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ANNUAL LIST OF CITY INVESTMENTS� . YY-YYY �� . ......, , - �;r and Investmsnt ServiCe� � . �TAa. OF ASSE75 181 , . ' . b 01� lt/sl/Ol • • ' . rA�E i6 ACCa1NiT ii-03-12i-i4TSi76! ' CIiY OF Q.EYIIwTER-AR7ISAl1� pl rAR IINJE Q�.Ir M�ER NAIO�ET VALIE X 10�AL IINES7IENT � /SIIYFS A4SEf OE'SCRIr'Tlall IIOm11'S RATINC NAl1�E'T P�E AT NICT YALJE QYIII/LOSS . A�E� INCOl� � t� � NOIEr MY[ET F1�m6 . . ACI11EH2ii 7di4,394.07 2.41i 7i4,3l4.07 0.00 1,758.13 754,3l4.�7• AIM STIC 1.00• � TREASUR� rORTFOLIO 7�TAL MONEII MA�ICET FI�mS 7��4,39�.07 ;.� 75A,39�i.07 0.00 1,754.13 ?OrAL SIpRi 7E�1 INVESi11ENiS 7Si,3�9�.07 2.41i 7�A— ,3�.87 0.00 1.7i4-13 COIMION YiOCKs COIISI�IE! DIStREI'IANARY 7,s00.000 ABERCROMbIE � FITCH CO CL A COM 002il6207 20i,234a;o O.ii3 208,l34.� l9�.li 0.00 15,700.000 dARNES i NOSLE INC COM 21,700.000 BRlAlSMICK C�RP COli i0,i��.000 CHARTER COlMUNICATION� INC . CL A C�1 i.i��.�0• ENTERCOM COMlNAIICATIONS CORP CL A t,se�.l�• CETTY IMACES INC 11,30�.000 HARMAM INTEIdiATIONAI COM STK 12,50�.000 LAMAR ADVERTISIN6 CO COl1 6q77�10! 11704310! 1�117M107 2lii3ll�• s�on�ies . �136�i1A! 512s151A1 �a,�2e.eo i.asa Zl.i00 472,1lZ.0• ;Lf12 21.76� i01,I1i.00 1.i0� 1i�.430 ' 4S9,OOO.YO 1.377 � i0.000 iu,��.o• •.a�� u.sao i0�,i30.00 1.i32 . 45.190 529,?50.09 -1�i9S 42.349 41i,�1Y.5i ylO,l0i.0! i77i11l.i7 3li,E20.N iei,e�i.a� 42i,Y4Z.li . 5Z4,524.36 4l,301.42 -17,l14.0! -7i,!l7.i7 31,i7l.li 20,732.1i i2,787.64 4,725.70 �. ' �� ,. �' ,. . ; � � , ;�} � 0.00 •.00 0.0• 0.6A 0.06 0.68 0.00 �` `V � �,, ,,ne Inv��tm�nt S�rvlcN OETAA OF Al�7'i 1lLO . �! aF 12/31/O1 04-00� �� rYE �7 ss-as-us-ssu�s� crn a� aww�e-urrnur a �e � aasr �e �r v� z�� n�r w�� /sNY� �ET O��IIOM 1100�•= MTIIIO MARET PR�E AT IRT YALI! OAaI/LO�t �OC� I1100ME 7�30�.�90 TNr MORLONIDE INC COM i7Z94110! sia,i�e.00 1.003 SliZ,i2i.i! -=l,4ii.i! 9.00 42.l90 1Z,7��.00• ZALE COR� COM lbi�5il0i S31,i7i.00 1.703 41i,555.li 11i,320.OS •.00 41.ii0 7oTAL COIlSt�lEt 0�7IOMAl11 � �,ON,it1.00 13.Oi7 3,lO�,s01.9� 17l,17�.Oi 0..0 ElErCr � 12,=0�.00• DEYai ENERCY CORr ti17lM103 47i,3li.0• 1.s22 473,7�3.q i,ill.i3 �.00 COM . 3i.ifi0 11,Oi�.�00 NA80RS IIIDS INC C�M fitl5iilYi an,�ao.00 1.29! 340,l1l.4i 3�,710.i6 •.00 34.330 � 1�,�00.00• MEATHERFORD INTL INC COM • l4707�100 357,804.00 1.241 3Si,li7.i! 1.S4i.i1 0.00 ' 37.2i0 70fAL EIEIECY 1,�N,i2l.N s.l72 1��,ii�.A 3l,KS.�'! 0•� . � FDW�LIS �,i00.000 EVEREfT REINSURANCE oROUr LTO =ii� i,��.�Y• COMERICA INC C�1 12,2�0.�60 EDMARDS AC INC COM 14,��•��0 LAiRANC1iE � CO COl1 �,lO�.�iO LINCOLN NATL CORr I1� COM 03�ZiRlei ��Oi461�7 2u��oia 5��4710� fi3i1871A! ilZ,li9.00 1:!!� 70.700 , 4i�,400.00 1.4i� s�.aoo sas,a��.ee i.�zs 44.170 i13,4S�.0• i.i44 E4.4iY i7i,073.1Z 451,i�0.i7 s��,au.n 41t,ii�.3� 4i0,843.0• 1.i40 4afi,f4S.70 as.a�e . _. ---- _ M,O�i.i� i,70l.13 sz,oaz.za 1Y0,7aS.70 �4,4l7.3� •.09 3,28i.90 i,ias.00 •.00 •.eo �UST ��,,nd Invest1t1811t SBrvICO� OE�wIL OF AESEIS IELO• ... . u 04-00� � � �Z ' . �i ��aE �s si-oa-�-�srn� cmr oR aEUr�-� a . � w� aa� wisEe �r vau� x tarra� naESr�rr u�x� �s�s wu�r oESaaPrsoM eoaer•s arnw wu�r nmc� �T �cr �� . �s �� i,i00.090 sEI COR� C�1 7M117193 tit,ili.60 9.�0! =07,734.2i 4i,t�1.74 O.Oi 4j.110 2,�0�.000 WNJM�ROVIDENT CORP lli2lY10i iS,i24.60 0.�04 74�134.37 -10,510.37 0.00 � 2i.i19 7�TAL FINANCI�LS 8,l29,971.00 9.342 t,i67,�fii.39 262,502.61 4,�04.00 �xrn c� 4,l00.009 AMERISWRCEBERGEN COR� COl1 i,�00.000 ANTHEM INC COM 1l,000.00• ArOCENT TECF6i0LOCIES INC con 4,l�0.�6• CELCEl� CORr C�1 12,2��.�00 � HEALTH SYSTEMS con is,s�a.�o• coviu+cE �+c ca+ �,20�.��• IDEC PHARMACEUTIGLS COR� COM 2Y�2��.�00 IlY�X CORP NEM i.��9.00• MEDI14N1qE INC COM l,7��.�00 t/iIVERSAL HEALTN SVCS IlIC S COM �3073E10i �K��i� �s��oi 1A02610� tOSi68108 muaoe �ss�a�s �i52b28102 �Mli!llOt 913l0310• 311,395.00 •.!!7 i3.ii0 31i,i09.69 1.014 4l.i00 �l0,206.OA 1.570 za.aao u�,soa.00 e.sei 31.l20 511,10Y.00 0.!!i 2s.seo sa�,sie.00 i.ii� �.�ae t89,5�i.00 0.l27 ii.l30 55l,742.99 1.7l2 27.710 ili,1�0.00 1.00! 4i.350 ..___._ 414,966.do 1.32� �2.7i0 367,SK.30 usi,�i�.�s ♦i3,�Z1.�2 is�.iu.za l9i,433.42 sss,�as.si ui,o�a.�z 293,210.47 li�ilif.7� 4•3,4�4.2i 3,828.70 is,�a�.0 3i,378.5A -�zs.2a l�,iii.i� -�,i�s.n �a,407.za 2ii,531.53 77�O1�.0 11,481.74 o.00 0.60 0.00 e.00 9.00 e.00 o.00 0.00 0�00 9.00 � •- �r�a aF �s � �s af �ei . �r � 1'ACE 49 56-03-12S-iY2579! QTY � �EA�1S-Al�TiA1L� QI �AR WL1E CIBV MNle NO�RET INWE X'I��L INYl�71EMt IrEALI� /�IM�B �4SET O�TIOM NOmr's IdITIN� NA�KEf PRZCE �T 1■CT. MALIE QAIN/L0� AO�' LIOOIE 10��L IE�LTN CYE s,l�lt�ie'7.OA 11.�1 t,lii,�i .!0 �7,1�3.i0 •.00 D�iit'LLs �,i��.��• AMERICAN STD COS INC Cal O2l71210i 3Z7,504.00 1.M�i 2ii�1lfi.iZ 42,308.1i •.i0 ii.t30 s,��.�e� snrs a�au zNC ca+ �s�►�ua 'szo,�o=.00 �.�s�! ��,�s�o.as �s�.z�a.�� o.eo ia.�»e . ' 22,1�0.000 d� INC 1Zi12M104 741,4ti.0• 2.37� i42,t32.71 !l,222.2! 0.60 ca+ as.sse 1l,i�0.�0• CERIOIAN CORP NEY 1ii77l1�0 371,2i�.�0 l.li! 32i,4�2.K 41,7i7.� 0.09 con ia.�s� io,so�.�oo ca�nrE�rs cort� con u�asios �M,a�z.�• i.r�s us,iia.tf as,na.�s e.o• 37.4l0 , s,l06.��0 OANAF�R CORI' COM tiiiB1102_ fii,iZl.O• 1.13! 3Si,'Nil.l1 ' li.ai7.0! 11i.00 �o.uo , s,ao�.��• Exreai�s urT� w�sH inc coh sinsaies u�,si�.�� i.esa s�s,iss.as s�,iii.is ' •.oe si.sso . l�,i��.�i• ME7TLER-T�EDO INTL IqC COM ilti�il�i Ml�i1�.0• 1.7i0 �7t,0i1.4� 77.lG4d.i0 0.00 si.a�o 11,�0�.��• �ARKER HAlNIFIN COR!' COl1 7�1�l41Mi i�i�O1�.�A 1.i17 �li�9il.i1 i,l4t.3! 0.�0 • 45.l1e 1�,4�0.��• ROtERT INt.F INTL INC 770'd23303 3M,�i0.00 1.231 . i4S�ili.00 3i,8i4.0• 0.09 COM 2i.709 4,l0�.�00 SrII COR� OOM 7Mi35104 f7�,810.00 2.146.. ii7,234.l1 113,b7S.0! 0.00 , 13i.lAO �-ooa 0 a mvestment Services � . oETAn, OR AS�kki'S IEL, 0 04-008 Y OF i!/si/Oi , �T , � �YE i0 ih03-1li-i�?�7� CTiY Of CLiA�N7ER-�RI'I�YS W HIR MYJIE Cl�a M�ER MA�L'T YEY IR X 7QiAL � �� /� ASSEf OE�ttIFTION 110�1f•= RAlL10 lIARI�� RTCE AT MKT YAL.IE QA�I/L�t �OCe� ZIIOOME 7�fwL I1m114T�IALS i►�Zfi1,863.06 1i.84i ��ii3�i13.N ilA,23l.12 11.a.00 IIIFORIMTIOM TECiMOLOCY • . •,300.00• AL�HA 2NDS INC COM 0207i310! 1i0,l40.00 0.57! 1�4,�2l.i0 -3,Sil.BO 0.00 ' 21.�09 21,i0�.000 COMVERtE TECHNOLOGY INC COM ZOiii2402 4i7,6ii.00 l.iil 435,�40.i7 i2,225.13 O.OY 12�000.000 II�RAM MICRO II� CL A 1i,�0�.000 INTECRATED DEVICE TECF9rOL�11 INC COM lf,i00.000 INTERNOUEN INC C011 1i,300.000 INTUIT INC COM 1i,00�.99• JABIL CIRpJIT INL CON 12,i�0.0l0 LAi1SON SOFTUTARE INC COM SEDOL i2814135 12,2��.000 MILLIPORE CORP COM 22,1��.000 NATIONAL SEMICOtml1CTOR COM i,300.000 NDCNEALTH COR� caM �Ii71i316� �sauioi �i�no: 4i1202103 �fi313103 uo�aoie� N1�7310! iE7i401�i ii�Hi0102 22.370 t07�a40.0� •.iii 17.i20 44i,71t.00 1.430 li.il� 1�l�0!l.00 �.477 l.740 i%4�534.00 =.0li 42.7i0• 3i3,520.00 l.lfi� 22.720 1�,45�.00 �.i3i 15.�50 7�O,Si4�.0� 2.371 i0.700 i�0,4il.00 l.17! 30.7�0 217,iii.00 �.i�7 za.sse Z04,f0l.N 4il�lil.l7 1t�,fi0.p i32,lli.li 420,141.ai 26i,33i.0• 712�705.29 i�1.47l.ii 20�,442.24 b,230.1� -�3,23l.l7 t0,4il.li 122,41i.ii -si,�ii.si -7,B8i.00 27,834.80 f 0.171. ii g,222.76 0.00 0.00 0.00 •.OA o.eo 6.00 1,342.0A 0.00 0.00 % � �.�7UST �,., .�a inw.tme�t serv�ces A�fT ii-03-1?!i-ia257i! OErA� OF ASSER IB9. . . B OF 12/31/O1 Qlr OF Cf.EAd�7E!-�tRiANi QI f� '�� 04-008 nie w�u� a�a u�s �ue�r vu� z rara� nn� us�r� /!� A�fET O�iC@TIOM I�r'i YTII� MA�KEf 1'litE �T lIRT YALIE CADVLO�i ACCS� �0lE l,i0�.09• NONELlUS SYS INC COM i7000�101 374,775.00 1.200 301,Oil.i7 73,705.43 0.06 • 3l.4i0 34,1��.��• rERECRII� S1►STEMS INC 713iia1�1 i0S,70E.00 l.il! il2,�07.l� -1K,704.l� 0.60 con i�.aae , 7,7��.09• rOLYCOM INC COM 7E172K104 2i2,33l.0� '•.i40 l�i,i24.i� l0i,i14.3i 0.0• 34.07Y . i 11,1��.��• RETEK INC 7i12aQ1Y! u1,ii7.00 l.�i� 19i,1li.41 lii,3i0.i! O.i� caN 2�.ae • � s+,sst.�oe sNm�u-sci coR� soe�ona �ss.zoi.a� Z.ia�; iae,it3.K az,ssa.i� •.o• con i�.seo , ii,i��.��• uu�oRCe rue�ic �� sai�o�oi sa�,ioe.eo •.si�' 2is,aia.r� n,�ai.ti •.o� ' SrONS AOR SEDOL �22544�3 24.7fi0 ' 23,30�.000 SIJNGARD DI►TA SYS IIlC COM iq3i3303 p4,0i�.00 l.l�i i21,N3.7� i2,17i.Zi •.00 28.l30 21,E��.O�• SYlDOL TECiNOLOCIES IIK COM �73iN107' 4ii,ZM.00 1.�l� i0i,440.74 -4�,1ii.74 O.YO L.N� . , 7,i0�.�00 SYNOPSYS INC COM i71i07107 44i,l32.00 1.�37 3ti,iO3.4i i0,329.i2 �.0• 5l.Y�� 20,��.00• THERMO ELECTRON COR� COM M3iBi1�2 �77,t0�.0• l.i?.� i7f,7i3.l1 163,43i.�! �.00 23. KO • m� nFOeur�ooM �o�.a�r � a,ss�,ns.so :s.�s a,a�+,�s.� �,oie.as i,�.ae iu�a�s i,700.000 MINERALS TECI�OCIES C011 STK sosisaiei u:,ws.ae i.oe� sre,:�a.ee 4i. K� ::,iio.r� o.oa � /�' • . . . ... . 04-006 .- . �„�(IST � , . w ,, .rnd Investment Ssrvlesf � • , 6Ei�n OF As�EiS IB,9 �,. . _ � � 1LS3/Ol ' , �O�fT • ' . 1'AOE i2 ii-03-1�i-6i2578! ' CITr Of CLEMIATER-�All� W M! WLIIE L1�4' MIIVER MA�ET IMt.IE X TOTAL • D�E�i1EIfT I�iAL� /3N�■ES AiSET OESCRIPTION MOmyi lA7I11� NYKEi l�LCE AT M[T YALIE GIN/LOSa AOC�� INCOIE s:,e�e.eee ��cTiv coR� ��szs�ies s:=,aoe.o• x.ess a�,a4s.ao sa,s�a.�e e.00 � 17.750 S� j �,l��.�0• R01M1 i HAAS CO COM 775i71107 . 30�,207.0• 0.�87; 307,101.41 1,1OS.5! 9.09 34.i30 11,30�.�00 SEALED AIR COR� NEM COM i1211K100 4i1,2ii.00 1.477 4Z2,883.l2 3i,3i2.0i 0.00 40.iZ8 iOT�L lI�TEIIALi l,004,li1.00 i.4E0 1,iM,�.is li0,lit.s7 0.00 iElYiCES 120,I��.000 CITIIENS COWIUNICATIONS CO COM l�,/��.000 MESTERN MIRELESS COR� COM Cl A ?9TAL SElVICEf YTILIIIES 7,2��.000 KINOER 1'�RGAN INC co�+ Tsr� urn=r�s onae �,aee.000 XL CA�ITAL LTD CL A COM SEDOL t22i3491 1�0'TAL OR1ER 174i3B191 1,262,3l8.09 4.10i 10.ii� �s�saE:o� soa,io�.00 o.s» :a.tse 1,iY7,�.00 i.0�3 4l4i5r101 onusios 4o0,lN.0• 1.2W ss.i�e . �o,sss.0 i.� su,zaa.eo i.�ss n.sbo 1,47Z,1i0.9i �is,�es.ss i,N7,i�.iZ 3N,1M.7i se�,�s.n s�,i��.as �� iri•�N.00 1.9i�! • iM,197.A -16l,7i2.li -iie,sos.ss -s0o,or�.n 12,7i3.Z� u,�.� n, aso.a� 7�.Oi0.�7 0.90 o.oe o.00 0.00 •.00 �.00 Q.N �1KUST ,�st and Investment Services �fT Si-03-12i-ii257s'1 � i, . . �. _ �ETUL OR �li IEL� ;. , . � OF iZ/sl/01 C� OP �7ER-AR�ii�N� CU , -�-* =-��-� o4-ooa �! t1YJE Cl�a MqER IW�T 11ALIE X 7�TAL ZlNFSTIEIfi I�EALI�! /SNNE7i �SET B�lIPiZOM IIOOOr•i RATDIQ IW�T rRLCE AT !9R II�LI� �ADI/L.�i A� DR�IE TO�wL CONIIOM s1O0lS 30�477�iZl.N l7.ii7 �sZl4�l94.77 li�fi=�lZ�i.Oi i�3fA.N �,,,,�,,,_ �--- . �,- � .,...�..... TOTAI CAiH •.00 CURREIfT rERI� ACCRI�D Il�01� � •,122.1i � � . TOTAL �ArAiLES '��•� TOTAL RECEIYA�LES '�'`.�0•� i. � � ?� i T ,e mwatrrNnt SKV�o�` ,.. i��rn i �� A� OF 12/3�./Ol CLiJ1�1117ER� �IiY OF EE Pr-�Q QI M�E 36 04-OOi -- � M�ER IIA�T 1ML1� Z 70TA1. I1111ls71BR 1■�AL� � a�iET �urTIOM NOmr'� �IIT� II�T �E �T I�T: 1fALaE �11Z11/L�O�i AOCAB IMOOIE �i iT�l IUIIESiIEIfTS ° I �1 II�iET /I�S l.f7�.�.�1• �IM STIC �� 1,37i3ON.i1 3.i7� 1,37i,�ii.i1 0.�• 2,i7i.60 TREASURY rORTFOLIO 1.�00 Tvi� NpE1► IIYKET Fl�s � 1�S7i.N�.i1 3.i7� 1�i7i3OM.i1 0.00 t,�•00 1m�L s1ot� 1EA1 L1Yl�711EIftf lii7i3OM.i1 s.i7�,;, 1s�,OM.i1 0.00 l,:7�.N I L� fiOCRi C�IWB �TIOM�l� 30,30�.090 DEL�HI AUTOMOTIYE S1f=TEMS CORr l�71ti1!! 413,il�.0• 1.1�T� 4i0,ii4.�i -3i,�ii.�i 2,121.0• � lE.KO , 1i,5��.00• YALT DISlffY CO 2f4i8710i =i3�320.0• 1.02i 4�,71�.�! �13i,3�H.�! Y.0• � 20 .720 ? , i � � 22,20�.Y0� FEDERATED DEPAR7MENT =T�ES COM A�lYN101 l�7,le�.�� 2.42! 7i1,3!l.il lii,ii0.s! •.00 i7�3��.��• LIaERTY I�DIA COR�-A oon • 5,2��.�0• NA� �r'T STORES CO COM n,��.�eo ncaowu.oa coR� ca+ ts,s��.�o• �r�ev � c zNC ca+ ssonai�s i7777i103 jsoiuiei �ou�oios 4i.�06 , , •�Z,Z�O.Y• t.14i' i�.oee ,. � �, �st,t�.o• •.si� 3i.li• 730,i7Z.�0 1.lii 2�.��e sss,sso.00 i.au Z�.soe M�,i77.ti u�,aa.n 74l,ti7.si sM,ess.se -i�.477.2i t2,aos.za -la,iii.Ei iii,ssi.se •.8• e.00 0.60 �.00 i r. �v• � � ,. � , , ' ' • ' 04-60i U� • � _ _.. . ` st and Investmsnt Servlces •' •. I. , . . � . ,. .. • OETAI4 OF A37E13 �LD � . . ` . �i OF 12/S1/O1 . i ' A�fT . rABE 31 Si-03-125-68?i792 CLF�YTB� CI1Y OF EE T-ARx W , . • r , r� r�� M� � � X � � /SMARFS A�3ET 9ESC![IrTION I�r•s RATII� NAR�T .RZCE AT IRT VAL,{! CAIN/LOSS A�OCRtlEO DIDOME r TQTAL COIIS�IER O�TIONARr �,11i,g16.00 Z1.012 4,034►,8�.4i i1,367.5i 2,121.00 COIR1■E! =TARES 1�,lOi.000 ANHEUSER dUSCH INC C�1 93iZZl1�3 4l2,7il.0� l.�li 437,Ni.ii ii3Ol3.M 0.00 i,Y�0.00� CENERAL MILLS INC COM 1i,2��.00A CILLETTE CO COM l�7��.��0 HEINZ M J CO COM i,t��.000 KII�ERLr CIARK COR� COM =i,e��.90• KROCER co con i,1�0.99• SAFEMAII II� COM NEM IOi�L COIISI�@ STA!'LES �r 17�3��.�0• TRANSOCEAN SEDCO FOREX INC tNS SEDOI �2i212S7 1�,2��.�60 CHEVROMTEXACO CORP ca+ li,i��.000 CONOCO INC C�1 4i.Z10 3793341M 312,9i0.90 •.i3i i2.�19 37i7K102 i�7,id6.0• 1'.3ii 33.400 Ki07�103 ili,�i4.