HARRIS CORP /DE/
11-K, 2000-12-15
RADIO & TV BROADCASTING & COMMUNICATIONS EQUIPMENT
Previous: INVESCO BOND FUNDS INC, 497J, 2000-12-15
 Next: HARRIS CORP /DE/, 11-K, EX-23, 2000-12-15

TABLE OF CONTENTS

INDEPENDENT AUDITOR’S REPORT
Financial Statements
Statements of Net Assets Available for Benefits
Statement of Changes in Net Assets Available for Benefits With Fund Information
Notes to Financial Statements
Supplemental Schedules
ASSETS HELD FOR INVESTMENT PURPOSES
Exhibit 23--Consent

SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM 11-K

(Mark One)

[X]  ANNUAL REPORT PURSUANT TO SECTION 15(d)
OF THE SECURITIES EXCHANGE ACT OF 1934

For the fiscal year ended June 30, 2000

OR

[   ]     TRANSITION REPORT PURSUANT TO SECTION 15(d)
OF THE SECURITIES EXCHANGE ACT OF 1934

For the transition period from _______ to _______

Commission file number 1-3863

      A. Full title of the plan and the address of the plan, if different from that of the issuer named below:

   
  Harris Corporation Retirement Plan

      B. Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:

   
  Harris Corporation
1025 W. NASA Blvd.
Melbourne, Florida 32919

HARRIS CORPORATION
RETIREMENT PLAN

Financial Statements
and Supplementary Information

June 30, 2000

 

HARRIS CORPORATION RETIREMENT PLAN

Table of Contents

           
June 30, 2000 Page
Independent Auditor’s Report 1
Financial Statements:
Statements of Net Assets Available for Benefits 2
Statement of Changes in Net Assets Available for Benefits With Fund Information 3-4
Notes to Financial Statements 5-10
Supplemental Schedules:
Schedule II: Form 5500, Schedule H, Line 4I, Schedule of Assets Held For Investment Purposes at End of Plan Year June 30, 2000 11-49
Schedule III: Form 5500, Schedule H, Item 4I Part 2: Schedule of Assets Held for Investment Which Were Both Acquired and Disposed of Within the Plan Year — From 11/01/99 to 6/30/2000 50-52
Transactions or Series of Transactions in Excess of Five Percent of the Current Value of Plan Assets 53

 

[Bray, Beck & Koetter Letterhead]

INDEPENDENT AUDITOR’S REPORT

Investment Committee
Harris Corporation Retirement Plan
Melbourne, Florida

We have audited the accompanying statements of net assets available for benefits of the Harris Corporation Retirement Plan (the “Plan”) as of June 30, 2000 and 1999, and the related statement of changes in net assets available for benefits with fund information for the year ended June 30, 2000. These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audits.

We conducted our audits in accordance with generally accepted auditing standards. Those standards require that we plan and perform the audits 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 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 benefits of the Plan as of June 30, 2000 and 1999, and the changes in its net assets available for benefits with fund information for the year ended June 30, 2000, in conformity with generally accepted accounting principles.

Our audit was made for the purpose of forming an opinion on the financial statements taken as a whole. The accompanying supplemental schedules of assets held for investment as of June 30, 2000, assets held for investment which were both acquired and disposed of within the plan year, and transactions or series of transactions in excess of five percent of the current value of Plan assets for the year then ended are presented for purposes of complying with the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974, and are not a required part of the financial statements. The supplemental schedules have been subjected to the auditing procedures applied in our audit of the June 30, 2000 financial statements and, in our opinion, are fairly stated in all material respects in relation to the June 30, 2000 financial statements taken as a whole.

/s/ Bray, Beck & Koetter CPA, PA                    

Melbourne, Florida
October 12, 2000

1

Financial Statements

 

HARRIS CORPORATION RETIREMENT PLAN

Statements of Net Assets Available for Benefits

June 30, 2000 and 1999

                     
2000 1999
ASSETS
Investments, at fair value (Note 4):
Plan interest in Harris Corporation Master Trust $ — $ 2,523,521,342
U.S. Government securities 109,168,072 —
Corporate debt securities 104,258,145 —
Common stocks 895,386,837 —
Registered investment companies 113,644,849 —
Common/collective trust funds 656,860,200 —
Guaranteed Investment Contracts 324,441,630 —
Participant loans 22,133,132 32,387,655
Total investments 2,225,892,865 2,555,908,997
Receivables:
Contributions receivable:
Harris Corporation 12,470,534 22,332,310
Participants 3,235,400 3,500,786
Loan payments 1,029,441 1,439,907
Accrued interest and dividends 3,173,261 5,430,158
Securities sold 7,625,441 17,887,431
Total receivables 27,534,077 50,590,592
 
Cash and cash equivalents (Note 3) 50,563,675 55,450,282
Total assets 2,303,990,617 2,661,949,871
LIABILITIES
Due to participants 9,061,720 7,648,413
Accrued expenses — 2,464,626
Securities purchased 5,200,478 16,032,636
Outstanding options — 1,003,807
Total liabilities 14,262,198 27,149,482
Net assets available for benefits $ 2,289,728,419 $ 2,634,800,389

See accompanying notes to financial statements.

2

HARRIS CORPORATION RETIREMENT PLAN

Statement of Changes in Net Assets Available for Benefits With Fund Information

Year Ended June 30, 2000

                                       
Money Equity
Balanced Short-Term Market Income
Fund Bond Fund Fund Fund
Increases:
Plan interest in Harris Corporation Master Trust investment income $ 7,890,832 $ 1,410,723 $ 757,518 $ (19,713,901 )
Interest 9,199,199 2,825,235 1,756,815 315,027
Dividends 1,849,387 — — 3,859,727
Net appreciation (depreciation) in fair value of investments 42,125,248 (378,000 ) 9,982 (17,598,754 )
Contributions:
Participant rollover 360,544 4,232 89,479 128,514
Employer profit sharing 2,576,152 395,873 237,119 1,265,889
Employer matching 4,357,208 815,212 414,504 2,997,023
Employee 8,096,814 1,324,667 832,152 5,617,052
Total increases 76,455,384 6,397,942 4,097,569 (23,129,423 )
Transfers:
Net transfers (to) from Harris Corporation Union Retirement Plan (2,533,558 ) 22,449 (59,933 ) (1,172,332 )
Net transfers from (to) other trustees (Note 6) (90,392,884 ) (11,912,740 ) (4,805,868 ) (32,283,960 )
Net participants’ transfers between funds (65,753,874 ) (14,410,720 ) 24,079,424 (76,588,015 )
Total transfers (158,680,316 ) (26,301,011 ) 19,213,623 (110,044,307 )
Decreases:
Benefits paid directly to participants 72,285,763 7,415,231 16,601,341 26,312,287
Administrative expenses 1,191,424 217,880 107,337 1,100,179
Total decreases 73,477,187 7,633,111 16,708,678 27,412,466
Net increase (decrease) in net assets available for benefits (155,702,119 ) (27,536,180 ) 6,602,514 (160,586,196 )
Net assets available for benefits:
Beginning of year 940,023,289 96,331,444 42,386,280 334,227,216
End of year $ 784,321,170 $ 68,795,264 $ 48,988,794 $ 173,641,020

See accompanying notes to financial statements.

3

                                       
Equity Stable Harris
Index Value Growth Corporation
Fund Fund Fund Stock Fund
Increases:
Plan interest in Harris Corporation Master Trust investment income $ (5,507,568 ) $ 8,044,386 $ 8,570,633 $ (13,589,611 )
Interest — 13,203,158 500,654 4,758
Dividends — — 2,693,664 3,821,212
Net appreciation (depreciation) in fair value of investments 30,597,428 — 48,391,818 9,959,073
Contributions:
Participant rollover 413,835 390,891 542,079 —
Employer profit sharing 2,314,143 889,831 2,509,376 —
Employer matching 4,752,964 1,693,581 3,956,302 4,260,283
Employee 9,208,286 2,935,662 8,398,109 2,618,964
Total increases 41,779,088 27,157,509 75,562,635 7,074,679
Transfers:
Net transfers (to) from Harris Corporation Union Retirement Plan (1,369,342 ) (200,663 ) (1,382,855 ) (3,105 )
Net transfers from (to) other trustees (Note 6) (60,206,835 ) (49,514,624 ) (40,301,980 ) (3,969,803 )
Net participants’ transfers between funds (18,152,742 ) 31,390,859 103,159,722 (1,137,698 )
Total transfers (79,728,919 ) (18,324,428 ) 61,474,887 (5,110,606 )
Decreases:
Benefits paid directly to participants 41,301,115 47,120,894 34,671,738 3,373,390
Administrative expenses 271,655 479,125 1,191,681 583
Total decreases 41,572,770 47,600,019 35,863,419 3,373,973
Net increase (decrease) in net assets available for benefits (79,522,601 ) (38,766,938 ) 101,174,103 (1,409,900 )
Net assets available for benefits:
Beginning of year 480,286,514 373,866,737 288,698,231 36,035,733
End of year $ 400,763,913 $ 335,099,799 $ 389,872,334 $ 34,625,833

[Additional columns below]
[Continued from above table, first column(s) repeated]
                             
International Loan
Fund Fund Total
Increases:
Plan interest in Harris Corporation Master Trust investment income $ 893,371 $ — $ (11,243,617 )
Interest 858,285 1,607,964 30,271,095
Dividends 216,538 — 12,440,528
Net appreciation (depreciation) in fair value of investments 1,233,743 — 114,340,538
Contributions:
Participant rollover 71,757 — 2,001,331
Employer profit sharing 245,657 — 10,434,040
Employer matching 320,726 — 23,567,803
Employee 694,735 — 39,726,441
     Total increases 4,534,812 1,607,964 221,538,159
Transfers:
Net transfers (to) from Harris Corporation Union Retirement Plan (122,196 ) 9,678 (6,811,857 )
Net transfers from (to) other trustees (Note 6) (2,624,056 ) (6,664,383 ) (302,677,133 )
Net participants’ transfers between funds 20,588,011 (3,174,967 ) —
     Total transfers 17,841,759 (9,829,672 ) (309,488,990 )
Decreases:
Benefits paid directly to participants 1,436,120 2,032,815 252,550,694
Administrative expenses 10,581 — 4,570,445
     Total decreases 1,446,701 2,032,815 257,121,139
Net increase (decrease) in net assets available for benefits 20,929,870 (10,254,523 ) (345,071,970 )
Net assets available for benefits:
Beginning of year 10,557,290 32,387,655 2,634,800,389
End of year $ 31,487,160 $ 22,133,132 $ 2,289,728,419

See accompanying notes to financial statements.

4

HARRIS CORPORATION RETIREMENT PLAN

Notes to Financial Statements

June 30, 2000 and 1999

1. Description of the Plan

The following description of the Harris Corporation Retirement Plan (“Plan”) provides only general information. Participants should refer to the Plan document for a more complete description of the Plan’s provisions.

General

The Harris Corporation Retirement Plan is a defined contribution plan covering substantially all domestic employees of Harris Corporation who are not covered by a collective bargaining agreement. It is subject to the provisions of the Employee Retirement Income Security Act of 1974 (ERISA).

Contributions

The Harris Corporation Retirement Plan features a Profit-Sharing Program and a Deferred Income Savings Program. The Corporation’s annual contribution to the Profit-Sharing Program is equal to 11.5% of the Corporation’s adjusted and consolidated net income as defined under the plan document, plus any discretionary amount determined by the Board of Directors of the Corporation. The Profit-Sharing contribution is allocated, in the subsequent Plan year, among participating employees’ individual account balances based on eligible compensation. The Deferred Income Savings Program was designed to take advantage of Internal Revenue Code Section 401(k). Under the Deferred Income Savings Program, participants may contribute up to 12% of their regular eligible compensation to the Plan in 1% increments. The contributions can be in pre-tax or after-tax dollars at the participant’s election. The employer contributes a matching amount equal to 100% of the participant’s contributions, to a maximum of 6.857% of eligible compensation. Participants are eligible to make elective contributions on a pre-tax or after-tax basis during the first year of service. Participants become eligible to receive allocations under the Profit-Sharing Program and matching contributions under the Deferred Income Savings Program after completing one year of credited service.

