990 p f - roturn of private foundation defartmenl of iha

I

990 P F DeFartmenl of iha Treasuy Internal Revenue Semca

Form - ROturn of Private Foundation 2000

or section 4947(a)(1) Nonexempt Charitable Trust Treated as a Private Foundation IRS u, . on- Do not wore or staple in this space

Note The organization may be dble to use e copy al this return to satisfy state reporting requirements For calendar year 2000, or tax year beginning $ Ep 1 , 2000, and ending Aug 31 .20 Ol OMB No isnscusz G Check all that apply Initial rehirn Final return Amende

Name of OrganizaGOn Use the IRSIahel Polk Bros Foundation Inc Otherwise, Number .tea so-Kt (or P 0 box number it =it is not delivered to street address)

420 N Wabash Ave B Telephone Number (see insvuceons)

(312) 527-4684 C II exemption application is pending, check here D 1 Foreign organizations, check here

2 Organizations meeting the 85% test, check here and attach computation

E If private foundation status was terminated under section SW(b)(I)(A), check here

F If the foundation is in a 60 month termination under section SW(b)(I)(B), check here

t (c) Adjusted net (d) Disbursements income for charitable

purposes (cash basis only)

0

3

See Specific -itr or I..^ state aP cod . Instructlonsl~

hiCaRO IL 60611 H Check type of organization X Section 501(c)(3) exempt private foundation

Section 4947 ( a )( 1 ) nonexemp t charitable trust Other taxable rivate foundation I fair market value al all assets al end of year J Accounting method X Cash Accrual

(lmm Part ll, column c, line 16) Other(spenfy) lfS 342 .792 .705 (Part I. column d must he nn rash hasps 1

1 086 0

E 24 Total operating and administrative s expenses Add lines 13 through 23

25 Contributions, gifts, grants paid 26 Total expenses and disbursements

7 1 D w

Z Q U

15

a Excess of revenue over expenses and disbursements 16,432 461

b Net Inve. moral incision, (1 negative enter -0) 31 , 033 , 16C Adjusted net income (I negative enter -0 )

BAA For Paperwork Reduction Act Notice, see the instructions ieena3oi 01119101 Form 990-PF (20002

N O

O m

Expenses (The total of amounts in columns b, c and d may not neces sarily equal the amounts in column a ) see instructions

Contributions gAs gang efc received (att sch) 2 Distributions from split interest rinds 3 Interest on sarongs and temporary

cash investments 4 Dividends and interest tram securities Sa Gross rents b (Nat rental

6d Net yarn/(loss) from sale of assets not on line 10 R

E Gross on~i'~e~6es for 311 15 4 . 991 , 031 b v 7 Capital gain net income (from Part IV line 2) E 8 Net short term capital gain N 9 Income modifications U E l0 a Gross sales less

returns and allowances

b Less Cost of goods sold

c Grass profit/(loss) (alt sch) 11 Other income (attach schedule)

12 Total Add lines 1 through 11 13 Compensation of o7icers, Eirecbrs, trustees, etc 14 Other employee salvias and wages

p 15 Pension plans, employee benefits M 16aLegal fees (attachschedule) L-16aStint

bAccounting fees (attachsch) 1-16bStmt x i. __elllhecujoiteesfattachschl L-16eStmt

18~S~te'£(al(acTi sc~~e fee Line 18 Stmt 19 Depreciation (attach ~ le) and depletion 20 Ococu~ p,f~Sdff1~ ~Q ;A~rqyeffckl~Fkfen{y, and meetings 72 Pnntinaa od.puh~iSons ~~~xpgr~s (attach schedule)

(a) Revenue and I (b) Net investmen expenses per books income

'hence I I Name Employer Identification Number

17 .323 .2

6 .050 I 1 .196

36-6108293 "` Page2 End of year

Value (c) Fan Market Value

4,263 26 .214 .263

Form 990-PF(20oo) Polk Bros Foundation, Inc rwm.a schedules and amounts in me description Part 11 Bal ance Sleets column should be for endaf year amounh only (See insWCLans )

1 Cash - non interest-bearing 2 Savings and temporary cash investments 3 Accounts receivable

Less allowance for doubtful accounts ~ 4 Pledges receivable

Less allowance for doubtful accounts 5 Grants receivable 6 Receivables due from officers, directors, trustees, and other

disqualified persons (attach schedule) (see instructions) 7 Other notes and loans receivable (attach sch)

Less allowance for doubtful accounts 5 8 Inventories far sale or use

T 9 Prepaid expenses and deferred charges E S 70a Investments - U S and state government

obligations (attach schedule) L-10a Stint bInvestments -corporate stock (attach schedule) L-lOb Stmt c Investments - corporate hands (attach schedule) L - 10C 5 Y.In L

17 Investments -land, buildings, and equipment basis Less accumulated depreciation (attach schedule)

12 Investments-mortgage loans L-12 Strtlt 13 Investments - other (attach schedule) L-13 Stmt 14 Land, buildings, and equipment basis ~

Less accumulated depreciation (attach schedule)

15 Other assets (describe ~ ) 16 Total assets (to be completed by all filers -

see instructions Also, see page 1, item I)

17 Accounts payable and accrued expenses

18 Grants payable A B 19 Deferred revenue

20 Loans from officers, directors, trustees, and other disqualified persons L I 21 Mortgages and other notes payable (attach schedule)

22 Other liabilities (describe ~ ) E $ 23 Total liabilities (add lines 17 through 22)

Organizations that follow SFAS 117, check here a. X and complete lines 241hrough 26 and lines 30 and 31

N F pq Unrestricted E U T N 25 Temporarily restricted D 26 Permanently restricted

5 B Organizations that do not follow SFAS 117, check here ~

S A and complete lines 27 through 31 E L T A n Capital stock, trust principal, or current funds 5 N 28 Paid in or capital surplus, or land, building, and equipment fund

29 Retained earnings, accumulated income, endowment, or other funds O E R S 30 Total net assets or fund balances (see instructions)

31 Total liabilities and net assetsifund balances

2 .653 .984

131 .031 .155 I 148 .002 .473

285 .499 .483

2 301 .931 .944

Part 111 f Analysis of Changes in Net Assets or Fund Balances

C25b .4`J`J .42S3

3 Other increases not included in line 2 (itemize) 4 Add lines I, 2, and 3 5 Decreases not included in line 2 (itemize) 6 Total net assets or fund balances at end of vear (line 4 minus line 5) - Part 11, column (b), line 30

1 931

BAA TEEa0302 0II76N1

1 1,

59,911 139 ~ 58,601,428 14 .536 .674 36 .520 .331

4 .177 .274 I 4

837 .684

285 .499 .483 I 301

0

875

1 Total net assets or fund balances at beginning of year - Part II, column (a), line 30 (must agree with end of year figure reported on prior year's return)

2 Enter amount from Part I, line 27a

es

(Q Depreciation allowed (or allowable)

ost or other basis expense of sale

145 .865 .321

column (h and owned b the foundation on 12/31/69 G) Adjusted basis (k) Excess of column (i) as of 12/31/69 over column U), if any

(I) Gains (column (h) tyro minus column (k), but not less

than -0 ) or Losses (from column (h))

9,125 .710 17 .500

a

TEEr0303 0111wt

r

Form 990-110F

1a

e (e) Gross sales pace

17 .5 c

e

n Fair Market Value as of 12/31/69

IpIi01 UdIf15 Bf1O L05505 for i ax on investment income (a) List and dewribe the kind(s) of property sold (e g , real estate,

2 story brick warehouse, or common slack, 200 shares MLC Company) D - DonaGOn

P

Paae 3

Dab acquired to) Date sole ntti day year) (month day, year)

rious Various rious Various

(h) Gain or (loss) (e) plus (0 minus (g)

2 Capital gain net income or (net capital loss) If gain, also enter in Part I, line 7 -[If (loss), enter 0 in Part I, line 7 ~ p 9, 143 . 210

3 Net short term capital gain or (loss) as defined in sections 1222(5) and (6)

If gain, also enter in Part I, line 8, column (c) (see instructions) If (loss), enter 0 in Part I, line 8 1 3

Part V Qualification Under Section 4940(e) (or Reduced Tax on Net Investment Income (For optional use by domestic private foundations subject to the section 4940(a) tax on net investment income )

If section 4940(d)(2) applies, leave this part blank

Was the organization liable for the section 4942 tax on the distributable amount of any year in the base periods F] Yes Q No If 'Yes,' the organization does not qualify under section 4940(e) Do not complete this part

1 Enter the appropriate amount in each column for each year, see instructions before making any entries

(a) (b) (c) (d) Base period years Adjusted qualifying distributions Net value of Distribution ratio

Calendar year (or tax year noncharitable use assets (column (b) divided by column (c)) beginning in)

teas ~ 13,300,139 ~ 291,623,984 0 045607 1998 12_815_592 779 .067 .347 0 04597,4

0 044622 less 10,809,

2§7 250,666 .620 0 04312

less 10 257,671 232,036,221 0 04420

2 Total of line 1, column (d) 2 0 22348

3 Average distribution ratio for the 5 year base period - divide the total on line 2 by 5, or by the number of years the foundation has been in existence if less than 5 years 3 0 04469

4 Enter the net value of noncharitable-use assets for 2000 from Part X, line 5 4 327, 043,440

5 Multiply line 4 by line 3 5 14, 617, 534

6 Enter 1 h of net investment income (1°.G of Part I, line 27b) fi 310,332

7 Addlines 5and6 7 14 ,927,866

8 Enter qualifying distributions from Part XII, line 4 8 1 5 , 216 , 631

If line 8 is equal to of greater than line 7, check the box in Part VI, line 1 b, and complete that part using a 1 °h tax rate See the Part VI instructions

BAA

orm99o-PF(2000) Polk Bros Foundation, Inc 36-6108293 part VI Excise Tax Based on Investment Income Section a940 a), a94o b , 4940 ( e ) , or 4948 - see instructions)

1 a Exempt operating foundations described m Section 4940(d)(2), check here ~ and enter N/A' on tine I " -, Date of ruling letter - _ _ _ _ _ _ (attach copy of ruling letter If necessary - see instructions)

b Domestic organizations that meet the Section 4940(e) requirements in Part V, 1 310,332 Check here ~ X and enter I °h of Part I, line 27b

c All other domestic organizations enter 2% of line 27b Exempt foreign organizations enter 4% of Part I, line 12, column (h) 2 Tax under Section 511 (domestic Section 4947(a)(1) trusts and taxable foundations only Others enter 0 ) 2 0 3 Add lines 1 and 2 3 310,332 4 Subtitle A (income) tax (domestic Section 4947(a)(1) trusts and taxable foundations only Others enter -0 ) 4 0 5 Tax based on investment income Subtract line 4 from line 3 If zero or less, enter 0 5 310,332 6 Credits/Payments a 2000 estimated tax payments and 1999 overpayment credited to 2000 6a 326 373 b Exempt foreign organizations - tax withheld at source 6b c Tax paid with application for extension of time to file (Form 8868) tic d Backup withholding erroneously withheld 6d

7 Total credits and payments Add lines 6a through 6d 7 326 .373 ~^ 8 Enter any penalty for underpayment of estimated tax Check here R] if Form 2220 is attached 8 569 9 Tax due If the total of lines 5 and 8 is more than tine 7, enter amount owed ~ 9 10 Overpayment If line 7 is more than the total of lines 5 and 8, enter the amount overpaid ~ 10 15,472 11 Enter the amount an line 10 to tie Credited to 2001 estimated to ~ 15,472 ~ Refunded ~ 11 'art Vlf-A Statements Regarding Activities

No

61X

8a Enter the states to which the foundation reports or with which it is registered (see instructions) I111f1015

b If the answer is 'Yes to line 7, has the organization furnished a copy of Form 990 PF to the Attorney General (or designate) of each state as required by General Instruction G7 If No 'attach explanation

reenaa04 01n5101

1 a During the lax year, did the organization attempt to influence any national, state, or local legislation or did it participate or intervene in any political campaign

b Did it spend more than $100 during the year (either directly or indirectly) far political purposes (see instructions for delinition)7

If the answer is Yes' to 1a or 16, attach a detailed description of the activities and copies o/ any materials published or distributed by the organization in connection with the ac6vi6es

c Did the organization file Form 1120-POL for this year d Enter the amount (if any) of tax on political expenditures (Section 4955) imposed during the year

(1) On the organization ~ $ (2) On organization managers ~ $ e Enter the reimbursement (if any) paid by the organization during the year for political expenditure tax imposed on organization managers ~ $

2 Has the organization engaged in any activities that have not previously been reported to the IRS If 'Yes 'attach a detailed description of the activities

Has the organization made any changes, not previously reported to the IRS, in its governing instrument, articles of incorporation, or bylaws, or other similar instruments? If 'Yes,' attach a conformed copy of the changes

4a Did the organization have unrelated business gross income of $1,000 or more during the years b If 'Yes, has it filed a tax return on Form 990-T for this year

5 Was there a liquidation, termination, dissolution, or substantial contraction during the year If Yes, attach the statement required by General Instruction T

6 Are the requirements of Section 508(e) (relating to Sections 4941 through 4915) satisfied either 0 By language in the governing instrument or

0 By slate legislation that effectively amends the governing instrument so that no mandatory directions that conflict with the state law remain in the governing instrumenl7

7 Did the organization have at least =5,000 in assets at anytime during the years 1/'Yes,' complete Part II, column (c), and Part XV

9 Is the organization claiming status as a private oDerating foundation x~thin the meaning of Section 4942Q)(3) or 4942(j)(~ for calendar year 2000 or the parable year beginning in 2000 (see instructions for Part XlV)7 If Yes,' complete Part XIV 11 9 11 X

10 Did any persons become substantial contributors during the tax years II'Yes, attach a schedule listing their names and addresses 11 Did the organization comply with the public inspection requirements for its annual returns and exemption applications 11 X 12 The books are in care ot " POlk Bf05-Foundation ___-_-__----- Telephone no " (312) 527-4684

Located ac " 420 N Wabash_ Chicago-IL___- ZIP +a " 60611----__- 13 Section 4947(a)(1) nonexempt charitable trusts filing Form 990 PF in lieu of Form 1041 - Check here ~ Q

and enter the amount of tax exempt interest received or accrued during we year ~I 13 BAA Form 990-PF (2000)

Polk Bros F -61082

(4) Provide a grant to an organization other than a charitable, etc, organization described in Section 509(a)(1), (2), or (.i), or Section 4940(d)(7)7 D Yes X No

(5) Provide for any purpose other wan religious, charitable, scientific, literary, or educational purposes, or for the prevention of cruelty to children or animals 11 Yes X No

b If any answer is 'Yes' to 5a(l) (5), did any of the transactions fail to qualify under the exceptions described in Regulations Section 53 4945 or in a current notice regarding disaster assistance (see instructions) Organizations relying on a current notice regarding disaster assistance check here

c II the answer is 'Yes' to question Sa(4), does the organization claim exemption tram the tax because it maintained expenditure responsibility for the granl7 E]Yes D No If 'Yes,' attach the statement required by Regulations Section 53 4945 5(d)

6a Did the organization, dining the year, recieve any funds, directly or indirectly, to pay premiums on a personal benefit contracts DYes rx~ No

b Did the organization, during the year, pay premiums, directly or indirectly, on a personal benefit contract IfYou answered 'Yes to 66 also ale 8870

BAA Form 990-PF (2000) TEEA0305 011151131

File Forth 4720 if any item is checked m the 'Yes' column, unless en exception applies 1 a During the year did the organization (either directly or indirectly)

(1) Engage in the sale or exchange, or leasing of property with a disqualified persons ~ Yes X No

(2) Borrow money from, lend money to, or otherwise extend credit to (or accept it from) a disqualified persons Yes X No

(3) Furnish goods, services, or facilities to (or accept them from) a disqualified persons Yes X No (4) Pay compensation to, or pay or reimburse the expenses of, a disqualified persons X Yes No

(5) Transfer any income or assets to a disqualified person (or make any of either available for the benefit or use of a disqualified person) F] Yes X No

(6) Agree to pay money or property to a government officials (Exception Check 'No' if the organization agreed to make a grant to or to employ the official for a period after termination of government service, if terminating within 90 days ) Yes X No

b II any answer is 'Yes to l a ( 1 (6) , did any of the acts fail to quality under the exceptions described in Regulations SecUOn 53 4941 ~~ 3 or in a current notice regarding disaster assistance (see instrucUOns)? Organizations relying on a current notice regarding disaster assistance check here

c Did the organization engage in a prior year in any of the acts described in la, other than excepted acts, that were not corrected before the first day of the tax year beginning in 2000

2 Taxes on failure to distribute income (Section 4942) (does not apply for years the organization was a private operating foundation defined in Section 49420(3) or 4942Q)(5))

a At the end of tax year 2000, did the organization have any undistributed income (lines 6d and 6e, Part XI II) for tax year(s) beginning before 2000' R Yes XO No If'Yes,' list the years li~ 19 , 19 , 19 , 19

b Are there any years listed in 2a for which the organization is not applying the provisions of Section 4942(a)(2) (relating to incorrect valuation of assets) to the year's undistributed incomes (if applying Section 4942(a)(2) to all years listed, answer 'No' and attach statement - see instructions )

c If the provisions of Section 4942(a)(2) are being applied to any of the years listed in 2a, list the years here 19 , 19 , 19 , 19

3a Did the organization hold more than a 2% direct or indirect interest in any business enterprise at any time during the years F]Yes X No

b If 'Yes,' did it have excess business holdings in 2000 as a result of (7) any purchase by the organization or disqualified persons after May 26, 1969, (2) the lapse of the 5 year period (or longer period approved b the Commissioner under Section 4943(c)(7)) to dispose of holdings acquired by g ift or bequest, or (%the lapse of the 10 , 15 , or 20 year first phase holding periods (Use Schedule C Form 4720 to determine if the organization had excess business holdings m 2000 )

4e Did the organization invest during the year any amount in a manner that would jeopardize its charitable purposes

b Did we organization make any investment in a prior year (but after December 31, 7969) that could jeopardize its charitable purpose that had not been removed from jeopardy before the first day of the tax year beginning in 2000

5e During the year did the organization pay or incur any amount to (1) Carry on propaganda, or otherwise attempt to influence legislation (Section 4945(e))? 1-1 Yes X No

(2) Influence the outcome of any specific public election (see Section 4955, or to carry on, directly or indirectly, any voter registration drives

H Yes EX) No

(~ Provide a grant to an individual for gavel, study, or other similar purposes Yes X No

No

r t

Skyline Asset_Management LP Chicago, IL Investment fees 162,443 Capital Guardian Trust Chicago IL Investment fees 75,031 Total number o1 others receiving over $50,000 for professional services

Part IX-A7 Summary of Direct Charitable Activities

List the foundation's lour largest direct charitable activities during the lax year Include relevant statistical information such as the number of Expenses organizations and other beneficiaries served, conferences convened, research papers produced, etc 1 NONE

------------------------------------------------------- 0

2

-------------------------------------------------------

3

-------------------------------------------------------

4

-------------------------------------------------------

BM TEEao7o6 ioVioo Form 990-PF (2000)

Form 9so-PF(2o00) Polk Bros Foundation, Inc 36-6108293 Page Part VIII ' Informaton About Officers, Directors, Trustees, Foundation Managers, Highly Paid Employees,

and Contractors 1 List all officers, directors, trustees, foundation managers end then com ensalion see msiructions)

(b) Title and average (c) Compensation (d) Contributions to (e) Expense account, (a) Name and address hours per week (It not paid, enter -0-) employee benefit other allowances

devoted to position plans and deferred compensation

Sandra P Guthman President 4215 N Wabash, Chi ca o Full Time 216,700 0 0 J Ira Harris Vice Pres Chicago, IL Director 0 0 0 Raymond Simon Vice Pres Chicago , IL Director 0 0 0 See Part VIII, Line I Stmt

2 Compensation of five highest-paid em ployee s (other than those included online 1- see instructions If none, enter'None' (a) Name and address of each employee (b) Title and average (c) Compensation (d) Contributions to (e) Expense account,

paid more than $50,000 hours per week employee benefit other allowances devoted to position plans and deferred

compensation Nikki Stein Exec Dir Chicago IL Full Time 130,000 0 0 Suzanne Kerbow Assoc Dir Chicago , IL Full Time 88,495 0 0 Evette Cardona_____________ Prog Officer Chicago . IL Full Time 66,000 0 0 Theodore Weymouth-__-_______ CFO Barren ton IL Part Time 69,795 0 0 Mark McDaniel --_ Prog Officer Chicago, IL Full Time) 77,733 0 0 Total number of other employees paid over $50,000 3 Five highest-paid independent contractors for professional services - (see instructions If none, enter'None'

(a) Name and address of each arson aid more than $50,000 6 Type of service c) Compensation Grantham Mayo-VanOtterloo Boston, MA Investment fees 128,227 Northern Trust Co Chicago, IL Investment fees 264,690 Mid-Continent Investment Advisors

Form 99o-PF(200o) Polk Bros Foundation Inc 36-6108293

Part IX- B] of Program-Related Investments see instructions)

two largest Program related investments made b I and 2 1 Amount t None

------------------------------------------------------- 0

2

-------------------------------------------------------

All other program related investments See instructions 3

-------------------------------------------------------

Part X Minimum Investment Return (All domestic foundations must complete this part Foreign foundations, see instructions )

1 Fair market value of assets not used (or held for use) directly in carrying out charitable, etc, purposes a Average monthly fair market value of securities 1 a 332,023 797 b Average of monthly cash balances 1 b c Fair market value of all other assets (see instructions) 1 c d Total (add lines la, b and c) e Reduction claimed for blockage or other factors reported on lines la and Ic (attach detailed explanation) I 1 e

2 Acquisition indebtedness applicable to line 1 assets 3 Subtract line 2 from line 1 d 4 Cash deemed held for charitable activities Enter 1 1/2% of line 3 (for greater amount, see instructions) 5 Net value of nonchantable-use assets Subtract line 4 from line 3 Enter here and on Part V, line 4 6 Minimum investment return Enter 5% of line 5

0

4 .980 .357

TEEA0307 10124100

Part XI Distnbutable Amount (see instructions) (Section 4942Q)(3) and 0)(5) private operating foundations and certain foreign organizations check here ~ and do not complete this part )

1 Minimum investment return from Part X, line 6 1 16, 352, 172 2a Tax on investment income for 2000 horn Part VI, tine 5 2a 310 , 332 b Income tax for 2000 (This does not include the tax from Part VI ) 26 c Add lines 2a and 2b 2c 310 332

3 DisVibutable amount before adjustments Subtract line 2c from line 1 3 16 041,840 4a Recoveries of amounts treated as qualifying distributions 4a b Income distributions from section 4947(a)(2) trusts 4b i c Add lines 4a and 4b qc

5 Add lines 3 and 4c 5 16, 041 ,840 6 Deduction from dislributable amount (see instructions) 6 7 DistnhWable amount as adjusted Subtract line 6 horn line 5 Enter here and on Part XIII, line 1 7 16 . 041 . 840

PartXll Qualifying Distributions see instructions)

1 Amounts paid (including administrative expenses) to accomplish charitable, etc, purposes a Expenses, contributions, gifts, etc - total from Part I, column (d), line 26 7 a 15,216,631 b Program related investments -total of lines 1 3 of Part IX B 1 b 0

2 Amounts paid to acquire assets used (or held for use) directly in carrying out charitable, etc, purposes 2

3 Amounts set aside for specific charitable projects that satisfy the a Suitability test (prior IRS approval required) 3a b Cash distribution test (attach the required schedule) 3b

4 Qualifying distributions Add lines la through 3b Enter here and on Part V, line 8, and Part XIII, line 4 4 15,216 .631 5 Organizations that quality under section 4940(e) for the reduced rate of lax on net investrnent income

Enter 1% of Part I, line 27b (see instructions) 5 10 .332 6 Adjusted qualifying distributions Subtract line 5 horn line 4 6 14,906 .299

Note The amount on line 6 will be used in Part V, column (b) in subsequent years when calculating whether !he foundation qualifies for the section 4940(e) reduction o! fax in those years

gAA Form 990-PF (2000)

J

Form 990-PF(2ooo) Polk Bros Foundation, Inc 36-6108293 Pages

Part XIII Undistnbuted Income (see instructions)

(a) (b) (c) (d) Corpus Years prior to 1999 1999 2000

7 Distributable amount for 2000 from Part XI, line 7 16 .041 .840

2 Undistributed income, d any, as of the end of 1999 a Enter amount for 1999 only 13 .844 .639 ' b Total for prior years 19 , 19 , 19

3 Excess distributions carryover, d any, to 2000, ~ ° e From 1995 0 b From 1996 0 ~ c From 1997 0 d From 1998 0 e From 1999 0 1 Total of lines 3a through e 0

4 Qualifying distributions for 2000 from Part XII, line 4 ~ $ 15, 216, 631

a Applied to 1999, but not more than line 2a 13,844,639 '

b Applied to undistributed income of prior years ?,action required - see instructions)

c Treated as distributions out of corpus (Election required - see instructions)

d Applied to 2000 disVibutable amount 1 .371 , 992 e Remaining amount distributed out of corpus 0

5 Excess distributions carryover applied to 2000 (11 an amount appears in column (d), the - same amount must be shown m column (a) )

6 Enter the net total of each column as indicated below

a Corpus Add lines 3( 4c, and 4e Subtract line 5

b Prior years' undistributed income Subtract line 4b from line 2b 0

c Enter the amount of prior years' undistribut ad income for which a notice of deficiency has been issued, or on which the section 4942(a) lax has been previously assessed

d Subtract line 6c from line 6b Taxable amount - see instructions Q

e Undistributed income for IQ99 Subtract line 4a from line 7a Taxable amount - see instructions 0

f Undistributed income for 2000 Subtract lines 4d and 5 from line 1 This amount must be " distributed in 2001 14, 669, 848

7 Amounts treated as distributions out of corpus to salesfy requirements imposed by sector 170(b)(1)(E) or 4942(9)(3) , , (see instructions) "

8 Excess distributions carryover from 1995 not applied on line 5 or line 7 (see instructions) 0 '

9 Excess distributions carryover to 2001 Subtract lines 7 and 8 from line 6a 0

10 Analysis of line 9 ~ , a Excess from 1996 0 b Excess from 1997 0 c Excess from 1998 0 ' d Excess from 1999 ~~---- 0 e Excess from 2000 ~ `

BAA Form 990-PF (200p)

TEEA0308 IOAaMD

d My restrictions or limitations on awards, such as by geographical areas, charitable fields, kinds of institutions, or other factors Must be organization exempt under sec 501 (c) (3)

TEEA0309 10,104uo Form 990-PF (2000)

sso-rF (2ooo) Pol k B art xiv I rnvate uperaung Foundations (see instructions and Part VII A question s) 1 a If the foundation has received a ruling or determination letter that it is a private operating foundation, and the ruling

is effective for 2000, enter the dale of the ruling b Check box to indicate whether the organization is a private operating foundation described in Section 4942(j)(3) or

2e Enter the lesser of the adjusted net Tax ear Prior 3 ears income from Part i or the minimum a 2000 b 1999 c 1998 d 1997 investment return from Part X for 1 each year listed

b 85°b of line 2a

c Qualifying distributions from Part XII, line 4 for each year listed

d Amounts included in line 1c not used directly tar active conduct of exempt activities

e Qualifying distributions made directly for active conduct of exempt activities Subtract line 2d from line 2c

3 Complete 3a, b, or c for the alternative test relied upon

a 'Assets' alternative test - enter (1) Value of all assets

(2) Value of assets qualifying under Section 49420)(3)(8)(i)

b 'Endowment' alternative lest - Enter 1/3 of minimum investment return shown in Part X line 6 for eat year listed

c 'Support' alternative test - enter

(1) Total support other than gross investment income (interest, dividends, rents, payments on securities loans (Section 512(a)(5)), or royalties)

(2) Support from general public and 5 or more exempt organizations as provided in Section 4942(IX3XB)(iu)

(3) Largest amount of support from an exempt organization

(4) Gross investment income

1 Information Regarding Foundation Managers

a List any managers of the foundation who have contributed more than 2°b of the total contributions received by the foundation before the close of any tax year (but only if they have contributed more than $5,000) (See Section 507(d)(2) ) None

b List any managers of the foundation who own 10°b or more of the stock of a corporation (or an equally large portion of the ownership of a partnership or other entity) of which the foundation has a 10°k or greater interest None

Information Regarding Contribution, Grant, Gift, Loan, Scholarship, etc, Programs Check here ' 11 if the organization only makes contributions to preselected charitable organizations and does not accept unsolicited requests for funds If the organization makes gifts, grants, etc, (see instructions) to individuals or organizations under other conditions, complete items 2a . b . c . and d

a The name, address, and telephone number of the person to whom applications should be addressed Nikki Stein, Polk Bros Foundation 420 N Wabash Ave

IL 60611 (312) 527-4 b The form in which applications should be submitted and information and materials they should include Application form available from Foundation office

c My submission deadlines Continuous

10 Oh control the Year or

snl 0 reenoaio io,oam Form 990-PF (2000) aAa

l

Form990-PF 2000) Polk Br05 Part XV Supplementarylnf 3 Grants and Contributions Paid

Recipient

Name and address (home or t e Paid during the year

Regular Grants

Multi-Year Grants

Capital Grants

Family Grants

Discretionary Grants

Small Grants

Matching Grants

Total b Approved !or (inure payment

Foundation I Purpose otgrant or I Amount status of Contribution canlribution

See Schedule 5,679,308



See Schedule 135,000



See Schedule 646 832

3a1 14 .004 .290

0

Form sso-PF(zooo) Polk Bros Foundation Inc 36-6108293 Page it Part XVI-A, Analysis of Income-Producing Activities

Unrelated business income (a) (b) isiness Amount code

(e) Related or exempt function income

(d) Amount

e 1 g Fees and contracts from government agencies

2 Membership dues and assessments 3 Interest an savings and temporary cash imestrnenis 4 Dividends and interest from securities 5 Net rental income or (loss) from real estate

e Debt financed property b Not debt financed property

6 Net rental income or (loss) from personal property 7 Other investment income

8 Gain or (loss) from sales of assets other than inventory 9 Net income or (loss) from special events

10 Gross profit or (loss) from sales of inventory

11 Other revenue

a Partnership income bRefund of income taxes c d

1

e 12 Subtotal Add columns (h), (d), and (e) 941 .619 32,406,892 13 Total Add line 12 columns (b), (d), and (e) ~ 73 33, 348, 511 (See worksheet in the instructions for line 13 to verify calculations )

Part XVI.B Relationship of Activities to the Accomplishment of Exempt Purposes

9AA 7eEADSoi io1oQoo Form 990-PF (2000)

Enter gloss amounts unless othervnse indicated

1 Program service revenue

b c

code

141 6 .851 .608

81 9 .143 .211

Form 99D-PF(2ooo) Polk Bros Foundation, Inc 36-6108293 Page i2 Part XVII Information Regarding Transfers to and Transactions and Relationships with Noncharitable

Exempt Organizations Yes No

7 Did the organization directly or indirectly engage in any of the following with any other organization described in Section 501(c) of the Code (other than Section 501(c)(3) organizations) or in Section 527, relating to political organizations?

a Transfers nom the reporting organization to a noncharitable exempt organization of ; (I) Cash 1 a 1) X (Z) Other assets 1 a (2) X

b Other transactions (1) Sales of assets to a noncharitable exempt organization 1 b (1) X (2) Purchases of assets from a noncharitable exempt organization 1 6 (2) X (3) Rental of facilities, equipment, or other assets 1 6 (3) X (4) Reimbursement arrangements 1 6 (4) X (5) Loans or loan guarantees 1 b (5) X (6) Performance of services or membership or fundraising solicitations 1 6 (6) X

c Sharing of facilities, equipment, mailing lists, other assets, or paid employees 1 c X

d II the answer to any of the above is 'Yes, complete we following schedule Column (b) should always show the lair market value of the goods, other assets, or services given by the re Portin organization If the organization received less than lair market value in any transaction or sharing arrangement, show in co umn (~d) the value of the goods, other assets, or services received

(a) Line no (b) Amount involved (c) Name of nanchanla6le exempt organization (d) Description of transfers, transactions, and sharing arrangements

2a Is the organization directly or indirectly affiliated with, or related to, one or more tax exempt organizations described in Section 501(c) of the Code (other than Section 501(c)(3)) or in Section 527 11 Yes X No

11 Estimated lax paid or credited for each period (see instructions) Far column (a) only, enter the amount from tine 11 on line 15 11 101,373 70, 000 70,000 Comp/ale /fines 12 through 18oJone column before going to the next column ,

12 Enter amount, if any, from line 18 of the preceding column 12 . 23 , 790 16 207 8,624

73 Add lines 11 and 12 73 93,790 86 207 8 624

14 Add amounts on lines 16 and 77 of the preceding column 14 0 0

15 Subtract line 14 from line 13 It zero or less, enter 0 15 101,373 93 , 790 86- 1 2-0-7 8,624

16 If the amount on line 15 is zero, subtract line 13 from line 14 Otherwise, enter 0 16 - ` 0 0

77 Underpayment If line IS is less than or equal to line 10, subtract line 15 horn line 10 Then go to line 12 of the next column Otherwise, go to dine 1e 17 68, 959

78 Overpayment II line 10 is less than line 15, subtract line 10 from line 15 Then go to line 12 01 the next column 18 23,790 16 , 207 I 8 624 ' Comp/ate Part /l/ on page 2 to figure the penalty /1 there are no entnes on /fine 17, no penalty is owed

BAA Form 2220 (2000) cacz0312 011012101

"'O OMB No isas-0iaz Form LLL

Underpayment of Estimated Tax by Corporations '

oep.rtmen e of me r~eas~ry " See separate instructions for Paperwork Reduction Act Notice LOOo Internal Revenue Servse ~ Attach to the corporation's fax return Nam. Employer IdenHficaHon Number

Polk Bros Foundation, Inc 36-6108293 Note' In most cases the corporation does not need to ale Form 222 (See Part 1 below for exceptions ) The IRS will figure any penalty owed

and bill the corporation 11 the corporation does not need to file Form 2220 R may still use if to (figure the penalty Enter !he amount horn line 34 on the estimated tax penalty line of the corporation s income tax return, but do not attach Form 2227

Part I Reasons for Filing - Check the boxes below that apply to the corporation If an y boxes are checked, the corporation must file Form 2220, even if it does not owe the penalty If the box on line 1 or line 2 applies, the corporation may be able to lower or eliminate the penalty See instructions

1 ~ The corporation is using the annualized income installment method 2 The corporation is using the adjusted seasonal installment method 3 The corporation is a 'large corporation' figuring its first required installment based on the prior year's tax

Note The corporation must also file Form 2220 if it has a research credit allowed for the current year See the instructions for line 4

Part If Figuring the Underpayment

4 Total tax (see instructions) 4 310,332 5a Personal holding company tax (Schedule PH (Form 1120), line 26) included

on line 4 5 a b Interest included on line 4 due under the look back method of Section 460(b)(2) for completed long term contracts or Section 167(g) for property depreciated under the income forecast method Sb

c Credit for federal tax paid on fuels (see instructions) 5 c d Total Add lines Sa through Sc Sd

6 Subtract line Sd from line 4 If the result is less than $500, do not complete or file this form The corporation does not owe the penalty 6 310, 332

7 Enter the tax shown on the corporations 1999 income tax return Caution See instructions before completing this line 7 397,570

8 Enter the smaller of line 6 or line 7 If the corporation must skip line 7, enter the amount horn line 6 on line 8 8 310,332

9 Installment due dates Enter in columns (a) through (d) the 15th day of the 4th (Form 990 PF filers Enter 5th month), 61h, 9th and 12th months of the corporation's lax year

10 Required installments If the box on line 1 and/or line 2 above is checked, enter the amounts horn Schedule A, line 41 It the box on line 3 (but not 1 or 2) is checked, see the instructions for the amounts to enter If none of these boxes are checked, enter 25% of line 8 above in each column

Form 272o(2000) Potk Brbs Foundation, Inc 36-6108293 Page 2 Part III Figuring the Penalty

19 Enter the date of payment or the 15th day of lie 3rd month after the close of the tax $2E StRli year, whichever is earlier (see instructions) (Form 990.PF and Form 990-T r/ers " Use 5th month instead of 3rd month ) 19

20 Number of days from due date of installment on line 9 to the date shown on line 19 20

21 Number of days on line 20 after 4/15/2000 and before 1/1/2001 21

?2 Underpaym ent Number of days on line 17 x online 21 X 9°h

366

23 Number of days on line 20 after 12/31/2000 and before Ml/2001 23

24 Underpaym ent Number of days on line 17 x on line 23 x 9%

365 yq

27 Number of days on line ZO after 6/30/2001 and before 10/1/2001 27

28 Underpayment Number of days on line 17 x an line 21 x 7 '°/a

365 pg

29 Number of days on line 20 after 9/30/2001 and before 1/1/2002

30 Unaerpaym enl Number of days on line 17 x online 29 x "°

365

31 Number of days on line 20 after 12/31/2001 and before 2/16/2002 37

32 Underpaym enl Number of days on on line 17 x line 31 x "%

365 [32

33 Add lines 22, 24, 26, 28, 30, and 32

34 Penalty Add columns (a) through (d), of line 33 Enter the total here and on Farm 1120, line 33, Form 1120 A,

cacm312 0110oi

25 Number of days on line 20 after 3/31/2001 and before 7/1/2001

26 Underpaym ent Number of days on line 17 x an line 25 K 7'%

365

For underpayments paid after March 31, 2001 For lines 26, 28, 30, and 32, use the penalty interest rate for each calendar quarter that the IRS volt determine during the first month in the preceding quarter These rates are published quarterly in an IRS News Release and in a revenue ruling in the Internal Revenue Bulletin To obtain this information on the Internet, access the IRS web site at www irs gov You can also call 1-800 829 1040 to get interest rate information

Form 2220 (2000)

Underpayment Penalty Statement ~ Attach to return

2000

Total Penalty 568 68

CPGY14015CR OIIOSNI

Name Employer Identification No Polk Bros Foundation, Inc 36-6108293

'Event Date Amount Amount Balance Due Percent # of Penalty Due Paid (Overpayment) Days

Amount Due O1/15/O1 77,583 77,583 9 00 0 Applied O1/15/OS 51,373 26,210 9 00 0 Payment O1/15/O1 50,000 -23,790 9 00

Amount Due 02/15/01 77,583 53,793 9 00 0 Payment 02/15/01 70,000 -16,207 9 00

Amount Due O5/15/O1 77,583 61,376 7 00 0 Payment O5/15/O1 70,000 -8,624 7 00

Amount Due 08/15/01 77,583 68,959 7 00 43 568 68 Payment 09/27/01 85,000 -16,041 7 00

Date Filed 01/15/02 -16,041 7 00

Other income Rev/Exp Book Net Inv Inc Adl Net Inc Partnership Income 16,316,988 15,375,369 Liquidating Trust 803,533 803,533 Income Tax Refunds 176,805 0 Other Misc Income 25,966 25,966

17,323,292 16 204 .868 Total

Taxes (see instructions) Rev/Exp Book Net Inv Inc Add Net Inc Charity Disb Fed Excise Taxes 190,000 0 Payroll Taxes 56,301 9,555 46,747 Property Taxes 33,632 33,632 0 Fed/State Income Taxes 297,500 0

577,433 43,187 Total

Form 990 PF, Page 1, Part I, Line 23 Line 23 Stmt

Net Inc

143,762 42,616 Total

Line 16a - Legal Fees : Name of Provider Type of Sernce Provided Amount Paid

Mayer Brown & Platt I LeRal Consultation 1 18,010

Total 18 010

Polk Bros Foundation, Inc 36 6108293

Form 990 PF, Page'1, Part I, Line 11 Line 11 Stmt

Form 990 PF, Page 1, Part I, Line 18 Line 18 Stmt

Other expenses Advertising Delivery and Messengers Dues and Subscriptions Furniture and Equipment Insurance Real Estate Investment Exp Maintenance & Repair Office Expense Office Supplies Postage Telephone Utilities Technology Services Less Expenses allocated to Unrelated Business Taxable Income

21 1,781

17,318 4,456

23,734 48,044 13,091 12,213 7,424 2,500 7,717 3,027 2,436

0

Net lnvlnc 2

178 1 .732

2,373 48,044 1,309 1,221

250 772 303 244

I -15,000

Form 990 PF, Page 1, Part I, Line 16a L-16a Stmt

46,747

Chars Dish 19

1,603 15,586 4,010

21 .361 0

11 .782 10 .992 6,681 2,250 6,945 2,724 2,193

0

86,146

2

Line 16b - Accounting Fees. Name of Provider Type of Service Provided I Amount Paid

19,534

Form 990-PF, Page 1, Part I, Line 16c L-16c Stmt

Line 16c - Other Professional Fees:

Name of Provider Type of Service Provided Amount Paid

Contract program services 13,362 Technical assistance-full service schools 38,518 Computer consulting 24,936 Employee benefit consulting 1,625 Catering Service 1,391 Technical assistance - school based health clinics 7 , 600 Intern 3 000 Public relations assistance - school based programs 1 25 5 Full service school technical assistance 6 250 Investment advice and custody 264,690 Investment Consultation 75,000 Investment fees 162,443 Investment fees 64,642 Investment fees 128,227 Investment fees 145,821 Investment fees 75,031

Total

Beginning Line 10a - Investments - Book

US and State Government Obligations: Value

End of Year Book Fair Market Value Value

Beginning End of Year Line lOb-Investments -Corporate Stock~ Book Book Fair Market

Value Value Value

Common and Preferred Stocks (schedule) 59,911, 139 1 58,601,428 64,669,912


Farm 990-PF, Paged, Part I, Line 16b L-16b Stmt

Total

ler Melvoin & Glasser I Auditing and Tax Consultation I 19,534

Sara Seal Levy North Central Region Tom Computer Consulting Financial Planning Assoc Rita's Catering Ill Maternal BChild Health coalition Florencia Ramirez Kathy Schaeffer & Associates Greg Hall Northern Trust Co Monticello Associates Skyline Asset Management Heitman/PRA Securities Grantham Mayo VanOtterloo Mid-Continent Capital Capital Guardian Trust

Form 990 PF, Page 2, Part II, Line 10a L-l0a Stmt

1 013,791

U S Treasury Notes and Bonds (schedule) I 33,961,366 1 20,385,031 I 20,701,880

Total 33 .961,366 20,385,031 20,701,880

Form 990 PF, Page 2, Part II, Line lOb L-l Ob Stmt

3

59,911 139 58,601,428 64 669,912

Form 990-PF, Page 2, Part II, Line lOc L- 10c Stmt

Form 990-PF, Page 2, Part II, Line 13 L-13 Stmt

Beginning End of Year Book Book Fair Market Value Value Value

131,031,155 148,002 .473 182,539,675

131,031,155 148,002,473 182,539,675

Line 13 - Investments - Other:

Total


Form 990 PP, Page~2, Part II, Line lOb L-l Ob Stmt

Line 10b - Investments - Corporate Stock .