�0 1.Oi7 41.120 �l43N10i �Oi.i�0.0• 1.ON s�.aoo sei�iei �i,s�o.oe i.�ss ze.ae �aisi�sea u:,�s.oe e.z�o �1.7i� ' !,l77,l�.00 7.li7 a�oaai�s iK7i4100 20i2S1504 sas,ou.ao i.s� 33.i20 114,�!!.0• l.44i as.iio 4i�,7i�.00 1.2B7 ti.3�6 24Z,i3i.4i 4Zi,291.0a 3�O,12i.01 417,�i=:i� �za.�ss.za �,�sa.a� la7iBi�i.si s�a,na.�a Ni,tll.0• 4i3,i40.li il,524.fifi 7l,3i8.l2 1i,740.!! -18,M�.i� 23,01i.72 -iz,o2s.a 222,S�12.17 li,lp.22 30,a0i.00 ls,eas.oa 0.�• 0.60 s,!?.�.i0 1�l04.06 o.e0 o.oe i,f32.i0 9.00 0.0• o.ao �__ � _ �a-oos �71 . ; st and Mwstm�nt Servlosa O�TAZL � �E1s IEL� : , A= Oi 12/�1/O1 ' � • ,; ; rYE 32 fii-03-12f-itZS7l2 q.EA�IM7Qi Q1Y Of @�-N[ W i' - — �AR 1MLaE QI�@ N■eSt NW�T MYJE X 7�A1. DN�iilBfi YIR�1.� /lIM�Ei I�SSEi OE�ITrZOM NOmr'i dTIMO YII�T �CE �T NKT I�AL� Q�DI/L:O�S A�E� I1ICOIE 2i,2��.0�• EXXON MOSII COR� � i�2f1�302 1��!l,ii0.�0 l.7ii l�O1f,i�14.i0 'li�Oli.70 �.o� 3l.300 � 1f,f�0.00• MARATHOM OIL COR� KfKllOi �ii�00�.�� 1.24N� �i��lil.i! ��i3i.31 0.0• �� 30.000 17,100.000 ROYAI DUTCM �ETE CO 7i0?.i7�0� i3i,Z4t.00 2.24i 7l�,20l.i1 �i,032.i! 0.00 NY REaISTRY SHS MR N CLDR 1.2i 4l.OZO VALOR ii54526 . 3,20�.000 =CHLI�OERCER LTD COM aiiif710a 17i,M�.O! •.�7� li1�K9.ti Z4�17l.7Z iii•Zi • fi4.li• 7s'T� EI� ��77��ii9.00 lla�7l� ��i*1��iM.is lii l7ii�.f� iii.S FDIANCLLS 2i,2o0.0�0 ALLSTATE COltr COl1 �l0002101 Ml,Z4�.00 ti2TL �24,4�1.�t 24,ili.li 4,E13.00 3i.70• i,7��.��0 Al�RICAII INTERNATIONAL CROU!' Cal �=N74197 fEl,lN.00 1.4�' �11�i�1.K 1l0.33�.14 •.0�' 7l.�0• •,��.��• YANC � Al�RICA CORr �NNi1M i2i,7i�.0• 1.41i( ��1,JG93.1� � 127,27i.l� 0.60 � i2.950• i,i��.OY• CMl�� COR� COM 171t3t1�1 �i,i700.�� l.lii; �3��i.ii -4�1=t.ii l�1�l.00 N.��• , 2i,i�l.�0• GITICROUr INC COM 17Z�q101 1�3i7.8i1.52 3.i3i' 1,u1,310.1� �Nr,�l•� . 0.00 . je.aae i�,��.�0• COMERIG IIiC COM �is4oia azs,is�.e• �.2a ne,s�s.ii sa,i��.a� i,33i.00 i7.i00 i,l��.00• FAtNIE MAE 'A36K1�! �,i��.9� -i.4ii�- 473�13l.0! 75,410.l1 0.00 � 7l.�00 . U� .,,m .�d Inyeftment seNices � ACOOUfT i6-03-1ti-iB2i7�2 '. � OETAIL OF AtiE'R 1� �� 12/31/O1 � CLlA�7�, C1TY OF EE PP-YIC W � �� oa-ooa Nt M�L� � I�R IIAI�� Z 7�T�. D�1BfT 1/�lEAL.� /� I�ET OE�CRIP120N 11�'f IG'RM� IIA�T ��CE AT IM�T YALI� QAIII/1.0a! �OCe� LICONE 17,l00.09• FLEETBOSTON FINL COR� iil�3030i �i3,3i0.00 1.7fi il�ii3l.Z3 34,d19.77 i,�ii.00 � 3�.i00 4,�i�.0�0 J � MORCAN CHA=E i CO +iitiMlO• 1i1�7j7.i� 0.4�i3 �2i,ili.SO -i3,7i7.i0 9.06 �, :i.ue 31,1��.08• KEVCOIM NEM COM �l32i710� 75i,l74.00 2.d�i' 71f,i64.i1 3i,2il.�! 0.00 Z4.3�� ,2��.0�• MARSH i lKLENNAN IlIC COM i717�i1�t 4i1,2l0.0� 1.Z�7 413�i67.13 37,732.i7 ' •.00 107.4iA �,l��.�i• MERRILL LVIXM CO INC il�1M1N Zii,3i�.00 •.fli3 2ii,373.li 14.0� 0.00 � u. i:e 27,200.000 MEriIFE I1� illiiRlO� iil,ili.0• Z.�Oi 7�2,93�.i7 10l,i57.43 0.00 � 31.i�6 . l,�0�.000 MORCAN iTANLEY DEAN MITTER i LO �17Mi4�� lii,ii�.00 0.41l� 1�,9i7.l2 -41,431G.l2 0•�0 C�1 I�M SB.l49 13,l00.000 ST PAI� COS INC COM • 7lZ6i010i i1l,lii.�0 l.i3i, 5!l,i7Z.4i 11,310.it 3.�lZ.00 43.l79 11,10�.090 IlNlA1�R0VIDENT CORP lliZlYlOi tl4,Zi1.00 •.7i7' 34l,l:4.ii -�i,723.ii 0.69 � zi.sia t+sr�u. �csru.s s,s�a,�x�.a s� s,ns,us.i� sis,�.as �,�.00 �rn c� a,se�.000 SECTON OIqCINSON i CO COl1 14,�Y0.600 dRISTOL MYERS SQUI88 COPI ��1��.090 CIONA COR� COM asaanos iieizziea ilii0l10! Z95,935.00 0.78! 280,23i.4Z as.iso �s+,aoe.00 i.�bs �a,iss.:o i1.000 S7l,�.�• 1.Oli ili,�6i.31 !l.if0 14,7�6.ii -s�,z�a.2o -li,l41.i1 i1i.75 o.00 1,i12.00 _�� ST n,d Mv..�msnt se.vic.. �TAa � ASSl7i 1� , r �r �woi r �; oa-ooa �000u�T � s� ii-03-32�-bs257�2 CLE�■M1Q, Q1Y OF 8' lFA�C W , , ,, �� a wwe uee�r w� x�� nnesn�rr � is�s �ss� o�r�oN �eesr�s sarno �u�r �cE ��, w�� s�tiass �cc� n�oaE � i:.��.o�• �Rac � co iNC c�+ n�suiea �,�a.�� i.�� u�,�s.z� -iaa,iu.z� a,»e.e• . sa.ao• is,l��.��• rw►rouci� coR� con nn�tn�s sss,ns.�� i.�� sis,iss.» �s,sis.�t e.oe +t. is� 2�,i��.000 fCiIERSNO rLOIl�i COltr COM ' �6K�i101 7=7,iK.0• 1.l7� 74t,�•� -4,Hi.i� 0.0• as.aio �vr� �xrn c� s,�,-�s.ee s.ti7 s,�ie,-�iA.is -li7 � i� s�ila.7i n■is�s '�" . . Zi,��.�00 WRLINOTON NORTHERN sANTA FE COM 1llilTlO� i21,ii�.�• t.11� 7M,741.�1 32,l2't.!! 3,4ii.�0 2i.�3i . 12,1N.�� DEE� i CO LOM �Ml!ll�i iZi•YK.N 1.4�� 471,3�7.iY ii,il�.�� t,K2.00 . 43. KO , , 22,I0�.000 HONEYiiELI ZNTERNATIONAL INC �iiililK 7iMi,1K.�� t.Y}� 7i�,H�.41 -i�,�N.41 0.0• � 33.iZ0 i,70�.�Y0 TYCO DITERNATIONAL LTD COM lOZ1Z41�i i1Z,4i9.00 1.371 �l1�Ni.li 21,34i.7i 10a.7i • N.�o 12,1��.�0• IJIIION �ACIFIC COR� l�7�lilN Nl,7��.�� 1.Mi iN.��7.7i lil,Z!=.t� t,420.90 � . i7.��• 7OTAL D�IIL'ilLLS i,��tfii.N i.Ni s�0ii Otli-•0� 8�Wi6�i.l7 si�-� D�IMT�ON 7EMIOI�OCY • . 1�,i0�.�09 HEYLETT �AqCARD COl1 3,��.OY• INTERNATIONAL BUSINESS MACHS COR� COM ♦Zt2iilOS 37l,�10.�0 1.017 29.�10 4i9209101 411,ti4.00 1.100 . lY�.li9 47i.7ii.l= '.i�ll�Oil.!! -l�.77i.1i i2,2Z4.01 1,w0.00 6.90 ST .� e�d ��est�� s�►+� c 0 �ran uF �s �o i � � 1�� '. oa-ooa . ' �� • . � '� � ' �� '�'�Z p.�TQ! �Y � � ��a� Q� ��e ��u� Qa�r �s�e �r � x�r� n�r {� �sxa�s nss�r o��oN Noaar•s �raie tiecEr ��t wcY . v� ��ASS �cca�o nioo� ss.i��.��• MOTOROLA INC CON �:oa��io� ��,i�.eo z.aso »a,so0.�o -aoi,iss.�o i.sta.00 li.OZO TOT�1L I1IFOOY►TIOM 7EpNOLOi1f . 1,�N,41i.00 3.�r 1,b�i,60i.�t -33i,1lY.6t t,iO4.00 II�iE�YS i � ��_��,�� p� I� 013817161 Z9i,��il.0• 6.7i! 2ii�iii.33 3l,3li.i7 0.00 C0�1 3i.ii0 , 17.7��.00� 0011 CHEM CO COM 2i0i�31�i �l7,lOi.9• 1.40• ii0,i�7.M 17,ili.12 i,l2�.iY 3i.�ae �',. ! i 7,20/.000 INTERNATIONAL �A�ER CO CWI �i014i1�i tlO�il0.00 ,6.777 t�l��i.ii l,13i.M •.00 49.3d0 �I,l�0.000 NEMMOMT l�IG CORP COM iili3ll0i �66�7Al.60 '2.1�2 iii�il�.iZ -i3,lil.iZ 9.00 1l.110 TOT�L MAIEQALS 1�9M,2N.�Y i.30� 1�9A,li0.�! 12,�Yl.�1 i,�'1.i9 fE�11ILtf 44,7�0.099 ATiT COR� COM 21,i06.000 9ELL�0ltTH COR� SLS CROU� ca� 15,700.000 t�C COMItMICATIONS INC COl1 • 3�,!l0.00• S�RINT CORP COM �ei�sn�� er�aiei�: »aa�es ifi20i11�� i' i10,i5S.�• '2.1i� 1i.140 aza,eoo.e• t.2os sa.uo a4,��.e• i.� 3l.170 7i1,212.0� 2.0l0 2�.Oi0 7ii,l4i.ai a�s,i+s. oi �,+�.0 !7l,2i1.21 �3,l11.72 -ri,i�t. �1 -at,4sa.0 -1l8,149.21 1,i7fi.25 9.60 0.00 0.00 04-066 ST ,na �nveatme�c sen►kes ;-- ; � ■ETAL. OF ASSEIE IBY . i _ � � 12/a/91 �* �A�E ii ii-03-12�-isti7lt p.lA�IY�Ri ClTY 0� 8�F-YIC ql � wu� w� N�■dt ae�r � z�n�- n�r � /SNYB AiSET O�CRII'Tm11 I�r•i �ATIJr MY�f �CE AT lYCT YALIR� Q�I11/LO� �CC� INDOIE 1�,fK.��Y VERIZON COlMJt1ICATIONS 9234SV104 lOO,lti.3i 2.4N 1,013,6il.?i -112,l42.i7 •.0• � 47.4i• i00 �LEDOED/COLLATERAL 1oTwL fEiV�CE3 IRaIi'S3 10,l9�.��• DUKE EIIERCl/ � COM i,2��.000 DYNE� INC con ZMi9ll0i =iiliQ101 3,'1�,10i.3i 19.A7 ` ,t7,li4.9• 1.14� 3l.ti� i t�l,10�.�• •.BH zs.sc� i ��30i�3�1�i.ii �1i,24t.11 Z01,30l.1� -377�M1.22 12,il1.�! 7,7l0.l0 l,i7i.2i �.6• 9.00 13,1��.��• MlBIIC SYC ENTERPRISES CR01�' 7�Ii731K ii2,�N.�� 1.47!• iZ7.7�1.t9 Z�,li7.71 0.90 �c can at.ise , tvr� urnn�s z,in,ta.o� a.aa� t,u+ � s� �s,�se.so o.ao �er� coia� s�oacs ss,�oa,�.as ss.azs �s,ia,a�s.L �o as m ss,�ss.a �� c�sN a�r �aon �o z� �� r�s�.Es •.�o i. , H,�11.�� -N,3�l. H TOTAL RECEriA�I.ES 19E,'K'�•Ot ❑ UST Trust and Inveatment Servfces OETAIL OF 4S�Efs IB:@ ' A� OF It/�1/O1 oa-ooa � � tiiE 33 Si-03-1?5-6i25795 uE�YWTB o61 AB.M R QI �ue � asa �� NnecEr w�.u� z mriu. n�n�rr u�� H1111�3 AuET OE�tIriZ011 IIOmY•� RATIIIY MYKE� �E AT I�T 11ALIE C4IN/LrO�! �OC�� INCOIE SI�� 7N11 DIIIEiT1Bf1s • I�Er M■KET FZ■� l,a�l,lK.N• AIM sTIC ACIVEM2ai 1�K1�lii.M i.7$3 l�iil�lii.i� 9.08 ��i09.ifi TREAiURY rORTF�IO 1.�00 70�AL NaIEY IY�T Ft�'� 1,�i1,lii.iY 3.7� 1,K1,lii•N 0.00 �,i0l.�i 1R�L iIOR� TE1N DNESTIEIR= 1,�:1,lii.t� i.7l3 l,ii�1,lii.M 0.60 4,50l.ii C�� :iOCK! • � 3i,i0�.00• AOL TIME MARNER I1� �Oli4Al0i 1i17�,K�.O• 2.l4! 1�739•4N.01 -ii4,i0i.�1 6.00 COM 32.100 10,�lt.�00 aEST Nl11 INC COM Ni81i101 744.i00.80 1.4�� ilt,il7.i7 i1,902.�3 0.00 1�,2��.�00 �LOpCDU:TER INC Cl A 1�.i��.00• lIARLEr oAVIDSON INC COM 1i.2��.�i� iIARRAN•= ENTERTAIlRIENT INC COM 22, lfi� . 00� MOME �rOT INC C�1 11,00�.l9• KOML•= CORP COM STK •.060 NIKE INC CL S 7�.�i0 Nii7l1N 3i7,N0.90 •.7�i, 2i.2�� ♦ltel210S i70�2ii.0� 1.14� i4.i1• ` 41fi1l107 iit,ii�.00 1.12i i7.010 437�7i1Ot 1,12l,iA.i6 2.25! si.ei• �002661M T/4,i4�.00 1.54! 7i.�49 ss�ieiiea •.eo e.eoo r�.a�e Si9��77.li i17,M7.7� 49l,!l�.N 1,�33,17i.11 73l,479.p o.o• -3,637.�i i��i07.2i i2,i5i.31 � li,il�.3! 3s,3N.33 o.o• 0.9• 0.�� .60 9.00 0.00 i,�w. ao oa-ooa I�Truat and'Investment Servlces • � OETAIL OF A�Ei� IELO , ' � OF UJ'A./Ol I ACODIMT ' rACE 3�i ' 56-03-125-6825795 n c�wu7e EN AELM !* W . � ; � w�uE a�a � wuncEr wu� x To�r� n�r�rr � /�2 11SSET 6ESCRIr7I0N 1��'f RAT1N0 NYICET �QCE wT I�T rAL1E QAIN/LiO�i �CC�AED LICOME 2i,10�.000 OFFICF DErOT COM STK i�i21010i N3,�l4.99 0.l�7 4�1�40l.31 22�4N.i! ' 0,6� 1�.i40 1�,3i�.000 �EIRiE� J C INC COM 79i1iY19i 4l2�276.�0 �.l� 4ai�ili.2� i�ii3.80 9.00 2i.l09 ' 70TAL OONSt11ER OZSC�Ti0NAR11 i,!l1,Ll.iO lt.i77 i,i�,3is.l: -?37,17i.7s 1,+fA.09 �R iTAr1.Ei 2i,2��.06• �HILI� MORRIS COS INC COl1 ix,i��.000 �ROCTER i CAMiLE CO COM to�r� oo�t srar�.FS - E�ser •,l��.��• CHEVRONTEXACO COR� COM - K,��.9�• EXXON MOB=L COR� 7dTAL El�ECr FDI�I�LI.i � 15,�0�.000 MILLIS CROUP MOLOIl164 lTD SHS SEDOL N2764984 l,4��.000 AMBAC INC 1i,4��.000 AMERICAN INTERNATIONAL 6ROU1' COM naisaia ��znu�� lii7i�110• i0H31o1�2 1,2l2,l70.00 2.5�i as.aso ss�,4�.e• i.�x� �s.136 �� t,ae,�.oa �.�r�» ��,s�.00 i.ssa il.i10 i 1,3i1,l20.00 2.703 3l.309 =�14�1,4Ml.00 �.2l7 i,za�►,oi�.ss ��s,sss.n t,�,r�.� •1l,�it.�i 1,41i,iO3.� t►�33,',i�ii.fi �10i 3i2,i70.0• 0.72i 3i�,27s.3. 23.SS0 OZ313l168 i43,�4.0• 1.�7 Bi1,iA0.M 57.ai0 0Zi87�107 1,302,1i6.00 2.i,3 1�14i,42i.7d 7�1.400 a,�js.ss u,n�. as �o,ns.r� -22,32=.ai -il �fii3.i2 -83,�7.ii 2,394.70 -7,71i.N 155,753.22 i�,as�.00 •.o• u,sk.oa 0.00 0.00 O.N 0.80 0.00 0.00 UST rust and Investment Servic�s AC001�1T K-Oi-1l�-i�li7l6 OETAIL OF ASfE7i IELO � OF 1?JS3/0� �:i3�,-_1i �_I:=�?�iir�:Z J �� S •a-oa8 IM! 11�L� � I�OER IIYRE� 1ML1! x 7oT�L IIIIIBT118R I�L� /lMYfi 11t�ET OEiiCltirTlOM IIOmY'• RATI11� NA�RlT �C! 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DNESTlEIIT 1�lEAL� /� ASSET O�TION M0�`f RATINO ll�Ef !lICE wT I�T MY.IE QADVLO� � IMCOIE 13,19�.06• ANTHEM INC 03i74i10� i48�460.90 1.2li� 52�,i2Z.33 123,�27.i7 0.0• �pM 4l.i00 1�,3��.00• �A7RER INTL INC COM 07181310! ii2,38l.0• 1.104� 534,224.4! li,li4.51 i,7i1.80 ss.iae 5,��.0�0 �IOVAIL COR� �lOqJ10! 1N,7i0.9• •.337� 1i1�4i�.33 7,281.i7 0.00 Con ii.tLO l,s��.o�o cE�HAION INC cOM 1K70i1o! t4l,�3�.io •.4!! Z32,�?i.io 17,004.�0 e.00 . �s.aas i,f��.000 FOREST LABS INC COM 34ii3�10i 270,43i.00 0.541� Z40�743.4• 2l.il1.i0 0.00 u.sso 1/,i0�.000 CUIDAIiT CORP COM 401i�10i iTZ,900.9� 1.64i 4A�,4�4i.11 34,4i3.�! 0.00 4l.i60 5,�00.98• INVITR06EN COR� �iliiR100 E4i,6N.00 •.Ni 371�3bi.�1 -Z4,550.i1 •.00 CpM il.l30 =a,�e�.00� .mra�a� s.,oiersa+ con ��uiao+� i,s�a,��o.00 t.�as i.ss�,aso.0 -E,130.ta �.ee z�.io• 12,20�.009 KIIM. fliA�IACEUTICAL: INC Niiitl�i i13,�Hi.00 1.�Ota 4�it�9l1.11 i0,!l4.i! 0.00 , � 42.130 11,10�.000 LABORATORY COR� OF AMERICA i1L0�i i9i46R49! il7,,3i.0i 1.7l4 i0�,7Z0.7! li,714.ti 0.00 � ao.ajo 44,�7fi.000 �FIZER INC COM 7170i1103 1�75i,3ii.7� s.i12 1,721�?f1.71 38,137.0� 0.00 3l.t6� 7,000.000 TENET HEALTFiCA� COR� COM M933C100 411,�0.60 0.82Z 24r7�3i2.21 li3,i87.7! 0.00 . 5i.72A 11,50�.080 UNIVERSAL HEALTH SVCS INC d COM 113�e31�0 �l1,l7�.00 O.�i4 M�,3�M.13 2,JG70.i7 6.00 42.7i0 aa-oos UST t , �� ,,o,r a�d i�w: me� aR�a oF �s�s �n �s aF �oi � s� �T p.EwR1111TB �1 AB.7Yf R W 56-�3-325-66?5795 M! 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GM,i7S.i1 110,iii.4i 0.�• 0.�0 iN.O� i�fM.�O . •.ee i,�aa.00 3l5.23 19,731.23 0.60 04-008 UST Trusf and Investnlent SenrlCes . BETAa OR A3=E7'� IBO . n . AS OF 1TJ31/61 ' . �r • rACE 3S 5i-03-125-66257l5 CLEAIANI7� oEM AEL7Y3 � Q1 . . �� wu� a� � � v� x rora� na�rnorr uM�� /'�iM�Ei ASSET OE�CRIrTION . MO�r•f RATIMO NY�T �CE AT NKT WLIE CAIN/L0� �OCId�D DICOME 35,1i�.�00 CISCO 411STEM5 COM 17275R16Z i3B,K1.00 1.271 . ii7.23l.84 -i1,57A.84 0.00 1i.110 12,i0�.00• DELL COMPUTER COR� COM Z476?519! 347,�04.00 •.Hi 2l2,47S.1� 55,4�•K 0.00 n.iaa 32,40�.000 INTEL CORP COM 46A146199 1,Oli.li�.0• Z.037, 1,14i,3i0.3� -12i,400.3i 0.00 31.450 i,l0�.000 INTERNATIONAL BUSINESS MACHS 4i92A0101 1,�76,544.00 2.1i2 �84il�9.70 1l1,�74.36 •.00 CORP COM 12�.li0 l,i�0.0e• INTERtIL COR� �i0in10! 31i3Oi�.00 O.i3! 340,lil.Oi -20.l1l.Oi 0.00 COM 3Z.250 31,4l�.000 MICROiOFT CORP COM i!�l1i104 2,Oi0�2iY.00 �.li! l�04=�77�.i0 3i,47l.49 0•�, K. �i0 li,iY0.0A0 MItR�i TECF�IOLOGY C�t Hillll9i i14,i00.00 1.0�! ; N��ili.l! i4,0�i.al 0.00 ai.eoe ii,00�.