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, 1999
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, 1999 and 1998, and the related
statements of changes in net assets available for plan benefits for the
years then ended. These financial statements and supplementary
schedules referred to below are the responsibility of the Plan's
Management. Our responsibility is to express an opinion on these
financial statements and supplementary schedules based on our audits.
We conducted our audits in accordance with generally accepted auditing
standards. 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, 1999 and 1998, and the
changes in its net assets available for plan benefits for the years
then ended in conformity with generally accepted accounting
principles.
Our audits were made for the purpose of forming an opinion on the
financial statements taken as a whole. The supplemental schedule of
reportable transactions or series of transactions and the supplemental
schedule of plan assets are presented for purposes of additional
analysis and are not a required part of the basic financial statements
but are supplementary information required by the Department of Labor's
Rules and Regulations for Reporting and Disclosure under the Employee
Retirement Income Security Act of 1974. The supplemental schedules
have been subjected to the auditing procedures applied in the audits of
the basic financial statements and, in our opinion, are fairly stated,
in all material respects, in relation to the basic financial statements
taken as a whole.
ARTHUR ANDERSEN LLP
Chicago, Illinois
May 26, 2000
UNITED AIR LINES, INC.
_____________________
PILOTS' DIRECTED ACCOUNT RETIREMENT INCOME PLAN
________________________________________________
STATEMENT OF NET ASSETS AVAILABLE FOR PLAN BENEFITS
___________________________________________________
(In Thousands)
November 30
__________________
1999 1998
__________________
Investments, at fair value
Money Market Fund $513,888 $463,277
UAL Stock Fund 126,444 168,612
Short-Term Securities Fund 79,415 94,435
Diversified Bond Fund 96,699 110,935
Government Bond Fund 43,758 61,359
Income/Value Equity Fund 155,688 161,333
Growth Equity Fund 407,266 364,349
Small Cap Equity Fund 232,223 232,453
International Equity Fund 171,175 126,292
S & P 500 Index Fund 398,616 377,500
Individual Brokerage Account 159,745 108,092
Mutual Fund Option 49,799 47,363
Participant Loan Fund 22,181 23,593
NET ASSETS AVAILABLE __________ __________
FOR PLAN BENEFITS $2,456,897 $2,339,593
__________ __________
__________ __________
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
______________________
1999 1998
______________________
NET ASSETS AVAILABLE FOR PLAN BENEFITS,
beginning of year $2,339,593 $2,317,609
----------- -----------
CONTRIBUTIONS
Employer 11,249 10,430
Employee 4,369 3,645
----------- -----------
15,618 14,075
TRANSFERS BETWEEN FUNDS - -
----------- -----------
RESULTS OF INVESTMENT ACTIVITY
Dividends 14,933 14,972
Interest 50,943 50,275
Other income (expense), net 2,523 (487)
Net appreciation
(depreciation)
in value of investments 323,679 140,176
----------- -----------
392,078 204,936
BENEFIT PAYMENTS (276,749) (183,462)
----------- ------------
ADMINISTRATIVE EXPENSES (13,643) (13,565)
----------- ------------
NET ASSETS AVAILABLE FOR PLAN BENEFITS,
end of year $2,456,897 $2,339,593
----------- -----------
----------- -----------
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, 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 Intermediate/Long-Term
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
-------------------------
United makes a contribution in an amount equivalent to 1% of a pilot's
earnings to the Plan. 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 1998 and 1999, 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, 1999 and 1998, 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 $4,369,100 and $3,646,097 for 1999
and 1998, 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. 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
-----------
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.
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.
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 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.
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 first
ten different investment funds.
As of November 30, 1999, 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 Company
--------------------------
(Formerly known as the Short Term
Government Securities Fund)
Diversified Bond Fund - Western Asset Management Company
----------------------
(Formerly known as the
Intermediate/Long Term Bond Fund)
Government Bond Fund - Frank Russell Trust Company
--------------------
Income/Value Equity Fund - West Peak 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 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 Management,
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
-------------------
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. SUBSEQUENT EVENT
----------------
Effective April 2000, the Company contribution to the plan increased from
1% to 9%.
6. NET ASSETS AVAILABLE FOR PLAN BENEFITS
Components of funds as of November 30, 1999 were:
Money UAL Short-Term Diversified Government
Market Stock Securities Bond Bond
Fund Fund Fund Fund Fund
---- ---- ---- ----- -----
(In Thousands)
Investments,
at fair value
Short-term
Securities $515,606 $ - $ - $ - $ -
Notes and
Bonds - - 92,676 114,124 40,547
Common stock
And common
Stock funds - 125,174 - - -
Preferred
Securities - - - 386 -
Mutual funds - - - - -
------- -------- ------------ ----------- ---------
515,606 125,174 92,676 114,510 40,547
Miscellaneous
assets, primarily
Pending foreign
Exchange purchases - - - - -
Due from brokers
for securities
sold - 469 13,930 931 -
Cash and cash
Equivalents 427 810 5,350 16,103 3,488
Miscellaneous
liabilities,
primarily
pending foreign
exchange sales (2,145) (9) (5) (7) (63)
Due to brokers for
securities
purchased - - (32,536) (34,838) (214)
------- -------- ------------ ----------- ---------
$513,888 $126,444 $ 79,415 $ 96,699 $ 43,758
_______ ________ ____________ ___________ ________
------- -------- ------------ ----------- --------
6. NET ASSETS AVAILABLE FOR PLAN BENEFITS
Components of funds as of November 30, 1999 were:
Income/ Small S & P
Value Growth Cap International 500
Equity Equity Equity Equity Index
Fund Fund Fund Fund Fund
---- ---- ----- ---- ----
(In Thousands)
Investments,
at fair value
Short-term
Securities $ 11,154 $ 32,565 $ 20,804 $ - $ -
Notes and
Bonds 1,489 2,482 1,489 1,491 967
Common stock
And common
Stock funds 136,622 364,662 199,841 135,096 390,163
Preferred
Securities 1,671 710 - 2,141 -
Mutual funds - - - - -
------- -------- --------- --------- -------
150,936 400,419 222,134 138,728 391,130
Miscellaneous
assets,
primarily
Pending
foreign
Exchange
purchases - - - 34,745 -
Due from
brokers
for securities
sold 399 3,471 2,200 579 203
Cash and cash
Equivalents 5,022 7,710 9,844 33,195 7,429
Miscellaneous
liabilities,
primarily
pending foreign
exchange sales (15) (35) (26) (35,475) (23)
Due to brokers for
securities
purchased (654) (4,299) (1,929) (597) (123)
------- -------- --------- --------- --------
$155,688 $407,266 $232,223 $171,175 $398,616
------- -------- --------- --------- --------
------- -------- --------- --------- --------
6. NET ASSETS AVAILABLE FOR PLAN BENEFITS
Components of funds as of November 30, 1999 were:
Individual
Brokerage Mutual Participant
Account Fund Loan
Option Option Fund Total
------- -------- ----- -----
(In Thousands)
Investments,
at fair value
Short-term
Securities $ 19,527 $ - $ - $599,656
Notes and
Bonds 1,813 - - 257,078
Common stock
And common
Stock funds 137,068 - - 1,488,626
Preferred
Securities 318 - - 5,226
Mutual funds - 49,799 - 49,799
------- -------- ------- ---------
158,726 49,799 - 2,400,385
Miscellaneous
assets, primarily
Pending foreign
Exchange
purchases 2 - 22,221 56,968
Due from brokers - - - 22,182
for securities
sold
Cash and cash
Equivalents 1,017 - (40) 90,355
Miscellaneous
liabilities,
primarily
pending foreign
exchange sales - - - (37,803)
Due to brokers for
securities
purchased - - - (75,190)
------- -------- ------- ---------
$159,745 $ 49,799 $ 22,181 $2,456,897
_______ ________ _______ __________
------- -------- ------- ----------
6. NET ASSETS AVAILABLE FOR PLAN BENEFITS
Components of funds as of November 30, 1998 were:
Money UAL Short-Term Diversified Government
Market Stock Securities Bond Bond
Fund Fund Fund Fund Fund
---- ---- ---- ----- -----
(In Thousands)
Investments,
at fair value
Short-term
securities $464,284 $ - $ - $ - $ -
Notes and
bonds - - 112,845 99,228 57,881
Common stock
and common
stock funds - 166,703 - - -
Preferred
securities - - - - -
Mutual funds - - - - -
-------- -------- -------- --------- --------
464,284 166,703 112,845 99,228 57,881
Miscellaneous
assets,
primarily
pending foreign
exchange
purchases - - - - -
Due from brokers
for securitites
sold - 118 3,144 10,467 -
Cash and cash
equivalents 868 1,802 - 31,658 3,606
Miscellaneous
liabilities,
primarily
pending foreign (1,875) (11) (14,090) (20) (128)
exchange sales
Due to brokers for
securities
purchased - - (7,464) (30,398) -
-------- -------- --------- --------- ---------
$463,277 $168,612 $ 94,435 $110,935 $ 61,359
-------- -------- --------- --------- ---------
-------- -------- --------- --------- ---------
6. NET ASSETS AVAILABLE FOR PLAN BENEFITS
Components of funds as of November 30, 1998 were:
Income/ Small S & P
Value Growth Cap International 500
Equity Equity Equity Equity Index
Fund Fund Fund Fund Fund
---- ----- ----- ---- ----
(In Thousands)
Investments,
at fair value
Short-term
securities $5,337 $37,845 $25,340 $ - $ -
Notes and
bonds 1,016 1,524 1,524 3,124 969
Common stock
and common
stock funds 147,921 308,887 198,543 106,522 365,722
Preferred
securities 1,755 811 - 2,624 -
Mutual funds - - - - -
--------- -------- --------- -------- --------
156,029 349,067 225,372 112,291 366,691
Miscellaneous
assets,
primarily
pending foreign
exchange purchases - - - 30,082 -
Due from brokers
for securities
sold 62 1,567 1,070 284 -
Cash and cash
equivalents 6,022 15,330 7,537 13,785 11,165
Miscellaneous
liabilities,
primarily
pending foreign
exchange sales (163) (837) (545) (29,780) (356)
Due to brokers for
securities
purchased (617) (778) (981) (372) -
--------- -------- --------- --------- ---------
$161,333 $364,349 $232,453 $126,292 $377,500
--------- -------- --------- --------- --------
--------- -------- --------- --------- --------
6. NET ASSETS AVAILABLE FOR PLAN BENEFITS
Components of funds as of November 30, 1998 were:
Individual
Brokerage Mutual Participant
Account Fund Loan
Option Option Fund Total
------- -------- ----- -----
(In Thousands)
Investments,
at fair value
Short-term
Securities $ 11,808 $ - $ - $544,614
Notes and
Bonds 544 - - 278,655
Common stock
And common
Stock funds 42,690 - - 1,336,974
Preferred
Securities - - - 5,190
Mutual funds 52,435 47,363 - 99,798
------- -------- -------- ---------
107,477 47,363 - 2,265,231
Miscellaneous
assets, primarily
Pending foreign
Exchange purchases - - 23,593 53,675
Due from brokers - - - 16,712
for securities
sold
Cash and cash
Equivalents 615 - - 92,390
Miscellaneous
liabilities,
primarily
pending foreign
exchange sales - - - (47,805)
Due to brokers for
securities
purchased - - - (40,610)
------- -------- ------- ----------
$108,092 $ 47,363 $ 23,593 $2,339,593
_______ ________ _______ __________
------- -------- ------- ----------
7. CHANGES IN NET ASSETS AVAILABLE FOR PLAN BENEFITS
Changes by fund for the year ended November 30, 1999 were:
Money UAL Short-Term Diversified Government
Market Stock Securities Bond Bond
Fund Fund Fund Fund Fund
---- ---- ---- ----- -----
(In Thousands)
Net assets at
beginning of
year $463,277 $168,612 $ 94,435 $110,935 $ 61,359
Contributions
Employer 3,234 - 204 488 118
Employee 2,811 - 246 150 -
---------- ---------- ----------- ---------- ---------
6,045 - 450 638 118
Transfers
between
funds 167,031 (58,453) (9,861) (9,662) (7,752)
Investment
activity
Dividends - - - 15 -
Interest 27,406 - 6,853 5,774 934
Other income
(expense),net 299 5 1,200 6,314 (66)
Net appreciation
(depreciation)
in value of
investments - 17,030 (2,542) (7,076) (2,785)
Benefit payments (142,893) - (10,555) (9,552) (7,781)
Participant loans (5,258) - - - -
Administrative
expenses (2,019) (750) (565) (687) (269)
---------- ---------- ----------- ---------- ---------
Net assets at
end of year $513,888 $126,444 $ 79,415 $ 96,699 $ 43,758
---------- ---------- ----------- ---------- ---------
---------- ---------- ----------- ---------- ---------
7. CHANGES IN NET ASSETS AVAILABLE FOR PLAN BENEFITS
Changes by fund for the year ended November 30, 1999 were:
Income/ Small S & P
Value Growth Cap International 500
Equity Equity Equity Equity Index
Fund Fund Fund Fund Fund
---- ----- ----- ---- ----
(In Thousands)
Net assets at
beginning of
year $161,333 $364,349 $232,453 $126,292 $377,500
Contributions
Employer 727 2,015 1,557 861 2,045
Employee 49 698 170 61 184
---------- ---------- ----------- ---------- -------
776 2,713 1,727 922 2,229
Transfers
between
funds (7,328) (27,773) (35,573) 15,277 (17,489)
Investment
activity
Dividends 2,831 2,691 1,227 1,966 5,561
Interest 1,101 2,594 1,940 856 443
Other income
(expense),net (342) (1,709) (1,255) (2,653) (1,213)
Net appreciation
(depreciation)
in value of
investments 12,187 97,443 49,150 39,126 68,707
Benefit payments (13,703) (30,427) (15,295) (8,930) (35,515)
Participant loans - - - - -
Administrative
expenses (1,167) (2,615) (2,151) (1,681) (1,607)
---------- ---------- ----------- ---------- ---------
Net assets at $155,688 $407,266 $232,223 $171,175 $398,616
end of year
---------- ---------- ----------- ---------- ---------
---------- ---------- ----------- ---------- ---------
7. CHANGES IN NET ASSETS AVAILABLE FOR PLAN BENEFITS
Changes by fund for the year ended November 30, 1999 were:
Individual Mutual Participant
Brokerage Fund Loan
Account Option Fund Total
------- -------- ----- -----
(In Thousands)
Net assets at
beginning of
year $108,092 $ 47,363 $ 23,593 $2,339,593
Contributions
Employer - - - 11,249
Employee - - - 4,369
---------- ---------- ----------- ----------
- - - 15,618
Transfers
between
funds 8,045 (7,755) (8,707) -
Investment
activity
Dividends 642 - - 14,933
Interest 965 - 2,077 50,943
Other income
(expense),net 1,943 - - 2,523
Net
appreciation
(depreciation)
in value of
investments 42,117 10,322 - 323,679
Benefit payments (2,058) - (40) (276,749)
Participant loans - - 5,258 -
Administrative
expenses (1) (131) - (13,643)
---------- ---------- ----------- ----------
Net assets at
end of year $159,745 $ 49,799 $ 22,181 $2,456,897
---------- ---------- ----------- ----------
---------- ---------- ----------- ----------
7. CHANGES IN NET ASSETS AVAILABLE FOR PLAN BENEFITS
Changes by fund for the year ended November 30, 1998 were:
Money UAL Short-Term Diversified Government
Market Stock Securities Bond Bond
Fund Fund Fund Fund Fund
---- ---- ---- ----- -----
(In Thousands)
Net assets at
beginning of
year $479,902 $158,049 $ 90,689 $ 98,057 $ 59,912
Contributions
Employer 3,175 - 225 458 124
Employee 2,371 - 53 46 1
-------- --------- -------- --------- --------
5,546 - 278 504 125
Transfers between
funds 67,288 56,222 7,274 11,361 (3,655)
Investment activity
Dividends - - - - -
Interest 28,318 1,677 7,060 6,000 914
Other income
(expense), net 298 (2,205) 236 328 100
Net appreciation
(depreciation)
in value of
investments - (44,276) (1,182) 2,034 7,715
Benefit payments (106,211) - (9,361) (6,683) (3,422)
Participant loans (9,941) - - - -
Administrative
expenses (1,923) (855) (559) (666) (330)
-------- --------- -------- --------- --------
Net assets at
end of year $463,277 $168,612 $ 94,435 $110,935 $61,359
-------- --------- -------- --------- ----------
-------- --------- -------- --------- ----------
7. CHANGES IN NET ASSETS AVAILABLE FOR PLAN BENEFITS
Changes by fund for the year ended November 30, 1998 were:
Income/ Small S & P
Value Growth Cap International 500
Equity Equity Equity Equity Index
Fund Fund Fund Fund Fund
---- ----- ----- ---- ----
(In Thousands)
Net assets at
beginning of
year $184,543 $281,629 $320,969 $133,590 $346,384
Contributions
Employer 779 1,483 1,723 845 1,618
Employee 72 418 258 102 324
-------- ---------- -------- ---------- -------
851 1,901 1,981 947 1,942
Transfers between
funds (27,622) 17,117 (74,159) (17,547) (26,597)
Investment activity
Dividends 3,292 2,465 1,504 2,014 5,337
Interest 866 1,074 769 838 65
Other income
(expense), net 292 (2,566) 2,750 1,472 (1,876)
Net appreciation
(depreciation)
in value of
investments 10,866 78,542 (8,221) 13,023 70,342
Benefit payments (10,463) (13,714) (10,523) (6,448) (16,637)
Participant loans - - - - -
Administrative
expenses (1,292) (2,099) (2,617) (1,597) (1,460)
-------- ---------- -------- ---------- ----------
Net assets at
end ofyear $161,333 $364,349 $232,453 $126,292 $377,500
-------- ---------- -------- ---------- ----------
-------- ---------- -------- ---------- ----------
7. CHANGES IN NET ASSETS AVAILABLE FOR PLAN BENEFITS
Changes by fund for the year ended November 30, 1998 were:
Individual
Brokerage Mutual Participant
Account Fund Loan
Option Option Fund Total
------- -------- ----- -----
(In Thousands)
Net assets at
beginning of year $ 88,043 $ 56,713 $ 19,129 $2,317,609
Contributions
Employer - - - 10,430
Employee - - - 3,645
---------- ---------- ----------- ----------
14,075
Transfers between
funds 9,199 (10,613) (8,268) -
Investment activity
Dividends 360 - - 14,972
Interest 587 - 2,107 50,275
Other income - - 684 (487)
(expense),net
Net appreciation
(depreciation)
in value of
investments 9,903 1,430 - 140,176
Benefit payments - - - (183,462)
Participant loans - - 9,941 -
Administrative
expenses - (167) - (13,565)
---------- ---------- ----------- ----------
Net assets at
end of year $108,092 $47,363 $23,593 $2,339,593
---------- ---------- ----------- ----------
---------- ---------- ----------- ----------
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 30, 2000 By /s/ Frederic F. Brace
_____________________
Frederic F. Brace
Member, United Air
Lines, Inc. Pension
and Welfare Plans
Administration Committee
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
55,759.91 55,759.91 55,759.91 Non-Interest Bearing Cash - Australian dollar
USD
11.73 11.73 11.73 Non-Interest Bearing Cash - Brazilian real
USD
397.55 397.55 397.55 Non-Interest Bearing Cash - Canadian dollar
USD
578.29 578.29 578.29 Non-Interest Bearing Cash - Swiss franc
USD
112.34 112.34 112.34 Non-Interest Bearing Cash - Danish krone
USD
566,553.38 566,553.38 566,553.38 Non-Interest Bearing Cash - Euro
USD
508,966.27 508,966.27 508,966.27 Non-Interest Bearing Cash - British pound sterling
USD
(771,713.32) (771,713.32) (771,713.32) Non-Interest Bearing Cash - Hong Kong dollar
USD
0.10 0.10 0.10 Non-Interest Bearing Cash - Indonesian rupiah
USD
1,046,863.13 1,046,863.13 1,046,863.13 Non-Interest Bearing Cash - Japanese yen
USD
107.30 107.30 107.30 Non-Interest Bearing Cash - Mexican nuevo peso
USD
42,027.14 42,027.14 42,027.14 Non-Interest Bearing Cash - Malaysian ringgit
USD
22.23 22.23 22.23 Non-Interest Bearing Cash - Norwegian krone
USD
196.53 196.53 196.53 Non-Interest Bearing Cash - New Zealand dollar
USD
68.75 68.75 68.75 Non-Interest Bearing Cash - Swedish krona
USD
486.80 486.80 486.80 Non-Interest Bearing Cash - Singapore dollar
USD
2,287,011.94 2,287,011.94 2,287,011.94 Non-Interest Bearing Cash - United States dollar
USD
-- - (37,732.20) Receivable Income - USD United States dollar
1,303,231.36 1,334,281.50 - Receivables - Other - USD Pending foreign exchange purchases: Australian dollar
10,245,237.92 10,676,825.44 - Receivables - Other - USD Pending foreign exchange purchases: Euro
7,428,335.40 7,580,445.09 - Receivables - Other - USD Pending foreign exchange purchases: British pound
sterling
11,597,170.95 11,324,841.29 - Receivables - Other - USD Pending foreign exchange purchases: Japanese yen
7,419.76 7,502.10 - Receivables - Other - USD Pending foreign exchange purchases: Philippine peso
4,088,145.95 4,088,145.95 - Receivables - Other - USD Pending foreign exchange purchases: United States
dollar
42,607.09 42,525.32 - Receivables - Other - USD Pending trade sales: Australian dollar
318,076.00 329,243.83 - Receivables - Other - USD Pending trade sales: Euro
104,036.54 105,936.66 - Receivables - Other - USD Pending trade sales: British pound sterling
114,543.85 114,656.05 - Receivables - Other - USD Pending trade sales: Japanese yen
1,128,719.55 1,151,084.84 - Receivables - Other - USD Pending trade sales: New Zealand dollar
20,474,530.13 20,474,530.13 - Receivables - Other - USD Pending trade sales: United States dollar
70,562.66 70,562.66 70,562.66 Interest Bearing Cash - USD Australian dollar
96,175.00 96,175.00 96,175.00 Interest Bearing Cash - USD Swiss franc
3,248.60 3,248.60 3,248.60 Interest Bearing Cash - USD Danish krone
198,358.76 198,358.76 198,358.76 Interest Bearing Cash - USD Euro
102,729.91 102,729.91 102,729.91 Interest Bearing Cash - USD British pound sterling
81,376.18 81,376.18 81,376.18 Interest Bearing Cash - USD Hong Kong dollar
496,129.57 496,129.57 496,129.57 Interest Bearing Cash - USD Japanese yen
9,219.03 9,219.03 9,219.03 Interest Bearing Cash - USD Mexican nuevo peso
18,234.82 18,234.82 18,234.82 Interest Bearing Cash - USD Norwegian krone
6,116.39 6,116.39 6,116.39 Interest Bearing Cash - USD New Zealand dollar
2,235.03 2,235.03 2,235.03 Interest Bearing Cash - USD Swedish krona
3,571.43 3,571.43 3,571.43 Interest Bearing Cash - USD Singapore dollar
Page 1 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
50,625,790.79 50,625,790.79 50,625,790.79 Interest Bearing Cash - USD United States dollar
998,750.00 999,296.88 1,000,000.00 U.S. Government Securities & T UNVL CARD MASTER TR SER 1996-3 CL A
VAR RT ABS DUE 09-17-2003 BEO
999,670.00 999,997.42 1,000,000.00 U.S. Government Securities AMERICREDIT AUTOMOBILE RECEIVABLES TR
SER 1999-D 6.41 DUE 02-12-2002 BEO
149,919.00 149,997.21 150,000.00 U.S. Government Securities ANRC AUTO OWNER TR 1999-A NT CL A-2
6.53999 DUE 11-15-2002 BEO
1,095,787.00 1,099,991.97 1,100,000.00 U.S. Government Securities ARCADIA AUTOMOBILE RECEIVABLES TR
1999-BBKD NT CL A-2 5.715 07-15-2002 BEO
1,215,748.13 1,215,811.10 1,222,631.55 U.S. Government Securities BEAR STEARNS MTG SECS INC PASSTHRU CTF
SER 1993-8 CL A-5 6.35 DUE 08-25-202 4
708,886.10 741,956.07 695,647.92 U.S. Government Securities CHASE COML MTG SECS CORP 1996-1 CL A-1
MTG 7.6 PASSTHRU CTF DUE 12-18-2005 REG
926,980.90 975,284.96 959,985.19 U.S. Government Securities CHEM MTG SECS INC SER 1996-1 CL A-8 7.25MO BD
1-25-26 BEO
875,310.00 975,625.00 1,000,000.00 U.S. Government Securities CMO CHASE MTG FIN CORP 1998-AS1 MC MTG
CTF CL IA-8 6.75 DUE 08-25-2028 BEO
457,666.88 471,200.06 455,816.27 U.S. Government Securities CMO COLLATERALIZED MTG SECS CORP
1992-3 CL 3-I 8.00 BD 3-20-2001 BEO001 BEO
201,652.00 199,871.51 200,000.00 U.S. Government Securities CMO COML MTG AST TR SER 1999-C2 PTHRU
CTF A2 7.546 1-17-10 FNL MAT 11-17-31
1,076,469.39 1,118,295.08 1,109,626.13 U.S. Government Securities CMO CWMBS INC PASS THRU CTFS SER 98-4
IIA1 6.75 DUE 06-25-2028 BEO
1,761,240.00 1,997,500.00 2,000,000.00 U.S. Government Securities CMO GE CAP MTG SVCS INC REMIC MC CTF
1993-12 CL 12-A8 6.5 DUE 10-25-2023 BEO
785,327.74 780,969.93 780,969.93 U.S. Government Securities CMO MELLON RESDNTL FDG CORP 99-TBC2 MTG PASSTHRU
CTF CL A-1 6.46 7-25-29 BEO
716.82 783.47 771.30 U.S. Government Securities CMO NORWEST AST SECS CORP 1998-23 PASS
THRU CTF CL A-13 6.75 DUE 10-25-2028
882,574.76 926,331.69 927,200.94 U.S. Government Securities CMO RESDNTL ACCREDIT LNS INC MTG PASS
THRU S-99-QS4 CL A-1 6.25 03-25-14 BEO
2,328,754.79 2,337,256.04 2,338,717.73 U.S. Government Securities CMO RESDNTL FDG MTG SECS I INC PASS THRU
CTF S-94-S3 CL A-1 VAR RT 02-25-24 BEO
190,114.00 188,500.00 200,000.00 U.S. Government Securities Commercial Mortgage Asset Tr
145,508.55 125,013.28 165,000.00 U.S. Government Securities CWMBS INC MTG SER 1993-12 CL A-11 MTG
PASSTHRU 6.625 CTF DUE 02-25-2024 REG
517,935.93 508,807.92 503,614.40 U.S. Government Securities DLJ ACCEP TR SER 1989-2 CL G FLTG RT BD
DUE 10-17-2020
44,156.40 48,875.00 40,000.00 U.S. Government Securities FED HOME LN BNK CONS 9.50 BD DUE 2-25-04REG
165,564.70 170,425.00 170,000.00 U.S. Government Securities FFCB MTN 5.73 06-30-2003
921,102.47 979,671.32 914,245.63 U.S. Government Securities FHA 1 HUNDRED 20 9 7.43% BDS P7-01 01.08.2023
1,215,696.47 1,226,620.45 1,200,438.89 U.S. Government Securities FHA 221D4 P9-00 PROJ GMAC 26 MCP 7.43 BD
DUE 01-01-2021
1,416,279.32 1,515,237.70 1,406,823.64 U.S. Government Securities FHA INSD MTG P/T #091 REILLY 7.43 BD DUE07-01-2023
555,043.87 565,102.10 549,293.43 U.S. Government Securities FHA INSD PROJ #54 GREYSTONE SERV CORP
7.43 GTD MTG CTF DUE 5-1-23 REG
Page 2 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
3,948,920.29 3,980,725.65 3,918,926.01 U.S. Government Securities FHA INSD PROJ GMAC POOL #1 7.483 DUE
04-01-2019 REG
1,833,302.07 1,876,010.95 1,810,384.77 U.S. Government Securities FHA PROJ #075-35261-PM SLEEPY HOLLOW
APTS 7.73 PARTN CTF DUE 05-01-2021
1,825,875.46 1,809,004.92 1,800,004.89 U.S. Government Securities FHA USGI PROJ LN #2063P6 7.44 BD DUE
08-01-2022
174,207.25 174,835.94 175,000.00 U.S. Government Securities FHLB 5.5 BD DUE 07-14-2000 BEO
219,199.50 226,001.95 225,000.00 U.S. Government Securities FHLB 5.760 08-04-2003
272,206.00 273,311.23 275,000.00 U.S. Government Securities FHLB 6 08-15-2002
87,217.65 89,356.25 85,000.00 U.S. Government Securities FHLB 7.31 06-16-2004
278,863.20 280,043.75 280,000.00 U.S. Government Securities FHLB BD 5.55 08-17-2000
95,656.00 101,156.25 100,000.00 U.S. Government Securities FHLB BD 5.805 08-17-2005
426,130.50 439,747.50 425,000.00 U.S. Government Securities FHLB DTD 04/07/1995 7.08 04-07-2000
103,328.00 109,249.00 100,000.00 U.S. Government Securities FHLB VAR RT BD DUE 08-19-2004
2,822,039.37 2,857,926.57 2,609,978.61 U.S. Government Securities FHLMC 10.25% SER J CL 4 31.12.14
857,250.00 864,562.50 900,000.00 U.S. Government Securities FHLMC 6.55 PL# 999999 02.01.2000
75,468.75 78,345.70 75,000.00 U.S. Government Securities FHLMC 6.81 DEB DUE 4-1-04 BEO
215,380.20 215,484.38 210,000.00 U.S. Government Securities FHLMC 7.750 DEB DUE 11-7-2001 REG
1,561,000.00 1,575,000.00 1,600,000.00 U.S. Government Securities FHLMC GOLD 7.0% PL# 99999 TBA 01.01.30
1,783,647.21 1,865,209.18 1,905,097.15 U.S. Government Securities FHLMC GOLD E00627 5.5 02-01-2014
1,365,265.34 1,386,225.79 1,303,916.09 U.S. Government Securities FHLMC GROUP #A0-0952 9.0 MTG PARTN CTF
DUE 09-01-2000 REG
622,847.66 643,716.99 614,526.96 U.S. Government Securities FHLMC GROUP #B0-0083 8.5 MTG PARTN CTF
DUE 11-01-2002 REG
484,581.79 491,330.89 478,108.20 U.S. Government Securities FHLMC GROUP #B00549 8.5 MTG PARTN CTF
DUE 04-01-2004 REG
250,390.00 252,031.25 250,000.00 U.S. Government Securities FHLMC MULTICLASS SER 1475 CL H 6.75 MTG
PARTN CTF DUE 04-15-2006 REG
42,707.09 91,162.44 574,251.60 U.S. Government Securities FHLMC MULTICLASS SER 1564 CL I 6.5 MTG
PARTN CTF DUE 05-15-2007 REG
30,345.56 194,959.86 1,407,493.50 U.S. Government Securities FHLMC MULTICLASS SER 1577 CL PL 6.5 MTG
PARTN CTF DUE 07-15-2018 REG
183,289.20 183,350.00 190,000.00 U.S. Government Securities FHLMC MULTICLASS SER 1594 CL J 6.0 MTG
PARTN CTF DUE 10-15-2008 REG
107,902.74 253,464.89 1,702,177.61 U.S. Government Securities FHLMC MULTICLASS SER 1618 6.0 MTG
PARTN CTF DUE 10-15-2007 REG
59,737.44 62,112.54 59,091.57 U.S. Government Securities FHLMC MULTICLASS SER 1856 CL 1856-ZE 8
06-15-2018
1,014,680.00 1,032,500.00 1,000,000.00 U.S. Government Securities FHLMC MULTICLASS SER 1869 CL J 8.0 MTG
PARTN CTF DUE 12-15-2024 REG
316,852.82 320,946.18 315,571.60 U.S. Government Securities FHLMC MULTICLASS SER 1971 CL E 7.5 MTG
PARTN CTF DUE 01-20-2024 REG
Page 3 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
654,005.52 664,716.14 663,989.94 U.S. Government Securities FHLMC MULTICLASS SER E3 CL A 6.324 MTG
PARTN CTF DUE 08-15-2032 REG
63,181.39 64,037.15 58,315.00 U.S. Government Securities FHLMC POOL #306670 11.25 GTD PARTN CTF
DUE 04-01-2019 REG
1,300,589.29 1,319,104.39 1,303,039.00 U.S. Government Securities FHLMC-GNMA REMIC TR SER 30 CL E 6.6 GTD MTG
PASS THRU CTF DUE 07-25-2018 REG
8,068,725.00 8,161,687.50 8,720,000.00 U.S. Government Securities FNMA 6% PL#9999 TBA 15.01.2029
324,187.50 326,007.50 325,000.00 U.S. Government Securities FNMA 6.16 MTN DUE 03-29-2001 REG
89,577.90 91,926.56 90,000.00 U.S. Government Securities FNMA 6.23 MTN DUE 03-01-2002 BEO
1,533,021.88 1,549,931.50 1,610,000.00 U.S. Government Securities FNMA 6.5% PL# 999999 01.12.2025
276,504.25 283,316.00 275,000.00 U.S. Government Securities FNMA 6.69 MTN DUE 08-07-2001 REG
482,272.25 509,140.62 475,000.00 U.S. Government Securities FNMA 7.05 BD DUE 11-12-2002 REG
1,990,625.00 2,006,875.00 2,000,000.00 U.S. Government Securities FNMA 7.5% PL# 999999 25.01.2030
737,776.80 756,320.31 720,000.00 U.S. Government Securities FNMA 7.55 BD DUE 4-22-02 REG
306,843.00 343,196.43 300,000.00 U.S. Government Securities FNMA 9.20 DEB DUE 9-11-2000 REG
617,759.45 682,843.76 605,000.00 U.S. Government Securities FNMA DEB 8.25 12-18-2000
162,576.15 166,521.09 165,000.00 U.S. Government Securities FNMA MTN 5.89 11-06-2002
1,841,538.39 1,824,087.10 1,792,530.60 U.S. Government Securities FNMA POOL #066414 ADJ RT DUE 09-01-2028 REG
9,242.05 9,539.48 9,196.07 U.S. Government Securities FNMA POOL #067329 10 DUE 11-01-2001 REG
121,095.30 124,171.80 118,682.72 U.S. Government Securities FNMA POOL #080323 8.875 DUE 06-01-2007 REG
626,231.58 629,368.27 607,443.36 U.S. Government Securities FNMA POOL #251939 8.5 DUE 05-01-2027 REG
647,601.60 661,082.48 661,027.06 U.S. Government Securities FNMA POOL #300309 6.125 DUE 12-01-2024 REG
2,025,117.78 2,059,508.99 2,019,745.26 U.S. Government Securities FNMA POOL #313968 ADJ RT DUE 12-01-2027 REG
1,220,991.55 1,232,622.68 1,220,796.22 U.S. Government Securities FNMA POOL #323115 ADJ RT DUE 11-01-2027 REG
673,892.33 677,165.62 653,674.19 U.S. Government Securities FNMA POOL #417805 8.5 DUE 05-01-2027 REG
699,895.58 703,282.96 683,213.55 U.S. Government Securities FNMA POOL #420656 8 DUE 07-01-2017 REG
764,055.36 762,299.72 749,073.88 U.S. Government Securities FNMA POOL #443624 ADJ RT DUE 05-01-2023 REG
1,033,387.22 1,023,958.52 974,039.02 U.S. Government Securities FNMA POOL #516051 9.5 DUE 01-01-2021 REG
4,254.43 4,226.51 4,066.40 U.S. Government Securities FNMA POOL #516052 9 DUE 08-01-2021 REG
159,600.00 160,980.09 160,000.00 U.S. Government Securities FNMA PREASSIGN 00636 5.72 05-22-2000
87,133.91 72,074.75 3,585.81 U.S. Government Securities FNMA REMIC TR 1992-142 KB 1197.96765 08-25-2007
335,938.48 321,462.65 340,190.87 U.S. Government Securities FNMA REMIC TR SER 1992-103 CL JC 5.0 GTDMTG
PASS THRU CTF DUE 11-25-2020 REG
321,593.24 308,284.60 330,157.53 U.S. Government Securities FNMA REMIC TR SER 1993-162 CL C 3.0 GTD MTG
PASS THRU CTF DUE 08-25-2023 REG
770,138.74 762,865.45 763,700.74 U.S. Government Securities FNMA REMIC TR SER 1996-39 CL H 8.0 GTD
MTG PASS THRU CTF DUE 11-25-2023 REG
69,102.86 69,406.70 69,450.11 U.S. Government Securities FNMA REMIC TR SER 221 CL A 6.0 GTD MTG
PASS THRU CTF DUE 11-25-2006 REG
1,154,748.76 1,171,282.57 1,177,168.40 U.S. Government Securities FNMA STRIPPED POOL #35453 MTG BCK SEC
SMBS SER K CL K-1 6% DUE 11-1-08 REG
Page 4 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
1,902,500.00 1,921,875.00 2,000,000.00 U.S. Government Securities FNMA TBA 6.5% TBA PL9999999 01.01.30
43,465.69 43,264.28 39,476.94 U.S. Government Securities GNMA GPM POOL #090947 11 DUE 01-15-2010 REG
26,986.01 26,860.91 24,509.56 U.S. Government Securities GNMA GPM POOL #092213 11 DUE 07-15-2010 REG
50,205.71 49,973.05 45,598.44 U.S. Government Securities GNMA GPM POOL #092923 11 DUE 09-15-2010 REG
120,122.61 118,807.37 108,407.06 U.S. Government Securities GNMA GPM POOL #098572 11 DUE 06-15-2013 REG
2,907.82 2,901.24 2,670.89 U.S. Government Securities GNMA GPM POOL #099264 10.5 DUE
07-15-2013 REG
41,990.24 41,895.39 38,568.80 U.S. Government Securities GNMA GPM POOL #099519 10.5 DUE
08-15-2013 REG
2,447.80 2,629.73 2,426.52 U.S. Government Securities GNMA POOL #127644 11 DUE 09-15-2000 REG
960.68 1,032.10 952.33 U.S. Government Securities GNMA POOL #133328 11 DUE 09-15-2000 REG
4,285.03 4,603.54 4,247.78 U.S. Government Securities GNMA POOL #135153 11 DUE 09-15-2000 REG
20,978.09 22,537.35 20,795.71 U.S. Government Securities GNMA POOL #136150 11 DUE 10-15-2000 REG
12,358.52 13,277.11 12,251.08 U.S. Government Securities GNMA POOL #137279 11 DUE 10-15-2000 REG
15,696.86 16,863.57 15,560.40 U.S. Government Securities GNMA POOL #138029 11 DUE 10-15-2000 REG
16,945.09 18,204.58 16,797.77 U.S. Government Securities GNMA POOL #139778 11 DUE 10-15-2000 REG
4,835.86 5,195.31 4,793.82 U.S. Government Securities GNMA POOL #140090 11 DUE 09-15-2000 REG
3,346.44 3,595.18 3,317.35 U.S. Government Securities GNMA POOL #141635 11 DUE 09-15-2000 REG
8,007.21 8,602.37 7,937.60 U.S. Government Securities GNMA POOL #141681 11 DUE 10-15-2000 REG
3,847.63 4,133.62 3,814.18 U.S. Government Securities GNMA POOL #141953 11 DUE 10-15-2000 REG
5,674.13 6,095.87 5,624.80 U.S. Government Securities GNMA POOL #141965 11 DUE 10-15-2000 REG
12,976,000.00 13,016,000.00 12,800,000.00 U.S. Government Securities GNMA POOL #9999999 SER 2000 8 DUE
01-02-2000 REG
527,312.50 530,062.50 550,000.00 U.S. Government Securities GNMA SER 2015 POOL #9999999 SER 6 DUE
01-01-2015 REG
2,753,437.50 2,961,129.81 3,000,000.00 U.S. Government Securities GNMA TBA II POOL #9999999 SER 2029 6
DUE 01-20-2029 REG
3,385,125.00 3,407,437.50 3,400,000.00 U.S. Government Securities GNMA TBA POOL #9999999 SER 2029 7.5
DUE 01-21-2029 REG
6,608.33 7,099.51 6,550.88 U.S. Government Securities GNMA, POOL # 126705
SERIES 2000 11.0% DUE 10-15-2000
11,563.79 12,423.31 11,463.26 U.S. Government Securities GNMA, POOL # 134323
SERIES 2000 11.0% DUE 09-15-2000
8,722.43 9,370.75 8,646.60 U.S. Government Securities GNMA, POOL # 136356
SERIES 2000 11.0% DUE 08-15-2000
1,592.45 1,710.82 1,578.61 U.S. Government Securities GNMA, POOL # 137147
SERIES 2000 11.0% DUE 10-15-2000
3,653.33 3,924.88 3,621.57 U.S. Government Securities GNMA, POOL # 137268
SERIES 2000 11.0% DUE 08-15-2000
3,742.78 4,020.97 3,710.24 U.S. Government Securities GNMA, POOL # 137395
SERIES 2000 11.0% DUE 10-15-2000
3,724.21 4,001.02 3,691.83 U.S. Government Securities GNMA, POOL # 138389
SERIES 2000 11.0% DUE 09-15-2000
12,149.02 13,052.02 12,043.40 U.S. Government Securities GNMA, POOL # 139503
SERIES 2000 11.0% DUE 10-15-2000
Page 5 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
13,831.61 14,859.68 13,711.36 U.S. Government Securities GNMA, POOL # 139816
SERIES 2000 11.0% DUE 08-15-2000
3,575.74 3,841.51 3,544.65 U.S. Government Securities GNMA, POOL # 140171
SERIES 2000 11.0% DUE 10-15-2000
4,117.49 4,423.54 4,081.69 U.S. Government Securities GNMA, POOL # 140233
SERIES 2000 11.0% DUE 10-15-2000
2,108.50 2,265.21 2,090.17 U.S. Government Securities GNMA, POOL # 141455
SERIES 2000 11.0% DUE 10-15-2000
16,391.48 16,883.83 16,411.99 U.S. Government Securities GNMA, POOL # 423415
SERIES 2025 7.5% DUE 12-15-2025
11,419.87 11,366.97 10,371.89 U.S. Government Securities GNMA, POOL # 90741
SERIES 2010 11.0% DUE 01-15-2010
72,114.43 71,780.22 65,496.65 U.S. Government Securities GNMA, POOL # 93487
SERIES 2010 11.0% DUE 09-15-2010
14,319.03 15,383.33 14,194.54 U.S. Government Securities GNMA, POOL# 00140133
SERIES 00002000 11.0000% DUE 10-15-2000
985,999.51 988,272.30 971,274.98 U.S. Government Securities GNMAII POOL #008062 7.125 DUE 10-20-2022REG
263,196.30 258,977.37 259,626.44 U.S. Government Securities GNMAII POOL #008540 SER 2024 ADJ RT
11-20-2024
1,228,803.56 1,223,449.97 1,212,136.68 U.S. Government Securities GNMAII POOL #008557 SER 2024 ADJ RT
DUE 12-20-2024 REG
68,543.91 68,533.45 67,645.58 U.S. Government Securities GNMAII POOL #008580 ADJ RT 01-20-2025
255,752.70 256,698.77 252,283.80 U.S. Government Securities GNMAII POOL #008597 ADJ RT 02-20-2025
539,171.10 542,089.28 532,020.74 U.S. Government Securities GNMAII POOL #008608 7.375 DUE 03-20-2025REG
511,458.69 502,129.90 507,963.90 U.S. Government Securities GNMAII POOL #008682 6.75 DUE 08-20-2025 REG
114,315.82 116,981.75 113,482.86 U.S. Government Securities GNMAII POOL #008685 6.75 DUE 08-20-2025 REG
200,117.35 196,039.81 197,830.43 U.S. Government Securities GNMAII POOL #008781 ADJ RT 01-20-2026
383,213.44 371,079.06 380,715.94 U.S. Government Securities GNMAII POOL #008945 ADJ RT 08-20-2026
665,483.85 667,049.94 668,198.41 U.S. Government Securities GREEN TREE FINL CORP 98-D HOME EQTY LN
CL A-1B ARM FLTG 11-15-2024 BEO
1,320,593.34 1,324,327.94 1,324,327.94 U.S. Government Securities GREEN TREE FINL CORP SER 1999-E HOME
IMPT LN CTF CL A-1 6.32 8-15-30 BEO
1,369,599.71 1,371,787.71 1,372,055.69 U.S. Government Securities GREEN TREE RCRTONL EQUIP & CONSUMERTR
96-B AST BCKD NT CL A-1 7-15-18 BEO
1,000,000.00 1,000,078.13 1,000,000.00 U.S. Government Securities HSEHD CR CARD MASTER TR I 1995-1 PARTN
CTF CL A VAR 12-15-2002 BEO
158,877.73 158,877.68 951,185.36 U.S. Government Securities I/O CMO GE CAP MTG SVCS INC REMIC MC
PASSTHRU CTF 98-10 CL 1-A4 05-25-2028
694,211.05 694,211.51 6,500,000.00 U.S. Government Securities I/O CONSECO FIN SECURITIZATIONS CORP
1999-H HOME EQUITY LN A-IO 12-15-29
76,657.13 63,881.92 4,405.65 U.S. Government Securities I/O FHLMC MULTICLASS SER 1202 CL 1202-G
819.10 02-15-2007
151,880.65 160,017.12 1,446,482.40 U.S. Government Securities I/O FHLMC MULTICLASS SER 1606 CL 1606-I 6.5
11-15-2008
Page 6 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
82,801.40 87,283.77 521,583.60 U.S. Government Securities I/O FHLMC MULTICLASS SER 1606 CL IA
11-15-2008
51,734.21 61,782.55 649,274.70 U.S. Government Securities I/O FHLMC MULTICLASS SER 1676 CL 1676-I 04-15-2020
95,307.62 76,724.29 4,238.91 U.S. Government Securities I/O FNMA REMIC 92-157 JA 1014.60 DUE
9-25-2007
236,857.35 246,611.21 3,363,161.16 U.S. Government Securities I/O FNMA REMIC SER 1993-186 CLJ
03-25-2008
123,972.41 221,455.76 1,543,673.40 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
126,595.50 132,012.88 912,400.00 U.S. Government Securities I/O FNMA REMIC TR SER 1994-43 CL PM 7.00
PASS THRU CTF DUE 02-25-2022 REG
1,975,620.00 2,008,437.50 2,000,000.00 U.S. Government Securities IMC HOME EQTY LN TR SER 1998-1 6.41 ABS CTF
DUE 04-20-2018 BEO
394,702.36 391,116.67 400,000.00 U.S. Government Securities LOCKHEED MARTIN CORP CPN 02-18-2000
695,741.31 712,365.87 697,009.87 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
872,850.96 895,268.32 896,141.68 U.S. Government Securities M.LYNCH MTG INVS INC SER 1998-C1 6.31
ABS CTF DUE 11-15-2026 BEO
446,884.23 456,509.53 454,238.35 U.S. Government Securities MORGAN J P COML MTG FIN CORP SER 1998-
C6 6.373 ABS CTF DUE 01-15-2030 BEO
980,182.95 988,480.57 1,009,176.59 U.S. Government Securities MORGAN ST CAP I INC SER 1998-MF1 CL A1 6.19 CTF
DUE 01-15-2007 BEO
1,479,760.92 1,544,059.80 1,474,702.69 U.S. Government Securities NOMURA AST SECS CORP SER 1996-MD5 CL A1A7.07 BD
DUE 04-13-2036 BEO
678,846.09 679,331.88 680,022.53 U.S. Government Securities OAKWOOD MTG INVS INC SER 1997-B 6.75
DUE08-15-2027 BEO
1,297,556.00 1,299,904.97 1,300,000.00 U.S. Government Securities PP&L TRANSITION BD LLC SER 1999-1 BD VARRATE
CL A-1 6.08 DUE 03-25-2003 BEO
242,023.85 242,177.38 243,700.51 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
924,746.36 971,018.78 961,404.72 U.S. Government Securities RESDNTL FDG MTG SECS I INC SER 1996-S6
CL A-10 7% MTG PASSTHRU CTFS 3-25-26 BEO
624,084.35 646,509.38 635,000.00 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
1,210,751.02 1,211,138.58 1,211,138.58 U.S. Government Securities SAXON AST SECS TR SER 1999-3 CL AF1 VAR RT AST
BKD 06-25-2014 BEO
999,370.00 1,013,125.00 1,000,000.00 U.S. Government Securities SECURITIZED AST SALES INC SER 1995-B CL A4 INC 7.41
MTG BKD CTF DUE 9-25-24 BEO
1,200,015.70 1,201,130.73 1,200,567.96 U.S. Government Securities SIGNET SER 1995-A FLTG RT BD DUE 06-20-2004
138,816.62 138,519.94 139,594.16 U.S. Government Securities SLM STUD LN TR SER 1998-2 CL A1 VAR RT
ABS DUE 04-25-2007
199,628.48 199,522.00 200,000.00 U.S. Government Securities SLMA PREASSIGN 00734 4.845 02-10-2000
479,660.80 480,338.61 482,638.68 U.S. Government Securities SLMA SER 1997-1 CL-A1 VAR RT BD DUE
10-25-05 REG
964,420.00 979,765.63 1,000,000.00 U.S. Government Securities SMS STUD LN TR SER 1997-9A CL A1 VAR RT ABS CTF
DUE 10-27-2025 REG
943,550.69 137,203.54 1,063,000.00 U.S. Government Securities TREAS INVT GROWTH RCPTS 11-15-2001 REG
15,740.00 16,860.07 16,000.00 U.S. Government Securities U.S TREAS 5.875 NT DUE 11-15-2005
Page 7 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
80,227.50 91,578.00 285,000.00 U.S. Government Securities U.S TREAS SEC STRIPPED INT PMT GENERIC
TINT PMT DUE 2-15-2019 B/E
326,848.80 290,839.02 340,000.00 U.S. Government Securities U.S. TREAS 8.75 NT STRIPPED PRIN PMT DUE8-15-2000 REG
81,873.82 99,325.35 97,000.00 U.S. Government Securities U.S. TREAS BDS 5.25 DUE 11-15-2028 REG
619,443.20 593,606.88 2,560,000.00 U.S. Government Securities U.S. TREAS SEC STRIPPED INT GENERIC TINT
DUE 8-15-21 REG
220,166.10 225,188.44 770,000.00 U.S. Government Securities U.S. TREAS SEC STRIPPED INT PMT GENERIC TINT
PMT DUE 11-15-18 REG
337,413.60 232,028.07 410,000.00 U.S. Government Securities U.S. TREAS SEC STRIPPED INT PMT GENERIC TINT
PMT REPST INT PMT ON 2-15-2003
1,162,850.80 852,367.60 1,480,000.00 U.S. Government Securities U.S. TREAS SEC STRIPPED INT PYMT GENERICTINT PYMT
DUE 11-15-03 REG
60,144.50 52,998.21 95,000.00 U.S. Government Securities U.S. TREAS SEC STRIPPED NT PMT GENERIC
TINT PYMT DUE 2-15-2007 REG
63,498.60 56,329.56 180,000.00 U.S. Government Securities U.S. TREASURY STRIPPED SECS INT GENERIC PMT
DUE 8-15-15 BEO
1,218,264.04 1,193,161.43 2,492,000.00 U.S. Government Securities U.S. TREASURY STRIPPED SECS INT GENERIC TINT PMT
DUE 11-15-10 REG
7,202.25 4,223.72 15,000.00 U.S. Government Securities U.S. TREASURY STRIPPED SECS INT GENERIC TINT PMT
DUE 2-15-11 BEO
51,903.50 42,203.70 110,000.00 U.S. Government Securities U.S. TREASURY STRIPPED SECS INT GENERIC TINT PMT
DUE 5-15-11 REG
86,515.80 71,953.04 210,000.00 U.S. Government Securities U.S. TREASURY STRIPPED SECS INT GENERIC TINT PMT
DUE 5-15-13 REG
161,577.00 139,524.46 325,000.00 U.S. Government Securities U.S. TREASURY STRIPPED SECS INT GENERIC TINT PMT
DUE 8-15-10 REG
129,862.90 113,457.24 305,000.00 U.S. Government Securities U.S. TREASURY STRIPPED SECS INT IMPT GENTINT PMT
DUE 11-15-12 REG
121,060.70 128,397.96 410,000.00 U.S. Government Securities U.S.A TREAS SEC STRIPPED INT PMT
GENERTIC TINT PMT DUE 5-15-2018 REG
307,267.35 291,363.30 345,000.00 U.S. Government Securities U.S.T. SEC STRIPPED INT GENERIC TINT PMT
DUE 11-15-2001 B/E
1,490,667.45 1,101,782.03 2,165,000.00 U.S. Government Securities U.S.T. SEC STRIPPED INT GENERIC TINT PMT
DUE 11-15-2005 B/E
1,185,187.00 1,168,902.05 2,110,000.00 U.S. Government Securities U.S.T. SEC STRIPPED INT GENERIC TINT PMT
DUE 11-15-2008 B/E
370,746.60 199,557.59 410,000.00 U.S. Government Securities U.S.T. SEC STRIPPED INT GENERIC TINT PMT
DUE 8-15-2001 B/E
1,501,856.15 1,224,822.75 1,765,000.00 U.S. Government Securities U.S.T. SEC STRIPPED INT GENERIC TINT PMT
DUE 8-15-2002 B/E
1,539,804.05 1,420,666.91 2,095,000.00 U.S. Government Securities U.S.T. SEC STRIPPED INT PMT GENERIC TINTPMT
DUE 11-15-2004 REG
742,640.00 565,724.77 2,000,000.00 U.S. Government Securities U.S.T. SEC STRIPPED INT PMT GENERIC TINTPMT
DUE 11-15-2014 REG
344,478.80 328,709.93 50,000.00 U.S. Government Securities U.S.T. SEC STRIPPED INT PYMT GENERIC
TINT PYMT DUE 11-15-16 REG
2,299,115.95 2,303,703.95 2,301,187.02 U.S. Government Securities UACSC AUTO TR 98-A AUTO RECEIVABLE BKD
CTF CL A-3 6.05 DUE 06-10-2002 BEO
665,593.95 658,627.70 3,305,000.00 U.S. Government Securities US TREAS BD STRIPPED PRIN PMT 0.00001
DUE 02-15-2025 REG
64,255.00 52,610.00 250,000.00 U.S. Government Securities US TREAS BD STRIPPED PRIN PMT 08-15-2020REG
2,989,419.60 2,579,548.10 12,290,000.00 U.S. Government Securities US TREAS BD STRIPPED PRIN PMT 08-15-2021REG
32,900.00 24,578.20 100,000.00 U.S. Government Securities US TREAS BD STRIPPED PRIN PMT 11-15-2016REG
1,595,623.30 1,630,902.65 1,630,000.00 U.S. Government Securities US TREAS BDS 6.125 DUE 08-15-2029 REG
9,667.20 8,920.88 10,000.00 U.S. Government Securities US TREAS BDS 6.25 DUE 08-15-2023 REG
35,109.03 34,915.48 33,000.00 U.S. Government Securities US TREAS BDS 7.25 DUE 05-15-2016 REG
21,578.20 20,149.00 20,000.00 U.S. Government Securities US TREAS BDS 7.25 DUE 08-15-2022 REG
8,489.10 9,191.19 10,000.00 U.S. Government Securities US TREAS BDS BD 5.25 DUE 02-15-2029 REG
Page 8 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
1,489,042.08 1,466,797.50 1,500,000.00 U.S. Government Securities US TREAS BILLS 01-20-2000
2,481,736.81 2,444,662.50 2,500,000.00 U.S. Government Securities US TREAS BILLS 01-20-2000
1,489,140.00 1,466,908.25 1,500,000.00 U.S. Government Securities US TREAS BILLS 01-20-2000
1,489,140.00 1,466,726.25 1,500,000.00 U.S. Government Securities US TREAS BILLS 01-20-2000
24,727.50 24,542.11 25,000.00 U.S. Government Securities US TREAS BILLS 02-17-2000
19,632.83 19,570.62 20,000.00 U.S. Government Securities US TREAS BILLS 04-06-2000
9,575.06 9,567.30 10,000.00 U.S. Government Securities US TREAS BILLS 09-14-2000
967,205.05 958,598.46 970,000.00 U.S. Government Securities US TREAS BILLS 12-23-1999
1,977,660.00 536,623.78 2,000,000.00 U.S. Government Securities US TREAS CPN / BOOK ENTRY SAFEKEEPING
02-15-2000 REG
756,318.63 205,221.49 1,080,625.00 U.S. Government Securities US TREAS CPN / BOOK ENTRY SAFEKEEPING
05-15-2005 REG
876,860.00 147,670.00 1,000,000.00 U.S. Government Securities US TREAS DET CPN EXCL
4,420,004.25 4,358,790.01 4,250,000.00 U.S. Government Securities US TREAS INFL INDX 3.625 I/L 15/7/2002 REG
3,716,729.84 3,748,154.42 3,800,000.00 U.S. Government Securities US TREAS INFLATION INDEX BDS 3.875 DUE
04-15-2029 REG
15,220.00 15,855.74 16,000.00 U.S. Government Securities US TREAS NT 4.75 DUE 02-15-2004 REG
16,064.96 16,719.73 16,000.00 U.S. Government Securities US TREAS NT SER A-2003 6.25 2-15-2003 REG
320,565.60 318,034.13 360,000.00 U.S. Government Securities US TREAS NT STRIPPED PRIN PMT 11-15-2001REG
- 39,976.70 40,000.00 U.S. Government Securities US TREAS NTS 5.5 DUE 08-31-2001 REG
16,075.04 16,578.73 16,000.00 U.S. Government Securities US TREAS NTS 6.25 DUE 02-28-2002 REG
145,725.00 148,307.81 145,000.00 U.S. Government Securities US TREAS NTS 6.25 DUE 06-30-2002 REG
406,769.85 412,340.62 405,000.00 U.S. Government Securities US TREAS NTS 6.875 DUE 03-31-2000 REG
97,805.35 106,444.33 95,000.00 U.S. Government Securities US TREAS NTS 7.875 DUE 08-15-2001 REG
35,973.35 38,229.08 35,000.00 U.S. Government Securities US TREAS NTS 8 DUE 05-15-2001 REG
15,824.96 16,075.89 16,000.00 U.S. Government Securities US TREAS NTS DTD 00844 5 DUE 02-28-2001 REG
9,964.10 10,042.91 10,000.00 U.S. Government Securities US TREAS NTS DTD 00850 5.75 DUE
06-30-2001 REG
246,835.00 250,578.59 250,000.00 U.S. Government Securities US TREAS NTS DTD 00854 6 DUE 08-15-2009 REG
3,743,371.80 3,784,838.40 3,780,000.00 U.S. Government Securities US TREAS NTS DTD 00858 5.875 DUE
11-15-2004 BEO
100,078.00 96,002.45 100,000.00 U.S. Government Securities US TREAS NTS DTD 01/15/1993 6.375 DUE
01-15-2000 REG
135,215.40 72,888.69 145,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 02-15-2001REG
333,206.80 205,078.52 380,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 02-15-2002REG
343,499.95 161,832.59 445,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 02-15-2004REG
975,199.50 582,815.14 1,350,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 02-15-2005REG
44,334.00 29,081.75 75,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 02-15-2008REG
79,812.60 64,590.13 155,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 02-15-2010REG
82,855.95 55,635.23 185,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 02-15-2012REG
48,811.25 51,496.25 125,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 02-15-2014REG
50,986.40 50,798.63 170,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 02-15-2018REG
Page 9 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
11,893.50 11,167.28 45,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 02-15-2020REG
200,028.75 115,722.23 205,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2000REG
229,542.50 107,003.96 250,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2001REG
15,956.22 16,140.39 21,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2004REG
463,490.20 294,574.24 610,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2004REG
440,708.40 300,346.22 620,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2005REG
15,638.04 15,970.02 22,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2005REG
15,567.50 16,228.00 25,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2007REG
180,583.00 151,122.30 290,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2007REG
17,430.90 18,239.40 30,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2008REG
214,981.10 157,250.82 370,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2008REG
211,637.40 112,067.24 390,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2009REG
156,897.20 121,791.70 310,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2010REG
66,006.00 50,500.50 150,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2012REG
57,432.00 36,672.75 160,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2015REG
145,594.40 150,113.60 560,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2020REG
1,667,297.50 1,409,144.05 2,090,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 08-15-2003REG
865,133.06 538,430.56 1,237,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 08-15-2005REG
493,862.46 468,647.79 754,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 08-15-2006REG
295,798.86 233,021.59 483,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 08-15-2007REG
131,394.40 98,456.33 230,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 08-15-2008REG
248,049.60 209,814.48 465,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 08-15-2009REG
95,224.80 68,198.31 220,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 08-15-2012REG
56,620.20 41,527.37 140,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 08-15-2013REG
85,672.90 97,364.02 335,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 08-15-2020REG
360,749.85 201,815.61 381,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 11-15-2000REG
678,666.60 393,755.74 810,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 11-15-2002REG
303,032.50 253,473.07 470,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 11-15-2006REG
239,208.38 154,853.25 397,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 11-15-2007REG
613,232.10 565,213.80 1,170,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 11-15-2009REG
284,900.00 305,816.27 625,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 11-15-2011REG
119,265.00 83,055.43 300,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 11-15-2013REG
187,369.20 198,193.12 540,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 11-15-2015REG
218,024.95 245,242.41 715,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 11-15-2017REG
480,916.40 521,076.21 1,795,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 11-15-2019REG
579,264.40 538,146.99 715,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT GNRC INT
5-15-03 RPSTG INT PMT 11.625 11/15/04
25,154.25 19,095.54 75,000.00 U.S. Government Securities US TREAS SEC STRIPPED INT PMT 11-15-2016REG
198,045.90 207,080.16 195,000.00 U.S. Government Securities US TREAS SER B-2000 8.875 NT DUE
5-15-2000 REG
250,894.70 255,642.19 245,000.00 U.S. Government Securities US TREAS SER D-2000 8.50 NT DUE
11-15-2000
Page 10 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
306,574.65 316,634.66 1,695,000.00 U.S. Government Securities US TREAS STRIPPED PRINC BD DUE
02-15-2027
15,299.83 15,798.93 23,000.00 U.S. Government Securities USA TREAS SEC STRIPPED INT PMT DUE
5-15-2006 GENERIC TINT PMT
76,838.40 81,799.65 240,000.00 U.S. Government Securities USA TREAS SEC STRIPPED INT PMT GENERIC
TINT PMT DUE 2-15-17 REG
87,531.29 57,760.30 209,000.00 U.S. Government Securities USA TREAS STRIPPED SECS INT GENERIC TINTPMT
DUE 2-15-13 BEO
1,385,261.60 1,386,490.23 5,770,000.00 U.S. Government Securities USA TREASURY BDS STRIP PRIN PMT 15/11/21 USD
1,932,075.00 1,912,893.75 1,860,000.00 U.S. Government Securities USA TREASURY NTS 7%'1'15/7/06 USD1000
51,404.00 51,684.00 200,000.00 U.S. Government Securities USA TREASURY STRIP STRIP PRIN PMT 15/8/20 USD
370,351.50 369,955.60 370,000.00 Corporate Debt Instruments CIT GROUP INC 7.125 DUE 10-15-2004 BEO
- Preferred
999,060.00 999,648.44 1,000,000.00 Corporate Debt Instruments 1ST CHGO MASTER TR FLTG RATE ABS DUE
- Preferred 04-15-2003 BEO
1,001,730.00 1,005,450.00 1,000,000.00 Corporate Debt Instruments A T & T CAP CORP MEDIUM TERM NTS-BOOK
- Preferred ENTRY 6.875 DUE 01-16-2001 BEO
474,143.75 534,165.40 535,000.00 Corporate Debt Instruments ANHEUSER BUSCH COS INC 6.5 DEB DUE
- Preferred 01-01-2028 BEO CALL
460,955.90 526,221.45 515,000.00 Corporate Debt Instruments ARCHER DANIELS MIDLAND CO 6.75 DUE
- Preferred 12-15-2027 REG
475,526.70 289,384.27 330,000.00 Corporate Debt Instruments AUBURN HILLS TRUST 12.% DEBENTURES 01.05.2020
- Preferred
120,456.00 137,902.80 140,000.00 Corporate Debt Instruments BOEING CO 6.625 DEB DUE 02-15-2038
- Preferred
88,538.40 89,214.30 90,000.00 Corporate Debt Instruments CHASE MANHATTAN CORP NEW CHASE MANHATTANCORP 7
- Preferred DUE 11-15-2009 BEO
105,098.40 109,604.00 110,000.00 Corporate Debt Instruments CHASE MANHATTAN CORP NEW NT 5.75 DUE
- Preferred 04-15-2004 BEO
145,677.00 148,305.00 150,000.00 Corporate Debt Instruments DOW CHEM CO 7.375 DUE 11-01-2029 BEO
- Preferred
1,268,354.50 1,278,914.70 1,330,000.00 Corporate Debt Instruments FORD MTR CR CO 5.75 DUE 02-23-2004 BEO
- Preferred
1,204,981.60 1,210,452.80 1,340,000.00 Corporate Debt Instruments FORD MTR CR CO NT 5.8 DUE 01-12-2009 BEO
- Preferred
1,696,665.00 1,842,315.00 1,500,000.00 Corporate Debt Instruments GEN MTR CORP 8.80 BD DUE 3-1-2021 REG
- Preferred PUTABLE ON 3-1-98
24,705.50 24,720.59 25,000.00 Corporate Debt Instruments GEN MTRS ACCEP CORP 5.625 NT DUE
- Preferred 02-15-2001 BEO
900,970.00 1,002,790.00 1,000,000.00 Corporate Debt Instruments GEN MTRS CORP 6.75 DUE 05-01-2028 REG
- Preferred
738,682.80 762,200.00 740,000.00 Corporate Debt Instruments MERCK & CO INC TRANCHE # TR 11 5.76 MTN
- Preferred DUE 05-03-2037/99 BEO PUTTABLE 5-3-**PUT
Page 11 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
209,819.80 228,102.50 230,000.00 Corporate Debt Instruments MORGAN J P & CO INC MEDIUM TERM SUB NTS
- Preferred BOOK ENTRY 6 DUE 01-15-2009 BEO
457,069.20 516,196.80 420,000.00 Corporate Debt Instruments MOTOROLA INC 8.40 BD DUE 8-15-2031 REG
- Preferred OPT PUT ON 8-15-2001 @PAR DELIVERY **PUT
34,910.05 37,105.92 35,000.00 Corporate Debt Instruments PHILIP MORRIS 7.50 NT DUE 1-15-2002 REG
- Preferred
1,147,595.40 1,440,129.60 1,260,000.00 Corporate Debt Instruments PHILIP MORRIS COS INC 7.75 DEB DUE
- Preferred 01-15-2027
222,722.40 240,000.00 240,000.00 Corporate Debt Instruments PVTPL DRESDNER FDG TR I 144A 8.151 DUE
- Preferred 06-30-2031 BEO
1,572,694.20 1,800,738.80 1,540,000.00 Corporate Debt Instruments TCI COMMUNICATIONS INC 7.875 DEB DUE
- Preferred 02-15-2026
1,629,564.36 1,693,817.14 1,715,000.00 Corporate Debt Instruments U.S. TREAS INFLATION INDEX 3.625 NT
- Preferred DUE 04-15-2028 REG
1,402,019.22 1,399,048.51 1,400,000.00 Corporate Debt Instruments US TREAS INFLATION INDEX 3.625 BD DUE
- Preferred 01-15-2008 REG
6,729,692.26 6,741,875.91 6,720,000.00 Corporate Debt Instruments US TREAS INFLATION INDEX 3.625 BD DUE
- Preferred 01-15-2008 REG
741,562.50 727,125.00 750,000.00 Corporate Debt Instruments BCO NAC DE COM EXT 8% NTS 18/7/2002 USD1000
- Other
39,650.00 39,350.00 40,000.00 Corporate Debt Instruments PETROLEOS MEXICANO 9.5% UNSUB 15.09.2027
- Other
142,500.00 121,500.00 150,000.00 Corporate Debt Instruments PETROLEOS MEXICANOS 8.85 DUE 09-15-2007 REG
- Other
248,900.00 240,695.00 380,000.00 Corporate Debt Instruments PERU(REP OF) VAR% NTS 7/3/2017 USD1000
- Other
547,537.40 526,309.40 580,000.00 Corporate Debt Instruments KOREA DEV BNK 6.75 NT DUE 12-01-2005 REG
- Other
1,610.22 41,202.49 1,029.00 Corporate Debt Instruments BAE SYSTEMS 7.45% CAP AMORT LN 29/11/03
- Other
10,920.00 10,980.00 12,000.00 Corporate Debt Instruments ADELPHIA COMMUNICATIONS CORP SR NT 7.875
- Other DUE 05-01-2009 BEO
75,335.00 75,395.04 76,000.00 Corporate Debt Instruments ADELPHIA COMMUNICATIONS CORP SR NT 9.375
- Other DUE 11-15-2009 BEO
92,690.00 91,703.80 92,000.00 Corporate Debt Instruments AES CORP SR NT 9.5 DUE 06-01-2009 BEO
- Other
691,875.00 695,625.00 750,000.00 Corporate Debt Instruments ALLIED WASTE N AMER INC SR NT 7.375
- Other DUE 01-01-2004 BEO
21,175.00 22,137.50 22,000.00 Corporate Debt Instruments AMER STD COS INC 8.25 COM GUAR 01.06.2009
- Other
12,740.00 13,352.50 14,000.00 Corporate Debt Instruments AMER STD INC 7.625 SR NT DUE 02-15-2010
- Other
962,740.00 997,900.00 1,000,000.00 Corporate Debt Instruments AMERCO SR NOTES 7.2 DUE 04-01-2002 BEO
- Other
39,700.00 40,000.00 40,000.00 Corporate Debt Instruments AMERN AXLE & MFG INC SR SUB NT 9.75
- Other DUE 03-01-2009/03-01-2004 BEO PUT
756,600.00 784,198.49 780,000.00 Corporate Debt Instruments ARGENTINA REP NT ISIN US040114BE93 SDL
- Other 503566U 11.75 DUE 04-07-2009 BEO
68,087.50 65,000.00 65,000.00 Corporate Debt Instruments AVIS RENT A CAR IN 11% NTS 1/5/2009 USD1000
- Other
2,036,168.40 2,228,149.10 2,230,000.00 Corporate Debt Instruments BAYERISCHE LANDESBANK GIROZENTRALE N Y
- Other BRH MTN 5.875 DUE 12-01-2008 BEO
Page 12 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
722,175.00 749,722.50 750,000.00 Corporate Debt Instruments BECKMAN INSTRS INC NEW SR NT 7.1 DUE
- Other 03-04-2003 BEO
26,390.00 27,895.00 28,000.00 Corporate Debt Instruments CALPINE CORP SR NT 7.75 DUE 04-15-2009
- Other BEO
22,252.50 24,150.00 23,000.00 Corporate Debt Instruments CENTURY COMMUNICATIONS CORP 8.875 SR NT
- Other DUE 01-15-2007
45,360.00 49,080.00 48,000.00 Corporate Debt Instruments CHARTER COM HLDGS 8.625%SNR NTS 1/4/09USD1000
- Other
61,995.67 64,120.00 68,000.00 Corporate Debt Instruments CMS ENERGY CORP 7.5 DUE 01-15-2009 BEO
- Other
284,694.00 299,052.00 300,000.00 Corporate Debt Instruments CMS PANHANDLE HLDG CO NT 6.125 DUE
- Other 03-15-2004 BEO
88,057.80 95,416.20 90,000.00 Corporate Debt Instruments CONS RAIL CORP 7.875 DEB DUE 5-15-2043
- Other REG
113,368.20 109,871.30 110,000.00 Corporate Debt Instruments COX COMMUN INC 7.875% NT 15/08/2009 (FAIS)
- Other
30,135.00 29,566.11 49,000.00 Corporate Debt Instruments CROWN CASTLE INTL CORP SR DISC NT STEP
- Other 5-15-11/04 0 5/04 10.375 AFTER
12,707.50 13,000.00 13,000.00 Corporate Debt Instruments CROWN CASTLE INTL CORP SR NT 9 DUE
- Other 05-15-2011/05-15-2004 BEO
60,000.00 59,720.40 60,000.00 Corporate Debt Instruments CSC HLDGS INC SR NT SER B DTD 07/13/19998.125
- Other DUE 07-15-2009 BEO
35,175.00 35,175.00 35,000.00 Corporate Debt Instruments ECHOSTAR DBS CORP SR NT 9.375 DUE
- Other 02-01-2009/02-01-2004 BEO PUT
235,305.00 247,031.25 1,500,000.00 Corporate Debt Instruments FHLMC MULTICLASS SER 2095 CL 2095-TI 7
- Other 11-15-2024
382.97 5,879.95 300.00 Corporate Debt Instruments FING CORP 9.8 DUE 04-06-2018 REG
- Other
130,078.20 132,867.00 140,000.00 Corporate Debt Instruments FRONTIER CORP 6% DEAL REMKT 15/10/13 USD
- Other
52,937.50 54,535.35 55,000.00 Corporate Debt Instruments HORSESHOE GAMING LLC SR SUB NT 8.625
- Other DUE 05-15-2009 BEO
984,319.00 1,000,000.00 1,000,000.00 Corporate Debt Instruments HOUGHTON MIFFLIN 5.99 NTS 03.12.2001 SER MTN
- Other
771,552.00 797,608.00 800,000.00 Corporate Debt Instruments HRPT PPTYS TR SR NT 6.875 DUE 08-26-2002BEO
- Other
24,035.00 23,862.50 23,000.00 Corporate Debt Instruments HYPERION TELECOMMUNICATIONS INC SR SUB
- Other NT 12 DUE 11-01-2007/11-01-2003 BEO PUT
38,800.00 39,589.60 40,000.00 Corporate Debt Instruments INTL GAME TECH SR NT 8.375 DUE
- Other 05-15-2009 BEO
26,400.00 17,147.82 80,000.00 Corporate Debt Instruments KCS ENERGY INC 8.875 SR SUB NT DUE
- Other 01-15-2008/03 BEO
1,019,750.00 1,024,680.00 1,000,000.00 Corporate Debt Instruments KOREA DEVEL BANK 9.6% BDS 1/12/2000
- Other
41,580.00 41,082.38 44,000.00 Corporate Debt Instruments LEVEL 3 COMMUNICATIONS INC SR NT 9.125
- Other DUE 05-01-2008/05-01-2003 BEO
591,060.06 597,715.00 600,000.00 Corporate Debt Instruments LOCKHEED MARTIN CORP BD 8.5 DUE
- Other 12-01-2029 BEO
20,550.00 20,000.00 20,000.00 Corporate Debt Instruments LYONDELL CHEM CO SR SECD NT SER B 9.875
- Other DUE 05-01-2007 BEO
28,125.00 28,350.00 30,000.00 Corporate Debt Instruments MCLEODUSA INC SR NT 8.125 DUE
- Other 02-15-2009/02-15-2004 BEO PUT
Page 13 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
59,590.00 58,528.59 59,000.00 Corporate Debt Instruments METROMEDIA FIBER NETWORK INC SR NT 10
- Other DUE 12-15-2009 BEO
1,631,000.00 1,490,373.87 1,400,000.00 Corporate Debt Instruments MEXICO-UNITED MEXICAN STS 11.5 DISC BD
- Other DUE 05-15-2026 BEO
529,395.80 536,084.40 530,000.00 Corporate Debt Instruments NATIONWIDE HLTH PPTYS INC MEDIUM TERM
- Other NTS BOOK ENTRY 6.9 DUE 11-15-2000
111,725.00 110,362.50 109,000.00 Corporate Debt Instruments NEXTLINK COMMUNICATIONS INC CORP SR NT
- Other 10.75 DUE 06-01-2009/06-01-2004 BEO PUT
758,645.83 771,212.17 756,097.78 Corporate Debt Instruments NIAGARA MOHAWK PWR CORP SER E 7.375 SR
- Other NT DUE 07-01-2003
57,000.00 61,500.00 60,000.00 Corporate Debt Instruments NORTEK INC SR NT SER B 8.875 DUE
- Other 08-01-2008/08-01-2003 BEO PUT
13,900.00 14,250.00 20,000.00 Corporate Debt Instruments NTL COMMS CORP 12.375% STP 1/10/08 SER'B
- Other
551,397.00 550,000.00 550,000.00 Corporate Debt Instruments OWENS CORNING MEDIUM TERM NTS BOOK ENTRY7
- Other DUE 05-15-2000
68,425.00 69,250.00 70,000.00 Corporate Debt Instruments P & L COAL HLDGS CORP SR SUB NT 9.625
- Other DUE 05-15-2008/05-15-2003 BEO
881,127.25 738,066.75 925,000.00 Corporate Debt Instruments PAINE WEBBER GROUP INC 6.5 DUE
- Other 11-01-2005 REG
95,030.00 103,654.72 104,000.00 Corporate Debt Instruments PVTPL ALLIED WASTE N AMER INC SR SUB NT 144A 10
- Other DUE 08-01-2009/08-01-2004 BEO
67,762.50 65,000.00 65,000.00 Corporate Debt Instruments PVTPL BLOUNT INC 13 DUE
- Other 08-01-2009/08-01-2004 BEO
28,000.00 27,860.00 28,000.00 Corporate Debt Instruments PVTPL CHANCELLOR MEDIA CORP L A SR NT
- Other DTD 11/16/1998 8 DUE 11-01-2008 BEO PUT
64,837.50 65,000.00 65,000.00 Corporate Debt Instruments PVTPL CROWN CASTLE INTL CORP SR NT 144A 9.5
- Other DUE 08-01-2011/08-01-2004 BEO
87,887.50 87,601.81 89,000.00 Corporate Debt Instruments PVTPL GLOBAL CROSSING HLDGS LTD 9.5
- Other DUE 11-15-2009 BEO
118,462.50 108,211.95 405,000.00 Corporate Debt Instruments PVTPL HUNTSMAN ICI HLDGS LLC ZERO CPN
- Other SRDISC NT 144A 12-31-09/7-31-04 BEO
50,375.00 50,000.00 50,000.00 Corporate Debt Instruments PVTPL J L FRENCH AUTOMOTIVE CASTINGS
- Other INCSR SUB NT 144A 11.5 DUE 06-01-2009
154,758.56 160,000.00 160,000.00 Corporate Debt Instruments PVTPL LEAR CORP SR NT 144A 7.96 DUE
- Other 05-15-2005 BEO
415,800.00 440,000.00 440,000.00 Corporate Debt Instruments PVTPL LEAR CORP SR NT 144A 8.11 DUE
- Other 05-15-2009 BEO
16,200.00 15,000.00 15,000.00 Corporate Debt Instruments PVTPL OMNIPOINT CORP SR NT 144A 11.5
- Other DUE09-15-2009/09-15-2004 BEO
436,150.00 428,032.00 440,000.00 Corporate Debt Instruments PVTPL PETROLEOS MEXICANOS MTN BEO
- Other 144A 9.5 DUE 09-15-2027
Page 14 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
62,620.00 62,000.00 62,000.00 Corporate Debt Instruments PVTPL PRIMUS TELECOMMUNICATIONS GROUP
- Other INC SR NT 144A 12.75 10-15-2009/04 BEO
48,420.00 48,000.00 48,000.00 Corporate Debt Instruments PVTPL PSINET INC SR NT 10.5 DUE
- Other 12-01-2006 BEO
661,264.00 736,633.00 740,000.00 Corporate Debt Instruments PVTPL RJR NABISCO INC NT 144A 7.75
- Other DUE 05-15-2006 BEO
474,290.00 492,870.00 500,000.00 Corporate Debt Instruments PVTPL RJR NABISCO INC NT 144A 7.875
- Other DUE 05-15-2009 BEO
30,000.00 30,000.00 30,000.00 Corporate Debt Instruments PVTPL TENNECO INC SR SUB NT 144A 11.625
- Other DUE 10-15-2009/10-15-2004 BEO
701,876.00 700,000.00 700,000.00 Corporate Debt Instruments PVTPL U S W CAP FDG INC FLTG RATE 144A
- Other VAR RT DUE 06-15-2000/03-15-2000 BEO
34,770.00 31,906.66 61,000.00 Corporate Debt Instruments PVTPL US UNWIRED INC SR SUB DISC NT
- Other
30,750.00 30,000.00 30,000.00 Corporate Debt Instruments PVTPL WORLDWIDE FIBER INC SR NT 144A 12
- Other DUE 08-01-2009/08-01-2004 BEO
74,460.00 73,000.00 73,000.00 Corporate Debt Instruments PVTPL ZSC SPECIALTY CHEMICALS PLC SR NT 144A 11
- Other DUE 07-01-2009/07-01-2004 BEO
133,422.00 136,210.50 150,000.00 Corporate Debt Instruments RAYTHEON CO 7.2 DUE 08-15-2027 REG
- Other
373,320.00 395,208.00 1,440,000.00 Corporate Debt Instruments RESOLUTION FDG CORP FED BOOK ENTRY
- Other PRIN STRIPS 0.00001 DUE 10-15-2019 REG
62,562.50 65,165.00 65,000.00 Corporate Debt Instruments SAFETY-KLEEN CORP 9.25%SR NTS 15/5/09 USD1000
- Other
449,757.00 449,910.00 450,000.00 Corporate Debt Instruments SALOMON INC MEDIUM TERM SR NTS BOOK
- Other ENTRY 6.625 DUE 11-30-2000
285,840.80 279,840.40 280,000.00 Corporate Debt Instruments SANWA FIN ARUBA A E C GTD NT 144A 8.35
- Other DUE 07-15-2009 BEO ISIN US803035AA20
443,173.20 458,256.60 460,000.00 Corporate Debt Instruments SEAGRAM JOSEPH E & SONS INC 6.4 DUE
- Other 12-15-2003 BEO
208,172.80 218,994.60 220,000.00 Corporate Debt Instruments SEAGRAM JOSEPH E & SONS INC 6.8 DUE
- Other 12-15-2008 BEO
162,657.70 174,183.80 170,000.00 Corporate Debt Instruments SEAGRAM JOSEPH E & SONS INC 7.6 DUE
- Other 12-15-2028 BEO
194,107.20 198,634.80 210,000.00 Corporate Debt Instruments SPRINT CAP CORP DEB 6.9 DUE 05-01-2019
- Other BEO
1,997,640.00 1,997,000.00 2,000,000.00 Corporate Debt Instruments STUD LN MARKETING ASSN MEDIUM TERM NT
- Other DUE 06-30-2000/06-30-1999 REG
168,677.07 178,144.38 179,000.00 Corporate Debt Instruments TELEGLOBE INC 7.2% NOTES 20.07.2009
- Other
970,000.00 1,002,500.00 1,000,000.00 Corporate Debt Instruments TENET HEALTHCARE CORP 7.875 DUE
- Other 01-15-2003 REG
88,360.00 92,762.50 94,000.00 Corporate Debt Instruments TEREX CORP NEW SR SUB NT SER D 8.875
- Other DUE 04-01-2008/04-01-2003 BEO PUT
493,623.12 486,177.78 500,000.00 Corporate Debt Instruments TRW INC CPN 02-15-2000
- Other
49,250.00 47,125.00 50,000.00 Corporate Debt Instruments TV GUIDE INC SR SUB NT SER B 8.125 DUE
- Other 03-01-2009/03-01-2004 BEO PUT
Page 15 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
769,428.00 894,478.30 900,000.00 Corporate Debt Instruments UN PAC CORP 6.625 DUE 02-01-2029 BEO
- Other
60,750.00 82,424.40 100,000.00 Corporate Debt Instruments VOICESTREAM WIRELESS CORP / VOICESTREAM
- Other WIRELESS HLDGS VORP STEP 11-15-2009
23,608.25 26,494.15 25,000.00 Corporate Debt Instruments WASTE MGMT INC STEP UP NT DUE 10-1-2002
- Other REG 4.10 UNTIL 10-1-1994 THEN 7.7
51,205.00 48,632.01 49,000.00 Corporate Debt Instruments WILLIAMS COMMUNICATIONS GROUP INC SR NT 10.875
- Other DUE 10-01-2009/10-01-2004 BEO PUT
24,417.25 25,403.03 25,000.00 Corporate Debt Instruments WILLIAMS COS INC BEO 6.2 DUE 08-01-2002 BEO
- Other
79,120.00 78,795.00 86,000.00 Corporate Debt Instruments WINSTAR COMMUNICATIONS INC SR SUB DEFD
- Other INT NT 11 3-15-08 INT DEFD TIL 3-15-03
314,841.60 314,000.00 320,000.00 Corporate Debt Instruments WMX TECHNOLOGIES INC 6.65 BD DUE
- Other 05-15-2005 PUT 5-15-2000
183,563.73 88,850.25 23,630.00 Corporate Stock - Preferred NEWS CORPORATION PRF AUD0.50
56,009.08 32,953.35 7,210.00 Corporate Stock - Preferred NEWS CORPORATION PRF AUD0.50
30,919.57 45,760.67 5,525,256.00 Corporate Stock - Preferred BCO BRADESCO SA PRF CR$1(REGD)PN
37,159.86 34,216.21 590,000.00 Corporate Stock - Preferred BCO ITAU SA PREF (REGD)(PN)
25,321.71 44,578.98 1,332,685.00 Corporate Stock - Preferred CEMIG COMPANHIA ENERGETICADE MINAS
GERAIS
86,747.34 77,427.59 428,936.00 Corporate Stock - Preferred PETROL BRASILEIROS PRF NPV
13,634.24 22,470.81 281,295.00 Corporate Stock - Preferred TELESP CELULAR SA PRF'B'NPV
28,362.98 54,736.79 294,515.00 Corporate Stock - Preferred TELESP-TEL SAO PAU PREF CR$(REGD)(PN)
48,450.00 61,890.55 2,584.00 Corporate Stock - Preferred ADR COMPANHIA ENERGETICA DE MINAS GERAIS
SPONSORED ADR PAR $0.01 REP NON VTG PFD
131,950.50 126,055.62 1,454.00 Corporate Stock - Preferred ADR TELECOMUNICACOES BRASILEIRAS S A
SPONSORED ADR REPSTG ADR FOR PFD
333,960.00 183,044.46 3,680.00 Corporate Stock - Preferred ADR TELECOMUNICACOES BRASILEIRAS S A
SPONSORED ADR REPSTG ADR FOR PFD
38,406.06 40,856.97 1,630.00 Corporate Stock - Preferred GDR UNIAO DE BANCOS BRASILEIROS S A
112,000.00 85,163.68 5,600.00 Corporate Stock - Preferred PETROL BRASILEIROS SPON ADR EA REP 100 PRF
132,841.21 140,714.01 1,045.00 Corporate Stock - Preferred BOSS (HUGO) AG PRF NPV
12,235.82 13,338.96 392.00 Corporate Stock - Preferred FIELMANN AG NON VTG PRF DEM5
34,244.58 40,826.14 190.00 Corporate Stock - Preferred FRESENIUS AG NON VTG PRF NPV
220,258.77 272,300.84 3,500.00 Corporate Stock - Preferred HENKEL KGAA NON VTG PRF NPV
130,308.61 122,137.47 2,800.00 Corporate Stock - Preferred PROSIEBEN MEDIA AG NON VTG PRF NPV
60,972.66 97,658.32 5,500.00 Corporate Stock - Preferred RHEINMETALL AG NON VTG PRF DEM5
421,735.09 303,336.70 39,000,000.00 Corporate Stock - Preferred SANWA INTERNL FINA UTS RP1000 PRF REG'S'
42,500.22 55,158.64 2,003.78 Corporate Stock - Preferred ##MFO FRKLN TR RISING DIVIDEND FUND CL
I DO NOT USE SEE 2696646
1,670,625.00 972,068.40 54,000.00 Corporate Stock - Preferred ADR NEWS CORP LTD SPONSORED ADR REPSTG
PFD LTD
2,162.50 2,514.09 100.00 Corporate Stock - Preferred COMSAT CAP I L P MONTHLY INC PFD SECS 8.125
10,437.50 12,359.90 500.00 Corporate Stock - Preferred DUKE RLTY INVTS INC
Page 16 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
2,362.50 2,662.00 100.00 Corporate Stock - Preferred ENRON CAP TR I TR ORIGINATED PFD SEC 8.30
2,618.75 2,867.00 100.00 Corporate Stock - Preferred GRAND MET DEL L P GTD PFD SECS SER A 9.42
2,468.75 2,780.75 100.00 Corporate Stock - Preferred HSEHD CAP TR II TR PFD SECS 8.70
4,943.75 5,469.90 200.00 Corporate Stock - Preferred LINCOLN NATL CAP I GTD QRTLY INC PFD
SECS A 8.750
7,200.00 7,841.14 300.00 Corporate Stock - Preferred MISSION CAP L P GTD MONTHLY INC PFD SECSB 8.50
385,500.00 390,240.00 6,000.00 Corporate Stock - Preferred NEWS CORP FIN TR TR ORIGINATED PFD 5
- - - Corporate Stock - Preferred PARTNERRE LTD SER A PFD STK
2,947.83 3,540.23 153.63 Corporate Stock - Preferred PROLOGIS TR PFD SH BEN INT SER D
13,375.00 19,582.65 500.00 Corporate Stock - Preferred PVTPL CENDANT CORPORATION INC PRIDES
709,700.00 850,592.76 15,100.00 Corporate Stock - Preferred PVTPL SEALED AIR CORP NEW PFD CONV SER A$2
4,906.25 5,390.98 200.00 Corporate Stock - Preferred TRANSCANADA CAP TR ORIGINATED PFD SECS 8.75
119,000.00 138,858.19 4,000.00 Corporate Stock - Preferred UAL CORP CAP TR I TR ORIGINATED PFD SECS13.25
90,825.00 94,763.47 2,800.00 Corporate Stock - Preferred UAL CORP DEPOS SH REPSTG 1/1000PFD B 12.25
12,112.50 12,575.31 285.00 Corporate Stock - Preferred USX-MARATHON GROUP
38,646.37 24,919.40 1,891.00 Corporate Stock - Common ADR BANCO DE GALICIA S.A
28,012.00 25,033.80 1,192.00 Corporate Stock - Common ADR BANCO FRANCES DEL RIO DE LA PLATA S A SPONSORED
41,309.84 57,479.51 1,570.00 Corporate Stock - Common ADR TELEFONICA DE ARGENTINA 10 CL B SHRS
408,910.56 378,182.56 56,874.00 Corporate Stock - Common AUST & NZ BANK GRP NPV
54,855.79 40,139.18 2,000.00 Corporate Stock - Common BRAMBLES INDS LTD A$0.50
566,560.12 674,626.70 51,675.00 Corporate Stock - Common BROKEN HILL PTY NPV
55,674.74 45,006.15 5,078.00 Corporate Stock - Common BROKEN HILL PTY NPV
90,365.46 59,277.61 5,480.00 Corporate Stock - Common CMNWLTH BK OF AUST NPV
206,063.58 324,443.40 65,751.00 Corporate Stock - Common COCA-COLA AMATIL NPV
280,730.04 320,574.70 55,201.00 Corporate Stock - Common COLES MYER LIMITED NPV
81,510.36 66,321.73 20,450.00 Corporate Stock - Common COLONIAL LTD NPV
53,346.83 51,429.60 19,900.00 Corporate Stock - Common FOSTERS BREWING GP NPV
173,489.51 196,512.43 193,554.00 Corporate Stock - Common GOODMAN FIELDR NPV
48,255.51 38,048.43 3,786.00 Corporate Stock - Common LEND LEASE CORP ORD A$0.50
431,801.45 172,358.15 33,878.00 Corporate Stock - Common LEND LEASE CORP ORD A$0.50
72,277.74 43,597.54 8,354.00 Corporate Stock - Common NEWS CORPORATION NPV(AUST LISTING)
161,573.71 39,698.37 18,675.00 Corporate Stock - Common NEWS CORPORATION NPV(AUST LISTING)
148,318.49 203,543.25 110,576.00 Corporate Stock - Common PACIFIC DUNLOP ORD A$0.50
79,863.58 50,846.51 12,150.00 Corporate Stock - Common PUBLISHING & BROAD NPV
40,956.86 10,175.08 6,000.00 Corporate Stock - Common TABCORP HLDGS LTD NPV
18,537.00 15,112.16 5,000.00 Corporate Stock - Common TELSTRA CORP INS REC(PPD AUD4.75 2/11/00
107,486.91 43,449.79 18,459.00 Corporate Stock - Common TELSTRA CORP NPV
90,261.20 75,910.47 13,414.00 Corporate Stock - Common WESTPAC BKG CORP NPV
409,862.84 198,410.36 60,911.00 Corporate Stock - Common WESTPAC BKG CORP NPV
229,687.50 208,647.59 10,500.00 Corporate Stock - Common ADR BROKEN HILL PROPREITARY LTD
SPONSORED APR
137,467.65 142,881.94 2,600.00 Corporate Stock - Common BK AUSTRIA AG NPV
Page 17 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
30,013.59 17,384.50 184.00 Corporate Stock - Common DEXIA NPV
121,596.38 41,852.78 3,528.00 Corporate Stock - Common FORTIS B NPV
153,902.23 81,043.25 3,280.00 Corporate Stock - Common KBC BANKVERZEKERIN NPV
17,827.72 3,136.92 440.00 Corporate Stock - Common UCB NPV NEW SHARES
34,224.35 26,722.54 6,000.00 Corporate Stock - Common DAO HENG BK GROUP COM STCK
130,000.00 120,547.30 10,000.00 Corporate Stock - Common ADR COMPANHIA CERVEJARIA BRAHMA
44,994.28 28,920.68 1,686.00 Corporate Stock - Common PAO DE ACUCAR CIA ADR-REPR 1000 PRF
50,913.04 36,361.82 1,500.00 Corporate Stock - Common ALCAN ALUMIN COM STK (CAN QUOTE)
673,952.89 454,988.01 34,000.00 Corporate Stock - Common BOMBARDIER INC CLASS'B'SUB VTG NPV CAD
217,534.45 193,146.61 13,000.00 Corporate Stock - Common CLARICA LIFE INS CO COM ISIN
#CA1804741082
218,926.07 502,308.86 1,500.00 Corporate Stock - Common FAIRFAX FINL HLDGS COM STK 144A (IPO)
179,621.21 163,712.89 14,000.00 Corporate Stock - Common MANULIFE FINL CORP COM
241,877.67 326,340.25 10,700.00 Corporate Stock - Common NEWBRIDGE NETWORKS COM NPV
41,982.89 30,320.62 570.00 Corporate Stock - Common NORTEL NETWORKS CORP COM ISIN
CA6565691004
27,537.17 12,889.65 610.00 Corporate Stock - Common ROYAL BANK CAN MONTREAL QUE COM
376,104.81 518,266.21 15,200.00 Corporate Stock - Common TELEGLOBE INC COM
301,153.50 62,510.10 15,200.00 Corporate Stock - Common BOMBARDIER INC CLASS'B'SUB VTG NPV USD
97,788.00 89,073.23 1,392.00 Corporate Stock - Common CELESTICA INC COM NPV (USD)
422,625.00 650,393.27 23,000.00 Corporate Stock - Common INCO LTD COM NPV (USD QUOTE)
2,493.70 1,715.57 100.00 Corporate Stock - Common TELEGLOBE INC COM NPV
777,988.96 446,060.25 28,000.00 Corporate Stock - Common THOMSON CORP (USD) COM NPV
43,562.50 73,041.32 4,100.00 Corporate Stock - Common ADR HUANENG PWR INTL INC SPONSORED ADR
SER N SHS
38,909.61 20,296.02 340.00 Corporate Stock - Common DEN DANSKE BANK AS DKK100
242,511.63 264,283.53 12,295.00 Corporate Stock - Common JYSKE BANK A/S DKK20
51,636.48 34,351.92 800.00 Corporate Stock - Common TELE DANMARK A/S DKK5
37,996.43 17,873.18 500.00 Corporate Stock - Common UNIDANMARK 'A' DNKR100
186,062.53 274,514.06 17,400.00 Corporate Stock - Common KESKO OYJ NPV SER'B'
201,540.55 399,734.41 12,000.00 Corporate Stock - Common METRA OYJ ABP 'B'EUR3.5
2,576,569.50 284,709.17 18,200.00 Corporate Stock - Common NOKIA (AB) OY EUR0.24
607,334.24 120,572.53 4,290.00 Corporate Stock - Common NOKIA (AB) OY EUR0.24
635,150.78 442,838.84 19,000.00 Corporate Stock - Common UPM-KYMMENE OYJ NPV
272,345.57 218,425.34 1,200.00 Corporate Stock - Common ACCOR EUR15
385,364.75 364,511.12 2,625.00 Corporate Stock - Common AIR LIQUIDE (L') EUR11
201,774.66 125,133.03 1,041.00 Corporate Stock - Common ALCATEL EUR10
170,792.93 205,833.30 6,015.00 Corporate Stock - Common ALSTOM EUR6
299,622.41 277,954.54 5,450.00 Corporate Stock - Common ASS GEN DE FRANCE FRF30(BR)
32,819.82 32,888.63 530.00 Corporate Stock - Common AVENTIS SA EUR3.82
193,606.61 110,029.30 1,436.00 Corporate Stock - Common AXA EUR9.15
130,357.95 193,989.63 411.00 Corporate Stock - Common BONGRAIN SA FRF50
Page 18 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
276,695.36 273,535.65 600.00 Corporate Stock - Common BOUYGUES FF50
439,812.72 382,819.31 4,800.00 Corporate Stock - Common BQE NATL PARIS EUR4
175,008.81 161,387.04 1,910.00 Corporate Stock - Common BQE NATL PARIS EUR4
238,231.89 209,282.57 2,600.00 Corporate Stock - Common BQE NATL PARIS EUR4
107,854.81 102,131.40 610.00 Corporate Stock - Common CAP GEMINI EUR8
331,315.51 187,607.74 1,902.00 Corporate Stock - Common CARREFOUR EUR2.5
522,579.67 286,687.89 3,000.00 Corporate Stock - Common CARREFOUR EUR2.5
197,704.27 192,224.45 1,100.00 Corporate Stock - Common CHRISTIAN DIOR FF52
115,202.13 80,608.24 677.00 Corporate Stock - Common CIE DE ST-GOBAIN EUR16
391,380.96 405,656.48 2,300.00 Corporate Stock - Common CIE DE ST-GOBAIN EUR16
160,299.05 123,871.73 4,900.00 Corporate Stock - Common CNP ASSURANCES FRF25
36,428.54 19,110.26 299.00 Corporate Stock - Common CREDIT COMMERCIAL EUR5
206,396.97 216,784.36 7,115.00 Corporate Stock - Common CSF(THOMSON) FRF20
25,507.73 18,289.85 110.00 Corporate Stock - Common DANONE EUR2
278,266.12 300,632.58 1,200.00 Corporate Stock - Common DANONE EUR2
296,511.10 190,006.30 1,800.00 Corporate Stock - Common DEXIA FRANCE NPV
112,838.95 57,394.94 685.00 Corporate Stock - Common DEXIA FRANCE NPV(PRIME DE FIDEL)(REG)
1,874.04 996.94 12.00 Corporate Stock - Common ELF AQUITAINE EUR8
73,463.22 59,748.63 570.00 Corporate Stock - Common HERMES INTL FRF10 (POST SPLIT)
29,610.33 9,032.97 45.00 Corporate Stock - Common L'OREAL EUR2
47,996.63 38,436.36 509.00 Corporate Stock - Common LAFARGE FR25 (BR)
128,465.49 110,516.63 609.00 Corporate Stock - Common LEGRAND EUR2
64,884.46 61,917.09 200.00 Corporate Stock - Common LVMH MOET HENNESSY EUR1.5
216,482.51 331,048.90 5,402.00 Corporate Stock - Common MICHELIN CGDE EUR2(REGD)
98,509.79 71,979.37 1,700.00 Corporate Stock - Common PECHINEY 'A'EUR15.25(ORD)
186,049.44 142,132.18 950.00 Corporate Stock - Common PEUGEOT SA EUR6
489,603.79 284,415.00 2,500.00 Corporate Stock - Common PEUGEOT SA EUR6
94,834.62 19,582.26 455.00 Corporate Stock - Common PIN-PRINTEMPS-REDO FRF20
535,367.27 322,990.56 13,000.00 Corporate Stock - Common SANOFI-SYNTHELABO EUR2
169,670.24 80,771.75 4,120.00 Corporate Stock - Common SANOFI-SYNTHELABO EUR2
177,155.52 144,619.80 2,626.00 Corporate Stock - Common SCHNEIDER ELECTRIC EUR8 (BR)
110,323.72 77,555.50 512.00 Corporate Stock - Common SOC GENERALE EUR5
252,968.84 129,945.09 1,174.00 Corporate Stock - Common SOC GENERALE EUR5
180,450.08 128,810.23 1,004.00 Corporate Stock - Common SODEXHO ALLIANCE EUR16
250,113.28 86,244.41 690.00 Corporate Stock - Common TF1 - TV FRANCAISE EUR2
1,087,449.03 310,004.07 3,000.00 Corporate Stock - Common TF1 - TV FRANCAISE EUR2
532,044.50 341,028.82 4,000.00 Corporate Stock - Common TOTAL FINA ELF EUR10
465,538.94 227,658.25 3,500.00 Corporate Stock - Common TOTAL FINA ELF EUR10
214,267.73 225,748.03 14,000.00 Corporate Stock - Common USINOR FRF20
364,860.29 208,428.73 4,558.00 Corporate Stock - Common VIVENDI EUR5.5
437,798.42 168,822.57 6,620.77 Corporate Stock - Common ADR TOTAL FINA S A SPONSORED ADR
122,957.26 64,297.42 420.00 Corporate Stock - Common ALLIANZ AG DEM5(REGD)(VINKULIERT) DEM
Page 19 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
98,957.86 63,408.15 2,340.00 Corporate Stock - Common BAYER AG ORD NPV
401,752.00 217,684.66 9,500.00 Corporate Stock - Common BAYER AG ORD NPV
214,730.10 191,977.33 3,462.00 Corporate Stock - Common BAYER HYPO-VEREINS ORD NPV
3,620.30 3,460.65 235.00 Corporate Stock - Common CELANESE AG NPV
267,431.91 342,227.21 8,000.00 Corporate Stock - Common DEGUSSA-HULS AG ORD NPV
659,014.25 653,653.61 10,000.00 Corporate Stock - Common DEUTSCHE BANK AG NPV(REGD)
292,865.93 203,876.99 4,444.00 Corporate Stock - Common DEUTSCHE BANK AG NPV(REGD)
162,183.41 127,130.75 2,461.00 Corporate Stock - Common DEUTSCHE BANK AG NPV(REGD)
323,558.37 280,224.18 14,700.00 Corporate Stock - Common DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)
190,043.80 86,447.12 3,320.00 Corporate Stock - Common DEUTSCHE TELEKOM ORD NPV
875,804.26 354,629.88 15,300.00 Corporate Stock - Common DEUTSCHE TELEKOM ORD NPV
152,342.95 160,411.93 3,226.00 Corporate Stock - Common DRESDNER BANK AG NPV(REGD)
165,835.98 93,953.18 2,700.00 Corporate Stock - Common EPCOS AG ORD NPV
105,724.21 105,578.76 3,500.00 Corporate Stock - Common GEA AG ORD NPV
127,624.23 127,804.79 3,250.00 Corporate Stock - Common GEHE AG NPV
116,180.84 90,323.79 2,350.00 Corporate Stock - Common HOECHST AG NPV(RHONE-POULENC SWAP)
49,438.65 17,750.62 1,000.00 Corporate Stock - Common HOECHST AG NPV(RHONE-POULENC SWAP)
513,324.27 218,466.40 2,470.00 Corporate Stock - Common MANNESMANN AG NPV(REGD)
3,370,898.66 294,595.14 16,220.00 Corporate Stock - Common MANNESMANN AG NPV(REGD)
347,480.24 471,375.38 11,900.00 Corporate Stock - Common MERCK KGAA DEM5
240,195.34 288,889.17 13,000.00 Corporate Stock - Common METALLGESELLSCHAFT NPV
56,437.09 23,654.11 1,419.00 Corporate Stock - Common RHON-KLINIKUM AG ORD NPV
118,169.46 60,025.66 360.00 Corporate Stock - Common SAP AG ORD NPV
393,082.62 186,170.99 3,900.00 Corporate Stock - Common SIEMENS AG NPV(REGD)
78,818.10 49,229.61 782.00 Corporate Stock - Common SIEMENS AG NPV(REGD)
1,259,880.18 879,018.40 12,500.00 Corporate Stock - Common SIEMENS AG NPV(REGD)
99,866.59 89,480.64 2,045.00 Corporate Stock - Common VEBA AG NPV
344,283.34 281,427.34 7,050.00 Corporate Stock - Common VEBA AG NPV
194,854.76 227,188.51 11,800.00 Corporate Stock - Common VIAG AG NPV
288,566.68 352,298.71 6,150.00 Corporate Stock - Common VOLKSWAGEN AG ORD NPV
395,600.00 397,390.00 36,800.00 Corporate Stock - Common ADR HELLENIC TELECOMMUNICATIONS
ORGANIZATION S A SPONSORED ADR
550,100.43 353,034.36 202,000.00 Corporate Stock - Common CABLE&WIRELESS HKT HKD0.50
54,465.39 42,757.32 20,000.00 Corporate Stock - Common CABLE&WIRELESS HKT HKD0.50
38,627.94 43,021.97 125,000.00 Corporate Stock - Common CDL HOTELS INTL HKD1
101,108.62 65,189.32 9,000.00 Corporate Stock - Common CHEUNG KONG(HLDGS) HKD0.50
252,356.30 110,453.69 47,000.00 Corporate Stock - Common CHINA TELECOM (HK) HKD0.10
65,255.46 67,099.41 14,000.00 Corporate Stock - Common CLP HOLDINGS HKD5
153,159.77 181,079.00 260,000.00 Corporate Stock - Common HENDERSON INV HKD0.20
75,710.75 65,651.57 14,000.00 Corporate Stock - Common HENDERSON LAND DEV HKD2
373,178.31 379,092.84 118,296.00 Corporate Stock - Common HONG KONG ELECTRIC HKD1
233,634.63 111,409.87 19,000.00 Corporate Stock - Common HUTCHISON WHAMPOA HKD0.25
Page 20 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
516,455.50 384,894.43 42,000.00 Corporate Stock - Common HUTCHISON WHAMPOA HKD0.25
32,537.60 29,075.79 38,000.00 Corporate Stock - Common PACIFIC CEN CYBER COMMON STK HKD .005
63,993.61 48,372.06 7,000.00 Corporate Stock - Common SUN HUNG KAI PROP HKD0.50
44,277.50 41,765.58 3,980.00 Corporate Stock - Common ADR ICICI LTD SPONSORED ADR
26,625.00 35,874.00 3,000.00 Corporate Stock - Common GDR MAHANAGAR TEL NIGAM LTD ISIN
US5597782045
45,787.50 52,355.00 3,700.00 Corporate Stock - Common GDR ST BK INDIA GLOBAL DEPOS RCPT REG S
240,567.89 214,789.53 12,000.00 Corporate Stock - Common CRH ORD EUR0.32(DUBLIN LISTING)
29,033.88 29,181.74 7,300.00 Corporate Stock - Common EIRCOM ORD EUR0.25
55,419.00 67,964.35 2,262.00 Corporate Stock - Common ADR CBT GROUP PUB LTD SPONSORED NEW
76,024.77 58,431.39 2,640.00 Corporate Stock - Common ASSICUR GENERALI ITL2000
403,161.66 454,518.28 14,000.00 Corporate Stock - Common ASSICUR GENERALI ITL2000
112,973.87 155,673.93 6,000.00 Corporate Stock - Common BCA POP BERGAMO ITL5000
2,753.62 1,454.07 7,836.00 Corporate Stock - Common BENI STABILI SPA ITL200
151,034.59 102,422.92 3,000.00 Corporate Stock - Common BIPOP-CARIRE ITL5000
133,016.12 123,981.02 24,284.00 Corporate Stock - Common ENI ITL1000(REGD)
482,021.85 516,308.74 88,000.00 Corporate Stock - Common ENI ITL1000(REGD)
191,403.96 216,268.20 6,999.00 Corporate Stock - Common FIAT SPA EUR5
227,659.47 292,364.28 17,000.00 Corporate Stock - Common FIAT SPA EUR5 DI RISP(NON CNV)
75,305.85 62,927.03 27,000.00 Corporate Stock - Common INA(IST NAZ ASS) ITL1000
32,856.37 23,425.48 8,367.00 Corporate Stock - Common ITALGAS(SOC ITAL) ITL1000
80,154.06 18,866.30 9,150.00 Corporate Stock - Common MEDIOLANUM ITL200(POST SUBD)
107,375.52 100,466.69 8,600.00 Corporate Stock - Common SAN PAOLO-IMI SPA EUR2.80
97,836.58 48,686.33 7,836.00 Corporate Stock - Common SAN PAOLO-IMI SPA EUR2.80
424,120.83 190,368.19 54,002.00 Corporate Stock - Common T.I.M.SPA EUR0.05
36,520.16 14,780.44 15,600.00 Corporate Stock - Common TECNOST SPA ITL500
344,222.93 79,647.78 63,900.00 Corporate Stock - Common TELECOM ITALIA SPA DI RISP ITL1000
404,017.52 321,847.64 75,000.00 Corporate Stock - Common TELECOM ITALIA SPA DI RISP ITL1000
197,011.43 78,298.52 17,885.00 Corporate Stock - Common TELECOM ITALIA SPA ITL1000
154,216.38 53,815.81 14,000.00 Corporate Stock - Common TELECOM ITALIA SPA ITL1000
103,466.97 36,098.53 22,194.00 Corporate Stock - Common UNICREDITO ITALIAN ITL500
324,750.00 287,185.71 6,000.00 Corporate Stock - Common ADR ENI SPA
340,558.79 324,397.34 30,000.00 Corporate Stock - Common 77TH BANK JPY50
1,249,204.87 408,802.39 7,500.00 Corporate Stock - Common ADVANTEST JPY50
227,430.64 80,352.20 1,400.00 Corporate Stock - Common AIFUL CORP JPY50
170,572.98 187,641.71 1,050.00 Corporate Stock - Common AIFUL CORP JPY50
235,846.75 244,797.25 20,000.00 Corporate Stock - Common ASAHI BREWERIES Y50
49,322.31 57,822.47 2,000.00 Corporate Stock - Common BRIDGESTONE CORP Y50
264,226.65 156,139.02 9,000.00 Corporate Stock - Common CANON INC JPY50
469,736.26 302,452.55 16,000.00 Corporate Stock - Common CANON INC JPY50
27,902.33 38,302.98 1,600.00 Corporate Stock - Common CHUDENKO CORP JPY50
24,504.58 33,881.57 4,000.00 Corporate Stock - Common CITIZEN WATCH CO Y50
Page 21 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
362,871.26 363,727.21 18,000.00 Corporate Stock - Common CREDIT SAISON CO JPY50
320,741.79 559,904.45 75,000.00 Corporate Stock - Common DAI-TOKYO FI & MAR Y50
28,086.31 29,177.42 2,000.00 Corporate Stock - Common DAIICHI PHARM CO JPY50
54,019.67 93,818.19 6,000.00 Corporate Stock - Common DAIWA HOUSE IND CO 50
151,783.53 80,587.47 11.00 Corporate Stock - Common DDI CORP JPY5000
172,628.08 152,663.84 8,000.00 Corporate Stock - Common DENSO CORP JPY50
88,075.55 75,111.52 15.00 Corporate Stock - Common EAST JAPAN RAILWAY JPY50000
74,864.22 44,175.01 900.00 Corporate Stock - Common FANUC JPY50
466,604.69 243,420.02 8,000.00 Corporate Stock - Common FUJI MACHINE JPY50
247,981.60 133,678.35 7,000.00 Corporate Stock - Common FUJITSU Y50
354,259.43 301,120.59 10,000.00 Corporate Stock - Common FUJITSU Y50
1,501,688.11 446,722.54 9,000.00 Corporate Stock - Common HIROSE ELECTRIC JPY50
124,186.52 78,262.19 9,000.00 Corporate Stock - Common HITACHI JPY50
482,947.60 255,172.09 35,000.00 Corporate Stock - Common HITACHI JPY50
41,101.92 15,313.95 1,000.00 Corporate Stock - Common HONDA MOTOR CO Y50
246,611.54 179,566.64 6,000.00 Corporate Stock - Common HONDA MOTOR CO Y50
411,019.23 179,309.91 10,000.00 Corporate Stock - Common HONDA MOTOR CO Y50
215,295.79 105,861.51 2,000.00 Corporate Stock - Common ITO-YOKADO CO Y50
148,260.51 62,708.53 5,000.00 Corporate Stock - Common KAO CORP JPY50
237,216.81 223,657.71 8,000.00 Corporate Stock - Common KAO CORP JPY50
46,092.87 67,702.50 3,000.00 Corporate Stock - Common KOKUYO CO Y50
58,863.83 64,538.91 3,000.00 Corporate Stock - Common KOMORI CORP JPY50
90,032.78 84,009.87 8,000.00 Corporate Stock - Common KURARAY CO JPY50
361,403.34 225,691.52 3,000.00 Corporate Stock - Common KYOCERA CORP COM
475,999.41 243,055.66 3,800.00 Corporate Stock - Common MABUCHI MOTOR CO JPY50
54,606.84 113,955.97 6,000.00 Corporate Stock - Common MAKITA CORP Y50
454,557.91 287,940.60 117,000.00 Corporate Stock - Common MARUBENI CORP JPY50
136,849.83 132,865.78 8,000.00 Corporate Stock - Common MARUI CO JPY50
543,641.43 255,781.38 6,400.00 Corporate Stock - Common MATSUMOTOKIYOSHI C JPY50
278,269.80 191,165.24 11,000.00 Corporate Stock - Common MATSUSHITA ELC IND Y50
545,628.03 311,494.93 35,000.00 Corporate Stock - Common MINEBEA CO INC
61,036.36 62,239.21 7,000.00 Corporate Stock - Common MITSUBISHI CORP Y50
97,176.69 211,404.77 30,000.00 Corporate Stock - Common MITSUBISHI HEAVY IND LTD
226,745.61 484,594.16 70,000.00 Corporate Stock - Common MITSUBISHI HEAVY IND LTD
168,439.59 206,848.04 52,000.00 Corporate Stock - Common MITSUBISHI HEAVY IND LTD
269,980.92 218,921.59 33,000.00 Corporate Stock - Common MITSUI CHEMICALS Y50
318,246.32 383,813.28 40,000.00 Corporate Stock - Common MITSUI FUDOSAN JPY50
127,298.53 200,444.33 16,000.00 Corporate Stock - Common MITSUI FUDOSAN JPY50
1,655,820.33 320,100.81 10,000.00 Corporate Stock - Common MURATA MFG CO JPY50
331,164.07 66,668.87 2,000.00 Corporate Stock - Common MURATA MFG CO JPY50
496,746.10 108,402.70 3,000.00 Corporate Stock - Common MURATA MFG CO JPY50
502,441.65 299,299.68 8,600.00 Corporate Stock - Common NAMCO LTD JPY50
Page 22 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
396,780.35 179,744.83 17,000.00 Corporate Stock - Common NEC CORP Y50
1,307,041.15 765,540.57 56,000.00 Corporate Stock - Common NEC CORP Y50
135,098.11 367,651.95 5,500.00 Corporate Stock - Common NICHIEI Y50(OTC LISTING)8577
98,253.17 261,866.95 4,000.00 Corporate Stock - Common NICHIEI Y50(OTC LISTING)8577
1,165,924.55 576,190.30 46,000.00 Corporate Stock - Common NIKON CORP JPY50
665,851.15 362,782.29 4,000.00 Corporate Stock - Common NINTENDO CO JPY50
490,776.53 572,540.76 85,000.00 Corporate Stock - Common NIPPON EXPRESS CO Y50
680,530.41 417,870.52 38.00 Corporate Stock - Common NIPPON TEL&TEL CP JPY50000
698,439.11 472,672.98 39.00 Corporate Stock - Common NIPPON TEL&TEL CP JPY50000
179,086.95 156,682.03 10.00 Corporate Stock - Common NIPPON TEL&TEL CP JPY50000
157,214.86 408,655.71 35,000.00 Corporate Stock - Common NISHIMATSU CONS CO Y50
246,366.88 286,495.61 53,000.00 Corporate Stock - Common NISSAN MOTOR CO Y50
213,730.00 228,829.71 12,000.00 Corporate Stock - Common NOMURA SECURITIES Y50
420,413.96 90,163.14 12.00 Corporate Stock - Common NTT DOCOMO INC NPV
2,662,621.72 994,568.28 76.00 Corporate Stock - Common NTT DOCOMO INC NPV
312,374.61 232,064.82 15,200.00 Corporate Stock - Common RINNAI CORP Y50
623,026.86 265,460.42 2,300.00 Corporate Stock - Common ROHM CO JPY50
1,056,436.85 347,957.43 3,900.00 Corporate Stock - Common ROHM CO JPY50
294,759.50 253,996.40 12,000.00 Corporate Stock - Common SANKYO CO JPY50
122,816.46 133,128.62 5,000.00 Corporate Stock - Common SANKYO CO JPY50
171,943.04 154,819.61 7,000.00 Corporate Stock - Common SANKYO CO JPY50
127,122.38 55,129.21 1,500.00 Corporate Stock - Common SANKYO CO LTD NPV(OTC)
147,135.10 268,914.66 31,000.00 Corporate Stock - Common SEKISUI CHEM Y50
42,716.64 89,205.34 9,000.00 Corporate Stock - Common SEKISUI CHEM Y50
58,129.86 80,869.53 6,000.00 Corporate Stock - Common SEKISUI HOUSE Y50
162,450.46 30,645.71 1,000.00 Corporate Stock - Common SEVEN ELEVEN NPV
118,314.82 58,205.96 3,000.00 Corporate Stock - Common SHIN-ETSU CHEM CO Y50
80,246.61 60,673.89 5,000.00 Corporate Stock - Common SHISEIDO CO Y50
593,139.89 232,249.65 1,100.00 Corporate Stock - Common SHOHKOH FUND & CO JPY50
72,124.09 23,365.29 100.00 Corporate Stock - Common SOFTBANK CORP JPY50
1,553,652.69 726,174.78 8,400.00 Corporate Stock - Common SONY CORP Y50
480,892.50 152,172.34 2,600.00 Corporate Stock - Common SONY CORP Y50
610,363.56 223,756.09 3,300.00 Corporate Stock - Common SONY CORP Y50
1,236,972.16 348,968.20 8,000.00 Corporate Stock - Common SONY MUSIC ENT JPY50
122,522.88 123,406.14 8,000.00 Corporate Stock - Common SUMITOMO BANK JPY50
107,109.65 109,003.26 11,000.00 Corporate Stock - Common SUMITOMO CORP JPY50
135,753.78 183,357.94 12,000.00 Corporate Stock - Common SUMITOMO ELECT IND Y50
249,381.02 203,653.18 17,000.00 Corporate Stock - Common SUZUKI MOTOR CORP JPY50
471,302.05 262,684.89 8,000.00 Corporate Stock - Common TAKEDA CHEMICAL IN Y50
219,210.26 108,959.87 2,000.00 Corporate Stock - Common TDK CORP JPY50
38,166.07 37,778.05 3,000.00 Corporate Stock - Common TOKIO MARINE &FIRE JPY50
2,074,668.49 710,222.81 20,000.00 Corporate Stock - Common TOKYO ELECTRON Y50
Page 23 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
103,733.42 30,762.32 1,000.00 Corporate Stock - Common TOKYO ELECTRON Y50
71,458.63 83,716.33 6,000.00 Corporate Stock - Common TOPPAN PRINTING CO Y50
146,988.31 149,351.28 20,000.00 Corporate Stock - Common TOSHIBA CORP Y50
338,601.56 173,347.25 10,000.00 Corporate Stock - Common TOYOTA MOTOR CORP JPY50
31,413.61 58,303.98 3,000.00 Corporate Stock - Common UNY CO JPY50 (8270)
130,645.40 133,593.82 3,000.00 Corporate Stock - Common YAMANOUCHI PHARM JPY50
479,033.13 225,103.56 11,000.00 Corporate Stock - Common YAMANOUCHI PHARM JPY50
36,837.40 18,197.26 200.00 Corporate Stock - Common ADR SONY CORP AMER DEPY RCPT FOR
DOLLAR-VALIDATED COM BKD BY 1 SH COM
12,485.53 15,995.73 100.00 Corporate Stock - Common SOC EUROPEENNE FIDUCIARY DR REP 1'A' (BEL)
560,000.00 245,138.00 8,000.00 Corporate Stock - Common SAFRA REPUBLIC HLD USD2.50
63,484.21 237,770.10 74,000.00 Corporate Stock - Common MALAY AIRLINE SYST MYR1
24,791.51 44,022.66 5,075.00 Corporate Stock - Common CEMEX SA PTG CERT NPV(REP2'A'&1'B')
55,697.47 53,438.65 14,890.00 Corporate Stock - Common FOMENTO ECON MEXIC UNITS (REP 1'B'& 4'D' SHS)
14,611.62 51,498.95 30,917.00 Corporate Stock - Common GRUPO INDL MASECA SA DE CV-SER B ISIN
#MXP6458Q1586
42,970.48 16,170.22 14,936.00 Corporate Stock - Common GRUPO MODELO S A COM STK
35,600.97 29,712.01 9,504.00 Corporate Stock - Common KIMBERLY CLARK MEX 'A'NPV
193,493.70 177,308.05 110,000.00 Corporate Stock - Common WAL-MART DE MEXICO 'C'NPV
49,124.00 36,875.00 2,000.00 Corporate Stock - Common ADR CEMEX S A SPONSOR ADR NEW REP ORD
PARTN CTF NEW
56,475.48 59,415.90 1,157.00 Corporate Stock - Common ADR GRUPO TELEVISA SA DE CV REP ORD
PARTN CTF
585,744.00 314,262.38 12,000.00 Corporate Stock - Common ADR GRUPO TELEVISA SA DE CV REP ORD
PARTN CTF
200,026.48 127,806.33 2,161.00 Corporate Stock - Common ADR TELE DE MEX SA CV L RPSTG SH ORD L
91,266.13 78,908.84 986.00 Corporate Stock - Common ADR TELE DE MEX SA CV L RPSTG SH ORD L
629,421.60 326,836.07 6,800.00 Corporate Stock - Common ADR TELE DE MEX SA CV L RPSTG SH ORD L
130,006.69 50,395.55 5,342.00 Corporate Stock - Common ABN-AMRO HLDGS NV NLG1.25
394,230.31 195,939.94 16,199.00 Corporate Stock - Common ABN-AMRO HLDGS NV NLG1.25
442,563.01 424,457.09 18,185.00 Corporate Stock - Common ABN-AMRO HLDGS NV NLG1.25
1,188,400.54 583,161.08 13,114.00 Corporate Stock - Common AEGON NV NLG0.50
47,072.45 25,265.16 1,100.00 Corporate Stock - Common AKZO NOBEL NV NLG5 (NL EXCH)
298,298.34 125,730.45 3,070.00 Corporate Stock - Common ASM LITHOGRAPHY HL NLG0.13
298,195.56 474,101.17 18,972.00 Corporate Stock - Common BUHRMANN NV NLG2.50(POST CONS)
87,662.49 87,243.88 4,310.00 Corporate Stock - Common CSM NV CVA(PART EXCH)EUR0.25
345,768.51 417,518.19 10,100.00 Corporate Stock - Common DSM NV NLG6.67
77,420.69 80,529.03 7,862.00 Corporate Stock - Common ELSEVIER NV EUR0.06
65,730.25 53,050.90 680.00 Corporate Stock - Common EQUANT NV NLG0.02
164,950.33 39,465.79 4,814.00 Corporate Stock - Common FORTIS NL EUR0.24
405,276.14 458,105.75 11,500.00 Corporate Stock - Common HEINEKEN HOLDING 'A'NLG5
227,156.02 242,368.73 4,700.00 Corporate Stock - Common HEINEKEN NV NLG5
Page 24 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
121,469.11 216,124.94 13,479.00 Corporate Stock - Common HOLLANDSCHE BETON NLG2
237,407.24 337,943.00 10,364.00 Corporate Stock - Common HUNTER DOUGLAS NV NLG0.50
34.89 - 55.00 Corporate Stock - Common ING GROEP N.V NLG1 (STK DIV 07/09/1999)
312,892.72 304,732.26 5,564.00 Corporate Stock - Common ING GROEP NV CVA NLG1
260,650.20 258,983.68 4,635.00 Corporate Stock - Common ING GROEP NV CVA NLG1
394,377.54 150,568.58 7,013.00 Corporate Stock - Common ING GROEP NV CVA NLG1
63,755.22 22,662.40 1,145.00 Corporate Stock - Common KON KPN NV NLG1
308,224.39 212,667.49 2,533.00 Corporate Stock - Common PHILIPS ELEC(KON) EUR1
228,389.73 105,469.27 3,882.00 Corporate Stock - Common ROYAL DUTCH PETROL NLG1.25
909,228.21 503,421.95 7,000.00 Corporate Stock - Common STMICROELECTRONICS EUR3.12(SICOVAM)
319,788.55 111,779.67 2,462.00 Corporate Stock - Common STMICROELECTRONICS EUR3.12(SICOVAM)
172,199.37 335,468.45 12,348.00 Corporate Stock - Common STORK NV EUR5
29,283.59 14,635.82 1,145.00 Corporate Stock - Common TNT POST GROEP NV NLG1
- 0.01 - Corporate Stock - Common UNILEVER (SCRIPS)NLG0.01
43,097.72 28,453.31 439.00 Corporate Stock - Common UTD PAN-EUROPE COM EUR2'A'SHS
87,101.65 141,910.20 7,900.00 Corporate Stock - Common VEDIOR CVA NLG0.05
84,393.60 85,470.99 2,130.00 Corporate Stock - Common VNU NV EUR0.2
314,352.11 183,517.35 10,424.00 Corporate Stock - Common WOLTERS KLUWER CVA EUR0.12
83,083.50 70,243.99 998.00 Corporate Stock - Common ADR GUCCI GROUP N V SHS-N Y REGISTRY
131,808.50 47,013.34 1,103.00 Corporate Stock - Common ADR KONINKLIJKE PHILIPS ELECTRS N V
SPONSORED ADR NEW
254,250.00 183,450.00 6,000.00 Corporate Stock - Common AKZO NOBEL NV SPON ADR-REP 1 NLG5
1,160,950.00 130,337.40 12,400.00 Corporate Stock - Common ASM LITHOGRAPHY HL EUR0.02
328,315.86 176,155.82 5,909.00 Corporate Stock - Common ROYAL KPN NV SPON ADR REP 1 ORD NLG1
299,700.00 178,956.92 2,400.00 Corporate Stock - Common STMICROELECTRONICS N V SHS-M REGISTRY
68,340.52 64,122.38 16,000.00 Corporate Stock - Common *** TELECOM CORP OF NEW ZEAL
158,891.71 174,078.75 37,200.00 Corporate Stock - Common *** TELECOM CORP OF NEW ZEAL
118,141.41 158,226.33 198,108.00 Corporate Stock - Common FLETCHER CHALLENGE PAPER SHARES NPV
35,089.00 30,720.92 898.00 Corporate Stock - Common NORSK HYDRO AS NOK20
273,522.30 375,716.08 7,000.00 Corporate Stock - Common NORSK HYDRO AS NOK20
14,887.95 - 7,896.00 Corporate Stock - Common ORKLA ASA NEW'A'NOK6.25(S/R 22/11/99)
137,974.32 87,573.45 8,970.00 Corporate Stock - Common ORKLA ASA NOK6.25 ORD
167,462.63 121,768.65 10,800.00 Corporate Stock - Common ORKLA ASA NOK6.25'B'
84,512.20 100,788.22 33,000.00 Corporate Stock - Common MANILA ELEC CO B COM
32,170.37 28,092.60 1,500.00 Corporate Stock - Common BCO PINTO&SOTTOMAY PTE1000 (REGD)
21,906.06 21,353.08 1,400.00 Corporate Stock - Common ELEC DE PORTUGAL EUR5
102,945.17 67,746.79 4,544.00 Corporate Stock - Common JERONIMO MARTINS EUR5
307,707.80 267,739.61 32,000.00 Corporate Stock - Common PORTUGAL TELECOM EUR1(REGD)
326,939.54 285,358.71 34,000.00 Corporate Stock - Common PORTUGAL TELECOM EUR1(REGD)
543,454.82 308,899.11 7,000.00 Corporate Stock - Common SAMSUNG ELEC MECH KRW5000
259,409.10 117,209.42 1,253.00 Corporate Stock - Common SAMSUNG ELECTRONIC KRW5000
270,174.68 78,266.41 1,305.00 Corporate Stock - Common SAMSUNG ELECTRONIC KRW5000
Page 25 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
154,000.00 92,400.00 7,700.00 Corporate Stock - Common ADR KOREA ELEC PWR CO SPONSORED
106,000.00 68,186.22 2,000.00 Corporate Stock - Common ADR KOREA TELECOM SPONSORED ADR ISIN
US50063P1030
323,433.00 305,158.54 9,000.00 Corporate Stock - Common ADR POHANG IRON & STL LTD SPON ADR REPR 1/4 ORD
118,592.10 64,545.00 3,300.00 Corporate Stock - Common ADR POHANG IRON & STL LTD SPON ADR REPR 1/4 ORD
193,572.00 185,421.60 16,980.00 Corporate Stock - Common GDR HYUNDAI MTR CO ISIN # US4491877076
337,500.00 305,893.87 18,000.00 Corporate Stock - Common SINGAPORE PRESS HD SGD1(POST REC LOT OF 1000)
61,687.50 43,973.06 3,290.00 Corporate Stock - Common SINGAPORE PRESS HD SGD1(POST REC LOT OF 1000)
539,351.19 363,254.99 361,000.00 Corporate Stock - Common SINGAPORE TECH ENG SGD0.10
32,178.57 30,955.80 17,000.00 Corporate Stock - Common SINGAPORE TELECOMM SGD0.15
462,000.00 342,021.30 51,744.00 Corporate Stock - Common UTD O/S BANK SGD1
169,714.29 118,290.47 19,008.00 Corporate Stock - Common UTD O/S BANK SGD1
185,600.00 128,808.35 12,800.00 Corporate Stock - Common CREATIVE TECH LTD ORD
208,643.72 135,553.68 27,500.00 Corporate Stock - Common SASOL NPV
228,565.67 103,771.63 10,000.00 Corporate Stock - Common ARGENTARIA CORP BC EUR0.75(REGD)
59,884.21 28,031.05 2,620.00 Corporate Stock - Common ARGENTARIA CORP BC EUR0.75(REGD)
46,856.97 21,976.36 3,360.00 Corporate Stock - Common BBVA(BILB-VIZ-ARG) EUR0.49
252,106.93 247,167.05 3,900.00 Corporate Stock - Common BCO POPULAR ESP EUR1
31,674.97 35,094.14 490.00 Corporate Stock - Common BCO POPULAR ESP EUR1
290,892.61 331,922.43 4,500.00 Corporate Stock - Common BCO POPULAR ESP EUR1
147,487.95 55,910.21 13,426.00 Corporate Stock - Common BCO SANT CENT HISP EUR0.50(REGD)
506,885.97 438,092.08 25,554.00 Corporate Stock - Common ENDESA SA EUR1.2
66,331.17 42,631.69 3,344.00 Corporate Stock - Common ENDESA SA EUR1.2
44,882.28 14,253.65 1,788.00 Corporate Stock - Common GAS NATURAL SDG EUR1
100,182.01 72,853.40 7,189.00 Corporate Stock - Common IBERDROLA SA EUR3
97,799.12 61,343.09 4,476.00 Corporate Stock - Common REPSOL SA (RG) EUR1(REGD)
349,570.40 166,543.57 16,788.00 Corporate Stock - Common TELEFONICA SA EUR1
869,615.71 169,893.30 41,763.00 Corporate Stock - Common TELEFONICA SA EUR1
17,386.90 - 835.00 Corporate Stock - Common TELEFONICA SA EUR1(RFD 1/1/99)
6,975.58 - 335.00 Corporate Stock - Common TELEFONICA SA EUR1(RFD 1/1/99)
15.69 - 38.00 Corporate Stock - Common TELEFONICA SA NEW EUR1(B/R 19/11/99)
5.37 - 13.00 Corporate Stock - Common TELEFONICA SA NEW EUR1(B/R 19/11/99)
402,375.00 221,515.96 18,500.00 Corporate Stock - Common ADR REPSOL SA SPONSORED
84,868.60 41,382.48 863.00 Corporate Stock - Common ABB LTD COMM STK
43,905.42 20,436.34 1,720.00 Corporate Stock - Common ATLAS COPCO AB SER'B'SEK5
251,970.36 267,187.54 8,400.00 Corporate Stock - Common AUTOLIV INC USD1 SDR
126,535.70 69,944.41 6,480.00 Corporate Stock - Common ELECTROLUX AB SER'B'SEK5
116,456.89 95,850.52 2,400.00 Corporate Stock - Common ERICSSON(LM)TEL SEK2.50 SER'B'
351,346.90 324,868.62 22,800.00 Corporate Stock - Common FORENINGSSPARBK SEK20 SER'A'
316,339.25 21,374.41 9,960.00 Corporate Stock - Common HENNES & MAURITZ SEK0.25'B'
132,842.37 111,317.10 22,143.00 Corporate Stock - Common NORDIC BALTIC HLDG SEK3.5(SEK QUOTE)
66,759.79 38,235.83 2,350.00 Corporate Stock - Common SANDVIK AB 'B'SEK6
Page 26 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
66,746.85 63,491.77 4,010.00 Corporate Stock - Common SECURITAS SER'B'SEK1
144,118.24 81,372.98 1,458.00 Corporate Stock - Common ABB LTD CHF10(RG)
380,954.52 143,665.72 3,854.00 Corporate Stock - Common ABB LTD CHF10(RG)
333,065.34 129,834.32 521.00 Corporate Stock - Common ADECCO SA CHF10(REGD)
253,165.60 325,568.53 1,694.00 Corporate Stock - Common BARRY CALLEBAUT AG CHF100(REGD)
125,294.65 90,521.08 670.00 Corporate Stock - Common CREDIT SUISSE GRP CHF20(REGD)
276,833.14 246,250.40 600.00 Corporate Stock - Common FORBO HLDGS AG CHF50(REGD)
689,034.16 285,031.17 550.00 Corporate Stock - Common HOLDERBK FN GLARUS CHF50(BR)
413,778.80 250,727.41 230.00 Corporate Stock - Common NESTLE SA CHF10(REGD)
320,228.81 240,853.42 178.00 Corporate Stock - Common NESTLE SA CHF10(REGD)
319,448.72 204,471.30 205.00 Corporate Stock - Common NOVARTIS AG CHF20(REGD)
665,388.31 592,858.71 427.00 Corporate Stock - Common NOVARTIS AG CHF20(REGD)
535,562.75 405,446.74 240.00 Corporate Stock - Common RICHEMONT(CIE FIN) 'A'CHF100(BR) EQUITY UNIT
325,863.53 165,671.03 27.00 Corporate Stock - Common ROCHE HLDG AG GENUSSCHEINE(PTG CERTS) NPV
364,575.54 635,127.97 365.00 Corporate Stock - Common SGS HOLDING CHF100(BR)
224,257.47 200,161.50 360.00 Corporate Stock - Common SULZER AG CHF80(REGD)
224,376.91 212,728.99 110.00 Corporate Stock - Common SWISS REINSURANCE SZF10 (REGD)
713,844.80 641,105.16 2,103.00 Corporate Stock - Common SWISSCOM AG CHF25(REGD)
41,751.27 31,015.69 123.00 Corporate Stock - Common SWISSCOM AG CHF25(REGD)
247,792.06 220,842.94 730.00 Corporate Stock - Common SWISSCOM AG CHF25(REGD)
205,079.05 160,244.74 750.00 Corporate Stock - Common UBS AG CHF20(REGD)
478,517.77 401,028.64 1,750.00 Corporate Stock - Common UBS AG CHF20(REGD)
1,251,486.15 565,196.57 34,946.00 Corporate Stock - Common ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003
361,422.00 264,219.22 23,280.00 Corporate Stock - Common GDR ASUSTEK COMPUTER INC
217.50 95.70 15.00 Corporate Stock - Common PVTPL GDR ASUSTEK COMPUTER INC ISIN
US04648R2094 GLOBAL DEPOS RCPT
125,438.79 54,788.71 7,430.00 Corporate Stock - Common ABBEY NATIONAL ORD GBP0.10
265,334.50 115,322.89 5,954.00 Corporate Stock - Common ASTRAZENECA ORD USD0.25
815,522.57 561,322.07 18,300.00 Corporate Stock - Common ASTRAZENECA ORD USD0.25
374,834.50 444,576.48 65,601.00 Corporate Stock - Common BAE SYSTEMS ORD GBP0.025
18,615.74 9,501.61 3,258.00 Corporate Stock - Common BAE SYSTEMS ORD GBP0.025
279,776.54 263,602.97 9,705.00 Corporate Stock - Common BARCLAYS PLC ORD GBP1
20,179.66 14,074.77 700.00 Corporate Stock - Common BARCLAYS PLC ORD GBP1
54,962.16 36,134.11 10,473.00 Corporate Stock - Common BG ORD GBP0.01133
277,093.62 344,780.73 52,800.00 Corporate Stock - Common BG ORD GBP0.01133
496,309.69 451,951.29 24,100.00 Corporate Stock - Common BOC GROUP ORD 25P
282,361.08 194,771.76 13,711.00 Corporate Stock - Common BOC GROUP ORD 25P
137,383.49 56,404.98 13,520.00 Corporate Stock - Common BP AMOCO ORD USD0.25
148,843.34 264,087.22 24,871.00 Corporate Stock - Common BRITISH AIRWAYS ORD 25P
475,412.50 337,507.69 90,179.00 Corporate Stock - Common BUNZL ORD 25P
238,348.52 148,355.18 18,590.00 Corporate Stock - Common CABLE & WIRELESS ORD GBP0.25
163,926.35 122,254.51 25,860.00 Corporate Stock - Common CADBURY SCHWEPPES ORD GBP0.125
Page 27 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
395,679.93 347,331.00 62,420.00 Corporate Stock - Common CADBURY SCHWEPPES ORD GBP0.125
47,925.78 108,822.47 18,632.00 Corporate Stock - Common CARADON ORD GBX27.777777
31,647.79 17,681.69 10,683.00 Corporate Stock - Common CENTRICA ORD GBX5.55555
1,146,064.41 166,186.30 30,400.00 Corporate Stock - Common COLT TELECOM GROUP ORD GBP0.025
290,510.62 145,883.34 24,000.00 Corporate Stock - Common COMPASS GROUP ORD GBP0.025
200,934.09 162,078.20 22,211.00 Corporate Stock - Common DIAGEO ORD GBX28.935185
69,012.20 37,816.87 7,000.00 Corporate Stock - Common ELECTROCOMPONENTS ORD GBP0.10
392,046.00 356,960.29 54,700.00 Corporate Stock - Common ENTERPRISE OIL ORD GBP0.25
62,529.86 25,207.90 4,000.00 Corporate Stock - Common GKN ORD GBP0.50
281,384.39 286,247.71 18,000.00 Corporate Stock - Common GKN ORD GBP0.50
448,666.90 169,652.88 15,000.00 Corporate Stock - Common GLAXO WELLCOME ORD GBP0.25
22,098.88 15,737.82 1,500.00 Corporate Stock - Common HAYS ORD 1P
44,192.26 43,428.13 13,770.00 Corporate Stock - Common HILTON GRP ORD 10P
537,623.04 520,651.07 115,600.00 Corporate Stock - Common INVENSYS ORD GBP0.25
300,999.59 164,865.26 32,640.00 Corporate Stock - Common KINGFISHER ORD GBP0.125
184,436.02 297,787.70 20,000.00 Corporate Stock - Common KINGFISHER ORD GBP0.125
39,620.85 48,992.56 8,390.00 Corporate Stock - Common LAING(JOHN) ORD'A'NON V GBP0.25
158,315.55 242,936.08 40,000.00 Corporate Stock - Common LAIRD GROUP ORD GBP0.25
518,929.38 537,056.33 40,600.00 Corporate Stock - Common LLOYDS TSB GROUP ORD GBP0.25
97,018.44 45,563.41 7,600.00 Corporate Stock - Common MARCONI ORD GBP0.05
2,489.07 3,937.10 922.00 Corporate Stock - Common MEDEVA ORD GBP0.10
359,651.36 360,069.52 83,479.00 Corporate Stock - Common MORGAN CRUCIBLE CO ORD GBP0.25
684,627.62 221,539.70 29,830.00 Corporate Stock - Common NAT WEST ORD GBP1
525,164.85 239,354.45 17,400.00 Corporate Stock - Common ORANGE ORD 20P(ASSD MANNES SHS&CSH
310,969.09 317,414.57 36,190.00 Corporate Stock - Common POWERGEN ORD GBP0.50
10,725.00 22,120.77 3,440.00 Corporate Stock - Common RANK GROUP ORD GBP0.10
250,055.74 268,495.19 40,000.00 Corporate Stock - Common REED INTERNATIONAL ORD GBP0.125
703,220.62 714,648.30 62,940.00 Corporate Stock - Common REUTERS GROUP ORD GBP0.25
307,066.67 274,130.22 77,350.00 Corporate Stock - Common REXAM ORD GBX64.285714
171,415.60 111,269.07 8,750.00 Corporate Stock - Common RIO TINTO PLC ORD 10P(REGD)
405,265.66 285,599.47 20,687.00 Corporate Stock - Common RIO TINTO PLC ORD 10P(REGD)
340,852.93 353,280.82 17,672.00 Corporate Stock - Common ROYAL BK SCOTLAND ORD GBP0.25
335,029.99 479,516.26 54,566.00 Corporate Stock - Common ROYAL&SUN ALLIANCE ORD GBP0.275
270,628.55 390,965.20 44,077.00 Corporate Stock - Common ROYAL&SUN ALLIANCE ORD GBP0.275
251,155.21 472,700.32 85,469.00 Corporate Stock - Common SAFEWAY PLC ORD GBP0.25
28,709.66 38,591.58 9,770.00 Corporate Stock - Common SAFEWAY PLC ORD GBP0.25
190,255.79 253,584.97 25,800.00 Corporate Stock - Common SCOT & SOUTHERN EN ORD GBP0.50
450,018.16 279,429.60 58,620.00 Corporate Stock - Common SHELL TRNSPT&TRDG ORD GBP0.25(REGD)
29,096.93 40,117.41 10,560.00 Corporate Stock - Common SMITH(DAVID S.)HLD ORD GBP0.10
404,411.81 120,102.61 30,300.00 Corporate Stock - Common SMITHKLINE BEECHAM ORD GBP0.0625
84,615.07 382,043.04 109,539.00 Corporate Stock - Common STOREHOUSE ORD GBP0.10
361,501.77 377,183.42 53,000.00 Corporate Stock - Common TATE & LYLE ORD GBP0.25
Page 28 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
92,057.94 50,191.69 34,100.00 Corporate Stock - Common TESCO ORD 5P
502,889.18 641,888.03 73,600.00 Corporate Stock - Common TI GROUP ORD GBP0.25
125,591.10 140,671.02 36,422.00 Corporate Stock - Common TOMKINS ORD GBP0.05
258,002.79 347,060.99 74,822.00 Corporate Stock - Common TOMKINS ORD GBP0.05
213,622.94 277,211.56 29,285.00 Corporate Stock - Common UNILEVER ORD GBP0.014
196,954.74 265,480.59 27,000.00 Corporate Stock - Common UNILEVER ORD GBP0.014
103,637.04 80,702.90 8,190.00 Corporate Stock - Common UNITED NEWS & MEDI ORD 25P
261,199.33 135,944.86 55,545.00 Corporate Stock - Common VODAFONE AIRTOUCH ORD USD0.10
166,938.09 173,250.34 35,500.00 Corporate Stock - Common VODAFONE AIRTOUCH ORD USD0.10
378,422.74 419,473.89 51,400.00 Corporate Stock - Common WOLSELEY ORD 25P
111,402.97 80,369.64 8,400.00 Corporate Stock - Common HSBC HLDGS USD0.50(HONGKONG REG)
946,312.20 485,824.48 21,170.00 Corporate Stock - Common ASTRAZENECA COMM STK
80,100.00 65,958.99 1,800.00 Corporate Stock - Common ASTRAZENECA SPON ADR REP 1 ORD USD0.25
426,419.76 364,802.18 45,399.00 Corporate Stock - Common SOUTH AFRICAN BREW USD0.10
187.50 936.29 200.00 Corporate Stock - Common ##NUMBER 9 VISUAL TECH CORP COM STK INC
DO NOT USE SEE SEC 2-667701
74,182.81 40,997.13 1,205.00 Corporate Stock - Common #REORG ADR RHONE S A SER A N/C AVENTIS
EFF N/A SEE #2042676
27,625.00 17,614.85 500.00 Corporate Stock - Common #REORG AIRONET WIRELESS COMM INC COM
STKMERGER W/ CISCO SYS INC 2-158655 3-15-00
348.56 3,215.00 143.00 Corporate Stock - Common #REORG ALAMCO ENVIRONMENTAL RES CORP COM
N/C ALANCO TECH INC 2-003805 EFF N/A