Total

Continued

Beginning I End of Year Book Book Fair Market Value I Value Value

Beginning End of Year Line 10c - Investments - Corporate Bonds: Book Book Fair Market

Value Value Value

Bonds (schedule) 14,536,674 36,520,331 37,086,416 Accrued interest receivable 0 0 751,268

Total 14,536,674 36,520,331 37 837 .G84

Form 990 PF, Page 2, Part II, Line 12 L-12 Simt

Beginning End of Year Line 12- Investments - Mortgage loans: Book Book Fair Market

Value Value Value

Beneficial Interest in Liquidating Trust 11,576,774 8,165,307 8,165,307

Total 11,576,774 8,165,307 8 165,307

Polk Bros Foundation, Inc 36-6108293

Form 990 PF, Page 6, Part VIII, Compensation Part VIII, Line 1 Stmt

(a) (b) Name and address Title, and

average hours per week devoted to position

Sidney_Epstein--__-__ Treasurer Chica¢,o IL Director Gordon Prussian Director Chicago, IL Howard Polk Director Chicago, IL Br uce Bachmann Director Chicago I

Total

(d) (e) Contributions Expense to employee account, other benefit plans allowances and deferred compensation

0 0

0

0 0 0

Compensation Qt not paid, enter-0-)

0

4

0

0


Supporting Statement of

Form 990-PF, pl/Line 11 (b)-1

Description

Avanti II Passive 59-3305004 K-1 Avanti II Active 59-3305003 K-1 Avanti III Passive 59-3501317 K-1 Avanti III Active 59-3501318 K-1 Frontenac VI 36-3888823 K-1

Amount

15,375,369

Form 990-PF pll/Line 4 Column (d)

Description Amount

5,239 157 Interest

Frontenac VII 36-4142463 K-1 Frontenac VIII 36-4343653 K-1 Meadow Lane 06-1088861 K-1 SCF-III 76-0475043 K-1 SCF-IV 76-0556240 K-1 OCM Opportunities Fund 95-4551378 K-1 OCM Opportunities Fund II 95-4656967 K-1 OCM Opportunities Fund III 95-4761130 K-1 EnCap 76-0545518 K-1 Summit Ventures IV 04-3278221 K-1 Summit Ventures V Companion 04-3427959 K-1 Summit Accelerator 77-0521400 K-1 Abbott Capital 04-3281606 K-1 Walton Street I 36-4025780 K-1 Walton Street II 36-4208917 K-1 Madison Dearborn II 36-4097124 K-1 Madison Dearborn III 36-4264560 K-1 Madison Dearborn IV 36-4384386 K-1 MHR 13-4001457 K-1 HarbourVest IV 04-3207633 K-1 HarbourVest IV Direct 04-3207653 K-1 Brinsan 36-3973208 K-1 Francisco Partners 94-3359836 K-1 TIFF 111 58-2426874 K-1 Fundamental Managers 13-3838178 K-l Capital Guardian 95-7101588 K-1 HabourVest Dover Street 04-3456831 K-1 Brinson 36-3973208 Realized Loss Capital Guardian 95-7101588 Realized Loss Maverick Fund - Realized Income Perry Partners - Realized Income Realty Associates III - Realized Income Realty Associates IV - Realized Income Adamas Partners - Realized Income Johnsbure Farm 36-3818215 K-1

Total


175,993 712 81

1,852 -161,798 481,054

1,262 1,771,273

27,241 -8,540

326,375 238,730

189 160 422,414 153,637 -9 214

1,744,507 343,490 47,702 659,323

1 047 386

189 836 3,425 292

247,527 955,335 -20,590 -23 .736 473,841 146,680 82,409

-955,335 -78,477

3,298 3,551 .412

684,217 270,735

8,929 -62,080




Description Amount

Supporting Statement of:


Description Amount

Gain on sale of miscellanous real estate C 17,500

Total 9,143,211

6

Continued

Dividends I 1,612,451

Total 6,851 .608

of 15

Regular Grants 11-02-00 Donors Forum of Chicago 17,840 00 11-17-00 Chicago Opera Theater 20,000 00 11-17-00 Civic Orchestra of Chicago 15.000 00 11-17-00 Illinois Arts Alliance Foundation 15 .000 00 11-17-00 People's Music School 30,000 00 11-17-00 Smart Museum of Art 30 .000 00 11-17-00 WBEZAIIiance 55,00000 11-17-00 Cabrini Connections 20,000 00 11-17-00 Centers for New Horisns 35,000 00 11-17-00 Chicago School Leadership Developnent Co-op 2000000 11-17-00 Garfield Park Conservatory 50,000 00 11-17-00 Illinois Literacy Resource Development Center 25,000 00 11-17-00 Little Black Pearl Workshop 2000000 11-17-00 Spertus Institute of Jewish Studies 50,000 00 11-17-00 Horizon Hospice Inc 25 .000 00 11-17-00 Infant Welfare Society 45 .000 00 11-17-00 Blue Gargoyle Youth Service Center 25,000 00 11-17-00 Christopher House 25,000 00 11-17-00 Community TV Network 20,000 00 11-17-00 The Enterprising Kitchen 12,500 00 11-17-00 Ezra Multi-Service Center/Jewish Federation of metro Chicago 150,000 00 11-17-00 Family Care of Illinois 20,000 00 11-17-00 Family Focus 30,000 00 11-17-00 Family Rescue 30,000 00 11-17-00 House of the Good Shepherd 15,000 00 71-17-00 Illinois Facilities Fund 80,000 00 11-17-00 Lifelink 20,000 00 11-17-00 Openlands Project 20,000 00 11-17-00 Operation Able 20,000 00 11-17-00 Public Benefits Hotline 50,000 00 11-17-00 Sarah's Circle 17,500 00 11-17-00 St Elizabeth Catholic Workers 15,000 00 11-17-00 Street-Level Youth Media 25,000 00 11-17-00 The Resurrection Project 30,000 00 11-17-OD Vision Chicago 15,000 00 11-17-00 Youth Service Project Inc 25.000 00 11-28-00 Access Community Health Network 12,500 00

POLK EROS FOUNDATION, INC 36-6108293 Statement Attached as Part of Fortn990PF-2000 Part XV, Supplemental Information, Line 3

SUMMARY Regular Grants 5,679,307 59 Mulls-Year Grants 5,277,000 00 Capital Grants 1,641,600 00 Matching Grants 646,832 00 Family Grants 135,000 00 Discretionary Grants 121 55000 Small Grants 503,000 00

Part XV, Supplemental Information, Line 3 14,004,289 59

DETAIL Date Grant Recipient Amount

of 15

01-OS-01 I Have A Dream Foundation 12,465 18 01-12-01 I Have A Dream Foundation 3.75000 02-08-01 Art Institute of Chicago 6750000 02-08-01 Arts Bridge 20,00000 02-08-Ot Chicago Children's Choir 25,000 00 02-OS-01 ETA Creative Arts Foundation 25.000 00 02-08-01 HeaIthWorks Theatre 15,000 00 02-08-01 Marwen Foundation, Inc 50,000 00 02-08-01 Merit Music Program 35,000 00 02-OB-01 Family Matters 30,000 00 02-OB-01 Golden Apple Foundation 35,000 00 02-08-01 Illinois Institute of Technology 75,000 00 02-08-01 LaSalle Street CYCLE 60,000 00 02-08-01 Leadership for QualiryEducation 35,000 00 02-08-01 Northeastern Illinois University 20 .000 00 02-OB-01 Parents United for Responsible Education 20,000 00 02-OB-01 Teachers' Task Force 25 .000 00 02-08-01 University of Chicago - Departrrent of Mathematics 60,000 00 02-08-Ot Urban Gateways 40,000 00 02-08-01 West Town Leadership United 20,000 00 02-08-01 Beacon Therapeutic Diagnostic and Treatranl Center 25,000 00 02-08-01 Bickerdike Redevelopment Corporation 15,000 00 02-08-01 BUILD, Inc 30,000 00 02-08-01 Business 8 Professional People for the Public Interest 60 .000 00 02-OB-01 Cambodian Association of Illinois 15 .000 00 02-08-01 Centro Romero 20,000 00 02-08-Ot Chicago Child Care Society 25,000 00 02-08-01 Chicago Coalition for the Horreless 20,000 00 02-08-01 Chicago Continuumof Care Governing Council 20.000 00 02-08-01 Chicago Foundation for Nbmen 50,000 00 02-08-01 Community Supportive Living 25,000 00 02-08-01 Coordinated Advice 8 Referral 25,000 00 02-08-01 CPAs for the Public Interest 20,000 00 02-08-01 Donors Forum of Chicago 25,000 00 02-OB-01 Gads Hill Center 30,000 00 02-OB-01 Gut Scouts of Chicago 25,000 00 02-OB-01 Housing Opportunities and Nbintenance for the Elderly 45,000 00 02-08-01 Illinois Regional Conlinuumof Care Roundtable 25,000 00 02-08-Ot IT Resource Center 30.000 00 02-08-01 Lydia Home Association 20.000 00 02-08-Ot Mujeres Latinas en Acuon 25,000 00 02-OB-Ot Open Hand Chicago 15,000 00 02-OB-01 Rape Victors Advocates 2500000 02-OB-01 The Resource Center 15,000 00 02-OB-01 Scholarship 8 Guidance Association 25,000 00 02-OS-01 Southeast Chicago Developrrent Commission 25,000 00 02-20-01 Hostelling International - Chicago 60,000 00 0&07-01 Brookiield Zoo-Chicago Zoological Society 40,000 00 OS-07-01 Chicago Humanities Festival 50,000 00 05-07-01 Court Theatre Fund 45,000 00 05-07-01 Kohl Children's Museum 25,000 00 OS07-01 Lincoln Park Zoological Society 8000000 OS-07-01 Museums In The Park 32,600 00 OS-07-01 Old Town School of FoIkMusic 35.000 00 OS07-01 Sherwood Conservatoryof Music 30,000 00 OS-07-01 Suzuki-Orff School for Young Musicians 20,000 00 OS07-01 YMCA of Metropolitan Chicago 65,000 00 OS-07-01 Ada S McKinley Community Services, Inc 3500000 OS07-01 Columbia College 50,000 00 05-07-Ot De LaSalle Institute 30.000 00 0&07-07 Designs for Change 50,000 00

Date Grant Recipient Amount

of 15

05-07-01 Future Teachers of Chicago 15,000 00 OS-07-01 National Lelmtek Center 30,000 00 05-07-01 Centro San Bonifaao 20,000 00 OS-07-Ot Chicago Health Connection 2500000 05-07-01 Chicago House and Social Service Agency 20,000 00 05-07-01 Circle Family Care 35,000 00 05-07-01 Holy Cross Hospital Foundation 20,000 00 OS07-Ot La Rabida Children's Hospital 40,000 00 007-01 Loyola University Health System 25,000 00 OS-07-01 Mobile C A R E Foundation 25,000 00 OS07-01 SSI Coalition/Responsible SafetyNet 20,000 00 05-07-01 AIDS Pastoral Care Network 15,000 00 OS-07-01 Center for Impact Research 25,000 00 05-07-01 Chicago Association for Retarded CiliPns 20,000 00 0&07-01 Chicago Lawyers' Committee for Civil Rights under the Law 35,000 00 05-07-Ot Chicago Lighthouse For The Blind 20,000 00 05-07-01 ChiIdServ 25,000 00 OS-07-01 Genesis House 20,000 00 05-07-01 Illinois Center for Violence Prevention 20,000 00 OS-07-01 Institute of Women Today 25,000 00 05-07-01 Jobs for Youth/Chicago 45,000 00 05-07-01 Life Span 30,000 00 OS-07-01 Lutheran Social Services of Illinois 25,000 00 OS07-01 Metropolitan Tenants Orgarnmtion 20,000 00 05-07-01 PCC Community Wellness Center 20,000 00 OS07-01 Polish American Association 2500000 05-07-Ot Public Allies Chicago 20,000 00 05-07-01 The Employment Project 20,000 00 05-07-Ot YWCA of Metropolitan Chicago 35,000 00 05-17-Ot Rush Presbytenan-St Luke's Medical Center 60,000 00 05-17-Ot Youth Guidance 60,000 00 OS-17-Ot Childrens' Memonal Foundation 60,000 00 06-26-01 Apna Ghar 15,000 00 07-19-Ot Access Community Health Network 23,000 00 OB-07-Ot I Have A Dream Foundation 12,152 41 OB-14-01 Chicago Children's Niseum 55,000 00 OB-14-01 Chicago Historical Society 65,000 00 OB-14-01 Child's PIayTouring Theater 20,000 00 08-14-01 Creating Pride 1500000 OB-14-01 Facets Multimedia, Inc 25,000 00 OS-14-01 Joel Hall Dance Center 15,000 00 08-14-Ot Lookingglass Theatre Cortpany 25,000 00 OB-14-01 Lyric Opera of Chicago 50,000 00 OS-14-01 Museum of Science and Industry 75,000 00 08-14-01 Music Institute of Chicago 15,000 00 OS-14-01 Music Theater Workshop 20,000 00 08-14-01 Performing Arts Chicago 25,000 00 08-14-01 Abraham Lincoln Centre 20,000 00 08-14-01 Austin Career Education Center 25,000 00 08-14-01 Centers for New Honmns 5000000 08-14-01 Chicago Cares Inc 40,000 00 08-14-01 Chicago Communities in Schools 55,000 00 08-14-01 Chicago Foundation for Education 20,000 00 OB-14-01 Chicago Metro Association for the Education of Young Children 15,000 00 08-14-01 Coalition for Improved Education in the South Shore 25,000 00 08-14-01 Executive Service Corps of Chicago 25,000 00 08-14-01 North Lawndale Learning Community 35,000 00 08-14-01 North Park University 30,000 00 08-14-01 Rochelle Lee Fund 35,000 00 08-14-01 Target Hope 20,000 00 08-14-01 CARA Program 35,000 00


of 15

Multi-Year Grants 11-02-00 Black Ensemble Theater Corporation 20.000 00 11-02-00 Canal Corridor Association 20.000 00 11-02-00 Chicago Chamber Musicians 20,000 00 11-02-00 Chicago Health Consortium 35,000 00 11-02-00 Chicago Sinfonietta 25,000 00 11-02-00 Chicago Urban League 50,000 00 11-02-00 Financial Research and AdvisoryCommittee 30,000 00 11-02-00 International Nlisic Foundation 12,500 00 11-02-00 Jewish Council on Urban Affairs 30,000 00 11-02-00 Jewish Federation of Nbtropolitan Chicago 96,500 00 11-02-00 Lakefront SRO Corporation 75,000 00 17-02-00 Northlight Theatre 20,000 00 11-02-00 Oriental Institute of the Universityof Chicago 50,000 00 11-02-00 Pegasus Players 25,000 00 11-02-00 Planned Parenthood Chicago 30,000 00 11-02-00 Victory Gardens Theater 20,000 00 11-02-00 Youth Guidance 80,000 00 11-17-00 Chicago Academy of Science 57,500 00 11-17-00 Chicago Theatre Company 15 .000 00 11-17-00 Free Street Theater 20.000 00 11-17-00 Intuit Center for Intuitive and Outsider Art 15,000 00 11-17-00 Muntu Dance Theatre 20,000 00 11-17-00 Music of the Baroque 20,000 00 11-17-00 Associated Colleges of Illinois 80,000 00 11-17-00 Community Organizing and Famly Issues 30,000 00 11-17-00 Community Renewal Society 45,000 00 11-17-00 East Village Youth Program 15.000 00 11-17-00 NewberryLibrary 35,00000 11-17-00 Ounce of Prevention Fund 50,000 00 11-17-00 Providence-St NCI School 50,000 00 11-17-00 Advocate Charitable Foundation 60,000 00 11-77-00 CommurntyFleallh 25.00000


08-14-01 Center for Conflict Resolution 20,000 00 08-14-01 C A N D O 32,500 00 08-14-07 Chicago Community Loan Fund 30,000 00 08-14-01 Chicago Rehab Network 3500000 08-14-01 Chicago Youth Programs, Inc 20,000 00 08-14-01 Developing Communities Project 75.000 00 OB-14.01 Ethiopian Community Association of Chicago 20.000 00 OB-14-01 Fund for Immigrants and Refugees 75.000 00 08-14-01 Goodwill Industries of Wbtropolitan Chicago 15,000 00 OS-14-01 Greater West Town Community Development Project 40,000 00 08-14-01 Heartland Alliance for Hunan Needs and Human Rights 50,000 00 08-1401 Jewish Community Centers of Chicago 100,000 00 OB-14-01 Lawrence Hall Youth Service 50,000 00 08-14-01 Lawyers Committee for Better Housing 15,000 00 OB-14-01 Leadership Council for Metro Open Communities 20,000 00 08-14-01 Little Brothers, Friends of the Elderly 20.000 00 08-14-01 Marillac House 25,000 00 08-14-01 Metropolitan Planning Council 25,000 00 08-14-01 Night Ministry 40,000 00 08-14-01 Rainbow House 25,000 00 08-14-01 Recording for the Blind and Dple)ac 1500000 OB-14-Ot Roger Baldwin Foundation of ACLU 30.000 00 08-14-01 American Cortmittee/Weiunann Institute of Science 5,00000 08-14-01 Lows A Weiss Memorial Hospital 20,000 00 08-14-01 UIC Neighborhoods Initiative 20.000 00

-------------------- Total Regular Grants 5,679,307 59


11-17-00 Health 8 Medicine PalicyResearch Group 20,000 00 11-17-00 Rehabilitation Institute 60,000 00 11-17-00 Thresholds 50,000 00 11-17-00 Catholic Charities of the Archdiocese of Chicago 30,000 00 11-17-00 Center for Law and Hunan Service 25,000 00 11-17-00 Chicago Anti Hunger Federation 25,000 00 11-17-00 Chicago Jobs Council 30,000 00 11-17-00 Chicago Legal Clinic, Inc 2500000 11-17-00 Inspired Partnerships 35,000 00 11-17-00 Jewish United Fund 160,000 00 11-17-00 Project Match 50,000 00 12-OB-00 Juvenile Protective Association 25,000 00 02-08-01 Northwestern UnrversitySettlement Association 25,000 00 02-08-Ot Redmoon Theater 20,000 00 02-08-01 DePaul University 120,000 00 02-OS-Ot AIDS Legal Council of Chicago 20,000 00 02-OS-01 Chicago Abused Nbmen Coalition 35,000 00 02-OS-01 Deborah's Place 50,000 00 02-08-01 Gateway Foundation 20,000 00 02-08-01 St Agatha Family Empowerment 20,000 00 02-08-01 Chicago Accreditation Partnership 125,000 00 02-08-01 Chicago Alliance for Neighborhhoods 25,000 00 02-OB-01 Chicago Public Art Group 15,000 00 02-08-01 Chicago Youth Synphony Orchestra 17,500 00 02-08-01 Chinese American Service League 30,000 00 02-08-Ot Cristo ReyJeswt High School 20,000 00 02-OS-01 Howard Area Community Center 30,000 00 02-OS-01 Illinois Action for Children 25,000 00 02-08-01 Lifeline Theater 13,000 00 02-08-01 Matthew House 20,000 00 02-OS-01 Mental Health Association in Illinois 30,000 00 02-08-01 Midtown Education Foundation 40,000 00 02-OS-O1 Pro Bono Advocates 15,000 00 02-08-01 Public Interest Law Initiative 20,000 00 02-08-07 St Ignatius College Prep 30,000 00 05-07-01 Chicago Symphony Orchestra 60,000 00 OS-07-01 Goodman Theatre 7000000 OS-07-01 Steppenwolf Theatre Company 60,000 00 OS07-01 National Lows University 7000000 OS-07-01 Nature Conservancyof Illinois 1500000 OS-07-01 Whirlwind Performance Company 35,000 00 OS07-01 Alewan Brothers Bonaventure House 30,000 00 0&07-01 Alivio Medical Center 40,000 00 007-01 Swedish Covenant Hospital 45,000 00 05-07-01 Chicago Women in Trades 30,000 00 OS07-01 City Year Chicago 50,000 00 05-07-01 Horizons Community Services 25,000 00 0&07-01 Interfaith Council for the Homeless 20,000 00 05-07-01 John Howard Association 15,000 00 OS07-01 STRIVE/Chicago Ertployment Service 50,000 00 OS08-01 Access Living of Natro Chicago 50,000 00 OSOB-01 Alternatives, Inc 30,000 00 OS08-01 Asian Human Services of Chicago 15,000 00 OS08-01 Greater Chicago Food Depositary 80,000 00 050B-01 Interfaith House 50,000 00 OSOB-01 Jane Addams Resource Corporation 25,000 00 OS-OS-01 Literacy Chicago 3000000 OSOB-01 Northwestern University 100,000 00 05-OS-01 South Side Help Center 20,000 00 OSOB-01 Family Institute 60,000 00 OS-OS-01 United Way/Crusade of Mercy 75,000 00

Page 5 of 15

of 15

Matching Grants 09-OS-00 Chicago Hearing Society 750000 09-OS-00 Old Town School of FoIkMusic 500000 09-OS00 Erikson Institute 4,00000 09-OS-00 Redmoon Theater 500000 09-05-00 Museum of Contemporary Art 5,00000 09-OS00 Society torContemporaryArt 80000


05-08-01 WTTW Channel 11 125,000 00 OS-OB-01 Mexican Fine Arts Center Museum 45,000 00 06-07-01 AIDS Foundation of Chicago 30,000 00 06-12-01 Jofirey Ballet of Chicago 55,000 00 08-14-01 Chicago Shakespeare Theater 50,000 00 08-1401 Field Museum of Natural History 90,000 00 08-14-01 Hubbard Street Dance Chicago 60,000 00 08-14-01 Museum of Contemporary Art 75,000 00 08-14-01 Big Shoulders Fund 200,000 00 08-1401 Chicago Metro History Education Center 30,000 00 08-14-01 Chicago Panel on School Policy 25,000 00 08-1401 The Ark 75,000 00 OB-14-01 Cathedral Shelter of Chicago 30,000 00 08-14-01 Chicagoland Radio Infortretion Service 20,000 00 0&14-01 Emergency Fund for Needy People 25,000 00 08-1401 Interfaith Housing Development 30,000 00 08-14-01 Metropolitan Famly Services 65,000 00 08-14-01 St Vincent de Paul Center 25,000 00 08-17-Ot Carole Robertson Center for Learning 25,000 00 08-17-01 Casa Central 30,000 00 08-17-Ot Chicago Arts Partnerships in Education 75,000 00 08-17-01 Chicago Commons Association 55,000 00 08-17-01 Inner Voice Inc 20,000 00 08-17-01 Jewish Council for Youth Services 45,000 00 08-17-01 Legal Assistance Foundation of Chicago 30,000 00 08-17-01 Miseriwrdia 100,000 00 08-17-01 National Center on PovertyLaw 60,000 00 OB-17-01 Residents for Effective Shelter Transitions 25,000 00 OB-17-01 Organization of the Northeast 30,000 00 08-17-01 Teach For America 60,000 00 OB-17-01 Logan Square Neighborhood Association 40,000 00

Total Multi-Year Grants 5,277,000 00

Capital Grants OS-OS-01 Gads Hill Center 150,000 00 07-20-01 Access Community Health Network 5000000 07-20-01 Access Living of tvatro Chicago 50,000 00 07-20-01 Cambodian Association of Illinois 50,000 00 07-20-01 ETA Creative Arts Foundation 50,000 00 07-20-01 Howard Area Community Center 5000000 07-20-01 Oriental Institute of the Unrversilyof Chicago 50,000 00 07-20-01 Planned Parenthood Chicago 50,000 00 07-20-01 Providence-St NCI School 75,000 00 07-20-01 WTTW Channel 11 100,000 00 07-20-01 YMCA of Metropolitan Chicago 100,000 00 OB-17-01 Millennium Park 200,000 00 OB-17-01 DePaul University 200,000 00 OB-17-01 North Lawndale College Prep Charter High School 66,600 00 OB-23-Ot Music and Dance Theater 400,000 00

Total Capital Grants 1,641,600 00


09-13-00 Pediatric AIDS Chicago 40000 09-13-00 Misericordia 4,00000 09-13-00 Catholic Lawyers Guild 80000 09-73-00 Roger Baldwin Foundation of ACLU 60000 09-13-00 Jewish Council on Urban Affairs 2,00000 09-19-00 About Face Theater 32000 09-22-00 AIDS Walk-Chicago 8000 09-22-00 Lesbian Community Cancer Project 1,200 00 09-26-00 Weizmann Institute of Science 40000 10-03-00 Marwen Foundation, Inc 2,00000 1403-00 Unrversityof Chicago UrologyRescue Fund 80000 10-03-00 Goodman Theatre 2,40000 10-03-00 Jewish United Fund 4,40000 10-03-00 Jewish Federation of Metropolitan Chicago 8,00000 10-03-00 Congregation Rodfei Zedek 4,00000 10.03-00 Hyde Park Art Center 20000 t0-03-00 St Leonard's House 40000 70-03-00 St Leonard's House 37500 10-03-00 Spertus Institute of Jewish Studies 40000 10-03-00 American Jewish Committee 40000 10-03-00 Jewish Community Centers of Chicago 40000 10-03-00 Redmoon Theater 20000 10-06-00 Womens Education Media 20000 10-06-00 Center forImpact Research 40000 10-06-00 Congregation Rodfei Zedek 1,200 00 10-06-00 Steppenwolf Theatre Cortpany 80000 10-06-00 Unrversityof Chicago UrologyRescue Fund 32,000 00 10-06-00 Art Institute of Chicago 1,50000 10-06-00 Jewish United Fund 10,000 00 10.06-00 Israel Children's Centers 10,000 00 10-06-00 Jewish Council for Youth Services 5,00000 10-06-00 Foundation Fighting Blindness 1,00000 10-11-00 Hephabah Children's Association 40000 10-11-00 Sacred Heart School 4000 10-11-00 Mount Holyoke College 33600 10.11-00 Wildlife Preservation Trust 4,00000 10-11-00 World Wildlife Fund 4,00000 10-12-00 Hug-a-Book 15000 10-17-00 Lambda Legal Defense and Education 20000 10-17-00 National Center on PoverlyLaw 50000 10-17-00 To God Be The GIoryMinistries 50000 10.26-00 Hyde Park Art Center 40000 10.26-00 Lincoln Park Zoological Society 80000 10-26-00 Boys & Girls Clubs of Chicago 40000 11-02-00 Chicago Area Propct 22500 11-09-00 Mount Holyoke College 20000 11-09-00 Redmoon Theater 8000 11-09-00 Citizens Information Service of Illinois 8000 11-09-00 American Friends of the Hebrew University 4,00000 11-09-00 Selfhelp Home 8000 11-17-00 New Israel Fund 80000 11-17-00 Hales Franciscan High School 22500 11-17-00 Jewish Council on Urban Affairs 10000 11-17-00 Chinese American Service League 22500 11-21-00 Thresholds 80000 11-21-00 Chapin Hall Center for Children, Unrversityof Chicago 40000 11-21-00 CommunityFlealth 40000 11-28-00 Jewish Council for Youth Services 40000 11-28-00 Holocaust Memonal Foundation 40000 11-28-00 Illinois Institute of Technology 2,00000 12-01-00 The Glass Slipper Progd 8000

Page 7 of 15


12-01-00 Girl Scouts of AAarnton Council 8000 12-01-00 Girl Scouts of Chicago 12000 12-01-00 Chicago Foundation for Nbmen 800000 i2-OS-00 Young Women's Leadership Charter School 40000 12-0&00 Merit Music Program 20000 12-OS-00 A Sporting Chance Foundation 8000 12-OS-00 Chinese American Service League 8000 12-OS-00 Greater Chicago Food Depositary 16000 12-OS-00 Roberta Bachrrenn Lewis Scholarship Fund 80000 12-OS-00 Window to the World Communications 12,000 00 12-OS-00 Music and Dance Theater 6,00000 12-OS-00 Wendy Will Case Cancer Fund 20000 12-OS-00 Hubbard Street Dance Chicago 20000 12-08-00 Cosmopolitan Club 40000 12-08-00 Israel Antiquities Authority 12,500 00 12-08-00 Roberta Bachrtenn Lewis Scholarship Fund 1,00000 12-OB-00 Catholic Extension SoaetyUSA 10,000 00 12-OB-00 St Thomas the Apostle Church 4,00000 12-OB-00 St Gertrude Church 8,00000 12-08-00 Madonna delta Strada 1,00000 12-OS-00 Loyola University Chicago 4,00000 12-08-00 Society for the Propagation of the Faith 2,00000 12-08-00 Care for Real 40000 12-08-00 NETWORK Education Program 40000 12-08-00 Sisters of Christian Chanty 400 00 12-08-00 TechnoServe 40000 12-08-00 United Farm Workers of America 20000 12-08-00 Holy Family Preservation Society 20000 12-OB-00 Friendship House 20000 12-OS-00 St Labre Indian School 20000 12-08-00 Pax Christi U S A 20000 12-OB-00 Presentation Parish 20000 12-OB-00 Sacred Heart League 20000 12-12-00 Lakefront SRO Corporation 40000 12-12-00 J L Kellogg Graduate School of N6nagement 80000 12-12-00 J L Kellogg Graduate School of N6nagement 75,000 00 12-12-00 Chicago Foundation for ftmen 40000 12-12-00 Crossroads Fund 12000 12-14-00 Shalva 10000 12-14-00 Jewish Fund for Justice 75000 12-14-00 New Israel Fund 75000 12-14-00 University to Chicago Law School 1,200 00 12-14-00 Access Living of Natro Chicago 80000 12-14-00 Planned Parenthood 10000 12-14-00 Anti-Defamation League 8000 12-14-00 Lesbian Community Cancer Project 12000 12-14-00 Smart Museum of Art 12000 12-14-00 Lambda Legal Defense and Education 10000 12-14-00 Planned Parenthood Chicago 8000 12-14-00 Roger Baldwin Foundation of ACLU 8000 12-14-00 Salem Baptist Church 12000 12-19-00 To God Be The GIoryMinisines 70000 12-19-00 Chicago Child Care Society 40000 12-19-00 Art Institute of Chicago 15,000 00 12-19-00 Chicago Youth Centers 12,000 00 12-19-00 The Billings Societyof the Universityof Chicago Hospital 2,00000 12-21-00 Doctors Without Borders 50000 12-21-00 Community Media Workshop 15000 12-21-00 Chicago Humanities Festival 30000 12-27-00 Chicago Foundation for Nbmen 1 .00000 12-21-00 Antioch College 1,200 00

Page 8 of 15

Date Grant Recipient

12-21-00 Jewish Council on Urban Affairs 12-21-00 Israel Children's Centers 12-21-00 Jewish United Fund 12-21-00 Spanish Coalition for Jobs 12-21-00 Roberta Bachmann Lewis Scholarship Fund 12-21-00 Lesbian Cortmunity Cancer Project 12-21-00 Association of Latino Non for Action 12-21-00 Affinity Community Service 12-21-00 Unrversityof Michigan Law School 12-21-00 Ziv Tzedakah Fund 12-21-00 The Glass Slipper Propct 12-21-00 Highsight 12-21-00 Chicago Arts Partnerships in Education 12-21-00 Community Organizing and Famly Issues 12-21-00 Organization of the Northeast 12-21-00 Logan Square Neighborhood Association 12-21-00 West Town Leadership Program 12-21-00 Centers for New Horimns 12-21-00 Metropolitan Famly Services 12-21-00 Aliwo Medical Center 12-21-00 Youth Guidance 12-21-00 Center for Impact Research 12-21-00 Chicago Communities in Schools 12-21-00 National Center on PovertyLaw 12-21-00 Blue Gargoyle Youth Service Center 12-21-00 Hyde Park Art Center 12-21-00 Neighborhood Writing Alliance 12-21-00 St Leonard's House 12-21-00 Court Theatre Fund 12-21-00 Southern Poverty Law Center 12-21-00 Wendy Will Case Cancer Fund 12-21-00 United Negro College Fund 12-21-00 Chicago Shakespeare Theater 12-21-00 St Leonard's House 12-21-00 Public Interest Law Initiative 12-21-00 Planned Parenthood Chicago 12-21-00 People's Music School 12-21-00 Northlight Theatre 12-21-00 Oxfam America 12-21-00 National Center on PovertyLaw 12-21-00 Merit Music Program 12-21-00 Lookingglass Theatre Cortpany 12-21-00 Legal Assistance Foundation of Chicago 12-21-00 Hyde Park Neighborhood Club 12-21-00 Greater Chicago Food Depositary 12-21-00 Goodman Theatre 12-21-00 Facing Historyand Ourselves 12-29-00 Israel Sport Center for the Disabled 12-29-00 Jewish United Fund 12-29-00 Jewish Community Centers of Chicago 12-29-00 Hillel Torah 12-29-00 Thresholds 12-29-00 To God Be The Glory Ministries 12-29-00 Heifer Project International 12-29-00 National Children's Leuiemia Foundation 12-29-00 Women In The Directors Chair 12-29-00 Yale Law School 12-29-00 Salem Baptist Church 12-29-00 Chicago Theatre Cortpany 72-29-00 ETA Creative Arts Foundation 12-29-00 Muntu Dance Theatre

Amount Page 9 of 15

1,200 00 8.00000 15,500 00

80000 80000 40000 12000 12000 8000 10000 40000 80 00 20000 20000 20000 20000 20000 20000 100 00 10000 10000 200 00 20000 20000 10000 10000 10000 10000 37500 22500 75000 37500 37500 40000 40000 75000 37500 30000 40000 50000 37500 300 00 37500 37500 40000 37500 75000

2,60000 6,00000 6,00000 1,00000 1,00000 4,00000 1,95000 1,95000

8000 80000 10000 8000 8000 8000


12-29-00 Lesbian Community Cancer Probed 10000 12-29-00 Greater Chicago Food Depositary 8000 12-29-00 United Negro College Fund 8000 12-29-00 A Sporting Chance Foundation 8000 01-OS01 Arqwdiocesis de Barqwsureto 2,00000 01-10-01 KAM Isaiah Israel Congregation 37500 01-10-01 Unrversilyof Chicago Law School 10000 01-10-01 Hubbard Street Dance Chicago 6,00000 01-12-01 People's Music School 60000 01-23-01 WTTW Channel 11 1,40000 0130.01 American Jewish Congress 40000 0130-01 Girl Scouts of Chicago 2,00000 02-01-01 Salem Baptist Church 12000 02-01-01 Salem Baptist Church 12000 02-09-01 Salem Baptist Church 20000 02-15-01 Jewish United Fund 10,000 00 02-15-01 Center for Enriched Living 3,00000 02-15-01 Howard Brown Health Center 14000 02-16-01 Inspired Partnerships 22500 02-16-01 Jewish Council on Urban Affairs 37500 02-20-01 Lyric Opera of Chicago 3,200 00 02-23-01 Hubbard Street Dance Chicago 5,00000 03-06-01 Unrversityof Chicago School of Social Service Administration 20000 03-06-01 Women Made Gallery 14400 03-06-01 Hubbard Street Dance Chicago 1,80000 03-06-01 Chicago Youth Centers 40000 03-09-01 Institute for Preventative Sports Pkdiane 40000 03-15-01 Leukemia 8 Lymphoma Society 8000 03-15-01 Catholic Lawyers Guild 1 .20000 03-15-01 Kenwood Band Booster Club 8000 03-15-01 Salem Baptist Church 12000 03-29-01 Lesbian Community Cancer Project 60000 03-29-01 FOCUS on the Arts 20000 04-03-01 The Children's Place Association 8000 04-03-Ot Shanti Foundation for Peace 8000 04-03-01 Astraea Foundation 24000 04-03-01 Chicago Symphony Orchestra 3,200 00 04-03-01 City Year Chicago 80000 04-03-01 Museum of Science and Industry 2,00000 04-03-01 Committee for Righteous Deeds 40000 04-06-01 Sarasota Community Foundation 20000 04-06-01 Salem Baptist Church 24000 04-06-01 Business 6 Professional People for the Public Interest 90000 04-OCr01 Roger Baldwin Foundation of ACLU 15000 04-06-01 Sherwood Conservatoryof Music 15000 04-12-01 Avon's Breast Cancer 3-Day 1,00000 04-12-07 Kohl Children's Museum 20000 04-12-Ot Family Focus 80000 04-17-07 Greater North Michigan Avenue Association 2,40000 04-20-01 Free People's Clinic 80000 04-24-01 UNICEF 40000 04-24-01 Apple Tree Theatre 40000 04-24-01 Lathrop Community Music Center 20000 04-24-Ot Chicago Symphony Orchestra 4,00000 04-26-Ot KAM Isaiah Israel Congregation 75000 04-2601 Jewish Council on Urban Affairs 75000 05-03-Ot Salem Baptist Church 16000 OS-03-Ot Chinese Amencan Service League 30000 05-03-Ot Leukemia 8 Lymphoma Society 8000 05-03-07 Avon's Breast Cancer 3-Day 10000 05-03-01 National Multiple Sclerosis Society 40000

Page 10 of 15

of 15

OS-OB-01 KAM Isaiah Israel Congregation 20000 OSOB-01 University of Chicago School of Social Service Adrcnistration 12000 05-11-01 University of Chicago 2,00000 05-11-Ot Boys and Girls Clubs of Ford Heights 18000 05-11-01 Apna Ghar 8000 05-11-01 La Rabida Children's Hospital 8000 OS11-Ot Streetwise 8000 05-11-01 Near South Planning Board 40000 OS-11-01 Paws With A Cause 40000 OS-17-01 Lambda Alpha International, EIyChapter 40000 05-17-01 Jewish United Fund 40000 OS-17-01 Umoja Student Development Corporation 8000 OS-17-01 Southwest Women Working Together 20000 OS-22-01 Avon's Breast Cancer 3-Day 40000 05-22-01 WTTW Channel 11 2,00000 05-25-01 University of Chicago LaboratorySchools 40000 05-25-01 Duncan YMCA 30000 05-25-01 To God Be The GIaryMinistries 2,00000 O6-OS-01 Chicago Public LibraryFoundation 1,200 00 06-07-01 TanquerayHeartland AIDS Ride 10000 06-07-01 Universityof Illinois Foundation 40000 0607-Ot Polycystic Kidney Research 6,00000 06-07-01 People for the Amencan Way 4,00000 06-07-01 Roosevelt University 6,00000 06-07-01 Jewish Community Centers of Chicago 6,00000 06-07-01 Israel Children's Centers 8,00000 06-12-01 Renaissance SocietyUniversityof Chicago 20000 06-12-01 Tanqueray Heartland AIDS Ride 12000 06-12-01 Hubbard Street Dance Chicago 10.000 00 06-12-01 WellesieyCoilege 4,00000 06-12-01 Museum of Contemporary Art 5,08000 06-12-Oi Museum of Contemporary Art 1,70000 06-14-01 Museum of Contemporary Art 12,000 00 06-19-Ot Chicago Public LibraryFoundation 80000 06-19-01 Lesbian Community Cancer Project 40000 06-19-01 Childrens' Memorial Foundation 12000 06-26-01 Dartmouth College Trustees 90000 06-26-01 Hyde Park Neighborhood Club 60000 06-26-01 Jewish Council on Urban Affairs 20000 06-26-01 Art Institute of Chicago 30,000 00 06-29-01 University of Chicago Hospital 6,00000 06-29-01 Northwestern Memorial Hospital 6,00000 06-29-01 Rehabilitation Institute 7,50000 06-29-01 Chicago Cares Inc 14000 06-29-01 Night Ministry 19200 06-29-01 Interfaith Council for the Horreless 140 00 06-29-01 Salvation Amy Child Care 12000 07-03-01 Hug-a-Book 22500 07-03-01 Public Allies Chicago 15000 07-03-01 SoaetyforContemporary Art 70000 07-11-01 Jewish Federation of Ntlropolitan Chicago 4,80000 07-11-01 Horizon Hospice Inc 22500 07-11-01 Weizmann Institute of Science 40000 07-11-01 Museum of Science and Industry 4,00000 07-11-01 Jewish Women's Foundation 1,60000 07-13-01 Leukemia Research Foundation 2,00000 07-19-01 DePaul University 4,00000 07-19-01 Access Community Health Network 8,00000 07-27-01 Jewish Council on Urban Affairs 1,60000 07-27-01 House of the Good Shepherd 12000 07-27-01 Rainbow House 12000


Amount Page 12 of 15

Family Grants 09-19-00 Juvenile Diabetes Foundation 10-03-00 Holocaust Memorial Foundation 10-03-00 CRT 10-06-00 St Coletta's of Illinois 10-06-00 Anti-Defamation League 10-06-00 Ravinia Festival 10-06-00 Northwestern Memorial Hospital 10-17-00 CRT 11-09-00 Jewish Community Centers of Chicago 11-09-00 Lattof YMCA 11-17-00 North Shore Auxiliary of the Jewish Children's Bureau 11-17-00 Spertus Institute of Jewish Studies 11-21-00 Hadassah 11-27-00 Roberta Bachrtenn Lewis Scholarship Fund 12-OS-00 Steppenwolf Theatre Cortpany 12-OS-00 Window to the World Communications 12-05-00 Music and Dance Theater 12-21-00 Chessmen Club/North Shore 12-21-00 Chicago Hearing Society 0130-01 Corkscrew Swartp Sanctuary 0130-01 Rocky Mountain Elk Foundation 02-1501 Ravima Festival 02-15-01 Highland Park High School 0315-01 Milwaukee Art Museum 031501 Alexander Muss High School 0315-01 Family Services of Glencoe