Payments of Benefits

Distributions from the Plans can be made in the event of death, disability, termination of employment or financial hardship.

Participant Loans

The loan program permits employees to borrow against their 401(k) plan contributions. Employees may borrow in increments of $100 from a minimum of $500 to a maximum of $50,000, within certain limitations established by the Plan. Payback periods range from one to 4 1/2 years at the option of the participant. Interest rates are established by the Corporation based on market rates. The outstanding loans have been established as a separate fund. Principal and interest paid on the loans are allocated to the funds consistent with the allocation of 401(k) plan contributions.

5

HARRIS CORPORATION RETIREMENT PLAN

Notes to Financial Statements

June 30, 2000 and 1999

1. Description of the Plan, continued

Vesting

A participant’s right to profit-sharing funds and employer matched deferred income contributions becomes vested using a formula based upon service, with 30% vesting after three years of credited service, an additional 10% vesting for the fourth year, and an additional 20% vesting for each of the three following years of credited service. At the time of retirement, death, or termination of employment, a participant’s vested share of the Plans assets, net of any participant loans outstanding, becomes distributable in a lump-sum payment or through installments over a period of time as requested by the participant and approved by the Retirement Plan Administrative Committee.

Forfeitures

A participant who terminates employment for reasons other than retirement or other specified circumstances and is not 100% vested, will forfeit the non-vested portion of the Corporation’s contributions unless the participant returns to employment within five years. The forfeited contributions reduce the cash contributions from the Corporation. For the year ended June 30, 2000, employer contributions were reduced by $3,509,536 from forfeited nonvested accounts.

Plan Termination

Although it has not expressed any intent to do so, Harris Corporation has the right under the Plan to discontinue its contributions at any time and to terminate the Plan subject to the provisions of ERISA. In the event of Plan termination participants will become 100 percent vested in their accounts.

Investment Options

Upon enrollment into the Plan, a participant may direct employer, employee, and profit sharing contributions in any of nine investment options, except that profit sharing contributions may not be invested in the Harris Stock Fund. The investment options are fully described in the “Employer Summary Plan Description”. Elections to change funds can be made daily; however, amounts in the Stable Value Fund, which is comprised of unallocated insurance contracts, cannot be transferred directly to the Short-Term Bond Fund or the Money Market Fund.

2. Summary of Significant Accounting Policies

Basis of Accounting

The accounting records of the Plan are maintained on the accrual basis.

Use of Estimates

The preparation of financial statements in conformity with generally accepted accounting principles requires the plan administrator to make estimates and assumptions that affect certain reported amounts and disclosures. Accordingly, actual results may differ from those estimates.

6

HARRIS CORPORATION RETIREMENT PLAN

Notes to Financial Statements

June 30, 2000 and 1999

2. Summary of Significant Accounting Policies, continued

Investment Valuation and Income Recognition

The fair value of the Plan’s interest in the Harris Corporation Master Trust (the “Master Trust”) is based on the beginning of year value of the Plan’s interest in the trust plus actual contributions and allocated investment income less actual distributions and allocated administrative expenses. Quoted market prices are used when available, to value investments. Investments for which a quoted market value is not available are stated at fair values reported by the trustee or investee company. Guaranteed investment contracts held in the Plan’s Stable Value Fund are fully benefit-responsive. In accordance with Statement of Position No. 94-4 “Reporting of Investment Contracts Held by Health and Welfare Benefit Plans and Defined-Contribution Pensions Plans”, these contracts are recorded at contact value, which approximates fair value. The average effective yield for the years ended June 30, 2000 and 1999 was 6.02% and 6.54%, respectively. Crediting interest rates range from 5.09% — 7.53% at June 30, 2000 and 4.58% — 8.29% at June 30, 1999. Participant loans are stated at cost.

Purchases and sales of securities are recorded on a trade-date basis. Interest income is recorded on the accrual basis. Dividends are recorded on the ex-dividend date. The net appreciation (depreciation) in fair value of investments represents the sum of the unrealized appreciation or depreciation in aggregate fair value of investments and the realized gain or loss on sale of investments.

Administrative Expenses

Unless otherwise elected by Harris Corporation, all ordinary and extraordinary charges and expenses incurred by the Trustee in connection with the administration of the Plan are paid by the Trustee from the assets of the Trust.

Payment of Benefits

Benefits are recorded when paid.

3. Transactions with Parties-in-Interest

Under Department of Labor regulations for reporting and disclosure, an employee benefit plan is required to report investment transactions and compensation paid to a “party-in-interest”.

The term “party-in-interest” is broadly defined but would include Harris Corporation as the Plan Sponsor; Bankers Trust Company as Trustee; and any person or corporation that renders services to the Plan.

Investments of the Plan at June 30, 2000 and the Master Trust at June 30, 1999 include the following:

                                 
2000 1999
Shares Fair Value Shares Fair Value
Pyramid Broad Market Fixed Income Fund 87,192,631 $ 197,175,672 107,258,171 $ 231,708,754
Pyramid Equity Index Fund 130,608 459,684,528 197,986 649,181,888
Harris Corporation common stock 1,038,114 33,998,234 942,183 36,921,796

7

HARRIS CORPORATION RETIREMENT PLAN

Notes to Financial Statements

June 30, 2000 and 1999

3. Transactions with Parties-in-Interest, continued

Cash and cash equivalents of the Plan at June 30, 2000 and the Master Trust at June 30, 1999 include (but is not limited to) the following:

                                 
2000 1999
Shares Fair Value Shares Fair Value
Pyramid Directed Account Cash Fund 47,130,926 $ 47,130,926 36,377,091 $ 36,377,091

Pyramid Funds are managed by Bankers Trust Company, the Plan’s Trustee.

4. Investments

The Harris Corporation Master Trust was established for the investment of assets of the Plan and the Harris Corporation Union Retirement Plan. Each participating retirement plan has an undivided interest in the Master Trust. The assets of the Master Trust are held by Bankers Trust Company (Trustee). At June 30, 1999, the Plan’s interest in the net assets of the Master Trust was approximately 96.94%. Investment income and administrative expenses relating to the Master Trust are allocated to the individual plans based upon average daily balances invested by each plan.

In August 1999, Harris Corporation sold its semiconductor business to Intersil Corporation. As a result, Intersil Corporation became sponsor of the Harris Corporation Union Retirement Plan and the Master Trust was discontinued in October 1999, following the transfer of net assets of the Harris Corporation Union Retirement Plan to the successor trustee (see Note 6).

Investments of the Master Trust as of June 30, 1999 are as follows:

             
1999
Fair value as determined by quoted market prices:
U.S. government securities $ 145,430,356
Corporate debt securities 118,559,105
Foreign debt securities 3,426,807
Corporate equity securities 963,401,968
Morgan Stanley International Magnum Fund 76,388,635
Putnam New Opportunities Fund 56,766,848
1,363,973,719
Fair value as determined by investee company:
Pyramid Broad Market Fixed Income Fund 231,708,754
Pyramid Equity Index Fund 649,181,888
880,890,642
Contract value:
Unallocated insurance contracts 358,207,264
Totals — Master Trust $ 2,603,071,625
Plan interest in Master Trust $ 2,523,521,342

8

HARRIS CORPORATION RETIREMENT PLAN

Notes to Financial Statements

June 30, 2000 and 1999

4. Investments, continued

Investment income of the Master Trust during the year ended June 30, 2000 is as follows:

           
Net appreciation (depreciation) in fair value as determined by quoted market price:
U.S. government securities $ (472,638 )
Corporate debt securities (454,297 )
Foreign debt securities (65,715 )
Corporate equity securities (31,911,234 )
Morgan Stanley International Magnum Fund 4,665,883
Putnam New Opportunities Fund 4,042,031
(24,195,970 )
Net appreciation (depreciation) in fair value as determined by investee company:
Pyramid Broad Market Fixed Income Fund 2,172,814
Pyramid Equity Index Fund (6,564,163 )
(4,391,349 )
Interest and dividends 18,476,990
Totals — Master Trust $ (10,110,329 )
Plan interest in Master Trust $ (11,243,617 )

The fair value of individual investments that represent 5% or more or plan net assets at June 30, 2000 are as follows:

         
Pyramid Equity Index Fund $ 459,684,528
Pyramid Broad Market Fixed Income Fund $ 197,175,672

5. Tax Status

The plan obtained its latest determination letter on August 18, 1998, in which the Internal Revenue Service stated that the plan, as then designed, was in compliance with the applicable requirements of the Internal Revenue Code. The plan has been amended since receiving the determination letter. The Company intends to request a determination letter for the amended plan. The Plan administrator believes that the Plan currently is designed and being operated in compliance with the applicable requirements of the Internal Revenue Code and that, therefore, the Plan continues to qualify under Section 401(a) and the related trust is tax-exempt as of June 30, 2000. Therefore, no provision for income taxes has been included in the Plan’s financial statements.

9

HARRIS CORPORATION RETIREMENT PLAN

Notes to Financial Statements

June 30, 2000 and 1999

6. Net Transfers from (to) Other Trustees

Transfers in

On July 1, 1999, Harris Intraplex, Inc. 401(k) Profit Sharing Plan was merged into the Plan.

Transfers out

During the year ended June 30, 2000, the Plan transferred assets to other qualified plans in connection with the spin-off of and sales of several business units.

These transfers included the following:

Intersil

In August 1999, Harris Corporation sold its semiconductor business to Intersil Corporation. Substantially all employees of Harris Semiconductor were offered positions with Intersil. In October 1999 the value of the Harris Semiconductor employees’ participant accounts were transferred to the Intersil Plan’s trustee.

Lanier Worldwide, Inc.

On November 5, 1999 Harris Corporation distributed one share of Lanier Worldwide, Inc. common stock for each share of Harris Corporation common stock owned to shareholders of record on November 1, 1999. In connection with this transaction the value of participant accounts of Lanier Worldwide, Inc. employees who had previously participated in the Harris Corporation Retirement Plan were transferred to the Lanier Worldwide, Inc. Plan’s trustee in March 2000.

Other

In addition to the above transactions, Harris Corporation sold business units which resulted in the transfer of assets in December 1999, April 2000 and June 2000 to the trustees of plans for M2Global, Inc. Sanmina, Inc. and General Signal, Inc., respectively.