91,771.75 121,195.39 6,412.00 Corporate Stock - Common #REORG ALLEGHENY TELEDYNE INC COM STK
EXCH ALLEGHANY TECH INC COM REVSPL
21,289.06 18,348.84 355.93 Corporate Stock - Common #REORG ALLIED SIGNAL INC COM N/C
HONEYWELL INTL INC #2-388303 12-01-99
1,112,512.50 372,823.39 18,600.00 Corporate Stock - Common #REORG ALLIED SIGNAL INC COM N/C
HONEYWELL INTL INC #2-388303 12-01-99
259,875.00 285,392.57 9,900.00 Corporate Stock - Common #REORG ARDENT SOFTWARE INC COM STKMGR
W/INFORMIX CORP COM #2-420930 EFF 3-01-00
46,900.00 69,610.29 1,400.00 Corporate Stock - Common #REORG ARMSTRONG WORLD IND INC COM N/C
TO ARMSTRONG HLDGS INC 2-027469 5-1-00
1,050,487.50 606,152.51 10,900.00 Corporate Stock - Common #REORG ATLC RICHFIELD CO COM DFLT MERGERTO
BP AMOCO PLC ADS 2-043009 4-18-00
19,729.31 16,384.77 204.71 Corporate Stock - Common #REORG ATLC RICHFIELD CO COM DFLT MERGERTO
BP AMOCO PLC ADS 2-043009 4-18-00
2,640,675.00 2,401,674.33 27,400.00 Corporate Stock - Common #REORG ATLC RICHFIELD CO COM DFLT MERGERTO
BP AMOCO PLC ADS 2-043009 4-18-00
406.25 8,170.23 500.00 Corporate Stock - Common #REORG AVATEX CORP RECLASS TO AVATEX
CORP CL A #2-042661 @ 1:1 12-07-99
14,812.50 20,041.92 1,000.00 Corporate Stock - Common #REORG BAMBOO.COM INC COM N/C TO
INTERNET PICTURES CORP #2-423828 EFF N/A
Page 29 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
744,318.75 545,700.00 10,700.00 Corporate Stock - Common #REORG BIOVAIL CORP INTL NEW COM N/C TO
BIOVAIL CORP COM #2-069335 EFF 3-16-00
8,750.00 11,363.65 2,500.00 Corporate Stock - Common #REORG BRILLIANCE CHINA AUTOMOTIVE CV TO
BRILLIANCE CHINA ADR 2-086926 4-17-00
4,476.50 4,542.45 100.00 Corporate Stock - Common #REORG C-CUBE MICROSYSTEMS INC STKMGR TO
HARMONIC INC 2-372892 @.5427 EFF 5-03-00
16,800.00 8,279.95 400.00 Corporate Stock - Common #REORG C3D INC COM N/C TO CONSTELLATION 3D INC COM
SEE #2-200526 @ 1:1 EFF N/A
3,587.75 5,750.08 508.00 Corporate Stock - Common #REORG CAERE CORP COM CASH & STK MERGER TO
SCANSOFT INC COM 2-811309 EFF 3-13-00
3,437.50 15,435.32 11,000.00 Corporate Stock - Common #REORG CANYON RES CORP REVSPL TO CANYON
RESOURCES CORP NEW COM 2-108135 3-24-00
750.00 904.95 100.00 Corporate Stock - Common #REORG CAVANAUGHS HOSPITALITY CORP N/C
WESTCST HOSPITALITY CORP 2-915294 3-1-00
733,200.00 685,249.41 14,100.00 Corporate Stock - Common #REORG CBS CORP COM STK STOCK MERGER TO
VIA INC CL B 2888754 RT 1.085 EFF 5-4-00
1,343,888.00 561,205.47 25,844.00 Corporate Stock - Common #REORG CBS CORP COM STK STOCK MERGER TO VIA INC
CL B 2888754 RT 1.085 EFF 5-4-00
10,400.00 3,561.66 200.00 Corporate Stock - Common #REORG CBS CORP COM STK STOCK MERGER TO VIA INC
CL B 2888754 RT 1.085 EFF 5-4-00
104,000.00 89,395.60 2,000.00 Corporate Stock - Common #REORG CBS CORP COM STK STOCK MERGER TO VIA INC
CL B 2888754 RT 1.085 EFF 5-4-00
843.75 1,061.20 500.00 Corporate Stock - Common #REORG CHEQUEMATE INTL INC COM REV SPL
CHEQUEMATE INTL INC NEW 2124316 2-01-00
200.91 1,195.80 111.00 Corporate Stock - Common #REORG CIFRA SA DE CV REPSTG B ADR N/C
TO WALMART DE MX SA DE CV 2894651 3-9-00
101,875.00 94,728.65 2,000.00 Corporate Stock - Common #REORG CNET INC COM N/C TO CNET NETWORKSINC COM
#2-096744 @ 1 EFF 03-02-00
110.00 4,482.82 500.00 Corporate Stock - Common #REORG COHO ENERGY INC BKRPTCY REORG TO
COHO ENERGY INC NEW COM 2185665 4-3-00
93,500.00 79,687.45 4,000.00 Corporate Stock - Common #REORG COMAIR HOLDINGS INC COM CASH
MERGER @ $23.50/SHR EFF N/A
5,875.00 7,190.45 1,000.00 Corporate Stock - Common #REORG COMPUSA INC COM STK CASH MERGER
@$10.10 EFF 03-10-00
205,200.00 142,428.37 3,200.00 Corporate Stock - Common #REORG CONS NAT GAS CO COM CASH MERGER
@$66.60/SHR EFF 01-28-00
42,337.50 21,221.77 600.00 Corporate Stock - Common #REORG DAYTON-HUDSON CORP COM N/C TO
TARGET CORP #2-853928 EFF 01-31-00
1,058,437.50 234,476.15 15,000.00 Corporate Stock - Common #REORG DAYTON-HUDSON CORP COM N/C TO
TARGET CORP #2-853928 EFF 01-31-00
1,524,150.00 1,199,796.00 21,600.00 Corporate Stock - Common #REORG DAYTON-HUDSON CORP COM N/C TO
TARGET CORP #2-853928 EFF 01-31-00
Page 30 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
555,500.00 290,400.00 8,800.00 Corporate Stock - Common #REORG DII GRP INC COM STKMGR TO
FLEXTRONICS INTL LTD COM 2-323879 4-3-00
5.61 603.00 33.00 Corporate Stock - Common #REORG DIVOT GOLF CORP COM N/C TO
ORBITTRAVEL.COM CORP 2-690412 4-20-00
297,206.25 240,975.71 6,550.00 Corporate Stock - Common #REORG DOMINION RES INC VA COM MERGER
DFLT DOMINION RES INC #2-280211 01-28-00
4,537.50 3,481.56 100.00 Corporate Stock - Common #REORG DOMINION RES INC VA COM MERGER
DFLT DOMINION RES INC #2-280211 01-28-00
5,600.00 2,728.70 40,000.00 Corporate Stock - Common #REORG DRYDEN INDS INC COM REVSPL INT E
RESOURCES INC COM #2-289861 EFF 3-31-00
413,250.00 358,855.15 17,400.00 Corporate Stock - Common #REORG EVEREST REINS HLDGS INC STKMGR
PLN W/EVEREST RE GRP LTD 2313244 2-24-00
6,519,487.50 3,015,852.01 82,200.00 Corporate Stock - Common #REORG EXXON CORP COM N/C EXXON-MOBIL
CORP EFF 11-30-99 SEE SEC#2313338
1,403,831.25 1,444,108.82 17,700.00 Corporate Stock - Common #REORG EXXON CORP COM N/C EXXON-MOBIL
CORP EFF 11-30-99 SEE SEC#2313338
207,911.53 153,428.42 2,621.42 Corporate Stock - Common #REORG EXXON CORP COM N/C EXXON-MOBIL
CORP EFF 11-30-99 SEE SEC#2313338
109,687.50 114,832.73 2,600.00 Corporate Stock - Common #REORG FDX CORP COM STK N/C TO FEDEX
CORP COM STK #2-319604 EFF 01-19-00
1,771,875.00 723,725.23 42,000.00 Corporate Stock - Common #REORG FDX CORP COM STK N/C TO FEDEX
CORP COM STK #2-319604 EFF 01-19-00
425,250.00 196,062.37 10,080.00 Corporate Stock - Common #REORG FDX CORP COM STK N/C TO FEDEX
CORP COM STK #2-319604 EFF 01-19-00
2,131.25 2,226.87 100.00 Corporate Stock - Common #REORG FIRST SIERRA FINL INC COM N/C TO SIERRA
CITIES INC COM #2-811107 02-01-00
490,510.00 207,689.53 7,240.00 Corporate Stock - Common #REORG FLYCAST COMM CORP COM STK MERGER
CMGI INC COM #2-096805 EFF 01-13-00
21.53 18.49 0.76 Corporate Stock - Common #REORG FOREMOST CORP AMER COM CASH
MERGER @ $29.25 EFF 03-07-2000
255.00 5,219.09 1,700.00 Corporate Stock - Common #REORG FORTUNE FINL SYS INC N/C FORTUNE FINL
SYS OF NEVADA INC 4-12-99 2332445
40,741.00 10,331.75 622.00 Corporate Stock - Common #REORG GEN INSTR CORP DEL COM STKMGR
MOTOROLA INC #2-591066 EFF 01-05-00
386,450.00 122,237.14 5,900.00 Corporate Stock - Common #REORG GEN INSTR CORP DEL COM STKMGR
MOTOROLA INC #2-591066 EFF 01-05-00
253,725.00 194,143.77 5,100.00 Corporate Stock - Common #REORG HAMBRECHT & QUIST GROUP COM CASH
MERGER @ $50.00/SHARE EFF N/A
1,625.00 3,003.00 2,600.00 Corporate Stock - Common #REORG HEALTHCARE INTEGRATED SVCS RVSPL HLTHCR
INTGRTD SVCS INC 2-379380 1-19-00
487.50 454.95 200.00 Corporate Stock - Common #REORG HIE INC COM N/C TO HEALTHCARE.COMCORP
COM #2-379427 EFF 04-10-00
Page 31 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
169,575.00 125,422.08 8,400.00 Corporate Stock - Common #REORG HOLLYWD PK INC N/C TO PINNACLE
ENTRTNMT INC COMSTK 2-730243 2-28-00
425,362.50 418,039.27 3,800.00 Corporate Stock - Common #REORG HONEYWELL INC COM STK MERGER
HONEYWELL INTL INC 2-388303 EFF 12-1-99
481,331.25 169,400.10 4,300.00 Corporate Stock - Common #REORG HONEYWELL INC COM STK MERGER
HONEYWELL INTL INC 2-388303 EFF 12-1-99
2,812.50 6,475.00 5,000.00 Corporate Stock - Common #REORG ICF KAISER INTL INC COM N/C
KAISER GRP INTL INC COM 2436119 12-28-99
1,968.75 1,948.70 100.00 Corporate Stock - Common #REORG INDIANA ENERGY INC STKMRGR TO
VECTREN CORP INC COM #2-887919 03-31-00
8,606.25 3,629.95 300.00 Corporate Stock - Common #REORG INTEGRATED SYS INC COM STKMRGR
W/WIND RIVER SYS #2-937634 EFF 02-16-00
43,750.00 67,781.25 10,000.00 Corporate Stock - Common #REORG INTELLIGENT LIFE CORP COM N/C
ILIFE.COM INC COM #2-409294 12-16-99
3,450.00 4,098.70 150.00 Corporate Stock - Common #REORG ISOCOR COM STK MERGER WITH
CRITICAL PATH #2-222601 @ .4707 1-20-00
260,181.44 204,515.02 6,317.00 Corporate Stock - Common #REORG KNIGHT/TRIMARK GROUP INC CL A
CUSIP CHG SEE #2-454745 EFF 1-06-00
441,716.63 422,554.07 5,342.00 Corporate Stock - Common #REORG MCI WORLDCOM INC COM N/C TO
WORLDCOM INC 2945902 RT 1.00 EFF 5-1-0
5,246,604.56 1,810,106.30 63,451.00 Corporate Stock - Common #REORG MCI WORLDCOM INC COM N/C TO
WORLDCOM INC 2945902 RT 1.00 EFF 5-1-0
2,860,987.50 3,116,996.26 34,600.00 Corporate Stock - Common #REORG MCI WORLDCOM INC COM N/C TO
WORLDCOM INC 2945902 RT 1.00 EFF 5-1-0
1,025,325.00 942,040.42 12,400.00 Corporate Stock - Common #REORG MCI WORLDCOM INC COM N/C TO
WORLDCOM INC 2945902 RT 1.00 EFF 5-1-0
1,455,300.00 1,393,845.24 17,600.00 Corporate Stock - Common #REORG MCI WORLDCOM INC COM N/C TO
WORLDCOM INC 2945902 RT 1.00 EFF 5-1-0
74,418.75 60,252.04 900.00 Corporate Stock - Common #REORG MCI WORLDCOM INC COM N/C TO
WORLDCOM INC 2945902 RT 1.00 EFF 5-1-0
3,850.63 3,659.79 122.00 Corporate Stock - Common #REORG MINDSPRING ENTERPRS INC STKMGR
W/EARTHLINK INC COM 2-295009 2-04-00
11,055.98 9,675.59 105.99 Corporate Stock - Common #REORG MOBIL CORP COM EXXON-MOBIL
1.32015 STK MERGER EFF 11-30-99 2313338
2,764,281.25 1,144,269.38 26,500.00 Corporate Stock - Common #REORG MOBIL CORP COM EXXON-MOBIL
1.32015 STK MERGER EFF 11-30-99 2313338
3,067,031.25 2,838,374.65 72,700.00 Corporate Stock - Common #REORG MONSANTO CO COM N/C TO PHARMACIA
CORP COM #2-712644 @ 1 EFF 3-31-00
12,656.25 12,691.56 300.00 Corporate Stock - Common #REORG MONSANTO CO COM N/C TO PHARMACIA
CORP COM #2-712644 @ 1 EFF 3-31-00
907,031.25 427,526.11 21,500.00 Corporate Stock - Common #REORG MONSANTO CO COM N/C TO PHARMACIA
CORP COM #2-712644 @ 1 EFF 3-31-00
Page 32 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
2,495.63 7,144.87 66.00 Corporate Stock - Common #REORG NIELSEN MEDIA RESH INC NEW COM
CASH MERGER EFF 10-27-99 RATE 37.75/SHR
9,324.00 5,539.67 126.00 Corporate Stock - Common #REORG NORTEL NETWORKS CORP COM N/C TO
NORTEL NTWK CORP HLDG CO 2656730 5-01-00
3,325,560.00 731,016.71 44,940.00 Corporate Stock - Common #REORG NORTEL NETWORKS CORP COM N/C TO
NORTEL NTWK CORP HLDG CO 2656730 5-01-00
1,746,400.00 680,927.68 23,600.00 Corporate Stock - Common #REORG NORTEL NETWORKS CORP COM N/C TO
NORTEL NTWK CORP HLDG CO 2656730 5-01-00
436,600.00 471,316.75 5,900.00 Corporate Stock - Common #REORG NORTEL NETWORKS CORP COM N/C TO
NORTEL NTWK CORP HLDG CO 2656730 5-01-00
173,218.75 115,542.57 2,300.00 Corporate Stock - Common #REORG OAK INDS INC STK MERGER CORNING
INC #2-219536 @ .83 EFF 01-28-00
177,187.50 179,900.00 17,500.00 Corporate Stock - Common #REORG OLSTEN CORP COM MERGER DFLT TO
GENTIVA HLTH SERVICES INC COM #2-346878
32,400.00 5,563.72 400.00 Corporate Stock - Common #REORG OMNIPT CORP MGR W/ELCTN TO CASH &
VOICESTRM WIRELS CORP 2893348 2-25-00
4,918.75 2,230.19 25.00 Corporate Stock - Common #REORG OPTICAL COATING LAB INC STKMGR W/JDS
UNIPHASE CORP COM #2-427106 2-04-00
539,095.00 307,883.65 2,740.00 Corporate Stock - Common #REORG OPTICAL COATING LAB INC STKMGR W/JDS U
NIPHASE CORP COM #2-427106 2-04-00
32,000.00 16,904.95 500.00 Corporate Stock - Common #REORG ORTEL CORP COM STKMGR TO LUCENT
TECHNOLOGIES COM #2-517369 EFF 04-27-00
122,231.25 133,976.92 5,300.00 Corporate Stock - Common #REORG P P & L RES INC COM N/C TO PPL
CORP COM #2-693904 @ 1:1 EFF 02-14-00
7,125.00 5,154.95 500.00 Corporate Stock - Common #REORG PERCON ACQUISITION INC COM CASH
MERGER @ $15/SHR EFF N/A
1,706,250.00 1,616,967.92 31,200.00 Corporate Stock - Common #REORG PHARMACIA & UPJOHN INC STKMGR TO
PHARMACIA CORP COM #2-712644 EFF 3-31-00
1,553,125.00 1,505,927.97 28,400.00 Corporate Stock - Common #REORG PHARMACIA & UPJOHN INC STKMGR TO
PHARMACIA CORP COM #2-712644 EFF 3-31-00
1,503,906.25 871,128.92 27,500.00 Corporate Stock - Common #REORG PHARMACIA & UPJOHN INC STKMGR TO
PHARMACIA CORP COM #2-712644 EFF 3-31-00
937,890.63 560,909.51 17,150.00 Corporate Stock - Common #REORG PHARMACIA & UPJOHN INC STKMGR TO
PHARMACIA CORP COM #2-712644 EFF 3-31-00
4,968.75 5,021.14 500.00 Corporate Stock - Common #REORG PREMISYS COMMUNICATIONS INC COM
CASH MERGER @ $10.00/SHR EFF 12-22-99
51,753.75 24,381.40 1,110.00 Corporate Stock - Common #REORG PREVIEW TRAVEL INC MERGER TO
TRAVELOCITY.COM INC COM 2-866627 3-08-00
9.00 417.66 3,000.00 Corporate Stock - Common #REORG QUADRAX CORP COM REV SPL TO
QUADRAX CORP COM NEW #2-752847 2-23-00
12,080.69 8,155.81 521.00 Corporate Stock - Common #REORG QUANTUM CORP COM EXCH QUANTUM
CORP DSSG COM @1 CORP ACT 8-3-99 2753014
Page 33 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
247,406.25 116,555.78 3,500.00 Corporate Stock - Common #REORG REPUBLIC N.Y CORP COM CASH MERGER
@ $72.00 EFF 12-31-99
749,287.50 293,566.35 10,600.00 Corporate Stock - Common #REORG REPUBLIC N.Y CORP COM CASH MERGER
@ $72.00 EFF 12-31-99
56,987.50 59,610.12 4,700.00 Corporate Stock - Common #REORG SAFESKIN CORP COM STK MERGER
WITHKIMBERLY CLARK CORP COM #2-452801
650.00 646.23 200.00 Corporate Stock - Common #REORG SEATTLE FILMWORKS INC COM N/C TO
PHOTOWORKS INC STK #2-728647 EFF 2-01-00
8,825.00 3,901.65 100.00 Corporate Stock - Common #REORG SILKNET SOFTWARE INC COM STKMGR
TO KANA COMM COM #2-824929 EFF 4-18-00
3,125.00 4,003.17 500.00 Corporate Stock - Common #REORG SM&A CORP COM N/C TO EMERGENT
INFO TECH INC 2306099 RT 1.00 EFF 5-4-00
3,406.25 1,558.61 100.00 Corporate Stock - Common #REORG STANFORD TELECOM INC COM CASH
MERGER @ $34.22/SHR EFF 12-15-99
23,852.50 22,696.83 1,015.00 Corporate Stock - Common #REORG STAPLES INC COM N/C STAPLES INC
(RETAIL & DELIVERY) #2844553 EFF N/A
15,450.00 13,136.14 600.00 Corporate Stock - Common #REORG STERLING COMM INC COM CASH MERGER
@ $44.25 EFF 03-24-00
489,412.50 486,756.22 18,600.00 Corporate Stock - Common #REORG STERLING SOFTWARE INC STKMGR TO
COMPUTER ASSOC INTL INC 2-196409 4-7-00
23,231.25 30,409.90 900.00 Corporate Stock - Common #REORG TELEBANC FINL CORP COM EXCH
E*TRADE GRP INC #2-856345 STKMGR EFF N/A
7,062.00 18,739.46 2,000.00 Corporate Stock - Common #REORG TERA COMPUTER CO COM N/C TO CRAY INC
COM #2-221182 @ 1 EFF 04-06-00
8,480.49 5,009.16 203.43 Corporate Stock - Common #REORG TJ INTL INC COM CASH MERGER
@$42.00/SHR EFF 01-20-00
1,000.00 1,154.95 1,000.00 Corporate Stock - Common #REORG TOP SOURCE TECH INC COM N/C
GLOBAL TECHNOVATIONS #2-351371 12-15-99
8.06 9.11 0.29 Corporate Stock - Common #REORG TRANSOCEAN OFFSHORE INC N/C
TRANSOCEAN SEDCO FOREX INC #2-828059
879,450.00 860,625.02 31,200.00 Corporate Stock - Common #REORG TRANSOCEAN OFFSHORE INC N/C
TRANSOCEAN SEDCO FOREX INC #2-828059
53,556.25 52,395.35 1,900.00 Corporate Stock - Common #REORG TRANSOCEAN OFFSHORE INC N/C
TRANSOCEAN SEDCO FOREX INC #2-828059
20,594.68 15,783.00 1,010.78 Corporate Stock - Common #REORG TRIANGLE BANCORP INC COM STKMRGR TO
CENTURA BKS INC COM #2-117738 2-17-00
20,766.62 55,764.89 14,770.00 Corporate Stock - Common #REORG TRIKON TECH INC COM RVSPL TRIKON TECH INC
NEW COM STK #2-868377 EFF N/A
8,268.75 11,290.68 210.00 Corporate Stock - Common #REORG UBID INC COM STK MERGER TO CMGI
INC #2-096805 @ .2628 EFF 04-28-00
9,712.31 6,034.68 187.00 Corporate Stock - Common #REORG UNITED HEALTHCARE CORP COM N/C TO
UNITEDHEALTH GROUP INC #2-883755 4-20-00
Page 34 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
425,887.50 341,739.98 8,200.00 Corporate Stock - Common #REORG UNITED HEALTHCARE CORP COM N/C TO
UNITEDHEALTH GROUP INC #2-883755 4-20-00
306,431.25 289,384.96 5,900.00 Corporate Stock - Common #REORG UNITED HEALTHCARE CORP COM N/C TO
UNITEDHEALTH GROUP INC #2-883755 4-20-00
986,212.50 680,844.09 23,800.00 Corporate Stock - Common #REORG USWEB CORP COM STK MERGER WITH
WHITTMAN-HART INC COM #2-929792 3-01-00
8,287.50 6,817.75 200.00 Corporate Stock - Common #REORG USWEB CORP COM STK MERGER WITH
WHITTMAN-HART INC COM #2-929792 3-01-00
9,675.00 4,355.75 100.00 Corporate Stock - Common #REORG UTD PAN-EUROPE COMM N V RECLASS
ADR PAN EUR CL A 8-26-99 SEE #2882106
34,100.00 28,893.59 2,200.00 Corporate Stock - Common #REORG VANTIVE CORP COM STK MERGER
PEOPLESOFT INC COM #2-707364 FFF N/A
3,587.50 2,312.26 100.00 Corporate Stock - Common #REORG VISIO CORP COM STK MERGER WITH
MICROSOFT CORP 2-569279 @ .45 1-07-00
286,541.90 287,823.82 10,279.53 Corporate Stock - Common #REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK
SEE SEC# 2279467 EFF N/A
5,821.88 4,324.69 150.00 Corporate Stock - Common #REORG WATKINS JOHNSON CO COM CASH
MERGER @ $41.125/SHR EFF 01-31-2000
648.00 1,277.35 500.00 Corporate Stock - Common #REORG WIRELESS 1 INC COM EXCH @ CASH
1.1319248 (PLAN OF BANKRUPTCY) 12-10-99
600.00 2,910.41 400.00 Corporate Stock - Common #REORG ZITEL CORP COM N/C TO FORTEL INC
#2-326991 @ 1 EFF 05-08-00
131,381.25 115,721.93 2,100.00 Corporate Stock - Common #REYNOLDS METALS CO COM STK MERGER TO
ALCOA INC COM #2-008393 EFF 5-03-00
74,662.50 69,459.50 2,200.00 Corporate Stock - Common 1 VAL BANCORP INC COMMMON
515,700.00 460,953.19 90.00 Corporate Stock - Common 1/10 BERKSHIRE HATHAWAY INC DEL CL A COMSTK
90.00 1,589.10 30,000.00 Corporate Stock - Common 1ST MIRACLE GROUP INC COM
2,795.63 3,919.90 315.00 Corporate Stock - Common 3DFX INTERACTIVE INC COM
198,375.00 122,028.27 23,000.00 Corporate Stock - Common 3DSHOPPING COM
5,830.00 7,798.70 110.00 Corporate Stock - Common 4 KIDS ENTMT INC COM
980,000.00 851,217.03 14,000.00 Corporate Stock - Common 5TH 3RD BANCORP COM
733,250.00 408,491.53 10,475.00 Corporate Stock - Common 5TH 3RD BANCORP COM
550.00 3,940.85 200.00 Corporate Stock - Common 7 SEAS PETE INC COM
34,318.75 35,306.75 1,900.00 Corporate Stock - Common AARON RENTS INC CL B
240.00 6,054.40 2,000.00 Corporate Stock - Common ABACAN RES CORP NEW COM
270.00 5,800.00 5,000.00 Corporate Stock - Common ABACUS MIN CORP COM
1,957,000.00 915,590.12 51,500.00 Corporate Stock - Common ABBOTT LAB COM
95,017.10 103,869.16 2,500.45 Corporate Stock - Common ABBOTT LAB COM
6,475.00 5,579.95 200.00 Corporate Stock - Common ABERCROMBIE & FITCH CO CL A
6,175.00 3,279.95 200.00 Corporate Stock - Common ABIOMED INC COM
10,200.00 10,604.95 600.00 Corporate Stock - Common ACE LTD ORD SH COM
355,031.25 294,942.29 10,500.00 Corporate Stock - Common ACME COMMUNICATIONS INC COM STK
Page 35 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
2,481.25 1,875.86 100.00 Corporate Stock - Common ACNIELSEN CORP COM STKZ
305,193.75 341,330.56 12,300.00 Corporate Stock - Common ACNIELSEN CORP COM STKZ
6,112.50 4,629.95 200.00 Corporate Stock - Common ACT MFG INC COM
120,120.00 127,923.20 8,000.00 Corporate Stock - Common ACTIVISION INC NEW COM NEW
4,732.63 7,578.33 404.93 Corporate Stock - Common ADAC LABS COM NEW
1,031.25 2,342.45 500.00 Corporate Stock - Common ADAMS GOLF INC COM
37,712.50 18,761.42 700.00 Corporate Stock - Common ADAPTEC INC COM
921,262.50 630,548.37 17,100.00 Corporate Stock - Common ADAPTEC INC COM
188,562.50 138,906.25 3,500.00 Corporate Stock - Common ADAPTEC INC COM
597,100.00 543,632.11 11,200.00 Corporate Stock - Common ADC TELECOMMUNICATIONS INC COM
31,987.50 24,836.94 600.00 Corporate Stock - Common ADC TELECOMMUNICATIONS INC COM
271,893.75 225,825.00 5,100.00 Corporate Stock - Common ADC TELECOMMUNICATIONS INC COM
84,500.00 38,235.41 2,704.00 Corporate Stock - Common ADELPHIA BUSINESS SOLUTIONS INC CL A
802,500.00 469,773.71 25,680.00 Corporate Stock - Common ADELPHIA BUSINESS SOLUTIONS INC CL A
1,675.00 1,429.95 100.00 Corporate Stock - Common ADMINISTAFF INC COM
288,487.50 94,228.16 4,200.00 Corporate Stock - Common ADOBE SYS INC COM
11,676.88 11,517.40 170.00 Corporate Stock - Common ADOBE SYS INC COM
25,425.00 19,354.21 600.00 Corporate Stock - Common ADR AKZO NOBEL N V SPONSORED ADR
7,612.50 7,079.95 200.00 Corporate Stock - Common ADR ALCATEL ALSTHOM ISIN #US0139043055
6,421.88 6,509.93 250.00 Corporate Stock - Common ADR ANGLOGOLD LTD SPONSORED ADR
11,050.00 12,866.30 1,300.00 Corporate Stock - Common ADR ASIA PULP & PAPER LTD SPONSORED ADR
275.00 - 200.00 Corporate Stock - Common ADR ASIA PULP & PAPER LTD SPONSORED ADR
REPSTG WT EXP 7-27-2000
1,343,900.00 1,289,654.22 30,200.00 Corporate Stock - Common ADR ASTRAZENECA PLC SPONSORED ADR
2,625.00 11,011.17 3,000.00 Corporate Stock - Common ADR BANCA QUADRUM S A SPONSORED ADR
67,534.88 33,651.87 6,246.00 Corporate Stock - Common ADR BANCO SANTANDER CENT HISPANO S A
812.50 3,711.75 500.00 Corporate Stock - Common ADR BANCO WIESE SPONSORED ADR ISIN
#US0596511099
18,395.94 23,739.88 1,591.00 Corporate Stock - Common ADR BASS PUB LTD CO SPONSORED
2,950.00 3,222.52 200.00 Corporate Stock - Common ADR BNK TOKYO MITSUBISHI LTD SPONSORED
24,375.00 21,913.14 400.00 Corporate Stock - Common ADR BP AMOCO P L C SPONSORED ADR
2.00 26,867.53 2,000.00 Corporate Stock - Common ADR BUENOS AIRES EMBOTELLADORA S A
8,205.87 40,383.46 7,845.00 Corporate Stock - Common ADR C P POKPHAND LTD SPONSORED ADR ISIN #US1259181022
2,762.50 1,753.25 104.00 Corporate Stock - Common ADR CABLE & WIRELESS HKT SPONSORED ADR
40,942.50 27,923.16 1,030.00 Corporate Stock - Common ADR CABLE & WIRELESS PUB LTD CO SPONSORED
4,687.50 4,404.95 500.00 Corporate Stock - Common ADR CATHAY PAC AIRW LTD
3,343.75 7,037.09 250.00 Corporate Stock - Common ADR CHINA EASTN AIRLS LTD SPONSORED ADR REPSTG CL H
12,187.50 17,135.43 1,000.00 Corporate Stock - Common ADR CHINA SOUTHN AIRLS LTD 50 SHS CL H
ISIN US1694091091
12,262.50 15,100.09 600.00 Corporate Stock - Common ADR CORUS GROUP PLC SPONSORED ADR
4,601.56 5,689.37 125.00 Corporate Stock - Common ADR DIAGEO PLC SPONSORED
2,650.00 3,052.43 100.00 Corporate Stock - Common ADR DUCATI MTR HLDGS SPA SPONSORED ADR
REPSTG 10 SHS
Page 36 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
138.23 283.15 75.00 Corporate Stock - Common ADR DURBAN ROODERPORT DEEP LTD
54,750.00 53,009.59 2,000.00 Corporate Stock - Common ADR ELAN PLC
1,617,862.50 1,823,967.18 59,100.00 Corporate Stock - Common ADR ELAN PLC
17,512.50 21,738.85 4,670.00 Corporate Stock - Common ADR EMPRESAS ICA SOCIEDAD CONTROLADORA SA DE C V
SPONSORED REPSTG ORD CTF COM
162,873.75 64,515.72 3,380.00 Corporate Stock - Common ADR ERICSSON L.M TEL CO CL B SER 10 NEW
13,440.63 15,848.17 850.00 Corporate Stock - Common ADR ESPIRITO SANTO FINL HLDG S A ISIN
#US29665F2002
3,443.75 4,372.03 950.00 Corporate Stock - Common ADR FLETCHER CHALLENGE LTD FOREST
1,150.00 3,898.98 200.00 Corporate Stock - Common ADR FLETCHER CHALLENGE PAPER DIV SPONSORED
32,690.63 27,693.44 550.00 Corporate Stock - Common ADR GLAXO WELLCOME PLC SPONSORED ADR
13,312.50 26,214.20 3,000.00 Corporate Stock - Common ADR GOLD FIELDS LTD NEW SPONSORED ADR
6,593.00 4,967.45 1,000.00 Corporate Stock - Common ADR HARMONY GOLD MNG LTD
4,356.00 6,501.60 3,630.00 Corporate Stock - Common ADR HONG KONG & CHINA GAS LTD
522,306.25 316,037.50 19,300.00 Corporate Stock - Common ADR INDPT ENERGY HLDGS PLC SPONSORED ADR
974,180.00 840,086.79 232,640.00 Corporate Stock - Common ADR INSIGNIA SOLUTIONS PLC SPONSORED
34,000.00 18,279.95 1,000.00 Corporate Stock - Common ADR IONA TECHNOLOGIES PLC
1,309,146.38 2,219,873.62 52,629.00 Corporate Stock - Common ADR KLM ROYAL DUTCH AIRLS COM N Y REG NEW
6,865.50 12,145.14 276.00 Corporate Stock - Common ADR KLM ROYAL DUTCH AIRLS COM N Y REG NEW
30,711.50 20,659.97 257.00 Corporate Stock - Common ADR KONINKLIJKE PHILIPS ELECTRS N V
SPONSORED ADR NEW
1,807,796.00 1,156,756.37 15,128.00 Corporate Stock - Common ADR KONINKLIJKE PHILIPS ELECTRS N V
SPONSORED ADR NEW
1,669,800.00 1,018,034.77 6,600.00 Corporate Stock - Common ADR MATSUSHITA ELEC INDL CO LTD A.D.R.
FOR DOLLAR VALIDATED COM
26,300.00 30,638.60 1,600.00 Corporate Stock - Common ADR MINAS BUENAVENTURA SPON
2,685.00 1,700.46 30.00 Corporate Stock - Common ADR NESTLE SA SPONSORED REPSTG REG SH
16,375.00 13,379.95 400.00 Corporate Stock - Common ADR NICE SYS LTD
190,836.94 111,483.33 1,381.00 Corporate Stock - Common ADR NOKIA CORP SPONSORED FINLAND
3,482,325.00 1,078,094.29 25,200.00 Corporate Stock - Common ADR NOKIA CORP SPONSORED FINLAND
4,491,093.75 1,779,146.65 32,500.00 Corporate Stock - Common ADR NOKIA CORP SPONSORED FINLAND
7,700.00 7,294.06 100.00 Corporate Stock - Common ADR NOVARTIS AG SPONSORED ADR ISIN
#US66987V1098
61.06 - 284.00 Corporate Stock - Common ADR P T INTI INDORAYON UTAMA SPONSORED ADR
11,025.00 19,892.88 9,800.00 Corporate Stock - Common ADR P T TRI POLYTA INDONESIA SPONSORED ADR
22,269.38 26,043.07 1,605.00 Corporate Stock - Common ADR PERUSAHAAN PERSEROAN PERSERO
INDONESIAN SATELLITE CORP SPONSORED
7,812.50 8,659.90 500.00 Corporate Stock - Common ADR PETRO GEO SERVICES
3,593.75 1,543.25 100.00 Corporate Stock - Common ADR POHANG IRON & STL LTD SPON ADR REPR 1/4 ORD
9,600.00 9,342.45 200.00 Corporate Stock - Common ADR PORTUGAL TELECOM
7,000.00 6,429.95 800.00 Corporate Stock - Common ADR PT PASIFIK SATELIT NUSAN
Page 37 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
20,722.50 17,406.54 2,456.00 Corporate Stock - Common ADR PT TELEKOMUNIKASI INDONESIA SPONSORED
1,671,625.00 1,137,718.88 21,500.00 Corporate Stock - Common ADR RIO TINTO PLC
3,356.25 3,571.38 100.00 Corporate Stock - Common ADR SAP AKTIENGESELLSCHAFT
4,562.50 3,155.08 100.00 Corporate Stock - Common ADR SHELL TRANS & TRADING PLC NY SH NEW
42,363.13 18,305.89 230.00 Corporate Stock - Common ADR SONY CORP AMER DEPY RCPT FOR
DOLLAR-VALIDATED COM BKD BY 1 SH COM
1,712,943.75 651,970.62 9,300.00 Corporate Stock - Common ADR SONY CORP AMER DEPY RCPT FOR
DOLLAR-VALIDATED COM BKD BY 1 SH COM
22,477.50 12,439.90 180.00 Corporate Stock - Common ADR STMICROELECTRONICS N V SHS-N Y
REGISTRY
1,277.50 1,043.70 40.00 Corporate Stock - Common ADR TELE DANMARK A/S SPONSORED ADR
REPSTG CL B SHS
10,829.81 9,050.47 117.00 Corporate Stock - Common ADR TELE DE MEX SA CV L RPSTG SH ORD L
17,812.50 15,529.95 1,000.00 Corporate Stock - Common ADR TELE NORTE LESTE PARTICIPACOES S A
SPONSORED ADR REPSTG PFD
5,875.00 6,527.73 200.00 Corporate Stock - Common ADR TELECOM ARGENTINA STET FRANCE
TELECOM S A
1,827,337.50 1,368,498.97 33,300.00 Corporate Stock - Common ADR TEVA PHARMACEUTICAL INDS LTD ADR
ISIN #US8816242098
5,175.75 7,027.13 201.00 Corporate Stock - Common ADR TNT POST GROUP N V SPONSORD ADR
1,053,746.69 664,440.56 19,357.00 Corporate Stock - Common ADR UNILEVER N V NY SHS NEW
326,625.00 412,362.75 6,000.00 Corporate Stock - Common ADR UNILEVER N V NY SHS NEW
2,400.00 3,248.70 100.00 Corporate Stock - Common ADR VOLVO AKTIEBOLAGET CL B
7,700.00 7,124.18 200.00 Corporate Stock - Common ADR YPF SOCIEDAD ANONIMA SPONSORED
REPSTG CL D SHS
372,457.50 503,788.89 9,370.00 Corporate Stock - Common ADVANCE PARADIGM INC COM
318.75 1,506.39 300.00 Corporate Stock - Common ADVANCED DEPOSITION TECHNOLOGIES INC COM
362.50 1,342.45 100.00 Corporate Stock - Common ADVANCED ENGINE TECHNOLOGIES INC COM
314,281.25 142,292.39 11,300.00 Corporate Stock - Common ADVANCED FIBRE COMMUNICATIONS INC COM
103,323.44 47,744.25 3,715.00 Corporate Stock - Common ADVANCED FIBRE COMMUNICATIONS INC COM
141,250.00 111,002.58 5,000.00 Corporate Stock - Common ADVANCED MICRO DEVICES INC COM
757,100.00 458,079.00 26,800.00 Corporate Stock - Common ADVANCED MICRO DEVICES INC COM
56,500.00 39,314.32 2,000.00 Corporate Stock - Common ADVANCED MICRO DEVICES INC COM
5,000.00 3,772.38 50,000.00 Corporate Stock - Common ADVANCED PLT PHARMACEUTICALS INC COM
STKISIN# US00756F2011
5,500.00 5,559.90 400.00 Corporate Stock - Common ADVANCED RADIO TELECOM CORP COM
25,500.00 57,327.78 8,000.00 Corporate Stock - Common ADVANCED TISSUE SCIENCES INC COM
645,680.00 523,123.16 11,530.00 Corporate Stock - Common ADVENT SOFTWARE INC COM STK
184,800.00 157,619.00 3,300.00 Corporate Stock - Common ADVENT SOFTWARE INC COM STK
11,587.50 7,654.95 200.00 Corporate Stock - Common AES CORP COM
405,562.50 274,486.43 7,000.00 Corporate Stock - Common AES CORP COM
742,900.00 1,076,614.40 13,600.00 Corporate Stock - Common AETNA INC COM STK
275,801.63 299,222.75 5,049.00 Corporate Stock - Common AETNA INC COM STK
Page 38 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
606,487.50 601,010.29 16,200.00 Corporate Stock - Common AFFILIATED COMPUTER SVCS INC CL A COM
9,359.38 9,701.83 250.00 Corporate Stock - Common AFFILIATED COMPUTER SVCS INC CL A COM
68,600.00 17,840.28 700.00 Corporate Stock - Common AFFYMETRIX INC OC-CAP STK
430,875.00 461,610.00 9,000.00 Corporate Stock - Common AFLAC INC COM
201,075.00 187,288.50 4,200.00 Corporate Stock - Common AFLAC INC COM
14,386.29 14,957.40 300.50 Corporate Stock - Common AFLAC INC COM
2,937.50 3,395.15 200.00 Corporate Stock - Common AG SVCS AMER INC COM
36,914.06 40,184.63 875.00 Corporate Stock - Common AGILENT TECHNOLOGIES INC COM
9,648.99 11,159.29 521.57 Corporate Stock - Common AGL RES INC COM
7,562.50 17,496.57 1,000.00 Corporate Stock - Common AGNICO EAGLE MINES LTD COM
10,500.00 23,519.72 2,400.00 Corporate Stock - Common AHT CORP COM
21,675.00 24,457.03 4,080.00 Corporate Stock - Common AIR CDA INC CL A NON VTG CL A NON VTG
COM STK ISIN# CA0089113074
799,662.50 908,559.50 24,700.00 Corporate Stock - Common AIR PROD & CHEM INC COM
252,525.00 186,538.45 7,800.00 Corporate Stock - Common AIR PROD & CHEM INC COM
4,637.50 5,194.12 200.00 Corporate Stock - Common AIRBORNE FGHT CORP COM
11,562.50 21,418.63 2,500.00 Corporate Stock - Common AIRTRAN HLDGS INC COM
326,800.00 451,823.85 8,600.00 Corporate Stock - Common AK AIR GROUP INC COM
15,770.00 16,584.59 415.00 Corporate Stock - Common AK AIR GROUP INC COM
486,937.50 584,259.55 29,400.00 Corporate Stock - Common AK STL HLDG CORP COM STK PAR $0.01
66,500.00 87,884.77 14,000.00 Corporate Stock - Common AKSYS LTD COM
11,500.00 9,591.28 1,000.00 Corporate Stock - Common ALADDIN KNOWLEDGE SYS COM
49,993.75 30,709.10 1,900.00 Corporate Stock - Common ALBERTO-CULVER CO CL B COM
455,875.88 335,775.69 14,274.00 Corporate Stock - Common ALBERTSON S INC COM
260,100.00 189,852.42 7,650.00 Corporate Stock - Common ALCAN ALUM LTD (NEW) COM
6,611.37 5,806.13 100.94 Corporate Stock - Common ALCOA INC COM STK
989,050.00 1,008,340.93 15,100.00 Corporate Stock - Common ALCOA INC COM STK
2,292,500.00 790,559.57 35,000.00 Corporate Stock - Common ALCOA INC COM STK
517,450.00 512,872.24 7,900.00 Corporate Stock - Common ALCOA INC COM STK
812,200.00 299,409.25 12,400.00 Corporate Stock - Common ALCOA INC COM STK
1,575.00 6,935.39 1,200.00 Corporate Stock - Common ALDILA INC
72,800.00 83,447.04 3,200.00 Corporate Stock - Common ALEXANDER & BALDWIN INC COM
6,062.50 14,592.45 500.00 Corporate Stock - Common ALGOS PHARMACEUTICAL CORP COM
1,049,750.00 804,229.19 24,700.00 Corporate Stock - Common ALKERMES INC COM
695,902.50 537,808.46 9,420.00 Corporate Stock - Common ALLEGIANCE TELECOM INC COM
216,425.00 60,032.17 2,200.00 Corporate Stock - Common ALLERGAN INC COM
4,500.00 4,154.95 1,000.00 Corporate Stock - Common ALLIANCE PHARMACEUTICAL CORP COM
2,227.70 1,942.09 110.01 Corporate Stock - Common ALLIED CAP CORP NEW COM
5,737.50 6,779.12 900.00 Corporate Stock - Common ALLIED RESH CORP COM
523,957.50 446,123.90 24,090.00 Corporate Stock - Common ALLIED RISER COMMUNICATIONS CORP COM STK
52,000.00 114,992.00 6,400.00 Corporate Stock - Common ALLIED WASTE INDS INC COM PAR $0.01 NEW
408,812.50 371,238.32 21,100.00 Corporate Stock - Common ALLOY ONLINE INC COM STK
Page 39 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
71,529.11 86,288.66 2,731.42 Corporate Stock - Common ALLSTATE CORP COM
707,795.75 473,912.20 27,028.00 Corporate Stock - Common ALLSTATE CORP COM
116.43 63.56 1.35 Corporate Stock - Common ALLTEL CORP COM ISIN #US0200391037
890,950.00 413,752.76 10,300.00 Corporate Stock - Common ALLTEL CORP COM ISIN #US0200391037
207,600.00 170,111.54 2,400.00 Corporate Stock - Common ALLTEL CORP COM ISIN #US0200391037
4.00 25,520.30 4,000.00 Corporate Stock - Common ALPHA BETA TECH INC COM
488,320.00 507,514.99 15,260.00 Corporate Stock - Common ALPHARMA INC CL A
2,525.00 3,098.41 200.00 Corporate Stock - Common ALPINE GROUP INC COM
499,320.00 336,064.66 17,520.00 Corporate Stock - Common ALREF COM STK
746,700.00 632,135.25 26,200.00 Corporate Stock - Common ALREF COM STK
156.00 7,880.00 2,000.00 Corporate Stock - Common ALTA GOLD CO COM
4,800.00 11,135.08 1,200.00 Corporate Stock - Common ALTAIR INTL GOLD INC COM
68,098.00 45,460.29 1,264.00 Corporate Stock - Common ALTERA CORP COM
146,837.50 110,234.53 3,400.00 Corporate Stock - Common ALZA CORP COM
941,487.50 879,726.70 21,800.00 Corporate Stock - Common ALZA CORP COM
385,333.13 318,404.13 4,530.00 Corporate Stock - Common AMAZON COM INC COM
1,297,100.00 1,036,448.99 23,800.00 Corporate Stock - Common AMBAC FNCL GROUP COM STK
8,875.00 6,015.00 500.00 Corporate Stock - Common AMCOL INTL CORP COM
207,075.00 231,306.13 6,600.00 Corporate Stock - Common AMER ELEC PWR CO INC COM
2,299,950.00 573,236.79 15,200.00 Corporate Stock - Common AMER EXPRESS CO COM
1,028,925.00 132,721.19 6,800.00 Corporate Stock - Common AMER EXPRESS CO COM
559,856.25 377,622.00 3,700.00 Corporate Stock - Common AMER EXPRESS CO COM
30,262.50 24,084.15 200.00 Corporate Stock - Common AMER EXPRESS CO COM
86,200.00 121,189.00 3,200.00 Corporate Stock - Common AMER FINL GROUP INC OH COM STK
616,924.69 270,317.28 8,415.00 Corporate Stock - Common AMER GEN CORP COM
54,193.75 55,750.76 2,300.00 Corporate Stock - Common AMER GREETINGS CORP CL A COM
2,303,600.00 978,516.62 44,300.00 Corporate Stock - Common AMER HOME PROD CORP COM
13,739.39 12,996.84 264.22 Corporate Stock - Common AMER HOME PROD CORP COM
1,955,200.00 1,805,776.63 37,600.00 Corporate Stock - Common AMER HOME PROD CORP COM
5,416,701.50 1,478,128.66 52,462.00 Corporate Stock - Common AMER INTL GROUP INC COM
1,148,656.25 833,385.40 11,125.00 Corporate Stock - Common AMER INTL GROUP INC COM
1,565,063.50 1,384,090.13 15,158.00 Corporate Stock - Common AMER INTL GROUP INC COM
49,823.18 26,471.56 482.55 Corporate Stock - Common AMER INTL GROUP INC COM
1,806,875.00 970,428.38 17,500.00 Corporate Stock - Common AMER INTL GROUP INC COM
4,448,475.00 3,430,367.92 61,200.00 Corporate Stock - Common AMER ON-LINE COM
5,009,695.19 3,983,121.64 68,921.00 Corporate Stock - Common AMER ON-LINE COM
5,451,562.50 3,255,537.63 75,000.00 Corporate Stock - Common AMER ON-LINE COM
1,642,737.50 902,864.46 22,600.00 Corporate Stock - Common AMER ON-LINE COM
290,750.00 284,372.60 4,000.00 Corporate Stock - Common AMER ON-LINE COM
248,306.25 207,931.50 12,300.00 Corporate Stock - Common AMER W HLDGS CORP CL B
130,512.19 131,682.63 6,465.00 Corporate Stock - Common AMER W HLDGS CORP CL B
85,705.00 281,353.61 140,500.00 Corporate Stock - Common AMER WILD WOODLAND GINSENG CORP
Page 40 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
7,922.61 7,478.15 309.93 Corporate Stock - Common AMER WTR WK CO INC COM
179,606.25 142,536.20 3,100.00 Corporate Stock - Common AMERADA HESS CORP COM
1,344,150.00 1,478,984.56 23,200.00 Corporate Stock - Common AMERADA HESS CORP COM
927,000.00 739,115.79 16,000.00 Corporate Stock - Common AMERADA HESS CORP COM
159,275.00 175,089.15 4,600.00 Corporate Stock - Common AMEREN CORP COM
5,461.61 6,056.76 157.74 Corporate Stock - Common AMEREN CORP COM
519,375.00 583,578.70 15,000.00 Corporate Stock - Common AMEREN CORP COM
13,062.50 12,029.95 500.00 Corporate Stock - Common AMERICAN TOWER CORP CL A
82,581.25 85,099.76 3,650.00 Corporate Stock - Common AMERITRADE HLDG CORP CL A
3,600.00 4,359.90 1,800.00 Corporate Stock - Common AMERN BK NT HOLOGRAPHICS INC DEL COM
2,012.50 1,773.70 100.00 Corporate Stock - Common AMERN CAP STRATEGIES LTD COM
273,700.00 204,000.00 13,600.00 Corporate Stock - Common AMERN CAP STRATEGIES LTD COM
529,975.00 564,142.16 11,600.00 Corporate Stock - Common AMERN EAGLE OUTFITTERS INC NEW COM
682,571.25 435,311.40 14,940.00 Corporate Stock - Common AMERN EAGLE OUTFITTERS INC NEW COM
95,218.75 111,657.15 5,500.00 Corporate Stock - Common AMERN FREIGHTWAYS CORP COM
556,156.25 377,444.23 18,500.00 Corporate Stock - Common AMERN ITALIAN PASTA CO CL A
293,750.00 303,787.93 10,000.00 Corporate Stock - Common AMERN MGMT SYS INC COM
443,691.38 271,998.20 114,501.00 Corporate Stock - Common AMERN MULTIPLEXER CORP COM
4,762.50 2,520.50 200.00 Corporate Stock - Common AMERN PWR CONVERSION CORP COM
657,654.38 753,835.36 16,890.00 Corporate Stock - Common AMERN STD COS INC DEL COM
38,000.00 29,184.90 2,000.00 Corporate Stock - Common AMERN SUPERCONDUCTOR CORP
38,868.75 35,562.60 900.00 Corporate Stock - Common AMERON INTL CORP DEL COM
209,843.75 227,370.76 7,900.00 Corporate Stock - Common AMES DEPT STORES INC COM NEW
592.88 489.00 186.00 Corporate Stock - Common AMF BOWLING INC COM STK
1,498,575.00 1,103,292.42 21,200.00 Corporate Stock - Common AMFM INC COM
1,658,475.00 487,812.34 36,400.00 Corporate Stock - Common AMGEN INC COM
1,576,462.50 363,211.99 34,600.00 Corporate Stock - Common AMGEN INC COM
458,723.25 318,544.57 10,068.00 Corporate Stock - Common AMGEN INC COM
140,012.50 138,593.57 2,300.00 Corporate Stock - Common AMR CORP COM
310,462.50 196,898.91 5,100.00 Corporate Stock - Common AMR CORP COM
3,600.00 6,935.50 1,800.00 Corporate Stock - Common AMRESCO INC COM
300,081.25 372,451.30 13,300.00 Corporate Stock - Common AMSOUTH BANCORPORATION COM
513,400.00 150,634.15 60,400.00 Corporate Stock - Common AMYLIN PHARMACEUTICALS INC
129,537.50 144,678.77 4,300.00 Corporate Stock - Common ANADARKO PETRO CORP COM
333,137.50 334,370.00 5,800.00 Corporate Stock - Common ANALOG DEVICES INC COM
4,350.00 3,829.95 100.00 Corporate Stock - Common ANAREN MICROWAVE INC COM
450.00 1,848.10 5,000.00 Corporate Stock - Common ANATOLIA MINERALS DEV LTD
115,631.25 119,656.32 2,100.00 Corporate Stock - Common ANCHOR GAMING COM
- 21,807.50 750.00 Corporate Stock - Common ANDEAN AMERN MNG CORP COM
30,000.00 32,020.00 1,000.00 Corporate Stock - Common ANDOVER BANCORP INC DEL COM
38,328.13 36,471.32 2,750.00 Corporate Stock - Common ANDREW CORP COM
37,406.25 36,238.58 500.00 Corporate Stock - Common ANHEUSER BUSCH COS INC COM
Page 41 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
1,182,037.50 457,315.69 15,800.00 Corporate Stock - Common ANHEUSER BUSCH COS INC COM
160,962.50 142,437.00 7,900.00 Corporate Stock - Common ANIXTER INTL INC COM
779,534.38 697,664.35 18,050.00 Corporate Stock - Common ANNTAYLOR STORES CORP COM
895,440.00 406,696.46 15,990.00 Corporate Stock - Common ANTEC CORP COM
310,481.25 228,175.66 8,700.00 Corporate Stock - Common AON CORP COM
139,668.75 137,597.08 3,900.00 Corporate Stock - Common APACHE CORP COM
14,514.91 13,604.20 405.30 Corporate Stock - Common APACHE CORP COM
447,656.25 529,207.85 12,500.00 Corporate Stock - Common APACHE CORP COM
1,156.25 1,304.95 100.00 Corporate Stock - Common APEX MTG CAP INC COM
625.91 1,474.70 103.24 Corporate Stock - Common APOGEE ENTERPRISES INC COM
1,761,750.00 1,010,185.82 18,000.00 Corporate Stock - Common APPLE COMPUTER INC COM
135,948.38 64,762.75 1,389.00 Corporate Stock - Common APPLE COMPUTER INC COM
528,525.00 208,192.49 5,400.00 Corporate Stock - Common APPLE COMPUTER INC COM
213,887.50 237,600.30 7,100.00 Corporate Stock - Common APPLEBEES INTL INC COM
42,317.01 30,864.77 1,404.71 Corporate Stock - Common APPLEBEES INTL INC COM
35,962.50 33,104.40 2,100.00 Corporate Stock - Common APPLIED INDL TECHNOLOGIES INC COM
8,156.25 95,417.96 14,500.00 Corporate Stock - Common APPLIED MAGNETICS CORP COM
1,237,456.25 265,698.13 12,700.00 Corporate Stock - Common APPLIED MATERIALS INC COM
1,364,125.00 828,881.38 14,000.00 Corporate Stock - Common APPLIED MATERIALS INC COM
1,656,437.50 1,142,796.00 17,000.00 Corporate Stock - Common APPLIED MATERIALS INC COM
237,260.31 135,805.73 2,435.00 Corporate Stock - Common APPLIED MATERIALS INC COM
1,773,362.50 1,883,064.50 18,200.00 Corporate Stock - Common APPLIED MATERIALS INC COM
4,156.25 4,154.95 50.00 Corporate Stock - Common APPLIED MICRO CIRCUITS CORP CDT-COM
839,562.50 485,659.52 10,100.00 Corporate Stock - Common APPLIED MICRO CIRCUITS CORP CDT-COM
882,787.50 184,164.99 10,620.00 Corporate Stock - Common APPLIED MICRO CIRCUITS CORP CDT-COM
311,850.00 241,639.89 13,200.00 Corporate Stock - Common APPLIED SCI & TECH INC
5,906.25 1,764.97 250.00 Corporate Stock - Common APPLIED SCI & TECH INC
9,950.00 9,029.95 200.00 Corporate Stock - Common APPNET INC FORMERLY APPNET SYS INC TO
10/06/1999
541,415.00 537,498.55 19,960.00 Corporate Stock - Common APTARGROUP INC COM
43,400.00 49,174.00 1,600.00 Corporate Stock - Common APTARGROUP INC COM
65,000.00 37,589.50 5,200.00 Corporate Stock - Common AR BEST CORP DEL COM
2,500.00 2,279.95 200.00 Corporate Stock - Common AR BEST CORP DEL COM
260,379.06 253,597.62 20,935.00 Corporate Stock - Common ARCHER-DANIELS-MIDLAND CO COM
32,483.50 37,780.40 2,611.74 Corporate Stock - Common ARCHER-DANIELS-MIDLAND CO COM
870,625.00 1,237,353.35 70,000.00 Corporate Stock - Common ARCHER-DANIELS-MIDLAND CO COM
1,055.75 - 410.00 Corporate Stock - Common ARGENTINA REP WT EXP 02-25-2000
101,700.00 104,951.52 7,200.00 Corporate Stock - Common ARGOSY GAMING CO COM
31,093.75 38,641.72 2,500.00 Corporate Stock - Common ARIEL CORP COM
567,300.00 439,666.60 24,800.00 Corporate Stock - Common ARROW ELECTR INC COM
482,056.25 374,005.93 22,100.00 Corporate Stock - Common ARTESYN TECHNOLOGIES INC COM
193,906.25 272,607.32 7,300.00 Corporate Stock - Common ARVIN INDS INC COM
Page 42 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
229,765.63 342,204.67 8,650.00 Corporate Stock - Common ARVIN INDS INC COM
1,750.00 11,076.49 2,000.00 Corporate Stock - Common ASANTE TECHNOLOGIES INC COM
67.06 - 37.00 Corporate Stock - Common ASCENT ASSURN INC COM
36.94 - 197.00 Corporate Stock - Common ASCENT ASSURN INC WT EXP 03-24-2004
600.00 1,118.63 200.00 Corporate Stock - Common ASCHE TRANSN SVCS INC COM
557.55 3,771.08 177.00 Corporate Stock - Common ASHANTI GOLDFIELDS CO LTD SHS ISIN#
GH000890232
13,500.00 18,326.77 400.00 Corporate Stock - Common ASHLAND INC COM
81,000.00 86,863.64 2,400.00 Corporate Stock - Common ASHLAND INC COM
4,593.00 4,779.95 1,000.00 Corporate Stock - Common ASHWORTH INC COM
1,250.00 1,884.59 1,000.00 Corporate Stock - Common ASIA PAC COM
3,000.00 2,894.31 300.00 Corporate Stock - Common ASIA PAC FD INC COM
1,729.00 2,194.55 52.00 Corporate Stock - Common ASSOC 1ST CAP CORP CL A COM
1,928,500.00 2,252,254.78 58,000.00 Corporate Stock - Common ASSOC 1ST CAP CORP CL A COM
819,812.00 531,033.36 24,656.00 Corporate Stock - Common ASSOC 1ST CAP CORP CL A COM
569.63 1,319.43 147.00 Corporate Stock - Common ASTEA INTL IINC COM
174,125.00 184,628.00 7,000.00 Corporate Stock - Common ASTEC INDS INC COM
305,850.70 346,609.97 9,700.00 Corporate Stock - Common ASTORIA FINL CORP COM
428,821.60 593,863.04 13,600.00 Corporate Stock - Common ASTORIA FINL CORP COM
1,250.00 1,473.70 100.00 Corporate Stock - Common ASTROPOWER INC CDT-COM
66,521.75 20,300.90 1,665.00 Corporate Stock - Common ASYST TECHNOLOGIES INC COM
527,627.63 455,691.62 9,443.00 Corporate Stock - Common AT & T CORP COM STK
4,039,762.50 3,559,174.71 72,300.00 Corporate Stock - Common AT & T CORP COM STK
577,613.57 527,659.75 10,337.60 Corporate Stock - Common AT & T CORP COM STK
6,048,971.63 2,631,347.55 108,259.00 Corporate Stock - Common AT & T CORP COM STK
171,981.00 171,581.32 3,546.00 Corporate Stock - Common AT HOME CORP COM SER A
2,453,808.38 405,970.12 58,686.00 Corporate Stock - Common AT&T CORP COM LIBERTY MEDIA GROUP SER A
1,057,856.25 978,391.81 25,300.00 Corporate Stock - Common AT&T CORP COM LIBERTY MEDIA GROUP SER A
1,443.75 1,872.40 300.00 Corporate Stock - Common ATG INC COM
87,526.56 90,253.07 3,475.00 Corporate Stock - Common ATLAS AIR INC COM
320,510.94 308,123.12 12,725.00 Corporate Stock - Common ATLAS AIR INC COM
84,763.75 84,101.25 4,085.00 Corporate Stock - Common ATLC COAST AIRLINES HLDG COM
466,946.25 319,112.50 10,420.00 Corporate Stock - Common ATMEL CORP COM
22,406.25 17,075.00 500.00 Corporate Stock - Common ATMEL CORP COM
649,781.25 285,105.50 14,500.00 Corporate Stock - Common ATMEL CORP COM
17,250.00 21,090.00 3,000.00 Corporate Stock - Common ATRIX LABS INC COM
104.00 6,009.10 8,000.00 Corporate Stock - Common AUGUSTA CORP CL A
2,325.00 3,022.02 300.00 Corporate Stock - Common AULT INC COM
10,400.00 81,466.84 26,000.00 Corporate Stock - Common AURA SYS INC
1,036,875.00 333,388.33 21,000.00 Corporate Stock - Common AUTO DATA PROCESSING INC COM
23,206.25 20,345.17 470.00 Corporate Stock - Common AUTO DATA PROCESSING INC COM
1,535,562.50 945,538.59 31,100.00 Corporate Stock - Common AUTO DATA PROCESSING INC COM
Page 43 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
58,625.00 61,938.50 2,000.00 Corporate Stock - Common AUTODESK INC COM
29,312.50 27,154.95 1,000.00 Corporate Stock - Common AUTODESK INC COM
16,791.50 38,393.95 21,500.00 Corporate Stock - Common AUTOIMMUNE INC COM
9,312.50 17,752.22 1,000.00 Corporate Stock - Common AUTONATION INC DEL COM
10,500.00 9,029.95 1,000.00 Corporate Stock - Common AUTOWEB COM INC COM
16,537.50 16,655.26 600.00 Corporate Stock - Common AUTOZONE INC COM
137,812.50 130,054.28 5,000.00 Corporate Stock - Common AUTOZONE INC COM
14,062.50 12,819.80 900.00 Corporate Stock - Common AVANT CORP COM
385,937.50 364,557.34 24,700.00 Corporate Stock - Common AVANT CORP COM
800.00 1,529.95 200.00 Corporate Stock - Common AVATERRA COM INC COM
225,625.00 91,462.39 3,800.00 Corporate Stock - Common AVERY DENNISON CORP COM
1,350.00 961.63 200.00 Corporate Stock - Common AVI BIOPHARMA INC COM
177,862.50 277,614.85 9,300.00 Corporate Stock - Common AVIS GROUP HLDGS INC COM
467,032.50 600,609.52 24,420.00 Corporate Stock - Common AVIS GROUP HLDGS INC COM
320,650.00 150,907.97 8,800.00 Corporate Stock - Common AVON PROD INC COM
120,562.50 101,467.50 3,000.00 Corporate Stock - Common AVT CORP COM
427,987.50 492,968.40 11,300.00 Corporate Stock - Common AWARE INC MASS COM
228,650.00 187,022.40 6,800.00 Corporate Stock - Common AXA FINL INC COM
84,075.00 47,937.35 3,800.00 Corporate Stock - Common AXENT TECHNOLOGIES INC COM
5,400.00 9,816.73 7,200.00 Corporate Stock - Common AZCO MNG INC DEL COM
113,287.50 54,893.26 10,600.00 Corporate Stock - Common AZTAR CORP COM
4,062.50 2,447.09 1,000.00 Corporate Stock - Common AZTEC TECH PARTNERS INC COM
440.00 2,787.29 5,500.00 Corporate Stock - Common B A T INTL INC COM
35,350.00 35,471.41 1,400.00 Corporate Stock - Common BAKER HUGHES INC COM
631,250.00 506,030.00 25,000.00 Corporate Stock - Common BAKER HUGHES INC COM
281,285.00 204,181.90 11,140.00 Corporate Stock - Common BAKER HUGHES INC COM
1,010.00 3,868.30 10,000.00 Corporate Stock - Common BALACLAVA INDS LTD COM
5,868.75 5,429.95 300.00 Corporate Stock - Common BALDOR ELEC CO COM
259,196.88 325,902.49 6,970.00 Corporate Stock - Common BALL CORP COM
37,187.50 29,716.00 1,000.00 Corporate Stock - Common BALL CORP COM
197,093.75 237,691.78 5,300.00 Corporate Stock - Common BALL CORP COM
219,555.00 314,530.31 8,364.00 Corporate Stock - Common BALLARD PWR SYS INC COM
1,468.00 2,092.46 1,000.00 Corporate Stock - Common BALLISTIC RECOVERY SYS INC COM STK
15,356.25 11,369.13 675.00 Corporate Stock - Common BALLY TOTAL FITNESS HLDG CORP COM
281.00 1,404.95 1,000.00 Corporate Stock - Common BANCPRO INC COM
105,750.00 104,607.60 2,400.00 Corporate Stock - Common BANCWEST CORP NEW COM
992,887.50 315,445.92 24,900.00 Corporate Stock - Common BANK N.Y. CO INC COM
76,221.89 84,835.64 2,162.32 Corporate Stock - Common BANK ONE CORP COM
1,400,130.00 1,218,016.58 39,720.00 Corporate Stock - Common BANK ONE CORP COM
493,500.00 524,704.36 14,000.00 Corporate Stock - Common BANK ONE CORP COM
565,393.13 539,513.96 10,410.00 Corporate Stock - Common BARD C R INC CAP
92,331.25 46,485.18 1,700.00 Corporate Stock - Common BARD C R INC CAP
Page 44 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
- 5,587.67 300.00 Corporate Stock - Common BARNESANDNOBLE COM INC CL A ISIN
#US0678461056
9,450.00 9,873.70 300.00 Corporate Stock - Common BARR LABS INC COM
89,964.00 107,679.71 4,998.00 Corporate Stock - Common BARRICK GOLD CORP
237,600.00 353,882.10 13,200.00 Corporate Stock - Common BARRICK GOLD CORP
9,625.00 16,772.50 7,000.00 Corporate Stock - Common BARRISTER INFORMATION SYS CORP COM NEW
1,293.60 3,324.60 300.00 Corporate Stock - Common BARRY R G CORP - OH COM
20,250.00 30,201.53 8,100.00 Corporate Stock - Common BATTLE MOUNTAIN GOLD CO COM
104,143.75 71,190.88 1,900.00 Corporate Stock - Common BAUSCH & LOMB INC COM
685,156.25 424,037.50 12,500.00 Corporate Stock - Common BAUSCH & LOMB INC COM
668,868.75 322,717.09 9,900.00 Corporate Stock - Common BAXTER INTL INC COM
1,560,693.75 1,290,374.69 23,100.00 Corporate Stock - Common BAXTER INTL INC COM
165,825.00 165,936.10 9,900.00 Corporate Stock - Common BAY VIEW CAP CORP DEL COM
346,950.00 352,845.04 10,800.00 Corporate Stock - Common BB&T CORP COM
1,358,887.50 1,504,272.66 42,300.00 Corporate Stock - Common BB&T CORP COM
2,100.00 5,259.94 300.00 Corporate Stock - Common BE AEROSPACE INC COM
7,187.50 6,029.95 500.00 Corporate Stock - Common BE INC COM STK
14,218.75 11,573.26 175.00 Corporate Stock - Common BEA SYS INC COM
167,769.98 209,892.61 4,110.75 Corporate Stock - Common BEAR STEARNS COS INC COM
661,366.56 657,166.94 16,205.00 Corporate Stock - Common BEAR STEARNS COS INC COM
231,625.00 113,397.54 8,500.00 Corporate Stock - Common BECTON DICKINSON & CO COM
678,525.00 715,824.72 24,900.00 Corporate Stock - Common BECTON DICKINSON & CO COM
708,500.00 756,839.20 26,000.00 Corporate Stock - Common BECTON DICKINSON & CO COM
146,875.00 160,287.86 4,700.00 Corporate Stock - Common BED BATH BEYOND INC COM
587,500.00 506,596.04 18,800.00 Corporate Stock - Common BED BATH BEYOND INC COM
1,906.95 2,110.25 111.36 Corporate Stock - Common BEDFORD PPTY INVS INC COM PAR $0.02
3,331,883.63 1,485,998.00 52,626.00 Corporate Stock - Common BELL ATLC CORP COM
6,496.18 4,942.73 102.61 Corporate Stock - Common BELL ATLC CORP COM
1,418,200.00 1,261,909.25 22,400.00 Corporate Stock - Common BELL ATLC CORP COM
949,687.50 951,850.50 15,000.00 Corporate Stock - Common BELL ATLC CORP COM
1,150,068.75 1,201,395.12 24,900.00 Corporate Stock - Common BELLSOUTH CORP COM STK
2,951,381.25 1,050,455.90 63,900.00 Corporate Stock - Common BELLSOUTH CORP COM STK
4,875.00 4,680.13 1,000.00 Corporate Stock - Common BELLWETHER EXPL CO COM NEW
6,500.00 44,668.50 8,000.00 Corporate Stock - Common BEMA GOLD CORP COM
56,700.00 44,265.04 1,800.00 Corporate Stock - Common BEMIS CO INC COM
1,980.50 2,006.05 233.00 Corporate Stock - Common BENTHOS INC COM
283,466.25 272,343.25 6,810.00 Corporate Stock - Common BERINGER WINE ESTATES HLDGS INC CL B
186,500.00 197,917.71 100.00 Corporate Stock - Common BERKSHIRE HATHAWAY INC CL B COM
142,187.50 129,067.72 2,275.00 Corporate Stock - Common BEST BUY INC COM STK
431,250.00 454,263.57 6,900.00 Corporate Stock - Common BEST BUY INC COM STK
515,237.50 236,368.01 9,400.00 Corporate Stock - Common BESTFOODS COM
6,250.00 12,238.17 1,000.00 Corporate Stock - Common BETHLEHEM STEEL CORP COM
Page 45 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
27,500.00 62,871.89 4,400.00 Corporate Stock - Common BETHLEHEM STEEL CORP COM
14,350.00 39,334.92 1,400.00 Corporate Stock - Common BEYOND COM CORP COM
132,500.00 238,566.20 10,000.00 Corporate Stock - Common BINDLEY WESTN INDS INC COM
325.00 2,029.95 200.00 Corporate Stock - Common BINGO COM INC ISIN US09051N1081
1,200.00 1,012.31 100.00 Corporate Stock - Common BIO TECH GEN CORP COM
1,547.37 5,007.01 23,445.00 Corporate Stock - Common BIOCONTROL TECH INC COM
12,875.00 10,029.95 500.00 Corporate Stock - Common BIOCRYST PHARMACEUTICALS INC COM
9.00 4,681.65 300.00 Corporate Stock - Common BIOFIELD CORP COM
3,653.13 3,154.61 50.00 Corporate Stock - Common BIOGEN INC COM
693.75 816.15 300.00 Corporate Stock - Common BIOLASE TECH INC COM
120,412.50 59,367.86 3,800.00 Corporate Stock - Common BIOMET INC COM
31,900.00 30,581.80 4,400.00 Corporate Stock - Common BIRMINGHAM STL CORP COM
521.44 559.31 9.00 Corporate Stock - Common BISYS GROUP INC COM
401,506.88 375,674.96 6,930.00 Corporate Stock - Common BISYS GROUP INC COM
269,100.00 302,026.62 4,600.00 Corporate Stock - Common BK AMER CORP COM
957,703.50 327,439.64 16,371.00 Corporate Stock - Common BK AMER CORP COM
3,424,590.00 1,725,324.00 58,540.00 Corporate Stock - Common BK AMER CORP COM
5,850.00 5,667.45 100.00 Corporate Stock - Common BK AMER CORP COM
421,825.00 442,781.92 9,400.00 Corporate Stock - Common BLACK & DECKER CORP COM
4,619.93 3,560.03 102.95 Corporate Stock - Common BLACK & DECKER CORP COM
130,137.50 79,242.05 2,900.00 Corporate Stock - Common BLACK & DECKER CORP COM
7,437.50 7,234.76 125.00 Corporate Stock - Common BLACK BOX CORP DEL COM
2,187.50 2,517.45 100.00 Corporate Stock - Common BLACK HILLS CORP COM
48,125.00 48,229.06 2,200.00 Corporate Stock - Common BLACK HILLS CORP COM
625,668.75 476,700.00 34,050.00 Corporate Stock - Common BLACKROCK INC CL A COM STK
243,600.00 205,547.33 4,200.00 Corporate Stock - Common BLANCH E W HLDGS INC COM
1,975.00 2,042.45 200.00 Corporate Stock - Common BLDG MATLS HLDG CORP COM
16,787.50 21,054.50 1,700.00 Corporate Stock - Common BLDG MATLS HLDG CORP COM
- 10,599.01 4,100.00 Corporate Stock - Common BLIMPIE INTL INC COM
141,900.00 103,483.05 3,300.00 Corporate Stock - Common BLOCK H & R INC COM
20,387.50 19,512.43 280.00 Corporate Stock - Common BMC SOFTWARE INC COM STK
589,781.25 461,625.48 8,100.00 Corporate Stock - Common BMC SOFTWARE INC COM STK
1,638,281.25 789,917.14 22,500.00 Corporate Stock - Common BMC SOFTWARE INC COM STK
228,000.00 233,328.00 6,400.00 Corporate Stock - Common BNK UNITED CORP CL A COM
976,125.00 1,102,465.97 27,400.00 Corporate Stock - Common BNK UNITED CORP CL A COM
287,092.23 284,304.42 7,034.42 Corporate Stock - Common BOEING CO CAP
579,537.50 584,237.70 14,200.00 Corporate Stock - Common BOEING CO CAP
1,325,834.88 857,256.86 32,486.00 Corporate Stock - Common BOEING CO CAP
508,987.50 451,530.02 14,700.00 Corporate Stock - Common BOISE CASCADE CORP COM
581,700.00 552,966.23 16,800.00 Corporate Stock - Common BOISE CASCADE CORP COM
65,787.50 63,581.93 1,900.00 Corporate Stock - Common BOISE CASCADE CORP COM
19,250.00 18,369.80 1,750.00 Corporate Stock - Common BOLDER TECHNOLOGIES CORP COM
Page 46 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
3,100.00 4,405.19 200.00 Corporate Stock - Common BORDERS GROUP INC COM STK
229,635.00 329,202.25 5,670.00 Corporate Stock - Common BORG WARNER AUTOMOTIVE INC COM
124,031.25 176,846.25 10,500.00 Corporate Stock - Common BOWNE & CO INC COM
21,037.50 21,150.04 3,400.00 Corporate Stock - Common BOYD GAMING CORP
82,856.25 69,214.50 2,700.00 Corporate Stock - Common BRADY CORP CL A COM STK
756.25 2,179.95 100.00 Corporate Stock - Common BRASS EAGLE INC COM
1,000.00 175.73 2,000.00 Corporate Stock - Common BRE-X MINERALS LTD COM
245,812.50 289,723.64 4,600.00 Corporate Stock - Common BRIGGS & STRATTON CORP CAP
42,750.00 26,100.97 800.00 Corporate Stock - Common BRIGGS & STRATTON CORP CAP
395,437.50 389,620.84 7,400.00 Corporate Stock - Common BRIGGS & STRATTON CORP CAP
19,000.00 132,341.46 19,000.00 Corporate Stock - Common BRIGHTON TECHNOLOGIES CORP COM PAR $0.001 NEW
59,737.50 37,374.65 5,400.00 Corporate Stock - Common BRIGHTPOINT INC COM
460,418.75 545,818.14 20,350.00 Corporate Stock - Common BRINKER INTL INC COM
2,447,593.75 1,430,496.23 33,500.00 Corporate Stock - Common BRISTOL MYERS SQUIBB CO COM
98,634.38 84,278.56 1,350.00 Corporate Stock - Common BRISTOL MYERS SQUIBB CO COM
2,593,718.75 2,295,839.37 35,500.00 Corporate Stock - Common BRISTOL MYERS SQUIBB CO COM
4,917,106.25 1,374,359.11 67,300.00 Corporate Stock - Common BRISTOL MYERS SQUIBB CO COM
2,062.50 15,171.00 3,000.00 Corporate Stock - Common BRISTOL RETAIL SOLUTIONS INC COM
144,324.38 91,623.15 806.00 Corporate Stock - Common BROADCOM CORP CL A
321,065.63 62,908.14 3,450.00 Corporate Stock - Common BROADVISION INC COM
781,725.00 744,592.37 8,400.00 Corporate Stock - Common BROADVISION INC COM
6,087.13 3,856.14 209.00 Corporate Stock - Common BROADWING INC COM ISIN US1116201005
53,550.00 51,493.00 3,400.00 Corporate Stock - Common BROWN SHOE INC NEW COM
272,475.00 272,627.80 17,300.00 Corporate Stock - Common BROWN SHOE INC NEW COM
36,231.25 42,387.00 3,100.00 Corporate Stock - Common BROWN TOM INC COM NEW
144,181.25 71,973.15 2,300.00 Corporate Stock - Common BROWN-FORMAN INC CL B NON-VTG COM
67,618.75 58,050.13 3,100.00 Corporate Stock - Common BRUNSWICK CORP COM
399,168.75 399,372.50 18,300.00 Corporate Stock - Common BRUNSWICK CORP COM
250,843.75 267,946.62 11,500.00 Corporate Stock - Common BRUNSWICK CORP COM
1,477.75 2,431.61 101.91 Corporate Stock - Common BSTN ACOUSTICS INC COM
718.75 792.45 100.00 Corporate Stock - Common BSTN BEER INC CL A
3,523.50 11,973.50 8,700.00 Corporate Stock - Common BSTN CHICKEN INC
8,493.75 9,754.20 300.00 Corporate Stock - Common BSTN PPTYS INC COM STK
52,178.75 73,419.66 2,470.00 Corporate Stock - Common BSTN SCIENTIFIC CORP COM
295,750.00 241,313.01 14,000.00 Corporate Stock - Common BSTN SCIENTIFIC CORP COM
370,875.00 406,115.31 34,500.00 Corporate Stock - Common BUFFETS INC COM
457,475.00 287,919.68 15,775.00 Corporate Stock - Common BURL NORTHN SANTA FE CORP COM
13,450.00 18,629.95 400.00 Corporate Stock - Common BURL RES INC COM
245,025.38 288,082.20 7,287.00 Corporate Stock - Common BURL RES INC COM
1,000.00 5,239.00 10,000.00 Corporate Stock - Common BURZYNSKI RESCH INST INC COM
170,887.50 107,182.52 4,900.00 Corporate Stock - Common C H ROBINSON WORLDWIDE INC COM
Page 47 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
4,709.20 4,104.95 200.00 Corporate Stock - Common CA AMPLIFIER INC COM
181,925.00 172,339.88 7,600.00 Corporate Stock - Common CABLE DESIGN TECHNOLOGIES CORP
135,331.25 150,740.07 5,900.00 Corporate Stock - Common CABLETRON SYS INC COM
59,087.00 36,484.02 2,576.00 Corporate Stock - Common CABLETRON SYS INC COM
33,000.00 31,313.25 1,500.00 Corporate Stock - Common CACI INTL INC CL A
8,875.00 6,722.86 500.00 Corporate Stock - Common CADENCE DESIGN SYS INC COM
18,195.26 25,042.96 1,249.46 Corporate Stock - Common CALLAWAY GOLF CO COM
620,680.00 163,984.49 10,520.00 Corporate Stock - Common CALPINE CORP COM
755,200.00 438,653.80 12,800.00 Corporate Stock - Common CALPINE CORP COM
8,125.00 6,762.75 5,000.00 Corporate Stock - Common CALTON INC NEW COM NEW
2,730.00 7,074.71 3,000.00 Corporate Stock - Common CAMBRIDGE NEUROSCIENCE INC COM
5,750.00 6,488.41 400.00 Corporate Stock - Common CAMBRIDGE TECH PARTNERS MASS INC COM
562,275.00 506,703.45 12,600.00 Corporate Stock - Common CAMPBELL SOUP CO COM
655,987.50 344,146.33 14,700.00 Corporate Stock - Common CAMPBELL SOUP CO COM
2,721.32 2,757.47 60.98 Corporate Stock - Common CAMPBELL SOUP CO COM
69,225.00 61,956.16 1,300.00 Corporate Stock - Common CANANDAIGUA BRANDS INC CL A
4,500.00 7,184.90 2,000.00 Corporate Stock - Common CANDLEWOOD HOTEL CO INC COM
311,968.75 279,473.23 6,700.00 Corporate Stock - Common CAP 1 FNCL COM
1,666,937.50 1,684,050.97 35,800.00 Corporate Stock - Common CAP 1 FNCL COM
46,616.61 45,503.17 1,001.16 Corporate Stock - Common CAP 1 FNCL COM
1,705,387.50 1,963,700.52 32,600.00 Corporate Stock - Common CARDINAL HLTH INC
7,794.56 9,451.52 149.00 Corporate Stock - Common CARDINAL HLTH INC
481,275.00 496,671.58 9,200.00 Corporate Stock - Common CARDINAL HLTH INC
456.25 904.95 100.00 Corporate Stock - Common CAREMARK RX INC COM
6.25 2,285.40 125.00 Corporate Stock - Common CARING PRODS INTL INC COM STK
3,356.25 3,744.06 100.00 Corporate Stock - Common CARLISLE COMPANIES INC COM
14,129.80 13,796.98 320.22 Corporate Stock - Common CARNIVAL CORP COM
917,800.00 895,663.18 20,800.00 Corporate Stock - Common CARNIVAL CORP COM
162,675.00 160,890.66 5,400.00 Corporate Stock - Common CAROLINA PWR & LT CO COM
118,125.00 117,869.82 4,500.00 Corporate Stock - Common CARPENTER TECH CORP COM
3,375.00 6,117.00 2,000.00 Corporate Stock - Common CARRIZO OIL & GAS INC COM
26,343.75 23,589.06 1,500.00 Corporate Stock - Common CASCADE NAT GAS CORP COM
31,612.50 32,312.70 1,800.00 Corporate Stock - Common CASCADE NAT GAS CORP COM
0.20 1,443.09 200.00 Corporate Stock - Common CASMYN CORP COM
533,750.00 483,651.28 5,600.00 Corporate Stock - Common CATALINA MARKETING CORP COM
1,943.75 2,222.31 100.00 Corporate Stock - Common CATAPULT COMMUNICATIONS CORP COM
556,500.00 278,231.77 12,000.00 Corporate Stock - Common CATERPILLAR INC COM
56,573.51 59,845.72 1,219.91 Corporate Stock - Common CATERPILLAR INC COM
718,812.50 210,207.93 15,500.00 Corporate Stock - Common CATERPILLAR INC COM
2,625.00 5,111.50 200.00 Corporate Stock - Common CB RICHARD ELLIS SVCS INC COM
50,063.21 57,356.11 4,500.06 Corporate Stock - Common CBRL GROUP INC COM STK
12,625.00 14,526.56 2,000.00 Corporate Stock - Common CDA SOUTHN PETE LTD LTD VTG SH
Page 48 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
11,975.00 13,429.95 400.00 Corporate Stock - Common CDN NATL RY CO COM
6,506.25 6,086.04 300.00 Corporate Stock - Common CDN PAC LTD NEW COM
858,825.00 584,373.62 39,600.00 Corporate Stock - Common CDN PAC LTD NEW COM
42,187.50 24,008.48 600.00 Corporate Stock - Common CDW COMPUTER CTRS INC COM
192,000.00 191,208.32 6,400.00 Corporate Stock - Common CEC ENTMT INC COM
9,500.00 14,092.46 1,000.00 Corporate Stock - Common CELL PATHWAYS INC NEW COM
3,250.00 3,572.09 1,000.00 Corporate Stock - Common CELL THERAPEUTICS INC CDT-COM
404,820.63 573,239.89 24,442.00 Corporate Stock - Common CENDANT CORP COM STK
86,373.44 124,839.37 5,215.00 Corporate Stock - Common CENDANT CORP COM STK
556,000.00 575,948.28 27,800.00 Corporate Stock - Common CENT & S W CORP COM
144,000.00 176,236.14 7,200.00 Corporate Stock - Common CENT & S W CORP COM
249,562.50 281,417.40 6,600.00 Corporate Stock - Common CENT NEWSPAPER INC CL A COM
924.00 31,629.82 224.00 Corporate Stock - Common CENTENNIAL TECHNOLOGIES INC COM NEW
209,625.00 229,680.00 6,000.00 Corporate Stock - Common CENTEX CONSTR PRODS INC COM
47,500.00 27,173.78 2,000.00 Corporate Stock - Common CENTEX CORP COM
152,000.00 199,008.00 6,400.00 Corporate Stock - Common CENTEX CORP COM
315,875.00 459,038.86 13,300.00 Corporate Stock - Common CENTEX CORP COM
1,050.00 2,104.95 200.00 Corporate Stock - Common CENTURA SOFTWARE CORP COM
216,200.00 213,473.37 4,700.00 Corporate Stock - Common CENTURYTEL INC COM ISIN US1567001060
271,400.00 245,009.89 5,900.00 Corporate Stock - Common CENTURYTEL INC COM ISIN US1567001060
4.68 740.77 780.00 Corporate Stock - Common CENTY TECHNOLOGIES INC COLO COM
754,275.00 554,148.58 33,900.00 Corporate Stock - Common CEPHALON INC CON
105,962.50 82,372.30 4,900.00 Corporate Stock - Common CERIDIAN CORP COM
837.50 1,101.00 100.00 Corporate Stock - Common CFI PROSERVICES INC COM
252,000.00 192,923.55 9,000.00 Corporate Stock - Common CH & DWIGHT INC COM
4,531.25 4,779.95 500.00 Corporate Stock - Common CHALONE WINE GROUP LTD
28,256.25 40,838.65 3,300.00 Corporate Stock - Common CHAMPION ENTERPRISES INC COM
1,108,750.00 877,419.68 20,000.00 Corporate Stock - Common CHAMPION INTL CORP COM
182,943.75 125,096.73 3,300.00 Corporate Stock - Common CHAMPION INTL CORP COM
23,875.00 30,197.50 1,000.00 Corporate Stock - Common CHAMPIONSHIP AUTO RACING TEAM INC COM
2,387.50 3,176.92 100.00 Corporate Stock - Common CHAMPIONSHIP AUTO RACING TEAM INC COM
105,300.00 93,593.88 16,200.00 Corporate Stock - Common CHARMING SHOPPES INC COM
738,589.50 1,023,897.89 34,056.00 Corporate Stock - Common CHARTER 1 FINCL INC COM
176,225.00 144,400.00 7,600.00 Corporate Stock - Common CHARTER COMMUNICATIONS INC DEL CL A
62,258.44 63,814.84 2,685.00 Corporate Stock - Common CHARTER COMMUNICATIONS INC DEL CL A
2,278,875.00 2,125,908.67 29,500.00 Corporate Stock - Common CHASE MANHATTAN CORP NEW COM
24,772.14 24,841.60 320.68 Corporate Stock - Common CHASE MANHATTAN CORP NEW COM
1,599,075.00 1,523,987.33 20,700.00 Corporate Stock - Common CHASE MANHATTAN CORP NEW COM
2,178,450.00 742,574.73 28,200.00 Corporate Stock - Common CHASE MANHATTAN CORP NEW COM
19,312.50 22,018.50 1,000.00 Corporate Stock - Common CHATTEM INC COM
5,006.25 9,062.72 300.00 Corporate Stock - Common CHEAP TICKETS INC COM COM
116,840.63 101,642.85 825.00 Corporate Stock - Common CHECK PT SOFTWARE COM
Page 49 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
26,275.00 16,467.63 400.00 Corporate Stock - Common CHECKFREE HLDGS CORP COM
424,700.00 310,560.01 13,700.00 Corporate Stock - Common CHEESECAKE FACTORY INC COM
17,464.56 21,473.05 564.51 Corporate Stock - Common CHELSEA GCA RLTY INC COM
6,400.00 6,054.95 200.00 Corporate Stock - Common CHEM FINL CORP COM
77,700.00 87,424.35 25,900.00 Corporate Stock - Common CHES ENERGY CORP COM
1,966,087.50 1,030,548.49 22,200.00 Corporate Stock - Common CHEVRON CORP COM
90,735.91 81,265.84 1,024.54 Corporate Stock - Common CHEVRON CORP COM
1,452,425.00 1,531,505.31 16,400.00 Corporate Stock - Common CHEVRON CORP COM
929,906.25 391,568.06 10,500.00 Corporate Stock - Common CHEVRON CORP COM
421.50 865.93 500.00 Corporate Stock - Common CHILDRENS BEVERAGE GROUP INC COM
492,268.75 566,395.75 19,940.00 Corporate Stock - Common CHILDRENS PL RETAIL STORES INC COM
180.00 3,530.00 3,000.00 Corporate Stock - Common CHINA CLIPPER GOLD MINES LTD
48,720.00 49,898.03 435.00 Corporate Stock - Common CHINA CORP COM
162,201.04 272,072.14 37,074.52 Corporate Stock - Common CHIQUITA BRANDS INTL INC COM
100,775.00 82,345.50 2,900.00 Corporate Stock - Common CHIREX INC COM
31,375.00 31,028.00 2,000.00 Corporate Stock - Common CHOICE HOTELS INTL INC COM
667.50 401.88 20.00 Corporate Stock - Common CHOICEPOINT INC COM
862.50 420.00 60.00 Corporate Stock - Common CHROMAVISION MED SYS INC COM
557,050.00 392,679.22 10,400.00 Corporate Stock - Common CHUBB CORP COM
321,375.00 256,193.57 6,000.00 Corporate Stock - Common CHUBB CORP COM
14,918.75 13,788.08 700.00 Corporate Stock - Common CIBER INC COM
51,406.88 37,422.16 1,170.00 Corporate Stock - Common CIENA CORP COM
328,652.50 347,238.80 7,480.00 Corporate Stock - Common CIENA CORP COM
518,175.00 184,873.15 6,300.00 Corporate Stock - Common CIGNA CORP COM
187,600.00 254,437.65 5,600.00 Corporate Stock - Common CIN FNCL CORP COM
135,725.63 132,338.01 5,362.00 Corporate Stock - Common CINERGY CORP COM
2,375.00 3,030.00 1,000.00 Corporate Stock - Common CIRCUIT CY STORES INC CARMAX GROUP
3.88 3.00 0.08 Corporate Stock - Common CIRCUIT CY STORES INC COM
329,800.00 80,144.57 6,800.00 Corporate Stock - Common CIRCUIT CY STORES INC COM
17,343.75 10,341.45 1,250.00 Corporate Stock - Common CIRRUS LOGIC INC COM
9,819,543.75 1,360,810.89 110,100.00 Corporate Stock - Common CISCO SYS INC COM
1,748,075.00 880,339.31 19,600.00 Corporate Stock - Common CISCO SYS INC COM
5,159,496.88 1,544,444.67 57,850.00 Corporate Stock - Common CISCO SYS INC COM
10,782,768.75 2,409,459.95 120,900.00 Corporate Stock - Common CISCO SYS INC COM
3,330,439.63 1,822,517.86 37,342.00 Corporate Stock - Common CISCO SYS INC COM
2,075.00 3,337.81 100.00 Corporate Stock - Common CIT GROUP INC CL A COM STK
1,475,532.50 2,028,154.28 71,110.00 Corporate Stock - Common CIT GROUP INC CL A COM STK
1,616,250.00 149,116.11 30,000.00 Corporate Stock - Common CITIGROUP INC COM
367,735.83 279,830.52 6,825.72 Corporate Stock - Common CITIGROUP INC COM
6,160,821.75 1,631,928.96 114,354.00 Corporate Stock - Common CITIGROUP INC COM
2,084,962.50 2,007,417.06 38,700.00 Corporate Stock - Common CITIGROUP INC COM
1,422,300.00 917,356.00 26,400.00 Corporate Stock - Common CITIGROUP INC COM
Page 50 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
3,658,112.50 3,062,452.40 67,900.00 Corporate Stock - Common CITIGROUP INC COM
834,900.00 297,164.69 8,800.00 Corporate Stock - Common CITRIX SYS INC COM
18.70 9,974.24 1,700.00 Corporate Stock - Common CITYSCAPE FINL CORP COM
87,281.25 44,515.29 1,900.00 Corporate Stock - Common CLARUS CORP DEL COM
227,181.25 252,130.49 22,300.00 Corporate Stock - Common CLAYTON HOMES INC COM
3,214.40 5,335.59 315.52 Corporate Stock - Common CLAYTON HOMES INC COM
1,044,875.00 897,362.82 13,000.00 Corporate Stock - Common CLEAR CHANNEL COMMUNICATIONS INC COM
482,250.00 423,750.00 6,000.00 Corporate Stock - Common CLEAR CHANNEL COMMUNICATIONS INC COM
916,275.00 517,905.46 11,400.00 Corporate Stock - Common CLEAR CHANNEL COMMUNICATIONS INC COM
300.00 651.82 100.00 Corporate Stock - Common CLEARWORKS NET INC COM
10,729.84 10,696.25 328.88 Corporate Stock - Common CLECO CORP NEW COM
356,500.00 174,794.88 8,000.00 Corporate Stock - Common CLOROX CO COM
37,580.89 32,532.94 843.33 Corporate Stock - Common CLOROX CO COM
1,387.50 1,891.03 100.00 Corporate Stock - Common CLOSURE MED CORP COM
300.00 1,079.00 10,000.00 Corporate Stock - Common CLOTHESTIME INC COM
475,377.44 332,876.51 3,227.00 Corporate Stock - Common CMGI INC ISIN #US1257501098
308,278.13 378,369.55 16,950.00 Corporate Stock - Common CMNTY 1ST BANKSHARES INC COM
364,650.00 307,314.30 28,600.00 Corporate Stock - Common CMNTY SVGS BANKSHARES INC NEW COM STK
133,000.00 176,725.40 4,000.00 Corporate Stock - Common CMS ENERGY CORP COM
977,550.00 1,194,620.26 29,400.00 Corporate Stock - Common CNF TRANSN INC COM STK
16,625.00 15,266.15 500.00 Corporate Stock - Common CNF TRANSN INC COM STK
253,800.00 118,330.78 7,200.00 Corporate Stock - Common COASTAL CORP COM
10,250.00 11,354.95 200.00 Corporate Stock - Common COCA COLA BOTTLING CO CONS COM
5,627,325.00 2,520,031.54 83,600.00 Corporate Stock - Common COCA COLA CO COM
367,621.43 323,241.11 5,461.41 Corporate Stock - Common COCA COLA CO COM
3,412,743.75 3,289,503.87 50,700.00 Corporate Stock - Common COCA COLA CO COM
305,100.00 430,892.81 14,400.00 Corporate Stock - Common COCA COLA ENTERPRISES INC COM
322,660.56 475,223.86 15,228.82 Corporate Stock - Common COCA COLA ENTERPRISES INC COM
192,806.25 293,985.87 9,100.00 Corporate Stock - Common COCA COLA ENTERPRISES INC COM
812.50 1,383.06 200.00 Corporate Stock - Common COEUR D ALENE MINES CORP IDA COM
201,500.00 167,975.98 6,200.00 Corporate Stock - Common COGNEX CORP COM
8,625.00 8,154.95 500.00 Corporate Stock - Common COGNITRONICS CORP COM
21,918.75 19,477.35 2,100.00 Corporate Stock - Common COINSTAR INC COM
1,223.75 1,672.86 220.00 Corporate Stock - Common COLBS ENERGY CORP
110,100.00 84,024.00 2,400.00 Corporate Stock - Common COLE KENNETH PRODTNS INC CL A
1,081,037.50 335,084.75 19,700.00 Corporate Stock - Common COLGATE-PALMOLIVE CO COM
1,657,225.00 1,067,254.27 30,200.00 Corporate Stock - Common COLGATE-PALMOLIVE CO COM
10,975.00 8,947.93 200.00 Corporate Stock - Common COLGATE-PALMOLIVE CO COM
137.50 229.95 100.00 Corporate Stock - Common COLONIAL DOWNS HLDGS INC CL A
520,148.00 481,823.56 19,088.00 Corporate Stock - Common COLUMBIA /HCA HEALTHCARE CORP COM
2,725.00 2,882.43 100.00 Corporate Stock - Common COLUMBIA /HCA HEALTHCARE CORP COM
84,265.75 116,215.54 5,146.00 Corporate Stock - Common COLUMBIA BKG SYS INC COM
Page 51 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
172,562.50 67,498.65 2,750.00 Corporate Stock - Common COLUMBIA ENERGY GROUP COM
6,112.50 6,227.37 300.00 Corporate Stock - Common COLUMBIA SPORTSWEAR CO COM
50,550.00 44,406.74 1,200.00 Corporate Stock - Common COMCAST CORP CL A COM
691,368.75 601,800.65 15,300.00 Corporate Stock - Common COMCAST CORP CL A SPL
998,643.75 544,906.55 22,100.00 Corporate Stock - Common COMCAST CORP CL A SPL
1,145,503.13 303,555.45 25,350.00 Corporate Stock - Common COMCAST CORP CL A SPL
709,275.00 589,116.20 29,400.00 Corporate Stock - Common COMDISCO INC COM
280,900.00 163,076.74 5,300.00 Corporate Stock - Common COMERICA INC COM
54,400.00 52,745.00 1,700.00 Corporate Stock - Common COML METALS CO COM
254,560.00 266,058.58 5,920.00 Corporate Stock - Common COMM BANCORP INC N J COM
117,390.00 98,852.00 2,730.00 Corporate Stock - Common COMM BANCORP INC N J COM
30,662.50 24,490.40 1,100.00 Corporate Stock - Common COMM GROUP INC MASS COM
248,537.50 234,702.00 5,900.00 Corporate Stock - Common COMMSCOPE INC COM
50,550.00 35,418.17 1,200.00 Corporate Stock - Common COMMSCOPE INC COM
692,113.75 248,396.62 16,430.00 Corporate Stock - Common COMMSCOPE INC COM
703,487.50 319,592.65 16,700.00 Corporate Stock - Common COMMSCOPE INC COM
1,408,284.25 812,262.04 57,628.00 Corporate Stock - Common COMPAQ COMPUTER CORP COM
273,501.81 280,473.45 11,191.89 Corporate Stock - Common COMPAQ COMPUTER CORP COM
1,574.66 20,434.70 1,574,662.00 Corporate Stock - Common COMPARATOR SYS CORP COM NEW
297,648.75 313,097.27 11,730.00 Corporate Stock - Common COMPASS BANCSHARES INC COM
1,562.50 3,234.95 500.00 Corporate Stock - Common COMPUCOM SYS INC COM
21,875.00 18,021.83 2,500.00 Corporate Stock - Common COMPUDYNE CORP COM STK PAR $0.75
520,000.00 492,161.60 8,000.00 Corporate Stock - Common COMPUTER ASSOC INTL INC COM
1,186,575.00 295,996.10 18,255.00 Corporate Stock - Common COMPUTER ASSOC INTL INC COM
76,737.25 54,358.08 1,180.57 Corporate Stock - Common COMPUTER ASSOC INTL INC COM
2,812.50 5,065.11 200.00 Corporate Stock - Common COMPUTER HORIZONS CORP COM
1,787.50 3,761.03 520.00 Corporate Stock - Common COMPUTER LEARNING CTRS INC COM
352,350.00 134,405.18 5,400.00 Corporate Stock - Common COMPUTER SCI CORP COM
353.38 3,734.40 514.00 Corporate Stock - Common COMPUTRON SOFTWARE INC COM
16,906.25 11,856.30 500.00 Corporate Stock - Common COMPUWARE CORP COM
409,131.25 465,900.01 12,100.00 Corporate Stock - Common COMPUWARE CORP COM
17,157.00 71,625.00 903.00 Corporate Stock - Common COMSAT CORP SER 1 COM
4,465.00 9,269.05 940.00 Corporate Stock - Common COMSHARE INC COM
3,500.00 3,967.45 1,000.00 Corporate Stock - Common COMSTOCK RES INC COM NEW
11,483.13 8,419.90 95.00 Corporate Stock - Common COMVERSE TECH INC
290,100.00 259,350.00 2,400.00 Corporate Stock - Common COMVERSE TECH INC
398,062.50 279,441.19 16,500.00 Corporate Stock - Common CONAGRA INC COM
2,843.75 3,112.50 100.00 Corporate Stock - Common CONCENTRIC NETWORK CORP DEL COM
810,900.00 716,035.06 30,600.00 Corporate Stock - Common CONCORD EFS INC COM
159,250.00 39,518.08 12,250.00 Corporate Stock - Common CONCURRENT COMPUTER CORP NEW COM NEW
13,686.00 12,180.00 6,000.00 Corporate Stock - Common CONDOR TECH SOLUTIONS INC COM
45,504.00 30,071.94 768.00 Corporate Stock - Common CONEXANT SYS INC COM
Page 52 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
829,500.00 757,372.00 14,000.00 Corporate Stock - Common CONEXANT SYS INC COM
331,532.50 391,014.65 13,130.00 Corporate Stock - Common CONMED CORP COM
55,550.00 68,794.00 2,200.00 Corporate Stock - Common CONMED CORP COM
24,300.00 25,359.60 3,600.00 Corporate Stock - Common CONNETICS CORP COM
1,361,750.00 1,389,772.00 52,000.00 Corporate Stock - Common CONOCO INC CL B COM STK
3,167.38 - 120.95 Corporate Stock - Common CONOCO INC CL B COM STK
556,798.63 468,663.36 21,262.00 Corporate Stock - Common CONOCO INC CL B COM STK
10,525.00 10,304.95 400.00 Corporate Stock - Common CONOCO INC COM STK
258,750.00 220,779.18 7,500.00 Corporate Stock - Common CONS EDISON INC COM
20.78 934.20 133.00 Corporate Stock - Common CONS GOLDEN QUAIL RES
58,275.00 156,284.04 3,700.00 Corporate Stock - Common CONS STORES CORP COM
807,975.00 1,641,944.75 39,900.00 Corporate Stock - Common CONSECO INC COM
26,335.31 32,702.30 1,300.51 Corporate Stock - Common CONSECO INC COM
225,261.00 407,931.93 11,124.00 Corporate Stock - Common CONSECO INC COM
21,531.18 19,250.02 731.42 Corporate Stock - Common CONSTELLATION ENERGY GROUP INC COM
148,659.38 120,771.59 5,050.00 Corporate Stock - Common CONSTELLATION ENERGY GROUP INC COM
312.50 248.65 1,000.00 Corporate Stock - Common CONTIFINANCIAL CORP COM
1,454,100.00 1,413,277.79 39,300.00 Corporate Stock - Common CONTL AIRL INC CL B
42,875.00 31,762.20 1,000.00 Corporate Stock - Common COOPER CAMERON CORP
137,400.00 136,175.50 3,200.00 Corporate Stock - Common COOPER IND INC COM
3,000.00 4,078.57 200.00 Corporate Stock - Common COOPER TIRE & RUBBER CO COM, NO PAR
39,000.00 56,390.26 2,600.00 Corporate Stock - Common COOPER TIRE & RUBBER CO COM, NO PAR
59,700.00 23,575.22 1,200.00 Corporate Stock - Common COORS ADOLPH CO CL B
41,718.75 47,529.95 500.00 Corporate Stock - Common COPPER MTN NETWORKS INC COM
800.00 3,241.02 800.00 Corporate Stock - Common COPYTELE INC COM
602,375.00 559,906.48 30,500.00 Corporate Stock - Common COR THERAPEUTICS INC
37,452.94 128,239.75 54,477.00 Corporate Stock - Common CORAM HEALTHCARE CORP COM
17,347.13 14,297.24 831.00 Corporate Stock - Common CORE LAB COM
34,675.00 14,170.70 1,900.00 Corporate Stock - Common COREL CORP COM
928.13 5,896.17 55.00 Corporate Stock - Common CORIXA CORP COM
112,950.00 118,087.90 3,600.00 Corporate Stock - Common CORN PRODS INTL INC COM
9,393.20 6,866.70 100.26 Corporate Stock - Common CORNING INC COM
777,606.25 249,469.41 8,300.00 Corporate Stock - Common CORNING INC COM
441.00 11,996.39 1,000.00 Corporate Stock - Common CORRIENTE RES INC COM
426,240.00 262,272.97 11,520.00 Corporate Stock - Common COST PLUS INC CAL COM
296,925.00 144,671.25 8,025.00 Corporate Stock - Common COST PLUS INC CAL COM
687,656.25 178,630.20 7,500.00 Corporate Stock - Common COSTCO WHSL CORP NEW COM
132,946.88 91,037.90 1,450.00 Corporate Stock - Common COSTCO WHSL CORP NEW COM
3,300,750.00 2,877,622.60 36,000.00 Corporate Stock - Common COSTCO WHSL CORP NEW COM
2,200.00 34,236.00 11,000.00 Corporate Stock - Common COTTON VY RES CORP COM STK
67,033.60 78,517.15 2,383.42 Corporate Stock - Common COUNTRYWIDE CR IND INC COM
106,875.00 128,139.04 3,800.00 Corporate Stock - Common COUNTRYWIDE CR IND INC COM
Page 53 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
5,193.75 4,857.99 100.00 Corporate Stock - Common COVAD COMMUNICATIONS GROUP INC COM
50,025.00 112,644.99 8,700.00 Corporate Stock - Common COVENTRY HLTH CARE INC COM
8,648.00 16,567.58 184.00 Corporate Stock - Common COX COMMUNICATIONS INC NEW CL A
60.00 9,458.42 800.00 Corporate Stock - Common CPX CORP COM ISIN US12616N100
42,942.38 32,095.86 2,337.00 Corporate Stock - Common CRANE CO COM
31,237.50 46,890.25 1,700.00 Corporate Stock - Common CRANE CO COM
160.00 1,570.00 1,000.00 Corporate Stock - Common CRANEFIELD INTL INC CL C COM STK ISIN
CA22445R1073
3,437.50 3,465.35 1,000.00 Corporate Stock - Common CREATIVE BIOMOLECULES INC COM
962.50 3,758.94 100.00 Corporate Stock - Common CREATIVE COMPUTERS INC COM
1,750.00 2,087.00 100.00 Corporate Stock - Common CREDITRUST CORP COM
49,000.00 71,281.00 2,800.00 Corporate Stock - Common CREDITRUST CORP COM
24,745.98 38,357.67 1,461.02 Corporate Stock - Common CRESCENT REAL ESTATE EQUITIES TR TEX COMSTK
71,000.00 65,066.88 3,200.00 Corporate Stock - Common CRESTLINE CAP CORP COM
61,256.25 79,338.79 1,100.00 Corporate Stock - Common CRITICAL PATH INC COM
133,875.00 130,504.95 21,000.00 Corporate Stock - Common CROWN AMERN RLTY TR COM
83,537.50 158,433.19 4,100.00 Corporate Stock - Common CROWN CORK & SEAL CO INC COM
9,450.00 8,089.09 700.00 Corporate Stock - Common CRYOLIFE INC COM
393,497.50 353,748.16 9,020.00 Corporate Stock - Common CSG SYS INTL INC COM
292,875.00 434,860.86 16,500.00 Corporate Stock - Common CSK AUTO CORP COM
263,731.50 258,347.91 7,416.00 Corporate Stock - Common CSX CORP COM
809,893.75 272,650.94 10,100.00 Corporate Stock - Common CTS CORP COM
20,046.88 13,303.63 250.00 Corporate Stock - Common CTS CORP COM
343,425.00 318,679.06 12,050.00 Corporate Stock - Common CULLEN FROST BANKERS INC COM
56,700.00 53,270.42 1,400.00 Corporate Stock - Common CUMMINS ENGINE CO INC COM
388,800.00 469,927.38 9,600.00 Corporate Stock - Common CUMMINS ENGINE CO INC COM
396,900.00 428,268.82 9,800.00 Corporate Stock - Common CUMMINS ENGINE CO INC COM
20,000.00 14,286.05 500.00 Corporate Stock - Common CUMULUS MEDIA INC CL A
527,843.75 339,545.90 13,300.00 Corporate Stock - Common CVS CORP COM STK
2,210,593.75 2,268,178.71 55,700.00 Corporate Stock - Common CVS CORP COM STK
6,525.00 10,282.62 600.00 Corporate Stock - Common CYBERCASH INC COM
22,263.44 21,868.70 1,865.00 Corporate Stock - Common CYBERIAN OUTPOST INC OC-COM
522,315.00 522,603.79 8,760.00 Corporate Stock - Common CYBERSOURCE CORP DEL COM
405,375.00 247,624.23 9,400.00 Corporate Stock - Common CYBEX COMPUTER PRODS CORP COM
270.00 6,527.90 3,000.00 Corporate Stock - Common CYCLOPSS CORP COM NEW
2,300.00 1,506.45 200.00 Corporate Stock - Common CYLINK CORP COM
460,000.00 241,874.61 11,500.00 Corporate Stock - Common CYMER INC COM
599,200.00 532,142.36 14,980.00 Corporate Stock - Common CYMER INC COM
989,175.00 893,271.03 36,300.00 Corporate Stock - Common CYPRESS SEMICONDUCTOR CORP COM
16,350.00 12,012.21 600.00 Corporate Stock - Common CYPRESS SEMICONDUCTOR CORP COM
104,700.00 94,275.12 2,400.00 Corporate Stock - Common CYTYC CORP COM
287,375.00 440,292.14 20,900.00 Corporate Stock - Common D R HORTON INC COM
Page 54 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
2,750.00 3,784.45 200.00 Corporate Stock - Common D R HORTON INC COM
68.13 33.33 1.00 Corporate Stock - Common DAIMLER CHRYSLER AG STK ISIN
#DE0007100000 SEDOL # 5529027
76,845.00 75,771.68 1,128.00 Corporate Stock - Common DAIMLER CHRYSLER AG STK ISIN
#DE0007100000 SEDOL # 5529027
523,775.00 489,964.63 51,100.00 Corporate Stock - Common DAL-TILE INTL INC COM
5,768.75 3,674.50 100.00 Corporate Stock - Common DALLAS SEMICONDUCTOR CORP COM
16,650.00 22,732.92 600.00 Corporate Stock - Common DANA CORP COM
185,925.00 183,332.60 6,700.00 Corporate Stock - Common DANA CORP COM
155,844.00 147,695.31 5,616.00 Corporate Stock - Common DANA CORP COM
235,800.00 219,083.65 4,800.00 Corporate Stock - Common DANAHER CORP COM
80,156.25 45,309.54 4,500.00 Corporate Stock - Common DARDEN RESTAURANTS INC COM
18,552.50 33,087.23 1,640.00 Corporate Stock - Common DATA BROADCASTING CORP
5,062.50 11,092.19 1,500.00 Corporate Stock - Common DATA DIMENSIONS INC COM PAR $0.001
893.75 3,094.06 100.00 Corporate Stock - Common DATUM INC COM
1,546.88 2,160.96 150.00 Corporate Stock - Common DAVE & BUSTERS INC COM
4,712.50 6,689.95 2,900.00 Corporate Stock - Common DCH TECHNOLOGY INC COM STK ISIN#
US2330921055
339,206.25 196,882.74 7,900.00 Corporate Stock - Common DEERE & CO COM
63,909.29 52,643.52 1,488.43 Corporate Stock - Common DEERE & CO COM
1,309,593.75 659,698.17 30,500.00 Corporate Stock - Common DEERE & CO COM
286,218.75 325,285.08 21,300.00 Corporate Stock - Common DEL MONTE FOODS CO COM
7,755.32 9,404.83 337.19 Corporate Stock - Common DELHAIZE AMER INC CL B
3,702,300.00 431,636.77 86,100.00 Corporate Stock - Common DELL COMPUTER CORP COM
2,222,068.00 2,006,849.22 51,676.00 Corporate Stock - Common DELL COMPUTER CORP COM
3,470,100.00 1,545,884.94 80,700.00 Corporate Stock - Common DELL COMPUTER CORP COM
7,649,700.00 5,056,872.79 177,900.00 Corporate Stock - Common DELL COMPUTER CORP COM
302,163.75 233,801.41 19,185.00 Corporate Stock - Common DELPHI AUTOMOTIVE SYS CORP COM
24,177.01 538.86 1,535.05 Corporate Stock - Common DELPHI AUTOMOTIVE SYS CORP COM
630,000.00 575,759.12 40,000.00 Corporate Stock - Common DELPHI AUTOMOTIVE SYS CORP COM
236,400.00 170,876.88 4,800.00 Corporate Stock - Common DELTA AIR LINES INC COM
123,125.00 130,266.24 2,500.00 Corporate Stock - Common DELTA AIR LINES INC COM
797,850.00 891,859.26 16,200.00 Corporate Stock - Common DELTA AIR LINES INC COM
171,148.38 181,631.82 3,475.09 Corporate Stock - Common DELTA AIR LINES INC COM
2,187.50 - 10,000.00 Corporate Stock - Common DELTA COMPUTEC INC COM
68,087.50 92,971.45 2,600.00 Corporate Stock - Common DELUXE CORP COM
367,537.50 320,885.24 13,365.00 Corporate Stock - Common DENDRITE INTL INC COM
294,250.00 292,359.82 10,700.00 Corporate Stock - Common DENDRITE INTL INC COM
10,875.00 4,736.02 1,500.00 Corporate Stock - Common DENSE PAC MICROSYSTEMS INC COM NEW
42,262.50 50,335.50 2,300.00 Corporate Stock - Common DET DIESEL CORP COM
43,155.52 40,673.12 1,224.27 Corporate Stock - Common DEVON ENERGY CORPORATIOIN NEW COM
652,125.00 749,250.00 18,500.00 Corporate Stock - Common DEVON ENERGY CORPORATIOIN NEW COM
Page 55 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
5,612.50 4,456.87 200.00 Corporate Stock - Common DIAL CORP NEW COM
15,250.00 14,688.27 500.00 Corporate Stock - Common DIAMOND OFFSHORE DRILLING INC COM
173,250.00 140,647.00 3,300.00 Corporate Stock - Common DIAMOND TECH PARTNERS INC CL A
360.00 1,610.54 6,000.00 Corporate Stock - Common DIATECT INTL CORP
5,031.00 6,279.95 1,000.00 Corporate Stock - Common DIEDRICH COFFEE INC COM
485,080.00 523,049.46 14,480.00 Corporate Stock - Common DIGEX INC DEL CL A COMMON STOCK
7,625.00 6,211.78 1,000.00 Corporate Stock - Common DIGITAL COURIER TECHNOLOGIES INC COM
1,000.00 1,872.40 2,000.00 Corporate Stock - Common DIGITAL GAS INC COM NEW
409,500.00 454,188.80 26,000.00 Corporate Stock - Common DIGITAL MICROWAVE CORP COM
1,800.00 3,906.25 600.00 Corporate Stock - Common DIGITAL RECORDERS INC COM ISIN#
US2538691013
13.30 9,330.47 13,300.00 Corporate Stock - Common DIGITAL VIDEO SYS INC WT EXP 05-08-01
373,725.00 547,777.66 19,800.00 Corporate Stock - Common DILLARDS INC CL A COM
67,950.00 110,766.38 3,600.00 Corporate Stock - Common DILLARDS INC CL A COM
53,493.75 74,979.00 2,700.00 Corporate Stock - Common DIME CMNTY BANCORP INC COM
271,250.00 216,875.00 10,000.00 Corporate Stock - Common DIRECT FOCUS INC COM
1,381.25 2,454.95 100.00 Corporate Stock - Common DISC AUTO PARTS INC COM
646,700.00 759,669.38 23,200.00 Corporate Stock - Common DISNEY WALT CO DISNEY (WALT) CO
HLDGCOMMON STOCK
250,875.00 255,292.20 9,000.00 Corporate Stock - Common DISNEY WALT CO DISNEY (WALT) CO
HLDGCOMMON STOCK
1,948,462.50 1,272,999.08 69,900.00 Corporate Stock - Common DISNEY WALT CO DISNEY (WALT) CO
HLDGCOMMON STOCK
9,336.56 13,938.73 345.00 Corporate Stock - Common DISNEY WALT CO GO COM COM
140.25 260.95 33.00 Corporate Stock - Common DISPLAY TECHNOLOGIES INC COM
370.00 280.00 80.00 Corporate Stock - Common DOCUCORP INTL INC COM
16,812.50 6,972.29 500.00 Corporate Stock - Common DOCUMENTUM INC COM
5,888.00 9,926.39 368.00 Corporate Stock - Common DOLE FOOD INC COM
320,000.00 747,638.00 20,000.00 Corporate Stock - Common DOLE FOOD INC COM
52,261.49 34,375.58 2,133.12 Corporate Stock - Common DOLLAR GEN CORP COM
186,347.00 216,588.12 7,606.00 Corporate Stock - Common DOLLAR GEN CORP COM
262,675.00 236,726.07 13,300.00 Corporate Stock - Common DOLLAR THRIFTY AUTOMOTIVE GROUP INC COM STK
103,200.00 124,285.30 4,300.00 Corporate Stock - Common DONNELLEY R R & SONS CO COM
912,000.00 981,748.09 38,000.00 Corporate Stock - Common DONNELLEY R R & SONS CO COM
65,656.25 95,328.75 5,500.00 Corporate Stock - Common DORAL FINL CORP COM
72,028.13 52,120.81 450.00 Corporate Stock - Common DOUBLECLICK INC COM
598,633.75 343,943.49 3,740.00 Corporate Stock - Common DOUBLECLICK INC COM
307,962.50 104,531.25 7,100.00 Corporate Stock - Common DOVER CORP COM
872,581.25 503,141.89 7,450.00 Corporate Stock - Common DOW CHEM CO COM
1,721,737.50 1,876,928.05 14,700.00 Corporate Stock - Common DOW CHEM CO COM
1,475,775.00 788,954.33 12,600.00 Corporate Stock - Common DOW CHEM CO COM
187,937.50 112,199.42 3,100.00 Corporate Stock - Common DOW JONES & CO INC COM
Page 56 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
92,876.88 139,756.02 4,615.00 Corporate Stock - Common DOWNEY FINL CORP COM
334,653.75 368,278.79 13,590.00 Corporate Stock - Common DRIL-QUIP INC COM
8,937.50 19,748.70 500.00 Corporate Stock - Common DRKOOP COM INC COM STK
256,025.00 116,297.89 9,800.00 Corporate Stock - Common DSET CORP COM
2,359.38 2,061.20 125.00 Corporate Stock - Common DSL NET INC COM STOCK
352,450.00 302,946.73 5,600.00 Corporate Stock - Common DST SYS INC COM
162,006.25 139,367.80 4,900.00 Corporate Stock - Common DTE ENERGY CO COM
710,843.75 831,407.80 21,500.00 Corporate Stock - Common DTE ENERGY CO COM
72,767.67 77,720.86 1,224.27 Corporate Stock - Common DU PONT E I DE NEMOURS & CO COM STK
2,099,139.92 1,153,571.96 35,316.76 Corporate Stock - Common DU PONT E I DE NEMOURS & CO COM STK
628,372.94 403,136.21 12,397.00 Corporate Stock - Common DUKE ENERGY CORP COM STK
5,068.75 5,532.28 100.00 Corporate Stock - Common DUKE ENERGY CORP COM STK
5,400.00 5,025.00 200.00 Corporate Stock - Common DUN & BRADSTREET CORP DEL COM STK (NEW)
148,500.00 110,837.15 5,500.00 Corporate Stock - Common DUN & BRADSTREET CORP DEL COM STK (NEW)
327,850.00 494,808.60 15,800.00 Corporate Stock - Common DURA AUTOMOTIVE SYS INC COM
7,818.60 9,858.72 600.00 Corporate Stock - Common DURA PHARMACEUTICALS INC COM
1,746.25 1,725.12 220.00 Corporate Stock - Common DURAMED PHARMACEUTICALS INC COM
250.00 2,964.00 5,000.00 Corporate Stock - Common DYCAM INC COM ISIN #US2674621097
12,075.00 10,686.23 300.00 Corporate Stock - Common DYCOM INDS INC COM
505,137.50 346,339.30 12,550.00 Corporate Stock - Common DYCOM INDS INC COM
1,375.00 1,802.50 2,000.00 Corporate Stock - Common DYERSBURG CORP COM
609.30 809.95 300.00 Corporate Stock - Common E DIGITAL CORP COM
18,562.50 15,603.75 4,500.00 Corporate Stock - Common E MEDSOFT COM COM
20,650.00 24,128.45 2,800.00 Corporate Stock - Common E SPIRE COMMUNICATIONS INC COM
376,773.31 446,396.94 12,533.00 Corporate Stock - Common E*TRADE GROUP INC COM
1,912.50 2,017.45 200.00 Corporate Stock - Common E-SIM LTD
7,500.00 7,429.95 100.00 Corporate Stock - Common E-TEK DYNAMICS INC COM
624.00 4,300.38 2,400.00 Corporate Stock - Common EARTH SCIENCES INC COM
16,312.50 19,584.90 900.00 Corporate Stock - Common EARTHGRAINS CO COM
273,687.50 328,746.60 15,100.00 Corporate Stock - Common EARTHGRAINS CO COM
2,442.00 5,451.39 814.00 Corporate Stock - Common EARTHSHELL CORP COM
4,515.00 8,835.12 120.00 Corporate Stock - Common EARTHWEB INC COM
102,046.88 57,359.66 2,625.00 Corporate Stock - Common EASTMAN CHEM CO COM
505,375.00 805,344.33 13,000.00 Corporate Stock - Common EASTMAN CHEM CO COM
69,146.86 78,329.49 1,117.53 Corporate Stock - Common EASTMAN KODAK CO COM
662,062.50 573,529.56 10,700.00 Corporate Stock - Common EASTMAN KODAK CO COM
51,075.00 26,492.74 900.00 Corporate Stock - Common EASTN ENTERPRISES COM
15,750.00 17,703.00 12,600.00 Corporate Stock - Common EASYRIDERS INC COM
7,980.00 21,170.00 28,000.00 Corporate Stock - Common EAT AT JOES LTD COM
263,287.50 290,692.96 3,400.00 Corporate Stock - Common EATON CORP COM
185,850.00 116,781.56 2,400.00 Corporate Stock - Common EATON CORP COM
264,100.00 245,243.16 1,600.00 Corporate Stock - Common EBAY INC COM
Page 57 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
272,023.00 228,243.01 1,648.00 Corporate Stock - Common EBAY INC COM
4,800.00 13,619.36 3,200.00 Corporate Stock - Common ECHO BAY MINES LTD COM
499,630.69 140,576.98 7,563.00 Corporate Stock - Common ECHOSTAR COMMUNICATIONS CORP NEW CL A
152,350.00 55,366.10 4,400.00 Corporate Stock - Common ECOLAB INC COM
15,990.20 26,420.89 1,700.00 Corporate Stock - Common ED MGMT CORP COM
2,375.00 4,225.05 200.00 Corporate Stock - Common EDELBROCK CORP COM
312,700.00 238,017.63 11,800.00 Corporate Stock - Common EDISON INTL COM
5,950.00 5,922.58 200.00 Corporate Stock - Common EDWARDS A.G INC COM
109,150.00 85,536.19 3,700.00 Corporate Stock - Common EDWARDS J D & CO COM
2,625.00 3,625.00 1,000.00 Corporate Stock - Common EEX CORP COM NEW
29,662.50 34,479.69 11,300.00 Corporate Stock - Common EEX CORP COM NEW
8,731.25 14,892.67 1,100.00 Corporate Stock - Common EFAX COM INC COM
7,431.25 7,761.37 410.00 Corporate Stock - Common EGGHEAD COM INC NEW COM
619,850.00 588,811.75 16,100.00 Corporate Stock - Common EL PASO ENERGY CORP DEL COM
604,450.00 554,387.41 15,700.00 Corporate Stock - Common EL PASO ENERGY CORP DEL COM
296,450.00 277,272.71 7,700.00 Corporate Stock - Common EL PASO ENERGY CORP DEL COM
5,156.00 5,836.20 500.00 Corporate Stock - Common ELCOM INTL INC COM
1,122,162.50 541,280.17 10,700.00 Corporate Stock - Common ELECTR ARTS COM
343.00 1,447.09 1,000.00 Corporate Stock - Common ELECTR BUSINESS SVCS INC COM
1,543,500.00 901,921.60 24,000.00 Corporate Stock - Common ELECTR DATA SYS CORP NEW COM
1,074,018.75 681,069.02 16,700.00 Corporate Stock - Common ELECTR DATA SYS CORP NEW COM
180,075.00 178,350.20 2,800.00 Corporate Stock - Common ELECTR DATA SYS CORP NEW COM
1,775.00 1,474.76 200.00 Corporate Stock - Common ELECTRIC CITY CORP COM
105,331.60 72,023.09 3,700.00 Corporate Stock - Common ELECTROGLAS INC COM
640,530.00 529,821.62 22,500.00 Corporate Stock - Common ELECTROGLAS INC COM
323,437.50 314,553.91 15,000.00 Corporate Stock - Common ELECTRONICS BOUTIQUE HLDGS CORP COM
51,246.88 23,211.60 1,150.00 Corporate Stock - Common ELECTRONICS FOR IMAGING INC COM
109,148.83 103,847.98 1,521.24 Corporate Stock - Common ELI LILLY & CO COM
2,654,750.00 927,575.30 37,000.00 Corporate Stock - Common ELI LILLY & CO COM
7,000.00 5,892.46 1,000.00 Corporate Stock - Common ELITE INFORMATION GROUP INC COM STK
10,075.00 4,334.05 400.00 Corporate Stock - Common ELRON ELECTR INDS LTD ORD
3,960,862.50 2,465,221.45 47,400.00 Corporate Stock - Common EMC CORP MASS COM
716,632.00 472,255.70 8,576.00 Corporate Stock - Common EMC CORP MASS COM
2,866,193.75 317,513.09 34,300.00 Corporate Stock - Common EMC CORP MASS COM
2,999,893.75 1,221,171.02 35,900.00 Corporate Stock - Common EMC CORP MASS COM
837,900.00 478,646.85 14,700.00 Corporate Stock - Common EMERSON ELEC CO COM
937.20 6,990.00 1,200.00 Corporate Stock - Common EMP SOLUTIONS INC
232,375.00 260,260.00 1,430.00 Corporate Stock - Common EMULEX CORP COM NEW
617,500.00 496,193.74 3,800.00 Corporate Stock - Common EMULEX CORP COM NEW
933.80 11,411.98 2,300.00 Corporate Stock - Common ENAMELON INC COM
326.25 479.95 60.00 Corporate Stock - Common ENCAD INC COM
121,800.00 60,963.46 17,400.00 Corporate Stock - Common ENDOCARE INC COM
Page 58 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
5,000.00 7,024.91 1,000.00 Corporate Stock - Common ENDOSONICS CORP COM
65,450.00 67,346.50 3,400.00 Corporate Stock - Common ENERGEN CORP COM
958,800.00 1,043,380.58 40,800.00 Corporate Stock - Common ENERGY E. CORP COM
6,261.15 462.98 266.43 Corporate Stock - Common ENERGY E. CORP COM
1,182.00 1,445.95 24.00 Corporate Stock - Common ENGAGE INC COM ISIN US2928271020
71,453.13 63,886.22 4,250.00 Corporate Stock - Common ENGELHARD CORP COM
711.88 1,931.83 85.00 Corporate Stock - Common ENGR ANIMATION INC COM
137,000.00 259,924.19 8,000.00 Corporate Stock - Common ENHANCE FINL SVCS GROUP INC COM
725.00 1,024.98 100.00 Corporate Stock - Common ENLIGHTEN SOFTWARE SOLUTIONS INC COM
ISIN #US29336A1016
921,112.50 422,402.36 24,200.00 Corporate Stock - Common ENRON CORP COM
32,957.33 33,553.18 865.87 Corporate Stock - Common ENRON CORP COM
78,243.75 56,160.25 3,900.00 Corporate Stock - Common ENSCO INTL INC COM
571,875.00 262,793.59 10,000.00 Corporate Stock - Common ENTERCOM COMMUNICATIONS CORP CL A
411,750.00 357,053.30 7,200.00 Corporate Stock - Common ENTERCOM COMMUNICATIONS CORP CL A
231,525.00 225,070.11 8,400.00 Corporate Stock - Common ENTERGY CORP NEW COM
716,625.00 780,747.86 26,000.00 Corporate Stock - Common ENTERGY CORP NEW COM
82,638.24 286,444.86 516,489.00 Corporate Stock - Common ENTMNT TECHNOLOGIES & PROGRAMS INC COM
666,683.88 411,779.50 25,519.00 Corporate Stock - Common ENZO BIOCHEM INC COM
904,650.00 1,088,025.00 48,900.00 Corporate Stock - Common EOG RESOURCES INC COM
8,796.30 10,169.04 400.97 Corporate Stock - Common EQTY OFFICE PPTYS TR COM STK
4,950.00 7,079.94 200.00 Corporate Stock - Common EQUIFAX INC COM
121,275.00 158,362.59 4,900.00 Corporate Stock - Common EQUIFAX INC COM
285,462.50 291,694.50 8,200.00 Corporate Stock - Common EQUITABLE RES INC COM
2,100.00 3,272.40 700.00 Corporate Stock - Common EQUITYALERT COM INC COM ISIN
US29477J1016
887.50 979.95 100.00 Corporate Stock - Common ESHARE TECHNOLOGIES INC GA COM
11,250.00 9,279.95 500.00 Corporate Stock - Common ESOFT INC COM
21,500.00 6,529.30 1,000.00 Corporate Stock - Common ESS TECH INC COM
11,653.66 10,045.71 350.49 Corporate Stock - Common ETHAN ALLEN INTERIORS INC COM
347,462.50 330,820.58 10,450.00 Corporate Stock - Common ETHAN ALLEN INTERIORS INC COM
57,368.75 68,911.00 13,700.00 Corporate Stock - Common ETHYL CORP COM
25,050.00 24,716.45 400.00 Corporate Stock - Common ETOYS INC COM
21,000.00 21,029.95 1,000.00 Corporate Stock - Common EVERGREEN RES INC COM NO PAR
5,362.50 6,109.90 600.00 Corporate Stock - Common EVOLVING SYS INC COM
3,484.00 5,837.82 500.00 Corporate Stock - Common EXABYTE CORP
7,312.50 6,061.20 500.00 Corporate Stock - Common EXCEL TECH INC COM
3,297.60 45,744.00 4,800.00 Corporate Stock - Common EXCELSIOR-HENDERSON MOTORCYCLE MFG CO COM
515.63 1,392.15 50.00 Corporate Stock - Common EXIDE CORP
6,468.75 1,601.41 60.00 Corporate Stock - Common EXODUS COMMUNICATIONS INC COM STK ISIN# US3020881096
527,203.13 370,180.49 4,890.00 Corporate Stock - Common EXODUS COMMUNICATIONS INC COM STK ISIN# US3020881096
Page 59 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
5,325.00 5,414.71 100.00 Corporate Stock - Common EXPEDIA INC CL A
252,650.00 233,819.35 6,200.00 Corporate Stock - Common EXPEDITORS INTL WASH INC COM
395,275.00 292,406.50 9,700.00 Corporate Stock - Common EXPEDITORS INTL WASH INC COM
20,250.00 28,642.50 3,000.00 Corporate Stock - Common EXPONENT INC COM
25,375.00 24,113.72 500.00 Corporate Stock - Common EXPRESS SCRIPTS INC CL A
72,262.50 106,032.00 9,400.00 Corporate Stock - Common EXTD STAY AMER INC COM
484,537.50 642,079.53 7,300.00 Corporate Stock - Common EXTREME NETWORKS INC COM
481,250.00 381,343.64 11,000.00 Corporate Stock - Common F P L GROUP INC COM
266,875.00 236,452.99 6,100.00 Corporate Stock - Common F P L GROUP INC COM
57,600.00 58,761.00 1,800.00 Corporate Stock - Common F Y I INC COM
3,593.75 3,873.70 500.00 Corporate Stock - Common FACTUAL DATA CORP COM
630,000.00 440,980.31 22,500.00 Corporate Stock - Common FAIRCHILD SEMICONDUCTOR INTL INC CL A
3,312.00 11,027.91 2,000.00 Corporate Stock - Common FAMILY GOLF CTRS INC COM
300.00 837.47 200.00 Corporate Stock - Common FAMILY STEAK HSES FLA INC COM NEW
29,537.50 41,167.37 1,700.00 Corporate Stock - Common FBL FINL GROUP INC CL A
4,462.50 4,679.95 200.00 Corporate Stock - Common FED MOGUL CORP COM
334,143.75 225,554.39 7,100.00 Corporate Stock - Common FEDT DEPT STORES INC DEL COM
527,100.00 559,053.11 11,200.00 Corporate Stock - Common FEDT DEPT STORES INC DEL COM
409,443.75 380,859.03 8,700.00 Corporate Stock - Common FEDT DEPT STORES INC DEL COM
1,160,312.50 446,456.91 23,500.00 Corporate Stock - Common FHLMC VTG COM
4,058,625.00 4,254,745.76 82,200.00 Corporate Stock - Common FHLMC VTG COM
16,941.75 15,970.26 147.00 Corporate Stock - Common FINISAR CORP COM
424.80 4,037.95 800.00 Corporate Stock - Common FIREARMS TRAINING SYS INC CL A
2,575.00 2,507.39 200.00 Corporate Stock - Common FIRST AMERN FINL CORP CAL COM
627,125.00 458,951.80 14,500.00 Corporate Stock - Common FIRST DATA CORP COM
4,325.00 3,387.75 100.00 Corporate Stock - Common FIRST DATA CORP COM
508,787.50 419,722.03 20,200.00 Corporate Stock - Common FIRST HLTH GROUP CORP COM
8.38 676.26 67.00 Corporate Stock - Common FIRST MED GROUP INC COM
1,312.50 2,497.40 1,000.00 Corporate Stock - Common FIRST MONTAUK FINL CORP COM
17,062.50 23,265.00 13,000.00 Corporate Stock - Common FIRST PRTY GROUP INC COM PAR $0.015
73,043.75 95,037.25 3,100.00 Corporate Stock - Common FIRST REP BK SAN FRAN CAL COM
5,660.38 5,145.45 201.26 Corporate Stock - Common FIRST SEC CORP COM
59.38 226.50 25.00 Corporate Stock - Common FIRST TEAM SPORTS INC COM
88,223.79 117,568.10 2,280.42 Corporate Stock - Common FIRST UN CORP COM ISIN #US3373581053
1,255,254.63 900,368.83 32,446.00 Corporate Stock - Common FIRST UN CORP COM ISIN #US3373581053
16,335.00 24,543.00 990.00 Corporate Stock - Common FIRST WASH BANCORP INC WASH COM
868,166.00 980,160.15 33,391.00 Corporate Stock - Common FIRSTAR CORP NEW WIS COM
184,168.75 186,027.28 7,900.00 Corporate Stock - Common FIRSTENERGY CORP COM
104,975.00 128,027.00 6,800.00 Corporate Stock - Common FIRSTFED FINL CORP DEL COM
341,998.56 361,522.97 13,170.00 Corporate Stock - Common FIRSTMERIT CORP COM
1,120.00 19,068.99 7,000.00 Corporate Stock - Common FIRSTPLUS FINL GROUP COM
525.00 2,190.64 300.00 Corporate Stock - Common FISCHER IMAGING CORP COM
Page 60 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
90,625.00 101,083.11 2,900.00 Corporate Stock - Common FL ROCK INDS INC COM
141,075.00 138,199.38 3,300.00 Corporate Stock - Common FLA PROGRESS CORP COM
1,181,791.88 626,420.42 31,254.00 Corporate Stock - Common FLEETBOSTON FINL CORP COM STK
1,468,940.00 1,312,758.82 38,848.00 Corporate Stock - Common FLEETBOSTON FINL CORP COM STK
13,725.94 10,879.65 363.00 Corporate Stock - Common FLEETBOSTON FINL CORP COM STK
23,100.00 25,661.06 1,100.00 Corporate Stock - Common FLEETWOOD ENTERPRISES INC COM
4,200.00 4,751.99 200.00 Corporate Stock - Common FLEETWOOD ENTERPRISES INC COM
4,146.88 2,351.83 50.00 Corporate Stock - Common FLEXTRONICS INTL LTD COM STK
6,100.00 6,929.53 400.00 Corporate Stock - Common FLIR SYS INC COM
296,387.50 259,481.97 18,100.00 Corporate Stock - Common FLOWERS INDS INC COM
109,362.50 106,727.91 2,600.00 Corporate Stock - Common FLUOR CORP COM
837,043.75 723,761.34 19,900.00 Corporate Stock - Common FLUOR CORP COM
343,650.63 341,629.17 8,170.00 Corporate Stock - Common FLUOR CORP COM
33,294.78 38,486.65 791.56 Corporate Stock - Common FLUOR CORP COM
53,350.00 58,394.52 1,100.00 Corporate Stock - Common FMC CORP COM (NEW)
537,631.25 583,267.90 10,180.00 Corporate Stock - Common FNCL SEC ASSURN HLDGS LTD COM
259,031.25 440,521.61 30,700.00 Corporate Stock - Common FNDTN HLTH SYS INC COM STK CL A
1,940.63 5,581.06 230.00 Corporate Stock - Common FNDTN HLTH SYS INC COM STK CL A
1,039,350.00 1,091,843.88 15,600.00 Corporate Stock - Common FNMA COM STK
2,311,887.50 800,416.89 34,700.00 Corporate Stock - Common FNMA COM STK
77,434.31 61,657.75 1,162.24 Corporate Stock - Common FNMA COM STK
932,750.00 902,747.74 14,000.00 Corporate Stock - Common FNMA COM STK
533,925.00 375,066.93 22,600.00 Corporate Stock - Common FOCAL COMMUNICATIONS CORP COM
11,779.80 12,530.94 5,800.00 Corporate Stock - Common FONAR CORP COM
1,481.25 1,306.87 300.00 Corporate Stock - Common FOOD TECH SVC INC COM
742,350.00 730,376.62 14,700.00 Corporate Stock - Common FORD MTR CO DEL COM
1,959,400.00 2,202,663.50 38,800.00 Corporate Stock - Common FORD MTR CO DEL COM
833,250.00 351,901.72 16,500.00 Corporate Stock - Common FORD MTR CO DEL COM
1,959,400.00 2,090,333.31 38,800.00 Corporate Stock - Common FORD MTR CO DEL COM
55,488.84 57,802.55 1,098.79 Corporate Stock - Common FORD MTR CO DEL COM
2,070,500.00 829,298.27 41,000.00 Corporate Stock - Common FORD MTR CO DEL COM
191,450.00 142,603.24 5,600.00 Corporate Stock - Common FORTUNE BRANDS INC COM STK
148,050.00 171,637.75 7,050.00 Corporate Stock - Common FOSSIL INC COM
14,262.50 42,943.53 1,400.00 Corporate Stock - Common FOSTER WHEELER CORP COM
55,012.50 64,513.26 5,400.00 Corporate Stock - Common FOSTER WHEELER CORP COM
4,653.03 5,005.50 254.00 Corporate Stock - Common FRANCO NEV MNG LTD COM
313,087.50 326,036.68 19,800.00 Corporate Stock - Common FREEPORT MCMORAN C & G CL B COM STK
12,650.00 14,019.19 800.00 Corporate Stock - Common FREEPORT MCMORAN C & G CL B COM STK
86,968.75 149,243.89 5,500.00 Corporate Stock - Common FREEPORT MCMORAN C & G CL B COM STK
64,293.75 298,792.90 12,700.00 Corporate Stock - Common FREMONT GEN CORP COM
2,718.75 6,474.00 1,500.00 Corporate Stock - Common FRESH CHOICE INC COM
8,656.36 10,291.50 1,026.00 Corporate Stock - Common FRIEDE GOLDMAN HALTER INC
Page 61 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
19,012.50 44,226.00 2,600.00 Corporate Stock - Common FRKLN COVEY CO COM
634.53 584.72 20.18 Corporate Stock - Common FRKLN RES INC COM
848,812.50 993,855.66 27,000.00 Corporate Stock - Common FRKLN RES INC COM
267,218.75 446,840.98 8,500.00 Corporate Stock - Common FRKLN RES INC COM
10,437.50 10,702.04 1,000.00 Corporate Stock - Common FRONTIER AIRLS INC NEW COM
819,375.00 705,431.19 28,500.00 Corporate Stock - Common FT JAMES CORP COM
215,625.00 275,617.15 7,500.00 Corporate Stock - Common FT JAMES CORP COM
1,500.00 2,779.95 1,000.00 Corporate Stock - Common FULL TILT SPORTS INC COM STK
109,000.00 104,440.00 2,000.00 Corporate Stock - Common FULLER H B CO COM
399,645.00 263,073.48 12,840.00 Corporate Stock - Common FWD AIR CORP COM
230,912.50 134,958.66 5,800.00 Corporate Stock - Common GA PAC CORP COM-GEORGIA PAC GROUP
334,425.00 386,914.92 8,400.00 Corporate Stock - Common GA PAC CORP COM-GEORGIA PAC GROUP
783,300.00 873,308.86 33,600.00 Corporate Stock - Common GA PAC CORP COM-TIMBER GROUP
1,530.00 1,649.95 180.00 Corporate Stock - Common GADZOOKS INC COM
114,450.00 98,440.37 2,100.00 Corporate Stock - Common GALLAGHER ARTHUR J & CO COM
780,031.25 778,166.26 10,900.00 Corporate Stock - Common GANNETT INC COM
765,718.75 791,475.47 10,700.00 Corporate Stock - Common GANNETT INC COM
679,843.75 284,087.84 9,500.00 Corporate Stock - Common GANNETT INC COM
1,174,986.00 185,371.32 29,012.00 Corporate Stock - Common GAP INC COM
441,450.00 459,078.19 10,900.00 Corporate Stock - Common GAP INC COM
4,278,825.00 3,925,780.37 105,650.00 Corporate Stock - Common GAP INC COM
52,433.24 52,013.50 1,294.65 Corporate Stock - Common GAP INC COM
787.50 1,129.95 100.00 Corporate Stock - Common GARDENBURGER INC COM
14,950.00 18,122.40 1,300.00 Corporate Stock - Common GARTNER GROUP INC NEW CL A
575.25 - 52.00 Corporate Stock - Common GARTNER GROUP INC NEW CL B
198,575.00 73,390.97 2,600.00 Corporate Stock - Common GATEWAY INC COM
809,575.00 309,681.02 10,600.00 Corporate Stock - Common GATEWAY INC COM
1,300.50 5,548.83 408.00 Corporate Stock - Common GDR ASHANTI GOLDFIELDS LTD GLOBAL DEPOS RCPT
132,237.50 98,619.00 7,100.00 Corporate Stock - Common GDR HON HAI PRECISION IND LTD GLOBAL DEPOS RCPT
62,095.75 46,835.03 3,334.00 Corporate Stock - Common GDR HON HAI PRECISION IND LTD GLOBAL DEPOS RCPT
2,125.00 2,929.95 200.00 Corporate Stock - Common GELTEX PHARMACEUTICALS INC COM
67,650.00 38,962.47 600.00 Corporate Stock - Common GEMSTAR INTL GROUP LTD COM ISIN # VGG3788V1067
15,500.00 14,434.90 2,000.00 Corporate Stock - Common GEN CABLE CORP DEL NEW COM
1,211,718.75 1,447,173.75 23,500.00 Corporate Stock - Common GEN DYNAMICS CORP COM
345,468.75 258,879.84 6,700.00 Corporate Stock - Common GEN DYNAMICS CORP COM
8,190,000.00 5,084,628.74 63,000.00 Corporate Stock - Common GEN ELEC CO COM
614,279.77 410,387.98 4,725.23 Corporate Stock - Common GEN ELEC CO COM
14,443,000.00 3,607,307.36 111,100.00 Corporate Stock - Common GEN ELEC CO COM
2,852.30 2,835.57 1,100.00 Corporate Stock - Common GEN MAGIC INC COM
Page 62 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
391,950.00 256,814.86 10,400.00 Corporate Stock - Common GEN MILLS INC COM
373,106.25 376,626.72 9,900.00 Corporate Stock - Common GEN MILLS INC COM
12,578.13 13,475.08 1,150.00 Corporate Stock - Common GENCORP INC COM
1,569,600.00 800,465.38 21,800.00 Corporate Stock - Common GENERAL MOTORS CORP COMMON STOCK
167,104.08 148,357.38 2,320.89 Corporate Stock - Common GENERAL MOTORS CORP COMMON STOCK
676,800.00 676,944.64 9,400.00 Corporate Stock - Common GENERAL MOTORS CORP COMMON STOCK
1,540,800.00 679,158.86 21,400.00 Corporate Stock - Common GENERAL MOTORS CORP COMMON STOCK
155.00 1,500.00 5,000.00 Corporate Stock - Common GENERATION ENTMT CORP COM
141,400.00 132,020.39 10,100.00 Corporate Stock - Common GENESCO INC COM
1.50 488.63 100.00 Corporate Stock - Common GENESIS DIRECT INC COM
24,375.00 24,892.81 1,300.00 Corporate Stock - Common GENESIS MICROCHIP INC COM
3,750.00 1,770.06 5,000.00 Corporate Stock - Common GENICOM CORP COM
934.38 704.65 50.00 Corporate Stock - Common GENTEX CORP COM
155,143.75 138,275.32 6,025.00 Corporate Stock - Common GENUINE PARTS CO COM
4,323.97 4,863.15 167.92 Corporate Stock - Common GENUINE PARTS CO COM
721,000.00 818,331.28 28,000.00 Corporate Stock - Common GENUINE PARTS CO COM
169,200.00 191,754.31 4,700.00 Corporate Stock - Common GENZYME CORP COM
730,800.00 673,975.05 20,300.00 Corporate Stock - Common GENZYME CORP COM
54.31 52.59 11.00 Corporate Stock - Common GENZYME CORP COM-MOLECULAR ONCOLOGY DIV
15.46 71.20 9.00 Corporate Stock - Common GENZYME CORP COM-TISSUE REPAIR
187,550.00 157,520.20 6,200.00 Corporate Stock - Common GEON CO COM
42.00 10,240.33 3,000.00 Corporate Stock - Common GEOTEK COMMUNICATIONS INC COM
7,631.25 8,092.45 300.00 Corporate Stock - Common GETTHERE COM INC COM
553.00 592.58 14.00 Corporate Stock - Common GETTY IMAGES INC COM
2,456.25 3,461.20 150.00 Corporate Stock - Common GILAT COMMUNICATIONS COM STK
1,261,887.50 1,345,693.63 31,400.00 Corporate Stock - Common GILLETTE CO COM
1,477,935.50 880,113.71 36,776.00 Corporate Stock - Common GILLETTE CO COM
82,446.75 83,060.79 2,051.55 Corporate Stock - Common GILLETTE CO COM
13,231.25 23,395.81 7,300.00 Corporate Stock - Common GLAMIS GOLD LTD COM
3,281.25 3,975.61 700.00 Corporate Stock - Common GLENAYRE TECHNOLOGIES INC COM
548,671.63 424,343.97 12,577.00 Corporate Stock - Common GLOBAL CROSSING LTD COM
1,134,031.88 507,105.73 25,995.00 Corporate Stock - Common GLOBAL CROSSING LTD COM
284,936.19 421,860.66 36,330.00 Corporate Stock - Common GLOBAL INDS LTD COM
7,843.00 5,661.61 1,000.00 Corporate Stock - Common GLOBAL INDS LTD COM
277,156.25 277,346.72 18,100.00 Corporate Stock - Common GLOBAL MARINE INC DEL COM (NEW)
750.00 869.77 1,000.00 Corporate Stock - Common GLOBAL MED TECHNOLOGIES INC COM STK
3,228.75 897.08 410.00 Corporate Stock - Common GLOBAL TECHNOLOGIES LTD CL A
6,387.50 4,265.03 200.00 Corporate Stock - Common GLOBAL TELESYSTEMS GROUP INC CDT-COM
190.00 289.25 2,000.00 Corporate Stock - Common GLOBAL WTR TECHNOLOGIES INC COM
352.00 2,590.00 2,000.00 Corporate Stock - Common GLOBAL-PAC MINERALS INC COM
113,400.00 129,442.72 4,725.00 Corporate Stock - Common GLOBALSTAR TELECOMMUNICATIONS LTD COM
ISIN # BMG3983OH104
Page 63 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
386,681.25 143,716.04 5,030.00 Corporate Stock - Common GLOBESPAN INC COM ISIN US3795711023
10,886.31 11,216.48 149.00 Corporate Stock - Common GO2NET INC COM
561,120.00 566,413.82 7,680.00 Corporate Stock - Common GO2NET INC COM
9,718.75 12,255.59 500.00 Corporate Stock - Common GOLDEN ST BANCORP INC COM STK
590,900.00 614,970.72 30,400.00 Corporate Stock - Common GOLDEN ST BANCORP INC COM STK
266,293.75 253,537.41 13,700.00 Corporate Stock - Common GOLDEN ST BANCORP INC COM STK
406.25 2,000.00 500.00 Corporate Stock - Common GOLDEN ST BANCORP INC LITIGATION
TRACKING WT
484,500.00 459,374.94 4,800.00 Corporate Stock - Common GOLDEN W. FNCL CORP COM
1,897,625.00 753,039.53 18,800.00 Corporate Stock - Common GOLDEN W. FNCL CORP COM
191,781.25 85,251.05 1,900.00 Corporate Stock - Common GOLDEN W. FNCL CORP COM
2,621,862.50 2,234,096.66 34,900.00 Corporate Stock - Common GOLDMAN SACHS GROUP INC COM
76,251.88 73,324.90 1,015.00 Corporate Stock - Common GOLDMAN SACHS GROUP INC COM
45,125.00 49,808.60 2,000.00 Corporate Stock - Common GOODRICH B F CO COM
83,481.25 129,822.27 3,700.00 Corporate Stock - Common GOODRICH B F CO COM
375.00 805.27 125.00 Corporate Stock - Common GOODRICH PETE CORP COM NEW
178,875.00 198,585.19 5,300.00 Corporate Stock - Common GOODYEAR TIRE & RUBBER CO COM
28,510.14 42,837.65 844.75 Corporate Stock - Common GOODYEAR TIRE & RUBBER CO COM
9,000.00 5,466.48 1,000.00 Corporate Stock - Common GOTTSCHALKS INC COM
134,400.00 135,473.71 4,200.00 Corporate Stock - Common GPU INC COM
1,219,200.00 1,299,608.69 38,100.00 Corporate Stock - Common GPU INC COM
32,700.00 19,019.82 2,400.00 Corporate Stock - Common GRACE W R & CO DEL NEW COM STK
291,575.00 358,453.16 21,400.00 Corporate Stock - Common GRACE W R & CO DEL NEW COM STK
150,800.00 88,924.00 3,200.00 Corporate Stock - Common GRAINGER W W INC COM
134,900.00 220,091.91 7,100.00 Corporate Stock - Common GRANITE CONST INC COM
33,068.75 39,174.65 1,300.00 Corporate Stock - Common GREAT ATLC & PAC TEA CO INC COM
9,210.00 10,731.00 6,000.00 Corporate Stock - Common GREAT BASIN GOLD LTD COM
66,375.00 103,701.95 2,000.00 Corporate Stock - Common GREAT LAKES CHEM CORP COM
450.00 37,165.00 5,000.00 Corporate Stock - Common GREENSTONE RES LTD COM
6,050.00 6,888.34 2,200.00 Corporate Stock - Common GREY WOLF INC COM
15,840.63 13,780.37 1,850.00 Corporate Stock - Common GST TELECOMMUNICATIONS INC COM
2,423,600.00 1,214,259.64 33,200.00 Corporate Stock - Common GTE CORP COM
61,417.97 56,427.22 841.34 Corporate Stock - Common GTE CORP COM
4,200.00 4,279.95 100.00 Corporate Stock - Common GTR BAY BANCORP COM
46,200.00 46,219.25 1,100.00 Corporate Stock - Common GTR BAY BANCORP COM
17,937.50 6,766.59 1,000.00 Corporate Stock - Common GUESS INC COM
110,000.00 101,412.96 2,200.00 Corporate Stock - Common GUIDANT CORP COM STK