1,00000 3,00000 5,00000 1,00000 5,00000 5.00000 90000 50000 50000

5,00000 1,200 00 7,50000 1,00000 50000

1,50000 350000 4,25000 50000 50000

250000 1 00000 5,00000 1,200 00 2,50000 1 00000 1,00000


07-27-01 Chicago Abused Women Coalition 07-27-01 Anti-Cruelty Society 07-27-Ot Christopher House 08-03-01 Children's Inner City Education Fund 08-03-01 Anti-Defamation League OB-03-01 Hug-a-Book 08-03-01 Albany Park Theater Project 08-03-01 KAM Isaiah Israel - Wkinstein Fund 08-03-01 Working In The Schools 08-03-Ot Jewish Council on Urban Affairs 08-03-01 WBEZ Alliance 08-14-01 Jewish United Fund OB-14-01 Roberta Bachrrenn Lewis Scholarship Fund 08-14-01 Spertus Institute of Jewish Studies 08-14-01 Wellesley College 08-14-01 WBEZ Alliance 08-17-Ot Free People's Clinic 08-17-01 8th Day Center for Justice 08-23-01 Chicago 2006, Inc OB-23-01 Women In The Directors Chair 08-23.01 Chicago Women's Health Center 08-23-Ot River North Dance Company 08-23-07 Lutheran Child 8 Famly Services of Illinois 08-23-01 Association of Fund Raising Professionals - Chicago OB-23-01 KAM Isaiah Israel Congregation OB-28-01 Chicago Foundation for Nbmen 0831-01 Chicago AIDS Walk/Run 0831-01 Jewish Council on Urban Affairs 08-31-01 People's Music School 0831-01 National Center on PovertyLaw 0831-01 Public Interest Law Initiative

Total Matching Grants

12000 12000 12000 80000

2.16000 30000 30000 6000 6000 6000 6000

4,00000 1,08000 8,00000 24000

1,50000 40000

2 .00000 2,00000 14000 10000 40000 80000 40000

1,50000 400000

8000 12000 12000 12000 12000

646,83200

of 15

Discretionary Grants 09-05-01 We The People Nadia 7,50000 09-13-00 Urban Solutions 2,50000 09-19-99 Greater Chicago Philanihropylnitialive 10,000 00 09-22-00 Chicago African Americans In Philanthropy 75000 10-06-00 Center for Impact Research 1 .50000 10-11-00 Stars of David International 1 .20000 10-11-00 Jewish Federation of Nbtropolitan Chicago 1 00000 10.20-00 Environmental Law and PolicyCenter 2 .50000 10.26-00 Puerto Rican Arts Alliance 1,50000 12-19-00 National Center on PovertyLaw 2,00000 12-19-00 Fund for Immigrants and Refugees 1 00000 01-05-01 Hispanics in Philanthropy 1,00000 01-12-01 MusicAlrvel 9,60000 01-25-07 United Way of Palm Beach 1 .00000 01-25-01 Guatemalan-Maya Center 1,00000 0130-07 Chicago Public Schools - Student Science Fair, Inc 2,00000 02-15-Ot Community Foundation for Palm Beach and Martin Counties 2.500 00 03-01-01 Chicagoland Chamber of Commerce Foundation 10,000 00 03-01-01 Chicago Symphony Orchestra 7,50000 03-06-01 Lill Street Learning Center 1,50000 03-15-01 National Association of Social Vbrkers 1,00000 03-29-01 West Town Leadership United 1,00000 03-29-01 Alwio Medical Center 1,00000 04-12-Ot Hyde Park Historical Society 1,50000 0412-01 Business 8 Professional People for the Public Interest 5,00000 05-17-Ot Voice of the Retarded 2 .00000 06-05-01 Free The Children Chicago 2,00000 OG07-01 Community Media Workshop 10.00000 OG12-Ot Hyde Park-KenwoodComnunity Council 1,50000 06-19-Ot Chicago Sister Cities International Program 5.00000 OCr29-01 Chicago Women in Philanthropy 2,50000 07-13-01 Community Organizing andFamily Issues 1,00000


03-15-01 Facing Historyand Ourselves 2,50000 031501 11-10-02 Foundation 1,00000 0315-01 American-Israel Chartber of Commerce 67500 03-23-Ot National Wiid Turkey Federation 1,00000 03-23-Ot Center for Enriched Living 3,00000 04-03-01 Museum of Science and Industry 50000 04-24-01 WeIlesIeyCollege 10000 06-07-01 Na'Amat USA 1 .50000 06-12-01 Hubbard Street Dance Chicago 1 .50000 06-19-01 Anti-Defamation League 30000 06-29-01 Apple Tree Theatre 2,50000 07-03-01 National Leukemia Foundation 4,00000 07-17-Oi North Lawndale College Prep Charter High School 10,000 00 07-20-01 Council for Jewish Elderly 5,00000 07-20-01 Jewish Community Centers of Chicago 2,50000 OB-03-01 Center for Enriched Living 3,00000 OB-14-01 Jewish United Fund 3,00000 08-14-01 Museum of Contemporary Art 15,000 00 08-14-01 Roberta Bachmann Lewis Scholarship Fund 1,65000 08-14-01 Leukemia 8 Lymphoma Society 1,00000 08-17-Ot Sanford First Baptist Church 4,00000 08-17-01 Lattof YMCA 3,00000 08-17-01 O R T 2,80000 08-17-01 Children's OncologyServices 3,00000 OB-23-01 Les Turner ALS Foundation 92500

Total Famly Grants 135,00000

Small Grants 09-13-00 Deeply Rooted Productions 5,00000 09-13-00 Hedwig Dances 7,50000 09-13-00 Hyde Park Art Center 10,000 00 09-13-00 Jazz Institute of Chicago 10.000 00 09-13-00 River North Dance Company 10.000 00 09-13-00 Centro Comunitario Juan Diego 10,000 00 09-13-00 Citizens Information Service of Illinois 10,000 00 09-13-00 Loyola Adult Learning Center 5,00000 09-13-00 Urban Options 5.00000 09-13-00 Breakthrough Urban Ministries 10.000 00 09-13-00 Chicago Legal Aid for Incarcerated A6thers 10,000 00 09-13-00 Claretian Associates 10,000 00 09-13-00 Greater North-Pulash Development Corporation 10,000 00 09-13-00 Union Avenue Community Outreach 5,00000 09-26-00 Albany Park Theater Project 7,50000 11-02-00 Project Lifeline 9,00000 03-OS-01 Cerqua Rrvera Art Experience 5,00000 03-08-01 Griffin Theatre Company 5,00000 03-OB-Ot Ma'at Production Association of Afriien Centered Theatre 5,00000 03-OB-01 Pros Arts Studio 1000000 03-08-01 Casa .4zIlan 10.00000 03-08-01 Near South Planning Board 10.000 00 03-08-01 Umoja Student Development Corporation 10,000 00 03-08-01 Windy City Earth Force 10,000 00 03-08-01 Chicago Women's Health Center 10,000 00 03-OB-01 A Sporting Chance Foundation 10,000 00 03-OB-01 Alternatives in Education for the Hearing Inpaired 10,000 00 03-OB-01 Big Brothers-Big Sisters of Nalro Chicago 10,000 00 03-OB-01 Cabrini Green Legal Aid Clinic 8,000 00 03-OB-01 Community Assistance Programs 7,00000 03-OB-Ot Community Film Workshop 8 .00000 03-08-01 North Lawndale Employment Network 10 .000 00 03-OB-Ot San Jose Obrero Mission 10,000 00 03-OB-01 Young Men's Educational Network 500000 0607-Ot About Face Theater 10,000 00 06-07-01 Green Light Performing Company 5,00000 06-07-01 The PEACH Club 5 .00000 0607-Ot Raven Theatre Company 7,50000 06-07-Ot Roadworks Productions 7,50000 06-07-01 School Street Movement 5.00000 06-07-01 Scrap Metal SOUL 7,50000 06-07-01 Shanti Foundation for Peace 5,00000 0607-01 West Humboldt Park Center for Performing Arts 7,50000 0607-01 Zephyr Dance 5.00000 OG07-01 BOLD Chicago Institute 10.000 00 06-07-01 College Summit Chicago 10,000 00 06-07-01 Great Books Foundation 750000 06-07-01 Junior Achievement of Chicago 1000000 0&07-01 Poetry Center of Chicago 7,50000 06-07-01 Pw Tak Center 70,000 00

Date Grant Recipient Amount Page 14 of 15

07-24-01 Independent Feature PropcUMidwest 2,00000 OB-14-01 Beyondmedia 1 .50000 08-14-Ot Domestic Violence 8 Mental Health Initiative 2,00000 08-17-01 Marie Shadur Swarcnan Cancer Education Fund 1,00000 08-23-01 Chicago Foundation for Nbmen 10,000 00 08-28-01 Women Made Gallery 2,00000 08-28-01 The Foundation Center 2,00000

Total Discretionary Grants 121,55000

OCr07-O7 Southside Educational Center 06-07-01 Archi-treasures OG07-01 Life Directions 06-07-Ot Living Room Cafe 06-07-01 Mikva Challenge Grant Foundation 06-07-Ot Neighborhood Bobs 8 Guts Club 06-07-01 Neighborhood Nkiting Alliance 06-07-01 Partnership to End Homelessness 06-07-01 Rogers Park Community Action Network 06-07-01 Work, Welfare and Families 07-17-01 World Relief - Chicago

50300000

All of the above contnbutions are for the general charitable, religious, scientific, literary or educational activities of each donee


Total Small Grants

All recipients are public charities as described in section 509(a)(1),(2) or (3) .

Amount Page 15 of 15

5,00000 10,000 00 10,000 00 7,50000 10,000 00 10,000 00 10,000 00 8,50000 7,50000 10,000 00 7,50000

Line 10c - Investments - corporate bonds Corporate Bonds Asset Backed Securities Non-Govemmenl Backed C M O s

Add Accrued Interest

5.6 26 434 926 27 071 747 6 7484460 7 221 655 6 2600944 2 793 014

36 520,331 37086416 0 751 352

-------- ------- ------- 36520331 37 837 768

-------------------

115506790 123209560

PoIkBios Foundation Inc 3&6108297

Sta'9ment AMac had to and made pert of Form 99o-PF -2000 Part II, Balance Sheets Lines 10a 10b tOC

SUMMARY

Line 70a - Investments - U S and state government obligations Government Bonds Government Agencies Government Mortgage Backed Secunties

Line 70b- Corporate Stoc k Common Stock Convertible Equity

End of Vear August 37 2007

Book Value Fart Market Page Detail Tax Cost Value

4 11 997 133 11 64e 768 4 5 1 169 846 1 193 971 6 7818052 7 863741

20 385 031 20 701 880

1 - 4 57628352 63 678,562 4 973,076 991 350

58 601 428 64669912

Polk Bros Foundation Inc 36108793 Page t o16 Forth 990-PF-2000 Book Value Fair Market In .estmcnt De;zl Shares Tax Cost Value

Common Stock APW LTD COM 40 500 370 132 317 115 TRENVJICK GROUP LTD 10400 231 483 146,576 ADRPETROLEOBRASILEIROSAPETROBR4S SPONSOREDADR 10000 253047 225000 BROOKFIELD PPTYS CORP COM 15 400 232 678 906 922 CDN PAC LTD NEW COM STK 2 500 48 613 90 750 INTERTAPE POLYMER GROUP INC COM 15,100 767 389 154 020 MOORE LTD COM 43 000 221 579 333 750 NORTELNETWORKS CORP NEWCOM 67,500 599729 422550 ACE LTD ORD STK USDO 0916 7 500 257 138 248 775 CORE LAB NV NLGO 03 5,500 104 080 92 125 ADR NESTLE S A SPONSORED ADR REPST G REG SH 5 000 154 000 263,630 iIREORG 15T UN NAME CHANGE TO WACHOVIA CORP 4893758 EFF 7127/01 5 000 135 673 172 100 #REORG CONOCO INC CL B RECLASSIFICATION TO COM CONOCO INC COM #2197242 10 Ba 8,500 211 778 251 770 pREORG CONOCO INC RECLASSIFICATION TO COM CONOCO INC COM #2197242 70-8-07 2 500 67 457 74 125 qREORG TEXACO INC STK MERGER TO CHEVRONTEXACO CORP 2128569 EFF 10/9/01 2 500 122 513 174 125 IFREORGIPHILLIPS INTL RLTY CORP FINAL LIQUIDATION EFF 7/9/01 10 500 12,444 36 750 1ST INDL RLTY TR INC COM 8000 255 885 252 560 AARON RENTS INC CL B 19,100 296 898 336 351 ABBOTT LAB COM 7 500 334 469 372 750 ACT MFG INC COM 78 500 387 338 793 570 AETNA INC 5,000 150 883 149500 AGILENT TECHNOLOGIES INC COM 5,000 149796 132 500 ALBANY INTL CORP NEW CL A 13 899 267 727 293 269 ALEXANDRIA REAL ESTATE EQUITIES INC COM 13 000 495 690 519 870 AMB PPTY CORP REIT 9,600 231 113 246048 AMER GREETINGS CORP CL A COM 7,500 198 195 99 150 AMERN AXLE 8 MFG HOLDINGS INC 72 700 245 661 228 085 AMERN PHYSICIANS CAP INC COM 10 800 153 625 242 244 AMLI RESDNTL PPTYS TR SH BEN INT 1 100 26 719 26 411 ANHEUSER BUSCH COS I NC COM 2 500 55 700 107 600 AON CORP COM 12 500 400 136 464 775 APACHE CORP COM 5 000 185,864 234 650 APRIA HEALTHCARE GROUP I NC COM 7 300 181 373 198268 APT INVT 8 MGMT CO CL A 14,600 634,788 700800 ARCHER-DANIELS-MIDLAND CO COM 5 250 41 400 70508 ARTESYN TECHNOLOGIES INC COM 12 300 185 770 111 315 ASSOCTD ESTATES RLTY CORP COM 3 800 98 480 37240 AT&T WIRELESS SVCS I NC COM COM BOa 12 214 12 462 A7MOS ENERGY CORP COM 7200 162 061 155 520 AVNET INC COM 10 000 246 187 240 800 BAXTER INTL INC COM 8 000 391 514 412800 BECTON DICKINSON 8 CO COM 5 000 141,246 179 650 BEDFORD PP7 Y INVS INC COM PAR SO 02 11 500 214 779 242 075 BELDEN INC COM 11 300 228 740 259 335 BLACK 8 DECKER CORP COM 2 500 103 202 98 325 BLOCK H 8 R INC COM 20 000 365 540 778200 BMC SOFTWARE INC COM STK 2,500 35 219 40000 BRANDY WINE RLTY TR SH BEN ANT NEW REIT 11 300 236076 253 685 BRANDYWINE RLTY TR SH BEN INT NEW REIT 10 000 178 438 224 500 BRANDYWINE RLTY7R SH BEN INT NEW REIT 13,900 276938 312055 BRISTOL MYERS SQUIBB CO COM 8000 428623 «9 120 BSTN PPTYS INC COM STK 75 000 613 766 591 000 BURL RES INC COM 2 500 707 118 95 000 C H ROBINSON WORLDWIDE INC COM 15 000 222 188 466350 CABOT INDL TR COM SH BEN I NT 6 700 129298 140164 CABOT OIL 8 GAS CORP CL A 5 000 120 877 111800 CAMDEN PPTY TR SH BEN INT 8200 261 212 970 370 CMEMARK RX INC COM 20 000 341 200 349 400 CATELLUS DEV CORP 13 700 223 812 252080 CBL 8 ASSOC PPTYS INC COM 8 000 204 981 250 560 CENT PKG CORP COM 7 000 131 214 142 800 CHARMING SHOPPES INC COM 34 200 197 609 233 244 CHELSEA PPT Y GROUP INC COM 3 000 83608 148 800 CHILES OFFSHORE INC COM STK 8 300 765 197 162 929 CINERGY CORP COM 2 500 83325 80500

016 Book Value Fart Market

Shares Tax Cost Value Common Stock Continued -- _-._-

CITIGROUP INC COM 10 000 96 493 457 500 COCA COLA ENT ERPRISES INC COM 5 000 86 810 75 850 COMPAQ COMPUTER CORP COM 22 500 469256 277 875 COMSTOCK RES INC COM NEW 17 600 199 205 127 960 CONAGRA FOODS INC 2500 64 081 57 375 CONVERGYS CORP COM 15 000 589226 421 050 CORNING INC COM 20 000 442 706 240,200 CVB FINL CORP COM 600 12 517 12 600 CVS CORP COM ST K 15,000 604 213 541 650 D R HORTON INC COM 17,300 289 091 335 692 DAL-TILE INTL INC COM 15,100 222 298 261 230 DEL MONTE FOODS CO COM 29,500 270 076 264 970 DELPHI FINLGROUP INCCLA 9,077 316,818 324465 DEVELOPERS DIVERSIFIED RLTV CORP COM 4 100 71 973 76 670 DEVRY INC DEL COM 15 000 228335 492450 DONNELLEY R R 8 SONS CO COM 7,500 779 347 223 650 DUKE RLTY CORP 13 900 311 188 351 253 E W BANCORP INC COM 8400 121,758 198324 EASTGROUP PP7YS INC REIT 635 14 107 14 034 EASTMAN KODAK CO COM 7 500 411 194 335 025 ECOLAB INC COM 15 000 606 672 601 200 ELECTR DATA SYS CORP NEW COM 2 500 109 563 147 450 EMERSON ELEC CO COM 10,000 637 968 536 000 EOG RESOURCES INC COM 10,000 175 600 316 200 EOTY OFFICE PPTYS TR REIT 12,500 303 764 401 125 EON OFFICE PPTYS TR REIT 38532 1 172 301 1 236 492 EQTYRESDNTLPPTYSTRSHBENINT 7300 416008 430043 EQTY RESDNTL PPTYS TR SH BEN INT 5 000 203 324 294 550 EON RESDNTL PPTVS TR SH BEN INT 8984 441 282 529 247 ESSEX PP7Y TR REIT 5,300 199 147 276 130 FAIRCHILD SEMICONDUCTOR INTL INC CL A 10,700 198 705 230 799 FED RL7Y INVT TR SH BEN INT NEW 7 100 151 237 161 525 FEDT DEPT STORES INC DEL COM 5 000 186 501 181 550 FL E COAST INDS INC CL B 1,155 40305 31 763 FLEET805TONFINLCORP COMSTK 5,000 206903 184 150 FORD MTR CO DEL COM PAR $O 01 5,000 140 348 99 350 FURNITURE BRANDS I NTL INC COM 10 900 279 922 284 272 GEN ELEC CO COM 2 500 26 579 702 450 GEN ELEC CO COM 12 000 513 096 <91 760 GEN GROWTH PPTYS INC COM 10 900 762 086 414 091 HANOVER COMPRESSOR CO COM (HOLDI NG COMPANY) COM 15 000 459 650 378 900 HCC INS HLDGS INC COM 11 200 271 137 282 464 HEWLETT-PACKARD CO COM 2 500 82 066 58 025 HILB ROGAL 8 HAMILTON CO COM 3 800 147 268 162 260 HOME PROPS N V INC COM 6200 186232 196 230 HOSPITALITY PROPS TR COM 9 000 247,372 256 680 HOST MARRIOTT CORP REIT 20 300 266 945 259 840 IOEX CORP COM 7 600 203484 272 080 INTEL CORP CAP 20 000 757,688 559 200 INTERPOOL INC COM 22 500 304 913 391 500 INTL BUSINESS MACHS CORP COM 2 500 31 691 250 000 INTL BUSINESS MACHS CORP COM 7 000 620 080 700 000 INTL PAPER CO COM 5 000 234 736 200 600 INVACARE CORP COM 6 400 135 620 255680 In INDS INC COM 10 000 333 205 451 500 J P MORGAN CHASE 8 CO COM 7 500 324 190 295 500 JACK IN 80% INC COM 8 400 226 862 276 792 JIG INDS INC COM NEW 77,781 320847 1 JOHNSON 8 JOHNSON COM 10,000 377 613 527 700 JP RLTY INC INC COM 10,000 390 260 454 000 KEMET CORP COM 9800 194604 178 360 KENNAMETALINCCAP 10,500 316607 409500 KILROY RLTY CORP COM 7 100 162 783 198800 KIMBERLY CLARK CORP COM 7 500 409 191 465375 KRAFT FOODS INC CL A CL A 2 500 77 500 80625 KROGER CO COM 15 000 269 756 399300

0l6 Book Value Fair Market

Shares Tax Cost Value Common Stack Continued -

LlW DSTAR SYS INC COM 3,700 122 712 274 799 LASALLE HOTEL PPTYS SH BEN INT COM STK 10 000 120347 172 000 LIBERTY MEDIA CORP NEW COM SER A 5 000 82 019 76 000 LINCARE HLDGS I NC COM 20 000 563782 568 200 LINENS N THINGS INC COM 9 400 246 148 244 400 LOCKHEED MART IN CORP COM 5 000 120 169 199 300 LOUIS DREYFUS NAT GAS CORP COM 15,000 424 173 498 750 LSI INDS INC OH COM 9,200 151 210 230920 MACK CALI RLTY CORP COM REIT 12 600 352 343 764 140 MACK CALI RLTY CORP COM REIT 7,500 278 120 216 750 MANUFACTURED HOME CMNTYSINCREIT 3400 93 187 99450 MAXIM INTEGRATED PRODS INC COM 9 772 477,646 451 564 MCSI INC COM ISIN US55270M7080 17 500 158 719 763 000 MEN S W EARHOUSE INC COMMOM 8 400 217 164 273 360 MERCK 8 CO INC COM 6 000 230420 390 600 MERCK 8 CO INC COM 5 000 315 752 325 500 METLIfE INC COM ISIN US59156R7086 20 000 309 209 670 000 METROMEDIAFIBER NETWORK INCCLA 72500 58848 9375 MFO DOMINION EQTY RES FD INC 32 367 364643 310016 MICHAELSSTORES INCCOM 8,900 243384 373978 MINN MNG 8 MFG CO COM 5,000 461 298 520 500 MOLEX INC CL A 20 000 632 632 526 400 MONACO COACH CORP COM 13 700 286297 401 410 MOTOROLA INC COM 15 000 232,057 267 000 MSCINDLDIRECT INCCLACOM 20100 293,207 357780 N W AIRLS CORP CL A COM ST K PAR $O 01 7 500 182,844 158 100 NAVIG/WT CONSULTING INC COM 70 000 797 738 350 000 NCO GROUP INCCOM 8700 207816 178350 NOR7HN TR CORP COM 10,000 90 530 567 000 0 CHARLEYSINC 15800 776963 248 538 OCCIDENTAL PETE CORP COM 15 000 376 562 412 800 OLD REP INTL CORP COM 17 500 362942 469 875 OLIN CORP COM 10 000 193 100 765 600 PALL CORP COM 7,500 146 307 167 700 PAN PAC RETAIL PPTYS INC COM 2,776 SB 790 72 842 PARAMETRIC TECH CORP COM 5,000 56 250 36 450 PIER 1 IMPORTS INC COM 79 200 172 084 233 280 PITNEY BOWES INC COM 2 500 90 936 108725 PK ELECTROCHEMICAL CORP COM 6 900 152,366 172 845 POLARIS INDS INC COM 8 000 306 623 402 800 POMEROV COMPUTER RES INC COM 13,700 232 738 190 430 PRENTISS PPTYS TR SH BEN INT REIT 7200 177 801 203 976 PROLOGIS TR SH BEN INT 25 080 531 225 551 509 PS BUSINESS PKS INC CAL COM STK 9 100 228 251 257 257 PUB STORAGE INC COM 8 900 241 053 295 124 QUESTAR CORP COM 5 000 83 310 113 200 RADISVS CORP COM 9 000 224938 149 580 RAYMOND JAMES FNCL INC COM STK 9 600 214 796 271 872 RECKSON ASSOCS RLT Y CORP REIT 70 000 216500 229 000 REINS GROUP AMER INC COM 14,300 435 277 453,870 RELIANCE STL 8 ALUM CO COM 9 500 238 776 256 500 REMINGTON OIL 8 GAS CORP COM 12 300 199 937 183 762 ROCKWELL COLLINS INC COM 2 500 51583 50 800 ROUSE CO COM 3 600 104 291 702 960 RUBY TUESDAY INC COM 13,900 155 192 252 980 RYDER SYS INC COM 5 000 103 993 112950 SAKS INC COM 7 500 145 756 78 375 SBC COMMUNICATIONS INC COM 2500 702 182 102 275 SCHOOL SPECIALTY INC WI COM 9 300 159403 283 776 SCOTTS CO Cl A 6 700 267 813 268 871 SELECTIVE INS GROUP INC COM 8 600 184095 216 032 SILICON STORAGE TECH INC COM 97 800 769 350 277 614 SIMON PPTV GROUP INC COM 14,000 347497 351 600 SPHERION CORP COM COM STK ISIN# US8484201053 18800 155 396 177 268 SPRINT CORP COM 50 000 1 021 033 1 167 000 SPS TECHNOLOGIES INC COM 3700 176 205 177230

Total Common StoC k 57 628 352 63,678 562

Convertible Equity PVTPL UNOCAL CAP T R TR CONV PFD SECS 625 2000 97 326 96 750 RAYTHEON CO EQTY SEC UNITS 7 500 375 000 368,100 SUIZA CAP TR II TR CONV PFD SECS 12000 500 750 526 500

Toal Convertible Equity 973 076 991 350

Government Bonds US TREAS BDS 10 75 DUE 0B-15-2005 REG 150 000 190 148 184 767 US TREAS BIDS 11 725 DUE 08-15-4003 REG 900 000 1 089 375 1 025 532 US TREAS BIDS 7 1/4 15/52016 USD7000 7 25 DUE 05-152016 REG 150,000 155 109 178 929 US TREAS BIDS 7 5 DUE 11-152016 REG 50 000 57 100 61 042 US TREAS BIDS B 125 DUE 0B-152019 REG 4 150 000 5269203 5,434 425 US TREAS NITS 4 625 DUE 05-15-2006 REG 200 000 199 688 202 094 US TREAS NITS 6 625 DUE 05-15-2007 REG 250 000 266 563 275 790 US TREAS N7S D7D 08/75/1999 - NT S 6 DUE 0B-15-2004 REG 1685,000 1 681 380 1 778 332 US TREAS NITS DTD 0B/15/1999 6 DUE 08-157009 REG 2325,000 2,488 567 2503258

Total Government Bonds 11 397 133 17 644 168

Government Agenc ies FHLMC DEB FHIMC 5 BB 03-21-2011 885 000 879 593 884 593 FNMA 6 625 DUE 11-152030 REG 235 000 231 917 250 089

Page 4 016 Book Value Fair Market

Shares Tax Cost Value Common Stock Continued - ------------ ..__-..-

S7 JOE CO COM 5 000 83 779 136 250 STAPLES INC COM 10 000 148 949 750 500 STARWOOD HOTELS 8 RESORTS WORLDWIDE INC PAIRED CTF 1 CL B SH BEN INT STARW 70 600 773 426 358810 STERICYCLE INC COM 7,000 344 686 337 190 STORAGE TECH CORP COM (NEW ) 77 500 406 981 321 750 SUMMIT PPTY INC COM 9 600 231 111 251 616 SUMMIT PPTY INC COM 12 500 222 058 927 625 SUNCOMMUNITIES INCCOM 5600 780408 196560 TAUBMAN CTR INC COM 3 700 47 867 49 765 TIDEWATER INC COM 4800 162,716 149328 TOYS R US INC (HOLDING COMPANY) 12 500 216 603 299 125 TREX INC COM 2,600 52 585 55 094 TXU CORP COM 12 500 477 165 593 500 UNISYS CORP COM 5 000 76,855 59 100 UNITED DOMINION REAL ESTATE COM 7 500 102 109 108 750 UNOCAL CORP COM 22500 766 445 794 250 US BANCORP 5 000 92 410 121 200 USX - MARATHON GROUP COM NEW 5 000 134 120 157 550 UTD STATIONERS INC COM 10,700 290 858 337 157 VERIZONCOMMUNICATIONS COM 10000 454979 500000 VIAD CORP COM 9 900 236016 260 370 VINTAGE PETE INC COM 2500 53 057 44625 VISHAVINTERTECHNOLOGYINCCOM 5000 97498 116650 WA MUT INC COM 7 500 173 656 280800 WA MUT INC COM 20 000 643 697 748800 WAL-MART STORES INC COM 2,500 32018 170 125 WASTE MGMT INC DEL COM STK 15 000 571,893 463950 WAYPOINT FINL CORP COM STK 14 200 141 737 193 120 WEINGARTENRL7YINVSCOMREIT 2,200 96913 103202 WELLS FARGO 8 CO NEW COM STK 5 000 222 900 230 050 WELLS FARGO 8 CO NEW COM STK 15 000 509 850 690 150 WERNERENTERPRISES INCCOM 70000 344287 448000 WILLIAMS COMMUNICATIONS GROUP INCCOM 75000 62450 24 750 WORLDCOM INCNJORLDCO 17 500 251 aet 225 050 WORLOCOM INCANORLDCO 10 000 133 100 128 600 XCEL ENERGY INC COM 5 000 128800 137 000 ZEBRA TECHNOLOGIES CORP CL A 10 000 325 490 468200

0l6 Book Value Fart Market

Shares Tax Cast Value Government Agencies Continued

FNMA PREAS51 GN 00030 7 07-15-2005 55 000 58337 59288

Total Government Agenc ies t 169846 7 193971

Corporate Bonds ABITIBI-CONSOLIDATED FIN L P 7 875 DUE OB-O7-7009 BEO 175 000 182 019 181 207 ALCAN INC FORMERLY ALCAN ALUM LTD TO 3/1/01 ALCAN I NC 7 25 DUE 3-15-31 BE 120 000 119,089 123 797 POTASH CORP SASK I NC NT 7 75 DUE 0530-2011 BEO 195 000 134 116 143 747 TELLS CORP 7 5 DUE 06-01-2007 BEO 320 000 318419 395,891 BSCH ISSUANCES LT D SUB NT DTD 09/14/20007 625 DUE 09-14 2010 BED 1 005 000 1 044 152 1 075 923 S70RA ENSO CORP NT 7 375 DUE 05-152011 BED 95 000 94 507 100 930 PVrPL FRANCE TELECOM SA NT 144A EURO VARRT DUE 03-07-2011 BED 1 240000 1 281534 1 927 172 TXU EASTN FDG CO GTD SR NT 8 75 DUE OS-75-2009 BED 235 000 730 678 234 889 REPSOL INTL FIN 8 V 7 45 DUE 07-15-2005 BED 55 000 54 953 58,523 ROYAL KPN NV FORMRLY ROYAL PTT NEDERLANONV T 0 7/6/98 7 5 10-1-05 BED 515 000 509 562 496208 TELEFONICA EUROPE B V 7 75 DUE 09-152010 BED 450 000 448407 479 867 BRIT TELECOMMUNICATIONS P L C NT 8 375 DUE 12-75-2010 BED 600 000 668 148 665 238 BRIT TELECOMMUNICATIONS P L C NT 8 625 DUE 12-75-2030 BED 420 000 432 942 484 042 PVTPL STD CHARTERED BK SUB NT 144A e DUE0530-2031 BEO 100 000 99 180 105 074 ALCOA INC 7 375 DUE 08-01-20108E0 495 000 539 189 541 575 AMR CORP DEL 9 DUE 08-01-2012 REG 100 000 99 000 106 234 BAKER HUGHES I NC NT 6 875 DUE 01-15-2029BE0 205 000 202 561 204 071 BBBT CORP BB87 CORP 6 5 DUE 08-01-2011 8E0 130 000 129 323 192 405 BK AMER CORP GLOBAL NT 7 8 DUE 02-15-2010 BEO 415 000 443 106 457 737 BOEING CAP CORP SR NT 7 1 DUE 09 27-20050E0 380,000 379 975 406 532 CALIBER SYS INC NT 7 8 DUE 08-01-1006 REG 195,000 205 167 207 823 CAP 1 BK MEDIUM TERM SR BK NTS BOOK ENTRY 662 DUE 08-04-2003 BEO 265000 263 997 268 843 CAP 1 BK SR GLOBAL BK NT 8 25 DUE 06-15-2005 BED 235 000 246 071 247 575 CITIGROUP INC SUB NT 7 25 DUE 10-01-20108E0 430 000 454 135 464 499 COMCAST CABLE COMMUNICATIONS INC NOTES 6 875 DUE 06-15-2009 BED 770 000 169 466 173 932 COMDISCO INC SR NT 9 5 DUE 08-15-2003 BED 80 000 79 827 67 600 CONOCO INC NT DTD 04f2011999 6 95 DUE 0<-15-2029 BEO 230 000 224 593 226 338 CONS NAT GAS CO SR NT 2001 SER A 6 85 DUE 04-15-2011 BED 325 000 32< 561 334 740 CONTINENTAL AIRLS PASS THRU TRS SER 2001-1 CT F CL A-1 6 703 OB-15 2021 BEO 875 000 829 256 829 477 COX COMMUNICATIONS INC NEW 6 75 DUE 03-152011 BEO 180,000 779415 180 542 COX COMMUNICATIONS INC NEW NT 7 75 DUE 11-01 2070 BEO 805,000 854,716 861 744 DEERE 8 CO DEERE 8 CO DEB 7 1250000 7 125 DUE 03-03 2031 BED 220,000 208,984 225 608 DELTA AIRLINES PASS THRU CTF SER 2000-7CL A-2 7 57 11-18 10 FNL MAT 5-18-12 775,000 770 284 780 458 DOMINION RES INC DEL REMARKE7ABLE NT SERE 7 82 DUE 09 16-2014/09-15-2009 BEO PU 295,000 302 256 312 228 DPL INC SR NT 8 25 DUE 03-01-2007 BEO 240,000 260 692 260 242 DUKE CAP CORP SR NT 7 25 DUE 10-07-2004 BED 115 000 178 631 121 046 DUKE ENERGY FIELD SVCS LLC NT 7 875 DUE OB-16-2010 BED 700 000 99,884 108684 DYNEGY HLDGS INC SR NT 6 875 DUE 04 01-2011 BED 90,000 89 784 91 244 EL PASO ENERGY CORP MEDIUM TERM NITS BOOKENTRY TR # 00003 6 95 12-15-07 380,000 386 656 386 992 ENRON CORP 6 75 DUE 07-01-2005 REG 140,000 141924 141 982 EOP OPER LTD PARTNERSHIP EOP OPER LP 7 75 DUE 11-75-2007 BEO 210 000 219 633 226 042 ERP OPER LTD PARTNERSHIP 6 95 DUE OS-02-2011 BED 65 000 64 852 66 697 FEDEX CORP NT 6 625 DUE 02-12-7004 BED 60 000 59 931 61 967 FORD MTR CO DEL GLOBAL LANDMARK SECS-GLOBLS 7 45 DUE 07-16-2031 BEO 370,000 366 973 766 837 GEN ELEC CAP CORP MEDI UM TERM NTS BOOK TRANCHE !! 7R 00443 7 775 1-19-10 BED 385 000 415758 425 417 GEN MTRS ACCEP CORP NOT ES 7 5 DUE 07-152005 BEO 285,000 295331 703 847 HARTFORD LIFE INC SR NT 7 375 DUE 03-01-2037 BEO 270,000 268002 281 837 HILTON HOTELS CORP NT 8 25 DUE 02-152011 BED 110 000 709 263 173 068 INGERSOLL BAND CO N7 DTD 07/142001 5 75DUE 02-14-7003 BED 795,000 194 789 798 245 J P MORGAN CHASE & CO NT 6 75 DUE 02-01-2017 BED 270,000 770 743 279 944 LUMBERMENS MUT CAS CO 9 15 DUE 07 01 2026 REG 110 000 132 220 107 559 MARSHALL 8 ILSLEY CORP MEDIUM TERM NTS BTRANCHE q TR 00140 5 75 DUE 09-01-200E 320 000 319789 321 715 MBNA AMER BK NATI ASSN MEDIUM TERM SR NTTRANCHE p SR 00009 6 5 DUE OE20.2001 80 000 79 658 81 223 MGM GRAND INC 6 95 DUE 02-01-2005 REG 65,000 65 779 65 573 MIRAGE RESORTS INC NT 6 625 DUE 02-01-2005 REG 80,000 78 882 79874 MORGAN STANLEY DEAN W ITTER 8 CO GLOBAL NT 4/251016 75 DUE a-7571 BED 2,050 000 2084891 2 117 746 NORTHROP GRUMMAN CORP NT 7 125 DUE 02-752011 BED 280000 282918 288,107 NRG ENERGY INC 7 75 DUE 04-01-2011 BEO 100,000 99 734 104 978 NRG ENERGY INC NOTES 6 75 DUE 07-15 20068E0 315 000 314 606 323 159 PHILLIPS PETE CO NT 8 5 DUE 05252005 BED 185 000 202 656 204297 PVTPL ANADARKO Fl N CO SR NT 144A 7 5 DUE05-01-2031 BEO 190 000 188 277 200026

Non-Government Backed C M O s CMO DLJ MTG ACCEP CORP MTG PASSTHRU CTF 94-08 CL II A1 ADJ DUE OS-25 2024 REG 116,005 113 794 117 806 CMO GMAC COML MTG SEC INC MTG PASS THRU CTF 1999-C7 CL A 2 6 775 DUE OS-15-2033 310,000 309 031 316 051 CMO LB COML CONDUIT MTG TR 1999-C1 MTG PASSTHRU CTF CL A 2 6 78 DUE 06152031 550,000 542 175 579 436 CMO l8-UBS COML MTG TR 2000-C3 COML MTG PASSTHRU CTF CL A-2 7 95 DUE OS75 202: 360 000 956 310 403718 CMO MORGAN STANLEY CAP I INC MSC 99-LI FEA2 SEA 7 11 DUE 04-15-4033 BEO 480 000 460 181 513 902 CMO MTG CAP FDG INC 1998-MC7 MT G PASSTHRU CTF CL A-2 6 663 DUE 03-7&2030 425,000 429250 444818 CMO PNC MTG ACCEP CORP SER 1999-CM7 COMLMTG PASSTHRU CTF A-18 DUE 72-1Pi 385,000 390 264 417 287

Total Investments 115 506 790 122458208

Page 6 of 6 Book Value Fair Market

Shares Tax Cost Value Corporate Bonds Continued

PVTPL AT&T WIRELESS SVCS I NC SR NT 144A 7 875 DUE 03-07-2011 BED 600 000 619 536 633 600 PVTPL CITIZENS COMMUNICATIONS CO CITIZENS 6 975 DUE OB-15-2004 BEO 100 000 99 764 100 563 PVTPL DUMMY MIRANT AMER GENER 9 125 DUE OS01-2037 BED 285 000 283,207 313 403 PVTPL MIRANT AMERICAS GENERATION INC SR NT 144A 7 625 DUE OS07-2006 BEO 150 000 150,000 155 312 PVTPL PROTECTIVE LIFE U S FDG 7R FDG AGMT BACKEDS 87508-75-7008 BEO 300 000 299715 303 141 PV7PL PSEG PW R LLC SR N7 144A B 625 DUE04-15-2031 BED 290 000 287 390 330 797 PVTPL QWEST CAP FDG INC GTD NT 144A 7 DUE 08-032009 BED 305 000 302 719 306 327 QWEST CAP FDG INC GTD NT 7 75 DUE 0B-15-2008 BED 240 000 254 719 255 394 REED ELSEVI ER CAP INC NT 6 125 DUE 08-07-2006 BEO 140 000 139 940 142782 SALOMON SMITH BARNEY HLDGS INC NT 6 5 DUE 02-15 2008 BEO 125 000 124710 129 549 SPRINT CAP CORP NT 7 125 DUE 01-90.2006 BED 420 000 427709 437 644 TECO ENERGY INC 7 2 DUE 05-01-2011 BED 750 000 149 600 157 145 TIME WARNER INC 9 15 DUE 02-07 2023 REG PUT 645,000 753 265 769 130 TXU EASTN FDG CO GTD SR NT 6 45 DUE 05-15-2005 BEO 205,000 199 732 207 698 VIACOM INC NT 7 B75 DUE 0730.2030 BED, 135,000 144 079 150 077 WEYERHAEUSER CO NT 6 DUE 0B-01-2006 BEO 225 000 224,618 226 940 WMX TECHNOLOGIES INC 7 1 SR NTS DUE OB-01-2026 PUT TABLE 8-1-2003 @ PAR "PUT 520 000 579 714 534 763 WORLDCOM INC GA NEVJ 7 50000 05/16/01 05/15/11 7 5 DUE OS-15-2011 BEO 325 000 321 43B 330 402 WORLDCOM INC GA NT 6 4 DUE 0B-15 2005 BED 1,410,000 1 404287 1 423 395

Total Corporate Bonds 26 434 926 27 071 747

Government Mortgage Bac ked Securities FHLMC MULT [CLASS SER 2323 CLASS-PL 6 5 06-15-2031 1 070 000 1 090 606 1 107 782 FNMA POOL p 0600209 B 5 DUE 07-07-2031 REG 533 977 562 011 561 322 FNMA POOL # 515259 7 5 DUE 12-01-2029 REG 3085000 9 176 827 7 176 827 FNMA POOL # 585617 7 DUE 05-01-2031 REG 1985949 2005809 2033513 FNMA REMIC TR SER 1999-178 CL PH 6 25 GT D MTG PASS THRU CTF DUE 01-25 2022 REG 960,000 982800 984 298

Total Government Mortgage Bac ked Securities 7818052 7 863 741

Asset Backed Securities 1ST UN-LEHMAN BRS-AM CML MT G SER 98-02 CL A2 6 55999 11-B-08 FNL 11-18-35 REG 1 055 000 1 028 856 1 099 337 CITIBANK CR CARD I SSUANCE TR SER 2000 A1CL A1 6 9 DUE 10-15207 BED 265 000 278 209 282 670 DISTR FINL SVCS RV TR 1999-3 NT CL A-0 6 65 DUE 03-15-2011 BED 1 000 000 9B5 742 1 027 630 DLJ COML MTG CORP COML MTG PASSTHRU CTF 9&CG7 CL A-1 B 6 41 DUE 06-10-2031 REC 310,000 374 456 320915 FORD CR FLOORPLAN MAST ER OWNER 7R 2001-1 N7 CL A FL7G RATE 07-17-3006 BED 790,000 790 000 790 332 HSEHD AUTOMOTIVE TR V SER 2000.2 NT CL A-3 7 34 DUE 11-17-2004 BED 800 000 799 000 826 968 HSEHD PVT LABEL CR CARD MAST ER NT TR I SER 2001-7 CL A FLT RT 06-16-2008 BEG 475,000 425 000 425 761 MBNA CR CARD MAST ER NT TR 2001-3 NT CL AFL7G RATE 12-15-2008 BED 515,000 575 000 518 595 MBNA MASTER CR CARD TR II SER 2000-I CL A AST BKD CTF 6 9 DUE 01-152008 BED, 95,000 99 932 101 485 PVTPL COMPUCREDIT CR CRD MSTR NT BUSNSS T SER 2007-1 CL A 144A VAR 1-15-OB BEO 650 000 650 000 654 310 PVTPL IMC EXCESS CASHFLOW SEC 7R SER 1997-A CL A BD DUE 11-26-2028 487 517 481 499 19261 RESDNTL AST MTG PRODS INC 7001 RZ3 MT G PASSTHRU A-1 4 66 S-2578 BEO 300 000 299 994 299 994 RESDNTI AST SEC CORP MTG PASS THRU CTF ABS 5 75099 DUE 09-25-2027 BED 150 000 149 998 152 277 RESDNTL FDG MTG SECS II INC 2001-HI3 A 1-2 5 33 OS-25-2012BE0 260 000 261 747 262 920 US AWYS PASS THRU 7RS SER 2000.3 CLASS G7 89 DUE 0401-2020 BED SF 09-01-2001 230 000 290 000 249 138 UTD AIRLS PASS T HRU TRS 2000-1 PASST HRU CTF CL A-1 7 783 DUE 07-01 2015 BED 174,199 175 028 190 074

