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
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 1 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 2 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 3 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 4 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 5 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 6 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 7 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 8 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 9 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 10 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 11 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 12 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 13 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 14 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 15 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 16 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 17 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 18 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 19 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 20 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 21 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 22 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 23 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 24 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 25 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 26 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 27 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 28 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 29 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 30 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 31 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 32 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 33 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 34 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 35 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 36 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 37 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 38 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 39 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 40 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 41 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 42 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 43 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 44 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
- 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
</TABLE>
Page 45 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 46 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 47 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 48 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 49 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 50 of 126
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 51 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 52 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 53 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 54 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 55 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 56 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 57 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 58 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 59 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 60 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 61 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 62 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 63 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 64 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 65 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 66 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 67 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 68 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 69 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 70 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 71 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 72 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 73 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 74 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 75 of 126
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 76 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 77 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 78 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 79 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 80 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 81 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 82 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 83 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 84 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 85 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 86 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 87 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 88 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 89 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 90 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 91 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 92 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 93 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 94 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 95 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 96 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 97 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 98 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 99 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 100 of 126
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 101 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 102 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 103 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 104 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 105 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 106 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 107 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 108 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 109 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 110 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 111 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 112 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 113 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 114 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 115 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 116 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 117 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 118 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 119 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 120 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 121 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
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
</TABLE>
Page 122 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
(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
</TABLE>
Page 123 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
(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
</TABLE>
Page 124 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
(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
</TABLE>
Page 125 of 126
<PAGE>
<TABLE>
<CAPTION>
Market Value Cost Shares Category Decription
------------ ---- ------ -------- ----------
<S> <C> <C> <C> <C>
(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
</TABLE>
Page 126 of 126
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 1 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 2 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 3 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 4 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 5 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 6 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 7 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 8 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 9 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 10 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 11 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 12 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 13 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 14 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 15 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 16 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 17 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 18 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 19 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 20 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 21 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 22 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 23 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 24 of 25
<PAGE>
<TABLE>
<CAPTION>
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
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
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
</TABLE>
Page 25 of 25
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
U.S. Government Securities
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
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
------------------------------------------------------------------------------------------------------------------------------------
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
=======================================================================================================================
U.S. Government Securities
=======================================================================================================================
<S> <C> <C> <C>
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
-----------------------------------------------------------------------------------------------------------------------
</TABLE>
Page 1 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
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
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
-----------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C>
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
</TABLE>
Page 2 of 37
<PAGE>
<TABLE>
<CAPTION>
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
&&& 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
</TABLE>
Page 3 of 37
<PAGE>
<TABLE>
<CAPTION>
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
&&& 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
</TABLE>
Page 4 of 37
<PAGE>
<TABLE>
<CAPTION>
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
&&& 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
</TABLE>
Page 5 of 37
<PAGE>
<TABLE>
<CAPTION>
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
&&& 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
</TABLE>
Page 6 of 37
<PAGE>
<TABLE>
<CAPTION>
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
&&& 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
</TABLE>
Page 7 of 37
<PAGE>
<TABLE>
<CAPTION>
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
&&& 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
</TABLE>
Page 8 of 37
<PAGE>
<TABLE>
<CAPTION>
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
&&& 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
</TABLE>
Page 9 of 37
<PAGE>
<TABLE>
<CAPTION>
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
&&& 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
</TABLE>
Page 10 of 37
<PAGE>
<TABLE>
<CAPTION>
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
&&& 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
</TABLE>
Page 11 of 37
<PAGE>
<TABLE>
<CAPTION>
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
&&& 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
</TABLE>
Page 12 of 37
<PAGE>
<TABLE>
<CAPTION>
Current Net
Security Description Shares/ Purchase Sale Value on Gain/
/ Asset ID Security ID Par Value Date Price Price Cost Transaction Date Loss
===============================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
&&& 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
</TABLE>
Page 13 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
&&& 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
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
&&& 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
</TABLE>
Page 14 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
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
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
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
</TABLE>
Page 15 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
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
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
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
</TABLE>
Page 16 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
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
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
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
</TABLE>
Page 17 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
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
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
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
</TABLE>
Page 18 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
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
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
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
</TABLE>
Page 19 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
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
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
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
</TABLE>
Page 20 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
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
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
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
</TABLE>
Page 21 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
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
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
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
</TABLE>
Page 22 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
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
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
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
</TABLE>
Page 23 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
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
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
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
</TABLE>
Page 24 of 37
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
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
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
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
</TABLE>
Page 25 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
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
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
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
</TABLE>
Page 26 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
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
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
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
</TABLE>
Page 27 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 500,841.83 8/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 334,213.27 8/31/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 104,624.75 9/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 663,545.99 9/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 204,104.85 9/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 151,310.20 9/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 100,761.27 9/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 321,848.03 9/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 246,197.20 9/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 224,906.92 9/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 221,149.53 9/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 254,814.16 9/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 63,908.82 9/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 338,182.03 9/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 448,292.26 9/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 85,139.04 9/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 22,789.17 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 2.72 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 88.09 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 86.20 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 7,101.39 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 11.26 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 26.82 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 250,000.00 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 159.45 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 55.69 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 1,200.00 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 2,777.29 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 3.50 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 0.30 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 101,500.00 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 12.33 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 0.29 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 90.72 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 248,674.00 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 40,681.11 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 5.16 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 100,000.00 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 101.93 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 21.79 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 29,996.92 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 6,381.03 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 5.69 9/21/99 1.00
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD 500,841.83 500,841.83 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 334,213.27 334,213.27 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 104,624.75 104,624.75 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 663,545.99 663,545.99 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 204,104.85 204,104.85 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 151,310.20 151,310.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 100,761.27 100,761.27 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 321,848.03 321,848.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 246,197.20 246,197.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 224,906.92 224,906.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 221,149.53 221,149.53 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 254,814.16 254,814.16 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 63,908.82 63,908.82 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 338,182.03 338,182.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 448,292.26 448,292.26 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 85,139.04 85,139.04 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 22,789.17 22,789.17 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 2.72 2.72 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 88.09 88.09 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 86.20 86.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 7,101.39 7,101.39 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 11.26 11.26 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 26.82 26.82 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 250,000.00 250,000.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 159.45 159.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 55.69 55.69 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 1,200.00 1,200.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 2,777.29 2,777.29 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 3.50 3.50 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 0.30 0.30 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 101,500.00 101,500.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 12.33 12.33 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 0.29 0.29 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 90.72 90.72 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 248,674.00 248,674.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 40,681.11 40,681.11 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 5.16 5.16 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 100,000.00 100,000.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 101.93 101.93 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 21.79 21.79 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 29,996.92 29,996.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 6,381.03 6,381.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 5.69 5.69 0.00
</TABLE>
Page 28 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 8.28 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 16,282.24 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 248,574.60 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 132,402.35 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 177.59 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 29.67 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 6.30 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 60,014.23 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 50,000.00 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 44.63 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 9,385.15 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 109.28 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 34.81 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 51.84 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 195,524.22 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 30,000.00 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 18.41 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 1,870.72 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 22.50 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 2.84 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 175,116.24 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 448,566.98 9/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 1,139,236.51 9/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 298,068.70 9/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 192,453.23 9/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 256,264.19 9/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 462,510.61 9/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 323,426.21 10/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 256,082.95 10/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 152,373.10 10/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 282,684.44 10/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 133,315.35 10/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 256,197.17 10/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 318,905.54 10/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 131,368.66 10/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 383,866.71 10/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 420,377.16 10/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 70,702.41 10/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 488,446.19 10/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 268,038.25 10/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 204,844.21 10/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 233,441.11 10/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 164,150.04 10/22/99 1.00
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD 8.28 8.28 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 16,282.24 16,282.24 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 248,574.60 248,574.60 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 132,402.35 132,402.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 177.59 177.59 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 29.67 29.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 6.30 6.30 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 60,014.23 60,014.23 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 50,000.00 50,000.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 44.63 44.63 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 9,385.15 9,385.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 109.28 109.28 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 34.81 34.81 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 51.84 51.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 195,524.22 195,524.22 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 30,000.00 30,000.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 18.41 18.41 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 1,870.72 1,870.72 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 22.50 22.50 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 2.84 2.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 175,116.24 175,116.24 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 448,566.98 448,566.98 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 1,139,236.51 1,139,236.51 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 298,068.70 298,068.70 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 192,453.23 192,453.23 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 256,264.19 256,264.19 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 462,510.61 462,510.61 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 323,426.21 323,426.21 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 256,082.95 256,082.95 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 152,373.10 152,373.10 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 282,684.44 282,684.44 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 133,315.35 133,315.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 256,197.17 256,197.17 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 318,905.54 318,905.54 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 131,368.66 131,368.66 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 383,866.71 383,866.71 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 420,377.16 420,377.16 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 70,702.41 70,702.41 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 488,446.19 488,446.19 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 268,038.25 268,038.25 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 204,844.21 204,844.21 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 233,441.11 233,441.11 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 164,150.04 164,150.04 0.00
</TABLE>
Page 29 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 52,940.70 10/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 434,908.71 10/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 126,597.33 10/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 211,476.09 10/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 20,453.84 10/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 335,775.75 11/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 490,594.71 11/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 347,778.99 11/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 292,337.42 11/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 351,536.62 11/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 208,865.91 11/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 709,397.09 11/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 313,890.53 11/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 351,857.39 11/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 995,585.06 11/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 73,752.63 11/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 174,447.77 11/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 471,919.69 11/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 465,191.88 11/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 528,111.83 11/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 363,320.95 11/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 283,435.57 11/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 523,852.38 11/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 607,958.50 11/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 439,240.23 11/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 463,090.76 11/30/99 1.00
------------------------------------------------------------------------------------------------------------------------------------
Total number of purchases = 310
====================================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (22.96) 12/1/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (320,811.76) 12/1/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (263,855.14) 12/1/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (89,939.97) 12/2/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (89,939.97) 12/2/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (89,939.97) 12/2/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (370,761.80) 12/3/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (143,165.45) 12/4/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (741,388.75) 12/4/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (142,511.49) 12/7/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (189,545.95) 12/8/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (86,283.63) 12/9/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (125,204.78) 12/10/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (213,784.92) 12/11/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (161,727.12) 12/14/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (138,302.32) 12/15/98 1.00
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD 52,940.70 52,940.70 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 434,908.71 434,908.71 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 126,597.33 126,597.33 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 211,476.09 211,476.09 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 20,453.84 20,453.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 335,775.75 335,775.75 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 490,594.71 490,594.71 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 347,778.99 347,778.99 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 292,337.42 292,337.42 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 351,536.62 351,536.62 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 208,865.91 208,865.91 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 709,397.09 709,397.09 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 313,890.53 313,890.53 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 351,857.39 351,857.39 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 995,585.06 995,585.06 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 73,752.63 73,752.63 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 174,447.77 174,447.77 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 471,919.69 471,919.69 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 465,191.88 465,191.88 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 528,111.83 528,111.83 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 363,320.95 363,320.95 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 283,435.57 283,435.57 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 523,852.38 523,852.38 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 607,958.50 607,958.50 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 439,240.23 439,240.23 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 463,090.76 463,090.76 0.00
--------------------------------------------------------------------------------------------------------------------------
Total number of purchases = 310 91,999,343.50 91,999,343.50
==========================================================================================================================
MFO SCHWAB FAMILY FD MONEY MKT FD 22.96 22.96 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 320,811.76 320,811.76 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 263,855.14 263,855.14 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 89,939.97 89,939.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 89,939.97 89,939.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 89,939.97 89,939.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 370,761.80 370,761.80 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 143,165.45 143,165.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 741,388.75 741,388.75 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 142,511.49 142,511.49 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 189,545.95 189,545.95 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 86,283.63 86,283.63 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 125,204.78 125,204.78 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 213,784.92 213,784.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 161,727.12 161,727.12 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 138,302.32 138,302.32 0.00
</TABLE>
Page 30 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (254,417.98) 12/16/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (392,320.65) 12/17/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (387,378.02) 12/18/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (145,187.69) 12/21/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (114,425.24) 12/22/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (392,785.73) 12/23/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (515,589.19) 12/24/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (180,732.73) 12/28/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (281,884.25) 12/29/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (48,826.07) 12/30/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (264,924.67) 12/31/98 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (224,942.16) 1/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (219,378.36) 1/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (59,973.64) 1/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (366,733.01) 1/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (133,520.97) 1/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (269,107.60) 1/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (282,327.56) 1/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (574,659.00) 1/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (204,873.49) 1/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (424,896.44) 1/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (501,918.91) 1/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (426,554.98) 1/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (217,102.28) 1/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (243,035.97) 1/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (554,038.87) 1/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (341,860.11) 1/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (332,318.67) 1/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (199,402.67) 1/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (423,500.20) 1/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (99,734.45) 1/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (366,212.20) 2/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (105,691.61) 2/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (617,330.21) 2/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (209,744.14) 2/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (893,162.54) 2/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (186,772.08) 2/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (384,794.28) 2/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (410,546.84) 2/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (315,570.06) 2/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (190,847.41) 2/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (366,151.48) 2/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (230,051.42) 2/17/99 1.00
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD 254,417.98 254,417.98 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 392,320.65 392,320.65 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 387,378.02 387,378.02 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 145,187.69 145,187.69 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 114,425.24 114,425.24 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 392,785.73 392,785.73 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 515,589.19 515,589.19 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 180,732.73 180,732.73 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 281,884.25 281,884.25 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 48,826.07 48,826.07 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 264,924.67 264,924.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 224,942.16 224,942.16 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 219,378.36 219,378.36 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 59,973.64 59,973.64 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 366,733.01 366,733.01 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 133,520.97 133,520.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 269,107.60 269,107.60 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 282,327.56 282,327.56 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 574,659.00 574,659.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 204,873.49 204,873.49 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 424,896.44 424,896.44 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 501,918.91 501,918.91 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 426,554.98 426,554.98 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 217,102.28 217,102.28 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 243,035.97 243,035.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 554,038.87 554,038.87 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 341,860.11 341,860.11 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 332,318.67 332,318.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 199,402.67 199,402.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 423,500.20 423,500.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 99,734.45 99,734.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 366,212.20 366,212.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 105,691.61 105,691.61 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 617,330.21 617,330.21 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 209,744.14 209,744.14 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 893,162.54 893,162.54 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 186,772.08 186,772.08 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 384,794.28 384,794.28 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 410,546.84 410,546.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 315,570.06 315,570.06 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 190,847.41 190,847.41 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 366,151.48 366,151.48 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 230,051.42 230,051.42 0.00
</TABLE>
Page 31 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (286,413.41) 2/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (373,328.53) 2/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (406,219.01) 2/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (258,477.61) 2/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (342,520.92) 2/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (339,846.81) 2/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (93.64) 2/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (438,372.20) 2/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (296,659.60) 3/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (538,637.96) 3/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (417,470.21) 3/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (361,388.42) 3/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (537,433.45) 3/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (227,233.37) 3/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (227,470.15) 3/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (178,923.73) 3/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (253,421.88) 3/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (185,260.00) 3/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (241,752.23) 3/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (762,615.35) 3/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (381,679.59) 3/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (566,928.46) 3/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (117,253.03) 3/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (305,076.23) 3/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (146,489.22) 3/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (389,261.33) 3/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (549,114.10) 3/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (548,309.38) 3/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (682,512.55) 3/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (500,648.80) 3/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (556,494.64) 3/31/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (326,325.09) 4/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (410,654.51) 4/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (454,572.52) 4/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (348,297.94) 4/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (353,261.19) 4/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (245,317.31) 4/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (668,309.84) 4/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (502,699.42) 4/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (281,672.64) 4/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (349,420.78) 4/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (224,507.91) 4/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (347,197.44) 4/19/99 1.00
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD 286,413.41 286,413.41 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 373,328.53 373,328.53 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 406,219.01 406,219.01 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 258,477.61 258,477.61 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 342,520.92 342,520.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 339,846.81 339,846.81 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 93.64 93.64 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 438,372.20 438,372.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 296,659.60 296,659.60 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 538,637.96 538,637.96 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 417,470.21 417,470.21 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 361,388.42 361,388.42 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 537,433.45 537,433.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 227,233.37 227,233.37 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 227,470.15 227,470.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 178,923.73 178,923.73 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 253,421.88 253,421.88 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 185,260.00 185,260.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 241,752.23 241,752.23 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 762,615.35 762,615.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 381,679.59 381,679.59 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 566,928.46 566,928.46 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 117,253.03 117,253.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 305,076.23 305,076.23 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 146,489.22 146,489.22 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 389,261.33 389,261.33 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 549,114.10 549,114.10 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 548,309.38 548,309.38 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 682,512.55 682,512.55 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 500,648.80 500,648.80 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 556,494.64 556,494.64 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 326,325.09 326,325.09 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 410,654.51 410,654.51 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 454,572.52 454,572.52 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 348,297.94 348,297.94 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 353,261.19 353,261.19 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 245,317.31 245,317.31 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 668,309.84 668,309.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 502,699.42 502,699.42 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 281,672.64 281,672.64 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 349,420.78 349,420.78 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 224,507.91 224,507.91 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 347,197.44 347,197.44 0.00
</TABLE>
Page 32 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (433,237.44) 4/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (590,663.48) 4/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (935,781.34) 4/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (206,588.92) 4/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (532,119.46) 4/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (301,467.34) 4/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (532,916.14) 4/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (152,824.79) 4/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (236,233.70) 4/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (215,109.45) 5/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (195,444.94) 5/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (528,702.15) 5/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (719,652.77) 5/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (520,878.61) 5/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (294,408.45) 5/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (555,160.48) 5/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (268,164.48) 5/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (779,154.47) 5/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (416,574.33) 5/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (320,896.56) 5/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (460,028.15) 5/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (559,490.70) 5/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (120,143.80) 5/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (368,414.34) 5/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (523,287.06) 5/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (768,538.20) 5/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (292,239.63) 5/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (377,944.29) 5/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (477,314.67) 5/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (724,263.94) 6/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (298,001.93) 6/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (183,634.76) 6/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (315,260.13) 6/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (306,754.44) 6/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (270,009.79) 6/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (457,629.47) 6/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (146,587.80) 6/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (101,137.09) 6/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (272,915.59) 6/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (403,430.29) 6/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (244,124.71) 6/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (387,679.89) 6/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (228,531.38) 6/18/99 1.00
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD 433,237.44 433,237.44 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 590,663.48 590,663.48 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 935,781.34 935,781.34 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 206,588.92 206,588.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 532,119.46 532,119.46 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 301,467.34 301,467.34 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 532,916.14 532,916.14 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 152,824.79 152,824.79 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 236,233.70 236,233.70 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 215,109.45 215,109.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 195,444.94 195,444.94 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 528,702.15 528,702.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 719,652.77 719,652.77 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 520,878.61 520,878.61 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 294,408.45 294,408.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 555,160.48 555,160.48 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 268,164.48 268,164.48 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 779,154.47 779,154.47 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 416,574.33 416,574.33 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 320,896.56 320,896.56 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 460,028.15 460,028.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 559,490.70 559,490.70 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 120,143.80 120,143.80 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 368,414.34 368,414.34 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 523,287.06 523,287.06 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 768,538.20 768,538.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 292,239.63 292,239.63 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 377,944.29 377,944.29 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 477,314.67 477,314.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 724,263.94 724,263.94 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 298,001.93 298,001.93 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 183,634.76 183,634.76 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 315,260.13 315,260.13 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 306,754.44 306,754.44 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 270,009.79 270,009.79 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 457,629.47 457,629.47 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 146,587.80 146,587.80 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 101,137.09 101,137.09 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 272,915.59 272,915.59 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 403,430.29 403,430.29 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 244,124.71 244,124.71 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 387,679.89 387,679.89 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 228,531.38 228,531.38 0.00
</TABLE>
Page 33 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (308,922.21) 6/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (438,122.98) 6/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (483,950.07) 6/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (462,054.68) 6/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (284,465.46) 6/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (133,705.58) 6/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (360,758.31) 6/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (126,553.73) 6/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (223,383.11) 6/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (374,559.06) 7/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (197,874.90) 7/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (206,884.00) 7/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (380,999.36) 7/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (667,039.07) 7/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (413,297.81) 7/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (240,156.53) 7/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (244,599.13) 7/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (212,540.03) 7/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (138,719.92) 7/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (221,970.33) 7/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (224,152.34) 7/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (282,537.17) 7/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (481,603.57) 7/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (355,638.24) 7/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (296,663.56) 7/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (239,579.73) 7/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (504,334.45) 7/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (169,008.39) 7/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (530,506.50) 7/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (625,314.51) 7/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (129,708.07) 8/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (381,786.58) 8/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (331,009.51) 8/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (125,947.05) 8/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (438,094.67) 8/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (235,505.69) 8/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (308,717.11) 8/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (472,521.46) 8/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (959,613.97) 8/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (180,751.84) 8/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (250,067.64) 8/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (198,482.04) 8/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (606,489.93) 8/18/99 1.00
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD 308,922.21 308,922.21 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 438,122.98 438,122.98 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 483,950.07 483,950.07 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 462,054.68 462,054.68 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 284,465.46 284,465.46 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 133,705.58 133,705.58 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 360,758.31 360,758.31 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 126,553.73 126,553.73 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 223,383.11 223,383.11 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 374,559.06 374,559.06 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 197,874.90 197,874.90 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 206,884.00 206,884.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 380,999.36 380,999.36 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 667,039.07 667,039.07 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 413,297.81 413,297.81 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 240,156.53 240,156.53 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 244,599.13 244,599.13 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 212,540.03 212,540.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 138,719.92 138,719.92 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 221,970.33 221,970.33 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 224,152.34 224,152.34 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 282,537.17 282,537.17 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 481,603.57 481,603.57 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 355,638.24 355,638.24 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 296,663.56 296,663.56 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 239,579.73 239,579.73 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 504,334.45 504,334.45 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 169,008.39 169,008.39 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 530,506.50 530,506.50 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 625,314.51 625,314.51 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 129,708.07 129,708.07 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 381,786.58 381,786.58 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 331,009.51 331,009.51 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 125,947.05 125,947.05 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 438,094.67 438,094.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 235,505.69 235,505.69 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 308,717.11 308,717.11 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 472,521.46 472,521.46 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 959,613.97 959,613.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 180,751.84 180,751.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 250,067.64 250,067.64 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 198,482.04 198,482.04 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 606,489.93 606,489.93 0.00
</TABLE>
Page 34 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (210,216.71) 8/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (101,045.75) 8/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (245,580.15) 8/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (136,914.01) 8/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (65,881.64) 8/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (214,971.64) 8/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (264,780.78) 8/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (157,982.69) 8/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (326,485.29) 8/31/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (104,440.82) 9/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (165,217.98) 9/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (394,095.84) 9/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (164,020.55) 9/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (495,760.67) 9/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (156,600.58) 9/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (152,041.57) 9/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (158,227.36) 9/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (233,481.76) 9/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (143,469.07) 9/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (434,600.13) 9/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (185,468.34) 9/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (128,022.57) 9/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (200,134.10) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (50,025.35) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (3,933.50) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (101,500.00) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (248,674.00) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (40,681.11) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (6,147.95) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (16,282.24) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (99,267.46) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (15,436.20) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (5,733.08) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (6,537.00) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (56,003.66) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (8,091.15) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (4,304.95) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (5,203.66) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (3,186.20) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (3,354.00) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (6,382.27) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (4,911.20) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (2,027.95) 9/21/99 1.00
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD 210,216.71 210,216.71 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 101,045.75 101,045.75 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 245,580.15 245,580.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 136,914.01 136,914.01 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 65,881.64 65,881.64 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 214,971.64 214,971.64 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 264,780.78 264,780.78 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 157,982.69 157,982.69 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 326,485.29 326,485.29 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 104,440.82 104,440.82 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 165,217.98 165,217.98 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 394,095.84 394,095.84 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 164,020.55 164,020.55 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 495,760.67 495,760.67 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 156,600.58 156,600.58 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 152,041.57 152,041.57 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 158,227.36 158,227.36 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 233,481.76 233,481.76 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 143,469.07 143,469.07 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 434,600.13 434,600.13 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 185,468.34 185,468.34 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 128,022.57 128,022.57 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 200,134.10 200,134.10 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 50,025.35 50,025.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 3,933.50 3,933.50 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 101,500.00 101,500.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 248,674.00 248,674.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 40,681.11 40,681.11 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 6,147.95 6,147.95 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 16,282.24 16,282.24 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 99,267.46 99,267.46 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 15,436.20 15,436.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 5,733.08 5,733.08 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 6,537.00 6,537.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 56,003.66 56,003.66 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 8,091.15 8,091.15 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 4,304.95 4,304.95 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 5,203.66 5,203.66 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 3,186.20 3,186.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 3,354.00 3,354.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 6,382.27 6,382.27 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 4,911.20 4,911.20 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 2,027.95 2,027.95 0.00
</TABLE>
Page 35 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (198,592.03) 9/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (29,684.91) 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (333.50) 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (132,402.35) 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (132,402.35) 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (325,172.35) 9/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (198,459.12) 9/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (164,757.79) 9/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (189,516.80) 9/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (292,128.12) 9/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (408,097.95) 9/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (422,187.65) 9/30/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (301,947.68) 10/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (367,690.90) 10/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (228,886.05) 10/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (131,271.03) 10/6/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (304,397.72) 10/7/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (537,113.38) 10/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (2,823.00) 10/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (303,469.51) 10/12/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (337,140.00) 10/13/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (531,987.50) 10/14/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (147,156.78) 10/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (184,973.96) 10/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (447,849.35) 10/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (347,530.00) 10/20/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (399,039.36) 10/21/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (386,464.69) 10/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (392,267.66) 10/25/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (406,495.71) 10/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (148,568.97) 10/27/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (152,181.77) 10/28/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (217,827.19) 10/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (337,816.17) 11/1/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (264,665.41) 11/2/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (180,713.38) 11/3/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (313,646.25) 11/4/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (227,986.87) 11/5/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (147,284.26) 11/8/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (336,268.80) 11/9/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (370,185.96) 11/10/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (25,834.09) 11/11/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (282,902.38) 11/12/99 1.00
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD 198,592.03 198,592.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 29,684.91 29,684.91 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 333.50 333.50 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 132,402.35 132,402.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 132,402.35 132,402.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 325,172.35 325,172.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 198,459.12 198,459.12 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 164,757.79 164,757.79 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 189,516.80 189,516.80 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 292,128.12 292,128.12 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 408,097.95 408,097.95 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 422,187.65 422,187.65 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 301,947.68 301,947.68 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 367,690.90 367,690.90 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 228,886.05 228,886.05 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 131,271.03 131,271.03 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 304,397.72 304,397.72 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 537,113.38 537,113.38 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 2,823.00 2,823.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 303,469.51 303,469.51 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 337,140.00 337,140.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 531,987.50 531,987.50 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 147,156.78 147,156.78 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 184,973.96 184,973.96 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 447,849.35 447,849.35 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 347,530.00 347,530.00 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 399,039.36 399,039.36 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 386,464.69 386,464.69 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 392,267.66 392,267.66 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 406,495.71 406,495.71 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 148,568.97 148,568.97 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 152,181.77 152,181.77 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 217,827.19 217,827.19 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 337,816.17 337,816.17 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 264,665.41 264,665.41 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 180,713.38 180,713.38 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 313,646.25 313,646.25 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 227,986.87 227,986.87 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 147,284.26 147,284.26 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 336,268.80 336,268.80 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 370,185.96 370,185.96 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 25,834.09 25,834.09 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 282,902.38 282,902.38 0.00
</TABLE>
Page 36 of 37
<PAGE>
<TABLE>
<CAPTION>
Shares/ Purchase Sale
Security Description / Asset ID Security ID Par Value Date Price Price
====================================================================================================================================
<S> <C> <C> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (878,823.82) 11/15/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (750,995.55) 11/16/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (605,591.18) 11/17/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (1,650,296.04) 11/18/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (617,948.26) 11/19/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (532,115.62) 11/22/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (314,524.47) 11/23/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (225,153.55) 11/24/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (341,934.17) 11/26/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (147,348.78) 11/29/99 1.00
MFO SCHWAB FAMILY FD MONEY MKT FD C808515100 (530,984.67) 11/30/99 1.00
------------------------------------------------------------------------------------------------------------------------------------
Total number of sales = 285
====================================================================================================================================
Total MFO SCHWAB FAMILY FD MONEY MKT FD
====================================================================================================================================
<CAPTION>
Current
Value on Net
Security Description / Asset ID Cost Transaction Date Gain/Loss
==========================================================================================================================
<S> <C> <C> <C>
MFO SCHWAB FAMILY FD MONEY MKT FD 878,823.82 878,823.82 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 750,995.55 750,995.55 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 605,591.18 605,591.18 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 1,650,296.04 1,650,296.04 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 617,948.26 617,948.26 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 532,115.62 532,115.62 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 314,524.47 314,524.47 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 225,153.55 225,153.55 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 341,934.17 341,934.17 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 147,348.78 147,348.78 0.00
MFO SCHWAB FAMILY FD MONEY MKT FD 530,984.67 530,984.67 0.00
--------------------------------------------------------------------------------------------------------------------------
Total number of sales = 285 87,304,845.59 87,304,845.59 0.00
==========================================================================================================================
Total MFO SCHWAB FAMILY FD MONEY MKT FD 179,304,189.09 179,304,189.09 0.00
==========================================================================================================================
</TABLE>
Page 37 of 37
<TABLE>
<CAPTION>
SCHEDULE OF REPORTABLE 5% TRANSACTIONS - ITEM 27D
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 969,495.57 1-Dec-98 1.00 969,495.57 969,495.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,015.00 1-Dec-98 1.00 44,015.00 44,015.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 420,552.12 1-Dec-98 1.00 420,552.12 420,552.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 524,020.71 1-Dec-98 1.00 524,020.71 524,020.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 40,803.00 1-Dec-98 1.00 40,803.00 40,803.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 570,687.66 1-Dec-98 1.00 570,687.66 570,687.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,576.18 1-Dec-98 1.00 4,576.18 4,576.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 23.76 1-Dec-98 1.00 23.76 23.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 596.92 1-Dec-98 1.00 596.92 596.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 223.80 1-Dec-98 1.00 223.80 223.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 355.04 1-Dec-98 1.00 355.04 355.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 518.51 1-Dec-98 1.00 518.51 518.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.24 1-Dec-98 1.00 0.24 0.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 1-Dec-98 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 344.35 1-Dec-98 1.00 344.35 344.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 613.83 1-Dec-98 1.00 613.83 613.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 1-Dec-98 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 539.62 1-Dec-98 1.00 539.62 539.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 260.36 1-Dec-98 1.00 260.36 260.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,097.22 1-Dec-98 1.00 1,097.22 1,097.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 232.80 1-Dec-98 1.00 232.80 232.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 170.27 1-Dec-98 1.00 170.27 170.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 409.10 1-Dec-98 1.00 409.10 409.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,562.30 1-Dec-98 1.00 44,562.30 44,562.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,372.53 1-Dec-98 1.00 10,372.53 10,372.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 443.60 1-Dec-98 1.00 443.60 443.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 278,223.46 2-Dec-98 1.00 278,223.46 278,223.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,446,602.43 2-Dec-98 1.00 1,446,602.43 1,446,602.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 205,772.82 2-Dec-98 1.00 205,772.82 205,772.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,048,950.70 2-Dec-98 1.00 2,048,950.70 2,048,950.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 33,861.95 2-Dec-98 1.00 33,861.95 33,861.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,275.70 2-Dec-98 1.00 3,275.70 3,275.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65,629.42 2-Dec-98 1.00 65,629.42 65,629.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 559,904.80 2-Dec-98 1.00 559,904.80 559,904.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 108,993.41 2-Dec-98 1.00 108,993.41 108,993.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100,718.27 2-Dec-98 1.00 100,718.27 100,718.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 2-Dec-98 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 2-Dec-98 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.45 2-Dec-98 1.00 0.45 0.45 0.00
</TABLE>
Page 1 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,113.32 2-Dec-98 1.00 10,113.32 10,113.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 145,132.31 2-Dec-98 1.00 145,132.31 145,132.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,440.00 2-Dec-98 1.00 1,440.00 1,440.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,030,253.13 3-Dec-98 1.00 3,030,253.13 3,030,253.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 152,944.03 3-Dec-98 1.00 152,944.03 152,944.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 212,287.52 3-Dec-98 1.00 212,287.52 212,287.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 463,651.08 3-Dec-98 1.00 463,651.08 463,651.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 220,088.94 3-Dec-98 1.00 220,088.94 220,088.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,104.20 3-Dec-98 1.00 3,104.20 3,104.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 32,792.45 3-Dec-98 1.00 32,792.45 32,792.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55.46 3-Dec-98 1.00 55.46 55.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 74.83 3-Dec-98 1.00 74.83 74.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 101.38 3-Dec-98 1.00 101.38 101.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.21 3-Dec-98 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5.75 3-Dec-98 1.00 5.75 5.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 3-Dec-98 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5.22 3-Dec-98 1.00 5.22 5.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 69.71 3-Dec-98 1.00 69.71 69.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 45.12 3-Dec-98 1.00 45.12 45.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16.13 3-Dec-98 1.00 16.13 16.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3.63 3-Dec-98 1.00 3.63 3.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,526.25 3-Dec-98 1.00 7,526.25 7,526.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 67.31 3-Dec-98 1.00 67.31 67.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 955.82 3-Dec-98 1.00 955.82 955.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5.86 3-Dec-98 1.00 5.86 5.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 159,276.00 3-Dec-98 1.00 159,276.00 159,276.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,065,573.70 3-Dec-98 1.00 3,065,573.70 3,065,573.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 85.33 3-Dec-98 1.00 85.33 85.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,185,000.43 4-Dec-98 1.00 3,185,000.43 3,185,000.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 274,455.48 4-Dec-98 1.00 274,455.48 274,455.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 316,583.59 4-Dec-98 1.00 316,583.59 316,583.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 46,975.40 4-Dec-98 1.00 46,975.40 46,975.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 219,533.20 4-Dec-98 1.00 219,533.20 219,533.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 671,281.07 4-Dec-98 1.00 671,281.07 671,281.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,037,621.65 4-Dec-98 1.00 1,037,621.65 1,037,621.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 4-Dec-98 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 4-Dec-98 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,398.75 4-Dec-98 1.00 4,398.75 4,398.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 149,654.84 4-Dec-98 1.00 149,654.84 149,654.84 0.00
</TABLE>
Page 2 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,325.00 7-Dec-98 1.00 10,325.00 10,325.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,675,350.26 7-Dec-98 1.00 1,675,350.26 1,675,350.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 106,488.82 7-Dec-98 1.00 106,488.82 106,488.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,034,356.76 7-Dec-98 1.00 1,034,356.76 1,034,356.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 374,966.90 7-Dec-98 1.00 374,966.90 374,966.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 698.70 7-Dec-98 1.00 698.70 698.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 7-Dec-98 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 7-Dec-98 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 99,937.30 7-Dec-98 1.00 99,937.30 99,937.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,454.90 7-Dec-98 1.00 4,454.90 4,454.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 92,463.83 8-Dec-98 1.00 92,463.83 92,463.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,184.31 8-Dec-98 1.00 3,184.31 3,184.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,780,054.09 8-Dec-98 1.00 1,780,054.09 1,780,054.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 486,040.92 8-Dec-98 1.00 486,040.92 486,040.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 296,056.02 8-Dec-98 1.00 296,056.02 296,056.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,599,497.05 8-Dec-98 1.00 1,599,497.05 1,599,497.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 105,056.95 8-Dec-98 1.00 105,056.95 105,056.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 8-Dec-98 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.67 8-Dec-98 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 8-Dec-98 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 526,013.07 8-Dec-98 1.00 526,013.07 526,013.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 779,841.09 8-Dec-98 1.00 779,841.09 779,841.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 155,551.86 9-Dec-98 1.00 155,551.86 155,551.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,440.00 9-Dec-98 1.00 1,440.00 1,440.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,553,400.05 9-Dec-98 1.00 1,553,400.05 1,553,400.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 380,729.81 9-Dec-98 1.00 380,729.81 380,729.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 325,466.29 9-Dec-98 1.00 325,466.29 325,466.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 846,094.72 9-Dec-98 1.00 846,094.72 846,094.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 97,635.76 9-Dec-98 1.00 97,635.76 97,635.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 9-Dec-98 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 9-Dec-98 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 9-Dec-98 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 343,663.18 9-Dec-98 1.00 343,663.18 343,663.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 357,100.64 9-Dec-98 1.00 357,100.64 357,100.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 22,569.17 10-Dec-98 1.00 22,569.17 22,569.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,789.50 10-Dec-98 1.00 44,789.50 44,789.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,805.50 10-Dec-98 1.00 15,805.50 15,805.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 403,853.66 10-Dec-98 1.00 403,853.66 403,853.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 662,717.18 10-Dec-98 1.00 662,717.18 662,717.18 0.00
</TABLE>
Page 3 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 168,730.10 10-Dec-98 1.00 168,730.10 168,730.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 152,622.74 10-Dec-98 1.00 152,622.74 152,622.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 284,693.75 10-Dec-98 1.00 284,693.75 284,693.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 51,079.43 10-Dec-98 1.00 51,079.43 51,079.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 39,808.42 10-Dec-98 1.00 39,808.42 39,808.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,243.50 10-Dec-98 1.00 20,243.50 20,243.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62,374.89 11-Dec-98 1.00 62,374.89 62,374.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 59,376.05 11-Dec-98 1.00 59,376.05 59,376.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100,852.07 11-Dec-98 1.00 100,852.07 100,852.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 270,141.47 11-Dec-98 1.00 270,141.47 270,141.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 11-Dec-98 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.64 11-Dec-98 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 106,101.70 11-Dec-98 1.00 106,101.70 106,101.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,000.00 11-Dec-98 1.00 50,000.00 50,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,627.00 11-Dec-98 1.00 2,627.00 2,627.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 458,541.95 14-Dec-98 1.00 458,541.95 458,541.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 615,623.31 14-Dec-98 1.00 615,623.31 615,623.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 476,034.86 14-Dec-98 1.00 476,034.86 476,034.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,025.30 14-Dec-98 1.00 20,025.30 20,025.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.59 14-Dec-98 1.00 0.59 0.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.50 14-Dec-98 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,685.00 14-Dec-98 1.00 10,685.00 10,685.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 170,635.79 15-Dec-98 1.00 170,635.79 170,635.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,536.88 15-Dec-98 1.00 16,536.88 16,536.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 986,384.04 15-Dec-98 1.00 986,384.04 986,384.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.68 15-Dec-98 1.00 0.68 0.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 15-Dec-98 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 821,070.52 15-Dec-98 1.00 821,070.52 821,070.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 275,029.87 16-Dec-98 1.00 275,029.87 275,029.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 84,360.00 16-Dec-98 1.00 84,360.00 84,360.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,537.90 16-Dec-98 1.00 3,537.90 3,537.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,979,078.02 16-Dec-98 1.00 1,979,078.02 1,979,078.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 117,569.42 16-Dec-98 1.00 117,569.42 117,569.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 708,695.52 16-Dec-98 1.00 708,695.52 708,695.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 49,208.71 16-Dec-98 1.00 49,208.71 49,208.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,947,574.22 16-Dec-98 1.00 1,947,574.22 1,947,574.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 382,555.20 16-Dec-98 1.00 382,555.20 382,555.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 16-Dec-98 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 820.42 16-Dec-98 1.00 820.42 820.42 0.00
</TABLE>
Page 4 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 748.39 16-Dec-98 1.00 748.39 748.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.63 16-Dec-98 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 297,130.90 16-Dec-98 1.00 297,130.90 297,130.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 361,792.15 16-Dec-98 1.00 361,792.15 361,792.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 512.78 17-Dec-98 1.00 512.78 512.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 512,386.58 17-Dec-98 1.00 512,386.58 512,386.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 76,174.68 17-Dec-98 1.00 76,174.68 76,174.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,750.38 17-Dec-98 1.00 1,750.38 1,750.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 209.69 17-Dec-98 1.00 209.69 209.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 17-Dec-98 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7.87 17-Dec-98 1.00 7.87 7.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 141.36 17-Dec-98 1.00 141.36 141.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.59 17-Dec-98 1.00 0.59 0.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65.53 17-Dec-98 1.00 65.53 65.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20.96 17-Dec-98 1.00 20.96 20.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.44 17-Dec-98 1.00 52.44 52.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.43 17-Dec-98 1.00 52.43 52.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 131.06 17-Dec-98 1.00 131.06 131.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 752.22 17-Dec-98 1.00 752.22 752.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 17-Dec-98 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 549.02 17-Dec-98 1.00 549.02 549.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 69.20 17-Dec-98 1.00 69.20 69.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 98,858.22 17-Dec-98 1.00 98,858.22 98,858.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 125.41 17-Dec-98 1.00 125.41 125.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 105,348.57 18-Dec-98 1.00 105,348.57 105,348.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,070.00 18-Dec-98 1.00 1,070.00 1,070.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,332,421.46 18-Dec-98 1.00 2,332,421.46 2,332,421.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,319,416.30 18-Dec-98 1.00 1,319,416.30 1,319,416.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,058,285.98 18-Dec-98 1.00 1,058,285.98 1,058,285.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,503.29 18-Dec-98 1.00 13,503.29 13,503.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 160,934.39 18-Dec-98 1.00 160,934.39 160,934.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,557.90 18-Dec-98 1.00 15,557.90 15,557.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.63 18-Dec-98 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,032.66 18-Dec-98 1.00 8,032.66 8,032.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 60,515.89 18-Dec-98 1.00 60,515.89 60,515.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 185,469.45 21-Dec-98 1.00 185,469.45 185,469.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,663,272.88 21-Dec-98 1.00 2,663,272.88 2,663,272.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 240,564.32 21-Dec-98 1.00 240,564.32 240,564.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,396,343.16 21-Dec-98 1.00 2,396,343.16 2,396,343.16 0.00
</TABLE>
Page 5 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55,097.71 21-Dec-98 1.00 55,097.71 55,097.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 426,163.15 21-Dec-98 1.00 426,163.15 426,163.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 21-Dec-98 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 211,377.35 22-Dec-98 1.00 211,377.35 211,377.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 505,313.77 22-Dec-98 1.00 505,313.77 505,313.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,059,554.26 22-Dec-98 1.00 2,059,554.26 2,059,554.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,111,308.51 22-Dec-98 1.00 1,111,308.51 1,111,308.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 771,521.32 22-Dec-98 1.00 771,521.32 771,521.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.64 22-Dec-98 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 22-Dec-98 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 22-Dec-98 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,072.27 22-Dec-98 1.00 7,072.27 7,072.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 239,028.34 22-Dec-98 1.00 239,028.34 239,028.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 586,908.56 23-Dec-98 1.00 586,908.56 586,908.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,401.95 23-Dec-98 1.00 8,401.95 8,401.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 616,164.95 23-Dec-98 1.00 616,164.95 616,164.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 248,864.12 23-Dec-98 1.00 248,864.12 248,864.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,387,164.90 23-Dec-98 1.00 1,387,164.90 1,387,164.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 23-Dec-98 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,806.14 23-Dec-98 1.00 4,806.14 4,806.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 599,468.22 23-Dec-98 1.00 599,468.22 599,468.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 218,135.71 24-Dec-98 1.00 218,135.71 218,135.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,808,867.05 24-Dec-98 1.00 1,808,867.05 1,808,867.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,171,722.10 24-Dec-98 1.00 2,171,722.10 2,171,722.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 64,871.86 24-Dec-98 1.00 64,871.86 64,871.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 274,214.16 24-Dec-98 1.00 274,214.16 274,214.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21,917.81 24-Dec-98 1.00 21,917.81 21,917.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 134,375.21 24-Dec-98 1.00 134,375.21 134,375.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.58 24-Dec-98 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 150,000.00 24-Dec-98 1.00 150,000.00 150,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 24-Dec-98 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 772.75 24-Dec-98 1.00 772.75 772.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,279,712.91 24-Dec-98 1.00 1,279,712.91 1,279,712.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 280,517.23 24-Dec-98 1.00 280,517.23 280,517.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 543,233.16 28-Dec-98 1.00 543,233.16 543,233.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 449,808.93 28-Dec-98 1.00 449,808.93 449,808.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 536,506.03 28-Dec-98 1.00 536,506.03 536,506.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 37,547.18 28-Dec-98 1.00 37,547.18 37,547.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 797,389.88 28-Dec-98 1.00 797,389.88 797,389.88 0.00
</TABLE>
Page 6 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 687.45 28-Dec-98 1.00 687.45 687.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 28-Dec-98 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,975.00 28-Dec-98 1.00 6,975.00 6,975.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 615,076.20 29-Dec-98 1.00 615,076.20 615,076.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,578,284.12 29-Dec-98 1.00 1,578,284.12 1,578,284.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 454,032.40 29-Dec-98 1.00 454,032.40 454,032.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 833,211.57 29-Dec-98 1.00 833,211.57 833,211.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 247,463.53 29-Dec-98 1.00 247,463.53 247,463.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 848,698.60 29-Dec-98 1.00 848,698.60 848,698.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,321.38 29-Dec-98 1.00 57,321.38 57,321.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 29-Dec-98 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.39 29-Dec-98 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 59,677.86 29-Dec-98 1.00 59,677.86 59,677.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 120,693.17 29-Dec-98 1.00 120,693.17 120,693.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52,590.59 29-Dec-98 1.00 52,590.59 52,590.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 546,132.47 30-Dec-98 1.00 546,132.47 546,132.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 76,003.41 30-Dec-98 1.00 76,003.41 76,003.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 913,229.31 30-Dec-98 1.00 913,229.31 913,229.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 95,360.33 30-Dec-98 1.00 95,360.33 95,360.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25,518.47 30-Dec-98 1.00 25,518.47 25,518.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 85,706.94 30-Dec-98 1.00 85,706.94 85,706.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,499.17 30-Dec-98 1.00 16,499.17 16,499.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 640.63 30-Dec-98 1.00 640.63 640.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 30-Dec-98 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,970.47 30-Dec-98 1.00 1,970.47 1,970.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 724,538.24 31-Dec-98 1.00 724,538.24 724,538.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,618.00 31-Dec-98 1.00 16,618.00 16,618.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 222,087.68 31-Dec-98 1.00 222,087.68 222,087.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 388,921.31 31-Dec-98 1.00 388,921.31 388,921.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 528,303.59 31-Dec-98 1.00 528,303.59 528,303.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18,716.44 31-Dec-98 1.00 18,716.44 18,716.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 736,262.75 31-Dec-98 1.00 736,262.75 736,262.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25,000.00 31-Dec-98 1.00 25,000.00 25,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,531.25 31-Dec-98 1.00 4,531.25 4,531.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 31-Dec-98 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 289,358.70 31-Dec-98 1.00 289,358.70 289,358.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 224,447.37 4-Jan-99 1.00 224,447.37 224,447.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 323,907.28 4-Jan-99 1.00 323,907.28 323,907.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 179,978.37 4-Jan-99 1.00 179,978.37 179,978.37 0.00
</TABLE>
Page 7 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 955,309.33 4-Jan-99 1.00 955,309.33 955,309.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,640,376.76 4-Jan-99 1.00 1,640,376.76 1,640,376.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 58,859.18 4-Jan-99 1.00 58,859.18 58,859.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 51,157.89 4-Jan-99 1.00 51,157.89 51,157.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 562,793.49 4-Jan-99 1.00 562,793.49 562,793.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25,156.26 4-Jan-99 1.00 25,156.26 25,156.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 734,278.58 4-Jan-99 1.00 734,278.58 734,278.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,401.52 4-Jan-99 1.00 1,401.52 1,401.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 4-Jan-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 185.48 4-Jan-99 1.00 185.48 185.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 993.53 4-Jan-99 1.00 993.53 993.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.18 4-Jan-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 463.26 4-Jan-99 1.00 463.26 463.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 728.20 4-Jan-99 1.00 728.20 728.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 392.17 4-Jan-99 1.00 392.17 392.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.80 4-Jan-99 1.00 0.80 0.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 793.06 4-Jan-99 1.00 793.06 793.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.91 4-Jan-99 1.00 0.91 0.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 247.37 4-Jan-99 1.00 247.37 247.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,194.54 4-Jan-99 1.00 1,194.54 1,194.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 230.08 4-Jan-99 1.00 230.08 230.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 285.46 4-Jan-99 1.00 285.46 285.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 4-Jan-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,309.86 4-Jan-99 1.00 2,309.86 2,309.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 422.55 4-Jan-99 1.00 422.55 422.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 535.41 4-Jan-99 1.00 535.41 535.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,998.69 5-Jan-99 1.00 15,998.69 15,998.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 43,239.42 5-Jan-99 1.00 43,239.42 43,239.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,150.00 5-Jan-99 1.00 3,150.00 3,150.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,963,644.92 5-Jan-99 1.00 1,963,644.92 1,963,644.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,389.70 5-Jan-99 1.00 10,389.70 10,389.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 622,402.83 5-Jan-99 1.00 622,402.83 622,402.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 29,015.17 5-Jan-99 1.00 29,015.17 29,015.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 5-Jan-99 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 5-Jan-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,658.99 5-Jan-99 1.00 14,658.99 14,658.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.00 5-Jan-99 1.00 1.00 1.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 500,889.72 6-Jan-99 1.00 500,889.72 500,889.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 11,061.37 6-Jan-99 1.00 11,061.37 11,061.37 0.00
</TABLE>
Page 8 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,014,465.35 6-Jan-99 1.00 2,014,465.35 2,014,465.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 689,728.13 6-Jan-99 1.00 689,728.13 689,728.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 539,276.81 6-Jan-99 1.00 539,276.81 539,276.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 317,337.04 6-Jan-99 1.00 317,337.04 317,337.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 229,396.56 6-Jan-99 1.00 229,396.56 229,396.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 931.03 6-Jan-99 1.00 931.03 931.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,423.53 6-Jan-99 1.00 3,423.53 3,423.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 177.24 6-Jan-99 1.00 177.24 177.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 6-Jan-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 80.08 6-Jan-99 1.00 80.08 80.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.80 6-Jan-99 1.00 1.80 1.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,248.37 6-Jan-99 1.00 12,248.37 12,248.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.44 6-Jan-99 1.00 1.44 1.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,488.82 6-Jan-99 1.00 50,488.82 50,488.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 24.15 6-Jan-99 1.00 24.15 24.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4.04 6-Jan-99 1.00 4.04 4.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30.97 6-Jan-99 1.00 30.97 30.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 6-Jan-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 33.79 6-Jan-99 1.00 33.79 33.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 485.75 6-Jan-99 1.00 485.75 485.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20.57 6-Jan-99 1.00 20.57 20.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,679,623.51 7-Jan-99 1.00 6,679,623.51 6,679,623.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 350,283.81 7-Jan-99 1.00 350,283.81 350,283.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,839.13 7-Jan-99 1.00 20,839.13 20,839.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,794.84 7-Jan-99 1.00 1,794.84 1,794.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 7-Jan-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 7-Jan-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 7-Jan-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,812.60 7-Jan-99 1.00 1,812.60 1,812.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,314.13 7-Jan-99 1.00 1,314.13 1,314.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 7-Jan-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 488.60 7-Jan-99 1.00 488.60 488.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,289,813.55 8-Jan-99 1.00 5,289,813.55 5,289,813.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 395,653.04 8-Jan-99 1.00 395,653.04 395,653.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 971,060.46 8-Jan-99 1.00 971,060.46 971,060.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,811.20 8-Jan-99 1.00 7,811.20 7,811.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 259,996.12 8-Jan-99 1.00 259,996.12 259,996.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 481,922.42 8-Jan-99 1.00 481,922.42 481,922.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 8-Jan-99 1.00 0.31 0.31 0.00
</TABLE>
Page 9 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 489,614.06 8-Jan-99 1.00 489,614.06 489,614.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 8-Jan-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 8-Jan-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 8-Jan-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,000.00 8-Jan-99 1.00 20,000.00 20,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 163,355.10 8-Jan-99 1.00 163,355.10 163,355.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 864.03 8-Jan-99 1.00 864.03 864.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,640,187.02 8-Jan-99 1.00 8,640,187.02 8,640,187.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,577,515.94 11-Jan-99 1.00 3,577,515.94 3,577,515.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 500.00 11-Jan-99 1.00 500.00 500.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 875,156.16 11-Jan-99 1.00 875,156.16 875,156.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 67,738.57 11-Jan-99 1.00 67,738.57 67,738.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 919,378.55 11-Jan-99 1.00 919,378.55 919,378.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 252,803.69 11-Jan-99 1.00 252,803.69 252,803.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 23,532.09 11-Jan-99 1.00 23,532.09 23,532.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 11-Jan-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.38 11-Jan-99 1.00 0.38 0.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 11-Jan-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 11-Jan-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 11-Jan-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.82 11-Jan-99 1.00 0.82 0.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 126,113.47 11-Jan-99 1.00 126,113.47 126,113.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,788,390.91 12-Jan-99 1.00 3,788,390.91 3,788,390.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,410.00 12-Jan-99 1.00 7,410.00 7,410.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 634,448.75 12-Jan-99 1.00 634,448.75 634,448.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,045,492.60 12-Jan-99 1.00 2,045,492.60 2,045,492.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 271,190.12 12-Jan-99 1.00 271,190.12 271,190.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 36,855.47 12-Jan-99 1.00 36,855.47 36,855.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 376,123.24 12-Jan-99 1.00 376,123.24 376,123.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,412,995.31 12-Jan-99 1.00 6,412,995.31 6,412,995.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,012.50 12-Jan-99 1.00 19,012.50 19,012.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 12-Jan-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 12-Jan-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 12-Jan-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 12-Jan-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,518.25 12-Jan-99 1.00 1,518.25 1,518.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 515,571.76 13-Jan-99 1.00 515,571.76 515,571.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,520.00 13-Jan-99 1.00 3,520.00 3,520.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 476,628.39 13-Jan-99 1.00 476,628.39 476,628.39 0.00
</TABLE>
Page 10 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 13-Jan-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 139.42 13-Jan-99 1.00 139.42 139.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 101,165.32 13-Jan-99 1.00 101,165.32 101,165.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,739.91 13-Jan-99 1.00 7,739.91 7,739.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 91,447.31 13-Jan-99 1.00 91,447.31 91,447.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 22.89 13-Jan-99 1.00 22.89 22.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 13-Jan-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 13-Jan-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 72,557.97 13-Jan-99 1.00 72,557.97 72,557.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 74,050.10 13-Jan-99 1.00 74,050.10 74,050.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 607,351.74 13-Jan-99 1.00 607,351.74 607,351.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,005,816.58 14-Jan-99 1.00 1,005,816.58 1,005,816.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 256,284.73 14-Jan-99 1.00 256,284.73 256,284.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.50 14-Jan-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 14-Jan-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 33,431.28 14-Jan-99 1.00 33,431.28 33,431.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 76,205.45 14-Jan-99 1.00 76,205.45 76,205.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 32,965.00 15-Jan-99 1.00 32,965.00 32,965.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,932,877.16 15-Jan-99 1.00 7,932,877.16 7,932,877.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,981,259.62 15-Jan-99 1.00 1,981,259.62 1,981,259.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 409,271.66 15-Jan-99 1.00 409,271.66 409,271.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 15-Jan-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,045,618.67 15-Jan-99 1.00 1,045,618.67 1,045,618.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,234,205.54 15-Jan-99 1.00 2,234,205.54 2,234,205.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,015.11 15-Jan-99 1.00 16,015.11 16,015.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 15-Jan-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 348,154.76 15-Jan-99 1.00 348,154.76 348,154.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,641.63 15-Jan-99 1.00 16,641.63 16,641.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,000.00 15-Jan-99 1.00 20,000.00 20,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,563,002.05 19-Jan-99 1.00 6,563,002.05 6,563,002.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,280,731.39 19-Jan-99 1.00 2,280,731.39 2,280,731.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 392,833.66 19-Jan-99 1.00 392,833.66 392,833.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18,522.12 19-Jan-99 1.00 18,522.12 18,522.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 228,517.30 19-Jan-99 1.00 228,517.30 228,517.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 931.03 19-Jan-99 1.00 931.03 931.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.95 19-Jan-99 1.00 0.95 0.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55,613.75 19-Jan-99 1.00 55,613.75 55,613.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 916,279.53 19-Jan-99 1.00 916,279.53 916,279.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 19-Jan-99 1.00 0.41 0.41 0.00
</TABLE>
Page 11 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.77 19-Jan-99 1.00 0.77 0.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 19-Jan-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 19-Jan-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 20-Jan-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 209.69 20-Jan-99 1.00 209.69 209.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7.87 20-Jan-99 1.00 7.87 7.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 141.36 20-Jan-99 1.00 141.36 141.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62.90 20-Jan-99 1.00 62.90 62.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65.53 20-Jan-99 1.00 65.53 65.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 34.09 20-Jan-99 1.00 34.09 34.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.39 20-Jan-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.59 20-Jan-99 1.00 0.59 0.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182.56 20-Jan-99 1.00 182.56 182.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 752.22 20-Jan-99 1.00 752.22 752.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 282.46 20-Jan-99 1.00 282.46 282.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 20-Jan-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,216.71 20-Jan-99 1.00 6,216.71 6,216.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 125.41 20-Jan-99 1.00 125.41 125.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182,762.42 21-Jan-99 1.00 182,762.42 182,762.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,085,598.53 21-Jan-99 1.00 12,085,598.53 12,085,598.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,027,727.49 21-Jan-99 1.00 14,027,727.49 14,027,727.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 203,281.87 21-Jan-99 1.00 203,281.87 203,281.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 329,425.67 21-Jan-99 1.00 329,425.67 329,425.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 241,727.39 21-Jan-99 1.00 241,727.39 241,727.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,702,045.09 21-Jan-99 1.00 9,702,045.09 9,702,045.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,000.19 21-Jan-99 1.00 1,000.19 1,000.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,142,040.93 21-Jan-99 1.00 1,142,040.93 1,142,040.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.54 21-Jan-99 1.00 0.54 0.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,740.71 21-Jan-99 1.00 1,740.71 1,740.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 21-Jan-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 21-Jan-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 580,035.41 22-Jan-99 1.00 580,035.41 580,035.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 435,980.40 22-Jan-99 1.00 435,980.40 435,980.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 22-Jan-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 22-Jan-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 22-Jan-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 342,382.50 22-Jan-99 1.00 342,382.50 342,382.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 24,328.09 22-Jan-99 1.00 24,328.09 24,328.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,847.00 25-Jan-99 1.00 6,847.00 6,847.00 0.00
</TABLE>
Page 12 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 42.91 25-Jan-99 1.00 42.91 42.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,020,250.12 25-Jan-99 1.00 2,020,250.12 2,020,250.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 423,255.93 25-Jan-99 1.00 423,255.93 423,255.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 687,545.25 25-Jan-99 1.00 687,545.25 687,545.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 402,918.15 25-Jan-99 1.00 402,918.15 402,918.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 25-Jan-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.74 25-Jan-99 1.00 0.74 0.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 25-Jan-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 724,915.85 25-Jan-99 1.00 724,915.85 724,915.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 48,516.19 25-Jan-99 1.00 48,516.19 48,516.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,646.10 25-Jan-99 1.00 3,646.10 3,646.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.39 25-Jan-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,390.00 26-Jan-99 1.00 1,390.00 1,390.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 26-Jan-99 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 516,897.09 26-Jan-99 1.00 516,897.09 516,897.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 39,080.31 26-Jan-99 1.00 39,080.31 39,080.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 26-Jan-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 26-Jan-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,968.03 26-Jan-99 1.00 4,968.03 4,968.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 26-Jan-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 202,056.60 27-Jan-99 1.00 202,056.60 202,056.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 814,256.36 27-Jan-99 1.00 814,256.36 814,256.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,902,629.21 27-Jan-99 1.00 2,902,629.21 2,902,629.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 304,392.33 27-Jan-99 1.00 304,392.33 304,392.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 226,877.07 27-Jan-99 1.00 226,877.07 226,877.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 390,123.67 27-Jan-99 1.00 390,123.67 390,123.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.59 27-Jan-99 1.00 0.59 0.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 401,675.93 27-Jan-99 1.00 401,675.93 401,675.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 27-Jan-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.13 27-Jan-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,574.34 27-Jan-99 1.00 19,574.34 19,574.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 142,399.41 28-Jan-99 1.00 142,399.41 142,399.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 140,702.30 28-Jan-99 1.00 140,702.30 140,702.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.59 28-Jan-99 1.00 0.59 0.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 28-Jan-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 28-Jan-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 258,630.50 28-Jan-99 1.00 258,630.50 258,630.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,720.35 28-Jan-99 1.00 19,720.35 19,720.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 28-Jan-99 1.00 0.02 0.02 0.00
</TABLE>
Page 13 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21,648.81 29-Jan-99 1.00 21,648.81 21,648.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,519,866.72 29-Jan-99 1.00 1,519,866.72 1,519,866.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 97,888.42 29-Jan-99 1.00 97,888.42 97,888.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 89,461.16 29-Jan-99 1.00 89,461.16 89,461.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 210,837.99 29-Jan-99 1.00 210,837.99 210,837.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 29-Jan-99 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 90,285.55 29-Jan-99 1.00 90,285.55 90,285.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 29-Jan-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 29-Jan-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.94 29-Jan-99 1.00 0.94 0.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 59,406.81 29-Jan-99 1.00 59,406.81 59,406.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 29-Jan-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 88,673.07 1-Feb-99 1.00 88,673.07 88,673.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 498,001.75 1-Feb-99 1.00 498,001.75 498,001.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,179,234.32 1-Feb-99 1.00 1,179,234.32 1,179,234.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,961,030.38 1-Feb-99 1.00 1,961,030.38 1,961,030.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 371,471.01 1-Feb-99 1.00 371,471.01 371,471.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 551,292.13 1-Feb-99 1.00 551,292.13 551,292.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 1-Feb-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 1-Feb-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 106.55 1-Feb-99 1.00 106.55 106.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 381.52 1-Feb-99 1.00 381.52 381.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 159.88 1-Feb-99 1.00 159.88 159.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 120.71 1-Feb-99 1.00 120.71 120.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 817.19 1-Feb-99 1.00 817.19 817.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 450.39 1-Feb-99 1.00 450.39 450.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 176.08 1-Feb-99 1.00 176.08 176.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 436.19 1-Feb-99 1.00 436.19 436.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 173.59 1-Feb-99 1.00 173.59 173.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55,644.23 1-Feb-99 1.00 55,644.23 55,644.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 193.35 1-Feb-99 1.00 193.35 193.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 221.69 1-Feb-99 1.00 221.69 221.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 114.70 1-Feb-99 1.00 114.70 114.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 684.58 1-Feb-99 1.00 684.58 684.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 37.16 1-Feb-99 1.00 37.16 37.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 692.83 1-Feb-99 1.00 692.83 692.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 112,224.06 1-Feb-99 1.00 112,224.06 112,224.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 206,732.85 2-Feb-99 1.00 206,732.85 206,732.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,728,210.02 2-Feb-99 1.00 2,728,210.02 2,728,210.02 0.00
</TABLE>
Page 14 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 378,074.57 2-Feb-99 1.00 378,074.57 378,074.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 2-Feb-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 745,380.88 2-Feb-99 1.00 745,380.88 745,380.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 935,637.96 2-Feb-99 1.00 935,637.96 935,637.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 2-Feb-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 2-Feb-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,000.00 2-Feb-99 1.00 5,000.00 5,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 974.35 2-Feb-99 1.00 974.35 974.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 713,014.88 2-Feb-99 1.00 713,014.88 713,014.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 2-Feb-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 619,442.95 3-Feb-99 1.00 619,442.95 619,442.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,794.77 3-Feb-99 1.00 7,794.77 7,794.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,096,286.27 3-Feb-99 1.00 1,096,286.27 1,096,286.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 17,461.42 3-Feb-99 1.00 17,461.42 17,461.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 209,463.59 3-Feb-99 1.00 209,463.59 209,463.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 306,169.50 3-Feb-99 1.00 306,169.50 306,169.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2.86 3-Feb-99 1.00 2.86 2.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 3-Feb-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25.43 3-Feb-99 1.00 25.43 25.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20.74 3-Feb-99 1.00 20.74 20.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19.38 3-Feb-99 1.00 19.38 19.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 80.77 3-Feb-99 1.00 80.77 80.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.52 3-Feb-99 1.00 9.52 9.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8.20 3-Feb-99 1.00 8.20 8.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 3-Feb-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16.69 3-Feb-99 1.00 16.69 16.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.83 3-Feb-99 1.00 9.83 9.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30.61 3-Feb-99 1.00 30.61 30.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4.13 3-Feb-99 1.00 4.13 4.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 32.58 3-Feb-99 1.00 32.58 32.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4.34 3-Feb-99 1.00 4.34 4.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 390,962.54 3-Feb-99 1.00 390,962.54 390,962.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13.51 3-Feb-99 1.00 13.51 13.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 687,539.76 3-Feb-99 1.00 687,539.76 687,539.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3.57 3-Feb-99 1.00 3.57 3.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 206.53 3-Feb-99 1.00 206.53 206.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 932,484.99 4-Feb-99 1.00 932,484.99 932,484.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,698,732.62 4-Feb-99 1.00 2,698,732.62 2,698,732.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,450,229.64 4-Feb-99 1.00 1,450,229.64 1,450,229.64 0.00