�o• r�uus svs spc con s�e0eu0i 4ss,sz�.e• o.sia a�,iai.ia -zss.is o.00 3l.4i9 i2,10�.000 ORACLE CORP C�1 i83S9I�l�i ii1,4o1.0• 1.liZ fMN�iOi.li -i8,104.1i 0.00 13.�10 ii.00�.99• SYMAI(TEC COR� CO�t snsoaia n�,�o.o• i.�ss i�e,s�.s� sa,is�.io o.00 K.3E0 1�,iA0.060 TECH DATA COR� i7i23710i �p,4�1.60 •.l3i 4l2,�OO.�i 'u.3��•a� 0'00 � �3.2A9 1�,s��.00� YERISICN I1� C�I 9Z343ElOt 410,�.00 •.821 �i4,l95.l4 -74,073.94 0.00 35.640 _ UST Tn,st and Jnvestmsnt Services n �O�MT ii-03-12S-ii2�7l5 n 0 OETAa OF A1lE1': IB� - .. � � 1�/� CLiw�IM7S aQ AB.l1i 1T W '�� o4-ooa �� QILV M�� N�T M�L,1! Z�TY. � DIYL�7I�IT IMlEAt.� /�IME: asSET �lTIOM NOmr•= RATIl1� NA�T lR�CE �T IRT II�LIE QADI/L03� A�CIaE� INCONE 1RLL IliOeUTIOM 1EONOLOCl/ lE�1Qi tl.t��.��/ VERIZON CWyA11ICATIONS ca+ rer� sfi+rnFs If�i�IES ' lti4MM !,1/i,is.t0 L.Si7 l,070,53l.�N 1.0t9,il0.�• !. N� 1,147,101.=i ��.�� i,ao,a�e.w :.ew i,i4�,zn.ss 1]i,9N.i! -lti,711.ti -lti,711.t3 0.0� o.ee O.N 23,L��.��0 FIRtTENERCY COR� COM a37l32107 iZi,it�.0• l.ii� 7�O,i21.�7 4i,00i.13 0.�0 3�.ld� 1�.1��.90• KIqDER MORCAN INC 4l4iir1�1 7ii,�tl.�� 1.i7� 777�17t.�1 i3Oii.1! 0.00 COM ii.il0 10rTLL YTaITffi 1.f10,7i�i.N 3.l�9 I,lp�iM.N i3,0it.3t O.N 7R�L OOIYIai s70CKf . Mi1�i�iM.lf li.t7i �ii��II�.N 3�7i7,4�10.�i ii�fAi.03 TOTAI CABH • •.0• WRRDfT rERI� ACCR�O INCOME 41s1M.q TOTAI �AdASLES -Ztt,ait.7t ' Cii.nt Stn.mM,c o,q�� eo o,��ooQ Account Number 200017 Te�otion Act�il�r � �j BarNc o� Mwtca� trll Cli�nt S�vioN M�il Cod� NCt-004�03.08 200 N. CoN�p� �. Chsriold� N.C. ?8�56 . 800.9�3A9Q�2 �� N� R.�pa w�.s��a�.e�► �M.nst iees,�.e7 Oth�r T�aeq��tioe� AativitY :12.788,Z60.70 . ,! BankofAmerica. � boom� �nd Exp�nw �� nrMeo..�Y/A�/M�� MM�/r��Nl�/Y1rM�R��1��/AMM�YI��1/��M��. ��61� N�R�rhM� TMM Inra�� ONC'qr°" MIa�No�OM� � M�.OM� Ap.ney IneK.st 5678.�16.47 ! :0.00 5678.�16.47 Treasury I�rest 582.600.00 s0.00 582.600.00 Mortp�p�/Ass�t•B�ck�d I�breet aZ4.144.40 s0.00 s24,144.40 TOTAL MICOME AND EX�NSE8 �,�g� ' �p,pp ��p MATURITI/ SCHEDULE Psge 8 of 87 �ct �xt Cu�ip/ �� M ��Y+� �9� � O�w�MiN AA�r1altVNur D�M Amant Pwdp� PNdp�Uriti � SHCIESW 4�2►OISC CP 514�UB14 02�01R09t l77,000 ' i865,�4.N N 1{4A U. S. TREASURY BONDS FFCB BONOS U S TREASURV NOTES 007773 912810C29 1{.25� O2/1S/l0� 31331LB83 3.32% 031O1Q002 _.. .... . .. ... _ ......... 912827683 6.50x 03/d1Q002 _ .. __ ...................................................................... 600.000 1,000�000 _ _... ..._.... 1.000,0� i602,614.00 i 1.001,250.00 .............. . i1,007,500.� 02/15/1001 542,750.00 N 03p1Q002 i16,323.33 N _ ............... ... .. . .. ....... ...._ ...._ . .._._..._.... .. 03/�1/l001 i32,5�.00 N CIieM Stetement o�A�ROOZ m oi�� Acxount Numb�r Z00017 MATURITY SCHWULE oontirnied Bank of M�erlcs. NA CIieM Senioes Mail Cod� NCt-00403-0@ 200 N. CoN�p� &. Ch�rloll�, N.C. 2�66 800.933.�98� BankofAmeric �' �' Pege 4 0l 37 N�xt IWxt Cuiip/ Qe��en Coupon �� +►�N+� � �V d��M �V� ON� ArtwaR PbCN Pledpe UriI� TEt�NVESSEE VAIIEY AUTHORITY 88059EA1K 04/15R002 100,000 '�1�E,3l4.65 N IDt0 COUPON NOTE3 STAPP� fROM 8.159604/1li�12 _ .._ . .._. .... . . _.. . .. . . ....._..... ..........._......._...___.._ ......... .. ........... ........__.._.. ........ ............._........... . ......_....... �.... ...... ... ............ .. .......__..._... _.................. . ... .. ... .. FMlB �ONOS 3133M73C9 S.25X OdR!/l002 2,000,000 =2f021,p0.00 OE/1!/t00Z 551.500.00 N _. ... . . _ . . ... _ . .. _ ...._...... ... ................ .__..._____..._._ ..... .._......__..... __.._....... ....................___.. ... ... ._............... ....._......... .......... ..... ..........._......... ........ . .. ....._. . . _ ... SAI.LIE MAE FLOAT11�Hi RA7E 86387SCNID VAR O7p2/l002 1.500,000 =1,'301,215.00 OIA1R002 N M�JNI TERM I�iES fMI.sOEBEHiURES 3133i1ZP2 6.20x 01Q4R002 ZQ0,000 S265A71.50 07/11/2002 i7,750.00 N 86! ACO2 FMN� MAE UNSECD ROAIING 3138FOTHS VM 07R�R002 1,000,000 =1,Q00.530.00 04Q4/1002 N RAIE NOTES � _.. . . _ . ......................_._..._._._..._._......... . ........._ _... . . _..... . ....... ............._......... ... . ................. . _ _.. . .... .. .. .. .........._.._.... . FNMAt�OBAlN07ES 31358N�Z1 0.75� Of/15/1002 1,000,000 =1,025,630.00 �/IS/l002 t33,750.00 N FHlB UNSECD 80NDS 3133MGPR1 �.70l� OIR2ROOQ 1,000,000 i1.00Q„Y�0.00 O�IQ2/t002 537.0�.00 N TE�N�VALIEYAU1H�tITY 880591Df9 1.00� OIR4R002 600,000 iE10,2l8.00 O�R4/l002 518,000.00 N GIOSAI NOTES _ . . ..... . _ . . . .. ..... . .. ... . ... ... .. ._._.. ..... . FMIME MAE GLOBAL BONDS 31359MGG2 8.3M% 10/15/l002 1,000,000 =1,030,910.00 ansaooi 531,875.� N ... . .._... .. _. .... .. _ ....... ..... . . .. ... .... _ _ ... _ . _...._....... FMINIE MAE UNSECO MEdUM TERM 31364FEU1 8.0lX 10l13R002 1,33l,000 =1,�77,411.66 04R3/l001 i40,105.60 N BEMCMNIAARK NOTES S811ES B _.. . .. ..__._._. ....._ .. . _ ........ . ... . .. .._ ... . . .... . .. . ....... . .. .. .... . . FREOOIE MAC OISCOUM NOTE 313397P54 11/15ROOY 1,000,000 i8l4,1S5.20 N . .. . . _.... ._............ _..... ................. ...... . _ . .. ..... .......... ...... .. .... . .. __.. ...... .. . ....... . .. U S 1REIrSURIr 80t�S 912810DA3 11.6269i 11/15ROOZ 3,500,000 =3,757,W0.00 OS/16R002 5203,437.50 N 11 S�! 80NDS 11/ISp2 ........... .. ...... ...... ... .. .. .... .._ ..... .. . , ...... . . .. . . _ . , _... . . . , .. .. ., _ , ,, ... .. . .,. ,.. ... � � •.,,� Cl,ent Stat�M o�A�RaoQ m o��oa Accowx Nump�r Z00017 MATURITY 9CH�I�E continusd BaMt d An�Ca. NA Cli�nt S�v1oM M�fl Cod� NC1-0040�08 Z00 N. Collp� &. Ch�tlol�. N.C. �266 a00.��.l.O�Q�2 � BankofAmerl � _ A� Psgs d oI 87 Nwt N�,ct Cuip�/ Ce�en Ca4on �V �N� �� 1► Op�ntlql M.�N�t YNw Dw l4rou�t �I� PMd� UN�s fHlBBOf�S 313�M20F0 6.IM'� 11R�I� 1,�0,�0 i1,Op,1al.00 05/!E/l002 i.11,121�26 N SER 5,p1 U S TREASURY NO7E 812t27303 6.J�% it�/20� 1,000,000 i1.02f,�C0.00 06p1/l002 i28,7S0.00 N 5.75 NOTF 11 A1 . u s��sum noh e�sezr�s� s.ae�c it�o�,�oo�t :,000Aoo �,at,t�o.00 aAOaoot s�e,teo.00 N 5.625 NOTE 1T�02 U S TREASIIRY NOTE 912B273Y1 '.i.� OIA1Q003 3,000,000 =1,OY4,N0.00 07A1ROOQ i82.500.00 N 5.501�TE 01p3 U.S. TI�ASURY d01�WS Y12S1�Ci 10.7�11 O1/16iQ00� 1,000,000 i1,0ld.p0.00 02AbR00! ia7,7d0.00 N FHLB lMi1SEC0 BONOS S@aES CI03 3133M8Mt2 �.�21X �/1lQ007 1,000,000 i1,024,lS0.00 04/1i/1002 =31,105.00 N FFiIMC UNSECO NIEON�11@tM NOTQS 312823WF8 4.425'� O�R�I�00� 1.000.000 i1,006.Z60.00 O�RlR00� =23,126.00 N . USTREASUR�/lONOS i12810�7 1Q75x 06JI6a0W 1,000,000 =1,lOZ,�10.00 �/IS/t002 i53,760.00 N � BOWDS . 3t331HT=3 7a1x �@000 1.00G.000 i1A16,6e0.00 OSIQ�R002 598,liS0.00 N _ _ .... _ ._...._.... . .. _... .._._... _. FMLB S'IRUCil1R� NORE 3133�INOS VM O6� 300.000 t304.122.00 01R5J100Z N sa+�s o-oo FMa+ aa� SALL� MAE M�IUM 1BMA t�TE _.. FHIB S'TRUCTURED NOTE RATE �9� TO T195 7HEN flOATS fHFR N OTp3 oo��rs _ 883t7S817 313389WV1 8.0l� 07/lS/1008 VAR 07R9/1000 1.000,000 100,000 N/A i102,237.00 o�ns�oo� s�s,��.00 N .____ .......................................... ... .... ..._...._.._...................._.. 07R9/1002 N c�«K suc«„«u o��otRoaQ m o�� A000unc Nwnb�r 100017 MATWIITY SCH�ULE oonti�d esMc otAn�rks. NA c�ier,c s«vrc.s IN�iI Cod� NC1-00/�Oa08 T00 N. Collp� 8t Ch�blb. N.C. � a00.f00.� BankofAmerica. �� Psps A ol 87 Nn�e N.xe Cwip/ Ce�4en CAyp� �b ��h+� �«4M �b O�A► Mrk�t M�MM OM� Mrount PbdN Prdp� Urir fHl6 ROATING HATE S�RUCTUR� 3133t80E1 VAR 97�00/10W 1,000.000 i1,Q22,t70.00 07AO�QOOZ N 1�10'f E � G Oa _.._......__ ...............................---..._......_..........._._.... . .. ._..._.... .__...____...__—..._.._.. ._. ._..__......�._..__..__.............__..�.._..�..__...._........_......_. ____............_ .......................... . USIHEASURYBW�D 912t10DE5 11.1� 01/15R00� 1,OOQ000 i1,125.000.00 �/I6/t00Q 355.625.00 N USTREASURYNOTES 8128271Q3 5.1� 01/IS/20W 1,000,000 51,045.000.00 OQ/15/1002 i28,750.00 N san�s e-zoo3 , S 31N I�TES B 03 FFC81�D�1MTERMI�'TE 31331RD(6 6.�7SX 01/I1/tOW Y'i0,000 �N,N6.50 0�/11QOOQ t25,531.25 N FMN�E MAE M�IUM TdIM NOTE �1314GCY� 6.� 10�0/200� 260,000 i26t,M0.{1 04/tOR002 i6,862.50 N FAI�MIIE MAE M�IUM?HMA WOTE 31384G08 S.ON� t0�Q7�Q00! l00,000 �15,�q.l6 OIrQ7�0@ i12.650.00 N FNl6 S'iRUCiUREO N07F 3i3369A32 VM 11pS/100� 2,2�30,000 =2,2Qt,l20.00 02ps/100Q N b'ERES T-03 fi�R 11p9 ....__..._._._��.._.................__....! !........._ ................_._....__.. .........__......_.._....._ ... ... . .. ................___....... _... . _.... fREDOE MAC GL08/1l IM�SECO 3134MC05 6.37l� 11/15/100� 1,000,000 =1,054,�0.00 OiJISROQ2 =31,815.00 N 1�918�ICE NOTES U S 1l�ASURY BOND 812810D00 11.l7l� 11/15/l008 Q00.000 �S71A75.00 06/16/100Z i29,887.60 N 11.t7SBOND 11p3 fMl! lIqSECO SONIDS 9133MF7C! b.0� 1t10/�Q00� 2,000,000 i�,QZ1,t�0.00 �IOIrQ00t =b0.t00.00 N TMN VALLEY A{!iN S01Di t10Si1�1 �.00� 12/1!/1001 1.000,000 __�.Ze0.00 0�/�I/1002 i2S.000.00 N FR�Oi MAC UNSE(A �A TBtM 312924Ed6 �.�0% 12�6�QOW 1.000,000 =1,001,000.00 OB/!8/l002 517,500.00 N NORES .. ..._ _ _ . . . ...... ......... . ...... .................. ..... . ... .. _.... � . ...... . . _. .......... ... . %� �� ^Z 004776 Client Stst�m�nt o,�o�/loo�t m o,�ataooQ Accou►►t Number �00017 MATURITY SCH�ULE canbnued BaMc ol An�lca, NA Cli�t S�vlp�s MaH CoeN NC1�004Ga08 200 N. CoNp� �t. ChKlolr� N.C. � a00.o00AMZ �4 tu .. , -..,� C�_�/ BankofA�r�srica. �� r.�. � a a� w+v/ - ei�ct p� s�`unqr S�oufN� OM'" MM'll�r O■��► AArM�e M�MM 0� IM�I�t M� �� _ ... . ..__..._.__ � ��0 . Fllle lN�lSECD BONDS �13SAA�/�0 i� tll�f� 1 i�IY1�O.M 041�I�QOQ� i16.000.M N FMNVIE MAE l�ECO GlOBAI NCiES � 13SYA�(AO �.7l� 12�1� 1,�� i1,2t�,at.60 �OQ i2Y.lt7.D0 N f ANI�ME MAE UNSECO SIRUCTUR� 313Ef 1 H,0 11M Otla�1 1,��p NAA 071a1�2 N NOIf MULM�UPON . ., ._....,_. O, ....,..... ��....._.._......._.....___..._..._.___.__._.� TENN VAIIEV AtlTH GBiI STi� �SY�M /Il,Q001 � � ..___. N .._ ffRP CpUPON 60NOS ......,....._.._,... .�_......._._.._..�..._._,._ .................. .,........�..,........._.......,.,.....,,....»..,,.._.,....__...._.._,._.._._.._.......,__.........�....._....,.._..,......_...._....._.,._..�..........._....µ.......,.....,.......... FA�E MAE tN�CO STINlCTUREO 71Hf1fCi VM 01a2a00{ 1,p�,ppp ��p,pp �� N NOTE NN1LT1•=Te' CWrON _...... �� ...._..._iI,00aN0.00,..,._........ ._.._. ...............�.._... .. _............. _....... _..... AN� MAE cilodAllNrlECO NotES 9t�9YMC» 6.IOX OQ/12ROiD4 i Ot/12IQ002 i21,100.00 N _...._._..........._...._.... ..................,.__............._..._...._._...........�......_........___.�... ___.._..__ ._..._........_._ N ___._._. , FAhp� MAE UNSECO �i11UC1URE0 31�FOYKS YM �jQO�@001 1AMA00 :IAGIMO.CO O�IQOa00Q NOTE STEP COUPON , _.._._.. . . ..._._..__._....._ _........�.1000.000 .__..........._.._.___...._._............—_� _..._._...__._.._.._.._._._ ...............__.._._._..._._._ • . .. -•---....__.__......._.... FANNIE MAE UNSECO STRUCTURED 3136FOY11G3 VM 0�/lOQ004 � ��pp��p.pp ��= N ' I�TE _... ... FANN� MAE UNSECO NO1ES f Hl8 UNSECO 80NDS FANNiE MAE UNSECO GLOBAL NOTES FANNIE MAE UNSECD HOTES FANNIE MAE UNSECO NOTfS oonn _ . . .. ...... 31364KZ�7 3133N�fST 31359MHf3 3136FOAf9 3136FOGV8 _ 5.5f% OtRi/1004 S.!!0� 02Q7/tOM 5.776� 00�0!/lp01 S.2SX 03/llR004 ..... . . . . .. ... 5.15l6 04/!6/lOOM1 1,000,000 9.000.000 ..._ ............. 1,000,000 ................... 1,000,000 _ .... ...... 1,000.000 i1.002.500.00 02�iR002 =27,750.00 N S,t�007.500.00 02R7R002 SQ2.500.00..._..� N j1.003.1/0.00 ....... . .................... .......,.,.... ........ ,., ...... ......... f 1,005,000.00 _. _........ ........ _ . =1.001,500.00 O��OA/!O� S26,B�6.00 N ................... .. .............................. .... ..... ........ ................. a4R8/l001 i2d,250.00 N ._ ..................................................... ...... . ._........................ 04R8/1002 525,7�.00 N Clisnt StetemeM o��rtoos m o��a�/moQ A000unt NumbK '00017 MATURITY SCHE�ILE condnued Bank o� ArrMrica� NA c�Nnc s.nrba AAail Code NCt-00/-0�06 �00 N. Colbp� S't. Ch�riola. N.C. 28�Q6 �00.603.a98Z BankofAmerica. � ii�� Pnge e a s� N�tt Next ��P/ C�yon Coupon ��Y �u�hN �M� MrMIM O�M�M AA�a 1h� OM� Amouit Pb� Pbdp� Un4 SALIE MAE flOATp�(i RATE 86317SBJ8 VAR 04/I6R004 1,200,000 �1,20l.47i.00 04iQiR002 N N�IIIM THiM NOTES FHlB lOI�S SER�S 1�l04 3133M4D28 6.29l� '�/1!/1004 1,000,�0 ;1,0OO,,M0.00 06�Af/200Q i31,250.00 N ......_.._...._._..,_.__.._..�.... ..._.................. ..._........................,....,......._.�........._..... .... ........._,........