REPORT OF INDEPENDENT PUBLIC ACCOUNTANTS
 
 

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 fiscal year ended November 30, 2000

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

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

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

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


 
 
REPORT OF INDEPENDENT PUBLIC ACCOUNTANTS
 

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

We have audited the accompanying statements of net assets available for plan benefits of the United Air Lines, Inc. Pilots' Directed Account Retirement Income Plan as of November 30, 2000 and 1999, and the related statements of changes in net assets available for plan benefits for the years 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 audits.

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

In our opinion, the financial statements referred to above present fairly, in all material respects, the net assets available for plan benefits of the United Air Lines, Inc. Pilots' Directed Account Retirement Income Plan as of November 30, 2000 and 1999, and the changes in its net assets available for plan benefits for the years then ended in conformity with accounting principles generally accepted in the United States.

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

/s/ ARTHUR ANDERSEN LLP
ARTHUR ANDERSEN LLP
Chicago, Illinois
May 24, 2001
UNITED AIR LINES, INC.
PILOTS' DIRECTED ACCOUNT RETIREMENT INCOME PLAN
STATEMENT OF NET ASSETS AVAILABLE FOR PLAN BENEFITS
(In Thousands)
 
 

                                                                                                              November 30

 
            2000____
 
             1999 ____
       
ASSETS:      
   Investments      
       Cash and cash equivalents
$   641,244
 
$   695,206
       Equity securities, net of offsets
 1,348,154
 
1,492,403 
       Assets backed securities
18,040
 
       Corporate and international bonds
52,341
 
48,868
       Government securities
149,507
 
196,470
      Other fixed instruments, net of offsets
15,222
51,428
      Other assets, net
__________17,917
 
__________22,280
                Total investments
 _______2,242,425
 
_______2,506,655
     
 Accrued income, net
                   3,490
 
                   3,907
     
Securities Loaned to Broker (see note #2b)
              106,890
 
                  - - -_____
      Total Assets
           2,352,805
 
            2,510,562
LIABILITIES:
    Pending trade payables, net
61,072
 
53,665
     Collateral Payable to Broker (see note #2b)
_________106,890
________- _______
        Total Liabilities
               167,962
                  53,665
NET ASSETS AVAILABLE FOR PLAN BENEFITS
           $2,184,843
 
           $2,456,897

.

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

UNITED AIR LINES, INC.
PILOTS' DIRECTED ACCOUNT RETIREMENT INCOME PLAN
STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR PLAN BENEFITS
(In Thousands)



 
 
 
 
 
 
 

   
 Year Ended November 30
   
          2000 
 
          1999 
         
NET ASSETS AVAILABLE FOR PLAN BENEFITS,        
   beginning of year  
         $2,456,897
 
       $2,339,593
CONTRIBUTIONS        
  Employer  
95,743 
 
 11,249
  Employee
                23,450
                 4,369
                Total contributions  
              119,193
 
               15,618
       
RESULTS OF INVESTMENT ACTIVITY      
   Dividends  
15,931
 
14,933
   Interest  
51,103
 
50,943
  Other income (expense), net
4,737
2,523
   Net appreciation (depreciation)        
     in value of investments (see note #2c)  
           (150,275)
 
            323,679
         
         Total Investment Activity  
             (78,504)
 
            392,078
       
BENEFIT PAYMENTS  
           (298,694)
 
          (276,749)
         
ADMINISTRATIVE EXPENSES  
             (14,049)
 
            (13,643)
         
NET ASSETS AVAILABLE FOR PLAN BENEFITS  
         $2,184,843
 
       $2,456,897

 

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

UNITED AIR LINES, INC.
PILOTS' DIRECTED ACCOUNT RETIREMENT INCOME PLAN
NOTES TO FINANCIAL STATEMENTS









1.     DESCRIPTION OF THE PLAN

This description is for general information purposes only. Participants should refer to their summary plan description for detailed benefit information.                                  a.   General and Plan Participants United Air Lines, Inc. ("United") established the Pilots' Variable Benefit Retirement Income Plan ("Variable Plan") in 1955 to provide retirement income and other benefits for the pilots of United. On September 1, 1982 the Variable Plan was amended and restructured, retroactive to February 1, 1981, and for active participants is now known as the United Air Lines, Inc. Pilots' Directed Account Retirement Income Plan (the "Directed Account Plan" or "Plan"). All active participants in the Variable Plan automatically became participants in the Directed Account Plan. Therefore, after these actions, the Variable Plan covered essentially only retired participants and the Directed Account Plan covered only active participants. The transition from the Variable Plan to the Directed Account Plan did not constitute a termination of the Variable Plan. The Plan is a defined contribution plan and is subject to the Employee Retirement Income Security Act of 1974 (ERISA), as amended.

United pilots are eligible to become participants in the Plan on the first anniversary of their initial employment.

                                 b.    Directed Account Plan Investment Options Participants are able to individually allocate their account balances among twelve different investment options. The investment funds consist of the Money Market Fund, the UAL Stock Fund, the Short-Term Government Securities Fund, the Diversified Bond Fund, the Government Bond Fund, the Income/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 the Mutual Fund Option. 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. Automatic daily reallocation is accomplished in three Balanced Funds that invest in the other investment funds in predetermined portions.

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.

                                 c.    Contributions and Vesting Effective 4/12/2000, United makes a contribution in an amount equivalent to 9% which in mid year 2000 increased to 11% (retroactive to 4/12/2000) of a pilot's earnings to the Plan. Prior to 4/12/2000, United contributed an amount equivalent to 1%.  Company contributions on behalf of a participant are allocated directly to each participant's account. Pilots may also elect to voluntarily contribute, in multiples of 1%, any percentage, up to 50% (subject to the 25% overall limit discussed below) of each paycheck received. Pilots immediately vest in company and voluntary contributions.

Pilot pre-tax election deferrals to the Plan can be made, subject to a maximum of $10,000 in 1999 and $10,500 in 2000, on a pretax basis as permitted by Section 401(k) of the Internal Revenue Code. Lower limits may apply to certain highly compensated participants if the Plan does not pass certain nondiscrimination tests required by law. Based on expectations that no pilot would pass this test for the plan years ending November 30, 2000 and 1999, pre-tax and post-tax salary deferrals were prohibited for those years. During each calendar year a pilot's pre-tax election deferrals will be changed from a pretax basis to an after tax basis if the pilot elects and if the legal limit for pretax contributions is exceeded. Section 415 of the Internal Revenue Code limits the total amount of contributions from all qualified defined contribution retirement plans to the lesser of 25% of annual taxable earnings or $30,000.

Contributions to the Plan include $ 2,702,865 and $4,369,100 for 2000 and 1999, respectively, which were transferred from other qualified plans as rollovers under Internal Revenue Code Section 402(c) and 408(d).
 
 

                                 d.   Withdrawals Withdrawals from the Plan may be made as follows, as applicable to the participant's eligibility, amount requested, and existing balances:
  Participants who have separated from service (for reasons other than death) may elect payment in the form of a lump sum, periodic distributions, irregular partial distributions, or through the purchase of an annuity. Taxable or taxable portions of distributions may also be directly rolled over into an IRA or qualified plan (with the exception of periodic distributions of 10 years or more duration).

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

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

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

-Discretionary withdrawals of post-tax contributions and earnings
-Hardship withdrawals from 401(k) account, subject to restrictions described in the Plan-After reaching age 59-1/2, subject to certain requirements specified in the Plan, all or a portion of the participant's 401(k) account may be withdrawn
-Upon reaching age 70-1/2, minimum distributions required under Internal Revenue Code 401(a)(9) must be taken no later than April 1 following the calendar year that the participant has reached age 70-1/2. Effective January 1, 1997, active participants that have reached age 70-1/2 may choose to defer distribution.


If a participant's account has never exceeded $3,500, total distribution of the account will be made in a lump sum payment upon termination of employment or death.

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

                                  e.   Plan Termination Provisions Although it has not expressed any intent to do so, the Company has the right under the Plan to terminate the Plan subject to the provisions of ERISA. If the Plan is terminated, all amounts credited to a participant's account at the time of termination shall be retained in the Trust and will be distributed in accordance with the normal distribution rules of the Plan.                                   f.    Trustee The Frank Russell Trust Company serves as Plan trustee. 2.         SIGNIFICANT ACCOUNTING POLICIES a.         Basis of Accounting
  The financial statements are presented on the accrual basis.


b.        Investments
 

In September 1999, the American Institute of Certified Public Accountants issued Statement of Position 99-3 (SOP 99-3), "Accounting for and Reporting of Certain Defined Contribution Plan Investments and Other Disclosure Matters." SOP 99-3 simplifies the disclosure for certain investments and is effective for plan years ending after December 15, 1999. The Plan adopted SOP 99-3 during the Plan year ending November 30, 2000. Accordingly, information previously required to be disclosed about participant-directed fund investment programs is not presented in the Plan's 2000 financial statements.

The Trustee is authorized to engage in the lending of certain Trust assets. Securities lending is an investment management enhancement that utilizes the existing securities (government bonds, corporate bonds or equities) of the Trust to earn additional income. It involves the loan 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 percent for domestic securities and 105 percent 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.

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

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

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

 
    ____2000_____
____1999___
Money Market Fund
$444,811
    $513,314
c.         Net Appreciation (Depreciation) in Value of Investments
  Net appreciation or depreciation in value of investments includes realized and unrealized gains and losses. Realized and unrealized gains and losses are calculated as the difference between fair value at December 1, or date of purchase if subsequent to December 1, and fair value at date of sale or the current year-end. The unrealized gain or loss on investments in the International Fund represents the difference between fair value at December 1, or date of purchase, and the fair value at the date of sale or the current year-end plus, where applicable, the change in the exchange rate between the U.S. dollar and the foreign currency in which the assets are denominated from December 1, or the date of purchase, to the date of sale or the current year-end.
 
 
 
 

During 2000 and 1999, the plan appreciated (depreciated) in valued (in thousands) by ($150,275) and $323,679, respectively, as follows:

                                                                                                                                  November 30
                                                                                                                                  (In Thousands)

   
        2000____
 
    _   1999___
UAL Stock Fund  
(63,912)
 
17,030
Short-Term Securities Fund  
(605)
 
(2,542)
Diversified Bond Fund  
1,646
 
(7,076)
Government Bond Fund  
3,859
 
(2,785)
Value Equity Fund  
5,586
 
12,187
Growth Equity Fund  
(30,019)
 
97,443
Small Cap Equity Fund  
4,218
 
49,150
International Equity Fund  
(14,025)
 
39,126
S & P 500 Index Fund  
(16,777)
 
68,707
Individual Brokerage Account Option  
(28,916)
 
42,117
Mutual Fund Option  
(11,330)
 
10,322
   
      $(150,275)
 
       $323,679
d.         Plan Expenses
  Management fees are paid to the trustee based upon investment fund balances. Brokerage and other investment fees are included in the cost of the related security. United performs certain administrative functions for the Plan without charge.


e.        Participant Loans
 

Effective April 1, 1997, the Pilots' Directed Account Retirement Income Plan was amended to allow participants to obtain loans from the total vested balance of their account. Participants may borrow up to fifty percent of their total vested account balance, not to exceed $50,000. The minimum that may be borrowed is $1,000. Loans will be funded by charging the participant's interest (10.50% as of November 30, 2000) in the Money Market Fund. No loan will be funded from any investment fund other than the Money Market Fund and applications which designate an amount which cannot be fully funded from this fund will be denied. Generally, loan repayments will be made through payroll deductions on an after-tax basis for the term of the loan, which is a minimum of six months to a maximum of sixty months. The term of the loan may be extended to a period longer than sixty months if the loan is used to acquire a principal residence. Prepayment of the full balance of the loan is allowed after six months from the date of the loan without penalty. Participants may only have one loan outstanding at any time and are able to take out another loan after twelve months from the date the old loan is retired. An administrative fee of $90 is charged to each participant taking a loan and is automatically deducted from the participant's account.


f.        Use of Estimates
 

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


g.        Payment of Benefits
 

Benefits are recorded when paid.   h.        Reclassifications
  Certain prior year balances have been reclassified to conform to the current year presentation.
3.      INVESTMENT ADMINISTRATION Plan assets are invested by a group of investment managers. The investment managers buy or sell securities on behalf of the Plan, in accordance with the investment objectives and guidelines established for each of the investment funds.                          As of November 30, 2000, the investment managers were as follows:
 
    Money Market Fund - Frank Russell Trust Company
   
     UAL Stock Fund - Frank Russell Trust Company
   
     Short-Term Securities Fund - Pacific Investment Management
   
     Diversified Bond Fund - Western Asset Management Company
   
     Government Bond Fund - Frank Russell Trust Company
   
     Value Equity Fund - Westpeak Investment Advisors
  - Dodge & Cox, Inc.
  - Frank Russell Trust Company
   
     Growth Equity Fund - Alliance Capital Management
  - Lincoln Capital Management Company
  - Suffolk Investment Partners
  - Frank Russell Trust Company
   
     Small Cap Equity Fund - Jacobs Levy Equity Management, Inc.
  - 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.
   
     S & P 500 Index Fund - PanAgora Asset Management
   
     Individual Brokerage Account Option - Self-Directed Account with Charles Schwab
   
     Mutual Fund Option- Self-Directed Account - Self-Directed Account

4.      TAX STATUS

The Internal Revenue Service has determined and informed the Company by letter dated June 18, 1996, that the Plan and related trust are designed in accordance with applicable sections of the Internal Revenue Code (IRC). The Plan has been amended since receiving the determination letter. However, the Plan administrator and the Plan's counsel believe that the Plan is designed and is currently being operated in compliance with the applicable provisions of the IRC. 5.       NEW ACCOUNTING PRONOUNCEMENTS In June 1998, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No.    133, "Accounting for Derivative Instruments and hedging Activities" ("SFAS No. 133"), which establishes accounting and reporting standards requiring that every derivative instrument be recorded in the balance sheet as either an asset or liability measured at its fair value.  SFAS No. 133 has been amended by SFAS No. 137 and SFAS No. 138.  The Plan is required to adopt SFAS No. 133, as amended, on December 1, 2000.  The Plan Administrator has not yet quantified the impacts of adopting SFAS No. 133, as amended, on the Plan's financial statements. 6.       RECONCILIATION TO FORM 5500
 
At November 30, 2000 certain participants had requested distributions from the plan, but were not paid until December.   No liability is recorded in the financial statements for such transaction.  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:
 
Net Assets Available for Plan Benefits per Financial Statements
$  2,184,843
Less:  Amounts Allocated to withdrawing participants
_____(16,978)
Net Assets Available for Plan Benefits per Form 5500
$  2,167,865
Benefits paid to participants per the financial statements
$     298,694
Add:  Amounts allocated to withdrawing participants at November 30, 2000
16,978
Less:  Amounts allocated to withdrawing participants at November 30, 1999
  ________-___
Benefits paid to participants per Form 5500
$     315,672
Signature

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

United Air Lines, Inc.
Pilots' Directed Account
Retirement Income Plan 

 
 

Dated May 24, 2001 

/s/ Frederic F. Brace
By Frederic F. Brace
Frederic F. Brace
Member, United Air
Lines, Inc. Pension
and Welfare Plans
Administration Committee
 

 


</TEXT>

5% Report - Part B

Identity of party involved

  Description of asset
(include interest rate and maturity in case of a loan)

  Shares/
Par Value

  Cost of asset
  Current value of asset on transaction date
  Net gain or (loss)
 
Broker name unavailable   FX DEAL TRANSACTED ON 01/18/2000 USD/AUD   (550,000.00 ) 366,080.00   333,244.47   32,835.53  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 USD/AUD   (4,636.76 ) 2,795.97   2,795.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 AUD/USD   4,636.76   2,795.97   2,795.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/20/2000 USD/AUD   (799.50 ) 471.71   471.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 USD/AUD   (550,000.00 ) 366,080.00   366,080.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/AUD   (3,945.06 ) 2,327.59   2,327.59   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 AUD/USD   132.92   78.82   78.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 AUD/USD   42.02   24.92   24.92   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/AUD   (7,452.14 ) 4,247.72   4,247.72   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/AUD   (37,851.38 ) 21,662.72   22,326.59   (663.87 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/AUD   (5,375.00 ) 3,222.85   3,222.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/AUD   (45,186.79 ) 26,854.96   27,166.30   (311.34 )
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/AUD   (16,815.50 ) 9,584.84   9,955.60   (370.76 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 USD/AUD   (7,171.20 ) 3,800.74   3,899.34   (98.60 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/28/2000 AUD/USD   10.00   10.00   10.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/09/2000 AUD/USD   500,000.00   265,575.00   265,575.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/11/2000 USD/AUD   (122,630.48 ) 62,541.55   62,541.55   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/13/2000 USD/AUD   (500,000.00 ) 265,575.00   265,575.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 USD/AUD   (66,647.00 ) 34,856.38   34,856.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 USD/AUD   (280.31 ) 142.96   147.71   (4.75 )
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 USD/AUD   (587.89 ) 299.82   309.79   (9.97 )
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 AUD/USD   39,823.87   20,800.41   20,973.29   172.88  
Broker name unavailable   FX DEAL TRANSACTED ON 10/27/2000 AUD/USD   5,000.70   2,570.36   2,625.12   54.76  
Broker name unavailable   FX DEAL TRANSACTED ON 10/27/2000 USD/AUD   (3,342.77 ) 1,734.90   1,738.41   (3.51 )
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/AUD   (117,870.00 ) 76,014.36   76,014.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/BRL   (220.64 ) 118.62   118.62   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/BRL   (317.33 ) 170.61   170.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/BRL   (42.63 ) 23.30   23.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/12/2000 USD/GBP   (6,519.00 ) 10,625.97   10,625.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/02/2000 USD/GBP   (3,735.50 ) 5,939.45   5,939.45   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/14/2000 USD/GBP   (363.82 ) 571.20   571.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/15/2000 GBP/EUR   209,803.01   335,095.05   335,095.05   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/22/2000 USD/GBP   (200,000.00 ) 321,652.00   318,831.80   2,820.20  
Broker name unavailable   FX DEAL TRANSACTED ON 02/22/2000 GBP/EUR   225,491.27   364,136.08   364,136.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/03/2000 GBP/USD   400,000.00   633,088.00   633,088.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/07/2000 USD/GBP   (378.00 ) 589.68   589.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 USD/GBP   (400,000.00 ) 633,088.00   633,088.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 USD/GBP   (2,890.00 ) 4,508.40   4,508.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/21/2000 USD/GBP   (200,000.00 ) 321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/22/2000 GBP/USD   200,000.00   321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 GBP/USD   200,000.00   321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/31/2000 GBP/USD   200,000.00   321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/11/2000 USD/GBP   (94,810.03 ) 151,415.41   151,415.41   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/18/2000 USD/GBP   (5,325.30 ) 8,307.47   8,411.87   (104.40 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/GBP   (4,525.40 ) 7,172.76   7,081.12   91.64  
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 USD/GBP   (5,874.18 ) 8,881.76   8,756.32   125.44  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 GBP/USD   40,849.69   60,866.04   60,866.04   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 USD/GBP   (57,051.25 ) 85,006.36   85,006.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 USD/GBP   (40,849.69 ) 60,866.04   61,781.14   (915.10 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 GBP/USD   29,915.55   44,257.06   44,672.74   415.68  
Broker name unavailable   FX DEAL TRANSACTED ON 05/22/2000 USD/GBP   (4,338.19 ) 6,377.14   6,377.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/23/2000 USD/GBP   (4,027.90 ) 5,921.01   5,921.01   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/GBP   (8,832.00 ) 13,248.00   13,248.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/GBP   (2,461.50 ) 3,618.41   3,739.74   (121.33 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/GBP   (1.50 ) 2.21   2.28   (0.07 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/GBP   (7,184.55 ) 10,561.29   10,915.45   (354.16 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/12/2000 USD/GBP   (2,158.92 ) 3,216.79   3,216.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 GBP/USD   164,313.72   246,503.44   246,503.44   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/GBP   (59,887.15 ) 90,998.52   90,998.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/18/2000 USD/GBP   (18,574.98 ) 27,704.58   27,704.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/02/2000 USD/GBP   (2,437.50 ) 3,607.50   3,607.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/03/2000 USD/GBP   (4,823.00 ) 7,138.04   7,256.01   (117.97 )
Broker name unavailable   FX DEAL TRANSACTED ON 08/11/2000 GBP/USD   54,266.33   81,675.17   81,675.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/14/2000 USD/GBP   (1.04 ) 1.54   1.54   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/15/2000 EUR/GBP   (1,407.42 ) 2,120.88   2,120.88   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