Amounts transferred in and amounts transferred out to other trustees as a result of these events were as follows:

                                 
Participant
Cash Loans Securities Total
M2Global, Inc. $ 2,317,758 $ 83,790 $ — $ 2,401,548
Lanier Worldwide, Inc. 4,798,867 36,164 — 4,835,031
General Signal, Inc. 2,072,897 7,179 — 2,080,076
Sanmina, Inc. 1,426,374 83,869 — 1,510,243
Intersil, Inc. 183,202,670 6,455,900 103,051,502 292,710,072
Total transfers out 193,818,566 6,666,902 103,051,502 303,536,970
 
Transfers in — Harris Intraplex, Inc. 857,318 2,519 — 859,837
Net transfers $ 192,961,248 $ 6,664,383 $ 103,051,502 $ 302,677,133

10

Supplemental Schedules

 

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 1
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
RETIREMENT PLAN
COMBINED REPORT
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
TRANSOCEAN SEDCO FOREX INC 31,177.000 1,430,478.62 1,666,020.94
CON USD0.01
(FORMELY SONAT OFFSHORE)
UNILEVER NV 17,400.000 931,406.02 798,279.64
COM
ISIN # NL0000009348
AMOCO COMPANY 1,500,000.000 1,558,080.00 1,363,650.00
ISIN #XS0087845581
DTD 06/09/1998 6.000% 06/09/2008
FLEXTRONICS INTL LTD 9,300.000 437,530.91 63,793,75
PYRAMID DISCRETIONARY 0.680 0.68 0.68
ACCOUNT CASH FUND
PYRAMID DIRECTED ACCOUNT CASH 47,130,925.430 47,130,925.43 47,130,925.43
FUND
ABN ANRO BK NV 100,000.000 103,139.14 97,114.00
7.125% 06/18/2007
RESERVE INVSTMT FUND INC 3,422,284.090 3,422,284.09 3,422,284.09
05/20/2000
PARTICIPANT LOANS 22,133,132.550 0.00 22,133,132,55
AFLAC CORP 21,300.000 977,069.15 978,468.75
AES CORP 37,800.000 957,808.69 1,724,625.00
COM STK USD0.01
AIG FDG INC COMMERCIAL PAPER 2,000,000.000 1,977,768.89 1,977,768.89
DISC DTD 24MAY2000 DUE 24JUL2000
AT&T CORP 1,500,000.000 1,478,190.00 1,409,700.00
DTD 03/26/1999 5.625% 03/15/2004

11

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 2
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
AT & T CORP 74,084.000 2,877,206.70 2,342,906.50
COM
AT&T CORP 161,400.000 2,203,331.89 3,913,950.00
COM LIBERTY MEDIA GROUP SER A
ABBOTT LABORATORIES 78,700.000 2,929,592.66 3,507,068.75
COM NPV
ADOBE SYSTEMS COM NPV 11,800.000 1,141,258.50 1,534,000.00
AGILENT TECHNOLOGIES INC 30,900.000 1,786,447.17 2,278,875.00
COMMON STOCK USD0.01
AKAMAI TECHNOLOGIES INC 100.000 2,600.00 11,873.43
COMMON STOCK USD0.01
ALCOA INC 88,360.000 1,620,559.23 2,562,440.00
COM
ALLERGAN INC COM 12,000.000 665,937.58 894,000.00
USD0.01
ALLTEL COM 50,200.000 2,141,957.90 3,109,262.50
USD1
ALTERA 88,220.000 2,304,080.41 8,992,926.25
COM NPV
ALUMINUM CO COMMERCIAL PAPER 2,000,000.000 1,966,750.00 1,966,750.00
DISC DTD 18MAY2000 DUE 16AUG2000
AMBAC INC 27,200.000 1,329,383.36 1,490,900.00
COM
AMERADA HESS CORP 1,000,000.000 995,470.00 971,890.00
NT 10/01/1999 7.375% 10/01/2009
AMERADA HESS CORP COM 26,000.000 1,462,121.88 1,605,500.00

12

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 3
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
AMERICA ONLINE INC DEL 71,500.000 2,981,590.56 3,767,156.25
COM
AMERICAN EXPRESS CR CORP 2,000,000.000 1,982,923.33 1,982,923.33
DISC NOTE 07/10/1996
AMERICAN EXPRESS CO 81,400.000 2,703,846.15 4,242,975.00
COM
AMERICAN GEN FIN MEDTM SRNT BE COMMERCIA 2,000,000.000 1,981,526.67 1,981,526.67
DISC DTD 06JUN2000 DUE 27JUL2000
AMERICAN GEN CORP COM 71,990.000 3,849,687.57 4,391,390.00
AMERICAN HOME PRODS CORP 89,600.000 3,593,241.95 5,264,000.00
COM
AMER HONDA FIN CORP MTN BE144A COMMERCIA 2,000,000.000 1,969,060.00 1,969,060.00
DISC DTD 18MAY2OOO DUE 10AUG2000
AMERICAN INTL GROUP INC COM 128,571.000 7,984,427.27 15,107,092.50
AMERICAN TEL COMMERCIAL PAPER 2,000,000.000 1,970,615.00 1,970,615.00
DISC DTD 08JUN2000 DUE 28AUG2000
AMGEN CORP COM NPV 54,500.000 1,837,389.90 3,828,625.00
ANADARKO PETE CORP COM 29,300.000 1,134,008.41 1,444,856.25
ANALOG DEVICES INCORPORATION 16,600.000 1,277,303.88 1,261,600.00
COM STK USD0.16 2/3
ANHEUSER BUSCH COS INC 500,000.000 497,765.00 429,390.00
NT DTD 10/06/1998 5.125%
10/01/2008
ANHEUSER BUSCH COS INC COM 40,800.000 2,565,492.90 3,047,250.00
APACHE CORP 300,000.000 291,573.00 289,089.00
7.700% DTD 27FEB1996 DUE 15MAR2026

13

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 4
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
APACHE CORP 10,000.000 557,574.46 588,125.00
APPLE COMPUTER COM.NPV 18,200.000 448,724.67 953,225.00
APPLIED MICRO CIRCUITS CORP 32,760.000 2,345,191.39 3,235,050.00
CDT-COM
APPLIED MATLS INC COM 101,620.000 2,176,382.08 9,209,312.50
ARCHER DANIELS MIDLAND CO 485,000.000 482,672.00 406,405.75
NT DTD 04/23/1999 6.625% 05/01/2029
ARIBA INC 4,500.000 472,180.52 441,210.60
COM
ARMSTRONG HLDGS INC 31,400.000 1,928,472.28 480,812.50
COM
ASSOCIATES FIRST CAP CORP COMMERCIAL PAP 1,800,000.000 1,774,768.00 1,774,768.00
DISC DTD 13APR2000 DUE 05JUL2000
ASSOCIATES CORP OF NORTH AMERICA 1,000,000.000 990,880.00 971,650.00
5.500% DTD 09FEB1999 DUE 15FEB2002
ASSOCIATES FIRST CAP CORP 110,910.000 3,549,385.12 2,474,679.38
CL A
AUTOMATIC DATA PROCESSING INC 179,460.000 6,273,842.67 9,612,326.25
COM STK USD0.10
AVERY DENNISON CORP 7,600.000 554,655.37 510,150.00
COM
AVON PRODS INC COM 6,200.000 245,848.82 275,900.00
BHP FIN USA LTD 1,300,000.000 1,297,374.00 1,292,655.00
NT DTD 11/01/1993 5.625%
11/01/2000

14

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 5
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
BP AMOCO P L C 87,956.000 2,910,025.39 4,975,011.25
COM
BMC SOFTWARE INC 17,300.000 705,510.20 631,178.39
COM STK
BAKER HUGHES 62,700.000 1,457,643.50 2,006,400.00
COM
US
BANK ONE CREDIT CARD MASTER TRUST 500,000.000 500,957.03 500,465.00
FLTG RTE ASS-BCKD CERTS CL ‘A’ 12/03 USD
BANK OF AMERICA CORP 29,500.000 1,606,279.58 1,268,500.00
COM STK USD0.01
(FRMLY BANKAMERICA CORP)
BANK OF NEW YORK 28,700.000 812,869.17 1,334,550.00
COM
USD7.5
BANC ONE COLUMBUS OHIO 1,000,000.000 994,750.00 999,090.00
SUB NT DTD 11/30/1992 7.375% 12/01/2002
BANC ONE CORP COM NPV 58,500.000 2,151,441.72 1,553,906.25
BAXTER INTL INC 7,800.000 508,303.07 548,437.50
COM
BEA SYS INC 41,300.000 1,675,778.62 2,041,768.75
COM
BECTON,DICKINSON & CO COMMERCIAL PAPER 1,500,000.000 1,485,330.00 1,485,330.00
DISC DTD 12MAY2000 DUE 05JUL2000
BECTON DICKINSON & CO COM 30,300.000 826,124.76 869,231.25
BELL ATLANTIC CORP COM 41,300.000 1,489,862.99 2,098,556.25

15

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 6
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
BEL SOUTH COMMERCIAL PAPER 2,000,000.000 1,988,408.89 1,988,408.89
DISC DTD 23MAY2000 DUE 21JUL2000
BELLSOUTH CORP COM 26,100.000 758,383.46 1,112,512.50
BEST BUY INC COM 16,700.000 952,379.73 1,056,275.00
BESTFOODS 4,300.000 237,687.70 297,775.00
COM
BLACK & DECKER CORP 2,000,000.000 2,025,380.00 1,978,220.00
7.50% 01APR03
BLOCK H & R COM NPV 24,700.000 800,762.04 799,662.50
BOEING CO COM 35,100.000 1,334,067.20 1,467,618.75
BOMBARDIER CAP INC MTN BE 144A 325,000.000 325,000.00 325,029.25
VAR RATE DTD 04OCT1999 DUE 04OCT2000
BORG-WARNER AUTOMOTIVE INC 965,000.000 966,167.65 847,395.45
6.500% DTD 22FEB1999 DUE 15FEB2009
BRISTOL MYERS SQUIBB CO 186,880.000 9,795,808.70 10,885,760.00
COM
BROADCOM CORP 7,600.000 1,485,728.42 1,663,925.00
CL A
BROADVISION INC 6,100.000 281,150.09 309,956.25
COM
BROCADE COMMUNICATIONS SYS INC 9,700.000 1,324,110.61 1,779,797.71
COMMON STOCK
BROWN FORMAN CORP 26,900.000 1,254,102.88 1,445,875.00
CL B
CIGNA CORP COM 18,200.000 1,529,234.82 1,701,700.00

16

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 7
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
CIT GROUP HLDGS INC COMMERCIAL PAPER 2,000,000.000 1,977,386.67 1,977,386.67
DISC DTD 02MAY2000 DUE 05JUL2000
CIT GROUP INC 455,000.000 452,492.95 419,400.80
NT DTD 02/05/1999 5.500% 02/15/2004
CIT GROUP INC 600,000.000 591,174.00 582,084.00
10/06/1999 7.125% 10/15/2004
CIT RV OWNER TRUST 249,005.145 248,731.37 247,989.20
1995-B SERIES A
6.500% DTD 15AUG1995 DUE 15APR2011
CVS CORP 97,290.000 3,921,533.89 3,891,600.00
COM
CALPINE CORP 25,800.000 737,471.19 1,696,350.00
COM STK USD0.001
CAMPBELL SOUP CO COM 43,300.000 1,833,261.10 1,261,112.50
CAMPBELL SOUP CO COMMERCIAL PAPER 1,800,000.000 1,774,560.50 1,774,560.50
DISC DTD 20APR2000 DUE 12JUL2000
CANADIAN NATL RY CO 710,000.000 648,776.70 599,005.70
NT DTD 07/07/1998
6.900% 07/15/2028
GMAC AUTO LOAN 99 292A4 615,000.000 614,582.42 609,231.30
6.3% DTD 09SEP1999 DUE 15MAY2004
CAPITAL ONE BK MTN BE 250,000.000 250,440.00 245,412.50
6.150% DTD 01JUN1998 DUE 01JUN2001
CARDINAL HEALTH INC 17,000.000 946,516.40 1,258,000.00
COM STK NPV
CATERPILLAR FINL SVCS MTNS BE COMMERCIAL 850,000.000 837,009.17 837,009.17
DISC DTD 08JUN2000 DUE 31AUG2000

17

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 8
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
CATERPILLAR INC DEL 57,010.000 3,203,023.45 1,931,213.75
CENTEX COM USD0.25 14,440.000 286,648.30 339,340.00
CHAMPION INTL COM $USO.5 0.000 0.00 0.00
CHARTERED SEMICONDUCTOR MFG LTD 6,400.000 303,037.08 576,000.00
ADR
CHASE MANHATTAN CREDIT MASTER 1,700,000.000 1,699,468.75 1,698,402.00
SERIES 1997-2 CLASS A
6.3% DTD 18AUG1997 DUE 15APR2003
CHASE MANHATTAN CORP NEW 89,460.000 3,878,074.87 4,120,751.25
COM
CHASE MANHATTAN CORP 500,000.000 501,357.50 500,890.00
SERIES MTNC
FLT RT DTD 08DEC1998 DUE 08DEC2000
CHASE MANHATTAN CREDIT MASTER 1,100,000.000 1,103,953.13 1,097,932.00
7.04% BDS 15/2/2005 USD1000
CHEVRON CORP COM 93,970.000 7,642,370.46 7,969,830.63
CHEVY CHASE AUTO RECEIVABLES TRUST 181,751.616 181,382.51 180,557.51
SERIES 1996-2 CLASS A
5.9% DTD 15DEC96 DUE 15JUL2003
CHINA TELECOM HONG KONG LTD 7,700.000 1,397,350.25 1,369,156.25
SPONSORED ADR
CHINA UNICOM 10,700.000 226,317.28 227,375.00
AMERICAN DEPOSITARY RECEIPT
CHUBB CORP COM 26,500.000 1,530,308.34 1,629,750.00
CISCO SYSTEMS 466,480.000 9,950,284.67 29,650,635.00
COMMON STOCK NPV