</TABLE>
Page 15 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,715,003.17 4-Feb-99 1.00 1,715,003.17 1,715,003.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 259,251.98 4-Feb-99 1.00 259,251.98 259,251.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,603.15 4-Feb-99 1.00 8,603.15 8,603.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 542,397.12 4-Feb-99 1.00 542,397.12 542,397.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,131.15 4-Feb-99 1.00 1,131.15 1,131.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 45,856.40 4-Feb-99 1.00 45,856.40 45,856.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,899,409.21 4-Feb-99 1.00 2,899,409.21 2,899,409.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 4-Feb-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.73 4-Feb-99 1.00 0.73 0.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,480.00 4-Feb-99 1.00 6,480.00 6,480.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 4-Feb-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.34 4-Feb-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 41,195.69 4-Feb-99 1.00 41,195.69 41,195.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 161,334.94 4-Feb-99 1.00 161,334.94 161,334.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 116,153.36 4-Feb-99 1.00 116,153.36 116,153.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 134,216.72 5-Feb-99 1.00 134,216.72 134,216.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 366,752.28 5-Feb-99 1.00 366,752.28 366,752.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 101,333.35 5-Feb-99 1.00 101,333.35 101,333.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 5-Feb-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,518.36 5-Feb-99 1.00 14,518.36 14,518.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 286,964.46 5-Feb-99 1.00 286,964.46 286,964.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 189,032.07 8-Feb-99 1.00 189,032.07 189,032.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 142,820.03 8-Feb-99 1.00 142,820.03 142,820.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,345,702.67 8-Feb-99 1.00 1,345,702.67 1,345,702.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,865,303.08 8-Feb-99 1.00 1,865,303.08 1,865,303.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,055,099.81 8-Feb-99 1.00 8,055,099.81 8,055,099.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 8-Feb-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 8-Feb-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,845.10 8-Feb-99 1.00 8,845.10 8,845.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,328.58 8-Feb-99 1.00 5,328.58 5,328.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.43 8-Feb-99 1.00 0.43 0.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.24 8-Feb-99 1.00 0.24 0.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 238,677.47 9-Feb-99 1.00 238,677.47 238,677.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,444,257.07 9-Feb-99 1.00 1,444,257.07 1,444,257.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,858,571.19 9-Feb-99 1.00 12,858,571.19 12,858,571.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 166,816.23 9-Feb-99 1.00 166,816.23 166,816.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 9-Feb-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 450,725.47 9-Feb-99 1.00 450,725.47 450,725.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 9-Feb-99 1.00 0.02 0.02 0.00
</TABLE>
Page 16 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 9-Feb-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 9-Feb-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,159.11 9-Feb-99 1.00 1,159.11 1,159.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 393,835.58 9-Feb-99 1.00 393,835.58 393,835.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 102,946.70 9-Feb-99 1.00 102,946.70 102,946.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,412.50 10-Feb-99 1.00 8,412.50 8,412.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 898,417.64 10-Feb-99 1.00 898,417.64 898,417.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 10-Feb-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 277,863.17 10-Feb-99 1.00 277,863.17 277,863.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 115,694.47 10-Feb-99 1.00 115,694.47 115,694.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 10-Feb-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 350,427.81 10-Feb-99 1.00 350,427.81 350,427.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,309.73 11-Feb-99 1.00 7,309.73 7,309.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 120,265.08 11-Feb-99 1.00 120,265.08 120,265.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 527,028.25 11-Feb-99 1.00 527,028.25 527,028.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,612,027.86 11-Feb-99 1.00 3,612,027.86 3,612,027.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 935,207.08 11-Feb-99 1.00 935,207.08 935,207.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 785,083.52 11-Feb-99 1.00 785,083.52 785,083.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 11-Feb-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 336,881.88 11-Feb-99 1.00 336,881.88 336,881.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 11-Feb-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 11-Feb-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 75,078.06 11-Feb-99 1.00 75,078.06 75,078.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 244,824.70 11-Feb-99 1.00 244,824.70 244,824.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 193,795.27 12-Feb-99 1.00 193,795.27 193,795.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 78,013.89 12-Feb-99 1.00 78,013.89 78,013.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,752,434.49 12-Feb-99 1.00 3,752,434.49 3,752,434.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 170,827.35 12-Feb-99 1.00 170,827.35 170,827.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,452,890.74 12-Feb-99 1.00 4,452,890.74 4,452,890.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,417,475.15 12-Feb-99 1.00 2,417,475.15 2,417,475.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 767,013.83 12-Feb-99 1.00 767,013.83 767,013.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 12-Feb-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 799,276.06 12-Feb-99 1.00 799,276.06 799,276.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,698,860.46 12-Feb-99 1.00 1,698,860.46 1,698,860.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.21 12-Feb-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 12-Feb-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,343.00 12-Feb-99 1.00 5,343.00 5,343.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 651,660.10 16-Feb-99 1.00 651,660.10 651,660.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 66,182.73 16-Feb-99 1.00 66,182.73 66,182.73 0.00
</TABLE>
Page 17 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 94,389.20 16-Feb-99 1.00 94,389.20 94,389.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 16-Feb-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 116,521.71 16-Feb-99 1.00 116,521.71 116,521.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 622,374.67 16-Feb-99 1.00 622,374.67 622,374.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,387.97 16-Feb-99 1.00 3,387.97 3,387.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,367.75 16-Feb-99 1.00 10,367.75 10,367.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 16-Feb-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 16-Feb-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 136,050.68 16-Feb-99 1.00 136,050.68 136,050.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 16-Feb-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 98,752.08 16-Feb-99 1.00 98,752.08 98,752.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 176,213.43 17-Feb-99 1.00 176,213.43 176,213.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 517.45 17-Feb-99 1.00 517.45 517.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 85,309.47 17-Feb-99 1.00 85,309.47 85,309.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 17-Feb-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,348.59 17-Feb-99 1.00 96,348.59 96,348.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 17-Feb-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 141.36 17-Feb-99 1.00 141.36 141.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.77 17-Feb-99 1.00 0.77 0.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65.53 17-Feb-99 1.00 65.53 65.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 34.09 17-Feb-99 1.00 34.09 34.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 17-Feb-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 17-Feb-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182.56 17-Feb-99 1.00 182.56 182.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 657.85 17-Feb-99 1.00 657.85 657.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19.19 17-Feb-99 1.00 19.19 19.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,887.45 17-Feb-99 1.00 12,887.45 12,887.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,729.01 17-Feb-99 1.00 3,729.01 3,729.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 122,747.68 17-Feb-99 1.00 122,747.68 122,747.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 125.41 17-Feb-99 1.00 125.41 125.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,212,447.30 18-Feb-99 1.00 2,212,447.30 2,212,447.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,847,789.32 18-Feb-99 1.00 2,847,789.32 2,847,789.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 487,764.05 18-Feb-99 1.00 487,764.05 487,764.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30,405.78 18-Feb-99 1.00 30,405.78 30,405.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.75 18-Feb-99 1.00 0.75 0.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 83,139.13 18-Feb-99 1.00 83,139.13 83,139.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,058,861.53 18-Feb-99 1.00 7,058,861.53 7,058,861.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 18-Feb-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 18-Feb-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,469.45 18-Feb-99 1.00 10,469.45 10,469.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 252,741.11 18-Feb-99 1.00 252,741.11 252,741.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,000.00 18-Feb-99 1.00 50,000.00 50,000.00 0.00
</TABLE>
Page 18 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,954,937.28 19-Feb-99 1.00 1,954,937.28 1,954,937.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 321,524.82 19-Feb-99 1.00 321,524.82 321,524.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 99,649.30 19-Feb-99 1.00 99,649.30 99,649.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 29,889.14 19-Feb-99 1.00 29,889.14 29,889.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 19-Feb-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 881,952.39 19-Feb-99 1.00 881,952.39 881,952.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 19-Feb-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 19-Feb-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,475.22 19-Feb-99 1.00 1,475.22 1,475.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52,527.91 19-Feb-99 1.00 52,527.91 52,527.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 579,770.63 19-Feb-99 1.00 579,770.63 579,770.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,560.96 22-Feb-99 1.00 7,560.96 7,560.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 128,092.90 22-Feb-99 1.00 128,092.90 128,092.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 273,504.17 22-Feb-99 1.00 273,504.17 273,504.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,716.85 22-Feb-99 1.00 57,716.85 57,716.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 467,820.89 22-Feb-99 1.00 467,820.89 467,820.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 309,994.58 22-Feb-99 1.00 309,994.58 309,994.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 222,963.46 22-Feb-99 1.00 222,963.46 222,963.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 31,917.92 22-Feb-99 1.00 31,917.92 31,917.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 99,185.42 22-Feb-99 1.00 99,185.42 99,185.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 22-Feb-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.23 22-Feb-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 22-Feb-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 22-Feb-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 66,409.27 22-Feb-99 1.00 66,409.27 66,409.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 11,213.63 22-Feb-99 1.00 11,213.63 11,213.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 24,441.93 22-Feb-99 1.00 24,441.93 24,441.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 46,190.51 23-Feb-99 1.00 46,190.51 46,190.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 199,604.92 23-Feb-99 1.00 199,604.92 199,604.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,821.75 23-Feb-99 1.00 9,821.75 9,821.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 596,070.18 23-Feb-99 1.00 596,070.18 596,070.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,098,660.99 23-Feb-99 1.00 1,098,660.99 1,098,660.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 311,155.16 23-Feb-99 1.00 311,155.16 311,155.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 268,213.16 23-Feb-99 1.00 268,213.16 268,213.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,050,452.06 23-Feb-99 1.00 1,050,452.06 1,050,452.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 23-Feb-99 1.00 0.30 0.30 0.00
</TABLE>
Page 19 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 146,706.64 23-Feb-99 1.00 146,706.64 146,706.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 112,148.60 23-Feb-99 1.00 112,148.60 112,148.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.25 23-Feb-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 23-Feb-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 23-Feb-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 23-Feb-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.85 23-Feb-99 1.00 0.85 0.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 137,321.61 23-Feb-99 1.00 137,321.61 137,321.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 331,706.17 23-Feb-99 1.00 331,706.17 331,706.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 169,253.57 23-Feb-99 1.00 169,253.57 169,253.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,041.91 24-Feb-99 1.00 96,041.91 96,041.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,364,634.74 24-Feb-99 1.00 1,364,634.74 1,364,634.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,034,046.56 24-Feb-99 1.00 1,034,046.56 1,034,046.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 252,807.72 24-Feb-99 1.00 252,807.72 252,807.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 46,770.60 24-Feb-99 1.00 46,770.60 46,770.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.76 24-Feb-99 1.00 0.76 0.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.13 24-Feb-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.18 24-Feb-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.23 24-Feb-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 253,815.96 24-Feb-99 1.00 253,815.96 253,815.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 106,981.22 24-Feb-99 1.00 106,981.22 106,981.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 63,587.97 25-Feb-99 1.00 63,587.97 63,587.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,257.50 25-Feb-99 1.00 9,257.50 9,257.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 910,633.72 25-Feb-99 1.00 910,633.72 910,633.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 388,367.49 25-Feb-99 1.00 388,367.49 388,367.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 28,597.58 25-Feb-99 1.00 28,597.58 28,597.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.68 25-Feb-99 1.00 0.68 0.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 25-Feb-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,205.46 25-Feb-99 1.00 4,205.46 4,205.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 25-Feb-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,000.00 25-Feb-99 1.00 10,000.00 10,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 48,178.24 25-Feb-99 1.00 48,178.24 48,178.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 286,369.07 25-Feb-99 1.00 286,369.07 286,369.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 103,204.90 26-Feb-99 1.00 103,204.90 103,204.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 91,627.55 26-Feb-99 1.00 91,627.55 91,627.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,638,429.34 26-Feb-99 1.00 2,638,429.34 2,638,429.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 262,026.32 26-Feb-99 1.00 262,026.32 262,026.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 220,083.13 26-Feb-99 1.00 220,083.13 220,083.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 494,589.27 26-Feb-99 1.00 494,589.27 494,589.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.25 26-Feb-99 1.00 0.25 0.25 0.00
</TABLE>
Page 20 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 599,015.36 26-Feb-99 1.00 599,015.36 599,015.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 720,820.72 26-Feb-99 1.00 720,820.72 720,820.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.45 26-Feb-99 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 26-Feb-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 26-Feb-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.90 26-Feb-99 1.00 0.90 0.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,000.00 26-Feb-99 1.00 10,000.00 10,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,505,789.10 26-Feb-99 1.00 1,505,789.10 1,505,789.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62,806.50 1-Mar-99 1.00 62,806.50 62,806.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,650.37 1-Mar-99 1.00 96,650.37 96,650.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 747,446.36 1-Mar-99 1.00 747,446.36 747,446.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 32,734.84 1-Mar-99 1.00 32,734.84 32,734.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 71,356.34 1-Mar-99 1.00 71,356.34 71,356.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 283,420.67 1-Mar-99 1.00 283,420.67 283,420.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,000.50 1-Mar-99 1.00 1,000.50 1,000.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 23,376.20 1-Mar-99 1.00 23,376.20 23,376.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 504.43 1-Mar-99 1.00 504.43 504.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 359.51 1-Mar-99 1.00 359.51 359.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 87.18 1-Mar-99 1.00 87.18 87.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,765.54 1-Mar-99 1.00 9,765.54 9,765.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 151.07 1-Mar-99 1.00 151.07 151.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 284.23 1-Mar-99 1.00 284.23 284.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 456.78 1-Mar-99 1.00 456.78 456.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 144.81 1-Mar-99 1.00 144.81 144.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 323.52 1-Mar-99 1.00 323.52 323.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 455.84 1-Mar-99 1.00 455.84 455.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 205.78 1-Mar-99 1.00 205.78 205.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 937.99 1-Mar-99 1.00 937.99 937.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 223.54 1-Mar-99 1.00 223.54 223.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 1-Mar-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 338.57 1-Mar-99 1.00 338.57 338.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 294,868.87 1-Mar-99 1.00 294,868.87 294,868.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 721.26 1-Mar-99 1.00 721.26 721.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 459.31 1-Mar-99 1.00 459.31 459.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62,735.90 2-Mar-99 1.00 62,735.90 62,735.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,418.00 2-Mar-99 1.00 5,418.00 5,418.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 343,561.61 2-Mar-99 1.00 343,561.61 343,561.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 47,159.16 2-Mar-99 1.00 47,159.16 47,159.16 0.00
</TABLE>
Page 21 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 151,369.17 2-Mar-99 1.00 151,369.17 151,369.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 587,036.11 2-Mar-99 1.00 587,036.11 587,036.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.56 2-Mar-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 476,724.16 2-Mar-99 1.00 476,724.16 476,724.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 116,489.59 2-Mar-99 1.00 116,489.59 116,489.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 2-Mar-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 2-Mar-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 27,353.91 2-Mar-99 1.00 27,353.91 27,353.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,312.15 3-Mar-99 1.00 8,312.15 8,312.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 438,816.10 3-Mar-99 1.00 438,816.10 438,816.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,094.64 3-Mar-99 1.00 3,094.64 3,094.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 144.41 3-Mar-99 1.00 144.41 144.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2.04 3-Mar-99 1.00 2.04 2.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 718.43 3-Mar-99 1.00 718.43 718.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 38.81 3-Mar-99 1.00 38.81 38.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.15 3-Mar-99 1.00 9.15 9.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 3-Mar-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7.92 3-Mar-99 1.00 7.92 7.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 103.85 3-Mar-99 1.00 103.85 103.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8.62 3-Mar-99 1.00 8.62 8.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 3-Mar-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.80 3-Mar-99 1.00 1.80 1.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 39.70 3-Mar-99 1.00 39.70 39.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18.19 3-Mar-99 1.00 18.19 18.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 32.50 3-Mar-99 1.00 32.50 32.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 3-Mar-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 28.70 3-Mar-99 1.00 28.70 28.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 3-Mar-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 957.48 3-Mar-99 1.00 957.48 957.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 3-Mar-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3.65 3-Mar-99 1.00 3.65 3.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 107.37 3-Mar-99 1.00 107.37 107.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 157,046.09 3-Mar-99 1.00 157,046.09 157,046.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 193.55 3-Mar-99 1.00 193.55 193.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 228,819.14 4-Mar-99 1.00 228,819.14 228,819.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 331,814.27 4-Mar-99 1.00 331,814.27 331,814.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 209,809.18 4-Mar-99 1.00 209,809.18 209,809.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 815,991.02 4-Mar-99 1.00 815,991.02 815,991.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 706,703.88 4-Mar-99 1.00 706,703.88 706,703.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,135,129.35 4-Mar-99 1.00 2,135,129.35 2,135,129.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 4-Mar-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 4-Mar-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 4-Mar-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 45,000.00 4-Mar-99 1.00 45,000.00 45,000.00 0.00
</TABLE>
Page 22 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 144,458.75 4-Mar-99 1.00 144,458.75 144,458.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,579.39 5-Mar-99 1.00 4,579.39 4,579.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,957,586.81 5-Mar-99 1.00 2,957,586.81 2,957,586.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,051,974.20 5-Mar-99 1.00 2,051,974.20 2,051,974.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 785,953.90 5-Mar-99 1.00 785,953.90 785,953.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 435,090.39 5-Mar-99 1.00 435,090.39 435,090.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 589,412.87 5-Mar-99 1.00 589,412.87 589,412.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 38,936.85 5-Mar-99 1.00 38,936.85 38,936.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 5-Mar-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 5-Mar-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.23 5-Mar-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 508,449.60 5-Mar-99 1.00 508,449.60 508,449.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 335,096.40 8-Mar-99 1.00 335,096.40 335,096.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 471,434.85 8-Mar-99 1.00 471,434.85 471,434.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 173,388.38 8-Mar-99 1.00 173,388.38 173,388.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,136.69 8-Mar-99 1.00 14,136.69 14,136.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 8-Mar-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 520,194.73 8-Mar-99 1.00 520,194.73 520,194.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 27,278.11 9-Mar-99 1.00 27,278.11 27,278.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,663,707.38 9-Mar-99 1.00 4,663,707.38 4,663,707.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 418,859.48 9-Mar-99 1.00 418,859.48 418,859.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,664.12 9-Mar-99 1.00 15,664.12 15,664.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 236,854.64 9-Mar-99 1.00 236,854.64 236,854.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.35 9-Mar-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.18 9-Mar-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,759.28 9-Mar-99 1.00 14,759.28 14,759.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 9-Mar-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 841,581.69 9-Mar-99 1.00 841,581.69 841,581.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 139,458.03 9-Mar-99 1.00 139,458.03 139,458.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 40,000.00 9-Mar-99 1.00 40,000.00 40,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 46,045.73 10-Mar-99 1.00 46,045.73 46,045.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 36,166.00 10-Mar-99 1.00 36,166.00 36,166.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 973,027.10 10-Mar-99 1.00 973,027.10 973,027.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,306,952.87 10-Mar-99 1.00 1,306,952.87 1,306,952.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 663,940.82 10-Mar-99 1.00 663,940.82 663,940.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,373,267.15 10-Mar-99 1.00 1,373,267.15 1,373,267.15 0.00
</TABLE>
Page 23 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 515,772.77 10-Mar-99 1.00 515,772.77 515,772.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 70,945.13 10-Mar-99 1.00 70,945.13 70,945.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 10-Mar-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 59,597.11 10-Mar-99 1.00 59,597.11 59,597.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.21 10-Mar-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 579,548.79 10-Mar-99 1.00 579,548.79 579,548.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 208,455.97 10-Mar-99 1.00 208,455.97 208,455.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,892.28 11-Mar-99 1.00 19,892.28 19,892.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 54,812.58 11-Mar-99 1.00 54,812.58 54,812.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,319,236.60 11-Mar-99 1.00 2,319,236.60 2,319,236.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,716,823.57 11-Mar-99 1.00 3,716,823.57 3,716,823.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 11-Mar-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 11-Mar-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18,364.61 11-Mar-99 1.00 18,364.61 18,364.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 169,862.00 12-Mar-99 1.00 169,862.00 169,862.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 130,370.65 12-Mar-99 1.00 130,370.65 130,370.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,266.58 12-Mar-99 1.00 12,266.58 12,266.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 703,967.32 12-Mar-99 1.00 703,967.32 703,967.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 171,465.79 12-Mar-99 1.00 171,465.79 171,465.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 214,086.41 12-Mar-99 1.00 214,086.41 214,086.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 280,402.35 12-Mar-99 1.00 280,402.35 280,402.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 12-Mar-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 12-Mar-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,788,474.27 15-Mar-99 1.00 10,788,474.27 10,788,474.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,230,691.55 15-Mar-99 1.00 1,230,691.55 1,230,691.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 38,394.52 15-Mar-99 1.00 38,394.52 38,394.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 613,247.73 15-Mar-99 1.00 613,247.73 613,247.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 410,311.43 15-Mar-99 1.00 410,311.43 410,311.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 430,758.52 15-Mar-99 1.00 430,758.52 430,758.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 72,968.58 15-Mar-99 1.00 72,968.58 72,968.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 488,540.30 15-Mar-99 1.00 488,540.30 488,540.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 15-Mar-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 15-Mar-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.85 15-Mar-99 1.00 0.85 0.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 15-Mar-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 78,833.62 15-Mar-99 1.00 78,833.62 78,833.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.38 15-Mar-99 1.00 0.38 0.38 0.00
</TABLE>
Page 24 of 168
<TABLE>
<CAPTION>
SCHEDULE OF REPORTABLE 5% TRANSACTIONS - ITEM 27D
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,071.97 15-Mar-99 1.00 2,071.97 2,071.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 108,606.37 16-Mar-99 1.00 108,606.37 108,606.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,575,948.80 16-Mar-99 1.00 1,575,948.80 1,575,948.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,182,015.12 16-Mar-99 1.00 1,182,015.12 1,182,015.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55,870.74 16-Mar-99 1.00 55,870.74 55,870.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 16-Mar-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 16-Mar-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,175.17 16-Mar-99 1.00 2,175.17 2,175.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100.74 16-Mar-99 1.00 100.74 100.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,560.26 16-Mar-99 1.00 8,560.26 8,560.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.92 16-Mar-99 1.00 0.92 0.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 68,529.09 16-Mar-99 1.00 68,529.09 68,529.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 127,946.89 16-Mar-99 1.00 127,946.89 127,946.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 131,045.37 17-Mar-99 1.00 131,045.37 131,045.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 144,009.18 17-Mar-99 1.00 144,009.18 144,009.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 854,361.51 17-Mar-99 1.00 854,361.51 854,361.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,935,173.37 17-Mar-99 1.00 1,935,173.37 1,935,173.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 181,502.38 17-Mar-99 1.00 181,502.38 181,502.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 237,589.75 17-Mar-99 1.00 237,589.75 237,589.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,953,761.51 17-Mar-99 1.00 1,953,761.51 1,953,761.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26.21 17-Mar-99 1.00 26.21 26.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 141.36 17-Mar-99 1.00 141.36 141.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65.53 17-Mar-99 1.00 65.53 65.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 34.09 17-Mar-99 1.00 34.09 34.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.43 17-Mar-99 1.00 52.43 52.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57.56 17-Mar-99 1.00 57.56 57.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182.56 17-Mar-99 1.00 182.56 182.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.21 17-Mar-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 77,295.49 17-Mar-99 1.00 77,295.49 77,295.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 69.20 17-Mar-99 1.00 69.20 69.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 70.13 17-Mar-99 1.00 70.13 70.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 339,868.18 17-Mar-99 1.00 339,868.18 339,868.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 17-Mar-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,600.00 18-Mar-99 1.00 1,600.00 1,600.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,241,819.34 18-Mar-99 1.00 2,241,819.34 2,241,819.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 35,730.37 18-Mar-99 1.00 35,730.37 35,730.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 583,808.92 18-Mar-99 1.00 583,808.92 583,808.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 134,513.68 18-Mar-99 1.00 134,513.68 134,513.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,000,000.00 18-Mar-99 1.00 2,000,000.00 2,000,000.00 0.00
</TABLE>
Page 25 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 18-Mar-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 18-Mar-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 18-Mar-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 18-Mar-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,000.00 18-Mar-99 1.00 50,000.00 50,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 197,207.08 18-Mar-99 1.00 197,207.08 197,207.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.68 18-Mar-99 1.00 0.68 0.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,297,986.14 19-Mar-99 1.00 1,297,986.14 1,297,986.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,987,425.00 19-Mar-99 1.00 1,987,425.00 1,987,425.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,056,806.35 19-Mar-99 1.00 1,056,806.35 1,056,806.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 38,334.86 19-Mar-99 1.00 38,334.86 38,334.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 840,559.89 19-Mar-99 1.00 840,559.89 840,559.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,008,061.02 19-Mar-99 1.00 2,008,061.02 2,008,061.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,640,453.77 19-Mar-99 1.00 6,640,453.77 6,640,453.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 19-Mar-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 19-Mar-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 63,360.03 19-Mar-99 1.00 63,360.03 63,360.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 114,362.95 22-Mar-99 1.00 114,362.95 114,362.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 351,677.06 22-Mar-99 1.00 351,677.06 351,677.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,397,775.40 22-Mar-99 1.00 2,397,775.40 2,397,775.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 302,193.67 22-Mar-99 1.00 302,193.67 302,193.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.21 22-Mar-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 22-Mar-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 22-Mar-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.24 22-Mar-99 1.00 0.24 0.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 287,398.46 22-Mar-99 1.00 287,398.46 287,398.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 37,231.48 22-Mar-99 1.00 37,231.48 37,231.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,618.68 22-Mar-99 1.00 13,618.68 13,618.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 159,787.53 23-Mar-99 1.00 159,787.53 159,787.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 648,862.68 23-Mar-99 1.00 648,862.68 648,862.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 404,980.88 23-Mar-99 1.00 404,980.88 404,980.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 195,595.89 23-Mar-99 1.00 195,595.89 195,595.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 448,445.48 23-Mar-99 1.00 448,445.48 448,445.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.75 23-Mar-99 1.00 0.75 0.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 23-Mar-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 23-Mar-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 224,304.59 23-Mar-99 1.00 224,304.59 224,304.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 23-Mar-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 520,460.50 24-Mar-99 1.00 520,460.50 520,460.50 0.00
</TABLE>
Page 26 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,699,677.98 24-Mar-99 1.00 1,699,677.98 1,699,677.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 24-Mar-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 24-Mar-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 24-Mar-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 78,255.82 24-Mar-99 1.00 78,255.82 78,255.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,942.00 25-Mar-99 1.00 3,942.00 3,942.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,483,377.46 25-Mar-99 1.00 2,483,377.46 2,483,377.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 97,384.65 25-Mar-99 1.00 97,384.65 97,384.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 218,794.09 25-Mar-99 1.00 218,794.09 218,794.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,963,643.12 25-Mar-99 1.00 7,963,643.12 7,963,643.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,545,891.74 25-Mar-99 1.00 5,545,891.74 5,545,891.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 25-Mar-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 25-Mar-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.43 25-Mar-99 1.00 0.43 0.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 264,103.50 25-Mar-99 1.00 264,103.50 264,103.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 448,133.57 26-Mar-99 1.00 448,133.57 448,133.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 241,232.42 26-Mar-99 1.00 241,232.42 241,232.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,041.95 26-Mar-99 1.00 8,041.95 8,041.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,643,769.17 26-Mar-99 1.00 7,643,769.17 7,643,769.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,085,256.90 26-Mar-99 1.00 10,085,256.90 10,085,256.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52,869.57 26-Mar-99 1.00 52,869.57 52,869.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 158,294.25 26-Mar-99 1.00 158,294.25 158,294.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,900,928.55 26-Mar-99 1.00 1,900,928.55 1,900,928.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 26-Mar-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.43 26-Mar-99 1.00 0.43 0.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 81,180.22 26-Mar-99 1.00 81,180.22 81,180.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 49,966.49 26-Mar-99 1.00 49,966.49 49,966.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,066,282.09 29-Mar-99 1.00 1,066,282.09 1,066,282.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.13 29-Mar-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,657.93 29-Mar-99 1.00 9,657.93 9,657.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 29-Mar-99 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.39 29-Mar-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 24,329.33 29-Mar-99 1.00 24,329.33 24,329.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 289,104.31 29-Mar-99 1.00 289,104.31 289,104.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,072,600.45 30-Mar-99 1.00 1,072,600.45 1,072,600.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 747,621.51 30-Mar-99 1.00 747,621.51 747,621.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,192,086.99 30-Mar-99 1.00 1,192,086.99 1,192,086.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,953.52 30-Mar-99 1.00 8,953.52 8,953.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.83 30-Mar-99 1.00 0.83 0.83 0.00
</TABLE>
Page 27 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 30-Mar-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 515,686.53 30-Mar-99 1.00 515,686.53 515,686.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,195.46 30-Mar-99 1.00 50,195.46 50,195.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,883,049.33 31-Mar-99 1.00 1,883,049.33 1,883,049.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 129,919.12 31-Mar-99 1.00 129,919.12 129,919.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 42,199.21 31-Mar-99 1.00 42,199.21 42,199.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 185,096.89 31-Mar-99 1.00 185,096.89 185,096.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 153,088.40 31-Mar-99 1.00 153,088.40 153,088.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,521.88 31-Mar-99 1.00 5,521.88 5,521.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.86 31-Mar-99 1.00 0.86 0.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.93 31-Mar-99 1.00 0.93 0.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 31-Mar-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.91 31-Mar-99 1.00 0.91 0.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182,456.36 1-Apr-99 1.00 182,456.36 182,456.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 45,368.00 1-Apr-99 1.00 45,368.00 45,368.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 61,219.62 1-Apr-99 1.00 61,219.62 61,219.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,745,161.17 1-Apr-99 1.00 2,745,161.17 2,745,161.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 63,883.71 1-Apr-99 1.00 63,883.71 63,883.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,254.62 1-Apr-99 1.00 1,254.62 1,254.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 440.69 1-Apr-99 1.00 440.69 440.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 382.61 1-Apr-99 1.00 382.61 382.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 471.34 1-Apr-99 1.00 471.34 471.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 771.79 1-Apr-99 1.00 771.79 771.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 1-Apr-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 540.93 1-Apr-99 1.00 540.93 540.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 748.98 1-Apr-99 1.00 748.98 748.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.23 1-Apr-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 658.34 1-Apr-99 1.00 658.34 658.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 258.62 1-Apr-99 1.00 258.62 258.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 1-Apr-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,229.52 1-Apr-99 1.00 1,229.52 1,229.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 427.62 1-Apr-99 1.00 427.62 427.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 53,625.75 1-Apr-99 1.00 53,625.75 53,625.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 355.96 1-Apr-99 1.00 355.96 355.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 61,948.48 1-Apr-99 1.00 61,948.48 61,948.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 548.88 1-Apr-99 1.00 548.88 548.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,449.63 5-Apr-99 1.00 5,449.63 5,449.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 45,991.62 5-Apr-99 1.00 45,991.62 45,991.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 54,222.64 5-Apr-99 1.00 54,222.64 54,222.64 0.00
</TABLE>
Page 28 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 78.53 5-Apr-99 1.00 78.53 78.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 304,594.10 5-Apr-99 1.00 304,594.10 304,594.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 171,120.61 5-Apr-99 1.00 171,120.61 171,120.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.84 5-Apr-99 1.00 0.84 0.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,988.52 5-Apr-99 1.00 3,988.52 3,988.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.50 5-Apr-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 5-Apr-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 5-Apr-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.49 5-Apr-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,845.63 5-Apr-99 1.00 9,845.63 9,845.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 633,018.73 5-Apr-99 1.00 633,018.73 633,018.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.95 5-Apr-99 1.00 1.95 1.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,961.07 6-Apr-99 1.00 16,961.07 16,961.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,107.78 6-Apr-99 1.00 5,107.78 5,107.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,332,014.92 6-Apr-99 1.00 2,332,014.92 2,332,014.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,193,257.13 6-Apr-99 1.00 1,193,257.13 1,193,257.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 592,615.73 6-Apr-99 1.00 592,615.73 592,615.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 404,131.22 6-Apr-99 1.00 404,131.22 404,131.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,204,747.37 6-Apr-99 1.00 3,204,747.37 3,204,747.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 6-Apr-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.25 6-Apr-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30,289.22 6-Apr-99 1.00 30,289.22 30,289.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 6-Apr-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,648.00 6-Apr-99 1.00 1,648.00 1,648.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 447,370.52 6-Apr-99 1.00 447,370.52 447,370.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 229,194.08 7-Apr-99 1.00 229,194.08 229,194.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 166,269.15 7-Apr-99 1.00 166,269.15 166,269.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 54,708.04 7-Apr-99 1.00 54,708.04 54,708.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,513,981.32 7-Apr-99 1.00 1,513,981.32 1,513,981.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 7-Apr-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 7-Apr-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 7-Apr-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.93 7-Apr-99 1.00 0.93 0.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 394,322.84 7-Apr-99 1.00 394,322.84 394,322.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 127,459.57 7-Apr-99 1.00 127,459.57 127,459.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 270,406.23 8-Apr-99 1.00 270,406.23 270,406.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 35,214.26 8-Apr-99 1.00 35,214.26 35,214.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,108,051.70 8-Apr-99 1.00 2,108,051.70 2,108,051.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 279,584.23 8-Apr-99 1.00 279,584.23 279,584.23 0.00
</TABLE>
Page 29 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 74,832.35 8-Apr-99 1.00 74,832.35 74,832.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 368,710.42 9-Apr-99 1.00 368,710.42 368,710.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 216,330.41 9-Apr-99 1.00 216,330.41 216,330.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 191,345.28 9-Apr-99 1.00 191,345.28 191,345.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 850,881.36 9-Apr-99 1.00 850,881.36 850,881.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 632,927.64 9-Apr-99 1.00 632,927.64 632,927.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 9-Apr-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 427,511.05 9-Apr-99 1.00 427,511.05 427,511.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 41,900.51 12-Apr-99 1.00 41,900.51 41,900.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62,376.83 12-Apr-99 1.00 62,376.83 62,376.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 309,113.49 12-Apr-99 1.00 309,113.49 309,113.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 12-Apr-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.54 12-Apr-99 1.00 9.54 9.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 12-Apr-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 141,416.71 13-Apr-99 1.00 141,416.71 141,416.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,808.35 13-Apr-99 1.00 13,808.35 13,808.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 197,528.21 13-Apr-99 1.00 197,528.21 197,528.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 687,263.20 13-Apr-99 1.00 687,263.20 687,263.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.92 13-Apr-99 1.00 0.92 0.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 367,007.76 13-Apr-99 1.00 367,007.76 367,007.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 84,926.60 13-Apr-99 1.00 84,926.60 84,926.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,650,248.84 14-Apr-99 1.00 1,650,248.84 1,650,248.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 204,406.40 14-Apr-99 1.00 204,406.40 204,406.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 684,676.82 14-Apr-99 1.00 684,676.82 684,676.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 63,287.35 14-Apr-99 1.00 63,287.35 63,287.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 865,465.25 14-Apr-99 1.00 865,465.25 865,465.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,060.92 14-Apr-99 1.00 1,060.92 1,060.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,693,983.35 14-Apr-99 1.00 1,693,983.35 1,693,983.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,786.29 14-Apr-99 1.00 50,786.29 50,786.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,500.00 14-Apr-99 1.00 4,500.00 4,500.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 136,759.90 14-Apr-99 1.00 136,759.90 136,759.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 168,692.19 14-Apr-99 1.00 168,692.19 168,692.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 178,209.50 15-Apr-99 1.00 178,209.50 178,209.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,800.00 15-Apr-99 1.00 19,800.00 19,800.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,266,064.25 15-Apr-99 1.00 1,266,064.25 1,266,064.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 97,351.47 15-Apr-99 1.00 97,351.47 97,351.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 389,904.23 15-Apr-99 1.00 389,904.23 389,904.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 288,988.39 15-Apr-99 1.00 288,988.39 288,988.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 88,984.30 15-Apr-99 1.00 88,984.30 88,984.30 0.00
</TABLE>
Page 30 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 31,470.06 15-Apr-99 1.00 31,470.06 31,470.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 574,425.00 15-Apr-99 1.00 574,425.00 574,425.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.90 15-Apr-99 1.00 0.90 0.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 895,077.84 15-Apr-99 1.00 895,077.84 895,077.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 920,767.84 15-Apr-99 1.00 920,767.84 920,767.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 76,224.84 16-Apr-99 1.00 76,224.84 76,224.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 340,741.63 16-Apr-99 1.00 340,741.63 340,741.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 292,337.95 16-Apr-99 1.00 292,337.95 292,337.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 627,594.92 16-Apr-99 1.00 627,594.92 627,594.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,129,441.71 16-Apr-99 1.00 1,129,441.71 1,129,441.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 252,967.38 16-Apr-99 1.00 252,967.38 252,967.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 821,778.86 16-Apr-99 1.00 821,778.86 821,778.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,888,913.98 16-Apr-99 1.00 4,888,913.98 4,888,913.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26.21 16-Apr-99 1.00 26.21 26.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 16-Apr-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65.53 16-Apr-99 1.00 65.53 65.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 34.09 16-Apr-99 1.00 34.09 34.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.44 16-Apr-99 1.00 52.44 52.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.43 16-Apr-99 1.00 52.43 52.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57.56 16-Apr-99 1.00 57.56 57.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182.56 16-Apr-99 1.00 182.56 182.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 164,864.98 16-Apr-99 1.00 164,864.98 164,864.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 69.20 16-Apr-99 1.00 69.20 69.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 70.13 16-Apr-99 1.00 70.13 70.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.77 16-Apr-99 1.00 0.77 0.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 440,294.04 19-Apr-99 1.00 440,294.04 440,294.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,410,726.04 19-Apr-99 1.00 1,410,726.04 1,410,726.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,117,439.66 19-Apr-99 1.00 1,117,439.66 1,117,439.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 19-Apr-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.86 19-Apr-99 1.00 0.86 0.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.79 19-Apr-99 1.00 0.79 0.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 113,426.55 19-Apr-99 1.00 113,426.55 113,426.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26,137.21 19-Apr-99 1.00 26,137.21 26,137.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 392,916.33 20-Apr-99 1.00 392,916.33 392,916.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 183,026.72 20-Apr-99 1.00 183,026.72 183,026.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 190,936.82 20-Apr-99 1.00 190,936.82 190,936.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 427,526.65 20-Apr-99 1.00 427,526.65 427,526.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 611,172.76 20-Apr-99 1.00 611,172.76 611,172.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 20-Apr-99 1.00 0.12 0.12 0.00
</TABLE>
Page 31 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 179,589.53 20-Apr-99 1.00 179,589.53 179,589.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 334,818.36 20-Apr-99 1.00 334,818.36 334,818.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 73,376.98 20-Apr-99 1.00 73,376.98 73,376.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.50 20-Apr-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,626,183.94 21-Apr-99 1.00 1,626,183.94 1,626,183.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 93,552.06 21-Apr-99 1.00 93,552.06 93,552.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,529.66 21-Apr-99 1.00 3,529.66 3,529.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,768.48 21-Apr-99 1.00 96,768.48 96,768.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 346,234.61 21-Apr-99 1.00 346,234.61 346,234.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 426,005.89 21-Apr-99 1.00 426,005.89 426,005.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 481,596.54 21-Apr-99 1.00 481,596.54 481,596.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 491,331.67 21-Apr-99 1.00 491,331.67 491,331.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 742,408.89 21-Apr-99 1.00 742,408.89 742,408.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 21-Apr-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 489,009.36 21-Apr-99 1.00 489,009.36 489,009.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 271,793.37 22-Apr-99 1.00 271,793.37 271,793.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 98,651.20 22-Apr-99 1.00 98,651.20 98,651.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 868,001.29 22-Apr-99 1.00 868,001.29 868,001.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,715,068.34 22-Apr-99 1.00 3,715,068.34 3,715,068.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 184,370.97 22-Apr-99 1.00 184,370.97 184,370.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 900,173.27 22-Apr-99 1.00 900,173.27 900,173.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 511,401.61 22-Apr-99 1.00 511,401.61 511,401.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,806,444.40 22-Apr-99 1.00 2,806,444.40 2,806,444.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26,127.87 22-Apr-99 1.00 26,127.87 26,127.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 403.73 22-Apr-99 1.00 403.73 403.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 22-Apr-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 22-Apr-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 516,771.08 23-Apr-99 1.00 516,771.08 516,771.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 88,051.17 23-Apr-99 1.00 88,051.17 88,051.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 79,820.48 23-Apr-99 1.00 79,820.48 79,820.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,139,537.39 23-Apr-99 1.00 2,139,537.39 2,139,537.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 694,111.47 23-Apr-99 1.00 694,111.47 694,111.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 508,295.58 23-Apr-99 1.00 508,295.58 508,295.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,746,301.00 23-Apr-99 1.00 12,746,301.00 12,746,301.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,147,178.79 23-Apr-99 1.00 2,147,178.79 2,147,178.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 23-Apr-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,000.00 23-Apr-99 1.00 20,000.00 20,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 794,317.84 23-Apr-99 1.00 794,317.84 794,317.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 249,850.42 23-Apr-99 1.00 249,850.42 249,850.42 0.00
</TABLE>
Page 32 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,414,948.47 26-Apr-99 1.00 1,414,948.47 1,414,948.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 998,123.58 26-Apr-99 1.00 998,123.58 998,123.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 238,445.53 26-Apr-99 1.00 238,445.53 238,445.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 176,846.87 26-Apr-99 1.00 176,846.87 176,846.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 551,446.99 26-Apr-99 1.00 551,446.99 551,446.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,744,968.93 26-Apr-99 1.00 1,744,968.93 1,744,968.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 26-Apr-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 26-Apr-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 26-Apr-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 258,433.47 26-Apr-99 1.00 258,433.47 258,433.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 26-Apr-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 225,982.14 27-Apr-99 1.00 225,982.14 225,982.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 336,165.18 27-Apr-99 1.00 336,165.18 336,165.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,815,160.51 27-Apr-99 1.00 2,815,160.51 2,815,160.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 639,344.34 27-Apr-99 1.00 639,344.34 639,344.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 800,705.61 27-Apr-99 1.00 800,705.61 800,705.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 27-Apr-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,097.55 27-Apr-99 1.00 4,097.55 4,097.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 27-Apr-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 358,144.11 28-Apr-99 1.00 358,144.11 358,144.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 550,384.45 28-Apr-99 1.00 550,384.45 550,384.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 233,781.12 28-Apr-99 1.00 233,781.12 233,781.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 265,926.70 28-Apr-99 1.00 265,926.70 265,926.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 782,646.88 28-Apr-99 1.00 782,646.88 782,646.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18,717.52 28-Apr-99 1.00 18,717.52 18,717.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,108,348.68 28-Apr-99 1.00 1,108,348.68 1,108,348.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,386,242.09 28-Apr-99 1.00 2,386,242.09 2,386,242.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 172,843.76 28-Apr-99 1.00 172,843.76 172,843.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.44 28-Apr-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 40,068.52 28-Apr-99 1.00 40,068.52 40,068.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.45 28-Apr-99 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 137,982.69 29-Apr-99 1.00 137,982.69 137,982.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 399,772.92 29-Apr-99 1.00 399,772.92 399,772.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,512,452.95 29-Apr-99 1.00 1,512,452.95 1,512,452.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 418,555.86 29-Apr-99 1.00 418,555.86 418,555.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 272,504.48 29-Apr-99 1.00 272,504.48 272,504.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 203,320.13 29-Apr-99 1.00 203,320.13 203,320.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,357,544.47 29-Apr-99 1.00 9,357,544.47 9,357,544.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 378.69 29-Apr-99 1.00 378.69 378.69 0.00
</TABLE>
Page 33 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 29-Apr-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 29-Apr-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.93 29-Apr-99 1.00 0.93 0.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,089,253.11 30-Apr-99 1.00 1,089,253.11 1,089,253.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 902,406.39 30-Apr-99 1.00 902,406.39 902,406.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 421,016.09 30-Apr-99 1.00 421,016.09 421,016.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 365,074.85 30-Apr-99 1.00 365,074.85 365,074.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 46,513.09 30-Apr-99 1.00 46,513.09 46,513.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 852,524.54 30-Apr-99 1.00 852,524.54 852,524.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,419.30 30-Apr-99 1.00 3,419.30 3,419.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,912.41 30-Apr-99 1.00 20,912.41 20,912.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,191.34 30-Apr-99 1.00 4,191.34 4,191.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 30-Apr-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 457,920.45 3-May-99 1.00 457,920.45 457,920.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 118,546.30 3-May-99 1.00 118,546.30 118,546.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 11,787.54 3-May-99 1.00 11,787.54 11,787.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,971,550.04 3-May-99 1.00 1,971,550.04 1,971,550.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 116,368.75 3-May-99 1.00 116,368.75 116,368.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 348,057.17 3-May-99 1.00 348,057.17 348,057.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 326,253.23 3-May-99 1.00 326,253.23 326,253.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 135,542.49 3-May-99 1.00 135,542.49 135,542.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 126,890.71 3-May-99 1.00 126,890.71 126,890.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,000,327.65 3-May-99 1.00 1,000,327.65 1,000,327.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 84.53 3-May-99 1.00 84.53 84.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 398.72 3-May-99 1.00 398.72 398.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 130.06 3-May-99 1.00 130.06 130.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 193.26 3-May-99 1.00 193.26 193.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 296.06 3-May-99 1.00 296.06 296.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 188.84 3-May-99 1.00 188.84 188.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 453.86 3-May-99 1.00 453.86 453.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 179.79 3-May-99 1.00 179.79 179.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 356.11 3-May-99 1.00 356.11 356.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 476.43 3-May-99 1.00 476.43 476.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 208.56 3-May-99 1.00 208.56 208.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 356.14 3-May-99 1.00 356.14 356.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 3-May-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30,357.24 3-May-99 1.00 30,357.24 30,357.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 364.11 3-May-99 1.00 364.11 364.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,259.07 3-May-99 1.00 5,259.07 5,259.07 0.00
</TABLE>
Page 34 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 131,038.07 4-May-99 1.00 131,038.07 131,038.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,046.00 4-May-99 1.00 8,046.00 8,046.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 253,483.05 4-May-99 1.00 253,483.05 253,483.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 572,984.41 4-May-99 1.00 572,984.41 572,984.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,387,090.53 4-May-99 1.00 1,387,090.53 1,387,090.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 776,699.18 4-May-99 1.00 776,699.18 776,699.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,682,485.61 4-May-99 1.00 1,682,485.61 1,682,485.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 4-May-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 4-May-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.92 4-May-99 1.00 0.92 0.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 33,698.21 4-May-99 1.00 33,698.21 33,698.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 580,938.81 4-May-99 1.00 580,938.81 580,938.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.52 4-May-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 317,838.61 5-May-99 1.00 317,838.61 317,838.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 163,912.50 5-May-99 1.00 163,912.50 163,912.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 94,883.32 5-May-99 1.00 94,883.32 94,883.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 245,963.75 5-May-99 1.00 245,963.75 245,963.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 230,405.65 5-May-99 1.00 230,405.65 230,405.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,777.65 5-May-99 1.00 9,777.65 9,777.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 631,589.24 5-May-99 1.00 631,589.24 631,589.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.77 5-May-99 1.00 0.77 0.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,178.86 5-May-99 1.00 8,178.86 8,178.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 77.66 5-May-99 1.00 77.66 77.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 31.32 5-May-99 1.00 31.32 31.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 110.53 5-May-99 1.00 110.53 110.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 70,074.58 5-May-99 1.00 70,074.58 70,074.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 73.43 5-May-99 1.00 73.43 73.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 259.52 5-May-99 1.00 259.52 259.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10.41 5-May-99 1.00 10.41 10.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.29 5-May-99 1.00 9.29 9.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,225.87 5-May-99 1.00 44,225.87 44,225.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21.13 5-May-99 1.00 21.13 21.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16.40 5-May-99 1.00 16.40 16.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 5-May-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 11.54 5-May-99 1.00 11.54 11.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.63 5-May-99 1.00 1.63 1.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 54,697.42 5-May-99 1.00 54,697.42 54,697.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 113,533.51 6-May-99 1.00 113,533.51 113,533.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 278,922.32 6-May-99 1.00 278,922.32 278,922.32 0.00
</TABLE>
Page 35 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,285,597.85 6-May-99 1.00 1,285,597.85 1,285,597.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 138,725.30 6-May-99 1.00 138,725.30 138,725.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,039,336.64 6-May-99 1.00 1,039,336.64 1,039,336.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 357,203.59 6-May-99 1.00 357,203.59 357,203.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 798,770.74 6-May-99 1.00 798,770.74 798,770.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.50 6-May-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,859.25 6-May-99 1.00 4,859.25 4,859.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.18 6-May-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 112,392.91 6-May-99 1.00 112,392.91 112,392.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.73 6-May-99 1.00 0.73 0.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 233,322.73 6-May-99 1.00 233,322.73 233,322.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.54 6-May-99 1.00 0.54 0.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 460,847.58 7-May-99 1.00 460,847.58 460,847.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,208.96 7-May-99 1.00 7,208.96 7,208.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 377,474.82 7-May-99 1.00 377,474.82 377,474.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,152,885.51 7-May-99 1.00 2,152,885.51 2,152,885.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,380,725.78 7-May-99 1.00 1,380,725.78 1,380,725.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 603,005.86 7-May-99 1.00 603,005.86 603,005.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,137.50 7-May-99 1.00 8,137.50 8,137.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 7-May-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,034,358.67 10-May-99 1.00 1,034,358.67 1,034,358.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,511.12 10-May-99 1.00 7,511.12 7,511.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,889,436.63 10-May-99 1.00 7,889,436.63 7,889,436.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 964,087.81 10-May-99 1.00 964,087.81 964,087.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 962,133.02 10-May-99 1.00 962,133.02 962,133.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25,489.28 10-May-99 1.00 25,489.28 25,489.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,281,620.92 10-May-99 1.00 1,281,620.92 1,281,620.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 646,274.57 10-May-99 1.00 646,274.57 646,274.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,391,326.92 10-May-99 1.00 1,391,326.92 1,391,326.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,785.56 10-May-99 1.00 1,785.56 1,785.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 48,188.04 10-May-99 1.00 48,188.04 48,188.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.81 10-May-99 1.00 0.81 0.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.32 10-May-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,173,024.57 10-May-99 1.00 2,173,024.57 2,173,024.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,670.61 10-May-99 1.00 7,670.61 7,670.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 243,869.29 11-May-99 1.00 243,869.29 243,869.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 128,945.62 11-May-99 1.00 128,945.62 128,945.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,807,895.73 11-May-99 1.00 14,807,895.73 14,807,895.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,708.84 11-May-99 1.00 14,708.84 14,708.84 0.00
</TABLE>
Page 36 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 723,246.97 11-May-99 1.00 723,246.97 723,246.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 11-May-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 790,113.28 12-May-99 1.00 790,113.28 790,113.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 755,458.17 12-May-99 1.00 755,458.17 755,458.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,441,665.20 12-May-99 1.00 1,441,665.20 1,441,665.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,166.55 12-May-99 1.00 9,166.55 9,166.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 749,166.36 12-May-99 1.00 749,166.36 749,166.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,743.75 12-May-99 1.00 16,743.75 16,743.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 54,023.10 12-May-99 1.00 54,023.10 54,023.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 12-May-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.74 12-May-99 1.00 0.74 0.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 190,731.15 12-May-99 1.00 190,731.15 190,731.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,927.54 12-May-99 1.00 10,927.54 10,927.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 231,145.08 13-May-99 1.00 231,145.08 231,145.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 696,325.79 13-May-99 1.00 696,325.79 696,325.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,844,025.97 13-May-99 1.00 2,844,025.97 2,844,025.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 13-May-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 81,744.32 13-May-99 1.00 81,744.32 81,744.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 13-May-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 166,302.63 13-May-99 1.00 166,302.63 166,302.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 13-May-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,391,981.62 14-May-99 1.00 1,391,981.62 1,391,981.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 284,024.28 14-May-99 1.00 284,024.28 284,024.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 697,512.46 14-May-99 1.00 697,512.46 697,512.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 106,808.82 14-May-99 1.00 106,808.82 106,808.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 970,618.38 14-May-99 1.00 970,618.38 970,618.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 736,744.43 14-May-99 1.00 736,744.43 736,744.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 51,364.69 14-May-99 1.00 51,364.69 51,364.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 250,450.83 14-May-99 1.00 250,450.83 250,450.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 781,334.15 14-May-99 1.00 781,334.15 781,334.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 173,078.48 14-May-99 1.00 173,078.48 173,078.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.37 14-May-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26,590.09 14-May-99 1.00 26,590.09 26,590.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.13 14-May-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 14-May-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 318,786.61 14-May-99 1.00 318,786.61 318,786.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 770,069.03 14-May-99 1.00 770,069.03 770,069.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 969,664.30 17-May-99 1.00 969,664.30 969,664.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 510.67 17-May-99 1.00 510.67 510.67 0.00
</TABLE>
Page 37 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 72,925.21 17-May-99 1.00 72,925.21 72,925.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 541,232.44 17-May-99 1.00 541,232.44 541,232.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,234,941.20 17-May-99 1.00 1,234,941.20 1,234,941.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 937,267.06 17-May-99 1.00 937,267.06 937,267.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,046.84 17-May-99 1.00 1,046.84 1,046.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14.14 17-May-99 1.00 14.14 14.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 17-May-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 17-May-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 17-May-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 124,563.58 17-May-99 1.00 124,563.58 124,563.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 22.56 17-May-99 1.00 22.56 22.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 106,945.20 17-May-99 1.00 106,945.20 106,945.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 939,114.70 18-May-99 1.00 939,114.70 939,114.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 168,001.96 18-May-99 1.00 168,001.96 168,001.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 255,269.48 18-May-99 1.00 255,269.48 255,269.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,974,480.99 18-May-99 1.00 1,974,480.99 1,974,480.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 424,368.69 18-May-99 1.00 424,368.69 424,368.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 18-May-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100,000.00 18-May-99 1.00 100,000.00 100,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 200.00 18-May-99 1.00 200.00 200.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 152,365.83 18-May-99 1.00 152,365.83 152,365.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 18-May-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 455,232.69 19-May-99 1.00 455,232.69 455,232.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 503,291.13 19-May-99 1.00 503,291.13 503,291.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 864,994.95 19-May-99 1.00 864,994.95 864,994.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 81,537.59 19-May-99 1.00 81,537.59 81,537.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 19-May-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 860,173.29 19-May-99 1.00 860,173.29 860,173.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 389,832.78 20-May-99 1.00 389,832.78 389,832.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 193,869.86 20-May-99 1.00 193,869.86 193,869.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182,722.14 20-May-99 1.00 182,722.14 182,722.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 362,678.70 20-May-99 1.00 362,678.70 362,678.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,535,664.89 20-May-99 1.00 1,535,664.89 1,535,664.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,980,122.06 20-May-99 1.00 10,980,122.06 10,980,122.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,065.93 20-May-99 1.00 19,065.93 19,065.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 20-May-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100,000.00 20-May-99 1.00 100,000.00 100,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 71,139.10 20-May-99 1.00 71,139.10 71,139.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 20-May-99 1.00 0.20 0.20 0.00
</TABLE>
Page 38 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 20-May-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 343,280.42 21-May-99 1.00 343,280.42 343,280.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,013,613.94 21-May-99 1.00 3,013,613.94 3,013,613.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 630,432.66 21-May-99 1.00 630,432.66 630,432.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 263,413.11 21-May-99 1.00 263,413.11 263,413.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 412,627.76 21-May-99 1.00 412,627.76 412,627.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 399,571.87 21-May-99 1.00 399,571.87 399,571.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,831.48 21-May-99 1.00 20,831.48 20,831.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 292,024.78 21-May-99 1.00 292,024.78 292,024.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 204,289.17 21-May-99 1.00 204,289.17 204,289.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 21-May-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,539.73 21-May-99 1.00 2,539.73 2,539.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 940,265.74 24-May-99 1.00 940,265.74 940,265.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 833,464.59 24-May-99 1.00 833,464.59 833,464.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 229,037.01 24-May-99 1.00 229,037.01 229,037.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 61,557.88 24-May-99 1.00 61,557.88 61,557.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 367,594.83 24-May-99 1.00 367,594.83 367,594.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,576.28 24-May-99 1.00 4,576.28 4,576.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.69 24-May-99 1.00 0.69 0.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 24-May-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 24-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 196,412.42 24-May-99 1.00 196,412.42 196,412.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.70 24-May-99 1.00 0.70 0.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,070.13 25-May-99 1.00 8,070.13 8,070.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 624,758.33 25-May-99 1.00 624,758.33 624,758.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 37,308.74 25-May-99 1.00 37,308.74 37,308.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 113,186.89 25-May-99 1.00 113,186.89 113,186.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 896.59 25-May-99 1.00 896.59 896.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 25-May-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 173,176.93 25-May-99 1.00 173,176.93 173,176.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 344,675.37 25-May-99 1.00 344,675.37 344,675.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 89,673.25 26-May-99 1.00 89,673.25 89,673.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 136,651.22 26-May-99 1.00 136,651.22 136,651.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 361,587.32 26-May-99 1.00 361,587.32 361,587.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 123,557.58 26-May-99 1.00 123,557.58 123,557.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,354,660.94 26-May-99 1.00 8,354,660.94 8,354,660.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 26-May-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 267,048.49 26-May-99 1.00 267,048.49 267,048.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 26-May-99 1.00 0.22 0.22 0.00
</TABLE>
Page 39 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 26-May-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 277,797.40 26-May-99 1.00 277,797.40 277,797.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 26-May-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 674,037.70 27-May-99 1.00 674,037.70 674,037.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 17,410.01 27-May-99 1.00 17,410.01 17,410.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,816,556.21 27-May-99 1.00 1,816,556.21 1,816,556.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 160,641.82 27-May-99 1.00 160,641.82 160,641.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 959,912.62 27-May-99 1.00 959,912.62 959,912.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 145,735.24 27-May-99 1.00 145,735.24 145,735.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,143.66 27-May-99 1.00 57,143.66 57,143.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,575,633.63 27-May-99 1.00 1,575,633.63 1,575,633.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,263.93 27-May-99 1.00 14,263.93 14,263.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,667,515.06 27-May-99 1.00 6,667,515.06 6,667,515.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.77 27-May-99 1.00 0.77 0.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 27-May-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 149,936.28 27-May-99 1.00 149,936.28 149,936.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 596,127.07 28-May-99 1.00 596,127.07 596,127.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 481,070.47 28-May-99 1.00 481,070.47 481,070.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 45,427.38 28-May-99 1.00 45,427.38 45,427.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,526.41 28-May-99 1.00 8,526.41 8,526.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 28-May-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.18 28-May-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 28-May-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,001,434.19 28-May-99 1.00 1,001,434.19 1,001,434.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,228.53 28-May-99 1.00 7,228.53 7,228.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 560,564.22 1-Jun-99 1.00 560,564.22 560,564.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 159,294.80 1-Jun-99 1.00 159,294.80 159,294.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62,088.50 1-Jun-99 1.00 62,088.50 62,088.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,115,314.33 1-Jun-99 1.00 1,115,314.33 1,115,314.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 497,885.09 1-Jun-99 1.00 497,885.09 497,885.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 228,424.71 1-Jun-99 1.00 228,424.71 228,424.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,514,964.57 1-Jun-99 1.00 1,514,964.57 1,514,964.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 630.09 1-Jun-99 1.00 630.09 630.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 118.74 1-Jun-99 1.00 118.74 118.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 432.22 1-Jun-99 1.00 432.22 432.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 139.02 1-Jun-99 1.00 139.02 139.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 167.56 1-Jun-99 1.00 167.56 167.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 1-Jun-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 195.13 1-Jun-99 1.00 195.13 195.13 0.00
</TABLE>
Page 40 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 455.07 1-Jun-99 1.00 455.07 455.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 603.59 1-Jun-99 1.00 603.59 603.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 349.46 1-Jun-99 1.00 349.46 349.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 485.33 1-Jun-99 1.00 485.33 485.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 217.59 1-Jun-99 1.00 217.59 217.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 1-Jun-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 1-Jun-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 352.02 1-Jun-99 1.00 352.02 352.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 1-Jun-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,050.55 1-Jun-99 1.00 44,050.55 44,050.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 1-Jun-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 232,919.49 2-Jun-99 1.00 232,919.49 232,919.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 272,489.03 2-Jun-99 1.00 272,489.03 272,489.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,901.99 2-Jun-99 1.00 2,901.99 2,901.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 640,360.23 2-Jun-99 1.00 640,360.23 640,360.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 649,607.42 2-Jun-99 1.00 649,607.42 649,607.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 2-Jun-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 2-Jun-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.35 2-Jun-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 47,802.69 3-Jun-99 1.00 47,802.69 47,802.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 79,332.25 3-Jun-99 1.00 79,332.25 79,332.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,077,465.43 3-Jun-99 1.00 1,077,465.43 1,077,465.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,138,449.79 3-Jun-99 1.00 2,138,449.79 2,138,449.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10.34 3-Jun-99 1.00 10.34 10.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,693,504.31 3-Jun-99 1.00 1,693,504.31 1,693,504.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,132.89 3-Jun-99 1.00 12,132.89 12,132.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 205.74 3-Jun-99 1.00 205.74 205.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 253.20 3-Jun-99 1.00 253.20 253.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 197.11 3-Jun-99 1.00 197.11 197.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 17.90 3-Jun-99 1.00 17.90 17.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.11 3-Jun-99 1.00 9.11 9.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 74.66 3-Jun-99 1.00 74.66 74.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8.05 3-Jun-99 1.00 8.05 8.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 3-Jun-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 51.74 3-Jun-99 1.00 51.74 51.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 58.94 3-Jun-99 1.00 58.94 58.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 999.93 3-Jun-99 1.00 999.93 999.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12.54 3-Jun-99 1.00 12.54 12.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 101,925.81 3-Jun-99 1.00 101,925.81 101,925.81 0.00
</TABLE>
Page 41 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 200,140.20 3-Jun-99 1.00 200,140.20 200,140.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,236.34 3-Jun-99 1.00 1,236.34 1,236.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.58 3-Jun-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 446,394.72 4-Jun-99 1.00 446,394.72 446,394.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 652,554.84 4-Jun-99 1.00 652,554.84 652,554.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,517.75 4-Jun-99 1.00 57,517.75 57,517.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 141,356.49 4-Jun-99 1.00 141,356.49 141,356.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 4-Jun-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 4-Jun-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.63 4-Jun-99 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 4-Jun-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.94 4-Jun-99 1.00 0.94 0.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 4-Jun-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 101,565.76 4-Jun-99 1.00 101,565.76 101,565.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 841,452.86 7-Jun-99 1.00 841,452.86 841,452.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 118,631.56 7-Jun-99 1.00 118,631.56 118,631.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 129,368.73 7-Jun-99 1.00 129,368.73 129,368.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 827,230.76 7-Jun-99 1.00 827,230.76 827,230.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 943,855.28 7-Jun-99 1.00 943,855.28 943,855.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 863,526.05 7-Jun-99 1.00 863,526.05 863,526.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 108,501.44 7-Jun-99 1.00 108,501.44 108,501.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 289,280.21 7-Jun-99 1.00 289,280.21 289,280.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 7-Jun-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 7-Jun-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 7-Jun-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 7-Jun-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 270,724.69 7-Jun-99 1.00 270,724.69 270,724.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,955,614.47 8-Jun-99 1.00 2,955,614.47 2,955,614.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 93,460.09 8-Jun-99 1.00 93,460.09 93,460.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,900,812.79 8-Jun-99 1.00 2,900,812.79 2,900,812.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 33,136.64 8-Jun-99 1.00 33,136.64 33,136.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 260,945.24 8-Jun-99 1.00 260,945.24 260,945.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 246,537.28 8-Jun-99 1.00 246,537.28 246,537.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,911,864.00 8-Jun-99 1.00 2,911,864.00 2,911,864.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,930,311.87 8-Jun-99 1.00 1,930,311.87 1,930,311.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,180,400.55 8-Jun-99 1.00 1,180,400.55 1,180,400.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 8-Jun-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 8-Jun-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 8-Jun-99 1.00 0.47 0.47 0.00
</TABLE>
Page 42 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 8-Jun-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 383,040.31 8-Jun-99 1.00 383,040.31 383,040.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 8-Jun-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 143,510.80 9-Jun-99 1.00 143,510.80 143,510.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,890.00 9-Jun-99 1.00 1,890.00 1,890.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 306,437.70 9-Jun-99 1.00 306,437.70 306,437.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 86,501.36 9-Jun-99 1.00 86,501.36 86,501.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 490,673.47 9-Jun-99 1.00 490,673.47 490,673.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 362,973.98 9-Jun-99 1.00 362,973.98 362,973.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 237.43 9-Jun-99 1.00 237.43 237.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,070.86 9-Jun-99 1.00 3,070.86 3,070.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 9-Jun-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 9-Jun-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 186,870.11 9-Jun-99 1.00 186,870.11 186,870.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 168,956.24 10-Jun-99 1.00 168,956.24 168,956.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,345.49 10-Jun-99 1.00 57,345.49 57,345.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 36,216.96 10-Jun-99 1.00 36,216.96 36,216.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 868,621.81 10-Jun-99 1.00 868,621.81 868,621.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,046,672.46 10-Jun-99 1.00 1,046,672.46 1,046,672.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 629,333.21 10-Jun-99 1.00 629,333.21 629,333.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 174,626.12 10-Jun-99 1.00 174,626.12 174,626.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 992,338.07 10-Jun-99 1.00 992,338.07 992,338.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 10-Jun-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,121.10 10-Jun-99 1.00 5,121.10 5,121.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 10-Jun-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 10-Jun-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 94,558.19 10-Jun-99 1.00 94,558.19 94,558.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.35 10-Jun-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 594,400.01 10-Jun-99 1.00 594,400.01 594,400.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 10-Jun-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 195,167.91 11-Jun-99 1.00 195,167.91 195,167.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,849,017.12 11-Jun-99 1.00 3,849,017.12 3,849,017.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 84,728.78 11-Jun-99 1.00 84,728.78 84,728.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 60,475.82 11-Jun-99 1.00 60,475.82 60,475.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 916,971.55 11-Jun-99 1.00 916,971.55 916,971.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 577,302.56 11-Jun-99 1.00 577,302.56 577,302.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 11-Jun-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 11-Jun-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,529.61 14-Jun-99 1.00 15,529.61 15,529.61 0.00
</TABLE>
Page 43 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 434,138.50 14-Jun-99 1.00 434,138.50 434,138.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 335,734.90 14-Jun-99 1.00 335,734.90 335,734.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 222,210.15 14-Jun-99 1.00 222,210.15 222,210.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 14-Jun-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 131,989.67 14-Jun-99 1.00 131,989.67 131,989.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.35 14-Jun-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 14-Jun-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 120,339.59 14-Jun-99 1.00 120,339.59 120,339.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 14-Jun-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 300,811.98 15-Jun-99 1.00 300,811.98 300,811.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 51,861.38 15-Jun-99 1.00 51,861.38 51,861.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,860.28 15-Jun-99 1.00 16,860.28 16,860.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 496,994.80 15-Jun-99 1.00 496,994.80 496,994.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21,332.92 15-Jun-99 1.00 21,332.92 21,332.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 552,660.47 15-Jun-99 1.00 552,660.47 552,660.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 210,455.16 15-Jun-99 1.00 210,455.16 210,455.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.58 15-Jun-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.21 15-Jun-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.52 15-Jun-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.32 15-Jun-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,545.50 15-Jun-99 1.00 57,545.50 57,545.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 139,535.90 15-Jun-99 1.00 139,535.90 139,535.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 807,145.83 16-Jun-99 1.00 807,145.83 807,145.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 28,427.50 16-Jun-99 1.00 28,427.50 28,427.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 35,180.03 16-Jun-99 1.00 35,180.03 35,180.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26.21 16-Jun-99 1.00 26.21 26.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 16-Jun-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 188.79 16-Jun-99 1.00 188.79 188.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62.90 16-Jun-99 1.00 62.90 62.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,914.25 16-Jun-99 1.00 2,914.25 2,914.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 43.44 16-Jun-99 1.00 43.44 43.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.43 16-Jun-99 1.00 52.43 52.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 16-Jun-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182.56 16-Jun-99 1.00 182.56 182.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 16-Jun-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 59.42 16-Jun-99 1.00 59.42 59.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 343,067.95 16-Jun-99 1.00 343,067.95 343,067.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 70.13 16-Jun-99 1.00 70.13 70.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 783,981.44 17-Jun-99 1.00 783,981.44 783,981.44 0.00
</TABLE>
Page 44 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 76,964.42 17-Jun-99 1.00 76,964.42 76,964.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 201,192.45 17-Jun-99 1.00 201,192.45 201,192.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,258,123.80 17-Jun-99 1.00 1,258,123.80 1,258,123.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 977,447.68 17-Jun-99 1.00 977,447.68 977,447.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,466,153.43 17-Jun-99 1.00 1,466,153.43 1,466,153.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 35,392.08 17-Jun-99 1.00 35,392.08 35,392.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,315.04 17-Jun-99 1.00 44,315.04 44,315.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 920,654.84 17-Jun-99 1.00 920,654.84 920,654.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 17-Jun-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 317,566.33 17-Jun-99 1.00 317,566.33 317,566.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 115,100.16 17-Jun-99 1.00 115,100.16 115,100.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.59 17-Jun-99 1.00 0.59 0.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 23,485.12 18-Jun-99 1.00 23,485.12 23,485.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 547,481.34 18-Jun-99 1.00 547,481.34 547,481.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 829,753.81 18-Jun-99 1.00 829,753.81 829,753.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 250,006.98 18-Jun-99 1.00 250,006.98 250,006.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 18-Jun-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 18-Jun-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 18-Jun-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 18-Jun-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.34 18-Jun-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 119,183.40 18-Jun-99 1.00 119,183.40 119,183.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 73,678.03 21-Jun-99 1.00 73,678.03 73,678.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,265,533.28 21-Jun-99 1.00 3,265,533.28 3,265,533.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,332,345.99 21-Jun-99 1.00 1,332,345.99 1,332,345.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 359,056.12 21-Jun-99 1.00 359,056.12 359,056.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 764,339.94 21-Jun-99 1.00 764,339.94 764,339.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 971,583.48 21-Jun-99 1.00 971,583.48 971,583.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 21-Jun-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 21-Jun-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 270.70 21-Jun-99 1.00 270.70 270.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 21-Jun-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 398,437.75 21-Jun-99 1.00 398,437.75 398,437.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 449,472.88 21-Jun-99 1.00 449,472.88 449,472.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 466,384.35 22-Jun-99 1.00 466,384.35 466,384.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 31,109.69 22-Jun-99 1.00 31,109.69 31,109.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,834,098.31 22-Jun-99 1.00 1,834,098.31 1,834,098.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,070,285.16 22-Jun-99 1.00 2,070,285.16 2,070,285.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 777,521.49 22-Jun-99 1.00 777,521.49 777,521.49 0.00
</TABLE>
Page 45 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 165,269.06 22-Jun-99 1.00 165,269.06 165,269.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 22-Jun-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.58 22-Jun-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.32 22-Jun-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,968.40 22-Jun-99 1.00 15,968.40 15,968.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 22-Jun-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,214.92 22-Jun-99 1.00 14,214.92 14,214.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,069.91 22-Jun-99 1.00 5,069.91 5,069.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 22-Jun-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,364.16 23-Jun-99 1.00 5,364.16 5,364.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,014,335.30 23-Jun-99 1.00 1,014,335.30 1,014,335.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 444,405.70 23-Jun-99 1.00 444,405.70 444,405.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 353,903.69 23-Jun-99 1.00 353,903.69 353,903.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 866,648.57 23-Jun-99 1.00 866,648.57 866,648.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 225,449.07 23-Jun-99 1.00 225,449.07 225,449.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 79.01 23-Jun-99 1.00 79.01 79.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 74.02 23-Jun-99 1.00 74.02 74.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 69.37 23-Jun-99 1.00 69.37 69.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55.12 23-Jun-99 1.00 55.12 55.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 34.43 23-Jun-99 1.00 34.43 34.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 60.68 23-Jun-99 1.00 60.68 60.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19.58 23-Jun-99 1.00 19.58 19.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.95 23-Jun-99 1.00 9.95 9.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19.02 23-Jun-99 1.00 19.02 19.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14.35 23-Jun-99 1.00 14.35 14.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 23.15 23-Jun-99 1.00 23.15 23.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4.33 23-Jun-99 1.00 4.33 4.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5.75 23-Jun-99 1.00 5.75 5.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4.23 23-Jun-99 1.00 4.23 4.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7.28 23-Jun-99 1.00 7.28 7.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3.63 23-Jun-99 1.00 3.63 3.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 64.49 23-Jun-99 1.00 64.49 64.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4.96 23-Jun-99 1.00 4.96 4.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13.36 23-Jun-99 1.00 13.36 13.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3.50 23-Jun-99 1.00 3.50 3.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 231,668.39 24-Jun-99 1.00 231,668.39 231,668.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 380,005.04 24-Jun-99 1.00 380,005.04 380,005.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 942,230.89 24-Jun-99 1.00 942,230.89 942,230.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 399,519.95 24-Jun-99 1.00 399,519.95 399,519.95 0.00
</TABLE>
Page 46 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,652,274.34 24-Jun-99 1.00 10,652,274.34 10,652,274.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 17,970.36 24-Jun-99 1.00 17,970.36 17,970.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 110,594.05 24-Jun-99 1.00 110,594.05 110,594.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 87,718.77 25-Jun-99 1.00 87,718.77 87,718.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 526,110.12 25-Jun-99 1.00 526,110.12 526,110.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 389,092.79 25-Jun-99 1.00 389,092.79 389,092.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 25-Jun-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.39 25-Jun-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 25-Jun-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 95,885.67 25-Jun-99 1.00 95,885.67 95,885.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,623.21 28-Jun-99 1.00 44,623.21 44,623.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 271,926.42 28-Jun-99 1.00 271,926.42 271,926.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 188,512.94 28-Jun-99 1.00 188,512.94 188,512.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,588,346.41 28-Jun-99 1.00 3,588,346.41 3,588,346.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 119,274.37 28-Jun-99 1.00 119,274.37 119,274.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,527.87 28-Jun-99 1.00 10,527.87 10,527.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 82,171.09 28-Jun-99 1.00 82,171.09 82,171.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 28-Jun-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.55 28-Jun-99 1.00 0.55 0.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 28-Jun-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 28-Jun-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 28-Jun-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 497,546.07 29-Jun-99 1.00 497,546.07 497,546.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 138,773.99 29-Jun-99 1.00 138,773.99 138,773.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,527,254.48 29-Jun-99 1.00 1,527,254.48 1,527,254.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,286,094.00 29-Jun-99 1.00 1,286,094.00 1,286,094.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,131,869.49 29-Jun-99 1.00 1,131,869.49 1,131,869.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,257,824.20 29-Jun-99 1.00 3,257,824.20 3,257,824.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 200,213.00 29-Jun-99 1.00 200,213.00 200,213.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.56 29-Jun-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 36,531.36 29-Jun-99 1.00 36,531.36 36,531.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 317,295.94 29-Jun-99 1.00 317,295.94 317,295.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.56 29-Jun-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 593,243.88 30-Jun-99 1.00 593,243.88 593,243.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,655.00 30-Jun-99 1.00 12,655.00 12,655.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,406,571.92 30-Jun-99 1.00 1,406,571.92 1,406,571.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 941,591.94 30-Jun-99 1.00 941,591.94 941,591.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,009,469.01 30-Jun-99 1.00 1,009,469.01 1,009,469.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,099,875.03 30-Jun-99 1.00 1,099,875.03 1,099,875.03 0.00
</TABLE>
Page 47 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,531.25 30-Jun-99 1.00 4,531.25 4,531.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,870.50 30-Jun-99 1.00 4,870.50 4,870.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 30-Jun-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,000.00 30-Jun-99 1.00 50,000.00 50,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 30-Jun-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.87 30-Jun-99 1.00 0.87 0.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.32 30-Jun-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,193.50 30-Jun-99 1.00 9,193.50 9,193.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 313,657.55 1-Jul-99 1.00 313,657.55 313,657.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 212,373.55 1-Jul-99 1.00 212,373.55 212,373.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 183,357.68 1-Jul-99 1.00 183,357.68 183,357.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 159,849.12 1-Jul-99 1.00 159,849.12 159,849.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 474,644.59 1-Jul-99 1.00 474,644.59 474,644.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,455,280.42 1-Jul-99 1.00 1,455,280.42 1,455,280.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 811,953.11 1-Jul-99 1.00 811,953.11 811,953.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 123,282.28 1-Jul-99 1.00 123,282.28 123,282.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 853.77 1-Jul-99 1.00 853.77 853.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 459.98 1-Jul-99 1.00 459.98 459.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 993.20 1-Jul-99 1.00 993.20 993.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 596.40 1-Jul-99 1.00 596.40 596.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 458.86 1-Jul-99 1.00 458.86 458.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 1-Jul-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 360.53 1-Jul-99 1.00 360.53 360.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 548.09 1-Jul-99 1.00 548.09 548.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 656.28 1-Jul-99 1.00 656.28 656.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 258.39 1-Jul-99 1.00 258.39 258.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,411.75 1-Jul-99 1.00 15,411.75 15,411.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.24 1-Jul-99 1.00 0.24 0.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 816.29 1-Jul-99 1.00 816.29 816.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 247,122.57 1-Jul-99 1.00 247,122.57 247,122.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,323.57 1-Jul-99 1.00 13,323.57 13,323.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.33 1-Jul-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 332,997.72 2-Jul-99 1.00 332,997.72 332,997.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 127,327.68 2-Jul-99 1.00 127,327.68 127,327.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 476,862.89 2-Jul-99 1.00 476,862.89 476,862.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 880,654.51 2-Jul-99 1.00 880,654.51 880,654.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 528,950.00 2-Jul-99 1.00 528,950.00 528,950.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 75,000.00 2-Jul-99 1.00 75,000.00 75,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,124,465.51 2-Jul-99 1.00 3,124,465.51 3,124,465.51 0.00
</TABLE>
Page 48 of 168
<TABLE>
<CAPTION>
SCHEDULE OF REPORTABLE 5% TRANSACTIONS - ITEM 27D
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 2-Jul-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.64 2-Jul-99 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.49 2-Jul-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 2-Jul-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 189,590.05 2-Jul-99 1.00 189,590.05 189,590.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 158,120.77 6-Jul-99 1.00 158,120.77 158,120.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 255,965.70 6-Jul-99 1.00 255,965.70 255,965.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 172,484.87 6-Jul-99 1.00 172,484.87 172,484.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 255,404.57 6-Jul-99 1.00 255,404.57 255,404.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15.57 6-Jul-99 1.00 15.57 15.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,694.90 6-Jul-99 1.00 12,694.90 12,694.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 6-Jul-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 6-Jul-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 24.02 6-Jul-99 1.00 24.02 24.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 6-Jul-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.49 6-Jul-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.23 6-Jul-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,132.47 6-Jul-99 1.00 8,132.47 8,132.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 6-Jul-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,249.56 6-Jul-99 1.00 3,249.56 3,249.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.68 6-Jul-99 1.00 0.68 0.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 865,429.25 7-Jul-99 1.00 865,429.25 865,429.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,577,857.58 7-Jul-99 1.00 1,577,857.58 1,577,857.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,232.48 7-Jul-99 1.00 3,232.48 3,232.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 7-Jul-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 60,965.76 7-Jul-99 1.00 60,965.76 60,965.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 421,627.56 7-Jul-99 1.00 421,627.56 421,627.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 125,056.06 8-Jul-99 1.00 125,056.06 125,056.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21,854.93 8-Jul-99 1.00 21,854.93 21,854.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,067.25 8-Jul-99 1.00 4,067.25 4,067.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 63,706.56 8-Jul-99 1.00 63,706.56 63,706.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 614,697.81 8-Jul-99 1.00 614,697.81 614,697.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,672.49 8-Jul-99 1.00 13,672.49 13,672.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 321,502.12 8-Jul-99 1.00 321,502.12 321,502.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 81,062.00 8-Jul-99 1.00 81,062.00 81,062.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 8-Jul-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.44 8-Jul-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.87 8-Jul-99 1.00 0.87 0.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 150,667.49 8-Jul-99 1.00 150,667.49 150,667.49 0.00
</TABLE>
Page 49 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.37 8-Jul-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 299,588.89 8-Jul-99 1.00 299,588.89 299,588.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,519,248.63 9-Jul-99 1.00 1,519,248.63 1,519,248.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,875.00 9-Jul-99 1.00 1,875.00 1,875.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 874,835.38 9-Jul-99 1.00 874,835.38 874,835.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 86,779.25 9-Jul-99 1.00 86,779.25 86,779.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 286,257.32 9-Jul-99 1.00 286,257.32 286,257.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 145,590.10 9-Jul-99 1.00 145,590.10 145,590.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,484,749.12 9-Jul-99 1.00 2,484,749.12 2,484,749.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 9-Jul-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 117,910.27 9-Jul-99 1.00 117,910.27 117,910.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 9-Jul-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 9-Jul-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 58,537.40 12-Jul-99 1.00 58,537.40 58,537.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 77,513.30 12-Jul-99 1.00 77,513.30 77,513.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,700.88 12-Jul-99 1.00 2,700.88 2,700.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,121,102.56 12-Jul-99 1.00 1,121,102.56 1,121,102.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 43,227.23 12-Jul-99 1.00 43,227.23 43,227.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 31,154.83 12-Jul-99 1.00 31,154.83 31,154.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 304,170.24 12-Jul-99 1.00 304,170.24 304,170.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 12-Jul-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 12-Jul-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 12-Jul-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.78 12-Jul-99 1.00 0.78 0.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 12-Jul-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 12-Jul-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 12-Jul-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 261,715.76 12-Jul-99 1.00 261,715.76 261,715.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 101,708.77 12-Jul-99 1.00 101,708.77 101,708.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 79,715.62 13-Jul-99 1.00 79,715.62 79,715.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 234,802.55 13-Jul-99 1.00 234,802.55 234,802.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 209,248.76 13-Jul-99 1.00 209,248.76 209,248.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 202,829.18 13-Jul-99 1.00 202,829.18 202,829.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 99,808.69 13-Jul-99 1.00 99,808.69 99,808.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 231,768.04 13-Jul-99 1.00 231,768.04 231,768.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 59,048.90 13-Jul-99 1.00 59,048.90 59,048.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 13-Jul-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.49 13-Jul-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 13-Jul-99 1.00 0.60 0.60 0.00
</TABLE>
Page 50 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4.01 13-Jul-99 1.00 4.01 4.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.02 13-Jul-99 1.00 1.02 1.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 184,161.12 13-Jul-99 1.00 184,161.12 184,161.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 319,336.21 13-Jul-99 1.00 319,336.21 319,336.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 265,824.45 13-Jul-99 1.00 265,824.45 265,824.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 13-Jul-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 199,760.13 14-Jul-99 1.00 199,760.13 199,760.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 278,615.71 14-Jul-99 1.00 278,615.71 278,615.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 363.41 14-Jul-99 1.00 363.41 363.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 262,491.11 14-Jul-99 1.00 262,491.11 262,491.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 513,426.25 14-Jul-99 1.00 513,426.25 513,426.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 199,397.00 14-Jul-99 1.00 199,397.00 199,397.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 14-Jul-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.35 14-Jul-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 86,691.46 14-Jul-99 1.00 86,691.46 86,691.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,562.03 14-Jul-99 1.00 50,562.03 50,562.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18,143.07 15-Jul-99 1.00 18,143.07 18,143.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 579,847.72 15-Jul-99 1.00 579,847.72 579,847.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,043,815.72 15-Jul-99 1.00 1,043,815.72 1,043,815.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 439,974.39 15-Jul-99 1.00 439,974.39 439,974.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 139,941.55 15-Jul-99 1.00 139,941.55 139,941.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,040,332.87 15-Jul-99 1.00 3,040,332.87 3,040,332.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 15-Jul-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 15-Jul-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 15-Jul-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 15-Jul-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 895.82 15-Jul-99 1.00 895.82 895.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 297,758.43 15-Jul-99 1.00 297,758.43 297,758.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,825.25 16-Jul-99 1.00 13,825.25 13,825.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,071.36 16-Jul-99 1.00 12,071.36 12,071.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,179,248.95 16-Jul-99 1.00 1,179,248.95 1,179,248.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 764,984.85 16-Jul-99 1.00 764,984.85 764,984.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 302,901.15 16-Jul-99 1.00 302,901.15 302,901.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 518,706.59 16-Jul-99 1.00 518,706.59 518,706.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 527,650.53 16-Jul-99 1.00 527,650.53 527,650.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 105,541.59 16-Jul-99 1.00 105,541.59 105,541.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 98.38 16-Jul-99 1.00 98.38 98.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 114,992.24 16-Jul-99 1.00 114,992.24 114,992.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 17.84 16-Jul-99 1.00 17.84 17.84 0.00
</TABLE>
