United Air Lines, Inc
SECURITIES AND EXCHANGE COMMISSION

Washington D.C. 20549

FORM 11-K

FOR ANNUAL REPORTS OF EMPLOYEE STOCK PURCHASE, SAVINGS
AND SIMILAR PLANS PURSUANT TO SECTION 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934

(Mark One)

[ x ] ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES

EXCHANGE ACT OF 1934

               For the period ended December 31, 2002

OR




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

              EXCHANGE ACT OF 1934
 
 

             For the transition period from ___ to ___
 
 

             Commission File No. 1 - 6033
 
 

A.
United Airlines Pilot Directed Account Plan
  (Full title of the Plan) 
   
  United Air Lines, Inc.
  (Employer sponsoring the Plan)
   
B.
UAL Corporation
  (Issuer of the shares held pursuant to the Plan)
  1200 East Algonquin Rd., Elk Grove Township, Illinois
  Mailing Address: P.O. Box 66100, Chicago, Illinois 60666
  (Address of principal executives offices)
   

 

UNITED AIRlINES
PILOT DIRECTED ACCOUNT PLAN

TABLE OF CONTENTS
 

Page
INDEPENDENT AUDITORS' REPORT
1
FINANCIAL STATEMENTS AS OF DECEMBER 31, 2002 AND 2001
AND FOR THE YEAR ENDED DECEMBER 31 ,2002
Statements of Net Assets Available for Benefits
2
Statement of Changes in Net Assets Available for Benefits
3
SUPPLEMENTAL SCHEDULES AS OF AND FOR YEAR ENDED
DECEMBER 31, 2002:
Form 5500, Schedule H, Part IV, Line 4i-
Schedule of Assets Acquired & Disposed of Within the Plan Year
12
Reconciliation of scheudle H, Line 4i-
Schedule of Assets (Held at End of Year) to Net Assets Available 
For Benefits
18
Form 5500, Schedule H, Part IV, Line 4i-
Schedule of Assets (Held at End of Year) 
19
Note: Supplemental schedules required by the rules and regulations of the Department of Labor are omitted because of the absence of conditions under which they are required.
 
 
 
 
INDEPENDENT AUDITORS' REPORT

To the Board of Directors of
United Air Lines, Inc.:

We have audited the accompanying statement of net assets available for plabenefits of the United Airlines Pilot Directed Account Plan (the "Plan"), formerly United Air Lines, Inc. Pilots' Directed Account Retirement Income Plan, as of December 31, 2002, and the related statement of changes in net assets available for benefits for the year then ended. These financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on these financial statements based on our audit. The statement of net assets available for plan benefits of the Plan as of December 31, 2001 was audited by other auditors who have ceased operations. Those auditors expressed an unqualified opinion on that financial statement in their report dated May 15, 2002.

We conducted our audit in accordance with auditing standards generally accepted in the United States of America. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements. An audit also includes assessing the accounting principles used and significant estimates made by the Plan's management, as well as evaluating the overall financial statement presentation. We believe that our audit provides a reasonable basis for our opinion.

In our opinion, the 2002 financial statements referred to above present fairly, in all material respects, the net assets available for benefits of the United Airlines Pilot Directed Account Plan as of December 31, 2002, and the changes in its net assets available for benefits for the year then ended, in conformity with accounting principles generally accepted in the United States of America.

As discussed in Note 1 to the financial statements, United Air Lines, Inc. (the Plan Sponsor) has filed for reorganization under Chapter 11 of the United States Bankruptcy Code.

Our audit was performed for the purpose of forming an opinion on the basic 2002 financial statements taken as a whole. The accompanying supplemental schedules of (1) assets (acquired and disposed of within the plan year) for the year ended December 31, 2002 and (2) assets (held at end of year) as of December 31, 2002 are presented for the purpose of additional analysis and are not a required part of the basic financial statements but are supplementary information required by the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. These schedules are the responsibility of the Plan's management. Such schedules have been subjected to the auditing procedures applied in the audit of the basic 2002 financial statements and, in our opinion, are fairly stated in all material respects in relation to the basic 2002 financial statements taken as a whole.

/s/ Deloitte & Touche LLP
Deloitte & Touche LLP
Chicago, Illinois
June 30, 2003
 
 
 

UNITED AIRLINES
PILOT DIRECTED ACCOUNT PLAN
STATEMENT OF NET ASSETS AVAILABLE FOR BENEFITS
YEAR ENDED DECEMBER 31, 2002
(In thousands)

 
 
December 31
 
December 31
            2002              2001
ASSETS:      
    Participant directed investments:      
      Cash and cash equivalents net of offsets (Note 2)
$   635,164
 
$    587,960
      Equity securities, net of offsets (Note 2)
731,690
 
1,058,808
      Asset backed securities
38,893
 
47,293
      Corporate and international bonds
55,277
 
69,202
      Government securities and other fixed instruments,      
         net of offsets (Note 2)
83,302
 
112,497
      Other 
11,498
 
13,880
      Securities on loan (Note 2)
161,988
 
150,176
          Total investments
1,717,812
 
2,037,816
       
      Contribution receivable
3,656
 
$  16,793
     Accrued income, net
2,739
 
2,791
      Collateral received for securities loaned (Note 2)
166,165
 
147,284
       
           Total assets
1,890,372
 
2,204,684
       
LIABILITIES:      
      Pending trade payables, net
(52,228)
 
(79,950)
      Obligation for collateral received for securities       
          Loaned (Note 2)
(166,165)
(147,284)
       
           Total liabilities
(218,393)
 
(227,234)
       
NET ASSETS AVAILABLE FOR PLAN BENEFITS
$1,671,979
 
$1,977,450
See notes to financial statements.
UNITED AIRLINES
PILOT DIRECTED  ACCOUNT PLAN
STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
YEAR ENDED DECEMBER 31, 2002
(In thousands)

 
 
ADDITIONS:
   Contributions:
Employer contributions
$ 169,319
Participants contributions
54,456
Rollover contributions (Note 1)
10,135
   Income from Securities Lending
372
 
           Total additions
234,282
DEDUCTIONS:
    Investment loss:
       Net depreciation in fair value of investments
$  (336,863)
       Dividends
12,269
       Interest
21,670
       Other loss (Note 2)
(3,139)
            Net investment loss
(306,063)
    Benefits paid to participants
(223,532)
    Administrative expenses
(10,158)
            Total deductions
(539,753)
DECREASE IN NET ASSETS
(305,471)
NET ASSETS AVAILABLE FOR BENEFITS:
    Beginning of year
1,977,450
     End of year
$ 1,671,979
See notes to financial statements.

 
 
UNITED AIRLINES
PILOT DIRECTED  ACCOUNT PLAN
NOTES TO FINANCIAL STATEMENTS
DECEMBER 31, 2002 AND 2001
1. DESCRIPTION OF PLAN

The following description of the United Airlines Pilot Directed Account Plan (the "Plan") is for general information purposes only. Participants should refer to the Plan Document for more complete benefit information.

General and Plan Participants - The Plan is a defined contribution plan covering all employees of United Air Lines, Inc. ("United" or the "Company") who are represented by the Air Line Pilots Association, International ("ALPA"). United pilots are eligible to become participants in the Plan on their date of hire. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974 ("ERISA").

Effective January 1, 2002, the name of the plan changed to United Airlines Pilot Directed Account Plan from United Air Lines, Inc. Pilots' Directed Account Retirement Income Plan.

Bankruptcy of Plan Sponsor - The accompanying financial statements have been prepared assuming that the Plan will continue as a going concern. On December 9, 2002, United Air Lines, Inc. (the "Plan Sponsor" or the "Debtor") filed a voluntary petition for relief under Chapter 11 of the United States Bankruptcy Code in the United States Bankruptcy Court for the Northern District of Illinois, Eastern Division.

The Debtor continues to operate its business as a "debtor-in-possession" under the jurisdiction of the Bankruptcy Court and in accordance with the applicable provisions of the Bankruptcy Code, the Federal Rules of Bankruptcy Procedure and applicable court orders. In general, as a debtor-in-possession, the Debtor is authorized under Chapter 11 to continue to operate as an ongoing business, but may not engage in transactions outside the ordinary course of business without the prior approval of the Bankruptcy Court.

Should the Plan be terminated, the Plan would be liquidated subject to the terms of ERISA (see Note 6, Plan Termination). The Plan assets are not subject to creditor claims.

Contributions - United makes a contribution in an amount equivalent to 11% of a pilot's earnings to the Plan. Company contributions on behalf of a participant are allocated directly to each participant's account. Eligible employees may elect to contribute to the Plan, in multiples of 1%, any percentage of their covered pretax earnings, up to 60% (50% prior to April 1, 2002), subject to a maximum of $11,000 in 2002. Lower limits may apply to certain highly compensated participants if the Plan does not pass certain nondiscrimination tests required by law. Section 415(c) of the Internal Revenue Code limits the total amount of contributions from all qualified defined contribution retirement plans to the lesser of 100% of annual taxable earnings or $40,000.

Rollover Contributions - Rollover contributions include $1,845,008 for the year ended December 31, 2002 which were transferred from other qualified plans as rollovers under the Internal Revenue Code Sections 402(c) and 408(d).

Upon retirement, a participant may elect to receive a portion of their defined benefit plan as a lump sum payment, which is known as a partial lump sum amount ("PLSA"), and make a rollover into the Plan. PLSA transfers in were $8,290,000 for the year ended December 31, 2002, and are considered rollovers under the IRC Code Sections 402(c) and 408(d).

Participant Accounts - Individual accounts are maintained for each Plan participant. Each participant's account is credited with the participant's contribution, the Company's contribution and Plan earnings, and charged with withdrawals and an allocation of Plan losses and administrative expenses. Allocations are based on account balances, as defined. The benefit to which a participant is entitled is the benefit that can be provided from the participant's account.

Investments - Participants direct the investment of their contributions and account balances into the following various investment options offered by the Plan: the Money Market Fund, the UAL Stock Fund, the Short-Term Securities Fund, the Diversified Bond Fund, the Value Equity Fund, the Growth Equity Fund, the Small Cap Equity Fund, the International Equity Fund, the S&P 500 Index Fund, the Individual Brokerage Account Option and five balanced funds, which are funds that are comprised of different combinations of the above mentioned funds. If a participant does not allocate his account balance among the investment funds, his balance will be invested in the Money Market Fund. Participants may reallocate their fund balances or change their future contribution allocation daily.

Until September 27, 2002, participants had the option to also invest in the UAL Stock Fund, which was invested in UAL Corporation stock. Participants may invest in the UAL Stock Fund only through transfers from the Money Market Fund. Existing balances from Company contributions, 401(k) contributions, after-tax contributions, rollover contributions from qualified defined contribution plans and earnings from all money types may be invested in the UAL Stock Fund.Effective September 27, 2002, Aon Fiduciary Counselors, Inc. ("Aon") was appointed by United to act as a named fiduciary of the UAL Stock Fund. Effective December 5, 2002, assets of the UAL Stock Fund were frozen to incoming contributions and exchanges. Aon directed the sale of all units of the UAL Stock Fund. Effective December 5, 2002, the assets of the UAL Stock Fund were transferred to the Money Market Fund and the UAL Stock Fund was closed.

Vesting - Participants are vested immediately in their contributions and the Company's contributions, plus actual earnings thereon, and the balance of a participant's account is nonforfeitable at all times.

Participant Loans - Participants may borrow from their fund accounts up to a maximum of $50,000, or 50 percent of their account balance, whichever is less. The minimum that may be borrowed is $1,000. Loans will be funded by charging the participant's interest (interest ranged from 5.25% to 5.75% at December 31, 2002) in the Money Market Fund. No loan will be funded from any investment fund other than the Money Market Fund and applications which designate an amount, which cannot be fully funded from this fund will be denied. The loan is secured by the participant's account balance and is generally repaid through payroll deductions on an after-tax basis for the term of the loan, which is a minimum of six months to a maximum of sixty months. The term of the loan may be extended to a period longer than sixty months of up to 15 years if the loan is used to acquire a principal residence. Prepayment of the full balance of the loan is allowed after six months from the date of the loan without penalty. Participants may only have one loan outstanding at any time and are able to take out another loan after twelve months from the date the old loan is retired. An administrative fee of $90 is charged to each participant taking a loan and is automatically deducted from the participant's account loan proceeds.

Payment of Benefits - Withdrawals from the Plan may be made as follows, as applicable to the participant's eligibility, amount requested, and existing balances:
 

· Participants who have separated from service (for reasons other than death) may elect payment in the form of a lump sum, periodic distributions, irregular partial distributions, or through the purchase of an annuity. Taxable or taxable portions of distributions may also be directly rolled over into an IRA or qualified plan (with the exception of periodic distributions of 10 years or more duration).

· Withdrawals are normally made in the form of a fixed life annuity, if the participant is unmarried, or a 50% contingent annuity with the spouse as the contingent annuitant, if the participant is married. Spousal consent is required if the participant elects to take a distribution in the form of a lump-sum payment, periodic distributions, irregular partial distributions, and other forms of annuities. Participants who have terminated employment are able to defer the distribution of the account until April 1 of the next calendar year after reaching age 70-1/2.

· Distributions of accounts due to the death of a participant may be taken by the participant's beneficiary in the form of a lump-sum payment or through the purchase of an annuity. The participant's surviving spouse, if any, is automatically the beneficiary of half of the account, unless the spouse waives this right. The surviving spouse may also maintain the directed account plan as a plan participant.

· In-service withdrawals for participants who are actively employed or are absent due to reasons of illness (other than grounded status), or approved leave of absence and maintain an employer-employee relationship with United Air Lines, Inc. are permitted as follows:
 

- Discretionary withdrawals of post-tax contributions and earnings

- Hardship withdrawals from 401(k) account, subject to restrictions described in the Plan

- After reaching age 59-1/2, subject to certain requirements specified in the Plan, all or a portion of the participant's 401(k) account may be withdrawn

- Upon reaching age 70-1/2, minimum distributions required under the Internal Revenue Code 401(a)(9) must be taken no later than April 1 following the calendar year that the participant has reached age 70-1/2.  Active participants that have reached age 70-1/2 may choose to defer distribution until termination of employment.
 

If a participant's account has never exceeded $5,000, total distribution of the account will be made in a lump-sum payment upon termination of employment or death.

Generally, withdrawals are allocated pro rata to the balances of each of the investment funds in the participant's account. Distributions from the UAL Stock Fund, may be made in cash.

Plan Administration - The Frank Russell Trust Company serves as Plan trustee. The Northern Trust Company serves as the asset custodian of the Plan. PFPC Inc. Retirement Services serves as the recordkeeper.

2. SIGNIFICANT ACCOUNTING POLICIES

Basis of Accounting - The accompanying financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America.

Going Concern - The accompanying financial statements have been prepared assuming that the Plan will continue as a going concern. On December 9, 2002, United, the Plan Sponsor, filed a voluntary petition for relief under Chapter 11 of the United States Bankruptcy Code as described in Note 1.

Use of Estimates - The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amount of net assets available for plan benefits and changes therein. Actual results could differ from those estimates. Investment securities, in general, are exposed to various risks, such as interest rate, credit and overall market volatility. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such changes could materially affect the amounts reported in the financial statements.

Investment Valuation and Income Recognition - The Plan's domestic investments are stated at fair value, generally, as determined by market prices quoted on U.S. securities exchanges. The fair value of foreign securities and foreign currency deposits is based on market prices quoted on foreign securities exchanges and this value is converted to U.S. dollars using the exchange rate in effect at plan year-end. Investments are shown in the statement of net assets available for benefits net of offsets, which include foreign currency, forward contract payables and receivables and various futures. Assets in the UAL Stock Fund are invested in UAL Corporation common stock and are valued at market prices quoted on the New York Stock Exchange ("NYSE"). Transfers into the UAL Stock Fund are made as of the close of the NYSE on a daily basis

The pending trade payables are recorded net of related receivables and represent net amounts due from investment managers arising from security trading activities settled subsequent to year-end.

Purchases and sales of securities are recorded on a trade-date basis. Interest income is recorded on the accrual basis. Dividends are recorded on the ex-dividend date.

Other investment loss in the statement of changes in net assets available for benefits includes loss on the individual brokerage account, income from swaps, commission recapture and short term investment fund income earned.

Net Appreciation (Depreciation) in Value of Investments - Net appreciation (depreciation) in value of investments includes realized and unrealized gains and losses. Realized and unrealized gains and losses are calculated as the difference between fair value at January 1, or date of purchase if subsequent to January 1, and fair value at date of sale or the current year-end. The unrealized gain or loss on investments in the International Equity Fund represents the difference between fair value at January 1, or date of purchase, and the fair value at the date of sale or the current year-end plus, where applicable, the change in the exchange rate between the U.S. dollar and the foreign currency in which the assets are denominated from January 1, or the date of purchase, to the date of sale or the current year-end.

Administrative Expenses - Management fees, which are paid by the Plan, are paid to the trustee based upon investment fund balances. Brokerage and other investment fees are included as a reduction of the net appreciation (depreciation) in fair value of investments. United performs certain administrative functions for the Plan without charge.

Payment of Benefits - Benefit payments to participants are recorded upon distribution. There were no amounts allocated to accounts of persons who have elected to withdraw from the plan but had not yet been paid at December 31, 2002.

3. INVESTMENTS

The Plan's investments that represented five percent or more of the Plan's net assets available for benefits as of December 31, 2002 and 2001 (in thousands) are as follows:

 
December 31
 
December 31
 
2002
 
2001
       
Frank Russell Short-Term Investment Fund
$466,649
 
$434,546
During 2002, the Plan's investments (including gains and losses on investments bought and sold, as well as held during the year) appreciated (depreciated) in value by ($336,863) during the year ended December 31, 2002, as follows (in thousands):
  Equities securities, net of offsets  
(344,344)
  Asset backed securities  
(480)
 Corporate and international bonds  
785
  Government securities and other fixed instruments,     
  net of offsets  
6,080
Other   
1,096
     
  Total  
$  (336,863)
The Trustee is authorized to engage in the lending of certain Trust assets. Securities lending is an investment management strategy that utilizes the existing securities (government bonds, corporate bonds or equities) of the Trust to earn additional income. It involves the loaning of securities to a select group of approved broker-dealers. In return for the loaned securities, the Trustee simultaneously receives collateral in the form of cash or U.S. Government securities as a safeguard against possible default of any borrower on the return of the loan. Each loan is collateralized to the extent of 102% for domestic securities and 105% for international securities of the fair value of the loan plus accrued interest. The collateral is marked-to-market on a daily basis to maintain the margin requirement. The Plan accounts for its securities lending activities in accordance with Statement of Financial Accounting Standards No. 140, Accounting for Transfers and Servicing of Financial Assets and Extinguishments of Liabilities

Plan assets are invested by a group of investment managers. The investment managers buy or sell securities on behalf of the Plan, in accordance with the investment objectives and guidelines established for each of the investment funds.

As of December 31, 2002, the investment managers were as follows:

Money Market Fund
-
Frank Russell Trust Company
Short-Term Securities Fund
-
Pacific Investment Management
     
Diversified Bond Fund
-
Western Asset Management Company
     
Value Equity Bond
-
Dodge and Cox, Inc.
 
-
Jacobs Levy Equity Management Inc.
 
-
MFS Institutional
 
-
Frank Russell Trust Company
     
Growth Equity Fund
-
Alliance Capital Management
 
-
Lincoln Capital Management Company
 
-
Suffolk Investment Partners
 
-
Turner Investment Partners, Inc.
 
-
Frank Russell Trust Company
     
Small Cap Equity Fund
-
Jacobs Levy Equity Management, Inc.
 
-
Capital Works
 
-
Peregrine Capital Management
 
-
Turner Investment Partners, Inc.
 
-
Frank Russell Trust Company
     
International Equity Fund
-
Capital Guardian Trust Company
 
-
Rowe Price-Fleming International, Inc.
 
-
The Boston Company Asset Mgt., Inc.
 
-
Frank Russell Trust Company
     
S&P 500 Index Fund
-
PanAgora Asset Management
     
Individual Brokerage Account Option
-
Self-Directed Account with Charles Schwab

             4. DERIVATIVE FINANCIAL INSTRUMENTS

The Plan allows certain investment managers to reduce the funds' exposure to foreign currency fluctuations in the value through the use of foreign currency forwards and options. The Plan authorizes certain investment managers to earn equity returns on the funds' cash position through equity index future contracts. Additionally, other investment managers use interest rate futures and money market futures to replicate government bond positions and manage interest rate exposure. The Plan prohibits investment managers from being a party to any leveraged derivatives. All derivative positions are stated at fair value, generally, determined by exchange quoted market prices or through other valuation techniques.              5. RELATED-PARTY TRANSACTIONS The Plan holds investments managed by Frank Russell Trust Company. Frank Russell Trust Company is the trustee as defined by the Plan, and therefore, these transactions qualify as party-in-interest transactions.

As noted in Note 1, the plan invested in UAL Corporation common stock during the year ended December 31, 2002.

6. PLAN TERMINATION

Although it has not expressed any intent to do so, the Company has the right under the Plan to terminate the Plan subject to the provisions set forth in ERISA and its contract with ALPA. If the Plan is terminated, employer contributions would cease and all amounts credited to a participant's account at the time of termination shall be retained in the Plan and will be distributed in accordance with the normal distribution rules of the Plan.

7. FEDERAL INCOME TAX STATUS

The Internal Revenue Service has determined and informed the Company by letter dated June 18, 1996, that the Plan and related trust are designed in accordance with applicable regulations of the Internal Revenue Code. The Plan has been amended, restated, and submitted to the IRS on February 28, 2002 for a determination letter. The Plan administrator and the Plan's counsel believe that the Plan is currently designed and operated in compliance with the applicable provisions of the Internal Revenue Code and the Plan and related trust continue to be tax-exempt. Therefore, no provision for income taxes has been included in the Plan's financial statements.

             8. RECONCILIATION TO FORM 5500 At December 31, 2001, certain participants had requested distributions from the plan, but were not paid until January 2002. No liability is recorded in the financial statements for such transactions. However, these amounts are included as a benefit payable in the Form 5500. A reconciliation between the financial statements and the Form 5500 is as follows (in thousands):
 
2002
2001
Net assets available for plan benefits per financial statements
$ 1,671,979
$ 1,977,450
Less- Amounts allocated to withdrawing participants  
(4,811)
Net assets available for plan benefits per Form 5500
$ 1,671,979
$ 1,972,639
     
Benefits paid to participants per financial statements
$  223,532
$ 27,414
Add- Amounts allocated to withdrawing participants at December 31, 2002  
4,811
Less- Amounts allocated to withdrawing participants at December 31, 2001
(4,811)
(2,234)
Benefits paid to participants per Form 5500
$  218,721
$ 29,991
9. SUBSEQUENT EVENTS

Effective January 6, 2003, a participant can make a supplemental election to contribute between 1% and 90% of their net pay. Participants age 50 or older at any time during the Plan Year, can make additional pre-tax catch-up contributions to the Plan. This catch-up contribution is only available to the extent the participant has contributed the maximum catch-up amount of 401(k) contributions permitted under the Plan and the participant has not exceeded the annual catch-up contribution limit. For calender year 2003, the maximum amount is $2,000. This amount is scheduled to increase $1,000 each year until 2006 when it will be $5,000. Thereafter, it will be subject to cost of living increases (in $500 increments) as announced by the IRS.

Effective February 1, 2003, the UAL Stock Fund was eliminated as an investment option to participants.

Effective with compensation received on or after June 1, 2003, the Company's contribution to the PDAP will decrease from 11% to 9% based on the participant's actual eligible earnings.

Effective July 1, 2003, the minimum six months period for loan repayments will be eliminated as well as the twelve-month waiting period to apply for a new loan. Loans will be funded prorata from all investment funds.


 
SCHEDULE OF ASSETS (ACQUIRED AND DISPOSED OF WITHIN THE PLAN YEAR)
(c) Costs of
(d) Proceeds of
(a) (b) Identity of Issue / Description of Investment
Acquisitions
Dispositions
AAMES MTG TR SER 1999-1 CL AV FLT RT 0 
(192,480.19)
29,013.89 
ABN-AMRO HLDGS NV EUR0.56 Total 
(232,363.76)
85,871.43 
ACCOR EUR3 Total 
(37,795.33)
5,920.19 
ACOM CO JPY50 Total 
(43,692.31)
43,049.52 
ADECCO SA CHF1(REGD) Total 
(23,850.68)
26,404.94 
ADR BP P L C FORMERLY BP AMOCO P L C TO 
(585,627.64)
30,751.51 
AHOLD(KON)NV EUR0.25 (STK DIV 29/05/02) T 
0.00 
9.98 
AIFUL CORP JPY50 Total 
(68,083.78)
75,259.50 
AIR CDA INC CL A NON VTG CL A NON VTG 
(923.00)
618.67 
AIR LIQUIDE(L') EUR11 Total 
(88,523.06)
76.21 
ALLIANZ AG NPV(REGD)(VINKULIERT) Total 
(182,759.23)
48,240.70 
ALSTOM EUR6 (S/R 17/06/2002) Total 
0.00 
478.47 
ALSTOM Total 
0.00 
1.66 
ALTRAN TECHNOLOGIE EUR0.50 Total 
(28,711.30)
15,081.09 
ANHEUSER BUSCH COS INC 5.95 DUE 0 
(101,418.00)
104,341.00 
AOL TIME WARNER 7.625% BDS 15/4/31 U 
(37,254.00)
0.00 
AST SECURITIZATION CORP SER 1996-D2 CL A 
(393,749.02)
9,379.86 
AT&T CORP USD SR NT 8.5 DUE 1 
0.00 
38,800.00 
AUTOLIV INC USD1 SDR (SWEDISH DEP RECPT T 
(35,214.45)
115,816.15 
AVENTIS SA EUR3.82 Total 
0.00 
19,526.70 
BARCLAYS ORD GBP0.25 Total 
(129,971.79)
27,005.04 
BARCLAYS PLC ORD GBP1 Total 
(159,388.04)
75,220.14 
BBVA(BILB-VIZ-ARG) EUR0.49 Total 
(182,675.86)
8,752.35 
BCA INTESA EUR0.52 Total 
(7,093.72)
113,766.31 
BCA POP BERGAMO EUR3 Total 
(53,019.78)
92,843.24 
BEAL BK SSB DALLAS TEX DTD 07-17-2002 
(75,000.00)
75,000.00 
BHP BILLITON LTD NPV Total 
(112,436.12)
346,148.80 
BHP STL COM STK Total 
0.00 
25,154.19 
BNP PARIBAS EUR2 Total 
(484,591.66)
117,284.11 
BOC GROUP ORD 25P Total 
(185,047.26)
38,250.09 
BOSS (HUGO) AG PRF NPV Total 
(161,029.13)
57,571.50 
BRAMBLES INDS (UK) ORD GBP0.05 Total 
(105,216.05)
20,755.20 
BRAMBLES INDS LTD A$0.50 Total 
(51,027.94)
44,076.42 
BUHRMANN NV EUR1.20 Total 
(50,387.08)
45,996.99 
BUNZL ORD 25P Total 
(8,109.52)
140,495.89 
CADBURY SCHWEPPES ORD GBP0.125 Total 
(81,371.33)
85,188.62 
CAMINUS CORP COM Total 
(431,435.90)
199,700.30 
CANON INC JPY50 Total 
(179,324.26)
149,203.81 
CAPITALIA SPA EUR1 Total 
0.00 
4,491.91 
CARREFOUR EUR2.50 Total 
(135,225.18)
55,969.26 
CDC MTG CAP TR 2002-HE MTG PASSTHRU CTF C 
(1,798,593.75)
900,763.09 
CDW COMPUTER CTRS INC COM Total 
(557,317.92)
899,753.31 
CHICOS FAS INC. COM STOCK CALL OPTION 
(1,147.95)
1,452.00 
CHINA MOBILE (HK) HKD0.10 Total 
(153,534.12)
59,942.64 
CHINA UNICOM HKD0.10 Total 
(12,354.70)
29,704.23 
CHUGAI PHARMACEUTI CAP RED (CASH ASSD Tot 
0.00 
1,672.40 
CIE DE ST-GOBAIN EUR4 Total 
0.00 
87,596.85 
CITIGROUP INC NT GLOBAL 20120021 6 DUE 0 
(1,002,391.10)
588,803.80 
CMO BEAR STEARNS ARM TR 2001-10 MTG P 
(5,393,836.50)
7,176,180.01 
CMO BEAR STEARNS ARM TR 2001-3 MTG P 
(45,930.64)
492,942.88 
CMO BEAR STEARNS ARM TR 2001-6 MTG P 
(203,829.05)
1,383,320.51 
CMO CITICORP MTG SECS INC 2001-18 REMIC P 
(997,772.57)
1,088,974.64 
CMO CWMBS INC PASS THRU CTFS 2002-1 CHL C 
(361,219.18)
52,373.38 
CMO MELLON RESDNTL FDG CORP 2001-HEIL1 M 
(1,922,780.26)
3,401,768.83 
CMO MERRILL LYNCH MTG INVS INC 2002-NC1 A 
(100,000.00)
9,532.74 
CMO SEQUOIA MTG TR 4 AST BKD CTF CL A F 
(8,874.66)
106,721.33 
CMO WAMU MTG PASS-THRU CTFS 2002-AR11 M 
(2,112,298.70)
290,974.46 
CMO WMC MTG LN TR 1998-A MTG PASSTHRU C 
(2,956,690.23)
2,165,452.32 
CNOOC LTD HKD0.10 Total 
(22,927.65)
28,982.64 
COMPASS GROUP ORD GBP0.10 Total 
(65,734.13)
39,113.27 
CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO 
(122,547.60)
89,489.60 
CONOCOPHILLIPS COM Total 
(1,002,578.37)
64,652.20 
CPB INC COM Total 
(10,143.35)
7,958.00 
CREDIT SAISON CO COM STK Total 
(92,245.87)
23,834.24 
CREDIT SUISSE GRP CHF1(REGD) Total 
(177,558.20)
194,389.88 
CROSS CTRY INC COM Total 
(386,203.70)
594,912.53 
CWABS INC 2002-1 AST BKD CTF CL A FLTG R 
(970,000.00)
153,078.46 
DBS GROUP HLDGS SGD1 Total 
(31,816.26)
104,787.62 
DEUTSCHE BANK AG NPV(REGD) Total 
(281,231.59)
198,675.54 
DEXIA NPV Total 
(110,022.04)
72,357.65 
DIAGEO ORD GBX28.935185 Total 
(4,395.16)
541,234.36 
DISCOVER CARD MASTER TR I 2002-2 CR C 
(199,731.24)
214,351.56 
DISNEY WALT CO NEW MEDIUM TERM NTS BOOK 
(22,417.50)
0.00 
DLJ ACCEP TR SER 1989-2 CL G FLTG RT BD D 
(19,507.93)
143,014.97 
DOLE FOOD DE Total 
(394,920.59)
1,028,328.12 
DUKE RLTY CORP PFD SER F Total 
(12,529.95)
12,500.00 
E.ON AG NPV Total 
(38,227.63)
93,232.60 
EMOBILE DATA CORP COM Total 
0.00 
134.23 
EMULEX COM STK PUT OPTION W/STRK PR 
(1,113.95)
446.03 
ENDESA SA EUR1.2 Total 
(37,990.21)
8,033.26 
ENERGY PWR SYS COM NPV Total 
(6,780.00)
0.00 
ENI EUR1 Total 
(286,989.75)
304,147.74 
EQCC AST BACKED CORP 2002-1 AST BKD CTF C 
(1,800,000.00)
1,463,931.95 
ERICSSON L M TEL CO RT EXP 8/27/02 Total 
0.00 
2,458.08 
ERICSSON(LM)TEL SEK1 SER'B' Total 
(33,955.60)
84,216.57 
ERICSSON(LM)TEL SEK1 SER'B'(FPD 0 
(16,166.78)
0.00 
ERICSSON(LM)TEL SEK1 SER'B'(S/R 0 
(13,635.56)
82.16 
FNMA 6 98.828 CALL OPT OCT 2001 Total 
(2,406.25)
0.00 
FNMA DISC NT 08-14-2002 Total 
(693,740.83)
700,000.00 
FORTIS UNIT(FORTIS SA/NV NPV/0.42) Total 
(91,530.63)
91,258.99 
FRANCE TELECOM SA NT STEP UP 03-01-2011 T 
0.00 
143,779.40 
FRANCE TELECOM SA NT STEP UP 03-01-2031 0 
0.00 
175,609.40 
FREESTAR TECHNOLOGIES COM Total 
(3,553.50)
1,745.94 
FRIEDMAN BILLINGS RAMSEY GROUP INC CL A 
(22,242.00)
23,726.94 
GEHE AG NPV (RFD 01/01/2002) Total 
(12,091.26)
0.00 
GEHE AG NPV Total 
0.00 
16,159.71 
GEHE AG RIGHTS 22/04/2002 Total 
(12,091.26)
0.00 
GF BBVA BANCOMER COM SER'O'NPV Total 
(63,443.54)
0.00 
GKN PLC ORD GBP0.50 Total 
(432,408.58)
135,857.20 
GREEN TREE FINL CORP 98-D HOME EQTY LN C 
(8,568.66)
64,327.65 
GROUPE DANONE EUR1 Total 
(92,269.84)
44,229.47 
HBOS ORD GBP0.25 Total 
(109,640.90)
33,890.21 
HENDERSON LAND DEV HKD2 Total 
(26,418.43)
70,692.82 
HITACHI JPY50 Total 
(142,045.64)
31,662.53 
HOTELS COM CL A Total 
(365,613.48)
896,298.24 
HSBC HLDGS USD0.50(HONGKONG REG) Total 
(36,831.35)
49,702.29 
HSEHD FIN CORP CRP HI 7 DUE 05-15-2012 B 
(109,217.90)
40,168.40 
HSEHD FIN CORP HSEHD FIN CORP 5.75 DUE 0 
(194,584.00)
195,606.00 
HSEHD FIN CORP NT DTD 06/17/1998 6.4 DUE0 
(157,892.80)
109,939.50 
HSEHD HOME EQTY LN TR 2002-1 AST BKD CTFC 
(1,800,000.00)
1,258,312.76 
HSEHD INTL INC COM Total 
(1,253,755.98)
1,123,529.01 
HUNTER DOUGLAS NV EUR0.24 Total 
(24,763.21)
97,192.82 
HYUNDAI MOTOR CO GDR-REP 1/2 ORD KRW 5 
0.00 
165,894.90 
I/O CMO GMAC COML MTG SEC INC SER 1 
(51,138.67)
25,837.97 
ICN PHARMACEUTICALS INC NEW SR NT 8.75 D 
0.00 
37,189.92 
INDUSTRIA DE DISENO TEXTIL (INDITEX) ORDC 
(99,344.23)
24,710.87 
ING GROEP NV CVA EUR0.24 Total 
(164,779.91)
86,773.36 
INRANGE TECHNOLOGIES CORP CL B Total 
(30,194.95)
18,028.82 
IRISH LIFE & PERM ORD EUR0.32 Total 
(15,048.75)
169,456.24 
J P MORGAN CHASE & CO JP MORGAN CHASE 6 
(1,155,972.80)
827,522.60 
KAO CORP JPY50 Total 
(249,373.74)
53,109.53 
KETCH ENERGY LTD COM Total 
(2,352.85)
0.00 
KINGFISHER NEW ORD 13.75P(NPD-2/8/02) Tot 
(37,728.87)
0.00 
KON KPN NV EUR0.24 Total 
(352,143.54)
32,816.73 
KONAMI CORP JPY50 Total 
(59,253.72)
47,845.68 
KOREA DEPOSIT INSU 2.5% CV BD 11/12/05 U 
0.00 
106,750.00 
KOREA THRUNET LTD A COM Total 
(30,225.75)
1,047.23 
LI & FUNG HKD0.025 Total 
(58,408.87)
5,928.14 
LIGHTPATH TECHNOLOGIES INC CL A Total 
(45,294.57)
10,947.45 
LORAL SPACE & COMMUNICATIONS LTD COM 
(2,398.10)
4,965.87 
M.LYNCH MTG INVS INC SER 1998-C1 6.31 A 
(25,790.06)
164,412.08 
MALAYAN BKG BERHAD MYR 1 Total 
(63,239.81)
23,661.06 
MATSUMOTOKIYOSHI C JPY50 Total 
(26,738.41)
26,948.83 
MEXICO(UTD MEX ST) 6.25% GT BD 31/12/19 U 
(763,125.00)
601,562.50 
MICHELIN (CGDE) EUR2 Total 
(45,201.01)
254,953.81 
MITSUBISHI EST CO Y50 Total 
(88,480.46)
88,637.51 
MITSUI FUDOSAN JPY50 Total 
(71,404.87)
37,692.01 
MOORE LTD COM Total 
(101,410.00)
867,662.56 
MURATA MFG CO JPY50 Total 
(114,861.98)
213,786.31 
NATIONAL GRID GRP ORD GBX11.764705 Total 
(25,971.20)
0.00 
NATL AUSTRALIA BK NPV Total 
(135,588.58)
543,318.52 
NEC CORP NPV Total 
(67,721.72)
228,232.33 
NIKON CORP JPY50 Total 
(41,852.45)
140,354.65 
NINTENDO CO JPY50 Total 
(140,937.37)
351,892.15 
NIPPON MEAT PACKER JPY50 Total 
(140,688.42)
114,857.75 
NIPPON TEL&TEL CP NPV Total 
(116,882.94)
140,419.24 
NISSAN MOTOR CO Y50 Total 
(71,137.82)
378,800.74 
NOKIA OYJ EUR0.06 Total 
(70,353.32)
375,458.44 
NOMURA HOLDINGS JPY50 Total 
(25,389.91)
83,730.47 
NORSK HYDRO AS NOK20 Total 
(8,891.04)
31,282.13 
NORSKE SKOG CDA LTD SR NT 8.625 DUE 0 
0.00 
23,473.75 
NOVARTIS AG CHF0.50(REGD) Total 
(281,099.44)
87,001.80 
NOVO-NORDISK AS DKK2 SER B Total 
(72,126.12)
8,865.43 
NRG N E GENERATING LLC SR SECD BD SER A D 
(167,187.50)
334,375.00 
NTT DOCOMO NPV Total 
(62,548.22)
339,392.19 
NUMICO (KON) NV CVA EUR0.25 Total 
(90,922.08)
6,173.84 
NUMICO (KON) NV EUR0.25 (STK DIV 0 
0.00 
713.44 
OLD MUTUAL ORD GBP0.10 Total 
(206,272.78)
89,889.87 
OPF PUT JUN 03 EURO DOLLARS 9750 0 
(660.00)
8,827.50 
OPF PUT OCT 02 T-NT OPT 111 09-20-2002 To 
0.00 
5,221.26 
OPF PUT SEP 02 1 YR MIDCURVE 9737 0 
0.00 
1,132.50 
ORIGEN MFD HSG CONT TR SER 2002-A SR/SUBA 
(1,800,000.00)
1,218,897.90 
OTC DEUTSCHE BK 12/5/02 9WR101P01 S 
(4,880.00)
22,840.00 
OTC FNMA 6 11/31 CALL OPT 11-07-2001 Tota 
0.00 
9,296.88 
OTC LEHMAN BROS SWAPTION CALL@5.06 E 
(26,784.00)
142,135.00 
OTC LEHMAN BROS SWAPTION CALL@6.25 E 
(119,020.80)
54,736.00 
OTE(HELLENIC TLCM) EUR2.39(CR) Total 
(217,092.60)
131,850.13 
PANAMA REP US$ GLOBAL BDS DTD 02/08/20019 
(145,600.00)
19,100.00 
PECHINEY EUR15.25 'A' Total 
(161,016.14)
21,843.34 
PERNOD RICARD NPV Total 
(382,537.29)
187,264.66 
PERU REP GTD GLOBAL BD 144A 9.125 DUE 0 
(78,185.60)
76,492.80 
PERU(REP OF) VAR NTS 7/3/2017 USD1000 D 
(274,112.50)
118,400.00 
PETRO-CDA COM PETRO-CANADA Total 
(17,590.91)
0.00 
PETROCHINA CO 'H'CNY1 Total 
(164,412.90)
57,298.26 
PHILIPPINES(REP OF 10.625% BDS 16/3/2025U 
(50,125.00)
0.00 
PHILIPS ELEC(KON) EUR0.20 Total 
(27,744.77)
114,267.68 
PROMISE CO JPY50 Total 
(21,379.35)
152,947.64 
PUT OTC DEUTSCHE BK SWAPTION PUT@100 L 
0.00 
13,312.00 
PVTPL ALPINE PARTNERS L P SER 2000-1 NT C 
(104,362.96)
473,662.96 
PVTPL CMO BANC AMER LARGE LN INC 2 
(990,000.00)
9,266.75 
PVTPL CMO SEC NATL MTG LN TR 2001-3 MTG R 
(18,755.07)
284,302.59 
PVTPL HOLMES FING NO 4 PLC 2001-HLV2 LN B 
(11,847.33)
441,330.29 
PVTPL PETRONAS CAP LTD EURO GTD NT 144A 7 
(149,298.00)
29,912.40 
PVTPL U S DLR CLEARING MASTER TR SER 1 
(940,492.69)
1,883,194.84 
PVTPL VENTAS RLTY LTD PARTNERSHIP / S 
(30,000.00)
20,000.00 
QBE INS GROUP LTD NPV Total 
(2,644.00)
151,706.56 
REUTERS GROUP ORD GBP0.25 Total 
(164,403.70)
75,688.97 
REXAM ORD GBX64.285714 Total 
(2,194.12)
498,386.73 
RICHEMONT(CIE FIN) 'A'CHF1(BR)EQUITY U 
(94,292.95)
24,934.29 
RIO TINTO PLC ORD 10P(REGD) Total 
(70,792.50)
86,546.44 
ROCHE HLDGS AG GENUSSCHEINE NPV Total 
(27,295.86)
41,780.75 
ROHM CO JPY50 Total 
(120,260.63)
188,227.92 
ROYAL DUTCH PETROL EUR0.56(BR) Total 
(823,813.66)
44,697.74 
ROYAL&SUN ALLIANCE ORD GBP0.275 Total 
(7,635.27)
124,736.17 
SABA SOFTWARE INC COM ISIN US789321051 
(42,240.00)
41,660.67 
SAINSBURY J ORD GBP0.25 Total 
(329,481.28)
88,065.84 
SANKYO COMPANY LTD JPY50 Total 
(99,845.23)
42,370.23 
SANPAOLO IMI SPA EUR2.80 Total 
(55,223.53)
11,615.16 
SANTOS LIMITED NPV Total 
(43,465.59)
54,791.50 
SCHNEIDER ELECTRIC EUR8 Total 
(179,161.11)
158,391.95 
SCIOS INC COM Total 
(620,963.72)
130,520.79 
SCOT & SOUTHERN EN ORD GBP0.50 Total 
(26,041.12)
73,007.03 
SECURITAS SER'B'SEK1 Total 
(61,290.27)
13,442.12 
SES FDR EACH REP 1 'A'NPV Total 
(58,996.21)
21,043.62 
SHELL TRNSPT&TRDG ORD GBP0.25(REGD) Total 
(407,210.78)
239,374.82 
SIME DARBY BHD MYR0.50 Total 
(47,451.90)
31,585.95 
SOFTWARE AG NPV(REG) Total 
(117,616.82)
41,283.03 
SONERA OYJ NPV Total 
(4,392.00)
106,484.63 
SONY CORP Y50 Total 
(38,211.42)
228,539.96 
STANDARD CHARTERED ORD USD0.50 Total 
(295,271.90)
24,011.77 
STATOIL ASA NOK2.50 Total 
(86,439.43)
61,222.61 
STH AFRICA(REP OF) 9.125% BDS 19/5/09 U 
(544,375.00)
581,250.00 
STRUCTURED AST SECS CORP 2002-BC1 CL A1 0 
(898,593.75)
14,473.72 
SUN HUNG KAI PROP HKD0.50 Total 
(82,629.60)
23,714.66 
SWAPTION PUT@10 EXP 13/3/02 GOLDMAN 9 
(69,955.08)
82,150.00 
SWAPTION PUT@100 EXP 14/2/02 GOLDMAN 9 
(61,476.09)
80,087.50 
SWAPTION PUT@100 EXP 7/5/02 DEUTCHE 9 
0.00 
34,485.00 
SWISS REINSURANCE CHF0.1(REGD) Total 
(292,661.69)
38,373.68 
SWISSCOM AG P/WT 7/3/02(SWISSCOM)CHF580 T 
0.00 
4,826.20 
T.I.M.SPA EUR0.06 Total 
(7,318.68)
18,878.02 
TELECOM ITALIA SPA DI RISP EUR0.55 Total 
(107,120.38)
219,833.16 
TELEFONICA SA EUR1 Total 
(7,528.89)
166,968.59 
TELEFONICA SA EUR1(B/R 05/04/2002) Total 
0.00 
11.25 
TELEFONICA SA NEW EUR1(B/R 08/02/02) Tota 
0.00 
18.70 
TF1 - TV FRANCAISE EUR0.20 Total 
(39,988.81)
228,733.57 
THOMSON SA EUR3.75 Total 
(208,526.62)
37,484.57 
THYSSENKRUPP AG NPV Total 
(278,513.13)
117,511.41 
TOKYO ELECTRON Y50 Total 
(42,887.69)
89,022.69 
TOPPAN PRINTING CO Y50 Total 
(39,393.70)
7,075.24 
TYCO INTL GROUP S A GTD NT 6.875 DUE 0 
(233,200.00)
240,000.00 
UBS AG CHF0.80(REGD) Total 
(31,841.37)
8,463.71 
UIT VAN KAMPEN FOCUS PORTFOLIOS UNIT 
(33.28)
1,361.26 
UIT VAN KAMPEN FOCUS PORTFOLIOS UNIT 
(44.80)
1,777.74 
UNILEVER NV CVA NLG1.12 Total 
(27,313.95)
31,274.47 
UNILEVER PLC ORD GBP0.014 Total 
(22,639.62)
372,783.75 
UPM-KYMMENE CORP NPV Total 
(71,775.62)
103,395.81 
VEDIOR CVA EUR0.05 Total 
(4,133.73)
52,217.32 
VEDIOR NLG0.05 (STK DV 16/05/02) Total 
(4,133.73)
0.00 
VERIZON GLOBAL FDG CORP NT CONV ZERO CPN0 
(318,537.50)
125,737.50 
VIVENDI UNIVERSAL EUR5.50 Total 
(508,739.50)
48,124.32 
VNU NV EUR0.20 (STK DIV 26/04/02) Total 
0.00 
1,263.99 
VNU NV EUR0.20 (STK DIV 26/08/02) Total 
0.00 
416.85 
VNU NV EUR0.20 Total 
(1,263.99)
146,942.10 
WOLSELEY ORD 25P Total 
(5,553.90)
296,439.52 
WOLTERS KLUWER CVA EUR0.12 Total 
(170,104.04)
119,116.58 
YAMAHA MOTOR CO JPY50 Total 
(90,052.30)
3,244.10 
YAMANOUCHI PHARM JPY50 Total 
(26,953.47)
121,908.82 

 
 
 
 
UNITED AIRLINES
PILOT DIRECTED ACCOUNT PLAN
TIE IN OF SCHEDULE H, Line 4I
SCHEDULES OF ASSETS (HELD AT END OF YEAR) TO
NET ASSETS AVAILABLE FOR BENEFITS
DECEMBER 31, 2002
(In thousands)

 
Total investments per statement of net assets available for plan benefits
$ 1,71,7812
Less- Pending trade payables, net  (52,228)
Total assets per schedule of assets held for investment purposes $ 1,665,584