18

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 9
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
CINTAS CORP COM 57,255.000 1,578,506.19 2,100,542.81
CITIGROUP INC 200,637.000 7,167,419.04 12,088,379.25
COM
CLEAR CHANNEL COMMUNICATIONS,INC 130,000.000 129,924.60 130,373.10
7.875% DTD 21JUN2000 15JUN2005
CLEAR CHANNEL COMMUNICATIONS INC 34,800.000 2,380,761.62 2,610,000.00
COM
CLOROX CO COM 17,000.000 780,500.16 761,812.50
COCA COLA CO COM 72,500.000 4,391,927.62 4,164,218.75
COLGATE PALMOLIVE CO MTNS BE 600,000.000 600,000.00 592,212.00
6.580% DTD 05N0V1999 DUE 05NOV2002
COLGATE PALMOLIVE CO COM 33,100.000 1,598,085.97 1,981,862.50
COMCAST CORP 34,200.000 933,736.90 1,385,100.00
CL A SPL
COMDISCO INC COM 3,900.000 185,366.78 87,018.75
COMERICA 42,610.000 2,679,551.99 1,912,123.75
COM USD5
COMMERCE BANCHSHARES INC COM 66,951.000 1,858,846.00 1,991,792.25
COMPAQ COMPUTER CORP 44,200.000 1,079,153.08 1,129,862.50
COMPUTER ASSOC INTL 14,700.000 980,946.89 752,456.25
COMMON USD 0.10
COMPUTER SCIENCES COM $US1 70,260.000 3,239,582.03 5,247,543.75
COMVERSE TECHNOLOGY INC 23,788.000 1,056,822.42 2,212,284.00
COM PAR $0.10

19

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 10
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
CONOCO INC 210,000.000 209,697.60 200,535.30
NT DTD 04/20/1999 5.900% 04/15/2004
CONOCO INC 34,800.000 912,278.96 765,600.00
CL A
CONSECO FIN SECS 200,000.000 199,968.75 201,654.00
SERIES 2000-D CL A3
7.890% 28JUN2000 DUE 15JUL2018
CONSOLIDATED PAPER INC COM 2,000.000 51,830.28 73,125.00
COOPER INDS INC COM 10,400.000 373,832.27 338,650.00
CORNING INC 19,900.000 1,833,577.99 5,370,512.50
COM
COSTCO WHOLESALE CORP 72,970.000 3,714,370.01 2,408,010.00
COM STK USD0.01
(FORMERLY PRICE COSTCO/COSTCO CO)
COUNTRYWIDE HOME LNS INC 1,135,000.000 1,135,000.00 1,129,325.00
MEDIUM TERM NTS
DTD 10/21/1998 5.620% 10/16/2000
COX COMMUNICATIONS INC NEW 1,000,000.000 998,910.00 993,710.00
NT DTD 08/13/1999 7.000% 08/15/2001
COX COMMUNICATIONS INC 29,700.000 1,039,174.95 1,353,206.25
CLASS ‘A’ COM STK USD0.01
COX ENTERPRISES INC 325,000.000 321,707.75 319,588.75
6.625% DTD 23JUN1999 DUE 14JUN2002
DST SYS INC DEL 18,500.000 954,382.88 1,408,312.50
COM
DAIMLERCHRYSLER NORTH AMERICA 480,000.000 479,798.40 478,646.40
7.125% DTD 15MAR00 DUE 01MAR2002

20

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 11
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
DANA COM USD1 15,500.000 428,782.59 328,406.25
DANAHER CORP COM 13,700.000 715,453.59 677,293.75
DEERE & CO COM $US1 100,500.000 4,077,982.63 3,718,500.00
DEERE & CO MED TERM NTS BE COMMERCIAL PA 2,000,000.000 1,971,296.67 1,971,296.67
DISC DTD 19JUN2000 DUE 06SEP2000
DELL COMPUTER COM USD1 90,400.000 3,024,507.50 4,457,850.00
DEVON ENERGY CORPORATION NEW 20,800.000 1,198,149.26 1,168,700.00
COM
DISNEY WALT CO 107,017.000 3,331,806.48 4,153,597.31
DISNEY COM
DONNELLEY R R & SONS CO COM 44,900.000 1,397,050.96 1,013,056.25
DOUBLECLICK INC 7,600.000 657,372.73 289,750.00
COMMON STOCK
DOW CHEM CO COM 26,100.000 708,732.30 787,893.75
DOW JONES COM USD1 13,900.000 513,308.93 1,018,175.00
DU- PONT DE NEMOURS 96,025.000 5,044,112.61 4,201,093.75
COM USD0.60
DU PONT E I COMMERCIAL PAPER 1,700,000.000 1,679,175.00 1,679,175.00
DISC DTD 28APR2000 DUE 07JUL2000
DUKE ENERGY CORPORATION 30,800.000 1,435,090.43 1,736,350.00
DUN & BRADSTREET CORP DEL 39,900.000 938,834.29 1,142,137.50
COM
EMC CORP MASSACHUSETTS 103,400.000 2,990,632.81 7,955,337.50
COM STK USD0.01

21

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 12
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
EASTMAN KODAK CO COMMERCIAL PAPER 1,919,000.000 1,893,013.54 1,893,013.54
DISC DTD 12MAY2000 DUE 26JUL2000
EASTMAN KODAK CO COM 34,800.000 2,206,977.36 2,070,600.00
EATON CORP COM 14,000.000 988,788.51 938,000.00
ECHOSTAR COMMUNICATIONS CORP 18,000.000 1,101,906.62 595,967.40
CLASS ‘A’ COM STK USD0.01
ECOLAB INC COM 17,400.000 628,343.49 679,687.50
ELECTRONIC DATA SYS CORP NEW 15,700.000 733,742.43 647,625.00
COM
ENERSIS S A 100,000.000 94,050.00 95,089.00
NT DTD 11/26/1996 6.600%
12/01/2026
ENRON CORP COM 25,700.000 996,736.74 1,657,650.00
ENTERGY CORP NEW 27,200.000 720,800.00 739,500.00
COM
EVEREST REINSURANCE HLDG 500,000.000 499,115.00 502,605.00
8.500% DTD 14MAR2000 15MAR2005
EXODUS COMMUNICATIONS INC 18,600.000 1,319,122.96 856,762.50
COM
EXXON MOBIL CORP 223,297.000 12,262,401.21 17,528,814.50
COMMON STOCK
FEDERAL HOME LN MTG CORP 331,203.980 332,394.22 321,370.53
PARTN CTF GROUP #C00445
7.000% 02/01/2026
FEDERAL HOME LN BKS 2,140,000.000 2,138,330.80 2,121,275.00
PREASSIGN 602 5.625%
03/19/2001

22

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 13
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
FEDERAL HOME LN BKS 5,295,000.000 5,369,235.90 4,921,861.35
6.050% DTD 27MAY1998 DUE 27MAY2008
FEDERAL HOME LOAN BANKS		 500,000.000 499,530.00 484,920.00
SER G DTD 01/20/1999 4.875% 01/22/2002
FEDERAL HOME LOAN BANKS 440,000.000 439,832.95 435,736.40
5.375% DTD 02MAR1999 DUE 02MAR2001
FEDL FARM CR BKS CONS SYSW MTN 1,000,000.000 995,750.00 977,800.00
FLT RATE DTD 14FEB1997 DUE 14FEB2002
FEDERAL HOME LN MTG CORP 310,000.000 300,080.00 299,342.20
DEB DTD 06/30/1998 5.750% 07/15/2003
FEDERAL HOME LN MTGE SR PARTN PFD 67,300.000 2,858,311.20 2,725,650.00
FEDERAL HOME LN MTG CORP 26,746.350 27,341.16 29,339.41
PARTN CTF GROUP # 533914
11.500% 03/01/2018
FEDERAL NATIONAL MORTGAGE ASSOC 179,130.000 9,045,879.51 9,348,346.88
COM NPV
FEDERAL NATL MTG ASSN 1,845,000.000 1,781,536.96 1,697,104.80
02/05/1998 5.750% 02/15/2008
FEDERAL NATL MTG ASSN 12,850,000.000 12,525,464.59 12,502,664.50
DTD 10/20/1998 4.625% 10/15/2001
FEDERAL NATL MTG ASSN 4,260,000.000 4,256,847.60 4,240,702.20
DTD 01/14/2000 6.625% 01/15/2002
FEDERAL NATL MTG ASSN 127,380.850 128,594.94 125,808.97
GTD MTG PASS THRU CTF POOL# 001405
6.25% 04/01/2004
FEDERAL NATL MTG ASN MTN 450,000.000 448,866.00 424,966.50
6.210% DTD 07NOV1997 DUE 07NOV2007

23

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 14
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
FEDERAL NATL MTG ASSN 1,163,254.660 1,166,435.30 1,123,261.96
GTD MTG PASS THRU CTF POOL #251700
6.500% 05/01/2013
FEDERAL NATL MTG ASSN 410,928.530 412,340.96 408,520.49
GTD MTG PASS THRU CTF POOL #303572
7.000% 10/01/2002
FEDERAL NATL MTG ASSN 808,439.750 824,545.38 796,814.39
GTD MTG PASS THRU CTF POOL #303590
7.000% 11/01/2010
FEDERAL NATL MTG ASSN 434,377.470 434,309.44 428,808.75
GTD MTG PASS THRU CTF POOL #303777
7.000% 03/01/2011
FEDERAL NATIONAL MORTGAGE ASSOCIATION 250,116.010 254,926.55 249,880.90
POOL#303901
7.500% DTD 01APR1996 DUE 01MAY2011
FEDERAL NATL MTG ASSN 811,565.460 811,311.71 810,802.59
GTD MTG PASS THRU CTF POOL #313078
7.500% 09/01/2011
FEDERAL NATL MTG ASSN 1,038,790.590 1,030,674.92 1,028,070.27
GTD MTG PASS THRU CTF POOL #313125
7.000% 06/01/2011
FEDERAL NATL MTG ASSN 406,266.010 408,360.72 395,101.82
GTD MTG PASS THRU CTF POOL #335267
6.500% 01/01/2011
FEDERAL NATL MTG ASSN 1,195,790.560 1,185,701.01 1,158,792.80
GTD MTG PASS THRU CTF POOL #336399
7.000% 02/01/2026
FEDERAL NATL MTG ASSN 454,434.210 464,850.92 440,374.02
GTD MTG PASS THRU CTF POOL #336914
7.000% 02/01/2026

24

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 15
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
FEDERAL NATL MTG ASSN 580,352.870 564,121.09 553,511.55
GTD MTG PASS THRU CTF POOL #340687
6.000% 03/01/2011
FEDERAL NATL MTG ASSN 3,258,579.270 3,273,010.53 3,218,889.77
GTD MTG PASS THRU CTF POOL #357002
7.500% 06/01/2027
FEDERAL NATL MTG ASSN 1,992,343.280 1,988,296.33 1,968,076.54
GTD MTG PASS THRU CTF POOL #370203
7.500% 01/01/2027
FEDERAL NATL MTG ASSN 2,009,971.540 2,024,104.18 1,940,868.72
GTD MTG PASS THRU CTF POOL #406723
6.500% 03/01/2013
FIDELITY EQUIP LEASE TR 200,000.000 199,994.56 197,593.78
SERIES 1999-2 CLASS A3
6.960% DTD 30NOV1999 DUE 15NOV2004
FIFTH THIRD BANCORP 13,200.000 703,176.63 834,900.00
COM STK NPV
FIRST DATA CORP 27,200.000 1,141,784.66 1,349,800.00
COM
FIRSTAR CORP NEW WIS 65,200.000 1,453,332.80 1,373,275.00
COM
FISERV INC 78,605.000 2,839,535.62 3,399,666.25
COM STK USD0.01
FIRST ENERGY CORP 51,735.000 995,755.29 1,209,305.63
COMMON STOCK
FLEET BOSTON FIN CORP 71,899.000 1,512,898.38 2,444,566.00
COM STK USD.01
(FORMERLY FLEET BOSTON CORP)