----- --------- ------------ - - Total Asset Backed Securities 7484460 7 221 655

Total Non-Government Backed C M O s 2600944 2,793014

Date Sold (d) Shares Sales Price (e) Cost (p) Gain/(Loss) (h)

09/01/3000 0 0 0 0 09/01/7000 0 0 0 0 09/01/2000 1 000 X6,3]1 27,656 7B 576 09/01/3000 700 10 436 7 195 3 211 09/01/3000 500 13,098 10 780 1 318 09i01i2000 0 0 0 0 09/05/3000 2 500 55,761 43,550 13 210 09/05/1000 900 11,551 77 229 11 .6751 09/05/3000 1 600 0,120 12 06 17 761 09/05/3000 300 1,191 7 268 937 09/05/3000 1,300 19 037 35,87. 3,155 09/05/3000 E00 5,021 3 173 2 349 09/05/3000 4,500 109 75, 63 543 16 817 09/05/3000 1,600 0 730 11 796 15 661 09/06/7000 1 500 70,390 21 079 17 319 09/06/3000 1 601 17,804 155 17 709

09/0612000 700 1 803 4 223 3 500 09/06/1000 1,100 E6,655 ,3 716 1 979 09/06/3000 7 300 00,759 BB 000 /7,31/ 09/06/1000 100 5,656 1,75 1 299

09i01n000 1 300 31,507 35, :26 (3,719) 09/07/1000 500 7,016 5 13a 1 901 09/07/7000 100 1 107 1,089 718 09/0/3000 5 000 75,711 75 939 16261 09/09/3000 3,600 00 451 96,674 18,1891 09/08/1000 900 29,770 30 109 (73e) 09/08/3000 100 1 430 1,035 395

09/08/1000 600 11,560 1. 819 1 141 09/08/1000 70 000 59 675 67,7"U X1,0951

09/11/3000 800 36,301 26 890 (679) 09/11/3000 1,700 41,696 76 037 5 669

09/12/3000 900 ]3,7n 19 6o1 2 785 09/13/3000 330 000 319,73 219 398 311

09/12/3000 1 801 56 509 4a5 56 013 09/13/3000 110,000 98,761 i6 827 7 910 09/17/3000 100 9,070 30 145 16151 09/11/3000 100 1,991 2,781 I1811 09/11/7000 480,000 461 517 <50 789 11 03 . 09/15/3000 3,500 17],546 59 550 77,°96 09/15/2000 300 7,998 5 563 (1,517) 09/18/3000 900 40,499 37,01 17,35

09/18/3000 3 250 3 258 . ..3 35 09/18/7000 300 7 117 7 971 1 381 09/18/3000 700 11 971 7,575 1 075

09/18/3000 1 800 30 998 .0,49: 10 506 09/18/3000 1,500 238,430 131,201 107 140

09/19/3000 700 16 414 18 310 (7 8951 09/19/1000 7,801 56,937 795 56 44 :

09/19/3000 700 8 00. 13,6-5 I5 8271 09/19/3000 7,300 78,391 75 .452 3 879

09/19/3000 700 35 157 17 735 7 877 09/19/3000 800 19,07E 78 978 178 09/10/2000 5,100 91,512 115 677 131 1051

09/30/3000 300 1,017 9,667 4 700

09/10/3000 600 36 993 15 965 17 038 09/30/3000 400 8,36 B 144 1101 09/10/7000 100 1,137 1 975 I8701 09/20/3000 0 10 0 40 09/10/3000 780,000 780 030 770 961 1 069

09/31/3000 900 1 451 6 5EA 13 .1301

09/23/3000 200 1 287 3,a50 11 6671

09/31/3000 600 18 788 16 770 2 409

09/11/1000 5,000 192 119 15 511 176,572

09/31/2000 1,500 56,933 49 700 0,623

09/33/7000 400 4,719 7 900 I3 581I

09/33/2000 1 500 18 952 .0 141 I7 189

09/73/3000 3,500 16,795 60 267 104 511

09/37/300 200 9 000 1 850 7 950

09/37/3000 700 8 e44 14 467 I5 6791

09/33/3000 100 1,95 1 900 1705

09i22i2000 1 000 57 e43 10 632 47 211

09/27/7000 1 500 107 9.1 69 586 70 335

09/37/2000 1,100 5 489 8 111 (3 6591

09/11/3000 1 500 68 179 73 177 11 9971

09/37/7000 100 1 267 1 251 20

Peye 7

aoik Brons Foundation, Inc 36-6108293 Statement Attached esPanotFOrm 880.PF-2000 Page 7,Part IVfine ta-Capital gains anOlosses for tax on invesvnentincome

Issue Description (a)

i7MA POOL Y 440700 6 DUE I1-01-2038 RCG TIM POOL 1 535700 6 5 WE 05-01-7070 PEG In EDL SvCS INC Ca

DEN75PLT i17TL INC NEV CON

ANI) PPtT CORP IS IT TIM POOL 0 151790 6 DUE 12-01-2028 REG sacra co cw PUEI STORAGE INC CON CSK AUTO CORP CON

GUITAR C7R 117C CW

ANIB PITY CORP MIT I7T [DL SVCS INC CON 17T EDL SvCS INC CON C51t AVLO CORP CON 1T7 [DL SVGS INC CON XCN CO4NNIUT1aP5 INC CON ]77 COL SVCS INC CON

AXE PPtT CORP MIT ItEC1(SON ASSOCS RLT7 CORP CL B GUITAR CTR INC Coal PUB STORAGE INC CCIK GUITAR CTR INC CON WIT" CTR INC CON

IH!'OIUM770N ME INC CCM PUB STORAGE INC CON GFJI GROWTH PITYS INC C004 GUITAR CTR INC CON! M'9 GP7T CORP MIT LLOYDS BUM PLC EORCCLfAP SER 1 FL7G P7 PERY NT CALL 11-15-97 LFlI GROWTH PPTYS INC CON IM0 PRY CORP MIT AHB DRY CORP MIT VS 7REA$ 1775 070 OB/75/199e - N75 6 DUE OB-15-2004 PEG

MCK CbONNIG710N5 RC CON FTM In 5 .5 01-15-7005 PUB STORAGE INC CON NEW E0G BUSINESS SVC INC CON INDIA 6 375 DUE 06-15-2004 PEG IPE00.G NIICOM CORP CSX L STF NPGR E%ELONCORP 3717163 875 CSH RT 3 10/20/00 NEW LNG BUSINESS SVC INC CON

IAIII157AR 575 INC COM a0 CR SUtSSE 157 B571I MTG SECS CORD COWL WIG PAS STHPU CTF 1998{3 CL A-1 HS PES INC CQ1 OCEAN ENERGY INC DEIAWAPE

OCEAN ENERGY INC DELAWARE GI LEAD SCI IRC CM

PIJB STORAGE INC CON MCI( COlPM71GTIONS INC COM

TRACTOR SUP CO Cpl IJ]B PTY CORP PITT HS us INC Ca NIGN110705 GPT75 INC COM 7AI1BIWi 070.5 INC PFD SfP A B 30

NEYFIELD E%PL W CON Ca STR

TIDEWATER INC CM YPEORG REGENCY RL7T CORP N/C TO REGENCY CENTERS CORP 0757715p1 2Ad/O1 TRACTOR SUP CO CON

PPOLOGIS TR SN BEN LIT DS TALKS HIS MD 08/15/1099 - NTS 6 DUE OB-15-3001 0.CG 051( AUTO CORP CM

TRACTOR SUP CO CON PI(YY PPIYS INC MIT ONRY INC DEL CON!

COAL LAB NV !lLGO 03 TRACTOR SUP CO CON SPN[RIOt7 CORP Cost CON STi,

IItE00.L 9117KKL[tR BEECHFM TLC 5Ti( lIXGP GLA%0 NELLCO4 3]19 :74 pl 138 13/77/ WID57M 575 7170 CM SPHCPION CORP COI CM 5Th

CNGO BP UL h IRON CO IN CON STN GFJ7 ELEC CO Cost VE0.IZON C04NNIGTIODS CQt CSK AUTO CORP CM

DELTA AIR LINES INC COI SPE011L MP7+ET7 INC COW CASH lQPGER PIJ-15 FOP 1 Err 09-19-00

GALLAGHER ARTHUR J a CO CON 09/13/1000 1,800 103 087 44 803 57 380 d0 DLJ !TG ACCCY CORP M4 PA557HRI LTF 91-Od CL SI AS ADJ WE OS-15-2011 PE 09/35/3000 7,500 7 500 7 757 147 SBC COMl7N1G710N5 INC COY 09/35/3000 1,000 10 710 11 975 30 807 IRLOPG MPNE77 INC CON CASH HERDER P1J-15 FOR l ERE 09-39-00 09/35/3000 7 700 13 486 i1 096 1 100 NEEDED MPNCtt ANC CON CASH lRPGCP p17-15 MR l C"F 09-Z9-00 09/:5/3000 700 ],B67 7 757 66 TRACTOR SUP CO CON 09/35/3000 700 1 069 1 975 X9061 AMB PPIY CORP MIT 09/E5/3000 1 000 34,331 :1 116 714 RMA POOL 0 514300 7 5 DUE 08-01-3070 RLG 09/15/3000 1,677 1 671 1 657 74 1/0 TIM RFMIC TR SEP 1957-30 CL 70 1 91GSD MIG PASS tNRU CIE RUC 07-35-3037 09/35/3000 11 476 943 943 0 IRCORG FRANCHISE FIN CORP CASH IQRGCR ZEE 8/3/Ol 09/35/3000 500 17 397 11 500 ( :0J) GALLAGHER ARTHUR J s CO CON 09/35/3000 100 31,78 10 567 13 181 DFMSPLY IN7L INC NEW CON 09/2512000 100 3 595 1 758 1.197 NEEDED BAPNETT INC COM CASH HERDER p17-15 FOR 1 EFF 09-39-00 09/36/3000 4,600 59 .17 42 550 16 67]

PUB STORAGE INC CM 09/26/3000 1 000 33,592 26 157 13 5651 POCA1, COMIIllUTIONS CORP CM 09/26/1000 10 000 151,813 382 100 X227 2871 FASTIAN KODAK CO CUP 09/36/3000 1,500 75 637 10 567 1 664 CS% AUTO CORP CON 09/36/3000 700 3,302 5 2n4 X1 .9821 OCIrtSPLY i17TL 117C NEW CON 09/16/3000 300 7,009 1 757 1�13 IREORG IM1C0f CORP DISH a SIP, KKGR E%EIANCORP 3313163 875 Call R7 7 10/30/00 09/36/1000 1,500 177,778 60 400 7; 978

NIGHHOODS PP7Y5 INC COM 09/36/1000 800 18,917 19 1G4 1 :561 NUDES 9ARNETT TIC CON CASH lffRGEP p17-15 FOP 1 EFF 09-39-00 09/36/A000 1 100 11 165 10,074 1 091 AMB PPIY CORP MIT 09/36/1000 700 7,391 7 .18 76 In STORAGE INC Ca 09/77/2000 1.611 79 114 10 367 19191

US TPPAS BOS 6 375 DUE 08-154037 REG 09/27/3000 180,000 786,455 105 296 1.759 FNMA 6 775 DUE 06-15-300 PEG 09/27/3000 330 000 319 131 ]05,757 9 669 C51( AUTO CORP COH 09/37/3000 1,300 5,773 9 570 (1,198) TMRUR SUP CO Ca 09/17/3000 700 2 959 5 9.5 12 9661

TIDEWATER INC CUP 09/3/3000 600 37,133 15 a65 11 168

TRACTOR SUP CO CON 09/3/3000 300 1,000 1 950 ~1 950 AW LTD CON 09/2/3000 3 300 151 161 91,053 57 410

HIGBYWDS PFTYS INC CM 09/17/3000 700 16,11 16 837 (396) NEEDED 9AP1277 INC CON CASH 1¢RLER Pl3-l5 FOR 7 EFF 09-39-00 09/17/2000 1 600 70 675 11 371 6 387 H1GIM00D5 P27Y5 INC COM 09/38/3000 1,600 77,85: 78 172 (7110) PARI(ER-HNJNSFft! CORP COH 09/28/3000 5 000 165 067 168,67 . I3 5711

APY LTD Ca 09/28/3000 1 800 88 115 ]7,98, 50 575 Mw LTD Ca 09/78/1000 1 500 69,730 35 777 30 599

YREORL 9APHET7 INC COM CASH 1¢PGEP P1345 FOR 1 EFF 09-19-00 09/1B/E000 1 300 15,603 9 rill 5 190 VERIZOI! CeM1NIU710N5 CON 09/10/1000 1 500 116,]59 63, "4 SZ ]71 75T CONSULTING GROUP INC CON 09RB/2000 ]00 1 715 2 160 H351 GALLAGHER ARTHUR J G CO COX 09/38/3000 100 5,955 1 70' 7 15]

15T CONSULTING GROUP INC COM 09/38/2000 $00 3 866 7 578 16831 HIGHWOODS PP7Y5 INC COn 09/19/1000 500 11 912 11 1b1 1571 DEN75PLY IRI'L INC NEW CON 09/39/3000 100 7,551 2 J94 1 156

MY LTD COQ 09/39/2000 400 19 476 9 .30 10 156 GALLAGHER ARTHUR J t CO CON 09/19/1000 3 300 175,791 60 15O 75,673

CHGO BRDL L IROG CO IN COM STN 09/39/I000 300 3 878 3 600 (761) CNGO BROG G IRON CO IN CON 57K 09/19/3000 ]DO 41250 5 400 I7 1501

7AU&fAN C70.5 INC PFD SfP A B JO 09/19/7000 400 7,308 a 118 11 0]01

AMONG BAAHETT INC COM CASH HERDER Q17-15 FOR 1 EFF 0949-00 09/39/0000 X00 9 067 5 755 3 ]07

TRACTOR SUP CO CON 09/39/3000 200 3 :3 : 7 9:0 11 128) NEVFICLO EARL CO CCM CON :TA 09/39/2000 100 18 743 13 .75 5 508

NONE PROPS 11 1 INC CON 09/39/3000 0 496 49 . 0 .0.COFG REGENCY RLTY CORP 11/C 70 REGENCY CENTERS CORP MS7715P1 3/1$/01 10/03/3000 1 100 90,999 BS '77 5 77 ;

WA HUT INC COM 10/03/3000 3 500 101 017 72,v'5 28 772 IREORG FRANCHISE FIN CORP CASH HERDER FEE BR/Ol 10/078000 600 13 50 : 17 900 X0581

GALLAGHER ARTHUR J a CO CUP, 10/03/3000 300 11 656 5 065 6 591 NEYFIELD E%PL CO CON CON 5T1( 10/07/3000 900 13 371 30 556 11 671

ENGELHARD CORP CM 10/07/3000 5.000 at 985 91 800 IS o151 DGNTSPLY INTL 114C NEW CON 10/078000 100 14 173 ~ 592 1 541 l,Px 17D Ca 10/07/3000 700 14 468 7 516 6 951

DEJlTSPLT INTL INC HE. C01 10/O7/30U0 000 6,90 4 796 3 14 . LIA(BEP7QN5 NUT C75 CO 9 15 DUE 07-01-1026 PRO 10/07/3000 330 000 193 328 256 X56 X67 2381 IPEORG REGENCY RLTY CORP Il/C TO REGENCY CENTERS CORP 2757]15P1 1/1Z/O1 10/07/$000 700 15,5]: 1 JBB 2,071 SEC C0971TNlUTION5 INC COM SO/O)/3000 1 500 76 SBA 61 317 13 910 AY4 LTD Ca 10/03/3000 400 19,35 10 0'1 9,373 15T CONSULTING GROUP INC CM SO/OVIOOU 500 7,557 7 :6i 1701 15T CONSULTING GROUP iNC CUP 10/01/3000 Sao 2,31Q ] 326 11 0071

PIOUS R17T CORP 30/04/2000 3,300 19 857 ~8 1^7 1 661

D:MSPLY IML INC NEW CW 10/0/2000 100 J 406 2 399 1 089

DFMSGLY IML INC NE. CUP 10/04/2000 700 10,707 7,191 3 113 COACH INC Ca 10/05/3000 300 1 015 3 200 875

CHfA BRW 4 10.00 CO NV CON STF 10/05/3000 900 13, 117 16 300 U 0871 157 CONSULTING GROUP INC CW 10/05/2000 700 1 578 1 40B 17701

UENTSPLY IIliL INC NEW DUN 10/05/1000 600 31,011 14 387 6 6.6 IIREORL FRANCHISE FIN COPP DISH IffPGCR EYE B/Z/Ol 10/05/3000 1 000 31 :9t :7 000 17061 ]ST CONSULTING GROUP INC COM LO/OS/t000 100 498 636 (178) CMGO BRDG a IRON CO PC' CON 5Th 10/05/3000 500 7 3E1 9,000 IS ~IBI MCISSSOH CORP 10/07/7000 2 500 87,760 60 075 33 385 TRACTOR SUP CO CON 10/05/0000 100 7,078 1 975 (937)

DEIRSYLT iML 114C NEW CW1 10/06/3000 100 3 576 . 358 1 170 OCIRSPLT 1ML INC NEW CM ld/06/3000 300 7,075 d oy1 3,101

Pipe 2

FORD M0. [P CO 7 675 DUE 06-15-3010BL0 10/06/3000 500,000 498,610 505 170 16,5301 PIMT PPTYS INC MIT . " 10/06/2000 3,900 116,763 116 43 . 320 15T CONSULTING GROUP 11¢ COl1 10/09/1000 500 3 9]7 7 163 13351 VNFMI55 PMYS 7R SH BEN 11+! MIT 10/10/1000 1 100 75 .965 34 111 1 031 SARA LEE CORP CQf 70/11/3000 40,000 777,571 739 341 48 107 V0.0LOGi5 TP IN BEN ItR 30/11/1000 7,700 50 166 35 348 11,110 C07T OFFICE VVT75 TP Pft7 10/11/7000 4,100 335 .384 96 919 39 766 AC%1011 CORP C01 70/11/3000 10,000 709 765 163 075 136,770 TENET HFAI.7HCApL CORP CW1 70/11/3000 3 500 97 157 5B 700 79,157 MOib( INC CUM 10/11/3000 5,000 354 351 349 050 5 201 DLMSPLY IIIIL INC HE. COM l0/13/300 500 16.10 13 866 7 613 DISC AUTO PARTS INC CON 10/13/3000 500 3,570 10 133 16,5531 HIGHY0005 PV775 INC CM 10/13/3000 7,]00 77 431 BI 855 fB x :51 SNAP-ON INC CON 10/71/2000 700 15,765 31 913 X6,0181 SNAP-017 INC COM 10/12/3000 1,300 26 310 75 711 110 771 SNAP-ON INC Ca 70/77/3000 1,200 25 419 36 618 111,1701 KIMBERLY-CLARK CORP CUM 10/17/1000 0,500 10,670 130 ~~6 32 924 r5 CORP Ca 57K 30/13/1000 3,500 116 016 97 169 22, 077 TRACTOR SLIP CO CR1 10/13/1000 500 5,015 5 975 11 860 NA M7t INC Cm 10/13/1000 3,500 97 515 77 617 33, 903 OCtrtSVLY iNTL INC NEW CUM 10/13/3000 500 16 371 13,866 7 105 MX LTD Ca 10/13/1000 1,900 76 313 58 76< 17 979 StUY-ON INC CM 1/17/7000 1 300 35,118 76,5°7 111 1191 PROLOGIS 7P SN BEN IIR 10/16/1000 500 71 601 10 711 7 407 SNAV-ON INC COM 10/16/2000 600 13 970 16 153 I7 3271 SIMOt7 PPIT GROUP INC CAN 10/16/3000 1,200 36,807 37 719 19151 S14AP-ON INC C011 10/16/3000 500 10 775 1 5 :5 13 7571 SNAP-011 INC COM 10/17/2000 100 3 111 2 671 15351 SNAP-ON INC Ca 70/77/7004 400 8,667 10 717 /7 049/

MY S NGPHWSE INC COl410lI 10/17/3000 300 5 40? 7 177 1,055 TRACTOR SUP CO Ca 10/17/1000 100 1,960 4 000 (3 040) 14H 5 1tGPHOlISC INC COt91(Yf 10/17/3000 B00 21 770 11 78o 4 , 381 i(ELLii00D CO CM 30/17/3000 800 17,919 is 159 (1 80) CYO CA 50155E 157 BSTt7 M7G :ECS CORP COML MG PASSTHPU QF 1998-C1 CL A-1 10/17/2000 3,17] :,773 : 6C1 93 DEMSPLY IML INC NEW C017 30/18/3000 500 16,38 12 B(6 7 7[1 TRACTOR SUP CO COlI 10/10/3000 5,100 41,019 10, 92a (67 880) MFr CORP 1181 Ca STY 10/18/3000 100 13 016 14,790 (3 745) DEMSPLY SIITL INC LIEN COI 70/18/3000 100 3 369 . 577 656 RMA M 5 25 01-15-2009 10/18/3000 750 000 681 31E 660 516 30 700 SNAP-ON INC CCM 70/10/2000 300 1 313 5 755 11,115/ LINENS 11 THINGS INC CON 10/18/3000 900 33 111 20 854 1 351 LINENS N THINGS INC CM 10/10/3000 900 33 199 .0 °51 1,795 LINENS P THINGS INC COl1 10/18/2000 1 300 39 599 27 u05 1 193 PIER 1 IMPORTS INC CO1 10/1B/3000 7p0 i 645 1 817 1 918 CSR AUTO CORP COM 10110/1000 300 680 1,652 (361) FNMA M 5 635 05-11-2007 10/10/1000 7,000,000 1 91],95 3 87L 1'[ 11 771 lA1L CORP NEW Cq1 STY 10/1B/7000 500 15 057 1B,SE0 17,5031 PIER 1 IMPORTS INC CWI 10/18/3000 300 3 335 1 316 019 I(iLROY PITY CORP Ca 1011012000 1 300 37,857 77,u27 875 FL C COAST 1175 INC CL B 70/18/1000 0 6 E 0 MY 5 wEARHOUSf 11-C CttMCP 10/18/2000 700 7,977 4 521 1 156 I(ELLw001) CO CCM 10/19/3000 7 700 37 337 70 370 17 0111 U 6 AIR GROUP COlI 10A9/3000 1,000 72 437 44 N19 ~11 7851 HEN 5 NFMIIOI75E INC CQ°110H ]0/19/$000 l 100 70 OBO :5,755 4,721 NIIAOY PLTY COOP CRf 10/19/3000 1,00 36 957 75 023 1 930 71DEXp7EP INC Ca 10/19/7000 600 20 767 15 a65 11,799 S71M-ON INC CON 10A9/1000 300 4,378 5 359 (1 121) PIER 1 IMPORTS INC C0.M 70/19/3000 300 1,317 1 31E 977 PICK 1 IMPORTS 117C Cd4 10/14/2000 300 2 235 1 31E 959 CSN AM CORP COM 7p/19/3000 200 700 1 f52 105 :1 SIMW! PPI'T GROUP INC COM 10/19/3000 3 000 61 BOP 65 061 11 7561 I/0 AMA Rt]1fC t0. SEP 1°97-30 CL 70 1 EIGTD MG PASS 7NRt1 C7t WE 0]-IS- :077 10/19/1000 3 11 265 102,567 ]71 70_ 11?e 851 PIER 1 IMPORTS INC CW 70/79/3000 800 9 336 5 505 7 7.1 TIDEWATER INC CM 10/19/1000 300 9,602 5 722 1 280 OFMSPLT IML INC PEN CM 10/39/ :000 500 16 425 12,891 7 581 OF7RSPLT IHTL 114C NEW COM 10/10/3000 300 6,830 5 125 1 695 TIDEWATER INC CQ1 10/30/3000 100 19 595 10 671 B 95 . C51t AUTO CORP Ca 70/30/1000 300 713 1 653 19791 SSMON PRY GROUP INC COM 10/20/3000 100 B 995 9 443 11791 TIDEWATER INC Cd 10/30/3000 500 14 494 13 304 11 .199 OCNTSPLY 3M1 INC NEW COI 10/30/3000 500 lfi 710 IS 738 7 977 TRACTOR SUP CO Ca 10/10/1000 100 913 1 app (9081 KflJlOT RLTY CORP CUM 70/17/1000 1 700 45 031 77 911 7 105 EOG RESOURCES INC CM 10/E4/3000 5 000 101 756 105 .C0 96 036 YSLrtOY PLTT CORP COM 10/31/3000 300 5 190 1,151 736 HONEYWELL SIrtL INC COY ST), 10/34/3000 3,500 139,7217 06 670 1 : 609 AiLLK00O CO Cd 10/74R000 100 1 794 . 379 15511 120pU15T INC Ca 10/118000 10 578 171 468 45o ,44 (724 7761 RON POOL 0 544300 7 5 CUE 08-014070 pCG 10/35/3000 33 330 33 330 37 137 197 TRACTOR SUP CO Ca 10/25/7000 500 1 .69 a 597 (5 115) GEN EIEC CO Ca 10/.5/3000 1 500 79 610 75 518 67,691

Page 3

010 OW MG IiCCEY CORP M7G 7A557HRU RF 91-OB CL ][ A1 AIU WC OS-75-30:1 RE 10/35/7000 7 620 7 628 7 559 69 PIMY PMYS INC MIT 70/75/2000 500 11 657 13 967 695 1¢WV[57 INC Cm'7 10/36/3000 10 000 117,196 211 615 175 191 I/0 FHIfA RQ1IC 7R SER 1997-30 CL 10 1 B4GtD !!TG 7A55 7HRU C7P DOE D7-35-2037 10/36/3000 37,915 910 974 0

I(IMCO RL7T CORY CQI 10/36/3000 400 15 979 1 . 404 3 076 12LLWOOD CO CO7 10/17/3000 800 14 613 11 518 1 . 961

.-ROY 9L77 CORP CG 10/37/3000 400 10,786 8 508 1 478 VISNAT IM[RSCCHNOIALT INC COM 10/37/3000 3 500 71 360 64 H6 6 914

NI7~GAPA MOHAHK NLOGS 117C COM 10/27/3000 3 500 39 576 37 000 3 .576 SIMON PITY GROUP INC CQ7 10/27/2000 800 17,559 18 792 I1 3321

AIMCO PL7T CORP CM 10/37/3000 1 000 79 964 36,077 3 887

KiMCO PLTT CORY Ca 10/70/3000 900 76 476 74 109 2 037

DEULSCN[ 7ELC1(O1 IML FIN B V GTO M 8 DUE 06-15-1010 BED 10/30/300 390 000 798 767 791 578 6,739

IIPEOPG 7ELC0f SEMICONDUCTOR INC 57K IOIGPMICROCHIG TECH INC 2593849 P 5] t/16 10/71/3000 5 000 01 672 83 913 13 3801

VS CORP CON 5711 10/31/3000 3 500 173 111 68 17i 71,375

7/O I7MA RQ1IC 7P SER 1997-,0 CL 70 7 84G70 MG PASS 7X0.11 C7F DUE O7-'_5-7077 10/71/1000 0 0 0 0

OUL57M CORP CW 10/71/3000 3 $00 67,897 45 160 1$,7]$

CEC Ct7T? INC CON 10/71/3000 300 9 646 7 759 3 417

CEC CNMf INC Cpl 10/71/3000 300 9 616 7,711 3 775

0 REILLY AI77a1071VE INC Cd1 11/01/3000 700 13 775 10 194 1 183

DISC AUTO PMTS INC CON 11/01/1000 100 713 2 0.9 (1,377)

SMITH CHARLES C RESDNTL PL7V INC COY 71/01/3000 ]00 1 147 13 181 IDI

f1MA N7 1 25 0545-1070 11/01R000 1 860 000 7 010 691 3 003 019 45,677

CEC FJ7Mi INC CON 11/01/300 600 19,543 74 622 4 930

CCC EHi7fT INC CM 11/01/3000 600 19 517 14 056 5 447 CEC EN7!¢ INC Ca 11/038000 1 100 76 789 25 61, 10 640

XPEORG EXCEL LEGACY COFC STA MERGER TO PRICE LEGACY CORP Yd7169]5 EFF9/15/0 11/03/3000 10,100 11.15 77,970 (I1 187)

NAL-MART STORES INC CO1 11/03/1000 2 500 117,609 73 079 85 591

CSK AUTO CORP CM 11/07/3000 700 677 1 652 X9751

F7MA M 5 35 07-754009 11/03/2000 00 000 73,959 70 510 3 . 419

TRACTOR SUP CO Ca 11/07/3000 600 5 078 11 SAE 16,591

APEORG 7ELE COPIIN INC SER A 7C1 LRP COlff%CH AT&T COPP P 7157 NOR ]-9-99 100 11/07/1000 0 91 . 0 971

CEC LN7M INC CM 11/07/3000 100 13 347 5 727 7 914

O NEiLLY AUTOMOTIVE INC Cpl 11/078000 100 1,70] 1,756 327

DISC AUTO PARTS INC COM 11/07/3000 100 761 2 032 I1 2711

0 RCILLT AO7WOTIVE INC C OM 1/07/7000 500 B 990 7 :BI 1 700

TRACTOR SUP CO CON 11/06/1000 100 863 1 a31 I1 0601

O REILLY AUTOMOTIVE INC CN1 11/06/ :000 700 5,913 1,767 1 015

O REILLT AUTOMOTIVE INC C Q4 11/06/3000 509 9 010 1 J<1 1,670

DISC AUTO PARTS INC CON 11/06/7000 100 769 3 032 (1 167)

YREORG 7ELCOf SEMICONDUCTOR 11¢ 57K MlGPM1CROCHIP TECH INC 359789 P 53 1/16 17/06/3000 300 3 600 3 910 (130)

CEC EP7NT! INC CON 11/06/3000 300 6,588 q G67 1,924

GUITAR CTR INC CON 11/07/3000 700 3.76 2 050 4 .6

SMITH CHARLES E PESDiITL RLTT INC CON 17/07/7000 1,100 17,701 IB 360 19791

IlNACMC CORP CM 11/07/3000 100 2 977 3 709 515

GUiTAA CTR INC C0.M 17/07/1000 300 3,715 7 075 640

TRACTOR 507 W Ca 11/07/3000 100 919 1 177 1911

PIER 1 IMPORTS INC CON 11/07/7000 700 9,337 1 817 < 130

C51( AUTO CORP CON 17/07/2000 300 713 1 E31 (918)

IIREORG ACIISOII CORP CASH HfPGEP C37 EFF 11/0/00 11/07/3000 10,000 370 000 1 .7 7>5 105 225

PIER 1 IMPORTS 117C CON 71/07/3000 400 5 3<7 , 753 3 590

YREORG CHELSEA RLTY 11/C TO CX=LSG PPTT GRW7 IOC 213]889 pl E!'!' 1/T/O1 17/OV7000 x,]00 136 955 1:9 619 1: 6671

0 PEILLY APCG1a7IVE INC Ca 11/08/3000 700 11 .31 70 71, 2 090

PIER 7 IMPORTS INC CoM 11/08/3000 700 9 977 5 235 7 600

ELECTR MIA 5T5 CORP NE. CON 11/00/3000 1,500 123 971 110 215 11 706

GUITAR C7R INC CON 71/00/3000 300 3 562 3 050 513

PI EP 1 IMPORTS INC COM 11/08/1000 3 300 31 118 17 ,01 14 017

CSR AUTO CO7V CON 11/088000 100 767 605 H42l

GUITAR CTR INC Ca 11/00/3000 500 6,137 5 1.5 1 312

0 IIEILLT AU7Q10IIVE 11C CON 17/08/7000 100 3 690 1 955 775

GUITAR C70. INC Ca 11/09/3000 300 3 696 7 077 619

INVAGPE CORP C OM 11/09/1000 400 11 426 9 E32 1,797

IREORG 7ELCOf SGIICONDUCTOP INC SIX lWGIWICPOCHiP TECH INC 359789 p 5] 1/16 11/09/3000 000 ]0 057 11 67- 11 582)

C51( AUTO CORP CON 11/10/3000 700 099 2 115 17 516

INVACAAE CORP CON 71/10/7000 800 72 680 19 723 7 258

CSR AUTO CORP COl1 11/10/3000 300 59, l G10 I1 0111

YItEOAG TCLCRf SEMICONDUCTOR INC STK lOtGPHIC0.0CHIP TECH INC ?59]E19 p 5] 1/16 11/10/1000 300 3 .71 .,a70 1391

GUITAR RR INC Ca 11/10/3000 1.100 13,001 13 5.: :79

1(POLC0. CO Ca 71/13/3000 3 500 61 558 1. 550 3. 007

TRACTOR SUP CO C0.Y 11/17/3000 100 846 1 11] 15661

I(IlSEPLT-CLAM CORP CON 11/17/3000 3,500 165 007 723 51- 43 131

INVAGPL CORP Ca 17/13/1000 100 5,663 4 975 780

CSN AVID CORP CON 11/17/3000 1,100 7 176 9 377 16 1611

GUITAR RR INC Ca 11/17/300 1,100 12 669 12 130 1611

DISC Al7tD PMTS INC COM 11/17/3000 ]00 704 3 Ol' 11,7 :!1

SPRINT CORP Ca 11/17/3000 1,500 61 798 66 025 11 1371

ALLSTATE CORP CON 17/17/1000 Boo 30 575 10,800 19 775

GUITAR C7R INC Ca 11/17/1000 100 1,178 1 189 Ill! GUITAR RR INC CM 11/1/7000 300 3.00 3 707 141

IINAGRE CORP CQI 71/14/1000 100 2,800 2.475 761

PJTPL ROYAL KPH NV FORMERLY POYAL PTT NLTO 07/06/1998 In 744A 0 ]75 10-01- 11/l5/3000 135 ODD 377,658 .2I 440 Ib 7821

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INVAGRC CORP Ca 11/75/7000 500 13 905 13 396 1 565

ORCORG TELCOl1 SEMICONDUCTOR INC 57K IIXLP7fiCROCHIP TECH INC 359]09 a SJ 1/16 11/15/3000 1,500 19 977 31 610 (1 677

E Y lANCORP INC Ca 11/75/7000 100 x,107 1 950 2.151

E Y BANCOPP INC Ca 11/15/7000 600 11,376 5 B50 6,516

GUITAR C7P INC COM 11/15R000 100 1 150 4 307 543

GUITAR CIA INC Ca 11/15/3000 300 7,5:9 7 750 11311

DISC AUTO PMTS INC CM 11/15/3000 100 676 1 1a7 0,517)

Cal, AUTO CORP COM 11/16/3000 100 ]30 Bao X5191

.PEOPG 7ELCIX1 SEMICONDUCTOR INC 57K 10lLPMICROCH[P TECH INC 3597819 p 57 1/16 11/16/3000 600 7 116 B 400 16231

E V BANC00.V INC CM 11/16/1000 400 B 770 3,900 4 430

C Y BANCOPP INC CON 11/16/7000 600 12 532 5 850 6,687

RAYOVAC CORP Ca 11/16/3000 600 10,97 13 371 11 1811

MYWAC COMP CON 11/16/3000 800 17 909 71, 791 12 4831

STAAYOOD HOTELS L RESORTS xORLW[DC INC PAIRED C7F 1 CL B SN BEN IN7 STAAY00 11/16/7000 7 600 115,171 1 :0 777 41697

ONO CR SU355E l5t B57N MG SECS CORP CON. MG PASSTHRU CtF 1998-C3 CL A-1 11/17/3000 3,30 3,70 3 :OS 35

MYOJIL CORP CW 11/17/2000 1 700 39 080 77 18 . 1B 1071

PAYOJAC CORP CON 11/17/3000 700 13,077 11 657 13 .660

YREOPG 7ELCOX SEMICONDUCTOR INC 57k KKGPNICROCNIP TECH INC 359]B49 p 57 1/16 11/17/]000 1 .100 11 105 IS 399 1991

DISC AUTO PARTS INC COM 11/11/3000 100 670 3,271 11 6111

CREDENCE SYS CORP DfL 11/17/2000 100 8 593 12 031 U,4371

MlHEVSER BI15CH COS INC CON 11/17/3000 7 .500 130 421 55 700 61 731

CREDENCE 5T5 CORP EEL 11/17/3000 700 15,297 ,7 051 15,7561

TRACTOR SUP CO CW 11/30/3000 700 3 106 4 378 11 8311

KIMCO RLTY CORP CM 11/30/3000 400 15,99 15 743 637

CREDENCE 5Y5 CORP OEL 11/30/3000 1,300 33 49a 73 094 19 5951

CSM AUTO CORD CW 11/30/1000 600 1,774 5,097 p,7191

DISC AUTO PARTS INC COM 11/30/3000 600 3 566 17 786 19 8101

81MC0 RL7T COMP CLH lt/31/2000 1 .100 U 944 42, 073 1 870

CREDENCE SYS CORP OEL 11/21/3000 600 12 937 19 075 (5 0981

EOTY 0.CSD1rti PVTYS TR SH BEN IM 11/31/3000 1 500 77 770 65 116 0 591

Q10 CML MiG A57 TP 9--CI A7 6 64 EXPECTED MAT 9-17-10 DVC 1-17-02 BED 11/21/7000 385,000 375,195 700 755 (13,560

CSK AUTO CORP CM 11/31/3000 600 1 741 5 0~3 13 7531

STAPBUCNS CORP CON 11/11/1000 5 000 237, 805 105 875 171 970

r5 CORP CON STK 11/31/7000 3,000 106 351 96 970 0 381

COtNERGYS CORP Cb1 17/11/1000 3,000 07 133 B4 1.5 I1 6971

YREOPG tELCW SEMICONDUCTOR INC 57N MAGPMICPOCHIP TECH INC 1597019 p 53 1/l6 11/31/3000 100 1.39E 1 400 11071

TRACTOR SLIP CO C0.4 11/31/3000 500 ],607 1 :50 13 64]1

EOTY RESDtTL PPSYS 7P ;H BEN Stn 11/1Z/2000 500 11 610 :l 70~ 1 571

TRACTOR 5117 CO Ca 11/73/7000 400 7,891 5 800 (2 906)

CREDENCE STS CORP EEL 1/1412000 700 6 776 9 01+ 12 6831

LU17M CTR INC COlI 11/24/1000 100 1,080 1 061 20

E W BApCORP INC Cd1 71/21/3000 100 8,376 3 ^00 1 776

I0.E00.G TELC01 SQI1CONpUCtOR INC STR KKGRlIICROCHIP TECH INC 759779 P 57 1/16 11/71/3000 700 ] 604 1 ^_27 1620

E N 9M7COPP INC CCM 11/27/3000 100 0 797 3 °79 4,455

a0 DLJ HI'G ACCEV C07V MTG RAN StHRU RF 9t-OB CL It AS ADJ DOE OS-15-705 RE Il/d7/1000 1 107 1 20, d 1:, BO

FIND, POOL 1 51700 1 5 DUE OB-01-1070 PEG 11/37/3000 18,275 10 175 18,123 151

CREDENCE SYS CORP OEL 17/2/3000 100 3,21 . 7 006 17971

CREDENCE 5T5 CORP DEL 11/37/3000 300 6,596 7 010 /3 4211

E07'Y NESGML PP7T5 7R 'H BEN IM 11/IU2000 000 79 50~ 74 734 1 775

SAPA LEE CORP CON 11/27/1000 3,500 58,577 60 671 ~2 071

I(IMCO RLTT CORP CON 11/17/3000 800 71 116 37 711 1 703

E N 6ANCORP INC COM 11/38/2000 600 13 577 5 X67 6 .558

GUITAR C7R INC CO7 11/38/3000 700 3 300 7 102 110

IIPEORL EXCEL LEGACY CORP :7h MERGER 70 PRICE LEGACY CORP M2746975 EFF9/19/0 11/38/1000 19,17 38 150 65 753 137 =4]1

EQIT RlSDNTL PPtTS 7P SH BEN 7117 1112812000 1 800 89 015 77,093 11 927

MCNEP-DANIELS-MIDLAND CO CON L1/38/3000 3 .500 39 371 :l u63 7 587

IPEORG FT JAMES CORP CON 4 STA MINE 70 W PAC CORP $711113 36 CSN C9 11/3 11/39/7000 5 000 110 000 140 391 ? 60]

GUITAR C70. INC COM 11/39/3000 100 3 300 : .100 100

EOlY RESDML PTYS T0. SH BEN IM 11/79/3000 300 9 9<3 B,1^5 I 70

EOTY RESUML PPTTS TR SH BEN 1N7 11/30/3000 3 500 127 373 100 491 26 889

MCHER-pANIE15-MIDWID CO CQ4 11/70/3000 3 500 31 176 31 oU 9 774

NIMCO RL7T CORP CM 11/30/3000 1,150 51 186 50,099 1 007

PEPSI BOTTLING GROUP INC CON S7K 11/70/3000 3 500 95,771 11 OBB 57,617

BURY TUESDAY INC CON 12/01/3000 1,100 17,990 10,77 7 979

RUBY TUESDAY INC CON 17/01/1000 1 300 10,90 10 969 7 971

CREDENCE SYS CORP DEL 13/01/3000 1,500 71 877 45,098 (13.251)

DEUfSCXE 7ELEhOf IlRL FIN B v GTD M 8 DUE 06-15-3010 BED 11/01/2000 715,000 319,615 7,0 515 19011

70CMIELL 1ML GORY NEW COM 13/01/1000 1 500 100,422 98,775 :017

1NGMM MICRO INC CL A 13/UV2000 800 11,152 11,5 :9 UPI

STBRON IML CORP CO7 1E/04/3000 7 400 92 32 : 68 809 23 433

SYGRIXI i1TL CORP COl1 13/0/1000 100 10,876 0 105 , 771

N01¢ PROPS N T INC COM 72/05/3000 1,900 54 597 78 652 5,15

INGPN7 MICRO INC CL A 13/05/2000 3 .900 40 170 41 V_ 11,407)

SYB0.0t1 INtL CORP CON 13/05/1000 5 500 154,093 115 41 ; 78 623

RUBY TUESDAY INC CON 11/05/3000 800 13 31a 7 ,]1 7 .oB7

VISHAY 71lIE0.7CCIVOLCLY INC CCM 11/d5/$000 3 500 53,575 6J Ai6 fit 0661

S7ANCOPP FIRS GROUP 11¢ CON 73/05/1000 7 700 73,633 10 375 33 258

RUBY MSDAY INC Ca 11/05/3000 100 1 544 90 . 610

VERILd! COMMUNICATIONS Ca l1/OS/IOOU 1.500 ]U 747 62 117 BI 90 .