Page 51 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.24 16-Jul-99 1.00 0.24 0.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 36.61 16-Jul-99 1.00 36.61 36.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 60.34 16-Jul-99 1.00 60.34 60.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 156.46 16-Jul-99 1.00 156.46 156.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.66 16-Jul-99 1.00 0.66 0.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62.30 16-Jul-99 1.00 62.30 62.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 311,904.97 16-Jul-99 1.00 311,904.97 311,904.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 16-Jul-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,019.10 16-Jul-99 1.00 1,019.10 1,019.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 16-Jul-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 452,888.46 19-Jul-99 1.00 452,888.46 452,888.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 204,025.31 19-Jul-99 1.00 204,025.31 204,025.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 668,467.30 19-Jul-99 1.00 668,467.30 668,467.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,992.07 19-Jul-99 1.00 3,992.07 3,992.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 19-Jul-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.20 19-Jul-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,852.05 19-Jul-99 1.00 96,852.05 96,852.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.56 19-Jul-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 19-Jul-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 19-Jul-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 19-Jul-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,419.24 20-Jul-99 1.00 12,419.24 12,419.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 169,874.39 20-Jul-99 1.00 169,874.39 169,874.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 894,553.34 20-Jul-99 1.00 894,553.34 894,553.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 35,786.04 20-Jul-99 1.00 35,786.04 35,786.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 20-Jul-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 195,818.10 20-Jul-99 1.00 195,818.10 195,818.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 20-Jul-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.58 20-Jul-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 584,136.32 20-Jul-99 1.00 584,136.32 584,136.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 20-Jul-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 664,705.16 20-Jul-99 1.00 664,705.16 664,705.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 432,404.34 21-Jul-99 1.00 432,404.34 432,404.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 662,559.19 21-Jul-99 1.00 662,559.19 662,559.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 373,962.69 21-Jul-99 1.00 373,962.69 373,962.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 304,125.59 21-Jul-99 1.00 304,125.59 304,125.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 29,366.01 21-Jul-99 1.00 29,366.01 29,366.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 630,149.23 21-Jul-99 1.00 630,149.23 630,149.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 21-Jul-99 1.00 0.15 0.15 0.00
</TABLE>
Page 52 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 325,584.00 21-Jul-99 1.00 325,584.00 325,584.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 266,928.58 21-Jul-99 1.00 266,928.58 266,928.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 412,685.51 21-Jul-99 1.00 412,685.51 412,685.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 21-Jul-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 439,097.06 22-Jul-99 1.00 439,097.06 439,097.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 161,522.29 22-Jul-99 1.00 161,522.29 161,522.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 109,614.04 22-Jul-99 1.00 109,614.04 109,614.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 457,264.25 22-Jul-99 1.00 457,264.25 457,264.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 11,637,288.16 22-Jul-99 1.00 11,637,288.16 11,637,288.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 22-Jul-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.68 22-Jul-99 1.00 0.68 0.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.49 22-Jul-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 265,570.80 22-Jul-99 1.00 265,570.80 265,570.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 58,168.05 23-Jul-99 1.00 58,168.05 58,168.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 117,325.02 23-Jul-99 1.00 117,325.02 117,325.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 414,804.98 23-Jul-99 1.00 414,804.98 414,804.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 537,372.79 23-Jul-99 1.00 537,372.79 537,372.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 597,292.60 23-Jul-99 1.00 597,292.60 597,292.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 23-Jul-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 23-Jul-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 333,674.65 26-Jul-99 1.00 333,674.65 333,674.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 981,484.76 26-Jul-99 1.00 981,484.76 981,484.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 604,019.68 26-Jul-99 1.00 604,019.68 604,019.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 627,747.93 26-Jul-99 1.00 627,747.93 627,747.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.11 26-Jul-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 26-Jul-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 42,356.61 26-Jul-99 1.00 42,356.61 42,356.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 414,463.20 26-Jul-99 1.00 414,463.20 414,463.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 26-Jul-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 566,454.79 27-Jul-99 1.00 566,454.79 566,454.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 305,231.22 27-Jul-99 1.00 305,231.22 305,231.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,430,875.36 27-Jul-99 1.00 5,430,875.36 5,430,875.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 690,516.61 27-Jul-99 1.00 690,516.61 690,516.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 831,650.56 27-Jul-99 1.00 831,650.56 831,650.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.95 27-Jul-99 1.00 0.95 0.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.44 27-Jul-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.92 27-Jul-99 1.00 0.92 0.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 150,000.00 27-Jul-99 1.00 150,000.00 150,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 67,173.19 27-Jul-99 1.00 67,173.19 67,173.19 0.00
</TABLE>
Page 53 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,569.79 27-Jul-99 1.00 1,569.79 1,569.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 301,477.87 28-Jul-99 1.00 301,477.87 301,477.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,664.58 28-Jul-99 1.00 3,664.58 3,664.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,630,551.35 28-Jul-99 1.00 2,630,551.35 2,630,551.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 244,344.56 28-Jul-99 1.00 244,344.56 244,344.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,047,027.88 28-Jul-99 1.00 7,047,027.88 7,047,027.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 471,534.69 28-Jul-99 1.00 471,534.69 471,534.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 203,886.76 28-Jul-99 1.00 203,886.76 203,886.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 28-Jul-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 223,961.88 28-Jul-99 1.00 223,961.88 223,961.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 269,712.77 28-Jul-99 1.00 269,712.77 269,712.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.37 28-Jul-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 28-Jul-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 452.23 28-Jul-99 1.00 452.23 452.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.37 28-Jul-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 33,483.26 29-Jul-99 1.00 33,483.26 33,483.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 433,117.23 29-Jul-99 1.00 433,117.23 433,117.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,225,855.34 29-Jul-99 1.00 2,225,855.34 2,225,855.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,085,735.62 29-Jul-99 1.00 6,085,735.62 6,085,735.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,587,587.22 29-Jul-99 1.00 3,587,587.22 3,587,587.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 250,000.00 29-Jul-99 1.00 250,000.00 250,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,985,549.14 29-Jul-99 1.00 3,985,549.14 3,985,549.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 29-Jul-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 11,189.02 30-Jul-99 1.00 11,189.02 11,189.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 308,302.23 30-Jul-99 1.00 308,302.23 308,302.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,802,050.96 30-Jul-99 1.00 8,802,050.96 8,802,050.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 517,976.50 30-Jul-99 1.00 517,976.50 517,976.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.17 30-Jul-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.66 30-Jul-99 1.00 0.66 0.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 30-Jul-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 376,017.90 30-Jul-99 1.00 376,017.90 376,017.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 30-Jul-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 202.18 2-Aug-99 1.00 202.18 202.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 111,420.39 2-Aug-99 1.00 111,420.39 111,420.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 469,303.74 2-Aug-99 1.00 469,303.74 469,303.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,565,362.66 2-Aug-99 1.00 1,565,362.66 1,565,362.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 221.96 2-Aug-99 1.00 221.96 221.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 143.57 2-Aug-99 1.00 143.57 143.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 457.30 2-Aug-99 1.00 457.30 457.30 0.00
</TABLE>
Page 54 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 2-Aug-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 175.43 2-Aug-99 1.00 175.43 175.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 312.93 2-Aug-99 1.00 312.93 312.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 195.57 2-Aug-99 1.00 195.57 195.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 522.99 2-Aug-99 1.00 522.99 522.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.78 2-Aug-99 1.00 0.78 0.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 453.56 2-Aug-99 1.00 453.56 453.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 226.96 2-Aug-99 1.00 226.96 226.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 2-Aug-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 358.61 2-Aug-99 1.00 358.61 358.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 2-Aug-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,295.90 2-Aug-99 1.00 20,295.90 20,295.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 371.59 2-Aug-99 1.00 371.59 371.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100,340.43 2-Aug-99 1.00 100,340.43 100,340.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 101,822.73 2-Aug-99 1.00 101,822.73 101,822.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 244,648.56 3-Aug-99 1.00 244,648.56 244,648.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,431.79 3-Aug-99 1.00 57,431.79 57,431.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 131,485.77 3-Aug-99 1.00 131,485.77 131,485.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.63 3-Aug-99 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.25 3-Aug-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 421,455.81 3-Aug-99 1.00 421,455.81 421,455.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 3-Aug-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 165,233.03 4-Aug-99 1.00 165,233.03 165,233.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,065.86 4-Aug-99 1.00 19,065.86 19,065.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 756,973.72 4-Aug-99 1.00 756,973.72 756,973.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 94,982.16 4-Aug-99 1.00 94,982.16 94,982.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 248,648.55 4-Aug-99 1.00 248,648.55 248,648.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 4-Aug-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,785.19 4-Aug-99 1.00 14,785.19 14,785.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 4-Aug-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20.77 4-Aug-99 1.00 20.77 20.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 169.44 4-Aug-99 1.00 169.44 169.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,378.94 4-Aug-99 1.00 6,378.94 6,378.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.68 4-Aug-99 1.00 9.68 9.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 125.58 4-Aug-99 1.00 125.58 125.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,685.73 4-Aug-99 1.00 13,685.73 13,685.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 60.73 4-Aug-99 1.00 60.73 60.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 4-Aug-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5.83 4-Aug-99 1.00 5.83 5.83 0.00
</TABLE>
Page 55 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3.15 4-Aug-99 1.00 3.15 3.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 75.29 4-Aug-99 1.00 75.29 75.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21,570.94 4-Aug-99 1.00 21,570.94 21,570.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 185.89 4-Aug-99 1.00 185.89 185.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2.08 4-Aug-99 1.00 2.08 2.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.24 4-Aug-99 1.00 0.24 0.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,083.32 4-Aug-99 1.00 20,083.32 20,083.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 223,380.56 4-Aug-99 1.00 223,380.56 223,380.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 298,269.28 5-Aug-99 1.00 298,269.28 298,269.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18.66 5-Aug-99 1.00 18.66 18.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 663,296.60 5-Aug-99 1.00 663,296.60 663,296.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 577,758.16 5-Aug-99 1.00 577,758.16 577,758.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 249.00 5-Aug-99 1.00 249.00 249.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 5-Aug-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 5-Aug-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 429,661.84 5-Aug-99 1.00 429,661.84 429,661.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 309,484.26 6-Aug-99 1.00 309,484.26 309,484.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,724,793.79 6-Aug-99 1.00 1,724,793.79 1,724,793.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55,214.18 6-Aug-99 1.00 55,214.18 55,214.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 379,365.43 6-Aug-99 1.00 379,365.43 379,365.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,092.55 6-Aug-99 1.00 16,092.55 16,092.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.64 6-Aug-99 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,992.24 6-Aug-99 1.00 7,992.24 7,992.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.67 6-Aug-99 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,553,927.16 9-Aug-99 1.00 1,553,927.16 1,553,927.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 54,413.26 9-Aug-99 1.00 54,413.26 54,413.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,250,944.26 9-Aug-99 1.00 1,250,944.26 1,250,944.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 449,283.69 9-Aug-99 1.00 449,283.69 449,283.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.22 9-Aug-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,894.99 9-Aug-99 1.00 8,894.99 8,894.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 9-Aug-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.49 9-Aug-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 9-Aug-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,625.00 10-Aug-99 1.00 7,625.00 7,625.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,324,576.57 10-Aug-99 1.00 1,324,576.57 1,324,576.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 374,135.52 10-Aug-99 1.00 374,135.52 374,135.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,818.23 10-Aug-99 1.00 96,818.23 96,818.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,523,588.21 10-Aug-99 1.00 1,523,588.21 1,523,588.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 134,127.50 10-Aug-99 1.00 134,127.50 134,127.50 0.00
</TABLE>
Page 56 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.50 10-Aug-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 60,000.00 10-Aug-99 1.00 60,000.00 60,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 450,197.89 10-Aug-99 1.00 450,197.89 450,197.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 434,964.55 11-Aug-99 1.00 434,964.55 434,964.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30,680.62 11-Aug-99 1.00 30,680.62 30,680.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 746,763.63 11-Aug-99 1.00 746,763.63 746,763.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 250,649.21 11-Aug-99 1.00 250,649.21 250,649.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 47,787.14 11-Aug-99 1.00 47,787.14 47,787.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 41,774.94 11-Aug-99 1.00 41,774.94 41,774.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.85 11-Aug-99 1.00 0.85 0.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.44 11-Aug-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.66 11-Aug-99 1.00 0.66 0.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 967,195.98 12-Aug-99 1.00 967,195.98 967,195.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,759,151.73 12-Aug-99 1.00 1,759,151.73 1,759,151.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 58,201.54 12-Aug-99 1.00 58,201.54 58,201.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 154,261.42 12-Aug-99 1.00 154,261.42 154,261.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 956,348.00 12-Aug-99 1.00 956,348.00 956,348.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 12-Aug-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 12-Aug-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,000.00 12-Aug-99 1.00 50,000.00 50,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 12-Aug-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 59,500.91 12-Aug-99 1.00 59,500.91 59,500.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,900.00 13-Aug-99 1.00 5,900.00 5,900.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 379,313.60 13-Aug-99 1.00 379,313.60 379,313.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 343,817.32 13-Aug-99 1.00 343,817.32 343,817.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 588,093.04 13-Aug-99 1.00 588,093.04 588,093.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,725,033.27 13-Aug-99 1.00 1,725,033.27 1,725,033.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.45 13-Aug-99 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,000.00 13-Aug-99 1.00 10,000.00 10,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 13-Aug-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 490,586.25 13-Aug-99 1.00 490,586.25 490,586.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 437,317.51 16-Aug-99 1.00 437,317.51 437,317.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,170.84 16-Aug-99 1.00 13,170.84 13,170.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 598,154.51 16-Aug-99 1.00 598,154.51 598,154.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,446,853.47 16-Aug-99 1.00 1,446,853.47 1,446,853.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,474,245.54 16-Aug-99 1.00 1,474,245.54 1,474,245.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 946,005.23 16-Aug-99 1.00 946,005.23 946,005.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 175,757.86 16-Aug-99 1.00 175,757.86 175,757.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 117,850.32 16-Aug-99 1.00 117,850.32 117,850.32 0.00
</TABLE>
Page 57 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 99,379.11 16-Aug-99 1.00 99,379.11 99,379.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,437.40 16-Aug-99 1.00 3,437.40 3,437.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 109,247.77 16-Aug-99 1.00 109,247.77 109,247.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 16-Aug-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 16-Aug-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.70 16-Aug-99 1.00 0.70 0.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 146,474.76 16-Aug-99 1.00 146,474.76 146,474.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 688,329.85 16-Aug-99 1.00 688,329.85 688,329.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 16-Aug-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 17,816,074.39 17-Aug-99 1.00 17,816,074.39 17,816,074.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 113,390.11 17-Aug-99 1.00 113,390.11 113,390.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 191,670.04 17-Aug-99 1.00 191,670.04 191,670.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 73,399.86 17-Aug-99 1.00 73,399.86 73,399.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 87,067.14 17-Aug-99 1.00 87,067.14 87,067.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 17-Aug-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 17-Aug-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.78 17-Aug-99 1.00 0.78 0.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 211,955.38 17-Aug-99 1.00 211,955.38 211,955.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 314,099.40 17-Aug-99 1.00 314,099.40 314,099.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 128,937.90 17-Aug-99 1.00 128,937.90 128,937.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 123,122.88 18-Aug-99 1.00 123,122.88 123,122.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 957,472.15 18-Aug-99 1.00 957,472.15 957,472.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 321,912.37 18-Aug-99 1.00 321,912.37 321,912.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 722.80 18-Aug-99 1.00 722.80 722.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 719,873.29 18-Aug-99 1.00 719,873.29 719,873.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 736,525.32 18-Aug-99 1.00 736,525.32 736,525.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26.21 18-Aug-99 1.00 26.21 26.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 188.79 18-Aug-99 1.00 188.79 188.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 62.90 18-Aug-99 1.00 62.90 62.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65.53 18-Aug-99 1.00 65.53 65.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 34.09 18-Aug-99 1.00 34.09 34.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.44 18-Aug-99 1.00 52.44 52.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 77.28 18-Aug-99 1.00 77.28 77.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.13 18-Aug-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 182.56 18-Aug-99 1.00 182.56 182.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.52 18-Aug-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 217,194.27 18-Aug-99 1.00 217,194.27 217,194.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 18-Aug-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 255,751.06 19-Aug-99 1.00 255,751.06 255,751.06 0.00
</TABLE>
Page 58 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 112,829.99 19-Aug-99 1.00 112,829.99 112,829.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 230,532.46 19-Aug-99 1.00 230,532.46 230,532.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,769,308.61 19-Aug-99 1.00 9,769,308.61 9,769,308.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,399.00 19-Aug-99 1.00 16,399.00 16,399.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,574,176.10 19-Aug-99 1.00 1,574,176.10 1,574,176.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,785.00 19-Aug-99 1.00 3,785.00 3,785.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,000.00 19-Aug-99 1.00 15,000.00 15,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25,449.40 19-Aug-99 1.00 25,449.40 25,449.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 77,504.60 19-Aug-99 1.00 77,504.60 77,504.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.67 19-Aug-99 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 208,917.63 20-Aug-99 1.00 208,917.63 208,917.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 420,608.90 20-Aug-99 1.00 420,608.90 420,608.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 280,283.05 20-Aug-99 1.00 280,283.05 280,283.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 138,302.07 20-Aug-99 1.00 138,302.07 138,302.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,000.00 20-Aug-99 1.00 50,000.00 50,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.70 20-Aug-99 1.00 0.70 0.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.44 20-Aug-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.67 20-Aug-99 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,000.00 20-Aug-99 1.00 50,000.00 50,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 20-Aug-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 20-Aug-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,101.25 20-Aug-99 1.00 2,101.25 2,101.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,658,153.53 23-Aug-99 1.00 1,658,153.53 1,658,153.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 892,346.99 23-Aug-99 1.00 892,346.99 892,346.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 186,003.32 23-Aug-99 1.00 186,003.32 186,003.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 91,887.36 23-Aug-99 1.00 91,887.36 91,887.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 146,467.83 23-Aug-99 1.00 146,467.83 146,467.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 134,587.39 23-Aug-99 1.00 134,587.39 134,587.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 23-Aug-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.21 23-Aug-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.45 23-Aug-99 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 437,716.95 24-Aug-99 1.00 437,716.95 437,716.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 325,059.07 24-Aug-99 1.00 325,059.07 325,059.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 149,980.85 24-Aug-99 1.00 149,980.85 149,980.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100,294.04 24-Aug-99 1.00 100,294.04 100,294.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 85,742.54 24-Aug-99 1.00 85,742.54 85,742.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 133,615.54 24-Aug-99 1.00 133,615.54 133,615.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.55 24-Aug-99 1.00 0.55 0.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 24-Aug-99 1.00 0.42 0.42 0.00
</TABLE>
Page 59 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 24-Aug-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16.84 24-Aug-99 1.00 16.84 16.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 24-Aug-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 97,751.91 25-Aug-99 1.00 97,751.91 97,751.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 183,570.30 25-Aug-99 1.00 183,570.30 183,570.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 269,452.05 25-Aug-99 1.00 269,452.05 269,452.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,550.00 25-Aug-99 1.00 8,550.00 8,550.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 25-Aug-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,009.70 25-Aug-99 1.00 5,009.70 5,009.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.67 25-Aug-99 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 666,783.52 26-Aug-99 1.00 666,783.52 666,783.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 414,103.08 26-Aug-99 1.00 414,103.08 414,103.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 319,803.77 26-Aug-99 1.00 319,803.77 319,803.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 650,563.90 26-Aug-99 1.00 650,563.90 650,563.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 826,852.95 26-Aug-99 1.00 826,852.95 826,852.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 237,589.00 26-Aug-99 1.00 237,589.00 237,589.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,415,101.78 26-Aug-99 1.00 5,415,101.78 5,415,101.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 26-Aug-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 26-Aug-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,000.00 26-Aug-99 1.00 10,000.00 10,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 26-Aug-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 144,345.66 26-Aug-99 1.00 144,345.66 144,345.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,320.00 27-Aug-99 1.00 7,320.00 7,320.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 330,288.59 27-Aug-99 1.00 330,288.59 330,288.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 27-Aug-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 27-Aug-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.85 27-Aug-99 1.00 0.85 0.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 228,197.24 27-Aug-99 1.00 228,197.24 228,197.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,242.00 27-Aug-99 1.00 15,242.00 15,242.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,870.00 30-Aug-99 1.00 2,870.00 2,870.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,500.00 30-Aug-99 1.00 10,500.00 10,500.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,205,274.51 30-Aug-99 1.00 1,205,274.51 1,205,274.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,286,738.26 30-Aug-99 1.00 9,286,738.26 9,286,738.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 995,181.13 30-Aug-99 1.00 995,181.13 995,181.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 168,665.86 30-Aug-99 1.00 168,665.86 168,665.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 331,328.95 30-Aug-99 1.00 331,328.95 331,328.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.63 30-Aug-99 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 30-Aug-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.39 30-Aug-99 1.00 0.39 0.39 0.00
</TABLE>
Page 60 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 30-Aug-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,113.01 30-Aug-99 1.00 1,113.01 1,113.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.44 30-Aug-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,900.00 31-Aug-99 1.00 3,900.00 3,900.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,093.00 31-Aug-99 1.00 12,093.00 12,093.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 327,068.67 31-Aug-99 1.00 327,068.67 327,068.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 360,997.45 31-Aug-99 1.00 360,997.45 360,997.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 641,197.22 31-Aug-99 1.00 641,197.22 641,197.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.34 31-Aug-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.73 31-Aug-99 1.00 0.73 0.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 118,697.16 31-Aug-99 1.00 118,697.16 118,697.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 298,251.65 31-Aug-99 1.00 298,251.65 298,251.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,975.00 1-Sep-99 1.00 15,975.00 15,975.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 54,907.00 1-Sep-99 1.00 54,907.00 54,907.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 278,471.23 1-Sep-99 1.00 278,471.23 278,471.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,187.60 1-Sep-99 1.00 13,187.60 13,187.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 203,152.87 1-Sep-99 1.00 203,152.87 203,152.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 864,660.65 1-Sep-99 1.00 864,660.65 864,660.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,910.42 1-Sep-99 1.00 96,910.42 96,910.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 743.10 1-Sep-99 1.00 743.10 743.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,163.65 1-Sep-99 1.00 6,163.65 6,163.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 449.99 1-Sep-99 1.00 449.99 449.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,340.75 1-Sep-99 1.00 10,340.75 10,340.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 585.49 1-Sep-99 1.00 585.49 585.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 463.69 1-Sep-99 1.00 463.69 463.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 881.92 1-Sep-99 1.00 881.92 881.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 359.72 1-Sep-99 1.00 359.72 359.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 621.42 1-Sep-99 1.00 621.42 621.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.37 1-Sep-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 205.91 1-Sep-99 1.00 205.91 205.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 621.19 1-Sep-99 1.00 621.19 621.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 260.99 1-Sep-99 1.00 260.99 260.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.43 1-Sep-99 1.00 0.43 0.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 405.74 1-Sep-99 1.00 405.74 405.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 164.97 1-Sep-99 1.00 164.97 164.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 1-Sep-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 391.74 1-Sep-99 1.00 391.74 391.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,454.80 1-Sep-99 1.00 5,454.80 5,454.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 1-Sep-99 1.00 0.41 0.41 0.00
</TABLE>
Page 61 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,487,236.23 2-Sep-99 1.00 2,487,236.23 2,487,236.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,216.00 2-Sep-99 1.00 9,216.00 9,216.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,831,255.55 2-Sep-99 1.00 1,831,255.55 1,831,255.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 302,888.86 2-Sep-99 1.00 302,888.86 302,888.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 935,004.17 2-Sep-99 1.00 935,004.17 935,004.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 116,864.57 2-Sep-99 1.00 116,864.57 116,864.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 993,099.15 2-Sep-99 1.00 993,099.15 993,099.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 384,485.66 2-Sep-99 1.00 384,485.66 384,485.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 176,034.12 2-Sep-99 1.00 176,034.12 176,034.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,063,263.14 2-Sep-99 1.00 4,063,263.14 4,063,263.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 2-Sep-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 2-Sep-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.64 2-Sep-99 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 570.85 3-Sep-99 1.00 570.85 570.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,430.01 3-Sep-99 1.00 15,430.01 15,430.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,925.80 3-Sep-99 1.00 20,925.80 20,925.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 416,272.94 3-Sep-99 1.00 416,272.94 416,272.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 291,218.89 3-Sep-99 1.00 291,218.89 291,218.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,608.64 3-Sep-99 1.00 15,608.64 15,608.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 53.70 3-Sep-99 1.00 53.70 53.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 714.24 3-Sep-99 1.00 714.24 714.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21.87 3-Sep-99 1.00 21.87 21.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21.93 3-Sep-99 1.00 21.93 21.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 518.13 3-Sep-99 1.00 518.13 518.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57.98 3-Sep-99 1.00 57.98 57.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 63.58 3-Sep-99 1.00 63.58 63.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 3-Sep-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 35.57 3-Sep-99 1.00 35.57 35.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3.60 3-Sep-99 1.00 3.60 3.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 27.83 3-Sep-99 1.00 27.83 27.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 84.18 3-Sep-99 1.00 84.18 84.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 3-Sep-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1.32 3-Sep-99 1.00 1.32 1.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 212.49 3-Sep-99 1.00 212.49 212.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14.67 7-Sep-99 1.00 14.67 14.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 297,952.24 7-Sep-99 1.00 297,952.24 297,952.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,279,593.90 7-Sep-99 1.00 2,279,593.90 2,279,593.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 157,690.27 7-Sep-99 1.00 157,690.27 157,690.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 715,762.43 7-Sep-99 1.00 715,762.43 715,762.43 0.00
</TABLE>
Page 62 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 387,142.67 7-Sep-99 1.00 387,142.67 387,142.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 316,399.33 7-Sep-99 1.00 316,399.33 316,399.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 47,075.33 7-Sep-99 1.00 47,075.33 47,075.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100,296.84 7-Sep-99 1.00 100,296.84 100,296.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 61,800.04 7-Sep-99 1.00 61,800.04 61,800.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.89 7-Sep-99 1.00 0.89 0.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 251,139.35 7-Sep-99 1.00 251,139.35 251,139.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.23 7-Sep-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,177.41 7-Sep-99 1.00 10,177.41 10,177.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6,801.67 7-Sep-99 1.00 6,801.67 6,801.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.68 7-Sep-99 1.00 0.68 0.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,288.00 8-Sep-99 1.00 2,288.00 2,288.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 511,074.90 8-Sep-99 1.00 511,074.90 511,074.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 96,613.12 8-Sep-99 1.00 96,613.12 96,613.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 68,702.59 8-Sep-99 1.00 68,702.59 68,702.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 265.54 8-Sep-99 1.00 265.54 265.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 531.10 8-Sep-99 1.00 531.10 531.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 531.10 8-Sep-99 1.00 531.10 531.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,327.75 8-Sep-99 1.00 1,327.75 1,327.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 39,462.54 8-Sep-99 1.00 39,462.54 39,462.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,872.40 8-Sep-99 1.00 44,872.40 44,872.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,000.00 9-Sep-99 1.00 8,000.00 8,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 265,942.00 9-Sep-99 1.00 265,942.00 265,942.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 391,700.47 9-Sep-99 1.00 391,700.47 391,700.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 499,125.79 9-Sep-99 1.00 499,125.79 499,125.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 9-Sep-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 262,840.41 9-Sep-99 1.00 262,840.41 262,840.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 36,674.00 10-Sep-99 1.00 36,674.00 36,674.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 130,410.96 10-Sep-99 1.00 130,410.96 130,410.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 789,398.64 10-Sep-99 1.00 789,398.64 789,398.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 691,506.47 10-Sep-99 1.00 691,506.47 691,506.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 299,861.86 10-Sep-99 1.00 299,861.86 299,861.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 488,460.78 10-Sep-99 1.00 488,460.78 488,460.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 234,404.27 10-Sep-99 1.00 234,404.27 234,404.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,072,451.02 10-Sep-99 1.00 3,072,451.02 3,072,451.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.67 10-Sep-99 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 415,117.37 10-Sep-99 1.00 415,117.37 415,117.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 63,204.73 10-Sep-99 1.00 63,204.73 63,204.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 10-Sep-99 1.00 0.71 0.71 0.00
</TABLE>
Page 63 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 350.00 13-Sep-99 1.00 350.00 350.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,055.03 13-Sep-99 1.00 50,055.03 50,055.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 63,008.69 13-Sep-99 1.00 63,008.69 63,008.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26,895.94 13-Sep-99 1.00 26,895.94 26,895.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 70,828.46 13-Sep-99 1.00 70,828.46 70,828.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 575,085.94 13-Sep-99 1.00 575,085.94 575,085.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 692,540.93 13-Sep-99 1.00 692,540.93 692,540.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 997,497.04 13-Sep-99 1.00 997,497.04 997,497.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,218.01 13-Sep-99 1.00 13,218.01 13,218.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 13-Sep-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 163,666.87 13-Sep-99 1.00 163,666.87 163,666.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 195,856.28 13-Sep-99 1.00 195,856.28 195,856.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 13-Sep-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 360.00 14-Sep-99 1.00 360.00 360.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 46,276.14 14-Sep-99 1.00 46,276.14 46,276.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 87,001.43 14-Sep-99 1.00 87,001.43 87,001.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.92 14-Sep-99 1.00 0.92 0.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 21,652.48 14-Sep-99 1.00 21,652.48 21,652.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 14-Sep-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.25 14-Sep-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26,519.68 14-Sep-99 1.00 26,519.68 26,519.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 269,959.75 15-Sep-99 1.00 269,959.75 269,959.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,336.95 15-Sep-99 1.00 15,336.95 15,336.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 197,044.96 15-Sep-99 1.00 197,044.96 197,044.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,071.09 15-Sep-99 1.00 2,071.09 2,071.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 149,635.96 15-Sep-99 1.00 149,635.96 149,635.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 170,264.98 15-Sep-99 1.00 170,264.98 170,264.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 15-Sep-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.14 15-Sep-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 15-Sep-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 209,035.03 15-Sep-99 1.00 209,035.03 209,035.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,158.47 15-Sep-99 1.00 8,158.47 8,158.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 254,386.62 16-Sep-99 1.00 254,386.62 254,386.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 99,921.63 16-Sep-99 1.00 99,921.63 99,921.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 115,452.30 16-Sep-99 1.00 115,452.30 115,452.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 38,316.62 16-Sep-99 1.00 38,316.62 38,316.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 246,714.94 16-Sep-99 1.00 246,714.94 246,714.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 406,045.84 16-Sep-99 1.00 406,045.84 406,045.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 77,543.32 16-Sep-99 1.00 77,543.32 77,543.32 0.00
</TABLE>
Page 64 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.12 16-Sep-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 16-Sep-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,147.02 17-Sep-99 1.00 13,147.02 13,147.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 223,100.01 17-Sep-99 1.00 223,100.01 223,100.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,169.72 17-Sep-99 1.00 4,169.72 4,169.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 185,856.92 17-Sep-99 1.00 185,856.92 185,856.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 164,505.27 17-Sep-99 1.00 164,505.27 164,505.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 67,914.35 17-Sep-99 1.00 67,914.35 67,914.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26.21 17-Sep-99 1.00 26.21 26.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 275.71 17-Sep-99 1.00 275.71 275.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 17-Sep-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65.53 17-Sep-99 1.00 65.53 65.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 77.28 17-Sep-99 1.00 77.28 77.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.43 17-Sep-99 1.00 52.43 52.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 29.56 17-Sep-99 1.00 29.56 29.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 657.85 17-Sep-99 1.00 657.85 657.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.87 17-Sep-99 1.00 0.87 0.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 81.08 17-Sep-99 1.00 81.08 81.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.19 17-Sep-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 70.13 17-Sep-99 1.00 70.13 70.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.13 17-Sep-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,262.50 20-Sep-99 1.00 12,262.50 12,262.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 141,305.20 20-Sep-99 1.00 141,305.20 141,305.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 572,715.99 20-Sep-99 1.00 572,715.99 572,715.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 23,602.74 20-Sep-99 1.00 23,602.74 23,602.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 613,846.06 20-Sep-99 1.00 613,846.06 613,846.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 201,134.10 20-Sep-99 1.00 201,134.10 201,134.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,680,111.12 20-Sep-99 1.00 1,680,111.12 1,680,111.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 141,170.22 20-Sep-99 1.00 141,170.22 141,170.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25,058.38 20-Sep-99 1.00 25,058.38 25,058.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,465.62 20-Sep-99 1.00 19,465.62 19,465.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 20-Sep-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25,488.39 20-Sep-99 1.00 25,488.39 25,488.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 20-Sep-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 101,498.75 21-Sep-99 1.00 101,498.75 101,498.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,477.53 21-Sep-99 1.00 12,477.53 12,477.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 296,483.96 21-Sep-99 1.00 296,483.96 296,483.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 712,675.03 21-Sep-99 1.00 712,675.03 712,675.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,241.25 21-Sep-99 1.00 10,241.25 10,241.25 0.00
</TABLE>
Page 65 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12,568,871.21 21-Sep-99 1.00 12,568,871.21 12,568,871.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.58 21-Sep-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.45 21-Sep-99 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 21-Sep-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 472.66 21-Sep-99 1.00 472.66 472.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 144,296.08 22-Sep-99 1.00 144,296.08 144,296.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 317,659.62 22-Sep-99 1.00 317,659.62 317,659.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,161,359.36 22-Sep-99 1.00 2,161,359.36 2,161,359.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.34 22-Sep-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.82 22-Sep-99 1.00 0.82 0.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 22-Sep-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 173,553.76 22-Sep-99 1.00 173,553.76 173,553.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 113,865.57 22-Sep-99 1.00 113,865.57 113,865.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 22-Sep-99 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 206,412.43 23-Sep-99 1.00 206,412.43 206,412.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,415,823.83 23-Sep-99 1.00 1,415,823.83 1,415,823.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.55 23-Sep-99 1.00 0.55 0.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.91 23-Sep-99 1.00 0.91 0.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 23-Sep-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,770.00 24-Sep-99 1.00 4,770.00 4,770.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,271,844.12 24-Sep-99 1.00 2,271,844.12 2,271,844.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,366.95 24-Sep-99 1.00 7,366.95 7,366.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,841,269.72 24-Sep-99 1.00 2,841,269.72 2,841,269.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,098,290.99 24-Sep-99 1.00 2,098,290.99 2,098,290.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 204,216.08 24-Sep-99 1.00 204,216.08 204,216.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,176,130.81 24-Sep-99 1.00 1,176,130.81 1,176,130.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.35 24-Sep-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 333,728.60 24-Sep-99 1.00 333,728.60 333,728.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,397,411.07 27-Sep-99 1.00 5,397,411.07 5,397,411.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,256,974.42 27-Sep-99 1.00 1,256,974.42 1,256,974.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26,631.88 27-Sep-99 1.00 26,631.88 26,631.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 142,622.57 27-Sep-99 1.00 142,622.57 142,622.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 446,310.41 27-Sep-99 1.00 446,310.41 446,310.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 162,236.82 27-Sep-99 1.00 162,236.82 162,236.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 27-Sep-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 27-Sep-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.13 27-Sep-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 27-Sep-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.86 27-Sep-99 1.00 0.86 0.86 0.00
</TABLE>
Page 66 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 276,273.17 27-Sep-99 1.00 276,273.17 276,273.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,806.19 27-Sep-99 1.00 10,806.19 10,806.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 27-Sep-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 166,161.05 28-Sep-99 1.00 166,161.05 166,161.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 302,439.67 28-Sep-99 1.00 302,439.67 302,439.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 551,515.27 28-Sep-99 1.00 551,515.27 551,515.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 685,455.83 28-Sep-99 1.00 685,455.83 685,455.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 581,977.53 28-Sep-99 1.00 581,977.53 581,977.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 330,249.89 28-Sep-99 1.00 330,249.89 330,249.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 284,390.71 28-Sep-99 1.00 284,390.71 284,390.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.50 28-Sep-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.54 28-Sep-99 1.00 0.54 0.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.39 28-Sep-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.75 28-Sep-99 1.00 0.75 0.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 316,592.46 28-Sep-99 1.00 316,592.46 316,592.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 137,651.19 28-Sep-99 1.00 137,651.19 137,651.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26,274.51 29-Sep-99 1.00 26,274.51 26,274.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 816,324.82 29-Sep-99 1.00 816,324.82 816,324.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 181,980.63 29-Sep-99 1.00 181,980.63 181,980.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 209,080.31 29-Sep-99 1.00 209,080.31 209,080.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 952,721.97 29-Sep-99 1.00 952,721.97 952,721.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 786,879.50 29-Sep-99 1.00 786,879.50 786,879.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,713.72 29-Sep-99 1.00 14,713.72 14,713.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,010.00 29-Sep-99 1.00 10,010.00 10,010.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 29-Sep-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 355,360.18 29-Sep-99 1.00 355,360.18 355,360.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 284,056.84 30-Sep-99 1.00 284,056.84 284,056.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 82,747.34 30-Sep-99 1.00 82,747.34 82,747.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,086,751.06 30-Sep-99 1.00 2,086,751.06 2,086,751.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 580,097.84 30-Sep-99 1.00 580,097.84 580,097.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 469,421.87 30-Sep-99 1.00 469,421.87 469,421.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 144,036.57 30-Sep-99 1.00 144,036.57 144,036.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,020,708.12 30-Sep-99 1.00 4,020,708.12 4,020,708.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 160,521.88 30-Sep-99 1.00 160,521.88 160,521.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 152,611.45 30-Sep-99 1.00 152,611.45 152,611.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 30-Sep-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 30-Sep-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.77 30-Sep-99 1.00 0.77 0.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.79 30-Sep-99 1.00 0.79 0.79 0.00
</TABLE>
Page 67 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 30-Sep-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 339,799.71 30-Sep-99 1.00 339,799.71 339,799.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 30-Sep-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 310,008.33 1-Oct-99 1.00 310,008.33 310,008.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 44,840.00 1-Oct-99 1.00 44,840.00 44,840.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,953,943.69 1-Oct-99 1.00 2,953,943.69 2,953,943.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 716,262.75 1-Oct-99 1.00 716,262.75 716,262.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,185,486.40 1-Oct-99 1.00 1,185,486.40 1,185,486.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 501,847.28 1-Oct-99 1.00 501,847.28 501,847.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 391.71 1-Oct-99 1.00 391.71 391.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 772.46 1-Oct-99 1.00 772.46 772.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 450.07 1-Oct-99 1.00 450.07 450.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.30 1-Oct-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 406.41 1-Oct-99 1.00 406.41 406.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,011.28 1-Oct-99 1.00 3,011.28 3,011.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.23 1-Oct-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 622.87 1-Oct-99 1.00 622.87 622.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 761.03 1-Oct-99 1.00 761.03 761.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 279.62 1-Oct-99 1.00 279.62 279.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 987.39 1-Oct-99 1.00 987.39 987.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 399.04 1-Oct-99 1.00 399.04 399.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 158.44 1-Oct-99 1.00 158.44 158.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.74 1-Oct-99 1.00 0.74 0.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 361.15 1-Oct-99 1.00 361.15 361.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,013.00 4-Oct-99 1.00 7,013.00 7,013.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30,963.14 4-Oct-99 1.00 30,963.14 30,963.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 287,235.85 4-Oct-99 1.00 287,235.85 287,235.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 71,203.07 4-Oct-99 1.00 71,203.07 71,203.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 875,483.24 4-Oct-99 1.00 875,483.24 875,483.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.26 4-Oct-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,760.02 4-Oct-99 1.00 1,760.02 1,760.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 4-Oct-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.45 4-Oct-99 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 499.22 4-Oct-99 1.00 499.22 499.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,445.08 5-Oct-99 1.00 2,445.08 2,445.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 399,151.50 5-Oct-99 1.00 399,151.50 399,151.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 329.13 5-Oct-99 1.00 329.13 329.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 128,267.15 5-Oct-99 1.00 128,267.15 128,267.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 324,369.38 5-Oct-99 1.00 324,369.38 324,369.38 0.00
</TABLE>
Page 68 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 176,612.75 5-Oct-99 1.00 176,612.75 176,612.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 134,246.46 5-Oct-99 1.00 134,246.46 134,246.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 11,868.70 5-Oct-99 1.00 11,868.70 11,868.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 80.01 5-Oct-99 1.00 80.01 80.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 46.68 5-Oct-99 1.00 46.68 46.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 5-Oct-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 35.08 5-Oct-99 1.00 35.08 35.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 90.89 5-Oct-99 1.00 90.89 90.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 5-Oct-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 5-Oct-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 64.96 5-Oct-99 1.00 64.96 64.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 162.12 5-Oct-99 1.00 162.12 162.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 5-Oct-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 189.35 5-Oct-99 1.00 189.35 189.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 109.67 5-Oct-99 1.00 109.67 109.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 92.90 5-Oct-99 1.00 92.90 92.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.96 5-Oct-99 1.00 0.96 0.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.63 5-Oct-99 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 155.92 5-Oct-99 1.00 155.92 155.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,782.13 5-Oct-99 1.00 1,782.13 1,782.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 273,456.19 6-Oct-99 1.00 273,456.19 273,456.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,169,904.13 6-Oct-99 1.00 1,169,904.13 1,169,904.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 129,540.69 6-Oct-99 1.00 129,540.69 129,540.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 306,491.30 6-Oct-99 1.00 306,491.30 306,491.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 23,194.55 6-Oct-99 1.00 23,194.55 23,194.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 497,536.69 6-Oct-99 1.00 497,536.69 497,536.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 45,229.08 6-Oct-99 1.00 45,229.08 45,229.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.53 6-Oct-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 6-Oct-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,105.94 6-Oct-99 1.00 57,105.94 57,105.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 863.70 7-Oct-99 1.00 863.70 863.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,108.45 7-Oct-99 1.00 14,108.45 14,108.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 518,228.11 7-Oct-99 1.00 518,228.11 518,228.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 420,947.69 7-Oct-99 1.00 420,947.69 420,947.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 863,263.95 7-Oct-99 1.00 863,263.95 863,263.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 177,611.07 7-Oct-99 1.00 177,611.07 177,611.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.54 7-Oct-99 1.00 0.54 0.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.81 7-Oct-99 1.00 0.81 0.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.24 7-Oct-99 1.00 0.24 0.24 0.00
</TABLE>
Page 69 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 355,737.35 7-Oct-99 1.00 355,737.35 355,737.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.61 7-Oct-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,106.00 8-Oct-99 1.00 7,106.00 7,106.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,875.00 8-Oct-99 1.00 1,875.00 1,875.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 778,028.01 8-Oct-99 1.00 778,028.01 778,028.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 20,909.76 8-Oct-99 1.00 20,909.76 20,909.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 710,041.10 8-Oct-99 1.00 710,041.10 710,041.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 73,390.55 8-Oct-99 1.00 73,390.55 73,390.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 65,844.50 8-Oct-99 1.00 65,844.50 65,844.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.09 8-Oct-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.32 8-Oct-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 8-Oct-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.06 8-Oct-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 134.61 8-Oct-99 1.00 134.61 134.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,204.96 8-Oct-99 1.00 14,204.96 14,204.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 160,262.10 12-Oct-99 1.00 160,262.10 160,262.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 515,041.08 12-Oct-99 1.00 515,041.08 515,041.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 883,021.26 12-Oct-99 1.00 883,021.26 883,021.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,174,651.71 12-Oct-99 1.00 1,174,651.71 1,174,651.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25,719.66 12-Oct-99 1.00 25,719.66 25,719.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 793,509.83 12-Oct-99 1.00 793,509.83 793,509.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 236,162.62 12-Oct-99 1.00 236,162.62 236,162.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 609,080.93 12-Oct-99 1.00 609,080.93 609,080.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.81 12-Oct-99 1.00 0.81 0.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 12-Oct-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.18 12-Oct-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 12-Oct-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 12-Oct-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 12-Oct-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 468.77 12-Oct-99 1.00 468.77 468.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 35,200.17 12-Oct-99 1.00 35,200.17 35,200.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 408,442.81 12-Oct-99 1.00 408,442.81 408,442.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 240,110.32 13-Oct-99 1.00 240,110.32 240,110.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 257,402.62 13-Oct-99 1.00 257,402.62 257,402.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 558,877.94 13-Oct-99 1.00 558,877.94 558,877.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 46,458.98 13-Oct-99 1.00 46,458.98 46,458.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.32 13-Oct-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.35 13-Oct-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 177,555.33 13-Oct-99 1.00 177,555.33 177,555.33 0.00
</TABLE>
Page 70 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.63 13-Oct-99 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,697,446.88 14-Oct-99 1.00 5,697,446.88 5,697,446.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 629,513.32 14-Oct-99 1.00 629,513.32 629,513.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 900,952.87 14-Oct-99 1.00 900,952.87 900,952.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 14-Oct-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 14-Oct-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 14-Oct-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 14-Oct-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 509,816.19 14-Oct-99 1.00 509,816.19 509,816.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 857,760.99 14-Oct-99 1.00 857,760.99 857,760.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 83,012.40 14-Oct-99 1.00 83,012.40 83,012.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 129,166.16 14-Oct-99 1.00 129,166.16 129,166.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13,908.08 15-Oct-99 1.00 13,908.08 13,908.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,194.00 15-Oct-99 1.00 3,194.00 3,194.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 24,837.86 15-Oct-99 1.00 24,837.86 24,837.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 292,332.27 15-Oct-99 1.00 292,332.27 292,332.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 206,722.85 15-Oct-99 1.00 206,722.85 206,722.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 246,385.42 15-Oct-99 1.00 246,385.42 246,385.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 15-Oct-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.29 15-Oct-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.82 15-Oct-99 1.00 0.82 0.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 17.53 15-Oct-99 1.00 17.53 17.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 109,789.13 18-Oct-99 1.00 109,789.13 109,789.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,800.00 18-Oct-99 1.00 2,800.00 2,800.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 124,085.50 18-Oct-99 1.00 124,085.50 124,085.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,198,057.08 18-Oct-99 1.00 1,198,057.08 1,198,057.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 222,165.12 18-Oct-99 1.00 222,165.12 222,165.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 634,789.91 18-Oct-99 1.00 634,789.91 634,789.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.66 18-Oct-99 1.00 0.66 0.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 18-Oct-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 620.46 18-Oct-99 1.00 620.46 620.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 34.34 18-Oct-99 1.00 34.34 34.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 57,234.82 18-Oct-99 1.00 57,234.82 57,234.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 249,708.35 18-Oct-99 1.00 249,708.35 249,708.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.18 18-Oct-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,618,600.47 19-Oct-99 1.00 2,618,600.47 2,618,600.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 627,987.22 19-Oct-99 1.00 627,987.22 627,987.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 28,204.38 19-Oct-99 1.00 28,204.38 28,204.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 19-Oct-99 1.00 0.46 0.46 0.00
</TABLE>
Page 71 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.21 19-Oct-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 32,683.40 19-Oct-99 1.00 32,683.40 32,683.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 43,046.88 19-Oct-99 1.00 43,046.88 43,046.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 338,674.99 19-Oct-99 1.00 338,674.99 338,674.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 19-Oct-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 280,393.21 20-Oct-99 1.00 280,393.21 280,393.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,565,813.93 20-Oct-99 1.00 1,565,813.93 1,565,813.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 238,801.82 20-Oct-99 1.00 238,801.82 238,801.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 254,027.65 20-Oct-99 1.00 254,027.65 254,027.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 526,927.93 20-Oct-99 1.00 526,927.93 526,927.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 20-Oct-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30,993.16 20-Oct-99 1.00 30,993.16 30,993.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,336,236.11 21-Oct-99 1.00 1,336,236.11 1,336,236.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 231,368.16 21-Oct-99 1.00 231,368.16 231,368.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 129,998.46 21-Oct-99 1.00 129,998.46 129,998.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,131,369.41 21-Oct-99 1.00 8,131,369.41 8,131,369.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.42 21-Oct-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55,332.05 21-Oct-99 1.00 55,332.05 55,332.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 21-Oct-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 49,518.39 22-Oct-99 1.00 49,518.39 49,518.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 695,325.04 22-Oct-99 1.00 695,325.04 695,325.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 181,417.06 22-Oct-99 1.00 181,417.06 181,417.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 415,433.03 22-Oct-99 1.00 415,433.03 415,433.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 45,944.86 22-Oct-99 1.00 45,944.86 45,944.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 572,085.27 22-Oct-99 1.00 572,085.27 572,085.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 23,084.46 22-Oct-99 1.00 23,084.46 23,084.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.81 22-Oct-99 1.00 0.81 0.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 204,164.13 22-Oct-99 1.00 204,164.13 204,164.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 103,748.13 22-Oct-99 1.00 103,748.13 103,748.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 763,882.67 22-Oct-99 1.00 763,882.67 763,882.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 22-Oct-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 527,460.07 25-Oct-99 1.00 527,460.07 527,460.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 470,839.55 25-Oct-99 1.00 470,839.55 470,839.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 605,626.25 25-Oct-99 1.00 605,626.25 605,626.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 136,081.90 25-Oct-99 1.00 136,081.90 136,081.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 286,369.64 25-Oct-99 1.00 286,369.64 286,369.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 262,670.95 25-Oct-99 1.00 262,670.95 262,670.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,957.93 25-Oct-99 1.00 3,957.93 3,957.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.10 25-Oct-99 1.00 0.10 0.10 0.00
</TABLE>
Page 72 of 168
<TABLE>
<CAPTION>
SCHEDULE OF REPORTABLE 5% TRANSACTIONS - ITEM 27D
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 25-Oct-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 25-Oct-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 39,650.21 25-Oct-99 1.00 39,650.21 39,650.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 141,476.95 25-Oct-99 1.00 141,476.95 141,476.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 126,699.81 26-Oct-99 1.00 126,699.81 126,699.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 55,868.63 26-Oct-99 1.00 55,868.63 55,868.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30,726.59 26-Oct-99 1.00 30,726.59 30,726.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.67 26-Oct-99 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 30,000.00 26-Oct-99 1.00 30,000.00 30,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 26-Oct-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.25 26-Oct-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 71,228.81 27-Oct-99 1.00 71,228.81 71,228.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 742,884.68 27-Oct-99 1.00 742,884.68 742,884.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 124,389.29 27-Oct-99 1.00 124,389.29 124,389.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 938.72 27-Oct-99 1.00 938.72 938.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.82 27-Oct-99 1.00 0.82 0.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 27-Oct-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 307,679.16 28-Oct-99 1.00 307,679.16 307,679.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 74,415.05 28-Oct-99 1.00 74,415.05 74,415.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 724,531.95 28-Oct-99 1.00 724,531.95 724,531.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 134,449.95 28-Oct-99 1.00 134,449.95 134,449.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 31,966.38 28-Oct-99 1.00 31,966.38 31,966.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 350,968.48 28-Oct-99 1.00 350,968.48 350,968.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 88.86 28-Oct-99 1.00 88.86 88.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.77 28-Oct-99 1.00 0.77 0.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,003.00 29-Oct-99 1.00 15,003.00 15,003.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 615,857.18 29-Oct-99 1.00 615,857.18 615,857.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,962.00 29-Oct-99 1.00 10,962.00 10,962.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 885,530.58 29-Oct-99 1.00 885,530.58 885,530.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 467,325.60 29-Oct-99 1.00 467,325.60 467,325.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 77,930.06 29-Oct-99 1.00 77,930.06 77,930.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 271,175.40 29-Oct-99 1.00 271,175.40 271,175.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 185,093.82 29-Oct-99 1.00 185,093.82 185,093.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,449,986.07 29-Oct-99 1.00 5,449,986.07 5,449,986.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,000.00 29-Oct-99 1.00 50,000.00 50,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.72 29-Oct-99 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 29-Oct-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 49,305.63 1-Nov-99 1.00 49,305.63 49,305.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 15,988.00 1-Nov-99 1.00 15,988.00 15,988.00 0.00
</TABLE>
Page 73 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,404,130.75 1-Nov-99 1.00 4,404,130.75 4,404,130.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 287,376.71 1-Nov-99 1.00 287,376.71 287,376.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 124,223.18 1-Nov-99 1.00 124,223.18 124,223.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 151,442.91 1-Nov-99 1.00 151,442.91 151,442.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 232,936.76 1-Nov-99 1.00 232,936.76 232,936.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 397,782.77 1-Nov-99 1.00 397,782.77 397,782.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 388,974.73 1-Nov-99 1.00 388,974.73 388,974.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 45.86 1-Nov-99 1.00 45.86 45.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 115.95 1-Nov-99 1.00 115.95 115.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 68.87 1-Nov-99 1.00 68.87 68.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 284.90 1-Nov-99 1.00 284.90 284.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 265.48 1-Nov-99 1.00 265.48 265.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 531.56 1-Nov-99 1.00 531.56 531.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 587.23 1-Nov-99 1.00 587.23 587.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 352.61 1-Nov-99 1.00 352.61 352.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 467.07 1-Nov-99 1.00 467.07 467.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 950.63 1-Nov-99 1.00 950.63 950.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.55 1-Nov-99 1.00 0.55 0.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 335.28 1-Nov-99 1.00 335.28 335.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 122.60 1-Nov-99 1.00 122.60 122.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 326.13 1-Nov-99 1.00 326.13 326.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 475,958.95 1-Nov-99 1.00 475,958.95 475,958.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 318,382.93 1-Nov-99 1.00 318,382.93 318,382.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 1-Nov-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,504,165.02 2-Nov-99 1.00 1,504,165.02 1,504,165.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 912,049.18 2-Nov-99 1.00 912,049.18 912,049.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 87,331.86 2-Nov-99 1.00 87,331.86 87,331.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 808,702.90 2-Nov-99 1.00 808,702.90 808,702.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 3,115,159.53 2-Nov-99 1.00 3,115,159.53 3,115,159.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 302,952.39 2-Nov-99 1.00 302,952.39 302,952.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 2-Nov-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 827,893.25 2-Nov-99 1.00 827,893.25 827,893.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 135,016.81 2-Nov-99 1.00 135,016.81 135,016.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.37 2-Nov-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,495.97 3-Nov-99 1.00 1,495.97 1,495.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9.51 3-Nov-99 1.00 9.51 9.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 76,981.08 3-Nov-99 1.00 76,981.08 76,981.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,096,277.07 3-Nov-99 1.00 7,096,277.07 7,096,277.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 147,220.38 3-Nov-99 1.00 147,220.38 147,220.38 0.00
</TABLE>
Page 74 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 24,805.34 3-Nov-99 1.00 24,805.34 24,805.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 558,949.91 3-Nov-99 1.00 558,949.91 558,949.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 435,414.83 3-Nov-99 1.00 435,414.83 435,414.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18,334.38 3-Nov-99 1.00 18,334.38 18,334.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,551.35 3-Nov-99 1.00 9,551.35 9,551.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,438.13 3-Nov-99 1.00 1,438.13 1,438.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 106.93 3-Nov-99 1.00 106.93 106.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 29.54 3-Nov-99 1.00 29.54 29.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 216.77 3-Nov-99 1.00 216.77 216.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 11.71 3-Nov-99 1.00 11.71 11.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.04 3-Nov-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 107.02 3-Nov-99 1.00 107.02 107.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 71.28 3-Nov-99 1.00 71.28 71.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 168.81 3-Nov-99 1.00 168.81 168.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 322.52 3-Nov-99 1.00 322.52 322.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.74 3-Nov-99 1.00 0.74 0.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19.55 3-Nov-99 1.00 19.55 19.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2.68 3-Nov-99 1.00 2.68 2.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 99.36 3-Nov-99 1.00 99.36 99.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.07 3-Nov-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.18 3-Nov-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 743,308.22 3-Nov-99 1.00 743,308.22 743,308.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 76.55 3-Nov-99 1.00 76.55 76.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 70.89 3-Nov-99 1.00 70.89 70.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 923,926.81 3-Nov-99 1.00 923,926.81 923,926.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,079.43 4-Nov-99 1.00 1,079.43 1,079.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 690.00 4-Nov-99 1.00 690.00 690.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 17,189,199.88 4-Nov-99 1.00 17,189,199.88 17,189,199.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 587,963.51 4-Nov-99 1.00 587,963.51 587,963.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 47,120.63 4-Nov-99 1.00 47,120.63 47,120.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 215,084.54 4-Nov-99 1.00 215,084.54 215,084.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 874,952.77 4-Nov-99 1.00 874,952.77 874,952.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 122,652.05 4-Nov-99 1.00 122,652.05 122,652.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,119,637.53 4-Nov-99 1.00 1,119,637.53 1,119,637.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.82 4-Nov-99 1.00 0.82 0.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.54 4-Nov-99 1.00 0.54 0.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,225,700.22 4-Nov-99 1.00 2,225,700.22 2,225,700.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 4-Nov-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 117,720.27 5-Nov-99 1.00 117,720.27 117,720.27 0.00
</TABLE>
Page 75 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 245,815.55 5-Nov-99 1.00 245,815.55 245,815.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,096,101.64 5-Nov-99 1.00 1,096,101.64 1,096,101.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 132,032.52 5-Nov-99 1.00 132,032.52 132,032.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 233,388.22 5-Nov-99 1.00 233,388.22 233,388.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 274,948.63 5-Nov-99 1.00 274,948.63 274,948.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,328.50 5-Nov-99 1.00 8,328.50 8,328.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 59,359.50 5-Nov-99 1.00 59,359.50 59,359.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 173,656.77 5-Nov-99 1.00 173,656.77 173,656.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,618.67 5-Nov-99 1.00 10,618.67 10,618.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 5-Nov-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 560,432.47 8-Nov-99 1.00 560,432.47 560,432.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 833,703.23 8-Nov-99 1.00 833,703.23 833,703.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 35,146.85 8-Nov-99 1.00 35,146.85 35,146.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 907,095.66 8-Nov-99 1.00 907,095.66 907,095.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 7,829.33 8-Nov-99 1.00 7,829.33 7,829.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,327.10 8-Nov-99 1.00 4,327.10 4,327.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.05 8-Nov-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,621.38 8-Nov-99 1.00 8,621.38 8,621.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 76,409.90 8-Nov-99 1.00 76,409.90 76,409.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.78 8-Nov-99 1.00 0.78 0.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 263,519.13 8-Nov-99 1.00 263,519.13 263,519.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,612.07 9-Nov-99 1.00 4,612.07 4,612.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,445.83 9-Nov-99 1.00 19,445.83 19,445.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 285,463.64 9-Nov-99 1.00 285,463.64 285,463.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,917,340.39 9-Nov-99 1.00 1,917,340.39 1,917,340.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 284,158.72 9-Nov-99 1.00 284,158.72 284,158.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 761,299.73 9-Nov-99 1.00 761,299.73 761,299.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 274,231.30 9-Nov-99 1.00 274,231.30 274,231.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 68,912.99 9-Nov-99 1.00 68,912.99 68,912.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,664,108.99 9-Nov-99 1.00 2,664,108.99 2,664,108.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 100,000.00 9-Nov-99 1.00 100,000.00 100,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.36 9-Nov-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10,632.64 9-Nov-99 1.00 10,632.64 10,632.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,158.15 10-Nov-99 1.00 1,158.15 1,158.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 87,220.94 10-Nov-99 1.00 87,220.94 87,220.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 14,160.90 10-Nov-99 1.00 14,160.90 14,160.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 504,589.22 10-Nov-99 1.00 504,589.22 504,589.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 24,683.32 10-Nov-99 1.00 24,683.32 24,683.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 56,305.08 10-Nov-99 1.00 56,305.08 56,305.08 0.00
</TABLE>
Page 76 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 626,131.81 10-Nov-99 1.00 626,131.81 626,131.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 42,285.73 10-Nov-99 1.00 42,285.73 42,285.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,046.04 10-Nov-99 1.00 8,046.04 8,046.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 248,325.32 10-Nov-99 1.00 248,325.32 248,325.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,218,906.99 10-Nov-99 1.00 1,218,906.99 1,218,906.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 99.65 10-Nov-99 1.00 99.65 99.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50.04 10-Nov-99 1.00 50.04 50.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 86.46 10-Nov-99 1.00 86.46 86.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 43.31 10-Nov-99 1.00 43.31 43.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13.13 10-Nov-99 1.00 13.13 13.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 12.93 10-Nov-99 1.00 12.93 12.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26.33 10-Nov-99 1.00 26.33 26.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18.13 10-Nov-99 1.00 18.13 18.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 10-Nov-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 6.24 10-Nov-99 1.00 6.24 6.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 10-Nov-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 13.06 10-Nov-99 1.00 13.06 13.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5.19 10-Nov-99 1.00 5.19 5.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5.86 10-Nov-99 1.00 5.86 5.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 68,637.70 10-Nov-99 1.00 68,637.70 68,637.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.83 10-Nov-99 1.00 0.83 0.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,640.00 12-Nov-99 1.00 5,640.00 5,640.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 482,763.82 12-Nov-99 1.00 482,763.82 482,763.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 550,793.51 12-Nov-99 1.00 550,793.51 550,793.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 360,618.36 12-Nov-99 1.00 360,618.36 360,618.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,183.25 12-Nov-99 1.00 2,183.25 2,183.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 433,477.44 12-Nov-99 1.00 433,477.44 433,477.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 568,909.33 12-Nov-99 1.00 568,909.33 568,909.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,697,541.49 12-Nov-99 1.00 5,697,541.49 5,697,541.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 16,743.75 12-Nov-99 1.00 16,743.75 16,743.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.77 12-Nov-99 1.00 0.77 0.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 10.86 12-Nov-99 1.00 10.86 10.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 12-Nov-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 230,222.41 12-Nov-99 1.00 230,222.41 230,222.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,602.75 12-Nov-99 1.00 1,602.75 1,602.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 77,202.32 12-Nov-99 1.00 77,202.32 77,202.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,614.50 15-Nov-99 1.00 19,614.50 19,614.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,206,355.27 15-Nov-99 1.00 1,206,355.27 1,206,355.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 142,725.89 15-Nov-99 1.00 142,725.89 142,725.89 0.00
</TABLE>
Page 77 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 639,948.60 15-Nov-99 1.00 639,948.60 639,948.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 18,450.94 15-Nov-99 1.00 18,450.94 18,450.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,085.34 15-Nov-99 1.00 1,085.34 1,085.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 15-Nov-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.56 15-Nov-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 339,522.06 15-Nov-99 1.00 339,522.06 339,522.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.67 15-Nov-99 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 128,547.37 16-Nov-99 1.00 128,547.37 128,547.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 547,828.81 16-Nov-99 1.00 547,828.81 547,828.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,224,535.24 16-Nov-99 1.00 2,224,535.24 2,224,535.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 620,933.94 16-Nov-99 1.00 620,933.94 620,933.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 389,172.27 16-Nov-99 1.00 389,172.27 389,172.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 25,371.81 16-Nov-99 1.00 25,371.81 25,371.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 307,797.85 16-Nov-99 1.00 307,797.85 307,797.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 26.21 16-Nov-99 1.00 26.21 26.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 275.71 16-Nov-99 1.00 275.71 275.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 188.79 16-Nov-99 1.00 188.79 188.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.31 16-Nov-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.15 16-Nov-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.03 16-Nov-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 52.43 16-Nov-99 1.00 52.43 52.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.80 16-Nov-99 1.00 0.80 0.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 657.85 16-Nov-99 1.00 657.85 657.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.48 16-Nov-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 69.20 16-Nov-99 1.00 69.20 69.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 201,922.27 16-Nov-99 1.00 201,922.27 201,922.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 320,480.69 16-Nov-99 1.00 320,480.69 320,480.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 77,539.46 16-Nov-99 1.00 77,539.46 77,539.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 866,462.20 17-Nov-99 1.00 866,462.20 866,462.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 190,425.18 17-Nov-99 1.00 190,425.18 190,425.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 490,692.38 17-Nov-99 1.00 490,692.38 490,692.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 908,379.64 17-Nov-99 1.00 908,379.64 908,379.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 361,597.43 17-Nov-99 1.00 361,597.43 361,597.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.62 17-Nov-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.01 17-Nov-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 36,139.75 17-Nov-99 1.00 36,139.75 36,139.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 616,349.75 18-Nov-99 1.00 616,349.75 616,349.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,399,074.53 18-Nov-99 1.00 4,399,074.53 4,399,074.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 557,103.94 18-Nov-99 1.00 557,103.94 557,103.94 0.00
</TABLE>
Page 78 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 706,517.03 18-Nov-99 1.00 706,517.03 706,517.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 455,075.17 18-Nov-99 1.00 455,075.17 455,075.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 131,874.94 18-Nov-99 1.00 131,874.94 131,874.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,753,805.27 18-Nov-99 1.00 1,753,805.27 1,753,805.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 19,269.64 18-Nov-99 1.00 19,269.64 19,269.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,530.42 18-Nov-99 1.00 9,530.42 9,530.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.27 18-Nov-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 249,983.70 18-Nov-99 1.00 249,983.70 249,983.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 5,152.70 18-Nov-99 1.00 5,152.70 5,152.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 143,004.95 18-Nov-99 1.00 143,004.95 143,004.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.51 18-Nov-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 222,899.45 19-Nov-99 1.00 222,899.45 222,899.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 422,589.39 19-Nov-99 1.00 422,589.39 422,589.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 450,472.33 19-Nov-99 1.00 450,472.33 450,472.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 50,951.23 19-Nov-99 1.00 50,951.23 50,951.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 784,314.60 19-Nov-99 1.00 784,314.60 784,314.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,300,749.46 19-Nov-99 1.00 9,300,749.46 9,300,749.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 19-Nov-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.79 19-Nov-99 1.00 0.79 0.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.94 19-Nov-99 1.00 0.94 0.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 93,375.61 19-Nov-99 1.00 93,375.61 93,375.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 359,616.73 22-Nov-99 1.00 359,616.73 359,616.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 249,047.61 22-Nov-99 1.00 249,047.61 249,047.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 114,265.18 22-Nov-99 1.00 114,265.18 114,265.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,107,382.29 22-Nov-99 1.00 1,107,382.29 1,107,382.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,866.38 22-Nov-99 1.00 2,866.38 2,866.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 22-Nov-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.40 22-Nov-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.18 22-Nov-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 22-Nov-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,159,049.48 23-Nov-99 1.00 1,159,049.48 1,159,049.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 855,840.96 23-Nov-99 1.00 855,840.96 855,840.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 746,618.45 23-Nov-99 1.00 746,618.45 746,618.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 311,288.37 23-Nov-99 1.00 311,288.37 311,288.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 107,529.24 23-Nov-99 1.00 107,529.24 107,529.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 948,962.45 23-Nov-99 1.00 948,962.45 948,962.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 387,390.72 23-Nov-99 1.00 387,390.72 387,390.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 135,598.38 23-Nov-99 1.00 135,598.38 135,598.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.75 23-Nov-99 1.00 0.75 0.75 0.00
</TABLE>
Page 79 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,612.08 23-Nov-99 1.00 2,612.08 2,612.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.52 23-Nov-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 4,200.00 24-Nov-99 1.00 4,200.00 4,200.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 149,821.93 24-Nov-99 1.00 149,821.93 149,821.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 413,773.97 24-Nov-99 1.00 413,773.97 413,773.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 762,562.87 24-Nov-99 1.00 762,562.87 762,562.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 134,245.24 24-Nov-99 1.00 134,245.24 134,245.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.57 24-Nov-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.50 24-Nov-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,918.75 26-Nov-99 1.00 9,918.75 9,918.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 1,320,974.90 26-Nov-99 1.00 1,320,974.90 1,320,974.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 374,646.31 26-Nov-99 1.00 374,646.31 374,646.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 404,949.38 26-Nov-99 1.00 404,949.38 404,949.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 945,778.27 26-Nov-99 1.00 945,778.27 945,778.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 807,263.52 26-Nov-99 1.00 807,263.52 807,263.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 827,443.83 26-Nov-99 1.00 827,443.83 827,443.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.16 26-Nov-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.08 26-Nov-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.02 26-Nov-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.60 26-Nov-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.46 26-Nov-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 97,103.24 26-Nov-99 1.00 97,103.24 97,103.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.39 26-Nov-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 9,275.00 29-Nov-99 1.00 9,275.00 9,275.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 98,257.07 29-Nov-99 1.00 98,257.07 98,257.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 620,555.10 29-Nov-99 1.00 620,555.10 620,555.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 517,170.75 29-Nov-99 1.00 517,170.75 517,170.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 8,477.20 29-Nov-99 1.00 8,477.20 8,477.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.47 29-Nov-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.65 29-Nov-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 918.00 30-Nov-99 1.00 918.00 918.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 587,788.66 30-Nov-99 1.00 587,788.66 587,788.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 179,010.23 30-Nov-99 1.00 179,010.23 179,010.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.28 30-Nov-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.71 30-Nov-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 0.41 30-Nov-99 1.00 0.41 0.41 0.00
---------------------------------------------------------------------------------------------------------------------------
number of purchases = 3117 1,274,805,467.72 1,274,805,467.72 0.00
===========================================================================================================================
</TABLE>
Page 80 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -510,503.86 1-Dec-98 1.00 510,503.86 510,503.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,566,123.39 1-Dec-98 1.00 1,566,123.39 1,566,123.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -606,297.37 1-Dec-98 1.00 606,297.37 606,297.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,372,542.55 1-Dec-98 1.00 1,372,542.55 1,372,542.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -68,025.33 1-Dec-98 1.00 68,025.33 68,025.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,084,247.52 1-Dec-98 1.00 1,084,247.52 1,084,247.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.35 1-Dec-98 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -109.33 1-Dec-98 1.00 109.33 109.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.62 1-Dec-98 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.62 1-Dec-98 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -66,119.65 2-Dec-98 1.00 66,119.65 66,119.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,079.14 2-Dec-98 1.00 3,079.14 3,079.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 2-Dec-98 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.23 2-Dec-98 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.33 2-Dec-98 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54,166.05 2-Dec-98 1.00 54,166.05 54,166.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,129,210.41 3-Dec-98 1.00 1,129,210.41 1,129,210.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -90,742.48 3-Dec-98 1.00 90,742.48 90,742.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,038,677.01 3-Dec-98 1.00 1,038,677.01 1,038,677.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,263,431.51 3-Dec-98 1.00 2,263,431.51 2,263,431.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,571,747.35 3-Dec-98 1.00 1,571,747.35 1,571,747.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -121.28 3-Dec-98 1.00 121.28 121.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,764,169.47 3-Dec-98 1.00 1,764,169.47 1,764,169.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -109,285.79 3-Dec-98 1.00 109,285.79 109,285.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 3-Dec-98 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.36 3-Dec-98 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.63 3-Dec-98 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -158,477.45 3-Dec-98 1.00 158,477.45 158,477.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -184,150.55 4-Dec-98 1.00 184,150.55 184,150.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -109,812.67 4-Dec-98 1.00 109,812.67 109,812.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -170,859.40 4-Dec-98 1.00 170,859.40 170,859.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,309,578.54 4-Dec-98 1.00 1,309,578.54 1,309,578.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -44,267.25 4-Dec-98 1.00 44,267.25 44,267.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.24 4-Dec-98 1.00 0.24 0.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 4-Dec-98 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.34 4-Dec-98 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,596,985.35 4-Dec-98 1.00 2,596,985.35 2,596,985.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8,771.74 7-Dec-98 1.00 8,771.74 8,771.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -538,467.53 7-Dec-98 1.00 538,467.53 538,467.53 0.00
</TABLE>
Page 81 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -255,619.68 7-Dec-98 1.00 255,619.68 255,619.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -404,175.72 7-Dec-98 1.00 404,175.72 404,175.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,454.90 7-Dec-98 1.00 4,454.90 4,454.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -46,239.13 7-Dec-98 1.00 46,239.13 46,239.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -80.62 7-Dec-98 1.00 80.62 80.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -813.61 7-Dec-98 1.00 813.61 813.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -690.70 7-Dec-98 1.00 690.70 690.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -341.77 7-Dec-98 1.00 341.77 341.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -587.72 7-Dec-98 1.00 587.72 587.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 7-Dec-98 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -103.32 7-Dec-98 1.00 103.32 103.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.22 7-Dec-98 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -179.11 7-Dec-98 1.00 179.11 179.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -171.11 7-Dec-98 1.00 171.11 171.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -43.44 7-Dec-98 1.00 43.44 43.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -39.47 7-Dec-98 1.00 39.47 39.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -81.66 7-Dec-98 1.00 81.66 81.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -59.39 7-Dec-98 1.00 59.39 59.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,238.32 7-Dec-98 1.00 1,238.32 1,238.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -45.30 7-Dec-98 1.00 45.30 45.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31,045.96 7-Dec-98 1.00 31,045.96 31,045.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -824,388.19 7-Dec-98 1.00 824,388.19 824,388.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -55.36 7-Dec-98 1.00 55.36 55.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -381,279.12 8-Dec-98 1.00 381,279.12 381,279.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,031,688.27 8-Dec-98 1.00 2,031,688.27 2,031,688.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -865,258.98 8-Dec-98 1.00 865,258.98 865,258.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -97,667.98 8-Dec-98 1.00 97,667.98 97,667.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -127,117.00 8-Dec-98 1.00 127,117.00 127,117.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,037,621.65 8-Dec-98 1.00 1,037,621.65 1,037,621.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -698.17 8-Dec-98 1.00 698.17 698.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.27 8-Dec-98 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -97,063.40 8-Dec-98 1.00 97,063.40 97,063.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,454.34 8-Dec-98 1.00 5,454.34 5,454.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -331,329.22 9-Dec-98 1.00 331,329.22 331,329.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,101,868.23 9-Dec-98 1.00 1,101,868.23 1,101,868.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,584,910.97 9-Dec-98 1.00 1,584,910.97 1,584,910.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -51,958.21 9-Dec-98 1.00 51,958.21 51,958.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -21,070.00 9-Dec-98 1.00 21,070.00 21,070.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 9-Dec-98 1.00 0.18 0.18 0.00
</TABLE>
Page 82 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.34 9-Dec-98 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -51,937.26 9-Dec-98 1.00 51,937.26 51,937.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -358,956.57 10-Dec-98 1.00 358,956.57 358,956.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -803,177.44 10-Dec-98 1.00 803,177.44 803,177.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -71,645.44 10-Dec-98 1.00 71,645.44 71,645.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -17,989.12 10-Dec-98 1.00 17,989.12 17,989.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 10-Dec-98 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 10-Dec-98 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.29 10-Dec-98 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.27 10-Dec-98 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.36 10-Dec-98 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 10-Dec-98 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -178,036.35 10-Dec-98 1.00 178,036.35 178,036.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -243,883.76 11-Dec-98 1.00 243,883.76 243,883.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -501,994.72 11-Dec-98 1.00 501,994.72 501,994.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,112,561.77 11-Dec-98 1.00 1,112,561.77 1,112,561.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -437,093.64 11-Dec-98 1.00 437,093.64 437,093.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -790,915.72 11-Dec-98 1.00 790,915.72 790,915.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -519,734.02 11-Dec-98 1.00 519,734.02 519,734.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 11-Dec-98 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.30 11-Dec-98 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.29 11-Dec-98 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 11-Dec-98 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -473,043.25 11-Dec-98 1.00 473,043.25 473,043.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -840,728.45 11-Dec-98 1.00 840,728.45 840,728.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -598,648.25 14-Dec-98 1.00 598,648.25 598,648.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -141,636.69 14-Dec-98 1.00 141,636.69 141,636.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -347,141.87 14-Dec-98 1.00 347,141.87 347,141.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -936,752.49 14-Dec-98 1.00 936,752.49 936,752.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,248,103.31 14-Dec-98 1.00 1,248,103.31 1,248,103.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -484,730.35 14-Dec-98 1.00 484,730.35 484,730.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -84.98 14-Dec-98 1.00 84.98 84.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -815.84 14-Dec-98 1.00 815.84 815.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -342.73 14-Dec-98 1.00 342.73 342.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -589.80 14-Dec-98 1.00 589.80 589.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 14-Dec-98 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.23 14-Dec-98 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -104.37 14-Dec-98 1.00 104.37 104.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.51 14-Dec-98 1.00 0.51 0.51 0.00
</TABLE>
Page 83 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -180.94 14-Dec-98 1.00 180.94 180.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -173.31 14-Dec-98 1.00 173.31 173.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -108,320.01 14-Dec-98 1.00 108,320.01 108,320.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -43.94 14-Dec-98 1.00 43.94 43.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -39.86 14-Dec-98 1.00 39.86 39.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -57.64 14-Dec-98 1.00 57.64 57.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -59.81 14-Dec-98 1.00 59.81 59.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -441,331.61 14-Dec-98 1.00 441,331.61 441,331.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -37,901.18 14-Dec-98 1.00 37,901.18 37,901.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -67,163.51 14-Dec-98 1.00 67,163.51 67,163.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -55.70 14-Dec-98 1.00 55.70 55.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,024,154.30 15-Dec-98 1.00 1,024,154.30 1,024,154.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,676,060.71 15-Dec-98 1.00 5,676,060.71 5,676,060.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -268,020.78 15-Dec-98 1.00 268,020.78 268,020.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -127,445.43 15-Dec-98 1.00 127,445.43 127,445.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -216,641.79 15-Dec-98 1.00 216,641.79 216,641.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -260,808.34 15-Dec-98 1.00 260,808.34 260,808.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,314,094.61 15-Dec-98 1.00 1,314,094.61 1,314,094.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -520,145.74 15-Dec-98 1.00 520,145.74 520,145.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -20,025.14 15-Dec-98 1.00 20,025.14 20,025.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.23 15-Dec-98 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 15-Dec-98 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.36 15-Dec-98 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -729,564.05 15-Dec-98 1.00 729,564.05 729,564.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -20,170.66 15-Dec-98 1.00 20,170.66 20,170.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -66,986.57 16-Dec-98 1.00 66,986.57 66,986.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -210,574.01 16-Dec-98 1.00 210,574.01 210,574.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -265,841.64 16-Dec-98 1.00 265,841.64 265,841.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.32 16-Dec-98 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 16-Dec-98 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,862.80 16-Dec-98 1.00 2,862.80 2,862.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -817,033.02 16-Dec-98 1.00 817,033.02 817,033.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -26,868.74 17-Dec-98 1.00 26,868.74 26,868.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,341,953.55 17-Dec-98 1.00 2,341,953.55 2,341,953.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -897,123.26 17-Dec-98 1.00 897,123.26 897,123.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -903,534.05 17-Dec-98 1.00 903,534.05 903,534.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -971,206.98 17-Dec-98 1.00 971,206.98 971,206.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -320,811.99 17-Dec-98 1.00 320,811.99 320,811.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -459,160.29 17-Dec-98 1.00 459,160.29 459,160.29 0.00
</TABLE>
Page 84 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -382,555.20 17-Dec-98 1.00 382,555.20 382,555.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.37 17-Dec-98 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.45 17-Dec-98 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -294,242.15 17-Dec-98 1.00 294,242.15 294,242.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -173,725.18 18-Dec-98 1.00 173,725.18 173,725.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -685,678.56 18-Dec-98 1.00 685,678.56 685,678.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -254,494.02 18-Dec-98 1.00 254,494.02 254,494.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,227,812.91 18-Dec-98 1.00 1,227,812.91 1,227,812.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.33 18-Dec-98 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.22 18-Dec-98 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 18-Dec-98 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78,902.97 21-Dec-98 1.00 78,902.97 78,902.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,576,935.82 21-Dec-98 1.00 1,576,935.82 1,576,935.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -205,825.84 21-Dec-98 1.00 205,825.84 205,825.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -91.08 21-Dec-98 1.00 91.08 91.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -816.79 21-Dec-98 1.00 816.79 816.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -687.52 21-Dec-98 1.00 687.52 687.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -342.97 21-Dec-98 1.00 342.97 342.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -590.16 21-Dec-98 1.00 590.16 590.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.25 21-Dec-98 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -312.85 21-Dec-98 1.00 312.85 312.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -512.41 21-Dec-98 1.00 512.41 512.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -104.40 21-Dec-98 1.00 104.40 104.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.64 21-Dec-98 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -181.01 21-Dec-98 1.00 181.01 181.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -173.05 21-Dec-98 1.00 173.05 173.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79.82 21-Dec-98 1.00 79.82 79.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -43.90 21-Dec-98 1.00 43.90 43.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -39.77 21-Dec-98 1.00 39.77 39.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -57.44 21-Dec-98 1.00 57.44 57.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 21-Dec-98 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -12,373.65 21-Dec-98 1.00 12,373.65 12,373.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -49.35 21-Dec-98 1.00 49.35 49.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -287,719.46 21-Dec-98 1.00 287,719.46 287,719.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -55.47 21-Dec-98 1.00 55.47 55.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -66,134.85 22-Dec-98 1.00 66,134.85 66,134.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -101,360.73 22-Dec-98 1.00 101,360.73 101,360.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -127,809.75 22-Dec-98 1.00 127,809.75 127,809.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -351,744.30 22-Dec-98 1.00 351,744.30 351,744.30 0.00
</TABLE>
Page 85 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -178,870.09 22-Dec-98 1.00 178,870.09 178,870.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 22-Dec-98 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -13,919.34 22-Dec-98 1.00 13,919.34 13,919.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31,719.29 23-Dec-98 1.00 31,719.29 31,719.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,074,746.46 23-Dec-98 1.00 5,074,746.46 5,074,746.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,603,892.41 23-Dec-98 1.00 3,603,892.41 3,603,892.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,421,001.06 23-Dec-98 1.00 1,421,001.06 1,421,001.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -303,445.07 23-Dec-98 1.00 303,445.07 303,445.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -551,152.29 23-Dec-98 1.00 551,152.29 551,152.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -224.22 23-Dec-98 1.00 224.22 224.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.38 23-Dec-98 1.00 0.38 0.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 23-Dec-98 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 23-Dec-98 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -269,791.91 23-Dec-98 1.00 269,791.91 269,791.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -894,290.99 24-Dec-98 1.00 894,290.99 894,290.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -338,106.52 24-Dec-98 1.00 338,106.52 338,106.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -790,650.50 24-Dec-98 1.00 790,650.50 790,650.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -17,966.36 24-Dec-98 1.00 17,966.36 17,966.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.27 24-Dec-98 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.37 24-Dec-98 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 24-Dec-98 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 24-Dec-98 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -117,239.96 28-Dec-98 1.00 117,239.96 117,239.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,285,588.69 28-Dec-98 1.00 3,285,588.69 3,285,588.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,016,644.53 28-Dec-98 1.00 1,016,644.53 1,016,644.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -608,591.15 28-Dec-98 1.00 608,591.15 608,591.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -58,655.73 28-Dec-98 1.00 58,655.73 58,655.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,670,764.38 28-Dec-98 1.00 1,670,764.38 1,670,764.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -161,895.29 28-Dec-98 1.00 161,895.29 161,895.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.36 28-Dec-98 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 28-Dec-98 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 28-Dec-98 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.15 28-Dec-98 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -12,650.97 28-Dec-98 1.00 12,650.97 12,650.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -24,320.73 28-Dec-98 1.00 24,320.73 24,320.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -774,297.05 29-Dec-98 1.00 774,297.05 774,297.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -89,578.98 29-Dec-98 1.00 89,578.98 89,578.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -235,435.50 29-Dec-98 1.00 235,435.50 235,435.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -514,448.38 29-Dec-98 1.00 514,448.38 514,448.38 0.00
</TABLE>
Page 86 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -632,529.60 29-Dec-98 1.00 632,529.60 632,529.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -608.45 29-Dec-98 1.00 608.45 608.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -91.31 29-Dec-98 1.00 91.31 91.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -817.52 29-Dec-98 1.00 817.52 817.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -689.17 29-Dec-98 1.00 689.17 689.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -62.22 29-Dec-98 1.00 62.22 62.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -585.60 29-Dec-98 1.00 585.60 585.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -311.49 29-Dec-98 1.00 311.49 311.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -256.89 29-Dec-98 1.00 256.89 256.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -103.71 29-Dec-98 1.00 103.71 103.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 29-Dec-98 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -179.38 29-Dec-98 1.00 179.38 179.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.23 29-Dec-98 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.26 29-Dec-98 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.88 29-Dec-98 1.00 78.88 78.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -43.47 29-Dec-98 1.00 43.47 43.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -39.31 29-Dec-98 1.00 39.31 39.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -56.84 29-Dec-98 1.00 56.84 56.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -48.78 29-Dec-98 1.00 48.78 48.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54.82 29-Dec-98 1.00 54.82 54.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -91,567.58 30-Dec-98 1.00 91,567.58 91,567.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -347,024.45 30-Dec-98 1.00 347,024.45 347,024.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -601,988.45 30-Dec-98 1.00 601,988.45 601,988.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -95,429.25 30-Dec-98 1.00 95,429.25 95,429.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -160,789.17 30-Dec-98 1.00 160,789.17 160,789.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 30-Dec-98 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 30-Dec-98 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.03 30-Dec-98 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.03 30-Dec-98 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 30-Dec-98 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.29 30-Dec-98 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -513,175.15 31-Dec-98 1.00 513,175.15 513,175.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -911,456.45 31-Dec-98 1.00 911,456.45 911,456.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,214,928.50 31-Dec-98 1.00 1,214,928.50 1,214,928.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -243,856.94 31-Dec-98 1.00 243,856.94 243,856.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -834,641.59 31-Dec-98 1.00 834,641.59 834,641.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,286.65 31-Dec-98 1.00 2,286.65 2,286.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 31-Dec-98 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 31-Dec-98 1.00 0.04 0.04 0.00
</TABLE>
Page 87 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.50 31-Dec-98 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 31-Dec-98 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 31-Dec-98 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.29 31-Dec-98 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -184,548.66 31-Dec-98 1.00 184,548.66 184,548.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -34,909.50 4-Jan-99 1.00 34,909.50 34,909.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -97,545.37 4-Jan-99 1.00 97,545.37 97,545.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -913,337.72 4-Jan-99 1.00 913,337.72 913,337.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -139,467.72 4-Jan-99 1.00 139,467.72 139,467.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -94,932.66 4-Jan-99 1.00 94,932.66 94,932.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -629,240.35 5-Jan-99 1.00 629,240.35 629,240.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -16,449.68 5-Jan-99 1.00 16,449.68 16,449.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -295,472.93 5-Jan-99 1.00 295,472.93 295,472.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -172,987.36 5-Jan-99 1.00 172,987.36 172,987.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -818.31 5-Jan-99 1.00 818.31 818.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.36 5-Jan-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -185.60 5-Jan-99 1.00 185.60 185.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -567.72 5-Jan-99 1.00 567.72 567.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -306.69 5-Jan-99 1.00 306.69 306.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -506.57 5-Jan-99 1.00 506.57 506.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -102.97 5-Jan-99 1.00 102.97 102.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 5-Jan-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -178.07 5-Jan-99 1.00 178.07 178.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 5-Jan-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.61 5-Jan-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -43.02 5-Jan-99 1.00 43.02 43.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -38.88 5-Jan-99 1.00 38.88 38.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -56.24 5-Jan-99 1.00 56.24 56.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,221.75 5-Jan-99 1.00 1,221.75 1,221.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -48.34 5-Jan-99 1.00 48.34 48.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -353,981.46 5-Jan-99 1.00 353,981.46 353,981.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -100,585.83 5-Jan-99 1.00 100,585.83 100,585.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54.32 5-Jan-99 1.00 54.32 54.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8,035.54 6-Jan-99 1.00 8,035.54 8,035.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -481,919.59 6-Jan-99 1.00 481,919.59 481,919.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -39,016.78 6-Jan-99 1.00 39,016.78 39,016.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -11,235.06 6-Jan-99 1.00 11,235.06 11,235.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -705,395.86 6-Jan-99 1.00 705,395.86 705,395.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 6-Jan-99 1.00 0.28 0.28 0.00