1


Broker name unavailable   FX DEAL TRANSACTED ON 08/17/2000 USD/GBP   (273.60 ) 410.40   408.21   2.19  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 USD/GBP   (1,501.61 ) 2,147.30   2,128.16   19.14  
Broker name unavailable   FX DEAL TRANSACTED ON 09/11/2000 USD/GBP   (5,796.45 ) 8,144.01   8,153.33   (9.32 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/13/2000 USD/GBP   (9,183.20 ) 12,718.73   12,872.98   (154.25 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/21/2000 USD/GBP   (912.00 ) 1,267.68   1,324.21   (56.53 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/28/2000 USD/GBP   (4,347.82 ) 6,360.86   6,338.67   22.19  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/GBP   (1,587.00 ) 2,332.89   2,332.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/05/2000 USD/GBP   (1,802.02 ) 2,594.91   2,606.71   (11.80 )
Broker name unavailable   FX DEAL TRANSACTED ON 10/10/2000 USD/GBP   (2,295.00 ) 3,281.85   3,281.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/12/2000 USD/GBP   (4,489.60 ) 6,465.02   6,491.33   (26.31 )
Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 USD/GBP   (1,843.00 ) 2,635.49   2,635.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/24/2000 USD/GBP   (2,799.90 ) 4,003.86   4,059.83   (55.97 )
Broker name unavailable   FX DEAL TRANSACTED ON 11/02/2000 USD/GBP   (507.00 ) 730.08   726.91   3.17  
Broker name unavailable   FX DEAL TRANSACTED ON 11/03/2000 EUR/GBP   (32,079.10 ) 46,623.35   45,993.52   629.83  
Broker name unavailable   FX DEAL TRANSACTED ON 11/03/2000 GBP/EUR   32,079.10   46,465.19   46,465.19   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/20/2000 USD/GBP   (1,773.44 ) 2,482.82   2,482.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/GBP   (2,428.80 ) 3,934.66   3,934.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/16/1999 GBP/USD   50,357.92   80,700.48   80,700.48   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/16/1999 USD/GBP   (50,357.92 ) 80,599.76   80,599.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/17/1999 USD/GBP   (400,000.00 ) 642,320.00   636,577.76   5,742.24  
Broker name unavailable   FX DEAL TRANSACTED ON 12/20/1999 USD/GBP   (1,061.10 ) 1,697.76   1,697.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/GBP   (289,319.83 ) 464,705.51   464,705.51   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/04/2000 USD/CAD   (1,292.00 ) 891.03   891.03   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/28/2000 EUR/CAD   (249,533.40 ) 170,491.91   168,410.20   2,081.71  
Broker name unavailable   FX DEAL TRANSACTED ON 02/01/2000 USD/CAD   (1,896.59 ) 1,299.03   1,299.03   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/17/2000 USD/CAD   (1,950.00 ) 1,317.57   1,326.53   (8.96 )
Broker name unavailable   FX DEAL TRANSACTED ON 03/21/2000 USD/CAD   (300.00 ) 300.00   300.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   (20.13 ) 29.25   29.25   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   (969.00 ) 668.28   668.28   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   (3,944.00 ) 2,714.38   2,714.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   (7,868.00 ) 5,415.00   5,415.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/06/2000 USD/CAD   (3,904.00 ) 2,688.71   2,688.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/06/2000 USD/CAD   (7,553.42 ) 5,202.08   5,202.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/12/2000 USD/CAD   (11,199.99 ) 7,645.04   7,645.04   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/12/2000 USD/CAD   (11,295.48 ) 7,710.23   7,710.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/27/2000 USD/CAD   (3,360.00 ) 2,270.27   2,261.56   8.71  
Broker name unavailable   FX DEAL TRANSACTED ON 05/02/2000 USD/CAD   (1,400.00 ) 942.76   939.09   3.67  
Broker name unavailable   FX DEAL TRANSACTED ON 05/04/2000 USD/CAD   (166,588.61 ) 113,765.39   113,765.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/05/2000 CAD/USD   166,588.61   166,588.61   166,588.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/CAD   (10,171.80 ) 6,754.18   6,754.18   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/CAD   (2,321.59 ) 1,547.73   1,574.49   (26.76 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/CAD   (12,449.20 ) 8,355.17   8,432.70   (77.53 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/07/2000 USD/CAD   (62,172.00 ) 42,051.30   42,051.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/09/2000 USD/CAD   (1,200.00 ) 805.37   816.44   (11.07 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/20/2000 USD/CAD   (300.00 ) 300.00   300.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 USD/CAD   (1,160.00 ) 778.52   778.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/CAD   (3,360.00 ) 2,270.27   2,260.50   9.77  
Broker name unavailable   FX DEAL TRANSACTED ON 08/01/2000 USD/CAD   (2,322.20 ) 1,548.13   1,548.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/01/2000 USD/CAD   (1,750.00 ) 1,166.67   1,166.67   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/01/2000 USD/CAD   (1,200.00 ) 810.81   813.39   (2.58 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/05/2000 CAD/USD   14,595.44   9,905.29   9,905.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 CAD/USD   14,427.24   9,725.14   9,725.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/14/2000 CAD/USD   13,639.64   9,194.23   9,171.97   (22.26 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/14/2000 CAD/USD   13,639.64   9,194.23   9,171.97   (22.26 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 CAD/USD   10,561.47   7,112.10   7,101.10   (11.00 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 CAD/USD   7,040.98   4,741.40   4,734.07   (7.33 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/18/2000 CAD/USD   6,968.46   4,698.89   4,698.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/18/2000 CAD/USD   6,968.46   4,698.89   4,698.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/19/2000 CAD/USD   3,373.67   2,270.30   2,270.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/19/2000 CAD/USD   3,373.67   2,270.30   2,270.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/21/2000 USD/CAD   (439.50 ) 439.50   439.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/29/2000 USD/CAD   (41.63 ) 41.63   41.63   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/29/2000 USD/CAD   (84.38 ) 84.38   84.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 CAD/USD   4,531.00   3,005.64   3,005.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 CAD/USD   9,131.14   6,057.14   6,057.14   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

2


Broker name unavailable   FX DEAL TRANSACTED ON 10/17/2000 CAD/USD   310.20   204.21   204.21   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 USD/CAD   (3,856.04 ) 2,541.89   2,541.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/23/2000 USD/CAD   (7,660.04 ) 5,059.47   5,059.47   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/30/2000 USD/CAD   (3,920.00 ) 2,545.46   2,545.46   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/01/2000 USD/CAD   (1,750.00 ) 1,143.79   1,142.67   1.12  
Broker name unavailable   FX DEAL TRANSACTED ON 11/01/2000 USD/CAD   (2,117.30 ) 1,383.86   1,382.50   1.36  
Broker name unavailable   FX DEAL TRANSACTED ON 11/08/2000 USD/CAD   (10,783.14 ) 6,987.52   6,987.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/20/1999 USD/CAD   (151.96 ) 225.00   225.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/31/1999 USD/CAD   (14.73 ) 21.38   21.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 SEK/DKK   (61,855.71 ) 7,480.13   7,480.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/04/2000 USD/EUR   (1,955.70 ) 1,955.70   1,955.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/06/2000 USD/EUR   (53,660.00 ) 53,160.27   53,160.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/06/2000 EUR/USD   52,660.00   53,160.27   53,160.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/12/2000 USD/EUR   (28,360.00 ) 29,352.60   29,352.60   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/12/2000 EUR/USD   28,630.00   29,632.05   29,632.05   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/14/2000 USD/EUR   (1,000,000.00 ) 1,021,400.00   971,552.93   49,847.07  
Broker name unavailable   FX DEAL TRANSACTED ON 01/18/2000 USD/EUR   (1,500,000.00 ) 1,527,000.00   1,457,329.40   69,670.60  
Broker name unavailable   FX DEAL TRANSACTED ON 01/18/2000 USD/EUR   (116.80 ) 117.97   117.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/19/2000 EUR/USD   1,000,000.00   1,021,400.00   971,552.93   (49,847.07 )
Broker name unavailable   FX DEAL TRANSACTED ON 01/19/2000 EUR/USD   1,500,000.00   1,527,000.00   1,457,329.40   (69,670.60 )
Broker name unavailable   FX DEAL TRANSACTED ON 01/25/2000 USD/EUR   (24,229.26 ) 24,529.70   24,529.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/25/2000 EUR/USD   24,229.26   24,529.70   24,529.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 USD/EUR   (787,306.85 ) 781,087.13   765,929.75   15,157.38  
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 EUR/USD   787,306.85   781,087.13   770,260.97   (10,826.16 )
Broker name unavailable   FX DEAL TRANSACTED ON 01/28/2000 EUR/CAD   172,911.24   170,491.91   157,565.90   (12,926.01 )
Broker name unavailable   FX DEAL TRANSACTED ON 02/15/2000 GBP/EUR   (339,562.21 ) 335,095.05   335,095.05   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   (1,000,000.00 ) 1,000,960.00   955,602.70   45,357.30  
Broker name unavailable   FX DEAL TRANSACTED ON 02/22/2000 GBP/EUR   (365,017.28 ) 364,136.08   364,136.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/28/2000 USD/EUR   (11,250.00 ) 10,462.50   10,462.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/27/2000 EUR/USD   2,285.78   2,230.92   2,230.92   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 EUR/USD   1,000,000.00   1,000,960.00   1,000,960.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 EUR/USD   1,000,000.00   1,000,960.00   1,000,960.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   (199.21 ) 185.27   185.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   (3,187.50 ) 2,964.38   2,964.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   (20,187.50 ) 18,774.38   18,774.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 EUR/USD   615,000.00   588,684.15   554,943.96   (33,740.19 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   (615,000.00 ) 587,325.00   587,325.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/04/2000 USD/EUR   (460.16 ) 432.55   432.55   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/04/2000 USD/EUR   (1,610.57 ) 1,513.94   1,513.94   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/04/2000 USD/EUR   (2,096.10 ) 1,970.33   1,970.33   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/05/2000 USD/EUR   (10,132.00 ) 9,524.08   9,524.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/06/2000 EUR/USD   9,022.50   8,684.16   8,658.91   (25.25 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/10/2000 USD/EUR   (2,720.00 ) 2,584.00   2,584.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/10/2000 USD/EUR   (1,323.29 ) 1,263.74   1,263.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/14/2000 USD/EUR   (13,284.17 ) 12,683.73   12,685.05   (1.32 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/17/2000 JPY/EUR   (406,411.32 ) 388,920.47   381,882.98   7,037.49  
Broker name unavailable   FX DEAL TRANSACTED ON 04/19/2000 JPY/EUR   (406,411.32 ) 387,387.81   387,387.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/24/2000 USD/EUR   (71.55 ) 67.06   67.06   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/24/2000 USD/EUR   (628.71 ) 589.23   589.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/EUR   (3,155,000.00 ) 2,923,107.50   2,923,107.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 EUR/USD   3,155,000.00   2,927,918.88   2,867,113.17   (60,805.71 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 USD/EUR   (1,277.15 ) 1,149.44   1,149.44   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/08/2000 EUR/USD   1,000,000.00   1,000,960.00   960,799.39   (40,160.61 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/08/2000 USD/EUR   (615,000.00 ) 549,810.00   549,810.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/08/2000 EUR/USD   615,000.00   550,658.70   580,654.30   29,995.60  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/EUR   (2,990.00 ) 2,631.20   2,631.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/EUR   (2,522.00 ) 2,219.36   2,219.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/EUR   (17.27 ) 15.20   15.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 USD/EUR   (320.57 ) 283.70   283.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 USD/EUR   (1,018.63 ) 901.49   901.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 USD/EUR   (837.00 ) 740.75   774.98   (34.23 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 USD/EUR   (679.00 ) 597.52   614.56   (17.04 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 USD/EUR   (3,492.00 ) 3,072.96   3,160.61   (87.65 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/16/2000 USD/EUR   (459.64 ) 409.08   409.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/18/2000 USD/EUR   (3,960.00 ) 3,465.00   3,598.66   (133.66 )

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

3


Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 EUR/USD   320.57   283.70   283.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 EUR/USD   1,018.63   901.49   901.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 USD/EUR   (5,377.61 ) 4,759.19   4,987.21   (228.02 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 USD/EUR   (2,827.08 ) 2,501.97   2,621.84   (119.87 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 EUR/USD   119,300.80   111,725.20   111,725.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   (5,564.00 ) 4,979.78   4,979.78   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   (3,136.50 ) 2,807.17   2,807.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   (5,107.69 ) 4,571.38   4,571.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   (1,606.50 ) 1,437.82   1,437.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 JPY/EUR   (435,900.00 ) 402,129.34   402,129.34   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 JPY/EUR   (435,900.00 ) 402,129.34   402,129.34   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/EUR   (6,693.00 ) 6,057.17   6,057.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/EUR   (4,074.00 ) 3,686.97   3,686.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/EUR   (615,000.00 ) 573,795.00   573,795.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 EUR/USD   615,000.00   574,877.40   589,509.60   14,632.20  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/EUR   (61.20 ) 55.69   57.80   (2.11 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/EUR   (12.52 ) 11.39   11.83   (0.44 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   (3,142.80 ) 2,859.95   2,859.95   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   (261.90 ) 238.33   238.33   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   (754.16 ) 686.29   686.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   (2,765.27 ) 2,516.40   2,516.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   (478.84 ) 451.07   451.07   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   (1,683.00 ) 1,531.53   1,531.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   (402.74 ) 366.49   366.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   (62.86 ) 57.20   57.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   (4,035.20 ) 3,672.03   3,672.03   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/09/2000 USD/EUR   (1,500,000.00 ) 1,434,600.00   1,434,600.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/15/2000 USD/EUR   (4,559.00 ) 4,217.08   4,377.76   (160.68 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/16/2000 USD/EUR   (1,396.80 ) 1,312.99   1,334.51   (21.52 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/16/2000 USD/EUR   (198.00 ) 189.39   190.13   (0.74 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/EUR   (592,022.78 ) 568,341.87   568,341.87   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 USD/EUR   (3,155,000.00 ) 3,013,025.00   3,013,025.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 EUR/USD   3,155,000.00   3,019,492.75   2,941,889.52   (77,603.23 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 USD/EUR   (3,155,000.00 ) 3,019,492.75   2,943,783.53   75,709.22  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 EUR/USD   3,155,000.00   3,019,492.75   2,969,635.36   (49,857.39 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 USD/EUR   (3,155,000.00 ) 3,019,492.75   2,969,635.36   49,857.39  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 EUR/USD   3,155,000.00   3,019,492.75   2,972,797.26   (46,695.49 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/EUR   (16,830.00 ) 15,315.30   15,875.71   (560.41 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/EUR   (18,744.80 ) 17,057.77   17,681.94   (624.17 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/EUR   (11,528.13 ) 10,490.60   10,874.47   (383.87 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/29/2000 USD/EUR   (615,000.00 ) 580,560.00   580,560.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/29/2000 EUR/USD   615,000.00   581,261.10   568,412.88   (12,848.22 )
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (2,047.95 ) 1,884.11   1,884.11   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (4,365.00 ) 4,015.80   4,015.80   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (831.10 ) 764.61   764.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (387.61 ) 356.60   356.60   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (2,447.89 ) 2,252.06   2,252.06   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (53,363.06 ) 50,868.34   50,868.34   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (8,083.80 ) 7,699.82   7,699.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   (8,120.00 ) 7,726.18   7,726.18   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 EUR/USD   5,564.00   4,979.78   4,979.78   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 USD/EUR   (5,554.63 ) 4,971.39   4,971.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/11/2000 USD/EUR   (1,312.00 ) 1,220.16   1,220.16   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/EUR   (264.71 ) 239.56   245.00   (5.44 )
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/EUR   (3,441.23 ) 3,114.31   3,185.03   (70.72 )
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/EUR   (21,115.01 ) 19,109.08   19,542.97   (433.89 )
Broker name unavailable   FX DEAL TRANSACTED ON 08/01/2000 USD/EUR   (3,717.95 ) 3,429.81   3,429.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/15/2000 EUR/GBP   2,322.47   2,120.88   2,120.88   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/16/2000 USD/EUR   (2,991.15 ) 2,662.12   2,662.12   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/17/2000 USD/EUR   (5,857.20 ) 5,338.84   5,293.45   45.39  
Broker name unavailable   FX DEAL TRANSACTED ON 08/21/2000 EUR/USD   10.00   10.00   10.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/23/2000 USD/EUR   (2,039,000.00 ) 1,821,438.70   1,827,650.50   (6,211.80 )
Broker name unavailable   FX DEAL TRANSACTED ON 08/25/2000 USD/EUR   (50,491.67 ) 45,630.84   45,109.24   521.60  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 USD/EUR   (6,952.41 ) 6,006.88   6,006.88   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 EUR/USD   5,348.68   4,688.12   4,688.12   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