510,000.00 172,285.14 10,200.00 Corporate Stock - Common GUIDANT CORP COM STK
2,355.50 5,220.44 673.00 Corporate Stock - Common GULF CDA RES LTD ORD
7,875.00 4,779.95 500.00 Corporate Stock - Common GUM TECH INTL INC COM
21,000.00 15,772.50 7,000.00 Corporate Stock - Common H T E INC COM
107,512.50 118,723.41 4,700.00 Corporate Stock - Common HAIN FOOD GROUP INC COM
Page 64 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
103,174.84 98,178.77 2,666.88 Corporate Stock - Common HALLIBURTON CO COM
576,443.75 340,951.19 14,900.00 Corporate Stock - Common HALLIBURTON CO COM
1.40 0.01 0.09 Corporate Stock - Common HANDLEMAN CO DEL COM
359,693.75 306,448.88 23,300.00 Corporate Stock - Common HANDLEMAN CO DEL COM
79,500.00 63,472.43 2,400.00 Corporate Stock - Common HARCOURT GEN INC COM
1,000.00 2,450.73 1,000.00 Corporate Stock - Common HARKEN ENERGY CORP COM
79,617.69 74,090.09 1,305.21 Corporate Stock - Common HARLEY DAVIDSON INC COM
468,975.00 381,753.23 7,800.00 Corporate Stock - Common HARMONIC INC COM
1,275.00 3,837.61 1,200.00 Corporate Stock - Common HARNISCHFEGER IND INC COM
65,277.88 40,822.89 2,363.00 Corporate Stock - Common HARRAH S ENTMT INC COM STK
120,168.75 64,781.77 4,350.00 Corporate Stock - Common HARRAH S ENTMT INC COM STK
359,493.75 168,583.99 7,700.00 Corporate Stock - Common HARTFORD FINL SVCS GROUP INC COM
12,442.20 10,884.59 278.04 Corporate Stock - Common HARTFORD LIFE INC CL A
142,312.50 88,504.97 6,600.00 Corporate Stock - Common HASBRO INC COM
2,156.25 2,684.72 100.00 Corporate Stock - Common HASBRO INC COM
1,287,281.25 1,487,687.30 59,700.00 Corporate Stock - Common HASBRO INC COM
12,062.50 13,957.16 500.00 Corporate Stock - Common HAUPPAUGE DIGITAL INC COM
52,250.00 48,891.04 3,800.00 Corporate Stock - Common HAVERTY FURNITURE COS INC COM
201,712.50 263,048.20 6,600.00 Corporate Stock - Common HAWAIIAN ELEC INDS INC COM
12,750.00 11,705.00 1,000.00 Corporate Stock - Common HBR FLA BANCSHARES INC COM
18,129.56 19,903.75 399.00 Corporate Stock - Common HEALTHEON/WEBMD CORP
80,193.75 306,762.62 14,100.00 Corporate Stock - Common HEALTHSOUTH CORP COM STK
1,600.00 4,431.72 400.00 Corporate Stock - Common HEARX LTD COM NEW
506,687.50 344,154.59 12,100.00 Corporate Stock - Common HEINZ H J CO COM
5,281.25 8,389.24 500.00 Corporate Stock - Common HELEN TROY LTD COM STK
634,987.50 813,390.39 28,700.00 Corporate Stock - Common HELLER FINL INC CL A COM STK
382,762.50 408,447.81 17,300.00 Corporate Stock - Common HELLER FINL INC CL A COM STK
38,462.50 21,254.83 1,700.00 Corporate Stock - Common HELMERICH & PAYNE INC COM
219,462.50 286,266.40 9,700.00 Corporate Stock - Common HELMERICH & PAYNE INC COM
85,500.00 104,864.39 3,600.00 Corporate Stock - Common HERCULES INC VTG COM
230,887.50 134,042.34 4,700.00 Corporate Stock - Common HERSHEY FOODS CORP COM
10,082.96 11,022.38 205.25 Corporate Stock - Common HERSHEY FOODS CORP COM
232,718.75 222,034.45 5,500.00 Corporate Stock - Common HERTZ CORP CL A
3,254,212.50 1,040,431.15 34,300.00 Corporate Stock - Common HEWLETT-PACKARD CO COM
572,297.86 489,787.71 6,032.13 Corporate Stock - Common HEWLETT-PACKARD CO COM
1,375,687.50 161,599.73 14,500.00 Corporate Stock - Common HEWLETT-PACKARD CO COM
4,400.00 3,919.30 100.00 Corporate Stock - Common HI / FN INC COM STK
5,076.37 8,020.29 230.74 Corporate Stock - Common HIGHWOODS PPTYS INC COM
4,615.31 4,928.97 135.00 Corporate Stock - Common HILLENBRAND IND INC COM
33,712.68 48,450.55 3,350.33 Corporate Stock - Common HILTON HOTELS CORP COM
86,537.50 87,296.18 8,600.00 Corporate Stock - Common HILTON HOTELS CORP COM
24,147.71 31,323.35 931.00 Corporate Stock - Common HLTH CARE PPTY INVS INC COM
Page 65 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
3,964.63 3,591.25 322.00 Corporate Stock - Common HLTH MGMT ASSOC INC NEW CL A COM
5,025.00 4,384.38 400.00 Corporate Stock - Common HOLLINGER INTL INC CL A
1,412.50 1,629.95 100.00 Corporate Stock - Common HOLLYWOOD ENTMT CORP COM
2,490,468.75 1,659,574.64 31,500.00 Corporate Stock - Common HOME DEPOT INC COM
893,406.25 588,586.56 11,300.00 Corporate Stock - Common HOME DEPOT INC COM
405,662.10 296,170.71 5,130.90 Corporate Stock - Common HOME DEPOT INC COM
3,970,360.63 886,332.15 50,218.00 Corporate Stock - Common HOME DEPOT INC COM
4,672,593.75 2,036,550.55 59,100.00 Corporate Stock - Common HOME DEPOT INC COM
1.00 1,648.80 200.00 Corporate Stock - Common HOME HLTH CORP AMER INC COM
20,281.25 23,472.65 5,900.00 Corporate Stock - Common HOMEBASE INC COM
190.08 - 396.00 Corporate Stock - Common HOMEFED CORP COM NEW
82,138.25 39,788.05 6,506.00 Corporate Stock - Common HOMESEEKERS COM INC COM
72,600.00 118,759.26 8,800.00 Corporate Stock - Common HOMESTAKE MNG CO CAP
47,214.97 69,490.80 5,723.03 Corporate Stock - Common HOMESTAKE MNG CO CAP
9,450.00 3,462.83 400.00 Corporate Stock - Common HOOPER HOLMES INC COM
165,375.00 112,210.00 7,000.00 Corporate Stock - Common HOOPER HOLMES INC COM
2,587.50 3,673.61 300.00 Corporate Stock - Common HORIZON ORGANIC HLDG CORP OC-COM
271,831.25 271,781.84 6,100.00 Corporate Stock - Common HORMEL FOODS CORP COM
500.00 1,291.05 500.00 Corporate Stock - Common HOSP STAFFING SVCS INC COM
39,768.75 37,423.98 900.00 Corporate Stock - Common HOT TOPIC INC COM
249,475.00 297,980.00 6,800.00 Corporate Stock - Common HOUGHTON MIFFLIN CO COM
524,631.25 633,930.69 14,300.00 Corporate Stock - Common HOUGHTON MIFFLIN CO COM
31,050.00 34,991.52 2,400.00 Corporate Stock - Common HS RES INC COM
- 1,949.50 300.00 Corporate Stock - Common HSBC HLDG PLC COM STK
642,732.38 271,772.05 16,246.00 Corporate Stock - Common HSEHD INTL INC COM
56,000.00 48,678.00 2,800.00 Corporate Stock - Common HSTN EXPL CO COM
263,950.38 259,173.96 8,549.00 Corporate Stock - Common HUDSON UTD BANCORP COM
291.38 1,322.09 333.00 Corporate Stock - Common HUMAN PHEROMONE SCIENCES INC COM NEW
39,900.00 148,872.38 5,700.00 Corporate Stock - Common HUMANA INC COM
304,500.00 330,778.91 43,500.00 Corporate Stock - Common HUMANA INC COM
11,750.00 11,916.25 2,000.00 Corporate Stock - Common HUNGARIAN TEL & CABLE CORP COM
217,346.88 224,453.42 7,850.00 Corporate Stock - Common HUNTINGTON BANCSHARES INC COM
505.23 446.55 330.00 Corporate Stock - Common HURRICANE HYDROCARBONS LTD CL A
3,936.00 3,935.00 2,000.00 Corporate Stock - Common HYPERDYNAMICS CORP COM
13,687.50 7,092.45 500.00 Corporate Stock - Common HYPERION SOLUTIONS CORP COM
200.00 2,154.95 1,000.00 Corporate Stock - Common I CRYSTAL INC COM
3,000.00 7,873.12 1,000.00 Corporate Stock - Common I-LINK CORP COM
25,500.00 19,657.23 300.00 Corporate Stock - Common I2 TECHNOLOGIES INC COM
20,325.00 19,639.93 600.00 Corporate Stock - Common IBASIS INC COM STK
1,325,956.25 1,460,858.59 60,100.00 Corporate Stock - Common IBP INC COM
500,818.75 602,004.00 22,700.00 Corporate Stock - Common IBP INC COM
30,406.45 25,507.31 1,250.65 Corporate Stock - Common ICN PHARMACEUTICALS INC NEW COM
Page 66 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
725.00 1,417.45 200.00 Corporate Stock - Common ICO GLOBAL COM STK
384,931.25 234,312.43 12,100.00 Corporate Stock - Common ICOS CORP COM
631,215.00 265,692.34 4,980.00 Corporate Stock - Common IDEC PHARMACEUTICALS CORP COM
15,925.00 16,476.84 700.00 Corporate Stock - Common IDT CORP COM
33,959.13 118,125.18 5,078.00 Corporate Stock - Common IKON OFFICE SOLUTIONS INC COM STK
653,975.00 322,618.96 10,100.00 Corporate Stock - Common ILL TOOL WKS INC COM
1,366,225.00 1,244,945.08 21,100.00 Corporate Stock - Common ILL TOOL WKS INC COM
5,622.00 5,007.76 6,000.00 Corporate Stock - Common IMAGING TECHNOLOGIES CORP COM
4,827.00 8,559.90 1,500.00 Corporate Stock - Common IMAGINON INC COM
6,437.50 6,200.54 200.00 Corporate Stock - Common IMATION CORP COM
241,406.25 240,357.66 7,500.00 Corporate Stock - Common IMATION CORP COM
26,250.00 49,126.52 12,000.00 Corporate Stock - Common IMATRON INC COM
175,344.75 61,885.74 2,474.00 Corporate Stock - Common IMMUNEX CORP NEW COM
350.00 247.19 100.00 Corporate Stock - Common IMMUNOGEN INC COM
768.75 7,661.06 300.00 Corporate Stock - Common IMP INC COM NEW
559,200.00 503,255.26 23,300.00 Corporate Stock - Common IMPERIAL BANCORP COM
380,812.50 435,925.62 67,700.00 Corporate Stock - Common IMPERIAL CR INDS INC COM
9,425.00 12,072.15 400.00 Corporate Stock - Common IMS HLTH INC COM STK
1,533,918.75 1,765,841.40 65,100.00 Corporate Stock - Common IMS HLTH INC COM STK
249,762.50 142,288.19 10,600.00 Corporate Stock - Common IMS HLTH INC COM STK
133,600.00 77,093.87 6,400.00 Corporate Stock - Common IN FOCUS SYS INC COM
357,022.50 336,473.20 10,860.00 Corporate Stock - Common INAMED CORP COM
119,437.50 169,790.20 6,500.00 Corporate Stock - Common INCO LTD COM
80.00 1,654.95 1,000.00 Corporate Stock - Common INCOMNET INC COM NEW
135,368.75 194,090.05 12,100.00 Corporate Stock - Common INDEPENDENCE CMNTY BK CORP COM
1,012.40 5,294.99 400.00 Corporate Stock - Common INDL HLDGS INC COM
218.75 1,966.67 500.00 Corporate Stock - Common INDO-PACIFIC ENERGY LTD COM
14,070.00 13,722.98 840.00 Corporate Stock - Common INDPT BK CORP MICH COM
196,030.39 240,559.77 17,720.26 Corporate Stock - Common INDYMAC MTG HLDGS INC COM STK
6,165.00 6,074.93 1,233.00 Corporate Stock - Common INFINIUM SOFTWARE INC COM
2,218.75 4,819.97 500.00 Corporate Stock - Common INFORMATION ARCHITECTS CORP COM
0.60 314.00 100.00 Corporate Stock - Common INFORMATION MGMT TECHNOLOGIES CORP CL A PAR $0.04
48,750.00 28,754.47 3,000.00 Corporate Stock - Common INFORMATION RES ENGR INC COM PAR $0.01
1,000.00 1,346.89 100.00 Corporate Stock - Common INFORMATION RES INC COM
34,980.00 30,667.77 3,180.00 Corporate Stock - Common INFORMIX CORP COM
938,300.00 705,616.13 85,300.00 Corporate Stock - Common INFORMIX CORP COM
5,084.38 2,886.20 50.00 Corporate Stock - Common INFOSPACE INC COM
271,250.00 130,235.17 5,600.00 Corporate Stock - Common INGERSOLL-RAND CO COM
1,259,375.00 1,183,734.92 26,000.00 Corporate Stock - Common INGERSOLL-RAND CO COM
7,188.75 14,609.95 540.00 Corporate Stock - Common INGRAM MICRO INC CL A
346,062.50 297,221.49 11,300.00 Corporate Stock - Common INHALE THERAPEUTIC SYS INC COM
554,968.75 392,233.27 4,300.00 Corporate Stock - Common INKTOMI CORP COM
Page 67 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
64,531.25 49,248.70 500.00 Corporate Stock - Common INKTOMI CORP COM
2,728.75 2,527.45 740.00 Corporate Stock - Common INNERDYNE INC COM
9,000.00 10,317.45 1,000.00 Corporate Stock - Common INNOVEX INC COM
141,112.50 79,030.95 15,900.00 Corporate Stock - Common INPRISE CORP COM
2,562.50 2,342.45 1,000.00 Corporate Stock - Common INSITE VISION INC COM
40,100.00 38,666.08 1,600.00 Corporate Stock - Common INSITUFORM TECHNOLOGIES INC CL A COM
44,768.75 38,439.85 1,900.00 Corporate Stock - Common INTEGRATED DEVICE TECH INC COM
801,125.00 745,746.65 34,000.00 Corporate Stock - Common INTEGRATED DEVICE TECH INC COM
395,850.00 290,697.12 16,800.00 Corporate Stock - Common INTEGRATED DEVICE TECH INC COM
12,750.00 21,774.00 1,200.00 Corporate Stock - Common INTEGRATED ELEC SVCS INC COM
750.00 654.95 2,000.00 Corporate Stock - Common INTEGRATED HLTH SERVICES INC COM
6,150.00 64,965.20 16,400.00 Corporate Stock - Common INTEGRATED HLTH SERVICES INC COM
909.30 642.43 100.00 Corporate Stock - Common INTEGRATED SILICON SOLUTION INC COM
2,625.00 3,636.40 1,500.00 Corporate Stock - Common INTEGRATED SURGICAL SYS INC COM ISIN#
US45812Y1082
6,096,656.25 2,996,165.36 79,500.00 Corporate Stock - Common INTEL CORP CAP
1,518,412.50 1,011,021.37 19,800.00 Corporate Stock - Common INTEL CORP CAP
2,009,181.36 1,603,922.80 26,199.59 Corporate Stock - Common INTEL CORP CAP
4,049,100.00 3,597,989.39 52,800.00 Corporate Stock - Common INTEL CORP CAP
8,596,668.75 1,600,725.38 112,100.00 Corporate Stock - Common INTEL CORP CAP
7,653.36 3,783.24 1,560.00 Corporate Stock - Common INTELIDATA TECHNOLOGIES CORP COM
1,012.50 1,104.95 100.00 Corporate Stock - Common INTERDIGITAL COMMUNICATIONS CORP COM
2,225.00 1,729.95 100.00 Corporate Stock - Common INTERLIANT INC COM ISIN #US4587421037
61,325.00 51,139.50 2,200.00 Corporate Stock - Common INTERMEDIA COMMUNICATIONS INC COM
369,901.25 324,122.67 13,270.00 Corporate Stock - Common INTERMEDIA COMMUNICATIONS INC COM
300.00 4,302.90 6,000.00 Corporate Stock - Common INTERNATIONAL MAPLE LEAF SPRINGS LTD
6,625.00 7,185.20 1,000.00 Corporate Stock - Common INTERPORE INTL COM
451,200.00 147,089.73 9,600.00 Corporate Stock - Common INTERPUBLIC GROUP COMPANIES INC COM
23.63 - 7.00 Corporate Stock - Common INTERSTATE HOTELS MGMT INC COM
61,875.00 21,423.90 500.00 Corporate Stock - Common INTERWOVEN INC COM ISIN # US6114T1025
9,003.75 8,068.84 210.00 Corporate Stock - Common INTIMATE BRANDS INC CL A
1,226,443.75 829,288.28 11,900.00 Corporate Stock - Common INTL BUSINESS MACH CORP CAP
798,015.41 767,001.96 7,743.02 Corporate Stock - Common INTL BUSINESS MACH CORP CAP
133,981.25 165,477.11 1,300.00 Corporate Stock - Common INTL BUSINESS MACH CORP CAP
1,731,450.00 1,432,210.40 16,800.00 Corporate Stock - Common INTL BUSINESS MACH CORP CAP
6,317,731.25 1,811,276.64 61,300.00 Corporate Stock - Common INTL BUSINESS MACH CORP CAP
1,161.60 2,038.20 1,200.00 Corporate Stock - Common INTL DISPENSING CORP COM
1,425.00 1,254.95 200.00 Corporate Stock - Common INTL FIBERCOM INC COM
132,525.00 126,794.44 3,600.00 Corporate Stock - Common INTL FLAVORS & FRAGRANCES INC COM
14.70 11,271.83 735.00 Corporate Stock - Common INTL HERITAGE INC COM
86,056.25 96,147.80 4,900.00 Corporate Stock - Common INTL HOME FOODS INC COM
64,112.50 107,579.28 4,600.00 Corporate Stock - Common INTL MULTIFOODS CORP COM
Page 68 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
101,483.50 92,240.77 1,944.59 Corporate Stock - Common INTL PAPER CO COM
626,250.00 624,104.78 12,000.00 Corporate Stock - Common INTL PAPER CO COM
422,718.75 234,091.13 8,100.00 Corporate Stock - Common INTL PAPER CO COM
271,375.00 266,008.60 5,200.00 Corporate Stock - Common INTL PAPER CO COM
731,303.44 517,055.21 14,013.00 Corporate Stock - Common INTL PAPER CO COM
1,200.00 12,414.00 6,000.00 Corporate Stock - Common INTL PURSUIT CORP COM
214,650.00 223,173.22 10,600.00 Corporate Stock - Common INTL RECTIFIER CORP COM
171,600.00 145,332.98 2,600.00 Corporate Stock - Common INTL SPEEDWAY CORP CL A
805,650.00 865,399.44 49,200.00 Corporate Stock - Common INTRAWEST CORP COM NEW
1,830.00 2,784.00 15,000.00 Corporate Stock - Common INTREPID MINERALS CORP COM
32,750.00 21,805.16 655.00 Corporate Stock - Common INTUIT COM
54,900.00 42,260.89 1,200.00 Corporate Stock - Common INVESTORS FINL SVCS CORP DEL COM
3,240.00 9,981.44 810.00 Corporate Stock - Common INVISION TECHNOLOGIES INC COM
64,747.38 93,087.32 16,709.00 Corporate Stock - Common IOMEGA CORP COM
3,637.50 5,934.90 200.00 Corporate Stock - Common IPC HLDGS LTD COM
110.63 1,567.40 885.00 Corporate Stock - Common IR OPER CORP COM STK
850.00 1,029.95 200.00 Corporate Stock - Common IRI INTL CORP COM
6,300.00 38,064.43 3,500.00 Corporate Stock - Common IRIDIUM WORLD COMMUNICATIONS LTD COM
54,250.00 44,540.07 28,000.00 Corporate Stock - Common IRVINE SENSORS CORP COM
7,812.50 6,337.55 500.00 Corporate Stock - Common ISIS PHARMACEUTICALS COM
45,925.00 67,436.60 4,400.00 Corporate Stock - Common IT GROUP INC COM STK
363,821.25 300,608.02 13,260.00 Corporate Stock - Common ITC DELTACOM INC COM
705,143.75 576,435.27 25,700.00 Corporate Stock - Common ITC DELTACOM INC COM
26,931.63 209,420.06 61,558.00 Corporate Stock - Common ITEX CORP COM PAR $0.01
348,750.00 387,026.68 10,000.00 Corporate Stock - Common ITT INDS INC COM
104,625.00 53,869.95 3,000.00 Corporate Stock - Common ITT INDS INC COM
849,062.50 733,607.27 41,800.00 Corporate Stock - Common IVAX CORP COM
759,687.50 512,602.53 37,400.00 Corporate Stock - Common IVAX CORP COM
5,662.50 13,229.95 200.00 Corporate Stock - Common IVILLAGE INC COM COM ISIN # US6588H1059
436,836.25 505,347.42 20,740.00 Corporate Stock - Common JACK IN BOX INC COM
440,206.25 486,330.10 20,900.00 Corporate Stock - Common JACK IN BOX INC COM
267,493.75 235,218.71 12,700.00 Corporate Stock - Common JACK IN BOX INC COM
185,481.25 248,043.87 5,900.00 Corporate Stock - Common JACOBS ENGR GROUP INC COM
178,237.50 132,429.42 7,350.00 Corporate Stock - Common JAKKS PAC INC COM
11,221.88 17,179.46 1,350.00 Corporate Stock - Common JB OXFORD HLDGS INC COM
777,750.00 800,019.12 3,400.00 Corporate Stock - Common JDS UNIPHASE CORP COM ISIN US46612J1016
344,497.50 199,002.86 1,506.00 Corporate Stock - Common JDS UNIPHASE CORP COM ISIN US46612J1016
243,467.63 86,783.59 3,587.00 Corporate Stock - Common JEFFERSON-PILOT CORP COM
2,746.41 3,481.09 200.65 Corporate Stock - Common JLG INDS INC COM
2,521,125.00 1,919,090.87 24,300.00 Corporate Stock - Common JOHNSON & JOHNSON COM
182,128.04 135,246.83 1,755.45 Corporate Stock - Common JOHNSON & JOHNSON COM
1,452.50 986.63 14.00 Corporate Stock - Common JOHNSON & JOHNSON COM
Page 69 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
4,720,625.00 1,601,210.88 45,500.00 Corporate Stock - Common JOHNSON & JOHNSON COM
158,050.00 77,858.81 2,900.00 Corporate Stock - Common JOHNSON CTL INC COM
10,675.00 12,054.95 400.00 Corporate Stock - Common JONES APPAREL GROUP INC COM
832,650.00 914,615.48 31,200.00 Corporate Stock - Common JONES APPAREL GROUP INC COM
868,395.00 570,001.25 25,080.00 Corporate Stock - Common JONES PHARMA INC COM
20,212.50 26,123.39 1,100.00 Corporate Stock - Common JOSTENS INC COM
312.50 10,398.70 2,500.00 Corporate Stock - Common JRECK SUBS GROUP INC COM
3,656.25 53,902.50 3,000.00 Corporate Stock - Common JUST FOR FEET INC COM
8,125.00 11,526.95 5,000.00 Corporate Stock - Common JUST TOYS INC COM NEW
165,966.19 288,526.66 16,701.00 Corporate Stock - Common K MART CORP COM
35,695.50 43,978.02 3,592.00 Corporate Stock - Common K MART CORP COM
1,391,250.00 1,951,721.53 140,000.00 Corporate Stock - Common K MART CORP COM
530.00 889.02 80.00 Corporate Stock - Common K TEL INTL INC COM
29,500.00 39,870.00 4,000.00 Corporate Stock - Common K2 INC COM
830.00 1,355.23 10,000.00 Corporate Stock - Common KAIRE HLDGS INC COM
40,375.00 62,730.34 3,400.00 Corporate Stock - Common KAMAN CORP CL A
4,612.50 4,717.45 200.00 Corporate Stock - Common KAN CY PWR & LT CO COM STK
73,500.00 25,779.95 500.00 Corporate Stock - Common KANA COMMUNICATIONS INC COM
34,802.63 26,537.71 1,573.00 Corporate Stock - Common KAUFMAN & BROAD HOME CORP COM
22,125.00 23,592.45 1,000.00 Corporate Stock - Common KAUFMAN & BROAD HOME CORP COM
360,637.50 427,554.09 16,300.00 Corporate Stock - Common KAUFMAN & BROAD HOME CORP COM
5,475.00 6,879.95 200.00 Corporate Stock - Common KAYDON CORP COM
80.00 3,503.61 500.00 Corporate Stock - Common KAZAKHSTAN MINERALS CORP COM
- 4,466.80 4,500.00 Corporate Stock - Common KAZAKSTAN GOLDFIELDS CORP COM STK
988.91 5,853.42 1,318.55 Corporate Stock - Common KCS ENERGY INC
464,087.50 390,831.60 13,700.00 Corporate Stock - Common KELLOGG CO COM
89,225.00 98,179.75 4,300.00 Corporate Stock - Common KELLWOOD CO COM
297,250.00 184,920.66 8,200.00 Corporate Stock - Common KEMET CORP COM
24,000.00 47,090.78 3,000.00 Corporate Stock - Common KENDLE INTL INC COM
458.75 188.68 20.00 Corporate Stock - Common KENT ELECTRS CORP COM
89,456.25 83,405.40 3,900.00 Corporate Stock - Common KENT ELECTRS CORP COM
3,664.38 5,982.85 410.00 Corporate Stock - Common KERAVISION INC COM
21,125.25 15,980.98 369.00 Corporate Stock - Common KERR MCGEE CORP COM
170,376.00 150,305.40 2,976.00 Corporate Stock - Common KERR MCGEE CORP COM
410,400.00 287,399.41 15,200.00 Corporate Stock - Common KEYCORP NEW COM
5,400.00 5,267.45 200.00 Corporate Stock - Common KEYCORP NEW COM
5,137.50 5,811.51 200.00 Corporate Stock - Common KEYSPAN CORP COM
15,200.00 20,968.52 800.00 Corporate Stock - Common KILROY RLTY CORP COM
1,616,037.50 1,475,148.75 25,300.00 Corporate Stock - Common KIMBERLY-CLARK CORP COM
1,153,327.00 486,850.08 18,056.00 Corporate Stock - Common KIMBERLY-CLARK CORP COM
456,637.50 198,128.73 9,900.00 Corporate Stock - Common KING PHARMACEUTICALS INC COM
16,912.50 14,378.43 200.00 Corporate Stock - Common KLA-TENCOR CORP
Page 70 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
253,687.50 219,364.57 3,000.00 Corporate Stock - Common KLA-TENCOR CORP
210.00 11,184.71 3,500.00 Corporate Stock - Common KNICKERBOCKER L L INC COM NEW
911,193.75 893,001.36 16,700.00 Corporate Stock - Common KNIGHT-RIDDER INC COM STK
147,318.75 82,235.76 2,700.00 Corporate Stock - Common KNIGHT-RIDDER INC COM STK
6,656.25 8,654.95 500.00 Corporate Stock - Common KNIGHTSBRIDGE TANK LTD COM
397,031.25 319,510.29 5,500.00 Corporate Stock - Common KOHLS CORP COM
6,496.88 5,941.83 90.00 Corporate Stock - Common KOHLS CORP COM
1,674,750.00 777,293.67 23,200.00 Corporate Stock - Common KOHLS CORP COM
49,400.00 84,457.22 20,800.00 Corporate Stock - Common KOMAG INC COM
598,881.25 407,124.38 28,100.00 Corporate Stock - Common KROGER CO COM
6,393.75 7,364.46 300.00 Corporate Stock - Common KROGER CO COM
782,168.75 890,994.09 36,700.00 Corporate Stock - Common KROGER CO COM
1,278,750.00 1,622,672.36 60,000.00 Corporate Stock - Common KROGER CO COM
220,381.25 209,340.74 3,700.00 Corporate Stock - Common KS CY SOUTHN INDS INC COM
663,787.50 630,512.01 18,600.00 Corporate Stock - Common KULICKE & SOFFA INDS INC COM
120,390.63 149,247.22 28,750.00 Corporate Stock - Common KUSHNER-LOCKE CO COM NEW
237,600.00 245,463.05 13,200.00 Corporate Stock - Common LA Z BOY INC COM
6,343.75 6,575.81 500.00 Corporate Stock - Common LABOR READY INC COM NEW
671.80 729.95 100.00 Corporate Stock - Common LADISH INC COM NEW
68,600.00 112,811.80 11,200.00 Corporate Stock - Common LAIDLAW INC NEW COM STK
755,291.25 368,169.01 9,730.00 Corporate Stock - Common LAM RESH CORP COM
811,282.50 409,400.18 14,140.00 Corporate Stock - Common LAMAR ADVERTISING CO CL A COM
7,775.00 13,437.70 400.00 Corporate Stock - Common LANDAMERICA FINL GROUP INC COM
837.50 1,054.95 100.00 Corporate Stock - Common LANDMARK SYS CORP COM
501,112.50 496,897.40 8,300.00 Corporate Stock - Common LANDS END INC COM
18,112.50 17,382.43 300.00 Corporate Stock - Common LANDS END INC COM
64,100.00 56,232.00 1,600.00 Corporate Stock - Common LANDSTAR SYS INC COM
1,200.00 1,304.95 100.00 Corporate Stock - Common LASALLE RE HOLDING LTD COM STK ISIN
#BMG5383Q1015
5,191.00 9,755.29 358.00 Corporate Stock - Common LASER VISION CTR INC COM DBTFL
5,880.00 4,091.15 240.00 Corporate Stock - Common LATITUDE COMMUNICATIONS INC COM
370,530.00 191,532.06 8,280.00 Corporate Stock - Common LATTICE SEMICONDUCTOR CORP COM
25,681.94 40,029.87 6,133.00 Corporate Stock - Common LCA-VISION INC COM NEW
51,738.50 19,281.31 1,012.00 Corporate Stock - Common LEAP WIRELESS INTL INC COM
826,562.50 982,762.73 25,000.00 Corporate Stock - Common LEAR CORP COM STK PAR $0.01
234,743.75 338,916.30 7,100.00 Corporate Stock - Common LEAR CORP COM STK PAR $0.01
12,300.00 17,952.67 4,100.00 Corporate Stock - Common LEARN2 COM INC COM STK
59,850.00 45,723.12 2,400.00 Corporate Stock - Common LEARNING TREE INTL INC COM
414,640.34 325,387.46 6,140.00 Corporate Stock - Common LEGATO SYS INC COM
299,269.69 271,406.82 8,505.00 Corporate Stock - Common LEGG MASON INC COM
141,487.50 146,347.74 6,600.00 Corporate Stock - Common LEGGETT & PLATT INC COM
8,575.00 9,879.95 400.00 Corporate Stock - Common LEGGETT & PLATT INC COM
Page 71 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
313,137.50 251,643.23 4,100.00 Corporate Stock - Common LEHMAN BROS HLDGS INC COM
10.39 6.20 0.14 Corporate Stock - Common LEHMAN BROS HLDGS INC COM
779,025.00 552,081.12 10,200.00 Corporate Stock - Common LEHMAN BROS HLDGS INC COM
16,312.50 18,279.95 1,000.00 Corporate Stock - Common LENNAR CORP COM
141,781.25 144,443.00 6,500.00 Corporate Stock - Common LEUCADIA NATL CORP COM
165,462.50 131,264.12 2,440.00 Corporate Stock - Common LEVEL 3 COMMUNICATIONS INC COM STK
20.00 1,540.50 500.00 Corporate Stock - Common LEVITZ FURNITURE INC COM
11,400.00 23,217.67 40,000.00 Corporate Stock - Common LEXICO RES INTL INC COM
13,114.00 6,949.93 158.00 Corporate Stock - Common LEXMARK INTL GROUP INC CL A
365,200.00 294,536.00 4,400.00 Corporate Stock - Common LEXMARK INTL GROUP INC CL A
2,000.00 2,212.25 100.00 Corporate Stock - Common LG&E ENERGY CORP COM
2,512.50 4,469.06 100.00 Corporate Stock - Common LHS GROUP INC COM
70,500.00 110,666.40 3,000.00 Corporate Stock - Common LIBERTY FINL COS INC COM
11,562.50 9,337.30 5,000.00 Corporate Stock - Common LIFE PT INC COM STK
58.75 - 5.00 Corporate Stock - Common LIFEPOINT HOSPS INC COM ISIN
US53219L1098
50,250.25 20,770.46 5,662.00 Corporate Stock - Common LIGHTPATH TECHNOLOGIES INC CL A
4,256.25 3,592.45 150.00 Corporate Stock - Common LINCARE HLDGS INC COM
681,000.00 666,422.42 24,000.00 Corporate Stock - Common LINCARE HLDGS INC COM
279,306.25 136,801.34 6,700.00 Corporate Stock - Common LINCOLN NATL CORP COM
56,969.67 28,426.89 801.68 Corporate Stock - Common LINEAR TECH CORP COM
673,312.50 592,082.37 19,950.00 Corporate Stock - Common LINENS N THINGS INC COM
3,681.50 2,403.05 296.00 Corporate Stock - Common LIPOSOME INC COM
3,300.00 4,350.00 15,000.00 Corporate Stock - Common LITHIUM TECH CORP COM
78,618.75 68,784.19 2,100.00 Corporate Stock - Common LIZ CLAIBORNE INC COM
81,075.00 120,221.00 4,600.00 Corporate Stock - Common LNR PPTY CORP COM
265,927.50 337,993.03 13,380.00 Corporate Stock - Common LOCKHEED MARTIN CORP COM
23,930.12 32,643.22 1,204.03 Corporate Stock - Common LOCKHEED MARTIN CORP COM
840,712.50 1,740,214.73 42,300.00 Corporate Stock - Common LOCKHEED MARTIN CORP COM
81.20 6,598.02 200.00 Corporate Stock - Common LOEWEN GROUP INC COM
230,400.00 245,250.32 3,600.00 Corporate Stock - Common LOEWS CORP COM
864,000.00 1,079,189.84 13,500.00 Corporate Stock - Common LOEWS CORP COM
902,400.00 1,250,629.86 14,100.00 Corporate Stock - Common LOEWS CORP COM
86,779.00 122,777.45 11,500.00 Corporate Stock - Common LONE STAR STEAKHOUSE SALOON COM
32,662.50 22,343.66 1,300.00 Corporate Stock - Common LONGS DRUG STORES CORP COM
401,800.00 426,453.72 22,400.00 Corporate Stock - Common LORAL SPACE & COMMUNICATIONS LTD
118,800.00 123,815.87 6,600.00 Corporate Stock - Common LOUIS DREYFUS NAT GAS CORP COM
44,100.00 75,617.95 3,600.00 Corporate Stock - Common LOUISIANA-PACIFIC CORP COM
372,400.00 559,733.65 30,400.00 Corporate Stock - Common LOUISIANA-PACIFIC CORP COM
54,497.56 57,166.94 1,094.05 Corporate Stock - Common LOWES COS INC COM
2,829,350.00 2,891,105.37 56,800.00 Corporate Stock - Common LOWES COS INC COM
642,581.25 208,615.81 12,900.00 Corporate Stock - Common LOWES COS INC COM
Page 72 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
121,237.63 49,303.74 2,006.00 Corporate Stock - Common LSI LOGIC CORP COM
302,187.50 178,375.92 5,000.00 Corporate Stock - Common LSI LOGIC CORP COM
307,884.06 144,129.43 7,255.00 Corporate Stock - Common LTD INC COM
101,850.00 100,373.57 2,400.00 Corporate Stock - Common LTD INC COM
4,200.00 15,511.62 1,200.00 Corporate Stock - Common LTV CORP NEW COM
277,200.00 232,600.06 15,400.00 Corporate Stock - Common LTX CORP COM
191,625.00 202,405.00 7,000.00 Corporate Stock - Common LUBRIZOL CORP COM
7,580,307.44 1,757,603.04 103,751.00 Corporate Stock - Common LUCENT TECHNOLOGIES INC COM STK
1,577,061.95 1,142,510.86 21,585.11 Corporate Stock - Common LUCENT TECHNOLOGIES INC COM STK
1,256,675.00 1,137,938.09 17,200.00 Corporate Stock - Common LUCENT TECHNOLOGIES INC COM STK
5,910,756.25 3,309,098.26 80,900.00 Corporate Stock - Common LUCENT TECHNOLOGIES INC COM STK
512,168.13 333,836.78 7,010.00 Corporate Stock - Common LUCENT TECHNOLOGIES INC COM STK
2,800.00 2,244.54 50.00 Corporate Stock - Common LYCOS INC COM
8,962.50 7,403.28 600.00 Corporate Stock - Common M D C HLDGS INC COM
41,825.00 58,884.00 2,800.00 Corporate Stock - Common M D C HLDGS INC COM
34,125.00 34,966.00 1,300.00 Corporate Stock - Common M S CARRIERS INC COM
425,919.38 387,962.63 11,190.00 Corporate Stock - Common MACDERMID INC COM
56.00 1,075.60 800.00 Corporate Stock - Common MACHEEZMO MOUSE RESTAURANTS INC COM
3,193.75 1,723.70 50.00 Corporate Stock - Common MACROVISION CORP COM
48,687.50 49,388.60 3,800.00 Corporate Stock - Common MADDEN STEVEN LTD COM
31,062.50 34,678.00 1,400.00 Corporate Stock - Common MAF BANCORP INC COM
99,750.00 28,573.97 2,100.00 Corporate Stock - Common MAGIC SOFTWARE ENTERPRISES LTD ORD
1,976.56 2,024.45 575.00 Corporate Stock - Common MAIN ST & MAIN INC COM NEW
79,800.00 71,991.28 2,400.00 Corporate Stock - Common MALLINCKRODT INC NEW COM
172,900.00 183,335.88 5,200.00 Corporate Stock - Common MALLINCKRODT INC NEW COM
9,325.00 9,483.97 400.00 Corporate Stock - Common MANDALAY RESORT GROUP COM
459,256.25 387,942.25 19,700.00 Corporate Stock - Common MANDALAY RESORT GROUP COM
176,900.00 232,081.20 5,800.00 Corporate Stock - Common MANITOWOC INC COM
1,187.50 1,392.45 200.00 Corporate Stock - Common MANNATECH INC COM
73,228.13 98,128.24 3,650.00 Corporate Stock - Common MANOR CARE INC NEW COM STK
5,062.50 3,189.13 300.00 Corporate Stock - Common MARINE DRILLING COS INC COM PAR $0.01
189,375.00 207,252.00 10,100.00 Corporate Stock - Common MARK IV INDS INC COM
5,418.75 5,058.72 300.00 Corporate Stock - Common MARKETING SVCS GROUP INC COM
273,525.00 314,946.95 8,400.00 Corporate Stock - Common MARRIOTT INTL INC NEW COM STK CL A
32,562.50 31,529.95 1,000.00 Corporate Stock - Common MARRIOTT INTL INC NEW COM STK CL A
18,151.29 7,996.53 230.86 Corporate Stock - Common MARSH & MC LENNAN CO'S INC
361,675.00 306,244.54 4,600.00 Corporate Stock - Common MARSH & MC LENNAN CO'S INC
703,693.75 295,297.66 8,950.00 Corporate Stock - Common MARSH & MC LENNAN CO'S INC
1,077,693.75 1,109,155.67 16,100.00 Corporate Stock - Common MARSHALL & ILSLEY CORP COM
348,266.25 366,488.55 9,180.00 Corporate Stock - Common MARTIN MARIETTA MATLS INC COM
21.00 - 28.00 Corporate Stock - Common MARVEL ENTERPRISES INC WT CL A EXP
WT CLA EXP 10-02-2002
Page 73 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
18.00 - 18.00 Corporate Stock - Common MARVEL ENTERPRISES INC WT CL B EXP
10-02-2001
12.00 - 48.00 Corporate Stock - Common MARVEL ENTERPRISES INC WT CL C EXP
10-02-2002
378,750.00 299,968.83 15,000.00 Corporate Stock - Common MASCO CORP COM
4,999.50 5,970.83 198.00 Corporate Stock - Common MASCO CORP COM
462,075.00 537,493.15 18,300.00 Corporate Stock - Common MASCO CORP COM
57,538.94 37,170.70 1,397.00 Corporate Stock - Common MASTEC INC COM
3,500.00 4,959.75 1,000.00 Corporate Stock - Common MATHSOFT INC COM
31,718.75 40,459.35 2,900.00 Corporate Stock - Common MATL SCIENCES CORP COM
203,065.75 298,981.45 14,188.00 Corporate Stock - Common MATTEL INC COM
736,521.25 1,120,585.82 51,460.00 Corporate Stock - Common MATTEL INC COM
58,690.67 58,411.55 4,100.66 Corporate Stock - Common MATTEL INC COM
500,937.50 501,362.50 35,000.00 Corporate Stock - Common MATTEL INC COM
2,006.44 1,628.95 123.00 Corporate Stock - Common MATTSON TECH INC COM
8,385.00 3,770.71 390.00 Corporate Stock - Common MAVERICK TUBE CORP COM
381,173.00 251,207.68 11,336.00 Corporate Stock - Common MAY DEPT STORES CO COM
143,062.50 64,487.15 3,000.00 Corporate Stock - Common MAYTAG CORP COM
104,912.50 117,124.11 2,200.00 Corporate Stock - Common MAYTAG CORP COM
170,000.00 185,163.76 3,400.00 Corporate Stock - Common MBIA INC COM
2,020,000.00 1,942,251.34 80,000.00 Corporate Stock - Common MBNA CORP COM
684,906.25 214,479.24 27,125.00 Corporate Stock - Common MBNA CORP COM
162,042.00 129,089.34 6,417.51 Corporate Stock - Common MBNA CORP COM
6,494,754.50 2,277,299.10 257,218.00 Corporate Stock - Common MBNA CORP COM
17,125.00 47,557.44 2,000.00 Corporate Stock - Common MC DERMOTT INTL INC COM $1 PAR
58,040.42 44,655.92 1,289.79 Corporate Stock - Common MC DONALDS CORP COM
1,215,000.00 935,054.18 27,000.00 Corporate Stock - Common MC DONALDS CORP COM
2,065,500.00 721,405.22 45,900.00 Corporate Stock - Common MC DONALDS CORP COM
129,375.00 124,431.66 3,600.00 Corporate Stock - Common MCCLATCHY CO CL A
379,806.25 135,543.55 6,700.00 Corporate Stock - Common MCGRAW HILL COMPANIES INC COM
221,992.38 667,417.52 9,497.00 Corporate Stock - Common MCKESSON HBOC INC COM
66,136.10 83,615.01 2,829.35 Corporate Stock - Common MCKESSON HBOC INC COM
780,880.00 537,292.45 18,160.00 Corporate Stock - Common MCLEODUSA INC
124,906.25 82,931.95 3,500.00 Corporate Stock - Common MEAD CORP COM
671,995.63 793,614.01 18,830.00 Corporate Stock - Common MEAD CORP COM
7,426.75 5,092.45 487.00 Corporate Stock - Common MECH TECH INC COM
1,875.00 16,100.74 1,000.00 Corporate Stock - Common MED ALLIANCE INC COM
374.63 30,722.54 666.00 Corporate Stock - Common MED RES INC COM NEW
2,875.00 5,592.30 1,000.00 Corporate Stock - Common MEDCARE TECHNOLOGIES INC COM
9,687.50 17,731.25 2,500.00 Corporate Stock - Common MEDIA ARTS GROUP INC COM
1,624,625.00 215,396.52 20,500.00 Corporate Stock - Common MEDIAONE GROUP INC COM
1,188,750.00 630,191.03 15,000.00 Corporate Stock - Common MEDIAONE GROUP INC COM
Page 74 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
4,533,100.00 4,239,807.30 57,200.00 Corporate Stock - Common MEDIAONE GROUP INC COM
473.00 2,116.87 4,300.00 Corporate Stock - Common MEDICAL DISCOVERIES INC
22,100.00 19,208.13 2,600.00 Corporate Stock - Common MEDICONSULT COM INC COM
12,018.75 4,045.50 100.00 Corporate Stock - Common MEDIMMUNE INC COM
524,017.50 356,430.00 4,360.00 Corporate Stock - Common MEDIMMUNE INC COM
182,400.00 275,027.27 6,400.00 Corporate Stock - Common MEDQUIST INC COM
1,547,225.00 586,059.60 39,800.00 Corporate Stock - Common MEDTRONIC INC COM
122,844.14 94,440.39 3,159.98 Corporate Stock - Common MEDTRONIC INC COM
260,462.50 237,713.79 6,700.00 Corporate Stock - Common MEDTRONIC INC COM
2,550.00 2,929.95 800.00 Corporate Stock - Common MEGAL SEC SYS LTD COM
634,012.50 223,162.91 17,400.00 Corporate Stock - Common MELLON FINL CORP COM
1,333,612.50 1,232,516.26 36,600.00 Corporate Stock - Common MELLON FINL CORP COM
348,655.00 342,928.35 13,540.00 Corporate Stock - Common MEN S WEARHOUSE INC COMMOM
6,232,900.00 2,267,641.27 79,400.00 Corporate Stock - Common MERCK & CO INC COM
1,915,400.00 1,474,314.57 24,400.00 Corporate Stock - Common MERCK & CO INC COM
1,601,400.00 1,430,447.54 20,400.00 Corporate Stock - Common MERCK & CO INC COM
239,110.69 247,237.12 3,046.00 Corporate Stock - Common MERCK & CO INC COM
165,481.25 140,447.58 2,900.00 Corporate Stock - Common MERCURY COMPUTER SYS INC COM
9,975.00 9,847.40 120.00 Corporate Stock - Common MERCURY INTERACTIVE CORP
826,262.50 367,587.38 9,940.00 Corporate Stock - Common MERCURY INTERACTIVE CORP
598,500.00 267,131.52 7,200.00 Corporate Stock - Common MERCURY INTERACTIVE CORP
68,062.50 21,451.83 1,800.00 Corporate Stock - Common MEREDITH CORP COM
10,693.75 16,557.51 2,900.00 Corporate Stock - Common MERIDIAN RES CORP COM
6.00 1,184.40 1,500.00 Corporate Stock - Common MERIS LABS INC COM
3,250.00 4,240.29 2,000.00 Corporate Stock - Common MERISEL INC COM
1,007,812.50 376,374.55 12,500.00 Corporate Stock - Common MERRILL LYNCH & CO INC COM
24,187.50 23,808.01 300.00 Corporate Stock - Common MERRILL LYNCH & CO INC COM
1,025.00 1,129.95 200.00 Corporate Stock - Common MESA AIR GROUP INC COM
512.50 770.25 100.00 Corporate Stock - Common MESA AIR GROUP INC COM
160,560.75 157,692.79 13,107.00 Corporate Stock - Common MESABA HLDGS INC COM
2,343.00 1,716.15 1,000.00 Corporate Stock - Common METAL MGMT INC COM
263,750.00 231,634.92 10,000.00 Corporate Stock - Common METAMOR WORLDWIDE INC COM
85,616.25 50,159.08 1,445.00 Corporate Stock - Common METRICOM INC COM
596,647.50 471,391.59 10,070.00 Corporate Stock - Common METRICOM INC COM
7.59 8.66 0.24 Corporate Stock - Common METRIS COS INC COM
598,028.75 549,417.18 18,910.00 Corporate Stock - Common METRIS COS INC COM
41,268.75 31,290.26 1,065.00 Corporate Stock - Common METROMEDIA FIBER NETWORK INC CL A
2,250.00 2,795.44 500.00 Corporate Stock - Common METROMEDIA INTL GROUP INC COM
828,606.25 514,862.75 23,300.00 Corporate Stock - Common METTLER-TOLEDO INTL INC COM
302,281.25 165,112.50 8,500.00 Corporate Stock - Common METTLER-TOLEDO INTL INC COM
110.50 - 17.00 Corporate Stock - Common MFN FINL CORP COM
10.62 - 20.00 Corporate Stock - Common MFN FINL CORP WT SER A EXP 03-23-02
Page 75 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
3.75 - 20.00 Corporate Stock - Common MFN FINL CORP WT SER B EXP
3.12 - 20.00 Corporate Stock - Common MFN FINL CORP WT SER C EXP
25,500.00 23,060.00 2,000.00 Corporate Stock - Common MGI PHARMA INC COM
141,250.00 114,735.50 2,500.00 Corporate Stock - Common MGIC INVT CORP WIS COM
209,050.00 124,284.08 3,700.00 Corporate Stock - Common MGIC INVT CORP WIS COM
192,562.50 208,767.00 3,900.00 Corporate Stock - Common MGM GRAND INC COM
10.18 7.98 0.41 Corporate Stock - Common MICHAEL FOODS INC NEW COM
665,150.00 684,893.67 21,200.00 Corporate Stock - Common MICHAELS STORES INC COM
560,465.00 438,810.07 11,380.00 Corporate Stock - Common MICREL INC COM
35,937.50 44,311.10 5,000.00 Corporate Stock - Common MICRO LINEAR CORP COM
487.50 646.29 100.00 Corporate Stock - Common MICROGRAFX INC COM
663,375.00 295,327.77 5,800.00 Corporate Stock - Common MICROMUSE INC COM
388,875.00 374,913.66 3,400.00 Corporate Stock - Common MICROMUSE INC COM
605.00 634.95 55.00 Corporate Stock - Common MICRON ELECTRONICS INC COM
456,450.00 466,614.69 6,800.00 Corporate Stock - Common MICRON TECH INC COM
61,849.38 65,118.17 921.41 Corporate Stock - Common MICRON TECH INC COM
570,562.50 287,749.26 8,500.00 Corporate Stock - Common MICRON TECH INC COM
166,856.25 163,416.00 3,300.00 Corporate Stock - Common MICROS SYS INC COM
15,741,853.40 2,973,743.88 172,900.00 Corporate Stock - Common MICROSOFT CORP COM
8,121,303.20 2,834,871.16 89,200.00 Corporate Stock - Common MICROSOFT CORP COM
3,753,371.35 2,871,734.78 41,225.00 Corporate Stock - Common MICROSOFT CORP COM
1,511,363.60 1,240,850.00 16,600.00 Corporate Stock - Common MICROSOFT CORP COM
3,359,597.40 2,884,492.53 36,900.00 Corporate Stock - Common MICROSOFT CORP COM
2,800.00 2,705.37 400.00 Corporate Stock - Common MICROTEST INC COM
650.00 36,155.08 65,000.00 Corporate Stock - Common MIDLAND INC WT EXP 08-14-01
18,375.00 18,200.07 2,450.00 Corporate Stock - Common MIDWAY AIRLS CORP COM
218,412.50 198,215.36 10,100.00 Corporate Stock - Common MIDWAY GAMES INC COM
18,931.25 27,141.33 1,300.00 Corporate Stock - Common MILACRON INC COM STK
254,312.50 252,973.71 13,000.00 Corporate Stock - Common MILLENNIUM CHEMICALS INC COM
2,500.00 4,997.40 2,000.00 Corporate Stock - Common MILLER EXPL CO COM
7,626.50 8,744.54 333.40 Corporate Stock - Common MILLER HERMAN INC COM
49,218.75 36,530.02 1,500.00 Corporate Stock - Common MILLIPORE CORP COM
22,012.50 23,389.85 300.00 Corporate Stock - Common MINIMED INC COM
539,306.25 425,831.71 7,350.00 Corporate Stock - Common MINIMED INC COM
1,299,650.00 760,718.40 13,600.00 Corporate Stock - Common MINN MNG & MFG CO COM
91,134.71 77,471.31 953.67 Corporate Stock - Common MINN MNG & MFG CO COM
697,606.25 706,215.12 7,300.00 Corporate Stock - Common MINN MNG & MFG CO COM
85,843.75 176,632.57 6,700.00 Corporate Stock - Common MIRAGE RESORTS INC COM
17,937.50 25,132.47 1,400.00 Corporate Stock - Common MIRAGE RESORTS INC COM
1,987.20 3,211.51 400.00 Corporate Stock - Common MISONIX INC COM
15,887.50 45,897.16 4,100.00 Corporate Stock - Common MITCHAM INDS INC COM
1,738.50 2,156.70 101.52 Corporate Stock - Common MN PWR INC COM
Page 76 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
191,800.00 237,956.32 11,200.00 Corporate Stock - Common MN PWR INC COM
11,428.13 28,039.88 3,975.00 Corporate Stock - Common MODERN COMPUTER SYS INC COM
211,968.75 198,753.60 8,500.00 Corporate Stock - Common MOHAWK INDS INC COM
286,781.25 339,098.20 11,500.00 Corporate Stock - Common MOHAWK INDS INC COM
2,493.75 3,011.20 100.00 Corporate Stock - Common MOHAWK INDS INC COM
211.25 - 26.00 Corporate Stock - Common MOMENTUM BUSINESS APPLICATIONS INC CL A
200,600.00 186,236.60 6,800.00 Corporate Stock - Common MONY GROUP INC COM
15,750.00 23,187.00 600.00 Corporate Stock - Common MOOG INC CL A
775,850.00 400,496.56 5,900.00 Corporate Stock - Common MORGAN J P & CO INC COM
25,845.93 26,181.62 196.55 Corporate Stock - Common MORGAN J P & CO INC COM
2,330,716.25 511,452.84 19,322.00 Corporate Stock - Common MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN
#6174464486
17,569.15 12,875.37 145.65 Corporate Stock - Common MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN
#6174464486
1,749,062.50 1,318,206.28 14,500.00 Corporate Stock - Common MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN
#6174464486
5,818,346.88 4,373,032.06 48,235.00 Corporate Stock - Common MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN
#6174464486
51,256.25 56,168.00 5,900.00 Corporate Stock - Common MORRISON KNUDSEN CORP NEW COM
7,750.00 14,374.45 1,000.00 Corporate Stock - Common MOSSIMO INC COM
2,353,550.00 829,198.74 20,600.00 Corporate Stock - Common MOTOROLA INC COM
1,713,750.00 1,356,140.29 15,000.00 Corporate Stock - Common MOTOROLA INC COM
368,547.19 224,478.84 3,225.80 Corporate Stock - Common MOTOROLA INC COM
1,119,650.00 947,391.66 9,800.00 Corporate Stock - Common MOTOROLA INC COM
1,622,350.00 700,215.30 14,200.00 Corporate Stock - Common MOTOROLA INC COM
33,250.00 36,050.00 1,400.00 Corporate Stock - Common MOVADO GROUP INC COM
316,800.00 251,773.28 8,800.00 Corporate Stock - Common MUELLER INDS INC COM
1,037.50 1,205.45 100.00 Corporate Stock - Common MULTIPLE ZONES INTL INC COM
169,500.00 154,849.50 3,000.00 Corporate Stock - Common MURPHY OIL CORP COM
189,706.25 232,739.74 23,900.00 Corporate Stock - Common MUSICLAND STORES CORP COM
4,593.75 4,700.59 300.00 Corporate Stock - Common MUT RISK MGMT LTD COM
652,681.25 580,702.96 27,700.00 Corporate Stock - Common MYLAN LAB INC COM
143.00 2,872.43 2,860.00 Corporate Stock - Common N AMERN EXPL CORP COM NEW
81,575.00 50,748.07 1,255.00 Corporate Stock - Common N E OPTIC NETWORK INC COM
126,425.00 97,114.49 2,600.00 Corporate Stock - Common N V R INC COM
103,012.50 103,717.76 4,100.00 Corporate Stock - Common N W NAT GAS CO COM
1,524.80 2,004.91 800.00 Corporate Stock - Common N-VIRO INTL CORP COM NEW
14,490.00 15,599.71 720.00 Corporate Stock - Common N. FORK BANCORPORATION INC COM
23,437.50 27,835.08 1,000.00 Corporate Stock - Common N.W. AIRLS CORP CL A COM STK PAR $0.01
1,073,437.50 1,321,121.39 45,800.00 Corporate Stock - Common N.W. AIRLS CORP CL A COM STK PAR $0.01
5,036.82 9,134.91 435.62 Corporate Stock - Common NABISCO GROUP HLDG CORP COM STK
127,187.50 193,341.32 11,000.00 Corporate Stock - Common NABISCO GROUP HLDG CORP COM STK
98,281.25 80,566.56 3,700.00 Corporate Stock - Common NABORS IND INC COM
14,531.25 13,741.33 300.00 Corporate Stock - Common NACCO IND INC CL A COM
17,250.00 41,253.22 6,000.00 Corporate Stock - Common NAPRO BIOTHERAPEUTICS INC COM
1,323.00 1,942.40 1,500.00 Corporate Stock - Common NAR RES LTD COM
Page 77 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
396,472.50 343,019.34 2,680.00 Corporate Stock - Common NASDAQ 100 TR UNIT SER 1
32,512.19 42,637.15 9,815.00 Corporate Stock - Common NAT ALTERNATIVES INTL INC COM NEW
727,957.50 664,423.13 28,830.00 Corporate Stock - Common NATL COMM BANCORPORATION COM
260,950.00 261,192.20 6,800.00 Corporate Stock - Common NATL COMPUTER SYS INC COM
180,362.50 131,140.27 4,700.00 Corporate Stock - Common NATL COMPUTER SYS INC COM
521,193.75 515,117.40 20,900.00 Corporate Stock - Common NATL CY CORP COM
32,750.00 32,279.95 1,000.00 Corporate Stock - Common NATL DATA CORP COM
3,212.50 5,834.74 100.00 Corporate Stock - Common NATL DISC BROKERS GROUP INC COM
105.00 9,845.70 3,000.00 Corporate Stock - Common NATL ENERGY GROUP INC COM
455,568.75 419,333.76 9,100.00 Corporate Stock - Common NATL FUEL GAS CO COM
470,281.25 564,851.99 25,250.00 Corporate Stock - Common NATL R V HLDGS INC COM
242,250.00 107,843.95 5,700.00 Corporate Stock - Common NATL SEMICONDUCTOR CORP COM
6,375.00 4,161.23 150.00 Corporate Stock - Common NATL SEMICONDUCTOR CORP COM
892,500.00 380,695.61 21,000.00 Corporate Stock - Common NATL SEMICONDUCTOR CORP COM
41,387.50 40,401.83 1,400.00 Corporate Stock - Common NATL SERVICE IND INC COM
3,937.50 6,529.95 1,000.00 Corporate Stock - Common NATL TECHTEAM INC COM
4,500.00 7,103.82 600.00 Corporate Stock - Common NAVARRE CORP COM
1,637.19 1,718.74 155.00 Corporate Stock - Common NAVIDEC INC COM
81,812.50 50,387.42 2,200.00 Corporate Stock - Common NAVISTAR INTL CORP NEW COM
3,937.50 5,653.38 2,250.00 Corporate Stock - Common NBG RADIO NETWORK INC COM STK
177,036.10 134,618.75 18,100.00 Corporate Stock - Common NBTY INC COM
460,503.75 378,126.85 9,930.00 Corporate Stock - Common NCO GROUP INC COM
324,625.00 248,477.72 7,000.00 Corporate Stock - Common NCO GROUP INC COM
869,531.25 883,232.05 26,500.00 Corporate Stock - Common NCR CORP COM
4,332.00 10,062.49 228.00 Corporate Stock - Common NEG MICON COM
25,000.00 32,082.72 4,000.00 Corporate Stock - Common NEOGEN CORP COM
43.75 1,705.00 100.00 Corporate Stock - Common NEOPROBE CORP COM
45,236.75 154,871.73 23,348.00 Corporate Stock - Common NEORX CORP COM PAR $0.02
538,692.50 363,944.93 14,270.00 Corporate Stock - Common NET PERCEPTIONS INC COM ISIN
#US64107U1016
3,087.50 8,264.01 130.00 Corporate Stock - Common NETBANK INC COM
52,500.00 44,934.90 2,000.00 Corporate Stock - Common NETCENTIVES INC COM STK
484.00 3,029.95 500.00 Corporate Stock - Common NETCRUISE COM INC COM
81,500.00 90,684.90 2,000.00 Corporate Stock - Common NETEGRITY INC COM
336,595.00 328,698.13 8,260.00 Corporate Stock - Common NETEGRITY INC COM
3,974.40 2,181.10 800.00 Corporate Stock - Common NETMANAGE INC COM
30,475.00 36,589.08 1,150.00 Corporate Stock - Common NETRO CORP COM ISIN US64114R1095
841,465.63 512,808.01 7,150.00 Corporate Stock - Common NETWORK APPLIANCE INC COM
24,714.38 15,439.39 210.00 Corporate Stock - Common NETWORK APPLIANCE INC COM
294,218.75 127,650.00 2,500.00 Corporate Stock - Common NETWORK APPLIANCE INC COM
6,500.00 5,529.95 1,000.00 Corporate Stock - Common NETWORK COMPUTING DEVICES INC COM
312,808.75 376,942.12 19,940.00 Corporate Stock - Common NETWORK PLUS CORP COM
Page 78 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
74,968.75 49,875.88 500.00 Corporate Stock - Common NETWORK SOLUTIONS INC DEL
51,131.25 42,058.87 2,025.00 Corporate Stock - Common NETWORKS ASSOC INC COM STK
293,250.00 330,999.94 13,800.00 Corporate Stock - Common NETZERO INC COM
3,143.75 3,898.70 100.00 Corporate Stock - Common NEW CENTURY ENERGIES INC COM STK
122,606.25 187,532.13 3,900.00 Corporate Stock - Common NEW CENTURY ENERGIES INC COM STK
632,843.75 596,603.67 13,150.00 Corporate Stock - Common NEW ERA OF NETWORKS INC COM
101,062.50 96,867.71 2,100.00 Corporate Stock - Common NEW ERA OF NETWORKS INC COM
1,500.00 1,216.79 300.00 Corporate Stock - Common NEW FRONTIER MEDIA INC COM
66.66 11,087.96 6,666.00 Corporate Stock - Common NEW GEN ENVIRONMENTAL CORP STK
14,372.26 19,062.96 1,277.53 Corporate Stock - Common NEW GERMANY FD INC COM
226,781.25 96,172.01 5,900.00 Corporate Stock - Common NEW YORK TIMES CO CL A ISIN
#US6501111073
6,787.50 7,484.14 300.00 Corporate Stock - Common NEWBRIDGE NETWORKS CORP COM
314,770.31 260,564.06 9,593.00 Corporate Stock - Common NEWELL RUBBERMAID INC COM
6,562.50 6,729.95 200.00 Corporate Stock - Common NEWELL RUBBERMAID INC COM
133,858.06 185,491.11 5,651.00 Corporate Stock - Common NEWMONT MNG CORP COM
96,834.50 118,197.84 4,088.00 Corporate Stock - Common NEWMONT MNG CORP COM
27,000.00 90,439.27 4,500.00 Corporate Stock - Common NEWPARK RES INC COM PAR $0.01 NEW
2,550.00 2,666.10 1,700.00 Corporate Stock - Common NEXELL THERAPEUTICS INC COM
2,489.06 2,014.01 75.00 Corporate Stock - Common NEXTCARD INC COM
1,209,325.00 503,436.77 12,200.00 Corporate Stock - Common NEXTEL COMMUNICATIONS INC CL A COM STK
249,894.13 104,591.62 2,521.00 Corporate Stock - Common NEXTEL COMMUNICATIONS INC CL A COM STK
165,000.00 189,410.10 3,300.00 Corporate Stock - Common NEXTLINK COMMUNICATIONS INC CL A
38,250.00 34,593.50 765.00 Corporate Stock - Common NEXTLINK COMMUNICATIONS INC CL A
587.50 479.95 200.00 Corporate Stock - Common NEXUS TELECOM SYSTEMS
94,500.00 94,469.07 6,300.00 Corporate Stock - Common NIAGARA MOHAWK HLDGS INC COM ISIN#
US6535201064
450,000.00 464,584.11 30,000.00 Corporate Stock - Common NIAGARA MOHAWK HLDGS INC COM ISIN#
US6535201064
3,468.75 3,717.45 100.00 Corporate Stock - Common NICOR INC COM
55,500.00 39,228.17 1,600.00 Corporate Stock - Common NICOR INC COM
437,000.00 229,299.06 9,500.00 Corporate Stock - Common NIKE INC CL B COM
13,846.32 15,893.34 301.01 Corporate Stock - Common NIKE INC CL B COM
40,250.00 34,488.80 1,000.00 Corporate Stock - Common NJ RES CORP COM
1,550.00 3,017.92 200.00 Corporate Stock - Common NOBEL LEARNING CMNTYS INC COM
55,750.00 33,534.11 2,000.00 Corporate Stock - Common NOBLE DRILLING CORP COM
133,500.00 88,919.10 4,800.00 Corporate Stock - Common NORDSTROM INC COM
37,546.88 38,286.14 1,350.00 Corporate Stock - Common NORDSTROM INC COM
617,437.50 363,715.01 22,200.00 Corporate Stock - Common NORDSTROM INC COM
275,737.50 267,125.68 12,900.00 Corporate Stock - Common NORFOLK SOUTHN CORP COM
33,475.00 38,051.00 1,300.00 Corporate Stock - Common NORTEK INC COM
106,275.00 110,919.80 5,200.00 Corporate Stock - Common NORTHN STS PWR CO MINN COM
Page 79 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
367,887.50 260,648.12 3,800.00 Corporate Stock - Common NORTHN TR CORP COM
2,818.75 3,229.95 100.00 Corporate Stock - Common NORTHPOINT COMMUNICATIONS HLDGS INC COM
134,850.00 143,404.04 2,400.00 Corporate Stock - Common NORTHROP GRUMMAN CORP COM
5,651.06 6,869.95 100.58 Corporate Stock - Common NORTHROP GRUMMAN CORP COM
95,062.50 108,627.50 4,500.00 Corporate Stock - Common NORTHWESTN CORP COM
1,038.00 3,003.00 3,000.00 Corporate Stock - Common NORTRAN PHARMACEUTICAL COM STK
161,850.00 147,185.57 7,800.00 Corporate Stock - Common NOVA CHEMICALS CORP COM
790,737.50 681,555.47 25,820.00 Corporate Stock - Common NOVA CORP GA COM
221,056.25 233,186.04 11,300.00 Corporate Stock - Common NOVELL INC COM
68,468.75 64,660.35 3,500.00 Corporate Stock - Common NOVELL INC COM
1,470,037.50 1,098,541.30 17,900.00 Corporate Stock - Common NOVELLUS SYS INC COM
1,968.75 1,245.03 500.00 Corporate Stock - Common NTN COMMUNICATIONS INC COM NEW
151,312.50 106,521.97 3,000.00 Corporate Stock - Common NUCOR CORP COM
10,189.74 8,398.14 202.03 Corporate Stock - Common NUCOR CORP COM
83,362.50 83,754.00 5,400.00 Corporate Stock - Common NUEVO ENERGY CO COM
70,525.00 48,887.16 2,800.00 Corporate Stock - Common NUI CORP COM
92.50 234.00 250.00 Corporate Stock - Common NUTEK INC COM
54,000.00 195,414.11 12,000.00 Corporate Stock - Common NUTRACEUTICAL INTL CORP COM
1,715.00 2,974.88 5,000.00 Corporate Stock - Common NUTRACEUTIX INC COM STK
797.81 1,013.11 185.00 Corporate Stock - Common O I CORP COM
1,200.00 1,454.95 200.00 Corporate Stock - Common OAKLEY INC COM
1,500.00 12,826.52 500.00 Corporate Stock - Common OAKWOOD HOMES CORP COM
345.00 310.00 80.00 Corporate Stock - Common OAO TECH SOLUTIONS INC 1997 RT
4,387.50 4,199.93 200.00 Corporate Stock - Common OCCIDENTAL PETE CORP COM
1,101,262.50 1,272,760.82 50,200.00 Corporate Stock - Common OCCIDENTAL PETE CORP COM
258,862.50 274,522.47 11,800.00 Corporate Stock - Common OCCIDENTAL PETE CORP COM
6,862.50 7,136.69 900.00 Corporate Stock - Common OCEAN ENERGY INC TEX COM
308,675.25 519,198.64 40,482.00 Corporate Stock - Common OCEAN ENERGY INC TEX COM
129,937.50 127,382.50 7,000.00 Corporate Stock - Common OCEANFIRST FINL CORP COM
150.00 2,314.00 5,000.00 Corporate Stock - Common OCTUS INC COM STK
2,843.75 5,652.00 350.00 Corporate Stock - Common ODS NETWORKS INC COM
141,287.50 281,084.02 12,700.00 Corporate Stock - Common OFFICE DEPOT INC COM
7,787.50 9,429.68 700.00 Corporate Stock - Common OFFICE DEPOT INC COM
3,062.50 4,259.60 500.00 Corporate Stock - Common OFFICEMAX INC COM
24,687.50 25,200.00 2,500.00 Corporate Stock - Common OFFSHORE LOGISTICS INC COM
3,900.00 6,778.17 300.00 Corporate Stock - Common OGDEN CORP COM
851,812.50 823,418.40 21,000.00 Corporate Stock - Common OLD KENT FNCL CORP COM
5,250.00 10,362.14 2,000.00 Corporate Stock - Common OMEGA PROTEIN CORP COM
1,687.50 3,058.36 1,000.00 Corporate Stock - Common OMI CORP NEW COM
63,743.75 59,567.90 4,700.00 Corporate Stock - Common OMNICARE INC COM
528,750.00 256,698.40 6,000.00 Corporate Stock - Common OMNICOM GROUP INC COM
1.00 934.27 1,000.00 Corporate Stock - Common ONEITA INDS INC COM
Page 80 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
294,275.00 249,837.50 15,800.00 Corporate Stock - Common ONEMAIN COM INC ISIN
US68267P1093
29,631.25 21,961.01 1,100.00 Corporate Stock - Common ONEOK INC COM STK
350,187.50 442,798.07 13,000.00 Corporate Stock - Common ONEOK INC COM STK
2,625.00 2,954.95 300.00 Corporate Stock - Common ONHEALTH NETWORK CO COM
8,125.00 8,184.90 1,000.00 Corporate Stock - Common OR STL MLS INC COM
2,437.50 3,735.45 300.00 Corporate Stock - Common OR STL MLS INC COM
676,226.25 384,069.50 9,972.00 Corporate Stock - Common ORACLE CORP COM
379,750.00 411,063.82 5,600.00 Corporate Stock - Common ORACLE CORP COM
3,307,554.69 390,112.94 48,775.00 Corporate Stock - Common ORACLE CORP COM
9,712.50 21,705.05 700.00 Corporate Stock - Common ORBITAL SCI CORP COM
713,700.00 496,537.39 7,800.00 Corporate Stock - Common ORBOTECH LTD SH COM
25,266.25 68,545.65 23,780.00 Corporate Stock - Common ORIENT PACKAGING HLDGS LTD COM STK
190.40 3,386.67 2,000.00 Corporate Stock - Common OROPERU RES INC COM
2,437.50 2,792.45 200.00 Corporate Stock - Common ORTHODONTIC CTRS AMER INC COM
2,252.63 2,520.08 111.24 Corporate Stock - Common OSHKOSH B GOSH INC CL A
378,462.50 358,468.72 13,700.00 Corporate Stock - Common OSHKOSH TRUCK CORP COM
4,875.00 5,854.13 2,000.00 Corporate Stock - Common OSTEX INTL INC COM
6,750.00 5,029.95 1,000.00 Corporate Stock - Common OVERLAND DATA INC COM
261,450.00 615,158.15 16,600.00 Corporate Stock - Common OWENS CORNING COM
4,882.50 6,849.95 310.00 Corporate Stock - Common OWENS CORNING COM
29,925.00 62,899.85 1,900.00 Corporate Stock - Common OWENS CORNING COM
126,868.75 193,504.05 5,300.00 Corporate Stock - Common OWENS ILL INC COM NEW
1,465.60 1,882.99 100.00 Corporate Stock - Common OXFORD HLTH PLANS INC COM
448,473.60 459,558.81 30,600.00 Corporate Stock - Common OXFORD HLTH PLANS INC COM
5,625.00 6,456.60 1,000.00 Corporate Stock - Common P-COM INC COM
96.80 415.57 100.00 Corporate Stock - Common PAC AEROSPACE & ELECTRONICS INC COM
42,500.00 47,500.00 50,000.00 Corporate Stock - Common PAC CENTY CYBERWORKS COM STK ISIN
HK1186008681SEDOL 600882X
5,887.50 4,792.45 300.00 Corporate Stock - Common PAC CENTY FINL CORP COM
18,250.00 19,279.95 1,000.00 Corporate Stock - Common PAC GATEWAY EXCHANGE INC COM
324,187.50 296,501.51 10,500.00 Corporate Stock - Common PAC SUNWEAR CAL INC COM
107,336.25 64,289.34 2,610.00 Corporate Stock - Common PACCAR INC COM
5,614.92 5,642.48 136.53 Corporate Stock - Common PACCAR INC COM
201,512.50 257,911.64 4,900.00 Corporate Stock - Common PACCAR INC COM
59,644.75 178,166.11 5,819.00 Corporate Stock - Common PACTIV CORP COM
3,949.00 5,517.47 5,500.00 Corporate Stock - Common PAGING NETWORK INC COM
192,018.75 210,442.75 4,900.00 Corporate Stock - Common PAINE WEBBER GROUP INC COM
278,231.25 287,319.25 7,100.00 Corporate Stock - Common PAINE WEBBER GROUP INC COM
16,561.50 14,460.50 1,086.00 Corporate Stock - Common PAIRGAIN TECHNOLOGIES INC
910,425.00 780,894.57 59,700.00 Corporate Stock - Common PAIRGAIN TECHNOLOGIES INC
99,210.94 80,080.57 4,233.00 Corporate Stock - Common PALL CORP COM
Page 81 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
11,718.75 11,842.45 500.00 Corporate Stock - Common PALL CORP COM
468.00 5,187.81 1,200.00 Corporate Stock - Common PANACO INC COM
250,250.00 368,886.41 28,600.00 Corporate Stock - Common PANTRY INC COM ISIN #US6986571031
301,610.40 298,428.74 8,400.00 Corporate Stock - Common PAPA JOHNS INTL INC COM
206,456.25 205,112.95 9,100.00 Corporate Stock - Common PARAMETRIC TECH CORP COM
20,418.75 18,094.11 900.00 Corporate Stock - Common PARAMETRIC TECH CORP COM
521,131.88 548,452.39 22,970.00 Corporate Stock - Common PARAMETRIC TECH CORP COM
1,437.50 22,240.00 1,000.00 Corporate Stock - Common PARAMOUNT FINL CORP COM NEW STK
12,000.00 19,649.06 1,000.00 Corporate Stock - Common PAREXEL INTL CORP COM
50,596.88 63,789.43 12,850.00 Corporate Stock - Common PARKER DRILLING CO COM
172,954.69 79,568.65 3,675.00 Corporate Stock - Common PARKER-HANNIFIN CORP COM
155,306.25 148,013.58 3,300.00 Corporate Stock - Common PARKER-HANNIFIN CORP COM
25,650.00 25,691.90 3,600.00 Corporate Stock - Common PATINA OIL & GAS CORP COM
591,328.75 481,469.23 12,890.00 Corporate Stock - Common PATTERSON DENTAL CO COM
761,525.00 642,663.16 16,600.00 Corporate Stock - Common PATTERSON DENTAL CO COM
1,143.75 1,042.45 100.00 Corporate Stock - Common PAXSON COMMUNICATIONS CORP COM
331,481.25 264,732.35 8,300.00 Corporate Stock - Common PAYCHEX INC COM
9,478.53 9,096.78 237.33 Corporate Stock - Common PAYCHEX INC COM
1,901,025.00 1,165,041.95 47,600.00 Corporate Stock - Common PAYCHEX INC COM
41,400.00 49,991.55 800.00 Corporate Stock - Common PCORDER COM INC CL A
285,687.50 65,371.68 3,500.00 Corporate Stock - Common PE CORP PE BIOSYSTEMS GROUP COM
6,950.00 7,543.57 800.00 Corporate Stock - Common PEAPOD INC COM
207,506.25 161,973.56 6,300.00 Corporate Stock - Common PECO ENERGY CO COM
171,275.00 188,607.12 5,200.00 Corporate Stock - Common PECO ENERGY CO COM
8,500.00 8,911.20 1,000.00 Corporate Stock - Common PEERLESS SYS CORP COM
177.00 26,842.04 17,700.00 Corporate Stock - Common PEGASUS GOLD INC COM
198,581.25 349,342.86 8,900.00 Corporate Stock - Common PENNEY J.C CO INC COM
22,312.50 31,322.03 1,000.00 Corporate Stock - Common PENNEY J.C CO INC COM
2,552.25 3,063.72 246.00 Corporate Stock - Common PENNZOIL-QUAKER ST CO COM
1,050,637.50 1,060,598.26 28,300.00 Corporate Stock - Common PENTAIR INC COM
44,100.00 32,734.36 1,200.00 Corporate Stock - Common PEOPLES ENERGY CORP COM
470,693.13 494,604.00 27,790.00 Corporate Stock - Common PEOPLES HERITAGE FNCL GROUP INC COM
154,262.50 251,784.92 8,200.00 Corporate Stock - Common PEOPLESOFT INC COM
41,199.38 35,291.53 2,190.00 Corporate Stock - Common PEOPLESOFT INC COM
17,437.50 43,816.95 1,800.00 Corporate Stock - Common PEP BOYS-MANNY MOE & JACK COM
4,843.75 10,347.00 500.00 Corporate Stock - Common PEP BOYS-MANNY MOE & JACK COM
1,403,237.50 1,511,032.22 40,600.00 Corporate Stock - Common PEPSICO INC COM
28,312.60 29,040.24 819.17 Corporate Stock - Common PEPSICO INC COM
2,104,856.25 2,288,150.31 60,900.00 Corporate Stock - Common PEPSICO INC COM
1,710,843.75 950,219.54 49,500.00 Corporate Stock - Common PEPSICO INC COM
1,255.38 2,247.64 166.00 Corporate Stock - Common PER-SE TECHNOLOGIES INC COM NEW
40,000.00 39,032.00 1,600.00 Corporate Stock - Common PERFORMANCE FOOD GROUP CO COM
Page 82 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
65,800.00 33,314.22 1,600.00 Corporate Stock - Common PERKINELMER INC COM
21,426.13 10,008.66 521.00 Corporate Stock - Common PERKINELMER INC COM
25,218.00 23,670.00 3,000.00 Corporate Stock - Common PERRIGO CO COM
2,343.75 3,539.76 300.00 Corporate Stock - Common PERSONNEL GROUP OF AMER INC COM
64,400.00 57,746.04 4,600.00 Corporate Stock - Common PETCO ANIMAL SUPPLIES INC COM
23,787.50 28,173.57 17,300.00 Corporate Stock - Common PETROQUEST ENERGY INC COM
2,501.25 2,739.28 580.00 Corporate Stock - Common PETSMART INC COM
4,751,418.75 1,250,290.22 131,300.00 Corporate Stock - Common PFIZER INC COM
1,342,556.25 757,850.57 37,100.00 Corporate Stock - Common PFIZER INC COM
506,404.94 519,808.37 13,993.92 Corporate Stock - Common PFIZER INC COM
3,072,318.75 2,869,711.70 84,900.00 Corporate Stock - Common PFIZER INC COM
452,887.35 291,276.49 12,225.00 Corporate Stock - Common PFT RECOVERY GROUP INTL INC COM
303,777.20 320,578.14 8,200.00 Corporate Stock - Common PFT RECOVERY GROUP INTL INC COM
290,875.00 353,144.77 13,000.00 Corporate Stock - Common PG& E CORP COM
6,048.03 6,847.22 270.30 Corporate Stock - Common PG& E CORP COM
2,475.00 4,629.95 200.00 Corporate Stock - Common PHARMACEUTICAL PROD DEV INC COM
109,200.00 124,881.75 2,100.00 Corporate Stock - Common PHELPS DODGE CORP CAP
10,593.44 11,381.52 203.72 Corporate Stock - Common PHELPS DODGE CORP CAP
133,510.00 138,378.16 2,567.50 Corporate Stock - Common PHELPS DODGE CORP CAP
41,625.00 38,278.80 1,800.00 Corporate Stock - Common PHIL SUBN CORP COM PAR $0.50
237,992.56 313,364.55 9,044.85 Corporate Stock - Common PHILIP MORRIS COS INC COM
4,599,425.00 6,022,714.99 174,800.00 Corporate Stock - Common PHILIP MORRIS COS INC COM
2,131,312.50 2,114,504.40 81,000.00 Corporate Stock - Common PHILIP MORRIS COS INC COM
85.00 3,143.86 500.00 Corporate Stock - Common PHILIP SVCS CORP COM
24,992.74 23,304.09 522.72 Corporate Stock - Common PHILLIPS PETRO CO COM
1,176,187.50 1,272,061.27 24,600.00 Corporate Stock - Common PHILLIPS PETRO CO COM
860,625.00 779,163.90 18,000.00 Corporate Stock - Common PHILLIPS PETRO CO COM
411,187.50 255,301.37 8,600.00 Corporate Stock - Common PHILLIPS PETRO CO COM
11,281.00 27,614.80 11,281.00 Corporate Stock - Common PHOENIX INFORMATION SYS CORP COM
3,312.50 5,279.95 1,000.00 Corporate Stock - Common PHOTOELECTRON CORP COM
2,692.80 4,781.20 5,280.00 Corporate Stock - Common PHYSICIANS RES GROUP INC COM
70.00 473.70 80.00 Corporate Stock - Common PICK COMMUNICATIONS CORP COM NEW
24,375.00 31,881.00 5,000.00 Corporate Stock - Common PICTURETEL CORP COM NEW
3,409.63 3,390.20 107.39 Corporate Stock - Common PIEDMONT NAT GAS INC COM
146,050.00 128,734.09 4,600.00 Corporate Stock - Common PIEDMONT NAT GAS INC COM
13,062.50 12,138.98 1,000.00 Corporate Stock - Common PIERCING PAGODA INC COM
27,200.00 33,539.32 1,600.00 Corporate Stock - Common PILOT NETWORK SVCS INC COM
759,191.25 652,992.08 26,580.00 Corporate Stock - Common PINNACLE HLDGS INC COM
284.00 7,395.58 7,100.00 Corporate Stock - Common PINNACLE MICRO INC COM
178,200.00 154,877.67 5,400.00 Corporate Stock - Common PINNACLE SYS INC COM
96,243.75 109,990.33 2,900.00 Corporate Stock - Common PINNACLE W. CAP CORP COM
153,781.25 207,227.75 18,500.00 Corporate Stock - Common PIONEER NAT RES CO COM STK
Page 83 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
436,231.25 191,882.48 9,100.00 Corporate Stock - Common PITNEY BOWES INC COM
98,625.00 83,798.00 3,000.00 Corporate Stock - Common PK ELECTROCHEMICAL CORP COM
14,754.75 7,637.69 1,146.00 Corporate Stock - Common PK PL ENTMT CORP COM
125,125.00 168,624.56 11,000.00 Corporate Stock - Common PLACER DOME INC COM
5,687.50 6,679.94 500.00 Corporate Stock - Common PLACER DOME INC COM
307,267.50 317,884.00 15,460.00 Corporate Stock - Common PLANETRX COM INC COM STK
293.75 2,056.56 100.00 Corporate Stock - Common PLAY BY PLAY TOYS & NOVELTIES INC COM
6,567.50 21,208.47 2,840.00 Corporate Stock - Common PLC SYS INC COM
3,675.00 3,854.95 200.00 Corporate Stock - Common PLUG PWR INC COM
562,721.25 504,366.95 5,460.00 Corporate Stock - Common PMC SIERRA INC COM
22,158.44 20,718.00 215.00 Corporate Stock - Common PMC SIERRA INC COM
752,356.25 684,220.24 7,300.00 Corporate Stock - Common PMC SIERRA INC COM
434,456.25 452,715.06 8,700.00 Corporate Stock - Common PMI GROUP INC COM
574,225.00 315,822.78 10,300.00 Corporate Stock - Common PNC FINANCIAL SERVICES GROUP COM STK
24,563.00 22,669.20 638.00 Corporate Stock - Common POLARIS INDS INC COM
28,990.50 54,902.85 1,506.00 Corporate Stock - Common POLAROID CORP COM
890,240.00 364,473.09 13,910.00 Corporate Stock - Common POLYCOM INC COM
4,915.00 5,450.00 5,000.00 Corporate Stock - Common POLYMET MNG CORP COM
4,262.50 6,023.04 2,200.00 Corporate Stock - Common POLYVISION CORP COM
19,100.00 16,716.00 1,600.00 Corporate Stock - Common POPE & TALBOT INC COM
190,056.25 181,809.63 4,700.00 Corporate Stock - Common POTLATCH CORP COM
40,437.50 39,791.25 1,000.00 Corporate Stock - Common POTLATCH CORP COM
523,075.00 499,322.00 6,100.00 Corporate Stock - Common POWERTEL INC COM
53,831.25 29,927.00 900.00 Corporate Stock - Common POWERWAVE TECHNOLOGIES INC COM
221,306.25 248,559.71 3,700.00 Corporate Stock - Common POWERWAVE TECHNOLOGIES INC COM
345,518.75 210,138.13 5,900.00 Corporate Stock - Common PPG IND INC COM
918.00 15,351.35 5,100.00 Corporate Stock - Common PRANDIUM INC COM
240,975.00 146,697.61 5,400.00 Corporate Stock - Common PRAXAIR INC COM
1,227,187.50 1,504,054.16 27,500.00 Corporate Stock - Common PRAXAIR INC COM
2,387.50 2,854.94 100.00 Corporate Stock - Common PRE PAID LEGAL SVCS INC COM
317,555.00 313,436.20 14,770.00 Corporate Stock - Common PRECISION DRILLING CORP COM
906.25 1,014.97 500.00 Corporate Stock - Common PREMIER LASER SYS INC CL A
582,238.75 460,191.40 12,290.00 Corporate Stock - Common PRI AUTOMATION INC COM
19,250.00 15,054.70 5,500.00 Corporate Stock - Common PRICE NET U S A INC COM
147,600.00 130,431.25 4,100.00 Corporate Stock - Common PRICE T ROWE ASSOC INC COM
17,298.00 21,138.05 279.00 Corporate Stock - Common PRICELINE COM INC COM
31,625.00 18,147.46 2,200.00 Corporate Stock - Common PRIDE INTL INC COM
1,887.50 2,583.21 200.00 Corporate Stock - Common PRIME MED SVCS INC NEW COM
768,145.00 537,058.84 25,820.00 Corporate Stock - Common PRIMUS TELECOMMUNICATIONS GROUP INC COM
0.52 2,885.40 516.00 Corporate Stock - Common PRINS RECYCLING CORP COM
4,856,544.00 1,601,620.96 44,968.00 Corporate Stock - Common PROCTER & GAMBLE CO COM
4,309,200.00 3,237,319.98 39,900.00 Corporate Stock - Common PROCTER & GAMBLE CO COM
Page 84 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
373,620.06 263,858.91 3,459.45 Corporate Stock - Common PROCTER & GAMBLE CO COM
2,706.25 2,356.81 100.00 Corporate Stock - Common PRODIGY COMMUNICATIONS CORP COM
677,875.00 528,505.26 17,000.00 Corporate Stock - Common PROGRESS SOFTWARE CORP COM
201,406.25 275,410.48 2,500.00 Corporate Stock - Common PROGRESSIVE CORP OH COM
412.50 621.21 200.00 Corporate Stock - Common PROMEDCO MGMT CO COM
94,062.50 59,874.75 4,300.00 Corporate Stock - Common PROVANT INC COM
1,104,250.00 1,115,562.68 28,000.00 Corporate Stock - Common PROVIDENT FNCL GROUP INC COM STK
383,756.25 66,130.60 4,850.00 Corporate Stock - Common PROVIDIAN FINL CORP W/I COM STK
5,600.00 3,767.45 100.00 Corporate Stock - Common PROXIM INC
497.81 654.33 45.00 Corporate Stock - Common PROXYMED INC COM
60,000.00 45,860.79 1,200.00 Corporate Stock - Common PSINET INC COM
259,000.00 210,071.52 7,400.00 Corporate Stock - Common PUB SERVICE ENTERPRISE GROUP INC COM
1,123,500.00 1,258,024.27 32,100.00 Corporate Stock - Common PUB SERVICE ENTERPRISE GROUP INC COM
3,946.56 4,986.83 173.00 Corporate Stock - Common PUB STORAGE INC COM
231,087.50 275,412.50 13,900.00 Corporate Stock - Common PUB SVC CO N MEX COM
4,503.58 5,619.38 219.69 Corporate Stock - Common PUGET SOUND ENERGY COM STK
433.60 - 800.00 Corporate Stock - Common PULSE DATA INC CL A
30,093.75 18,441.89 1,500.00 Corporate Stock - Common PULTE CORP COM
282,881.25 360,844.19 14,100.00 Corporate Stock - Common PULTE CORP COM
31.00 82.95 100.00 Corporate Stock - Common PWR DIRECT INC COM
340.00 7,774.93 20,000.00 Corporate Stock - Common PWR SPECTRA INC COM
293.60 788.48 200.00 Corporate Stock - Common PYRAMID BREWERIES INC COM
105,206.25 80,319.60 930.00 Corporate Stock - Common QLOGIC CORP COM
407,250.00 350,550.00 3,600.00 Corporate Stock - Common QLOGIC CORP COM
738,990.00 383,067.45 16,560.00 Corporate Stock - Common QLT PHOTOTHERAPEUTICS INC COM
235,406.25 170,638.36 4,050.00 Corporate Stock - Common QRS CORP COM
3,125.00 3,613.62 200.00 Corporate Stock - Common QUAKER CHEM CORP COM
293,625.00 148,424.59 4,500.00 Corporate Stock - Common QUAKER OATS CO COM
1,630,406.25 785,456.53 4,500.00 Corporate Stock - Common QUALCOMM INC COM
876,433.94 459,070.01 2,419.00 Corporate Stock - Common QUALCOMM INC COM
1,956,487.50 854,699.55 5,400.00 Corporate Stock - Common QUALCOMM INC COM
95,343.75 123,250.50 4,500.00 Corporate Stock - Common QUANEX CORP COM
502,880.00 484,387.15 17,960.00 Corporate Stock - Common QUANTA SVCS INC COM
1,443.75 818.36 210.00 Corporate Stock - Common QUANTUM CORP HDDG COM
130,881.25 90,923.50 4,300.00 Corporate Stock - Common QUEST DIAGNOSTICS INC COM
3,437.50 3,854.95 200.00 Corporate Stock - Common QUESTAR CORP COM
5,875.00 5,942.45 1,000.00 Corporate Stock - Common QUIDEL CORP COM
86,043.75 85,800.00 3,900.00 Corporate Stock - Common QUINTILES TRANSNATIONAL CORP COM
1,742.94 2,178.93 79.00 Corporate Stock - Common QUINTILES TRANSNATIONAL CORP COM
229,808.38 213,559.39 6,722.00 Corporate Stock - Common QWEST COMMUNICATIONS INTL INC COM
32,113.13 25,883.31 2,595.00 Corporate Stock - Common R & B FALCON CORP COM
310,143.75 318,284.76 13,900.00 Corporate Stock - Common R G S ENERGY GROUP INC COM
Page 85 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
745.00 5,519.49 40.00 Corporate Stock - Common R H DONNELLEY CORP COM NEW
2,750.00 3,029.95 1,000.00 Corporate Stock - Common R H PHILLIPS INC COM
498,525.00 441,400.23 10,200.00 Corporate Stock - Common RADIAN GROUP INC COM
866,553.75 806,047.05 17,730.00 Corporate Stock - Common RADIAN GROUP INC COM
439,875.00 434,992.50 9,000.00 Corporate Stock - Common RADIAN GROUP INC COM
816,212.50 586,966.84 16,700.00 Corporate Stock - Common RADIAN GROUP INC COM
220.00 155.00 40.00 Corporate Stock - Common RADIANCE MED SYS INC COM
315,305.63 295,657.50 4,990.00 Corporate Stock - Common RADIO ONE INC CL A
5,385.00 7,762.87 120.00 Corporate Stock - Common RADISYS CORP COM
4,750.00 4,529.95 1,000.00 Corporate Stock - Common RAINFOREST CAFE INC COM
2,237.50 1,667.45 100.00 Corporate Stock - Common RAINMAKER SYS INC COM
326,562.50 203,181.99 11,000.00 Corporate Stock - Common RALSTON-RALSTON PURINA GROUP
77,618.75 100,341.17 1,100.00 Corporate Stock - Common RAMBUS INC DEL COM
91,375.00 85,548.50 4,300.00 Corporate Stock - Common RARE HOSPITALITY INTL INC COM
761,762.50 554,049.31 14,900.00 Corporate Stock - Common RATIONAL SOFTWARE CORP COM NEW
14,740.63 16,518.10 506.12 Corporate Stock - Common RAYTHEON CO CL A COM STK
349,837.50 439,016.15 11,400.00 Corporate Stock - Common RAYTHEON CO CL B COM STK
19,760.63 19,739.95 270.00 Corporate Stock - Common RAZORFISH INC CL A COM STK
607,456.25 620,649.93 8,300.00 Corporate Stock - Common RAZORFISH INC CL A COM STK
13,537.50 12,367.45 300.00 Corporate Stock - Common RCN CORP COM
11,000.00 27,587.42 2,000.00 Corporate Stock - Common READ-RITE CORP COM
97,650.00 69,934.62 700.00 Corporate Stock - Common REALNETWORKS INC COM
1,209.38 2,759.90 150.00 Corporate Stock - Common RECOTON CORP COM
48,720.00 30,925.30 232.00 Corporate Stock - Common RED HAT INC COM
13,993.75 12,489.94 100.00 Corporate Stock - Common REDBACK NETWORKS INC COM ISIN
US7572091012
48,360.60 59,245.16 20,100.00 Corporate Stock - Common REDHOOK ALE BREWERY INC COM
17,100.00 56,671.87 1,900.00 Corporate Stock - Common REEBOK INTL COM
1,171.50 1,796.30 5,000.00 Corporate Stock - Common REGENT PAC GROUP LTD SHS ISIN#
KYG747871138
208,525.00 268,692.51 7,600.00 Corporate Stock - Common REGIONS FNCL CORP COM
126,843.75 155,107.10 6,150.00 Corporate Stock - Common REGIS CORP MINN COM
433,125.00 517,275.62 21,000.00 Corporate Stock - Common REGIS CORP MINN COM
42,262.50 35,733.60 2,100.00 Corporate Stock - Common REHABCARE GROUP INC COM
249,837.06 221,108.13 10,069.00 Corporate Stock - Common RELIANT ENERGY INC COM
9,925.00 11,029.95 400.00 Corporate Stock - Common RELIANT ENERGY INC COM
336,690.00 355,492.46 7,740.00 Corporate Stock - Common RELIASTAR FINL CORP COM
17,437.50 7,215.20 500.00 Corporate Stock - Common REMEDY CORP COM
584,250.00 522,620.18 28,500.00 Corporate Stock - Common RENAL CARE GROUP INC COM
242,475.00 422,254.10 15,900.00 Corporate Stock - Common RENT-WAY INC COM
854.00 914.45 61.00 Corporate Stock - Common REP BANCORP INC COM
213,062.43 254,161.30 26,530.00 Corporate Stock - Common REP SEC FINL CORP COM
Page 86 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
45.90 3,737.25 900.00 Corporate Stock - Common REPAP ENTERPRISES INC COM
201,450.00 347,952.42 23,700.00 Corporate Stock - Common RES AMER INC CL A
1,025.00 1,048.70 100.00 Corporate Stock - Common REVLON INC CL A
321,850.00 342,843.75 31,400.00 Corporate Stock - Common REXALL SUNDOWN INC COM
937.75 1,055.58 44.00 Corporate Stock - Common REYNOLDS R J TOB HLDGS INC COM
24,457.50 22,239.77 360.00 Corporate Stock - Common RF MICRO DEVICES INC COM
8,812.50 9,826.83 250.00 Corporate Stock - Common RHYTHMS NETCONNECTIONS INC COM
567,525.00 568,988.91 16,100.00 Corporate Stock - Common RHYTHMS NETCONNECTIONS INC COM
83,606.25 90,308.96 4,900.00 Corporate Stock - Common RICHMOND CNTY FINL CORP COM
718.75 1,697.69 500.00 Corporate Stock - Common RICHMONT MINES INC COM STK
225,581.25 384,932.98 15,900.00 Corporate Stock - Common RIGGS NATL CORP COM
44,089.38 79,765.31 5,830.00 Corporate Stock - Common RITE AID CORP COM
66,550.00 152,269.56 8,800.00 Corporate Stock - Common RITE AID CORP COM
868.00 1,762.80 4,000.00 Corporate Stock - Common RJK EXPLS LTD CL A
7,093.00 4,467.45 1,000.00 Corporate Stock - Common RMH TELESERVICES INC COM
57,637.50 54,375.00 2,900.00 Corporate Stock - Common ROADWAY EXPRESS INC DEL COM
2,800.00 3,447.99 100.00 Corporate Stock - Common ROBERT HALF INTL INC COM
6,000.00 7,591.54 1,000.00 Corporate Stock - Common ROBOTIC VISION SYS INC COM
322,562.50 160,624.95 6,500.00 Corporate Stock - Common ROCKWELL INTL CORP NEW COM
253,087.50 285,040.53 5,100.00 Corporate Stock - Common ROCKWELL INTL CORP NEW COM
1,593.75 973.70 50.00 Corporate Stock - Common ROGERS CANTEL MOBILE COMMN INC CL B VTG
3,681.07 4,175.56 100.51 Corporate Stock - Common ROHM & HAAS CO COM
270,475.63 184,974.90 7,385.00 Corporate Stock - Common ROHM & HAAS CO COM
1,656.75 2,108.67 103.55 Corporate Stock - Common ROLLINS INC COM
165,675.00 185,468.00 14,100.00 Corporate Stock - Common ROLLINS TRUCK LEASING CORP COM
126,437.50 125,474.70 3,400.00 Corporate Stock - Common ROPER INDS INC NEW COM
318,775.00 279,523.50 16,400.00 Corporate Stock - Common ROSLYN BANCORP INC COM
1,014,637.50 912,779.09 52,200.00 Corporate Stock - Common ROSLYN BANCORP INC COM
3,781.25 7,302.64 500.00 Corporate Stock - Common ROUGE INDS INC DEL CL A
47,950.00 31,475.93 2,800.00 Corporate Stock - Common ROWAN COMPANIES INC COM
56,512.50 45,905.45 3,300.00 Corporate Stock - Common ROWAN COMPANIES INC COM
1,426,937.50 964,276.65 28,900.00 Corporate Stock - Common ROYAL CARIBBEAN CRUISES COM STK ISIN#
LR0008862868
899,000.00 328,495.74 15,500.00 Corporate Stock - Common ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR
9,570.00 9,277.94 165.00 Corporate Stock - Common ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR
4,210,800.00 2,003,669.67 72,600.00 Corporate Stock - Common ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR
5,390.63 6,548.90 250.00 Corporate Stock - Common ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH
682.00 138,140.73 68,200.00 Corporate Stock - Common ROYAL OAK MINES INC COM
3,555.87 4,539.70 302.63 Corporate Stock - Common RPM INC COM
171,550.00 233,513.00 14,600.00 Corporate Stock - Common RPM INC COM
20,860.00 11,572.58 560.00 Corporate Stock - Common RSA SEC INC COM
120,750.00 110,430.00 6,000.00 Corporate Stock - Common RUBY TUESDAY INC COM
Page 87 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
507,150.00 483,216.68 25,200.00 Corporate Stock - Common RUBY TUESDAY INC COM
40,062.50 35,478.75 500.00 Corporate Stock - Common RURAL CELLULAR CORP CL A
14,368.75 29,906.06 1,100.00 Corporate Stock - Common RUSSELL CORP COM
49,637.50 57,944.15 2,200.00 Corporate Stock - Common RYDER SYS INC COM
2,268.56 1,391.84 111.00 Corporate Stock - Common RYERSON TULL INC NEW COM
122,625.00 127,298.50 6,000.00 Corporate Stock - Common RYERSON TULL INC NEW COM
93,275.00 94,254.08 4,100.00 Corporate Stock - Common RYLAND GROUP INC COM
14,656.25 14,944.50 500.00 Corporate Stock - Common S JERSEY INDS INC COM
278,323.88 148,417.42 17,062.00 Corporate Stock - Common S.W. AIRL CO COM
188,012.17 203,067.65 11,525.65 Corporate Stock - Common S.W. AIRL CO COM
36,515.00 40,107.15 4,360.00 Corporate Stock - Common S3 INC COM
106,593.75 136,887.98 4,500.00 Corporate Stock - Common SAFECO CORP COM
13,001.63 8,059.08 117.00 Corporate Stock - Common SAFEGUARD SCIENTIFICS INC COM
186,825.00 216,459.42 15,900.00 Corporate Stock - Common SAFETY-KLEEN CORP NEW COM NEW
29,500.00 35,629.70 800.00 Corporate Stock - Common SAFEWAY INC COM NEW
637,937.50 939,366.29 17,300.00 Corporate Stock - Common SAFEWAY INC COM NEW
5,250.00 5,411.20 300.00 Corporate Stock - Common SAKS INC COM
5,125.00 4,933.06 500.00 Corporate Stock - Common SALOMON SMITH BARNEY HLDGS INC NIKKEI
225 INDEX SECS
1,453.38 1,494.90 22.00 Corporate Stock - Common SANDISK CORP COM
23,562.50 24,122.39 1,000.00 Corporate Stock - Common SANGSTAT MED CORP COM
45,625.00 37,612.24 2,000.00 Corporate Stock - Common SANTA FE INTL CORP COM STK
298,400.00 302,971.65 37,300.00 Corporate Stock - Common SANTA FE SNYDER CORP COM
12,000.00 15,383.54 1,500.00 Corporate Stock - Common SANTA FE SNYDER CORP COM
269,600.00 316,554.42 33,700.00 Corporate Stock - Common SANTA FE SNYDER CORP COM
4,162.50 3,029.95 300.00 Corporate Stock - Common SAPIENS INTL CORP NV SHS COM
18,600.00 20,267.45 240.00 Corporate Stock - Common SAPIENT CORP COM
742,050.00 423,083.74 30,600.00 Corporate Stock - Common SARA LEE CORP COM
22,795.00 19,796.54 940.00 Corporate Stock - Common SARA LEE CORP COM
2,576,100.00 2,831,962.74 49,600.00 Corporate Stock - Common SBC COMMUNICATIONS INC COM
971,231.25 1,037,114.71 18,700.00 Corporate Stock - Common SBC COMMUNICATIONS INC COM
30,086.61 18,557.24 579.29 Corporate Stock - Common SBC COMMUNICATIONS INC COM
6,005,273.44 2,315,000.48 115,625.00 Corporate Stock - Common SBC COMMUNICATIONS INC COM
16,875.00 8,378.06 500.00 Corporate Stock - Common SBS TECHNOLOGIES INC COM
6,250.00 12,467.45 1,000.00 Corporate Stock - Common SCANSOFT INC COM
241.80 3,331.90 1,550.00 Corporate Stock - Common SCANTEK MED INC COM
4,000.00 4,635.94 1,000.00 Corporate Stock - Common SCHEID VINEYARDS INC CL A
2,540,912.50 594,099.11 49,700.00 Corporate Stock - Common SCHERING-PLOUGH CORP COM
63,308.70 68,300.47 1,238.31 Corporate Stock - Common SCHERING-PLOUGH CORP COM
2,443,775.00 2,122,920.86 47,800.00 Corporate Stock - Common SCHERING-PLOUGH CORP COM
4,933,562.50 4,239,260.22 96,500.00 Corporate Stock - Common SCHERING-PLOUGH CORP COM
3,815.63 10,394.53 550.00 Corporate Stock - Common SCHLOTZSKYS INC COM
Page 88 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
600,625.00 477,878.00 10,000.00 Corporate Stock - Common SCHLUMBERGER LTD COM ISIN AN8068571086
50,882.25 50,211.53 847.16 Corporate Stock - Common SCHLUMBERGER LTD COM ISIN AN8068571086
1,111,156.25 670,367.39 18,500.00 Corporate Stock - Common SCHLUMBERGER LTD COM ISIN AN8068571086
1,050,868.75 301,922.91 27,700.00 Corporate Stock - Common SCHWAB CHARLES CORP COM NEW
240,321.32 260,666.62 6,334.66 Corporate Stock - Common SCHWAB CHARLES CORP COM NEW
151,612.50 36,917.38 2,600.00 Corporate Stock - Common SCIENTIFIC-ATLANTA INC COM
92,528.47 37,060.70 1,586.77 Corporate Stock - Common SCIENTIFIC-ATLANTA INC COM
11,437.50 12,183.60 3,000.00 Corporate Stock - Common SCIOS INC
245,143.75 212,524.16 6,100.00 Corporate Stock - Common SCOTTS CO CL A
500.00 1,997.40 2,000.00 Corporate Stock - Common SCOTTSDALE TECHNOLOGIES INC COM
805,612.50 427,057.25 34,100.00 Corporate Stock - Common SCP POOL CORP COM
334,800.00 358,025.76 7,200.00 Corporate Stock - Common SCRIPPS E.W INC NEW CL A COM
16,275.00 9,210.82 100.00 Corporate Stock - Common SDL INC COM
823,515.00 270,397.61 5,060.00 Corporate Stock - Common SDL INC COM
262,700.00 216,259.48 7,100.00 Corporate Stock - Common SEAGATE TECH COM
48,100.00 51,424.53 1,300.00 Corporate Stock - Common SEAGATE TECH COM
636,012.50 465,747.75 14,600.00 Corporate Stock - Common SEAGRAM LTD COM
744,918.75 772,924.68 17,100.00 Corporate Stock - Common SEAGRAM LTD COM
132,305.00 129,519.42 2,815.00 Corporate Stock - Common SEALED AIR CORP NEW COM STK
578,100.00 637,916.80 12,300.00 Corporate Stock - Common SEALED AIR CORP NEW COM STK
441,018.75 407,755.34 12,900.00 Corporate Stock - Common SEARS ROEBUCK & CO COM
49,252.84 49,059.28 1,440.67 Corporate Stock - Common SEARS ROEBUCK & CO COM
3,492.50 2,955.05 440.00 Corporate Stock - Common SECURE COMPUTING CORP COM
27.00 2,171.00 1,000.00 Corporate Stock - Common SEDNA GEOTECH INC COM
82,742.47 19,309.39 815.70 Corporate Stock - Common SEI INVTS CO COM
513,273.75 393,259.61 5,060.00 Corporate Stock - Common SEI INVTS CO COM
3,700.00 4,103.70 200.00 Corporate Stock - Common SEMPRA ENERGY INC COM STK
151,015.50 194,253.97 8,163.00 Corporate Stock - Common SEMPRA ENERGY INC COM STK
24,390.50 17,156.25 500.00 Corporate Stock - Common SEMTECH CORP
317,076.50 269,289.80 6,500.00 Corporate Stock - Common SEMTECH CORP
2,880.00 3,975.06 240.00 Corporate Stock - Common SENSAR CORP COM
95,625.00 33,300.86 6,000.00 Corporate Stock - Common SENSORMATIC ELECTRS CORP COM
69,575.00 179,146.31 9,200.00 Corporate Stock - Common SERVICE CORP INTL COM
52,135.06 69,261.94 4,069.08 Corporate Stock - Common SERVICEMASTER CO COM
202,500.00 193,011.10 6,000.00 Corporate Stock - Common SFX ENTMT INC CL A
39,375.00 34,595.53 900.00 Corporate Stock - Common SHARED MED SYS CORP COM
8,718.75 13,341.19 3,100.00 Corporate Stock - Common SHELLS SEAFOOD RESTAURANTS INC COM
122,193.75 94,011.40 5,700.00 Corporate Stock - Common SHERWIN-WILLIAMS CO COM
951.56 817.39 75.00 Corporate Stock - Common SHOP AT HOME INC COM NEW
161,287.50 95,499.36 2,300.00 Corporate Stock - Common SIEBEL SYS INC COM
97,325.00 75,053.95 3,400.00 Corporate Stock - Common SIGMA-ALDRICH CORP COM
1,237.50 1,822.38 150.00 Corporate Stock - Common SIGMATRON INTL INC COM
Page 89 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
176,594.50 289,103.08 18,712.00 Corporate Stock - Common SILICON GRAPHICS INC COM
94,375.00 124,939.00 10,000.00 Corporate Stock - Common SILICON GRAPHICS INC COM
60,400.00 186,533.67 6,400.00 Corporate Stock - Common SILICON GRAPHICS INC COM
10,600.00 2,428.35 400.00 Corporate Stock - Common SILICON STORAGE TECH INC COM
67.90 5,369.74 970.00 Corporate Stock - Common SILVERADO GOLD MINES LTD COM NEW
8,625.00 9,701.25 1,500.00 Corporate Stock - Common SIMON TRANSN SVCS INC CL A
58,362.50 61,063.10 1,400.00 Corporate Stock - Common SIMPSON MFG INC COM
525.00 1,495.86 3,000.00 Corporate Stock - Common SIMTEK CORP COM
39,812.50 117,427.23 7,000.00 Corporate Stock - Common SIMULA INC COM
125.00 934.59 200.00 Corporate Stock - Common SINGER CO N V COM
542.80 1,453.80 100.00 Corporate Stock - Common SK WHEAT POOL CL B NON VTG COM
81,132.88 82,418.91 3,311.55 Corporate Stock - Common SKYWEST INC COM
683,550.00 566,621.09 27,900.00 Corporate Stock - Common SKYWEST INC COM
272,593.75 265,008.12 5,500.00 Corporate Stock - Common SLM HLDG CORP COM STK
6,925.00 4,379.95 400.00 Corporate Stock - Common SMARTSERV ONLINE INC COM NEW
33,000.00 36,577.50 1,500.00 Corporate Stock - Common SMITH A O CORP
307,500.00 407,716.94 12,000.00 Corporate Stock - Common SMITHFIELD FOODS INC COM
9,497.81 8,476.24 495.00 Corporate Stock - Common SMURFIT-STONE CONTAINER CORP COM
66,550.00 60,353.57 2,200.00 Corporate Stock - Common SNAP-ON INC COM
345,000.00 136,212.14 500.00 Corporate Stock - Common SOFTBANK CORP COM STK ISIN
#JP3436100006SEDOL # 6770620
73,800.00 71,876.91 2,400.00 Corporate Stock - Common SOFTNET SYS INC COM
1,293,287.50 1,014,863.47 15,700.00 Corporate Stock - Common SOLECTRON CORP COM
61,781.25 49,604.82 750.00 Corporate Stock - Common SOLECTRON CORP COM
749,612.50 437,014.54 9,100.00 Corporate Stock - Common SOLECTRON CORP COM
29,700.00 43,004.94 3,300.00 Corporate Stock - Common SONIC AUTOMOTIVE INC CL A
147,600.00 245,668.01 16,400.00 Corporate Stock - Common SONIC AUTOMOTIVE INC CL A
97,200.00 116,949.96 3,600.00 Corporate Stock - Common SONIC CORP COM
2,530.00 4,119.06 110.00 Corporate Stock - Common SONOCO PROD CO COM
11,987.50 16,509.38 700.00 Corporate Stock - Common SOURCE MEDIA INC COM NEW
10,587.61 11,582.95 452.95 Corporate Stock - Common SOUTHERN CO COM STK
539,962.50 441,395.18 23,100.00 Corporate Stock - Common SOUTHERN CO COM STK
7,437.50 8,173.70 500.00 Corporate Stock - Common SOUTHN PERU COPPER CORP COM
221,231.25 227,489.38 5,700.00 Corporate Stock - Common SOUTHTRUST CORP COM
943,143.75 953,019.35 24,300.00 Corporate Stock - Common SOUTHTRUST CORP COM
25,780.00 32,505.00 10,000.00 Corporate Stock - Common SOUTHWESTN GOLD CORP COM
8,900.45 12,855.50 1,002.87 Corporate Stock - Common SOVEREIGN BANCORP INC COM
494,337.50 491,117.25 55,700.00 Corporate Stock - Common SOVEREIGN BANCORP INC COM
91,531.25 54,070.50 2,900.00 Corporate Stock - Common SPARTECH CORP COM NEW
21,459.94 23,881.98 613.14 Corporate Stock - Common SPIEKER PPTYS INC
188,000.00 165,094.10 4,700.00 Corporate Stock - Common SPRINGS IND INC CL A COM
24,000.00 22,480.35 600.00 Corporate Stock - Common SPRINGS IND INC CL A COM
Page 90 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
2,039,625.00 518,982.03 29,400.00 Corporate Stock - Common SPRINT CORP COM
679,875.00 614,608.80 9,800.00 Corporate Stock - Common SPRINT CORP COM
4,537,125.00 4,769,118.48 65,400.00 Corporate Stock - Common SPRINT CORP COM
13,875.00 7,254.95 200.00 Corporate Stock - Common SPRINT CORP COM
66,977.50 50,510.27 730.00 Corporate Stock - Common SPRINT CORP PCS COM SER 1
1,367,075.00 212,623.16 14,900.00 Corporate Stock - Common SPRINT CORP PCS COM SER 1
416,455.00 323,970.46 5,590.00 Corporate Stock - Common SPX CORP COM
45,400.00 37,259.35 1,600.00 Corporate Stock - Common SPYGLASS INC COM
247.50 - 20.00 Corporate Stock - Common SR HSG PPTYS TR SH BEN INT
75,703.13 82,744.50 2,850.00 Corporate Stock - Common ST JUDE MED INC COM
27,890.63 32,950.88 1,050.00 Corporate Stock - Common ST JUDE MED INC COM
8,523.29 9,235.33 282.35 Corporate Stock - Common ST PAUL COS INC COM
1,068,637.50 891,948.57 35,400.00 Corporate Stock - Common ST PAUL COS INC COM
230,934.38 194,672.65 7,650.00 Corporate Stock - Common ST PAUL COS INC COM
712,343.75 710,478.92 9,700.00 Corporate Stock - Common ST STR CORP COM
403,906.25 292,405.93 5,500.00 Corporate Stock - Common ST STR CORP COM
326,400.00 227,259.96 13,600.00 Corporate Stock - Common STA CASINOS INC COM
7,081.88 1,199.95 90.00 Corporate Stock - Common STAMPS COM INC COM ISIN US8528571016
93,375.00 69,824.73 3,000.00 Corporate Stock - Common STANLEY WKS COM
368,950.00 300,819.09 15,700.00 Corporate Stock - Common STAPLES INC (RETAIL & DELIVERY)
2,025.00 3,900.00 5,000.00 Corporate Stock - Common STAR ENTMT GROUP INC COM
3,137.20 3,029.95 400.00 Corporate Stock - Common STAR TELECOMMUNICATIONS INC COM
202,087.50 192,833.74 7,608.00 Corporate Stock - Common STARBUCKS CORP COM
6,125.00 7,997.40 2,000.00 Corporate Stock - Common STARNET COMMUNICATIONS INTL INC COM
4,025.00 2,228.65 200.00 Corporate Stock - Common STARTEC GLOBAL COMMUNICATIONS CORP COM
7,813.73 12,799.15 350.20 Corporate Stock - Common STARWOOD HOTELS & RESORTS WORLDWIDE INC
PAIRED CTF 1 CL B SH BEN INT STARWOOD
172,150.00 170,764.00 8,800.00 Corporate Stock - Common STATEN IS BANCORP INC COM
1,225.00 1,605.00 100.00 Corporate Stock - Common STD MICROSYSTEMS CORP COM
22,000.00 22,346.41 2,000.00 Corporate Stock - Common STD PAC CORP NEW COM
80,300.00 93,905.74 7,300.00 Corporate Stock - Common STD PAC CORP NEW COM
2,600.00 5,196.95 200.00 Corporate Stock - Common STERIS CORP COM
16,875.00 18,598.97 900.00 Corporate Stock - Common STERLING BANCORP COM
51,300.00 80,449.15 3,800.00 Corporate Stock - Common STEWART INFORMATION SVCS CORP COM
60,625.00 46,181.05 2,500.00 Corporate Stock - Common STILLWATER MNG CO COM
198,581.25 248,234.34 5,100.00 Corporate Stock - Common STONE ENERGY CORP COM
9,875.00 12,425.02 500.00 Corporate Stock - Common STORAGE TECH CORP COM (NEW)
651,750.00 642,292.22 33,000.00 Corporate Stock - Common STORAGE TECH CORP COM (NEW)
0.70 3,959.19 700.00 Corporate Stock - Common STORMEDIA INC CL A
267.19 801.07 45.00 Corporate Stock - Common STRATASYS INC COM
637.50 585.21 50.00 Corporate Stock - Common STREAMLINE COM INC COM STK
21.00 8,869.42 1,400.00 Corporate Stock - Common STREAMLOGIC CORP
Page 91 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
799.20 1,394.01 75.00 Corporate Stock - Common STRUCTURAL DYNAMICS RESH CORP COM
5,470.33 8,111.62 607.81 Corporate Stock - Common STURM RUGER & CO INC COM
12,600.00 12,357.10 1,400.00 Corporate Stock - Common STURM RUGER & CO INC COM
195,750.00 293,343.78 6,000.00 Corporate Stock - Common SUMMIT BANCORP COM
28,013.75 24,024.71 1,460.00 Corporate Stock - Common SUMMIT TECH INC COM
3.74 96.37 83.00 Corporate Stock - Common SUN HEALTHCARE GROUP INC COM
3,464,950.00 255,493.15 26,200.00 Corporate Stock - Common SUN MICROSYSTEMS INC COM STK $.00067 PAR
991,875.00 681,168.16 7,500.00 Corporate Stock - Common SUN MICROSYSTEMS INC COM STK $.00067 PAR
687,700.00 205,818.67 5,200.00 Corporate Stock - Common SUN MICROSYSTEMS INC COM STK $.00067 PAR
1,470,884.50 820,027.96 11,122.00 Corporate Stock - Common SUN MICROSYSTEMS INC COM STK $.00067 PAR
581,900.00 460,670.98 4,400.00 Corporate Stock - Common SUN MICROSYSTEMS INC COM STK $.00067 PAR
761,637.50 485,624.57 10,900.00 Corporate Stock - Common SUN TR BANKS INC COM
6,280.86 9,001.28 1,272.07 Corporate Stock - Common SUNBEAM CORP COM
6,675.00 6,825.93 300.00 Corporate Stock - Common SUNGARD DATA SYS INC COM
465,745.00 614,382.83 38,020.00 Corporate Stock - Common SUNGLASS HUT INTL INC COM
79,243.75 100,047.08 3,100.00 Corporate Stock - Common SUNOCO INC COM
6,562.50 5,873.70 500.00 Corporate Stock - Common SUNRISE ASSISTED LIVING INC COM
600.00 1,799.50 100.00 Corporate Stock - Common SUNRISE MED INC COM
10,437.50 8,234.68 1,000.00 Corporate Stock - Common SUNRISE TECHNOLOGIES INTL INC COM
585.94 2,174.86 375.00 Corporate Stock - Common SUNSHINE MNG & REFNG CO COM NEW
235,193.75 260,913.02 12,100.00 Corporate Stock - Common SUPER VALU INC COM
19.44 - 1.00 Corporate Stock - Common SUPER VALU INC COM
460,668.75 562,327.91 23,700.00 Corporate Stock - Common SUPER VALU INC COM
91,356.25 69,909.07 4,700.00 Corporate Stock - Common SUPER VALU INC COM
1,950.00 974.30 300.00 Corporate Stock - Common SUPERIOR ENERGY SVCS INC COM
12,000.00 18,954.85 2,000.00 Corporate Stock - Common SUPERVISION INTL INC CL A COM STK
2,250.00 3,872.40 2,000.00 Corporate Stock - Common SURGICAL SAFETY PRODS INC
3,000.00 5,297.40 12,000.00 Corporate Stock - Common SVC MERCHANDISE INC COM
1,375.00 1,708.30 200.00 Corporate Stock - Common SWISSRAY INTL INC COM NEW
8,062.50 4,904.95 500.00 Corporate Stock - Common SYBASE INC COM
406,350.00 178,442.98 25,200.00 Corporate Stock - Common SYBASE INC COM
420,018.75 462,561.91 17,100.00 Corporate Stock - Common SYBRON INTL CORP COM
854,775.00 961,428.53 34,800.00 Corporate Stock - Common SYBRON INTL CORP COM
730,856.25 460,548.37 18,300.00 Corporate Stock - Common SYKES ENTERPRISES INC COM
11,868.75 17,741.95 900.00 Corporate Stock - Common SYLVAN LEARNING SYS INC
817,031.25 496,034.00 17,500.00 Corporate Stock - Common SYMANTEC CORP COM
74,700.00 43,558.60 1,600.00 Corporate Stock - Common SYMANTEC CORP COM
7,156.51 4,656.70 150.07 Corporate Stock - Common SYMBOL TECHNOLOGIES INC COM
643,425.00 294,450.81 18,650.00 Corporate Stock - Common SYMYX TECHNOLOGIES INC COM
11,250.00 17,298.13 5,000.00 Corporate Stock - Common SYNBIOTICS CORP COM
47,706.25 50,123.31 1,700.00 Corporate Stock - Common SYNCOR INTL CORP NEW
1,331,700.00 688,608.08 18,400.00 Corporate Stock - Common SYNOPSYS INC COM
Page 92 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
183,000.00 197,228.56 9,150.00 Corporate Stock - Common SYNOVUS FINL CORP COM
5,925.00 5,287.80 600.00 Corporate Stock - Common SYNTROLEUM CORP COM
152.50 29,604.51 15,250.00 Corporate Stock - Common SYQUEST TECH INC COM
426,300.00 140,481.49 11,200.00 Corporate Stock - Common SYSCO CORP COM
6,781.25 6,954.36 700.00 Corporate Stock - Common SYSTEMAX INC COM
200.00 35,045.00 10,000.00 Corporate Stock - Common SYSTEMS OF EXCELLENCE INC COM
425.00 14,591.34 5,000.00 Corporate Stock - Common SYSTEMSOFT CORP COM
119,018.75 95,734.38 13,700.00 Corporate Stock - Common TACO CABANA INC COM
524,725.00 421,967.77 60,400.00 Corporate Stock - Common TACO CABANA INC COM
276,450.00 265,557.92 5,700.00 Corporate Stock - Common TALBOTS INC
255,620.00 297,134.12 10,000.00 Corporate Stock - Common TALISMAN ENERGY IN COM NPV USD LINE
6,135.00 9,565.12 240.00 Corporate Stock - Common TALISMAN ENERGY INC COM
10,125.00 9,517.45 600.00 Corporate Stock - Common TALK COM INC COM
1,852.00 - 1,852.00 Corporate Stock - Common TALK COM INC RT EXP 02-12-2000
40.00 - 40.00 Corporate Stock - Common TALK COM INC RT EXP 02-12-2000
843.75 923.70 50.00 Corporate Stock - Common TALK CY INC COM ISIN IS8742631067
498,982.00 75,371.33 6,512.00 Corporate Stock - Common TANDY CORP COM
2,162.50 2,900.31 100.00 Corporate Stock - Common TANGER FACTORY OUTLET CTRS INC COM
13,125.00 20,355.19 5,000.00 Corporate Stock - Common TARGETED GENETICS CORP COM
484,710.00 459,907.77 17,120.00 Corporate Stock - Common TCF FNCL CORP COM
5,312.50 8,556.60 5,000.00 Corporate Stock - Common TEAMSTAFF INC COM
155,400.00 85,356.64 3,200.00 Corporate Stock - Common TECHNE CORP COM
9,828.00 15,567.75 21,000.00 Corporate Stock - Common TECHNICLONE INTL CORP NEW COM
27,780.00 30,364.58 1,389.00 Corporate Stock - Common TECO ENERGY INC COM
763,692.90 997,801.68 15,900.00 Corporate Stock - Common TECUMSEH PRODS CO CL A
16,330.00 14,952.40 920.00 Corporate Stock - Common TEKELEC COM
465,050.00 416,238.29 26,200.00 Corporate Stock - Common TEKELEC COM
52,700.00 38,138.70 1,550.00 Corporate Stock - Common TEKTRONIX INC COM
384,200.00 361,667.74 11,300.00 Corporate Stock - Common TEKTRONIX INC COM
40,057.47 16,545.22 300.76 Corporate Stock - Common TEL & DATA SYS INC COM STK NEW
133,187.50 120,957.40 1,000.00 Corporate Stock - Common TEL & DATA SYS INC COM STK NEW
1,750.00 2,497.40 2,000.00 Corporate Stock - Common TELECOMM INDS CORP COM
1.50 13,916.35 1,500.00 Corporate Stock - Common TELEGROUP INC COM
12,915.00 10,581.67 615.00 Corporate Stock - Common TELETECH HLDGS INC COM
40,442.19 39,461.79 715.00 Corporate Stock - Common TELIGENT INC CL A COM STK
1,063,950.00 1,124,555.73 16,400.00 Corporate Stock - Common TELLABS INC COM
139,156.88 126,419.41 2,145.00 Corporate Stock - Common TELLABS INC COM
862,837.50 224,937.27 13,300.00 Corporate Stock - Common TELLABS INC COM
108,775.00 82,812.59 1,900.00 Corporate Stock - Common TEMPLE INLAND INC COM
360,675.00 445,289.19 6,300.00 Corporate Stock - Common TEMPLE INLAND INC COM
655,512.50 745,625.20 11,450.00 Corporate Stock - Common TEMPLE INLAND INC COM
7,625.00 13,245.63 1,000.00 Corporate Stock - Common TEMPLETON CHINA WORLD FD INC COM
Page 93 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
3,062.50 4,698.75 3,500.00 Corporate Stock - Common TENERA INC COM
234,281.25 210,390.35 10,500.00 Corporate Stock - Common TENET HEALTHCARE CORP COM
39,375.00 39,525.00 5,000.00 Corporate Stock - Common TENNECO AUTOMOTIVE INC COM
252,662.50 280,169.00 5,800.00 Corporate Stock - Common TERADYNE INC COM
8,712.50 8,717.45 200.00 Corporate Stock - Common TERADYNE INC COM
15,515.63 10,474.61 250.00 Corporate Stock - Common TERAYON COMMUNICATION SYS COM
3,375.00 5,061.20 100.00 Corporate Stock - Common TERRA NETWORKS S A SPONSORED ADR
1,139,531.25 676,913.18 18,700.00 Corporate Stock - Common TEXACO INC COM
1,358,906.25 1,280,182.52 22,300.00 Corporate Stock - Common TEXACO INC COM
111,978.93 101,332.35 1,837.60 Corporate Stock - Common TEXACO INC COM
362,418.75 156,394.42 5,100.00 Corporate Stock - Common TEXTRON INC COM
3,843.75 10,976.68 500.00 Corporate Stock - Common THAI FD INC COM
1,990.63 6,169.06 350.00 Corporate Stock - Common THERMEDICS INC COM
450,000.00 541,984.89 30,000.00 Corporate Stock - Common THERMO ELECTRON CORP COM
3,000.00 4,055.54 200.00 Corporate Stock - Common THERMO ELECTRON CORP COM
79,500.00 193,900.05 5,300.00 Corporate Stock - Common THERMO ELECTRON CORP COM
1,476.56 3,499.50 125.00 Corporate Stock - Common THERMO INSTR SYS INC COM
3,300.00 23,815.32 44,000.00 Corporate Stock - Common THERMO TECH TECHNOLOGIES INC COM
8,125.00 14,642.03 1,000.00 Corporate Stock - Common THERMOTREX CORP COM
4,462.50 7,197.41 280.00 Corporate Stock - Common THESTREET COM INC COM
77,900.00 67,422.36 1,900.00 Corporate Stock - Common THOMAS & BETTS CORP COM
481,731.25 546,868.99 12,100.00 Corporate Stock - Common THREE COM CORP COMMON STOCK
202,287.31 142,263.53 5,081.00 Corporate Stock - Common THREE COM CORP COMMON STOCK
183.00 3,434.95 1,000.00 Corporate Stock - Common THRILLTIME ENTMT INTL INC COM STK
6,387.50 6,928.46 200.00 Corporate Stock - Common TIDEWATER INC COM
469,481.25 478,826.04 14,700.00 Corporate Stock - Common TIDEWATER INC COM
443,931.25 366,526.32 13,900.00 Corporate Stock - Common TIDEWATER INC COM
1,194,462.50 1,089,493.61 37,400.00 Corporate Stock - Common TIDEWATER INC COM
860,250.00 682,815.90 11,100.00 Corporate Stock - Common TIFFANY & CO COM
3,591.00 3,123.33 266.00 Corporate Stock - Common TIMBERLINE SOFTWARE CORP COM
2,701,912.50 1,124,617.75 43,800.00 Corporate Stock - Common TIME WARNER INC COM
12,342.13 12,799.41 200.08 Corporate Stock - Common TIME WARNER INC COM
1,499,006.25 1,128,552.25 24,300.00 Corporate Stock - Common TIME WARNER INC COM
1,536,018.75 1,526,350.25 24,900.00 Corporate Stock - Common TIME WARNER INC COM
154,950.00 73,570.75 2,400.00 Corporate Stock - Common TIMES MIRROR CO SER A NEW COM STK
252,450.00 219,021.00 13,200.00 Corporate Stock - Common TIMKEN CO COM
40,162.50 37,383.52 2,100.00 Corporate Stock - Common TIMKEN CO COM
3,450.00 2,519.95 240.00 Corporate Stock - Common TITAN PHARMACEUTICALS INC DEL COM
735,868.75 638,247.38 28,100.00 Corporate Stock - Common TJX COS INC COM NEW
26,187.50 24,133.31 1,000.00 Corporate Stock - Common TJX COS INC COM NEW
282,825.00 88,439.34 10,800.00 Corporate Stock - Common TJX COS INC COM NEW
828,661.25 419,533.10 8,740.00 Corporate Stock - Common TMP WORLDWIDE INC COM
Page 94 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
141,212.50 178,649.02 7,900.00 Corporate Stock - Common TOLL BROS INC COM
1,098,275.00 1,487,407.62 44,600.00 Corporate Stock - Common TOMMY HILFIGER ORD SH
342,287.50 381,438.53 13,900.00 Corporate Stock - Common TOMMY HILFIGER ORD SH
148.00 - 8.00 Corporate Stock - Common TOO INC COM STK
180.00 6,411.50 1,500.00 Corporate Stock - Common TOPPERS BRICK OVEN PIZZA COM STK
11,375.00 8,248.27 1,000.00 Corporate Stock - Common TOPPS INC COM
170,625.00 162,546.00 15,000.00 Corporate Stock - Common TOPPS INC COM
142,875.00 88,721.63 4,500.00 Corporate Stock - Common TORCHMARK CORP COM
126,506.25 141,618.15 3,900.00 Corporate Stock - Common TORO CO COM
140,725.00 138,177.00 5,200.00 Corporate Stock - Common TOSCO CORP COM NEW
2.50 740.77 100.00 Corporate Stock - Common TOUR CFG INC COM STK
276,000.00 360,379.14 18,400.00 Corporate Stock - Common TOWER AUTOMOTIVE INC COM
855,000.00 1,016,739.08 57,000.00 Corporate Stock - Common TOWER AUTOMOTIVE INC COM
17,500.00 18,800.49 1,000.00 Corporate Stock - Common TOYS R US INC (HOLDING COMPANY)
146,125.00 234,253.74 8,350.00 Corporate Stock - Common TOYS R US INC (HOLDING COMPANY)
25,850.00 52,223.68 55,000.00 Corporate Stock - Common TRACKPOWER INC COM
117,656.50 336,094.92 36,202.00 Corporate Stock - Common TRANS WORLD AIRLS INC COM PAR $.01 NEW
1,668.75 1,970.58 150.00 Corporate Stock - Common TRANSCANADA PIPELINES LTD COM
6,562.00 18,233.45 2,000.00 Corporate Stock - Common TRANSCOASTAL MARINE SVCS INC COM
153.75 238.12 60.00 Corporate Stock - Common TRANSNET CORP COM
10,000.00 10,059.90 1,000.00 Corporate Stock - Common TRAVEL SVCS INTL INC COM
200.00 9,293.01 4,000.00 Corporate Stock - Common TREESOURCE INDS INC COM
69,525.00 52,641.15 2,700.00 Corporate Stock - Common TREX INC COM
61.88 - 5.00 Corporate Stock - Common TRIAD HOSPS INC COM ISIN US89579K1097
384,500.00 118,779.17 8,000.00 Corporate Stock - Common TRIBUNE CO COM
148,993.75 160,991.37 3,100.00 Corporate Stock - Common TRIBUNE CO COM
216,630.00 87,908.80 5,220.00 Corporate Stock - Common TRICON GLOBAL RESTAURANT INC
2,075.00 1,362.62 50.00 Corporate Stock - Common TRICON GLOBAL RESTAURANT INC
3,300.00 1,110.05 600.00 Corporate Stock - Common TRICORD SYS INC COM
12,600.00 8,440.04 1,200.00 Corporate Stock - Common TRIDENT MICROSYSTEMS INC COM
373,856.25 459,637.80 12,700.00 Corporate Stock - Common TRIGON HEALTHCARE INC CL A COM
288,487.50 295,125.06 9,800.00 Corporate Stock - Common TRIGON HEALTHCARE INC CL A COM
2,943.75 3,186.20 100.00 Corporate Stock - Common TRIGON HEALTHCARE INC CL A COM
10,125.00 10,994.03 600.00 Corporate Stock - Common TRIMBLE NAV LTD COM
374,400.00 410,834.09 12,800.00 Corporate Stock - Common TRINITY IND INC COM
692,917.50 358,945.26 8,140.00 Corporate Stock - Common TRIQUINT SEMICONDUCTOR INC COM
25.00 4,009.59 1,000.00 Corporate Stock - Common TRITEAL CORP COM
438,056.25 313,579.65 18,300.00 Corporate Stock - Common TRITON ENERGY LTD CL A ORD
4,675.00 3,711.98 100.00 Corporate Stock - Common TRITON PCS HLDGS INC CL A COM STK
470,185.63 348,016.19 11,810.00 Corporate Stock - Common TRUE N. COMMUNICATIONS
269,100.00 266,263.92 11,700.00 Corporate Stock - Common TRUSTMARK CORP COM
213,968.75 138,183.13 4,100.00 Corporate Stock - Common TRW INC COM
Page 95 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
1,550.00 2,942.48 200.00 Corporate Stock - Common TSR INC COM
712.50 1,073.02 50.00 Corporate Stock - Common TUBOSCOPE INC COM
410,500.00 375,559.54 16,420.00 Corporate Stock - Common TUESDAY MORNING CORP COM NEW
ISIN US8990355054
35,625.00 44,343.90 2,000.00 Corporate Stock - Common TUPPERWARE CORP COM
31,700.00 28,390.16 800.00 Corporate Stock - Common TUT SYS INC COM
6,125.00 17,724.47 7,000.00 Corporate Stock - Common TVX GOLD INC COM
195,000.00 172,500.00 20,000.00 Corporate Stock - Common TWINLAB CORP COM
4,250.00 4,204.09 1,000.00 Corporate Stock - Common TX BIOTECHNOLOGY CORP COM ISIN
US88221T1043
184,875.00 173,304.45 5,100.00 Corporate Stock - Common TX INDS INC
2,305,500.00 2,022,279.72 24,000.00 Corporate Stock - Common TX INSTRS INC COM
170,259.64 123,160.84 1,772.38 Corporate Stock - Common TX INSTRS INC COM
797,318.75 640,732.26 8,300.00 Corporate Stock - Common TX INSTRS INC COM
2,555,262.50 331,560.66 26,600.00 Corporate Stock - Common TX INSTRS INC COM
122,529.14 136,804.74 3,421.41 Corporate Stock - Common TX UTILS CO COM
658,950.00 682,374.44 18,400.00 Corporate Stock - Common TX UTILS CO COM
333,772.50 358,677.93 9,320.00 Corporate Stock - Common TX UTILS CO COM
2,272,264.88 1,081,737.44 56,718.00 Corporate Stock - Common TYCO INTL LTD NEW COM
1,987,100.00 1,304,360.82 49,600.00 Corporate Stock - Common TYCO INTL LTD NEW COM
1,273,987.50 1,030,301.85 31,800.00 Corporate Stock - Common TYCO INTL LTD NEW COM
136,221.83 136,111.94 3,400.23 Corporate Stock - Common TYCO INTL LTD NEW COM
5,496,575.00 4,338,176.36 137,200.00 Corporate Stock - Common TYCO INTL LTD NEW COM
1,684.38 14,384.64 1,925.00 Corporate Stock - Common U S DIAGNOSTIC INC COM
66,950.00 90,320.88 2,600.00 Corporate Stock - Common U S HOME CORP NEW COM
11,000.00 12,029.95 1,000.00 Corporate Stock - Common U S PLASTIC LMBR CORP
7,437.50 10,757.90 500.00 Corporate Stock - Common U S RESTAURANT PPTYS INC COM
34,808.87 22,712.67 560.87 Corporate Stock - Common U S WEST INC NEW COM
1,060,834.31 628,773.33 17,093.00 Corporate Stock - Common U S WEST INC NEW COM
18,750.00 20,600.00 20,000.00 Corporate Stock - Common U S WIRELESS DATA INC
67,050.00 78,632.71 2,400.00 Corporate Stock - Common U.S AIR GROUP COM
145,191.19 183,844.10 5,197.00 Corporate Stock - Common U.S AIR GROUP COM
5,943.75 5,020.58 50.00 Corporate Stock - Common U.S. CELLULAR CORP COM
1,271,962.50 598,901.94 10,700.00 Corporate Stock - Common U.S. CELLULAR CORP COM
830,843.75 797,770.52 12,085.00 Corporate Stock - Common UAL CORP COM STK PAR $0.01
125,173,881.30 121,829,649.60 1,820,711.00 Corporate Stock - Common UAL CORP COM STK PAR $0.01
83,300.00 77,572.18 3,400.00 Corporate Stock - Common UICI COM
12,250.00 54,062.06 7,000.00 Corporate Stock - Common ULTRADATA SYS INC COM
3,062.50 3,342.45 500.00 Corporate Stock - Common ULTRALIFE BATTERIES INC
116,437.50 120,572.90 4,600.00 Corporate Stock - Common ULTRAMAR-DIAMOND SHAMROCK CORP COM STK
453,093.75 631,184.25 17,900.00 Corporate Stock - Common ULTRAMAR-DIAMOND SHAMROCK CORP COM STK
255,656.25 237,335.40 13,500.00 Corporate Stock - Common ULTRATECH STEPPER INC COM
Page 96 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
33,102.75 30,993.37 1,748.00 Corporate Stock - Common ULTRATECH STEPPER INC COM
859,950.00 634,220.00 14,700.00 Corporate Stock - Common UN CARBIDE CORP COM
263,250.00 118,478.22 4,500.00 Corporate Stock - Common UN CARBIDE CORP COM
1,112.50 1,562.00 100.00 Corporate Stock - Common UN CMNTY BANCORP COM
395,325.00 340,375.90 8,400.00 Corporate Stock - Common UN PAC CORP COM
1,058,906.25 1,198,621.60 22,500.00 Corporate Stock - Common UN PAC CORP COM
1,694,250.00 1,590,082.20 36,000.00 Corporate Stock - Common UN PAC CORP COM
111,436.19 187,969.50 8,531.00 Corporate Stock - Common UN PAC RES GROUP INC COM
794,200.00 1,353,393.23 60,800.00 Corporate Stock - Common UN PAC RES GROUP INC COM
40,011.15 33,374.55 938.68 Corporate Stock - Common UN PLANTERS CORP COM
204,600.00 236,884.66 4,800.00 Corporate Stock - Common UN PLANTERS CORP COM
236,337.50 213,754.05 7,400.00 Corporate Stock - Common UNICOM CORP COM
1,498,125.00 1,358,530.87 34,000.00 Corporate Stock - Common UNIONBANCAL CORP COM
850,406.25 608,846.36 19,300.00 Corporate Stock - Common UNIONBANCAL CORP COM
5,625.00 5,668.18 500.00 Corporate Stock - Common UNISOURCE ENERGY CORP COM
299,000.00 210,618.16 10,400.00 Corporate Stock - Common UNISYS CORP COM
32,401.25 33,270.20 1,127.00 Corporate Stock - Common UNISYS CORP COM
184,975.00 193,418.80 2,800.00 Corporate Stock - Common UNITED PARCEL SVC INC CL B
1,281,506.25 488,395.31 12,300.00 Corporate Stock - Common UNITEDGLOBALCOM CL A
12,516.61 10,042.12 445.04 Corporate Stock - Common UNITIL CORP COM
550.00 1,723.47 200.00 Corporate Stock - Common UNIVIEW TECHNOLOGIES CORP COM PAR $0.10
272,137.50 225,591.32 8,200.00 Corporate Stock - Common UNOCAL CORP COM
1,095,187.50 1,301,946.91 33,000.00 Corporate Stock - Common UNOCAL CORP COM
223,125.00 302,617.54 17,000.00 Corporate Stock - Common UNOVA INC COM
263,886.50 316,514.70 8,104.00 Corporate Stock - Common UNUMPROVIDENT CORP COM
131,006.25 111,027.64 5,100.00 Corporate Stock - Common UNVL CORP VA COM
225,250.00 240,037.00 10,600.00 Corporate Stock - Common UNVL FOODS CORP COM
2.40 418.25 600.00 Corporate Stock - Common UNVL MED SYS INC
9,875.00 11,779.95 500.00 Corporate Stock - Common URBAN OUTFITTERS INC
10,375.00 8,185.00 2,000.00 Corporate Stock - Common UROLOGIX INC COM
144.34 2,213.19 140.00 Corporate Stock - Common UROMED CORP COM NEW
74,100.00 101,228.20 3,800.00 Corporate Stock - Common URS CORP NEW COM
847,918.38 450,795.67 24,802.00 Corporate Stock - Common US BANCORP DEL INC COM
520,912.50 658,052.61 28,740.00 Corporate Stock - Common US FOODSERVICE COM STK
195,750.00 221,116.50 10,800.00 Corporate Stock - Common US FOODSERVICE COM STK
3,774.40 10,328.65 800.00 Corporate Stock - Common US ONCOLOGY INC COM
1,412,000.00 1,352,378.38 35,300.00 Corporate Stock - Common USA NETWORKS INC COM STK
2,957.50 74,873.72 9,464.00 Corporate Stock - Common USA TALKS COM INC COM
3,437.50 4,998.84 1,000.00 Corporate Stock - Common USA TECHNOLOGIES INC COM NEW
1,650.00 1,842.45 200.00 Corporate Stock - Common USEC INC COM
146,850.00 161,846.50 17,800.00 Corporate Stock - Common USEC INC COM
296,425.00 251,757.94 7,100.00 Corporate Stock - Common USFREIGHTWAYS CORP COM
Page 97 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
751,500.00 505,405.50 18,000.00 Corporate Stock - Common USFREIGHTWAYS CORP COM
526,025.00 542,930.50 10,600.00 Corporate Stock - Common USG CORP COM NEW
19,129.56 14,655.05 349.00 Corporate Stock - Common USINTERNETWORKING INC COM
157,087.50 148,860.28 5,900.00 Corporate Stock - Common UST INC COM
771,975.00 707,314.77 29,200.00 Corporate Stock - Common USX - MARATHON GROUP COM NEW
14,984.54 14,583.60 566.79 Corporate Stock - Common USX - MARATHON GROUP COM NEW
277,593.75 249,844.80 10,500.00 Corporate Stock - Common USX - MARATHON GROUP COM NEW
75,937.50 92,210.97 3,000.00 Corporate Stock - Common USX-US STEEL GROUP COM
11,390.63 10,748.94 450.00 Corporate Stock - Common USX-US STEEL GROUP COM
442,968.75 419,766.52 17,500.00 Corporate Stock - Common USX-US STEEL GROUP COM
1,068.75 1,542.45 100.00 Corporate Stock - Common UTD CMNTY FINL CORP OH COM
16,905.00 30,320.23 980.00 Corporate Stock - Common UTD RENTALS INC COM
920,950.00 361,585.44 16,300.00 Corporate Stock - Common UTD TECHNOLOGIES CORP COM
11,300.00 11,806.87 200.00 Corporate Stock - Common UTD TECHNOLOGIES CORP COM
1,582,000.00 1,555,891.32 28,000.00 Corporate Stock - Common UTD TECHNOLOGIES CORP COM
85,050.00 85,096.20 4,200.00 Corporate Stock - Common UTI ENERGY CORP COM
416,587.50 388,784.57 20,700.00 Corporate Stock - Common UTILICORP UNITED INC COM
121,531.50 107,250.57 4,068.00 Corporate Stock - Common V F CORP COM
161,325.00 161,792.10 5,400.00 Corporate Stock - Common V F CORP COM
494,156.25 460,866.20 12,550.00 Corporate Stock - Common VALASSIS COMMUNICATIONS INC COM
631,968.75 314,644.31 16,050.00 Corporate Stock - Common VALASSIS COMMUNICATIONS INC COM
3,650.00 2,729.95 400.00 Corporate Stock - Common VALENCE TECH INC COM
390,307.50 364,358.44 9,960.00 Corporate Stock - Common VALSPAR CORP COM
6,250.00 6,342.45 500.00 Corporate Stock - Common VALUE AMER INC COM
351,000.00 188,515.96 7,800.00 Corporate Stock - Common VALUEVISION INTL INC COM
27,787.50 44,440.72 2,600.00 Corporate Stock - Common VARCO INTL INC COM
181,687.50 187,244.80 17,000.00 Corporate Stock - Common VARCO INTL INC COM
417,360.00 356,767.49 17,760.00 Corporate Stock - Common VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS
INC COM
2,650.00 2,204.95 200.00 Corporate Stock - Common VDI MULTIMEDIA COM
4,137.50 2,773.70 100.00 Corporate Stock - Common VEECO INSTRS INC DEL COM
405,475.00 346,845.81 9,800.00 Corporate Stock - Common VEECO INSTRS INC DEL COM
6,648.00 6,850.00 2,000.00 Corporate Stock - Common VELVET EXPL LTD COM STK
198,687.50 218,197.75 28,900.00 Corporate Stock - Common VENATOR GROUP INC COM STK
10.00 6,703.92 1,000.00 Corporate Stock - Common VENTURE SEISMIC LTD COM
18,581.25 11,511.20 100.00 Corporate Stock - Common VERISIGN INC COM
1,077,712.50 315,328.60 5,800.00 Corporate Stock - Common VERISIGN INC COM
7,281.25 8,622.08 500.00 Corporate Stock - Common VERITAS DGC INC COM
398,430.00 730,873.51 27,360.00 Corporate Stock - Common VERITAS DGC INC COM
100,481.25 109,624.10 6,900.00 Corporate Stock - Common VERITAS DGC INC COM
339,306.25 480,910.88 23,300.00 Corporate Stock - Common VERITAS DGC INC COM
13,734.38 12,104.95 150.00 Corporate Stock - Common VERITAS SOFTWARE CORP
Page 98 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
370.00 614.71 160.00 Corporate Stock - Common VERSAR INC COM
5,257.50 3,264.49 60.00 Corporate Stock - Common VERTICALNET INC OC-COM
15,622.90 11,181.50 100.00 Corporate Stock - Common VESTAS WIND SYS COM ISIN# DK0010242056
1,174,100.00 453,727.59 23,600.00 Corporate Stock - Common VIACOM COM CL B
1,651,700.00 1,400,887.80 33,200.00 Corporate Stock - Common VIACOM COM CL B
2,143.75 5,804.95 350.00 Corporate Stock - Common VIASOFT INC COM
37,800.00 38,149.43 900.00 Corporate Stock - Common VIATEL INC COM
6,506.25 4,462.72 300.00 Corporate Stock - Common VICAL INC COM
1,187.50 1,375.67 500.00 Corporate Stock - Common VIDEOLABS INC COM
7,218.75 9,307.53 3,300.00 Corporate Stock - Common VIEW SYS INC COM
161,381.25 161,130.82 15,100.00 Corporate Stock - Common VINTAGE PETE INC COM
2,218.00 4,311.15 1,000.00 Corporate Stock - Common VIRTUAL TECH CORP COM
175.00 1,706.00 1,000.00 Corporate Stock - Common VIRTUALSELLERS COM INC COM
14,468.75 14,811.20 500.00 Corporate Stock - Common VISHAY INTERTECHNOLOGY INC COM
1,500.00 2,483.72 500.00 Corporate Stock - Common VISTA INFORMATION SOLUTIONS INC COM NEW
1,275.00 3,412.00 100.00 Corporate Stock - Common VISUAL DATA CORP COM NEW