</TABLE>
Page 88 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.25 6-Jan-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.53 6-Jan-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 6-Jan-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 6-Jan-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -17,250.60 6-Jan-99 1.00 17,250.60 17,250.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -60,766.58 6-Jan-99 1.00 60,766.58 60,766.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -94,098.41 6-Jan-99 1.00 94,098.41 94,098.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.03 6-Jan-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -56,822.71 6-Jan-99 1.00 56,822.71 56,822.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -605,971.22 7-Jan-99 1.00 605,971.22 605,971.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -177,630.79 7-Jan-99 1.00 177,630.79 177,630.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -97,833.60 7-Jan-99 1.00 97,833.60 97,833.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -279,046.00 7-Jan-99 1.00 279,046.00 279,046.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -299,403.56 7-Jan-99 1.00 299,403.56 299,403.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -38,800.49 7-Jan-99 1.00 38,800.49 38,800.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,138,052.69 7-Jan-99 1.00 2,138,052.69 2,138,052.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -69,004.75 7-Jan-99 1.00 69,004.75 69,004.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 7-Jan-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 7-Jan-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.58 7-Jan-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -51,799.85 7-Jan-99 1.00 51,799.85 51,799.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -152,325.78 7-Jan-99 1.00 152,325.78 152,325.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.43 7-Jan-99 1.00 0.43 0.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -114,175.23 7-Jan-99 1.00 114,175.23 114,175.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -608,674.02 8-Jan-99 1.00 608,674.02 608,674.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -6,802,215.74 8-Jan-99 1.00 6,802,215.74 6,802,215.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -961,101.12 8-Jan-99 1.00 961,101.12 961,101.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -141,251.04 8-Jan-99 1.00 141,251.04 141,251.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 8-Jan-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,390.79 8-Jan-99 1.00 2,390.79 2,390.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.44 8-Jan-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 8-Jan-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 8-Jan-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -153,292.97 11-Jan-99 1.00 153,292.97 153,292.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,391,110.95 11-Jan-99 1.00 3,391,110.95 3,391,110.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -994,173.67 11-Jan-99 1.00 994,173.67 994,173.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -145,801.82 11-Jan-99 1.00 145,801.82 145,801.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -98,602.26 11-Jan-99 1.00 98,602.26 98,602.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -819.80 11-Jan-99 1.00 819.80 819.80 0.00
</TABLE>
Page 89 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -569.69 11-Jan-99 1.00 569.69 569.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -509.44 11-Jan-99 1.00 509.44 509.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -103.58 11-Jan-99 1.00 103.58 103.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -80.88 11-Jan-99 1.00 80.88 80.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 11-Jan-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -77.97 11-Jan-99 1.00 77.97 77.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -43.41 11-Jan-99 1.00 43.41 43.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -39.16 11-Jan-99 1.00 39.16 39.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -56.65 11-Jan-99 1.00 56.65 56.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -56.79 11-Jan-99 1.00 56.79 56.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 11-Jan-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -23,568.36 11-Jan-99 1.00 23,568.36 23,568.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -61.23 11-Jan-99 1.00 61.23 61.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8,419,714.03 11-Jan-99 1.00 8,419,714.03 8,419,714.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54.84 11-Jan-99 1.00 54.84 54.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,500,000.00 12-Jan-99 1.00 4,500,000.00 4,500,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,264,047.94 12-Jan-99 1.00 2,264,047.94 2,264,047.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -116,393.68 12-Jan-99 1.00 116,393.68 116,393.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -136,364.51 12-Jan-99 1.00 136,364.51 136,364.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -85,278.17 12-Jan-99 1.00 85,278.17 85,278.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 12-Jan-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 12-Jan-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.37 12-Jan-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 12-Jan-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 12-Jan-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -236,545.02 12-Jan-99 1.00 236,545.02 236,545.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -811,364.98 13-Jan-99 1.00 811,364.98 811,364.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,477,758.46 13-Jan-99 1.00 1,477,758.46 1,477,758.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,158,139.49 13-Jan-99 1.00 2,158,139.49 2,158,139.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -749,666.71 13-Jan-99 1.00 749,666.71 749,666.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -233,825.37 13-Jan-99 1.00 233,825.37 233,825.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -67,551.45 13-Jan-99 1.00 67,551.45 67,551.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -867,346.02 13-Jan-99 1.00 867,346.02 867,346.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -754,724.36 13-Jan-99 1.00 754,724.36 754,724.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,818,430.38 13-Jan-99 1.00 4,818,430.38 4,818,430.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.40 13-Jan-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,665.25 13-Jan-99 1.00 5,665.25 5,665.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 13-Jan-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 13-Jan-99 1.00 0.04 0.04 0.00
</TABLE>
Page 90 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -255,684.40 13-Jan-99 1.00 255,684.40 255,684.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -239,970.39 14-Jan-99 1.00 239,970.39 239,970.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -418,430.07 14-Jan-99 1.00 418,430.07 418,430.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,647,918.35 14-Jan-99 1.00 1,647,918.35 1,647,918.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,416,618.92 14-Jan-99 1.00 1,416,618.92 1,416,618.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -839,081.14 14-Jan-99 1.00 839,081.14 839,081.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -412,678.55 14-Jan-99 1.00 412,678.55 412,678.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,337,130.00 14-Jan-99 1.00 1,337,130.00 1,337,130.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -352,245.12 14-Jan-99 1.00 352,245.12 352,245.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,594,564.93 14-Jan-99 1.00 1,594,564.93 1,594,564.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -96,455.70 14-Jan-99 1.00 96,455.70 96,455.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -87,198.75 14-Jan-99 1.00 87,198.75 87,198.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 14-Jan-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.98 14-Jan-99 1.00 0.98 0.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -69,999.80 14-Jan-99 1.00 69,999.80 69,999.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 14-Jan-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -989,078.41 15-Jan-99 1.00 989,078.41 989,078.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -313,121.92 15-Jan-99 1.00 313,121.92 313,121.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,577,055.04 15-Jan-99 1.00 4,577,055.04 4,577,055.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,750,011.83 15-Jan-99 1.00 1,750,011.83 1,750,011.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -25,851.59 15-Jan-99 1.00 25,851.59 25,851.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -931.03 15-Jan-99 1.00 931.03 931.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.35 15-Jan-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -336.47 15-Jan-99 1.00 336.47 336.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31,304.38 15-Jan-99 1.00 31,304.38 31,304.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 15-Jan-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 15-Jan-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,815,467.06 15-Jan-99 1.00 4,815,467.06 4,815,467.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -30,214.05 19-Jan-99 1.00 30,214.05 30,214.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -167,422.78 19-Jan-99 1.00 167,422.78 167,422.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,361,114.30 19-Jan-99 1.00 1,361,114.30 1,361,114.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -820.88 19-Jan-99 1.00 820.88 820.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -345.23 19-Jan-99 1.00 345.23 345.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -565.94 19-Jan-99 1.00 565.94 565.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -458.13 19-Jan-99 1.00 458.13 458.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -282.92 19-Jan-99 1.00 282.92 282.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -507.50 19-Jan-99 1.00 507.50 507.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -95.45 19-Jan-99 1.00 95.45 95.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.71 19-Jan-99 1.00 0.71 0.71 0.00
</TABLE>
Page 91 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -169.32 19-Jan-99 1.00 169.32 169.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -74.33 19-Jan-99 1.00 74.33 74.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -42.84 19-Jan-99 1.00 42.84 42.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -38.64 19-Jan-99 1.00 38.64 38.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -55.83 19-Jan-99 1.00 55.83 55.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -52.34 19-Jan-99 1.00 52.34 52.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,067.19 19-Jan-99 1.00 1,067.19 1,067.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -372,331.14 19-Jan-99 1.00 372,331.14 372,331.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -345,421.96 19-Jan-99 1.00 345,421.96 345,421.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -16,641.63 19-Jan-99 1.00 16,641.63 16,641.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -24,448.80 19-Jan-99 1.00 24,448.80 24,448.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,413,976.40 20-Jan-99 1.00 5,413,976.40 5,413,976.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -67,827.43 20-Jan-99 1.00 67,827.43 67,827.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -11,703,896.12 20-Jan-99 1.00 11,703,896.12 11,703,896.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -914,228.93 20-Jan-99 1.00 914,228.93 914,228.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,223,040.83 20-Jan-99 1.00 1,223,040.83 1,223,040.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,183,330.87 20-Jan-99 1.00 1,183,330.87 1,183,330.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -229,344.93 20-Jan-99 1.00 229,344.93 229,344.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -112,717.53 20-Jan-99 1.00 112,717.53 112,717.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -543,332.75 20-Jan-99 1.00 543,332.75 543,332.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,426,304.47 20-Jan-99 1.00 1,426,304.47 1,426,304.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.39 20-Jan-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.40 20-Jan-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -200,052.75 20-Jan-99 1.00 200,052.75 200,052.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,099.15 20-Jan-99 1.00 2,099.15 2,099.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -563,986.16 21-Jan-99 1.00 563,986.16 563,986.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -309,829.12 21-Jan-99 1.00 309,829.12 309,829.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -809,751.86 21-Jan-99 1.00 809,751.86 809,751.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -163,037.54 21-Jan-99 1.00 163,037.54 163,037.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.03 21-Jan-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -16,925.48 21-Jan-99 1.00 16,925.48 16,925.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 21-Jan-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -951,302.30 21-Jan-99 1.00 951,302.30 951,302.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -516,011.79 22-Jan-99 1.00 516,011.79 516,011.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,577,223.03 22-Jan-99 1.00 5,577,223.03 5,577,223.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10,548,230.88 22-Jan-99 1.00 10,548,230.88 10,548,230.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,575,913.70 22-Jan-99 1.00 2,575,913.70 2,575,913.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -891,406.26 22-Jan-99 1.00 891,406.26 891,406.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -102,249.81 22-Jan-99 1.00 102,249.81 102,249.81 0.00
</TABLE>
Page 92 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -107,341.69 22-Jan-99 1.00 107,341.69 107,341.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,821,857.74 22-Jan-99 1.00 2,821,857.74 2,821,857.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.86 22-Jan-99 1.00 0.86 0.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.03 22-Jan-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 22-Jan-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -844,090.16 22-Jan-99 1.00 844,090.16 844,090.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -676.00 22-Jan-99 1.00 676.00 676.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -196,458.53 25-Jan-99 1.00 196,458.53 196,458.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,337,271.06 25-Jan-99 1.00 3,337,271.06 3,337,271.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -746,456.83 25-Jan-99 1.00 746,456.83 746,456.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -202,372.17 25-Jan-99 1.00 202,372.17 202,372.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -164,078.51 25-Jan-99 1.00 164,078.51 164,078.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -44,363.79 25-Jan-99 1.00 44,363.79 44,363.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -58,551.00 25-Jan-99 1.00 58,551.00 58,551.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -353.39 25-Jan-99 1.00 353.39 353.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -558.52 25-Jan-99 1.00 558.52 558.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -452.91 25-Jan-99 1.00 452.91 452.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -291.53 25-Jan-99 1.00 291.53 291.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -512.63 25-Jan-99 1.00 512.63 512.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.50 25-Jan-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -94.40 25-Jan-99 1.00 94.40 94.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.35 25-Jan-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 25-Jan-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -176.73 25-Jan-99 1.00 176.73 176.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -75.25 25-Jan-99 1.00 75.25 75.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -43.43 25-Jan-99 1.00 43.43 43.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -39.13 25-Jan-99 1.00 39.13 39.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -56.58 25-Jan-99 1.00 56.58 56.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -53.07 25-Jan-99 1.00 53.07 53.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,091.24 25-Jan-99 1.00 1,091.24 1,091.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -159,147.78 26-Jan-99 1.00 159,147.78 159,147.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -521,509.37 26-Jan-99 1.00 521,509.37 521,509.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,645,436.30 26-Jan-99 1.00 1,645,436.30 1,645,436.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,556,251.04 26-Jan-99 1.00 1,556,251.04 1,556,251.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -889,999.20 26-Jan-99 1.00 889,999.20 889,999.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -158,287.91 26-Jan-99 1.00 158,287.91 158,287.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -447,815.38 26-Jan-99 1.00 447,815.38 447,815.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -281,819.20 26-Jan-99 1.00 281,819.20 281,819.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 26-Jan-99 1.00 0.05 0.05 0.00
</TABLE>
Page 93 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 26-Jan-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -354,868.93 26-Jan-99 1.00 354,868.93 354,868.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 26-Jan-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -48,693.66 26-Jan-99 1.00 48,693.66 48,693.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -224,180.70 27-Jan-99 1.00 224,180.70 224,180.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10,759.46 27-Jan-99 1.00 10,759.46 10,759.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -320,499.65 27-Jan-99 1.00 320,499.65 320,499.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -39,080.31 27-Jan-99 1.00 39,080.31 39,080.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.27 27-Jan-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 27-Jan-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 27-Jan-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -41,280.46 27-Jan-99 1.00 41,280.46 41,280.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 27-Jan-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -394,976.21 27-Jan-99 1.00 394,976.21 394,976.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -989.45 27-Jan-99 1.00 989.45 989.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -298,622.81 28-Jan-99 1.00 298,622.81 298,622.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -369,968.38 28-Jan-99 1.00 369,968.38 369,968.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -169,857.97 28-Jan-99 1.00 169,857.97 169,857.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,129,744.31 28-Jan-99 1.00 3,129,744.31 3,129,744.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -339,115.83 28-Jan-99 1.00 339,115.83 339,115.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -339,626.99 28-Jan-99 1.00 339,626.99 339,626.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -64,930.29 28-Jan-99 1.00 64,930.29 64,930.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -116,559.66 28-Jan-99 1.00 116,559.66 116,559.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -96,448.49 28-Jan-99 1.00 96,448.49 96,448.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 28-Jan-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 28-Jan-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,000.11 28-Jan-99 1.00 3,000.11 3,000.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 28-Jan-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,379.43 29-Jan-99 1.00 1,379.43 1,379.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -38,447.54 29-Jan-99 1.00 38,447.54 38,447.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -296,327.51 29-Jan-99 1.00 296,327.51 296,327.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -658,093.12 29-Jan-99 1.00 658,093.12 658,093.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -96,165.00 29-Jan-99 1.00 96,165.00 96,165.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -931.03 29-Jan-99 1.00 931.03 931.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 29-Jan-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,164.52 29-Jan-99 1.00 1,164.52 1,164.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 29-Jan-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -173,289.87 29-Jan-99 1.00 173,289.87 173,289.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -29,041.05 29-Jan-99 1.00 29,041.05 29,041.05 0.00
</TABLE>
Page 94 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -295,385.43 1-Feb-99 1.00 295,385.43 295,385.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -43,771.05 1-Feb-99 1.00 43,771.05 43,771.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -614,609.88 1-Feb-99 1.00 614,609.88 614,609.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -483,927.00 1-Feb-99 1.00 483,927.00 483,927.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -679,862.70 1-Feb-99 1.00 679,862.70 679,862.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.16 1-Feb-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 1-Feb-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -286,765.69 1-Feb-99 1.00 286,765.69 286,765.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -974.35 1-Feb-99 1.00 974.35 974.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.38 1-Feb-99 1.00 0.38 0.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -101,042.67 2-Feb-99 1.00 101,042.67 101,042.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -227,184.36 2-Feb-99 1.00 227,184.36 227,184.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,647,338.61 2-Feb-99 1.00 1,647,338.61 1,647,338.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -415,816.79 2-Feb-99 1.00 415,816.79 415,816.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -278,559.02 2-Feb-99 1.00 278,559.02 278,559.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 2-Feb-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.34 2-Feb-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -56,917.70 2-Feb-99 1.00 56,917.70 56,917.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,154.90 2-Feb-99 1.00 2,154.90 2,154.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -486,910.11 2-Feb-99 1.00 486,910.11 486,910.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -260,811.10 3-Feb-99 1.00 260,811.10 260,811.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -664,589.54 3-Feb-99 1.00 664,589.54 664,589.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -427,580.67 3-Feb-99 1.00 427,580.67 427,580.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -671,503.91 3-Feb-99 1.00 671,503.91 671,503.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,207.92 3-Feb-99 1.00 1,207.92 1,207.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -933,180.04 3-Feb-99 1.00 933,180.04 933,180.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -935,637.96 3-Feb-99 1.00 935,637.96 935,637.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,003.64 3-Feb-99 1.00 3,003.64 3,003.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 3-Feb-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -27.04 3-Feb-99 1.00 27.04 27.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 3-Feb-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -291,438.06 3-Feb-99 1.00 291,438.06 291,438.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.44 3-Feb-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -622,273.39 4-Feb-99 1.00 622,273.39 622,273.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -170,335.25 4-Feb-99 1.00 170,335.25 170,335.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -228,825.00 4-Feb-99 1.00 228,825.00 228,825.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -530,778.96 5-Feb-99 1.00 530,778.96 530,778.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -204,201.98 5-Feb-99 1.00 204,201.98 204,201.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,888,682.28 5-Feb-99 1.00 4,888,682.28 4,888,682.28 0.00
</TABLE>
Page 95 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,293,481.10 5-Feb-99 1.00 4,293,481.10 4,293,481.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,688,654.54 5-Feb-99 1.00 1,688,654.54 1,688,654.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -276,713.40 5-Feb-99 1.00 276,713.40 276,713.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -622,974.94 5-Feb-99 1.00 622,974.94 622,974.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -127,072.52 5-Feb-99 1.00 127,072.52 127,072.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -416,980.82 5-Feb-99 1.00 416,980.82 416,980.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 5-Feb-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.43 5-Feb-99 1.00 0.43 0.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -6,480.00 5-Feb-99 1.00 6,480.00 6,480.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.79 5-Feb-99 1.00 0.79 0.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.57 5-Feb-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -47.01 5-Feb-99 1.00 47.01 47.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -61,311.26 5-Feb-99 1.00 61,311.26 61,311.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -26,757.20 8-Feb-99 1.00 26,757.20 26,757.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -102,385.22 8-Feb-99 1.00 102,385.22 102,385.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -156,508.00 8-Feb-99 1.00 156,508.00 156,508.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -260,540.07 8-Feb-99 1.00 260,540.07 260,540.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -385,456.99 8-Feb-99 1.00 385,456.99 385,456.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -217,474.78 8-Feb-99 1.00 217,474.78 217,474.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,322,038.89 8-Feb-99 1.00 2,322,038.89 2,322,038.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.66 8-Feb-99 1.00 0.66 0.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -547.24 8-Feb-99 1.00 547.24 547.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -282.01 8-Feb-99 1.00 282.01 282.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -513.04 8-Feb-99 1.00 513.04 513.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -94.38 8-Feb-99 1.00 94.38 94.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -184.40 8-Feb-99 1.00 184.40 184.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -177.25 8-Feb-99 1.00 177.25 177.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,767.84 8-Feb-99 1.00 1,767.84 1,767.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -39.27 8-Feb-99 1.00 39.27 39.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -56.80 8-Feb-99 1.00 56.80 56.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -53.40 8-Feb-99 1.00 53.40 53.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -504,612.85 8-Feb-99 1.00 504,612.85 504,612.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -50.94 8-Feb-99 1.00 50.94 50.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -84.67 8-Feb-99 1.00 84.67 84.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -138,504.79 8-Feb-99 1.00 138,504.79 138,504.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -400,060.92 8-Feb-99 1.00 400,060.92 400,060.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -75,670.36 9-Feb-99 1.00 75,670.36 75,670.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,744,970.94 9-Feb-99 1.00 1,744,970.94 1,744,970.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -7,514,032.44 9-Feb-99 1.00 7,514,032.44 7,514,032.44 0.00
</TABLE>
Page 96 of 168
<TABLE>
<CAPTION>
SCHEDULE OF REPORTABLE 5% TRANSACTIONS - ITEM 27D
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,592,561.94 9-Feb-99 1.00 5,592,561.94 5,592,561.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -104,984.48 9-Feb-99 1.00 104,984.48 104,984.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -160,389.50 9-Feb-99 1.00 160,389.50 160,389.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.55 9-Feb-99 1.00 0.55 0.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -234,195.90 9-Feb-99 1.00 234,195.90 234,195.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -803,881.73 10-Feb-99 1.00 803,881.73 803,881.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -187,246.70 10-Feb-99 1.00 187,246.70 187,246.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,064,908.32 10-Feb-99 1.00 5,064,908.32 5,064,908.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,276,940.32 10-Feb-99 1.00 1,276,940.32 1,276,940.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -28,860.69 10-Feb-99 1.00 28,860.69 28,860.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -320,584.16 10-Feb-99 1.00 320,584.16 320,584.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -145,332.88 10-Feb-99 1.00 145,332.88 145,332.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,114,531.48 10-Feb-99 1.00 1,114,531.48 1,114,531.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 10-Feb-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.03 10-Feb-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -12,400.00 10-Feb-99 1.00 12,400.00 12,400.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.64 10-Feb-99 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -37.34 10-Feb-99 1.00 37.34 37.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -197,188.39 10-Feb-99 1.00 197,188.39 197,188.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -208,015.20 10-Feb-99 1.00 208,015.20 208,015.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -463,675.69 11-Feb-99 1.00 463,675.69 463,675.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -370,695.50 11-Feb-99 1.00 370,695.50 370,695.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -933,095.50 11-Feb-99 1.00 933,095.50 933,095.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10,788,516.29 11-Feb-99 1.00 10,788,516.29 10,788,516.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -702,576.08 11-Feb-99 1.00 702,576.08 702,576.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 11-Feb-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 11-Feb-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.81 11-Feb-99 1.00 0.81 0.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -348,063.50 11-Feb-99 1.00 348,063.50 348,063.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -7,576.70 11-Feb-99 1.00 7,576.70 7,576.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -525,446.95 12-Feb-99 1.00 525,446.95 525,446.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,295,430.64 12-Feb-99 1.00 3,295,430.64 3,295,430.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 12-Feb-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 12-Feb-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.65 12-Feb-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -74,656.79 12-Feb-99 1.00 74,656.79 74,656.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,057.00 12-Feb-99 1.00 1,057.00 1,057.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -110,691.42 16-Feb-99 1.00 110,691.42 110,691.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -581.76 16-Feb-99 1.00 581.76 581.76 0.00
</TABLE>
Page 97 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,014,061.29 16-Feb-99 1.00 3,014,061.29 3,014,061.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,989,318.92 16-Feb-99 1.00 1,989,318.92 1,989,318.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -23,980.40 16-Feb-99 1.00 23,980.40 23,980.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -648,077.87 16-Feb-99 1.00 648,077.87 648,077.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -543,796.95 16-Feb-99 1.00 543,796.95 543,796.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 16-Feb-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -544.42 16-Feb-99 1.00 544.42 544.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.25 16-Feb-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -279.35 16-Feb-99 1.00 279.35 279.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -92.92 16-Feb-99 1.00 92.92 92.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.31 16-Feb-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -175.11 16-Feb-99 1.00 175.11 175.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -65.40 16-Feb-99 1.00 65.40 65.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -48.60 16-Feb-99 1.00 48.60 48.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -55.35 16-Feb-99 1.00 55.35 55.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -52.03 16-Feb-99 1.00 52.03 52.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -92.66 16-Feb-99 1.00 92.66 92.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,671.71 16-Feb-99 1.00 3,671.71 3,671.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -71.48 16-Feb-99 1.00 71.48 71.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -322,731.72 17-Feb-99 1.00 322,731.72 322,731.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,134,439.12 17-Feb-99 1.00 3,134,439.12 3,134,439.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -68,500.11 17-Feb-99 1.00 68,500.11 68,500.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -313,677.52 17-Feb-99 1.00 313,677.52 313,677.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -579,970.71 17-Feb-99 1.00 579,970.71 579,970.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -375,383.36 17-Feb-99 1.00 375,383.36 375,383.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,622,355.30 17-Feb-99 1.00 2,622,355.30 2,622,355.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,589,931.22 17-Feb-99 1.00 1,589,931.22 1,589,931.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -148,813.21 17-Feb-99 1.00 148,813.21 148,813.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.31 17-Feb-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 17-Feb-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -136,543.89 17-Feb-99 1.00 136,543.89 136,543.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -15,018.75 18-Feb-99 1.00 15,018.75 15,018.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,068,992.21 18-Feb-99 1.00 1,068,992.21 1,068,992.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,043,493.18 18-Feb-99 1.00 1,043,493.18 1,043,493.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -260,548.30 18-Feb-99 1.00 260,548.30 260,548.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,371,135.21 18-Feb-99 1.00 2,371,135.21 2,371,135.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 18-Feb-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,219.17 18-Feb-99 1.00 5,219.17 5,219.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.87 18-Feb-99 1.00 0.87 0.87 0.00
</TABLE>
Page 98 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,173.02 18-Feb-99 1.00 2,173.02 2,173.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 18-Feb-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 18-Feb-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,165.66 18-Feb-99 1.00 1,165.66 1,165.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -117,123.47 18-Feb-99 1.00 117,123.47 117,123.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -168,885.57 19-Feb-99 1.00 168,885.57 168,885.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -381,671.54 19-Feb-99 1.00 381,671.54 381,671.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -88,780.26 19-Feb-99 1.00 88,780.26 88,780.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -432,674.21 19-Feb-99 1.00 432,674.21 432,674.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -240,394.71 19-Feb-99 1.00 240,394.71 240,394.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -100,699.90 19-Feb-99 1.00 100,699.90 100,699.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.61 19-Feb-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 19-Feb-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 19-Feb-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 19-Feb-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10,434.12 19-Feb-99 1.00 10,434.12 10,434.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -52,527.95 19-Feb-99 1.00 52,527.95 52,527.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -97,011.06 22-Feb-99 1.00 97,011.06 97,011.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -545,076.17 22-Feb-99 1.00 545,076.17 545,076.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,371,970.41 22-Feb-99 1.00 5,371,970.41 5,371,970.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -804.66 22-Feb-99 1.00 804.66 804.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -352.01 22-Feb-99 1.00 352.01 352.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -542.85 22-Feb-99 1.00 542.85 542.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.31 22-Feb-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -92.09 22-Feb-99 1.00 92.09 92.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.49 22-Feb-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -118.10 22-Feb-99 1.00 118.10 118.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -175.74 22-Feb-99 1.00 175.74 175.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -53.35 22-Feb-99 1.00 53.35 53.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -47.96 22-Feb-99 1.00 47.96 47.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 22-Feb-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54.42 22-Feb-99 1.00 54.42 54.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -52,527.80 22-Feb-99 1.00 52,527.80 52,527.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -19.78 22-Feb-99 1.00 19.78 19.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -105.21 22-Feb-99 1.00 105.21 105.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -70.83 22-Feb-99 1.00 70.83 70.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -679,466.25 23-Feb-99 1.00 679,466.25 679,466.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -101,253.00 23-Feb-99 1.00 101,253.00 101,253.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 23-Feb-99 1.00 0.04 0.04 0.00
</TABLE>
Page 99 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 23-Feb-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -21,545.28 23-Feb-99 1.00 21,545.28 21,545.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -172,954.26 24-Feb-99 1.00 172,954.26 172,954.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -66,449.56 24-Feb-99 1.00 66,449.56 66,449.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -428,013.61 24-Feb-99 1.00 428,013.61 428,013.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -40,917.44 24-Feb-99 1.00 40,917.44 40,917.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -241,706.05 24-Feb-99 1.00 241,706.05 241,706.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,204,625.62 24-Feb-99 1.00 1,204,625.62 1,204,625.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.53 24-Feb-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 24-Feb-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.74 24-Feb-99 1.00 0.74 0.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 24-Feb-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -333,564.00 24-Feb-99 1.00 333,564.00 333,564.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -360,481.40 25-Feb-99 1.00 360,481.40 360,481.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,602,873.09 25-Feb-99 1.00 3,602,873.09 3,602,873.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -928,226.26 25-Feb-99 1.00 928,226.26 928,226.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -240,825.71 25-Feb-99 1.00 240,825.71 240,825.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -403,148.54 25-Feb-99 1.00 403,148.54 403,148.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -238,951.79 25-Feb-99 1.00 238,951.79 238,951.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -58,914.65 25-Feb-99 1.00 58,914.65 58,914.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.47 25-Feb-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 25-Feb-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 25-Feb-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 25-Feb-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -552.78 25-Feb-99 1.00 552.78 552.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -233,357.50 26-Feb-99 1.00 233,357.50 233,357.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -101,944.75 26-Feb-99 1.00 101,944.75 101,944.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -64,908.22 26-Feb-99 1.00 64,908.22 64,908.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -318,262.02 26-Feb-99 1.00 318,262.02 318,262.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 26-Feb-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 26-Feb-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -64,675.01 26-Feb-99 1.00 64,675.01 64,675.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -122,458.13 1-Mar-99 1.00 122,458.13 122,458.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -41,140.93 1-Mar-99 1.00 41,140.93 41,140.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,572,838.58 1-Mar-99 1.00 1,572,838.58 1,572,838.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,417,464.69 1-Mar-99 1.00 1,417,464.69 1,417,464.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,093,747.07 1-Mar-99 1.00 2,093,747.07 2,093,747.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.82 1-Mar-99 1.00 0.82 0.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.30 1-Mar-99 1.00 0.30 0.30 0.00
</TABLE>
Page 100 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.77 1-Mar-99 1.00 0.77 0.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -40,059.73 1-Mar-99 1.00 40,059.73 40,059.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -97,291.59 1-Mar-99 1.00 97,291.59 97,291.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -33,842.16 2-Mar-99 1.00 33,842.16 33,842.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -331,436.25 2-Mar-99 1.00 331,436.25 331,436.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -239,320.84 2-Mar-99 1.00 239,320.84 239,320.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -251,557.27 2-Mar-99 1.00 251,557.27 251,557.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -469,358.75 2-Mar-99 1.00 469,358.75 469,358.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -359.36 2-Mar-99 1.00 359.36 359.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 2-Mar-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 2-Mar-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -174,528.06 2-Mar-99 1.00 174,528.06 174,528.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -241,945.40 2-Mar-99 1.00 241,945.40 241,945.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -290,280.18 3-Mar-99 1.00 290,280.18 290,280.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -456,591.64 3-Mar-99 1.00 456,591.64 456,591.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -922,158.68 3-Mar-99 1.00 922,158.68 922,158.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -442,895.98 3-Mar-99 1.00 442,895.98 442,895.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,208,609.73 3-Mar-99 1.00 1,208,609.73 1,208,609.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -970,097.77 3-Mar-99 1.00 970,097.77 970,097.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -330,092.97 3-Mar-99 1.00 330,092.97 330,092.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -19,188.74 3-Mar-99 1.00 19,188.74 19,188.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -103,539.57 3-Mar-99 1.00 103,539.57 103,539.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.61 3-Mar-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.83 3-Mar-99 1.00 0.83 0.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -820,047.83 3-Mar-99 1.00 820,047.83 820,047.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,560,278.67 4-Mar-99 1.00 1,560,278.67 1,560,278.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -767,642.21 4-Mar-99 1.00 767,642.21 767,642.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -427,888.58 4-Mar-99 1.00 427,888.58 427,888.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -435,897.81 4-Mar-99 1.00 435,897.81 435,897.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,026,173.67 4-Mar-99 1.00 1,026,173.67 1,026,173.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -38,936.85 4-Mar-99 1.00 38,936.85 38,936.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.75 4-Mar-99 1.00 0.75 0.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 4-Mar-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -15,875.90 4-Mar-99 1.00 15,875.90 15,875.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8,870.53 4-Mar-99 1.00 8,870.53 8,870.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -33,041.50 5-Mar-99 1.00 33,041.50 33,041.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,763,399.62 5-Mar-99 1.00 1,763,399.62 1,763,399.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -408,060.19 5-Mar-99 1.00 408,060.19 408,060.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -632,044.09 5-Mar-99 1.00 632,044.09 632,044.09 0.00
</TABLE>
Page 101 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,479,319.16 5-Mar-99 1.00 2,479,319.16 2,479,319.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 5-Mar-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 5-Mar-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -29,612.06 5-Mar-99 1.00 29,612.06 29,612.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -484,895.49 8-Mar-99 1.00 484,895.49 484,895.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,546,676.29 8-Mar-99 1.00 4,546,676.29 4,546,676.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10,493.60 8-Mar-99 1.00 10,493.60 10,493.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -594,687.61 8-Mar-99 1.00 594,687.61 594,687.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,410,164.50 8-Mar-99 1.00 1,410,164.50 1,410,164.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -487,827.02 8-Mar-99 1.00 487,827.02 487,827.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,515,156.05 8-Mar-99 1.00 2,515,156.05 2,515,156.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -801.37 8-Mar-99 1.00 801.37 801.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.26 8-Mar-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -350.09 8-Mar-99 1.00 350.09 350.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -539.46 8-Mar-99 1.00 539.46 539.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -272.98 8-Mar-99 1.00 272.98 272.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -501.71 8-Mar-99 1.00 501.71 501.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 8-Mar-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -90.07 8-Mar-99 1.00 90.07 90.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -144.19 8-Mar-99 1.00 144.19 144.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -112.24 8-Mar-99 1.00 112.24 112.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -171.61 8-Mar-99 1.00 171.61 171.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -52.05 8-Mar-99 1.00 52.05 52.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -46.91 8-Mar-99 1.00 46.91 46.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 8-Mar-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -53.13 8-Mar-99 1.00 53.13 53.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 8-Mar-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -222,189.65 8-Mar-99 1.00 222,189.65 222,189.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -47.61 8-Mar-99 1.00 47.61 47.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -23,504.88 8-Mar-99 1.00 23,504.88 23,504.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -51,864.12 8-Mar-99 1.00 51,864.12 51,864.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -73.18 8-Mar-99 1.00 73.18 73.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -562,025.92 9-Mar-99 1.00 562,025.92 562,025.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -153,322.50 9-Mar-99 1.00 153,322.50 153,322.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -111,152.45 9-Mar-99 1.00 111,152.45 111,152.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -194,005.74 9-Mar-99 1.00 194,005.74 194,005.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31,135.34 9-Mar-99 1.00 31,135.34 31,135.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 9-Mar-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 9-Mar-99 1.00 0.07 0.07 0.00
</TABLE>
Page 102 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -691,598.62 9-Mar-99 1.00 691,598.62 691,598.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -342,171.78 10-Mar-99 1.00 342,171.78 342,171.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -300,745.52 10-Mar-99 1.00 300,745.52 300,745.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -211,590.98 10-Mar-99 1.00 211,590.98 211,590.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -559,353.33 10-Mar-99 1.00 559,353.33 559,353.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 10-Mar-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 10-Mar-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 10-Mar-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -782,971.15 10-Mar-99 1.00 782,971.15 782,971.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -24,683.00 10-Mar-99 1.00 24,683.00 24,683.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -350,994.06 11-Mar-99 1.00 350,994.06 350,994.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -221,739.83 11-Mar-99 1.00 221,739.83 221,739.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -370,871.95 11-Mar-99 1.00 370,871.95 370,871.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,361,764.39 11-Mar-99 1.00 1,361,764.39 1,361,764.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -83,471.56 11-Mar-99 1.00 83,471.56 83,471.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -783,564.09 11-Mar-99 1.00 783,564.09 783,564.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -96,520.34 11-Mar-99 1.00 96,520.34 96,520.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -68,095.01 11-Mar-99 1.00 68,095.01 68,095.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -23,159.36 11-Mar-99 1.00 23,159.36 23,159.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.78 11-Mar-99 1.00 0.78 0.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 11-Mar-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 11-Mar-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -155.43 11-Mar-99 1.00 155.43 155.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,013,639.46 11-Mar-99 1.00 1,013,639.46 1,013,639.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -248,375.42 11-Mar-99 1.00 248,375.42 248,375.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8,137.98 12-Mar-99 1.00 8,137.98 8,137.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -556,641.04 12-Mar-99 1.00 556,641.04 556,641.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,016,056.44 12-Mar-99 1.00 1,016,056.44 1,016,056.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -123,990.58 12-Mar-99 1.00 123,990.58 123,990.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,670,418.79 12-Mar-99 1.00 2,670,418.79 2,670,418.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.47 12-Mar-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -7,679.74 12-Mar-99 1.00 7,679.74 7,679.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 12-Mar-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 12-Mar-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -58,455.41 12-Mar-99 1.00 58,455.41 58,455.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -900,709.40 12-Mar-99 1.00 900,709.40 900,709.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -168,646.05 12-Mar-99 1.00 168,646.05 168,646.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,118,282.74 15-Mar-99 1.00 2,118,282.74 2,118,282.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,921,265.45 15-Mar-99 1.00 4,921,265.45 4,921,265.45 0.00
</TABLE>
Page 103 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -455,870.17 15-Mar-99 1.00 455,870.17 455,870.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -832,656.10 15-Mar-99 1.00 832,656.10 832,656.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -808.21 15-Mar-99 1.00 808.21 808.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -350.98 15-Mar-99 1.00 350.98 350.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -541.37 15-Mar-99 1.00 541.37 541.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.91 15-Mar-99 1.00 0.91 0.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -274.89 15-Mar-99 1.00 274.89 274.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,505.37 15-Mar-99 1.00 1,505.37 1,505.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -90.55 15-Mar-99 1.00 90.55 90.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 15-Mar-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -112.72 15-Mar-99 1.00 112.72 112.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -172.46 15-Mar-99 1.00 172.46 172.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -52.27 15-Mar-99 1.00 52.27 52.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 15-Mar-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -47.73 15-Mar-99 1.00 47.73 47.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,252,193.34 15-Mar-99 1.00 1,252,193.34 1,252,193.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -65.97 15-Mar-99 1.00 65.97 65.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -73.33 15-Mar-99 1.00 73.33 73.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8,958,248.79 16-Mar-99 1.00 8,958,248.79 8,958,248.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -14,236.67 16-Mar-99 1.00 14,236.67 14,236.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -583,584.03 16-Mar-99 1.00 583,584.03 583,584.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -812,899.52 16-Mar-99 1.00 812,899.52 812,899.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -18,168.39 16-Mar-99 1.00 18,168.39 18,168.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -229,986.12 16-Mar-99 1.00 229,986.12 229,986.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -638,025.30 16-Mar-99 1.00 638,025.30 638,025.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,121,607.85 16-Mar-99 1.00 3,121,607.85 3,121,607.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -421.93 16-Mar-99 1.00 421.93 421.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.56 16-Mar-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,000.00 16-Mar-99 1.00 5,000.00 5,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.87 16-Mar-99 1.00 0.87 0.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -181,669.60 16-Mar-99 1.00 181,669.60 181,669.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,018.62 16-Mar-99 1.00 1,018.62 1,018.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -465,846.66 17-Mar-99 1.00 465,846.66 465,846.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -45,342.10 17-Mar-99 1.00 45,342.10 45,342.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,154,815.96 17-Mar-99 1.00 1,154,815.96 1,154,815.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -38,936.85 17-Mar-99 1.00 38,936.85 38,936.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -188,137.36 17-Mar-99 1.00 188,137.36 188,137.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 17-Mar-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 17-Mar-99 1.00 0.05 0.05 0.00
</TABLE>
Page 104 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.36 17-Mar-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -100.11 17-Mar-99 1.00 100.11 100.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -84,789.60 17-Mar-99 1.00 84,789.60 84,789.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 17-Mar-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -471,295.86 17-Mar-99 1.00 471,295.86 471,295.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -981.57 17-Mar-99 1.00 981.57 981.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -216,794.44 18-Mar-99 1.00 216,794.44 216,794.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -730,617.50 18-Mar-99 1.00 730,617.50 730,617.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,544,000.44 18-Mar-99 1.00 1,544,000.44 1,544,000.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -119,761.60 18-Mar-99 1.00 119,761.60 119,761.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -512,307.00 18-Mar-99 1.00 512,307.00 512,307.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -331,125.79 18-Mar-99 1.00 331,125.79 331,125.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,155,212.34 18-Mar-99 1.00 1,155,212.34 1,155,212.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 18-Mar-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 18-Mar-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -315,502.67 18-Mar-99 1.00 315,502.67 315,502.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -754,300.23 19-Mar-99 1.00 754,300.23 754,300.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -17,806.80 19-Mar-99 1.00 17,806.80 17,806.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -231,672.91 19-Mar-99 1.00 231,672.91 231,672.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,182,547.29 19-Mar-99 1.00 1,182,547.29 1,182,547.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.34 19-Mar-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10,008.59 19-Mar-99 1.00 10,008.59 10,008.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.53 19-Mar-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 19-Mar-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 19-Mar-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -185,309.85 19-Mar-99 1.00 185,309.85 185,309.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -238,665.39 19-Mar-99 1.00 238,665.39 238,665.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.25 19-Mar-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -436,428.20 22-Mar-99 1.00 436,428.20 436,428.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -215,003.74 22-Mar-99 1.00 215,003.74 215,003.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -143,906.97 22-Mar-99 1.00 143,906.97 143,906.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -499,327.37 22-Mar-99 1.00 499,327.37 499,327.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,028,901.05 22-Mar-99 1.00 1,028,901.05 1,028,901.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -132,269.12 22-Mar-99 1.00 132,269.12 132,269.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,824,649.06 22-Mar-99 1.00 2,824,649.06 2,824,649.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -316,183.42 22-Mar-99 1.00 316,183.42 316,183.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.30 22-Mar-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -352.00 22-Mar-99 1.00 352.00 352.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -530.88 22-Mar-99 1.00 530.88 530.88 0.00
</TABLE>
Page 105 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -277.59 22-Mar-99 1.00 277.59 277.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -511.13 22-Mar-99 1.00 511.13 511.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.71 22-Mar-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -91.45 22-Mar-99 1.00 91.45 91.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -176.42 22-Mar-99 1.00 176.42 176.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -113.97 22-Mar-99 1.00 113.97 113.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -174.62 22-Mar-99 1.00 174.62 174.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -52.92 22-Mar-99 1.00 52.92 52.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -59.11 22-Mar-99 1.00 59.11 59.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -688.40 22-Mar-99 1.00 688.40 688.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -48.44 22-Mar-99 1.00 48.44 48.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -67.39 22-Mar-99 1.00 67.39 67.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -36,788.49 23-Mar-99 1.00 36,788.49 36,788.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -239,720.50 23-Mar-99 1.00 239,720.50 239,720.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -695,610.52 23-Mar-99 1.00 695,610.52 695,610.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,015,362.51 23-Mar-99 1.00 1,015,362.51 1,015,362.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,443,875.38 23-Mar-99 1.00 3,443,875.38 3,443,875.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -359,345.46 23-Mar-99 1.00 359,345.46 359,345.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.32 23-Mar-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 23-Mar-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -9,826.69 23-Mar-99 1.00 9,826.69 9,826.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -106,670.32 23-Mar-99 1.00 106,670.32 106,670.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -6,237.81 23-Mar-99 1.00 6,237.81 6,237.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -398,323.57 24-Mar-99 1.00 398,323.57 398,323.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -134,803.26 24-Mar-99 1.00 134,803.26 134,803.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,872,523.43 24-Mar-99 1.00 2,872,523.43 2,872,523.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,010,196.57 24-Mar-99 1.00 1,010,196.57 1,010,196.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,273,324.08 24-Mar-99 1.00 1,273,324.08 1,273,324.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -650,398.84 24-Mar-99 1.00 650,398.84 650,398.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -264,816.81 24-Mar-99 1.00 264,816.81 264,816.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -368,625.48 24-Mar-99 1.00 368,625.48 368,625.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.78 24-Mar-99 1.00 0.78 0.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -219,617.00 24-Mar-99 1.00 219,617.00 219,617.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.54 24-Mar-99 1.00 0.54 0.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 24-Mar-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 24-Mar-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -117,802.83 24-Mar-99 1.00 117,802.83 117,802.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -83,118.92 25-Mar-99 1.00 83,118.92 83,118.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,259,470.25 25-Mar-99 1.00 1,259,470.25 1,259,470.25 0.00
</TABLE>
Page 106 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -383,628.39 25-Mar-99 1.00 383,628.39 383,628.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -199,644.64 25-Mar-99 1.00 199,644.64 199,644.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -622,239.77 25-Mar-99 1.00 622,239.77 622,239.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 25-Mar-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 25-Mar-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -84,429.28 25-Mar-99 1.00 84,429.28 84,429.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,458,807.71 26-Mar-99 1.00 3,458,807.71 3,458,807.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -591,080.35 26-Mar-99 1.00 591,080.35 591,080.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,591,035.70 26-Mar-99 1.00 1,591,035.70 1,591,035.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,682,492.26 26-Mar-99 1.00 4,682,492.26 4,682,492.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 26-Mar-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.81 26-Mar-99 1.00 0.81 0.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 26-Mar-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -6,073.79 26-Mar-99 1.00 6,073.79 6,073.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 26-Mar-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -261,390.50 26-Mar-99 1.00 261,390.50 261,390.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -157,835.42 29-Mar-99 1.00 157,835.42 157,835.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -569,587.76 29-Mar-99 1.00 569,587.76 569,587.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,848,148.09 29-Mar-99 1.00 1,848,148.09 1,848,148.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,359,772.45 29-Mar-99 1.00 2,359,772.45 2,359,772.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -455,808.37 29-Mar-99 1.00 455,808.37 455,808.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -275,598.02 29-Mar-99 1.00 275,598.02 275,598.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -65,591.72 29-Mar-99 1.00 65,591.72 65,591.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -57,259.60 29-Mar-99 1.00 57,259.60 57,259.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -238,721.63 29-Mar-99 1.00 238,721.63 238,721.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -858,457.22 29-Mar-99 1.00 858,457.22 858,457.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -769.58 29-Mar-99 1.00 769.58 769.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.31 29-Mar-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.43 29-Mar-99 1.00 0.43 0.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -277.32 29-Mar-99 1.00 277.32 277.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -509.77 29-Mar-99 1.00 509.77 509.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -91.02 29-Mar-99 1.00 91.02 91.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -173.14 29-Mar-99 1.00 173.14 173.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -113.25 29-Mar-99 1.00 113.25 113.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -173.41 29-Mar-99 1.00 173.41 173.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -51.58 29-Mar-99 1.00 51.58 51.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 29-Mar-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -62.36 29-Mar-99 1.00 62.36 62.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.53 29-Mar-99 1.00 0.53 0.53 0.00
</TABLE>
Page 107 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -48.06 29-Mar-99 1.00 48.06 48.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -66.81 29-Mar-99 1.00 66.81 66.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -62,781.55 29-Mar-99 1.00 62,781.55 62,781.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -73.73 29-Mar-99 1.00 73.73 73.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -446,355.82 30-Mar-99 1.00 446,355.82 446,355.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,642,360.70 30-Mar-99 1.00 4,642,360.70 4,642,360.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -254,871.19 30-Mar-99 1.00 254,871.19 254,871.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -7,803,079.79 30-Mar-99 1.00 7,803,079.79 7,803,079.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -146,130.71 30-Mar-99 1.00 146,130.71 146,130.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -16,876.70 30-Mar-99 1.00 16,876.70 16,876.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -16,611.74 30-Mar-99 1.00 16,611.74 16,611.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.45 30-Mar-99 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 30-Mar-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -13,332.69 30-Mar-99 1.00 13,332.69 13,332.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.74 30-Mar-99 1.00 0.74 0.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.23 30-Mar-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 30-Mar-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -485,796.19 30-Mar-99 1.00 485,796.19 485,796.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -894,706.62 31-Mar-99 1.00 894,706.62 894,706.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -160,093.24 31-Mar-99 1.00 160,093.24 160,093.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,169,529.58 31-Mar-99 1.00 1,169,529.58 1,169,529.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -195,556.81 31-Mar-99 1.00 195,556.81 195,556.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -388,364.26 31-Mar-99 1.00 388,364.26 388,364.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,353,171.78 31-Mar-99 1.00 1,353,171.78 1,353,171.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -111,841.39 31-Mar-99 1.00 111,841.39 111,841.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 31-Mar-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.83 31-Mar-99 1.00 0.83 0.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,288.20 31-Mar-99 1.00 1,288.20 1,288.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 31-Mar-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -541,533.30 31-Mar-99 1.00 541,533.30 541,533.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -479,898.67 31-Mar-99 1.00 479,898.67 479,898.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -58,536.07 31-Mar-99 1.00 58,536.07 58,536.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -169,268.33 1-Apr-99 1.00 169,268.33 169,268.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,062,127.06 1-Apr-99 1.00 2,062,127.06 2,062,127.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -100,483.11 1-Apr-99 1.00 100,483.11 100,483.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -409,839.68 1-Apr-99 1.00 409,839.68 409,839.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -74,729.48 1-Apr-99 1.00 74,729.48 74,729.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -500,574.60 1-Apr-99 1.00 500,574.60 500,574.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,402.84 1-Apr-99 1.00 4,402.84 4,402.84 0.00
</TABLE>
Page 108 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.88 1-Apr-99 1.00 0.88 0.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 1-Apr-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.50 1-Apr-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,104.87 1-Apr-99 1.00 1,104.87 1,104.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.53 1-Apr-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -349,560.79 5-Apr-99 1.00 349,560.79 349,560.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -145,688.59 5-Apr-99 1.00 145,688.59 145,688.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -311,244.98 5-Apr-99 1.00 311,244.98 311,244.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -267,502.37 5-Apr-99 1.00 267,502.37 267,502.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -100,793.64 5-Apr-99 1.00 100,793.64 100,793.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -158,208.95 5-Apr-99 1.00 158,208.95 158,208.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -868,128.51 5-Apr-99 1.00 868,128.51 868,128.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -305.43 5-Apr-99 1.00 305.43 305.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -383.38 5-Apr-99 1.00 383.38 383.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 5-Apr-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -215.10 5-Apr-99 1.00 215.10 215.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -404.52 5-Apr-99 1.00 404.52 404.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -80.86 5-Apr-99 1.00 80.86 80.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -167.96 5-Apr-99 1.00 167.96 167.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 5-Apr-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -138.55 5-Apr-99 1.00 138.55 138.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10.17 5-Apr-99 1.00 10.17 10.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -6.77 5-Apr-99 1.00 6.77 6.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.29 5-Apr-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -46.35 5-Apr-99 1.00 46.35 46.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3.61 5-Apr-99 1.00 3.61 3.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -52,489.74 5-Apr-99 1.00 52,489.74 52,489.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -53.91 5-Apr-99 1.00 53.91 53.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -318,354.70 6-Apr-99 1.00 318,354.70 318,354.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -517,568.54 6-Apr-99 1.00 517,568.54 517,568.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -398,659.59 6-Apr-99 1.00 398,659.59 398,659.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -318,589.55 6-Apr-99 1.00 318,589.55 318,589.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,151,618.82 6-Apr-99 1.00 1,151,618.82 1,151,618.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 6-Apr-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 6-Apr-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 6-Apr-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -385,666.59 7-Apr-99 1.00 385,666.59 385,666.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -135,173.91 7-Apr-99 1.00 135,173.91 135,173.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,268,609.91 7-Apr-99 1.00 1,268,609.91 1,268,609.91 0.00
</TABLE>
Page 109 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,422,525.02 7-Apr-99 1.00 1,422,525.02 1,422,525.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -84,981.57 7-Apr-99 1.00 84,981.57 84,981.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -394,612.98 7-Apr-99 1.00 394,612.98 394,612.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,643,283.93 7-Apr-99 1.00 1,643,283.93 1,643,283.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 7-Apr-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,415.97 7-Apr-99 1.00 4,415.97 4,415.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.33 7-Apr-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -517,569.27 8-Apr-99 1.00 517,569.27 517,569.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -428,260.49 8-Apr-99 1.00 428,260.49 428,260.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -566,218.04 8-Apr-99 1.00 566,218.04 566,218.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -593,655.38 8-Apr-99 1.00 593,655.38 593,655.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -634,856.64 8-Apr-99 1.00 634,856.64 634,856.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -74,490.82 8-Apr-99 1.00 74,490.82 74,490.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,986,337.55 8-Apr-99 1.00 1,986,337.55 1,986,337.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.53 8-Apr-99 1.00 78.53 78.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,464,885.40 8-Apr-99 1.00 1,464,885.40 1,464,885.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 8-Apr-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 8-Apr-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 8-Apr-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.80 8-Apr-99 1.00 0.80 0.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.46 8-Apr-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 8-Apr-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 8-Apr-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -246,116.12 8-Apr-99 1.00 246,116.12 246,116.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -52,235.89 9-Apr-99 1.00 52,235.89 52,235.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -15,272.36 9-Apr-99 1.00 15,272.36 15,272.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -43,172.25 9-Apr-99 1.00 43,172.25 43,172.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -405,265.07 9-Apr-99 1.00 405,265.07 405,265.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -527,115.92 9-Apr-99 1.00 527,115.92 527,115.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -171,001.13 9-Apr-99 1.00 171,001.13 171,001.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -499,681.42 9-Apr-99 1.00 499,681.42 499,681.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,829,515.55 9-Apr-99 1.00 1,829,515.55 1,829,515.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 9-Apr-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 9-Apr-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 9-Apr-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 9-Apr-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 9-Apr-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -723,106.61 9-Apr-99 1.00 723,106.61 723,106.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -177,622.68 9-Apr-99 1.00 177,622.68 177,622.68 0.00
</TABLE>
Page 110 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -14,040.05 9-Apr-99 1.00 14,040.05 14,040.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -510,617.94 12-Apr-99 1.00 510,617.94 510,617.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -115,704.44 12-Apr-99 1.00 115,704.44 115,704.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -129,633.94 12-Apr-99 1.00 129,633.94 129,633.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -95,827.03 12-Apr-99 1.00 95,827.03 95,827.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -814,245.99 12-Apr-99 1.00 814,245.99 814,245.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -792,815.44 12-Apr-99 1.00 792,815.44 792,815.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2.86 12-Apr-99 1.00 2.86 2.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,543,390.61 12-Apr-99 1.00 1,543,390.61 1,543,390.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -25,761.02 12-Apr-99 1.00 25,761.02 25,761.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -735.40 12-Apr-99 1.00 735.40 735.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -353.20 12-Apr-99 1.00 353.20 353.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 12-Apr-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.56 12-Apr-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -278.05 12-Apr-99 1.00 278.05 278.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -509.66 12-Apr-99 1.00 509.66 509.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -630,648.16 12-Apr-99 1.00 630,648.16 630,648.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -91.21 12-Apr-99 1.00 91.21 91.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -173.50 12-Apr-99 1.00 173.50 173.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,985.74 12-Apr-99 1.00 4,985.74 4,985.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,044.17 12-Apr-99 1.00 5,044.17 5,044.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -50.28 12-Apr-99 1.00 50.28 50.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 12-Apr-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.58 12-Apr-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -61.54 12-Apr-99 1.00 61.54 61.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -767.77 12-Apr-99 1.00 767.77 767.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -48.05 12-Apr-99 1.00 48.05 48.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -728,378.64 12-Apr-99 1.00 728,378.64 728,378.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1.95 12-Apr-99 1.00 1.95 1.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -426,253.45 12-Apr-99 1.00 426,253.45 426,253.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -140,631.09 12-Apr-99 1.00 140,631.09 140,631.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -197,665.48 13-Apr-99 1.00 197,665.48 197,665.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -386,965.90 13-Apr-99 1.00 386,965.90 386,965.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -58,086.47 13-Apr-99 1.00 58,086.47 58,086.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10,559.88 13-Apr-99 1.00 10,559.88 10,559.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -23,990.06 13-Apr-99 1.00 23,990.06 23,990.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -260,378.30 13-Apr-99 1.00 260,378.30 260,378.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,077,455.73 13-Apr-99 1.00 1,077,455.73 1,077,455.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -99,617.02 13-Apr-99 1.00 99,617.02 99,617.02 0.00
</TABLE>
Page 111 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.24 13-Apr-99 1.00 0.24 0.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 13-Apr-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 13-Apr-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 13-Apr-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10.07 13-Apr-99 1.00 10.07 10.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -718.96 13-Apr-99 1.00 718.96 718.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.22 13-Apr-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,348.35 14-Apr-99 1.00 3,348.35 3,348.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78,448.19 14-Apr-99 1.00 78,448.19 78,448.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -198,560.67 14-Apr-99 1.00 198,560.67 198,560.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -364,777.00 14-Apr-99 1.00 364,777.00 364,777.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -448,146.92 14-Apr-99 1.00 448,146.92 448,146.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -62,781.56 14-Apr-99 1.00 62,781.56 62,781.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.25 14-Apr-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 14-Apr-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 14-Apr-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 14-Apr-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 14-Apr-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -80,207.05 14-Apr-99 1.00 80,207.05 80,207.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.22 14-Apr-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -174,433.96 15-Apr-99 1.00 174,433.96 174,433.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,345,370.99 15-Apr-99 1.00 1,345,370.99 1,345,370.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -918,925.97 15-Apr-99 1.00 918,925.97 918,925.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -186,679.68 15-Apr-99 1.00 186,679.68 186,679.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 15-Apr-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 15-Apr-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -9,707.23 15-Apr-99 1.00 9,707.23 9,707.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 15-Apr-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 15-Apr-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -9,782.86 15-Apr-99 1.00 9,782.86 9,782.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.23 15-Apr-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -243,548.38 16-Apr-99 1.00 243,548.38 243,548.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -88,864.72 16-Apr-99 1.00 88,864.72 88,864.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -193,386.33 16-Apr-99 1.00 193,386.33 193,386.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,226,207.84 16-Apr-99 1.00 2,226,207.84 2,226,207.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.72 16-Apr-99 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,961.13 16-Apr-99 1.00 1,961.13 1,961.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 16-Apr-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 16-Apr-99 1.00 0.08 0.08 0.00
</TABLE>
Page 112 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 16-Apr-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -968,516.68 16-Apr-99 1.00 968,516.68 968,516.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -739,783.74 16-Apr-99 1.00 739,783.74 739,783.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -604,452.98 19-Apr-99 1.00 604,452.98 604,452.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,201,172.74 19-Apr-99 1.00 1,201,172.74 1,201,172.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -617,051.62 19-Apr-99 1.00 617,051.62 617,051.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -319,464.57 19-Apr-99 1.00 319,464.57 319,464.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -384,935.40 19-Apr-99 1.00 384,935.40 384,935.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -393,038.66 19-Apr-99 1.00 393,038.66 393,038.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,362,090.86 19-Apr-99 1.00 1,362,090.86 1,362,090.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,810,581.41 19-Apr-99 1.00 2,810,581.41 2,810,581.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -736.20 19-Apr-99 1.00 736.20 736.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -354.00 19-Apr-99 1.00 354.00 354.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -450.49 19-Apr-99 1.00 450.49 450.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -279.83 19-Apr-99 1.00 279.83 279.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -513.90 19-Apr-99 1.00 513.90 513.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -164.47 19-Apr-99 1.00 164.47 164.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -92.27 19-Apr-99 1.00 92.27 92.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -175.86 19-Apr-99 1.00 175.86 175.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -117.26 19-Apr-99 1.00 117.26 117.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -176.46 19-Apr-99 1.00 176.46 176.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -51.19 19-Apr-99 1.00 51.19 51.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 19-Apr-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.35 19-Apr-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -62.89 19-Apr-99 1.00 62.89 62.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -303,030.57 19-Apr-99 1.00 303,030.57 303,030.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -49.16 19-Apr-99 1.00 49.16 49.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -96.37 19-Apr-99 1.00 96.37 96.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.68 19-Apr-99 1.00 0.68 0.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,068,370.89 20-Apr-99 1.00 3,068,370.89 3,068,370.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,303,023.00 20-Apr-99 1.00 2,303,023.00 2,303,023.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,175,571.60 20-Apr-99 1.00 1,175,571.60 1,175,571.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -15,474.39 20-Apr-99 1.00 15,474.39 15,474.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -65,943.66 20-Apr-99 1.00 65,943.66 65,943.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -648,446.36 20-Apr-99 1.00 648,446.36 648,446.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -286,197.70 20-Apr-99 1.00 286,197.70 286,197.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.44 20-Apr-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 20-Apr-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.03 20-Apr-99 1.00 0.03 0.03 0.00
</TABLE>
Page 113 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 20-Apr-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -458.22 20-Apr-99 1.00 458.22 458.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -132,037.73 21-Apr-99 1.00 132,037.73 132,037.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,645,853.87 21-Apr-99 1.00 1,645,853.87 1,645,853.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,497,826.41 21-Apr-99 1.00 2,497,826.41 2,497,826.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 21-Apr-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,853.05 21-Apr-99 1.00 5,853.05 5,853.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 21-Apr-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 21-Apr-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 21-Apr-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -335,283.30 21-Apr-99 1.00 335,283.30 335,283.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10,171.67 21-Apr-99 1.00 10,171.67 10,171.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.54 21-Apr-99 1.00 0.54 0.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -425,880.09 22-Apr-99 1.00 425,880.09 425,880.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -270,807.14 22-Apr-99 1.00 270,807.14 270,807.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -681,484.85 22-Apr-99 1.00 681,484.85 681,484.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -458,899.15 22-Apr-99 1.00 458,899.15 458,899.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.46 22-Apr-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 22-Apr-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 22-Apr-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -495,116.23 22-Apr-99 1.00 495,116.23 495,116.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -151,140.75 22-Apr-99 1.00 151,140.75 151,140.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -406,090.30 23-Apr-99 1.00 406,090.30 406,090.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -289,509.83 23-Apr-99 1.00 289,509.83 289,509.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,134,322.31 23-Apr-99 1.00 1,134,322.31 1,134,322.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,753,866.57 23-Apr-99 1.00 1,753,866.57 1,753,866.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 23-Apr-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 23-Apr-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 23-Apr-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.54 23-Apr-99 1.00 0.54 0.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -59,840.76 26-Apr-99 1.00 59,840.76 59,840.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -126,021.26 26-Apr-99 1.00 126,021.26 126,021.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -259,268.54 26-Apr-99 1.00 259,268.54 259,268.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,209,397.00 26-Apr-99 1.00 1,209,397.00 1,209,397.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,848,854.24 26-Apr-99 1.00 1,848,854.24 1,848,854.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -736.81 26-Apr-99 1.00 736.81 736.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 26-Apr-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -353.62 26-Apr-99 1.00 353.62 353.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -535.26 26-Apr-99 1.00 535.26 535.26 0.00
</TABLE>
Page 114 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -453.42 26-Apr-99 1.00 453.42 453.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -12,754.31 26-Apr-99 1.00 12,754.31 12,754.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -511.36 26-Apr-99 1.00 511.36 511.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -163.71 26-Apr-99 1.00 163.71 163.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -91.75 26-Apr-99 1.00 91.75 91.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -174.73 26-Apr-99 1.00 174.73 174.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -115.26 26-Apr-99 1.00 115.26 115.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -174.81 26-Apr-99 1.00 174.81 174.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -49.71 26-Apr-99 1.00 49.71 49.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -62.11 26-Apr-99 1.00 62.11 62.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -692.22 26-Apr-99 1.00 692.22 692.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -48.50 26-Apr-99 1.00 48.50 48.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -90.35 26-Apr-99 1.00 90.35 90.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -529,456.16 27-Apr-99 1.00 529,456.16 529,456.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,721,539.70 27-Apr-99 1.00 1,721,539.70 1,721,539.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -720,438.35 27-Apr-99 1.00 720,438.35 720,438.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -817,528.36 27-Apr-99 1.00 817,528.36 817,528.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -145,117.55 27-Apr-99 1.00 145,117.55 145,117.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,244,347.84 27-Apr-99 1.00 3,244,347.84 3,244,347.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.53 27-Apr-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 27-Apr-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 27-Apr-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -833,953.05 27-Apr-99 1.00 833,953.05 833,953.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -6,612,844.88 28-Apr-99 1.00 6,612,844.88 6,612,844.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31,250.75 28-Apr-99 1.00 31,250.75 31,250.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 28-Apr-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 28-Apr-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 28-Apr-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -107,153.41 28-Apr-99 1.00 107,153.41 107,153.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -869,576.32 29-Apr-99 1.00 869,576.32 869,576.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -312,614.71 29-Apr-99 1.00 312,614.71 312,614.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -693,222.81 29-Apr-99 1.00 693,222.81 693,222.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -278,182.77 29-Apr-99 1.00 278,182.77 278,182.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,124,891.86 29-Apr-99 1.00 1,124,891.86 1,124,891.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 29-Apr-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -249,391.48 29-Apr-99 1.00 249,391.48 249,391.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -44,992.08 29-Apr-99 1.00 44,992.08 44,992.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.52 29-Apr-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -737,742.34 30-Apr-99 1.00 737,742.34 737,742.34 0.00
</TABLE>
Page 115 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -75,555.00 30-Apr-99 1.00 75,555.00 75,555.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,169,098.17 30-Apr-99 1.00 3,169,098.17 3,169,098.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -584,176.34 30-Apr-99 1.00 584,176.34 584,176.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,068,897.82 30-Apr-99 1.00 1,068,897.82 1,068,897.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -6,316,105.65 30-Apr-99 1.00 6,316,105.65 6,316,105.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -759,949.92 30-Apr-99 1.00 759,949.92 759,949.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.54 30-Apr-99 1.00 0.54 0.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 30-Apr-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 30-Apr-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 30-Apr-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -47,652.28 30-Apr-99 1.00 47,652.28 47,652.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -346,263.80 3-May-99 1.00 346,263.80 346,263.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -377,867.88 3-May-99 1.00 377,867.88 377,867.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,041,438.82 3-May-99 1.00 3,041,438.82 3,041,438.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 3-May-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.52 3-May-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.79 3-May-99 1.00 0.79 0.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -723,369.70 3-May-99 1.00 723,369.70 723,369.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,827.24 3-May-99 1.00 4,827.24 4,827.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.90 3-May-99 1.00 0.90 0.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -475,131.12 4-May-99 1.00 475,131.12 475,131.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,237,441.46 4-May-99 1.00 1,237,441.46 1,237,441.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -658,771.54 4-May-99 1.00 658,771.54 658,771.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -292,122.81 4-May-99 1.00 292,122.81 292,122.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -992,170.13 4-May-99 1.00 992,170.13 992,170.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -378.69 4-May-99 1.00 378.69 378.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 4-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.31 4-May-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -199,514.29 4-May-99 1.00 199,514.29 199,514.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -281,151.99 5-May-99 1.00 281,151.99 281,151.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -524,206.04 5-May-99 1.00 524,206.04 524,206.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -328,936.23 5-May-99 1.00 328,936.23 328,936.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -668,158.48 5-May-99 1.00 668,158.48 668,158.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -237,108.65 5-May-99 1.00 237,108.65 237,108.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.52 5-May-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 5-May-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 5-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -33,358.17 5-May-99 1.00 33,358.17 33,358.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -107,394.57 5-May-99 1.00 107,394.57 107,394.57 0.00
</TABLE>
Page 116 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.37 5-May-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.27 5-May-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,879.97 6-May-99 1.00 2,879.97 2,879.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -104,309.15 6-May-99 1.00 104,309.15 104,309.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -30,785.38 6-May-99 1.00 30,785.38 30,785.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -346,585.11 6-May-99 1.00 346,585.11 346,585.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -53,682.62 6-May-99 1.00 53,682.62 53,682.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78,842.26 6-May-99 1.00 78,842.26 78,842.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 6-May-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 6-May-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -53,739.13 6-May-99 1.00 53,739.13 53,739.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -91,553.23 7-May-99 1.00 91,553.23 91,553.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,717,829.63 7-May-99 1.00 1,717,829.63 1,717,829.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54,628.22 7-May-99 1.00 54,628.22 54,628.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -628,226.89 7-May-99 1.00 628,226.89 628,226.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -442,550.17 7-May-99 1.00 442,550.17 442,550.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,900,468.64 7-May-99 1.00 1,900,468.64 1,900,468.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.52 7-May-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,187.42 7-May-99 1.00 5,187.42 5,187.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 7-May-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 7-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 7-May-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -389,490.92 7-May-99 1.00 389,490.92 389,490.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 7-May-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -256,039.30 7-May-99 1.00 256,039.30 256,039.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.48 7-May-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -113,091.30 10-May-99 1.00 113,091.30 113,091.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -751,755.97 10-May-99 1.00 751,755.97 751,755.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -343,679.06 10-May-99 1.00 343,679.06 343,679.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -353.38 10-May-99 1.00 353.38 353.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -534.19 10-May-99 1.00 534.19 534.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -451.85 10-May-99 1.00 451.85 451.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -278.62 10-May-99 1.00 278.62 278.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -507.97 10-May-99 1.00 507.97 507.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -162.41 10-May-99 1.00 162.41 162.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -91.00 10-May-99 1.00 91.00 91.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -172.78 10-May-99 1.00 172.78 172.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -113.79 10-May-99 1.00 113.79 113.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -172.57 10-May-99 1.00 172.57 172.57 0.00
</TABLE>
Page 117 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -46.52 10-May-99 1.00 46.52 46.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.45 10-May-99 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 10-May-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -60.98 10-May-99 1.00 60.98 60.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.16 10-May-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -47.54 10-May-99 1.00 47.54 47.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -40,759.34 10-May-99 1.00 40,759.34 40,759.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 10-May-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -159,318.41 11-May-99 1.00 159,318.41 159,318.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -72,133.23 11-May-99 1.00 72,133.23 72,133.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -859,896.55 11-May-99 1.00 859,896.55 859,896.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -604,034.45 11-May-99 1.00 604,034.45 604,034.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -82,230.46 11-May-99 1.00 82,230.46 82,230.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -881,664.61 11-May-99 1.00 881,664.61 881,664.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -420,486.72 11-May-99 1.00 420,486.72 420,486.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.60 11-May-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 11-May-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.16 11-May-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 11-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.67 11-May-99 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -73,989.52 11-May-99 1.00 73,989.52 73,989.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -22,479.69 11-May-99 1.00 22,479.69 22,479.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -191,858.91 12-May-99 1.00 191,858.91 191,858.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -708,272.74 12-May-99 1.00 708,272.74 708,272.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -411,777.84 12-May-99 1.00 411,777.84 411,777.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -33,280.76 12-May-99 1.00 33,280.76 33,280.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -745,405.75 12-May-99 1.00 745,405.75 745,405.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -14,288.29 12-May-99 1.00 14,288.29 14,288.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -413,757.87 12-May-99 1.00 413,757.87 413,757.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 12-May-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54,003.00 12-May-99 1.00 54,003.00 54,003.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 12-May-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 12-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.46 12-May-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,994,936.11 13-May-99 1.00 5,994,936.11 5,994,936.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -117,721.58 13-May-99 1.00 117,721.58 117,721.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -21,284,234.32 13-May-99 1.00 21,284,234.32 21,284,234.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,921,049.49 13-May-99 1.00 4,921,049.49 4,921,049.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -316,771.24 13-May-99 1.00 316,771.24 316,771.24 0.00
</TABLE>
Page 118 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -501,272.43 13-May-99 1.00 501,272.43 501,272.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -206,554.51 13-May-99 1.00 206,554.51 206,554.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,166,166.54 13-May-99 1.00 2,166,166.54 2,166,166.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -693,970.58 13-May-99 1.00 693,970.58 693,970.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -56,466.27 13-May-99 1.00 56,466.27 56,466.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 13-May-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 13-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.76 13-May-99 1.00 0.76 0.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,309,018.71 13-May-99 1.00 1,309,018.71 1,309,018.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,606,999.78 14-May-99 1.00 1,606,999.78 1,606,999.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 14-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 14-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -270,877.41 14-May-99 1.00 270,877.41 270,877.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.48 14-May-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,078,719.75 17-May-99 1.00 1,078,719.75 1,078,719.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,251,234.10 17-May-99 1.00 2,251,234.10 2,251,234.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,628,953.15 17-May-99 1.00 2,628,953.15 2,628,953.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -33,061.00 17-May-99 1.00 33,061.00 33,061.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -202,354.16 17-May-99 1.00 202,354.16 202,354.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10,392,047.84 17-May-99 1.00 10,392,047.84 10,392,047.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,546,515.29 17-May-99 1.00 1,546,515.29 1,546,515.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.62 17-May-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -344.55 17-May-99 1.00 344.55 344.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -386.99 17-May-99 1.00 386.99 386.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -216.49 17-May-99 1.00 216.49 216.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -469.93 17-May-99 1.00 469.93 469.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -108.58 17-May-99 1.00 108.58 108.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -90.16 17-May-99 1.00 90.16 90.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -118.31 17-May-99 1.00 118.31 118.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54.52 17-May-99 1.00 54.52 54.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -45.84 17-May-99 1.00 45.84 45.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -59.94 17-May-99 1.00 59.94 59.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -324,294.99 17-May-99 1.00 324,294.99 324,294.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -604,892.95 17-May-99 1.00 604,892.95 604,892.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 17-May-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -246,521.82 18-May-99 1.00 246,521.82 246,521.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -774,743.49 18-May-99 1.00 774,743.49 774,743.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -736,721.56 18-May-99 1.00 736,721.56 736,721.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79,709.60 18-May-99 1.00 79,709.60 79,709.60 0.00
</TABLE>
Page 119 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -88,100.24 18-May-99 1.00 88,100.24 88,100.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,286,309.07 18-May-99 1.00 1,286,309.07 1,286,309.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -91,182.00 18-May-99 1.00 91,182.00 91,182.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.81 18-May-99 1.00 0.81 0.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 18-May-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 18-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -128,817.20 18-May-99 1.00 128,817.20 128,817.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -51,472.48 19-May-99 1.00 51,472.48 51,472.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -241,532.25 19-May-99 1.00 241,532.25 241,532.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -164,713.99 19-May-99 1.00 164,713.99 164,713.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -161,694.22 19-May-99 1.00 161,694.22 161,694.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -558,876.86 19-May-99 1.00 558,876.86 558,876.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -284,603.34 19-May-99 1.00 284,603.34 284,603.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -92,758.54 19-May-99 1.00 92,758.54 92,758.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 19-May-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -27,611.44 19-May-99 1.00 27,611.44 27,611.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -99,611.40 19-May-99 1.00 99,611.40 99,611.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 19-May-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 19-May-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -474,114.27 19-May-99 1.00 474,114.27 474,114.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.48 19-May-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -134,971.20 20-May-99 1.00 134,971.20 134,971.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -113,003.34 20-May-99 1.00 113,003.34 113,003.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,415,227.09 20-May-99 1.00 1,415,227.09 1,415,227.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,907,851.71 20-May-99 1.00 1,907,851.71 1,907,851.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -618,171.78 20-May-99 1.00 618,171.78 618,171.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,248,629.88 20-May-99 1.00 1,248,629.88 1,248,629.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 20-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 20-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -472,945.06 20-May-99 1.00 472,945.06 472,945.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -103,834.39 20-May-99 1.00 103,834.39 103,834.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -300,593.85 21-May-99 1.00 300,593.85 300,593.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -68,861.81 21-May-99 1.00 68,861.81 68,861.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -827,034.60 21-May-99 1.00 827,034.60 827,034.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,234,102.35 21-May-99 1.00 1,234,102.35 1,234,102.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -7,421,828.94 21-May-99 1.00 7,421,828.94 7,421,828.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -225,714.28 21-May-99 1.00 225,714.28 225,714.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -19,065.76 21-May-99 1.00 19,065.76 19,065.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 21-May-99 1.00 0.08 0.08 0.00
</TABLE>
Page 120 of 168
<TABLE>
<CAPTION>
SCHEDULE OF REPORTABLE 5% TRANSACTIONS - ITEM 27D
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 21-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -124,763.22 21-May-99 1.00 124,763.22 124,763.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -298,953.78 21-May-99 1.00 298,953.78 298,953.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.47 21-May-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -86,799.60 24-May-99 1.00 86,799.60 86,799.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -641,722.00 24-May-99 1.00 641,722.00 641,722.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -533,129.36 24-May-99 1.00 533,129.36 533,129.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -766,553.22 24-May-99 1.00 766,553.22 766,553.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -132,329.05 24-May-99 1.00 132,329.05 132,329.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,558,293.12 24-May-99 1.00 3,558,293.12 3,558,293.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -659.63 24-May-99 1.00 659.63 659.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -84,127.69 24-May-99 1.00 84,127.69 84,127.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -349,709.83 24-May-99 1.00 349,709.83 349,709.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -447.49 24-May-99 1.00 447.49 447.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -280.25 24-May-99 1.00 280.25 280.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -500.20 24-May-99 1.00 500.20 500.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -159.79 24-May-99 1.00 159.79 159.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -656.72 24-May-99 1.00 656.72 656.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -169.04 24-May-99 1.00 169.04 169.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -115.20 24-May-99 1.00 115.20 115.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -162.38 24-May-99 1.00 162.38 162.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -43.89 24-May-99 1.00 43.89 43.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 24-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -59.50 24-May-99 1.00 59.50 59.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -46.36 24-May-99 1.00 46.36 46.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -88.98 24-May-99 1.00 88.98 88.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -40,835.31 24-May-99 1.00 40,835.31 40,835.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -100,338.81 25-May-99 1.00 100,338.81 100,338.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -372,004.53 25-May-99 1.00 372,004.53 372,004.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -367,361.39 25-May-99 1.00 367,361.39 367,361.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -447,346.74 25-May-99 1.00 447,346.74 447,346.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -13,343.18 25-May-99 1.00 13,343.18 13,343.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -654,732.60 25-May-99 1.00 654,732.60 654,732.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -712,908.03 25-May-99 1.00 712,908.03 712,908.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,576.55 25-May-99 1.00 4,576.55 4,576.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -204,267.62 25-May-99 1.00 204,267.62 204,267.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 25-May-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.38 25-May-99 1.00 0.38 0.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -357.13 25-May-99 1.00 357.13 357.13 0.00
</TABLE>
Page 121 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -541,081.99 25-May-99 1.00 541,081.99 541,081.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.50 25-May-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -14,777.46 26-May-99 1.00 14,777.46 14,777.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,652,561.28 26-May-99 1.00 1,652,561.28 1,652,561.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -774,553.45 26-May-99 1.00 774,553.45 774,553.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -778,473.01 26-May-99 1.00 778,473.01 778,473.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -72,605.83 26-May-99 1.00 72,605.83 72,605.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -68,885.20 26-May-99 1.00 68,885.20 68,885.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -71,161.50 26-May-99 1.00 71,161.50 71,161.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 26-May-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 26-May-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -173,177.49 26-May-99 1.00 173,177.49 173,177.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -53,293.31 26-May-99 1.00 53,293.31 53,293.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -155,014.66 27-May-99 1.00 155,014.66 155,014.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -623,071.26 27-May-99 1.00 623,071.26 623,071.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 27-May-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -267,867.30 27-May-99 1.00 267,867.30 267,867.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.86 27-May-99 1.00 0.86 0.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 27-May-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 27-May-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -274,597.32 27-May-99 1.00 274,597.32 274,597.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.48 27-May-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -172,906.94 28-May-99 1.00 172,906.94 172,906.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -33,329.70 28-May-99 1.00 33,329.70 33,329.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -470,367.03 28-May-99 1.00 470,367.03 470,367.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,142,162.36 28-May-99 1.00 1,142,162.36 1,142,162.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -408,713.21 28-May-99 1.00 408,713.21 408,713.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -195,815.85 28-May-99 1.00 195,815.85 195,815.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -20,685.72 28-May-99 1.00 20,685.72 20,685.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,401,157.26 28-May-99 1.00 3,401,157.26 3,401,157.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,564.84 28-May-99 1.00 1,564.84 1,564.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 28-May-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 28-May-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.69 28-May-99 1.00 0.69 0.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.48 28-May-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,032,921.82 1-Jun-99 1.00 2,032,921.82 2,032,921.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -274,646.74 1-Jun-99 1.00 274,646.74 274,646.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -895,036.05 1-Jun-99 1.00 895,036.05 895,036.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -546,931.25 1-Jun-99 1.00 546,931.25 546,931.25 0.00
</TABLE>
Page 122 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,266,357.80 1-Jun-99 1.00 3,266,357.80 3,266,357.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.43 1-Jun-99 1.00 0.43 0.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 1-Jun-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 1-Jun-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -189,445.16 1-Jun-99 1.00 189,445.16 189,445.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -659.32 1-Jun-99 1.00 659.32 659.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -260,524.89 2-Jun-99 1.00 260,524.89 260,524.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -299,685.75 2-Jun-99 1.00 299,685.75 299,685.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -937,261.91 2-Jun-99 1.00 937,261.91 937,261.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -695,182.80 2-Jun-99 1.00 695,182.80 695,182.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -752,620.69 2-Jun-99 1.00 752,620.69 752,620.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -294,996.39 2-Jun-99 1.00 294,996.39 294,996.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.27 2-Jun-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,039.00 2-Jun-99 1.00 2,039.00 2,039.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 2-Jun-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 2-Jun-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 2-Jun-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -143,676.25 2-Jun-99 1.00 143,676.25 143,676.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -57,004.56 2-Jun-99 1.00 57,004.56 57,004.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.42 2-Jun-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -96,572.91 3-Jun-99 1.00 96,572.91 96,572.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -26,239.13 3-Jun-99 1.00 26,239.13 26,239.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -186,885.94 3-Jun-99 1.00 186,885.94 186,885.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -184,163.61 3-Jun-99 1.00 184,163.61 184,163.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -320,082.46 3-Jun-99 1.00 320,082.46 320,082.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -165,745.76 3-Jun-99 1.00 165,745.76 165,745.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -232.71 3-Jun-99 1.00 232.71 232.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,446,114.13 3-Jun-99 1.00 1,446,114.13 1,446,114.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 3-Jun-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.35 3-Jun-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.70 3-Jun-99 1.00 0.70 0.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 3-Jun-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.03 3-Jun-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.45 3-Jun-99 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -197,808.00 4-Jun-99 1.00 197,808.00 197,808.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -371,815.05 4-Jun-99 1.00 371,815.05 371,815.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -61,206.44 4-Jun-99 1.00 61,206.44 61,206.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -13,869.88 4-Jun-99 1.00 13,869.88 13,869.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -49,231.59 4-Jun-99 1.00 49,231.59 49,231.59 0.00
</TABLE>
Page 123 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,919,001.83 4-Jun-99 1.00 1,919,001.83 1,919,001.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -417,759.98 4-Jun-99 1.00 417,759.98 417,759.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,983,203.06 4-Jun-99 1.00 1,983,203.06 1,983,203.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,000.72 4-Jun-99 1.00 1,000.72 1,000.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 4-Jun-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -383,324.92 4-Jun-99 1.00 383,324.92 383,324.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -201,181.20 4-Jun-99 1.00 201,181.20 201,181.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.42 4-Jun-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -121,471.64 7-Jun-99 1.00 121,471.64 121,471.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -444,720.24 7-Jun-99 1.00 444,720.24 444,720.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -425,928.07 7-Jun-99 1.00 425,928.07 425,928.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -359,908.67 7-Jun-99 1.00 359,908.67 359,908.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -638.30 7-Jun-99 1.00 638.30 638.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 7-Jun-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,953.88 7-Jun-99 1.00 3,953.88 3,953.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -560.21 7-Jun-99 1.00 560.21 560.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -445.37 7-Jun-99 1.00 445.37 445.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -278.61 7-Jun-99 1.00 278.61 278.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -158.62 7-Jun-99 1.00 158.62 158.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -80.71 7-Jun-99 1.00 80.71 80.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -167.81 7-Jun-99 1.00 167.81 167.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -187.73 7-Jun-99 1.00 187.73 187.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -35.21 7-Jun-99 1.00 35.21 35.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -59.38 7-Jun-99 1.00 59.38 59.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.33 7-Jun-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.43 7-Jun-99 1.00 0.43 0.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.29 7-Jun-99 1.00 78.29 78.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -30,558.32 7-Jun-99 1.00 30,558.32 30,558.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 7-Jun-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -37,922.03 8-Jun-99 1.00 37,922.03 37,922.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -63,808.80 8-Jun-99 1.00 63,808.80 63,808.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -219,182.45 8-Jun-99 1.00 219,182.45 219,182.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.15 8-Jun-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -133.20 8-Jun-99 1.00 133.20 133.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.34 8-Jun-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 8-Jun-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.58 8-Jun-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -436,405.44 8-Jun-99 1.00 436,405.44 436,405.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -617,448.45 9-Jun-99 1.00 617,448.45 617,448.45 0.00