4


Broker name unavailable   FX DEAL TRANSACTED ON 09/11/2000 USD/EUR   (13,562.40 ) 11,392.42   11,682.66   (290.24 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/13/2000 USD/EUR   (3,000,000.00 ) 2,715,540.00   2,715,540.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/22/2000 USD/EUR   (1,335.37 ) 1,175.13   1,175.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/26/2000 USD/EUR   (4,562.48 ) 3,878.11   3,878.11   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/27/2000 SEK/EUR   (16.74 ) 14.68   14.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/27/2000 USD/EUR   (1,840.00 ) 1,582.40   1,582.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/27/2000 USD/EUR   (1,232.00 ) 1,059.52   1,059.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/EUR   (1,680.00 ) 1,478.40   1,478.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 EUR/CHF   5,760.00   5,078.29   5,078.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/03/2000 USD/EUR   (2,140.20 ) 1,819.17   1,819.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/03/2000 USD/EUR   (5,760.00 ) 4,896.00   4,896.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/11/2000 USD/EUR   (1,312.00 ) 1,128.32   1,128.32   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/13/2000 EUR/SEK   50,084.87   43,045.62   42,502.07   (543.55 )
Broker name unavailable   FX DEAL TRANSACTED ON 11/03/2000 EUR/GBP   53,987.04   46,623.35   46,493.66   (129.69 )
Broker name unavailable   FX DEAL TRANSACTED ON 11/03/2000 GBP/EUR   (53,987.04 ) 46,465.19   46,465.19   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/03/2000 USD/EUR   (9,186.20 ) 7,881.76   7,906.53   (24.77 )
Broker name unavailable   FX DEAL TRANSACTED ON 11/13/2000 USD/EUR   (798.11 ) 686.38   686.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/21/1999 EUR/USD   1,614.53   1,690.74   1,690.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/21/1999 USD/EUR   (1,614.53 ) 1,690.74   1,690.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/EUR   (746,204.70 ) 752,398.20   752,398.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/EUR   (100.00 ) 100.00   100.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/22/2000 HKD/USD   550,244.32   70,675.53   70,675.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/HKD   (48,300.00 ) 6,192.31   6,192.31   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 HKD/USD   386,850.00   49,646.44   49,646.44   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/HKD   (90,900.00 ) 11,653.85   11,653.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/HKD   (163,207.67 ) 20,934.26   20,933.72   0.54  
Broker name unavailable   FX DEAL TRANSACTED ON 07/19/2000 USD/HKD   (3,456.00 ) 443.08   443.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/31/2000 USD/HKD   (307,078.05 ) 39,375.54   39,375.54   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/16/2000 USD/HKD   (14,250.00 ) 1,824.58   1,824.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/21/2000 USD/HKD   (329,688.00 ) 42,362.40   42,362.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/25/2000 USD/HKD   (416,286.72 ) 53,370.78   53,370.43   0.35  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/HKD   (10,220.00 ) 1,308.58   1,308.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/04/2000 USD/HKD   (8,280.00 ) 1,060.18   1,062.11   (1.93 )
Broker name unavailable   FX DEAL TRANSACTED ON 10/18/2000 HKD/USD   173,615.33   22,264.94   22,264.94   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/18/2000 USD/HKD   (23,562.00 ) 3,016.90   3,016.90   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 HKD/USD   171,613.14   22,008.74   22,005.21   (3.53 )
Broker name unavailable   FX DEAL TRANSACTED ON 10/23/2000 USD/HKD   (10,260.00 ) 1,313.70   1,313.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/23/1999 USD/HKD   (77,972.00 ) 10,022.11   10,033.07   (10.96 )
Broker name unavailable   FX DEAL TRANSACTED ON 12/29/1999 USD/HKD   (650,750.00 ) 83,741.91   83,741.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/24/2000 JPY/USD   50,000,000.00   450,998.97   466,744.46   15,745.49  
Broker name unavailable   FX DEAL TRANSACTED ON 03/02/2000 JPY/USD   75,000,000.00   695,216.91   701,360.64   6,143.73  
Broker name unavailable   FX DEAL TRANSACTED ON 03/03/2000 USD/JPY   (75,000,000.00 ) 695,216.91   695,216.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 USD/JPY   (50,000,000.00 ) 475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 JPY/USD   50,000,000.00   475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 JPY/USD   50,000,000.00   475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 JPY/USD   50,000,000.00   475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/JPY   (96,900.00 ) 905.61   905.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/17/2000 JPY/USD   40,511,080.00   406,411.32   406,411.32   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/17/2000 JPY/EUR   40,511,080.00   388,920.47   384,246.23   (4,674.24 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/19/2000 JPY/EUR   40,511,080.00   387,387.81   387,387.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/24/2000 USD/JPY   (40,511,080.00 ) 406,411.32   406,411.32   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/02/2000 USD/JPY   (68,850.00 ) 625.91   632.55   (6.64 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/18/2000 USD/JPY   (299,200.00 ) 2,695.50   2,805.04   (109.54 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/25/2000 USD/JPY   (3,987,945.00 ) 37,114.43   37,540.67   (426.24 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 JPY/EUR   42,718,200.00   402,129.34   402,129.34   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 JPY/EUR   42,718,200.00   402,129.34   402,129.34   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/JPY   (17,398,762.00 ) 163,108.30   163,108.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/JPY   (215,000,000.00 ) 2,012,920.14   2,012,920.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/20/2000 USD/JPY   (3,268,806.00 ) 31,031.00   31,344.93   (313.93 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/26/2000 JPY/USD   6,776,407.00   64,158.37   64,567.96   409.59  
Broker name unavailable   FX DEAL TRANSACTED ON 06/29/2000 USD/JPY   (31,025.00 ) 289.95   292.99   (3.04 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   (89,250.00 ) 826.39   834.54   (8.15 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   (122,400.00 ) 1,133.33   1,144.51   (11.18 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   (19,019.00 ) 176.10   177.84   (1.74 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   (89,250.00 ) 826.39   834.54   (8.15 )

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

5


Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (297,500.00 ) 2,729.36   2,729.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (204,000.00 ) 1,871.56   1,871.56   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (80,750.00 ) 740.83   740.83   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (97,750.00 ) 896.79   896.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (191,250.00 ) 1,754.59   1,754.59   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (68,000.00 ) 623.85   623.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (10,200.00 ) 93.58   93.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (153,000.00 ) 1,403.67   1,403.67   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (17,000.00 ) 155.96   155.96   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (263,500.00 ) 2,417.43   2,417.43   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (113,900.00 ) 1,044.95   1,044.95   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (97,750.00 ) 896.79   896.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (26,775.00 ) 245.64   245.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (84,150.00 ) 772.02   772.02   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (104,125.00 ) 955.28   955.28   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (21,675.00 ) 198.85   198.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (61,200.00 ) 561.47   561.47   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (85,000.00 ) 779.82   779.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (10,200.00 ) 93.58   93.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (43,138.00 ) 395.76   395.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (24,650.00 ) 226.15   226.15   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (87,125.00 ) 799.31   799.31   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (59,500.00 ) 545.87   545.87   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (160,650.00 ) 1,473.85   1,473.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (79,050.00 ) 725.23   725.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (59,500.00 ) 545.87   545.87   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (104,125.00 ) 955.28   955.28   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (20,400.00 ) 187.16   187.16   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (29,877.00 ) 274.10   274.10   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (17,000.00 ) 155.96   155.96   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (28,900.00 ) 265.14   265.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (114,750.00 ) 1,052.75   1,052.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   (70,125.00 ) 643.35   643.35   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 USD/JPY   (16,779,144.00 ) 156,622.68   155,391.22   1,231.46  
Broker name unavailable   FX DEAL TRANSACTED ON 07/13/2000 JPY/USD   3,531,138.00   32,608.16   32,645.85   37.69  
Broker name unavailable   FX DEAL TRANSACTED ON 09/12/2000 JPY/USD   250,000,000.00   2,337,540.91   2,332,633.54   (4,907.37 )
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 USD/JPY   (2,517,528.00 ) 22,675.53   22,675.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/18/2000 JPY/USD   2,517,528.00   22,675.53   22,675.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/JPY   (8,415.00 ) 76.50   76.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/JPY   (190,485.00 ) 1,731.68   1,731.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/06/2000 JPY/USD   2,866,836.00   26,697.80   26,667.00   (30.80 )
Broker name unavailable   FX DEAL TRANSACTED ON 11/28/2000 USD/JPY   (38,250.00 ) 338.50   338.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/10/1999 USD/JPY   (97,750.00 ) 930.95   943.53   (12.58 )
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (22,950.00 ) 218.57   218.57   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (156,187.00 ) 1,487.50   1,487.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (204,000.00 ) 1,942.86   1,942.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (132,600.00 ) 1,262.86   1,262.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (32,300.00 ) 307.62   307.62   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (50,575.00 ) 481.67   481.67   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (158,100.00 ) 1,505.71   1,505.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (121,380.00 ) 1,156.00   1,156.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (102,000.00 ) 971.43   971.43   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (21,250.00 ) 202.38   202.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (89,250.00 ) 850.00   850.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   (56,100.00 ) 534.29   534.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/14/1999 USD/JPY   (63,750.00 ) 607.14   607.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/16/1999 USD/JPY   (3,315.00 ) 31.57   32.25   (0.68 )
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/JPY   (70,201,913.00 ) 690,963.71   690,963.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/13/2000 USD/MYR   (238,662.17 ) 62,772.80   62,772.80   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/17/1999 USD/MYR   (78,404.68 ) 20,619.25   20,619.25   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/15/2000 USD/NZD   (8,912.48 ) 4,361.77   4,361.77   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 USD/NZD   (4,036.76 ) 1,967.11   2,029.48   (62.37 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/14/2000 USD/NZD   (652.97 ) 324.85   323.15   1.70  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 USD/NZD   (5,402.18 ) 2,630.86   2,630.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/28/2000 USD/NZD   (211,457.00 ) 102,704.66   103,635.07   (930.41 )

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

6


Broker name unavailable   FX DEAL TRANSACTED ON 05/05/2000 NZD/USD   211,457.00   102,704.66   102,704.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 NZD/USD   950.03   455.54   449.08   (6.46 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/28/2000 NZD/USD   26,026.38   12,172.54   12,172.54   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/28/2000 NOK/USD   444,572.27   53,114.97   53,114.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 USD/NOK   (47,600.00 ) 5,118.28   5,226.17   (107.89 )
Broker name unavailable   FX DEAL TRANSACTED ON 08/28/2000 NOK/USD   77,537.77   8,669.25   8,669.25   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/31/2000 USD/SGD   (5,727.60 ) 3,330.00   3,330.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/10/2000 SGD/USD   421,246.73   245,481.78   245,481.78   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/11/2000 SGD/USD   412,464.73   240,364.06   240,364.06   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 USD/SGD   (25,011.88 ) 14,499.64   14,499.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/04/2000 USD/SGD   (2,682.00 ) 1,550.29   1,556.59   (6.30 )
Broker name unavailable   FX DEAL TRANSACTED ON 08/29/2000 USD/SGD   (43,350.83 ) 25,179.00   24,694.29   484.71  
Broker name unavailable   FX DEAL TRANSACTED ON 09/05/2000 USD/SGD   (86,701.66 ) 86,701.66   86,701.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/04/2000 SGD/USD   86,701.66   86,701.66   86,701.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/13/2000 USD/SGD   (45,702.17 ) 26,119.08   26,033.71   85.37  
Broker name unavailable   FX DEAL TRANSACTED ON 02/08/2000 USD/ZAR   (18,127.82 ) 2,788.90   2,788.90   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/ZAR   (12,118.00 ) 1,756.23   1,787.45   (31.22 )
Broker name unavailable   FX DEAL TRANSACTED ON 08/10/2000 USD/ZAR   (130.96 ) 18.45   18.45   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/28/2000 USD/KRW   (61,192,442.00 ) 54,381.20   54,381.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/28/2000 KRW/USD   61,192,442.00   54,381.20   54,381.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/KRW   (35,010,940.00 ) 30,873.84   30,873.84   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/17/2000 USD/SEK   (798,349.68 ) 92,842.15   92,842.15   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 SEK/USD   37,487.00   4,335.01   4,386.50   51.49  
Broker name unavailable   FX DEAL TRANSACTED ON 03/27/2000 SEK/USD   76,094.00   8,888.45   8,888.45   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/11/2000 USD/SEK   (8,500.00 ) 971.43   971.43   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/18/2000 USD/SEK   (100,931.70 ) 11,404.71   11,413.42   (8.71 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/SEK   (96,900.00 ) 10,826.82   10,823.19   3.63  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 SEK/DKK   67,500.73   7,480.13   7,480.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/27/2000 SEK/EUR   141.78   14.68   14.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/13/2000 EUR/SEK   (428,100.44 ) 43,045.62   42,762.15   283.47  
Broker name unavailable   FX DEAL TRANSACTED ON 10/24/2000 USD/SEK   (61,047.00 ) 5,973.29   6,051.57   (78.28 )
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 CHF/USD   93,446.62   57,399.64   56,514.44   (885.20 )
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 USD/CHF   (93,446.62 ) 57,399.64   56,849.65   549.99  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 USD/CHF   (7,515.30 ) 4,446.92   4,568.57   (121.65 )
Broker name unavailable   FX DEAL TRANSACTED ON 04/18/2000 USD/CHF   (8,881.60 ) 5,302.45   5,235.71   66.74  
Broker name unavailable   FX DEAL TRANSACTED ON 05/18/2000 USD/CHF   (7,865.00 ) 4,443.50   4,572.94   (129.44 )
Broker name unavailable   FX DEAL TRANSACTED ON 05/25/2000 CHF/USD   40,220.30   23,478.08   23,830.72   352.64  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/CHF   (6,232.85 ) 3,623.75   3,738.29   (114.54 )
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/CHF   (20,504.25 ) 11,990.79   11,990.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/08/2000 USD/CHF   (2,063.75 ) 1,221.15   1,267.97   (46.82 )
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/CHF   (3,575.00 ) 2,166.67   2,200.68   (34.01 )
Broker name unavailable   FX DEAL TRANSACTED ON 08/23/2000 USD/CHF   (462,156.00 ) 266,372.33   268,017.51   (1,645.18 )
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 EUR/CHF   (5,760.00 ) 5,078.29   5,078.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/04/2000 USD/CAD   891.03   891.03   891.03   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/04/2000 USD/EUR   1,955.70   1,955.70   1,955.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/06/2000 USD/EUR   53,160.27   53,160.27   53,160.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/06/2000 EUR/USD   (53,160.27 ) 53,160.27   53,160.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/12/2000 USD/GBP   10,625.97   10,625.97   10,625.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/12/2000 USD/EUR   29,352.60   29,352.60   29,352.60   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/12/2000 EUR/USD   (29,632.05 ) 29,632.05   29,632.05   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/13/2000 USD/MYR   62,772.80   62,772.80   62,772.80   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/14/2000 USD/EUR   1,021,400.00   1,021,400.00   1,021,400.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/18/2000 USD/EUR   1,527,000.00   1,527,000.00   1,527,000.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/18/2000 USD/EUR   117.97   117.97   117.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/18/2000 USD/AUD   366,080.00   366,080.00   366,080.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/19/2000 EUR/USD   (1,021,400.00 ) 1,021,400.00   1,021,400.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/19/2000 EUR/USD   (1,527,000.00 ) 1,527,000.00   1,527,000.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/25/2000 USD/EUR   24,529.70   24,529.70   24,529.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/25/2000 EUR/USD   (24,529.70 ) 24,529.70   24,529.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 USD/EUR   781,087.13   781,087.13   781,087.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 CHF/USD   (57,399.64 ) 57,399.64   57,399.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 EUR/USD   (781,087.13 ) 781,087.13   781,087.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/27/2000 USD/CHF   57,399.64   57,399.64   57,399.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/28/2000 USD/KRW   54,381.20   54,381.20   54,381.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 01/28/2000 KRW/USD   (54,381.20 ) 54,381.20   54,381.20   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

