Plus-values

Parts

Description des titres

Valeur boursière

Valeur d'achat

moins-values latentes

540000

FHLMC DEB DTD 07/10/2000 7 07-15-2005

566,659.80

550,368.00

16291.8

100000

U.S. TREAS 6.25 NT DUE 02-28-2002 REG

100,875.00

99,015.63

1859.37

159000

US T BOND 6.25% (WI) BDS 15/05/2030

177,383.58

171,820.00

5563.58

105000

US TREAS BDS 6.125 DUE 08-15-2029 REG

114,204.30

107,165.63

7038.67

1259000

US TREAS BDS BD 5.25 DUE 02-15-2029 REG

1,206,084.23

1,112,838.61

93245.62

375000

US TREAS NT 4.75 DUE 02-15-2004 REG

370,428.75

356,132.81

14295.94

70000

US TREAS NTS DTD 00854 6 DUE 08-15-2009 REG

73,861.20

70,275.54

3585.66

600000

US TREAS NTS DTD 00874 5.75 DUE 08-15-2010 REG

628,782.00

612,812.50

15969.5

1705000

USA TREASURY BDS 6% 15/2/2026 USD1000

1,796,643.75

1,710,168.47

86475.28

125000

USA TREASURY BDS 7.875% 15/2/21 USD1000

159,062.50

149,384.77

9677.73

155000

USA TREASURY NTS 5.5% 31/12/2000 USD1000

155,000.00

154,690.16

309.84

74000

USA TREASURY NTS 7.25% 15/5/04 USD1000

78,729.34

74,896.10

3833.24

130000

USA TREASURY STRIP STRIP INT PMT 15/2/11 USD

76,455.60

76,454.30

1.3

125000

AXA SA US$ SUB NT 8.6 DUE 12-15-2030 BEO

127,143.75

124,643.75

2500

260000

ING CAP FUNDING TR GTD TR PRD VAR RATE PREP

264,513.86

260,000.00

4513.86

275000

CITIGROUP INC SUB NT 7.25 DUE 10-01-2010BEO

284,429.75

273,740.50

10689.25

105000

DUKE ENERGY FIELD SVCS LLC NT 7.875 DUE 08-16-2010 BEO

111,777.75

104,878.20

6899.55

105000

ENERGY EAST CORP 8.08% NT 15/11/2010

107,468.55

104,942.25

2526.3

260000

FORD MTR CR CO 7.875 DUE 06-15-2010BEO

268,481.76

259,183.60

9298.16

130000

KEYSPAN CORP 8% NOTES 15.11.2030

139,950.20

129,797.20

10153

500000

NEWS AMER HLDGS INC GTD SR 10.125 DEB DUE 10-15-2012 REG

533,585.00

567,335.00

-33750

858022.71

DLJ MTG ACCEP CORP SER 1998-2 6.75 CTF DUE 06-19-2028 BEO

847,297.43

861,709.52

-14412.09

950000

FED NATL MORT ASSC 6.625% BDS 15/11/10 USD1000

996,901.50

946,661.30

50240.2

395000

FED NATL MORT ASSC 6.625% NTS 15/10/2007 USD10

412,218.05

392,795.90

19422.15

636741.19

FHLMC GOLD POOL C00921 7.5 02-01-2030

646,489.70

623,906.88

22582.82

239966.88

FNMA POOL #535039 8 DUE 12-01-2029 REG

245,889.26

243,678.88

2210.38

566312.66

FNMA POOL #535095 8 DUE 01-01-2030 REG

580,289.26

578,258.32

2030.94

434726.87

GNMA, POOL # 780250 SERIES 2025 7.5% DUE 09-15-2025

442,334.59

440,670.48

1664.11

750000

DISCOVER CARD MASTER TR I 1998-7 CR CTF CL A 5.6 DUE 05-16-2006 BEO

742,732.50

705,468.76

37263.74

325000

LB UBS 6.51% 2000-C5 A2 15.11.2010

326,768.33

326,459.90

308.43

Total partiel

12,582,441.29

12,190,152.96

Recettes à recevoir

190,496.65

190,496.65

Total

12,772,937.94

12,380,649.61

392,288.33

Plus-values

Unités

Description des titres

Valeur boursière

Valeur d'achat

moins-values latentes

11,500,000

DENMARK(KINGDOM) 7% BDS 15/12/04 DKK0.01

1,552,013.23

1,902,240.25

-350227.02

4,630,000

FRANCE(GOVT OF) 5.5% OAT 25/4/2029 EUR1

4,353,407.57

4,169,493.65

183913.92

2,180,020

FRANCE(GOVT OF) 8.5% OAT 25/10/08 EUR1

2,519,509.00

3,445,038.02

-925529.02

3,891,779

GERMANY(FED REP) 5.625% BDS 4/1/28 EUR0.01

3,757,940.06

3,897,509.11

-139569.05

3,809,124

GERMANY(FED REP) 6.5% BDS 14/10/05 EUR0.01

3,859,798.83

4,699,018.56

-839219.73

2,608,102

ITALY(REP OF) 8.5% BTP 1/8/2004 EUR0.01

2,732,663.46

3,286,949.80

-554286.34

3,260,000

NEW ZEALAND(GOVT) 8% LN 15/4/2004 NZD100

1,524,340.57

1,696,586.06

-172245.49

2,614,402

SPAIN(KINGDOM OF) 8% BDS 30/5/04 EUR

2,704,164.45

3,282,282.12

-578117.67

15,900,000

SWEDEN(KINGDOM OF) 8% BDS 15/8/2007 SEK '1037'