25

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 16
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
FORD CR AUTO TR 1,740,000.000 1,739,851.72 1,743,793.20
SERIES 2000-C CL A4
7.240% DTD 22JUN2000 DUE 15FEB2004
FORD MTR CR CO 2,000,000.000 1,988,771.11 1,988,771.11
DISC NOTE 07/31/2000
FORD MTR CR CO 1,000,000.000 985,900.00 970,730.00
NT DTD 10/26/1998
5.125% 10/15/2001
FORD MTR CR CO 1,000,000.000 941,490.00 941,890.00
NT DTD 02/23/1999 5.750% 02/23/2004
FORD MOTOR CR CO 615,000.000 613,542.45 610,725.75
7.250% DTD 18JAN2000 DUE 15JAN2003
FORT JAMES CORP 1,005,000.000 1,037,220.30 951,503.85
SR NT DTD 09/29/1997 6.875% 09/15/2007
FORT JAMES CORP 77,500.000 2,136,232.54 1,792,187.50
COM
FORTUNE BRANDS INC 38,000.000 1,044,961.82 876,375.00
COM
GOVERNMENT NATL MTG ASSN 226,577.140 232,170.74 229,126.13
PASS THRU CTF POOL #405559
8.000% 01/15/2026
GOVERNMENT NATL MTG ASSN 171,550.380 176,294.80 173,480.32
PASS THRU CTF POOL #431644
8.000% 11/15/2026
GOVERNMENT NATL MTG ASSN 216,849.450 222,202.91 219,152.39
PASS THRU CTF POOL #434406
8.000% 06/15/2029
GOVERNMENT NATL MTG ASSN 163,723.960 168,251.95 165,462.71
PASS THRU CTF POOL #434427
8.000% 07/15/2029

26

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 17
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
GOVERNMENT NATL MTG ASSN 1,979,121.150 1,930,106.98 1,923,448.47
PASS THRU CTF PL # 434504
7.000% 08/15/2029
GNMA I & II —SINGLE ISSUER 237,521.560 244,090.49 240,193.68
POOL # 436565
8.00% 12/15/2026
GOVERNMENT NATL MTG ASSN 3,023,049.990 3,029,190.57 2,869,055.82
PASS THRU CTF POOL #437478
6.500% 03/15/2029
GOVERNMENT NATL MTG ASSN 56,806.560 58,208.96 57,445.63
PASS THRU CTF POOL #440437
8.000% 10/15/2026
GOVERNMENT NATL MTG ASSN 441,488.900 453,698.83 446,455.65
PASS THRU CTF POOL #441027
8.000% 12/15/2026
GOVERNMENT NATL MTG ASSN 2,526,387.040 2,562,802.54 2,553,217.27
PASS THRU CTF POOL #479081
8.000% 01/15/2030
GOVERNMENT NATL MTG ASSN 3,951,869.250 3,983,360.70 3,751,786.11
PASS THRU CTF POOL #486631
6.500% 10/15/2028
GOVERNMENT NATL MTG ASSN 1,645,000.430 1,549,641.81 1,561,204.11
PASS THRU CTF POOL #486845
6.500% 01/15/2029
GOVERNMENT NATL MTG ASSN 1,110,105.800 1,043,499.43 1,053,557.01
PASS THRU CTF POOL #487034
6.500% 03/15/2029
GOVERNMENT NATL MTG ASSN 2,077,978.020 1,956,605.60 1,972,125.82
PASS THRU CTF POOL #487056
6.500% 03/15/2029

27

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 18
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
GOVERNMENT NATL MTG ASSN 3,804,465.100 3,759,287.06 3,610,665.65
PASS THRU CTF POOL #490383
6.500% 04/15/2029
GOVERNMENT NATL MTG ASSN 1,107,929.610 1,050,975.09 1,051,491.68
PASS THRU CTF POOL #498286
6.500% 01/15/2029
GOVERNMENT NATL MTG ASSN 432,353.090 443,026.83 436,944.68
PASS THRU CTF POOL #499365
8.000% 07/15/2029
GOVERNMENT NATL MTG ASSN 4,532,377.010 4,583,366.24 4,404,881.24
PASS THRU CTF POOL # 506877
7.000% 05/15/2029
GOVERNMENT NATL MTG ASSN 1,049,895.000 1,038,083.68 1,061,044.88
PASS THRU CTF POOL #528232
8.000% 06/15/2030
GOVERNMENT NATL MTG ASSN 2,263,188.350 2,314,817.29 2,208,011.82
PASS THRU CTF POOL #780105
7.000% 01/15/2025
GOVERNMENT NATL MTG ASSN 440,768.870 455,300.43 449,390.31
PASS THRU CTF POOL #780367
8.000% 09/15/2008
GOVERNMENT NATL MTG ASSN 5,486,225.220 5,106,454.38 5,208,457.64
PASS THRU CTF POOL #781029
6.500% 05/15/2029
GOVERNMENT NATL MTG ASSN 2,255,000.180 2,083,761.10 2,140,829.52
PASS THRU CTF POOL #781035
6.500% 05/15/2029
GOVERNMENT NATL MTG ASSN 1,000,000.830 893,125.74 921,250.76
PASS THRU CTF POOL #781043
6.000% 05/15/2029

28

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 19
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
GTE CORP
MEDIUM TERM NTS BOOK ENTRY TRANCHE # TR		 1,280,000.000 1,280,000.00 1,278,528.00
00002 6.390% 09/11/2000
GTE CORP 500,000.000 521,950.00 442,570.00
DEB 6.940% 04/15/2028
GTE CORP COM 34,700.000 1,587,257.32 2,160,075.00
GAP STORES INC COM 26,137.000 750,524.89 816,781.25
GATEWAY INC 3,100.000 180,499.50 175,925.00
COM STK USD0.01
FRMLY(GATEWAY 2000 INC)
GENENTECH INC 14,000.000 1,437,223.05 2,408,000.00
COM STK
GENERAL DYNAMICS CORP COM USD1 17,100.000 1,049,465.75 893,475.00
GENERAL ELEC CAP CORP 1,800,000.000 1,774,296.00 1,774,296.00
DISC NOTE 07/11/2000
GENERAL ELECTRIC CO (U.S.) 563,080.000 14,534,051.02 29,843,240.00
GENERAL ELEC CAP CORP 1,975,000.000 1,997,159.50 1,944,901.00
MED TERM NTS TRANCHE # TR 00339
DTD 08/27/1998 5.770% 08/27/2001
GENERAL MILLS INC COM 81,500.000 2,493,884.31 3,117,375.00
GENERAL MOTORS COMMERCIAL PAPER 2,000,000.000 1,977,600.00 1,977,600.00
DISC DTD 04MAY2000 DUE 06JUL2000
GENERAL MTRS ACCEP CORP 845,000.000 827,381.75 825,928.35
MEDIUM TERM NTS TRANCHE # TR 00527
07/06/1999 6.300% 07/08/2002
GENERAL MTRS CORP 51,300.000 1,635,604.13 1,500,525.00
CL H NEW

29

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 20
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
GENUINE PARTS CO COM 53,100.000 1,661,634.85 1,062,000.00
GENSYME CORP 10.000 58.34 99.38
COM
GILLETTE CO COM 67,700.000 2,716,290.16 2,365,268.75
GREAT LAKES CHEM COM USD1 38,800.000 1,849,035.83 1,222,200.00
HALLIBURTON CO COMMERCIAL PAPER 1,800,000.000 1,780,022.50 1,780,022.50
DISC DTD 17MAY2000 DUE 17JUL2000
HALLIBURTON CO COM 8,500.000 312,622.77 401,093.75
HARRIS CORP DEL COM 1,038,114.000 27,833,209.30 33,998,233.50
HASBRO INC COM 46,400.000 881,285.02 698,900.00
HEALTHEON CORP/WEBMD CORP 15,600.000 628,019.42 231,075.00
COM
HEINZ H J CO COM 52,100.000 1,963,321.19 2,279,375.00
HELLER FINL INC 300,000.000 300,000.00 299,865.00
MEDIUM TERM NTS BOOK ENTRY TRANCHE #
TR 00272 FLOATING RT 01/21/2003
HERCULES INC COM 60,200.000 2,660,498.08 846,562.50
HERSHEY FOODS CORP 995,000.000 1,090,141.90 946,165.40
NT DTD 08/15/1997 6.950% DUE 08/15/2012
HERSHEY FOODS CORP COM 48,800.000 2,486,903.31 2,366,800.00
HERTZ CORP
NT DTD 05/09/1997		 565,000.000 557,530.70 559,536.45
7.000% 05/01/2002
HEWLETT PACKARD CO COM 42,500.000 3,771,587.58 5,307,187.50

30

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 21
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
HILTON HOTELS CORP 92,700.000 1,467,809.97 869,062.50
COM USD2.50
HOME DEPOT INC COM 256,790.000 8,947,352.26 12,823,450.63
HONDA AUTO LEASE TRUST 1,745,000.000 1,733,275.78 1,733,099.10
SERIES 1999-A CLASS A4
6.45% DTD 29JUL1999 DUE 16SEP02
HONEYWELL INTERNATIONAL 7,212.000 389,097.97 242,954.25
COM STK USD1
FORMERLY ALLIEDSIGNAL INC
HOUSEHOLD FIN CORP SR MTNS BE COMMERCIAL 2,000,000.000 1,979,560.00 1,979,560.00
DISC DTD 24MAY2000 DUE 19JUL2000
HOUSEHOLD FIN CORP SR MTNS BE 875,000.000 875,000.00 866,608.75
6.060% DTD 12MAY1998 DUE 14MAY2001
HOUSEHOLD FIN CORP 500,000.000 503,155.00 480,395.00
DTD 10/28/1998 5.875% 11/01/2002
HOUSEHOLD FIN CORP 735,000.000 714,265.65 720,020.70
DTD 08/02/1999 7.00% 08/01/2003
HUBBELL HARVEY INC CL B 46,300.000 1,466,023.87 1,180,650.00
HUMAN GENOME SCIENCES INC 5,200.000 664,433.70 693,550.00
COM
ILLINOIS TOOL WKS INC COM 8,900.000 565,063.01 507,300.00
IMMUNEX CORP 16,600.000 992,968.37 820,662.50
(NEW) COM
IMPERIAL CHEMICAL INDUSTRIES 17,400.000 797,678.85 536,137.50
ADR-CNV 4 FOR 1 (POST ZENECA)
INGERSOLL RAND CO COM 105,600.000 4,991,647.17 4,250,400.00

31

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 22
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
INKTOMI CORP 7,400.000 560,552.17 875,050.00
COM
INTEGRATED DEVICE TECHNOLOGY 19,800.000 656,550.13 1,185,525.00
COM NPV
INTEL CORP 212,820.000 12,809,353.06 28,451,373.75
COMMON STOCK USD0.001
INTERLAKE SS CO 660,000.000 652,634.40 656,871.60
5.450% DUE 15JUL2001
INTERNATIONAL BUSINESS MACHS CORP 1,140,000.000 1,139,213.40 1,085,758.80
MEDIUM TERM NTS TRANCHE # TR 00035
DTD 09/22/1998 5.370% 09/22/2003
INTERNATIONAL BUSINESS MACHS CORP 965,000.000 964,256.95 852,288.00
NT DTD 02/01/1999 5.375% 02/01/2009
INTERNATIONAL BUSINESS MACHS CORP COM 34,000.000 3,458,345.41 3,725,125.00
INTERNATIONAL FLAVORS & FRAGRANCES INC 57,800.000 2,569,465.41 1,744,837.50
COM
INTERNATIONAL PAPER CO COM 103,952.000 3,163,494.34 3,099,069.00
INTERPUBLIC 109,340.000 3,998,770.23 4,701,620.00
COM USD0.10
INTUIT INC 28,400.000 1,030,217.74 1,175,050.00
COM STK USD0.01
I2 TECHNOLOGIES INC 5,100.000 754,309.77 531,754.56
COM STK USD0.00025
(REREF FROM 3519860)
JDS UNIPHASE CORP 34,900.000 2,141,580.72 4,183,637.50
COM

