
8,800.00 
Corporate Stock - Common AMTECH SYS INC COM PAR $0.01 NEW
7,925.00 
14,120.95 
2,500.00 
Corporate Stock - Common AMYLIN PHARMACEUTICALS INC COM
329,256.00 
360,975.66 
20,400.00 
Corporate Stock - Common ANADARKO PETRO CORP COM
23,868.57 
25,266.81 
498.30 
Corporate Stock - Common ANADARKO PETRO CORP COM
387,990.00 
412,556.74 
8,100.00 
Corporate Stock - Common ANADARKO PETRO CORP COM
297,363.20 
262,853.95 
6,208.00 
Corporate Stock - Common ANADIGICS INC COM
2,967.00 
14,294.45 
1,150.00 
Corporate Stock - Common ANALOG DEVICES INC COM
9,548.00 
19,215.10 
400.00 
Corporate Stock - Common ANALOG DEVICES INC COM
136,059.00 
168,696.87 
5,700.00 
Corporate Stock - Common ANALOG DEVICES INC COM
217,217.00 
287,659.90 
9,100.00 
Corporate Stock - Common ANALYSTS INTL CORP COM
3,564.00 
4,495.05 
1,800.00 
Corporate Stock - Common ANAREN INC COM
32,560.00 
33,803.94 
3,700.00 
Corporate Stock - Common ANATOLIA MINERALS DEV LTD COM
6,500.00 
1,848.10 
5,000.00 
Corporate Stock - Common ANC RENT CORP COM
292.05 
13,585.43 
5,841.00 
Corporate Stock - Common ANDREA ELECTRS CORP COM
60.00 
355.83 
200.00 
Corporate Stock - Common ANDREW CORP COM
25,186.00 
33,860.64 
2,450.00 
Corporate Stock - Common ANDRX GROUP COM
1,100.25 
4,649.91 
75.00 
Corporate Stock - Common ANDRX GROUP COM
176,040.00 
174,055.20 
12,000.00 
Corporate Stock - Common ANFI INC COM
1,725.75 
1,549.78 
117.00 
Corporate Stock - Common ANHEUSER BUSCH COS INC COM
76,877.50 
78,719.79 
1,588.38 
Corporate Stock - Common ANHEUSER BUSCH COS INC COM
692,120.00 
718,715.11 
14,300.00 
Corporate Stock - Common ANHEUSER BUSCH COS INC COM
1,030,920.00 
377,676.74 
21,300.00 
Corporate Stock - Common ANNALY MTG MGMT INC COM
65,251.21 
65,479.08 
3,470.81 
Corporate Stock - Common ANNTAYLOR STORES CORP COM
1,531.50 
1,680.10 
75.00 
Corporate Stock - Common ANNTAYLOR STORES CORP COM
259,334.00 
360,119.60 
12,700.00 
Corporate Stock - Common ANNTAYLOR STORES CORP COM
363,476.00 
411,695.38 
17,800.00 
Corporate Stock - Common ANSYS INC COM
60,600.00 
62,218.90 
3,000.00 
Corporate Stock - Common ANTHEM INC COM
1,572.50 
1,807.50 
25.00 
Corporate Stock - Common ANTHEM INC COM
510,748.00 
364,447.10 
8,120.00 
Corporate Stock - Common ANTHEM INC COM
213,860.00 
209,177.86 
3,400.00 
Corporate Stock - Common ANTHEM INC COM
220,150.00 
227,996.51 
3,500.00 
Corporate Stock - Common ANTHRACITE CAP INC COM
27,532.14 
24,350.78 
2,525.88 
Corporate Stock - Common ANTHRACITE CAP INC COM
114,450.00 
115,675.35 
10,500.00 
Corporate Stock - Common ANTIGENICS INC DEL COM STK
2,560.00 
3,704.95 
250.00 
Corporate Stock - Common ANTS SOFTWARE INC
36.00 
1,671.41 
45.00 
Corporate Stock - Common ANWORTH MTG AST CORP COM
251,400.00 
240,451.90 
20,000.00 
Corporate Stock - Common AOL TIME WARNER INC COM
635,297.60 
1,377,606.19 
48,496.00 
Corporate Stock - Common AOL TIME WARNER INC COM
186,020.00 
576,511.92 
14,200.00 
Corporate Stock - Common AOL TIME WARNER INC COM
1,457,375.00 
3,642,400.11 
111,250.00 
Corporate Stock - Common AOL TIME WARNER INC COM