7


Broker name unavailable   FX DEAL TRANSACTED ON 01/31/2000 USD/SGD   3,330.00   3,330.00   3,330.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/01/2000 USD/CAD   1,299.03   1,299.03   1,299.03   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/02/2000 USD/GBP   5,939.45   5,939.45   5,939.45   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/08/2000 USD/ZAR   2,788.90   2,788.90   2,788.90   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/14/2000 USD/GBP   571.20   571.20   571.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/17/2000 USD/SEK   92,842.15   92,842.15   92,842.15   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   1,000,960.00   1,000,960.00   1,000,960.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/22/2000 USD/GBP   321,652.00   321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/24/2000 JPY/USD   (450,998.97 ) 450,998.97   450,998.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 02/28/2000 USD/EUR   10,462.50   10,462.50   10,462.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/02/2000 JPY/USD   (695,216.91 ) 695,216.91   695,216.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/03/2000 GBP/USD   (633,088.00 ) 633,088.00   633,088.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/03/2000 USD/JPY   695,216.91   695,216.91   695,216.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/07/2000 USD/GBP   589.68   589.68   589.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 USD/GBP   633,088.00   633,088.00   633,088.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 USD/AUD   2,795.97   2,795.97   2,795.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 AUD/USD   (2,795.97 ) 2,795.97   2,795.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/08/2000 USD/GBP   4,508.40   4,508.40   4,508.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/15/2000 USD/NZD   4,361.77   4,361.77   4,361.77   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/17/2000 USD/CAD   1,317.57   1,317.57   1,317.57   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/20/2000 USD/AUD   471.71   471.71   471.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/21/2000 USD/GBP   321,652.00   321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/21/2000 USD/CAD   300.00   300.00   300.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/22/2000 GBP/USD   (321,652.00 ) 321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/22/2000 HKD/USD   (70,675.53 ) 70,675.53   70,675.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 SEK/USD   (4,335.01 ) 4,335.01   4,335.01   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 USD/CHF   4,446.92   4,446.92   4,446.92   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 USD/JPY   475,723.81   475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 JPY/USD   (475,723.81 ) 475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 JPY/USD   (475,723.81 ) 475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/24/2000 USD/NZD   1,967.11   1,967.11   1,967.11   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/27/2000 SEK/USD   (8,888.45 ) 8,888.45   8,888.45   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/27/2000 EUR/USD   (2,230.92 ) 2,230.92   2,230.92   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/28/2000 NOK/USD   (53,114.97 ) 53,114.97   53,114.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 USD/AUD   366,080.00   366,080.00   366,080.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 JPY/USD   (475,723.81 ) 475,723.81   475,723.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 EUR/USD   (1,000,960.00 ) 1,000,960.00   1,000,960.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/30/2000 GBP/USD   (321,652.00 ) 321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 03/31/2000 GBP/USD   (321,652.00 ) 321,652.00   321,652.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 EUR/USD   (1,000,960.00 ) 1,000,960.00   1,000,960.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   29.25   29.25   29.25   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/AUD   2,327.59   2,327.59   2,327.59   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   668.28   668.28   668.28   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/JPY   905.61   905.61   905.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   185.27   185.27   185.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   2,964.38   2,964.38   2,964.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   18,774.38   18,774.38   18,774.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   2,714.38   2,714.38   2,714.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/CAD   5,415.00   5,415.00   5,415.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 EUR/USD   (588,684.15 ) 588,684.15   588,684.15   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/03/2000 USD/EUR   587,325.00   587,325.00   587,325.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/04/2000 USD/EUR   432.55   432.55   432.55   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/04/2000 USD/EUR   1,513.94   1,513.94   1,513.94   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/04/2000 USD/EUR   1,970.33   1,970.33   1,970.33   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/05/2000 USD/EUR   9,524.08   9,524.08   9,524.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/06/2000 USD/CAD   2,688.71   2,688.71   2,688.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/06/2000 USD/CAD   5,202.08   5,202.08   5,202.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/06/2000 EUR/USD   (8,684.16 ) 8,684.16   8,684.16   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/10/2000 SGD/USD   (245,481.78 ) 245,481.78   245,481.78   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/10/2000 USD/EUR   2,584.00   2,584.00   2,584.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/10/2000 USD/EUR   1,263.74   1,263.74   1,263.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/11/2000 SGD/USD   (240,364.06 ) 240,364.06   240,364.06   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/11/2000 USD/SEK   971.43   971.43   971.43   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/11/2000 USD/GBP   151,415.41   151,415.41   151,415.41   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/12/2000 USD/CAD   7,645.04   7,645.04   7,645.04   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

8


Broker name unavailable   FX DEAL TRANSACTED ON 04/12/2000 USD/CAD   7,710.23   7,710.23   7,710.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/14/2000 USD/EUR   12,683.73   12,683.73   12,683.73   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/14/2000 USD/NZD   324.85   324.85   324.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/17/2000 JPY/USD   (406,411.32 ) 406,411.32   406,411.32   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/18/2000 USD/CHF   5,302.45   5,302.45   5,302.45   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/18/2000 USD/GBP   8,307.47   8,307.47   8,307.47   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/18/2000 USD/SEK   11,404.71   11,404.71   11,404.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/24/2000 USD/JPY   406,411.32   406,411.32   406,411.32   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/24/2000 USD/EUR   67.06   67.06   67.06   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/24/2000 USD/EUR   589.23   589.23   589.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/ZAR   1,756.23   1,756.23   1,756.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/SEK   10,826.82   10,826.82   10,826.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/GBP   7,172.76   7,172.76   7,172.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 USD/EUR   2,923,107.50   2,923,107.50   2,923,107.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/25/2000 EUR/USD   (2,927,918.88 ) 2,927,918.88   2,927,918.88   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 USD/EUR   1,149.44   1,149.44   1,149.44   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 USD/SGD   14,499.64   14,499.64   14,499.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 AUD/USD   (78.82 ) 78.82   78.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 AUD/USD   (24.92 ) 24.92   24.92   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/26/2000 USD/NZD   2,630.86   2,630.86   2,630.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/27/2000 USD/CAD   2,270.27   2,270.27   2,270.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 04/28/2000 USD/NZD   102,704.66   102,704.66   102,704.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/02/2000 USD/JPY   625.91   625.91   625.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/02/2000 USD/CAD   942.76   942.76   942.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/04/2000 USD/CAD   113,765.39   113,765.39   113,765.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/04/2000 USD/SGD   1,550.29   1,550.29   1,550.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/05/2000 CAD/USD   (166,588.61 ) 166,588.61   166,588.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/05/2000 NZD/USD   (102,704.66 ) 102,704.66   102,704.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/08/2000 EUR/USD   (1,000,960.00 ) 1,000,960.00   1,000,960.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/08/2000 USD/EUR   549,810.00   549,810.00   549,810.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/08/2000 EUR/USD   (550,658.70 ) 550,658.70   550,658.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/AUD   4,247.72   4,247.72   4,247.72   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/EUR   2,631.20   2,631.20   2,631.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/EUR   2,219.36   2,219.36   2,219.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/09/2000 USD/EUR   15.20   15.20   15.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 USD/EUR   283.70   283.70   283.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 USD/EUR   901.49   901.49   901.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/10/2000 USD/EUR   740.75   740.75   740.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 USD/EUR   597.52   597.52   597.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 USD/EUR   3,072.96   3,072.96   3,072.96   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 USD/GBP   8,881.76   8,881.76   8,881.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/12/2000 NZD/USD   (455.54 ) 455.54   455.54   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/16/2000 USD/EUR   409.08   409.08   409.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/18/2000 USD/CHF   4,443.50   4,443.50   4,443.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/18/2000 USD/EUR   3,465.00   3,465.00   3,465.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/18/2000 USD/JPY   2,695.50   2,695.50   2,695.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 GBP/USD   (60,866.04 ) 60,866.04   60,866.04   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 USD/GBP   85,006.36   85,006.36   85,006.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 USD/GBP   60,866.04   60,866.04   60,866.04   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 GBP/USD   (44,257.06 ) 44,257.06   44,257.06   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/19/2000 USD/NOK   5,118.28   5,118.28   5,118.28   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/22/2000 USD/GBP   6,377.14   6,377.14   6,377.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/23/2000 USD/GBP   5,921.01   5,921.01   5,921.01   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/25/2000 USD/JPY   37,114.43   37,114.43   37,114.43   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/25/2000 CHF/USD   (23,478.08 ) 23,478.08   23,478.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 EUR/USD   (283.70 ) 283.70   283.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 EUR/USD   (901.49 ) 901.49   901.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 USD/EUR   4,759.19   4,759.19   4,759.19   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/26/2000 USD/EUR   2,501.97   2,501.97   2,501.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/BRL   118.62   118.62   118.62   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/BRL   170.61   170.61   170.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 EUR/USD   (111,725.20 ) 111,725.20   111,725.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/KRW   30,873.84   30,873.84   30,873.84   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/HKD   6,192.31   6,192.31   6,192.31   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/GBP   13,248.00   13,248.00   13,248.00   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

9


Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   4,979.78   4,979.78   4,979.78   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   2,807.17   2,807.17   2,807.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   4,571.38   4,571.38   4,571.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/30/2000 USD/EUR   1,437.82   1,437.82   1,437.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/EUR   6,057.17   6,057.17   6,057.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/EUR   3,686.97   3,686.97   3,686.97   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/CAD   6,754.18   6,754.18   6,754.18   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 USD/EUR   573,795.00   573,795.00   573,795.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 05/31/2000 EUR/USD   (574,877.40 ) 574,877.40   574,877.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/CAD   1,547.73   1,547.73   1,547.73   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/CHF   3,623.75   3,623.75   3,623.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/EUR   55.69   55.69   55.69   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/EUR   11.39   11.39   11.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/01/2000 USD/AUD   21,662.72   21,662.72   21,662.72   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/GBP   3,618.41   3,618.41   3,618.41   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/GBP   2.21   2.21   2.21   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/GBP   10,561.29   10,561.29   10,561.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/02/2000 USD/CAD   8,355.17   8,355.17   8,355.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   2,859.95   2,859.95   2,859.95   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   238.33   238.33   238.33   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   686.29   686.29   686.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   2,516.40   2,516.40   2,516.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/05/2000 USD/EUR   451.07   451.07   451.07   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   1,531.53   1,531.53   1,531.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   366.49   366.49   366.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   57.20   57.20   57.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/EUR   3,672.03   3,672.03   3,672.03   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/06/2000 USD/CHF   11,990.79   11,990.79   11,990.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/07/2000 USD/CAD   42,051.30   42,051.30   42,051.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/08/2000 USD/CHF   1,221.15   1,221.15   1,221.15   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/09/2000 USD/EUR   1,434,600.00   1,434,600.00   1,434,600.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/09/2000 USD/CAD   805.37   805.37   805.37   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/12/2000 USD/GBP   3,216.79   3,216.79   3,216.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/15/2000 USD/EUR   4,217.08   4,217.08   4,217.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/16/2000 USD/EUR   1,312.99   1,312.99   1,312.99   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/16/2000 USD/EUR   189.39   189.39   189.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/AUD   3,222.85   3,222.85   3,222.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/EUR   568,341.87   568,341.87   568,341.87   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 GBP/USD   (246,503.44 ) 246,503.44   246,503.44   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 HKD/USD   (49,646.44 ) 49,646.44   49,646.44   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/JPY   163,108.30   163,108.30   163,108.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/19/2000 USD/JPY   2,012,920.14   2,012,920.14   2,012,920.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/20/2000 USD/CAD   300.00   300.00   300.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/20/2000 USD/JPY   31,031.00   31,031.00   31,031.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 USD/EUR   3,013,025.00   3,013,025.00   3,013,025.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 EUR/USD   (3,019,492.75 ) 3,019,492.75   3,019,492.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 USD/EUR   3,019,492.75   3,019,492.75   3,019,492.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 EUR/USD   (3,019,492.75 ) 3,019,492.75   3,019,492.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 USD/EUR   3,019,492.75   3,019,492.75   3,019,492.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/21/2000 EUR/USD   (3,019,492.75 ) 3,019,492.75   3,019,492.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/EUR   15,315.30   15,315.30   15,315.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/EUR   17,057.77   17,057.77   17,057.77   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/EUR   10,490.60   10,490.60   10,490.60   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/23/2000 USD/AUD   26,854.96   26,854.96   26,854.96   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/26/2000 JPY/USD   (64,158.37 ) 64,158.37   64,158.37   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/28/2000 NZD/USD   (12,172.54 ) 12,172.54   12,172.54   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/29/2000 USD/JPY   289.95   289.95   289.95   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/29/2000 USD/EUR   580,560.00   580,560.00   580,560.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/29/2000 EUR/USD   (581,261.10 ) 581,261.10   581,261.10   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   826.39   826.39   826.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   1,133.33   1,133.33   1,133.33   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   176.10   176.10   176.10   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 06/30/2000 USD/JPY   826.39   826.39   826.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/HKD   11,653.85   11,653.85   11,653.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   2,729.36   2,729.36   2,729.36   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

10


Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   1,871.56   1,871.56   1,871.56   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   740.83   740.83   740.83   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   896.79   896.79   896.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   1,754.59   1,754.59   1,754.59   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   623.85   623.85   623.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   93.58   93.58   93.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   1,403.67   1,403.67   1,403.67   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   155.96   155.96   155.96   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   2,417.43   2,417.43   2,417.43   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   1,044.95   1,044.95   1,044.95   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   896.79   896.79   896.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   245.64   245.64   245.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   772.02   772.02   772.02   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   955.28   955.28   955.28   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   198.85   198.85   198.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   561.47   561.47   561.47   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   779.82   779.82   779.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   93.58   93.58   93.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   395.76   395.76   395.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   226.15   226.15   226.15   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   799.31   799.31   799.31   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   545.87   545.87   545.87   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   1,473.85   1,473.85   1,473.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   725.23   725.23   725.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   545.87   545.87   545.87   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   955.28   955.28   955.28   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   187.16   187.16   187.16   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   274.10   274.10   274.10   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   155.96   155.96   155.96   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   265.14   265.14   265.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   1,052.75   1,052.75   1,052.75   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/03/2000 USD/JPY   643.35   643.35   643.35   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/BRL   23.30   23.30   23.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   1,884.11   1,884.11   1,884.11   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   4,015.80   4,015.80   4,015.80   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   764.61   764.61   764.61   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   356.60   356.60   356.60   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   2,252.06   2,252.06   2,252.06   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   50,868.34   50,868.34   50,868.34   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   7,699.82   7,699.82   7,699.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/05/2000 USD/EUR   7,726.18   7,726.18   7,726.18   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/AUD   9,584.84   9,584.84   9,584.84   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/CHF   2,166.67   2,166.67   2,166.67   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/GBP   90,998.52   90,998.52   90,998.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/06/2000 USD/HKD   20,934.26   20,934.26   20,934.26   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 USD/CAD   778.52   778.52   778.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 EUR/USD   (4,979.78 ) 4,979.78   4,979.78   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 USD/EUR   4,971.39   4,971.39   4,971.39   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/10/2000 USD/JPY   156,622.68   156,622.68   156,622.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/11/2000 USD/EUR   1,220.16   1,220.16   1,220.16   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/13/2000 JPY/USD   (32,608.16 ) 32,608.16   32,608.16   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/18/2000 USD/GBP   27,704.58   27,704.58   27,704.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/19/2000 USD/HKD   443.08   443.08   443.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/CAD   2,270.27   2,270.27   2,270.27   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/EUR   239.56   239.56   239.56   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/EUR   3,114.31   3,114.31   3,114.31   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/28/2000 USD/EUR   19,109.08   19,109.08   19,109.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 07/31/2000 USD/HKD   39,375.54   39,375.54   39,375.54   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/01/2000 USD/CAD   1,548.13   1,548.13   1,548.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/01/2000 USD/CAD   1,166.67   1,166.67   1,166.67   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/01/2000 USD/EUR   3,429.81   3,429.81   3,429.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/02/2000 USD/GBP   3,607.50   3,607.50   3,607.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/03/2000 USD/GBP   7,138.04   7,138.04   7,138.04   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/10/2000 USD/ZAR   18.45   18.45   18.45   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/11/2000 GBP/USD   (81,675.17 ) 81,675.17   81,675.17   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

11


Broker name unavailable   FX DEAL TRANSACTED ON 08/14/2000 USD/GBP   1.54   1.54   1.54   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/16/2000 USD/EUR   2,662.12   2,662.12   2,662.12   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/16/2000 USD/HKD   1,824.58   1,824.58   1,824.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/17/2000 USD/GBP   410.40   410.40   410.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/17/2000 USD/EUR   5,338.84   5,338.84   5,338.84   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/21/2000 USD/HKD   42,362.40   42,362.40   42,362.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/21/2000 EUR/USD   (10.00 ) 10.00   10.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/23/2000 USD/CHF   266,372.33   266,372.33   266,372.33   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/23/2000 USD/EUR   1,821,438.70   1,821,438.70   1,821,438.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/25/2000 USD/EUR   45,630.84   45,630.84   45,630.84   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/25/2000 USD/HKD   53,370.78   53,370.78   53,370.78   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/28/2000 NOK/USD   (8,669.25 ) 8,669.25   8,669.25   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 08/29/2000 USD/SGD   25,179.00   25,179.00   25,179.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/01/2000 USD/CAD   810.81   810.81   810.81   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/05/2000 CAD/USD   (9,905.29 ) 9,905.29   9,905.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/05/2000 USD/SGD   86,701.66   86,701.66   86,701.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 USD/GBP   2,147.30   2,147.30   2,147.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 CAD/USD   (9,725.14 ) 9,725.14   9,725.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 USD/EUR   6,006.88   6,006.88   6,006.88   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/07/2000 EUR/USD   (4,688.12 ) 4,688.12   4,688.12   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/11/2000 USD/EUR   11,392.42   11,392.42   11,392.42   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/11/2000 USD/GBP   8,144.01   8,144.01   8,144.01   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/12/2000 JPY/USD   (2,337,540.91 ) 2,337,540.91   2,337,540.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/13/2000 USD/GBP   12,718.73   12,718.73   12,718.73   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/13/2000 USD/EUR   2,715,540.00   2,715,540.00   2,715,540.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/14/2000 CAD/USD   (9,194.23 ) 9,194.23   9,194.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/14/2000 CAD/USD   (9,194.23 ) 9,194.23   9,194.23   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 CAD/USD   (7,112.10 ) 7,112.10   7,112.10   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 CAD/USD   (4,741.40 ) 4,741.40   4,741.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 USD/JPY   22,675.53   22,675.53   22,675.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/15/2000 USD/AUD   3,800.74   3,800.74   3,800.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/18/2000 CAD/USD   (4,698.89 ) 4,698.89   4,698.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/18/2000 CAD/USD   (4,698.89 ) 4,698.89   4,698.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/18/2000 JPY/USD   (22,675.53 ) 22,675.53   22,675.53   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/19/2000 CAD/USD   (2,270.30 ) 2,270.30   2,270.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/19/2000 CAD/USD   (2,270.30 ) 2,270.30   2,270.30   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/21/2000 USD/CAD   439.50   439.50   439.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/21/2000 USD/GBP   1,267.68   1,267.68   1,267.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/22/2000 USD/EUR   1,175.13   1,175.13   1,175.13   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/26/2000 USD/EUR   3,878.11   3,878.11   3,878.11   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/27/2000 USD/EUR   1,582.40   1,582.40   1,582.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/27/2000 USD/EUR   1,059.52   1,059.52   1,059.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/28/2000 USD/GBP   6,360.86   6,360.86   6,360.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/28/2000 AUD/USD   (10.00 ) 10.00   10.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/29/2000 USD/CAD   41.63   41.63   41.63   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 09/29/2000 USD/CAD   84.38   84.38   84.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/EUR   1,478.40   1,478.40   1,478.40   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/GBP   2,332.89   2,332.89   2,332.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/HKD   1,308.58   1,308.58   1,308.58   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/JPY   76.50   76.50   76.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/02/2000 USD/JPY   1,731.68   1,731.68   1,731.68   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/03/2000 USD/EUR   1,819.17   1,819.17   1,819.17   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/03/2000 USD/EUR   4,896.00   4,896.00   4,896.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/04/2000 USD/HKD   1,060.18   1,060.18   1,060.18   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/04/2000 SGD/USD   (86,701.66 ) 86,701.66   86,701.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/05/2000 USD/GBP   2,594.91   2,594.91   2,594.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/09/2000 AUD/USD   (265,575.00 ) 265,575.00   265,575.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/10/2000 USD/GBP   3,281.85   3,281.85   3,281.85   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/11/2000 USD/AUD   62,541.55   62,541.55   62,541.55   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/11/2000 USD/EUR   1,128.32   1,128.32   1,128.32   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/12/2000 USD/GBP   6,465.02   6,465.02   6,465.02   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/13/2000 USD/AUD   265,575.00   265,575.00   265,575.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/13/2000 USD/SGD   26,119.08   26,119.08   26,119.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 USD/GBP   2,635.49   2,635.49   2,635.49   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 USD/AUD   34,856.38   34,856.38   34,856.38   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