32

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 23
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
JOHNSON & JOHNSON 87,300.000 7,550,192.21 8,893,687.50
JUNIPER NETWORKS INC 9,800.000 712,178.55 1,426,512.50
COM
KLA-TENCOR CORPORATION 15,700.000 946,343.94 919,431.25
COM STK USD0.001
(FORMERLY KLA INSTRUMENTS)
K N ENERGY INC 1,360,000.000 1,306,946.40 1,295,291.20
SR NT 6.650% 03/01/2005
KELLOGG CO COM 24,300.000 887,042.72 722,925.00
KEYCORP 17,400.000 551,995.63 306,675.00
COM STK USD0.01
KIMBERLY CLARK CORP COM 79,700.000 4,507,030.04 4,572,787.50
KNIGHT RIDDER INC 30,700.000 1,281,196.98 1,632,856.25
KOHL’S CORP 35,400.000 1,467,682.37 1,969,125.00
COM
LSI LOGIC CORP 41,400.000 2,482,009.57 2,240,775.00
COM STK USD0.01
ESTEE LAUDER CO 23,200.000 764,886.95 1,146,950.00
COM
LEGGET & PLATT INC COM 15,200.000 320,251.35 250,800.00
LEHMAN BROS INC 460,000.000 454,843.40 454,521.40
SR SUB NT DTD 07/14/1995
7.125% 07/15/2002
LEXMARK INTERNATIONAL INC 31,430.000 2,792,162.99 2,113,667.50
CLASS ‘A’ COM STK USD0.01

33

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 24
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
LILLY ELI & CO COM 68,559.000 5,047,085.13 6,847,330.13
LIMITED INC (THE) 44,600.000 889,198.07 964,475.00
$0.5
NEW YORK LIFE INS 6,033,343.380 6,033,343.38 6,033,343.38
GA #06885-004
6.780% 05/01/2001
LINCOLN NATIONAL CORP 28,300.000 787,751.38 1,022,337.50
COM USD1.25
LINEAR TECHNOLOGY CORP COM 45,500.000 1,343,303.41 2,909,156.25
LOCKHEED MARTIN CORP 93,000.000 2,756,093.02 2,307,562.50
COM
LOWES COS INC COM 26,100.000 1,388,955.30 1,071,731.25
LUCENT TECHNOLOGIES INC 1,000,000.000 954,810.00 890,160.00
DTD 11/24/1998 5.500% 11/15/2008
LUCENT TECHNOLOGIES INC 86,625.000 4,206,075.49 5,132,531.25
COM STK USD0.01
MBIA COM 9,500.000 547,640.25 457,781.25
MGIC INVT CORP 44,260.000 1,597,217.97 2,013,830.00
WIS COM
MARSH MCLENNAN 10,800.000 873,875.16 1,127,925.00
USD1
MASCO CORP COM 174,190.000 4,361,501.39 3,146,306.88
MAXIM INTERGRATED PRODUCTS 79,640.000 1,301,856.53 5,410,542.50
COM STK NPV
MAY DEPT STORES CO COM 35,250.000 1,108,536.60 846,000.00

34

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 25
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
MCCORMICK & CO,INC 47,600.000 1,105,412.00 1,547,000.00
COM NON.V NPV
MCDONALDS CORP COM 28,700.000 1,007,132.41 945,306.25
MCGRAW HILL COMPANIES INC 15,300.000 799,579.65 826,200.00
COM
MCLEODUSA INC 34,700.000 764,376.79 717,856.25
COM STK SER ‘A’ USD0.01
MEDIAONE GROUP INC 8,700.000 449,791.42 575,287.50
MEDTRONIC INC COM 159,026.000 5,322,444.47 7,921,482.63
MELLON FINL CORP 119,400.000 1,882,278.76 4,350,637.50
COM
MERCANTILE BANKSHARES CORP COM 38,800.000 823,540.79 1,156,725.00
MERCK & CO INC COM 168,080.000 9,029,332.42 12,879,130.00
MERCURY INDUSTRIES BERHAD 7,100.000 447,811.54 686,925.00
COM STK USD0.001
MERRILL LYNCH MORTGAGE INVESTORS, INC 500,000.000 502,343.75 501,760.00
SERIES 1999-Cl CL A2
7.56% DTD 01NOV1999 DUE 15SEP2009
MERRILL LYNCH & CO 2,000,000.000 1,972,784.44 1,972,784.44
DISC NT 08/01/1996
MERRILL LYNCH CO INC MTN BE 500,000.000 498,449.05 501,120.00
VAR RATE DTD 07MAY1997 DUE 08MAY2001
MERRILL LYNCH & CO INC COM 4,900.000 505,198.93 563,500.00
METROMEDIA FIBER NETWORK INC 25,300.000 1,016,573.37 1,004,093.75
CL A

35

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 26
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
MICROSOFT CORP 284,062.000 15,187,717.13 22,724,960.00
COMMON STOCK
MICROMUSE INC 3,000.000 501,820.98 496,452.90
COM STK USD0.01
MICRON TECHNOLOGY INC 27,600.000 766,153.47 2,430,525.00
COM STK USD0.10
MILLENNIUM PHARMACEUTICALS INC 8,200.000 709,055.89 917,375.00
COM
MINNESOTA MINING & MANUFACTURING CO. 40,000.000 3,294,109.35 3,300,000.00
COM STK NPV
MORGAN J P & CO INC COM 17,500.000 1,662,372.09 1,927,187.50
MORGAN STANLEY INTERNATIONAL 7,168,675.127 81,770,010.07 95,415,065.94
MAGNUM FUND
MORGAN STANLEY DEAN WITTER 156,000.000 156,000.00 157,077.96
7.750% DTD 09JUN2000 DUE 15JUN2005
MORGAN STANLEY DEAN WITTER DISCOVER & CO 20,100.000 1,280,553.91 1,673,325.00
COM NEW
MORGAN STANLEY DEAN WITTER 1,290,000.000 1,289,793.60 1,280,789.40
DISCOVER & CO MEDIUM TERM NTS BOOK ENTRY
TRANCHE # TR 00263 6.090% 03/09/2001
MOTOROLA INC M 88,978.000 2,979,522.94 2,585,923.13
COM USD3.00
NABISCO GROUP HLDG CORP 19,600.000 354,901.48 508,375.00
COM
NATIONAL CITY CORP 39,300.000 724,243.82 670,556.25
COM USD4

36

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 27
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
NATIONSCREDIT GRANTOR TR 680,418.114 680,256.59 668,170.59
1997-1 SERIES CERT
6.750% DTD 15MAY1997 DUE 15AUG2013
NAVISTAR FIN 83,819.056 83,844.66 83,556.70
1996-A OWNER TR SERIES A-2
6.350% DTD 30MAY1996 DUE 15NOV2002
NAVISTAR FINANCIAL CORP OWNER TRUST 120,917.430 120,898.59 120,387.81
SERIES 1996-B CLASS A3
6.33% DTD 06NOV96 21APR2003
NETWORK APPLIANCE INC 19,500.000 402,639.45 1,569,750.00
COM
NEWMONT MINING CORP NEW 31,200.000 1,345,238.52 674,700.00
COM USD1.60
NEWS AMER HLDGS INC 500,000.000 470,510.00 455,350.00
SR DEB DTD 10/30/1995
7.700% 10/30/2025
NEXTEL COMMUNICATIONS INC 55,000.000 2,482,775.19 3,365,312.50
CL A COM
NIAGRA MOHAWK HLDGS INC 36,200.000 498,838.67 504,537.50
COM
NISSAN AUTO RECEIVABLES OWNER TR 1,350,000.000 1,349,479.52 1,351,255.50
SERIES 2000-B CL A3
7.250% DTD 21JUN2000 DUE 15APR2004
NOKIA CORP 46,400.000 1,165,397.38 2,317,100.00
ADR
NOBLE DRILLING CORP 19,300.000 578,194.19 794,918.75
COM STK USD0.10
NORFOLK SOUTHERN CORP 500,000.000 573,695.00 477,695.00
7.800% 05/15/2027

37

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 28
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
NORFOLK SOUTHN CORP COM 84,300.000 2,692,157.24 1,253,962.50
NORTEL NETWORKS CORP NEW 84,000.000 4,841,400.57 5,733,000.00
COMMON STOCK
NORTHERN TRUST CP COM STK USD3.333 26,800.000 1,239,767.70 1,743,675.00
NORTHWEST FINL COMMERCIAL PAPER 2,000,000.000 1,979,216.67 1,979,216.67
DISC DTD 08MAY2000 DUE 05JUL2000
NOVELLUS SYS INC 18,400.000 427,244.10 1,040,750.00
COM
OMNICOM GROUP COM USD0.5 31,900.000 1,777,293.49 2,841,093.75
ORACLE CORP 81,400.000 3,219,247.44 6,842,687.50
COM
OWENS ILLINOIS 34,900.000 825,359.22 407,893.75
COM USD0.001
(REREF FROM 2664909)
PE CORP-PE BIOSYSTEMS GROUP 7,900.000 618,502.04 520,412.50
COM STK
FRMLY(PERKIN-ELMER CORP)
PMC-SIERRA INC 5,800.000 478,031.02 1,030,587.50
COM STK NPV
(FRMLY SIERRA SEMICONDUCTOR)
PMI GROUP INC 40,735.000 1,376,564.86 1,934,912.50
COM STK NPV
PPG INDUSTRIES COM 17,100.000 921,841.83 757,743.75
USD1.666
PALL CORP COM USD0.25 75,700.000 1,665,378.30 1,400,450.00
PARKER HANNIFIN CORP COM NPV 14,600.000 691,172.53 500,050.00

38

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 29
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
PENNEY (JC) COM 29,700.000 1,512,474.94 547,593.75
USD0.50
PEPSICO INC COM 47,700.000 1,918,519.91 2,119,668.75
PFIZER INC COM 407,545.000 11,769,270.33 19,562,160.00
PHARMACIA CORP 79,741.000 2,943,566.96 4,121,612.94
COM
PHELPS DODGE CORP USD6.25 17,500.000 1,069,529.15 650,781.25
PHILIP MORRIS COS INC COM 204,600.000 7,472,421.87 5,434,687.50
PITNEY BOWES INC COM 113,540.000 5,753,346.87 4,541,600.00
PRAXAIR INC 95,220.000 4,204,910.04 3,564,798.75
COM STK USD0.01
PRICELINE COM INC 5,600.000 335,139.64 212,712.08
COM
PROCTER & GAMBLE CO 1,000,000.000 999,160.00 946,580.00
DTD 09/28/1998 5.250% 09/15/2003
PROCTER & GAMBLE CO COM 62,200.000 4,767,230.81 3,560,950.00
PROTEIN DESIGN LABS 1,000.000 79,918.97 164,953.10
COM STK USD0.01
PUTNAM NEW OPPORTUNITIES FD 188,694.576 8,273,024.55 18,229,782.99
SH BEN INT
QUAKER OATS CO COM 24,000.000 1,457,819.37 1,803,000.00
QUALCOMM INC 6,400.000 904,308.47 384,000.00
COM STK USD0.0001
QWEST COMMUNICATIONS INTL INC 8,993.000 239,056.84 446,839.69
COM