�.._. _........... _.......... ... ...... fAliN� MAE UNSECO NOTES 3136f04P4 i.00$ OfQ71Q00/ 1,000,000 ��0.00 OaQ1iQ00Q =15.000.00 N FRWpE MAC STRUCIURW UNSECD 312923X42 VAR 07�OIQ001 __ 1,000,000 =1,001,100.00 07piQ002 N M�NN�I TptM f�l� 81EP CPN . ......_._. ._._._...... _.. _ _ ..� ........ .... . .. ... ._..... .. ..........._ ._�__.._...........�.__�.._.__............�.�....__._.... ..........__.__. ... ......... ... . .........._... .. _..._ _ ...._ T�NV11llEYAUTHORlT1'GIOBAI eeoss�aro �.7l� 07/ISa00M1 1,000,000 i1A15,000.00 07ASROOQ i23.750.00 N BONDB FMIB BONDS 313�MIBZ4 t.� 01M�2004 �00.000 i�01.2�t.00 01/I6R002 t9.a15.00 N fFCB 60NOS 31331 LMR6 S.01x 07Q{a00� 710,000 ,�5,511.l0 07Q�OOQ i9. t 61.00 N FAIiM� MAE MEOIUMTHIM I�TE �13d4(i�E6 1.�21� OIA6R001 7�,000 �1b7,46�.67 �r0�/j00! t11,593.75 N BEMEt 8 _.. .. . ........__.._.. _._ ........ ........ ....... ..._. ............. . ...._--___.... .. . ..._...... ... . . ................. . .. .. .. FNFAA UNSECO NOTES 3t38{KR38 6.l161� 0lp6/!OW I,000,000 i1,01t,7S0.00 02�/l002 528,115 00 N FANNIE MAE UNSECO NOTEH � 13o4KUt1 6.601� 01/12/t004 l,000,000 i2,001,p0,00 OQH2R002 iS5,0�.00 N U S TREASURI' NOTES 812l27liM0 I.00X 01/Ib/100{ 1,000,000 i1.060,i�.00 02/I6/1001 i30,000.� N __ ...........__.. _. ....._._._......._......._...._ ....................... .. .. .......... ....... ...... ................. . ........ __._.... ... .. FANhNE MAE UNSECD N07ES 3136�K3K� 5.S11i 09p8/l004 1.000,000 =1.021,250.00 W�/lOOQ i17.550.00 N FfCB BOI�S 313311�4 4.45� ...... . _ _. ...... ... . . . . ..... . _ . . . .. .... . .............__...�_. fAt�NJIE MAE UNSECO I�TES 3136f0090 4.Ir39� _ . ..... � `.. 0,/ITR004 400.000 �OS,124.00 09/17/lOOQ =8,900.00 N .. ........ . ..........__._... .. ................._ �.. ...............__...... _ ......_............ _....:..... ... . ....... .. ........___...._ _. _... ... . .. . ...... . 09/17/l004 100.000 =101.683.00 03/17/l002 i2,312.� N ,. �^ ..... CIi�M Stst�nt m�mROOQ o� ot�ROO¢ Account Number �00017 MATURRY SCH�ULE oartinued B81dI O� MIl�IC�� NA Clhnt S�vio�s M�il Cod� NC1-0040�06 Z00 N. C,ollp� S't. Chalofb�. N.C. 28256 800A33.�2 `/ —�.: �. i ; BankofAmerica. � Pps 9 0! 87 N�oR Nat C'r'p/ C� �� Y ��N� �a� M�M► O�MNr Mrl�tvl� Di� An�ouit � pY�Uald FI� IMISECD �ONDS 913�M(T4f �.�Ox 01�t7�l00{ 1a10,000 if,�tl,100.00 0la1IQ002 =1�,s00.14 N _ _.._.._. �..._...._.w.. ._......____.._._......... FAt�M1E MAE 1N�SECO NOTES 3136FOU67 �.77� 1q�Rl�@001 1A00.000 '�9l1.tA0.00 01al�Q002 i18,o60.00 N _ _ _._. .._._..._...._..�__.._ .................._.._..._._..w__.�.........�..._....._....................._...._............ FHIe UNSECD BO(�S 3137NIEKV2 6.60� I1AIrQ004 1,000,000 i1,00�,p0.00 Ob�01Q002 =27,600.00 N ___._... . .. ....._......._.._.__ . .... ................_..._..._.._.�....._...._........_............. ..........._................ fRE001E MAC GL�AI lNi1SECD 912923M7 5.25� 11/17Q001 1,0�,000 �1,OOI,q0.00 06/17/lOOQ =2E,260.00 N NOTES FMNd� MAE N07ES 31361K�3 �.1i� 11/12�Q00{ 1,000,000 i1.037.1l0.00 06rQ2iQ002 533.750.00 N FAI�p�NiE MAE IqViECO NO'IE8 �13�fOdC1 4.00� i2p�R001 1,000!000 it,001,tlO.W �IlOOZ =20,000.00 N FfC9l�S 31331HSA1 �.� 121QqR004 1,000,000 i1,OS4,p0.00 Oi�QQ/t002 i30,00D.00 N fMld UNSECD STAUClIN1E0 t�TE 3133MKIId7 VM 12iQ4Q001 1,000,000 5880,si0.00 OiQ4/t00Q N �xna�v couvoM FRE00� MAC M�JM 1BIM UN� 312Y24�2 �.�0'� 12Q7�004 1,000,000 �1,00l.420.00 0!/l7R002 =21,li00.00 N NOIEE fFC6lONOS 31331L1AM7 4.2� 12�Q7Q601 1,N0,000 i1,000,N0.00 Ol�ll@00! t21,200.00 N FHIMt GIOBAI NOTfS 31341Li2S4 �179'� 01/15Q�00� 1,000,000 =1,0�,000.00 07A6�Q002 i34,876.00 N fANNIE MAE UNSECO t111UCTURED 31�f1NN6 VM 01Rl�QOOS 1,000,000 �BS,790.00 07�� N � Mu�n-s� cou►oa . FHLB UNSECO BOPIDS 3133N�,�7 5.125x OZM/l006 �00,000 =IOd.752.00 02/14Q001 510,250.00 N FHIe UNSECD BOI�S 3133MDD26 5.70'X 03p7/1005 2,000,000 =2,007,500.00 08p7/l002 i57,000.00 N ooz�� GiMt Stetem�M o,�ROOQ m o,��002 BaMc o� Ar�rrlca. NA _ Client S�rviors MWI Cod� hIC1-001-OC�08 AcoouM Nume.r 200 N. Cop�p� 8t Z00017 Chwlow� N C. 7�b'6 e00.�3.� MATURITY SCH�ULE oonttnwd BankofAmerica. �� Pspe 10 0/ 37 N.a N.�n cuWV✓ ay,N c�„�„ s�e�.� s.eur�y� C� �ar�N o�.�M AA�r�.t�. ow nma.k ►rq�. rreo. um. � fHlBil�1SECOdONDS �133MDON0 4� 0�07/lO�iz 2.SOO�,NO S2.5e7.l09.00 01�07QOOQ i71,125.00 N FIIIB UNSECO BOI�DS 3133MOGC1 6.1� W107Q005 • 1.000.000 =1,00�.760.00 0�07�Q002 �.750.00 N FR�OE MAC 11�DRfM T6iM UI�SECD 312923Ni2 5.'.D9� 08�07�lOOB 1,3�0,000 =1,!{4.�1l.70 �107Q� i36.515.00 N � a _.. __ .........._. __. .._...._....._.. _ ......... ........._.._.._...____..... ......__ __.... .. . . ...._..... .�. �__.._.. _........ �.._ ......... . .... _.. FNLB I�SECD STAUC?UItED NOTE 313�MKfEt VM 01R1/1000' � 1,000,000 NM Oi�Q1Q002 N S'iD COUPOPI . . FHIB UNSECD BONDS S9tES A205 3133AABMA2 7.� OfQ�R006 �00,000 �Oi.75p.00 OI�Q�QppQ i11,250.00 N FMlB i1RUCTUREO NOIE 313369RfT VM 01/iJ/1006 1,000,090 i1A19,N0,00 pZ/17QOOQ N fl0A1NKi RA1E . fHFR O�pS A RNa fIRUCNR� NdfE 3133�E� YM OMl� �Q0.0� =761,i77.80 O!/It�Q00Q N FLOA1fIG RAIE NifH O�rOS B FIK� STRUCTUR� NOrTE �131e91UM VM OI�QOOf I,Q00„000 i1.610,�i6.00 Ot�Q6R00Q N �611� C-06 . fi1R1 !'I� C Olps ' F� � u�co Not� FAN� MAE NOTES FMMiE MAE UNISECO NO'IES � 00?7�0 31384KUF5 7.2� MA1�6 31384KUC1 3136�KVM9 7.2!% OiAiR006 7.11x 01/18QOGS �.OM,000 i1.0Y2./20.00 1,0�,�0 i1,031,2�0.00 1.000.000 =tA32.180.00 `� OIA:ROOZ it0e,3o0.00 N O�A11Q002 =36,250.00 N —_____. . ._ .... .. .. .............. . 03/18R002 s35,550.00 N Ciiern s�ersm.nt 01/Ot�l002 b Ol/�1/:OQt Accourn Numbsr 200017 Nu►TURmr sc� � Bank of A�I�a. NA Cliant S�tvio�s AAsil CocM NC1-004-0Ci�08 ZOO IV. CoIMp� �. CFarlofa, N.C. 2d2� e00.939.�Z � �.. �J . �. . �, BankofAmsrica •!� Psgs 11 0/ 87 — �xs r�xe � . �'01�' �a�il�►N 0� MwrMp MAwp MMMitvMu� o� An�1 IINN M�I�.11� FIIEDDIE tiuC MEDNMA�HIM uN8K0 �12�O2D! 1�10� t0/11�006 tA00.000 i1,0�1�110.00 01A1k00t q6,100A0 N NOTEt .......... .._....__._....___........ ._ .............. ,......_.....,........,....;........ .,�.,._..�., ........,.... .._..r_......___.,.___........ FREDOE AAAC UI�ECO AAEONIM THMM 712l24N04 4.12l� 1q�4iQ00i 1A00.000 � �l9.N0.00 04Q4�OQ t20.a26.00 N NO1E _. _.......... _..._..._...�_.._. . _ ._._....._.__.._�__. fAPIN� AAAE IlNSECO NO'TES 3136�KYt� i.12� 11AIQ006 1.150.000 i1;1f2,�1Y.00 0�0�/100Z i�8.780.00 N __.__ ......................_....._..........................._.......w....�..�.._.._ ._...�..........�..�_._...............�.�.......,.....,..............,..........,......_............... FRE�IE AAAC MEDUlM TERM UNSECD 312lOQ'.i(� 7.00x 11/t1iQ006 1,000,000 =1';034.470.00 06Q1/lOOQ l,95,000.00 N N07ES .._.._._ ._ ....................�...__..._..._........._._..........._._...__ .....__._._._ �.._............�....__...... FAHN� MAE UWSECO NOiES 3136FC3Xa �.i79� i l/111m005 7�.000 b6N.422.i2 06Q1R001 i19,i01.Z5 N ,..�.... _ .................... ._.._................................�...._..____ . ...___�.. � _.__..�.._......_...... fFCB BONOS 31331UNE4 4.l2x it/H�Q006 1,000,000 =1,ppY,�p,pp p�/��Q00� 524,�00,00 N _ .. ... . ..._....___...._.._..__.__..____....__.._..._._.._..._._ ..... .. ......._._..........................._..�..,1....r.................._..........................._ __........_..,...._.._...._... ...._......____.�.._ ......_.........,......_.._....._...... i11ED01E MAC IIIrSECO GLOBAI NOTE �12l23FN9 �.Od� OL07Q001 �00.000 �q,210.00 O�A7R0� i16,125.00 N ...__..._ ___........._..__._ ...................................._.._......... . ...........__.._..__....................__.......�.<......._.................._........................................................r.._............_......._..____..._._..,............_._................... ..............._......... FHLB IINSECO BONOS SHIIES tY� 3133MD5U9 �.26'� 0lA4/100E 1.000,000 =1,08�,�10.00 �/t�Q00Q 531,2'30.00 N ,. _ ........ .... ....._............_......._...._........................ _......................_.._....... ....................... .__........_.............._.......,......._..__............._........................_......._._._..........._._......__..._........_._....... .........................._.._...._................................................__._....... . _ FNIMC UNSECD �AEDNNM TERM NOTES 31Y923KN4 i.00X QZRiQ00d 2.500.000 =2,5�1./00.00 02�Q1/2002 =7S,ppp,pp N =H11EE: MTNi , � S BNSECD MEDWM 1ERM NOTES 313WGXV6 8.259� 03AiR001 , ...,. . . �,000,000... , . ,.... i1,004,06i.i.' ... . .... . ............ ,... . ... ... .. ... . .. ........ ... . . . .... . . .. ....... O�pSR�2 =31,250,00 N _ ....................__.._.._.._.._...._..._........................_............._...,_........... ................................................................. ................ ......................................._._..............._.................. _....._.............................._......____._..._......_._............................... _..........................._.. FHIB UNSECD BONOS 3133MOFD0 S.tO% 03/13/l006 1,000,000 i1,033,440.� 09/13/1002 =29,000.00 N _. ................_.__................ .........._............... ...........................................................�..................... .............._.........__._........_.......,..............................................................._.............._.................................._..............................,..... ............................................. . FREDDIE MAC UNSECO �AEp1UM TERM 312923PK5 5.70x 03R2/l008 1,000,000 51,001,900.00 09R2/1002 i28,500.00 N NOTES __ � ,., , ..... . ,. ., .. ..... ....... . _,. ... ......................... .. ............. .. , , . .... ......,..,.. .... .. ... .. _.. . ... fHIB UNSECO dONOS iHME3 a106 3133N�S18 5.t2S% 09�Qt�Q00� 1,45li,000 =1,497,747.90 0�/tt/1002 i40,921,ta N ooz�e� CIN�t Ststsmsrn OlA1/200� to 01/31�100�2 A000txK NurM�r 100017 MATURITY SCHEDULE oontirnrd S�ouril� eaMc � ar�CS, w► Cli�nt Savlas Mail Cod� NC1-0W-0�0� 200 N. Colip� 8t. Cfarlofa, N.C. �6 a00.�33.�� Cu�ip/ ` Sauiql f,'o�1 �ArMKiq '-. Ou�q M�Irt 1hAir Nra � OIU Ba nk of America. �� N�xt Coupoe Arr�ount Psye 12 0l 8'7 rMdN Pbdp� uriu r�wwc nw�c vn�7cvV nv�W awv�v�u 0.707� WKOKYII� .:{• [/Y�WY �L/1�9N.IY � � • �. ..._ _�. ..... .. .... . . ._..... . . . ,.,............ fMll� MAE UNSECD N07ES 3136F08N4 S.K� 04p1/100i .: ` QOD,MO �0l,Z�O,pp 0{�pl/lOOQ i11,125.00 N ; ....___.�...._....._._.._.._.__._.._..,......._......,.... ._............._..._�......,............._........�..._.._.....,,...... _... ................,,........ , .. ..... .... . . fH1811NSEC0 BOf�S SBiIES DQ08 3133Mpa S.SdX ON10/100i 1,000,000 =1.027,1l0.00 04/10/1002 i27,750.00 N _... .... _._�...... ._ _ _ ._....... _...... _.._—._ .._...� ...__. _..____......._. ._ .... . ........_.._....._......_..�.._._...._..__ ....._........ ...._............ .. . .... ... .. _ . _.. ...._... .. . .. FANN� MAE UNSECO MEDIUM T�tM 31384G111 `A1i 051ai/t0a,;�� t60�000 �'162,�7.49 06p7/j0� 57,512.50 N Nohs a�n�s e . � _...__.._._....... _ ......................_....._............ � wuc r� � un�co a�zenz�r4 a�on o�ooaoo�d : n�o,o�o =777A14.�o araaaoQ si�.945.00 N � ' . _...._._._.. _.._ ..._...._...... ___ .._ ... ..... . ........._.. ....._..___.__.. ___._..___--�----._................... ._._._.._.._.._.....__..._...._.........................___. ....._..._......................... ........ .... . ... FREDOIE MAC UNSECO NIE�UM 31292308! 5.45� 06J18R00� �' 2,000,000 =2,03�,7l0.00 04/15/l002 i54,500.00 N T9p1A NO?E8 PR�OE MAC UNSECD M�IUM TERM 3128231.l� 6.1� 0l106� � 1,�0,� =tA11.OS0.00 O�IOS12� i28,900.00 N NOlEB fAM� MAE UWSECO OVVESIMB�IT 3138f0l�IHi 5.� OiA�R006 500,0� �Si01.0i5.00 at/I�R002 t2.250.00 N N01Ef � fMld �ONOS 3133MY2V3 d.56l6 ObM/100s 1,000,000 =1,011,760.00 OIMR002 i32,800.00 N ....... . .. .._._._....._.�_ ... ................._..._._...... .........._... ... . ......._...__.... ._... .. ........... . ... ..... _._...... .. .... . _ .. FHId BONDS 3133M95N9 8.72x 0)p3/lOOi 1,000,000 3t,020,000.00 07p3R002 533,600.00 N _...... _. . ___ .. _ .........._............ _ .............................�. .................... . .. ...... __.._...... ... .... .._..... ...._. ......_...... .... ...___._..... . . ... FRE�OE MAC UNSECD M�IUM TERM 3129132RS �.70� 07/I1/1006 1,000,000 =1,027,210.00 07/I1/1002 a2t,900.00 N NOIf fHlB SiRUCTUREO NOTE UMSECO 3133AAFV47 VM 07/I1/100� T,000,000 31,003,M0.00 07/11/1002 N Si� COUPON ...... _........... . _ __ . ... .. ...........