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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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