1,112,190.00 
1,049,715.59 
84,900.00 
Corporate Stock - Common AON CORP COM
145,453.00 
197,882.03 
7,700.00 
Corporate Stock - Common APAC CUSTOMER SVCS INC COM
3,042.00 
3,220.90 
1,300.00 
Corporate Stock - Common APACHE CORP COM
24,933.92 
21,398.09 
437.51 
Corporate Stock - Common APACHE CORP COM
302,047.00 
297,163.01 
5,300.00 
Corporate Stock - Common APACHE CORP COM
370,435.00 
356,774.71 
6,500.00 
Corporate Stock - Common APACHE CORP COM
205,733.90 
132,103.29 
3,610.00 
Corporate Stock - Common APEX MTG CAP INC COM
4,578.00 
8,273.85 
700.00 
Corporate Stock - Common APEX SILVER MINE LTD COM STK
19,240.00 
13,827.93 
1,300.00 
Corporate Stock - Common API ELECTRONICS GROUP INC COM
12,702.00 
23,607.45 
14,600.00 
Corporate Stock - Common APOGEE ENTERPRISES INC COM
1,174.94 
1,638.92 
131.26 
Corporate Stock - Common APOLLO GOLD CORP
49.94 
2,008.15 
22.00 
Corporate Stock - Common APOLLO GROUP INC CL A
10,120.00 
10,147.65 
230.00 
Corporate Stock - Common APOLLO GROUP INC CL A
150,480.00 
96,411.55 
3,420.00 
Corporate Stock - Common APOLLO GROUP INC CL A
189,200.00 
162,025.95 
4,300.00 
Corporate Stock - Common APOLLO GROUP INC UNIV PHOENIX ONLINE COM
22,650.88 
19,731.36 
632.00 
Corporate Stock - Common APOLLO GROUP INC UNIV PHOENIX ONLINE COM
298,188.80 
237,822.59 
8,320.00 
Corporate Stock - Common APPIANT TECHNOLOGIES INC COM
292.50 
554.95 
1,500.00 
Corporate Stock - Common APPLE COMPUTER INC COM
58,538.05 
106,316.12 
4,085.00 
Corporate Stock - Common APPLE COMPUTER INC COM
127,537.00 
180,469.32 
8,900.00 
Corporate Stock - Common APPLEBEES INTL INC COM
24,431.53 
25,734.34 
1,053.49 
Corporate Stock - Common APPLEBEES INTL INC COM
255,101.00 
228,467.05 
11,000.00 
Corporate Stock - Common APPLERA CORP - APPLIED BIOSYSTEMS GROUP
91,208.00 
76,162.82 
5,200.00 
Corporate Stock - Common APPLERA CORP COM CELERA GENOMICS GROUP
10,953.85 
44,676.63 
1,147.00 
Corporate Stock - Common APPLERA CORP COM CELERA GENOMICS GROUP
136,565.00 
477,782.94 
14,300.00 
Corporate Stock - Common APPLIED DIGITAL SOLUTIONS INC COM
21,402.00 
39,849.25 
52,200.00 
Corporate Stock - Common APPLIED MAGNETICS CORP COM
22.83 
107,836.13 
228,300.00 
Corporate Stock - Common APPLIED MATERIALS INC COM
268,105.28 
414,347.35 
20,576.00 
Corporate Stock - Common APPLIED MATERIALS INC COM
284,054.00 
387,690.43 
21,800.00 
Corporate Stock - Common APPLIED MATERIALS INC COM
534,230.00 
398,742.47 
41,000.00 
Corporate Stock - Common APPLIED MICRO CIRCUITS CORP CDT-COM
20,405.70 
42,095.63 
5,530.00 
Corporate Stock - Common APPLIED MICRO CIRCUITS CORP CDT-COM
195,570.00 
196,637.36 
53,000.00 
Corporate Stock - Common APPLIED MICRO CIRCUITS CORP CDT-COM
27,675.00 
511,411.83 
7,500.00 
Corporate Stock - Common APPLIEDTHEORY CORP COM
20.00 
22,520.72 
200,000.00 
Corporate Stock - Common APPONLINE COM INC COM
0.20 
2,029.95 
500.00 
Corporate Stock - Common APTARGROUP INC COM
49,984.00 
42,480.00 
1,600.00 
Corporate Stock - Common APTARGROUP INC COM
121,836.00 
122,205.52 
3,900.00 
Corporate Stock - Common AQUILA INC DEL NEW COM