____...__....__...._............_........_..._ ............. ................_ _......... .......... ..._....._ ...._......._......... ... � � �-71� Clfenl Ststsm�►t o,�o,� w o��n� 8ank ol AnMrica, NA CII�M S�nrloM Msil Cod� NC1-004-0�08 �a �� .._ �. V BankofA�nerica. � Accourn Numbsr � �C N� � � zaoo�� 800.933.�2 � �a cr � �� AAATURITY SCHEDtlLE continuad • Na�t Nnct Cuip/ C� �� "'�' �* � �MI► Owallq► � NIr111t ViMM OMr Amemt �IM� PI� 11� FANNNE MAE SIRIPS �1riitlAG2 07A1�6M M0.000 ibli,NdA2 N Mf01UM THNM NOTFS � ___.._ .,..__......_..._.._ ........ ......._ __....._.__......__...................,..............._.....__...__._.�_�.._..........__....__............................ _......._......._........._.�__.._.......... FREOOIE MAC UNSECO GIOBAI NTS 312824FC2 '.i.2S� 0/pb�Q00E 2,000.000 :2.Q10,i20.00 O�il0ER002 i52.500.00 N .._. ..._.._.__...... __........_........._...... ...._,.,. ....._.............__......_.._.,_....__._...._..._._..... ............................,...__.. ..._.._..._............__................_......_.......... fMlN� MAE UNSECD SrRUCTUREO 3136WIYq3 VM 10/IOQ00� 1,000,000 �� ,11p,pp 04A0/2002 N I�TES S1EP COUPOM _ . ..__.......___..........__.._......._._._._...._.__._._ ......................______.__..........__........:�............._..._...._..._.......__........__..,�.____....._._...__..._......_...... ...................._._...._.__._.__ ' _........_....................___....._...... fHlB UNSECD FlOATING RATE 3133b1�Bi VNi 10/I1IQ001 1,T�,000 =1,1N,Ipp,pp p{/11/1002 N BOI�IOS . .___...._._.__..........._......_...._,�......_......_.._....._ _.__.._.._._._...._. .................____.._ _.............._............. _........_._......._..... fHLe STRUC7URE0 N01E 313�AA,lCI(4 VM 10/lOQOOt 1,�,000 �1t1�41p.pp p1pOQpp= N MUITI-STEP COUPON _�._...._.._ .................._....._,....._._.__....._..._.w.._.___.__ _._...______..._._.._..�....___.._._. ...._ _.._....._+............... fHIB UNSECO STRUCIUNEO PIOTE 3133M,�4T VM 11A8/!Oa 1,�,ppp �g3,3pp,pp p�yp{/10Q2 N Mu�n.s� couvotr . ._._......�.�. �� ..........__....__ __.....__.._.__....._ FNLB UNSECD STRUC7UR� NOTE 3133M,P53 YM 11/171a006 1,000,000 �77,Y90.00 p6�Q7/l002 N STEP COUPON .._._._.....,.. ....._. ................_......................,......_.,............�...___..._..._....._...__._.....,_...._....__,_. ._._._._._............_._.............. fMlB UNSECD S'IRUCIIl1� NOTE 9133�(�05 VM 12p7Q00i ��p �{gp,Q25.pp p�p�� N Mu�n•s� couroN _..._ . _._..._... ....__..._w.. _....._._. _._..._...._....�......_._......_....__.._.._ ........�....._............. FHLB IN�ISECO BOI�S 31331�dYV9 5.l2% 12R6�001 1AOOADC =1.094Ad�.00 6iQ6R00Y i2�.100.00 N __ .. ......__..........._...._.........__........_._._._..r.._...._.__.._._._.._.._........_.......___.__._. _._._.____._.__............_.....__._........... FHlB UNSECD SIRUC7UIIED NOTE 3133Np(.�5 VM 12/!7/!0� 1.000,000 N/A a/i7/1002 N STEP COUPON ..........._._.........._ ............._..................__......._.............__.......,........,,.................................,...,_ ...:....,..:.........................................._............,......._............................................._..._......_................................._....._._..,....,....................................................................... FFCB BONOS 313311XC7 5.'i0x Olp3/2007 1.000,000 s1,020,l40.00 07p3/1002 i21,500.00 N ooz� c�i«,t Stet�sm«K ot�01/,00Q �o 07�1/looQ Bank ot America. IdA Ciisnt SNVio�s Nhil Cod� NC1-00�4�OQ09 A000unt Nun� 200 N. Co� St. '00017 ChsrfolM. N C. � 800.9a3.9eQ�Z MATURITY SCH�tN.E ao�d BankofAmeric � I,�� Pege 14 0/ 87 ' Nra N.xe Cu�ip/ v f��1n CeuPai 8�ouiqi S�ourit�rN Caq� �A�fq► 0�► AAM41tYW� OM� Amoint �INN Pwdp� Uai� fR�OE MAC UNSfCO M�IUM THIM 312924JN 6.2/� 011OIR001"', 2,000,000 i2.00�.110.00 1'�IOIa00Z is1,500.00 N N07E8 ...... . _.. _ .._._._..._... .__. . ... .._... .._....._ ...._......�.. __ ._...._._.__.._..__.... ... . ......_..........._..�...,............_.....,..�........_._ ..... . .... ........ .. ....... . . FAI� MAE UNlECO Mlll?{�ET� �130F10T1 VAR 01�QlQ00'f�} 1.Oa;� �M1,�.00 �+ �" 01RWlOOZ N S7AUCTUR� NO?E .......... . ....,..... .... .. _,.. . .. .._.....,,...._.......�..�.._.... ... ...�.........,.,_...Y.....,....,, ........_..........,.. .+........,.......,._...,:�,�..M...,,._,.... ..... .............. _ ....... _ _ ........ . ..... .. . . ... FAMY� MAE M�IUM IEflM UNSECO 31364C�7 �.Mi 01�/1l�4007 r 1,000„�0 i1,00�„Nt.N M/1��002 i34, 7�.00 N NOTES . _._...._. ........_............_.__.._._........._.... .._... . .. _._...... ...._._...._........_. ........_._..._..�.�.._._.._.._.. � fED@illl NATIONl1l I�tiCE ASiN 31364CC2T 1.60� OI101/1007k . 1,0�.000 =1,001,�70.lt 011OIR001 i37,500.00 N 7.50 Ol� 04p9A7 c� ca�aisa�� FREOOIE MAC MEONIM iHIM UNSECO 3128241AIE9 b.00x 06MR007 1,000,000 i1,000,1�.00 OiJtIR071 i25.0�.00 N NO?FS . � __._..._......._.....�.._........ _.._..........__ _..._..._... . .........._.. . ....... .. ... FHlB tlNSECO SIRUC'11lR� NOTE 3133MJYF4 VM 06pQQ007 1,000,000 , it72.i70.00 NiA�R�Ot N AAI�1{�IEP COI�ON , .._....._._.._............�.__.._r.._..__._ .............._........._ ............,...__._..... .,......._ � __._._...._...._.�...._...� ._ .._._..�_........._......., .,, ..........,......_......__ .................. FI�D tN�SECO nRUCTIHI� NOTE 3133MKV07 VM 07AlROOT 2�iA00 ' NM 67/I!/l002 N A�JLTLaTEr COUPON F1�1 UI�SECD sOI�D= 3133MG3Y0 iAl� 07R5/1007 1,OOOn� 11,0l7,1l0.00 07� i�0.050.00 N F� MAC M�lM 1BN1A UN� 312l2�GIArI '.i.s7l� Oi12Q!l007 1.TJ0�000 :1.784.000.00 OiI�R001 i47,031.T5 N N07E US7AE/1SURYBOPID8 912810Bm 7.t7�% 11AS/100T 4,E�,000 =4,IOS,041.20 O6/16/l002 itt1,321.!! N 7 7�! dOf�S 1 t/15p7 FFlls BONDS 3133MCJ89 7.tI'.� 11R111007 1.000,000 =1,016,000.00 05I11/2002 i35,625.00 N ...._.... _ ...... _.. _ ..... . .. . ....... ........._..........._......_.................._........................ .........._ ........_......_...... ... .......... ............ ... ...... _ ..... ......... ..._ � � �r ooz». ``J Cliwnt S�nr�en�» otAt/1ooQ a otlst�ooQ Bank o� M�r�loa� NA C�»nt s�vio�s Nl�il Cod� NC1�00�-00-0s T00 N. St. A�ount Mun,ber C�°�� 800.933.NOZ MATl1RIlY SCHEDIN.E f�o11tNMMd � BankofAmerica. �a � ��Ia Pepe 1d ol 87 ._ .�_.._ Nwt t�Nxt C'"�,I Ca�n Ceuoen %��M �WN* d� M�IN �wlp IAnMINIw Ow An�t IY� �M� II�N� iANNIE MAE I�IUM 191M 1�7E �t�i4FMM7 i.� 11R1�7 ��0 � .,. �61�,tM.q OE,RIR� i11a7b.� N fQ11Ei ! � ... ... ............_ ...................._. ...._.._.�,_...,...,. fNIB Ip�1SEC0lONOS �1�3MDE5� �.1l� Wr01�R001 1,000,060 i1,01�0.00 O�O6QOQZ ii0.700,00 N ' U S IREASURY 3111�5 f t M93000 04A4� '90A� i�7,N0.00 N TINT OS/15A0 FNMA UNSECO NOTES 713eF0007 6.1QX O�Q{� 1,000,000 i1,030,1/0.00 01�Q{Q002 tZY,600.00 N fA1�pE MAE IMSECO M�4tM TENM 31384fSNA 12� �1� �A� :�OIa7f.57 ��OOQ Si.�00.OD N NOTFS SERIES 8 FHIB STRUCTI� N07E 3133tlV8� VM OI�Q001 1,000,000 :1,121�620.00 O�pIQ002 N SE�S A-0B FNFR O�A9 FHIB UNSECD BONOS SEIMES VR06 3133MIE5l� 7.00x 10plRO01 1,000,000 =1,000,�0.00 04A!/100Q =35,000.00 N _ . _ .. ...... .. _ ..__ .... . . .. . ........._................ _ ...... . ........ ... ........ . .._........ . ...... . ......._.._.............. . ...................... .................... . ..........._ .... ... .._.. .. . .. FHIe UNSECO STRUCTURED BONDS 3133MJF5� VM t 1p6/l000 2,000,000 i1,9S4,100,00 OS�06/l002 N STEP COUPON .._. _..__. . ....._.._ ........ . . ....... . __.......... __...... ......._.. ..;. ..... .... ...... .... . ........_................. . . . _.._........__....... . ........ ......... . ......... ..... . ... ... .. .. ...... . fNMA UNSECO NOTES 3136FOJX1 �.75li 11R4/l001 500,000 iSO4,NS.00 �4/l002 i14,375.00 N _ __ . ., _ ......... . . . .......... _......_. ...... _. ._ ._ ...... . ... . . FMJNtE MAE MEDIUM THIM NOTE 31361G7W9 !.1lX 02/1�/100Y 1.000,000 =1,001,7N.l9 02/IY/1002 i30,Y50.00 N SERIES 8 FANNIE MAE UNSECO NO�TES 31364KSE5 6.iSx 03/ISR011 1.000.000 i1,005.000•00 Q1/15/1002 t30.750.00 N _ ... ... . ........ . .. ...... .... . . ... . . .. _. . .. ... ..... ... ........._.. ... .. .. . ............. .. ... .. ............... .. . . _.... .. .... ................ . .... . ... ... .... . ... ... FANNIE MAE UNSECD 2ER0 COUPON 3136�FPM7 02q4R013 1,150,000 =543,823.50 N I�OIUM TERM NOTES S�IES B ooz�es CKsnt Stetem�nt o�q�aaoQ m o,��ROOQ A000unt Nu�r�l� �00017 MATURITY SCH�ULE contin�wd Bank o� Arr�rfca. NA Clierit S�rvio�s Msit r,od� NC1.0p403.QQ Z00 N. Copap� St. Cfarlola� N.C. 2�6 800.633AOQ� BankofAmeric �� I Psye 16 0l 37 NM�t N�xt Cutip/ � �� 1► �O�Y+� 4/M MM�IM . OM�► IIA�M�tYMr � Amount ►b� pbdp� IMir FREDOi MAC GOLD R9YMC 2301 3133TSNV1 i.00� N/IiQ017 1,000,� =741,�1./A �OiR002 53,681.51 N a�sa ov �� a►r oe�►r �M, �u.00 �� __........._..__.._...._...._........__..._.__......_._._..._....._._.......___... ._ ............._._....__......._... .... _.................... FAMIE MAE W�ECO M�4lM TBiM 31384fVA! Ofl�R011 1A�� i�01,1�0.00 N N01ES 2ER0 COUPON ... ...�... .�..__....._.._�_......_... .._.._..._. .�_ FAM�E MAE I�UMIBIM NOTE 31364F0�1 0{RLQOI� 1.Q00�000 ={70,I�p.00 � �10 CWPON SB�S 8 .............._..........................._............. _..................................�...,..,,,.,�._..,..�,__.....�..,�.._.,,,__..,,..�.__.._.._.�.,,,...............,.._,.....�.......,..,............,............,,,,,.,,_.,...__.__.,...,, FMMI� MIIE pdYNC 20pi•5/ 313Y21E1ro {.10� 6'�l1�21., , 1.1N,� S1,iNrIM.i2 �01iQ00t CLASS �N 24 DAY OBAtl p� � 1.IN,4�.00 ' Caw�t F�o� __.....�,.�..,�.�...,._,.. ... .......................__.......,,,..,.._.,....._,.......,..._......_. .».... ...,...... �l! �10 COUPOM BOIiDS 3133MOD07 01/IbQ022 560,000 =10d.19l�27 �E G22 .__._._ ._..........._�......_. _........._.........._ _............ fi1lAAC DEBBrTURES 3134Al2V1 02�6Q�Q023 3.418,000 i73d,1t4.04 i�10 COUPON BOND GOVT NAT MTG ASSM RH1MC t001 •7 �' 3t379�XS9 CLA=E TR 18 OAY OELAY GOVT NAT MTG ASSN RBYMC 2001-7 383739XT1 CLA3i 1V 19 OAY DELAY __..... _.... .. . _.. _ �i � M�,� ......_...._._._._.. ... . ....... . . .. .... E.00'K 10ROR027 1,000,000 j1,015,7t0.00 Qt�O11Q0� SS,000.00 N OdOMM F�o� 1,000.000.00 Cun� F�o� �.000.000 =�.��,e�aoo o�,o�aooQ OdOhl F�o� 1.000,000.00 CurmK ho� . ....... ..... _ ........ ......... ....... . . . :... . � N =S,131.� N N a 6.00� OQ/�6 55,000.00 N �, ... � CheM Stetems�t o�A�� m o��ROO2 8ank ot Anrrica, NA Client S�rvio�s Msil Coel� NC1-0040C�08 Accoum Numbsr � N' � &' �� Charlolet. N.C. 28�6 800.9Ci3.�8� MATURITY SCN�E cartinwd � BankofAmerica. ��. Psge 17 01 87 p�ou Mnct Cu�p✓ O�n Caqon ��M ��Y�" Ca4on M�eri4► �lY MNrM�tlhlu� OM� Miasrt PI� Pbd� U�t FREDDE MAC GOID RE#MC 228/ 3133TR12� f.00x 0�/1�25 1,690.000 i�1.1M.t2 OQp1R002 i2,7St.75 N cuss vR �4 o�r oEUr o� f.a sst.�+�.�o cun.nt ho. PORTFOUG HOI�NGS �u�• N•an... �Irw �t «.�utw a.. dtln wMw.�t �wiea r Ni.w n..�rb *e.i nIM.M...�. +�.+ w1�Iw. M�.iry anMrt /�Mlna, i1 prio. i�.Mw... wd1• M�M.+ v�Mrlh� Iw�� M IM � MMA �/w�iM� Iw/ M M M�i�� wt IMi� wpAd �e Ib M�Y M/ �� YY � ��rt 1I �N ww/ i�rt fY� tlr pwY� Y� b M� w/ d1M wM..«. �wlw. T�..�r.w �i. �f y.w �M. ■. w.�fiwM�r.N a.�t.r.o* �Mne /�I�. � wMM...� �wM�..w M.w�.c r wic w«w w a. vM�M� ik a�M i� M� � d Y+MMIr w YM�wi/qwb/ ��M�. Mi awt �� rw �aw�y d N11 I�nMIfM. NiN�l�w Mt �Me�W �r w�IbN �t 1M dr d��t �w1ba Cutio/ PNxt N�xt PoAbb S�cura�r O�sc�on S�curi�b+► �vyon �A�er� O�MN �AMM�t Pdo� I�bt V�MM Coupon Coi�on X D� AnMUR �� FFCB �IOS �1331LdB3 �.� Wp1�Q002 1.000,000.00 100.126 i1,001�0A0 03p1/100Q =1t,�t7.� O.S! TENn►ESSEE VAIIEY AUINOR1iY 1a0SfEAMd 0//IS�QOOQ �0,000.00 N.JM10l7 i?IA,?N.�S 0,17 2ER0 COUPON NOTES FNId BOWDS 3133M73C9 5.25�% OBrQ�� 2,000,000.00 101.3M =Z�i.M0.00 06R6/1002 =52,500.00 t.lt SALIIE MAE FlOAT�IG IIATE esae�o v�a o�,oaRooQ �.soo,000.00 �oo.ae� s�,�o�.t�e.00 a,maooQ o.ee �o� � Nares _... .. ..._ ...............___ _._.. ____.._ .............._.._._.._.._...... .. ___..... __.__. .. __ ._ ____•_ FHlB OEnENTURES 31338182 8.20� 07R4/l002 250,000.00 102.0'1 1=N,0'/7.l0 07a4�l00! 11,910.00 0.f1 SER AC01 .... ........._._ .... _........................... ......._.__.....___........ .. ........_.... ....._.... .... ......_. .... . _._.......... ........_ .......... .................................__..... .... _.._ ............ ......__..... ... ....... . ......