 
SCHEDULE OF ASSETS HELD FOR INVESTMENT PURPOSES
Identity of issue, borrower, lessor, or similar party
Description of investments including maturity date, rate of interest, collateral, par, or maturity value
Current Value
Cost
Shares/Par Value
Non-Interest Bearing Cash - USD Australian dollar
(25,637.21)
(25,637.21)
(25,637.21)
Non-Interest Bearing Cash - USD Australian dollar
49.28 
49.28 
49.28 
Non-Interest Bearing Cash - USD Canadian dollar
308.95 
308.95 
308.95 
Non-Interest Bearing Cash - USD Canadian dollar
0.01 
0.01 
0.01 
Non-Interest Bearing Cash - USD Swiss franc
0.44 
0.44 
0.44 
Non-Interest Bearing Cash - USD Swiss franc
54.86 
54.86 
54.86 
Non-Interest Bearing Cash - USD Danish krone
3.55 
3.55 
3.55 
Non-Interest Bearing Cash - USD Danish krone
106.41 
106.41 
106.41 
Non-Interest Bearing Cash - USD Euro
(642,345.70)
(642,345.70)
(642,345.70)
Non-Interest Bearing Cash - USD Euro
232.44 
232.44 
232.44 
Non-Interest Bearing Cash - USD Euro
109.30 
109.30 
109.30 
Non-Interest Bearing Cash - USD Euro
2,266.69 
2,266.69 
2,266.69 
Non-Interest Bearing Cash - USD Euro
192,239.41 
192,239.41 
192,239.41 
Non-Interest Bearing Cash - USD British pound sterling
(202,673.02)
(202,673.02)
(202,673.02)
Non-Interest Bearing Cash - USD British pound sterling
114.29 
114.29 
114.29 
Non-Interest Bearing Cash - USD British pound sterling
775.74 
775.74 
775.74 
Non-Interest Bearing Cash - USD Hong Kong dollar
(235,829.85)
(235,829.85)
(235,829.85)
Non-Interest Bearing Cash - USD Hong Kong dollar
0.03 
0.03 
0.03 
Non-Interest Bearing Cash - USD Hong Kong dollar
67.65 
67.65 
67.65 
Non-Interest Bearing Cash - USD Indonesian rupiah
0.08 
0.08 
0.08 
Non-Interest Bearing Cash - USD Japanese yen
(298,439.29)
(298,439.29)
(298,439.29)
Non-Interest Bearing Cash - USD Japanese yen
44,217.58 
44,217.58 
44,217.58 
Non-Interest Bearing Cash - USD Japanese yen
27,617.25 
27,617.25 
27,617.25 
Non-Interest Bearing Cash - USD Mexican peso
22.38 
22.38 
22.38 
Non-Interest Bearing Cash - USD Malaysian ringgit
601.26 
601.26 
601.26 
Non-Interest Bearing Cash - USD Malaysian ringgit
3.16 
3.16 
3.16 
Non-Interest Bearing Cash - USD Norwegian krone
82.09 
82.09 
82.09 
Non-Interest Bearing Cash - USD New Zealand dollar
(413.54)
(413.54)
(413.54)
Non-Interest Bearing Cash - USD New Zealand dollar
0.01 
0.01 
0.01 
Non-Interest Bearing Cash - USD Swedish krona
3.34 
3.34 
3.34 
Non-Interest Bearing Cash - USD Swedish krona
48.59 
48.59 
48.59 
Non-Interest Bearing Cash - USD Singapore dollar
0.51 
0.51 
0.51 
Non-Interest Bearing Cash - USD Singapore dollar
(7,258.86)
(7,258.86)
(7,258.86)
Non-Interest Bearing Cash - USD Singapore dollar
347.37 
347.37 
347.37 
Non-Interest Bearing Cash - USD United States dollar
127,568.32 
127,568.32 
127,568.32 
Non-Interest Bearing Cash - USD United States dollar
(38,561.51)
(38,561.51)
(38,561.51)
Non-Interest Bearing Cash - USD United States dollar
(145,036.09)
(145,036.09)
(145,036.09)
Receivable Income - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00
0.00 
1.00 
Receivable Income - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivable Income - USD INCOME FROM SECURITIES LENDING ACTIVITIES
0.00 
0.00 
1.00 
Receivables - Other - USD Pending foreign exchange purchases: Australian dollar
279,562.45 
281,100.00 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: Swiss franc
5,305.38 
5,277.41 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: Euro
3,242,950.47 
3,157,722.00 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: Euro
44,417.72 
44,052.92 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: Euro
273,277.09 
252,078.59 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: Euro
988,352.50 
916,305.00 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: Euro
167,587.22 
154,839.17 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: Euro
246,977.95 
237,676.50 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: Euro
221,158.02 
211,106.19 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: Euro
382,941.04 
363,899.98 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: Euro
182,985.75 
174,297.96 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: Euro
8,971.07 
8,946.32 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: British pound sterling
1,601,373.46 
1,582,460.00 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: Japanese yen
1,267,628.85 
1,241,536.86 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: Japanese yen
206,415.83 
200,874.52 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: Norwegian krone
8,996.70 
8,978.02 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: New Zealand dollar
418.39 
419.84 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: Swedish krona
4,793.73 
4,773.88 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: United States dollar
306,780.00 
306,780.00 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: United States dollar
316,880.00 
316,880.00 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: United States dollar
20,846.45 
20,846.45 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: United States dollar
22,007.57 
22,007.57 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: United States dollar
20,888.33 
20,888.33 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: United States dollar
21,004.95 
21,004.95 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: United States dollar
5,925.28 
5,925.28 
0.00 
Receivables - Other - USD Pending foreign exchange purchases: United States dollar
324,025.00 
324,025.00 
0.00 
Receivables - Other - USD Pending trade sales: Australian dollar
929.12 
929.12 
0.00 
Receivables - Other - USD Pending trade sales: Euro
16,737.85 
16,737.85 
0.00 
Receivables - Other - USD Pending trade sales: Euro
27,364.98 
26,856.45 
0.00 
Receivables - Other - USD Pending trade sales: Euro
2,689.07 
2,689.07 
0.00 
Receivables - Other - USD Pending trade sales: British pound sterling
8,347.29 
8,347.29 
0.00 
Receivables - Other - USD Pending trade sales: British pound sterling
29,157.40 
29,006.10 
0.00 
Receivables - Other - USD Pending trade sales: Hong Kong dollar
1,314.38 
1,314.38 
0.00 
Receivables - Other - USD Pending trade sales: Japanese yen
64,643.95 
63,829.38 
0.00 
Receivables - Other - USD Pending trade sales: United States dollar
6,170.00 
6,170.00 
0.00 
Receivables - Other - USD Pending trade sales: United States dollar
2,029,200.03 
2,029,200.03 
0.00 
Receivables - Other - USD Pending trade sales: United States dollar
343.77 
343.77 
0.00 
Receivables - Other - USD Pending trade sales: United States dollar
266,885.89 
266,885.89 
0.00 
Receivables - Other - USD Pending trade sales: United States dollar
218,090.87 
218,090.87 
0.00 
Receivables - Other - USD Pending trade sales: United States dollar
87,624.72 
87,624.72 
0.00 
Receivables - Other - USD Pending trade sales: United States dollar
41,148.47 
41,148.47 
0.00 
Receivables - Other - USD Pending trade sales: United States dollar
10,850.00 
10,850.00 
0.00 
Receivables - Other - USD Pending trade sales: United States dollar
5,950.00 
5,950.00 
0.00 
Receivables - Other - USD Pending trade sales: United States dollar
5,400.00 
5,400.00 
0.00 
Receivables - Other - USD Pending trade sales: United States dollar
218,342.36 
218,342.36 
0.00 
Receivables - Other - USD Pending trade sales: United States dollar
208,110.12 
208,110.12 
0.00 
Receivables - Other - USD Pending trade sales: United States dollar
38,018.31 
38,018.31 
0.00 
Receivables - Other - USD Pending trade sales: United States dollar
369,790.64 
369,790.64 
0.00 
Receivables - Other - USD Pending trade sales: United States dollar
483,450.20 
483,450.20 
0.00 
Interest Bearing Cash - USD Australian dollar
0.00 
0.00 
0.00 
Interest Bearing Cash - USD Australian dollar
0.00 
0.00 
0.00 
Interest Bearing Cash - USD Swiss franc
50,625.59 
50,625.59 
50,625.59 
Interest Bearing Cash - USD Danish krone
10,030.59 
10,030.59 
10,030.59 
Interest Bearing Cash - USD Euro
171,051.39 
171,051.39 
171,051.39 
Interest Bearing Cash - USD Euro
0.00 
0.00 
0.00 
Interest Bearing Cash - USD Euro
556,179.36 
556,179.36 
556,179.36 
Interest Bearing Cash - USD British pound sterling
0.00 
0.00 
0.00 
Interest Bearing Cash - USD British pound sterling
15,293.97 
15,293.97 
15,293.97 
Interest Bearing Cash - USD British pound sterling
0.00 
0.00 
0.00 
Interest Bearing Cash - USD Hong Kong dollar
0.00 
0.00 
0.00 
Interest Bearing Cash - USD Hong Kong dollar
17,054.89 
17,054.89 
17,054.89 
Interest Bearing Cash - USD Norwegian krone
62,069.21 
62,069.21 
62,069.21 
Interest Bearing Cash - USD New Zealand dollar
0.00 
0.00 
0.00 
Interest Bearing Cash - USD Swedish krona
18,821.80 
18,821.80 
18,821.80 
Interest Bearing Cash - USD Singapore dollar
0.00 
0.00 
0.00 
Interest Bearing Cash - USD United States dollar
4,453,526.85 
4,453,526.85 
4,453,526.85 
Interest Bearing Cash - USD United States dollar
310,663.42 
310,663.42 
310,663.42 
Interest Bearing Cash - USD United States dollar
550,990.56 
550,990.56 
550,990.56 
Interest Bearing Cash - USD United States dollar
475,754.89 
475,754.89 
475,754.89 
Interest Bearing Cash - USD United States dollar
18,895,711.98 
18,895,711.98 
18,895,711.98 
Interest Bearing Cash - USD United States dollar
25,699,386.61 
25,699,386.61 
25,699,386.61 
Certificates of Deposit CAP 1 F S B FALLS CH VA DTD 05-22-2002 4.9 05-22-2007
518.00 
50,000.00 
50,000.00 
Certificates of Deposit DISCOVER BK GREENWOOD DEL CTF DEP DTD ACT/365 S/A DTD 11-20-02 2.85 11-21-05
246.91 
25,000.00 
25,000.00 
Certificates of Deposit DTD 05-24-2002 4.35 05-24-2005
1,024.12 
100,000.00 
100,000.00 
Certificates of Deposit DTD 07-12-2002 1.95 C/D 01-13-2003
50,000.00 
50,000.00 
50,000.00 
Certificates of Deposit E TRADE BK ARLGTN VA DTD 07-17-2002 2.6 C/D 07-17-2003
501.24 
50,000.00 
50,000.00 
Certificates of Deposit HUNTINGTON NATL BK COLBS OH CTF DEP DTD 02/06/2002 STEP UP DUE 08-06-2007
501.57 
50,000.00 
50,000.00 
Certificates of Deposit US TR CO N Y NY DTD 10-09-2002 2.25 C/D 10-09-2003
25,000.00 
25,000.00 
25,000.00 
Certificates of Deposit US TR CO N Y NY DTD 12-04-2002 1.55 C/D 03-06-2003
10,000.00 
10,000.00 
10,000.00 
Certificates of Deposit VOLKSWAGEN BK USA SALT LAKE UT DTD 07-17-2002 3.05 07-19-2004
501.52 
50,000.00 
50,000.00 
Certificates of Deposit WA TR CO DTD 05-29-2002 4.6 05-30-2006
517.61 
50,000.00 
50,000.00 
U.S. Government Securities PANAMA REP GLOBAL BD 9.375 DUE 07-23-2012 REG
149,800.00 
137,126.30 
140,000.00 
U.S. Government Securities ##US TREAS NTS 4.625 DUE 05-15-2006 REG DO NOT USE SEE SEC 3995180
53,921.90 
51,777.63 
50,000.00 
U.S. Government Securities &&&US TREAS NTS 5.5 DUE 02-15-08 REG (CVHELD AT ST AGCY FOR REP MTG ACCTS)
56,406.25 
52,674.87 
50,000.00 
U.S. Government Securities &&&US TREAS NTS 7.875 11-15-04 REG (CV HELD AT ST DEP OF NM A/C #26-75791 ONLY)
44,662.52 
44,818.67 
40,000.00 
U.S. Government Securities 7.43 DUE 08-01-2023 REG
363,162.80 
381,069.97 
355,620.86 
U.S. Government Securities FHA 221D4 P9-00 PROJ GMAC 26 MCP 7.43 BDDUE 01-01-2021
929,038.49 
929,586.35 
909,744.80 
U.S. Government Securities FHA INSD MTG P/T #091 REILLY 7.43 BD DUE07-01-2023
1,142,705.88 
1,176,640.78 
1,092,453.04 
U.S. Government Securities FHA INSD PROJ #54 GREYSTONE SERV CORP 7.43 GTD MTG CTF DUE 5-1-23 REG
288,615.09 
283,863.73 
275,922.65 
U.S. Government Securities FHA INSD PROJ GMAC POOL #1 7.483 DUE 04-01-2019 REG
2,101,456.47 
2,076,364.85 
2,044,129.87 
U.S. Government Securities FHA USGI PROJ LN #2063P6 7.44 DUE 08-01-2022 REG
1,012,237.69 
998,665.19 
993,696.70 
U.S. Government Securities FHLB 4.375 08-15-2007/08-15-2003
25,453.13 
25,000.00 
25,000.00 
U.S. Government Securities FHLB CONS BD DTD 08/26/2002 4.65 08-26-2009/08-26-2005
25,671.88 
25,000.00 
25,000.00 
U.S. Government Securities FHLMC 15 YR GOLD PARTN CTF (PC) 7 15 YEARS SETTLES JAN
318,468.00 
318,000.00 
300,000.00 
U.S. Government Securities FHLMC GOLD SINGLE FAMILY 7.5 30 YEARS SETTLES JAN
318,468.00 
317,625.00 
300,000.00 
U.S. Government Securities FHLMC GROUP #A0-0952 9.0 MTG PARTN CTF DUE 09-01-2000 REG
603,656.85 
577,041.18 
542,778.29 
U.S. Government Securities FHLMC GROUP #B00549 8.5 MTG PARTN CTF DUE 04-01-2004 REG
3,420.22 
3,212.75 
3,126.30 
U.S. Government Securities FHLMC MULTICLASS SER 1564 CL I 6.5 MTG PARTN CTF DUE 05-15-2007 REG
34.05 
2,463.55 
15,518.40 
U.S. Government Securities FHLMC MULTICLASS SER 1594 CL J 6.0 MTG PARTN CTF DUE 10-15-2008 REG
201,499.18 
183,350.00 
190,000.00 
U.S. Government Securities FHLMC MULTICLASS SER 1618 6.0 MTG PARTN CTF DUE 10-15-2007 REG
1,620.58 
18,161.70 
121,967.35 
U.S. Government Securities FHLMC MULTICLASS SER 1856 CL 1856-ZE 8 06-15-2018
79,972.87 
78,582.13 
75,561.16 
U.S. Government Securities FHLMC MULTICLASS SER 2095 CL 2095-TI 7 11-15-2024
14,835.50 
94,013.48 
570,859.75 
U.S. Government Securities FHLMC MULTICLASS SER E3 CL A 4.721 08-15-2032
321,197.81 
316,202.89 
315,867.23 
U.S. Government Securities FHLMC POOL #306670 11.25 GTD PARTN CTF DUE 04-01-2019 REG
17,794.39 
17,226.61 
15,687.30 
U.S. Government Securities FIN CORP PRIN FICO STRIPS SER 16 PRIN PMT 4-5-10 CPN 9.7 BD DUE 2019 BEO
60,446.25 
41,838.00 
150,000.00 
U.S. Government Securities FNMA 15 YR PASS-THROUGHS 5.5 15 YEARS SETTLES JAN
207,000.00 
205,812.50 
200,000.00 
U.S. Government Securities FNMA 15 YR PASS-THROUGHS 5.5 15 YEARS SETTLES JAN
5,175,000.00 
5,134,375.00 
5,000,000.00 
U.S. Government Securities FNMA 30 YR PASS-THROUGHS 5.5 30 YEARS SETTLES JAN
326,099.20 
319,729.03 
320,000.00 
U.S. Government Securities FNMA 30 YR PASS-THROUGHS 6 30 YEARS SETTLES JAN
1,343,472.00 
1,332,437.50 
1,300,000.00 
U.S. Government Securities FNMA 30 YR PASS-THROUGHS 6.5 30 YEARS SETTLES JAN
12,626,602.20 
12,518,468.75 
12,130,000.00 
U.S. Government Securities FNMA 30 YR PASS-THROUGHS 7 30 YEARS SETTLES JAN
2,049,937.50 
2,036,515.63 
1,950,000.00 
U.S. Government Securities FNMA 30 YR PASS-THROUGHS 7.5 30 YEARS SETTLES JAN
1,273,872.00 
1,268,250.00 
1,200,000.00 
U.S. Government Securities FNMA 6 TBA POOL 15YR JAN
626,628.00 
624,375.00 
600,000.00 
U.S. Government Securities FNMA 6 TBA POOL 15YR JAN
3,133,140.00 
3,119,062.50 
3,000,000.00 
U.S. Government Securities FNMA POOL # 066414 ADJ RT DUE 09-01-2028REG
1,092,999.17 
1,057,796.03 
1,039,496.30 
U.S. Government Securities FNMA POOL # 300309 ADJ RT DUE 12-01-2024REG
182,988.06 
179,303.83 
179,288.79 
U.S. Government Securities FNMA POOL # 313968 ADJ RT DUE 12-01-2027REG
597,922.82 
589,954.54 
578,564.07 
U.S. Government Securities FNMA POOL # 420656 8 DUE 07-01-2017 REG
259,870.64 
244,031.89 
237,068.02 
U.S. Government Securities FNMA POOL # 443624 ADJ RT DUE 05-01-2023REG
386,847.11 
380,518.31 
373,916.34 
U.S. Government Securities FNMA POOL # 516051 9.5 DUE 01-01-2021 REG
560,593.53 
529,040.34 
503,248.83 
U.S. Government Securities FNMA POOL # 535460 8 DUE 09-01-2015 REG
93,450.72 
88,043.48 
86,502.65 
U.S. Government Securities FNMA POOL # 538927 8 DUE 06-01-2015 REG
303,183.93 
285,641.12 
280,642.19 
U.S. Government Securities FNMA REMIC TR 1992-142 KB 1197.96766 08-25-2007
20,266.81 
25,091.43 
1,248.33 
U.S. Government Securities FNMA REMIC TR SER 1996-39 CL H 8.0 GTD MTG PASS THRU CTF DUE 11-25-2023 REG
295,955.66 
272,448.24 
272,746.56 
U.S. Government Securities FNMA STRIPPED POOL #35453 MTG BCK SEC SMBS SER K CL K-1 6% DUE 11-1-08 REG
416,083.42 
402,746.26 
404,770.10 
U.S. Government Securities GNMA GPM POOL # 090947 11 DUE 01-15-2010REG
11,472.55 
11,023.13 
10,058.15 
U.S. Government Securities GNMA GPM POOL # 092923 11 DUE 09-15-2010REG
24,920.70 
23,944.44 
21,848.34 
U.S. Government Securities GNMA GPM POOL # 098572 11 DUE 06-15-2013REG
0.15 
0.14 
0.13 
U.S. Government Securities GNMA I 30 YR SINGLE FAMILY PASS-THROUGHS(SF) 6 30 YEARS SETTLES JAN
7,313,379.30 
7,258,475.00 
7,030,000.00 
U.S. Government Securities GNMA II ARMS PL#80120 10-20-2027
90,682.59 
90,290.99 
87,634.57 
U.S. Government Securities GNMA POOL # 423415 7.5 DUE 12-15-2025 REG
6,000.15 
5,755.45 
5,594.60 
U.S. Government Securities GNMA POOL # 434690 SER 2030 8.5 DUE 01-15-2030 REG
23,715.35 
22,654.56 
21,855.47 
U.S. Government Securities GNMA POOL # 459066 SER 2028 7.5 DUE 06-15-2028 REG
306,945.44 
285,954.22 
287,458.89 
U.S. Government Securities GNMA POOL # 471901 SER 2028 7 DUE 05-15-2028 REG
95,624.10 
87,741.88 
90,049.41 
U.S. Government Securities GNMA POOL # 486470 SER 2028 6.5 DUE 08-15-2028 REG
110,947.50 
100,796.21 
105,544.97 
U.S. Government Securities GNMA POOL # 486516 SER 2028 6.5 DUE 09-15-2028 REG
102,219.94 
93,072.92 
97,242.39 
U.S. Government Securities GNMA POOL # 500986 SER 2030 7.5 DUE 01-15-2030 REG
0.01 
0.01 
0.01 
U.S. Government Securities GNMA POOL # 514254 SER 2029 6.5 DUE 07-15-2029 REG
0.01 
0.01 
0.01 
U.S. Government Securities GNMA POOL # 525327 SER 2030 8.5 DUE 09-15-2030 REG
144,539.48 
138,074.24 
133,203.96 
U.S. Government Securities GNMA POOL # 531796 SER 2030 8.5 DUE 08-15-2030 REG
16,428.02 
15,560.11 
15,139.65 
U.S. Government Securities GNMA POOL # 781001 SER 2029 7.5 DUE 03-15-2029 REG
126,919.00 
118,288.82 
118,901.92 
U.S. Government Securities GNMA TBA ARM POOL #9999999 SER 20295.5 DUE 01-01-2029 REG
307,218.00 
301,031.25 
300,000.00 
U.S. Government Securities GNMA TBA POOL 6.5 TBA
12,585,000.00 
12,520,919.05 
12,000,000.00 
U.S. Government Securities GNMA TBA POOL 6.5 TBA
3,146,250.00 
3,131,250.00 
3,000,000.00 
U.S. Government Securities GNMA, POOL # 93487 SERIES 2010 11.0% DUE 09-15-2010
35,605.25 
34,210.39 
31,215.64 
U.S. Government Securities GNMAII POOL # 002855 SER 2029 8.5 DUE 12-20-2029 REG
736,435.86 
711,131.16 
680,508.29 
U.S. Government Securities GNMAII POOL # 008540 SER 2024 ADJ RT 11-20-2024
38,617.54 
37,260.37 
37,353.75 
U.S. Government Securities GNMAII POOL # 008580 ADJ RT 01-20-2025
27,240.40 
26,685.57 
26,350.19 
U.S. Government Securities GNMAII POOL # 008597 SER 2025 ADJ RT 02-20-2025
100,593.00 
98,972.27 
97,305.63 
U.S. Government Securities GNMAII POOL # 008608 SER 2025 ADJ RT 03-20-2025
214,109.45 
211,031.97 
207,112.37 
U.S. Government Securities GNMAII POOL # 008682 5.75 DUE 08-20-2025REG
129,088.51 
123,967.96 
125,408.28 
U.S. Government Securities GNMAII POOL # 008685 5.75 DUE 08-20-2025REG
31,282.46 
31,327.62 
30,390.62 
U.S. Government Securities GNMAII POOL # 008781 SER 2026 ADJ RT 01-20-2026
59,138.47 
56,691.93 
57,209.76 
U.S. Government Securities GNMAII POOL # 008945 SER 2026 ADJ RT 08-20-2026
85,276.90 
80,753.70 
82,850.86 
U.S. Government Securities GNMAII POOL # 080408 SER 2030 ADJ RT 05-20-2030
1,084,347.55 
1,073,385.83 
1,054,924.65 
U.S. Government Securities GNMAII POOL # 080416 SER 2030 4.5 DUE 06-20-2030 REG
3,016,452.35 
2,951,927.69 
2,934,603.33 
U.S. Government Securities GNMAII POOL # 080453 SER 2030 ADJ RT 09-20-2030
362,174.30 
357,028.36 
352,346.99 
U.S. Government Securities GNMAII POOL #008557 SER 2024 ADJ RT DUE 12-20-2024 REG
373,435.37 
364,585.73 
361,214.40 
U.S. Government Securities I/O FHLMC MULTICLASS SER 1202 CL 1202-G 819.10 02-15-2007
12,426.31 
19,876.02 
1,370.76 
U.S. Government Securities I/O FHLMC MULTICLASS SER 1606 CL 1606-I 6.5 11-15-2008
41,046.11 
42,132.75 
383,440.05 
U.S. Government Securities I/O FHLMC MULTICLASS SER 1606 CL IA 11-15-2008
24,959.72 
39,018.86 
233,166.00 
U.S. Government Securities I/O FHLMC MULTICLASS SER 1676 CL 1676-I 04-15-2020
1.90 
1,076.93 
11,317.50 
U.S. Government Securities I/O FNMA REMIC 92-157 JA 1014.60 DUE 9-25-2007
18,143.71 
26,154.32 
1,444.99 
U.S. Government Securities I/O FNMA REMIC SER 1993-186 CLJ 03-25-2008
4,333.72 
17,860.05 
239,816.33 
U.S. Government Securities I/O FNMA REMIC TR SER 1994-43 CL PM 7.00PASS THRU CTF DUE 02-25-2022 REG
960.26 
16,075.20 
111,102.85 
U.S. Government Securities U.S TREAS 5.875 NT DUE 11-15-2005
17,740.00 
16,860.07 
16,000.00 
U.S. Government Securities US TREAS 8.75 BD DUE 11-15-2008/2003
53,125.00 
54,968.11 
50,000.00 
U.S. Government Securities US TREAS 9.125 BD DUE 5-15-2009/04
11,018.75 
11,158.11 
10,000.00 
U.S. Government Securities US TREAS BD STRIPPED PRIN PMT 02-15-20 25
1,474,106.82 
1,296,273.00 
4,740,000.00 
U.S. Government Securities US TREAS BD STRIPPED PRIN PMT 08-15-2005REG
95,093.80 
92,330.00 
100,000.00 
U.S. Government Securities US TREAS BD STRIPPED PRIN PMT 08-15-2025REG
193,849.60 
184,888.60 
640,000.00 
U.S. Government Securities US TREAS BD STRIPPED PRIN PMT 11-15-2027REG
490,376.06 
403,434.33 
1,810,000.00 
U.S. Government Securities US TREAS BDS 6.75 DUE 08-15-2026 REG
250,226.60 
246,901.00 
200,000.00 
U.S. Government Securities US TREAS BDS BD DTD 11/16/1998 5.25 DUE 11-15-2028 REG
522,246.00 
506,445.31 
500,000.00 
U.S. Government Securities US TREAS BDS BDS 5.375 DUE 02-15-2031 BEO
185,326.52 
181,940.63 
170,000.00 
U.S. Government Securities US TREAS BDS DTD 02/15/2000 6.25 DUE 05-15-2030 REG
1,196,680.00 
1,160,703.12 
1,000,000.00 
U.S. Government Securities US TREAS BDS DTD 11/17/1980 12.75 DUE 11-15-2010/CALL 11-15-2005 REG
64,718.75 
64,961.56 
50,000.00 
U.S. Government Securities US TREAS BDS INFLATION INDEX LINKED 3.875 04-15-2029
5,361,854.21 
4,583,131.51 
4,010,000.00 
U.S. Government Securities US TREAS BILLS 03-06-2003 0 U S T-BILL 06/03/2003 USD1000
967,915.81 
967,306.63 
970,000.00 
U.S. Government Securities US TREAS BILLS 03-20-2003 0 20/3/2003 USD1000
997,540.00 
997,017.22 
1,000,000.00 
U.S. Government Securities US TREAS BILLS 03-20-2003 0 20/3/2003 USD1000
798,032.00 
797,613.78 
800,000.00 
U.S. Government Securities US TREAS BILLS 03-20-2003 0 20/3/2003 USD1000
997,540.00 
997,017.22 
1,000,000.00 
U.S. Government Securities US TREAS BILLS 03-20-2003 0 20/3/2003 USD1000
798,032.00 
797,613.78 
800,000.00 
U.S. Government Securities US TREAS NT 4.75 DUE 02-15-2004 REG
16,625.01 
15,855.74 
16,000.00 
U.S. Government Securities US TREAS NTS 4 DUE 11-15-2012 REG
3,011,998.77 
2,917,096.87 
2,970,000.00 
U.S. Government Securities US TREAS NTS 6.25 15/2/2003 USD1000 6.25DUE 02-15-2003 REG
16,095.01 
16,719.73 
16,000.00 
U.S. Government Securities US TREAS NTS INFLATION INDEX 3.625 TIPS 01-15-2008
6,644,800.33 
6,097,305.20 
5,400,000.00 
U.S. Government Securities US TREAS NTS INFLATION INDEXED 3.375 DUE01-15-2007 REG
246,657.39 
228,431.03 
200,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT 0 15/5/2007 USD1000 05-15-2007 REG
22,210.95 
16,228.00 
25,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2004REG
20,606.25 
16,140.39 
21,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2005REG
21,071.89 
15,970.02 
22,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2006REG
21,289.38 
15,798.93 
23,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2008REG
25,453.14 
18,239.40 
30,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT 05-15-2009REG
23,335.95 
19,566.59 
29,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT 08-15-2011REG
35,453.15 
29,738.50 
50,000.00 
U.S. Government Securities US TREAS SEC STRIPPED INT PMT GENERIC TINT PMT 05-15-2010 REG
23,521.25 
20,310.89 
31,000.00 
Corporate Debt Instruments - Preferred CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO
156,335.06 
141,518.11 
140,000.00 
Corporate Debt Instruments - Preferred CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO
1,116,679.00 
998,380.00 
1,000,000.00 
Corporate Debt Instruments - Preferred CVRD FIN LTD NT 2000-2 144A DUE 10-15-2007/10-16-2002 BEO SF 04-15-2003
400,036.00 
401,031.59 
400,000.00 
Corporate Debt Instruments - Preferred PVTPL DRESDNER FDG TR I 144A 8.151 DUE 06-30-2031 BEO
244,275.84 
240,000.00 
240,000.00 
Corporate Debt Instruments - Preferred CIT GROUP INC 7.125% BDS 15/10/2004 USD
394,171.17 
369,955.60 
370,000.00 
Corporate Debt Instruments - Preferred KOREA ELEC PWR CORP 7.75 BD DUE 4-1-2013REG
120,380.00 
93,058.00 
100,000.00 
Corporate Debt Instruments - Preferred BRIT TELECOMMUNICATIONS P L C NT 8.375 DUE 12-15-2010 BEO
233,785.11 
194,682.15 
195,000.00 
Corporate Debt Instruments - Preferred BRIT TELECOMMUNICATIONS P L C NT 8.875 DUE 12-15-2030 BEO
127,490.00 
101,265.35 
100,000.00 
Corporate Debt Instruments - Preferred MEDALLION TR MTG BKD NT SER 2000-2G CL A-1 FLTG RATE 12-18-2031 BEO
844,001.57 
846,451.87 
846,762.01 
Corporate Debt Instruments - Preferred ROYAL BK SCOT GRP ADR REP 1 SER'2'NON-CUM PRF
147,178.69 
130,000.00 
130,000.00 
Corporate Debt Instruments - Preferred ##SLM STUD LN TR LN BKD NT FLTG SER 1998-2CL A-1 04-25-2007 REG #477056
15,555.10 
15,422.83 
15,542.43 
Corporate Debt Instruments - Preferred AAMES MTG TR SER 1999-1 CL AV FLT RT 07-15-2029 BEO
163,675.72 
163,493.50 
163,646.92 
Corporate Debt Instruments - Preferred ARCHER DANIELS MIDLAND CO 7.5 DUE 03-15-2027 REG
617,363.98 
477,641.90 
515,000.00 
Corporate Debt Instruments - Preferred AST BACKED SECS CORP HOME EQTY LN TR 2001-HE3 11-15-2031 BEO
818,507.35 
819,641.73 
819,641.73 
Corporate Debt Instruments - Preferred AST SECURITIZATION CORP SER 1996-D2 CL A1 6.92 BD DUE 02-14-2029 BEO
379,476.12 
383,592.39 
354,255.60 
Corporate Debt Instruments - Preferred ATLC RICHFIELD CO 10.875 DUE 07-15-2005 REG
29,625.00 
29,825.00 
25,000.00 
Corporate Debt Instruments - Preferred AZ PUB SVC CO SR NT DTD 11/15/1996 6.75 DUE 11-15-2006 REG
2,057,998.30 
1,955,784.00 
1,900,000.00 
Corporate Debt Instruments - Preferred BEAR STEARNS COS INC MEDIUM TERM NTS BOOTRANCHE # TR 00459 VAR RT 12-01-2003
500,306.00 
499,670.00 
500,000.00 
Corporate Debt Instruments - Preferred BK 1 CORP 4.125 DUE 09-01-2007 BEO
195,406.45 
189,711.20 
190,000.00 
Corporate Debt Instruments - Preferred BK AMER CORP SUB NT 7.4 DUE 01-15-2011 BEO
606,651.98 
551,142.70 
515,000.00 
Corporate Debt Instruments - Preferred BOEING CAP CORP NT 7.375 DUE 09-27-2010 BEO
301,263.30 
283,230.60 
270,000.00 
Corporate Debt Instruments - Preferred BOEING CO 6.625 DEB DUE 02-15-2038
139,702.78 
137,902.80 
140,000.00 
Corporate Debt Instruments - Preferred BRISTOL MYERS SQUIBB CO NT 5.75 DUE 10-01-2011 BEO
138,431.15 
133,572.40 
130,000.00 
Corporate Debt Instruments - Preferred BRIT TELECOMMUNICATIONS P L C NT STEP UP12-15-2005
1,578,787.00 
1,397,746.00 
1,400,000.00 
Corporate Debt Instruments - Preferred CDC MTG CAP TR 2002-HE MTG PASSTHRU CTF CL A 11-25-2032 BEO
899,145.98 
897,830.66 
897,830.66 
Corporate Debt Instruments - Preferred CENTEX HOME EQTY LN TR 2002-D AST BKD CTF CL AV 12-25-2032 BEO
2,022,525.00 
2,020,000.00 
2,020,000.00 
Corporate Debt Instruments - Preferred CHASE COML MTG SECS CORP 7.6 DUE 07-18-2028 REG
132,238.95 
138,956.15 
130,283.40 
Corporate Debt Instruments - Preferred CHASE FDG TR SER 2000-2 CL IIA-1 FLT RT 05-25-2030 BEO
193,313.76 
193,189.35 
193,189.35 
Corporate Debt Instruments - Preferred CHEM MTG SECS INC SER 1996-1 CL A-8 7.25MO BD 1-25-26 BEO
323,025.74 
328,762.44 
323,604.99 
Corporate Debt Instruments - Preferred CIT GROUP INC SR NT 7.625 DUE 08-16-2005BEO
753,096.40 
698,999.00 
700,000.00 
Corporate Debt Instruments - Preferred CITIGROUP INC 5.625 DUE 08-27-2012 BEO
63,088.92 
62,038.80 
60,000.00 
Corporate Debt Instruments - Preferred CITIGROUP INC NT GLOBAL 20120021 6 DUE 02-21-2012 BEO
482,854.68 
441,052.08 
440,000.00 
Corporate Debt Instruments - Preferred CMO BEAR STEARNS ARM TR 2001-10 MTG PASTHRU CTF V-A VAR DUE 12-25-2031 BEO
937,185.21 
929,823.23 
918,536.71 
Corporate Debt Instruments - Preferred CMO BEAR STEARNS ARM TR 2001-3 MTG PASSTHRU CTF VAR CL IV-A 01-25-32 BEO
198,940.94
195,887.72 
194,704.44 
Corporate Debt Instruments - Preferred CMO BEAR STEARNS ARM TR 2001-6 MTG PSTRU CTF II-A VAR RATE 9-25-31BE
421,195.73 
422,549.76 
418,603.32 
Corporate Debt Instruments - Preferred CMO BEAR STEARNS ARM TR 2002-11 CL I-A-1DUE 01-25-2033 BEO
1,015,620.00 
1,015,625.00 
1,000,000.00 
Corporate Debt Instruments - Preferred CMO BEAR STEARNS ARM TR 2002-11 CL I-A-2DUE 01-25-2033 BEO
3,060,930.00 
3,060,000.00 
3,000,000.00 
Corporate Debt Instruments - Preferred CMO CHASE MTG FIN CORP 1998-AS1 MC MTG CTF CL IA-8 6.75 DUE 08-25-2028 BEO
1,032,668.00 
975,625.00 
1,000,000.00 
Corporate Debt Instruments - Preferred CMO CITICORP MTG SECS INC 2001-18 REMIC PASSTHRU CTF CL IA-1 4.15 12-25-31BE
914,710.24 
903,702.92 
908,775.93 
Corporate Debt Instruments - Preferred CMO CONSECO FIN SECURITIZATIONS CORP 2000-D HOME EQTY LN A-5 8.41 12-15-25
855,858.40 
800,000.00 
800,000.00 
Corporate Debt Instruments - Preferred CMO CWMBS INC PASS THRU CTFS 2002-1 CHL CL 5-A-1 DUE 02-01-2032 BEO
304,517.71 
307,573.29 
300,277.49 
Corporate Debt Instruments - Preferred CMO CWMBS INC PASS THRU CTFS 6.75 DUE 07-25-2028 BEO
122,951.61 
123,633.38 
122,674.98 
Corporate Debt Instruments - Preferred CMO HOLMES FING NO 4 PLC SER 1 NT CL A DUE 07-15-2015 BEO
899,163.00 
900,000.00 
900,000.00 
Corporate Debt Instruments - Preferred CMO INDYMAC ARM TR 2001-H2 MTG PASSTHRU CTF A-2 VAR RATE DUE 01-25-2032 BEO
1,073,045.01 
1,061,201.38 
1,054,051.01 
Corporate Debt Instruments - Preferred CMO MERRILL LYNCH MTG INVS INC 2002-NC1 ABS CTF CL A-1 FLTG RATE 8-25-09 BEO
90,234.94 
90,467.26 
90,467.26 
Corporate Debt Instruments - Preferred CMO SEQUOIA MTG TR 4 AST BKD CTF CL A FLTG DUE 04-15-2010 BEO
412,694.24 
428,893.10 
428,893.10 
Corporate Debt Instruments - Preferred CMO STRUCTURED AST SECS CORP 2001-13 MTGPASSTHRU CTF 2-A 7 DUE 10-25-2016 BEO
859,764.05 
857,768.98 
835,192.68 
Corporate Debt Instruments - Preferred CMO WA MUT INC SER 2000-1 CL A-1 DUE 06-25-2040 BEO
158,790.37 
159,707.73 
159,707.73 
Corporate Debt Instruments - Preferred CMO WAMU MTG PASS-THRU CTFS 2002-AR11 MTG PASSTHRU CTF A-1 5.243 10-25-32 BEO
1,838,626.05 
1,816,094.40 
1,785,377.18 
Corporate Debt Instruments - Preferred CMO WMC MTG LN TR 1998-A MTG PASSTHRU CTF CL M-1 VAR RATE 2.27 07-20-2029 REG
790,959.23 
791,177.91 
790,930.76 
Corporate Debt Instruments - Preferred COCA COLA CO SR NT DTD 03/08/2002 4 DUE 06-01-2005 BEO
26,172.50 
24,780.45 
25,000.00 
Corporate Debt Instruments - Preferred CONOCO INC NT DTD 04/20/1999 6.95 DUE 04-15-2029/04-20-1999 BEO
294,679.58 
271,102.00 
260,000.00 
Corporate Debt Instruments - Preferred CR SUISSE 1ST BSTN USA INC NT DTD 01/09/2002 6.5 DUE 01-15-2012 BEO
1,068,759.00 
994,910.00 
1,000,000.00 
Corporate Debt Instruments - Preferred CWABS INC 2002-1 AST BKD CTF CL A FLTG RATE .0001 12-01-2040 BEO
816,003.32 
816,921.54 
816,921.54 
Corporate Debt Instruments - Preferred CWMBS INC MTG SER 1993-12 CL A-11 MTG PASSTHRU 6.625 CTF DUE 02-25-2024 REG
169,863.54 
125,013.28 
165,000.00 
Corporate Debt Instruments - Preferred DAIMLERCHRYSLER AUTO TR 2001-A AST BKD NT CL A-2 4.98 DUE 01-06-2004 BEO
36,152.77 
36,117.00 
36,136.76 
Corporate Debt Instruments - Preferred DAIMLERCHRYSLER MASTER OWNER TR AUTO LN AST BACKED NT FLTG 05-15-2007 BEO
270,068.31 
270,000.00 
270,000.00 
Corporate Debt Instruments - Preferred DET EDISON CO 6.125 DUE 10-01-2010 BEO
121,160.05 
109,980.20 
110,000.00 
Corporate Debt Instruments - Preferred DIAMOND ST TEL CO 4.625 DEB DUE 9-1-2005REG
1,002.70 
940.84 
1,000.00 
Corporate Debt Instruments - Preferred DLJ ACCEP TR SER 1989-2 CL G FLTG RT BD DUE 10-17-2020
165,903.05 
165,798.03 
164,271.83 
Corporate Debt Instruments - Preferred DU PONT E I DE NEMOURS & CO NT 6.75 DUE 10-15-2004/10-20-1999 BEO
54,255.00 
52,974.00 
50,000.00 
Corporate Debt Instruments - Preferred EQCC AST BACKED CORP 2002-1 AST BKD CTF CL 2-A FLTG RATE 11-25-2031 BEO
335,844.75 
336,173.53 
336,173.53 
Corporate Debt Instruments - Preferred EQTY 1 ABS INC 2000-1 MTG PASSTHRU CTF CL A-3 7.55 DUE 02-25-2032 BEO
864,209.78 
842,102.07 
842,102.07 
Corporate Debt Instruments - Preferred FIRSTAR BK 7.125 DUE 12-01-2009 BEO
59,093.85 
52,900.00 
50,000.00 
Corporate Debt Instruments - Preferred GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00528 6.75 DUE 03-15-2032
431,180.10 
385,362.90 
390,000.00 
Corporate Debt Instruments - Preferred GEN ELEC CAP CORP MEDIUM TERM NTS BO TRANCHE # TR 00551 6 DUE 06-15-2012
464,260.25 
428,972.90 
430,000.00 
Corporate Debt Instruments - Preferred GOLDEN W FINL CORP DEL SR NT 5.5 DUE 08-08-2006 BEO
539,335.50 
497,650.00 
500,000.00 
Corporate Debt Instruments - Preferred GREEN TREE FINL CORP 98-D HOME EQTY LN CL A-1B ARM FLTG 11-15-2024 BEO
131,685.97 
131,526.44 
131,739.46 
Corporate Debt Instruments - Preferred GREEN TREE RECREATIONAL EQUIP & CONSUMER97-D NT CL A-1 FLTG RT 3-15-29 BEO
152,181.81 
151,665.07 
152,147.58 
Corporate Debt Instruments - Preferred HELLER FINL INC HELLER FINL INC 6.375 DUE 03-15-2006 BEO
1,108,600.00 
1,056,730.00 
1,000,000.00 
Corporate Debt Instruments - Preferred HOME DEPOT INC SR NT 6.5 DUE 09-15-2004 BEO
26,790.00 
25,802.00 
25,000.00 
Corporate Debt Instruments - Preferred HSEHD FIN CORP CRP HI 7 DUE 05-15-2012 BEO
76,670.23 
69,502.30 
70,000.00 
Corporate Debt Instruments - Preferred HSEHD FIN CORP HSEHD FIN GLBL CPN 6.375 MAT 11/27/12 6.375 DUE 11-27-2012 BEO
52,196.60 
49,683.00 
50,000.00 
Corporate Debt Instruments - Preferred HSEHD FIN CORP NT 6.5 DUE 11-15-2008 BEO
109,671.73 
101,890.86 
102,000.00 
Corporate Debt Instruments - Preferred HSEHD FIN CORP NT 8 DUE 07-15-2010 BEO
90,374.96 
85,793.00 
80,000.00 
Corporate Debt Instruments - Preferred HSEHD FIN CORP NT DTD 06/17/1998 6.4 DUE06-17-2008 REG
53,316.90 
49,341.50 
50,000.00 
Corporate Debt Instruments - Preferred HSEHD FINL CORP LTD NT 7 DUE 08-01-2003 BEO
718,692.80 
719,275.90 
700,000.00 
Corporate Debt Instruments - Preferred HSEHD HOME EQTY LN TR 2002-1 AST BKD CTFCL A FLTG 12-22-2031 BEO
541,035.84 
541,522.13 
541,522.13 
Corporate Debt Instruments - Preferred HYDRO-QUEBEC QUE HYDRO 6.3 DUE 05-11-2011 BEO
113,850.80 
99,831.00 
100,000.00 
Corporate Debt Instruments - Preferred I/O CMO GE CAP MTG SVCS INC REMIC MC PASSTHRU CTF 98-10 CL 1-A4 05-25-2028
13,886.01 
36,730.89 
210,978.45 
Corporate Debt Instruments - Preferred I/O CMO GMAC COML MTG SEC INC SER 1999-CTL1 CL X 07-15-2009 BEO
276,324.17 
378,977.25 
12,733,832.84 
Corporate Debt Instruments - Preferred J P MORGAN CHASE & CO 5.625 DUE 08-15-2006 BEO
1,604,671.50 
1,495,485.00 
1,500,000.00 
Corporate Debt Instruments - Preferred J P MORGAN CHASE & CO GLOBAL SUB NT 5.75 DUE 01-02-2013 BEO
141,771.14 
139,763.40 
140,000.00 
Corporate Debt Instruments - Preferred J P MORGAN CHASE & CO JP MORGAN CHASE 6.625 DUE 03-15-2012 BEO
390,173.76 
362,312.93 
360,000.00 
Corporate Debt Instruments - Preferred LEHMAN BROS HLDGS INC MEDIUM TERM NT TRANCHE # TR 00383 VAR RT DUE 07-06-2004
900,467.10 
900,000.00 
900,000.00 
Corporate Debt Instruments - Preferred M.LYNCH MTG INVS INC SER 1998-C1 6.31 ABS CTF DUE 11-15-2026 BEO
577,243.36 
543,946.75 
544,456.72 
Corporate Debt Instruments - Preferred MCDONALDS CORP MTN BE TRANCHE # TR 000846 DUE 04-15-2011
27,330.00 
24,214.25 
25,000.00 
Corporate Debt Instruments - Preferred MELLON RESDNTL FDG CORP 1999-TBC1 MTG PASSTHRU CTF CL A-3 6.11 1-25-29 BEO
848,772.74 
850,860.07 
834,432.19 
Corporate Debt Instruments - Preferred MORGAN J P & CO INC MEDIUM TERM SUB NTS BOOK ENTRY 6 DUE 01-15-2009 BEO
241,612.01 
228,102.50 
230,000.00 
Corporate Debt Instruments - Preferred MORGAN J P COML MTG FIN CORP SER 1998- C6 6.373 ABS CTF DUE 01-15-2030 BEO
168,427.48 
169,368.88 
168,526.24 
Corporate Debt Instruments - Preferred MORGAN ST CAP I INC SER 1998-MF1 CL A1 6.19 CTF DUE 01-15-2007 BEO
543,857.84 
498,422.51 
508,858.07 
Corporate Debt Instruments - Preferred MORGAN STANLEY DEAN WITTER & CO GLOBAL NT 4/25/01 6.75 DUE 4-15-11 BEO
33,336.00 
30,075.00 
30,000.00 
Corporate Debt Instruments - Preferred NABISCO INC 6.125 NT DUE 02-01-2033/03
801,948.00 
816,288.00 
800,000.00 
Corporate Debt Instruments - Preferred NABISCO INC DEB DTD 06/15/1995 7.55 DUE 06-15-2015 REG
533,826.94 
479,720.90 
430,000.00 
Corporate Debt Instruments - Preferred NIAGARA MOHAWK PWR CORP SER E 7.375 SR NT DUE 07-01-2003
773,810.13 
771,212.17 
756,097.78 
Corporate Debt Instruments - Preferred NOMURA AST SECS CORP SER 1996-MD5 CL A1A7.07 BD DUE 04-13-2036 BEO
1,108,030.15 
1,119,961.35 
1,069,654.17 
Corporate Debt Instruments - Preferred ORIGEN MFD HSG CONT TR SER 2002-A SR/SUBAB CTF CL A-1 2.12 12-15-13 BEO
581,357.78 
581,102.10 
581,102.10 
Corporate Debt Instruments - Preferred PAINE WEBBER GROUP INC 6.5 DUE 11-01-2005 REG
439,598.00 
319,164.00 
400,000.00 
Corporate Debt Instruments - Preferred PFIZER INC 5.625 DUE 02-01-2006 BEO
27,295.00 
26,837.00 
25,000.00 
Corporate Debt Instruments - Preferred PHILIP MORRIS COS INC 7.75 DEB DUE 01-15-2027
726,177.54 
754,353.60 
660,000.00 
Corporate Debt Instruments - Preferred PHILLIPS PETE CO NT 8.75 DUE 05-25-2010 BEO
437,998.75 
408,943.50 
350,000.00 
Corporate Debt Instruments - Preferred PVTPL ALPINE PARTNERS L P SER 2000-1 NT CL A FLTG RATE 144A DUE 10-08-209 BEO
625,969.75 
630,700.00 
630,700.00 
Corporate Debt Instruments - Preferred PVTPL CMO BANC AMER LARGE LN INC 2002-144A A-1 VAR 11-06-2003 BEO
980,125.20 
980,733.25 
980,733.25 
Corporate Debt Instruments - Preferred PVTPL CMO CR SUISSE 1ST BSTN MTG SECS CORP 2001-TFL1 A 144AVAR 12-31-2040 BEO
699,510.00 
700,000.00 
700,000.00 
Corporate Debt Instruments - Preferred PVTPL CMO CRIIMI MAE COML MTG TR SER 1998-C1 BD CL A-2 144A 7 03-02-11 REG
765,551.50 
751,125.00 
700,000.00 
Corporate Debt Instruments - Preferred PVTPL CONOCOPHILLIPS NT 2012 144A 4.75 DUE 10-15-2012/10-14-2012 BEO
80,429.04 
80,000.00 
80,000.00 
Corporate Debt Instruments - Preferred PVTPL SYSTEMS 2001 A T LLC SERIES-2001 CLASS-G 144A 6.664 DUE 09-15-2013 BEO
367,171.10 
342,881.30 
340,699.12 
Corporate Debt Instruments - Preferred RESDNTL FDG MTG SECS I INC SER 1996-S6 CL A-10 7% MTG PASSTHRU CTFS 3-25-26 BEO
576,638.83 
570,503.92 
564,855.38 
Corporate Debt Instruments - Preferred SARA LEE CORP NT 6.25 DUE 09-15-2011 BEO
330,858.43 
296,289.15 
295,000.00 
Corporate Debt Instruments - Preferred SIGNET SER 1995-A FLTG RT BD DUE 06-20-2004
3.25 
3.25 
3.25 
Corporate Debt Instruments - Preferred STRUCTURED AST SECS CORP 2002-BC1 CL A1 08-25-2032 BEO
891,821.82 
884,142.65 
885,526.28 
Corporate Debt Instruments - Preferred TELE COMM INC MEDIUM TERM NTS TRANCHE 00019 DTD 03/03/93 8.35 DUE02-15-2005
740,425.70 
720,020.00 
700,000.00 
Corporate Debt Instruments - Preferred UBS PFD FDG TST 8.622%-FRN NTS PERP USD1000
253,836.03 
211,302.00 
210,000.00 
Corporate Debt Instruments - Preferred UNILEVER CAP CORP NT 7.125 DUE 11-01-2010 BEO
247,863.21 
208,118.40 
210,000.00 
Corporate Debt Instruments - Preferred VERIZON GLOBAL FDG 4.25% CV BD 15/9/05 USD(BR)
52,375.00 
51,131.25 
50,000.00 
Corporate Debt Instruments - Preferred VERIZON GLOBAL FDG CORP NT 7.25 DUE 12-01-2010 BEO
329,594.28 
310,279.70 
290,000.00 
Corporate Debt Instruments - Preferred VIACOM INC 5.625 DUE 08-15-2012 BEO
138,688.03 
129,807.60 
130,000.00 
Corporate Debt Instruments - Preferred WACHOVIA AST SECURITIZATION INC 2002-HE2TR AST BKD CTF CL A 12-25-2032 BEO
1,809,140.63 
1,800,000.00 
1,800,000.00 
Corporate Debt Instruments - Preferred WACHOVIA CORP 2ND NEW GLOBAL NT 4.95 DUE11-01-2006 REG
1,067,067.00 
998,070.00 
1,000,000.00 
Corporate Debt Instruments - Preferred WAL-MART STORES INC NT DTD 10/14/1993 5.875 DUE 10-15-2005 REG
26,397.60 
25,317.60 
24,000.00 
Corporate Debt Instruments - Preferred WELLS FARGO & CO NEW SUB GLOBAL NT 6.375DUE 08-01-2011 BEO
560,088.50 
508,415.00 
500,000.00 
Corporate Debt Instruments - Other ALLIANCE ATLANTIS COMMUNICATIONS INC SR SUB NT 13 DUE 12-15-2009/12-15-2004 BEO
13,080.00 
11,880.00 
12,000.00 
Corporate Debt Instruments - Other TEMBEC INDS INC GTD SR NT DTD 01/19/20018.5 DUE 02-01-2011 BEO
35,262.50 
35,376.78 
35,000.00 
Corporate Debt Instruments - Other PVTPL KOREA AST FDG 2000-1 LTD SECD NTFLTG RATE 144A VAR RT 02-10-2009 BEO
78,246.73 
78,537.32 
78,537.32 
Corporate Debt Instruments - Other CIE FIN DE CIC ET UNDTD FR DEBT INS USD(BR)
295,500.00 
287,283.00 
300,000.00 
Corporate Debt Instruments - Other FRANCE TELECOM SA NT STEP UP 03-01-2006 02-28-2006
328,459.20 
306,762.00 
300,000.00 
Corporate Debt Instruments - Other TYCO INTL GROUP S A CRP TYC 6.375 DUE 10-15-2011/10-14-2011 BEO
130,900.00 
111,800.00 
140,000.00 
Corporate Debt Instruments - Other TYCO INTL GROUP S A GTD NT DTD 02/21/2001 6.75 DUE 02-15-2011 BEO
28,350.00 
25,400.00 
30,000.00 
Corporate Debt Instruments - Other TYCO INTL GROUP S A NT 7 DUE 06-15-2028 BEO
149,600.00 
129,600.00 
170,000.00 
Corporate Debt Instruments - Other PVTPL PETROLIAM NASIONAL BERHAD BD 7.625DUE 10-15-2026 REG
31,048.83 
28,634.40 
30,000.00 
Corporate Debt Instruments - Other DEUTSCHE TELEKOM INTL FIN B V USD NT 9.25 DUE 06-01-2032 BEO
279,079.02 
228,780.80 
220,000.00 
Corporate Debt Instruments - Other PANAMA REP US$ GLOBAL BDS DTD 02/08/20019.625% DUE 02-08-2011 BEO
131,100.00 
124,800.00 
120,000.00 
Corporate Debt Instruments - Other KOREA DEPOSIT INSU 2.5% CV BD 11/12/05 USD(VAR
327,315.00 
301,940.03 
300,000.00 
Corporate Debt Instruments - Other FLEXTRONICS INTL LTD US$ SR SUB NT 9.875DUE 07-01-2010/07-01-2005 BEO
49,565.00 
46,884.80 
46,000.00 
Corporate Debt Instruments - Other AVECIA GROUP PLC SR NT 11 DUE 07-01-2009/07-01-2004 BEO PUT
23,400.00 
30,000.00 
30,000.00 
Corporate Debt Instruments - Other BRIT SKY BROADCASTING GROUP PLC GTD NT 6.875 DUE 02-23-2009 BEO
65,440.00 
62,720.00 
64,000.00 
Corporate Debt Instruments - Other ##MOTOROLA INC NT 5.8 DUE 10-15-2008 BE O DO NOT USE SEE 4-780298
4,831.00 
4,538.41 
5,000.00 
Corporate Debt Instruments - Other AES CORP SR NT 9.5 DUE 06-01-2009/05-31-2009 BEO
47,162.50 
69,546.97 
77,000.00 
Corporate Debt Instruments - Other AGCO CORP SR NT 9.5 DUE 05-01-2008/05-01-2005 BEO
18,360.00 
17,000.00 
17,000.00 
Corporate Debt Instruments - Other AK STL CORP SR NT 7.875 DUE 02-15-2009/02-15-2004 BEO PUT
84,840.00 
78,097.50 
84,000.00 
Corporate Debt Instruments - Other ALBRTSNS INC MTN BOOK ENTRY TRANCHE #TR 00072 6.52 DUE 4-10-28
4,984.00 
4,125.15 
5,000.00 
Corporate Debt Instruments - Other ALLIED WASTE N AMER INC SR NT 7.375 DUE 01-01-2004 BEO
450,000.00 
417,375.00 
450,000.00 
Corporate Debt Instruments - Other ALLIED WASTE N AMER INC SR SECD NT DTD 01/30/2001 8.875 DUE 04-01-2008 BEO
137,025.00 
138,407.50 
135,000.00 
Corporate Debt Instruments - Other AMERN AXLE & MFG INC SR SUB NT 9.75 DUE 03-01-2009/03-01-2004 BEO PUT
50,407.50 
46,427.86 
47,000.00 
Corporate Debt Instruments - Other AMERN GREETINGS CORP SR DEB DTD 07/27/1998 6.1 DUE 08-01-2028 BEO PUT
8,370.00 
8,448.75 
9,000.00 
Corporate Debt Instruments - Other AMERN STD COS INC DEL SR NT 8.25 DUE 06-01-2009 BEO
45,150.00 
42,262.50 
42,000.00 
Corporate Debt Instruments - Other AMERN STD INC 7.375 DUE 04-15-2005 REG
30,160.00 
29,072.50 
29,000.00 
Corporate Debt Instruments - Other AMERN STD INC 7.625 DUE 02-15-2010 REG
14,840.00 
13,352.50 
14,000.00 
Corporate Debt Instruments - Other AOL TIME WARNER INC 7.625 DUE 04-15-2031/04-14-2031 BEO
555,003.36 
527,849.00 
540,000.00 
Corporate Debt Instruments - Other AOL TIME WARNER INC DEB DTD 04/08/2002 7.7 DUE 05-01-2032 BEO
83,258.64 
74,695.50 
80,000.00 
Corporate Debt Instruments - Other AT&T BROADBAND CORP NT 9.455 DUE 11-15-2022 BEO
11,600.00 
10,550.94 
10,000.00 
Corporate Debt Instruments - Other AT&T CORP DEB DTD 01/15/1992 8.125 DUE 01-15-2022/01-15-2003 REG
127,725.00 
124,692.91 
130,000.00 
Corporate Debt Instruments - Other AT&T CORP NT 6.5 DUE 03-15-2013/03-14-2013 BEO
40,125.08 
35,500.00 
40,000.00 
Corporate Debt Instruments - Other AT&T CORP USD SR NT 8.5 DUE 11-15-2031/11-14-2031 BEO
187,379.61 
168,174.20 
170,000.00 
Corporate Debt Instruments - Other AUBURN HILLS TR 12.00 BD DUE 05-01-2020 REG
495,678.81 
289,384.27 
330,000.00 
Corporate Debt Instruments - Other AVIS GROUP HLDGS INC 11 DUE 05-01-2009/05-01-2004 BEO
94,170.00 
89,615.00 
86,000.00 
Corporate Debt Instruments - Other B.STEARNS MTG SECS INC SER 97-7 CL 1A9 7 MTG PASSTHRU CTF DUE 02-25-2028 BEO
712,317.87 
703,420.30 
701,010.57 
Corporate Debt Instruments - Other BEAZER HOMES USA INC SR NT 8.375 DUE 04-15-2012/04-15-2007 BEO
23,690.00 
23,000.00 
23,000.00 
Corporate Debt Instruments - Other BECKMAN INSTRS INC NEW SR NT 7.1 DUE 03-04-2003 BEO
754,447.50 
749,722.50 
750,000.00 
Corporate Debt Instruments - Other BEN CORP TRANCHE # TR 130 6.75 MTN DUE 07-20-2004 BEO
102,880.40 
103,135.63 
100,000.00 
Corporate Debt Instruments - Other BIOVAIL CORP SR SUB NT 7.875 DUE 04-01-2010/04-01-2006 BEO
30,000.00 
29,781.00 
30,000.00 
Corporate Debt Instruments - Other CALPINE CORP 8.5 DUE 02-15-2011 BEO
40,890.00 
82,005.56 
94,000.00 
Corporate Debt Instruments - Other CALPINE CORP SR NT 7.75 DUE 04-15-2009 BEO
11,760.00 
27,895.00 
28,000.00 
Corporate Debt Instruments - Other CALPINE CORP SR NT 7.75 DUE 04-15-2009 BEO
5,040.00 
9,414.00 
12,000.00 
Corporate Debt Instruments - Other CANANDAIGUA BRANDS INC SR SUB NT 8.5 DUE03-01-2009/03-01-2004 BEO
5,237.50 
5,175.00 
5,000.00 
Corporate Debt Instruments - Other CAP 1 BK MEDIUM TERM SR BK NTS BOOK ENTRY 6.62 DUE 08-04-2003 BEO
692,171.20 
688,926.00 
700,000.00 
Corporate Debt Instruments - Other CHANCELLOR MEDIA CORP L A SER B 8.125 SRSUB NT DUE 12-15-2007/02
91,630.00 
91,078.75 
88,000.00 
Corporate Debt Instruments - Other CHRYSLER CORP 7.45 DEB DUE 03-01-2027
5,419.50 
4,585.81 
5,000.00 
Corporate Debt Instruments - Other CIT GROUP INC INTERNOTES BOOK ENTRY TRANCHE # TR 00004 4.95 DUE 11-15-2004
5,100.50 
5,000.00 
5,000.00 
Corporate Debt Instruments - Other CITIBANK CR CARD ISSUANCE TR 2002-C1 NT FLTG RATE 02-09-2009 BEO
198,944.80 
200,000.00 
200,000.00 
Corporate Debt Instruments - Other CITIZENS UTILS CO DEL 7 DUE 11-01-2025 REG
9,304.00 
7,905.55 
10,000.00 
Corporate Debt Instruments - Other CITIZENS UTILS CO DEL 7.6 DUE 06-01-2006REG
10,895.00 
10,048.45 
10,000.00 
Corporate Debt Instruments - Other CKE RESTAURANTS INC 4.25 DUE 03-15-2004/03-15-2002 REG
14,193.00 
6,658.88 
15,000.00 
Corporate Debt Instruments - Other CMO CMC SECS CORP III COLL MTG OBLIG 1994-B CL B-A5 6 DUE 02-25-2009 BEO
182,042.12 
177,609.62 
180,715.67 
Corporate Debt Instruments - Other CMS ENERGY CORP CMS ENERGY CORP NT 8 1 2DUE 4 1 8.5 DUE 04-15-2011 BEO
24,360.00 
27,445.04 
28,000.00 
Corporate Debt Instruments - Other CMS ENERGY CORP SR NT 7.5 DUE 01-15-2009BEO
73,950.00 
75,087.36 
87,000.00 
Corporate Debt Instruments - Other CMS ENERGY CORP SR NT 9.875 DUE 10-15-2007/10-12-2000 BEO
53,200.00 
58,315.30 
56,000.00 
Corporate Debt Instruments - Other CMS PANHANDLE HLDG CO NT 6.125 DUE 03-15-2004 BEO
297,909.30 
299,052.00 
300,000.00 
Corporate Debt Instruments - Other COASTAL CORP NT 7.5 DUE 08-15-2006 BEO
492,000.00 
615,078.00 
600,000.00 