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US TRfAS N75 MD 08/15/ .000 5 75 DUE 08-15-3010 PEG 11/05/7000 715,000 730 857 3.0 857 0 BUCK 4 DECIDER CORP COM 13/05/1000 2,500 97 687 96 588 1 100 %ILIN% INC Ca 12/05/1000 4 000 165,915 317 561 147,6161 BLOCK H L R INC CM 12/U5/3000 2 .500 91 714 75 253 19 461 STANCORP FIPL GROUP INC COH 13/06/3000 100 17,558 5 500 8105e IREOPG CHELSEA RLTT 17/C TO CHELSEA PP7T GROUP INC 1117!!9 P1 EYE 1/Z/01 13/06/2000 700 35 899 30 7], 5 167 STBRON tML CORP Ctt1 13/06/3000 700 5,69 7 701 989 CEMERPoIIrt PV7T5 TR CM 13/06/3000 500 3],75 7 IOB 79 767 SPRINT CORP PCS CON SEE 1 12/06/3000 3.500 67 891 56 735 11 166 INLRNI MICRO INC CL A 12/068000 900 13,83 13 111 (2721 INLMII MICRO 1!S CL A 17/06/7000 300 2 7E8 ' 911 11361 HOME PROPS N Y INC COH 1E/06/3000 700 E,647 7,670 977 HIS GROUP INC CON 11/0/3000 17,500 66 193 .01 711 1175 1301 FNMA POOL 1 511700 7 5 DUE 08-01-3030 0.[G 12/07/2000 2,335, 129 2,363 041 3 715 791 <7,750 MOTOROLA INC CON 12/07/3000 3.500 40 786 03,57 (41 .7101 JA[OBS ENLR GROUP INC COM 13/01/3400 1 000 43,939 34 038 9 911 MOTOROLA 117C COM 11/07/3000 1,500 41 012 56,85 X15,9531 IITD TECHNOLOGIES CORP COM 13/07/3000 3 500 107,50 07 875 107 575 APT 1M'I c XGlrt CO CL A 13/07/3000 1 700 63,615 46 397 16 718

ARROW ELEC7P INC CCM 11/08/3000 800 31,736 16 035 5 691 10.CORG CHELSEA, P17Y N/C TO CHELSEA BRIT GROUP INC 3127889 pl SEE 1/2/01 13/08/3000 700 11 OB : B BBS 2,300

ARROW ELCC7P INC CON 17/00/1000 300 5,11 4 312 1 .329 HUB PROPS N Y INC COM 12/00/7000 200 5 613 5 173 510

ARROW ELEC7P INC Cpl 13/08/3000 600 16,015 1^_ 017 4 039 JA[OBS ENGR GROUP 717C COM 13/08/3000 600 36,736 27 77, 1 617 dAC005 LtlLR GP OOP INC Cpf 11/11/3000 100 17 571 14 549 2 902 ARROW ELEC7R INC CM 13/11/3000 100 3 886 :007 881 US 7REA5 IDS 7 5 DUE 11-15-2016 REG 11/118000 7 675 000 4,375 547 7,059 071 116,176 ARROW [L[CI0. INC COl1 12/11/3000 4,500 139,168 87 110 45 758 PEPSI BOTTLING GROUP INC Cd4 S7A 11/13/7040 1 500 101 610 41 080 f0 553 SPRINT CORP CON 13/13/3000 7,500 60 540 14 025 I5 1111 FMIA 6 615 DUE 11-15-3070 PEG 17/13/1000 7,530,000 1,594 700 1 509 926 14 183 APT 11M a MIXT CO CL .. 12/11/3000 500 34 157 18 775 5 701 ARROW ELECTP INC CM 11/11/3000 400 11 297 5 71 . 1 980 YREOPG CHELSEA RLTY N/C TO CHELSEA pVTY GROUP INC 3117889 pl EFF 1/ :/O1 1:/11/1000 100 ]t 781 11 ail 3,971 EMERSON ELEC CO CM 13/13/3000 7,000 157 .775 129 195 .1 190

lRTLIFE INC Cpf 11/17/3000 70,000 340 67o 145 771 194 508 COOR57EK INC CON 13/13/2000 100 7,337 4, 778 I1 1551

BLOCK H a R INC CW 11/17/3000 7 .000 111 191 1 .L 180 111 9891 NS CORP COI STK 13/17/3000 7 .000 165.189 145 705 19 801 T% iN5TP5 INC COM 13/13/3000 8,000 388,507 76~ e08 18 59~ C N ROBINSON VORLUWIDE IIIC COM 13/13/3000 11 000 316 951 131 600 195 367 COINERGYS CORP CM 13/13/3000 5 000 3]),191 222 812 14 791 IPEOAG CHASE MANHATTAN CORP NEW N/C 70 JD MOPGAN CHISE a CO 010119 pl 1/7/ BAI/1000 2 500 106 761 11 ]8] 75, ]7B

MTOVAC CORP CIX1 13/11/1000 700 1 439 i 562 (2 1311 MYOVAC CORP CON 12/14/2000 600 8,960 13 127 (< 2631

US 7REA5 NTS 5 35 WE 09-15-3003 PEG 13/11/1000 3 345 000 3,779 687 1, :71 .84 68,10] SF71PM ENERGY INC CM 57K 12/11/3000 3 500 51,979 51 713 3 267 Vi57EON CORP NT D70 09/03/2000 8 25 DUE 08-01-3010 BED 13/15/2000 105 000 307 778 10"8 .I6 I7 1687 LEN L0.0KN PP7T5 INC Cpl 12/15/2000 1 500 51 861 <4 111 7 450 GEII GROWTH PFTTS 717C COh 13/15/3000 600 20 684 30 07, 611 CMO CP SUISSE 157 85711 MID :ECS CORP CQIL MTG PASSTHPII CIE 1998-C3 CL A-7 1$/15/$000 0,76d Z,'164 : 7]1 U CENTERPOINT PPTYS TP COH 13/15/2000 500 33 113 11 130 7 : .93

MYWAC CORP CCM 13/15/7004 $00 7,905 t 77i (1 S6o) LEN GROWTH PPTYS INC COH 13/18/5000 1 700 45 131 36,010 B 311 PA70VAC CORP CON 11/18/3000 200 2,817 1 374 (7 562) r5 CORP Ca SIN 13/19/3000 3,500 141,717 �;6n 51 151

ALLSTATE CORP COH 12/19/2000 1 000 13 175 I7 500 18 675 NRE07G AETtU INC CASH nEPGER P75 733117 EFt 12/13/00 13/19/3000 1,500 88 331 122,575 U4 2441 MTOVAC CORP CCM 13/19/3000 100 1,799 : 107 11081

M7PlAC CORP Ca 17/19/2000 1,600 30,073 31 051 111 8301 DISC AUTO PARTS INC Ca 13/19/1000 700 7 676 6 693 IS 051 ENSCO IML INC C0f 13/19/3000 .,500 83 597 66 501 15 093 GF1! GROWN PPTTS INC Cpl 13/19/2000 100 17 867 11 726 0,577

MTOUAC CORP Ca 13/19/3000 1 500 10 471 3. 875 114 101 MTOJA[ CORP Ca 13/19/3000 1 500 10 171 26 570 110 0591 MTOVAC CORP C(Y7 13/19/3000 300 3 190 1 717 I1 031

1N71 BUSINESS MACXS CORP CQM 13/19/7000 1 000 91 .753 1 . 616 19 076 Ii¢ORG CHELSEA RLTY !!/C TO CHELSEA PPTY GROUP INC 3137809 pl SET 1/3/01 13/39/3000 500 19 514 11 809 J 7]6

CEMERPOIlR PPTYS SR CCM 17/19/3000 400 19,006 5,017 10,077 E%IOE TECHNOLOGIES 13/30/3000 0 610 0 610

DISC AUTO PARTS INC CON 11/10/3000 500 3 617 71 755 (B 53) PATWAC CORP Ca 13/20/3000 1.600 10,75 71,0°9 110 6251

DISC AUTO PARTS INC CP4 11/30/3000 400 3,090 8 9.4 I6 071 US 70.EA5 BD5 7 1/4 15/5/.016 1150]000 7 35 WE 05-15-1016 PEG 73/10/1000 100.000 118 09< 103 ~Ofi 14 608

DONNELLEY R R 4 50175 CO Cd 11/30/3000 7,500 60 540 7, 050 177 503

FNMA N7 5 675 05-11-1001 17/30/3000 305.000 10,311 207 10 . 1 210 EOG RESOURCES INC COM 13/11/3000 5,000 355 716 10, 800 153 516 i7d7A M 5 635 05-11-3001 12/31/3000 305 000 304 512 207 10 . 1 .10 MTWAC CORP CQf 13/31/7000 300 3,855 5 315 f1 1591

OR[ORL FIRST" CORP NEW N15 S7h MERGER 70 US BPNCORP DEL :95768 [TF i/17/0 1Z/11/1000 :500 59 ]51 57 617 5 742

Page 6

KELLWOOD CO Ca 13/33/3000 100 x,775 4 213 1301 KELLWOOD CO CQ1 11/13/3000 1 400 78 804 24, 479 3.8 ;5 C000.5TER INC COM 13/37/7000 100 7,050 1 770 11 7381 N1E0.1PA7X INC Ca 12/26/1000 3,600 96 076 36,579 59 507 d0 OW MG ACCEP CORP MG PA557NR11 RF 91-00 CL 11 A1 ADJ DUE OS-35-1071 RE 13/I6/7U00 339 139 :35 t IREORG CONOCO INC CL B RECLASSIFICATION 70 CM COl70C0 INC CON 1319737 10-0- 17/36/1000 1 500 13 SIR 10,586 1 5]0 C00R57CN INC CUf 13/16/3000 3 000 60,761 b5 261 17'I 5001 AMPIPATN INC CON 12/36/3000 100 3 661 1 015 1 619 Rd17. POOL 0 541300 7 5 DUE 00-01-3070 pEL 13/36/3000 1 876 1,976 1 861 16 WASTE MIX7 INC STEP UP In DUE 10-1-3003 PLG 1 30 17M IL 10-1-1991 THEN 7 71 13/36/ :000 730,000 316,e54 717 9" 1,06]

ANADARKO PCTRO CORP Ca 13/36/2000 4 000 294 446 90,881 197 565

OCCIDENTAL PETE COPP COM 11/77/3000 E 500 63,735 61,701 1 07 . AISERIPATH INC CM 12/27/0000 1 .00 7,998 9 690 15,]00 NfERIPA7H INC COM 17/37/2000 700 1 762 3,66 1 396 fMfA NT 5 25 01-15-1005 11/3/1000 11 .000 X30,038 782,625 31 707 W PAC CORP LM-GEORGIA PAC GROUP 12/39/3000 3 500 17 123 63,626 14 796

MTMOIID JAMES RlCL 1`7C CQ4 5T1( 33/38/3000 600 37,166 12 596 10 170 CHW B0.DG a IRON CO W CM STA 17/30/3000 1.300 31 739 33,00 17 061)

AM PADA HESS CORP Ca 12/20/1000 3 500 187 41a 170,800 66 619 COORSTEI( INC Ca 73/30/3000 100 7,119 1 761 11,601

57ANCO0.Y !'INL GROUP INC CON 1ZRB/1000 500 31 661 11,85 13 186

PAtt10ND JAMES FNCL INC COH STN 77/70/2000 600 33,776 12,956 10 7,10 E X 0N7COP7 INC CM 12/30/1000 500 12 777 1 -0 7 803

E X BASO0.P INC CM 13/70/1000 100 2,589 951 1 595

N¢RIPATH INC C017 13/38/3000 300 7 531 .,'00 4 721

DISC A1170 PARTS INC CM 11/28/7000 800 1 019 17 9!g /17 8241

STAt7CORP l1NL GROUP I PC CM 73/39/3000 500 7,597 1 : 106 13 4a2 DISC AUTO PMTS INC CCN 12/29/3000 100 3 198 d 414 (6 726) STAe1CORP FiNL GROUP INC C0.M 1389/1000 100 4,92- . 452 2 1"

MO PYflllIOtl EDIT RCS FD IOC 1:89/1000 0 94 639 0 97 679

ENSCO I ML INC DOE 01/03/3001 3 500 88 036 66,57 .2 727 057N EMS INC CU1 S7A 07/02/7001 1,000 47,110 25 000 19 719

C000.5TEK INC CM 01/03/3003 100 3 14: 1 167 I1 7231

A7 i T CORP CM 57A 01/07/3007 3,500 48,55< 125,E60 381 1061

DEVELOPERS DIVERSIFIED RLT( COPP CM 01/07/3001 600 B 101 11,11' 17 0101

RAYMOND JAMS fTlCL INC CCM StK O1/O7/]001 7 100 11,95 27,576 18 781

CEIIIERPoIM VP7T5 TR COM 01/07/2007 100 19,017 1 .,019 6 999

WORLOCQI i17C/NOPLDCO 01/07/1001 1 500 45 285 79 775 5 910

DEVELOPERS DIVERSIFIED RL7T CORP CM 01/OV7001 500 6,781 5,266 ( : 483)

FTYA R 5 625 05-11-2001 01/04/2001 105,000 106 1 :5 203 107 7 727

FTpN N7 5 615 05-14-?071 01/01/1001 110 000 110 813 100 ~81 1 871

METPOlffD7A FIBER tfE7WOPA INC CL A D1/Od/1001 4,500 79,074 ]G 40a 8 967

PAtttOtlD JAMS R¢L 10C COM 5th 01/04/1001 900 39,679 19 600 17 879

COOPS7E1( IIC CRI 01/01/1001 100 ].370 4 775 11 5051

COOPSTEK INC C014 01/04/2001 500 15 60,1 23,075 IS 2711

BETH PPIYS INC CON STR 01/01/1001 1.500 63,707 37 500 36 307

DISC AUTO PARTS INC COM 01/01/1001 600 3 571 17 869 (10 398)

RMA M 5 625 05-14-2001 01/04/3007 175 .000 175,975 777 750 ] 189

070 ASPLS PASS iH0.U 7P5 7040-1 PA557XRU C7F CL A-1 7 783 DUE 07-D]-7015 BEO 01/05/1001 10 999 10,090 10 9' 0

570.1117 CORP COP 01/05/1001 2 500 66 073 (. 751 3 731

DEVELOPERS DIVERSIFIED P17Y CORP CQf 01/05/1001 100 3,709 7 706 19971

IMfA M 5 635 05-14-2004 01/05/3001 80,000 81 .097 7a,_55 1 878

DIM BANCORP INC NEV LITIGATION 7RACKINLVI E%P O7/OS/1001 15,100 ],357 E C3 : 12 .6651

UNOCAL CORP COM 01/05/2001 3 500 91 197 57 055 37,12

FNMA M 5 635 05-11- .004 01/09/3001 95,000 96,766 14 120 2,245 lTMA M 5 635 05-11- :004 01/08/2001 305 000 300 848 702 11C 6 613

COJR57EA INC CM 01/08/3001 400 17 994 77,09 15 091)

A7MA !R 5 635 05-11- .001 01/08/3001 305,000 307 659 107 10+_ 1,557

&1C SOMME INC C011 S7A 01/09/1001 2 500 57,75° 114,4C0 (56 661)

TAtIBMAN RU INC PFD SEE A 8 30 01/09/2001 600 10 68, 17 W f7,^901

DEVELOPERS DI VERSIFIED PITY COMP CM 01/09/2001 100 5,776 7,412 13 0761

DELTA AIR LINES INC CM 01/09/300L 10 000 186,887 bal Ors 1300 ]191 IIl7L BUSINESS HADES COYV COM 01/09/3001 1 000 91 014 90 X51 BB<

BLOCK N L R INC Ca 01/09/3001 15 000 568,519 665 6.3 (97 101 AVAC!¢ CORP C01 01/09/1001 1,000 10. 319 74 716 57 87<

TRIBUNE CO COM 01/09/3001 15,000 637,079 5,IU 900 83,779

LOUIS OPfYfVS HAT GAS CORP CON 01/09/2001 5 000 304 906 177,1^_] 71 193

FAST WI KODAK CO Cq7 01/09/3001 3.500 105 421 1E2 270 356,8041

COOR57EN INC COM 01/10/3001 700 9,117 10,835 (1,597)

LUCENT TECHNOLOGIES INC Ca 57N 01/10/1007 3,500 43 674 56 137 113 4611

flYN M 5 635 05-14-2004 07/30/3001 165 000 166,579 16],77'. 7,107

US TRFAS BUS 7 5 WE 11-15-3016 RED 01/10/7U01 130,000 145 181 177 079 8 112

DISC AUTO PMTS INC Ca 01/10/3001 100 3 .78 5 907 17,1331

DEVELOPERS DIVERSIFIES RL77 CORP Ca 01/30/3001 700 9,109 1 . ^7 ; (7 567)

ft71A N7 5 615 05-14-?004 01/10/2001 265 000 167 54f 762 546 5 000

CEt77E0.Po117T PPtYS 7P CW 01/70/1001 600 39 765 .0 1±0 7 615

YORLDCOM INC/YORLDCO 01/10/2001 3 500 52 18E 79 375 13 011

MOTOPOIA INC Call 01/11/3001 1,500 55 170 56 F11 11 4?71 FNMA In 5 635 05-11-1001 01/71/i001 305,000 307 097 30' 776 1 911

PEORWT f T WIRELESS GROUP N/C 70 ATLT WIRELESS SVGS 5[C 4000578 EFF 7/9/0 01/13/2001 5 000 ]34 021 91 300 ]Z 731

NIAGARA MOHA1i1( ELMS INC CM 01/11/3001 7 500 124 70 ; 04 a63 79 719

Pe9G 7

OCEAN ENERGY INC DELAWARE 01/11/3001 3,100 77 919 15 679 8 2e1 OCEAN ENERGY INC DELAWARE 01/11/3001 500 8 130 6 107 2 116 CODRSTEN INC Ca 01/1E/3001 100 7 113 3 617 (1901 DISC AUTO PMTS 717C COl1 01/16/3001 5,700 ]5 .560 770 617 175 06) COOP57EN INC COI 01/16/3001 300 9 699 70 979 (1 1<0) MEAN ENERGY INC DEUYAAf 01/16/1001 7 600 so 19, is 510 IS 286 US 7PEA5 BUS 6 775 DUE 06-15-3021 REG 01/16/3001 195,000 212, 580 200 777 11 844 G79FN 7PTY TR SH BEV INT 07/17/3001 1 300 175,615 121 955 7 630 PViPL ROYAL NGN 1N HT 1HA 0 DVC10-01-3010 BED X1/17/2001 175 000 17,019 174 967 (93e1 DNEIAPE115 DIVERSIFIED RLTY CORP CON 01/17/Z001 700 1,667 7 706 I1 04]1 MEAN ENERGY INC DELAWARE 01/17/3001 1,100 17,760 73 787 i 977 CEF7EPPOIM P77T5 70. COM 01/17/3001 3,100 98 .593 X8,717 19 B45 DISC AUTO PARTS INC CON 01/17/3001 3 100 11,607 30 179 115 8761 US TRFAS MS MD 08/15/1999 - N75 6 DOE 08-75-100 0.[G 01/77/3001 780 000 393 706 770 961 13 795 ARIA M 5 635 05-11-2007 01/17/2001 100,000 100,577 99 077 7 500 OCEAN ENERGY INC DELA .URC O1/l8/3001 1 700 TS 860 is 687 i IvJ

STANFORD MICRODEVlCES II'C 01/10/7001 7,681 IS 679 S,Ub9 10 610 STANFORD XICPODEVICES INC 01/16/3001 1,464 13 438 1 707 38 031 US IT FA5 MS 070 08/35/1999 - NTS 6 DUE 06-15-3001 REG 01/18/3001 235 .000 337 174 :37 785 B 789 DEVELOPERS DIVERSIFIED RL7Y CORP CON 01/18/3001 100 1 719 1 857 15341 BMC SOFTVIIRE INC CM 57A 01/19/3001 3 500 79,96E 75 315 44 747 CEC lHTS! INC CON 01/19/3001 500 16, 470 11 510 6 901

fTTN NT 5 15 01-15-300e 07/19/3001 10.000 171 887 137 767 11,130 Q10 CA SUISSE 1ST BSTN W, SECS CORP COl9. MTG PA557HRU CTF 1998-C3 CL A-1 O1/19/300L 3,6]7 7,677 , 593 al RMA PRLASSIGN 00079 6 75 08-15-4007 01/0.̂/0001 350,000 255,80 15 . 817 7,05 CEC ElI7'!fT INC COM 01/23/3001 100 7.706 . '.i7 1 164 US TNFAS IRS WD 08/75/1~aa - N75 6 WC 00-15-1001 0.EG 01/33/3001 1 670 000 3 761,155 1 663 951 90 107 US TPE75 BDS 7 5 DUE 11-15-3016 IIEG 07/17/3001 305 .000 711 701 274 108 70,191 CEC E17M7 INC CQ7 01/17/3001 300 7,15 . 4 785 2 967 AtR¢7 INC CM 01/27/3001 3 .500 65 715 81 05E 115 7111

CEC EIl7N7 INC C OM 01/37/2001 800 79,931 18 906 11 115 CEC EN7M INC Ca 01/17/3001 800 19 911 19 098 10 877

HALL KiNI01! a ASSOCS INC C0.4 01/31/3007 ]00 6,067 t 519 7 SH

UNITES DOMINION REAL ESTATE CQ1 01/11/3001 I 500 37 l°7 ]] eyl (6,`1981

DELTA AIR LINES INC CON 01/24R001 5 000 325,56° 2<0 113 111 5771

SEM7M ENERGY INC COM 57h 01R4/3001 1 500 48 991 51 717 13 1181 MACERICN CO 01/24R001 1,300 298, 463 314 210 I25 1,21I TAI10MAt1 C7R5 INC PFD ."CEP A 0 ]0 O1/$5/$001 1 !DO 71,190 tl 032 {6 877) E N BANCOPP INC CON 01/35/2001 100 3 391 X91 1 400 010 OLJ PITS 1GCEP CORP H7G V.l'.57XRU R! 91-OB CL 17 A1 AP] DUE OS-ZS-$01t RE O7/$5/$001 3 .'190 $ 390 $ 377 It

RIM NT $ 2S 01-15-7009 03/35/2001 100,000 95 763 B8 1:7 6 990 fTMA N7 5 25 01-354009 01/25/1001 110,000 173 372 123 690 10 6e3

FIAtA M 5 35 01-15-200" 01/35/3001 310 000 331 591 317 211 15 7E6 TIOENA7ER INC COY 01/75/3001 600 37 976 15 565 13 010 E V BAtI<OPP INC Ctt1 01/36/3001 100 3 705 991 7 791 C x pANCOPP INC CM 01/76/2001 100 1 308 90~ 7 794

ALBEPTSON 5 INC CRf 01/39/2001 3,500 68 048 108 64- (40,6031 OOM+ELLET P R 4 SONS CO C0."I 01/39/3001 3 500 66 510 11 125 11 9151 HALL AINION a ASSCCS INC CON 07/39/3001 500 10,770 7 571 2 979 RYA 17T 5 615 05-14- .004 01/79/3001 85,000 85 561 65 571 171 SAI(5 INC CW 01/30/3001 7 500 32 545 61 221 138 631 AMA !n 5 635 05-14-1001 01A0/2001 140,000 141 313 110,911 793

HALL KSNION G ASSOCS INC CM 07/70/3001 E00 16 611 13 050 1 F'1 US TPFAS BDS 6 375 DUE 09-15-1017 REL 01/71/7001 110,000 110 800 117 :3h 1 673

HALL PINION 4 ISSOCS INC CQ4 01/71/3001 500 10 125 1 ST 2,597 11VORNdDO PLTY TR PFD CON SEP A $7 35 01/31/3001 1,100 71 328 65 0Z8 6 700 0ltiiLOPEPS DIVERSIFIED PLT7 CORP CON 01/71/3001 900 12 317 14 .00 IJ 8871 HALL I(iNION a !550.5 ltlC Cd1 01/71/3001 ]00 6 177 7 519 1 65~ E Y BANCOPP INC COf 02/01/3001 700 16 720 6 556 9,167 STAPLES INC COM 01/01/3001 7 500 42,915 31 500 5 H45 DEVELOPERS DIVERSIFIED PLTY COMP CCM 01/01/3001 900 13,17] 11 956 13 6831 LIRI3EWffNS If UT OS CO 9 15 DUE 07-034016 REG 02/07/2001 330,000 2E1,427 782 755 I101 328) IffNIE INC Ca 01/01/3001 7,600 59 104 BB 500 139 7761 t/VORIiACO RLTY TP PF3 COIN SE0. A 53 35 07/01/3001 600 30,719 70 076 687 HALL I(1NION 4 ASSOCS INC CM 03/01/3001 100 3 018 1 506 543 HALL KIllION f ASSOCS IIZC CM 01/01/3001 500 10,111 7,560 3,576 ANN INC COH 03/03/3001 X00 11 .10 16 (5 0551 C a 9MCORP INC CON 0E/07/3001 400 9 551 1 009 5 513 FHIIA M 5 25 01-15-?OOO 03/03/3001 305,000 198 751 170 593 75,761 70Y5 P US INC 03/03/3001 1 500 65 798 67 750 3 748 PITNEY EWES IFC Ca 02/02/7001 7 .500 96 747 70 571 16 216

DEVELOPERS DIVERSIFIED RL7Y CORP Ca 03/03/3001 900 73 376 !I 177 (1 861)

VOHNADO RL7Y TP CPf 03/03/3001 300 7 335 6 960 779 IYV00.NAp0 RLTY 7R PFD COlll SCR A S3 15 07/02/3001 600 71 107 70 076 1 067 I,GNE INC COf 01/03/3001 400 6 577 9 511 13 5771 E Y BANC00.V INC Ca 03/02/7001 000 19 041 0 010 71 001 DUNE INC Cb1 02/05/3001 1 900 73 .097 78 6-6 I5 601 I(GWE INC Ca 03/05/3001 !00 11 353 10 467 I4 1111

USX - MARATHON GROUP C(A111EW 03/05/3007 3 500 70,098 lB,P57 37 315 DNEIqPE0.5 DIVERSIFIED PL7T CORP Cd U7/OS/3001 3 000 37,)79 _'B ~1 . Il 150/ IU.WE 78C Ca 03/05/3001 1 900 33 092 13 144 19 0511

Page D

IML MULTIFOODS CORP CM 03/05/2001 1 300 33,505 75 016 171 .5111 7N7L MULTIFOODS CORP CM " 03/05/1001 1 100 30,799 35,6 :9 19,370 IML MULTIFOODS CORP CM D3/OS/3001 700 13 981 1B B55 IS B7]1 7ACOB5 dGR GROUP INC Cd1 03/05/3001 100 E0,737 71,516 5,707 IML INLTiF0003 CORP CON 03/05/3001 900 16,]73 31, :x : X7,9691 ROM PROPS N Y INC CO, 03/06/3001 800 31 955 31 337 638 .1A[095 F1lGR GROUP INC CON 03/06/3001 1,700 86 013 61 .604 ,1,759 CEC CNMI INC Ca 01/06/1001 100 7,815 7 387 1,441 I,VAL011BAT 0417Y5 RE1T 07/06/7001 1 300 56,059 48,173 8 726 .7ACOB5 MGR GROUP INC C d1 03/06/1003 100 5,034 3 633 1,03 HUM PROPS N T INC CON 02/06/3001 1,500 11 159 41 575 17761 VEPIION COlOflR7fUTIONS CON 01/06/3001 2 500 1]I 090 77 23- 6: 051 IN7'L MI1LTiF0pD5 CORP CM 03/06/3001 300 7,690 5 387 11,688 1IRL MULTIFOODS CORP Cq1 03/06/3001 3.600 17,911 10 S00 133 4961 0^lElApE0.4 DIVERSIFIED PLTY CORP CON OT/06/1001 5 000 67,98 67 155 493 Avt1E7 INC CM 03/06/3001 3 500 66 837 71 e37 IB 011 LLOYDS DAM PLC EUROCLGp SfP 1 FL7G R7 PERP M CALL ST-15-97 07/07/7001 100,000 82 635 91 100 18,9751 CEC CI71M INC COM 03/07/2001 300 7,598 4 763 3 036 11VON7AD0 RLTY TR PFD COW SER A $7 15 03/07/7001 7,300 66 .870 64,378 3,93 IRTL MUL7IF00D5 COPP CON 03/07/ZO% 100 1,85! : 747 (BB91 .]ACOGS G7GR GROUP INC CON 01/07/E001 1,300 60 836 70,798 20,728 CEC CNi1R INC Ca 01/07/1001 700 11 383 7 14 3 4 339 N7IRATLOR STORES COPP CM 01/00/3001 400 10 601 d 765 7 916 E W 6A11COPP INC CON 02/08/2001 500 17,666 5 015 7 651 WD NAT FOODS INC COM 01/00/1001 000 10 950 1 :,101 I1 1531 FNHA PPFASSIGI! 00053 6 35 02-014011 03/00/1001 700 000 701 .035 99 607 1 341 SUl411T PMT INC CON 07/00/1001 1 700 71,131 70 510 607 DID NAT FOODS INC Cdr 02/00/3007 600 8 265 5 074 I814l CEMCRPOIM PVT75 TP C(kf 02/00/3001 1 300 55,39: 46 812 8 320 117U M7 FOODS INC CON 03/08/2001 1 100 19,335 21 $75 11 :501 XREORL FRANCHISE FIN COPP CASH !¢RGER EFF 0/d/Dl 03/00/3001 1,]00 39 031 35 900 191 IVWL hINION 4 ASSOCS INC COM 01/00/$0% 200 7 Bli 7 Oio 766 E N BAI7COPP INC Ca 03/00/3001 300 $.11 .010 3 161 E N 300CORP INC CCN 03/08/1001 100 3 564 1,405 1,559 E W 6NICOPP INC COM 03/08/3001 100 3 $38 1 005 1 533 W-N ENERGY SVGS INC COII 01/08/1001 1,500 51 198 41 .50 11,2<0 AtMTAYLOR STORES CORP CON 0210812001 500 13 352 11 105 2 246 N7IIIAYLOR STORES CORD COM OI/OB/001 500 13,264 10 951 2,700 ARCHER- OANIELS-MIDLAND CO CON 01/00/3001 5 000 79 447 43 3 :5 36 122 CEC E1i771T INC CM 07/00/3001 700 11,383 7 143 1 279 UNISYS CORP Ca 03/00/3001 3 500 11 .131 65 466 131 0421 ANMAYLOR 5700.E5 COPP CON 02/00/1001 3 .100 55 600 19 379 6 360 NMIAYIAP STORES COPP COM 03/09/3001 600 16,181 13 841 2 778 F'MN PeFAS51GN 0007< 6 75 OA-15-1002 02/09/2001 195 000 199,045 157 197 2,651 SUlMIS Any INC COM 03/09/1001 6,000 111 .575 112 241 17051 XPEORG FRANCHISE III' CON, CASH HERDER EFF B/3/Ol 0:/09/i001 3 300 50 1]3 SA 711 13811 CEC E1f7717 INC COM 03/09/3001 100 7 191 2 381 1 117 US THIS BDS 6 775 DUE OP-15-3017 REG 03/09/1001 125 000 138,67? 128 670 9 994 HGH MIRAGE FORMERLY Ma GPN D INC TO 00/07/3000 50. !7 8 5 DUE 09-15-070 07/09/3001 110 000 113 251 109 744 3 906

HALL AINION r ASSOCS INC COM 03/09/3001 300 7,677 7 04, SBi CEC EIIMI INC CQf 02/12/3001 100 3,1a1 : 721 1 413 DIM B.WCORP INC NfY COM 03/13/3001 600 17,959 71 924 6 077 1REORG FRANCHISE FIN CORE CAH Ig0.GER CFF 8/3/01 00/13/3001 1 100 17 995 79 426 (U1) CEC ENMI INC CM 03/12R001 300 7,761 J 16 : 2 559 FTMA M 5 625 05-11-2001 07/13/3001 7,194 000 1 303 094 1 19~ 555 5 099 D712 BANCOPP IOC HEM CON 02/71/3001 100 7 005 7 987 7 017 CEC ENMI' INC CM 03/13/3001 700 06 .907 14 L6, 10 210 AMRAYLOP STORES COPE CON 07/12/2001 1 700 11,01 76 7p 5 750 E w W7C00.V INC CM 03/13/3001 100 2 495 1 000 1 195 DIM BANCOPP INC NEW CON 03/13/3001 600 77,958 71 127 6 071 DIM BAHCORP INC NEW CON 02/12/3001 600 18,0<7 11 5.1 6 113 fTMA 7BA POOL 09999995 5 5 DUE 07-01-1015 PEG 03/13/3001 7,150 000 1,131 661 1 124 071 11801 CEC EIRMI INC CON 03/13/E001 800 31 .68 ,0 110 10 630 FTOfA In 5 615 OS-14-2001 0?/73/2001 710 000 773 816 312 083 767 HOff TROTS P T INC CON 03/17/3001 600 76,21o 16 82^ 16101 OGIRT TECHNOLOGIES INC CM 02/17/2001 3 .716 10 174 7 590 73 594 tlTf~ M 5 25 01-75-200~ 03/17/3001 330 000 313 .03 791 515 17 BBB R+N7AYLOP STORES CORP CON 03/17/7U01 100 10 736 10 97] 11961 Y7EORG PPANCXSSE FIN COPP CASH lffRGCP LFF B/3/Ol 07/U/3001 700 16,067 IS 600 707 ON PAC LTD IRY CON STA 03/17/3001 2 500 93 777 11 095 51 632 GtLCAD SCI INC COf 07/17/3001 5 000 758,310 273 013 B4 405 IPLORG NW SMCNOCTP COPC STN MPLP MAXIM INTEGRATED PROD INC 3513]]1 t/11/Ol 01/17/3001 5,000 706 190 55 SBB 130 610 Oiler 9NlCOPP INC NEV COM 01/13/2001 1 700 51,950 73 786 18 165 HUM PROPS t! T INC CM 03/11/3001 4 300 777 .576 717 852 I5 2761 ANIRAYLOR STORES CO]P Cpl 03/11/3001 $00 5 769 7 Oo= (1 717 PEPSI BOTTLING GROUP INC CON SIR 07/1IR001 3 500 701,622 Q '. e9 59 777 tTMA M 5 35 01-35-1000 03/1/3001 175,000 216 117 .10 061 6 076 IfVORIIADO RLTY TA PFD C0.h 5!R A S] 15 DI/1V3001 700 ]5,678 ]J 34- 1 736 MMAYIt7P STORES CORP CON 03/1/3001 400 ]0 78U 7] :09 ( : 4:B) E Y 91dlCOAP INC CON 0./75/2001 500 13 494 5 01~ 7 417 I ML MULTIFOODS CORP CON 03A5/3001 400 7 636 11 0~6 (7 460)

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IML MULTIFOODS CORP CM 02/15/3001 1 700 33,452 44 657 113, :061

VOWUDD PL7Y 7R Ca 07/15/3001 5,000 179,69 119 56 . 115

C Y W7COPP INC CM 03/15/3001 100 3,495 7 000 1 190

W PAC CORP CON-GEORGIA FAC GROUP 03/15/3001 3 500 76 797 66 117 10 685

DEC E1171(7 INC COl1 02/15/1001 300 7,036 5 16 : 1 .66d

0 CNARLEYS 117C 07/15/1001 100 7 016 4 747 7 750

If- 09:.A.'t> PL-'^ PAD C7 P' SE' T $7 E5 03/16/3001 3 .700 116,587 130 964 7 611

IAND~PiG F117L GROUP ItiC COM 03/16/3001 5,000 185 594 100 000 5 591

COLONIAL PROD 7R SH BEN llrt 01/16/1001 7,700 33 331 70 082 3 719

Of0 ON SUISSE I5T E5T11 MTL SECS CORD COIL I(IG V1lS5THPU OFF 1990-C1 CL A-1 01/16/3003 3 .386 1 386 . :5l 75

IN71 MULTIFOODS CORY CON 03/16/3001 300 7,B]8 1,56 : 17111

IML MULTIFOODS CORP COM 03/16/3001 700 17 137 15 680 11 381

IPEORL/GVLf CM PES CASH MERGER EFF 7/16/01 02/16/3001 5 000 19 711 27 971 1 371

r5 CORP COI 57R 03/16/3001 2 .50 15,610 91 385 6 .375

iHTL MOL7IFO005 CORP COM 03/20/7001 500 9 737 11 078 I1 3101

MDT DEPT STORES INC EEL C p4 03/30/3001 1,000 15,968 30 613 IS 756

IRE00.G/GULL CDA RES C.SN MERGER EFF 7/16/01 01/30/3001 10,000 60 171 55 517 x,337

COLONSAL PROD 70. 5H BEN INT 03/10/1001 1 000 16,939 25 707 1,675

01/30/1007 100 ],9]J 7,150 70] CEC E17Tlt INC CON

CBL I ASSOC PPTYS INC Ca 43/30/3001 600 16 316 14 709 1 600

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L~EIUffNS M17 CAS CO 9 15 WE 07-01-3026 PEG 07/30/3001 90,000 18 175 107 L50 118,0751

DINE BNiCOPP INC NEW CM 03/30/1001 100 72 043 7,950 1,092

KELLWOOD CO CON 03/31/7001 700 7,p60 5 .68 1 793

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KELLWOOD W CUM 02/318001 100 1 707 7 78C 7 718

i7.TN P0FJ351GN 00031 6 75 08-15-1003 03/31/3001 05,000 115 170 43r 891 5 377

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IRiL MULTIFOODS CORP COM 03/21/2001 100 1 963 _ ?06 1301

lTpy, 6 775 DUE 06-15-3005 REG 07/31/1001 30,000 347 134 336,756 30 678

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117GMM MICRO INC CL A 02/12/3001 600 0,366 8 777 1177

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1NGWJ7 NICPO INC CL A 02R2R001 900 77 799 13 1^1 13931

DEVELOPERS DIVERSIFIED PL7Y CORP Ca 01/E3/7001 3 500 46,717 U 755 7 ]33

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E0T1 OFFICE PP7Y5 7R PEIT 02/37/3001 0,700 315 147 245 6 .7 I5461

RS CORD Ca 0187/3001 700 35 536 71 424 Io,8901

KELL.000 CO CR1 02/33/3001 1 600 97,030 76 513 18 107

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KELLw00D CO Ca 03/37/3001 100 3 055 1 156 299

KELLWOOD CO COf 0?/37/3001 3,100 50 619 41 072 3,787

INGPl11 MICRO INC CL A 02/17/701 100 5,532 5 170 I781

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IlrtL MIL71FOODS CORP CM 03/36/3001 700 5,653 1 036 1 637

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IN07 CORP NEW COM 01/16/2001 800 15,951 11 777 1 380

RS CORP Ca 02/168001 600 23 080 29 511 148771

C!L t ASSOC VVTYS INC CCM 03/16/3001 7 500 40,416 76 772 3 617

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DEVfLOPEPS DIVERSiFiED PLT7 CORP CM 03/37/3001 1 100 11 686 17 :95 1 791

INL0N1 MICRO INC CL A 03/37/2001 1 900 26 668 77 117 0191

v[LLS FARGO a CO NEW 7 ,5 DUE 08-34-3005BE0 07/27/,001 135 000 143,l65 111 419 1 146

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RCC1I50l7,\SSOCS RLTY CORP CL B 01/37/3001 9,703 377,757 375 324 113 9671

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OPNL7 7CC7070LOGiES INC OM 03/7/3001 3 716 47,313 7 580 79 673

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VA LINUX 5Y5 INC CON 03/37/$001 77 .519 117,611 155,55 IB1,5J41

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DEVELOPERS UIVE0.5IfIEG 0.LTT CORP COf 03/78/3001 1 .900 78,966 75,759 7 607

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Pv7pL LUIqEP!¢N5 NUT 05 CO 8 1! DUE 10-01-1097 RED 02/38/3001 160 000 117,518 115 OU6 X57 498I

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VA LItM( SYS INC CM 03/78/3001 13 171 56 118 1O5,,80 144 6631

SAPL4A7 INC M 7 5 W. 05-15-3009 BED 07/01/3001 305 000 319 187 .1o �70 11871

SNLIW7 MICRO INC CL A 07/01/7007 100 3,527 7 $66 (1 779)

IHOP CORP WE. COM 07/01/3001 400 0,176 5 ~B, 3 709

.IACOBS I1:GR GROUP INC Cf/l 0]/01/3001 500 17 969 16 757 11 173

DISARM MICRO INC CL a 07/01/1007 700 7 705 1 190 13 091

Pipe 10

COCA COU ENTERPRISES INC COM 07/01/1001 1,500 58, 323 43 470 14 913 VA LIMI% SYS INC CUM 07/01/1001 11,000 51 .310 118,749 167 $011 US TRL75 6 115 BD WE 11-15-1017 CV OVER1 BILLION SEE SEC 7-982267 03/01/7001 410 000 417,669 475 a88 11 680 STMFOPD MICROOEVICES INC 03/03/3001 634 15 176 7 908 13 270 CHGO SPUD I 10.00 CO IN CON STR 0]/03/3001 400 9 071 7,200 1,0]1 UN PA[ 0.E5 GPd1P INC 7 5 EVE 10-15-7016 RCG 07/03/3003 130 000 135,761 1,1 871 918 RMA N! 5 75 07-15-3009 07/07/3007 e5.0008 87 075 75 21 : 7 87,V INLRAM MICRO INC CL A 07/02/1001 800 9.751 13 X11 13 9601 IHOP CORP NEW CM 03/02/3001 600 13 361 B 681 3 581 IDEY CORP Ca 07/03/3001 400 11,016 0 124 7 893