_.._.. FJWN� MAE UNSECO FLOA7ING 3136FOTH5 VM 07Q4QOOQ 1,000,000•00 100.05�1 i1,000,5�0.00 04/14/100Q 0.59 RATE NOTES aoz�e� EPW Investment Management, Inc. PORTFOLIO APPRAiSAL CITY OF CLEARWATER EMPLOYEES PENSION TRUST/TREASURY ACCOUNT De�ember 31, 2001 � Unit Tobl Market Pct. � Annaal Qaantlty Secarity Cost Cort Pdce Value Aseeb Iacome Yidd CASH AND EQUIVALENTS MONEY MARKET FLJND 11,276,194.21 11,276,194.21 18.8 182,674.35 1.6 GOVERNII�NT HONDS & NOTES 5,�0,000 U.S. TREASURY NOT'E 6.500% Due OS-31-02 3,500,000 U.S. TREASURY NOT'E 7.250% Due OS-15-04 2,500,000 U.S. TREASURY NOTE 6.500% Due OS-15-OS 5,000,�0 U.S. TREASURY NOTE 5.875% Due 11-15-OS 7,�0,000 U.S. TREASURY NOT'E 7.000% Due 07-15-06 7,000,000 U.S. TREASURY NOTE 3.500% Due 11-15-06 5,000,000 U.S. TREASURY NOT'E 5.500% Due 02-15-08 10,000,000 U.S. TREASURY NOTE 7.250% Due OS-15-16 Accrued Interest TOTAL PORTFOLIO 99.66 4,983,203.1 S , 102.00 111.41 3,899,218.75 108.69 105.34 2,633,593.75 108.06 100.03 5,001,562.50 106.25 106.75 7,472,734.38 110.81 98.88 6,921,250.00 96.41 102.91 5,145,312.50 104.38 103.78 10,377,907.50 115.63 46,434,782.53 57,710,976.74 � 5�100,000.00 3,804,062.50 2,701,562.50 5,312,500.00 7,756,875.00 6,748,437.50 5,218,750.00 11,562,500.� 569,311.41 48,773,998.91 8.5 6.3 4.5 8.8 12.9 11.2 8.7 19.3 325,000.00 253,750.00 162,500.00 293,750:00 490,000.00 245,000.00 275,000.00 725,000.00 6.4 6.7 6.0 S.S 6.3 3.6 5.3 6.3 0.9 81.2 2,770,000.00 5.7 60,OS0,193.12 100.0 2,952,674.35 5.0 �� A United Financial Company Il�iVES"I'MEI�1T MANAGFI�4ENT, INC. `:.� EPW Investment Management, Inc. FORTFOLIO APPRAISAL CITY OF CLEARWATER EMPLOYEES PENSION TRUST/TREASURY ACCOUNT December 31, 2001 Security Type Cash and Equivalents Fixed Income TOTAL PORTFOLIO Total Cost 11,276,194.21 46,434,782.53 57,710,976.74 Market Value 11,276,194.21 48,773,998.91 60,050,193.12 Pct Assets 18.8 81.2 Es� Annual Yield .Income 1.6 182,674.35 5.7 2,770,000.00 100.0 S.0 2,952,674.35 "The tnbrmatlon con�alned fn this raport has bpen �xtracted from intarmat�on wr,�ch wa y�;l�;v� �� acc�.,►4t:� �ou should COntinue. how3ver, to raly upon yot�� cua•od�an'� cr�ntirma- tlons and montnty s[atem�nis as the oftic�al record and stetus ot your account " Jl_s�� -_ A United finandal Company IIVVEST1t��1T MANAGDVIFNT� INC. • ., , � Detail Portfolio Listing by Sector and industry �. or a� oec zoo� City of Clean�rater Employees' Pension Fund eaae a,►rency: us� Cost in Base Maricet in Base Nst Annual Incoma Shans Awr� Totsl ye ProJ�ctsd 9� Yi�ld Security o_ Un_ Total Cost Un_ Ma�t Valw Total Income at Mkt EQUITY INVESTMENTS CG US EOUITY FF FR RTMT 534,950.071 68.06 30,000,000 66.47 35,558,131 100.0 396,A33 1.1 PLNS-N007-04 TOTAL EQUITY INVESTMENTS ao,000,000 ss,ase.lat 100.o s�,oaa t.� CASH AND EQUIYALENTS OTHER NET - ASSETSILI/1BILtTIES TOTAL CASH AND EGUIVALENTS (INCLUDING RECEIVABLES LESS PAYABLES) TOTAL PORTFOLIO NET ASSETS (USD) � Capital Guardians" 0 0 �� oAoo,o� .... � 0 0.0 0 0.0 �s,ss��a� �oo.o oCLRR07 ,1734200 M o a.o ��,�s� �.� Pape 6 of 6 0 PUTNAMINYESTI�ENTS PUTNAM INTERNATIp11T� �UST Perfonnar�e Summary D� �Msw. 1�� •••.o. � Ruan �m � ruSi MSCI EAFE Index Clearwater Employees' Pension �iund Market Value Summary c�r wa, �,,. CIA�nri}a� C.....�....�__' ^— - ----• —•��r••,��a �vnaivn runO � DACAmhor 41 enn� --- —•� �.,..� Tp D h �t� ��t�8 %I.MN� %VC � Mo� - - 18.04 - 18.04 - 21.44 - 21.44 - 5.� + 8.81 - 8.� + 6.97 � � A�►lo.e C,n�,lno 140,708.346 --•-- �:on $131.73 s18�b35,247 �p�ppp,pp0 PERFORMANCE FIGURES INCLUDE INCOME. �wvnF1 �_ + 2.17 + 0.59 �� .r. 1� � � � � � �► _� Mr � � �■�t �ir � � � City of Clearwater Em lo ees Pension Fund Asset Growth py Quarter . � � Investment Endin Market Value Contributions ' Withdrawals Change Inception OS/31 /01 $20,000,000 06/30/01 $19,400,267 - - (599,733 ) 09/30/01 $16,620,198 - - (2,780,069) 12/31 /01 $17,865,791 - - 1,245,593 Summary $17,865,791 $ - $ - $ (2,134,209) 18 � INVESCO UST �rf snd Investment Servlces. . , � . . • 04-00! 0 OtTA=1. YF �EI� IELO 0 , B � 3L'A/Ol wpp�T ' . rAYE Z1 5i-03-12S-ie257i6 . , n saau7ER�CZi� R YAt�E�T QI �AR 11AL� Q@ � MARtT YYILI� X 10�AL �illNT IM■EALIgD /S�S �ET oE.�TiON IIOmr•i dTINQ MAl�� RICE AT IMCT IIY� �ADVLOSS �OC■1� INCOME SIOR� TEYII DAIE'S111ENiS • IIOIIEr IWkET F1��S ,l1�,510.250 AIM STIC ACIVEH285 1,ili,i30.25 3.605 l.ila�il0.�fi 0.00 2,31i.l� TREASURY rORTFOLIO 1.900 rar� no�r na�nc�r Fums i,as,sie.g s.aos i,au,si�.�s o.00 s,3ai.�o 1IITAL SIO�T 7ERlI I11YESiT1E1fT'S 1,i1i,II0.Y�i 3.00S i,ali,SZO.�i 0.00 l,316.l0 �OI�S C�f!"ORA7E ,050,00�.000 ATiT COR� ��1li7AZ2 1�Oii,i�1.00 1.777 1�0�,l24.00 !l�717.00 i,ili.i7 �OI�S SER 144A A3 19t.442 DT� 11/21/il 7.30X 11/15/2011 CONTINUdifI� CALLABLE ,00a,oe�.•t• AMERIIDA HESS Coltr �tii�ilAM7 l9i,7i9.90 i.i4s, i,eK,i00.09 -i�,MO.o, 2i,i22.2� NOTE �AA1 9l.i7i • D7D Oa/lfi/�1 i.iiX 08/15/2011 CONTIMlOUSLV CALLASLE �eo,eee.09• Al�RICAN HOlIE �RODl1CT5 �tii�lAM! l3tiiii.00 1.i41 �!l,49l.09 3Si,3i.60 17,7i4.!! aoTE � ua.�is nTO oaiaoiei i.70X 03/li/2011 , coMi��r c��s�e aeo,eo�.e�• c=na� �c isss��nza u�,asa.00 i.ai� au,4ss.� ss.an .z� i�,soa.00 sw No�s iuz ie�.zsa ma ienii�o �.a�z i0ioii2oio ,00�,��.��0 CREDIT SUI=SE FIRST BOSTON USA 2?841LAN l7i,M0.06 1.i13 !�!�li0.90 -li�lt0.00 l�3f7.i4 INC NOTE AA3 l7.i94 OT� 11/Oi/61 i.125Y. 11/15/2011 COKTIMlOIlSLY CALLABLE UST b,r..�� s.�Ke. �rr ss-os-its-sa2s�s eE�� i�/n e� e�wr�,Q1r 1'r 11�IOE�T OI �: -�-a •a-oe� - y� �r,uuE CI� IY�6t IYQT 1AWE X 7oT�L . �ESttENi 1NI�AL� �SN�RF4 ASSET D��ON �'t rTnIC MY� RiCE AT IKT MLIE Yn/LOSS �� IMCOIE �01,��.00• �VaN ENERCY C�rORATION ' !R7lfAAi M��11.00 1.454 �il�1M.00 l�iiZ7.90 1i,125.00 SOIO SER 144A �AAt l7.77! • OTO 10/03/�1 i.i75% •�/3�/2011 CONTIMI01lSL1/ CALU1sLE ,150,�0�.�0• FORD MOTOR CREDIT CO i�iil7SMi l�lil�iii.0• 1.i72 1,lis,i7i.f0 -l1,21i.i0 14,�42.1! NOTE A2 li.4l2 ' OTD 10/2i/!! 7.375% 19/2t/200� ,2�0,��.00• QEI�RAL MOTORt ACGErT COIt� f7MliRlIO 1,17i��7Z.00 1.l42 l,lli�iM.00 -!�,l1i.00 t4,l7l.17 �0l� A2 !7.lJGi ' �ro e�nvei s.i7by 0!/1W2911 ,00�,��.�00 H�SENOLO FLlL COR� Ml�ll.RZ 1��1�li0.00 1.N4 1��li0i�.�! ltiNi.O• ti,347.22 NOTES A2 lOZ.,lS 0'T� Ol/24/�1 i.i0% Ol/M►/200i l0�,�0�.�0• .JI'M CAPITAL TRUST I �ii2'i�AA2 iq,S01.00 1.434 l�,i37.0• , ' -is,13i.9• 31,2l1.A• o01ffSTIC COlq'ANr WARKT A1 li.38! 0?� 12/04/!i 7.54% O1/1JG/2027 ! CALLA�LE O1/li/2007 � 1�3.77 ' 1,2��,9��.000 KE1/S�AN QAi EAST �l:i7EAAi 1,A��7=0.0• Z.173 1,!l7�1N.�• 17,i32.00 fl,37i.�0 MOTES � A2 1�l.KO ' dT0 �2/�L�O 7.i%S:C 62/61/2�10 COIfTIMlOUSL� CALLASLE l2i,��.�00 OCCIDENTAL rETE COR� �7wi!!�lli lll�t�i.2i l.i0i !il�17�.2i -li2.0• li,ii0.60 � �ut ss.s�s oTO oaioii�a �.xo;c oaieiixou . 7f0,�0�.�� RAi LAFFAM CAS 7M�i?AC2 7ii��0�.00 1.2i4 717,4t0.00 �7,ii0.00 1a,315.l2 SER 14411 �AA$ 102.600 OTO 12/15/!i 8.294Y. 03/15/2014 l7�,00�.0�0 irRINT CAr COR� �iZ�NAJl l��l�,i3l.50 1.i84 li4,371.49 i4,4iB.10 31,823.15 � s�uu ies. oas . DTD •1/2i/O1 7.i25% O1/30/2011 A�vestment Services 0 ;i ;i . •i ETAa OF A4SE7i.1ELp�! � B OP 12/A/Ol ' � oa-eo9 �T • rA�E S ji-93-lgi-is257S,5 L7FMMTB•C17V R M�E�ILT OI Mue wiu� asa M�t �ue�r v� x�orx n�s�rr ua�u� /i1MiEt AE�E� OEiCRIP7'ION IIOmY•f RATD� IWI�T �lZCE AT NRT rALA! • CAIN/LOl� �OC��D DIOOME 1,2ii3OY0.00� TIME NARI�R ENTMT CO N731EAJ! 1,434,0�1:lB 2.i7� 1,+�7,�1i.70 2i,it�.li 4�,�i1.�4 SR iU8 DESENTURE iAAl 113.3i3 DTD 07/2L93 i.375% 07/1S/20t3 ' ' 1,�99,00�.000 NORLDC011 INC 9i1i70AK! 1,�i7,6i�.00 1.747 !!1,l3i.�0 K,ili.00 10,i41.ii OpMp A3 105.7AS � DTD 05/li/O1 8.25� 05/15/2031 1QTAL CORlORAIf 1i,�1S•771.70 27.13s li,=OO,IOS.i� 21i,66t.1t 3�5ri,i93.67 OOIIER�EMT • 7l1,74i.024 FEDERAL HOME LOAN MTC COR� 312l12rIr0 a23,122.l2 1.�i0 i13,4il.11 l,i3i.i1 2,4i3.21 REMIC SER 1418 CL Z NOT RTO 103.l�3 DTD 11/O1/92 7.00�c eiiisixert •30,000.006 FEDERAL HOME LOAN MTC COR� 3133lLZIK i30�600.00 1.37t M0,37i.90 -30�37i.0• 0.00 I�tJLTICLAft MTC �ARTN CTFS YTO NOT AVL 100.�09 ;� � DTD 12/O1/O1 6.50X • � PREASSICN 00560 RENIC tER 23i� CL BE ;i; ' 437,000.00• FE�ERAL NOME LOAN MTC CORI' 3134MAA! 4i4.S�7.i1 9�7N +77,4i0.ii -1Z,�1=.M i,i�S.38 BOND tAiSECD e/E REF NTt AAA 19i.313 DTO 19/25/00 i.75X Y3/IS/Z�E1 2,�i5,0Y�.600 FEDERAI NATI�IAL NTQ ASSN 313�lINN� Z,�,i77.i8 3.i7i 2,1M,�•u • 41,032.i0 2i,8i1.32 gpNpg A�A 107.7i1 , DTD 10/13/00 i.i2fi� 10/15/2�07 1,02I,0��.900 FEDERAL NATIONIIL MTa ASSN 31=illpK3 1�070,31a.7b 1.7�! 1,10��3i2.� -50,94i.i3 i,471.72 �p� AAA 16�. i2i DTD il/6i/00 i.i2iX li/li/2A30 l,112,900.000 FEOERAL NATIONAL MTO ASSN 5135!lY1.li l,37l,710.86 1i.500 l�31i,072.=4 is�i3i.2t • 127�441.44 Np� AAA 102.'38 DTD 03/2i/Ol 4.75r 03/15/20M investment Services :'1 ' �. �An � �ER I8o ... � � 1=/'A/Ol 04-06! �T i; �ACE 2�i i6-.3-12fi-iY257�r � �7.E�1el�CRY R M�I�E�iILT iQl M! 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CTF �OOL �i�ilii NOT AYL li.+lf OT� �7/O1/O1 i.00X 07/�l/t�il l.ii2,7l7.2i0 CO11E�1l�IIT NATIONAL MTY Ai�M ii2liCiC7 l�ilS�ii�.i! 2�.�1 1�i1�,0��.1! -1i.72l.S� l�lli.32 �AUTMRU CTF r001 �if0�i7 NOT AYL 1�t.l7i OTO 0!/�1/O1 7.�6X 0!/li/2�=1 „ 2,444,i11.�1� COYERNIENT NAT20NAL IfTO Ai:ll iiZ130'rT� l�i0��431.ii 4.1�2 l�Nt,17=.71 -1�7+t.3= U�li1.�0 . �ASiTFIRU CTF r001 �iili22 NDT AYL 102.=7i , DTD •7/O1/01 7.00X 07/li/2031 !ll,iii.ii9 COVERMIEftT NATIONAL MTC At:N ii213YZ�i 1��14,lp.fi� l.i�i 1.�17,771.N -3,i�i.M i,7M.3i� �AiSTHRU CTF POOL tSiliiZ NOT AYL 102.g7i DTD 06/O1/O1 7.00X Oi/1f/2031 1,33i,00�.��0 I�IITED STATES TREASURr 112i1MM 1�S1i,22l.l0 2.17i l,si7,141.f! -40�l11.H 27,103.fiY BOI�S AM 9i.il4 ' � DTD 02115/O1 5.37iX 02/li/2�A �,i30,00�.�0• I�iITED STATES TREASURII 112i277R3 A,4i3,5l7.i9 7.37i 4�il0,7i0.l, -B7,lii.1� 21,�3l.ia► � AAA li.40i OTD 11/15/O1 3.59X 11/1JG/200i �vr� oo�rr a�,us,�.as �.�is se,ia,�s.o� a,�e.� zn,�sa.0 �ssEr-�� sea■aras �w»„� s��.,.�s . . i ii I �TAIL OF A�iE1! IEt9 , wt � 12/31/O1 ,�crolAli . 1'AYE !i �-o3-lzs-iszs78,s ��,CITr R M�A=LT q1 • o4-oos - r,,,r v„� � Muset �r v�talE z �vr11� are�sn�wi I�a�� iswlREt AsSET OE�riION �'= dTDr NiET PRIC� AT l�fT II�LAE C4IN/IA� �GC�� INCOME 2,l0�,000.l00 FORD CREDIT AUTO OIMER TRIl�T �li=7RO0! !,lY�,�7i.0• 4.83= t,tl9,�36.i4 Z�,i4i.3i 4,1M.Oi 2601-D ASSET BKD NT Cl A-2 NOT AVL 190.iM � DTD �i/22/O1 3.71% N/li/2903 i0�,�90.000 lIONDA AUTO RECEIVA�LE= OMNER TR �3�i1rAN i�l,l�i.�• 0.!!i i!!,!l3.2i l,1i2.72 ili.00 fER 2001-3 CL A2 AAA 100.1l1 OTO 10/17/01 2.7iX �2/la/20M 1,OO�,A90.Y00 IMC NOME Eq1ITY LOAN TRUST 4Ni70D� 1��1l�l00.0• l.iii 1�YOi�7ii.42 14�11�.ii 2,6ii.si CTF fER 1!l7-7 Cl-A5 IOT AYL 101.!!0 ; oTO iiiaii�� .��z ieizeito2� � � i7�,0Y0.0�• l�NA CREDIT CARD MASTER NOTE TR iili4TACi i�i.i�1.30 ' 0.li1 iil,lN.i� 17,3l2.41 1,P74.ii �ARTN CTF =ER 2001-A1 CL-Al AAA 1e2.l0! OTD 9f/31/91 5.75X 10/li/200i ' 1,i7�,000.00• NI=sAN AlRO RECEIVAiL[= OM!!R TR iM7�RA�i lii�i,Ki.�O ' 2.2ii l�iil��it.l3 1i,70�.07 2,09�.i7 ASSET SAq(ED NT SER 2001-C CL-AZ �AA 10�.!!0 DTD Oi/30/O1 3.77Y. 02/17/200� ' M�,000.00• �ItElIIER AUTO TRUST 7404iRfsi M�,77�.00 9.74! Ml�i7i.K -�l�.i� 1�i�1.41 �ARTN CTFS SER 19!!-2 CL-A4 AAA ' 101.!!S DTD OS/95/!! 5.59% 02/0!/20M �' 70T�L �SSET-iAtl� SEQIRiTIB i,9K.4i4.s0 11.5�i i�M�,333.7= 70.110.is 11,702.18 II�IiACE-�AC�EB iEQIRI7IE5 1,2��,��0.0�0 CHASE FDO MTC LOAN AffET-BACKE� liliAELi 1,1li,3K.�• 1.l7i 1,1!l,�71.31 . -4,ili.il 7�i.00 �ARTN CTF SER 2001-3 Cl-IA3 AAA !l.i13 DTD N/01/O1 4.788X 93/25/2i2� i00,006.00• CREDIT SUISSE FIRST SOST011 MTO =ti40A3K2 ��0,000.�0 •.7M i��,909.9• -lii,000.0• 0.00 SECS CORP 75.090 DTD 0i/O1/O1 VAR RT 91/OZ/Y931 ST rment Servlces . / �fT Si-�3-12lr-iY257�5 � �TAiL OF A�Eii IEI.O �i � 12/�1/O1 CLd�Y1B,Qn � rAloESn!T O1 84-80! rA� �fi ' r�e vw,� asa ia�ee �a�r wuE z n� a�snat u�x� /�N�l.3 �iET OF�ITTIOM �Y'S fATD� N�T lQCE AT 1!T MBI! QAaVLOl: �AB �CONE i 1,s��,�e�.00� I/OYMAC NOME EQl12TY LOAN AiSET-�Ap( TR SER 2001-0 CL-AFi OTO Oi/O1/O1 S. N2X 03/?S/2�27 i0�,��.000 L�-Nai COML MTC TR 20��-Ci COML KTC MSSTHRU CTF CL A-2 OTO 12/11/00 i.51X 11/15/2!1• �0�,090.�00 hORTCACE SUBORDINATE TR 2001 A TR CTF CL A 144A DTD Oi/O1/O1 VAR RT •1/li/2�31 �sis��c� AAA i216NIC�i AAA i1�1wAA! 1,i31,lii.00 2.i31 1�2.�Z� ili�Z��.00 1.�17 102.i4• 4i�,i0�.�• 0.7M ss.�oo 1,�!!, �=.i� i�Z,ils.l� i0�,i��.0• � 31,l4�.i� 1Z,i41.�0 -1i9,0Y0.�• i,iat.aa l,ill.09 •.00 ��,�Y�.09• M�ITCACE SUSORDINATE TR ill1�A�7 4N,00�.0• 0.7M i0�,��0.�� '1i0��00.�� •.00 2001 � TR CTF CL A IMA 7i.��A OTO •i/O1/O1 VAR RT O1/li/t�il ' 5��,00�.�00 �ADiE IiE�dER KTO ACCE� CORr i!il27fY0 i�7,7ai.00 p,:i3! i0i,00�.�� 2�7i5.00 451.3i SER 1!l4-2 CL A4 AA1 l�1.i57 DTn 02/91/94 i.50X 02/2i/20�1 � nr� nen�-�acro sea�sr� , s,soe,su.00 •.� s,ses,�.a -�,s�s.a s.�.n m� �aes w,ys,as.ss K.s� �s,�rs.en.s� -ue,su.as �,s�s.