T AMOUNT COCO WOUX7 02/27/01 02/16/01 SOLD CONSTELLATION ENERGY GROUP INC UNSOUCTTED CEG -600 42.47080 25.429.13 02/22/01 02/16/01 SOLD CMGROUP INC LeaSCUCTTED -700 54.85100 38.34142 02/22/01 02/16/01 SOLD CISCO SYSTEMS INC CSCO -1.200 28.00250 33.59437 WE MARE A MKT DI THIS SECURITY

3% 2,871.84 2.38% 2.96% 1.79% CATERPILLAR INC 1,110.00 82.82 109.85 91,931.25 121,933.50 30,002.25 32.64% 3,108.00 2.55% 2.99% 1.81% CMGROUP INC 358.00 39.24 49.29 14,048.52 17,645.82 3,597.30 25.61% 14.32 0.08% 0.43% 0.26% CLEARBRIDGE EQUITY INCOME 2,366.16 17.65 19.83 41,756.

8,691.55 11,403.30 (2,711.75) 76.00 0.87% BANK OF AMERICA CORP 060505-10-4 BAC 15.82 944.000 14,934.08 10,148.85 4,785.23 37.76 0.25% CMGROUP INC NEW 172967-42-4 C 52.92 358.000 18,945.36 14,048.52 4,896.84 14.32 0.08% GENERAL MOTORS CO CV PFD 8 37045V-20-9 53.02 1,000.000 53,020.

Onginal Cost Accrued Div. US Large Cap Equity BANK OF AMERICA CORP 050505-10-4 BAC 8.18 944.000 7,721.92 10,148.85 (2,426.93) 37.76 0.49% CMGROUP INC NEW 27.41 358.000 9,812.78 14,048.52 (4,235.74) 14.32 0.15% 172967-424 C PROSHARES ULTRASHORT S&P 600 15.59 1,000.000 15,590.00 44,809.5

Onginal Cost Accrued Div. US Large Cap Equity BANK OF ANEFtICA CORP 050505-10-4 MC 8.83 944.000 8,335.52 10,148.85 (1,813.33) 37.76 0.45% CMGROUP INC NEW 172967-424 C 32.72 358.000 11,713.76 14,048.52 (2,334.76) 14.32 0.12% PROSHARES TRUST ULTRASNORT SiP500 74347R-88-3 SDS 13.63 1,000.

Onginal Cost Accrued Div. US Large Cap Equity BANK OF AMERICA CORP 050505-10-4 BAC 13.97 944.000 13,187.68 10,148.85 3,038.83 37.76 0.29% CMGROUP INC NEW 48.78 358.000 17,463.24 14,048.52 3,414.72 14.32 0.08% 172967-42-4 C 3.58 GENERAL MOTORS CO 51.32 1,000.000 51,320.00 50,000.00 1,

Onginal Cost Accrued Div. US Large Cap Equity BANK OF AMERICA CORP 050505-10-4 BAC 15.82 944.000 14,934.08 10,148.85 4,785.23 37.78 0.25% CMGROUP INC NEW 52.92 358.000 16,945.36 14,048.52 4,898.84 14.32 0.08% 172967-424 C GENERAL MOTORS CO 53.02 1,000.000 53,020.00 50,000.00 3,020.00

riginal Cost Accrued Div. US Large Cap Equity BANK OF AMERICA CORP 060505-10-4 BAC 8.18 944.000 7,721.92 10,148.85 (2,426.93) 37.76 0.49% CMGROUP INC NEW 17296742-4 C 27.41 358.000 9,812.78 14,048.52 (4,235.74) 14.32 0.15% PROSHARES ULTRASHORT S&P 500 74347R-88-3 SDS 15.59 1.000.000 15

riginal Cost Accrued Div. US Large Cap Equity BANK OF AMERICA CORP 060505 10 4 BAC 7.99 944.000 7,542.56 10.148.85 (2,606.29) 37.76 0.50% CMGROUP INC NEW 17296742-4 C 29.71 358.000 10,636.18 14,048.52 (3,412.34) 14.32 0.13% PROSHARES ULTRASHORT S&P 500 743471448-3 SDS 14.41 1,000.000 1

riginal Cost Accrued Div. US Large Cap Equity BANK OF AMERICA CORP 060505.10.4 BAC 9.32 944.000 8,798.08 10,148.85 (1,350.77) 37.76 0.43% CMGROUP INC NEW 172967.42-4 C 37.39 358.000 13,385.62 14,048.52 (662.90) 14.32 0.11% PROSNARES ULTRASNORT S&P500 NEW 74347B-30-0 SDS 56.55 250.000 1