39

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 30
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
RADIAN GROUP INC 72,510.000 2,976,729.08 3,752,392.50
COM
RADIO SHACK 19,200.000 1,134,993.92 909,600.00
RATIONAL SOFTWARE CORP 9,500.000 610,040.50 882,906.25
COM NEW
READERS DIGEST ASSN INC 26,100.000 896,865.35 1,037,475.00
CLASS“A” NV COMMON
RELIANT ENERGY 35,400.000 784,861.71 1,046,512.50
COMMON STOCK
(FORMERLY HOUSON INDS)
CANADIAN TAX REFUND (CDA$) 50,246.240 0.00 0.00
ACCRUAL FOR TAX RECLAIMS
RESIDENTIAL FUND CORP 250,000.000 249,983.08 250,937.50
2000-HI3 SERIES A-I-2
7.970% DTD 01JUN2000 DUE 25NOV2010
ROCKWELL INTERNATIONAL CORP 37,700.000 1,455,436.29 1,187,550.00
NEW COM STK USD1
ROUSE COM USD 0.01 41,100.000 1,030,263.50 1,017,225.00
ROYAL DUTCH PETE CO 54,200.000 2,470,239.67 3,336,687.50
N Y REGISTRY SH PAR N CLDR 1.25
SBC COMMUNICATIONS INC 143,152.000 5,219,613.79 6,191,324.00
COM
SCI SYSTEMS,INC 12,800.000 594,087.44 501,600.00
COM STK USD0.10
SDL INC 3,200.000 674,834.03 912,600.00
COM

40

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 31
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
SPX CORP 20,990.000 2,412,245.95 2,538,478.13
COM STK USD10
SAFECO CORP 51,000.000 1,969,880.60 1,013,625.00
SAFEWAY STORES INC 91,290.000 3,958,613.75 4,108,050.00
COM USD0.01
ST PAUL COS INC COM 47,454.000 1,310,051.64 1,619,367.75
SALOMON SMITH BARNEY COMMERCIAL PAPER 2,000,000.000 1,977,335.56 1,977,335.56
DISC DTD 19MAY2000 DUE 20JUL2000
SALOMON SMITH BARNEY HOLDINGS 300,000.000 304,896.00 294,024.00
NT DTD 10/15/1995 10/15/2002
6.500%
SANMINA CORP 12,700.000 653,670.20 1,085,850.00
COM STK USD0.01
SANTISTA EXPT SECURITIZATION I LTD 0.360 0.36 0.33
SECURITIZED EXPT NT 144A
8.090% 11/30/2006
SCHERING PLOUGH CORP COM 97,700.000 3,535,694.22 4,933,850.00
SCHLUMBERGER LTD 75,270.000 4,132,242.14 5,617,023.75
COM
SCHWAB CHARLES CORP NEW COM 73,050.000 1,939,547.33 2,456,306.25
SCOTTISH PWR PLC 22,652.000 783,683.80 757,426.25
SPONSORED ADR FINAL INSTALMENT
SEALED AIR CORP NEW 6,500.000 393,065.87 340,437.50
COM
SEARS ROEBUCK ACCEPT CORP 1,300,000.000 1,302,743.00 1,295,372.00
MEDIUM TERM NTS BOOK ENTRY TRANCHE
#TR 00050 6.180% 12/01/2000

41

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 32
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
SIEBEL SYS INC 34,070.000 3,179,740.09 5,572,574.38
COM
SIMON PPTY GROUP INC NEW 61,568.000 1,473,979.19 1,366,040.00
COM
SOFTWARE COM INC 8,600.000 812,684.50 1,116,925.00
COM
SOUTHERN CO COM 63,300.000 1,452,440.85 1,475,681.25
SPRINT CORP 25,100.000 1,091,734.80 1,280,100.00
COM
SPRINT CORP 50,600.000 1,925,656.64 3,010,700.00
PCS COM SER 1
STANLEY WORKS COM USD2.50 45,100.000 1,278,157.22 1,071,125.00
STARWOOD HOTELS & RESORTS WORLDWIDE INC 65,102.000 2,795,494.06 2,119,883.88
COM
STATE STREET CTF 5,300.000 429,436.28 562,131.25
EAFE UMBRELLA
STORAGENETWORKS INC 200.000 5,400.00 18,050.00
COMON STOCK USD0.01
SUN MICROSYSTEMS COM USD0.0006 79,600.000 3,493,851.56 7,238,625.00
SYCAMORE NETWORKS INC 300.000 3,800.00 33,112.50
COM
SYMBOL TECHNOLOGIES INC 9,150.000 376,349.88 494,100.00
SYSCO CORP USD1 11,800.000 465,861.55 497,075.00
TJX COS INC 32,600.000 482,882.76 611,250.00
NEW COM

42

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 33
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
TARGET CORP 116,540.000 6,343,558.33 6,759,320.00
COMMON STOCK USD.1667
FORMERLY DAYTON HUDSON CORP
TELLABS INC COM 75,500.000 4,966,551.15 5,167,031.25
TENET HEALTHCARE CORP 83,440.000 2,298,180.55 2,252,880.00
COM
TERADYNE ,INC 10,000.000 816,233.12 735,000.00
COM STK USD0.125
TEXACO CAP INC 1,300,000.000 1,248,804.00 1,147,718.00
NT DTD 01/25/1999 5.500% 01/15/2009
TEXACO INC COM 95,580.000 4,727,655.25 5,089,635.00
TEXAS INSTRS INC COM 89,300.000 2,877,479.09 6,133,793.75
TEXTRON INC COM 17,100.000 1,269,567.58 928,743.75
TIME WARNER INC 77,500.000 4,413,360.03 5,890,000.00
COM
TIMES MIRROR CO NEW 480,000.000 479,668.80 476,539.20
6.650% DTD 19OCT1999 DUE 15OCT2001
TOYS ‘R’ US COM USD0.10 131,100.000 2,122,918.95 1,909,143.75
TRANSAMERICA FIN CORP COMMERCIAL PAPER 2,000,000.000 1,986,495.00 1,986,495.00
DISC DTD 21JUN2000 DUE 28JUL2000
TRANSAMERICA FIN CORP 880,000.000 878,468.80 863,561.60
MEDIUM TERM NTS TRANCHE # SR 00185
DTD 11/04/1998 6.125% 11/01/2001
TUPPERWARE CORP 18,000.000 464,743.13 396,000.00
COM USD0.01

43

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 34
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
TYCO INTL GROUP S A 600,000.000 590,616.00 590,742.00
NT 6.125% 06/15/2001
TYCO INTL GROUP S A 545,000.000 550,098.48 519,891.85
NT 6.375% 06/15/2005
TYCO INTL LTD NEW 128,200.000 3,918,003.36 6,073,475.00
COM
USX-MARATHON GROUP INC 78,800.000 2,117,569.43 1,974,925.00
COM STK
UST INC COM USD0.5 72,300.000 2,222,534.94 1,061,906.25
U S BK NATL ASSN MINNEAPOLIS MINN INSTL 400,000.000 400,803.20 400,372.00
CTF DEP PROGRAM BOOK ENTRY
DTD 11/20/1998 FLOATING RT 11/15/2000
UNICOM CORP 39,000.000 1,042,843.13 1,508,812.50
COM
UNION PAC CORP COM 49,300.000 2,714,591.89 1,833,343.75
UNISYS COM USD0.01 35,300.000 764,017.68 514,056.25
UNITED PARCEL SERVICES 6,800.000 408,000.00 401,200.00
CLASS B SHARS
UNITED STATES TREAS BD 2,385,000.000 2,662,634.63 2,563,875.00
DTD 08/15/1996 6.750% 08/15/2026
UNITED STATES TREAS BOND 170,000.000 171,151.47 180,279.90
DTD 02/15/1997 6.625% 02/15/2027
UNITED STATES TREAS BD 165,000.000 141,951.57 146,180.10
DTD 02/16/1999 5.250% 02/15/2029
UNITED STATES TREAS NOTES 25,000.000 25,296.88 24,914.00
DTD 02/28/1997 6.250% 02/28/2002

44

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 35
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
US GOVERNMENT TREASURY NOTES 2,735,000.000 2,742,326.20 2,834,356.20
3.375% 15JAN07 INFLATION LINKED NOTE
UNITED STATES TREAS NOTES 2,840,000.000 2,811,378.14 2,831,565.20
SER H DTD 06/30/1997 6.250%
06/30/2002
UNITED STATES TREAS NOTES 330,000.000 333,664.62 328,815.30
DTD 09/02/1997 6.250% 08/31/2002
UNITED STATES TREAS NTS 200,000.000 198,750.00 198,656.00
DTD 02/15/1998 5.375%
02/15/2001
UNITED STATES TREAS NTS 6,560,000.000 6,417,495.15 6,408,267.20
DTD 05/31/1998 5.500% 05/31/2003
UNITED STATES TREAS NTS 9,885,000.000 9,379,371.22 9,458,659.95
DTD 05/15/1999 5.500% 05/15/2009
UNITED STATES TREAS NTS 75,000.000 74,824.22 74,238.00
SER AB
DTD 07/31/1999 5.500% 07/31/2001
UNITED STATES TREAS NTS 1,110,000.000 1,070,296.17 1,101,153.30
DTD 08/16/1999 6.00% MAT 08/15/2009
UNITED STATES TREAS NTS 1,010,000.000 1,009,787.74 1,002,111.90
DTD 10/31/1999 5.875% 10/31/2001
UNITED TECHNOLOGIES CORP COM 14,200.000 965,152.51 836,025.00
UNOCAL CORP COM 59,000.000 2,031,461.64 1,954,375.00
UNUMPROVIDENT CORP 74,300.000 2,197,905.02 1,490,643.75
COM
VERISIGN INC 6,500.000 494,317.79 1,147,250.00
COM

45

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 36
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
VERITAS SOFTWARE CO 26,524.000 1,526,199.95 2,997,625.77
COM
VIACOM INC CLASS B 108,654.000 4,286,560.51 7,408,844.62
COM NON-VTG
VIGNETTE CORP 20,700.000 884,027.58 1,076,722.92
COM
VITESSE SEMICONDUCTOR CORP 47,870.000 2,595,513.50 3,521,436.88
COM STK USD0.01
VODAFONE AIRTOUCH 80,400.000 3,565,935.43 3,331,575.00
SPONSORED ADR
VOICESTREAM WIRELESS CORP 14,278.000 1,628,500.94 1,660,485.71
COM
WAL MART STORES INC 225,000.000 221,103.00 220,812.75
NT 08/10/1999 6.550% 08/10/2004
WAL MART STORES INC COM 237,360.000 6,809,245.43 13,677,870.00
WALGREEN CO COM 211,340.000 5,142,271.00 6,802,506.25
WASHINGTON WTR PWR CO SECD 2,250,000.000 2,244,937.50 2,245,860.00
MEDIUM TERM NT TRANCHE #TR 00049
DTD 09/30/1997 6.24% 10/02/2000
WASTE MGMT INC DEL 83,572.000 2,117,736.50 1,587,868.00
COM
WELLS FARGO & CO NEW 40,200.000 1,078,557.28 1,557,750.00
COM
WILLIAMETTE INDS COM USD0.50 79,270.000 2,723,503.63 2,160,107.50
WILLIAMS COMPANIES INC 325,000.000 317,681.00 316,251.00
6.2% BDS 1/8/2002 USD1000

46

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 37
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
WORLDCOM INC GA 500,000.000 511,745.00 440,450.00
NT DTD 08/11/1998 6.950% 08/15/2028
WORLDCOM INC 500,000.000 497,705.00 503,865.00
7.875% DTD 24MAY2000 DUE 15MAY2003
WORLDCOM INC 120,602.000 5,548,333.07 5,532,616.76
COMMON
XILINX INC 29,000.000 1,182,046.45 2,394,312.50
XEROX CORP COM 62,800.000 1,731,071.94 1,303,100.00
YAHOO INC 8,600.000 948,865.03 1,065,325.00
COM STK USD0.01
YOSEMITE SECS TR I 250,000.000 249,932.50 248,852.50
99-A LINKED ENRON OBLIGS-LEOS 144A
11/18/1999 8.250% 11/15/2004
ZIONS BANCORP COM 4,800.000 299,132.25 220,274.88
PEOPLE SECURITY LIFE 39,836,550.200 39,836,550.20 39,836,550.20
GA #BDA00210TR-1
5.500% 05/11/1998
METROPOLITAN LIFE INS COP 11,220,012.230 11,220,012.23 11,220,012.23
GAC# 14095 7.18% 05/04/2000
JOHN HANCOCK MUTUAL LIFE 6,790,969.330 6,790,969.33 6,790,969.33
GA-8646 6.650% 08/14/2000
ALLSTATE LIFE INSURANCE 47,470,308.140 47,470,308.14 47,470,308.14
GIC #77064 5.430%
JACKSON NATIONAL LIFE 10,070,845.490 10,070,845.49 10,070,845.49
G-1236-1
5.090% 09/28/2001