12


Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 CAD/USD   (3,005.64 ) 3,005.64   3,005.64   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/16/2000 CAD/USD   (6,057.14 ) 6,057.14   6,057.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/17/2000 CAD/USD   (204.21 ) 204.21   204.21   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/18/2000 HKD/USD   (22,264.94 ) 22,264.94   22,264.94   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/18/2000 USD/HKD   3,016.90   3,016.90   3,016.90   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 USD/AUD   142.96   142.96   142.96   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 USD/AUD   299.82   299.82   299.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 AUD/USD   (20,800.41 ) 20,800.41   20,800.41   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 HKD/USD   (22,008.74 ) 22,008.74   22,008.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/19/2000 USD/CAD   2,541.89   2,541.89   2,541.89   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/23/2000 USD/CAD   5,059.47   5,059.47   5,059.47   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/23/2000 USD/HKD   1,313.70   1,313.70   1,313.70   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/24/2000 USD/GBP   4,003.86   4,003.86   4,003.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/24/2000 USD/SEK   5,973.29   5,973.29   5,973.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/27/2000 AUD/USD   (2,570.36 ) 2,570.36   2,570.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/27/2000 USD/AUD   1,734.90   1,734.90   1,734.90   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 10/30/2000 USD/CAD   2,545.46   2,545.46   2,545.46   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/01/2000 USD/CAD   1,143.79   1,143.79   1,143.79   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/01/2000 USD/CAD   1,383.86   1,383.86   1,383.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/02/2000 USD/GBP   730.08   730.08   730.08   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/03/2000 USD/EUR   7,881.76   7,881.76   7,881.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/06/2000 JPY/USD   (26,697.80 ) 26,697.80   26,697.80   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/08/2000 USD/CAD   6,987.52   6,987.52   6,987.52   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/13/2000 USD/EUR   686.38   686.38   686.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/20/2000 USD/GBP   2,482.82   2,482.82   2,482.82   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 11/28/2000 USD/JPY   338.50   338.50   338.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/10/1999 USD/JPY   930.95   930.95   930.95   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   218.57   218.57   218.57   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   1,487.50   1,487.50   1,487.50   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   1,942.86   1,942.86   1,942.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   1,262.86   1,262.86   1,262.86   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   307.62   307.62   307.62   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   481.67   481.67   481.67   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   1,505.71   1,505.71   1,505.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   1,156.00   1,156.00   1,156.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   971.43   971.43   971.43   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   202.38   202.38   202.38   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   850.00   850.00   850.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/JPY   534.29   534.29   534.29   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/13/1999 USD/GBP   3,934.66   3,934.66   3,934.66   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/14/1999 USD/JPY   607.14   607.14   607.14   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/16/1999 USD/JPY   31.57   31.57   31.57   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/16/1999 GBP/USD   (80,700.48 ) 80,700.48   80,700.48   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/16/1999 USD/GBP   80,599.76   80,599.76   80,599.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/17/1999 USD/GBP   642,320.00   642,320.00   642,320.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/17/1999 USD/MYR   20,619.25   20,619.25   20,619.25   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/20/1999 USD/CAD   225.00   225.00   225.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/20/1999 USD/GBP   1,697.76   1,697.76   1,697.76   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/21/1999 EUR/USD   (1,690.74 ) 1,690.74   1,690.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/21/1999 USD/EUR   1,690.74   1,690.74   1,690.74   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/23/1999 USD/HKD   10,022.11   10,022.11   10,022.11   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/AUD   76,014.36   76,014.36   76,014.36   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/GBP   464,705.51   464,705.51   464,705.51   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/JPY   690,963.71   690,963.71   690,963.71   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/EUR   752,398.20   752,398.20   752,398.20   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/27/1999 USD/EUR   100.00   100.00   100.00   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/29/1999 USD/HKD   83,741.91   83,741.91   83,741.91   0.00  
Broker name unavailable   FX DEAL TRANSACTED ON 12/31/1999 USD/CAD   21.38   21.38   21.38   0.00  

 

 

TOTAL FX DEALS WITH BROKER NAME UNAVAILABLE

 

 

 

138,952,146.22

 

138,200,760.12

 

(65,089.64

)

STATE STREET BANK

 

FX DEAL TRANSACTED ON 01/18/2000 AUD/USD

 

550,000.00

 

366,080.00

 

333,244.47

 

(32,835.53

)
STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/AUD   (500,000.00 ) 317,090.00   302,949.52   14,140.48  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/10/2000 USD/AUD   (250,000.00 ) 157,500.00   151,474.76   6,025.24  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/10/2000 USD/AUD   (250,000.00 ) 157,500.00   151,474.76   6,025.24  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/AUD   (500,000.00 ) 306,780.00   302,949.52   3,830.48  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

13


STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 AUD/USD   950,000.00   579,177.00   577,504.09   (1,672.91 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/AUD   (950,000.00 ) 578,569.00   575,604.08   2,964.92  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/24/2000 AUD/USD   200,000.00   121,256.00   121,579.81   323.81  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/17/2000 USD/AUD   (500,000.00 ) 301,590.00   303,949.52   (2,359.52 )
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 AUD/USD   500,000.00   294,035.00   303,949.52   9,914.52  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/03/2000 AUD/USD   200,000.00   117,048.00   121,579.81   4,531.81  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 AUD/USD   1,050,000.00   632,885.40   577,656.26   (55,229.14 )
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 USD/AUD   (1,050,000.00 ) 631,890.00   631,890.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/26/2000 USD/AUD   (300,000.00 ) 178,230.00   165,044.64   13,185.36  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/AUD   (100,000.00 ) 58,386.00   55,014.88   3,371.12  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/17/2000 USD/AUD   (300,000.00 ) 176,946.00   165,044.64   11,901.36  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/24/2000 AUD/USD   700,000.00   400,393.00   385,104.17   (15,288.83 )
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/AUD   (1,050,000.00 ) 586,845.00   586,845.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 AUD/USD   1,050,000.00   587,086.50   552,065.28   (35,021.22 )
STATE STREET BANK   FX DEAL TRANSACTED ON 09/28/2000 USD/AUD   (300,000.00 ) 164,283.00   157,732.94   6,550.06  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/06/2000 AUD/USD   500,000.00   265,575.00   262,888.23   (2,686.77 )
STATE STREET BANK   FX DEAL TRANSACTED ON 10/09/2000 USD/AUD   (300,000.00 ) 160,563.00   157,732.94   2,830.06  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/20/2000 AUD/USD   200,000.00   105,684.00   105,155.29   (528.71 )
STATE STREET BANK   FX DEAL TRANSACTED ON 11/22/2000 USD/AUD   (200,000.00 ) 105,256.00   105,155.29   100.71  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/GBP   (800,000.00 ) 1,285,056.00   1,270,950.83   14,105.17  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 USD/GBP   (100,000.00 ) 159,275.00   158,868.85   406.15  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/GBP   (200,000.00 ) 321,652.00   317,737.71   3,914.29  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/GBP   (200,000.00 ) 321,652.00   317,737.71   3,914.29  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/02/2000 GBP/USD   400,000.00   633,088.00   635,475.42   2,387.42  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/GBP   (200,000.00 ) 314,514.00   317,737.71   (3,223.71 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 GBP/USD   1,050,000.00   1,654,380.00   1,590,957.30   (63,422.70 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/GBP   (1,050,000.00 ) 1,653,760.50   1,668,122.96   (14,362.46 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/29/2000 USD/GBP   (200,000.00 ) 318,720.00   303,039.49   15,680.51  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/20/2000 USD/GBP   (500,000.00 ) 790,137.50   757,598.72   32,538.78  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 GBP/USD   500,000.00   789,395.00   757,598.72   (31,796.28 )
STATE STREET BANK   FX DEAL TRANSACTED ON 05/03/2000 GBP/USD   200,000.00   311,580.00   303,039.49   (8,540.51 )
STATE STREET BANK   FX DEAL TRANSACTED ON 05/23/2000 USD/GBP   (250,000.00 ) 372,867.50   378,799.36   (5,931.86 )
STATE STREET BANK   FX DEAL TRANSACTED ON 06/01/2000 GBP/USD   200,000.00   299,560.00   303,039.49   3,479.49  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 GBP/USD   850,000.00   1,279,738.75   1,197,048.22   (82,690.53 )
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 GBP/USD   300,000.00   451,437.00   422,487.61   (28,949.39 )
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 USD/GBP   (850,000.00 ) 1,277,550.00   1,277,550.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/22/2000 USD/GBP   (400,000.00 ) 606,080.00   563,316.81   42,763.19  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/18/2000 USD/GBP   (200,000.00 ) 299,046.00   281,658.40   17,387.60  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/GBP   (100,000.00 ) 151,185.00   140,829.20   10,355.80  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/28/2000 GBP/USD   500,000.00   736,285.00   704,146.01   (32,138.99 )
STATE STREET BANK   FX DEAL TRANSACTED ON 08/31/2000 GBP/USD   200,000.00   290,500.00   281,658.40   (8,841.60 )
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/GBP   (1,150,000.00 ) 1,615,060.00   1,615,060.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 GBP/USD   1,150,000.00   1,617,210.50   1,630,329.68   13,119.18  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/20/2000 USD/GBP   (400,000.00 ) 564,700.00   567,071.19   (2,371.19 )
STATE STREET BANK   FX DEAL TRANSACTED ON 10/16/2000 GBP/USD   500,000.00   723,625.00   708,838.99   (14,786.01 )
STATE STREET BANK   FX DEAL TRANSACTED ON 10/20/2000 GBP/USD   200,000.00   290,438.00   283,535.60   (6,902.40 )
STATE STREET BANK   FX DEAL TRANSACTED ON 11/03/2000 GBP/USD   400,000.00   577,592.00   567,071.19   (10,520.81 )
STATE STREET BANK   FX DEAL TRANSACTED ON 02/04/2000 USD/EUR   (500,000.00 ) 496,400.00   485,776.47   10,623.53  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/EUR   (2,000,000.00 ) 1,984,200.00   1,943,105.86   41,094.14  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 EUR/USD   2,000,000.00   1,965,600.00   1,943,105.86   (22,494.14 )
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 USD/EUR   (2,500,000.00 ) 2,474,050.00   2,428,882.33   45,167.67  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 USD/EUR   (1,000,000.00 ) 986,800.00   971,552.93   15,247.07  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   (1,000,000.00 ) 1,000,960.00   971,552.93   29,407.07  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   (1,000,000.00 ) 1,000,960.00   960,799.39   40,160.61  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   (1,000,000.00 ) 1,000,960.00   971,552.93   29,407.07  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/EUR   (1,000,000.00 ) 968,800.00   971,552.93   (2,752.93 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 EUR/USD   5,500,000.00   5,369,100.00   5,284,396.62   (84,703.38 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/EUR   (5,500,000.00 ) 5,338,135.00   5,343,541.12   (5,406.12 )
STATE STREET BANK   FX DEAL TRANSACTED ON 04/07/2000 USD/EUR   (1,000,000.00 ) 963,700.00   960,799.39   2,900.61  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/17/2000 USD/EUR   (1,000,000.00 ) 969,600.00   960,799.39   8,800.61  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/25/2000 USD/EUR   (500,000.00 ) 463,625.00   480,399.69   (16,774.69 )
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 EUR/USD   1,000,000.00   925,700.00   960,799.39   35,099.39  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 EUR/USD   1,500,000.00   1,378,050.00   1,441,199.08   63,149.08  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/23/2000 USD/EUR   (1,000,000.00 ) 905,180.00   960,799.39   (55,619.39 )
STATE STREET BANK   FX DEAL TRANSACTED ON 05/26/2000 USD/EUR   (1,000,000.00 ) 926,400.00   960,799.39   (34,399.39 )

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

14


STATE STREET BANK   FX DEAL TRANSACTED ON 06/08/2000 EUR/USD   1,000,000.00   951,760.00   960,799.39   9,039.39  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 EUR/USD   4,000,000.00   3,857,940.00   3,445,602.55   (412,337.45 )
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 USD/EUR   (4,000,000.00 ) 3,836,400.00   3,836,400.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/15/2000 EUR/USD   800,000.00   767,240.00   689,120.51   (78,119.49 )
STATE STREET BANK   FX DEAL TRANSACTED ON 06/26/2000 USD/EUR   (800,000.00 ) 752,800.00   689,120.51   63,679.49  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/18/2000 USD/EUR   (700,000.00 ) 656,950.00   602,980.45   53,969.55  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/EUR   (600,000.00 ) 560,742.00   516,840.38   43,901.62  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/01/2000 EUR/USD   500,000.00   462,475.00   430,700.32   (31,774.68 )
STATE STREET BANK   FX DEAL TRANSACTED ON 08/17/2000 USD/EUR   (500,000.00 ) 457,650.00   430,700.32   26,949.68  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/28/2000 EUR/USD   3,000,000.00   2,715,540.00   2,584,201.91   (131,338.09 )
STATE STREET BANK   FX DEAL TRANSACTED ON 08/28/2000 EUR/USD   3,000,000.00   2,715,540.00   2,584,201.91   (131,338.09 )
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/EUR   (5,700,000.00 ) 4,899,720.00   4,899,720.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 EUR/USD   5,700,000.00   4,920,240.00   4,962,540.38   42,300.38  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/22/2000 USD/EUR   (1,000,000.00 ) 875,370.00   870,621.12   4,748.88  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/28/2000 USD/EUR   (2,000,000.00 ) 1,772,420.00   1,741,242.24   31,177.76  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/03/2000 EUR/USD   1,000,000.00   878,350.00   870,621.12   (7,728.88 )
STATE STREET BANK   FX DEAL TRANSACTED ON 10/03/2000 USD/EUR   (500,000.00 ) 432,215.00   435,310.56   (3,095.56 )
STATE STREET BANK   FX DEAL TRANSACTED ON 10/12/2000 USD/EUR   (1,000,000.00 ) 868,750.00   870,621.12   (1,871.12 )
STATE STREET BANK   FX DEAL TRANSACTED ON 10/16/2000 EUR/USD   2,000,000.00   1,676,800.00   1,741,242.24   64,442.24  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/17/2000 EUR/USD   1,000,000.00   851,460.00   870,621.12   19,161.12  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/20/2000 USD/EUR   (500,000.00 ) 423,835.00   435,310.56   (11,475.56 )
STATE STREET BANK   FX DEAL TRANSACTED ON 11/01/2000 EUR/USD   1,000,000.00   849,970.00   870,621.12   20,651.12  
STATE STREET BANK   FX DEAL TRANSACTED ON 11/10/2000 USD/EUR   (1,000,000.00 ) 866,910.00   870,621.12   (3,711.12 )
STATE STREET BANK   FX DEAL TRANSACTED ON 11/13/2000 USD/EUR   (500,000.00 ) 431,820.00   435,310.56   (3,490.56 )
STATE STREET BANK   FX DEAL TRANSACTED ON 01/27/2000 USD/JPY   (50,000,000.00 ) 478,973.08   466,744.46   12,228.62  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/03/2000 USD/JPY   (50,000,000.00 ) 468,252.48   466,744.46   1,508.02  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/JPY   (100,000,000.00 ) 922,364.57   933,488.91   (11,124.34 )
STATE STREET BANK   FX DEAL TRANSACTED ON 02/10/2000 USD/JPY   (100,000,000.00 ) 924,385.28   933,488.91   (9,103.63 )
STATE STREET BANK   FX DEAL TRANSACTED ON 02/24/2000 USD/JPY   (50,000,000.00 ) 450,998.97   466,744.46   (15,745.49 )
STATE STREET BANK   FX DEAL TRANSACTED ON 02/25/2000 USD/JPY   (50,000,000.00 ) 450,998.97   466,744.46   (15,745.49 )
STATE STREET BANK   FX DEAL TRANSACTED ON 02/28/2000 USD/JPY   (100,000,000.00 ) 913,500.63   933,488.91   (19,988.28 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/01/2000 USD/JPY   (75,000,000.00 ) 695,216.91   700,116.69   (4,899.78 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/13/2000 USD/JPY   (50,000,000.00 ) 472,920.57   466,744.46   6,176.11  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/JPY   (50,000,000.00 ) 475,723.81   466,744.46   8,979.35  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/JPY   (50,000,000.00 ) 475,723.81   466,744.46   8,979.35  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/JPY   (50,000,000.00 ) 475,723.81   466,744.46   8,979.35  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 JPY/USD   240,000,000.00   2,278,942.57   2,254,579.61   (24,362.96 )
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/JPY   (240,000,000.00 ) 2,247,506.67   2,240,373.40   7,133.27  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/10/2000 USD/JPY   (50,000,000.00 ) 477,646.16   469,704.09   7,942.07  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/18/2000 USD/JPY   (50,000,000.00 ) 482,392.67   469,704.09   12,688.58  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/19/2000 USD/JPY   (100,000,000.00 ) 968,358.87   939,408.17   28,950.70  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 JPY/USD   100,000,000.00   946,835.20   939,408.17   (7,427.03 )
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 JPY/USD   100,000,000.00   948,073.99   939,408.17   (8,665.82 )
STATE STREET BANK   FX DEAL TRANSACTED ON 04/28/2000 JPY/USD   50,000,000.00   469,938.07   469,704.09   (233.98 )
STATE STREET BANK   FX DEAL TRANSACTED ON 05/24/2000 USD/JPY   (100,000,000.00 ) 942,640.34   939,408.17   3,232.17  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/01/2000 JPY/USD   100,000,000.00   925,497.46   939,408.17   13,910.71  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 JPY/USD   215,000,000.00   2,046,605.49   2,004,662.00   (41,943.49 )
STATE STREET BANK   FX DEAL TRANSACTED ON 06/22/2000 USD/JPY   (100,000,000.00 ) 970,496.89   932,400.93   38,095.96  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/18/2000 USD/JPY   (20,000,000.00 ) 186,802.41   186,480.19   322.22  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/JPY   (20,000,000.00 ) 186,410.66   186,480.19   (69.53 )
STATE STREET BANK   FX DEAL TRANSACTED ON 08/03/2000 USD/JPY   (50,000,000.00 ) 466,157.00   466,200.47   (43.47 )
STATE STREET BANK   FX DEAL TRANSACTED ON 08/17/2000 USD/JPY   (50,000,000.00 ) 458,841.88   466,200.47   (7,358.59 )
STATE STREET BANK   FX DEAL TRANSACTED ON 08/29/2000 JPY/USD   200,000,000.00   1,885,191.82   1,864,801.86   (20,389.96 )
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/JPY   (175,000,000.00 ) 1,637,503.51   1,637,503.51   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 JPY/USD   175,000,000.00   1,661,444.98   1,580,570.25   (80,874.73 )
STATE STREET BANK   FX DEAL TRANSACTED ON 09/20/2000 USD/JPY   (100,000,000.00 ) 949,757.81   903,183.00   46,574.81  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/19/2000 JPY/USD   100,000,000.00   930,682.75   903,183.00   (27,499.75 )
STATE STREET BANK   FX DEAL TRANSACTED ON 11/13/2000 USD/JPY   (100,000,000.00 ) 933,889.93   903,183.00   30,706.93  
STATE STREET BANK   FX DEAL TRANSACTED ON 01/18/2000 AUD/USD   (366,080.00 ) 366,080.00   366,080.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 01/27/2000 USD/JPY   478,973.08   478,973.08   478,973.08   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/03/2000 USD/JPY   468,252.48   468,252.48   468,252.48   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/04/2000 USD/EUR   496,400.00   496,400.00   496,400.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/JPY   922,364.57   922,364.57   922,364.57   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/GBP   1,285,056.00   1,285,056.00   1,285,056.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/EUR   1,984,200.00   1,984,200.00   1,984,200.00   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