318.25 13,081.75 3,350.00 Corporate Stock - Common VISUAL EDGE SYS INC COM
156,288.44 151,734.82 2,015.00 Corporate Stock - Common VISX INC DEL COM
183,047.50 187,317.21 2,360.00 Corporate Stock - Common VISX INC DEL COM
775,625.00 306,447.69 10,000.00 Corporate Stock - Common VISX INC DEL COM
135,187.50 37,832.96 3,000.00 Corporate Stock - Common VITESSE SEMICONDUCTOR CORP COM
9,981.25 8,200.00 100.00 Corporate Stock - Common VITRIA TECHNOLOGY INC COM
2,745.00 5,268.10 1,220.00 Corporate Stock - Common VIVUS INC COM
179,076.56 147,696.76 3,795.00 Corporate Stock - Common VODAFONE AIRTOUCH PLC
1,307,093.75 1,125,642.67 27,700.00 Corporate Stock - Common VODAFONE AIRTOUCH PLC
138.00 9,721.50 4,600.00 Corporate Stock - Common VOICE POWERED TECH INTL INC COM
512,910.00 150,112.21 5,560.00 Corporate Stock - Common VOICESTREAM WIRELESS CORP COM
98.81 129.63 17.00 Corporate Stock - Common VORNADO OPER CO COM
2.43 5,105.73 1,213.00 Corporate Stock - Common VOXEL COM
5,655.00 12,158.77 1,560.00 Corporate Stock - Common VTEL CORP
31,900.00 39,155.60 8,800.00 Corporate Stock - Common VTEL CORP
136,850.00 164,084.00 3,400.00 Corporate Stock - Common VULCAN MATERIALS CO COM
1,250.00 12,725.00 5,000.00 Corporate Stock - Common W COAST ENTMT CORP COM
569,821.00 533,929.91 19,649.00 Corporate Stock - Common WA MUT INC COM
843,900.00 1,185,845.53 29,100.00 Corporate Stock - Common WA MUT INC COM
49,322.59 54,979.48 1,700.78 Corporate Stock - Common WA MUT INC COM
534,318.75 367,216.09 6,900.00 Corporate Stock - Common WACHOVIA CORP COM NEW
39,028.50 12,470.20 504.00 Corporate Stock - Common WACHOVIA CORP COM NEW
13,268.75 26,334.57 1,100.00 Corporate Stock - Common WACKENHUT CORRECTIONS CORP COM
434,963.13 440,193.88 17,530.00 Corporate Stock - Common WADDELL & REED FINL INC CL A COM
5,405.00 49,297.81 23,000.00 Corporate Stock - Common WADE COOK FINL CORP COM
8,684,087.50 1,972,297.46 150,700.00 Corporate Stock - Common WAL-MART STORES INC COM
Page 99 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
3,250,050.00 1,705,973.98 56,400.00 Corporate Stock - Common WAL-MART STORES INC COM
483,997.16 387,345.97 8,399.08 Corporate Stock - Common WAL-MART STORES INC COM
916,237.50 504,688.54 15,900.00 Corporate Stock - Common WAL-MART STORES INC COM
1,502,850.00 1,324,348.39 51,600.00 Corporate Stock - Common WALGREEN CO COM
174,043.34 136,836.20 5,975.74 Corporate Stock - Common WALGREEN CO COM
990,250.00 240,471.93 34,000.00 Corporate Stock - Common WALGREEN CO COM
28,689.38 30,640.44 1,430.00 Corporate Stock - Common WALLACE COMPUTER SVCS INC COM
5,219,812.50 3,689,288.28 58,200.00 Corporate Stock - Common WARNER LAMBERT CO COM
1,058,312.50 821,176.46 11,800.00 Corporate Stock - Common WARNER LAMBERT CO COM
5,148,062.50 4,014,140.61 57,400.00 Corporate Stock - Common WARNER LAMBERT CO COM
35,930.52 28,001.25 400.62 Corporate Stock - Common WARNER LAMBERT CO COM
2,600,937.50 562,630.14 29,000.00 Corporate Stock - Common WARNER LAMBERT CO COM
220,440.00 260,400.00 10,560.00 Corporate Stock - Common WASH FED INC COM
285,750.00 288,059.65 500.00 Corporate Stock - Common WASH POST CO CL B COM
50,999.24 72,819.29 3,138.42 Corporate Stock - Common WASTE MGMT INC DEL COM STK
340,063.75 1,001,919.86 20,927.00 Corporate Stock - Common WASTE MGMT INC DEL COM STK
119,000.00 147,726.62 3,200.00 Corporate Stock - Common WATSON PHARMACEUTICALS INC COM
43,137.50 46,377.54 1,160.00 Corporate Stock - Common WATSON PHARMACEUTICALS INC COM
4,927.50 8,376.02 365.00 Corporate Stock - Common WAVE SYS CORP CL A
16,032.93 17,519.92 700.89 Corporate Stock - Common WEBB DEL CORP COM
153,262.50 153,906.00 6,700.00 Corporate Stock - Common WEBB DEL CORP COM
402,600.00 399,599.12 17,600.00 Corporate Stock - Common WEBB DEL CORP COM
45,262.50 52,557.63 1,700.00 Corporate Stock - Common WEBSTER FNCL CORP WATERBURY CONN COM
5,756.25 3,992.45 100.00 Corporate Stock - Common WEBTRENDS CORP COM
3,150.00 2,938.20 1,200.00 Corporate Stock - Common WEGENER CORP COM
324,393.75 292,412.04 7,900.00 Corporate Stock - Common WEIS MKT INC COM
126,637.50 190,322.00 2,200.00 Corporate Stock - Common WELLPOINT HLTH NETWORKS INC CL A (NEW)
DELAW EFF 8-4-97
575,625.00 585,272.06 10,000.00 Corporate Stock - Common WELLPOINT HLTH NETWORKS INC CL A (NEW)
DELAW EFF 8-4-97
2,596,095.00 838,978.04 55,830.00 Corporate Stock - Common WELLS FARGO & CO NEW COM STK
976,500.00 771,419.65 21,000.00 Corporate Stock - Common WELLS FARGO & CO NEW COM STK
999,750.00 141,678.09 21,500.00 Corporate Stock - Common WELLS FARGO & CO NEW COM STK
18,809.25 12,714.73 404.50 Corporate Stock - Common WELLS FARGO & CO NEW COM STK
90,456.25 65,215.25 4,100.00 Corporate Stock - Common WENDY S INTL INC COM
76.36 80.10 3.46 Corporate Stock - Common WENDY S INTL INC COM
306,830.00 360,098.76 9,760.00 Corporate Stock - Common WESTAMERICA BANCORPORATION COM
9,093.00 7,548.90 1,000.00 Corporate Stock - Common WESTELL TECHNOLOGIES INC CL A
34,136.00 50,532.45 34,000.00 Corporate Stock - Common WESTN COPPER HLDGS LTD COM
4,528.13 11,212.09 1,150.00 Corporate Stock - Common WESTN DIGITAL CORP COM
79,187.50 88,766.60 7,000.00 Corporate Stock - Common WESTN GAS RES INC COM
52.00 952.27 2,000.00 Corporate Stock - Common WESTN PAC AIRLS INC COM
Page 100 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
4,671.88 5,217.45 250.00 Corporate Stock - Common WESTN RES INC COM
250,412.50 519,515.77 13,400.00 Corporate Stock - Common WESTN RES INC COM
551,658.75 198,979.74 9,420.00 Corporate Stock - Common WESTN WIRELESS CORP CL A
624,881.25 619,093.74 20,700.00 Corporate Stock - Common WESTVACO CORP COM
493,263.75 505,646.20 16,340.00 Corporate Stock - Common WESTVACO CORP COM
101,128.13 82,689.89 3,350.00 Corporate Stock - Common WESTVACO CORP COM
486,937.50 332,912.81 7,950.00 Corporate Stock - Common WEYERHAEUSER CO COM
275,625.00 287,291.25 4,500.00 Corporate Stock - Common WEYERHAEUSER CO COM
1,163,750.00 701,953.98 19,000.00 Corporate Stock - Common WEYERHAEUSER CO COM
232,750.00 224,594.44 3,800.00 Corporate Stock - Common WEYERHAEUSER CO COM
60.00 1,899.90 3,000.00 Corporate Stock - Common WEYMIN MNG CORP COM
359,900.00 385,485.35 5,900.00 Corporate Stock - Common WHIRLPOOL CORP COM
915,000.00 588,706.38 15,000.00 Corporate Stock - Common WHIRLPOOL CORP COM
158,600.00 115,151.09 2,600.00 Corporate Stock - Common WHIRLPOOL CORP COM
45.00 4,507.03 500.00 Corporate Stock - Common WHITEHALL ENTERPRISES INC COM
41,278.13 38,949.25 1,050.00 Corporate Stock - Common WHOLE FOODS MKT INC COM
48,812.50 51,040.00 5,500.00 Corporate Stock - Common WHX CORP COM
361,237.50 360,958.23 10,140.00 Corporate Stock - Common WILD OATS MKTS INC COM
157,225.00 129,283.79 3,800.00 Corporate Stock - Common WILLAMETTE IND INC COM
70,337.50 73,709.45 1,700.00 Corporate Stock - Common WILLAMETTE IND INC COM
15,250.00 1,895.45 1,000.00 Corporate Stock - Common WILLAMETTE VY VINEYARD INC COM
496,125.00 252,068.40 14,700.00 Corporate Stock - Common WILLIAMS CO INC COM
1,215.00 1,684.76 36.00 Corporate Stock - Common WILLIAMS CO INC COM
2,981.25 3,293.25 100.00 Corporate Stock - Common WILLIAMS COMMUNICATIONS GROUP INC COM
812.40 1,192.65 400.00 Corporate Stock - Common WILLIAMS CTLS INC COM
15,525.00 12,072.25 450.00 Corporate Stock - Common WIND RIV SYS INC COM
130,937.50 129,577.00 5,000.00 Corporate Stock - Common WINN-DIXIE STORES INC COM
350,175.00 375,303.42 6,900.00 Corporate Stock - Common WINSTAR COMMUNICATIONS INC COM
10,150.00 8,984.90 200.00 Corporate Stock - Common WINSTAR COMMUNICATIONS INC COM
10,800.00 9,829.95 200.00 Corporate Stock - Common WIRELESS FACS INC COM
1,987.50 3,030.00 100.00 Corporate Stock - Common WIS ENERGY COM
457,125.00 572,290.40 23,000.00 Corporate Stock - Common WIS ENERGY COM
2,812.50 3,373.70 1,000.00 Corporate Stock - Common WISER OIL CO DEL COM
21,450.00 22,049.87 1,100.00 Corporate Stock - Common WIT CAP GROUP INC COM STK
112,612.50 119,926.62 9,900.00 Corporate Stock - Common WMS INDS INC COM
47,703.94 47,721.13 3,141.00 Corporate Stock - Common WORLD ACCESS INC (NEW)
1,387.20 2,222.34 1,200.00 Corporate Stock - Common WORLD WIDE WIRELESS COMMUNICATIONS INC COM
50,400.00 50,979.78 3,150.00 Corporate Stock - Common WORTHINGTON INDS INC COM
321,440.00 335,825.21 20,090.00 Corporate Stock - Common WORTHINGTON INDS INC COM
89,600.00 69,721.27 5,600.00 Corporate Stock - Common WORTHINGTON INDS INC COM
324,431.25 137,277.35 3,900.00 Corporate Stock - Common WRIGLEY WM JR CO CAP
Page 101 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
660.94 5,341.84 235.00 Corporate Stock - Common WYNDHAM INTL INC CL A
235.00 - 235.00 Corporate Stock - Common WYNDHAM INTL INC RT PUR PFD CONV SER A
2,781.00 6,964.44 1,000.00 Corporate Stock - Common XATA CORP COM NEW
607,715.50 436,975.30 22,456.00 Corporate Stock - Common XEROX CORP COM
28,415.65 30,147.08 1,050.00 Corporate Stock - Common XEROX CORP COM
649,500.00 466,950.77 24,000.00 Corporate Stock - Common XEROX CORP COM
1,900.00 855.80 200.00 Corporate Stock - Common XICOR INC COM
474,350.00 466,188.00 5,300.00 Corporate Stock - Common XILINX INC COM
161,995.00 101,927.51 1,810.00 Corporate Stock - Common XILINX INC COM
15,000.00 26,924.98 5,000.00 Corporate Stock - Common XOMA CORPORATION COM BERMUDA
438,477.75 356,288.17 2,061.00 Corporate Stock - Common YAHOO INC COM
276,575.00 266,309.28 1,300.00 Corporate Stock - Common YAHOO INC COM
266,062.50 297,000.00 16,500.00 Corporate Stock - Common YANKEE CANDLE CO COM ISIN US9847571042
70,612.50 67,677.96 4,200.00 Corporate Stock - Common YELLOW CORP COM
260,937.50 215,250.00 5,000.00 Corporate Stock - Common YOUNG & RUBICAM INC COM
836,864.53 612,707.11 16,420.00 Corporate Stock - Common ZALE CORP NEW COM STK
779,625.00 424,680.17 15,400.00 Corporate Stock - Common ZALE CORP NEW COM STK
60.00 558.55 3,000.00 Corporate Stock - Common ZANE INTERACTIVE PUBG INC COM
22,875.00 11,608.02 1,500.00 Corporate Stock - Common ZI CORP COM
1,146.88 2,014.33 50.00 Corporate Stock - Common ZIFF-DAVIS INC COM ZDNET ZDNET ISIN
US9895112095
43,250.00 35,759.67 1,000.00 Corporate Stock - Common ZIXIT CORP
1,801.88 5,429.94 155.00 Corporate Stock - Common ZOLTEK COS INC COM
114,796.10 98,474.60 3,100.00 Corporate Stock - Common ZOMAX INC COM
543.75 2,899.50 100.00 Corporate Stock - Common ZONAGEN INC COM
7,975.00 6,954.95 200.00 Corporate Stock - Common ZORAN CORP COM
356,351.47 315,652.39 22,741.00 Partnership/Joint Venture ##MFO STRONG INTL STK FD OPEN END FD
Interests DO NOT USE SEE SEC #2848295
49,798,716.42 - 1.00 Partnership/Joint Venture &&&UAL DCX MUTUAL FUNDS SUNDRY ASSET
Interests
(49,798,716.42) - 1.00 Partnership/Joint Venture &&&UAL DCX MUTUAL FUNDS SUNDRY ASSET
Interests
32,725.11 32,546.07 301.10 Partnership/Joint Venture DIAMONDS TR SER 1 UNIT
Interests
7,929.60 8,067.45 100.00 Partnership/Joint Venture MIDCAP SPDR TR UNIT SER 1 COM
Interests
72,000.00 47,650.80 2,400.00 Partnership/Joint Venture MLP ALLIANCE CAP MGMT HLDG L P UNIT LTD
Interests PARTNERSHIP INT
7,825.00 10,890.70 400.00 Partnership/Joint Venture MLP CROWN PAC PARTNERS L P UNIT REPSTG
Interests LTD PARTNERSHIP INT
40.00 998.78 1,000.00 Partnership/Joint Venture MLP PRIME MTR INN LTD PARTNERSHIP DEPOS RCPT
Interests MASTER LTD PARTNERSHIP
725.00 7,690.26 200.00 Partnership/Joint Venture MLP TERRA NITROGEN CO L P COM UNIT
Interests
29,764.17 14,476.34 896.51 Partnership/Joint Venture PBHG LARGE CAP 20 FD
Interests
17,483.56 11,703.12 1,465.51 Partnership/Joint Venture SPECTRA FD INC COM STK
Interests
5,681.25 5,666.50 300.00 Partnership/Joint Venture SUBN PROPANE PARTNERS L P UNIT LTD
Interests PARTNERSHIP INT COM
Page 102 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
3,265.50 2,128.86 250.00 Partnership/Joint Venture WEBS INDEX FD INC HONG KONG SER
Interests
5,025.00 3,143.01 600.00 Partnership/Joint Venture WEBS INDEX FD INC SINGAPORE FREE SER
Interests
2,165.63 10,757.26 550.00 Real Estate - Income #REORG CAPSTEAD MTG CORP COM REVSPLIT
Producing TOCAPSTEAD MTG CORP NEW 2-108902 05-08-00
63,787.50 97,426.80 16,200.00 Real Estate - Income #REORG CAPSTEAD MTG CORP COM REVSPLIT
Producing TOCAPSTEAD MTG CORP NEW 2-108902 05-08-00
13,446.00 20,589.98 747.00 Real Estate - Income #REORG STARWOOD FINL INC N/C TO ISTAR
Producing FINL INC #2-408985 @ 1 EFF 05-01-00
4,985.75 4,974.20 154.00 Real Estate - Income AVALONBAY CMNTYS INC COM
Producing
2,600.00 2,823.70 100.00 Real Estate - Income CHATEAU CMNTYS INC COM
Producing
238,207.73 270,534.73 22,158.86 Real Estate - Income COML NET LEASE RLTY INC COM
Producing
15,488.22 18,359.83 837.20 Real Estate - Income DUKE-WEEKS RLTY CORP INC COM NEW
Producing
34,208.69 38,202.45 851.23 Real Estate - Income EQTY RESDNTL PPTYS TR SH BEN INT
Producing
0.03 0.02 0.00 Real Estate - Income ESSEX PPTY TR COM
Producing
3,095.24 504.69 182.07 Real Estate - Income FELCOR LODGING TR INC COM
Producing
59,317.05 63,326.12 2,665.94 Real Estate - Income FRANCHISE FIN CORP AMER COM STK
Producing
33,196.17 39,747.49 2,329.56 Real Estate - Income GLIMCHER RLTY TR COM
Producing
1,656.25 2,255.00 100.00 Real Estate - Income HEALTHCARE RLTY TR
Producing
7,400.00 13,202.10 400.00 Real Estate - Income HOSPITALITY PROPS TR COM
Producing
9,526.82 10,977.17 1,023.01 Real Estate - Income HOST MARRIOTT CORP REIT
Producing
4,031.25 6,376.15 500.00 Real Estate - Income HRPT PPTYS TR COM SH BEN INT
Producing
3,937.50 6,097.48 500.00 Real Estate - Income INNKEEPERS USA TR COM
Producing
10,207.75 10,788.54 307.00 Real Estate - Income KIMCO RLTY CORP COM
Producing
17,500.00 19,223.51 5,000.00 Real Estate - Income LIBERTE INVS INC REIT
Producing
7,084.56 7,865.18 310.56 Real Estate - Income LIBERTY PPTY TR SH BEN INT
Producing
1,312.50 1,804.95 200.00 Real Estate - Income MEDITRUST PAIRED CTF NEW COM STK
Producing
14,656.25 21,282.32 700.00 Real Estate - Income NATL GOLF PPTYS INC COM STK
Producing
11,871.39 18,288.72 753.74 Real Estate - Income NATL HLTH INVS INC COM
Producing
84,986.67 104,354.28 5,229.95 Real Estate - Income NEW PLAN EXCEL RLTY TR INC
Producing
3,350.00 5,276.24 200.00 Real Estate - Income OMEGA HEALTHCARE INVS INC COM
Producing
34,838.48 35,210.70 1,494.41 Real Estate - Income SIMON PPTY GROUP INC COM
Producing
2,000.00 3,100.31 100.00 Real Estate - Income SOVRAN SELF STORAGE INC
Producing
9,125.00 9,806.10 500.00 Real Estate - Income SUMMIT PPTY INC COM
Producing
12,049.43 13,329.90 381.76 Real Estate - Income VORNADO RLTY TR COM
Producing
2,038.74 2,217.09 54.28 Real Estate - Income WEINGARTEN RLTY INVESTORS SH BEN INT
Producing
1,700.00 1,879.95 200.00 Real Estate - Income WINSTON HOTELS INC COM
Producing
22,220,663.86 22,220,663.86 22,220,663.86 Loans to Participants/Other &&& PARTICIPANT LOANS OUTSTANDING
59,690.00 59,690.00 59,690.00 Loans to Participants/Other &&& UAL - LOAN ASSET
- - 7.00 Loans to Participants/Other &&& UAL - LOAN PRIN. ONLY (PAYABLE)
34,387,749.81 34,387,749.81 34,387,749.81 Value of Interest in COLTV SHORT TERM INVT FD
Common/Collective Trusts
3,864,707.56 3,173,296.39 51,819.62 Value of Interest in ##MFO FIDELITY MT VERNON STR TR GROWTH
Registered Investment
Companies
Page 103 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
50,189.67 49,223.70 1,881.17 Value of Interest in ##MFO SCUDDER INVT TR GROWTH & INC N/C
Registered Investment INVT TR SCUDDER GROWTH & INC SEE 2423858
Companies
6,018.98 5,827.01 517.54 Value of Interest in #REORG DREYFUS FOUNDERS BALANCED FD
Registered Investment CUSIP CHANGE SEE SEC #2-281668 2-24-00
Companies
22,122.98 14,866.66 900.77 Value of Interest in #REORG FOUNDERS FDS INC GROWTH FD CUSIP CHANGED
Registered Investment SEE SEC #2-281670 EFF 02-24-00
Companies
3,791.39 3,167.85 168.58 Value of Interest in #REORG INVESCO DYNAMICS FD INC CUSIP
Registered Investment CHANGED SEE SEC#2-424262 EFF 02-04-00
Companies
6,562.50 8,092.88 500.00 Value of Interest in #REORG MFC MORGAN STANLEY EMERGING MKTS FD
Registered Investment N/C MFC M/S/D/W EMERGING MKTS 2589378
Companies
46,889.28 46,815.84 48.00 Value of Interest in #REORG WORLDWD FLIGHT SVCS INC MAND UNITSEP
Registered Investment BD 4-938260 & WT 2-945908 2-08-00
Companies
15,187.50 13,004.75 25.00 Value of Interest in AIRGATE PCS INC UNIT $1000 SR SUB DISC
Registered Investment NT & WT EXP 13.5 DUE 10-01-2009 BEO
Companies
2,845.12 3,285.28 523.29 Value of Interest in MFC 1ST AUSTRALIA PRIME INC FD INC
Registered Investment
Companies
18,772.99 19,474.08 2,016.00 Value of Interest in MFC ASIA TIGERS FD INC
Registered Investment
Companies
5,270.00 6,748.24 340.00 Value of Interest in MFC BRAZIL FD
Registered Investment
Companies
1,520.08 2,967.46 142.24 Value of Interest in MFC CHILE FD INC COM CLOSED END FD
Registered Investment
Companies
4,984.10 5,300.12 550.00 Value of Interest in MFC DUFF & PHELPS UTILS INC INC CLOSED
Registered Investment END FD
Companies
2,860.58 3,094.97 209.00 Value of Interest in MFC H & Q LIFE SCI INVESTORS SH BEN INT
Registered Investment
Companies
2,202.75 6,876.17 750.00 Value of Interest in MFC JAKARTA GROWTH FD INC CLOSED END FD
Registered Investment
Companies
7,406.00 4,231.34 500.00 Value of Interest in MFC KOREA FD INC CLOSED END FD
Registered Investment
Companies
1,933.89 2,081.78 396.70 Value of Interest in MFC SCUDDER GLOBAL HI INC FD INC COM
Registered Investment
Companies
17,062.00 11,278.84 1,000.00 Value of Interest in MFC SCUDDER NEW ASIA FD INC COM CLOSED
Registered Investment END FD
Companies
8,687.00 11,728.97 1,000.00 Value of Interest in MFC SINGAPORE FD INC COM CLOSED END FD
Registered Investment
Companies
2,662.40 2,920.75 200.00 Value of Interest in MFC SO AFRICA FD INC COM
Registered Investment
Companies
7.18 10.33 0.51 Value of Interest in MFC SWISS HELVETIA FD INC COM CLOSED ENDFD
Registered Investment
Companies
36,000.00 53,805.86 4,000.00 Value of Interest in MFC TEMPLETON DRAGON FD INC COM
Registered Investment
Companies
Page 104 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
1,137.50 1,114.06 100.00 Value of Interest in MFC TEMPLETON EMERGING MKT FD INC CLOSEDEND FD
Registered Investment
Companies
929.12 1,188.68 104.69 Value of Interest in MFC TEMPLETON VIETNAM & S.E. ASIA FD INC
Registered Investment
Companies
9,745.45 8,678.44 285.37 Value of Interest in MFO 3RD AVE FD
Registered Investment
Companies
40,082.78 27,858.49 1,995.16 Value of Interest in MFO ACORN FD INC CAP OPEN END FD
Registered Investment
Companies
891,009.85 428,694.11 15,879.70 Value of Interest in MFO ADVISORS INNER CIRCLE FD WHITE OAK
Registered Investment GROWTH STK FD
Companies
1,170,516.08 805,308.48 31,048.17 Value of Interest in MFO AIM CONSTELLATION FD OPEN END FD
Registered Investment
Companies
157,883.30 111,815.29 8,830.16 Value of Interest in MFO AIM EQTY FD INC CHARTER FD RETAIL
Registered Investment CLDBTFL
Companies
373,421.33 305,299.26 12,340.43 Value of Interest in MFO AIM EQTY FDS INC WEINGARTEN CL A
Registered Investment
Companies
450,884.52 317,281.71 18,328.64 Value of Interest in MFO AIM INTERNATIONAL EQUITY FUND
Registered Investment
Companies
1,232,290.32 904,122.89 25,036.37 Value of Interest in MFO AIM VALUE FD CL A
Registered Investment
Companies
4,990.81 3,973.84 384.20 Value of Interest in MFO AL FRANK FD
Registered Investment
Companies
161.66 184.56 25.91 Value of Interest in MFO AMER CENTY CAP PORTFOLIOS INC EQTY
Registered Investment INC FD INV
Companies
10,962.70 12,116.97 1,827.12 Value of Interest in MFO AMER CENTY CAP PORTFOLIOS INC VALUE FD INV
Registered Investment
Companies
89,226.37 125,463.64 16,584.83 Value of Interest in MFO AMER CENTY GLOBAL GOLD EQUITIES I
Registered Investment
Companies
5,993.99 6,467.43 636.31 Value of Interest in MFO AMER CENTY GOVT INC TR BENHAM
Registered Investment LONG-TERM TREAS
Companies
33,490.42 35,425.00 3,171.44 Value of Interest in MFO AMER CENTY INTL BD FDS BENHAM
Registered Investment EUROPEAN GOVT BD FD
Companies
44,282.28 34,972.02 2,513.18 Value of Interest in MFO AMER CENTY MUT FDS INC 20TH CENTY
Registered Investment VISTA FD INV
Companies
23,447.88 20,659.62 727.97 Value of Interest in MFO AMER CENTY QUANTITATIVE EQTY FDS INC&
Registered Investment GROWTH INV CL
Companies
22,871.62 21,489.93 316.61 Value of Interest in MFO AMER CENTY TARGET MATS TR 2005
Registered Investment
Companies
82,773.40 86,441.70 3,233.34 Value of Interest in MFO AMER CENTY TARGET MATS TR BENHAM
Registered Investment TARGET MATS TR 2025 INVS CL
Companies
209,392.22 149,621.22 13,775.80 Value of Interest in MFO AMER CENTY WORLD MUT FDS INC 20TH
Registered Investment CENTY INTL DISCOVERY FD INV
Companies
Page 105 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
14,722.61 10,548.34 1,130.77 Value of Interest in MFO AMER CENTY WORLD MUT FDS INC 20TH
Registered Investment CENTY INTL GROWTH FD INV
Companies
45,356.50 41,898.26 1,614.69 Value of Interest in MFO AMERINDO FDS INC TECH FD CL D
Registered Investment
Companies
14,812.77 17,603.39 822.48 Value of Interest in MFO AMERN AADVANTAGE FDS GROWTH & INC FDPLANAHEAD CL
Registered Investment
Companies
252,828.06 183,275.47 6,172.56 Value of Interest in MFO AMERN CENTY ULTRA INV FD
Registered Investment
Companies
2,311.07 2,500.00 69.49 Value of Interest in MFO ARIEL GROWTH APPRECIATION FD
Registered Investment
Companies
143,456.13 113,618.91 6,117.53 Value of Interest in MFO ARTISAN INC INTL FD
Registered Investment
Companies
30,670.04 30,094.94 667.03 Value of Interest in MFO BABSON VALUE FD INC OPEN END FD
Registered Investment
Companies
15,140.21 11,834.99 512.36 Value of Interest in MFO BARON AST FD GROWTH & INC FD
Registered Investment
Companies
302,266.37 260,626.90 5,504.76 Value of Interest in MFO BARON AST FD SH BEN INT
Registered Investment
Companies
179,272.96 156,142.35 11,528.81 Value of Interest in MFO BARON AST FD SMALL CAP FD
Registered Investment
Companies
46,837.68 56,020.96 5,575.91 Value of Interest in MFO BARR ROSENBERG SER TR MKT NUETRAL FDINV SHS
Registered Investment
Companies
45,484.42 36,875.50 2,431.02 Value of Interest in MFO BERGER 1 HUNDRED FD INC OPEN END FD
Registered Investment
Companies
1,069.82 1,003.75 57.83 Value of Interest in MFO BERGER INVT PORTFOLIO TR BALANCED FD
Registered Investment
Companies
15,558.99 8,070.89 460.73 Value of Interest in MFO BERGER INVT PORTFOLIO TR NEW
Registered Investment GENERATION FD
Companies
39,233.83 34,755.71 1,839.37 Value of Interest in MFO BERGER SMALL CAP VALUE INVESTOR FD
Registered Investment
Companies
49,290.58 45,027.31 7,962.94 Value of Interest in MFO BERGER SMALL CO FD OPEN END FD
Registered Investment
Companies
20,787.30 20,787.29 1,910.60 Value of Interest in MFO BRAMWELL FDS INC FOCUS FD
Registered Investment
Companies
38,604.97 38,604.96 1,498.64 Value of Interest in MFO BRAMWELL FDS INC GROWTH FD
Registered Investment
Companies
49,619.54 42,842.37 2,358.34 Value of Interest in MFO BRANDES INVT TR INSTL INTL EQTY FD
Registered Investment
Companies
45,447.87 35,404.62 1,115.56 Value of Interest in MFO BRANDYWINE FD INC COM OPEN END FD
Registered Investment
Companies
32,584.28 26,284.14 1,178.46 Value of Interest in MFO BT INVT FDS INTL EQTY FD
Registered Investment
Companies
Page 106 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
24,614.67 64,568.91 5,945.57 Value of Interest in MFO CAPPIELLO RUSHMORE TR GOLD FD
Registered Investment
Companies
10,000.00 10,056.07 926.78 Value of Interest in MFO CGM TR RLTY FD
Registered Investment
Companies
43,825.54 47,234.11 593.84 Value of Interest in MFO CLIPPER FD INC COM OPEN END FD
Registered Investment
Companies
213,647.01 276,591.10 6,083.34 Value of Interest in MFO COHEN & STEERS RLTY SHS INC COM
Registered Investment
Companies
11,556.47 15,669.55 3,752.10 Value of Interest in MFO COMSTOCK PARTNERS FDS INC CAP VALUE FD CL A
Registered Investment
Companies
5,231.51 6,229.90 497.77 Value of Interest in MFO CRABBE HUSON REALESTATE INVT FD
Registered Investment
Companies
3,400.54 3,328.87 49.52 Value of Interest in MFO DODGE & COX BALANCED FD COM
Registered Investment
Companies
52,818.52 48,224.50 519.25 Value of Interest in MFO DODGE & COX FD OPEN END FD
Registered Investment
Companies
3,252.64 3,000.92 81.85 Value of Interest in MFO DOMINI SOCIAL INDEX FD SH BEN INT
Registered Investment
Companies
448,683.08 402,614.77 30,605.94 Value of Interest in MFO DREYFUS 3RD CENTY FD INC OPEN END FD
Registered Investment
Companies
128,062.51 97,469.33 2,825.12 Value of Interest in MFO DREYFUS APPRECIATION FD INC
Registered Investment
Companies
38,085.37 36,957.87 1,873.36 Value of Interest in MFO DREYFUS GROWTH & INC FD INC
Registered Investment
Companies
50,847.19 25,661.02 1,184.15 Value of Interest in MFO DREYFUS GROWTH & VALUE FDS INC TECH GROWTH FD
Registered Investment
Companies
34,170.43 30,761.19 3,086.76 Value of Interest in MFO DREYFUS GROWTH OPPORTUNITY FD
Registered Investment
Companies
24,758.15 22,855.75 598.89 Value of Interest in MFO DREYFUS INDEX FDS S&P 500 INDEX FD
Registered Investment
Companies
9,501.41 7,575.12 395.89 Value of Interest in MFO DREYFUS LARGE CO VALUE FD
Registered Investment
Companies
113.75 9,985.00 8,750.00 Value of Interest in MFO DREYFUS LGE CO VALUE FD
Registered Investment
Companies
13,252.86 11,030.33 980.24 Value of Interest in MFO EATON VANCE SPL INVT TR EV CLASSIC
Registered Investment SPL EQUITIES FD
Companies
629,803.78 627,801.94 25,498.13 Value of Interest in MFO EVERGREEN GLOBAL OPPORTUNITIES FD
Registered Investment
Companies
213,416.58 195,027.65 7,123.38 Value of Interest in MFO EVERGREEN OMEGA FD
Registered Investment
Companies
17,154.51 18,059.87 2,667.89 Value of Interest in MFO EVERGREEN STRATEGIC INC FD CL A
Registered Investment
Companies
Page 107 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
26,864.74 19,773.88 946.94 Value of Interest in MFO EXCELSIOR VALUE & RESTRUCTURING FD
Registered Investment
Companies
1,188.77 1,320.69 37.99 Value of Interest in MFO FASCIANO FD INC
Registered Investment
Companies
2,858.37 3,172.14 346.47 Value of Interest in MFO FEDT HI YIELD TR SH BEN INT OPEN ENDFD
Registered Investment
Companies
35,848.78 35,425.00 1,086.66 Value of Interest in MFO FENIMORE AST MGMT TR FAM VALUE FD
Registered Investment OPEN END FD
Companies
23,638.71 19,379.82 445.51 Value of Interest in MFO FID AGGRESSIVE GROWTH FD
Registered Investment
Companies
14,294,812.86 11,897,077.63 248,346.30 Value of Interest in MFO FID EQTY INC FD SH BEN INT
Registered Investment
Companies
6,223.49 5,034.71 123.21 Value of Interest in MFO FID SELECT PORTFOLIOS DEVELOPING
Registered Investment COMMUNICATIONS PORTFOLIO
Companies
131,576.86 147,469.99 8,622.34 Value of Interest in MFO FIDELITY BALANCED FD OPEN END FD
Registered Investment
Companies
19,405.90 15,373.54 698.31 Value of Interest in MFO FIDELITY CAP APPRECIATION FD OPEN
Registered Investment END FD
Companies
42,480.35 42,502.92 42,480.35 Value of Interest in MFO FIDELITY CASH RESVS SH BEN INT
Registered Investment
Companies
19,171.90 17,114.74 1,288.43 Value of Interest in MFO FIDELITY COMWLTH TR SMALL CAP STK
Registered Investment OPEN END FD
Companies
28,974.02 20,810.06 448.31 Value of Interest in MFO FIDELITY CONTRAFUND INC OPEN END FD
Registered Investment
Companies
23,264.06 20,369.40 1,037.19 Value of Interest in MFO FIDELITY CONV SEC FD
Registered Investment
Companies
16,970.21 13,195.37 844.29 Value of Interest in MFO FIDELITY DEVONSHIRE TR MID-CAP STK FD
Registered Investment
Companies
108,757.85 109,033.03 3,820.09 Value of Interest in MFO FIDELITY DVD GROWTH FD OPEN END FD
Registered Investment
Companies
96,136.87 122,376.25 6,794.13 Value of Interest in MFO FIDELITY EQTY INC FD REAL ESTATE
Registered Investment INVT PORTFOLIO OPEN END FD
Companies
59,061.24 54,548.25 1,532.47 Value of Interest in MFO FIDELITY FD OPEN END FD
Registered Investment
Companies
5,772.04 5,380.13 348.55 Value of Interest in MFO FIDELITY HONG KONG & CHINA
Registered Investment
Companies
18,825.81 13,575.91 1,022.03 Value of Interest in MFO FIDELITY INVT TR INTL VALUE FD
Registered Investment
Companies
2,450.26 2,637.97 173.04 Value of Interest in MFO FIDELITY INVT TR S.E. ASIA FD
Registered Investment
Companies
1,040,243.17 1,152,381.73 47,326.81 Value of Interest in MFO FIDELITY LOW PRICED STOCK FUND
Registered Investment
Companies
Page 108 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
4,807.53 5,432.85 218.72 Value of Interest in MFO FIDELITY LOW PRICED STOCK FUND
Registered Investment
Companies
4,389,005.81 3,626,706.91 33,250.04 Value of Interest in MFO FIDELITY MAGELLAN FD INC OPEN END FD
Registered Investment
Companies
2,003.86 2,398.83 145.00 Value of Interest in MFO FIDELITY NEW LATIN AMER FD OPEN END FD
Registered Investment
Companies
3,296,897.64 2,736,305.08 57,367.28 Value of Interest in MFO FIDELITY OTC PORTFOLIO OPEN END FD
Registered Investment
Companies
1,148,044.69 922,550.00 24,962.92 Value of Interest in MFO FIDELITY OVERSEAS FD OPEN END FD
Registered Investment
Companies
33,342.34 25,556.13 729.11 Value of Interest in MFO FIDELITY SECS FD GROWTH & INC FD
Registered Investment
Companies
8,742.74 9,092.47 612.67 Value of Interest in MFO FIDELITY SELECT AMER GOLD FD OPEN
Registered Investment END FD
Companies
46.56 42.04 1.00 Value of Interest in MFO FIDELITY SELECT PORTFOLIOS BOKERAGE &
Registered Investment INVT MGMT PORTFOLIO
Companies
6,063.57 5,901.64 74.16 Value of Interest in MFO FIDELITY SELECT PORTFOLIOS ELECTRS
Registered Investment
Companies
47,139.75 45,081.14 2,032.76 Value of Interest in MFO FIDELITY SELECT PORTFOLIOS ENERGY
Registered Investment PORTFOLIO
Companies
52,474.82 49,844.88 2,356.30 Value of Interest in MFO FIDELITY SELECT PORTFOLIOS ENERGY
Registered Investment SVC PORTFOLIO
Companies
12,725.73 12,755.49 96.01 Value of Interest in MFO FIDELITY SELECT PORTFOLIOS HLTH CAREPORTFOLIO
Registered Investment
Companies
15,645.08 15,679.04 15,645.08 Value of Interest in MFO FIDELITY SELECT PORTFOLIOS MONEY MKTPORTFOLIO
Registered Investment
Companies
14,832.09 20,000.00 1,447.03 Value of Interest in MFO FIDELITY SELECT PORTFOLIOS PRECIOUS METALS &
Registered Investment MIN PORTFOLIO
Companies
100,361.87 80,507.10 783.47 Value of Interest in MFO FIDELITY SELECT PORTFOLIOS TECH FD
Registered Investment
Companies
41,109.02 28,709.72 465.72 Value of Interest in MFO FIDELITY SELECT TELECOMMUNICATIONS
Registered Investment FD OPEN END FD
Companies
5,668.80 6,061.48 116.76 Value of Interest in MFO FIDELITY VALUE FD OPEN END FD
Registered Investment
Companies
11,755.36 9,893.73 297.60 Value of Interest in MFO FIRSTHAND FDS TECH INNOVATORS FD
Registered Investment
Companies
1,150.18 800.73 31.42 Value of Interest in MFO FIRSTHAND FDS TECH LEADERS FD
Registered Investment
Companies
12,042.49 5,333.12 299.34 Value of Interest in MFO FOUNDERS DISCOVERY FD OPEN END FD
Registered Investment
Companies
7,016.99 6,829.78 903.09 Value of Interest in MFO FOUNDERS FDS INC BLUE CHIP FD
Registered Investment
Companies
Page 109 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
6,099.05 4,073.57 270.59 Value of Interest in MFO FOUNDERS FDS INC PASSPORT FD
Registered Investment
Companies
513,313,563.70 513,313,563.70 513,313,563.70 Value of Interest in MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV
Registered Investment
Companies
11,102,053.71 11,102,053.71 11,102,053.71 Value of Interest in MFO FRANK RUSSELL UAL STIF
Registered Investment
Companies
32,449,224.55 32,449,224.55 32,449,224.55 Value of Interest in MFO FRANK RUSSELL UAL STIF
Registered Investment
Companies
20,717,572.42 20,717,572.42 20,717,572.42 Value of Interest in MFO FRANK RUSSELL UAL STIF
Registered Investment
Companies
12,640.83 16,294.14 1,656.73 Value of Interest in MFO FREMONT MUT FDS INC REALESTATE SEC FD
Registered Investment
Companies
42,545.37 50,870.58 1,393.10 Value of Interest in MFO FRKLN BALANCE SHEET INVT FD SH BEN INT
Registered Investment
Companies
67,353.39 36,926.49 1,732.79 Value of Interest in MFO FRKLN CAL GROWTH FD SH BEN INT CL A
Registered Investment
Companies
1,232.41 1,039.47 28.96 Value of Interest in MFO GABELLI AST FD SH BEN INT OPEN END FD
Registered Investment
Companies
19,241.93 12,500.00 712.66 Value of Interest in MFO GABELLI GLOBAL SER FDS INC
Registered Investment COMMUNICATIONS FD
Companies
21,022.25 14,138.87 687.90 Value of Interest in MFO GABELLI GLOBAL SER FDS INC
Registered Investment INTERACTIVE COUCH POTATO FD
Companies
5,234.70 5,000.00 223.51 Value of Interest in MFO GATEWAY TR INDEX PLUS FD OPEN END FD
Registered Investment
Companies
59,639.23 76,818.52 7,745.35 Value of Interest in MFO GLOBAL INTL FD INC SCUDDER EMERGING MKTS INC
Registered Investment
Companies
2,936.96 2,516.30 326.69 Value of Interest in MFO GUINNESS FLIGHT INVT FDS INC ASIA
Registered Investment SMALL CAP FD
Companies
12,848.67 10,727.00 767.09 Value of Interest in MFO GUINNESS FLIGHT INVT FDS INC CHINA &H K FD
Registered Investment
Companies
61,417.32 52,000.00 4,961.01 Value of Interest in MFO HAMBRECHT & QUIST FD TR IPO &
Registered Investment EMERGING CO FD COM CL
Companies
40,246.20 45,935.90 3,490.56 Value of Interest in MFO HARRIS ASSOC INVT TR OAKMARK INTL
Registered Investment SMALL CAP FD CL I
Companies
136,806.07 148,156.07 7,773.07 Value of Interest in MFO HARRIS ASSOC INVT TR OAKMARK SELECT FD CL I
Registered Investment
Companies
15,605.40 21,212.02 1,172.46 Value of Interest in MFO HARRIS ASSOC INVT TR OAKMARK SMALL
Registered Investment CAP FD CL I
Companies
110,306.55 60,316.38 2,248.40 Value of Interest in MFO HBR FD CAP APPRECIATION FD
Registered Investment
Companies
13,447.08 10,761.74 661.12 Value of Interest in MFO HBR FD INTL GROWTH FD
Registered Investment
Companies
Page 110 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
38,488.86 45,458.25 1,257.40 Value of Interest in MFO HEARTLAND VALUE FD OPEN END FD
Registered Investment
Companies
5,236.31 6,571.11 607.46 Value of Interest in MFO HEITMAN REAL ESTATE EQTY FD
Registered Investment
Companies
21,191.23 16,881.87 1,002.90 Value of Interest in MFO HENLOPEN FD SH BEN INT
Registered Investment
Companies
2,699.49 2,027.66 98.81 Value of Interest in MFO HOTCHKIS & WILEY INTL FD
Registered Investment
Companies
36,415.34 21,193.62 1,619.18 Value of Interest in MFO ICON FDS TECH FD
Registered Investment
Companies
93,325.26 52,650.97 1,251.68 Value of Interest in MFO INTERACTIVE INVTS TECH VALUE FD
Registered Investment
Companies
87,365.64 96,549.41 13,650.88 Value of Interest in MFO INVESCO BD FDS INC HI YIELD FD
Registered Investment
Companies
54,179.55 49,121.07 3,571.49 Value of Interest in MFO INVESCO COMBINATION STK & BD FDS INCEQTY
Registered Investment INC FD #16
Companies
166,752.29 142,948.87 8,218.45 Value of Interest in MFO INVESCO INTL FDS INC EUROPEAN FD
Registered Investment
Companies
45,644.37 33,973.04 4,025.08 Value of Interest in MFO INVESCO INTL FDS INC PAC BASIN FD
Registered Investment
Companies
17,113.48 24,922.74 1,777.10 Value of Interest in MFO INVESCO SPECIALTY FDS INC LATIM
Registered Investment AMERN FD
Companies
107,272.15 60,384.59 2,558.97 Value of Interest in MFO INVESCO SPECIALTY FDS INC WORLDWIDE
Registered Investment COMMUNICATIONS FD
Companies
10,316.69 11,314.47 759.14 Value of Interest in MFO INVESCO STRATEGIC PORTFOLIOS INC
Registered Investment ENERGY FD
Companies
11,273.15 11,959.65 430.93 Value of Interest in MFO INVESCO STRATEGIC PORTFOLIOS INC
Registered Investment FINL SVCS PORTFOLIO
Companies
56,291.72 175,241.14 32,351.57 Value of Interest in MFO INVESCO STRATEGIC PORTFOLIOS INC
Registered Investment GOLD PORTFOLIO
Companies
41,997.41 45,307.67 778.02 Value of Interest in MFO INVESCO STRATEGIC PORTFOLIOS INC
Registered Investment HLTH SCIENCES PORTFOLIO
Companies
89,037.25 73,289.36 2,101.42 Value of Interest in MFO INVESCO STRATEGIC PORTFOLIOS INC
Registered Investment LEISURE PORTFOLIO
Companies
197,336.53 141,756.64 3,068.04 Value of Interest in MFO INVESCO STRATEGIC PORTFOLIOS INC
Registered Investment TECH PORTFOLIO
Companies
8,629.78 6,153.50 509.73 Value of Interest in MFO INVESCO STRATEGIC PORTFOLIOS INC
Registered Investment UTILS
Companies
9,095.39 6,700.00 162.62 Value of Interest in MFO IPS FDS MILLENNIUM FD
Registered Investment
Companies
281,565.97 254,413.48 6,124.99 Value of Interest in MFO IVY INTL FD SH BEN INT OPEN END FD
Registered Investment
Companies
Page 111 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
12,740.91 10,342.85 277.16 Value of Interest in MFO IVY INTL FD SH BEN INT OPEN END FD
Registered Investment
Companies
43,430,142.15 21,337,025.10 578,451.55 Value of Interest in MFO JANUS 20 FD OPEN END FD
Registered Investment
Companies
503,095.60 371,081.86 11,295.37 Value of Interest in MFO JANUS FD INC CAP OPEN END FD
Registered Investment
Companies
227,618.32 206,006.52 5,827.40 Value of Interest in MFO JANUS GROWTH & INC FD
Registered Investment
Companies
146,924.61 120,059.39 6,609.29 Value of Interest in MFO JANUS INVT FD BALANCED FD
Registered Investment
Companies
615,240.28 582,252.06 9,478.36 Value of Interest in MFO JANUS INVT FD ENTERPRISE FD
Registered Investment
Companies
84,547.92 86,000.00 3,630.22 Value of Interest in MFO JANUS INVT FD EQTY INC FD
Registered Investment
Companies
327,373.73 348,229.16 34,975.83 Value of Interest in MFO JANUS INVT FD FLEXIBLE INC FD
Registered Investment
Companies
19,425.00 15,000.00 1,500.00 Value of Interest in MFO JANUS INVT FD GLOBAL LIFE SCIENCES FD
Registered Investment
Companies
684,663.61 510,052.72 27,831.85 Value of Interest in MFO JANUS INVT FD GLOBAL TECH FD
Registered Investment
Companies
26,544.05 29,985.60 2,620.34 Value of Interest in MFO JANUS INVT FD HIGH-YIELD
Registered Investment
Companies
1,650,716.41 1,182,666.84 35,916.37 Value of Interest in MFO JANUS INVT FD OLYMPUS FD
Registered Investment
Companies
525,393.00 285,185.86 16,997.51 Value of Interest in MFO JANUS INVT FD OVERSEAS
Registered Investment
Companies
154,458.24 128,975.13 6,393.14 Value of Interest in MFO JANUS INVT FD SPL SITUATIONS FD
Registered Investment
Companies
2,390,188.38 1,430,614.40 35,441.70 Value of Interest in MFO JANUS INVT FD WORLDWIDE FD
Registered Investment
Companies
3,519,760.85 2,868,595.52 89,040.24 Value of Interest in MFO JANUS MERCURY FD OPEN END FD
Registered Investment
Companies
18,438.45 20,463.12 3,695.08 Value of Interest in MFO KAUFMANN FD OPEN END FD
Registered Investment
Companies
5,508.00 3,852.85 240.00 Value of Interest in MFO KEMPER NEW EUROPE FD INC CL M
Registered Investment
Companies
6,206,177.32 6,745,729.81 660,231.63 Value of Interest in MFO LEGG MASON NON US FXD INC
Registered Investment
Companies
53,354.83 83,864.06 16,569.82 Value of Interest in MFO LEXINGTON GOLDFUND INC COM OPEN END FD
Registered Investment
Companies
33,771.85 44,472.54 4,296.67 Value of Interest in MFO LEXINGTON SMALL CAP ASIA GROWTH FD
Registered Investment INC COM
Companies
Page 112 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
22,469.59 35,278.14 8,230.62 Value of Interest in MFO LEXINGTON STRATEGIC SILVER FD INC
Registered Investment OPEN END FD
Companies
1,171.06 2,410.48 262.57 Value of Interest in MFO LEXINGTON TROIKA DIALOG RUSSIA FD INC
Registered Investment
Companies
5,177.22 97.34 438.38 Value of Interest in MFO LIBERTY FDS TR VII NEWPORT TIGER FD CL A
Registered Investment
Companies
3,576.49 3,381.78 575.00 Value of Interest in MFO LINDNER INVTS BULWARK INVS CL
Registered Investment
Companies
3,661.99 3,162.66 224.11 Value of Interest in MFO LM INSTL FD ADVISORS II INC LM VALUEINSTL
Registered Investment PORT INSTL CL
Companies
17,179.74 22,089.85 826.74 Value of Interest in MFO LONGLEAF PARTNERS FDS TR SH BEN INT
Registered Investment
Companies
14,475.85 14,281.46 704.42 Value of Interest in MFO LONGLEAF PARTNERS FDS TR SMALL CAP
Registered Investment FD
Companies
147,089.39 162,822.55 12,702.02 Value of Interest in MFO LOOMIS SAYLES BD FD OPEN END FD
Registered Investment
Companies
4,736.74 5,000.08 376.23 Value of Interest in MFO MAINSTAY INSTL FDS INC VALUE EQTY FD
Registered Investment INSTL CL ISIN #US56062N8662
Companies
203,648.61 182,936.53 10,849.69 Value of Interest in MFO MARICO INVT FD GROWTH & INC FD
Registered Investment
Companies
206,612.60 164,825.92 10,361.72 Value of Interest in MFO MARSICO INVT FD FOCUS FD
Registered Investment
Companies
6,345.21 6,475.14 467.59 Value of Interest in MFO MASTERS CONCENTRATED SELECT TR
Registered Investment MASTERS SELECT EQTY FD
Companies
43,386.21 35,739.14 3,720.94 Value of Interest in MFO MATTHEWS INTL FDS PAC TIGER FD
Registered Investment
Companies
130,315.38 95,312.93 15,989.62 Value of Interest in MFO MATTHEWS KOREA FD
Registered Investment
Companies
56,769.98 107,280.59 44,007.73 Value of Interest in MFO MIDAS FD INC COM
Registered Investment
Companies
3,215.26 3,781.09 288.88 Value of Interest in MFO MONTGOMERY FDS EMERGING ASIA FD CL R
Registered Investment
Companies
8,328.97 10,564.62 755.12 Value of Interest in MFO MONTGOMERY FDS EMERGING MKTS FD INC OPEN END FD
Registered Investment
Companies
17,118.61 13,256.34 754.12 Value of Interest in MFO MONTGOMERY FDS GLOBAL OPPORTUNITIES FD
Registered Investment
Companies
12,890.50 7,290.00 492.57 Value of Interest in MFO MONTGOMERY FDS II GLOBAL LONG-SHORT FD CL R
Registered Investment
Companies
1,980.52 1,799.14 93.20 Value of Interest in MFO MONTGOMERY FDS INTL GROWTH FD
Registered Investment
Companies
6,180.14 5,897.02 456.44 Value of Interest in MFO MONTGOMERY FDS INTL SMALL CAP FD
Registered Investment
Companies
Page 113 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
11,677.59 10,808.00 205.95 Value of Interest in MFO MUNDER FDS INC NETNET FD CL A
Registered Investment
Companies
96,465.46 84,897.36 6,584.67 Value of Interest in MFO MUT SER FD INC BEACON FD CL Z
Registered Investment
Companies
33,141.96 28,659.61 1,533.64 Value of Interest in MFO MUT SER FD INC SHS FD CL Z
Registered Investment
Companies
47,022.97 52,911.05 4,852.73 Value of Interest in MFO N E INVS TR SH BEN INT
Registered Investment
Companies
140,399.38 104,708.61 7,252.03 Value of Interest in MFO NATIONS FD TR MARSICO FOUSED EQUITIES FD INV A
Registered Investment
Companies
11,105.42 12,621.71 775.52 Value of Interest in MFO NEUBERGER & BERMAN EQTY FDS GENESIS FD
Registered Investment
Companies
11,232.59 11,515.00 478.19 Value of Interest in MFO NEUBERGER & BERMAN GUARDIAN EQTY FD COM
Registered Investment OPEN END FD
Companies
36,583.86 35,203.14 1,377.92 Value of Interest in MFO NEUBERGER & BERMAN PARTNERS EQTY FDSPARTNER FD
Registered Investment OPEN END FD
Companies
3,033.57 3,000.00 95.91 Value of Interest in MFO NEVIS FD INC COM
Registered Investment
Companies
28,454.17 13,525.00 1,324.68 Value of Interest in MFO NORTHSTAR ADVANTAGE TR GROWTH +
Registered Investment VALUE FD CL A
Companies
13,551.57 10,369.13 896.86 Value of Interest in MFO O SHAUGHNESSY CORNERSTONE GROWTH
Registered Investment
Companies
20,631.58 11,200.00 999.11 Value of Interest in MFO OAK ASSOCS FDS RED OAK TECH SELECT
Registered Investment PORTFOLIO
Companies
134,166.99 179,706.77 4,970.99 Value of Interest in MFO OAKMARK FD HARRIS ASSOC INVT TR
Registered Investment
Companies
2,663.04 2,844.25 195.38 Value of Interest in MFO OAKMARK INTL FD OPEN END FD
Registered Investment
Companies
4,428.57 4,416.91 291.74 Value of Interest in MFO ONESOURCE PORT-GRWTH GROWTH
Registered Investment ALLOCATION FD
Companies
20,289.99 17,020.70 1,243.26 Value of Interest in MFO PAYDEN & RYGEL INVT GROUP GROWTH &
Registered Investment INC FD CL A
Companies
160,862.78 61,142.91 3,232.77 Value of Interest in MFO PBHG FDS INC TECH & COMMUNICATIONS FD
Registered Investment
Companies
145,973.74 98,875.24 3,866.85 Value of Interest in MFO PBHG GROWTH FD INC COMMOM OPEN END FD
Registered Investment
Companies
16,693.54 13,747.14 1,158.47 Value of Interest in MFO PBHG STRATEGIC SM
Registered Investment
Companies
25,729.30 21,451.45 708.60 Value of Interest in MFO PILGRIM MUT FDS INTL SMALL CAP
Registered Investment GROWTH FD CL Q ISIN US72146E553
Companies
1,017.28 1,024.27 18.84 Value of Interest in MFO PIMCO FDS MULTI MANAGER SER
Registered Investment INNOVATION FD CL A
Companies
Page 114 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
50,452.46 53,714.45 5,000.24 Value of Interest in MFO PIMCO FDS PAC INVT MGMT SER FGN BD
Registered Investment FD CL D
Companies
32,131.16 35,161.52 3,209.91 Value of Interest in MFO PIMCO FDS PAC INVT MGMT SER TOTAL
Registered Investment RETURN FD CL D
Companies
206,472.51 222,277.10 11,445.26 Value of Interest in MFO PIONEER CAP GROWTH
Registered Investment
Companies
14,181,529.36 10,520,951.48 1,027,647.06 Value of Interest in MFO PIONEER EMERGING MKTS FD CL A
Registered Investment
Companies
96.54 109.05 4.74 Value of Interest in MFO PIONEER II INC COM STK OPEN END FD
Registered Investment
Companies
138,228.58 146,967.21 6,538.72 Value of Interest in MFO PIONEER INTL GROWTH FD CL A
Registered Investment
Companies
38,272.29 20,071.28 1,209.24 Value of Interest in MFO POTOMAC FDS OTC PLUS FD
Registered Investment
Companies
5,853.15 5,228.81 361.98 Value of Interest in MFO PRICE T ROWE HLTH SCI FD INC COM
Registered Investment
Companies
19,488.97 21,026.40 532.34 Value of Interest in MFO PROFUNDS BEAR PROFUND INVS
Registered Investment
Companies
170,103.85 158,952.63 7,971.13 Value of Interest in MFO PROFUNDS ULRABULL PROFUND INVS CL
Registered Investment
Companies
67,214.90 79,094.50 2,728.99 Value of Interest in MFO PROFUNDS ULTRABEAR PROFUND INVS CL
Registered Investment
Companies
204,235.51 166,618.78 3,156.65 Value of Interest in MFO PROFUNDS ULTRAOTC PROFUND INVS CL
Registered Investment
Companies
85,282.91 95,112.51 20,699.74 Value of Interest in MFO PRUDENT BEAR FDS INC
Registered Investment
Companies
11,029.98 10,000.00 651.89 Value of Interest in MFO RCM EQTY FDS INC DRESDNER RCM
Registered Investment BIOTECHNOLOGY FD
Companies
171,879.79 142,800.00 8,184.75 Value of Interest in MFO RCM EQTY FDS INC DRESDNER RCM GLOBALSMALL FD CL N
Registered Investment
Companies
112,262.26 86,490.84 2,394.16 Value of Interest in MFO RCM EQTY FDS INC DRESDNER RCM GLOBALTECH FD CL N
Registered Investment
Companies
68,487.39 57,738.65 1,078.20 Value of Interest in MFO REYNOLDS FDS BLUE CHIP GROWTH FD
Registered Investment
Companies
10,540.52 17,591.12 1,162.13 Value of Interest in MFO ROBERTSON STEPHENS INVT TR
Registered Investment CONTRARIAN FD
Companies
4,648.96 3,791.40 173.99 Value of Interest in MFO ROBERTSON STEPHENS INVT TR
Registered Investment DIVERSIFIED GROWTH FD
Companies
10,396.43 11,845.34 767.26 Value of Interest in MFO ROBERTSON STEPHENS INVT TR GROWTH & INC FD
Registered Investment
Companies
25,582.12 14,481.22 889.81 Value of Interest in MFO ROBERTSON STEPHENS INVT TR INFO AGE FD
Registered Investment
Companies
Page 115 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
28,250.89 22,504.65 1,507.52 Value of Interest in MFO ROBERTSON STEPHENS INVT TR MICROCAP GROWTH FD
Registered Investment
Companies
19,978.03 18,820.93 707.69 Value of Interest in MFO ROBERTSON STEPHENS INVT TR VALUE
Registered Investment PLUS GROWTH FD
Companies
33,714.49 20,526.55 978.08 Value of Interest in MFO ROWE T PRICE BLUE CHIP GROWTH FD
Registered Investment
Companies
97,662.31 89,748.58 3,627.87 Value of Interest in MFO ROWE T PRICE EQTY INC FD SH BEN INT OPEN END FD
Registered Investment
Companies
17,232.76 15,774.77 736.13 Value of Interest in MFO ROWE T PRICE INTL FD EUROPEAN STK FDOPEN END FD
Registered Investment
Companies
4,300.37 2,741.75 113.29 Value of Interest in MFO ROWE T PRICE MID-CAP GROWTH FD INC COM
Registered Investment
Companies
6,997.20 5,712.47 262.56 Value of Interest in MFO ROWE T PRICE NEW HORIZONS FD INC COM
Registered Investment
Companies
259,743.03 128,972.25 4,082.73 Value of Interest in MFO ROWE T PRICE SCI & TECH FD OPEN END
Registered Investment
Companies
12,810.04 10,981.55 586.81 Value of Interest in MFO ROWE T PRICE SMALL CAP FD
Registered Investment
Companies
2,173.45 2,023.22 292.52 Value of Interest in MFO ROYCE TOTAL RETURN FD
Registered Investment
Companies
140,811.53 118,724.02 2,926.26 Value of Interest in MFO RS EMERGING GROWTH FD
Registered Investment
Companies
37,222.50 20,000.00 1,604.42 Value of Interest in MFO RYDEX SER TR
Registered Investment
Companies
66,627.48 90,644.22 12,180.53 Value of Interest in MFO RYDEX SER TR ARKTOS FD
Registered Investment
Companies
63,619.39 56,254.71 1,675.08 Value of Interest in MFO RYDEX SER TR NOVA FD
Registered Investment
Companies
595,800.27 463,938.47 9,002.72 Value of Interest in MFO RYDEX SER TR OTC FD
Registered Investment
Companies
286,353.17 313,373.85 34,793.82 Value of Interest in MFO RYDEX SER TR URSA FD
Registered Investment
Companies
13,463.49 11,424.78 537.25 Value of Interest in MFO SAFECO EQTY FD INC
Registered Investment
Companies
38,378.23 44,669.33 1,822.33 Value of Interest in MFO SAFECO GROWTH FD INC
Registered Investment
Companies
11,491.03 10,822.04 1,081.00 Value of Interest in MFO SCHWAB 10 TR UNIT 1998 SER C SEMI
Registered Investment ANNUAL
Companies
8,205.50 7,190.72 540.19 Value of Interest in MFO SCHWAB CAP TR AST DIR BALANCED
Registered Investment GROWTH FD
Companies
4,800.51 4,053.10 284.73 Value of Interest in MFO SCHWAB CAP TR AST DIR HI GROWTH FD
Registered Investment
Companies
Page 116 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
434,191.34 359,207.48 30,555.34 Value of Interest in MFO SCHWAB CAP TR ONESOURCE BALANCED
Registered Investment PORTFOLIO
Companies
164,364.68 119,685.25 7,609.48 Value of Interest in MFO SCHWAB CAP TR S&P 500 FD INV SHS
Registered Investment
Companies
2,015.95 1,739.90 109.03 Value of Interest in MFO SCHWAB CAP TR SMALL CAP INDEX FD
Registered Investment
Companies
21,580.00 20,000.00 1,000.00 Value of Interest in MFO SCHWAB CAP TR TOTAL STK MKT INDEX FDINV SHS
Registered Investment
Companies
2,100,555.11 2,100,555.11 2,100,555.11 Value of Interest in MFO SCHWAB CHARLES FAMILY FDS VALUE
Registered Investment ADVANTAGE MONEY FD
Companies
17,135,156.28 17,135,156.28 17,135,156.28 Value of Interest in MFO SCHWAB FAMILY FD MONEY MKT FD
Registered Investment
Companies
30,699.96 30,699.96 30,699.96 Value of Interest in MFO SCHWAB GOVT SEC FD
Registered Investment
Companies
80,033.05 62,483.55 2,105.03 Value of Interest in MFO SCHWAB INVTS 1000 EQTY FD
Registered Investment
Companies
233,178.48 233,178.48 233,178.48 Value of Interest in MFO SCHWAB U.S TREAS MONEY FD
Registered Investment
Companies
20,169.97 17,655.98 658.07 Value of Interest in MFO SCUDDER INTL FD INC GRTR EUROPE
Registered Investment GROWTH FD
Companies
10,549.31 9,276.43 778.55 Value of Interest in MFO SCUDDER INTL FD INC PAC
Registered Investment OPPORTUNITIES FD OPEN END FD
Companies
13,099.10 11,106.46 777.86 Value of Interest in MFO SCUDDER JAPAN FD INC COM
Registered Investment
Companies
16,831.54 18,978.69 746.08 Value of Interest in MFO SCUDDER LATIN AMER FD OPEN END FD
Registered Investment
Companies
69,877.24 92,609.95 10,555.47 Value of Interest in MFO SCUDDER MUT FDS INC GOLD FD
Registered Investment
Companies
39,367.11 41,232.04 3,154.42 Value of Interest in MFO SCUDDER PORTFOLIO TR INC FD
Registered Investment
Companies
9,267.40 5,000.00 285.06 Value of Interest in MFO SCUDDER SEC TR TECH FD
Registered Investment
Companies
96,726.83 91,095.63 2,747.14 Value of Interest in MFO SELECTED AMER SH INC CAP STK OPEN
Registered Investment END FD
Companies
15,218.13 11,808.52 866.14 Value of Interest in MFO SENECA FDS MID CAP GROWTH
Registered Investment
Companies
9,540.93 11,510.77 947.46 Value of Interest in MFO SENECA FDS REAL ESTATE SECS FD ADMINSHS
Registered Investment
Companies
24,491.04 23,717.12 1,502.52 Value of Interest in MFO SMITH BREEDEN TR MKT TRACKING FD
Registered Investment
Companies
10,223.46 9,631.53 354.86 Value of Interest in MFO SOUND SHORE FD INC COM
Registered Investment
Companies
Page 117 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
2,367.39 2,385.79 278.52 Value of Interest in MFO STEIN ROE INTER BD FD
Registered Investment
Companies
70,237.85 59,323.57 2,071.30 Value of Interest in MFO STEIN ROE INVT TR CAP OPPORTUNITIES FD
Registered Investment
Companies
1,522.54 1,167.30 57.02 Value of Interest in MFO STEIN ROE INVT TR GROWTH & INC FD
Registered Investment
Companies
5,549.36 5,605.75 247.85 Value of Interest in MFO STEIN ROE INVT TR SPL FD
Registered Investment
Companies
195,533.68 177,001.86 7,716.40 Value of Interest in MFO STRONG AST ALLOCATION FD
Registered Investment
Companies
67,640.54 72,434.75 4,216.99 Value of Interest in MFO STRONG DISCOVERY FD OPEN END FD
Registered Investment
Companies
28,181.19 31,601.09 1,756.93 Value of Interest in MFO STRONG DISCOVERY FD OPEN END FD
Registered Investment
Companies
20,731.11 14,449.00 620.69 Value of Interest in MFO STRONG EQTY FDS INC ENTERPRISE FD
Registered Investment
Companies
98,068.63 53,234.75 3,144.23 Value of Interest in MFO STRONG EQTY FDS INC GROWTH FD
Registered Investment
Companies
36,763.68 20,850.17 1,395.21 Value of Interest in MFO STRONG GROWTH & INC FD COM
Registered Investment
Companies
713,181.39 567,540.09 15,271.55 Value of Interest in MFO STRONG OPPORTUNITY FD OPEN END FD
Registered Investment
Companies
49,571.63 37,768.26 1,061.49 Value of Interest in MFO STRONG OPPORTUNITY FD OPEN END FD
Registered Investment
Companies
276,409.98 355,326.21 5,641.02 Value of Interest in MFO STRONG SCHAFER VALUE FD
Registered Investment
Companies
2,762.13 3,324.41 56.37 Value of Interest in MFO STRONG SCHAFER VALUE FD
Registered Investment
Companies
317,004.16 275,361.62 7,130.10 Value of Interest in MFO STRONG TOTAL RETURN FD INC COM STK
Registered Investment OPEN END FD
Companies
82,039.59 72,339.31 1,951.00 Value of Interest in MFO TORRAY FD SH BEN INT
Registered Investment
Companies
3,378.32 2,568.24 122.63 Value of Interest in MFO TRANSAMERICA INVS INC PREMIER
Registered Investment AGGRESIVE GROWTH FD INV CL
Companies
20,087.49 18,954.97 977.02 Value of Interest in MFO TRANSAMERICA INVS INC PREMIER
Registered Investment BALANCED FD INVS SHS
Companies
2,512.55 1,974.07 90.09 Value of Interest in MFO TRANSAMERICA INVS INC PREMIER EQTY
Registered Investment FD INV SHS
Companies
152,896.15 135,016.86 4,733.63 Value of Interest in MFO TRANSAMERICA INVS INC PREMIER SMALL CO
Registered Investment FD INV CL
Companies
94,084.29 52,199.74 2,239.57 Value of Interest in MFO TURNER FDS SMALL CAP FD
Registered Investment
Companies
Page 118 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
48,140.77 49,682.03 1,879.03 Value of Interest in MFO TUSCARORA INVT TR OAK VALUE FD
Registered Investment
Companies
35,770.44 28,693.21 1,721.39 Value of Interest in MFO TWEEDY BROWN FD INC GLOBAL VALUE FD
Registered Investment
Companies
2,689.50 1,703.68 114.89 Value of Interest in MFO TWEEDY BROWNE FD INC AMER VALUE FD
Registered Investment FORMERLY VALUE FD 10-01-1994
Companies
1,883.51 2,511.90 209.75 Value of Interest in MFO U.S GLOBAL ACCOLADE FDS REGENT
Registered Investment EASTNEUROPEAN FD
Companies
26,436.49 25,000.00 2,520.16 Value of Interest in MFO UAM FDS INC ACADIAN EMERGING MKT
Registered Investment PORTFOLIO
Companies
82,026.81 185,138.35 9,906.62 Value of Interest in MFO UNITED SERVICES WORLD GOLD FD OPEN
Registered Investment END FD
Companies
205,353.40 129,113.14 7,320.98 Value of Interest in MFO US GLOBAL ACCO BONNEL GROWTH FD
Registered Investment
Companies
4,799.79 5,520.14 677.94 Value of Interest in MFO VALUE LINE AGGRESSIVE INC TR SH BEN INT
Registered Investment
Companies
11,322.23 10,000.00 555.56 Value of Interest in MFO VALUE LINE AST ALLOCATION FD INC COM
Registered Investment
Companies
322,718.88 163,366.76 8,661.27 Value of Interest in MFO VAN WAGONER FDS INC EMERGING GROWTH FD
ISIN #US9212802022
Registered Investment
Companies
48,206.07 36,765.19 1,585.73 Value of Interest in MFO VAN WAGONER FDS INC MICRO-CAP FD
Registered Investment
Companies
5,141.44 5,000.00 207.99 Value of Interest in MFO VAN WAGONER FDS INC MID-CAP FD
Registered Investment
Companies
5,450.10 5,000.00 157.38 Value of Interest in MFO VAN WAGONER FDS INC POST-VENTURE FD
Registered Investment
Companies
6,451.89 5,294.02 122.94 Value of Interest in MFO VAN WAGONER FDS INC TECH FD
Registered Investment
Companies
9,121.19 8,655.31 366.02 Value of Interest in MFO VANGUARD AST ALLOCATION FD INC
Registered Investment
Companies
224,585.45 232,308.77 22,548.74 Value of Interest in MFO VANGUARD FXD INC SECS FD INC GNMA
Registered Investment PORTFOLIO
Companies
14,732.13 15,740.79 1,993.52 Value of Interest in MFO VANGUARD FXD INC SECS FD INC HI
Registered Investment YIELD BD PORTFOLIO
Companies
62,837.67 63,693.29 6,315.34 Value of Interest in MFO VANGUARD FXD INC SECS FD INC SHORT
Registered Investment TERM GOVT BD PORTFOLIO
Companies
291,748.00 224,705.96 2,268.65 Value of Interest in MFO VANGUARD INDEX TR - 500 PORTFOLIO
Registered Investment SHBEN INT OPEN END FD
Companies
18,089.23 15,046.40 520.25 Value of Interest in MFO VANGUARD INDEX TR EXTD MKT PORTFOLIOOPEN END FD
Registered Investment
Companies
122,292.79 93,036.57 3,261.14 Value of Interest in MFO VANGUARD INDEX TR GROWTH PORTFOLIO
Registered Investment
Companies
Page 119 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
7,747.51 6,684.51 248.88 Value of Interest in MFO VANGUARD INDEX TR TOTAL STK MKT
Registered Investment PORTFOLIO OPEN END FD
Companies
59,901.14 54,412.91 2,238.46 Value of Interest in MFO VANGUARD INTL EQTY INDEX FD INC
Registered Investment EUROPEAN PORTFOLIO OPEN END FD
Companies
79,256.55 64,741.05 2,205.86 Value of Interest in MFO VANGUARD QUANITATIVE PORTFOLIOS INC OPEN END FD
Registered Investment
Companies
120,180.01 122,501.16 5,517.91 Value of Interest in MFO VANGUARD SPECIALIZED PORTFOLIO
Registered Investment ENERGY PORTFOLIO OPEN END FD
Companies
38,063.37 42,682.35 4,751.98 Value of Interest in MFO VANGUARD SPECIALIZED PORTFOLIOS GOLD&
Registered Investment PRECIOUS METALS PORTFOLIO OPEN END FD
Companies
210,178.33 154,073.18 2,081.80 Value of Interest in MFO VANGUARD SPECIALIZED PORTFOLIOS
Registered Investment HLTHCARE PORTFOLIO OPEN END FD
Companies
35,388.16 31,278.82 826.63 Value of Interest in MFO VANGUARD U.S GROWTH PORTFOLIO
Registered Investment
Companies
136,878.61 124,001.88 4,807.82 Value of Interest in MFO VANGUARD WINDSOR II FD
Registered Investment
Companies
35,267.79 27,345.80 1,649.57 Value of Interest in MFO VANGUARD WORLD FD INTL GROWTH FD
Registered Investment
Companies
25,849.37 26,908.33 1,265.89 Value of Interest in MFO VANGUARD/WELLESLEY INC FD INC COMM
Registered Investment OPEN END FD
Companies
835.46 1,937.61 110.37 Value of Interest in MFO VONTOBEL FDS INC EASTN EUROPEAN EQTYFD
Registered Investment
Companies
5,127.05 5,000.00 87.61 Value of Interest in MFO WARBURG PINCUS GLOBAL
Registered Investment TELECOMMUNICATIONS FD INC COM SHS
Companies
10,379.04 8,774.15 429.95 Value of Interest in MFO WARBURG PINCUS INTL EQTY FD OPEN ENDFD
Registered Investment
Companies
31,622.17 25,475.53 1,078.52 Value of Interest in MFO WARBURG PINCUS JAPAN GWTH FD
Registered Investment
Companies
160,346.50 110,031.19 6,840.72 Value of Interest in MFO WARBURG PINCUS JAPAN SMALL CO FD
Registered Investment FORMERLY WARBURG PINCUS JAPAN OTC COM
Companies
40,605.53 27,139.51 9,334.60 Value of Interest in MFO WASATCH ADVISORS FDS INC MICRO-CAP FD
Registered Investment
Companies
42,805.42 37,697.79 1,130.03 Value of Interest in MFO WEITZ HICKORY FD
Registered Investment
Companies
85,580.20 78,770.80 4,304.84 Value of Interest in MFO WEITZ PARTNERS INC VALUE FD
Registered Investment
Companies
45,209.29 43,498.85 1,329.29 Value of Interest in MFO WEITZ SER FD INC VALUE PORTFOLIO
Registered Investment OPEN END FD
Companies
2,219.13 3,243.36 246.02 Value of Interest in MFO YACKTMAN FD INC OPEN END FD
Registered Investment
Companies
286,650.00 292,098.30 390,000.00 Other ARGENTINA REP NT ZERO CPN CL D DUE
10-15-2002 BEO
Page 120 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
160,320.00 139,008.00 192,000.00 Other ARGENTINA(REP OF) 9.75% BDS 19/09/27 USD1000
1,156,846.17 1,132,146.47 24.00 Other SPI DEC 1999 FUTURE @ SFE
(1,156,846.17) (1,132,146.47) (24.00) Other SPI DEC 1999 FUTURE @ SFE
82,775.00 77,275.00 110,000.00 Other BRAZIL REP OF-NEW MONEYSER L ISIN
#XSOO49978165 DUE 04-15-2009 BEO
241,412.50 227,385.00 310,000.00 Other BULGARIA(NAT REP) FRN 7/11 USD(VAR)BR
10,985,140.18 11,007,639.73 16,500,000.00 Other CANADA(GOVT OF) 4.5% NTS 1/6/01 CAD1000
(2,762,724.66) (2,510,417.33) (51.00) Other CAC 40-10 INDEX DEC 1999 FUTURE
2,762,724.66 2,510,417.33 51.00 Other CAC 40-10 INDEX DEC 1999 FUTURE
2,225,117.05 2,146,999.22 15.00 Other DAX IDX DEC 99 FUTURE @ ERX
(2,225,117.05) (2,146,999.22) (15.00) Other DAX IDX DEC 99 FUTURE @ ERX
748,061.72 767,618.50 5.00 Other DAX INDEX MARCH 2000 FUTURE @ ERX
(748,061.72) (767,618.50) (5.00) Other DAX INDEX MARCH 2000 FUTURE @ ERX
(495,725.18) (492,965.75) (5.00) Other HAN SENG INDEX DEC 1999 FUTURE
495,725.18 492,965.75 5.00 Other HANG SENG INDEX DEC 1999 FUTURE
(10,441,601.02) (9,174,338.90) (65.00) Other TOPIX INDEX FUTURE DEC 1999 (TSE)
10,441,601.02 9,174,338.90 65.00 Other TOPIX INDEX FUTURE DEC 1999 (TSE)
547,434.89 564,823.51 1,000,000.00 Other NEW ZEALAND(GOVT) 10% BDS 15/3/02 NZD100
95,500.00 99,919.00 100,000.00 Other PANAMA REP PANAMA GLOBAL 2029 ISIN
US698299AK07 9.375 DUE 04-01-2029 BEO
200,943.79 197,723.73 250,000.00 Other PANAMA(REP OF) FRN 7/2016 USD10000
234,600.00 229,284.70 230,000.00 Other PHILIPPINES REP GLOBAL BD 9.5 DUE
10-21-2024 BEO PUT
93,660.00 93,058.00 100,000.00 Other KOREA ELEC PWR CORP 7.75 BD DUE 4-1-2013REG
1,913.10 1,748.25 2.00 Other EURIBOR 3 MONTH SEPT 2000 FUTURE PUT 96
(1,913.10) (1,748.25) (2.00) Other EURIBOR 3 MONTH SEPT 2000 FUTURE PUT 96
3,105.79 4,403.42 4.00 Other 90 DAY LIBOR SEPT 2000 FUTURE PUT 93
(3,105.79) (4,403.42) (4.00) Other 90 DAY LIBOR SEPT 2000 FUTURE PUT 93
(5,908,960.60) (5,669,183.38) (56.00) Other FTSE 100 IDX DECEMBER 1999 FUTURE
5,908,960.60 5,669,183.38 56.00 Other FTSE 100 IDX DECEMBER 1999 FUTURE
319,012.20 324,841.94 3.00 Other FTSE 100 INDEX MARCH 2000 FUTURE
(319,012.20) (324,841.94) (3.00) Other FTSE 100 INDEX MARCH 2000 FUTURE
1,022,712.21 1,048,640.82 2,000,000.00 Other FED NATL MORT ASSC 7.25% EMTN 20/6/02 NZD(REG)
- - 1.00 Other &&& UAL - CO. STOCK DISTRIBUTION (PAYABLE)
- - 1.00 Other &&& UAL - CO. STOCK DISTRIBUTION REC.
- - 1.00 Other &&& UAL - MM INT. ACCRUAL (PAYABLE)
- - 1.00 Other &&& UAL - PRIOR TRUSTEE REC.
(13,228,250.00) (12,672,475.00) (38.00) Other &&&EQUITY FUTURES OFFSET - LONG
(35,916,625.00) (35,315,955.00) (103.00) Other &&&EQUITY FUTURES OFFSET - LONG
(22,300,875.00) (21,736,670.00) (93.00) Other &&&EQUITY FUTURES OFFSET - LONG
(9,044,750.00) (9,114,975.00) (26.00) Other &&&EQUITY FUTURES OFFSET - LONG
Page 121 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
435,925.00 436,033.10 470,000.00 Other COLOMBIA (REP OF) 9.75% BONDS 23.04.2009
12,523,500.00 11,954,905.00 36.00 Other DEC 99 S&P 500
29,221,500.00 28,482,225.00 84.00 Other DEC 99 S&P 500
5,218,125.00 5,046,180.00 15.00 Other DEC 99 S&P 500
9,044,750.00 9,114,975.00 26.00 Other DEC 99 S&P 500
15,320,875.00 14,896,475.00 73.00 Other DEC 99 S&P MID 400
70,462.40 71,072.00 80,000.00 Other FNMA DEB 6.21 08-06-2038
471,494.40 480,485.20 520,000.00 Other FNMA FED NATL MTG ASSN 6.25 05-15-2029
839,774.50 844,205.50 850,000.00 Other FNMA NT 6.625 09-15-2009
704,750.00 717,570.00 2.00 Other MAR 00 S&P 500
6,695,125.00 6,833,730.00 19.00 Other MAR 00 S&P 500
1,761,875.00 1,794,015.00 5.00 Other MAR 00 S&P 500
198,550.00 201,970.00 190,000.00 Other MEXICO(UTD MEX ST) 10.375% BDS 17/2/09 USD(XW)
162,300.00 162,934.40 1,200.00 Other UIT INTERNET HOLDRS TR DEPOS
RCPT-INTERNET UNDIV INT $1000 UNIT VALUE
7,660.46 7,310.58 55.00 Other UIT SPDR TR UNIT SER 1 CTF OF OWN EVID
UNDIV INT $1000 UNIT VALUE REG
(2,100.00) (414.98) (8.00) Other Liabilities A T & T CORP COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $55.00 PER SH
(18,625.00) (1,713.46) (10.00) Other Liabilities ADR IONA TECHNLGS PLC COM STK CALL OPTN
EXP 12/18/99 W/STRK PR $15.00 PER SHR
(15,900.00) (7,131.54) (24.00) Other Liabilities AMERICA ONLINE COM STK CALL OPTION
EXP 01/22/00 W/STRK $150.00 PER SHR
(475.00) (1,230.49) (2.00) Other Liabilities AMERICA ONLINE COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $90.00 PER SH
(3,875.00) (10,909.92) (20.00) Other Liabilities AMERICA ONLINE INC COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $80.00 PER SHR
(3,100.00) (1,663.97) (8.00) Other Liabilities AMGEN INC COM STK CALL OPTION
EXP 01/22/00 W/STRK $45.00 PER SH
(1,562.50) (1,642.58) (10.00) Other Liabilities AUTOWEB.COM INC COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $10.00 PER SHR
(500.00) (364.98) (4.00) Other Liabilities BEYOND.COM CORP COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $10.00 PER SHR
(437.50) (1,589.74) (10.00) Other Liabilities BEYOND.COM CORP COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $12.50 PER SHR
(6,125.00) (1,837.17) (10.00) Other Liabilities CABLETRON SYS INC COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $17.50 PER SHR
(4,725.00) (1,014.96) (6.00) Other Liabilities CABLETRON SYSTEMS COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $15.00 PER SH
(687.50) (527.44) (10.00) Other Liabilities CELL PATHWAYS COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $12.50 PER SH
(1,875.00) (964.92) (10.00) Other Liabilities CIRRUS LOGIC INC COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $12.50 PER SHR
Page 122 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
(15,150.00) (5,325.97) (6.00) Other Liabilities CISCO SYSTEMS COM STK CALL OPTION
EXP 01/22/00 W/STRK $65.00 PER SHR
(37,500.00) (8,104.91) (30.00) Other Liabilities CISCO SYSTEMS COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $80.00 PER SH
(2,100.00) (1,202.45) (6.00) Other Liabilities CISCO SYSTEMS INC COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $90.00 PER SHR
(5,137.50) (4,732.56) (3.00) Other Liabilities CMGI INC COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $160.00 PER SH
(5,875.00) (2,321.25) (5.00) Other Liabilities COMPUTER ASSOC COM STCK CALL OPTION
EXP 1-22-00 W/STRK PR $55.00
(750.00) (621.22) (5.00) Other Liabilities CYBERCASH INC COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $10.00 PER SHR
(4,387.50) (1,080.96) (18.00) Other Liabilities CYBERIAN OUTPOST INC COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $10.00 PER SH
(1,000.00) (1,775.31) (10.00) Other Liabilities DELL COMPUTER CORP COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $50.00 PER SHR
(1,218.75) (1,901.71) (13.00) Other Liabilities DELL COMPUTER CORP COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $45.00 PER SHR
(4,562.50) (3,450.60) (5.00) Other Liabilities EBAY INC COM STK CALL OPTION
EXP 11/20/99 W/STRK PR $190.00 PER SH
(5,425.00) (3,798.80) (14.00) Other Liabilities EMC CORP COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $90.00 PER SHR
(1,800.00) (1,975.81) (6.00) Other Liabilities EMC CORP COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $85.00 PER SHR
(812.50) (1,214.91) (10.00) Other Liabilities FDX CORP COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $50.00 PER SHR
(312.50) (4,059.18) (10.00) Other Liabilities GENESIS MICROCHIP INC COM STK CALL OPTN
EXP 12/18/99 W/STRK PR $22.50 PER SHR
(1,268.75) (1,408.70) (7.00) Other Liabilities HEWLETT PACKARD CO COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $100.00 PER SHR
(4,687.50) (964.96) (5.00) Other Liabilities HEWLETT PACKARD COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $90.00 PER SH
(4,625.00) (2,012.77) (10.00) Other Liabilities ICN PHARMACEUTICALS COM STK CALL OPTION
EXP 12/18/1999 W/STRK PR $20.00 PER SH
(400.00) (1,605.56) (8.00) Other Liabilities INFOSEEK CORP COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $35.00 PER SHR
(1,350.00) (1,605.62) (8.00) Other Liabilities INTEL CORP COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $80.00 PER SH
(525.00) (1,304.41) (4.00) Other Liabilities INTL BUS MACH CORP COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $110.00 PER SHR
(250.00) (514.98) (4.00) Other Liabilities INTL BUSINESS MACH COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $115.00 PER SH
Page 123 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
(6,562.50) (2,074.46) (5.00) Other Liabilities LEVEL 3 COMMUNICATIONS COM STK CALL OPTN
EXP 12/18/99 W/STRK PR $60.00 PER SHR
(625.00) (1,081.10) (10.00) Other Liabilities LORAL SPACE & COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $22.50 PER SH
(1,150.00) (740.26) (2.00) Other Liabilities MICROSOFT CORP COM STK CALL OPTION
EXP 01/22/00 W/STRK $90.00 PER SHR
(475.00) (664.97) (4.00) Other Liabilities MICROSOFT CORP COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $95.00 PER SH
(312.50) (839.96) (5.00) Other Liabilities MICROSOFT INC COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $110.00 PER SH
(7,875.00) (1,899.03) (10.00) Other Liabilities NETWORK ASSOC INC COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $17.50 PER SHR
(1,912.50) (865.21) (3.00) Other Liabilities NETWORK ASSOCIATES COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $20.00 PER SH
(3,875.00) (1,018.60) (10.00) Other Liabilities OMNICARE INC COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $10.00 PER SHR
(14,125.00) (1,899.03) (5.00) Other Liabilities ORTEL CORP COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $35.00 PER SHR
(618.75) (658.72) (3.00) Other Liabilities OSICOM TECH COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $20.00 PER SH
(1,875.00) (2,270.18) (10.00) Other Liabilities PACIFIC GATEWAY EX COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $20.00 PER SH
(587.50) (665.26) (2.00) Other Liabilities PFIZER COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $35.00 PER SH
(875.00) (1,328.71) (20.00) Other Liabilities PHILLIP MORRIS COS COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $27.50 PER SHR
(2,000.00) (5,167.92) (20.00) Other Liabilities PILOT NETWORK COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $10.00 PER SH
(1,125.00) (4,391.62) (15.00) Other Liabilities PILOT NETWRK SVCS INC COM STK CALL OPTN
EXP 12/18/99 W/STRK PR $22.50 PER SHR
(512.50) (240.28) (1.00) Other Liabilities PRODIGY COMMUNICATION COM STK CALL OPTIO
EXP 12/18/1999 W/STRK PR $22.50 PER SH
(7,125.00) (2,580.11) (5.00) Other Liabilities SEMTECH CORP COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $35.00 PER SHR
(1,518.75) (1,762.95) (9.00) Other Liabilities SKYWEST INC COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $25.00 PER SHR
(2,362.50) (664.97) (7.00) Other Liabilities SOURCE MEDIA COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $15.00 PER SH
(731.25) (970.01) (9.00) Other Liabilities SOUTHWEST AIRLINES COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $17.50 PER SHR
(3,750.00) (956.10) (10.00) Other Liabilities SPYGLASS CO COM STK CALL OPTION
EXP 12/18/1999 W/STRK PR $17.50 PER SH
Page 124 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
(3,750.00) (4,321.09) (10.00) Other Liabilities SPYGLASS INC COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $30.00 PER SHR
(1,062.50) (1,527.43) (5.00) Other Liabilities SPYGLASS INC COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $30.00 PER SHR
(325.00) (389.98) (4.00) Other Liabilities STAR TELECOMMUNICATNS COM STK CALL OPTN
EXP 12/18/99 W/STRK PR $7.50 PER SHR
(22,500.00) (2,208.32) (10.00) Other Liabilities SUN MICROSYSTEMS COM STK CALL OPTIONS
EXP 01/22/2000 W/STRK PR $115.00 PER SH
(3,600.00) (3,388.60) (6.00) Other Liabilities SUN MICROSYSTEMS INC COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $135.00 PER SHR
(1,150.00) (689.97) (4.00) Other Liabilities TELEBANC FINANCIAL COM STK CALL OPTION
EXP 12/18/1999 W/STRK PR $25.00 PER SH
(750.00) (777.43) (10.00) Other Liabilities TRAVEL SERVICES INTL COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $10.00 PER SH
(6,000.00) (3,354.65) (5.00) Other Liabilities TUT SYSTEMS INC COM STK CALL OPTION
EXP 02/19/00 W/STRK PR $30.00 PER SHR
(1,800.00) (739.53) (4.00) Other Liabilities VALENCE TECH COM STK CALL OPTION
EXP 03/18/2000 W/STRK PR $5.00 PER SH
(1,600.00) (465.27) (2.00) Other Liabilities WALMART STORES INC COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $50.00 PER SHR
(468.75) (338.13) (5.00) Other Liabilities WALT DISNEY COM STK CALL OPTION
EXP 01/22/00 W/STRK $30.00 PER SHR
(93.75) (121.53) (5.00) Other Liabilities WASTE MANAGEMENT COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $27.50 PER SH
(1,687.50) (527.44) (10.00) Other Liabilities WESTELL TECHNLGS INC COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $7.50 PER SHR
(2,312.50) (1,464.95) (5.00) Other Liabilities WORLDCOM COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $10.00 PER SH
(14,250.00) (5,564.64) (10.00) Other Liabilities XILINX COM STK CALL OPTION
EXP 01/22/2000 W/STRK PR $80.00 PER SH
(5,350.00) (5,061.38) (4.00) Other Liabilities YAHOO INC COM STK CALL OPTION
EXP 12/18/99 W/STRK PR $210.00 PER SHR
(1,450.00) (864.97) (2.00) Other Liabilities ZIXIT CORP COM STK CALL OPTION
EXP 12/18/1999 W/STRK PR $40.00 PER SH
(541,257.02) (560,156.39) - Other Liabilities Pending foreign exchange sales: Australian dollar
(605,832.62) (603,160.15) - Other Liabilities Pending foreign exchange sales: Canadian dollar
(998,235.72) (1,040,638.71) - Other Liabilities Pending foreign exchange sales: Euro
(1,659,320.68) (1,714,052.94) - Other Liabilities Pending foreign exchange sales: British pound
sterling
(4,453,393.57) (4,267,127.61) - Other Liabilities Pending foreign exchange sales: Japanese yen
(211,888.72) (202,693.09) - Other Liabilities Pending foreign exchange sales: South Korean won
(274,598.42) (270,747.79) - Other Liabilities Pending foreign exchange sales: New Taiwan dollar
Page 125 of 126
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
(26,353,464.69) (26,353,464.69) - Other Liabilities Pending foreign exchange sales: United States dollar
(11,269,233.71) (11,249,378.72) - Other Liabilities Pending trade purchases: Canadian dollar
(238,974.51) (243,799.83) - Other Liabilities Pending trade purchases: Euro
(195,931.65) (197,563.95) - Other Liabilities Pending trade purchases: British pound sterling
(154,229.11) (153,581.38) - Other Liabilities Pending trade purchases: Japanese yen
(2,727,784.30) (2,801,630.50) - Other Liabilities Pending trade purchases: New Zealand dollar
(7,419.76) (7,465.28) - Other Liabilities Pending trade purchases: Philippine peso
(60,825,620.01) (60,825,620.01) - Other Liabilities Pending trade purchases: United States dollar
32.00 Payable Other AUDITING EXPENSE ACCRUAL
1.00 Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
6.00 Payable Other TRUSTEE/CUSTODY EXPENSE ACCRUAL
Page 126 of 126
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
PRUDENTIAL SECS
Austalian dollar - AUD
FX DEAL TRANSACTED ON 13 SEP 1999 AUD / USD EX.RATE AUD 400,000.00 9/13/99 263,500.00 254,289.05 (9,210.95)
1.5180266 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 07 DEC 1998 USD / AUD EX.RATE AUD (100,000.00) 12/7/98 62,040.00 62,325.10 (285.10)
0.6204 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 11 DEC 1998 USD / AUD EX.RATE AUD (200,000.00) 12/11/98 123,820.00 124,650.20 (830.20)
0.6191 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 15 DEC 1998 USD / AUD EX.RATE AUD (105,000.00) 12/15/98 65,373.00 65,441.36 (68.36)
0.6226 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 USD / AUD EX.RATE AUD (850,000.00) 12/16/98 527,510.00 529,763.35 (2,253.35)
0.6206 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 AUD / USD EX.RATE AUD 850,000.00 12/16/98 528,530.00 536,816.11 8,286.11
1.6082342 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 23 DEC 1998 AUD / USD EX.RATE AUD 150,000.00 12/23/98 92,115.00 94,732.26 2,617.26
1.6283993 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 19 JAN 1999 USD / AUD EX.RATE AUD (150,000.00) 1/19/99 95,370.00 94,732.26 637.74
0.6358 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 01 FEB 1999 USD / AUD EX.RATE AUD (100,000.00) 2/1/99 63,570.00 63,154.84 415.16
0.6357 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 08 MAR 1999 USD / AUD EX.RATE AUD (300,000.00) 3/8/99 188,940.00 189,464.51 (524.51)
0.6298 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 MAR 1999 USD / AUD EX.RATE AUD (450,000.00) 3/16/99 280,890.00 284,196.77 (3,306.77)
0.6242 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 MAR 1999 AUD / USD EX.RATE AUD 450,000.00 3/16/99 281,250.00 295,875.50 14,625.50
1.6 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 31 MAR 1999 USD / AUD EX.RATE AUD (150,000.00) 3/31/99 95,362.50 98,625.17 (3,262.67)
0.63575 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JUN 1999 USD / AUD EX.RATE AUD (300,000.00) 6/16/99 196,980.00 197,250.33 (270.33)
0.6566 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JUN 1999 AUD / USD EX.RATE AUD 300,000.00 6/16/99 197,250.00 194,114.45 (3,135.55)
1.5209125 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 12 JUL 1999 AUD / USD EX.RATE AUD 400,000.00 7/12/99 265,040.00 258,819.27 (6,220.73)
1.5092062 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 03 SEP 1999 USD / AUD EX.RATE AUD (300,000.00) 9/3/99 193,308.00 194,114.45 (806.45)
0.64436 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 SEP 1999 USD / AUD EX.RATE AUD (400,000.00) 9/13/99 263,040.00 258,819.27 4,220.73
0.6576 WITH PRUDENTIAL SECURITIES NEW YORK
Page 1 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 28 SEP 1999 USD / AUD EX.RATE AUD (300,000.00) 9/28/99 196,440.00 190,716.78 5,723.22
0.6548 WITH PRUDENTIAL SECURITIES NEW YORK
British pound sterling - GBP
FX DEAL TRANSACTED ON 13 AUG 1999 GBP / USD EX.RATE GBP 750,000.00 8/13/99 1,207,912.50 1,194,554.55 (13,357.95)
0.6209059 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 05 OCT 1999 GBP / USD EX.RATE GBP 200,000.00 10/5/99 330,946.00 318,547.88 (12,398.12)
0.6043282 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 01 DEC 1998 GBP / USD EX.RATE GBP 300,000.00 12/1/98 494,250.00 502,016.43 7,766.43
0.6069803 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 07 DEC 1998 USD / GBP EX.RATE GBP (100,000.00) 12/7/98 165,230.00 167,338.81 (2,108.81)
1.6523 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 10 DEC 1998 USD / GBP EX.RATE GBP (200,000.00) 12/10/98 332,580.00 334,677.62 (2,097.62)
1.6629 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 11 DEC 1998 USD / GBP EX.RATE GBP (200,000.00) 12/11/98 335,980.00 334,677.62 1,302.38
1.6799 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 15 DEC 1998 USD / GBP EX.RATE GBP (200,000.00) 12/15/98 336,600.00 334,677.62 1,922.38
1.683 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 USD / GBP EX.RATE GBP (1,250,000.00) 12/16/98 2,094,500.00 2,091,735.14 2,764.86
1.6756 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 GBP / USD EX.RATE GBP 1,250,000.00 12/16/98 2,089,750.00 2,037,622.67 (52,127.33)
0.5981577 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 28 DEC 1998 GBP / USD EX.RATE GBP 150,000.00 12/28/98 251,235.00 244,514.72 (6,720.28)
0.5970506 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 30 DEC 1998 GBP / USD EX.RATE GBP 250,000.00 12/30/98 416,100.00 407,524.53 (8,575.47)
0.6008171 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 31 DEC 1998 USD / GBP EX.RATE GBP (200,000.00) 12/31/98 330,680.00 326,019.63 4,660.37
1.6534 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 07 JAN 1999 GBP / USD EX.RATE GBP 250,000.00 1/7/99 411,675.00 407,524.53 (4,150.47)
0.6072752 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 JAN 1999 USD / GBP EX.RATE GBP (150,000.00) 1/13/99 248,100.00 244,514.72 3,585.28
1.654 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 15 JAN 1999 USD / GBP EX.RATE GBP (150,000.00) 1/15/99 247,830.00 244,514.72 3,315.28
1.6522 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 21 JAN 1999 USD / GBP EX.RATE GBP (150,000.00) 1/21/99 247,500.00 244,514.72 2,985.28
1.65 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 08 MAR 1999 USD / GBP EX.RATE GBP (200,000.00) 3/8/99 321,410.00 326,019.63 (4,609.63)
1.60705 WITH PRUDENTIAL SECURITIES NEW YORK
Page 2 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 16 MAR 1999 USD / GBP EX.RATE GBP (1,050,000.00) 3/16/99 1,703,625.00 1,711,603.04 (7,978.04)
1.6225 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 MAR 1999 GBP / USD EX.RATE GBP 1,050,000.00 3/16/99 1,702,575.00 1,671,176.19 (31,398.81)
0.6167129 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 07 APR 1999 USD / GBP EX.RATE GBP (100,000.00) 4/7/99 159,350.00 159,159.64 190.36
1.5935 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JUN 1999 USD / GBP EX.RATE GBP (950,000.00) 6/16/99 1,510,025.00 1,512,016.55 (1,991.55)
1.5895 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JUN 1999 GBP / USD EX.RATE GBP 950,000.00 6/16/99 1,511,070.00 1,542,708.67 31,638.67
0.6286936 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 21 JUN 1999 USD / GBP EX.RATE GBP (300,000.00) 6/21/99 477,360.00 487,171.16 (9,811.16)
1.5912 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 JUL 1999 GBP / USD EX.RATE GBP 500,000.00 7/13/99 779,387.50 811,951.93 32,564.43
0.6415294 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 AUG 1999 USD / GBP EX.RATE GBP (750,000.00) 8/13/99 1,207,200.00 1,217,927.90 (10,727.90)
1.6096 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 03 SEP 1999 USD / GBP EX.RATE GBP (400,000.00) 9/3/99 641,640.00 649,561.55 (7,921.55)
1.6041 WITH PRUDENTIAL SECURITIES NEW YORK
Euro - EUR
FX DEAL TRANSACTED ON 13 SEP 1999 EUR / USD EX.RATE EUR 850,000.00 9/13/99 889,312.50 855,932.99 (33,379.51)
0.9557945 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 28 SEP 1999 USD / EUR EX.RATE EUR (300,000.00) 9/28/99 1,258,313.86 1,172,414.19 (85,899.67)
1.0655 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 EUR / USD EX.RATE EUR 1,067,143.12 12/16/98 1,522,001.21 1,418,367.19 (103,634.02)
0.8480739 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 EUR / USD EX.RATE EUR 1,291,012.00 12/16/98 300,156.08 280,864.79 (19,291.29)
0.8482332 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 23 DEC 1998 EUR / USD EX.RATE EUR 255,645.94 12/23/98 178,890.88 167,487.75 (11,403.13)
0.85171 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 28 DEC 1998 EUR / USD EX.RATE EUR 152,449.02 12/28/98 178,878.08 167,487.75 (11,390.33)
0.85219 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 30 DEC 1998 EUR / USD EX.RATE EUR 152,449.02 12/30/98 357,717.76 334,975.47 22,742.29
0.852251 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 31 DEC 1998 USD / EUR EX.RATE EUR (304,898.02) 12/31/98 451,234.83 424,296.51 (26,938.32)
1.1732374 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 08 JAN 1999 EUR / USD EX.RATE EUR 386,198.93 1/8/99 231,150.00 219,729.51 (11,420.49)
0.8558713 WITH PRUDENTIAL SECURITIES NEW YORK
Page 3 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 11 JAN 1999 EUR / USD EX.RATE EUR 200,000.00 1/11/99 231,456.00 219,729.51 (11,726.49)
0.865239 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 11 JAN 1999 EUR / USD EX.RATE EUR 200,000.00 1/11/99 352,695.00 329,594.27 23,100.73
0.8640951 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 JAN 1999 USD / EUR EX.RATE EUR (300,000.00) 1/13/99 235,060.00 219,729.51 15,330.49
1.17565 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 JAN 1999 USD / EUR EX.RATE EUR (200,000.00) 1/13/99 232,580.00 219,729.51 12,850.49
1.1753 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 18 JAN 1999 USD / EUR EX.RATE EUR (200,000.00) 1/18/99 348,522.00 329,594.27 18,927.73
1.1629 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 21 JAN 1999 USD / EUR EX.RATE EUR (300,000.00) 1/21/99 761,915.00 769,053.30 (7,138.30)
1.16174 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 08 MAR 1999 USD / EUR EX.RATE EUR (700,000.00) 3/8/99 1,852,320.00 1,867,700.86 (15,380.86)
1.08845 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 MAR 1999 USD / EUR EX.RATE EUR (1,700,000.00) 3/16/99 1,861,891.00 1,753,897.26 (107,993.74)
1.0896 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 MAR 1999 EUR / USD EX.RATE EUR 1,700,000.00 3/16/99 162,555.00 154,755.64 7,799.36
0.9130502 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 01 APR 1999 USD / EUR EX.RATE EUR (150,000.00) 4/1/99 270,787.50 257,926.07 12,861.43
1.0837 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 07 APR 1999 USD / EUR EX.RATE EUR (250,000.00) 4/7/99 271,937.50 257,926.07 (14,011.43)
1.08315 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 12 APR 1999 EUR / USD EX.RATE EUR 250,000.00 4/12/99 1,597,275.00 1,599,141.62 (1,866.62)
0.9193289 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JUN 1999 USD / EUR EX.RATE EUR (1,550,000.00) 6/16/99 1,608,280.00 1,612,232.16 3,952.16
1.0305 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JUN 1999 EUR / USD EX.RATE EUR 1,550,000.00 6/16/99 416,240.00 416,059.91 180.09
0.9637625 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 21 JUN 1999 USD / EUR EX.RATE EUR (400,000.00) 6/21/99 407,280.00 416,059.91 8,779.91
1.0406 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 12 JUL 1999 EUR / USD EX.RATE EUR 400,000.00 7/12/99 216,450.00 208,029.96 8,420.04
0.9821253 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 05 AUG 1999 USD / EUR EX.RATE EUR (200,000.00) 8/5/99 530,250.00 520,074.89 10,175.11
1.08225 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 03 SEP 1999 USD / EUR EX.RATE EUR (500,000.00) 9/3/99 883,660.00 884,127.31 (467.31)
1.0605 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 28 SEP 1999 USD / EUR EX.RATE EUR (300,000.00) 9/28/99 319,650.00 302,093.99 17,556.01
1.0655 WITH PRUDENTIAL SECURITIES NEW YORK
Page 4 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
French franc - FRF
FX DEAL TRANSACTED ON 07 DEC 1998 USD / FRF EX.RATE FRF (500,000.00) 12/7/98 88,975.89 89,559.19 (583.30)
0.1779518 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 10 DEC 1998 USD / FRF EX.RATE FRF (600,000.00) 12/10/98 107,716.06 107,471.03 245.03
0.1795268 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 11 DEC 1998 USD / FRF EX.RATE FRF (1,000,000.00) 12/11/98 180,613.00 179,118.38 1,494.62
0.180613 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 15 DEC 1998 USD / FRF EX.RATE FRF (1,200,000.00) 12/15/98 215,738.09 214,942.06 796.03
0.1797817 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 USD / FRF EX.RATE FRF (7,000,000.00) 12/16/98 1,252,012.16 1,253,828.66 (1,816.50)
0.1788589 WITH PRUDENTIAL SECURITIES NEW YORK
German deutsche mark - DEM
FX DEAL TRANSACTED ON 10 DEC 1998 USD / DEM EX.RATE DEM (500,000.00) 12/10/98 301,132.26 300,390.51 741.75
0.6022645 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 11 DEC 1998 USD / DEM EX.RATE DEM (400,000.00) 12/11/98 242,226.06 240,312.41 1,913.65
0.6055651 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 15 DEC 1998 USD / DEM EX.RATE DEM (200,000.00) 12/15/98 120,529.12 120,156.20 372.92
0.6026456 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 USD / DEM EX.RATE DEM (2,525,000.00) 12/16/98 1,514,242.88 1,516,972.06 (2,729.18)
0.5997001 WITH PRUDENTIAL SECURITIES NEW YORK
Japanese yen - JPY
FX DEAL TRANSACTED ON 13 AUG 1999 JPY / USD EX.RATE JPY 240,000,000.00 8/13/99 2,285,714.29 2,349,083.97 63,369.68
104.9999998 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 05 OCT 1999 JPY / USD EX.RATE JPY 100,000,000.00 10/5/99 943,155.99 978,784.99 35,629.00
106.027 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 07 DEC 1998 USD / JPY EX.RATE JPY (50,000,000.00) 12/7/98 418,760.47 431,034.48 (12,274.01)
0.0083752 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 11 DEC 1998 USD / JPY EX.RATE JPY (50,000,000.00) 12/11/98 426,821.46 431,034.48 (4,213.02)
0.0085364 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 14 DEC 1998 USD / JPY EX.RATE JPY (50,000,000.00) 12/14/98 434,744.80 431,034.48 3,710.32
0.0086949 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 USD / JPY EX.RATE JPY (280,000,000.00) 12/16/98 2,422,092.95 2,413,793.10 8,299.85
0.0086503 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 JPY / USD EX.RATE JPY 280,000,000.00 12/16/98 2,453,557.66 2,377,616.44 (75,941.22)
114.12 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 30 DEC 1998 JPY / USD EX.RATE JPY 40,000,000.00 12/30/98 352,221.19 339,659.49 (12,561.70)
113.565 WITH PRUDENTIAL SECURITIES NEW YORK
Page 5 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 31 DEC 1998 USD / JPY EX.RATE JPY (50,000,000.00) 12/31/98 447,747.83 424,574.36 23,173.47
0.008955 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 12 JAN 1999 JPY / USD EX.RATE JPY 50,000,000.00 1/12/99 449,559.43 424,574.36 (24,985.07)
111.22 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 19 JAN 1999 USD / JPY EX.RATE JPY (20,000,000.00) 1/19/99 177,022.48 169,829.75 7,192.73
0.0088511 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 21 JAN 1999 USD / JPY EX.RATE JPY (40,000,000.00) 1/21/99 355,903.55 339,659.49 16,244.06
0.0088976 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 08 MAR 1999 USD / JPY EX.RATE JPY (100,000,000.00) 3/8/99 821,422.70 849,148.73 (27,726.03)
0.0082142 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 MAR 1999 USD / JPY EX.RATE JPY (160,000,000.00) 3/16/99 1,353,981.66 1,358,637.97 (4,656.31)
0.0084624 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 MAR 1999 JPY / USD EX.RATE JPY 160,000,000.00 3/16/99 1,371,038.85 1,337,233.60 (33,805.25)
116.6998295 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JUN 1999 USD / JPY EX.RATE JPY (160,000,000.00) 6/16/99 1,330,228.46 1,337,233.60 (7,005.14)
0.0083139 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JUN 1999 JPY / USD EX.RATE JPY 160,000,000.00 6/16/99 1,347,935.97 1,527,154.72 179,218.75
118.7 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 12 JUL 1999 JPY / USD EX.RATE JPY 100,000,000.00 7/12/99 825,695.65 954,471.70 128,776.05
121.11 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 AUG 1999 USD / JPY EX.RATE JPY (240,000,000.00) 8/13/99 2,258,483.49 2,290,732.08 (32,248.59)
0.0094103 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 03 SEP 1999 USD / JPY EX.RATE JPY (20,000,000.00) 9/3/99 181,537.62 190,894.34 (9,356.72)
0.0090769 WITH PRUDENTIAL SECURITIES NEW YORK
United States dollar - USD
FX DEAL TRANSACTED ON 16 DEC 1998 JPY / USD EX.RATE USD (2,453,557.66) 12/16/98 2,453,557.66 2,453,557.66 -
114.12 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 AUG 1999 JPY / USD EX.RATE USD (2,285,714.29) 8/13/99 2,285,714.29 2,285,714.29 -
104.9999998 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 GBP / USD EX.RATE USD (2,089,750.00) 12/16/98 2,089,750.00 2,089,750.00 -
0.5981577 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 EUR / USD EX.RATE USD (1,522,001.21) 12/16/98 1,522,001.21 1,522,001.21 -
0.8482332 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JUN 1999 GBP / USD EX.RATE USD (1,511,070.00) 6/16/99 1,511,070.00 1,511,070.00 -
0.6286936 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JUN 1999 JPY / USD EX.RATE USD (1,347,935.97) 6/16/99 1,347,935.97 1,347,935.97 -
118.7 WITH PRUDENTIAL SECURITIES NEW YORK
Page 6 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 16 DEC 1998 EUR / USD EX.RATE USD (1,258,313.86) 12/16/98 1,258,313.86 1,258,313.86 -
0.8480739 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 AUG 1999 GBP / USD EX.RATE USD (1,207,912.50) 8/13/99 1,207,912.50 1,207,912.50 -
0.6209059 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 05 OCT 1999 JPY / USD EX.RATE USD (943,155.99) 10/5/99 943,155.99 943,155.99 -
106.027 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 SEP 1999 EUR / USD EX.RATE USD (889,312.50) 9/13/99 889,312.50 889,312.50 -
0.9557945 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 12 JUL 1999 JPY / USD EX.RATE USD (825,695.65) 7/12/99 825,695.65 825,695.65 -
121.11 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 JUL 1999 GBP / USD EX.RATE USD (779,387.50) 7/13/99 779,387.50 779,387.50 -
0.6415294 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 AUD / USD EX.RATE USD (528,530.00) 12/16/98 528,530.00 528,530.00 -
1.6082342 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 01 DEC 1998 GBP / USD EX.RATE USD (494,250.00) 12/1/98 494,250.00 494,250.00 -
0.6069803 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 08 JAN 1999 EUR / USD EX.RATE USD (451,234.83) 1/8/99 451,234.83 451,234.83 -
0.8558713 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 12 JAN 1999 JPY / USD EX.RATE USD (449,559.43) 1/12/99 449,559.43 449,559.43 -
111.22 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 30 DEC 1998 GBP / USD EX.RATE USD (416,100.00) 12/30/98 416,100.00 416,100.00 -
0.6008171 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 07 JAN 1999 GBP / USD EX.RATE USD (411,675.00) 1/7/99 411,675.00 411,675.00 -
0.6072752 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 12 JUL 1999 EUR / USD EX.RATE USD (407,280.00) 7/12/99 407,280.00 407,280.00 -
0.9821253 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 30 DEC 1998 JPY / USD EX.RATE USD (352,221.19) 12/30/98 352,221.19 352,221.19 -
113.565 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 05 OCT 1999 GBP / USD EX.RATE USD (330,946.00) 10/5/99 330,946.00 330,946.00 -
0.6043282 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 23 DEC 1998 EUR / USD EX.RATE USD (300,156.08) 12/23/98 300,156.08 300,156.08 -
0.85171 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 12 APR 1999 EUR / USD EX.RATE USD (271,937.50) 4/12/99 271,937.50 271,937.50 -
0.9193289 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 12 JUL 1999 AUD / USD EX.RATE USD (265,040.00) 7/12/99 265,040.00 265,040.00 -
1.5092062 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 SEP 1999 AUD / USD EX.RATE USD (263,500.00) 9/13/99 263,500.00 263,500.00 -
1.5180266 WITH PRUDENTIAL SECURITIES NEW YORK
Page 7 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 28 DEC 1998 GBP / USD EX.RATE USD (251,235.00) 12/28/98 251,235.00 251,235.00 -
0.5970506 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 11 JAN 1999 EUR / USD EX.RATE USD (231,456.00) 1/11/99 231,456.00 231,456.00 -
0.8640951 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 11 JAN 1999 EUR / USD EX.RATE USD (231,150.00) 1/11/99 231,150.00 231,150.00 -
0.865239 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 28 DEC 1998 EUR / USD EX.RATE USD (178,890.88) 12/28/98 178,890.88 178,890.88 -
0.85219 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 30 DEC 1998 EUR / USD EX.RATE USD (178,878.08) 12/30/98 178,878.08 178,878.08 -
0.852251 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 23 DEC 1998 AUD / USD EX.RATE USD (92,115.00) 12/23/98 92,115.00 92,115.00 -
1.6283993 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 07 DEC 1998 USD / AUD EX.RATE USD 62,040.00 12/7/98 62,040.00 62,040.00 -
0.6204 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 01 FEB 1999 USD / AUD EX.RATE USD 63,570.00 2/1/99 63,570.00 63,570.00 -
0.6357 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 15 DEC 1998 USD / AUD EX.RATE USD 65,373.00 12/15/98 65,373.00 65,373.00 -
0.6226 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 07 DEC 1998 USD / FRF EX.RATE USD 88,975.89 12/7/98 88,975.89 88,975.89 -
0.1779518 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 31 MAR 1999 USD / AUD EX.RATE USD 95,362.50 3/31/99 95,362.50 95,362.50 -
0.63575 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 19 JAN 1999 USD / AUD EX.RATE USD 95,370.00 1/19/99 95,370.00 95,370.00 -
0.6358 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 10 DEC 1998 USD / FRF EX.RATE USD 107,716.06 12/10/98 107,716.06 107,716.06 -
0.1795268 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 15 DEC 1998 USD / DEM EX.RATE USD 120,529.12 12/15/98 120,529.12 120,529.12 -
0.6026456 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 11 DEC 1998 USD / AUD EX.RATE USD 123,820.00 12/11/98 123,820.00 123,820.00 -
0.6191 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 07 APR 1999 USD / GBP EX.RATE USD 159,350.00 4/7/99 159,350.00 159,350.00 -
1.5935 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 01 APR 1999 USD / EUR EX.RATE USD 162,555.00 4/1/99 162,555.00 162,555.00 -
1.0837 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 07 DEC 1998 USD / GBP EX.RATE USD 165,230.00 12/7/98 165,230.00 165,230.00 -
1.6523 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 11 DEC 1998 USD / FRF EX.RATE USD 180,613.00 12/11/98 180,613.00 180,613.00 -
0.180613 WITH PRUDENTIAL SECURITIES NEW YORK
Page 8 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 03 SEP 1999 USD / JPY EX.RATE USD 181,537.62 9/3/99 181,537.62 181,537.62 -
0.0090769 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 08 MAR 1999 USD / AUD EX.RATE USD 188,940.00 3/8/99 188,940.00 188,940.00 -
0.6298 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 03 SEP 1999 USD / AUD EX.RATE USD 193,308.00 9/3/99 193,308.00 193,308.00 -
0.64436 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 28 SEP 1999 USD / AUD EX.RATE USD 196,440.00 9/28/99 196,440.00 196,440.00 -
0.6548 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 15 DEC 1998 USD / FRF EX.RATE USD 215,738.09 12/15/98 215,738.09 215,738.09 -
0.1797817 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 05 AUG 1999 USD / EUR EX.RATE USD 216,450.00 8/5/99 216,450.00 216,450.00 -
1.08225 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 JAN 1999 USD / EUR EX.RATE USD 235,060.00 1/13/99 235,060.00 235,060.00 -
1.1753 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 11 DEC 1998 USD / DEM EX.RATE USD 242,226.06 12/11/98 242,226.06 242,226.06 -
0.6055651 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 21 JAN 1999 USD / GBP EX.RATE USD 247,500.00 1/21/99 247,500.00 247,500.00 -
1.65 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 15 JAN 1999 USD / GBP EX.RATE USD 247,830.00 1/15/99 247,830.00 247,830.00 -
1.6522 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 JAN 1999 USD / GBP EX.RATE USD 248,100.00 1/13/99 248,100.00 248,100.00 -
1.654 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 SEP 1999 USD / AUD EX.RATE USD 263,040.00 9/13/99 263,040.00 263,040.00 -
0.6576 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 07 APR 1999 USD / EUR EX.RATE USD 270,787.50 4/7/99 270,787.50 270,787.50 -
1.08315 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 10 DEC 1998 USD / DEM EX.RATE USD 301,132.26 12/10/98 301,132.26 301,132.26 -
0.6022645 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 28 SEP 1999 USD / EUR EX.RATE USD 319,650.00 9/28/99 319,650.00 319,650.00 -
1.0655 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 08 MAR 1999 USD / GBP EX.RATE USD 321,410.00 3/8/99 321,410.00 321,410.00 -
1.60705 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 31 DEC 1998 USD / GBP EX.RATE USD 330,680.00 12/31/98 330,680.00 330,680.00 -
1.6534 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 10 DEC 1998 USD / GBP EX.RATE USD 332,580.00 12/10/98 332,580.00 332,580.00 -
1.6629 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 11 DEC 1998 USD / GBP EX.RATE USD 335,980.00 12/11/98 335,980.00 335,980.00 -
1.6799 WITH PRUDENTIAL SECURITIES NEW YORK
Page 9 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 15 DEC 1998 USD / GBP EX.RATE USD 336,600.00 12/15/98 336,600.00 336,600.00 -
1.683 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 21 JAN 1999 USD / EUR EX.RATE USD 348,522.00 1/21/99 348,522.00 348,522.00 -
1.16174 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 JAN 1999 USD / EUR EX.RATE USD 352,695.00 1/13/99 352,695.00 352,695.00 -
1.17565 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 21 JAN 1999 USD / JPY EX.RATE USD 355,903.55 1/21/99 355,903.55 355,903.55 -
0.0088976 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 31 DEC 1998 USD / EUR EX.RATE USD 357,717.76 12/31/98 357,717.76 357,717.76 -
1.1732374 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 21 JUN 1999 USD / EUR EX.RATE USD 416,240.00 6/21/99 416,240.00 416,240.00 -
1.0406 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 07 DEC 1998 USD / JPY EX.RATE USD 418,760.47 12/7/98 418,760.47 418,760.47 -
0.0083752 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 11 DEC 1998 USD / JPY EX.RATE USD 426,821.46 12/11/98 426,821.46 426,821.46 -
0.0085364 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 14 DEC 1998 USD / JPY EX.RATE USD 434,744.80 12/14/98 434,744.80 434,744.80 -
0.0086949 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 31 DEC 1998 USD / JPY EX.RATE USD 447,747.83 12/31/98 447,747.83 447,747.83 -
0.008955 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 21 JUN 1999 USD / GBP EX.RATE USD 477,360.00 6/21/99 477,360.00 477,360.00 -
1.5912 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 USD / AUD EX.RATE USD 527,510.00 12/16/98 527,510.00 527,510.00 -
0.6206 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 03 SEP 1999 USD / EUR EX.RATE USD 530,250.00 9/3/99 530,250.00 530,250.00 -
1.0605 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 03 SEP 1999 USD / GBP EX.RATE USD 641,640.00 9/3/99 641,640.00 641,640.00 -
1.6041 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 08 MAR 1999 USD / EUR EX.RATE USD 761,915.00 3/8/99 761,915.00 761,915.00 -
1.08845 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 08 MAR 1999 USD / JPY EX.RATE USD 821,422.70 3/8/99 821,422.70 821,422.70 -
0.0082142 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 SEP 1999 USD / EUR EX.RATE USD 883,660.00 9/13/99 883,660.00 883,660.00 -
1.0396 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 AUG 1999 USD / GBP EX.RATE USD 1,207,200.00 8/13/99 1,207,200.00 1,207,200.00 -
1.6096 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 USD / FRF EX.RATE USD 1,252,012.16 12/16/98 1,252,012.16 1,252,012.16 -
0.1788589 WITH PRUDENTIAL SECURITIES NEW YORK
Page 10 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 16 JUN 1999 USD / JPY EX.RATE USD 1,330,228.46 6/16/99 1,330,228.46 1,330,228.46 -
0.0083139 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 USD / DEM EX.RATE USD 1,514,242.88 12/16/98 1,514,242.88 1,514,242.88 -
0.5997001 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 USD / GBP EX.RATE USD 2,094,500.00 12/16/98 2,094,500.00 2,094,500.00 -
1.6756 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 13 AUG 1999 USD / JPY EX.RATE USD 2,258,483.49 8/13/99 2,258,483.49 2,258,483.49 -
0.0094103 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 DEC 1998 USD / JPY EX.RATE USD 2,422,092.95 12/16/98 2,422,092.95 2,422,092.95 -
0.0086503 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JUN 1999 USD / GBP EX.RATE USD 1,510,025.00 6/16/99 1,510,025.00 1,510,025.00
1.5895 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JUN 1999 EUR / USD EX.RATE (1,608,280.00) 6/16/99 1,608,280.00 1,608,280.00
0.9636625 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JUN 1999 USD / EUR EX.RATE 1,597,275.00 6/16/99 1,597,275.00 1,597,275.00
1.0305 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JUN 1999 AUD / USD EX.RATE (197,250.00) 6/16/99 197,250.00 197,250.00
1.5209125 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JUN 1999 USD / AUD EX.RATE 196,980.00 3/16/99 196,980.00 196,980.00
0.6586 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 MAR 1999 USD / EUR EX.RATE 1,852,320.00 3/16/99 1,852,320.00 1,852,320.00
1.0896 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 MAR 1999 AUD / USD EX.RATE (281,250.00) 3/16/99 281,250.00 281,250.00
1.6 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 MAR 1999 USD / AUD EX.RATE 280,890.00 3/16/99 280,890.00 280,890.00
0.6242 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 MAR 1999 JPY / USD EX.RATE (1,371,038.85) 3/16/99 1,371,038.85 1,371,038.85
116.6998295 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 MAR 1999 GBP / USD EX.RATE (1,702,575.00) 3/16/99 1,702,575.00 1,702,575.00
0.6167129 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 MAR 1999 USD / GBP EX.RATE 1,703,625.00 3/16/99 1,703,625.00 1,703,625.00
1.6225 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 MAR 1999 EUR / USD EX.RATE (1,861,891.00) 3/16/99 1,861,891.00 1,861,891.00
0.9130502 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 MAR 1999 USD / JPY EX.RATE 1,353,981.66 3/16/99 1,353,981.66 1,353,981.66
0.0084624 WITH PRUDENTIAL SECURITIES NEW YORK
FX DEAL TRANSACTED ON 16 JAN 1999 USD / EUR EX.RATE 232,580.00 1/18/99 232,580.00 232,580.00
1.1629 WITH PRUDENTIAL SECURITIES NEW YORK
Page 11 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 16 JAN 1999 USD / JPY EX.RATE 177,022.48 1/19/99 177,022.48 177,022.48
0.0088511 WITH PRUDENTIAL SECURITIES NEW YORK
- -----------------------------------------------------------------------------------------------------------------------------------
Total PRUDENTIAL SECS 132,288,221.44 132,014,232.72 (154,918.02)
STATE ST BOS CAP MKT
Austalian dollar - AUD
FX DEAL TRANSACTED ON 15 SEP 1999 AUD / USD EX.RATE AUD 1,180,000.00 9/15/99 766,764.00 750,152.69 (16,611.31)
1.5389351 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 20 SEP 1999 AUD / USD EX.RATE AUD 120,000.00 9/20/99 77,388.00 76,286.71 (1,101.29)
1.550628 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 21 OCT 1999 AUD / USD EX.RATE AUD 250,000.00 10/21/99 162,025.00 158,930.65 (3,094.35)
1.5429718 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 NOV 1999 AUD / USD EX.RATE AUD 100,000.00 11/16/99 64,604.50 63,572.26 (1,032.24)
1.5478798 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 22 FEB 1999 AUD / USD EX.RATE AUD 200,000.00 2/22/99 127,680.00 126,309.67 (1,370.33)
1.566416 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 23 FEB 1999 AUD / USD EX.RATE AUD 200,000.00 2/23/99 128,080.00 126,309.67 (1,770.33)
1.561524 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 25 FEB 1999 AUD / USD EX.RATE AUD 300,000.00 2/25/99 187,680.00 189,464.51 1,784.51
1.5984655 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 01 MAR 1999 AUD / USD EX.RATE AUD 200,000.00 3/1/99 124,070.00 126,309.67 2,239.67
1.6119932 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 MAR 1999 USD / AUD EX.RATE AUD (900,000.00) 3/17/99 564,300.00 568,393.53 (4,093.53)
0.627 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 MAR 1999 USD / AUD EX.RATE AUD (150,000.00) 3/26/99 95,662.50 98,625.17 (2,962.67)
0.63775 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 13 APR 1999 AUD / USD EX.RATE AUD 100,000.00 4/13/99 63,780.00 65,750.11 1,970.11
1.5678896 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 APR 1999 AUD / USD EX.RATE AUD 100,000.00 4/26/99 64,860.00 65,750.11 890.11
1.5417823 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 03 MAY 1999 AUD / USD EX.RATE AUD 100,000.00 5/3/99 66,410.00 65,750.11 (659.89)
1.5057973 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 MAY 1999 USD / AUD EX.RATE AUD (70,000.00) 5/24/99 46,242.00 46,025.08 216.92
0.6606 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 USD / AUD EX.RATE AUD (880,000.00) 6/15/99 579,040.00 578,600.97 439.03
0.658 WITH STATE STREET BOSTON CAP MKTS BOSTAN
Page 12 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 15 JUN 1999 AUD / USD EX.RATE AUD 880,000.00 6/15/99 579,458.00 569,402.39 (10,055.61)
1.5186605 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 AUG 1999 AUD / USD EX.RATE AUD 150,000.00 8/16/99 97,695.00 97,057.23 (637.77)
1.5353908 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 AUG 1999 AUD / USD EX.RATE AUD 350,000.00 8/24/99 223,650.00 226,466.86 2,816.86
1.5649452 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 08 SEP 1999 USD / AUD EX.RATE AUD (200,000.00) 9/8/99 129,620.00 129,409.63 210.37
0.6481 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 SEP 1999 USD / AUD EX.RATE AUD (1,180,000.00) 9/15/99 765,820.00 763,516.84 2,303.16
0.649 WITH STATE STREET BOSTON CAP MKTS BOSTAN
British pound sterling - GBP
FX DEAL TRANSACTED ON 15 SEP 1999 GBP / USD EX.RATE GBP 1,600,000.00 9/15/99 2,577,904.00 2,548,383.04 (29,520.96)
0.6206593 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 20 SEP 1999 GBP / USD EX.RATE GBP 300,000.00 9/20/99 486,780.00 477,821.82 (8,958.18)
0.6162948 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 23 SEP 1999 USD / GBP EX.RATE GBP (800,000.00) 9/23/99 1,314,340.00 1,274,191.52 40,148.48
1.642925 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 27 SEP 1999 GBP / USD EX.RATE GBP 500,000.00 9/27/99 823,150.00 796,369.70 (26,780.30)
0.6074227 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 22 OCT 1999 GBP / USD EX.RATE GBP 600,000.00 10/22/99 993,552.00 955,643.64 (37,908.36)
0.6038939 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 OCT 1999 GBP / USD EX.RATE GBP 100,000.00 10/26/99 165,510.00 159,273.94 (6,236.06)
0.6041931 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 12 NOV 1999 GBP / USD EX.RATE GBP 200,000.00 11/12/99 322,840.00 318,547.88 (4,292.12)
0.6195019 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 NOV 1999 GBP / USD EX.RATE GBP 200,000.00 11/16/99 324,640.00 318,547.88 (6,092.12)
0.616067 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 NOV 1999 GBP / USD EX.RATE GBP 200,000.00 11/17/99 324,968.00 318,547.88 (6,420.12)
0.6154452 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 22 FEB 1999 GBP / USD EX.RATE GBP 300,000.00 2/22/99 485,820.00 489,029.44 3,209.44
0.6175127 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 23 FEB 1999 GBP / USD EX.RATE GBP 300,000.00 2/23/99 484,260.00 489,029.44 4,769.44
0.6195019 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 23 FEB 1999 GBP / USD EX.RATE GBP 200,000.00 2/23/99 322,040.00 326,019.63 3,979.63
0.6210409 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 01 MAR 1999 GBP / USD EX.RATE GBP 400,000.00 3/1/99 643,444.00 652,039.25 8,595.25
0.6216547 WITH STATE STREET BOSTON CAP MKTS BOSTAN
Page 13 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 03 MAR 1999 USD / GBP EX.RATE GBP (200,000.00) 3/3/99 323,340.00 326,019.63 (2,679.63)
1.6167 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 MAR 1999 GBP / USD EX.RATE GBP 1,000,000.00 3/17/99 1,630,070.00 1,591,596.37 (38,473.63)
0.6134706 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 MAR 1999 USD / GBP EX.RATE GBP (150,000.00) 3/26/99 242,910.00 238,739.46 4,170.54
1.6194 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 01 APR 1999 USD / GBP EX.RATE GBP (200,000.00) 4/1/99 322,060.00 318,319.27 3,740.73
1.6103 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 13 APR 1999 GBP / USD EX.RATE GBP 450,000.00 4/13/99 726,313.50 716,218.37 (10,095.13)
0.6195672 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 28 APR 1999 GBP / USD EX.RATE GBP 300,000.00 4/28/99 484,785.00 477,478.91 (7,306.09)
0.618831 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 MAY 1999 USD / GBP EX.RATE GBP (125,000.00) 5/24/99 199,450.00 198,949.55 500.45
1.5956 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 MAY 1999 USD / GBP EX.RATE GBP (125,000.00) 5/24/99 199,800.00 198,949.55 850.45
1.5984 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 USD / GBP EX.RATE GBP (950,000.00) 6/15/99 1,513,825.00 1,512,016.55 1,808.45
1.5935 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 GBP / USD EX.RATE GBP 950,000.00 6/15/99 1,514,442.50 1,542,708.67 28,266.17
0.6272935 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 GBP / USD EX.RATE GBP 100,000.00 6/15/99 159,744.00 162,390.39 2,646.39
0.6260016 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 JUN 1999 GBP / USD EX.RATE GBP 300,000.00 6/17/99 477,789.00 487,171.16 9,382.16
0.6278922 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 05 JUL 1999 GBP / USD EX.RATE GBP 250,000.00 7/5/99 394,347.50 405,975.97 11,628.47
0.6339586 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 21 JUL 1999 USD / GBP EX.RATE GBP (250,000.00) 7/21/99 394,350.00 405,975.97 (11,625.97)
1.5774 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 AUG 1999 GBP / USD EX.RATE GBP 450,000.00 8/16/99 721,606.50 730,756.74 9,150.24
0.6236086 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 AUG 1999 GBP / USD EX.RATE GBP 200,000.00 8/24/99 319,660.00 324,780.77 5,120.77
0.6256648 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 08 SEP 1999 USD / GBP EX.RATE GBP (200,000.00) 9/8/99 324,040.00 324,780.77 (740.77)