Corporate Debt Instruments - Other COLUMBIA / HCA HEALTHCARE CORP 7.25 DUE 05-20-2008 REG
58,893.89 
55,875.00 
55,000.00 
Corporate Debt Instruments - Other COLUMBIA /HCA HEALTHCARE CORP 6.91 BD DUE 06-15-2005 REG
21,015.12 
20,650.00 
20,000.00 
Corporate Debt Instruments - Other COMPAGNIE GENERALE DE GEOPHYSIQUE SR NT 10.625 DUE 11-15-2007/11-15-2002 BEO
27,280.00 
31,000.00 
31,000.00 
Corporate Debt Instruments - Other CONS RAIL CORP 7.875 DEB DUE 5-15-2043 REG
105,644.52 
95,416.20 
90,000.00 
Corporate Debt Instruments - Other CONSTELLATION BRANDS INC SR NT DTD 02/21/2001 8 DUE 02-15-2008 BEO
64,050.00 
61,420.00 
61,000.00 
Corporate Debt Instruments - Other COVENTRY HLTH CARE INC SR NT 8.125 DUE 02-15-2012/02-15-2003 BEO
33,280.00 
32,000.00 
32,000.00 
Corporate Debt Instruments - Other COX COMMUNICATIONS INC NEW SUB DISC DEB EXCHANGEABLE .42589 4-19-20/4-19-05 BEO
13,650.00 
12,975.00 
30,000.00 
Corporate Debt Instruments - Other COX ENTERPRISES INC NT 7.5 DUE 08-15-2004 BEO
743,752.10 
732,284.00 
700,000.00 
Corporate Debt Instruments - Other CROWN CORK & SEAL FIN S A NT DTD 12/17/1996 6.75 DUE 12-15-2003 REG
14,560.00 
13,981.27 
16,000.00 
Corporate Debt Instruments - Other CROWN CORK & SEAL INC 7.375 DUE 12-15-2026/12-14-2026 REG
3,450.00 
3,397.21 
5,000.00 
Corporate Debt Instruments - Other CSC HLDGS INC 7.875 DUE 02-15-2018 REG
896.25 
695.00 
1,000.00 
Corporate Debt Instruments - Other DAIMLERCHRYSLER N AMER HLDG CORP 7.75 DUE 05-27-2003 BEO
611,953.80 
628,800.00 
600,000.00 
Corporate Debt Instruments - Other DAIMLERCHRYSLER N AMER HLDG CORP GTD NT 6.9 DUE 09-01-2004 BEO
5,285.50 
5,095.16 
5,000.00 
Corporate Debt Instruments - Other DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY TRANCHE # TR 00033 7.3 DUE
7,619.50 
7,472.50 
7,000.00 
Corporate Debt Instruments - Other DOLE FOOD INC SR NT 2009 7.25 DUE 05-01-2009 BEO
0.00 
0.00 
0.00 
Corporate Debt Instruments - Other DOMINION RES INC DEL 5.125 DUE 12-15-2009 BEO
70,919.24 
69,687.10 
70,000.00 
Corporate Debt Instruments - Other DOMINION RES INC DEL NT DTD 09/16/2002 5.7 DUE 09-17-2012 BEO
93,344.04 
90,725.60 
90,000.00 
Corporate Debt Instruments - Other DUKE ENERGY FIELD SVCS LLC NT 7.5 DUE 08-16-2005/08-15-2005 BEO
1,370,370.30 
1,295,099.00 
1,300,000.00 
Corporate Debt Instruments - Other DYNEGY HLDGS INC SR NT 8.75 DUE 02-15-2012/02-14-2012 BEO
101,500.00 
260,032.50 
290,000.00 
Corporate Debt Instruments - Other EASTMAN CHEM CO 6.375 DUE 01-15-2004 REG
10,381.00 
10,016.65 
10,000.00 
Corporate Debt Instruments - Other ECHOSTAR DBS CORP SR NT 9.125 DUE 01-15-2009/01-15-2006 BEO
31,575.00 
30,000.00 
30,000.00 
Corporate Debt Instruments - Other ECHOSTAR DBS CORP SR NT 9.375 DUE 02-01-2009/02-01-2004 BEO PUT
95,175.00 
90,271.81 
90,000.00 
Corporate Debt Instruments - Other EL PASO CORP ZERO CPN CONV DEB 0 DUE 02-28-2021/02-28-2006 BEO PUT
207,700.00 
278,245.60 
670,000.00 
Corporate Debt Instruments - Other EL PASO ENERGY CORP MEDIUM TERM NTS BOOK TR 4 7.8 8-1-31
12,400.00 
18,752.80 
20,000.00 
Corporate Debt Instruments - Other EL PASO ENERGY CORP MTN BOOKTRANCHE # TR00005 7.75 1-15-2032 BEO
266,600.00 
422,415.20 
430,000.00 
Corporate Debt Instruments - Other EMMIS COMMUNICATIONS CORP SR SUB NT 8.125 DUE 03-15-2009/03-15-2004 BEO PUT
17,595.00 
16,383.75 
17,000.00 
Corporate Debt Instruments - Other ENTERGY MISS INC 1ST MTG BD DTD 02/15/2000 7.75 DUE 02-15-2003 BEO
1,005,433.00 
1,011,660.00 
1,000,000.00 
Corporate Debt Instruments - Other EXTD STAY AMER INC SR SUB NT 9.875 DUE 06-15-2011/06-15-2006 BEO
30,450.00 
30,000.00 
30,000.00 
Corporate Debt Instruments - Other FIRSTENERGY CORP NT SER B 6.45 DUE 11-15-2011/11-14-2011 BEO
129,329.59 
129,546.30 
130,000.00 
Corporate Debt Instruments - Other FIRSTENERGY CORP NT SER C 7.375 DUE 11-15-2031/11-14-2031 BEO
116,326.20 
119,798.40 
120,000.00 
Corporate Debt Instruments - Other FNMA DISC NT 02-12-2003
698,754.49 
694,603.19 
700,000.00 
Corporate Debt Instruments - Other FORD MTR CO DEL DEB 8.9 DUE 01-15-2032 REG
215,959.70 
234,194.40 
220,000.00 
Corporate Debt Instruments - Other FORD MTR CR CO GLOBAL LANDMARK SECS-GLOBLS 6.7 DUE 07-16-2004 BEO
10,188.00 
10,104.00 
10,000.00 
Corporate Debt Instruments - Other FORD MTR CR CO GLOBAL LANDMARK SECS-GLOBLS FLTG RATE DUE 03-17-2003 BEO
998,526.00 
996,560.00 
1,000,000.00 
Corporate Debt Instruments - Other FORD MTR CR CO MEDIUM TERM NTS BOOK ENTRY TR 00845 VAR RT DUE 06-30-2005
1,177,460.70 
1,284,140.00 
1,300,000.00 
Corporate Debt Instruments - Other FORD MTR CR CO NT DTD 02/23/1999 5.75 DUE 02-23-2004 BEO
1,350,970.11 
1,278,914.70 
1,330,000.00 
Corporate Debt Instruments - Other FORD MTR CR CO NT FLTG RATE DUE 04-17-2003 BEO
498,931.50 
502,888.00 
500,000.00 
Corporate Debt Instruments - Other FOREST OIL CORP SR NT 7.75 DUE 05-01-2014/05-01-2007 BEO
51,737.10 
49,045.00 
50,000.00 
Corporate Debt Instruments - Other GA GULF CORP SR SUB NT 10.375 DUE 11-01-2007/11-01-2003 BEO PUT
5,300.00 
5,044.75 
5,000.00 
Corporate Debt Instruments - Other GA PAC CORP 8.875 DUE 05-15-2031/05-14-2031 BEO
4,300.00 
4,682.50 
5,000.00 
Corporate Debt Instruments - Other GA PAC CORP 9.5 DUE 12-01-2011 REG
15,680.00 
16,505.00 
16,000.00 
Corporate Debt Instruments - Other GEN MTR CORP 8.80 BD DUE 3-1-2021 REG PUTABLE ON 3-1-98
803,956.50 
921,157.50 
750,000.00 
Corporate Debt Instruments - Other GEN MTRS ACCEP CORP 7.625 DUE 06-15-2004BEO
1,365,065.00 
1,299,194.00 
1,300,000.00 
Corporate Debt Instruments - Other GEN MTRS ACCEP CORP GLOBAL BD 7.25 DUE 03-02-2011 BEO
407,612.40 
399,168.40 
400,000.00 
Corporate Debt Instruments - Other GEN MTRS ACCEP CORP MEDIUM TERM NTS BOOKENTRY TR # 00593 VAR RT DUE 01-20-24
788,468.80 
800,000.00 
800,000.00 
Corporate Debt Instruments - Other GEN MTRS ACCEP CORP MEDIUM TERM NTS TR 00609 VAR RT 5-16-2003 BEO
598,391.40 
601,686.00 
600,000.00 
Corporate Debt Instruments - Other GEN MTRS ACCEP CORP SMARTNOTES BOOK TRANCHE # TR 00558 4 DUE 07-15-2004
24,945.00 
25,000.00 
25,000.00 
Corporate Debt Instruments - Other GEN MTRS ACCEP CORP SMARTNOTES BOOK TRANCHE # TR 00666 5 DUE 11-15-2004
5,053.00 
5,000.00 
5,000.00 
Corporate Debt Instruments - Other GEN MTRS CORP SR UNSECD NT 7.2 DUE 01-15-2011 BEO
30,123.00 
30,865.80 
30,000.00 
Corporate Debt Instruments - Other GMAC COML MTG SEC INC 97-C1 CL A3 6.869 MTG PASSTHRU CTF DUE 8-15-2007 BEO
33,953.28 
28,543.36 
30,000.00 
Corporate Debt Instruments - Other GMAC COML MTG SEC INC MTG PASSTHRU CTF 1998-C1 CL A-2 6.7 DUE 05-15-2030 REG
87,587.36 
75,126.17 
80,000.00 
Corporate Debt Instruments - Other HARRAHS OPER INC GTD SR SUB NT 7.875 DUE12-15-2005 BEO
106,000.00 
102,631.41 
100,000.00 
Corporate Debt Instruments - Other HASBRO INC NT 5.6 DUE 11-01-2005 BEO
49,470.00 
48,641.25 
51,000.00 
Corporate Debt Instruments - Other HCA-HEALTHCARE CO HCA-06/01/2006 7.125
31,792.11 
30,900.00 
30,000.00 
Corporate Debt Instruments - Other HCA-HEALTHCARE CO NT 8.75 DUE 09-01-2010BEO
65,601.13 
61,582.50 
57,000.00 
Corporate Debt Instruments - Other HEALTHSOUTH CORP SR NT DTD 02/01/2001 8.5 DUE 02-01-2008 BEO
16,340.00 
20,294.37 
19,000.00 
Corporate Debt Instruments - Other HMH PPTYS INC 8.45 DUE 12-01-2008/12-01-2003 BEO
3,950.00 
3,786.79 
4,000.00 
Corporate Debt Instruments - Other HMH PPTYS INC SR NT SER B 7.875 DUE 08-01-2008/08-01-2003 BEO
38,800.00 
38,700.00 
40,000.00 
Corporate Debt Instruments - Other HORSESHOE GAMING LLC SR SUB NT 8.625 DUE05-15-2009/05-15-2004 BEO
37,187.50 
34,704.31 
35,000.00 
Corporate Debt Instruments - Other HOST MARRIOTT L P SR NT SER G 9.25 DUE 10-01-2007 BEO
4,040.00 
3,949.64 
4,000.00 
Corporate Debt Instruments - Other I/O CMO NORWEST ASSET SECS CORP SER 97-1MTG PASSTHRU CTF CL A-5 01-25-12
9.51 
466.24 
3,729.90 
Corporate Debt Instruments - Other IMC GLOBAL INC SR NT SER B 10.875 DUE 06-01-2008 BEO
34,720.00 
31,986.20 
32,000.00 
Corporate Debt Instruments - Other INSIGHT MIDWEST L P / INSIGHT CAP INC SRNT 10.5 DUE 11-01-2010/11-01-2005 BEO
35,982.50 
36,556.10 
37,000.00 
Corporate Debt Instruments - Other INTL GAME TECH SR NT 8.375 DUE 05-15-2009 BEO
44,400.00 
39,589.60 
40,000.00 
Corporate Debt Instruments - Other KCS ENERGY INC 8.875 SR SUB NT DUE 01-15-2008/03 BEO
52,850.00 
15,004.34 
70,000.00 
Corporate Debt Instruments - Other KELLOGG CO NT SER B 5.5 DUE 04-01-2003 BEO
503,850.00 
513,375.00
500,000.00 
Corporate Debt Instruments - Other KS CY SOUTHN RY CO SR NT 9.5 DUE 10-01-2008 BEO
27,531.25 
26,275.00 
25,000.00 
Corporate Debt Instruments - Other L-3 COMMUNICATIONS CORP SR SUB NT 7.625 DUE 06-15-2012/06-15-2007 BEO
54,590.00 
53,090.00 
53,000.00 
Corporate Debt Instruments - Other LEAR CORP SR NT SER B 7.96 DUE 05-15-2005 BEO
70,811.25 
69,000.00 
69,000.00 
Corporate Debt Instruments - Other LENNAR CORP SR NT SER B 9.95 DUE 05-01-2010/05-01-2005 BEO
6,540.00 
6,495.00 
6,000.00 
Corporate Debt Instruments - Other LIBERTY MEDIA CORP SR EXCHANGEABLE EXCH INTO SPRINT 3.75 02-15-30/02-15-04
154,875.00 
146,164.00 
300,000.00 
Corporate Debt Instruments - Other LOCKHEED MARTIN CORP BD 8.5 DUE 12-01-2029 BEO
335,410.50 
249,066.07 
250,000.00 
Corporate Debt Instruments - Other MACDERMID INC SR SUB NT 9.125 DUE 07-15-2011/07-15-2002 BEO
34,160.00 
34,360.00 
32,000.00 
Corporate Debt Instruments - Other MANOR CARE INC 7.5 DUE 06-15-2006 REG
43,621.96 
42,832.50 
42,000.00 
Corporate Debt Instruments - Other MANOR CARE INC NEW SR NT DTD 06/22/2001 8 DUE 03-01-2008/02-28-2008 BEO
48,530.00 
46,758.75 
46,000.00 
Corporate Debt Instruments - Other MEADWESTVACO CORP 6.85 DUE 04-01-2012 BEO
199,733.22 
187,982.70 
180,000.00 
Corporate Debt Instruments - Other MICROSTRATEGY INC CONV NT SER A 7.5 DUE 06-24-2007/06-23-2007 REG
4,717.50 
0.00 
18,500.00 
Corporate Debt Instruments - Other MIRAGE RESORTS INC NT 6.625 DUE 02-01-2005 REG
48,138.39 
47,349.21 
47,000.00 
Corporate Debt Instruments - Other MIRANT AMERICAS GENERATION LLC 8.3 5/1/11
77,625.00 
158,194.50 
150,000.00 
Corporate Debt Instruments - Other MOHEGAN TRIBAL GAMING AUTH SR NT 8.125 DUE 01-01-2006/12-31-2005 BEO PUT
10,525.00 
10,500.00 
10,000.00 
Corporate Debt Instruments - Other MOHEGAN TRIBAL GAMING AUTH SR SUB NT 8.75 DUE 01-01-2009/01-01-2004 BEO PUT
28,350.00 
27,847.50 
27,000.00 
Corporate Debt Instruments - Other MOHEGAN TRIBAL GAMING AUTH SR SUB NT 8 DUE 04-01-2012/04-01-2007 BEO
7,297.50 
7,000.00 
7,000.00 
Corporate Debt Instruments - Other MOTOROLA INC DEB DTD 05/15/1995 7.5 DUE 05-15-2025 REG
9,075.00 
9,262.95 
10,000.00 
Corporate Debt Instruments - Other NEWS AMER HLDGS INC 7.75 DUE 02-01-2024 REG
40,037.72 
36,008.80 
40,000.00 
Corporate Debt Instruments - Other NEWS AMER INC GTD SR DEB 7.625 DUE 11-30-2028 BEO
275,671.62 
245,070.90 
270,000.00 
Corporate Debt Instruments - Other NEXTEL COMMUNICATIONS INC SR SER NT 9.375 DUE 11-15-2009/11-15-2004 BEO
28,960.00 
28,369.93 
32,000.00 
Corporate Debt Instruments - Other NORTEK INC 9.25 SR NT DUE 03-15-2007/02
4,100.00 
3,370.00 
4,000.00 
Corporate Debt Instruments - Other NORTEK INC SR NT SER B 8.875 DUE 08-01-2008/08-01-2003 BEO PUT
97,137.50 
94,126.61 
95,000.00 
Corporate Debt Instruments - Other NORTHN TELECOM CAP CORP NT DTD 06/17/1996 7.875 DUE 06-15-2026 REG
5,100.00 
9,393.85 
10,000.00 
Corporate Debt Instruments - Other NRG N E GENERATING LLC SR SECD BD SER A DTD 2/25/2000 8.065 DUE 12-15-2004 BEO
318,060.53 
406,013.84 
395,312.50 
Corporate Debt Instruments - Other OCEAN ENERGY INC SR SUB NT SER B 8.375 DUE 07-01-2008/07-01-2003 BEO
31,575.00 
31,650.00 
30,000.00 
Corporate Debt Instruments - Other OMNICARE INC 8.125 BONDS 15 FEB 2011
80,250.00 
77,750.00 
75,000.00 
Corporate Debt Instruments - Other ORION PWR HLDGS INC SR NT 12 DUE 05-01-2010 REG
41,760.00 
58,000.00 
58,000.00 
Corporate Debt Instruments - Other P & L COAL HLDGS CORP SR NT 8.875 DUE 05-15-2008/05-15-2003 BEO
31,500.00 
31,791.85 
30,000.00 
Corporate Debt Instruments - Other P & L COAL HLDGS CORP SR SUB NT 9.625 DUE 05-15-2008/05-15-2003 BEO
73,937.50 
69,250.00 
70,000.00 
Corporate Debt Instruments - Other PARKER & PARSLEY PETE CO DEL 8.875 BD DUE 04-15-2005
4,290.44 
4,220.00 
4,000.00 
Corporate Debt Instruments - Other PARKER & PARSLEY PETE CO DEL SR NT DTD 08/22/1995 8.25 DUE 08-15-2007 REG
21,385.56 
20,600.00 
20,000.00 
Corporate Debt Instruments - Other PDVSA FIN LTD PDVSA FIN LTD NT 8 1 2 DUE1 8.5 DUE 11-16-2012
260,700.00 
317,937.80 
330,000.00 
Corporate Debt Instruments - Other PIONEER NAT RES CO PIONEER NAT RES CO 7.5 DUE 04-15-2012/04-14-2002 BEO
33,519.87 
31,093.75 
31,000.00 
Corporate Debt Instruments - Other PIONEER NAT RES CO SR NT 9.625 DUE 04-01-2010/03-31-2001 BEO PUT
26,172.32 
23,232.64 
22,000.00 
Corporate Debt Instruments - Other PK PL ENTMT CORP SR SUB NT 9.375 DUE 02-15-2007 BEO
66,185.00 
63,451.89 
62,000.00 
Corporate Debt Instruments - Other PREMIER PKS INC SR DISC NT STEP UP 4-1-08 RT=0 TIL 4-1-03 10 THEREAFTER
10,642.50 
10,367.50 
11,000.00 
Corporate Debt Instruments - Other PROGRESS ENERGY INC SR NT 7.1 DUE 03-01-2011 BEO
374,712.64 
359,913.80 
340,000.00 
Corporate Debt Instruments - Other PULTE HOMES INC SR NT 7.875 DUE 08-01-2011 BEO
14,424.58 
12,882.09 
13,000.00 
Corporate Debt Instruments - Other PVTPL AK STL CORP GTD SR NT 144A 7.75 DUE 06-15-2012/06-15-2007 BEO
15,112.50 
14,935.50 
15,000.00 
Corporate Debt Instruments - Other PVTPL ASSOC MANUFACTURED HSG
1,203,537.90 
1,217,563.45 
1,215,682.94 
Corporate Debt Instruments - Other PVTPL BALL CORP SR NT 144A 6.875 DUE 12-15-2012/12-15-2007 BEO
10,050.00 
10,000.00 
10,000.00 
Corporate Debt Instruments - Other PVTPL BAYVIEW FINL REVOLVING AST TR 2000-D CL A FLTG 144A 3C7 11-25-2030 BEO
798,000.00 
800,000.00 
800,000.00 
Corporate Debt Instruments - Other PVTPL CHANCELLOR MEDIA CORP L A SR NT DTD 11/16/1998 8 DUE 11-01-2008 BEO PUT
15,277.50 
14,577.50 
14,000.00 
Corporate Debt Instruments - Other PVTPL CMO MORGAN J P COML MTG FIN CORP 2000-FL1 CL A 144A VAR RT 4-15-10 BEO
67,463.85 
67,468.91 
67,468.91 
Corporate Debt Instruments - Other PVTPL CMO SEC NATL MTG LN TR 2001-3 MTG REMIC CTF CL 144A A-1 3.6 11-25-2010 BEO
435,256.22 
434,414.93 
434,452.48 
Corporate Debt Instruments - Other PVTPL EL PASO NAT GAS CO 144A 8.375 DUE 06-15-2032 BEO
74,500.00 
99,889.00 
100,000.00 
Corporate Debt Instruments - Other PVTPL FMC CORP SR SECD NT 144A 10.25 DUE11-01-2009/10-20-2002 BEO
31,320.00 
28,643.88 
29,000.00 
Corporate Debt Instruments - Other PVTPL ONCOR ELEC DELIVERY CO SR SECD NT 144A 6.375 DUE 01-15-2015/01-14-2015 BEO
40,820.72 
39,675.20 
40,000.00 
Corporate Debt Instruments - Other PVTPL PANAMSAT CORP NEW SR NT 144A 8.5 DUE 02-01-2012/02-01-2007 BEO
51,570.00 
54,000.00 
54,000.00 
Corporate Debt Instruments - Other PVTPL PETRONAS CAP LTD EURO GTD NT 144A 7.875 DUE 05-22-2022 BEO
128,930.52 
119,438.40 
120,000.00 
Corporate Debt Instruments - Other PVTPL SANMINA-SCI CORP SR SECD NT 10.37501-15-10 BEO
9,090.00 
9,000.00 
9,000.00 
Corporate Debt Instruments - Other PVTPL WESTPORT RES CORP NEW SR SUB NT 8.25 DUE 11-01-2011/11-01-2006 BEO
5,250.00 
5,241.25 
5,000.00 
Corporate Debt Instruments - Other PVTPL WILLIAMS COS INC NT 144A 8.75 DUE 03-15-2032 BEO
203,050.00 
296,564.90 
310,000.00 
Corporate Debt Instruments - Other QWEST CAP FDG INC NT 7.25 DUE 02-15-2011/02-14-2011 REG
7,680.00 
9,360.00 
12,000.00 
Corporate Debt Instruments - Other RAYTHEON CO NT 6.55 DUE 03-15-2010 REG
650,349.60 
588,708.00 
600,000.00 
Corporate Debt Instruments - Other RJ REYNOLDS TOB HLDGS INC NT SER B 7.875DUE 05-15-2009 BEO
545,374.00 
492,870.00 
500,000.00 
Corporate Debt Instruments - Other RYLAND GROUP INC SR NT 8 DUE 08-15-2006 BEO
33,990.00 
33,000.00 
33,000.00 
Corporate Debt Instruments - Other RYLAND GROUP INC SR NT 9.75 DUE 09-01-2010/09-01-2005 BEO
16,425.00 
15,637.50 
15,000.00 
Corporate Debt Instruments - Other SAFETY-KLEEN CORP NEW 9.25 DUE 05-15-2009 BEO BD IN DEFAULT DBTFL
2,360.00 
59,149.77 
59,000.00 
Corporate Debt Instruments - Other SCHULER HOMES INC SR NT 9.375 DUE 07-15-2009/07-15-2005 BEO
78,540.00 
78,197.78 
77,000.00 
Corporate Debt Instruments - Other SCOTIA PAC CO LLC TIMBER COLL NT SER B CL A-3 7.71 DUE 07-20-2028 BEO
78,037.20 
85,200.00 
120,000.00 
Corporate Debt Instruments - Other SEARS ROEBUCK ACCEP CORP INTERNOTES BOOK TR# 00001 5.65 12-15-2005
10,017.00 
10,000.00 
10,000.00 
Corporate Debt Instruments - Other SMITHFIELD FOODS INC SR NT 8 DUE 10-15-2009 BEO
33,660.00 
33,150.00 
33,000.00 
Corporate Debt Instruments - Other SONAT INC NT 7.625 DUE 07-15-2011 BEO
20,100.00 
30,091.60 
30,000.00 
Corporate Debt Instruments - Other SOUTHN CAL EDISON CO NT 8.95 DUE 11-03-2003 BEO
9,925.00 
9,912.50 
10,000.00 
Corporate Debt Instruments - Other SPRINT CAP CORP 6.9 DUE 05-01-2019 BEO
65,600.00 
75,670.40 
80,000.00 
Corporate Debt Instruments - Other SPRINT CAP CORP GTD NT 6 DUE 01-15-2007/01-14-2007 BEO
945,000.00 
845,000.00 
1,000,000.00 
Corporate Debt Instruments - Other SPRINT CAP CORP NT 7.625 DUE 01-30-2011 BEO
95,000.00 
96,301.00 
100,000.00 
Corporate Debt Instruments - Other SPRINT CAP CORP NT 8.375 DUE 03-15-2012 BEO
756,200.00 
741,426.70 
760,000.00 
Corporate Debt Instruments - Other SUMITOMO MITSUI BK CORP SUB NT 8 DUE 06-15-2012 BEO
188,832.43 
169,845.30 
170,000.00 
Corporate Debt Instruments - Other TCI COMMUNICATIONS INC 7.875 DUE 02-15-2026 REG
314,432.38 
362,486.39 
310,000.00 
Corporate Debt Instruments - Other TEEKAY SHIPPING CORP SR NT 8.875 DUE 07-15-2011 BEO
91,336.25 
91,216.25 
89,000.00 
Corporate Debt Instruments - Other TEREX CORP NEW SR SUB NT DTD 03/29/2001 10.375 DUE 04-01-2011/04-01-2006 BEO
18,800.00 
20,000.00 
20,000.00 
Corporate Debt Instruments - Other TEREX CORP NEW SR SUB NT SER D 8.875 DUE04-01-2008/04-01-2003 BEO PUT
84,717.50 
92,762.50 
94,000.00 
Corporate Debt Instruments - Other TIME WARNER INC 6.875 DUE 06-15-2018 REG
999.80 
783.29 
1,000.00 
Corporate Debt Instruments - Other TIME WARNER INC 7.75 DUE 06-15-2005 REG
958,914.00 
951,174.00 
900,000.00 
Corporate Debt Instruments - Other TRICON GLOBAL RESTAURANTS INC 7.45 DUE 05-15-2005 REG
26,125.00 
25,750.00 
25,000.00 
Corporate Debt Instruments - Other TRICON GLOBAL RESTAURANTS INC 8.5 DUE 04-15-2006 BEO
8,500.00 
8,550.00 
8,000.00 
Corporate Debt Instruments - Other TYCO INTL GROUP S A CB 6.375 DUE 02-15-2006 BEO
6,790.00 
6,614.65 
7,000.00 
Corporate Debt Instruments - Other TYCO INTL GROUP S A GTD NT 6.125 DUE 01-15-2009 BEO
9,350.00 
8,325.00 
10,000.00 
Corporate Debt Instruments - Other TYCO INTL GROUP S A GTD NT 6.875 DUE 01-15-2029 BEO
466,400.00 
399,975.00 
530,000.00 
Corporate Debt Instruments - Other TYCO INTL GROUP S A NT 5.875 DUE 11-01-2004 BEO
9,700.00 
8,600.00 
10,000.00 
Corporate Debt Instruments - Other TYCO INTL GROUP S A NT 6.125 DUE 11-01-2008 BEO
28,050.00 
23,700.00 
30,000.00 
Corporate Debt Instruments - Other TYCO INTL GROUP S A NT VAR RT 7-30-2003 BEO
29,100.00 
25,500.00 
30,000.00 
Corporate Debt Instruments - Other TYSON FOODS INC 7 DUE 01-15-2028 REG
10,312.00 
8,678.85 
10,000.00 
Corporate Debt Instruments - Other TYSON FOODS INC 7 DUE 05-01-2018 REG
10,382.00 
8,907.05 
10,000.00 
Corporate Debt Instruments - Other UNISYS CORP SR NT 7.25 DUE 01-15-2005 BEO
61,610.00 
59,768.41 
61,000.00 
Corporate Debt Instruments - Other UTD AIR LINES INC DEB SER A DTD 7/12/94 10.67 DUE 05-01-2004 REG BD IN DEFAULT
19,690.00 
37,186.81 
179,000.00 
Corporate Debt Instruments - Other UTD AIR LINES INC DEB SER B DTD 07/12/1994 11.21 DUE 05-01-2014 REG
455.00 
1,084.02 
4,000.00 
Corporate Debt Instruments - Other VENTAS RLTY LTD PARTNERSHIP / VENTAS CAPSR NT 2012 9 5-1-12/4-30-12 BEO
10,450.00 
10,000.00 
10,000.00 
Corporate Debt Instruments - Other VENTAS RLTY LTD PARTNERSHIP / VENTAS CAPCORP SR NT 2009 8.75 DUE 05-01-2009 BEO
10,350.00 
10,000.00 
10,000.00 
Corporate Debt Instruments - Other VERIZON GLOBAL FDG CORP BD 6.875 DUE 06-15-2012 BEO
568,805.55 
505,879.20 
510,000.00 
Corporate Debt Instruments - Other VERIZON GLOBAL FDG CORP NT CONV ZERO CPN0 DUE 05-15-2021/05-15-2006 BEO PUT
207,900.00 
194,267.05 
360,000.00 
Corporate Debt Instruments - Other VINTAGE PETE INC 9.0 SR SUB NT DUE 12-15-2005
18,090.00 
18,465.00 
18,000.00 
Corporate Debt Instruments - Other VINTAGE PETE INC SR NT 8.25 DUE 05-01-2012/05-01-2007 BEO
20,800.00 
20,000.00 
20,000.00 
Corporate Debt Instruments - Other VINTAGE PETE INC SR SUB NT DTD 05/25/2001 7.875 DUE 5-15-11 REG
48,750.00 
49,579.50 
50,000.00 
Corporate Debt Instruments - Other WASTE MGMT INC DEL SR NT 6.875 DUE 05-15-2009 BEO
1,050,007.00 
983,680.00 
1,000,000.00 
Corporate Debt Instruments - Other WASTE MGMT INC DEL WMI 7.375 DUE 08-01-2010 BEO
558,011.40 
507,924.30 
510,000.00 
Corporate Debt Instruments - Other WESTN OIL SANDS INC SR SECD NT 8.375 DUE05-01-2012 BEO
40,795.00 
41,000.00 
41,000.00 
Corporate Debt Instruments - Other WESTPOINT STEVENS INC SR NT 7.875 DUE 06-15-2008 BEO
2,900.00 
3,239.00 
10,000.00 
Corporate Debt Instruments - Other WEYERHAEUSER CO DEB 7.375 DUE 03-15-2032 BEO
75,916.96 
69,092.10 
70,000.00 
Corporate Debt Instruments - Other WEYERHAEUSER CO NT 6.75 DUE 03-15-2012/03-14-2012 BEO
109,033.80 
99,354.00 
100,000.00 
Corporate Debt Instruments - Other WMX TECHNOLOGIES INC 6.375 NTS DUE 12-01-2003 REG
7,133.70 
7,160.51 
7,000.00 
Corporate Debt Instruments - Other WORLDCOM INC 7.875 05-15-2003 BEO BD IN DEFAULTED
2,350.00 
1,350.00 
10,000.00 
Corporate Debt Instruments - Other WORLDCOM INC GA NEW 7.50000 7.5 DUE 05-15-2011 BEO BOND IN DEFAULT
70,500.00 
275,308.00 
300,000.00 
Corporate Debt Instruments - Other WORLDCOM INC GA NEW 8.25 5/16/01 5/15/31 8.25 5-15-2031 BEO BD IN DEFAULT
33,605.00 
140,280.14 
143,000.00 
Corporate Debt Instruments - Other WORLDCOM INC GA NT 6.25 DUE 08-15-2003 BEO IN DEFAULTED
10,340.00 
6,925.00 
44,000.00 
Corporate Debt Instruments - Other WORLDCOM INC GA NT 8.25 DUE 05-15-2010 BEO BD IN DEFAULT
54,050.00 
242,491.30 
230,000.00 
Corporate Debt Instruments - Other XTO ENERGY INC SR NT 7.5 DUE 04-15-2012/04-14-2012 BEO
22,312.50 
21,000.00 
21,000.00 
Corporate Debt Instruments - Other PVTPL PETROZUATA FIN INC SER B 8.22 BD DUE 04-01-2017 BEO 144A
36,600.00 
45,000.00 
60,000.00 
Corporate Stock - Preferred NEWS CORPORATION PRF AUD0.50
133,348.73 
213,638.77 
24,797.00 
Corporate Stock - Preferred NEWS CORPORATION PRF AUD0.50
85,138.41 
60,086.21 
15,832.00 
Corporate Stock - Preferred ADR COMPANHIA BRASILEIRA DE DISTR DE ACUCR CIA SPONSORED REP PFD
24,480.00 
42,236.32 
1,600.00 
Corporate Stock - Preferred ADR COMPANHIA VALE DO RIO DOCE SPONSOREDADR REPSTG 250 PFD
132,000.00 
118,870.88 
4,800.00 
Corporate Stock - Preferred ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD PREF SH
7.35 
13.84 
1.00 
Corporate Stock - Preferred ADR TELECOMUNICACOES BRASILEIRAS S A PFDBLOCK
105,782.80 
253,170.71 
5,672.00 
Corporate Stock - Preferred BOSS (HUGO) AG PRF NPV
69,994.12 
108,411.80 
6,650.00 
Corporate Stock - Preferred ##MFO FRKLN TR RISING DIVIDEND FUND CL I DO NOT USE SEE 2696646
55,617.91 
61,466.79 
2,303.97 
Corporate Stock - Preferred ADR ABBEY NATL PLC ADR SER B REPSTG PREFSHS SER B
2,587.00 
2,602.95 
100.00 
Corporate Stock - Preferred ADR NEWS CORP LTD SPONSORED ADR REPSTG PFD LTD
1,073,610.00 
1,019,451.45 
47,400.00 
Corporate Stock - Preferred ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD PREF SH
3,675.00 
9,079.95 
500.00 
Corporate Stock - Preferred AICI CAP TR PFD SEC
96.00 
2,099.95 
200.00 
Corporate Stock - Preferred AQUILA INC DEL NEW NEW QRTLY INT BD 7.875 PFD DUE 03-01-2032
26,000.00 
29,474.79 
2,000.00 
Corporate Stock - Preferred BANKUNITED CAP II TR PFD SECS
10,276.00 
10,149.95 
400.00 
Corporate Stock - Preferred BANKUNITED CAP III PFD STK
5,010.00 
4,929.95 
200.00 
Corporate Stock - Preferred CABCO TR FOR J C PENNEY DEBS TR CTF 7.625
2,110.00 
2,047.95 
100.00 
Corporate Stock - Preferred CAP 1 FINL CORP UPPER DECS 6.25
2,865.00 
3,038.95 
100.00 
Corporate Stock - Preferred CAPSTEAD MTG CORP PFD SER B CUM CONV $1.26
9,480.00 
9,762.90 
800.00 
Corporate Stock - Preferred CHUBB CORP CORP UNIT UNIT=1 CM STK PURCHCONT & 1 SR NT CONV TIL 11/16/2005
40,715.00 
42,500.00 
1,700.00 
Corporate Stock - Preferred CITIGROUP CAP VI 6.875 TR PFD SECS
14,319.20 
14,100.01 
560.00 
Corporate Stock - Preferred CONSECO FING TR I TR ORIGINATED PFD SECS9.16
380.00 
15,609.90 
2,000.00 
Corporate Stock - Preferred CONSECO FING TR V TR ORIGINATED PFD SECS8.70
238.00 
10,600.27 
1,400.00 
Corporate Stock - Preferred CORTS TR J C PENNEY CORPORATE-BACKED TR SECS CTF
2,170.00 
2,183.95 
100.00 
Corporate Stock - Preferred DELTA AIR LINES INC DEL NT 8.125
1,305.00 
2,112.95 
100.00 
Corporate Stock - Preferred DILLARDS CAP TR 1 PFD 7.5%
5,175.00 
5,874.90 
300.00 
Corporate Stock - Preferred DUKE RLTY CORP
25,830.00 
25,243.16 
1,000.00 
Corporate Stock - Preferred DUKE RLTY CORP SER I PFD
2,645.00 
2,639.95 
100.00 
Corporate Stock - Preferred ENRON CAP TR I TR ORIGINATED PFD SEC 8.30
85.00 
2,662.00 
100.00 
Corporate Stock - Preferred ENTERGY LA INC 1ST MTG BD
39,375.00 
37,500.00 
1,500.00 
Corporate Stock - Preferred EQTY INNS INC PFD SER A 9.50
4,660.00 
4,509.95 
200.00 
Corporate Stock - Preferred FORD MTR CO CAP TR II TR ORIGINATED PFD SECS
1,021.25 
1,124.70 
25.00 
Corporate Stock - Preferred FREEPORT-MCMORAN COPPER & GOLD INC DEPOSSH REP 0.025 SILVER PFD DENOM
7,875.00 
8,559.90 
900.00 
Corporate Stock - Preferred FRESENIUS MED CARE CAP TR II GTD TR PFD SECS 7.875
48,265.00 
48,000.00 
490.00 
Corporate Stock - Preferred G&L RLTY CORP PFD SER B
10,650.00 
10,531.85 
500.00 
Corporate Stock - Preferred GEN MTRS CORP SR DEB CONV SER B
203,280.00 
253,783.05 
8,800.00 
Corporate Stock - Preferred GRAND MET DEL L P GTD PFD SECS SER A 9.42
2,787.00 
2,867.00 
100.00 
Corporate Stock - Preferred GREAT ATLC & PAC TEA INC SR QRTLY INT BD-QUIBS PREF STK
9,125.00 
9,846.90 
500.00 
Corporate Stock - Preferred HECLA MNG CO PFD SER B CONV $3.50
4,290.00 
2,889.95 
130.00 
Corporate Stock - Preferred HILFIGER TOMMY U S A INC GTD SR BD PFD STK
9,350.00 
10,670.90 
500.00 
Corporate Stock - Preferred HL&P CAP TR I TR PFD SECS SER A 8.125
5,280.00 
5,357.95 
300.00 
Corporate Stock - Preferred HOSPITALITY PPTYS TR PFD SER A 9.5
13,195.00 
13,249.95 
500.00 
Corporate Stock - Preferred LTC PPTYS INC PFD SER A
4,540.00 
4,611.95 
200.00 
Corporate Stock - Preferred MAYTAG CORP PUB INC NT-PINES
2,132.80 
2,173.95 
80.00 
Corporate Stock - Preferred MBNA CAP D TR PFD SECS SER D TRUPS
2,525.00 
2,559.95 
100.00 
Corporate Stock - Preferred MERRILL LYNCH & CO INC S&P 500 MKT INDEXTARGET-TERM SECS
7,040.00 
7,527.40 
800.00 
Corporate Stock - Preferred MID-AMER APT CMNTYS INC SER A PFD STK
5,070.00 
4,969.95 
200.00 
Corporate Stock - Preferred MISSION CAP L P GTD MONTHLY INC PFD SECSB 8.50
9,775.00 
12,881.09 
500.00 
Corporate Stock - Preferred MORGAN STANLEY DEAN WITTER & CO STK PARTN ACCRETING RED QRTLY
800.00 
1,499.95 
100.00 
Corporate Stock - Preferred MOTOROLA INC EQTY SEC UNIT 7.00
17,684.35 
20,393.35 
552.64 
Corporate Stock - Preferred MOTOROLA INC EQTY SEC UNIT 7.00
348,800.00 
526,108.84 
10,900.00 
Corporate Stock - Preferred NORTHROP GRUMMAN CORP EQTY SECS UNITS
96,966.00 
117,477.00 
900.00 
Corporate Stock - Preferred PARTNERRE LTD SER A PFD STK
5,100.00 
4,229.95 
200.00 
Corporate Stock - Preferred PFD WACHOVIA CORP
31.50 
1,328.02 
252.00 
Corporate Stock - Preferred PPL CAP FDG TR I PREM EQTY PT SECS UNITS7.75
72.60 
8,799.90 
400.00 
Corporate Stock - Preferred PUB STORAGE INC DEPOS SH REPSTG 1/1000 PFD SER R
2,606.00 
2,592.95 
100.00 
Corporate Stock - Preferred STERLING CAP TR I CAP SECS
2,515.00 
2,544.95 
100.00 
Corporate Stock - Preferred TRANSCANADA CAP TR ORIGINATED PFD SECS 8.75
5,040.00 
5,390.98 
200.00 
Corporate Stock - Preferred TRAVELERS PPTY CAS CORP NEW JR SUB NT CONV
113,985.00 
126,528.03 
5,100.00 
Corporate Stock - Preferred TXU CORP UT INIT EA REP 1 CORP UT=PURCH CONTRACT+1 TXU SR NT 50 MAT 04 50 05
125,840.00 
231,317.97 
4,400.00 
Corporate Stock - Preferred UAL CORP CAP TR I TR ORIGINATED PFD SECS13.25
2,750.00 
32,689.89 
2,500.00 
Corporate Stock - Preferred UAL CORP DEPOS SH REPSTG 1/1000PFD B 12.25
3,375.00 
55,258.79 
3,375.00 
Corporate Stock - Preferred WESTN RES CAP II QRTLY INC PFD SECS SER B 8.50
9,965.25 
10,039.40 
645.00 
Corporate Stock - Preferred WINSTON HOTELS INC PFD SER A
4,510.00 
4,619.95 
200.00 
Corporate Stock - Common ALUMINA LTD NPV
54,632.07 
0.00 
19,800.00 
Corporate Stock - Common AUST & NZ BANK GRP NPV
214,271.35 
228,492.28 
21,932.00 
Corporate Stock - Common BHP BILLITON LTD NPV
108,594.05 
105,103.37 
19,000.00 
Corporate Stock - Common BHP BILLITON LTD NPV
80,731.10 
80,245.57 
14,125.00 
Corporate Stock - Common BRAMBLES INDS LTD A$0.50
14,254.45 
29,772.55 
5,386.00 
Corporate Stock - Common BRAMBLES INDS LTD A$0.50
25,142.46 
51,027.94 
9,500.00 
Corporate Stock - Common FOSTERS GROUP NPV
120,436.35 
127,233.17 
47,529.00 
Corporate Stock - Common NATL AUSTRALIA BK NPV
111,257.66 
97,870.56 
6,223.00 
Corporate Stock - Common NEWS CORPORATION NPV(AUST LISTING)
144,498.75 
69,472.27 
22,353.00 
Corporate Stock - Common SANTOS LIMITED NPV
249,155.35 
245,479.35 
73,500.00 
Corporate Stock - Common WESTPAC BKG CORP NPV
100,754.98 
49,640.57 
13,013.00 
Corporate Stock - Common WMC RESOURCES LTD NPV
47,050.48 
74,515.74 
19,800.00 
Corporate Stock - Common WOOLWORTHS LTD NPV
152,138.66 
117,213.30 
23,700.00 
Corporate Stock - Common BHP BILLITON LTD
149,304.50 
74,956.50 
12,983.00 
Corporate Stock - Common DEXIA NPV
77,713.79 
66,472.04 
6,260.00 
Corporate Stock - Common DEXIA NPV
308,496.43
278,490.95 
24,850.00 
Corporate Stock - Common DEXIA VVPR STRIP
193.61 
19.00 
18,450.00 
Corporate Stock - Common FORTIS UNIT(FORTIS SA/NV NPV/0.42)
44,568.23 
47,652.37 
2,528.00 
Corporate Stock - Common UCB NPV
24,807.70 
16,306.20 
788.00 
Corporate Stock - Common ADR PETROLEO BRASILEIRO SA PETROBAS SPONSORED
67,924.60 
110,860.94 
5,069.00 
Corporate Stock - Common ADR PETROLEO BRASILEIRO SA PETROBAS SPONSORED
69,345.00 
91,204.97 
5,175.00 
Corporate Stock - Common ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR
38,097.00 
53,284.55 
2,550.00 
Corporate Stock - Common ABITIBI-CONS INC COM NPV
132,064.82 
133,463.12 
17,200.00 
Corporate Stock - Common ALCAN INC COM STK (CAN QUOTE)
30,792.82 
32,640.50 
1,050.00 
Corporate Stock - Common ALCAN INC COM STK (CAN QUOTE)
79,181.54 
86,495.98 
2,700.00 
Corporate Stock - Common BCE INC COM NPV
328,332.70 
280,509.70 
18,200.00 
Corporate Stock - Common BK OF NOVA SCOTIA COM NPV
103,333.33 
65,188.51 
3,100.00 
Corporate Stock - Common FAIRFAX FINL HLDGS (R1933) COM STK 144A (IPO)
114,992.40 
502,308.86 
1,500.00 
Corporate Stock - Common ROYAL BANK CANADA COM NPV (CAD)
44,674.64 
21,386.57 
1,220.00 
Corporate Stock - Common SUNCOR ENERGY INC COM NPV (CAD QUOTE)
128,206.10 
116,475.95 
8,200.00 
Corporate Stock - Common TELUS CORPORATION NON VOTING SHS NPV
139,030.26 
89,006.17 
13,600.00 
Corporate Stock - Common THOMSON CORP COM NPV
132,928.22 
156,067.11 
5,000.00 
Corporate Stock - Common CELESTICA INC SUB VTG SHS
13,084.80 
35,643.34 
928.00 
Corporate Stock - Common THOMSON CORP COM
326,106.00 
194,354.84 
12,200.00 
Corporate Stock - Common CHINA MOBILE (HK) HKD0.10
156,994.75 
409,363.89 
66,000.00 
Corporate Stock - Common CHINA MOBILE (HK) HKD0.10
121,314.12 
153,534.12 
51,000.00 
Corporate Stock - Common PETROCHINA CO 'H'CNY1
103,871.97 
107,392.85 
522,600.00 
Corporate Stock - Common NOVO-NORDISK AS DKK2 SER B
78,005.47 
87,136.76 
2,700.00 
Corporate Stock - Common NOKIA OYJ EUR0.06
307,410.20 
371,562.71 
19,336.00 
Corporate Stock - Common NOKIA OYJ EUR0.06
639,113.05 
453,349.91 
40,200.00 
Corporate Stock - Common SAMPO OYJ SER'A'NPV
157,487.96 
166,149.63 
20,700.00 
Corporate Stock - Common UPM-KYMMENE CORP NPV
195,880.08 
165,907.40 
6,100.00 
Corporate Stock - Common ADR NOKIA CORP SPONSORED ADR
172,546.00 
149,523.69 
11,132.00 
Corporate Stock - Common ACCOR EUR3
124,170.72 
163,863.34 
4,100.00 
Corporate Stock - Common AIR LIQUIDE(L') EUR11
281,889.44 
268,763.85 
2,137.00 
Corporate Stock - Common ARCELOR NPV
168,728.74 
192,606.67 
13,719.00 
Corporate Stock - Common ASS GEN DE FRANCE NPV
149,971.14 
225,529.74 
4,480.00 
Corporate Stock - Common AVENTIS SA EUR3.82
350,776.45 
383,862.62 
6,453.00 
Corporate Stock - Common AXA EUR2.29
112,420.68 
242,810.42 
8,376.00 
Corporate Stock - Common BNP PARIBAS EUR2
348,884.45 
365,504.20 
8,562.00 
Corporate Stock - Common BNP PARIBAS EUR2
480,826.50 
473,092.11 
11,800.00 
Corporate Stock - Common BNP PARIBAS EUR2
201,213.67 
197,821.21 
4,938.00 
Corporate Stock - Common BOUYGUES EUR1
540,819.58 
960,321.00 
19,360.00 
Corporate Stock - Common CAP GEMINI (FR) EUR8
6,536.77 
52,436.05 
286.00 
Corporate Stock - Common CARREFOUR EUR2.50
29,387.05 
29,731.48 
660.00 
Corporate Stock - Common CARREFOUR EUR2.50
93,504.24 
105,493.70 
2,100.00 
Corporate Stock - Common CIE DE ST-GOBAIN EUR4
100,581.24 
121,689.43 
3,428.00 
Corporate Stock - Common ESSILOR INTL EUR0.35
144,160.64 
130,155.10 
3,500.00 
Corporate Stock - Common GROUPE DANONE EUR1
33,633.11 
27,348.78 
250.00 
Corporate Stock - Common GROUPE DANONE EUR1
242,158.40 
230,059.77 
1,800.00 
Corporate Stock - Common HERMES INTL NPV
100,813.28 
96,381.71 
730.00 
Corporate Stock - Common L'OREAL EUR0.20
19,718.60 
9,427.74 
259.00 
Corporate Stock - Common LAFARGE EUR4
21,021.69 
20,978.69 
279.00 
Corporate Stock - Common LVMH MOET HENNESSY EUR0.30
62,817.15 
99,220.54 
1,529.00 
Corporate Stock - Common MICHELIN (CGDE) EUR2
227,105.83 
240,735.05 
6,586.00 
Corporate Stock - Common ORANGE SA EUR1
47,855.35 
61,765.93 
6,920.00 
Corporate Stock - Common PECHINEY EUR15.25 'A'
150,894.61 
141,299.88 
4,300.00 
Corporate Stock - Common PERNOD RICARD NPV
248,928.04 
211,404.55 
2,570.00 
Corporate Stock - Common PIN-PRINTEMPS-REDO EUR4
32,293.98 
51,273.32 
439.00 
Corporate Stock - Common RENAULT(REGIE NTL EUR3.81
361,837.70 
350,384.60 
7,700.00 
Corporate Stock - Common SANOFI-SYNTHELABO EUR2
332,410.04 
207,167.85 
5,438.00 
Corporate Stock - Common SANOFI-SYNTHELABO EUR2
1,329,212.27 
881,547.48 
21,745.00 
Corporate Stock - Common SCHNEIDER ELECTRIC EUR8
139,301.90 
164,455.86 
2,944.00 
Corporate Stock - Common SCHNEIDER ELECTRIC EUR8
231,854.39 
239,805.22 
4,900.00 
Corporate Stock - Common SCHNEIDER ELECTRIC EUR8
135,327.25 
116,361.13 
2,860.00 
Corporate Stock - Common SOC AIR FRANCE EUR8.50
87,102.85 
164,860.19 
8,983.00 
Corporate Stock - Common SOC GENERALE EUR1.25
62,201.84 
58,576.46 
1,068.00 
Corporate Stock - Common SODEXHO ALLIANCE EUR4
146,808.27 
246,703.47 
6,359.00 
Corporate Stock - Common TF1 - TV FRANCAISE EUR0.20
146,946.79 
170,743.78 
5,500.00 
Corporate Stock - Common TF1 - TV FRANCAISE EUR0.20
109,542.15 
42,367.23 
4,100.00 
Corporate Stock - Common THOMSON SA EUR3.75
49,483.17 
64,747.18 
2,900.00 
Corporate Stock - Common THOMSON SA EUR3.75
131,386.36 
118,359.36 
7,700.00 
Corporate Stock - Common TOTAL FINA ELF EUR10
661,268.93 
510,244.25 
4,630.00 
Corporate Stock - Common TOTAL FINA ELF EUR10
26,422.19 
22,946.90 
185.00 
Corporate Stock - Common VIVENDI UNIVERSAL EUR5.50
30,007.05 
139,980.78 
1,858.00 
Corporate Stock - Common VIVENDI UNIVERSAL EUR5.50
382,759.49 
663,596.38 
23,700.00 
Corporate Stock - Common ADR ALSTOM SPONSORED ADR
15.21 
100.00 
3.00 
Corporate Stock - Common ADR TOTAL FINA ELF S A SPONSORED ADR
381,166.50 
220,390.68 
5,331.00 
Corporate Stock - Common AIXTRON ORD NPV
25,783.64 
367,286.32 
5,400.00 
Corporate Stock - Common ALLIANZ AG NPV(REGD)(VINKULIERT)
50,512.79 
145,854.37 
531.00 
Corporate Stock - Common ALLIANZ AG NPV(REGD)(VINKULIERT)
114,153.19 
182,759.23 
1,200.00 
Corporate Stock - Common BAYER AG ORD NPV
26,181.36 
38,388.96 
1,220.00 
Corporate Stock - Common BAYER AG ORD NPV
252,242.35 
384,695.58 
11,754.00 
Corporate Stock - Common BAYER HYPO-VEREINS ORD NPV
11,419.83 
39,678.70 
715.00 
Corporate Stock - Common BAYER MOTOREN WERK EUR1
121,394.02 
101,637.85 
4,000.00 
Corporate Stock - Common DAIMLERCHRYSLER AG ORD NPV(REGD)
163,238.64 
233,084.88 
5,300.00 
Corporate Stock - Common DEUTSCHE BANK AG NPV(REGD)
102,502.28 
156,928.74 
2,225.00 
Corporate Stock - Common DEUTSCHE BANK AG NPV(REGD)
119,777.95 
120,593.22 
2,600.00 
Corporate Stock - Common DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)
110,324.70 
229,586.38 
11,974.00 
Corporate Stock - Common DEUTSCHE POST AG NPV(REGD)
223,311.26 
395,917.23 
21,280.00 
Corporate Stock - Common DEUTSCHE TELEKOM NPV(REGD)
12,212.33 
30,940.04 
950.00 
Corporate Stock - Common DEUTSCHE TELEKOM NPV(REGD)
290,525.01 
295,781.27 
22,600.00 
Corporate Stock - Common E.ON AG NPV
83,724.67 
97,031.60 
2,075.00 
Corporate Stock - Common E.ON AG NPV
280,951.75 
308,605.06 
6,963.00 
Corporate Stock - Common EPCOS ORD NPV
37,287.10 
198,898.77 
3,600.00 
Corporate Stock - Common GEHE AG NPV
82,069.83 
83,053.47 
2,108.00 
Corporate Stock - Common INFINEON TECHNOLOG ORD NPV
61,616.28 
352,823.63 
8,400.00 
Corporate Stock - Common KARSTADT QUELLE AG NPV
225,095.23 
315,791.50 
13,000.00 
Corporate Stock - Common METRO AG ORD NPV
114,593.94 
191,539.57 
4,800.00 
Corporate Stock - Common MUENCHENER RUECKVE NPV(REGD)
167,483.45 
206,610.54 
1,400.00 
Corporate Stock - Common RHOEN-KLINIKUM AG ORD NPV
24,040.59 
16,569.18 
739.00 
Corporate Stock - Common SAP AG ORD NPV
49,927.70 
86,929.36 
630.00 
Corporate Stock - Common SIEMENS AG NPV(REGD)
31,492.87 
44,147.53 
741.00 
Corporate Stock - Common SIEMENS AG NPV(REGD)
357,004.19 
444,046.08 
8,400.00 
Corporate Stock - Common THYSSENKRUPP AG NPV
87,173.24 
118,710.50 
7,800.00 
Corporate Stock - Common VOLKSWAGEN AG ORD NPV
212,939.40 
300,709.03 
5,841.00 
Corporate Stock - Common OTE(HELLENIC TLCM) EUR2.39(CR)
23,800.28 
34,287.52 
2,160.00 
Corporate Stock - Common OTE(HELLENIC TLCM) EUR2.39(CR)
56,195.10 
78,438.84 
5,100.00 
Corporate Stock - Common OTE(HELLENIC TLCM) EUR2.39(CR)
24,241.03 
34,103.44 
2,200.00 
Corporate Stock - Common ADR HELLENIC TELECOMMUNICATIONS ORGANIZATION S A SPONSORED ADR
190,381.68 
364,391.26 
35,652.00 
Corporate Stock - Common CHEUNG KONG(HLDGS) HKD0.50
91,109.02 
144,439.60 
14,000.00 
Corporate Stock - Common CHEUNG KONG(HLDGS) HKD0.50
234,280.33 
435,002.82 
36,000.00 
Corporate Stock - Common HANG LUNG PROPERTIES HKD1
97,783.51 
109,134.94 
101,000.00 
Corporate Stock - Common HANG SENG BANK HKD5
216,058.53 
229,186.84 
20,300.00 
Corporate Stock - Common HSBC HLDGS USD0.50(HONGKONG REG)
48,099.92 
48,453.69 
4,400.00 
Corporate Stock - Common HUTCHISON WHAMPOA HKD0.25
50,687.65 
71,281.08 
8,100.00 
Corporate Stock - Common HUTCHISON WHAMPOA HKD0.25
188,983.57 
256,953.55 
30,200.00 
Corporate Stock - Common JOHNSON ELEC HLDGS HKD0.0125
150,753.04 
222,291.73 
137,500.00 
Corporate Stock - Common LI & FUNG HKD0.025
134,746.45 
187,727.36 
142,000.00 
Corporate Stock - Common MASS TRANSIT RY HKD1
135,155.13 
166,133.25 
127,756.00 
Corporate Stock - Common SHANGRI-LA ASIA HKD1
95,481.74 
170,115.88 
146,000.00 
Corporate Stock - Common SUN HUNG KAI PROP HKD0.50
71,091.96 
82,629.60 
12,000.00 
Corporate Stock - Common SWIRE PACIFIC 'A'HKD0.60
137,567.56 
221,886.80 
36,000.00 
Corporate Stock - Common SWIRE PACIFIC 'A'HKD0.60
129,924.92 
175,369.38 
34,000.00 
Corporate Stock - Common ADR ICICI BK LTD
25,590.50 
40,328.17 
3,937.00 
Corporate Stock - Common ALLIED IRISH BANKS ORD EUR0.32(DUBLIN LISTING)
90,417.97 
74,721.88 
6,700.00 
Corporate Stock - Common BK OF IRELAND ORD STK EUR0.64
401,193.47 
272,573.86 
39,051.00 
Corporate Stock - Common CRH ORD EUR0.32
28,480.58 
33,528.96 
2,300.00 
Corporate Stock - Common CRH ORD EUR0.32(DUBLIN LISTING)
166,336.98 
212,833.44 
13,490.00 
Corporate Stock - Common CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01
15,602.91 
23,470.96 
1,203.00 
Corporate Stock - Common ALLEANZA ASSICURAZ EUR0.5
103,496.79 
142,269.81 
13,660.00 
Corporate Stock - Common ASSIC GENERALI SPA EUR1
39,593.67 
63,056.01 
1,925.00 
Corporate Stock - Common ASSIC GENERALI SPA EUR1
84,329.38 
138,539.34 
4,100.00 
Corporate Stock - Common BCA INTESA EUR0.52
75,712.75 
129,303.71 
35,895.00 
Corporate Stock - Common BCA POP BERGAMO EUR3
139,702.81 
164,205.28 
7,831.00 
Corporate Stock - Common ENI EUR1
290,812.34 
213,798.18 
18,292.00 
Corporate Stock - Common ENI EUR1
606,521.47 
478,091.78 
38,150.00 
Corporate Stock - Common ENI EUR1
217,012.27 
136,508.99 
13,650.00 
Corporate Stock - Common FINMECCANICA SPA EUR0.22
204,853.01 
433,049.00 
369,717.00 
Corporate Stock - Common MEDIASET EUR0.52
25,217.59 
60,806.97 
3,310.00 
Corporate Stock - Common MEDIOLANUM EUR0.1
28,545.01 
35,545.67 
5,540.00 
Corporate Stock - Common OLIVETTI SPA EUR1
28,361.43 
55,764.70 
27,805.00 
Corporate Stock - Common SANPAOLO IMI SPA EUR2.80
118,556.87 
186,331.81 
18,222.00 
Corporate Stock - Common T.I.M.SPA EUR0.06
181,417.00 
232,429.15 
39,742.00 
Corporate Stock - Common TELECOM ITALIA SPA DI RISP EUR0.55
71,171.02 
68,628.42 
14,100.00 
Corporate Stock - Common TELECOM ITALIA SPA DI RISP EUR0.55
165,606.38 
116,122.17 
32,809.00 
Corporate Stock - Common TELECOM ITALIA SPA EUR0.55
96,318.56 
112,598.58 
12,695.00 
Corporate Stock - Common UNICREDITO ITALIAN EUR0.50
199,126.11 
174,175.82 
49,804.00 
Corporate Stock - Common 77TH BANK JPY50
143,338.67 
343,206.19 
35,000.00 
Corporate Stock - Common ACOM CO JPY50
115,024.86 
267,452.83 
3,500.00 
Corporate Stock - Common ADVANTEST JPY50
242,083.09 
380,273.01 
5,400.00 
Corporate Stock - Common AEON CO LTD Y50
378,865.76 
287,387.86 
16,000.00 
Corporate Stock - Common AIFUL CORP JPY50
85,689.73 
237,278.12 
2,280.00 
Corporate Stock - Common AIFUL CORP JPY50
178,520.27 
282,774.36 
4,750.00 
Corporate Stock - Common CANON INC JPY50
226,004.89 
190,390.50 
6,000.00 
Corporate Stock - Common CANON INC JPY50
188,337.41 
179,324.26 
5,000.00 
Corporate Stock - Common CANON INC JPY50
414,342.29 
317,364.89 
11,000.00 
Corporate Stock - Common CHUBU ELEC POWER JPY500
64,312.80 
78,204.77 
3,600.00 
Corporate Stock - Common CHUGAI PHARMA CO Y50
134,263.08 
175,924.74 
14,100.00 
Corporate Stock - Common CREDIT SAISON CO COM STK
66,550.10 
92,245.87 
3,900.00 
Corporate Stock - Common CREDIT SAISON CO COM STK
319,099.18 
364,016.48 
18,700.00 
Corporate Stock - Common DAI NIPPON PRINTNG Y50
88,514.37 
104,965.75 
8,000.00 
Corporate Stock - Common DAIICHI PHARM CO JPY50
28,701.44 
38,913.27 
2,000.00 
Corporate Stock - Common DAIWA SEC CO Y50
124,344.82 
253,602.45 
28,000.00 
Corporate Stock - Common EISAI CO JPY50
242,538.13 
240,199.55 
10,800.00 
Corporate Stock - Common FANUC JPY50
39,816.30 
71,287.73 
900.00 
Corporate Stock - Common FUJI HEAVY INDUST Y50
73,270.41 
66,843.27 
18,500.00 
Corporate Stock - Common FUJI MACHINE JPY50
61,346.59 
260,686.65 
6,500.00 
Corporate Stock - Common FUJI SOFT ABC INC JPY50
42,660.32 
191,145.54 
2,700.00 
Corporate Stock - Common FUJI TELEVISION JPY5000
40,279.77 
151,139.35 
10.00 
Corporate Stock - Common FUJISAWA PHARMA CO Y50
137,271.42 
129,636.62 
6,000.00 
Corporate Stock - Common HIROSE ELECTRIC JPY50
381,730.85 
248,179.18 
5,000.00 
Corporate Stock - Common HITACHI CHEMICAL JPY50
36,959.64 
47,786.39 
4,300.00 
Corporate Stock - Common HITACHI JPY50
80,517.40 
145,362.92 
21,000.00 
Corporate Stock - Common HONDA MOTOR CO Y50
173,868.71 
184,992.84 
4,700.00 
Corporate Stock - Common HONDA MOTOR CO Y50
92,483.36 
86,159.38 
2,500.00 
Corporate Stock - Common HONDA MOTOR CO Y50
273,750.74 
172,431.71 
7,400.00 
Corporate Stock - Common HOYA CORP JPY50
175,065.31 
180,462.37 
2,500.00 
Corporate Stock - Common ITO-YOKADO CO Y50
58,987.11 
121,234.09 
2,000.00 
Corporate Stock - Common JAPAN TELECOM HOLDINGS CO NPV
21,707.26 
21,433.16 
7.00 
Corporate Stock - Common JAPAN TELECOM HOLDINGS CO NPV
27,909.33 
21,591.93 
9.00 
Corporate Stock - Common KANSAI ELEC JPY500
101,231.15 
104,551.23 
6,700.00 
Corporate Stock - Common KAO CORP JPY50
267,809.89 
249,373.74 
12,200.00 
Corporate Stock - Common KDDI CORP JPY5000
123,283.05 
121,113.30 
38.00 
Corporate Stock - Common KEYENCE CORP JPY50
52,203.59 
56,625.66 
300.00 
Corporate Stock - Common KONAMI CORP JPY50
101,592.65 
167,418.03 
4,400.00 
Corporate Stock - Common KYOCERA CORP JPY50
40,760.09 
83,170.14 
700.00 
Corporate Stock - Common LAWSON INC JPY50
142,192.64 
206,410.40 
5,900.00 
Corporate Stock - Common MABUCHI MOTOR CO JPY50
266,857.67 
243,850.57 
2,900.00 
Corporate Stock - Common MARUI CO JPY50
68,543.02 
107,027.56 
7,000.00 
Corporate Stock - Common MATSUMOTOKIYOSHI C JPY50
289,441.31 
286,591.18 
6,200.00 
Corporate Stock - Common MINEBEA CO JPY50
118,328.14 
362,568.35 
34,000.00 
Corporate Stock - Common MITSUBISHI EST CO Y50
83,795.40 
88,480.46 
11,000.00 
Corporate Stock - Common MITSUBISHI EST CO Y50
159,973.03 
226,735.53 
21,000.00 
Corporate Stock - Common MITSUBISHI HVY IND Y50
190,612.62 
256,877.51 
78,000.00 
Corporate Stock - Common MITSUBISHI MOTORS JPY50
169,756.47 
274,897.40 
79,000.00 
Corporate Stock - Common MITSUI FUDOSAN JPY50
129,771.64 
190,134.98 
20,000.00 
Corporate Stock - Common MITSUI FUDOSAN JPY50
214,123.20 
344,283.00 
33,000.00 
Corporate Stock - Common MITSUI SUMITOMO INSURANCE COMPANY
96,620.88 
115,371.63 
21,000.00 
Corporate Stock - Common MURATA MFG CO JPY50
31,347.43 
61,171.27 
800.00 
Corporate Stock - Common MURATA MFG CO JPY50
105,797.59 
86,427.23 
2,700.00 
Corporate Stock - Common MURATA MFG CO JPY50
160,655.60 
283,793.90 
4,100.00 
Corporate Stock - Common NEC CORP NPV
160,883.12 
531,070.67 
43,000.00 
Corporate Stock - Common NIKKO CORDIAL CORPORATION Y50
165,163.90 
284,024.43 
49,000.00 
Corporate Stock - Common NIKON CORP JPY50
37,583.21 
68,214.39 
5,000.00 
Corporate Stock - Common NINTENDO CO JPY50
102,797.67 
134,239.77 
1,100.00 
Corporate Stock - Common NIPPON EXPRESS CO Y50
289,963.77 
491,718.08 
74,000.00 
Corporate Stock - Common NIPPON TEL&TEL CP NPV
123,485.30 
116,882.94 
34.00 
Corporate Stock - Common NISHIMATSU CONS CO Y50
36,173.42 
101,039.96 
12,300.00 
Corporate Stock - Common NISSAN MOTOR CO Y50
460,385.94 
293,560.41 
59,000.00 
Corporate Stock - Common NISSAN MOTOR CO Y50
180,252.80 
146,697.10 
23,100.00 
Corporate Stock - Common NITTO DENKO CORP Y50
93,991.74 
107,948.19 
3,300.00 
Corporate Stock - Common NOMURA HOLDINGS JPY50
89,930.06 
165,399.48 
8,000.00 
Corporate Stock - Common NOMURA HOLDINGS JPY50
191,101.37 
313,433.68 
17,000.00 
Corporate Stock - Common NTT DOCOMO NPV
166,090.84 
177,548.69 
90.00 
Corporate Stock - Common NTT DOCOMO NPV
263,899.89 
404,318.93 
143.00 
Corporate Stock - Common ORIX CORP JPY50
270,750.82 
327,003.60 
4,200.00 