15


STATE STREET BANK   FX DEAL TRANSACTED ON 02/08/2000 USD/AUD   317,090.00   317,090.00   317,090.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/10/2000 USD/AUD   157,500.00   157,500.00   157,500.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/10/2000 USD/JPY   924,385.28   924,385.28   924,385.28   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/10/2000 USD/AUD   157,500.00   157,500.00   157,500.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 EUR/USD   (1,965,600.00 ) 1,965,600.00   1,965,600.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 USD/EUR   2,474,050.00   2,474,050.00   2,474,050.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 USD/EUR   986,800.00   986,800.00   986,800.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/11/2000 USD/GBP   159,275.00   159,275.00   159,275.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   1,000,960.00   1,000,960.00   1,000,960.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/GBP   321,652.00   321,652.00   321,652.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   1,000,960.00   1,000,960.00   1,000,960.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/GBP   321,652.00   321,652.00   321,652.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/22/2000 USD/EUR   1,000,960.00   1,000,960.00   1,000,960.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/24/2000 USD/JPY   450,998.97   450,998.97   450,998.97   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/25/2000 USD/JPY   450,998.97   450,998.97   450,998.97   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 02/28/2000 USD/JPY   913,500.63   913,500.63   913,500.63   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/01/2000 USD/JPY   695,216.91   695,216.91   695,216.91   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/02/2000 GBP/USD   (633,088.00 ) 633,088.00   633,088.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/13/2000 USD/JPY   472,920.57   472,920.57   472,920.57   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/EUR   968,800.00   968,800.00   968,800.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/GBP   314,514.00   314,514.00   314,514.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/AUD   306,780.00   306,780.00   306,780.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/JPY   475,723.81   475,723.81   475,723.81   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/JPY   475,723.81   475,723.81   475,723.81   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/15/2000 USD/JPY   475,723.81   475,723.81   475,723.81   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 AUD/USD   (579,177.00 ) 579,177.00   579,177.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 EUR/USD   (5,369,100.00 ) 5,369,100.00   5,369,100.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 GBP/USD   (1,654,380.00 ) 1,654,380.00   1,654,380.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 JPY/USD   (2,278,942.57 ) 2,278,942.57   2,278,942.57   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/AUD   578,569.00   578,569.00   578,569.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/GBP   1,653,760.50   1,653,760.50   1,653,760.50   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/EUR   5,338,135.00   5,338,135.00   5,338,135.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/21/2000 USD/JPY   2,247,506.67   2,247,506.67   2,247,506.67   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/24/2000 AUD/USD   (121,256.00 ) 121,256.00   121,256.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 03/29/2000 USD/GBP   318,720.00   318,720.00   318,720.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/07/2000 USD/EUR   963,700.00   963,700.00   963,700.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/10/2000 USD/JPY   477,646.16   477,646.16   477,646.16   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/17/2000 USD/AUD   301,590.00   301,590.00   301,590.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/17/2000 USD/EUR   969,600.00   969,600.00   969,600.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/18/2000 USD/JPY   482,392.67   482,392.67   482,392.67   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/19/2000 USD/JPY   968,358.87   968,358.87   968,358.87   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/20/2000 USD/GBP   790,137.50   790,137.50   790,137.50   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/25/2000 USD/EUR   463,625.00   463,625.00   463,625.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 AUD/USD   (294,035.00 ) 294,035.00   294,035.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 EUR/USD   (925,700.00 ) 925,700.00   925,700.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 GBP/USD   (789,395.00 ) 789,395.00   789,395.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 JPY/USD   (946,835.20 ) 946,835.20   946,835.20   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 EUR/USD   (1,378,050.00 ) 1,378,050.00   1,378,050.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/26/2000 JPY/USD   (948,073.99 ) 948,073.99   948,073.99   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 04/28/2000 JPY/USD   (469,938.07 ) 469,938.07   469,938.07   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/03/2000 AUD/USD   (117,048.00 ) 117,048.00   117,048.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/03/2000 GBP/USD   (311,580.00 ) 311,580.00   311,580.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/23/2000 USD/EUR   905,180.00   905,180.00   905,180.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/23/2000 USD/GBP   372,867.50   372,867.50   372,867.50   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/24/2000 USD/JPY   942,640.34   942,640.34   942,640.34   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 05/26/2000 USD/EUR   926,400.00   926,400.00   926,400.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/01/2000 GBP/USD   (299,560.00 ) 299,560.00   299,560.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/01/2000 JPY/USD   (925,497.46 ) 925,497.46   925,497.46   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/08/2000 EUR/USD   (951,760.00 ) 951,760.00   951,760.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 AUD/USD   (632,885.40 ) 632,885.40   632,885.40   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 EUR/USD   (3,857,940.00 ) 3,857,940.00   3,857,940.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 GBP/USD   (1,279,738.75 ) 1,279,738.75   1,279,738.75   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 GBP/USD   (451,437.00 ) 451,437.00   451,437.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 JPY/USD   (2,046,605.49 ) 2,046,605.49   2,046,605.49   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 USD/AUD   631,890.00   631,890.00   631,890.00   0.00  

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

16


STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 USD/GBP   1,277,550.00   1,277,550.00   1,277,550.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/14/2000 USD/EUR   3,836,400.00   3,836,400.00   3,836,400.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/15/2000 EUR/USD   (767,240.00 ) 767,240.00   767,240.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/22/2000 USD/JPY   970,496.89   970,496.89   970,496.89   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/22/2000 USD/GBP   606,080.00   606,080.00   606,080.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/26/2000 USD/AUD   178,230.00   178,230.00   178,230.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 06/26/2000 USD/EUR   752,800.00   752,800.00   752,800.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/18/2000 USD/JPY   186,802.41   186,802.41   186,802.41   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/18/2000 USD/GBP   299,046.00   299,046.00   299,046.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/18/2000 USD/EUR   656,950.00   656,950.00   656,950.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/JPY   186,410.66   186,410.66   186,410.66   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/GBP   151,185.00   151,185.00   151,185.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/EUR   560,742.00   560,742.00   560,742.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 07/21/2000 USD/AUD   58,386.00   58,386.00   58,386.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/01/2000 EUR/USD   (462,475.00 ) 462,475.00   462,475.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/03/2000 USD/JPY   466,157.00   466,157.00   466,157.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/17/2000 USD/AUD   176,946.00   176,946.00   176,946.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/17/2000 USD/JPY   458,841.88   458,841.88   458,841.88   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/17/2000 USD/EUR   457,650.00   457,650.00   457,650.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/24/2000 AUD/USD   (400,393.00 ) 400,393.00   400,393.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/28/2000 GBP/USD   (736,285.00 ) 736,285.00   736,285.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/28/2000 EUR/USD   (2,715,540.00 ) 2,715,540.00   2,715,540.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/28/2000 EUR/USD   (2,715,540.00 ) 2,715,540.00   2,715,540.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/29/2000 JPY/USD   (1,885,191.82 ) 1,885,191.82   1,885,191.82   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 08/31/2000 GBP/USD   (290,500.00 ) 290,500.00   290,500.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/GBP   1,615,060.00   1,615,060.00   1,615,060.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/AUD   586,845.00   586,845.00   586,845.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/JPY   1,637,503.51   1,637,503.51   1,637,503.51   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 USD/EUR   4,899,720.00   4,899,720.00   4,899,720.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 AUD/USD   (587,086.50 ) 587,086.50   587,086.50   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 EUR/USD   (4,920,240.00 ) 4,920,240.00   4,920,240.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 GBP/USD   (1,617,210.50 ) 1,617,210.50   1,617,210.50   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/12/2000 JPY/USD   (1,661,444.98 ) 1,661,444.98   1,661,444.98   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/20/2000 USD/GBP   564,700.00   564,700.00   564,700.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/20/2000 USD/JPY   949,757.81   949,757.81   949,757.81   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/22/2000 USD/EUR   875,370.00   875,370.00   875,370.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/28/2000 USD/AUD   164,283.00   164,283.00   164,283.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 09/28/2000 USD/EUR   1,772,420.00   1,772,420.00   1,772,420.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/03/2000 EUR/USD   (878,350.00 ) 878,350.00   878,350.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/03/2000 USD/EUR   432,215.00   432,215.00   432,215.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/06/2000 AUD/USD   (265,575.00 ) 265,575.00   265,575.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/09/2000 USD/AUD   160,563.00   160,563.00   160,563.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/12/2000 USD/EUR   868,750.00   868,750.00   868,750.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/16/2000 GBP/USD   (723,625.00 ) 723,625.00   723,625.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/16/2000 EUR/USD   (1,676,800.00 ) 1,676,800.00   1,676,800.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/17/2000 EUR/USD   (851,460.00 ) 851,460.00   851,460.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/19/2000 JPY/USD   (930,682.75 ) 930,682.75   930,682.75   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/20/2000 AUD/USD   (105,684.00 ) 105,684.00   105,684.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/20/2000 GBP/USD   (290,438.00 ) 290,438.00   290,438.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 10/20/2000 USD/EUR   423,835.00   423,835.00   423,835.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 11/01/2000 EUR/USD   (849,970.00 ) 849,970.00   849,970.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 11/03/2000 GBP/USD   (577,592.00 ) 577,592.00   577,592.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 11/10/2000 USD/EUR   866,910.00   866,910.00   866,910.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 11/13/2000 USD/EUR   431,820.00   431,820.00   431,820.00   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 11/13/2000 USD/JPY   933,889.93   933,889.93   933,889.93   0.00  
STATE STREET BANK   FX DEAL TRANSACTED ON 11/22/2000 USD/AUD   105,256.00   105,256.00   105,256.00   0.00  
    TOTAL FX DEALS WITH STATE STREET BANK       247,728,499.34   245,856,124.85   (610,774.69 )

NOTE: TRANSACTIONS ARE BASED ON THE 1999-11-30 VALUE (INCLUDING ACCRUALS) OF 2,456,891,350.05

17






Identity of party involved
  Description of asset
(include interest rate and maturity in case of a loan)
  Purchase price
  Selling price
  Lease rental
  Expense incurred
  Cost of asset
  Current value of asset on transaction date
  Net gain or (loss)
 
    US TREAS NTS DTD 00870 6.625 DUE 05-31-2000                              
    Total number of purchases = 6                   114,551,484.38       0.00  
    Total number of sales = 7                       114,508,810.57   (42,673.81 )
    Total US TREAS NTS DTD 00870 6.625 DUE 05-31-2000                   114,551,484.38   114,508,810.57   (42,673.81 )

US TREAS INFL INDX INFL I/L 15/7/2002 REG
    Total number of purchases = 15                   68,701,045.39   68,701,045.39   0.00  
    Total number of sales = 10                   61,471,958.78   61,635,006.58   163,047.80  
    Total US TREAS INFL INDX INFL I/L 15/7/2002 REG                   68,701,045.39   61,471,958.78   163,047.80  

Loans to Participants/Other
    Total number of purchases = 253                   101,130,509.52       0.00  
    Total number of sales = 253                       100,886,970.52   0.00  
    Total Loans to Participants                   101,130,509.52   100,886,970.52   0.00  

COLTV SHORT TERM INVT FD
    Total number of purchases = 3017                   1,365,480,070.51       0.00  
`   Total number of sales = 3336                       1,317,644,316.73   0.00  
    TOTAL COLTV SHORT TERM INVT FD                   1,365,480,070.51   1,317,644,316.73   0.00  

MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV
    Total number of purchases = 121                   352,386,933.74       0.00  
    Total number of sales = 146                       432,258,177.40   0.00  
    TOTAL MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV                   352,386,933.74   432,258,177.40   0.00  

MFO SCHWAB FAMILY FD MONEY MKT FD
    Total number of purchases = 265                   106,833,422.29       0.00  
    Total number of sales = 255                       111,051,303.31   0.00  
    TOTAL MFO SCHWAB FAMILY FD MONEY MKT FD                   106,833,422.29   111,051,303.31   0.00  

MFO FRANK RUSSELL UAL STIF
    Total number of purchases = 54                   170,295,258.45       0.00  
    Total number of sales = 45                       175,500,000.00   0.00  
    TOTAL MFO FRANK RUSSELL UAL STIF                   170,295,258.45   175,500,000.00   0.00  


</TEXT>
</DOCUMENT>
</SUBMISSION>

Schedule of Assets Held for Investment Purposes

Identity of issue, borrower,
lessor, or similar party

  Description of investment including maturity date,
rate of interest, collateral, par, or maturity value