DELPHI FIND GROUP INC CL A 0]/03/30U1 009 $7 861 77 09 . 9 969 CNfA BRDL i IRON CO IN CON 57K 07/03/3001 300 1,67 3 600 861

US T0FAS BDS 6 375 DUE 00-15-1037 pLG 07/02/3001 85,000 91 170 01 752 6,710 JACOBS ENGR GROUP INC CM 07/03/3001 100 5,677 7 373 .700 COLONIAL PROD 70. IN BE l INTO O7/OI/IU01 1,100 19 106 :B 600 1 105

.1AC065 CNGR GROUP INC COM 07/03/3001 3,000 177 .075 66 420 0 155

DIVE PROPS INC CL A CM 07/03/2001 600 18 016 18 036 1707 NPLORG FRANCHISE Fib COPP CASH MERGER EFF B/3/O1 07/03/3001 !DO 1,964 18 ion I5J51

FIRE PROPS INC CL A CON 07/05/3001 900 31 034 :1 042 IBS

IPEORG 1'IW7CHISE It?; COPP CASH MERGER CF!' B/1/O1 0]/05/1001 600 17 .715 1i 011 1729) INOP COPY NEW Ca 03/05/2001 800 16 790 11 574 1 016

ID" CORP Ca 07/05/7001 100 3,977 , 031 970

.1A[OBS ENGA GROUP INC CON 07/05/2001 1 000 57 403 71,570 .. 807 NEW ENG BUSINESS SV< INC CCM 0]/05/1001 1,100 36,531 JB 066 171 .5151

Ixov cone NEW COW 03/05/2001 700 14 341 10,127 4 214

FNMA 6 635 DUE 71-15-,010 REG 07/05/3401 105,000 711 .790 113 972 15831 IHOC CORP NEW CON 07/06/3001 300 1 311 . 997 1 730

tTON 6 615 DUE 11-15-2010 PEG 07/06/2001 190 000 791 151 190 577 615 Y0.CO0.G FRANCHISE FIN CORP CASH MERGER EFF B/3/01 0]/06/3001 600 1] 18< 11,]60 11 0771

NA HIM 1FC Ca 03/06/3001 2 500 170 571 77 617 56 950

CORDING INC CW 03/06/3001 3 .500 79,541 91 9A6 13 <791 ]DECK CORP CON 07/06/3001 600 17 856 13 186 5 610

AT a T CORP Cd1 STN 07/06/3001 7 500 59 027 5a 706 5 117

US TRFAS VMS DTU 08/15/1499 - VMS 6 DUE 00-15400 REG 03/06/3001 7,000,000 3 130 938 3 403 555 137 307 ]MERPOOL INC Ca 03/06/3001 500 B .BII 6 313 3 X99

JACO05 ENGR GROUP INC COM 0]/06/3001 700 17 701 10 5:, 5

BR[ PROPS INC CL A COM 07/07/1001 900 E7 135 76 869 261

NEW G1G BUSINESS SVC INC Ca 07/07/3001 500 9,695 15,776 IS 6111

CNGO SNUG a 70.0N CO NV Ca STK 03/07/1001 1,500 31 796 27 000 5 796 IML MULTIFOODS CORE CCM 03/07/3001 1,700 25 .032 IB 107 6 339

NEW LNG BUSINESS SVC IPC COM 03/OVI001 300 7 BBB 5,86 : I1 9771 FNMA 6 615 DUE 11-154010 A=L 03/07/3001 360 000 170 667 170 677 79

HEWLETT-PACKARD W CM OJ/7/3001 1,500 81,422 e2,066 16131

TALE CORP t'GN COM 5T1( 03/07/3001 3,600 78 608 97 710 He 7721 TIDEWATER INC COI 03/070.001 1,300 62,798 71 971 70,26 ]17E% CORP CM 03/07/3001 100 3 971 1 071 917

TRW INC TRW 111C DEB 6 75 DUE 05-15-2006 BED 07/07/3001 105,000 110 083 105 915 4 167 IMCRPoOL INC CW 07/07/3001 1,000 17,718 1' 627 5 125

JACOBS FJ1Gp GROUP INC CCM 07/07/3001 EBB 45 680 ?9,95 16 ?O7

CNGO BRIG t IRON CO IN COn 5Th 07/08/1001 100 9 lBl 1 :17 1 15,

CHLO BP DG t IRON CO IN COH 57X 07/00/3001 300 t 597 7,606 905

ORLORL FRANCHISE Fltl CORP CASH MERGER EFF B/2/Ol 07/08/3001 500 11,107 11,895 17131

YA3ff PClTS INC "IT 07/08/3001 1 000 29 199 39 300 8^9

RIl0ER1T-CLAPA CORP Cel 07/09/3001 3 500 178,544 175 165 t2 879

COPE LAB NV PLGO 03 07/09/2001 1 500 58,077 48 300 10 577

IMC0.PWL INC CUM! 03/09/2001 1,100 19,35 17 8116 5 510

]OE% CORP C01 07/09/3001 100 2 90 . 2 071 957

FEM CEPS STORES INC DfL <Q4 07/090.001 1,500 71,788 54 311 77 541 EALC CORP NEW CUM STS 07/11/3001 1,900 59 610 a5 110 16 1111

MR CHGO BRDG a iP00 CO IN 07/11/".001 700 0 011 5 76] 2,660

VS TpFAS IRS 6 135 DOE 08-15-3007 p[4 07/13/1001 105,000 433 719 01,009 1 710

iDIX COPP Ca 07/73/7001 500 14 845 10 .55 4,690

MA CNGO DRUG 4 TROP CO IN 07/13/2001 100 3.655 " ,806 879

MR CXGO BPDL 4 IRON CO IN 07/13/30% 500 13, 370 B 476 7 IN

IMOP CORP NEW CAM 03/13/3001 100 3 094 1 317 647

+"7 . COIIP NEW CW ST), 03/13/3001 700 31,00 12 169 17611

IINACARE CORP COI 07/17/2001 1 800 69 .669 X5, :00 24 16`V fir [ CORP NEW CM S7h 03/17/3001 1 500 16,83 39 6`V1 7 111 1trvACApE CORP CM 07/00.007 600 23 183 15 016 8,167

WWA% ALTO OYNfR 70. SER 1999-1 6 76 DUE08-15-3007 BED 03/13/3001 770 000 771 776 769,901 4 355

US 7RPA5 VMS MD 011/15/1e99 . VMS 6 DUE 08-15-2001 PEG 07/13/1001 110,00 145 841 13a 699 6,11

US TPE15 MS 6 135 WE 09-15-1007 pEG 03/14/1001 160,000 171 211 170 215 969 TORO IMP CO OEL GLOBAL W7@NPK SECS-GIABLS 7 6 EVE 01-164071 BED 07/11/1001 370 000 335 .116 210 00] 15 ~U

TECH MIA CORP CON 07/74/3001 700 0 721 9 110 611

BRIT TELECOMMUNICATIONS PLC M 8 775 WE 17-15-1010 BED 07/11/2001 110 000 118,576 .05 658 B 919

YELLS FAR= & CO NEW 7 25 WE 08-E4-30050E0 07/71/3001 135,000 113 324 171 .7^ 1 805 TECH MIA CORP Ca 03/14/3001 100 1 917 .707 213

BASTE 14OR 111C OEL CM ST), 07/11/3001 1.500 64 080 16 153 U2 0771

SF71PM ENERGY INC CM SIR 07/11/2001 1 .500 56,037 44 OJ : 1 . 791

IR[CPG ATIT CD LI9TT MEDIA CL A MAIN) IXCN LIBTT MEDIA CP 3717:8 E!! 0/10 OJ/1V7001 3,500 71 434 71,010 1] 506

8011. M 5 615 05-11-3001 07/11/3001 615 .000 656 771 679 77~ 6,997

v.ve 11

INNER 6 675 DUE 11-15-2010 PEG 07/14/7001 240.000 255 e93 255 576 1171 ALLSTATE CORP CM 03/15/2001 3 300 179 .78: 79 '10 85,73 TECH DATA CORP CUM 03/75/3007 300 5,977 5 101 530 TECH DATA CORP CM 07/15/3001 1 .700 19,05] 11 772 ; 007 I1VA 6 775 OUT 06-15-2009 PEG 02/76/2001 970 000 968,E30 077 736 96 193 MR CHGO BRW L IRON W IN 03/16/3001 700 7 583 5 118 2 161 US TPL15 MS 6 125 DUE 08-15-1007 MG 07/16/3001 635,000 687 096 675 779 7,777 SALq10N SMITH BARNEY XLOG5 INC 7 3 DUE 01-01-7001 RCG 03/16/3001 135 000 170,015 1.5 968 1 051 IHOP CORP NEW CM 03/16/3001 500 9 993 1 174 3,758 2ALE CORP NEW COlI STF 07/16/3001 700 19 937 11 145 1,98 : AVALONBAT 04ISY5 ALIT 07/16/3001 400 79,119 IS 950 3 110 2N2 CORP NEW CON STK 03/16/3001 600 17,080 15 783 7,698 FIRE PROPS INC CL A CM 07/16/3001 600 77 967 17 578 705 TECH DATA CORP CON 07/19/3001 300 5,803 5 5a5 (1911 a0 CR 511155E l57 B;7ti MG SECS CORP COWL MG PASSTHRU QF 1998-C1 CL A-1 07/19/1401 3 835 ],035 7 766 59 2ALE CORP NEW CON Silt 07/19/3001 800 33,771 15 770 7 031 2ALE CORP NEW CON 57h 07/19/2001 700 19 634 11 557 7 981 FORD !RR CO DEL GLOBAL LVJMIARA SECS-GIABLS 7 IS DUE 07-16-]071 0E0 0)/19/3001 110 000 178,797 127 B:B 10,969 BRE PROPS INC CL A CON 03/19/1001 800 33 773 .?,5]1 1 209 TECH MIA CORP CON 07/708001 100 7,007 2 958 7 TECH DATA CORP CON 03/30/1001 500 14 991 IS 185 (leS) US TNLIS BUS 7 5 DUE 11-15-1016 REG 07/10/3001 315 000 363,115 7~5 526 17 506 MR CHGO BRW t IRON CO IN 03/30/3001 200 4 967 7 613 1, 351 MP PE7POLE0 BRAS ILEIPO SA FE7ROBPIS SPONSORED MA 0)808001 1,500 65,17] 60 OGO 5 123 PUMA NT 5 625 05-11-2001 03/30/3001 150 000 153,783 751 002 1,775 US 76PA5 6 125 BD WE 11-15-2027 N OJER1 BILLION SE[ SEC 3-982267 07/20/2001 335,000 35,399 235 26? 6 178 CHELSEA VVIT GROUP INC CON 07/30/1007 1 .00 59,118 41 45 . 77,696 LSI LOGIC CORP Ca 07/20/1001 1,500 46,227 50 144 14 020) IREORG ML SMCNOC7R CORP STA HPGR MAIM INTEGRATED PROD INC 258371 1/11/01 03/3l/3001 5,000 111 068 55 see BS IBl MP CHGO BP DG L IRON CO IN 07/0V2003 :00 4,7B9 3 6I°_ 1 171 TECH DATA CORP COM 03/21/2001 100 3,927 7 016 X1691 MR CHGO BRING 4 IRON CO 1' 07/31/3001 300 7,183 5 119 3 765 1¢TLiFE INC CON 07/71/1001 5 000 138,195 7 . E66 E5,730 M0LE% [NC CL A 03/S1/7001 5 000 135 390 187,738 X57 4401 SAKS INC CUM 03/11/7001 1 500 33 740 60 115 131 1261 RIM 6 375 DOE 06-15-2001 PEG 07/31/2001 170 000 137 115 127 1a3 14 35 . FIRST DATA CORP CON 07/:1/2001 l0 000 561 637 428, 100 133 571 GI U7 SATELLITE Ilf7NOPA5 LTD ORS SH C(P1 07818001 i SIB 56,677 3,4 711 Ill9 1161 UNITED PARCEL SVC INC CL B 03/33/3001 13 .000 665 143 72r 577 167 1311 GILAT SATELLITE NETWORKS LTD OPO SH CO1 03/33/3001 6,010 77,171 776 7]5 1367 951

TECH DATA CORP CM 07/33/3001 100 3 658 7,056 (478) /FOR ]C7ROLE0 BRASILCIPO SA PETP00M5 SPONSORED ADP 03/2I/d001 1,500 58,9 .9 Lo OUO (1 0711 0.TOER SYS INC COM 07/11/3001 3 500 70 090 77 ..5 136,175) CBL 6 ASSOC PP7T5 INC CON 07/33/3001 3,700 60,275 5i 981 7,254 TECH DATA CORP COM 0381/7001 300 5 383 6,13 X9101 LlOHBEPlVN5 !M US CO 9 15 1JE 07-01-1036 REG 03/23/3001 80,000 71,936 95,699 7571

COMPAQ COMPUTER CORP COlI 03/31/3001 3 500 16 398 70 156 137,7501 US TPPAS 005 6 375 DUE 08-75-1017 p[4 03/33/3001 105,000 377 746 ,1: 421 18,735 PENS COPNi1G CON 03/17/3001 7,500 31,621 _1 ..4 756 (216 772)

S7MANTEC COPG COY 07/27/2001 500 00,210 11 o31 1,303 GI G7 SATELLITE IlE7WOPh5 LTD 070 SH C(Y1 03/37/2001 1,73 18 491 52 Ge0 X37 509) ADP CNGO DRUG 4 IRON CO IN 0]/D/3001 100 3 :B9 I POG i03 J P MORGW7 CHASE L CO COM 07/37/3001 3,500 99 933 71 867 6.,059 TECH DATA CORP CW 07/37/3001 700 79 075 .2 5f9 17 571) S1TW7TEC COMP COl1 03/37/3001 100 17 863 15 830 1,033 AR MFG INC COM 03/17/2001 3,300 20,667 n 416 I43 979 IHOG CORP NEW C.Y7 03/26/3001 100 1 991 1 441 577 ACT MFG INC CON 03/16/3001 100 1 .771 7 311 I1 9001 TECH DATA CORP Ca 03/36/3001 800 31 77 ; 18 e15 17 .10J1

ACT MFG INC CM 03/26/3001 100 1 739 7,771 (1 977) 9817 TELECOMMUNICATIONS P L C !R 9 375 DUE 13-15-3010 9E0 03/26/0001 310,000 317 449 213,137 4 377 TECH DATA CORP CM 03/36/3001 100 1,706 7, .75 (569) FRANCE TELECOM SA In 07D 07/11/7007 744A7 1 DUE 03-01-3006 BEO 03/36/3001 195 000 19~ 116 151 701 3 113 M0. CHGO BPDG 4 IRON CO I+V 07/36/2001 100 4,506 7,612 891 BLOCK H a R INC Ca 07868001 2 500 135 821 72 260 53 561 H0 DU M7G ACCEV CORP MTG PASS7NRU CTF 91-OB CL 73 A1 MJ DUE OS-75-1031 RE 03/76/3001 6 174 6,171 6,056 118 SYMMITEC CORP CM 07/36/3001 800 35 967 77 65 . 2 707 17[Y ING BUSINESS SVC INC Ca O7/36/30D1 400 7,597 17,117 IS 5371 IHOV CORP NEW Ca 03/37/2007 400 7,976 5 797 , 789 DIIiGCO UP PLC M 6 625 DUE 06-34-3004 BED 07/37/3001 70 000 73 325 60 .. 1 .96 AR MFG INC CR1 07/37/2007 100 1 399 7 771 13,0131 AR MFG INC COM 07/37/3001 600 7,771 1 . 067 113 0911 ADP CHGO BPW 4 IRON CO IN 07/37/$007 700 7 311 7 806 U!

SEC GP GROUP INC Cl B 07/37/2001 3,100 67 771 .4 063 16 500 6A1(110N SMITH BARNEY HLCGS INC SAL SD HLOLS GLOBAL M S 1751 ]/IS/O6 BED OJ/I7/3001 115,000 13],4IS 137 635 11,1901 ROYAL FIRM IN 07/06/1900 0 DUE 10-01-70100[0 07/77/1001 90 000 85 802 So 1=3 X1,7071 US THEM !DS 6 315 DUE 00-15-3037 REL 07/37/3001 110,000 137,577 117 156 7,777 SYIIA.vIEC CORP Ca p7/37/2001 700 17 115 1 : 59J 021 NEW LNG BUSINESS SVC III[ CON 07/18/2001 000 15 087 36 35- 111 2121 AR MFG INC Ca 07/39/2001 100 7,201 7 717 (2 070) US T77J5 N75 OfO 10/31/1o17 5 75 d2 10-71-3002 R[G 07/19/2001 175,000 170 896 17E .57 613

Pit, . 12

CHELSEA PMY GROUP INC Cpl 03/39/1001 1 700 57,870 36 921 16 919 US 7RFA5 005 6 775 DUE 09-15-1037 I2G 07/79/7001 110,000 711 764 237 190 9 175 SUMMIT PMY INC CUf 03/30/1001 600 11,51 14 315 399 AD0. CXLO BRIG a 10.0N CO HV 07/70/1001 600 17,77 10 509 3 144 IHOY CORP NEW CQ7 07/70/1001 600 11,96 B 601 7 303 IHOP CORP NEV CON 07/30/3001 300 6 U03 4 710 7 662 RUBY TIJESDAY INC CON 07/70/3001 1 100 37,516 1. 5.2 14 994 RUST TUESDAY INC CON 07/70/3007 100 1 970 90~ 1 066 RUBY TUESDAY INC CM 07/70/7001 300 3 971 1 908 3 137 RUBY TUESDAY INC CON 04/03/3001 600 11 .096 5,712 6 584 PREORG SVICI(CR pF7Y5 CASK t 5T1(IftRLER 70 Ep7Y OFFICE PTY 1]00519 EFF l/3/0 01/OZ/1001 J 900 314 105 110 _^11 74 010 RUBY TUESDAY INC CM 01/03/3007 600 11 696 5 312 6 $81 F7MA GFEASSIGN 00036 75 08-75-3003 04/03/3001 1,175,000 1,309,699 1 189 852 19 848 AC%IOM CORP Ca 01/03/3001 30,000 215 496 155 078 1310 1131 RMA t7! 5 675 05-14-3004 01/07/7001 210,000 314 873 ...,255 .619 STMBIICKS CORP CCM 01/01/3001 10,000 107,097 ,73 500 17 . 597 US TRFAS BOS 6 775 DUE 08-15-1037 pLG 01/01/3001 110,000 130 880 177,000 7 880 J P MOPGAN CHASE a CO Irt 6 75 DOE 03-OL-IOl] BED 04/O5/3001 10,000 143.1' 13e,068 J 109 SUMMIT PPTY INC Cdr 01/05/2001 7,500 181 199 716 561 7 570 RNA PHFASSIGN 00031 6 75 08-15-3003 04/05/1001 175,00 100 710 17,270 3 019

CITIGPWP INC M STD 11/06/3000 6 75 DUE 12-01-2005 BED 04/05/1001 780,000 191 .715 279 191 17 .124 US 70FA5 BOB 6 375 DUE 09-154037 12L 04/09/3001 360,000 006 714 376 515 9 699 LASALI .E HOTEL PPTYS SH BEI1 MY Cdf STN 01/10/3001 7 600 56,553 63 60 17,3611

H057 MAPR1077 CORP REST 0/30/3001 600 7 164 7 018 I6911 COMING 711C CM 01/10/3001 3 500 57,787 16 195 (27,1131 iHOP CORD Mw C01 04/70/3007 500 10 067 7 277 3 833 INOP CO7V NEW COW 01/10/3001 100 3,00 1 561

IPE00.G SPIERER PP7T5 CASK L STK MERGER TO ES'IT OFFICE PTY 2308519 EFF L1/0 OU10/?001 1,500 177 1<1 ~5 e5~ 77 171 PUMA 7GA POOL 5 5 15Y7 ADP 01/31/3007 1 150,000 1 120 891 1 733 106 13 5161

ACT MFG INC Cd 01/11/3001 100 1,397 3 711 13,018) LILMP A[TIVENEAP SNC SUB 'ITS SHS CL A SUB YTG SHS CL A 07/1LR001 100 6,167 G 2,9 I1J11 EOTT OFFICE PPTYS TP PE1T 0/11/3001 1 100 37 715 7,172 11,171

ACT MFG INC CUM 01A1/3007 100 1 290 7 711 R 0321 MASSET ENERGY CORP CCM 04/11/1007 900 71,56 13 121 8 725

NlILtVER GP CORP NY 7 135 WE 11-014010 BED 01/71/2001 335,000 341,300 727 137 17,719

US TPFAS BDS 6 775 DUE 08-75-3037 pEG 01/11/2001 760 000 389 419 392 509 6 511 GIGLW7 IiCT1VENEAA INC SUB VTG SXS CL A SUB Y!G SHS CL A 01/l3/7001 600 9 119 a Il] 13531

L13ALLE HOTEL PM75 IN BEN It7T Ca StK 01/13/3001 t 400 31 615 11 B7l 13 3071 MASSET ENERGY CORY CCM 01/l3/I001 1,300 IB 866 11 Bai 10 ^73

iHOP CORP HEW CCM 01/13/3001 100 1 961 1 .71 514 GILRVI ACTIVENFAR INC SUB VTG SHS CL A SUB Y!G SHS CL A 01/16/ :001 700 t 677 1 72e 11051

WAS SEY ENERGY CORP CON 04/16/2001 1 400 34 031 20 990 13 141 IASALLE HOTEL PPTTS IN BEN II17 Ca 57R 01/16/1001 1,000 15,O7e 77 7,c (I,6BL) PALL CORP CON 01/16/1001 200 1 510 4 271 751 N-H ENERGY SVGS 117C CON 0/76/2007 3,500 67,971 70 167 37,710 YvTPL KELLOGG CO KELLOGG CO CPtI 7 15 DUE01/01/71 7 45 DUE 01-014071 BED 01/16/2001 255.000 353 119 357 ~25 11 5761

1f¢IVl EXPRESS CO M7E0.N ESP CO 1707E 6 875OVE 11-014005 EEO 01/17/3007 120,000 135,161 119 i16 5,718

POLAR IS INDS INC COY 01/17/3001 1,100 16,82 45 720 1,463

GILW7 ACTI'JE11FNt INC SUB VTG SHS CL A SUB KG SHS CL A 01/17/3001 400 6,319 4 ]77 I1B51 OLIN CORY CON 01/17/2001 7.500 54 837 48 .75 6 510

X057 MAPRI0T7 CORP REST 04/17/2001 1,100 1,661 57 570 I5 9061 SHOP CORP NEW COM 01/1/3001 100 1,99 . 1 47, 546 Q1O C0. SOISSE 75T BSTP MG SECS CORP CML ITTG WSSTHRU CTF 3998-Q CL A-1 01/17R001 3.736 7 326 _ .90 76 WSALLE HOTEL PP775 SN CE I Itlt CON 57% 01/17/3001 4,000 58, 726 70 o1n (7$,70j)

CTS CORP COM 01/17/3001 800 16,615 75 357 I18 1361 CTS CORP CM 01/1/3001 100 0,32a 18 80E 110,5791

MlSSEY ENERGY CORP CO`1 04/1712007 4,100 103 158 62 50] 79 655 IHOP CORP HEW Ca 04/19/2001 100 3,031 1 717 575 GOLRMM SANS GROUP INC 6 a75 DUE 01-15-2011 BED 01/19/2001 235 000 1]],9]1 :76 6b1 (7,731) HOST NAM 707T COPP PfiT OV7BR001 1,800 31,191 '.1 SlF (1 0:77 1NOP CORP 12N Ca 04/18/7001 900 18,575 17 04o 7 570

HOST MAltPip17 CORP 0.E17 04/18/2001 3,300 37,609 27 14 ; 1134) NILROY RL7Y CORP C01 01/10/1001 2 000 50 079 14 531 6 341 E%7O STAY AMER INC CON 0/10/3001 6,800 108,127 98 677 9 199 PALL CORP Ca 01/18/2001 1 800 111 160 91 642 11 610 GILWN ACIIVEYGA INC SUB YTL SHS CL A SUB KG SXS CL A 0/10/1001 600 9,116 4,<BR 1301 FTT1A PAEA55[GN 00031 6 75 09-15-7001 04/18/ .001 195,000 300,662 19, 520 7 151 FIPIA PPEASSILN 00031 6 75 08-15-3001 01/10/1001 105,000 111 .079 ,07 655 7 41a SYMAMEC CORP Ca 01/19/1001 1 600 150 809 17 714 67 097 ON PAC us GROUP INC 7 05 DUE 05-15-2010PEG 01/19/3007 380,000 373,336 379 P58 16 6321 !EN FJ1G BUSINESS SVC INC CON 04/19/3001 1 100 10 579 69 U5 138,8961

POLAR IS INUS INC CCP1 01/19/3001 700 13,75 1_^ 7no 17 :11

IASALLE HOTEL PP7T5 SN BEN 11f7 C07 571( 01/l9/3001 10 000 151 615 117 160 7,155 SLYSIEM TECHNOLOGIES CORP CM 01/19/3001 100 1,981 1 90 : 77 SFl15l[AT TCCIO70LOGIES COPE CON UI/198001 1,00 36,851 $6 70° lU G7LOAN 11CTIVENFAP INC SUB v7L SNS CL A SUB YTG SNS CL A 01/19/3001 700 1 619 1 571 IJ1]1 TIM PRFASSIGN 00036 75 08-15-1001 0/79/1001 150,000 154 500 151 445 . 555 IXOP CORP NEW Cbl 01/l9/7001 900 10 .817 10 011 1°671 SIJISIEtrt TECHNOLOGIES COPE COM 01/10/ :001 900 1 .076 15 J:7 11 3181 SENSIEtlT TECHNOLOGIES COPP COM 0/:0/3001 400 7 028 1 657 16 :51 SFJ751EV? TECHNOLOGIES COPP Cfl1 01/10/1001 600 10,557 17 19' 19761

Page 13

GILD" ACTIVEYLAR INC 500 v7L SHS CL A SUE V7L SITS CL A OV10/7001 700 7,007 7 IW 19O L51 INDS INC ON COM 04/20R001 400 7 501 5 725 3 177 IHOP CORP NE. Ca 01/20/1001 100 7 094 2 270 1177) EOP OPER LTD PMTNEPSNIP In 8 375 WE 03-15-1006 6E0 04/70/2001 50,000 $3,19 19 972 7 707 flMA V0.FASSILtI 00034 6 75 08-15-2003 01/30/3001 770 000 379,861 734 2280 5 593 LUCENT TECHNOLOGIES INC COM 571t 01/30/3001 3,500 33,873 1, 035 119 1971 CC^NING INC C014 01/30/3001 1 500 67,077 70 000 (3 7271 FNMA PWASSIGN 0007 7 07-15-7005 01/30/3001 65,000 69,311 60 943 768 F1JIU 6 775 DUE 06-15-1009 REG 01/30/3001 160 000 165,178 151 681 13 556 lTRN PPPASSIGtI 00074 6 75 08-15-7007 0/37/3001 85,000 870,977 855 559 15 019 GILLIAN ACIiVENEAR INC SOB PIG SITS CL A SUB ViL SHE CL A 01/3]/3001 500 7 737 B 916 Il 190 DEEM JOHN B V G7D In m0 O</06/3001 5 075 DUE 01-06-3406 BED OVZ]/7001 370,000 21e .561 719,7p7 (1 116) SENTIENT TECHNOLOGIES CORP COlI 01/33/3001 1 600 37 PS 30 086 12 7111 Ep7Y PESDttiL PPT75 7R SH BEN TM 01/17/7001 1,500 79 002 57 011 .7 960 SENSICM TECHNOLOGIES CORP Cpl 01/37/3001 1,600 44 185 79 :75 1< 7501 MA%IH INTEGRATED PRODS 711C COM 01/37/3001 1 30 7~ (91 LSi IIlDS INC OH CON 01/33/2001 300 7,778 2 70E 1 013 577[L CORP CM 04R4/3001 700 753 3 028 17 275) PViPL GI LAT SATELLITE NETWORKS LTD r SUB NOTES t 35 DUE 07-154005/07-18- OV3V30U1 300 000 707,897 157 136 151 3781 SENSiENT TECHNOLOGIES CORP CM OU31/3001 200 3 571 J 835 IISU SEN51ENt TECHNOLOGIES CORP CCPI OIRI/3001 100 7 136 1 615 15171 IPA[ NSTOff0. SVGS INC CUI 01/31/3001 100 766 I'D (131) APAC NStO¢R SVCS INC COP 04/24/2001 100 353 790 (437) ROYAL NPN NV 07/06/198 A DUE 30-01-3030BE0 01/37/3001 55 000 53 005 S4 119 11 1711 LILON7 KTSVCUG1t INC SOB VTG SHS CL A SOB viG SHS CL A 01/N/2001 ]00 t 653 5 515 (B67) NEW Et7G BUSINESS SVC 117C CM 01/31/3001 100 7 637 77 909 IS 7631 GILON7 ACTIVENEM INC SUB t?G SITS CL A SUG v7L SITS CL A 01/31/2001 1,000 15 819 18,364 13 5651 ONTO STAY AMER INC COH 04/7</3001 500 1,9<1 1 252 600 OHO ULJ MI'G ACCEP CORP HTL P-S57HAll CtF 91-OB CL 11 A1 ADJ EVE OS-i5-3031 RE 01/:5/2001 B 187 B 197 B 017 ISfi INOP CORP NOW LOM 04/15/E001 700 6,316 5 902 414 SENSIEt77 TECHNOLOGIES COP? CON 0/35/3001 1 400 35 118 36 a]0 I1 79 .1 BAIIKAXERICA CORP SR 1n OTC 0J08/1999 5 075 DUE 01-15-2009 BED 01/15/3001 195 000 186,836 175,717 11 479 6ANKMffRICA CORP SP 1n DID 02/08/1999 5 875 DUE 03-15-2009 BED 01/15/3001 330 000 310 791 197 6.7 1. 963 LILOM A[TIVENUR INC SUB -G SHS CL A SUB KG SITS CL A OI/15ROOl 700 11,$67 13 06- /1 6011 APAC N57USER SVCS INC CON 07/d5/$001 1 100 i 897 1 170 16 :TI 517EL CORP CON 01/35/3001 600 1 501 1 051 11 5551 Sf7EL CORP COW 0/15/3001 1,300 3 07E 0 361 I5 .151 HSENO FIN CORD 5 875 DUE 03-01-3009 0E0 01/35/3001 415,D00 797 022 790 861 1 160 SYIWlSEC CORP CM 01/36/3001 1 400 91 00 19 838 41 33 : APPL NSTq¢R SVCS INC CON 01/36/3001 100 716 70, (HB) IHOP CORP NEW COM 04/26/1001 200 4 184 7 917 167 FNMA 6 375 DUE 06-154005 PEG 01/76/3001 25,000 35,860 27 703 1 158 US 7HFA5 BPS 6 375 DUE 08-15-2027 qEG 01/36/3001 250 000 266 1e4 355 576 7,366 lff7P0lffDIA FIBER NETXOPA INC CL A 01/36/2001 3,500 17 .635 70 905 117 2831 SENSIFM TECHNOLOGIES CORP Ca 01/36/3001 000 11 541 15 ]9 . (B4B) ESSEX PP7Y 70. MIT 01/36/2001 900 47 150 37,57 15,601 SITEL COMP CM 04R6/3001 1,000 7,557 4 896 14 301 WI ENERGY CORP SR NT 6 5 DUE 01-01-1011 BED 01/26/3001 115 000 113,790 114 710 (1 950) GiLDAN ALIIVfFEAR INC SOB viG 5X5 CL A SUB KG SITS CL A 01/36/1003 1 600 36 AQ 25,78 (?,911) GILDAN ACTIVEVEAP INC SUB «G SHE CL A SUB V7G SHE CL A 01/37/3001 100 1 676 1 BOi 11731 SITEL CORP C01 01/27/2001 700 7 847 7 83, (2 9031 SElISiFl? TECHNOLOGIES COPP CON 04/37/j007 100 7 177 7,91 . /719/ IHOY CORP NEW CON 04/17/3001 700 1 300 3 o13 775 IHOP CORP NEW Cm 04/27/3001 900 19,356 74 111 3 06 LILOAN ACTIVEY"rW INC SOB .TL SITS CL A SUB VTG SHE CL A 0/70/3001 600 ]0 203 10 001 1699 APAC NSTURP SVGS SIC CUf OV70/E001 1 700 4,505 70,09 IS 591 COMING INC COM 01/70/3001 1,500 55 998 (1 314 I5 7961 iH07 CORP NEW CM 0070/3001 100 8,61] 7 +17 X00 AVNET INC CM 0/70/3001 2,500 6,198 66 019 1 . 6801 OPNE7 TECHNOLOGIES INC CM 01/]0/1001 7 757 36 071 t 77 : 37 65^ YpEORL TEXACO INC STR MERGEV TO CHEVROI77EYAC0 CORP 31$8569 OFF 10/9/ 01/70/3001 7 500 109,601 77 :2l ]5 780 FTMA 6 635 DUE 11-75-,070 PEG 05/01/1001 7 000 000 1 0]7 62, 986 880 30 737 IHOP CORP NEB Ca OS/01/3001 400 8,]00 a, 590 (798) GILMN ACIIVENGP It1C SOB viG SITS CL A SUB KG SHE CL A 05/01/3001 J 600 53,005 66,31 117 1561 IMOP CORP NEW X41 05/01/3001 100 2,090 , 179 1191 MR CNW BRIG i IRON CO IN 05/01/2007 100 3 968 1 6a9 1 175 XEROX CORP CON 05/01/3001 3,500 31,699 70,956 (18 257) INOP CORP NEW CON 05/01/3001 1 100 23 740 .. a70 11901 STYN77EC CORP CM 05/03/3001 1,700 87 373 71 399 42 835 !¢7Pt7ff0IA FIBER NETw00.h INC CL A OS/0 :/1001 Z 500 15 6.4 13 720 1 9:t COfPW COIPIITCR CORP Ca 05/03/3007 3,500 45 177 70 156 X31 9831 PKWY GVTYS INC 0.[17 05/03/3001 1 100 41 019 79 590 1 120 MORGAN STANLEY DEAN XI7TER 4 CO GLOBAL M V15/Ol 6 75 DUE 1-15-11 BED 05/03/1001 730,000 731 856 110 3.6 7 630 HCIDRICN c STRUGGLES 11RL TIC CM OS/OZ/1001 90D 39 789 35 376 1 IS] HILTON HOTELS CORP CM 05/03/3007 3 500 38 385 45 387 116 9901 A7AC CUSTQ7Ep SVGS ItIC CON 05/07/$001 700 1 05, : ]50 11 :971 MAC N5T020. SVGS IIIC CON 05/03/2001 300 700 7 536 10761 HILTON HOTELS CORP CON 05/07/3001 5 000 56 718 47 444 9,35 12W ENG 97153X[55 NC 111[ CU1 OS/OJ/1001 100 1 898 3 :~`1 I1,]491 US T0.FA5 FIGS 6 775 WE 08-15-7077 pgG 05/07/3001 4 760,000 5,115,107 5 152 998 17 1951 ELECI0. MIA 5Y5 CORP NEW CU1 05/07/3001 7,500 161 .60 104 771 56 930

Pep! 14

MR CHGO BP DG 4 IRON CO !N 05/03/1001 1 500 43 777 35 107 11 975 MR CNGO MUG 6 70.0N CO 17. 05/07/3001 1 700 37 $59 30 891 36 669 IX7U SLAT AMER INC Ca 05/07/2001 600 10 039 8,703 1 731 US iRFAS 6 115 0D DUE 11-15-3027 IN Oh RI BILLION SEE SEC 3-903367 05/03/2001 940 000 985 115 1 000 791 115 6761 7M%AIP It7C t77 6 5 DUE 07-01-1008 BED 05/07/2001 85,000 05,339 94 781 556 H[ID0.ICN L STRUGGLES INTL INC COl1 05/07/30% 400 13 907 10 000 3 90] SPRINT CORP a5 Ca SEE 2 05/01/3001 3 500 65,18 1 : 007 77 745 lNMA 6 615 DUE 11-15-1070 REG 05/0/3001 95,000 98 331 93 751 4 467 MR CNGO BRDG L IRON CO IN 05/01/3001 1 704 38,931 19 967 Is 951 ADP CHGO BP DG G IRON CO tN 05/01/3001 300 8 965 4 117 4, 649 ADP CNGO 9].LG 1 1R014 CO IN 05/04/3001 300 S 799 7 401 2 718 MR CHGO BRDG [ IRON CO If. 05/01/3001 300 5 779 2 780 7,399 YPEORG IBP INC 57K !¢PGER T07YSON F0005 INC CL A A1B7B770 9-TB OS/OI/3001 3 500 11 134 75,360 3 161 BAl7pE5T CORP NEW CM 05/07/3001 000 37 47 16 757 77 070 MR CHLO 9ROG f ]0.0N CO I1V 05/07/3001 100 11 667 1,921 6 717 BANCNEST CORP 12w COM 05/07/2007 X00 33,971 11 703 9,673 BAIJCWEST CORP NEW C024 05/07/2001 Boo 27 407 16 139 10 669 B.V7LSIE57 CORP NEW COH OS/07/]001 B00 37,23 16 715 10,70 ANA PRCASSiGN 00034 6 75 08-15-2007 05/07/20D1 150,000 151 641 151 9.5 3 655 BAl7CYE57 CORP NEW DOW 05/07/2001 000 37,440 16 751 11,087 BA71CYE57 CORP tMx CON 05/0/3001 800 37,77 16 58 : 10,819 BAIlC11E57 CORP N[" CON 05/07/2001 800 37 171 16 735 10,69. MIDWEST CORP NEW CM 05/07/2001 7,500 130,081 11 597 45 490 BANC4'E57 00.7 NEW C(YI 05/07/3001 1 .000 137 337 ~B see 58 679 YR[ORL CONOCO INC PECVSSLFIU7IDN 70 COlI CONpCO INC CUY R]9t7Q ]O-B-OI 05/07/2001 3,500 75 71, 67 61 8 250 BANMST CORP NEW Ca 05/7/3001 500 17 121 10 011 7 117 RAYTHEON CO E07T SEC UNITS 05/OB/2001 2 500 139,931 1.5 000 4 911 GEN M}RS ACCEP CORP GLOBAL BO 7 35 DOE 03-024017 BED 05/08/'.001 570 000 511 115 570,'.51 13 229 P.RPL 1(ONLS CORD 1(OXLS CORP 6 7 DUE 07-01-3011 BED 05/08/3001 75 000 73,001 71 975 I1 011 7ARA.4TPIC TECH CARP COM 05/08/3001 3.500 29 499 35,154 7 317 SRCL CORP CON 05/08/3001 5,000 17,150 71 034 131 SB51 FE07 DEPT STORES INC EEL 6 6.5 DUE 01-01-3011 9E0 05/08/3001 170,000 136 673 1.8 513 1.,2791 M0. CNGO BPJG G IRON CO IN 05/08/3007 900 26,775 10 5:7 16 788 VS TRW !n5 S DUE 0?-IS-3011 PEG 05/09/3001 ]15,000 ]79.668 770 506 IB]BI E%TD STAY fYlP INC COM 05/09/3001 500 9 735 1 252 1,077 OVE PROV Ca 5 75 DUE 03-15-2009 BED PDT 05/09/2001 110 000 176 187 176 526 1171 PEPSOL 1trtL FIN B V 7 45 SUE 07-154005 BED 05/09/2001 185 000 195 067 184 817 11 011 7NW5 c BETTS CORP C014 05/9/3001 3 500 53,077 11" 167 164 0891 SITED CORP CON 05/09/1007 3 900 7 786 19 X50 (12,361) !¢7R0lIEDIA FIBER NETWORK ItC CL A 05/09/2001 3,500 11 6:5 13 720 905 ADP PET]OLEO BRAD ILEIFO SA ?=TROBRIS SPONSORED MR 05/10/$001 I 500 67,698 60 000 7 698 WESTINGHOUSE ELEC COPP 7 875 trt5 DUE 9-1-37 PEG 05/10/3001 175 000 113.191 1,12 162 709 CHATEAU 041775 INC COM 05/10/3001 700 33 095 21,751 7]B

MR CHGO EPW G IRON CO IN 05/10/3001 700 20 508 1 742 13 766 NEIDRICK t STRUGGLES iP17L INC Ca OS/IOR001 300 0,005 B 71,1 1 .0 SiTEL CORP CON 05/10/3001 500 1,37E 7 327 1 . 0901 TOTS R US TUC 05/10R001 3,500 70,792 60 175 14 ]17 0 CHARLEYS INC 05/11/1001 900 76 037 IA 050 5 977 TRUED FAUN CORP S U9 lTG OS/I1R001 1,100 19,134 ;7 ooy (7 861) HEIDRICR G STRUGGLES I117L INC COW OS/17/$001 100 2 918 7 277 13561 POTAL BR SCOT LAND GPOUP PLC SJB N7 6 1 DUE Ot-O1-7009 BED OS/ll/1001 20,000 771,E77 _J7 .105 1 X10 SI7EL CORP CfM 05/11/3003 700 1 976 5 268 U 39 .'1 0 CIWlLETS INC 05/11R001 100 1,92 1 117 675 14A7L RURAL U71L5 COOP Flit COPP NT 6 55 DUE 11-01-3018 0E0 05/11/3001 160 000 119 171 157 0-5 13,55".1 0 CHAR LEYS RUT 05/14/3001 1,000 77,514 11 10 6 343 dON1750N a JOHNSON COM OS/1V7007 1 000 97 598 " 958 .6,600 G70 STAY AMER 1PC COH 05/11/3001 1,000 76,919 IJ OGO 3 861 MERCK a CO INC C011 05/11/3001 3,000 151,637 43 170 108 19, SN.WRD MTV 5Y5 TIC Ct4 05/11/3001 10,000 573,783 437 050 140 177 0 CHARLEYS INC 05/11/30U1 000 13 930 6 07,7 1 a06 PEN Et7G BUSINESS SVC INC COM 05/11/3001 500 9 15C I6 73< (6 bail HS RES INC CM 05/11/3001 800 51,550 :0 OBO 31 471 MCNSTd7E OQITYS IF SH 9E1! It" OS/lt/1001 l 700 11 051 79 610 1,13 WELLS FI3G0 BR NA SAN F14V1 CAL HELLS CARGO 0K NA 6 45 DUE 03-014011 2f0 OS/IS/3001 30,000 366,001 77] O:U P 039) UNOCAL CORP CM 05/158001 3 500 91 797 69 440 26 751 ARCHSSOt+E 041775 TP SH BEN Itrt OS/l5/3001 700 16,651 16,]70 713 HS RES INC Ca 05/15/3001 2,000 138 878 50 977 77 899 FXTD STAY AlffP It7C COH 05/15/3001 100 6,700 5,563 1 216 BE4DEN INC Ca 05/15/1001 1,000 13 970 21 017 I1 04l IP£ORG CONOCO INC CL B PECL7551FIGTiON TO CO1 COVOCO INC C01 42197242 10-0- OS/IS/3001 1,500 78,17 67,61 10 504 0 CHARLETS ]NC 05/15/7001 100 7 $07 , 077 1 271 HEY END BUSINESS SvC INC CON OS/IS/3001 300 5,650 7 585 1] 9_^61 B[WEN INC DOW 05/16/3001 1,100 35 477 26 461 0941 BELDEN INC CM 05/16/3001 3 000 27 161 .4 051 (893) WELLS "MGO f CO NEW 7 35 DUE 08-24-30050[D 05/16/3001 210 000 330 910 21P oB[ 927 US TRW 1175 5 DUE 01-15-?071 REG 05/16/3001 175 000 130,007 177,773 I7 1711 n HOPE Ca 05/16/7001 300 9 7,1 - 410 (a19) x5 us INC Ca 05/16/2001 1 800 116,192 50 307 65 885 Ob C0. SUISSE 157 B57111tTL SECS CORP CQ7L MIG PASSTHYU CTF 7998-C3 CL A-1 OS/I7/3001 2 818 2,840 :,874 11 VS 7HEI5 ?ITS 5 DUE 02-15-2011 REG 05/17/3001 95,000 91 745 07 LP6 17 93'1) 7JtCN570:+[ MUTTS TD SH BEN ItR 05/17/3001 6 800 161,100 760 685 113