1.6202 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 08 SEP 1999 USD / GBP EX.RATE GBP (200,000.00) 9/8/99 323,800.00 324,780.77 (980.77)
1.619 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 SEP 1999 USD / GBP EX.RATE GBP (1,600,000.00) 9/15/99 2,576,800.00 2,598,246.18 (21,446.18)
1.6105 WITH STATE STREET BOSTON CAP MKTS BOSTAN
Page 14 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
Euro - EUR
FX DEAL TRANSACTED ON 15 SEP 1999 EUR / USD EX.RATE EUR 3,050,000.00 9/15/99 3,181,455.00 3,071,288.95 (110,166.05)
0.9586809 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 20 SEP 1999 EUR / USD EX.RATE EUR 350,000.00 9/20/99 366,450.00 352,442.99 (14,007.01)
0.9551098 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 23 SEP 1999 USD / EUR EX.RATE EUR (300,000.00) 9/23/99 315,660.00 302,093.99 13,566.01
1.0522 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 21 OCT 1999 EUR / USD EX.RATE EUR 250,000.00 10/21/99 271,025.00 251,745.00 (19,280.00)
0.9224241 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 22 OCT 1999 EUR / USD EX.RATE EUR 250,000.00 10/22/99 267,312.50 251,745.00 (15,567.50)
0.935235 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 28 OCT 1999 EUR / USD EX.RATE EUR 200,000.00 10/28/99 210,420.00 201,396.00 (9,024.00)
0.95048 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 12 NOV 1999 EUR / USD EX.RATE EUR 500,000.00 11/12/99 516,200.00 503,489.99 (12,710.01)
0.9686168 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 NOV 1999 EUR / USD EX.RATE EUR 400,000.00 11/16/99 414,316.00 402,791.99 (11,524.01)
0.9654467 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 NOV 1999 EUR / USD EX.RATE EUR 300,000.00 11/17/99 312,270.00 302,094.00 (10,176.00)
0.9607071 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 22 FEB 1999 EUR / USD EX.RATE EUR 500,000.00 2/22/99 550,600.00 549,323.78 (1,276.22)
0.9081003 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 23 FEB 1999 EUR / USD EX.RATE EUR 100,000.00 2/23/99 109,875.00 109,864.76 (10.24)
0.9101251 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 25 FEB 1999 EUR / USD EX.RATE EUR 200,000.00 2/25/99 220,972.00 219,729.51 (1,242.49)
0.905092 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 01 MAR 1999 EUR / USD EX.RATE EUR 400,000.00 3/1/99 436,084.00 439,459.03 3,375.03
0.9172545 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 MAR 1999 USD / EUR EX.RATE EUR (300,000.00) 3/26/99 327,225.00 309,511.28 17,713.72
1.09075 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 MAR 1999 USD / EUR EX.RATE EUR (150,000.00) 3/26/99 161,722.50 154,755.64 6,966.86
1.07815 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 13 APR 1999 EUR / USD EX.RATE EUR 350,000.00 4/13/99 379,365.00 361,096.50 (18,268.50)
0.9225943 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 28 APR 1999 EUR / USD EX.RATE EUR 500,000.00 4/28/99 533,450.00 515,852.14 (17,597.86)
0.937295 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 03 MAY 1999 EUR / USD EX.RATE EUR 300,000.00 5/3/99 318,570.00 309,511.28 (9,058.72)
0.9417083 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 12 MAY 1999 USD / EUR EX.RATE EUR (300,000.00) 5/12/99 322,320.00 309,511.28 12,808.72
1.0744 WITH STATE STREET BOSTON CAP MKTS BOSTAN
Page 15 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 24 MAY 1999 USD / EUR EX.RATE EUR (200,000.00) 5/24/99 212,160.00 206,340.85 5,819.15
1.0608 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 MAY 1999 USD / EUR EX.RATE EUR (200,000.00) 5/24/99 212,300.00 206,340.85 5,959.15
1.0615 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 USD / EUR EX.RATE EUR (1,200,000.00) 6/15/99 1,251,000.00 1,238,045.13 12,954.87
1.0425 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 EUR / USD EX.RATE EUR 300,000.00 6/15/99 313,791.00 312,044.93 (1,746.07)
0.9560504 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 EUR / USD EX.RATE EUR 1,200,000.00 6/15/99 1,259,040.00 1,248,179.74 (10,860.26)
0.9531071 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 JUN 1999 EUR / USD EX.RATE EUR 400,000.00 6/17/99 415,864.00 416,059.91 195.91
0.9618529 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 05 JUL 1999 EUR / USD EX.RATE EUR 300,000.00 7/5/99 308,547.00 312,044.93 3,497.93
0.9722992 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 AUG 1999 EUR / USD EX.RATE EUR 400,000.00 8/16/99 423,664.00 416,059.91 (7,604.09)
0.9441444 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 AUG 1999 EUR / USD EX.RATE EUR 350,000.00 8/24/99 369,110.00 364,052.42 (5,057.58)
0.9482268 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 31 AUG 1999 USD / EUR EX.RATE EUR (200,000.00) 8/31/99 211,954.00 208,029.96 3,924.04
1.05977 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 08 SEP 1999 USD / EUR EX.RATE EUR (100,000.00) 9/8/99 106,010.00 104,014.98 1,995.02
1.0601 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 08 SEP 1999 USD / EUR EX.RATE EUR (100,000.00) 9/8/99 106,010.00 104,014.98 1,995.02
1.0601 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 SEP 1999 USD / EUR EX.RATE EUR (3,050,000.00) 9/15/99 3,162,240.00 3,172,456.83 (10,216.83)
1.0368 WITH STATE STREET BOSTON CAP MKTS BOSTAN
Japanese yen - JPY
FX DEAL TRANSACTED ON 15 SEP 1999 USD / JPY EX.RATE JPY (50,000,000.00) 9/15/99 483,045.12 489,392.49 (6,347.37)
0.0096609 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 SEP 1999 USD / JPY EX.RATE JPY (50,000,000.00) 9/15/99 483,045.12 489,392.49 (6,347.37)
0.0096609 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 SEP 1999 JPY / USD EX.RATE JPY 210,000,000.00 9/15/99 2,038,834.95 2,055,448.48 16,613.53
103.0 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 SEP 1999 JPY / USD EX.RATE JPY 25,000,000.00 9/16/99 240,731.82 244,696.25 3,964.43
103.85 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 20 SEP 1999 JPY / USD EX.RATE JPY 25,000,000.00 9/20/99 236,585.60 244,696.25 8,110.65
105.67 WITH STATE STREET BOSTON CAP MKTS BOSTAN
Page 16 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 21 SEP 1999 JPY / USD EX.RATE JPY 100,000,000.00 9/21/99 970,214.42 978,784.99 8,570.57
103.07 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 29 SEP 1999 JPY / USD EX.RATE JPY 25,000,000.00 9/29/99 236,679.67 244,696.25 8,016.58
105.628 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 21 OCT 1999 JPY / USD EX.RATE JPY 75,000,000.00 10/21/99 711,676.23 734,088.74 22,412.51
105.385 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 22 OCT 1999 JPY / USD EX.RATE JPY 60,000,000.00 10/22/99 570,260.89 587,270.99 17,010.10
105.215 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 08 NOV 1999 JPY / USD EX.RATE JPY 80,000,000.00 11/8/99 762,631.08 783,027.99 20,396.91
104.9 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 12 NOV 1999 JPY / USD EX.RATE JPY 50,000,000.00 11/12/99 476,009.14 489,392.49 13,383.35
105.04 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 NOV 1999 JPY / USD EX.RATE JPY 50,000,000.00 11/16/99 476,235.83 489,392.49 13,156.66
104.99 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 NOV 1999 JPY / USD EX.RATE JPY 100,000,000.00 11/17/99 950,434.82 978,784.99 28,350.17
105.215 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 22 FEB 1999 JPY / USD EX.RATE JPY 50,000,000.00 2/22/99 412,405.15 424,574.36 12,169.21
121.24 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 23 FEB 1999 JPY / USD EX.RATE JPY 50,000,000.00 2/23/99 413,052.46 424,574.36 11,521.90
121.05 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 25 FEB 1999 JPY / USD EX.RATE JPY 50,000,000.00 2/25/99 419,136.08 424,574.36 5,438.28
119.293 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 01 MAR 1999 JPY / USD EX.RATE JPY 80,000,000.00 3/1/99 669,657.80 679,318.98 9,661.18
119.464 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 MAR 1999 USD / JPY EX.RATE JPY (50,000,000.00) 3/16/99 425,531.91 424,574.36 957.55
0.0085106 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 MAR 1999 USD / JPY EX.RATE JPY (180,000,000.00) 3/17/99 1,521,555.37 1,528,467.71 (6,912.34)
0.0084531 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 MAR 1999 JPY / USD EX.RATE JPY 180,000,000.00 3/17/99 1,540,172.84 1,504,387.80 (35,785.04)
116.87 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 MAR 1999 USD / JPY EX.RATE JPY (100,000,000.00) 3/26/99 856,237.69 835,771.00 20,466.69
0.0085624 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 MAR 1999 JPY / USD EX.RATE JPY 50,000,000.00 3/26/99 420,486.08 417,885.50 (2,600.58)
118.91 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 13 APR 1999 JPY / USD EX.RATE JPY 50,000,000.00 4/13/99 419,709.56 417,885.50 (1,824.06)
119.13 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 28 APR 1999 JPY / USD EX.RATE JPY 50,000,000.00 4/28/99 421,727.40 417,885.50 (3,841.90)
118.5599987 WITH STATE STREET BOSTON CAP MKTS BOSTAN
Page 17 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 03 MAY 1999 JPY / USD EX.RATE JPY 50,000,000.00 5/3/99 419,494.76 417,885.50 (1,609.26)
119.191 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 MAY 1999 USD / JPY EX.RATE JPY (50,000,000.00) 5/24/99 407,199.28 417,885.50 (10,686.22)
0.008144 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 27 MAY 1999 USD / JPY EX.RATE JPY (50,000,000.00) 5/27/99 413,855.90 417,885.50 (4,029.60)
0.0082771 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 USD / JPY EX.RATE JPY (180,000,000.00) 6/15/99 1,495,637.72 1,504,387.80 (8,750.08)
0.0083091 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 JPY / USD EX.RATE JPY 180,000,000.00 6/15/99 1,514,960.23 1,718,049.06 203,088.83
118.815 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 JPY / USD EX.RATE JPY 30,000,000.00 6/15/99 252,440.26 286,341.51 33,901.25
118.84 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 05 JUL 1999 JPY / USD EX.RATE JPY 50,000,000.00 7/5/99 414,112.97 477,235.85 63,122.88
120.74 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 21 JUL 1999 USD / JPY EX.RATE JPY (50,000,000.00) 7/21/99 426,475.61 477,235.85 (50,760.24)
0.0085295 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 AUG 1999 JPY / USD EX.RATE JPY 100,000,000.00 8/16/99 872,524.21 954,471.70 81,947.49
114.61 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 18 AUG 1999 USD / JPY EX.RATE JPY (50,000,000.00) 8/18/99 447,595.52 477,235.85 (29,640.33)
0.0089519 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 27 AUG 1999 JPY / USD EX.RATE JPY 50,000,000.00 8/27/99 449,276.66 477,235.85 27,959.19
111.2900011 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 31 AUG 1999 USD / JPY EX.RATE JPY (50,000,000.00) 8/31/99 458,253.14 477,235.85 (18,982.71)
0.0091651 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 08 SEP 1999 USD / JPY EX.RATE JPY (30,000,000.00) 9/8/99 270,392.07 286,341.51 (15,949.44)
0.0090131 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 08 SEP 1999 USD / JPY EX.RATE JPY (20,000,000.00) 9/8/99 180,310.13 190,894.34 (10,584.21)
0.0090155 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 SEP 1999 USD / JPY EX.RATE JPY (210,000,000.00) 9/15/99 2,015,548.52 2,004,390.57 11,157.95
0.0095979 WITH STATE STREET BOSTON CAP MKTS BOSTAN
United States dollar - USD
FX DEAL TRANSACTED ON 15 SEP 1999 EUR / USD EX.RATE USD (3,181,455.00) 9/15/99 3,181,455.00 3,181,455.00 -
0.9586809 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 SEP 1999 GBP / USD EX.RATE USD (2,577,904.00) 9/15/99 2,577,904.00 2,577,904.00 -
0.6206593 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 SEP 1999 JPY / USD EX.RATE USD (2,038,834.95) 9/15/99 2,038,834.95 2,038,834.95 -
103.0 WITH STATE STREET BOSTON CAP MKTS BOSTAN
Page 18 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 17 MAR 1999 GBP / USD EX.RATE USD (1,630,070.00) 3/17/99 1,630,070.00 1,630,070.00 -
0.6134706 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 MAR 1999 JPY / USD EX.RATE USD (1,540,172.84) 3/17/99 1,540,172.84 1,540,172.84 -
116.87 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 JPY / USD EX.RATE USD (1,514,960.23) 6/15/99 1,514,960.23 1,514,960.23 -
118.815 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 GBP / USD EX.RATE USD (1,514,442.50) 6/15/99 1,514,442.50 1,514,442.50 -
0.6272935 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 EUR / USD EX.RATE USD (1,259,040.00) 6/15/99 1,259,040.00 1,259,040.00 -
0.9531071 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 22 OCT 1999 GBP / USD EX.RATE USD (993,552.00) 10/22/99 993,552.00 993,552.00 -
0.6038939 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 21 SEP 1999 JPY / USD EX.RATE USD (970,214.42) 9/21/99 970,214.42 970,214.42 -
103.07 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 NOV 1999 JPY / USD EX.RATE USD (950,434.82) 11/17/99 950,434.82 950,434.82 -
105.215 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 AUG 1999 JPY / USD EX.RATE USD (872,524.21) 8/16/99 872,524.21 872,524.21 -
114.61 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 27 SEP 1999 GBP / USD EX.RATE USD (823,150.00) 9/27/99 823,150.00 823,150.00 -
0.6074227 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 SEP 1999 AUD / USD EX.RATE USD (766,764.00) 9/15/99 766,764.00 766,764.00 -
1.5389351 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 08 NOV 1999 JPY / USD EX.RATE USD (762,631.08) 11/8/99 762,631.08 762,631.08 -
104.9 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 13 APR 1999 GBP / USD EX.RATE USD (726,313.50) 4/13/99 726,313.50 726,313.50 -
0.6195672 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 AUG 1999 GBP / USD EX.RATE USD (721,606.50) 8/16/99 721,606.50 721,606.50 -
0.6236086 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 21 OCT 1999 JPY / USD EX.RATE USD (711,676.23) 10/21/99 711,676.23 711,676.23 -
105.385 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 01 MAR 1999 JPY / USD EX.RATE USD (669,657.80) 3/1/99 669,657.80 669,657.80 -
119.464 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 01 MAR 1999 GBP / USD EX.RATE USD (643,444.00) 3/1/99 643,444.00 643,444.00 -
0.6216547 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 AUD / USD EX.RATE USD (579,458.00) 6/15/99 579,458.00 579,458.00 -
1.5186605 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 22 OCT 1999 JPY / USD EX.RATE USD (570,260.89) 10/22/99 570,260.89 570,260.89 -
105.215 WITH STATE STREET BOSTON CAP MKTS BOSTAN
Page 19 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 22 FEB 1999 EUR / USD EX.RATE USD (550,600.00) 2/22/99 550,600.00 550,600.00 -
0.9081003 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 28 APR 1999 EUR / USD EX.RATE USD (533,450.00) 4/28/99 533,450.00 533,450.00 -
0.937295 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 12 NOV 1999 EUR / USD EX.RATE USD (516,200.00) 11/12/99 516,200.00 516,200.00 -
0.9686168 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 20 SEP 1999 GBP / USD EX.RATE USD (486,780.00) 9/20/99 486,780.00 486,780.00 -
0.6162948 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 22 FEB 1999 GBP / USD EX.RATE USD (485,820.00) 2/22/99 485,820.00 485,820.00 -
0.6175127 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 28 APR 1999 GBP / USD EX.RATE USD (484,785.00) 4/28/99 484,785.00 484,785.00 -
0.618831 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 23 FEB 1999 GBP / USD EX.RATE USD (484,260.00) 2/23/99 484,260.00 484,260.00 -
0.6195019 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 JUN 1999 GBP / USD EX.RATE USD (477,789.00) 6/17/99 477,789.00 477,789.00 -
0.6278922 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 NOV 1999 JPY / USD EX.RATE USD (476,235.83) 11/16/99 476,235.83 476,235.83 -
104.99 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 12 NOV 1999 JPY / USD EX.RATE USD (476,009.14) 11/12/99 476,009.14 476,009.14 -
105.04 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 27 AUG 1999 JPY / USD EX.RATE USD (449,276.66) 8/27/99 449,276.66 449,276.66 -
111.2900011 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 01 MAR 1999 EUR / USD EX.RATE USD (436,084.00) 3/1/99 436,084.00 436,084.00 -
0.9172545 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 AUG 1999 EUR / USD EX.RATE USD (423,664.00) 8/16/99 423,664.00 423,664.00 -
0.9441444 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 28 APR 1999 JPY / USD EX.RATE USD (421,727.40) 4/28/99 421,727.40 421,727.40 -
118.5599987 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 MAR 1999 JPY / USD EX.RATE USD (420,486.08) 3/26/99 420,486.08 420,486.08 -
118.91 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 13 APR 1999 JPY / USD EX.RATE USD (419,709.56) 4/13/99 419,709.56 419,709.56 -
119.13 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 03 MAY 1999 JPY / USD EX.RATE USD (419,494.76) 5/3/99 419,494.76 419,494.76 -
119.191 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 25 FEB 1999 JPY / USD EX.RATE USD (419,136.08) 2/25/99 419,136.08 419,136.08 -
119.293 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 JUN 1999 EUR / USD EX.RATE USD (415,864.00) 6/17/99 415,864.00 415,864.00 -
0.9618529 WITH STATE STREET BOSTON CAP MKTS BOSTAN
Page 20 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 16 NOV 1999 EUR / USD EX.RATE USD (414,316.00) 11/16/99 414,316.00 414,316.00 -
0.9654467 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 05 JUL 1999 JPY / USD EX.RATE USD (414,112.97) 7/5/99 414,112.97 414,112.97 -
120.74 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 23 FEB 1999 JPY / USD EX.RATE USD (413,052.46) 2/23/99 413,052.46 413,052.46 -
121.05 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 22 FEB 1999 JPY / USD EX.RATE USD (412,405.15) 2/22/99 412,405.15 412,405.15 -
121.24 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 05 JUL 1999 GBP / USD EX.RATE USD (394,347.50) 7/5/99 394,347.50 394,347.50 -
0.6339586 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 13 APR 1999 EUR / USD EX.RATE USD (379,365.00) 4/13/99 379,365.00 379,365.00 -
0.9225943 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 AUG 1999 EUR / USD EX.RATE USD (369,110.00) 8/24/99 369,110.00 369,110.00 -
0.9482268 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 20 SEP 1999 EUR / USD EX.RATE USD (366,450.00) 9/20/99 366,450.00 366,450.00 -
0.9551098 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 NOV 1999 GBP / USD EX.RATE USD (324,968.00) 11/17/99 324,968.00 324,968.00 -
0.6154452 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 NOV 1999 GBP / USD EX.RATE USD (324,640.00) 11/16/99 324,640.00 324,640.00 -
0.616067 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 12 NOV 1999 GBP / USD EX.RATE USD (322,840.00) 11/12/99 322,840.00 322,840.00 -
0.6195019 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 23 FEB 1999 GBP / USD EX.RATE USD (322,040.00) 2/23/99 322,040.00 322,040.00 -
0.6210409 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 AUG 1999 GBP / USD EX.RATE USD (319,660.00) 8/24/99 319,660.00 319,660.00 -
0.6256648 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 03 MAY 1999 EUR / USD EX.RATE USD (318,570.00) 5/3/99 318,570.00 318,570.00 -
0.9417083 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 EUR / USD EX.RATE USD (313,791.00) 6/15/99 313,791.00 313,791.00 -
0.9560504 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 NOV 1999 EUR / USD EX.RATE USD (312,270.00) 11/17/99 312,270.00 312,270.00 -
0.9607071 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 05 JUL 1999 EUR / USD EX.RATE USD (308,547.00) 7/5/99 308,547.00 308,547.00 -
0.9722992 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 21 OCT 1999 EUR / USD EX.RATE USD (271,025.00) 10/21/99 271,025.00 271,025.00 -
0.9224241 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 22 OCT 1999 EUR / USD EX.RATE USD (267,312.50) 10/22/99 267,312.50 267,312.50 -
0.935235 WITH STATE STREET BOSTON CAP MKTS BOSTAN
Page 21 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 15 JUN 1999 JPY / USD EX.RATE USD (252,440.26) 6/15/99 252,440.26 252,440.26 -
118.84 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 SEP 1999 JPY / USD EX.RATE USD (240,731.82) 9/16/99 240,731.82 240,731.82 -
103.85 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 29 SEP 1999 JPY / USD EX.RATE USD (236,679.67) 9/29/99 236,679.67 236,679.67 -
105.628 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 20 SEP 1999 JPY / USD EX.RATE USD (236,585.60) 9/20/99 236,585.60 236,585.60 -
105.67 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 AUG 1999 AUD / USD EX.RATE USD (223,650.00) 8/24/99 223,650.00 223,650.00 -
1.5649452 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 28 OCT 1999 EUR / USD EX.RATE USD (210,420.00) 10/28/99 210,420.00 210,420.00 -
0.95048 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 25 FEB 1999 AUD / USD EX.RATE USD (187,680.00) 2/25/99 187,680.00 187,680.00 -
1.5984655 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 OCT 1999 GBP / USD EX.RATE USD (165,510.00) 10/26/99 165,510.00 165,510.00 -
0.6041931 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 21 OCT 1999 AUD / USD EX.RATE USD (162,025.00) 10/21/99 162,025.00 162,025.00 -
1.5429718 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 GBP / USD EX.RATE USD (159,744.00) 6/15/99 159,744.00 159,744.00 -
0.6260016 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 23 FEB 1999 AUD / USD EX.RATE USD (128,080.00) 2/23/99 128,080.00 128,080.00 -
1.561524 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 22 FEB 1999 AUD / USD EX.RATE USD (127,680.00) 2/22/99 127,680.00 127,680.00 -
1.566416 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 01 MAR 1999 AUD / USD EX.RATE USD (124,070.00) 3/1/99 124,070.00 124,070.00 -
1.6119932 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 23 FEB 1999 EUR / USD EX.RATE USD (109,875.00) 2/23/99 109,875.00 109,875.00 -
0.9101251 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 AUG 1999 AUD / USD EX.RATE USD (97,695.00) 8/16/99 97,695.00 97,695.00 -
1.5353908 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 20 SEP 1999 AUD / USD EX.RATE USD (77,388.00) 9/20/99 77,388.00 77,388.00 -
1.550628 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 03 MAY 1999 AUD / USD EX.RATE USD (66,410.00) 5/3/99 66,410.00 66,410.00 -
1.5057973 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 APR 1999 AUD / USD EX.RATE USD (64,860.00) 4/26/99 64,860.00 64,860.00 -
1.5417823 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 NOV 1999 AUD / USD EX.RATE USD (64,604.50) 11/16/99 64,604.50 64,604.50 -
1.5478798 WITH STATE STREET BOSTON CAP MKTS BOSTAN
Page 22 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 13 APR 1999 AUD / USD EX.RATE USD (63,780.00) 4/13/99 63,780.00 63,780.00 -
1.5678896 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 MAY 1999 USD / AUD EX.RATE USD 46,242.00 5/24/99 46,242.00 46,242.00 -
0.6606 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 MAR 1999 USD / AUD EX.RATE USD 95,662.50 3/26/99 95,662.50 95,662.50 -
0.63775 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 08 SEP 1999 USD / EUR EX.RATE USD 106,010.00 9/8/99 106,010.00 106,010.00 -
1.0601 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 08 SEP 1999 USD / EUR EX.RATE USD 106,010.00 9/8/99 106,010.00 106,010.00 -
1.0601 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 08 SEP 1999 USD / AUD EX.RATE USD 129,620.00 9/8/99 129,620.00 129,620.00 -
0.6481 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 MAR 1999 USD / EUR EX.RATE USD 161,722.50 3/26/99 161,722.50 161,722.50 -
1.07815 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 08 SEP 1999 USD / JPY EX.RATE USD 180,310.13 9/8/99 180,310.13 180,310.13 -
0.0090155 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 MAY 1999 USD / GBP EX.RATE USD 199,450.00 5/24/99 199,450.00 199,450.00 -
1.5956 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 MAY 1999 USD / GBP EX.RATE USD 199,800.00 5/24/99 199,800.00 199,800.00 -
1.5984 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 31 AUG 1999 USD / EUR EX.RATE USD 211,954.00 8/31/99 211,954.00 211,954.00 -
1.05977 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 MAY 1999 USD / EUR EX.RATE USD 212,160.00 5/24/99 212,160.00 212,160.00 -
1.0608 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 MAY 1999 USD / EUR EX.RATE USD 212,300.00 5/24/99 212,300.00 212,300.00 -
1.0615 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 MAR 1999 USD / GBP EX.RATE USD 242,910.00 3/26/99 242,910.00 242,910.00 -
1.6194 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 08 SEP 1999 USD / JPY EX.RATE USD 270,392.07 9/8/99 270,392.07 270,392.07 -
0.0090131 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 23 SEP 1999 USD / EUR EX.RATE USD 315,660.00 9/23/99 315,660.00 315,660.00 -
1.0522 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 01 APR 1999 USD / GBP EX.RATE USD 322,060.00 4/1/99 322,060.00 322,060.00 -
1.6103 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 12 MAY 1999 USD / EUR EX.RATE USD 322,320.00 5/12/99 322,320.00 322,320.00 -
1.0744 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 03 MAR 1999 USD / GBP EX.RATE USD 323,340.00 3/3/99 323,340.00 323,340.00 -
1.6167 WITH STATE STREET BOSTON CAP MKTS BOSTAN
Page 23 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 08 SEP 1999 USD / GBP EX.RATE USD 323,800.00 9/8/99 323,800.00 323,800.00 -
1.619 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 08 SEP 1999 USD / GBP EX.RATE USD 324,040.00 9/8/99 324,040.00 324,040.00 -
1.6202 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 MAR 1999 USD / EUR EX.RATE USD 327,225.00 3/26/99 327,225.00 327,225.00 -
1.09075 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 21 JUL 1999 USD / GBP EX.RATE USD 394,350.00 7/21/99 394,350.00 394,350.00 -
1.5774 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 24 MAY 1999 USD / JPY EX.RATE USD 407,199.28 5/24/99 407,199.28 407,199.28 -
0.008144 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 27 MAY 1999 USD / JPY EX.RATE USD 413,855.90 5/27/99 413,855.90 413,855.90 -
0.0082771 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 16 MAR 1999 USD / JPY EX.RATE USD 425,531.91 3/16/99 425,531.91 425,531.91 -
0.0085106 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 21 JUL 1999 USD / JPY EX.RATE USD 426,475.61 7/21/99 426,475.61 426,475.61 -
0.0085295 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 18 AUG 1999 USD / JPY EX.RATE USD 447,595.52 8/18/99 447,595.52 447,595.52 -
0.0089519 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 31 AUG 1999 USD / JPY EX.RATE USD 458,253.14 8/31/99 458,253.14 458,253.14 -
0.0091651 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 SEP 1999 USD / JPY EX.RATE USD 483,045.12 9/15/99 483,045.12 483,045.12 -
0.0096609 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 SEP 1999 USD / JPY EX.RATE USD 483,045.12 9/15/99 483,045.12 483,045.12 -
0.0096609 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 MAR 1999 USD / AUD EX.RATE USD 564,300.00 3/17/99 564,300.00 564,300.00 -
0.627 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 USD / AUD EX.RATE USD 579,040.00 6/15/99 579,040.00 579,040.00 -
0.658 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 SEP 1999 USD / AUD EX.RATE USD 765,820.00 9/15/99 765,820.00 765,820.00 -
0.649 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 26 MAR 1999 USD / JPY EX.RATE USD 856,237.69 3/26/99 856,237.69 856,237.69 -
0.0085624 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 USD / EUR EX.RATE USD 1,251,000.00 6/15/99 1,251,000.00 1,251,000.00 -
1.0425 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 23 SEP 1999 USD / GBP EX.RATE USD 1,314,340.00 9/23/99 1,314,340.00 1,314,340.00 -
1.642925 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 JUN 1999 USD / JPY EX.RATE USD 1,495,637.72 6/15/99 1,495,637.72 1,495,637.72 -
0.0083091 WITH STATE STREET BOSTON CAP MKTS BOSTAN
Page 24 of 25
5 % Report - Part B
Series of Non-Security Transactions with Same Party in Excess of 5 %
====================================================================================================================================
Current
Value on
Shares/ Transaction Net
Security Description / Asset ID Par Value Date Cost Date Gain/Loss
- ------------------------------------------------------------------------------------------------------------------------------------
FX DEAL TRANSACTED ON 15 JUN 1999 USD / GBP EX.RATE USD 1,513,825.00 6/15/99 1,513,825.00 1,513,825.00 -
1.5935 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 17 MAR 1999 USD / JPY EX.RATE USD 1,521,555.37 3/17/99 1,521,555.37 1,521,555.37 -
0.0084531 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 SEP 1999 USD / JPY EX.RATE USD 2,015,548.52 9/15/99 2,015,548.52 2,015,548.52 -
0.0095979 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 SEP 1999 USD / GBP EX.RATE USD 2,576,800.00 9/15/99 2,576,800.00 2,576,800.00 -
1.6105 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 15 SEP 1999 USD / EUR EX.RATE USD 3,162,240.00 9/15/99 3,162,240.00 3,162,240.00 -
1.0368 WITH STATE STREET BOSTON CAP MKTS BOSTAN
FX DEAL TRANSACTED ON 25 FEB 1999 USD / EUR EX.RATE USD 220,972.00 2/25/99 220,972.00 220,972.00
.905092 WITH STATE STREET BOSTON CAP MKTS BOSTAN
- -----------------------------------------------------------------------------------------------------------------------------------
Total STATE ST BOS CAP MKT 141,588,652.02 141,814,775.07 119,997.19
Page 25 of 25
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
U.S. Government Securities
====================================================================================================================================
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 30,000,000.00 2/2/99 100.53
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 31,000,000.00 2/2/99 100.55
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 1,000,000.00 2/3/99 100.58
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 31,000,000.00 3/2/99 99.97
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 10,000,000.00 3/24/99 100.19
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 10,000,000.00 3/26/99 100.22
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 11,000,000.00 4/13/99 100.29
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 11,000,000.00 5/13/99 100.11
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 11,000,000.00 6/9/99 99.66
- ------------------------------------------------------------------------------------------------------------------------------------
Total Number of puchases = 9
====================================================================================================================================
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 (30,000,000.00) 2/2/99 100.56
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 (1,000,000.00) 2/3/99 100.59
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 (31,000,000.00) 3/2/99 100.00
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 (10,000,000.00) 3/24/99 100.20
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 (10,000,000.00) 3/26/99 100.21
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 (10,000,000.00) 3/26/99 100.20
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 (11,000,000.00) 4/13/99 100.31
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 (10,000,000.00) 3/24/99 100.17
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 (11,000,000.00) 5/13/99 100.14
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 (11,000,000.00) 6/9/99 99.64
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG S2288934 (11,000,000.00) 6/9/99 99.64
- ------------------------------------------------------------------------------------------------------------------------------------
====================================================================================================================================
Total US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG
====================================================================================================================================
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 18,000,000.00 11/17/98 107.78
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 4,000,000.00 12/22/98 107.63
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 18,000,000.00 11/18/98 107.23
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 4,000,000.00 12/23/98 107.36
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 17,300,000.00 2/2/99 106.97
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 18,000,000.00 1/15/99 107.28
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 3,000,000.00 1/28/99 107.30
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 1,000,000.00 2/26/99 105.57
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 3,700,000.00 2/18/99 105.95
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 1,000,000.00 3/18/99 105.84
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 4,700,000.00 4/15/99 105.78
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 4,700,000.00 5/14/99 104.88
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 4,700,000.00 5/6/99 105.03
- ------------------------------------------------------------------------------------------------------------------------------------
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
=======================================================================================================================
U.S. Government Securities
=======================================================================================================================
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 30,159,810.00 30,159,810.00 0.00
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 31,169,531.25 31,169,531.25 0.00
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 1,005,773.00 1,005,773.00 0.00
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 30,991,648.60 30,991,648.60 0.00
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 10,018,750.00 10,018,750.00 0.00
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 10,021,875.00 10,021,875.00 0.00
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 11,031,812.00 11,031,812.00 0.00
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 11,012,551.00 11,012,551.00 0.00
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 10,962,187.50 10,962,187.50 0.00
- -----------------------------------------------------------------------------------------------------------------------
Total Number of puchases = 9 146,373,938.35 146,373,938.35 0.00
=======================================================================================================================
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 30,161,971.11 30,168,750.00 6,778.89
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 1,005,410.72 1,005,937.50 526.78
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 31,079,690.51 31,000,000.00 (79,690.51)
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 10,024,009.88 10,019,531.25 (4,478.63)
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 10,023,321.21 10,021,093.75 (2,227.46)
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 10,023,321.21 10,020,060.00 (3,261.21)
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 11,028,732.66 11,034,375.00 5,642.34
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 10,024,009.88 10,017,070.00 (6,939.88)
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 11,020,641.83 11,015,468.75 (5,173.08)
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 10,991,414.67 10,960,468.75 (30,945.92)
US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 10,991,414.67 10,960,070.00 (31,344.67)
- -----------------------------------------------------------------------------------------------------------------------
146,373,938.35 146,222,825.00 (151,113.35)
=======================================================================================================================
Total US TREAS NTS DTD 08/31/1998 5.125 DUE 08-31-2000 REG 292,747,876.70 292,596,763.35 (151,113.35)
=======================================================================================================================
USA TREASURY NTS 7.5% 15/11/01 USD1000 19,400,625.00 19,400,625.00 0.00
USA TREASURY NTS 7.5% 15/11/01 USD1000 4,305,000.00 4,305,000.00 0.00
USA TREASURY NTS 7.5% 15/11/01 USD1000 19,300,518.00 19,300,518.00 0.00
USA TREASURY NTS 7.5% 15/11/01 USD1000 4,294,464.00 4,294,464.00 0.00
USA TREASURY NTS 7.5% 15/11/01 USD1000 18,505,593.75 18,505,593.75 0.00
USA TREASURY NTS 7.5% 15/11/01 USD1000 19,309,554.00 19,309,554.00 0.00
USA TREASURY NTS 7.5% 15/11/01 USD1000 3,219,093.00 3,219,093.00 0.00
USA TREASURY NTS 7.5% 15/11/01 USD1000 1,055,666.00 1,055,666.00 0.00
USA TREASURY NTS 7.5% 15/11/01 USD1000 3,920,116.70 3,920,116.70 0.00
USA TREASURY NTS 7.5% 15/11/01 USD1000 1,058,404.00 1,058,404.00 0.00
USA TREASURY NTS 7.5% 15/11/01 USD1000 4,971,721.10 4,971,721.10 0.00
USA TREASURY NTS 7.5% 15/11/01 USD1000 4,929,125.00 4,929,125.00 0.00
USA TREASURY NTS 7.5% 15/11/01 USD1000 4,936,184.40 4,936,184.40 0.00
- -----------------------------------------------------------------------------------------------------------------------
Page 1 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
- ------------------------------------------------------------------------------------------------------------------------------------
Total Number of puchases = 13
====================================================================================================================================
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 (18,000,000.00) 11/18/98 107.59
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 (4,000,000.00) 12/23/98 107.56
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 (18,000,000.00) 1/15/99 107.47
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 (3,000,000.00) 1/28/99 107.44
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 (17,300,000.00) 2/2/99 107.01
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 (17,300,000.00) 2/2/99 106.86
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 (3,700,000.00) 2/18/99 106.31
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 (1,000,000.00) 2/26/99 105.72
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 (1,000,000.00) 3/18/99 106.00
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 (4,700,000.00) 4/15/99 105.94
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 (4,700,000.00) 5/6/99 105.22
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 (4,700,000.00) 5/14/99 104.88
USA TREASURY NTS 7.5% 15/11/01 USD1000 S2913861 (4,700,000.00) 5/14/99 104.71
- ------------------------------------------------------------------------------------------------------------------------------------
Total Number of sales = 13
====================================================================================================================================
Total USA TREASURY NTS 7.5% 15/11/01 USD1000
====================================================================================================================================
Loans to Participants/Other
====================================================================================================================================
&&& UAL - LOAN ASSET C999954274 119,985.00 12/1/98 1.00
&&& UAL - LOAN ASSET C999954274 115,115.00 12/2/98 1.00
&&& UAL - LOAN ASSET C999954274 111,148.00 12/3/98 1.00
&&& UAL - LOAN ASSET C999954274 111,163.00 12/4/98 1.00
&&& UAL - LOAN ASSET C999954274 112,726.00 12/7/98 1.00
&&& UAL - LOAN ASSET C999954274 112,044.00 12/8/98 1.00
&&& UAL - LOAN ASSET C999954274 140,990.00 12/9/98 1.00
&&& UAL - LOAN ASSET C999954274 156,009.00 12/10/98 1.00
&&& UAL - LOAN ASSET C999954274 156,032.00 12/11/98 1.00
&&& UAL - LOAN ASSET C999954274 158,313.00 12/14/98 1.00
&&& UAL - LOAN ASSET C999954274 138,310.00 12/15/98 1.00
&&& UAL - LOAN ASSET C999954274 44,463.00 12/16/98 1.00
&&& UAL - LOAN ASSET C999954274 44,074.00 12/17/98 1.00
&&& UAL - LOAN ASSET C999954274 34,698.00 12/18/98 1.00
&&& UAL - LOAN ASSET C999954274 122,070.00 12/21/98 1.00
&&& UAL - LOAN ASSET C999954274 43,032.00 12/22/98 1.00
&&& UAL - LOAN ASSET C999954274 3,713,439.00 12/23/98 1.00
&&& UAL - LOAN ASSET C999954274 3,713,953.00 12/24/98 1.00
&&& UAL - LOAN ASSET C999954274 3,886,930.00 12/28/98 1.00
&&& UAL - LOAN ASSET C999954274 3,759,270.00 12/29/98 1.00
&&& UAL - LOAN ASSET C999954274 3,804,060.00 12/30/98 1.00
&&& UAL - LOAN ASSET C999954274 3,906,518.00 12/31/98 1.00
&&& UAL - LOAN ASSET C999954274 3,930,017.00 1/4/99 1.00
&&& UAL - LOAN ASSET C999954274 4,253,826.00 1/5/99 1.00
&&& UAL - LOAN ASSET C999954274 4,320,546.00 1/6/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
- -----------------------------------------------------------------------------------------------------------------------
Total Number of puchases = 13 109,206,064.95 109,206,064.95 0.00
=======================================================================================================================
USA TREASURY NTS 7.5% 15/11/01 USD1000 19,350,571.50 19,366,875.00 16,303.50
USA TREASURY NTS 7.5% 15/11/01 USD1000 4,300,005.46 4,302,500.00 2,494.54
USA TREASURY NTS 7.5% 15/11/01 USD1000 19,331,812.82 19,344,375.00 12,562.18
USA TREASURY NTS 7.5% 15/11/01 USD1000 3,221,623.71 3,223,125.00 1,501.29
USA TREASURY NTS 7.5% 15/11/01 USD1000 18,546,143.32 18,512,351.56 (33,791.76)
USA TREASURY NTS 7.5% 15/11/01 USD1000 18,546,143.33 18,486,918.40 (59,224.93)
USA TREASURY NTS 7.5% 15/11/01 USD1000 3,946,078.33 3,933,562.50 (12,515.83)
USA TREASURY NTS 7.5% 15/11/01 USD1000 1,064,605.61 1,057,187.50 (7,418.11)
USA TREASURY NTS 7.5% 15/11/01 USD1000 1,063,517.61 1,060,000.00 (3,517.61)
USA TREASURY NTS 7.5% 15/11/01 USD1000 4,985,126.93 4,979,062.50 (6,064.43)
USA TREASURY NTS 7.5% 15/11/01 USD1000 4,960,655.66 4,945,281.25 (15,374.41)
USA TREASURY NTS 7.5% 15/11/01 USD1000 4,944,890.33 4,929,125.00 (15,765.33)
USA TREASURY NTS 7.5% 15/11/01 USD1000 4,944,890.34 4,921,426.40 (23,463.94)
- -----------------------------------------------------------------------------------------------------------------------
Total Number of sales = 13 109,206,064.95 109,061,790.11 (144,274.84)
=======================================================================================================================
Total USA TREASURY NTS 7.5% 15/11/01 USD1000 218,412,129.90 218,267,855.06 (144,274.84)
=======================================================================================================================
Loans to Participants/Other
=======================================================================================================================
&&& UAL - LOAN ASSET 119,985.00 119,985.00 0.00
&&& UAL - LOAN ASSET 115,115.00 115,115.00 0.00
&&& UAL - LOAN ASSET 111,148.00 111,148.00 0.00
&&& UAL - LOAN ASSET 111,163.00 111,163.00 0.00
&&& UAL - LOAN ASSET 112,726.00 112,726.00 0.00
&&& UAL - LOAN ASSET 112,044.00 112,044.00 0.00
&&& UAL - LOAN ASSET 140,990.00 140,990.00 0.00
&&& UAL - LOAN ASSET 156,009.00 156,009.00 0.00
&&& UAL - LOAN ASSET 156,032.00 156,032.00 0.00
&&& UAL - LOAN ASSET 158,313.00 158,313.00 0.00
&&& UAL - LOAN ASSET 138,310.00 138,310.00 0.00
&&& UAL - LOAN ASSET 44,463.00 44,463.00 0.00
&&& UAL - LOAN ASSET 44,074.00 44,074.00 0.00
&&& UAL - LOAN ASSET 34,698.00 34,698.00 0.00
&&& UAL - LOAN ASSET 122,070.00 122,070.00 0.00
&&& UAL - LOAN ASSET 43,032.00 43,032.00 0.00
&&& UAL - LOAN ASSET 3,713,439.00 3,713,439.00 0.00
&&& UAL - LOAN ASSET 3,713,953.00 3,713,953.00 0.00
&&& UAL - LOAN ASSET 3,886,930.00 3,886,930.00 0.00
&&& UAL - LOAN ASSET 3,759,270.00 3,759,270.00 0.00
&&& UAL - LOAN ASSET 3,804,060.00 3,804,060.00 0.00
&&& UAL - LOAN ASSET 3,906,518.00 3,906,518.00 0.00
&&& UAL - LOAN ASSET 3,930,017.00 3,930,017.00 0.00
&&& UAL - LOAN ASSET 4,253,826.00 4,253,826.00 0.00
&&& UAL - LOAN ASSET 4,320,546.00 4,320,546.00 0.00
Page 2 of 37
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
&&& UAL - LOAN ASSET C999954274 3,991,621.00 1/7/99 1.00 3,991,621.00 3,991,621.00 0.00
&&& UAL - LOAN ASSET C999954274 4,088,286.00 1/8/99 1.00 4,088,286.00 4,088,286.00 0.00
&&& UAL - LOAN ASSET C999954274 4,002,161.00 1/11/99 1.00 4,002,161.00 4,002,161.00 0.00
&&& UAL - LOAN ASSET C999954274 3,835,318.00 1/12/99 1.00 3,835,318.00 3,835,318.00 0.00
&&& UAL - LOAN ASSET C999954274 3,800,373.00 1/13/99 1.00 3,800,373.00 3,800,373.00 0.00
&&& UAL - LOAN ASSET C999954274 3,817,066.00 1/14/99 1.00 3,817,066.00 3,817,066.00 0.00
&&& UAL - LOAN ASSET C999954274 3,789,234.00 1/15/99 1.00 3,789,234.00 3,789,234.00 0.00
&&& UAL - LOAN ASSET C999954274 3,792,471.00 1/19/99 1.00 3,792,471.00 3,792,471.00 0.00
&&& UAL - LOAN ASSET C999954274 3,792,475.00 1/20/99 1.00 3,792,475.00 3,792,475.00 0.00
&&& UAL - LOAN ASSET C999954274 3,751,479.00 1/21/99 1.00 3,751,479.00 3,751,479.00 0.00
&&& UAL - LOAN ASSET C999954274 3,843,330.00 1/22/99 1.00 3,843,330.00 3,843,330.00 0.00
&&& UAL - LOAN ASSET C999954274 3,916,206.00 1/25/99 1.00 3,916,206.00 3,916,206.00 0.00
&&& UAL - LOAN ASSET C999954274 3,868,049.00 1/26/99 1.00 3,868,049.00 3,868,049.00 0.00
&&& UAL - LOAN ASSET C999954274 3,898,541.00 1/27/99 1.00 3,898,541.00 3,898,541.00 0.00
&&& UAL - LOAN ASSET C999954274 3,896,077.00 1/28/99 1.00 3,896,077.00 3,896,077.00 0.00
&&& UAL - LOAN ASSET C999954274 3,869,650.00 1/29/99 1.00 3,869,650.00 3,869,650.00 0.00
&&& UAL - LOAN ASSET C999954274 3,878,844.00 2/1/99 1.00 3,878,844.00 3,878,844.00 0.00
&&& UAL - LOAN ASSET C999954274 3,874,379.00 2/2/99 1.00 3,874,379.00 3,874,379.00 0.00
&&& UAL - LOAN ASSET C999954274 3,874,680.00 2/3/99 1.00 3,874,680.00 3,874,680.00 0.00
&&& UAL - LOAN ASSET C999954274 3,861,292.00 2/4/99 1.00 3,861,292.00 3,861,292.00 0.00
&&& UAL - LOAN ASSET C999954274 3,992,326.00 2/5/99 1.00 3,992,326.00 3,992,326.00 0.00
&&& UAL - LOAN ASSET C999954274 4,097,377.00 2/8/99 1.00 4,097,377.00 4,097,377.00 0.00
&&& UAL - LOAN ASSET C999954274 4,196,666.00 2/9/99 1.00 4,196,666.00 4,196,666.00 0.00
&&& UAL - LOAN ASSET C999954274 4,050,111.00 2/10/99 1.00 4,050,111.00 4,050,111.00 0.00
&&& UAL - LOAN ASSET C999954274 4,050,645.00 2/11/99 1.00 4,050,645.00 4,050,645.00 0.00
&&& UAL - LOAN ASSET C999954274 4,059,638.00 2/12/99 1.00 4,059,638.00 4,059,638.00 0.00
&&& UAL - LOAN ASSET C999954274 4,064,224.00 2/16/99 1.00 4,064,224.00 4,064,224.00 0.00
&&& UAL - LOAN ASSET C999954274 3,907,370.00 2/17/99 1.00 3,907,370.00 3,907,370.00 0.00
&&& UAL - LOAN ASSET C999954274 3,921,643.00 2/18/99 1.00 3,921,643.00 3,921,643.00 0.00
&&& UAL - LOAN ASSET C999954274 3,958,695.00 2/19/99 1.00 3,958,695.00 3,958,695.00 0.00
&&& UAL - LOAN ASSET C999954274 3,909,495.00 2/22/99 1.00 3,909,495.00 3,909,495.00 0.00
&&& UAL - LOAN ASSET C999954274 3,910,024.00 2/23/99 1.00 3,910,024.00 3,910,024.00 0.00
&&& UAL - LOAN ASSET C999954274 4,101,583.00 2/24/99 1.00 4,101,583.00 4,101,583.00 0.00
&&& UAL - LOAN ASSET C999954274 4,097,745.00 2/25/99 1.00 4,097,745.00 4,097,745.00 0.00
&&& UAL - LOAN ASSET C999954274 4,098,265.00 2/26/99 1.00 4,098,265.00 4,098,265.00 0.00
&&& UAL - LOAN ASSET C999954274 4,099,924.00 3/1/99 1.00 4,099,924.00 4,099,924.00 0.00
&&& UAL - LOAN ASSET C999954274 4,092,057.00 3/2/99 1.00 4,092,057.00 4,092,057.00 0.00
&&& UAL - LOAN ASSET C999954274 4,100,561.00 3/3/99 1.00 4,100,561.00 4,100,561.00 0.00
&&& UAL - LOAN ASSET C999954274 374,144.00 3/4/99 1.00 374,144.00 374,144.00 0.00
&&& UAL - LOAN ASSET C999954274 374,192.00 3/5/99 1.00 374,192.00 374,192.00 0.00
&&& UAL - LOAN ASSET C999954274 378,619.00 3/8/99 1.00 378,619.00 378,619.00 0.00
&&& UAL - LOAN ASSET C999954274 1,158,552.00 3/9/99 1.00 1,158,552.00 1,158,552.00 0.00
&&& UAL - LOAN ASSET C999954274 403,162.00 3/10/99 1.00 403,162.00 403,162.00 0.00
Page 3 of 37
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
&&& UAL - LOAN ASSET C999954274 904,173.00 3/11/99 1.00 904,173.00 904,173.00 0.00
&&& UAL - LOAN ASSET C999954274 928,895.00 3/12/99 1.00 928,895.00 928,895.00 0.00
&&& UAL - LOAN ASSET C999954274 912,914.00 3/15/99 1.00 912,914.00 912,914.00 0.00
&&& UAL - LOAN ASSET C999954274 91,610.26 3/16/99 1.00 91,610.26 91,610.26 0.00
&&& UAL - LOAN ASSET C999954274 81,786.00 3/17/99 1.00 81,786.00 81,786.00 0.00
&&& UAL - LOAN ASSET C999954274 81,876.00 3/18/99 1.00 81,876.00 81,876.00 0.00
&&& UAL - LOAN ASSET C999954274 81,896.00 3/19/99 1.00 81,896.00 81,896.00 0.00
&&& UAL - LOAN ASSET C999954274 65,408.00 3/22/99 1.00 65,408.00 65,408.00 0.00
&&& UAL - LOAN ASSET C999954274 103,301.00 3/23/99 1.00 103,301.00 103,301.00 0.00
&&& UAL - LOAN ASSET C999954274 103,704.00 3/24/99 1.00 103,704.00 103,704.00 0.00
&&& UAL - LOAN ASSET C999954274 65,432.00 3/25/99 1.00 65,432.00 65,432.00 0.00
&&& UAL - LOAN ASSET C999954274 65,440.00 3/26/99 1.00 65,440.00 65,440.00 0.00
&&& UAL - LOAN ASSET C999954274 67,256.00 3/29/99 1.00 67,256.00 67,256.00 0.00
&&& UAL - LOAN ASSET C999954274 53,343.00 3/30/99 1.00 53,343.00 53,343.00 0.00
&&& UAL - LOAN ASSET C999954274 61,873.00 3/31/99 1.00 61,873.00 61,873.00 0.00
&&& UAL - LOAN ASSET C999954274 62,686.00 4/1/99 1.00 62,686.00 62,686.00 0.00
&&& UAL - LOAN ASSET C999954274 64,195.00 4/5/99 1.00 64,195.00 64,195.00 0.00
&&& UAL - LOAN ASSET C999954274 51,014.00 4/6/99 1.00 51,014.00 51,014.00 0.00
&&& UAL - LOAN ASSET C999954274 35,976.00 4/7/99 1.00 35,976.00 35,976.00 0.00
&&& UAL - LOAN ASSET C999954274 35,979.00 4/8/99 1.00 35,979.00 35,979.00 0.00
&&& UAL - LOAN ASSET C999954274 31,498.00 4/9/99 1.00 31,498.00 31,498.00 0.00
&&& UAL - LOAN ASSET C999954274 38,151.00 4/12/99 1.00 38,151.00 38,151.00 0.00
&&& UAL - LOAN ASSET C999954274 38,146.00 4/13/99 1.00 38,146.00 38,146.00 0.00
&&& UAL - LOAN ASSET C999954274 29,636.00 4/14/99 1.00 29,636.00 29,636.00 0.00
&&& UAL - LOAN ASSET C999954274 31,014.00 4/15/99 1.00 31,014.00 31,014.00 0.00
&&& UAL - LOAN ASSET C999954274 32,291.00 4/16/99 1.00 32,291.00 32,291.00 0.00
&&& UAL - LOAN ASSET C999954274 33,592.00 4/19/99 1.00 33,592.00 33,592.00 0.00
&&& UAL - LOAN ASSET C999954274 33,596.00 4/20/99 1.00 33,596.00 33,596.00 0.00
&&& UAL - LOAN ASSET C999954274 63,039.00 4/21/99 1.00 63,039.00 63,039.00 0.00
&&& UAL - LOAN ASSET C999954274 32,582.00 4/22/99 1.00 32,582.00 32,582.00 0.00
&&& UAL - LOAN ASSET C999954274 32,556.00 4/23/99 1.00 32,556.00 32,556.00 0.00
&&& UAL - LOAN ASSET C999954274 33,319.00 4/26/99 1.00 33,319.00 33,319.00 0.00
&&& UAL - LOAN ASSET C999954274 33,323.00 4/27/99 1.00 33,323.00 33,323.00 0.00
&&& UAL - LOAN ASSET C999954274 33,328.00 4/28/99 1.00 33,328.00 33,328.00 0.00
&&& UAL - LOAN ASSET C999954274 33,333.00 4/29/99 1.00 33,333.00 33,333.00 0.00
&&& UAL - LOAN ASSET C999954274 36,125.00 4/30/99 1.00 36,125.00 36,125.00 0.00
&&& UAL - LOAN ASSET C999954274 33,837.00 5/3/99 1.00 33,837.00 33,837.00 0.00
&&& UAL - LOAN ASSET C999954274 33,843.00 5/4/99 1.00 33,843.00 33,843.00 0.00
&&& UAL - LOAN ASSET C999954274 33,611.00 5/5/99 1.00 33,611.00 33,611.00 0.00
&&& UAL - LOAN ASSET C999954274 128,326.00 5/6/99 1.00 128,326.00 128,326.00 0.00
&&& UAL - LOAN ASSET C999954274 118,341.00 5/7/99 1.00 118,341.00 118,341.00 0.00
&&& UAL - LOAN ASSET C999954274 196,270.00 5/10/99 1.00 196,270.00 196,270.00 0.00
&&& UAL - LOAN ASSET C999954274 204,674.00 5/11/99 1.00 204,674.00 204,674.00 0.00
Page 4 of 37
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
&&& UAL - LOAN ASSET C999954274 261,158.00 5/12/99 1.00 261,158.00 261,158.00 0.00
&&& UAL - LOAN ASSET C999954274 204,707.00 5/13/99 1.00 204,707.00 204,707.00 0.00
&&& UAL - LOAN ASSET C999954274 204,744.00 5/14/99 1.00 204,744.00 204,744.00 0.00
&&& UAL - LOAN ASSET C999954274 119,429.00 5/17/99 1.00 119,429.00 119,429.00 0.00
&&& UAL - LOAN ASSET C999954274 119,444.00 5/18/99 1.00 119,444.00 119,444.00 0.00
&&& UAL - LOAN ASSET C999954274 203,195.00 5/19/99 1.00 203,195.00 203,195.00 0.00
&&& UAL - LOAN ASSET C999954274 203,222.00 5/20/99 1.00 203,222.00 203,222.00 0.00
&&& UAL - LOAN ASSET C999954274 394,666.00 5/21/99 1.00 394,666.00 394,666.00 0.00
&&& UAL - LOAN ASSET C999954274 120,817.00 5/24/99 1.00 120,817.00 120,817.00 0.00
&&& UAL - LOAN ASSET C999954274 101,996.00 5/25/99 1.00 101,996.00 101,996.00 0.00
&&& UAL - LOAN ASSET C999954274 195,881.00 5/26/99 1.00 195,881.00 195,881.00 0.00
&&& UAL - LOAN ASSET C999954274 203,906.00 5/27/99 1.00 203,906.00 203,906.00 0.00
&&& UAL - LOAN ASSET C999954274 191,793.00 5/28/99 1.00 191,793.00 191,793.00 0.00
&&& UAL - LOAN ASSET C999954274 189,119.00 6/1/99 1.00 189,119.00 189,119.00 0.00
&&& UAL - LOAN ASSET C999954274 192,104.00 6/2/99 1.00 192,104.00 192,104.00 0.00
&&& UAL - LOAN ASSET C999954274 192,829.00 6/3/99 1.00 192,829.00 192,829.00 0.00
&&& UAL - LOAN ASSET C999954274 220,632.00 6/4/99 1.00 220,632.00 220,632.00 0.00
&&& UAL - LOAN ASSET C999954274 222,725.00 6/7/99 1.00 222,725.00 222,725.00 0.00
&&& UAL - LOAN ASSET C999954274 222,751.00 6/8/99 1.00 222,751.00 222,751.00 0.00
&&& UAL - LOAN ASSET C999954274 215,874.00 6/9/99 1.00 215,874.00 215,874.00 0.00
&&& UAL - LOAN ASSET C999954274 142,858.00 6/10/99 1.00 142,858.00 142,858.00 0.00
&&& UAL - LOAN ASSET C999954274 142,875.00 6/11/99 1.00 142,875.00 142,875.00 0.00
&&& UAL - LOAN ASSET C999954274 276,158.00 6/14/99 1.00 276,158.00 276,158.00 0.00
&&& UAL - LOAN ASSET C999954274 145,604.00 6/15/99 1.00 145,604.00 145,604.00 0.00
&&& UAL - LOAN ASSET C999954274 144,136.00 6/16/99 1.00 144,136.00 144,136.00 0.00
&&& UAL - LOAN ASSET C999954274 187,952.00 6/17/99 1.00 187,952.00 187,952.00 0.00
&&& UAL - LOAN ASSET C999954274 163,021.00 6/18/99 1.00 163,021.00 163,021.00 0.00
&&& UAL - LOAN ASSET C999954274 165,246.00 6/21/99 1.00 165,246.00 165,246.00 0.00
&&& UAL - LOAN ASSET C999954274 120,662.00 6/22/99 1.00 120,662.00 120,662.00 0.00
&&& UAL - LOAN ASSET C999954274 120,676.00 6/23/99 1.00 120,676.00 120,676.00 0.00
&&& UAL - LOAN ASSET C999954274 120,519.00 6/24/99 1.00 120,519.00 120,519.00 0.00
&&& UAL - LOAN ASSET C999954274 120,534.00 6/25/99 1.00 120,534.00 120,534.00 0.00
&&& UAL - LOAN ASSET C999954274 121,968.00 6/28/99 1.00 121,968.00 121,968.00 0.00
&&& UAL - LOAN ASSET C999954274 121,983.00 6/29/99 1.00 121,983.00 121,983.00 0.00
&&& UAL - LOAN ASSET C999954274 122,000.00 6/30/99 1.00 122,000.00 122,000.00 0.00
&&& UAL - LOAN ASSET C999954274 117,647.00 7/1/99 1.00 117,647.00 117,647.00 0.00
&&& UAL - LOAN ASSET C999954274 235,711.00 7/2/99 1.00 235,711.00 235,711.00 0.00
&&& UAL - LOAN ASSET C999954274 235,461.00 7/6/99 1.00 235,461.00 235,461.00 0.00
&&& UAL - LOAN ASSET C999954274 235,491.00 7/7/99 1.00 235,491.00 235,491.00 0.00
&&& UAL - LOAN ASSET C999954274 128,232.00 7/8/99 1.00 128,232.00 128,232.00 0.00
&&& UAL - LOAN ASSET C999954274 128,248.00 7/9/99 1.00 128,248.00 128,248.00 0.00
&&& UAL - LOAN ASSET C999954274 129,925.00 7/12/99 1.00 129,925.00 129,925.00 0.00
&&& UAL - LOAN ASSET C999954274 127,007.00 7/13/99 1.00 127,007.00 127,007.00 0.00
Page 5 of 37
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
&&& UAL - LOAN ASSET C999954274 124,247.00 7/14/99 1.00 124,247.00 124,247.00 0.00
&&& UAL - LOAN ASSET C999954274 116,224.00 7/15/99 1.00 116,224.00 116,224.00 0.00
&&& UAL - LOAN ASSET C999954274 174,139.00 7/16/99 1.00 174,139.00 174,139.00 0.00
&&& UAL - LOAN ASSET C999954274 157,210.00 7/19/99 1.00 157,210.00 157,210.00 0.00
&&& UAL - LOAN ASSET C999954274 377,238.00 7/20/99 1.00 377,238.00 377,238.00 0.00
&&& UAL - LOAN ASSET C999954274 125,317.00 7/21/99 1.00 125,317.00 125,317.00 0.00
&&& UAL - LOAN ASSET C999954274 125,334.00 7/22/99 1.00 125,334.00 125,334.00 0.00
&&& UAL - LOAN ASSET C999954274 221,794.00 7/23/99 1.00 221,794.00 221,794.00 0.00
&&& UAL - LOAN ASSET C999954274 116,527.00 7/26/99 1.00 116,527.00 116,527.00 0.00
&&& UAL - LOAN ASSET C999954274 116,544.00 7/27/99 1.00 116,544.00 116,544.00 0.00
&&& UAL - LOAN ASSET C999954274 128,320.00 7/28/99 1.00 128,320.00 128,320.00 0.00
&&& UAL - LOAN ASSET C999954274 75,029.00 7/29/99 1.00 75,029.00 75,029.00 0.00
&&& UAL - LOAN ASSET C999954274 104,432.00 7/30/99 1.00 104,432.00 104,432.00 0.00
&&& UAL - LOAN ASSET C999954274 101,479.00 8/2/99 1.00 101,479.00 101,479.00 0.00
&&& UAL - LOAN ASSET C999954274 101,494.00 8/3/99 1.00 101,494.00 101,494.00 0.00
&&& UAL - LOAN ASSET C999954274 100,794.00 8/4/99 1.00 100,794.00 100,794.00 0.00
&&& UAL - LOAN ASSET C999954274 100,807.00 8/5/99 1.00 100,807.00 100,807.00 0.00
&&& UAL - LOAN ASSET C999954274 100,820.00 8/6/99 1.00 100,820.00 100,820.00 0.00
&&& UAL - LOAN ASSET C999954274 101,850.00 8/9/99 1.00 101,850.00 101,850.00 0.00
&&& UAL - LOAN ASSET C999954274 101,863.00 8/10/99 1.00 101,863.00 101,863.00 0.00
&&& UAL - LOAN ASSET C999954274 101,878.00 8/11/99 1.00 101,878.00 101,878.00 0.00
&&& UAL - LOAN ASSET C999954274 160,701.00 8/12/99 1.00 160,701.00 160,701.00 0.00
&&& UAL - LOAN ASSET C999954274 160,722.00 8/13/99 1.00 160,722.00 160,722.00 0.00
&&& UAL - LOAN ASSET C999954274 161,811.00 8/16/99 1.00 161,811.00 161,811.00 0.00
&&& UAL - LOAN ASSET C999954274 154,064.00 8/17/99 1.00 154,064.00 154,064.00 0.00
&&& UAL - LOAN ASSET C999954274 152,846.00 8/18/99 1.00 152,846.00 152,846.00 0.00
&&& UAL - LOAN ASSET C999954274 230,834.00 8/19/99 1.00 230,834.00 230,834.00 0.00
&&& UAL - LOAN ASSET C999954274 230,867.00 8/20/99 1.00 230,867.00 230,867.00 0.00
&&& UAL - LOAN ASSET C999954274 153,980.00 8/23/99 1.00 153,980.00 153,980.00 0.00
&&& UAL - LOAN ASSET C999954274 155,243.00 8/24/99 1.00 155,243.00 155,243.00 0.00
&&& UAL - LOAN ASSET C999954274 155,264.00 8/25/99 1.00 155,264.00 155,264.00 0.00
&&& UAL - LOAN ASSET C999954274 155,285.00 8/26/99 1.00 155,285.00 155,285.00 0.00
&&& UAL - LOAN ASSET C999954274 215,072.00 8/27/99 1.00 215,072.00 215,072.00 0.00
&&& UAL - LOAN ASSET C999954274 322,364.00 8/30/99 1.00 322,364.00 322,364.00 0.00
&&& UAL - LOAN ASSET C999954274 322,408.00 8/31/99 1.00 322,408.00 322,408.00 0.00
&&& UAL - LOAN ASSET C999954274 243,330.00 9/1/99 1.00 243,330.00 243,330.00 0.00
&&& UAL - LOAN ASSET C999954274 243,364.00 9/2/99 1.00 243,364.00 243,364.00 0.00
&&& UAL - LOAN ASSET C999954274 243,145.00 9/3/99 1.00 243,145.00 243,145.00 0.00
&&& UAL - LOAN ASSET C999954274 202,268.00 9/7/99 1.00 202,268.00 202,268.00 0.00
&&& UAL - LOAN ASSET C999954274 71,289.00 9/8/99 1.00 71,289.00 71,289.00 0.00
&&& UAL - LOAN ASSET C999954274 71,299.00 9/9/99 1.00 71,299.00 71,299.00 0.00
&&& UAL - LOAN ASSET C999954274 71,310.00 9/10/99 1.00 71,310.00 71,310.00 0.00
&&& UAL - LOAN ASSET C999954274 243,958.75 9/13/99 1.00 243,958.75 243,958.75 0.00
Page 6 of 37
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
&&& UAL - LOAN ASSET C999954274 247,799.00 9/14/99 1.00 247,799.00 247,799.00 0.00
&&& UAL - LOAN ASSET C999954274 247,834.00 9/15/99 1.00 247,834.00 247,834.00 0.00
&&& UAL - LOAN ASSET C999954274 247,869.00 9/16/99 1.00 247,869.00 247,869.00 0.00
&&& UAL - LOAN ASSET C999954274 175,632.00 9/17/99 1.00 175,632.00 175,632.00 0.00
&&& UAL - LOAN ASSET C999954274 176,515.00 9/20/99 1.00 176,515.00 176,515.00 0.00
&&& UAL - LOAN ASSET C999954274 176,540.00 9/21/99 1.00 176,540.00 176,540.00 0.00
&&& UAL - LOAN ASSET C999954274 176,566.00 9/22/99 1.00 176,566.00 176,566.00 0.00
&&& UAL - LOAN ASSET C999954274 176,592.00 9/23/99 1.00 176,592.00 176,592.00 0.00
&&& UAL - LOAN ASSET C999954274 176,615.00 9/24/99 1.00 176,615.00 176,615.00 0.00
&&& UAL - LOAN ASSET C999954274 251,584.00 9/27/99 1.00 251,584.00 251,584.00 0.00
&&& UAL - LOAN ASSET C999954274 251,612.00 9/28/99 1.00 251,612.00 251,612.00 0.00
&&& UAL - LOAN ASSET C999954274 253,247.00 9/29/99 1.00 253,247.00 253,247.00 0.00
&&& UAL - LOAN ASSET C999954274 253,286.00 9/30/99 1.00 253,286.00 253,286.00 0.00
&&& UAL - LOAN ASSET C999954274 248,092.00 10/1/99 1.00 248,092.00 248,092.00 0.00
&&& UAL - LOAN ASSET C999954274 250,200.00 10/4/99 1.00 250,200.00 250,200.00 0.00
&&& UAL - LOAN ASSET C999954274 346,648.00 10/5/99 1.00 346,648.00 346,648.00 0.00
&&& UAL - LOAN ASSET C999954274 321,697.00 10/6/99 1.00 321,697.00 321,697.00 0.00
&&& UAL - LOAN ASSET C999954274 329,941.00 10/7/99 1.00 329,941.00 329,941.00 0.00
&&& UAL - LOAN ASSET C999954274 271,340.00 10/8/99 1.00 271,340.00 271,340.00 0.00
&&& UAL - LOAN ASSET C999954274 273,539.00 10/12/99 1.00 273,539.00 273,539.00 0.00
&&& UAL - LOAN ASSET C999954274 273,499.00 10/12/99 1.00 273,499.00 273,499.00 0.00
&&& UAL - LOAN ASSET C999954274 274,077.00 10/13/99 1.00 274,077.00 274,077.00 0.00
&&& UAL - LOAN ASSET C999954274 220,466.00 10/14/99 1.00 220,466.00 220,466.00 0.00
&&& UAL - LOAN ASSET C999954274 310,432.00 10/15/99 1.00 310,432.00 310,432.00 0.00
&&& UAL - LOAN ASSET C999954274 851,967.00 10/18/99 1.00 851,967.00 851,967.00 0.00
&&& UAL - LOAN ASSET C999954274 224,630.00 10/19/99 1.00 224,630.00 224,630.00 0.00
&&& UAL - LOAN ASSET C999954274 224,685.00 10/20/99 1.00 224,685.00 224,685.00 0.00
&&& UAL - LOAN ASSET C999954274 222,196.00 10/21/99 1.00 222,196.00 222,196.00 0.00
&&& UAL - LOAN ASSET C999954274 231,425.00 10/22/99 1.00 231,425.00 231,425.00 0.00
&&& UAL - LOAN ASSET C999954274 123,926.00 10/25/99 1.00 123,926.00 123,926.00 0.00
&&& UAL - LOAN ASSET C999954274 123,945.00 10/26/99 1.00 123,945.00 123,945.00 0.00
&&& UAL - LOAN ASSET C999954274 114,962.00 10/27/99 1.00 114,962.00 114,962.00 0.00
&&& UAL - LOAN ASSET C999954274 24,059.00 10/28/99 1.00 24,059.00 24,059.00 0.00
&&& UAL - LOAN ASSET C999954274 24,063.00 10/29/99 1.00 24,063.00 24,063.00 0.00
&&& UAL - LOAN ASSET C999954274 172,366.00 11/1/99 1.00 172,366.00 172,366.00 0.00
&&& UAL - LOAN ASSET C999954274 172,451.00 11/2/99 1.00 172,451.00 172,451.00 0.00
&&& UAL - LOAN ASSET C999954274 171,987.00 11/3/99 1.00 171,987.00 171,987.00 0.00
&&& UAL - LOAN ASSET C999954274 218,048.00 11/4/99 1.00 218,048.00 218,048.00 0.00
&&& UAL - LOAN ASSET C999954274 218,078.00 11/5/99 1.00 218,078.00 218,078.00 0.00
&&& UAL - LOAN ASSET C999954274 71,799.00 11/8/99 1.00 71,799.00 71,799.00 0.00
&&& UAL - LOAN ASSET C999954274 31,809.00 11/9/99 1.00 31,809.00 31,809.00 0.00
&&& UAL - LOAN ASSET C999954274 42,962.00 11/10/99 1.00 42,962.00 42,962.00 0.00
&&& UAL - LOAN ASSET C999954274 45,781.00 11/12/99 1.00 45,781.00 45,781.00 0.00
Page 7 of 37
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
&&& UAL - LOAN ASSET C999954274 47,502.00 11/15/99 1.00 47,502.00 47,502.00 0.00
&&& UAL - LOAN ASSET C999954274 49,256.00 11/16/99 1.00 49,256.00 49,256.00 0.00
&&& UAL - LOAN ASSET C999954274 64,971.00 11/17/99 1.00 64,971.00 64,971.00 0.00
&&& UAL - LOAN ASSET C999954274 33,665.00 11/18/99 1.00 33,665.00 33,665.00 0.00
&&& UAL - LOAN ASSET C999954274 35,299.00 11/19/99 1.00 35,299.00 35,299.00 0.00
&&& UAL - LOAN ASSET C999954274 357,884.00 11/22/99 1.00 357,884.00 357,884.00 0.00
&&& UAL - LOAN ASSET C999954274 35,590.00 11/23/99 1.00 35,590.00 35,590.00 0.00
&&& UAL - LOAN ASSET C999954274 51,296.00 11/24/99 1.00 51,296.00 51,296.00 0.00
&&& UAL - LOAN ASSET C999954274 61,434.00 11/26/99 1.00 61,434.00 61,434.00 0.00
&&& UAL - LOAN ASSET C999954274 59,681.00 11/29/99 1.00 59,681.00 59,681.00 0.00
&&& UAL - LOAN ASSET C999954274 59,690.00 11/30/99 1.00 59,690.00 59,690.00 0.00
- -------------------------------------------------------------------------------------------------------------------------------
Total Number of puchases = 251 219,609,169.01 219,609,169.01 0.00
===============================================================================================================================
&&& UAL - LOAN ASSET C999954274 (3,861,292.00) 2/5/99 1.00 3,861,292.00 3,861,292.00 0.00
&&& UAL - LOAN ASSET C999954274 (124,247.00) 7/15/99 1.00 124,247.00 124,247.00 0.00
&&& UAL - LOAN ASSET C999954274 (65,432.00) 3/26/99 1.00 65,432.00 65,432.00 0.00
&&& UAL - LOAN ASSET C999954274 (176,515.00) 9/21/99 1.00 176,515.00 176,515.00 0.00
&&& UAL - LOAN ASSET C999954274 (176,566.00) 9/23/99 1.00 176,566.00 176,566.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,097,377.00) 2/9/99 1.00 4,097,377.00 4,097,377.00 0.00
&&& UAL - LOAN ASSET C999954274 (243,145.00) 9/7/99 1.00 243,145.00 243,145.00 0.00
&&& UAL - LOAN ASSET C999954274 (243,958.75) 9/14/99 1.00 243,958.75 243,958.75 0.00
&&& UAL - LOAN ASSET C999954274 (253,286.00) 10/1/99 1.00 253,286.00 253,286.00 0.00
&&& UAL - LOAN ASSET C999954274 (174,139.00) 7/19/99 1.00 174,139.00 174,139.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,091,924.00) 3/2/99 1.00 4,091,924.00 4,091,924.00 0.00
&&& UAL - LOAN ASSET C999954274 (67,256.00) 3/30/99 1.00 67,256.00 67,256.00 0.00
&&& UAL - LOAN ASSET C999954274 (171,987.00) 11/4/99 1.00 171,987.00 171,987.00 0.00
&&& UAL - LOAN ASSET C999954274 (377,238.00) 7/21/99 1.00 377,238.00 377,238.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,100,561.00) 3/4/99 1.00 4,100,561.00 4,100,561.00 0.00
&&& UAL - LOAN ASSET C999954274 (247,834.00) 9/16/99 1.00 247,834.00 247,834.00 0.00
&&& UAL - LOAN ASSET C999954274 (374,192.00) 3/8/99 1.00 374,192.00 374,192.00 0.00
&&& UAL - LOAN ASSET C999954274 (215,874.00) 6/10/99 1.00 215,874.00 215,874.00 0.00
&&& UAL - LOAN ASSET C999954274 (1,158,552.00) 3/10/99 1.00 1,158,552.00 1,158,552.00 0.00
&&& UAL - LOAN ASSET C999954274 (49,256.00) 11/17/99 1.00 49,256.00 49,256.00 0.00
&&& UAL - LOAN ASSET C999954274 (128,320.00) 7/29/99 1.00 128,320.00 128,320.00 0.00
&&& UAL - LOAN ASSET C999954274 (904,173.00) 3/12/99 1.00 904,173.00 904,173.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,896,077.00) 1/29/99 1.00 3,896,077.00 3,896,077.00 0.00
&&& UAL - LOAN ASSET C999954274 (145,604.00) 6/16/99 1.00 145,604.00 145,604.00 0.00
&&& UAL - LOAN ASSET C999954274 (921,386.00) 3/16/99 1.00 921,386.00 921,386.00 0.00
&&& UAL - LOAN ASSET C999954274 (187,952.00) 6/18/99 1.00 187,952.00 187,952.00 0.00
&&& UAL - LOAN ASSET C999954274 (81,863.61) 3/18/99 1.00 81,863.61 81,863.61 0.00
&&& UAL - LOAN ASSET C999954274 (3,869,650.00) 2/1/99 1.00 3,869,650.00 3,869,650.00 0.00
&&& UAL - LOAN ASSET C999954274 (33,328.00) 4/29/99 1.00 33,328.00 33,328.00 0.00
&&& UAL - LOAN ASSET C999954274 (165,246.00) 6/22/99 1.00 165,246.00 165,246.00 0.00
&&& UAL - LOAN ASSET C999954274 (81,896.00) 3/22/99 1.00 81,896.00 81,896.00 0.00
Page 8 of 37
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
&&& UAL - LOAN ASSET C999954274 (3,874,379.00) 2/3/99 1.00 3,874,379.00 3,874,379.00 0.00
&&& UAL - LOAN ASSET C999954274 (129,925.00) 7/13/99 1.00 129,925.00 129,925.00 0.00
&&& UAL - LOAN ASSET C999954274 (120,676.00) 6/24/99 1.00 120,676.00 120,676.00 0.00
&&& UAL - LOAN ASSET C999954274 (103,301.00) 3/24/99 1.00 103,301.00 103,301.00 0.00
&&& UAL - LOAN ASSET C999954274 (35,590.00) 11/24/99 1.00 35,590.00 35,590.00 0.00
&&& UAL - LOAN ASSET C999954274 (118,341.00) 5/10/99 1.00 118,341.00 118,341.00 0.00
&&& UAL - LOAN ASSET C999954274 (204,674.00) 5/12/99 1.00 204,674.00 204,674.00 0.00
&&& UAL - LOAN ASSET C999954274 (101,996.00) 5/26/99 1.00 101,996.00 101,996.00 0.00
&&& UAL - LOAN ASSET C999954274 (204,707.00) 5/14/99 1.00 204,707.00 204,707.00 0.00
&&& UAL - LOAN ASSET C999954274 (310,432.00) 10/18/99 1.00 310,432.00 310,432.00 0.00
&&& UAL - LOAN ASSET C999954274 (220,466.00) 10/15/99 1.00 220,466.00 220,466.00 0.00
&&& UAL - LOAN ASSET C999954274 (119,429.00) 5/18/99 1.00 119,429.00 119,429.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,002,161.00) 1/12/99 1.00 4,002,161.00 4,002,161.00 0.00
&&& UAL - LOAN ASSET C999954274 (203,195.00) 5/20/99 1.00 203,195.00 203,195.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,800,373.00) 1/14/99 1.00 3,800,373.00 3,800,373.00 0.00
&&& UAL - LOAN ASSET C999954274 (175,632.00) 9/20/99 1.00 175,632.00 175,632.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,789,234.00) 1/19/99 1.00 3,789,234.00 3,789,234.00 0.00
&&& UAL - LOAN ASSET C999954274 (346,648.00) 10/6/99 1.00 346,648.00 346,648.00 0.00
&&& UAL - LOAN ASSET C999954274 (851,967.00) 10/19/99 1.00 851,967.00 851,967.00 0.00
&&& UAL - LOAN ASSET C999954274 (33,837.00) 5/4/99 1.00 33,837.00 33,837.00 0.00
&&& UAL - LOAN ASSET C999954274 (33,611.00) 5/6/99 1.00 33,611.00 33,611.00 0.00
&&& UAL - LOAN ASSET C999954274 (33,596.00) 4/21/99 1.00 33,596.00 33,596.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,843,330.00) 1/25/99 1.00 3,843,330.00 3,843,330.00 0.00
&&& UAL - LOAN ASSET C999954274 (100,807.00) 8/6/99 1.00 100,807.00 100,807.00 0.00
&&& UAL - LOAN ASSET C999954274 (123,945.00) 10/27/99 1.00 123,945.00 123,945.00 0.00
&&& UAL - LOAN ASSET C999954274 (32,552.00) 4/23/99 1.00 32,552.00 32,552.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,868,049.00) 1/27/99 1.00 3,868,049.00 3,868,049.00 0.00
&&& UAL - LOAN ASSET C999954274 (101,850.00) 8/10/99 1.00 101,850.00 101,850.00 0.00
&&& UAL - LOAN ASSET C999954274 (33,319.00) 4/27/99 1.00 33,319.00 33,319.00 0.00
&&& UAL - LOAN ASSET C999954274 (101,878.00) 8/12/99 1.00 101,878.00 101,878.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,906,518.00) 1/4/99 1.00 3,906,518.00 3,906,518.00 0.00
&&& UAL - LOAN ASSET C999954274 (160,722.00) 8/16/99 1.00 160,722.00 160,722.00 0.00
&&& UAL - LOAN ASSET C999954274 (62,686.00) 4/5/99 1.00 62,686.00 62,686.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,253,826.00) 1/6/99 1.00 4,253,826.00 4,253,826.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,991,621.00) 1/8/99 1.00 3,991,621.00 3,991,621.00 0.00
&&& UAL - LOAN ASSET C999954274 (230,834.00) 8/20/99 1.00 230,834.00 230,834.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,909,495.00) 2/23/99 1.00 3,909,495.00 3,909,495.00 0.00
&&& UAL - LOAN ASSET C999954274 (121,983.00) 6/30/99 1.00 121,983.00 121,983.00 0.00
&&& UAL - LOAN ASSET C999954274 (153,980.00) 8/24/99 1.00 153,980.00 153,980.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,101,583.00) 2/25/99 1.00 4,101,583.00 4,101,583.00 0.00
&&& UAL - LOAN ASSET C999954274 (155,264.00) 8/26/99 1.00 155,264.00 155,264.00 0.00
&&& UAL - LOAN ASSET C999954274 (29,636.00) 4/15/99 1.00 29,636.00 29,636.00 0.00
&&& UAL - LOAN ASSET C999954274 (35,299.00) 11/22/99 1.00 35,299.00 35,299.00 0.00
Page 9 of 37
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
&&& UAL - LOAN ASSET C999954274 (215,072.00) 8/30/99 1.00 215,072.00 215,072.00 0.00
&&& UAL - LOAN ASSET C999954274 (32,291.00) 4/19/99 1.00 32,291.00 32,291.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,792,475.00) 1/21/99 1.00 3,792,475.00 3,792,475.00 0.00
&&& UAL - LOAN ASSET C999954274 (250,200.00) 10/5/99 1.00 250,200.00 250,200.00 0.00
&&& UAL - LOAN ASSET C999954274 (273,539.00) 10/13/99 1.00 273,539.00 273,539.00 0.00
&&& UAL - LOAN ASSET C999954274 (116,224.00) 7/16/99 1.00 116,224.00 116,224.00 0.00
&&& UAL - LOAN ASSET C999954274 (121,968.00) 6/29/99 1.00 121,968.00 121,968.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,098,265.00) 3/1/99 1.00 4,098,265.00 4,098,265.00 0.00
&&& UAL - LOAN ASSET C999954274 (203,222.00) 5/24/99 1.00 203,222.00 203,222.00 0.00
&&& UAL - LOAN ASSET C999954274 (192,104.00) 6/3/99 1.00 192,104.00 192,104.00 0.00
&&& UAL - LOAN ASSET C999954274 (157,210.00) 7/20/99 1.00 157,210.00 157,210.00 0.00
&&& UAL - LOAN ASSET C999954274 (75,029.00) 7/30/99 1.00 75,029.00 75,029.00 0.00
&&& UAL - LOAN ASSET C999954274 (224,630.00) 10/20/99 1.00 224,630.00 224,630.00 0.00
&&& UAL - LOAN ASSET C999954274 (220,632.00) 6/7/99 1.00 220,632.00 220,632.00 0.00
&&& UAL - LOAN ASSET C999954274 (125,317.00) 7/22/99 1.00 125,317.00 125,317.00 0.00
&&& UAL - LOAN ASSET C999954274 (203,906.00) 5/28/99 1.00 203,906.00 203,906.00 0.00
&&& UAL - LOAN ASSET C999954274 (142,858.00) 6/11/99 1.00 142,858.00 142,858.00 0.00
&&& UAL - LOAN ASSET C999954274 (116,544.00) 7/28/99 1.00 116,544.00 116,544.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,196,666.00) 2/10/99 1.00 4,196,666.00 4,196,666.00 0.00
&&& UAL - LOAN ASSET C999954274 (251,612.00) 9/29/99 1.00 251,612.00 251,612.00 0.00
&&& UAL - LOAN ASSET C999954274 (144,136.00) 6/17/99 1.00 144,136.00 144,136.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,050,645.00) 2/12/99 1.00 4,050,645.00 4,050,645.00 0.00
&&& UAL - LOAN ASSET C999954274 (163,021.00) 6/21/99 1.00 163,021.00 163,021.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,064,224.00) 2/17/99 1.00 4,064,224.00 4,064,224.00 0.00
&&& UAL - LOAN ASSET C999954274 (128,248.00) 7/12/99 1.00 128,248.00 128,248.00 0.00
&&& UAL - LOAN ASSET C999954274 (120,662.00) 6/23/99 1.00 120,662.00 120,662.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,921,643.00) 2/19/99 1.00 3,921,643.00 3,921,643.00 0.00
&&& UAL - LOAN ASSET C999954274 (120,519.00) 6/25/99 1.00 120,519.00 120,519.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,804,060.00) 12/31/98 1.00 3,804,060.00 3,804,060.00 0.00
&&& UAL - LOAN ASSET C999954274 (71,310.00) 9/13/99 1.00 71,310.00 71,310.00 0.00
&&& UAL - LOAN ASSET C999954274 (34,698.00) 12/21/98 1.00 34,698.00 34,698.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,713,953.00) 12/28/98 1.00 3,713,953.00 3,713,953.00 0.00
&&& UAL - LOAN ASSET C999954274 (329,941.00) 10/8/99 1.00 329,941.00 329,941.00 0.00
&&& UAL - LOAN ASSET C999954274 (24,063.00) 11/1/99 1.00 24,063.00 24,063.00 0.00
&&& UAL - LOAN ASSET C999954274 (43,032.00) 12/23/98 1.00 43,032.00 43,032.00 0.00
&&& UAL - LOAN ASSET C999954274 (123,949.00) 12/1/98 1.00 123,949.00 123,949.00 0.00
&&& UAL - LOAN ASSET C999954274 (115,115.00) 12/3/98 1.00 115,115.00 115,115.00 0.00
&&& UAL - LOAN ASSET C999954274 (111,163.00) 12/7/98 1.00 111,163.00 111,163.00 0.00
&&& UAL - LOAN ASSET C999954274 (154,064.00) 8/18/99 1.00 154,064.00 154,064.00 0.00
&&& UAL - LOAN ASSET C999954274 (112,044.00) 12/9/98 1.00 112,044.00 112,044.00 0.00
&&& UAL - LOAN ASSET C999954274 (51,014.00) 4/7/99 1.00 51,014.00 51,014.00 0.00
&&& UAL - LOAN ASSET C999954274 (45,781.00) 11/15/99 1.00 45,781.00 45,781.00 0.00
&&& UAL - LOAN ASSET C999954274 (271,340.00) 10/12/99 1.00 271,340.00 271,340.00 0.00
Page 10 of 37
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
&&& UAL - LOAN ASSET C999954274 (156,009.00) 12/11/98 1.00 156,009.00 156,009.00 0.00
&&& UAL - LOAN ASSET C999954274 (35,979.00) 4/9/99 1.00 35,979.00 35,979.00 0.00
&&& UAL - LOAN ASSET C999954274 (71,799.00) 11/9/99 1.00 71,799.00 71,799.00 0.00
&&& UAL - LOAN ASSET C999954274 (172,366.00) 11/2/99 1.00 172,366.00 172,366.00 0.00
&&& UAL - LOAN ASSET C999954274 (158,313.00) 12/15/98 1.00 158,313.00 158,313.00 0.00
&&& UAL - LOAN ASSET C999954274 (44,463.00) 12/17/98 1.00 44,463.00 44,463.00 0.00
&&& UAL - LOAN ASSET C999954274 (104,432.00) 8/2/99 1.00 104,432.00 104,432.00 0.00
&&& UAL - LOAN ASSET C999954274 (101,494.00) 8/4/99 1.00 101,494.00 101,494.00 0.00
&&& UAL - LOAN ASSET C999954274 (31,809.00) 11/10/99 1.00 31,809.00 31,809.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,992,326.00) 2/8/99 1.00 3,992,326.00 3,992,326.00 0.00
&&& UAL - LOAN ASSET C999954274 (243,364.00) 9/3/99 1.00 243,364.00 243,364.00 0.00
&&& UAL - LOAN ASSET C999954274 (191,793.00) 6/1/99 1.00 191,793.00 191,793.00 0.00
&&& UAL - LOAN ASSET C999954274 (65,440.00) 3/29/99 1.00 65,440.00 65,440.00 0.00
&&& UAL - LOAN ASSET C999954274 (51,296.00) 11/26/99 1.00 51,296.00 51,296.00 0.00
&&& UAL - LOAN ASSET C999954274 (357,884.00) 11/23/99 1.00 357,884.00 357,884.00 0.00
&&& UAL - LOAN ASSET C999954274 (202,268.00) 9/8/99 1.00 202,268.00 202,268.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,100,057.00) 3/3/99 1.00 4,100,057.00 4,100,057.00 0.00
&&& UAL - LOAN ASSET C999954274 (274,077.00) 10/14/99 1.00 274,077.00 274,077.00 0.00
&&& UAL - LOAN ASSET C999954274 (374,144.00) 3/5/99 1.00 374,144.00 374,144.00 0.00
&&& UAL - LOAN ASSET C999954274 (114,962.00) 10/28/99 1.00 114,962.00 114,962.00 0.00
&&& UAL - LOAN ASSET C999954274 (222,751.00) 6/9/99 1.00 222,751.00 222,751.00 0.00
&&& UAL - LOAN ASSET C999954274 (221,794.00) 7/26/99 1.00 221,794.00 221,794.00 0.00
&&& UAL - LOAN ASSET C999954274 (378,619.00) 3/9/99 1.00 378,619.00 378,619.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,930,017.00) 1/5/99 1.00 3,930,017.00 3,930,017.00 0.00
&&& UAL - LOAN ASSET C999954274 (403,162.00) 3/11/99 1.00 403,162.00 403,162.00 0.00
&&& UAL - LOAN ASSET C999954274 (122,000.00) 7/1/99 1.00 122,000.00 122,000.00 0.00
&&& UAL - LOAN ASSET C999954274 (276,158.00) 6/15/99 1.00 276,158.00 276,158.00 0.00
&&& UAL - LOAN ASSET C999954274 (928,895.00) 3/15/99 1.00 928,895.00 928,895.00 0.00
&&& UAL - LOAN ASSET C999954274 (235,711.00) 7/6/99 1.00 235,711.00 235,711.00 0.00
&&& UAL - LOAN ASSET C999954274 (83,050.00) 3/17/99 1.00 83,050.00 83,050.00 0.00
&&& UAL - LOAN ASSET C999954274 (172,451.00) 11/3/99 1.00 172,451.00 172,451.00 0.00
&&& UAL - LOAN ASSET C999954274 (235,491.00) 7/8/99 1.00 235,491.00 235,491.00 0.00
&&& UAL - LOAN ASSET C999954274 (81,886.65) 3/19/99 1.00 81,886.65 81,886.65 0.00
&&& UAL - LOAN ASSET C999954274 (3,878,844.00) 2/2/99 1.00 3,878,844.00 3,878,844.00 0.00
&&& UAL - LOAN ASSET C999954274 (65,408.00) 3/23/99 1.00 65,408.00 65,408.00 0.00
&&& UAL - LOAN ASSET C999954274 (64,971.00) 11/18/99 1.00 64,971.00 64,971.00 0.00
&&& UAL - LOAN ASSET C999954274 (53,343.00) 3/31/99 1.00 53,343.00 53,343.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,874,680.00) 2/4/99 1.00 3,874,680.00 3,874,680.00 0.00
&&& UAL - LOAN ASSET C999954274 (322,408.00) 9/1/99 1.00 322,408.00 322,408.00 0.00
&&& UAL - LOAN ASSET C999954274 (127,007.00) 7/14/99 1.00 127,007.00 127,007.00 0.00
&&& UAL - LOAN ASSET C999954274 (103,704.00) 3/25/99 1.00 103,704.00 103,704.00 0.00
&&& UAL - LOAN ASSET C999954274 (71,299.00) 9/10/99 1.00 71,299.00 71,299.00 0.00
&&& UAL - LOAN ASSET C999954274 (196,270.00) 5/11/99 1.00 196,270.00 196,270.00 0.00
Page 11 of 37
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
&&& UAL - LOAN ASSET C999954274 (71,289.00) 9/9/99 1.00 71,289.00 71,289.00 0.00
&&& UAL - LOAN ASSET C999954274 (195,881.00) 5/27/99 1.00 195,881.00 195,881.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,088,286.00) 1/11/99 1.00 4,088,286.00 4,088,286.00 0.00
&&& UAL - LOAN ASSET C999954274 (218,078.00) 11/8/99 1.00 218,078.00 218,078.00 0.00
&&& UAL - LOAN ASSET C999954274 (119,444.00) 5/19/99 1.00 119,444.00 119,444.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,835,318.00) 1/13/99 1.00 3,835,318.00 3,835,318.00 0.00
&&& UAL - LOAN ASSET C999954274 (203,222.00) 5/21/99 1.00 203,222.00 203,222.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,817,066.00) 1/15/99 1.00 3,817,066.00 3,817,066.00 0.00
&&& UAL - LOAN ASSET C999954274 (61,434.00) 11/29/99 1.00 61,434.00 61,434.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,792,471.00) 1/20/99 1.00 3,792,471.00 3,792,471.00 0.00
&&& UAL - LOAN ASSET C999954274 (273,499.00) 10/12/99 1.00 273,499.00 273,499.00 0.00
&&& UAL - LOAN ASSET C999954274 (59,681.00) 11/30/99 1.00 59,681.00 59,681.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,759,270.00) 12/30/98 1.00 3,759,270.00 3,759,270.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,916,206.00) 1/26/99 1.00 3,916,206.00 3,916,206.00 0.00
&&& UAL - LOAN ASSET C999954274 (231,425.00) 10/25/99 1.00 231,425.00 231,425.00 0.00
&&& UAL - LOAN ASSET C999954274 (100,820.00) 8/9/99 1.00 100,820.00 100,820.00 0.00
&&& UAL - LOAN ASSET C999954274 (247,799.00) 9/15/99 1.00 247,799.00 247,799.00 0.00
&&& UAL - LOAN ASSET C999954274 (32,556.00) 4/26/99 1.00 32,556.00 32,556.00 0.00
&&& UAL - LOAN ASSET C999954274 (123,926.00) 10/26/99 1.00 123,926.00 123,926.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,898,541.00) 1/28/99 1.00 3,898,541.00 3,898,541.00 0.00
&&& UAL - LOAN ASSET C999954274 (101,863.00) 8/11/99 1.00 101,863.00 101,863.00 0.00
&&& UAL - LOAN ASSET C999954274 (33,323.00) 4/28/99 1.00 33,323.00 33,323.00 0.00
&&& UAL - LOAN ASSET C999954274 (160,701.00) 8/13/99 1.00 160,701.00 160,701.00 0.00
&&& UAL - LOAN ASSET C999954274 (61,873.00) 4/1/99 1.00 61,873.00 61,873.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,320,546.00) 1/7/99 1.00 4,320,546.00 4,320,546.00 0.00
&&& UAL - LOAN ASSET C999954274 (152,846.00) 8/19/99 1.00 152,846.00 152,846.00 0.00
&&& UAL - LOAN ASSET C999954274 (251,584.00) 9/28/99 1.00 251,584.00 251,584.00 0.00
&&& UAL - LOAN ASSET C999954274 (35,976.00) 4/8/99 1.00 35,976.00 35,976.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,958,695.00) 2/22/99 1.00 3,958,695.00 3,958,695.00 0.00
&&& UAL - LOAN ASSET C999954274 (224,685.00) 10/21/99 1.00 224,685.00 224,685.00 0.00
&&& UAL - LOAN ASSET C999954274 (31,498.00) 4/12/99 1.00 31,498.00 31,498.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,910,024.00) 2/24/99 1.00 3,910,024.00 3,910,024.00 0.00
&&& UAL - LOAN ASSET C999954274 (155,243.00) 8/25/99 1.00 155,243.00 155,243.00 0.00
&&& UAL - LOAN ASSET C999954274 (176,615.00) 9/27/99 1.00 176,615.00 176,615.00 0.00
&&& UAL - LOAN ASSET C999954274 (38,151.00) 4/13/99 1.00 38,151.00 38,151.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,097,745.00) 2/26/99 1.00 4,097,745.00 4,097,745.00 0.00
&&& UAL - LOAN ASSET C999954274 (155,285.00) 8/27/99 1.00 155,285.00 155,285.00 0.00
&&& UAL - LOAN ASSET C999954274 (31,014.00) 4/16/99 1.00 31,014.00 31,014.00 0.00
&&& UAL - LOAN ASSET C999954274 (101,479.00) 8/3/99 1.00 101,479.00 101,479.00 0.00
&&& UAL - LOAN ASSET C999954274 (33,592.00) 4/20/99 1.00 33,592.00 33,592.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,751,479.00) 1/22/99 1.00 3,751,479.00 3,751,479.00 0.00
&&& UAL - LOAN ASSET C999954274 (100,794.00) 8/5/99 1.00 100,794.00 100,794.00 0.00
&&& UAL - LOAN ASSET C999954274 (189,119.00) 6/2/99 1.00 189,119.00 189,119.00 0.00
Page 12 of 37
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
&&& UAL - LOAN ASSET C999954274 (176,592.00) 9/24/99 1.00 176,592.00 176,592.00 0.00
&&& UAL - LOAN ASSET C999954274 (312,261.00) 5/25/99 1.00 312,261.00 312,261.00 0.00
&&& UAL - LOAN ASSET C999954274 (42,962.00) 11/12/99 1.00 42,962.00 42,962.00 0.00
&&& UAL - LOAN ASSET C999954274 (192,829.00) 6/4/99 1.00 192,829.00 192,829.00 0.00
&&& UAL - LOAN ASSET C999954274 (261,158.00) 5/13/99 1.00 261,158.00 261,158.00 0.00
&&& UAL - LOAN ASSET C999954274 (33,665.00) 11/19/99 1.00 33,665.00 33,665.00 0.00
&&& UAL - LOAN ASSET C999954274 (222,725.00) 6/8/99 1.00 222,725.00 222,725.00 0.00
&&& UAL - LOAN ASSET C999954274 (125,334.00) 7/23/99 1.00 125,334.00 125,334.00 0.00
&&& UAL - LOAN ASSET C999954274 (204,744.00) 5/17/99 1.00 204,744.00 204,744.00 0.00
&&& UAL - LOAN ASSET C999954274 (222,196.00) 10/22/99 1.00 222,196.00 222,196.00 0.00
&&& UAL - LOAN ASSET C999954274 (116,527.00) 7/27/99 1.00 116,527.00 116,527.00 0.00
&&& UAL - LOAN ASSET C999954274 (321,697.00) 10/7/99 1.00 321,697.00 321,697.00 0.00
&&& UAL - LOAN ASSET C999954274 (142,875.00) 6/14/99 1.00 142,875.00 142,875.00 0.00
&&& UAL - LOAN ASSET C999954274 (253,247.00) 9/30/99 1.00 253,247.00 253,247.00 0.00
&&& UAL - LOAN ASSET C999954274 (117,647.00) 7/2/99 1.00 117,647.00 117,647.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,050,111.00) 2/11/99 1.00 4,050,111.00 4,050,111.00 0.00
&&& UAL - LOAN ASSET C999954274 (235,461.00) 7/7/99 1.00 235,461.00 235,461.00 0.00
&&& UAL - LOAN ASSET C999954274 (4,059,638.00) 2/16/99 1.00 4,059,638.00 4,059,638.00 0.00
&&& UAL - LOAN ASSET C999954274 (128,232.00) 7/9/99 1.00 128,232.00 128,232.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,907,370.00) 2/18/99 1.00 3,907,370.00 3,907,370.00 0.00
&&& UAL - LOAN ASSET C999954274 (36,125.00) 5/3/99 1.00 36,125.00 36,125.00 0.00
&&& UAL - LOAN ASSET C999954274 (33,333.00) 4/30/99 1.00 33,333.00 33,333.00 0.00
&&& UAL - LOAN ASSET C999954274 (33,843.00) 5/5/99 1.00 33,843.00 33,843.00 0.00
&&& UAL - LOAN ASSET C999954274 (243,330.00) 9/2/99 1.00 243,330.00 243,330.00 0.00
&&& UAL - LOAN ASSET C999954274 (120,534.00) 6/28/99 1.00 120,534.00 120,534.00 0.00
&&& UAL - LOAN ASSET C999954274 (128,326.00) 5/7/99 1.00 128,326.00 128,326.00 0.00
&&& UAL - LOAN ASSET C999954274 (322,364.00) 8/31/99 1.00 322,364.00 322,364.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,713,439.00) 12/24/98 1.00 3,713,439.00 3,713,439.00 0.00
&&& UAL - LOAN ASSET C999954274 (63,069.00) 4/22/99 1.00 63,069.00 63,069.00 0.00
&&& UAL - LOAN ASSET C999954274 (176,540.00) 9/22/99 1.00 176,540.00 176,540.00 0.00
&&& UAL - LOAN ASSET C999954274 (122,070.00) 12/22/98 1.00 122,070.00 122,070.00 0.00
&&& UAL - LOAN ASSET C999954274 (3,886,930.00) 12/29/98 1.00 3,886,930.00 3,886,930.00 0.00
&&& UAL - LOAN ASSET C999954274 (119,985.00) 12/2/98 1.00 119,985.00 119,985.00 0.00
&&& UAL - LOAN ASSET C999954274 (111,148.00) 12/4/98 1.00 111,148.00 111,148.00 0.00
&&& UAL - LOAN ASSET C999954274 (161,811.00) 8/17/99 1.00 161,811.00 161,811.00 0.00
&&& UAL - LOAN ASSET C999954274 (112,726.00) 12/8/98 1.00 112,726.00 112,726.00 0.00
&&& UAL - LOAN ASSET C999954274 (64,195.00) 4/6/99 1.00 64,195.00 64,195.00 0.00
&&& UAL - LOAN ASSET C999954274 (47,502.00) 11/16/99 1.00 47,502.00 47,502.00 0.00
&&& UAL - LOAN ASSET C999954274 (140,990.00) 12/10/98 1.00 140,990.00 140,990.00 0.00
&&& UAL - LOAN ASSET C999954274 (218,048.00) 11/5/99 1.00 218,048.00 218,048.00 0.00
&&& UAL - LOAN ASSET C999954274 (230,867.00) 8/23/99 1.00 230,867.00 230,867.00 0.00
&&& UAL - LOAN ASSET C999954274 (156,032.00) 12/14/98 1.00 156,032.00 156,032.00 0.00
&&& UAL - LOAN ASSET C999954274 (247,869.00) 9/17/99 1.00 247,869.00 247,869.00 0.00
Page 13 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
&&& UAL - LOAN ASSET C999954274 (138,310.00) 12/16/98 1.00
&&& UAL - LOAN ASSET C999954274 (38,146.00) 4/14/99 1.00
&&& UAL - LOAN ASSET C999954274 (44,074.00) 12/18/98 1.00
&&& UAL - LOAN ASSET C999954274 (24,059.00) 10/29/99 1.00
&&& UAL - LOAN ASSET C999954274 (248,092.00) 10/4/99 1.00
- ------------------------------------------------------------------------------------------------------------------------------------
Total Number of sales = 251
====================================================================================================================================
Total &&& UAL - LOAN ASSET
====================================================================================================================================
Value of Interest in Registered Investment Companies
====================================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 4,139,326.06 12/1/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,036,095.44 12/1/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 3,090,870.71 12/3/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 5,861,101.35 12/4/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,288,264.03 12/7/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 5,557,954.20 12/11/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,069,397.51 12/14/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 3,846,849.14 12/15/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 5,237,367.07 12/17/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 4,423,031.59 12/28/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 4,706,419.71 12/31/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 126,083.08 1/4/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,044,426.38 1/4/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,105,653.51 1/7/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 4,923,409.83 1/11/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 6,902,918.22 1/13/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 4,113,143.67 1/14/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 10,122,500.01 1/15/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 8,094,568.81 1/22/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 5,598,186.17 1/25/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 3,303,986.40 1/26/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,445,829.70 1/28/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 4,716,626.17 2/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,014,554.52 2/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 834,968.52 2/2/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 8,267,929.90 2/5/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 6,421,190.68 2/10/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 912,976.53 2/11/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 3,641,316.39 2/16/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 7,157,054.37 2/17/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,621,734.69 2/25/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 4,032,058.95 3/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,779,750.25 3/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,573,176.05 3/3/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
&&& UAL - LOAN ASSET 138,310.00 138,310.00 0.00
&&& UAL - LOAN ASSET 38,146.00 38,146.00 0.00
&&& UAL - LOAN ASSET 44,074.00 44,074.00 0.00
&&& UAL - LOAN ASSET 24,059.00 24,059.00 0.00
&&& UAL - LOAN ASSET 248,092.00 248,092.00 0.00
- --------------------------------------------------------------------------------------------------------------------------
Total Number of sales = 251 219,673,428.01 219,673,428.01 0.00
==========================================================================================================================
Total &&& UAL - LOAN ASSET 439,282,597.02 439,282,597.02 0.00
==========================================================================================================================
Value of Interest in Registered Investment Companies
==========================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,139,326.06 4,139,326.06 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,036,095.44 2,036,095.44 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,090,870.71 3,090,870.71 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,861,101.35 5,861,101.35 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,288,264.03 1,288,264.03 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,557,954.20 5,557,954.20 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,069,397.51 2,069,397.51 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,846,849.14 3,846,849.14 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,237,367.07 5,237,367.07 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,423,031.59 4,423,031.59 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,706,419.71 4,706,419.71 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 126,083.08 126,083.08 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,044,426.38 2,044,426.38 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,105,653.51 2,105,653.51 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,923,409.83 4,923,409.83 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 6,902,918.22 6,902,918.22 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,113,143.67 4,113,143.67 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 10,122,500.01 10,122,500.01 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 8,094,568.81 8,094,568.81 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,598,186.17 5,598,186.17 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,303,986.40 3,303,986.40 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,445,829.70 2,445,829.70 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,716,626.17 4,716,626.17 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,014,554.52 2,014,554.52 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 834,968.52 834,968.52 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 8,267,929.90 8,267,929.90 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 6,421,190.68 6,421,190.68 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 912,976.53 912,976.53 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,641,316.39 3,641,316.39 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 7,157,054.37 7,157,054.37 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,621,734.69 2,621,734.69 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,032,058.95 4,032,058.95 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,779,750.25 1,779,750.25 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,573,176.05 2,573,176.05 0.00
Page 14 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 4,295,586.67 3/4/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 11,758,916.47 3/8/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 32,976.80 3/11/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 3,745,207.26 3/12/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 8,504,825.12 3/15/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 190,785.36 3/16/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,461,605.51 3/17/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 4,189,520.12 3/18/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 11,352,225.01 3/22/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 3,918,026.87 3/23/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 5,647,443.67 3/24/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 6,465.49 3/25/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,045,966.76 3/29/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 607,368.42 3/30/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,911,655.29 3/31/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,015,136.90 4/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 4,317,743.65 4/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,835,666.79 4/5/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,469,087.37 4/7/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,813,414.93 4/8/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 989,762.25 4/9/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 4,347,781.69 4/12/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 884,446.98 4/13/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,446,443.20 4/15/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 8,297,713.04 4/16/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,542,460.41 4/19/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,082,726.14 4/20/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,734,152.79 4/26/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,079,719.21 4/27/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,391,012.35 4/28/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,391,005.70 4/29/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 96,135.50 4/29/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,521,289.09 4/30/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,103,013.07 5/3/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,832,336.59 5/7/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 951,905.27 5/11/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 5,934,563.72 5/17/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,617,972.85 5/24/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,595,926.19 5/26/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 736,827.36 5/28/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,175,929.87 6/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 3,281,220.00 6/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,590,117.98 6/2/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,295,586.67 4,295,586.67 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 11,758,916.47 11,758,916.47 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 32,976.80 32,976.80 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,745,207.26 3,745,207.26 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 8,504,825.12 8,504,825.12 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 190,785.36 190,785.36 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,461,605.51 2,461,605.51 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,189,520.12 4,189,520.12 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 11,352,225.01 11,352,225.01 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,918,026.87 3,918,026.87 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,647,443.67 5,647,443.67 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 6,465.49 6,465.49 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,045,966.76 2,045,966.76 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 607,368.42 607,368.42 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,911,655.29 1,911,655.29 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,015,136.90 2,015,136.90 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,317,743.65 4,317,743.65 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,835,666.79 1,835,666.79 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,469,087.37 2,469,087.37 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,813,414.93 2,813,414.93 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 989,762.25 989,762.25 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,347,781.69 4,347,781.69 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 884,446.98 884,446.98 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,446,443.20 1,446,443.20 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 8,297,713.04 8,297,713.04 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,542,460.41 2,542,460.41 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,082,726.14 2,082,726.14 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,734,152.79 2,734,152.79 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,079,719.21 1,079,719.21 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,391,012.35 2,391,012.35 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,391,005.70 2,391,005.70 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 96,135.50 96,135.50 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,521,289.09 2,521,289.09 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,103,013.07 2,103,013.07 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,832,336.59 2,832,336.59 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 951,905.27 951,905.27 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,934,563.72 5,934,563.72 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,617,972.85 1,617,972.85 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,595,926.19 1,595,926.19 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 736,827.36 736,827.36 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,175,929.87 2,175,929.87 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,281,220.00 3,281,220.00 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,590,117.98 1,590,117.98 0.00
Page 15 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,812,836.33 6/4/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 3,010,251.91 6/9/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,030,156.98 6/11/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,035,989.25 6/14/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,350,554.09 6/15/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,109,401.47 6/16/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 353,749.04 6/18/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,715,946.96 6/21/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 9,176,514.09 6/23/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,068,186.87 7/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 3,649,161.11 7/6/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 3,571,108.44 7/7/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 136,784.19 7/12/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 314,115.72 7/13/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,176,882.34 7/14/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 214,884.54 7/20/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 5,429,321.78 7/21/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,486,800.40 7/26/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,430,575.67 7/27/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 4,755,266.27 7/30/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,118,652.04 8/2/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 5,235,761.37 8/2/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 352,672.64 8/3/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,471,635.76 8/4/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,290,581.24 8/5/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 9,425,572.65 8/9/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 3,161,174.15 8/10/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 5,989,190.00 8/11/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,869,989.90 8/13/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 188,159.94 8/17/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 935,512.40 8/19/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,639,262.46 8/20/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,368,046.98 8/23/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,995,856.46 8/25/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 9,105,468.16 8/27/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 6,171,574.39 8/31/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,269,704.60 9/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,989,048.94 9/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,434,435.56 9/3/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,790,055.23 9/8/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,559,094.32 9/9/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,793,888.57 9/13/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,236,638.84 9/14/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,812,836.33 1,812,836.33 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,010,251.91 3,010,251.91 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,030,156.98 1,030,156.98 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,035,989.25 1,035,989.25 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,350,554.09 2,350,554.09 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,109,401.47 1,109,401.47 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 353,749.04 353,749.04 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,715,946.96 2,715,946.96 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 9,176,514.09 9,176,514.09 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,068,186.87 2,068,186.87 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,649,161.11 3,649,161.11 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,571,108.44 3,571,108.44 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 136,784.19 136,784.19 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 314,115.72 314,115.72 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,176,882.34 2,176,882.34 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 214,884.54 214,884.54 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,429,321.78 5,429,321.78 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,486,800.40 1,486,800.40 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,430,575.67 1,430,575.67 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,755,266.27 4,755,266.27 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,118,652.04 2,118,652.04 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,235,761.37 5,235,761.37 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 352,672.64 352,672.64 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,471,635.76 2,471,635.76 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,290,581.24 1,290,581.24 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 9,425,572.65 9,425,572.65 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,161,174.15 3,161,174.15 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,989,190.00 5,989,190.00 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,869,989.90 1,869,989.90 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 188,159.94 188,159.94 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 935,512.40 935,512.40 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,639,262.46 1,639,262.46 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,368,046.98 1,368,046.98 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,995,856.46 1,995,856.46 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 9,105,468.16 9,105,468.16 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 6,171,574.39 6,171,574.39 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,269,704.60 2,269,704.60 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,989,048.94 1,989,048.94 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,434,435.56 1,434,435.56 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,790,055.23 1,790,055.23 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,559,094.32 1,559,094.32 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,793,888.57 1,793,888.57 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,236,638.84 1,236,638.84 0.00
Page 16 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 854,347.57 9/16/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 690,101.55 9/17/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 5,354,989.68 9/23/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 7,629,288.61 9/24/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,771,046.58 9/27/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,328,909.01 10/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 194,523.23 10/4/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,631,004.15 10/8/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 681,052.44 10/12/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 7,548,153.11 10/13/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,631,438.55 10/14/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 3,817,556.71 10/19/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 244,838.96 10/20/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,031,760.11 10/26/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,059,943.43 10/27/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 2,402,874.52 11/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 470,679.03 11/3/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,505,537.14 11/10/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 4,499,617.15 11/23/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 1,236,328.14 11/29/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 4,213,823.88 11/30/99 1.00
- ------------------------------------------------------------------------------------------------------------------------------------
Total Number of purchases = 141
====================================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (7,877,604.75) 12/2/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (5,108,934.31) 12/8/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (587,676.43) 12/9/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (722,922.58) 12/10/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,668,792.37) 12/16/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (3,466,357.76) 12/18/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (3,178,372.18) 12/21/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,488,954.50) 12/22/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (8,717,856.32) 12/23/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,121,840.93) 12/24/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (798,033.32) 12/29/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,381,437.93) 12/30/98 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (4,774,251.82) 1/5/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,852,516.26) 1/6/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (733,302.16) 1/8/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (931,516.35) 1/12/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (9,748,724.74) 1/19/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (4,327,216.32) 1/20/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (11,987,975.26) 1/21/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (3,426,414.19) 1/27/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (135,107.24) 1/29/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 854,347.57 854,347.57 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 690,101.55 690,101.55 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,354,989.68 5,354,989.68 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 7,629,288.61 7,629,288.61 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,771,046.58 1,771,046.58 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,328,909.01 2,328,909.01 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 194,523.23 194,523.23 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,631,004.15 1,631,004.15 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 681,052.44 681,052.44 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 7,548,153.11 7,548,153.11 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,631,438.55 2,631,438.55 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,817,556.71 3,817,556.71 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 244,838.96 244,838.96 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,031,760.11 2,031,760.11 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,059,943.43 1,059,943.43 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,402,874.52 2,402,874.52 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 470,679.03 470,679.03 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,505,537.14 1,505,537.14 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,499,617.15 4,499,617.15 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,236,328.14 1,236,328.14 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,213,823.88 4,213,823.88 0.00
- --------------------------------------------------------------------------------------------------------------------------
Total Number of purchases = 141 431,773,082.92 431,773,082.92 0.00
==========================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 7,877,604.75 7,877,604.75 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,108,934.31 5,108,934.31 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 587,676.43 587,676.43 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 722,922.58 722,922.58 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,668,792.37 1,668,792.37 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,466,357.76 3,466,357.76 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,178,372.18 3,178,372.18 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,488,954.50 2,488,954.50 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 8,717,856.32 8,717,856.32 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,121,840.93 2,121,840.93 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 798,033.32 798,033.32 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,381,437.93 1,381,437.93 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,774,251.82 4,774,251.82 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,852,516.26 2,852,516.26 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 733,302.16 733,302.16 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 931,516.35 931,516.35 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 9,748,724.74 9,748,724.74 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,327,216.32 4,327,216.32 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 11,987,975.26 11,987,975.26 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,426,414.19 3,426,414.19 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 135,107.24 135,107.24 0.00