1,999,738.22

2,432,647.58

-432909.36

1,000,000

JAPAN FINANCE CORP 9.125% GTD BDS 16/2/05 GBP

1,660,293.09

1,935,672.22

-275379.13

170,000,000

INTL BANK RECON&DV 4.5% BDS 20/3/03 JPY

1,619,844.15

1,721,162.45

-101318.3

3,000,000

BIRKA ENERGI AB 6.375% MTN 03/11/2006 EUR

2,883,310.02

2,752,923.44

130386.58

3,600,000

BAT INTL FINANCE 4.875% GTD MTN 25/02/09 EUR

2,985,269.40

3,598,579.26

-613309.86

280,000,000

GEN MTRS ACCEP CORP NT CPN RT=3MO YLIBOR+10BP DUE 07-26-2002 BEO

2,441,541.16

2,458,098.79

-16557.63

666,000,000

KFW INTERNATIONAL 1.75% BK GUAR 23.03.2010

5,937,822.81

6,152,448.85

-214626.04

Total partiel

42,531,656.02

47,430,650.16

Recettes à recevoir

1,071,884.74

1,071,884.74

Total

43,603,540.76

48,502,534.90

(4,898,994.14)

Plus-values

Parts

Description des titres

Valeur boursière

Valeur d'achat

moins-values latentes

594,056

FIDUCIARY INTL EMERG MKTS BD

5,887,091.49

5,925,512.20

(38,420.71)

309,733

FIDUCIARY TST GBL US HIGH GWTH EQ FD

10,843,746.38

3,430,368.00

7,413,378.38

32,500

ASIA EX JAPAN EQT FD UNT 10 PLAC

249,275.00

325,000.00

(75,725.00)

TOTAL

16,980,112.87

9,680,880.20

7,299,232.67

Plus-values

Parts

Description des titres

Valeur boursière

Valeur d'achat

moins-values latentes

0

Franc suisse

-

-

0

0

Deutsche mark

-

-

0

0

Peseta espagnole

-

-

0

0

Euro

-

-

0

0

Livre sterling

-

-

0

0

Dollar de Singapour

-

-

0

0

Dollar E.-U.

-

-

0

337.1

Franc suisse

337.10

337.10

0

79.35

Couronne danoise

79.35

79.35

0

-1414888

Euro

(1,414,888.29)

(1,414,888.29)

0

823.09

Livre sterling

823.09

823.09

0

81166.08

Drachme grecque

81,166.08

81,166.08

0

70.61

Dollar de Hong-Kong

70.61

70.61

0

502.35

Yen japonais

502.35

502.35

0

187584.4

Peso mexicain

187,584.40

187,584.40

0

110.3

Couronne norvégienne

110.30

110.30

0

354

Dollar néo-zélandais

354.00

354.00

0

-86074.8

Couronne suédoise

(86,074.79)

(86,074.79)

0

124.83

Dollar de Singapour

124.83

124.83

0

1203949

Franc suisse

1,203,949.40

1,203,949.40

0

416357.4

Couronne danoise

416,357.44

416,357.44

0

0

Euro

-

-

0

1035209

Livre sterling

1,035,209.06

1,035,209.06

0

0

Drachme grecque

-

-

0

1110912

Dollar de Hong-Kong

1,110,911.68

1,110,911.68

0

3683888

Yen japonais

3,683,887.92

3,683,887.92

0

412239.2

Peso mexicain

412,239.16

412,239.16

0

143561.8

Couronne norvégienne

143,561.83

143,561.83

0

115049.9

Dollar néozélandais

115,049.85

115,049.85

0

0

Couronne suédoise

-

-

0

988466

Dollar de Singapour

988,465.97

988,465.97

0

1674657

Dollar des États-Unis

1,674,657.14

1,674,657.14

0

0

Dollar canadien

2,908,416.17

2,900,000.00

8416.17

0

Dollar des États-Unis

(2,900,000.00)

(2,900,000.00)

0

0

Dollar des États-Unis

(385,425.00)

(385,425.00)

0

0

Peso mexicain

14,179.29

14,228.90

-49.61

0

Dollar des États-Unis

422,866.35

422,866.35

0

Total partiel

9,614,515.29

9,606,148.73

Recettes à recevoir et impôts remboursables

46818.48

46818.48

Total

9,661,333.77

9,652,967.21

8,366.56

Plus-values

Valeur boursière

Valeur d'achat

Moins-values latentes

Total portefeuille

Actions - Dollar E.-U.

61,553,288.79

45,662,114.80

16,461,493.49

Actions - Autres monnaies

72,335,783.57

57,268,442.15

14,497,021.92

Revenu fixe - dollar E.-U.

12,772,937.94

12,380,649.61

392,288.33

Revenu fixe - Autres monnaies

43,603,540.76

48,502,534.90

(4,898,994.14)

Capitaux à risque

16,980,112.87

9,680,880.20

7,299,232.67

Placements temporaires

9,661,333.77

9,652,967.21

8,366.56

Total général

216,906,997.70

183,147,588.87

33,759,408.83