� , TOTAL CAiN WRREMT rERt00 ACCRUED INC� •.00 ii�,it�1.14 TOTAL RECEIYAlLEf 4i2,3N.77 ' 0 UST � end InveStment S@nllCeB ET�IL � � IELD '. Y � 3=/�/91 0 .04-008 � • . , rAOE 2Z 56-03=1?5-iY25797 CLEIIr�7� � !r - oE1p1ER W we v� au� M� �ec�T vau� x Tora� �es�orr a� isxa�s �r a�noN Noaor•s �►rnw �T �cE �r � va.uE • a�Ntia�s �cc�o n�oone sNO�r � nn�snmrrs ; no�r► �T Fums • • l,ifi2,iii.440 AIM STIC ACIYEH2iS 1,ii2,iii.M 3.i4i 1,iiZ,Ki.�4 0.�0 3,429.i3 TREASURY PORTFOLIO 1.00• . lO�fAL IIONEY MARKET FIAID6 1,�,Ki.M 3.� i,fi2,afii.4i 0.00 3,�l.i3 TOTAL f110�� TEiM DNESTf1EN1� l,ii2,866.4► 3.6iY 1�iiZ,K6.4i 0.06 3,�1.A 001lIOM =TOCR� � . •� OONlIRE! � i 1l,a00.00• SAIMIES � NOdLE I1� COM Oi777419! iii3Oi0.00 1.2l� �ii,91i.4i 1,064.i4 0.60 1�,3�Y.00• �ED SATN i�E1/0ND INC COq 2l,3�0.0�• CHARTER COlN�MICATImIS INC CL A COM 10,i00.�0Y FAMIL� DLR STORES INC C011 Z�,�O�.�� FOOT LOpCER INC . � �,��e.e�• w►�Er a►vi�+ iNC coN 1l,il0.�00 INTERrUdIIC iROUP COS INC COM Si,700.000 MATTEL INC COl1 �7iililN 1i117M1q 3A7��01�! • sMNl1M �i�a •i0ilO100 i770i110= Zl.iO• ili,i70.!• 1.145 33.l60 , Ml,i!l.00 1.Oi3 li.�i� 314,7l0.0• O.Ni 2!.li� i�1.K0.00 • . W3 ia.iso s�,a�i.e• i.isi sa.si� i7i,030.00 1.271 • 2l.54� i31,Z40.60 1.3l3 i�.zee 3ii,72i.l1 iii.43i.47 1�3,ii4.�2 33i��i�.K +��,sss.ts i5f,3i7.17 f34�isi.31 14l,943.�! -i�.037.47 1i0.l3i.ii •3,sOl.li s�,oi�.�z 20,6i2.as -3,41i.31 0.Y0 0.00 i39.00 6.09 •.00 o.00 9.00 ST �na Investment Servkss ET�IL � ASSE7'S IELn A� OF 12/31/O1 oa-ooa �f rAOE �3 Si-03-12l-iY25797 CLEA�IE! � R - � QI ne wua� a� M�oee �r � z�a� �r u■�u� �s asa�r �rrzoN Nee�►•s artiw u�r w�c� �T �ct r�uE �oss �cca� a�caE ♦,Se�.�00 I�REDITH CORr COM iil433101 3i�,42i.0• 9.354 130,7t6.00 2l,700.00 0.00 35.i50 Ii,20�.0�� METRO-COLOYYN-MAYER INC NEii il1i101�• 77��M0.�0 1.701 �1l�7M.i1 �i�iZ�.�l •.�0 COM 21.l90 l�,i��.��• ROSS STOREt INC C0�1 77�29i19i i4��N�.O• 0.7i1 tl��tii.i7 lti�7l1.13 4i0.�0 ' 32.Oi� Ii,I��.�� STARDUCI(S COR� COM iSf24�16! i7Z,4ii.00 1.4i4 itii740.34 4i,724.ii 0.0• i�.ea� i,!/0.��• fTARY00D IIDTELS L RESORTt i�lOAZ�f 20i,9ii.00 0.4K lOt�744.i� 3,220.�i i00.00 YORLOYIDE INC COM 2�.ii� ; �AIREO CTF 1 CL s il� sTARM000 �NOTELS i RESORTS �LUS 1 COM STARNOOD HDTELS i RESORTS YORLMIOE INC 1�,200.�00 TJf� Wt INC NEY C�1 2Y,Oi0.�0• USA NET110RK= II� COM is,a�e.oe• wesn+o� o� �c coh • ix,�o�.��• �1 BATELLITE RAOIO NOLO-a � con �or� co�e ca�t st�Es �,i09.000 I�RSI�� FOOD� COR� COM i72i4�1�! l�29t410s silaui�7 sas�ssiei �t7Ki1N 7li,4i2.00 1.i01 il.KO ,r �. �,�.i0 1.Z1� n.aio � �,��.p• i.ou so.oso sas,irl.oe o.s� ia.�e a,�s,�.ao z�.�i s�s,a�e.oe i.:�e i7.7t0 i27,11�.27 3il,ail.42 ss�,rss.ss ui,sti.r� s,osz,�'s.ss s:a,us.�a 1l�,341.73 lii,ili.3i u�,o2i.as a,aas.�a , z,o�,�.�s sz,iu.st •.00 0.0• o.�e o.oe i,a�o.so a.00 . 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INC COM M�lOflN fli,ili.�0 O.iq ��1,lli.!! -l�f,l1l.!! 0.00 ti.7l0 I 17,500.000 Il�NJNEX CORP NEH 4iZ52810$ � 4i4,l25.i• 1.97,• 2l2�Oi2.i2• 1l2,ii2.48 6.00 27.71• i,1i0.000 LAlORATORY CORP OF AMERZCA I�O� i9ii40R4H iil,73i.09 1.4ii 2l��ii7.i2 3i4,i7�.3i 0.00 con so.u0 �I,700.600 OMNICARE INC COM M1lO�1N 1��i7,25i.09 2.40• i7i�Z0i.�1 f12,0�l.S! 0.�0 2�.M• �I lif.000 PER-SE TECNNOLOGIES INC 71SbN11! li.i6 0.060 6.00 li.i• 0.00 NT •.100 E1(� 07/08/2003 r � 11,200.00• �ROTEIN OEfIGN IAB: INC COl1 74Kn1�3 3i7,3i0.00 8.i11 3f0,l1i.70 i,44i.30 0.00 u.a�• � 2i,200.000 TENET HEALTHCARE CORP COM • iN3301N 1�i3��4i4.0• 3.3K fii,4i0.37 �ii3Oli.it 0.60 fi�.7Z9 ;i 70T�L IEAL7H CME • 1�,�1i,3Z1.50 22.9�i 7,76�,441.i: =,70l,YH.� 2,11i.7�i r II�Bi�IYs 2i,700.009 AMERICAN r01iER CONV COl1 sTK n,io,.000 cermarr cortP con 14,i00.0Y9 CINTAS COR� COM 13,000.009 CONCORD EFS INC C0�1 �r�e�sio� uiaiaios 1MlOAlOi :oii�nes sss,esz.00 14.4i0 i,sii,�ai.00 i�.iio �li,099.9A �►i.000 4Zi,1�0.�0 32.7i0 o.s�� a,oss.�s 3.337 1,04i,ai6.21 i.su o�,sn.oa O.�Ml U4,i7i.i! -u,�n.4s 4ii,365.7! 233,028.l2 241,4i3.41 o.00 0.00 o.00 0.00 ST •nd Investment Services AC�fT ih03-12i-i�25797 ; ,_ �. I' �ETwA OF �ER 1� i ' � � 12/31/O1 CLEwO1�10 � R - ODIrB! QI r� � 94-608 L� I' MR rY.IE � M�ER NA�T II�L�E X 7Q�At DI�i11E1fT I�ALI� /� AiiET �ESC�IIOM 1�•i dTD� IW�� Ml�E AT 1� MALIE GIN/LiOR! �CCe� LICOIE 1t,i00.��• El�RAER AIRCRAFT COR� HW1M1�! l7i�iZi.�• 6.i1� ili�l7l.1! -2i7,3i4.1! 0.00 AOR ' 2Z.13� 12,��.��• FISERV INC COM f3773�1N i3i�Z32.0� 1.177 3�7•l�l.li 1�i,2i�.M �.�• �:. s:� • i,i0�.��• ORANITE CONSTR If� COM ' 3i7=til�7 l�7,Oi�.�• 0.4i7 l4ii�lil.�! -i��3�1.4! i�i.00 �. ea� • •.��.�00 =TT ZNDUSTRIES INC CO�f 4i�l111�Z �04,i00.�• O.ilt sls�ils.�i 10,391.ii 1,2�O.OY • so.see �,aee.00• JACOSS ENCR CROU� INC CON ��iain iis,aoe.o• i.ass su,an.sa -ie,osi.ss � •.�e �.�oo �vr� �ousn�s s.os�.a�s.00 u.� ,sK.ss.0 7�r;su.Ti i,a�s.a s�oeu�r�oN �aMO�aan � i,aoe.e�o � srs ipc con 10,i��.0�� AOVANCED FIBRE COlNI�RCATION Cal i7,�0�.��• ACERE fYSTEMS INC CL A COM 1i.2��.��• ALTERA COR� C�1 � i2,f�0.��• ATMEL CORr COM 1i,70�.0�• AUTODESK INC COl1 xs,ioe.eeo aMC so�� iNC ca� ��r�i�i N7i4Al�i ��M5V1�� 21MI1H �� M�isia �i27H1K os�sui�� ui,iae.er •.a� 31.Oi� 1lO,i3i.0� 0.4� 17.i70 3�1,230.�• O.�il i.il0 3ZZ,iM.�• 0.71! u .:zo as�.�u.oe o.a� 7.370 i9i�l4l.09 1.53� 37.2�9 � �ie,sa�.o� e.�e� 1i.370 u�,uz ts tZl,t14.�7 3lZ��Z4.�i . �i9,t�0.7+ s�s,:��.w b23�JG47. � . sb�,aoo.n -�,o�z.:a -39,37i.i7 -19.794.N -13i,iii.7� -iu,4as.a� 173,401.i2 -ua,9ia.n as.�• •.�• i.�0 •.00 o.00 0.00 e.ao 0 UST snd Investment Services �t 56-03-125-6iL5797 � OkTwll. � A�SE7S IELO wf � 12/S1/O1 aEA1�lA7e � R - 9EIN6t QI 0 . 04-008 � 'w� � r�e v� au�a �e �r vu� z T+u� nwar�rr u�a�a� n�a�s � o��oM �ea�nr•s arnio Na�r ne� AT NR'i � 11�L1� �tiass �ocaEO n�c�aE '�2,l0�.�� COMMIMARE CORP l�KEi10! i�i,7l1.0� l.il�i� 421�i13.i4 i4,177.3i 0.00 � 11.7l� 1f,�0�.��• CYrItESS SEMICONOUCTER COR� Z3Zi0i10! i�i,l22.0• O.i7T� Z�ii3!!.i! Z1,i22.41 0.00 C� 1!.l30 22,3�0.0�0 ELECTRONICS FOR IMACINC I1� COM 28i0a2102 4�7,513.00 1.0l� i93,110.57 -i,il7.37 0.�0 22.310 2i,i00.9�0 INTECRATED CIRWIT S1/STEMi INC 4ii11K20i 57��36�.0• 1.27i'� �il�i30.7i �i,773.22 0.06 CON MEM 2Z,il� i 7,lOO.Y�O INTUIT INC COfI 4i1202103 337,li2.00 0.74i' 1l��i3�.li U3,123.M 6.60 42.7a0 �' 1i,700.00• LATTICE SEMICONDUCTOR COR� i1�41�304 i==�l4l.00 0.71�; ii��7�i.l1 -1i,�3i.l1 0.00 COM t6.i7� �� I i,�0�.�0� LEf�MAid( INTL II� NEN i�1771107 tli,900.00 O.i�� =il��sl.M i3,1l6.K 0.06 ca+ s�.�eo ii zs,�eo.�� n�c�ni� iru ca� s�e0io� �u,a�e.o• o.��► aaa,iaz.0 r�,n�.a o.oe i�.ao• i,790.000 MCOATA COR� p��311it 1fi�2i7.00 0.3 3i��Ni.ii � -ill,iii.ii 9.00 ' c� • coh . � u .iie 14,1Y0.8o• MICREL IMC C�! il�7l31�1 3il,�4E.0• O.il� 731,l1i.13 -3i2,072.13 0.00 2i.?30 13,iYi.�O• MICROCHi� TECFNrOL�Y INC COM • Hi�171Y� S34,i1Y.0• l.li� if4��iZ.�i 170,i29.1� 0.00 3i.74• ii,l00.000 �ARAMETRIC TECHNOLOG1f COl1 i�11731�0 i22�48l.0• 1.183 i42�3i0.14 -11��871.14 0.00 • �.ue l,100.060 �HOTRONICS INC COM 71l40�162 Zti,Z8i.00 0.639 194�442.4! l0,842.i1 6.00 31.35A 0 ��nd Investment Services ACt�MT si-os-i�-ss2s�� .YC /511AlES ASSET OE3ClIP120N :i.io�.�e• ro�rcon iNC con a.zo�.�e� Rsn �a�sTr iNc con �,20�.�0• SYMANTEC COltl' C�1 14,�0�.�0• TECH DATA CORP COM 21,7�0.�00 UTSTARCON INC COM 3�i�0�.0�0 VIWiETTE CORr Tvr� nFa�s�►rmN Tec�o�o�r sa�r�s i2,�'0.�� LEIIEL 3 CdMJNICATI0IK COM 1�,��0.��• TINE MARNER TELECOM I!C Cl A COM 10T�L f� �� ,�e�.eeo u►�P� c� con �r.Y... . I'" rI. � �.1� . ,;_ . !T� � A�SE7S IB9 , � a 0� lt/i�/O1 CLE��i� e rr - oei�e QI ;� �� YrR W� �! 'r 7�� nn�� 71i�i1N i7iti71K 11��7�1�� lti7i41M i272lN1N a�na im�n� W■�T �E AT 11� ,i YwLA� �� ; na,an.�• i.�ti s�,iia.ii aa.n� , , i+�,ns.e• o.�'o �e,ss�.sa i�.aso si�,�s.�• i.s�� si,os�.t� ii.if� , i�i.lt0.�� l.�i'7' �ti,lli.i� 43.2i� i1�,�i�.0• l.sii �!l,it�.ii 2i.i0• l�i,ZN.�• •.�i� 3K,�!!.0! s.s�� i�.�,ars.a � u,as,aa.z� , u�,�e�.�• o.ys �,sis.i� s.�o� ,i��,s��.�• •.s» su,orr.� 17. N� •!0.lN.00 1.O�i 7ii��.1: 4ss,saa.00 i.e� n�,a».�� ii.�so QAaI/LOS� iu,zss.as i+,�a�.�� iss,i�s.�s 17l,721.�i 12i,i27.i4 -140,2l1.0! u�,�s.a as,ws.a� -ar�,in.� -��.ls -u�,a�s.�o � 04-008 H�OE 2! KC�EO LIOOIIE e.oe 0.00 o.e• 0.�0 0.00 0.00 a=.a o.ao o.00 0.00 ' 0.00 �nd Investmenl Services , ACO�IT ' ii-OI-12i-i�257l7 . � . �ETAa OF ASS� � ' � OF 12/31/O1 - CLEA�M7Q � R - OEINER W ,' 0 IfpL{E X � M� 1fAL1E �•s RATDI� MMRET R�CE wT � /�11� ASSET O�n� . I. IOTAL {11'ZL11IE4 MIi,J-A�.00 1.6�17 Ai.i7l.i0 � OiIER I •713�l1�1 3li.0i3.60 0.�72 �11,3��.� 17,�0�.�� SVLVAN LEARNING S11=TEM INC CON 22.07• ' s�s, � �o o.as m,-s+ tvrx o�e � �s,s�,�a.so s�.'�'o ss,as,�.� �vr� coN+oM stoacs o- o.eo To�r� c�sn � � � iz,e�a.ss qJRRENT rERIOD ACCRUED INCOME . -di,77i.iZ ;� TOTAL �AYAfLES • 3Z7,2i4.73 TOTAL RECEriAHLES ' '�'r � 111�lEAL� CAIN/LO�S -nl,��5.60 103.ii3.4i 103, R �i 4,r�+,r�a.�s oa-ooa rME 30 ACC�EO IIIOOIIE 0.00 0.00 0.00 a,s�a.00 � . , � U� . . . �,I•. ' , 04-00• �_. �nd Inwstm�M Servlces � �TwIL OF AiSETE IELO � °� . � � 12/3L61 � • . AC1001A1T . ,' • rp� � Si-03-12S-i825790 Clir � �7,i�TER-s �OE �. �� viLLUE qt� � IM�T YALIE X T�TY;+ aNElillHfT I�AL� /SHMES ASSET DESC![IPII011 I�r•S RAT� IYI�T PR�CE AT NKT VALIE iJ1D1/LOli AOC�� n100lIE SIIDRi TERM INYFS711EKT'S , , � IIOIIEr MARRET FIA� , . . 1,02i,3i1.37� AIM STIC ACIVEH2�i 1��2��3t1.s7 3.li�i 1��=i,3i1.37 0.0• 3,2i1.Y` TREASURY rORTFOLIO 1.A00 iI T�TAL I'IONEY NARKET FlI1DS 1�08,'�1.37 3.lE�if� 1�0��3e1.S7 0.06 3,Z3Z.OY 7m�L � TERl1 DIYE571EN1'S 1,Y�,3iZ.37 3.93i 1,�,351.37 0.00 3,23Z.Oe � , �a!lIOM i10CRt 0011lI�ER � , N,096.00• LISERTY MEDIA COR�-A tE07181�i ali,009.09 I.4i� 1�3K,147.ii -4l0,147.ii •.00 COM 14.00• ' � � 1i.0�9.900 MCOONALDS CORP COM ii01=il�l �23,i20.00 l,.f�t� 4Z7,i22.l� -�,102.l0 6.00 i3,000.000 OFFICE OEPQT CON 47K i2,000.99• �ARK rLACE ENTERTAINIEKT CORr COM 2�,��.Y�O TRIWN CLO�AL RESTAURANTS INC COM 17,�00.��• MAL-MART STORES INC COM TOTwL OOIIS�ER O01l�Et fTAPL.FS 2i.470 qi22010i 1,1iB4O20.00 4.47�; ia.sao �eoi�eioo �si,�ao.o• z.a» ' l.170 N5li31�7 li4,009.00 3.7K 4l.t00 lE1142103 l7i.35i.�9 3.Mi i7.iS9 �il6��Y39.N 19.911 f23,i74.ii •02,g4.2� il��lq. OS 12i3Ols.73 s��60�1.5i.S0 i�4.145.12 -i9, 2M . 2� =il,�11.li �fi2, 2i1. 27 1��►l�i7s.i9 0.00 0.69 0.0• 1,1lO.OY 1�1l0.00 U�IT � 04-OOi 1 and Investment Servlces �TAII. � ASSEi� IELO A� � 12/9./Ol � � AOCOUfi f '� � �i-63-125-6i?5790 CIr � O.EA�7Q-3 �CE C�. rrie � Nu�a iae�r w�uE x �a�n�. a�sn�r u�xa� /�IM■B Ai�ET E'RCR�rION 1�•f dTllr NY�T RaE AT KT 11ALAE QAnI/L0� AOC� Dt01E Ii,0�6.9�• KRAFT FOODS INC-A COM 70�AL C01{�UQ �'TArLES e�r l,000.000 CHEVRONTEXACO COR� con li,i0�.��• E)0(ON MO�IL COR� 12,090.000 �HILLIrS rETROLEUM CO COM rsr� �r �us 1�,060.��• AlIERICAN ItfTERNATIONAL C� Cpl 2=,�0�.0�• CITIYROU� INC COM l,��.0�• FEDERAL F10lE LN MTQ COR� can 1�,�00.��• FAlNIE MAE CON 1�,090.�� MAtHINOTON MITUAL INC COM 22,000.000 YELLS FARCO i CO NEY � i�07i1110� i�4,4i0.0• 2.Ow 3�.i30 lrK��M.OA =.O�i 1K7iM11�0 iYi,4li.�0 3.Oa7 as.a• s�zu�� a,as�.�e It.a�t 3l.300 � 71ii0710� 7Z3,120.�• �.#� �e.tie � t,i�a,eso.oa a.� ' ,� l �sis�ia �sa,000.�� a.os�i 7l.��0 17=liA�l l,ll�,ii�.�• �.l� s0.�so �ee�i sas,i��.oe 2.�a � �s.aoe il3iiil�! 7li,00�.�• 3.Ni 7l.i�� !il322103 3=7,00�.00 1.2iE 32.700 94l74i1�1 lfi,349.�0 3.K1 43.�70 di51�143.1• 5�,143.1� �ass,a�o.3� K�•ili.l� iN,7li.li s,�+s.z�x.ss � •1,741.3i 7K�lI1.M i1=,23l.�0 34�,qi.l+ 3ii,913.0i ss�,oss.is -13,ii3.16 -13,ii3.10 -zs,aoe.s� 7�l33.l� i�,3ZI.M s=,ap.M 712,2i�.iZ s�s,�a.s: -ts,�s.�� ' 4i4,l2i.�i -a,ois.oa zas,xu.aa 0 2,�iY.00 2�0�0.00 •.00 0.09 0.00 •.00 6.0• •.oe o.ee Y.�9 e.00 e.eo � UST � � . 0�-008 and Investment Services ; .. ' . �TwIL � uSEi� IEL9 � � • . - i ; AS � 12/31/01 Aa01�fT . rAOE li K-93-125-is25790 CZTY � aEA�11�TER-3 �CE �. �R YAL�E q� M��!! IW�T IMLIE X TdTAL DNEiTlElff I�EAL� /�11� AitET oE�'TION I�r•S YTIM NA�KET rRICE AT MRT Y�LI! QAIN/L.O�t . A�D INCONE TD��L FDIANCGL,i �,i71,S00.90 17.4�! l,i0f,032.� 1,7fi,�67.ii 0.06 �xrn uu� i� 13,000.000 AMERICAN HOME PRODS COR� COM �2KYl197 7l7,N9.09 3.6i3 i71,ii5.l1 12i,114.09 0.06 i1.3i0 7,700.00! JOFRISON i JDFRISON COl1 �7i1i�104 45fi,070.00 1.74t 33i,1ii.22 lii,�i4.7i 0.00 il.100 12,�9�.��• flU1RMACIA COR� COM 71713U1�Z i11.a00.00 lµl;! i2i,73l.2i -li,l3l.2JG 6.00 42.ii0 l,�00.000 TENET HEALTHCARE COR� COl1 N�3'.iQ10• iZ�,4i0.l0 2f0ti i61,021.27 27,4ii.73 9.6• Si.720 I i,i00.00• MELLrOINT HEALTH NETiIORKS INC !4l73H1N 7il�i25./0 2.l�7 7�Z,2ii.li 17,25i.�i 0.90 NEi! CL A 11i.tPrO � ' TOrAI IE�LTM CARE i,�il,iB.00 11. S,7�'l�7Yl.N !7l,Mi.i� •.00 � II�t�TRIwLt 1l,i00.060 CENERAL ELEC CO COM 1i,290.