</TABLE>
Page 124 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,391,473.48 9-Jun-99 1.00 3,391,473.48 3,391,473.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,161,295.82 9-Jun-99 1.00 1,161,295.82 1,161,295.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -599,392.55 9-Jun-99 1.00 599,392.55 599,392.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -16,765.87 9-Jun-99 1.00 16,765.87 16,765.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -362,210.49 9-Jun-99 1.00 362,210.49 362,210.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.15 9-Jun-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.25 9-Jun-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.39 9-Jun-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.75 9-Jun-99 1.00 0.75 0.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 9-Jun-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -260,897.15 9-Jun-99 1.00 260,897.15 260,897.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.44 9-Jun-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -70,351.99 10-Jun-99 1.00 70,351.99 70,351.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -275,957.03 10-Jun-99 1.00 275,957.03 275,957.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -321,870.96 10-Jun-99 1.00 321,870.96 321,870.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,579,274.00 10-Jun-99 1.00 1,579,274.00 1,579,274.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,121.10 10-Jun-99 1.00 5,121.10 5,121.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 10-Jun-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 10-Jun-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -175,743.99 10-Jun-99 1.00 175,743.99 175,743.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -342,195.52 11-Jun-99 1.00 342,195.52 342,195.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -163,973.85 11-Jun-99 1.00 163,973.85 163,973.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -74,353.11 11-Jun-99 1.00 74,353.11 74,353.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -294,741.81 11-Jun-99 1.00 294,741.81 294,741.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -128,900.28 11-Jun-99 1.00 128,900.28 128,900.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,632,957.15 11-Jun-99 1.00 1,632,957.15 1,632,957.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,009.11 11-Jun-99 1.00 3,009.11 3,009.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 11-Jun-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.38 11-Jun-99 1.00 0.38 0.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 11-Jun-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -94,047.68 11-Jun-99 1.00 94,047.68 94,047.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.65 11-Jun-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -15,563.44 11-Jun-99 1.00 15,563.44 15,563.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -109,373.40 11-Jun-99 1.00 109,373.40 109,373.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.42 11-Jun-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -20,916.26 14-Jun-99 1.00 20,916.26 20,916.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,712,454.92 14-Jun-99 1.00 1,712,454.92 1,712,454.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -293,394.20 14-Jun-99 1.00 293,394.20 293,394.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -516,978.95 14-Jun-99 1.00 516,978.95 516,978.95 0.00
</TABLE>
Page 125 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,160,491.64 14-Jun-99 1.00 1,160,491.64 1,160,491.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,739,585.23 14-Jun-99 1.00 1,739,585.23 1,739,585.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8,933.84 14-Jun-99 1.00 8,933.84 8,933.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,857.59 14-Jun-99 1.00 2,857.59 2,857.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -902,755.45 14-Jun-99 1.00 902,755.45 902,755.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -638.99 14-Jun-99 1.00 638.99 638.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -314.51 14-Jun-99 1.00 314.51 314.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -559.02 14-Jun-99 1.00 559.02 559.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -443.97 14-Jun-99 1.00 443.97 443.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -19.47 14-Jun-99 1.00 19.47 19.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.33 14-Jun-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -148.53 14-Jun-99 1.00 148.53 148.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -80.04 14-Jun-99 1.00 80.04 80.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -185.99 14-Jun-99 1.00 185.99 185.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -34.83 14-Jun-99 1.00 34.83 34.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.32 14-Jun-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -58.65 14-Jun-99 1.00 58.65 58.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -510.73 14-Jun-99 1.00 510.73 510.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 14-Jun-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -76.28 14-Jun-99 1.00 76.28 76.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -65,243.36 14-Jun-99 1.00 65,243.36 65,243.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,068,006.61 15-Jun-99 1.00 2,068,006.61 2,068,006.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -587,308.36 15-Jun-99 1.00 587,308.36 587,308.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -613,532.56 15-Jun-99 1.00 613,532.56 613,532.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -25,015.59 15-Jun-99 1.00 25,015.59 25,015.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,620.65 15-Jun-99 1.00 1,620.65 1,620.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.42 15-Jun-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.03 15-Jun-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -131,589.54 15-Jun-99 1.00 131,589.54 131,589.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.42 15-Jun-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 15-Jun-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.45 15-Jun-99 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -62,008.80 16-Jun-99 1.00 62,008.80 62,008.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54,132.41 16-Jun-99 1.00 54,132.41 54,132.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -460,624.32 16-Jun-99 1.00 460,624.32 460,624.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -75,058.73 16-Jun-99 1.00 75,058.73 75,058.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -552,599.14 16-Jun-99 1.00 552,599.14 552,599.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -48,519.68 16-Jun-99 1.00 48,519.68 48,519.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -519,620.04 16-Jun-99 1.00 519,620.04 519,620.04 0.00
</TABLE>
Page 126 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,347,607.28 16-Jun-99 1.00 1,347,607.28 1,347,607.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -210,455.16 16-Jun-99 1.00 210,455.16 210,455.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 16-Jun-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 16-Jun-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 16-Jun-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.46 16-Jun-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 16-Jun-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -61,744.40 17-Jun-99 1.00 61,744.40 61,744.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -626,821.08 17-Jun-99 1.00 626,821.08 626,821.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -186,800.49 17-Jun-99 1.00 186,800.49 186,800.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.88 17-Jun-99 1.00 0.88 0.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 17-Jun-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.39 17-Jun-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.61 17-Jun-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 17-Jun-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 17-Jun-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -59.44 17-Jun-99 1.00 59.44 59.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,093.29 17-Jun-99 1.00 2,093.29 2,093.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -102,959.15 18-Jun-99 1.00 102,959.15 102,959.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -547,973.83 18-Jun-99 1.00 547,973.83 547,973.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -211,280.55 18-Jun-99 1.00 211,280.55 211,280.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -793,831.62 18-Jun-99 1.00 793,831.62 793,831.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -805,407.49 18-Jun-99 1.00 805,407.49 805,407.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -471,323.24 18-Jun-99 1.00 471,323.24 471,323.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -274,255.87 18-Jun-99 1.00 274,255.87 274,255.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -51,386.52 18-Jun-99 1.00 51,386.52 51,386.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.32 18-Jun-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 18-Jun-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 18-Jun-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -25,139.20 18-Jun-99 1.00 25,139.20 25,139.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -317,412.00 18-Jun-99 1.00 317,412.00 317,412.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.42 18-Jun-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -230,429.96 21-Jun-99 1.00 230,429.96 230,429.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -352,015.68 21-Jun-99 1.00 352,015.68 352,015.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -572,563.64 21-Jun-99 1.00 572,563.64 572,563.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -567,728.72 21-Jun-99 1.00 567,728.72 567,728.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -52,118.32 21-Jun-99 1.00 52,118.32 52,118.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -777,201.70 21-Jun-99 1.00 777,201.70 777,201.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -638.60 21-Jun-99 1.00 638.60 638.60 0.00
</TABLE>
Page 127 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -302.08 21-Jun-99 1.00 302.08 302.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -558.02 21-Jun-99 1.00 558.02 558.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -442.47 21-Jun-99 1.00 442.47 442.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -276.12 21-Jun-99 1.00 276.12 276.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -156.34 21-Jun-99 1.00 156.34 156.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79.39 21-Jun-99 1.00 79.39 79.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -157.09 21-Jun-99 1.00 157.09 157.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.37 21-Jun-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -183.72 21-Jun-99 1.00 183.72 183.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -34.36 21-Jun-99 1.00 34.36 34.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.49 21-Jun-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -57.62 21-Jun-99 1.00 57.62 57.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 21-Jun-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 21-Jun-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.99 21-Jun-99 1.00 78.99 78.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 21-Jun-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -178,797.79 22-Jun-99 1.00 178,797.79 178,797.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -179,408.42 22-Jun-99 1.00 179,408.42 179,408.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -246,177.29 22-Jun-99 1.00 246,177.29 246,177.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -325,672.10 22-Jun-99 1.00 325,672.10 325,672.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -327,134.35 22-Jun-99 1.00 327,134.35 327,134.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -237.43 22-Jun-99 1.00 237.43 237.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 22-Jun-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -270.15 22-Jun-99 1.00 270.15 270.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 22-Jun-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -165,126.78 22-Jun-99 1.00 165,126.78 165,126.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,651,944.64 23-Jun-99 1.00 2,651,944.64 2,651,944.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,830,384.08 23-Jun-99 1.00 3,830,384.08 3,830,384.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,549,709.54 23-Jun-99 1.00 1,549,709.54 1,549,709.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -865,578.88 23-Jun-99 1.00 865,578.88 865,578.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,894,884.01 23-Jun-99 1.00 2,894,884.01 2,894,884.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -66,325.77 23-Jun-99 1.00 66,325.77 66,325.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,172.98 23-Jun-99 1.00 2,172.98 2,172.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -314,325.29 23-Jun-99 1.00 314,325.29 314,325.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -493,050.15 23-Jun-99 1.00 493,050.15 493,050.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -965,485.70 24-Jun-99 1.00 965,485.70 965,485.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -75,171.65 24-Jun-99 1.00 75,171.65 75,171.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -500,140.69 24-Jun-99 1.00 500,140.69 500,140.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -273,216.68 24-Jun-99 1.00 273,216.68 273,216.68 0.00
</TABLE>
Page 128 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -393,090.67 24-Jun-99 1.00 393,090.67 393,090.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,219,524.10 24-Jun-99 1.00 2,219,524.10 2,219,524.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -803,165.79 24-Jun-99 1.00 803,165.79 803,165.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -74.07 24-Jun-99 1.00 74.07 74.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -61.42 24-Jun-99 1.00 61.42 61.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -15,000.00 24-Jun-99 1.00 15,000.00 15,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -14.42 24-Jun-99 1.00 14.42 14.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5.69 24-Jun-99 1.00 5.69 5.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4.12 24-Jun-99 1.00 4.12 4.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4.07 24-Jun-99 1.00 4.07 4.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -320.21 24-Jun-99 1.00 320.21 320.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5.67 24-Jun-99 1.00 5.67 5.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3.43 24-Jun-99 1.00 3.43 3.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -433,340.53 25-Jun-99 1.00 433,340.53 433,340.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -167,386.05 25-Jun-99 1.00 167,386.05 167,386.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -967,321.77 25-Jun-99 1.00 967,321.77 967,321.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -173,976.79 25-Jun-99 1.00 173,976.79 173,976.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -656,142.19 25-Jun-99 1.00 656,142.19 656,142.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -116,211.26 25-Jun-99 1.00 116,211.26 116,211.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -268,807.11 25-Jun-99 1.00 268,807.11 268,807.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,141,055.20 25-Jun-99 1.00 1,141,055.20 1,141,055.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8,135,980.01 25-Jun-99 1.00 8,135,980.01 8,135,980.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.16 25-Jun-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.40 25-Jun-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 25-Jun-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 25-Jun-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -458,546.12 25-Jun-99 1.00 458,546.12 458,546.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.41 25-Jun-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -558,251.50 28-Jun-99 1.00 558,251.50 558,251.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -471,029.64 28-Jun-99 1.00 471,029.64 471,029.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -26,362.95 28-Jun-99 1.00 26,362.95 26,362.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -25,917.24 28-Jun-99 1.00 25,917.24 25,917.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,516,294.33 28-Jun-99 1.00 2,516,294.33 2,516,294.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -634.03 28-Jun-99 1.00 634.03 634.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -302.37 28-Jun-99 1.00 302.37 302.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -559.25 28-Jun-99 1.00 559.25 559.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -443.67 28-Jun-99 1.00 443.67 443.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -276.95 28-Jun-99 1.00 276.95 276.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -157.06 28-Jun-99 1.00 157.06 157.06 0.00
</TABLE>
Page 129 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79.54 28-Jun-99 1.00 79.54 79.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -152.15 28-Jun-99 1.00 152.15 152.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 28-Jun-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -184.85 28-Jun-99 1.00 184.85 184.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -34.58 28-Jun-99 1.00 34.58 34.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.65 28-Jun-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -660.53 28-Jun-99 1.00 660.53 660.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -513.70 28-Jun-99 1.00 513.70 513.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -23,347.46 28-Jun-99 1.00 23,347.46 23,347.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -92.68 28-Jun-99 1.00 92.68 92.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -240,532.70 28-Jun-99 1.00 240,532.70 240,532.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.33 28-Jun-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -76,575.93 29-Jun-99 1.00 76,575.93 76,575.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,881,858.39 29-Jun-99 1.00 1,881,858.39 1,881,858.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -153,729.47 29-Jun-99 1.00 153,729.47 153,729.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -672,662.18 29-Jun-99 1.00 672,662.18 672,662.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 29-Jun-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.54 29-Jun-99 1.00 0.54 0.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.72 29-Jun-99 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 29-Jun-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 29-Jun-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.69 29-Jun-99 1.00 0.69 0.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -128,929.63 29-Jun-99 1.00 128,929.63 128,929.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -60,472.74 29-Jun-99 1.00 60,472.74 60,472.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -67,955.24 30-Jun-99 1.00 67,955.24 67,955.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -850,766.94 30-Jun-99 1.00 850,766.94 850,766.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,112,388.98 30-Jun-99 1.00 1,112,388.98 1,112,388.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -36,605.11 30-Jun-99 1.00 36,605.11 36,605.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -204,718.08 30-Jun-99 1.00 204,718.08 204,718.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -197,440.23 30-Jun-99 1.00 197,440.23 197,440.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 30-Jun-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.44 30-Jun-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 30-Jun-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -320,462.15 30-Jun-99 1.00 320,462.15 320,462.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -49,255.31 30-Jun-99 1.00 49,255.31 49,255.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.44 30-Jun-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -180,730.82 1-Jul-99 1.00 180,730.82 180,730.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,463.18 1-Jul-99 1.00 4,463.18 4,463.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -633,371.98 1-Jul-99 1.00 633,371.98 633,371.98 0.00
</TABLE>
Page 130 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,099,875.03 1-Jul-99 1.00 1,099,875.03 1,099,875.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.34 1-Jul-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -49,554.44 1-Jul-99 1.00 49,554.44 49,554.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.22 1-Jul-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.30 1-Jul-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 1-Jul-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.35 1-Jul-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -193.22 1-Jul-99 1.00 193.22 193.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -533,662.07 2-Jul-99 1.00 533,662.07 533,662.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -287,137.71 2-Jul-99 1.00 287,137.71 287,137.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -331,927.17 2-Jul-99 1.00 331,927.17 331,927.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,629,173.52 2-Jul-99 1.00 1,629,173.52 1,629,173.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,213.77 2-Jul-99 1.00 1,213.77 1,213.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 2-Jul-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 2-Jul-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 2-Jul-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -52,546.84 2-Jul-99 1.00 52,546.84 52,546.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,994.88 2-Jul-99 1.00 1,994.88 1,994.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.36 2-Jul-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -839,432.30 6-Jul-99 1.00 839,432.30 839,432.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,365,949.47 6-Jul-99 1.00 1,365,949.47 1,365,949.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -340,683.07 6-Jul-99 1.00 340,683.07 340,683.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -44,377.59 6-Jul-99 1.00 44,377.59 44,377.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -851,245.32 6-Jul-99 1.00 851,245.32 851,245.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,234,037.95 6-Jul-99 1.00 5,234,037.95 5,234,037.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -200,153.13 6-Jul-99 1.00 200,153.13 200,153.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,729,278.88 6-Jul-99 1.00 2,729,278.88 2,729,278.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -279.38 6-Jul-99 1.00 279.38 279.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -554.87 6-Jul-99 1.00 554.87 554.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -256.82 6-Jul-99 1.00 256.82 256.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -271.42 6-Jul-99 1.00 271.42 271.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -149.09 6-Jul-99 1.00 149.09 149.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -119.19 6-Jul-99 1.00 119.19 119.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.80 6-Jul-99 1.00 0.80 0.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -179.24 6-Jul-99 1.00 179.24 179.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31.94 6-Jul-99 1.00 31.94 31.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.72 6-Jul-99 1.00 0.72 0.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -45.38 6-Jul-99 1.00 45.38 45.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 6-Jul-99 1.00 0.10 0.10 0.00
</TABLE>
Page 131 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -496,007.23 7-Jul-99 1.00 496,007.23 496,007.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -11,265.10 7-Jul-99 1.00 11,265.10 11,265.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -458,719.64 7-Jul-99 1.00 458,719.64 458,719.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -937,826.15 7-Jul-99 1.00 937,826.15 937,826.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -271,633.26 7-Jul-99 1.00 271,633.26 271,633.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -51,445.00 7-Jul-99 1.00 51,445.00 51,445.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -49,620.19 7-Jul-99 1.00 49,620.19 49,620.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -395,186.63 7-Jul-99 1.00 395,186.63 395,186.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.16 7-Jul-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.48 7-Jul-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.58 7-Jul-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 7-Jul-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 7-Jul-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.64 7-Jul-99 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.38 7-Jul-99 1.00 0.38 0.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.38 7-Jul-99 1.00 0.38 0.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79,757.93 8-Jul-99 1.00 79,757.93 79,757.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,137,008.49 8-Jul-99 1.00 1,137,008.49 1,137,008.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -189,704.15 8-Jul-99 1.00 189,704.15 189,704.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 8-Jul-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,011.79 8-Jul-99 1.00 4,011.79 4,011.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,648.85 8-Jul-99 1.00 2,648.85 2,648.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.38 8-Jul-99 1.00 0.38 0.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 8-Jul-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.37 8-Jul-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -171,274.00 8-Jul-99 1.00 171,274.00 171,274.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.37 8-Jul-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54,240.12 9-Jul-99 1.00 54,240.12 54,240.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -525,212.49 9-Jul-99 1.00 525,212.49 525,212.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -394,194.25 9-Jul-99 1.00 394,194.25 394,194.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -57,890.88 9-Jul-99 1.00 57,890.88 57,890.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -347,977.62 9-Jul-99 1.00 347,977.62 347,977.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.25 9-Jul-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 9-Jul-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.26 9-Jul-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.36 9-Jul-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.48 9-Jul-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.03 9-Jul-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 9-Jul-99 1.00 0.06 0.06 0.00
</TABLE>
Page 132 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -150,113.60 9-Jul-99 1.00 150,113.60 150,113.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -53,440.81 9-Jul-99 1.00 53,440.81 53,440.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -314,697.68 12-Jul-99 1.00 314,697.68 314,697.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,030,830.50 12-Jul-99 1.00 1,030,830.50 1,030,830.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -315,721.60 12-Jul-99 1.00 315,721.60 315,721.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -557,520.98 12-Jul-99 1.00 557,520.98 557,520.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -687,810.08 12-Jul-99 1.00 687,810.08 687,810.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -303.21 12-Jul-99 1.00 303.21 303.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -562.25 12-Jul-99 1.00 562.25 562.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -445.85 12-Jul-99 1.00 445.85 445.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -278.61 12-Jul-99 1.00 278.61 278.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.59 12-Jul-99 1.00 0.59 0.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -158.34 12-Jul-99 1.00 158.34 158.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.86 12-Jul-99 1.00 78.86 78.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -186.55 12-Jul-99 1.00 186.55 186.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -34.96 12-Jul-99 1.00 34.96 34.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -60.18 12-Jul-99 1.00 60.18 60.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -515.04 12-Jul-99 1.00 515.04 515.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.52 12-Jul-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.60 12-Jul-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,503,715.57 13-Jul-99 1.00 1,503,715.57 1,503,715.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -458,144.12 13-Jul-99 1.00 458,144.12 458,144.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -520,650.87 13-Jul-99 1.00 520,650.87 520,650.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,796,939.04 13-Jul-99 1.00 1,796,939.04 1,796,939.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.30 13-Jul-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.58 13-Jul-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 13-Jul-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 13-Jul-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.64 13-Jul-99 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -482,923.04 14-Jul-99 1.00 482,923.04 482,923.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -292,672.89 14-Jul-99 1.00 292,672.89 292,672.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -96,717.45 14-Jul-99 1.00 96,717.45 96,717.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -314,151.67 14-Jul-99 1.00 314,151.67 314,151.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.34 14-Jul-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.59 14-Jul-99 1.00 0.59 0.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.30 14-Jul-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.41 14-Jul-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 14-Jul-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 14-Jul-99 1.00 0.06 0.06 0.00
</TABLE>
Page 133 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -319,335.95 14-Jul-99 1.00 319,335.95 319,335.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.39 14-Jul-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -333,179.27 15-Jul-99 1.00 333,179.27 333,179.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -66,527.59 15-Jul-99 1.00 66,527.59 66,527.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,438,085.55 15-Jul-99 1.00 1,438,085.55 1,438,085.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -748,013.97 15-Jul-99 1.00 748,013.97 748,013.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -265,441.81 15-Jul-99 1.00 265,441.81 265,441.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.56 15-Jul-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 15-Jul-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 15-Jul-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.26 15-Jul-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -88,378.58 15-Jul-99 1.00 88,378.58 88,378.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.38 15-Jul-99 1.00 0.38 0.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -44,342.09 16-Jul-99 1.00 44,342.09 44,342.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -325,623.10 16-Jul-99 1.00 325,623.10 325,623.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,807,473.30 16-Jul-99 1.00 1,807,473.30 1,807,473.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -99.75 16-Jul-99 1.00 99.75 99.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.47 16-Jul-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -52.65 16-Jul-99 1.00 52.65 52.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 16-Jul-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.57 16-Jul-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8.95 16-Jul-99 1.00 8.95 8.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 16-Jul-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -13.07 16-Jul-99 1.00 13.07 13.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.35 16-Jul-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -39.88 16-Jul-99 1.00 39.88 39.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -446,414.54 19-Jul-99 1.00 446,414.54 446,414.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -65,396.96 19-Jul-99 1.00 65,396.96 65,396.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -205,388.66 19-Jul-99 1.00 205,388.66 205,388.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -176,449.23 19-Jul-99 1.00 176,449.23 176,449.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -629,464.56 19-Jul-99 1.00 629,464.56 629,464.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,232,859.57 19-Jul-99 1.00 1,232,859.57 1,232,859.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,897.51 19-Jul-99 1.00 5,897.51 5,897.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 19-Jul-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -303.66 19-Jul-99 1.00 303.66 303.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -563.60 19-Jul-99 1.00 563.60 563.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -161,191.53 19-Jul-99 1.00 161,191.53 161,191.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -279.65 19-Jul-99 1.00 279.65 279.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -159.34 19-Jul-99 1.00 159.34 159.34 0.00
</TABLE>
Page 134 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79.40 19-Jul-99 1.00 79.40 79.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -188.22 19-Jul-99 1.00 188.22 188.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -35.31 19-Jul-99 1.00 35.31 35.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.46 19-Jul-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -60.97 19-Jul-99 1.00 60.97 60.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -45.15 19-Jul-99 1.00 45.15 45.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,966,517.73 19-Jul-99 1.00 1,966,517.73 1,966,517.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -442,371.00 19-Jul-99 1.00 442,371.00 442,371.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 19-Jul-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -102,109.21 20-Jul-99 1.00 102,109.21 102,109.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -383,243.19 20-Jul-99 1.00 383,243.19 383,243.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -935,203.92 20-Jul-99 1.00 935,203.92 935,203.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -29,863.67 20-Jul-99 1.00 29,863.67 29,863.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -229,436.22 20-Jul-99 1.00 229,436.22 229,436.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -263,132.59 20-Jul-99 1.00 263,132.59 263,132.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.39 20-Jul-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.32 20-Jul-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -94,647.00 20-Jul-99 1.00 94,647.00 94,647.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 20-Jul-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 20-Jul-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.38 20-Jul-99 1.00 0.38 0.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -867,711.54 21-Jul-99 1.00 867,711.54 867,711.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,017,601.60 21-Jul-99 1.00 1,017,601.60 1,017,601.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,424,765.91 21-Jul-99 1.00 2,424,765.91 2,424,765.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -456,304.16 21-Jul-99 1.00 456,304.16 456,304.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,725,967.51 21-Jul-99 1.00 1,725,967.51 1,725,967.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -196,050.24 21-Jul-99 1.00 196,050.24 196,050.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.08 21-Jul-99 1.00 0.08 0.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.32 21-Jul-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.53 21-Jul-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 21-Jul-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 21-Jul-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.42 21-Jul-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -912,676.68 22-Jul-99 1.00 912,676.68 912,676.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -172,458.50 22-Jul-99 1.00 172,458.50 172,458.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -690,250.58 22-Jul-99 1.00 690,250.58 690,250.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,486,318.93 22-Jul-99 1.00 1,486,318.93 1,486,318.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -138,011.35 22-Jul-99 1.00 138,011.35 138,011.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,247,087.44 22-Jul-99 1.00 2,247,087.44 2,247,087.44 0.00
</TABLE>
Page 135 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 22-Jul-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -368.17 22-Jul-99 1.00 368.17 368.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 22-Jul-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 22-Jul-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.40 22-Jul-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -233,531.68 22-Jul-99 1.00 233,531.68 233,531.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -444,138.29 22-Jul-99 1.00 444,138.29 444,138.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.37 22-Jul-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -446,374.98 23-Jul-99 1.00 446,374.98 446,374.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -312,459.15 23-Jul-99 1.00 312,459.15 312,459.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -358,507.74 23-Jul-99 1.00 358,507.74 358,507.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -348,753.35 23-Jul-99 1.00 348,753.35 348,753.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -160,151.64 23-Jul-99 1.00 160,151.64 160,151.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,233,237.39 23-Jul-99 1.00 1,233,237.39 1,233,237.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -9,628,273.86 23-Jul-99 1.00 9,628,273.86 9,628,273.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 23-Jul-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.32 23-Jul-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.53 23-Jul-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 23-Jul-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 23-Jul-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -481,983.67 23-Jul-99 1.00 481,983.67 481,983.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -531,141.60 23-Jul-99 1.00 531,141.60 531,141.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -397,268.45 23-Jul-99 1.00 397,268.45 397,268.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.38 23-Jul-99 1.00 0.38 0.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -366,156.21 26-Jul-99 1.00 366,156.21 366,156.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -244,446.37 26-Jul-99 1.00 244,446.37 244,446.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,164,861.07 26-Jul-99 1.00 1,164,861.07 1,164,861.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -172,154.24 26-Jul-99 1.00 172,154.24 172,154.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -684,465.46 26-Jul-99 1.00 684,465.46 684,465.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79,008.55 26-Jul-99 1.00 79,008.55 79,008.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,009,014.30 26-Jul-99 1.00 2,009,014.30 2,009,014.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -619.69 26-Jul-99 1.00 619.69 619.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.46 26-Jul-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -304.44 26-Jul-99 1.00 304.44 304.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -556.72 26-Jul-99 1.00 556.72 556.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -107.29 26-Jul-99 1.00 107.29 107.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -281.07 26-Jul-99 1.00 281.07 281.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 26-Jul-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -160.44 26-Jul-99 1.00 160.44 160.44 0.00
</TABLE>
Page 136 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79.95 26-Jul-99 1.00 79.95 79.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 26-Jul-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -126.27 26-Jul-99 1.00 126.27 126.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -189.59 26-Jul-99 1.00 189.59 189.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -35.58 26-Jul-99 1.00 35.58 35.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -61.40 26-Jul-99 1.00 61.40 61.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.66 26-Jul-99 1.00 0.66 0.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -41.34 26-Jul-99 1.00 41.34 41.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54,543.67 26-Jul-99 1.00 54,543.67 54,543.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -66.40 26-Jul-99 1.00 66.40 66.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -380,195.99 27-Jul-99 1.00 380,195.99 380,195.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -263,995.20 27-Jul-99 1.00 263,995.20 263,995.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -215,408.12 27-Jul-99 1.00 215,408.12 215,408.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -33,099.36 27-Jul-99 1.00 33,099.36 33,099.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,267,135.43 27-Jul-99 1.00 1,267,135.43 1,267,135.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -25,983.63 27-Jul-99 1.00 25,983.63 25,983.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -398,166.39 27-Jul-99 1.00 398,166.39 398,166.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 27-Jul-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.27 27-Jul-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.35 27-Jul-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.15 27-Jul-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -280,753.17 27-Jul-99 1.00 280,753.17 280,753.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.39 27-Jul-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54,469.17 28-Jul-99 1.00 54,469.17 54,469.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -332,679.87 28-Jul-99 1.00 332,679.87 332,679.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,351,654.50 28-Jul-99 1.00 2,351,654.50 2,351,654.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -15.57 28-Jul-99 1.00 15.57 15.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -268,430.46 28-Jul-99 1.00 268,430.46 268,430.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -62,347.95 28-Jul-99 1.00 62,347.95 62,347.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -64.14 28-Jul-99 1.00 64.14 64.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31.43 28-Jul-99 1.00 31.43 31.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.40 28-Jul-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -28.86 28-Jul-99 1.00 28.86 28.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -16.40 28-Jul-99 1.00 16.40 16.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8.16 28-Jul-99 1.00 8.16 8.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -13.27 28-Jul-99 1.00 13.27 13.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -19.27 28-Jul-99 1.00 19.27 19.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3.61 28-Jul-99 1.00 3.61 3.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.03 28-Jul-99 1.00 0.03 0.03 0.00
</TABLE>
Page 137 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -6.22 28-Jul-99 1.00 6.22 6.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 28-Jul-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54.39 28-Jul-99 1.00 54.39 54.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4.17 28-Jul-99 1.00 4.17 4.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -101,574.75 28-Jul-99 1.00 101,574.75 101,574.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8.97 28-Jul-99 1.00 8.97 8.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -139,367.12 28-Jul-99 1.00 139,367.12 139,367.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -75,520.39 29-Jul-99 1.00 75,520.39 75,520.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -467,914.40 29-Jul-99 1.00 467,914.40 467,914.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -360,909.25 29-Jul-99 1.00 360,909.25 360,909.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -116,041.47 29-Jul-99 1.00 116,041.47 116,041.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 29-Jul-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -57,609.69 29-Jul-99 1.00 57,609.69 57,609.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.34 29-Jul-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,697.00 29-Jul-99 1.00 1,697.00 1,697.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.53 29-Jul-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 29-Jul-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 29-Jul-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -49,105.56 29-Jul-99 1.00 49,105.56 49,105.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -152,959.50 29-Jul-99 1.00 152,959.50 152,959.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.38 29-Jul-99 1.00 0.38 0.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -386,246.95 30-Jul-99 1.00 386,246.95 386,246.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -221,119.26 30-Jul-99 1.00 221,119.26 221,119.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,278,508.43 30-Jul-99 1.00 2,278,508.43 2,278,508.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -6,407,293.69 30-Jul-99 1.00 6,407,293.69 6,407,293.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,508,519.66 30-Jul-99 1.00 3,508,519.66 3,508,519.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -345,079.99 30-Jul-99 1.00 345,079.99 345,079.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,008,280.74 30-Jul-99 1.00 1,008,280.74 1,008,280.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,702,056.02 30-Jul-99 1.00 3,702,056.02 3,702,056.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 30-Jul-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.56 30-Jul-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 30-Jul-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 30-Jul-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -150,107.10 30-Jul-99 1.00 150,107.10 150,107.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -60,244.62 30-Jul-99 1.00 60,244.62 60,244.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -769,826.82 2-Aug-99 1.00 769,826.82 769,826.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -48,128.80 2-Aug-99 1.00 48,128.80 48,128.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,220,535.61 2-Aug-99 1.00 1,220,535.61 1,220,535.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -75,917.52 2-Aug-99 1.00 75,917.52 75,917.52 0.00
</TABLE>
Page 138 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,629,401.11 2-Aug-99 1.00 1,629,401.11 1,629,401.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -180,149.49 2-Aug-99 1.00 180,149.49 180,149.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -649,298.74 2-Aug-99 1.00 649,298.74 649,298.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -474,746.58 2-Aug-99 1.00 474,746.58 474,746.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.65 2-Aug-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 2-Aug-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 2-Aug-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.79 2-Aug-99 1.00 0.79 0.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -326,682.49 3-Aug-99 1.00 326,682.49 326,682.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,021,905.30 3-Aug-99 1.00 1,021,905.30 1,021,905.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -698,759.96 3-Aug-99 1.00 698,759.96 698,759.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -698,990.72 3-Aug-99 1.00 698,990.72 698,990.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -804,888.67 3-Aug-99 1.00 804,888.67 804,888.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -683,308.80 3-Aug-99 1.00 683,308.80 683,308.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -194,127.42 3-Aug-99 1.00 194,127.42 194,127.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 3-Aug-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 3-Aug-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.57 3-Aug-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 3-Aug-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 3-Aug-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -102,144.00 3-Aug-99 1.00 102,144.00 102,144.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -332,312.50 3-Aug-99 1.00 332,312.50 332,312.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -290,601.84 4-Aug-99 1.00 290,601.84 290,601.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,307.41 4-Aug-99 1.00 4,307.41 4,307.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -394,515.43 4-Aug-99 1.00 394,515.43 394,515.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -91,624.10 4-Aug-99 1.00 91,624.10 91,624.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,059,687.42 4-Aug-99 1.00 1,059,687.42 1,059,687.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -19,651.37 4-Aug-99 1.00 19,651.37 19,651.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -689,328.67 4-Aug-99 1.00 689,328.67 689,328.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.33 4-Aug-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 4-Aug-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -15,168.03 4-Aug-99 1.00 15,168.03 15,168.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.32 4-Aug-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -555,054.15 5-Aug-99 1.00 555,054.15 555,054.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,159,866.11 5-Aug-99 1.00 1,159,866.11 1,159,866.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -828,270.91 5-Aug-99 1.00 828,270.91 828,270.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -778,927.78 5-Aug-99 1.00 778,927.78 778,927.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -781,448.07 5-Aug-99 1.00 781,448.07 781,448.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -733,313.80 5-Aug-99 1.00 733,313.80 733,313.80 0.00
</TABLE>
Page 139 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.26 5-Aug-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.38 5-Aug-99 1.00 0.38 0.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 5-Aug-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -36,926.33 5-Aug-99 1.00 36,926.33 36,926.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.33 5-Aug-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -22,715.68 6-Aug-99 1.00 22,715.68 22,715.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -285,734.48 6-Aug-99 1.00 285,734.48 285,734.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -463,248.83 6-Aug-99 1.00 463,248.83 463,248.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -390,640.65 6-Aug-99 1.00 390,640.65 390,640.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -280,491.10 6-Aug-99 1.00 280,491.10 280,491.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -189,299.37 6-Aug-99 1.00 189,299.37 189,299.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.93 6-Aug-99 1.00 0.93 0.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.26 6-Aug-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.53 6-Aug-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 6-Aug-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -100,421.63 6-Aug-99 1.00 100,421.63 100,421.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -99,056.00 9-Aug-99 1.00 99,056.00 99,056.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,125,232.07 9-Aug-99 1.00 1,125,232.07 1,125,232.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -511,698.53 9-Aug-99 1.00 511,698.53 511,698.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,861,584.60 9-Aug-99 1.00 4,861,584.60 4,861,584.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -118,894.01 9-Aug-99 1.00 118,894.01 118,894.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -49,778.57 9-Aug-99 1.00 49,778.57 49,778.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -419,954.81 9-Aug-99 1.00 419,954.81 419,954.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -198,095.66 9-Aug-99 1.00 198,095.66 198,095.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -620.37 9-Aug-99 1.00 620.37 620.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -542.78 9-Aug-99 1.00 542.78 542.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -456.43 9-Aug-99 1.00 456.43 456.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -277.92 9-Aug-99 1.00 277.92 277.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -489.06 9-Aug-99 1.00 489.06 489.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -158.20 9-Aug-99 1.00 158.20 158.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.46 9-Aug-99 1.00 78.46 78.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -184.89 9-Aug-99 1.00 184.89 184.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -34.65 9-Aug-99 1.00 34.65 34.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.23 9-Aug-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -59.77 9-Aug-99 1.00 59.77 59.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -30.16 9-Aug-99 1.00 30.16 30.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -537.68 9-Aug-99 1.00 537.68 537.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -40.05 9-Aug-99 1.00 40.05 40.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -132,469.08 9-Aug-99 1.00 132,469.08 132,469.08 0.00
</TABLE>
Page 140 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -61.26 9-Aug-99 1.00 61.26 61.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -792,342.85 9-Aug-99 1.00 792,342.85 792,342.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 9-Aug-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -133,095.62 10-Aug-99 1.00 133,095.62 133,095.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -11,331.65 10-Aug-99 1.00 11,331.65 11,331.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,065,767.87 10-Aug-99 1.00 1,065,767.87 1,065,767.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -873,988.04 10-Aug-99 1.00 873,988.04 873,988.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,921,233.69 10-Aug-99 1.00 1,921,233.69 1,921,233.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -543,782.70 10-Aug-99 1.00 543,782.70 543,782.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,835.74 10-Aug-99 1.00 1,835.74 1,835.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.16 10-Aug-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.29 10-Aug-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.56 10-Aug-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 10-Aug-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -501,128.58 10-Aug-99 1.00 501,128.58 501,128.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.34 10-Aug-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -225,659.55 11-Aug-99 1.00 225,659.55 225,659.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,144,643.50 11-Aug-99 1.00 1,144,643.50 1,144,643.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -560,549.34 11-Aug-99 1.00 560,549.34 560,549.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,871,129.17 11-Aug-99 1.00 1,871,129.17 1,871,129.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -522,593.29 11-Aug-99 1.00 522,593.29 522,593.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.29 11-Aug-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.48 11-Aug-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 11-Aug-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,201.78 11-Aug-99 1.00 1,201.78 1,201.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -134,194.19 11-Aug-99 1.00 134,194.19 134,194.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -179,864.29 11-Aug-99 1.00 179,864.29 179,864.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -98,249.00 12-Aug-99 1.00 98,249.00 98,249.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -582,140.01 12-Aug-99 1.00 582,140.01 582,140.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -6,752,617.67 12-Aug-99 1.00 6,752,617.67 6,752,617.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -154,133.97 12-Aug-99 1.00 154,133.97 154,133.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -552,741.82 12-Aug-99 1.00 552,741.82 552,741.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.15 12-Aug-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -512.20 12-Aug-99 1.00 512.20 512.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -531.20 12-Aug-99 1.00 531.20 531.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.56 12-Aug-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 12-Aug-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -17,773.07 12-Aug-99 1.00 17,773.07 17,773.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.34 12-Aug-99 1.00 0.34 0.34 0.00
</TABLE>
Page 141 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -469,545.29 13-Aug-99 1.00 469,545.29 469,545.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,464,202.26 13-Aug-99 1.00 1,464,202.26 1,464,202.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -199,944.13 13-Aug-99 1.00 199,944.13 199,944.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -351,723.33 13-Aug-99 1.00 351,723.33 351,723.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -463,581.07 13-Aug-99 1.00 463,581.07 463,581.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -988,366.28 13-Aug-99 1.00 988,366.28 988,366.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 13-Aug-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 13-Aug-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.39 13-Aug-99 1.00 0.39 0.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 13-Aug-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -434,873.86 13-Aug-99 1.00 434,873.86 434,873.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.33 13-Aug-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -231,929.12 16-Aug-99 1.00 231,929.12 231,929.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -271,795.55 16-Aug-99 1.00 271,795.55 271,795.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -253,707.41 16-Aug-99 1.00 253,707.41 253,707.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,182,358.48 16-Aug-99 1.00 1,182,358.48 1,182,358.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.47 16-Aug-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -541.19 16-Aug-99 1.00 541.19 541.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -454.15 16-Aug-99 1.00 454.15 454.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -276.05 16-Aug-99 1.00 276.05 276.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -157.71 16-Aug-99 1.00 157.71 157.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -77.69 16-Aug-99 1.00 77.69 77.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.15 16-Aug-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10,983.37 16-Aug-99 1.00 10,983.37 10,983.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -34.18 16-Aug-99 1.00 34.18 34.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -58.22 16-Aug-99 1.00 58.22 58.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31.31 16-Aug-99 1.00 31.31 31.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -527.87 16-Aug-99 1.00 527.87 527.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.44 16-Aug-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -68.59 16-Aug-99 1.00 68.59 68.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,598.82 17-Aug-99 1.00 4,598.82 4,598.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,022,651.54 17-Aug-99 1.00 2,022,651.54 2,022,651.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -662,403.63 17-Aug-99 1.00 662,403.63 662,403.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,265,503.52 17-Aug-99 1.00 1,265,503.52 1,265,503.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -711,881.92 17-Aug-99 1.00 711,881.92 711,881.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -304,348.50 17-Aug-99 1.00 304,348.50 304,348.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.32 17-Aug-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.60 17-Aug-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 17-Aug-99 1.00 0.17 0.17 0.00
</TABLE>
Page 142 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.35 17-Aug-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78,729.31 18-Aug-99 1.00 78,729.31 78,729.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -18,855.88 18-Aug-99 1.00 18,855.88 18,855.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -13,593.80 18-Aug-99 1.00 13,593.80 13,593.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -296,928.44 18-Aug-99 1.00 296,928.44 296,928.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -125,749.23 18-Aug-99 1.00 125,749.23 125,749.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.31 18-Aug-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 18-Aug-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -99,918.92 18-Aug-99 1.00 99,918.92 99,918.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.63 18-Aug-99 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -393,070.27 18-Aug-99 1.00 393,070.27 393,070.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,362,180.12 18-Aug-99 1.00 1,362,180.12 1,362,180.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -426,608.44 19-Aug-99 1.00 426,608.44 426,608.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -722,302.19 19-Aug-99 1.00 722,302.19 722,302.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -120,831.55 19-Aug-99 1.00 120,831.55 120,831.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -18,773,948.99 19-Aug-99 1.00 18,773,948.99 18,773,948.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -319,884.59 19-Aug-99 1.00 319,884.59 319,884.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -420,441.22 19-Aug-99 1.00 420,441.22 420,441.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.22 19-Aug-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.31 19-Aug-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.58 19-Aug-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.49 19-Aug-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.16 19-Aug-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 19-Aug-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -88,651.84 19-Aug-99 1.00 88,651.84 88,651.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -134,733.69 20-Aug-99 1.00 134,733.69 134,733.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -146,042.52 20-Aug-99 1.00 146,042.52 146,042.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -875,610.71 20-Aug-99 1.00 875,610.71 875,610.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,000,990.28 20-Aug-99 1.00 1,000,990.28 1,000,990.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -214,786.72 20-Aug-99 1.00 214,786.72 214,786.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -353,622.97 20-Aug-99 1.00 353,622.97 353,622.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -223,837.58 20-Aug-99 1.00 223,837.58 223,837.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,215,960.73 20-Aug-99 1.00 1,215,960.73 1,215,960.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 20-Aug-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 20-Aug-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -144,117.67 20-Aug-99 1.00 144,117.67 144,117.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.32 20-Aug-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -311,199.44 23-Aug-99 1.00 311,199.44 311,199.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -40,125.00 23-Aug-99 1.00 40,125.00 40,125.00 0.00
</TABLE>
Page 143 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,081,533.20 23-Aug-99 1.00 1,081,533.20 1,081,533.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -490,602.00 23-Aug-99 1.00 490,602.00 490,602.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -50,981.02 23-Aug-99 1.00 50,981.02 50,981.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -358,215.37 23-Aug-99 1.00 358,215.37 358,215.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -621.50 23-Aug-99 1.00 621.50 621.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -303.81 23-Aug-99 1.00 303.81 303.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -275,596.62 23-Aug-99 1.00 275,596.62 275,596.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -456.57 23-Aug-99 1.00 456.57 456.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -277.73 23-Aug-99 1.00 277.73 277.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -494.44 23-Aug-99 1.00 494.44 494.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -159.04 23-Aug-99 1.00 159.04 159.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.42 23-Aug-99 1.00 78.42 78.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.60 23-Aug-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.56 23-Aug-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -181.98 23-Aug-99 1.00 181.98 181.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -34.59 23-Aug-99 1.00 34.59 34.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.55 23-Aug-99 1.00 0.55 0.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54.34 23-Aug-99 1.00 54.34 54.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31.69 23-Aug-99 1.00 31.69 31.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -536.98 23-Aug-99 1.00 536.98 536.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -23,963.63 23-Aug-99 1.00 23,963.63 23,963.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -452.47 23-Aug-99 1.00 452.47 452.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78,096.55 23-Aug-99 1.00 78,096.55 78,096.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -157,680.50 23-Aug-99 1.00 157,680.50 157,680.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 23-Aug-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,643,222.63 24-Aug-99 1.00 2,643,222.63 2,643,222.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -437,241.51 24-Aug-99 1.00 437,241.51 437,241.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -32,970.74 24-Aug-99 1.00 32,970.74 32,970.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -277,812.85 24-Aug-99 1.00 277,812.85 277,812.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -64,231.25 24-Aug-99 1.00 64,231.25 64,231.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.16 24-Aug-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 24-Aug-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -389,626.89 24-Aug-99 1.00 389,626.89 389,626.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.33 24-Aug-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -85,225.56 25-Aug-99 1.00 85,225.56 85,225.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,409,290.88 25-Aug-99 1.00 1,409,290.88 1,409,290.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -326,941.30 25-Aug-99 1.00 326,941.30 326,941.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -652,694.14 25-Aug-99 1.00 652,694.14 652,694.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -48,812.50 25-Aug-99 1.00 48,812.50 48,812.50 0.00
</TABLE>
Page 144 of 168
<TABLE>
<CAPTION>
SCHEDULE OF REPORTABLE 5% TRANSACTIONS - ITEM 27D
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -502,143.06 25-Aug-99 1.00 502,143.06 502,143.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -380,241.53 25-Aug-99 1.00 380,241.53 380,241.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -59,187.75 25-Aug-99 1.00 59,187.75 59,187.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.30 25-Aug-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.50 25-Aug-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.50 25-Aug-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 25-Aug-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 25-Aug-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -135,941.88 25-Aug-99 1.00 135,941.88 135,941.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -327,673.47 26-Aug-99 1.00 327,673.47 327,673.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -666,783.52 26-Aug-99 1.00 666,783.52 666,783.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -263,349.24 26-Aug-99 1.00 263,349.24 263,349.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -98,564.13 26-Aug-99 1.00 98,564.13 98,564.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -184,626.78 26-Aug-99 1.00 184,626.78 184,626.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.16 26-Aug-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.58 26-Aug-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 26-Aug-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.33 26-Aug-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -245,225.19 27-Aug-99 1.00 245,225.19 245,225.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -56,942.94 27-Aug-99 1.00 56,942.94 56,942.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -265,743.54 27-Aug-99 1.00 265,743.54 265,743.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -613,144.97 27-Aug-99 1.00 613,144.97 613,144.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -387,789.46 27-Aug-99 1.00 387,789.46 387,789.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -869,687.50 27-Aug-99 1.00 869,687.50 869,687.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -539,181.74 27-Aug-99 1.00 539,181.74 539,181.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -80,615.95 27-Aug-99 1.00 80,615.95 80,615.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -796,790.54 27-Aug-99 1.00 796,790.54 796,790.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -890,712.07 27-Aug-99 1.00 890,712.07 890,712.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.50 27-Aug-99 1.00 0.50 0.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.41 27-Aug-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -71,155.31 27-Aug-99 1.00 71,155.31 71,155.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 27-Aug-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.33 27-Aug-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -157,289.96 30-Aug-99 1.00 157,289.96 157,289.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -282,769.62 30-Aug-99 1.00 282,769.62 282,769.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -166,175.64 30-Aug-99 1.00 166,175.64 166,175.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10,353.08 30-Aug-99 1.00 10,353.08 10,353.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,617,872.08 30-Aug-99 1.00 1,617,872.08 1,617,872.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -622.05 30-Aug-99 1.00 622.05 622.05 0.00
</TABLE>
Page 145 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.57 30-Aug-99 1.00 0.57 0.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -304.57 30-Aug-99 1.00 304.57 304.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -550.52 30-Aug-99 1.00 550.52 550.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -458.74 30-Aug-99 1.00 458.74 458.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -279.42 30-Aug-99 1.00 279.42 279.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -502.11 30-Aug-99 1.00 502.11 502.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -160.11 30-Aug-99 1.00 160.11 160.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.99 30-Aug-99 1.00 78.99 78.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -182.03 30-Aug-99 1.00 182.03 182.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -34.89 30-Aug-99 1.00 34.89 34.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 30-Aug-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54.90 30-Aug-99 1.00 54.90 54.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -32.04 30-Aug-99 1.00 32.04 32.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 30-Aug-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -272,889.61 30-Aug-99 1.00 272,889.61 272,889.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -807,060.18 31-Aug-99 1.00 807,060.18 807,060.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,856,433.41 31-Aug-99 1.00 1,856,433.41 1,856,433.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -854,285.75 31-Aug-99 1.00 854,285.75 854,285.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -616,276.46 31-Aug-99 1.00 616,276.46 616,276.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -147,195.95 31-Aug-99 1.00 147,195.95 147,195.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -101,615.30 31-Aug-99 1.00 101,615.30 101,615.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -825,981.77 31-Aug-99 1.00 825,981.77 825,981.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.52 31-Aug-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.04 31-Aug-99 1.00 0.04 0.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.48 31-Aug-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 31-Aug-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 31-Aug-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.34 31-Aug-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -338,901.68 1-Sep-99 1.00 338,901.68 338,901.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -587,024.06 1-Sep-99 1.00 587,024.06 587,024.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -7,612,990.98 1-Sep-99 1.00 7,612,990.98 7,612,990.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -473,391.73 1-Sep-99 1.00 473,391.73 473,391.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -496,410.43 1-Sep-99 1.00 496,410.43 496,410.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,378,667.88 1-Sep-99 1.00 1,378,667.88 1,378,667.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 1-Sep-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.65 1-Sep-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -27,820.49 1-Sep-99 1.00 27,820.49 27,820.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -67,668.76 2-Sep-99 1.00 67,668.76 67,668.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -9.06 2-Sep-99 1.00 9.06 9.06 0.00
</TABLE>
Page 146 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.43 2-Sep-99 1.00 0.43 0.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.51 2-Sep-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 2-Sep-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -66,325.55 2-Sep-99 1.00 66,325.55 66,325.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -403,575.60 2-Sep-99 1.00 403,575.60 403,575.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 2-Sep-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -498,242.56 3-Sep-99 1.00 498,242.56 498,242.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -227,233.70 3-Sep-99 1.00 227,233.70 227,233.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -918,975.12 3-Sep-99 1.00 918,975.12 918,975.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -629,974.68 3-Sep-99 1.00 629,974.68 629,974.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -455,240.59 3-Sep-99 1.00 455,240.59 455,240.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -178,756.79 3-Sep-99 1.00 178,756.79 178,756.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -153,662.40 3-Sep-99 1.00 153,662.40 153,662.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,795,461.83 3-Sep-99 1.00 2,795,461.83 2,795,461.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.16 3-Sep-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 3-Sep-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 3-Sep-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -206,762.61 3-Sep-99 1.00 206,762.61 206,762.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -54,017.97 3-Sep-99 1.00 54,017.97 54,017.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.26 3-Sep-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -104,541.60 7-Sep-99 1.00 104,541.60 104,541.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -611,707.88 7-Sep-99 1.00 611,707.88 611,707.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -74,758.14 7-Sep-99 1.00 74,758.14 74,758.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -68,270.33 7-Sep-99 1.00 68,270.33 68,270.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,248,009.36 7-Sep-99 1.00 1,248,009.36 1,248,009.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -533.70 7-Sep-99 1.00 533.70 533.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -592.62 7-Sep-99 1.00 592.62 592.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -304.44 7-Sep-99 1.00 304.44 304.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -549.56 7-Sep-99 1.00 549.56 549.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,879.19 7-Sep-99 1.00 4,879.19 4,879.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -278.64 7-Sep-99 1.00 278.64 278.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -500.50 7-Sep-99 1.00 500.50 500.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -159.38 7-Sep-99 1.00 159.38 159.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.57 7-Sep-99 1.00 78.57 78.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -117.24 7-Sep-99 1.00 117.24 117.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -34.61 7-Sep-99 1.00 34.61 34.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31.73 7-Sep-99 1.00 31.73 31.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.63 7-Sep-99 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.32 7-Sep-99 1.00 78.32 78.32 0.00
</TABLE>
Page 147 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -195,123.21 8-Sep-99 1.00 195,123.21 195,123.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -51,871.20 8-Sep-99 1.00 51,871.20 51,871.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -509,838.10 8-Sep-99 1.00 509,838.10 509,838.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -452,144.70 8-Sep-99 1.00 452,144.70 452,144.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -650,008.75 8-Sep-99 1.00 650,008.75 650,008.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -57,080.69 8-Sep-99 1.00 57,080.69 57,080.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -435,535.29 8-Sep-99 1.00 435,535.29 435,535.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -532,243.44 8-Sep-99 1.00 532,243.44 532,243.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -344.49 8-Sep-99 1.00 344.49 344.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 8-Sep-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.91 8-Sep-99 1.00 0.91 0.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79,998.83 8-Sep-99 1.00 79,998.83 79,998.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.27 8-Sep-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -200,887.06 9-Sep-99 1.00 200,887.06 200,887.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -52,511.20 9-Sep-99 1.00 52,511.20 52,511.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,121,002.87 9-Sep-99 1.00 1,121,002.87 1,121,002.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -267,488.85 9-Sep-99 1.00 267,488.85 267,488.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -113,299.59 9-Sep-99 1.00 113,299.59 113,299.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -285,862.25 9-Sep-99 1.00 285,862.25 285,862.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -98,318.49 9-Sep-99 1.00 98,318.49 98,318.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.33 9-Sep-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.16 9-Sep-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 9-Sep-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -82,322.20 10-Sep-99 1.00 82,322.20 82,322.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -771,758.38 10-Sep-99 1.00 771,758.38 771,758.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -527,894.09 10-Sep-99 1.00 527,894.09 527,894.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -213,014.92 10-Sep-99 1.00 213,014.92 213,014.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -115,197.00 10-Sep-99 1.00 115,197.00 115,197.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 10-Sep-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -252,470.40 10-Sep-99 1.00 252,470.40 252,470.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.35 10-Sep-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -133,211.45 13-Sep-99 1.00 133,211.45 133,211.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -541,464.21 13-Sep-99 1.00 541,464.21 541,464.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -484,977.02 13-Sep-99 1.00 484,977.02 484,977.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -571,108.78 13-Sep-99 1.00 571,108.78 571,108.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -534.24 13-Sep-99 1.00 534.24 534.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -305.11 13-Sep-99 1.00 305.11 305.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -11,238.32 13-Sep-99 1.00 11,238.32 11,238.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.64 13-Sep-99 1.00 0.64 0.64 0.00
</TABLE>
Page 148 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -13,414.01 13-Sep-99 1.00 13,414.01 13,414.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -15,039.44 13-Sep-99 1.00 15,039.44 15,039.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -14,447.20 13-Sep-99 1.00 14,447.20 14,447.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.74 13-Sep-99 1.00 78.74 78.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -159.01 13-Sep-99 1.00 159.01 159.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -89.46 13-Sep-99 1.00 89.46 89.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -185.03 13-Sep-99 1.00 185.03 185.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -33.78 13-Sep-99 1.00 33.78 33.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -44.66 13-Sep-99 1.00 44.66 44.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -65.00 13-Sep-99 1.00 65.00 65.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31.63 13-Sep-99 1.00 31.63 31.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -516.00 13-Sep-99 1.00 516.00 516.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 13-Sep-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -64.17 13-Sep-99 1.00 64.17 64.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -161,235.43 14-Sep-99 1.00 161,235.43 161,235.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -537,837.38 14-Sep-99 1.00 537,837.38 537,837.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -204,449.12 14-Sep-99 1.00 204,449.12 204,449.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -25,561.76 14-Sep-99 1.00 25,561.76 25,561.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -673,761.35 14-Sep-99 1.00 673,761.35 673,761.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,186,344.79 14-Sep-99 1.00 1,186,344.79 1,186,344.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,691,997.29 14-Sep-99 1.00 1,691,997.29 1,691,997.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.37 14-Sep-99 1.00 0.37 0.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,848.83 14-Sep-99 1.00 1,848.83 1,848.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 14-Sep-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.03 14-Sep-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -57,856.95 14-Sep-99 1.00 57,856.95 57,856.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 14-Sep-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -117,284.48 15-Sep-99 1.00 117,284.48 117,284.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -321,757.50 15-Sep-99 1.00 321,757.50 321,757.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -379,005.58 15-Sep-99 1.00 379,005.58 379,005.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -237,415.62 15-Sep-99 1.00 237,415.62 237,415.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -307,411.94 15-Sep-99 1.00 307,411.94 307,411.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -290,846.94 15-Sep-99 1.00 290,846.94 290,846.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,522,670.31 15-Sep-99 1.00 2,522,670.31 2,522,670.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.58 15-Sep-99 1.00 0.58 0.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.66 15-Sep-99 1.00 0.66 0.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 15-Sep-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.29 15-Sep-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -63,903.35 16-Sep-99 1.00 63,903.35 63,903.35 0.00
</TABLE>
Page 149 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -672,859.88 16-Sep-99 1.00 672,859.88 672,859.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -605,663.85 16-Sep-99 1.00 605,663.85 605,663.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -357,827.72 16-Sep-99 1.00 357,827.72 357,827.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -344,761.94 16-Sep-99 1.00 344,761.94 344,761.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10,735.96 16-Sep-99 1.00 10,735.96 10,735.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.40 16-Sep-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 16-Sep-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 16-Sep-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.61 16-Sep-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -137,188.17 16-Sep-99 1.00 137,188.17 137,188.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8,962.61 16-Sep-99 1.00 8,962.61 8,962.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.30 16-Sep-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -184,845.23 17-Sep-99 1.00 184,845.23 184,845.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8,930.87 17-Sep-99 1.00 8,930.87 8,930.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10,729.73 17-Sep-99 1.00 10,729.73 10,729.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -130,594.06 17-Sep-99 1.00 130,594.06 130,594.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -574,170.19 17-Sep-99 1.00 574,170.19 574,170.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -596,865.89 17-Sep-99 1.00 596,865.89 596,865.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.25 17-Sep-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 17-Sep-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 17-Sep-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,289.44 17-Sep-99 1.00 1,289.44 1,289.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -153,859.40 17-Sep-99 1.00 153,859.40 153,859.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -55,130.37 17-Sep-99 1.00 55,130.37 55,130.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -124,018.89 20-Sep-99 1.00 124,018.89 124,018.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,345,654.77 20-Sep-99 1.00 1,345,654.77 1,345,654.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -534.80 20-Sep-99 1.00 534.80 534.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -582.58 20-Sep-99 1.00 582.58 582.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -305.35 20-Sep-99 1.00 305.35 305.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.66 20-Sep-99 1.00 0.66 0.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -271.00 20-Sep-99 1.00 271.00 271.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.25 20-Sep-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.81 20-Sep-99 1.00 78.81 78.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -161.90 20-Sep-99 1.00 161.90 161.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -29.17 20-Sep-99 1.00 29.17 29.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.36 20-Sep-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -34.55 20-Sep-99 1.00 34.55 34.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -50.28 20-Sep-99 1.00 50.28 50.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.79 20-Sep-99 1.00 0.79 0.79 0.00
</TABLE>
Page 150 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79.12 20-Sep-99 1.00 79.12 79.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31.44 20-Sep-99 1.00 31.44 31.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -527.25 20-Sep-99 1.00 527.25 527.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.07 20-Sep-99 1.00 0.07 0.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -558,655.68 20-Sep-99 1.00 558,655.68 558,655.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -63.66 20-Sep-99 1.00 63.66 63.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -589,766.71 21-Sep-99 1.00 589,766.71 589,766.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -75,515.00 21-Sep-99 1.00 75,515.00 75,515.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -988,023.94 21-Sep-99 1.00 988,023.94 988,023.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,138,477.40 21-Sep-99 1.00 1,138,477.40 1,138,477.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -667,097.97 21-Sep-99 1.00 667,097.97 667,097.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 21-Sep-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.22 21-Sep-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.15 21-Sep-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 21-Sep-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -119,361.72 21-Sep-99 1.00 119,361.72 119,361.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -41,203.94 21-Sep-99 1.00 41,203.94 41,203.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.27 21-Sep-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -200,070.37 22-Sep-99 1.00 200,070.37 200,070.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -412,716.21 22-Sep-99 1.00 412,716.21 412,716.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -724,165.10 22-Sep-99 1.00 724,165.10 724,165.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -780,033.60 22-Sep-99 1.00 780,033.60 780,033.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -615,166.92 22-Sep-99 1.00 615,166.92 615,166.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -239,502.46 22-Sep-99 1.00 239,502.46 239,502.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,065,067.46 22-Sep-99 1.00 2,065,067.46 2,065,067.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -684,724.99 22-Sep-99 1.00 684,724.99 684,724.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.44 22-Sep-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.87 22-Sep-99 1.00 0.87 0.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 22-Sep-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.26 22-Sep-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,257,539.81 23-Sep-99 1.00 1,257,539.81 1,257,539.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -517,610.00 23-Sep-99 1.00 517,610.00 517,610.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -993,470.77 23-Sep-99 1.00 993,470.77 993,470.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -154,890.30 23-Sep-99 1.00 154,890.30 154,890.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -307,761.11 23-Sep-99 1.00 307,761.11 307,761.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -14,228.41 23-Sep-99 1.00 14,228.41 14,228.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,174,964.78 23-Sep-99 1.00 2,174,964.78 2,174,964.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -151,946.17 23-Sep-99 1.00 151,946.17 151,946.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -7,600,529.76 23-Sep-99 1.00 7,600,529.76 7,600,529.76 0.00
</TABLE>
Page 151 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.71 23-Sep-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 23-Sep-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 23-Sep-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.52 23-Sep-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,013.47 23-Sep-99 1.00 2,013.47 2,013.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -224,448.00 23-Sep-99 1.00 224,448.00 224,448.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 23-Sep-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,730,189.90 24-Sep-99 1.00 1,730,189.90 1,730,189.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -86,503.69 24-Sep-99 1.00 86,503.69 86,503.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -193,556.23 24-Sep-99 1.00 193,556.23 193,556.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -824,832.01 24-Sep-99 1.00 824,832.01 824,832.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,546,273.27 24-Sep-99 1.00 3,546,273.27 3,546,273.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.44 24-Sep-99 1.00 0.44 0.44 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.82 24-Sep-99 1.00 0.82 0.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 24-Sep-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.25 24-Sep-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 24-Sep-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.31 24-Sep-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -15,290.37 24-Sep-99 1.00 15,290.37 15,290.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -48,148.77 24-Sep-99 1.00 48,148.77 48,148.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 24-Sep-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,500,000.00 27-Sep-99 1.00 5,500,000.00 5,500,000.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,609,047.71 27-Sep-99 1.00 1,609,047.71 1,609,047.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -129,246.15 27-Sep-99 1.00 129,246.15 129,246.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -963,385.28 27-Sep-99 1.00 963,385.28 963,385.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,016,232.94 27-Sep-99 1.00 1,016,232.94 1,016,232.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -515.76 27-Sep-99 1.00 515.76 515.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -583.29 27-Sep-99 1.00 583.29 583.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -304.80 27-Sep-99 1.00 304.80 304.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.38 27-Sep-99 1.00 0.38 0.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -455.22 27-Sep-99 1.00 455.22 455.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79.20 27-Sep-99 1.00 79.20 79.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -162.69 27-Sep-99 1.00 162.69 162.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.40 27-Sep-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -34.75 27-Sep-99 1.00 34.75 34.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -50.60 27-Sep-99 1.00 50.60 50.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79.48 27-Sep-99 1.00 79.48 79.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31.55 27-Sep-99 1.00 31.55 31.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -38,499.75 27-Sep-99 1.00 38,499.75 38,499.75 0.00
</TABLE>
Page 152 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -335,548.99 27-Sep-99 1.00 335,548.99 335,548.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -446,323.80 28-Sep-99 1.00 446,323.80 446,323.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -647,838.36 28-Sep-99 1.00 647,838.36 647,838.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -181,081.95 28-Sep-99 1.00 181,081.95 181,081.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.03 28-Sep-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -59,940.76 28-Sep-99 1.00 59,940.76 59,940.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.16 28-Sep-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 28-Sep-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.27 28-Sep-99 1.00 0.27 0.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -181,574.98 29-Sep-99 1.00 181,574.98 181,574.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -105,859.68 29-Sep-99 1.00 105,859.68 105,859.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -175,640.64 29-Sep-99 1.00 175,640.64 175,640.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -389,706.40 29-Sep-99 1.00 389,706.40 389,706.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -262,359.42 29-Sep-99 1.00 262,359.42 262,359.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.52 29-Sep-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 29-Sep-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.74 29-Sep-99 1.00 0.74 0.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.03 29-Sep-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.32 29-Sep-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -893.13 29-Sep-99 1.00 893.13 893.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 29-Sep-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.55 29-Sep-99 1.00 0.55 0.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -294,002.24 29-Sep-99 1.00 294,002.24 294,002.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.29 29-Sep-99 1.00 0.29 0.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -63,450.15 30-Sep-99 1.00 63,450.15 63,450.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -288,873.27 30-Sep-99 1.00 288,873.27 288,873.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -266,796.72 30-Sep-99 1.00 266,796.72 266,796.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -154,929.12 30-Sep-99 1.00 154,929.12 154,929.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,504,045.52 30-Sep-99 1.00 1,504,045.52 1,504,045.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 30-Sep-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.03 30-Sep-99 1.00 0.03 0.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.31 30-Sep-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.71 30-Sep-99 1.00 0.71 0.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -403,072.67 30-Sep-99 1.00 403,072.67 403,072.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -472.66 30-Sep-99 1.00 472.66 472.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -107,444.49 1-Oct-99 1.00 107,444.49 107,444.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -756,946.85 1-Oct-99 1.00 756,946.85 756,946.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -258,077.91 1-Oct-99 1.00 258,077.91 258,077.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -47,148.65 1-Oct-99 1.00 47,148.65 47,148.65 0.00
</TABLE>
Page 153 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -408,053.69 1-Oct-99 1.00 408,053.69 408,053.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,494,018.56 1-Oct-99 1.00 2,494,018.56 2,494,018.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.67 1-Oct-99 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.22 1-Oct-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.90 1-Oct-99 1.00 0.90 0.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 1-Oct-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 1-Oct-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -797,111.46 1-Oct-99 1.00 797,111.46 797,111.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -322,641.59 1-Oct-99 1.00 322,641.59 322,641.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.02 1-Oct-99 1.00 0.02 0.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -342,918.08 4-Oct-99 1.00 342,918.08 342,918.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -344,722.24 4-Oct-99 1.00 344,722.24 344,722.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -168,139.11 4-Oct-99 1.00 168,139.11 168,139.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -357,228.11 4-Oct-99 1.00 357,228.11 357,228.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -560,036.43 4-Oct-99 1.00 560,036.43 560,036.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -325,049.26 4-Oct-99 1.00 325,049.26 325,049.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -467.45 4-Oct-99 1.00 467.45 467.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -586.01 4-Oct-99 1.00 586.01 586.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -305.27 4-Oct-99 1.00 305.27 305.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.48 4-Oct-99 1.00 0.48 0.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -453.21 4-Oct-99 1.00 453.21 453.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -276.00 4-Oct-99 1.00 276.00 276.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.55 4-Oct-99 1.00 0.55 0.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79.66 4-Oct-99 1.00 79.66 79.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -163.73 4-Oct-99 1.00 163.73 163.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -45.61 4-Oct-99 1.00 45.61 45.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 4-Oct-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -80.24 4-Oct-99 1.00 80.24 80.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -531.85 4-Oct-99 1.00 531.85 531.85 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.62 4-Oct-99 1.00 0.62 0.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -109,753.49 4-Oct-99 1.00 109,753.49 109,753.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -97.72 4-Oct-99 1.00 97.72 97.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -48,179.65 4-Oct-99 1.00 48,179.65 48,179.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 4-Oct-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -71,836.33 5-Oct-99 1.00 71,836.33 71,836.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -410,449.52 5-Oct-99 1.00 410,449.52 410,449.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -370,019.74 5-Oct-99 1.00 370,019.74 370,019.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -561,949.26 5-Oct-99 1.00 561,949.26 561,949.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -176,798.02 5-Oct-99 1.00 176,798.02 176,798.02 0.00
</TABLE>
Page 154 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -830,781.18 5-Oct-99 1.00 830,781.18 830,781.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,039.56 5-Oct-99 1.00 2,039.56 2,039.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.30 5-Oct-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 5-Oct-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -499.41 5-Oct-99 1.00 499.41 499.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -100,645.20 5-Oct-99 1.00 100,645.20 100,645.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 5-Oct-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -39,327.13 6-Oct-99 1.00 39,327.13 39,327.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -38,491.92 6-Oct-99 1.00 38,491.92 38,491.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,586,105.34 6-Oct-99 1.00 1,586,105.34 1,586,105.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -11.09 6-Oct-99 1.00 11.09 11.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 6-Oct-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.15 6-Oct-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.25 6-Oct-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 6-Oct-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 6-Oct-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.64 6-Oct-99 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.54 6-Oct-99 1.00 0.54 0.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -20,923.55 6-Oct-99 1.00 20,923.55 20,923.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.23 6-Oct-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -93,975.83 7-Oct-99 1.00 93,975.83 93,975.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -304,253.56 7-Oct-99 1.00 304,253.56 304,253.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -117,486.58 7-Oct-99 1.00 117,486.58 117,486.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -269,004.31 7-Oct-99 1.00 269,004.31 269,004.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,568.93 7-Oct-99 1.00 2,568.93 2,568.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.45 7-Oct-99 1.00 0.45 0.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,159.92 7-Oct-99 1.00 3,159.92 3,159.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.59 7-Oct-99 1.00 0.59 0.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -13,135.08 7-Oct-99 1.00 13,135.08 13,135.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.47 7-Oct-99 1.00 0.47 0.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 7-Oct-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 7-Oct-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 7-Oct-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,110,448.70 8-Oct-99 1.00 5,110,448.70 5,110,448.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,291,361.91 8-Oct-99 1.00 3,291,361.91 3,291,361.91 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,057,783.34 8-Oct-99 1.00 1,057,783.34 1,057,783.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -559,858.38 8-Oct-99 1.00 559,858.38 559,858.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -292,513.75 8-Oct-99 1.00 292,513.75 292,513.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.46 8-Oct-99 1.00 0.46 0.46 0.00
</TABLE>
Page 155 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.23 8-Oct-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 8-Oct-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 8-Oct-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -175,571.75 8-Oct-99 1.00 175,571.75 175,571.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.40 8-Oct-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -11,307.75 12-Oct-99 1.00 11,307.75 11,307.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,039,165.66 12-Oct-99 1.00 2,039,165.66 2,039,165.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -242,877.20 12-Oct-99 1.00 242,877.20 242,877.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -419,479.84 12-Oct-99 1.00 419,479.84 419,479.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -123,592.55 12-Oct-99 1.00 123,592.55 123,592.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -600.45 12-Oct-99 1.00 600.45 600.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -305.00 12-Oct-99 1.00 305.00 305.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -450.48 12-Oct-99 1.00 450.48 450.48 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -278.39 12-Oct-99 1.00 278.39 278.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.52 12-Oct-99 1.00 0.52 0.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.69 12-Oct-99 1.00 78.69 78.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -161.24 12-Oct-99 1.00 161.24 161.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -37.67 12-Oct-99 1.00 37.67 37.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.57 12-Oct-99 1.00 78.57 78.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -39.35 12-Oct-99 1.00 39.35 39.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -95.41 12-Oct-99 1.00 95.41 95.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 12-Oct-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -467,352.77 13-Oct-99 1.00 467,352.77 467,352.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -46,813.36 13-Oct-99 1.00 46,813.36 46,813.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,227,481.71 13-Oct-99 1.00 1,227,481.71 1,227,481.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -978,294.31 13-Oct-99 1.00 978,294.31 978,294.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,973.21 13-Oct-99 1.00 1,973.21 1,973.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -244,443.05 13-Oct-99 1.00 244,443.05 244,443.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,842,764.28 13-Oct-99 1.00 2,842,764.28 2,842,764.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -151,270.36 13-Oct-99 1.00 151,270.36 151,270.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.53 13-Oct-99 1.00 0.53 0.53 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.64 13-Oct-99 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.23 13-Oct-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 13-Oct-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.15 13-Oct-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 13-Oct-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1.95 13-Oct-99 1.00 1.95 1.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -560,850.81 13-Oct-99 1.00 560,850.81 560,850.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -714,593.66 14-Oct-99 1.00 714,593.66 714,593.66 0.00
</TABLE>
Page 156 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -57,653.14 14-Oct-99 1.00 57,653.14 57,653.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -631,127.80 14-Oct-99 1.00 631,127.80 631,127.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,462,657.18 14-Oct-99 1.00 1,462,657.18 1,462,657.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,610,590.54 14-Oct-99 1.00 1,610,590.54 1,610,590.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -222,920.65 14-Oct-99 1.00 222,920.65 222,920.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,665,397.69 14-Oct-99 1.00 2,665,397.69 2,665,397.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -80,063.47 14-Oct-99 1.00 80,063.47 80,063.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.26 14-Oct-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 14-Oct-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 14-Oct-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.40 14-Oct-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -60,257.27 15-Oct-99 1.00 60,257.27 60,257.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -99,637.95 15-Oct-99 1.00 99,637.95 99,637.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -16,457.04 15-Oct-99 1.00 16,457.04 16,457.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -130,597.56 15-Oct-99 1.00 130,597.56 130,597.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -188,434.46 15-Oct-99 1.00 188,434.46 188,434.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -584,140.50 15-Oct-99 1.00 584,140.50 584,140.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -900,952.87 15-Oct-99 1.00 900,952.87 900,952.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.54 15-Oct-99 1.00 0.54 0.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.26 15-Oct-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 15-Oct-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,521.03 15-Oct-99 1.00 1,521.03 1,521.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -84,537.50 15-Oct-99 1.00 84,537.50 84,537.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -37,923.89 15-Oct-99 1.00 37,923.89 37,923.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.41 15-Oct-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -355,947.58 18-Oct-99 1.00 355,947.58 355,947.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -784,047.06 18-Oct-99 1.00 784,047.06 784,047.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -627,768.37 18-Oct-99 1.00 627,768.37 627,768.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -304,475.96 18-Oct-99 1.00 304,475.96 304,475.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -106,875.00 18-Oct-99 1.00 106,875.00 106,875.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -61,185.22 18-Oct-99 1.00 61,185.22 61,185.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -436.81 18-Oct-99 1.00 436.81 436.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -339.03 18-Oct-99 1.00 339.03 339.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -305.03 18-Oct-99 1.00 305.03 305.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 18-Oct-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -388.46 18-Oct-99 1.00 388.46 388.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -198.71 18-Oct-99 1.00 198.71 198.71 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.32 18-Oct-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1.10 18-Oct-99 1.00 1.10 1.10 0.00
</TABLE>
Page 157 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -106.87 18-Oct-99 1.00 106.87 106.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.63 18-Oct-99 1.00 0.63 0.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 18-Oct-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.08 18-Oct-99 1.00 78.08 78.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31.06 18-Oct-99 1.00 31.06 31.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -508,918.94 18-Oct-99 1.00 508,918.94 508,918.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -76,270.68 18-Oct-99 1.00 76,270.68 76,270.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -46,309.55 19-Oct-99 1.00 46,309.55 46,309.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -754,090.93 19-Oct-99 1.00 754,090.93 754,090.93 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -10,832.11 19-Oct-99 1.00 10,832.11 10,832.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,048,338.65 19-Oct-99 1.00 2,048,338.65 2,048,338.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -272,011.54 19-Oct-99 1.00 272,011.54 272,011.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -110,661.97 19-Oct-99 1.00 110,661.97 110,661.97 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -792,337.36 19-Oct-99 1.00 792,337.36 792,337.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -602,144.03 19-Oct-99 1.00 602,144.03 602,144.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -115,346.34 19-Oct-99 1.00 115,346.34 115,346.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 19-Oct-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -627,449.32 19-Oct-99 1.00 627,449.32 627,449.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.16 19-Oct-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 19-Oct-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 19-Oct-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -246,983.90 19-Oct-99 1.00 246,983.90 246,983.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -470,479.90 20-Oct-99 1.00 470,479.90 470,479.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -94,867.64 20-Oct-99 1.00 94,867.64 94,867.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -103,437.83 20-Oct-99 1.00 103,437.83 103,437.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -498,468.37 20-Oct-99 1.00 498,468.37 498,468.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,801,867.38 20-Oct-99 1.00 1,801,867.38 1,801,867.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.56 20-Oct-99 1.00 0.56 0.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.23 20-Oct-99 1.00 0.23 0.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 20-Oct-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 20-Oct-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.12 20-Oct-99 1.00 0.12 0.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -129.65 20-Oct-99 1.00 129.65 129.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -340,901.74 20-Oct-99 1.00 340,901.74 340,901.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.65 20-Oct-99 1.00 0.65 0.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -138,022.58 21-Oct-99 1.00 138,022.58 138,022.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -477,708.72 21-Oct-99 1.00 477,708.72 477,708.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -619,632.28 21-Oct-99 1.00 619,632.28 619,632.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -222,442.50 21-Oct-99 1.00 222,442.50 222,442.50 0.00
</TABLE>
Page 158 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -44,985.20 21-Oct-99 1.00 44,985.20 44,985.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -255,512.92 21-Oct-99 1.00 255,512.92 255,512.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,739,901.31 21-Oct-99 1.00 1,739,901.31 1,739,901.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 21-Oct-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.11 21-Oct-99 1.00 0.11 0.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.25 21-Oct-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 21-Oct-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 21-Oct-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,739.40 21-Oct-99 1.00 5,739.40 5,739.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -125,433.33 22-Oct-99 1.00 125,433.33 125,433.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -355,253.84 22-Oct-99 1.00 355,253.84 355,253.84 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -361,400.07 22-Oct-99 1.00 361,400.07 361,400.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -165,723.52 22-Oct-99 1.00 165,723.52 165,723.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,876,222.10 22-Oct-99 1.00 4,876,222.10 4,876,222.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -864,136.94 22-Oct-99 1.00 864,136.94 864,136.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8,406.78 22-Oct-99 1.00 8,406.78 8,406.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 22-Oct-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.16 22-Oct-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 22-Oct-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,724.75 22-Oct-99 1.00 2,724.75 2,724.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -63,750.00 25-Oct-99 1.00 63,750.00 63,750.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -119,438.75 25-Oct-99 1.00 119,438.75 119,438.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -497,811.87 25-Oct-99 1.00 497,811.87 497,811.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -978,896.67 25-Oct-99 1.00 978,896.67 978,896.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -77,047.16 25-Oct-99 1.00 77,047.16 77,047.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,255,147.31 25-Oct-99 1.00 3,255,147.31 3,255,147.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -456.45 25-Oct-99 1.00 456.45 456.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -615.28 25-Oct-99 1.00 615.28 615.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -306.36 25-Oct-99 1.00 306.36 306.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -529.33 25-Oct-99 1.00 529.33 529.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -454.51 25-Oct-99 1.00 454.51 454.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -263.87 25-Oct-99 1.00 263.87 263.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.22 25-Oct-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -105.57 25-Oct-99 1.00 105.57 105.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.13 25-Oct-99 1.00 78.13 78.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -158.68 25-Oct-99 1.00 158.68 158.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.34 25-Oct-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -37.15 25-Oct-99 1.00 37.15 37.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -77.40 25-Oct-99 1.00 77.40 77.40 0.00
</TABLE>
Page 159 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -30.78 25-Oct-99 1.00 30.78 30.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -199,708.40 25-Oct-99 1.00 199,708.40 199,708.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -216,315.00 25-Oct-99 1.00 216,315.00 216,315.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 25-Oct-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79,023.63 26-Oct-99 1.00 79,023.63 79,023.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -202,676.68 26-Oct-99 1.00 202,676.68 202,676.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -180,753.25 26-Oct-99 1.00 180,753.25 180,753.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,970,931.58 26-Oct-99 1.00 1,970,931.58 1,970,931.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -125,067.98 26-Oct-99 1.00 125,067.98 125,067.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -196,979.78 26-Oct-99 1.00 196,979.78 196,979.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -88,236.62 26-Oct-99 1.00 88,236.62 88,236.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -124,144.02 26-Oct-99 1.00 124,144.02 124,144.02 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 26-Oct-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 26-Oct-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 26-Oct-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -14,535.74 26-Oct-99 1.00 14,535.74 14,535.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -140,237.75 26-Oct-99 1.00 140,237.75 140,237.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -190,238.90 26-Oct-99 1.00 190,238.90 190,238.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -60,254.52 27-Oct-99 1.00 60,254.52 60,254.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,367,113.07 27-Oct-99 1.00 1,367,113.07 1,367,113.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -49,632.20 27-Oct-99 1.00 49,632.20 49,632.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -6,374.20 27-Oct-99 1.00 6,374.20 6,374.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -450,348.66 27-Oct-99 1.00 450,348.66 450,348.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,191.20 27-Oct-99 1.00 4,191.20 4,191.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -372,044.60 27-Oct-99 1.00 372,044.60 372,044.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 27-Oct-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 27-Oct-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 27-Oct-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -49,309.41 27-Oct-99 1.00 49,309.41 49,309.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -43,046.88 27-Oct-99 1.00 43,046.88 43,046.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -355,704.50 28-Oct-99 1.00 355,704.50 355,704.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -51,003.75 28-Oct-99 1.00 51,003.75 51,003.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,617.92 28-Oct-99 1.00 5,617.92 5,617.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.31 28-Oct-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 28-Oct-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -59,131.50 28-Oct-99 1.00 59,131.50 59,131.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,239.07 28-Oct-99 1.00 1,239.07 1,239.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -113,798.58 28-Oct-99 1.00 113,798.58 113,798.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.92 28-Oct-99 1.00 0.92 0.92 0.00
</TABLE>
Page 160 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -118,566.68 29-Oct-99 1.00 118,566.68 118,566.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -208,125.58 29-Oct-99 1.00 208,125.58 208,125.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -456,855.33 29-Oct-99 1.00 456,855.33 456,855.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -98.23 29-Oct-99 1.00 98.23 98.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 29-Oct-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 29-Oct-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 29-Oct-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,906,009.73 29-Oct-99 1.00 1,906,009.73 1,906,009.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -740,225.94 1-Nov-99 1.00 740,225.94 740,225.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -740,719.74 1-Nov-99 1.00 740,719.74 740,719.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -198,146.38 1-Nov-99 1.00 198,146.38 198,146.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,690,120.81 1-Nov-99 1.00 3,690,120.81 3,690,120.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -205.08 1-Nov-99 1.00 205.08 205.08 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -128.46 1-Nov-99 1.00 128.46 128.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 1-Nov-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -55,370.60 1-Nov-99 1.00 55,370.60 55,370.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -136,594.54 1-Nov-99 1.00 136,594.54 136,594.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -446,995.86 2-Nov-99 1.00 446,995.86 446,995.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,679,645.79 2-Nov-99 1.00 1,679,645.79 1,679,645.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -505,604.27 2-Nov-99 1.00 505,604.27 505,604.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,531,343.11 2-Nov-99 1.00 1,531,343.11 1,531,343.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 2-Nov-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 2-Nov-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -318,383.00 2-Nov-99 1.00 318,383.00 318,383.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -116,168.45 3-Nov-99 1.00 116,168.45 116,168.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -226,179.57 3-Nov-99 1.00 226,179.57 226,179.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -400,945.25 3-Nov-99 1.00 400,945.25 400,945.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -183,321.36 3-Nov-99 1.00 183,321.36 183,321.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 3-Nov-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 3-Nov-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.60 3-Nov-99 1.00 0.60 0.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -297,159.39 4-Nov-99 1.00 297,159.39 297,159.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -7,874,284.54 4-Nov-99 1.00 7,874,284.54 7,874,284.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -359,361.79 4-Nov-99 1.00 359,361.79 359,361.79 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -43,427.09 4-Nov-99 1.00 43,427.09 43,427.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -25,680.00 4-Nov-99 1.00 25,680.00 25,680.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.16 4-Nov-99 1.00 0.16 0.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -71.41 4-Nov-99 1.00 71.41 71.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -134,617.50 4-Nov-99 1.00 134,617.50 134,617.50 0.00
</TABLE>