Page 15

13 Nb2 Ca 05/17/2001 100 3 066 3 219 I3571 B[LOC11 INC C01 05/17/7001 1,500 34 717 31 756 X91 AMEpIPATN INC CON 05/17/3001 400 11 772 7 774 1,598 VS 70.FA5 MS 5 DUE 03-15-1011 REG 05/17/1001 115,000 111 737 113 170 11 1071 KB HO2 Ca 05/17/3001 1 900 54,314 61 308 (7 094) 1IB HQEE COM 05/70/3001 000 21 716 25 901 13 1571 0 CHAR LCTS 11N- 05/18/3001 100 7 750 1 11l 673 N4PIPAtN INC CM OS/1B/ :001 7 500 100,117 ]t 940 65 701 J P MORGAN CHASE 4 CO CO7 05/78/3001 1,000 40 070 11 837 36 351 PEPSI BOTTLING GROUP INC CM S7K 05/18/1007 7,500 111,991 11,69? 70 300 MOTOROLA INC CON 05/10/3001 3,500 79 024 60 015 130 995 MCHSTOt+[ QORYS 7P SX BEN II+T 05/71/1001 T 700 X9,719 51 861 (7 777) 0 CHARLEYS INC 05/21/30U1 100 7 183 3 377 1 349 HIS X01 CM 05/17/3001 700 5,59 : 6,3e7 16991 AMEPiPATH INC CON 05/7/3001 800 33 285 6,515 13 711 STM.O00 HOTELS 3 RESORTS WORLDWIDE INC PAIRED CTF 1 CL B SH BEN It? STMN00 05/31/3001 1,100 11,511 77 449 7 077 TRIL[C HAIp CORY SUB KG 05/13/3001 3,00 tl 979 X7,900 (6 060) SI7CL CORP COW 05/33/3001 3 500 6 108 16 151 19 9431 BS7N PP7Y5 INC CON STA 05/33/2001 600 37,959 31 100 (481) LI77CLNSE INC COW 05/33/3001 300 6 378 5 356 963 NfERIPAtH INC CON 05/33/3001 100 3 785 913 7 872 7KY1' PPTYS INC PEI7 05/33/1001 900 30,368 25 701 7 167 GEH MRS ACCEP CORP GLOBAL 00 7 25 on 03-02-2011 BED 05/37/1001 85,000 06 361 87 7,0 1 S42 INILEVER GP CORP 171' 7 125 DUE 11-014010 BED 05/27/3001 95,000 99 531 100 575 X1,0011 FL PY0. a L7 CO FU FF0. & LT 157 MG 6 075 WE 11-01-1005 9E0 05/37/3001 100 000 103 307 101 343 1 965 US ITEM N75 5 DUE 03-15- .011 REL 05/23/7001 375,000 131,350 132 101 I0511 AHERiPATH INC CON 05/.1/3001 700 18,681 6 780 12,391 0K NffR CORP Ca 05/21/3001 2 500 719,30 111 237 35 184 B57N PPTTS INC CM STA 05/3/3001 5,000 301 497 301 000 13 501 AMERIPAtH INC CON 05/21R001 100 1,701 917 1 789 US TeFAS BDS 8 135 DUE 09-15-2019 RCG 05/31/3001 85,000 705 563 107 892 11,7191 ADR PEtROLEO BMSILEIPO SA PETP09RI5 SPONSORED MR OS/TS/7001 1 500 60,577 60 000 8 577 con NB MJ 17140 07 05/35/1001 4,500 115 556 83 52D 73,076 010 OLJ ML ACCEV CORE MG PTSS7HpU C7F 91-OB CL 11 A1 A[Id DOE OS-ZS-303 RE OS/IS/1001 5 155 5 155 5 OS" 90 ANADARKO PETRO CORP CWT 05 129/2001 1 000 67,066 24 381 38 607 " NUM Cm 05/39/1001 1 300 70 578 34 970 16 3421 IREORL CONOCO INC CL 0 0.ECI .ti;SSFIGTION 70 CON WNOCO INC Cpl X3197273 10-8- 05/39/3001 3 500 77,817 66 HBO 11 333 B57N VV7Y5 INC CON 5Th 05/70/1001 5,00 375 05, 218 815 13 158I KB NCV¢ Ca 05/30/3001 600 15,325 10 176 (7 91) DUKE RL7Y CORP 05/70/1001 1 000 23,526 '.0 577 2 949 S7APYOOD HOTELS f RESORTS VOPLDx10L INC PAIRED RF 1 CL B SH BEN [NT STAPWOp 05/70/3001 1,700 6],68= 57 815 5,867 US TPFAS Me 5 DU[ 01-15-.011 REG 05/30/2001 110,000 171 657 135 776 16591

TENET HEAL7HGAE COPF C014 05/70/1001 1,500 111,771 59 300 56 071 BETH SCI [N71[[C C07P Ca 05/71/7001 2 500 13 819 38,a50 4,899 IREORG TE%ACO INC STA MERGEP 70 CHEVRON7ECAC0 CORP 3117569 fFF 10/9/ 06/01/3001 500 ]5,906 ,1 665 11 341 SPRINT CORP CON 06/01/3001 7,500 155 361 151 651 (39 597) DONE PLTT CORP 06/01/3001 1,500 75,779 70 88B 1 281 FJSTGPOVP PP7T5 INC PE17 06/01/3001 1,100 37 759 _^1 11 . /7851 US 7RCA5 MS MD 10/71/159 5 75 DUE 10-71-3003 PEG 06/01/3001 150 000 153 381 153 789 So3 SCHERING-PLOUGH CORP CON 06/01/1001 3 500 106 3?1 101 150 9 171 XPEORG TEXACO 117C STF MEFGEF TO CNEVPON7E`UCO CORP 3138569 EFF 10/9/ 06/OVI007 500 76 539 24 079 10 161 Alff0.IPA7N [NC CM 06/04/2001 100 2 702 013 1 789 PEPSI BOTTLING GROUP 11¢ LTD SP In 7 OUE03-01-1039 BCO 06/01/3001 370 000 331 450 234 770 11 8911 CTS CORP CCM 06/05/3001 700 15 763 71 5, ., 115 756/ STAAWWO HOTELS 4 RESORT' WORLDWIDE INC PAIRED CTF 1 CL B SM BEN 1177 STAPXOp 06/05/3001 700 36 307 ,3 15a 1 109 CTS CORY COX 06/05/3001 1 700 35 512 45 757 (19,812) AlERIPA7N INC Ca 06/05/1001 1,200 59 577 19 100 10 4 37 PV7PL A7L7 WIRELESS SACS INC SP M 1HA 0 75 DUE 07-014071 BEG 06/05/3001 575 000 615 110 577 500 10 X10 A1¢RiPA7H 117C COM 06/05/3001 300 0,157 , 179 5 117 Con R1.TT COPY 06/5/3007 1 600 37 557 31 117 5,717 FORD MR. CR CO GLOBAL WNMAPJ( SECS-GLOBLS 7 ]75 DUE 03-07-3011 BED 06/05/1001 605 000 631 35: 6_^0 892 6,]60 vec7GP0UP PP7T5 INC PELT O6/OS/3001 500 10 798 10 777 166 STAPVWO HOTELS f "SORTS WORLDWIDE INC PAIRED C7F 1 CL B SN BEN IM 57AP4C0 O6/O6/3001 500 1B 719 16 611 2,100 7RREC HAWN CORP SU9 KG 06/06/3001 500 8,733 9 age 11 :761 NEB FJZG BUSINESS SvC INC CON O6/O6/3001 300 3 738 6 593 (: BSu CTS CORY CM 06/06/1001 600 11 010 21 147 /10,1'.1 DOiOE PL7Y CORP 06/06/3001 1,500 35 1" 71 252 7 571 PS 0175]N[55 7K5 INC GL Ca STF 06/06/3001 600 16,517 1 .,6-5 1 .973 PPOIAGIS TR SH BEN lNT 06/06/1001 7,100 13,957 .2 122 1 836 AMEPN EXPRESS CA A/C WASTER 7R SER 1000-1 A95 CL A 7 1 DUE 09-15-1007 B O6/07/1001 150,000 159,161 15B,o77 188 RMA 70FASSIG9 00071 6 75 OB-15-0003 06/07/0001 00 000 83, 377 01 03P 1 735 752 N! pCV BN DE! MD 09/3/1998 6 375 WC 70-01-3070 BED PUT 06/07/3001 505,000 570 557 579 $97 19.001 57APY000 HOTELS I RESOPTS WORLDWIDE INC PAIRED C7F 1 CL B SN BEN 7177 STAPY00 06/0/3001 4,800 173,775 119,317 .l ISB INVAUPE CORP CM 06/08/1001 400 IS 41, 10 050 5 427 FJLE1,011 CORP 6 75 DUE 05-07-7017 BED 06/08/3001 85 000 81,109 01 667 1581 RS CORP Ca 06/08/3001 BYO 19 171 3 .,671 (13, 7791 ItNAGp[ CORP cm 06/08/3001 400 15 477 10 050 5 137 iNVAGPE CORP CON 06/11/3001 300 7 710 5 031 2 716 SNVACAPE CORP CON 06/11/3DD1 300 7 740 5 025 3 715

A7 117C )IT 6 15 DUE 07-01-3011 BCO 06/11/3003 305,000 303 371 .05 35^ (7 147) CHATEAU Q4lTY5 IIlC CON 06/11/7001 600 18 77'. 10 306 (34)

Page 16

US razes rrrs 5 DUE 02-15-2011 AEG 06/11/2001 as 000 03,157 02 915 242 iIOPLDCOI 117C W HEX MCI G:OUP CUM 06/il/IOOI 700 13,681 LO l~9 1 505 DIME WICOFP INC NEW CUM 06/11/3001 700 10,78 : 5 963 1 879 STANCOPP FSNL GROUP INC CM 06/11/3001 100 1,656 7 75 : 3 303 US TRE7.S HTS D7D 00097 4 635 WC 05-15-1006 PEG 06/11/3001 05,000 04,196 6r 349 1153) CCOIJUM [NC CUM 06/13/7001 10,000 109 931 13 : 070 I12 1791 TIME BNJCOPP INC NEW COM 06/13/3001 200 7,188 3 775 7 317 ZEBRA TECIQlOLOLIES CORP CL A 06/12/2001 5 000 278 603 56 1175 147 738 WILLIS GROUP HOLDINGS Cd7 06/11/3001 100 1 610 7 750 E60 INVAGPE CORP CW 06/13/3001 100 15 .155 10 075 5,a0, CHATEAU QWTYS INC CUM 06/13/3001 1,500 45 307 46 159 I1 161 D112 8,UJCORP INC NEW CUM 06/77/2001 1 600 57,767 32 150 35 677 DIM W7CORP INC N[. CUM 06/1J/30D7 1,]UO 16 856 :5 039 .1 017 US tPEAS MS MD 0080 1 675 DUE 05-15-306 PEG 06/13/3001 110 000 138,67 170 978 11617 SPRINT CORP PCS CUM :EP 1 06/17/3001 3 500 51 540 4 : 007 12 516 FLEC7BOSTON PINL CORP 7 25 DUE 09-15-3005 BED 06/13/3001 305 000 216,160 300 093 7 169 KRAFT FOODS INC CL A CL A 06/13/2001 1,600 50 130 45,600 870 INVAURE CORP CM 06/13/3001 100 7 9B1 3 513 1 768 INVACAAE CORP CM 06/13/3001 300 i i61 5 111 3,660 MDI575 CORP Ca U6/l4/7001 100 2,46B 3 553 IB41 l33NA AMBER AN l7ATL ASSN MI! 7 75 WE 09-15-3005 BEO 06/1413001 00 000 87,695 7Y .654 7,996 YPEORG 157 US NAME CHANGE t0 wACHWIA CORP 3897758 BEE 7/37/01 06/11/3003 3,500 97,7v3 136 l67 147 8911 INVACApE CORP CUM 06/1/3001 300 7,657 5 100 3,557 ABBOTT LAB Ca 06/14/3001 3,500 137 171 108 365 19,105 DIME MNCORP INC NEW CM 06/11/3001 700 75,501 14 676 10 518 ItrvAU1L CORP CM 06/14/3007 700 11,486 7 04~ ~ 1,12 APAC CUSTOMER SVGS INC CUM 06/]x/1001 B00 3 504 F 110 17 9761 AYAC CUSTOMER SVGS INC COl1 06/]5/1001 700 3,170 5 1:5 (7 :55)

NEW ERG BUSINESS SvC INC CUM 06/15/1001 100 1 .810 3 :96 IL 486) ROYAL MAN NV 07/06/1958 8 DUE 10-01-2010BEO 06/75/3001 95,000 90 135 52 181 13,6511 QIO CR 533355E 15T B5T11 MTL SECS CORD COWL MG PASSTHPU CTF 1998-C3 CL A-1 06/15/]007 2 759 I 759 ] ].'2 ]6 INVACAAC CORP CUM 06/75/2001 700 7 677 3 807 7,750 NOPLOCQI INC W NEW MC[ GROUP CUM 06/15/7001 Boo 14 274 35 705 (21,432) DIM BANCOPP INC NEW CM 06/15/3001 700 15,158 11 AC7 10 391 IINAGRE CORP CUM 06/15/2001 300 7 631 3 Bdl 3 750 US TRL5 STS DTD 00887 7 L25 DUE 05-15-1006 REG 06/15/3001 65,000 6,797 64 50, 395 TRIi[C 1W Q! CORP 5170 vTL 06A5R001 700 13 .661 74 630 (7,958) INC GLOBAL INC 10 1 .5 DUE 06-15-2001 PEG 06/15/3001 150,000 150 000 1U 813 I14 0171 7PIiEC NAIIN CORP SUB KG Ofi/15/3001 700 12 .565 7< .053 11,5771 STANFORD MtCRODEVSCES INC 06/15/2001 1 571 18,112 4,609 17 533 EASTG0.0UP PPT75 INC vEIT 06/15/1001 500 ]l 70 : ~ oBl 1 719 SIC HAlLS STORES INC COM 06/10/2001 600 37,97 : ,0 10a 7 266 INVACARE COMP C(ri 06/18/3001 300 7,10E 7 891 31019 INVAGPE CORP CUM 06/10/2007 300 7 706 3 997 3 019 XICNA[CS STORES INC CUM 06/19/3001 500 19 .981 19 006 1 977

SPRINT UP CORP MN 7 635 DUE 06-10-3003 06/39/3003 340 000 36,561 'I7 014 7 190 LUCENT TECYNOLOLIES INC CON 57R 06/19/3007 3 500 11 121 Jl 483 119 ]561

ARM C11570ffP SVCS INC Cpl 06/19/1001 100 707 775 (767) MICHAELS STORES INC CUM O6/19/301 100 A 000 7 601 79a 1trvACAFE COPC CUM 05/19/3001 300 7,697 7 09, 3 810 iHVAGAE CORP CUM 06/19/3001 300 7 691 3 08B 7 010 STORAGE TECH CORD CUM 06/30/d001 3,500 75,741 Il 679 IS 8001 FA57GROOP PPITS INC PE[T 06/20R001 900 19 701 10 492 913 SPRINT GP CORP MA 7 625 WE 06-10-3003 06/30/7007 795 000 300 271 1~~ 954 2 7~7

SI7EL CORP CON 06/20/3001 100 872 : 566 11,6971 AlEPIPATH INC CUM 06/10/2001 1,100 56 678 25 088 77 590

577E1 CORP CUM 06/20/1001 900 1,880 5 040 13 9611 AVAC CUSTOMER RCS 114C CUM 06/30/2001 100 317 775 14621 NICNAELS STORES INC COM 06/20/2001 900 76,103 32 X12 3 691 NEW CI7G BUSINESS SVC INC CCM Ofi/31/3001 ]00 5 t:] 9 UBP 11 X61/ SITEL CORP Ca Ofi/11/1001 300 606 1,959 11,]5:1 NfERIPAtH INC CUM 06/31/3001 800 37,<10 10 077 73,788 MICHAELS STORES INC CUM 06/31/3001 800 32,335 .8 639 3,606 AMERIPAtN INC CUM 06/31/3001 800 13 .017 10 721 11 703 APAC CUSTOMER SVGS 117, CM 06/31/3001 800 3,391 6 200 17 0061 NEW [!7G BUSINESS SvC 711C Cq7 06R3/3001 300 7 591 5 190 33,8551 LUCENT TECHNOLOGIES INC CUM STF 06/718001 7,500 44,998 77 777 (?B 775) MffPIPA7N INC Cd 06/12/3001 300 5 596 2 651 2 915 Alff PIYATH INC Ca 06/21/2001 100 11 312 6 673 1 669 AMA POOL Y 0500516 5 5 DUE 04-01-2016 PEG 06/35/3001 5 .670 5 670 5 52E 157 aMEPIPA7N INC CM 06/35/3001 100 1 .810 1,596 81< AM[PIPATH INC CBS 06/35/1001 700 8 507 6 '_14 2 289 FT'MA POOL 1 585617 7 DUE 05-01-2031 PEG 06/15/2001 10 678 10 670 10 105 IIU71 Q10 OW MTG ACCEP CORP MTG PASSTHRU CiF 91-OB CL 11 A1 A17.7 DOE OS-?5-103 RE 06/35/3001 11 069 11,060 1] 807 :68 NORLOCb1 INC/40PLOC0 06/35/3001 10 000 277 187 681 76, X608 781 APK CUSTOMER SVGS 717C CUM 06/3fi/1007 1,500 1 402 11 477 17 3711 SITEL CORP CBS 06/36/1001 3 600 7 077 18 1'9 111 1101 YELLS FARGO a CO NEW GLOBAL HT 5 9 DUE 05-31-1006 BEO 06/26/2001 370,000 311 733 .04 74 ; 1 597 N2RIPATN INC CBS 06/E6/3001 700 8,519 L 949 1,577 NEW FJ.L BUSINESS SVC II C Ca 06/76/$001 100 1,007 .,715 X9111 urrutvse INC ca 06n6n001 200 5 366 s 22137

Page 17

NILROY RL7Y CORP Ca 06/36/3001 500 11,110 11 397 3 >12 DINE BANCOP7 INC NEW CON , 06/36/3001 7,00 379 651 177 753 101 905 NEW END BUSINESS SVC II C CON 06/77/Z001 600 10,813 16 669 IS 8561 LiT7ELfV5! INC CM 06/37/E001 700 5 391 5 160 331 Lft7ELN5L INC CON 06/37/3001 100 3 701 2 580 121 YORLDCbI INC W 7 55 EVE 01-01-1001 PEG PUT 06/37/3001 145 000 119 075 117 697 1 388 AOL 77lff YAIUIER 311C 7 625 WE 01-75-20719E0 06/79/3001 430 000 474,145 139 153 4 993 pOPLDCOl1 INC W 7 55 DUE 04-01-100 RLG PDT 06/18/3007 400,000 410 556 405 81, 4 .09 LI7TELtVSE INC CON 06/38/2001 200 5,70< 5 360 14< NEW END BUSINESS SVC INC CM 06/38/3001 500 9 068 13 515 I! 1171 LITTELNSC INC Ca 06/39/3001 400 10 709 10 340 360 MOTOROLA INC CON 06/39/3001 3.500 79 611 56 783 116 7091 57ANCOAP FINL GROUP INC COI 06/19/2007 1,597 75 608 37 569 78 120 STANCOPP FINL GROUP INC CON 06/39/3003 1 600 75,870 77 160 38 670 STANC00.P FIHL GROUP IHC C0.4 06/39/3001 100 4 677 3 352 3 391

NEW EtlG BUSINESS SVC INC COW 06/39/3001 100 1,873 7 694 IB611 70.REC HAHN CORP SUB v7L 06/79/2001 2.700 10 097 45 177 (5,031 SSR7CORP ![HL GROUP INC CIX1 07/02/3001 100 4,64! . 249 : 778 LITTELFUSC INC CM 07/02/3001 100 1,657 2 591 66 TRISEC HAMi CORP SUB KG 07/00/3001 900 16 782 71 635 11 453) LSi LOGIC CORP CON 07/03/3001 3,500 50,756 50 1~1 l7 STM7COPP FINL GROUP INC CON 07/01/3001 100 1 618 2,269 3 379 V!U A7P15 P755 TXRU IRS :000-1 PASSTXRU CIE CL A-1 7 707 DUE d7-O1-3015 BEO 07/02/3001 1,803 x,001 i 803 0 LOCKKEED MARTIN CORP 7 65 CO GIIMNt DUE 05-01-3016 07/03/7001 300 000 390 0E7 395,660 (5,6J7)

J P MORGAN CHASE 4 CO COH 0L03/1001 1,500 68,757 17 170 50 613 L177ELfU5L INC Ca 07/07/3001 100 3 658 1 600 58

Al2P GREETINGS CORP CL A CON 07/07/3001 3.500 37 568 102,]10 (71 803) 7RIZEC HAWN CORP SUB YI'G 0/07/3001 1,100 70,287 17 91, 1 766 STANCORP F117L GROUP INC COM 07/05/1001 100 1 644 _ C65 ] 715 STANC0R7 !'INL GROUP INC CON OU05/300L 100 1 644 3 :91 ? .75] LIttELt115E INC CON 07/05/3001 100 2 657 ?,600 53 AON CORP CCM 01/06/3001 13 335 157 775 771 717 23 674

JOHNSON & JOHNSON cm 07/06/3001 1,000 301 289 141,°55 59 294 AVALONBA7 OW775 MIT 07/06/3001 900 43,957 76 760 6 593

ZEBRA TECHNOLOGIES COP? CL d 07/06/3001 5 000 331,916 -1 150 143 736 APACHE CORP CON 01/06/3001 3,000 707,757 N 716 25 011

ASSOC AV1OfOBILE RECE1vTBLES 7R 7 7 DUE 01-15400 9E0 07/09/1001 1 .015,000 1,07 4, 227 1 017 050 7U 370 AOP CORP Ca 07/09/1001 6 665 338 975 371 671 6 258 KIMCO RL7Y CORP CON 07/70/2001 1,700 09 371 13 lu2 6 072

Tpi2EC EARN CORP SUB JfL 07/10/1001 3,000 77,793 77 776 7,915 AVAIANBAY Q17lYS MIT 07/10/3001 1,100 99,613 90 773 9,399 APAC NSTd1ER SVGS INC CON 07/70/3007 700 367 194 (S]I)

ECOI.AB INC CON 07/10/3001 1 500 P9,939 1n7 "_45 I7 7161 WA HOT INC CfM 07/10/2007 3.500 95 03' 75 115 19 577 A7 t T CORY Ca STK 07/10/3001 1,500 50,385 ~2 185 7,900 ECOLPB 117C COl1 07/11/3001 500 30,369 20 P05 1536

US TRFAS MS OTD OOB37 1 6:5 CUE 05-15-706 REL 07/11/1001 715 000 713,777 773 5i8 1175) AVALOI70AY Q4R75 ALIT 07/71/2001 7.50 117 414 10q 050 0 756 N7MC0 PLTY CORP CON 07/11/1007 X00 73,09 25 865 2,511

AvALON0A7 O4+I75 MIT 07/12/2003 7 700 151 975 155 575 16361 THOUu [ BETTS CORP COn 07/13/3001 5 000 110,56 140 700 (29 751

TPI2EC XAHN COMP SOB V7L 07/12/2001 2,800 51,778 44 527 6 851 NENFIEW E%VL CO COM COH ;TA 07/13/3001 ] 000 70 951 7] 121 1] 170)

AVALpNOAY Q9r75 MIT 07/77/3001 1,100 56,067 56 547 777 LITTELNSE INC CON 07/I7/3001 100 1,595 2 G00 I5)

NENFIELD SERI, CO CON COH 57A 07/17/3001 500 15,109 16,o17 (t 1 :]1 APAC CI15T0lffP SVGS INC CON 07/13/3001 1 200 7 107 5 153 15 305) APAC NSTQJER SVGS INC CON 07/7]/30% 400 7 138 7 Olo (7,9 :1) Gf0 C0. 50355E 157 BSTtI MTG SECS CORP CQfi MTG P/SSTHPU CIE 1998-Q CL A-1 07/16/3001 418 867 422 735 412 JBi 10 711 I(IMCO RLTY CORP Ca 0/16/3001 100 18 651 1E,561 1 690

WY CNFff CO M MD 07/08/3001 6 135 WE 07-01-7011 BEO 07/16/1001 335 000 331 164 1.1 013 151 QIO WC COWL, MTL SEC Ii7C PTO P1357NRU RF SER 99-C7 CL A-1-B 7 37] 07/16/3001 195,000 105 307 195 001 70 '_06

7RANSCCFAI! SECCO FORE' INC 7 5 DUE 04-154031 BEO 07/36/2001 370,000 237,544 :16 91, 1,567 L777ELFVSC INC C01 07/16/1001 100 3 599 '_ 600 111

"At NSTf~R SVGS INC CM 07/16/3001 7,000 3,067 7 777 /1,1111

AVA1ONBAY WRTS MIT 07/1/1001 1 300 56 711 56 651 I3161 EOTY OFFICE PP775 IN MIT 07/77/3001 0 7 J 0

OHO OR SU[SSE 15T BSTt7 MG SECS CORP CWL !rtG PlSSTHAU RF 1990-C1 CL A-l 07/17/1001 7 156 3 756 7 20E 50 RELY WIRELESS SVCS INC CCM CON Ol/17/p003 7 B 8 1

ASIAN REV BK DEB DID 09/31/1940 6 775 DUE lO-O1-3038 BEO PUT 07/1/3001 515 000 511,770 SSU 210 IB l9a1 ALfJJ7 INC ro77ffRLT ALL.1I ALUM LTD TO 7/1/01 ALGVI INC 7 ZS WE 7-15-77 BE 07/17/3001 155,000 155,701 157 024 1 179 L177CLNSL INC Ca 07/17/3001 100 7 595 : 600 151 APAC CV57OlfER SVGS INC CON 07/17/3001 3,100 6,258 15 .79 19 0.11 RIGN7CHOICE MNULED CAPE INC DEL CON 07/78/3001 300 11 017 7 937 ],319

7.LBERT50.4 5 INC CON 07/58/3001 7 .500 76,97 e1 435 14 4781 PIGH7CHOICE MAI7AGE0 CAPE INC EEL CON 07/38/1001 800 H 573 71 709 1] :3]

AVAC NSTQ¢R SvCS INC CM 07/58/1001 2 500 7,550 1E 9:5 0 751

40.COPG/GULF Ca RES CASH 12PLE0. EFF 7/16/01 01/36/2001 35 000 201 499 157 443 127.07

DONNELLEY 0. p 4 501!5 CO CON 07/10/1001 3,500 7] 600 68 BJS 1,777 US TNFAS t+T5 MD 0098 1 625 DUE 05-15-3006 REL 07/18/3001 175 000 275.000 377 575 1,065 STANCORi PIIiL GROUP INC Ca 07/79/3001 900 41,410 .0 172 21,000

7.,e 1B

PAN PAC RETAIL PPT75 INC COM 07/19/7001 700 18, 164 17,080 5 076 1(ItCGEP CO NT 6 0 DBE 01-03-3011 BEG 07/19/E001 305.000 207,837 307 690 4 143 DIALED UP PLC N7 6 6.5 DUE 06-31-2004 BED 07/19/1001 590 000 615 494 589 407 36 090 VIKOI [NC 7 75 DUE 06-01-3005 REG 07/19/2001 305,000 377,67 721,196 6 778 ATLC RICHFIELD CO !R 5 a ME 01-15-3009 BCO 07/19/3001 95 .000 95 376 95 .07 13061 WA Mlrt BM FA CNATSNORtH G1, GL TPAIlCHE TSB 00001 6 815 DUE 06-15- :011 BED 07/19/3001 715 000 352, 418 J11 765 0 057 I(ROLEP CO N7 7 5 DOE 0l-01-3071 BED 07/19/7007 705 000 107 774 104 ,8 . 3 097 7112 YAPIhR INC 8 17 SUE 00-15-3006 REG PUT 07/19/3001 305 000 334,405 319,791 1 914 U70 TECHNOLOGIES CORP CORP 6 75 DOE 07-01-3011 BED 07/19/1001 210 000 743 .074 239,434 7 590 DOW CMQf CO HT MD 02/08/3001 6 135 DUE 02-01-3011 BED 07/19/E001 70 .000 69 340 68 760 509 US FRGS H75 O!0 00887 1 625 WE 05-15-1006 REL 07/19/3001 415,000 114,416 417 171 7,115 RIGXTCNOICC MANAGED CAPE INC JCL CM 07/19/3001 700 11,356 i 821 ],739 AVALONMT Q4lTY5 REIT 07/19/2007 800 77 803 31 96b 1071 RIGXTCHOICE MANAGED CARE iNC DEL CM 07/EO/3001 100 5,51 7 911 1 670 51 TEL CORP CM 07/30/2001 100 157 317 /89/ PAN PAC RETAIL PPTTS 117C COM 07/EO/3001 100 10,]EO i 157 3,33 LI7TELNSE INC CM 07/20/3001 100 7 59, 2,600 13) Avp1qN0AT OWTYS RE IT 0/10/3001 500 13,589 27 074 I2811 517EL CORP DOW 07/378001 300 713 457 I111) NEYFSELD E%VL CO COM Cqf Silt 07/17/E001 1 .600 49 975 53 66, 17 6921 RIGHTCHOiCC MANAGED CAPE INC OEL CQ1 07/$]/3001 700 76 807 11 100 5,107 BCOCR X L P INC Ca 07/37/3001 E 500 177 796 73 078 100,50 ROYAL I(YN IN 07/06/19-9 8 DUE 10-01-30109[0 07/33/1001 95 .000 92, 906 92 781 305 AVALON9AY Q47TT5 PEST 07/21/1001 700 73,137 JI o35 786 P7GH7CHO7CE MANAGED CAPE INC EEL COY 07/$d/0001 100 5 75E 3 600 1 556 tR"wF1EW C%PL CO COM [0.M 5T6 07/21/3001 700 6,307 6 674 1413) RIGHTCMOICE M.V7AGED CARE I PC OCL CM 07/31/3001 100 01 560 15 :00 6 760 PUB STORAGE INC COM 07/15/7001 7,600 106.031 95,091 10 911 rAS7GRWi P M75 INC RE1T 0/35/3001 800 17 359 16 010 1 750 FNMA POOL 1 0580516 5 5 DUE 07-01-7016 PEG 07/35/7001 5,95 5 951 5,154 160 PIGHTCHOiCE MANAGED CAPE INC DEL CON 0/15/3001 300 9 H: i G0 . 1 872 LOCKHEED MARTIN CORP NT 0 2 DUE 12-014009 BED 07/35/1001 380 000 700,947 302 Ego 5 053 AlALOt70AY Q9?YS REiT 07/35/2001 600 28 566 .8 4'6 740 trtNF1ELD IXPL CO CM Ca SIN 07/15/3001 700 9 739 10 013 17031 t7EYFiELD E%pL CO CLM COM S7A 07/$5/100! 1,700 57,609 56 $65 / : 516/ US TRFIS t775 07U 09/15/1°a9 - N75 6 DUE 08-15-7001 PEG 07/35/7001 110 000 146,480 179 69 . 6 181 NIMCO RLTY CORP COl1 07/35/3001 1 .700 60,331 54 7na 5 532 PIMA POOL 6 585617 7 DUE 05-014071 RCG 07/25/2001 36 309 36 709 26 7~1 1:631 PILN7CNOICE MANAGED CAPE III[ EEL CON 07/25/3001 500 23,832 19 000 I °7' a0 OW ML ACCCP CORP ML PA557H0.11 C7F 9t-OB CL II A1 AD) DUE OS-35-303 PE 07/35/7001 t BBB 4,848 7 756 93 57ANC00.V TINL GROUP INC COM 07/36/301 ]00 13 911 6 E72 6 780 S7A77COPP FINL GROUP INC CON 07/36/2001 300 8,5B9 7 9i . t 113 GALLAGHER ARTHUR J 6 CO CM 07/77/3001 1 301 36 918 37 ."5 13 669 RIGX7CNOICE MANAGED CARE INC DEL COH 0/37/3001 700 11 942 11 100 7,511 577EL CORP CQf 07/37/3001 500 p57 1 296 (439) WEiuux INC can 07i27n001 400 5 702 7,086 (1 384) OLD PEP INT~ [OAP Ca 07/77/2001 3 700 69,631 50 201 19 117 RSGN7CNDSCE MANAGED CAPE 111[ EEL Ca 07/17/1007 $00 31 053 Ia,OGO 5 857 ON PAC CORP 6 635 PTS DUE 02-01-7000 BED 07/27/3001 130,000 173 467 170 085 : 783 RiGNTCNOICE MANAGED CAPE II C oEL Ca O7/Z7/2001 600 79 823 :3 250 6 51] NELLYAN INC Ca 07/37/7001 100 5 703 7 070 ~l 746) NELIIW7 INC Ca 07/30/2001 100 1,307 1 800 X7171 KIMCO PLTT CORP CM 07/30/3001 3,300 118,219 137 735 10 987 OEVRT INC DEL CM 07/70/3001 5 000 194 691 15 517 19,117 BRISTOL MTEPS SQUIBB CO CQM 07/70/7001 2 .000 117,516 113 565 971 FeC7GROUV VPTYS 114C PE]7 07/70/3001 1 700 39 107 24 734 4 769 RILHTCNDICE MANAGED CAPE IPC EEL CM 07/70/7001 100 30 055 15 P_ t iBl STANCORV IiNL GPOUP INC Ca 07/70/1001 1 437 61 959 50 050 11,a09 MOLEX INC CL A OU30/7001 5,000 110 015 10S 776 (17,6-2) MERCK a CO INC [0.Y 07/3012001 3 000 133.776 63 810 65 966 SITEL CORP CM 07/31/7001 300 731 57 . (209) UM PAC COPY 6 635 1175 DUE 0.-01-3008 BED 07/71/3001 380 000 E87,35P _"01 11 : 6 116 OIL 575 INTL INC CU1 07/31/3001 8,600 71 610 05 116 177,776) US tPFAS MS OTD 0092 1 625 DUE 05-15-7006 PEG 07/77/1001 335 000 336 090 226 055 75 AIGIITCHOICE MANAGED CAPE INC OEL Ca 07/31/3001 200 9 901 7 812 3,009 PAN PAC RETAIL PPTTS INC COH 07/77/3001 700 17 95 . 17 506 1 7<B EA57GROUP PPTYS INC PE17 07/31/3001 800 17,801 11 ],1]6 NNEOPG/PHILLIPS ItITL iLTT COPP FINAL LI011SOA710N EFF 7/9/01 07/77/3001 0 701 500 301 500 0 HELLER FINL INC CL a CUM 57K 07/77/301 1 60U BI 607 76,566 48 040 12L12R FIND INC CL A COIN STR p7/31/3001 3,00 136 96] 1] 09, 73 066 HELLER FIHL [NC CL A CON! 5Th 07q1/IODI 6 500 343 714 117 955 199 7?0 SEC UP GROUP INC CL 9 07/31/3001 1,000 30,609 la 510 6,179 Q71G0.0UP INC In MD 71/06/3000 6 75 DUC13-01-3005 BED 07/31/7001 315 000 258 130 311,780 17 149 NELLER F[NG INC CL A CUM STK 08/01/1001 1,600 e4 591 17 56' X1,035 VSALLE HOTEL PP7T5 SH BEN IM CON STIt 08/01/3001 3,40D 10 451 26 837 77,617 1¢LLE0. Fret INC CL A CON 5Th 08/07/3001 800 42 397 17,877 34 427 STARNOOD HOTELS h RESORTS WORLDWIDE INC PAIRED C7F l CL B IN BEN TUT STAAW00 Oo/01/3001 1 .50 $6 715 1'_ 515 13,000 RILNtCHDICElWUGEO CAPE 117< D[L CON 08/07/1007 700 IS 108 11 712 7 790 RIGMtCNOiCC MANAGED CAPE INC DLL Ca Up/07/3007 700 15 100 11,778 7 700 YELIHAI7 INC CON 08/02/1001 600 0 167 10 15i 13 .931 OIL STS IITL INC Ca 08/0:/3001 11 .00 91 005 126 084 172 0791

Pspe 19

SITED CORP CON 08/03/3001 300 <7 .' 195 (362) PROGRESS ENERGY INC SP PT 7 1 DUE " 07-014011 BED 08/02/1001 315,000 337,573 334 690 8 813 TRI2EC HAHN CORP SUB KG 09/03/3001 1 700 06 071 70 813 16 030 VSALLE HOTEL 7VTT5 SH BE14 1177 CON 57K 08/03/3001 13 600 313,300 110 916 71 131 ROCKWELL IML CORP HE. C¢M 08/03/3001 3,500 97,982 73 504 9 018 NELWJI INC CON 09/03R001 100 5 fill 9 110 11 506

SITED CORP CON 08/038001 1,000 5,138 11 410 (6,712) FNMA POOL P USCU510 ] S DUE OI-U14016 MG U8/0J/30U1 1,IIC,U96 1 1U1,7W 1 05, I's 7 5$5

7RI2EC HANN CORP SUB V7G 08/078001 900 17,075 13 503 7,571 BSTN SCIENTIFIC CORP CON 08/0]/3001 3,500 46,173 7B 950 7 C27

NELLYAP INC CON 08/06/3001 500 6,995 B 951 X1,8081

MORGAN STANLEY DEAN fiITTER t CO GLOBAL N7 070 01/25/1001 6 1 DUE 01-15-1006 08/06/1001 190 000 196 710 489 855 6,516

SITED CORP CON 08/068001 500 635 1 531 I9861

COW.GM FOODS INC FOPNEPLI CONTGM INC SUB tit 7 1 DUE 09-15-800 REL 08/06/3001 ]00,000 ]ll,0]¢ 707 761 5 271

PAN PAC RETAIL PPtYS INC COH 08/06/1001 100 ]0 16, 7 1]q : 165

SEC GP GROUP INC CL B 09/07/3001 300 <,178 2 8E3 1 375

PAN PAC DETAIL GPTTS INC CON 08/07/$001 700 17,843 1 SRU q 2e3

TRW INC TRW 7 675 DUE 73-15-2006 BED 08/0/1001 110 000 220 693 :05 805 10 a7~

YELUN4 INC COH 08/07/3001 1 300 16,739 ,7 1<4 (5 009)

AOt7 CORD CQf 08/07/3001 2 500 91 70e n 6'5 14,U34 ri[7GPOOP VPTTS INC MIT 08/07/1001 900 10,199 1E 667 3 536 SEC CAP GROUP INC CL B 08/00/2001 800 16,559 11,314 5 186