Page 17 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,780,888.80) 2/2/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (5,123,979.27) 2/4/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (185,015.33) 2/8/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (928,625.21) 2/9/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (6,400,549.54) 2/12/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,399,505.60) 2/18/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,459,687.77) 2/19/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,034,716.85) 2/22/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (3,976,473.53) 2/23/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (825,494.72) 2/24/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (3,567,860.02) 2/26/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (641,033.44) 3/2/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (3,776,354.75) 3/5/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (4,189,854.85) 3/9/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,786,662.99) 3/10/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (4,833,391.07) 3/19/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (7,702,346.80) 3/26/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,642,253.77) 4/6/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (549,383.56) 4/14/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,783,405.33) 4/21/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (6,233,942.48) 4/22/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,134,567.55) 4/23/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,391,012.35) 4/29/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (538,610.28) 5/3/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,774,950.19) 5/4/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (970,401.71) 5/5/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (5,782,963.40) 5/6/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,279,801.81) 5/10/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,548,505.47) 5/12/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (35,399.69) 5/13/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (5,094,914.82) 5/14/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (318,236.91) 5/18/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,432,246.61) 5/19/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (6,613,426.16) 5/20/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (443,479.21) 5/21/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,118,407.89) 5/25/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (9,886,836.91) 5/27/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (5,172,615.65) 6/3/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (651,351.72) 6/7/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (12,351,941.91) 6/8/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (3,949,437.41) 6/10/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,733,374.64) 6/17/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (3,420,430.98) 6/22/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,780,888.80 1,780,888.80 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,123,979.27 5,123,979.27 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 185,015.33 185,015.33 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 928,625.21 928,625.21 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 6,400,549.54 6,400,549.54 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,399,505.60 2,399,505.60 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,459,687.77 1,459,687.77 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,034,716.85 1,034,716.85 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,976,473.53 3,976,473.53 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 825,494.72 825,494.72 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,567,860.02 3,567,860.02 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 641,033.44 641,033.44 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,776,354.75 3,776,354.75 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,189,854.85 4,189,854.85 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,786,662.99 1,786,662.99 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,833,391.07 4,833,391.07 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 7,702,346.80 7,702,346.80 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,642,253.77 2,642,253.77 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 549,383.56 549,383.56 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,783,405.33 2,783,405.33 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 6,233,942.48 6,233,942.48 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,134,567.55 1,134,567.55 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,391,012.35 2,391,012.35 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 538,610.28 538,610.28 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,774,950.19 1,774,950.19 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 970,401.71 970,401.71 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,782,963.40 5,782,963.40 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,279,801.81 2,279,801.81 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,548,505.47 1,548,505.47 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 35,399.69 35,399.69 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,094,914.82 5,094,914.82 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 318,236.91 318,236.91 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,432,246.61 1,432,246.61 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 6,613,426.16 6,613,426.16 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 443,479.21 443,479.21 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,118,407.89 1,118,407.89 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 9,886,836.91 9,886,836.91 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,172,615.65 5,172,615.65 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 651,351.72 651,351.72 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 12,351,941.91 12,351,941.91 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,949,437.41 3,949,437.41 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,733,374.64 2,733,374.64 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,420,430.98 3,420,430.98 0.00
Page 18 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (5,856,224.85) 6/24/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (144,901.17) 6/25/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (860,681.80) 6/28/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (8,440,700.17) 6/29/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,353,732.67) 6/30/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (621,742.69) 7/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,448,549.00) 7/2/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,306,849.57) 7/8/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (6,102,065.87) 7/9/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,159,739.57) 7/15/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (3,014,321.10) 7/16/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (631,891.07) 7/19/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (5,975,660.24) 7/22/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,899,108.86) 7/23/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (6,414,977.81) 7/28/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (7,202,061.55) 7/29/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (279,133.96) 8/6/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (4,469,868.72) 8/12/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,775,353.14) 8/16/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,328,977.62) 8/18/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (518,356.57) 8/24/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (4,187,397.30) 8/26/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (6,920,678.29) 8/30/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,090,960.30) 9/2/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,638,404.67) 9/7/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,807,417.77) 9/10/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (54,022.92) 9/15/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (3,917,719.35) 9/20/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (7,007,193.73) 9/21/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,718,049.36) 9/22/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,438,031.35) 9/28/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,626,323.75) 9/29/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,816,966.04) 9/30/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (3,667,240.80) 10/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (283,774.22) 10/5/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (3,069,744.17) 10/6/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (823,418.59) 10/7/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,042.84) 10/12/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,549,970.91) 10/15/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (375,576.49) 10/18/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (7,832,222.33) 10/21/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (270,200.31) 10/22/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,143,011.88) 10/25/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,856,224.85 5,856,224.85 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 144,901.17 144,901.17 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 860,681.80 860,681.80 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 8,440,700.17 8,440,700.17 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,353,732.67 2,353,732.67 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 621,742.69 621,742.69 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,448,549.00 2,448,549.00 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,306,849.57 1,306,849.57 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 6,102,065.87 6,102,065.87 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,159,739.57 2,159,739.57 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,014,321.10 3,014,321.10 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 631,891.07 631,891.07 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,975,660.24 5,975,660.24 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,899,108.86 1,899,108.86 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 6,414,977.81 6,414,977.81 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 7,202,061.55 7,202,061.55 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 279,133.96 279,133.96 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,469,868.72 4,469,868.72 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,775,353.14 2,775,353.14 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,328,977.62 1,328,977.62 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 518,356.57 518,356.57 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,187,397.30 4,187,397.30 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 6,920,678.29 6,920,678.29 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,090,960.30 2,090,960.30 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,638,404.67 2,638,404.67 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,807,417.77 2,807,417.77 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 54,022.92 54,022.92 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,917,719.35 3,917,719.35 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 7,007,193.73 7,007,193.73 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,718,049.36 1,718,049.36 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,438,031.35 1,438,031.35 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,626,323.75 1,626,323.75 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,816,966.04 2,816,966.04 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,667,240.80 3,667,240.80 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 283,774.22 283,774.22 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,069,744.17 3,069,744.17 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 823,418.59 823,418.59 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,042.84 2,042.84 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,549,970.91 1,549,970.91 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 375,576.49 375,576.49 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 7,832,222.33 7,832,222.33 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 270,200.31 270,200.31 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,143,011.88 1,143,011.88 0.00
Page 19 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,634,898.17) 10/28/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (4,187,781.12) 10/29/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,331,314.03) 11/1/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,238,244.30) 11/2/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (5,025,443.50) 11/4/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,082,431.35) 11/5/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (841,427.38) 11/8/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (4,722,272.75) 11/9/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (4,647,274.74) 11/12/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,956,846.16) 11/15/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (1,191,928.84) 11/16/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (4,074,243.46) 11/17/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (7,869,940.76) 11/18/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,854,718.04) 11/19/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (486,643.77) 11/22/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (3,973,924.66) 11/23/99 1.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV C782999999 (2,008,069.30) 11/26/99 1.00
- ------------------------------------------------------------------------------------------------------------------------------------
Total number of sales = 124
====================================================================================================================================
Total MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV
====================================================================================================================================
MFO FRANK RUSSELL UAL STIF C902989995 26,219.34 12/1/98 1.00
MFO FRANK RUSSELL UAL STIF C902989995 115,668.72 12/1/98 1.00
MFO FRANK RUSSELL UAL STIF C902989995 106,628.68 12/1/98 1.00
MFO FRANK RUSSELL UAL STIF C902989995 3,000,000.00 12/15/98 1.00
MFO FRANK RUSSELL UAL STIF C902989995 8,000,000.00 12/23/98 1.00
MFO FRANK RUSSELL UAL STIF C902989995 5,000,000.00 12/23/98 1.00
MFO FRANK RUSSELL UAL STIF C902989995 20,319.54 1/4/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 170,489.34 1/4/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 81,535.21 1/4/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 5,000,000.00 1/20/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 17,000,000.00 1/20/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 2,000,000.00 1/20/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 12,000,000.00 1/22/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 39,053.66 2/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 145,366.41 2/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 32,544.72 2/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 39,053.66 1/29/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 145,366.41 1/29/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 32,544.72 1/29/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 28,771.36 2/3/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (39,053.66) 2/3/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (39,053.66) 2/3/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (145,366.41) 2/3/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 128,109.84 2/3/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,634,898.17 1,634,898.17 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,187,781.12 4,187,781.12 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,331,314.03 2,331,314.03 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,238,244.30 1,238,244.30 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 5,025,443.50 5,025,443.50 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,082,431.35 1,082,431.35 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 841,427.38 841,427.38 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,722,272.75 4,722,272.75 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,647,274.74 4,647,274.74 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,956,846.16 1,956,846.16 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 1,191,928.84 1,191,928.84 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 4,074,243.46 4,074,243.46 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 7,869,940.76 7,869,940.76 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,854,718.04 2,854,718.04 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 486,643.77 486,643.77 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 3,973,924.66 3,973,924.66 0.00
MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 2,008,069.30 2,008,069.30 0.00
- --------------------------------------------------------------------------------------------------------------------------
Total number of sales = 124 380,672,814.37 380,672,814.37 0.00
==========================================================================================================================
Total MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV 812,445,897.29 812,445,897.29 0.00
==========================================================================================================================
MFO FRANK RUSSELL UAL STIF 26,219.34 26,219.34 0.00
MFO FRANK RUSSELL UAL STIF 115,668.72 115,668.72 0.00
MFO FRANK RUSSELL UAL STIF 106,628.68 106,628.68 0.00
MFO FRANK RUSSELL UAL STIF 3,000,000.00 3,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 8,000,000.00 8,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 5,000,000.00 5,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 20,319.54 20,319.54 0.00
MFO FRANK RUSSELL UAL STIF 170,489.34 170,489.34 0.00
MFO FRANK RUSSELL UAL STIF 81,535.21 81,535.21 0.00
MFO FRANK RUSSELL UAL STIF 5,000,000.00 5,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 17,000,000.00 17,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 2,000,000.00 2,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 12,000,000.00 12,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 39,053.66 39,053.66 0.00
MFO FRANK RUSSELL UAL STIF 145,366.41 145,366.41 0.00
MFO FRANK RUSSELL UAL STIF 32,544.72 32,544.72 0.00
MFO FRANK RUSSELL UAL STIF 39,053.66 39,053.66 0.00
MFO FRANK RUSSELL UAL STIF 145,366.41 145,366.41 0.00
MFO FRANK RUSSELL UAL STIF 32,544.72 32,544.72 0.00
MFO FRANK RUSSELL UAL STIF 28,771.36 28,771.36 0.00
MFO FRANK RUSSELL UAL STIF (39,053.66) (39,053.66) 0.00
MFO FRANK RUSSELL UAL STIF (39,053.66) (39,053.66) 0.00
MFO FRANK RUSSELL UAL STIF (145,366.41) (145,366.41) 0.00
MFO FRANK RUSSELL UAL STIF 128,109.84 128,109.84 0.00
Page 20 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO FRANK RUSSELL UAL STIF C902989995 (145,366.41) 2/3/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (32,544.72) 2/3/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (32,544.72) 2/3/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 60,083.59 2/3/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 10,000,000.00 2/11/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 25,395.83 3/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 130,195.13 3/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 27,613.76 3/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 9,000,000.00 3/16/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 4,000,000.00 3/30/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 8,000,000.00 3/30/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 34,810.18 4/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 123,258.77 4/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 27,115.73 4/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 36,334.20 5/3/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 85,930.54 5/3/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 30,258.47 5/3/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 6,800,000.00 5/13/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 20,600,000.00 5/13/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 5,500,000.00 5/13/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 51,687.74 6/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 63,619.66 6/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 41,431.39 6/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 61,825.79 7/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 74,538.43 7/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 35,643.74 7/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 65,334.74 8/2/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 51,419.52 8/2/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 30,464.12 8/2/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 8,000,000.00 8/12/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 18,000,000.00 8/19/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 8,000,000.00 9/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 55,299.58 9/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 64,715.77 9/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 55,615.35 9/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 38,193.49 10/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 68,510.19 10/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 100,167.22 10/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 5,000,000.00 10/8/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 3,000,000.00 10/8/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 1,000,000.00 10/8/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 3,829,202.01 10/13/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,829,202.01) 10/14/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO FRANK RUSSELL UAL STIF (145,366.41) (145,366.41) 0.00
MFO FRANK RUSSELL UAL STIF (32,544.72) (32,544.72) 0.00
MFO FRANK RUSSELL UAL STIF (32,544.72) (32,544.72) 0.00
MFO FRANK RUSSELL UAL STIF 60,083.59 60,083.59 0.00
MFO FRANK RUSSELL UAL STIF 10,000,000.00 10,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 25,395.83 25,395.83 0.00
MFO FRANK RUSSELL UAL STIF 130,195.13 130,195.13 0.00
MFO FRANK RUSSELL UAL STIF 27,613.76 27,613.76 0.00
MFO FRANK RUSSELL UAL STIF 9,000,000.00 9,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 4,000,000.00 4,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 8,000,000.00 8,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 34,810.18 34,810.18 0.00
MFO FRANK RUSSELL UAL STIF 123,258.77 123,258.77 0.00
MFO FRANK RUSSELL UAL STIF 27,115.73 27,115.73 0.00
MFO FRANK RUSSELL UAL STIF 36,334.20 36,334.20 0.00
MFO FRANK RUSSELL UAL STIF 85,930.54 85,930.54 0.00
MFO FRANK RUSSELL UAL STIF 30,258.47 30,258.47 0.00
MFO FRANK RUSSELL UAL STIF 6,800,000.00 6,800,000.00 0.00
MFO FRANK RUSSELL UAL STIF 20,600,000.00 20,600,000.00 0.00
MFO FRANK RUSSELL UAL STIF 5,500,000.00 5,500,000.00 0.00
MFO FRANK RUSSELL UAL STIF 51,687.74 51,687.74 0.00
MFO FRANK RUSSELL UAL STIF 63,619.66 63,619.66 0.00
MFO FRANK RUSSELL UAL STIF 41,431.39 41,431.39 0.00
MFO FRANK RUSSELL UAL STIF 61,825.79 61,825.79 0.00
MFO FRANK RUSSELL UAL STIF 74,538.43 74,538.43 0.00
MFO FRANK RUSSELL UAL STIF 35,643.74 35,643.74 0.00
MFO FRANK RUSSELL UAL STIF 65,334.74 65,334.74 0.00
MFO FRANK RUSSELL UAL STIF 51,419.52 51,419.52 0.00
MFO FRANK RUSSELL UAL STIF 30,464.12 30,464.12 0.00
MFO FRANK RUSSELL UAL STIF 8,000,000.00 8,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 18,000,000.00 18,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 8,000,000.00 8,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 55,299.58 55,299.58 0.00
MFO FRANK RUSSELL UAL STIF 64,715.77 64,715.77 0.00
MFO FRANK RUSSELL UAL STIF 55,615.35 55,615.35 0.00
MFO FRANK RUSSELL UAL STIF 38,193.49 38,193.49 0.00
MFO FRANK RUSSELL UAL STIF 68,510.19 68,510.19 0.00
MFO FRANK RUSSELL UAL STIF 100,167.22 100,167.22 0.00
MFO FRANK RUSSELL UAL STIF 5,000,000.00 5,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,000,000.00 3,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 1,000,000.00 1,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,829,202.01 3,829,202.01 0.00
MFO FRANK RUSSELL UAL STIF (3,829,202.01) (3,829,202.01) 0.00
Page 21 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO FRANK RUSSELL UAL STIF C902989995 46,662.98 11/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 40,736.08 11/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 85,398.37 11/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 20,000,000.00 11/8/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 6,000,000.00 11/17/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 4,000,000.00 11/17/99 1.00
- ------------------------------------------------------------------------------------------------------------------------------------
Total number of purchases = 73
====================================================================================================================================
MFO FRANK RUSSELL UAL STIF C902989995 (1,000,000.00) 12/1/98 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,000,000.00) 12/1/98 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (6,000,000.00) 12/4/98 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,000,000.00) 12/4/98 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,000,000.00) 12/11/98 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,000,000.00) 12/15/98 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (5,000,000.00) 1/5/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (7,500,000.00) 1/7/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (1,100,000.00) 1/11/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (8,000,000.00) 1/12/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (2,000,000.00) 1/12/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (10,000,000.00) 1/13/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (7,000,000.00) 1/15/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (6,000,000.00) 1/15/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,500,000.00) 1/25/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,000,000.00) 2/1/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (2,000,000.00) 2/4/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,000,000.00) 2/4/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (1,800,000.00) 2/5/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,000,000.00) 2/18/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (4,000,000.00) 2/18/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (1,500,000.00) 3/15/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,800,000.00) 3/15/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (2,000,000.00) 3/19/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (4,000,000.00) 3/22/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (4,000,000.00) 3/22/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,000,000.00) 3/25/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (2,000,000.00) 3/31/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (2,000,000.00) 4/14/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (10,000,000.00) 4/16/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (2,000,000.00) 4/16/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (4,000,000.00) 4/19/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (7,000,000.00) 4/29/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (4,000,000.00) 5/7/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (4,000,000.00) 5/21/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (5,000,000.00) 6/11/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO FRANK RUSSELL UAL STIF 46,662.98 46,662.98 0.00
MFO FRANK RUSSELL UAL STIF 40,736.08 40,736.08 0.00
MFO FRANK RUSSELL UAL STIF 85,398.37 85,398.37 0.00
MFO FRANK RUSSELL UAL STIF 20,000,000.00 20,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 6,000,000.00 6,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 4,000,000.00 4,000,000.00 0.00
- --------------------------------------------------------------------------------------------------------------------------
Total number of purchases = 73 191,190,002.39 191,190,002.39
==========================================================================================================================
MFO FRANK RUSSELL UAL STIF 1,000,000.00 1,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,000,000.00 3,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 6,000,000.00 6,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,000,000.00 3,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,000,000.00 3,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,000,000.00 3,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 5,000,000.00 5,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 7,500,000.00 7,500,000.00 0.00
MFO FRANK RUSSELL UAL STIF 1,100,000.00 1,100,000.00 0.00
MFO FRANK RUSSELL UAL STIF 8,000,000.00 8,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 2,000,000.00 2,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 10,000,000.00 10,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 7,000,000.00 7,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 6,000,000.00 6,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,500,000.00 3,500,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,000,000.00 3,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 2,000,000.00 2,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,000,000.00 3,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 1,800,000.00 1,800,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,000,000.00 3,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 4,000,000.00 4,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 1,500,000.00 1,500,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,800,000.00 3,800,000.00 0.00
MFO FRANK RUSSELL UAL STIF 2,000,000.00 2,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 4,000,000.00 4,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 4,000,000.00 4,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,000,000.00 3,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 2,000,000.00 2,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 2,000,000.00 2,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 10,000,000.00 10,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 2,000,000.00 2,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 4,000,000.00 4,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 7,000,000.00 7,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 4,000,000.00 4,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 4,000,000.00 4,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 5,000,000.00 5,000,000.00 0.00
Page 22 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO FRANK RUSSELL UAL STIF C902989995 (4,000,000.00) 6/21/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (4,000,000.00) 6/28/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (2,000,000.00) 8/9/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (4,000,000.00) 8/9/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (2,000,000.00) 8/11/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,000,000.00) 8/11/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,500,000.00) 8/30/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (2,000,000.00) 9/2/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,000,000.00) 9/2/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,000,000.00) 9/24/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (6,000,000.00) 9/24/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (4,500,000.00) 9/24/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (4,000,000.00) 10/13/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,000,000.00) 10/14/99 1.00
MFO FRANK RUSSELL UAL STIF C902989995 (3,000,000.00) 10/19/99 1.00
- ------------------------------------------------------------------------------------------------------------------------------------
Total number of sales = 51
====================================================================================================================================
Total MFO FRANK RUSSELL UAL STIF
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 204,789.07 12/1/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 427,343.79 12/1/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 189,674.42 12/2/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 189,674.42 12/2/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 189,674.42 12/2/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 448,668.17 12/3/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 577,733.07 12/4/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 206,873.47 12/7/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 328,653.32 12/8/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 213,727.85 12/9/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 298,504.45 12/10/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 425,747.88 12/11/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 108,383.47 12/14/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 43,728.12 12/15/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 270,023.27 12/16/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 181,860.82 12/17/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 450,690.78 12/18/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 434,860.28 12/21/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 417,518.84 12/22/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 110,245.10 12/23/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 181,988.92 12/24/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 98,023.42 12/28/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 188,812.31 12/29/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 231,827.39 12/30/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 127,747.67 12/31/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 356,320.37 1/4/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO FRANK RUSSELL UAL STIF 4,000,000.00 4,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 4,000,000.00 4,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 2,000,000.00 2,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 4,000,000.00 4,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 2,000,000.00 2,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,000,000.00 3,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,500,000.00 3,500,000.00 0.00
MFO FRANK RUSSELL UAL STIF 2,000,000.00 2,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,000,000.00 3,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,000,000.00 3,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 6,000,000.00 6,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 4,500,000.00 4,500,000.00 0.00
MFO FRANK RUSSELL UAL STIF 4,000,000.00 4,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,000,000.00 3,000,000.00 0.00
MFO FRANK RUSSELL UAL STIF 3,000,000.00 3,000,000.00 0.00
- --------------------------------------------------------------------------------------------------------------------------
Total number of sales = 51 195,200,000.00 195,200,000.00 0.00
==========================================================================================================================
Total MFO FRANK RUSSELL UAL STIF 386,390,002.39 386,390,002.39 0.00
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 204,789.07 204,789.07 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 427,343.79 427,343.79 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 189,674.42 189,674.42 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 189,674.42 189,674.42 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 189,674.42 189,674.42 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 448,668.17 448,668.17 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 577,733.07 577,733.07 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 206,873.47 206,873.47 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 328,653.32 328,653.32 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 213,727.85 213,727.85 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 298,504.45 298,504.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 425,747.88 425,747.88 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 108,383.47 108,383.47 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 43,728.12 43,728.12 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 270,023.27 270,023.27 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 181,860.82 181,860.82 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 450,690.78 450,690.78 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 434,860.28 434,860.28 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 417,518.84 417,518.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 110,245.10 110,245.10 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 181,988.92 181,988.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 98,023.42 98,023.42 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 188,812.31 188,812.31 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 231,827.39 231,827.39 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 127,747.67 127,747.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 356,320.37 356,320.37 0.00
Page 23 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 184,130.21 1/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 219,638.03 1/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 197,769.94 1/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 244,936.48 1/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 187,039.56 1/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 445,730.85 1/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 402,468.01 1/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 333,309.63 1/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 491,884.27 1/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 23,732.82 1/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 386,292.17 1/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 526,829.83 1/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 141,923.44 1/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 481,174.85 1/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 184,853.42 1/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 597,060.59 1/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 352,498.15 1/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 272,841.22 1/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 615,498.40 1/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 74,533.67 2/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 1,131,093.86 2/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 155,771.51 2/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 658,502.02 2/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 133,239.30 2/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 458,210.62 2/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 221,098.26 2/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 354,668.68 2/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 518,471.78 2/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 213,829.78 2/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 353,798.43 2/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 51,653.36 2/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 268,575.73 2/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 352,906.12 2/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 278,707.52 2/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 306,755.13 2/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 717,401.03 2/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 322,584.39 2/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 253,192.03 2/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 531,134.27 2/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 609,674.66 3/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 204,135.62 3/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 37,420.22 3/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 106,537.78 3/4/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 184,130.21 184,130.21 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 219,638.03 219,638.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 197,769.94 197,769.94 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 244,936.48 244,936.48 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 187,039.56 187,039.56 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 445,730.85 445,730.85 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 402,468.01 402,468.01 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 333,309.63 333,309.63 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 491,884.27 491,884.27 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 23,732.82 23,732.82 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 386,292.17 386,292.17 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 526,829.83 526,829.83 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 141,923.44 141,923.44 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 481,174.85 481,174.85 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 184,853.42 184,853.42 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 597,060.59 597,060.59 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 352,498.15 352,498.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 272,841.22 272,841.22 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 615,498.40 615,498.40 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 74,533.67 74,533.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 1,131,093.86 1,131,093.86 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 155,771.51 155,771.51 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 658,502.02 658,502.02 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 133,239.30 133,239.30 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 458,210.62 458,210.62 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 221,098.26 221,098.26 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 354,668.68 354,668.68 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 518,471.78 518,471.78 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 213,829.78 213,829.78 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 353,798.43 353,798.43 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 51,653.36 51,653.36 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 268,575.73 268,575.73 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 352,906.12 352,906.12 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 278,707.52 278,707.52 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 306,755.13 306,755.13 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 717,401.03 717,401.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 322,584.39 322,584.39 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 253,192.03 253,192.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 531,134.27 531,134.27 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 609,674.66 609,674.66 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 204,135.62 204,135.62 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 37,420.22 37,420.22 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 106,537.78 106,537.78 0.00
Page 24 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 304,725.11 3/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 284,449.18 3/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 195,841.01 3/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 704,128.52 3/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 206,278.96 3/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 778,337.77 3/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 345,328.92 3/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 43,052.73 3/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 420,822.97 3/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 521,890.72 3/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 434,389.09 3/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 235,126.95 3/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 540,359.02 3/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 459,978.41 3/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 677,344.96 3/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 562,244.61 3/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 417,577.38 3/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 596,697.38 3/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 233,197.45 3/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 331,613.38 3/31/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 282,795.00 4/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 163,681.49 4/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 569,731.96 4/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 275,345.91 4/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 611,066.41 4/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 1,639,024.26 4/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 317,844.65 4/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 530,523.24 4/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 471,615.88 4/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 249,649.31 4/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 52,293.63 4/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 611,472.01 4/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 223,157.15 4/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 561,478.90 4/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 1,143,566.37 4/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 452,755.07 4/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 1,053,005.91 4/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 318,685.78 4/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 211,938.08 4/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 419,704.35 4/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 1,589,042.15 4/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 828,395.46 4/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 1,518,347.57 5/3/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 304,725.11 304,725.11 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 284,449.18 284,449.18 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 195,841.01 195,841.01 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 704,128.52 704,128.52 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 206,278.96 206,278.96 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 778,337.77 778,337.77 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 345,328.92 345,328.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 43,052.73 43,052.73 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 420,822.97 420,822.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 521,890.72 521,890.72 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 434,389.09 434,389.09 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 235,126.95 235,126.95 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 540,359.02 540,359.02 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 459,978.41 459,978.41 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 677,344.96 677,344.96 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 562,244.61 562,244.61 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 417,577.38 417,577.38 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 596,697.38 596,697.38 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 233,197.45 233,197.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 331,613.38 331,613.38 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 282,795.00 282,795.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 163,681.49 163,681.49 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 569,731.96 569,731.96 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 275,345.91 275,345.91 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 611,066.41 611,066.41 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 1,639,024.26 1,639,024.26 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 317,844.65 317,844.65 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 530,523.24 530,523.24 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 471,615.88 471,615.88 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 249,649.31 249,649.31 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 52,293.63 52,293.63 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 611,472.01 611,472.01 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 223,157.15 223,157.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 561,478.90 561,478.90 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 1,143,566.37 1,143,566.37 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 452,755.07 452,755.07 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 1,053,005.91 1,053,005.91 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 318,685.78 318,685.78 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 211,938.08 211,938.08 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 419,704.35 419,704.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 1,589,042.15 1,589,042.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 828,395.46 828,395.46 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 1,518,347.57 1,518,347.57 0.00
Page 25 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 652,743.72 5/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 814,716.48 5/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 220,814.66 5/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 324,564.58 5/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 435,228.36 5/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 155,665.12 5/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 79,368.47 5/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 545,826.86 5/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 635,642.73 5/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 450,716.18 5/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 66,080.82 5/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 536,369.65 5/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 442,768.57 5/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 217,184.60 5/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 353,759.79 5/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 265,219.61 5/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 469,459.41 5/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 185,120.32 5/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 683,596.33 5/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 1,198,434.26 5/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 246,486.38 6/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 416,818.62 6/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 26,608.26 6/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 196,327.68 6/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 208,413.06 6/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 399,335.09 6/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 290,034.67 6/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 482,277.17 6/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 685,500.40 6/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 258,608.08 6/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 86,220.65 6/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 64,807.07 6/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 119,694.07 6/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 88,246.40 6/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 162,022.84 6/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 232,548.71 6/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 116,173.97 6/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 162,848.40 6/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 337,450.73 6/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 384,326.15 6/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 228,745.92 6/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 193,026.73 6/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 419,109.99 6/30/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 652,743.72 652,743.72 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 814,716.48 814,716.48 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 220,814.66 220,814.66 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 324,564.58 324,564.58 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 435,228.36 435,228.36 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 155,665.12 155,665.12 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 79,368.47 79,368.47 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 545,826.86 545,826.86 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 635,642.73 635,642.73 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 450,716.18 450,716.18 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 66,080.82 66,080.82 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 536,369.65 536,369.65 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 442,768.57 442,768.57 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 217,184.60 217,184.60 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 353,759.79 353,759.79 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 265,219.61 265,219.61 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 469,459.41 469,459.41 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 185,120.32 185,120.32 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 683,596.33 683,596.33 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 1,198,434.26 1,198,434.26 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 246,486.38 246,486.38 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 416,818.62 416,818.62 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 26,608.26 26,608.26 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 196,327.68 196,327.68 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 208,413.06 208,413.06 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 399,335.09 399,335.09 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 290,034.67 290,034.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 482,277.17 482,277.17 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 685,500.40 685,500.40 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 258,608.08 258,608.08 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 86,220.65 86,220.65 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 64,807.07 64,807.07 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 119,694.07 119,694.07 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 88,246.40 88,246.40 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 162,022.84 162,022.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 232,548.71 232,548.71 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 116,173.97 116,173.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 162,848.40 162,848.40 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 337,450.73 337,450.73 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 384,326.15 384,326.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 228,745.92 228,745.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 193,026.73 193,026.73 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 419,109.99 419,109.99 0.00
Page 26 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 103,268.92 7/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 238,866.91 7/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 239,497.74 7/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 235,805.86 7/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 445,715.97 7/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 237,809.45 7/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 578,675.62 7/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 84,211.76 7/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 87,939.93 7/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 397,097.03 7/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 64,049.14 7/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 195,386.36 7/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 416,672.59 7/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 350,815.37 7/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 322,103.90 7/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 299,191.17 7/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 109,142.75 7/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 667,806.94 7/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 366,560.32 7/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 261,895.86 7/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 280,126.53 7/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 159,278.47 7/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 121,946.75 8/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 198,779.46 8/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 729,074.40 8/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 145,674.53 8/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 194,839.65 8/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 339,236.33 8/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 226,460.09 8/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 585,794.67 8/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 99,172.28 8/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 397,709.21 8/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 368,525.23 8/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 67,569.58 8/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 159,825.69 8/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 187,684.58 8/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 259,498.05 8/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 51,204.02 8/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 83,859.44 8/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 158,892.96 8/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 117,518.41 8/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 356,292.71 8/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 54,920.57 8/27/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 103,268.92 103,268.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 238,866.91 238,866.91 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 239,497.74 239,497.74 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 235,805.86 235,805.86 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 445,715.97 445,715.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 237,809.45 237,809.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 578,675.62 578,675.62 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 84,211.76 84,211.76 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 87,939.93 87,939.93 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 397,097.03 397,097.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 64,049.14 64,049.14 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 195,386.36 195,386.36 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 416,672.59 416,672.59 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 350,815.37 350,815.37 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 322,103.90 322,103.90 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 299,191.17 299,191.17 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 109,142.75 109,142.75 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 667,806.94 667,806.94 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 366,560.32 366,560.32 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 261,895.86 261,895.86 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 280,126.53 280,126.53 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 159,278.47 159,278.47 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 121,946.75 121,946.75 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 198,779.46 198,779.46 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 729,074.40 729,074.40 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 145,674.53 145,674.53 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 194,839.65 194,839.65 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 339,236.33 339,236.33 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 226,460.09 226,460.09 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 585,794.67 585,794.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 99,172.28 99,172.28 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 397,709.21 397,709.21 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 368,525.23 368,525.23 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 67,569.58 67,569.58 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 159,825.69 159,825.69 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 187,684.58 187,684.58 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 259,498.05 259,498.05 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 51,204.02 51,204.02 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 83,859.44 83,859.44 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 158,892.96 158,892.96 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 117,518.41 117,518.41 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 356,292.71 356,292.71 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 54,920.57 54,920.57 0.00
Page 27 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 500,841.83 8/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 334,213.27 8/31/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 104,624.75 9/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 663,545.99 9/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 204,104.85 9/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 151,310.20 9/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 100,761.27 9/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 321,848.03 9/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 246,197.20 9/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 224,906.92 9/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 221,149.53 9/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 254,814.16 9/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 63,908.82 9/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 338,182.03 9/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 448,292.26 9/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 85,139.04 9/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 22,789.17 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 2.72 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 88.09 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 86.20 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 7,101.39 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 11.26 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 26.82 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 250,000.00 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 159.45 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 55.69 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 1,200.00 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 2,777.29 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 3.50 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 0.30 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 101,500.00 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 12.33 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 0.29 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 90.72 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 248,674.00 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 40,681.11 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 5.16 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 100,000.00 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 101.93 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 21.79 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 29,996.92 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 6,381.03 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 5.69 9/21/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 500,841.83 500,841.83 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 334,213.27 334,213.27 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 104,624.75 104,624.75 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 663,545.99 663,545.99 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 204,104.85 204,104.85 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 151,310.20 151,310.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 100,761.27 100,761.27 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 321,848.03 321,848.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 246,197.20 246,197.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 224,906.92 224,906.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 221,149.53 221,149.53 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 254,814.16 254,814.16 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 63,908.82 63,908.82 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 338,182.03 338,182.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 448,292.26 448,292.26 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 85,139.04 85,139.04 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 22,789.17 22,789.17 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 2.72 2.72 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 88.09 88.09 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 86.20 86.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 7,101.39 7,101.39 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 11.26 11.26 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 26.82 26.82 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 250,000.00 250,000.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 159.45 159.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 55.69 55.69 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 1,200.00 1,200.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 2,777.29 2,777.29 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 3.50 3.50 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 0.30 0.30 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 101,500.00 101,500.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 12.33 12.33 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 0.29 0.29 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 90.72 90.72 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 248,674.00 248,674.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 40,681.11 40,681.11 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 5.16 5.16 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 100,000.00 100,000.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 101.93 101.93 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 21.79 21.79 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 29,996.92 29,996.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 6,381.03 6,381.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 5.69 5.69 0.00
Page 28 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 8.28 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 16,282.24 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 248,574.60 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 132,402.35 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 177.59 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 29.67 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 6.30 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 60,014.23 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 50,000.00 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 44.63 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 9,385.15 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 109.28 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 34.81 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 51.84 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 195,524.22 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 30,000.00 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 18.41 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 1,870.72 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 22.50 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 2.84 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 175,116.24 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 448,566.98 9/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 1,139,236.51 9/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 298,068.70 9/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 192,453.23 9/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 256,264.19 9/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 462,510.61 9/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 323,426.21 10/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 256,082.95 10/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 152,373.10 10/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 282,684.44 10/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 133,315.35 10/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 256,197.17 10/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 318,905.54 10/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 131,368.66 10/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 383,866.71 10/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 420,377.16 10/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 70,702.41 10/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 488,446.19 10/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 268,038.25 10/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 204,844.21 10/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 233,441.11 10/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 164,150.04 10/22/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 8.28 8.28 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 16,282.24 16,282.24 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 248,574.60 248,574.60 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 132,402.35 132,402.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 177.59 177.59 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 29.67 29.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 6.30 6.30 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 60,014.23 60,014.23 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 50,000.00 50,000.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 44.63 44.63 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 9,385.15 9,385.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 109.28 109.28 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 34.81 34.81 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 51.84 51.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 195,524.22 195,524.22 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 30,000.00 30,000.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 18.41 18.41 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 1,870.72 1,870.72 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 22.50 22.50 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 2.84 2.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 175,116.24 175,116.24 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 448,566.98 448,566.98 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 1,139,236.51 1,139,236.51 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 298,068.70 298,068.70 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 192,453.23 192,453.23 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 256,264.19 256,264.19 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 462,510.61 462,510.61 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 323,426.21 323,426.21 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 256,082.95 256,082.95 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 152,373.10 152,373.10 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 282,684.44 282,684.44 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 133,315.35 133,315.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 256,197.17 256,197.17 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 318,905.54 318,905.54 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 131,368.66 131,368.66 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 383,866.71 383,866.71 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 420,377.16 420,377.16 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 70,702.41 70,702.41 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 488,446.19 488,446.19 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 268,038.25 268,038.25 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 204,844.21 204,844.21 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 233,441.11 233,441.11 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 164,150.04 164,150.04 0.00
Page 29 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 52,940.70 10/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 434,908.71 10/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 126,597.33 10/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 211,476.09 10/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 20,453.84 10/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 335,775.75 11/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 490,594.71 11/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 347,778.99 11/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 292,337.42 11/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 351,536.62 11/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 208,865.91 11/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 709,397.09 11/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 313,890.53 11/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 351,857.39 11/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 995,585.06 11/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 73,752.63 11/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 174,447.77 11/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 471,919.69 11/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 465,191.88 11/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 528,111.83 11/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 363,320.95 11/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 283,435.57 11/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 523,852.38 11/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 607,958.50 11/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 439,240.23 11/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 463,090.76 11/30/99 1.00
- ------------------------------------------------------------------------------------------------------------------------------------
Total number of purchases = 310
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (22.96) 12/1/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (320,811.76) 12/1/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (263,855.14) 12/1/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (89,939.97) 12/2/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (89,939.97) 12/2/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (89,939.97) 12/2/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (370,761.80) 12/3/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (143,165.45) 12/4/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (741,388.75) 12/4/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (142,511.49) 12/7/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (189,545.95) 12/8/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (86,283.63) 12/9/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (125,204.78) 12/10/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (213,784.92) 12/11/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (161,727.12) 12/14/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (138,302.32) 12/15/98 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 52,940.70 52,940.70 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 434,908.71 434,908.71 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 126,597.33 126,597.33 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 211,476.09 211,476.09 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 20,453.84 20,453.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 335,775.75 335,775.75 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 490,594.71 490,594.71 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 347,778.99 347,778.99 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 292,337.42 292,337.42 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 351,536.62 351,536.62 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 208,865.91 208,865.91 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 709,397.09 709,397.09 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 313,890.53 313,890.53 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 351,857.39 351,857.39 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 995,585.06 995,585.06 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 73,752.63 73,752.63 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 174,447.77 174,447.77 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 471,919.69 471,919.69 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 465,191.88 465,191.88 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 528,111.83 528,111.83 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 363,320.95 363,320.95 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 283,435.57 283,435.57 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 523,852.38 523,852.38 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 607,958.50 607,958.50 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 439,240.23 439,240.23 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 463,090.76 463,090.76 0.00
- --------------------------------------------------------------------------------------------------------------------------
Total number of purchases = 310 91,999,343.50 91,999,343.50
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 22.96 22.96 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 320,811.76 320,811.76 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 263,855.14 263,855.14 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 89,939.97 89,939.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 89,939.97 89,939.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 89,939.97 89,939.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 370,761.80 370,761.80 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 143,165.45 143,165.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 741,388.75 741,388.75 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 142,511.49 142,511.49 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 189,545.95 189,545.95 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 86,283.63 86,283.63 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 125,204.78 125,204.78 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 213,784.92 213,784.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 161,727.12 161,727.12 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 138,302.32 138,302.32 0.00
Page 30 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (254,417.98) 12/16/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (392,320.65) 12/17/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (387,378.02) 12/18/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (145,187.69) 12/21/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (114,425.24) 12/22/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (392,785.73) 12/23/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (515,589.19) 12/24/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (180,732.73) 12/28/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (281,884.25) 12/29/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (48,826.07) 12/30/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (264,924.67) 12/31/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (224,942.16) 1/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (219,378.36) 1/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (59,973.64) 1/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (366,733.01) 1/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (133,520.97) 1/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (269,107.60) 1/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (282,327.56) 1/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (574,659.00) 1/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (204,873.49) 1/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (424,896.44) 1/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (501,918.91) 1/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (426,554.98) 1/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (217,102.28) 1/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (243,035.97) 1/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (554,038.87) 1/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (341,860.11) 1/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (332,318.67) 1/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (199,402.67) 1/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (423,500.20) 1/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (99,734.45) 1/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (366,212.20) 2/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (105,691.61) 2/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (617,330.21) 2/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (209,744.14) 2/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (893,162.54) 2/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (186,772.08) 2/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (384,794.28) 2/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (410,546.84) 2/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (315,570.06) 2/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (190,847.41) 2/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (366,151.48) 2/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (230,051.42) 2/17/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 254,417.98 254,417.98 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 392,320.65 392,320.65 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 387,378.02 387,378.02 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 145,187.69 145,187.69 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 114,425.24 114,425.24 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 392,785.73 392,785.73 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 515,589.19 515,589.19 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 180,732.73 180,732.73 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 281,884.25 281,884.25 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 48,826.07 48,826.07 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 264,924.67 264,924.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 224,942.16 224,942.16 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 219,378.36 219,378.36 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 59,973.64 59,973.64 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 366,733.01 366,733.01 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 133,520.97 133,520.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 269,107.60 269,107.60 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 282,327.56 282,327.56 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 574,659.00 574,659.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 204,873.49 204,873.49 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 424,896.44 424,896.44 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 501,918.91 501,918.91 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 426,554.98 426,554.98 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 217,102.28 217,102.28 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 243,035.97 243,035.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 554,038.87 554,038.87 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 341,860.11 341,860.11 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 332,318.67 332,318.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 199,402.67 199,402.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 423,500.20 423,500.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 99,734.45 99,734.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 366,212.20 366,212.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 105,691.61 105,691.61 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 617,330.21 617,330.21 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 209,744.14 209,744.14 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 893,162.54 893,162.54 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 186,772.08 186,772.08 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 384,794.28 384,794.28 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 410,546.84 410,546.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 315,570.06 315,570.06 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 190,847.41 190,847.41 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 366,151.48 366,151.48 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 230,051.42 230,051.42 0.00
Page 31 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (286,413.41) 2/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (373,328.53) 2/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (406,219.01) 2/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (258,477.61) 2/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (342,520.92) 2/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (339,846.81) 2/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (93.64) 2/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (438,372.20) 2/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (296,659.60) 3/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (538,637.96) 3/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (417,470.21) 3/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (361,388.42) 3/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (537,433.45) 3/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (227,233.37) 3/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (227,470.15) 3/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (178,923.73) 3/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (253,421.88) 3/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (185,260.00) 3/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (241,752.23) 3/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (762,615.35) 3/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (381,679.59) 3/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (566,928.46) 3/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (117,253.03) 3/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (305,076.23) 3/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (146,489.22) 3/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (389,261.33) 3/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (549,114.10) 3/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (548,309.38) 3/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (682,512.55) 3/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (500,648.80) 3/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (556,494.64) 3/31/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (326,325.09) 4/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (410,654.51) 4/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (454,572.52) 4/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (348,297.94) 4/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (353,261.19) 4/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (245,317.31) 4/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (668,309.84) 4/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (502,699.42) 4/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (281,672.64) 4/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (349,420.78) 4/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (224,507.91) 4/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (347,197.44) 4/19/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 286,413.41 286,413.41 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 373,328.53 373,328.53 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 406,219.01 406,219.01 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 258,477.61 258,477.61 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 342,520.92 342,520.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 339,846.81 339,846.81 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 93.64 93.64 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 438,372.20 438,372.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 296,659.60 296,659.60 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 538,637.96 538,637.96 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 417,470.21 417,470.21 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 361,388.42 361,388.42 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 537,433.45 537,433.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 227,233.37 227,233.37 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 227,470.15 227,470.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 178,923.73 178,923.73 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 253,421.88 253,421.88 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 185,260.00 185,260.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 241,752.23 241,752.23 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 762,615.35 762,615.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 381,679.59 381,679.59 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 566,928.46 566,928.46 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 117,253.03 117,253.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 305,076.23 305,076.23 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 146,489.22 146,489.22 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 389,261.33 389,261.33 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 549,114.10 549,114.10 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 548,309.38 548,309.38 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 682,512.55 682,512.55 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 500,648.80 500,648.80 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 556,494.64 556,494.64 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 326,325.09 326,325.09 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 410,654.51 410,654.51 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 454,572.52 454,572.52 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 348,297.94 348,297.94 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 353,261.19 353,261.19 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 245,317.31 245,317.31 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 668,309.84 668,309.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 502,699.42 502,699.42 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 281,672.64 281,672.64 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 349,420.78 349,420.78 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 224,507.91 224,507.91 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 347,197.44 347,197.44 0.00
Page 32 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (433,237.44) 4/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (590,663.48) 4/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (935,781.34) 4/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (206,588.92) 4/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (532,119.46) 4/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (301,467.34) 4/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (532,916.14) 4/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (152,824.79) 4/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (236,233.70) 4/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (215,109.45) 5/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (195,444.94) 5/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (528,702.15) 5/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (719,652.77) 5/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (520,878.61) 5/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (294,408.45) 5/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (555,160.48) 5/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (268,164.48) 5/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (779,154.47) 5/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (416,574.33) 5/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (320,896.56) 5/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (460,028.15) 5/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (559,490.70) 5/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (120,143.80) 5/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (368,414.34) 5/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (523,287.06) 5/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (768,538.20) 5/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (292,239.63) 5/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (377,944.29) 5/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (477,314.67) 5/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (724,263.94) 6/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (298,001.93) 6/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (183,634.76) 6/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (315,260.13) 6/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (306,754.44) 6/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (270,009.79) 6/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (457,629.47) 6/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (146,587.80) 6/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (101,137.09) 6/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (272,915.59) 6/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (403,430.29) 6/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (244,124.71) 6/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (387,679.89) 6/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (228,531.38) 6/18/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 433,237.44 433,237.44 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 590,663.48 590,663.48 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 935,781.34 935,781.34 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 206,588.92 206,588.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 532,119.46 532,119.46 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 301,467.34 301,467.34 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 532,916.14 532,916.14 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 152,824.79 152,824.79 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 236,233.70 236,233.70 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 215,109.45 215,109.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 195,444.94 195,444.94 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 528,702.15 528,702.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 719,652.77 719,652.77 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 520,878.61 520,878.61 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 294,408.45 294,408.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 555,160.48 555,160.48 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 268,164.48 268,164.48 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 779,154.47 779,154.47 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 416,574.33 416,574.33 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 320,896.56 320,896.56 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 460,028.15 460,028.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 559,490.70 559,490.70 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 120,143.80 120,143.80 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 368,414.34 368,414.34 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 523,287.06 523,287.06 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 768,538.20 768,538.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 292,239.63 292,239.63 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 377,944.29 377,944.29 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 477,314.67 477,314.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 724,263.94 724,263.94 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 298,001.93 298,001.93 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 183,634.76 183,634.76 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 315,260.13 315,260.13 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 306,754.44 306,754.44 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 270,009.79 270,009.79 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 457,629.47 457,629.47 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 146,587.80 146,587.80 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 101,137.09 101,137.09 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 272,915.59 272,915.59 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 403,430.29 403,430.29 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 244,124.71 244,124.71 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 387,679.89 387,679.89 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 228,531.38 228,531.38 0.00
Page 33 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (308,922.21) 6/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (438,122.98) 6/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (483,950.07) 6/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (462,054.68) 6/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (284,465.46) 6/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (133,705.58) 6/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (360,758.31) 6/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (126,553.73) 6/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (223,383.11) 6/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (374,559.06) 7/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (197,874.90) 7/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (206,884.00) 7/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (380,999.36) 7/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (667,039.07) 7/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (413,297.81) 7/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (240,156.53) 7/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (244,599.13) 7/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (212,540.03) 7/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (138,719.92) 7/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (221,970.33) 7/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (224,152.34) 7/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (282,537.17) 7/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (481,603.57) 7/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (355,638.24) 7/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (296,663.56) 7/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (239,579.73) 7/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (504,334.45) 7/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (169,008.39) 7/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (530,506.50) 7/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (625,314.51) 7/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (129,708.07) 8/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (381,786.58) 8/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (331,009.51) 8/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (125,947.05) 8/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (438,094.67) 8/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (235,505.69) 8/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (308,717.11) 8/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (472,521.46) 8/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (959,613.97) 8/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (180,751.84) 8/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (250,067.64) 8/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (198,482.04) 8/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (606,489.93) 8/18/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 308,922.21 308,922.21 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 438,122.98 438,122.98 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 483,950.07 483,950.07 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 462,054.68 462,054.68 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 284,465.46 284,465.46 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 133,705.58 133,705.58 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 360,758.31 360,758.31 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 126,553.73 126,553.73 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 223,383.11 223,383.11 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 374,559.06 374,559.06 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 197,874.90 197,874.90 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 206,884.00 206,884.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 380,999.36 380,999.36 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 667,039.07 667,039.07 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 413,297.81 413,297.81 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 240,156.53 240,156.53 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 244,599.13 244,599.13 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 212,540.03 212,540.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 138,719.92 138,719.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 221,970.33 221,970.33 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 224,152.34 224,152.34 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 282,537.17 282,537.17 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 481,603.57 481,603.57 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 355,638.24 355,638.24 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 296,663.56 296,663.56 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 239,579.73 239,579.73 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 504,334.45 504,334.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 169,008.39 169,008.39 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 530,506.50 530,506.50 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 625,314.51 625,314.51 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 129,708.07 129,708.07 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 381,786.58 381,786.58 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 331,009.51 331,009.51 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 125,947.05 125,947.05 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 438,094.67 438,094.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 235,505.69 235,505.69 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 308,717.11 308,717.11 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 472,521.46 472,521.46 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 959,613.97 959,613.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 180,751.84 180,751.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 250,067.64 250,067.64 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 198,482.04 198,482.04 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 606,489.93 606,489.93 0.00
Page 34 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (210,216.71) 8/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (101,045.75) 8/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (245,580.15) 8/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (136,914.01) 8/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (65,881.64) 8/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (214,971.64) 8/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (264,780.78) 8/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (157,982.69) 8/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (326,485.29) 8/31/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (104,440.82) 9/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (165,217.98) 9/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (394,095.84) 9/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (164,020.55) 9/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (495,760.67) 9/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (156,600.58) 9/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (152,041.57) 9/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (158,227.36) 9/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (233,481.76) 9/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (143,469.07) 9/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (434,600.13) 9/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (185,468.34) 9/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (128,022.57) 9/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (200,134.10) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (50,025.35) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (3,933.50) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (101,500.00) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (248,674.00) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (40,681.11) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (6,147.95) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (16,282.24) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (99,267.46) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (15,436.20) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (5,733.08) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (6,537.00) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (56,003.66) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (8,091.15) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (4,304.95) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (5,203.66) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (3,186.20) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (3,354.00) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (6,382.27) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (4,911.20) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (2,027.95) 9/21/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 210,216.71 210,216.71 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 101,045.75 101,045.75 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 245,580.15 245,580.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 136,914.01 136,914.01 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 65,881.64 65,881.64 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 214,971.64 214,971.64 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 264,780.78 264,780.78 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 157,982.69 157,982.69 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 326,485.29 326,485.29 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 104,440.82 104,440.82 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 165,217.98 165,217.98 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 394,095.84 394,095.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 164,020.55 164,020.55 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 495,760.67 495,760.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 156,600.58 156,600.58 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 152,041.57 152,041.57 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 158,227.36 158,227.36 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 233,481.76 233,481.76 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 143,469.07 143,469.07 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 434,600.13 434,600.13 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 185,468.34 185,468.34 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 128,022.57 128,022.57 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 200,134.10 200,134.10 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 50,025.35 50,025.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 3,933.50 3,933.50 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 101,500.00 101,500.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 248,674.00 248,674.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 40,681.11 40,681.11 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 6,147.95 6,147.95 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 16,282.24 16,282.24 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 99,267.46 99,267.46 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 15,436.20 15,436.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 5,733.08 5,733.08 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 6,537.00 6,537.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 56,003.66 56,003.66 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 8,091.15 8,091.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 4,304.95 4,304.95 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 5,203.66 5,203.66 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 3,186.20 3,186.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 3,354.00 3,354.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 6,382.27 6,382.27 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 4,911.20 4,911.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 2,027.95 2,027.95 0.00