Page 161 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -246,179.12 5-Nov-99 1.00 246,179.12 246,179.12 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -695,013.14 5-Nov-99 1.00 695,013.14 695,013.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -516,001.19 5-Nov-99 1.00 516,001.19 516,001.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -69,248.80 5-Nov-99 1.00 69,248.80 69,248.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 5-Nov-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.14 5-Nov-99 1.00 0.14 0.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 5-Nov-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.15 5-Nov-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -40,044.01 8-Nov-99 1.00 40,044.01 40,044.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -18,918,665.25 8-Nov-99 1.00 18,918,665.25 18,918,665.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -603,689.82 8-Nov-99 1.00 603,689.82 603,689.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -136,324.86 8-Nov-99 1.00 136,324.86 136,324.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -599,645.35 8-Nov-99 1.00 599,645.35 599,645.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -213,911.57 8-Nov-99 1.00 213,911.57 213,911.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,107,991.76 8-Nov-99 1.00 1,107,991.76 1,107,991.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -370.39 8-Nov-99 1.00 370.39 370.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -616.35 8-Nov-99 1.00 616.35 616.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -457.66 8-Nov-99 1.00 457.66 457.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -266.20 8-Nov-99 1.00 266.20 266.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -373.70 8-Nov-99 1.00 373.70 373.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -80.59 8-Nov-99 1.00 80.59 80.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79.35 8-Nov-99 1.00 79.35 79.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -161.51 8-Nov-99 1.00 161.51 161.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -111.19 8-Nov-99 1.00 111.19 111.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,407.23 8-Nov-99 1.00 1,407.23 1,407.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 8-Nov-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -38.21 8-Nov-99 1.00 38.21 38.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79.86 8-Nov-99 1.00 79.86 79.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31.74 8-Nov-99 1.00 31.74 31.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -35.78 8-Nov-99 1.00 35.78 35.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.15 8-Nov-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,612.07 9-Nov-99 1.00 4,612.07 4,612.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -497,000.29 9-Nov-99 1.00 497,000.29 497,000.29 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -51,775.04 9-Nov-99 1.00 51,775.04 51,775.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -65,175.06 9-Nov-99 1.00 65,175.06 65,175.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 9-Nov-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 9-Nov-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.22 9-Nov-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -76.55 9-Nov-99 1.00 76.55 76.55 0.00
</TABLE>
Page 162 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.17 9-Nov-99 1.00 0.17 0.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -159,509.55 9-Nov-99 1.00 159,509.55 159,509.55 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.51 9-Nov-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -634,297.61 10-Nov-99 1.00 634,297.61 634,297.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -303,819.75 10-Nov-99 1.00 303,819.75 303,819.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -162,691.61 10-Nov-99 1.00 162,691.61 162,691.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.67 10-Nov-99 1.00 0.67 0.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.33 10-Nov-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8,621.65 10-Nov-99 1.00 8,621.65 8,621.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 10-Nov-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -82,744.50 10-Nov-99 1.00 82,744.50 82,744.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -162,746.83 11-Nov-99 1.00 162,746.83 162,746.83 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,373,131.60 12-Nov-99 1.00 1,373,131.60 1,373,131.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -198,110.06 12-Nov-99 1.00 198,110.06 198,110.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,125,404.46 12-Nov-99 1.00 3,125,404.46 3,125,404.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,385.45 12-Nov-99 1.00 1,385.45 1,385.45 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -7,540.16 12-Nov-99 1.00 7,540.16 7,540.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -18,615.95 12-Nov-99 1.00 18,615.95 18,615.95 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.31 12-Nov-99 1.00 0.31 0.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.36 12-Nov-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.89 12-Nov-99 1.00 0.89 0.89 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -148,534.78 15-Nov-99 1.00 148,534.78 148,534.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -181,682.58 15-Nov-99 1.00 181,682.58 181,682.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -62,297.28 15-Nov-99 1.00 62,297.28 62,297.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -8,189.22 15-Nov-99 1.00 8,189.22 8,189.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -30,742.98 15-Nov-99 1.00 30,742.98 30,742.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,026,119.17 15-Nov-99 1.00 1,026,119.17 1,026,119.17 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -161,590.67 15-Nov-99 1.00 161,590.67 161,590.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -670,996.49 15-Nov-99 1.00 670,996.49 670,996.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,248,809.10 15-Nov-99 1.00 4,248,809.10 4,248,809.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -533.72 15-Nov-99 1.00 533.72 533.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -463.70 15-Nov-99 1.00 463.70 463.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.22 15-Nov-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.32 15-Nov-99 1.00 0.32 0.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79.98 15-Nov-99 1.00 79.98 79.98 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -162.82 15-Nov-99 1.00 162.82 162.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -112.24 15-Nov-99 1.00 112.24 112.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.01 15-Nov-99 1.00 0.01 0.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.50 15-Nov-99 1.00 0.50 0.50 0.00
</TABLE>
Page 163 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -38.67 15-Nov-99 1.00 38.67 38.67 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -81.01 15-Nov-99 1.00 81.01 81.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -32.21 15-Nov-99 1.00 32.21 32.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.18 15-Nov-99 1.00 0.18 0.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -36.38 15-Nov-99 1.00 36.38 36.38 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -416,117.92 15-Nov-99 1.00 416,117.92 416,117.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -74.47 15-Nov-99 1.00 74.47 74.47 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,439,953.75 16-Nov-99 1.00 1,439,953.75 1,439,953.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -605,509.11 16-Nov-99 1.00 605,509.11 605,509.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -178,764.33 16-Nov-99 1.00 178,764.33 178,764.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,468,592.25 16-Nov-99 1.00 1,468,592.25 1,468,592.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -638.90 16-Nov-99 1.00 638.90 638.90 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,922.72 16-Nov-99 1.00 4,922.72 4,922.72 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 16-Nov-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.22 16-Nov-99 1.00 0.22 0.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.10 16-Nov-99 1.00 0.10 0.10 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -160,041.39 17-Nov-99 1.00 160,041.39 160,041.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,762,756.58 17-Nov-99 1.00 3,762,756.58 3,762,756.58 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -436,360.66 17-Nov-99 1.00 436,360.66 436,360.66 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,192,591.87 17-Nov-99 1.00 3,192,591.87 3,192,591.87 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -254,635.37 17-Nov-99 1.00 254,635.37 254,635.37 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -645,065.30 17-Nov-99 1.00 645,065.30 645,065.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -453,141.06 17-Nov-99 1.00 453,141.06 453,141.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -132,814.57 17-Nov-99 1.00 132,814.57 132,814.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.33 17-Nov-99 1.00 0.33 0.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 17-Nov-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 17-Nov-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 17-Nov-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.15 17-Nov-99 1.00 0.15 0.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.64 17-Nov-99 1.00 0.64 0.64 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -322,009.00 17-Nov-99 1.00 322,009.00 322,009.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -219,411.94 17-Nov-99 1.00 219,411.94 219,411.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.35 17-Nov-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -298,967.63 18-Nov-99 1.00 298,967.63 298,967.63 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -323,697.68 18-Nov-99 1.00 323,697.68 323,697.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -63,927.06 18-Nov-99 1.00 63,927.06 63,927.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -499,464.03 18-Nov-99 1.00 499,464.03 499,464.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.35 18-Nov-99 1.00 0.35 0.35 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 18-Nov-99 1.00 0.21 0.21 0.00
</TABLE>
Page 164 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.06 18-Nov-99 1.00 0.06 0.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.40 18-Nov-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 18-Nov-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -14,817.43 18-Nov-99 1.00 14,817.43 14,817.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -76,251.06 19-Nov-99 1.00 76,251.06 76,251.06 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -555,691.75 19-Nov-99 1.00 555,691.75 555,691.75 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -589,176.04 19-Nov-99 1.00 589,176.04 589,176.04 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -214,561.03 19-Nov-99 1.00 214,561.03 214,561.03 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -360,784.39 19-Nov-99 1.00 360,784.39 360,784.39 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,417,132.56 19-Nov-99 1.00 2,417,132.56 2,417,132.56 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -340,595.92 19-Nov-99 1.00 340,595.92 340,595.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.05 19-Nov-99 1.00 0.05 0.05 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,946.33 19-Nov-99 1.00 4,946.33 4,946.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.19 19-Nov-99 1.00 0.19 0.19 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.25 19-Nov-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -20,665.26 19-Nov-99 1.00 20,665.26 20,665.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -37,218.88 19-Nov-99 1.00 37,218.88 37,218.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -780.76 19-Nov-99 1.00 780.76 780.76 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.43 19-Nov-99 1.00 0.43 0.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -22,034.00 22-Nov-99 1.00 22,034.00 22,034.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -285,732.81 22-Nov-99 1.00 285,732.81 285,732.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -522,953.27 22-Nov-99 1.00 522,953.27 522,953.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -558,724.88 22-Nov-99 1.00 558,724.88 558,724.88 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -195,075.62 22-Nov-99 1.00 195,075.62 195,075.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -108,605.59 22-Nov-99 1.00 108,605.59 108,605.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -853,017.24 22-Nov-99 1.00 853,017.24 853,017.24 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -7,990,596.23 22-Nov-99 1.00 7,990,596.23 7,990,596.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -227,722.15 22-Nov-99 1.00 227,722.15 227,722.15 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -314.77 22-Nov-99 1.00 314.77 314.77 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -533.82 22-Nov-99 1.00 533.82 533.82 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.41 22-Nov-99 1.00 0.41 0.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.78 22-Nov-99 1.00 0.78 0.78 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.46 22-Nov-99 1.00 0.46 0.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -79.80 22-Nov-99 1.00 79.80 79.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -318.70 22-Nov-99 1.00 318.70 318.70 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -110.54 22-Nov-99 1.00 110.54 110.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -189.11 22-Nov-99 1.00 189.11 189.11 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -38.86 22-Nov-99 1.00 38.86 38.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -81.46 22-Nov-99 1.00 81.46 81.46 0.00
</TABLE>
Page 165 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -32.41 22-Nov-99 1.00 32.41 32.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -249,983.13 22-Nov-99 1.00 249,983.13 249,983.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -36.59 22-Nov-99 1.00 36.59 36.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -100,498.13 22-Nov-99 1.00 100,498.13 100,498.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -73.23 22-Nov-99 1.00 73.23 73.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -40,547.28 22-Nov-99 1.00 40,547.28 40,547.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -4,315.50 23-Nov-99 1.00 4,315.50 4,315.50 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -165,121.65 23-Nov-99 1.00 165,121.65 165,121.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31,699.51 23-Nov-99 1.00 31,699.51 31,699.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -321,643.42 23-Nov-99 1.00 321,643.42 321,643.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,097,913.73 23-Nov-99 1.00 1,097,913.73 1,097,913.73 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -135,858.57 23-Nov-99 1.00 135,858.57 135,858.57 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.42 23-Nov-99 1.00 0.42 0.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 23-Nov-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.49 23-Nov-99 1.00 0.49 0.49 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 23-Nov-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.28 23-Nov-99 1.00 0.28 0.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -226,160.52 23-Nov-99 1.00 226,160.52 226,160.52 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -310,603.41 23-Nov-99 1.00 310,603.41 310,603.41 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -319,056.94 24-Nov-99 1.00 319,056.94 319,056.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -257,098.07 24-Nov-99 1.00 257,098.07 257,098.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,049,904.07 24-Nov-99 1.00 2,049,904.07 2,049,904.07 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,867,716.30 24-Nov-99 1.00 1,867,716.30 1,867,716.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -262,328.96 24-Nov-99 1.00 262,328.96 262,328.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -975,039.43 24-Nov-99 1.00 975,039.43 975,039.43 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -302,838.36 24-Nov-99 1.00 302,838.36 302,838.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.26 24-Nov-99 1.00 0.26 0.26 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.13 24-Nov-99 1.00 0.13 0.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -34,299.00 24-Nov-99 1.00 34,299.00 34,299.00 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 24-Nov-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.30 24-Nov-99 1.00 0.30 0.30 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -441,829.54 24-Nov-99 1.00 441,829.54 441,829.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -105,918.96 24-Nov-99 1.00 105,918.96 105,918.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.54 24-Nov-99 1.00 0.54 0.54 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -52,940.32 26-Nov-99 1.00 52,940.32 52,940.32 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -178,655.99 26-Nov-99 1.00 178,655.99 178,655.99 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -309,255.86 26-Nov-99 1.00 309,255.86 309,255.86 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -562,168.65 26-Nov-99 1.00 562,168.65 562,168.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -453,052.30 26-Nov-99 1.00 453,052.30 453,052.30 0.00
</TABLE>
Page 166 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.25 26-Nov-99 1.00 0.25 0.25 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,889.31 26-Nov-99 1.00 1,889.31 1,889.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.61 26-Nov-99 1.00 0.61 0.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -2,788.62 26-Nov-99 1.00 2,788.62 2,788.62 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -466,122.65 26-Nov-99 1.00 466,122.65 466,122.65 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -135,860.96 29-Nov-99 1.00 135,860.96 135,860.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,176,135.27 29-Nov-99 1.00 1,176,135.27 1,176,135.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -672,120.60 29-Nov-99 1.00 672,120.60 672,120.60 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -538,270.28 29-Nov-99 1.00 538,270.28 538,270.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -58,813.31 29-Nov-99 1.00 58,813.31 58,813.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -350,152.81 29-Nov-99 1.00 350,152.81 350,152.81 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -606,985.61 29-Nov-99 1.00 606,985.61 606,985.61 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -491,984.33 29-Nov-99 1.00 491,984.33 491,984.33 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -49,862.31 29-Nov-99 1.00 49,862.31 49,862.31 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -601.68 29-Nov-99 1.00 601.68 601.68 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -320.40 29-Nov-99 1.00 320.40 320.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -533.13 29-Nov-99 1.00 533.13 533.13 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.34 29-Nov-99 1.00 0.34 0.34 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.09 29-Nov-99 1.00 0.09 0.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -78.92 29-Nov-99 1.00 78.92 78.92 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -109.01 29-Nov-99 1.00 109.01 109.01 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -163.80 29-Nov-99 1.00 163.80 163.80 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 29-Nov-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -38.42 29-Nov-99 1.00 38.42 38.42 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.40 29-Nov-99 1.00 0.40 0.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -80.22 29-Nov-99 1.00 80.22 80.22 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -31.40 29-Nov-99 1.00 31.40 31.40 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -579.46 29-Nov-99 1.00 579.46 579.46 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -35.96 29-Nov-99 1.00 35.96 35.96 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -203,154.59 29-Nov-99 1.00 203,154.59 203,154.59 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -40.27 29-Nov-99 1.00 40.27 40.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -19,586.69 29-Nov-99 1.00 19,586.69 19,586.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.69 29-Nov-99 1.00 0.69 0.69 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -208,670.94 30-Nov-99 1.00 208,670.94 208,670.94 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -129,153.27 30-Nov-99 1.00 129,153.27 129,153.27 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -3,437,205.09 30-Nov-99 1.00 3,437,205.09 3,437,205.09 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -672,703.28 30-Nov-99 1.00 672,703.28 672,703.28 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -1,435,968.74 30-Nov-99 1.00 1,435,968.74 1,435,968.74 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -295,145.29 30-Nov-99 1.00 295,145.29 295,145.29 0.00
</TABLE>
Page 167 of 168
<PAGE>
<TABLE>
<CAPTION>
Current Value
on
Security Shares/Par Purchase Sale Transaction Net
Security Description / Asset ID ID Value Date Price Price Cost Date Gain/Loss
====================================================================================================================================
Value of Interest in Common/Collective Trusts
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -243,759.18 30-Nov-99 1.00 243,759.18 243,759.18 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -378,526.23 30-Nov-99 1.00 378,526.23 378,526.23 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -649,733.14 30-Nov-99 1.00 649,733.14 649,733.14 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.20 30-Nov-99 1.00 0.20 0.20 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.51 30-Nov-99 1.00 0.51 0.51 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.36 30-Nov-99 1.00 0.36 0.36 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -0.21 30-Nov-99 1.00 0.21 0.21 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -353,597.16 30-Nov-99 1.00 353,597.16 353,597.16 0.00
COLTV SHORT TERM INVT FD CUSIP: 195998B16 -5,008.17 30-Nov-99 1.00 5,008.17 5,008.17 0.00
---------------------------------------------------------------------------------------------------------------------------
number of sales = 3402 1,284,177,646.15 1,284,177,646.15 0.00
=================================================================================== =================================
Total COLTV SHORT TERM INVT FD CUSIP: 195998B16 2,558,983,113.87 2,558,983,113.87 0.00
=========================================================================== =================================
</TABLE>
Page 168 of 168
<TABLE>
<CAPTION>
SCHEDULE OF ACQUISITION AND DISPOSITIONS
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C482620101 # REORG K N ENERGY INC COMN/C KINDER MORGAN SEE# 2453314 Free Delivery -0.002 0
Free Receipt 5850 0
Purchase 55707.521 -817359.17
Sale -73257.519 1450275.76
C156684102 ##CENTURY TECHNOLOGIES INC COLO COM STK DO NOT USE SEE SEC
2117890 Free Delivery -780 0
C452835101 ##IMPERIAL HOLLY CORP COM N/C IMPERIAL SUGAR CO EFF
2-2-99 SEE 2415116 Free Delivery -307 0
C61745C105 ##MFC MORGAN ST INDIA INVT FD INC DO NOTUSE SEE SEC 2589373 Sale -2000 17134.08
C353825102 ##MFO FRKLN TR RISING DIVIDEND FUND CL I DO NOT USE SEE
2696646 Free Receipt 163.121 0
Purchase 11.737 -262.47
C863348108 ##MFO STRONG INTL STK FD OPEN END FD DO NOT USE SEE SEC
#2848295 Purchase 875163.45 -9097511.94
Sale -857228.22 8797532.08
C654884204 ##NOBEL ED DYNAM N/C NOBEL LEARNING COMM11-19-98 DO NOT
USE SEE #2654759 Free Delivery -200 0
C709903108 ##PENNZOIL CO COM DO NOT USE SEE SEC 2703332 Free Delivery -2275 0
Sale 0 0 0
C879176105 ##TEL-SAVE HLDGS INC COM N/C TEL SAVE COM INC EFF
11-16-98 SEE 2856308 Free Delivery -12700 0
Purchase -15430 0
Sale -800 0
C959897DN6 ##WESTERNBANK P R CTF DEP DTD 12/16/19985.1 12-16-99 BEO
DO NOT USE SEE 4924341 Free Delivery -50000 0
Purchase 50000 -50000
C805174109 #ADR SAVILLE SYS PLC ADR EXCH ADC TELECOM SEE
#2000049 Free Delivery -62 0
Purchase 3362 -55017.23
Sale -3300 52399.3
C23332K106 #DSP COMMUNICAITIONS INC COM CASH MERGER@ $36/SHR EFF
11-19-99 Purchase 1025 -26978.65
Sale -1025 30289.08
</TABLE>
Page 1 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C542446109 #LONG BEACH FINL CORP COM EXCH WASH DEFAULT 10-1-99
SEE#2901113 Sale -400 5848.62
C62820W107 #MUSTANG SOFTWARE INC COM STK N/C MUSTANG INC COM
EFF N/A Purchase 1000 -2532.95
Sale -1000 2969.95
C74058F102 #PREMIERE TECH INC COM N/C TO PTEK HLDGSINC #2-693926 EFF
2-24-00 Purchase 17400 -139843.11
Sale -17900 151325.63
C817916109 #REORG 7TH LEVEL INC COM N/C LEARN2 INC COM EFF 7-20-99
2470802 Free Delivery -2100 0
Purchase 7000 -45362.98
Sale -7150 39579.94
C002538106 #REORG AASCHE TRANS SVCS INC COM N/C ASCHE TRANS SVCS
EFF 5-20-99 2028347 Free Delivery -200 0
Sale -400 1597.69
C002539104 #REORG AAVID THERMAL TECHS INC COM CASH MERGER @
$25.50/SHR EFF 02-01-2000 Purchase 700 -9523.7
Sale -700 10089.76
C003743101 #REORG ABOVENET COMM INC EXCH METROMEDIAFIBER NETWORK INC
STKMGR SEE#2561563 Free Delivery -100 0
Purchase 2600 -66998.77
Sale -2500 68275.67
C00077R108 #REORG ABR INFORMATION SVCS INC COM EXCH@CASH 25.50 CASH
MERGER EFF 7-22-99 Purchase 10400 -186380.3
Sale -47200 1162957.61
C005123104 #REORG ACX TECH INC COM N/C TO GRAPHIC PACKAGING INTL
CORP #2-356995 5-12-00 Purchase 2100 -25877.25
Sale -2100 18298.78
C054536107 #REORG ADR AXA SA N/C ADR AXA EFF 7-26-99 2042791 Sale -107 7496.1
C059574202 #REORG ADR BANCO DE SANTANDER N/C BANCO SANTANDER CENT
HISPANO SA 2043800 Free Delivery -3427 0
Purchase 100 -1886.2
Sale -58 1079.26
C110889409 #REORG ADR BRIT PETRO PLC N/C ADR BP AMOCO PLC EFF
12-31-98 SEE 2043009 Free Delivery -100 0
</TABLE>
Page 2 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S2191601 #REORG ADR CHILECTRA S A SPONSORED 144A EXCH @.002400 RTS
REDEMPTION 4-21-99 Sale -1137 19588.95
C262026503 #REORG ADR DRIEFONTEIN CONS LTD EXCH GOLD FIELDS LTD
NEW @1 CORP ACT 2351664 Free Delivery -3000 0
C482516101 #REORG ADR KLM ROYAL DUTCH AIRLS COM N YREG REV SPLIT SEE
2435956 Free Delivery -70540 0
Free Receipt 1882.21 0
Purchase 17200 -472318.27
Sale -3000.21 74102.95
S2537885 #REORG ADR LUCASVARITY PLC EXCH 46.8806 CASH CORP ACTION
EFF 5-10-99 Sale -3000 137845.4
C718337504 #REORG ADR PHILIPS ELEC EX KONINKLIJKE PHILIP ELEC N/C
3-4-99 SEE #2456701 Free Delivery -41900 0
Purchase 18400 -1294392.64
Sale -6400 454599.68
C762426609 #REORG ADR RHONE S A SER A N/C AVENTIS EFF N/A SEE
#2042676 Purchase 250 -13250.53
Sale -655 31439.44
C904784501 #REORG ADR UNILEVER N V NY SH EXCH ADR UNILEVER NV NY SH
NEW @1.12 2-879054 Free Delivery -34200 0
Purchase 1600 -112819.36
Sale -11700 871808.15
C92857T107 #REORG ADR VODAFONE GROUP PLC N/C VODAFONE AIRTOUCH
PLC 6-30-99 2893338 Free Delivery -3889 0
Free Receipt 3689 0
Purchase 1091 -188554.76
Sale -1146 206540.87
C98934D106 #REORG ADR ZENECA GROUP PLC N/C ADR ASTRAZENCA PLC EFF
4-6-99 2817535 Free Delivery -18500 0
Purchase 18500 -835925.32
C00750X109 #REORG ADVANCED COMM SYS INC COM STKMGR W/ THE TITAN CORP
COM #2-863939 2-25-00 Purchase 500 -6842.45
Sale -500 7094.81
C00756H108 #REORG ADVANCED HLTH CORP COM N/C AHT CORP EFF 6-25-99
SEE 2000355 Free Delivery -2400 0
Purchase 2000 -9060
Sale -2000 5189.81
</TABLE>
Page 3 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C007869100 #REORG AEROQUIP VICKERS INC COM EXCH @58 CASH MERGER
EFF 4-8-99 Purchase 8000 -244240
Sale -9100 509613.18
C000950105 #REORG AFC CABLE SYS INC COM STKMGR TYCOINTL LTD 2878569 @
1:1 EFF 11-22-99 Sale -2625 84917.08
C008488108 #REORG AGOURON PHARMACEUTICALS INC EXCH WARNER LAMBERT CO
STK MGR 2896905 Sale -15400 872620.51
C00943A107 #REORG AIRONET WIRELESS COMM INC COM STKMERGER W/ CISCO
SYS INC 2-158655 3-15-00 Purchase 500 -17614.85
C00949T100 #REORG AIRTOUCH COMM INC COM EXCH ADR VODAFONE GRP
PULBIC LTD MGR 2893346 Free Delivery -7380 0
Purchase 10950 -935907.99
Sale -146680 14548969.89
C017415100 #REORG ALLEGHENY TELEDYNE INC COM STK EXCH ALLEGHANY
TECH INC COM REVSPL Purchase 200 -4525
Sale -1500 31287.93
C018548107 #REORG ALLIANCE CAP MGMT L P LTD MLP N/CALLIANCE CAP
MGMT HLDG LP #2011706 Free Delivery -2400 0
C019512102 #REORG ALLIED SIGNAL INC COM N/C HONEYWELL INTL INC
#2-388303 12-01-99 Purchase 852.941 -48690.61
Sale -20600.806 875814.46
C02145K107 #REORG ALTERNATIVE LIVING SVCS INC N/C ALTERRA HLTHCARE
CORP 5-19-99 2012832 Purchase 3200 -80385.75
Sale -23800 434315.46
C022249106 #REORG ALUM CO AMER COM N/C ALCOA INC EFF 1-4-99 SEE
2008393 Free Delivery -32100 0
Sale -8000 560000.72
C022610109 #REORG ALYDAAR SOFTWARE CORP COM N/C INFORMATION
ARCHITECTS CORP 2420738 Free Delivery -500 0
Purchase 500 -4819.97
C024456105 #REORG AMER BNKRS INS GRP COM EX @$55 CASH MERGER EFF
8-18-99 Purchase 10100 -484895.95
Sale -10100 534828.41
</TABLE>
Page 4 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C025369109 #REORG AMER DIGITAL COMM INC COM N/C TRACKPOWER INC EFF
9-20-99 SEE #2866255 Free Delivery -55000 0
Purchase 31000 -49304.9
Sale -1000 2938.65
C02553D108 #REORG AMER EAGLE OUTFITTERS INC EXCH AMER EAGLE
OUTFITTERS INC C/A 2-015670 Free Delivery -12180 0
Purchase 5500 -315125.23
Sale -2890 196600.36
C028910107 #REORG AMER ONCOLOGY RES COM N/C US ONCOLGY INC EFF
6-15-99 2878670 Free Delivery -300 0
C028911105 #REORG AMER RESDNTL SVCS INC EXCH @5.75 CASH MERGER EFF
4-29-99 Sale -300 1725
C030096101 #REORG AMER STORES CO COM EXCH ALBERTSONSINC COM
MGR 06-23-99 2006620 Free Delivery -9800 0
Purchase 200.002 -6400.08
Sale -1100.885 37037.05
C02755R103 #REORG AMERICAN MOBILE SATELLITE CORP N/C TO MOTIENT
CORP COM 2-590757 4-21-00 Purchase 6300 -98748.75
Sale -6300 99765.25
C026522102 #REORG AMERN HERITAGE LIFE INVT CORP COMEXCH THE ALLSTATE
CORP DFLT MGR #2012581 Purchase 1500 -34905
Sale -1500 35037.33
C031905102 #REORG AMOCO CORP COM EXCH ADR BP AMOCO PLC @.66166666 MGR
12-31-98 2043009 Free Delivery -47800 0
Sale 0 0 0
C031897101 #REORG AMP INC COM EXCH TYCO INTL LTD @.7507 STK MGR EFF
4-1-99 2-878569 Free Delivery -38536 0
Purchase 21400 -1107649.33
Sale -8400 464279.3
C001801109 #REORG AMX CORP COM N/C PANJA INC EFF 9-13-99 SEE
SEC#2697753 Sale -300 3232.44
C034602102 #REORG ANERGEN INC COM EXCH CORIXA CORP @.055919 MGR
2-11-99 2219495 Free Delivery -1000 0
C03831Q101 #REORG APPNET SYS INC COM STK N/C TO APPNET INC EFF
10-6-99 SEE#2023746 Free Delivery -490 0
Purchase 490 -16751.2
</TABLE>
Page 5 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C03838W101 #REORG AQUARION INC COM CASH MERGER @ $37.05/SHR EFF N/A Free Receipt 900 0
Sale -2700 91759.14
C039101100 #REORG ARCADIA FINL LTD ALLOCATE TO CASHRESID VAL TO ASSOC
1ST CAP CORP 2-609020 Purchase 10300 -61960.68
Sale -10400 38734.74
C039794102 #REORG ARDENT SOFTWARE INC COM STKMGR W/INFORMIX CORP COM
#2-420930 EFF 3-01-00 Purchase 14600 -420881.96
Sale -4700 99931.06
C042170100 #REORG ARMCO INC COM EXCH AK STEEL HLDG CORP 0.3829
STKMRGR 9-30-99 SEE#2000299 Purchase 10600 -50456
Sale -32200 211322.91
C042476101 #REORG ARMSTRONG WORLD IND INC COM N/C TO ARMSTRONG HLDGS
INC 2-027469 5-1-00 Purchase 19300 -1070097.61
Sale -22500 1172760.21
C04338Q107 #REORG ASA HLDGS INC COM EXCH @34.00 CASH MERGER EFF
5-11-99 Purchase 6600 -186134.15
Sale -20670 628588.81
C043413103 #REORG ASARCO INC COM CASH MERGER $29.75/SHR EFF
11-17-99 Purchase 123.146 -2096.89
Sale -3484.717 94681.53
C043491109 #REORG ASCEND COMMUNICATIONS INC EXCH LUCENT TECH 1.65
MGR 6-24-99 2517369 Free Delivery -43442 0
Purchase 37102 -2809764.36
Sale -12500 1141253.88
C045651205 #REORG ASSD GRP INC CL B MERGER AT&T 2000836 & AT&T LIB
MED GRP CL A 2000831 Purchase 200 -11541.15
Sale -200 10233.5
C048825103 #REORG ATLC RICHFIELD CO COM DFLT MERGERTO BP AMOCO PLC
ADS 2-043009 4-18-00 Purchase 61507.767 -4770757.46
Sale -46800 3911482.95
C057623100 #REORG BALANCE BAR CO COM CASH MERGER @ $19.40 EFF 03-02-00 Purchase 200 -1204.95
Sale -200 1295
C059165100 #REORG BALT GAS & ELEC CO N/C CONSTELLATION
ENERGY GRP INC 2200515 Free Delivery -6061.39 0
Purchase 711.39 -18648.31
Sale -400 11130.86
</TABLE>
Page 6 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C05942K105 #REORG BAMBOO.COM INC COM N/C TO INTERNET PICTURES
CORP #2-423828 EFF N/A Purchase 6100 -109881.01
Sale -5100 88316.93
C06605F102 #REORG BANKAMERICA CORP NEW COM N/C BANKOF AMERICA CORP
4-29-99 2028343 Free Delivery -100611 0
Purchase 6600 -459077.36
Sale -44829 2991064.93
C06605R106 #REORG BANKBOSTON CORP COMSTK EXCH FLEETBSTN CORP STKMGR
SEE2323735 Free Delivery -43206.523 0
Purchase 46106.523 -1850335.96
Sale -24500 1076845.01
C066365107 #REORG BANKERS TR CORP EXCH @93.00 CASH MERGER EFF 6-4-99 Purchase 4801.186 -420299.69
Sale -8604.543 784165.15
C06646L100 #REORG BANKNORTH GRP INC DEL COM STKMGR BANKNORTH GRP INC
NEW 2-055379 5-10-00 Sale -1100 32296.35
C072612609 #REORG BAY ST GAS CO EXCH NIPSCO INDS INC MAND EXCH
@1.4414 3-2-99 2597963 Sale -2100 83098.22
C084710102 #REORG BERKSHIRE RLTY INC COM EXCH @CASH12.25 CASH MERGER
EFF N/A Purchase 82.068 -889.85
Sale -1251.456 15330.34
C089159107 #REORG BIG FLOWER HLDGS INC CASH MERGER EFF N/A @ 31.50/SHR Purchase 5600 -140439.6
Sale -5600 191496.25
C09059T107 #REORG BIOJECT MED TECHNOLOGIES INC COM REV SPLIT EFF
10-13-99 SEE#2069603 Sale -7000 4453.12
C09067K106 #REORG BIOVAIL CORP INTL NEW COM N/C TO BIOVAIL CORP COM
#2-069335 EFF 3-16-00 Purchase 11900 -606900
Sale -1200 83148.7
C120114103 #REORG BLDG 1 SVCS CORP COM EXCH ENCMPSSSVCS CORP 2-307632
EFF 2-23-00 STKMGR Free Delivery -406 0
Purchase 1000 -21629.95
Sale -9294 163909.71
C095177101 #REORG BLOUNT INTL INC CL-A EXCH BLOUNT INTERNAT'L CSH &
STKMERGER SEE #2071223 Purchase 0.588 -14.58
Sale -205.268 5216.41
</TABLE>
Page 7 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C05564D108 #REORG BRC HLDGS INC COM STK EXCH $19.00CASH MERGER EFF
2-11-99 Sale -1000 19000
CG1368B102 #REORG BRILLIANCE CHINA AUTOMOTIVE CV TOBRILLIANCE CHINA
ADR 2-086926 4-17-00 Purchase 2500 -11363.65
C111015301 #REORG BRITISHSTEEL PLC ADR N/C BSKH GROUP EFF N/A SEE
SEC# 2043020 Free Delivery -600 0
Sale -100 1963.73
C111310108 #REORG BROADCAST COM INC COM EXCH YAHOO INC @0.7722 STK
MGR EFF 7-20-99 2947330 Free Delivery -100 0
Purchase 1941 -230448.55
Sale -1841 226944.43
C115657108 #REORG BROWN GROUP INC COM N/C BROWN SHOE CO INC EFF
5-28-99 2-089582 Free Delivery -23500 0
Purchase 1700 -28789.5
Sale -4200 79045.35
C117661108 #REORG BRYLANE INC COM EXCH 24.50 CASH MERGER EFF 4-23-99 Sale -500 12032.14
C126516103 #REORG C3D INC COM N/C TO CONSTELLATION 3D INC COM SEE
#2-200526 @ 1:1 EFF N/A Purchase 400 -8279.95
C127646107 #REORG CAERE CORP COM CASH & STK MERGER TO SCANSOFT INC
COM 2-811309 EFF 3-13-00 Purchase 708 -8013.9
Sale -200 1195
C140432105 #REORG CAP RE CORP COM CASH ($3.4456)& STKMGR ACE LTD
#2-000500 EFF 12-30-99 Sale -9300 180576.72
C14067E100 #REORG CAPSTEAD MTG CORP COM REVSPLIT TOCAPSTEAD MTG CORP
NEW 2-108902 05-08-00 Purchase 16200 -97426.8
C14160K102 #REORG CARDIOVASCULAR DYNAMICS INC COM N/C RADIANCE MED
SYS INC 1-25-99 2754887 Free Delivery -40 0
C14743R103 #REORG CASE CORP COM EXCH @ CASH 55 CASHMERGER EFF
11-12-99 Purchase 200 -9036.25
Sale -31900 737519.42
C149564106 #REORG CAVANAUGHS HOSPITALITY CORP N/C WESTCST
HOSPITALITY CORP 2-915294 3-1-00 Purchase 100 -904.95
</TABLE>
Page 8 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C12490K107 #REORG CBS CORP COM STK STOCK MERGER TO VIA INC CL B
2888754 RT 1.085 EFF 5-4-00 Free Delivery -10800 0
Free Receipt 12744 0
Purchase 25908 -1213595.27
Sale -14808 696334.36
C124853300 #REORG CBT GROUP PUB LTD SPONSRD N/C TO SMARTFORCE PLC ADR
#2-827796 2-02-00 Purchase 5100 -65168.68
Sale -5600 81868.17
C12486R108 #REORG CCA PRISON RLTY TR REIT N/C PRISON REALTY CORP
12-31-98 SEE #2747789 Free Delivery -9000 0
Purchase 9000 -187548.3
C125015107 #REORG C-CUBE MICROSYSTEMS INC STKMGR TOHARMONIC INC
2-372892 @.5427 EFF 5-03-00 Purchase 15850 -429145.62
Sale -15750 398784.92
C125085100 #REORG CDNOW INC COM STK EX CDNOW/N2K @ 1.00 CORP
ACTION 3-18-99 SEE #2096591 Free Delivery -500 0
Purchase 500 -10873.7
C151156106 #REORG CELLPRO INC COM N/C CPX CORP COM EFF 6-25-99 SEE
SEC 2-096590 Free Delivery -800 0
C151392107 #REORG CENTENNIAL TECH COM EXCH NEW 0.125 R/SPLIT
07-23-99 #2113746 Free Delivery -211 0
Free Receipt -1328 0
C152342101 #REORG CENTOCOR INC COM EXCH J&J STK MERG EFF 10-7-99
SEE#2434623 Free Delivery -3000 0
Purchase 25100 -1130317.55
Sale -22100 1265109.88
C153609102 #REORG CENTRAL HUDSON GAS & ELECT CORP N/C CH ENERGY
GROUP INC #2096779 EFF N/A Sale -2600 109525.5
C156686107 #REORG CENTURY TEL ENTERPRISES INC N/C CENTURYTEL INC EFF
5-11-99 2-117900 Free Delivery -5357.333 0
Free Receipt 1872 0
Purchase 3400.196 -232309.78
Sale -260 11499.65
C156503104 #REORG CENTY COMM CORP CL A EXCH ADELPHIA COMM A
MER DEFAULT Purchase 800 -25915.91
Sale -19500 845585.93
</TABLE>
Page 9 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C158915108 #REORG CHANCELLOR MEDIA CORP CL A COM N/C AMFM INC EFF
7-13-99 SEE 2000160 Free Delivery -37218 0
Purchase 37518 -1783466.8
Sale -15900 875687.53
C163595101 #REORG CHEMDEX CORP COM N/C TO VENTRO CORPORATION COM
#2-888045 EFF 3-01-00 Purchase 2000 -67091.17
Sale -2000 69875.24
C164126104 #REORG CHEQUEMATE INTL INC COM REV SPL CHEQUEMATE INTL
INC NEW 2124316 2-01-00 Purchase 500 -1061.2
C168228104 #REORG CHICAGO TITLE CORP COM MERGER DEFAULT RATE CASH
$49.2879 EFF 03-20-00 Purchase 4500 -189732
Sale -4500 206817.6
C171196108 #REORG CHRYSLER CORP COM #US1711961086 CHRYSLER AG
ORD/MGR EFF 11-12-98 2194874 Purchase 0 0 0
C171870108 #REORG CIN BELL INC COM N/C BROADWING INC COM EFF N/A
SEE SEC #2087979 Free Delivery -209 0
Free Receipt 209 0
C172909103 #REORG CIRCUS CIRCUS ENTERPRISES INC N/CMANDALAY RESORT
GRP 6-21-99 2526558 Free Delivery -550 0
Purchase 13020 -159588.83
Sale -42120 595538.47
C180492100 #REORG CLARIFY INC COM STKMGR W/ NORTEL NETWORKS CORP COM
#2-656728 3-17-00 Purchase 26200 -807734.45
Sale -26200 1179126
C185397106 #REORG CLEARWORKS TECHNOLOGIES INC COM N/C CLEARWORKS NET
6-11-99 SEE #2167133 Free Delivery -100 0
Purchase 100 -651.82
C18682C100 #REORG CLIFFS DRILLING CO EX R&B FALCON @1.70 STK MGR
11-20-98 SEE #2753486 Free Delivery -1290 0
C125662106 #REORG CMAC INVT CORP COM N/C RADIAN GROUP INC EFF
6-9-99 SEE SEC #2754877 Free Delivery -33870 0
Purchase 29970 -1235421.37
Sale -7900 361058.04
C207567108 #REORG CN ENERGY CORP COM MERGER/ELECT DFLT W/ENERGY E
CORP 2-307743 02-8-00 Sale -1100 41193.52
</TABLE>
Page 10 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C126126101 #REORG CNB BANCSHRS INC COM EXCH FIFTH THIRD BANCORP COM
STKMGR SEE #2320433 Sale -2800 115720.7
C125945105 #REORG CNET INC COM N/C TO CNET NETWORKSINC COM #2-096744
@ 1 EFF 03-02-00 Free Receipt 3740 0
Purchase 19664 -1511520.04
Sale -32794 3147626.81
C210723102 #REORG CNSMR WTR CO COM EXCH PHILADELPHIA SUBN
CORP MGR 2713491 Free Delivery -230.874 0
Purchase 4.626 -140.97
C196879100 #REORG COLTEC INDS INC EXCH GOODRICH BF CO COM .056 STK
MERG EFF 7-12-99 Sale -40 717.76
C199789108 #REORG COMAIR HOLDINGS INC COM CASH MERGER @
$23.50/SHR EFF N/A Purchase 5500 -117785.1
Sale -1500 38010.16
C201709102 #REORG COMML INTERTECH CORP MERGER TO PARKER HANNIFIN
CORP #2-699510 4-11-00 Purchase 500 -7029.95
Sale -500 6219.84
C204932107 #REORG COMPUSA INC COM STK CASH MERGER @$10.10 EFF 03-10-00 Purchase 17500 -132617.35
Sale -20742 163419.75
C202800108 #REORG COMWLTH ENERGY SYS COM EXCH NSTARBEN INT MGR DFLT
9-21-99 SEE2667565 Purchase 500 -19947.5
Sale -500 19926.83
C207528308 #REORG CONNECT INC COM NEW N/C CONNECTINC COM
EFF 8-19-99 2197217 Purchase 2300 -13410.28
Sale -2300 12423.21
C20902E106 #REORG CONS CIGAR HOLDNGS INC COM EXCH $17.85 CASH MERGER
EFF 1-22-99 Sale -445 7841.18
C209615103 #REORG CONS NAT GAS CO COM CASH MERGER @$66.60/SHR
EFF 01-28-00 Purchase 100 -6075
Sale -600 34780.06
C219888104 #REORG CORP EXPRESS INC COM EXCH @ CASH 9.7 CASH MERGER
EFF 10-28-99 Purchase 1000 -4987.2
Sale -1500 7847.88
</TABLE>
Page 11 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C22160Q102 #REORG COSTCO COMPANIES INC COM N/C COSTCO WHOLESALE CORP
EFF 8-30-99 Free Delivery -47122 0
Purchase 31440 -2611159
Sale -12300 1023635.25
C224100107 #REORG CRACKER BARREL OLD CTRY STORE INCCOM 1-1 CRACKER
BARREL CRP INC 2096601 Free Delivery -0.063 0
C222361305 #REORG CTRY STAR RESTURANTS INC COM EXCHCTRY STAR
RESTURANTS R/SPLIT 2220201 Free Delivery -100 0
C23251X105 #REORG CYBERSHOP INTL INC COM N/C CYBERSHOP INC COM
EFF 6-8-99 SEE#2225764 Sale -400 3769.92
C232809103 #REORG CYPRUS AMAX MIN CO COM STKMGR PHELPS DODGE CORP
COM 2712698 EFF N/A Free Delivery -3050 0
Purchase 29019.52 -386302.43
Sale -57546.679 705833.59
C237688106 #REORG DATA GEN CORP COM EXCH EMC CORP COM STKMGR
10-12-99 SEE SEC #2289812 Free Delivery -3700 0
Purchase 35600 -527558.18
Sale -112600 1795747.62
C237924105 #REORG DATAWORKS CORP COM EXCH PLATINUM SOFTWARE
CORP MGR 12-31-98 2737172 Free Delivery -450 0
C239753106 #REORG DAYTON-HUDSON CORP COM N/C TO TARGET CORP
#2-853928 EFF 01-31-00 Purchase 66900 -4080998.65
Sale -103300 5836726.16
C233044106 #REORG DBT ONLINE INC COM STK MERGER TO CHOICEPOINT INC
#2-156534 EFF 05-16-00 Sale -200 5720.35
C25063E100 #REORG DESTIA COMMS EX VIATEL PER STK MGR @0.445 EFF
12-8-99 SEE #2888747 Purchase 29570 -300302.24
Sale -29570 387253.11
C252499108 #REORG DIALOGIC CORP COM EXCH @44.00 CASH MERGER
EFF 7-12-99 Purchase 400 -15934.9
Sale -400 15027.09
C252714100 #REORG DIAMOND MULTIMEDIA SYS INC COM EXCH S3 INC STK
MERGER SEE SEC#2774829 Free Delivery -500 0
Purchase 500 -3967.45
Sale -1000 5969.84
</TABLE>
Page 12 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C252842109 #REORG DIATIDE INC COM CASH MERGER EFF 11-01-99 @ 9.50/SHR Purchase 1000 -6904.95
Sale -1000 9235.32
C253876106 #REORG DIGITAL SOLUTIONS INC COM N/C TEAMSTAFF INC
EFF 2-16-99 2854204 Free Delivery -3000 0
C232949107 #REORG DII GRP INC COM STKMGR TO FLEXTRONICS INTL
LTD COM 2-323879 4-3-00 Purchase 34020 -1067027.87
Sale -25220 1353553.49
C257470104 #REORG DOMINION RES INC VA COM MERGER DFLT DOMINION
RES INC #2-280211 01-28-00 Purchase 200 -8387.5
Sale -1300 55410.63
C262440100 #REORG DRYDEN INDS INC COM REVSPL INT E RESOURCES INC
COM #2-289861 EFF 3-31-00 Free Receipt 40000 0
C233321108 #REORG DSP TECH INC COM EXCH MTS SYS CORP @0.8005 STK
MGR EFF 6-1-99 2519520 Sale -400 2419.96
C268457108 #REORG E G & G INC COM N/C PERKINELMER INC EFF N/A SEE
SEC# 2711039 Free Delivery -2121 0
Purchase 100 -3690.42
Sale -8400 262672.97
C268745106 #REORG E NET INC COM N/C TO ZEROPLUS.COMINC COM STK
#2-950583 EFF 02-15-00 Purchase 2400 -12009.4
Sale -2400 10408.92
C26959B101 #REORG EAGLE HARDWARE & GARDEN INC COM EXCH LOWES CO INC
STK MGR 4-2-99 2516675 Free Delivery -700 0
Sale -20720 677273.48
C270322100 #REORG EARTHLINK NETWORK INC STKMGR W/ EARTHLINK INC COM
#2-295009 EFF 2-04-00 Purchase 783 -53351.3
Sale -783 44445.34
C277173100 #REORG EASTN UTILS ASSOC COM CASH MERGER@ $31.459
EFF 04-19-00 Sale -6800 194187.92
C280599101 #REORG EDIFY CORP COM EXCH SECURITY 1ST TECH CORP STKMGR
11-11-99 SEE #2817685 Purchase 1000 -11279.95
Sale -1000 12469.63
C26842V108 #REORG EEX CORP COM EXCH EEX CORP NEW ATRT 3.00 REV SPLIT
EFF 12-8-98 2289793 Free Delivery -150 0
Sale 0 0 0
</TABLE>
Page 13 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C282330109 #REORG EGGHEAD COM INC COM STKMGR EGGHEAD.COM INC
COM #2-300444 11-19-99 Purchase 9465 -209025.05
Sale -9565 192572.86
C293562104 #REORG ENRON OIL & GAS CO COM N/C EOG RESOURCES INC
EFF 9-15-99 SEE #2289853 Free Delivery -48900 0
Purchase 48900 -1088025
C457635100 #REORG ENTRPRS INC COM N/C CREATIVE MKTGGROUP INC 10-1-99
SEE SEC#2185330 Purchase 300 -948.7
Sale -300 954.37
C293982104 #REORG ENVOY CORP NEW COM EXCH QUINTILESTRANSNATL @1.166
MGR 2753451 Purchase 9000 -332107.2
Sale -9000 443010.22
C26922C103 #REORG ETEC SYS INC COM STKMGR TO APPLIED MATL INC
#2-023420 EFF 03-29-00 Purchase 200 -8529.95
Sale -200 7594.79
C29870P100 #REORG EURO NV MNG LTD COMEXCH FRANCO NVMNG LTD COM CORP
ACT 9-20-99 SEE2334295 Free Delivery -200 0
C299761106 #REORG EVEREN CAP CORP COM EXCH FIRST UNION CORP STKMGER
10-1-99 SEE #2322782 Sale -4700 125775.79
C299808105 #REORG EVEREST REINS HLDGS INC STKMGR PLN W/EVEREST RE
GRP LTD 2313244 2-24-00 Purchase 21020 -722402.67
Sale -46720 1331342.13
C30067V108 #REORG EXCEL SWITCHING CORP COM EXCH LUCENT TECH STKMGR
11-4-99 SEE2517369 Free Delivery -100 0
Purchase 1670 -42256.66
Sale -5170 142027.01
C300904109 #REORG EXCITE INC COM EXCH AT HOME CORP @2.08380400 STK
MGR 6-1-99 2029438 Free Delivery -519 0
Purchase 4654 -407047.87
Sale -16045 1000316.54
C301607107 #REORG EXECUTONE INFO SYS INC N/C TO ELOT INC #2-305975
@ 1:1 EFF 12-14-99 Purchase 4950 -28236.18
Sale -4950 19224.25
</TABLE>
Page 14 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CG32429105 #REORG EXEL LTD CL A-ORD N/C XL CAP LTD CL A EFF 2-1-99
SEE 2946554 Free Delivery -17184 0
Purchase 1100 -67827.43
Sale -1300 96243.78
C302290101 #REORG EXXON CORP COM N/C EXXON-MOBIL CORP EFF 11-30-99
SEE SEC#2313338 Free Delivery -36000 0
Free Receipt 36000 0
Purchase 38728.405 -3151150.57
Sale -34449.6 2668703.24
C302905104 #REORG FDP CORP EXCH SUNGARD DATA SYSTEMS INC
@0.4114 MGR 4-28-99 2850325 Purchase 300 -4961.2
Sale -300 4469.9
C31304N107 #REORG FDX CORP COM STK N/C TO FEDEX CORP COM STK
#2-319604 EFF 01-19-00 Free Receipt 44640 0
Purchase 39481 -2794119.56
Sale -64081 3551836.82
C317867109 #REORG FINGERHUT COMPANIES INC COM EXCH @25.00 CASH MGR
EFF 3-22-99 Purchase 685 -14800.26
Sale -685 12299.63
C335944104 #REORG FIRST SIERRA FINL INC COM N/C TO SIERRACITIES INC
COM #2-811107 02-01-00 Purchase 6600 -160694.84
Sale -6500 135370.73
C33901A108 #REORG FLEET BOSTON CORP N/C FLEETBOSTONFINCL CORP COM
2323734 11-22-99 Free Delivery -70465 0
Free Receipt 109565.76 0
Sale -39100.76 1590406.77
C338915101 #REORG FLEET FINCL GROUP INC COM N/C FLEET BOSTON CORP
10-1-99 SEE#2323735 Free Delivery -97855 0
Free Receipt 39463 0
Purchase 39600 -1704343.77
Sale -3300 140189.05
C344067103 #REORG FLYCAST COMM CORP COM STK MERGER CMGI INC
COM #2-096805 EFF 01-13-00 Purchase 15290 -438615.05
Sale -8050 344741.21
C344775101 #REORG FOOD LION INC CL B COM EXCH DELHAIZE AMERICA INC
3.0 REVERSE SPLIT & NAME Free Delivery -1007.395 0
Purchase 1007.395 -9363.12
</TABLE>
Page 15 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C344839204 #REORG FOODMAKER INC NEW COM N/C JACK INTHE BOX INC EFF
N/A SEE SEC#2427227 Free Delivery -78440 0
Free Receipt 1200 0
Purchase 70340 -1666053.09
Sale -5800 141972.37
C345449102 #REORG FORE SYS INC COM EXCH @35.00 CASHMERGER EFF 6-18-99 Purchase 70400 -1004466.64
Sale -71000 1996493.44
C345469100 #REORG FOREMOST CORP AMER COM CASH MERGER @ $29.25
EFF 03-07-2000 Purchase 0.013 -0.28
Sale -1600 31450.95
C349546101 #REORG FORTE SOFTWARE INC COM EXCH SUN MICROSYSTEMS
STKMGR 10-19-99 SEE#2850213 Sale -1000 5478.87
C592907109 #REORG FRED MEYER INC (NEW) EXCH KROGER CO @1.00 STK
MGR 5-27-99 2457422 Free Delivery -31200 0
Purchase 13300 -742884.44
Sale -1400 77574.89
C35644K103 #REORG FREEDOM SECS CORP COM N/C TUKER ANTHONY SUTRO COM
#2-870334 EFF 4-17-00 Purchase 1200 -18174
Sale -2100 31071.61
C358430106 #REORG FRIEDE GOLDMAN INTL INC COM N/C FRIEDE GLDMN
HALTER INC 11-3-99 #2337945 Purchase 745 -12313.03
Sale -745 11484.4
C35906P105 #REORG FRONTIER CORP COM EXCH GLOBAL CROSSING LTD
STKMGR 9-28-99 SEE#2322679 Free Delivery -5900 0
Purchase 600 -32618.64
Sale -1400 64855.44
C359416104 #REORG FRUIT LOOM CL A COM EXCH FRUIT OFLOOM INC CL A GCI
3-4-99 2332444 Free Delivery -2700 0
Sale -100 1668.69
C36114Q109 #REORG FUTURELINK DIST CORP EXCH FUTURELINK DIST
CORP NEW R/SPLIT 2340089 Free Delivery -840 0
Purchase 500 -649.95
C36114Q208 #REORG FUTURELINK DISTR CORP (CO) N/C FUTURELINK CORP
(DE) 2-340088 EFF N/A Free Receipt 168 0
Sale -168 2273.51
</TABLE>
Page 16 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C367833100 #REORG GATEWAY 2000 INC COM N/C GATEWAY INC EFF 6-1-99
2-343199 Free Delivery -6900 0
Purchase 1253 -80199.2
Sale -1253 81700.27
C370120107 #REORG GEN INSTR CORP DEL COM STKMGR MOTOROLA INC
#2-591066 EFF 01-05-00 Purchase 14322 -496613.95
Sale -47634 1541109.85
C37047F103 #REORG GEN NUTRITION COS COM EXCH @ CASH 25.O CASH MERGER
EFF 8-10-99 Purchase 1100 -16409.9
Sale -1200 17114.6
C370563108 #REORG GEN RE CORP COM EXCH BERKSHIRE HATHAWAY CL B
@.105 CORP ACTION 2066527 Free Delivery -3000 0
C36933P100 #REORG GENERAL CIGAR HOLDINGS INC CL A CASH MERGER @
$15.25 EFF 05-10-00 Purchase 6400 -57268.48
Sale -6400 57406.08
C372299107 #REORG GENISYS RESERVATION SYS INC COM N/C NETCRUISE INC
COM 10-13-99 #2-609463 Free Delivery -500 0
Purchase 500 -3029.95
C372450106 #REORG GENSIA SICOR INC N/C SICOR INC EFF 6-18-99 EFF
2-823853 Purchase 200 -1004.95
Sale -200 745.02
C373656107 #REORG GEOTEL COMMUNICATIONS CORP COM EXCH CISCO SYSTEMS
INC STK MGR 2158655 Purchase 12420 -418602.87
Sale -25520 1312086.12
C374827103 #REORG GIBSON GREETINGS INC COM CASH MERGER @ $10.25
EFF 03-09-00 Purchase 7900 -51714.94
Sale -7900 59776.7
C377339106 #REORG GLEASON CORP COM CASH MERGER @ 23.00 EFF 03-29-00 Purchase 2900 -54884.42
Sale -3103.386 52067.72
C402734107 #REORG GULFSTREAM AEROSPC EX GENERAL DYNAMICS 1-1 STK
MGR 7-30-99 2344273 Free Delivery -200 0
Purchase 8300 -380356.1
Sale -59200 3241189.44
C40642Y105 #REORG HALTER MARINE GRP INC MAND COM EXFRIEDE GOLDMAN
HALTER INC SEE2337945 Free Delivery -1800 0
Purchase 1800 -10291.5
</TABLE>
Page 17 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C406545103 #REORG HAMBRECHT & QUIST GROUP COM CASH MERGER @
$50.00/SHARE EFF N/A Purchase 31380 -1126746.12
Sale -26280 1174307.18
C413160102 #REORG HARMONIC LIGHTWAVES INC COM N/C HARMONIC INC EFF
3-23-99 2-372892 Free Delivery -1000 0
C404100109 #REORG HBO & CO COM EXCH MCKESSON HBOC INC @.37 MGR
1-12-99 2545984 Free Delivery -142980.195 0
Purchase 27100 -693104.56
Sale -10800 268831.65
C403908106 #REORG HCIA INC CASH MERGER @ 11.00/SHR EFF N/A Sale -3000 27221.89
C421939109 #REORG HEALTHCARE IMAGING SVCS N/C HEALTH CARE
IMAGING SVC 8-2-99 #2379464 Free Delivery -2600 0
Purchase 2600 -3003
Free Receipt 2600 0
C422209106 #REORG HEALTHEON CORP COM N/C HEALTHONB/WEBMD
CORP 11-11-99 SEE2379466 Free Delivery -25 0
Purchase 6640 -435212.54
Sale -6615 387287.33
C422360107 #REORG HEARX LTD COM EXCH HEARX LTD COM NEW @0.10 R/SPLIT
EFF 6-30-99 2379379 Free Delivery -4000 0
Sale -500 236.01
C40419W100 #REORG HIE INC COM N/C TO HEALTHCARE.COMCORP COM #2-379427
EFF 04-10-00 Purchase 200 -454.95
C436255103 #REORG HOLLYWD PK INC N/C TO PINNACLE ENTRTNMT INC
COMSTK 2-730243 2-28-00 Purchase 8400 -125422.08
C436892103 #REORG HOME BANCORP ELGIN INC COM EXCH STATE FINL SVCS
CORP CL A MGR 2844809 Free Delivery -9500 0
C438506107 #REORG HONEYWELL INC COM STK MERGER HONEYWELL INTL INC
2-388303 EFF 12-1-99 Purchase 11653.266 -1312302.31
Sale -8453.266 966430.2
C442161105 #REORG HSTN IND INC COM N/C RELIANT ENERGY INC 2-2-99
2757620 Free Delivery -10769 0
Sale -800 25510.13
</TABLE>
Page 18 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C404382103 #REORG HUBCO INC COM N/C HUDSON UNITED BANCORP EFF
4-21-99 2406953 Free Delivery -12930 0
Purchase 14430 -485916.74
Sale -1500 48560.88
C44485Q104 #REORG HUMAN PHEROMONE SCI INC COM EXCH HUMAN PHEROMONE
SCI INC NEW @3 2407003 Free Delivery -1000 0
C44914K306 #REORG HYPERION TELECOMM INC CL A N/C ADELPHIA BUSINESS
SOL INC SEE #2001800 Free Delivery -28384 0
Purchase 30684 -540646.6
Sale -47580 482787.24
C452317100 #REORG ILLINOVA CORP COM STK MERGER W/ DYNEGY INC CL A
COM #2-289722 2-01-00 Purchase 5200 -131264.5
Sale -55100 1740641.4
C449693100 #REORG IMP INC COM EXCH IMP INC NEW @.10 SHS R/SPLIT
1-13-99 2409196 Free Delivery -3000 0
C454707100 #REORG INDIANA ENERGY INC STKMRGR TO VECTREN CORP INC
COM #2-887919 03-31-00 Purchase 100.023 -1949.23
Sale -2702.281 65294.83
C45678M107 #REORG INFOSEEK CORP COM EXCH INFOSEEK CORP COM @ 1 EFF
11-18-98 Free Delivery -1300 0
Purchase 14940 -727591.05
Sale -16240 988148.78
C456818202 #REORG INFOUSA INC NEW CL A EXCH INFOUSAINC COM RECLASS
10-22-99 SEE#2420947 Purchase 3048 -28877.89
Sale -3048 20308.11
C457472108 #REORG INLAND STEEL IND INC COM N/C RYERSON TULL INC
NEW 2-25-99 2773168 Free Delivery -311 0
C45766K104 #REORG INNOVASIVE DEVICES INC STKMERGER W/ JOHNSON &
JOHNSON #2-434623 02-11-00 Sale -5000 38723.69
C45812M104 #REORG INTEGRATED SYS INC COM STKMRGR W/WIND RIVER SYS
#2-937634 EFF 02-16-00 Purchase 300 -3629.95
C45816V100 #REORG INTELLIGENT LIFE CORP COM N/C ILIFE.COM INC COM
#2-409294 12-16-99 Purchase 10000 -67781.25
</TABLE>
Page 19 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C458729209 #REORG INTERLEAF INC COM NEW STKMGR TO BROADVISION INC
COM #2-087653 4-14-00 Purchase 500 -2529.95
Sale -500 2907.45
C46059D104 #REORG INTERNET MEDIA CORP N/C USURF AMERICA INC EFF
7/6/99 2885046 Purchase 1300 -12569.8
Sale -1300 11908.64
C46114R106 #REORG INTERVU INC COM STK MERGER TO AKAMI TECH COM
#2-002886 @ .5957 4-20-00 Purchase 8221 -459034.55
Sale -8221 457529.17
C459698106 #REORG INTL INTERGRATION INC COM N/C RAZORFISH INC A
STKMGR 11-2-99 #2756734 Purchase 200 -5184.9
Sale -200 4769.89
C460053101 #REORG INTL NETWORKS SVCS COM EXCH LUCENT TECH STKMGR
SEE SEC# 2517369 Free Receipt 2000 0
Purchase 5600 -350973.68
Sale -10400 569603.2
C45838C304 #REORG INTRACTV FLIGHT TCH INC CL A NEW N/C GLOBAL TECH
LTD 10-1-99 SEE #2349239 Free Delivery -446 0
C464677103 #REORG ISLEUTH COM INC N/C BIGHUB INC COM EFF 4-29-99
2069353 Purchase 200 -1903.65
Sale -200 1569.99
C464902105 #REORG ISOCOR COM STK MERGER WITH CRITICAL PATH
#2-222601 @ .4707 1-20-00 Purchase 150 -4098.7
C450713102 #REORG IXC COMM INC COM EXCH CINCINNATI BELL INC COM
STKMGR 11-9-99 SEE#2158311 Free Delivery -100 0
Purchase 900 -34705.26
Sale -800 32768.95
C479477101 #REORG JOHNSTOWN AMER INDS INC COM N/C TRANSPORTATION
TECH IND INC 2866732 Free Delivery -2700 0
Purchase 2700 -39124.08
C480206200 #REORG JONES INTERCABLE INC CL STKMGR W COMCAST CORP CL A
SPECIAL 2194761 3-2-00 Purchase 18940 -638152.09
Sale -18940 804059.12
C481088102 #REORG JOSTENS INC COM STK CASH MERGER $25.25 EFF 05-10-00 Purchase 8300 -181469.54
Sale -8700 185141.11
</TABLE>
Page 20 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C46624M100 #REORG JSB FINL INC COM STK MERGER W/ NORTHFORK BANCORP
#2-659587 EFF 2-29-00 Sale -1200 65249.31
C49337K106 #REORG KEYSPAN ENERGY COM N/C KEYSPAN CORP EFF 6-16-99
2-451969 Free Delivery -100 0
Purchase 100 -2956.56
C495667107 #REORG KING WORLD PROD INC COM EXCH CBS CORP COM STK MGR
SEE SEC#2096652 Free Delivery -2400 0
Sale -500 15574.46
C499067106 #REORG KNIGHT/TRIMARK GROUP INC CL A CUSIP CHG SEE
#2-454745 EFF 1-06-00 Free Receipt 3490 0
Purchase 24007 -1076127.82
Sale -65000 3600250.41
C498904101 #REORG KNOLL INC COM EXCH @ CASH 28 CASHMERGER EFF 11-4-99 Sale -6700 189534.72
C500481106 #REORG KOO KOO ROO ENTERPRISES INC COM N/C PRANDIUM INC
4-16-99 2746599 Free Delivery -72300 0
Free Receipt 67200 0
Sale -62100 31566.26
C517310108 #REORG LARSON DAVIS INC COM EXCH SENSAR CORP @.020 R/SPLIT
EFF 5-3-99 2-818098 Free Delivery -1200 0
Sale -1200 338.98
C522008101 #REORG LEARNING CO INC EXCH MATTEL INC @1.20 STK MGR EFF
5-13-99 2542195 Free Delivery -75800 0
Purchase 68400 -1797637.68
Sale -16600 511995.92
C527295109 #REORG LEVEL 1 COMM INC COM EX INTEL CORP @0.86 STK MGR
8-10-99 SEE #2421645 Free Delivery -150 0
Purchase 525 -22868.79
Sale -375 13609.36
C536310105 #REORG LIPOSOME INC COM STKMRGR TO ELAN CORP COM #2-301824
& RT 2-348599 5-12-00 Purchase 14096 -218721.04
Sale -13800 257601.52
C542290408 #REORG LONE STAR INDS INC COM NEW EXCH @CASH 50 CASH
MERGER EFF 10-8-99 Free Receipt 5300 0
Sale -10600 523121.14
C552914103 #REORG M A R C INC COM CASH MERGER @$20/SHR EFF N/A Purchase 800 -9898.39
Sale -800 15682.72
</TABLE>
Page 21 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C572393106 #REORG MARSHALL INDS COM EXCH AVNET INC COM & CASH
10-19-99 MGRDFLT SEE#2042752 Purchase 1000 -17279.95
Sale -1000 19939.42
C57632N105 #REORG MASTECH CORP COM N/C TO IGATE CAPITAL CORP COM
#2-409255 EFF 3-07-00 Purchase 1000 -17154.95
Sale -1500 23528.59
C57772N105 #REORG MAXNET INC COM STK N/C MAX PLANETCORP 8-5-99 SEE
SECURITY #2542353 Sale -2188 7148.86
C57777G105 #REORG MAXXIM MED INC COM EXCH @ CASH 26CASH MERGER EFF
11-12-99 Purchase 4200 -73631.3
Sale -4200 97958.42
C55268B106 #REORG MCI WORLDCOM INC COM N/C TO WORLDCOM INC
2945902 RT 1.00 EFF 5-1-0 Free Delivery -21100 0
Free Receipt 21025 0
Purchase 155370 -12601914.03
Sale -149176 12425564.92
C581557105 #REORG MCKESSON CORP NEW COM N/C MCKESSON HBOC INC
EFF 1-12-99 2545984 Free Delivery -204.753 0
Purchase 0.655 -50.55
Sale -3800.324 272487.6
C584028104 #REORG MEDAPHIS CORP COM N/C PER-SE TECHNOLOGIES EFF
8-16-99 SEE #2710919 Free Delivery -500 0
Purchase 2000 -5997.4
Sale -2000 7252.34
C584059109 #REORG MEDCO RESH INC COM STKMGR W/KING PHARMACEUTICALS
INC COM 2-453331 2-25-00 Sale -2100 46694.04
C584067102 #REORG MEDE AMER CORP COM EXCH HEALTHON / WEBMD CORP
STKMGR 11-11-99 SEE#2379466 Free Delivery -500 0
Purchase 500 -18936.2
C58457T201 #REORG MEDICAL INDS AMER INC COM NEW N/CCYBER-CARE INC
EFF 8-27-99 Free Delivery -500 0
Purchase 500 -686.2
C58503X107 #REORG MEDPARTNERS INC NEW COM N/C CAREMARK RX INC
9-20-99 SEE #2109231 Free Delivery -100 0
Purchase 100 -904.95
</TABLE>
Page 22 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C58515T102 #REORG MEGABIOS CORP DEL COM N/C VALENTIS INC EFF
5-5-99 2-886217 Free Delivery -114 0
Free Receipt 114 0
C585509102 #REORG MELLON BANK CORP COM N/C FINCL CORP 10-20-99 SEE
SEC#2549209 Free Delivery -90600 0
Free Receipt 46100 0
Purchase 36800 -1247116.26
Sale -2400 110812.52
C587342106 #REORG MERCANTILE BANCORPORATION INC COMEX FIRSTAR CORP
NEW STKMGR SEE2322850 Free Delivery -5400 0
Purchase 300 -15153.75
Sale -800 41404.84
C589395102 #REORG MERCURY FIN CO EXCH MFN FINL CORPSEE 2519369
2519368 2519366 2519367 Free Delivery -9500 0
C589601103 #REORG MERIDIAN DATA INC COM EX QUANTUM CORP COM & QUANTUM
CORP HDDG STKMGR Free Delivery -500 0
C592903108 #REORG METZLER GROUP INC COM N/C NAVIGANT
CONSULTING INC 07-27-99 2608411 Purchase 28030 -1140508.1
Sale -51130 1743407.77
C59501B105 #REORG MICRO WAREHOUSE INC COM CASH MERGER @ $19.00
EFF 02-03-00 Purchase 1160 -47850
Sale -25630 741650.19
C59479P102 #REORG MICRON CORP EX FEI @ 1.0 & CASH @6.0 $ & STK
MERGER SEE #2313499 Sale -400 4119.91
C597413103 #REORG MIDISOFT CORP COM N/C RECORDLAB CORP EFF 10-26-99
SEE SEC#2756854 Free Receipt 2 0
Sale -2 0.75
C602683104 #REORG MINDSPRING ENTERPRS INC STKMGR W/EARTHLINK INC COM
2-295009 2-04-00 Free Receipt 11 0
Purchase 1481 -118094.72
Sale -1370 110594.2
C60366T108 #REORG MININGCO COM N/C ABOUT COM EFF 5-17-99 2438465 Purchase 3800 -223068.51
Sale -3800 224186.44
C607059102 #REORG MOBIL CORP COM EXXON-MOBIL 1.32015 STK MERGER
EFF 11-30-99 2313338 Purchase 798.207 -79359.38
Sale -4746 463651.18
</TABLE>
Page 23 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C611662107 #REORG MONSANTO CO COM N/C TO PHARMACIA CORP COM #2-712644
@ 1 EFF 3-31-00 Purchase 36900.134 -1529468.46
Sale -20450.134 892829.28
C619335102 #REORG MORTON INTL INC EXCH ROHM & HAAS CO COM CASH & STK
MGR 6-21-99 2-770448 Free Delivery -4300 0
Purchase 100 -3950
Sale -900 27406.89
C619454101 #REORG MOSAIX INC COM EXCH LUCENT TECH COM @0.19273 STK
MGR 7-15-99 SEE 2517369 Purchase 500 -5404.95
Sale -500 5844.85
C628355109 #REORG MUTUAL SVGS FSB BAY CY MICH COM EXCH INDEPENDENT
BNK CORP SEE#2415463 Free Delivery -1000 0
C628546103 #REORG MYLEX CORP COM EXCH @ CASH 12CASHMERGER EFF 9-28-99 Purchase 20000 -181823.1
Sale -28444 290243.38
C629427105 #REORG N2K INC COM STK EX CDNOW/NZK @ .83 STK MGR EFF
3-17-99 SEE SEC #2096591 Purchase 2000 -26059.92
Sale -2000 26689.2
C629853102 #REORG NALCO CHEM CO COM CASH MERGER @ 53/SHR EFF N/A Purchase 100 -3512.5
Sale -14700 766674.35
C636919102 #REORG NATL MEDIA CORP COM N/C E41 INC EFF 3-1-99 SEE
2289804 Purchase 1525 -13302.35
Sale -2025 19167.04
C641114103 #REORG NETGRAVITY INC COM EXCH DOUBLECLICK INC
STKMG 10-26-99SEE2280398 Free Delivery -100 0
Purchase 9880 -388620.98
Sale -9780 194459
C641149109 #REORG NETSCAPE COMMUNICATIONS CORP COM EXCH AMERICA
ONLINE INC STK MGR 2014101 Free Delivery -16960 0
Purchase 23890 -1529756.11
Sale -9760 720678.14
C640924106 #REORG NETWK EVENT THEATER INC STKMGR YOUTHSTRM MED
NETWKS INC 2947577 2-29-00 Purchase 6200 -112537.04
Sale -6200 114704.06
</TABLE>
Page 24 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C64121Q102 #REORG NETWORK SOLUTIONS INC DEL CL A COM EXCH NETWORK
SOLUTIONS INC 06-15-99 Free Delivery -7970 0
Free Receipt 200 0
Purchase 18142 -1652677.23
Sale -10372 1588517.48
CN62648105 #REORG NEW HOLLAND N V COM PVTPL N/C CNHGLOBAL N.V EFF N/A
SEE SEC#2300479 Sale -23800 221134.58
C650905102 #REORG NEWCRT CR GRP INC COM EXCH CIT GRP A COMPULSORY
ACQUI DFLT SEE2096733 Free Delivery -79300 0
Purchase 82300 -1734950.21
Sale -3000 41742.4
C651192106 #REORG NEWELL CO COM N/C RUBBERMAID INC EFF 3-24-99 SEE
2652752 Free Delivery -5958 0
Sale -400 17411.91
C653522102 #REORG NIAGARA MOHAWK PWR CORP COM N/C NIAGRA MOHAWH
HLDGS INC 3-18-99 2654149 Free Delivery -91100 0
Sale -6500 100362.37
C656569100 #REORG NORTEL NETWORKS CORP COM N/C TO NORTEL NTWK CORP
HLDG CO 2656730 5-01-00 Free Delivery -200 0
Free Receipt 87053 0
Purchase 6613 -524157.09
Sale -18900 1259285.91
C66978F105 #REORG NOVA CORP ALTA COM STK (NEW) N/C NOVA CHEMICALS
CORP 1-7-99 2-667564 Free Delivery -7800 0
C665815106 #REORG NTHN TELECOM LTD COM N/C NORTEL NETWORKS CORP EFF
4-30-99 2-656728 Free Delivery -47020 0
Purchase 600 -35865.55
Sale -5300 321383.21
S2295644 #REORG NTT MOBILE COMM NTWK INC PVTPL ADR N/C TO NTT
DOCOMO INC 2597973 4-1-00 Free Delivery -1000 0
Sale -342 13796.46
C671400505 #REORG OAK INDS INC STK MERGER CORNING INC #2-219536 @
.83 EFF 01-28-00 Purchase 5200 -261226.68
Sale -2900 206100
C674812201 #REORG OCEAN ENERGY INC COM EXCH OCEAN ENERGY INC @1 EFF
3-30-99 2-669489 Free Delivery -49712 0
Sale -31170 172635.07
</TABLE>
Page 25 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C674904107 #REORG OCEAN FINL CORP COM N/C OCEANFIRST FINL
CORP 9-13-99 SEE#2669521 Free Delivery -7000 0
C670828102 #REORG OEC MED SYS INC EXCH GENERAL ELECCO COM
#2344315 STK MERGER 11-29-99 Purchase 1900 -51645.61
Sale -4000 126685.64
C681385100 #REORG OLSTEN CORP COM MERGER DFLT TO GENTIVA HLTH
SERVICES INC COM #2-346878 Purchase 17500 -179900
C68212D102 #REORG OMNIPT CORP MGR W/ELCTN TO CASH &VOICESTRM WIRELS
CORP 2893348 2-25-00 Purchase 1050 -14604.75
Sale -650 11913.4
C682917109 #REORG ONEWORLD SYS INC COM EXCH ONEWORLD SYS INC
COM NEW R/SPLIT 2684760 Free Delivery -1000 0
C682838107 #REORG ONSALE INC COM STKMGR EGGHEAD.COMINC COM STK
2-300444 11-19-99 Free Delivery -410 0
Purchase 5290 -221916.08
Sale -5080 213544.63
C683829105 #REORG OPTICAL COATING LAB INC STKMGR W/JDS UNIPHASE CORP
COM #2-427106 2-04-00 Purchase 9935 -879988.68
Sale -7170 1150469.27
C686268103 #REORG ORION CAP CORP COM CASH MERGER @ $50/SHR EFF
11-16-99 Purchase 8000 -237090.8
Sale -15800 566937.56
C68749W102 #REORG ORTEL CORP COM STKMGR TO LUCENT TECHNOLOGIES COM
#2-517369 EFF 04-27-00 Purchase 500 -16904.95
C68763F100 #REORG ORYX ENERGY CO COM EXCH KERR MCGEE CORP @.369
MGR 2-26-99 2-451794 Free Delivery -5000 0
Sale -100 1281.2
C688609106 #REORG O'SULLIVAN INDS COM EX O'SULLIVANIND HLDGS IN COM
#1-662278 & CASHMGR Purchase 4700 -72994.1
Sale -4700 76443.39
C693499105 #REORG P P & L RES INC COM N/C TO PPL CORP COM #2-693904
@ 1:1 EFF 02-14-00 Purchase 300 -9162.25
Sale -30600 790735.14
</TABLE>
Page 26 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C708720107 #REORG PA ENTERPRS INC COM EX SOUTHERN UN CO NEW CASH &
STKMGR 11-4-99 #2837440 Purchase 175 -5422.14
Sale -175 5952.66
C695112201 #REORG PACIFICARE HLTH SYS INC CL B COM EXCH PACIFICARE
HLTH SYS 6-25-99 2695837 Free Delivery -6600 0
Purchase 1000 -74978.75
Sale -1500 136840.43
C695114108 #REORG PACIFICORP COM STKMGR ELECTION W/SCOTTISH POWER PLC
#2-812299 11-29-99 Purchase 300 -5418.75
Sale -11900 236278.59
C703352203 #REORG PATRIOT AMERN HOSP INC WYNDHAM (PR SH) EXCH
WYNDHAM INTL INC @1 2946547 Free Delivery -235 0
Free Receipt 16 0
Sale -22300 131342.72
C69318L105 #REORG PC DOCS GROUP INTL COM EXCH @ CASH $11.00
CANADIAN CASH EFF N/A Sale -2000 14752.1
C70931Q109 #REORG PENNZENERGY COM EXCH DEVON ENERGYCORP 0.4475 STK
MGR EFF 8-17-99 Free Delivery -1501.908 0
Free Receipt 2275 0
Purchase 1501.908 -17811.18
Sale -2275 32096.1
C713434108 #REORG PEPSI-COLA PR BTLG CO CL B N/C PEPSIAMERICAS INC
10-15-99 SEE #2710847 Purchase 1000 -5654.95
Sale -1000 5657.34
C71361C107 #REORG PERCLOSE INC COM STK MERGER ABBOTT LAB
2-000084 @ 1.35 11-19-99 Purchase 300 -14917.45
Sale -300 14782.05
C71361E103 #REORG PERCON ACQUISITION INC COM CASH MERGER @ $15/SHR
EFF N/A Purchase 500 -5154.95
C714041100 #REORG PERKIN-ELMER CORP COM N/C PE CORPPE BIOSYSTEMS EFF
5-5-99 2693736 Free Delivery -1800 0
Sale -100 9537.18
C713569200 #REORG PER-SE TECH INC EXCH PER-SE TECH COM NEW #2710918
REVSPL 11-24-99 Free Delivery -500 0
Free Receipt 500 0
</TABLE>
Page 27 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C717123103 #REORG PHARMACEUTICAL MKTG SVCS INC EXCHQUINTILES
TRANSNATL CP 3-29-99 2753451 Free Delivery -200 0
Sale -2000 21865.7
C716941109 #REORG PHARMACIA & UPJOHN INC STKMGR TO PHARMACIA CORP COM
#2-712644 EFF 3-31-00 Purchase 56700 -3044031.06
Sale -21400 1171724.45
C71940G108 #REORG PHYSICIANS RELIANCE NETWORK EXCH US ONCOLOGY INC
@0.94 MGR 2878670 Purchase 46400 -503390.77
Sale -46400 342584.2
C693382103 #REORG PI GRAPHIX INC COM N/C 3DSHOPPINGCOM EFF 4-30-99
SEE 2863521 Free Delivery -22000 0
C719569105 #REORG PICK COMMUNICATIONS CORP EXCH PICK
COMMUNICATIONS NEW R/SPLIT 2728658 Free Delivery -800 0
Purchase 2000 -1060
Sale -2000 699.97
C723686101 #REORG PIONEER HI-BRED INTL INC COM EXCH @CASH 40.0 MER
DEFAULT EFF 10-1-99 Free Delivery -3871 0
Purchase 200 -7437.5
Sale -5729 224701.87
C72764R105 #REORG PLATINUM SOFTWARE CORP N/C EPICORSOFTWARE CORP EFF
5-4-99 2-307956 Free Delivery -357 0
Free Receipt 357 0
C728117300 #REORG PLAYBOY ENT INC CL B EXCH PLAYBOYENT INC (HLDG) 1
NEW CL B 2737191 Free Delivery -5400 0
Purchase 5400 -150948.9
C740459102 #REORG PREMARK INTL INC COM STK MERGER IL TOOL WORKS INC
COM 2-414288 11-23-99 Free Delivery -12400 0
Free Receipt 12400 0
Purchase 23100 -805304.62
Sale -23100 1168846.82
C740584107 #REORG PREMISYS COMMUNICATIONS INC COM CASH MERGER @
$10.00/SHR EFF 12-22-99 Purchase 300 -2589.49
Sale -950 7223.27
C74137R101 #REORG PREVIEW TRAVEL INC MERGER TO TRAVELOCITY.COM
INC COM 2-866627 3-08-00 Purchase 3810 -82665.31
Sale -2700 51509.41
</TABLE>
Page 28 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C74264N105 #REORG PRISON RLTY CORP N/C PRISON RLTY TR INC EFF 5-12-99
27478002 Free Receipt 9000 0
Purchase 0 0 0
Sale -9000 189095.39
C74342P106 #REORG PROMUS HOTEL CORP COM STK MERGER HILTON HOTEL
#2-385309 @ 3.2158 11-30-99 Purchase 340 -12163.7
Sale -840 29381.61
C743832107 #REORG PROVIDENT AMERN CORP N/C TO HEALTHAXIS INC COM
#2-379377 02-01-00 Purchase 1300 -28614.85
Sale -1300 27959.2
C743862104 #REORG PROVIDENT COS INC COM EXCH UNUMPROVIDENT CORP
@0.73 MGR 2884480 Free Delivery -28900 0
Purchase 2500 -83315.63
Sale -18800 718481.25
C747410108 #REORG QUAKER ST CORP CAP EXCH PENNZOIL QUAKER ST CO NEW
MGR @.28040 2703373 Free Delivery -300 0
C747906105 #REORG QUANTUM CORP COM EXCH QUANTUM CORP DSSG COM @1
CORP ACT 8-3-99 2753014 Free Delivery -19400 0
Free Receipt 221 0
Purchase 21500 -454786.08
Sale -3930 92112.74
C747712107 #REORG QUARTERDECK CORP COM EXCH @0.52 CASH MERGER EFF
3-29-99 Free Delivery -3000 0
Sale -3000 1409.95
C753907104 #REORG RASTER GRAPHICS INC COM EXCH 1.2968 CASH MGR
EFF 3-19-99 Sale -1200 1556.16
C754603108 #REORG RAYCHEM CORP COM EXCH TYCO INTL LTD CASH & STK
MERGER SEE #2878569 Free Delivery -2700 0
Purchase 4400 -98444.72
Sale -23000 813241.2
C756422101 #REORG RED BRICK SYS INC COM EXCH INFORMIX CORP @.60
MGR 2420930 Free Delivery -300 0
C759451107 #REORG RELIANCE BANCORP INC COM STKMRGR NORTHFORK BANCORP
COM #2-659587 2-18-00 Sale -1600 60132.07
</TABLE>
Page 29 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C76009V102 #REORG RENT SVC CORP COM EX FOR CASH @29.00CASH MGR EFF
7-29-99 Purchase 2900 -65393.26
Sale -32400 923777.39
C760516104 #REORG REP IND INC COM N/C AUTONATION INC EFF 4-5-99
2-042612 Free Delivery -1100 0
Purchase 900 -14471.1
Sale -400 5444.86
C760759100 #REORG REP SVCS INC CL A COM EXCH REP SVCS COM CORP ACT
6-17-99 2758223 Free Delivery -36800 0
Purchase 36800 -621000
C760719104 #REORG REPUBLIC N.Y CORP COM CASH MERGER@ $72.00 EFF
12-31-99 Purchase 100 -6787.5
Sale -15200 1007933.2
C765689104 #REORG RIDE SNOWBOARD CO COM EXCH K2 INCCOM STK MGR
10-12-99 SEE SEC#2436037 Sale -3000 2298.82
C74960K876 #REORG RJR NABISCO HLDGS CORP COM N/C NABISCO GRP HLDGS
EFF 6-15-99 2598073 Free Delivery -11939.517 0
Purchase 315.913 -9083.09
Sale -44703.468 1286567.18
C770491108 #REORG ROBERTS PHARMACEUTICAL CORP STK MGR SHIRE
PHARMACEUTCL CORP COM 2823566 Sale -8700 165155.29
C771367109 #REORG ROCHESTER GAS & ELEC CORP COM N/CRGS ENERGY CRP
INC 08-02-99 2755391 Free Delivery -13900 0
Purchase 3.594 -99.78
Sale -313.628 9123.64
C771833100 #REORG ROCK BOTTOM RESTAURANTS INC COM EX CASH @10.00
CASH MGR EFF 8-13-99 Sale -100 1000
C772150108 #REORG ROCK FINL CORP MICH COM STKMGR INTUIT #2-424206 @
.579832 EFF 12-08-99 Purchase 100.101 -1644.45
Sale -100.101 1609.13
C775810104 #REORG ROM TECH INC N/C EGAMES INC EFF 3-1-99 SEE 2300472 Free Delivery -1000 0
C775835101 #REORG ROMAC INTL INC COM N/C TO KFORCE.COM INC
2-452638 @ 1 EFF 05-16-00 Purchase 100 -2104.95
Sale -13220 199027.1
C777756206 #REORG ROSES HLDGS INC N/C WEBFINANCIAL CORP EFF 7/9/99 Purchase 200 -4429.95
Sale -200 1919.98
</TABLE>
Page 30 of 257
<TABLE>
<CAPTION>
SCHEDULE OF ACQUISITIONS AND DISPOSITIONS
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C781088109 #REORG RUBBERMAID INC COM EXCH NEWELL RUBBERMAID INC STK
MGR 3-24-99 2652752 Free Delivery -5500 0
Sale -300 9912.16
C785905100 #REORG SABRE GROUP HLDGS INC CL A N/C SABRE HOLDINGS
CORP 7-30-99 SEE #2775355 Free Delivery -500 0
Purchase 500 -35893.1
C786454108 #REORG SAFESKIN CORP COM STK MERGER WITHKIMBERLY CLARK
CORP COM #2-452801 Purchase 7000 -79375.8
Sale -3100 26813.47
C78648R104 #REORG SAFETY KLEEN EX SAFETY KLEEN NEW @ .25 REV SPLT
12-1-98 SEE #2775284 Free Delivery -1000 0
C802012104 #REORG SANTA FE ENERGY RES INC N/C SANTAFE SNYDER CORP EFF
5-5-99 2809134 Free Delivery -1500 0
Purchase 11900 -79994.05
Sale -82200 423386.19
CG7804A251 #REORG SANTANDER FIN PFD STK 7.35 N/C BSCH FIN LTD SER J
7.35 4-30-99 1105143 Free Delivery -200 0
C805898103 #REORG SCANA CORP COM EXCH SCANA CORP NEW 2-811261 MRGR
W/ELECT DFLT 2-10-00 Sale -13600 322467.35
C812007102 #REORG SEAGULL ENERGY CORP COM N/C OCEANENERGY EFF 3-31-99
2-669489 Free Delivery -1000 0
Purchase 1000 -6342.45
C812572105 #REORG SEATTLE FILMWORKS INC COM N/C TO PHOTOWORKS INC STK
#2-728647 EFF 2-01-00 Purchase 3200 -11554.65
Sale -3100 10388.18
C814279105 #REORG SEC 1ST TECHNOLOGIES CORP COMN/C S1 CORP EFF
11-10-99 SEE SEC#2774273 Free Delivery -100 0
Purchase 550 -63326.06
Sale -450 51413.36
C814208104 #REORG SECURITY DYNAMICS TECH INC COM N/C RSA SECURITY
INC SEE#2753740 Free Delivery -500 0
Purchase 70540 -1700550.02
Sale -70540 1275462.67
</TABLE>
Page 31 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C815779103 #REORG SEE Q TECH INC COM EXCH LSI LOGICCORP COM STK MGR
6-22-99 2457503 Free Delivery -1000 0
C883593105 #REORG SENTRON INC COM CASH MERGER @ $15.50 EFF
04-04-2000 Purchase 100 -967.96
Sale -100 937.65
C817338106 #REORG SEQUENT COMPUTER SYS INC COM EXCH@ CASH 18 CASH
MERGER EFF 9-24-99 Purchase 2790 -47512.49
Sale -2790 42271.45
C817567100 #REORG SERVICE EXPERTS INC COM STKMERGERWITH LENOX INTL
#2-472734 @ .67 1-21-00 Purchase 13200 -211992
Sale -16700 287529.88
C825229107 #REORG SHOREWOOD PACKAGING CORP COM CASHMERGER @ $21.00
EFF 03-31-00 Purchase 30240 -534328.11
Sale -30240 497743.26
C784255101 #REORG SI HANDLING SYS INC COM N/C TO PARAGON
TECHNOLOGIES #2-698154 4-05-00 Purchase 400 -5532.77
Sale -400 5669.86
C826425100 #REORG SIERRA PAC RES COM EX SIERRA PWR RES NEW @1.44 MGR
ELEC 7-28-99 #2824625 Sale -500 18113.44
C826912107 #REORG SIGCORP INC COM STK MERGER W/ VECTREN CORP INC
COM #2-887919 3-31-00 Sale -2300 61347
C827094103 #REORG SILKNET SOFTWARE INC COM STKMGR TO KANA COMM COM
#2-824929 EFF 4-18-00 Purchase 600 -23409.9
Sale -500 25819.18
C83087Q104 #REORG SKYTEL COMM INC COM EXCH MCI WORLDCOM INC
STKMGR 10-1-99 SEE2519603 Free Delivery -100 0
Purchase 7510 -128768.89
Sale -7410 142554.07
C784432106 #REORG SM&A CORP COM N/C TO EMERGENT INFO TECH INC
2306099 RT 1.00 EFF 5-4-00 Purchase 600 -4739.37
Sale -100 732.52
C831690102 #REORG SMART MODULAR TECH INC STKMERGER SOLECTRON CORP
#2-828278 EFF 11-30-99 Purchase 28000 -552507.36
Sale -44600 955931.8
</TABLE>
Page 32 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C832914105 #REORG SNYDER COMM REDESIGNATED AS SNC COM EFF 10-25-99
SEE SEC#2827623 Purchase 15200 -507574.33
Sale -45900 1187585.43
C834025108 #REORG SOFTWARE AG SYS INC COM N/C SAGA SYSTEMS INC EFF
5-26-99 2775288 Purchase 1000 -14976.39
Sale -1000 9657.22
C833979206 #REORG SOFTWARE PUBG CORP HLDGS INC COM NEW N/C VIZACOM
INC 8-2-99 SEE #2893336 Purchase 1000 -2669.25
Sale -1000 3207.43
C835415100 #REORG SONAT INC COM EXCH EL PASO ENERGYCORP STKMGR
10-25-99 SEE SEC2301024 Free Delivery -3700 0
Purchase 100 -3475
Sale -700 22605.47
C844436402 #REORG SOUTHLAND CORP NEW N/C 7-ELEVEN INC EFF 4-28-99
2-818472 Sale -1000 1657.49
C847706108 #REORG SPEEDFAM INTL INC COM N/C SPEEDFAM-IPEC INC
4-6-99 2838730 Free Delivery -8800 0
Purchase 21500 -431012.5
Sale -12700 149392.45
C848934105 #REORG SPORTSLINE USA INC N/C SPORTSLINE.COM INC
COM 2838964 11-22-99 Purchase 700 -11229.95
Sale -700 12219.64
C784922106 #REORG SPR INC COM STK MERGER TO LEAPNETINC COM #2-470801
@ 1.085 EFF 05-01-00 Sale -2850 51152.94
C854402104 #REORG STANFORD TELECOM INC COM CASH MERGER @
$34.22/SHR EFF 12-15-99 Purchase 100 -2329.95
Sale -500 9464.44
C855030102 #REORG STAPLES INC COM N/C STAPLES INC (RETAIL &
DELIVERY) #2844553 EFF N/A Free Delivery -15700 0
Free Receipt 6338 0
Purchase 4477 -134831.64
Sale -6400 191884.58
C855905204 #REORG STARWD HOTELS & RESORT N/C STARWD HOTELS &
RESORT WORLDWIDE 2843946 Free Delivery -248.374 0
</TABLE>
Page 33 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C85569R104 #REORG STARWOOD FINL INC N/C TO ISTAR FINL INC #2-408985
@ 1 EFF 05-01-00 Free Receipt 747 0
C859205106 #REORG STERLING COMM INC COM CASH MERGER@ $44.25 EFF
03-24-00 Purchase 1825 -51896.63
Sale -1484 55652.27
C859547101 #REORG STERLING SOFTWARE INC STKMGR TO COMPUTER ASSOC
INTL INC 2-196409 4-7-00 Purchase 3515 -85278.44
Sale -6315 154335.01
C859727109 #REORG STERLING VISION INC COM N/C TO EMERGING VISION
INC COM 2-306037 4-12-00 Sale -1000 4313.6
C861909109 #REORG STORAGE TR RLTY COM EXCH PUBLIC STORAGE INC @.86
MGR 3-12-99 2751072 Free Delivery -202 0
C86605U101 #REORG SUMMIT DESIGN INC COM N/C TO INNOVEDA INC COM
#2-421268 EFF 3-23-00 Purchase 9000 -24457.5
Sale -9000 28979.05
C866930100 #REORG SUNAMERICA INC COM EXCH AMERICA INTL GRP INC COM
@.855 MGR 2016430 Free Delivery -8500 0
Purchase 400 -34290
C866947104 #REORG SUNCOM TELECOMMUNICATIONS INC EXCH VIRTUALSELLER
INC COM 28927187 Free Delivery -1000 0
C867833105 #REORG SUNSHINE MNG & RFNG EX SUNSHINE MNG & RFNG @.125
REV SPLT 8-6-99 2850494 Free Delivery -3000 0
Purchase 1335 -624.11
C867933103 #REORG SUNSTONE HOTEL INVS INC COM STK CASH MERGER RATE
APPROX $10.35 EFF N/A Purchase 1007.112 -7467.28
Sale -1214.605 11037.46
C868316100 #REORG SUPERIOR SVCS INC CASH MERGER EFF@ 27.00/SHARE EFF
11-10-99 Free Delivery -1055 0
Free Receipt 1055 0
Sale -1055 20144.1
C46625F104 #REORG SURGUT NEFTEGAZ ADR N/C SURGUTNEFTEGAZ EFF
9-9-99 SEE #2850796 Purchase 2000 -6617
Sale -5250 43954.27
</TABLE>
Page 34 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C878904101 #REORG TELCO SYS INC COM EXCH WORLD ACCESS INC NEW
.58620 CORP ACT 2945447 Free Delivery -2800 0
C879158103 #REORG TEL-COM WIRELESS CABLE TV N/C TH AVE CHANNEL CORP
EFF 3-19-99 2320424 Purchase 1000 -14029.95
Sale -1000 14094.57
C87924V101 #REORG TELE COMMUN INC SER A TCI GRP COMEXCH AT&T CORP
@.7757 MGR 3-9-99 2000836 Free Delivery -27541 0
Purchase 17200 -774555.1
Sale -10200 549959.46
C87925R109 #REORG TELEBANC FINL CORP COM EXCH E*TRADE GRP INC
#2-856345 STKMGR EFF N/A Free Receipt 200 0
Purchase 4070 -384192.98
Sale -3370 361997.65
C879176105 #REORG TEL-SAVE COM INC N/C TALK COM INCEFF 4-29-99
2-852663 Free Receipt 12700 0
Purchase 32370 -401297.31
Sale -45070 395193.87
C87969R106 #REORG TELTREND INC COM STKMGR W/WESTELLTECH INC CL A COM
2-915597 3-17-00 Sale -200 4341.07
C879788107 #REORG TEMPLATE SFTWR INC COM CASH & STKMGR LVL 8 SYS INC
#2-473557 12-27-99 Sale -2000 9283.42
C88037E101 #REORG TENNECO INC NEW COM EXCH TENNECO AUTOMOTIVE INC
RVSPL EFF N/A SEE#2856576 Free Delivery -5819 0
Purchase 300 -6695.63
Sale -1100 30723.94
C88076P108 #REORG TERA COMPUTER CO COM N/C TO CRAY INC COM #2-221182
@ 1 EFF 04-06-00 Purchase 1000 -6748.71
Sale -500 3428.69
C882848104 #REORG TEXAS UTILS CO COM N/C TO TXU CORP COM #2-851954
EFF 05-17-00 Purchase 4512.97 -181728.08
Sale -4400 190234.41
C88355E105 #REORG THERMEDICS DETENTION INC COM CASHMERGER $8.00 EFF
04-12-00 Sale -220 1814.32
C872469101 #REORG TIG HLDG INC COM EXCH 16.50 CASH MERGER EFF 4-13-99 Sale -12000 167667.98
</TABLE>
Page 35 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C88823T106 #REORG TIREX AMER INC COM N/C TIREX CORPCOM EFF 7-11-97
SEE 28663927 Free Delivery -12892 0
C872534102 #REORG TJ INTL INC COM CASH MERGER @$42.00/SHR EFF
01-20-00 Purchase 1.608 -44.54
C872934104 #REORG TLC LASER CTR INC COM N/C TLC LASER EYE CENTERS
INC #2851693 11-11-99 Purchase 100 -3961.2
Sale -100 4257.4
C872594106 #REORG TNP ENTERPRISES INC COM CASH MERGER @ $44.00
EFF 04-07-00 Purchase 2100 -79480.8
Sale -2100 75746.94
C890530108 #REORG TOP SOURCE TECH INC COM N/C GLOBAL
TECHNOVATIONS #2-351371 12-15-99 Purchase 1000 -1154.95
C89151V101 #REORG TOTAL WORLD TELECOMM INC COM N/C WHITEHALL ENTRISES
INC 2927248 Free Delivery -500 0
C893485102 #REORG TRANSAMERICA CORP COM EXCH AEGON NV STK & CASH MGR
EFF 7-21-99 2002157 Free Delivery -4400 0
Free Receipt 2400 0
Purchase 200 -14475
Sale -700 54629.4
C893817106 #REORG TRANSOCEAN OFFSHORE INC EXCH TRANSOCEAN
OFFSHORE INC NEW 2828058 Free Delivery -550.225 0
Purchase 700.225 -20413.61
Sale -200 5007.38
CG90076103 #REORG TRANSOCEAN OFFSHORE INC N/C TRANSOCEAN SEDCO
FOREX INC #2-828059 Free Receipt 550.51 0
Purchase 33850.001 -937055.28
Sale -1300.225 38670.94
C89388T101 #REORG TRANSPORTATION TECH INDS INC COM CASH MERGER @
$21.50 EFF 03-13-00 Free Receipt 2700 0
Sale -2700 42863.22
C894169101 #REORG TRAVEL SVCS INTL INC COM CASH MERGER @ $26.00
EFF 05-02-00 Purchase 1000 -10059.9
C893939108 #REORG TRAVELERS PPT CAS CORP CL A COM CASH MERGER @
$41.95 EFF 04-20-00 Sale -200 6882.31
</TABLE>
Page 36 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C894650100 #REORG TREDEGAR INDS INC COM N/C TREDEGARCORP EFF
5-20-99 2866813 Purchase 3500 -86367.05
Sale -3500 97630.99
C895835106 #REORG TRIANGLE BANCORP INC COM STKMRGR TO CENTURA BKS INC
COM #2-117738 2-17-00 Purchase 1010.782 -15783
C896187101 #REORG TRIKON TECH INC COM RVSPL TRIKON TECH INC NEW COM
STK #2-868377 EFF N/A Purchase 600 -179.95
C896287109 #REORG TRINET CORP RLTY TR INC COM EXCH STARWOOD EFF
11-04-99 SEE # 2843844 Free Delivery -650 0
C89674L101 #REORG TRISTAR AEROSPACE CO COM EXCH @ CASH 9.5 CASH
MERGER EFF 12-10-99 Sale -4800 36971.96
C872879101 #REORG TSI INTL SOFTWARE LTD COM N/C TO MERCATOR SOFTWARE
INC 2-558176 3-29-00 Free Receipt 8750 0
Purchase 1950 -88446.35
Sale -27410 903603.58
C911843209 #REORG U.S FILTER CORP COM (NEW) EXCH @31.50 CASH MGR
EFF 4-29-99 Free Delivery -470 0
Sale -59795 1823323.41
C903469104 #REORG UBID INC COM STK MERGER TO CMGI INC #2-096805 @
.2628 EFF 04-28-00 Free Receipt 70 0
Purchase 204 -17866.13
Sale -64 4723.07
C905530101 #REORG UN CAMP CORP EXCH INTL PAPER CO @1.48520 STK MGR
EFF 4-30-99 2423444 Free Delivery -2500 0
Sale -200 13787.03
C904763109 #REORG UNILAB CORP COM NEW EXCH @ CASH 5.85 CASH MERGER
EFF 11-24-99 Sale -24100 131841.31
C909149106 #REORG UNIPHASE CORP N/C JDS UNIPHASE CORP EFF 7-6-99
SEE 2-427106 Free Delivery -896 0
Purchase 1466 -152770.52
Sale -770 88503.53
C910581107 #REORG UNITED HEALTHCARE CORP COM N/C TOUNITEDHEALTH GROUP
INC #2-883755 4-20-00 Purchase 20300 -947242.54
Sale -41700 1979847.44
</TABLE>
Page 37 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C903192102 #REORG UNUM CORP COM N/C UNUMPROVIDENT CORP COM EFF
6-30-99 2884480 Free Delivery -4900 0
Purchase 200 -11562.5
Sale -700 36567.51
C90331R101 #REORG US FOODSERVICE COM STK CASH MERGER @ $26.00
EFF 04-12-00 Free Delivery -100 0
Free Receipt 24370 0
Purchase 25410 -1123292.79
Sale -28670 1140134.17
C90328S104 #REORG USA TECH EX USA TECH NEW @ 0.10 REV SPLT 6-7-99
SEE #2878671 Free Delivery -10000 0
Sale -10000 3162.92
C902900109 #REORG UST CORP COM CASH MERGER @ $32/SHR EFF
01-11-00 Purchase 14340 -344319.25
Sale -14340 435231.95
C917327108 #REORG USWEB CORP COM STK MERGER WITH WHITTMAN-HART INC
COM #2-929792 3-01-00 Purchase 30000 -859303.21
Sale -6000 211242.15
C910734102 #REORG UTD INTL HLDGS INC N/C UNITEDGLOBAL COM
EFF 7-23-99 SEE 2883764 Free Delivery -13900 0
Purchase 13690 -576423.52
Sale -43490 2122949.2
C911300200 #REORG UTD PAN-EUROPE COMM N V RECLASS ADR PAN EUR CL A
8-26-99 SEE #2882106 Purchase 100 -4355.75
C918193103 #REORG V BAND CORP COM EXCH @0.27 CASH MERGER EFF 6-21-99 Sale -600 162
C922091103 #REORG VANTIVE CORP COM STK MERGER PEOPLESOFT INC COM
#2-707364 FFF N/A Purchase 2200 -28893.59
C922204102 #REORG VARIAN ASSOC INC COM N/C VARIAN MEDICAL SYSTEMS
EFF 4-5-99 2-887872 Free Delivery -200 0
Purchase 200 -7792.45
C922248109 #REORG VARLEN CORP COM EXCH @ CASH 42 CASH MERGER EFF
8-16-99 Purchase 500 -11134.64
Sale -5125 189605.33
C926918103 #REORG VIDEO SERVER INC N/C EZENIA INC #2-313316 PER N/C
EFF 11-23-99 Purchase 1000 -7089.82
Sale -1000 7469.8
</TABLE>
Page 38 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C927186106 #REORG VIMRX PHARMACEUTICALS INC COM N/CNEXELL
THERAPEUTICS EFF 5-26-99 2653361 Free Delivery -1700 0
Purchase 1700 -2666.1
C92719B104 #REORG VINCAM GROUP INC COM EXCH AUTOMATIC DATA
PROCESSING MGR 2042420 Free Delivery -22000 0
Sale -2400 40498.65
C927914101 #REORG VISIO CORP COM STK MERGER WITH MICROSOFT CORP
2-569279 @ .45 1-07-00 Purchase 17700 -491695.11
Sale -33700 946257.39
C918270109 #REORG VLSI TECH INC COM EXCH 21 CASH MERGER EFF 6-17-99 Purchase 20300 -249862.5
Sale -44750 796952.85
C931154108 #REORG WALBRO CORP COM EXCH @20 CASH MERGER EFF 6-16-99 Sale -100 1961
C254687106 #REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK SEE SEC#
2279467 EFF N/A Free Delivery -93100 0
Purchase 51808 -1608135.42
Sale -39412.394 1166136.19
C93369N109 #REORG WANG LABS INC COM NEW EXCH @29.25CASH MERGER EFF
6-25-99 Sale -100 2886
C934900101 #REORG WARP 10 TECH INC COM N/C TO BRANDERA.COM INC
#2-085541 EFF 01-19-00 Sale -500 751.27
C942486101 #REORG WATKINS JOHNSON CO COM CASH MERGER @
$41.125/SHR EFF 01-31-2000 Purchase 1600 -40532
Sale -1600 60375.58
C943567107 #REORG WAVEPHORE INC COM N/C WAVO CORP COM EFF 6-14-99
2-907585 Free Delivery -2100 0
Purchase 4630 -41238.78
Sale -3680 28685.57
C957683105 #REORG WESTERN BANCORP COM STK EXCH US BANCORP STKMGR
2-952479 11-15-99 Sale -1000 31728.94
C966680407 #REORG WHITTAKER CORP COM PAR $0.01 EX @$28 PER CASH MGR
EFF 7-19-99 Sale -100 1701.24
C966834103 #REORG WHITTMAN HART INC COM N/C TO MARCHFIRST INC COM
#2-529855 EFF 3-23-00 Purchase 13050 -354311.73
Sale -23550 562176.53
</TABLE>
Page 39 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C929253102 #REORG WICOR INC COM ELECTION DEFAULT @ $31.50 EFF 04-26-00 Sale -5600 120265.23
C971426101 #REORG WILMAR INDS INC COM CASH MERGER @$18.25 EFF 05-16-00 Sale -300 6494.83
C973411101 #REORG WINDMERE CORP COM N/C TO APPLICA INC #2-023360 @ 1
EFF 05-09-00 Purchase 2000 -19497.41
Sale -2500 24659.32
C97652H109 #REORG WIRELESS 1 INC COM EXCH @ CASH 1.1319248 (PLAN OF
BANKRUPTCY) 12-10-99 Purchase 500 -1277.35
Sale -3000 9004.88
C981443104 #REORG WORLD COLOR PRESS INC DEL COMEXCHQUEBECOR EFF
10-8-99 SEE2753233 Sale -11100 395273.35
C983907106 #REORG XOMA CORP COM EXCH FOR XOMA CORP DEL CORP ACT EFF
1-4-99 2946555 Free Delivery -5000 0
C98412V107 #REORG XOMED SURGICAL PRODS INC COM EXCHMEDTRONIC INC COM
STKMGR 11-5-99 2548850 Purchase 200 -11504.95
Sale -200 11769.65
C984151100 #REORG XYLAN CORP COM EXCH @37 CASH MERGER EFF 4-27-99 Sale -300 8144.77
C989913108 #REORG ZITEL CORP COM N/C TO FORTEL INC #2-326991 @ 1 EFF
05-08-00 Purchase 1000 -2779.95
Sale -1500 4768.03
C989929104 #REORG ZOMAX OPTICAL MEDIA INC N/C ZOMAXINC EFF 5-3-99
2-950479 Purchase 190 -5492.45
Sale -190 4967.32
C81114T208 #REORG/SCUDDER EQTY TR VALUE FD EXCH FORVALUE EQTY TR
SCUDDER 6-11-98 2-886226 Sale -342.699 8183.65
C761763101 #REYNOLDS METALS CO COM STK MERGER TO ALCOA INC COM
#2-008393 EFF 5-03-00 Purchase 23900 -1150560.91
Sale -24600 1522334.01
C763408101 #RICHFOOD HLDGS INC COM/SUPERVALUE EFF 8-31-99 SEC#2850804 Purchase 200 -2665.84
Sale -200 3620.3
C438579203 #ROERG ADR HONG KONG TELECOMM LTD N/C ADR CABLE &
WIRELESS HKT 7-20-99 2096587 Free Delivery -116 0
Purchase 4300 -73685.25
Sale -4707 82074.42
</TABLE>
Page 40 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C000005637 &&& PARTICIPANT LOANS OUTSTANDING Purchase 5257700 -5257700
Sale -6629840.65 6629840.65
C999954274 &&& UAL - LOAN ASSET Purchase 219609169 -219609169
Sale -219673428 219673428
C999953920 &&& UAL - LOAN PRIN. ONLY (PAYABLE) Purchase 2 0
C999959943 &&&EQUITY FUTURES OFFSET - LONG Free Delivery -2265 0
Free Receipt 2275 0
S6881436 *** TELECOM CORP OF NEW ZEAL Purchase 43200 -201705.36
C68243Q106 1 800 FLOWERS COM INC CL A COM STK Purchase 550 -10479.95
Sale -550 10694.69
C682411103 1 PRICE CLOTHING STORES INC COM Sale -1000 5094.87
C084670991 1/10 BERKSHIRE HATHAWAY INC DEL CL A COMSTK Purchase 40 -265809.4
Sale -50 337510.28
C681977104 1-800 CONTACTS INC COM Purchase 1000 -18029.96
Sale -1000 17406.96
N 1998 DEC S&P 400 MIDCAP STK INDX FUTURE (CME) LONG Free Delivery -59 0
C999512GH3 1998 DECEMBER S&P FUT LONG Free Delivery -176 0
Free Receipt 10 0
C999599GH0 1999 JUNE S&P FUTURE (CME) Free Delivery -473 0
Free Receipt 473 0
Free Delivery -48 0
Free Receipt 48 0
C777999004 1999 MAR S&P 500 INDEX FUT LONG Free Delivery -533 0
Free Receipt 488 0
C999599GH0 1999 MARCH S&P MIDCAP (LONG) Free Delivery -54 0
Free Receipt 54 0
S2329093 1ST CHGO MASTER TR FLTG RATE ABS DUE 04-15-2003 BEO Purchase 1000000 -999648.44
C320966104 1ST MIRACLE GROUP INC COM Purchase 30000 -1589.1
C901314104 24 / 7 MEDIA INC COM STK Purchase 150 -6984.9
Sale -150 6477.37
</TABLE>
Page 41 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C88553X103 3DFX INTERACTIVE INC COM Purchase 29415 -583487.99
Sale -29100 362339.42
C88553W105 3DO CO COM Purchase 200 -1379.95
Sale -700 3744.93
C885793109 3DSHOPPING COM Free Receipt 22000 0
Purchase 1000 -6904.95
C350865101 4 KIDS ENTMT INC COM Free Receipt 500 0
Purchase 1110 -57305.1
Sale -1500 61695.55
C316773100 5TH 3RD BANCORP COM Purchase 1600 -114387.66
Sale -9500 673816.37
C817917107 7 SEAS PETE INC COM Sale -500 3657.42
S6804165 77TH BANK JPY50 Purchase 30000 -324397.34
C282912104 8X8 INC COM Purchase 12600 -169870
Sale -12600 131247.27
C65440K106 99 CENTS ONLY STORES COM Purchase 6000 -275307.45
Sale -40485 1715649.48
C001963107 A S V INC COM Sale -50 895.01
S204197U A T & T CAP CORP MEDIUM TERM NTS-BOOK ENTRY 6.875 DUE
01-16-2001 BEO Purchase 1000000 -1005450
C000361105 AAR CORP COM Purchase 3100 -66540.05
Sale -43400 654740.66
C002535201 AARON RENTS INC CL B Purchase 1900 -35306.75
S5661190 ABB LTD CHF10(RG) Free Receipt 1458.9 0
Sale -0.9 83.6
S5702259 ABB LTD COMM STK Free Delivery -3854 0
Free Receipt 4717.93 0
Sale -0.93 91.03
S0004455 ABBEY NATIONAL ORD GBP0.10 Sale -1000 20064.53
C002824100 ABBOTT LAB COM Purchase 4301.413 -190175.31
Sale -10899.01 510197.17
</TABLE>
Page 42 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C002896207 ABERCROMBIE & FITCH CO CL A Free Receipt 3100 0
Purchase 27450 -773949.26
Sale -63450 3478023.74
C003712304 ABLE TELCOM HLDG CORP COM NEW Purchase 2800 -28740.25
Sale -2800 26971.33
S5756074 ABN AMRO HLDGS NLG1.25(STK DIV-10/9/99) Free Receipt 36344 0
Sale -36344 -9667.99
S5636198 ABN-AMRO HLDGS NV NLG1.25 (STK-DIV 28/5/1999) Free Receipt 21122 0
Sale -21122 -4933.95
S5250769 ABN-AMRO HLDGS NV NLG1.25 Free Receipt 15780 0
Purchase 18604 -434388.13
C003881109 ACACIA RESH CORP COM Sale -1000 17359.7
C00431N108 ACCESS PWR INC COM Purchase 3000 -2662.94
Sale -3000 2856.11
C004325205 ACCLAIM ENTMT INC COM PAR $0.02 Purchase 10300 -108609.18
Sale -11300 97472.01
S4112321 ACCOR EUR15 Free Receipt 2220 0
Sale -1020 251133.74
CG0070K103 ACE LTD ORD SH COM Purchase 25800 -774526.58
Sale -25200 597724.05
C004631107 ACME COMMUNICATIONS INC COM STK Purchase 10500 -294942.29
C004833109 ACNIELSEN CORP COM STKZ Purchase 64570 -1773886
Sale -52270 1190971.32
C000973107 ACT MFG INC COM Purchase 200 -4629.95
C000975102 ACT NETWORKS INC COM Purchase 500 -6967.45
Sale -500 7501.04
C004934105 ACTEL CORP COM Purchase 15500 -300986.7
Sale -15500 198346.15
C00504P105 ACTIVE APPAREL GROUP INC COM Purchase 1000 -19029.96
Sale -1000 5719.84
</TABLE>
Page 43 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C004930202 ACTIVISION INC NEW COM NEW Purchase 10700 -159189.2
Sale -2700 34714.09
C005113105 ACUSON COM Sale -100 1234.6
C005125109 ACXIOM CORP COM Purchase 36300 -981505.7
Sale -36300 669160.62
C006228100 ADAMS GOLF INC COM Purchase 500 -2342.45
C00651F108 ADAPTEC INC COM Purchase 24040 -825578.77
Sale -68640 1976920.06
C00650M104 ADAPTIVE BROADBAND CORP COM Purchase 400 -16229.95
Sale -400 14844.55
C000886101 ADC TELECOMMUNICATIONS INC COM Free Receipt 22 0
Purchase 17106 -804413.91
Sale -1928 76803.72
C00089C107 ADE CORP MASS COM Sale -1000 8782.24
S5683097 ADECCO SA CHF10(REGD) Free Receipt 351 0
Purchase 170 -98606.1
C006847107 ADELPHIA BUSINESS SOLUTIONS INC CL A Free Receipt 28384 0
C006848105 ADELPHIA COMMUNICATIONS CORP CL A Purchase 7090 -356711.23
Sale -25150 1616975.3
S208548U ADELPHIA COMMUNICATIONS CORP SR NT 7.875DUE 05-01-2009 BEO Purchase 12000 -10980
S2527712 ADELPHIA COMMUNICATIONS CORP SR NT 9.375DUE 11-15-2009 BEO Purchase 76000 -75395.04
C007094105 ADMINISTAFF INC COM Purchase 100 -1429.95
C00724F101 ADOBE SYS INC COM Free Receipt 2135 0
Purchase 14385 -688533.62
Sale -50550 3087363.79
C000937102 ADR ABN AMRO HLDG N V Purchase 200 -4267.46
Sale -500 10064.75
C013904305 ADR ALCATEL ALSTHOM ISIN #US0139043055 Purchase 10200 -235153.84
Sale -10395 237959.1
S2249384 ADR ALSTOM S A Free Delivery -6015 0
Sale -1700 50151.04
</TABLE>
Page 44 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C037376308 ADR AO MOSENERGO SPONSORED ADR Purchase 1000 -2206
Sale -3879 13467.4
C04516V209 ADR ASIA PULP & PAPER LTD SPONSORED ADR REPSTG WT EXP
7-27-2000 Free Delivery -80 0
Free Receipt 280 0
C04516V100 ADR ASIA PULP & PAPER LTD SPONSORED ADR Purchase 1700 -16839.92
Sale -1400 10589.74
C046298105 ADR ASTRA AB SPONSORED ADR REPSTG A SH Free Delivery -8600 0
Purchase 8600 -193408.84
C046353108 ADR ASTRAZENECA PLC SPONSORED ADR Free Receipt 22838.7 0
Purchase 12400 -480902.21
Sale -5038.7 188965.15
S2073646 ADR BANCO DE GALICIA S.A Purchase 390.31 0
Sale -0.31 5.9
C059591107 ADR BANCO FRANCES DEL RIO DE LA PLATA S A Purchase 400 -7929.95
Sale -500 9870.21
C05964H105 ADR BANCO SANTANDER CENT HISPANO S A Free Receipt 6854 0
Sale -608 6490.87
C059651109 ADR BANCO WIESE SPONSORED ADR ISIN #US0596511099 Sale -100 176.29
C069904209 ADR BASS PUB LTD CO SPONSORED Purchase 868 -11064.43
C065379109 ADR BNK TOKYO MITSUBISHI LTD SPONSORED Purchase 1700 -25023.32
Sale -1500 21433.67
C055622104 ADR BP AMOCO P L C SPONSORED ADR Free Receipt 31927.32 0
Purchase 943 -102617.11
Sale -32470.32 3111857.04
C110419306 ADR BRIT AIRW PLC A.D.R. 2ND INSTMT Sale -100 6156.54
C125918102 ADR C P POKPHAND LTD SPONSORED ADR ISIN #US1259181022 Purchase 2000 -1228.41
Sale -1600 1010.1
C126828102 ADR CABLE & WIRELESS HKT SPONSORED ADR Free Receipt 118 0
Sale -14 301.36
</TABLE>
Page 45 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C126830207 ADR CABLE & WIRELESS PUB LTD CO SPONSORED Purchase 300 -11753.65
Sale -1583 58237.37
C148906308 ADR CATHAY PAC AWYS LTD SPONSORED ADR Purchase 500 -4404.95
S2254463 ADR CBT GROUP PUB LTD SPONSORED NEW Purchase 1200 -19800
S2192745 ADR CENTRAIS ELECTRICAS BRASILEIRAS S A SPONSORED ADR
REPSTG 50 PFD CL B Sale -22000 167744.4
S2254344 ADR CENTRAIS GERADORAS DO SUL DO BRASIL S A ISIN
#US15235B3087 Sale -2200 7287.25
C16133R106 ADR CHARTERED SEMICONDUCTOR MFG LTD ADR Purchase 15700 -425778.56
Sale -15700 700246.84
C169409109 ADR CHINA SOUTHN AIRLS LTD 50 SHS CL H ISIN US1694091091 Sale -1000 6349.37
C196877104 ADR COLT TELECOM GROUP PLC Purchase 1200 -78636
Sale -1200 72386.57
C20440T201 ADR COMPANHIA BRASILEIRA DE DISTRIBUICAOSPONSORED REPSTG
PFD Purchase 300 -5129.95
Sale -300 5688.6
S2208783 ADR COMPANHIA CERVEJARIA BRAHMA Purchase 10000 -120547.3
S2217596 ADR COMPANIA CERVECERIAS UNIDAS S A SPONSORED ADR Sale -821 20780.1
C210306106 ADR CONSORCIO G GRUPO DINA Sale -200 210.99
C218514206 ADR CORDIANT COMMUNICATIONS GROUP PLC NEW Purchase 270 -3420.74
Sale -270 3986.16
C22087M101 ADR CORUS GROUP PLC SPONSORED ADR Free Receipt 600 0
C236277109 ADR DANKA BUSINESS SYS PLC SPONSORED Purchase 2000 -10221.49
Sale -2000 9707.94
C240253302 ADR DE BEERS CONS MINES LTD A.D.R. FOR DEFD SH Purchase 23400 -359113.51
Sale -69700 1821283.68
C251566105 ADR DEUTSCHE TELEKOM AG ISIN # US2515661054 Purchase 300 -11354.05
Sale -300 12111.72
C25243Q205 ADR DIAGEO PLC SPONSORED Sale -86 3915.16
</TABLE>
Page 46 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C264066101 ADR DUCATI MTR HLDGS SPA SPONSORED ADR REPSTG 10 SHS Purchase 150 -4578.65
Sale -50 1360.63
C284131208 ADR ELAN PLC Free Receipt 1000 0
Purchase 62100 -1936875.73
Sale -2000 56863
S2819817 ADR ELF AQUITAINE SPONSORED Free Delivery -4530 0
Purchase 900 -46156.5
Sale -3100 218088.9
C292448107 ADR EMPRESAS ICA SOCIEDAD CONTROLADORA SA DE C V SPONSORED
REPSTG ORD CTF COM Purchase 4670 -21738.85
C294409107 ADR EQUANT N V SHS-N Y REGISTRY Purchase 75 -6029.95
Sale -75 6222.97
S2319931 ADR ERICSSON L.M TEL CO CL B SER 10 NEW Purchase 3314 -90499.06
Sale -19914 539546.69
C29665F200 ADR ESPIRITO SANTO FINL HLDG S A ISIN #US29665F2002 Purchase 100 -1642.45
Sale -1300 22441.93
C339324402 ADR FLETCHER CHALLENGE LTD FOREST Purchase 2100 -9614.95
Sale -2100 8734.75
C339325102 ADR FLETCHER CHALLENGE PAPER DIV SPONSORED Sale -100 751.27
C37733W105 ADR GLAXO WELLCOME PLC SPONSORED ADR Purchase 735 -45238.31
Sale -1500 96862.29
C38059T106 ADR GOLD FIELDS LTD NEW SPONSORED ADR Free Receipt 3000 0
S2308984 ADR GRUMA S A DE C V SPONSORED ADR REPSTG CL B Purchase 33 0
Sale -2063 8600.98
C400488409 ADR GRUPO INDL MASECA S.A DE C.V NEW Sale -1000 9969.71
S2399450 ADR GRUPO TELEVISA SA DE CV REP ORD PARTN CTF Sale -3100 83946.88
S2385824 ADR GUCCI GROUP N V SHS-N Y REGISTRY Purchase 797 -57068.33
Sale -531 42772.09
C413216300 ADR HARMONY GOLD MNG LTD Purchase 11000 -57704.85
Sale -10000 49447.93
S2303730 ADR HELLENIC TELECOMMUNICATIONS ORGANIZATION S A
SPONSORED ADR Free Receipt 10000 0
Purchase 26800 -287410
Sale -3000 43634.44
</TABLE>
Page 47 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C433578507 ADR HITACHI LTD A.D.R. FOR 10 COM Sale -237 26942.71
C438128308 ADR HONDA MOTOR CO. LTD AMER DEPOSITARY SHARES
REPRESENTING 10 SHARES OF COMMON Purchase 100 -8244.06
Sale -100 8980.63
C438550303 ADR HONG KONG & CHINA GAS LTD Free Receipt 330 0
S2489395 ADR ICICI LTD SPONSORED ADR Purchase 3980 -41765.58
C452360100 ADR ILOG S A SPONSORED ADR Purchase 400 -2354.95
Sale -400 2044.98
C452704505 ADR IMPERIAL CHEM IND PLC NEW Sale -19400 693699.62
C45384X108 ADR INDPT ENERGY HLDGS PLC SPONSORED ADR Purchase 29800 -486829.95
Sale -10500 230718.42
S2459075 ADR INDUSTRIE NATUZZI S P A ADR Sale -572 10624.54
C45766J107 ADR INSIGNIA SOLUTIONS PLC SPONSORED Purchase 189640 -729986.39
Sale -1000 5126.07
C46206P109 ADR IONA TECHNOLOGIES PLC Purchase 1000 -18279.95
C46600V108 ADR IXOS SOFTWARE AG SPONSORED ADR REPSTG BR SH COM Sale -100 4969.88
C482516309 ADR KLM ROYAL DUTCH AIRLS COM N Y REG NEW Free Receipt 52905 0
C500467303 ADR KONINKLIJKE AHOLD NV NEW Free Receipt 4 0
Purchase 27 -1012.08
Sale -237 8018.93
C500472204 ADR KONINKLIJKE PHILIPS ELECTRS N V SPONSORED ADR NEW Free Delivery -31 0
S2425720 ADR KONINKLIJKE PHILIPS ELECTRS N V SPONSORED ADR NEW Free Receipt 40695 0
C500472204 ADR KONINKLIJKE PHILIPS ELECTRS N V SPONSORED ADR NEW Purchase 201 -22763.64
S2425720 ADR KONINKLIJKE PHILIPS ELECTRS N V SPONSORED ADR NEW Sale -24377 2446486.14
S2480495 ADR KOREA ELEC PWR CO SPONSORED Purchase 9500 -114000
Sale -1800 37389.97
</TABLE>
Page 48 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S2419875 ADR KOREA TELECOM SPONSORED ADR ISIN US50063P1030 Purchase 3600 -112282.22
Sale -1600 54964.14
C502441207 ADR LVMH MOET HENNESSEY LOUIS VUITTON Free Receipt 1 0
Purchase 17 -1008.51
Sale -18 1032.01
C576879209 ADR MATSUSHITA ELEC INDL CO LTD A.D.R. FOR DOLLAR
VALIDATED COM Sale -2400 453002.38
C594836306 ADR MICRO FOCUS GROUP PLC SPONSORED ADR Sale -275 2410.04
C641069406 ADR NESTLE SA SPONSORED REPSTG REG SH Sale -150 13694.59
C652487703 ADR NEWS CORP LTD ADR NEW Purchase 100 -3529.95
Sale -100 3419.93
C652487802 ADR NEWS CORP LTD SPONSORED ADR REPSTG PFD LTD Purchase 4000 -97833.6
Sale -12000 369020.16
C653656108 ADR NICE SYS LTD Purchase 400 -18554.95
Sale -400 16919.48
C654624105 ADR NIPPON TELEG & TEL CORP Purchase 4100 -257408.59
Sale -4100 267965.65
S2640534 ADR NISSAN MTR LTD SPONSORED Sale -1000 11499.61
C654902204 ADR NOKIA CORP SPONSORED FINLAND Free Delivery -600 0
Free Receipt 74627 0
Purchase 46639 -4990170.34
Sale -157070 16868333.2
C66987V109 ADR NOVARTIS AG SPONSORED ADR ISIN #US66987V1098 Purchase 100 -7294.06
S2537432 ADR OIL CO LUKOIL Sale -380 11026.72
C69364L207 ADR P T INTI INDORAYON UTAMA SPONSORED ADR Free Receipt 284 0
C715680104 ADR PERUSAHAAN PERSEROAN PERSERO INDONESIAN
SATELLITE CORP SPONSORED Purchase 2400 -41218.87
Sale -6500 104308.55
C716597109 ADR PETRO GEO SERVICES Purchase 7760 -130383.24
Sale -34600 509797.07
</TABLE>
Page 49 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S2685654 ADR PHILIPPINE LONG DISTANCE TEL CO Sale -24200 669862.21
S2692795 ADR POHANG IRON & STL LTD SPON ADR REPR 1/4 ORD Purchase 13100 -381393.54
Sale -900 34447.64
C737273102 ADR PORTUGAL TELECOM Purchase 200 -9342.45
C740536107 ADR PREMIER OIL PLC SPONSORED ADR Sale -200 485.98
C69365Q106 ADR PT PASIFIK SATELIT NUSAN Purchase 800 -6429.95
C715684106 ADR PT TELEKOMUNIKASI INDONESIA SPONSORED Free Receipt 256 0
Sale -3000 32783.95
S2731803 ADR REPSOL SA SPONSORED Free Receipt 17000 0
Purchase 1200 -24567.6
Sale -8200 137037.46
C767204100 ADR RIO TINTO PLC Sale -5700 320057.35
C803054204 ADR SAP AKTIENGESELLSCHAFT Purchase 600 -19492.45
Sale -700 23220.57
C803866300 ADR SASOL LTD SPONSORED ADR Purchase 1000 -4029.95
Sale -2000 12689.57
C822703609 ADR SHELL TRANS & TRADING PLC NY SH NEW Purchase 100 -3562
Sale -156 6424.33
C832378301 ADR SMITHKLINE BEECHAM P L C REPSTG ORD Purchase 1430 -94102.25
Sale -1610 107418.82
S2821481 ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED
COM BKD BY 1 SH COM Purchase 230 -20999.26
C835699307 ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED
COM BKD BY 1 SH COM Sale -9255 1241701.99
C861012102 ADR STMICROELECTRONICS N V SHS-N Y REGISTRY Purchase 180 -12439.9
S2113382 ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003 Purchase 13921 -202639.21
C879242105 ADR TELE DANMARK A/S SPONSORED ADR REPSTG CL B SHS Free Receipt 20 0
Purchase 20 -1043.7
S2881612 ADR TELE DE MEX SA CV L RPSTG SH ORD L Purchase 1570 -125153.75
Sale -1467 97976.74
</TABLE>
Page 50 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C879246106 ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR
REPSTG PFD Purchase 1000 -15529.95
S2878829 ADR TELECOM ARGENTIAN STET FRANCE TELECOM S A Sale -11800 328886.51
C879273209 ADR TELECOM ARGENTINA STET FRANCE TELECOM S A Sale -200 5407.36
S2882767 ADR TELECOMMUNICACOES BRASILEIRAS SA SPONSORED Free Receipt 3680 0
Sale -3680 57.41
S2279477 ADR TELECOMUNICACOES BRASILEIRAS S A SPONSORED ADR
REPSTG ADR FOR PFD Purchase 2102 -175645.38
Sale -840 55333.98
C879384105 ADR TELEFONICA DEL Sale -2000 27325.23
C87956P105 ADR TELEWEST COMMUNICATIONS NEW PLC SPONSORED ADR Purchase 200 -8017.65
Sale -200 9369.73
C881624209 ADR TEVA PHARMACEUTICAL INDS LTD ADR ISIN #US8816242098 Purchase 2400 -115470.27
Sale -3400 160219.65
C888742103 ADR TNT POST GROUP N V SPONSORD ADR Free Receipt 1 0
Purchase 200 -7027.13
S2259457 ADR TNT POST GROUP N V SPONSORD ADR Sale -4522 165426.97
C896682101 ADR TRINTECH GROUP PLC SPONSORED Purchase 10000 -115500
Sale -10000 136870.43
S2089074 ADR TV AZTECA S A DE C V ISIN US9011451021 Sale -1200 5105.46
C904784709 ADR UNILEVER N V NY SHS NEW Free Receipt 30535.71 0
Purchase 500 -35843.75
Sale -5678.71 351077.73
C92765K107 ADR VIRGIN EXPRESS HLDGS Purchase 1000 -9436.21
Sale -1000 9219.74
S2985945 ADR YPF SOCIEDAD ANONIMA SPONSORED REPSTG CL D SHS Purchase 500 -13770.1
Sale -11233 477028.03
C989597109 ADR ZINDART LTD SPONSORED Sale -500 3813.66
C00738A106 ADTRAN INC COM Purchase 9000 -222545.7
Sale -9000 309580.58
</TABLE>
Page 51 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C007491103 ADVANCE PARADIGM INC COM Purchase 10370 -559965.2
Sale -1000 61442.99
C007525108 ADVANCED DIGITAL INFORMATION CORP COM Purchase 600 -16904.95
Sale -2600 57295.5
C007973100 ADVANCED ENERGY INDS INC COM Purchase 23860 -457807.91
Sale -23860 670563
C00758C107 ADVANCED ENGINE TECHNOLOGIES INC COM Purchase 100 -1342.45
C00754A105 ADVANCED FIBRE COMMUNICATIONS INC COM Purchase 33405 -422123.81
Sale -20940 386307.77
C007903107 ADVANCED MICRO DEVICES INC COM Purchase 56664 -1251303.9
Sale -32244 618452.3
C00754U101 ADVANCED RADIO TELECOM CORP COM Purchase 1900 -21762.55
Sale -1500 18509.51
C00755F103 ADVANCED TISSUE SCIENCES INC COM Purchase 4400 -15737.4
Sale -3100 9808.53
C007942105 ADVANTA CORP Purchase 5400 -75370.5
Sale -5400 108563.37
C00757K100 ADVANTAGE LEARNING SYS INC COM Purchase 9400 -226731.98
Sale -11400 415991.16
S6870490 ADVANTEST JPY50 Purchase 3300 -248072.81
Sale -1500 191778.12
C00758B109 ADVANTICA RESTAURANT GROUP INC COM Purchase 250 -1453.65
Sale -250 524.71
C007974108 ADVENT SOFTWARE INC COM STK Free Receipt 3910 0
Purchase 11770 -732354.56
Sale -850 59274.32
C007566102 ADVEST GROUP INC COM Purchase 1900 -37325.5
Sale -1900 44712.62
C00760B105 AEGIS COMMUNICATIONS GROUP INC COM Purchase 2500 -2230.55
Sale -3500 3413.35
</TABLE>
Page 52 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C007924103 AEGON N V ORD AMER REG Free Receipt 3159.77 0
Sale -3159.77 327990.54
S5752607 AEGON NV NLG0.50(STK DIV 30/9/99) Free Receipt 11546 0
Sale -11546 -5893.95
S5640984 AEGON NV NLG0.50(STK-DIV 26/5/99) Free Receipt 7146 0
Sale -7146 0
S5462304 AEGON NV NLG0.50 Free Receipt 7146 0
Purchase 5968 -464267.56
C007655103 AERIAL COMMUNICATIONS INC COM Purchase 7000 -107459.8
Sale -7000 185343.31
C00130H105 AES CORP COM Purchase 1400 -69706.04
Sale -1000 47010.91
S2428699 AES CORP SR NT 9.5 DUE 06-01-2009 BEO Purchase 92000 -91703.8
C00808V105 AETHER SYSTEMS INC COM Purchase 5600 -89600
Sale -5600 282056.15
C008117103 AETNA INC COM STK Free Delivery -13600 0
Free Receipt 13600 0
Purchase 14200 -1119172.1
Sale -1200 97848.01
C008190100 AFFILIATED COMPUTER SVCS INC CL A COM Purchase 3050 -142269.79
Sale -16300 721563.87
C008252108 AFFILIATED MANAGERS GROUP INC COM STK Sale -3600 105899.46
C00826M103 AFFINITY TECH GROUP INC COM Purchase 2000 -7544.35
Sale -2000 3502.37
C00826T108 AFFYMETRIX INC OC-CAP STK Purchase 240 -9569.95
Sale -240 9419.73
C001055102 AFLAC INC COM Free Delivery -4200 0
Free Receipt 4200 0
Purchase 13900.497 -684371.9
Sale -400 17938.14
C008363103 AG-CHEM EQUIP INC COM Purchase 3799 -42063.89
Sale -3799 54051.57
</TABLE>
Page 53 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C001084102 AGCO CORP COM Purchase 19200 -144576
Sale -20200 229537.74
C00846U101 AGILENT TECHNOLOGIES INC COM Purchase 875 -40184.63
C001204106 AGL RES INC COM Purchase 521.567 -11159.29
Sale -6900 130951.03
C008494106 AGRIBIOTECH INC NEW COM Sale -800 6471.12
C00849R105 AGRIBRANDS INTL INC COM Sale -2708 73729.7
C001296102 AHL SVCS INC COM Sale -1100 33870.62
S5757163 AHOLD (KON) NV NLG0.50(STK DIV 30/9/99) Free Receipt 3079 0
Sale -3079 0
S5648836 AHOLD (KON) NV NLG0.50(STK DIV-30/6/99) Free Receipt 4839 0
Sale -4839 0
S5252602 AHOLD (KON) NV NLG0.50 Free Receipt 5499 0
Sale -5499 187658.85
C00130R103 AHT CORP COM Free Receipt 2400 0
S6019419 AIFUL CORP JPY50 Free Receipt 300 0
Purchase 2550 -290951.69
Sale -400 75767.13
C008911307 AIR CDA INC CL A NON VTG CL A NON VTG COM STK ISIN#
CA0089113074 Purchase 5080 -29529.9
Sale -1500 9002.29
S4011406 AIR LIQUIDE (L') EUR11 Free Receipt 2125 0
Purchase 500 -73808.12
S6010768 AIR NEW ZEALAND 'B'NPV(NON NZ RESIDENTS) Sale -70000 94756.22
C009158106 AIR PROD & CHEM INC COM Purchase 29600 -1090912.7
Sale -21700 719457.33
C009266107 AIRBORNE FGHT CORP COM Purchase 35920 -1000274.75
Sale -35720 915375.03
C009367103 AIRGATE PCS INC COM Purchase 12850 -292423.63
Sale -12850 476394.47
</TABLE>
Page 54 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C00949P108 AIRTRAN HLDGS INC COM Purchase 9200 -53225.68
Sale -11200 60228.32
C011659109 AK AIR GROUP INC COM Purchase 18300 -947156.75
Sale -22700 990881.51
C001547108 AK STL HLDG CORP COM STK PAR $0.01 Purchase 32370 -660608.45
Sale -35940 821495.2
C009728106 AKORN INC Purchase 200 -879.95
Sale -2200 8922.24
C010196103 AKSYS LTD COM Purchase 9000 -47019.77
CM0392N101 ALADDIN KNOWLEDGE SYS COM Purchase 900 -8186.2
C012348108 ALBANY INTL CORP NEW CL A Purchase 7100 -130115.45
Sale -7100 136878.09
C012653101 ALBEMARLE CORP COM Purchase 4700 -114487.43
Sale -4700 86904.89
C013068101 ALBERTO-CULVER CO CL B COM Purchase 100 -2568.75
Sale -400 10268.39
C013104104 ALBERTSON S INC COM Free Receipt 6174 0
Purchase 200 -10537.5
Sale -1805 98192.76
C013716105 ALCAN ALUM LTD (NEW) COM Purchase 38350 -1232319.41
Sale -39550 1356399.19
S4216825 ALCATEL EUR10 Free Receipt 921 0
Purchase 120 -22439.2
C013817101 ALCOA INC COM STK Free Delivery -15100 0
Free Receipt 77100 0
Purchase 25500.937 -1687625.78
Sale -17000 1107118.85
C014482103 ALEXANDER & BALDWIN INC COM Purchase 3200 -83447.04
C01642T108 ALKERMES INC COM Purchase 27500 -895396.87
Sale -2800 125158.58
C016714107 ALLAIRE CORP COM Purchase 100 -4179.95
Sale -100 6307.33
</TABLE>
Page 55 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C017475104 ALLEGIANCE CORP COM Free Delivery -480 0
C01747T102 ALLEGIANCE TELECOM INC COM Purchase 9420 -537808.46
C018265108 ALLENERGY INC COM Free Receipt 1 0
C018490102 ALLERGAN INC COM Purchase 11000 -674774.92
Sale -11400 795338.21
C018773101 ALLIANCE PHARMACEUTICAL CORP COM Purchase 1000 -4154.95
C01877H100 ALLIANCE SEMICONDUCTOR CORP Purchase 1500 -17842.45
Sale -1500 17376.99
C018804104 ALLIANT TECHSYSTEMS INC COM Sale -2900 221940.84
C01903Q108 ALLIED CAP CORP NEW COM Purchase 8.01 -163.03
C019483106 ALLIED RESH CORP COM Purchase 900 -6779.12
C019496108 ALLIED RISER COMMUNICATIONS CORP COM STK Purchase 24090 -446123.9
C019589308 ALLIED WASTE INDS INC COM PAR $0.01 NEW Purchase 6500 -116788.75
Sale -100 1493.7
S206505W ALLIED WASTE N AMER INC SR NT 7.375 DUE 01-01-2004 BEO Purchase 750000 -695625
C019855105 ALLOY ONLINE INC COM STK Purchase 43100 -701238.32
Sale -22000 436892.23
C019886100 ALLSCRIPTS INC COM ISIN #US0198861009 Purchase 7500 -120000
Sale -7500 149526.26
C020002101 ALLSTATE CORP COM Purchase 41321.326 -1575561.69
Sale -45000 1611703.7
C020039103 ALLTEL CORP COM ISIN #US0200391037 Free Delivery -20200 0
Free Receipt 20200 0
Purchase 21500.578 -1521911.72
Sale -19540 1395447.24
C020813101 ALPHARMA INC CL A Purchase 16360 -542132.41
Sale -1100 41870.1
C021089107 ALPNET INC COM Purchase 4400 -10381.88
Sale -4400 8667.7
</TABLE>
Page 56 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S6021500 ALPS ELECTRIC CO JPY50 Sale -3000 66054.67
CG03910109 ALREF COM STK Purchase 26200 -632135.25
Sale -9930 219230.18
C02136W102 ALTAIR INTL GOLD INC COM Sale -4000 27533.06
C02145A109 ALTEON WEBSYSTEMS INC OC-COM Purchase 3800 -72200
Sale -3800 175981.63
C021441100 ALTERA CORP COM Free Receipt 23705 0
Purchase 21748 -1501760.91
Sale -52231 2401526.09
C02145R102 ALTERNATIVE RES CORP COM Sale -750 8219.77
C022615108 ALZA CORP COM Purchase 10000 -473827.14
Sale -16700 738945.08
S6022105 AMADA CO Y50 Sale -9000 56930.14
C023135106 AMAZON COM INC COM Free Receipt 5333 0
Purchase 37992 -5020604.71
Sale -40417 5192900.84
C023139108 AMBAC FNCL GROUP COM STK Free Delivery -25200 0
Free Receipt 25200 0
Purchase 11300 -654707.19
Sale -2600 132988.11
C023395106 AMCAST INDL CORP COM Sale -27800 488131.36
C02341W103 AMCOL INTL CORP COM Purchase 500 -6015
C025537101 AMER ELEC PWR CO INC COM Purchase 300 -11861.25
Sale -1100 45179.71
C025816109 AMER EXPRESS CO COM Purchase 12987.108 -1339417.58
Sale -18787.347 2545020.42
C025932104 AMER FINL GROUP INC OH COM STK Purchase 3200 -121189
C026351106 AMER GEN CORP COM Purchase 200 -14487.5
Sale -1600 117916.03
</TABLE>
Page 57 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C026375105 AMER GREETINGS CORP CL A COM Purchase 6300 -154028.45
Sale -21900 699129.24
C026609107 AMER HOME PROD CORP COM Purchase 76236.286 -4186459.64
Sale -91388.475 4462629.55
C026874107 AMER INTL GROUP INC COM Free Receipt 29512.75 0
Purchase 26500.485 -2907407.57
Sale -51201.75 5531082.42
C02364J104 AMER ON-LINE COM Free Delivery -14200 0
Free Receipt 183378 0
Purchase 185366 -22506491.65
Sale -140296 17288104.56
S5696620 AMER STD COS INC 8.25 COM GUAR 01.06.2009 Purchase 22000 -22137.5
S2233246 AMER STD INC 7.625 SR NT DUE 02-15-2010 Purchase 14000 -13352.5
C023650112 AMER W AIRLS INC WT PUR CL B EXP Purchase 1200 -7960.95
Sale -1200 8694.95
C023657208 AMER W HLDGS CORP CL B Purchase 60265 -1152897.8
Sale -41500 839831.55
C030411300 AMER WTR WK CO INC 5.00% CUM PFD STK $25PAR Purchase 4.789 -107.06
Sale -117.463 2319.22
C030411102 AMER WTR WK CO INC COM Purchase 104.589 -3102.63
Sale -2.734 47.29
C023551104 AMERADA HESS CORP COM Free Delivery -23200 0
Free Receipt 23200 0
Purchase 23300 -1485147.06
Sale -5500 293827.63
S207444U AMERCO SR NOTES 7.2 DUE 04-01-2002 BEO Purchase 1000000 -997900
C023608102 AMEREN CORP COM Purchase 15257.736 -593572.96
Sale -800 31261.43
C029912201 AMERICAN TOWER CORP CL A Purchase 500 -12029.95
C03071D109 AMERIPATH INC COM Sale -47200 465455.23
C03071P102 AMERISOURCE DISTR CORP CL A COM Free Receipt 3750 0
Purchase 9820 -732514.47
Sale -13570 650639.35
</TABLE>
Page 58 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C030954101 AMERITECH CORP COM Free Delivery -37260 0
Purchase 12975 -818905.72
Sale -18735 1206394.43
C03072H109 AMERITRADE HLDG CORP CL A Free Receipt 1600 0
Purchase 8197 -455542.45
Sale -6247 398736.84
C024061103 AMERN AXLE & MFG HOLDINGS INC Purchase 22940 -390270.4
Sale -22940 282294.14
S2442439 AMERN AXLE & MFG INC SR SUB NT 9.75 DUE
03-01-2009/03-01-2004 BEO PUT Purchase 40000 -40000
C024377103 AMERN BK NT HOLOGRAPHICS INC DEL COM Purchase 2000 -4914.85
Sale -200 507.53
C024937104 AMERN CAP STRATEGIES LTD COM Purchase 100 -1773.7
Sale -26900 498636.82
C02516B108 AMERN COIN MERCHANDISING INC COM Sale -500 1438.75
C02553E106 AMERN EAGLE OUTFITTERS INC NEW COM Free Receipt 18960 0
Purchase 29310 -1309450.18
Sale -21730 1136513.55
C02629V108 AMERN FREIGHTWAYS CORP COM Purchase 5500 -111657.15
C026649103 AMERN HOMEPATIENT INC COM Sale -1000 3438.63
C027070101 AMERN ITALIAN PASTA CO CL A Purchase 5700 -134300.55
Sale -3200 83372.4
C02744P101 AMERN MED SEC GROUP INC COM Purchase 600 -8672.1
Sale -600 5728.9
C027352103 AMERN MGMT SYS INC COM Purchase 11600 -352394
Sale -13300 473257.5
C027648104 AMERN MULTIPLEXER CORP COM Purchase 43201 -96746.71
Sale -15600 67317.77
C029066107 AMERN PWR CONVERSION CORP COM Free Receipt 9100 0
Purchase 1000 -29022.13
Sale -25700 712704.8
</TABLE>
Page 59 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C028913101 AMERN RET CORP COM Purchase 4200 -59253.3
Sale -45300 626060.19
C029595105 AMERN SHARED HOSP SVCS COM Purchase 1000 -4217.45
Sale -1000 4344.9
C029712106 AMERN STD COS INC DEL COM Purchase 17690 -792517.04
Sale -900 41876.09
C030111108 AMERN SUPERCONDUCTOR CORP Purchase 1000 -15029.95
C030411409 AMERN WTR WKS INC PFD 5 Purchase 4.776 -107.17
Sale -117.565 2380.05
C030514103 AMERN XTAL TECH INC COM Purchase 1000 -18561.2
Sale -1000 17625.7
C030710107 AMERON INTL CORP DEL COM Purchase 900 -35562.6
C030789507 AMES DEPT STORES INC COM NEW Purchase 7900 -227370.76
Sale -1000 21719.32
C03113V109 AMF BOWLING INC COM STK Free Receipt 86 0
C03113V117 AMF BOWLING INC RT EXP 7-28-99 Free Delivery -179 0
Free Receipt 93 0
Purchase 86 -430
C001693100 AMFM INC COM Free Receipt 37218 0
Purchase 4000 -265021.95
Sale -20018 1252101.14
C031162100 AMGEN INC COM Free Receipt 67863 0
Purchase 5751 -402903.51
Sale -20366 1327965.67
C031652100 AMKOR TECH INC COM Purchase 300 -2456.71
Sale -300 2341.83
S6115715 AMP LIMITED NPV Sale -2000 25627.3
C032092108 AMPEX CORP DEL CL A Sale -2000 10439.64
C032103103 AMPLIDYNE INC COM Purchase 300 -4492.45
Sale -300 2876.2
</TABLE>
Page 60 of 257
<TABLE>
<CAPTION>
SCHEDULE OF ACQUISITIONS AND DISPOSITIONS
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C001765106 AMR CORP COM Purchase 14353 -936399.59
Sale -48153 3184699.57
C031909104 AMRESCO INC COM Purchase 2070 -7975.83
Sale -270 653.44
C032165102 AMSOUTH BANCORPORATION COM Free Receipt 2100 0
Purchase 11900 -401724.36
Sale -700 25580.37
C032346108 AMYLIN PHARMACEUTICALS INC Purchase 52200 -109139.33
Sale -3800 4067.15
C032511107 ANADARKO PETRO CORP COM Purchase 500 -18223.65
Sale -900 32427.89
C032654105 ANALOG DEVICES INC COM Purchase 5800 -334370
Sale -2100 67873.66
C032657207 ANALOGIC CORP COM PAR $0.05 Purchase 100 -3512
Sale -100 3369.93
C032744104 ANAREN MICROWAVE INC COM Purchase 100 -3829.95
C033037102 ANCHOR GAMING COM Purchase 2100 -119656.32
C033493107 ANDEAN AMERN MNG CORP COM Free Receipt 750 0
C034393108 ANDREA ELECTRS CORP COM Purchase 1000 -9904.95
Sale -1000 6594.82
C034425108 ANDREW CORP COM Purchase 33000 -620192.81
Sale -33600 637781.88
C034551101 ANDRX CORP COM Purchase 5800 -400420.5
Sale -5800 241917.47
C034603100 ANESTA CORP COM Purchase 1200 -29200
Sale -25000 362831.29
C035229103 ANHEUSER BUSCH COS INC COM Free Delivery -2400 0
Free Receipt 2400 0
Purchase 3727 -279804.46
Sale -6227 468897.93
C035250109 ANICOM INC COM Sale -500 3766.77
</TABLE>
Page 61 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C035290105 ANIXTER INTL INC COM Purchase 7900 -142437
Sale -18700 334146.62
C036115103 ANNTAYLOR STORES CORP COM Purchase 18750 -756140.8
Sale -20200 788281.09
C03664P105 ANTEC CORP COM Purchase 38410 -953083.91
Sale -67800 1633168.31
C037389103 AON CORP COM Free Receipt 3100 0
Purchase 100 -6881.25
Sale -1100 54529.41
C037411105 APACHE CORP COM Free Delivery -6000 0
Free Receipt 6000 0
Purchase 22651.943 -796415.4
Sale -60250.388 1676897.17
C037564101 APEX MTG CAP INC COM Purchase 100 -1304.95
C037598109 APOGEE ENTERPRISES INC COM Purchase 2.389 -21.34
C037833100 APPLE COMPUTER INC COM Purchase 58745 -2715269.34
Sale -59980 2815050.55
C037899101 APPLEBEES INTL INC COM Purchase 7404.714 -244891.75
Sale -500 14640.15
C03820C105 APPLIED INDL TECHNOLOGIES INC COM Purchase 2100 -33104.4
Sale -150 1973.32
C038213104 APPLIED MAGNETICS CORP COM Purchase 2000 -3372.4
Sale -5000 32691.5
C038213112 APPLIED MAGNETICS CORP RT EXP 09-02-1999 Free Delivery -13500 0
Free Receipt 13500 0
C038222105 APPLIED MATERIALS INC COM Purchase 108680 -7090268.17
Sale -62005 4280510.2
C03822W109 APPLIED MICRO CIRCUITS CORP CDT-COM Free Receipt 10765 0
Purchase 20200 -980574.3
Sale -10195 644937.86
C038236105 APPLIED SCI & TECH INC Purchase 17100 -306923.1
Sale -4150 102704.69
</TABLE>
Page 62 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C03828R104 APPLIEDTHEORY CORP COM Purchase 25000 -400000
Sale -25000 493733.54
C038316105 APPLIX INC COM Purchase 1000 -19529.96
Sale -2400 21235.08
C03831Q101 APPNET INC FORMERLY APPNET SYS INC Free Receipt 490 0
Purchase 200 -9029.95
Sale -490 19079.41
C037933108 APRIA HEALTHCARE GROUP INC COM Purchase 15100 -253772.4
Sale -15100 299791.99
C038336103 APTARGROUP INC COM Purchase 25360 -688174.78
Sale -11000 303822.49
C040790107 AR BEST CORP DEL COM Purchase 5400 -39869.45
C038505103 ARADIGM CORP COM Purchase 1000 -8967.45
Sale -1000 6844.82
CG04450105 ARAMEX INTL LTD COM Sale -500 4719.89
C001905108 ARC INTL CORP COM DESP Sale -500 688.77
S208415U ARCHER DANIELS MIDLAND CO NT 6.625 DUE 05-01-2029 BEO Purchase 160000 -159232
Sale -160000 149996.2
C039483102 ARCHER-DANIELS-MIDLAND CO COM Free Delivery -1610 0
Free Receipt 5616.95 0
Purchase 83751.739 -1300092.04
Sale -64900.95 950986.71
C039917109 ARCHITEL SYS CORP COM Purchase 100 -1067.45
Sale -100 882.51
S901412W ARGENTINA FRB 86.125 C/OP 08/10/1999 OTC Purchase 300000 0
Sale -300000 3906
S207055W ARGENTINA REP 12.125 BD DUE 02-25-2019 BEO Free Receipt 410000 0
Sale -410000 429142.68
S207447U ARGENTINA REP NT ISIN US040114BE93 SDL 503566U 11.75 DUE
04-07-2009 BEO Purchase 1580000 -1588504.65
Sale -800000 699707.25
S507094U ARGENTINA REP NT ZERO CPN CL D DUE 10-15-2002 BEO Purchase 390000 -292098.3
</TABLE>
Page 63 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S206251U ARGENTINA(REP OF) 10.95% BONDS 01.11.1999 Purchase 1000000 -1017400
Sale -1000000 1000000
S203696U ARGENTINA(REP OF) 11% NTS 04.12.2005 SER'XW' Purchase 1180000 -1180000
Sale -1180000 1175127.5
S2389785 ARGENTINA(REP OF) 12.125% BD 25/2/19 USD1000 Free Delivery -410 0
Purchase 410 -408413.3
S2105873 ARGENTINA(REP OF) 9.75% BDS 19/09/27 USD1000 Purchase 192000 -139008
S4025140 ARGENTINA(REP OF) FRN 3/05 USD10000 Free Receipt 124200 0
Purchase 3130000 -2355043.47
Sale -5200000 4049158.84
S203597U ARGENTINA(REP OF) WARRANTS EXP 03/12/99 (DTC) Free Receipt 1180 0
Sale -1180 52738.5
C040228108 ARGOSY GAMING CO COM Purchase 20000 -199145.92
Sale -12800 152591.42
C040282105 ARGUSS COMMUNICATIONS INC COM Sale -1000 14875.79
C04033V104 ARIBA INC COM Purchase 100 -17029.95
Sale -100 17969.45
C04033M104 ARIEL CORP COM Purchase 8780 -85393.81
Sale -6280 46157.12
C001944107 ARM FINL GROUP INC CL A Purchase 7500 -150495
Sale -7500 77085.2
C04269E107 ARQULE INC COM Purchase 1900 -11022.4
Sale -1900 8492.71
C042735100 ARROW ELECTR INC COM Purchase 25800 -457463.15
Sale -1000 14969.55
C043013101 ARTERIAL VASCULAR ENGR INC COM ISIN #US0430131013 Free Delivery -600 0
Purchase 100 -4842.45
Sale -100 5219.87
C043113208 ARTESIAN RES CORP CL A Sale -200 5394.84
C043127109 ARTESYN TECHNOLOGIES INC COM Purchase 27100 -457877.34
Sale -5000 115499.3
</TABLE>
Page 64 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C043339100 ARVIN INDS INC COM Purchase 16850 -650417.1
Sale -900 35044.83
S6050258 ASAHI BREWERIES 1% CNV BDS 26/12/03 JPY(10) Sale -6000000 67584.79
S6054409 ASAHI BREWERIES Y50 Sale -31000 409410.57
C04362N103 ASCENT ASSURN INC COM Free Receipt 37 0
C04362N111 ASCENT ASSURN INC WT EXP 03-24-2004 Free Receipt 197 0
C043628106 ASCENT ENTMT GROUP INC COM Purchase 2700 -36841.5
Sale -3200 49958.13
C04362T100 ASCHE TRANSN SVCS INC COM Free Receipt 200 0
S0736316 ASDA GROUP ORD 25P(ASSD WAL-MART CASH) Free Receipt 26140 0
Sale -26140 92248.96
C044204105 ASHLAND INC COM Purchase 205.714 -9988.1
Sale -1073.748 45186.49
C04516H101 ASHWORTH INC COM Purchase 1000 -4779.95
CG0535E106 ASIA PAC WIRE & CABLE COM STK Purchase 1500 -5201.25
Sale -1500 3986.11
C045174109 ASK JEEVES INC OC-COM Purchase 211 -14023.03
Sale -211 22726.75
S2242253 ASM LITHOGRAPHY HL EUR0.02 Sale -5000 213742.87
S5460784 ASM LITHOGRAPHY HL NLG0.13 Free Receipt 2830 0
Purchase 240 -14687.3
C045234101 ASPECT DEV INC COM Purchase 600 -4673.7
Sale -600 24719.22
S4034737 ASS GEN DE FRANCE FRF30(BR) Purchase 5450 -277954.54
S4056719 ASSICUR GENERALI ITL2000 Free Receipt 17000 0
Sale -3000 117130.81
C046008108 ASSOC 1ST CAP CORP CL A COM Free Receipt 55325 0
Purchase 63300.053 -2709170.28
Sale -90642.075 3648421.9
</TABLE>
Page 65 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S2058029 ASSOCTD ESTATES RLTY CORP 8.375 BD DUE 04-15-2000 Sale -270000 270000
C046224101 ASTEC INDS INC COM Free Receipt 3500 0
Purchase 3500 -184628
Sale -100 4232.4
C046265104 ASTORIA FINL CORP COM Free Delivery -9700 0
Free Receipt 9700 0
Purchase 24010 -976061.76
Sale -21930 1025142.12
S5241503 ASTRA AB SER 'A' SEK1.25 Free Delivery -45333 0
Sale -15000 304091.03
S5205974 ASTRA AB SER 'B' SEK1.25 Free Delivery -11803 0
Sale -1940 39571.17
S5659902 ASTRAZENECA COMM STK Free Delivery -5954 0
Free Receipt 28825.11 0
Sale -1701.11 60912.89
S0989529 ASTRAZENECA ORD USD0.25 Purchase 4800 -175577.7
Sale -15500 634374.75
S2989022 ASTRAZENECA SPON ADR REP 1 ORD USD0.25 Purchase 1800 -65958.99
C04644A101 ASTROPOWER INC CDT-COM Purchase 100 -1473.7
C04648X107 ASYST TECHNOLOGIES INC COM Sale -200 3107.44
C001957109 AT & T CORP COM STK Free Delivery -74829 0
Free Receipt 144675.98 0
Purchase 112480.838 -6120194.1
Sale -61932.848 3874646.05
C045919107 AT HOME CORP COM SER A Free Receipt 1234 0
Purchase 7765 -552731.91
Sale -5553 377498.9
S2409263 AT&T CORP 5.625 DUE 03-15-2004 BEO Purchase 650000 -646958
Sale -650000 645783.2
S2403191 AT&T CORP 6.5% BDS 15/3/2029 USD1000 Purchase 470000 -464999.2
Sale -470000 440065.9
</TABLE>
Page 66 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C001957208 AT&T CORP COM LIBERTY MEDIA GROUP SER A Free Delivery -4600 0
Free Receipt 89786 0
Purchase 26300 -1012545.41
Sale -27500 1422662.48
C00206X604 ATEC GROUP INC COM NEW Purchase 2000 -18060
Sale -6300 55846.61
C00206P106 ATG INC COM Purchase 300 -1872.4
C049164106 ATLAS AIR INC COM Free Receipt 5375 0
Purchase 12610 -332966.84
Sale -15735 553979.51
S5769287 ATLAS COPCO AB NEW SEK5'B'(S/R 06/10/99) Free Receipt 1720 0
Sale -1720 2162.72
S4050982 ATLAS COPCO AB SER'B'SEK5 Sale -1370 35195.02
C048396105 ATLC COAST AIRLINES HLDG COM Purchase 33335 -746727.16
Sale -29650 568853.13
C049513104 ATMEL CORP COM Purchase 93420 -1764532.38
Sale -68800 1553146.48
C049560105 ATMOS ENERGY CORP COM Purchase 6.481 -165.8
Sale -3606.481 99633.82
C04962Q100 ATPLAN INC COM ISIN #US04962Q1004 Purchase 500 -5029.95
Sale -500 5157.37
C04962L101 ATRIX LABS INC COM Purchase 3000 -21090
Sale -5330 45860.73
C05069A104 AUDIBLE INC COM Purchase 530 -8060.48
Sale -530 10089.74
C050740109 AUDIOHIGHWAY COM COM Purchase 400 -9102.38
Sale -400 7322.39
C051114106 AUGUSTA CORP CL A Free Receipt 8000 0
C050909209 AUGUSTA GOLD CORP CL C Free Delivery -2000 0
Free Receipt 2000 0
C05164B106 AURORA FOODS INC COM STK Purchase 36680 -662206.92
Sale -36680 444761.22
</TABLE>
Page 67 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C052116100 AUSPEX SYS INC COM Sale -550 1802.53
S6065586 AUST & NZ BANK GRP NPV Purchase 16273 -123526.4
S6064969 AUST GAS LIGHT CO NPV Sale -5517 34824.97
C053015103 AUTO DATA PROCESSING INC COM Free Receipt 49886 0
Purchase 14800 -608206.23
Sale -57626 2580323.64
C052769106 AUTODESK INC COM Purchase 20200 -546453.46
Sale -27000 761896.02
C052776101 AUTOIMMUNE INC COM Purchase 20000 -30600
S5247374 AUTOLIV INC USD1 SDR Purchase 1500 -47614.07
Sale -3100 119928.7
C052905106 AUTOMOBILE PROTN CORP-APCO COM Purchase 3600 -38570.59
Sale -3600 38065.69
C05329W102 AUTONATION INC DEL COM Free Receipt 1100 0
Purchase 700 -10340.7
Sale -800 10146.31
C053331104 AUTOWEB COM INC COM Purchase 2000 -32434.91
Sale -1000 15657.02
C053332102 AUTOZONE INC COM Purchase 800 -23317.76
Sale -1100 33146.98
C05336P108 AVADO BRANDS INC COM Sale -34600 262664.06
C053487104 AVANT CORP COM Purchase 45600 -672801.26
Sale -20000 378426.38
C053491106 AVANT IMMUNOTHERAPEUTICS INC COM Sale -2000 2455.5
C05350A102 AVATERRA COM INC COM Purchase 200 -1529.95
S4736817 AVENTIS SA EUR3.82 Purchase 530 -32888.63
C053611109 AVERY DENNISON CORP COM Purchase 100 -6487.5
Sale -900 51605.75
</TABLE>
Page 68 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C053672101 AVIATION SALES CO COM Purchase 16500 -636998.13
Sale -16500 398110.62
C053790101 AVIS GROUP HLDGS INC COM Purchase 40320 -1057595.02
Sale -28600 784433.53
C053801106 AVITAR INC NEW COM Sale -10000 16094.45
C053807103 AVNET INC COM Purchase 9300 -489255.95
Sale -9300 501115.11
C054303102 AVON PROD INC COM Purchase 4700 -223273.75
Sale -23100 1047962.97
C002420107 AVT CORP COM Purchase 6400 -193044.96
Sale -3400 111087.21
C05453N100 AWARE INC MASS COM Purchase 32960 -1584736.79
Sale -21660 758810.57
S4026927 AXA EUR9.15 Free Receipt 1676 0
Sale -240 32485.19
C002451102 AXA FINL INC COM Purchase 6800 -187022.4
C05459C108 AXENT TECHNOLOGIES INC COM Purchase 4100 -58279.8
Sale -300 10619.69
C054774104 AZCO MNG INC DEL COM Sale -2000 2314.92
C054802103 AZTAR CORP COM Purchase 10600 -54893.26
C05480L101 AZTEC TECH PARTNERS INC COM Purchase 1000 -2447.09
C05501M104 AZURIX CORP COM STK Purchase 34900 -663100
Sale -34900 326816.17
S3554070 B.STEARNS COS INC 7.625 NTS DUE 9-15-1999 BEO Sale -225000 225000
CM15633106 BACKWEB TECHNOLOGIES LTD COM STK Purchase 15000 -180000
Sale -15000 299990
S0263494 BAE SYSTEMS ORD GBP0.025 Purchase 65601 -444576.48