NELUNN INC CON 08/08R001 100 5 136 7 4C4 11,6981

FELilIM7 INC CON 08/08/2001 1,000 1<,35E 18,477 11,681

SEC UP GROUP INC CL 8 08/08/3001 800 16 551 11 951 5 101

7RENY1Ch GROUP LTD 08/098001 100 1,69 2 459 11091

1iELLW.P INC COM 08/09/3001 300 1,198 5,502 I7 7071

TRElMICN GROUP LTD 08/098001 X00 11 763 la 8: 12 .96°1

1iELUlAN INC COM 08/09/2001 400 5,5a4 1 335 I1 7171

CABOT OIL 4 GAS CORP CL A 08/10/1001 1 500 59 807 fD 730 10161

NSEHO FIN CORD 6 75 DUE u5-15-3011 BED 08/10/3001 330 000 716,797 718 5oy 9 291

FlSTG70U7 PPTlS INC PE1T 08/10/1001 1 300 39,532 24 12P 5,909

TREN4i1CR GROUP LSO 08/10/3001 700 4 97' L 777 I1 4011

GEN ELEC CO COW 08/108001 0 179 0 134

PVTPL E%ELOP GENERATION CO LLC ECC 6 95 DUE 06-15-2071 BED 08/10/3001 175 000 139 90 . 137 N37 5 065

SEC COlM7N7CATIONS INC SB' CG41UNiGT70P5 INC E 15 }IS-ll 9E0 06/10/2001 405 000 107 001 402 1]5 9 812

WEL1f1AN INC CON 08/10/3001 700 4, 182 . su_ 11 7001

SIR%17 PPTT INC CON 08/17/3001 300 1 797 1 175 661

AXE pPTY C07P MIT 08/13/7001 X00 18,157 I4 152 1 405

BPAt10TVINE RLTY TR SH BED ltli NEW REli 08/17/3001 700 6 787 n ?77 556

EActGROOP PFtYS INC PEIT OB/118001 1,600 76,077 30 U77 5 065

1YEL117.SP INC CON 0881/3001 1 500 30,987 _1 15v 16 3161

YELUMN INC CR1 00/11/1001 100 1,106 1 F37 17281

PIT PL ISBN PIV FCG COPF LTD :R N7 111A 6 676 DUE 07-714016 BED SF 01-0L70 OB/1V_007 65,000 65 95 : 65 07U 952

SIMl11T PP7Y INC CON 08/11/1001 700 10,197 11,E99 1 548

COMDISCO INC SP 1.1' 9 5 CUE 1.9-15-2007 BED 00/11/1001 X5,000 30 100 34 -. . l4 8221

BRA77DYNSNE PLTT TR $H BED ItiT NEW MIT 08/11/1007 600 13,51^ 13 i6_ 1 087

CCMDISCO INC SR NT 9 5 DUE 09-154003 BED 08/15/ :001 25 000 21 175 24 i44 U 501

BMNDriIINE PL7Y 7R SH PEI I 1T NEV MIT 08/15/3001 900 30 26- IB 6-7 t 576

DUE PVOV CW GLOBAL DEB SEP Id 6 115 OIIE01-13-1011 0E0 08/15/2001 140,000 110 489 178 571 1 a13

KINDER XORLAl1 ENERGY 4FPTIlEPS L P MS NCL 6 75 745-11BE0 00/15/1001 160 000 161,697 155 529 : 166

PELLYAN INC CON 08/15/3001 100 2,878 7 611 1911

WELIlWN 114C CM 06/15/3001 3,500 35 497 43 92E I9 7871

v°c7G0.00P PP7Y5 INC PER 09/15/2001 700 16 027 1 N51 3 176

NELV1At1 INC CO. 08/16R001 100 5 743 6 143 I1 0011

RECKSON ASSCCS PLTY COPF CL B 08/16/2001 1 707 73,77E 96 681 l4 7501

fiELUW7 INC CON 08/16/1001 300 3 856 7 317 15171

CATELLIIS OE CORP 08/17/3001 2 800 51,4-0 75 670 5 780

CBL 4 15500 PP7Y5 I11C CON 08/17/1001 1 600 49 910 41, 135 a 781

GEP GROWTH PFT75 INC COM 08/17/3001 2 700 87,979 65 127 23 012

BEDFORD PP7Y INVS INC I.OM PEA 50 03 09/17R001 7,00 5:,11 41 186 11 2E5

DUKE RLTT CORD 08/17/2001 1 800 10 751 E1 110 8 147

XREORG/GNILWPS 1NT~ PLT7 CORP PI17AL LIOUiDATI011 EFF l/9/01 OB/PROOI T 500 B ]81 B 150 11097

BRANDYNIl7E PL7T TR Sd RED It1T NEW MIT 08/17/1001 7,000 66,818 55 18' 11 636

ESSEX PP7Y TR MIT 08/17/2001 1 100 59 012 73 fill 25,771

FED R17T iNV7 7R SH BED lt1T NEW 00/17/3001 1 500 71 657 70 810 7 971

EpIY OFFICE PP7Y5 To MIT 08/17/2001 8 000 259,419 377,775 35 100

CABOT THIN, 7R Ca SH BEN 1NT 09/17/3001 1 100 70,357 .L 155 7 798

i°c7L7011G GPTYS INC MIT 08/17/2001 500 17,610 31 030 5BO

GEY MPS ACCEP CORP MOTES 7 5 DUE 07-154005 BED 08/17/3001 730,000 710 107 770 157 19 970

N0.EORG/PAC GULF PROPS INC CTS N IffRGER ERE 0/ .'7/% 08/17/3001 7 100 16 757 9 SOB 6 NS

CPMDEN VPIY TR SH BEN 7177 OB/17/1001 1,700 65 671 51 055 34 612

757 INDL RLTY 7P INC CON 08/17/0007 1,100 79,70 )8 459 1 :17

EOTY RESOP7L PUTTS T0. 5H BE! LIT 08/17/1001 7,900 110 BBB P9 7'0 21 568

BPOOFFIELO PPTYS CORP CON 08/17/3001 7,500 70 006 50 750 19 .56

API ItM . M47ft CO CL A 00/77/1001 2 900 177,47e 130 176 17 707

KIL0.0T RL7Y CORP CM 08/17/3001 1,500 Q,115 7t 587 1 195

uELIffAN INC Ca 08/11/1001 100 1 447 1 686 1'44I PS BUSINESS PNS INC CAL CM 578 08/17/2001 1 100 41 117 71 125 6 591

PAN PAC DETAIL PP7Y5 1170 CON OB/17/301 600 15 oil 11 E51 1 766

YELLKAN INC CM 09/17/3001 900 13 040 15 S18 (2 070)

Page 20

PUE1 STORAGE INC CON 09/17/2001 1,900 64 467 49 80 14 598 IWNlACNRLD MOff C14aT5 RFC MIT 08/17/1001 700 30,761 18,913 1 !19 SIMON PMY GROUP INC CQ1 08/17/2001 E,700 60 667 66 009 1 179 SUN COMUNITIES INC CM 08/1/3001 1 .300 43 107 34 690 8, 413 MACK CA1,1 RLTY CORP CON MIT 08/17/3001 3 300 67,86 57,003 6,811 PROLOLIS 7R SN BEN 1117 00/1/1001 5,100 116 771 101 19, 15 584 TAUBMAN CTP INC CON 08/17/2001 2 000 17,61 33,765 t 503 SSARY000 HOTELS t RESORTS VORLWIDE INC PAIRED RC 1 CL B SH BEN IM StMW00 00/17/3001 1 .500 57,67E 11 lei l3 494 H057 MAPRiM7 CORP MIT 00/17/3001 1 100 57,091 57 860 17691 SEC G3' GROUP INC CL B 08/17/1001 1 700 21 079 10,131 6 971 PPFMI55 PP7Y5 7R SH BEN TNT MIT 09/17/3001 1 500 42,479 76 775 5 707 HOSPITALITY PROPS 7R CON 00/17/1001 1 .600 X5,798 41 066 4 333 w[INGAR7EN RL7Y I1N5 CON MIT 08/17/3001 400 19 418 17 636 1 830 LlSTLROIIP YpTTS INC MIT 08/10/1001 100 9,70 8 827 497 PUB STORAGE INC Ca 08/20/1001 1,900 61 793 19 879 11 975 EPANDTHINC pLTY TA SX BEN I'll NEW MIT 08/30/7001 ],000 66.01 56 156 10 345 DUKE R17Y CORD 08/10/1001 1 900 73 191 56 5o9 76 59 . MACH CAL I SLIT CORP C0.4 MIT 08/20/3001 3,700 66 413 60 717 5,670 BEDFORD PPTT INVS INC CON CM 50 03 OB/EO/E001 3 .00 52 Oll 41 786 10 835 P0.CMI55 VP'IYS 7R SH BE14 it7! MIT 00/10/3001 1 600 45 .457 39 170 5 901 C0L t ASSOC PPTYS INC CON 06/20/1001 1 700 57 010 4 16- 30 311 CABOT INOL tR CM SH DEN 31a 00/10/2001 1,100 39 77P 17 017 .761 PAN PAC RETAIL PPTYS INC CM 00/20/3001 600 15,86e 71 519 1 351 MAtNFAC7UPE0 NONE Q94Y5 INC MIT OB/ZO/7001 700 30,78] 78,93 1 841 S1NON PP7Y GROUP INC CON 08/30/3001 1,100 73 161 69 all 3,590 PROLOGIS 70. 5M BFI! I1a 08/70/1001 5 100 119.576 110 417 9 159 STAR4WD HOTELS a RESORTS WORLDWIDE INC PAl11ED C7F 1 CL 0 SN BEN [M STAPN00 08/:0/1001 1 600 56,872 60 167 (],5B9) OPOOKFIELD VPTTS CORY COW 08/30/3001 7,500 69 611 50 750 18 091 I(iLROY RLTY COPP CON OB/208001 1,500 42,741 73 787 8,961 PS 0U5717E55 PItS 117C U1 C011 ;TI( 08/30/3001 1 400 41 797 37 718 7,69 IREORL/PAC GULF PROPS 31r CASH ILRGER EFF 9/37/x] OB/3U/3001 ],400 16 .757 Ifi 51E 11631 FED PL7Y INN'! 7P SN BEN IIIT NEW 08/10/$001 1 500 34 8" 31 191 7,687 EOTT PESDML PPtYS TR SH Efll 1!a OB/TO/1001 1,800 106,199 99 BOl 16 197 ESSEX PPIY 7R MIT 08/30/3001 1 .100 59 171 77 596 35,875 HOSPITALITY PROPS TR COM 08/20/3001 1,700 48 179 .1 020 1 150 BPAIJDYHIIIE RL7Y T0. 5N BEN 1117 NEW MIT 08/2012001 400 8,B66 a 308 558 NEINLAR7EN RLtY INNS CON PE17 0880/3001 500 24,506 .2 035 2 177 7A0lMNI RR INC CON 08/10/3001 3.000 37 677 23 16o 4 158 BPANOYHIPE 0.LTY 7R SN BEti Iti7 NEW MIT 08/30/3001 500 11 066 10,305 681 APT IHV7 [ MGM CO CL A 06/20/1001 3,900 17l 611 123 Za3 15 750 GEtI GROWTH PPtYS INC CON 00/10/3001 3 300 84 596 63,570 31,018 MOST MNtRIOrt CORP MIT 08/10/3001 4 300 55,610 5E 575 (905) 15T IN DL RL7Y t0. INC CON 08/10/3001 1 700 17,011 41,6E1 1 759 OPEORG/PNILLi75 7NTL PLTf CORP FINAL LIOUIDATIOt! EFF 7/9/Ol OB/TO/7001 Z 500 8 374 7 :27 5,150 SUN CO4SlR7171E5 INC CON 00/10/1001 1 300 47,115 37,886 9, .39 wELIMAN INC CM 08/10/2001 700 4,339 5.E84 (1 .755) SEC GP GROUP INC CL 0 08/30/3001 1 500 31,309 28 141 3 565 Olf0Et7 PPTY T0. 5N BEN 7717 08/10/1007 1 .700 65 937 51 P22 11 301 EOTT OFFICE PMTS 7R MIT 08/30/3001 0,000 160,61 : 127 177 77,790 GTELLUS DEV CORP 08/20/3001 3,900 57,051 46 BPS 6 166 FtMA PREASSIGP 00031 4 75 08-15-0007 08/21/1001 870,000 896,42i 90 :,513 13 509 SEC UP GROUP INC CL B 08/31/3001 7,300 37 871 35 057 2 778 US T0FA5 IRS MD 10/71/15~7 5 75 DUE 10-71-3003 REG 09/71/3001 1 175 000 1 513,736 1 503 115 a 910 ZIl4ffR HLOGS INC CON Ca 08/31/3007 000 31 008 ,1 117 91 US TPEAS N75 DID 08/15/11~~a 6 DUE 08-15-1009 REG 08818001 15,000 107,791 107 371 81 TA12EC NAHl1 COPP SUB VTG 08/33/7007 400 7 469 6 011 1 150 US TNE7S MS 1 6,5 WE 05-15-2006 REG 08/33/3001 65,000 65,16 65 31. 174

RUBY TUESDAY INC CON 08/33/3001 1 900 77 505 17 211 20 380 RECRSOA ASSOCS PL7Y CORE CL B 08838001 0 51 U Sd BUTT OFFICE 7ttY5 TR MIT 08/17/7001 0 l 135 0 1 1_'S Lp7T PESUIrtL 7P775 TR SH BEN INi 08/17/1001 0 101 0 101 EOTT RESDN7L PPtYS 7R IN BEN Itrt OB/d7/d001 0 lOB 0 108 CpTT P25DML PPTYS :R IN BEN 1a 08/33/3001 0 IOB 0 108

BUTT OFFICE 7V175 TP PEST OB/$]/3001 0 776 0 376 EOTY RESDML PP7Y5 t0. 5N BEN Itrt 08/37/3007 0 176 U 116 EOTY OFFICE PP7T5 70 MIT 00/77/3001 0 165 0 465 Epl7 OFFICE PP7Y5 TP MIT 08/1)/2001 0 IB 0 18 COT7 OFFICE PP7T5 TR MIT pB/3]/1001 D 776 0 :76 BPANDri17M RL7Y 7R SH BE7 SI+T NEW HE 17 08/37/3001 0 780 0 780 BPANDriINE PITY TR SN BEN INT NEW MIT 08/.7/3001 0 71 0 74 9PANDTYINE 0.L77 7P SH 0E1! IIR NEW MIT 08/3]/7001 0 71 0 74 BPAIIDYX112 FL7Y iP SN BEN 7!n )FEW MIT 08/37/3001 0 76 0 76 BPANDYNINC 0.LTY TP SX BE I IIR NE Y RE IT 00/37/1001 0 PO 0 ]70 RUBY TIIESMY INC CON 08/37/3001 300 7 956 1 85a , 09, BRAIlDriI1lE RL7Y 7P SH BEN IIR HEY MIT 08/37/3001 0 770 0 770 BUTT OFFICE VVTTS TP PE .T 08/37/1001 0 IF 0 1B [QTY OFFICE PP7T5 TP 0.317 OB/27/IDOL 0 17 0 17 EDIT OFFICE 7P775 TR MIT 08/3]/1001 0 157 7 :57 CpfT OFFICE PPTYS TR MIT O8/2J/3U01 0 16B InP 0 EO'fY OFFICE PPITS TR PE .T 03/3]/3001 0 168 168 0 BUTT OFFICE PP7Y5 TR MIT 08/37/2001 0 180 120 0

Pipe 21

E07Y OFFICE PP7Y5 TP MIT OB/37/100t 0 180 1P0 0 SEC GP GROUP INC CL B " 08/37/7401 1 100 15 837 27 151 3,673 SEC GP GROUP INC CL B Op/D/2001 400 0 660 x,710 942 EOTT P£SDML PPT75 7R IN BEN [M 00/17/3001 0 810 0 010 MACK CAL1 RLTY CORP CCPI MIT 08/77/IOOI 0 56 n 56 JP RLTY INC INC CON 08/27/3001 0 630 0 620 5L^M7T PP7Y INC CM 08/27/3001 0 776 0 776 [QTY 0.CSOt77L PPTTS TP SH BEN It" 00/77/7001 0 069 0 869 RECICSOt! 155005 RLTY CORP REST 08/23/3001 0 ISB 0 710 PECKSOt! ASSOCS RLTY CORP 0.[[7 08/17/3001 0 318 0 :1B RECIL501! !55005 RLTY CORP pEIT 08/77/2001 0 310 0 310 Stll4117 VVTY INC CW 08/37/3001 0 391 0 791 MACK CALI ItLTY CORP CW MIT 08/27/3001 0 311 0 31] SIRMiT PMY INC CM 00/37/3001 0 394 0 794 EOTY MIGHT L VVTTS TP SH BEN TNT OB/Z7/3003 0 869 0 869 HACK U1.1 PLSY CORP 0071 MIT 08/37/3001 0 35] 0 ,57 UNITED DOfillION MAIL ESTATE CM 08/27/3001 0 380 d 380 EptY R[SON7L PP7Y5 TP IN BEN IM 08/33/3001 0 975 U 9J5 JD RLTY INC INC CWI 08/37/3001 0 620 0 610 JP RLTY INC INC Ca 08/33/3001 0 630 0 620 UNITED UWINi0t1 0.EA1 . ESTATE CM 0!/37/7001 0 3!0 0 380 Stll4f[7 PMT INC COWL OBR3/3001 0 Ifil 0 36] HACK CAL I RLTT CORP CON MIT 0!/17/3001 0 56 0 56 JP RLTY INC [NC COM 08/33/3001 0 3 038 3 028 0 SVlP77T PP7Y INC CaM 08/27/3001 0 219 0 219 SUl011T PUTT INC C@7 08/27/3001 0 357 0 351 SV101iT PPSY I ¢ Ca 08/33/1001 0 363 0 267 JP RLTY INC INC CM 08/37/3003 0 610 0 640 SNMIT PPSY It7C COY 08/2]/3001 0 320 0 738 JP RLTY INC It7C CON 08/37/3007 0 1 711 2 14 0 JP RLTY INC INC CON 08/27/7001 0 1 742 2 713 0 JP RLTY INC INC CCM 08/73/3001 0 3,742 , 742 0 UNITED Od11NI0N REAL ESTATE C6M 08/37/7001 0 260 0 IBO HACK CALI PLTY CORP COM ItE1T 08/37/3001 0 50 0 SB MACK CAL I RLTY CORP COWL MIT 07/37/3001 0 341 0 III NECRSON ASSOCS RLTY COPE CL 0 08/33/1001 0 U o U ~COA INC NT 6 5 DUE 06-01- .011 !EO 08/33/3001 195,000 510,652 4o1 486 13,166 PECI(SON ASSOCS RLTY CORP CL B 08/3]/3001 0 57 0 57 PECASON ASSOCS RLTY COPP CL 8 00/27/2001 0 58 0 59 MC650N ASSOCS RLTY CORP CL B 08/$7/$007 0 6L U 66 PECKS011 755005 RLTY CORP CL B 08/37/1001 0 50 0 50 0.ECRSON 155005 RLTY CORP CL B 08/37/3001 0 tl 0 H UNITED WNIlIiON PEAL ESTATE COM 08/37/3001 0 76: 4 76$ MCKSON !55005 RLTY CORP MIT 08/37/3001 D 159 0 159 RECILSON 355005 RLTY CORP MIT 08/33/3001 0 165 0 165 UNITES OOfINION REAL ESTATE CON OB/3]/300L 0 536 0 538 RECKSOP 755005 RLTY COPP CL B OBR3R001 0 tl 4 77 RECNSON ASSCCS SILTY COYC CL B 08/3]/3001 0 I 0 1 RECI(SON 7550C5 RLTY COPE CL b 08/33/3001 0 0 0 0 UNITED CWI1NSOt! REAL, ESTATE COM 00/17/1001 0 363 0 763 UNITED DC11SO'00 PEAL [STATE CQY OBR3R001 0 416 0 X76 0.ECICSOI! /55005 PL7Y COPP PEI7 08/37/3001 0 165 0 165 UNITED IXYIINIOl1 REAL, ESTATE CCM 08/37/3001 0 361 U ]63 APT INYt a NO7t CO CL A OB/1U1001 0 1 539 0 1 975

APT ItM 4 IIQf} CO CL A 00/31/3001 0 1 652 0 1 657 N9 i7TY CORP PELT 08/31/3001 0 185 0 IBS APT IOl7 i MC717 CO CL A 08/74/2001 0 983 0 983 MT itM a M(M CO CL A 09/3/3001 0 1 191 0 1 191 APT iNVT a MIXI CO CL A OB/3/3001 0 983 0 983 APT I!M 4 XQf} CO CL A OB/3t/7001 0 B], 0 8]7 7J0 PP7T CORP MIT 08/31/$001 0 500 Ii SOB APACHE CORP 001 08/31/3001 1 000 19 198 37,177 11 3.6 OREO0.G REGENCY RLTY CORP IUC 70 REGENCY CFM'ERS CORP 3757715P1 3/l1/O1 08/$1/7001 0 170 0 170 XREORG REGENCY RLTY CORP N/C 70 REGENCY CENTERS CORP PS1715p1 7/11/01 OB/dV1001 0 199 0 195 IREORG SPICKCR PV7T5 CASK a SIR IffPGEP TO E07T OFFICE PTY 770l549 SEE 7/3/0 OB/3/3001 0 BO 0 BO YItEORG CHE15G RLTY fl/C TO CHEISFA PPIT GROUP INC 3137889 pl EFP 1/3/O1 OB/It/1001 0 3,696 ~ 6" 0 NREORG REGENCY RLTY COYP 11/C TO REGENCY CENTERS CORP 3757775P1 3/7Z/O1 OB/TI/7001 0 66 0 68 YIICORG SPiEAER PP7Y5 CASH G 57! IffRGER TO EOTT OFFICE PTY 2308549 EFF 7/2/0 08/31/3001 0 109 0 100 YqCORG SPIEI(E0. PMTS CASK G STK IffRGER TO EpTY OFFICE PTY 3J08549 EFF 7/j/0 08/31/3001 0 BS 0 BS YItEO0.G REGENCY RLTY CORP IUC TO REGENCY CENTERS 000.7 3757TSP1 T/lt/O1 08/31/3001 0 UB UB 0 F0.EO0.G CHELSEA RLTY t!/C TO CHELSEA PMY GROUP INC 3117889 pl E!'F 1/1/01 08/31/3001 0 983 -P3 0 IItCO0.G REGENCY RLTY CORP ILC 70 ItEGFJICT CFMERS CORP 275731501 E/13/OS OB/11/d001 0 775 715 0 YREORG REGENCY RLTY CORP IUC TO REGENCY CFN7EP5 CORP 1757]15p1 7/17/01 40/11/1001 0 Jll 717 0 YpEOPL REGENCY RLTY CORP ILC TO itEGFNCY CSUIT EPS CORP 3757715p1 3/13/01 OB/II/1001 0 BO 0 DO V0.roPG REGENCY RLTY CORP i7/C TO REGENCY CENTERS CORP I75D15P1 d/13/Ol OB/]V7001 0 141 0 IH 'MOM CMEISG RLTY !1/C 70 CHEISFA PPIT GROUP INC 3137!!9 pl FEE 1/3/01 UB/31/3001 0 1,776 1 776 0 -MOM CHEISFA RLTY !4C TO CHELSEA PVTY GROUP INC Il'7Bl9 pt ELF 1/E/O1 OB/3V30U1 0 987 00 : 0 IAeALLE HOTEL 7PTY5 SH BEN 3377 CM 57R 00/11/1001 0 7,77'_ 7 ]7 : 0 I7£OPL/PA[ GULF PROPS INC CASH HERDER EYE e/7]/O1 08/11/3003 0 ]55 n 755 I.ISALLC HOTEL P7TY5 IN BEN IIR Ca 571( OE/3/7001 0 7 416 ] 416 0 1 "eIU.LE HOTEL VPTYS SN BEN Ilrt COM 57R 00/11/3001 0 J,416 3 116 0

Pepv 22

mcaacivu cuu vanes me CASH e¢acen Err e/z3/ot oe/x4/zoos o 1 713 o 1 111 NREORG/PAC GUL! PROPS 1tIC "CASN lffRGEP E!'F B/3]/01 OB/it/3001 0 1 717 0 1 713 XPEORG/PAC GULF PROPS INC CASH MERGER EfF B/27/Ol OB/21/d001 0 755 0 755 IR[ORG SPIEA2R YVITS CASK t 57N lZRGER TO COTY OFFICE MT 3)08519 CF!' 7/2/0 0!/3/7001 0 11] 0 111 IPEO0.G NSTI PROPS TA SN BEN Ilrt STK lOtL0.PAN PAC RETAIL 3697]31 ! 61 11/77/00 08/21/3001 0 186 186 0 IREORG SPIEA2R Plays CASH & 571(!¢RGEP 70 EMY OFFICE PIT 3]0059 ELF 7/1/0 08/31/3001 0 151 0 151 L. .̀TC .,.̂T " C ML CC!` STI 08/21/3001 2 500 77,112 89 106 111 971 IREOPG 57IE1¢P PPTYS CASK & 5T1(IftRLEP TO E0T7 OFFICE PTY 3]OB549 EFF 7/3/0 00/31/3001 0 117 0 117 /PEORG REGENCY RLTY CORP N/C TO REGENCY CCMEPS CORP 3757]15P1 3/13/01 08/31/3001 0 50 A SB E7IT OFFICE PVTYS TR PE17 08/11/3001 0 .n 7'It 0 MT IN VT 4 HIXt CO CL A 08/31/3007 0 1,939 0 1 979 ART 1 NYT t M(M CO CL A 09/3/3001 0 7 751 0 1,752 RACK CALI RLTY CORP Cq7 RE1T OB/7/3007 0 117 0 Ill MACK GLi RLTY CORP Cqf PE1T 0812 4 /2001 0 BBB 0 IBB 14L1( CAL1 RLTT CORP C0.H REST 00/It/3001 0 11] 0 117 11ACERICN CO 08/31/3001 0 932 533 0 MACEPICH CO 08/21/3001 0 1,30 1 20r 0 MANUFACTURED HQ4 GYN175 I VC MIT 08/31/3001 0 761 ]61 0 kILROY RLTY CORP CM 08/21/3001 0 3,078 3 OiB 0 ItiLROT RLTY CORP CON 08/31/7001 0 1 834 1 8,7 0 MACK CALI RLTY CORP CM PEIT 08/31/3001 0 BBB 0 IBB MAHUFARIIPED HQ4 Q4RY5 INC PE7T 08/21/7001 0 510 520 0 MANIIFACTMEO HQIS OV77T5 INC NEiT 08/31/1001 0 530 5'_0 0 Iti4P0Y RLTY CORP CON 08/31/7001 0 1 177 1,171 0 PROLOGIS 7R SN BEN 711T 09/24/2001 0 117 0 117 PROLOGIS 7R SH BEN 11R OB/11/I001 0 145 0 145 PROLOG IS TR SH BEN St7T OH/0V2001 0 131 0 171 PRE177i55 PP7T5 7R SH BEN ItiT PEI7 00/11/1001 0 915 915 0 PREt+I155 GPITS TP SN BEN 117! MIT OB/3/3001 0 1 133 0 l 132 PAM' PP7T5 INC R[[7 OB/7t/1001 0 11 0 11 PPEN7S55 PPTYS TP SN BEN Itrt PELT 00/31/3001 0 732 732 0 PA"Y7 PP7Y5 INC 0.C77 08/31/3001 0 66 0 66

3(310.07 RLTY CORP Ca 08/31/3001 0 1,518 7 528 D KILPOT RLTY CORP COM 08/31/3001 0 608 0 608 KILPOY RLTY CORP CM 08/31/7007 0 686 0 686 PROIAGtS 7P SN BEN 117 08/.1/7001 0 169 0 169 EOTY RCSOML PYTTS TR SH BEN I!0. 08/31/1001 0 3 001 0 3 001

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E07'T NESDt77L PP7Y5 TP SH BEN i117 08/21/3001 0 1 601 n 1 601 GE17 GPOHIH PVIYS INC COH OB/3V2001 0 668 EEB 0

EOfY RESONTL PP7T5 TP IN BE" 7!R 08/11/1001 0 1 334 0 1 774 CO7T PESUNlL 7P7Y5 TR SH BE" ItR OB/1/3001 0 350 0 350

GEN GROMH PPTYS INC CM 08/31/3001 0 604 604 0 NIGHNOODS PMTS INC COM 08/31/2001 0 685 A 685 N7G11v00D5 PMYS INC CON OB/3V3001 0 156 0 156 KILPOY 0.177 CORP C OM 08/31/2001 0 505 0 509 I(SLR07 RLTY CORP CM OB/7/3001 0 256 0 ,56 RIIA07 RLTY CORP Cpl 00/31/3001 0 190 0 490 Ic1LP0Y RLTY CORP COM 08/:1/3001 0 391 0 394 ASLROT RLTY COPY COM 08/31/1001 0 306 1. 306 KILROY RLTY CORP CM OB/7/3001 0 214 0 ,14 NOff PROPS t7 Y INC Cqt OB/3/3001 0 100 100 0 NONE PROPS N T INC CCM OB/Id/3001 0 111 lob 0 HQff PROPS N T INC CON 08/31/3001 0 111 117 0 PROLOLIS 70. 5N BEN INT OB/3/1001 0 168 0 368 P0.010L15 70. 5N BEN IN7 08/34/3001 0 183 U 183 EpTY RCSON7L VVTTS TN SH BEN it7T 00/3/3001 0 780 1, 180 SUN COQIUPITIES INC CON 00/21/3007 0 187 183 0 510.1 COPNt77TIE5 INC CM OB/3V70U7 0 1.1 :0 7 I:D D SUIT C041UNiTIES 114C CON 08/31/3001 0 618 619 0 SC400L SPECIALTY INC N1 COI 08/24/7001 700 3,955 1 767 1 797 SCHOOL SPECIALTY [!!C WI CCH 08/21/1001 100 7 909 1 46) 1 115 TAONIN! CTR INC CM OB/IVd001 0 47 0 47 SCHOOL SPECIALTY INC WI C Q4 00/31/3001 100 i 957 7 167 1 191 SOlPftt P7TY INC C07 OE/14/$001 0 173 0 177 SI7N CQM1NI77E5 INC Ca 08/11/1001 0 1 470 1 770 0 7AlIBMAt7 CTR INC CON OB/1V3001 0 ]1B 718 0 7A11&fA17 R0. INC CM 08/14/3001 0 173 0 173

SOVRAN SELF STORAGE INC OB/1t/IU01 0 781 .B : 0 0Mt+0TYIlIE RLTY TR SX BE 7 713T NEW MIT OB/34/3001 0 100 0 IOB

JACK IN BOX INC CON 080.30.001 1 700 4 ; 331 75 675 6 516 BPANDYYINE RLTY TP SN BEN Ilrt IRY MIT OB/34/3001 0 51 : 0 5.3 AMB PnT CORP MIT 08/14/1001 0 419 0 419 AMB PMY CORP RC3t 08R4/3001 0 119 0 119 SAUB`W7 RR INC CON 08/74/3001 0 1,17 . 1 112 0 AMB PMY CORP MIT 09/31/701 0 16 . 0 764 Am PRY CORP MIT 00/24/20 DI 0 161 0 161 SVM1]7 VV7T INC CON 08/31/3001 0 116 0 116 SOJIWI SELF STORAGE INC 09/$x/7001 0 90 0 90

Vs9e 23

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SO~ SELF STORAGE INC OB/398001 0 111 0 141

PROLWIS tR IN BEN INT 08/44/3001 0 309 0 209 PROLOG IS IN SH BEN INT 08/31/3001 0 891 0 091

SUMIIT PPTY INC CON 08/21/2001 0 165 n 165 SU91IT PP7Y INC CON 08/1d/1001 0 247 n 2<7

PROLOGIS TR SH BEN TNT 08/34/2001 0 665 0 665 PROLOGIS 7R SN BEN TNT 08/31800] 0 820 n BPO

PUB STORAGE INC COW 08/39/3001 0 16 0 16 PROLWIS SR SH BEN INT OB/2</3001 0 568 0 568 VROLWIS TP SH BEN INT 08/31/1001 0 137 0 227

PUBS STOPAGE INC CON 08/]1/3001 0 13 0 ll

0.ECKSON ASSCCS RLTY CORP CL B OB/ZI/3001 0 1 n 1

PECKSON ASSOCS RLTY CORP CL B 00/31/1001 0 3 0 3

SHUPGUARD STORAGE CSR INC CON 08/14/1001 0 SI 52 0

PECKSON ASSOCS RLTY CORP CL B OBR4R001 0 SP 0 537

RECKSON ISSOCS RLTY CORP CL B 08/218001 0 lOB 0 700

PECI(SON ASSOCS PLtY CORP CL B 08/11/4001 0 639 n 679

RECKSON ASSOCS RLTY CORP CL 0 08/21/1001 0 133 0 137

RECKSON PSSCCS RLTY CORP CL B 08/31/3001 0 IBI 0 484

RECNSON tiS50C5 RLTY CORP CL B OB/ZI/3001 0 319 0 249

0.ECRSON MIDGE PITY CORE CL B 09/31/3001 0 729 U 329

RECRSON ASSOCS RLTY CORP CL B 08/11/1001 0 728 0 728

E(/1'Y RESON7L PPTYS SP SH BEN TNT OB/2/2001 0 300 U 200

GEN GROWTH PPTYS INC COP OB/YI/2001 0 151 157 0

BOY RESDHTL P77Y5 iR SH BEN INt 00/31/3001 0 766 0 166

COTY OFFICE PPTTS TP MIT 08/11/1001 0 2,006 0 1,006

GET, s ASSOC P77T5 INC CON 08/11/1001 0 103 0 187

WEN RLTY GROUP INC 08/24/4001 0 19 0 19

ARDEN R17T GROUP INC 08/21/2001 0 31 0 3~

ARCHSTONE Qff1TT5 OR SH BEN TNT OB/EIR001 0 1.311 0 ],39i

ARCHSiONE RR77T5 7P SH BEN TNT 08/11/1001 0 1 .054 U 1,054

EQTY OFFICE PPTYS TR MIT 08/11/2001 0 830 0 830

GEL c ASSOC PP7T5 INC COO OB/1d/1001 0 177 0 173

GEL s ASSOC PPTTS INC CM 00/11/1001 0 305 17 705

GEL 4 ASSOC PP7T5 INC COP 00/11/1001 0 261 0 287

CAMDEN PCTY TR SIT BEN INC 08/24/2001 a 246 2i6

CBNfERPOiNT PPTTS TR COM 48R</3001 0 17 47 0

CE'NTE'RPOiNT PPTYS YR CON 08/$18001 0 62 62 0

CENTERPOIMf PP7Y5 iR CON 08/34/4001 0 62 62 0

CEN7ERPOINT PPTYS TP CON OB/31/d001 0 351 0 251

CENSERPOINT PP7T5 IN CO. 09/31/4001 0 151 0 351

CENTERPOINS PPTTS T0. CON OB/11/]001 0 370 0 870

CAMDEN PPTY TR SH BEN TNT OB/I4/3001 0 998 n 988

ARDEN RLTY GROUP INC OB/IV3001 0 29 0 29

CEMCRPOIM PPTYS 7R COM OB/I1/I001 0 331 0 371

A0.DEN RLTY GROUP INC OB/34/I001 0 101 0 101

AVALONBAT CF47TT5 RCIP 08/14/1001 0 146 0 146

AVALONBAT CNIN7Y5 PEIS 0881/1001 0 372 0 771

PVALONBA7 CMtTTS PEIT OB/]V2001 0 670 c 6"

ARDEN RLTY GROUP INC OB/ZI/7001 0 701 301 0

ARDEN RLTY GROUP INC O8/2I/301 0 701 301 0

WEN RLTY GROUP INC 08/39/3001 0 389 289 0

BEDFORD PGTT INVS INC fOM PAR 50 .03 08/31/3001 0 6,152 0 6.152

BEDFORD PPTT INVS INC CON PAR 50 .01 08/31/3001 0 4,513 G <.513

BPANDTWiNE RLTY TR SH BEN TNT NEV REIT 00/24/3001 0 161 p <61

ARDEN RLTY GROUP INC OB/1d/1001 0 104 0 104

BEDFORD PPT7 INVS INC COM PAR $0 .04 08/39/3001 0 6,151 0 6,153

AADEN RLTY GROUP INC OB/II/1001 0 100 ~ 100

BPANDYW7NE RLTY TP SH BEN 1N7 NEW REST OB/ZI/1001 0 SB n 50

BPAI7DYWINE RLTY 7P IN BEN TNT NEW REST 08/11/3001 0 92 n 92

91W7DYNINE RLTY 7R SH DEN TNT NEW MIT 08/$1/300] 0 191 n 291

CEN7EPPOINT P7TT5 TP COM 08/398001 0 270 0 210

CENTERPOSNT PP7Y5 TP CON 08/31/7001 0 <7 91 D

AVpLONBA7 ClWTYS REIT 08/31/3001 0 81 D 81

DUKE RLTY CORP 09/2</3001 0 775 135 0

DUKE RLTY CORP 08/2 4 /2001 0 386 U 286

DUKE RLTY CORP 08/49/3001 0 3<4 1 7<4

ANCESTORS CI-07TY5 TP SH BEN ]NT OB/II/1001 0 940 li 940

OUIS RLTY CORP 08/24 /2001 0 778 D 778

DM RLTY CORP 06/2412001 0 age

DUFF RLTY CORP 08/01/1003 0 377 0 371

DUKE RLTY CORP 08/19/1001 0 1,06 1 .06 0

CEN7ERPOINT PP7T5 7R CON 08/31/3001 0 ]72 0 731

EQ7Y OFFICE PPTYS 7P MIT 08/24 /2001 0 48 o <0

DUKE RLTY CORP 00/21/1001 0 1,170 1,10 0

E07Y OFFICE PPTYS TR REIY 00/34/3001 0 300 700 0

DEVELOPERS DI VERSIfICD RLT7 CORP COW DB/31/3001 0 010 n g]0

CpTY OFFICE PGTYS TP BRIT 08/34/3001 0 35 0 75

E07Y OFFICE PP7Y5 7R REIT 08/11/1001 0 418 418 0

OEVELOPEPS DIVE0.5IFIEV RLTY CORP CON 08/$1/3001 0 348 D 7<P

CZHLEPPOINT PPiYS TP CON OB/2</Y001 0 758 0 758

Pege 24

E~T OFFICE PMTS 1R MIT OB/ZI/1001 0 730 0 7]0 EpTT OFFICE PMTS TR RE17, 00/21/1001 D 519 0 529 CHATEAU Wf7T5 INC CW OB/34/7001 0 451 151 0 E07Y OFFICE PPTTS 7P MIT 08/31/1001 0 11 0 13 oCVE14V[0.5 DIVERSIFIED RLTY CORP Ca 00/31/3001 0 516 0 516 OMIAPC0.5 DIVERSIFIED PL7Y CORP CON 08/31/3001 0 718 A 718 EpTT OFFICE PPTYS 7R PElt 08/31/1001 0 6]9 0 639 CpIT OFFICE PP7Y5 TR pEIT n+/34/10C: 0 345 JaS 0 DEV[LOP[0.5 DIKRSIFIEO RLT7 CORP Ca OB/1t/E007 0 515 0 51$ DEVCIqPC0.5 DIVERSIFIED RL7T CORP Ca OB/ZI/1001 0 515 0 515 EOP OPEP LTD PAp7NEPSNIP 1+7 6 775 DU[ 07-15-3006 BED 08/37/7001 90 000 90 369 89, 079 8 793 SPPIt7T G7 CORP M 7 125 011E 01-30-2006 BED 08/37/3001 10,000 349,415 310 111 9 361 PITNEY BOYIES INC COI 08/37/3003 3,500 109 981 75,175 7,809 SCHOOL SPECIALTY INC ui COM 08/37/7001 1 900 56,151 38 117 38 330 FTTA POOL 0 0580516 5 5 DUE 07-01-3016 PEG 08/2712001 10 372 10 373 9 916 ItrtL PAPER CO 1J7 MV 09/37/2001 6 75 DVE09-01-3033 BED 08/77/3001 175 000 176,360 175 000 1 160 Q70 DW MG ACCEP W7P HTG Pd557HRU C7F 9t-OD CL 77 A1 MJ DOE OS-SS-3011 RE OB/37/i001 6,435 6 US 6 111 137 Pv7YL FRANCE TELECm4 SA III MD 07/11/3001 144A EUitO 8 5 07-14-1031 00/37/3001 355 000 285, 026 255 143 39 003 SCHOOL SPECIALTY INC WI C0.M 00/77/2001 1,700 78,877 19 013 19 830 l7UU P004 0 585617 7 DUE 05-01-3071 PEG 08/37/3001 17 161 17,164 11 775 11731 IPEO0.G/YAC GULF PROPS 11IC CASH 14PGLR [F! 6/37/03 08/37/3001 15,700 47 189 91 062 143,8731 SCHOOL SPEC1AtT INC WI CCM OB/3E/3001 500 1,917 1 1:6 7 106 SCHOOL SPECIALTY INC HI COP 08/28/3001 ]00 0,5x6 1,156 4 530 US 7RPA5 N75 OTU 08/15/199° 6 DUE 00-154009 PEG 08/37/3001 3 000,000 3 237,013 7 311 055 16 758 IASAI.LE HOTEL 7P7Y5 SN BE1~ IIrt CON StK 08/28/3001 5,000 06 890 51 B=J 73 067 US 7REA5 BOS 8 115 DOE 08-75- :019 pCG 08/30/3001 600 000 781 774 161 817 19 922 USX - MMA7NON GROUP CON IJEw 08/29/3001 3,500 19 337 60 765 19,863 CEMER707M PPTYS SP CM 00/:9/3001 0 75E 0 758 HOST MAPAIOI7 CORP MIT 08/39/3001 800 10 65, 10 5.0 137 TRO&IAH CTR IqC CM 00/19/3001 5 900 81,712 I! SBI 1 138 SEC GP GROUP INC CL B 09/79/3001 800 11 151 15 750 1,01 VS TRFAS HIS DID 08/35/1995 - t?5 6 DUE 08-15-300 PEG 00/39/2001 600,000 673,766 598 711 71,055 SEC UP GROUP INC CL B 08/30/3001 2 000 11 500 39 076 2,424 COtUGM FOODS INC 00/30R001 1,500 57,027 65 e33 ~B 510 BPANDri1NC RLTT TP SH BEN It7T NEW pEI7 08/]7/3001 0 51. n 511 BRAt7DYYiNE PL7Y TP SH BEN INi 1+[w MIT 08/71/ .001 0 108 0 103 FM1A POOL Y 0580516 5 5 DUE 01-014016 PEG 08/31/3001 1 1 1 0 BRANOYNINE RL7T tP SH BE1I It77 NEW PE7T 08/31/1007 0 76 0 76 XREOPG SP[ENEP PPTYS C.SA . 578 BERGEN TO Ep7Y OFFICE PT! 2708519 EFF 7/3/0 08/31/3001 0 176 J ".36 CUNISW INC 50. M 9 5 DUE 09-75-3003 BED 08/31/2001 40,000 77 900 35,511 16 0111 CBL S ASSOC PMYS INC CON 08/31/2001 0 705 A 705 CBL f ASSOC PPTYS INC COY 08/31/ :001 0 287 0 291 GV10EN PPT7 iP SN BEN 117 08/31/3001 0 7,710 0 1 710 LAcALLE HOTEL PM75 SH 0=t1 IIR Ca STK 00/77/1001 0 3,416 7 716 0 IREORG SPIEhtP PP775 CASK a 5T1( lffRGEP TO COT7 OFFICE PTY ;708519 EFF 7/3/0 00/71/2001 0 177 0 173 UMOEN PP7T TR SH BEII i1+T OB/]7/1001 0 316 0 725 BPM7DTHiNE RLTY 70. SH 0E14 II+T NEW MIT 08/71/3001 0 380 0 780 BPANOTYIH[ PLTY TR SM BEN I11T NEW MIT 08/71/1001 0 871 0 871 BRANDriIItR PLT7 TR SH BEN Iirt NEW MIT 08/]1/3001 0 PI 0 174 BEDFORD PP7] 1NV5 IPC CON PM $0 01 OB/7l/3001 0 1,8.'_ 0 t B:1 SEC UP GROUP INC CL 8 08/71/3001 1 100 33,65 21 71E 1 393 AVALONBAY OW7T5 MIT 00/]1/3001 0 756 0 756 AVALONOAY 0077T5 PE37 08/71/3001 0 4?0 U CIO PRIOR PERIOD ADJUSTMENTS RECLASSIFICATIONS AND OTHER NET VARIOUS 323 OJG 2 iBa b0,570

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151,991,071 115 865 721 9 1:5 711 ---------------- ---------------- ----------------

P.9! 25

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