31,466.07 
47,515.85 
17,777.44 
Corporate Stock - Common AQUILA INC DEL NEW COM
63,543.00 
132,620.70 
35,900.00 
Corporate Stock - Common ARADIGM CORP COM
486.00 
1,229.95 
300.00 
Corporate Stock - Common ARBITRON INC COM
217,750.00 
218,312.76 
6,500.00 
Corporate Stock - Common ARBITRON INC COM
130,650.00 
109,520.58 
3,900.00 
Corporate Stock - Common ARCH COAL INC COM
103,632.00 
90,805.44 
4,800.00 
Corporate Stock - Common ARCH COAL INC COM
602,361.00 
621,273.04 
27,900.00 
Corporate Stock - Common ARCHER-DANIELS-MIDLAND CO COM
34,141.66 
36,167.41 
2,753.36 
Corporate Stock - Common ARCHER-DANIELS-MIDLAND CO COM
440,200.00 
537,472.21 
35,500.00 
Corporate Stock - Common ARCHER-DANIELS-MIDLAND CO COM
518,320.00 
579,700.61 
41,800.00 
Corporate Stock - Common ARCHER-DANIELS-MIDLAND CO COM
296,360.00 
383,190.73 
23,900.00 
Corporate Stock - Common ARCHER-DANIELS-MIDLAND CO COM
198,933.20 
178,165.55 
16,043.00 
Corporate Stock - Common ARIAD PHARMACEUTICALS INC COM
10,800.00 
44,506.53 
4,500.00 
Corporate Stock - Common ARIBA INC COM
51,571.60 
95,213.40 
20,795.00 
Corporate Stock - Common ARIEL CORP COM
2.00 
9,084.19 
1,000.00 
Corporate Stock - Common ARMOR HLDGS INC COM
1,377.00 
2,685.95 
100.00 
Corporate Stock - Common ARRAY BIOPHARMA INC COM
22,505.25 
34,684.75 
4,055.00 
Corporate Stock - Common ARROW ELECTR INC COM
5,116.00 
7,947.51 
400.00 
Corporate Stock - Common ARROW ELECTR INC COM
11,511.00 
24,917.99 
900.00 
Corporate Stock - Common ARTHROCARE CORP COM
985.00 
1,039.95 
100.00 
Corporate Stock - Common ASANTE TECHNOLOGIES INC COM
130.00 
11,076.49 
2,000.00 
Corporate Stock - Common ASCENDANT SOLUTIONS INC COM
38.00 
1,774.50 
100.00 
Corporate Stock - Common ASCENT ASSURN INC COM
27.75 
0.00 
37.00 
Corporate Stock - Common ASCENT ASSURN INC WT EXP 03-24-2004
0.99 
0.00 
197.00 
Corporate Stock - Common ASCENTIAL SOFTWARE CORP COM
14,044.80 
35,632.80 
5,852.00 
Corporate Stock - Common ASHLAND INC COM
8,559.00 
10,362.46 
300.00 
Corporate Stock - Common ASHLAND INC COM
165,474.00 
221,816.10 
5,800.00 
Corporate Stock - Common ASHLAND INC COM
476,451.00 
469,179.84 
16,700.00 
Corporate Stock - Common ASHLAND INC COM
48,501.00 
59,573.11 
1,700.00 
Corporate Stock - Common ASIA GLOBAL CROSSING
12.80 
2,288.61 
3,200.00 
Corporate Stock - Common ASK JEEVES INC OC-COM
3,840.00 
5,893.25 
1,500.00 
Corporate Stock - Common ASPEN GROUP RES CORPORATION COM
102.12 
34,236.00 
1,571.00 
Corporate Stock - Common ASSOCTD BANC-CORP COM
3,394.00 
3,752.35 
100.00 
Corporate Stock - Common ASTEA INTL IINC COM
91.14 
1,319.43 
147.00 
Corporate Stock - Common ASTORIA FINL CORP COM
152,040.00 
154,850.36 
5,600.00 
Corporate Stock - Common ASTRALIS LTD COM
4,320.00 
15,218.40 
12,000.00 
Corporate Stock - Common ASTROPOWER INC CDT-COM
9,588.00 
28,547.28 
1,200.00 
Corporate Stock - Common ASYST TECHNOLOGIES INC COM
20,065.50 
55,440.18 
2,730.00 
Corporate Stock - Common AT & T LATIN AMER CORP COM
31.50 
625.26 
150.00 
Corporate Stock - Common AT&T CORP COM NEW
63,238.42 
75,561.71