Corporate Stock - Common RINNAI CORP Y50
232,501.90 
169,955.49 
10,200.00 
Corporate Stock - Common ROHM CO JPY50
76,396.73 
82,986.76 
600.00 
Corporate Stock - Common ROHM CO JPY50
369,250.86 
269,245.48 
2,900.00 
Corporate Stock - Common SANKYO COMPANY LTD JPY50
100,379.20 
99,845.23 
8,000.00 
Corporate Stock - Common SECOM Y50
222,929.13 
254,334.79 
6,500.00 
Corporate Stock - Common SEKISUI HOUSE Y50
184,039.77 
208,160.73 
26,000.00 
Corporate Stock - Common SEVEN ELEVEN NPV
152,523.81 
253,205.14 
5,000.00 
Corporate Stock - Common SFCG CO LTD JPY50
115,951.80 
251,670.24 
1,600.00 
Corporate Stock - Common SHIN-ETSU CHEM CO Y50
55,725.96 
59,438.99 
1,700.00 
Corporate Stock - Common SHIN-ETSU CHEM CO Y50
209,791.86 
291,247.45 
6,400.00 
Corporate Stock - Common SHIONOGI & CO JPY50
395,921.46 
499,736.11 
28,000.00 
Corporate Stock - Common SHISEIDO CO Y50
117,021.99 
106,986.42 
9,000.00 
Corporate Stock - Common SKYLARK CO Y50
148,553.13 
219,825.19 
11,200.00 
Corporate Stock - Common SMC CORP JPY50
65,711.64 
73,819.60 
700.00 
Corporate Stock - Common SONY CORP Y50
238,240.50 
347,424.55 
5,700.00 
Corporate Stock - Common SONY CORP Y50
376,169.21 
322,472.77 
9,000.00 
Corporate Stock - Common SUMITOMO BAKELITE JPY50
109,833.99 
183,804.55 
26,600.00 
Corporate Stock - Common SUMITOMO CORP JPY50
17,190.53 
38,993.86 
4,000.00 
Corporate Stock - Common SUZUKI MOTOR CORP JPY50
54,352.41 
53,722.70 
5,000.00 
Corporate Stock - Common SUZUKI MOTOR CORP JPY50
217,409.62 
220,353.40 
20,000.00 
Corporate Stock - Common TAKEDA CHEMICAL IN Y50
83,593.16 
87,496.70 
2,000.00 
Corporate Stock - Common TAKEDA CHEMICAL IN Y50
292,576.05 
305,591.00 
7,000.00 
Corporate Stock - Common TAKEFUJI CORP JPY50
50,219.09 
60,848.63 
870.00 
Corporate Stock - Common TDK CORP JPY50
120,839.30 
256,919.89 
3,000.00 
Corporate Stock - Common TOKYO ELECTRON Y50
457,040.53 
366,039.08 
10,100.00 
Corporate Stock - Common TOKYU CORP Y50
116,238.31 
164,441.62 
33,000.00 
Corporate Stock - Common TOPPAN PRINTING CO Y50
22,575.21 
29,545.27 
3,000.00 
Corporate Stock - Common TORAY IND INC Y50
148,647.51 
243,079.10 
70,000.00 
Corporate Stock - Common TOYOTA MOTOR CORP JPY50
185,480.74 
181,216.89 
6,900.00 
Corporate Stock - Common USHIO INC JPY50
43,818.99 
93,174.24 
4,000.00 
Corporate Stock - Common YAMAHA MOTOR CO JPY50
313,811.41 
244,910.17 
38,000.00 
Corporate Stock - Common YAMANOUCHI PHARM JPY50
144,939.75 
209,834.56 
5,000.00 
Corporate Stock - Common YAMATO TRANSPORT COM ST
78,368.59 
113,850.59 
6,000.00 
Corporate Stock - Common SES FDR EACH REP 1 'A'NPV
51,289.18 
58,996.21 
8,500.00 
Corporate Stock - Common MALAYAN BKG BERHAD MYR 1
33,494.74 
39,939.19 
17,200.00 
Corporate Stock - Common SIME DARBY BHD MYR0.50
14,357.89 
15,352.09 
11,000.00 
Corporate Stock - Common FOMENTO ECON MEXIC UNITS (REP 1'B'& 4'D'SHS)
86,185.73 
93,199.07 
23,890.00 
Corporate Stock - Common GF BBVA BANCOMER SER'B'NPV
57,061.16 
63,443.54 
75,200.00 
Corporate Stock - Common WAL-MART DE MEXICO SER'V'NPV
56,800.46 
62,090.28 
25,400.00 
Corporate Stock - Common ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS
73,236.00 
82,228.69 
5,100.00 
Corporate Stock - Common ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS
201,040.00 
230,828.43 
14,000.00 
Corporate Stock - Common ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L
19,795.62 
17,722.73 
619.00 
Corporate Stock - Common ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L
514,878.00 
401,746.21 
16,100.00 
Corporate Stock - Common ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L
139,432.80 
133,893.06 
4,360.00 
Corporate Stock - Common ABN-AMRO HLDGS NV EUR0.56
480,873.68 
530,469.29 
29,412.00 
Corporate Stock - Common ABN-AMRO HLDGS NV EUR0.56
272,596.46 
285,023.99 
16,673.00 
Corporate Stock - Common AEGON NV EUR0.12
757,203.89 
1,146,595.08 
58,855.00 
Corporate Stock - Common AHOLD(KON)NV EUR0.25
34,283.74 
76,470.39 
2,700.00 
Corporate Stock - Common AHOLD(KON)NV EUR0.25
277,596.68 
448,306.37 
21,862.00 
Corporate Stock - Common AKZO NOBEL NV EUR2
13,958.21 
10,106.06 
440.00 
Corporate Stock - Common AKZO NOBEL NV EUR2
267,109.44 
271,540.42 
8,420.00 
Corporate Stock - Common ASML HLDG EUR0.02
67,744.33 
158,413.04 
8,110.00 
Corporate Stock - Common BUHRMANN NV EUR1.20
82,337.38 
232,938.08 
18,861.00 
Corporate Stock - Common EQUANT NV NLG0.02
2,258.00 
53,724.01 
556.00 
Corporate Stock - Common FORTIS UNIT(FORTIS SA/NV NPV/0.42)
89,407.66 
76,231.98 
5,114.00 
Corporate Stock - Common FORTIS UNIT(FORTIS SA/NV NPV/0.42)
314,150.61 
449,815.67 
17,969.00 
Corporate Stock - Common HAGEMEYER EUR1.2
18,102.06 
71,758.20 
2,500.00 
Corporate Stock - Common HEINEKEN HOLDING 'A'EUR2
337,308.35 
370,468.13 
11,625.00 
Corporate Stock - Common HEINEKEN NV EUR2
411,845.57 
436,083.32 
10,550.00 
Corporate Stock - Common HUNTER DOUGLAS NV EUR0.24
162,863.80 
160,469.50 
5,436.00 
Corporate Stock - Common ING GROEP NV CVA EUR0.24
213,341.42 
286,259.83 
12,596.00 
Corporate Stock - Common ING GROEP NV CVA EUR0.24
252,839.05 
318,898.63 
14,928.00 
Corporate Stock - Common KON KPN NV EUR0.24
81,328.11 
61,166.22 
12,500.00 
Corporate Stock - Common KON KPN NV EUR0.24
417,701.20 
330,853.40 
64,200.00 
Corporate Stock - Common NUMICO (KON) NV CVA EUR0.25
42,815.32 
79,265.40 
3,400.00 
Corporate Stock - Common PHILIPS ELEC(KON) EUR0.20
182,977.45 
315,607.16 
10,441.00 
Corporate Stock - Common PHILIPS ELEC(KON) EUR0.20
113,911.83 
220,089.50 
6,500.00 
Corporate Stock - Common REED ELSEVIER NV EUR0.06
78,731.91 
76,097.73 
6,440.00 
Corporate Stock - Common ROYAL DUTCH PETROL EUR0.56(BR)
115,866.22 
108,412.37 
2,632.00 
Corporate Stock - Common ROYAL DUTCH PETROL EUR0.56(BR)
1,047,726.49 
1,132,815.01 
23,800.00 
Corporate Stock - Common STMICROELECTRONICS EUR1.04
66,178.71 
97,895.33 
3,376.00 
Corporate Stock - Common STMICROELECTRONICS EUR1.04
307,762.37 
362,740.67 
15,700.00 
Corporate Stock - Common STORK NV EUR5
84,188.35 
287,915.46 
13,832.00 
Corporate Stock - Common VEDIOR CVA EUR0.05
79,037.08 
171,352.99 
13,845.00 
Corporate Stock - Common VNU NV EUR0.20
119,017.56 
237,215.42 
4,564.00 
Corporate Stock - Common VNU NV EUR0.20
92,314.23 
178,379.05 
3,540.00 
Corporate Stock - Common WOLTERS KLUWER CVA EUR0.12
83,964.19 
90,112.41 
4,820.00 
Corporate Stock - Common WOLTERS KLUWER CVA EUR0.12
185,226.41 
226,837.91 
10,633.00 
Corporate Stock - Common ADR ASML HLDG ASML HLDG NV EUR0.02(NY REG)
79,420.00 
33,285.09 
9,500.00 
Corporate Stock - Common ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000
53,040.00 
99,411.33 
3,000.00 
Corporate Stock - Common ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000
167,960.00 
254,315.36 
9,500.00 
Corporate Stock - Common ADR STMICROELECTRONICS N V SHS-N Y REGISTRY
29,265.00 
34,817.27 
1,500.00 
Corporate Stock - Common ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR
74,834.00 
78,797.45 
1,700.00 
Corporate Stock - Common TELECOM CORP OF NZ NPV
2,383.64 
2,339.91 
1,006.00 
Corporate Stock - Common TELECOM CORP OF NZ NPV
217,619.41 
283,457.99 
91,845.00 
Corporate Stock - Common TELECOM CORP NEW ZEALAND
183,156.40 
163,200.78 
77,300.00 
Corporate Stock - Common NORSK HYDRO AS NOK20
143,423.19 
165,822.77 
3,200.00 
Corporate Stock - Common ORKLA ASA NOK6.25 ORD
72,560.36 
59,656.41 
4,260.00 
Corporate Stock - Common STATOIL ASA NOK2.50
12,413.12 
10,944.64 
1,470.00 
Corporate Stock - Common STATOIL ASA NOK2.50
320,883.40 
279,536.79 
38,000.00 
Corporate Stock - Common STATOIL ASA NOK2.50
216,258.53 
184,949.08 
25,610.00 
Corporate Stock - Common ELEC DE PORTUGAL EUR1(REGD)
157,943.82 
227,507.54 
94,660.00 
Corporate Stock - Common JERONIMO MARTINS EUR5
21,471.46 
51,133.54 
2,944.00 
Corporate Stock - Common PORTUGAL TCOM SGPS EUR1(REGD)
227,651.56 
282,755.42 
33,120.00 
Corporate Stock - Common SAMSUNG ELECTRONIC KRW5000
265,538.55 
138,910.11 
1,003.00 
Corporate Stock - Common SAMSUNG ELECTRONIC KRW5000
364,288.18 
335,592.06 
1,376.00 
Corporate Stock - Common SHINHAN FIN GROUP KRW5000
59,592.77 
64,388.11 
5,700.00 
Corporate Stock - Common SK TELECOM KRW500
104,262.05 
100,610.98 
540.00 
Corporate Stock - Common ADR KOOKMIN BK NEW SPONSORED ADR KOOKMINBK ADRS
35,350.00 
48,000.00 
1,000.00 
Corporate Stock - Common ADR KOREA ELEC PWR CORP SPONSORED ADR ISIN #US5006311063
132,727.50 
197,728.41 
15,615.00 
Corporate Stock - Common ADR KT CORP SPONSORED ADR
89,604.90 
112,546.20 
4,158.00 
Corporate Stock - Common ADR POSCO SPONSORED ADR
61,478.78 
61,926.76 
2,486.00 
Corporate Stock - Common HYUNDAI MOTOR CO GDR-REP 1/2 ORD KRW 5000
24.00 
20.32 
2.00 
Corporate Stock - Common SAMSUNG ELECTRONIC GDR REP 1/2 KRW5000(REG S)
276,893.50 
315,504.01 
2,078.00 
Corporate Stock - Common SAMSUNG ELECTRONIC GDS(1/2 NON VTG SHS)RG
302,400.00 
146,524.26 
4,800.00 
Corporate Stock - Common ADR OIL CO LUKOIL SPONSORED ADR
104,449.36 
96,286.92 
1,700.00 
Corporate Stock - Common ADR YUKOS CORP SPONSORED ADR
111,334.31 
82,143.64 
790.00 
Corporate Stock - Common DBS GROUP HLDGS SGD1
317,094.26 
367,297.16 
50,000.00 
Corporate Stock - Common HAW PAR CORP LTD SGD1
1,843.79 
1,947.49 
981.00 
Corporate Stock - Common MOBILEONE SGD0.20
37,278.75 
38,900.11 
53,000.00 
Corporate Stock - Common MOBILEONE SGD0.20
112,539.64 
112,569.69 
160,000.00 
Corporate Stock - Common O/SEAS CHINESE BK SGD1
72,326.32 
73,464.49 
13,000.00 
Corporate Stock - Common SINGAPORE AIRLINES SGD0.5(1000 BOARD LOT)
88,209.86 
140,705.52 
15,000.00 
Corporate Stock - Common SINGAPORE PRESS HD SGD1(POST RECONSTRUCTION)
136,408.19 
220,923.35 
13,000.00 
Corporate Stock - Common SINGAPORE TECH ENG SGD0.10
127,471.89 
134,837.03 
134,000.00 
Corporate Stock - Common SINGAPORE TELECOMM SGD0.15
490,881.29 
710,409.93 
686,640.00 
Corporate Stock - Common UTD O/S BANK SGD1
163,329.14 
157,682.61 
24,008.00 
Corporate Stock - Common VENTURE CORP LTD SGD0.25
104,179.88 
105,660.89 
13,000.00 
Corporate Stock - Common CREATIVE TECH INC COM STK
99,120.00 
170,792.80 
14,000.00
Corporate Stock - Common DBS GROUP HLDGS GDS-EACH REP 1 SHARE ADR
403,200.00 
335,712.00 
64,000.00 
Corporate Stock - Common ALTADIS SA EUR0.6(REGD)
125,014.43 
90,751.66 
5,500.00 
Corporate Stock - Common BBVA(BILB-VIZ-ARG) EUR0.49
157,042.05 
185,800.94 
16,409.00 
Corporate Stock - Common BBVA(BILB-VIZ-ARG) EUR0.49
406,745.51 
550,761.80 
42,500.00 
Corporate Stock - Common BCO SANT CENT HISP EUR0.50(REGD)
124,687.77 
154,210.91 
18,168.00 
Corporate Stock - Common ENDESA SA EUR1.2
63,640.40 
101,817.46 
5,439.00 
Corporate Stock - Common ENDESA SA EUR1.2
355,855.05 
538,931.62 
30,413.00 
Corporate Stock - Common GAS NATURAL SDG EUR1
82,676.80 
78,028.79 
4,360.00 
Corporate Stock - Common INDUSTRIA DE DISENO TEXTIL (INDITEX) ORDCOM STK
89,763.15 
77,005.15 
3,800.00 
Corporate Stock - Common INDUSTRIA DE DISENO TEXTIL (INDITEX) ORDCOM STK
373,225.74 
249,723.12 
15,800.00 
Corporate Stock - Common REPSOL YPF SA EUR1
38,556.45 
47,674.47 
2,916.00 
Corporate Stock - Common TELEFONICA SA EUR1
114,908.35 
179,933.04 
12,837.00 
Corporate Stock - Common ADR REPSOL YPF S A SPONSORED ADR
279,820.44 
321,931.00 
21,393.00 
Corporate Stock - Common ADR TELEFONICA S A SPONSORED
39,855.00 
63,234.88 
1,500.00 
Corporate Stock - Common ASSA ABLOY SEK1 SER'B'
229,528.42 
294,667.97 
20,100.00 
Corporate Stock - Common AUTOLIV INC USD1 SDR (SWEDISH DEP RECPT
148,502.46 
185,800.71 
7,249.00 
Corporate Stock - Common ELECTROLUX AB SER'B'SEK5
67,382.62 
69,447.69 
4,270.00 
Corporate Stock - Common ERICSSON(LM)TEL SEK1 SER'B'
18,403.68 
149,098.05 
26,288.00 
Corporate Stock - Common FORENINGSSPARBK SEK20 SER'A'
208,049.76 
250,775.78 
17,600.00 
Corporate Stock - Common HENNES & MAURITZ SEK0.25'B'
131,495.53 
104,003.68 
6,820.00 
Corporate Stock - Common INVESTOR AB SEK6.25'B'
170,401.11 
317,101.24 
28,553.00 
Corporate Stock - Common NORDEA ORD EUR0.39632
49,429.54 
61,299.59 
11,216.00 
Corporate Stock - Common SANDVIK AB SEK6
28,349.19 
27,063.79 
1,270.00 
Corporate Stock - Common SECURITAS SER'B'SEK1
276,169.99 
438,273.14 
23,138.00 
Corporate Stock - Common SVENSKA HANDELSBKN SER'A'SEK4
93,190.87 
103,822.54 
7,000.00 
Corporate Stock - Common ADR ERICSSON L M TEL CO ERICSSON L M TELCO ADR
9,840.40 
5,978.25 
1,460.00 
Corporate Stock - Common ADECCO SA CHF1(REGD)
236,367.98 
288,146.67 
6,030.00 
Corporate Stock - Common BARRY CALLEBAUT AG CHF100(REGD)
154,165.04 
241,539.41 
1,324.00 
Corporate Stock - Common CLARIANT CHF5(REGD)
203,626.24 
337,262.94 
12,740.00 
Corporate Stock - Common CREDIT SUISSE GRP CHF1(REGD)
31,243.22 
51,151.52 
1,440.00 
Corporate Stock - Common CREDIT SUISSE GRP CHF1(REGD)
295,682.36 
398,028.06 
13,628.00 
Corporate Stock - Common HOLCIM CHF10(BR)
432,220.29 
253,783.82 
2,381.00 
Corporate Stock - Common NESTLE SA CHF1(REGD)
496,915.46 
389,134.29 
2,345.00 
Corporate Stock - Common NESTLE SA CHF1(REGD)
577,015.26 
470,522.36 
2,723.00 
Corporate Stock - Common NESTLE SA CHF1(REGD)
180,118.61 
174,083.67 
850.00 
Corporate Stock - Common NOVARTIS AG CHF0.50(REGD)
680,657.23 
669,409.50 
18,655.00 
Corporate Stock - Common NOVARTIS AG CHF0.50(REGD)
334,217.11 
316,253.25 
9,160.00 
Corporate Stock - Common RICHEMONT(CIE FIN) 'A'CHF1(BR)EQUITY UNIT
474,632.68 
438,196.25 
25,437.00 
Corporate Stock - Common ROCHE HLDGS AG GENUSSCHEINE NPV
118,460.26 
114,125.37 
1,700.00 
Corporate Stock - Common ROCHE HLDGS AG GENUSSCHEINE NPV
200,337.20 
228,668.47 
2,875.00 
Corporate Stock - Common ROCHE HLDGS AG GENUSSCHEINE NPV
239,707.82 
228,254.61 
3,440.00 
Corporate Stock - Common SWISS REINSURANCE CHF0.1(REGD)
695,189.56 
1,001,529.06 
10,598.00 
Corporate Stock - Common SWISSCOM AG CHF9(REGD)
522,240.18 
525,195.04 
1,803.00 
Corporate Stock - Common SYNTHES-STRATEC COM CHF0.01
91,380.63 
89,064.71 
149.00 
Corporate Stock - Common UBS AG CHF0.80(REGD)
278,481.23 
227,787.59 
5,730.00 
Corporate Stock - Common UBS AG CHF0.80(REGD)
187,841.18 
179,376.46 
3,865.00 
Corporate Stock - Common UBS AG CHF0.80(REGD)
283,778.69 
221,691.22 
5,839.00 
Corporate Stock - Common ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003
78,255.00 
98,409.10 
11,100.00 
Corporate Stock - Common ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003
149,474.10 
197,885.95 
21,202.00 
Corporate Stock - Common ADR UTD MICROELECTRONICS CORP
109,872.00 
143,572.35 
32,700.00 
Corporate Stock - Common GDR HON HAI PRECISION IND LTD GLOBAL DEPOS RCPT
84,231.21 
106,081.32 
12,203.00 
Corporate Stock - Common BANGKOK BANK THB10 (NVDR)
52,830.63 
57,319.31 
46,000.00 
Corporate Stock - Common ABBEY NATIONAL ORD GBP0.10
37,543.24 
56,132.30 
4,502.00 
Corporate Stock - Common ALLIED DOMECQ ORD GBP0.25
438,440.98 
418,379.96 
68,600.00 
Corporate Stock - Common ARM HLDGS ORD GBP0.0005
32,146.31 
129,562.07 
41,600.00 
Corporate Stock - Common ASTRAZENECA USD PAR ..25
261,863.93 
251,833.30 
7,327.00 
Corporate Stock - Common ASTRAZENECA USD PAR ..25
600,425.01 
503,769.08 
16,800.00 
Corporate Stock - Common AUTONOMY CORP ORD GBP0.003333
6,423.47 
54,123.63 
2,280.00 
Corporate Stock - Common BAE SYSTEMS ORD GBP0.025
243,550.33 
351,206.06 
122,003.00 
Corporate Stock - Common BAE SYSTEMS ORD GBP0.025
163,028.98 
476,532.12 
81,667.00 
Corporate Stock - Common BARCLAYS ORD GBP0.25
176,645.31 
226,259.23 
28,500.00 
Corporate Stock - Common BARCLAYS ORD GBP0.25
341,433.69 
372,906.83 
55,087.00 
Corporate Stock - Common BG GROUP ORD GBP0.10
43,136.45 
32,772.21 
9,998.00 
Corporate Stock - Common BG GROUP ORD GBP0.10
249,378.58 
226,540.90 
57,800.00 
Corporate Stock - Common BILLITON ORD USD0.50
221,104.35 
209,145.11 
41,399.00 
Corporate Stock - Common BOC GROUP ORD 25P
161,542.92 
165,970.55 
11,300.00 
Corporate Stock - Common BOC GROUP ORD 25P
332,621.16 
347,444.21 
23,267.00 
Corporate Stock - Common BP ORD USD0.25
175,430.48 
171,997.78 
25,520.00 
Corporate Stock - Common BRAMBLES INDS (UK) ORD GBP0.05
91,152.04 
167,707.16 
37,250.00 
Corporate Stock - Common BRAMBLES INDS (UK) ORD GBP0.05
65,091.12 
223,433.55 
26,600.00 
Corporate Stock - Common BUNZL ORD 25P
240,849.38 
167,287.25 
39,370.00 
Corporate Stock - Common CABLE & WIRELESS ORD GBP0.25
10,103.26 
164,057.51 
14,024.00 
Corporate Stock - Common CADBURY SCHWEPPES ORD GBP0.125
95,422.95 
83,794.27 
15,316.00 
Corporate Stock - Common CADBURY SCHWEPPES ORD GBP0.125
273,783.37 
288,690.45 
43,944.00 
Corporate Stock - Common CELLTECH GROUP ORD GBP0.50
39,362.08 
110,974.50 
7,087.00 
Corporate Stock - Common CENTRICA ORD GBX5.555555
37,668.12 
26,080.59 
13,683.00 
Corporate Stock - Common CENTRICA ORD GBX5.555555
96,351.99 
133,009.38 
35,000.00 
Corporate Stock - Common CENTRICA ORD GBX5.555555
117,549.42 
113,407.62 
42,700.00 
Corporate Stock - Common COMPASS GROUP ORD GBP0.10
301,811.13 
104,444.25 
56,810.00 
Corporate Stock - Common COMPASS GROUP ORD GBP0.10
102,002.70 
39,837.12 
19,200.00 
Corporate Stock - Common D S SMITH PLC ORD GBP0.10
17,708.48 
28,720.42 
7,560.00 
Corporate Stock - Common DEBENHAMS ORD GBP0.10
126,542.68 
116,682.54 
28,300.00 
Corporate Stock - Common DIAGEO ORD GBX28.935185
164,022.96 
125,639.05 
15,094.00 
Corporate Stock - Common ELECTROCOMPONENTS ORD GBP0.10
87,879.77 
124,703.17 
19,020.00 
Corporate Stock - Common FRIENDS PROV ORD GBP0.10
12,402.36 
20,088.44 
6,380.00 
Corporate Stock - Common GKN PLC ORD GBP0.50
3,231.86 
2,600.57 
1,000.00 
Corporate Stock - Common GKN PLC ORD GBP0.50
282,690.50 
410,930.59 
87,470.00 
Corporate Stock - Common GLAXOSMITHKLINE ORD GBP0.25
822,057.05 
874,250.09 
42,838.00 
Corporate Stock - Common GLAXOSMITHKLINE ORD GBP0.25
368,695.60 
453,467.28 
19,213.00 
Corporate Stock - Common GRANADA ORD GBP0.10
19,924.66 
134,606.46 
15,519.00 
Corporate Stock - Common HAYS ORD GBP0.01
57,461.81 
141,973.66 
38,483.00 
Corporate Stock - Common HBOS ORD GBP0.25
240,421.15 
217,927.69 
22,800.00 
Corporate Stock - Common HILTON GRP ORD 10P
20,889.79 
24,505.20 
7,770.00 
Corporate Stock - Common KINGFISHER ORD GBP0.1375
149,792.40 
172,157.14 
41,818.00 
Corporate Stock - Common MARKS & SPENCER GP ORD GBP0.25
121,099.23 
94,500.49 
23,880.00 
Corporate Stock - Common MORGAN CRUCIBLE CO ORD GBP0.25
73,276.00 
374,238.55 
87,531.00 
Corporate Stock - Common NATL GRID TRANSCO ORD GBP0.10
271,183.75 
296,899.92 
36,900.00 
Corporate Stock - Common OLD MUTUAL ORD GBP0.10
127,857.56 
126,855.57 
90,250.00 
Corporate Stock - Common P & O PRINCESS CRU ORD USD0.50
18,734.30 
19,881.74 
2,700.00 
Corporate Stock - Common PEARSON ORD 25P
335,732.34 
534,267.25 
36,300.00 
Corporate Stock - Common PRUDENTIAL PLC 5P
261,494.62 
500,442.21 
37,000.00 
Corporate Stock - Common RECKITT BENCKISER ORD GBP0.105263
58,197.57 
36,689.69 
3,000.00 
Corporate Stock - Common REED ELSEVIER ORD GBP0.125
543,493.72 
487,278.28 
63,458.00 
Corporate Stock - Common REUTERS GROUP ORD GBP0.25
167,852.89 
391,946.63 
58,740.00 
Corporate Stock - Common RIO TINTO PLC ORD 10P(REGD)
287,801.53 
230,322.28 
14,417.00 
Corporate Stock - Common RIO TINTO PLC ORD 10P(REGD)
324,872.17 
267,637.25 
16,274.00 
Corporate Stock - Common ROYAL BK SCOTLAND ORD GBP0.25
540,404.92 
280,925.52 
22,559.00 
Corporate Stock - Common ROYAL BK SCOTLAND ORD GBP0.25
692,304.72 
602,696.63 
28,900.00 
Corporate Stock - Common SAINSBURY J ORD GBP0.25
302,462.33 
309,298.59 
67,400.00 
Corporate Stock - Common SCOT & SOUTHERN EN ORD GBP0.50
246,247.67 
203,808.69 
22,494.00 
Corporate Stock - Common SHELL TRNSPT&TRDG ORD GBP0.25(REGD)
398,794.09 
409,768.69 
60,566.00 
Corporate Stock - Common SHELL TRNSPT&TRDG ORD GBP0.25(REGD)
425,237.27 
407,210.78 
64,582.00 
Corporate Stock - Common SHIRE PHARMA GROUP ORD GBP0.05
62,713.31 
146,771.82 
9,800.00 
Corporate Stock - Common SMITHS GROUP ORD GBP0.25
431,703.55 
696,759.59 
38,556.00 
Corporate Stock - Common STANDARD CHARTERED ORD USD0.50
52,282.83 
61,526.21 
4,600.00 
Corporate Stock - Common STANDARD CHARTERED ORD USD0.50
287,555.54 
295,271.90 
25,300.00 
Corporate Stock - Common TESCO ORD 5P
193,106.77 
184,596.03 
61,830.00 
Corporate Stock - Common TOMKINS ORD GBP0.05
95,899.29 
117,039.40 
31,352.00 
Corporate Stock - Common UNILEVER PLC ORD GBP0.014
190,907.58 
182,381.12 
20,065.00 
Corporate Stock - Common UNILEVER PLC ORD GBP0.014
384,384.06 
323,634.09 
40,400.00 
Corporate Stock - Common UNILEVER PLC ORD GBP0.014
103,745.64 
71,876.09 
10,904.00 
Corporate Stock - Common UTD BUSINESS MEDIA ORD GBP0.25
19,043.56 
43,481.26 
4,079.00 
Corporate Stock - Common VODAFONE GROUP ORD USD0.10
522,310.84 
808,868.52 
286,480.00 
Corporate Stock - Common VODAFONE GROUP ORD USD0.10
1,921,816.91 
937,706.20 
1,054,089.00 
Corporate Stock - Common WOOLWORTHS GROUP ORD GBP0.125
8,543.69 
7,343.00 
14,640.00 
Corporate Stock - Common WPP GROUP ORD 10P
243,147.26 
422,654.81 
31,830.00 
Corporate Stock - Common XSTRATA PLC ORD USD0.50
79,406.27 
107,039.04 
7,600.00 
Corporate Stock - Common ASTRAZENECA ORD USD0.25
859,355.24 
655,392.35 
24,470.00 
Corporate Stock - Common ADR ASTRAZENECA PLC SPONSORED ADR UK
31,581.00 
32,939.86 
900.00 
Corporate Stock - Common ###REORG STAPLES INC COM N/C STAPLES (RETAIL & DELIVERY) #2844553 DON'T USE
58,560.00 
61,013.26 
3,200.00 
Corporate Stock - Common ###REORG/AMERN NATL FINL NAME CHANGE TO ANFI INC SEC #2000868 EF 12/24/02
0.00 
0.00 
0.00 
Corporate Stock - Common ###REORG/PCCW LTD ADR REV SPLT TO PCCW LTDSPONS ADR SEC # 2001076 EFF 1/8/03
178.25 
409.98 
115.00 
Corporate Stock - Common ##ADR CHINA EASTN AIRLS LTD SPONSORED ADR REPSTG CL H
3,230.00 
7,037.09 
250.00 
Corporate Stock - Common ##ADVANCED COMMUNICATIONS TECHNOLOGIES INCCOM
4.00 
1,279.95 
1,000.00 
Corporate Stock - Common ##ALLENERGY INC COM
2.28 
0.00 
3.00 
Corporate Stock - Common ##AMER WILD WOODLAND GINSENG CORP
0.00 
281,353.61 
140,500.00 
Corporate Stock - Common ##APIVA VENTURES LTD COM
54.00 
7,871.10 
2,000.00 
Corporate Stock - Common ##BENNETT ENVIRONMENTAL INC COM ISIN # CA0819061098
6,817.20 
9,453.65 
988.00 
Corporate Stock - Common ##BOEING CO COM DO NOT USE SEE SEC #2072785
232,981.15 
296,635.77 
7,062.18 
Corporate Stock - Common ##CLEV CLIFFS INC COM REF # 2184268
3,970.00 
5,390.90 
200.00 
Corporate Stock - Common ##CYBERTEL COMMUNICATIONS CORP COM
5,000.00 
5,871.00 
200,000.00 
Corporate Stock - Common ##ELAN ENERGY INC RT EXP 03-31-2003 DO NOT USE SEE SEC #2348609
0.65 
5,953.53 
646.00 
Corporate Stock - Common ##FAMILY ROOM ENTMT CORP COM
5,500.00 
6,901.00 
20,000.00 
Corporate Stock - Common ##FOUNDERS HOLDINGS LTD
450.00 
6,725.00 
5,000.00 
Corporate Stock - Common ##GLOBAL WEB TV INC COM
250.00 
1,699.50 
5,000.00 
Corporate Stock - Common ##HENDERSON CYBER LTD
0.75 
0.00 
25.00 
Corporate Stock - Common ##HURRICANE HYDROCARBONS LTD DO NOT USE SEE SEC #2-407451
3,438.60 
2,126.68 
330.00 
Corporate Stock - Common ##IT CAPITAL LIMITED ORD F
2,000.00 
20,755.10 
100,000.00 
Corporate Stock - Common ##NEW OROPERU RES INC COM
133.00 
3,386.67 
200.00 
Corporate Stock - Common ##NEXUS TELOCATION SYS
8.00 
948.66 
100.00 
Corporate Stock - Common ##NORSAT INTL INC NEW COM COM STK
95.00 
1,223.70 
100.00 
Corporate Stock - Common ##PAC MINERALS INC COM
326.34 
369.68 
333.00 
Corporate Stock - Common ##PCCW LTD
2,715.00 
34,748.45 
18,100.00 
Corporate Stock - Common ##RESH IN MOTION LTD EURO COM STK ISINCA7609751028 SEE SEC #2758322
1,312.00 
2,354.98 
100.00 
Corporate Stock - Common ##SK WHEAT POOL CL B NON VTG COM
70.00 
1,453.80 
100.00 
Corporate Stock - Common ##TECHNEST HLDGS INC COM
0.97 
2,101.20 
971.00 
Corporate Stock - Common ##WESCAM INC COM
6,040.00 
4,059.95 
1,000.00 
Corporate Stock - Common #REORG EXE TECHNOLOGIES REV SPLT TO EXE TECHNOLOGIES 2001050 EFF 1/2/03
220.00 
1,469.95 
400.00 
Corporate Stock - Common #REORG FORTUNE FINL SYS INC N/C FORTUNE FINL SYS OF NEVADA INC 4-12-99 2332445
0.17 
5,219.09 
1,700.00 
Corporate Stock - Common #REORG PRECISION OPTICS REV SPLT TO PRECISION OPTICSNEW SEC #2001337 1/29/03
75.00 
3,779.95 
300.00 
Corporate Stock - Common #REORG QUANTUM CORP COM EXCH QUANTUM CORP DSSG COM @1 CORP ACT 8-3-99 2753014
3,794.07 
10,651.93 
1,421.00 
Corporate Stock - Common #REORG RHEOMETRIC SCIENTIFIC INCNAMECHGEPROTERION CP CU 74370Y102 EF1/15/03
900.00 
21,006.33 
1,500.00 
Corporate Stock - Common #REORG STILWELL FINL INC N/C TO JANUS CAP GROUP INC 2000928 EFF 1/2/03
1,960.50 
5,264.95 
150.00 
Corporate Stock - Common #REORG STILWELL FINL INC N/C TO JANUS CAP GROUP INC 2000928 EFF 1/2/03
71,885.00 
148,015.24 
5,500.00 
Corporate Stock - Common #REORG SYCOR INTL CORP STK MERGER TO CARDINAL HLTH INC 2019071 EFF 1/2/03
9,574.79 
10,103.74 
345.00 
Corporate Stock - Common #REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK SEE SEC# 2279467 EFF N/A
107,281.16 
139,976.94 
6,577.63 
Corporate Stock - Common #REORG/BEVSYSTEMS INTL INC REV SPLT TO BEVSYSTEMS INTL NEW CU 088255203
4,702.50 
9,130.00 
85,500.00 
Corporate Stock - Common #REORG/BIRMINGHAM STL CORP FINAL DISTR EFF 12/27/03
139.50 
278.59 
300.00 
Corporate Stock - Common #REORG/BRITE SMILE INC REV SPLT TO BRITESMILE INC NEW SEC #2001231 EFF 1/27/03
2,145.00 
22,391.44 
6,500.00 
Corporate Stock - Common #REORG/COHESION TECHNOLOGIES INC PLAN OFREORG ANGIOTECH PHARM INC #2021467
1,149.00 
1,957.69 
300.00 
Corporate Stock - Common #REORG/CROWN CORK & SEAL NAME CHANGE TO CROWN HLDGS INC SEC #2001696 EFF 2/25/03
7,950.00 
8,879.95 
1,000.00 
Corporate Stock - Common #REORG/DRIVERSSHIELD CORP NAME CHANGE TOACCESITY CORP CU 00433F103 EFF 1/24/03
7,595.00 
46,301.07 
24,500.00 
Corporate Stock - Common #REORG/ECHO BAY MINES NEW AMALGAMATION TO KINROSS GOLD CORP #2001136 1/31/03
378.00 
307.93 
300.00 
Corporate Stock - Common #REORG/HOME HLTH CORP AMER DESP SEC EFF 7/12/02
0.10 
1,648.80 
200.00 
Corporate Stock - Common #REORG/HYSEQ INC NAME CHANGE TO NUVELO INC CU 67072M103 EFF 1/31/03
130.50 
3,956.77 
150.00 
Corporate Stock - Common #REORG/ICOMNET INC COM NEW DESP SEC EFF 5/25/00
0.10 
1,654.95 
1,000.00 
Corporate Stock - Common #REORG/INHALE THERAPEUTIC SYSTEMS INC N/C NEKTAR THERAPEUTICS SEC #2001172
29,088.00 
22,064.40 
3,600.00 
Corporate Stock - Common #REORG/INTST NATL CASH MERGER EFF 1/15/03
4,760.80 
4,077.95 
800.00 
Corporate Stock - Common #REORG/JOHN NUVEEN CO CL A NM CHG NUVEENINVESTMENTS INC CL A 2001330 1/31/03
114,075.00 
116,181.00 
4,500.00 
Corporate Stock - Common #REORG/KINROSS GOLD CORP REV SPLT TO KINROSS GOLD NEW SEC #2001136 1/31/03
43,610.00 
35,116.16 
17,800.00 
Corporate Stock - Common #REORG/MERIDAN MED TECHNOLOGIES INC CASHMERGER EFF 1/9/03
8,880.00 
6,558.95 
200.00 
Corporate Stock - Common #REORG/METRICOM INC DESP SEC EFF 10/8/02
0.43 
2,914.86 
393.00 
Corporate Stock - Common #REORG/NAVISITE INC REV SPLT TO NAVISITEINC NEW SEC #2000988 EFF 1/7/03
11.40 
1,148.68 
76.00 
Corporate Stock - Common #REORG/NEON COMMUNICATIONS DESP SEC EFF 12/30/02
6.00 
891.24 
200.00 
Corporate Stock - Common #REORG/OIL CO LUKOIL SPONS ADR MAND EXCHTO LUKOIL CO SEC #2675516 EF 1/8/03
41,165.34 
40,948.48 
670.00 
Corporate Stock - Common #REORG/PHILIP MORRIS NAME CHG TO ALTRIA GROUP INC SEC #2001306 EFF 1/27/03
260,314.38 
291,335.48 
6,422.76 
Corporate Stock - Common #REORG/PHILIP MORRIS NAME CHG TO ALTRIA GROUP INC SEC #2001306 EFF 1/27/03
376,929.00 
514,571.00 
9,300.00 
Corporate Stock - Common #REORG/PHILIP MORRIS NAME CHG TO ALTRIA GROUP INC SEC #2001306 EFF 1/27/03
887,607.00 
1,168,773.40 
21,900.00 
Corporate Stock - Common #REORG/PHILIP MORRIS NAME CHG TO ALTRIA GROUP INC SEC #2001306 EFF 1/27/03
149,961.00 
198,748.02 
3,700.00 
Corporate Stock - Common #REORG/PHILIP MORRIS NAME CHG TO ALTRIA GROUP INC SEC #2001306 EFF 1/27/03
2,087,295.00 
1,436,532.97 
51,500.00 
Corporate Stock - Common #REORG/RATIONAL SOFTWARE CASH MERGER EFF2/21/03
6,857.40 
11,010.90 
660.00 
Corporate Stock - Common #REORG/RATIONAL SOFTWARE CASH MERGER EFF2/21/03
50,911.00 
112,636.66 
4,900.00 
Corporate Stock - Common #REORG/READ-RITE CORP REV SPLT TO READ-RITE CORP SEC #2001655 EFF 2/24/03
1,172.50 
3,489.49 
3,350.00 
Corporate Stock - Common #REORG/STAR COMMUNICATIONS INC DESP SEC EFF 7/2/02
1.39 
25,938.25 
13,900.00 
Corporate Stock - Common #REORG/STARBASE CORP CASH MERGER EFF 1/7/03
73.98 
2,586.79 
27.00 
Corporate Stock - Common #REORG/TVX GOLD INC PLAN OF ARRANGEMENT TO KINROSS GOLD CORP #2001136 1/31/03
6,288.00
17,167.67 
400.00 
Corporate Stock - Common #REORG/WEBVAN GROUP INC DESP SEC EFF 10/23/01
0.22 
1,974.33 
2,200.00 
Corporate Stock - Common #REORG/WINSTAR COMMUNICATIONS DESP SEC EFF 1/8/03
49.78 
28,767.15 
45,250.00 
Corporate Stock - Common #REORG/XO COMMUNICATIONS DESP SEC EFF 1/23/03
1,496.99 
17,817.70 
28,245.00 
Corporate Stock - Common 1/10 BERKSHIRE HATHAWAY INC DEL CL A COMSTK
582,000.00 
548,204.87 
80.00 
Corporate Stock - Common 1ST AMERN CORP CAL COM COM
4,636.76 
2,672.94 
208.86 
Corporate Stock - Common 1ST AMERN CORP CAL COM COM
377,400.00 
396,522.78 
17,000.00 
Corporate Stock - Common 1ST HLTH GROUP CORP COM
1,874.95 
2,023.48 
77.00 
Corporate Stock - Common 1ST MED GROUP INC COM
0.27 
676.26 
67.00 
Corporate Stock - Common 1ST MONTAUK FINL CORP COM
200.00 
2,497.40 
1,000.00 
Corporate Stock - Common 1ST REP BK SAN FRAN CAL COM
31,984.00 
32,194.08 
1,600.00 
Corporate Stock - Common 1ST ST BANCORPORATION COM
387,128.00 
358,834.07 
15,610.00 
Corporate Stock - Common 1ST TENN NATL CORP COM
4,692.43 
4,776.00 
130.56 
Corporate Stock - Common 1ST TENN NATL CORP COM
111,414.00 
120,637.47 
3,100.00 
Corporate Stock - Common 2U ONLINE COM INC COM STK
0.80 
82.95 
100.00 
Corporate Stock - Common 360NETWORKS INC SUB VTG SHS COM STK
43.76 
11,589.65 
4,376.00 
Corporate Stock - Common 3COM CORP COMMON STOCK
16,709.67 
26,512.52 
3,609.00 
Corporate Stock - Common 3COM CORP COMMON STOCK
513,467.00 
610,977.39 
110,900.00 
Corporate Stock - Common 3COM CORP COMMON STOCK
100,934.00 
98,501.06 
21,800.00 
Corporate Stock - Common 3COM CORP COMMON STOCK
149,549.00 
213,764.00 
32,300.00 
Corporate Stock - Common 3DFX INTERACTIVE INC COM
0.10 
874.41 
100.00 
Corporate Stock - Common 3DSHOPPING COM
2.20 
116,722.69 
22,000.00 
Corporate Stock - Common 3M CO COM
75,176.01 
68,535.64 
609.70 
Corporate Stock - Common 3M CO COM
273,726.00 
273,484.56 
2,220.00 
Corporate Stock - Common 3M CO COM
1,196,010.00 
598,748.86 
9,700.00 
Corporate Stock - Common 3M CO COM
1,134,360.00 
1,057,783.57 
9,200.00 
Corporate Stock - Common 5 STAR QUAL CARE INC COM
2.74 
534.27 
2.00 
Corporate Stock - Common 5TH 3RD BANCORP COM
2,175.07 
2,479.72 
37.15 
Corporate Stock - Common 5TH 3RD BANCORP COM
843,764.05 
496,146.47 
14,411.00 
Corporate Stock - Common 724 SOLUTIONS INC COM
2,050.00 
15,963.58 
4,100.00 
Corporate Stock - Common 9278 COMMUNICATIONS INC COM
3.50 
719.01 
175.00 
Corporate Stock - Common A D A M INC COM
618.75 
19,978.75 
1,375.00 
Corporate Stock - Common A.C.L.N LTD COM STK
50.20 
43,328.56 
2,510.00 
Corporate Stock - Common AARO BROADBAND WIRELESS COMMUNICATIONS INC COM
0.40 
989.95 
4,000.00 
Corporate Stock - Common AASTROM BIOSCIENCES INC COM
940.00 
1,852.34 
2,000.00 
Corporate Stock - Common ABACAN RES CORP NEW COM
0.20 
6,054.40 
2,000.00 
Corporate Stock - Common ABBOTT LAB COM
348,000.00 
402,749.83 
8,700.00 
Corporate Stock - Common ABBOTT LAB COM
1,556,000.00 
823,877.39 
38,900.00 
Corporate Stock - Common ABBOTT LAB COM
524,000.00 
508,122.73 
13,100.00 
Corporate Stock - Common ABBOTT LAB COM
1,080,000.00 
1,347,001.22 
27,000.00 
Corporate Stock - Common ABERCROMBIE & FITCH CO CL A
3,007.62 
3,513.51 
147.00 
Corporate Stock - Common ABERCROMBIE & FITCH CO CL A
994,356.00 
1,214,977.55 
48,600.00 
Corporate Stock - Common ABGENIX INC COM
737.00 
1,116.34 
100.00 
Corporate Stock - Common ABGENIX INC COM
111,287.00 
109,402.52 
15,100.00 
Corporate Stock - Common ABIOMED INC COM
2,609.88 
10,948.33 
717.00 
Corporate Stock - Common ABITIBI-CONS INC COM
3,312.00 
3,277.68 
400.00 
Corporate Stock - Common ABRAXAS PETE CORP COM
1,200.00 
10,159.96 
2,000.00 
Corporate Stock - Common ACACIA RESH CORP AR ACACIA TECHNOLOGIES COM
6,352.63 
18,634.63 
2,640.00 
Corporate Stock - Common ACACIA RESH CORP AR COMBIMATRIX COM
5,361.72 
10,333.75 
1,473.00 
Corporate Stock - Common ACCENTURE LTD BERMUDA CLS A COM
3,598.00 
5,453.95 
200.00 
Corporate Stock - Common ACCENTURE LTD BERMUDA CLS A COM
75,558.00 
85,256.76 
4,200.00 
Corporate Stock - Common ACCENTURE LTD BERMUDA CLS A COM
145,719.00 
116,032.50 
8,100.00 
Corporate Stock - Common ACCLAIM ENTMT INC COM PAR $0.02
719.40 
2,512.87 
1,090.00 
Corporate Stock - Common ACCREDO HLTH INC COM
2,115.00 
2,156.09 
60.00 
Corporate Stock - Common ACCREDO HLTH INC COM
299,272.50
277,771.67 
8,490.00 
Corporate Stock - Common ACCREDO HLTH INC COM
296,100.00 
273,730.50 
8,400.00 
Corporate Stock - Common ACCREDO HLTH INC COM
242,167.50 
242,680.69 
6,870.00 
Corporate Stock - Common ACCREDO HLTH INC COM
232,650.00 
244,772.00 
6,600.00 
Corporate Stock - Common ACE CASH EXPRESS INC COM
917.00 
929.95 
100.00 
Corporate Stock - Common ACE LTD ORD STK USD0.0416
190,710.00 
249,004.71 
6,500.00 
Corporate Stock - Common ACLARA BIOSCIENCES INC COM
210.00 
4,244.06 
100.00 
Corporate Stock - Common ACTIVE PWR INC COM
534.00 
5,906.93 
300.00 
Corporate Stock - Common ACTIVISION INC NEW COM NEW
2,626.20 
5,379.27 
180.00 
Corporate Stock - Common ACTV INC COM
1,400.00 
10,950.55 
2,000.00 
Corporate Stock - Common ACXIOM CORP COM
282,992.00 
216,980.16 
18,400.00 
Corporate Stock - Common ADAIR INTL OIL & GAS INC COM
50.00 
3,518.94 
5,000.00 
Corporate Stock - Common ADAPTEC INC COM
5,367.50 
12,883.24 
950.00 
Corporate Stock - Common ADC TELECOMMUNICATIONS INC COM
14,974.85 
37,199.08 
7,165.00 
Corporate Stock - Common ADC TELECOMMUNICATIONS INC COM
20,900.00 
23,302.00 
10,000.00 
Corporate Stock - Common ADC TELECOMMUNICATIONS INC COM
41,382.00 
312,427.77 
19,800.00 
Corporate Stock - Common ADELPHIA BUSINESS SOLUTIONS INC CL A
9.15 
0.00 
398.00 
Corporate Stock - Common ADELPHIA COMMUNICATIONS CORP CL A
255.00 
3,816.00 
3,000.00 
Corporate Stock - Common ADMINISTAFF INC COM
51,000.00 
49,749.58 
8,500.00 
Corporate Stock - Common ADOBE SYS INC COM
46,095.78 
44,873.70 
1,858.63 
Corporate Stock - Common ADOBE SYS INC COM
321,420.96 
283,393.92 
12,960.00 
Corporate Stock - Common ADOBE SYS INC COM
146,325.90 
90,226.19 
5,900.00 
Corporate Stock - Common ADR 6 CONTINENTS PLC SPONSORED ADR
272,000.00 
326,215.54 
34,000.00 
Corporate Stock - Common ADR ACTIVCARD S A SPONSORED
9,405.00 
9,444.90 
1,100.00 
Corporate Stock - Common ADR AKZO NOBEL N V SPONSORED ADR
95,670.00 
136,153.32 
3,000.00 
Corporate Stock - Common ADR AKZO NOBEL N V SPONSORED ADR
558,075.00 
756,182.54 
17,500.00 
Corporate Stock - Common ADR ALCATEL ALSTHOM SPONSORED ADR ISIN #US0139043055
5,328.00 
14,235.41 
1,200.00 
Corporate Stock - Common ADR ALCATEL SPONSORED ADR REPSTG CL O SHS
963.00 
989.85 
300.00 
Corporate Stock - Common ADR AMARIN CORP PLC SPONSORED ADR
7,980.00 
11,220.00 
2,000.00 
Corporate Stock - Common ADR ANGLO AMER PLATINUM CORP
920.50 
1,143.50 
25.00 
Corporate Stock - Common ADR ANGLO AMERN PLC ADR
12,045.00 
13,195.35 
825.00 
Corporate Stock - Common ADR ANGLOGOLD LTD SPONSORED ADR
59,955.00 
55,442.60 
1,750.00 
Corporate Stock - Common ADR ARM HLDS PLC SPONSORED ISIN US0420681068
126.50 
944.95 
50.00 
Corporate Stock - Common ADR ASIA PULP & PAPER LTD SPONSORED ADR
976.00 
25,386.21 
24,400.00 
Corporate Stock - Common ADR ASTRAZENECA PLC SPONSORED ADR UK
5,263.50 
4,579.02 
150.00 
Corporate Stock - Common ADR AVENTIS S A SPONSORED ADR
9,483.25 
7,352.78 
175.00 
Corporate Stock - Common ADR AXA SA SPONSORED ADR
13,019.60 
11,473.35 
968.00 
Corporate Stock - Common ADR BANCA QUADRUM S A SPONSORED ADR
0.30 
11,011.17 
3,000.00 
Corporate Stock - Common ADR BANCO SANTANDER CENT HISPANO S A
23,427.15 
21,788.54 
3,323.00 
Corporate Stock - Common ADR BANCO WIESE SPONSORED ADR ISIN #US0596511099
28.00 
1,484.70 
200.00 
Corporate Stock - Common ADR BARCLAYS PLC A.D.R.
8,027.50 
9,418.11 
325.00 
Corporate Stock - Common ADR BASF AG SPONSORED ADR
8,599.50 
9,082.86 
225.00 
Corporate Stock - Common ADR BAYER A G SPONSORED ADR
173.20 
266.53 
8.00 
Corporate Stock - Common ADR BIOTECH HOLDRS TR DEPOS RCPTS
25,368.00 
38,651.29 
300.00 
Corporate Stock - Common ADR BOOKHAM TECH PLC SPONSORED
50.00 
3,193.21 
50.00 
Corporate Stock - Common ADR BP P L C FORMERLY BP AMOCO P L C TO 05/ SPONSORED ADR BP PLC
42,601.20 
45,610.44 
1,048.00 
Corporate Stock - Common ADR BP P L C FORMERLY BP AMOCO P L C TO 05/ SPONSORED ADR BP PLC
483,735.00 
539,226.09 
11,900.00 
Corporate Stock - Common ADR BRIT AMERN TOB PLC SPONSORED COM STK
19,700.00 
22,649.95 
1,000.00 
Corporate Stock - Common ADR BROKAT TECHNOLOGIES AG SPONSORED ADR
1.09 
4,289.81 
109.00 
Corporate Stock - Common ADR BT GROUP PLC ADR
5,482.75 
5,134.40 
175.00 
Corporate Stock - Common ADR BT GROUP PLC ADR
119,054.00 
144,516.86 
3,800.00 
Corporate Stock - Common ADR BUENOS AIRES EMBOTELLADORA S A
40.00 
26,867.53 
2,000.00 
Corporate Stock - Common ADR BUSINESS OBJECTS S A SPONSORED ADR
207,900.00 
245,327.21 
13,860.00 
Corporate Stock - Common ADR C P POKPHAND LTD SPONSORED ADR ISIN #US1259181022
4,062.35 
18,505.87 
3,595.00 
Corporate Stock - Common ADR CABLE & WIRELESS PUB LTD CO SPONSORED ADR
7,689.00 
36,366.35 
3,300.00 
Corporate Stock - Common ADR CADBURY SCHWEPPES P L C ADR 4 ORD
2,561.00 
2,754.95 
100.00 
Corporate Stock - Common ADR CHGO BRDG & IRON CO NV
413,740.00 
375,849.13 
13,700.00 
Corporate Stock - Common ADR CHINA MOBILE HONG KONG LTD SPONSOREDADR
7,248.00 
12,359.68 
600.00 
Corporate Stock - Common ADR CHINA SOUTHN AIRLS LTD 50 SHS CL H ISIN US1694091091
14,020.00 
16,795.80 
1,000.00 
Corporate Stock - Common ADR CHINA UNICOM LTD SPONSORED ADR
695.00 
2,129.95 
100.00 
Corporate Stock - Common ADR CNOOC LTD SPONSORED ADR
2,084.00 
2,161.10 
80.00 
Corporate Stock - Common ADR COMPANHIA VALE DO RIO DOCE SPONSOREDADR
121,422.00 
102,504.10 
4,200.00 
Corporate Stock - Common ADR CR SUISSE GROUP SPONSORED ADR ISIN US2254011081
4,256.00 
4,319.95 
200.00 
Corporate Stock - Common ADR DEUTSCHE TELEKOM AG ISIN # US2515661054
1,270.00 
1,493.95 
100.00 
Corporate Stock - Common ADR DIAGEO PLC SPONSORED ADR NEW
613.20 
730.51 
14.00 
Corporate Stock - Common ADR DIAGEO PLC SPONSORED ADR NEW
170,820.00 
198,445.38 
3,900.00 
Corporate Stock - Common ADR DUCATI MTR HLDGS SPA SPONSORED ADR REPSTG 10 SHS
1,870.00 
2,422.17 
100.00 
Corporate Stock - Common ADR DURBAN ROODERPORT DEEP LTD
34,121.25 
28,948.41 
8,425.00 
Corporate Stock - Common ADR ELAN PLC ADR REPSTG SHS
53,259.00 
142,206.52 
21,650.00 
Corporate Stock - Common ADR EMBRAER-EMPRESA BRASILEIRA DE AERONAUTICA S A SPONSR ADR REPSTG PFDSHS
6,550.80 
14,108.55 
412.00 
Corporate Stock - Common ADR ENEL SOCIETA / AZIONI ADR
9,618.75 
10,215.34 
375.00 
Corporate Stock - Common ADR ERICSSON L M TEL CO ERICSSON L M TELCO ADR
20,294.14 
64,429.90 
3,011.00 
Corporate Stock - Common ADR ESPIRITO SANTO FINL HLDG S A ISIN #US29665F2002
9,290.70 
10,252.24 
555.00 
Corporate Stock - Common ADR FIAT S P A SPONSORED ADR REPSTG ORD NEW
267,915.00 
506,619.79 
33,700.00 
Corporate Stock - Common ADR FLETCHER CHALLENGE FORESTS LTD FORMERLY SPONSORED ADR REPSTG SHS NEW
603.60 
2,761.28 
120.00 
Corporate Stock - Common ADR FLETCHER CHLLNGE FORESTS LTD FRMERLY SPONS ADR REPSTG A FST DIV SHS
1,260.00 
1,248.00 
240.00 
Corporate Stock - Common ADR FRANCE TELECOM
1,777.00 
9,984.71 
100.00 
Corporate Stock - Common ADR FUJI PHOTO FILM CO LTD (NEW)
8,819.25 
8,947.69 
275.00 
Corporate Stock - Common ADR GENSET SA
45.28 
1,105.95 
16.00 
Corporate Stock - Common ADR GOLD FIELDS LTD NEW SPONSORED ADR
36,296.00 
34,117.48 
2,600.00 
Corporate Stock - Common ADR GRUPO IMSA SA
19,280.00 
14,620.35 
1,600.00 
Corporate Stock - Common ADR HARMONY GOLD MNG LTD
114,308.00 
102,949.79 
6,800.00 
Corporate Stock - Common ADR HITACHI LTD A.D.R. FOR 10 COM
6,593.25 
10,436.62 
177.00 
Corporate Stock - Common ADR HONDA MOTOR CO. LTD AMER DEPOSITARY SHARES REPRESENTING 10 SHARES OF COMMON
1,806.00 
2,159.95 
100.00 
Corporate Stock - Common ADR HONG KONG & CHINA GAS LTD
1,071.99 
1,118.37 
831.00 
Corporate Stock - Common ADR HUTCHISON WHAMPOA LTD FOR ORD HK
3,128.00 
3,929.95 
100.00 
Corporate Stock - Common ADR INDPT ENERGY HLDGS PLC SPONSORED ADR
10.00 
16,310.37 
2,000.00 
Corporate Stock - Common ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037
5,033.00 
11,117.95 
700.00 
Corporate Stock - Common ADR ING GROEP N V SPONSORED ADR
7,157.00 
8,030.88 
425.00 
Corporate Stock - Common ADR INSIGNIA SOLUTIONS PLC SPONSORED ADR
148,725.50 
1,567,526.20 
424,930.00 
Corporate Stock - Common ADR INTERNET ARCHITECTURE HOLDRS TR DEPOS RCPT
5,156.00 
9,336.67 
200.00 
Corporate Stock - Common ADR INTERNET HOLDRS TR DEPOS RCPT-INTERNET HOLDRS
2,480.00 
11,175.55 
100.00 
Corporate Stock - Common ADR ISPAT INTL N V CL A - NY REGISTRY SH
1,100.00 
3,623.70 
500.00 
Corporate Stock - Common ADR KLM ROYAL DUTCH AIRLS COM N Y REG NEW
1,949.70 
8,844.83 
201.00 
Corporate Stock - Common ADR KONINKLIJKE AHOLD NV NEW
12,730.00 
12,214.95 
1,000.00 
Corporate Stock - Common ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000
14,090.96 
23,624.96 
797.00 
Corporate Stock - Common ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000
1,002,456.00 
1,492,327.48 
56,700.00 
Corporate Stock - Common ADR LLOYDS TSB GROUP PLC SPONSORED ADR
5,718.00 
6,807.90 
200.00 
Corporate Stock - Common ADR LONDON PAC GROUP LTD SPONSORED ADR NEW
34.00 
14,194.86 
68.00 
Corporate Stock - Common ADR MARCONI PLC SPONSORED ADR
1,060.00 
4,800.70 
20,000.00 
Corporate Stock - Common ADR MATSUSHITA ELEC INDL LTD ADR
320,640.00 
456,068.31 
33,400.00 
Corporate Stock - Common ADR NATL AUSTRALIA BNK LTD.,NEW
6,731.25 
7,426.49 
75.00 
Corporate Stock - Common ADR NISSAN MTR LTD SPONSORED ADR
33,989.80 
34,967.18 
2,210.00 
Corporate Stock - Common ADR NOKIA CORP SPONSORED ADR
388,073.50 
676,828.12 
25,037.00 
Corporate Stock - Common ADR NOKIA CORP SPONSORED ADR
1,718,950.00 
2,761,799.46 
110,900.00 
Corporate Stock - Common ADR NOKIA CORP SPONSORED ADR
984,250.00 
1,213,560.62 
63,500.00 
Corporate Stock - Common ADR NOVARTIS AG SPONSORED ADR ISIN #US66987V1098
5,509.50 
5,757.82 
150.00 
Corporate Stock - Common ADR P T TRI POLYTA INDONESIA SPONSORED ADR
833.00 
19,892.88 
9,800.00 
Corporate Stock - Common ADR PERDIGAO S A SPONSORED ADR REPSTG PFD NEW
700.00 
1,344.95 
100.00 
Corporate Stock - Common ADR PETRO GEO SERVICES
13,800.00 
60,152.27 
34,500.00 
Corporate Stock - Common ADR REED ELSEVIER P L C SPONSORED ADR
451,887.00 
470,062.05 
12,900.00 
Corporate Stock - Common ADR RIO TINTO PLC
636,240.00 
448,812.39 
8,000.00 
Corporate Stock - Common ADR SANPAOLO-IMI S P A SPONSORED ADR
1,927.50 
2,020.44 
150.00 
Corporate Stock - Common ADR SCOTTISH PWR PLC SPONSORED ADR FINALINSTALMENT
229,200.00 
213,449.19 
10,000.00 
Corporate Stock - Common ADR SEMICONDUCTOR HOLDRS TR DEPOS RCPT
8,860.00 
11,774.85 
400.00 
Corporate Stock - Common ADR SILVERLINE TECHNOLOGIES LTD SPONSORED ADR
30.10 
434.71 
35.00 
Corporate Stock - Common ADR SK TELECOM LTD SPONSORED
768.60 
780.85 
36.00 
Corporate Stock - Common ADR SKILLSOFT PUB LTD CO SPONSORED ADR
3,635.50 
43,504.08 
1,322.00 
Corporate Stock - Common ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM
14,995.53 
28,482.95 
363.00 
Corporate Stock - Common ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM
413,100.00 
466,138.78 
10,000.00 
Corporate Stock - Common ADR STMICROELECTRONICS N V SHS-N Y REGISTRY
10,535.40 
15,000.49 
540.00 
Corporate Stock - Common ADR SYNGENTA AG SPONSORED ADR
531,072.00 
587,181.72 
46,100.00 
Corporate Stock - Common ADR SYNGENTA AG SPONSORED ADR
230,400.00 
245,963.85 
20,000.00 
Corporate Stock - Common ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003
29,892.00 
50,725.07 
4,240.00 
Corporate Stock - Common ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003
95,175.00 
120,115.93 
13,500.00 
Corporate Stock - Common ADR TELEFONICA DEL PERU S A SPONSORED ADR NEW REPSTG CL B SHS
27,746.60 
89,544.05 
19,819.00 
Corporate Stock - Common ADR TELEFONICA S A SPONSORED
8,635.25 
8,511.99 
325.00 
Corporate Stock - Common ADR TERRA NETWORKS S A SPONSORED ADR
65.92 
801.34 
16.00 
Corporate Stock - Common ADR TESCO PLC SPONSORED
936.00 
1,184.95 
100.00 
Corporate Stock - Common ADR TEVA PHARMACEUTICAL INDS LTD ADR ISIN #US8816242098
11,583.00 
10,547.41 
300.00 
Corporate Stock - Common ADR THOMAS S A SPONSORED ADR
1,690.00 
3,015.95 
100.00 
Corporate Stock - Common ADR TOTAL FINA ELF S A SPONSORED ADR
5,362.50 
5,029.29 
75.00 
Corporate Stock - Common ADR TPG N V SPONSORED ADR
3,274.29 
7,027.13 
201.00 
Corporate Stock - Common ADR TREND MICRO INC SPONSORED ADR NEW
330.00 
1,949.62 
20.00 
Corporate Stock - Common ADR UNILEVER N V NY SHS NEW
6,171.00 
5,814.69 
100.00 
Corporate Stock - Common ADR UNILEVER N V NY SHS NEW
277,695.00 
210,309.64 
4,500.00 
Corporate Stock - Common ADR VODAFONE GROUP PLC NEW SPONSORED ADR
18,301.20 
37,853.10 
1,010.00 
Corporate Stock - Common ADR WAL-MART DE MEX S A DE C V SPONSOREDADR REPSTG SER V SHS
4,709.52 
5,469.87 
211.00 
Corporate Stock - Common ADTRAN INC COM
245,434.00 
151,809.96 
7,460.00 
Corporate Stock - Common ADVANCE TECHNOLOGIES INC COM NEW
360.00 
3,842.16 
9,000.00 
Corporate Stock - Common ADVANCED AUTO PTS INC COM
256,725.00 
275,524.78 
5,250.00 
Corporate Stock - Common ADVANCED AUTO PTS INC COM
355,992.00 
384,469.98 
7,280.00 
Corporate Stock - Common ADVANCED AUTO PTS INC COM
601,470.00 
639,404.89 
12,300.00 
Corporate Stock - Common ADVANCED DEPOSITION TECHNOLOGIES INC COM
0.60 
1,506.39 
300.00 
Corporate Stock - Common ADVANCED DIGITAL INFORMATION CORP COM
11,407.00 
30,000.97 
1,700.00 
Corporate Stock - Common ADVANCED ENGINE TECHNOLOGIES INC COM
11.00 
1,342.45 
100.00 
Corporate Stock - Common ADVANCED FIBRE COMMUNICATIONS INC COM
28,773.00 
35,944.43 
1,725.00 
Corporate Stock - Common ADVANCED FIBRE COMMUNICATIONS INC COM
230,517.60 
257,704.30 
13,820.00 
Corporate Stock - Common ADVANCED MICRO DEVICES INC COM
61,789.90 
83,021.73 
9,565.00 
Corporate Stock - Common ADVANCED MICRO DEVICES INC COM
173,774.00 
256,352.38 
26,900.00 
Corporate Stock - Common ADVANCED MICRO DEVICES INC COM
54,910.00 
123,106.38 
8,500.00 
Corporate Stock - Common ADVANCED NEUROMODULATION SYS INC COM
333,450.00 
302,188.50 
9,500.00 
Corporate Stock - Common ADVANCED OPTICS ELECTRONICS INC COM
1,420.00 
1,339.00 
200,000.00 
Corporate Stock - Common ADVANCED TISSUE SCIENCES INC COM
287.00 
52,322.36 
7,000.00 
