----------------------------------------------------------------------------------------------------------------------------------
Rule 10f-3 Acquisition of Securities from an Affiliate - January 1, 2002 through March 31, 2002
----------------------------------------------------------------------------------------------------------------------------------
XxXX (BT)
----------------------------------------------------------------------------------------------------------------------------------
BT US BOND INDEX PORTFOLIO
----------------------------------------------------------------------------------------------------------------------------------
Security Purchased Comparison Security Comparison Security
----------------------------------------------------------------------------------------------------------------------------------
Issuer XXXXX FARGO BANK OF AMERICA COUNTRTYWIDE
----------------------------------------------------------------------------------------------------------------------------------
Underwriters Credit Suisse, BofA, Barclays, Bear Stearns, Lehman, BofA,
Bear Xxxxxxx, CSFB, Goldman, Lehman, JPM
DBAB Loop Capital, Xxxxxx Xxxxxxx,
Xxxxxxxx Capital
----------------------------------------------------------------------------------------------------------------------------------
Years of continuous operation,
including predecessors > 3 years > 3 years > 3 years
----------------------------------------------------------------------------------------------------------------------------------
Security WFC 5.125%, 2/15/2007 BAC 5.25%, 2/1/2007 CCR 5.5%, 2/1/2007
----------------------------------------------------------------------------------------------------------------------------------
Is the affiliate a manager or
co-manager of offering? co-manager co-manager n/a
----------------------------------------------------------------------------------------------------------------------------------
Name of underwriter or dealer
from which purchased Bear Xxxxxxx n/a n/a
----------------------------------------------------------------------------------------------------------------------------------
Firm commitment underwriting? yes yes yes
----------------------------------------------------------------------------------------------------------------------------------
Trade date/Date of Offering 1/29/2002 1/25/2002 1/24/2002
----------------------------------------------------------------------------------------------------------------------------------
Total dollar amount of offering sold to QIBs $ $ - $ -
----------------------------------------------------------------------------------------------------------------------------------
Total dollar amount of any concurrent public offering $ 1,000,000,000 $ 1,500,000,000 $ 1,000,000,000
----------------------------------------------------------------------------------------------------------------------------------
Total $ 1,000,000,000 $ 1,500,000,000 $ 1,000,000,000
----------------------------------------------------------------------------------------------------------------------------------
Public offering price 99.97 99.63 99.75
----------------------------------------------------------------------------------------------------------------------------------
Price paid if other than public offering price n/a n/a n/a
----------------------------------------------------------------------------------------------------------------------------------
Underwriting spread or commission 0.250% 0.500% 0.400%
----------------------------------------------------------------------------------------------------------------------------------
Rating Xx0/Xx Xx0/Xx X0/X
----------------------------------------------------------------------------------------------------------------------------------
Current yield 5.132% 5.335% 5.558%
----------------------------------------------------------------------------------------------------------------------------------
Total par value purchased 2,000,000 n/a n/a
----------------------------------------------------------------------------------------------------------------------------------
$ amount of purchase 1,999,340 n/a n/a
----------------------------------------------------------------------------------------------------------------------------------
% of offering purchased by fund 0.20% n/a n/a
----------------------------------------------------------------------------------------------------------------------------------
% of offering purchased by associated funds n/a n/a n/a
----------------------------------------------------------------------------------------------------------------------------------
Total 0.20% n/a n/a
----------------------------------------------------------------------------------------------------------------------------------