�0• TrCO INTEIWATIONAL LTD COl1 �sr� nmusluxs n�weu� �aa�r SO,YO�.Y60 COMMJTER A=SOC IHTL INC COM 3Hi0410i 7�1,ii0.�9 2:0!! 40.Oa0 ' lOt1Z�l�i ili,2t6.�• 3.427 sa.�ee i,sss,ana.so b.u� 204l1210! 1,034,700.09 3.li0 34.4l0 344,1i9.�! •Bt,liO.lO i,i�,m.ss i�t,331.l1 437,3!l.il 43,11l.10 +�,aza.a lil,3ii.0! 3,i10.00 i�o.0a s,�oo.eo 1,l00.00 i� �� oa-ooa d �i �ry�«s i I 0lT�. OF IIiSE1s 1EtD li A� � 1L'A101 � ' A�0o1MT ��OE 17 s�-os-�ss-��90 cmr w car�■w�e-s �E ;c�� !'i __ rnr v� wr I�wee s�r w�.uE z ta�� n�sn�r� Y� /51WE'S ASSET OE9CR�TION �= dT� NY�� lQCE �T RT M�LIE QAill/LOR4 ��D INCOIE 17,��.6�� COl�UTER SCIENCES CORr COM t�i3iS1M �il,K�.O� 3.1�7 �O�ilM.9! !l,i7i.01 O.YO COM 4i.li� �, I'� � 2a,�0�.��• OELL COlIrUTER CORP OOM l47�Zi1�! i7l.i��.0• 2.i0L 1.111,412.i! -�31,�42.j! 0.�0 z�.ia� za.��o.�o� urre� coR� con �ssi�eio• »s,tse.eo a.ees s�,�sa.�e z��,�n .a� •.ao ai.aso . K,�0�.�0• LUCEKT TECFNOIOGIES INC COM Ml�i31q i2l,206.Oi 2.02i 1,47�,i20.ii -!�l,i20.ii 0.90 i.309 • 11,i00.�0• MICRO:OFT COR� COM i!+l1�IM 7il.i7i.9• 2.11i !l1,il1.�Z -=2l,i3i.0! 0.00 K.ti� 4l,��.�� SOLECTRON C� COM if�ll�l307 iit,7t0.00 Z.11i ��,10=.M it,ili.li •.�0 11.28� -� iQrAL II�IIATION �IOL,OCr i,ITi,l6�.N 19.Y1� i�tri,fi'�.la -li�!l,7�67.l� 1,Z90.00 � M�,�0�.00• ATiT COR� COM 3l,40i.000 �iT COlY�iICATIONS IIfTI COM Si3O�0.�00 MORLOCOM INC MORLDCOM aROU� con Tvr� sav� vrn�r�s 1l,000.000 EL �AiO COR� COM � ��1li71�! 7l�,1i0.0• 3.6fii ia.i�� annies ss�,r�.�• z.iai 14.130 l�1i7010i �lt,i00.0� 1.Ni ia.�ae i,a4�,�x.oe �.an �t33iLiN M7,il0.00 3.2�4 �4.i10 iM�43l.4Z ��,�ss.0 7il,iii.11 g,�,ass.si •2i,3M.l7 -K,27l.�Z -ui,ou.0 -l7i,Ni.11 -n�,�.� 21,201.03 1,i50.00 e.00 •.0• i,�so.� 743.7i ST Uvestment Servlces � � .� . � ETAa OF ASSE7': IELO . �4 OF 12/31/O1 r � A4-008 ACOOIIIfT ' . rA�E 1� s4-es-uc-�sts»o. cn1► e� a��t-s �' c�y�. � v� as� � w�r vnu� x rorM, a�esn�xr u�� /:iM�! �SSET OESCRIPTION I�If•t RATIIIQ NY�T PR�CE 1T 'IRi UALIE QAIN/LOSS �CCeED INCOlIE � �; � TOT�L IfiILITiES M7,NO.N M �i,sM.l7 =1,lO1.OS 7�.7i TO��L OONNON S70CKS li3Ol7,4�l.00 li.0ii !t,l1�,�'11.Oi • lilai,'1i0.� l0,ii3.7i � - ,._u>. ":::;;,: TOTAL CASN •.�0 WRRENT rERIOD ACCRUED INCOME 13,7l4.iS �� TOTAL RECEIVASIEi ' 314,4l4.ti i .�.a...ilO�wL..Al�E1'� - - ..cr:ri._.... .t ' "' � ,;:, � 04-008 �rN Sr ... �• �TAIL � AESE7E IELO • . AS � 12/SLOl noQOUri � ��CE 17 5i-�-125-6525630 d.E�iE� S'�CN !�' QI . — y� y�lE ��E� IM�� MLLAE X 1QrAL DNl�iMElfr I�IEAL� /S11A�i AtSEf OE�IION . 1�•S RATDIY N�� rR�E AT MkT YAL.{� C�IN/LOSS AOCi1�D DILOIE i110RT TERN LIIIE��11E1tiE • . IIOIEr NA�IEf F1�i� 3,342,�3i.i7• AIM iTIC ACIVEN2ii 3,342,43i.i7 i.0�i i�342,43i.i7 •.00 7,494.l5 TREASURY rORTFOLIO 1.OY• ! I : iri� �o�r NA�i FMmi s�i��ss.ii •.Yii s/s�sl�ii.a ' o.oe i��.ss ror� suoRr � sinrFSn+Ewrs s,s�,�ss.s� � s,s�s,�.a o.se �,�.ss �a■s , co■roR�� 1.f��,�0�.�00 AIO SUNAMERICA FIN VIII �OliliAA� 1,4!l,Z�0.09 t.71i 1,i0�,0��.00 -720.9• 1,4i1.t7 =R NT fER 144A AAA !!.!i! '� DTD 11/13/O1 VAR RT 11/li/20M RT=LISOR !1lf0*12.58� I�NTI�Y ' l,1i0,006.000 AINCANSAS ELECTRIC C�� MOii0AA7 1,224�42i.40 2.�� 1,1li,ili.�9 27,i2i.40 23i.1! DOND A2 ' 10i.is4 DTD 9i/23/!i 7.33X Oi/30/29ii � 1,12,,7l3.�30 ATLA: AIR MORLOMIDE NLOC= INC Ml1KAU0 l7i,702.�� 1.7K 1,1l�,7l3.�i -14l,0l1.i7 40,li7.i0 �ASSTMRU CTF SER 19l�-1 CL A-1 A1 ii.74i OTD 6�/13/!! 7.20r eiievaei� LEOAL FINAL MATURITY 07/92/202� 1,1��,0�0.00• CAI�INE CORr 131347AMi 1�000,967.06 i.i13 1,0li,03i.�0 -l7,ON.40 3i,322.22 NOTE M1 !9.!!7 OTD �2/15/�1 i.50X 02/15/2011 COqTIMlOUSI� CALLAdLE 1,4N��08�.000 DAIMLERCHRYSLER NA HLOC t�Ei3iAlN l�il3�1�4.�0 2.i24 1,49�,l32.90 -1i�77i.00 1�i42.i7 CO CTD NT A3 l�.ill DTD 12/15/90 VAR RT 12/li/2�02 RT=LIBOR 03l�+77BP QTRLY • 0 oer�a of �s � �s o� zvu�oi .aaourr • �E 1s s�-os-12s-�axs63o o�� s� R w •a-oa �i � � rawE a�a �■��lt �r wuuE Y tor , �rt u■�t.� /S�MfES ASSE� eE�TION �': dT1� N�� AT IRT rALI� �A�I/LO�S �� L�OIE f;,l 1.��.��.�0� FIRST U11ION CORP 3E73i8011i 1��2��2i:0� 2.i4�1 1�3�l�272.Y0 3�5Si.00 8�l2l.li NDTES A1 lYO.tOZ ' OTD 03/Sl/Y• VAR RT �3/il/2�Oi ;G�j ClMr RTsLZ�OR 3110a3iM aNARTE�r 7f�.000.0�• FORD MOTOR CONPANII 34R70CAi i�7,l4t.i� 1.2�i 7=�,isZ.i� -33,N�.�O ZS,iAl.37 � AS li.il! DTD �7/li/!! 7.4SX �7/li/2i31 ��! 1,40�,000.�� CEI�RAL MOTORS ACCEPT OORr 37M2YEi� 1,i7i,�4.�0 2.4l2 1,4��,�0�.�• -Z4,55i.�0 S,i39.33 lITII ' AZ !�. Z�i 0'i� ONO3/�1 VAR RT N/M/2��f RTsLI�OR i3MD+338� QUARTERL� � 1,1��,��.��• N01ltE11DLD FINANCE CO NOTE OTD 1�/23/�1 i.37iX 19/lfi/2011 2,2��,��.��• INTEAIEOIA Ca0M1ICAT=ON: INC fR oIfC NT: sER s STEP-Ilr OTD 07/0�/!7 O.OiX 07/li/Z��7 RT STE�-t!r 11.2SX 07/li/2002 C4O CALL i rUT AIMlAL CALL �EC 07/lb/2�02 i��.��.��• MOT�OLA INC NOTE OTO 11/13/�• 7.i2iX 1Llf/ZO1� CONTIMlDUSL� CAILAeLE wliilJl� 1.�M,2i1.�� 1.!=i A2 li.7i1 �' 4iN�lAL1 g�tl4,7i�.�0 4.Oi0' �AAt 1O1.1Zi � il��7iAR� � 7i7�iii.�0 1.457► l�.�Z i1�,7i�.��0 !� NORTMEAET CEI�RATL10 i!li7UACi ill,00l.M 1.1=1 MEDI1�1 TERM MOTE �AA3 190.042� DTD 1L15/80 8.6i5X 1Z/1JG/2,M CONTIMIOUSLY CALLABLE l,�i�.l�. �• ��I�Oi0��.00 i12�i24.9� it�,�i�.31 li,2i7.00 �14�7i0.�0 -24,7N. 0• -1, 070.�3 13,24i.�3 •.0• 7,7l4.�4 2,217.�7 . �IT 56-93-125-66Z5630 a�ran oF ass�s �o � . , � oF �oi n sewr7E! �1 R QI oa-aoa � rasE zs � rAR 1fAL1� QA� 1■�■ER MWCET 11YdE X 70TAL IIIIIE�i11aT I�QEAL� /iN11YE'S AisET DESCRIPTION IIOmY•3 RATDIO NARKET R�CE AT IRT Y�LIE QJIDVLO�i iCCiRE9 DI00lE ; . . 1,i90,00�.000 NIACARA 110MANK �ONER CORP iS3�24�ICS 1�411,i05.00 2.Si7 1�11S,37i.00 ' 2�3�23�.00 0.00 SR OISC STEP-UP NT SER H SAA3 l4.107 OTO Oi/30/98 0.00% 07/Ol/2010 - RT STEP-U► 07/O1/2003 •.50X • CAIL/COND PUT ANNIJAI CALL BEG 07/Ol/2003 , ; 1,1f0,000.000 S�RINT CA�ITAL COR� ii��7EA03 1�1i1,0l2.i0 2.0�li 1,1+i,�7�.i0 Z.iZ2.9• 1,ii6.58 MTN dAA1 100.0li � DTD Oi/0!/00 VAR RT Oi/10/2��= RT=LI90R �3M0+35YP Ql1ARTERIY 1,250,900.000 TIC HOLDII�S INC i724ilAA! alS�487.i0 l.il! 1�t72�3�7.00 -s�a,ass.i9 21��40.l7 DTD 04/13/95 8.125X 04/li/2��i �A3 71.47! 1,259,000.900 UTILICORP UNITED INC lliO�iAY3 1,2l3,237.i0 2.i�i 1�Zti,134.0• i7,103.i� �0,347.22 SENIOR NOTE �AA= 103.�i! DTD 07/20/9! 7.00X 07/15/20M 1,409,009.000 iIORL�OM I!K GA NEM lili70AJi 1,44i,13�.A0 2.ii! 1�413,664.90 2i,474.00 13,�ili.ii l�TEt A3 102.ii7 • DTD Oi/li/O1 7.5�X Oi/1S/2911 i; CONTSNUOUSLV CALLA�LE �OO,OOO.�OA ZURICH CAI'ITAL TRUST 9il81lAAf 7�3,OSi.00 1.�37 77i,364.A• 14,7i4.00 B,ii4.00 SER 144A A1 9l.13i ' . OTD �5/38/!7 8.37iX 9i/�l/2037 CALLABIE Oi/O1/2007 � 1�4.1! rsr� oonroR�� a,ss�,w�.a� ss.4ss a,�s�,+�s.0 -�,�.a �,m.�a aoros�� iii,iN.24• FE�RAL HOME LOAN MTC COltr 312l3Y�2 712.1l3.3Z 1.2l� f�3,43Z.3i 28,7i0.� 2,08l.20 PARTN CTF COLO � rC32l12 NOT AVL 103.38i DTD 11/O1/9� 7.58% 11/O1/202! i,, ' E�A�. OF �iE7'� IELO ' ,'; �i ! 32/�1/01 04-008 �T M�E Z9 56-93-1?5-i�25630 d.E�D7ER f�CN R QI �ue w� a�a ■ueet �r vai.uE z Tor� n�n�r u� /iM�i AisET OE�Ir1I0M IM�r•f RATLM NY�T lR�CE AT !�T 11YA! Y�DI/L�f �CCe� INCOIE 1,3��,��•��• fEDERAI NOME LOAN KTC COR� 31i+A4AAt 1,u2,9H.�• 2.iO4 1.393,i4i.00 -11.47l.00 Tf,�37.50 �OND UNSEtO e/E REF NTS AAA 10i.313 OTD 1�/ti/�0 �.7SX 93/1S/2031 I' 1.2��,7i7.37• iEDERAI NATIONAL MTC AtiN =1i71HOK! 1�=1Z,�i3.�1 Z.1li 1,1M,l07.li 71,1�i.03 i,iii.is MSSTNRU CTF �OOL t2S2570 iqT AVL 100.4ii ' O1D �i/01/!! i.50Y. 07/O1/202! • l.��b.�l5.130 FEDERAL NATIONAL MTC ASSN S13i2D4�i 1��l4,044.11 l.Kt 1��lt,2�l.2i 1,7i4.ui f.42i.47 �ASSTNRU CTF POOL t47l727 I�qT A1fL 1�0.7i! OTD �1/O1/!! i.00X Ol/O1/2014 K�.if4.71• FEDERAL NATIONAL 11Ta ASiN 31�iiMPl 11�,31i.i! l.i�! ��Hl�777.ii i3i.0i i.7l1.03 �ASSTHRU CTf �OOL tii4iii � �y� 104��K i DTD 11/O1/00 •.00X 11/O1/203� 1,31i,53�.4i0 FEDERAL NATIONAL MTC AESN s1ii7l11E3 1�320�i59.23 2.3l= 1,307�4i0.33 • 13,19t.l� i,fii2.i! PASSTNRI! CTF POOL ijl2ii7 . NOT AYL 10�.313 . OtD Oi/Ol/�1 i.00X �i/O1/2Yli • l��.��0.��• FE�RAL NATIONAL MTY Ai:li � ililt�Ri! l�i,lii.�� 1.i42 11t,E7i.0� -i,21�.�0 i12.4! REI4It SER 2�61-4i CL TE IOT AYL 100.fii � urn �aieiiei �.sox �siZSn�s� •1�.ti�.MO oOVERIM�lE1IT NATIONAI NT� AfiN iil�O�Y=i �=i3i�.i7 l.iii l��.i� -�i�ll7.li 4�Ki.�4 �ASSTNIIU CTF r001 �i70�si !bT AYL 30/.+ii . DTD 1�I01/O1 i.50X 1�/li/2�31 1,31�,�i7.17� COVERM�NT NATIONAL MTO Assq.Il iLl�t�7 1�i1��407.7! =.374 liiM�37i.�9 i,02l.s! 7,0li.l! ��T� � � �;�� NOT AVL 100.02L OTD Oi/O1/�l i.50�1 Oi/2�/2031 1,023,isi.l4• COVERtME1fT NATIONAL NTC AtSN iiZ�iME04 1�0�,4l0.94 1.8� lAi,062.7i i0,42a.1S• 5,l72.50 PASSTHRU CTF POOL �ii2i35 NOT AVL 192.46i DTD 07/01/9i 7.00� 07/lfr/202i . ,�04-008 , _,,... , I,.. ET� OF AS�ER � ' ' � . . i.. Af OF 1Z/il/O1 I • � KL'Ot/R �i ! � a • s�-os-�ss-baz�so ca��■w� � � a i; , '_ ►.� v�uuE osst � iwecET v� z a�t�r u� /�MA�s �ET OEfCRIrTION �•S MT!!p N�T �RZCE AT I�T IMLI� aAIN/LO�i wCC�I� LIOONE 1,200,000.990 GOVERIaIENT NATIONAL MTO Atsq �E71MCF0 1�251,3i4.90 2.Zi7 1�153�875.0• i7�56l.0• 3,49l.99 REMIC TR 2000 14 CL CO IqT AYL 104.2iZ � OTD OLO1/09 7.50 97/li/202! 1,409,000.000 UlIITED tTATES TREASUR1f !1$8100013 1,i5i,50�.09 2.!!! 1,742,ii2.i0 -i7,9i2.i� 13,i32.5� eaws uu . iia.�o oTO iinsiai �.sax iiiir�t�i� l,l7fi,090.009 tJ11ITED tTATES TREASURY ' 112810EN ��2!l�ii�.50 4.�K t��lEl�ZOl.i7 i6�Ml.13 i3,1i1.l2 6W�S AAA 11i.43� DTD OLli/�3 7.125X 02/15/2023 5i0,000.000 llqITEO sTATES TREASURY 11ZSlOFMi 69i�721.i0 I1.07! i01,1Zi.41 -i,494.l1 4,4i3.05 gp1�S AAA 10i.313 DTD 02/1�/00 6.25� 05/15/2930 I,i09,9Y0.�9• UNITED iTATES TREAtURY !1!�l7g� l,ill�OOi.O• 2.lii l�il�,��7.i2 -1,17l.i! 27,Oa2.42 I�TES AAA 191.1N . DTD 03/I1/!7 6.i2fX •3/31/Z90t 7�0,060.090 IAiITED iTATES TREAiURII 11Ztl7NN 74i,1�t.99 1.3i! 7i�,�Nli.�i -4,ii7.�i li��i4.13 MpTES AAA 19i.il4 DTO i6/15/�9 6.06X Oi/lt/20�! 1,150,009.�09 t�lITEO STATES TREASURY 112a27A�fi � l�1i4,31=.i0 2.0�1 1,1i2,OM.2A -7,771.70 30,i7l.i8 NOTES AAA 109.375 DTO O1/31/00 6.375X O1/31/2��2 � i�TY. COIIFi111EMT l0�120��62.is 3i.�1 1!,l�1,7ZZ.Li 1i9,7w0.�t Z19,30b.94 A�iET-MQE� f�ITgi 1�3,YN.730 Al�RICA IIEST AIRLINEE O=3ii4AC� 1�2,7i0.32 0.331 lii3Oil.71 -30l.i! i,244.40 PASS TNRU CTF 8ER 1!!i-1 CL C VMI�1 l9.ai1 • OTD 11/26/96 6.86X 67/92/20M ,i , ■�r�n o� �rs � ;.. � � �ni �000urr � � s�-os-iu-is2.ssao o.EYM7Bt s��cN R w � oo-ooa __ w wus ■�■r 11�T 1AW! z �r 1� /�N�ES aSSET OESUIrTiON �i YT� N�T �E AT I�T WL1! Y4IM/LOii �OC�l� IMCaI! 1.��,��.��• OVI RECEIVAlLES CORr �iii+IfMt ��+14�Mi.�� l.ki l��iil�i.=i •,iil.7i 3,Ki.33 /ARTM CTf iER 2001-1 CL-A2 AAA 101.�i! OTD Ot/10/�1 4.fMX 07/11/t��i i 1,��,�0�.000 DI3COVER CARD MA=TER TR I lMiiKCJi 1��1�,w�.�0 l.�7� 1,�17,!!l.1� 4�7.i= 10,107.t2 �ARTN CTfs fER 1!!!-� tL-A AAA 101.3l� i'. DTD tf/27/!! 5.i5r 11/li/20M I!�' i 1,2��,�00.000 CNACM MTC LN TR � iiliilloL� 1�ta1,7M.�• R.li�t 1,1!liili.�� iZ,1�.i0 1,300.09 2�0• HEi CL A� STE� !qT AYL l�i.�l! i, OTO 10/O1/�9 VAR RT 1LZi/tOfl ' MTO MtsTIMU CTF IOT�L AmET-�0 � �,!l7,i30.3a 7.� �,lOi,ifi.iA lO,�Ii.7i 21,21i.9i � , IIOfICAiE-�ACRO l�TIEB • � 1,200,f00.09• CMI�t INC �ASS TI�U CTFi lZii!!� 1,t33,03f.00 2.2�4 1•lii,12i.00 !7,l11.00 1,ZOi.33 qll !RC �Af=THRU CTF !l-11 CL M IOT AYL 302.7ii OTp 6!/,1/!! 7.2iX 11/2i/202! , 1,oYY,00�.��• COI�iTRrNIDE HOME LOAN: 1tK9MTi l79,410.00 1.7T4 l�i,i2i.�• -i,Mi.00 l37.i0 SER 2i01-J1 CL lA3 �AA l7.9U1 ' OTD Oi/01/O1 6.75X 12/2i/2�3� i2l,iii.�i� WMTII;IENTAL AiRls �A�t TNRU 11N�iCNi 7��,7l4.31 1.41i i�7,4ii.l4 -�i,iA.li l,i94.71 SER !�-3 CL C-1 CTF iA� li.�3s OTD 1L93/�ri 7. iiX 11/01/2�M 77l,33l.126 CMAC MTC C� IOIIA 3�1K�E1 7�l,4�O.S! 1.430 iM,77l.i! -lfi,37l.30 4,i2i.40 i210 FW1 INSO PROJ lITC SER 101.2l1 � DTD 11/O1/i0 7.�3X �3/O1/20?1 � 7li,1�1.200 IIEA�AI�S MTC SECS INC �O�E1M1� i10,24i.i� 1.4i� iO4,ii7.l2 i,ii�.9i i00.i6 CTF 4ER 1�l7-4 CL-AI10 AAA 191.l90 OTD 0�/O1/!7 7.25X 11/Z5/20Z7 ACC01AfT fi-03-125-ii25630 , �TA� � ASSE'IE IELO A� OF 12/Sl./Ol � Q��7ER . f�l r!' CII 94-068'• PA� 23 • Mf YLLUE � III/�!! �i 11ALIE X i�OT�L � �� /SN�tES �SSET OESCRIriION IIOm�•S bTL� NYRET � AT N[T IfA1.lE QAIN/LOS� �OCI�IEO DIC01� iIITAL MORI�ACE-YCKm SEQRITIS OilEf l.SS0,000.000 METRONET C�lNIGATIONS COR� SR OISC STE�-U� NTS DTD Oi/10/!i 0.00% 9i/15/26A� RT=OX TO Oi/03; THEN �.�iX C� CALL i M1T CALLABLE Oi/15/2003 7 104.l7i �xs,eao.oe• NoRSU nrcRO es DESENTURE DTD 0!/23/!7 7.25Y. 6!/23/2027 �illilYAJ7 SAA3 ssssswrt � +•il��Ml.is i.3l1 �,%i7,iii.Yi 7SO,i2�.00 1.41i to.s�i �a�,sa�.ts i.as� 100.30! 1, 292, N7 . i0 a�,no.�s E5�32i.7s -421,88l.i0 -2,1i1.i0 17,�6i.6A 0.00 1i,262.2! 7QTAL Qr1ER liiM•3T1.li 2.lL�► =,03l,�9S.2i -�24,OZ1.60 li,L2.29 TOTAL �01�! Q,�.7!l.17 93.94i lt,�,7f4.M -ii7 034i-.i7 4!!�0-i3.li . V�. . .�.,.--..; �.:.idf � TOTAL CASH 0.�� qlRRENT rERI� ACCRUED INCOME f�iiM�.l1 ..�r 0