Corporate Stock - Common ADVANCED VIRAL RESH CORP COM
4,000.00 
6,824.04 
50,000.00 
Corporate Stock - Common ADVANCEPCS CL A COM
44,420.00 
60,938.32 
2,000.00 
Corporate Stock - Common AES CORP COM
3,322.00 
5,167.01 
1,100.00 
Corporate Stock - Common AES CORP COM
210,796.00 
326,869.05 
69,800.00 
Corporate Stock - Common AES CORP COM
40,770.00 
363,680.18 
13,500.00 
Corporate Stock - Common AETHER SYSTEMS INC COM
22,936.00 
26,029.65 
6,100.00 
Corporate Stock - Common AETNA INC
3,704.71 
3,357.25 
90.10 
Corporate Stock - Common AETNA INC
154,158.88 
111,380.13 
3,749.00 
Corporate Stock - Common AFFILIATED COMPUTER SVCS INC CL A COM
14,215.50 
13,303.71 
270.00 
Corporate Stock - Common AFFILIATED MANAGERS GROUP INC COM STK
312,363.00 
319,923.89 
6,210.00 
Corporate Stock - Common AFFILIATED MANAGERS GROUP INC COM STK
421,514.00 
425,533.64 
8,380.00 
Corporate Stock - Common AFFILIATED MANAGERS GROUP INC COM STK
432,580.00 
521,508.52 
8,600.00 
Corporate Stock - Common AFFILIATED MANAGERS GROUP INC COM STK
387,310.00 
404,371.31 
7,700.00 
Corporate Stock - Common AFFYMETRIX INC OC-CAP STK
4,578.00 
5,191.60 
200.00 
Corporate Stock - Common AFFYMETRIX INC OC-CAP STK
453,222.00 
492,467.08 
19,800.00 
Corporate Stock - Common AFLAC INC COM
13,432.83 
12,890.23 
445.98 
Corporate Stock - Common AFLAC INC COM
385,536.00 
333,459.11 
12,800.00 
Corporate Stock - Common AGCO CORP COM
6,364.80 
7,087.45 
288.00 
Corporate Stock - Common AGCO CORP COM
310,947.00 
297,396.94 
14,070.00 
Corporate Stock - Common AGERE SYS INC CL A
3,428.64 
11,149.47 
2,381.00 
Corporate Stock - Common AGERE SYS INC CL A
153,648.00 
379,130.92 
106,700.00 
Corporate Stock - Common AGERE SYS INC CL B
27,846.00 
115,972.39 
19,890.00 
Corporate Stock - Common AGILE SOFTWARE CORP DEL COM
774.00 
6,467.45 
100.00 
Corporate Stock - Common AGILENT TECHNOLOGIES INC COM
41,272.08 
126,708.20 
2,298.00 
Corporate Stock - Common AGILENT TECHNOLOGIES INC COM
115,482.80 
106,539.31 
6,430.00 
Corporate Stock - Common AGILENT TECHNOLOGIES INC COM
208,371.92 
330,760.84 
11,602.00 
Corporate Stock - Common AGL RES INC COM
12,406.63 
10,374.36 
510.56 
Corporate Stock - Common AGNICO EAGLE MINES LTD COM
59,885.80 
51,460.95 
4,030.00 
Corporate Stock - Common AGRIUM INC COM
680,862.00 
604,544.81 
60,200.00 
Corporate Stock - Common AHT CORP COM
0.24 
8,468.82 
2,400.00 
Corporate Stock - Common AIR CDA INC CL A NON VTG CL A NON VTG COM STK ISIN# CA0089113074
2,618.00 
9,215.79 
1,540.00 
Corporate Stock - Common AIR METHODS CORP COM NEW
855.15 
1,801.45 
150.00 
Corporate Stock - Common AIR PROD & CHEM INC COM
320,625.00 
364,028.02 
7,500.00 
Corporate Stock - Common AIR PROD & CHEM INC COM
243,675.00 
146,725.18 
5,700.00 
Corporate Stock - Common AIR PROD & CHEM INC COM
1,102,950.00 
1,195,505.80 
25,800.00 
Corporate Stock - Common AIRBORNE INC COM
4,449.00 
5,118.97 
300.00 
Corporate Stock - Common AIRBORNE INC COM
253,593.00 
188,955.00 
17,100.00 
Corporate Stock - Common AIRGAS INC COM
163,875.00 
128,786.30 
9,500.00 
Corporate Stock - Common AIRNET COMMUNICATIONS CORP COM
1,768.00 
19,046.42 
3,400.00 
Corporate Stock - Common AIRTECH INTL GROUP INC COM NEW
8.12 
6,883.43 
81,200.00 
Corporate Stock - Common AIRTRAN HLDGS INC COM
9,750.00 
12,842.69 
2,500.00 
Corporate Stock - Common AK AIR GROUP INC COM
10,175.50 
14,614.76 
470.00 
Corporate Stock - Common AKAMAI TECHNOLOGIES INC COM STK
2,811.25 
32,633.84 
1,625.00 
Corporate Stock - Common AKSYS LTD COM
51,261.60 
61,226.56 
9,672.00 
Corporate Stock - Common ALADDIN KNOWLEDGE SYS COM
258.90 
1,021.21 
100.00 
Corporate Stock - Common ALANCO TECHNOLOGIES INC COM
74.36 
3,215.00 
143.00 
Corporate Stock - Common ALBANY INTL CORP NEW CL A
109,498.00 
151,274.86 
5,300.00 
Corporate Stock - Common ALBEMARLE CORP COM
162,165.00 
112,318.50 
5,700.00 
Corporate Stock - Common ALBERTO-CULVER CO CL B COM
352,800.00 
316,540.00 
7,000.00 
Corporate Stock - Common ALBERTO-CULVER CO CL B COM
70,560.00 
29,661.93 
1,400.00 
Corporate Stock - Common ALBERTSON S INC COM
10,606.18 
13,441.97 
476.47 
Corporate Stock - Common ALBERTSON S INC COM
210,891.24 
229,233.08 
9,474.00 
Corporate Stock - Common ALCOA INC COM STK
14,281.60 
15,730.40 
626.94 
Corporate Stock - Common ALCOA INC COM STK
635,562.00 
755,016.47 
27,900.00 
Corporate Stock - Common ALCOA INC COM STK
302,974.00 
150,206.32 
13,300.00 
Corporate Stock - Common ALCOA INC COM STK
478,744.48 
346,987.34 
21,016.00 
Corporate Stock - Common ALDILA INC COM NEW
678.30 
6,935.39 
399.00 
Corporate Stock - Common ALEXION PHARMACEUTICALS INC COM
35,300.00 
35,964.25 
2,500.00 
Corporate Stock - Common ALFA CORP COM
33,630.80 
34,566.84 
2,800.00 
Corporate Stock - Common ALICO INC COM
5,320.00 
6,325.95 
200.00 
Corporate Stock - Common ALIGN TECH INC COM
3,409.84 
5,856.14 
1,235.00 
Corporate Stock - Common ALLEGHENY ENERGY INC COM
23,436.00 
128,212.60 
3,100.00 
Corporate Stock - Common ALLEGIANCE TELECOM INC COM
67.00 
838.01 
100.00 
Corporate Stock - Common ALLEGY TECHNOLOGIES INC COM
12,497.38 
59,457.22 
2,006.00 
Corporate Stock - Common ALLERGAN INC COM
232.67 
228.32 
4.04 
Corporate Stock - Common ALLERGAN INC COM
341,686.60 
364,454.84 
5,930.00 
Corporate Stock - Common ALLERGAN INC COM
184,384.00 
55,452.02 
3,200.00 
Corporate Stock - Common ALLETE INC
2,442.21 
2,267.98 
107.68 
Corporate Stock - Common ALLIANCE DATA SYS CORP COM
350,501.60 
307,131.07 
19,780.00 
Corporate Stock - Common ALLIANCE GAMING CORP COM NEW NEW
407,527.90 
360,153.00 
23,930.00 
Corporate Stock - Common ALLIANCE PHARMACEUTICAL CORP COM NEW
19.20 
4,842.96 
160.00 
Corporate Stock - Common ALLIANCE RES PARTNERS L P UNIT LTD PARTNER INT COM STCK
41,174.00 
37,782.95 
1,700.00 
Corporate Stock - Common ALLIANT TECHSYSTEMS INC COM
22,134.25 
21,939.81 
355.00 
Corporate Stock - Common ALLIANT TECHSYSTEMS INC COM
260,623.00 
301,695.04 
4,180.00 
Corporate Stock - Common ALLIED CAP CORP NEW COM
63,183.53 
70,952.47 
2,894.34 
Corporate Stock - Common ALLIED WASTE INDS INC COM PAR $0.01 NEW
49,000.00 
82,741.44 
4,900.00 
Corporate Stock - Common ALLMERICA FINL CORP COM
260,580.00 
351,287.31 
25,800.00 
Corporate Stock - Common ALLOY INC COM STK
10,950.00 
12,435.05 
1,000.00 
Corporate Stock - Common ALLOY INC COM STK
136,875.00 
111,964.49 
12,500.00 
Corporate Stock - Common ALLSTATE CORP COM
23,347.72 
20,028.55 
631.19 
Corporate Stock - Common ALLSTATE CORP COM
565,947.00 
593,472.83 
15,300.00 
Corporate Stock - Common ALLSTATE CORP COM
632,529.00 
663,828.66 
17,100.00 
Corporate Stock - Common ALLSTATE CORP COM
648,360.72 
341,376.05 
17,528.00 
Corporate Stock - Common ALLTEL CORP COM ISIN #US0200391037
2,781.85 
3,033.04 
54.55 
Corporate Stock - Common ALLTEL CORP COM ISIN #US0200391037
392,700.00 
329,791.66 
7,700.00 
Corporate Stock - Common ALTA GOLD CO COM
0.20 
7,880.00 
2,000.00 
Corporate Stock - Common ALTAIR NANOTECHNOLOGOES INC COM
2,545.00 
16,273.16 
5,000.00 
Corporate Stock - Common ALTERA CORP COM
46,977.30 
81,025.45 
3,810.00 
Corporate Stock - Common ALTERA CORP COM
117,135.00 
386,367.94 
9,500.00 
Corporate Stock - Common ALTERA CORP COM
1,022,157.00 
987,697.29 
82,900.00 
Corporate Stock - Common AMAZON COM INC COM
103,913.89 
95,232.71 
5,501.00 
Corporate Stock - Common AMAZON COM INC COM
274,471.70 
174,027.09 
14,530.00 
Corporate Stock - Common AMBAC FNCL GROUP COM STK
146,224.00 
146,067.18 
2,600.00 
Corporate Stock - Common AMCOL INTL CORP COM
2,900.00 
6,015.00 
500.00 
Corporate Stock - Common AMER ELEC PWR CO INC COM
27,056.70 
40,652.86 
990.00 
Corporate Stock - Common AMER ELEC PWR CO INC COM
286,965.00 
366,943.75 
10,500.00 
Corporate Stock - Common AMER ELEC PWR CO INC COM
230,665.20 
318,455.57 
8,440.00 
Corporate Stock - Common AMER EXPRESS CO COM
70,305.53 
72,911.95 
1,988.84 
Corporate Stock - Common AMER EXPRESS CO COM
307,545.00 
368,892.41 
8,700.00 
Corporate Stock - Common AMER EXPRESS CO COM
1,155,945.00 
512,670.65 
32,700.00 
Corporate Stock - Common AMER FINL GROUP INC OH COM STK
73,824.00 
121,189.00 
3,200.00 
Corporate Stock - Common AMER GREETINGS CORP CL A COM
1,701.94 
1,871.77 
107.72 
Corporate Stock - Common AMER GREETINGS CORP CL A COM
25,280.00 
37,200.59 
1,600.00 
Corporate Stock - Common AMER W HLDGS CORP CL B
9,333.00 
21,002.69 
5,185.00 
Corporate Stock - Common AMERADA HESS CORP COM
511,965.00 
448,486.40 
9,300.00 
Corporate Stock - Common AMERADA HESS CORP COM
121,110.00 
106,426.92 
2,200.00 
Corporate Stock - Common AMEREN CORP COM
157,966.00 
146,441.98 
3,800.00 
Corporate Stock - Common AMERICAN TOWER CORP CL A
706.00 
1,364.98 
200.00 
Corporate Stock - Common AMERICREDIT CORP COM
228,330.00 
228,979.00 
29,500.00 
Corporate Stock - Common AMERICREDIT CORP COM
298,764.00 
289,500.00 
38,600.00 
Corporate Stock - Common AMERIGROUP CORP COM
2,152.01 
1,950.50 
71.00 
Corporate Stock - Common AMERIGROUP CORP COM
318,255.00 
343,605.41 
10,500.00 
Corporate Stock - Common AMERIPATH INC COM
6,450.00 
8,659.95 
300.00 
Corporate Stock - Common AMERISOURCEBERGEN CORP COM
20,094.70 
17,803.11 
370.00 
Corporate Stock - Common AMERISOURCEBERGEN CORP COM
216,153.80 
251,904.57 
3,980.00 
Corporate Stock - Common AMERISOURCEBERGEN CORP COM
141,206.00 
164,381.81 
2,600.00 
Corporate Stock - Common AMERISOURCEBERGEN CORP COM
738,616.00 
931,750.96 
13,600.00 
Corporate Stock - Common AMERITRADE HLDG CORP NEW COM
5,094.00 
19,240.18 
900.00 
Corporate Stock - Common AMERITRADE HLDG CORP NEW COM
464,120.00 
415,878.73 
82,000.00 
Corporate Stock - Common AMERN AXLE & MFG HOLDINGS INC
19,204.40 
21,017.66 
820.00 
Corporate Stock - Common AMERN CAP STRATEGIES LTD COM
3,238.48 
4,564.34 
150.00 
Corporate Stock - Common AMERN CAP STRATEGIES LTD COM
239,649.00 
266,652.52 
11,100.00 
Corporate Stock - Common AMERN COMMUNICATIONS ENTERPRISES INC COM
2,000.00 
33,737.00 
250,000.00 
Corporate Stock - Common AMERN EAGLE OUTFITTERS INC NEW COM
5,649.80 
10,074.95 
410.00 
Corporate Stock - Common AMERN FIRE RETARDANT CORP NEV COM
40.00 
988.80 
4,000.00 
Corporate Stock - Common AMERN HOME MTG HLDGS INC COM STK
26,400.00 
36,105.90 
2,400.00 
Corporate Stock - Common AMERN INTL GROUP INC COM
113,243.57 
133,760.32 
1,957.54 
Corporate Stock - Common AMERN INTL GROUP INC COM
445,445.00 
472,609.22 
7,700.00 
Corporate Stock - Common AMERN INTL GROUP INC COM
2,198,300.00 
2,624,436.90 
38,000.00 
Corporate Stock - Common AMERN INTL GROUP INC COM
3,754,291.45 
1,666,554.38 
64,897.00 
Corporate Stock - Common AMERN INTL GROUP INC COM
1,353,690.00 
1,760,984.61 
23,400.00 
Corporate Stock - Common AMERN MED SEC GROUP INC COM
33,552.00 
40,367.76 
2,400.00 
Corporate Stock - Common AMERN MED SYS HLDGS INC COM STK
283,675.00 
238,963.74 
17,500.00 
Corporate Stock - Common AMERN MULTIPLEXER CORP COM
3,612.00 
36,778.20 
45,150.00 
Corporate Stock - Common AMERN NORTEL COMMUNICATIONS INC COM
10.00 
1,904.95 
1,000.00 
Corporate Stock - Common AMERN PHARMACEUTICALS PARTNERS INC COM
7,120.00 
7,243.90 
400.00 
Corporate Stock - Common AMERN PWR CONVERSION CORP COM
757.50 
702.79 
50.00 
Corporate Stock - Common AMERN PWR CONVERSION CORP COM
290,880.00 
250,751.52 
19,200.00 
Corporate Stock - Common AMERN PWR CONVERSION CORP COM
74,235.00 
171,576.79 
4,900.00 
Corporate Stock - Common AMERN STD COS INC DEL COM
128,052.00 
136,506.32 
1,800.00 
Corporate Stock - Common AMERN STS WTR CO COM
30,095.00 
27,326.00 
1,300.00 
Corporate Stock - Common AMERN SUPERCONDUCTOR CORP
3,913.00 
24,116.02 
1,300.00 
Corporate Stock - Common AMERN WOODMARK CORP COM
57,000.00 
78,215.28 
1,200.00 
Corporate Stock - Common AMETEK INC NEW COM
275,203.50 
236,701.09 
7,150.00 
Corporate Stock - Common AMF BOWLING INC COM STK
3.72 
54.95 
186.00 
Corporate Stock - Common AMGEN INC COM
336,881.46 
360,183.22 
6,969.00 
Corporate Stock - Common AMGEN INC COM
1,285,844.00 
1,319,843.14 
26,600.00 
Corporate Stock - Common AMGEN INC COM
1,549,780.40 
626,697.34 
32,060.00 
Corporate Stock - Common AMGEN INC COM
1,508,208.00 
1,602,003.20 
31,200.00 
Corporate Stock - Common AMKOR TECH INC COM
952.00 
429.95 
200.00 
Corporate Stock - Common AMKOR TECH INC COM
82,348.00 
118,460.02 
17,300.00 
Corporate Stock - Common AMKOR TECH INC COM
97,104.00 
100,570.44 
20,400.00 
Corporate Stock - Common AMPEX CORP DEL CL A
224.00 
11,114.95 
2,800.00 
Corporate Stock - Common AMPHENOL CORP NEW CL A
7,600.00 
10,117.75 
200.00 
Corporate Stock - Common AMPLIDYNE INC COM
1,500.00 
1,829.79 
10,000.00 
Corporate Stock - Common AMR CORP COM
280,011.60 
597,009.03 
42,426.00 
Corporate Stock - Common AMR CORP COM
142,362.00 
158,465.49 
21,570.00 
Corporate Stock - Common AMR CORP COM
350,526.00 
378,143.47 
53,110.00 
Corporate Stock - Common AMR CORP COM
353,760.00 
461,072.56 
53,600.00 
Corporate Stock - Common AMR CORP COM
25,740.00 
72,534.00 
3,900.00 
Corporate Stock - Common AMSOUTH BANCORPORATION COM
3,840.00 
3,829.95 
200.00 
Corporate Stock - Common AMSOUTH BANCORPORATION COM
168,960.00 
237,962.80 
8,800.00 
Corporate Stock - Common AMTECH SYS INC COM PAR $0.01 NEW
7,925.00 
14,120.95 
2,500.00 
Corporate Stock - Common AMYLIN PHARMACEUTICALS INC COM
329,256.00 
360,975.66 
20,400.00 
Corporate Stock - Common ANADARKO PETRO CORP COM
23,868.57 
25,266.81 
498.30 
Corporate Stock - Common ANADARKO PETRO CORP COM
387,990.00 
412,556.74 
8,100.00 
Corporate Stock - Common ANADARKO PETRO CORP COM
297,363.20 
262,853.95 
6,208.00 
Corporate Stock - Common ANADIGICS INC COM
2,967.00 
14,294.45 
1,150.00 
Corporate Stock - Common ANALOG DEVICES INC COM
9,548.00 
19,215.10 
400.00 
Corporate Stock - Common ANALOG DEVICES INC COM
136,059.00 
168,696.87 
5,700.00 
Corporate Stock - Common ANALOG DEVICES INC COM
217,217.00 
287,659.90 
9,100.00 
Corporate Stock - Common ANALYSTS INTL CORP COM
3,564.00 
4,495.05 
1,800.00 
Corporate Stock - Common ANAREN INC COM
32,560.00 
33,803.94 
3,700.00 
Corporate Stock - Common ANATOLIA MINERALS DEV LTD COM
6,500.00 
1,848.10 
5,000.00 
Corporate Stock - Common ANC RENT CORP COM
292.05 
13,585.43 
5,841.00 
Corporate Stock - Common ANDREA ELECTRS CORP COM
60.00 
355.83 
200.00 
Corporate Stock - Common ANDREW CORP COM
25,186.00 
33,860.64 
2,450.00 
Corporate Stock - Common ANDRX GROUP COM
1,100.25 
4,649.91 
75.00 
Corporate Stock - Common ANDRX GROUP COM
176,040.00 
174,055.20 
12,000.00 
Corporate Stock - Common ANFI INC COM
1,725.75 
1,549.78 
117.00 
Corporate Stock - Common ANHEUSER BUSCH COS INC COM
76,877.50 
78,719.79 
1,588.38 
Corporate Stock - Common ANHEUSER BUSCH COS INC COM
692,120.00 
718,715.11 
14,300.00 
Corporate Stock - Common ANHEUSER BUSCH COS INC COM
1,030,920.00 
377,676.74 
21,300.00 
Corporate Stock - Common ANNALY MTG MGMT INC COM
65,251.21 
65,479.08 
3,470.81 
Corporate Stock - Common ANNTAYLOR STORES CORP COM
1,531.50 
1,680.10 
75.00 
Corporate Stock - Common ANNTAYLOR STORES CORP COM
259,334.00 
360,119.60 
12,700.00 
Corporate Stock - Common ANNTAYLOR STORES CORP COM
363,476.00 
411,695.38 
17,800.00 
Corporate Stock - Common ANSYS INC COM
60,600.00 
62,218.90 
3,000.00 
Corporate Stock - Common ANTHEM INC COM
1,572.50 
1,807.50 
25.00 
Corporate Stock - Common ANTHEM INC COM
510,748.00 
364,447.10 
8,120.00 
Corporate Stock - Common ANTHEM INC COM
213,860.00 
209,177.86 
3,400.00 
Corporate Stock - Common ANTHEM INC COM
220,150.00 
227,996.51 
3,500.00 
Corporate Stock - Common ANTHRACITE CAP INC COM
27,532.14 
24,350.78 
2,525.88 
Corporate Stock - Common ANTHRACITE CAP INC COM
114,450.00 
115,675.35 
10,500.00 
Corporate Stock - Common ANTIGENICS INC DEL COM STK
2,560.00 
3,704.95 
250.00 
Corporate Stock - Common ANTS SOFTWARE INC
36.00 
1,671.41 
45.00 
Corporate Stock - Common ANWORTH MTG AST CORP COM
251,400.00 
240,451.90 
20,000.00 
Corporate Stock - Common AOL TIME WARNER INC COM
635,297.60 
1,377,606.19 
48,496.00 
Corporate Stock - Common AOL TIME WARNER INC COM
186,020.00 
576,511.92 
14,200.00 
Corporate Stock - Common AOL TIME WARNER INC COM
1,457,375.00 
3,642,400.11 
111,250.00 
Corporate Stock - Common AOL TIME WARNER INC COM
1,112,190.00 
1,049,715.59 
84,900.00 
Corporate Stock - Common AON CORP COM
145,453.00 
197,882.03 
7,700.00 
Corporate Stock - Common APAC CUSTOMER SVCS INC COM
3,042.00 
3,220.90 
1,300.00 
Corporate Stock - Common APACHE CORP COM
24,933.92 
21,398.09 
437.51 
Corporate Stock - Common APACHE CORP COM
302,047.00 
297,163.01 
5,300.00 
Corporate Stock - Common APACHE CORP COM
370,435.00 
356,774.71 
6,500.00 
Corporate Stock - Common APACHE CORP COM
205,733.90 
132,103.29 
3,610.00 
Corporate Stock - Common APEX MTG CAP INC COM
4,578.00 
8,273.85 
700.00 
Corporate Stock - Common APEX SILVER MINE LTD COM STK
19,240.00 
13,827.93 
1,300.00 
Corporate Stock - Common API ELECTRONICS GROUP INC COM
12,702.00 
23,607.45 
14,600.00 
Corporate Stock - Common APOGEE ENTERPRISES INC COM
1,174.94 
1,638.92 
131.26 
Corporate Stock - Common APOLLO GOLD CORP
49.94 
2,008.15 
22.00 
Corporate Stock - Common APOLLO GROUP INC CL A
10,120.00 
10,147.65 
230.00 
Corporate Stock - Common APOLLO GROUP INC CL A
150,480.00 
96,411.55 
3,420.00 
Corporate Stock - Common APOLLO GROUP INC CL A
189,200.00 
162,025.95 
4,300.00 
Corporate Stock - Common APOLLO GROUP INC UNIV PHOENIX ONLINE COM
22,650.88 
19,731.36 
632.00 
Corporate Stock - Common APOLLO GROUP INC UNIV PHOENIX ONLINE COM
298,188.80 
237,822.59 
8,320.00 
Corporate Stock - Common APPIANT TECHNOLOGIES INC COM
292.50 
554.95 
1,500.00 
Corporate Stock - Common APPLE COMPUTER INC COM
58,538.05 
106,316.12 
4,085.00 
Corporate Stock - Common APPLE COMPUTER INC COM
127,537.00 
180,469.32 
8,900.00 
Corporate Stock - Common APPLEBEES INTL INC COM
24,431.53 
25,734.34 
1,053.49 
Corporate Stock - Common APPLEBEES INTL INC COM
255,101.00 
228,467.05 
11,000.00 
Corporate Stock - Common APPLERA CORP - APPLIED BIOSYSTEMS GROUP
91,208.00 
76,162.82 
5,200.00 
Corporate Stock - Common APPLERA CORP COM CELERA GENOMICS GROUP
10,953.85 
44,676.63 
1,147.00 
Corporate Stock - Common APPLERA CORP COM CELERA GENOMICS GROUP
136,565.00 
477,782.94 
14,300.00 
Corporate Stock - Common APPLIED DIGITAL SOLUTIONS INC COM
21,402.00 
39,849.25 
52,200.00 
Corporate Stock - Common APPLIED MAGNETICS CORP COM
22.83 
107,836.13 
228,300.00 
Corporate Stock - Common APPLIED MATERIALS INC COM
268,105.28 
414,347.35 
20,576.00 
Corporate Stock - Common APPLIED MATERIALS INC COM
284,054.00 
387,690.43 
21,800.00 
Corporate Stock - Common APPLIED MATERIALS INC COM
534,230.00 
398,742.47 
41,000.00 
Corporate Stock - Common APPLIED MICRO CIRCUITS CORP CDT-COM
20,405.70 
42,095.63 
5,530.00 
Corporate Stock - Common APPLIED MICRO CIRCUITS CORP CDT-COM
195,570.00 
196,637.36 
53,000.00 
Corporate Stock - Common APPLIED MICRO CIRCUITS CORP CDT-COM
27,675.00 
511,411.83 
7,500.00 
Corporate Stock - Common APPLIEDTHEORY CORP COM
20.00 
22,520.72 
200,000.00 
Corporate Stock - Common APPONLINE COM INC COM
0.20 
2,029.95 
500.00 
Corporate Stock - Common APTARGROUP INC COM
49,984.00 
42,480.00 
1,600.00 
Corporate Stock - Common APTARGROUP INC COM
121,836.00 
122,205.52 
3,900.00 
Corporate Stock - Common AQUILA INC DEL NEW COM
31,466.07 
47,515.85 
17,777.44 
Corporate Stock - Common AQUILA INC DEL NEW COM
63,543.00 
132,620.70 
35,900.00 
Corporate Stock - Common ARADIGM CORP COM
486.00 
1,229.95 
300.00 
Corporate Stock - Common ARBITRON INC COM
217,750.00 
218,312.76 
6,500.00 
Corporate Stock - Common ARBITRON INC COM
130,650.00 
109,520.58 
3,900.00 
Corporate Stock - Common ARCH COAL INC COM
103,632.00 
90,805.44 
4,800.00 
Corporate Stock - Common ARCH COAL INC COM
602,361.00 
621,273.04 
27,900.00 
Corporate Stock - Common ARCHER-DANIELS-MIDLAND CO COM
34,141.66 
36,167.41 
2,753.36 
Corporate Stock - Common ARCHER-DANIELS-MIDLAND CO COM
440,200.00 
537,472.21 
35,500.00 
Corporate Stock - Common ARCHER-DANIELS-MIDLAND CO COM
518,320.00 
579,700.61 
41,800.00 
Corporate Stock - Common ARCHER-DANIELS-MIDLAND CO COM
296,360.00 
383,190.73 
23,900.00 
Corporate Stock - Common ARCHER-DANIELS-MIDLAND CO COM
198,933.20 
178,165.55 
16,043.00 
Corporate Stock - Common ARIAD PHARMACEUTICALS INC COM
10,800.00 
44,506.53 
4,500.00 
Corporate Stock - Common ARIBA INC COM
51,571.60 
95,213.40 
20,795.00 
Corporate Stock - Common ARIEL CORP COM
2.00 
9,084.19 
1,000.00 
Corporate Stock - Common ARMOR HLDGS INC COM
1,377.00 
2,685.95 
100.00 
Corporate Stock - Common ARRAY BIOPHARMA INC COM
22,505.25 
34,684.75 
4,055.00 
Corporate Stock - Common ARROW ELECTR INC COM
5,116.00 
7,947.51 
400.00 
Corporate Stock - Common ARROW ELECTR INC COM
11,511.00 
24,917.99 
900.00 
Corporate Stock - Common ARTHROCARE CORP COM
985.00 
1,039.95 
100.00 
Corporate Stock - Common ASANTE TECHNOLOGIES INC COM
130.00 
11,076.49 
2,000.00 
Corporate Stock - Common ASCENDANT SOLUTIONS INC COM
38.00 
1,774.50 
100.00 
Corporate Stock - Common ASCENT ASSURN INC COM
27.75 
0.00 
37.00 
Corporate Stock - Common ASCENT ASSURN INC WT EXP 03-24-2004
0.99 
0.00 
197.00 
Corporate Stock - Common ASCENTIAL SOFTWARE CORP COM
14,044.80 
35,632.80 
5,852.00 
Corporate Stock - Common ASHLAND INC COM
8,559.00 
10,362.46 
300.00 
Corporate Stock - Common ASHLAND INC COM
165,474.00 
221,816.10 
5,800.00 
Corporate Stock - Common ASHLAND INC COM
476,451.00 
469,179.84 
16,700.00 
Corporate Stock - Common ASHLAND INC COM
48,501.00 
59,573.11 
1,700.00 
Corporate Stock - Common ASIA GLOBAL CROSSING
12.80 
2,288.61 
3,200.00 
Corporate Stock - Common ASK JEEVES INC OC-COM
3,840.00 
5,893.25 
1,500.00 
Corporate Stock - Common ASPEN GROUP RES CORPORATION COM
102.12 
34,236.00 
1,571.00 
Corporate Stock - Common ASSOCTD BANC-CORP COM
3,394.00 
3,752.35 
100.00 
Corporate Stock - Common ASTEA INTL IINC COM
91.14 
1,319.43 
147.00 
Corporate Stock - Common ASTORIA FINL CORP COM
152,040.00 
154,850.36 
5,600.00 
Corporate Stock - Common ASTRALIS LTD COM
4,320.00 
15,218.40 
12,000.00 
Corporate Stock - Common ASTROPOWER INC CDT-COM
9,588.00 
28,547.28 
1,200.00 
Corporate Stock - Common ASYST TECHNOLOGIES INC COM
20,065.50 
55,440.18 
2,730.00 
Corporate Stock - Common AT & T LATIN AMER CORP COM
31.50 
625.26 
150.00 
Corporate Stock - Common AT&T CORP COM NEW
63,238.42 
75,561.71 
2,422.00 
Corporate Stock - Common AT&T CORP COM NEW
44,387.00 
41,999.23 
1,700.00 
Corporate Stock - Common AT&T CORP COM NEW
379,117.20 
412,195.69 
14,520.00 
Corporate Stock - Common AT&T CORP COM NEW
696,614.80 
777,072.06 
26,680.00 
Corporate Stock - Common AT&T CORP COM NEW
501,259.78 
629,410.48 
19,198.00 
Corporate Stock - Common AT&T WIRELESS SVCS INC COM
39,318.35 
85,233.81 
6,959.00 
Corporate Stock - Common AT&T WIRELESS SVCS INC COM
276,285.00 
322,259.23 
48,900.00 
Corporate Stock - Common AT&T WIRELESS SVCS INC COM
300,580.00 
215,646.05 
53,200.00 
Corporate Stock - Common AT&T WIRELESS SVCS INC COM
380,781.75 
1,082,660.72 
67,395.00 
Corporate Stock - Common ATI TECHNOLOGIES INC COM
144,181.00 
203,097.35 
31,000.00 
Corporate Stock - Common ATLAS AIR WORLDWIDE HLDGS INC
2,831.25 
22,599.85 
1,875.00 
Corporate Stock - Common ATLC COAST AIRLINES HLDGS INC COM ATLC COAST AIRLINES HLDG COM
22,977.30 
25,604.04 
1,910.00 
Corporate Stock - Common ATLC COAST AIRLINES HLDGS INC COM ATLC COAST AIRLINES HLDG COM
93,834.00 
213,190.93 
7,800.00 
Corporate Stock - Common ATMEL CORP COM
9,466.35 
49,845.27 
4,245.00 
Corporate Stock - Common ATMI INC COM
138,900.00 
205,564.65 
7,500.00 
Corporate Stock - Common ATSI COMMUNICATIONS INC COM
140.00 
329.95 
2,000.00 
Corporate Stock - Common AUDIBLE INC COM
420.00 
1,639.90 
1,400.00 
Corporate Stock - Common AUDIOCODES LTD COM STK
258.00 
988.23 
100.00 
Corporate Stock - Common AUDIOVOX CORP CL A
8,789.85 
8,833.81 
850.00 
Corporate Stock - Common AURA SYS INC COM
10,679.00 
220,569.48 
181,000.00 
Corporate Stock - Common AURORA FOODS INC COM STK
126.36 
0.00 
162.00 
Corporate Stock - Common AUSPEX SYS INC COM
251.60 
2,704.00 
680.00 
Corporate Stock - Common AUTO DATA PROCESSING INC COM
45,213.49 
54,379.51 
1,151.94 
Corporate Stock - Common AUTO DATA PROCESSING INC COM
129,525.00 
136,984.68 
3,300.00 
Corporate Stock - Common AUTO DATA PROCESSING INC COM
584,825.00 
311,593.61 
14,900.00 
Corporate Stock - Common AUTO DATA PROCESSING INC COM
396,425.00 
456,740.25 
10,100.00 
Corporate Stock - Common AUTODESK INC COM
3,861.00 
4,196.56 
270.00 
Corporate Stock - Common AUTODESK INC COM
255,255.00 
236,490.56 
17,850.00 
Corporate Stock - Common AUTODESK INC COM
441,870.00 
406,233.54 
30,900.00 
Corporate Stock - Common AUTODESK INC COM
40,040.00 
43,391.50
2,800.00 
Corporate Stock - Common AUTOIMMUNE INC COM
945.00 
4,576.04 
1,500.00 
Corporate Stock - Common AUTOLIV INC COM STK
39,767.00 
36,536.05 
1,900.00 
Corporate Stock - Common AUTONATION INC DEL COM
5,024.00 
4,592.48 
400.00 
Corporate Stock - Common AUTOZONE INC COM
14,059.35 
15,007.60 
199.00 
Corporate Stock - Common AUTOZONE INC COM
176,625.00 
74,536.20 
2,500.00 
Corporate Stock - Common AUTOZONE INC COM
459,225.00 
513,399.83 
6,500.00 
Corporate Stock - Common AVANEX CORP COM STK
1,933.56 
69,309.54 
1,845.00 
Corporate Stock - Common AVANT IMMUNOTHERAPEUTICS INC COM
1,135.00 
1,809.95 
1,000.00 
Corporate Stock - Common AVAYA INC COM
4,625.60 
37,454.24 
1,888.00 
Corporate Stock - Common AVAYA INC COM
122,500.00 
505,220.04 
50,000.00 
Corporate Stock - Common AVAYA INC COM
87,465.00 
78,829.30 
35,700.00 
Corporate Stock - Common AVAYA INC COM
21,998.55 
125,609.85 
8,979.00 
Corporate Stock - Common AVE A INC COM STK ISIN# US0535661054
1,450.00 
1,379.95 
500.00 
Corporate Stock - Common AVERY DENNISON CORP COM
3,664.80 
2,730.60 
60.00 
Corporate Stock - Common AVERY DENNISON CORP COM
283,411.20 
282,561.99 
4,640.00 
Corporate Stock - Common AVERY DENNISON CORP COM
164,916.00 
72,280.40 
2,700.00 
Corporate Stock - Common AVIALL INC NEW COM
12,880.00 
22,048.00 
1,600.00 
Corporate Stock - Common AVICI SYS INC COM NEW
4,564.50 
10,577.24 
1,275.00 
Corporate Stock - Common AVICI SYS INC COM NEW
21,748.50 
54,744.82 
6,075.00 
Corporate Stock - Common AVISTA CORP COM ISIN # US05379B1070
134,096.00 
228,405.27 
11,600.00 
Corporate Stock - Common AVNET INC COM
3,433.11 
6,158.59 
317.00 
Corporate Stock - Common AVNET INC COM
239,343.00 
534,760.37 
22,100.00 
Corporate Stock - Common AVOCENT CORP COM
206,646.00 
207,613.20 
9,300.00 
Corporate Stock - Common AVON PROD INC COM
436,347.00 
435,733.68 
8,100.00 
Corporate Stock - Common AVON PROD INC COM
317,833.00 
122,342.18 
5,900.00 
Corporate Stock - Common AVX CORP COM
980.00 
1,830.95 
100.00 
Corporate Stock - Common AWARE INC MASS COM
2,180.00 
4,486.92 
1,000.00 
Corporate Stock - Common AWG LTD COM
1,000.00 
1,030.00 
10,000.00 
Corporate Stock - Common AXCELIS TECHNOLOGIES INC COM STK ISIN# US0545401095
264,408.26 
308,691.83 
47,140.00 
Corporate Stock - Common AXCELIS TECHNOLOGIES INC COM STK ISIN# US0545401095
108,253.70 
276,030.53 
19,300.00 
Corporate Stock - Common AXS-ONE INC COM
385.50 
4,163.95 
514.00 
Corporate Stock - Common AZTAR CORP COM
7,140.00 
10,806.97 
500.00 
Corporate Stock - Common B A T INTL INC COM
93.50 
2,787.29 
5,500.00 
Corporate Stock - Common BAKER HUGHES INC COM
4,828.50 
4,234.69 
150.00 
Corporate Stock - Common BAKER HUGHES INC COM
260,739.00 
264,179.84 
8,100.00 
Corporate Stock - Common BAKER HUGHES INC COM
151,293.00 
102,511.66 
4,700.00 
Corporate Stock - Common BAKER HUGHES INC COM
466,755.00 
322,321.88 
14,500.00 
Corporate Stock - Common BAKER HUGHES INC COM
268,464.60 
169,386.92 
8,340.00 
Corporate Stock - Common BALL CORP COM
11,868.20 
10,210.78 
231.85 
Corporate Stock - Common BALL CORP COM
222,676.50 
194,024.69 
4,350.00 
Corporate Stock - Common BALL CORP COM
339,389.70 
330,183.28 
6,630.00 
Corporate Stock - Common BALL CORP COM
71,666.00 
23,563.67 
1,400.00 
Corporate Stock - Common BALLARD PWR SYS INC COM
44,475.12 
197,921.95 
4,014.00 
Corporate Stock - Common BALLISTIC RECOVERY SYS INC COM STK
960.00 
2,092.46 
1,000.00 
Corporate Stock - Common BALLY TOTAL FITNESS HLDG CORP COM
3,545.00 
10,779.95 
500.00 
Corporate Stock - Common BANCPRO INC COM
60.00 
1,404.95 
1,000.00 
Corporate Stock - Common BANK N.Y. CO INC COM
9,032.92 
11,684.13 
377.00 
Corporate Stock - Common BANK N.Y. CO INC COM
433,676.00 
284,528.39 
18,100.00 
Corporate Stock - Common BANK ONE CORP COM
12,050.90 
11,896.10 
329.71 
Corporate Stock - Common BANK ONE CORP COM
69,445.00 
66,567.16 
1,900.00 
Corporate Stock - Common BANK ONE CORP COM
73,100.00 
73,546.97 
2,000.00 
Corporate Stock - Common BANK ONE CORP COM
950,300.00 
859,701.16 
26,000.00 
Corporate Stock - Common BANK ONE CORP COM
1,060,681.00 
912,386.43 
29,020.00 
Corporate Stock - Common BANKATLANTIC BANCORP INC CL A NON VTG
411,736.50 
365,295.89 
43,570.00 
Corporate Stock - Common BANKATLANTIC BANCORP INC CL A NON VTG
84,105.00 
71,108.33 
8,900.00 
Corporate Stock - Common BANKNORTH GROUP INC NEW COM
122,040.00 
144,192.08 
5,400.00 
Corporate Stock - Common BANKUNITED FINL CORP CL A
29,124.00 
28,017.00 
1,800.00 
Corporate Stock - Common BANTA CORP COM
3,127.00 
3,194.95 
100.00 
Corporate Stock - Common BARD C R INC CAP
493,000.00 
481,526.70 
8,500.00 
Corporate Stock - Common BARD C R INC CAP
75,400.00 
39,266.34 
1,300.00 
Corporate Stock - Common BARNES & NOBLE INC COM
4,969.25 
6,283.33 
275.00 
Corporate Stock - Common BARNESANDNOBLE COM INC CL A ISIN #US0678461056
517.50 
1,777.50 
450.00 
Corporate Stock - Common BARR LABS INC COM
1,041.44 
1,121.43 
16.00 
Corporate Stock - Common BARR LABS INC COM
397,049.00 
405,782.02 
6,100.00 
Corporate Stock - Common BARRICK GOLD CORP
87,266.83 
96,235.27 
5,663.00 
Corporate Stock - Common BARRISTER GLOBAL SERVICES NETWORK INC COM NEW
2,800.00 
16,772.50 
7,000.00 
Corporate Stock - Common BAUSCH & LOMB INC COM
144,000.00 
146,544.06 
4,000.00 
Corporate Stock - Common BAUSCH & LOMB INC COM
471,600.00 
472,603.46 
13,100.00 
Corporate Stock - Common BAUSCH & LOMB INC COM
46,800.00 
48,484.49 
1,300.00 
Corporate Stock - Common BAXTER INTL INC COM
23,240.00 
25,989.57 
830.00 
Corporate Stock - Common BAXTER INTL INC COM
296,800.00 
525,368.03 
10,600.00 
Corporate Stock - Common BAXTER INTL INC COM
414,400.00 
281,630.91 
14,800.00 
Corporate Stock - Common BAXTER INTL INC COM
1,170,400.00 
1,636,782.40 
41,800.00 
Corporate Stock - Common BB&T CORP COM
1,239.76 
1,270.17 
33.52 
Corporate Stock - Common BB&T CORP COM
440,181.00 
390,682.65 
11,900.00 
Corporate Stock - Common BE AEROSPACE INC COM
94.64 
322.29 
26.00 
Corporate Stock - Common BE INC COM STK
55.00 
6,029.95 
500.00 
Corporate Stock - Common BEA SYS INC COM
184,724.35 
203,083.46 
16,105.00 
Corporate Stock - Common BEA SYS INC COM
307,166.60 
212,164.55 
26,780.00 
Corporate Stock - Common BEACON PWR CORP COM
44.00 
1,337.95 
200.00 
Corporate Stock - Common BEAR STEARNS COS INC COM
305,910.00 
304,923.74 
5,150.00 
Corporate Stock - Common BEAR STEARNS COS INC COM
249,480.00 
251,937.42 
4,200.00 
Corporate Stock - Common BEAR STEARNS COS INC COM
143,154.00 
125,486.71 
2,410.00 
Corporate Stock - Common BEARINGPOINT INC COM
307,671.00 
374,019.95 
44,590.00 
Corporate Stock - Common BEAZER HOMES USA INC COM
224,220.00 
196,020.08 
3,700.00 
Corporate Stock - Common BECTON DICKINSON & CO COM
5,831.10 
7,050.00 
190.00 
Corporate Stock - Common BECTON DICKINSON & CO COM
303,831.00 
288,181.08 
9,900.00 
Corporate Stock - Common BECTON DICKINSON & CO COM
196,416.00 
100,423.71 
6,400.00 
Corporate Stock - Common BED BATH BEYOND INC COM
47,547.81 
47,956.37 
1,377.00 
Corporate Stock - Common BED BATH BEYOND INC COM
417,122.40 
401,998.74 
12,080.00 
Corporate Stock - Common BED BATH BEYOND INC COM
48,342.00 
42,980.22 
1,400.00 
Corporate Stock - Common BED BATH BEYOND INC COM
252,069.00 
135,727.42 
7,300.00 
Corporate Stock - Common BED BATH BEYOND INC COM
666,429.00 
592,627.84 
19,300.00 
Corporate Stock - Common BELL INDS INC COM
1,280.00 
1,741.95 
800.00 
Corporate Stock - Common BELLSOUTH CORP COM STK
25,401.49 
30,755.94 
981.89 
Corporate Stock - Common BELLSOUTH CORP COM STK
95,719.00 
87,436.26 
3,700.00 
Corporate Stock - Common BELLSOUTH CORP COM STK
732,121.00 
969,120.16 
28,300.00 
Corporate Stock - Common BELLSOUTH CORP COM STK
1,195,194.00 
866,097.89 
46,200.00 
Corporate Stock - Common BELO CORP
364,785.20 
397,378.50 
17,110.00 
Corporate Stock - Common BELO CORP
358,176.00 
302,348.38 
16,800.00 
Corporate Stock - Common BEMA GOLD CORP COM
44,889.00 
58,684.95 
34,530.00 
Corporate Stock - Common BEMIS CO INC COM
64,519.00 
35,481.11 
1,300.00 
Corporate Stock - Common BENCHMARK ELECTRS INC COM
4,814.88 
5,041.82 
168.00 
Corporate Stock - Common BENCHMARK ELECTRS INC COM
343,920.00 
324,924.36 
12,000.00 
Corporate Stock - Common BENTHOS INC COM
733.95 
2,006.05 
233.00 
Corporate Stock - Common BERKLEY W R CORP COM
722,882.50 
587,529.29 
18,250.00 
Corporate Stock - Common BERKSHIRE HATHAWAY INC CL B COM
397,372.00 
375,439.91 
164.00 
Corporate Stock - Common BEST BUY INC COM STK
23,956.80 
25,276.97 
992.00 
Corporate Stock - Common BEST BUY INC COM STK
193,200.00 
345,987.79 
8,000.00 
Corporate Stock - Common BETA OIL & GAS INC COM
860.00 
1,009.95 
1,000.00 
Corporate Stock - Common BEVERLY ENTERPRISES INC COM STK
14,250.00 
15,120.15 
5,000.00 
Corporate Stock - Common BHP BILLITON LTD
10,005.00 
10,089.30 
870.00 
Corporate Stock - Common BICO INC COM
98.07 
22,202.45 
163,445.00 
Corporate Stock - Common BIFS TECHNOLOGIES CORP COM
2,100.00 
4,636.02 
100,000.00 
Corporate Stock - Common BIG LOTS INC COM
13,891.50 
16,450.32 
1,050.00 
Corporate Stock - Common BIG LOTS INC COM
38,367.00 
112,009.95 
2,900.00 
Corporate Stock - Common BIO RAD LABS INC CL A
8,707.50 
10,759.50 
225.00 
Corporate Stock - Common BIO RAD LABS INC CL A
162,540.00 
192,142.14 
4,200.00 
Corporate Stock - Common BIO-TECHNOLOGY GEN COM STK USD0.01
5,697.78 
16,845.25 
1,780.00 
Corporate Stock - Common BIOGEN INC COM
9,213.80 
11,023.28 
230.00 
Corporate Stock - Common BIOGEN INC COM
254,381.00 
269,776.90 
6,350.00 
Corporate Stock - Common BIOGEN INC COM
148,222.00 
290,755.87 
3,700.00 
Corporate Stock - Common BIOJECT MED TECHNOLOGIES INC COM NEW BIOJECT MED TECH NEW
975.00 
5,431.78 
500.00 
Corporate Stock - Common BIOLASE TECH INC COM
2,745.00 
2,203.46 
500.00 
Corporate Stock - Common BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010
348,975.00 
253,235.46 
49,500.00 
Corporate Stock - Common BIOMET INC COM
719.34 
764.53 
25.10 
Corporate Stock - Common BIOMET INC COM
316,693.00 
311,180.91 
11,050.00 
Corporate Stock - Common BIOMET INC COM
184,857.00 
63,358.56 
6,450.00 
Corporate Stock - Common BIOPULSE INTERNATION INC COM
1.40 
1,854.95 
200.00 
Corporate Stock - Common BIOPURE CORP CL A
5,170.80 
19,175.47 
1,390.00 
Corporate Stock - Common BIORELIANCE CORP COM
926.80 
1,049.95 
40.00 
Corporate Stock - Common BIOSITE INC COM
27,216.00 
26,190.02 
800.00 
Corporate Stock - Common BIOVAIL CORP COM
5,889.43 
7,646.31 
223.00 
Corporate Stock - Common BISYS GROUP INC COM
572.40 
1,140.56 
36.00 
Corporate Stock - Common BJ SVCS CO COM
280,127.70 
252,479.11 
8,670.00 
Corporate Stock - Common BJ SVCS CO COM
126,009.00 
149,301.75 
3,900.00 
Corporate Stock - Common BJ SVCS CO COM
878,832.00 
827,557.89 
27,200.00 
Corporate Stock - Common BJS WHSL CLUB INC COM STK
5,032.50 
8,326.45 
275.00 
Corporate Stock - Common BK AMER CORP COM
9,417.62 
8,792.80 
135.37 
Corporate Stock - Common BK AMER CORP COM
1,607,067.00 
1,232,519.18 
23,100.00 
Corporate Stock - Common BK AMER CORP COM
1,092,249.00 
984,699.49 
15,700.00 
Corporate Stock - Common BK AMER CORP COM
2,590,786.80 
1,214,336.84 
37,240.00 
Corporate Stock - Common BK HAW CORP COM
9,117.00 
4,792.45 
300.00 
Corporate Stock - Common BK OF OZARKS INC COM
9,376.00 
9,667.35 
400.00 
Corporate Stock - Common BLACK & DECKER CORP COM
85,780.00 
57,376.86 
2,000.00 
Corporate Stock - Common BLACK BOX CORP DEL COM
3,180.80 
3,723.00 
71.00 
Corporate Stock - Common BLACK HILLS CORP COM
1,355.65 
1,276.61 
51.12 
Corporate Stock - Common BLACKROCK INC CL A COM STK
4,925.00 
5,042.45 
125.00 
Corporate Stock - Common BLACKROCK INC CL A COM STK
118,200.00 
130,911.00 
3,000.00 
Corporate Stock - Common BLOCK H & R INC COM
34,802.15 
38,685.14 
865.73 
Corporate Stock - Common BLOCK H & R INC COM
180,900.00 
75,620.22 
4,500.00 
Corporate Stock - Common BLUE MARTINI SOFTWARE INC COM NEW
452.40 
4,425.30 
156.00 
Corporate Stock - Common BLUE RHINO CORP COM
1,391.20 
1,349.15 
80.00 
Corporate Stock - Common BLUEFLY INC COM
16,500.00 
12,379.95 
10,000.00 
Corporate Stock - Common BLUEGREEN CORP COM
7,125.30 
7,886.72 
2,030.00 
Corporate Stock - Common BMC INDS INC MINN COM
2,355.00 
3,534.55 
1,500.00 
Corporate Stock - Common BMC SOFTWARE INC COM STK
50,406.06 
82,395.36 
2,946.00 
Corporate Stock - Common BMC SOFTWARE INC COM STK
100,949.00 
311,654.18 
5,900.00 
Corporate Stock - Common BOB EVANS FARMS INC COM
116,750.00 
122,063.72 
5,000.00 
Corporate Stock - Common BOEING CO COM
689,029.14 
636,526.30 
20,886.00 
Corporate Stock - Common BOISE CASCADE CORP COM
209,326.00 
273,191.65 
8,300.00 
Corporate Stock - Common BOISE CASCADE CORP COM
325,590.20 
437,663.20 
12,910.00 
Corporate Stock - Common BOISE CASCADE CORP COM
37,830.00 
48,488.07 
1,500.00 
Corporate Stock - Common BOLDER TECHNOLOGIES CORP COM
1.05 
41,386.32 
10,500.00 
Corporate Stock - Common BOMBARDIER INC CL B COM
413.28 
1,253.84 
123.00 
Corporate Stock - Common BOMBAY INC COM
18,500.00 
18,380.49 
3,700.00 
Corporate Stock - Common BOOKTECH COM INC COM
0.02 
529.95 
200.00 
Corporate Stock - Common BOOTS & COOTS INTL WELL CTL INC BOOTS & COOTS/INTERNATIONAL WELL CTL INC -
19,695.00 
20,093.24 
131,300.00 
Corporate Stock - Common BORDERS GROUP INC COM STK
3,220.00 
4,405.19 
200.00 
Corporate Stock - Common BORG WARNER INC COM
347,898.00 
435,609.48 
6,900.00 
Corporate Stock - Common BORG WARNER INC COM
378,150.00 
438,388.26 
7,500.00 
Corporate Stock - Common BOTTOMLINE TECHNOLOGIES DEL INC COM
132.88 
1,007.58 
22.00 
Corporate Stock - Common BOWATER INC COM
16,780.00 
16,206.57 
400.00 
Corporate Stock - Common BOYD GAMING CORP
119,425.00 
108,952.34 
8,500.00 
Corporate Stock - Common BOYD GAMING CORP
488,940.00 
460,079.21 
34,800.00 
Corporate Stock - Common BRADLEY PHARMACEUTICALS INC COM
13,030.00 
11,751.90 
1,000.00 
Corporate Stock - Common BRADY CORP CL A
36,685.00 
36,014.00 
1,100.00 
Corporate Stock - Common BRAINTECH INC NEW COM NEW
233.20 
26,901.95 
2,120.00 
Corporate Stock - Common BRIGHTPOINT INC COM NEW
6,083.77 
6,374.68 
770.00 
Corporate Stock - Common BRINKER INTL INC COM
441,502.50 
362,461.06 
13,690.00 
Corporate Stock - Common BRISTOL MYERS SQUIBB CO COM
59,544.25 
81,681.29 
2,572.11 
Corporate Stock - Common BRISTOL MYERS SQUIBB CO COM
298,635.00 
278,855.06 
12,900.00 
Corporate Stock - Common BRISTOL MYERS SQUIBB CO COM
1,115,830.00 
1,054,889.61 
48,200.00 
Corporate Stock - Common BROADBAND WIRELESS INTL CORP COM
59.00 
10,408.79 
2,950.00 
Corporate Stock - Common BROADCOM CORP CL A
55,978.02 
110,047.70 
3,717.00 
Corporate Stock - Common BROADCOM CORP CL A
103,914.00 
1,177,548.24 
6,900.00 
Corporate Stock - Common BROADCOM CORP CL A
191,262.00 
363,423.98 
12,700.00 
Corporate Stock - Common BROADVISION INC COM NEW
4,849.02 
154,307.54 
1,422.00 
Corporate Stock - Common BROADWING INC COM ISIN US1116201005
1,196.80 
1,014.87 
340.00 
Corporate Stock - Common BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087
54,925.38 
81,361.25 
13,267.00 
Corporate Stock - Common BROOKLINE BANCORP INC DEL COM BROOKLINE BANCORP INC +
111,860.00 
118,990.84 
9,400.00 
Corporate Stock - Common BROWN & BROWN INC COM
38,309.25 
39,326.76 
1,185.31 
Corporate Stock - Common BROWN & BROWN INC COM
402,707.20 
445,064.97 
12,460.00
Corporate Stock - Common BROWN SHOE INC NEW COM
2,383.00 
2,596.95 
100.00 
Corporate Stock - Common BROWN-FORMAN INC CL B NON-VTG COM
111,112.00 
59,149.94 
1,700.00 
Corporate Stock - Common BRUNSWICK CORP COM
212,502.00 
236,351.38 
10,700.00 
Corporate Stock - Common BRUNSWICK CORP COM
425,004.00 
437,937.44 
21,400.00 
Corporate Stock - Common BRUNSWICK CORP COM
43,692.00 
42,032.52 
2,200.00 
Corporate Stock - Common BSTN BEER INC CL A
5,720.00 
5,813.95 
400.00 
Corporate Stock - Common BSTN SCIENTIFIC CORP COM
11,480.40 
6,292.22 
270.00 
Corporate Stock - Common BSTN SCIENTIFIC CORP COM
114,804.00 
113,770.44 
2,700.00 
Corporate Stock - Common BSTN SCIENTIFIC CORP COM
429,452.00 
184,780.23 
10,100.00 
Corporate Stock - Common BUDGET GROUP INC CL A
54.00 
529.82 
2,000.00 
Corporate Stock - Common BUNGE LTD
3,464.64 
3,692.14 
144.00 
Corporate Stock - Common BUNGE LTD
581,289.60 
460,538.03 
24,160.00 
Corporate Stock - Common BURL COAT FACTORY WHSE CORP COM
62,825.00 
66,479.35 
3,500.00 
Corporate Stock - Common BURL NORTHN SANTA FE CORP COM
2,107.93 
2,155.24 
81.04 
Corporate Stock - Common BURL NORTHN SANTA FE CORP COM
243,843.75 
179,690.06 
9,375.00 
Corporate Stock - Common BURL RES INC COM
16,036.40 
16,667.62 
376.00 
Corporate Stock - Common BURL RES INC COM
212,695.55 
197,856.98 
4,987.00 
Corporate Stock - Common C CORNET CORP COM
664.00 
2,717.45 
200.00 
Corporate Stock - Common C H ROBINSON WORLDWIDE INC COM
3,120.00 
3,286.95 
100.00 
Corporate Stock - Common CA AMPLIFIER INC COM
10,020.00 
16,765.88 
2,000.00 
Corporate Stock - Common CA PIZZA KITCHEN INC COM ISIN US13054D1090
103,320.00 
99,212.48 
4,100.00 
Corporate Stock - Common CABLEVISION NY GROUP CL A COM
4,185.00 
12,529.95 
250.00 
Corporate Stock - Common CABOT CORP COM
334,404.00 
410,202.65 
12,600.00 
Corporate Stock - Common CABOT MICROELECTRONICS CORP COM
14,915.20 
16,029.83 
316.00 
Corporate Stock - Common CABOT MICROELECTRONICS CORP COM
176,056.00 
187,286.72 
3,730.00 
Corporate Stock - Common CAL DIVE INTL INC COM
3,031.50 
3,016.81 
129.00 
Corporate Stock - Common CAL DIVE INTL INC COM
412,190.00 
408,298.98 
17,540.00 
Corporate Stock - Common CALEDONIA MNG CORP COM STK
2,640.00 
2,667.70 
10,000.00 
Corporate Stock - Common CALIPER TECHNOLOGIES CORP OC-COM ISIN US1308761055
21,600.00 
115,846.68 
7,200.00 
Corporate Stock - Common CALLAWAY GOLF CO COM
2,688.00 
2,643.86 
202.87 
Corporate Stock - Common CALLAWAY GOLF CO COM
176,225.00 
221,389.46 
13,300.00 
Corporate Stock - Common CALLAWAY GOLF CO COM
243,800.00 
317,734.26 
18,400.00 
Corporate Stock - Common CALLON PETE CO DEL COM
1,477.35 
3,158.65 
441.00 
Corporate Stock - Common CALPINE CORP COM
132,339.70 
134,720.90 
40,595.00 
Corporate Stock - Common CALPINE CORP COM
30,644.00 
290,324.81 
9,400.00 
Corporate Stock - Common CAMPBELL SOUP CO COM
1,487.15 
1,829.94 
63.36 
Corporate Stock - Common CAMPBELL SOUP CO COM
239,394.00 
242,892.06 
10,200.00 
Corporate Stock - Common CAP 1 FNCL COM
252,620.00 
274,179.16 
8,500.00 
Corporate Stock - Common CAP 1 FNCL COM
29,720.00 
33,330.00 
1,000.00 
Corporate Stock - Common CAP 1 FNCL COM
163,460.00 
240,425.29 
5,500.00 
Corporate Stock - Common CAPSTONE TURBINE CORP COM STK ISIN# US14067D1028
270.00 
329.95 
300.00 
Corporate Stock - Common CARBO CERAMICS INC COM
37,070.00 
37,980.91 
1,100.00 
Corporate Stock - Common CARDINAL HLTH INC
47,695.01 
49,224.01 
805.80 
Corporate Stock - Common CARDINAL HLTH INC
807,351.60 
908,294.98 
13,640.00 
Corporate Stock - Common CARDINAL HLTH INC
654,049.50 
472,551.70 
11,050.00 
Corporate Stock - Common CARDINAL HLTH INC
479,439.00 
559,563.93 
8,100.00 
Corporate Stock - Common CAREER ED CORP COM
9,280.00 
10,022.42 
232.00 
Corporate Stock - Common CAREMARK RX INC COM
22,441.25 
23,218.35 
1,381.00 
Corporate Stock - Common CAREMARK RX INC COM
303,550.00 
325,701.01 
18,680.00 
Corporate Stock - Common CAREMARK RX INC COM
407,875.00 
343,218.16 
25,100.00 
Corporate Stock - Common CARLISLE COMPANIES INC COM
161,382.00 
169,557.18 
3,900.00 
Corporate Stock - Common CARMAX INC COM
11,461.08 
10,059.28 
641.00 
Corporate Stock - Common CARNIVAL CORP COM
10,549.46 
11,565.32 
422.82 
Corporate Stock - Common CARNIVAL CORP COM
364,270.00 
604,488.89 
14,600.00 
Corporate Stock - Common CARNIVAL CORP COM
950,595.00 
933,502.30 
38,100.00 
Corporate Stock - Common CARREKER CORPORATION COM
1,132.50 
4,360.87 
250.00 
Corporate Stock - Common CARRIER ACCESS CORP COM
120.00 
4,342.45 
300.00 
Corporate Stock - Common CASCADE NAT GAS CORP COM
30,000.00 
23,589.06 
1,500.00 
Corporate Stock - Common CASEYS GEN STORES INC COM
878.77 
960.03 
71.97 
Corporate Stock - Common CATALINA MARKETING CORP COM
1,165.50 
2,048.47 
63.00 
Corporate Stock - Common CATALYST INTL INC COM
510.00 
1,529.95 
1,000.00 
Corporate Stock - Common CATAPULT COMMUNICATIONS CORP COM
2,390.00 
4,431.84 
200.00 
Corporate Stock - Common CATERPILLAR INC COM
117,896.34 
135,141.22 
2,578.66 
Corporate Stock - Common CATERPILLAR INC COM
320,040.00 
246,069.10 
7,000.00 
Corporate Stock - Common CATERPILLAR INC COM
365,760.00 
108,494.42 
8,000.00 
Corporate Stock - Common CATERPILLAR INC COM
393,192.00 
228,312.62 
8,600.00 
Corporate Stock - Common CATERPILLAR INC COM
1,097,280.00 
1,092,640.78 
24,000.00 
Corporate Stock - Common CBRL GROUP INC COM STK
1,988.58 
1,769.44 
66.00 
Corporate Stock - Common CBRL GROUP INC COM STK
370,599.00 
218,161.41 
12,300.00 
Corporate Stock - Common CCC INFORMATION SVCS GROUP INC COM
30,175.00 
32,060.30 
1,700.00 
Corporate Stock - Common CDA SOUTHN PETE LTD LTD VTG SH
5,420.00 
14,526.56 
2,000.00 
Corporate Stock - Common CDN NATL RY CO COM
195,332.00 
233,664.82 
4,700.00 
Corporate Stock - Common CDW COMPUTER CTRS INC COM
369,217.00 
369,451.79 
8,420.00 
Corporate Stock - Common CEC ENTMT INC COM
1,535.00 
2,323.80 
50.00 
Corporate Stock - Common CELESTICA INC SUB VTG SHS
944.70 
2,623.73 
67.00 
Corporate Stock - Common CELGENE CORP COM
16,639.25 
17,118.62 
775.00 
Corporate Stock - Common CELL GENESYS INC COM
53,524.80 
57,110.88 
4,800.00 
Corporate Stock - Common CELL PATHWAYS INC NEW COM
410.00 
34,898.50 
1,000.00 
Corporate Stock - Common CELL THERAPEUTICS INC CDT-COM
213,738.00 
235,028.46 
29,400.00 
Corporate Stock - Common CELSION CORP COM
3,495.90 
26,523.80 
8,130.00 
Corporate Stock - Common CENDANT CORP COM STK
54,496.00 
83,207.90 
5,200.00 
Corporate Stock - Common CENDANT CORP COM STK
232,656.00 
245,075.52 
22,200.00 
Corporate Stock - Common CENDANT CORP COM STK
269,776.16 
523,902.79 
25,742.00 
Corporate Stock - Common CENES PHARMACEUTICALS PLC
281.64 
7,074.71 
7,041.00 
Corporate Stock - Common CENT EUROPEAN DISTR CORP COM STK
6,478.50 
6,861.95 
350.00
Corporate Stock - Common CENT FD CDA LTD CL A
19,080.00 
17,838.62 
4,000.00 