C057224107 BAKER HUGHES INC COM Purchase 7600.314 -146257.95
Sale -36325.443 846012
</TABLE>
Page 69 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C05762C100 BALACLAVA INDS LTD COM Purchase 10000 -3868.3
C057741100 BALDOR ELEC CO COM Purchase 300 -5429.95
C058498106 BALL CORP COM Purchase 18660 -871447.65
Sale -11190 524808.03
C05858H104 BALLARD PWR SYS INC COM Free Delivery -300 0
Purchase 1414 -46670.21
Sale -1750 54020.75
C058659103 BALLISTIC RECOVERY SYS INC COM STK Purchase 1000 -2092.46
C05873K108 BALLY TOTAL FITNESS HLDG CORP COM Purchase 200 -4242.45
Sale -100 2076.22
C059692103 BANCORPSOUTH INC COM Sale -500 9085.44
C059790105 BANCWEST CORP NEW COM Purchase 2400 -104607.6
C059815100 BANDAG INC COM Sale -3200 80432.83
S2076009 BANK MONTREAL CAP Sale -7349 307490.5
C064057102 BANK N.Y. CO INC COM Purchase 1200 -45104.5
Sale -5400 200335.79
C06423A103 BANK ONE CORP COM Purchase 37213.012 -1813090.59
Sale -74050.689 3799775.5
C066908104 BANYAN SYS INC COM Purchase 3300 -39275.3
Sale -3300 34873.95
C066849100 BAR HBR BANKSHARES COM Purchase 690.578 -14731.4
Sale -690.578 13349.55
S0078201 BARCLAYS PLC ORD GBP1 Purchase 11205 -303368.93
Sale -20800 622954.03
C067383109 BARD C R INC CAP Purchase 11310 -585937.67
Sale -1400 70418.38
C067774109 BARNES & NOBLE INC COM Purchase 1176 -38599.41
Sale -2176 69562.97
C067806109 BARNES GROUP INC COM Purchase 0.576 -18.13
Sale -101.289 2950.43
</TABLE>
Page 70 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C067846105 BARNESANDNOBLE COM INC CL A ISIN #US0678461056 Purchase 4123 -75249.61
Sale -3823 67761.23
C068306109 BARR LABS INC COM Purchase 700 -21703.65
Sale -400 11544.66
C068480201 BARRETT RES CORP COM PAR $0.01 Purchase 12200 -338422
Sale -12200 324228.21
C067901108 BARRICK GOLD CORP Purchase 9500 -212723.9
Sale -10500 236648.5
C068659200 BARRISTER INFORMATION SYS CORP COM NEW Purchase 7000 -16772.5
S5476929 BARRY CALLEBAUT AG CHF100(REGD) Purchase 1190 -221005.44
C070107107 BASIN EXPL INC COM Purchase 4300 -103541.85
Sale -4400 77435.13
C071593107 BATTLE MOUNTAIN GOLD CO COM Purchase 9400 -27797.89
Sale -14300 31471.54
C071707103 BAUSCH & LOMB INC COM Purchase 4540 -315273.94
Sale -23740 1448500.97
C071813109 BAXTER INTL INC COM Purchase 5600 -343618.56
Sale -1600 103940.26
S5979852 BAY HYPO-VEREINS COUPONS Sale -0.25 20.8
C07262L101 BAY VIEW CAP CORP DEL COM Purchase 28400 -525274.1
Sale -18500 345460.1
S4325419 BAYER HYPO-VEREINS ORD NPV Free Receipt 3032 0
Purchase 860 -47837.25
Sale -430 24629.65
S2320687 BAYERISCHE LANDESBANK GIROZENTRALE N Y BRH MTN 5.875 DUE
12-01-2008 BEO Purchase 0 0 0
C054937107 BB&T CORP COM Free Delivery -42300 0
Free Receipt 42300 0
Purchase 43700 -1558266.57
Sale -1700 65191.55
S4072942 BCA COMM ITALIANA ITL1000 Free Receipt 5000 0
Sale -5000 39841.62
</TABLE>
Page 71 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S4058351 BCA DI ROMA ITL500 Free Receipt 54000 0
Sale -54000 76709.73
S4072050 BCA POP BERGAMO ITL5000 Purchase 6000 -155673.93
C05534B109 BCE INC COM Sale -74700 3459618.86
S2323813 BCO BRADESCO SA NEW PRF NPV(S/R 10/02/99) Free Receipt 229017 0
Sale -229017 0
S213584W BCO FRANCES RIO PL ADR POISON PILL RTS 23/7/99 Free Receipt 1192 0
Sale -1192 6.44
S2432311 BCO NAC DE COM EXT 8% NTS 18/7/2002 USD1000 Purchase 750000 -727125
S4412452 BCO PINTO&SOTTOMAY PTE1000 (REGD) Free Delivery -8500 0
Free Receipt 8500 0
Purchase 10500 -196648.18
Sale -9000 195277.02
S5286140 BCO POPULAR ESP EUR1 Purchase 4990 -367016.57
C073302101 BE AEROSPACE INC COM Purchase 1700 -31997.4
Sale -2500 48759.8
C073309106 BE INC COM STK Purchase 500 -6029.95
C073325102 BEA SYS INC COM Purchase 37250 -624922.67
Sale -37075 1196928.72
C073902108 BEAR STEARNS COS INC COM Free Delivery -27800 0
Free Receipt 29315.75 0
Purchase 27900 -1188427.1
Sale -13500 518891.69
C073928KA0 BEAR STEARNS COS INC MTN BEO TR#00217 DUE
07-15-2019/07-15-2001 BEO Free Delivery -25000 0
Purchase 25000 -25000
C075571109 BEBE STORES INC COM Purchase 1700 -55835.27
Sale -1700 62601.4
S2283876 BECKMAN INSTRS INC NEW SR NT 7.1 DUE 03-04-2003 BEO Purchase 750000 -749722.5
</TABLE>
Page 72 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C075887109 BECTON DICKINSON & CO COM Purchase 51300 -1487868.87
Sale -1500 50262.09
C075896100 BED BATH BEYOND INC COM Purchase 12200 -383816.82
Sale -13300 408874.34
C076446301 BEDFORD PPTY INVS INC COM PAR $0.02 Purchase 9.428 -158.19
C077347201 BEL FUSE INC CL A Purchase 600 -23322.4
Sale -600 20939.39
C077347300 BEL FUSE INC CL B Purchase 350 -11229.95
Sale -350 9813.47
C077852101 BELL & HOWELL CO NEW COM Sale -3800 126307.78
C077853109 BELL ATLC CORP COM Purchase 43016.239 -2522436.31
Sale -19835.591 1141799.94
C079860102 BELLSOUTH CORP COM STK Free Delivery -24900 0
Free Receipt 63175 0
Purchase 26700 -1288412.57
Sale -14550 675273.37
C079895207 BELLWETHER EXPL CO COM NEW Purchase 1000 -4680.13
C081437105 BEMIS CO INC COM Sale -300 11162.12
S5808135 BENI STABILI SPA ITL200 Free Receipt 8600 0
Sale -8600 2990.33
C082641101 BENTHOS INC COM Purchase 233 -2006.05
C083739102 BERGEN BRUNSWIG CORP CL A COM Free Receipt 500 0
Purchase 19600 -554289
Sale -20600 363843.63
S4100898 BERGESEN DY ASA 'A'NOK2.50 Sale -1240 20441.65
C084102102 BERINGER WINE ESTATES HLDGS INC CL B Purchase 6810 -272343.25
Sale -3900 145687.87
C084670207 BERKSHIRE HATHAWAY INC CL B COM Free Receipt 315 0
Purchase 45 -97950.35
Sale -382 821495.3
</TABLE>
Page 73 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C086516101 BEST BUY INC COM STK Free Receipt 860 0
Purchase 16215 -1001298.89
Sale -8150 591783.22
C08658U101 BESTFOODS COM Purchase 200 -11162.5
Sale -4000 197354.73
C087509105 BETHLEHEM STEEL CORP COM Purchase 100 -918.75
Sale -43200 337569.95
C087851309 BEVERLY ENTERPRISES INC COM STK Sale -23800 166842.58
C08860E101 BEYOND COM CORP COM Purchase 13600 -460770.5
Sale -12200 260562.39
S0154219 BG ORD GBP0.01133 Purchase 52800 -344780.73
C088788104 BID COM INTL INC COM Purchase 900 -17003.51
Sale -900 12333.71
C08883R204 BIDHIT COM INC Purchase 200 -1317.45
Sale -200 420.03
C090008202 BIKERS DREAM INC COM NEW Purchase 300 -1417.45
Sale -300 1721.28
C090063108 BILLING COM Purchase 2000 -21059.9
Sale -2000 19939.42
C090324104 BINDLEY WESTN INDS INC COM Free Receipt 2500 0
Purchase 7500 -238566.2
Sale -11400 348395.36
C09051N108 BINGO COM INC ISIN US09051N1081 Purchase 200 -2029.95
C090572207 BIO RAD LABS INC CL A Sale -1700 40641.56
C090578105 BIO TECH GEN CORP COM Purchase 3600 -31273.46
Sale -3500 33967.73
C09058T108 BIOCHEM PHARMA INC COM Purchase 300 -7942.45
Sale -300 6551.08
C090586108 BIOCONTROL TECH INC COM Purchase 22745 -3594.06
C09058V103 BIOCRYST PHARMACEUTICALS INC COM Purchase 500 -10029.95
</TABLE>
Page 74 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C090597105 BIOGEN INC COM Free Receipt 8090 0
Purchase 650 -48031
Sale -19905 1641084.88
C090911108 BIOLASE TECH INC COM Purchase 300 -816.15
C09061G101 BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010 Purchase 500 -7761.2
Sale -500 7594.79
C09060P102 BIOMATRIX INC COM Free Receipt 6400 0
Purchase 5900 -285913.06
Sale -23900 932473.24
C09061H307 BIOMERICA INC COM NEW Purchase 5100 -14103.33
Sale -5100 15884.6
C090613100 BIOMET INC COM Purchase 100 -4331.25
Sale -700 28249.02
C09161R106 BIOMIRA INC Purchase 3000 -11714.95
Sale -4000 15365.24
C09065H105 BIOPURE CORP CL A Purchase 3900 -46800
Sale -3900 29109.01
S4072083 BIPOP-CARIRE ITL5000 Purchase 3000 -102422.92
C091250100 BIRMINGHAM STL CORP COM Purchase 4400 -30581.8
C091283101 BIRNER DENTAL MGMT SVCS INC COM Sale -1500 3198.22
C055472104 BISYS GROUP INC COM Purchase 6939 -376234.27
Sale -26820 1451191.84
C055482103 BJ SVCS CO COM Sale -1400 44013.81
C05548J106 BJS WHSL CLUB INC COM STK Free Receipt 15200 0
Sale -30400 1009541.17
C060505104 BK AMER CORP COM Free Receipt 100611 0
Purchase 10400 -686705.89
Sale -31400 1998049.59
S4999621 BK AUSTRIA AG NPV Purchase 2600 -142881.94
C091797100 BLACK & DECKER CORP COM Purchase 9500.9 -448793.56
Sale -800 45035.7
</TABLE>
Page 75 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C091826107 BLACK BOX CORP DEL COM Purchase 125 -7234.76
C092113109 BLACK HILLS CORP COM Purchase 2300 -50746.51
C09247X101 BLACKROCK INC CL A COM STK Purchase 34050 -476700
C093210102 BLANCH E W HLDGS INC COM Purchase 1900 -114191.1
C120113105 BLDG MATLS HLDG CORP COM Purchase 1900 -23096.95
C093538106 BLIMPIE INTL INC COM Purchase 3000 -6277.35
Sale -2000 6189.88
C093671105 BLOCK H & R INC COM Purchase 100 -4768.75
Sale -700 35173.8
C093698108 BLONDER TONGUE LAB INC COM Sale -400 2569.96
C096227103 BLUEFLY INC COM Purchase 730 -16194.13
Sale -730 9313.48
C096227111 BLUEFLY INC WT EXP 05-15-02 Sale -1500 12642.07
C09623P102 BLUESTONE SOFTWARE INC COM STK Purchase 500 -21248.7
Sale -500 21719.32
C09643P108 BLYTH INDS INC COM Sale -7000 242268.21
C055607105 BMC INDS INC MINN COM Sale -1000 10719.69
C055921100 BMC SOFTWARE INC COM STK Purchase 10280 -414924.28
Sale -5965 270173.63
C065412108 BNK UNITED CORP CL A COM Purchase 33800 -1335793.97
Sale -16260 639613.33
C096761101 BOB EVANS FARMS INC COM Purchase 2900 -63252.38
Sale -2900 56910.6
S0108120 BOC GROUP ORD 25P Purchase 16096 -256710.8
Sale -32000 533800.12
S2283478 BOEING CO 6.625 DEB DUE 02-15-2038 Sale -1420000 1436286.6
C097023105 BOEING CO CAP Free Delivery -1.091 0
Purchase 22692.419 -902448.37
Sale -18777.198 716930.82
</TABLE>
Page 76 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C097383103 BOISE CASCADE CORP COM Purchase 100 -4125
Sale -5800 224796.64
C097519102 BOLDER TECHNOLOGIES CORP COM Purchase 1750 -18369.8
C098529308 BONSO ELECTRS INTL INC COM PAR $0.003 Sale -1000 6469.83
C098570104 BOOKS-A-MILLION INC COM Purchase 31550 -678405.72
Sale -31550 430458.87
S6112200 BORAL NPV Sale -132305 195320.32
C099709107 BORDERS GROUP INC COM STK Purchase 5100 -95637.12
Sale -50850 791372.74
C099724106 BORG WARNER AUTOMOTIVE INC COM Purchase 6070 -352426.39
Sale -400 20825.3
S4447175 BOSS, HUGO NON VTG PRF DM50 Free Delivery -140 0
Free Receipt 45 0
Purchase 95 -140714.01
C101388106 BOTTOMLINE TECHNOLOGIES DEL INC COM Purchase 1797 -81189.29
Sale -1797 75887.79
S4115159 BOUYGUES FF50 Purchase 600 -273535.65
C102183100 BOWATER INC COM Sale -28000 1511330.8
C103043105 BOWNE & CO INC COM Purchase 11100 -186951.75
Sale -600 7343.15
C103304101 BOYD GAMING CORP Purchase 3400 -21150.04
C103354106 BOYDS COLLECTION LTD COM Purchase 22400 -403200
Sale -22400 299169.74
S0068707 BPB INDUSTRIES ORD 50P Sale -78160 285495.53
S5759943 BQE NATL PARIS CVG WTS (15/7/2002) Free Receipt 1300 0
Sale -1300 6075.48
S4133667 BQE NATL PARIS EUR4 Free Receipt 2900 0
Purchase 9810 -814280.32
Sale -3400 287171.12
</TABLE>
Page 77 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C104674106 BRADY CORP CL A COM STK Purchase 2700 -69214.5
S2117793 BRAHMA (CIA CERVEJ PREF SHS NPV(PN) Sale -60530 26723.74
C10553F106 BRASS EAGLE INC COM Purchase 100 -2179.95
C105658108 BRAUN S FASHION CORP COM Purchase 400 -8279.95
Sale -400 7369.8
S4152178 BRAZIL C EUROCLEAR VAR RT BD DUE 04-15-2014 REG
(4 CASH 4 CAP) Free Receipt -142096 0
Purchase 510000 -365982.18
Sale -1310000 852758.22
S4147538 BRAZIL REP OF-NEW MONEYSER L ISIN #XSOO49978165 DUE
04-15-2009 BEO Purchase 110000 -77275
S4152167 BRAZIL(FED REP OF) 8% DEBS BOND L 15.04.2014 Free Receipt -64084 0
Sale -400000 277918.32
S4134983 BRAZIL(FED REP OF) FRN 1/2001 USD1000 Free Receipt 196350 0
Sale -510000 286368.72
S4147378 BRAZIL(FED REP OF) FRN 4/06 USD1000 Free Receipt 40000 0
Sale -1000000 620603.58
S208579U BRAZIL(REP OF) 11.625% BDS 15.04.2004(USD) Purchase 170000 -168419
Sale -170000 156266
C05564E106 BRE PROPS INC CL A COM Sale -500 11813.4
C106372105 BREAKAWAY SOLUTIONS INC COM Purchase 330 -16179.33
Sale -330 16304.5
C106702103 BREED TECHNOLOGIES INC COM Sale -202.549 1730.59
S6132101 BRIDGESTONE CORP Y50 Purchase 2000 -57822.47
C109043109 BRIGGS & STRATTON CORP CAP Purchase 12100 -685963.23
Sale -200 13043.3
C109473108 BRIGHTPOINT INC COM Purchase 17345 -116463.06
Sale -11945 102691.76
C109641100 BRINKER INTL INC COM Purchase 22850 -617712.52
Sale -2500 66785.26
</TABLE>
Page 78 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C109704106 BRIO TECH INC COM Purchase 200 -3204.95
Sale -200 3494.93
C110122108 BRISTOL MYERS SQUIBB CO COM Free Receipt 83485 0
Purchase 101580.666 -7908140.22
Sale -130900.912 10075391.45
S6752349 BRIT AMER TOBACCO MYR0.50 Sale -17000 113990.07
S0129057 BRITISH AIRWAYS ORD 25P Free Receipt 16800 0
Purchase 346 -2239.42
C111320107 BROADCOM CORP CL A Purchase 2577 -316821.16
Sale -1771 241164.66
C111412102 BROADVISION INC COM Free Receipt 2000 0
Purchase 9720 -813552.12
Sale -2870 112407.68
C111620100 BROADWING INC COM ISIN US1116201005 Free Receipt 209 0
C111621108 BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087 Purchase 6950 -381161.42
Sale -6950 653688.06
S6144690 BROKEN HILL PTY NPV Purchase 5877 -53520.19
Sale -3822 28794.85
C11434A100 BROOKS AUTOMATION INC COM Purchase 23810 -528527.61
Sale -23810 472620.6
C115736100 BROWN SHOE INC NEW COM Free Receipt 23500 0
Sale -2800 55176.78
C115660201 BROWN TOM INC COM NEW Purchase 3100 -42387
C115637209 BROWN-FORMAN INC CL B NON-VTG COM Purchase 100 -6775
Sale -500 32805.12
C115885105 BROWNING-FERRIS IND INC COM Purchase 11400 -325875.45
Sale -18200 740296.98
C117043109 BRUNSWICK CORP COM Purchase 29900 -669619.12
Sale -900 20733.03
CG16547187 BSCH FIN LTD 7.35 SER J Free Receipt 200 0
Sale -200 4397.87
</TABLE>
Page 79 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C100534106 BSTN ACOUSTICS INC COM Purchase 1.914 -34.19
Sale -150 3494.93
C100557107 BSTN BEER INC CL A Purchase 5100 -44067.45
Sale -11400 97344.39
C100578103 BSTN CHICKEN INC Purchase 5000 -3194.9
Sale -140 68.04
C101137107 BSTN SCIENTIFIC CORP COM Free Receipt 8235 0
Purchase 3600 -112259.93
Sale -3400 124463.56
C05576J101 BTG INC COM Purchase 500 -3225.4
Sale -500 2907.45
S0272133 BTR ORD GBX30.76923 Sale -44629 93119.92
C118255108 BUCKEYE TECHNOLOGIES INC COM Sale -3100 45568.47
C118440106 BUCKLE INC COM Purchase 11900 -330666.21
Sale -11900 207650.98
S4150525 BUDERUS AG DEM50 Free Receipt 55 0
Sale -55 19864.35
C119003101 BUDGET GROUP INC CL A Purchase 7400 -93410.2
Sale -7400 65106.72
C119424984 BUENOS AIRES EMBOTELLADORA S A EXP 01-05-1999 Free Delivery -98000 0
Free Receipt 98000 0
C119882108 BUFFETS INC COM Purchase 34500 -406115.31
Sale -62400 612456.39
S5516751 BUHRMANN NV NLG2.50(POST CONS) Free Receipt 10800 0
Purchase 8172 -133553.32
S5640070 BUHRMANN NV NLG2.50(POST CONS)ST DIV 99 Free Receipt 10800 0
Sale -10800 -6859.06
S4149534 BULGARIA(NAT REP) FRN 7/11 USD(VAR)BR Purchase 310000 -227385
S0154004 BUNZL ORD 25P Purchase 7244 -35138.02
</TABLE>
Page 80 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C121579106 BURL COAT FACTORY WHSE CORP COM Purchase 27100 -489124.7
Sale -27100 370988.71
C121693105 BURL INDS INC NEW COM Purchase 14600 -144008.56
Sale -14600 99268.78
C12189T104 BURL NORTHN SANTA FE CORP COM Purchase 400 -14700
Sale -3000 99210.4
C122014103 BURL RES INC COM Purchase 1900 -72531.95
Sale -1100 45904.69
C12232C108 BURNHAM PAC PPTYS (STATE INCORP CHANGED FROM CAL MARYLND
CUSIP WILL REMAIN SAME) Sale -1000 12407.13
C124661109 C&D TECHNOLOGIES INC COM Sale -2200 55298.01
C129900106 CA AMPLIFIER INC COM Purchase 200 -4104.95
C130334105 CA INDPT BANCORP COM Purchase 1.059 -23.29
Sale -212.771 4225.3
C130788102 CA WTR SVC GROUP COM Purchase 300 -9442.45
Sale -300 7788.53
S0162557 CABLE & WIRELESS ORD GBP0.25 Sale -2000 27756.91
C126924109 CABLE DESIGN TECHNOLOGIES CORP Purchase 7600 -172339.88
S6436461 CABLE&WIRELESS HKT HKD0.50 Purchase 8800 -22942.02
Sale -10400 25092.86
C126920107 CABLETRON SYS INC COM Purchase 22100 -280893.53
Sale -108675 1113358.54
C127190304 CACI INTL INC CL A Purchase 1500 -31313.25
S0610700 CADBURY SCHWEPPES ORD GBP0.125 Free Receipt 74580 0
Purchase 19100 -128343.93
Sale -5400 32506.29
S0161242 CADBURY SCHWEPPES ORD GBP0.25 Free Delivery -37602 0
Purchase 4624 -64214.04
Sale -2000 33797.44
C127387108 CADENCE DESIGN SYS INC COM Purchase 9500 -124449.47
Sale -9000 127713.81
</TABLE>
Page 81 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C127914109 CAL DIVE INTL INC COM Purchase 375 -6466.15
Sale -485 9319.2
C131193104 CALLAWAY GOLF CO COM Purchase 14607.177 -193858.74
Sale -14902.642 158065.84
C131347106 CALPINE CORP COM Free Receipt 12080 0
Purchase 20000 -859433.02
Sale -11460 613201.88
S2409296 CALPINE CORP SR NT 7.75 DUE 04-15-2009 BEO Purchase 28000 -27895
C131380206 CALTON INC NEW COM NEW Purchase 5000 -6762.75
C132011107 CAMBREX CORP COM Sale -12370 317350.94
C132426107 CAMBRIDGE NEUROSCIENCE INC COM Purchase 1000 -1592.45
Sale -1000 657.52
C132524109 CAMBRIDGE TECH PARTNERS MASS INC COM Purchase 1050 -17807.3
Sale -650 11247.26
C133131102 CAMDEN PPTY TR SH BEN INT Sale -17334 460170.43
C134429109 CAMPBELL SOUP CO COM Purchase 14654.738 -590074.77
Sale -18151.828 760774.85
S2371157 CANADA(GOVT OF) 4.5% NTS 1/6/01 CAD1000 Purchase 33000000 -22015279.47
Sale -16500000 10957511.69
C137219200 CANANDAIGUA BRANDS INC CL A Sale -3300 193740.16
C13738V103 CANCEROPTION COM INC COM COM ISIN US13738V1035 Purchase 1600 -7248
Sale -1600 7083.01
C13741M108 CANDLEWOOD HOTEL CO INC COM Purchase 2000 -7184.9
S6172323 CANON INC JPY50 Sale -1000 21942.02
C14040H105 CAP 1 FNCL COM Free Receipt 19100 0
Purchase 25351.202 -1898169.59
Sale -3780.06 232161.55
C139733109 CAP AUTOMOTIVE REIT COM SH BEN INT Purchase 380 -4732.45
Sale -24880 317321.96
</TABLE>
Page 82 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S4163437 CAP GEMINI EUR8 Purchase 610 -102131.4
C140667106 CAPROCK COMMUNICATIONS CORP COM Purchase 22420 -497455.13
Sale -22420 723381.1
C14149Y108 CARDINAL HLTH INC Free Receipt 298 0
Purchase 62370 -3736217.17
Sale -49069 2636412.92
C14160N106 CARDSTAKES COM Free Receipt 13 0
C141705103 CAREMARK RX INC COM Free Receipt 100 0
C143436103 CARMIKE CINEMAS INC CL A Purchase 3300 -52889.22
Sale -4500 64207.45
C143658102 CARNIVAL CORP COM Purchase 25030.172 -1079451.1
Sale -47980 2040405.83
C143877108 CAROLINA 1ST CORP COM Sale -1800 41725.84
C144141108 CAROLINA PWR & LT CO COM Purchase 400 -17084
Sale -900 37054.98
C144285103 CARPENTER TECH CORP COM Purchase 4500 -117869.82
Sale -4400 111825.86
S4177546 CARREFOUR EUR15 Free Delivery -737 0
Free Receipt 907 0
Purchase 30 -22334.66
Sale -200 138133.77
S5641567 CARREFOUR EUR2.5 Free Receipt 1422 0
Purchase 530 -81204.2
Sale -50 8702.19
C144433109 CARREKER-ANTINORI INC COM Purchase 4200 -29620.71
Sale -4200 27004.37
C144460102 CARRIER ACCESS CORP COM Purchase 8550 -368356.4
Sale -8550 291103.71
C147339105 CASCADE NAT GAS CORP COM Purchase 1800 -32312.7
C147448104 CASELLA WASTE SYS INC CL A COM STK Sale -23300 546607.26
</TABLE>
Page 83 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C147528103 CASEYS GEN STORES INC COM Purchase 285 -3948.7
Sale -285 3853.05
C148867104 CATALINA MARKETING CORP COM Purchase 5600 -483651.28
C149016107 CATAPULT COMMUNICATIONS CORP COM Purchase 330 -7333.6
Sale -230 4413.07
C149111106 CATELLUS DEV CORP Sale -200 2994.94
C149123101 CATERPILLAR INC COM Purchase 1516.014 -79911.94
Sale -8638.839 451555.91
C14915R105 CATHYAONLINE INC COM STK Purchase 1000 -799.9
Sale -1000 760.02
C149205106 CATO CORP NEW CL A Purchase 4900 -46954.25
Sale -4900 55037.41
C12489L108 CB RICHARD ELLIS SVCS INC COM Purchase 100 -1543.25
C12489V106 CBRL GROUP INC COM STK Free Receipt 0.063 0
Purchase 52800.001 -865013.38
Sale -48300 695275.56
S6160180 CDL HOTELS INTL HKD1 Purchase 125000 -43021.97
C136375102 CDN NATL RY CO COM Free Receipt 200 0
Purchase 200 -13429.95
C135923100 CDN PAC LTD NEW COM Sale -3400 69527.67
C125086108 CDNOW / N2K INC COM STK Free Receipt 500 0
Purchase 600 -11354.95
Sale -1100 20739.4
C125129106 CDW COMPUTER CTRS INC COM Free Receipt 300 0
Purchase 450 -33289.85
Sale -150 10214.75
C125137109 CEC ENTMT INC COM Purchase 6400 -191208.32
Sale -14100 409462.16
S507389W CELANESE AG FRACTIONS Free Delivery -54 0
Free Receipt 100 0
Sale -46 772.63
</TABLE>
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<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S5791558 CELANESE AG NPV Free Receipt 54 0
Sale -54 956.59
S2262659 CELESTICA INC COM NPV (USD) Purchase 1392 -89073.23
C151020104 CELGENE CORP COM Purchase 4000 -47589.91
Sale -4000 104876.58
C150921104 CELL GENESYS INC COM Purchase 1200 -7422.4
Sale -2200 10809.77
C15114R101 CELL PATHWAYS INC NEW COM Purchase 3200 -39552.3
Sale -2200 27433.08
C150934107 CELL THERAPEUTICS INC CDT-COM Purchase 1000 -3572.09
C15115M101 CELLNET DATA SYS INC COM Purchase 1000 -7279.95
Sale -1000 6282.33
C150925105 CELLSTAR CORP Purchase 2000 -14684.9
Sale -6000 47505.89
S2183578 CEMEX S A COM STK ISIN MXP225611567 Sale -4272 19530.2
C151313103 CENDANT CORP COM STK Free Receipt 160 0
Purchase 24473 -472258.3
Sale -36943 698253.6
C152357109 CENT & S W CORP COM Purchase 200 -4975
Sale -7000 180977.66
C153527106 CENT GARDEN & PET CO COM Sale -14000 172969.52
C154647101 CENT NEWSPAPER INC CL A COM Purchase 6600 -281417.4
C151392206 CENTENNIAL TECHNOLOGIES INC COM NEW Free Receipt 242 0
Sale -18 45.42
C15231R109 CENTEX CONSTR PRODS INC COM Purchase 4020 -142386.37
Sale -9890 358226.51
C152312104 CENTEX CORP COM Free Delivery -21300 0
Free Receipt 21300 0
Purchase 34700 -1125162.36
Sale -15300 399690.3
</TABLE>
Page 85 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C15640W103 CENTURA SOFTWARE CORP COM Purchase 500 -4122.4
Sale -300 2010.38
S2427566 CENTURY COMMUNICATIONS CORP 8.875 SR NT DUE 01-15-2007 Purchase 23000 -24150
C156700106 CENTURYTEL INC COM ISIN US1567001060 Free Receipt 5357.333 0
Purchase 6100 -252658.59
Sale -857.333 33986.79
C156490104 CENTY BUSINESS SVCS INC COM Sale -9200 108965.09
C156684102 CENTY TECHNOLOGIES INC COLO COM Free Receipt 780 0
C156708109 CEPHALON INC CON Purchase 50400 -789467.62
Sale -17600 312532.2
C15677T106 CERIDIAN CORP COM Free Receipt 2700 0
Purchase 250 -8748.7
Sale -850 29750.28
C156787103 CERPROBE CORP COM Sale -100 1432.5
C12525N100 CFI PROSERVICES INC COM Purchase 100 -1101
C12525K106 CFM TECHNOLOGIES INC COM Purchase 1000 -8779.95
Sale -1000 7094.81
C171340102 CH & DWIGHT INC COM Free Receipt 4500 0
Purchase 4500 -192923.55
C157639105 CHALONE WINE GROUP LTD Purchase 500 -4779.95
C158496109 CHAMPION ENTERPRISES INC COM Purchase 3800 -50493.6
Sale -500 10157.21
C158525105 CHAMPION INTL CORP COM Purchase 1200 -71492.55
Sale -5600 249116.31
C158711101 CHAMPIONSHIP AUTO RACING TEAM INC COM Purchase 1760 -55449.95
Sale -760 25049.21
C161133103 CHARMING SHOPPES INC COM Purchase 16200 -93593.88
C160902102 CHART HOUSE ENTERPRISES INC COM Purchase 1000 -6076.58
Sale -1000 5529.01
</TABLE>
Page 86 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C160903100 CHARTER 1 FINCL INC COM Free Receipt 1621.75 0
Sale -12500.75 336890.03
S2505224 CHARTER COM HLDGS 8.625%SNR NTS 1/4/09USD1000 Free Receipt 60000 0
Sale -12000 11580
C16117M107 CHARTER COMMUNICATIONS INC DEL CL A Purchase 21585 -426481.06
Sale -11300 261597.12
C16147N208 CHASE CAP IV CAP SECS SER D Sale -200 4607.39
S2527347 CHASE MANHATTAN CORP NEW CHASE MANHATTANCORP 7 DUE
11-15-2009 BEO Purchase 90000 -89214.3
C16161A108 CHASE MANHATTAN CORP NEW COM Free Delivery -27200 0
Free Receipt 27200 0
Purchase 69806.975 -5366860.14
Sale -98162.101 7694880.89
S208437U CHASE MANHATTAN CORP NEW NT 5.75 DUE 04-15-2004 BEO Purchase 200000 -199280
Sale -90000 86499
C161726104 CHATEAU CMNTYS INC COM Purchase 100 -2823.7
Sale -350 10059.8
C162456107 CHATTEM INC COM Purchase 3500 -139256
Sale -2500 109490.34
C162672109 CHEAP TICKETS INC COM COM Purchase 300 -9062.72
CM22465104 CHECK PT SOFTWARE COM Purchase 7715 -532706.01
Sale -6890 805945.25
C162816102 CHECKFREE HLDGS CORP COM Purchase 1950 -80494.81
Sale -1550 63439.25
C162825103 CHECKPOINT SYS INC Purchase 300 -3003.41
Sale -300 2471.25
C163072101 CHEESECAKE FACTORY INC COM Purchase 26400 -598451.4
Sale -12700 345056.03
C163262108 CHELSEA GCA RLTY INC COM Purchase 45.414 -1525.03
Sale -14400 492625.27
C163731102 CHEM FINL CORP COM Purchase 200 -6054.95
</TABLE>
Page 87 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C163780EA3 CHEM MTG SECS INC SER 1996-1 CL A-8 7.25MO BD 1-25-26 BEO Free Delivery -968399.97 0
Free Receipt 969361.98 0
Purchase -962.01 0
C165159104 CHES CORP COM Sale -6900 221983.65
S2190943 CHES ENERGY CORP 9.125 DUE
04-15-2006/04-15-2001 REG Sale -390000 343200
C165167107 CHES ENERGY CORP COM Purchase 25900 -87424.35
S6190273 CHEUNG KONG(HLDGS) HKD0.50 Purchase 6000 -51050.23
C166751107 CHEVRON CORP COM Free Delivery -10400 0
Free Receipt 10400 0
Purchase 17488.162 -1634775.03
Sale -7743.065 683942.57
C168615102 CHICOS FAS INC Purchase 1300 -36751
Sale -1300 37171.87
C168904100 CHILDRENS BEVERAGE GROUP INC COM Purchase 500 -1354.4
Sale -6292 5832.87
C168905107 CHILDRENS PL RETAIL STORES INC COM Purchase 43580 -1294326.46
Sale -23640 827658.38
S5674961 CHILE(REP OF) 6.875% SR NTS 28/4/2009 USD Purchase 500000 -499320
Sale -500000 461750
S208859W CHILECTRA SA POISON PILL RTS 26/03/99144 Free Receipt 1137 0
Sale -1137 2.73
S6073556 CHINA TELECOM (HK) HKD0.10 Purchase 57000 -133954.48
Sale -10000 48324.28
CG2108N109 CHINADOTCOM CORP Purchase 7605 -276428.96
Sale -7170 366849.77
C170032106 CHIQUITA BRANDS INTL INC COM Purchase 40874.524 -310775.14
Sale -57200 514627.59
C170038103 CHIREX INC COM Purchase 2900 -82345.5
C169905106 CHOICE HOTELS INTL INC COM Purchase 2000 -31028
C170388102 CHOICEPOINT INC COM Free Receipt 10 0
</TABLE>
Page 88 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C170520100 CHRIS-CRAFT IND INC COM Free Delivery -11400 0
Free Receipt 11400 0
Purchase 11400 -588210.72
Sale -11400 816601.5
S4194545 CHRISTIAN DIOR FF52 Purchase 1100 -192224.45
C12542A206 CHS ELECTRONICS INC COM NEW Purchase 600 -4529.95
Sale -600 1694.99
C171232101 CHUBB CORP COM Purchase 700 -49002.5
Sale -1700 110591.05
S6195869 CHUDENKO CORP JPY50 Free Receipt 18 0
Purchase 1000 -17431.56
Sale -18 305.19
C17163B102 CIBER INC COM Purchase 52000 -938914.38
Sale -51300 863256.11
S4768371 CIE DE ST-GOBAIN EUR16 Purchase 2300 -405656.48
C171779101 CIENA CORP COM Purchase 28650 -1073096.24
Sale -24434 673971.81
C125509109 CIGNA CORP COM Purchase 1811.037 -140301.46
Sale -24411.037 2119527.46
S2198657 CIM PORT ITAU CIA PREF SHARES NPV (PN) Sale -70000 6439.08
C172062101 CIN FNCL CORP COM Purchase 100 -3993.75
Sale -1000 39048.66
C172474108 CINERGY CORP COM Purchase 100 -3181.25
Sale -900 27711.54
C172737306 CIRCUIT CY STORES INC CARMAX GROUP Purchase 2000 -6934.96
Sale -1000 4657.39
C172737108 CIRCUIT CY STORES INC COM Free Receipt 3800 0
Purchase 300.469 -14210.74
Sale -12800.594 487096.43
C172755100 CIRRUS LOGIC INC COM Purchase 1000 -7279.95
C17275R102 CISCO SYS INC COM Free Delivery -200 0
Free Receipt 203066 0
Purchase 59162 -5308807.21
Sale -166366 14644211.37
</TABLE>
Page 89 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S506881U CIT GROUP INC 7.125 DUE 10-15-2004 BEO Purchase 370000 -369955.6
C125577106 CIT GROUP INC CL A COM STK Free Receipt 55510 0
Purchase 43400 -1138355.15
Sale -72400 1918349.75
C172853202 CITADEL COMMUNICATIONS CORP COM Purchase 5800 -217416.48
Sale -5800 212995.74
C172967101 CITIGROUP INC COM Free Delivery -10800 0
Free Receipt 93146 0
Purchase 148070.526 -8186526.83
Sale -77962.823 4324706.23
C177376100 CITRIX SYS INC COM Purchase 39690 -1320516.7
Sale -30890 1954471.5
C178566105 CITY NATL CORP COM Sale -30790 1010901.62
C12561E105 CKE RESTAURANTS INC COM STK Sale -500 10219.7
C179580204 CLAIRE TECHNOLOGIES INC COM PAR $0.001 Free Delivery -500 0
C179584107 CLAIRES STORES INC Purchase 30170 -905997.58
Sale -30170 682928.16
S5479757 CLARIANT CHF50(REGD) Purchase 200 -81816.45
Sale -200 91600.25
S2438007 CLARICA LIFE INS CO COM ISIN #CA1804741082 Purchase 13000 -193146.61
C182707109 CLARUS CORP DEL COM Purchase 3900 -69654.79
Sale -2000 35862.46
C184190106 CLAYTON HOMES INC COM Free Receipt 87 0
Purchase 32301.79 -365213.61
Sale -10125 109035.59
C184502102 CLEAR CHANNEL COMMUNICATIONS INC COM Purchase 26900 -1863781.18
Sale -6200 438807.17
C185395100 CLEARWORKS NET INC COM Free Receipt 100 0
</TABLE>
Page 90 of 257
<TABLE>
<CAPTION>
SCHEDULE OF ACQUISITIONS AND DISPOSITIONS
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C12561W105 CLECO CORP NEW COM Purchase 328.884 -10696.25
C185896107 CLEV CLIFFS INC COM Sale -4700 169157.22
C189054109 CLOROX CO COM Free Receipt 4278 0
Purchase 1124.981 -106110.88
Sale -790.49 78948.28
C189093107 CLOSURE MED CORP COM Purchase 1250 -23637.89
Sale -1150 20664.81
S6097017 CLP HOLDINGS HKD5 Purchase 5000 -24163.33
C125750109 CMGI INC ISIN #US1257501098 Free Receipt 6054 0
Purchase 18242 -2572821.06
Sale -21069 3324423.47
C203902101 CMNTY 1ST BANKSHARES INC COM Purchase 23180 -517439.89
Sale -30900 594518.77
C204037105 CMNTY SVGS BANKSHARES INC NEW COM STK Purchase 37700 -405096.12
Sale -9100 116055.62
S6215035 CMNWLTH BK OF AUST NPV Purchase 1087 -17791.75
S2304926 CMO CAPCO AMER SECURITIZATION CORP COML MTG PASSTHRU 98-D7
A-1A VAR 12-15-07 BEO Sale -1879605.25 1803874.99
S2379333 CMS ENERGY CORP 7.5 DUE 01-15-2009 BEO Purchase 68000 -64120
C125896100 CMS ENERGY CORP COM Purchase 4500 -198847.25
Sale -500 19963.1
C12612W104 CNF TRANSN INC COM STK Purchase 29900 -1215342.76
Sale -35600 1485004.1
S5543986 CNP ASSURANCES FRF25 Purchase 4900 -123871.73
C18975L106 COACH USA INC COM Purchase 12200 -361760.55
Sale -12200 500483.73
C190441105 COASTAL CORP COM Purchase 200 -7737.5
Sale -1300 48404.61
C19057T108 COASTCAST CORP Sale -700 7669.79
</TABLE>
Page 91 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C19074R101 COBALT NETWORKS INC COM Purchase 2200 -101786.2
Sale -2200 297366.37
C191098102 COCA COLA BOTTLING CO CONS COM Purchase 400 -22684.9
Sale -200 11219.67
C191216100 COCA COLA CO COM Purchase 23306.606 -1514437.44
Sale -52205.005 3377155.02
C191219104 COCA COLA ENTERPRISES INC COM Purchase 24426.829 -779244.28
Sale -11902.244 360967.4
S6123451 COCA-COLA AMATIL NPV Purchase 65751 -324443.4
S0292227 COCA-COLA BEVERAGE ORD GBP0.50 Sale -60800 97090.55
C192108108 COEUR D ALENE MINES CORP IDA COM Purchase 500 -2279.95
Sale -1000 4719.88
C192422103 COGNEX CORP COM Purchase 6200 -167975.98
C192423101 COGNICASE INC COM Purchase 100 -2704.95
Sale -100 2369.97
C192432102 COGNITRONICS CORP COM Purchase 500 -8154.95
C192479103 COHERENT INC COM Purchase 4700 -63837.75
Sale -5400 81274.88
C192576106 COHU INC COM Sale -1200 50362.32
C19259P300 COINSTAR INC COM Purchase 2100 -19477.35
Sale -1000 6109.71
C193294105 COLE KENNETH PRODTNS INC CL A Purchase 2400 -84024
S6209908 COLES MYER LIMITED NPV Purchase 55201 -320574.7
C194162103 COLGATE-PALMOLIVE CO COM Free Receipt 29150 0
Purchase 3250 -285629.73
Sale -25700 1911015.92
S217942U COLOMBIA (REP OF) 9.75% BONDS 23.04.2009 Purchase 470000 -436033.1
C19564H100 COLONIAL DOWNS HLDGS INC CL A Purchase 100 -229.95
S6094632 COLONIAL LTD NPV Purchase 8274 -29722.83
</TABLE>
Page 92 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C195872106 COLONIAL PROP TR SH BEN INT Sale -16900 457836.18
S0424699 COLT TELECOM GROUP ORD GBP0.025 Sale -30000 587052.96
C197677107 COLUMBIA /HCA HEALTHCARE CORP COM Purchase 900.123 -23095.47
Sale -56250.985 1268911.44
C197236102 COLUMBIA BKG SYS INC COM Free Receipt 245 0
Purchase 264 -4827.33
C197648108 COLUMBIA ENERGY GROUP COM Purchase 100 -5056.25
Sale -600 32706.37
C198516106 COLUMBIA SPORTSWEAR CO COM Purchase 800 -12716
Sale -3300 59925.74
C205937105 COM21 INC COM Purchase 600 -12861.51
Sale -600 9189.78
C200300101 COMCAST CORP CL A COM Purchase 300 -12139.85
Sale -100 3807.42
C200300200 COMCAST CORP CL A SPL Free Receipt 26634 0
Purchase 22050 -936530.93
Sale -19777 1128417.54
C200332302 COMDIAL CORP COM NEW Sale -210 1676.24
C200336105 COMDISCO INC COM Purchase 94434.872 -1975184.28
Sale -66034.872 1258901.68
C200340107 COMERICA INC COM Free Delivery -15000 0
Free Receipt 15000 0
Purchase 15200 -849981
Sale -16000 924856.49
C199908104 COMFORT SYS USA INC COM Sale -1300 21781.07
C200435105 COMINCO LTD COM Purchase 1000 -17211.2
Sale -1000 16531.99
C201723103 COML METALS CO COM Purchase 500 -12758
C202218103 COML NET LEASE RLTY INC COM Purchase 28746.859 -351265.33
Sale -6588 74216.65
</TABLE>
Page 93 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C200519106 COMM BANCORP INC N J COM Free Receipt 130 0
Purchase 7540 -338865.15
Sale -1620 71375.41
C200641108 COMM GROUP INC MASS COM Purchase 1100 -24490.4
Sale -1200 34504.6
CM25596103 COMM TOUCH SOFTWARE LTD COM Purchase 12000 -192000
Sale -12000 252741.57
C203372107 COMMSCOPE INC COM Free Delivery -5900 0
Free Receipt 5900 0
Purchase 70340 -1286237.65
Sale -31210 754808.81
C204493100 COMPAQ COMPUTER CORP COM Free Delivery -1001.792 0
Purchase 79638.654 -2892994.28
Sale -172474.756 5527510.31
C20449H109 COMPASS BANCSHARES INC COM Free Receipt 5875 0
Purchase 24730 -820430.07
Sale -18875 565059.29
S0288011 COMPASS GROUP ORD GBP0.025 Purchase 12000 -120394.78
Sale -3000 32273.84
C20452F107 COMPLETE BUSINESS SOLUTIONS INC COM Purchase 26000 -789454.01
Sale -26000 440857.91
C204795306 COMPUDYNE CORP COM STK PAR $0.75 Purchase 2500 -18021.83
C204912109 COMPUTER ASSOC INTL INC COM Purchase 9230.658 -553462.17
Sale -4850.085 208731.17
C204897300 COMPUTER CONCEPTS CORP COM PAR $0.001 Purchase 1000 -1342.45
Sale -1000 1220
C205908106 COMPUTER HORIZONS CORP COM Purchase 300 -5073.7
Sale -300 4469.9
C205199102 COMPUTER LEARNING CTRS INC COM Purchase 520 -3761.03
C204925101 COMPUTER NETWORK TECH CORP COM Purchase 2000 -32466.15
Sale -2000 35845.12
C205363104 COMPUTER SCI CORP COM Purchase 100 -5962.5
Sale -800 51392
</TABLE>
Page 94 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C205477102 COMPUTER TASK GROUP INC COM Purchase 200 -4884.9
Sale -450 7157.77
C205638109 COMPUWARE CORP COM Free Receipt 7300 0
Purchase 10300 -632725.53
Sale -5500 165680.12
C205930209 COMSAT CAP I L P MONTHLY INC PFD SECS 8.125 Purchase 62.47 -1584.13
Sale -2378.843 59716.27
C20564D107 COMSAT CORP SER 1 COM Free Delivery -2000 0
Free Receipt 903 0
C20564D982 COMSAT CORP Free Receipt 2000 0
Sale -2000 49874.5
C205912108 COMSHARE INC COM Purchase 1000 -4154.96
Sale -1200 3677.46
C205768203 COMSTOCK RES INC COM NEW Purchase 2000 -7934.9
Sale -1000 5094.87
C205862402 COMVERSE TECH INC Free Receipt 3800 0
Purchase 19595 -1464172.76
Sale -20900 1550254.54
S2608190 COMWLTH EDISON CO MEDIUM TERM NTS BOOK ENTRY 9.05 DUE
10-15-1999 Sale -440000 440000
C203004106 COMWLTH INDS INC DEL COM Purchase 3000 -44865
Sale -3000 32477.81
C203349105 COMWLTH TEL ENTERPRISES INC NEW COM Purchase 800 -30366
Sale -800 31532.94
C205887102 CONAGRA INC COM Purchase 400 -9925
Sale -2900 80803.53
C20589R107 CONCENTRIC NETWORK CORP DEL COM Free Receipt 7030 0
Purchase 9765 -637604.53
Sale -16695 354890.72
C206156101 CONCORD CAMERA CORP COM Purchase 3000 -33215
Sale -3000 31440.19
</TABLE>
Page 95 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C206186108 CONCORD COMMUNICATIONS INC COM Purchase 2600 -118427.95
Sale -2600 112593.2
C206197105 CONCORD EFS INC COM Free Receipt 11200 0
Purchase 22645 -794959.35
Sale -22245 845491.49
C206710204 CONCURRENT COMPUTER CORP NEW COM NEW Sale -6000 62817.89
C206772105 CONDOR TECH SOLUTIONS INC COM Purchase 6000 -12180
C206827206 CONECTISYS CORP COM NEW Purchase 1000 -787.99
Sale -1000 720.02
C206829202 CONECTIV INC CL A Sale -12 429.03
C206829103 CONECTIV INC COM STK Sale -75 1657.49
C207142100 CONEXANT SYS INC COM Free Delivery -200 0
Free Receipt 4450 0
Purchase 32443 -1806413.57
Sale -21925 1323464.95
C207410101 CONMED CORP COM Purchase 18530 -559266.56
Sale -3200 89761.25
C208192104 CONNETICS CORP COM Purchase 1600 -11209.9
S208110U CONOCO INC 6.95% SNR NTS15.04.2029 USD Purchase 200000 -200000
Sale -200000 200604
C208251405 CONOCO INC CL B COM STK Free Receipt 6383.8 0
Purchase 67000 -1788631
Sale -0.85 23
C208251306 CONOCO INC COM STK Purchase 400 -10304.95
C209115104 CONS EDISON INC COM Purchase 200 -9312.5
Sale -1850 85094.7
C209232107 CONS FREIGHTWAYS CORP COM Purchase 7700 -114579
Sale -7700 83578.24
C209341106 CONS GRAPHICS INC COM Purchase 8330 -370859.27
Sale -8330 280132.11
S2419983 CONS RAIL CORP 7.875 DEB DUE 5-15-2043 REG Purchase 90000 -95416.2
</TABLE>
Page 96 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C210149100 CONS STORES CORP COM Purchase 100 -3556.25
Sale -700 17568.14
C208464107 CONSECO INC COM Purchase 15900.913 -414106.7
Sale -8503.401 199277.24
C210371100 CONSTELLATION ENERGY GROUP INC COM Free Receipt 6061.39 0
Purchase 120.03 -3564.21
Sale -400 11855.83
C21075V107 CONTIFINANCIAL CORP COM Purchase 15000 -51943.95
Sale -14000 24029.18
C210795308 CONTL AIRL INC CL B Purchase 6300 -237190.29
Sale -53100 2033751.63
C216640102 COOPER CAMERON CORP Purchase 1000 -38342.45
Sale -1000 38343.75
C216669101 COOPER IND INC COM Sale -1300 64857.79
C216831107 COOPER TIRE & RUBBER CO COM, NO PAR Purchase 300 -6509.82
Sale -500 11049.6
C217016104 COORS ADOLPH CO CL B Purchase 8200 -401914.8
Sale -8400 475430.38
C217204106 COPART INC COM Purchase 1600 -37914.75
Sale -1600 35582.81
C217510106 COPPER MTN NETWORKS INC COM Purchase 2890 -294352.05
Sale -2390 247999.55
C217721109 COPYTELE INC COM Purchase 500 -967.45
Sale -500 954.36
C217753102 COR THERAPEUTICS INC Purchase 37300 -644591.21
Sale -6800 104211.67
C218103109 CORAM HEALTHCARE CORP COM Purchase 17590 -11424.63
C218412104 CORDANT TECHNOLOGIES INC COM STK Free Delivery -3500 0
Free Receipt 3500 0
Purchase 3500 -149730
Sale -3500 96449.78
</TABLE>
Page 97 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CN22717107 CORE LAB COM Purchase 2000 -31265.95
Sale -42500 723646.3
C21868Q109 COREL CORP COM Purchase 5200 -28334.11
Sale -3300 16657.59
C21887F100 CORIXA CORP COM Free Receipt 55 0
C219023108 CORN PRODS INTL INC COM Purchase 10100 -305286.65
Sale -6500 156519.97
C21923C103 CORNERSTONE INTERNET SOLUTIONS CO COM Purchase 2700 -6543.75
Sale -3700 9190.52
C219350105 CORNING INC COM Purchase 1621.261 -87760.85
Sale -17321 1016405.42
C221485105 COST PLUS INC CAL COM Free Receipt 17415 0
Purchase 14930 -500857.07
Sale -38600 1358970.76
C22160K105 COSTCO WHSL CORP NEW COM Free Receipt 47122 0
Purchase 8950 -615305.42
Sale -11122 824482.2
C22163N106 COTT CORP QUE COM Purchase 3000 -10714.95
Sale -3150 16149.81
C222116105 COULTER PHARMACEUTICAL INC COM Purchase 13200 -294481.24
Sale -72151 1980862.32
C222372104 COUNTRYWIDE CR IND INC COM Purchase 18877.563 -744444.88
Sale -18702.068 649318.24
C222814204 COVAD COMMUNICATIONS GROUP INC COM Free Receipt 1960 0
Purchase 12208 -424516.26
Sale -14068 915554.99
C222816100 COVANCE INC COM Purchase 23070 -629738.91
Sale -34970 769909.42
C222862104 COVENTRY HLTH CARE INC COM Purchase 8700 -112644.99
C222892101 COVER-ALL TECHNOLOGIES INC COM Sale -2400 6818.36
S213369W COX COMMUN INC 7.875% NT 15/08/2009 (FAIS) Purchase 110000 -109871.3
</TABLE>
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<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C224044107 COX COMMUNICATIONS INC NEW CL A Free Delivery -3900 0
Free Receipt 4430 0
Purchase 3900 -143807.82
Sale -4546 176493.56
C22406P108 COYOTE NETWORK SYS INC COM Purchase 4500 -28833.5
Sale -4500 21951.75
C224071100 COYOTE SPORTS INC COM Purchase 700 -2037.42
Sale -700 2244.96
C12616P105 C-PHONE CORP COM Purchase 800 -1073.97
Sale -800 1419.98
C12616N100 CPX CORP COM ISIN US12616N100 Free Receipt 800 0
C224174102 CRAIG CORP COM Sale -100 734.01
C224399105 CRANE CO COM Purchase 1800 -50065.25
Sale -500 13968.27
C225270107 CREATIVE BIOMOLECULES INC COM Purchase 20900 -66000.4
Sale -19900 68866.95
C22527E107 CREATIVE COMPUTERS INC COM Purchase 164 -6235.66
Sale -564 24530.08
S2232469 CREATIVE TECH LTD ORD Purchase 12800 -128808.35
CY1775U107 CREATIVE TECH LTD ORD Sale -550 6260.47
S4230870 CREDIT COMMERCIAL EUR5 Free Receipt 949 0
Sale -650 75723.53
S5713477 CREDIT LYONNAIS ORD NPV Purchase 5480 -146792.22
Sale -5480 169612.28
C225429109 CREDITRUST CORP COM Purchase 2900 -73368
C225447101 CREE INC FORMERLY CREE RESH INC EFF 01/03/2000 COM COM Purchase 1600 -74970.85
Sale -2000 96629.11
C225756105 CRESCENT REAL ESTATE EQUITIES TR TEX COMSTK Purchase 736.783 -16089.65
C226153104 CRESTLINE CAP CORP COM Purchase 3200 -65066.88
S4182249 CRH ORD EUR0.32(DUBLIN LISTING) Purchase 12000 -214789.53
</TABLE>
Page 99 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C22674V100 CRITICAL PATH INC COM Purchase 6000 -196938.79
Sale -4900 388787.04
C227573102 CROSS TIMBERS OIL CO COM Purchase 200 -1679.95
Sale -200 1470
C228186102 CROWN AMERN RLTY TR COM Purchase 21000 -130504.95
S2419637 CROWN CASTLE INTL CORP SR DISC NT STEP 5-15-11/04 0 5/04
10.375 AFTER Purchase 49000 -29566.11
S2419659 CROWN CASTLE INTL CORP SR NT 9 DUE
05-15-2011/05-15-2004 BEO Purchase 13000 -13000
C228255105 CROWN CORK & SEAL CO INC COM Purchase 100 -3500
Sale -1700 50717.84
C22942F101 CRYSTALLEX INTL CORP COM Sale -1500 1454.94
S4162791 CSF(THOMSON) FRF20 Free Receipt 7515 0
Purchase 1200 -35291.31
Sale -1600 57188.17
C126349109 CSG SYS INTL INC COM Free Receipt 13910 0
Purchase 16650 -963413.81
Sale -30520 940554.63
C125965103 CSK AUTO CORP COM Purchase 22000 -578936.73
Sale -6700 208356.78
S5594597 CSM NV CVA NLG1(NON EXCH)(STK DIV) Free Receipt 2155 0
Sale -2155 0
C232046102 CSTMTRKS CORP #REORG CSTMTRKS CORP N/C ZIXIT CORP EFF
10-1-99 SEE SEC# 2950665 Free Delivery -2195 0
Purchase 18500 -747717.99
Sale -17305 739557.97
C126408103 CSX CORP COM Purchase 200 -10000
Sale -1300 57085.56
C222361404 CTRY STAR RESTAURANTS INC COM PAR $0.01 Free Delivery -0.5 0
Free Receipt 0.5 0
C126501105 CTS CORP COM Free Receipt 4400 0
Purchase 6375 -307851.99
Sale -1025 53714.59
</TABLE>
Page 100 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C229678107 CUBIST PHARMACEUTICALS INC COM Purchase 1000 -9404.95
Sale -1000 7344.8
C229899109 CULLEN FROST BANKERS INC COM Free Receipt 4240 0
Purchase 7810 -318679.06
C231021106 CUMMINS ENGINE CO INC COM Purchase 26900 -1159617.9
Sale -11700 620123.05
C231082108 CUMULUS MEDIA INC CL A Purchase 500 -14286.05
C231264102 CURATIVE HLTH SVCS INC COM Purchase 1400 -37975
Sale -17100 230351.52
C232217109 CUTTER & BUCK INC COM Purchase 1600 -51160.16
Sale -1600 47402.38
C126650100 CVS CORP COM STK Purchase 15875.293 -746397.9
Sale -13995.293 627850.57
C23243T105 CYBER-CARE INC COM Free Receipt 500 0
Sale -500 782.52
C232462101 CYBERCASH INC COM Purchase 2800 -52492.2
Sale -2700 42130.08
C23246N105 CYBERGOLD INC COM COM STK Purchase 10000 -90000
Sale -10000 129995.66
C231914102 CYBERIAN OUTPOST INC OC-COM Purchase 30953 -749717.59
Sale -37795 845746.24
C23251J106 CYBERSOURCE CORP DEL COM Purchase 8760 -522603.79
C232522102 CYBEX COMPUTER PRODS CORP COM Purchase 15000 -408125.21
Sale -5600 224888.29
C232560102 CYGNUS INC COM Purchase 1000 -9029.95
Sale -1000 12594.62
C232565101 CYLINK CORP COM Purchase 200 -1506.45
C232572107 CYMER INC COM Purchase 44680 -1161888.98
Sale -19200 570418.81
</TABLE>
Page 101 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C232806109 CYPRESS SEMICONDUCTOR CORP COM Purchase 107650 -1814373.45
Sale -71450 912014.46
C232817106 CYRK INC COM Sale -200 1544.99
C232820100 CYTEC IND COM Purchase 100 -2879.95
Sale -100 3094.94
C232946103 CYTYC CORP COM Purchase 10000 -392813
Sale -7600 314521.05
C23331A109 D R HORTON INC COM Purchase 20990 -442341.47
Sale -90 1848.73
S6250025 DAIFUKU Y50 Sale -3000 14989.28
S6250218 DAIICHI PHARM CO JPY50 Sale -2000 32235.92
CD1668R123 DAIMLER CHRYSLER AG STK ISIN #DE0007100000
SEDOL # 5529027 Free Delivery -1510 0
Free Receipt 1510 0
Purchase 494 -40872.52
Sale -876.2 78450.45
S6251028 DAINIPPON SCREEN Y50 Sale -5000 13338.51
S6251448 DAIWA SEC CO Y50 Sale -90000 313161.55
C23426R108 DAL-TILE INTL INC COM Purchase 22900 -230429.49
Sale -26100 300751.18
C235811106 DANA CORP COM Purchase 22300 -830559.52
Sale -30600 1142824.95
C235851102 DANAHER CORP COM Purchase 300 -19043.5
Sale -700 39892.4
S4070236 DANONE EUR2 Free Receipt 400 0
Purchase 1200 -300632.58
Sale -290 74104.61
S6287131 DAO HENG BK GROUP COM STCK Purchase 6000 -26722.54
C237015102 DAOU SYS INC COM Purchase 3400 -19117.87
Sale -4400 23689.27
</TABLE>
Page 102 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C237194105 DARDEN RESTAURANTS INC COM Purchase 100 -2275
Sale -30400 549211.62
C237596101 DATA BROADCASTING CORP Purchase 4345 -90909.36
Sale -2705 45305.59
C237654207 DATA DIMENSIONS INC COM PAR $0.001 Purchase 2500 -13059.45
Sale -6500 19057.7
C237688106 DATA GEN CORP COM STK Free Delivery -2500 0
Free Receipt 2000 0
Purchase 500 -11498.7
C237823109 DATA PROCESSING RES CORP COM Purchase 2700 -63672.75
Sale -2700 51919.26
C238108203 DATARAM CORP COM PAR $1 Free Receipt 500 0
Sale -1000 8844.75
C237920103 DATAWARE TECHNOLOGIES INC Purchase 4000 -12448
Sale -4000 8364.1
C23833N104 DAVE & BUSTERS INC COM Sale -200 4074.81
C239208101 DAVOX CORP COM Purchase 500 -7654.95
Sale -500 5282.37
C233089309 DCGR INTL HLDGS INC COM NEW Free Receipt 350 0
Sale -350 0
C233092105 DCH TECHNOLOGY INC COM STK ISIN# US2330921055 Purchase 2000 -1935
S6248990 DDI CORP JPY5000 Sale -6 21098.8
C242728103 DEB SHOPS INC COM Purchase 200 -3429.95
Sale -200 3494.93
C999599GH0 DEC 99 S&P 500 Free Delivery -167 0
Free Receipt 328 0
Free Delivery -9 0
Free Receipt 82 0
C243458106 DECISIONONE HLDGS CORP COM Purchase 1000 -2581
Sale -1000 1938.68
C244199105 DEERE & CO COM Purchase 5882.829 -199982.75
Sale -33703.066 1351876.29
</TABLE>
Page 103 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S5617427 DEGUSSA-HULS AG ORD NPV Purchase 8000 -342227.21
C24522P103 DEL MONTE FOODS CO COM Purchase 21300 -325285.08
C246688204 DELHAIZE AMER INC CL B Free Receipt 335 0
Purchase 2.188 -41.71
C246885107 DELIA*S INC COM Purchase 21426 -581334.28
Sale -21426 428602.58
C247025109 DELL COMPUTER CORP COM Free Delivery -400 0
Free Receipt 227129 0
Purchase 207698 -10276081.43
Sale -286264 14842919.35
C247126105 DELPHI AUTOMOTIVE SYS CORP COM Free Delivery -16285.07 0
Free Receipt 70017.77 0
Purchase 26583.296 -501481.87
Sale -19595.948 364880.69
C247131105 DELPHI FINL GROUP INC CL A Purchase 8920 -484656.88
Sale -12286 541901.52
C247357106 DELTA $ PINE LD CO COM Purchase 300 -8729.95
Sale -300 9419.73
C247361108 DELTA AIR LINES INC COM Free Delivery -13400 0
Free Receipt 13400 0
Purchase 46925.17 -2531631.02
Sale -74150.076 4414672.23
C24785A108 DELTEK SYS INC COM Purchase 200 -1992.45
Sale -200 2169.97
C248019101 DELUXE CORP COM Purchase 2.082 -75.71
Sale -25506.703 936418.1
C248239105 DENDRITE INTL INC COM Free Receipt 7555 0
Purchase 39090 -1135234.19
Sale -29580 732593.89
S6640381 DENSO CORP JPY50 Sale -4000 77241.68
C249509100 DEPT 56 INC COM Sale -4300 131979.79
S5662966 DEUTSCHE BANK AG NPV(RFD 1/1/99) Free Delivery -1690 0
Purchase 1690 -68121.31
</TABLE>
Page 104 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S5662944 DEUTSCHE BANK AG NPV(SUB RIGHTS 22/4/99) Free Delivery -6210 0
Free Receipt 6215 0
Sale -5 4.06
S5287488 DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK) Free Receipt 9500 0
Purchase 5200 -99442.43
C251566113 DEUTSCHE TELEKOM AG SPONSORED ADR RT EXP6-22-99 ISIN
US2515661138 Free Receipt 300 0
Sale -300 60.92
S5703843 DEUTSCHE TELEKOM NPV( SUB RIGHTS 23/6/99) Free Delivery -3008.6 0
Free Receipt 20513 0
Sale -17504.4 3407.73
S5119387 DEUTSCHE TELEKOM ORD NPV Free Receipt 33763 0
Purchase 307 -11901.07
Sale -15450 644453.51
S6265513 DEV BK SINGAPORE SGD1 (ALIEN MKT) Purchase 7000 -47192.58
Sale -36500 449271.2
C251799102 DEVON ENERGY CORP COM Free Delivery -2100 0
Purchase 10000 -310612.56
Sale -7900 198747.09
C25179M103 DEVON ENERGY CORPORATIOIN NEW COM Free Delivery -2100 0
Free Receipt 4871 0
Purchase 19053.27 -770927.28
Sale -2100 92725.34
C251893103 DEVRY INC DEL COM Purchase 37380 -986223.11
Sale -37380 885892.4
S4228518 DEXIA FRANCE NPV Free Receipt 225 0
Sale -225 32608.22
C252165105 DEXTER CORP COM Purchase 6500 -188187.35
Sale -6500 188795.95
S0237400 DIAGEO ORD GBX28.935185 Sale -17900 171575.23
C25271C102 DIAMOND OFFSHORE DRILLING INC COM Purchase 835 -24358.24
Sale -500 15458.32
</TABLE>
Page 105 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C252762109 DIAMOND TECH PARTNERS INC CL A Free Receipt 1100 0
Purchase 2200 -140647
C252787106 DIAMONDS TR SER 1 UNIT Purchase 501.095 -54305.08
Sale -200 21540.93
C253651103 DIEBOLD INC COM Purchase 8300 -237540.43
Sale -49200 1296065.62
C253675102 DIEDRICH COFFEE INC COM Purchase 2333 -13978.19
Sale -1333 7068.65
C253756100 DIGEX INC DEL CL A COMMON STOCK Purchase 14480 -523049.46
C253838106 DIGITAL COURIER TECHNOLOGIES INC COM Purchase 1000 -6211.78
C25385F207 DIGITAL GAS INC COM NEW Purchase 2000 -1872.4
C25385N101 DIGITAL IS INC DEL COM Purchase 100 -3229.95
Sale -100 5869.85
C253859102 DIGITAL MICROWAVE CORP COM Free Delivery -210 0
Free Receipt 210 0
Purchase 27200 -469524.8
Sale -1410 16759.73
C25388B104 DIGITAL RIV INC COM Purchase 12990 -380022.99
Sale -13061 444014
C254067101 DILLARDS INC CL A COM Purchase 100 -3206.25
Sale -2520 71678.61
C25429Q102 DIME BANCORP INC NEW COM Sale -5700 96725.77
C254546104 DIONEX CORP COM Purchase 1700 -59543.18
Sale -1700 75640.67
C254931108 DIRECT FOCUS INC COM Purchase 10000 -216875
C25467V104 DISCREET LOGIC INC COM Sale -17500 241678.76
C254687106 DISNEY WALT CO DISNEY (WALT) CO HLDGCOMMON STOCK Free Receipt 93100 0
Purchase 9000 -255292.2
C254687205 DISNEY WALT CO GO COM COM Free Delivery -1150 0
Free Receipt 1495 0
</TABLE>
Page 106 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C254927106 DISPATCH MGMT SVCS CORP COM Purchase 700 -2266.15
Sale -700 2188.71
C25469V102 DISPLAY TECHNOLOGIES INC COM Purchase 33 -260.95
C25500M103 DITECH COMMUNICATIONS CORP COM STK Purchase 5000 -257500
Sale -5000 275440.81
C23321W202 DLJ CAP TR I TR PFD SECS 8.42 Sale -1960 50401.22
C256159104 DOCUMENTUM INC COM Purchase 6060 -230606.34
Sale -14400 445526.74
C256605106 DOLE FOOD INC COM Purchase 26418 -831287.47
Sale -29600 819321.02
C256669102 DOLLAR GEN CORP COM Free Receipt 2046.25 0
Purchase 450.122 -13367.6
Sale -1845.25 54682.45
C256743105 DOLLAR THRIFTY AUTOMOTIVE GROUP INC COM STK Purchase 32900 -435174
Sale -45300 817672.01
C256747106 DOLLAR TREE STORES INC COM Purchase 13600 -560403.75
Sale -13600 568043.53
C257651109 DONALDSON INC COM Purchase 5200 -129232.7
Sale -5200 130866.63
C257661504 DONALDSON LUFKIN & JENRETTE INC NEW DLJDIRECT COM ISIN
US2576615049 Purchase 850 -22766.68
Sale -850 19342.04
C257826107 DONNA KARAN INTL INC COM Purchase 300 -2261.2
Sale -300 2632.46
C257867101 DONNELLEY R R & SONS CO COM Purchase 15300 -380498.34
Sale -6400 238307.51
C25811P100 DORAL FINL CORP COM Purchase 25190 -433931.88
Sale -19690 270292.52
C25848T109 DOT HILL SYS CORP COM Purchase 500 -3529.95
Sale -500 2844.95
C258609304 DOUBLECLICK INC COM Free Receipt 4788 0
Purchase 21456 -1276550.29
Sale -22054 2474408.99
</TABLE>
Page 107 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C260003108 DOVER CORP COM Purchase 100 -3881.25
Sale -1700 64463.14
C260086103 DOVER DOWNS ENTMT INC COM Sale -3600 47603.3
S2518181 DOW CHEM CO 7.375 DUE 11-01-2029 BEO Purchase 250000 -247175
Sale -100000 98391
C260543103 DOW CHEM CO COM Free Delivery -27400 0
Free Receipt 27400 0
Purchase 14900 -1903140.55
Sale -7400 833543.11
C260561105 DOW JONES & CO INC COM Purchase 100 -5412.5
Sale -12100 639563.26
C23329J104 DQE INC COM Purchase 3.654 -152.66
Sale -203.654 8485.04
C261570105 DRESS BARN INC COM Purchase 1000 -14498.71
Sale -1000 14969.55
C261876106 DREXLER TECH CORP COM Purchase 100 -979.95
Sale -100 720.02
C262037104 DRIL-QUIP INC COM Purchase 200 -3626.19
Sale -9350 183708.65
C262098106 DRKOOP COM INC COM STK Purchase 3100 -63374.57
Sale -2600 45464.22
C262241102 DRUGSTORE COM INC COM ISIN #US2622411021 Purchase 100 -5317.45
Sale -100 3113.69
C262408107 DRY DAIRY INTL INC COM STK Free Delivery -40490 0
Free Receipt 490 0
C262504103 DSET CORP COM Purchase 35400 -427543.69
Sale -25600 441439.19
C262506108 DSL NET INC COM STOCK Purchase 125 -2061.2
S4249100 DSM NV NLG20 Free Delivery -2300 0
Purchase 2300 -295414.28
</TABLE>
Page 108 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S5773987 DSM NV NLG6.67 Free Receipt 6900 0
Purchase 3200 -122103.91
C233326107 DST SYS INC COM Purchase 11600 -627532.52
Sale -15900 954310.17
C233331107 DTE ENERGY CO COM Free Delivery -21500 0
Free Receipt 21500 0
Purchase 21600 -835614.05
Sale -800 32730.14
C263534109 DU PONT E I DE NEMOURS & CO COM STK Free Delivery -2164 0
Free Receipt 2539.76 0
Purchase 1149.385 -78665.9
Sale -25429.066 1546744.81
C263572109 DUALSTAR TECHNOLOGIES CORP COM ISIN #US2635721093 Purchase 735 -4807.45
Sale -735 3741.47
C26432F109 DUFF & PHELPS CR RATING CO COM Purchase 800 -46686.8
Sale -800 57891.66
C264399106 DUKE ENERGY CORP COM STK Purchase 800 -44034.11
Sale -2400 136751.87
C264411844 DUKE RLTY INVTS INC Purchase 500 -12359.9
C264411505 DUKE-WEEKS RLTY CORP INC COM NEW Purchase 48.683 -1074.04
Sale -314.055 7232.3
C26483B106 DUN & BRADSTREET CORP DEL COM STK (NEW) Purchase 100 -3818.75
Sale -1300 42863.9
C265903104 DURA AUTOMOTIVE SYS INC COM Purchase 15800 -494808.6
C26632S109 DURA PHARMACEUTICALS INC COM Purchase 800 -11534.9
Sale -800 12639.67
C266354109 DURAMED PHARMACEUTICALS INC COM Purchase 200 -1961.98
Sale -600 7542.16
C267475101 DYCOM INDS INC COM Free Receipt 6885 0
Purchase 19390 -764488.09
Sale -27035 1147101.56
C267575108 DYERSBURG CORP COM Purchase 2000 -1802.5
</TABLE>
Page 109 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C267917607 DYNAGEN INC COM NEW Sale -1200 587.97
C267888105 DYNAMIC MATLS CORP COM EF 8-15-97 Sale -300 1233.56
C268060209 DYNAMICWEB ENTERPRISES INC COM NEW Purchase 5025 -43748.56
Sale -5025 40271.93
C26841Y103 E DIGITAL CORP COM Purchase 300 -809.95
C26873Q101 E MEDSOFT COM COM Purchase 4500 -15603.75
C26881V100 E PIPHANY INC COM Purchase 150 -9779.95
Sale -150 18194.44
C269153102 E SPIRE COMMUNICATIONS INC COM Purchase 25600 -260517.84
Sale -22800 215013.63
C269242103 E TOWN CORP COM Sale -1000 48798.36
C269246104 E*TRADE GROUP INC COM Free Receipt 17932 0
Purchase 52723 -2653093.16
Sale -58922 3509787.43
C269514105 EAGLE FOOD CTRS INC COM Sale -300 877.56
C269524104 EAGLE GEOPHYSICAL INC COM Free Delivery -0.41 0
Free Receipt 411.41 0
Sale -411 398.16
C270018104 EAGLE USA AIRFREIGHT INC COM Sale -500 14157.07
C270319106 EARTHGRAINS CO COM Purchase 7320 -215428.61
Sale -32410 779345.62
C27032B100 EARTHSHELL CORP COM Purchase 614 -3265.85
C27032C108 EARTHWEB INC COM Sale -200 7894.78
S6298542 EAST JAPAN RAILWAY JPY50000 Sale -1 6012.66
C277276101 EASTGROUP PPTYS INC COM Sale -2600 44165.31
C277432100 EASTMAN CHEM CO COM Purchase 100 -5862.5
Sale -1600 76451.16
C277461109 EASTMAN KODAK CO COM Purchase 771.967 -57308.28
Sale -3258.471 232166.07
</TABLE>
Page 110 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C27637F100 EASTN ENTERPRISES COM Purchase 100 -4692.5
Sale -7400 286142.45
C276369105 EASTN ENVIRONMENTAL SVCS INC COM Free Delivery -12800 0
Sale -14980 375820.18
C277848107 EASYRIDERS INC COM Purchase 12600 -17703
C277849105 EAT AT JOES LTD COM Purchase 28000 -21170
C278058102 EATON CORP COM Purchase 8000 -712931.5
Sale -5000 475680.91
C278265103 EATON VANCE CORP COM NON VTG Sale -3700 75658.03
C278642103 EBAY INC COM Purchase 10885 -1711651.64
Sale -7637 1236556.49
C278762109 ECHOSTAR COMMUNICATIONS CORP NEW CL A Free Receipt 6126 0
Purchase 2145 -166082.1
Sale -2650 173934.71
C278865100 ECOLAB INC COM Purchase 100 -4143.75
Sale -700 28174.03
C28139T101 ED MGMT CORP COM Free Receipt 10500 0
Purchase 25000 -428468.11
Sale -43300 691491.9
C279285100 EDAC TECHNOLOGIES CORP COM Sale -1000 4469.9
S6304892 EDGARS STORES ZAR0.10 Free Receipt 1609 0
Sale -1609 6718.78
C281020107 EDISON INTL COM Purchase 316.899 -8162.45
Sale -2858.216 75885.26
C281667105 EDWARDS J D & CO COM Purchase 6360 -120282.39
Sale -5960 99969.24
C26842V207 EEX CORP COM NEW Free Receipt 50 0
Purchase 12500 -39459.64
Sale -250 1574.41
C282012103 EFAX COM INC COM Purchase 6330 -128269.26
Sale -5230 101380.2
</TABLE>
Page 111 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C282253103 EGAMES INC COM Free Receipt 1000 0
Sale -1000 2469.96
C282329101 EGGHEAD COM INC NEW COM Free Receipt 410 0
C282577105 EINSTEIN / NOAH BAGEL CORP COM Sale -1000 1470
S0723147 EIRCOM ORD EUR0.25 Purchase 7300 -29181.74
C282911106 EL MISTI GOLD LTD COM Free Delivery -15000 0
C283905107 EL PASO ENERGY CORP DEL COM Free Delivery -15700 0
Free Receipt 19400 0
Purchase 35800 -1307019.96
C284275104 ELBIT COMPUTERS LTD ORD Sale -1000 5219.87
CM37605108 ELBIT MED IMAGING LTD COM STK Sale -1000 8469.76
C284434107 ELCOM INTL INC COM Purchase 500 -5836.2
C284443108 ELCOR CORP COM Purchase 3500 -76667.5
Sale -3500 97291.76
C284470101 ELDER BEERMAN STORES CORP NEW COM Sale -3500 42366.08
S5249187 ELEC DE PORTUGAL EUR5 Purchase 1400 -21353.08
C284895109 ELEC LIGHTWAVE INC CL A Purchase 500 -6279.95
Sale -500 6844.82
C285512109 ELECTR ARTS COM Purchase 17000 -859977.83
Sale -6300 531476.79
C285554101 ELECTR BUSINESS SVCS INC COM Free Receipt 1000 0
C285661104 ELECTR DATA SYS CORP NEW COM Purchase 3240 -203242.65
Sale -10940 570737.46
C285869103 ELECTR TRANSFER ASSOCS INC COM Purchase 300 -5054.95
Sale -300 5144.87
C284868106 ELECTRIC CITY CORP COM Purchase 200 -1474.76
C285229100 ELECTRO SCIENTIFIC INDS INC COM Purchase 10870 -445175.99
Sale -10870 460239.61
</TABLE>
Page 112 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C285324109 ELECTROGLAS INC COM Purchase 29000 -638524.99
Sale -2800 52292.17
S5466782 ELECTROLUX AB SER'B'SEK5 Sale -1170 23792.77
C286045109 ELECTRONICS BOUTIQUE HLDGS CORP COM Purchase 18800 -374601.79
Sale -44800 741521.43
C286082102 ELECTRONICS FOR IMAGING INC COM Purchase 34690 -1459308.81
Sale -34690 1760534.86
S4824080 ELF AQUITAINE EUR8 Free Delivery -858 0
Free Receipt 790 0
Purchase 80 -14994.81
C532457108 ELI LILLY & CO COM Purchase 6621.883 -506509.03
Sale -46940.726 3752421.74
C28659M106 ELITE INFORMATION GROUP INC COM STK Purchase 1000 -5892.46
S4148810 ELSEVIER NV EUR0.06 Free Receipt 13962 0
Sale -6100 85544.69
C268648102 EMC CORP MASS COM Free Receipt 82186.25 0
Purchase 66502 -5497791.6
Sale -110262.25 9568987.54
C291011104 EMERSON ELEC CO COM Purchase 400 -27850
Sale -2800 171000.53
C291087203 EMERSON RADIO CORP COM NEW Purchase 2000 -1184.9
Sale -2000 1064.96
S0044473 EMI GROUP ORD GBP0.14 Sale -41000 341704.33
C291641108 EMPIRE DIST ELEC CO COM Purchase 1603.009 -35098.43
Sale -1706.026 41782.95
C292475209 EMULEX CORP COM NEW Purchase 5530 -806964.74
Sale -300 54187.18
C292476108 EMUSIC COM INC COM Purchase 1120 -19977.89
Sale -1120 14525.9
C292499100 ENAMELON INC COM Purchase 1700 -3988.55
</TABLE>
Page 113 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C292503109 ENCAD INC COM Purchase 60 -479.95
C29256E109 ENCORE MED CORP COM Sale -200 545.03
S5271782 ENDESA SA EUR1.2 Free Receipt 28034 0
Purchase 2520 -53830.77
Sale -5000 126038.1
C29264P104 ENDOCARE INC COM Purchase 2000 -8060
C29264K105 ENDOSONICS CORP COM Purchase 1600 -6797.92
Sale -1600 6851.75
C29266M109 ENERGY E. CORP COM Free Delivery -40800 0
Free Receipt 40930 0
Purchase 40807.409 -1043599.89
Sale -3200 181929.93
C292827102 ENGAGE INC COM ISIN US2928271020 Purchase 24 -1445.95
C292845104 ENGELHARD CORP COM Purchase 100 -1950
Sale -1500 29888.96
S0490140 ENGLISH CHINA CLAY ORD 25P (ASSD IMETAL CASH) Free Receipt 167773 0
Sale -167773 684162.24
C292872108 ENGR ANIMATION INC COM Purchase 7829 -328418.27
Sale -7744 178836.41
C293310108 ENHANCE FINL SVCS GROUP INC COM Sale -29920 722385.65
S4436399 ENI ITL1000(REGD) Free Receipt 67000 0
Purchase 21000 -131564.97
C29336A101 ENLIGHTEN SOFTWARE SOLUTIONS INC COM ISIN #US29336A1016 Purchase 100 -1024.98
C293561106 ENRON CORP COM Free Receipt 12522 0
Purchase 2629.486 -181944.07
Sale -4000 276146.79
C26874Q100 ENSCO INTL INC COM Purchase 2600 -28996.86
Sale -1400 23005.83
C293639100 ENTERCOM COMMUNICATIONS CORP CL A Purchase 21100 -722336.39
Sale -3900 123080.63
</TABLE>
Page 114 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C29364G103 ENTERGY CORP NEW COM Purchase 26200 -787072.86
Sale -1400 42654.79
S0318866 ENTERPRISE OIL ORD GBP0.25 Purchase 54700 -356960.29
C29380Q101 ENTMNT INTERNET INC COM Purchase 100 -329.95
Sale -100 238.79
C293810107 ENTMNT TECHNOLOGIES & PROGRAMS INC COM Purchase 127500 -30577.7
C29382F103 ENTREMED INC COM Purchase 500 -8654.95
Sale -500 8719.75
C294100102 ENZO BIOCHEM INC COM Purchase 14546 -281097.4
Sale -1194 12992.58
C26875P101 EOG RESOURCES INC COM Free Receipt 48900 0
S507261U EPCOS AG COMMON STK NPV Free Delivery -1500 0
Purchase 1500 -50043.05
S5785993 EPCOS AG ORD NPV Free Receipt 1500 0
Purchase 1200 -43910.13
C29426L108 EPICOR SOFTWARE CORP COM Free Receipt 357 0
Sale -357 2677.64
C294741103 EQTY OFFICE PPTYS TR COM STK Purchase 24.161 -590.21
C29476L107 EQTY RESDNTL PPTYS TR SH BEN INT Purchase 56.151 -2358.7
Sale -265 10751.88
S5497135 EQUANT NV NLG0.02 Purchase 680 -53050.9
C294429105 EQUIFAX INC COM Purchase 300 -10742.44
Sale -1000 34524.06
C294549100 EQUITABLE RES INC COM Purchase 8200 -291694.5
Sale -33600 882142.01
C29477J101 EQUITYALERT COM INC COM ISIN US29477J1016 Purchase 700 -3272.4
S4321558 ERICSSON(LM)TEL SEK2.50 SER'B' Purchase 13400 -394554.53
Sale -16500 469102.92
C296054109 ESAT INC COM Free Receipt 230 0
Purchase 40 -679.95
Sale -270 4099.95
</TABLE>
Page 115 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C296428105 ESHARE TECHNOLOGIES INC GA COM Purchase 100 -979.95
CM40990109 E-SIM LTD Purchase 200 -2017.45
C296443104 ESKIMO PIE CORP Purchase 1000 -8717.45
Sale -1000 7469.8
C296904105 ESOFT INC COM Purchase 2500 -21073.65
Sale -3500 19973.1
C269129102 ESPS INC COM Purchase 300 -3634.06
Sale -300 4087.23
C269151106 ESS TECH INC COM Sale -1000 9532.23
S4317308 ESSELTE 'B' FREE SWKR12.5 Sale -950 7568.97
C297425100 ESTERLINE TECHNOLOGIES CORP COM STK Purchase 1600 -34869.44
Sale -1600 23029.12
C269240107 E-TEK DYNAMICS INC COM Purchase 18120 -617216.02
Sale -18020 743340.72
C297602104 ETHAN ALLEN INTERIORS INC COM Free Receipt 50 0
Purchase 11450.486 -362555.02
Sale -1100 35664.6
C297862104 ETOYS INC COM Purchase 400 -24716.45
C298801101 EUROWEB INTL CORP COM Purchase 1000 -4654.95
Sale -1000 4469.9
C299211102 EVAVS SYS INC COM Purchase 100 -1571.37
Sale -100 1762.93
C299900308 EVERGREEN RES INC COM NO PAR Purchase 1000 -21029.95
S4295374 EVN AG NPV Purchase 800 -104740.71
Sale -800 116501.81
C30067T103 EXCEL TECH INC COM Purchase 500 -6061.2
C302088109 EXODUS COMMUNICATIONS INC COM STK ISIN# US3020881096 Free Receipt 5822 0
Purchase 17685 -1167445.89
Sale -18776 1737124.09
</TABLE>
Page 116 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C302125109 EXPEDIA INC CL A Purchase 600 -32977.35
Sale -500 27620.42
C302130109 EXPEDITORS INTL WASH INC COM Purchase 15900 -526225.85
C302182100 EXPRESS SCRIPTS INC CL A Free Delivery -100 0
Purchase 3900 -241349.8
Sale -3700 259285.12
C30224P101 EXTD STAY AMER INC COM Purchase 9400 -106032
Sale -19200 183017.88
C30226D106 EXTREME NETWORKS INC COM Purchase 7650 -670503.23
Sale -350 28078.49
C302571104 F P L GROUP INC COM Purchase 100 -5656.25
Sale -1100 62110.4
C302712104 F Y I INC COM Purchase 1800 -58761
Sale -1900 61947.43
C303075105 FACTSET RESH SYS INC COM Free Receipt 1150 0
Purchase 2300 -144405
Sale -3450 145345.63
C303250104 FAIR ISAAC & CO INC COM Purchase 2600 -128128
Sale -2600 91905.32
C303698104 FAIRCHILD CORP CL A Purchase 4400 -68420.44
Sale -4400 62911.3
C303726103 FAIRCHILD SEMICONDUCTOR INTL INC CL A Purchase 38800 -746975.24
Sale -16300 399566.45
C304231301 FAIRFIELD CMNTYS INC COM PAR $0.01 Purchase 1931 -31315.99
Sale -1931 30474.99
C307000109 FAMILY DLR STORES INC COM Purchase 23900 -589237.77
Sale -24200.737 550713.38
C30701A106 FAMILY GOLF CTRS INC COM Purchase 7000 -46490.41
Sale -36900 272742.3
C311889109 FATBRAIN COM INC COM Purchase 2000 -42716.25
Sale -2000 43126.05
</TABLE>
Page 117 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C35063R100 FDRY NETWORKS INC COM Purchase 940 -149606.02
Sale -940 150650.94
C313549107 FED MOGUL CORP COM Purchase 200 -4679.95
S5261352 FED NATL MORT ASSC 7.25% EMTN 20/6/02 NZD(REG) Purchase 4000000 -2097281.64
Sale -2000000 1053113.07
C313747206 FED RLTY INVT TR SH BEN INT Sale -200 4530.67
C31410H101 FEDT DEPT STORES INC DEL COM Purchase 26900 -1234129.39
Sale -66400 3023550.88
C31430F101 FELCOR LODGING TR INC COM Purchase 18.425 -373.6
C315405100 FERRO CORP COM Purchase 22790 -499468.96
Sale -29990 639684.86
S205104U FHA 221D4 BFGN L3-5 5 LEGALY W CLC 6.5 DUE 10-30-2028 REG Purchase 1898467 -1926721.53
Sale -1898467 1878295.79
S900838W FHLMC 6% 97.265625 C/OPTN 9/6/99 OTC Purchase 5000000 0
Sale -5000000 25781.25
S900917W FHLMC 6.0% 96.53125 C/OPT 09/06/99 OTC Purchase 5000000 0
Sale -5000000 21289.06
C313396DE0 FHLMC DISC NT 03-18-1999 Sale -2000000 2000000
S2540054 FHLMC MULTICLASS SER 2095 CL 2095-TI 7 11-15-2024 Purchase 1500000 -247031.25
S9008520 FHLMC TBA GOLD POOL #9999999 7 05-01-2029 Purchase 1600000 -1621000
Sale -1600000 1619562.5
C313400301 FHLMC VTG COM Free Delivery -15200 0
Free Receipt 15200 0
Purchase 66800.94 -3703446.81
Sale -62812.166 3542264
S4335764 FIAT SPA DI RISP ITL1000 (NON CNV) Free Delivery -400000 0
Free Receipt 230000 0
Purchase 1500 -2674.1
Sale -60000 102023.23
S4335601 FIAT SPA ITL1000 Free Delivery -69990 0
Free Receipt 110000 0
Sale -40010 127524.06
</TABLE>
Page 118 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C316326107 FID NATL FINL INC COM Free Receipt 4367.2 0
Purchase 600 -15327.34
Sale -48639.2 900804.67
C316866102 FILENES BASEMENT CORP COM Sale -1500 2471.26
C317705AE1 FING CORP 9.8 DUE 04-06-2018 REG Purchase 2800 -35954.95
Sale -2500 31173.95
C31787A101 FINISAR CORP COM Purchase 147 -15970.26
C317492106 FINL FED CORP COM Sale -28400 549783.71
C317928109 FINOVA GROUP INC COM Sale -5000 271584.02
C318120102 FIREARMS TRAINING SYS INC CL A Sale -1000 3251.14
C318522307 FIRST AMERN FINL CORP CAL COM Purchase 200 -2507.39
Sale -18550 328618.62
C318652104 FIRST AUSTRALIA FD INC Sale -305 1987.81
C318653938 FIRST AUSTRALIA PRIME INC FD INC Free Delivery -353 0
C319963104 FIRST DATA CORP COM Purchase 400.214 -18333.04
Sale -24501.329 1110758.33
C32090F100 FIRST DEP BANCSHARES INC COM Purchase 800 -9887.57
Sale -800 9469.73
C320228109 FIRST FINL FD INC COM Purchase 161 -1558.17
Sale -671 5702.4
C320960107 FIRST HLTH GROUP CORP COM Sale -19200 309333.13
C335914206 FIRST PRTY GROUP INC COM PAR $0.015 Purchase 13000 -23265
C336294103 FIRST SEC CORP COM Purchase 201.258 -5145.45
C337358105 FIRST UN CORP COM ISIN #US3373581053 Purchase 3570.781 -193731.72
Sale -45661.648 2584469.97
C337610109 FIRST YRS INC COM Purchase 100 -1554.95
Sale -100 1644.99
</TABLE>
Page 119 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C33763V109 FIRSTAR CORP NEW WIS COM Free Receipt 28291.4 0
Purchase 9500 -843087.11
Sale -4400.4 150616.4
C337932107 FIRSTENERGY CORP COM Purchase 200 -6187.5
Sale -1500 45030.97
C337915102 FIRSTMERIT CORP COM Purchase 16210 -444972.47
Sale -3040 83577.21
C33763B103 FIRSTPLUS FINL GROUP COM Purchase 4900 -9874.85
Sale -1900 2310.6
C337738108 FISERV INC COM Purchase 500 -14123.7
Sale -500 17438.21
C341140101 FL ROCK INDS INC COM Purchase 2900 -101083.11
C341109106 FLA PROGRESS CORP COM Free Delivery -22500 0
Free Receipt 22500 0
Purchase 26000 -1075375.1
Sale -22700 1046289.77
C337930101 FLAGSTAR BANCORP INC COM Sale -1900 29124.88
C339030108 FLEETBOSTON FINL CORP COM STK Free Receipt 70465 0
C339099103 FLEETWOOD ENTERPRISES INC COM Purchase 10200.884 -257948.53
Sale -10200.884 243508.05
C339130106 FLEMING COS INC COM Sale -19000 214322.6
S6342933 FLETCHER CHALLENGE PAPER SHARES NPV Purchase 95457 -59927.89
CY2573F102 FLEXTRONICS INTL LTD COM STK Purchase 50 -2351.83
C343468104 FLOW INTL CORP COM Purchase 200 -2179.95
Sale -1200 12102.19
C343496105 FLOWERS INDS INC COM Purchase 69130 -1459590.66
Sale -58330 1255425.35
C343861100 FLUOR CORP COM Purchase 9783.245 -389145.66
Sale -2200 87420.55
C302491303 FMC CORP COM (NEW) Purchase 21800 -1160813.22
Sale -28600 1905907.72
</TABLE>
Page 120 of 257
<TABLE>
<CAPTION>
SCHEDULE OF ACQUISITIONS AND DISPOSITIONS
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C31769P100 FNCL SEC ASSURN HLDGS LTD COM Sale -3800 194934.23
C350404109 FNDTN HLTH SYS INC COM STK CL A Purchase 30700 -440521.61
S2427618 FNMA 6.375 DUE 06-15-2009 REG Purchase 2160000 -2114136
Sale -2160000 2118337.05
C313586109 FNMA COM STK Free Delivery -17500 0
Free Receipt 17500 0
Purchase 39542.042 -2663854.39
Sale -30202.241 1993000.47
S217677U FNMA CPN 10-01-2029 Purchase 1081528.94 -1082035.9
Sale -1081528.94 1083641.3
S215882U FNMA DEB 6.21 08-06-2038 Purchase 80000 -71072
C313588FC4 FNMA DISC NT 05-03-1999 Sale -1000000 978711.67
S2479471 FNMA FED NATL MTG ASSN 6.25 05-15-2029 Purchase 600000 -554406
Sale -80000 73224
S2511641 FNMA NT 6.625 09-15-2009 Purchase 2509000 -2501098.57
Sale -1659000 1666239.19
C344155106 FOCAL COMMUNICATIONS CORP COM Purchase 22600 -375066.93
C343909107 FOCAL INC COM Sale -1000 7969.78
C344437108 FONAR CORP COM Purchase 12046.595 -27471.96
Sale -10262.463 22340.17
C344912100 FOOTSTAR INC COM Purchase 14080 -552034.76
Sale -14080 492492.53
S3024770 FORD MTR CO DEL 7.5 DUE 08-01-2026 REG Sale -670000 665752.2
C345370100 FORD MTR CO DEL COM Free Delivery -38800 0
Free Receipt 38800 0
Purchase 157866.194 -9022379.65
Sale -76568.312 4579629.15
S5634802 FORD MTR CR CO 5.75 DUE 02-23-2004 BEO Purchase 1330000 -1278914.7
S203709U FORD MTR CR CO NT 5.8 DUE 01-12-2009 BEO Purchase 1340000 -1210452.8
</TABLE>
Page 121 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S2528050 FORD MTR CR CO NT 7.375 DUE 10-28-2009 BEO Purchase 480000 -479097.6
Sale -480000 482745.6
S3145988 FORD MTR CR DEL 7.125 BD DUE 11-15-2025 Sale -190000 180769.8
S4846523 FORENINGSSPARBK SEK20 SER'A' Free Receipt 6000 0
Purchase 4800 -73498.83
C346091606 FOREST OIL CORP COM NEW Purchase 8900 -124549.6
Sale -8900 108898.46
S504405W FORTIS STK DIV 99 Free Receipt 4814 0
Sale -4814 0
C349631101 FORTUNE BRANDS INC COM STK Purchase 106.616 -4601.62
Sale -2236.726 79101.42
C349644104 FORTUNE ENTMT CORP COM Purchase 2000 -1935
Sale -2000 620.39
C349882100 FOSSIL INC COM Free Receipt 2350 0
Purchase 4700 -171637.75
Sale -4600 137926.56
C350244109 FOSTER WHEELER CORP COM Purchase 5400 -64513.26
Sale -200 2637.4
S6349268 FOSTERS BREWING GP NPV Purchase 13400 -35609.36
Sale -49800 136418.59
C35138T107 FOX ENTMT GROUP INC CL A COM Sale -15500 330126.94
C302543103 FPA MED MGMT INC COM Sale -200 2.99
C302563101 FPIC INS GROUP INC COM Purchase 2300 -95283.5
Sale -2300 101999.75
C351807102 FRANCHISE FIN CORP AMER COM STK Purchase 76.235 -1739.58
C351860101 FRANCO NEV MNG LTD COM Free Receipt 154 0
Purchase 100 -2144.5
C354728305 FRANKLIN/TEMPLETON GLOBAL TR HARD CURRENCY PORTFOLIO Purchase 2129.997 -20126.98
Sale -2129.997 19659.87
S5344101 FRED OLSEN ENERGY NOK20 Sale -9000 72656
</TABLE>
Page 122 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C35671D857 FREEPORT MCMORAN C & G CL B COM STK Purchase 20900 -346242.94
Sale -67300 653212.56
C357288109 FREMONT GEN CORP COM Purchase 12700 -298792.9
C357658103 FRENCH FRAGRANCES INC COM Sale -1000 8157.26
C358430106 FRIEDE GOLDMAN HALTER INC Free Receipt 1026 0
C358433100 FRIEDMAN BILLINGS RAMSEY GROUP INC CL A Purchase 1250 -21652.35
Sale -1250 19814.43
C353469109 FRKLN COVEY CO COM Purchase 2600 -44226
C354613101 FRKLN RES INC COM Purchase 27200.135 -1001860.08
Sale -1500 54573.15
C359065109 FRONTIER AIRLS INC NEW COM Purchase 39700 -434198.56
Sale -40830 431130.63
S2292957 FRONTIER CORP DUE 10-15-2013/10-15-2003 BEO PUT Free Delivery -140000 0
Purchase 140000 -132867
C35921T108 FRONTLINE COMMUNICATIONS CORP COM Purchase 376 -5442.9
Sale -376 3753.95
C359360104 FROZEN FOOD EXPRESS INDS INC COM Purchase 0.797 -6.18
Sale -206.868 1487.98
CG3682L105 FRUIT OF LOOM INC CL A GCI Free Receipt 2700 0
Sale -2700 10590.12
C302633102 FSI INTL INC COM Purchase 27900 -328885
Sale -27900 158912.8
C347471104 FT JAMES CORP COM Purchase 200 -7787.5
Sale -39800 1377260.94
S6356945 FUJITSU Y50 Purchase 14000 -399193.67
C359680105 FULL TILT SPORTS INC COM STK Purchase 1000 -2779.95
C359694106 FULLER H B CO COM Purchase 2000 -104440
C360271100 FULTON FINL CORP PA COM Free Receipt 306 0
Purchase 3069.585 -72283.88
Sale -6999.859 147795.31
</TABLE>
Page 123 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C360921100 FURNITURE BRANDS INTL INC COM Purchase 10700 -282457.71
Sale -10700 208909.67
C30266P100 FVC COM INC COM Purchase 900 -13522.4
Sale -900 7614.83
C349853101 FWD AIR CORP COM Purchase 20450 -418905.06
Sale -7610 233164.45
C361268105 G & K SVCS INC CL A Sale 0 0 0
C373200203 GA GULF CORP COM PAR $0.01 Purchase 16910 -334479.01
Sale -16910 426290.23
C373298108 GA PAC CORP COM-GEORGIA PAC GROUP Free Delivery -8400 0
Free Receipt 13600 0
Purchase 11600 -639868.93
Sale -6200 327206.03
C373298702 GA PAC CORP COM-TIMBER GROUP Free Delivery -25700 0
Free Receipt 25700 0
Purchase 33600 -873308.86
C362553109 GADZOOKS INC COM Purchase 580 -4479.9
Sale -400 2969.95
C362555104 GADZOOX NETWORKS INC COM STK Purchase 1490 -109631.63
Sale -1490 106529.74
C363547100 GALILEO INTL INC COM Purchase 500 -27654.95
Sale -500 27531.63
CM47298100 GALILEO TECH LTD COM Free Receipt 250 0
Purchase 3450 -87351.58
Sale -3700 95144.45
C363576109 GALLAGHER ARTHUR J & CO COM Purchase 2800 -129912.93
Sale -700 33062.69
C364730101 GANNETT INC COM Purchase 21900 -1591054.23
Sale -1945 134650.54
C364760108 GAP INC COM Free Receipt 71627.5 0
Purchase 133328.809 -7556899.08
Sale -74033.766 3324690.77
</TABLE>
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<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S0445515 GARBAN-INTERCAPITA ORD GBP0.50 Free Receipt 0 0 0
Sale -1629 6316
C365199108 GARDEN COM INC COM STCK Purchase 12470 -166602.13
Sale -12470 250162.55
C365235100 GARDEN FRESH RESTAURANT CORP COM Purchase 500 -7779.95
Sale -1600 29950.99
C365476100 GARDENBURGER INC COM Purchase 100 -1129.95
C366651107 GARTNER GROUP INC NEW CL A Free Delivery -300 0
Free Receipt 300 0
Purchase 1000 -11154.95
C366651206 GARTNER GROUP INC NEW CL B Free Delivery -8931 0
Free Receipt 19346.92 0
Sale -10363.92 224111.76
C366651974 GARTNER GROUP INC NEW GARTNER GROUP INC CL A W/D Free Delivery -300 0
Free Receipt 300 0
S5297993 GAS NATURAL SDG ESP500 Free Delivery -596 0
Free Receipt 996 0
Sale -400 40694.52
S4361952 GAS Y ELECTRICIDAD ESP1000'2'/'3' Free Receipt 3820 0
Sale -3820 1301.97
C367626108 GATEWAY INC COM Free Receipt 13500 0
Sale -300 23224.22
C361448103 GATX CORP COM Purchase 4400 -148757.84
Sale -4400 131813.88
C368145108 GAYLORD CONTAINER CORP CL A Sale -5000 29224.02
S506664W GAZPROM OAO ADS REG S Free Receipt 1390 0
Sale -1390 9521.5
C043743202 GDR ASHANTI GOLDFIELDS LTD GLOBAL DEPOS RCPT Free Receipt 2 0
S5174342 GDR ASUSTEK COMPUTER INC Purchase 23280 -264219.22
S2481669 GDR HON HAI PRECISION IND LTD GLOBAL DEPOS RCPT Purchase 10434 -145454.03
</TABLE>
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<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S5772661 GDR HYUNDAI MTR CO ISIN # US4491877076 Purchase 16980 -185421.6
C36157TZV6 GE CAP MTG SVCS INC SER 1996-11 CL-A9 7.5 REMIC MC
PASSTHRU CTF 7-25-26 BEO Free Delivery -1940921.98 0
Free Receipt 1942655.88 0
Purchase -1733.9 0
S5509773 GEA AG ORD NPV Free Receipt 8000 0
Sale -4500 152632.84
C368538104 GELTEX PHARMACEUTICALS INC COM Purchase 200 -2929.95
CG3788V106 GEMSTAR INTL GROUP LTD COM ISIN # VGG3788V1067 Purchase 900 -57976.05
Sale -380 21403.13
C369300108 GEN CABLE CORP DEL NEW COM Purchase 2000 -14434.9
Sale -54950 994786.27
C369487103 GEN DATACOMM INDS INC COM Purchase 4700 -12214.1
Sale -4700 10446.49
C369550108 GEN DYNAMICS CORP COM Free Delivery -23500 0
Free Receipt 23700 0
Purchase 26200 -1626938.95
Sale -1100 70218.97
C36962GTK0 GEN ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 7 DUE
06-29-2009 Free Delivery -25000 0
Purchase 25000 -25000
C369604103 GEN ELEC CO COM Purchase 17973.069 -1915241.91
Sale -66236.591 6974776.47
S0365334 GEN ELECTRIC CO ORD GBP0.05 Free Delivery -7600 0
Purchase 7600 -96267.51
C370253106 GEN MAGIC INC COM Purchase 16900 -55987.95
Sale -19000 61617.73
C370334104 GEN MILLS INC COM Free Receipt 11500 0
Purchase 7000 -566408.27
Sale -13400 954510.45
S2430003 GEN MTRS ACCEP CORP NT 6.85 DUE 06-17-2004 BEO Purchase 1700000 -1699218
Sale -1700000 1703716.9
</TABLE>
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<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C370442832 GEN MTRS CORP CL H NEW Sale -100 3755.81
C368682100 GENCORP INC COM Purchase 8350 -166207.18
Sale -7200 171443.12
C368706107 GENELABS TECHNOLOGIES INC COM Sale -1000 1782.48
C368707105 GENEMEDICINE INC COM EXCH MEGABIOS CORP @.571 MGR 3-18-99
2-548863 Free Delivery -200 0
C368710307 GENENTECH INC SPL COM Sale -4500 346672.29
C370442105 GENERAL MOTORS CORP COMMON STOCK Purchase 31176.514 -2296137.98
Sale -79865.437 6115399.31
C371475104 GENERATION ENTMT CORP COM Purchase 36000 -10800
Sale -31000 3006.89
C371532102 GENESCO INC COM Purchase 10100 -132020.39
C371935107 GENESIS DIRECT INC COM Purchase 1630 -10157.31
Sale -1730 7673
C371912106 GENESIS HLTH VENTURES INC COM Purchase 12000 -108087.6
Sale -12000 82844.03
C371933102 GENESIS MICROCHIP INC COM Purchase 7700 -176491.86
Sale -6400 149863.04
C372282103 GENICOM CORP COM Purchase 5000 -1770.06
C372430108 GENOME THERAPEUTICS CORP COM Purchase 1000 -3904.95
Sale -2000 7189.85
C371901109 GENTEX CORP COM Sale -500 11894.48
C372460105 GENUINE PARTS CO COM Purchase 10110.217 -324852.39
Sale -4200 130714.41
C372917104 GENZYME CORP COM Purchase 22700 -952852.93
Sale -29150 1525953.02
C372917500 GENZYME CORP COM-MOLECULAR ONCOLOGY DIV Purchase 1000 -4904.95
Sale -4386 12641.82
C372917609 GENZYME CORP SURGICAL PRODS DIVISIONCOM Free Receipt 5352.39 0
Sale -5352.39 31619.21
</TABLE>
Page 127 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C37247V106 GEOCITIES COM Purchase 100 -6579.95
Sale -100 8069.78
C37246W105 GEON CO COM Purchase 27260 -647372.89
Sale -21060 709344.46
C373692102 GEOWORKS COM Purchase 6000 -20917.36
Sale -7000 39101.23
S5401589 GERMANY(FED REP) 5.625% BDS 4/1/2028 DEM Purchase 1500000 -990339.24
Sale -1500000 990784.1
C374163103 GERON CORP COM Sale -200 2151.57
C374266104 GETTHERE COM INC COM Purchase 300 -8092.45
C374276103 GETTY IMAGES INC COM Purchase 14 -592.58
C36237H101 G-III APPAREL GROUP LTD COM Purchase 4000 -34320
Sale -4000 10969.72
CM50876107 GILAT COMMUNICATIONS COM STK Purchase 150 -3461.2
CM51474100 GILAT SATELLITE NETWORKS LTD ORD SH COM Purchase 7000 -399000
Sale -7000 372471.38
C375558103 GILEAD SCI INC COM Purchase 7500 -604797.52
Sale -7500 484831.08
C375766102 GILLETTE CO COM Purchase 40051.552 -1942731.96
Sale -48360 2493648.52
C375908100 GILMAN & CIOCIA INC COM Purchase 200 -2954.95
Sale -200 2182.47
C376360103 GISH BIOMEDICAL INC COM Sale -200 479.07
S0258304 GKN ORD GBP0.50 Purchase 18000 -286247.71
C376775102 GLAMIS GOLD LTD COM Purchase 10000 -17175
Sale -12000 24014.18
C377316104 GLATFELTER P.H CO COM Purchase 5100 -71183.25
Sale -5250 73688.46
</TABLE>
Page 128 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C377899109 GLENAYRE TECHNOLOGIES INC COM Purchase 4200 -19441.1
Sale -4200 17401.95
C379302102 GLIMCHER RLTY TR COM Purchase 270.152 -4144.99
CG3921A100 GLOBAL CROSSING LTD COM FOR A/C 2639191 NDSIB ONLY Free Delivery -25995 0
Free Receipt 12095 0
Purchase 13900 -364006.25
Free Delivery -82 0
Free Receipt 30540 0
Purchase 22665 -860756.91
Sale -17551 906597.66
C379336100 GLOBAL INDS LTD COM Purchase 5370 -36061.08
Sale -14200 152622.94
C379352404 GLOBAL MARINE INC DEL COM (NEW) Purchase 15610 -163622.37
Sale -24510 329039.78
C378949101 GLOBAL TECHNOLOGIES LTD CL A Free Receipt 446 0
Sale -36 78.04
C37936U104 GLOBAL TELESYSTEMS INC CDT-COM Free Receipt 100 0
Purchase 380 -13498.65
Sale -380 17649.55
CG3930H104 GLOBALSTAR TELECOMMUNICATIONS LTD COM ISIN # BMG3983OH104 Free Delivery -200 0
Purchase 43216 -799948.5
Sale -38291 1014345.4
C379571102 GLOBESPAN INC COM ISIN US3795711023 Purchase 10230 -308610.19
Sale -5200 394311.7
C383486107 GO2NET INC COM Free Delivery -200 0
Free Receipt 100 0
Purchase 9178 -735993.77
Sale -1249 145970.97
C381197102 GOLDEN ST BANCORP INC COM STK Purchase 78950 -1449357.83
Sale -66650 1496573.79
C381197136 GOLDEN ST BANCORP INC LITIGATION TRACKING WT Sale -40100 129593.89
C381317106 GOLDEN W. FNCL CORP COM Free Delivery -12200 0
Free Receipt 12200 0
Purchase 12300 -1177877.96
Sale -10600 1015906.39
</TABLE>
Page 129 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C38141G104 GOLDMAN SACHS GROUP INC COM Purchase 37915 -2435450.02
Sale -2000 125698.3
C382091106 GOOD GUYS INC COM Purchase 200 -1329.95
Sale -500 2631.15
S6336549 GOODMAN FIELDR NPV Purchase 193554 -196512.43
Sale -26000 25214.64
C382388106 GOODRICH B F CO COM Purchase 3300 -105922.58
Sale -500 19574.33
C382550101 GOODYEAR TIRE & RUBBER CO COM Purchase 1140.255 -60401.85
Sale -1539.51 83757.13
C38348T107 GOTO COM INC COM STK Purchase 3120 -188713.3
Sale -3120 204826.65
C36225V104 GP STRATEGIES CORP COM Purchase 100 -1854.95
Sale -100 1563.74
C36225X100 GPU INC COM Free Delivery -38100 0
Free Receipt 38100 0
Purchase 38200 -1303708.69
Sale -900 35637.53
C38388F108 GRACE W R & CO DEL NEW COM STK Purchase 40620 -721511.59
Sale -51920 814132.35
C384802104 GRAINGER W W INC COM Purchase 300 -15723.7
Sale -900 42106.11
C386087209 GRAND MET DEL L P GTD PFD SECS SER A 9.42 Sale -200 5257.37
C387328107 GRANITE CONST INC COM Sale -18660 489643.05
C390064103 GREAT ATLC & PAC TEA CO INC COM Purchase 80.496 -3000.97
Sale -280.496 8970.55
C390124105 GREAT BASIN GOLD LTD COM Purchase 6000 -10731
C390568103 GREAT LAKES CHEM CORP COM Purchase 100 -4831.25
Sale -400 17955.63
</TABLE>
Page 130 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C39115R100 GREAT PEE DEE BANCORP INC COM Purchase 500 -6654.95
Sale -500 6407.33
C39119E105 GREAT PLAINS SOFTWARE INC COM Purchase 2400 -108559.68
Sale -2400 114248.19
C397888108 GREY WOLF INC COM Purchase 2000 -5414.54
C398905109 GROUP 1 AUTOMOTIVE INC COM Sale -4000 86136.92
C39943E107 GROUP MAINTENANCE AMER CORP OC-COM Sale -2600 36021.79
S4358794 GROUPE GTM EUR8 Free Receipt 260 0
Sale -260 23354.62
S2392545 GRUMA S.A.-B COM Purchase 142 0
Sale -8690 9388.55
S214435W GRUMA SA DE CV RTS 20/09/1999 Free Receipt 560 0
Sale -560 0
S214543W GRUPO IND GRUMA RTS 23/09/1999 Free Receipt 2361 0
Sale -2361 0
C361942105 GST TELECOMMUNICATIONS INC COM Purchase 28490 -376206.3
Sale -26940 231719.46
S2239965 GTE CORP 6.94 DUE 04-15-2028 REG Sale -1015000 1084842.15
C362320103 GTE CORP COM Purchase 6056.958 -405704.06
Sale -38365.312 2698043.82
C391648102 GTR BAY BANCORP COM Purchase 1200 -50499.2
C36237J107 GTS DURATEK INC COM Sale -1000 5844.85
C400910303 GUARDIAN TECHNOLOGIES INTL INC COM NEW Purchase 1000 -2654.95
Sale -2000 4862.44
C401698105 GUIDANT CORP COM STK Free Receipt 5940 0
Purchase 2600 -129639.18
Sale -2180 132159.21
C402040109 GUITAR CTR INC COM Purchase 27000 -410712.39
Sale -27000 289989.75
S4398820 GUYENNE & GASCOGNE EUR20 Free Receipt 550 0
Sale -550 278832.92
</TABLE>
Page 131 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C403777105 GYMBOREE CORP COM Sale -600 3869.92
C403926108 H T E INC COM Purchase 12500 -31124.98
Sale -5500 22521.73
C404681108 HADCO CORP COM Purchase 200 -6221.08
Sale -200 9537.58
C405219106 HAIN FOOD GROUP INC COM Purchase 5100 -127898.41
Sale -1520 32411.5
C406216101 HALLIBURTON CO COM Purchase 8266.787 -276994.9
Sale -9006.479 324178.61
C404429102 HA-LO INDS INC COM Purchase 7078 -232714.34
Sale -30878 778263.04
C406369108 HALSEY DRUG INC COM Sale -5000 9774.66
C410252100 HANDLEMAN CO DEL COM Purchase 35800 -470852.78
Sale -12500 202938.95
S6408374 HANG SENG BANK HKD5 Sale -3000 23026.54
C41043F208 HANGER ORTHOPEDIC GROUP INC COM NEW Purchase 9600 -183472.9
Sale -68000 1172238.79
C410522106 HANNA M A CO COM Purchase 21940 -352689.7
Sale -21940 349711.89
C410550107 HANNAFORD BROS CO COM Purchase 10.069 -490.56
Sale -1564.972 71743.73
C411310105 HANSEN NAT CORP COM Purchase 200 -954.95
Sale -200 1032.51
C41145C103 HARBINGER CORP COM Purchase 200 -2417.45
Sale -200 3082.44
C41163G101 HARCOURT GEN INC COM Purchase 100 -4793.75
Sale -500 24674.16
C412552101 HARKEN ENERGY CORP COM Purchase 300 -667.45
Sale -300 476.28
</TABLE>
Page 132 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C412822108 HARLEY DAVIDSON INC COM Purchase 3902.454 -216990.68
Sale -3900.619 210833.75
C413086109 HARMAN INTL INDS INC NEW Sale -650 24549.41
C413160102 HARMONIC INC COM Free Receipt 7650 0
Purchase 7800 -811115.49
Sale -7650 437163.37
C413345109 HARNISCHFEGER IND INC COM Purchase 11000 -31947.4
Sale -12022 15687.55
C413619107 HARRAH S ENTMT INC COM STK Purchase 1800 -29346.15
Sale -2550 56937.63
C413875105 HARRIS CORP COM Purchase 100 -3906.25
Sale -3200 76674.67
C416515104 HARTFORD FINL SVCS GROUP INC COM Purchase 200 -12800
Sale -1600 92583.2
C416592103 HARTFORD LIFE INC CL A Free Delivery -27700 0
Free Receipt 27700 0
Purchase 27701.909 -1363424.4
Sale -27700 1331693.69
C418056107 HASBRO INC COM Free Receipt 20300 0
Purchase 20801.427 -619844.51
Sale -10301.427 341414.36
C419131107 HAUPPAUGE DIGITAL INC COM Purchase 7168 -176075.38
Sale -7668 179241.14
C419596101 HAVERTY FURNITURE COS INC COM Free Receipt 1900 0
Purchase 1900 -48891.04
C420123101 HAWKER PAC INC COM STK Sale -500 1578.77
S0416102 HAYS ORD 1P Purchase 2000 -20983.76
Sale -500 6430.09
C411901101 HBR FLA BANCSHARES INC COM Purchase 1000 -11705
Sale -9440.37 102418.39
C404132102 HCC INS HLDGS INC COM Sale -6200 149435.7
</TABLE>
Page 133 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C404134108 HCR MANOR CARE #REORG HCR MANOR CARE N/CMANOR CARE EFF
9-30-99 SEC# 2527746 Free Delivery -3750 0
Purchase 200 -4667.45
Sale -700 16994.41
C42217K106 HEALTH CARE REIT INC COM Purchase 6 -184.5
Sale -6 103.54
C42220K101 HEALTHCARE RECOVERIES INC COM Purchase 7600 -103209.1
Sale -43600 190968.47
C422209106 HEALTHEON/WEBMD CORP Free Receipt 399 0
C421924101 HEALTHSOUTH CORP COM STK Purchase 12700 -158768.55
Sale -15700 201074.21
C422360305 HEARX LTD COM NEW Free Receipt 400 0
S5458154 HEINEKEN HOLDING 'A'NLG5 Free Delivery -10000 0
Free Receipt 10000 0
Purchase 3900 -156518.02
S5455821 HEINEKEN NV NLG5 Purchase 4700 -242368.73
C423074103 HEINZ H J CO COM Purchase 300 -15918.75
Sale -2300 114316.16
CG4388N106 HELEN TROY LTD COM STK Purchase 200 -2904.95
C423319102 HELIX TECH CORP COM Purchase 500 -9404.95
Sale -500 15157.04
C423328103 HELLER FINL INC CL A COM STK Purchase 30400 -854642.8
Sale -43700 1091425.97
C423402106 HELLO DIRECT INC COM Purchase 1000 -10154.96
Sale -1000 10969.68
C423452101 HELMERICH & PAYNE INC COM Free Delivery -9700 0
Free Receipt 9700 0
Purchase 10400 -306508.85
Sale -1000 26694.14
S6420538 HENDERSON LAND DEV HKD2 Purchase 3000 -16566.09
S5076705 HENKEL KGAA NON VTG PRF NPV Purchase 3500 -272300.84
</TABLE>
Page 134 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S5195224 HENNES & MAURITZ SER'B' SEK1 Free Delivery -2490 0
Sale -370 28587.42
C427056106 HERCULES INC VTG COM Purchase 35110 -1135694.7
Sale -35210 1037804.11
S5253973 HERMES INTL FRF10 (POST SPLIT) Purchase 570 -59748.63
C427866108 HERSHEY FOODS CORP COM Purchase 202.766 -11103.75
Sale -1045 59787.42
C428040109 HERTZ CORP CL A Purchase 5500 -222034.45
C42804Y303 HERTZ TECH GROUP INC COM NEW Purchase 100 -914.32
Sale -100 445.03
C428236103 HEWLETT-PACKARD CO COM Purchase 6051.291 -538341.29
Sale -17448.275 1504564.75
S0423812 HEYWOOD WILLIAMS ORD GBP0.25 Sale -5370 23002.19
C428358105 HI / FN INC COM STK Purchase 1200 -47025.55
Sale -1100 45273.71
C42979U102 HI SPEED ACCESS CORP COM STK Purchase 10990 -154247.3
Sale -10990 215720.44
C428656102 HIBERNIA CORP CL A COM Sale -16000 254735.49
C431284108 HIGHWOODS PPTYS INC COM Purchase 19.607 -477.83
Sale -400 9509.83
C431573104 HILLENBRAND IND INC COM Purchase 135.157 -4938.12
Sale -51.002 2586.57
C431692102 HILLS STORES CO COM Sale -1000 1461
C431COM991 HILLS STORES CO DEFD CONTR RT EXP 11-18-03 Free Receipt 1000 0
C432848109 HILTON HOTELS CORP COM Purchase 4608.902 -64850.35
Sale -5305.626 77438.99
C43357B104 HISPANIC BROADCASTING CORP COM Purchase 6500 -445092.7
Sale -6500 527452.2
S6429104 HITACHI JPY50 Purchase 35000 -255172.09
Sale -5000 48972.59
</TABLE>
Page 135 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C421915109 HLTH CARE PPTY INVS INC COM Purchase 182.655 -5080.15
Sale -1000 26871.42
C421933102 HLTH MGMT ASSOC INC NEW CL A COM Purchase 32400 -245992.41
Sale -32200 359375.45
C403917107 HMT TECH CORP COM Sale -1000 3094.94
S5070376 HOECHST AG ORD NPV Free Delivery -2350 0
Free Receipt 7100 0
Sale -4750 214105.03
S5707232 HOLDERBK FN GLARUS NEW CHF50(S/R 23/06/99) Free Receipt 550 0
Sale -550 8044.72
S5227804 HOLLANDSCHE BETON NLG2 Free Receipt 12751 0
Purchase 728 -9349.26
S504381W HOLLANDSCHE BETON STK DIV 04/06/1999 Free Receipt 12751 0
Sale -12751 -9340.95
C435569108 HOLLINGER INTL INC CL A Sale -22900 317039.9
C436141105 HOLLYWOOD ENTMT CORP COM Purchase 33880 -966241.17
Sale -33780 788879.38
C437076102 HOME DEPOT INC COM Purchase 76296.083 -4515583.4
Sale -164395.044 10711466.18
C43738E108 HOMEBASE INC COM Purchase 28400 -128204.01
Sale -23320 113175.71
C43739D208 HOMEFED CORP COM NEW Free Receipt 396 0
C437605108 HOMESEEKERS COM INC COM Purchase 25362 -158241.5
Sale -18856 113976.94
C437614100 HOMESTAKE MNG CO CAP Purchase 2901.042 -28263.57
Sale -50200 516710.23
C437852106 HOMESTORE COM INC COM Purchase 15000 -300000
Sale -15000 378737.37
C438092108 HON INDS INC COM Sale -400 8869.75
S6435145 HONDA MOTOR CO Y50 Sale -4000 177246.89
</TABLE>
Page 136 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S6435327 HONG KONG ELECTRIC HKD1 Purchase 47296 -142744.74
C439104100 HOOPER HOLMES INC COM Free Receipt 200 0
Purchase 7000 -112210
Sale 0 0 0
C440327104 HORACE MANN EDUCATORS CORP COM Purchase 1.475 -37.9
Sale -206.009 5107.22
C44043T103 HORIZON ORGANIC HLDG CORP OC-COM Purchase 300 -2204.95
Sale -500 4298.46
C440452100 HORMEL FOODS CORP COM Purchase 6100 -271781.84
S4693194 HORNBACH BAUMARKT ORD NPV Free Receipt 502 0
Sale -502 13947.58
S4693815 HORNBACH HLDG AG NON VTG PRF DEM5 Free Receipt 450 0
Sale -450 17034.46
C44106M102 HOSPITALITY PROPS TR COM Sale -1400 34931.82
C44107P104 HOST MARRIOTT CORP REIT Purchase 2023.014 -21707.4
Sale -1000 9094.73
C441339108 HOT TOPIC INC COM Purchase 975 -38794.56
Sale -75 1273.13
S208186U HOUGHTON MIFFLIN 5.99 NTS 03.12.2001 SER MTN Purchase 1000000 -1000000
C441560109 HOUGHTON MIFFLIN CO COM Purchase 27500 -1242846.63
Sale -13600 576215.39
C443208103 HOWMET INTL INC COM Sale -3200 62404.31
S6441506 HOYA CORP JPY50 Sale -11000 608655.62
C40426W101 HRPT PPTYS TR COM SH BEN INT Purchase 306.022 -2686.39
Sale -386.79 5708.06
C404297103 HS RES INC COM Purchase 2400 -34991.52
C40428N109 HSB GROUP INC COM Sale -5200 189629.35
CG4634U102 HSBC HLDG PLC COM STK Free Receipt 200 0
</TABLE>
Page 137 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S6436502 HSBC HLDGS HK$10(HK REG) Free Delivery -5706 0
Purchase 1251 -44091.98
S0400495 HSBC HLDGS HKD10(UK REG) Sale -8200 204870.9
S6158163 HSBC HLDGS USD0.50(HONGKONG REG) Free Receipt 8718 0
Sale -8718 106368.14
C441815107 HSEHD INTL INC COM Purchase 400 -19000
Sale -49300 2160840.21
C442120101 HSTN EXPL CO COM Purchase 2800 -48678
C444165104 HUDSON UTD BANCORP COM Free Receipt 13179 0
Purchase 10420 -330412.96
Sale -15050 476862.89
C444356109 HUFFY CORP COM Sale -3600 50738.86
C44485Q203 HUMAN PHEROMONE SCIENCES INC COM NEW Free Receipt 333 0
C444859102 HUMANA INC COM Purchase 92800 -974453.93
Sale -101200 1044534.59
C445542103 HUNGARIAN TEL & CABLE CORP COM Purchase 2000 -11916.25
S5642366 HUNTER DOUGLAS NV NLG0.50(STK DIV-4/6/99) Free Receipt 10118 0
Sale -10118 -8270.69
S5291810 HUNTER DOUGLAS NV NLG0.50 Free Receipt 7618 0
Purchase 2746 -69850.91
C446150104 HUNTINGTON BANCSHARES INC COM Free Receipt 750 0
Purchase 200 -6962.5
Sale -1300 42429.8
C44779E106 HURRICANE HYDROCARBONS LTD CL A Free Delivery -15000 0
Purchase 14000 -12482.15
C448110106 HUSSMANN INTL INC COM Purchase 2100 -37880.64
Sale -8600 144862.16
C448407106 HUTCHINSON TECH INC COM Purchase 36110 -1422175.36
Sale -36110 991883.98
S6448068 HUTCHISON WHAMPOA HKD0.25 Purchase 42000 -384894.43
Sale -3000 28792.96
</TABLE>
Page 138 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C448954107 HYPERDYNAMICS CORP COM Purchase 2000 -3935
C44913S102 HYPERFEED TECHNOLOGIES INC COM Purchase 100 -879.95
Sale -100 795.02
C44914M104 HYPERION SOLUTIONS CORP COM Purchase 38200 -1074963.63
Sale -37700 708683.69
C44914V104 HYPERTENSION DIAGNOSTICS INC COM Purchase 450 -1829.95
Sale -450 1207.5
C449342104 I CRYSTAL INC COM Free Receipt 1000 0
C465754109 I2 TECHNOLOGIES INC COM Purchase 1600 -57758.14
Sale -1350 38290.11
C449194109 IA CORP I COM Purchase 1000 -3029.95
Sale -1000 2344.95
C44920B100 IAS COMMUNICATIONS INC CL A Purchase 1000 -1529.95
Sale -1000 970.01
C450732102 IBASIS INC COM STK Purchase 1750 -43059.9
Sale -1150 44906.04
S4424640 IBERDROLA SA EUR3 Free Receipt 4909 0
Purchase 2280 -37064.82
C45103B106 IBIZ TECH CORP COM Purchase 1000 -1779.96
Sale -1000 1626.19
C449223106 IBP INC COM Free Delivery -60100 0
Free Receipt 60100 0
Purchase 82800 -2062862.59
C449246107 ICG COMMUNICATIONS INC COM Purchase 27440 -642976.56
Sale -27440 526545.35
C448924100 ICN PHARMACEUTICALS INC NEW COM Purchase 71100.651 -1750209.22
Sale -69900 1588490.01
CG4705T109 ICO GLOBAL COM STK Purchase 200 -1417.45
C449295104 ICOS CORP COM Purchase 6200 -226122.15
Sale -7600 275620.13
</TABLE>
Page 139 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C44929Y101 ICT GROUP INC COM Purchase 500 -1592.45
Sale -500 2469.96
C449370105 IDEC PHARMACEUTICALS CORP COM Purchase 13540 -846718.92
Sale -8760 972105.03
C45168D104 IDEXX LABS INC Purchase 1640 -41000
Sale -31190 604305.72
C448947101 IDT CORP COM Purchase 6400 -123531.06
Sale -57130 809368.23
C449491109 IDX SYS CORP COM Purchase 300 -7829.95
Sale -300 6494.83
C449520303 I-FLOW CORP COM NEW Sale -1000 2969.95
C451713101 IKON OFFICE SOLUTIONS INC COM STK Purchase 1300 -14301.67
Sale -3997 47427.79
C451716203 IKOS SYS INC COM NEW Free Delivery -1000 0
Purchase 4000 -16244.08
Sale -3500 13472.82
C452308109 ILL TOOL WKS INC COM Purchase 7800 -508319.22
Sale -5400 407723.75
C45244U104 IMAGING TECHNOLOGIES CORP COM Purchase 10000 -15283.76
Sale -4000 4098.64
C45246K104 IMAGINON INC COM Purchase 9700 -48046.65
Sale -8200 77200.65
C45245Y105 IMANAGE INC COM STK Purchase 11000 -121000
Sale -11000 263991.2
C45245A107 IMATION CORP COM Purchase 7585 -243128.86
C452906100 IMATRON INC COM Purchase 6000 -20039.18
C45245E109 IMAX CORP COM Purchase 100 -1944.06
Sale -100 1976.23
C449669100 IMC GLOBAL INC Purchase 11795 -235638.3
Sale -73595 1420092.13
</TABLE>
Page 140 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C45245W109 IMCLONE SYS INC COM Purchase 18000 -288472.25
Sale -18000 461053.35
C452528102 IMMUNEX CORP NEW COM Free Receipt 1892 0
Purchase 8352 -810962.27
Sale -8325 891876.69
C45253H101 IMMUNOGEN INC COM Purchase 1520 -3757.35
Sale -1420 5049.92
C449693209 IMP INC COM NEW Free Receipt 300 0
C452556103 IMPERIAL BANCORP COM Purchase 23300 -503255.26
S0459497 IMPERIAL CHEM INDS ORD GBP1 Sale -18100 160388.83
C452729106 IMPERIAL CR INDS INC COM Purchase 67700 -435925.62
C453096109 IMPERIAL SUGAR CO NEW COM STK Free Receipt 307 0
Sale -307 1907.92
C45321W106 IMRGLOBAL CORP COM STK Purchase 19600 -301051.28
Sale -19600 242077.14
C449934108 IMS HLTH INC COM STK Free Delivery -1432.2 0
Free Receipt 39877.2 0
Purchase 34300 -979118.46
Sale -36290 1296502.39
C452919103 IN FOCUS SYS INC COM Purchase 6400 -77093.87
S4534936 INA(IST NAZ ASS) ITL1000 Free Delivery -38000 0
Free Receipt 38000 0
Purchase 22000 -54817.19
Sale -24000 73259.11
C453235103 INAMED CORP COM Purchase 10860 -336473.2
S6461504 INAX Y50 Sale -4000 22878.85
C453258402 INCO LTD COM Purchase 1400 -25148.5
Sale -1400 22322.1
C453365207 INCOMNET INC COM NEW Purchase 1000 -1654.95
C453414104 INDEPENDENCE CMNTY BK CORP COM Purchase 12100 -194090.05
Sale -83500 1293274.28
</TABLE>
Page 141 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C456053107 INDL DATA SYS CORP COM Purchase 300 -2690.99
Sale -300 2188.49
C453838104 INDPT BK CORP MICH COM Free Receipt 840 0
C456607100 INDYMAC MTG HLDGS INC COM STK Purchase 16640.261 -209371.17
Sale -35700 377922.25
C45662Y109 INFINIUM SOFTWARE INC COM Purchase 1233 -6074.93
C45664R102 INFOCALL COMMUNICATIONS CORP COM Free Delivery -10000 0
Purchase 10000 -13112
C45664S100 INFOCAST CORP COM Purchase 19000 -217226.2
Sale -19000 160018.43
C45665A108 INFOCURE CORP COM Free Receipt 100 0
Purchase 100 -4231.56
Sale -200 3369.93
C456662105 INFONAUTICS CORP CL A Purchase 2000 -8888.7
Sale -2000 8659.85
C45666Q102 INFORMATICA CORP COM Purchase 1440 -23040
Sale -1440 39010.16
C45669R107 INFORMATION ARCHITECTS CORP COM Free Receipt 500 0
C45675F303 INFORMATION RES ENGR INC COM PAR $0.01 Purchase 5400 -83517.31
Sale -12400 286560.51
C456779107 INFORMIX CORP COM Free Receipt 180 0
Purchase 111400 -921913.84
Sale -26100 294341.91
C45678T102 INFOSPACE INC COM Purchase 50 -2886.2
S5686115 ING GROEP (STK DIV 99) Free Receipt 12513 0
Sale -12513 -3688.56
S506186W ING GROEP N.V NLG1 (STK DIV 07/09/1999) Free Receipt 15677 0
Sale -15622 -2017.26
S5058877 ING GROEP NV CVA NLG1 Free Receipt 7923 0
Purchase 10199 -563715.94
Sale -910 51542.4
</TABLE>
Page 142 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C456866102 INGERSOLL-RAND CO COM Purchase 100 -6887.5
Sale -7200 508908.62
C457153104 INGRAM MICRO INC CL A Purchase 540 -14609.95
Sale -130 4430.89
C457191104 INHALE THERAPEUTIC SYS INC COM Purchase 15500 -407205.07
Sale -4200 140721.95
C457277101 INKTOMI CORP COM Purchase 6150 -581874.7
Sale -1350 150147.58
C45764D102 INNERDYNE INC COM Purchase 740 -2527.45
C4576J0104 INNKEEPERS USA TR COM Purchase 1000 -10529.95
Sale -3500 33304.34
C457647105 INNOVEX INC COM Purchase 2000 -23566.16
Sale -1000 14094.57
C45766C102 INPRISE CORP COM Purchase 17400 -84982.2
Sale -7100 35588.11
C457652105 INPUT/OUTPUT INC COM Purchase 300 -1829.95
Sale -1300 9564.9
C45768V108 INSIGHT COMMUNICATIONS INC CL A Purchase 12250 -302604.98
Sale -12250 290269.3
C45765U103 INSIGHT ENTERPRISES INC COM Free Receipt 5230 0
Purchase 25940 -765068.87
Sale -44820 1216958.36
C457660108 INSITE VISION INC COM Purchase 3000 -4946.45
Sale -2000 2020.92
C457667103 INSITUFORM TECHNOLOGIES INC CL A COM Purchase 1600 -38666.08
C457674109 INSO CORP COM Purchase 5700 -35710.5
Sale -5700 33219.62
C457732105 INSPIRE INS SOLUTIONS INC COM Purchase 16800 -220500
Sale -34530 479313.07
C45774W108 INSTEEL INDS INC COM Purchase 16.734 -115.78
Sale -491.734 4118.9
</TABLE>
Page 143 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C458118106 INTEGRATED DEVICE TECH INC COM Purchase 71350 -1201669.58
Sale -22050 175477.84
C45812C106 INTEGRATED HLTH SERVICES INC COM Purchase 28500 -105629.2
Sale -35700 351817.08
C45812P107 INTEGRATED SILICON SOLUTION INC COM Purchase 5800 -26552.8
Sale -6100 27211.41
C45812Y108 INTEGRATED SURGICAL SYS INC COM ISIN# US45812Y1082 Purchase 1500 -3636.4
C458140100 INTEL CORP CAP Free Delivery -500.722 0
Free Receipt 175449 0
Purchase 142161.97 -13177815.82
Sale -199796.32 16813584.96
C45814T107 INTELIDATA TECHNOLOGIES CORP COM Purchase 1400 -3047.4
C45815C103 INTELLICALL INC COM Purchase 10000 -18405
Sale -10000 7758.96
C45816A106 INTELLIGROUP INC COM Purchase 2000 -19878.84
Sale -2000 19939.33
C45837D105 INTERACTIVE TECHNOLOGIES COM LTD COM Purchase 800 -8744.8
Sale -800 9891.05
C45838A209 INTERACTIVE TELESIS INC COM NEW Purchase 5000 -2050
Sale -5000 1503.44
C45866A105 INTERDIGITAL COMMUNICATIONS CORP COM Purchase 100 -1104.95
C458665106 INTERFACE INC CL A Sale -54420 517895.32
C458683109 INTERGRAPH CORP COM Purchase 5000 -32731.5
Sale -5000 25236.3
C458742103 INTERLIANT INC COM ISIN #US4587421037 Purchase 300 -4853.66
Sale -200 4182.4
C458747102 INTERLINK COMPUTER SCIENCES INC COM Purchase 1000 -3873.71
Sale -1000 4969.88
C458801107 INTERMEDIA COMMUNICATIONS INC COM Purchase 29780 -716855.02
Sale -14410 384613.62
</TABLE>
Page 144 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C45881K104 INTERMET CORP COM Sale -2200 24155.19
C45885A102 INTERNAP NETWORK SVCS CORP COM STK Purchase 3800 -76000
Sale -3800 224844.9
C459028106 INTERNATIONAL ASSETS HLDG CORP COM Purchase 1000 -13611.21
Sale -1000 6719.82
C45953X208 INTERNATIONAL FUEL TECHNOLOGY INC COM NEW Purchase 500 -2529.95
Sale -500 1769.99
C46058Y109 INTERNET AMER INC COM Purchase 210 -7413.08
Sale -210 8263.52
C46059C106 INTERNET CAP GROUP INC COM ISIN US46059C1062 Purchase 620 -82617.35
Sale -620 85984.76
C46059C999 INTERNET CAP GROUP INC RT EXP 12-31-2040 Free Delivery -30 0
Free Receipt 30 0
C46058F100 INTERNET STK MKT RES INC FORMERLY INT STK EXCHANGE CORP
08/17/1998 Free Delivery -111 0
Free Receipt -889 0
Purchase 1000 -1248.65
C460573108 INTERNEURON PHARMACEUTICALS INC COM Purchase 1000 -1779.95
Sale -1000 1719.99
C46062W107 INTERPORE INTL COM Sale -3000 18285.82
C460690100 INTERPUBLIC GROUP COMPANIES INC COM Free Receipt 4900 0
Purchase 200 -11708.47
Sale -800 48992.1
C46088R108 INTERSTATE HOTELS MGMT INC COM Free Receipt 7 0
C461142101 INTERVOICE INC COM Purchase 3200 -51166.95
Sale -3200 46831.48
C46114T102 INTERWOVEN INC COM ISIN # US6114T1025 Purchase 500 -21423.9
C461156101 INTIMATE BRANDS INC CL A Free Receipt 10 0
Purchase 875 -35945.11
Sale -775 31891.62
C459200101 INTL BUSINESS MACH CORP CAP Free Delivery -19900 0
Free Receipt 79317 0
Purchase 71046.435 -10146255.81
Sale -92573.057 12136032.94
</TABLE>
Page 145 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S3332072 INTL BUSINESS MACHS CORP 6.5 DUE 01-15-2028 REG Sale -800000 744216
C45950T101 INTL FIBERCOM INC COM Purchase 300 -2137.38
Sale -100 738.77
C459506101 INTL FLAVORS & FRAGRANCES INC COM Purchase 100 -3937.5
Sale -700 28392.77
C459655106 INTL HOME FOODS INC COM Purchase 4900 -96147.8
C460043102 INTL MULTIFOODS CORP COM Purchase 4600 -107579.28
C460146103 INTL PAPER CO COM Free Delivery -14300 0
Free Receipt 18013 0
Purchase 37789.571 -1953895.31
Sale -33011.351 1672291.68
C460254105 INTL RECTIFIER CORP COM Purchase 10600 -223173.22
C460337108 INTL SPECIALITY PRODS INC NEW COM Sale -1100 16764.93
C460335201 INTL SPEEDWAY CORP CL A Purchase 2900 -161726.18
Sale -300 13501.98
C46118M103 INTRAWARE INC COM Purchase 1000 -40357.07
Sale -1000 40453.19
C460915200 INTRAWEST CORP COM NEW Purchase 5100 -86597.49
C460944101 INTREPID MINERALS CORP COM Purchase 15000 -2784
C461202103 INTUIT COM Free Receipt 1430 0
Purchase 10415 -936105.31
Sale -11190 822680.73
C461203101 INVACARE CORP COM Purchase 100 -2411.2
Sale -200 4444.9
S0807041 INVENSYS ORD GBP0.25 Purchase 115600 -520651.07
C461915100 INVESTORS FINL SVCS CORP DEL COM Purchase 1900 -66913.08
Sale -700 32300.77
</TABLE>
Page 146 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C462030107 IOMEGA CORP COM Free Delivery -8100 0
Purchase 58677 -354486.69
Sale -51834 272257.43
C450046107 IR OPER CORP COM STK Free Receipt 885 0
C45004F107 IRI INTL CORP COM Purchase 200 -1029.95
Sale -1000 3981.36
CG49398103 IRIDIUM WORLD COMMUNICATIONS LTD COM Purchase 4850 -59637.32
Sale -1730 23945.62
C450071105 I-ROCK INDS INC COM Free Delivery -885 0
Purchase 885 -1567.4
C463664102 IRVINE SENSORS CORP COM Purchase 30000 -47653.92
Sale -2000 3221.13
C464330109 ISIS PHARMACEUTICALS COM Purchase 500 -5029.95
Sale -900 9139.78
C450306105 ISS GROUP INC OC-COM Free Receipt 50 0
Purchase 50 -2654.95
Sale -100 4682.39
C465266104 IT GROUP INC COM STK Purchase 4400 -67436.6
C45031T104 ITC DELTACOM INC COM Purchase 70230 -1578510.06
Sale -76120 1511817.82
C465647204 ITEX CORP COM PAR $0.01 Sale -1500 1079.96
S6467944 ITO-YOKADO CO Y50 Sale -5000 364031.08
C450911102 ITT INDS INC COM Purchase 10100 -391001.68
Sale -1700 65506.64
C465823102 IVAX CORP COM Purchase 95000 -1462933.58
Sale -16200 282665.54
C465855104 IVEX PACKAGING CORP DEL COM Purchase 26400 -508091.74
Sale -66290 924783
C46588H105 IVILLAGE INC COM COM ISIN # US6588H1059 Purchase 200 -13229.95
C466313103 JABIL CIRCUIT INC COM Free Receipt 4850 0
Purchase 14100 -578446.66
Sale -25300 1279210.48
</TABLE>
Page 147 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C466367109 JACK IN BOX INC COM Free Delivery -1200 0
Free Receipt 78440 0
Sale -22900 493480.24
C466392107 JACKPOT ENTERPRISES INC COM Purchase 200 -1929.95
Sale -200 1682.49
C469814107 JACOBS ENGR GROUP INC COM Purchase 5900 -248043.87
Sale -13750 551525.94
C47012E106 JAKKS PAC INC COM Free Receipt 2450 0
Purchase 4900 -132429.42
Sale -3300 48194.89
C470457102 JAMESON INNS INC COM Sale -1500 14045.85
C466107109 JB OXFORD HLDGS INC COM Purchase 4950 -49777.74
Sale -3600 35503.31
C46612K108 JDA SOFTWARE GROUP INC COM Purchase 1000 -13529.95
Sale -1450 19208.55
C46612J101 JDS UNIPHASE CORP COM ISIN US46612J1016 Free Delivery -200 0
Free Receipt 1508 0
Purchase 5430 -1084749.59
Sale -1832 245323.29
C475070108 JEFFERSON-PILOT CORP COM Free Delivery -16800 0
Free Receipt 16800 0
Purchase 16900 -1176573.59
Sale -17400 1183984.09
S5619252 JERONIMO MARTINS BABY SHS Free Delivery -848 0
Purchase 848 -4674.34
S4477235 JERONIMO MARTINS EUR5 Free Receipt 3394 0
Purchase 1150 -39032.07
S5611032 JERONIMO MARTINS NEW PTE1000(S/R19/2/99)'SHS Free Delivery -2544 0
Free Receipt 2546 0
Sale -2 20.63
C477155105 JETFORM CORP Purchase 3000 -10636.17
Sale -3000 10784.62
</TABLE>
Page 148 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C477366108 JFAX COM INC ISIN #US4773661081 Purchase 500 -5029.95
Sale -500 3157.44
C466210101 JLG INDS INC COM Purchase 0.256 -4
C46622G105 JNI CORP COM Purchase 650 -67671.1
Sale -650 64976.72
S6467074 JOHN FAIRFAX HLDGS NPV Sale -17000 34824.14
C478129109 JOHNS MANVILLE CORP COM STK Sale -7500 135245.2
C478160104 JOHNSON & JOHNSON COM Free Receipt 1917 0
Purchase 18525.089 -1616950.99
Sale -16885.986 1604291.88
C478366107 JOHNSON CTL INC COM Purchase 100 -7156.25
Sale -1060 68956.51
C480074103 JONES APPAREL GROUP INC COM Purchase 42600 -1252577.38
Sale -11000 338792.81
C480236108 JONES PHARMA INC COM Free Receipt 8360 0
Purchase 2220 -79920
Sale -6100 202773.73
C48203R104 JUNIPER NETWORKS INC COM Purchase 1017 -227502.64
Sale -1017 217483.43
C482171105 JUSTIN INDS INC COM Purchase 0.736 -10.31
Sale -206.948 2453.33
S4479963 JYSKE BANK DKK100(REGD) Free Delivery -2459 0
Purchase 800 -67935.58
C482584109 K MART CORP COM Purchase 38745 -530938.88
Sale -82145 1263063.64
C482724200 K TEL INTL INC COM Purchase 1000 -10338.79
Sale -1000 9359.73
C482732104 K2 INC COM Purchase 4000 -39870
C483003109 KAIRE HLDGS INC COM Purchase 10000 -1355.23
C485134100 KAN CY PWR & LT CO COM STK Purchase 200 -4717.45
</TABLE>
Page 149 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C483600102 KANA COMMUNICATIONS INC COM Purchase 500 -25779.95
S6483809 KAO CORP JPY50 Purchase 11000 -307529.34
Sale -15000 380136.8
C486168107 KAUFMAN & BROAD HOME CORP COM Purchase 17700 -462374.29
Sale -400 9088.43
S4497749 KBC BANKVERZEKERIN NPV Free Receipt 3750 0
Sale -470 37135.67
C482434AD9 KCS ENERGY INC 8.875 SR SUB NT DUE 01-15-2008/03 BEO Purchase 80000 -17147.82
C482434206 KCS ENERGY INC Purchase 318.547 -1147.42
C486665102 KEANE INC COM Purchase 16200 -405707.93
Sale -16850 393775.29
C487256109 KEEBLER FOODS CO COM Purchase 12100 -447623.99
Sale -17000 535101.34
C487836108 KELLOGG CO COM Purchase 300 -10931.25
Sale -2400 86109.6
C488044108 KELLWOOD CO COM Purchase 4300 -98179.75
Sale -2000 54478.18
C488360108 KEMET CORP COM Purchase 8200 -184920.66
Sale -500 6969.81
C48880L107 KENDLE INTL INC COM Purchase 500 -7403.28
Sale -17190 248047.8
C489170100 KENNAMETAL INC CAP Sale -11600 276668.09
C490553104 KENT ELECTRS CORP COM Purchase 5900 -102027.8
Sale -2000 18689.43
C492061106 KERAVISION INC COM Purchase 1810 -26182.54
Sale -1400 33217.29
C492386107 KERR MCGEE CORP COM Free Receipt 1845 0
Purchase 100 -4412.5
Sale -500 20455.55
S4490005 KESKO OYJ NPV SER'B' Free Receipt 16200 0
Purchase 1200 -16261.98
</TABLE>
Page 150 of 257
<TABLE>
<CAPTION>
SCHEDULE OF ACQUISITIONS AND DISPOSITIONS
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C492914106 KEY ENERGY SVCS INC Purchase 97800 -298777.45
Sale -97800 443858.19
C493138101 KEY PRODTN INC COM Purchase 500 -3373.7
Sale -500 3719.92
C493267108 KEYCORP NEW COM Purchase 16200 -545283.99
Sale -77300 2394735.23
C49337W100 KEYSPAN CORP COM Free Receipt 100 0
Purchase 100 -2854.95
C49427F108 KILROY RLTY CORP COM Purchase 100 -2036.2
Sale -25700 570678.63
C494274103 KIMBALL INTL INC CL B Purchase 1.9 -32.71
Sale -103.635 1710.43
C494368103 KIMBERLY-CLARK CORP COM Purchase 28660 -1671321.19
Sale -6810 393602.72
C495582108 KING PHARMACEUTICALS INC COM Free Receipt 3300 0
Purchase 6600 -198128.73
S0262015 KINGFISHER ORD GBP0.125 Purchase 20000 -297787.7
Sale -4000 47740.87
C497266106 KIRBY CORP COM Sale -1700 30503.44
C498326107 KITTY HAWK INC COM Purchase 1000 -10341.15
Sale -1000 8939.79
C482480100 KLA-TENCOR CORP Purchase 13450 -758271.89
Sale -14350 824823.3
S5511712 KM EUROPA METAL AG ORD NPV Free Receipt 2100 0
Sale -2100 111009.42
C498778208 KMART FIN CONV PFD STK Sale -3300 201128.29
C499040103 KNIGHT-RIDDER INC COM STK Free Delivery -16700 0
Free Receipt 16700 0
Purchase 16800 -898388.86
Sale -500 26374.09
</TABLE>
Page 151 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CG5299G106 KNIGHTSBRIDGE TANK LTD COM Purchase 500 -8654.95
C499866101 KOALA CORP COM Purchase 180 -3854.95
Sale -180 3434.93
C500255104 KOHLS CORP COM Purchase 10790 -531937.43
Sale -32990 2296014.61
C500453105 KOMAG INC COM Purchase 81400 -813240.4
Sale -60600 398535.19
S6496584 KOMATSU Y50 Sale -8000 40564.57
S5655999 KON KPN NV NLG1(STK DIV-07/99) Free Receipt 1145 0
Sale -1145 0
S506223W KON KPN STK DIV 99 Free Receipt 1145 0
Sale -1145 0
S2685223 KONINKLIJKE PHILIP EL NV ADR Free Delivery -44200 0
C500472105 KONINKLIJKE PHILIP EL NV ADR Free Receipt 41900 0
S2685223 KONINKLIJKE PHILIP EL NV ADR Sale -1500 113017.22
C500927108 KOPP FDS EMERGING GROWTH FD CL A COM Purchase 2065.728 -22000
Sale -2065.728 22011.73
S2123530 KOREA DEV BNK 7.375 BD DUE 09-17-2004 BEO Purchase 2000000 -1933600
Sale -2560000 2437021.6
S2496340 KOREA DEVEL BANK 9.6% BDS 1/12/2000 Purchase 1000000 -1024680
S2496425 KOREA ELEC PWR CORP 7.75 BD DUE 4-1-2013REG Purchase 100000 -93058
S2235844 KOREA(REPUBLIC OF) 8.875% BDS 15/4/2008 USD100 Sale -100000 104766.4
C500643200 KORN FERRY INTL COM NEW Purchase 31700 -443800
Sale -31700 383223.95
C025151820 KPN QWEST NV COM STK Purchase 0 0 0
Sale 0 0 0
CN50919104 KPNQWEST B V CLASS C COMMON STOCK Purchase 7000 -145670
Sale -7000 196540.14
</TABLE>
Page 152 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C501044101 KROGER CO COM Free Receipt 104650 0
Purchase 39350 -1796723.06
Sale -52300 1919343.78
C501052104 KRONOS INC COM Purchase 1500 -39015
Sale -1500 62072.42
C485170104 KS CY SOUTHN INDS INC COM Purchase 4100 -231960.2
Sale -400 23274.2
C482686102 K-SWISS INC CL A Free Receipt 2700 0
Purchase 5900 -299138.78
Sale -8600 280906.38
C501242101 KULICKE & SOFFA INDS INC COM Purchase 18600 -630512.01
Sale -250 7079.19
C501337406 KUSHNER-LOCKE CO COM NEW Purchase 31000 -177674.95
Sale -2250 21453.69
S6499260 KYOCERA CORP COM Purchase 1000 -90967.67
Sale -6100 328862.09
C501708101 L A GEAR INC COM Free Delivery -1000 0
C502424104 L-3 COMMUNICATIONS HLDG CORP COM Purchase 9240 -429708.15
Sale -9240 381402.05
C505401208 LABOR READY INC COM NEW Free Receipt 5883 0
Purchase 19840 -581966.22
Sale -25798 523491.09
C505447102 LABRANCHE & CO INC COM ISIN US554471025 Purchase 400 -5729.95
Sale -400 4894.88
C505588103 LACLEDE GAS CO COM Sale -1400 33654.66
C505754200 LADISH INC COM NEW Purchase 100 -729.95
C50730K503 LAIDLAW INC NEW COM STK Purchase 300 -2025
Sale -1900 13405.77
C512807108 LAM RESH CORP COM Purchase 33485 -981724.05
Sale -23755 940093.87
C512815101 LAMAR ADVERTISING CO CL A COM Sale -5200 199588.65
</TABLE>
Page 153 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C514614106 LANCER CORP TEX COM Sale -100 1216.13
C514936103 LANDAMERICA FINL GROUP INC COM Purchase 400 -13437.7
Sale -5100 146677.73
C51506S100 LANDMARK SYS CORP COM Purchase 100 -1054.95
C51508L103 LANDRYS SEAFOOD RESTAURANTS INC COM Purchase 24000 -145781.15
Sale -25000 159214.35
C515086106 LANDS END INC COM Purchase 8900 -531662.25
Sale -300 15419.53
S4510152 LAPEYRE EUR2(BR) Free Receipt 785 0
Sale -785 57807.75
CG5383Q101 LASALLE RE HOLDING LTD COM STK ISIN #BMG5383Q1015 Purchase 100 -1304.95
C51806K104 LASER PWR CORP COM Purchase 10000 -12175
Sale -10000 9205.42
C51807H100 LASER VISION CTR INC COM DBTFL Free Receipt 2375 0
Purchase 4383 -216831.51
Sale -6400 104082.33
C51808R107 LASON HLDGS INC COM Sale -6000 267883.86
C518292107 LATITUDE COMMUNICATIONS INC COM Purchase 240 -4091.15
C518415104 LATTICE SEMICONDUCTOR CORP COM Free Receipt 8660 0
Purchase 9360 -433029
Sale -9740 434818.34
C501803209 LCA-VISION INC COM NEW Purchase 6500 -41333.36
Sale -575 3552.47
C521087106 LCS GOLF INC COM Purchase 2500 -2575
Sale -2500 5862.3
C521863100 LEAP WIRELESS INTL INC COM Purchase 925 -19281.31
C521864108 LEAPNET INC COM Purchase 11500 -24782.4
Sale -11500 30253.47
C521865105 LEAR CORP COM STK PAR $0.01 Purchase 30400 -1217274.93
Sale -20200 941106.34
</TABLE>
Page 154 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C522002104 LEARN2 COM INC COM STK Free Receipt 2100 0
Purchase 3000 -9808.55
Sale -1000 2969.95
C522006105 LEARNING CO COM Purchase 0 0 0
C522015106 LEARNING TREE INTL INC COM Purchase 2400 -45723.12
C522113109 LEASING SOLUTIONS INC COM Purchase 900 -3922.4
Sale -1400 5272.46
C524651106 LEGATO SYS INC COM Purchase 20640 -876207.25
Sale -27100 1429740.63
C524901105 LEGG MASON INC COM Purchase 16390 -519109.08
Sale -7885 279414.41
C524660107 LEGGETT & PLATT INC COM Purchase 7000 -156227.69
S4558583 LEGRAND EUR2 Free Receipt 269 0
Purchase 340 -73009.76
C52518B200 LEHMAN BROS HLDGS CAP TR I 8 PFD SECS SER I Purchase 500 -12592.45
Sale -500 11719.65
C524908100 LEHMAN BROS HLDGS INC COM Free Delivery -10200 0
Free Receipt 10200 0
Purchase 11000.001 -593218.96
Sale -1300 70903.76
S3746868 LEHMAN BROS INC 10.00 DEB DUE 5-15-1999 REG Sale -370000 370000
S6512004 LEND LEASE CORP ORD A$0.50 Free Receipt 30622 0
Purchase 1420 -17829.49
Sale -25000 335632.06
C526057104 LENNAR CORP COM Purchase 1500 -29309.9
Sale -500 12375.88
C526107107 LENNOX INTL INC COM Purchase 40040 -753207.75
Sale -40040 393093.53
CB5628B104 LERNOUT & HAUSPIE SPEECH PRO COM Purchase 1000 -33123.71
Sale -3500 114041.21
</TABLE>
Page 155 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C527288104 LEUCADIA NATL CORP COM Free Delivery -15500 0
Free Receipt 15500 0
Purchase 22000 -478726.64
Sale -16000 336666.55
C52729N100 LEVEL 3 COMMUNICATIONS INC COM STK Free Delivery -500 0
Purchase 2876 -174605.97
Sale -2043 111447.43
S2287890 LEVEL 3 COMMUNICATIONS INC SR NT 9.125 DUE
05-01-2008/05-01-2003 BEO Purchase 105000 -98037.5
Sale -61000 57432.5
C528869100 LEXICO RES INTL INC COM Purchase 40000 -23217.67
C529771107 LEXMARK INTL GROUP INC CL A Free Delivery -4700 0
Free Receipt 5174 0
Purchase 9494 -678868.51
Sale -5730 473165.27
C501917108 LG&E ENERGY CORP COM Purchase 112.921 -2676.69
Sale -512.921 11574.5
C501938104 LHS GROUP INC COM Purchase 100 -4469.06
C530154103 LIBERTE INVS INC REIT Purchase 5200 -19992.45
Sale -200 645.02
C531172104 LIBERTY PPTY TR SH BEN INT Purchase 8.562 -196.43
C53215R100 LIFE PT INC COM STK Purchase 5000 -9337.3
C53219L109 LIFEPOINT HOSPS INC COM ISIN US53219L1098 Free Receipt 1214.88 0
Sale -1209.88 13349.45
C53220K207 LIGAND PHARMACEUTICALS INC CL B Purchase 37400 -389731.94
Sale -37400 266027.99
C532257102 LIGHTPATH TECHNOLOGIES INC CL A Purchase 2350 -5181.8
Sale -250 923.14
C389540428 LIMITED INC Free Receipt 100 0
Sale -100 2061
C532791100 LINCARE HLDGS INC COM Purchase 50250 -1673771.85
Sale -41100 1177795.89
C534187109 LINCOLN NATL CORP COM Free Delivery -1900 0
Free Receipt 5500 0
Purchase 2000 -101191.47
Sale -2800 148949.06
</TABLE>
Page 156 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C535171102 LINDBERG CORP COM Sale -150 1863.73
C535678106 LINEAR TECH CORP COM Free Receipt 4401 0
Purchase 3901.977 -378350.24
Sale -8202.15 477190.95
C535679104 LINENS N THINGS INC COM Purchase 34740 -1375107.46
Sale -64750 2573212.2
C536252109 LIONBRIDGE TECHNOLOGIES INC COM Purchase 1000 -12442.47
Sale -1000 15969.5
C53631T102 LIQUID AUDIO INC COM Purchase 2800 -67752.44
Sale -2800 66901.98
C536769201 LITEGLOW INDS INC COM NEW Purchase 150 -118.45
Sale -150 102.04
C536808306 LITHIUM TECH CORP COM Purchase 15000 -4350
C538021106 LITTON IND INC COM Free Delivery -20700 0
Free Receipt 20700 0
Purchase 20700 -1344827.25
Sale -20700 900732.47
C539320101 LIZ CLAIBORNE INC COM Purchase 3900 -137362.99
Sale -23700 900664.98
S0870612 LLOYDS TSB GROUP ORD GBP0.25 Purchase 40600 -537056.33
S2524434 LOCKHEED MARTIN CORP BD 8.5 DUE 12-01-2029 BEO Purchase 600000 -597715
C539830109 LOCKHEED MARTIN CORP COM Free Receipt 17290 0
Purchase 58404.031 -2059518.88
Sale -35600 1305044.41
C540424108 LOEWS CORP COM Free Delivery -13500 0
Free Receipt 13500 0
Purchase 18300 -1435680.63
Sale -4200 356952.68
C540473105 LOG ON AMER INC COM Purchase 200 -6060.89
Sale -200 3677.19
</TABLE>
Page 157 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C542307103 LONE STAR STEAKHOUSE SALOON COM Purchase 13100 -134699.85
Sale -2150 16571.98
C543162101 LONGS DRUG STORES CORP COM Sale -200 6356.02
C543213102 LONGVIEW FIBRE CO COM Purchase 6900 -99532.5
Sale -6900 82978.01
CG56462107 LORAL SPACE & COMMUNICATIONS LTD Purchase 24165 -460444.72
Sale -4265 76117.38
S4534787 L'OREAL EUR2 Free Receipt 85 0
Sale -40 26039.08
C546011107 LOUIS DREYFUS NAT GAS CORP COM Purchase 6600 -123815.87
C546347105 LOUISIANA-PACIFIC CORP COM Purchase 53300 -1092831.39
Sale -57400 1058811.13
C548661107 LOWES COS INC COM Free Receipt 448 0
Purchase 97654.196 -4972586.53
Sale -66508.142 3708040.07
C502161102 LSI LOGIC CORP COM Free Receipt 75 0
Purchase 1780 -55847.97
Sale -5080 184982.72
C532716107 LTD INC COM Free Delivery -2500 0
Free Receipt 2458 0
Purchase 4100 -172403.4
Sale -3469 140765.84
C501921100 LTV CORP NEW COM Sale -38300 216723.64
C502392103 LTX CORP COM Purchase 19200 -289994.88
Sale -3800 73607.43
S0538686 LUCAS VARITY ORD GBP0.25 Purchase 856 -3070.39
Sale -142052 658993.87
C549463107 LUCENT TECHNOLOGIES INC COM STK Free Delivery -600.92 0
Free Receipt 186280 0
Purchase 79463.899 -6252405.55
Sale -163232.007 12143246.4
C550260103 LUMINANT WORLWIDE CORP COM Purchase 11000 -198000
Sale -11000 310739.64
</TABLE>
Page 158 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S4535649 LVMH MOET HENNESSY EUR1.5 Purchase 200 -61917.09
C550818108 LYCOS INC COM Free Receipt 225 0
Purchase 6971 -558441.28
Sale -27091 2032760.06
C552078107 LYONDELL CHEMICAL CO COM STK Sale -14800 213360.86
C55261F104 M & T BK CORP COM Free Delivery -900 0
Free Receipt 900 0
Purchase 900 -440570.75
Sale -900 404680.41
C553533100 M S CARRIERS INC COM Purchase 1300 -34966
Sale -5400 145042.47
C590188710 M.LYNCH & CO INC 2002 NIKKEI 225 MKT INDEX TARGET TERM
SECS Sale -3600 34990.83
C590188694 M.LYNCH S&P 2002 MAJ 8 EUROPEAN INDEX MITTS Sale -3600 50290.32
C590188686 M.LYNCH S&P 2007 INFLATION ADJ MITTS Sale -3600 37240.75
S6551030 MABUCHI MOTOR CO JPY50 Sale -2200 305869.65
C554273102 MACDERMID INC COM Purchase 24850 -921286.4
Sale -13660 493370.35
C555903103 MACROCHEM CORP DEL COM STK Purchase 11600 -116834.9
Sale -11600 110980.63
C556100105 MACROMEDIA INC COM Purchase 26090 -909472.23
Sale -26090 1004500.84
C555904101 MACROVISION CORP COM Purchase 50 -1723.7
Sale -100 3594.92
C556269108 MADDEN STEVEN LTD COM Purchase 3800 -49388.6
CN5424G106 MADGE NETWORKS N.V COM Purchase 250 -904.95
Sale -250 813.77
C55744F101 MADISON ENTERPRISES CORP COM Sale -10000 4109.95
C559166103 MAGIC SOFTWARE ENTERPRISES LTD ORD Purchase 2100 -28573.97
</TABLE>
Page 159 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C560311102 MAIL COM INC CL A COM STK Purchase 920 -13829.95
Sale -920 13602.09
C560345308 MAIN ST & MAIN INC COM NEW Purchase 575 -2024.45
S6556682 MALAY AIRLINE SYST MYR1 Sale -48000 31489.75
C561232109 MALLINCKRODT INC NEW COM Purchase 8900 -304508.3
Sale -42400 1417635.58
S2292300 MAN PROV CDA DEB SER EE 9.5 DUE 09-15-2018 BEO Sale -520000 710928.4
C562567107 MANDALAY RESORT GROUP COM Free Receipt 550 0
Purchase 19700 -387942.25
Sale -150 2894.95
S6574833 MANILA ELEC CO B COM Purchase 33000 -100788.22
C563571108 MANITOWOC INC COM Purchase 5800 -232081.2
C563771104 MANNATECH INC COM Purchase 200 -1392.45
S5767504 MANNESMANN AG NPV(REGD) Free Receipt 1810 0
Purchase 660 -116169.77
S5460955 MANNESMANN AG ORD NPV Free Delivery -16220 0
Free Receipt 20620 0
Sale -4400 624307.81
C564055101 MANOR CARE INC NEW COM STK Free Receipt 3750 0
Sale -100 2063.73
C565011103 MANUGISTICS GROUP INC COM Purchase 10000 -83300
Sale -10000 110946.22
S2492519 MANULIFE FINL CORP COM Purchase 14000 -163712.89
C564910107 MAPICS INC COM Sale -5000 70938.88
C999599GH0 MAR 00 S&P 500 Free Receipt 26 0
C56781Q109 MARIMBA INC COM Purchase 400 -28929.95
Sale -400 19969.38
C568240204 MARINE DRILLING COS INC COM PAR $0.01 Purchase 2200 -20892.14
Sale -6400 81839.41
</TABLE>
Page 160 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C570387100 MARK IV INDS INC COM Purchase 10100 -207252
C570907105 MARKETING SVCS GROUP INC COM Purchase 300 -5058.72
C571903202 MARRIOTT INTL INC NEW COM STK CL A Purchase 1500 -51338.95
Sale -1800 66264.51
C571748102 MARSH & MC LENNAN CO'S INC Purchase 5006.964 -337854.68
Sale -1499.999 107753.92
C571834100 MARSHALL & ILSLEY CORP COM Purchase 16100 -1109155.67
C573284106 MARTIN MARIETTA MATLS INC COM Purchase 17040 -811946.5
Sale -18960 995105.12
S6569464 MARUBENI CORP JPY50 Purchase 30000 -63969.73
C573913100 MARVEL ENTMT GROUP INC COM Free Delivery -1000 0
C574599106 MASCO CORP COM Purchase 22398 -667843.32
Sale -2100 61166.67
C576798102 MATHSOFT INC COM Purchase 1850 -9175.54
Sale -850 3821.44
C576674105 MATL SCIENCES CORP COM Purchase 2900 -40459.35
C576844104 MATRIX PHARMACEUTICAL INC Purchase 300 -2284.9
Sale -300 1021.29
S6572581 MATSUMOTOKIYOSHI C JPY50 Sale -500 35566.59
C577081102 MATTEL INC COM Free Receipt 90960 0
Purchase 84000.995 -1652973.33
Sale -81800.337 1776068.27
C577223100 MATTSON TECH INC COM Purchase 123 -1628.95
C577914104 MAVERICK TUBE CORP COM Purchase 1170 -6957.4
Sale -1300 15833.31
C57772K101 MAXIM INTEGRATED PRODS INC COM Purchase 6978 -361167.38
Sale -6978 406727.37
</TABLE>
Page 161 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C577933104 MAXIMUS INC COM Purchase 2500 -82200.8
Sale -2500 72709.57
C577729205 MAXTOR CORP COM NEW Purchase 4800 -51678.72
Sale -41800 408177.06
C577778103 MAY DEPT STORES CO COM Free Receipt 10262 0
Purchase 5900 -348527.2
Sale -31650 1416016.08
C578592107 MAYTAG CORP COM Purchase 2200 -122516.96
Sale -1504 92902.35
C55262C100 MBIA INC COM Purchase 100 -7043.75
Sale -600 37954.97
C55262L100 MBNA CORP COM Purchase 92718.94 -2257770.32
Sale -47950 1245374.05
C579780206 MC CORMICK & CO INC COM NON-VTG Sale -8000 247406.73
C580037109 MC DERMOTT INTL INC COM $1 PAR Purchase 100 -2762.5
Sale -400 10680.88
C580135101 MC DONALDS CORP COM Free Receipt 42934 0
Purchase 12908.639 -609605.51
Sale -25188.117 1081055.8
C579489105 MCCLATCHY CO CL A Purchase 1000 -34957.2
C580645109 MCGRAW HILL COMPANIES INC COM Free Receipt 3830 0
Purchase 200 -11050
Sale -1260 72234.8
S210044U MCI WORLDCOM INC CPN 01-27-2000 Purchase 1000000 -963671.1
Sale -1000000 965193.33
C58155Q103 MCKESSON HBOC INC COM Free Receipt 53106.753 0
Purchase 138626.353 -8391120.73
Sale -179406.754 6149848.21
S2481238 MCLEODUSA INC SR NT 8.125 DUE
02-15-2009/02-15-2004 BEO PUT Purchase 30000 -28350
C582266102 MCLEODUSA INC Purchase 35060 -1158046.94
Sale -16900 859555.79
C55267J100 MCN ENERGY GROUP INC COM STK Sale -53300 890428.26
C552690109 MDU RES GROUP INC COM Sale -31730 765099.05
</TABLE>
Page 162 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C582834107 MEAD CORP COM Purchase 22830 -930067.42
Sale -50400 1629224.88
C583538103 MECH TECH INC COM Free Receipt 187 0
Purchase 300 -5092.45
C583538988 MECH TECH INC RT EXP 7-9-99 Free Delivery -29 0
Free Receipt 120 0
Sale -91 1328
S0575650 MEDEVA ORD GBP0.10 Purchase 3167 -5682.09
Sale -62245 166830.17
C58439C102 MEDIA ARTS GROUP INC COM Purchase 2500 -17731.25
C584404107 MEDIA GEN INC CL A Purchase 6500 -327594.82
Sale -6500 325912.48
C58440X103 MEDIA METRIX INC OC-COM Purchase 21 -1045.83
Sale -21 946.51
C58440J104 MEDIAONE GROUP INC COM Purchase 86800 -6204664.83
Sale -34400 2541400.99
C584690309 MEDICIS PHARMACEUTICAL CORP CL A NEW Free Receipt 4940 0
Purchase 1480 -61703.12
Sale -19600 754036.7
C58469J100 MEDICONSULT COM INC COM Purchase 2100 -28961.44
Sale -13500 78432.34
C584699102 MEDIMMUNE INC COM Free Receipt 100 0
Purchase 19430 -1189692.82
Sale -15170 1350213.58
S5535198 MEDIOLANUM ITL200(POST SUBD) Free Receipt 14150 0
Sale -5000 37563.14
C58501T306 MEDITRUST PAIRED CTF NEW COM STK Purchase 203.708 -1852.91
Sale -107.974 1355.12
C584949101 MEDQUIST INC COM Purchase 6500 -278244.72
Sale -100 3407.43
C585055106 MEDTRONIC INC COM Free Receipt 21554 0
Purchase 12917.49 -669341.6
Sale -15000.923 1089820.9
</TABLE>
Page 163 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
CM6786D104 MEGAL SEC SYS LTD COM Purchase 800 -2929.95
S6576356 MEITEC CORPORATION JPY50 Sale -5000 107287.74
C58551A108 MELLON FINL CORP COM Free Receipt 54000 0
C552715104 MEMC ELECTR MATLS INC COM Purchase 17300 -209602.5
Sale -17500 239292.62
C552715112 MEMC ELECTR MATLS INC RT EXP 04-16-1999 Free Delivery -143 0
Free Receipt 143 0
C587118100 MEN S WEARHOUSE INC COMMOM Purchase 21600 -552634.8