Page 35 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (198,592.03) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (29,684.91) 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (333.50) 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (132,402.35) 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (132,402.35) 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (325,172.35) 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (198,459.12) 9/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (164,757.79) 9/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (189,516.80) 9/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (292,128.12) 9/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (408,097.95) 9/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (422,187.65) 9/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (301,947.68) 10/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (367,690.90) 10/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (228,886.05) 10/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (131,271.03) 10/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (304,397.72) 10/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (537,113.38) 10/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (2,823.00) 10/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (303,469.51) 10/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (337,140.00) 10/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (531,987.50) 10/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (147,156.78) 10/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (184,973.96) 10/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (447,849.35) 10/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (347,530.00) 10/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (399,039.36) 10/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (386,464.69) 10/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (392,267.66) 10/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (406,495.71) 10/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (148,568.97) 10/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (152,181.77) 10/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (217,827.19) 10/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (337,816.17) 11/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (264,665.41) 11/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (180,713.38) 11/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (313,646.25) 11/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (227,986.87) 11/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (147,284.26) 11/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (336,268.80) 11/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (370,185.96) 11/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (25,834.09) 11/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (282,902.38) 11/12/99 1.00
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 198,592.03 198,592.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 29,684.91 29,684.91 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 333.50 333.50 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 132,402.35 132,402.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 132,402.35 132,402.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 325,172.35 325,172.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 198,459.12 198,459.12 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 164,757.79 164,757.79 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 189,516.80 189,516.80 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 292,128.12 292,128.12 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 408,097.95 408,097.95 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 422,187.65 422,187.65 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 301,947.68 301,947.68 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 367,690.90 367,690.90 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 228,886.05 228,886.05 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 131,271.03 131,271.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 304,397.72 304,397.72 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 537,113.38 537,113.38 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 2,823.00 2,823.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 303,469.51 303,469.51 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 337,140.00 337,140.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 531,987.50 531,987.50 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 147,156.78 147,156.78 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 184,973.96 184,973.96 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 447,849.35 447,849.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 347,530.00 347,530.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 399,039.36 399,039.36 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 386,464.69 386,464.69 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 392,267.66 392,267.66 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 406,495.71 406,495.71 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 148,568.97 148,568.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 152,181.77 152,181.77 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 217,827.19 217,827.19 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 337,816.17 337,816.17 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 264,665.41 264,665.41 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 180,713.38 180,713.38 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 313,646.25 313,646.25 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 227,986.87 227,986.87 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 147,284.26 147,284.26 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 336,268.80 336,268.80 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 370,185.96 370,185.96 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 25,834.09 25,834.09 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 282,902.38 282,902.38 0.00
Page 36 of 37
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (878,823.82) 11/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (750,995.55) 11/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (605,591.18) 11/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (1,650,296.04) 11/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (617,948.26) 11/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (532,115.62) 11/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (314,524.47) 11/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (225,153.55) 11/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (341,934.17) 11/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (147,348.78) 11/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (530,984.67) 11/30/99 1.00
- ------------------------------------------------------------------------------------------------------------------------------------
Total number of sales = 285
====================================================================================================================================
Total MFO SCHWAB FAMILY FD MONEY MKT FD
====================================================================================================================================
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 878,823.82 878,823.82 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 750,995.55 750,995.55 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 605,591.18 605,591.18 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 1,650,296.04 1,650,296.04 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 617,948.26 617,948.26 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 532,115.62 532,115.62 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 314,524.47 314,524.47 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 225,153.55 225,153.55 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 341,934.17 341,934.17 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 147,348.78 147,348.78 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 530,984.67 530,984.67 0.00
- --------------------------------------------------------------------------------------------------------------------------
Total number of sales = 285 87,304,845.59 87,304,845.59 0.00
==========================================================================================================================
Total MFO SCHWAB FAMILY FD MONEY MKT FD 179,304,189.09 179,304,189.09 0.00
==========================================================================================================================
Page 37 of 37
SCHEDULE OF REPORTABLE 5% TRANSACTIONS - ITEM 27D
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 969,495.57 1-Dec-98 1.00 969,495.57 969,495.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,015.00 1-Dec-98 1.00 44,015.00 44,015.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 420,552.12 1-Dec-98 1.00 420,552.12 420,552.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 524,020.71 1-Dec-98 1.00 524,020.71 524,020.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 40,803.00 1-Dec-98 1.00 40,803.00 40,803.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 570,687.66 1-Dec-98 1.00 570,687.66 570,687.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,576.18 1-Dec-98 1.00 4,576.18 4,576.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 23.76 1-Dec-98 1.00 23.76 23.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 596.92 1-Dec-98 1.00 596.92 596.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 223.80 1-Dec-98 1.00 223.80 223.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 355.04 1-Dec-98 1.00 355.04 355.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 518.51 1-Dec-98 1.00 518.51 518.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.24 1-Dec-98 1.00 0.24 0.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 1-Dec-98 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 344.35 1-Dec-98 1.00 344.35 344.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 613.83 1-Dec-98 1.00 613.83 613.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 1-Dec-98 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 539.62 1-Dec-98 1.00 539.62 539.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 260.36 1-Dec-98 1.00 260.36 260.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,097.22 1-Dec-98 1.00 1,097.22 1,097.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 232.80 1-Dec-98 1.00 232.80 232.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 170.27 1-Dec-98 1.00 170.27 170.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 409.10 1-Dec-98 1.00 409.10 409.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,562.30 1-Dec-98 1.00 44,562.30 44,562.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,372.53 1-Dec-98 1.00 10,372.53 10,372.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 443.60 1-Dec-98 1.00 443.60 443.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 278,223.46 2-Dec-98 1.00 278,223.46 278,223.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,446,602.43 2-Dec-98 1.00 1,446,602.43 1,446,602.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 205,772.82 2-Dec-98 1.00 205,772.82 205,772.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,048,950.70 2-Dec-98 1.00 2,048,950.70 2,048,950.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 33,861.95 2-Dec-98 1.00 33,861.95 33,861.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,275.70 2-Dec-98 1.00 3,275.70 3,275.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65,629.42 2-Dec-98 1.00 65,629.42 65,629.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 559,904.80 2-Dec-98 1.00 559,904.80 559,904.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 108,993.41 2-Dec-98 1.00 108,993.41 108,993.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100,718.27 2-Dec-98 1.00 100,718.27 100,718.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 2-Dec-98 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 2-Dec-98 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.45 2-Dec-98 1.00 0.45 0.45 0.00
Page 1 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,113.32 2-Dec-98 1.00 10,113.32 10,113.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 145,132.31 2-Dec-98 1.00 145,132.31 145,132.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,440.00 2-Dec-98 1.00 1,440.00 1,440.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,030,253.13 3-Dec-98 1.00 3,030,253.13 3,030,253.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 152,944.03 3-Dec-98 1.00 152,944.03 152,944.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 212,287.52 3-Dec-98 1.00 212,287.52 212,287.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 463,651.08 3-Dec-98 1.00 463,651.08 463,651.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 220,088.94 3-Dec-98 1.00 220,088.94 220,088.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,104.20 3-Dec-98 1.00 3,104.20 3,104.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 32,792.45 3-Dec-98 1.00 32,792.45 32,792.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55.46 3-Dec-98 1.00 55.46 55.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 74.83 3-Dec-98 1.00 74.83 74.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 101.38 3-Dec-98 1.00 101.38 101.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.21 3-Dec-98 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5.75 3-Dec-98 1.00 5.75 5.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 3-Dec-98 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5.22 3-Dec-98 1.00 5.22 5.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 69.71 3-Dec-98 1.00 69.71 69.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 45.12 3-Dec-98 1.00 45.12 45.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16.13 3-Dec-98 1.00 16.13 16.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3.63 3-Dec-98 1.00 3.63 3.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,526.25 3-Dec-98 1.00 7,526.25 7,526.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 67.31 3-Dec-98 1.00 67.31 67.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 955.82 3-Dec-98 1.00 955.82 955.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5.86 3-Dec-98 1.00 5.86 5.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 159,276.00 3-Dec-98 1.00 159,276.00 159,276.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,065,573.70 3-Dec-98 1.00 3,065,573.70 3,065,573.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 85.33 3-Dec-98 1.00 85.33 85.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,185,000.43 4-Dec-98 1.00 3,185,000.43 3,185,000.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 274,455.48 4-Dec-98 1.00 274,455.48 274,455.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 316,583.59 4-Dec-98 1.00 316,583.59 316,583.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 46,975.40 4-Dec-98 1.00 46,975.40 46,975.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 219,533.20 4-Dec-98 1.00 219,533.20 219,533.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 671,281.07 4-Dec-98 1.00 671,281.07 671,281.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,037,621.65 4-Dec-98 1.00 1,037,621.65 1,037,621.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 4-Dec-98 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 4-Dec-98 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,398.75 4-Dec-98 1.00 4,398.75 4,398.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 149,654.84 4-Dec-98 1.00 149,654.84 149,654.84 0.00
Page 2 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,325.00 7-Dec-98 1.00 10,325.00 10,325.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,675,350.26 7-Dec-98 1.00 1,675,350.26 1,675,350.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 106,488.82 7-Dec-98 1.00 106,488.82 106,488.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,034,356.76 7-Dec-98 1.00 1,034,356.76 1,034,356.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 374,966.90 7-Dec-98 1.00 374,966.90 374,966.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 698.70 7-Dec-98 1.00 698.70 698.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 7-Dec-98 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 7-Dec-98 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 99,937.30 7-Dec-98 1.00 99,937.30 99,937.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,454.90 7-Dec-98 1.00 4,454.90 4,454.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 92,463.83 8-Dec-98 1.00 92,463.83 92,463.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,184.31 8-Dec-98 1.00 3,184.31 3,184.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,780,054.09 8-Dec-98 1.00 1,780,054.09 1,780,054.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 486,040.92 8-Dec-98 1.00 486,040.92 486,040.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 296,056.02 8-Dec-98 1.00 296,056.02 296,056.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,599,497.05 8-Dec-98 1.00 1,599,497.05 1,599,497.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 105,056.95 8-Dec-98 1.00 105,056.95 105,056.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 8-Dec-98 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.67 8-Dec-98 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 8-Dec-98 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 526,013.07 8-Dec-98 1.00 526,013.07 526,013.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 779,841.09 8-Dec-98 1.00 779,841.09 779,841.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 155,551.86 9-Dec-98 1.00 155,551.86 155,551.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,440.00 9-Dec-98 1.00 1,440.00 1,440.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,553,400.05 9-Dec-98 1.00 1,553,400.05 1,553,400.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 380,729.81 9-Dec-98 1.00 380,729.81 380,729.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 325,466.29 9-Dec-98 1.00 325,466.29 325,466.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 846,094.72 9-Dec-98 1.00 846,094.72 846,094.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 97,635.76 9-Dec-98 1.00 97,635.76 97,635.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 9-Dec-98 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 9-Dec-98 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 9-Dec-98 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 343,663.18 9-Dec-98 1.00 343,663.18 343,663.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 357,100.64 9-Dec-98 1.00 357,100.64 357,100.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 22,569.17 10-Dec-98 1.00 22,569.17 22,569.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,789.50 10-Dec-98 1.00 44,789.50 44,789.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,805.50 10-Dec-98 1.00 15,805.50 15,805.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 403,853.66 10-Dec-98 1.00 403,853.66 403,853.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 662,717.18 10-Dec-98 1.00 662,717.18 662,717.18 0.00
Page 3 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 168,730.10 10-Dec-98 1.00 168,730.10 168,730.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 152,622.74 10-Dec-98 1.00 152,622.74 152,622.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 284,693.75 10-Dec-98 1.00 284,693.75 284,693.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 51,079.43 10-Dec-98 1.00 51,079.43 51,079.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 39,808.42 10-Dec-98 1.00 39,808.42 39,808.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,243.50 10-Dec-98 1.00 20,243.50 20,243.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62,374.89 11-Dec-98 1.00 62,374.89 62,374.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 59,376.05 11-Dec-98 1.00 59,376.05 59,376.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100,852.07 11-Dec-98 1.00 100,852.07 100,852.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 270,141.47 11-Dec-98 1.00 270,141.47 270,141.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 11-Dec-98 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.64 11-Dec-98 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 106,101.70 11-Dec-98 1.00 106,101.70 106,101.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,000.00 11-Dec-98 1.00 50,000.00 50,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,627.00 11-Dec-98 1.00 2,627.00 2,627.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 458,541.95 14-Dec-98 1.00 458,541.95 458,541.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 615,623.31 14-Dec-98 1.00 615,623.31 615,623.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 476,034.86 14-Dec-98 1.00 476,034.86 476,034.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,025.30 14-Dec-98 1.00 20,025.30 20,025.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.59 14-Dec-98 1.00 0.59 0.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.50 14-Dec-98 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,685.00 14-Dec-98 1.00 10,685.00 10,685.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 170,635.79 15-Dec-98 1.00 170,635.79 170,635.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,536.88 15-Dec-98 1.00 16,536.88 16,536.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 986,384.04 15-Dec-98 1.00 986,384.04 986,384.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.68 15-Dec-98 1.00 0.68 0.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 15-Dec-98 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 821,070.52 15-Dec-98 1.00 821,070.52 821,070.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 275,029.87 16-Dec-98 1.00 275,029.87 275,029.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 84,360.00 16-Dec-98 1.00 84,360.00 84,360.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,537.90 16-Dec-98 1.00 3,537.90 3,537.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,979,078.02 16-Dec-98 1.00 1,979,078.02 1,979,078.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 117,569.42 16-Dec-98 1.00 117,569.42 117,569.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 708,695.52 16-Dec-98 1.00 708,695.52 708,695.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 49,208.71 16-Dec-98 1.00 49,208.71 49,208.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,947,574.22 16-Dec-98 1.00 1,947,574.22 1,947,574.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 382,555.20 16-Dec-98 1.00 382,555.20 382,555.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 16-Dec-98 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 820.42 16-Dec-98 1.00 820.42 820.42 0.00
Page 4 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 748.39 16-Dec-98 1.00 748.39 748.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.63 16-Dec-98 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 297,130.90 16-Dec-98 1.00 297,130.90 297,130.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 361,792.15 16-Dec-98 1.00 361,792.15 361,792.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 512.78 17-Dec-98 1.00 512.78 512.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 512,386.58 17-Dec-98 1.00 512,386.58 512,386.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 76,174.68 17-Dec-98 1.00 76,174.68 76,174.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,750.38 17-Dec-98 1.00 1,750.38 1,750.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 209.69 17-Dec-98 1.00 209.69 209.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 17-Dec-98 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7.87 17-Dec-98 1.00 7.87 7.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 141.36 17-Dec-98 1.00 141.36 141.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.59 17-Dec-98 1.00 0.59 0.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65.53 17-Dec-98 1.00 65.53 65.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20.96 17-Dec-98 1.00 20.96 20.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.44 17-Dec-98 1.00 52.44 52.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.43 17-Dec-98 1.00 52.43 52.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 131.06 17-Dec-98 1.00 131.06 131.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 752.22 17-Dec-98 1.00 752.22 752.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 17-Dec-98 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 549.02 17-Dec-98 1.00 549.02 549.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 69.20 17-Dec-98 1.00 69.20 69.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 98,858.22 17-Dec-98 1.00 98,858.22 98,858.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 125.41 17-Dec-98 1.00 125.41 125.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 105,348.57 18-Dec-98 1.00 105,348.57 105,348.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,070.00 18-Dec-98 1.00 1,070.00 1,070.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,332,421.46 18-Dec-98 1.00 2,332,421.46 2,332,421.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,319,416.30 18-Dec-98 1.00 1,319,416.30 1,319,416.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,058,285.98 18-Dec-98 1.00 1,058,285.98 1,058,285.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,503.29 18-Dec-98 1.00 13,503.29 13,503.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 160,934.39 18-Dec-98 1.00 160,934.39 160,934.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,557.90 18-Dec-98 1.00 15,557.90 15,557.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.63 18-Dec-98 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,032.66 18-Dec-98 1.00 8,032.66 8,032.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 60,515.89 18-Dec-98 1.00 60,515.89 60,515.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 185,469.45 21-Dec-98 1.00 185,469.45 185,469.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,663,272.88 21-Dec-98 1.00 2,663,272.88 2,663,272.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 240,564.32 21-Dec-98 1.00 240,564.32 240,564.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,396,343.16 21-Dec-98 1.00 2,396,343.16 2,396,343.16 0.00
Page 5 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55,097.71 21-Dec-98 1.00 55,097.71 55,097.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 426,163.15 21-Dec-98 1.00 426,163.15 426,163.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 21-Dec-98 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 211,377.35 22-Dec-98 1.00 211,377.35 211,377.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 505,313.77 22-Dec-98 1.00 505,313.77 505,313.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,059,554.26 22-Dec-98 1.00 2,059,554.26 2,059,554.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,111,308.51 22-Dec-98 1.00 1,111,308.51 1,111,308.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 771,521.32 22-Dec-98 1.00 771,521.32 771,521.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.64 22-Dec-98 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 22-Dec-98 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 22-Dec-98 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,072.27 22-Dec-98 1.00 7,072.27 7,072.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 239,028.34 22-Dec-98 1.00 239,028.34 239,028.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 586,908.56 23-Dec-98 1.00 586,908.56 586,908.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,401.95 23-Dec-98 1.00 8,401.95 8,401.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 616,164.95 23-Dec-98 1.00 616,164.95 616,164.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 248,864.12 23-Dec-98 1.00 248,864.12 248,864.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,387,164.90 23-Dec-98 1.00 1,387,164.90 1,387,164.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 23-Dec-98 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,806.14 23-Dec-98 1.00 4,806.14 4,806.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 599,468.22 23-Dec-98 1.00 599,468.22 599,468.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 218,135.71 24-Dec-98 1.00 218,135.71 218,135.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,808,867.05 24-Dec-98 1.00 1,808,867.05 1,808,867.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,171,722.10 24-Dec-98 1.00 2,171,722.10 2,171,722.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 64,871.86 24-Dec-98 1.00 64,871.86 64,871.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 274,214.16 24-Dec-98 1.00 274,214.16 274,214.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21,917.81 24-Dec-98 1.00 21,917.81 21,917.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 134,375.21 24-Dec-98 1.00 134,375.21 134,375.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.58 24-Dec-98 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 150,000.00 24-Dec-98 1.00 150,000.00 150,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 24-Dec-98 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 772.75 24-Dec-98 1.00 772.75 772.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,279,712.91 24-Dec-98 1.00 1,279,712.91 1,279,712.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 280,517.23 24-Dec-98 1.00 280,517.23 280,517.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 543,233.16 28-Dec-98 1.00 543,233.16 543,233.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 449,808.93 28-Dec-98 1.00 449,808.93 449,808.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 536,506.03 28-Dec-98 1.00 536,506.03 536,506.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 37,547.18 28-Dec-98 1.00 37,547.18 37,547.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 797,389.88 28-Dec-98 1.00 797,389.88 797,389.88 0.00
Page 6 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 687.45 28-Dec-98 1.00 687.45 687.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 28-Dec-98 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,975.00 28-Dec-98 1.00 6,975.00 6,975.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 615,076.20 29-Dec-98 1.00 615,076.20 615,076.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,578,284.12 29-Dec-98 1.00 1,578,284.12 1,578,284.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 454,032.40 29-Dec-98 1.00 454,032.40 454,032.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 833,211.57 29-Dec-98 1.00 833,211.57 833,211.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 247,463.53 29-Dec-98 1.00 247,463.53 247,463.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 848,698.60 29-Dec-98 1.00 848,698.60 848,698.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,321.38 29-Dec-98 1.00 57,321.38 57,321.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 29-Dec-98 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.39 29-Dec-98 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 59,677.86 29-Dec-98 1.00 59,677.86 59,677.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 120,693.17 29-Dec-98 1.00 120,693.17 120,693.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52,590.59 29-Dec-98 1.00 52,590.59 52,590.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 546,132.47 30-Dec-98 1.00 546,132.47 546,132.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 76,003.41 30-Dec-98 1.00 76,003.41 76,003.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 913,229.31 30-Dec-98 1.00 913,229.31 913,229.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 95,360.33 30-Dec-98 1.00 95,360.33 95,360.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25,518.47 30-Dec-98 1.00 25,518.47 25,518.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 85,706.94 30-Dec-98 1.00 85,706.94 85,706.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,499.17 30-Dec-98 1.00 16,499.17 16,499.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 640.63 30-Dec-98 1.00 640.63 640.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 30-Dec-98 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,970.47 30-Dec-98 1.00 1,970.47 1,970.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 724,538.24 31-Dec-98 1.00 724,538.24 724,538.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,618.00 31-Dec-98 1.00 16,618.00 16,618.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 222,087.68 31-Dec-98 1.00 222,087.68 222,087.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 388,921.31 31-Dec-98 1.00 388,921.31 388,921.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 528,303.59 31-Dec-98 1.00 528,303.59 528,303.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18,716.44 31-Dec-98 1.00 18,716.44 18,716.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 736,262.75 31-Dec-98 1.00 736,262.75 736,262.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25,000.00 31-Dec-98 1.00 25,000.00 25,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,531.25 31-Dec-98 1.00 4,531.25 4,531.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 31-Dec-98 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 289,358.70 31-Dec-98 1.00 289,358.70 289,358.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 224,447.37 4-Jan-99 1.00 224,447.37 224,447.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 323,907.28 4-Jan-99 1.00 323,907.28 323,907.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 179,978.37 4-Jan-99 1.00 179,978.37 179,978.37 0.00
Page 7 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 955,309.33 4-Jan-99 1.00 955,309.33 955,309.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,640,376.76 4-Jan-99 1.00 1,640,376.76 1,640,376.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 58,859.18 4-Jan-99 1.00 58,859.18 58,859.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 51,157.89 4-Jan-99 1.00 51,157.89 51,157.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 562,793.49 4-Jan-99 1.00 562,793.49 562,793.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25,156.26 4-Jan-99 1.00 25,156.26 25,156.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 734,278.58 4-Jan-99 1.00 734,278.58 734,278.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,401.52 4-Jan-99 1.00 1,401.52 1,401.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 4-Jan-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 185.48 4-Jan-99 1.00 185.48 185.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 993.53 4-Jan-99 1.00 993.53 993.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.18 4-Jan-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 463.26 4-Jan-99 1.00 463.26 463.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 728.20 4-Jan-99 1.00 728.20 728.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 392.17 4-Jan-99 1.00 392.17 392.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.80 4-Jan-99 1.00 0.80 0.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 793.06 4-Jan-99 1.00 793.06 793.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.91 4-Jan-99 1.00 0.91 0.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 247.37 4-Jan-99 1.00 247.37 247.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,194.54 4-Jan-99 1.00 1,194.54 1,194.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 230.08 4-Jan-99 1.00 230.08 230.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 285.46 4-Jan-99 1.00 285.46 285.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 4-Jan-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,309.86 4-Jan-99 1.00 2,309.86 2,309.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 422.55 4-Jan-99 1.00 422.55 422.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 535.41 4-Jan-99 1.00 535.41 535.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,998.69 5-Jan-99 1.00 15,998.69 15,998.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 43,239.42 5-Jan-99 1.00 43,239.42 43,239.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,150.00 5-Jan-99 1.00 3,150.00 3,150.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,963,644.92 5-Jan-99 1.00 1,963,644.92 1,963,644.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,389.70 5-Jan-99 1.00 10,389.70 10,389.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 622,402.83 5-Jan-99 1.00 622,402.83 622,402.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 29,015.17 5-Jan-99 1.00 29,015.17 29,015.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 5-Jan-99 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 5-Jan-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,658.99 5-Jan-99 1.00 14,658.99 14,658.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.00 5-Jan-99 1.00 1.00 1.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 500,889.72 6-Jan-99 1.00 500,889.72 500,889.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 11,061.37 6-Jan-99 1.00 11,061.37 11,061.37 0.00
Page 8 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,014,465.35 6-Jan-99 1.00 2,014,465.35 2,014,465.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 689,728.13 6-Jan-99 1.00 689,728.13 689,728.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 539,276.81 6-Jan-99 1.00 539,276.81 539,276.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 317,337.04 6-Jan-99 1.00 317,337.04 317,337.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 229,396.56 6-Jan-99 1.00 229,396.56 229,396.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 931.03 6-Jan-99 1.00 931.03 931.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,423.53 6-Jan-99 1.00 3,423.53 3,423.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 177.24 6-Jan-99 1.00 177.24 177.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 6-Jan-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 80.08 6-Jan-99 1.00 80.08 80.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.80 6-Jan-99 1.00 1.80 1.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,248.37 6-Jan-99 1.00 12,248.37 12,248.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.44 6-Jan-99 1.00 1.44 1.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,488.82 6-Jan-99 1.00 50,488.82 50,488.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 24.15 6-Jan-99 1.00 24.15 24.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4.04 6-Jan-99 1.00 4.04 4.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30.97 6-Jan-99 1.00 30.97 30.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 6-Jan-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 33.79 6-Jan-99 1.00 33.79 33.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 485.75 6-Jan-99 1.00 485.75 485.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20.57 6-Jan-99 1.00 20.57 20.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,679,623.51 7-Jan-99 1.00 6,679,623.51 6,679,623.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 350,283.81 7-Jan-99 1.00 350,283.81 350,283.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,839.13 7-Jan-99 1.00 20,839.13 20,839.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,794.84 7-Jan-99 1.00 1,794.84 1,794.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 7-Jan-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 7-Jan-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 7-Jan-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,812.60 7-Jan-99 1.00 1,812.60 1,812.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,314.13 7-Jan-99 1.00 1,314.13 1,314.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 7-Jan-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 488.60 7-Jan-99 1.00 488.60 488.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,289,813.55 8-Jan-99 1.00 5,289,813.55 5,289,813.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 395,653.04 8-Jan-99 1.00 395,653.04 395,653.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 971,060.46 8-Jan-99 1.00 971,060.46 971,060.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,811.20 8-Jan-99 1.00 7,811.20 7,811.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 259,996.12 8-Jan-99 1.00 259,996.12 259,996.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 481,922.42 8-Jan-99 1.00 481,922.42 481,922.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 8-Jan-99 1.00 0.31 0.31 0.00
Page 9 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 489,614.06 8-Jan-99 1.00 489,614.06 489,614.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 8-Jan-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 8-Jan-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 8-Jan-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,000.00 8-Jan-99 1.00 20,000.00 20,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 163,355.10 8-Jan-99 1.00 163,355.10 163,355.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 864.03 8-Jan-99 1.00 864.03 864.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,640,187.02 8-Jan-99 1.00 8,640,187.02 8,640,187.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,577,515.94 11-Jan-99 1.00 3,577,515.94 3,577,515.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 500.00 11-Jan-99 1.00 500.00 500.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 875,156.16 11-Jan-99 1.00 875,156.16 875,156.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 67,738.57 11-Jan-99 1.00 67,738.57 67,738.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 919,378.55 11-Jan-99 1.00 919,378.55 919,378.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 252,803.69 11-Jan-99 1.00 252,803.69 252,803.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 23,532.09 11-Jan-99 1.00 23,532.09 23,532.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 11-Jan-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.38 11-Jan-99 1.00 0.38 0.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 11-Jan-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 11-Jan-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 11-Jan-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.82 11-Jan-99 1.00 0.82 0.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 126,113.47 11-Jan-99 1.00 126,113.47 126,113.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,788,390.91 12-Jan-99 1.00 3,788,390.91 3,788,390.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,410.00 12-Jan-99 1.00 7,410.00 7,410.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 634,448.75 12-Jan-99 1.00 634,448.75 634,448.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,045,492.60 12-Jan-99 1.00 2,045,492.60 2,045,492.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 271,190.12 12-Jan-99 1.00 271,190.12 271,190.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 36,855.47 12-Jan-99 1.00 36,855.47 36,855.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 376,123.24 12-Jan-99 1.00 376,123.24 376,123.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,412,995.31 12-Jan-99 1.00 6,412,995.31 6,412,995.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,012.50 12-Jan-99 1.00 19,012.50 19,012.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 12-Jan-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 12-Jan-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 12-Jan-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 12-Jan-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,518.25 12-Jan-99 1.00 1,518.25 1,518.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 515,571.76 13-Jan-99 1.00 515,571.76 515,571.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,520.00 13-Jan-99 1.00 3,520.00 3,520.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 476,628.39 13-Jan-99 1.00 476,628.39 476,628.39 0.00
Page 10 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 13-Jan-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 139.42 13-Jan-99 1.00 139.42 139.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 101,165.32 13-Jan-99 1.00 101,165.32 101,165.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,739.91 13-Jan-99 1.00 7,739.91 7,739.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 91,447.31 13-Jan-99 1.00 91,447.31 91,447.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 22.89 13-Jan-99 1.00 22.89 22.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 13-Jan-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 13-Jan-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 72,557.97 13-Jan-99 1.00 72,557.97 72,557.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 74,050.10 13-Jan-99 1.00 74,050.10 74,050.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 607,351.74 13-Jan-99 1.00 607,351.74 607,351.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,005,816.58 14-Jan-99 1.00 1,005,816.58 1,005,816.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 256,284.73 14-Jan-99 1.00 256,284.73 256,284.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.50 14-Jan-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 14-Jan-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 33,431.28 14-Jan-99 1.00 33,431.28 33,431.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 76,205.45 14-Jan-99 1.00 76,205.45 76,205.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 32,965.00 15-Jan-99 1.00 32,965.00 32,965.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,932,877.16 15-Jan-99 1.00 7,932,877.16 7,932,877.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,981,259.62 15-Jan-99 1.00 1,981,259.62 1,981,259.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 409,271.66 15-Jan-99 1.00 409,271.66 409,271.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 15-Jan-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,045,618.67 15-Jan-99 1.00 1,045,618.67 1,045,618.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,234,205.54 15-Jan-99 1.00 2,234,205.54 2,234,205.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,015.11 15-Jan-99 1.00 16,015.11 16,015.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 15-Jan-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 348,154.76 15-Jan-99 1.00 348,154.76 348,154.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,641.63 15-Jan-99 1.00 16,641.63 16,641.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,000.00 15-Jan-99 1.00 20,000.00 20,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,563,002.05 19-Jan-99 1.00 6,563,002.05 6,563,002.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,280,731.39 19-Jan-99 1.00 2,280,731.39 2,280,731.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 392,833.66 19-Jan-99 1.00 392,833.66 392,833.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18,522.12 19-Jan-99 1.00 18,522.12 18,522.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 228,517.30 19-Jan-99 1.00 228,517.30 228,517.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 931.03 19-Jan-99 1.00 931.03 931.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.95 19-Jan-99 1.00 0.95 0.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55,613.75 19-Jan-99 1.00 55,613.75 55,613.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 916,279.53 19-Jan-99 1.00 916,279.53 916,279.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 19-Jan-99 1.00 0.41 0.41 0.00
Page 11 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.77 19-Jan-99 1.00 0.77 0.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 19-Jan-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 19-Jan-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 20-Jan-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 209.69 20-Jan-99 1.00 209.69 209.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7.87 20-Jan-99 1.00 7.87 7.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 141.36 20-Jan-99 1.00 141.36 141.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62.90 20-Jan-99 1.00 62.90 62.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65.53 20-Jan-99 1.00 65.53 65.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 34.09 20-Jan-99 1.00 34.09 34.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.39 20-Jan-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.59 20-Jan-99 1.00 0.59 0.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182.56 20-Jan-99 1.00 182.56 182.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 752.22 20-Jan-99 1.00 752.22 752.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 282.46 20-Jan-99 1.00 282.46 282.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 20-Jan-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,216.71 20-Jan-99 1.00 6,216.71 6,216.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 125.41 20-Jan-99 1.00 125.41 125.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182,762.42 21-Jan-99 1.00 182,762.42 182,762.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,085,598.53 21-Jan-99 1.00 12,085,598.53 12,085,598.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,027,727.49 21-Jan-99 1.00 14,027,727.49 14,027,727.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 203,281.87 21-Jan-99 1.00 203,281.87 203,281.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 329,425.67 21-Jan-99 1.00 329,425.67 329,425.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 241,727.39 21-Jan-99 1.00 241,727.39 241,727.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,702,045.09 21-Jan-99 1.00 9,702,045.09 9,702,045.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,000.19 21-Jan-99 1.00 1,000.19 1,000.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,142,040.93 21-Jan-99 1.00 1,142,040.93 1,142,040.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.54 21-Jan-99 1.00 0.54 0.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,740.71 21-Jan-99 1.00 1,740.71 1,740.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 21-Jan-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 21-Jan-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 580,035.41 22-Jan-99 1.00 580,035.41 580,035.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 435,980.40 22-Jan-99 1.00 435,980.40 435,980.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 22-Jan-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 22-Jan-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 22-Jan-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 342,382.50 22-Jan-99 1.00 342,382.50 342,382.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 24,328.09 22-Jan-99 1.00 24,328.09 24,328.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,847.00 25-Jan-99 1.00 6,847.00 6,847.00 0.00
Page 12 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 42.91 25-Jan-99 1.00 42.91 42.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,020,250.12 25-Jan-99 1.00 2,020,250.12 2,020,250.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 423,255.93 25-Jan-99 1.00 423,255.93 423,255.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 687,545.25 25-Jan-99 1.00 687,545.25 687,545.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 402,918.15 25-Jan-99 1.00 402,918.15 402,918.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 25-Jan-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.74 25-Jan-99 1.00 0.74 0.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 25-Jan-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 724,915.85 25-Jan-99 1.00 724,915.85 724,915.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 48,516.19 25-Jan-99 1.00 48,516.19 48,516.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,646.10 25-Jan-99 1.00 3,646.10 3,646.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.39 25-Jan-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,390.00 26-Jan-99 1.00 1,390.00 1,390.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 26-Jan-99 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 516,897.09 26-Jan-99 1.00 516,897.09 516,897.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 39,080.31 26-Jan-99 1.00 39,080.31 39,080.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 26-Jan-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 26-Jan-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,968.03 26-Jan-99 1.00 4,968.03 4,968.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 26-Jan-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 202,056.60 27-Jan-99 1.00 202,056.60 202,056.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 814,256.36 27-Jan-99 1.00 814,256.36 814,256.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,902,629.21 27-Jan-99 1.00 2,902,629.21 2,902,629.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 304,392.33 27-Jan-99 1.00 304,392.33 304,392.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 226,877.07 27-Jan-99 1.00 226,877.07 226,877.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 390,123.67 27-Jan-99 1.00 390,123.67 390,123.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.59 27-Jan-99 1.00 0.59 0.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 401,675.93 27-Jan-99 1.00 401,675.93 401,675.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 27-Jan-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.13 27-Jan-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,574.34 27-Jan-99 1.00 19,574.34 19,574.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 142,399.41 28-Jan-99 1.00 142,399.41 142,399.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 140,702.30 28-Jan-99 1.00 140,702.30 140,702.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.59 28-Jan-99 1.00 0.59 0.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 28-Jan-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 28-Jan-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 258,630.50 28-Jan-99 1.00 258,630.50 258,630.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,720.35 28-Jan-99 1.00 19,720.35 19,720.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 28-Jan-99 1.00 0.02 0.02 0.00
Page 13 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21,648.81 29-Jan-99 1.00 21,648.81 21,648.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,519,866.72 29-Jan-99 1.00 1,519,866.72 1,519,866.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 97,888.42 29-Jan-99 1.00 97,888.42 97,888.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 89,461.16 29-Jan-99 1.00 89,461.16 89,461.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 210,837.99 29-Jan-99 1.00 210,837.99 210,837.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 29-Jan-99 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 90,285.55 29-Jan-99 1.00 90,285.55 90,285.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 29-Jan-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 29-Jan-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.94 29-Jan-99 1.00 0.94 0.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 59,406.81 29-Jan-99 1.00 59,406.81 59,406.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 29-Jan-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 88,673.07 1-Feb-99 1.00 88,673.07 88,673.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 498,001.75 1-Feb-99 1.00 498,001.75 498,001.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,179,234.32 1-Feb-99 1.00 1,179,234.32 1,179,234.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,961,030.38 1-Feb-99 1.00 1,961,030.38 1,961,030.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 371,471.01 1-Feb-99 1.00 371,471.01 371,471.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 551,292.13 1-Feb-99 1.00 551,292.13 551,292.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 1-Feb-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 1-Feb-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 106.55 1-Feb-99 1.00 106.55 106.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 381.52 1-Feb-99 1.00 381.52 381.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 159.88 1-Feb-99 1.00 159.88 159.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 120.71 1-Feb-99 1.00 120.71 120.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 817.19 1-Feb-99 1.00 817.19 817.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 450.39 1-Feb-99 1.00 450.39 450.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 176.08 1-Feb-99 1.00 176.08 176.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 436.19 1-Feb-99 1.00 436.19 436.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 173.59 1-Feb-99 1.00 173.59 173.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55,644.23 1-Feb-99 1.00 55,644.23 55,644.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 193.35 1-Feb-99 1.00 193.35 193.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 221.69 1-Feb-99 1.00 221.69 221.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 114.70 1-Feb-99 1.00 114.70 114.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 684.58 1-Feb-99 1.00 684.58 684.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 37.16 1-Feb-99 1.00 37.16 37.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 692.83 1-Feb-99 1.00 692.83 692.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 112,224.06 1-Feb-99 1.00 112,224.06 112,224.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 206,732.85 2-Feb-99 1.00 206,732.85 206,732.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,728,210.02 2-Feb-99 1.00 2,728,210.02 2,728,210.02 0.00
Page 14 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 378,074.57 2-Feb-99 1.00 378,074.57 378,074.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 2-Feb-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 745,380.88 2-Feb-99 1.00 745,380.88 745,380.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 935,637.96 2-Feb-99 1.00 935,637.96 935,637.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 2-Feb-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 2-Feb-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,000.00 2-Feb-99 1.00 5,000.00 5,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 974.35 2-Feb-99 1.00 974.35 974.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 713,014.88 2-Feb-99 1.00 713,014.88 713,014.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 2-Feb-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 619,442.95 3-Feb-99 1.00 619,442.95 619,442.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,794.77 3-Feb-99 1.00 7,794.77 7,794.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,096,286.27 3-Feb-99 1.00 1,096,286.27 1,096,286.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 17,461.42 3-Feb-99 1.00 17,461.42 17,461.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 209,463.59 3-Feb-99 1.00 209,463.59 209,463.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 306,169.50 3-Feb-99 1.00 306,169.50 306,169.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2.86 3-Feb-99 1.00 2.86 2.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 3-Feb-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25.43 3-Feb-99 1.00 25.43 25.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20.74 3-Feb-99 1.00 20.74 20.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19.38 3-Feb-99 1.00 19.38 19.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 80.77 3-Feb-99 1.00 80.77 80.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.52 3-Feb-99 1.00 9.52 9.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8.20 3-Feb-99 1.00 8.20 8.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 3-Feb-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16.69 3-Feb-99 1.00 16.69 16.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.83 3-Feb-99 1.00 9.83 9.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30.61 3-Feb-99 1.00 30.61 30.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4.13 3-Feb-99 1.00 4.13 4.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 32.58 3-Feb-99 1.00 32.58 32.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4.34 3-Feb-99 1.00 4.34 4.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 390,962.54 3-Feb-99 1.00 390,962.54 390,962.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13.51 3-Feb-99 1.00 13.51 13.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 687,539.76 3-Feb-99 1.00 687,539.76 687,539.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3.57 3-Feb-99 1.00 3.57 3.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 206.53 3-Feb-99 1.00 206.53 206.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 932,484.99 4-Feb-99 1.00 932,484.99 932,484.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,698,732.62 4-Feb-99 1.00 2,698,732.62 2,698,732.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,450,229.64 4-Feb-99 1.00 1,450,229.64 1,450,229.64 0.00
Page 15 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,715,003.17 4-Feb-99 1.00 1,715,003.17 1,715,003.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 259,251.98 4-Feb-99 1.00 259,251.98 259,251.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,603.15 4-Feb-99 1.00 8,603.15 8,603.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 542,397.12 4-Feb-99 1.00 542,397.12 542,397.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,131.15 4-Feb-99 1.00 1,131.15 1,131.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 45,856.40 4-Feb-99 1.00 45,856.40 45,856.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,899,409.21 4-Feb-99 1.00 2,899,409.21 2,899,409.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 4-Feb-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.73 4-Feb-99 1.00 0.73 0.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,480.00 4-Feb-99 1.00 6,480.00 6,480.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 4-Feb-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.34 4-Feb-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 41,195.69 4-Feb-99 1.00 41,195.69 41,195.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 161,334.94 4-Feb-99 1.00 161,334.94 161,334.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 116,153.36 4-Feb-99 1.00 116,153.36 116,153.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 134,216.72 5-Feb-99 1.00 134,216.72 134,216.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 366,752.28 5-Feb-99 1.00 366,752.28 366,752.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 101,333.35 5-Feb-99 1.00 101,333.35 101,333.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 5-Feb-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,518.36 5-Feb-99 1.00 14,518.36 14,518.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 286,964.46 5-Feb-99 1.00 286,964.46 286,964.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 189,032.07 8-Feb-99 1.00 189,032.07 189,032.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 142,820.03 8-Feb-99 1.00 142,820.03 142,820.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,345,702.67 8-Feb-99 1.00 1,345,702.67 1,345,702.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,865,303.08 8-Feb-99 1.00 1,865,303.08 1,865,303.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,055,099.81 8-Feb-99 1.00 8,055,099.81 8,055,099.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 8-Feb-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 8-Feb-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,845.10 8-Feb-99 1.00 8,845.10 8,845.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,328.58 8-Feb-99 1.00 5,328.58 5,328.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.43 8-Feb-99 1.00 0.43 0.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.24 8-Feb-99 1.00 0.24 0.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 238,677.47 9-Feb-99 1.00 238,677.47 238,677.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,444,257.07 9-Feb-99 1.00 1,444,257.07 1,444,257.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,858,571.19 9-Feb-99 1.00 12,858,571.19 12,858,571.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 166,816.23 9-Feb-99 1.00 166,816.23 166,816.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 9-Feb-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 450,725.47 9-Feb-99 1.00 450,725.47 450,725.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 9-Feb-99 1.00 0.02 0.02 0.00
Page 16 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 9-Feb-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 9-Feb-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,159.11 9-Feb-99 1.00 1,159.11 1,159.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 393,835.58 9-Feb-99 1.00 393,835.58 393,835.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 102,946.70 9-Feb-99 1.00 102,946.70 102,946.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,412.50 10-Feb-99 1.00 8,412.50 8,412.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 898,417.64 10-Feb-99 1.00 898,417.64 898,417.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 10-Feb-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 277,863.17 10-Feb-99 1.00 277,863.17 277,863.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 115,694.47 10-Feb-99 1.00 115,694.47 115,694.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 10-Feb-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 350,427.81 10-Feb-99 1.00 350,427.81 350,427.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,309.73 11-Feb-99 1.00 7,309.73 7,309.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 120,265.08 11-Feb-99 1.00 120,265.08 120,265.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 527,028.25 11-Feb-99 1.00 527,028.25 527,028.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,612,027.86 11-Feb-99 1.00 3,612,027.86 3,612,027.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 935,207.08 11-Feb-99 1.00 935,207.08 935,207.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 785,083.52 11-Feb-99 1.00 785,083.52 785,083.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 11-Feb-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 336,881.88 11-Feb-99 1.00 336,881.88 336,881.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 11-Feb-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 11-Feb-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 75,078.06 11-Feb-99 1.00 75,078.06 75,078.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 244,824.70 11-Feb-99 1.00 244,824.70 244,824.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 193,795.27 12-Feb-99 1.00 193,795.27 193,795.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 78,013.89 12-Feb-99 1.00 78,013.89 78,013.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,752,434.49 12-Feb-99 1.00 3,752,434.49 3,752,434.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 170,827.35 12-Feb-99 1.00 170,827.35 170,827.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,452,890.74 12-Feb-99 1.00 4,452,890.74 4,452,890.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,417,475.15 12-Feb-99 1.00 2,417,475.15 2,417,475.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 767,013.83 12-Feb-99 1.00 767,013.83 767,013.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 12-Feb-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 799,276.06 12-Feb-99 1.00 799,276.06 799,276.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,698,860.46 12-Feb-99 1.00 1,698,860.46 1,698,860.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.21 12-Feb-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 12-Feb-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,343.00 12-Feb-99 1.00 5,343.00 5,343.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 651,660.10 16-Feb-99 1.00 651,660.10 651,660.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 66,182.73 16-Feb-99 1.00 66,182.73 66,182.73 0.00
Page 17 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 94,389.20 16-Feb-99 1.00 94,389.20 94,389.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 16-Feb-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 116,521.71 16-Feb-99 1.00 116,521.71 116,521.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 622,374.67 16-Feb-99 1.00 622,374.67 622,374.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,387.97 16-Feb-99 1.00 3,387.97 3,387.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,367.75 16-Feb-99 1.00 10,367.75 10,367.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 16-Feb-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 16-Feb-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 136,050.68 16-Feb-99 1.00 136,050.68 136,050.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 16-Feb-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 98,752.08 16-Feb-99 1.00 98,752.08 98,752.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 176,213.43 17-Feb-99 1.00 176,213.43 176,213.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 517.45 17-Feb-99 1.00 517.45 517.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 85,309.47 17-Feb-99 1.00 85,309.47 85,309.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 17-Feb-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,348.59 17-Feb-99 1.00 96,348.59 96,348.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 17-Feb-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 141.36 17-Feb-99 1.00 141.36 141.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.77 17-Feb-99 1.00 0.77 0.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65.53 17-Feb-99 1.00 65.53 65.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 34.09 17-Feb-99 1.00 34.09 34.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 17-Feb-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 17-Feb-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182.56 17-Feb-99 1.00 182.56 182.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 657.85 17-Feb-99 1.00 657.85 657.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19.19 17-Feb-99 1.00 19.19 19.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,887.45 17-Feb-99 1.00 12,887.45 12,887.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,729.01 17-Feb-99 1.00 3,729.01 3,729.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 122,747.68 17-Feb-99 1.00 122,747.68 122,747.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 125.41 17-Feb-99 1.00 125.41 125.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,212,447.30 18-Feb-99 1.00 2,212,447.30 2,212,447.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,847,789.32 18-Feb-99 1.00 2,847,789.32 2,847,789.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 487,764.05 18-Feb-99 1.00 487,764.05 487,764.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30,405.78 18-Feb-99 1.00 30,405.78 30,405.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.75 18-Feb-99 1.00 0.75 0.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 83,139.13 18-Feb-99 1.00 83,139.13 83,139.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,058,861.53 18-Feb-99 1.00 7,058,861.53 7,058,861.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 18-Feb-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 18-Feb-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,469.45 18-Feb-99 1.00 10,469.45 10,469.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 252,741.11 18-Feb-99 1.00 252,741.11 252,741.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,000.00 18-Feb-99 1.00 50,000.00 50,000.00 0.00
Page 18 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,954,937.28 19-Feb-99 1.00 1,954,937.28 1,954,937.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 321,524.82 19-Feb-99 1.00 321,524.82 321,524.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 99,649.30 19-Feb-99 1.00 99,649.30 99,649.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 29,889.14 19-Feb-99 1.00 29,889.14 29,889.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 19-Feb-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 881,952.39 19-Feb-99 1.00 881,952.39 881,952.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 19-Feb-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 19-Feb-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,475.22 19-Feb-99 1.00 1,475.22 1,475.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52,527.91 19-Feb-99 1.00 52,527.91 52,527.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 579,770.63 19-Feb-99 1.00 579,770.63 579,770.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,560.96 22-Feb-99 1.00 7,560.96 7,560.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 128,092.90 22-Feb-99 1.00 128,092.90 128,092.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 273,504.17 22-Feb-99 1.00 273,504.17 273,504.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,716.85 22-Feb-99 1.00 57,716.85 57,716.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 467,820.89 22-Feb-99 1.00 467,820.89 467,820.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 309,994.58 22-Feb-99 1.00 309,994.58 309,994.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 222,963.46 22-Feb-99 1.00 222,963.46 222,963.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 31,917.92 22-Feb-99 1.00 31,917.92 31,917.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 99,185.42 22-Feb-99 1.00 99,185.42 99,185.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 22-Feb-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.23 22-Feb-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 22-Feb-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 22-Feb-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 66,409.27 22-Feb-99 1.00 66,409.27 66,409.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 11,213.63 22-Feb-99 1.00 11,213.63 11,213.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 24,441.93 22-Feb-99 1.00 24,441.93 24,441.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 46,190.51 23-Feb-99 1.00 46,190.51 46,190.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 199,604.92 23-Feb-99 1.00 199,604.92 199,604.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,821.75 23-Feb-99 1.00 9,821.75 9,821.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 596,070.18 23-Feb-99 1.00 596,070.18 596,070.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,098,660.99 23-Feb-99 1.00 1,098,660.99 1,098,660.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 311,155.16 23-Feb-99 1.00 311,155.16 311,155.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 268,213.16 23-Feb-99 1.00 268,213.16 268,213.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,050,452.06 23-Feb-99 1.00 1,050,452.06 1,050,452.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 23-Feb-99 1.00 0.30 0.30 0.00
Page 19 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 146,706.64 23-Feb-99 1.00 146,706.64 146,706.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 112,148.60 23-Feb-99 1.00 112,148.60 112,148.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.25 23-Feb-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 23-Feb-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 23-Feb-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 23-Feb-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.85 23-Feb-99 1.00 0.85 0.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 137,321.61 23-Feb-99 1.00 137,321.61 137,321.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 331,706.17 23-Feb-99 1.00 331,706.17 331,706.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 169,253.57 23-Feb-99 1.00 169,253.57 169,253.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,041.91 24-Feb-99 1.00 96,041.91 96,041.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,364,634.74 24-Feb-99 1.00 1,364,634.74 1,364,634.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,034,046.56 24-Feb-99 1.00 1,034,046.56 1,034,046.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 252,807.72 24-Feb-99 1.00 252,807.72 252,807.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 46,770.60 24-Feb-99 1.00 46,770.60 46,770.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.76 24-Feb-99 1.00 0.76 0.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.13 24-Feb-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.18 24-Feb-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.23 24-Feb-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 253,815.96 24-Feb-99 1.00 253,815.96 253,815.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 106,981.22 24-Feb-99 1.00 106,981.22 106,981.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 63,587.97 25-Feb-99 1.00 63,587.97 63,587.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,257.50 25-Feb-99 1.00 9,257.50 9,257.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 910,633.72 25-Feb-99 1.00 910,633.72 910,633.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 388,367.49 25-Feb-99 1.00 388,367.49 388,367.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 28,597.58 25-Feb-99 1.00 28,597.58 28,597.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.68 25-Feb-99 1.00 0.68 0.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 25-Feb-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,205.46 25-Feb-99 1.00 4,205.46 4,205.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 25-Feb-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,000.00 25-Feb-99 1.00 10,000.00 10,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 48,178.24 25-Feb-99 1.00 48,178.24 48,178.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 286,369.07 25-Feb-99 1.00 286,369.07 286,369.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 103,204.90 26-Feb-99 1.00 103,204.90 103,204.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 91,627.55 26-Feb-99 1.00 91,627.55 91,627.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,638,429.34 26-Feb-99 1.00 2,638,429.34 2,638,429.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 262,026.32 26-Feb-99 1.00 262,026.32 262,026.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 220,083.13 26-Feb-99 1.00 220,083.13 220,083.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 494,589.27 26-Feb-99 1.00 494,589.27 494,589.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.25 26-Feb-99 1.00 0.25 0.25 0.00
Page 20 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 599,015.36 26-Feb-99 1.00 599,015.36 599,015.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 720,820.72 26-Feb-99 1.00 720,820.72 720,820.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.45 26-Feb-99 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 26-Feb-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 26-Feb-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.90 26-Feb-99 1.00 0.90 0.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,000.00 26-Feb-99 1.00 10,000.00 10,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,505,789.10 26-Feb-99 1.00 1,505,789.10 1,505,789.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62,806.50 1-Mar-99 1.00 62,806.50 62,806.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,650.37 1-Mar-99 1.00 96,650.37 96,650.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 747,446.36 1-Mar-99 1.00 747,446.36 747,446.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 32,734.84 1-Mar-99 1.00 32,734.84 32,734.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 71,356.34 1-Mar-99 1.00 71,356.34 71,356.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 283,420.67 1-Mar-99 1.00 283,420.67 283,420.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,000.50 1-Mar-99 1.00 1,000.50 1,000.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 23,376.20 1-Mar-99 1.00 23,376.20 23,376.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 504.43 1-Mar-99 1.00 504.43 504.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 359.51 1-Mar-99 1.00 359.51 359.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 87.18 1-Mar-99 1.00 87.18 87.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,765.54 1-Mar-99 1.00 9,765.54 9,765.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 151.07 1-Mar-99 1.00 151.07 151.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 284.23 1-Mar-99 1.00 284.23 284.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 456.78 1-Mar-99 1.00 456.78 456.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 144.81 1-Mar-99 1.00 144.81 144.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 323.52 1-Mar-99 1.00 323.52 323.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 455.84 1-Mar-99 1.00 455.84 455.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 205.78 1-Mar-99 1.00 205.78 205.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 937.99 1-Mar-99 1.00 937.99 937.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 223.54 1-Mar-99 1.00 223.54 223.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 1-Mar-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 338.57 1-Mar-99 1.00 338.57 338.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 294,868.87 1-Mar-99 1.00 294,868.87 294,868.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 721.26 1-Mar-99 1.00 721.26 721.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 459.31 1-Mar-99 1.00 459.31 459.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62,735.90 2-Mar-99 1.00 62,735.90 62,735.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,418.00 2-Mar-99 1.00 5,418.00 5,418.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 343,561.61 2-Mar-99 1.00 343,561.61 343,561.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 47,159.16 2-Mar-99 1.00 47,159.16 47,159.16 0.00
Page 21 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 151,369.17 2-Mar-99 1.00 151,369.17 151,369.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 587,036.11 2-Mar-99 1.00 587,036.11 587,036.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.56 2-Mar-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 476,724.16 2-Mar-99 1.00 476,724.16 476,724.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 116,489.59 2-Mar-99 1.00 116,489.59 116,489.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 2-Mar-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 2-Mar-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 27,353.91 2-Mar-99 1.00 27,353.91 27,353.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,312.15 3-Mar-99 1.00 8,312.15 8,312.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 438,816.10 3-Mar-99 1.00 438,816.10 438,816.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,094.64 3-Mar-99 1.00 3,094.64 3,094.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 144.41 3-Mar-99 1.00 144.41 144.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2.04 3-Mar-99 1.00 2.04 2.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 718.43 3-Mar-99 1.00 718.43 718.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 38.81 3-Mar-99 1.00 38.81 38.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.15 3-Mar-99 1.00 9.15 9.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 3-Mar-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7.92 3-Mar-99 1.00 7.92 7.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 103.85 3-Mar-99 1.00 103.85 103.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8.62 3-Mar-99 1.00 8.62 8.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 3-Mar-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.80 3-Mar-99 1.00 1.80 1.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 39.70 3-Mar-99 1.00 39.70 39.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18.19 3-Mar-99 1.00 18.19 18.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 32.50 3-Mar-99 1.00 32.50 32.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 3-Mar-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 28.70 3-Mar-99 1.00 28.70 28.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 3-Mar-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 957.48 3-Mar-99 1.00 957.48 957.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 3-Mar-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3.65 3-Mar-99 1.00 3.65 3.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 107.37 3-Mar-99 1.00 107.37 107.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 157,046.09 3-Mar-99 1.00 157,046.09 157,046.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 193.55 3-Mar-99 1.00 193.55 193.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 228,819.14 4-Mar-99 1.00 228,819.14 228,819.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 331,814.27 4-Mar-99 1.00 331,814.27 331,814.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 209,809.18 4-Mar-99 1.00 209,809.18 209,809.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 815,991.02 4-Mar-99 1.00 815,991.02 815,991.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 706,703.88 4-Mar-99 1.00 706,703.88 706,703.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,135,129.35 4-Mar-99 1.00 2,135,129.35 2,135,129.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 4-Mar-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 4-Mar-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 4-Mar-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 45,000.00 4-Mar-99 1.00 45,000.00 45,000.00 0.00
Page 22 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 144,458.75 4-Mar-99 1.00 144,458.75 144,458.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,579.39 5-Mar-99 1.00 4,579.39 4,579.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,957,586.81 5-Mar-99 1.00 2,957,586.81 2,957,586.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,051,974.20 5-Mar-99 1.00 2,051,974.20 2,051,974.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 785,953.90 5-Mar-99 1.00 785,953.90 785,953.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 435,090.39 5-Mar-99 1.00 435,090.39 435,090.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 589,412.87 5-Mar-99 1.00 589,412.87 589,412.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 38,936.85 5-Mar-99 1.00 38,936.85 38,936.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 5-Mar-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 5-Mar-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.23 5-Mar-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 508,449.60 5-Mar-99 1.00 508,449.60 508,449.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 335,096.40 8-Mar-99 1.00 335,096.40 335,096.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 471,434.85 8-Mar-99 1.00 471,434.85 471,434.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 173,388.38 8-Mar-99 1.00 173,388.38 173,388.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,136.69 8-Mar-99 1.00 14,136.69 14,136.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 8-Mar-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 520,194.73 8-Mar-99 1.00 520,194.73 520,194.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 27,278.11 9-Mar-99 1.00 27,278.11 27,278.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,663,707.38 9-Mar-99 1.00 4,663,707.38 4,663,707.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 418,859.48 9-Mar-99 1.00 418,859.48 418,859.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,664.12 9-Mar-99 1.00 15,664.12 15,664.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 236,854.64 9-Mar-99 1.00 236,854.64 236,854.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.35 9-Mar-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.18 9-Mar-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,759.28 9-Mar-99 1.00 14,759.28 14,759.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 9-Mar-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 841,581.69 9-Mar-99 1.00 841,581.69 841,581.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 139,458.03 9-Mar-99 1.00 139,458.03 139,458.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 40,000.00 9-Mar-99 1.00 40,000.00 40,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 46,045.73 10-Mar-99 1.00 46,045.73 46,045.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 36,166.00 10-Mar-99 1.00 36,166.00 36,166.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 973,027.10 10-Mar-99 1.00 973,027.10 973,027.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,306,952.87 10-Mar-99 1.00 1,306,952.87 1,306,952.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 663,940.82 10-Mar-99 1.00 663,940.82 663,940.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,373,267.15 10-Mar-99 1.00 1,373,267.15 1,373,267.15 0.00
Page 23 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 515,772.77 10-Mar-99 1.00 515,772.77 515,772.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 70,945.13 10-Mar-99 1.00 70,945.13 70,945.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 10-Mar-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 59,597.11 10-Mar-99 1.00 59,597.11 59,597.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.21 10-Mar-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 579,548.79 10-Mar-99 1.00 579,548.79 579,548.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 208,455.97 10-Mar-99 1.00 208,455.97 208,455.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,892.28 11-Mar-99 1.00 19,892.28 19,892.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 54,812.58 11-Mar-99 1.00 54,812.58 54,812.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,319,236.60 11-Mar-99 1.00 2,319,236.60 2,319,236.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,716,823.57 11-Mar-99 1.00 3,716,823.57 3,716,823.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 11-Mar-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 11-Mar-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18,364.61 11-Mar-99 1.00 18,364.61 18,364.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 169,862.00 12-Mar-99 1.00 169,862.00 169,862.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 130,370.65 12-Mar-99 1.00 130,370.65 130,370.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,266.58 12-Mar-99 1.00 12,266.58 12,266.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 703,967.32 12-Mar-99 1.00 703,967.32 703,967.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 171,465.79 12-Mar-99 1.00 171,465.79 171,465.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 214,086.41 12-Mar-99 1.00 214,086.41 214,086.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 280,402.35 12-Mar-99 1.00 280,402.35 280,402.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 12-Mar-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 12-Mar-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,788,474.27 15-Mar-99 1.00 10,788,474.27 10,788,474.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,230,691.55 15-Mar-99 1.00 1,230,691.55 1,230,691.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 38,394.52 15-Mar-99 1.00 38,394.52 38,394.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 613,247.73 15-Mar-99 1.00 613,247.73 613,247.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 410,311.43 15-Mar-99 1.00 410,311.43 410,311.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 430,758.52 15-Mar-99 1.00 430,758.52 430,758.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 72,968.58 15-Mar-99 1.00 72,968.58 72,968.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 488,540.30 15-Mar-99 1.00 488,540.30 488,540.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 15-Mar-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 15-Mar-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.85 15-Mar-99 1.00 0.85 0.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 15-Mar-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 78,833.62 15-Mar-99 1.00 78,833.62 78,833.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.38 15-Mar-99 1.00 0.38 0.38 0.00
Page 24 of 168
SCHEDULE OF REPORTABLE 5% TRANSACTIONS - ITEM 27D
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,071.97 15-Mar-99 1.00 2,071.97 2,071.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 108,606.37 16-Mar-99 1.00 108,606.37 108,606.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,575,948.80 16-Mar-99 1.00 1,575,948.80 1,575,948.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,182,015.12 16-Mar-99 1.00 1,182,015.12 1,182,015.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55,870.74 16-Mar-99 1.00 55,870.74 55,870.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 16-Mar-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 16-Mar-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,175.17 16-Mar-99 1.00 2,175.17 2,175.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100.74 16-Mar-99 1.00 100.74 100.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,560.26 16-Mar-99 1.00 8,560.26 8,560.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.92 16-Mar-99 1.00 0.92 0.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 68,529.09 16-Mar-99 1.00 68,529.09 68,529.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 127,946.89 16-Mar-99 1.00 127,946.89 127,946.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 131,045.37 17-Mar-99 1.00 131,045.37 131,045.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 144,009.18 17-Mar-99 1.00 144,009.18 144,009.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 854,361.51 17-Mar-99 1.00 854,361.51 854,361.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,935,173.37 17-Mar-99 1.00 1,935,173.37 1,935,173.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 181,502.38 17-Mar-99 1.00 181,502.38 181,502.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 237,589.75 17-Mar-99 1.00 237,589.75 237,589.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,953,761.51 17-Mar-99 1.00 1,953,761.51 1,953,761.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26.21 17-Mar-99 1.00 26.21 26.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 141.36 17-Mar-99 1.00 141.36 141.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65.53 17-Mar-99 1.00 65.53 65.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 34.09 17-Mar-99 1.00 34.09 34.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.43 17-Mar-99 1.00 52.43 52.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57.56 17-Mar-99 1.00 57.56 57.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182.56 17-Mar-99 1.00 182.56 182.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.21 17-Mar-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 77,295.49 17-Mar-99 1.00 77,295.49 77,295.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 69.20 17-Mar-99 1.00 69.20 69.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 70.13 17-Mar-99 1.00 70.13 70.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 339,868.18 17-Mar-99 1.00 339,868.18 339,868.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 17-Mar-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,600.00 18-Mar-99 1.00 1,600.00 1,600.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,241,819.34 18-Mar-99 1.00 2,241,819.34 2,241,819.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 35,730.37 18-Mar-99 1.00 35,730.37 35,730.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 583,808.92 18-Mar-99 1.00 583,808.92 583,808.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 134,513.68 18-Mar-99 1.00 134,513.68 134,513.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,000,000.00 18-Mar-99 1.00 2,000,000.00 2,000,000.00 0.00
Page 25 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 18-Mar-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 18-Mar-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 18-Mar-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 18-Mar-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,000.00 18-Mar-99 1.00 50,000.00 50,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 197,207.08 18-Mar-99 1.00 197,207.08 197,207.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.68 18-Mar-99 1.00 0.68 0.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,297,986.14 19-Mar-99 1.00 1,297,986.14 1,297,986.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,987,425.00 19-Mar-99 1.00 1,987,425.00 1,987,425.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,056,806.35 19-Mar-99 1.00 1,056,806.35 1,056,806.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 38,334.86 19-Mar-99 1.00 38,334.86 38,334.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 840,559.89 19-Mar-99 1.00 840,559.89 840,559.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,008,061.02 19-Mar-99 1.00 2,008,061.02 2,008,061.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,640,453.77 19-Mar-99 1.00 6,640,453.77 6,640,453.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 19-Mar-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 19-Mar-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 63,360.03 19-Mar-99 1.00 63,360.03 63,360.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 114,362.95 22-Mar-99 1.00 114,362.95 114,362.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 351,677.06 22-Mar-99 1.00 351,677.06 351,677.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,397,775.40 22-Mar-99 1.00 2,397,775.40 2,397,775.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 302,193.67 22-Mar-99 1.00 302,193.67 302,193.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.21 22-Mar-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 22-Mar-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 22-Mar-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.24 22-Mar-99 1.00 0.24 0.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 287,398.46 22-Mar-99 1.00 287,398.46 287,398.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 37,231.48 22-Mar-99 1.00 37,231.48 37,231.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,618.68 22-Mar-99 1.00 13,618.68 13,618.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 159,787.53 23-Mar-99 1.00 159,787.53 159,787.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 648,862.68 23-Mar-99 1.00 648,862.68 648,862.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 404,980.88 23-Mar-99 1.00 404,980.88 404,980.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 195,595.89 23-Mar-99 1.00 195,595.89 195,595.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 448,445.48 23-Mar-99 1.00 448,445.48 448,445.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.75 23-Mar-99 1.00 0.75 0.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 23-Mar-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 23-Mar-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 224,304.59 23-Mar-99 1.00 224,304.59 224,304.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 23-Mar-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 520,460.50 24-Mar-99 1.00 520,460.50 520,460.50 0.00
Page 26 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,699,677.98 24-Mar-99 1.00 1,699,677.98 1,699,677.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 24-Mar-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 24-Mar-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 24-Mar-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 78,255.82 24-Mar-99 1.00 78,255.82 78,255.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,942.00 25-Mar-99 1.00 3,942.00 3,942.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,483,377.46 25-Mar-99 1.00 2,483,377.46 2,483,377.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 97,384.65 25-Mar-99 1.00 97,384.65 97,384.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 218,794.09 25-Mar-99 1.00 218,794.09 218,794.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,963,643.12 25-Mar-99 1.00 7,963,643.12 7,963,643.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,545,891.74 25-Mar-99 1.00 5,545,891.74 5,545,891.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 25-Mar-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 25-Mar-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.43 25-Mar-99 1.00 0.43 0.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 264,103.50 25-Mar-99 1.00 264,103.50 264,103.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 448,133.57 26-Mar-99 1.00 448,133.57 448,133.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 241,232.42 26-Mar-99 1.00 241,232.42 241,232.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,041.95 26-Mar-99 1.00 8,041.95 8,041.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,643,769.17 26-Mar-99 1.00 7,643,769.17 7,643,769.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,085,256.90 26-Mar-99 1.00 10,085,256.90 10,085,256.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52,869.57 26-Mar-99 1.00 52,869.57 52,869.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 158,294.25 26-Mar-99 1.00 158,294.25 158,294.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,900,928.55 26-Mar-99 1.00 1,900,928.55 1,900,928.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 26-Mar-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.43 26-Mar-99 1.00 0.43 0.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 81,180.22 26-Mar-99 1.00 81,180.22 81,180.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 49,966.49 26-Mar-99 1.00 49,966.49 49,966.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,066,282.09 29-Mar-99 1.00 1,066,282.09 1,066,282.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.13 29-Mar-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,657.93 29-Mar-99 1.00 9,657.93 9,657.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 29-Mar-99 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.39 29-Mar-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 24,329.33 29-Mar-99 1.00 24,329.33 24,329.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 289,104.31 29-Mar-99 1.00 289,104.31 289,104.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,072,600.45 30-Mar-99 1.00 1,072,600.45 1,072,600.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 747,621.51 30-Mar-99 1.00 747,621.51 747,621.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,192,086.99 30-Mar-99 1.00 1,192,086.99 1,192,086.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,953.52 30-Mar-99 1.00 8,953.52 8,953.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.83 30-Mar-99 1.00 0.83 0.83 0.00
Page 27 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 30-Mar-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 515,686.53 30-Mar-99 1.00 515,686.53 515,686.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,195.46 30-Mar-99 1.00 50,195.46 50,195.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,883,049.33 31-Mar-99 1.00 1,883,049.33 1,883,049.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 129,919.12 31-Mar-99 1.00 129,919.12 129,919.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 42,199.21 31-Mar-99 1.00 42,199.21 42,199.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 185,096.89 31-Mar-99 1.00 185,096.89 185,096.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 153,088.40 31-Mar-99 1.00 153,088.40 153,088.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,521.88 31-Mar-99 1.00 5,521.88 5,521.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.86 31-Mar-99 1.00 0.86 0.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.93 31-Mar-99 1.00 0.93 0.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 31-Mar-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.91 31-Mar-99 1.00 0.91 0.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182,456.36 1-Apr-99 1.00 182,456.36 182,456.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 45,368.00 1-Apr-99 1.00 45,368.00 45,368.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 61,219.62 1-Apr-99 1.00 61,219.62 61,219.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,745,161.17 1-Apr-99 1.00 2,745,161.17 2,745,161.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 63,883.71 1-Apr-99 1.00 63,883.71 63,883.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,254.62 1-Apr-99 1.00 1,254.62 1,254.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 440.69 1-Apr-99 1.00 440.69 440.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 382.61 1-Apr-99 1.00 382.61 382.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 471.34 1-Apr-99 1.00 471.34 471.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 771.79 1-Apr-99 1.00 771.79 771.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 1-Apr-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 540.93 1-Apr-99 1.00 540.93 540.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 748.98 1-Apr-99 1.00 748.98 748.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.23 1-Apr-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 658.34 1-Apr-99 1.00 658.34 658.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 258.62 1-Apr-99 1.00 258.62 258.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 1-Apr-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,229.52 1-Apr-99 1.00 1,229.52 1,229.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 427.62 1-Apr-99 1.00 427.62 427.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 53,625.75 1-Apr-99 1.00 53,625.75 53,625.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 355.96 1-Apr-99 1.00 355.96 355.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 61,948.48 1-Apr-99 1.00 61,948.48 61,948.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 548.88 1-Apr-99 1.00 548.88 548.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,449.63 5-Apr-99 1.00 5,449.63 5,449.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 45,991.62 5-Apr-99 1.00 45,991.62 45,991.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 54,222.64 5-Apr-99 1.00 54,222.64 54,222.64 0.00
Page 28 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 78.53 5-Apr-99 1.00 78.53 78.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 304,594.10 5-Apr-99 1.00 304,594.10 304,594.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 171,120.61 5-Apr-99 1.00 171,120.61 171,120.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.84 5-Apr-99 1.00 0.84 0.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,988.52 5-Apr-99 1.00 3,988.52 3,988.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.50 5-Apr-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 5-Apr-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 5-Apr-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.49 5-Apr-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,845.63 5-Apr-99 1.00 9,845.63 9,845.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 633,018.73 5-Apr-99 1.00 633,018.73 633,018.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.95 5-Apr-99 1.00 1.95 1.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,961.07 6-Apr-99 1.00 16,961.07 16,961.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,107.78 6-Apr-99 1.00 5,107.78 5,107.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,332,014.92 6-Apr-99 1.00 2,332,014.92 2,332,014.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,193,257.13 6-Apr-99 1.00 1,193,257.13 1,193,257.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 592,615.73 6-Apr-99 1.00 592,615.73 592,615.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 404,131.22 6-Apr-99 1.00 404,131.22 404,131.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,204,747.37 6-Apr-99 1.00 3,204,747.37 3,204,747.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 6-Apr-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.25 6-Apr-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30,289.22 6-Apr-99 1.00 30,289.22 30,289.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 6-Apr-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,648.00 6-Apr-99 1.00 1,648.00 1,648.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 447,370.52 6-Apr-99 1.00 447,370.52 447,370.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 229,194.08 7-Apr-99 1.00 229,194.08 229,194.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 166,269.15 7-Apr-99 1.00 166,269.15 166,269.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 54,708.04 7-Apr-99 1.00 54,708.04 54,708.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,513,981.32 7-Apr-99 1.00 1,513,981.32 1,513,981.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 7-Apr-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 7-Apr-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 7-Apr-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.93 7-Apr-99 1.00 0.93 0.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 394,322.84 7-Apr-99 1.00 394,322.84 394,322.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 127,459.57 7-Apr-99 1.00 127,459.57 127,459.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 270,406.23 8-Apr-99 1.00 270,406.23 270,406.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 35,214.26 8-Apr-99 1.00 35,214.26 35,214.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,108,051.70 8-Apr-99 1.00 2,108,051.70 2,108,051.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 279,584.23 8-Apr-99 1.00 279,584.23 279,584.23 0.00
Page 29 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 74,832.35 8-Apr-99 1.00 74,832.35 74,832.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 368,710.42 9-Apr-99 1.00 368,710.42 368,710.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 216,330.41 9-Apr-99 1.00 216,330.41 216,330.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 191,345.28 9-Apr-99 1.00 191,345.28 191,345.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 850,881.36 9-Apr-99 1.00 850,881.36 850,881.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 632,927.64 9-Apr-99 1.00 632,927.64 632,927.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 9-Apr-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 427,511.05 9-Apr-99 1.00 427,511.05 427,511.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 41,900.51 12-Apr-99 1.00 41,900.51 41,900.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62,376.83 12-Apr-99 1.00 62,376.83 62,376.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 309,113.49 12-Apr-99 1.00 309,113.49 309,113.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 12-Apr-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.54 12-Apr-99 1.00 9.54 9.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 12-Apr-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 141,416.71 13-Apr-99 1.00 141,416.71 141,416.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,808.35 13-Apr-99 1.00 13,808.35 13,808.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 197,528.21 13-Apr-99 1.00 197,528.21 197,528.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 687,263.20 13-Apr-99 1.00 687,263.20 687,263.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.92 13-Apr-99 1.00 0.92 0.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 367,007.76 13-Apr-99 1.00 367,007.76 367,007.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 84,926.60 13-Apr-99 1.00 84,926.60 84,926.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,650,248.84 14-Apr-99 1.00 1,650,248.84 1,650,248.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 204,406.40 14-Apr-99 1.00 204,406.40 204,406.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 684,676.82 14-Apr-99 1.00 684,676.82 684,676.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 63,287.35 14-Apr-99 1.00 63,287.35 63,287.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 865,465.25 14-Apr-99 1.00 865,465.25 865,465.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,060.92 14-Apr-99 1.00 1,060.92 1,060.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,693,983.35 14-Apr-99 1.00 1,693,983.35 1,693,983.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,786.29 14-Apr-99 1.00 50,786.29 50,786.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,500.00 14-Apr-99 1.00 4,500.00 4,500.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 136,759.90 14-Apr-99 1.00 136,759.90 136,759.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 168,692.19 14-Apr-99 1.00 168,692.19 168,692.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 178,209.50 15-Apr-99 1.00 178,209.50 178,209.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,800.00 15-Apr-99 1.00 19,800.00 19,800.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,266,064.25 15-Apr-99 1.00 1,266,064.25 1,266,064.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 97,351.47 15-Apr-99 1.00 97,351.47 97,351.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 389,904.23 15-Apr-99 1.00 389,904.23 389,904.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 288,988.39 15-Apr-99 1.00 288,988.39 288,988.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 88,984.30 15-Apr-99 1.00 88,984.30 88,984.30 0.00