 
Corporate Stock - Common CENTENNIAL COMMUNICATIONS CORP NEW
261.00 
3,200.45 
100.00 
Corporate Stock - Common CENTERPOINT ENERGY INC COM
7,006.09 
11,697.01 
824.25 
Corporate Stock - Common CENTERPOINT ENERGY INC COM
64,336.50 
148,062.25 
7,569.00 
Corporate Stock - Common CENTEX CORP COM
12,580.92 
13,428.84 
250.62 
Corporate Stock - Common CENTEX CORP COM
75,300.00 
27,395.88 
1,500.00 
Corporate Stock - Common CENTILLIUM COMMUNICATIONS INC COM
27,120.00 
32,721.60 
12,000.00 
Corporate Stock - Common CENTURA SOFTWARE CORP COM
7.50 
16,902.00 
15,000.00 
Corporate Stock - Common CENTURYTEL INC COM COM STK
232,102.00 
243,091.61 
7,900.00 
Corporate Stock - Common CENTURYTEL INC COM COM STK
102,830.00 
151,523.24 
3,500.00 
Corporate Stock - Common CENTY TECHNOLOGIES INC COLO COM
0.08 
740.77 
780.00 
Corporate Stock - Common CEPHALON INC CON
197,105.40 
239,979.54 
4,050.00 
Corporate Stock - Common CEPHALON INC CON
257,453.72 
243,326.78 
5,290.00 
Corporate Stock - Common CEPHALON INC CON
472,079.60 
565,490.27 
9,700.00 
Corporate Stock - Common CEPHEID INC COM
1,452.93 
1,476.06 
285.00 
Corporate Stock - Common CERIDIAN CORP NEW COM
865.20 
1,004.69 
60.00 
Corporate Stock - Common CERIDIAN CORP NEW COM
339,591.00 
436,011.76 
23,550.00 
Corporate Stock - Common CETALON CORP COM
6.00 
1,076.95 
600.00 
Corporate Stock - Common CHARLES RIV LAB INTL INC COM
307,840.00 
274,630.40 
8,000.00 
Corporate Stock - Common CHARLES RIV LAB INTL INC COM
241,269.60 
193,116.00 
6,270.00 
Corporate Stock - Common CHARTER 1 FINCL INC COM
161,146.57 
122,373.74 
5,609.00 
Corporate Stock - Common CHARTER COMMUNICATIONS INC DEL CL A
236.00 
2,475.36 
200.00 
Corporate Stock - Common CHATTEM INC COM
2,055.00 
1,983.95 
100.00 
Corporate Stock - Common CHC HELICOPTER CORP CL A SUB VTG
2,405.97 
2,134.85 
133.00 
Corporate Stock - Common CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01
20,168.35 
40,981.44 
1,555.00 
Corporate Stock - Common CHECKFREE CORP NEW COM
1,600.10 
2,222.95 
100.00 
Corporate Stock - Common CHECKFREE CORP NEW COM
262,416.40 
369,443.02 
16,400.00 
Corporate Stock - Common CHEESECAKE FACTORY INC COM
10,845.00 
10,357.39 
300.00 
Corporate Stock - Common CHEESECAKE FACTORY INC COM
240,036.00 
216,206.33 
6,640.00 
Corporate Stock - Common CHEESECAKE FACTORY INC COM
342,340.50 
298,494.34 
9,470.00 
Corporate Stock - Common CHES CORP COM
33,915.00 
56,297.00 
1,900.00 
Corporate Stock - Common CHES ENERGY CORP COM
6,192.00 
5,754.06 
800.00 
Corporate Stock - Common CHES ENERGY CORP COM
494,276.40 
416,479.55 
63,860.00 
Corporate Stock - Common CHEVRONTEXACO CORP COM
173,481.89 
218,684.00 
2,609.54 
Corporate Stock - Common CHEVRONTEXACO CORP COM
1,150,104.00 
1,237,196.04 
17,300.00 
Corporate Stock - Common CHEVRONTEXACO CORP COM
558,432.00 
476,386.72 
8,400.00 
Corporate Stock - Common CHEVRONTEXACO CORP COM
1,768,567.44 
1,344,033.56 
26,603.00 
Corporate Stock - Common CHGO PIZZA & BREWERY INC COM STK ISIN# US1678891045
690.00 
729.95 
100.00 
Corporate Stock - Common CHICOS FAS INC COM
34,699.85 
31,552.20 
1,835.00 
Corporate Stock - Common CHICOS FAS INC COM
218,788.70 
186,723.65 
11,570.00 
Corporate Stock - Common CHICOS FAS INC COM
259,634.30 
287,226.67 
13,730.00 
Corporate Stock - Common CHICOS FAS INC COM
414,129.00 
151,298.34 
21,900.00 
Corporate Stock - Common CHILDRENS BEVERAGE GROUP INC COM
0.05 
865.93 
500.00 
Corporate Stock - Common CHINA WORLD TRADE CORP COM
0.09 
559.90 
92.00 
Corporate Stock - Common CHIPPAC INC CL A
4,970.00 
16,436.00 
1,400.00 
Corporate Stock - Common CHIQUITA BRANDS INTL INC COM
2,506.14 
6,956.86 
189.00 
Corporate Stock - Common CHIQUITA BRANDS INTL INC WT EXP 1/1/09
11,639.84 
174,286.99 
3,163.00 
Corporate Stock - Common CHIRON CORP COM
8,008.80 
8,623.81 
213.00 
Corporate Stock - Common CHIRON CORP COM
176,720.00 
207,086.54 
4,700.00 
Corporate Stock - Common CHOICE HOTELS INTL INC COM
18,160.00 
16,641.04 
800.00 
Corporate Stock - Common CHOICEPOINT INC COM
14,729.77 
10,064.38 
373.00 
Corporate Stock - Common CHRISTOPHER & BANKS CORP COM
4,150.00 
8,868.78 
200.00 
Corporate Stock - Common CHUBB CORP COM
240,120.00 
216,206.08 
4,600.00 
Corporate Stock - Common CHUBB CORP COM
234,900.00 
169,909.28 
4,500.00 
Corporate Stock - Common CHUBB CORP COM
224,460.00 
193,941.40 
4,300.00 
Corporate Stock - Common CIBER INC COM
515.00 
755.37 
100.00 
Corporate Stock - Common CIENA CORP COM IPO 02-07-97
81,654.04 
70,411.18 
15,886.00 
Corporate Stock - Common CIENA CORP COM IPO 02-07-97
217,319.20 
265,677.20 
42,280.00 
Corporate Stock - Common CIENA CORP COM IPO 02-07-97
241,739.34 
306,563.52 
47,031.00 
Corporate Stock - Common CIENA CORP COM IPO 02-07-97
54,998.00 
155,769.72 
10,700.00 
Corporate Stock - Common CIGNA CORP COM
143,920.00 
113,185.44 
3,500.00 
Corporate Stock - Common CIMA LABS INC COM
38,705.60 
43,094.52 
1,600.00 
Corporate Stock - Common CIMAREX ENERGY CO COM
24,039.70 
23,966.48 
1,343.00 
Corporate Stock - Common CIN FNCL CORP COM
150,200.00 
180,475.06 
4,000.00 
Corporate Stock - Common CINERGY CORP COM
140,342.64 
108,714.14 
4,162.00 
Corporate Stock - Common CINTAS CORP COM
192,150.00 
156,679.50 
4,200.00 
Corporate Stock - Common CIRCUIT CY STORES INC COM
15,285.20 
19,972.28 
2,060.00 
Corporate Stock - Common CIRCUIT CY STORES INC COM
38,584.00 
45,668.22 
5,200.00 
Corporate Stock - Common CIRRUS LOGIC INC COM
288.00 
1,681.95 
100.00 
Corporate Stock - Common CISCO SYS INC COM
1,750,592.30 
2,148,649.57 
133,633.00 
Corporate Stock - Common CISCO SYS INC COM
965,470.00 
1,318,695.21 
73,700.00 
Corporate Stock - Common CISCO SYS INC COM
2,355,380.00 
2,291,017.18 
179,800.00 
Corporate Stock - Common CISCO SYS INC COM
1,961,070.00 
2,789,574.48 
149,700.00 
Corporate Stock - Common CISCO SYS INC COM
1,392,530.00 
1,960,118.03 
106,300.00 
Corporate Stock - Common CIT GROUP INC NEW COM
558,600.00 
650,950.00 
28,500.00 
Corporate Stock - Common CITIGROUP INC COM
402,516.52 
456,612.82 
11,438.38 
Corporate Stock - Common CITIGROUP INC COM
1,252,764.00 
1,336,892.77 
35,600.00 
Corporate Stock - Common CITIGROUP INC COM
1,379,448.00 
1,542,531.13 
39,200.00 
Corporate Stock - Common CITIGROUP INC COM
2,277,848.70 
2,599,989.73 
64,730.00 
Corporate Stock - Common CITIGROUP INC COM
4,497,739.47 
2,065,641.23 
127,813.00 
Corporate Stock - Common CITIGROUP INC COM
971,244.00 
812,795.92 
27,600.00 
Corporate Stock - Common CITIGROUP INC COM
1,798,209.00 
1,563,795.64 
51,100.00 
Corporate Stock - Common CITIGROUP INC LITIGATION TRACKING WT
525.00 
2,000.00 
500.00 
Corporate Stock - Common CITIZENS BKG CORP MICH COM
76,818.00 
77,937.72 
3,100.00 
Corporate Stock - Common CITIZENS COMMUNICATIONS CO COM
26,375.00 
28,217.35 
2,500.00 
Corporate Stock - Common CITIZENS COMMUNICATIONS CO COM
73,850.00 
105,022.50 
7,000.00 
Corporate Stock - Common CITRIX SYS INC COM
19,650.40 
20,336.57 
1,595.00 
Corporate Stock - Common CITRIX SYS INC COM
155,108.80 
160,549.83 
12,590.00 
Corporate Stock - Common CITRIX SYS INC COM
76,384.00 
81,592.00 
6,200.00 
Corporate Stock - Common CITRIX SYS INC COM
402,864.00 
412,409.21 
32,700.00 
Corporate Stock - Common CITRIX SYS INC COM
52,976.00 
195,183.68 
4,300.00 
Corporate Stock - Common CLAIRES STORES INC
231,735.00 
204,924.75 
10,500.00 
Corporate Stock - Common CLARENT CORP DEL COM ISIN US1804611051
0.25 
22,871.95 
2,523.00 
Corporate Stock - Common CLARUS CORP DEL COM
5,620.00 
20,117.30 
1,000.00 
Corporate Stock - Common CLEAR CHANNEL COMMUNICATIONS INC COM
458,667.00 
474,008.75 
12,300.00 
Corporate Stock - Common CLEAR CHANNEL COMMUNICATIONS INC COM
70,851.00 
75,001.92 
1,900.00 
Corporate Stock - Common CLEAR CHANNEL COMMUNICATIONS INC COM
566,808.00 
853,606.53 
15,200.00 
Corporate Stock - Common CLECO CORP NEW COM
2,165.56 
2,581.27 
154.68 
Corporate Stock - Common CLEVELAND CLIFFS COM STK US$1
33,745.00 
39,385.94 
1,700.00 
Corporate Stock - Common CLOROX CO COM
19,334.54 
18,885.34 
468.72 
Corporate Stock - Common CLOROX CO COM
226,875.00 
132,030.53 
5,500.00 
Corporate Stock - Common CLOTHESTIME INC COM
600.00 
1,079.00 
10,000.00 
Corporate Stock - Common CMGI INC ISIN #US1257501098 COMMON STOCK
20,577.46 
44,296.08 
20,976.00 
Corporate Stock - Common CMGI INC ISIN #US1257501098 COMMON STOCK
51,404.40 
85,586.62 
52,400.00 
Corporate Stock - Common CMS ENERGY CORP COM
7,926.18 
18,526.46 
839.64 
Corporate Stock - Common CMS ENERGY CORP COM
50,976.00 
97,513.58 
5,400.00 
Corporate Stock - Common CMS ENERGY CORP COM
319,072.00 
272,859.32 
33,800.00 
Corporate Stock - Common CMS ENERGY CORP COM
33,984.00 
132,438.64 
3,600.00 
Corporate Stock - Common CNET NETWORKS INC COM CNET NETWORKS INC COM STK
78.59 
183.29 
29.00 
Corporate Stock - Common CNF INC COM
18,282.00 
16,554.60 
550.00 
Corporate Stock - Common CNF INC COM
538,488.00 
481,811.54 
16,200.00 
Corporate Stock - Common COACH INC COM
32,426.20 
31,857.67 
985.00 
Corporate Stock - Common COACH INC COM
410,183.20 
308,212.94 
12,460.00 
Corporate Stock - Common COACH INC COM
476,352.40 
350,956.89 
14,470.00 
Corporate Stock - Common COACH INC COM
658,400.00 
489,048.58 
20,000.00 
Corporate Stock - Common COASTAL CARIBBEAN OILS & MINERALS LTD COM
17,062.00 
37,303.20 
89,800.00 
Corporate Stock - Common COCA COLA CO COM
164,751.81 
198,892.40 
3,759.74 
Corporate Stock - Common COCA COLA CO COM
508,312.00 
512,910.24 
11,600.00 
Corporate Stock - Common COCA COLA CO COM
2,703,694.00 
1,983,059.36 
61,700.00 
Corporate Stock - Common COCA COLA CO COM
1,191,904.00 
1,259,295.03 
27,200.00 
Corporate Stock - Common COCA COLA ENTERPRISES INC COM
80,909.39 
76,848.86 
3,725.11 
Corporate Stock - Common COCA COLA ENTERPRISES INC COM
161,814.00 
161,910.85 
7,450.00 
Corporate Stock - Common COCA COLA ENTERPRISES INC COM
243,264.00 
313,992.43 
11,200.00 
Corporate Stock - Common COCA COLA ENTERPRISES INC COM
234,576.00 
247,661.44 
10,800.00 
Corporate Stock - Common COEUR D ALENE MINES CORP IDA COM
19,296.00 
16,119.68 
10,050.00 
Corporate Stock - Common COGENT COMMUNICATIONS GROUP INC COM
9.50 
16,631.76 
25.00 
Corporate Stock - Common COGNIZANT TECH SOLUTIONS CORP CL A
17,335.20 
16,232.64 
240.00 
Corporate Stock - Common COGNOS INC COM
3,517.50 
3,554.95 
150.00 
Corporate Stock - Common COGNOS INC COM
213,395.00 
214,449.41 
9,100.00 
Corporate Stock - Common COHO ENERGY INC COM NEW
0.00 
4,482.82 
12.00 
Corporate Stock - Common COINSTAR INC COM
22,650.00 
27,642.75 
1,000.00 
Corporate Stock - Common COINSTAR INC COM
67,950.00 
52,170.00 
3,000.00 
Corporate Stock - Common COLBS MCKINNON CORP N Y COM
1,146.30 
3,134.95 
300.00 
Corporate Stock - Common COLE KENNETH PRODTNS INC CL A
66,990.00 
85,241.97 
3,300.00 
Corporate Stock - Common COLGATE-PALMOLIVE CO COM
15,920.32 
17,096.38 
303.65 
Corporate Stock - Common COLGATE-PALMOLIVE CO COM
36,701.00 
36,195.92 
700.00 
Corporate Stock - Common COLGATE-PALMOLIVE CO COM
466,627.00 
495,481.73 
8,900.00 
Corporate Stock - Common COLGATE-PALMOLIVE CO COM
702,562.00 
278,497.17 
13,400.00 
Corporate Stock - Common COLGATE-PALMOLIVE CO COM
251,664.00 
257,393.53 
4,800.00 
Corporate Stock - Common COLONIAL BANCGROUP INC COM
103,791.00 
107,105.00 
8,700.00 
Corporate Stock - Common COLORMAX TECHNOLOGIES INC COM NEW
0.40 
28,120.00 
4,000.00 
Corporate Stock - Common COLUMBIA BKG SYS INC COM
81,334.50 
111,122.94 
6,450.00 
Corporate Stock - Common COM KROLL INC DEL
30,814.20 
29,208.74 
1,615.00 
Corporate Stock - Common COM KROLL INC DEL
385,416.00 
366,065.66 
20,200.00 
Corporate Stock - Common COM KROLL INC DEL
357,559.20 
386,827.23 
18,740.00 
Corporate Stock - Common COM KROLL INC DEL
463,644.00 
465,915.32 
24,300.00 
Corporate Stock - Common COMCAST CORP NEW CL A
95,034.24 
130,605.80 
4,032.00 
Corporate Stock - Common COMCAST CORP NEW CL A
533,836.93 
574,657.96 
22,649.00 
Corporate Stock - Common COMCAST CORP NEW CL A
981,784.78 
1,079,035.57 
41,654.00 
Corporate Stock - Common COMCAST CORP NEW CL A
1,352,352.32 
1,573,677.60 
57,376.00 
Corporate Stock - Common COMCAST CORP NEW CL A
1,176,143.00 
1,260,518.99 
49,900.00 
Corporate Stock - Common COMCAST CORP NEW CL A SPL
975,888.00 
1,122,239.70 
43,200.00 
Corporate Stock - Common COMCAST CORP NEW CL A SPL
1,149,831.00 
1,609,304.21 
50,900.00 
Corporate Stock - Common COMDIAL CORP COM PAR $0.01
18.20 
4,198.47 
26.00 
Corporate Stock - Common COMDISCO HLDG CO INC CONTINGENT DISTR RT
3,334.45 
7,195.97 
40,664.03 
Corporate Stock - Common COMERICA INC COM
4,324.00 
5,750.05 
100.00 
Corporate Stock - Common COMERICA INC COM
185,932.00 
150,334.43 
4,300.00 
Corporate Stock - Common COMM 1 INC DEL COM NEW
715.00 
33,869.92 
260.00 
Corporate Stock - Common COMM BANCORP INC N J COM
17,276.00 
17,121.90 
400.00 
Corporate Stock - Common COMM BANCORP INC N J COM
157,643.50 
150,967.43 
3,650.00 
Corporate Stock - Common COMM BANCORP INC N J COM
407,713.60 
390,549.89 
9,440.00 
Corporate Stock - Common COMMSCOPE INC COM
4,740.00 
15,975.34 
600.00 
Corporate Stock - Common COMMUNICATION INTELLIGENCE CORP DEL NEW COM
350.00 
2,779.95 
1,000.00 
Corporate Stock - Common COMPARATOR SYS CORP COM NEW
1,285.00 
16,675.70 
1,285,000.00 
Corporate Stock - Common COMPASS BANCSHARES INC COM
315,827.00 
234,014.63 
10,100.00 
Corporate Stock - Common COMPUDYNE CORP COM STK PAR $0.75
25,160.00 
39,775.74 
4,000.00 
Corporate Stock - Common COMPUTER ASSOC INTL INC COM
3,388.46 
5,163.93 
251.00 
Corporate Stock - Common COMPUTER ASSOC INTL INC COM
237,600.00 
262,176.64 
17,600.00 
Corporate Stock - Common COMPUTER ASSOC INTL INC COM
192,442.50 
292,011.73 
14,255.00 
Corporate Stock - Common COMPUTER NETWORK TECH CORP COM
710.00 
982.55 
100.00 
Corporate Stock - Common COMPUTER SCI CORP COM
3,445.00 
3,622.95 
100.00 
Corporate Stock - Common COMPUTER SCI CORP COM
368,615.00 
366,374.58 
10,700.00 
Corporate Stock - Common COMPUTER SCI CORP COM
148,135.00 
130,213.62 
4,300.00 
Corporate Stock - Common COMPUWARE CORP COM
10,080.00 
31,527.61 
2,100.00 
Corporate Stock - Common COMPUWARE CORP COM
317,280.00 
514,778.59 
66,100.00 
Corporate Stock - Common COMPUWARE CORP COM
45,120.00 
324,469.55 
9,400.00 
Corporate Stock - Common COMSHARE INC COM
946.00 
4,338.70 
440.00 
Corporate Stock - Common COMSTOCK RES INC COM NEW
22,296.00 
15,316.08 
2,400.00 
Corporate Stock - Common COMVERSE TECH INC COM PAR $0.10
12,525.00 
18,410.50 
1,250.00 
Corporate Stock - Common COMVERSE TECH INC COM PAR $0.10
290,880.60 
303,811.35 
29,030.00 
Corporate Stock - Common COMVERSE TECH INC COM PAR $0.10
300,299.40 
325,672.40 
29,970.00 
Corporate Stock - Common COMVERSE TECH INC COM PAR $0.10
47,094.00 
245,080.37 
4,700.00 
Corporate Stock - Common COMWLTH TEL ENTERPRISES INC NEW COM
96,768.00 
110,818.88 
2,700.00 
Corporate Stock - Common CONAGRA FOODS INC
21,689.70 
20,472.72 
867.24 
Corporate Stock - Common CONAGRA FOODS INC
335,134.00 
238,237.22 
13,400.00 
Corporate Stock - Common CONCORD CAMERA CORP COM
5,430.00 
7,534.95 
1,000.00 
Corporate Stock - Common CONCORD EFS INC COM
6,925.60 
7,072.95 
440.00 
Corporate Stock - Common CONCORD EFS INC COM
199,898.00 
276,185.86 
12,700.00 
Corporate Stock - Common CONCURRENT COMPUTER CORP NEW COM NEW
49,968.00 
113,346.91 
17,350.00 
Corporate Stock - Common CONEXANT SYS INC COM
9,684.15 
17,313.52 
6,015.00 
Corporate Stock - Common CONEXANT SYS INC COM
77,119.00 
132,229.46 
47,900.00 
Corporate Stock - Common CONMED CORP COM
1,959.00 
2,627.66 
100.00 
Corporate Stock - Common CONMED CORP COM
55,831.50 
38,119.18 
2,850.00 
Corporate Stock - Common CONNETICS CORP COM
12,020.00 
5,248.65 
1,000.00 
Corporate Stock - Common CONNETICS CORP COM
424,306.00 
389,874.87 
35,300.00 
Corporate Stock - Common CONNETICS CORP COM
210,350.00 
90,410.25 
17,500.00 
Corporate Stock - Common CONOCOPHILLIPS COM
143,008.23 
155,207.42 
2,955.33 
Corporate Stock - Common CONOCOPHILLIPS COM
721,011.00 
778,302.07 
14,900.00 
Corporate Stock - Common CONOCOPHILLIPS COM
125,814.00 
127,831.65 
2,600.00 
Corporate Stock - Common CONOCOPHILLIPS COM
759,723.00 
769,675.26 
15,700.00 
Corporate Stock - Common CONOCOPHILLIPS COM
817,016.76 
679,403.68 
16,884.00 
Corporate Stock - Common CONS EDISON INC COM
16,106.40 
15,876.63 
376.14 
Corporate Stock - Common CONS EDISON INC COM
226,946.00 
163,269.41 
5,300.00 
Corporate Stock - Common CONS FREIGHTWAYS CORP COM
0.90 
534.95 
100.00 
Corporate Stock - Common CONS GOLDEN QUAIL RES
0.01 
934.20 
133.00 
Corporate Stock - Common CONS MED MGMT INC COM
75.00 
899.17 
3,000.00 
Corporate Stock - Common CONS WTR CO INC ORD COM
2,948.00 
2,663.96 
200.00 
Corporate Stock - Common CONSECO INC COM
4.88 
472.59 
125.00 
Corporate Stock - Common CONSOL ENERGY INC COM
235,872.00 
232,063.65 
13,650.00 
Corporate Stock - Common CONSTELLATION 3D INC DELAWARE
15.00 
13,013.75 
1,500.00 
Corporate Stock - Common CONSTELLATION BRANDS INC CL A
17,071.20 
14,880.66 
720.00 
Corporate Stock - Common CONSTELLATION BRANDS INC CL A
99,582.00 
121,356.12 
4,200.00 
Corporate Stock - Common CONSTELLATION BRANDS INC CL A
459,974.00 
558,873.75 
19,400.00 
Corporate Stock - Common CONSTELLATION ENERGY GROUP INC COM
6,955.00 
9,506.13 
250.00 
Corporate Stock - Common CONSTELLATION ENERGY GROUP INC COM
112,671.00 
105,355.96 
4,050.00 
Corporate Stock - Common CONTL AIRL INC CL B
56,564.50 
85,780.49 
7,802.00 
Corporate Stock - Common CONTL AIRL INC CL B
119,625.00 
114,345.00 
16,500.00 
Corporate Stock - Common CONTL AIRL INC CL B
192,850.00 
215,071.82 
26,600.00 
Corporate Stock - Common CONVERGYS CORP COM
215,281.50 
231,979.97 
14,210.00 
Corporate Stock - Common CONVERGYS CORP COM
65,145.00 
186,724.99 
4,300.00 
Corporate Stock - Common COOPER CAMERON CORP
216,218.80 
205,636.13 
4,340.00 
Corporate Stock - Common COOPER CAMERON CORP
338,776.00 
358,581.00 
6,800.00 
Corporate Stock - Common COOPER CAMERON CORP
245,612.60 
236,734.16 
4,930.00 
Corporate Stock - Common COOPER CAMERON CORP
368,668.00 
387,929.46 
7,400.00 
Corporate Stock - Common COOPER COS INC COM NEW
6,610.96 
7,179.66 
264.23 
Corporate Stock - Common COOPER COS INC COM NEW
283,226.40 
284,172.19 
11,320.00 
Corporate Stock - Common COOPER COS INC COM NEW
175,140.00 
118,587.07 
7,000.00 
Corporate Stock - Common COOPER IND INC COM
83,835.00 
96,100.27 
2,300.00 
Corporate Stock - Common COOPER TIRE & RUBBER CO COM, NO PAR
187,148.00 
277,327.96 
12,200.00 
Corporate Stock - Common COOPER TIRE & RUBBER CO COM, NO PAR
27,612.00 
37,584.48 
1,800.00 
Corporate Stock - Common COORS ADOLPH CO CL B
15,392.43 
16,718.68 
251.31 
Corporate Stock - Common COORS ADOLPH CO CL B
328,912.50 
335,179.79 
5,370.00 
Corporate Stock - Common COORS ADOLPH CO CL B
55,125.00 
20,579.13 
900.00 
Corporate Stock - Common COPPER MTN NETWORKS INC COM NEW
383.40 
7,618.85 
90.00 
Corporate Stock - Common COPYTELE INC COM
437.00 
2,719.05 
2,300.00 
Corporate Stock - Common CORAM HEALTHCARE CORP COM
59,195.74 
132,617.25 
95,477.00 
Corporate Stock - Common COREL CORP COM STK
337.60 
3,341.64 
422.00 
Corporate Stock - Common CORINTHIAN COLLEGES INC COM STK
41,456.70 
40,579.25 
1,095.00 
Corporate Stock - Common CORINTHIAN COLLEGES INC COM STK
386,172.00 
169,316.68 
10,200.00 
Corporate Stock - Common CORIXA CORP COM
351.45 
438.69 
55.00 
Corporate Stock - Common CORIXA CORP COM
35,145.00 
62,834.75 
5,500.00 
Corporate Stock - Common CORN PRODS INTL INC COM
129,559.00 
132,913.00 
4,300.00 
Corporate Stock - Common CORNELL COMPANIES INC COM
9,000.00 
9,269.95 
1,000.00 
Corporate Stock - Common CORNERSTONE INTERNET SOLUTIONS CO COM
0.04 
769.37 
385.00 
Corporate Stock - Common CORNING INC COM
146,534.15 
353,161.98 
44,270.14 
Corporate Stock - Common CORNING INC COM
33,100.00 
32,000.00 
10,000.00 
Corporate Stock - Common CORNING INC COM
470,020.00 
311,151.52 
142,000.00 
Corporate Stock - Common CORNING INC COM
94,666.00 
612,662.32 
28,600.00 
Corporate Stock - Common CORONADO INDS INC COM
198.00 
8,800.34 
6,000.00 
Corporate Stock - Common CORPORATE EXECUTIVE BRD CO COMMON STOCK
134,064.00 
133,834.54 
4,200.00 
Corporate Stock - Common CORPORATE EXECUTIVE BRD CO COMMON STOCK
461,882.40 
432,965.91 
14,470.00 
Corporate Stock - Common CORRECTIONS CORP AMER
3,430.00 
3,396.92 
200.00 
Corporate Stock - Common CORRIENTE RESOURCE COM NPV
520.00 
11,996.39 
1,000.00 
Corporate Stock - Common CORTELCO SYS PR INC COM
4.69 
0.00 
30.00 
Corporate Stock - Common CORVAS INTL INC COM
1,550.00 
1,579.95 
1,000.00 
Corporate Stock - Common CORVIS CORP COM
16,386.80 
22,155.88 
23,080.00 
Corporate Stock - Common COSINE COMMUNICATIONS INC COM NEW
543.60 
6,356.77 
90.00 
Corporate Stock - Common COST PLUS INC CAL COM
236,814.20 
236,265.62 
8,260.00 
Corporate Stock - Common COST PLUS INC CAL COM
146,217.00 
161,430.41 
5,100.00 
Corporate Stock - Common COST-U-LESS INC COM
584.46 
1,118.65 
573.00 
Corporate Stock - Common COSTCO WHSL CORP NEW COM
116,308.70 
154,919.20 
4,145.00 
Corporate Stock - Common COSTCO WHSL CORP NEW COM
317,078.00 
171,220.54 
11,300.00 
Corporate Stock - Common COUNTRYWIDE FINL CORP COM STK $.05 PAR
35,916.89 
26,122.87 
695.39 
Corporate Stock - Common COUNTRYWIDE FINL CORP COM STK $.05 PAR
146,169.50 
148,776.75 
2,830.00 
Corporate Stock - Common COUNTRYWIDE FINL CORP COM STK $.05 PAR
371,880.00 
339,356.88 
7,200.00 
Corporate Stock - Common COUNTRYWIDE FINL CORP COM STK $.05 PAR
160,115.00 
110,243.75 
3,100.00 
Corporate Stock - Common COVAD COMMUNICATIONS GROUP INC COM
20,600.10 
38,114.46 
21,915.00 
Corporate Stock - Common COVANCE INC COM
347,456.70 
327,576.90 
14,130.00 
Corporate Stock - Common COVANCE INC COM
379,915.50 
358,679.51 
15,450.00 
Corporate Stock - Common COVENTRY HLTH CARE INC COM
16,401.95 
17,100.59 
565.00 
Corporate Stock - Common COVENTRY HLTH CARE INC COM
252,561.00 
112,644.99 
8,700.00 
Corporate Stock - Common COX COMMUNICATIONS INC NEW CL A
5,225.60 
9,196.37 
184.00 
Corporate Stock - Common COX RADIO INC CL A
173,356.00 
217,037.00 
7,600.00 
Corporate Stock - Common CRAFTMADE INTL INC COM
3,080.00 
3,226.15 
200.00 
Corporate Stock - Common CRANE CO COM
2,989.50 
3,112.45 
150.00 
Corporate Stock - Common CRANE CO COM
28,639.41 
20,028.54 
1,437.00 
Corporate Stock - Common CRAY INC COM
3,835.00 
3,609.51 
500.00 
Corporate Stock - Common CRAY INC COM
233,168.00 
192,566.03 
30,400.00 
Corporate Stock - Common CRAY INC COM
39,117.00 
21,471.00 
5,100.00 
Corporate Stock - Common CRAY INC COM
286,091.00 
255,476.81 
37,300.00 
Corporate Stock - Common CREE INC FORMERLY CREE RESH INC EFF 01/03/2000 COM COM
26,814.00 
32,422.75 
1,640.00 
Corporate Stock - Common CREE INC FORMERLY CREE RESH INC EFF 01/03/2000 COM COM
213,694.50 
230,959.97 
13,070.00 
Corporate Stock - Common CROSSROADS SYS INC COM
2,325.00 
19,469.95 
2,500.00 
Corporate Stock - Common CROWN CASTLE INTL CORP COM STK
750.00 
3,355.27 
200.00 
Corporate Stock - Common CROWN MEDIA HLDGS INC CL A COM STK
1,130.00 
5,529.95 
500.00 
Corporate Stock - Common CRYOLIFE INC COM
1,024.50 
4,754.95 
150.00 
Corporate Stock - Common CSK AUTO CORP COM
1,100.00 
1,123.95 
100.00 
Corporate Stock - Common CSK AUTO CORP COM
309,100.00 
347,287.73 
28,100.00 
Corporate Stock - Common CSX CORP COM
232,142.00 
280,137.95 
8,200.00 
Corporate Stock - Common CSX CORP COM
150,495.96 
183,057.21 
5,316.00 
Corporate Stock - Common CTS CORP COM
10,075.00 
16,662.70 
1,300.00 
Corporate Stock - Common CTS CORP COM
48,050.00 
37,696.00 
6,200.00 
Corporate Stock - Common CUBIC CORP COM
22,116.00 
22,905.90 
1,200.00 
Corporate Stock - Common CUBIST PHARMACEUTICALS INC COM
1,646.00 
6,495.07 
200.00 
Corporate Stock - Common CULP INC COM
7,480.00 
8,895.33 
880.00 
Corporate Stock - Common CUMMINS INC
174,406.00 
124,373.86 
6,200.00 
Corporate Stock - Common CUMMINS INC
28,130.00 
38,774.82 
1,000.00 
Corporate Stock - Common CUMULUS MEDIA INC CL A DEL
256,804.90 
308,997.59 
17,270.00 
Corporate Stock - Common CUMULUS MEDIA INC CL A DEL
411,304.20 
498,263.50 
27,660.00 
Corporate Stock - Common CURAGEN CORP COM
1,646.10 
7,381.92 
354.00 
Corporate Stock - Common CURTISS WRIGHT CORP COM
70,202.00 
68,377.21 
1,100.00 
Corporate Stock - Common CV THERAPEUTICS INC COM
299,901.20 
384,670.20 
16,460.00 
Corporate Stock - Common CVS CORP COM STK
177.14 
390.82 
7.09 
Corporate Stock - Common CVS CORP COM STK
244,706.00 
265,759.25 
9,800.00 
Corporate Stock - Common CY HLDG CO COM
39,550.00 
37,046.24 
1,400.00 
Corporate Stock - Common CYBERCARE INC COM STK
41.00 
12,056.58 
1,000.00 
Corporate Stock - Common CYBERONICS INC COM
9,200.00 
7,149.95 
500.00 
Corporate Stock - Common CYBERONICS INC COM
69,920.00 
58,311.00 
3,800.00 
Corporate Stock - Common CYBERONICS INC COM
432,400.00 
434,404.25 
23,500.00 
Corporate Stock - Common CYCLOPSS CORP COM NEW
7.50 
6,527.90 
3,000.00 
Corporate Stock - Common CYGNUS INC COM
1,877.70 
18,335.82 
2,845.00 
Corporate Stock - Common CYMER INC COM
2,999.25 
4,952.46 
93.00 
Corporate Stock - Common CYMER INC COM
358,297.50 
328,400.52 
11,110.00 
Corporate Stock - Common CYMER INC COM
582,757.50 
673,864.56 
18,070.00 
Corporate Stock - Common CYPRESS SEMICONDUCTOR CORP COM
12,012.00 
68,708.05 
2,100.00 
Corporate Stock - Common CYPRESS SEMICONDUCTOR CORP COM
1,716.00 
4,527.45 
300.00 
Corporate Stock - Common CYTEC IND COM
1,991.44 
2,031.61 
73.00 
Corporate Stock - Common CYTYC CORP COM
2,284.80 
5,641.98 
224.00 
Corporate Stock - Common D & K HEALTHCARE RES INC COM
62,470.10 
62,503.04 
6,100.00 
Corporate Stock - Common D R HORTON INC COM
5,245.37 
6,486.51 
302.33 
Corporate Stock - Common D R HORTON INC COM
360,880.00 
382,549.04 
20,800.00 
Corporate Stock - Common DAIMLER CHRYSLER AG STK ISIN #DE0007100000 SEDOL # 5529027
27,094.60 
52,609.61 
884.00 
Corporate Stock - Common DAIMLER CHRYSLER AG STK ISIN #DE0007100000 SEDOL # 5529027
30.65 
33.33 
1.00 
Corporate Stock - Common DAKTRONICS INC COM
3,345.00 
1,585.49 
250.00 
Corporate Stock - Common DANA CORP COM
9,408.00 
25,864.87 
800.00 
Corporate Stock - Common DANA CORP COM
43,700.16 
95,952.38 
3,716.00 
Corporate Stock - Common DANAHER CORP COM
249,660.00 
182,038.19 
3,800.00 
Corporate Stock - Common DANAHER CORP COM
1,484,820.00 
1,398,535.92 
22,600.00 
Corporate Stock - Common DARDEN RESTAURANTS INC COM
6,151.07 
8,061.49 
300.79 
Corporate Stock - Common DARDEN RESTAURANTS INC COM
87,935.00 
33,222.17 
4,300.00 
Corporate Stock - Common DATA FORTRESS SYS GROUP LTD
11.00 
19,191.26 
500.00 
Corporate Stock - Common DATATEC SYS INC COM
144.00 
1,620.17 
100.00 
Corporate Stock - Common DAUGHERTY RES INC COM
1,530.00 
2,324.90 
1,500.00 
Corporate Stock - Common DAUPHIN TECH INC COM
1,804.00 
21,620.59 
8,200.00 
Corporate Stock - Common DEAN FOODS CO NEW COM
6,121.50 
6,334.80 
165.00 
Corporate Stock - Common DEERE & CO COM
17,605.85 
13,852.41 
383.99 
Corporate Stock - Common DEERE & CO COM
907,830.00 
716,121.45 
19,800.00 
Corporate Stock - Common DEERE & CO COM
270,515.00 
160,670.48 
5,900.00 
Corporate Stock - Common DEL MONTE FOODS CO COM
1,193.50 
1,170.17 
155.00 
Corporate Stock - Common DEL MONTE FOODS CO COM
24,415.62 
22,287.57 
3,170.86 
Corporate Stock - Common DEL MONTE FOODS CO COM
58,520.00 
75,848.00 
7,600.00 
Corporate Stock - Common DEL MONTE FOODS CO COM
3.23 
2.73 
0.42 
Corporate Stock - Common DELHAIZE LE LION SA ADR
2,513.00 
9,654.34 
140.00 
Corporate Stock - Common DELL COMPUTER CORP COM
504,931.42 
516,821.38 
18,883.00 
Corporate Stock - Common DELL COMPUTER CORP COM
1,029,490.00 
1,024,727.22 
38,500.00 
Corporate Stock - Common DELL COMPUTER CORP COM
1,722,056.00 
540,502.77 
64,400.00 
Corporate Stock - Common DELL COMPUTER CORP COM
1,954,694.00 
1,977,261.50 
73,100.00 
Corporate Stock - Common DELPHI CORP COM
8,364.34 
8,836.49 
1,039.05 
Corporate Stock - Common DELPHI CORP COM
0.00 
0.00 
0.00 
Corporate Stock - Common DELPHI CORP COM
354,200.00 
599,487.65 
44,000.00 
Corporate Stock - Common DELPHI CORP COM
111,774.25 
172,551.72 
13,885.00 
Corporate Stock - Common DELTA AIR LINES INC COM
68,602.98 
70,975.32 
5,669.67 
Corporate Stock - Common DELTA AIR LINES INC COM
37,510.00 
108,893.14 
3,100.00 
Corporate Stock - Common DELUXE CORP COM
11,577.50 
11,850.93 
275.00 
Corporate Stock - Common DELUXE CORP COM
63,150.00 
42,259.86 
1,500.00 
Corporate Stock - Common DENBURY RES INC COM NEW
2,813.70 
1,770.36 
249.00 
Corporate Stock - Common DENTSPLY INTL INC NEW COM
5,600.46 
5,081.68 
150.55 
Corporate Stock - Common DENTSPLY INTL INC NEW COM
207,948.00 
175,325.46 
5,590.00 
Corporate Stock - Common DENTSPLY INTL INC NEW COM
260,772.00 
270,039.25 
7,010.00 
Corporate Stock - Common DENTSPLY INTL INC NEW COM
394,320.00 
377,417.24 
10,600.00 
Corporate Stock - Common DEVON ENERGY CORP NEW COM
9,180.00 
10,127.07 
200.00 
Corporate Stock - Common DEVON ENERGY CORP NEW COM
261,630.00 
289,346.26 
5,700.00 
Corporate Stock - Common DEVON ENERGY CORP NEW COM
335,070.00 
370,926.05 
7,300.00 
Corporate Stock - Common DEVON ENERGY CORP NEW COM
179,010.00 
219,536.83 
3,900.00 
Corporate Stock - Common DHB INDS INC COM
12,616.00 
15,697.95 
7,600.00 
Corporate Stock - Common DIAL CORP NEW COM
38,703.00 
32,143.49 
1,900.00 
Corporate Stock - Common DIAMOND OFFSHORE DRILLING INC COM
6,902.17 
9,449.76 
315.89 
Corporate Stock - Common DIAMONDCLUSTER INTL INC CL A
1,727.00 
6,431.47 
550.00 
Corporate Stock - Common DIAMONDS TR UNIT SER 1
153,980.00 
157,003.12 
1,843.85 
Corporate Stock - Common DICE INC COM
8.50 
2,610.48 
50.00 
Corporate Stock - Common DICUT INC COM
12,600.00 
7,931.00 
30,000.00 
Corporate Stock - Common DIEBOLD INC COM
3,709.80 
3,007.15 
90.00 
Corporate Stock - Common DIGIMARC CORP COM STK
2,268.00 
4,392.36 
200.00 
Corporate Stock - Common DIGITAL RECORDERS INC COM ISIN# US2538691013
1,440.00 
3,906.25 
600.00 
Corporate Stock - Common DIGITAL RIV INC COM
480,390.00 
368,350.05 
40,200.00 
Corporate Stock - Common DILLARDS INC CL A COM
118,950.00 
207,491.54 
7,500.00 
Corporate Stock - Common DILLARDS INC CL A COM
293,410.00 
298,758.35 
18,500.00 
Corporate Stock - Common DILLARDS INC CL A COM
33,306.00 
62,674.90 
2,100.00
Corporate Stock - Common DIME BANCORP INC NEW LITIGATION TRACKINGWT EXP
2,416.37 
3,135.93 
19,970.00 
Corporate Stock - Common DIME CMNTY BANCORP INC COM
116,336.25 
74,979.00 
6,075.00 
Corporate Stock - Common DIMON INC COM
12,600.00 
18,753.00 
2,100.00 
Corporate Stock - Common DIPPY FOODS INC COM
0.05 
331.04 
500.00 
Corporate Stock - Common DISNEY WALT CO DISNEY COM COM
282,163.00 
365,606.02 
17,300.00 
Corporate Stock - Common DISNEY WALT CO DISNEY COM COM
828,548.00 
982,846.83 
50,800.00 
Corporate Stock - Common DISNEY WALT CO DISNEY COM COM
1,043,840.00 
1,169,216.22 
64,000.00 
Corporate Stock - Common DISPLAY TECHNOLOGIES INC COM
0.05 
260.95 
34.00 
Corporate Stock - Common DITECH COMMUNICATIONS CORP COM STK
4,360.00 
14,824.30 
2,000.00 
Corporate Stock - Common DIVERSA CORP COM STK ISIN# US2550641078
1,810.00 
2,639.95 
200.00 
Corporate Stock - Common DIVINE INC CL A NEW
887.60 
62,436.63 
634.00 
Corporate Stock - Common DOCENT INC COM NEW
661.20 
2,649.40 
232.00 
Corporate Stock - Common DOCUMENTUM INC COM
15,660.00 
11,967.45 
1,000.00 
Corporate Stock - Common DOCUMENTUM INC COM
454,140.00 
355,659.88 
29,000.00 
Corporate Stock - Common DOLE FOOD DE
3,258.00 
2,497.90 
100.00 
Corporate Stock - Common DOLLAR GEN CORP COM
37,237.66 
45,716.99 
3,116.12 
Corporate Stock - Common DOLLAR GEN CORP COM
99,567.40 
178,593.66 
8,332.00 
Corporate Stock - Common DOLLAR TREE STORES INC COM
2,457.00 
3,250.95 
100.00 
Corporate Stock - Common DOMINION RES INC VA NEW COM
28,246.65 
26,170.64 
514.51 
Corporate Stock - Common DOMINION RES INC VA NEW COM
417,349.80 
303,801.59 
7,602.00 
Corporate Stock - Common DOMTAR INC COM
305,824.00 
273,171.30 
30,400.00 
Corporate Stock - Common DONNELLEY R R & SONS CO COM
326,550.00 
387,532.14 
15,000.00 
Corporate Stock - Common DONNELLEY R R & SONS CO COM
60,956.00 
79,800.13 
2,800.00 
Corporate Stock - Common DORAL FINL CORP COM
24,910.60 
20,974.43 
871.00 
Corporate Stock - Common DORAL FINL CORP COM
142,428.00 
121,573.91 
4,980.00 
Corporate Stock - Common DORAL FINL CORP COM
591,162.00 
459,867.28 
20,670.00 
Corporate Stock - Common DORAL FINL CORP COM
398,970.00 
219,167.41 
13,950.00 
Corporate Stock - Common DOUBLECLICK INC COM
8,093.80 
13,575.54 
1,430.00 
Corporate Stock - Common DOUBLECLICK INC COM
250,172.00 
502,793.15 
44,200.00 
Corporate Stock - Common DOVER CORP COM
4,796.35 
6,793.16 
164.48 
Corporate Stock - Common DOVER CORP COM
145,800.00 
84,608.11 
5,000.00 
Corporate Stock - Common DOVER PETE CORP COM
2,500.00 
1,339.00 
2,000.00 
Corporate Stock - Common DOW CHEM CO COM
19,809.13 
20,765.79 
666.97 
Corporate Stock - Common DOW CHEM CO COM
154,440.00 
151,960.94 
5,200.00 
Corporate Stock - Common DOW CHEM CO COM
991,980.00 
798,110.86 
33,400.00 
Corporate Stock - Common DOW CHEM CO COM
673,833.60 
511,203.69 
22,688.00 
Corporate Stock - Common DOW JONES & CO INC COM
90,783.00 
80,242.46 
2,100.00 
Corporate Stock - Common DRS TECHNOLOGIES INC COM
115,921.00 
128,357.44 
3,700.00 
Corporate Stock - Common DRUGSTORE COM INC COM ISIN #US2622411021
144.00 
292.40 
60.00 
Corporate Stock - Common DSL NET INC COM STOCK
98.00 
2,725.63 
200.00 
Corporate Stock - Common DSP GROUP INC COM
2,373.00 
3,087.68 
150.00 
Corporate Stock - Common DSP GROUP INC COM
458,780.00 
505,097.63 
29,000.00 
Corporate Stock - Common DST SYS INC COM
4,123.80 
5,442.70 
116.00 
Corporate Stock - Common DST SYS INC COM
55,458.00 
53,516.21 
1,560.00 
Corporate Stock - Common DTE ENERGY CO COM
8,047.01 
5,766.02 
173.43 
Corporate Stock - Common DTE ENERGY CO COM
194,880.00 
137,371.22 
4,200.00 
Corporate Stock - Common DU PONT E I DE NEMOURS & CO COM STK
100,967.50 
103,897.12 
2,381.31 
Corporate Stock - Common DU PONT E I DE NEMOURS & CO COM STK
161,120.00 
161,656.74 
3,800.00 
Corporate Stock - Common DU PONT E I DE NEMOURS & CO COM STK
1,047,958.40 
842,966.68 
24,716.00 
Corporate Stock - Common DUKE ENERGY CORP COM STK
59,887.15 
81,138.60 
3,064.85 
Corporate Stock - Common DUKE ENERGY CORP COM STK
433,670.76 
443,148.49 
22,194.00 
Corporate Stock - Common DURA AUTOMOTIVE SYS INC COM
20,080.00 
34,058.40 
2,000.00 
Corporate Stock - Common DYCOM INDS INC COM
294,150.00 
334,099.92 
22,200.00 
Corporate Stock - Common DYNEGY INC NEW CL A COM
281,666.42 
281,317.94 
238,700.36
Corporate Stock - Common DYNEGY INC NEW CL A COM
38,350.00 
60,249.00 
32,500.00 
Corporate Stock - Common DYNEGY INC NEW CL A COM
10,856.00 
434,383.98 
9,200.00 
Corporate Stock - Common E DIGITAL CORP COM
672.79 
9,523.82 
3,541.00 
Corporate Stock - Common E PIPHANY INC COM
2,085.00 
4,575.99 
500.00 
Corporate Stock - Common E SPIRE COMMUNICATIONS INC COM
0.36 
10,501.41 
1,800.00 
Corporate Stock - Common E W BANCORP INC COM
338,069.60 
322,565.98 
9,370.00 
Corporate Stock - Common E W BANCORP INC COM
108,240.00 
105,984.30 
3,000.00 
Corporate Stock - Common E*TRADE GROUP INC COM
36,804.78 
57,945.32 
7,573.00 
Corporate Stock - Common E*TRADE GROUP INC COM
495,720.00 
492,119.59 
102,000.00 
Corporate Stock - Common E*TRADE GROUP INC COM
298,890.00 
482,197.83 
61,500.00 
Corporate Stock - Common E-REX INC COM
11.25 
160.46 
2,500.00 
Corporate Stock - Common E-SIM LTD
22.00 
2,017.45 
200.00 
Corporate Stock - Common EAGLE BROADBAND INC COM
108.00 
3,659.48 
400.00 
Corporate Stock - Common EARTH SCIENCES INC COM
480.00 
3,583.65 
2,000.00 
Corporate Stock - Common EARTHSHELL CORP COM
14,798.12 
30,476.84 
25,514.00 
Corporate Stock - Common EASTMAN CHEM CO COM
294,160.00 
436,440.12 
8,000.00 
Corporate Stock - Common EASTMAN CHEM CO COM
70,782.25 
47,015.01 
1,925.00 
Corporate Stock - Common EASTMAN KODAK CO COM
134,205.41 
138,800.14 
3,830.06 
Corporate Stock - Common EASTMAN KODAK CO COM
175,200.00 
213,726.88 
5,000.00 
Corporate Stock - Common EASTMAN KODAK CO COM
511,584.00 
676,469.67 
14,600.00 
Corporate Stock - Common EASTMAN KODAK CO COM
255,792.00 
378,305.54 
7,300.00 
Corporate Stock - Common EASTN AMERN NAT GAS TR SPERS RCPT REPSTGDEPOS U NIT & $20
1,192.52 
1,156.90 
62.05 
Corporate Stock - Common EATON CORP COM
140,598.00 
87,678.38 
1,800.00 
Corporate Stock - Common EATON CORP COM
718,612.00 
662,655.82 
9,200.00 
Corporate Stock - Common EATON VANCE CORP COM NON VTG
288,150.00 
307,346.60 
10,200.00 
Corporate Stock - Common EAUTOCLAIMS COM INC COM
195.00 
524.95 
1,500.00 
Corporate Stock - Common EBAY INC COM
98,406.82 
83,811.05 
1,451.00 
Corporate Stock - Common EBAY INC COM
522,214.00 
454,601.53 
7,700.00 
Corporate Stock - Common ECHOSTAR COMMUNICATIONS CORP NEW CL A
332,742.48 
350,261.28 
14,948.00 
Corporate Stock - Common ECOLAB INC COM
14,850.00 
15,088.90 
300.00 
Corporate Stock - Common ECOLAB INC COM
312,345.00 
272,307.25 
6,310.00 
Corporate Stock - Common ECOLAB INC COM
158,400.00 
49,027.42 
3,200.00 
Corporate Stock - Common ECOM ECOM COM INC COM
29.00 
409.95 
1,000.00 
Corporate Stock - Common ECONNECT COM NEW
0.02 
594.35 
3.00 
Corporate Stock - Common ED MGMT CORP COM
172,960.00 
173,591.58 
4,600.00 
Corporate Stock - Common EDELBROCK CORP COM
1,252.90 
2,112.52 
110.00 
Corporate Stock - Common EDGE PETE CORP DEL COM
2,625.00 
4,292.95 
700.00 
Corporate Stock - Common EDISON INTL COM
9,480.00 
11,165.25 
800.00 
Corporate Stock - Common EDISON INTL COM
95,985.00 
157,804.84 
8,100.00 
Corporate Stock - Common EDL DEV CORP COM
815.00 
735.95 
100.00 
Corporate Stock - Common EDO CORP COM
492,486.00 
517,638.02 
23,700.00 
Corporate Stock - Common EDULINK INC COM STK
65.00 
12,103.00 
25,000.00 
Corporate Stock - Common EDWARDS A.G INC COM
332,236.80 
452,497.62 
10,080.00 
Corporate Stock - Common EDWARDS J D & CO COM
4,512.00 
7,282.58 
400.00 
Corporate Stock - Common EDWARDS LIFESCIENCES CORP COM
196,119.00 
200,748.44 
7,700.00 
Corporate Stock - Common EGAIN COMMUNICATIONS CORP COM STCK
21.00 
898.18 
100.00 
Corporate Stock - Common EGAMES INC COM
500.00 
3,059.90 
2,000.00 
Corporate Stock - Common EGGHEAD COM INC NEW COM
0.51 
9,137.27 
510.00 
Corporate Stock - Common EGL INC COM
105,450.00 
107,419.14 
7,400.00 
Corporate Stock - Common EL PASO CORP COM
12,855.93 
19,326.10 
1,847.12 
Corporate Stock - Common EL PASO CORP COM
103,620.48 
378,412.25 
14,888.00 
Corporate Stock - Common ELCOM INTL INC COM COM STK
16.50 
663.20 
75.00 
Corporate Stock - Common ELEC FL CORP COM
12,128.00 
57,877.58 
18,950.00 
Corporate Stock - Common ELECTR ARTS COM
13,437.90 
16,682.16 
270.00 
Corporate Stock - Common ELECTR ARTS COM
357,846.30 
422,239.36 
7,190.00 
Corporate Stock - Common ELECTR ARTS COM
174,195.00 
198,850.80 
3,500.00 
Corporate Stock - Common ELECTR DATA SYS CORP NEW COM
16,787.65 
19,380.98 
910.89 
Corporate Stock - Common ELECTR DATA SYS CORP NEW COM
82,935.00 
61,732.20 
4,500.00 
Corporate Stock - Common ELECTR DATA SYS CORP NEW COM
219,317.00 
500,653.52 
11,900.00 
Corporate Stock - Common ELECTRIC CITY CORP COM
154.00 
1,474.76 
200.00 
Corporate Stock - Common ELECTRONICS FOR IMAGING INC COM
1,626.10 
2,241.13 
100.00 
Corporate Stock - Common ELI LILLY & CO COM
15,905.04 
15,806.63 
250.47 
Corporate Stock - Common ELI LILLY & CO COM
387,350.00 
361,820.14 
6,100.00 
Corporate Stock - Common ELI LILLY & CO COM
1,778,000.00 
898,094.78 
28,000.00 
Corporate Stock - Common ELIZABETH ARDEN INC COM
34,040.00 
39,169.00 
2,300.00 
Corporate Stock - Common ELOQUENT INC COM STK
3,735.00 
64,293.65 
8,300.00 
Corporate Stock - Common EMAGIN CORP COM EMAGIN CORPORATION DE
401.20 
15,207.64 
1,003.00 
Corporate Stock - Common EMB CORP COM PAR $
90.00 
1,792.20 
6,000.00 