Sale -20940 581503.11
C587200106 MENTOR GRAPHICS CORP COM Purchase 2500 -34824.95
Sale -2500 32423.96
C589331107 MERCK & CO INC COM Free Receipt 95902 0
Purchase 41255.36 -3691855.91
Sale -103636.245 8037028.9
S4741844 MERCK KGAA DEM5 Free Receipt 7800 0
Purchase 4100 -145964.81
C589378108 MERCURY COMPUTER SYS INC COM Purchase 5900 -212822.58
Sale -3000 79999.83
C589405109 MERCURY INTERACTIVE CORP Purchase 27050 -1006606.57
Sale -26240 1545179.21
C589433101 MEREDITH CORP COM Sale -300 10512.14
C589602101 MERIDIAN DIAGNOSTICS INC COM Sale -185 1111.52
C58977Q109 MERIDIAN RES CORP COM Purchase 14400 -66439
Sale -11900 43413.51
C58984Y103 MERISTAR HOSPITALITY CORP REIT Purchase 13700 -277928.12
Sale -13700 212151.12
C590188108 MERRILL LYNCH & CO INC COM Purchase 35501.34 -2807574.75
Sale -38669.464 2931802.54
C590188678 MERRILL LYNCH & CO INC RUSSELL 2000 INDEX MITTS Sale -3600 34765.83
</TABLE>
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<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C59021C203 MERRILL LYNCH PFD CAP TR II TR ORIGINATED PFD SECS Sale -200 4944.88
C59021F206 MERRILL LYNCH PFD CAP TR III TR ORIGINATED PFD
SECS 7 Sale -200 4344.9
C590441101 MERRY LD PPTYS INC COM Free Delivery -25 0
Free Receipt 25 0
Sale -25 96.08
C590479101 MESA AIR GROUP INC COM Purchase 5500 -38766.64
Sale -6200 44203
C59066B102 MESABA HLDGS INC COM Purchase 34067 -443574.05
Sale -29160 448090.1
C590787107 MESSAGEMEDIA INC COM Purchase 500 -10748.7
Sale -500 6032.34
C591002100 META GROUP INC COM Sale -5350 131319.82
C591097100 METAL MGMT INC COM Purchase 1000 -1716.15
C59133P100 METAMOR WORLDWIDE INC COM Purchase 10000 -231634.92
Sale -8400 200459.31
C591393103 METASOLV SOFTWARE INC COM Purchase 4000 -76000
Sale -4000 143495.21
S5706693 METO AG COM STK Free Receipt 950 0
Sale -950 7225.78
C591596101 METRICOM INC COM Purchase 14355 -571132.83
Sale -3540 58951.03
C591598107 METRIS COS INC COM Free Receipt 11060 0
Purchase 25560 -1187715.95
Sale -17910 725897.73
C591689104 METROMEDIA FIBER NETWORK INC CL A Free Receipt 12957 0
Purchase 38878 -1552161.16
Sale -67310 3091866.25
S2521918 METROMEDIA FIBER NETWORK INC SR NT 10 DUE 12-15-2009 BEO Purchase 59000 -58528.59
C591695101 METROMEDIA INTL GROUP INC COM Purchase 16150 -96585.31
Sale -16150 84202.27
</TABLE>
Page 165 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C592688105 METTLER-TOLEDO INTL INC COM Purchase 2050 -54081.48
Sale -8400 214601.32
S4587219 MEXICO UNITED MEXICAN STS EUROCLEAR AT FLOATING RATE NT
DUE 3-31-2008 REG Purchase -160000 0
S2386407 MEXICO(UTD MEX ST) 10.375% BDS 17/2/09 USD(XW) Purchase 240000 -255120
Sale -50000 50500
S2896306 MEXICO-UNITED MEXICAN STS 11.5 DISC BD DUE 05-15-2026 BEO Purchase 860000 -941450
Sale -160000 178000
C51828D104 MFC LATIN AMER SMALLER COMPANIES FD Sale -583 3451.36
C55272N104 MFN FINL CORP COM Free Delivery -18 0
Free Receipt 47 0
Sale -12 92.99
C55272N112 MFN FINL CORP WT SER A EXP 03-23-02 Free Receipt 34 0
Sale -14 20.99
C55272N120 MFN FINL CORP WT SER B EXP Free Receipt 34 0
Sale -14 0
C55272N138 MFN FINL CORP WT SER C EXP Free Receipt 34 0
Sale -14 13.99
S4557104 MG TECHNOLOGIES AG NPV Purchase 15000 -333333.65
Sale -2000 37611.65
C552763302 MGC COMMUNICATIONS INC COM Purchase 500 -22774.75
Sale -500 20412.04
C552880106 MGI PHARMA INC COM Purchase 2000 -23060
C552885105 MGI PPTYS COM Purchase 2000 -19435
Sale -2000 19439.35
C552848103 MGIC INVT CORP WIS COM Purchase 2600 -119648
Sale -900 38656.23
C552953101 MGM GRAND INC COM Purchase 3900 -208767
C594079105 MICHAEL FOODS INC NEW COM Purchase 151.235 -2977.17
Sale -18870.829 459285.85
</TABLE>
Page 166 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C594087108 MICHAELS STORES INC COM Purchase 23000 -743045.02
Sale -1800 51680.77
C594793101 MICREL INC COM Free Receipt 6300 0
Purchase 9670 -658735.45
Sale -19690 1283837.89
C594847105 MICRO LABS INC COM Purchase 200 -542.45
Sale -200 407.53
C594928103 MICROAGE INC COM Purchase 5400 -89107.56
Sale -6300 34058.66
C595017104 MICROCHIP TECH INC COM Purchase 9865 -404406.71
Sale -36465 1192257.43
C595094103 MICROMUSE INC COM Purchase 23540 -1168342.33
Sale -14340 547159.72
C595100108 MICRON ELECTRONICS INC COM Purchase 1605 -25828.22
Sale -1550 20461.48
C595112103 MICRON TECH INC COM Purchase 54185 -3047706.77
Sale -50575.078 2590608.99
C594901100 MICROS SYS INC COM Purchase 3300 -163416
C594918104 MICROSOFT CORP COM Free Delivery -400 0
Free Receipt 182449 0
Purchase 94241 -9819398.66
Sale -115480 12708358.75
C594972101 MICROSTRATEGY INC CL A Purchase 700 -55546.1
Sale -700 55270.08
C594941106 MICROTEST INC COM Sale -200 1132.51
C595626102 MIDAS INC COM Purchase 1500 -50314.2
Sale -4400 110010.85
C595635103 MIDCAP SPDR TR UNIT SER 1 COM Purchase 100 -8067.45
C598126100 MIDWAY AIRLS CORP COM Purchase 2450 -18200.07
Sale -17280 190073.66
C598148104 MIDWAY GAMES INC COM Purchase 10100 -198215.36
</TABLE>
Page 167 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C597911106 MIDWEST EXPRESS HLDGS INC COM Purchase 5000 -159569.05
Sale -9050 235630.63
C59862K108 MIKOHN GAMING CORP Sale -20000 93981.29
C598709103 MILACRON INC COM STK Sale -300 5137.32
C599903101 MILLENNIUM CHEMICALS INC COM Purchase 22400 -435893.16
Sale -9400 249606.79
C599902103 MILLENNIUM PHARMACEUTICALS INC COM Purchase 1400 -68068.3
Sale -26500 1323062.24
C600533103 MILLER EXPL CO COM Purchase 2000 -4997.4
C600544100 MILLER HERMAN INC COM Purchase 17800.851 -450308.23
Sale -17800 439526.62
C601073109 MILLIPORE CORP COM Sale -200 6649.77
C601148109 MILLS CORP COM STK PAR $0.01 Purchase 10.068 -203.54
Sale -310.068 5604.45
C603158106 MINERALS TECHNOLOGIES INC COM Sale -5200 231309.08
C60365K108 MINIMED INC COM Free Receipt 2990 0
Purchase 12510 -1038816.7
Sale -9550 768898.01
C604059105 MINN MNG & MFG CO COM Purchase 7973.463 -765697.58
Sale -3919.042 326161.69
C604567107 MIPS TECHNOLOGIES INC CL A Purchase 13095 -377784.49
Sale -26685 954451.58
C60462E104 MIRAGE RESORTS INC COM Purchase 39800 -786801.5
Sale -39900 525743.53
C604690107 MIRAVANT MED TECHNOLOGIES COM Purchase 1000 -11227.44
Sale -1000 9969.71
C606501104 MITCHAM INDS INC COM Purchase 2000 -11001
C606592301 MITCHELL ENERGY & DEV CORP CL B Purchase 1700 -33804.5
Sale -1700 40293.85
S6596785 MITSUBISHI CORP Y50 Sale -3000 25222.98
</TABLE>
Page 168 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S6597067 MITSUBISHI HEAVY IND LTD Purchase 52000 -206848.04
S6597368 MITSUI CHEMICALS Y50 Purchase 33000 -218921.59
C01855A101 MLP ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTNERSHIP INT Free Receipt 2400 0
C030975106 MLP AMERIGAS PARTNERS L P UNIT LTD PARTNERSHIP INT Purchase 23100 -566298.2
Sale -23100 466062.64
C118230101 MLP BUCKEYE PARTNERS L P UNIT LTD PARTNERSHIP INTS Purchase 6.094 -165.84
Sale -106.094 2778.76
C150185106 MLP CEDAR FAIR L P DEPOS UNIT Purchase 1000 -24529.96
Sale -1000 25719.19
C228439105 MLP CROWN PAC PARTNERS L P UNIT REPSTG LTD PARTNERSHIP INT Purchase 15.675 -344.64
Sale -215.675 4545.5
C664785102 MLP NORTHN BORDER PARTNERS L P UNIT LTD PARTNERSHIP INT Sale -1000 32775.43
C881005201 MLP TERRA NITROGEN CO L P COM UNIT Sale -100 1113.76
C55308N102 MMC NETWORKS INC COM Purchase 720 -12629.85
Sale -720 11543.5
C604110106 MN PWR INC COM Free Receipt 5600 0
Purchase 5701.518 -240113.02
C607533106 MODEM MEDIA POPPE TYSON INC CL A Purchase 150 -6929.95
Sale -150 6466.71
C607552106 MODERN COMPUTER SYS INC COM Purchase 3975 -28039.88
C607830106 MODIS PROFESSIONAL SVCS INC COM Purchase 100 -1278.38
Sale -200 2969.95
C608190104 MOHAWK INDS INC COM Free Delivery -19700 0
Free Receipt 19700 0
Purchase 35750 -966149.29
Sale -43050 1357063.79
C608513107 MOLECULAR BIOSYSTEMS INC COM Purchase 1000 -2779.95
Sale -1000 2407.44
</TABLE>
Page 169 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C60877P108 MOMENTUM BUSINESS APPLICATIONS INC CL A Free Delivery -176 0
Free Receipt 399 0
Sale -197 2264.31
C60886R103 MONACO COACH CORP COM Free Receipt 2600 0
Purchase 4900 -143791.7
Sale -9100 210299.38
C609200100 MONDAVI ROBERT CORP CL A Purchase 85 -2898.7
Sale -135 4633.51
C612085100 MONTANA PWR CO COM Free Receipt 100 0
Purchase 100.575 -7189.5
Sale -26590.575 1612549.79
C615337102 MONY GROUP INC COM Purchase 6800 -186236.6
C615785102 MOORE LTD COM Sale -3400 30612.7
S0602729 MORGAN CRUCIBLE CO ORD GBP0.25 Purchase 72595 -302355.51
Sale -50991 235241.65
C616880100 MORGAN J P & CO INC COM Purchase 12464.573 -1627561.27
Sale -14154.419 1682626.23
S2397841 MORGAN J P & CO INC MEDIUM TERM SUB NTS BOOK ENTRY 6 DUE
01-15-2009 BEO Purchase 230000 -228102.5
C617410105 MORGAN KEEGAN INC COM Sale -200 3187.85
C617446448 MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN #6174464486 Free Delivery -9700 0
Free Receipt 9700 0
Purchase 82845.447 -7595507.42
Sale -27244 2719704.51
C61844A109 MORRISON KNUDSEN CORP NEW COM Purchase 5900 -56168
Sale -500 5001.13
C61844A117 MORRISON KNUDSEN CORP NEW WT EXP Sale -371 1194.22
C61910V102 MORTGAGE COM INC COM Purchase 100 -1217.45
Sale -100 1357.5
C620071100 MOTORCAR PTS & ACCESSORIES INC COM Purchase 1000 -12404.95
Sale -1000 11407.15
</TABLE>
Page 170 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C620076109 MOTOROLA INC COM Free Delivery -1200 0
Free Receipt 1200 0
Purchase 33422.335 -3076137.44
Sale -32297.225 2882684.98
C624580106 MOVADO GROUP INC COM Purchase 1400 -36050
C553444100 MPW INDL SVCS GROUP INC COM Sale -62300 731320.66
C553477100 MRV COMMUNICATIONS INC COM Purchase 2500 -41017.86
Sale -3100 57047.98
C605288208 MS CHEM CORP COM NEW Sale -3600 35991.19
C553530106 MSC INDL DIRECT INC CL A COM Sale -11600 256473.9
C553903105 MTI TECH CORP COM Purchase 1100 -14333
Sale -1100 15772.71
C624756102 MUELLER INDS INC COM Purchase 8800 -251773.28
C625147103 MULBERRY STR GOURMET INC COM STK Free Receipt 350 0
Sale -350 0
C624906103 MULTIPLE ZONES INTL INC COM Purchase 2720 -47137.73
Sale -2620 32850.95
S5610813 MUNCHENER RUCKVERS NPV(RFD 1/1/99) Free Receipt 997 0
Sale -997 193825.97
S5514573 MUNCHENER RUCKVERS WTS 3/6/2002(TO PURCHASE OR Free Receipt 57 0
Sale -57 2110.76
S5294121 MUNCHENER RUECKVER NPV(REGD) Free Receipt 997 0
Sale -997 197235.2
S6610403 MURATA MFG CO JPY50 Sale -13000 1305645.88
C626717102 MURPHY OIL CORP COM Purchase 3000 -154849.5
C62758B109 MUSICLAND STORES CORP COM Purchase 43700 -441613.59
Sale -35800 370705.57
C62757C108 MUSICMAKER COM INC COM Purchase 300 -7117.45
Sale -300 5988.59
</TABLE>
Page 171 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C628351108 MUT RISK MGMT LTD COM Purchase 300 -4700.59
Sale -36060 1177294.16
C628464109 MYERS INDS INC COM Free Receipt 100 0
Purchase 1000 -19641
Sale -2700 58422.69
C628530107 MYLAN LAB INC COM Purchase 27700 -580702.96
C62855T102 MYPOINTS.COM INC COM STK Purchase 29000 -232000
Sale -29000 543921.44
C664334109 N E OPTIC NETWORK INC COM Purchase 1855 -69391.31
Sale -600 21000.59
C667655104 N W NAT GAS CO COM Purchase 4100 -103717.76
C659424105 N. FORK BANCORPORATION INC COM Purchase 23600 -506225.42
Sale -23080 478700.75
C667280101 N.W. AIRLS CORP CL A COM STK PAR $0.01 Purchase 75300 -2220998.05
Sale -99200 3018157.31
S3777047 N.Y. ST PWR AUTH REV & GEN PURP SER D 5.875 BD DUE
02-15-1999 TAXABLE Sale -490000 490000
C62952P102 NABISCO GROUP HLDG CORP COM STK Free Receipt 11939.517 0
Purchase 201.103 -2296.43
Sale -705.003 13152.79
C629526104 NABISCO HLDGS CORP CL A COM Purchase 9400 -400788.99
Sale -9400 398735.38
C629568106 NABORS IND INC COM Purchase 1400 -27663.55
Sale -460 7121.84
C62872L108 NAM CORP COM Purchase 200 -1567.45
Sale -200 1732.49
C629865205 NAM TAI ELECTRS INC COM PAR $0.01 Sale -300 3494.93
S6620941 NAMCO LTD JPY50 Purchase 1600 -39390
C630079101 NANOPHASE TECHNOLOGIES CORP COM Sale -8000 18259.36
C628935108 NAR RES LTD COM Purchase 1500 -1942.4
</TABLE>
Page 172 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C631100104 NASDAQ 100 TR UNIT SER 1 Purchase 4084 -492564.48
Sale -1404 160559.87
C638842302 NAT ALTERNATIVES INTL INC COM NEW Purchase 10085 -43810.05
Sale -270 1198.09
C638882100 NAT MICROSYSTEMS CORP COM Purchase 2000 -22060
Sale -2000 22439.34
S0625395 NAT WEST ORD GBP1 Sale -22646 518302.51
S6624608 NATIONAL AUST BANK NPV Purchase 50 -745.47
Sale -1305 19527.44
C637071101 NATIONAL-OILWELL INC COM Sale -600 5369.87
C638612101 NATIONWIDE FINL SVCS INC CL A COM Purchase 300 -12311.2
Sale -300 10282.2
C635449101 NATL COMM BANCORPORATION COM Purchase 29730 -686069.65
Sale -11100 207127.09
C635519101 NATL COMPUTER SYS INC COM Purchase 23600 -762684.16
Sale -12100 416843.66
C635405103 NATL CY CORP COM Free Receipt 11000 0
Purchase 300 -21337.5
Sale -3200 175337.12
C635621105 NATL DATA CORP COM Purchase 11950 -552783.48
Sale -10950 467852.37
C635646102 NATL DISC BROKERS GROUP INC COM Purchase 12160 -433354.7
Sale -12060 499901.25
C636180101 NATL FUEL GAS CO COM Free Delivery -15800 0
Free Receipt 15800 0
Purchase 15800 -728074
Sale -6700 326384.97
C63623G109 NATL GOLF PPTYS INC COM STK Purchase 100 -2292.45
Sale -1325 35914.13
C63633D104 NATL HLTH INVS INC COM Purchase 753.739 -18288.72
C637215104 NATL PRESTO INDS INC COM Free Receipt 0.002 0
Sale -0.002 0.05
</TABLE>
Page 173 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C637277104 NATL R V HLDGS INC COM Purchase 13400 -298217.31
Sale -9500 240683.36
C637479106 NATL SCIENTIFIC CORP COM Purchase 15000 -2055.3
Sale -27000 47791.62
C637640103 NATL SEMICONDUCTOR CORP COM Purchase 79340 -1569055
Sale -145440 2813371.62
C637657107 NATL SERVICE IND INC COM Sale -300 10099.65
C638108100 NATL TECHTEAM INC COM Purchase 1000 -6529.95
C639089101 NAUTICA ENTERPRISES INC Sale -41000 623948.09
C639208107 NAVARRE CORP COM Purchase 12100 -158973.17
Sale -11500 164424.73
C63934Q101 NAVIDEC INC COM Purchase 155 -1718.74
C63935N107 NAVIGANT CONSULTING INC COM Purchase 23200 -732939.9
Sale -23200 450015.74
C63935M109 NAVISITE INC COM Purchase 400 -20629.95
Sale -400 18919.41
C63934E108 NAVISTAR INTL CORP NEW COM Purchase 200 -10100.53
Sale -40850 1456485.84
C628956203 NB CAP TR I TR ORIGINATED PFD SECS 7.84 Sale -200 4869.88
C62873Q106 NBG RADIO NETWORK INC COM STK Purchase 2250 -5653.38
C628782104 NBTY INC COM Purchase 23600 -173054.95
Sale -5500 53704.07
C628852105 NCI BLDG SYS INC COM Purchase 1870 -48790.73
Sale -29160 633901.22
C628858102 NCO GROUP INC COM Purchase 44030 -1626618.54
Sale -27100 1080637.21
C62886E108 NCR CORP COM Purchase 20375 -861607.06
Sale -25917 1203456.27
</TABLE>
Page 174 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C62888Q109 NCT GROUP INC COM Free Delivery -4000 0
Free Receipt 4000 0
Sale -4000 928.86
S6640400 NEC CORP Y50 Purchase 56000 -765540.57
Sale -1000 17213.01
C670999911 NEG MICON COM Purchase 228 -10062.49
C640204301 NEIMAN-MARCUS GROUP INC CL B Free Receipt 723.12 0
Sale -723.12 15615.31
C640497103 NEOMAGIC CORP COM Purchase 1500 -14309.9
Sale -8000 140479.73
S4616696 NESTLE SA CHF10(REGD) Purchase 73 -141109.41
Sale -225 417926.65
C64107U101 NET PERCEPTIONS INC COM ISIN #US64107U1016 Purchase 20870 -456344.93
Sale -6600 201470.27
C64108N106 NET2PHONE INC COM Purchase 1120 -46407.25
Sale -1120 60323.15
C640933107 NETBANK INC COM Free Receipt 112 0
Purchase 186 -18943.65
Sale -168 3959.91
C64108P101 NETCENTIVES INC COM STK Purchase 2000 -44934.9
C64110S101 NETCRUISE COM INC COM Free Receipt 500 0
C64110P107 NETEGRITY INC COM Purchase 10760 -432412.98
Sale -500 12625.87
C641144100 NETMANAGE INC COM Purchase 4400 -13750.53
Sale -4400 11236.23
C64114K104 NETOPIA INC COM Purchase 300 -5711.2
Sale -300 6194.84
C64114R109 NETRO CORP COM ISIN US64114R1095 Purchase 3550 -102458.88
Sale -2400 72920.2
C64115X105 NETSILICON INC COM Purchase 2000 -26216.25
Sale -2000 24939.16
</TABLE>
Page 175 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C64115J106 NETSOLVE INC COM STK Purchase 9800 -127400
Sale -9800 173944.2
C64115D109 NETSPEAK CORP CDT-COM Purchase 3000 -40496.25
Sale -3000 38896.19
C64120S109 NETWORK ACCESS SOLUTIONS CORP COM STK Purchase 52350 -577375.6
Sale -52350 583997.4
C64120L104 NETWORK APPLIANCE INC COM Free Receipt 5020 0
Purchase 30505 -1574039.21
Sale -38065 2308256.61
C64120N100 NETWORK COMPUTING DEVICES INC COM Purchase 1000 -5529.95
C64121R100 NETWORK PERIPHERALS INC COM Purchase 4200 -74094.82
Sale -4200 75121.48
C64122D506 NETWORK PLUS CORP COM Purchase 21240 -402887.27
Sale -1300 25024.16
C64121Q102 NETWORK SOLUTIONS INC DEL Free Receipt 7970 0
Purchase 1100 -96068.33
Sale -8570 632960.5
C640938106 NETWORKS ASSOC INC COM STK Purchase 34260 -1345098.37
Sale -32660 716412.77
C64122W108 NETZEE INC COM STK Purchase 28000 -392000
Sale -28000 439235.35
C64122R109 NETZERO INC COM Purchase 16600 -398183.14
Sale -2800 87600.25
C64352U103 NEW CENTURY ENERGIES INC COM STK Purchase 400 -17264.96
Sale -700 26755.32
CM74295102 NEW DIMENSION SOFTWARE LTD COM Purchase 100 -5054.95
Sale -100 4582.39
C643872104 NEW ENG BUSINESS SVC INC COM Sale -1200 42799.57
C644312100 NEW ERA OF NETWORKS INC COM Free Receipt 5810 0
Purchase 33110 -1554791.59
Sale -29480 1541597.17
</TABLE>
Page 176 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C644398109 NEW FRONTIER MEDIA INC COM Purchase 300 -1216.79
C644465106 NEW GERMANY FD INC COM Purchase 269.839 -3676.56
C648053106 NEW PLAN EXCEL RLTY TR INC Purchase 4399.915 -85153.31
Sale -700.001 13713
S6163929 NEW WORLD CHINA LA HKD0.10 Purchase 75 -92.76
Sale -75 60.1
S6633767 NEW WORLD DEVEL CO HK$1 Purchase 19000 -53121.17
Sale -19000 37060
C650111107 NEW YORK TIMES CO CL A ISIN #US6501111073 Purchase 300 -10367.45
Sale -1800 62691.98
S6634696 NEW ZEALAND(GOVT) 10% BDS 15/3/02 NZD100 Purchase 8000000 -4526301.9
Sale -7000000 3952996.16
S2634645 NEWBRIDGE NETWORKS COM NPV Purchase 10700 -326340.25
C650901101 NEWBRIDGE NETWORKS CORP COM Purchase 700 -17233.6
Sale -600 13888.01
S2634032 NEWCOURT CR GROUP INC COM Sale -16200 265536.46
C651229106 NEWELL RUBBERMAID INC COM Free Receipt 10293.65 0
Purchase 500 -20754.95
Sale -1000.65 44867.2
C651639106 NEWMONT MINING CORP NEW COM Purchase 6650 -176805.48
Sale -7112 177404.38
C651824104 NEWPORT CORP COM Purchase 300 -4567.45
Sale -300 4657.39
C652228107 NEWPORT NEWS SHIPBUILDING INC COM STK Purchase 100 -3254.95
Sale -100 3063.69
S2000785 NEWS CORP FIN TR TR ORIGINATED PFD 5 Purchase 6000 -390240
S6886925 NEWS CORPORATION NPV(AUST LISTING) Purchase 60 -445.93
S6620758 NEWS CORPORATION PRF AUD0.50 Purchase 279 -1899.79
Sale -16815 122774.78
</TABLE>
Page 177 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C65249Q106 NEWSEDGE CORP COM Purchase 500 -4842.45
Sale -500 6719.82
C65332P106 NEXAR TECHNOLOGIES INC COM STK Sale -500 4.96
C65332H104 NEXELL THERAPEUTICS INC COM Free Receipt 1700 0
C65333U104 NEXT LEVEL COMMUNICATIONS INC COM STK Purchase 2000 -40000
Sale -2000 113746.2
C65332K107 NEXTCARD INC COM Purchase 11225 -281494.35
Sale -11150 482347.71
C65332V103 NEXTEL COMMUNICATIONS INC CL A COM STK Purchase 12584 -530549.44
Sale -15505 554391.44
C65332E101 NEXTERA ENTERPRISES INC CL A CL A ISIN #US65332E1010 Purchase 15500 -155000
Sale -15500 115543.39
C65333H707 NEXTLINK COMMUNICATIONS INC CL A Free Receipt 490 0
Purchase 7070 -335027.03
Sale -30695 1768441.5
S2430940 NEXTLINK COMMUNICATIONS INC CORP SR NT 10.75 DUE
06-01-2009/06-01-2004 BEO PUT Purchase 109000 -110362.5
CM74919107 NEXUS TELECOM SYSTEMS Purchase 200 -479.95
C653520106 NIAGARA MOHAWK HLDGS INC COM ISIN# US6535201064 Free Receipt 91100 0
Purchase 25600 -353032.95
Sale -80400 1207535.64
S206245U NIAGARA MOHAWK PWR CORP SER E 7.375 SR NT DUE 07-01-2003 Purchase 1000000 -1019990
Sale -243902.22 243902.22
S6638892 NICHIEI Y50(OTC LISTING)8577 Purchase 2000 -157024.46
Sale -900 20720.53
C654086107 NICOR INC COM Purchase 100 -3717.45
Sale -11960 500266.18
C654106103 NIKE INC CL B COM Purchase 202.732 -12984.05
Sale -3920.389 211338.68
S6642321 NIKON CORP JPY50 Purchase 2000 -24473.15
S6639550 NINTENDO CO JPY50 Sale -2000 257157.72
</TABLE>
Page 178 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S6642127 NIPPON EXPRESS CO Y50 Purchase 85000 -572540.76
S6641373 NIPPON TEL&TEL CP JPY50000 Purchase 48 -682801.79
Sale -12 93285.79
S6642860 NISSAN MOTOR CO Y50 Sale -60000 360034.51
C629156407 NL INDS INC COM NEW Sale -30430 405240.86
C654889104 NOBEL LEARNING CMNTYS INC COM Free Receipt 200 0
C654894104 NOBLE AFFILIATES INC COM Sale -2400 56905.09
C655042109 NOBLE DRILLING CORP COM Purchase 1600 -23942.66
Sale -800 11234.76
S5655212 NOKIA (AB) OY EUR0.24 Free Receipt 27200 0
Purchase 1290 -107998.39
Sale -6000 488500.59
S5444498 NOKIA (AB) OY SER'A'FIM2.5 Free Delivery -28200 0
Free Receipt 16380 0
Sale -4280 514546.44
S6643108 NOMURA SECURITIES Y50 Purchase 30000 -343071.25
Sale -30000 331429.73
C655370104 NOODLE KIDOODLE INC COM Sale -1000 9844.72
C655663102 NORDSON CORP COM Purchase 0.944 -50
Sale -209.265 12661.11
C655664100 NORDSTROM INC COM Purchase 2250 -68170.33
Sale -23200 894512.17
C655844108 NORFOLK SOUTHN CORP COM Purchase 300 -10706.25
Sale -2200 65197.8
S4645805 NORSK HYDRO AS NOK20 Sale -8920 344268.87
S2647966 NORTEL NETWKS CORP NEW COM STK Sale -6100 289584.08
S2647944 NORTEL NETWORKS CORP COM ISIN CA6565691004 Purchase 570 -30320.62
C664397106 NORTHEAST UTILITIES COM Sale -26600 415079.14
</TABLE>
Page 179 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C666499108 NORTHLAND CRANBERRIES INC CL A Purchase 200 -1829.95
Sale -300 2515.18
C665772109 NORTHN STS PWR CO MINN COM Purchase 200 -4887.5
Sale -900 22280.49
C665859104 NORTHN TR CORP COM Purchase 100 -9025
Sale -600 54445.03
C666610100 NORTHPOINT COMMUNICATIONS HLDGS INC COM Purchase 100 -3229.95
C666807102 NORTHROP GRUMMAN CORP COM Purchase 12600.895 -797207.96
Sale -12827.608 883622.84
C668074107 NORTHWESTN CORP COM Purchase 3000 -73347.5
C66977W109 NOVA CHEMICALS CORP COM Free Receipt 7800 0
C669784100 NOVA CORP GA COM Purchase 42360 -1166339.56
Sale -16540 367316.66
C669937104 NOVADIGM INC Purchase 200 -1804.95
Sale -200 1619.99
S5047831 NOVARTIS AG CHF20(REGD) Purchase 240 -383165.98
Sale -351 600255.99
C670006105 NOVELL INC COM Purchase 10740 -221119.08
Sale -16640 399778.25
C670008101 NOVELLUS SYS INC COM Purchase 22990 -1390979.07
Sale -37600 2168709.65
C628916108 NS GROUP INC COM Sale -200 2166.75
S2430865 NTL COMMS CORP 12.375% STP 1/10/08 SER'B Purchase 20000 -14250
C629407107 NTL INC COM Purchase 3900 -305906.25
Sale -3900 322439.24
S6129277 NTT DOCOMO INC NPV Free Receipt 53 0
Purchase 32 -864629.28
Sale -5 155752.27
C670346105 NUCOR CORP COM Purchase 302.027 -14210.64
Sale -500 25255.39
</TABLE>
Page 180 of 257
<TABLE>
<CAPTION>
SCHEDULE OF ACQUISITIONS AND DISPOSITIONS
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C670509108 NUEVO ENERGY CO COM Purchase 11400 -152703
Sale -6000 52432.84
C670533207 NUMEX CORP COM PAR $0.10 Sale -1350 3112.54
S5655234 NUMICO (KON) NV CVA NLG0.50(PART EXCH)(STK) Free Receipt 1680 0
Sale -1680 0
S5753387 NUMICO (KON) NV CVA(PARTEX)NLG0.5(STK 31/9) Free Receipt 1680 0
Sale -1680 0
S5402601 NUMICO (KON) NV CVA(PART-EXCH)EUR0.25 Free Receipt 2420 0
Sale -2420 99554.44
C67060Y101 NUTRACEUTICAL INTL CORP COM Sale -5000 19902.35
C67060V107 NUTRACEUTIX INC COM STK Purchase 4600 -2520.4
C62944W207 N-VIRO INTL CORP COM NEW Purchase 800 -2004.91
C67076P102 NYMOX PHARMACEUTICAL CORP COM Sale -6000 35754
C686091109 O REILLY AUTOMOTIVE INC COM Purchase 4300 -191662.04
Sale -4300 191526.36
C671802106 OAK TECH INC COM Purchase 2800 -8443.31
Sale -3500 12144.58
C673662102 OAKLEY INC COM Purchase 400 -2934.9
Sale -200 1619.99
C674424106 OBJECTIVE SYS INTEGRATORS INC COM Sale -1000 2844.95
C674599105 OCCIDENTAL PETE CORP COM Purchase 39900 -703603.71
Sale -52500 1024647.51
C67481E106 OCEAN ENERGY INC TEX COM Free Receipt 50712 0
Purchase 400 -3965.47
Sale -9730 94790.56
C675234108 OCEANFIRST FINL CORP COM Free Receipt 7000 0
C675727101 OCTEL CORP COM Sale -11100 150891.83
C675744106 OCULAR SCIENCES INC COM Sale -4600 114970.4
</TABLE>
Page 181 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C67082N109 ODS NETWORKS INC COM Sale -200 957.66
C670826106 OEA INC COM Purchase 500 -6421.9
Sale -500 2626.21
C676220106 OFFICE DEPOT INC COM Free Receipt 125 0
Purchase 15053 -327069.54
Sale -1828 32799.28
C67622M108 OFFICEMAX INC COM Purchase 100000 -1085096.32
Sale -148500 1033820.11
C676255102 OFFSHORE LOGISTICS INC COM Purchase 9900 -116497.8
Sale -7400 69598.67
C677240103 OH CAS CORP COM Sale -5300 197212.56
C679833103 OLD KENT FNCL CORP COM Purchase 21043 -825426.35
Sale -43 1875.42
C680033107 OLD NATL BANCORP IND COM Free Receipt 575 0
Sale -1575 46936.61
C680223104 OLD REP INTL CORP COM Purchase 201 -3968.42
Sale -201 3613.05
C681936100 OMEGA HEALTHCARE INVS INC COM Purchase 2200 -58038.65
Sale -2000 39469.01
C68210P107 OMEGA PROTEIN CORP COM Purchase 2000 -10362.14
CY6476W104 OMI CORP NEW COM Purchase 3000 -7964.95
Sale -3000 4784.83
C681904108 OMNICARE INC COM Purchase 4700 -59567.9
C681919106 OMNICOM GROUP INC COM Purchase 850 -59850.67
Sale -1450 102890.15
C682159108 ON ASSIGNMENT INC Sale -4000 135802.96
C68219P108 ON TECH CORP COM Sale -10000 81359.73
C68338A107 ON2 COM INC COM Purchase 1907 -35360.29
Sale -1907 23391.26
</TABLE>
Page 182 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C68267P109 ONEMAIN COM INC ISIN US68267P1093 Purchase 27170 -540524.45
Sale -11370 286882.21
C682680103 ONEOK INC COM STK Purchase 100 -2793.75
Sale -200 5712.3
C68272J106 ONESOURCE INFORMATION SVCS INC COM Purchase 300 -2834.9
Sale -300 2583.74
C682917307 ONEWORLD SYS INC COM NEW Free Receipt 100 0
Sale -100 607.52
C68272W107 ONHEALTH NETWORK CO COM Purchase 400 -4534.9
Sale -100 1457.5
C683402101 ONYX SOFTWARE CORP COM Purchase 1000 -29209.9
Sale -1000 29614.1
C68370M100 OPEN MKT INC COM Purchase 8400 -110674.32
Sale -8400 122793.98
C686079104 OR STL MLS INC COM Purchase 1300 -11920.35
C685932105 OR TRAIL FINL CORP COM Purchase 500 -6373.7
Sale -500 6438.58
C68389X105 ORACLE CORP COM Free Receipt 22954 0
Purchase 77742 -2992948.17
Sale -78309 2153082.89
S0661496 ORANGE ORD GBP0.20 Free Delivery -17400 0
Purchase 26400 -363158.47
Sale -9000 218907.02
C685564106 ORBITAL SCI CORP COM Purchase 700 -21705.05
CM75253100 ORBOTECH LTD SH COM Purchase 10800 -687513.32
Sale -3000 234956.87
CM7531S107 ORCKIT COMMUNICATIONS LTD COM Purchase 700 -12597.4
Sale -700 13314.64
C685934101 ORIENT PACKAGING HLDGS LTD COM STK Purchase 6580 -10477.4
C68618W100 ORIENTAL FINL GROUP INC COM Sale -1100 32843.8
S5794397 ORKLA ASA NEW'A'NOK6.25(S/R 22/11/99) Free Receipt 16870 0
Sale -8974 16330.44
</TABLE>
Page 183 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S5459715 ORKLA ASA NOK6.25 ORD Sale -38320 585123.63
S5459737 ORKLA ASA NOK6.25'B' Purchase 4000 -47062.79
C686904103 OROPERU RES INC COM Free Delivery -1000 0
C68750P103 ORTHODONTIC CTRS AMER INC COM Purchase 7600 -112435.3
Sale -57300 774430.21
C68750J107 ORTHOLOGIC CORP NEW COM Sale -200 510.98
C68763X101 ORYX TECH CORP COM Purchase 5000 -10525
Sale -5000 9849.66
C688222207 OSHKOSH B GOSH INC CL A Purchase 201.107 -4802.06
Sale -2900 52294.21
C688239201 OSHKOSH TRUCK CORP COM Purchase 18100 -521906.72
Sale -4400 114404.09
C688271501 OSICOM TECHNOLOGIES INC COM PAR $0.30 Purchase 1000 -14092.46
Sale -2000 31907.76
C688582105 OSTEOTECH INC COM Purchase 1200 -46286.52
Sale -1550 40382.2
S2018227 OTE(HELLENIC TLCM) GDS-REP 1/2 ORD GRD750 Free Delivery -10000 0
Purchase 1000 0
C689899102 OUTBACK STEAKHOUSE INC COM Free Receipt 3625 0
Purchase 12480 -437657.16
Sale -25985 787528.94
C690368105 OVERSEAS SHIPHOLDING GROUP INC COM Purchase 2900 -35384.35
Sale -2900 38014.37
C69073F103 OWENS CORNING COM Purchase 910 -29704.9
Sale -800 28637.82
C690768403 OWENS ILL INC COM NEW Purchase 200 -5650
Sale -900 25674.11
C691471106 OXFORD HLTH PLANS INC COM Purchase 66100 -1037804
Sale -36100 482390.49
</TABLE>
Page 184 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S2325035 P & L COAL HLDGS CORP SR SUB NT 9.625 DUE
05-15-2008/05-15-2003 BEO Purchase 70000 -69250
CY6801N100 PAC CENTY CYBERWORKS COM STK ISIN HK1186008681SEDOL
600882X Purchase 50000 -47500
C694058108 PAC CENTY FINL CORP COM Purchase 15000 -297739.81
Sale -15000 322590.72
C694327107 PAC GATEWAY EXCHANGE INC COM Purchase 13430 -553712.23
Sale -12430 419117.81
C694396102 PAC GULF PPTYS INC COM Sale -200 4532.39
C694873100 PAC SUNWEAR CAL INC COM Purchase 10600 -297893.92
Sale -100 3419.93
C693718108 PACCAR INC COM Free Delivery -2100 0
Free Receipt 2100 0
Purchase 20902.654 -1078270.57
Sale -16400.619 899641.94
S6164007 PACIFIC CEN CYBER COMMON STK HKD .005 Purchase 38000 -29075.79
C695112102 PACIFICARE HLTH SYS INC DEL COM Free Receipt 6600 0
Sale -6600 415960.28
C695257105 PACTIV CORP COM Free Receipt 5819 0
C695542100 PAGING NETWORK INC COM Purchase 7700 -14727.85
Sale -2200 10034.79
C695629105 PAINE WEBBER GROUP INC COM Free Delivery -7100 0
Free Receipt 7100 0
Purchase 12200.005 -506351.7
Sale -200.897 8127.24
C695934109 PAIRGAIN TECHNOLOGIES INC Purchase 65100 -840104.3
Sale -5500 62476.11
C696429307 PALL CORP COM Purchase 700 -15766.15
Sale -800 15713.23
C697758100 PAN AM CORP FLA COM DBTFL Free Delivery -4000 0
C697900108 PAN AMERN SILVER CORP COM Purchase 3000 -18464.95
Sale -3000 15284.47
</TABLE>
Page 185 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S5659281 PANAMA REP PANAMA GLOBAL 2029 ISIN US698299AK07 9.375
DUE 04-01-2029 BEO Purchase 100000 -99919
S5108642 PANAMA(REP OF) FRN 7/2016 USD10000 Purchase 250000 -197723.73
S2674469 PANAMERICAN BEVERAGES INC CL A (NONVTG) COM STK Sale -1900 32252.9
C698657103 PANTRY INC COM ISIN #US6986571031 Purchase 37400 -483903.93
Sale -8800 143457.69
S2228532 PAO DE ACUCAR CIA ADR-REPR 1000 PRF Purchase 1236 -21073.8
C698813102 PAPA JOHNS INTL INC COM Purchase 34076 -1318549.69
Sale -25676 952509.99
C69911G107 PARADYNE CORP COM Purchase 4850 -86379.95
Sale -4850 203263.26
C699173100 PARAMETRIC TECH CORP COM Purchase 23270 -552202.39
Sale -2172 34126.17
C699462107 PAREXEL INTL CORP COM Purchase 21440 -529769.9
Sale -32820 813939.82
S5471731 PARIBAS FRF100 Free Delivery -2000 0
Purchase 2000 -222474.45
C701081101 PARKER DRILLING CO COM Purchase 8700 -30425.8
Sale -2500 9941.02
C701094104 PARKER-HANNIFIN CORP COM Purchase 3400 -152913.58
Sale -900 36893.8
CG6852T113 PARTNERRE LTD SER A PFD STK Sale -200 4594.89
S5021341 PATHE EUR23.06 Free Receipt 227 0
Sale -227 61014.67
C70321E104 PATHOGENESIS CORP COM Purchase 14800 -646349.94
Sale -14800 180285.4
C703224105 PATINA OIL & GAS CORP COM Purchase 2900 -18689.85
C703412106 PATTERSON DENTAL CO COM Purchase 35345 -1400410.11
Sale -20535 893483.23
C703414102 PATTERSON ENERGY INC COM Sale -1000 13875.81
</TABLE>
Page 186 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C704231109 PAXSON COMMUNICATIONS CORP COM Purchase 300 -2872.4
Sale -200 1732.49
C704326107 PAYCHEX INC COM Free Receipt 16814 0
Purchase 19061.487 -616017.99
Sale -9209.231 360803.43
C69316H791 PBHG LARGE CAP 20 FD Purchase 870.04 -18299.63
Sale -1362 32524.56
C69316G108 PBOC HLDGS INC COM Sale -450 4143.5
C69318J100 PC CONNECTION INC COM Purchase 5300 -63997.5
Sale -5300 120885.78
C693262107 P-COM INC COM Purchase 2800 -18966.68
Sale -1800 10433.78
C70453H107 PCORDER COM INC CL A Purchase 1100 -67929.95
Sale -300 14639.6
C69332S201 PE CORP COM CELERA GENOMICS GROUP COM Free Receipt 900 0
Sale -900 17391.91
C69332S102 PE CORP PE BIOSYSTEMS GROUP COM Free Receipt 3600 0
Sale -100 6874.77
C704718105 PEAPOD INC COM Purchase 800 -7543.57
S4943792 PECHINEY 'A'EUR15.25(ORD) Free Receipt 4300 0
Sale -2600 154442.41
C693304107 PECO ENERGY CO COM Purchase 5400 -198132.12
Sale -2747 121336.5
C705324101 PEDIATRIX MED GROUP COM Purchase 6480 -338356.84
Sale -6480 205177.7
C705536100 PEERLESS SYS CORP COM Purchase 1000 -8911.2
C705904100 PEGASUS COMMUNICATIONS CORP CL A Purchase 3000 -123804.3
Sale -3000 131394.6
C707874103 PENN TREATY AMERN CORP COM Sale -13630 277168.82
</TABLE>
Page 187 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C708046107 PENNACO ENERGY INC COM Sale -500 4679.87
C708160106 PENNEY J.C CO INC COM Purchase 20400 -772081.15
Sale -20400 941661.38
C709323109 PENNZOIL-QUAKER ST CO COM Free Receipt 2521 0
Purchase 700 -9698.7
Sale -2975 45110.45
C709631105 PENTAIR INC COM Purchase 7100 -298927.75
Sale -17100 790022.53
C709668107 PENTON MEDIA INC COM Purchase 50 -1161.2
Sale -50 701.27
C711030106 PEOPLES ENERGY CORP COM Sale -5900 204040.99
C711147108 PEOPLES HERITAGE FNCL GROUP INC COM Purchase 30590 -544438.16
Sale -2800 51448.28
C712713106 PEOPLESOFT INC COM Purchase 22588 -381876.67
Sale -23378 395874.22
C713278109 PEP BOYS-MANNY MOE & JACK COM Purchase 39135 -669369.89
Sale -40435 606617.22
C713409100 PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005 Purchase 14870 -326896.71
Sale -14870 250316.83
C713448108 PEPSICO INC COM Purchase 80969.488 -3059295.51
Sale -24518.317 900983.04
C71366Q101 PEREGRINE SYS INC COM Purchase 20908 -512162.45
Sale -20908 483728.57
S2681931 PEREZ COMPANC SA 'B'ARS1 Sale -6440 28876.66
C713755106 PERFORMANCE FOOD GROUP CO COM Purchase 1600 -39032
C713831105 PERICOM SEMICONDUCTOR CORP COM Purchase 2000 -29060
Sale -2000 27370.31
C714046109 PERKINELMER INC COM Free Receipt 2121 0
C714265105 PEROT SYS CORP CDT-CL A COM STK Purchase 780 -48453.05
Sale -780 27073.51
</TABLE>
Page 188 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C714290103 PERRIGO CO COM Purchase 3000 -23670
C713569309 PER-SE TECHNOLOGIES INC COM NEW Free Receipt 166 0
C715338109 PERSONNEL GROUP OF AMER INC COM Purchase 9600 -144792
Sale -9600 130804.68
S2254322 PERU(REP OF) VAR% NTS 7/3/2017 USD1000 Purchase 380000 -240695
C716016100 PETCO ANIMAL SUPPLIES INC COM Purchase 4600 -57746.04
C716335104 PETERSEN COMPAINES INC CL A COM Sale -11400 368259.76
S2683410 PETROL BRASILEIROS SPON ADR EA REP 100 PRF Purchase 5600 -85163.68
S218107U PETROLEOS MEXICANO 9.5% UNSUB 15.09.2027 Purchase 40000 -39350
S5381302 PETROLEOS MEXICANOS 8.85 DUE 09-15-2007 REG Sale -950000 864653
C716768106 PETSMART INC COM Purchase 73920 -725750.13
Sale -202540 1393131.05
S4683827 PEUGEOT SA EUR6 Free Receipt 4100 0
Purchase 1950 -291744.99
Sale -2600 453120.88
Free Delivery -4100 0
Sale -400 59826.4
C717081103 PFIZER INC COM Free Receipt 248977 0
Purchase 52994.077 -4831902.91
Sale -189571.456 12097703.01
C743168106 PFT RECOVERY GROUP INTL INC COM Free Receipt 4015 0
Purchase 28950 -1053386.8
Sale -17140 697676.05
C69331C108 PG& E CORP COM Purchase 410.73 -12916.03
Sale -2300 73097.54
C717124101 PHARMACEUTICAL PROD DEV INC COM Purchase 200 -4629.95
S2685955 PHARMACIA & UPJOHN INC COM Sale -3100 164955.74
C717265102 PHELPS DODGE CORP CAP Free Delivery -2100 0
Free Receipt 3167.5 0
Purchase 10873.72 -698288.57
Sale -9470 559568.48
</TABLE>
Page 189 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C718009608 PHIL SUBN CORP COM PAR $0.50 Free Receipt 330 0
Purchase 1800 -38278.8
Sale -330 7486.72
C718154BQ9 PHILIP MORRIS 7.50 NT DUE 1-15-2002 REG Purchase 35000 -37105.92
S2134736 PHILIP MORRIS COS INC 7.75 DEB DUE 01-15-2027 Purchase 1260000 -1440129.6
C718154107 PHILIP MORRIS COS INC COM Free Delivery -200 0
Purchase 375576.674 -13823673.74
Sale -351004.136 13952785.83
C71819M103 PHILIP SVCS CORP COM Sale -2000 220.04
S2504652 PHILIPPINES REP GLOBAL BD 9.5 DUE 10-21-2024 BEO PUT Purchase 230000 -229284.7
S5671434 PHILIPS ELEC(KON) EUR1 Free Receipt 1913 0
Purchase 620 -62722.09
S4685209 PHILIPS ELEC(KON) NLG10 Free Delivery -2080 0
Free Receipt 2020 0
Purchase 390 -28589.63
Sale -4530 291238.4
S504423W PHILIPS ELEC(KON) SCRIPS Free Delivery -191300 0
Free Receipt 191360 0
Sale -60 53.26
C718507106 PHILLIPS PETRO CO COM Free Delivery -17700 0
Free Receipt 17700 0
Purchase 24815.347 -1282759.69
Sale -1700 80488.19
C71920Q100 PHONE.COM INC COM Purchase 10870 -344085.76
Sale -10870 562658.75
C719320103 PHOTOELECTRON CORP COM Purchase 1000 -5279.95
C719405102 PHOTRONICS INC COM Purchase 13850 -330394.09
Sale -13850 285360.04
C71940F100 PHYCOR INC COM Sale -460 2269.97
C71940K109 PHYSICIAN COMPUTER NETWORK INC COM Free Delivery -500 0
</TABLE>
Page 190 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C71941S101 PHYSICIANS RES GROUP INC COM Purchase 5280 -4781.2
C719569204 PICK COMMUNICATIONS CORP COM NEW Free Receipt 80 0
C720035302 PICTURETEL CORP COM NEW Purchase 3500 -14980
C720186105 PIEDMONT NAT GAS INC COM Purchase 4.437 -142.25
C720279108 PIER 1 IMPORTS INC COM Purchase 3000 -23839.86
Sale -3200 29679.19
C720773100 PIERCING PAGODA INC COM Purchase 500 -4754.17
Sale -200 1869.98
C721467207 PILGRIMS PRIDE CORP CL A Free Receipt 1750 0
Sale -1750 12225.09
C721467108 PILGRIMS PRIDE CORP COM Sale -3500 29313.12
C721501104 PILLOWTEX CORP COM Purchase 3500 -84210
Sale -20900 319682.94
C721596104 PILOT NETWORK SVCS INC COM Purchase 2900 -46773.45
Sale -1300 13689.63
C72346N101 PINNACLE HLDGS INC COM Purchase 28780 -707102.71
Sale -2200 54998.16
C723481107 PINNACLE SYS INC COM Free Receipt 11700 0
Purchase 21680 -728208.94
Sale -41480 1369127.49
C723484101 PINNACLE W. CAP CORP COM Purchase 2900 -109990.33
S5505072 PIN-PRINTEMPS-REDO FRF20 Free Receipt 1505 0
Sale -1050 192406.7
S6688745 PIONEER ELEC JPY50 Sale -2000 37883.41
C723787107 PIONEER NAT RES CO COM STK Purchase 18500 -207227.75
C724479100 PITNEY BOWES INC COM Purchase 300 -20587.5
Sale -1900 122077.16
C725811103 PIXAR COM Purchase 50 -2092.45
Sale -50 2094.97
</TABLE>
Page 191 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C700416209 PK ELECTROCHEMICAL CORP COM Purchase 3000 -83798
C700690100 PK PL ENTMT CORP COM Free Receipt 13451 0
Purchase 4900 -38332.35
Sale -17205 122536.21
C725906101 PLACER DOME INC COM Purchase 3900 -46462.45
Sale -2620 30811.25
C727049108 PLANETRX COM INC COM STK Purchase 15460 -317884
C728117300 PLAYBOY ENTERPRISES INC (HOLDINGS CO) 1 NEW CL B Free Receipt 5400 0
Sale -5400 154832.27
C69341D104 PLC SYS INC COM Purchase 3840 -11066.99
Sale -6851 28346.42
C729132100 PLEXUS CORP COM Purchase 2900 -114928.16
Sale -2900 88751.53
C72919P103 PLUG PWR INC COM Purchase 200 -3854.95
C69344F106 PMC SIERRA INC COM Free Receipt 7385 0
Purchase 20647 -1891465.89
Sale -29277 2057088.8
C69344M101 PMI GROUP INC COM Purchase 17300 -828167.3
Sale -46200 2571520.78
C693475105 PNC FINANCIAL SERVICES GROUP COM STK Purchase 300 -17100
Sale -19800 1109829.46
C730234101 POCAHONTAS BANCORP INC COM Sale -1569 12052.73
C731108106 POL MGMT SYS CORP COM Sale -22280 945655.85
C731068102 POLARIS INDS INC COM Sale -3525 103254.5
C731095105 POLAROID CORP COM Purchase 17100 -355024
Sale -17300 362867.23
C731572103 POLO RALPH LAUREN CORP CL A Sale -14400 263874.22
C73172K104 POLYCOM INC COM Purchase 16860 -434700.4
Sale -2950 94058.61
S4692232 POLYGRAM NV NLG0.50 Sale -3028 185248.04
</TABLE>
Page 192 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C731738100 POLYMEDICA INDS INC COM Purchase 100 -2267.45
Sale -1100 11927.19
C731916102 POLYMET MNG CORP COM Purchase 5000 -5450
C731805107 POLYVISION CORP COM Purchase 2200 -6023.04
C732827100 POPE & TALBOT INC COM Purchase 1600 -16716
C736126103 PORTAL SOFTWARE INC COM Purchase 1800 -95903.43
Sale -1800 91024.07
S4676203 PORTUGAL TELECOM EUR5(REGD) Free Delivery -13200 0
Purchase 13200 -553098.32
S5704062 PORTUGAL TELECOM NEW EUR5(S/R 2/7/99) Free Receipt 5500 0
Sale -5500 0
C737407106 POSSIS MED INC COM Purchase 400 -4904.95
Sale -400 4069.91
C737464107 POST PPTYS INC COM Sale -1150 43677.65
C73755L107 POTASH CORP SASK INC COM Purchase 100 -5529.95
Sale -100 6019.84
C737628107 POTLATCH CORP COM Purchase 4800 -186090.88
Sale -9500 356566.13
C737679100 POTOMAC ELEC PWR CO COM Purchase 200 -6054.95
Sale -200 5157.37
S0443746 POWERGEN ORD GBP0.50 Free Receipt 32190 0
Purchase 4000 -48924.48
C73936C109 POWERTEL INC COM Purchase 6100 -499322
C739363109 POWERWAVE TECHNOLOGIES INC COM Purchase 8400 -417632.76
Sale -4000 137923.48
C693506107 PPG IND INC COM Purchase 21100 -1088056.96
Sale -22100 1365297.02
C73972W100 PRANDIUM INC COM Free Receipt 5100 0
</TABLE>
Page 193 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C74005P104 PRAXAIR INC COM Purchase 60500 -2648174.42
Sale -64200 2711519.81
C740065107 PRE PAID LEGAL SVCS INC COM Purchase 1700 -51536.16
Sale -1600 46629.92
C74022D100 PRECISION DRILLING CORP COM Purchase 14770 -313436.2
C740522107 PREMIER LASER SYS INC CL A Purchase 1000 -2029.95
Sale -500 1032.51
C740540208 PREMIER PKS INC COM Purchase 28800 -874763.79
Sale -28800 829614.05
C740706106 PRENTISS PTTYS TR COM Sale -17000 336169.42
C741113104 PRESSTEK INC COM Sale -5810 44938.69
C69357H106 PRI AUTOMATION INC COM Purchase 14340 -535909.55
Sale -2250 76723.14
C741437305 PRICE COMMUNICATIONS CORP COM Purchase 12400 -245943.15
Sale -12400 309819.3
C741472104 PRICE NET U S A INC COM Purchase 5500 -15054.7
C741477103 PRICE T ROWE ASSOC INC COM Purchase 4100 -130431.25
C741503106 PRICELINE COM INC COM Purchase 9099 -837432.47
Sale -8820 805623.29
C741932107 PRIDE INTL INC COM Purchase 1000 -5573.93
S4678771 PRIMAGAZ FRF10 Free Receipt 301 0
Sale -301 22279.4
C741597108 PRIMEX TECHNOLOGIES INC COM Purchase 500 -10454.95
Sale -500 9125.95
C741929103 PRIMUS TELECOMMUNICATIONS GROUP INC COM Purchase 36280 -756414.35
Sale -11074 195064.68
C742718109 PROCTER & GAMBLE CO COM Purchase 5368.953 -488376.17
Sale -31240 2923368.37
C74283P107 PRODIGY COMMUNICATIONS CORP COM Purchase 1369 -48398.07
Sale -1269 36598.76
</TABLE>
Page 194 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C742942105 PROGINET CORP COM STK Sale -2000 1275.89
C743312100 PROGRESS SOFTWARE CORP COM Purchase 25100 -788798.31
Sale -13600 437554.35
C743315103 PROGRESSIVE CORP OH COM Sale -5500 904100.21
C74339P101 PROJ SOFTWARE & DEV INC COM Purchase 300 -9941.15
Sale -300 9758.51
C743410508 PROLOGIS TR PFD SH BEN INT SER D Purchase 153.633 -3540.23
C74342L105 PROMEDCO MGMT CO COM Purchase 1600 -5592.18
Sale -1400 5133.87
S5252884 PROSIEBEN MEDIA AG NON VTG PRF NPV Purchase 2800 -122137.47
C74369L103 PROTEIN DESIGN LABS INC Purchase 16200 -308736.22
Sale -16200 437904.11
C743977100 PROV HEALTHCARE CO COM Purchase 100 -1429.95
Sale -2900 97060.8
C743724106 PROVANT INC COM Purchase 4300 -59874.75
C743866105 PROVIDENT FNCL GROUP INC COM STK Purchase 28000 -1115562.68
C74406A102 PROVIDIAN FINL CORP W/I COM STK Free Receipt 1850 0
Purchase 600 -51036.2
Sale -1300 117678.58
C744284100 PROXIM INC Purchase 150 -5116.15
Sale -50 1420
C744290107 PROXYMED INC COM Purchase 45 -654.33
Sale -1914 24741.9
C74264T201 PRTY HEALTHCARE CORP CL A Free Delivery -5107 0
Free Receipt 5107.2 0
Sale -0.2 6.55
C74264T102 PRTY HEALTHCARE CORP CL B Free Receipt 8160.5 0
Purchase 1700 -55224.95
Sale -9860.5 228488
S217885W PSI NET INC US$ SR NT 11 DUE
08-01-2009/08-01-2004 BEO Free Receipt 38000 0
Sale -38000 38760
</TABLE>
Page 195 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C74437C101 PSINET INC COM Purchase 22760 -788032.06
Sale -21860 933158.05
C69366A100 PSS WORLD MED INC COM Purchase 5000 -51024.77
Sale -5000 53098.36
C69364J103 PSW TECHNOLOGIES INC COM Sale -300 1159.59
C744573106 PUB SERVICE ENTERPRISE GROUP INC COM Free Delivery -12900 0
Free Receipt 12900 0
Purchase 32300 -1266129.22
Sale -1800 71528.5
C74460D109 PUB STORAGE INC COM Free Receipt 173 0
S6637082 PUBLISHING & BROAD NPV Purchase 4000 -21586.74
C745332106 PUGET SOUND ENERGY COM STK Purchase 726.493 -18069.56
Sale -1142.279 28126.66
C74586Q109 PULSE DATA INC CL A Free Receipt 800 0
C745867101 PULTE CORP COM Purchase 14200 -363175.44
Sale -20200 573833.46
C746144104 PURCHASEPRO COM INC COM STK Purchase 500 -14029.95
Sale -500 19495.89
C74267D104 PVT BUSINESS INC COM ISIN 3US74267D1046 Purchase 40260 -324516.54
Sale -40260 219573.87
S2301574 PVTPL ADR SONERA GROUP PLC SPONSORED ADR Purchase -500 0
S2444394 PVTPL ALLIED WASTE N AMER INC SR SUB NT 144A 10 DUE
08-01-2009/08-01-2004 BEO Purchase 104000 -103654.72
S2445739 PVTPL AVIS RENT A CAR INC SR SUB NT 144A11 DUE
05-01-2009/05-01-2004 BEO Free Delivery -65000 0
Purchase 65000 -65000
S213640U PVTPL BLOUNT INC 13 DUE
08-01-2009/08-01-2004 BEO Purchase 65000 -65000
S2311506 PVTPL CHANCELLOR MEDIA CORP L A 8 DUE 11-01-2008 BEO Free Delivery -36000 0
Purchase 36000 -36945
</TABLE>
Page 196 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S210992W PVTPL CHANCELLOR MEDIA CORP L A SR NT DTD 11/16/1998 8
DUE 11-01-2008 BEO PUT Free Receipt 36000 0
Purchase 30000 -28725
Sale -38000 38000
S2404848 PVTPL CHARTER COMMUNICATIONS HLDGS LLC /CAP CRP SR NT
144A 8.625 04-01-2009 Free Delivery -60000 0
Purchase 60000 -61350
S207134U PVTPL CMS PANHANDLE HLDG CO CMS 144A 6.125 DUE
03-15-2004 BEO Free Delivery -300000 0
Purchase 300000 -299052
S2522676 PVTPL CROWN CASTLE INTL CORP SR NT 144A 9.5 DUE
08-01-2011/08-01-2004 BEO Purchase 65000 -65000
S2442440 PVTPL CSC HLDGS INC SR NT 144A 8.125 DUE07-15-2009 BEO Free Delivery -60000 0
Purchase 60000 -59720.4
S2423780 PVTPL DRESDNER FDG TR I 144A 8.151 DUE 06-30-2031 BEO Purchase 240000 -240000
S2404387 PVTPL ECHOSTAR DBS CORP SR NT 144A 9.375DUE
02-01-2009/02-01-2004 BEO Free Delivery -35000 0
Purchase 35000 -35175
S2005519 PVTPL GDR ASUSTEK COMPUTER INC ISIN US04648R2094
GLOBAL DEPOS RCPT Purchase 15 -95.7
S2528146 PVTPL GLOBAL CROSSING HLDGS LTD 9.5 DUE 11-15-2009 BEO Purchase 89000 -87601.81
S2420338 PVTPL HORSESHOE GAMING LLC SR SUB NT 8.625 DUE
05-15-2009/05-15-2004 BEO Free Delivery -55000 0
Purchase 55000 -54535.35
S2521048 PVTPL HUNTSMAN ICI HLDGS LLC ZERO CPN SRDISC NT 144A
12-31-09/7-31-04 BEO Purchase 405000 -108211.95
S206159U PVTPL HYPERION TELECOMMUNICATIONS INC 12DUE
11-01-2007/11-01-2003 BEO Free Delivery -23000 0
Purchase 23000 -23862.5
S2417158 PVTPL INTL GAME TECH SR NT 144A 8.375 DUE 05-15-2009 BEO Free Delivery -40000 0
Purchase 40000 -39589.6
S2426262 PVTPL J L FRENCH AUTOMOTIVE CASTINGS INCSR SUB NT 144A
11.5 DUE 06-01-2009 Purchase 50000 -50000
</TABLE>
Page 197 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S2428235 PVTPL LEAR CORP SR NT 144A 7.96 DUE 05-15-2005 BEO Purchase 160000 -160000
S2428224 PVTPL LEAR CORP SR NT 144A 8.11 DUE 05-15-2009 BEO Purchase 440000 -440000
S2417170 PVTPL LYONDELL CHEM CO SR SECD NT CL B 144A 9.875 DUE
05-01-2007 BEO Free Delivery -20000 0
Purchase 20000 -20000
S2431471 PVTPL NORTEK INC 144A 8.875 DUE 08-01-08/03 BEO Free Delivery -60000 0
Purchase 60000 -61500
S215244U PVTPL OMNIPOINT CORP SR NT 144A 11.5
DUE09-15-2009/09-15-2004 BEO Purchase 15000 -15000
S2385330 PVTPL PEPSI BOTTLING GROUP INC GTD SR NT144A 7 DUE
03-01-2029 BEO Purchase 640000 -635648
Sale -640000 642201.6
S2423694 PVTPL PETROLEOS MEXICANOS MTN BEO 144A 9.5 DUE
09-15-2027 Purchase 440000 -428032
S2510541 PVTPL PRIMUS TELECOMMUNICATIONS GROUP INC SR NT 144A
12.75 10-15-2009/04 BEO Purchase 62000 -62000
S2527057 PVTPL PSINET INC SR NT 10.5 DUE 12-01-2006 BEO Purchase 48000 -48000
S2438773 PVTPL PSINET INC SR NT 144A 11 DUE
08-01-2009/08-01-2004 BEO Free Delivery -38000 0
Purchase 38000 -38000
S2428213 PVTPL RJR NABISCO INC NT 144A 7.75 DUE 05-15-2006 BEO Purchase 740000 -736633
S2419187 PVTPL RJR NABISCO INC NT 144A 7.875 DUE 05-15-2009 BEO Purchase 500000 -492870
S2417192 PVTPL SAFETY-KLEEN CORP NEW SR NT 9.25 DUE
05-15-2009/05-15-2004 BEO PUT Free Delivery -65000 0
Purchase 65000 -65165
C81211K209 PVTPL SEALED AIR CORP NEW PFD CONV SER A$2 Purchase 1600 -81038.4
Sale -3700 205771.12
S2502838 PVTPL TENNECO INC SR SUB NT 144A 11.625 DUE
10-15-2009/10-15-2004 BEO Purchase 30000 -30000
S208871U PVTPL TEREX CORP NEW 8.875 DUE
04-01-2008/04-01-2003 BEO Free Delivery -94000 0
Purchase 94000 -92762.5
S2442451 PVTPL U S W CAP FDG INC FLTG RATE 144A VAR RT DUE
06-15-2000/03-15-2000 BEO Purchase 700000 -700000
</TABLE>
Page 198 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S2524939 PVTPL US UNWIRED INC SR SUB DISC NT Purchase 61000 -31906.66
S212765U PVTPL WORLDWIDE FIBER INC SR NT 144A 12 DUE
08-01-2009/08-01-2004 BEO Purchase 30000 -30000
S211291U PVTPL ZSC SPECIALTY CHEMICALS PLC SR NT 144A 11 DUE
07-01-2009/07-01-2004 BEO Purchase 73000 -73000
C69366F208 PWG CAP TR II PFD TR SECS 8.08 Sale -200 4882.38
C69366E201 PWG CAP TR PFD STK Sale -154 3872.27
C739262103 PWR DIRECT INC COM Purchase 100 -82.95
C739276103 PWR INTEGRATIONS INC COM Purchase 100 -2509.9
Sale -7700 229772.83
C747277101 QLOGIC CORP COM Free Receipt 7660 0
Purchase 16520 -1594769.46
Sale -23120 2324389.46
C746927102 QLT PHOTOTHERAPEUTICS INC COM Free Receipt 8280 0
Purchase 62850 -2767827.22
Sale -54570 2498722.09
C74726X105 QRS CORP COM Free Receipt 1350 0
Purchase 2700 -170638.36
C74730W101 QUADRAMED CORP COM Purchase 41040 -944687.29
Sale -41040 419967.23
C747402105 QUAKER OATS CO COM Purchase 8000 -476394.14
Sale -8800 554632.32
C747525103 QUALCOMM INC COM Free Delivery -2000 0
Free Receipt 12593 0
Purchase 44353 -5800358.15
Sale -42977 6787188.82
C747620102 QUANEX CORP COM Purchase 6500 -155728.1
Sale -4000 106177.25
C74762E102 QUANTA SVCS INC COM Purchase 42850 -1081892.33
Sale -24890 786868.56
</TABLE>
Page 199 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C747906204 QUANTUM CORP DSSG COM Free Receipt 19400 0
Sale -19400 411754.3
C747906303 QUANTUM CORP HDDG COM Free Receipt 9910 0
Sale -9700 70437.57
C747712107 QUARTERDECK CORP QUARTERDECK CORPORATIONCOM ISIN
US7477121070 Free Receipt 3000 0
Sale -3000 1560
C748242104 QUEENS CNTY BANCORP INC COM Sale -1800 53977.2
C74835B200 QUEST NET CORP COM NEW Purchase 245 -5174.95
Sale -245 2358.72
C74834T103 QUEST SOFTWARE INC COM ISIN US74834T1034 Purchase 1200 -50223.5
Sale -1200 50774.79
C748356102 QUESTAR CORP COM Purchase 200 -3854.95
C74838J101 QUIDEL CORP COM Purchase 1200 -6672.41
Sale -200 770.02
C74838L304 QUIGLEY CORP COM NEW Sale -5560 29517.85
C74838C106 QUIKSILVER INC COM Free Receipt 3000 0
Purchase 3800 -107185.84
Sale -11100 168936.35
C748767100 QUINTILES TRANSNATIONAL CORP COM Free Receipt 79 0
Purchase 14100 -519798.58
Sale -41100 1301812.78
C748798105 QUINTUS CORP COM Purchase 500 -22554.95
Sale -500 24019.24
C749084109 QUORUM HLTH GROUP INC COM Purchase 15400 -178451.99
Sale -33800 332909.73
C749121109 QWEST COMMUNICATIONS INTL INC COM Free Receipt 2906 0
Purchase 14116 -551672.27
Sale -12924 462949.34
C74912E101 R & B FALCON CORP COM Free Receipt 2193 0
Purchase 7660 -62114.94
Sale -9258 82334.81
</TABLE>
Page 200 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C74956K104 R G S ENERGY GROUP INC COM Free Receipt 13900 0
C749573101 R H PHILLIPS INC COM Purchase 1000 -3029.95
C750069106 RACING CHAMPIONS CORP COM Purchase 200 -1429.95
Sale -2300 16730.7
C750236101 RADIAN GROUP INC COM Free Receipt 33870 0
Purchase 24760 -1144683.63
Sale -5000 240836.76
C750241101 RADIANCE MED SYS INC COM Free Receipt 40 0
C75040P108 RADIO ONE INC CL A Purchase 4990 -295657.5
C750459109 RADISYS CORP COM Purchase 270 -16061.57
Sale -150 8219.77
C75086K104 RAINFOREST CAFE INC COM Purchase 1000 -4529.95
C750875106 RAINMAKER SYS INC COM Purchase 100 -1667.45
C751028101 RALCORP HLDGS INC NEW COM Sale -200 3344.61
C751277302 RALSTON-RALSTON PURINA GROUP Purchase 900 -26121.03
Sale -2250 65287.95
C750917106 RAMBUS INC DEL COM Purchase 3200 -280699
Sale -11420 1056930.96
C751907304 RAMTRON INTL CORP COM NEW Free Receipt 600 0
Sale -600 2669.96
C751907106 RAMTRON INTL CORP COM Free Delivery -3000 0
Purchase 3000 -2058.6
S0724076 RANK GROUP ORD GBP0.10 Sale -3820 13334.3
C753820109 RARE HOSPITALITY INTL INC COM Purchase 4300 -85548.5
C75382N109 RARE MEDIUM GROUP INC COM Purchase 2200 -23559.55
Sale -2200 18321.93
C75409P202 RATIONAL SOFTWARE CORP COM NEW Purchase 30700 -1082193.52
Sale -15800 531347.81
</TABLE>
Page 201 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C754730109 RAYMOND JAMES FNCL INC COM STK Purchase 10000 -209263
Sale -10000 232763.23
C754907103 RAYONIER INC COM Purchase 10120 -457980.79
Sale -10120 457601.77
C755081106 RAYOVAC CORP COM Purchase 2500 -69258.75
Sale -5100 127126.01
S2227959 RAYTHEON CO 6.75 DEB DUE 03-15-2018 Sale -1100000 1127830
S3450877 RAYTHEON CO 7.2 DUE 08-15-2027 REG Purchase 150000 -136210.5
C755111309 RAYTHEON CO CL A COM STK Purchase 401.746 -15921.7
Sale -86.056 4116.47
C755111408 RAYTHEON CO CL B COM STK Purchase 900 -40291.15
Sale -2700 157241.07
C755236106 RAZORFISH INC CL A COM STK Purchase 22070 -856389.88
Sale -13500 444888.46
C749361101 RCN CORP COM Purchase 770 -24086.9
Sale -44060 1506517.8
C755246105 READ-RITE CORP COM Purchase 57090 -961220.73
Sale -56290 588846.15
C75605L104 REALNETWORKS INC COM Free Receipt 1570 0
Purchase 7420 -470463.85
Sale -16060 1372990.54
S0727871 RECKITT BENCKISER ORD GBP0.105263 Purchase 7239 -102643.24
Sale -26039 295685.76
C756268108 RECOTON CORP COM Purchase 150 -2759.9
C756577102 RED HAT INC COM Purchase 7507 -219179.75
Sale -7275 385729.66
C757209101 REDBACK NETWORKS INC COM ISIN US7572091012 Free Receipt 40 0
Purchase 4510 -199296
Sale -4450 449445.86
C757473103 REDHOOK ALE BREWERY INC COM Purchase 20000 -58787.36
</TABLE>
Page 202 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C758075402 REDWOOD TR INC COM Sale -3000 43814.53
C758110100 REEBOK INTL COM Purchase 100 -2187.5
Sale -400 6955.99
S0730835 REED INTERNATIONAL ORD GBP0.125 Purchase 7000 -53593.52
C758940100 REGIONS FNCL CORP COM Purchase 502.573 -19457.53
Sale -1402.573 52617.86
C758932107 REGIS CORP MINN COM Free Receipt 2050 0
Purchase 36900 -963042.33
Sale -12100 247518.27
C759148109 REHABCARE GROUP INC COM Purchase 2100 -35733.6
C759351109 REINS GROUP AMER INC COM Purchase 4400 -187339.24
Sale -4400 165757.87
C759903107 RELIABILITY INC COM Sale -200 1043.82
C759464100 RELIANCE GROUP HLDG INC COM Purchase 30200 -283436.72
Sale -114100 888883.29
C759509102 RELIANCE STL & ALUM CO COM Sale -2500 66832.77
C75952J108 RELIANT ENERGY INC COM Free Receipt 10769 0
Purchase 1000 -28166.95
Sale -1300 36805.01
C75952U103 RELIASTAR FINL CORP COM Purchase 10650 -489146.6
Sale -2910 119142.77
C759548100 REMEDY CORP COM Purchase 500 -7215.2
C759594302 REMINGTON OIL & GAS CORP COM Purchase 500 -2154.95
Sale -500 2282.47
C759930100 RENAL CARE GROUP INC COM Purchase 39000 -710552.74
Sale -50600 1012341.23
C759741101 RENO AIR INC COM Free Delivery -2000 0
Sale -4000 29910.23
C76009N100 RENT A CTR INC NEW COM Purchase 2900 -92314.25
Sale -2900 71214.17
</TABLE>
Page 203 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C760174102 RENTRAK CORP COM Purchase 1000 -2717.45
Sale -1000 3282.42
C76009U104 RENT-WAY INC COM Purchase 9900 -252369
Sale -11900 216955.34
C87924V507 REORG TCI NEW COM LIBERTY MEDIA GROUP A EXCH AT&T CORP
LIBERTY MEDIA A 2000831 Free Delivery -49643 0
Sale -8500 418536.03
C760282103 REP BANCORP INC COM Purchase 61 -914.45
C759929102 REP BANCSHARES INC COM Sale -400 6495.99
C041521675 REP OF BRAZIL ISIN #XS0049993552 DUE
04-15-2014/04-15-1998 REG Free Delivery -6964 0
C760758102 REP SEC FINL CORP COM Purchase 27530 -262753.75
Sale -1000 8594.76
C760759100 REP SVCS INC Free Receipt 36800 0
Purchase 18900 -339864.29
Sale -55700 732509.79
C759916109 REPLIGEN CORP COM Purchase 650 -2020.58
Sale -650 2702.72
S5669354 REPSOL SA (RG) EUR1(REGD) Free Receipt 3213 0
Purchase 1263 -25826.77
C76026W109 REPTRON ELECTRS INC COM Sale -1000 4969.88
C761195205 RES AMER INC CL A Purchase 26000 -381719.95
Sale -2300 22791.32
C760943100 RES-CARE INC Purchase 34210 -781139.42
Sale -34210 515760.02
C76110FQQ9 RESDNTL ACCREDIT LNS INC MTG SER 98-QS2 CL A7 7.0 PASS
THRU CTF DUE 2-25-28 Free Delivery -1000000 0
C760947UU3 RESDNTL FDG MTG SECS I INC SER 1996-S6 CL A-10 7% MTG
PASSTHRU CTFS 3-25-26 BEO Free Delivery -971870.73 0
Sale -904.69 904.69
C760975102 RESEARCH IN MOTION LTD EURO COM STK ISINCA7609751028
SDL 207766X Purchase 1000 -26404.95
Sale -1000 22844.28
</TABLE>
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<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C761152107 RESMED INC COM Purchase 14040 -523858.64
Sale -14040 373135.87
S209433U RESOLUTION FDG CORP FED BOOK ENTRY PRIN STRIPS 0.00001 DUE
10-15-2019 REG Purchase 1440000 -395208
C761230101 RESPIRONICS INC COM Purchase 2132 -31737.4
Sale -2432 33938.99
C760981100 RESTORATION HARDWARE INC DEL COM Purchase 26100 -459607.99
Sale -26100 440209
S0236913 REUTERS GROUP ORD GBP0.25 Purchase 29000 -355422.4
Sale -10000 140861.25
S212220U REV REP W/GOLDMAN BB1449201 14.07.1999 Purchase 1048000 -1048000
Sale -1048000 1048000
S208789U REV REP W/GOLDMAN BB3MM 29.04.1999 Purchase 2348000 -2348000
Sale -2348000 2348000
S206119U REV REP W/MORGAN BB942446 FNMA6.374%01.12.24 Purchase 942000 -942000
Sale -942000 942000
S216198U REV REPO W/G SACHS BB$1277M 6.125 31.12.2099 Purchase 1277000 -1277000
Sale -1277000 1277000
S216196U REV REPO W/G SACHS BB$1457M 9% 31.12.2099 Purchase 1457000 -1457000
Sale -1457000 1457000
S208791U REV REPO W/GOLDMAN BB13141M 29.04.1999 Purchase 1726000 -1726000
Sale -1726000 1726000
S208793U REV REPO W/GOLDMAN BB17753198 29.04.1999 Purchase 898000 -898000
Sale -898000 898000
S208643U REV REPO W/GOLDMAN BB2.6MM 27.04.1999 Purchase 789000 -789000
Sale -789000 789000
S204636U REV REPO W/GOLDMAN BB2407458 FNMA 7.5% 1.09.27 Purchase 2408000 -2408000
Sale -2408000 2408000
S204637U REV REPO W/GOLDMAN BB2600M FNMA ARMS 01.12.24 Purchase 895000 -895000
Sale -895000 895000
S208641U REV REPO W/GOLDMAN BB2MM 27.04.1999 Purchase 1442000 -1442000
Sale -1442000 1442000
</TABLE>
Page 205 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S208644U REV REPO W/GOLDMAN BB4MM 27.04.1999 Purchase 1434000 -1434000
Sale -1434000 1434000
S204634U REV REPO W/GOLDMAN BB5000M FNMA ARMS 01.09.28 Purchase 1967000 -1967000
Sale -1967000 1967000
S208724U REV REPO W/GOLDMAN BB558422 24.06.1999 Purchase 488000 -488000
Sale -488000 488000
S208679U REV REPO W/GOLDMAN BB5MM 27.04.1999 Purchase 1992000 -1992000
Sale -1992000 1992000
S208795U REV REPO W/GOLDMAN BB694205.70 29.04.1999 Purchase 708000 -708000
Sale -708000 708000
S206117U REV REPO W/MERRILL BB1095370FNMA7.5%01.05.2028 Purchase 1014000 -1014000
Sale -1014000 1014000
S206112U REV REPO W/MERRILL BB1449201 FNMA 26.02.99 Purchase 2629000 -2629000
Sale -2629000 2629000
S206113U REV REPO W/MERRILL BB2241019 FNMA 14.04.1999 Purchase 3539000 -3539000
Sale -3539000 3539000
S216194U REV REPO W/MORGAN BB$2075M 6.631% 31.12.2099 Purchase 2075000 -2075000
Sale -2075000 2075000
S209949U REV REPO W/MORGAN BB1288355 24.06.1999 Purchase 1012000 -1012000
Sale -1012000 1012000
S209956U REV REPO W/MORGAN BB13141600 Purchase 6310000 -6310000
Sale -6310000 6310000
S208729U REV REPO W/MORGAN BB145M 24.06.1999 Purchase 285000 -285000
Sale -285000 285000
S206316U REV REPO W/MORGAN BB1485M 5% 24.03.1999 Purchase 2956000 -2956000
Sale -2956000 2956000
S209961U REV REPO W/MORGAN BB17753198 Purchase 1642000 -1642000
Sale -1642000 1642000
S209965U REV REPO W/MORGAN BB2000000 Purchase 5318000 -5318000
Sale -5318000 5318000
</TABLE>
Page 206 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S206118U REV REPO W/MORGAN BB2285413 FNMA 01.09.2027 Purchase 2285000 -2285000
Sale -2285000 2285000
S209946U REV REPO W/MORGAN BB2384277 24.06.1999 Purchase 1268000 -1268000
Sale -1268000 1268000
S209964U REV REPO W/MORGAN BB2600000 Purchase 1510000 -1510000
Sale -1510000 1510000
S206115U REV REPO W/MORGAN BB2600M FNMA 23.02.99 Purchase 857000 -857000
Sale -857000 857000
S206116U REV REPO W/MORGAN BB2MM 5.37% 25.01.1999 Purchase 1696000 -1696000
Sale -1696000 1696000
S206114U REV REPO W/MORGAN BB2MM FNMA 23.02.1999 Purchase 1566000 -1566000
Sale -1566000 1566000
S209963U REV REPO W/MORGAN BB3000000 Purchase 10192000 -10192000
Sale -10192000 10192000
S208727U REV REPO W/MORGAN BB305M 24.06.1999 Purchase 599000 -599000
Sale -599000 599000
S209959U REV REPO W/MORGAN BB4000000 Purchase 5373000 -5373000
Sale -5373000 5373000
S209967U REV REPO W/MORGAN BB5000000 Purchase 7535000 -7535000
Sale -7535000 7535000
S206111U REV REPO W/MORGAN BB5MM 24.03.1999 Purchase 1940000 -1940000
Sale -1940000 1940000
S208731U REV REPO W/MORGAN BB654M 24.06.1999 Purchase 1280000 -1280000
Sale -1280000 1280000
S212217U REV RPO W/GOLDMAN BB2241019 BB2241019 14.7.99 Purchase 1591000 -1591000
Sale -1591000 1591000
S3321152 REV.REPO W/UBS BB8335M USTN 7.125% 30/9/99 Purchase 1654000 -1654000
Sale -1654000 1654000
S208722U REV/REPO W/MORGAN BB255M 24.06.1999 Purchase 158000 -158000
Sale -158000 158000
S216193U REVERSE REPO W/GOL BB$1808M 31.12.2099 Purchase 1808000 -1808000
Sale -1808000 1808000
</TABLE>
Page 207 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C761525500 REVLON INC CL A Purchase 600 -11828.65
Sale -500 11907.15
C761648104 REXALL SUNDOWN INC COM Free Delivery -500 0
Purchase 33300 -372570.42
Sale -1500 25360.28
S0425045 REXAM ORD GBX64.285714 Purchase 77350 -274130.22
C76182K105 REYNOLDS R J TOB HLDGS INC COM Free Delivery -3866.67 0
Free Receipt 7845.33 0
Purchase 500 -13842.45
Sale -4434.66 137203.5
S2742913 REYNOLDS R J TOB HLDGS INC NT DTD 07/24/1995 8 DUE
07-15-2001 BEO Sale -225000 233365.5
S2733917 REYNOLDS R J TOB HLDGS INC NT DTD 12/01/1992 8.625
DUE 12-01-2002 BEO Sale -220000 235521
C749941100 RF MICRO DEVICES INC COM Free Receipt 11820 0
Purchase 14630 -1065588.58
Sale -26090 1499196.87
C762430205 RHYTHMS NETCONNECTIONS INC COM Purchase 23350 -820640.75
Sale -7000 275189.69
S4738211 RICHEMONT(CIE FIN) 'A'CHF100(BR) EQUITY UNIT Purchase 240 -405446.74
C764556106 RICHMOND CNTY FINL CORP COM Purchase 4900 -90308.96
C76547T106 RICHMONT MINES INC COM STK Purchase 200 -484.71
C766570105 RIGGS NATL CORP COM Sale -12600 197140.86
S4740034 RINASCENTE(LA) ITL1000 Free Receipt 2200 0
Sale -2200 17967.36
S6740582 RINNAI CORP Y50 Sale -2800 64956.32
S0718875 RIO TINTO PLC ORD 10P(REGD) Sale -6000 87379.9
C767754104 RITE AID CORP COM Purchase 53684.623 -2178189.48
Sale -89354.623 2155215.49
</TABLE>
Page 208 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C74960LAQ9 RJR NABISCO INC GTD SR 8.30 NT DUE 4-15-1999 REG Sale -19000 19000
C749607107 RLI CORP COM Sale -1375 44730.69
C749938106 RMH TELESERVICES INC COM Purchase 6000 -22179.8
Sale -5000 18474.41
C769742107 ROADWAY EXPRESS INC DEL COM Purchase 2900 -54375
C770323103 ROBERT HALF INTL INC COM Purchase 300 -9854.95
Sale -300 7319.8
C771074101 ROBOTIC VISION SYS INC COM Purchase 500 -1389.3
C772632105 ROCK OF AGES CORP DEL CL A Sale -35200 399611.66
C773903109 ROCKWELL INTL CORP NEW COM Purchase 5200 -291065.53
Sale -1200 63511.64
C775102205 ROGERS CANTEL MOBILE COMMN INC CL B VTG Purchase 50 -973.7
S2125268 ROGERS COMMS INC CLASS'B'COM NPV Sale -30000 482808.86
C775371107 ROHM & HAAS CO COM Free Delivery -1585.74 0
Free Receipt 3171.47 0
Purchase 601.668 -22017
Sale -1601.891 57506.31
S6747204 ROHM CO JPY50 Purchase 2000 -180192.01
Sale -800 182522.44
C775711104 ROLLINS INC COM Purchase 1.225 -20.56
S0747761 ROLLS-ROYCE ORD 20P Sale -6777 25675.08
C776696106 ROPER INDS INC NEW COM Purchase 3400 -125474.7
C778162107 ROSLYN BANCORP INC COM Purchase 81500 -1417874.44
Sale -12900 243131.14
C778296103 ROSS STORES INC COM Sale -795 36567.97
C778303107 ROSS SYS INC COM Sale -300 1298.27
C779382100 ROWAN COMPANIES INC COM Purchase 2850 -30986.22
Sale -3950 57987.04
</TABLE>
Page 209 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C77957X108 ROWECOM INC COM Purchase 500 -16605.81
Sale -500 21568.45
S2754383 ROYAL BANK CAN MONTREAL QUE COM Sale -14100 587604.83
C780097879 ROYAL BK SCOTLAND GROUP PLC SPONSORED ADR SER H REPSTG
PREF H Purchase 500 -12467.45
Sale -500 10844.68
S0754783 ROYAL BK SCOTLAND ORD GBP0.25 Purchase 18872 -376924.24
Sale -1200 27640.3
CV7780T103 ROYAL CARIBBEAN CRUISES COM STK ISIN# LR0008862868 Purchase 28700 -1000848.82
Sale -9200 438206.22
C780257804 ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR Purchase 2065 -121477.35
Sale -13000 728588.59
S5202704 ROYAL DUTCH PETROL NLG1.25 Free Receipt 5142 0
Sale -1260 56641.81
C779915107 ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH Sale -400 8739.79
S2755676 ROYAL KPN NV SPON ADR REP 1 ORD NLG1 Purchase 161.63 -5704.67
Sale -1800.63 87304.05
C78051D105 ROYAL OAK MINES INC COM Purchase 10000 -2800
S0859633 ROYAL&SUN ALLIANCE ORD GBP0.25 Free Delivery -94081 0
Purchase 50681 -411003.52
S0661689 ROYAL&SUN ALLIANCE ORD GBP0.275 Free Receipt 85527 0
Purchase 13116 -92608.72
C749685103 RPM INC COM Purchase 3302.627 -47855.75
C749719100 RSA SEC INC COM Free Receipt 500 0
Purchase 60 -2373.7
CG7702U102 RSL COMMUNICATIONS LTD CL A COM STK Purchase 20040 -603401.77
Sale -20040 390638.75
C78116B102 RUBIOS RESTAURANTS INC COM ISIN #US78116B1026 Purchase 100 -1498.7
Sale -100 832.52
C781182100 RUBY TUESDAY INC COM Purchase 36500 -701171.49
Sale -5300 98256.6
</TABLE>
Page 210 of 257
<TABLE>
<CAPTION>
SCHEDULE OF ACQUISITIONS AND DISPOSITIONS
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C781904107 RURAL CELLULAR CORP CL A Purchase 500 -35478.75
C782352108 RUSSELL CORP COM Sale -10900 225212.65
C783519101 RYANS FAMILY STEAK HSES INC COM Sale -6800 82872.23
C783549108 RYDER SYS INC COM Purchase 14800 -413212.1
Sale -15500 375929.15
C78375P107 RYERSON TULL INC NEW COM Free Receipt 311 0
Purchase 6000 -127298.5
Sale -200 4919.88
C783764103 RYLAND GROUP INC COM Sale -400 11369.67
C838518108 S JERSEY INDS INC COM Purchase 500 -14944.5
C84476R109 S W BANCORPORATION TEX INC COM Sale -2000 28015.06
C844895102 S W GAS CORP COM Sale -7200 189565.8
C845224104 S W SECS GROUP INC COM Free Receipt 10 0
Purchase 225.103 -13918.73
Sale -235.103 12798.64
C844741108 S.W. AIRL CO COM Free Receipt 7559.5 0
Purchase 18465.245 -394306.52
Sale -13742.94 318717.18
C78463B101 S1 CORP COM STK Free Receipt 100 0
Sale -100 5144.87
C784849101 S3 INC COM Free Receipt 260 0
Purchase 14100 -150030.06
Sale -12000 120480.22
C78571U108 SABRATEK CORP COM Purchase 25300 -493428.43
Sale -25300 439648.9
C785905100 SABRE HLDGS CORP Free Receipt 500 0
Sale -500 28493.5
C786429100 SAFECO CORP COM Purchase 303.647 -12897.37
Sale -1303.647 49882.7
</TABLE>
Page 211 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C786449108 SAFEGUARD SCIENTIFICS INC COM Purchase 417 -30851.53
Sale -300 20969.35
C78648R203 SAFETY-KLEEN CORP NEW COM NEW Free Receipt 250 0
Purchase 16650 -226394.32
Sale -1000 13314.65
C786514208 SAFEWAY INC COM NEW Purchase 92645 -4732663.18
Sale -106088 5019290.89
S0049241 SAFEWAY PLC ORD GBP0.25 Purchase 14070 -57770.33
Sale -7000 22202.74
S5248184 SAFRA REPUBLIC HLD USD2.50 Sale -2000 82000
S4768025 SAGA PETROLEUM ASA NOK15 ORD Sale -1170 17384.76
C79377W108 SAKS INC COM Purchase 300 -5411.2
C794093104 SALEM COMMUNICATIONS CORP DEL CL A COM STK Purchase 14120 -333644.84
Sale -14120 339238.81
C794661108 SALES ONLINE DIRECT INC COM Purchase 80 -654.95
Sale -80 101.27
C79549B628 SALOMON SMITH BARNEY HLDGS INC NIKKEI 225 INDEX SECS Sale -550 4746.51
C795757103 SALTON INC COM Purchase 3600 -104007.95
Sale -3600 102938.56
C79604V105 SAMSONITE CORP NEW COM Purchase 8000 -50252.5
Sale -8000 54758.15
S6771689 SAMSUNG ELEC MECH KRW5000 Purchase 7000 -308899.11
S0771652 SAMSUNG ELECTRONIC 0.25% CNV BDS 12/2006(REG'S Purchase 35000 -42187.5
Sale -35000 68950
S6771720 SAMSUNG ELECTRONIC KRW5000 Purchase 2702 -140756.13
Sale -8952 611256.01
S6773812 SAMSUNG ELECTRONIC KSWN5000 PRF Sale -15000 857485.88
S5556575 SAN PAOLO-IMI SPA ITL6000 Free Delivery -8600 0
Sale -0.35 5.28
</TABLE>
Page 212 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C799702105 SANCHEZ COMPUTER ASSOCS INC COM Purchase 2320 -88950.9
Sale -2320 91804.76
C80004C101 SANDISK CORP COM Purchase 112 -7610.4
Sale -90 5729.85
S6774655 SANGETSU CO JPY50 Sale -1000 15315.91
S6775283 SANKYO CO JPY50 Purchase 17000 -387125.02
S6775432 SANKYO CO LTD NPV(OTC) Sale -10500 641053.74
S4887704 SANOFI FRF25 Free Delivery -1030 0
Free Receipt 1210 0
Sale -180 31873.12
C801833104 SANTA CRUZ OPN INC COM Purchase 300 -3179.95
Sale -300 3569.93
CG7805C108 SANTA FE INTL CORP COM STK Purchase 2000 -37612.24
C80218K105 SANTA FE SNYDER CORP COM Free Receipt 1500 0
Purchase 72900 -637395.95
Sale -1900 18450.09
S2479396 SANWA FIN ARUBA A E C GTD NT 144A 8.35 DUE 07-15-2009 BEO
ISIN US803035AA20 Purchase 300000 -299829
Sale -20000 20414.4
S4846868 SAP AG NON-VTG PRF NPV Free Receipt 870 0
Sale -870 320011.35
S5255850 SAPA AB SEK25 Sale -1020 20161.88
CN7716A102 SAPIENS INTL CORP NV SHS COM Purchase 315 -3209.9
Sale -715 6494.2
C803062108 SAPIENT CORP COM Purchase 340 -25797.4
Sale -100 5457.36
C803111103 SARA LEE CORP COM Free Receipt 18000 0
Purchase 2840 -67323.64
Sale -7700 199167.47
S6777450 SASOL NPV Purchase 27500 -135553.68
</TABLE>
Page 213 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C805468105 SAWTEK INC COM Sale -500 20353.21
C78387G103 SBC COMMUNICATIONS INC COM Free Delivery -18700 0
Free Receipt 67733.2 0
Purchase 76967.322 -4355450.53
Sale -19278.2 1030666.62
C78387P103 SBS TECHNOLOGIES INC COM Purchase 600 -11367.45
Sale -700 13488.84
S5038932 SCANIA AB SEK10 SER'A' Sale -2750 74462.39
S5038943 SCANIA AB SEK10 SER'B' Sale -18750 558052.49
C80603P107 SCANSOFT INC COM Purchase 1000 -12467.45
C806039103 SCANTEK MED INC COM Purchase 500 -406.25
Sale -1500 972.6
C807863105 SCH SPECIALTY INC COM Purchase 20500 -441346.06
Sale -20500 302739.75
C806403101 SCHEID VINEYARDS INC CL A Purchase 1000 -4635.94
C806407102 SCHEIN HENRY INC COM Purchase 27590 -899504.05
Sale -39670 1047218.36
C806605101 SCHERING-PLOUGH CORP COM Free Receipt 92635 0
Purchase 75240.175 -3720470.03
Sale -65271.558 3219763.17
C806857108 SCHLUMBERGER LTD COM ISIN AN8068571086 Purchase 12062.013 -598801.28
Sale -5105.415 305570.51
C807066105 SCHOLASTIC CORP COM Purchase 2700 -136657.26
Sale -2700 139996.27
C808194104 SCHULMAN A INC COM Purchase 5700 -110672.63
Sale -5700 85611.71
C808513105 SCHWAB CHARLES CORP COM NEW Free Delivery -1 0
Free Receipt 38675 0
Purchase 54904.015 -3979526.45
Sale -70294.44 3975469.35
C783890106 SCI SYS INC COM Purchase 750 -36809.9
Sale -1250 49922.8
</TABLE>
Page 214 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C80864H109 SCIENT CORP COM Purchase 2200 -44000
Sale -2200 83047.23
C808655104 SCIENTIFIC-ATLANTA INC COM Purchase 20111.013 -692055.68
Sale -20610.404 1035097.56
C808905103 SCIOS INC Purchase 3100 -13351.05
Sale -50100 472373.58
C809090103 SCITEX LTD Purchase 1000 -11279.95
Sale -1000 9094.72
C784018103 SCM MICROSYSTEMS INC COM Purchase 100 -9004.95
Sale -100 8207.27
S0790873 SCOT & SOUTHERN EN ORD GBP0.50 Purchase 25800 -253584.97
CG79314129 SCOTTISH PWR PLC SHS ISIN# GB0007908287 Sale -500 4298.61
C81052T103 SCOTTSDALE SCIENTIFIC INC COM Purchase 2000 -2122.4
Sale -2000 1454.95
C81052R107 SCOTTSDALE TECHNOLOGIES INC COM Purchase 2000 -1997.4
C784028102 SCP POOL CORP COM Purchase 4100 -60949.25
Sale -12500 221340.61
C811054204 SCRIPPS E.W INC NEW CL A COM Purchase 7200 -358025.76
CG7885T104 SCTLF COM STK Sale -23300 242377.95
C784076101 SDL INC COM Purchase 7925 -431770.55
Sale -2765 296924.48
C811371707 SEA CONTAINERS LTD CL A Sale -23900 675051.86
C811699107 SEACHANGE INTL INC COM Purchase 2000 -26010
Sale -2000 38938.7
C811904101 SEACOR HLDGS INC COM Sale -4200 194785.1
C811804103 SEAGATE TECH COM Purchase 20550 -584608.2
Sale -93650 3038687.94
S2326276 SEAGRAM JOSEPH E & SONS INC 6.4 DUE 12-15-2003 BEO Purchase 460000 -458256.6
</TABLE>
Page 215 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S2362894 SEAGRAM JOSEPH E & SONS INC 6.8 DUE 12-15-2008 BEO Purchase 330000 -328491.9
Sale -110000 102150.4
S2362827 SEAGRAM JOSEPH E & SONS INC 7.6 DUE 12-15-2028 BEO Purchase 170000 -174183.8
C811850106 SEAGRAM LTD COM Purchase 21200 -949767.35
Sale -3000 142784.08
S2326306 SEAGRAM(JOSEPH E) 7.5% CNV NTS 15/12/18 USD Purchase 920000 -918399.2
Sale -920000 918338.3
C81211K100 SEALED AIR CORP NEW COM STK Sale -3700 214152.89
C812387108 SEARS ROEBUCK & CO COM Purchase 20753.236 -857761.96
Sale -45090.678 1854459.79
C81413P204 SEC CAP GROUP INC CL B Sale -11700 147520.37
C813705100 SECURE COMPUTING CORP COM Purchase 1440 -15028.83
Sale -1000 3626.12
S5554041 SECURITAS SER'B'SEK1 Purchase 4010 -63491.77
C784117103 SEI INVTS CO COM Purchase 1292.256 -116597.36
Sale -8570.262 850973.62
C816074306 SEITEL INC COM NEW Purchase 6400 -84064
Sale -7700 59049.06
S6793821 SEKISUI CHEM Y50 Sale -5000 30794.37
S6793906 SEKISUI HOUSE Y50 Sale -43000 428776.08
C816851109 SEMPRA ENERGY INC COM STK Purchase 1000 -22775.2
Sale -2000 43661.75
C816850101 SEMTECH CORP Purchase 7000 -286446.05
C816854103 SEMX CORP COM Purchase 3000 -9042.27
Sale -3300 15641.16
C817253107 SENSAR CORP COM Free Receipt 240 0
C817265101 SENSORMATIC ELECTRS CORP COM Sale -1000 11396.02
C816918106 SENTO TECH INNOVATIONS CORP COM Purchase 2000 -4060
Sale -2000 4814.93
</TABLE>
Page 216 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C999599GH0 SEP 99 S&P 500 Free Delivery -588 0
Free Receipt 588 0
Free Delivery -168 0
Free Receipt 168 0
C817315104 SEPRACOR INC COM Sale -11800 1439405.45
C817523103 SEROLOGICALS CORP COM Purchase 300 -1773.7
Sale -300 2069.98
C817565104 SERVICE CORP INTL COM Purchase 43750 -744116.09
Sale -44550 648616.68
C81760N109 SERVICEMASTER CO COM Purchase 85.177 -1444.34
Sale -315 5777.45
S6797179 SEVEN ELEVEN NPV Free Receipt 1000 0
Sale -1000 91054.05
C784178105 SFX ENTMT INC CL A Purchase 6000 -193011.1
C819486101 SHARED MED SYS CORP COM Purchase 100 -6043.75
Sale -200 12168.33
C820280105 SHAW GROUP INC Purchase 1600 -21025.6
Sale -1600 25876.73
C820286102 SHAW IND INC COM Purchase 20000 -360946
Sale -20000 408364.36
S0803414 SHELL TRNSPT&TRDG ORD GBP0.25(REGD) Sale -9000 48534.4
C822809109 SHELLS SEAFOOD RESTAURANTS INC COM Purchase 3000 -12214.85
C824348106 SHERWIN-WILLIAMS CO COM Purchase 400 -12467.45
Sale -1400 40317.24
S6804585 SHIN-ETSU CHEM CO Y50 Sale -3000 98134.04
S6805715 SHOHKOH FUND & CO JPY50 Sale -900 342926.98
C825066301 SHOP AT HOME INC COM NEW Purchase 4575 -43756.53
Sale -4500 45176.03
C824911101 SHOPKO STORES INC COM Purchase 6300 -197371
Sale -6300 239553.92
</TABLE>
Page 217 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C82509Q106 SHOPPING COM STK Purchase 1000 -19717.45
Sale -1000 18250
C826170102 SIEBEL SYS INC COM Free Receipt 1150 0
Purchase 17300 -748582.09
Sale -16500 805667.97
C826176109 SIEBERT FINL CORP COM Purchase 650 -27889.6
Sale -650 19741.49
S5047734 SIEMENS AG DEM5 Free Delivery -16900 0
Free Receipt 17000 0
Purchase 1500 -104247.57
Sale -1600 128371.34
S5727973 SIEMENS AG NPV(REGD) Free Receipt 4400 0
Sale -500 49231.32
C826565103 SIGMA DESIGNS INC COM Purchase 500 -2811.2
Sale -500 3344.93
C826552101 SIGMA-ALDRICH CORP COM Purchase 2900 -92964.61
Sale -3400 96502.98
C82661L101 SIGMATRON INTL INC COM Sale -100 279.73
C827054107 SILICON GAMING INC COM Sale -770 266.39
C827056102 SILICON GRAPHICS INC COM Purchase 60676 -800604.95
Sale -50006 766723.33
C82705T102 SILICON IMAGE INC COM STK Purchase 1000 -12000
Sale -1000 25249.15
C827064106 SILICON VAL BANCSHARES COM N.P Purchase 500 -8302.01
Sale -500 17969.45
C828806109 SIMON PPTY GROUP INC COM Purchase 108.732 -2878.23
Sale -100 2919.95
C829073105 SIMPSON MFG INC COM Purchase 600 -28547.1
C829158401 SIMS COMMUNICATIONS INC COM Purchase 2900 -3146.2
Sale -2900 2516.18
S7922930 SINGAPORE PRESS HD NEW SHARES(LOCAL) Purchase -9000 0
</TABLE>
Page 218 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S6133966 SINGAPORE PRESS HD SGD1(POST REC LOT OF 1000) Purchase 27000 -385062.01
Sale -9000 103888.95
S6043214 SINGAPORE TECH ENG SGD0.10 Purchase 361000 -363254.99
S6810753 SINGAPORE TELECOMM SGD0.15 Purchase 17000 -30955.8
C82930F109 SINGER CO N V COM Purchase 1000 -4029.95
Sale -2450 9593.97
C829909100 SIPEX CORP COM Purchase 265 -3392.14
Sale -265 2611.67
C78427G105 SJI GROUP INC COM Purchase 4400 -1232
Sale -6050 4166.49
S6495655 SK TELECOM CO KRW5000 Purchase 37 -47557.82
Sale -37 36711.42
C830859104 SKYMALL INC COM Purchase 260 -9517.35
Sale -260 5889.94
C830879102 SKYWEST INC COM Purchase 24659.122 -656023.8
Sale -24367.088 698822.28
C78440X101 SL GREEN RLTY CORP COM STK Sale -17700 344802.18
C78442T108 SLI INC COM Purchase 35990 -971501.49
Sale -36500 441685.45
C78442A109 SLM HLDG CORP COM STK Purchase 200 -8725
Sale -1200 53210.69
S2251215 SLMA 5.63 MTN NT DUE 6-02-1999 BEO Sale -3910000 3910000
C83169Q105 SMARTDISK CORP COM Purchase 5000 -65000
Sale -5000 129995.66
C83169M203 SMARTSERV ONLINE INC COM NEW Purchase 400 -4379.95
C831865209 SMITH A O CORP Purchase 1500 -36577.5
C832248108 SMITHFIELD FOODS INC COM Purchase 12000 -407716.94
S0135656 SMITHKLINE BEECHAM ORD GBP0.0625 Sale -15700 210971.72
</TABLE>
Page 219 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C832727101 SMURFIT-STONE CONTAINER CORP COM Purchase 57870 -789731.78
Sale -57870.26 1240700.42
C833034101 SNAP-ON INC COM Purchase 300 -10977.75
Sale -400 14074.51
S4817756 SOC GENERALE EUR5 Free Receipt 2494 0
Sale -1320 283836.98
S4818306 SODEXHO ALLIANCE EUR16 Free Receipt 1174 0
Sale -170 31181.82
Free Delivery -1174 0
Purchase 50 -10643.3
C833793102 SODEXHO MARRIOTT SVCS INC COM STK Sale -11 226.37
CJ75963108 SOFTBANK CORP COM STK ISIN #JP3436100006SEDOL
# 6770620 Purchase 1200 -277980.35
Sale -700 248153.5
S6770620 SOFTBANK CORP JPY50 Purchase 100 -23365.29
Sale -4700 329034.44
C83402R100 SOFTNET INDS INC COM Free Delivery -1000 0
Purchase 1000 -2154.95
C833964109 SOFTNET SYS INC COM Purchase 20237 -580552.65
Sale -17837 388870.73
C834182107 SOLECTRON CORP COM Free Receipt 4700 0
Purchase 27250 -1890542.36
Sale -6400 471073.88
C834376105 SOLUTIA INC COM STK Purchase 28810 -604704.59
Sale -58910 1125133.34
C83545G102 SONIC AUTOMOTIVE INC CL A Free Receipt 2100 0
Purchase 29800 -482284.25
Sale -12200 146012.61
C835451105 SONIC CORP COM Purchase 6000 -178473.96
Sale -2400 65199.82
C83545R108 SONIC FDRY INC COM Purchase 300 -3596.34
Sale -300 3157.44
C83568G104 SONOSITE INC COM Purchase 200 -3617.45
Sale -200 3769.92
</TABLE>
Page 220 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S6821506 SONY CORP Y50 Purchase 3100 -260080.82
Sale -5200 703752.09
C836153304 SOURCE MEDIA INC COM NEW Purchase 500 -10842.45
S6145240 SOUTH AFRICAN BREW USD0.10 Free Receipt 44000 0
Purchase 1399 -10019.11
C841297104 SOUTHDOWN INC COM Purchase 8240 -457353.44
Sale -22220 1192826.97
C842587107 SOUTHERN CO COM STK Purchase 728.313 -19799.82
Sale -5500 150230.55
C844730101 SOUTHTRUST CORP COM Free Delivery -9700 0
Free Receipt 9700 0
Purchase 30700 -1208431.85
Sale -700 27186.57
C845905108 SOVEREIGN BANCORP INC COM Purchase 56253.344 -501939.65
Sale -33450.476 546204.84
C847497203 SPECIALTY EQUIP COS INC COM NEW Purchase 1100 -32696.73
Sale -1100 28645.79
C847561107 SPECTRA FD INC COM STK Free Receipt 2430.966 0
Purchase 798.154 -20055.09
Sale -2180.937 19781.1
C847580107 SPECTRALINK COM Purchase 15500 -74240
Sale -15500 98129.29
C84760E202 SPECTRASCIENCE COM NEW Purchase 1000 -4029.95
Sale -1000 4219.9
C847608106 SPECTRIAN CORP COM Purchase 2000 -22367.62
Sale -2000 22439.34
C847705100 SPEEDFAM-IPEC INC COM Free Receipt 8800 0
Sale -8800 105664.42
C847723103 SPEEDUS COM Purchase 4980 -25997.38
Sale -4980 23415.71
C847788106 SPEEDWAY MOTORSPORTS INC COM Purchase 100 -3948.7
Sale -100 3576.17
</TABLE>
Page 221 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C848457107 SPIEGEL INC CL A NON-VTG Purchase 12400 -107035.8
Sale -12400 130601.95
C848497103 SPIEKER PPTYS INC Purchase 134.847 -5441.22
C848623104 SPLASH TECH HLDGS INC COM Sale -100 713.77
C849176102 SPORTS AUTH INC COM Purchase 800 -2629.95
Sale -800 2319.97
C848907200 SPORTSMANS GUIDE INC COM NEW Purchase 900 -5009.9
Sale -900 6764.86
C851783100 SPRINGS IND INC CL A COM Purchase 4800 -169269.1
Sale -300 10949.62
S208790U SPRINT CAP CORP DEB 6.9 DUE 05-01-2019 BEO Purchase 210000 -198634.8
S201363U SPRINT CAP CORP NT 6.125 DUE 11-15-2008 BEO Purchase 0 0 0
Sale -330000 335537.4
C852061100 SPRINT CORP COM Free Receipt 16000 0
Purchase 84400 -6287214.91
Sale -12400 1130199.31
C852061506 SPRINT CORP PCS COM SER 1 Free Receipt 8350 0
Purchase 8291 -287929.8
Sale -9011 415673.48
C784626103 SPS TECHNOLOGIES INC COM Sale -2300 92669.65
C78462K102 SPSS INC COM Purchase 2000 -53122.41
Sale -2000 51250.88
C784635104 SPX CORP COM Purchase 3410 -243261.9
Sale -9020 676203.5
C852192103 SPYGLASS INC COM Free Delivery -1000 0
Purchase 22070 -372357.33
Sale -19970 320390.03
C81721M109 SR HSG PPTYS TR SH BEN INT Free Receipt 20 0
C784646200 SSBH CAP I TR PFD SECS 7.20 Sale -200 4332.4
</TABLE>
Page 222 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C856855101 ST FINL SVCS CORP CL A Free Receipt 8683 0
Sale -8683 121235.23
C790849103 ST JUDE MED INC COM Purchase 1050 -32950.88
Sale -400 12449.58
C792860108 ST PAUL COS INC COM Purchase 26582.345 -915710.67
Sale -46400 1525561.56
C857477103 ST STR CORP COM Purchase 10900 -800324.17
Sale -2000 149351.23
C857689103 STA CASINOS INC COM Purchase 13600 -227259.96
C852389105 STAFFMARK INC COM Purchase 2000 -31872.41
Sale -2000 14064.52
C85254C107 STAGE STORES INC COM Purchase 5200 -34066.76
Sale -5200 17692.92
S0838427 STAKIS ORD 10P Sale -130000 328395.86
C852857101 STAMPS COM INC COM ISIN US8528571016 Purchase 90 -1199.95
S0840370 STANDARD CHARTERED ORD GBP0.25 Sale -70000 1007533.15
C854616109 STANLEY WKS COM Sale -500 13812.02
C855030102 STAPLES INC (RETAIL & DELIVERY) Free Receipt 15700 0
S6868718 STAR CITY HLDGS NPV Sale -28200 26233.12
C85511R103 STAR ENTMT GROUP INC COM Purchase 5000 -3900
C854923109 STAR TELECOMMUNICATIONS INC COM Purchase 1400 -12395.23
Sale -1000 5468.05
C855244109 STARBUCKS CORP COM Free Delivery -400 0
Free Receipt 14889 0
Purchase 28745 -1138917.4
Sale -38900 1219492.8
C855546107 STARMEDIA NETWORK INC COM Purchase 500 -20967.45
Sale -500 26312.92
C855552105 STARNET COMMUNICATIONS INTL INC COM Purchase 11665 -108109.78
Sale -9665 49296.4
</TABLE>
Page 223 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C85590A203 STARWOOD HOTELS & RESORTS WORLDWIDE INC PAIRED CTF 1 CL B
SH BEN INT STARWOOD Free Receipt 248.853 0
Purchase 101.342 -2271.4
C857550107 STATEN IS BANCORP INC COM Purchase 1000 -18059.9
Sale -1000 18844.42
C85375C101 STD PAC CORP NEW COM Purchase 10992.439 -136478.73
Sale -10692.439 113718.07
C858375108 STEIN MART INC COM Purchase 34100 -333119.22
Sale -34100 226671.65
C858495104 STEINWAY MUSICAL INSTRS INC ORD COM Sale -1100 23221.32
C859152100 STERIS CORP COM Purchase 3200 -104495.32
Sale -52900 1288519.18
C859158107 STERLING BANCORP COM Purchase 300 -5105.25
C860370105 STEWART ENTERPRISES INC CL A COM Purchase 57100 -974403.89
Sale -57100 504268.88
C860372101 STEWART INFORMATION SVCS CORP COM Free Receipt 1900 0
Purchase 1900 -80449.15
Sale -4300 239136.52
S6822101 STH AFRICAN BREW REDEEMABLE PREF SHS Free Receipt 22000 0
Sale -22000 35.78
C86074Q102 STILLWATER MNG CO COM Free Receipt 3950 0
Purchase 700 -17072.4
Sale -10050 319371.31
S5701386 STMICROELECTRONICS EUR3.12(SICOVAM) Free Receipt 1780 0
Purchase 7682 -553080.3
S2801342 STMICROELECTRONICS N V SHS-M REGISTRY Purchase 2400 -178956.92
CL8873E103 STOLT OFFSHORE S A COM Sale -44300 296084.82
C861572105 STONE & WEBSTER INC COM Purchase 3100 -76430.5
Sale -3100 43065.55
C861642106 STONE ENERGY CORP COM Purchase 5100 -248234.34
Sale -200 6369.83
</TABLE>
Page 224 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C86183P102 STONERIDGE INC COM Purchase 1700 -35096.5
Sale -22190 355695.61
C862111200 STORAGE TECH CORP COM (NEW) Purchase 51600 -1119660.72
Sale -38500 782683.31
S0852494 STOREHOUSE ORD GBP0.10 Purchase 17483 -37310.73
S4925701 STORK NV EUR5 Free Receipt 6600 0
Purchase 5748 -117033.83
S5643983 STORK NV NLG10 (STK DIV 4/99) Free Receipt 10467 0
Sale -10467 -12573.33
C863239109 STREAMLINE COM INC COM STK Purchase 750 -7654.5
Sale -700 8913.77
C863555108 STRUCTURAL DYNAMICS RESH CORP COM Purchase 75 -1394.01
C863667101 STRYKER CORP COM Purchase 85 -4545.58
Sale -85 4878.63
C864159108 STURM RUGER & CO INC COM Purchase 1807.814 -16172.73
C864444104 SUBN LODGES AMER INC COM Sale -100 582.52
C864482104 SUBN PROPANE PARTNERS L P UNIT LTD PARTNERSHIP INT COM Purchase 1000 -18779.96
Sale -1000 18969.41
C864906102 SUITE SOFTWARE COM STK Sale -2500 0
C865077101 SUIZA FOODS CORP COM Purchase 11890 -476093.77
Sale -11969 401927.17
S4854719 SULZER AG CHF80(REGD) Sale -90 62011.81
S6858526 SUMITOMO BANK JPY50 Purchase 8000 -123406.14
S6858708 SUMITOMO ELECT IND Y50 Sale -5000 63771.02
S6858861 SUMITOMO FORESTRY JPY50 Sale -6000 39267.88
C866005101 SUMMIT BANCORP COM Purchase 300 -10660
Sale -1100 43498.52
</TABLE>
Page 225 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C86627E101 SUMMIT TECH INC COM Purchase 3100 -32836.05
Sale -2858 35166.87
C866933104 SUN HEALTHCARE GROUP INC COM Purchase 21000 -25941.46
Sale -21000 24744.81
S6859927 SUN HUNG KAI PROP HKD0.50 Purchase 4000 -33764.33
Sale -38000 288250.46
C866810104 SUN MICROSYSTEMS INC COM STK $.00067 PAR Free Receipt 27153 0
Purchase 62899 -5243343.09
Sale -53655 4792605.15
C867914103 SUN TR BANKS INC COM Free Delivery -8700 0
Free Receipt 8700 0
Purchase 13301.387 -920322.49
Sale -10602.112 700068.47
C867071102 SUNBEAM CORP COM Purchase 400 -2558.07
Sale -31200.281 164874.62
C867363103 SUNGARD DATA SYS INC COM Purchase 345 -8622.13
Sale -45 1618.12
C86736F106 SUNGLASS HUT INTL INC COM Purchase 40520 -655694.44
Sale -7500 79892.56
C86764P109 SUNOCO INC COM Purchase 100 -3331.25
Sale -8000 257224.65
C86768K106 SUNRISE ASSISTED LIVING INC COM Purchase 25100 -913181.6
Sale -24600 576365.7
C86769L103 SUNRISE TECHNOLOGIES INTL INC COM Purchase 5150 -43109.65
Sale -5150 27392.73
C867833501 SUNSHINE MNG & REFNG CO COM NEW Free Receipt 375 0
C868536103 SUPER VALU INC COM Free Delivery -12100 0
Free Receipt 12101 0
Purchase 24000 -568251.52
Sale -800 18280.6
C868059106 SUPERGEN INC COM Purchase 500 -11154.95
Sale -500 11032.18
</TABLE>
Page 226 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C868157108 SUPERIOR ENERGY SVCS INC COM Purchase 300 -974.3
C868168105 SUPERIOR INDS INTL INC COM Purchase 14100 -390497.7
Sale -14100 373609.5
C868365107 SUPERIOR TELECOM INC COM Purchase 1400 -57792
Sale -4800 228845.86
C868042102 SUPERVISION INTL INC CL A COM STK Sale -2000 11164.72
S6865504 SUZUKI MOTOR CORP JPY50 Sale -34000 364291.72
C817587108 SVC MERCHANDISE INC COM Purchase 22000 -9972.4
Sale -10000 10324.64
C870738101 SWIFT ENERGY CO COM Sale -300 1676.24
C870756103 SWIFT TRANSN INC COM Free Receipt 2850 0
Purchase 5700 -166641
Sale -8550 140468.08
S4850029 SWISS REINSURANCE SZF10 (REGD) Purchase 110 -212728.99
S5533976 SWISSCOM AG CHF25(REGD) Purchase 1438 -499310.32
Sale -350 158159.4
C871130100 SYBASE INC COM Purchase 26700 -192612.64
Sale -26000 301664.38
C87114F106 SYBRON INTL CORP COM Purchase 51900 -1423990.44
C871206108 SYCAMORE NETWORKS INC COM Purchase 500 -41654.95
Sale -500 110781.5
C871237103 SYKES ENTERPRISES INC COM Purchase 48000 -1255587.92
Sale -29700 877393.06
C871399101 SYLVAN LEARNING SYS INC Purchase 22600 -617164.97
Sale -22150 578208.82
C871503108 SYMANTEC CORP COM Purchase 29210 -773579.22
Sale -46610 1345327.58
C871508107 SYMBOL TECHNOLOGIES INC COM Free Receipt 50 0
Purchase 50.071 -2157.2
</TABLE>
Page 227 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C87155S108 SYMYX TECHNOLOGIES INC COM Purchase 18650 -294450.81
C871566105 SYNBIOTICS CORP COM Purchase 1864 -5709.37
Sale -1864 6905.88
C87157J106 SYNCOR INTL CORP NEW Purchase 1700 -50123.31
C871607107 SYNOPSYS INC COM Purchase 6940 -332209.51
Sale -15240 845597.76
C87161C105 SYNOVUS FINL CORP COM Purchase 400 -8951.08
Sale -1500 32523.89
S4872896 SYNTHELABO FRF10 Free Delivery -2500 0
Free Receipt 4000 0
Sale -1500 319420.24
C871829107 SYSCO CORP COM Purchase 2300 -90253.75
Sale -4200 143411.09
C871851101 SYSTEMAX INC COM Purchase 700 -6954.36
C871873105 SYSTEMS & COMPUTER TECH CORP COM Purchase 100 -1398.7
Sale -100 1488.74
C87203C105 SYSTEMS OF EXCELLENCE INC COM Sale -22500 0
C871926101 SYSTEMSOFT CORP COM Purchase 5000 -7680
Sale -500 34.99
S4876746 T.I.M.SPA EUR0.05 Free Receipt 33002 0
Purchase 21000 -129994.61
C873425102 TACO CABANA INC COM Purchase 11600 -100781.25
Sale -45200 389566
C874036106 TAIWAN FD INC COM Purchase 425 -8051.83
Sale -425 7301.05
S6870445 TAKEDA CHEMICAL IN Y50 Sale -8000 384828.83
S6876067 TAKEFUJI CORP JPY50 Sale -7000 532201.64
S5769470 TAKKT AG NPV Free Receipt 3250 0
Sale -3250 22255.44
</TABLE>
Page 228 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C874161102 TALBOTS INC Purchase 6200 -282002.42
Sale -500 15961.21
C874264104 TALK COM INC COM Purchase 600 -9517.45
C874264997 TALK COM INC RT EXP 02-12-2000 Free Receipt 1892 0
C874263106 TALK CY INC COM ISIN IS8742631067 Purchase 50 -923.7
C875382103 TANDY CORP COM Free Receipt 3556 0
Purchase 400 -24292.45
Sale -1400 72330.09
S4878849 TARKETT SOMMER AG NPV Free Receipt 4300 0
Sale -4300 39844.14
C876289109 TARRANT APPAREL GROUP COM Purchase 1200 -39399
Sale -1300 46669.49
S0875413 TATE & LYLE ORD GBP0.25 Sale -15000 110130.47
C872169107 TAVA TECHNOLOGIES INC COM Purchase 850 -5448.7
Sale -850 5919.85
C872241104 TCA CABLE TV INC COM Free Delivery -500 0
Purchase 500 -20709.47
C872245105 TCBY ENTERPRISES INC COM Purchase 302.266 -1845.25
Sale -608.243 3303.21
C872275102 TCF FNCL CORP COM Purchase 21180 -568128.44
Sale -4060 110802.68
S3642183 TCI COMMUNICATIONS INC 7.875 DEB DUE 02-15-2026 Purchase 1540000 -1800738.8
C87233R106 TCSI CORP COM Sale -300 448.48
C87815U105 TEAMSTAFF INC COM Free Receipt 3000 0
Purchase 2000 -2685
C878190107 TEARDROP GOLF CO COM Purchase 1000 -3029.96
Sale -1000 2907.45
C878237106 TECH DATA CORP COM Purchase 100 -2311.2
Sale -27500 691913.59
</TABLE>
Page 229 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C878702109 TECH GUARDIAN INC COM Free Delivery -230 0
Purchase 830 -17693.55
Sale -600 13319.6
C878377100 TECHNE CORP COM Purchase 3200 -85356.64
C878517309 TECHNICLONE INTL CORP NEW COM Purchase 50100 -39777.83
Sale -29100 12232.67
S5697236 TECNOST INTNL NV GTD FRN 23/06/2004 EUR0.1 Free Receipt 75400 0
Sale -75400 78973.49
C872375100 TECO ENERGY INC COM Purchase 2890.557 -61777.89
Sale -2113.046 42320.16
C878895200 TECUMSEH PRODS CO CL A Free Delivery -15900 0
Free Receipt 15900 0
Purchase 17600 -1104784.39
Sale -4400 245841.8
CM87482101 TEFRON LTD COM STK Purchase 4000 -27307.4
Sale -4000 27941.55
C879101103 TEKELEC COM Purchase 33120 -501426.48
Sale -6000 63692.89
C879131100 TEKTRONIX INC COM Purchase 11400 -364523.99
Sale -1500 41108.91
C879433100 TEL & DATA SYS INC COM STK NEW Purchase 1500.76 -148501.99
Sale -200 13907.08
S4889874 TELE DANMARK A/S DKK10 ORD Free Delivery -400 0
Purchase 220 -25826.65
C87925R0F7 TELEBANC FINCL COM STK CALL OPTION EXP 06/19/99
W/STRK PR $75.00 PER SHR Free Receipt -2 0
S213491W TELEBRAS TELEC BRA ADR POISON-PILL RIGHTS Free Receipt 4407 0
Sale -4407 24.68
S5297313 TELECOM ITALIA SPA DI RISP ITL1000 Free Delivery -75000 0
Free Receipt 75000 0
Purchase 10800 -56826.04
Sale -21000 144805.44
S5297506 TELECOM ITALIA SPA ITL1000 Free Receipt 113885 0
Purchase 28000 -299867.46
Sale -110000 1021048.53
</TABLE>
Page 230 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C878945203 TELECOM WIRELESS CORP COM NEW Purchase 100 -2011.2
Sale -100 1101.26
C87928B101 TELECOMM INDS CORP COM Purchase 4000 -3784.9
Sale -2000 1394.23
S4880822 TELEFONICA SA ESP500 Free Delivery -23186 0
Sale -9500 417044.41
Free Delivery -19517 0
Free Receipt 29427 0
Purchase 830 -38586.86
Sale -10740 495297.91
S5595318 TELEFONICA SA NEW ESP500(B/R 30/01/1999) Free Delivery -28400 0
Free Receipt 28478 0
Sale -78 70.66
S5664445 TELEFONICA SA NEW EUR3.00506(B/R20/05/99) Free Delivery -19050 0
Free Receipt 19136 0
Sale -86 84.4
S2445610 TELEGLOBE INC 7.2% NOTES 20.07.2009 Purchase 179000 -178144.38
S2125570 TELEGLOBE INC COM NPV Purchase 100 -1715.57
S2577825 TELEGLOBE INC COM Purchase 15200 -518266.21
C879516102 TELESCAN INC COM Purchase 200 -4029.95
Sale -200 4219.9
S208589W TELESP RECEIPTS Purchase 2877 -372.22
Sale -2877 351.18
C879913200 TELEVIDEO INC COM NEW Purchase 10000 -10143.5
Sale -10000 6433.18
C87956P980 TELEWEST COMMUNICATIONS NEW PLC Free Receipt 200 0
C87959Y103 TELIGENT INC CL A COM STK Purchase 20780 -684574.93
Sale -21450 989678.23
C879664100 TELLABS INC COM Free Receipt 7500 0
Purchase 22265 -1526480.5
Sale -5520 364453.15
</TABLE>
Page 231 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S6181976 TELSTRA CORP INS REC(PPD AUD4.75 2/11/00 Free Receipt 3000 0
Purchase 2000 -5878.16
S6179294 TELSTRA CORP INST.REC(PPD AUD4.5 2/11/00 Free Delivery -3000 0
Purchase 3000 -9234
C87970T208 TELULAR CORP COM NEW Purchase 300 -3198.7
Sale -300 3251.19
C879868107 TEMPLE INLAND INC COM Free Delivery -6300 0
Free Receipt 6300 0
Purchase 17750 -1190914.39
Sale -17200 1137000.21
C88033K101 TENERA INC COM Purchase 3500 -4698.75
S2890878 TENET HEALTHCARE CORP 7.875 DUE 01-15-2003 REG Purchase 1000000 -1002500
C88033G100 TENET HEALTHCARE CORP COM Purchase 35400 -820342.22
Sale -71300 1185808.4
C880349105 TENNECO AUTOMOTIVE INC COM Free Receipt 1163.8 0
Purchase 5000 -39525
Sale -1163.8 8925.01
C880770102 TERADYNE INC COM Purchase 6000 -288886.45
Sale -13620 628041.86
C880775101 TERAYON COMMUNICATION SYS COM Purchase 690 -26870.65
Sale -440 17891.99
C880779103 TEREX CORP NEW COM Sale -8900 254394.1
C88100W103 TERRA NETWORKS S A SPONSORED ADR Purchase 100 -5061.2
S0884709 TESCO ORD 5P Sale -6900 18789.46
C881609101 TESORO PETE CORP COM Purchase 15200 -260055.95
Sale -25100 293512.63
C872386107 TESSCO TECHNOLOGIES INC COM Purchase 500 -11290.13
Sale -500 8199.68
C881694103 TEXACO INC COM Purchase 48434.413 -2632886.49
Sale -28374.254 1635502.29
</TABLE>
Page 232 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C883203101 TEXTRON INC COM Purchase 100 -9462.5
Sale -1400 113993.76
S4881160 TF1 - TV FRANCAISE EUR2 Free Receipt 5090 0
Purchase 100 -31142.11
Sale -1500 263240.73
C88335R101 THEGLOBE COM INC COM Free Receipt 644 0
Purchase 644 -46330.15
Sale -1288 19264.45
C883375107 THERAGENICS CORP COM Purchase 4500 -40228.6
Sale -5300 40243.05
C883901100 THERMEDICS INC COM Sale -200 1696.16
C883556102 THERMO ELECTRON CORP COM Purchase 30670 -555344.22
Sale -1970 33917.25
C88360H101 THERMO TECH TECHNOLOGIES INC COM Purchase 1000 -233.05
C883624108 THERMOLASE CORP COM Sale -1500 2486.16
C883666109 THERMOTREX CORP COM Sale -200 1110.27
C88368Q103 THESTREET COM INC COM Purchase 8930 -238976.99
Sale -8650 198503.12
C884315102 THOMAS & BETTS CORP COM Purchase 100 -4512.5
Sale -400 17649.39
C872443403 T-HQ INC COM NEW Purchase 507 -12166.26
Sale -507 11408.85
C885535104 THREE COM CORP COMMON STOCK Purchase 27120 -798501.21
Sale -54999 1483135.43
C88554L108 THREE-FIVE SYS INC COM Purchase 3000 -42758.75
Sale -3000 65940.46
C88632Q103 TIBCO SOFTWARE INC COM Purchase 100 -2244.06
Sale -100 6769.82
C88633P203 TICKETMASTER ONLINE-CITYSEARCH INC CL B Purchase 6452 -182503.5
Sale -6452 273176.25
</TABLE>
Page 233 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C886423102 TIDEWATER INC COM Purchase 75511.518 -2202537.82
Sale -11247.866 361592.74
C88650Q100 TIER TECHNOLOGIES INC CL B Purchase 200 -1254.95
Sale -2222 14098.47
C886547108 TIFFANY & CO COM Purchase 11100 -682815.9
Sale -50 3032.44
C887134104 TIMBERLINE SOFTWARE CORP COM Free Receipt 66 0
Purchase 1340 -17783.26
Sale -1140 16344.53
C887315109 TIME WARNER INC COM Free Receipt 38000 0
Purchase 32100.205 -1995907.91
Sale -14900.13 1008695.67
C887319101 TIME WARNER TELECOM INC CL A ISIN 3US8873191014 Purchase 16060 -323482.36
Sale -16060 443715.82
C887364107 TIMES MIRROR CO SER A NEW COM STK Sale -1000 58428.02
C887389104 TIMKEN CO COM Purchase 24300 -418869.2
Sale -11400 212113.38
C88823T106 TIREX CORP COM Free Receipt 12892 0
Sale -12892 1279.94
C888314101 TITAN PHARMACEUTICALS INC DEL COM Purchase 240 -2519.95
C888339108 TITANIUM METALS CORP COM Purchase 10100 -65119.75
Sale -10100 98326.27
C872540109 TJX COS INC COM NEW Purchase 10500.252 -303025.86
Sale -8820.423 272362.21
C872941109 TMP WORLDWIDE INC COM Purchase 12750 -734817.88
Sale -23140 1472131.06
S5684517 TNT POST GROEP STK DIV 07/06/1999 Free Receipt 1145 0
Sale -1145 0
S506278W TNT POST GRP STK DIV 99 Free Receipt 1145 0
Sale -1145 0
S6895675 TOKYO ELECTRON Y50 Purchase 2000 -95222.94
</TABLE>
Page 234 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S6895879 TOKYO STEEL MANU Y50 Sale -5100 21499.38
C889478103 TOLL BROS INC COM Purchase 7900 -178649.02
Sale -80 1599.99
S0576460 TOMKINS ORD 5P(ASSD TENDER CASH) Free Delivery -992 0
Free Receipt 8000 0
Sale -7008 28327.97
S0896265 TOMKINS ORD GBP0.05 Sale -22500 99271.81
CG8915Z102 TOMMY HILFIGER ORD SH Free Receipt 19100 0
Purchase 55400 -2031166.11
Sale -39500 1621726.63
C890333107 TOO INC COM STK Free Receipt 1387.3 0
Sale -1379.3 23988.8
C890786106 TOPPS INC COM Purchase 16500 -174918.4
Sale -500 4141.76
C891027104 TORCHMARK CORP COM Purchase 100 -3718.75
Sale -1100 37464.73
C891092108 TORO CO COM Purchase 20200 -562238.14
Sale -16300 572792.69
C891490302 TOSCO CORP COM NEW Purchase 5400 -143491.5
Sale -200 5260.82
S6897217 TOSHIBA CORP Y50 Purchase 20000 -149351.28
Sale -11000 78420.53
S4905413 TOTAL FINA ELF EUR10 Free Receipt 8790 0
Sale -1290 156907.41
C89151A107 TOTAL RENAL CARE HLDGS INC COM Purchase 13080 -353786.53
Sale -13080 119704.14
C891707101 TOWER AUTOMOTIVE INC COM Purchase 15690 -396915.35
Sale -21990 508801.63
C892268103 TOYMAX INTL INC COM Purchase 70 -1005.58
Sale -70 950.01
C892335100 TOYS R US INC (HOLDING COMPANY) Purchase 4300 -77100.26
Sale -75900 1272267.07
</TABLE>
Page 235 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C89235C103 TRACKPOWER INC COM Free Receipt 55000 0
C89288R106 TRAMMELL CROW CO COM Sale -2000 45966.46
C893349837 TRANS WORLD AIRLS INC COM PAR $.01 NEW Purchase 35100 -190393.89
Sale -31575 162791.11
C89336Q100 TRANS WORLD ENTMT CORP COM Purchase 15150 -342333.29
Sale -15150 240124.04
C893526103 TRANSCANADA PIPELINES LTD COM Purchase 150 -1970.58
Sale -39000 508588.23
C893776104 TRANSNATIONAL FINL NETWORK INC COM Purchase 1000 -3029.95
Sale -1000 1345
C893782102 TRANSNET CORP COM Purchase 60 -238.12
Sale -1000 938.71
C893895102 TRANSTEXAS GAS CORP COM Purchase 1000 -1206
Sale -1000 470.03
C894065101 TRANSWITCH CORP COM Free Receipt 5850 0
Purchase 15230 -597689.92
Sale -21180 974999.52
C89486M107 TREND MICRO INC SPN ADR ISIN US89486M1071 Purchase 525 -13023.7
Sale -525 14144.57
C89531P105 TREX INC COM Purchase 2700 -52641.15
C89579K109 TRIAD HOSPS INC COM ISIN US89579K1097 Free Receipt 1214.88 0
Sale -1209.88 13991.97
C89585W105 TRIANGLE IMAGING GROUP INC COM Free Delivery -1000 0
Purchase 1000 -1447.09
C896047107 TRIBUNE CO COM Free Receipt 4000 0
Purchase 3200 -169135.12
Sale -800 61660.42
C896106101 TRICO MARINE SVCS INC COM Purchase 3100 -25417.3
Sale -4200 33980.86
C895953107 TRICON GLOBAL RESTAURANT INC Purchase 100 -6218.75
Sale -801 44719.22
</TABLE>
Page 236 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C896121100 TRICORD SYS INC COM Sale -20000 55526.84
C895919108 TRIDENT MICROSYSTEMS INC COM Sale -1000 8657.24
C89618L100 TRIGON HEALTHCARE INC CL A COM Free Delivery -12700 0
Free Receipt 12700 0
Purchase 15600 -566683
Sale -13920 440266.5
C89621J100 TRIMARK HLDGS INC COM Purchase 200 -898.28
Sale -200 657.52
C896239100 TRIMBLE NAV LTD COM Sale -50 573.47
C896259108 TRIMEDYNE INC COM Sale -300 715.26
C896522109 TRINITY IND INC COM Purchase 12800 -410834.09
Sale -20300 697096.35
C89674K103 TRIQUINT SEMICONDUCTOR INC COM Purchase 11580 -510637.12
Sale -3440 287736.42
CG90751101 TRITON ENERGY LTD CL A ORD Purchase 35600 -514804.65
Sale -17300 212762.4
C89677M106 TRITON PCS HLDGS INC CL A COM STK Purchase 250 -9279.95
Sale -150 5379.24
C896818101 TRIUMPH GROUP INC NEW COM Purchase 15000 -448362.5
Sale -17100 450613.17
C897844106 TRUE N. COMMUNICATIONS Purchase 11810 -348016.19
C898168109 TRUMP HOTELS CASINO RESORTS INC COM Purchase 14400 -53814.24
Sale -14400 79285.9
C898349105 TRUSTCO BK CORP N Y COM Sale -1500 42624.82
C898402102 TRUSTMARK CORP COM Free Delivery -11700 0
Free Receipt 11700 0
Purchase 11700 -266263.92
C872649108 TRW INC COM Purchase 100 -4731.25
Sale -700 35267.56
S214669U TRW INC CPN 02-15-2000 Purchase 500000 -486177.78
</TABLE>
Page 237 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C898600101 TUBOSCOPE INC COM Sale -845 11864.94
C899035505 TUESDAY MORNING CORP COM NEW ISIN US8990355054 Purchase 45040 -822335.56
Sale -28620 592443.71
C899896104 TUPPERWARE CORP COM Sale -300 5912.29
C901103101 TUT SYS INC COM Purchase 800 -28390.16
S214007W TV GUIDE INC SR SUB NT SER B 8.125 DUE
03-01-2009/03-01-2004 BEO PUT Purchase 50000 -47125
C901774109 TWINLAB CORP COM Purchase 25000 -215625
Sale -22250 279928.19
C88221T104 TX BIOTECHNOLOGY CORP COM ISIN US88221T1043 Purchase 1500 -5809.9
Sale -1000 3594.92
C882491103 TX INDS INC Purchase 5100 -173304.45
C882508104 TX INSTRS INC COM Free Receipt 20950 0
Purchase 41464.384 -4005626.63
Sale -17642 1705470
C882673106 TX REGL BANCSHARES INC CL A VTG Sale -1685 46916.42
C902124106 TYCO INTL LTD NEW COM Free Delivery -31589.84 0
Free Receipt 177822.18 0
Purchase 91337.407 -4787795.36
Sale -131232.514 10526373.18
C90328W105 U S CAN CORP COM Purchase 3000 -69792
Sale -3000 58195.35
C911920106 U S HOME CORP NEW COM Purchase 2600 -90320.88
C90334M992 U S INTERACTIVE INC RT EXP 12-31-2040 Free Delivery -15 0
Free Receipt 15 0
C902948108 U S PLASTIC LMBR CORP Purchase 1000 -12029.95
C902971100 U S RESTAURANT PPTYS INC COM Purchase 500 -10757.9
S2143613 U S TREAS 5.5 NT DUE 01-31-2003 Purchase 16600000 -16561880.4
Sale -16600000 16479413
</TABLE>
Page 238 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S211346U U S W CAP FDG INC CPN 03-24-2000 Purchase 1000000 -955322.5
Sale -1000000 958658.33
C91273H101 U S WEST INC NEW COM Purchase 14850.287 -802898.97
Sale -40649.074 2302451.51
C912899101 U S WIRELESS DATA INC Purchase 20000 -20600
C911905107 U.S AIR GROUP COM Purchase 15275 -598239.35
Sale -13744 555306.88
C911684108 U.S. CELLULAR CORP COM Free Delivery -10700 0
Free Receipt 10700 0
Purchase 10750 -603922.52
S2235037 U.S. TREAS INFLATION INDEX 3.625 NT DUE 04-15-2028 REG Sale -130000 126119.83
C90254Y208 UAL CORP CAP TR I TR ORIGINATED PFD SECS13.25 Purchase 300 -9592.45
C902549500 UAL CORP COM STK PAR $0.01 Purchase 453254 -29119550.17
Sale -1264568 88813221.9
C9025490L9 UAL CORP COMMON STOCK CAll option EXP 12-20-97
W/STRK PR $90.00 PER SHARE Purchase 5 -353.9
C902549708 UAL CORP DEPOS SH REPSTG 1/1000PFD B 12.25 Purchase 500 -17446.1
C90347Q105 UBRANDIT COM COM Purchase 8480 -53198.35
Sale -8480 52862.54
S5485958 UBS AG CHF20(REGD) Purchase 600 -166666.74
Sale -100 31484.74
S5596991 UCB NPV NEW SHARES Free Receipt 1400 0
Sale -960 43748.51
C902737105 UICI COM Purchase 3400 -77572.18
Sale -100 2125.42
C024935405 UIT AMERN CENTY TARGET MATS TR BENHAM TARGET MATS TR 2015 Sale -411.777 18851.2
C46059W102 UIT INTERNET HOLDRS TR DEPOS RCPT-INTERNET
UNDIV INT $1000 UNIT VALUE Purchase 1300 -174733.1
Sale -100 11144.67
</TABLE>
Page 239 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C78462F103 UIT SPDR TR UNIT SER 1 CTF OF OWN EVID UNDIV INT $1000
UNIT VALUE REG Purchase 9675 -1224326.19
Sale -9772 1259345.32
C903891109 ULTRADATA SYS INC COM Sale -4000 8765.57
C903899102 ULTRALIFE BATTERIES INC Purchase 500 -3342.45
C904000106 ULTRAMAR-DIAMOND SHAMROCK CORP COM STK Purchase 4600 -120572.9
Sale -6300 152081.96
C904034105 ULTRATECH STEPPER INC COM Purchase 14900 -259427.28
Sale -38440 580728.61
C905581104 UN CARBIDE CORP COM Purchase 9525 -434179.54
Sale -4973 264525.41
S2381781 UN PAC CORP 6.625 DUE 02-01-2029 BEO Purchase 900000 -894478.3
C907818108 UN PAC CORP COM Free Delivery -22500 0
Free Receipt 22500 0
Purchase 22700 -1211084.1
Sale -9900 499293.33
C907834105 UN PAC RES GROUP INC COM Purchase 200 -2950
Sale -6600 66406.49
C908068109 UN PLANTERS CORP COM Purchase 1036.828 -46677.23
Sale -1100 48038.45
S2000837 UNIBANCO UNIAO BCO UNITS(COMP 1'B'PRF & 1 PRF Sale -359 12.03
C90459D108 UNICAPITAL CORP NEW COM Purchase 5200 -38454
Sale -16500 124082.45
C904911104 UNICOM CORP COM Free Delivery -11700 0
Free Receipt 11700 0
Purchase 2200 -77146.6
Sale -25000 929464.2
S4232445 UNICREDITO ITALIAN ITL500 Free Receipt 30194 0
Sale -8000 39769.23
C904743101 UNIFY CORP COM Purchase 2700 -29873.16
Sale -2700 38773.84
</TABLE>
Page 240 of 257
<TABLE>
<CAPTION>
SCHEDULE OF ACQUISITIONS AND DISPOSITIONS
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C904918208 UNIGLOBE TRAVEL ONLINE INC CL B Free Receipt 600 0
Sale -600 2639.53
C904918109 UNIGLOBE TRAVEL ONLINE INC COM Free Delivery -600 0
Purchase 600 -3339.82
S5689482 UNILEVER (SCRIPS)NLG0.01 Free Delivery -201936 0
Free Receipt 202000 0
Sale -64 38.8
S5640898 UNILEVER NV CVA NLG1.12 Free Receipt 1803 0
Sale -1803 108974.59
S5309746 UNILEVER NV CVA NLG1 Free Delivery -5420 0
Free Receipt 3400 0
Sale -1740 132951.62
S0134277 UNILEVER ORD GBP0.0125 Free Delivery -16000 0
Purchase 13000 -129226.45
S0574873 UNILEVER ORD GBP0.014 Free Receipt 14285 0
Purchase 42000 -385696.79
S5649334 UNILEVER STK DIV 04/06/99 Free Receipt 2020 0
Sale -2020 0
C908906100 UNIONBANCAL CORP COM Free Delivery -37400 0
Free Receipt 37400 0
Purchase 64800 -2358756.51
Sale -11500 438958.02
C909205106 UNISOURCE ENERGY CORP COM Purchase 500 -5668.18
C909208100 UNISOURCE WORLDWIDE INC COM Purchase 14200 -92584
Sale -14200 139190.85
C909214108 UNISYS CORP COM Purchase 3200 -125936.25
Sale -2900 95619.42
C909907107 UNITED BANKSHARES INC COM Sale -2600 68683.2
C90980E104 UNITED CASINO CORP COM Sale -3000 54.59
S0916721 UNITED NEWS & MEDI ORD 25P Sale -8100 83133.66
C911312106 UNITED PARCEL SVC INC CL B Purchase 6069 -394479.71
Sale -3269 216710.56
</TABLE>
Page 241 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C911843894 UNITED STATES FILTER CORP NEW Free Receipt 470 0
Sale -470 14766
C913247508 UNITEDGLOBALCOM CL A Free Receipt 13900 0
Purchase 4300 -316848.84
Sale -5900 543565.83
C913259107 UNITIL CORP COM Purchase 445.035 -10042.12
C915282206 UNIVIEW TECHNOLOGIES CORP COM PAR $0.10 Sale -200 238.78
C915289102 UNOCAL CORP COM Purchase 5900 -228811.97
Sale -2100 80037.39
C91529B106 UNOVA INC COM Purchase 3700 -56152.31
Sale -10700 163076.77
C91529Y106 UNUMPROVIDENT CORP COM Free Receipt 25997 0
Purchase 19700 -736347.5
Sale -37593 1550709.53
C913456109 UNVL CORP VA COM Purchase 5100 -111027.64
C913903100 UNVL HEALTH SERVICES INC CL B COM Sale -4000 169580.74
S5051252 UPM-KYMMENE CORP FIM10 Free Delivery -19000 0
Purchase 5800 -153784.78
C917047102 URBAN OUTFITTERS INC Purchase 500 -11779.95
C917273104 UROLOGIX INC COM Purchase 2000 -8185
C903236107 URS CORP NEW COM Purchase 5500 -140315.15
Sale -3000 82237.4
C902973106 US BANCORP DEL INC COM Purchase 38500 -1240595.25
Sale -101800 3397892.47
C90338W103 US ONCOLOGY INC COM Free Receipt 300 0
Purchase 500 -6248.7
C91288L105 US TR CORP NEW Purchase 3200 -291644.8
Sale -3200 261931.1
S2136356 US TREAS 5.625 NT DUE 12-31-2002 Purchase 2330000 -2421743.75
Sale -2330000 2354210.16
</TABLE>
Page 242 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S2109789 US TREAS INFL INDX 3.625 I/L 15/7/2002 REG Free Receipt 4250000 0
Purchase 30250000 -30940137.48
Sale -30250000 30882280.17
S2894944 US TREAS INFLATION INDEX 3.375 NT DUE 01-15-2007 Sale -3430000 3452070.89
S2139601 US TREAS INFLATION INDEX 3.625 BD DUE 01-15-2008 REG Purchase 12900000 -12890223.58
Sale -19260000 19214141.41
S2372086 US TREAS NTS INFLATION INDEX 3.875 DUE 01-15-2009 REG Free Receipt 1020000 0
Purchase 5760000 -5760463.68
Sale -6780000 6800520.51
C902938109 USA DETERGENTS INC COM Sale -200 1719.99
C902984103 USA NETWORKS INC COM STK Purchase 35400 -1356114.58
Sale -100 3601.17
C90332H102 USA TALKS COM INC COM Free Receipt 348 0
Purchase 11116 -149545.96
Sale -2000 102249.08
C90328S401 USA TECHNOLOGIES INC COM NEW Free Receipt 1000 0
C917292104 USBANCORP INC PA COM Sale -300 5294.87
C90333E108 USEC INC COM Purchase 29600 -323818.35
Sale -56200 659278.14
C916906100 USFREIGHTWAYS CORP COM Purchase 8701.762 -322095.04
Sale -13005.041 508719.11
C903293405 USG CORP COM NEW Free Delivery -10600 0
Free Receipt 10600 0
Purchase 10600 -542930.5
Sale -12400 627705.42
C917311805 USINTERNETWORKING INC COM Purchase 349 -14655.05
S900914W UST 4.75% 94.421875 C/OPT 09/06/1999 Purchase 3000000 -21328.13
Sale -3000000 0
S900837W UST 4.75% 96.2478 C/OPTN 09/06/99 OTC Purchase 3000000 -26250
Sale -3000000 0
S901326W UST 5.25% 95 P/OPTN 15/10/1999 (OTC) Purchase 700000 0
Sale -700000 2898.44
</TABLE>
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<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C902911106 UST INC COM Purchase 3800 -108058
Sale -5100 154866.54
C902905827 USX - MARATHON GROUP COM NEW Purchase 70506.791 -1722881.17
Sale -70100 2130354.67
C90337T101 USX-US STEEL GROUP COM Purchase 56600 -1432707.7
Sale -45900 1216538.04
C909440109 UTD AUTO GROUP INC COM Purchase 1000 -9967.45
Sale -1000 9901.49
C909839102 UTD CMNTY FINL CORP OH COM Purchase 100 -1542.45
C909870107 UTD COS FINL CORP COM Purchase 17000 -63811.48
Sale -17000 424.98
C910637107 UTD ILLUM CO COM Sale -3300 153148.55
C911163103 UTD NAT FOODS INC COM Sale -1300 26161.62
S6916770 UTD O/S BANK SGD1 (ALIEN MKT) Free Delivery -70752 0
Free Receipt 3752 0
Purchase 67000 -460311.77
S5752191 UTD PAN-EUROPE COM EUR2'A'SHS Purchase 439 -28453.31
C911363109 UTD RENTALS INC COM Purchase 26920 -848822.92
Sale -45040 1150880.49
C913004107 UTD STATIONERS INC COM Purchase 800 -20267.45
Sale -1600 38285.76
C913017109 UTD TECHNOLOGIES CORP COM Free Receipt 20700 0
Purchase 33200 -2514686.98
Sale -48800 4787998.6
C903387108 UTI ENERGY CORP COM Purchase 6300 -102209.05
Sale -2700 21157.19
C918005109 UTILICORP UNITED INC COM Free Receipt 6900 0
C918204108 V F CORP COM Purchase 5500 -166867.1
Sale -800 36067.52
</TABLE>
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<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C91879Q109 VAIL RESORTS INC COM Purchase 2900 -53146.85
Sale -2900 59226.17
C918866104 VALASSIS COMMUNICATIONS INC COM Free Receipt 10600 0
Purchase 13500 -596812.04
Sale -16100 737014.45
C918914102 VALENCE TECH INC COM Purchase 1400 -7759.9
Sale -1000 5969.85
C91913E104 VALENTIS INC COM Free Receipt 114 0
Sale -114 369.03
C91913Y100 VALERO ENERGY CORP COM STK NEW Purchase 29900 -624661.7
Sale -62100 1440674.91
C920355104 VALSPAR CORP COM Purchase 14090 -515190.73
Sale -9530 339872.15
C92038N102 VALUE AMER INC COM Purchase 500 -6342.45
C92047K107 VALUEVISION INTL INC COM Purchase 29700 -708747.24
Sale -21900 643611.91
C922126107 VARCO INTL INC COM Purchase 18500 -207527.45
Sale -1500 12486.15
C922206107 VARIAN INC COM Free Receipt 200 0
Sale -200 1957.48
C92220P105 VARIAN MED SYS INC COM ISIN #US9222091057 Free Receipt 200 0
Sale -200 3332.43
C922207105 VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM Free Receipt 200 0
Purchase 17760 -356767.49
Sale -200 1869.98
C922150107 VARI-L INC COM Purchase 1000 -12529.95
Sale -1000 14688.3
C922321104 VASOMEDICAL INC COM Sale -3000 2957.32
C917916108 VDI MULTIMEDIA COM Purchase 200 -2204.95
S4942904 VEBA AG NPV Free Receipt 11005 0
Sale -1910 110623.17
</TABLE>
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<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S5205361 VEDIOR CVA NLG0.05 Purchase 7900 -141910.2
C922417100 VEECO INSTRS INC DEL COM Purchase 16200 -568598.24
Sale -7200 280669.77
C922944103 VENATOR GROUP INC COM STK Purchase 99300 -925052.34
Sale -75700 588386.94
C92260R102 VENCOR INC NEW COM Purchase 20000 -77900
Sale -20000 38428.7
C923275101 VENTURE STORES INC COM Free Delivery -15000 0
C923433106 VERIO INC COM Free Receipt 4650 0
Purchase 5050 -371450.16
Sale -10100 328016.1
C92343E102 VERISIGN INC COM Purchase 8950 -507143.52
Sale -3050 485791.47
C92343P107 VERITAS DGC INC COM Purchase 56320 -947636.06
Sale -16380 261528.96
C923436109 VERITAS SOFTWARE CORP Free Receipt 8450 0
Purchase 8600 -804188.04
Sale -16900 857107.87
C92343C106 VERITY INC COM Purchase 900 -32868
Sale -900 28781.04
C924907108 VERTEL CORP COM Purchase 3500 -6713.7
Sale -3500 8536
C92532L107 VERTICALNET INC OC-COM Free Receipt 230 0
Purchase 790 -66453.35
Sale -960 72290.39
C925391104 VESTA INS GROUP INC COM Purchase 200 -1194.6
Sale -200 957.51
C925460917 VESTAS WIND SYS COM ISIN# DK0010242056 Purchase 100 -11181.5
C925514101 VETERINARY CTRS AMER INC COM Purchase 7400 -143321.84
Sale -49560 793258.31
C925524308 VIACOM COM CL B Free Receipt 28600 0
Purchase 19900 -1506880.01
Sale -5600 277328.46
</TABLE>
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<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S2938251 VIACOM INC 6.75 CO GUARNT DUE 01-15-2003 Sale -1000000 1031920
S4929242 VIAG AG DM50 Free Delivery -450 0
Free Receipt 150 0
Purchase 600 -314095.6
Sale -300 167283.02
S5761584 VIAG AG NPV Free Receipt 7800 0
Purchase 7100 -132557.14
Sale -3100 70094.54
C92553N107 VIANT CORP COM STK Purchase 100 -2592.45
Sale -100 3869.92
C925529208 VIATEL INC COM Purchase 21460 -696080.67
Sale -20560 665570.93
C925602104 VICAL INC COM Purchase 200 -3110.9
Sale -200 1985.72
C926530106 VIDAMED INC COM Sale -50 88.79
C92657V104 VIDEO UPDATE INC CL A Purchase 2000 -1158.75
Sale -2000 1333.7
C926706102 VIEW SYS INC COM Purchase 2800 -7794.75
C926713108 VIEWCAST COM INC COM Purchase 2200 -22203.5
Sale -2200 18373.97
C927460105 VINTAGE PETE INC COM Purchase 15100 -161130.82
C928241108 VIROPHARMA INC COM Sale -25200 159654.67
C92824Q103 VIRTUAL TECH CORP COM Purchase 1000 -4311.15
C92825Y105 VIRTUALSELLERS COM INC COM Free Receipt 1000 0
C928298108 VISHAY INTERTECHNOLOGY INC COM Purchase 500 -14811.2
C92831N101 VISION 21 INC FLA COM Purchase 300 -1240.37
Sale -300 1450
CG9375A108 VISION GROUP PLC ISIN# GB0009304535 Free Delivery -1200 0
</TABLE>
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<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C928365204 VISTA INFORMATION SOLUTIONS INC COM NEW Purchase 1000 -4967.45
Sale -76500 695366.14
C928428200 VISUAL DATA CORP COM NEW Purchase 200 -5566.95
Sale -100 2769.95
C928444108 VISUAL NETWORKS INC COM Purchase 13670 -475036.41
Sale -24420 839196.01
C92844S105 VISX INC DEL COM Free Receipt 15615 0
Purchase 24785 -1856482.91
Sale -26220 1953730.45
C928497106 VITESSE SEMICONDUCTOR CORP COM Free Receipt 1500 0
Purchase 12300 -608574.27
Sale -12300 612151.81
C92849Q104 VITRIA TECHNOLOGY INC COM Purchase 100 -8200
S4175926 VIVENDI EUR16 Free Delivery -1570 0
Free Receipt 1740 0
Purchase 240 -62792.35
Sale -410 105889.4
S5691131 VIVENDI EUR5.5(S/R 7/6/99) Free Delivery -4708 0
Free Receipt 4710 0
Sale -2 2.27
S5687237 VIVENDI EUR5.5 Free Receipt 4710 0
Purchase 428 -26568.45
Sale -580 42723.17
C928551100 VIVUS INC COM Purchase 2100 -9001.02
Sale -3600 10551.47
C928552108 VIXEL CORP DEL COM STK Purchase 3800 -68400
Sale -3800 112773.31
C928559103 VLASIC FOODS INTL INC COM Purchase 5100 -113628
Sale -5135 60403.99
S4970950 VNU NV NLG0.50 Free Delivery -2130 0
Purchase 2130 -85470.99
S0719210 VODAFONE AIRTOUCH ORD USD0.10 Free Receipt 136036 0
Purchase 24009 -174822.3
Sale -100000 442303.53
</TABLE>
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<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C92857T107 VODAFONE AIRTOUCH PLC Free Receipt 41349 0
Purchase 19276 -3588944.27
Sale -29130 3447071.65
S2529763 VOICESTREAM WIRELESS CORP / VOICESTREAM WIRELESS HLDGS
VORP STEP 11-15-2009 Purchase 100000 -82424.4
C928615103 VOICESTREAM WIRELESS CORP COM Purchase 13270 -358271.42
Sale -7710 360306.74
S5497102 VOLKSWAGEN AG ORD NPV Free Delivery -2800 0
Free Receipt 3550 0
Purchase 4450 -270674.7
Sale -750 47492.3
C918278102 V-ONE CORP COM Purchase 100 -412
Sale -100 251.29
C929042109 VORNADO RLTY TR COM Purchase 19.276 -665
C918333105 VTEL CORP Purchase 9800 -42248.05
C929160109 VULCAN MATERIALS CO COM Purchase 3500 -168910
Sale -100 4362.35
C954235107 W MARINE INC Sale -200 2907.45
C938837101 WA GAS LT CO COM Sale -6100 159235.18
C939322103 WA MUT INC COM Purchase 44600.86 -1715023.66
Sale -67538.579 2501068.04
C939653101 WA REAL ESTATE INVT TR SH BEN INT Sale -250 4063.66
C929771103 WACHOVIA CORP COM NEW Purchase 300 -26492.45
Sale -1400 120691
C929794105 WACKENHUT CORP COM Purchase 1100 -31898.79
Sale -1100 17381.07
C929798106 WACKENHUT CORRECTIONS CORP COM Sale -400 7594.79
C930059100 WADDELL & REED FINL INC CL A COM Purchase 5360 -140716.18
Sale -5400 118003.29
</TABLE>
Page 249 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C930128103 WADE COOK FINL CORP COM Purchase 10000 -6000
Sale -11300 5039.36
S213274U WAL MART STORES INC NT 6.875 DUE 08-10-2009 BEO Purchase 730000 -727138.4
Sale -730000 725094.4
C931422109 WALGREEN CO COM Free Delivery -2001.318 0
Free Receipt 22911 0
Purchase 86175.098 -2254957.76
Sale -38587.605 1003046.93
S3332666 WAL-MART DE MEXICO 'C'NPV Sale -190000 315004.64
S2135212 WAL-MART DE MEXICO SER'V'NPV Sale -82727 104860.62
C931142103 WAL-MART STORES INC COM Free Receipt 143543 0
Purchase 50935.592 -2618986.88
Sale -177090.498 11891810.89
C934390105 WARNACO GROUP INC CL A COM Sale -22000 534703.55
C934488107 WARNER LAMBERT CO COM Purchase 138755.835 -9431900.07
Sale -51857.119 3832060.76
C934648304 WARRANTECH CORP COM PAR $0.007 Sale -1000 3271.54
C938824109 WASH FED INC COM Free Receipt 960 0
C939640108 WASH POST CO CL B COM Purchase 500 -288059.65
C94106L109 WASTE MGMT INC DEL COM STK Free Delivery -8199 0
Free Receipt 16398.68 0
Purchase 42160.415 -1954868.03
Sale -65459.68 2878097.99
C941063AK5 WASTE MGMT INC STEP UP NT DUE 10-1-2002 REG 4.10 UNTIL
10-1-1994 THEN 7.7 Purchase 25000 -26494.15
C941848103 WATERS CORP COM Free Receipt 10600 0
Sale -33020 2133826.46
C942622200 WATSCO INC CL A Purchase 23100.425 -449316.25
Sale -23160.659 363918.9
C942683103 WATSON PHARMACEUTICALS INC COM Purchase 4940 -228503.45
Sale -1380 60130.61
</TABLE>
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<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C942749102 WATTS INDS INC CL A Purchase 1.169 -17.8
Sale -102.636 1597.71
C943315101 WAUSAU-MOSINEE PAPER CORP COM Purchase 2100 -35077.35
Sale -2100 36759.9
C943526103 WAVE SYS CORP CL A Purchase 1765 -36928.97
Sale -1400 23808.29
C944027101 WAVO CORP COM Free Receipt 2100 0
Sale -2100 8405
C947074100 WEATHERFORD INTL INC NEW COM Sale -380 11649.82
C947423109 WEBB DEL CORP COM Purchase 19800 -450820.32
C92923H707 WEBS INDEX FD INC HONG KONG SER Sale -1000 11032.18
C92923H889 WEBS INDEX FD INC JAPAN WEBS INDEX SER Purchase 4000 -47620
Sale -5000 57223.13
C92923H863 WEBS INDEX FD INC MEX FREE SER Purchase 1500 -17107.5
Sale -1500 16079.46
C92923H848 WEBS INDEX FD INC SINGAPORE FREE SER Sale -1000 5969.85
C947890109 WEBSTER FNCL CORP WATERBURY CONN COM Purchase 1700 -52557.63
C94844D104 WEBTRENDS CORP COM Purchase 100 -3992.45
C94845V103 WEBVAN GROUP INC COM STK Purchase 5300 -144229.95
Sale -5300 130009.44
C948741103 WEINGARTEN RLTY INVESTORS SH BEN INT Purchase 3.448 -145.78
C948849104 WEIS MKT INC COM Free Delivery -7900 0
Free Receipt 7900 0
Purchase 7900 -292412.04
C94973H108 WELLPOINT HLTH NETWORKS INC CL A (NEW) DELAW EFF 8-4-97 Purchase 12535 -803578.76
Sale -335 25398.31
C949746101 WELLS FARGO & CO NEW COM STK Free Delivery -1000 0
Purchase 6905.481 -259750.26
Sale -47100.981 1940137.6
</TABLE>
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<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C950590109 WENDY S INTL INC COM Purchase 2700.033 -54093.29
Sale -3600 77442
C95082P105 WESCO INTL INC COM Free Delivery -700 0
Purchase 62700 -1183466.99
Sale -62000 439859.56
C957090103 WESTAMERICA BANCORPORATION COM Purchase 15960 -588850.02
Sale -6200 213542.28
C957152101 WESTBRIDGE CAP CORP COM Free Delivery -2000 0
C957541105 WESTELL TECHNOLOGIES INC CL A Purchase 5500 -42550.96
Sale -4500 33613.87
C959897DN6 WESTERNBANK P R DTD 12-16-1998 5.1 12-16-1999 Free Delivery -50000 0
Free Receipt 50000 0
C95805J105 WESTN COPPER HLDGS LTD COM Purchase 33000 -43563
C958102105 WESTN DIGITAL CORP COM Purchase 20700 -231424.64
Sale -20700 180672.44
C958259103 WESTN GAS RES INC COM Purchase 7000 -88766.6
C959425109 WESTN RES INC COM Purchase 250 -5217.45
C95988E204 WESTN WIRELESS CORP CL A Purchase 30130 -678624.5
Sale -20710 722211.72
S6076146 WESTPAC BKG CORP NPV Purchase 7680 -50936.26
Sale -30900 206824.63
C961548104 WESTVACO CORP COM Purchase 53840 -1491547.19
Sale -17400 476716.88
C962166104 WEYERHAEUSER CO COM Free Delivery -4900 0
Free Receipt 4500 0
Purchase 9700 -600199.58
Sale -8800 521335.11
C963320106 WHIRLPOOL CORP COM Purchase 26900 -1447164.71
Sale -21400 1495543.06
C965042104 WHITEHALL ENTERPRISES INC COM Free Receipt 500 0
</TABLE>
Page 252 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C966837106 WHOLE FOODS MKT INC COM Purchase 2430 -88670.89
Sale -2380 106339.23
C929248102 WHX CORP COM Purchase 5500 -51040
Sale -3900 35036.43
C96808B107 WILD OATS MKTS INC COM Purchase 10140 -360958.23
Sale -1000 26969.15
C968223206 WILEY JOHN & SONS INC CL A Free Receipt 2500 0
Sale -5000 86265.88
C969133107 WILLAMETTE IND INC COM Purchase 1800 -78459.45
Sale -600 26461.6
C969136100 WILLAMETTE VY VINEYARD INC COM Purchase 1000 -1895.45
C969457100 WILLIAMS CO INC COM Purchase 840 -36753.02
Sale -49104 2197566.2
C969455104 WILLIAMS COMMUNICATIONS GROUP INC COM Purchase 100 -3293.25
S215861U WILLIAMS COMMUNICATIONS GROUP INC SR NT 10.875 DUE
10-01-2009/10-01-2004 BEO PUT Purchase 49000 -48632.01
C969457AU4 WILLIAMS COS INC BEO 6.2 DUE 08-01-2002 BEO Purchase 25000 -25403.03
C969465103 WILLIAMS CTLS INC COM Purchase 400 -1092.43
Sale -1000 2969.94
C969904101 WILLIAMS SONOMA INC COM Purchase 500 -13529.95
Sale -12550 365186.4
C970646105 WILLIS LEASE FIN CORP COM Purchase 400 -1904.95
Sale -400 2469.96
C973149107 WIND RIV SYS INC COM Purchase 9660 -431761.3
Sale -16200 562585.51
C974280109 WINN-DIXIE STORES INC COM Purchase 100 -3468.75
Sale -900.555 34884.67
C974637100 WINNEBAGO INDS INC COM Purchase 7100 -169527.08
Sale -11100 230394.85
C975515107 WINSTAR COMMUNICATIONS INC COM Purchase 27840 -1184582.48
Sale -33350 1436693.93
</TABLE>
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<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
S2301251 WINSTAR COMMUNICATIONS INC SR SUB DEFD INT NT 11 3-15-08
INT DEFD TIL 3-15-03 Purchase 86000 -78795
C97563A102 WINSTON HOTELS INC COM Purchase 200 -1879.95
C97653A103 WIRELESS FACS INC COM Purchase 200 -9829.95
C976657106 WIS ENERGY COM Sale -9600 261144.68
C977284108 WISER OIL CO DEL COM Purchase 2000 -6747.4
Sale -1000 4687.34
C97737K309 WIT CAP GROUP INC COM STK Purchase 1775 -30703.41
Sale -675 9549.15
S6954985 WMC LTD NPV Sale -158565 697557.61
C929297109 WMS INDS INC COM Purchase 9900 -119926.62
S2524951 WMX TECHNOLOGIES INC 6.65 BD DUE 05-15-2005 PUT
5-15-2000 Purchase 320000 -314000
S0976402 WOLSELEY ORD 25P Purchase 51400 -419473.89
S4977111 WOLTERS KLUWER CVA NTFL1 Free Delivery -5642 0
Free Receipt 3036 0
Sale -470 86161.48
S503732W WOLTERS KLUWER STK DIV 28/04/99 Free Receipt 2606 0
Sale -2606 0
C978093102 WOLVERINE TUBE INC COM Purchase 1400 -28101.5
Sale -1400 21408.78
C978097103 WOLVERINE WORLD WIDE INC COM Sale -400 5069.88
S6979728 WOODSIDE PETROLEUM NPV Purchase 15200 -81656.51
Sale -20200 135908.07
C98141A101 WORLD ACCESS INC (NEW) Free Receipt 1641 0
Purchase 1500 -12387.23
C98142H105 WORLD AWYS INC NEW COM Sale -1500 2111.17
C98155Q109 WORLD WIDE WIRELESS COMMUNICATIONS INC COM Purchase 1200 -2222.34
</TABLE>
Page 254 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C98155J105 WORLDPORT COMMUNICATIONS INC COM Purchase 1840 -13842.3
Sale -1840 15977.1
C981811102 WORTHINGTON INDS INC COM Purchase 25090 -393502.07
Sale -10500 150551.94
C92931B106 WPS RES CORP COM Sale -2100 73455.55
C982526105 WRIGLEY WM JR CO CAP Purchase 100 -8831.25
Sale -700 59479.24
C983101106 WYNDHAM INTL INC CL A Free Receipt 235 0
C983101114 WYNDHAM INTL INC RT PUR PFD CONV SER A Free Receipt 235 0
C98388N105 XCEED INC COM Purchase 2325 -45611.83
Sale -2325 46570.98
C984121103 XEROX CORP COM Free Receipt 34348 0
Purchase 26920 -1092576.68
Sale -48340 2200218.15
C983919101 XILINX INC COM Free Receipt 19600 0
Purchase 15956 -1287735.07
Sale -54546 3326683.15
C983922105 XIRCOM COM Purchase 10700 -242197.22
Sale -30380 869993.44
CG98255105 XL CAP LTD-CL A Free Receipt 17184 0
Purchase 3800 -212051.4
Sale -20984 1126792.43
CG9825R107 XOMA CORPORATION COM BERMUDA Free Receipt 5000 0
Purchase 600 -2494.65
Sale -600 1862.42
C98413F101 XOOM INC COM Purchase 2130 -39849.95
Sale -2130 74721.3
C984332106 YAHOO INC COM Free Receipt 318 0
Purchase 9416 -1809744.73
Sale -7482 1463099.72
S6985383 YAMANOUCHI PHARM JPY50 Purchase 3000 -133593.82
Sale -2000 90528.54
</TABLE>
Page 255 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C984757104 YANKEE CANDLE CO COM ISIN US9847571042 Purchase 33250 -636389.44
Sale -16750 264601.88
S6986063 YASUDA FI & MAR Y50 Sale -16000 71252.7
C985509108 YELLOW CORP COM Purchase 4200 -67677.96
C986670107 YORK INTL CORP NEW COM Free Delivery -12200 0
Free Receipt 12200 0
Purchase 12200 -518866
Sale -12200 278687.44
C987425105 YOUNG & RUBICAM INC COM Purchase 5000 -215250
C988858106 ZALE CORP NEW COM STK Purchase 39180 -1497593.12
Sale -22760 827994.68
C989012109 ZANE INTERACTIVE PUBG INC COM Purchase 3000 -558.55
C988904108 ZAPPA RES LTD Free Delivery -2000 0
C989207105 ZEBRA TECHNOLOGIES CORP CL A Purchase 100 -2829.95
Sale -100 4369.9
C989349105 ZENITH ELECTRS CORP COM Sale -3000 929.96
C988918108 ZI CORP COM Purchase 2100 -17000.66
Sale -2200 12671.12
C989511209 ZIFF-DAVIS INC COM ZDNET ZDNET ISIN US9895112095 Purchase 6500 -124564.33
Sale -6450 253472.11
C989511100 ZIFF-DAVIS INC COM Purchase 3000 -57445.9
Sale -3000 47783.45
C989701107 ZIONS BANCORP COM Purchase 11500 -640962.8
Sale -11500 711333.98
C98974P100 ZIXIT CORP Free Receipt 2195 0
Purchase 2000 -68097.72
Sale -3195 113067.57
C989922109 ZOLL MED CORP COM Purchase 100 -3004.95
Sale -100 2582.46
C98975W104 ZOLTEK COS INC COM Sale -1170 8666.29
</TABLE>
Page 256 of 257
<PAGE>
<TABLE>
<CAPTION>
Cost Proceeds
of of
Asset ID Security Description Transaction Shares Acquisitions Sales
---------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
C989929104 ZOMAX INC COM Free Receipt 1300 0
Purchase 4400 -157813.1
Sale -2600 78981.36
C98975L108 ZONAGEN INC COM Purchase 100 -2899.5
C98975F101 ZORAN CORP COM Purchase 200 -6954.95
Sale -2000 35338.52
</TABLE>
Page 257 of 257