Page 30 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 31,470.06 15-Apr-99 1.00 31,470.06 31,470.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 574,425.00 15-Apr-99 1.00 574,425.00 574,425.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.90 15-Apr-99 1.00 0.90 0.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 895,077.84 15-Apr-99 1.00 895,077.84 895,077.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 920,767.84 15-Apr-99 1.00 920,767.84 920,767.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 76,224.84 16-Apr-99 1.00 76,224.84 76,224.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 340,741.63 16-Apr-99 1.00 340,741.63 340,741.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 292,337.95 16-Apr-99 1.00 292,337.95 292,337.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 627,594.92 16-Apr-99 1.00 627,594.92 627,594.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,129,441.71 16-Apr-99 1.00 1,129,441.71 1,129,441.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 252,967.38 16-Apr-99 1.00 252,967.38 252,967.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 821,778.86 16-Apr-99 1.00 821,778.86 821,778.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,888,913.98 16-Apr-99 1.00 4,888,913.98 4,888,913.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26.21 16-Apr-99 1.00 26.21 26.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 16-Apr-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65.53 16-Apr-99 1.00 65.53 65.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 34.09 16-Apr-99 1.00 34.09 34.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.44 16-Apr-99 1.00 52.44 52.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.43 16-Apr-99 1.00 52.43 52.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57.56 16-Apr-99 1.00 57.56 57.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182.56 16-Apr-99 1.00 182.56 182.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 164,864.98 16-Apr-99 1.00 164,864.98 164,864.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 69.20 16-Apr-99 1.00 69.20 69.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 70.13 16-Apr-99 1.00 70.13 70.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.77 16-Apr-99 1.00 0.77 0.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 440,294.04 19-Apr-99 1.00 440,294.04 440,294.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,410,726.04 19-Apr-99 1.00 1,410,726.04 1,410,726.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,117,439.66 19-Apr-99 1.00 1,117,439.66 1,117,439.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 19-Apr-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.86 19-Apr-99 1.00 0.86 0.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.79 19-Apr-99 1.00 0.79 0.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 113,426.55 19-Apr-99 1.00 113,426.55 113,426.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26,137.21 19-Apr-99 1.00 26,137.21 26,137.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 392,916.33 20-Apr-99 1.00 392,916.33 392,916.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 183,026.72 20-Apr-99 1.00 183,026.72 183,026.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 190,936.82 20-Apr-99 1.00 190,936.82 190,936.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 427,526.65 20-Apr-99 1.00 427,526.65 427,526.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 611,172.76 20-Apr-99 1.00 611,172.76 611,172.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 20-Apr-99 1.00 0.12 0.12 0.00
Page 31 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 179,589.53 20-Apr-99 1.00 179,589.53 179,589.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 334,818.36 20-Apr-99 1.00 334,818.36 334,818.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 73,376.98 20-Apr-99 1.00 73,376.98 73,376.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.50 20-Apr-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,626,183.94 21-Apr-99 1.00 1,626,183.94 1,626,183.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 93,552.06 21-Apr-99 1.00 93,552.06 93,552.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,529.66 21-Apr-99 1.00 3,529.66 3,529.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,768.48 21-Apr-99 1.00 96,768.48 96,768.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 346,234.61 21-Apr-99 1.00 346,234.61 346,234.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 426,005.89 21-Apr-99 1.00 426,005.89 426,005.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 481,596.54 21-Apr-99 1.00 481,596.54 481,596.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 491,331.67 21-Apr-99 1.00 491,331.67 491,331.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 742,408.89 21-Apr-99 1.00 742,408.89 742,408.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 21-Apr-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 489,009.36 21-Apr-99 1.00 489,009.36 489,009.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 271,793.37 22-Apr-99 1.00 271,793.37 271,793.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 98,651.20 22-Apr-99 1.00 98,651.20 98,651.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 868,001.29 22-Apr-99 1.00 868,001.29 868,001.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,715,068.34 22-Apr-99 1.00 3,715,068.34 3,715,068.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 184,370.97 22-Apr-99 1.00 184,370.97 184,370.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 900,173.27 22-Apr-99 1.00 900,173.27 900,173.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 511,401.61 22-Apr-99 1.00 511,401.61 511,401.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,806,444.40 22-Apr-99 1.00 2,806,444.40 2,806,444.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26,127.87 22-Apr-99 1.00 26,127.87 26,127.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 403.73 22-Apr-99 1.00 403.73 403.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 22-Apr-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 22-Apr-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 516,771.08 23-Apr-99 1.00 516,771.08 516,771.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 88,051.17 23-Apr-99 1.00 88,051.17 88,051.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 79,820.48 23-Apr-99 1.00 79,820.48 79,820.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,139,537.39 23-Apr-99 1.00 2,139,537.39 2,139,537.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 694,111.47 23-Apr-99 1.00 694,111.47 694,111.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 508,295.58 23-Apr-99 1.00 508,295.58 508,295.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,746,301.00 23-Apr-99 1.00 12,746,301.00 12,746,301.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,147,178.79 23-Apr-99 1.00 2,147,178.79 2,147,178.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 23-Apr-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,000.00 23-Apr-99 1.00 20,000.00 20,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 794,317.84 23-Apr-99 1.00 794,317.84 794,317.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 249,850.42 23-Apr-99 1.00 249,850.42 249,850.42 0.00
Page 32 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,414,948.47 26-Apr-99 1.00 1,414,948.47 1,414,948.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 998,123.58 26-Apr-99 1.00 998,123.58 998,123.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 238,445.53 26-Apr-99 1.00 238,445.53 238,445.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 176,846.87 26-Apr-99 1.00 176,846.87 176,846.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 551,446.99 26-Apr-99 1.00 551,446.99 551,446.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,744,968.93 26-Apr-99 1.00 1,744,968.93 1,744,968.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 26-Apr-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 26-Apr-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 26-Apr-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 258,433.47 26-Apr-99 1.00 258,433.47 258,433.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 26-Apr-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 225,982.14 27-Apr-99 1.00 225,982.14 225,982.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 336,165.18 27-Apr-99 1.00 336,165.18 336,165.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,815,160.51 27-Apr-99 1.00 2,815,160.51 2,815,160.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 639,344.34 27-Apr-99 1.00 639,344.34 639,344.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 800,705.61 27-Apr-99 1.00 800,705.61 800,705.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 27-Apr-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,097.55 27-Apr-99 1.00 4,097.55 4,097.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 27-Apr-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 358,144.11 28-Apr-99 1.00 358,144.11 358,144.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 550,384.45 28-Apr-99 1.00 550,384.45 550,384.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 233,781.12 28-Apr-99 1.00 233,781.12 233,781.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 265,926.70 28-Apr-99 1.00 265,926.70 265,926.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 782,646.88 28-Apr-99 1.00 782,646.88 782,646.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18,717.52 28-Apr-99 1.00 18,717.52 18,717.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,108,348.68 28-Apr-99 1.00 1,108,348.68 1,108,348.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,386,242.09 28-Apr-99 1.00 2,386,242.09 2,386,242.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 172,843.76 28-Apr-99 1.00 172,843.76 172,843.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.44 28-Apr-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 40,068.52 28-Apr-99 1.00 40,068.52 40,068.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.45 28-Apr-99 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 137,982.69 29-Apr-99 1.00 137,982.69 137,982.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 399,772.92 29-Apr-99 1.00 399,772.92 399,772.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,512,452.95 29-Apr-99 1.00 1,512,452.95 1,512,452.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 418,555.86 29-Apr-99 1.00 418,555.86 418,555.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 272,504.48 29-Apr-99 1.00 272,504.48 272,504.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 203,320.13 29-Apr-99 1.00 203,320.13 203,320.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,357,544.47 29-Apr-99 1.00 9,357,544.47 9,357,544.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 378.69 29-Apr-99 1.00 378.69 378.69 0.00
Page 33 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 29-Apr-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 29-Apr-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.93 29-Apr-99 1.00 0.93 0.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,089,253.11 30-Apr-99 1.00 1,089,253.11 1,089,253.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 902,406.39 30-Apr-99 1.00 902,406.39 902,406.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 421,016.09 30-Apr-99 1.00 421,016.09 421,016.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 365,074.85 30-Apr-99 1.00 365,074.85 365,074.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 46,513.09 30-Apr-99 1.00 46,513.09 46,513.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 852,524.54 30-Apr-99 1.00 852,524.54 852,524.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,419.30 30-Apr-99 1.00 3,419.30 3,419.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,912.41 30-Apr-99 1.00 20,912.41 20,912.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,191.34 30-Apr-99 1.00 4,191.34 4,191.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 30-Apr-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 457,920.45 3-May-99 1.00 457,920.45 457,920.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 118,546.30 3-May-99 1.00 118,546.30 118,546.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 11,787.54 3-May-99 1.00 11,787.54 11,787.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,971,550.04 3-May-99 1.00 1,971,550.04 1,971,550.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 116,368.75 3-May-99 1.00 116,368.75 116,368.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 348,057.17 3-May-99 1.00 348,057.17 348,057.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 326,253.23 3-May-99 1.00 326,253.23 326,253.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 135,542.49 3-May-99 1.00 135,542.49 135,542.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 126,890.71 3-May-99 1.00 126,890.71 126,890.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,000,327.65 3-May-99 1.00 1,000,327.65 1,000,327.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 84.53 3-May-99 1.00 84.53 84.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 398.72 3-May-99 1.00 398.72 398.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 130.06 3-May-99 1.00 130.06 130.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 193.26 3-May-99 1.00 193.26 193.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 296.06 3-May-99 1.00 296.06 296.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 188.84 3-May-99 1.00 188.84 188.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 453.86 3-May-99 1.00 453.86 453.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 179.79 3-May-99 1.00 179.79 179.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 356.11 3-May-99 1.00 356.11 356.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 476.43 3-May-99 1.00 476.43 476.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 208.56 3-May-99 1.00 208.56 208.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 356.14 3-May-99 1.00 356.14 356.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 3-May-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30,357.24 3-May-99 1.00 30,357.24 30,357.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 364.11 3-May-99 1.00 364.11 364.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,259.07 3-May-99 1.00 5,259.07 5,259.07 0.00
Page 34 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 131,038.07 4-May-99 1.00 131,038.07 131,038.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,046.00 4-May-99 1.00 8,046.00 8,046.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 253,483.05 4-May-99 1.00 253,483.05 253,483.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 572,984.41 4-May-99 1.00 572,984.41 572,984.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,387,090.53 4-May-99 1.00 1,387,090.53 1,387,090.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 776,699.18 4-May-99 1.00 776,699.18 776,699.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,682,485.61 4-May-99 1.00 1,682,485.61 1,682,485.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 4-May-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 4-May-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.92 4-May-99 1.00 0.92 0.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 33,698.21 4-May-99 1.00 33,698.21 33,698.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 580,938.81 4-May-99 1.00 580,938.81 580,938.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.52 4-May-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 317,838.61 5-May-99 1.00 317,838.61 317,838.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 163,912.50 5-May-99 1.00 163,912.50 163,912.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 94,883.32 5-May-99 1.00 94,883.32 94,883.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 245,963.75 5-May-99 1.00 245,963.75 245,963.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 230,405.65 5-May-99 1.00 230,405.65 230,405.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,777.65 5-May-99 1.00 9,777.65 9,777.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 631,589.24 5-May-99 1.00 631,589.24 631,589.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.77 5-May-99 1.00 0.77 0.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,178.86 5-May-99 1.00 8,178.86 8,178.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 77.66 5-May-99 1.00 77.66 77.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 31.32 5-May-99 1.00 31.32 31.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 110.53 5-May-99 1.00 110.53 110.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 70,074.58 5-May-99 1.00 70,074.58 70,074.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 73.43 5-May-99 1.00 73.43 73.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 259.52 5-May-99 1.00 259.52 259.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10.41 5-May-99 1.00 10.41 10.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.29 5-May-99 1.00 9.29 9.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,225.87 5-May-99 1.00 44,225.87 44,225.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21.13 5-May-99 1.00 21.13 21.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16.40 5-May-99 1.00 16.40 16.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 5-May-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 11.54 5-May-99 1.00 11.54 11.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.63 5-May-99 1.00 1.63 1.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 54,697.42 5-May-99 1.00 54,697.42 54,697.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 113,533.51 6-May-99 1.00 113,533.51 113,533.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 278,922.32 6-May-99 1.00 278,922.32 278,922.32 0.00
Page 35 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,285,597.85 6-May-99 1.00 1,285,597.85 1,285,597.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 138,725.30 6-May-99 1.00 138,725.30 138,725.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,039,336.64 6-May-99 1.00 1,039,336.64 1,039,336.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 357,203.59 6-May-99 1.00 357,203.59 357,203.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 798,770.74 6-May-99 1.00 798,770.74 798,770.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.50 6-May-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,859.25 6-May-99 1.00 4,859.25 4,859.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.18 6-May-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 112,392.91 6-May-99 1.00 112,392.91 112,392.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.73 6-May-99 1.00 0.73 0.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 233,322.73 6-May-99 1.00 233,322.73 233,322.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.54 6-May-99 1.00 0.54 0.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 460,847.58 7-May-99 1.00 460,847.58 460,847.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,208.96 7-May-99 1.00 7,208.96 7,208.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 377,474.82 7-May-99 1.00 377,474.82 377,474.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,152,885.51 7-May-99 1.00 2,152,885.51 2,152,885.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,380,725.78 7-May-99 1.00 1,380,725.78 1,380,725.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 603,005.86 7-May-99 1.00 603,005.86 603,005.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,137.50 7-May-99 1.00 8,137.50 8,137.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 7-May-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,034,358.67 10-May-99 1.00 1,034,358.67 1,034,358.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,511.12 10-May-99 1.00 7,511.12 7,511.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,889,436.63 10-May-99 1.00 7,889,436.63 7,889,436.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 964,087.81 10-May-99 1.00 964,087.81 964,087.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 962,133.02 10-May-99 1.00 962,133.02 962,133.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25,489.28 10-May-99 1.00 25,489.28 25,489.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,281,620.92 10-May-99 1.00 1,281,620.92 1,281,620.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 646,274.57 10-May-99 1.00 646,274.57 646,274.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,391,326.92 10-May-99 1.00 1,391,326.92 1,391,326.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,785.56 10-May-99 1.00 1,785.56 1,785.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 48,188.04 10-May-99 1.00 48,188.04 48,188.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.81 10-May-99 1.00 0.81 0.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.32 10-May-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,173,024.57 10-May-99 1.00 2,173,024.57 2,173,024.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,670.61 10-May-99 1.00 7,670.61 7,670.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 243,869.29 11-May-99 1.00 243,869.29 243,869.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 128,945.62 11-May-99 1.00 128,945.62 128,945.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,807,895.73 11-May-99 1.00 14,807,895.73 14,807,895.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,708.84 11-May-99 1.00 14,708.84 14,708.84 0.00
Page 36 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 723,246.97 11-May-99 1.00 723,246.97 723,246.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 11-May-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 790,113.28 12-May-99 1.00 790,113.28 790,113.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 755,458.17 12-May-99 1.00 755,458.17 755,458.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,441,665.20 12-May-99 1.00 1,441,665.20 1,441,665.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,166.55 12-May-99 1.00 9,166.55 9,166.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 749,166.36 12-May-99 1.00 749,166.36 749,166.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,743.75 12-May-99 1.00 16,743.75 16,743.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 54,023.10 12-May-99 1.00 54,023.10 54,023.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 12-May-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.74 12-May-99 1.00 0.74 0.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 190,731.15 12-May-99 1.00 190,731.15 190,731.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,927.54 12-May-99 1.00 10,927.54 10,927.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 231,145.08 13-May-99 1.00 231,145.08 231,145.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 696,325.79 13-May-99 1.00 696,325.79 696,325.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,844,025.97 13-May-99 1.00 2,844,025.97 2,844,025.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 13-May-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 81,744.32 13-May-99 1.00 81,744.32 81,744.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 13-May-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 166,302.63 13-May-99 1.00 166,302.63 166,302.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 13-May-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,391,981.62 14-May-99 1.00 1,391,981.62 1,391,981.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 284,024.28 14-May-99 1.00 284,024.28 284,024.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 697,512.46 14-May-99 1.00 697,512.46 697,512.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 106,808.82 14-May-99 1.00 106,808.82 106,808.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 970,618.38 14-May-99 1.00 970,618.38 970,618.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 736,744.43 14-May-99 1.00 736,744.43 736,744.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 51,364.69 14-May-99 1.00 51,364.69 51,364.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 250,450.83 14-May-99 1.00 250,450.83 250,450.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 781,334.15 14-May-99 1.00 781,334.15 781,334.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 173,078.48 14-May-99 1.00 173,078.48 173,078.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.37 14-May-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26,590.09 14-May-99 1.00 26,590.09 26,590.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.13 14-May-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 14-May-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 318,786.61 14-May-99 1.00 318,786.61 318,786.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 770,069.03 14-May-99 1.00 770,069.03 770,069.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 969,664.30 17-May-99 1.00 969,664.30 969,664.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 510.67 17-May-99 1.00 510.67 510.67 0.00
Page 37 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 72,925.21 17-May-99 1.00 72,925.21 72,925.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 541,232.44 17-May-99 1.00 541,232.44 541,232.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,234,941.20 17-May-99 1.00 1,234,941.20 1,234,941.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 937,267.06 17-May-99 1.00 937,267.06 937,267.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,046.84 17-May-99 1.00 1,046.84 1,046.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14.14 17-May-99 1.00 14.14 14.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 17-May-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 17-May-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 17-May-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 124,563.58 17-May-99 1.00 124,563.58 124,563.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 22.56 17-May-99 1.00 22.56 22.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 106,945.20 17-May-99 1.00 106,945.20 106,945.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 939,114.70 18-May-99 1.00 939,114.70 939,114.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 168,001.96 18-May-99 1.00 168,001.96 168,001.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 255,269.48 18-May-99 1.00 255,269.48 255,269.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,974,480.99 18-May-99 1.00 1,974,480.99 1,974,480.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 424,368.69 18-May-99 1.00 424,368.69 424,368.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 18-May-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100,000.00 18-May-99 1.00 100,000.00 100,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 200.00 18-May-99 1.00 200.00 200.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 152,365.83 18-May-99 1.00 152,365.83 152,365.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 18-May-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 455,232.69 19-May-99 1.00 455,232.69 455,232.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 503,291.13 19-May-99 1.00 503,291.13 503,291.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 864,994.95 19-May-99 1.00 864,994.95 864,994.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 81,537.59 19-May-99 1.00 81,537.59 81,537.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 19-May-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 860,173.29 19-May-99 1.00 860,173.29 860,173.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 389,832.78 20-May-99 1.00 389,832.78 389,832.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 193,869.86 20-May-99 1.00 193,869.86 193,869.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182,722.14 20-May-99 1.00 182,722.14 182,722.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 362,678.70 20-May-99 1.00 362,678.70 362,678.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,535,664.89 20-May-99 1.00 1,535,664.89 1,535,664.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,980,122.06 20-May-99 1.00 10,980,122.06 10,980,122.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,065.93 20-May-99 1.00 19,065.93 19,065.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 20-May-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100,000.00 20-May-99 1.00 100,000.00 100,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 71,139.10 20-May-99 1.00 71,139.10 71,139.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 20-May-99 1.00 0.20 0.20 0.00
Page 38 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 20-May-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 343,280.42 21-May-99 1.00 343,280.42 343,280.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,013,613.94 21-May-99 1.00 3,013,613.94 3,013,613.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 630,432.66 21-May-99 1.00 630,432.66 630,432.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 263,413.11 21-May-99 1.00 263,413.11 263,413.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 412,627.76 21-May-99 1.00 412,627.76 412,627.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 399,571.87 21-May-99 1.00 399,571.87 399,571.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,831.48 21-May-99 1.00 20,831.48 20,831.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 292,024.78 21-May-99 1.00 292,024.78 292,024.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 204,289.17 21-May-99 1.00 204,289.17 204,289.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 21-May-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,539.73 21-May-99 1.00 2,539.73 2,539.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 940,265.74 24-May-99 1.00 940,265.74 940,265.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 833,464.59 24-May-99 1.00 833,464.59 833,464.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 229,037.01 24-May-99 1.00 229,037.01 229,037.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 61,557.88 24-May-99 1.00 61,557.88 61,557.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 367,594.83 24-May-99 1.00 367,594.83 367,594.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,576.28 24-May-99 1.00 4,576.28 4,576.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.69 24-May-99 1.00 0.69 0.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 24-May-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 24-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 196,412.42 24-May-99 1.00 196,412.42 196,412.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.70 24-May-99 1.00 0.70 0.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,070.13 25-May-99 1.00 8,070.13 8,070.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 624,758.33 25-May-99 1.00 624,758.33 624,758.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 37,308.74 25-May-99 1.00 37,308.74 37,308.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 113,186.89 25-May-99 1.00 113,186.89 113,186.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 896.59 25-May-99 1.00 896.59 896.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 25-May-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 173,176.93 25-May-99 1.00 173,176.93 173,176.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 344,675.37 25-May-99 1.00 344,675.37 344,675.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 89,673.25 26-May-99 1.00 89,673.25 89,673.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 136,651.22 26-May-99 1.00 136,651.22 136,651.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 361,587.32 26-May-99 1.00 361,587.32 361,587.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 123,557.58 26-May-99 1.00 123,557.58 123,557.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,354,660.94 26-May-99 1.00 8,354,660.94 8,354,660.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 26-May-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 267,048.49 26-May-99 1.00 267,048.49 267,048.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 26-May-99 1.00 0.22 0.22 0.00
Page 39 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 26-May-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 277,797.40 26-May-99 1.00 277,797.40 277,797.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 26-May-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 674,037.70 27-May-99 1.00 674,037.70 674,037.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 17,410.01 27-May-99 1.00 17,410.01 17,410.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,816,556.21 27-May-99 1.00 1,816,556.21 1,816,556.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 160,641.82 27-May-99 1.00 160,641.82 160,641.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 959,912.62 27-May-99 1.00 959,912.62 959,912.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 145,735.24 27-May-99 1.00 145,735.24 145,735.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,143.66 27-May-99 1.00 57,143.66 57,143.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,575,633.63 27-May-99 1.00 1,575,633.63 1,575,633.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,263.93 27-May-99 1.00 14,263.93 14,263.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,667,515.06 27-May-99 1.00 6,667,515.06 6,667,515.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.77 27-May-99 1.00 0.77 0.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 27-May-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 149,936.28 27-May-99 1.00 149,936.28 149,936.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 596,127.07 28-May-99 1.00 596,127.07 596,127.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 481,070.47 28-May-99 1.00 481,070.47 481,070.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 45,427.38 28-May-99 1.00 45,427.38 45,427.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,526.41 28-May-99 1.00 8,526.41 8,526.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 28-May-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.18 28-May-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 28-May-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,001,434.19 28-May-99 1.00 1,001,434.19 1,001,434.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,228.53 28-May-99 1.00 7,228.53 7,228.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 560,564.22 1-Jun-99 1.00 560,564.22 560,564.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 159,294.80 1-Jun-99 1.00 159,294.80 159,294.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62,088.50 1-Jun-99 1.00 62,088.50 62,088.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,115,314.33 1-Jun-99 1.00 1,115,314.33 1,115,314.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 497,885.09 1-Jun-99 1.00 497,885.09 497,885.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 228,424.71 1-Jun-99 1.00 228,424.71 228,424.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,514,964.57 1-Jun-99 1.00 1,514,964.57 1,514,964.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 630.09 1-Jun-99 1.00 630.09 630.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 118.74 1-Jun-99 1.00 118.74 118.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 432.22 1-Jun-99 1.00 432.22 432.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 139.02 1-Jun-99 1.00 139.02 139.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 167.56 1-Jun-99 1.00 167.56 167.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 1-Jun-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 195.13 1-Jun-99 1.00 195.13 195.13 0.00
Page 40 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 455.07 1-Jun-99 1.00 455.07 455.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 603.59 1-Jun-99 1.00 603.59 603.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 349.46 1-Jun-99 1.00 349.46 349.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 485.33 1-Jun-99 1.00 485.33 485.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 217.59 1-Jun-99 1.00 217.59 217.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 1-Jun-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 1-Jun-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 352.02 1-Jun-99 1.00 352.02 352.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 1-Jun-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,050.55 1-Jun-99 1.00 44,050.55 44,050.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 1-Jun-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 232,919.49 2-Jun-99 1.00 232,919.49 232,919.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 272,489.03 2-Jun-99 1.00 272,489.03 272,489.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,901.99 2-Jun-99 1.00 2,901.99 2,901.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 640,360.23 2-Jun-99 1.00 640,360.23 640,360.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 649,607.42 2-Jun-99 1.00 649,607.42 649,607.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 2-Jun-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 2-Jun-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.35 2-Jun-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 47,802.69 3-Jun-99 1.00 47,802.69 47,802.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 79,332.25 3-Jun-99 1.00 79,332.25 79,332.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,077,465.43 3-Jun-99 1.00 1,077,465.43 1,077,465.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,138,449.79 3-Jun-99 1.00 2,138,449.79 2,138,449.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10.34 3-Jun-99 1.00 10.34 10.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,693,504.31 3-Jun-99 1.00 1,693,504.31 1,693,504.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,132.89 3-Jun-99 1.00 12,132.89 12,132.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 205.74 3-Jun-99 1.00 205.74 205.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 253.20 3-Jun-99 1.00 253.20 253.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 197.11 3-Jun-99 1.00 197.11 197.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 17.90 3-Jun-99 1.00 17.90 17.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.11 3-Jun-99 1.00 9.11 9.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 74.66 3-Jun-99 1.00 74.66 74.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8.05 3-Jun-99 1.00 8.05 8.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 3-Jun-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 51.74 3-Jun-99 1.00 51.74 51.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 58.94 3-Jun-99 1.00 58.94 58.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 999.93 3-Jun-99 1.00 999.93 999.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12.54 3-Jun-99 1.00 12.54 12.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 101,925.81 3-Jun-99 1.00 101,925.81 101,925.81 0.00
Page 41 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 200,140.20 3-Jun-99 1.00 200,140.20 200,140.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,236.34 3-Jun-99 1.00 1,236.34 1,236.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.58 3-Jun-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 446,394.72 4-Jun-99 1.00 446,394.72 446,394.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 652,554.84 4-Jun-99 1.00 652,554.84 652,554.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,517.75 4-Jun-99 1.00 57,517.75 57,517.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 141,356.49 4-Jun-99 1.00 141,356.49 141,356.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 4-Jun-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 4-Jun-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.63 4-Jun-99 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 4-Jun-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.94 4-Jun-99 1.00 0.94 0.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 4-Jun-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 101,565.76 4-Jun-99 1.00 101,565.76 101,565.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 841,452.86 7-Jun-99 1.00 841,452.86 841,452.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 118,631.56 7-Jun-99 1.00 118,631.56 118,631.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 129,368.73 7-Jun-99 1.00 129,368.73 129,368.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 827,230.76 7-Jun-99 1.00 827,230.76 827,230.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 943,855.28 7-Jun-99 1.00 943,855.28 943,855.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 863,526.05 7-Jun-99 1.00 863,526.05 863,526.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 108,501.44 7-Jun-99 1.00 108,501.44 108,501.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 289,280.21 7-Jun-99 1.00 289,280.21 289,280.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 7-Jun-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 7-Jun-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 7-Jun-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 7-Jun-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 270,724.69 7-Jun-99 1.00 270,724.69 270,724.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,955,614.47 8-Jun-99 1.00 2,955,614.47 2,955,614.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 93,460.09 8-Jun-99 1.00 93,460.09 93,460.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,900,812.79 8-Jun-99 1.00 2,900,812.79 2,900,812.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 33,136.64 8-Jun-99 1.00 33,136.64 33,136.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 260,945.24 8-Jun-99 1.00 260,945.24 260,945.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 246,537.28 8-Jun-99 1.00 246,537.28 246,537.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,911,864.00 8-Jun-99 1.00 2,911,864.00 2,911,864.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,930,311.87 8-Jun-99 1.00 1,930,311.87 1,930,311.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,180,400.55 8-Jun-99 1.00 1,180,400.55 1,180,400.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 8-Jun-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 8-Jun-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 8-Jun-99 1.00 0.47 0.47 0.00
Page 42 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 8-Jun-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 383,040.31 8-Jun-99 1.00 383,040.31 383,040.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 8-Jun-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 143,510.80 9-Jun-99 1.00 143,510.80 143,510.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,890.00 9-Jun-99 1.00 1,890.00 1,890.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 306,437.70 9-Jun-99 1.00 306,437.70 306,437.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 86,501.36 9-Jun-99 1.00 86,501.36 86,501.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 490,673.47 9-Jun-99 1.00 490,673.47 490,673.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 362,973.98 9-Jun-99 1.00 362,973.98 362,973.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 237.43 9-Jun-99 1.00 237.43 237.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,070.86 9-Jun-99 1.00 3,070.86 3,070.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 9-Jun-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 9-Jun-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 186,870.11 9-Jun-99 1.00 186,870.11 186,870.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 168,956.24 10-Jun-99 1.00 168,956.24 168,956.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,345.49 10-Jun-99 1.00 57,345.49 57,345.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 36,216.96 10-Jun-99 1.00 36,216.96 36,216.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 868,621.81 10-Jun-99 1.00 868,621.81 868,621.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,046,672.46 10-Jun-99 1.00 1,046,672.46 1,046,672.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 629,333.21 10-Jun-99 1.00 629,333.21 629,333.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 174,626.12 10-Jun-99 1.00 174,626.12 174,626.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 992,338.07 10-Jun-99 1.00 992,338.07 992,338.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 10-Jun-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,121.10 10-Jun-99 1.00 5,121.10 5,121.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 10-Jun-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 10-Jun-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 94,558.19 10-Jun-99 1.00 94,558.19 94,558.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.35 10-Jun-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 594,400.01 10-Jun-99 1.00 594,400.01 594,400.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 10-Jun-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 195,167.91 11-Jun-99 1.00 195,167.91 195,167.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,849,017.12 11-Jun-99 1.00 3,849,017.12 3,849,017.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 84,728.78 11-Jun-99 1.00 84,728.78 84,728.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 60,475.82 11-Jun-99 1.00 60,475.82 60,475.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 916,971.55 11-Jun-99 1.00 916,971.55 916,971.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 577,302.56 11-Jun-99 1.00 577,302.56 577,302.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 11-Jun-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 11-Jun-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,529.61 14-Jun-99 1.00 15,529.61 15,529.61 0.00
Page 43 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 434,138.50 14-Jun-99 1.00 434,138.50 434,138.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 335,734.90 14-Jun-99 1.00 335,734.90 335,734.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 222,210.15 14-Jun-99 1.00 222,210.15 222,210.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 14-Jun-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 131,989.67 14-Jun-99 1.00 131,989.67 131,989.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.35 14-Jun-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 14-Jun-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 120,339.59 14-Jun-99 1.00 120,339.59 120,339.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 14-Jun-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 300,811.98 15-Jun-99 1.00 300,811.98 300,811.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 51,861.38 15-Jun-99 1.00 51,861.38 51,861.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,860.28 15-Jun-99 1.00 16,860.28 16,860.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 496,994.80 15-Jun-99 1.00 496,994.80 496,994.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21,332.92 15-Jun-99 1.00 21,332.92 21,332.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 552,660.47 15-Jun-99 1.00 552,660.47 552,660.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 210,455.16 15-Jun-99 1.00 210,455.16 210,455.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.58 15-Jun-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.21 15-Jun-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.52 15-Jun-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.32 15-Jun-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,545.50 15-Jun-99 1.00 57,545.50 57,545.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 139,535.90 15-Jun-99 1.00 139,535.90 139,535.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 807,145.83 16-Jun-99 1.00 807,145.83 807,145.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 28,427.50 16-Jun-99 1.00 28,427.50 28,427.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 35,180.03 16-Jun-99 1.00 35,180.03 35,180.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26.21 16-Jun-99 1.00 26.21 26.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 16-Jun-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 188.79 16-Jun-99 1.00 188.79 188.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62.90 16-Jun-99 1.00 62.90 62.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,914.25 16-Jun-99 1.00 2,914.25 2,914.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 43.44 16-Jun-99 1.00 43.44 43.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.43 16-Jun-99 1.00 52.43 52.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 16-Jun-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182.56 16-Jun-99 1.00 182.56 182.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 16-Jun-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 59.42 16-Jun-99 1.00 59.42 59.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 343,067.95 16-Jun-99 1.00 343,067.95 343,067.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 70.13 16-Jun-99 1.00 70.13 70.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 783,981.44 17-Jun-99 1.00 783,981.44 783,981.44 0.00
Page 44 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 76,964.42 17-Jun-99 1.00 76,964.42 76,964.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 201,192.45 17-Jun-99 1.00 201,192.45 201,192.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,258,123.80 17-Jun-99 1.00 1,258,123.80 1,258,123.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 977,447.68 17-Jun-99 1.00 977,447.68 977,447.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,466,153.43 17-Jun-99 1.00 1,466,153.43 1,466,153.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 35,392.08 17-Jun-99 1.00 35,392.08 35,392.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,315.04 17-Jun-99 1.00 44,315.04 44,315.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 920,654.84 17-Jun-99 1.00 920,654.84 920,654.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 17-Jun-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 317,566.33 17-Jun-99 1.00 317,566.33 317,566.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 115,100.16 17-Jun-99 1.00 115,100.16 115,100.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.59 17-Jun-99 1.00 0.59 0.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 23,485.12 18-Jun-99 1.00 23,485.12 23,485.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 547,481.34 18-Jun-99 1.00 547,481.34 547,481.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 829,753.81 18-Jun-99 1.00 829,753.81 829,753.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 250,006.98 18-Jun-99 1.00 250,006.98 250,006.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 18-Jun-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 18-Jun-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 18-Jun-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 18-Jun-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.34 18-Jun-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 119,183.40 18-Jun-99 1.00 119,183.40 119,183.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 73,678.03 21-Jun-99 1.00 73,678.03 73,678.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,265,533.28 21-Jun-99 1.00 3,265,533.28 3,265,533.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,332,345.99 21-Jun-99 1.00 1,332,345.99 1,332,345.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 359,056.12 21-Jun-99 1.00 359,056.12 359,056.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 764,339.94 21-Jun-99 1.00 764,339.94 764,339.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 971,583.48 21-Jun-99 1.00 971,583.48 971,583.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 21-Jun-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 21-Jun-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 270.70 21-Jun-99 1.00 270.70 270.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 21-Jun-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 398,437.75 21-Jun-99 1.00 398,437.75 398,437.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 449,472.88 21-Jun-99 1.00 449,472.88 449,472.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 466,384.35 22-Jun-99 1.00 466,384.35 466,384.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 31,109.69 22-Jun-99 1.00 31,109.69 31,109.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,834,098.31 22-Jun-99 1.00 1,834,098.31 1,834,098.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,070,285.16 22-Jun-99 1.00 2,070,285.16 2,070,285.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 777,521.49 22-Jun-99 1.00 777,521.49 777,521.49 0.00
Page 45 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 165,269.06 22-Jun-99 1.00 165,269.06 165,269.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 22-Jun-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.58 22-Jun-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.32 22-Jun-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,968.40 22-Jun-99 1.00 15,968.40 15,968.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 22-Jun-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,214.92 22-Jun-99 1.00 14,214.92 14,214.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,069.91 22-Jun-99 1.00 5,069.91 5,069.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 22-Jun-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,364.16 23-Jun-99 1.00 5,364.16 5,364.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,014,335.30 23-Jun-99 1.00 1,014,335.30 1,014,335.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 444,405.70 23-Jun-99 1.00 444,405.70 444,405.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 353,903.69 23-Jun-99 1.00 353,903.69 353,903.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 866,648.57 23-Jun-99 1.00 866,648.57 866,648.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 225,449.07 23-Jun-99 1.00 225,449.07 225,449.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 79.01 23-Jun-99 1.00 79.01 79.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 74.02 23-Jun-99 1.00 74.02 74.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 69.37 23-Jun-99 1.00 69.37 69.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55.12 23-Jun-99 1.00 55.12 55.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 34.43 23-Jun-99 1.00 34.43 34.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 60.68 23-Jun-99 1.00 60.68 60.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19.58 23-Jun-99 1.00 19.58 19.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.95 23-Jun-99 1.00 9.95 9.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19.02 23-Jun-99 1.00 19.02 19.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14.35 23-Jun-99 1.00 14.35 14.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 23.15 23-Jun-99 1.00 23.15 23.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4.33 23-Jun-99 1.00 4.33 4.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5.75 23-Jun-99 1.00 5.75 5.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4.23 23-Jun-99 1.00 4.23 4.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7.28 23-Jun-99 1.00 7.28 7.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3.63 23-Jun-99 1.00 3.63 3.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 64.49 23-Jun-99 1.00 64.49 64.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4.96 23-Jun-99 1.00 4.96 4.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13.36 23-Jun-99 1.00 13.36 13.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3.50 23-Jun-99 1.00 3.50 3.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 231,668.39 24-Jun-99 1.00 231,668.39 231,668.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 380,005.04 24-Jun-99 1.00 380,005.04 380,005.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 942,230.89 24-Jun-99 1.00 942,230.89 942,230.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 399,519.95 24-Jun-99 1.00 399,519.95 399,519.95 0.00
Page 46 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,652,274.34 24-Jun-99 1.00 10,652,274.34 10,652,274.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 17,970.36 24-Jun-99 1.00 17,970.36 17,970.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 110,594.05 24-Jun-99 1.00 110,594.05 110,594.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 87,718.77 25-Jun-99 1.00 87,718.77 87,718.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 526,110.12 25-Jun-99 1.00 526,110.12 526,110.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 389,092.79 25-Jun-99 1.00 389,092.79 389,092.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 25-Jun-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.39 25-Jun-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 25-Jun-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 95,885.67 25-Jun-99 1.00 95,885.67 95,885.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,623.21 28-Jun-99 1.00 44,623.21 44,623.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 271,926.42 28-Jun-99 1.00 271,926.42 271,926.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 188,512.94 28-Jun-99 1.00 188,512.94 188,512.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,588,346.41 28-Jun-99 1.00 3,588,346.41 3,588,346.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 119,274.37 28-Jun-99 1.00 119,274.37 119,274.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,527.87 28-Jun-99 1.00 10,527.87 10,527.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 82,171.09 28-Jun-99 1.00 82,171.09 82,171.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 28-Jun-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.55 28-Jun-99 1.00 0.55 0.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 28-Jun-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 28-Jun-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 28-Jun-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 497,546.07 29-Jun-99 1.00 497,546.07 497,546.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 138,773.99 29-Jun-99 1.00 138,773.99 138,773.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,527,254.48 29-Jun-99 1.00 1,527,254.48 1,527,254.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,286,094.00 29-Jun-99 1.00 1,286,094.00 1,286,094.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,131,869.49 29-Jun-99 1.00 1,131,869.49 1,131,869.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,257,824.20 29-Jun-99 1.00 3,257,824.20 3,257,824.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 200,213.00 29-Jun-99 1.00 200,213.00 200,213.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.56 29-Jun-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 36,531.36 29-Jun-99 1.00 36,531.36 36,531.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 317,295.94 29-Jun-99 1.00 317,295.94 317,295.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.56 29-Jun-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 593,243.88 30-Jun-99 1.00 593,243.88 593,243.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,655.00 30-Jun-99 1.00 12,655.00 12,655.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,406,571.92 30-Jun-99 1.00 1,406,571.92 1,406,571.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 941,591.94 30-Jun-99 1.00 941,591.94 941,591.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,009,469.01 30-Jun-99 1.00 1,009,469.01 1,009,469.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,099,875.03 30-Jun-99 1.00 1,099,875.03 1,099,875.03 0.00
Page 47 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,531.25 30-Jun-99 1.00 4,531.25 4,531.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,870.50 30-Jun-99 1.00 4,870.50 4,870.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 30-Jun-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,000.00 30-Jun-99 1.00 50,000.00 50,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 30-Jun-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.87 30-Jun-99 1.00 0.87 0.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.32 30-Jun-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,193.50 30-Jun-99 1.00 9,193.50 9,193.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 313,657.55 1-Jul-99 1.00 313,657.55 313,657.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 212,373.55 1-Jul-99 1.00 212,373.55 212,373.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 183,357.68 1-Jul-99 1.00 183,357.68 183,357.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 159,849.12 1-Jul-99 1.00 159,849.12 159,849.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 474,644.59 1-Jul-99 1.00 474,644.59 474,644.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,455,280.42 1-Jul-99 1.00 1,455,280.42 1,455,280.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 811,953.11 1-Jul-99 1.00 811,953.11 811,953.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 123,282.28 1-Jul-99 1.00 123,282.28 123,282.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 853.77 1-Jul-99 1.00 853.77 853.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 459.98 1-Jul-99 1.00 459.98 459.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 993.20 1-Jul-99 1.00 993.20 993.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 596.40 1-Jul-99 1.00 596.40 596.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 458.86 1-Jul-99 1.00 458.86 458.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 1-Jul-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 360.53 1-Jul-99 1.00 360.53 360.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 548.09 1-Jul-99 1.00 548.09 548.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 656.28 1-Jul-99 1.00 656.28 656.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 258.39 1-Jul-99 1.00 258.39 258.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,411.75 1-Jul-99 1.00 15,411.75 15,411.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.24 1-Jul-99 1.00 0.24 0.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 816.29 1-Jul-99 1.00 816.29 816.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 247,122.57 1-Jul-99 1.00 247,122.57 247,122.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,323.57 1-Jul-99 1.00 13,323.57 13,323.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 1-Jul-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 332,997.72 2-Jul-99 1.00 332,997.72 332,997.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 127,327.68 2-Jul-99 1.00 127,327.68 127,327.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 476,862.89 2-Jul-99 1.00 476,862.89 476,862.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 880,654.51 2-Jul-99 1.00 880,654.51 880,654.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 528,950.00 2-Jul-99 1.00 528,950.00 528,950.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 75,000.00 2-Jul-99 1.00 75,000.00 75,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,124,465.51 2-Jul-99 1.00 3,124,465.51 3,124,465.51 0.00
Page 48 of 168
SCHEDULE OF REPORTABLE 5% TRANSACTIONS - ITEM 27D
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 2-Jul-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.64 2-Jul-99 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.49 2-Jul-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 2-Jul-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 189,590.05 2-Jul-99 1.00 189,590.05 189,590.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 158,120.77 6-Jul-99 1.00 158,120.77 158,120.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 255,965.70 6-Jul-99 1.00 255,965.70 255,965.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 172,484.87 6-Jul-99 1.00 172,484.87 172,484.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 255,404.57 6-Jul-99 1.00 255,404.57 255,404.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15.57 6-Jul-99 1.00 15.57 15.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,694.90 6-Jul-99 1.00 12,694.90 12,694.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 6-Jul-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 6-Jul-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 24.02 6-Jul-99 1.00 24.02 24.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 6-Jul-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.49 6-Jul-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.23 6-Jul-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,132.47 6-Jul-99 1.00 8,132.47 8,132.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 6-Jul-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,249.56 6-Jul-99 1.00 3,249.56 3,249.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.68 6-Jul-99 1.00 0.68 0.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 865,429.25 7-Jul-99 1.00 865,429.25 865,429.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,577,857.58 7-Jul-99 1.00 1,577,857.58 1,577,857.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,232.48 7-Jul-99 1.00 3,232.48 3,232.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 7-Jul-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 60,965.76 7-Jul-99 1.00 60,965.76 60,965.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 421,627.56 7-Jul-99 1.00 421,627.56 421,627.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 125,056.06 8-Jul-99 1.00 125,056.06 125,056.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21,854.93 8-Jul-99 1.00 21,854.93 21,854.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,067.25 8-Jul-99 1.00 4,067.25 4,067.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 63,706.56 8-Jul-99 1.00 63,706.56 63,706.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 614,697.81 8-Jul-99 1.00 614,697.81 614,697.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,672.49 8-Jul-99 1.00 13,672.49 13,672.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 321,502.12 8-Jul-99 1.00 321,502.12 321,502.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 81,062.00 8-Jul-99 1.00 81,062.00 81,062.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 8-Jul-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.44 8-Jul-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.87 8-Jul-99 1.00 0.87 0.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 150,667.49 8-Jul-99 1.00 150,667.49 150,667.49 0.00
Page 49 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.37 8-Jul-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 299,588.89 8-Jul-99 1.00 299,588.89 299,588.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,519,248.63 9-Jul-99 1.00 1,519,248.63 1,519,248.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,875.00 9-Jul-99 1.00 1,875.00 1,875.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 874,835.38 9-Jul-99 1.00 874,835.38 874,835.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 86,779.25 9-Jul-99 1.00 86,779.25 86,779.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 286,257.32 9-Jul-99 1.00 286,257.32 286,257.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 145,590.10 9-Jul-99 1.00 145,590.10 145,590.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,484,749.12 9-Jul-99 1.00 2,484,749.12 2,484,749.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 9-Jul-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 117,910.27 9-Jul-99 1.00 117,910.27 117,910.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 9-Jul-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 9-Jul-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 58,537.40 12-Jul-99 1.00 58,537.40 58,537.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 77,513.30 12-Jul-99 1.00 77,513.30 77,513.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,700.88 12-Jul-99 1.00 2,700.88 2,700.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,121,102.56 12-Jul-99 1.00 1,121,102.56 1,121,102.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 43,227.23 12-Jul-99 1.00 43,227.23 43,227.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 31,154.83 12-Jul-99 1.00 31,154.83 31,154.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 304,170.24 12-Jul-99 1.00 304,170.24 304,170.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 12-Jul-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 12-Jul-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 12-Jul-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.78 12-Jul-99 1.00 0.78 0.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 12-Jul-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 12-Jul-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 12-Jul-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 261,715.76 12-Jul-99 1.00 261,715.76 261,715.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 101,708.77 12-Jul-99 1.00 101,708.77 101,708.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 79,715.62 13-Jul-99 1.00 79,715.62 79,715.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 234,802.55 13-Jul-99 1.00 234,802.55 234,802.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 209,248.76 13-Jul-99 1.00 209,248.76 209,248.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 202,829.18 13-Jul-99 1.00 202,829.18 202,829.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 99,808.69 13-Jul-99 1.00 99,808.69 99,808.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 231,768.04 13-Jul-99 1.00 231,768.04 231,768.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 59,048.90 13-Jul-99 1.00 59,048.90 59,048.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 13-Jul-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.49 13-Jul-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 13-Jul-99 1.00 0.60 0.60 0.00
Page 50 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4.01 13-Jul-99 1.00 4.01 4.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.02 13-Jul-99 1.00 1.02 1.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 184,161.12 13-Jul-99 1.00 184,161.12 184,161.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 319,336.21 13-Jul-99 1.00 319,336.21 319,336.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 265,824.45 13-Jul-99 1.00 265,824.45 265,824.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 13-Jul-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 199,760.13 14-Jul-99 1.00 199,760.13 199,760.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 278,615.71 14-Jul-99 1.00 278,615.71 278,615.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 363.41 14-Jul-99 1.00 363.41 363.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 262,491.11 14-Jul-99 1.00 262,491.11 262,491.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 513,426.25 14-Jul-99 1.00 513,426.25 513,426.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 199,397.00 14-Jul-99 1.00 199,397.00 199,397.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 14-Jul-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.35 14-Jul-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 86,691.46 14-Jul-99 1.00 86,691.46 86,691.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,562.03 14-Jul-99 1.00 50,562.03 50,562.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18,143.07 15-Jul-99 1.00 18,143.07 18,143.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 579,847.72 15-Jul-99 1.00 579,847.72 579,847.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,043,815.72 15-Jul-99 1.00 1,043,815.72 1,043,815.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 439,974.39 15-Jul-99 1.00 439,974.39 439,974.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 139,941.55 15-Jul-99 1.00 139,941.55 139,941.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,040,332.87 15-Jul-99 1.00 3,040,332.87 3,040,332.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 15-Jul-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 15-Jul-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 15-Jul-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 15-Jul-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 895.82 15-Jul-99 1.00 895.82 895.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 297,758.43 15-Jul-99 1.00 297,758.43 297,758.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,825.25 16-Jul-99 1.00 13,825.25 13,825.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,071.36 16-Jul-99 1.00 12,071.36 12,071.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,179,248.95 16-Jul-99 1.00 1,179,248.95 1,179,248.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 764,984.85 16-Jul-99 1.00 764,984.85 764,984.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 302,901.15 16-Jul-99 1.00 302,901.15 302,901.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 518,706.59 16-Jul-99 1.00 518,706.59 518,706.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 527,650.53 16-Jul-99 1.00 527,650.53 527,650.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 105,541.59 16-Jul-99 1.00 105,541.59 105,541.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 98.38 16-Jul-99 1.00 98.38 98.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 114,992.24 16-Jul-99 1.00 114,992.24 114,992.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 17.84 16-Jul-99 1.00 17.84 17.84 0.00
Page 51 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.24 16-Jul-99 1.00 0.24 0.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 36.61 16-Jul-99 1.00 36.61 36.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 60.34 16-Jul-99 1.00 60.34 60.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 156.46 16-Jul-99 1.00 156.46 156.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.66 16-Jul-99 1.00 0.66 0.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62.30 16-Jul-99 1.00 62.30 62.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 311,904.97 16-Jul-99 1.00 311,904.97 311,904.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 16-Jul-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,019.10 16-Jul-99 1.00 1,019.10 1,019.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 16-Jul-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 452,888.46 19-Jul-99 1.00 452,888.46 452,888.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 204,025.31 19-Jul-99 1.00 204,025.31 204,025.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 668,467.30 19-Jul-99 1.00 668,467.30 668,467.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,992.07 19-Jul-99 1.00 3,992.07 3,992.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 19-Jul-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 19-Jul-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,852.05 19-Jul-99 1.00 96,852.05 96,852.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.56 19-Jul-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 19-Jul-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 19-Jul-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 19-Jul-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,419.24 20-Jul-99 1.00 12,419.24 12,419.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 169,874.39 20-Jul-99 1.00 169,874.39 169,874.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 894,553.34 20-Jul-99 1.00 894,553.34 894,553.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 35,786.04 20-Jul-99 1.00 35,786.04 35,786.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 20-Jul-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 195,818.10 20-Jul-99 1.00 195,818.10 195,818.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 20-Jul-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.58 20-Jul-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 584,136.32 20-Jul-99 1.00 584,136.32 584,136.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 20-Jul-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 664,705.16 20-Jul-99 1.00 664,705.16 664,705.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 432,404.34 21-Jul-99 1.00 432,404.34 432,404.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 662,559.19 21-Jul-99 1.00 662,559.19 662,559.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 373,962.69 21-Jul-99 1.00 373,962.69 373,962.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 304,125.59 21-Jul-99 1.00 304,125.59 304,125.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 29,366.01 21-Jul-99 1.00 29,366.01 29,366.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 630,149.23 21-Jul-99 1.00 630,149.23 630,149.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 21-Jul-99 1.00 0.15 0.15 0.00
Page 52 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 325,584.00 21-Jul-99 1.00 325,584.00 325,584.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 266,928.58 21-Jul-99 1.00 266,928.58 266,928.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 412,685.51 21-Jul-99 1.00 412,685.51 412,685.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 21-Jul-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 439,097.06 22-Jul-99 1.00 439,097.06 439,097.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 161,522.29 22-Jul-99 1.00 161,522.29 161,522.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 109,614.04 22-Jul-99 1.00 109,614.04 109,614.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 457,264.25 22-Jul-99 1.00 457,264.25 457,264.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 11,637,288.16 22-Jul-99 1.00 11,637,288.16 11,637,288.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 22-Jul-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.68 22-Jul-99 1.00 0.68 0.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.49 22-Jul-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 265,570.80 22-Jul-99 1.00 265,570.80 265,570.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 58,168.05 23-Jul-99 1.00 58,168.05 58,168.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 117,325.02 23-Jul-99 1.00 117,325.02 117,325.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 414,804.98 23-Jul-99 1.00 414,804.98 414,804.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 537,372.79 23-Jul-99 1.00 537,372.79 537,372.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 597,292.60 23-Jul-99 1.00 597,292.60 597,292.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 23-Jul-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 23-Jul-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 333,674.65 26-Jul-99 1.00 333,674.65 333,674.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 981,484.76 26-Jul-99 1.00 981,484.76 981,484.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 604,019.68 26-Jul-99 1.00 604,019.68 604,019.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 627,747.93 26-Jul-99 1.00 627,747.93 627,747.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 26-Jul-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 26-Jul-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 42,356.61 26-Jul-99 1.00 42,356.61 42,356.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 414,463.20 26-Jul-99 1.00 414,463.20 414,463.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 26-Jul-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 566,454.79 27-Jul-99 1.00 566,454.79 566,454.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 305,231.22 27-Jul-99 1.00 305,231.22 305,231.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,430,875.36 27-Jul-99 1.00 5,430,875.36 5,430,875.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 690,516.61 27-Jul-99 1.00 690,516.61 690,516.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 831,650.56 27-Jul-99 1.00 831,650.56 831,650.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.95 27-Jul-99 1.00 0.95 0.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.44 27-Jul-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.92 27-Jul-99 1.00 0.92 0.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 150,000.00 27-Jul-99 1.00 150,000.00 150,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 67,173.19 27-Jul-99 1.00 67,173.19 67,173.19 0.00
Page 53 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,569.79 27-Jul-99 1.00 1,569.79 1,569.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 301,477.87 28-Jul-99 1.00 301,477.87 301,477.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,664.58 28-Jul-99 1.00 3,664.58 3,664.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,630,551.35 28-Jul-99 1.00 2,630,551.35 2,630,551.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 244,344.56 28-Jul-99 1.00 244,344.56 244,344.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,047,027.88 28-Jul-99 1.00 7,047,027.88 7,047,027.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 471,534.69 28-Jul-99 1.00 471,534.69 471,534.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 203,886.76 28-Jul-99 1.00 203,886.76 203,886.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 28-Jul-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 223,961.88 28-Jul-99 1.00 223,961.88 223,961.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 269,712.77 28-Jul-99 1.00 269,712.77 269,712.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.37 28-Jul-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 28-Jul-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 452.23 28-Jul-99 1.00 452.23 452.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.37 28-Jul-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 33,483.26 29-Jul-99 1.00 33,483.26 33,483.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 433,117.23 29-Jul-99 1.00 433,117.23 433,117.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,225,855.34 29-Jul-99 1.00 2,225,855.34 2,225,855.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,085,735.62 29-Jul-99 1.00 6,085,735.62 6,085,735.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,587,587.22 29-Jul-99 1.00 3,587,587.22 3,587,587.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 250,000.00 29-Jul-99 1.00 250,000.00 250,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,985,549.14 29-Jul-99 1.00 3,985,549.14 3,985,549.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 29-Jul-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 11,189.02 30-Jul-99 1.00 11,189.02 11,189.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 308,302.23 30-Jul-99 1.00 308,302.23 308,302.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,802,050.96 30-Jul-99 1.00 8,802,050.96 8,802,050.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 517,976.50 30-Jul-99 1.00 517,976.50 517,976.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 30-Jul-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.66 30-Jul-99 1.00 0.66 0.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 30-Jul-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 376,017.90 30-Jul-99 1.00 376,017.90 376,017.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 30-Jul-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 202.18 2-Aug-99 1.00 202.18 202.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 111,420.39 2-Aug-99 1.00 111,420.39 111,420.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 469,303.74 2-Aug-99 1.00 469,303.74 469,303.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,565,362.66 2-Aug-99 1.00 1,565,362.66 1,565,362.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 221.96 2-Aug-99 1.00 221.96 221.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 143.57 2-Aug-99 1.00 143.57 143.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 457.30 2-Aug-99 1.00 457.30 457.30 0.00
Page 54 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 2-Aug-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 175.43 2-Aug-99 1.00 175.43 175.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 312.93 2-Aug-99 1.00 312.93 312.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 195.57 2-Aug-99 1.00 195.57 195.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 522.99 2-Aug-99 1.00 522.99 522.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.78 2-Aug-99 1.00 0.78 0.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 453.56 2-Aug-99 1.00 453.56 453.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 226.96 2-Aug-99 1.00 226.96 226.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 2-Aug-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 358.61 2-Aug-99 1.00 358.61 358.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 2-Aug-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,295.90 2-Aug-99 1.00 20,295.90 20,295.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 371.59 2-Aug-99 1.00 371.59 371.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100,340.43 2-Aug-99 1.00 100,340.43 100,340.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 101,822.73 2-Aug-99 1.00 101,822.73 101,822.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 244,648.56 3-Aug-99 1.00 244,648.56 244,648.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,431.79 3-Aug-99 1.00 57,431.79 57,431.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 131,485.77 3-Aug-99 1.00 131,485.77 131,485.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.63 3-Aug-99 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.25 3-Aug-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 421,455.81 3-Aug-99 1.00 421,455.81 421,455.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 3-Aug-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 165,233.03 4-Aug-99 1.00 165,233.03 165,233.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,065.86 4-Aug-99 1.00 19,065.86 19,065.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 756,973.72 4-Aug-99 1.00 756,973.72 756,973.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 94,982.16 4-Aug-99 1.00 94,982.16 94,982.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 248,648.55 4-Aug-99 1.00 248,648.55 248,648.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 4-Aug-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,785.19 4-Aug-99 1.00 14,785.19 14,785.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 4-Aug-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20.77 4-Aug-99 1.00 20.77 20.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 169.44 4-Aug-99 1.00 169.44 169.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,378.94 4-Aug-99 1.00 6,378.94 6,378.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.68 4-Aug-99 1.00 9.68 9.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 125.58 4-Aug-99 1.00 125.58 125.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,685.73 4-Aug-99 1.00 13,685.73 13,685.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 60.73 4-Aug-99 1.00 60.73 60.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 4-Aug-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5.83 4-Aug-99 1.00 5.83 5.83 0.00
Page 55 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3.15 4-Aug-99 1.00 3.15 3.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 75.29 4-Aug-99 1.00 75.29 75.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21,570.94 4-Aug-99 1.00 21,570.94 21,570.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 185.89 4-Aug-99 1.00 185.89 185.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2.08 4-Aug-99 1.00 2.08 2.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.24 4-Aug-99 1.00 0.24 0.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,083.32 4-Aug-99 1.00 20,083.32 20,083.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 223,380.56 4-Aug-99 1.00 223,380.56 223,380.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 298,269.28 5-Aug-99 1.00 298,269.28 298,269.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18.66 5-Aug-99 1.00 18.66 18.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 663,296.60 5-Aug-99 1.00 663,296.60 663,296.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 577,758.16 5-Aug-99 1.00 577,758.16 577,758.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 249.00 5-Aug-99 1.00 249.00 249.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 5-Aug-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 5-Aug-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 429,661.84 5-Aug-99 1.00 429,661.84 429,661.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 309,484.26 6-Aug-99 1.00 309,484.26 309,484.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,724,793.79 6-Aug-99 1.00 1,724,793.79 1,724,793.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55,214.18 6-Aug-99 1.00 55,214.18 55,214.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 379,365.43 6-Aug-99 1.00 379,365.43 379,365.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,092.55 6-Aug-99 1.00 16,092.55 16,092.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.64 6-Aug-99 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,992.24 6-Aug-99 1.00 7,992.24 7,992.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.67 6-Aug-99 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,553,927.16 9-Aug-99 1.00 1,553,927.16 1,553,927.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 54,413.26 9-Aug-99 1.00 54,413.26 54,413.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,250,944.26 9-Aug-99 1.00 1,250,944.26 1,250,944.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 449,283.69 9-Aug-99 1.00 449,283.69 449,283.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 9-Aug-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,894.99 9-Aug-99 1.00 8,894.99 8,894.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 9-Aug-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.49 9-Aug-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 9-Aug-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,625.00 10-Aug-99 1.00 7,625.00 7,625.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,324,576.57 10-Aug-99 1.00 1,324,576.57 1,324,576.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 374,135.52 10-Aug-99 1.00 374,135.52 374,135.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,818.23 10-Aug-99 1.00 96,818.23 96,818.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,523,588.21 10-Aug-99 1.00 1,523,588.21 1,523,588.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 134,127.50 10-Aug-99 1.00 134,127.50 134,127.50 0.00
Page 56 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.50 10-Aug-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 60,000.00 10-Aug-99 1.00 60,000.00 60,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 450,197.89 10-Aug-99 1.00 450,197.89 450,197.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 434,964.55 11-Aug-99 1.00 434,964.55 434,964.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30,680.62 11-Aug-99 1.00 30,680.62 30,680.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 746,763.63 11-Aug-99 1.00 746,763.63 746,763.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 250,649.21 11-Aug-99 1.00 250,649.21 250,649.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 47,787.14 11-Aug-99 1.00 47,787.14 47,787.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 41,774.94 11-Aug-99 1.00 41,774.94 41,774.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.85 11-Aug-99 1.00 0.85 0.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.44 11-Aug-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.66 11-Aug-99 1.00 0.66 0.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 967,195.98 12-Aug-99 1.00 967,195.98 967,195.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,759,151.73 12-Aug-99 1.00 1,759,151.73 1,759,151.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 58,201.54 12-Aug-99 1.00 58,201.54 58,201.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 154,261.42 12-Aug-99 1.00 154,261.42 154,261.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 956,348.00 12-Aug-99 1.00 956,348.00 956,348.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 12-Aug-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 12-Aug-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,000.00 12-Aug-99 1.00 50,000.00 50,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 12-Aug-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 59,500.91 12-Aug-99 1.00 59,500.91 59,500.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,900.00 13-Aug-99 1.00 5,900.00 5,900.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 379,313.60 13-Aug-99 1.00 379,313.60 379,313.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 343,817.32 13-Aug-99 1.00 343,817.32 343,817.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 588,093.04 13-Aug-99 1.00 588,093.04 588,093.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,725,033.27 13-Aug-99 1.00 1,725,033.27 1,725,033.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.45 13-Aug-99 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,000.00 13-Aug-99 1.00 10,000.00 10,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 13-Aug-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 490,586.25 13-Aug-99 1.00 490,586.25 490,586.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 437,317.51 16-Aug-99 1.00 437,317.51 437,317.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,170.84 16-Aug-99 1.00 13,170.84 13,170.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 598,154.51 16-Aug-99 1.00 598,154.51 598,154.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,446,853.47 16-Aug-99 1.00 1,446,853.47 1,446,853.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,474,245.54 16-Aug-99 1.00 1,474,245.54 1,474,245.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 946,005.23 16-Aug-99 1.00 946,005.23 946,005.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 175,757.86 16-Aug-99 1.00 175,757.86 175,757.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 117,850.32 16-Aug-99 1.00 117,850.32 117,850.32 0.00
Page 57 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 99,379.11 16-Aug-99 1.00 99,379.11 99,379.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,437.40 16-Aug-99 1.00 3,437.40 3,437.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 109,247.77 16-Aug-99 1.00 109,247.77 109,247.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 16-Aug-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 16-Aug-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.70 16-Aug-99 1.00 0.70 0.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 146,474.76 16-Aug-99 1.00 146,474.76 146,474.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 688,329.85 16-Aug-99 1.00 688,329.85 688,329.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 16-Aug-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 17,816,074.39 17-Aug-99 1.00 17,816,074.39 17,816,074.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 113,390.11 17-Aug-99 1.00 113,390.11 113,390.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 191,670.04 17-Aug-99 1.00 191,670.04 191,670.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 73,399.86 17-Aug-99 1.00 73,399.86 73,399.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 87,067.14 17-Aug-99 1.00 87,067.14 87,067.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 17-Aug-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 17-Aug-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.78 17-Aug-99 1.00 0.78 0.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 211,955.38 17-Aug-99 1.00 211,955.38 211,955.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 314,099.40 17-Aug-99 1.00 314,099.40 314,099.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 128,937.90 17-Aug-99 1.00 128,937.90 128,937.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 123,122.88 18-Aug-99 1.00 123,122.88 123,122.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 957,472.15 18-Aug-99 1.00 957,472.15 957,472.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 321,912.37 18-Aug-99 1.00 321,912.37 321,912.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 722.80 18-Aug-99 1.00 722.80 722.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 719,873.29 18-Aug-99 1.00 719,873.29 719,873.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 736,525.32 18-Aug-99 1.00 736,525.32 736,525.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26.21 18-Aug-99 1.00 26.21 26.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 188.79 18-Aug-99 1.00 188.79 188.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62.90 18-Aug-99 1.00 62.90 62.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65.53 18-Aug-99 1.00 65.53 65.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 34.09 18-Aug-99 1.00 34.09 34.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.44 18-Aug-99 1.00 52.44 52.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 77.28 18-Aug-99 1.00 77.28 77.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.13 18-Aug-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182.56 18-Aug-99 1.00 182.56 182.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.52 18-Aug-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 217,194.27 18-Aug-99 1.00 217,194.27 217,194.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 18-Aug-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 255,751.06 19-Aug-99 1.00 255,751.06 255,751.06 0.00
Page 58 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 112,829.99 19-Aug-99 1.00 112,829.99 112,829.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 230,532.46 19-Aug-99 1.00 230,532.46 230,532.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,769,308.61 19-Aug-99 1.00 9,769,308.61 9,769,308.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,399.00 19-Aug-99 1.00 16,399.00 16,399.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,574,176.10 19-Aug-99 1.00 1,574,176.10 1,574,176.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,785.00 19-Aug-99 1.00 3,785.00 3,785.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,000.00 19-Aug-99 1.00 15,000.00 15,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25,449.40 19-Aug-99 1.00 25,449.40 25,449.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 77,504.60 19-Aug-99 1.00 77,504.60 77,504.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.67 19-Aug-99 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 208,917.63 20-Aug-99 1.00 208,917.63 208,917.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 420,608.90 20-Aug-99 1.00 420,608.90 420,608.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 280,283.05 20-Aug-99 1.00 280,283.05 280,283.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 138,302.07 20-Aug-99 1.00 138,302.07 138,302.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,000.00 20-Aug-99 1.00 50,000.00 50,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.70 20-Aug-99 1.00 0.70 0.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.44 20-Aug-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.67 20-Aug-99 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,000.00 20-Aug-99 1.00 50,000.00 50,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 20-Aug-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 20-Aug-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,101.25 20-Aug-99 1.00 2,101.25 2,101.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,658,153.53 23-Aug-99 1.00 1,658,153.53 1,658,153.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 892,346.99 23-Aug-99 1.00 892,346.99 892,346.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 186,003.32 23-Aug-99 1.00 186,003.32 186,003.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 91,887.36 23-Aug-99 1.00 91,887.36 91,887.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 146,467.83 23-Aug-99 1.00 146,467.83 146,467.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 134,587.39 23-Aug-99 1.00 134,587.39 134,587.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 23-Aug-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.21 23-Aug-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.45 23-Aug-99 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 437,716.95 24-Aug-99 1.00 437,716.95 437,716.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 325,059.07 24-Aug-99 1.00 325,059.07 325,059.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 149,980.85 24-Aug-99 1.00 149,980.85 149,980.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100,294.04 24-Aug-99 1.00 100,294.04 100,294.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 85,742.54 24-Aug-99 1.00 85,742.54 85,742.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 133,615.54 24-Aug-99 1.00 133,615.54 133,615.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.55 24-Aug-99 1.00 0.55 0.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 24-Aug-99 1.00 0.42 0.42 0.00
Page 59 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 24-Aug-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16.84 24-Aug-99 1.00 16.84 16.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 24-Aug-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 97,751.91 25-Aug-99 1.00 97,751.91 97,751.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 183,570.30 25-Aug-99 1.00 183,570.30 183,570.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 269,452.05 25-Aug-99 1.00 269,452.05 269,452.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,550.00 25-Aug-99 1.00 8,550.00 8,550.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 25-Aug-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,009.70 25-Aug-99 1.00 5,009.70 5,009.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.67 25-Aug-99 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 666,783.52 26-Aug-99 1.00 666,783.52 666,783.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 414,103.08 26-Aug-99 1.00 414,103.08 414,103.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 319,803.77 26-Aug-99 1.00 319,803.77 319,803.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 650,563.90 26-Aug-99 1.00 650,563.90 650,563.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 826,852.95 26-Aug-99 1.00 826,852.95 826,852.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 237,589.00 26-Aug-99 1.00 237,589.00 237,589.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,415,101.78 26-Aug-99 1.00 5,415,101.78 5,415,101.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 26-Aug-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 26-Aug-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,000.00 26-Aug-99 1.00 10,000.00 10,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 26-Aug-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 144,345.66 26-Aug-99 1.00 144,345.66 144,345.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,320.00 27-Aug-99 1.00 7,320.00 7,320.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 330,288.59 27-Aug-99 1.00 330,288.59 330,288.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 27-Aug-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 27-Aug-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.85 27-Aug-99 1.00 0.85 0.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 228,197.24 27-Aug-99 1.00 228,197.24 228,197.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,242.00 27-Aug-99 1.00 15,242.00 15,242.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,870.00 30-Aug-99 1.00 2,870.00 2,870.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,500.00 30-Aug-99 1.00 10,500.00 10,500.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,205,274.51 30-Aug-99 1.00 1,205,274.51 1,205,274.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,286,738.26 30-Aug-99 1.00 9,286,738.26 9,286,738.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 995,181.13 30-Aug-99 1.00 995,181.13 995,181.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 168,665.86 30-Aug-99 1.00 168,665.86 168,665.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 331,328.95 30-Aug-99 1.00 331,328.95 331,328.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.63 30-Aug-99 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 30-Aug-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.39 30-Aug-99 1.00 0.39 0.39 0.00
Page 60 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 30-Aug-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,113.01 30-Aug-99 1.00 1,113.01 1,113.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.44 30-Aug-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,900.00 31-Aug-99 1.00 3,900.00 3,900.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,093.00 31-Aug-99 1.00 12,093.00 12,093.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 327,068.67 31-Aug-99 1.00 327,068.67 327,068.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 360,997.45 31-Aug-99 1.00 360,997.45 360,997.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 641,197.22 31-Aug-99 1.00 641,197.22 641,197.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.34 31-Aug-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.73 31-Aug-99 1.00 0.73 0.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 118,697.16 31-Aug-99 1.00 118,697.16 118,697.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 298,251.65 31-Aug-99 1.00 298,251.65 298,251.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,975.00 1-Sep-99 1.00 15,975.00 15,975.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 54,907.00 1-Sep-99 1.00 54,907.00 54,907.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 278,471.23 1-Sep-99 1.00 278,471.23 278,471.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,187.60 1-Sep-99 1.00 13,187.60 13,187.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 203,152.87 1-Sep-99 1.00 203,152.87 203,152.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 864,660.65 1-Sep-99 1.00 864,660.65 864,660.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,910.42 1-Sep-99 1.00 96,910.42 96,910.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 743.10 1-Sep-99 1.00 743.10 743.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,163.65 1-Sep-99 1.00 6,163.65 6,163.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 449.99 1-Sep-99 1.00 449.99 449.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,340.75 1-Sep-99 1.00 10,340.75 10,340.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 585.49 1-Sep-99 1.00 585.49 585.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 463.69 1-Sep-99 1.00 463.69 463.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 881.92 1-Sep-99 1.00 881.92 881.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 359.72 1-Sep-99 1.00 359.72 359.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 621.42 1-Sep-99 1.00 621.42 621.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.37 1-Sep-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 205.91 1-Sep-99 1.00 205.91 205.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 621.19 1-Sep-99 1.00 621.19 621.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 260.99 1-Sep-99 1.00 260.99 260.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.43 1-Sep-99 1.00 0.43 0.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 405.74 1-Sep-99 1.00 405.74 405.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 164.97 1-Sep-99 1.00 164.97 164.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 1-Sep-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 391.74 1-Sep-99 1.00 391.74 391.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,454.80 1-Sep-99 1.00 5,454.80 5,454.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 1-Sep-99 1.00 0.41 0.41 0.00
Page 61 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,487,236.23 2-Sep-99 1.00 2,487,236.23 2,487,236.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,216.00 2-Sep-99 1.00 9,216.00 9,216.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,831,255.55 2-Sep-99 1.00 1,831,255.55 1,831,255.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 302,888.86 2-Sep-99 1.00 302,888.86 302,888.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 935,004.17 2-Sep-99 1.00 935,004.17 935,004.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 116,864.57 2-Sep-99 1.00 116,864.57 116,864.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 993,099.15 2-Sep-99 1.00 993,099.15 993,099.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 384,485.66 2-Sep-99 1.00 384,485.66 384,485.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 176,034.12 2-Sep-99 1.00 176,034.12 176,034.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,063,263.14 2-Sep-99 1.00 4,063,263.14 4,063,263.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 2-Sep-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 2-Sep-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.64 2-Sep-99 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 570.85 3-Sep-99 1.00 570.85 570.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,430.01 3-Sep-99 1.00 15,430.01 15,430.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,925.80 3-Sep-99 1.00 20,925.80 20,925.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 416,272.94 3-Sep-99 1.00 416,272.94 416,272.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 291,218.89 3-Sep-99 1.00 291,218.89 291,218.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,608.64 3-Sep-99 1.00 15,608.64 15,608.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 53.70 3-Sep-99 1.00 53.70 53.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 714.24 3-Sep-99 1.00 714.24 714.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21.87 3-Sep-99 1.00 21.87 21.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21.93 3-Sep-99 1.00 21.93 21.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 518.13 3-Sep-99 1.00 518.13 518.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57.98 3-Sep-99 1.00 57.98 57.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 63.58 3-Sep-99 1.00 63.58 63.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 3-Sep-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 35.57 3-Sep-99 1.00 35.57 35.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3.60 3-Sep-99 1.00 3.60 3.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 27.83 3-Sep-99 1.00 27.83 27.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 84.18 3-Sep-99 1.00 84.18 84.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 3-Sep-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.32 3-Sep-99 1.00 1.32 1.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 212.49 3-Sep-99 1.00 212.49 212.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14.67 7-Sep-99 1.00 14.67 14.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 297,952.24 7-Sep-99 1.00 297,952.24 297,952.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,279,593.90 7-Sep-99 1.00 2,279,593.90 2,279,593.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 157,690.27 7-Sep-99 1.00 157,690.27 157,690.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 715,762.43 7-Sep-99 1.00 715,762.43 715,762.43 0.00
Page 62 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
COLTV SHORT TERM INVT FD CUSIP: 195998B16 387,142.67 7-Sep-99 1.00 387,142.67 387,142.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 316,399.33 7-Sep-99 1.00 316,399.33 316,399.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 47,075.33 7-Sep-99 1.00 47,075.33 47,075.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100,296.84 7-Sep-99 1.00 100,296.84 100,296.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 61,800.04 7-Sep-99 1.00 61,800.04 61,800.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.89 7-Sep-99 1.00 0.89 0.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 251,139.35 7-Sep-99 1.00 251,139.35 251,139.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.23 7-Sep-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,177.41 7-Sep-99 1.00 10,177.41 10,177.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,801.67 7-Sep-99 1.00 6,801.67 6,801.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.68 7-Sep-99 1.00 0.68 0.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,288.00 8-Sep-99 1.00 2,288.00 2,288.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 511,074.90 8-Sep-99 1.00 511,074.90 511,074.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,613.12 8-Sep-99 1.00 96,613.12 96,613.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 68,702.59 8-Sep-99 1.00 68,702.59 68,702.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 265.54 8-Sep-99 1.00 265.54 265.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 531.10 8-Sep-99 1.00 531.10 531.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 531.10 8-Sep-99 1.00 531.10 531.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,327.75 8-Sep-99 1.00 1,327.75 1,327.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 39,462.54 8-Sep-99 1.00 39,462.54 39,462.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,872.40 8-Sep-99 1.00 44,872.40 44,872.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,000.00 9-Sep-99 1.00 8,000.00 8,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 265,942.00 9-Sep-99 1.00 265,942.00 265,942.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 391,700.47 9-Sep-99 1.00 391,700.47 391,700.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 499,125.79 9-Sep-99 1.00 499,125.79 499,125.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 9-Sep-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 262,840.41 9-Sep-99 1.00 262,840.41 262,840.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 36,674.00 10-Sep-99 1.00 36,674.00 36,674.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 130,410.96 10-Sep-99 1.00 130,410.96 130,410.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 789,398.64 10-Sep-99 1.00 789,398.64 789,398.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 691,506.47 10-Sep-99 1.00 691,506.47 691,506.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 299,861.86 10-Sep-99 1.00 299,861.86 299,861.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 488,460.78 10-Sep-99 1.00 488,460.78 488,460.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 234,404.27 10-Sep-99 1.00 234,404.27 234,404.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,072,451.02 10-Sep-99 1.00 3,072,451.02 3,072,451.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.67 10-Sep-99 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 415,117.37 10-Sep-99 1.00 415,117.37 415,117.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 63,204.73 10-Sep-99 1.00 63,204.73 63,204.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 10-Sep-99 1.00 0.71 0.71 0.00
Page 63 of 168
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