Corporate Stock - Common EMC CORP COM
252,544.34 
479,605.41 
41,131.00 
Corporate Stock - Common EMC CORP COM
335,858.00 
641,089.70 
54,700.00 
Corporate Stock - Common EMCOR GROUP INC COM
254,448.00 
165,032.80 
4,800.00 
Corporate Stock - Common EMERGENT FINL GROUP INC COM NEW
8.80 
2,059.38 
44.00 
Corporate Stock - Common EMERGING MKTS INC FD II INC COM
9,285.00 
9,029.95 
750.00 
Corporate Stock - Common EMERSON ELEC CO COM
34,069.50 
35,730.75 
670.00 
Corporate Stock - Common EMERSON ELEC CO COM
533,925.00 
369,138.61 
10,500.00 
Corporate Stock - Common EMERSON RADIO CORP COM NEW
2,485.00 
1,709.55 
500.00 
Corporate Stock - Common EMOBILE DATA CORP COM
0.00 
1,435.77 
500.00 
Corporate Stock - Common EMP SOLUTIONS INC
0.12 
1,488.07 
1,200.00 
Corporate Stock - Common EMP SOLUTIONS INC
0.18 
0.00 
1,762.00 
Corporate Stock - Common EMULEX CORP COM NEW
17,622.50 
11,621.17 
950.00 
Corporate Stock - Common EN POINTE TECHNOLOGIES INC COM
12,000.00 
24,347.77 
15,000.00 
Corporate Stock - Common ENAMELON INC COM
4.30 
10,061.94 
4,300.00 
Corporate Stock - Common ENBRIDGE ENERGY MGMT L L C SHS UNITS REPSTG LTD LIAB INT
14,250.00 
13,322.35 
380.00 
Corporate Stock - Common ENCANA CORP COM NPV
12,440.00 
12,281.85 
400.00 
Corporate Stock - Common ENCOMPASS SVCS CORP COM
420.00 
66,691.68 
84,000.00 
Corporate Stock - Common ENDOCARE INC COM
56,898.00 
63,140.25 
17,400.00 
Corporate Stock - Common ENDOLOGIX INC COM
1,554.65 
20,904.60 
1,829.00 
Corporate Stock - Common ENERGEN CORP COM
107,670.00 
101,453.04 
3,700.00 
Corporate Stock - Common ENERGEN CORP COM
130,950.00 
129,598.65 
4,500.00 
Corporate Stock - Common ENERGIZER HLDGS INC COM
10,323.00 
10,249.93 
370.00 
Corporate Stock - Common ENERGY CONVERSION DEVICES INC COM
980.10 
1,315.44 
100.00 
Corporate Stock - Common ENERGY E. CORP COM
4,241.81 
786.25 
192.02 
Corporate Stock - Common ENERGY E. CORP COM
238,572.00 
240,645.18 
10,800.00 
Corporate Stock - Common ENERGY PWR SYS COM NPV
980.00 
9,011.26 
2,000.00 
Corporate Stock - Common ENERPLUS RES FD TR UNIT SER G NEW ISIN CA29274D6046
28,400.00 
28,380.80 
1,600.00 
Corporate Stock - Common ENGELHARD CORP COM
14,803.01 
16,478.18 
662.33 
Corporate Stock - Common ENGELHARD CORP COM
265,965.00 
175,027.83 
11,900.00 
Corporate Stock - Common ENGELHARD CORP COM
70,402.50 
51,870.86 
3,150.00 
Corporate Stock - Common ENGINEERED SUPPORT SYS INC COM
75,153.00 
81,473.95 
2,050.00 
Corporate Stock - Common ENGINEERED SUPPORT SYS INC COM
119,145.00 
112,259.30 
3,250.00 
Corporate Stock - Common ENNIS BUSINESS FORMS INC COM
8,190.96 
9,043.40 
704.90 
Corporate Stock - Common ENRON CORP COM
5,136.18 
49,646.89 
82,841.60 
Corporate Stock - Common ENSCO INTL INC COM
56,927.41 
48,461.55 
1,933.02 
Corporate Stock - Common ENTEGRIS INC COM
1,030.00 
1,095.84 
100.00 
Corporate Stock - Common ENTERASYS NETWORKS INC COM
3,394.56 
29,886.73 
2,176.00 
Corporate Stock - Common ENTERASYS NETWORKS INC COM
35,568.00 
31,012.71 
22,800.00 
Corporate Stock - Common ENTERCOM COMMUNICATIONS CORP CL A
398,820.00 
396,776.74 
8,500.00 
Corporate Stock - Common ENTERGY CORP NEW COM
4,103.10 
3,898.85 
90.00 
Corporate Stock - Common ENTERGY CORP NEW COM
250,745.00 
154,764.83 
5,500.00 
Corporate Stock - Common ENTERPRISE TECHNOLOGIES INC NEV COM
51.00 
6,879.80 
3,000.00 
Corporate Stock - Common ENTRADA NETWORKS INC COM
3.75 
988.20 
25.00 
Corporate Stock - Common ENTREMED INC COM
430.00 
18,754.55 
500.00 
Corporate Stock - Common ENTRUST INC
4,704.00 
30,579.89 
1,400.00 
Corporate Stock - Common ENVIRONMENTAL REMEDIATION HLDG CORP COM STK ISIN# US29406V1008
287.50 
544.49 
2,500.00 
Corporate Stock - Common ENZO BIOCHEM INC COM
77,266.00 
117,558.90 
5,519.00 
Corporate Stock - Common ENZON PHARMACEUTICALS INC COM
1,672.00 
2,655.54 
100.00 
Corporate Stock - Common EOG RESOURCES INC COM
11,976.00 
10,320.95 
300.00 
Corporate Stock - Common EOG RESOURCES INC COM
115,768.00 
122,629.58 
2,900.00 
Corporate Stock - Common EON COMMUNICATIONS CORP COM
120.00 
4,022.40 
300.00 
Corporate Stock - Common EON LABS INC COM
1,891.00 
2,179.95 
100.00 
Corporate Stock - Common EPICOR SOFTWARE CORP COM
3,125.00 
13,520.64 
2,500.00 
Corporate Stock - Common EPIQ SYS INC COM
84,260.00 
105,935.72 
5,500.00 
Corporate Stock - Common EQUIFAX INC COM
80,990.00 
68,337.77 
3,500.00 
Corporate Stock - Common ERESEARCH TECH INC COM
45,225.00 
37,268.91 
2,700.00 
Corporate Stock - Common ESPEED INC CL A
3,388.20 
2,013.95 
200.00 
Corporate Stock - Common ESS TECH INC COM
10,064.00 
21,152.73 
1,600.00 
Corporate Stock - Common ESTERLINE TECHNOLOGIES CORP COM STK
107,787.00 
127,242.74 
6,100.00 
Corporate Stock - Common ETRAVELSERVE.COM INC COM
0.70 
3,846.00 
7,000.00 
Corporate Stock - Common EUROPEAN MINERALS CORP COM
240.00 
3,503.61 
500.00 
Corporate Stock - Common EVERGREEN RES INC COM NO PAR
444,015.00 
438,464.46 
9,900.00 
Corporate Stock - Common EXABYTE CORP
7,950.00 
17,740.72 
15,000.00 
Corporate Stock - Common EXAR CORP COM
202,120.00 
322,387.77 
16,300.00 
Corporate Stock - Common EXCO RES INC COM PAR $0.02
5,244.00 
5,041.90 
300.00 
Corporate Stock - Common EXELON CORP COM
6.44 
8.05 
0.12 
Corporate Stock - Common EXELON CORP COM
423,479.25 
249,775.46 
8,025.00 
Corporate Stock - Common EXIDE TECHNOLOGIES
13.75 
1,392.15 
50.00 
Corporate Stock - Common EXPEDIA INC CL A
5,019.77 
5,115.18 
75.00 
Corporate Stock - Common EXPRESS SCRIPTS INC COM
12,730.60 
15,149.04 
265.00 
Corporate Stock - Common EXPRESSJET HLDGS INC COM
116,850.00 
137,539.86 
11,400.00 
Corporate Stock - Common EXTD SYS INC COM
4,347.00 
15,345.42 
2,300.00 
Corporate Stock - Common EXTREME NETWORKS INC COM
1,962.00 
4,496.84 
600.00 
Corporate Stock - Common EXXON MOBIL CORP COM
327,266.66 
354,096.55 
9,366.53 
Corporate Stock - Common EXXON MOBIL CORP COM
2,837,128.00 
3,309,832.40 
81,200.00 
Corporate Stock - Common EXXON MOBIL CORP COM
1,624,710.00 
1,833,112.80 
46,500.00 
Corporate Stock - Common EXXON MOBIL CORP COM
5,851,262.04 
3,403,745.93 
167,466.00 
Corporate Stock - Common F P L GROUP INC COM
5,202.57 
4,418.99 
86.52 
Corporate Stock - Common F P L GROUP INC COM
282,611.00 
299,839.99 
4,700.00 
Corporate Stock - Common F P L GROUP INC COM
270,585.00 
185,370.94 
4,500.00 
Corporate Stock - Common F5 NETWORKS INC COM STK
1,074.00 
5,300.01 
100.00 
Corporate Stock - Common FACTORY 2-U STORES INC COM
4,093.20 
5,445.84 
1,200.00 
Corporate Stock - Common FACTSET RESH SYS INC COM
236,054.50 
240,464.14 
8,350.00 
Corporate Stock - Common FACTSET RESH SYS INC COM
98,945.00 
104,492.50 
3,500.00 
Corporate Stock - Common FAIRCHILD SEMICONDUCTOR INTL INC CL A
9,960.30 
17,541.43 
930.00 
Corporate Stock - Common FAIRCHILD SEMICONDUCTOR INTL INC CL A
262,287.90 
341,475.25 
24,490.00 
Corporate Stock - Common FAMILY DLR STORES INC COM
12,484.00 
7,684.42 
400.00 
Corporate Stock - Common FAMILY DLR STORES INC COM
134,203.00 
124,460.22 
4,300.00 
Corporate Stock - Common FDRY NETWORKS INC COM
28,265.60 
32,413.12 
4,015.00 
Corporate Stock - Common FED MOGUL CORP COM
4,191.01 
29,451.00 
19,050.03 
Corporate Stock - Common FEDEX CORP COM
137,801.49 
119,492.07 
2,541.53 
Corporate Stock - Common FEDEX CORP COM
878,364.00 
312,845.78 
16,200.00 
Corporate Stock - Common FEDEX CORP COM
400,143.60 
172,669.34 
7,380.00 
Corporate Stock - Common FEDEX CORP COM
1,100,666.00 
1,098,961.83 
20,300.00 
Corporate Stock - Common FEDT DEPT STORES INC DEL COM
342,244.00 
483,168.76 
11,900.00 
Corporate Stock - Common FEDT DEPT STORES INC DEL COM
140,924.00 
160,382.40 
4,900.00 
Corporate Stock - Common FEDT DEPT STORES INC DEL COM
1,026,732.00 
1,376,084.90 
35,700.00 
Corporate Stock - Common FERRO CORP COM
282,655.10 
330,906.63 
11,570.00 
Corporate Stock - Common FHLMC COM
25,999.36 
28,754.98 
440.29 
Corporate Stock - Common FHLMC COM
431,065.00 
463,713.44 
7,300.00 
Corporate Stock - Common FHLMC COM
1,712,450.00 
1,844,330.70 
29,000.00 
Corporate Stock - Common FHLMC COM
1,021,565.00 
410,804.41 
17,300.00 
Corporate Stock - Common FID NATL FINL INC COM
6,960.75 
5,818.19 
212.02 
Corporate Stock - Common FID NATL INFORMATION SOLUTIONS INC COM
1,190.25 
1,269.95 
69.00 
Corporate Stock - Common FINDWHAT COM COM
19,975.00 
13,262.27 
2,500.00 
Corporate Stock - Common FINISAR CORP COM
3,325.00 
34,640.61 
3,500.00 
Corporate Stock - Common FINOVA GROUP INC COM
368.00 
10,205.32 
2,300.00 
Corporate Stock - Common FINX GROUP INC COM
67.00 
1,552.73 
3,350.00 
Corporate Stock - Common FIRST DATA CORP COM
33,610.57 
26,448.69 
949.18 
Corporate Stock - Common FIRST DATA CORP COM
131,017.00 
154,002.74 
3,700.00 
Corporate Stock - Common FIRST DATA CORP COM
662,167.00 
332,179.91 
18,700.00 
Corporate Stock - Common FIRST DATA CORP COM
1,536,794.00 
1,588,656.31 
43,400.00 
Corporate Stock - Common FIRSTENERGY CORP COM
514,332.00 
438,608.04 
15,600.00 
Corporate Stock - Common FIRSTENERGY CORP COM
245,791.35 
189,307.87 
7,455.00 
Corporate Stock - Common FIRSTFED FINL CORP DEL COM
196,860.00 
128,027.00 
6,800.00 
Corporate Stock - Common FIRSTFED FINL CORP DEL COM
518,205.00 
555,649.48 
17,900.00 
Corporate Stock - Common FISERV INC COM
432,862.50 
435,050.30 
12,750.00 
Corporate Stock - Common FISERV INC COM
161,262.50 
146,158.43 
4,750.00 
Corporate Stock - Common FISHER SCIENTIFIC INTL INC COM NEW
13,626.24 
14,124.70 
453.00 
Corporate Stock - Common FISHER SCIENTIFIC INTL INC COM NEW
384,121.60 
368,015.02 
12,770.00 
Corporate Stock - Common FLAGSTAR BANCORP INC COM
103,680.00 
63,910.40 
4,800.00 
Corporate Stock - Common FLEETBOSTON FINL CORP COM STK
13,972.52 
18,411.30 
575.00 
Corporate Stock - Common FLEETBOSTON FINL CORP COM STK
578,340.00 
828,324.62 
23,800.00 
Corporate Stock - Common FLEETBOSTON FINL CORP COM STK
635,347.80 
667,121.83 
26,146.00 
Corporate Stock - Common FLEETBOSTON FINL CORP COM STK
1,279,346.40 
1,631,700.12 
52,648.00 
Corporate Stock - Common FLEETWOOD ENTERPRISES INC COM
125,600.00 
121,363.20 
16,000.00 
Corporate Stock - Common FLEXTRONICS INTL LTD COM STK
46,928.70 
68,338.06 
5,730.00 
Corporate Stock - Common FLIR SYS INC COM
29,182.40 
24,965.37 
598.00 
Corporate Stock - Common FLIR SYS INC COM
156,160.00 
124,179.46 
3,200.00 
Corporate Stock - Common FLOWERS FOODS INC COM
52,677.00 
66,606.03 
2,700.00 
Corporate Stock - Common FLUOR CORP NEW COM
29,006.04 
30,255.70 
1,035.93 
Corporate Stock - Common FLUOR CORP NEW COM
324,800.00 
311,900.75 
11,600.00 
Corporate Stock - Common FLUOR CORP NEW COM
56,000.00 
66,553.30 
2,000.00 
Corporate Stock - Common FNMA COM STK
52,329.69 
59,917.27 
813.46 
Corporate Stock - Common FNMA COM STK
379,547.00 
457,432.81 
5,900.00 
Corporate Stock - Common FNMA COM STK
932,785.00 
1,107,687.89 
14,500.00 
Corporate Stock - Common FNMA COM STK
1,595,384.00 
699,802.52 
24,800.00 
Corporate Stock - Common FNMA COM STK
1,132,208.00 
1,285,305.16 
17,600.00 
Corporate Stock - Common FOCAL COMMUNICATIONS CORP COM NEW
750.00 
4,403.25 
15,000.00 
Corporate Stock - Common FOCUS TR INC COM
181,970.97 
202,517.65 
10,598.19 
Corporate Stock - Common FONAR CORP COM
4,066.00 
8,012.04 
3,800.00 
Corporate Stock - Common FONIX CORP DEL COM
10.00 
522.45 
250.00 
Corporate Stock - Common FOOD TECH SVC INC COM
270.00 
547.53 
300.00 
Corporate Stock - Common FORD MTR CO DEL COM PAR $0.01
213,561.93 
346,215.76 
22,963.65 
Corporate Stock - Common FORD MTR CO DEL COM PAR $0.01
134,850.00 
177,862.45 
14,500.00 
Corporate Stock - Common FORD MTR CO DEL COM PAR $0.01
425,010.00 
836,787.02 
45,700.00 
Corporate Stock - Common FOREST CY ENTERPRISES INC CL A
3,341.04 
3,265.50 
100.18 
Corporate Stock - Common FOREST LAB INC COM
8,839.80 
6,376.91 
90.00 
Corporate Stock - Common FOREST LAB INC COM
441,990.00 
306,482.27 
4,500.00 
Corporate Stock - Common FOREST LAB INC COM
608,964.00 
356,035.08 
6,200.00 
Corporate Stock - Common FORGENT NETWORKS INC COM
935.20 
2,713.57 
560.00 
Corporate Stock - Common FORTEL INC CAL COM
22.00 
1,697.24 
400.00 
Corporate Stock - Common FORTUNE BRANDS INC COM STK
9,302.00 
10,475.44 
200.00 
Corporate Stock - Common FORTUNE BRANDS INC COM STK
493,006.00 
504,596.66 
10,600.00 
Corporate Stock - Common FORTUNE BRANDS INC COM STK
172,087.00 
101,374.95 
3,700.00 
Corporate Stock - Common FOSSIL INC COM
330,728.40 
324,877.41 
16,260.00 
Corporate Stock - Common FOSTER WHEELER LTD
21,079.52 
38,728.69 
18,172.00 
Corporate Stock - Common FOX ENTMT GROUP INC CL A COM
44,988.55 
46,010.15 
1,735.00 
Corporate Stock - Common FREDS INC CL A
158,055.00 
112,139.30 
6,150.00 
Corporate Stock - Common FREEMARKETS INC COM
643.90 
1,952.02 
100.00 
Corporate Stock - Common FREEPORT MCMORAN C & G CL B COM STK
5,034.00 
5,257.20 
300.00 
Corporate Stock - Common FREEPORT MCMORAN C & G CL B COM STK
60,408.00 
91,032.04 
3,600.00 
Corporate Stock - Common FRESH DEL MONTE PRODUCE INC COM STK
18,910.00 
24,796.52 
1,000.00 
Corporate Stock - Common FRIENDLY ICE CREAM CORP NEW COM
1,150.00 
1,579.95 
200.00 
Corporate Stock - Common FRKLN RES INC COM
702.59 
648.01 
20.62 
Corporate Stock - Common FRKLN RES INC COM
221,520.00 
327,393.86 
6,500.00 
Corporate Stock - Common FRONTIER AIRLS INC NEW COM
92,950.00 
234,736.61 
13,750.00 
Corporate Stock - Common FRONTLINE CAP GROUP COM
5.06 
496.90 
4,600.00 
Corporate Stock - Common FRONTLINE LTD COM
885.00 
1,404.95 
100.00 
Corporate Stock - Common FSI INTL INC COM
46,800.00 
227,543.68 
10,400.00 
Corporate Stock - Common FTI CONSULTING INC COM
28,265.60 
26,719.03 
704.00 
Corporate Stock - Common FTI CONSULTING INC COM
166,622.50 
166,605.49 
4,150.00 
Corporate Stock - Common FTI CONSULTING INC COM
366,971.00 
356,146.88 
9,140.00 
Corporate Stock - Common FTI CONSULTING INC COM
285,065.00 
237,485.26 
7,100.00 
Corporate Stock - Common FUELCELL ENERGY INC COM
22,604.40 
35,439.66 
3,450.00 
Corporate Stock - Common FULLER H B CO COM
56,936.00 
50,038.45 
2,200.00 
Corporate Stock - Common GA GULF CORP COM PAR $0.01
189,748.00 
205,879.50 
8,200.00 
Corporate Stock - Common GA PAC CORP
4,068.49 
3,126.20 
251.76 
Corporate Stock - Common GA PAC CORP
273,104.00 
457,560.53 
16,900.00 
Corporate Stock - Common GA PAC CORP
100,208.16 
142,637.59 
6,201.00 
Corporate Stock - Common GABELLI AST MGMT INC CL A
30,040.00 
29,444.26 
1,000.00 
Corporate Stock - Common GALLAGHER ARTHUR J & CO COM
3,672.50 
3,166.20 
125.00 
Corporate Stock - Common GANNETT INC COM
437,980.00 
461,755.53 
6,100.00 
Corporate Stock - Common GANNETT INC COM
689,280.00 
722,427.80 
9,600.00 
Corporate Stock - Common GANNETT INC COM
258,480.00 
267,129.69 
3,600.00 
Corporate Stock - Common GANNETT INC COM
481,060.00 
236,368.05 
6,700.00 
Corporate Stock - Common GAP INC COM
14,231.47 
20,612.04 
916.98 
Corporate Stock - Common GAP INC COM
403,520.00 
321,744.71 
26,000.00 
Corporate Stock - Common GAP INC COM
341,626.24 
184,130.21 
22,012.00 
Corporate Stock - Common GARDENBURGER INC COM
25.00 
1,129.95 
100.00 
Corporate Stock - Common GARMIN CORPORATION
48,052.00 
42,296.09 
1,640.00 
Corporate Stock - Common GARTNER GROUP INC NEW CL A COM
4,600.00 
7,844.25 
500.00 
Corporate Stock - Common GATEWAY INC COM
12,905.40 
27,288.37 
4,110.00 
Corporate Stock - Common GATEWAY INC COM
31,400.00 
30,218.00 
10,000.00 
Corporate Stock - Common GATEWAY INC COM
94,514.00 
95,796.26 
30,100.00 
Corporate Stock - Common GATEWAY INC COM
25,434.00 
225,804.17 
8,100.00 
Corporate Stock - Common GCP MNG CORP
24.00 
1,899.90 
200.00 
Corporate Stock - Common GDR ASHANTI GOLDFIELDS LTD GLOBAL DEPOS RCPT
24,570.00 
28,520.01 
4,200.00 
Corporate Stock - Common GEMSTAR-TV GUIDE INTL INC COM
812.50 
6,145.08 
250.00 
Corporate Stock - Common GEMSTAR-TV GUIDE INTL INC COM
103,025.00 
104,936.51 
31,700.00 
Corporate Stock - Common GEN COMMUNICATION INC CL A
13,420.00 
9,156.52 
2,000.00 
Corporate Stock - Common GEN DYNAMICS CORP COM
48,098.22 
48,643.74 
606.00 
Corporate Stock - Common GEN DYNAMICS CORP COM
396,850.00 
218,238.19 
5,000.00 
Corporate Stock - Common GEN ELEC CO COM
1,315,941.40 
1,850,756.12 
54,042.77 
Corporate Stock - Common GEN ELEC CO COM
1,748,330.00 
2,810,837.18 
71,800.00 
Corporate Stock - Common GEN ELEC CO COM
6,029,060.00 
3,513,982.89 
247,600.00 
Corporate Stock - Common GEN ELEC CO COM
1,219,935.00 
1,759,411.76 
50,100.00 
Corporate Stock - Common GEN ELEC CO COM
1,300,290.00 
2,172,420.57 
53,400.00 
Corporate Stock - Common GEN MAGIC INC COM NEW
0.01 
3,281.84 
92.00 
Corporate Stock - Common GEN MILLS INC COM
957.22 
874.18 
20.39 
Corporate Stock - Common GEN MILLS INC COM
431,940.00 
290,018.44 
9,200.00 
Corporate Stock - Common GEN MTRS CORP CL H NEW
321.00 
417.80 
30.00 
Corporate Stock - Common GENCORP INC COM
74,448.00 
98,799.04 
9,400.00 
Corporate Stock - Common GENE LOGIC INC COM
251.60 
2,027.45 
40.00 
Corporate Stock - Common GENELABS TECHNOLOGIES INC COM
1,699.00 
9,649.34 
1,000.00 
Corporate Stock - Common GENENTECH INC COM STK
37,802.40 
57,919.09 
1,140.00 
Corporate Stock - Common GENERAL MOTORS CORP COMMON STOCK
44,066.13 
59,547.87 
1,195.50 
Corporate Stock - Common GENERAL MOTORS CORP COMMON STOCK
512,354.00 
553,818.64 
13,900.00 
Corporate Stock - Common GENERATION ENTMT CORP COM
0.25 
1,500.00 
25.00 
Corporate Stock - Common GENESCO INC COM
204,930.00 
202,939.50 
11,000.00 
Corporate Stock - Common GENESCO INC COM
106,191.00 
116,935.50 
5,700.00 
Corporate Stock - Common GENESEE & WYO INC CL A
26,455.00 
28,256.93 
1,300.00 
Corporate Stock - Common GENESIS MICROCHIP INC DEL COM
284,229.00 
232,891.36 
21,780.00 
Corporate Stock - Common GENESIS MICROCHIP INC DEL COM
71,775.00 
41,945.20 
5,500.00 
Corporate Stock - Common GENOMED INC COM
388.50 
1,189.65 
35,000.00 
Corporate Stock - Common GENTEK INC COM
15.00 
2,970.00 
1,500.00 
Corporate Stock - Common GENTEX CORP COM
1,582.00 
1,306.87 
50.00 
Corporate Stock - Common GENTEX CORP COM
291,088.00 
260,013.18 
9,200.00 
Corporate Stock - Common GENUINE PARTS CO COM
9,724.64 
8,344.30 
315.74 
Corporate Stock - Common GENUINE PARTS CO COM
585,200.00 
511,993.96 
19,000.00 
Corporate Stock - Common GENUINE PARTS CO COM
133,210.00 
103,864.02 
4,325.00 
Corporate Stock - Common GENUITY INC CL A NEW
2.70 
3,023.67 
30.00 
Corporate Stock - Common GENZYME CORP COM
5,914.00 
8,385.11 
200.00 
Corporate Stock - Common GENZYME CORP COM
188,360.90 
224,261.85 
6,370.00 
Corporate Stock - Common GENZYME CORP COM
156,721.00 
297,644.07 
5,300.00 
Corporate Stock - Common GENZYME CORP COM BIOSURGERY DIV
464.10 
1,427.53 
182.00 
Corporate Stock - Common GENZYME CORP COM-MOLECULAR ONCOLOGY DIV
5,425.00 
12,511.25 
3,100.00 
Corporate Stock - Common GEOWORKS COM
15.30 
3,104.20 
900.00 
Corporate Stock - Common GETTY IMAGES INC COM
2,963.35 
2,803.76 
97.00
Corporate Stock - Common GETTY IMAGES INC COM
461,305.00 
434,694.05 
15,100.00 
Corporate Stock - Common GILEAD SCI INC COM
1,530.00 
1,623.15 
45.00 
Corporate Stock - Common GILEAD SCI INC COM
389,980.00 
396,361.41 
11,470.00 
Corporate Stock - Common GILLETTE CO COM
13,868.21 
14,925.40 
456.79 
Corporate Stock - Common GILLETTE CO COM
516,120.00 
540,391.70 
17,000.00 
Corporate Stock - Common GILLETTE CO COM
151,800.00 
153,888.14 
5,000.00 
Corporate Stock - Common GILLETTE CO COM
797,739.36 
648,920.65 
26,276.00 
Corporate Stock - Common GLACIER BANCORP INC NEW COM
10,371.20 
6,409.95 
440.00 
Corporate Stock - Common GLAMIS GOLD LTD COM
166,868.10 
116,090.63 
14,715.00 
Corporate Stock - Common GLAXO SMITHKLINE SPONS ADR
13,111.00 
16,407.33 
350.00 
Corporate Stock - Common GLENAYRE TECHNOLOGIES INC COM
230.28 
464.82 
202.00 
Corporate Stock - Common GLOBAL CROSSING LTD COM
1,775.34 
322,911.41 
98,630.00 
Corporate Stock - Common GLOBAL ENERGY GROUP INC COM
2,760.00 
3,672.00 
2,400.00 
Corporate Stock - Common GLOBAL MED TECHNOLOGIES INC COM STK
530.00 
869.77 
1,000.00 
Corporate Stock - Common GLOBAL PMTS INC COM
474,708.30 
363,226.87 
14,830.00 
Corporate Stock - Common GLOBAL PMTS INC COM
214,467.00 
204,942.40 
6,700.00 
Corporate Stock - Common GLOBAL PWR EQUIP GROUP INC COM
19,720.00 
49,280.00 
4,000.00 
Corporate Stock - Common GLOBAL SANTA FE CORP
11,308.80 
14,162.22 
465.00 
Corporate Stock - Common GLOBAL TELEMEDIA INTL INC COM NEW
0.10 
773.95 
160.00 
Corporate Stock - Common GLOBALSTAR TELECOMMUNICATIONS LTD COM ISIN # BMG3983OH104
2,320.60 
174,197.16 
44,627.00 
Corporate Stock - Common GLOBETEL COMMUNICATIONS CORP COM
320.00 
4,063.87 
10,000.00 
Corporate Stock - Common GLOBIX CORP COM
75.37 
16,682.54 
10,767.00 
Corporate Stock - Common GLYCOGENESYS INC COM
460.00 
1,959.95 
1,000.00 
Corporate Stock - Common GOLD BANC CORP INC COM
333,345.60 
294,230.52 
33,600.00 
Corporate Stock - Common GOLDCORP INC NEW COM
19,779.60 
16,437.79 
1,555.00 
Corporate Stock - Common GOLDEN EAGLE INTL INC COM
1,457.50 
1,560.45 
5,500.00 
Corporate Stock - Common GOLDEN STAR RES LTD CDA COM
3,740.00 
2,599.90 
2,000.00 
Corporate Stock - Common GOLDEN W. FNCL CORP COM
890,444.00 
194,639.16 
12,400.00 
Corporate Stock - Common GOLDEN W. FNCL CORP COM
272,878.00 
68,221.96 
3,800.00 
Corporate Stock - Common GOLDMAN SACHS GROUP INC COM
13,966.83 
16,366.79 
205.09 
Corporate Stock - Common GOLDMAN SACHS GROUP INC COM
578,850.00 
645,212.09 
8,500.00 
Corporate Stock - Common GOLDMAN SACHS GROUP INC COM
537,990.00 
594,333.95 
7,900.00 
Corporate Stock - Common GOLDMAN SACHS GROUP INC COM
810,390.00 
910,446.38 
11,900.00 
Corporate Stock - Common GOOD GUYS INC COM
1,850.00 
1,609.95 
1,000.00 
Corporate Stock - Common GOODRICH CORPORATION
0.00 
0.00 
0.00 
Corporate Stock - Common GOODRICH CORPORATION
23,816.00 
35,271.73 
1,300.00 
Corporate Stock - Common GOODRICH CORPORATION
53,128.00 
91,409.79 
2,900.00 
Corporate Stock - Common GOODYEAR TIRE & RUBBER CO COM
21,105.06 
24,819.78 
3,099.13 
Corporate Stock - Common GOODYEAR TIRE & RUBBER CO COM
341,862.00 
724,824.36 
50,200.00 
Corporate Stock - Common GOODYEAR TIRE & RUBBER CO COM
29,964.00 
149,279.12 
4,400.00 
Corporate Stock - Common GOTTSCHALKS INC COM
1,550.00 
5,466.48 
1,000.00 
Corporate Stock - Common GRAINGER W W INC COM
5,155.00 
4,527.95 
100.00 
Corporate Stock - Common GRAINGER W W INC COM
118,565.00 
65,327.01 
2,300.00 
Corporate Stock - Common GRAPHICS TECHNOLOGIES INC COM
0.10 
4,311.15 
1,000.00 
Corporate Stock - Common GRAPHON CORP COM
39.00 
2,837.29 
300.00 
Corporate Stock - Common GRAY T.V INC COM CL B
283,725.00 
241,762.66 
29,100.00 
Corporate Stock - Common GREAT BASIN GOLD LTD COM
1,280.00 
1,788.50 
1,000.00 
Corporate Stock - Common GREAT LAKES CHEM CORP COM
28,656.00 
59,721.37 
1,200.00 
Corporate Stock - Common GREY WOLF INC COM
8,778.00 
10,475.55 
2,200.00 
Corporate Stock - Common GREY WOLF INC COM
290,472.00 
298,377.89 
72,800.00 
Corporate Stock - Common GREY WOLF INC COM
425,733.00 
369,705.83 
106,700.00 
Corporate Stock - Common GROUP 1 AUTOMOTIVE INC COM
1,194.00 
2,037.45 
50.00 
Corporate Stock - Common GROUP 1 SOFTWARE INC NEW COM
25,453.50 
23,009.90 
2,130.00 
Corporate Stock - Common GROUP MGMT CORP COM
0.35 
1,104.95 
50.00 
Corporate Stock - Common GTECH HLDGS CORP COM
5,544.14 
5,125.84 
199.00 
Corporate Stock - Common GTR BAY BANCORP COM
217,854.00 
275,073.88 
12,600.00 
Corporate Stock - Common GTSI CORP COM STK
3,362.50 
3,231.45 
250.00 
Corporate Stock - Common GUIDANT CORP COM STK
2,313.75 
2,959.66 
75.00 
Corporate Stock - Common GUIDANT CORP COM STK
61,700.00 
61,019.77 
2,000.00 
Corporate Stock - Common GUIDANT CORP COM STK
234,460.00 
147,373.90 
7,600.00 
Corporate Stock - Common GUIDANT CORP COM STK
1,126,025.00 
1,342,489.76 
36,500.00 
Corporate Stock - Common GUILFORD PHARMACEUTICALS INC COM
23,084.00 
59,564.98 
5,800.00 
Corporate Stock - Common GUITAR CTR INC COM
319,608.00 
338,927.99 
19,300.00 
Corporate Stock - Common GULF IS FABRICATION INC COM
2,031.25 
1,347.15 
125.00 
Corporate Stock - Common GYMBOREE CORP COM
214,110.00 
214,920.08 
13,500.00 
Corporate Stock - Common GYMBOREE CORP COM
60,268.00 
65,305.66 
3,800.00 
Corporate Stock - Common H PWR CORP COM NEW
134.05 
763.88 
35.00 
Corporate Stock - Common HA-LO INDS INC COM DE COM STK
0.80 
4,129.14 
400.00 
Corporate Stock - Common HAIN CELESTIAL GROUP INC COM
71,440.00 
63,583.48 
4,700.00 
Corporate Stock - Common HALLIBURTON CO COM
13,687.17 
10,688.91 
731.54 
Corporate Stock - Common HALLIBURTON CO COM
232,378.20 
215,561.56 
12,420.00 
Corporate Stock - Common HALLIBURTON CO COM
398,523.00 
418,012.13 
21,300.00 
Corporate Stock - Common HALLIBURTON CO COM
203,939.00 
260,713.06 
10,900.00 
Corporate Stock - Common HANCOCK FABRICS INC COM
64,050.00 
59,218.32 
4,200.00 
Corporate Stock - Common HANCOCK JOHN FINL SVCS INC COM ISIN US41014S1069
443,610.00 
633,646.75 
15,900.00 
Corporate Stock - Common HANCOCK JOHN FINL SVCS INC COM ISIN US41014S1069
200,880.00 
286,281.92 
7,200.00 
Corporate Stock - Common HANCOCK JOHN FINL SVCS INC COM ISIN US41014S1069
1,021,140.00 
1,094,477.85 
36,600.00 
Corporate Stock - Common HANCOCK JOHN FINL TRENDS FD INC COM
1,235.90 
1,374.95 
100.00 
Corporate Stock - Common HANDLEMAN CO DEL COM
1,633.00 
2,036.41 
142.00 
Corporate Stock - Common HANDSPRING INC COM
8,550.00 
33,343.40 
9,000.00 
Corporate Stock - Common HANGER ORTHOPEDIC GROUP INC COM NEW
59,175.00 
59,445.00 
4,500.00 
Corporate Stock - Common HARKEN ENERGY CORP COM NEW
37.80 
2,482.42 
180.00 
Corporate Stock - Common HARLAND JOHN H CO COM
11,065.00 
9,646.95 
500.00 
Corporate Stock - Common HARLEY DAVIDSON INC COM
210,623.91 
217,094.37 
4,558.96 
Corporate Stock - Common HARLEY DAVIDSON INC COM
494,340.00 
550,345.86 
10,700.00 
Corporate Stock - Common HARLEY DAVIDSON INC COM
346,500.00 
276,935.89 
7,500.00 
Corporate Stock - Common HARLEY DAVIDSON INC COM
314,160.00 
360,605.24 
6,800.00 
Corporate Stock - Common HARMAN INTL INDS INC NEW
25,882.50 
23,854.27 
435.00 
Corporate Stock - Common HARMAN INTL INDS INC NEW
529,550.00 
463,246.08 
8,900.00 
Corporate Stock - Common HARMAN INTL INDS INC NEW
238,000.00 
136,937.00 
4,000.00 
Corporate Stock - Common HARMONIC INC COM
1,039.60 
5,053.72 
452.00 
Corporate Stock - Common HARMONIC INC COM
114,415.80 
116,385.91 
49,746.00 
Corporate Stock - Common HARRAH S ENTMT INC COM STK
37,105.20 
37,249.66 
937.00 
Corporate Stock - Common HARRAH S ENTMT INC COM STK
108,900.00 
44,334.55 
2,750.00 
Corporate Stock - Common HARRIS CORP COM
60,490.00 
56,912.12 
2,300.00 
Corporate Stock - Common HARRIS CORP COM
457,620.00 
432,115.61 
17,400.00 
Corporate Stock - Common HARTE-HANKS INC COM (NEW)
102,685.00 
113,141.60 
5,500.00 
Corporate Stock - Common HARTFORD FINL SVCS GROUP INC COM
4,543.00 
4,120.97 
100.00 
Corporate Stock - Common HARTFORD FINL SVCS GROUP INC COM
408,870.00 
543,899.84 
9,000.00 
Corporate Stock - Common HARTFORD FINL SVCS GROUP INC COM
286,209.00 
195,603.16 
6,300.00 
Corporate Stock - Common HASBRO INC COM
1,155.00 
1,642.49 
100.00 
Corporate Stock - Common HASBRO INC COM
49,665.00 
58,783.30 
4,300.00 
Corporate Stock - Common HBR FLA BANCSHARES INC COM
22,520.00 
11,705.00 
1,000.00 
Corporate Stock - Common HCA INC COM
17,430.00 
17,896.30 
420.00 
Corporate Stock - Common HCA INC COM
572,700.00 
480,566.72 
13,800.00 
Corporate Stock - Common HCA INC COM
530,702.00 
343,716.44 
12,788.00 
Corporate Stock - Common HCC INS HLDGS INC COM
17,835.00 
18,351.45 
725.00 
Corporate Stock - Common HCC INS HLDGS INC COM
558,420.00 
540,873.07 
22,700.00 
Corporate Stock - Common HEADWATERS INC COM
29,469.00 
24,601.40 
1,900.00 
Corporate Stock - Common HEALTH NET INC COM
8,448.00 
7,042.95 
320.00 
Corporate Stock - Common HEALTHSOUTH CORP COM STK
31,500.00 
29,386.95 
7,500.00 
Corporate Stock - Common HEALTHSOUTH CORP COM STK
41,580.00 
199,434.49 
9,900.00 
Corporate Stock - Common HEALTHSTREAM INC COM STK ISIN# US42222N1037
1,410.00 
1,314.95 
1,000.00 
Corporate Stock - Common HEALTHTRONICS SURGICAL SVCS INC COM STK
8,011.00 
7,579.95 
1,000.00 
Corporate Stock - Common HEARME COM
1.00 
892.45 
100.00 
Corporate Stock - Common HEARTLAND EXPRESS INC COM
162,668.10 
144,172.06 
7,100.00 
Corporate Stock - Common HECLA MNG CO COM
506.00 
321.00 
100.00 
Corporate Stock - Common HECLA MNG CO COM
97,152.00 
79,080.96 
19,200.00 
Corporate Stock - Common HEILIG MEYERS CO COM
2.00 
2,310.00 
2,000.00 
Corporate Stock - Common HEINZ H J CO COM
11,504.50 
10,794.73 
350.00 
Corporate Stock - Common HEINZ H J CO COM
233,377.00 
202,705.33 
7,100.00 
Corporate Stock - Common HEINZ H J CO COM
285,969.00 
229,929.47 
8,700.00 
Corporate Stock - Common HELEN TROY LTD COM STK
4,074.00 
3,635.95 
350.00 
Corporate Stock - Common HELIX TECH CORP COM
1,120.00 
3,547.26 
100.00 
Corporate Stock - Common HENRY JACK & ASSOC INC COM
1,204.00 
2,528.95 
100.00 
Corporate Stock - Common HERCULES INC VTG COM
23,760.00 
74,190.37 
2,700.00 
Corporate Stock - Common HERLEY INDS INC DEL COM
45,260.80 
47,408.40 
2,600.00 
Corporate Stock - Common HERSHEY FOODS CORP COM
169,948.80 
180,230.46 
2,520.00 
Corporate Stock - Common HERSHEY FOODS CORP COM
229,296.00 
109,983.11 
3,400.00 
Corporate Stock - Common HEWITT ASSOCS INC COM
13,943.60 
13,303.30 
440.00 
Corporate Stock - Common HEWLETT PACKARD CO COM
265,182.65 
356,892.60 
15,275.50 
Corporate Stock - Common HEWLETT PACKARD CO COM
961,744.00 
1,132,779.70 
55,400.00 
Corporate Stock - Common HEWLETT PACKARD CO COM
885,342.64 
868,819.48 
50,999.00 
Corporate Stock - Common HEWLETT PACKARD CO COM
1,317,988.56 
1,272,442.75 
75,921.00 
Corporate Stock - Common HEWLETT PACKARD CO COM
194,432.00 
213,632.16 
11,200.00 
Corporate Stock - Common HEWLETT PACKARD CO COM
883,624.00 
970,560.23 
50,900.00 
Corporate Stock - Common HI-TECH PHARMACAL INC COM
5,130.00 
4,993.95 
200.00 
Corporate Stock - Common HIBERNIA CORP CL A COM
11,556.00 
11,565.90 
600.00 
Corporate Stock - Common HIBERNIA CORP CL A COM
531,576.00 
409,292.90 
27,600.00 
Corporate Stock - Common HIENERGY TECHNOLOGIES INC COM
2,940.00 
3,079.95 
1,000.00 
Corporate Stock - Common HILB ROGAL & HAMILTON CO COM
12,395.64 
9,456.32 
303.07 
Corporate Stock - Common HILB ROGAL & HAMILTON CO COM
359,920.00 
329,682.32 
8,800.00 
Corporate Stock - Common HILLENBRAND IND INC COM
11,352.85 
10,168.92 
235.00 
Corporate Stock - Common HILTON HOTELS CORP COM
20,590.21 
17,801.28 
1,620.00 
Corporate Stock - Common HILTON HOTELS CORP COM
119,474.00 
97,294.66 
9,400.00 
Corporate Stock - Common HISPANIC T V NETWORK INC COM
0.03 
1,082.47 
100.00 
Corporate Stock - Common HLTH MGMT ASSOC INC NEW CL A COM
8,950.00 
10,609.93 
500.00 
Corporate Stock - Common HLTH MGMT ASSOC INC NEW CL A COM
365,160.00 
322,225.14 
20,400.00 
Corporate Stock - Common HLTH MGMT ASSOC INC NEW CL A COM
105,610.00 
116,887.40 
5,900.00 
Corporate Stock - Common HOLLINGER INTL INC CL A
4,064.00 
4,384.38 
400.00 
Corporate Stock - Common HOLLY CORP COM PAR $0.01
41,515.00 
34,952.21 
1,900.00 
Corporate Stock - Common HOLLYWOOD ENTMT CORP COM
66,440.00 
68,381.28 
4,400.00 
Corporate Stock - Common HOLLYWOOD ENTMT CORP COM
157,040.00 
178,192.86 
10,400.00 
Corporate Stock - Common HOME DEPOT INC COM
520,825.20 
719,519.22 
21,737.28 
Corporate Stock - Common HOME DEPOT INC COM
134,176.00 
136,067.34 
5,600.00 
Corporate Stock - Common HOME DEPOT INC COM
1,063,824.00 
2,066,144.38 
44,400.00 
Corporate Stock - Common HOME DEPOT INC COM
1,386,732.92 
986,583.35 
57,877.00 
Corporate Stock - Common HOME DEPOT INC COM
668,484.00 
816,765.88 
27,900.00 
Corporate Stock - Common HOMECOM COMMUNICATIONS INC COM
1.10 
4,733.05 
1,000.00 
Corporate Stock - Common HOMESEEKERS COM INC COM
292.77 
39,788.05 
6,506.00 
Corporate Stock - Common HONEYWELL INTL INC COM STK
99,800.86 
103,610.35 
4,158.37 
Corporate Stock - Common HONEYWELL INTL INC COM STK
491,088.00 
471,589.80 
20,462.00 
Corporate Stock - Common HONEYWELL INTL INC COM STK
1,077,600.00 
1,360,573.56 
44,900.00 
Corporate Stock - Common HORMEL FOODS CORP COM
9,414.00 
9,848.03 
403.52 
Corporate Stock - Common HORMEL FOODS CORP COM
88,654.00 
93,019.13 
3,800.00 
Corporate Stock - Common HOSP STAFFING SVCS INC COM
0.05 
1,291.05 
500.00 
Corporate Stock - Common HOT TOPIC INC COM
123,552.00 
120,720.24 
5,400.00 
Corporate Stock - Common HOUSE2HOME INC COM
0.05 
1,472.98 
450.00 
Corporate Stock - Common HOVNANIAN ENTERPRISES INC CL A
12,997.00 
13,523.77 
410.00 
Corporate Stock - Common HOVNANIAN ENTERPRISES INC CL A
210,171.00 
214,935.98 
6,630.00 
Corporate Stock - Common HOVNANIAN ENTERPRISES INC CL A
339,190.00 
273,723.54 
10,700.00 
Corporate Stock - Common HPL TECHNOLOGIES INC COM
12.00 
8,507.21 
600.00 
Corporate Stock - Common HSEHD INTL INC COM
2,805.22 
2,830.92 
100.87 
Corporate Stock - Common HSEHD INTL INC COM
326,656.26 
241,622.18 
11,746.00 
Corporate Stock - Common HUDSON CY BANCORP INC COM STK
3,726.00 
3,879.95 
200.00 
Corporate Stock - Common HUDSON UTD BANCORP COM STK NPV
320,952.00 
308,435.74 
10,320.00 
Corporate Stock - Common HUDSON UTD BANCORP COM STK NPV
164,830.00 
134,588.73 
5,300.00 
Corporate Stock - Common HUGHES SUP INC COM
4,098.00 
6,340.00 
150.00 
Corporate Stock - Common HUMAN GENOME SCIENCES INC
7,946.62 
34,388.01 
902.00 
Corporate Stock - Common HUMAN GENOME SCIENCES INC
191,177.00 
202,513.63 
21,700.00 
Corporate Stock - Common HUMANA INC COM
7,000.00 
8,313.64 
700.00 
Corporate Stock - Common HUMANA INC COM
318,000.00 
335,746.41 
31,800.00 
Corporate Stock - Common HUMANA INC COM
40,000.00 
95,940.41 
4,000.00 
Corporate Stock - Common HUMATECH INC COM
4,250.40 
2,869.73 
4,620.00 
Corporate Stock - Common HUNT J B TRANS SVCS INC COM
205,100.00 
192,584.50 
7,000.00 
Corporate Stock - Common HUNT J B TRANS SVCS INC COM
184,590.00 
167,008.59 
6,300.00 
Corporate Stock - Common HUNT J B TRANS SVCS INC COM
301,790.00 
252,282.31 
10,300.00 
Corporate Stock - Common HUNT J B TRANS SVCS INC COM
720,780.00 
648,881.50 
24,600.00 
Corporate Stock - Common HUNTINGTON BANCSHARES INC COM
9,355.00 
9,474.95 
500.00 
Corporate Stock - Common HUNTINGTON BANCSHARES INC COM
109,734.15 
145,617.10 
5,865.00 
Corporate Stock - Common HUTCHINSON TECH INC COM
128,340.00 
157,341.91 
6,200.00 
Corporate Stock - Common HYDRIL CO COM
32,998.00 
35,039.20 
1,400.00 
Corporate Stock - Common HYDROGENICS CORP COM
706.20 
719.85 
200.00 
Corporate Stock - Common HYPERCOM CORP COM
2,984.00 
3,366.90 
800.00 
Corporate Stock - Common HYPERCOM CORP COM
20,142.00 
38,698.56 
5,400.00 
Corporate Stock - Common HYPERION SOLUTIONS CORP COM
10,268.00 
10,621.40 
400.00 
Corporate Stock - Common HYPERION SOLUTIONS CORP COM
159,154.00 
117,661.36 
6,200.00 
Corporate Stock - Common I CRYSTAL INC COM
10.00 
2,154.95 
1,000.00 
Corporate Stock - Common I2 TECHNOLOGIES INC COM
28,106.00 
44,151.03 
24,440.00 
Corporate Stock - Common IBASIS INC COM STK
396.00 
2,617.73 
1,200.00 
Corporate Stock - Common ICG COMMUNICATIONS INC COM
70.60 
10,519.51 
7,060.00 
Corporate Stock - Common ICN PHARMACEUTICALS INC NEW COM
14,834.48 
19,126.87 
1,359.71 
Corporate Stock - Common ICN PHARMACEUTICALS INC NEW COM
186,561.00 
138,149.52 
17,100.00 
Corporate Stock - Common ICO GLOBAL COMMUNICATIONS HLDGS LTD DEL $90 WT EXP 05/16/2006
0.06 
0.00 
14.00 
Corporate Stock - Common ICO GLOBAL COMMUNICATIONS HLDGS LTD DEL CL A
2.54 
0.00 
2.00 
Corporate Stock - Common ICOS CORP COM
26,968.32 
26,967.53 
1,152.00 
Corporate Stock - Common ICOS CORP COM
227,077.00 
243,554.39 
9,700.00 
Corporate Stock - Common ICT GROUP INC COM
3,477.00 
7,478.95 
300.00 
Corporate Stock - Common ICU MED INC COM
7,460.00 
7,399.95 
200.00 
Corporate Stock - Common ICU MED INC COM
63,410.00 
64,617.00 
1,700.00 
Corporate Stock - Common IDEC PHARMACEUTICALS CORP COM
9,287.60 
12,470.06 
280.00 
Corporate Stock - Common IDENTIX INC COM
20,970.80 
31,389.03 
4,072.00 
Corporate Stock - Common IDINE REWARDS NETWORK INC COM
147,618.00 
135,404.92 
13,900.00 
Corporate Stock - Common IDT CORP CL B
15,510.00 
12,296.76 
1,000.00 
Corporate Stock - Common IDX SYS CORP COM
1,703.00 
1,804.43 
100.00 
Corporate Stock - Common IDX SYS CORP COM
66,417.00 
47,762.13 
3,900.00 
Corporate Stock - Common IGATE CORP COM COM STK ISIN# US45169U1051
5,240.00 
7,888.00 
2,000.00 
Corporate Stock - Common IGEN INC COM
17,140.00 
11,759.96 
400.00 
Corporate Stock - Common IKON OFFICE SOLUTIONS INC COM STK
224,510.00 
172,727.68 
31,400.00 
Corporate Stock - Common ILIVE INC COM NEW
12.00 
1,751.00 
1,000.00 
Corporate Stock - Common ILL TOOL WKS INC COM
97,290.00 
105,967.20 
1,500.00 
Corporate Stock - Common ILL TOOL WKS INC COM
492,936.00 
269,839.67 
7,600.00 
Corporate Stock - Common ILL TOOL WKS INC COM
1,044,246.00 
1,119,386.57 
16,100.00 
Corporate Stock - Common IMAGING TECHNOLOGIES CORP COM NEW
0.65 
2,273.75 
50.00 
Corporate Stock - Common IMAGINON INC COM NEW
0.05 
7,991.69 
500.00 
Corporate Stock - Common IMAGIS TECHNOLOGIES INC COM
1,408.00 
2,169.53 
1,408.00 
Corporate Stock - Common IMANAGE INC COM STK
3,200.00 
6,029.95 
1,000.00 
Corporate Stock - Common IMATION CORP COM
294,672.00 
239,054.76 
8,400.00 
Corporate Stock - Common IMAX CORP COM
808.00 
775.95 
200.00 
Corporate Stock - Common IMCLONE SYS INC COM
3,037.61 
4,655.70 
286.00 
Corporate Stock - Common IMMUCOR INC COM STK
11,603.25 
12,250.20 
573.00 
Corporate Stock - Common IMMUNE RESPONSE CORP DEL COM NEW
630.50 
13,091.22 
650.00 
Corporate Stock - Common IMMUNOMEDICS INC COM
462.00 
1,960.45 
100.00 
Corporate Stock - Common IMP INC COM PAR $.01
48.00 
7,661.06 
60.00 
Corporate Stock - Common IMPAC MTG HLDGS INC COM
9,200.00 
8,727.78 
800.00 
Corporate Stock - Common IMPATH INC COM
1,972.00 
2,900.06 
100.00 
Corporate Stock - Common IMPAX LAB INC COM
2,005.00 
4,323.50 
500.00 
Corporate Stock - Common IMPERIAL CR INDS INC COM
80.00 
3,502.00 
20,000.00 
Corporate Stock - Common IMS HLTH INC COM STK
11,201.90 
14,024.70 
700.12 
Corporate Stock - Common IMS HLTH INC COM STK
112,000.00 
98,070.98 
7,000.00 
Corporate Stock - Common INCYTE GENOMICS INC COM
18.24 
182.10 
4.00 
Corporate Stock - Common INDEPENDENCE CMNTY BK CORP COM
10,152.00 
11,905.69 
400.00
Corporate Stock - Common INDEPENDENCE CMNTY BK CORP COM
307,098.00 
194,090.05 
12,100.00 
Corporate Stock - Common INDEX DEV PARTNERS INC COM
26.00 
1,014.31 
200.00 
Corporate Stock - Common INDIGO ENERGY INC COM
375.00 
1,313.25 
1,500.00 
Corporate Stock - Common INDONESIA FD INC COM
900.90 
6,876.17 
546.00 
Corporate Stock - Common INDYMAC BANCORP INC COM
38,459.20 
45,157.25 
2,080.00 
Corporate Stock - Common INDYMAC BANCORP INC COM
146,995.50 
152,255.10 
7,950.00 
Corporate Stock - Common INDYMAC BANCORP INC COM
166,410.00 
193,386.60 
9,000.00 
Corporate Stock - Common INFOCUS CORP COM
1,232.00 
6,329.95 
200.00 
Corporate Stock - Common INFONOW CORP COM NEW
15,500.00 
18,329.95 
10,000.00 
Corporate Stock - Common INFORETECH WIRELESS TECHNOLOGY INC COM
21.60 
667.45 
600.00 
Corporate Stock - Common INFORMATION MGMT TECHNOLOGIES CORP CL A PAR $0.04
0.02 
314.00 
100.00 
Corporate Stock - Common INFORMATION RES INC COM
160.00 
1,346.89 
100.00 
Corporate Stock - Common INFOSPACE INC COM NEW
3,734.46 
29,108.61 
442.00 
Corporate Stock - Common INGERSOLL-RAND CO CL A
180,852.00 
112,534.15 
4,200.00 
Corporate Stock - Common INGRAM MICRO INC CL A
6,669.00 
10,341.23 
540.00 
Corporate Stock - Common INGRAM MICRO INC CL A
145,730.00 
169,656.86 
11,800.00 
Corporate Stock - Common INGRAM MICRO INC CL A
298,870.00 
313,171.19 
24,200.00 
Corporate Stock - Common INKTOMI CORP COM
37,140.80 
31,410.07 
23,213.00 
Corporate Stock - Common INNODATA CORP COM NEW
16,320.00 
47,847.64 
17,000.00 
Corporate Stock - Common INNOVATIVE SOLUTIONS & SUPPORT INC COM ISIN US45769N1054
3,120.00 
3,944.95 
500.00 