  Shares/Par Value
  Cost
  Current value
 
Non-Interest Bearing Cash - USD   Australian dollar   17,310.72   17,205.48   17,310.72  
Non-Interest Bearing Cash - USD   Canadian dollar   826.15   825.46   826.15  
Non-Interest Bearing Cash - USD   Swiss franc   112.91   109.02   112.91  
Non-Interest Bearing Cash - USD   Danish krone   27.09   27.15   27.09  
Non-Interest Bearing Cash - USD   Euro   224,367.68   217,905.35   224,367.68  
Non-Interest Bearing Cash - USD   British pound sterling   (145,339.12 ) (145,021.92 ) (145,339.12 )
Non-Interest Bearing Cash - USD   Hong Kong dollar   (8,505.55 ) (8,505.52 ) (8,505.55 )
Non-Interest Bearing Cash - USD   Indonesian rupiah   0.08   0.10   0.08  
Non-Interest Bearing Cash - USD   Japanese yen   (511,572.53 ) (521,518.98 ) (511,572.53 )
Non-Interest Bearing Cash - USD   Mexican peso   72.52   71.55   72.52  
Non-Interest Bearing Cash - USD   Malaysian ringgit   26.96   26.96   26.96  
Non-Interest Bearing Cash - USD   Norwegian krone   74.76   74.34   74.76  
Non-Interest Bearing Cash - USD   New Zealand dollar   73.45   72.89   73.45  
Non-Interest Bearing Cash - USD   Swedish krona   54.22   53.81   54.22  
Non-Interest Bearing Cash - USD   Singapore dollar   362.75   364.92   362.75  
Non-Interest Bearing Cash - USD   United States dollar   491,908.71   491,908.71   491,908.71  
Receivables - Other - USD   Pending foreign exchange purchases: Australian dollar   0.00   1,617,370.64   1,566,555.88  
Receivables - Other - USD   Pending trade sales: Australian dollar   0.00   47,458.47   47,558.22  
Receivables - Other - USD   Pending trade sales: Brazilian real   0.00   12,877.58   12,831.96  
Receivables - Other - USD   Pending foreign exchange purchases: Canadian dollar   0.00   16,903.04   16,925.75  
Receivables - Other - USD   Pending trade sales: Canadian dollar   0.00   45,414.39   45,353.31  
Receivables - Other - USD   Pending foreign exchange purchases: Euro   0.00   16,112,726.45   16,162,853.37  
Receivables - Other - USD   Pending trade sales: Euro   0.00   261,988.46   267,130.41  
Receivables - Other - USD   Pending foreign exchange purchases: British pound sterling   0.00   4,279,983.51   4,262,845.24  
Receivables - Other - USD   Pending trade sales: British pound sterling   0.00   114,697.76   114,990.76  
Receivables - Other - USD   Pending foreign exchange purchases: Hong Kong dollar   0.00   22,756.43   22,756.29  
Receivables - Other - USD   Pending trade sales: Hong Kong dollar   0.00   21,993.44   21,994.00  
Receivables - Other - USD   Pending foreign exchange purchases: Japanese yen   0.00   2,636,114.53   2,527,645.22  
Receivables - Other - USD   Pending trade sales: Japanese yen   0.00   91,537.69   91,576.55  
Receivables - Other - USD   Pending trade sales: Singapore dollar   0.00   18,439.91   18,455.68  
Receivables - Other - USD   Pending foreign exchange purchases: United States dollar   0.00   9,103,441.15   9,103,441.15  
Receivables - Other - USD   Pending trade sales: United States dollar   0.00   15,192,359.50   15,192,359.50  
Interest Bearing Cash - USD   Australian dollar   126,706.06   125,849.40   126,706.06  
Interest Bearing Cash - USD   Canadian dollar   37,738.30   38,342.80   37,738.30  
Interest Bearing Cash - USD   Swiss franc   24,196.34   23,576.13   24,196.34  
Interest Bearing Cash - USD   Danish krone   30,233.70   30,586.39   30,233.70  
Interest Bearing Cash - USD   Euro   419,579.20   410,059.05   419,579.20  
Interest Bearing Cash - USD   British pound sterling   115,530.74   115,310.95   115,530.74  
Interest Bearing Cash - USD   Hong Kong dollar   54,104.30   54,108.24   54,104.30  
Interest Bearing Cash - USD   Japanese yen   168,783.57   170,881.28   168,783.57  
Interest Bearing Cash - USD   Norwegian krone   34,834.94   35,169.62   34,834.94  
Interest Bearing Cash - USD   New Zealand dollar   36,913.54   39,931.18   36,913.54  
Interest Bearing Cash - USD   Swedish krona   10,768.77   10,794.76   10,768.77  
Interest Bearing Cash - USD   Singapore dollar   245,153.93   247,001.29   245,153.93  
Interest Bearing Cash - USD   United States dollar   27,738,926.54   27,738,926.54   27,738,926.54  
U.S. Government Securities   ANRC AUTO OWNER TR 1999-A NT CL A-2 6.53999 DUE 11-15-2002 BEO   65,212.56   65,211.35   65,218.43  
U.S. Government Securities   BEAR STEARNS MTG SECS INC PASSTHRU CTF SER 1993-8 CL A-5 6.35 DUE 08-25-202 4   243,910.14   242,549.49   242,690.59  
U.S. Government Securities   CHASE COML MTG SECS CORP 1996-1 CL A-1 MTG 7.6 PASSTHRU CTF DUE 12-18-2005 REG   495,883.31   528,893.46   507,460.20  
U.S. Government Securities   CHEM MTG SECS INC SER 1996-1 CL A-8 7.25 MO BD 1-25-26 BEO   946,062.90   961,140.79   936,299.53  
U.S. Government Securities   CMO CHASE MTG FIN CORP 1998-AS1 MC MTG CTF CL IA-8 6.75 DUE 08-25-2028 BEO   1,000,000.00   975,625.00   903,750.00  
U.S. Government Securities   CMO CMC SECS CORP III COLL MTG OBLIG 1994-B CL B-A5 6 DUE 02-25-2009 BEO   1,379,662.74   1,355,949.78   1,364,996.93  
U.S. Government Securities   CMO COLLATERALIZED MTG SECS CORP 1992-3 CL 3-I 8.00 BD 3-20-2001 BEO001 BEO   111,802.95   115,576.30   111,523.44  
U.S. Government Securities   CMO CONSECO FIN SECURITIZATIONS CORP 2000-D HOME EQTY LN A-5 8.41 12-15-25   800,000.00   800,000.00   815,000.00  
U.S. Government Securities   CMO CWMBS INC PASS THRU CTFS SER 98-4 IIA1 6.75 DUE 06-25-2028 BEO   923,124.80   930,336.70   912,179.31  
U.S. Government Securities   CMO MELLON RESDNTL FDG CORP 99-TBC2 MTG PASSTHRU CTF CL A-1 6.46 7-25-29 BEO   371,002.25   371,002.25   366,441.89  

18


U.S. Government Securities   CMO NORWEST AST SECS CORP 1998-23 PASS THRU CTF CL A-13 6.75 DUE 10-25-2028   771.30   783.47   743.34  
U.S. Government Securities   CMO RESDNTL FDG MTG SECS I INC PASS THRUCTF S-94-S3 CL A-1 VAR RT 02-25-24 BEO   951,330.41   950,735.83   945,574.86  
U.S. Government Securities   CWMBS INC MTG SER 1993-12 CL A-11 MTG PASSTHRU 6.625 CTF DUE 02-25-2024 REG   165,000.00   125,013.28   150,819.90  
U.S. Government Securities   DLJ ACCEP TR SER 1989-2 CL G FLTG RT BD DUE 10-17-2020   411,469.54   415,712.81   422,414.63  
U.S. Government Securities   FED HOME LN BNK CONS 9.50 BD DUE 2-25-04REG   40,000.00   48,875.00   44,024.80  
U.S. Government Securities   FFCB MTN 5.73 06-30-2003   170,000.00   170,425.00   168,220.10  
U.S. Government Securities   FHA 1 HUNDRED 20 9 7.43% BDS P7-01 01.08.2023   555,255.58   594,991.05   552,479.30  
U.S. Government Securities   FHA 221D4 P9-00 PROJ GMAC 26 MCP 7.43 BDDUE 01-01-2021   1,174,501.73   1,200,117.61   1,172,187.96  
U.S. Government Securities   FHA INSD MTG P/T #091 REILLY 7.43 BD DUE07-01-2023   1,383,411.26   1,490,021.11   1,377,575.06  
U.S. Government Securities   FHA INSD PROJ #54 GREYSTONE SERV CORP 7.43 GTD MTG CTF DUE 5-1-23 REG   526,482.57   541,634.76   526,893.91  
U.S. Government Securities   FHA INSD PROJ GMAC POOL #1 7.483 DUE 04-01-2019 REG   3,434,015.56   3,488,168.39   3,400,229.31  
U.S. Government Securities   FHA PROJ #075-35261-PM SLEEPY HOLLOW APTS 7.73 PARTN CTF DUE 05-01-2021   1,668,802.59   1,729,296.44   1,661,762.41  
U.S. Government Securities   FHA USGI PROJ LN #2063P6 7.44 BD DUE 08-01-2022   1,762,264.48   1,771,075.80   1,780,365.05  
U.S. Government Securities   FHLB 5.760 08-04-2003   225,000.00   226,001.95   223,418.25  
U.S. Government Securities   FHLB 6 08-15-2002   275,000.00   273,311.23   273,924.75  
U.S. Government Securities   FHLB 7.31 06-16-2004   85,000.00   89,356.25   88,386.40  
U.S. Government Securities   FHLB BD 5.805 08-17-2005   100,000.00   101,156.25   98,062.00  
U.S. Government Securities   FHLB VAR RT BD DUE 08-19-2004   100,000.00   109,249.00   104,281.00  
U.S. Government Securities   FHLMC 10.25% SER J CL 4 31.12.14   2,235,572.01   2,447,951.34   2,454,233.31  
U.S. Government Securities   FHLMC 6.5% TBA POOL 30YR DECEMBER   900,000.00   865,125.00   874,971.00  
U.S. Government Securities   FHLMC 6.81 DEB DUE 4-1-04 BEO   75,000.00   78,345.70   76,687.50  
U.S. Government Securities   FHLMC 6.875% NT 15.09.2010   90,000.00   89,905.50   92,868.30  
U.S. Government Securities   FHLMC 7.750 DEB DUE 11-7-2001 REG   210,000.00   215,484.38   212,887.50  
U.S. Government Securities   FHLMC 8% PL#C01080 01.10.2030   399,472.12   403,466.84   407,585.40  
U.S. Government Securities   FHLMC GROUP #A0-0952 9.0 MTG PARTN CTF DUE 09-01-2000 REG   1,050,339.73   1,116,642.43   1,099,894.76  
U.S. Government Securities   FHLMC GROUP #B0-0083 8.5 MTG PARTN CTF DUE 11-01-2002 REG   316,212.86   331,232.96   317,303.79  
U.S. Government Securities   FHLMC GROUP #B00549 8.5 MTG PARTN CTF DUE 04-01-2004 REG   200,387.70   205,929.68   201,079.04  
U.S. Government Securities   FHLMC MULTICLASS SER 1475 CL H 6.75 MTG PARTN CTF DUE 04-15-2006 REG   134,495.32   135,588.10   134,242.47  
U.S. Government Securities   FHLMC MULTICLASS SER 1564 CL I 6.5 MTG PARTN CTF DUE 05-15-2007 REG   309,358.80   49,110.71   19,430.83  
U.S. Government Securities   FHLMC MULTICLASS SER 1594 CL J 6.0 MTG PARTN CTF DUE 10-15-2008 REG   190,000.00   183,350.00   187,326.70  
U.S. Government Securities   FHLMC MULTICLASS SER 1618 6.0 MTG PARTN CTF DUE 10-15-2007 REG   745,176.50   110,961.45   48,075.06  
U.S. Government Securities   FHLMC MULTICLASS SER 1856 CL 1856-ZE 8 06-15-2018   63,996.62   67,017.59   67,636.11  
U.S. Government Securities   FHLMC MULTICLASS SER 1971 CL E 7.5 MTG PARTN CTF DUE 01-20-2024 REG   192,653.50   195,934.63   193,375.95  
U.S. Government Securities   FHLMC MULTICLASS SER E3 CL A 6.504 MTG PARTN CTF DUE 08-15-2032 REG   554,011.14   554,617.02   539,579.70  
U.S. Government Securities   FHLMC POOL #306670 11.25 GTD PARTN CTF DUE 04-01-2019 REG   47,695.30   52,375.39   52,359.90  
U.S. Government Securities   FHLMC TBA GOLD POOL #9999999 8 12-01-2029   1,900,000.00   1,922,562.50   1,938,589.00  
U.S. Government Securities   FHLMC-GNMA REMIC TR SER 30 CL E 6.6 GTD MTG PASS THRU CTF DUE 07-25-2018 REG   484,422.60   490,395.13   482,150.66  
U.S. Government Securities   FNMA 5.5% TBA POOL 15YR DECEMBER   200,000.00   188,812.50   190,688.00  
U.S. Government Securities   FNMA 6% PL#99999 TBA 15.11.2029   720,000.00   670,581.15   679,050.00  
U.S. Government Securities   FNMA 6% PL#9999999 01.12.2014   550,000.00   530,062.50   535,392.00  
U.S. Government Securities   FNMA 6.00% PL#99999 TBA 01.12.23   5,900,000.00   5,534,893.59   5,603,171.00  
U.S. Government Securities   FNMA 6.16 MTN DUE 03-29-2001 REG   325,000.00   326,007.50   324,493.00  
U.S. Government Securities   FNMA 6.23 MTN DUE 03-01-2002 BEO   90,000.00   91,926.56   90,027.90  
U.S. Government Securities   FNMA 6.5% PL#447135 01.11.2029   797,419.09   763,030.39   774,740.49  
U.S. Government Securities   FNMA 6.5% TBA POOL 30YR DECEMBER   700,000.00   677,140.63   680,092.00  
U.S. Government Securities   FNMA 6.69 MTN DUE 08-07-2001 REG   275,000.00   283,316.00   274,397.75  
U.S. Government Securities   FNMA 7% TBA POOL 30YR DECEMBER   1,800,000.00   1,762,312.50   1,782,000.00  
U.S. Government Securities   FNMA 7.05 BD DUE 11-12-2002 REG   475,000.00   509,140.62   482,642.75  
U.S. Government Securities   FNMA 7.55 BD DUE 4-22-02 REG   720,000.00   756,320.31   732,715.20  
U.S. Government Securities   FNMA 8% TBA PL#999999 15.12.2029   7,300,000.00   7,383,593.75   7,441,474.00  

19


U.S. Government Securities   FNMA 8.0% PL# 99999 TBA 01.12.29   900,000.00   912,656.25   914,765.63  
U.S. Government Securities   FNMA 8.0% PL#538927 01.06.2015   599,999.07   610,686.55   614,999.05  
U.S. Government Securities   FNMA 8.00% PL#535460 01.09.2015   299,970.45   305,313.67   307,469.71  
U.S. Government Securities   FNMA DEB 8.25 12-18-2000   605,000.00   682,843.76   605,375.10  
U.S. Government Securities   FNMA DISC NT 02-08-2001   500,000.00   491,873.19   493,830.00  
U.S. Government Securities   FNMA MTN 5.89 11-06-2002   165,000.00   166,521.09   164,201.40  
U.S. Government Securities   FNMA POOL #066414 ADJ RT DUE 09-01-2028 REG   1,625,038.40   1,653,646.28   1,634,431.12  
U.S. Government Securities   FNMA POOL #080323 8.875 DUE 06-01-2007 REG   56,699.63   59,322.00   57,627.86  
U.S. Government Securities   FNMA POOL #300309 6.5 DUE 12-01-2024 REG   543,325.87   543,371.43   535,855.14  
U.S. Government Securities   FNMA POOL #313968 ADJ RT DUE 12-01-2027 REG   1,670,658.33   1,703,549.40   1,668,052.10  
U.S. Government Securities   FNMA POOL #420656 8 DUE 07-01-2017 REG   553,046.98   569,292.74   569,460.31  
U.S. Government Securities   FNMA POOL #443624 ADJ RT DUE 05-01-2023 REG   668,303.35   680,103.08   680,419.69  
U.S. Government Securities   FNMA POOL #497582 6.5 DUE 06-01-2029 REG   738,956.81   707,089.30   717,940.88  
U.S. Government Securities   FNMA POOL #516051 9.5 DUE 01-01-2021 REG   818,302.94   860,240.97   866,885.59  
U.S. Government Securities   FNMA PREASSIGN 00700 5.31 05-18-2001   95,000.00   93,330.85   94,599.10  
U.S. Government Securities   FNMA REMIC TR 1992-142 KB 1197.96765 08-25-2007   2,830.30   56,889.01   69,260.71  
U.S. Government Securities   FNMA REMIC TR SER 1992-103 CL JC 5.0 GTDMTG PASS THRU CTF DUE 11-25-2020 REG   125,065.12   118,180.02   124,009.57  
U.S. Government Securities   FNMA REMIC TR SER 1993-162 CL C 3.0 GTD MTG PASS THRU CTF DUE 08-25-2023 REG   127,995.67   119,515.96   125,995.10  
U.S. Government Securities   FNMA REMIC TR SER 1996-39 CL H 8.0 GTD MTG PASS THRU CTF DUE 11-25-2023 REG   656,808.90   656,090.52   673,636.34  
U.S. Government Securities   FNMA REMIC TR SER 221 CL A 6.0 GTD MTG PASS THRU CTF DUE 11-25-2006 REG   20,808.54   20,795.54   20,697.84  
U.S. Government Securities   FNMA STRIPPED POOL #35453 MTG BCK SEC SMBS SER K CL K-1 6% DUE 11-1-08 REG   891,079.60   886,624.22   876,920.04  
U.S. Government Securities   FNMA TBA POOL #9999999 7 DUE 12-01-2 REG   300,000.00   298,781.25   300,375.00  
U.S. Government Securities   FNMA TBA POOL #9999999 7.5 DUE 12-01-2014 REG   300,000.00   302,718.75   304,125.00  
U.S. Government Securities   GMAC COML MTG SEC INC SER 1998-C1 CL A2 6.7 CTF DUE 03-15-2008 BEO   80,000.00   75,126.17   78,932.96  
U.S. Government Securities   GMAC COMM MTG SECS 6.869% BDS 15/7/29 USD1000   30,000.00   28,543.36   30,055.98  
U.S. Government Securities   GNMA 6.0% PL# 999999 15.12.2029   1,400,000.00   1,319,937.50   1,335,250.00  
U.S. Government Securities   GNMA 6.5% PL#9999999 15.12.2030   3,070,000.00   2,965,428.13   2,995,184.10  
U.S. Government Securities   GNMA 7% TBA POOL 30YR DECEMBER   600,000.00   591,750.00   596,436.00  
U.S. Government Securities   GNMA 7.5% TBA POOL 30YR DECEMBER   7,500,000.00   7,529,687.50   7,577,325.00  
U.S. Government Securities   GNMA GPM POOL #090947 11 DUE 01-15-2010 REG   37,178.50   40,745.35   40,410.80  
U.S. Government Securities   GNMA GPM POOL #092213 11 DUE 07-15-2010 REG   22,668.09   24,842.77   24,638.85  
U.S. Government Securities   GNMA GPM POOL #092923 11 DUE 09-15-2010 REG   25,364.82   27,798.28   27,570.04  
U.S. Government Securities   GNMA GPM POOL #098572 11 DUE 06-15-2013 REG   104,594.04   114,628.55   115,118.29  
U.S. Government Securities   GNMA GPM POOL #099519 10.5 DUE 08-15-2013 REG   37,264.18   40,478.22   39,898.76  
U.S. Government Securities   GNMA II ARM TBA POOL #9999999 6.5 DUE 12-01-2030 REG   9,000,000.00   8,978,580.00   8,983,125.00  
U.S. Government Securities   GNMA POOL #459066 SER 2028 7.5 DUE 06-15-2028 REG   470,756.85   468,292.72   476,052.86  
U.S. Government Securities   GNMA POOL #471901 SER 2028 7 DUE 05-15-2028 REG   191,899.48   186,982.05   190,759.60  
U.S. Government Securities   GNMA POOL #486470 SER 2028 6.5 DUE 08-15-2028 REG   191,539.93   182,815.88   186,870.19  
U.S. Government Securities   GNMA POOL #486516 SER 2028 6.5 DUE 09-15-2028 REG   177,127.36   168,997.48   172,808.99  
U.S. Government Securities   GNMA POOL #781001 SER 2029 7.5 DUE 03-15-2029 REG   301,909.53   300,352.82   305,115.81  
U.S. Government Securities   GNMA TBA POOL #9999999 SER 2029 7 DUE 01-15-2029 REG   6,400,000.00   6,344,000.00   6,360,000.00  
U.S. Government Securities   GNMA TBA POOL #9999999 SER 2029 8.5 DUE 12-01-2029 REG   1,100,000.00   1,130,250.00   1,131,966.00  
U.S. Government Securities   GNMA, POOL # 423415 SERIES 2025 7.5% DUE 12-15-2025   15,373.97   15,815.98   15,556.46  
U.S. Government Securities   GNMA, POOL # 90741 SERIES 2010 11.0% DUE 01-15-2010   9,792.36   10,731.85   10,643.71  
U.S. Government Securities   GNMA, POOL # 93487 SERIES 2010 11.0% DUE 09-15-2010   60,258.14   66,039.14   65,496.98  
U.S. Government Securities   GNMAII POOL #008540 SER 2024 ADJ RT 11-20-2024   114,116.00   113,830.71   114,901.12  
U.S. Government Securities   GNMAII POOL #008557 SER 2024 ADJ RT DUE 12-20-2024 REG   972,196.32   981,270.16   978,885.03  
U.S. Government Securities   GNMAII POOL #008580 ADJ RT 01-20-2025   55,024.97   55,747.19   55,300.09  
U.S. Government Securities   GNMAII POOL #008597 ADJ RT 02-20-2025   204,366.13   207,942.53   205,484.01  
U.S. Government Securities   GNMAII POOL #008608 SER 2025 ADJ RT 03-20-2025   427,286.66   435,373.09   429,423.09  
U.S. Government Securities   GNMAII POOL #008682 6.75 DUE 08-20-2025 REG   389,761.57   385,285.13   392,197.58  
U.S. Government Securities   GNMAII POOL #008685 6.75 DUE 08-20-2025 REG   90,459.37   93,248.40   91,024.74  
U.S. Government Securities   GNMAII POOL #008781 ADJ RT 01-20-2026   150,072.54   148,714.19   150,798.89  
U.S. Government Securities   GNMAII POOL #008945 ADJ RT 08-20-2026   290,355.66   283,006.02   292,033.92  
U.S. Government Securities   GREEN TREE FINL CORP 98-D HOME EQTY LN CL A-1B ARM FLTG 11-15-2024 BEO   376,535.90   375,888.73   375,003.40  
U.S. Government Securities   I/O CMO GE CAP MTG SVCS INC REMIC MC PASSTHRU CTF 98-10 CL 1-A4 05-25-2028   801,830.84   139,597.02   160,366.17  
U.S. Government Securities   I/O CMO GMAC COML MTG SEC INC SER 1999-CTL1 CL X 07-15-2009   17,800,000.00   552,227.20   500,714.00  