47

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 38
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
BUSINESS MEN’S ASSURANCE 5,479,968.850 5,479,968.85 5,479,968.85
#1309
5.410% 05/05/2003
CDC INVESTMENT MGMT CORP 5,016,543.420 5,016,543.42 5,016,543.42
BRIC #121-05 @ 6.020 %
22/DEC/2002
STATE STREET BANK & TRUST 31,406,273.260 31,406,273.26 31,406,273.26
GAC #97019
SYNTHETIC GIC #172481
CDC INVESTMENT MGMT CORP 7,530,360.820 7,530,360.82 7,530,360.82
BRIC #121-06
5.890% 06/08/2003
PRUDENTIAL-CAP MAC INSD 8,436,995.700 8,436,995.70 8,436,995.70
@6.080% 06/29/2001
MONUMENTAL LIFE INS CO 3,203,731.150 3,203,731.15 3,203,731.15
MDA-00086FR
6.550% 06/13/2002
PARTN CTF GROUP ANNUITY CONTRACT 6,262,058.310 6,262,058.31 6,262,058.31
#1280 WITH BUSINESS MEN’S ASSURANCE
5.860% 10/02/2000
BUSINESS MEN’S ASSURANCE CO 5,117,385.970 5,117,385.97 5,117,385.97
GIC #1279 @5.89% 12/04/2000
GE LIFE & ANNUITY ASSURANCE CO 10,396,033.820 10,396,033.82 10,396,033.82
7.160% 12/08/2003
NEW YORK LIFE 3,203,929.600 3,203,929.60 3,203,929.60
GA-30972
5.660% 04/16/2001
MONUMENTAL LIFE INS CO 8,093,775.590 8,093,775.59 8,093,775.59
MDA 00076FR
6.000% 04/19/2004

48

SCHEDULE II

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
JUNE 30, 2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/06/00 E25A 0BGIRG PAGE 39
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
                               
MARKET
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST COST VALUE
PRUDENTIAL-CAP MAC INSD 5,364,694.510 5,364,694.51 5,364,694.51
GA-10010-213
5.890% 04/05/2002
SUNAMERICA LIFE 3,001,790.660 3,001,790.66 3,001,790.66
#4993
7.530% DTD 28MAY2000 DUE 23JUN2003
CAISSE DES DEPOT 8,052,360.320 8,052,360.32 8,052,360.32
BRIC 121-07
JACKSON NATIONAL LIFE 31,448,463.850 31,448,463.85 31,448,463.85
#S-1214 5.510% 03/19/2001
BANK OF AMERICA NT&SA 20,260,664.630 20,260,664.63 20,260,664.63
CONTRACT #99-220 GIC 5.96%
SUN AMERICA GIC 5,016,935.390 5,016,935.39 5,016,935.39
#4991
7.530% DTD 14JUN2000 DUE 09JUN03
CHASE SYNTHETIC 30,081,423.360 30,081,423.36 30,081,423.36
GIC# 433121-LT
5.710% DTD 01JUN2000 DUE 01SEP2003
PRUDENTIAL GA#10010 5,646,212.980 5,646,212.98 5,646,212.98
6.170% 06/17/2003
PYRAMID EQUITY INDEX FUND 130,608.373 353,791,137.99 459,684,527.71
PYRAMID BROAD MKT FIXED INCOME FD 87,192,631.176 180,009,085.47 197,175,672.29
ACCOUNT TOTAL 1,911,021,065.95 2,276,446,075.79
LESS AMOUNTS INCLUDED IN CASH & CASH EQUIVALENTS
ON THE BALANCE SHEET		 (50,553,210.20 ) (50,553,210.20 )
TOTAL INVESTMENTS 1,860,467,855.75 2,225,892,865.59

49

SCHEDULE III

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I PART 2 – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
FROM 11/01/1999 TO 06/30/2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/07/00 PAGE 1
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
RETIREMENT PLAN
COMBINED
                               
COST OF PROCEEDS OF
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST ACQUISITIONS DISPOSITIONS
GEMSTAR INTL GROUPM LTD 1,900.000 124,312.00
COM 11,500.000 617,652.99
GLOBAL CROSSING LTD 9,300.000 460,884.19
COM 9,300.000 274,705.64
INTERWAVE COMMUNICATIONS INTERNATL LTD 200.000 2,600.00
COM 200.000 5,658.73
MARVELL TECHNOLOGY GROUP LTD 200.000 3,000.00
ORD 200.000 11,274.62
METALINK LTD 100.000 1,200.00
COM 100.000 2,426.23
UNILEVER NV 27,000.000 1,445,285.17
COM 9,600.000 455,813.58
ISIN # NL0000009348
FLEXTRONICS INTL LTD 14,300.000 1,049,133.14
13,000.000 718,853.04
RESERVE INVSTMT FUND INC 15,805,001.750 15,805,001.75
05/20/2000 19,400,000.000 19,400,000.00
HARRIS RETIREMENT PLAN LOAN 8,074,691.110 8,074,691.11
8,743,663.830 8,743,663.83
CHARTERED SEMICONDUCTOR MFG LTD 9,100.000 450,025.52
ADR 3,400.000 237,525.32
IMPERIAL CHEMICAL INDUSTRIES 4,700.000 152,129.60
ADR-CNV 4 FOR 1 (POST ZENECA) 15,100.000 538,678.64
NEW YORK LIFE INS 304,729.140 304,729.14
GA #06885-004 407,357.260 407,357.26
6.780% 05/01/2001

50

SCHEDULE III

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I PART 2 – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
FROM 11/01/1999 TO 06/30/2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/07/00 PAGE 2
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
RETIREMENT PLAN
COMBINED
                               
COST OF PROCEEDS OF
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST ACQUISITIONS DISPOSITIONS
MORGAN STANLEY INTERNATIONAL 5,343,251.048 68,938,015.30
MAGNUM FUND 5,437,296.662 70,537,019.24
NOKIA CORP 9,300.000 784,906.49
ADR 24,500.000 1,321,988.16
NORTEL NETWORKS CORP 33,600.000 3,859,582.48
COMMON STOCK 33,600.000 3,859,582.48
FRMLY(NORTHERN TELECOM LTD COM)
PHARMACIA CORP 96,641.000 3,517,601.18
COMMON STOCK 16,900.000 908,460.69
SCOTTISH PWR PLC 39,052.000 1,353,473.20
SPONSORED ADR FINAL INSTALMENT 16,400.000 524,856.33
VODAFONE AIRTOUCH 52,600.000 2,641,109.06
SPONSORED ADR 21,000.000 935,029.93
JOHN HANCOCK 41,726.570 41,726.57
GAC# 7694 3,041,726.550 3,041,726.55
7.47% 01/04/2000
PEOPLE SECURITY LIFE 37,135,365.350 37,135,365.35
GA #BDA00210TR-1 32,420,418.600 32,420,418.60
5.500% 05/11/1998
METROPOLITAN LIFE INS COP 751,583.520 751,583.52
GAC# 14095 7.18% 05/04/2000 5,000,000.000 5,000,000.00
JOHN HANCOCK MUTUAL LIFE 469,444.530 469,444.53
GA-8646 6.650% 08/14/2000 3,337,733.360 3,337,733.36
BANKERS TRUST CO 1,122,767.120 1,122,767.12
GAC #98-983 5.790% 30,885,561.130 30,885,561.13
SYNTHETIC GIC #174501

51

SCHEDULE III

                             
BANKERS TRUST COMPANY SCHEDULE H ITEM 4I PART 2 – SCHEDULE OF GLOBAL ASSETS – EB
NEW YORK ASSETS HELD FOR INVESTMENT PURPOSES
FROM 11/01/1999 TO 06/30/2000 PREPARED ON ACCRUAL BASIS (TRADE–DATED)
10/07/00 PAGE 3
ACCOUNT 124079 – COMBINED HARRIS CORPORATION
RETIREMENT PLAN
COMBINED
                               
COST OF PROCEEDS OF
IDENTITY OF ISSUE, BORROWER, OR SIMILAR PARTY DESCRIPTION OF INTEREST ACQUISITIONS DISPOSITIONS
ALLSTATE LIFE INSURANCE 17,099,430.480 17,099,430.48
GIC #77064 5.430% 23,386,412.140 23,386,412.14
JACKSON NATIONAL LIFE 505,953.970 505,953.97
G-1236-1 496,388.370 496,388.37
5.090% 09/28/2001
CDC INVESTMENT MGMT CORP 233,697.010 233,697.01
BRIC #121-05 @ 6.020 % 232,465.600 232,465.60
22/DEC/2002
STATE STREET BANK & TRUST 1,880,658.340 1,880,658.34
GAC #97019 23,870,363.550 23,870,363.55
SYNTHETIC GIC #172481
TRANSAMERICA LIFE & ANNUITY 534,381.080 534,381.08
#76905 10,695,490.950 10,695,490.95
4.580% 01/01/2001
CDC INVESTMENT MGMT CORP 356,801.110 356,801.11
BRIC #121-06 354,341.750 354,341.75
5.890% 06/08/2003
BUSINESS MEN’S ASSURANCE CO 220,959.370 220,959.37
GIC #1279 @5.89% 12/04/2000 294,500.000 294,500.00
MONUMENTAL LIFE INS CO 360,755.890 360,755.89
MDA 00076FR 477,300.320 477,300.32
6.000% 04/19/2004
CAISSE DES DEPOT 27,336,584.240 27,336,584.24
BRIC 121-07 27,329,412.390 27,329,412.39
JACKSON NATIONAL LIFE 1,320,217.840 1,320,217.84
#S-1214 5.510% 03/19/2001 991,600.710 991,600.71
BANK OF AMERICA NT&SA 24,119,313.490 24,119,313.49
CONTRACT #99-220 GIC 5.96% 5,903,610.020 5,903,610.02

52

SCHEDULE V
SCHEDULE H ITEM 4J

                     
NEW YORK PART 2 —SCHEDULE OF REPORTABLE TRANSACTIONS
BANKERS TRUST COMPANY CUMULATIVE TRANSACTIONS BY ISSUE GLOBAL ASSETS —EB
FROM 07/01/1999 TO 06/30/2000 PREPARED ON ACCRUAL BASIS (TRADE-DATED)
09/22/00 PAGE 1
ACCOUNT 124079 —COMBINED HARRIS CORPORATION
RETIREMENT PLAN
COMBINED REPORT
MARKET VALUE 06/30/1999 $2,701,124,959.03
                                         
D I S P O S E D A C Q U I R E D
SECURITY DESCRIPTION SALES PROCEEDS GAIN OR LOSS- PURCHASES COST
PYRAMID DIRECTED ACCOUNT CASH 919 1,065,045.935.18 0.00 903 1,071,330,974.71
FUND
MORGAN STANLEY INTL EQUITY 100 116,335,041.75 3,237,091.77 103 129,234,991.49
MORGAN STANLEY INTERNATIONAL 34 70,537,019.24 394,461.30 29 68,938,015.30
MAGNUM FUND
PYRAMID EQUITY INDEX FUND 99 223,985,457.90 59,803,039.87 77 108,466,978.89

53

SIGNATURES

      The Plan. Pursuant to the requirements of the Securities Exchange Act of 1934, the trustees (or other persons who administer the employee benefit plan) have duly caused this annual report to be signed on their behalf by the undersigned hereunto duly authorized.

  Harris Corporation Retirement Plan

  /s/ Jeffrey Pratt Morrill
Jeffrey Pratt Morrill
Plan Administrator

Date: December 15, 2000



© 2022 IncJournal is not affiliated with or endorsed by the U.S. Securities and Exchange Commission