Original Cost Accrued Div. US Large Cap Equity BANK OF AMERICA CORP 060505 10 4 BAC 11.61 944.000 10.959.84 10,148.85 810.99 37.76 0.34% CMGROUP INC NEW 172967.42-4 C 39.56 358.000 14,182.48 14,048.52 113.98 14.32 0.10% PROSHARES ULTRASHORT S&P500 NEW 74347B-30-0 SDS 54.11 250.000 13,

Original Cost Accrued Div. US Large Cap Equity BANK OF AMERICA CORP 060505-104 BAC 15.57 944.000 14,698.08 10,148.85 4,549.23 37.76 0.26% CMGROUP INC NEW 172967-42-4 C 52.11 358.000 18,655.38 14,048.52 4,606.86 14.32 0.08% GENERAL MOTORS CO 37045V-10-0 GM 40.87 1,373.000 56,114.51 50,

Original Cost Accrued Div. US Large Cap Equity BANK OF AMERICA CORP 060505-104 BAC 17.20 944.000 16236.80 10,148.85 6,087.95 37.76 0.23% CMGROUP INC NEW 172967/21 C 47.60 358.000 17,040.80 14,048.52 2,99228 14.32 0.08% GENERAL MOTORS CO 37045V-10-0 GM 34.42 1,373.000 47,258.66 50,000

A- financial 92976WBB1 5,000 WACHOVLA CORP 0.656% US0003M + 19 bps 08/01/2013 100.216 0.486 US0003M + 2 bps Al A+ Financial 172967FG1 250 CMGROUP INC 2.510% US0003M + 200 bps 08/13/2013 100.768 1.866 US0003M + 140 bps A3 /'• A- financial 46623EJC4 5.000 JPMORGAN CHASE & CO 1.220% U50003M

S FARGO CO 2625% 12/1S/2016 26441C/418 425 DIME ENERGY CAR 1750% 12092016 369526943 1,200 GEN DAC CAP CRP 2900% 1/9/2017 172967P/A5 1,000 CMGROUP INC 4450% 1202017 102154800 500 (3444144 84 KOREA 4000% 1/1112017 74412(815 1.000 301114 DEERE CAP 2000% 1/130017 316773015 443 FEN THBEI IIA

kel Value Unrealized Gain, Loss Accrued Interest Estimated Estimated Annual Mame Yield Fixed Income (continued) Corporate Bonds (continued) CMGROUP INC FXD RT SR NT PERP DEP RECPT 5.950% 08/15/88 WE DID 08112/15 CALLABLE 08/15120 0 100 000 S 8 P Rating BB+ Security Identifier: 17298725 08106115

A_00 156693 EFTA01289056 Portfolio Holdings (continued) Date Acquired Quantity Unit Cod Fixed Income (continued) Corporate Bonds (continued) CMGROUP INC FXD RT SR NT PERP DEP RECPT 5.950% 08115/88 BJE DTD 08112115 CALLABLE 08115120 (I 100 000 Moody Rating BA2 S 8 P Rating BB* 08106115 3.000.000.0

8128115 Total Securities Bought and Sold - UNITED STATES DOUAR 0.00 -7,734.49 Dividends and Interest 08117115 CASH DIVIDEND RECBYEO 79000 SIRS CMGROUP INC DEP SHSREPSTG 1/1000TH PFD 33,915.35 USD C PRK SER K DIY 6.875% PERPETUAL MATT PERPETUAL CALL 11115123.25.00 RD 08105 PD 08117115 08128/15 CAS