20


U.S. Government Securities   I/O CMO NORWEST ASSET SECS CORP SER 97-1MTG PASSTHRU CTF CL A-5 01-25-12   300,064.20   37,508.03   39,101.37  
U.S. Government Securities   I/O FHLMC MULTICLASS SER 1202 CL 1202-G 819.10 02-15-2007   3,373.85   48,920.82   54,263.62  
U.S. Government Securities   I/O FHLMC MULTICLASS SER 1606 CL 1606-I 6.5 11-15-2008   1,134,543.90   124,664.75   125,151.54  
U.S. Government Securities   I/O FHLMC MULTICLASS SER 1606 CL IA 11-15-2008   418,446.90   70,024.48   61,850.64  
U.S. Government Securities   I/O FHLMC MULTICLASS SER 1676 CL 1676-I 04-15-2020   376,751.10   35,850.25   23,309.59  
U.S. Government Securities   I/O FNMA REMIC 92-157 JA 1014.60 DUE 9-25-2007   3,353.20   60,692.93   70,102.88  
U.S. Government Securities   I/O FNMA REMIC SER 1993-186 CLJ 03-25-2008   1,445,348.29   107,640.77   97,981.61  
U.S. Government Securities   I/O FNMA REMIC TR SER 1993-147 CL K 7.0 GTD MTG PASS THRU CTF DUE 06-25-2020 REG   883,306.70   126,719.39   51,894.27  
U.S. Government Securities   I/O FNMA REMIC TR SER 1994-43 CL PM 7.00PASS THRU CTF DUE 02-25-2022 REG   912,400.00   132,012.88   72,417.19  
U.S. Government Securities   IMC HOME EQTY LN TR SER 1998-1 6.41 ABS CTF DUE 04-20-2018 BEO   1,327,853.00   1,333,454.88   1,314,149.56  
U.S. Government Securities   M.LYNCH MTG INVS INC SER 1996-C1 CL A-1 7.15 MTG PASSTHRU CTF DUE 04-25-2028 BEO   561,280.62   573,646.34   560,657.60  
U.S. Government Securities   M.LYNCH MTG INVS INC SER 1998-C1 6.31 ABS CTF DUE 11-15-2026 BEO   802,897.26   802,114.76   793,200.67  
U.S. Government Securities   MORGAN J P COML MTG FIN CORP SER 1998- C6 6.373 ABS CTF DUE 01-15-2030 BEO   359,500.40   361,297.90   358,003.80  
U.S. Government Securities   MORGAN ST CAP I INC SER 1998-MF1 CL A1 6.19 CTF DUE 01-15-2007 BEO   774,330.75   758,450.91   766,238.22  
U.S. Government Securities   NOMURA AST SECS CORP SER 1996-MD5 CL A1A7.07 BD DUE 04-13-2036 BEO   1,355,994.66   1,419,768.79   1,374,872.82  
U.S. Government Securities   PP&L TRANSITION BD LLC SER 1999-1 BD VARRATE CL A-1 6.08 DUE 03-25-2003 BEO   393,506.84   393,478.07   392,889.03  
U.S. Government Securities   PVTPL CMO MORGAN J P COML MTG FIN CORP 2000-FL1 CL A 144A VAR RT 4-15-10 BEO   279,930.85   279,930.85   279,668.58  
U.S. Government Securities   PVTPL CMO SALOMON BROS MTG SECS VII INC COML MTG 2000-FL1 144A VAR RT 5-1-13 BEO   179,474.76   179,502.80   179,530.40  
U.S. Government Securities   PVTPL CMO SASCO FLOATING RATE COML MTG TR 144A VAR RT DUE 10-21-2002 BEO   84,975.12   84,991.72   85,072.84  
U.S. Government Securities   PVTPL KOREA AST FDG 2000-1 LTD SECD NTFLTG RATE 144A VAR RT 02-10-2009 BEO   200,000.00   200,000.00   206,312.50  
U.S. Government Securities   RESDNTL FDG MTG SECS I INC SER 1993-S40 CL A5 6.2 MTG PASS THRU CTF 11-25-23 BEO   84,115.75   83,590.02   83,590.03  
U.S. Government Securities   RESDNTL FDG MTG SECS I INC SER 1996-S6 CL A-10 7% MTG PASSTHRU CTFS 3-25-26 BEO   948,334.42   957,817.78   931,435.10  
U.S. Government Securities   RESDNTL FDG MTG SECS I INC SER 97-S9 CL A20 7.5 MTG PASS THRU CTFS 7-25-27 BEO   635,000.00   646,509.38   640,353.05  
U.S. Government Securities   SECURITIZED AST SALES INC SER 1995-B CL A4 INC 7.41 MTG BKD CTF DUE 9-25-24 BEO   1,000,000.00   1,013,125.00   1,006,560.00  
U.S. Government Securities   SIGNET SER 1995-A FLTG RT BD DUE 06-20-2004   862,646.50   863,050.85   863,129.58  
U.S. Government Securities   TREAS INVT GROWTH RCPTS 11-15-2001 REG   1,063,000.00   137,203.54   1,004,141.69  
U.S. Government Securities   U.S TREAS 5.875 NT DUE 11-15-2005   16,000.00   16,860.07   16,270.08  
U.S. Government Securities   U.S TREAS SEC STRIPPED INT PMT GENERIC TINT PMT DUE 2-15-2019 B/E   215,000.00   69,085.16   75,385.45  
U.S. Government Securities   U.S. TREAS BDS 5.25 DUE 11-15-2028 REG   97,000.00   99,325.35   90,998.61  
U.S. Government Securities   U.S. TREAS SEC STRIPPED INT PMT GENERIC TINT PMT DUE 11-15-18 REG   455,000.00   131,805.41   161,993.65  
U.S. Government Securities   U.S. TREAS SEC STRIPPED INT PMT GENERIC TINT PMT REPST INT PMT ON 2-15-2003   222,000.00   125,634.71   196,867.38  
U.S. Government Securities   U.S. TREAS SEC STRIPPED INT PYMT GENERICTINT PYMT DUE 11-15-03 REG   1,240,000.00   714,145.82   1,056,876.80  
U.S. Government Securities   U.S. TREAS SEC STRIPPED NT PMT GENERIC TINT PYMT DUE 2-15-2007 REG   170,000.00   102,641.46   121,138.60  
U.S. Government Securities   U.S. TREASURY STRIPPED SECS INT GENERIC PMT DUE 8-15-15 BEO   180,000.00   56,329.56   77,752.80  
U.S. Government Securities   U.S. TREASURY STRIPPED SECS INT GENERIC TINT PMT DUE 11-15-10 REG   397,000.00   190,447.32   228,858.59  
U.S. Government Securities   U.S. TREASURY STRIPPED SECS INT GENERIC TINT PMT DUE 2-15-11 BEO   205,000.00   100,551.82   116,259.60  
U.S. Government Securities   U.S. TREASURY STRIPPED SECS INT GENERIC TINT PMT DUE 5-15-11 REG   110,000.00   42,203.70   61,493.30  
U.S. Government Securities   U.S. TREASURY STRIPPED SECS INT GENERIC TINT PMT DUE 5-15-13 REG   280,000.00   103,565.74   138,616.80  

21


U.S. Government Securities   U.S. TREASURY STRIPPED SECS INT GENERIC TINT PMT DUE 8-15-10 REG   1,010,000.00   487,166.51   590,324.80  
U.S. Government Securities   U.S. TREASURY STRIPPED SECS INT IMPT GENTINT PMT DUE 11-15-12 REG   305,000.00   113,457.24   155,675.05  
U.S. Government Securities   U.S.A TREAS SEC STRIPPED INT PMT GENERTIC TINT PMT DUE 5-15-2018 REG   185,000.00   54,770.99   67,673.00  
U.S. Government Securities   U.S.T. SEC STRIPPED INT GENERIC TINT PMTDUE 11-15-2001 B/E   345,000.00   291,363.30   326,742.60  
U.S. Government Securities   U.S.T. SEC STRIPPED INT GENERIC TINT PMTDUE 11-15-2005 B/E   2,210,000.00   1,176,564.69   1,692,197.00  
U.S. Government Securities   U.S.T. SEC STRIPPED INT GENERIC TINT PMTDUE 11-15-2008 B/E   1,670,000.00   925,328.06   1,082,443.90  
U.S. Government Securities   U.S.T. SEC STRIPPED INT GENERIC TINT PMTDUE 8-15-2001 B/E   410,000.00   199,557.59   393,202.30  
U.S. Government Securities   U.S.T. SEC STRIPPED INT GENERIC TINT PMTDUE 8-15-2002 B/E   1,025,000.00   731,766.97   932,104.25  
U.S. Government Securities   U.S.T. SEC STRIPPED INT PMT GENERIC TINTPMT DUE 11-15-2004 REG   2,020,000.00   1,369,807.71   1,633,594.20  
U.S. Government Securities   U.S.T. SEC STRIPPED INT PMT GENERIC TINTPMT DUE 11-15-2014 REG   1,740,000.00   501,343.06   787,715.40  
U.S. Government Securities   U.S.T. SEC STRIPPED INT PMT GENERIC TINTPMT DUE 5-15-02 B/E   290,000.00   266,631.80   267,368.40  
U.S. Government Securities   U.S.T. SEC STRIPPED INT PYMT GENERIC TINT PYMT DUE 11-15-16 REG   1,050,000.00   339,745.92   421,365.00  
U.S. Government Securities   US T BOND 6.25% (WI) BDS 15/05/2030   880,000.00   946,756.67   962,640.80  
U.S. Government Securities   US TREAS BD STRIPPED PRIN PMT 08-15-2021REG   5,645,000.00   1,184,829.05   1,712,297.85  
U.S. Government Securities   US TREAS BD STRIPPED PRIN PMT 11-15-2016REG   100,000.00   24,578.20   39,969.00  
U.S. Government Securities   US TREAS BDS 6.125 DUE 08-15-2029 REG   40,000.00   40,625.00   42,624.80  
U.S. Government Securities   US TREAS BDS BD 5.25 DUE 02-15-2029 REG   10,000.00   9,191.19   9,400.00  
U.S. Government Securities   US TREAS BDS DTD 08/15/1993 6.25 DUE 08-15-2023 REG   10,000.00   8,920.88   10,603.10  
U.S. Government Securities   US TREAS BILLS 02-01-2001   55,000.00   51,828.86   51,828.86  
U.S. Government Securities   US TREAS BILLS 12-07-2000   970,000.00   957,717.84   969,020.30  
U.S. Government Securities   US TREAS BILLS 12-21-2000   8,000,000.00   7,810,755.00   7,972,239.58  
U.S. Government Securities   US TREAS CPN / BOOK ENTRY SAFEKEEPING 05-15-2005 REG   1,080,625.00   205,221.49   836,857.61  
U.S. Government Securities   US TREAS DET CPN EXCL 14.25 DUE 02-15-2002 REG   1,000,000.00   147,670.00   1,000,000.00  
U.S. Government Securities   US TREAS NT 4.75 DUE 02-15-2004 REG   16,000.00   15,855.74   15,624.96  
U.S. Government Securities   US TREAS NT SER A-2003 6.25 2-15-2003 REG   16,000.00   16,719.73   16,204.96  
U.S. Government Securities   US TREAS NT STRIPPED PRIN PMT 05-15-2002REG   190,000.00   167,074.60   174,876.00  
U.S. Government Securities   US TREAS NT STRIPPED PRIN PMT 11-15-2001REG   1,175,000.00   1,055,330.63   1,109,670.00  
U.S. Government Securities   US TREAS NTS 6.25 DUE 02-28-2002 REG   16,000.00   16,578.73   16,064.96  
U.S. Government Securities   US TREAS NTS 6.25 DUE 06-30-2002 REG   145,000.00   148,307.81   145,996.15  
U.S. Government Securities   US TREAS NTS 7.875 DUE 08-15-2001 REG   95,000.00   106,444.33   96,098.20  
U.S. Government Securities   US TREAS NTS 8 DUE 05-15-2001 REG   35,000.00   38,229.08   35,278.95  
U.S. Government Securities   US TREAS NTS DTD 00844 5 DUE 02-28-2001 REG   16,000.00   16,075.89   15,944.96  
U.S. Government Securities   US TREAS NTS DTD 00858 5.875 DUE 11-15-2004 BEO   70,000.00   69,611.72   70,842.10  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2001REG   85,000.00   42,727.85   83,968.95  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2002REG   170,000.00   91,745.65   159,199.90  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2004REG   180,000.00   65,460.38   151,327.80  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2005REG   1,350,000.00   582,815.14   1,075,612.50  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2006REG   70,000.00   49,207.90   52,799.60  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2008REG   15,000.00   5,816.35   10,106.55  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2010REG   765,000.00   391,105.53   460,285.20  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2012REG   185,000.00   55,635.23   98,760.40  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2014REG   125,000.00   51,496.25   59,162.50  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2018REG   115,000.00   34,363.78   42,711.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 02-15-2025REG   733,000.00   166,994.41   183,250.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2001REG   250,000.00   107,003.96   243,322.50  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2004REG   456,000.00   226,205.63   378,297.30  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2005REG   642,000.00   316,316.24   504,427.56  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2007REG   405,000.00   229,738.30   284,615.65  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2008REG   375,000.00   176,532.63   249,219.15  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2009REG   515,000.00   218,649.87   323,368.50  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2010REG   2,435,000.00   1,279,787.95   1,443,735.85  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2012REG   150,000.00   50,500.50   78,834.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2015REG   160,000.00   36,672.75   70,209.60  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2016REG   135,000.00   41,789.34   55,748.25  

22


U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2020REG   14,535,000.00   4,537,463.25   4,747,276.35  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2003REG   2,090,000.00   1,409,144.05   1,805,028.50  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2005REG   1,312,000.00   590,142.31   1,017,718.40  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2006REG   564,000.00   350,991.60   414,049.32  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2007REG   523,000.00   257,485.99   362,642.97  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2008REG   335,000.00   157,392.83   219,612.60  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2009REG   515,000.00   243,540.22   319,207.30  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2012REG   220,000.00   68,198.31   113,942.40  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2013REG   140,000.00   41,527.37   68,250.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2020REG   20,000.00   5,812.78   6,438.60  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2002REG   650,000.00   315,976.83   583,888.50  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2006REG   245,000.00   132,129.58   177,245.25  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2007REG   102,000.00   39,785.97   69,793.50  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2009REG   1,170,000.00   565,213.80   715,946.40  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2011REG   625,000.00   305,816.27   340,900.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2013REG   300,000.00   83,055.43   144,111.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 11-15-2015REG