 
Corporate Stock - Common INNOVEX INC COM
6,330.00 
15,566.15 
1,500.00 
Corporate Stock - Common INRANGE TECHNOLOGIES CORP CL B
2,350.00 
11,879.95 
1,000.00 
Corporate Stock - Common INSIGHT COMMUNICATIONS INC CL A
24,760.00 
26,686.39 
2,000.00 
Corporate Stock - Common INSIGHT COMMUNICATIONS INC CL A
194,366.00 
227,628.57 
15,700.00 
Corporate Stock - Common INSIGHTFUL CORP COM
930.00 
4,959.75 
1,000.00 
Corporate Stock - Common INSITE VISION INC COM
710.00 
2,342.45 
1,000.00 
Corporate Stock - Common INTASYS CORP COM NEW
960.00 
54,225.33 
750.00 
Corporate Stock - Common INTEGRA LIFESCIENCES HLDG CORP COM DESP
49,420.00 
65,000.04 
2,800.00 
Corporate Stock - Common INTEGRATED CIRCUIT SYS INC COM NEW COM STK
233,600.00 
222,334.09 
12,800.00 
Corporate Stock - Common INTEGRATED CIRCUIT SYS INC COM NEW COM STK
403,325.00 
416,267.54 
22,100.00 
Corporate Stock - Common INTEGRATED DEFENSE TECHNOLOGIES INC COM
2,900.00 
2,461.95 
200.00 
Corporate Stock - Common INTEGRATED DEVICE TECH INC COM
11,090.25 
21,157.70 
1,325.00 
Corporate Stock - Common INTEGRATED SURGICAL SYS INC COM ISIN# US45812Y1082
40.00 
4,061.15 
1,000.00 
Corporate Stock - Common INTEL CORP CAP
815,934.03 
1,281,461.69 
52,404.24 
Corporate Stock - Common INTEL CORP CAP
193,068.00 
218,992.19 
12,400.00 
Corporate Stock - Common INTEL CORP CAP
761,373.00 
1,224,846.45 
48,900.00 
Corporate Stock - Common INTEL CORP CAP
2,565,936.00 
1,687,009.52 
164,800.00 
Corporate Stock - Common INTEL CORP CAP
591,660.00 
768,250.45 
38,000.00 
Corporate Stock - Common INTELIDATA TECHNOLOGIES CORP COM
144.00 
2,327.14 
160.00 
Corporate Stock - Common INTER TEL INC COM
4,192.69 
3,889.96 
200.51 
Corporate Stock - Common INTERACTIVE DATA CORP COM
550.00 
501.99 
40.00 
Corporate Stock - Common INTERACTIVE DATA CORP COM
291,500.00 
310,915.34 
21,200.00 
Corporate Stock - Common INTERDIGITAL COMMUNICATIONS CORP COM
800.80 
591.83 
55.00 
Corporate Stock - Common INTERDIGITAL COMMUNICATIONS CORP COM
80,080.00 
72,960.90 
5,500.00 
Corporate Stock - Common INTERGRAPH CORP COM
111,888.00 
108,749.97 
6,300.00 
Corporate Stock - Common INTERLAND INC MINN COM COM STK
1,209.00 
7,164.91 
930.00 
Corporate Stock - Common INTERLOTT TECHNOLOGIES INC COM
2,300.00 
3,329.95 
400.00 
Corporate Stock - Common INTERMUNE INC COM
2,551.00 
3,018.13 
100.00 
Corporate Stock - Common INTERNAP NETWORKS SVCS DEL
1,603.95 
5,094.37 
4,335.00 
Corporate Stock - Common INTERNET CAP GROUP INC COM ISIN US46059C1062
20,970.00 
36,851.00 
58,250.00 
Corporate Stock - Common INTERNET COMM & COMMUNICATIONS INC COM
1.20 
4,791.50 
600.00 
Corporate Stock - Common INTERNET PICTURES CORP COM NEW
1,506.75 
30,334.64 
1,435.00 
Corporate Stock - Common INTERNET SEC SYS INC COM
6,415.50 
8,654.66 
350.00 
Corporate Stock - Common INTERNET SEC SYS INC COM
208,962.00 
197,505.27 
11,400.00 
Corporate Stock - Common INTERNET SEC SYS INC COM
322,608.00 
313,957.46 
17,600.00 
Corporate Stock - Common INTERNET SEC SYS INC COM
278,066.10 
206,278.81 
15,170.00 
Corporate Stock - Common INTEROIL CORP COM
14,540.00 
13,760.00 
2,000.00 
Corporate Stock - Common INTERPORE INTL COM
1,920.00 
2,954.95 
300.00 
Corporate Stock - Common INTERPUBLIC GROUP COMPANIES INC COM
135,168.00 
194,706.51 
9,600.00 
Corporate Stock - Common INTERSIL CORP
18,568.08 
25,767.28 
1,332.00 
Corporate Stock - Common INTERSIL CORP
313,650.00 
696,197.67 
22,500.00 
Corporate Stock - Common INTERWAVE COMMUNICATIONS INTL COM ISIN#BMG4911N1020
210.00 
8,536.56 
1,000.00 
Corporate Stock - Common INTERWORLD CORP COM NEW
0.04 
454.95 
2.00 
Corporate Stock - Common INTERWOVEN INC COM ISIN # US6114T1025
14,157.00 
88,463.10 
5,445.00 
Corporate Stock - Common INTEST CORP COM
479.00 
2,374.50 
100.00 
Corporate Stock - Common INTL BUSINESS MACHS CORP COM
506,441.65 
591,087.51 
6,534.73 
Corporate Stock - Common INTL BUSINESS MACHS CORP COM
790,500.00 
639,404.55 
10,200.00 
Corporate Stock - Common INTL BUSINESS MACHS CORP COM
3,262,750.00 
1,568,761.43 
42,100.00 
Corporate Stock - Common INTL BUSINESS MACHS CORP COM
1,379,500.00 
1,403,568.77 
17,800.00 
Corporate Stock - Common INTL DISPENSING CORP COM
984.00 
2,038.20 
1,200.00 
Corporate Stock - Common INTL FIBERCOM INC COM
0.42 
26,344.72 
4,200.00 
Corporate Stock - Common INTL FLAVORS & FRAGRANCES INC COM
80,730.00 
80,755.50 
2,300.00 
Corporate Stock - Common INTL GAME TECH COM
18,980.00 
14,594.39 
250.00 
Corporate Stock - Common INTL GAME TECH COM
394,024.80 
345,017.17 
5,190.00 
Corporate Stock - Common INTL GAME TECH COM
167,024.00 
125,976.69 
2,200.00 
Corporate Stock - Common INTL HERITAGE INC COM
0.07 
11,271.83 
735.00 
Corporate Stock - Common INTL MAPLE LEAF SPRINGS LTD
0.00
4,302.90 
6,000.00 
Corporate Stock - Common INTL MULTIFOODS CORP COM
55,094.00 
54,733.38 
2,600.00 
Corporate Stock - Common INTL PAPER CO COM
23,346.15 
25,739.77 
667.61 
Corporate Stock - Common INTL PAPER CO COM
524,550.00 
528,045.19 
15,000.00 
Corporate Stock - Common INTL PAPER CO COM
332,215.00 
308,258.52 
9,500.00 
Corporate Stock - Common INTL PAPER CO COM
416,912.34 
407,391.00 
11,922.00 
Corporate Stock - Common INTL RECTIFIER CORP COM
4,061.20 
5,008.06 
220.00 
Corporate Stock - Common INTL RECTIFIER CORP COM
1,059,604.00 
1,631,676.30 
57,400.00 
Corporate Stock - Common INTL SPEEDWAY CORP CL A
3,734.59 
3,990.95 
100.15 
Corporate Stock - Common INTRADO INC COM
15,209.60 
29,723.00 
1,552.00 
Corporate Stock - Common INTRAWEST CORP COM NEW
1,860.00 
1,979.95 
150.00 
Corporate Stock - Common INTST HOTELS & RESORTS INC COM
28.80 
0.00 
6.00 
Corporate Stock - Common INTUIT COM
20,879.40 
19,100.03 
445.00 
Corporate Stock - Common INTUIT COM
239,292.00 
245,376.80 
5,100.00 
Corporate Stock - Common INVERESK RESH GROUP INC COM
189,904.00 
114,400.00 
8,800.00 
Corporate Stock - Common INVERNESS MED INNOVATIONS INC COM
170.95 
191.80 
13.00 
Corporate Stock - Common INVESTAMERICA INC COM
1.50 
12,153.22 
1,500.00 
Corporate Stock - Common INVESTORS FINL SVCS CORP DEL COM
284,582.10 
342,567.29 
10,390.00 
Corporate Stock - Common INVESTORS FINL SVCS CORP DEL COM
364,287.00 
470,368.42 
13,300.00 
Corporate Stock - Common INVESTORS FINL SVCS CORP DEL COM
262,944.00 
258,374.70 
9,600.00 
Corporate Stock - Common INVICTA CORP COM
540.00 
2,924.90 
3,000.00 
Corporate Stock - Common INVISION TECHNOLOGIES INC COM
36,113.20 
41,907.99 
1,370.00 
Corporate Stock - Common INVISION TECHNOLOGIES INC COM
57,992.00 
59,383.72 
2,200.00 
Corporate Stock - Common INVITROGEN CORP COM
2,033.85 
2,370.36 
65.00 
Corporate Stock - Common IOMEGA CORP COM NEW
15,700.00 
43,709.46 
2,000.00 
Corporate Stock - Common IPC HLDGS LTD
611,876.00 
531,461.40 
19,400.00 
Corporate Stock - Common IR OPER CORP COM STK
22.00 
3,216.89 
2,200.00 
Corporate Stock - Common IRIDIUM WORLD COMMUNICATIONS CL A COM STK
110.00 
11,963.10 
1,100.00 
Corporate Stock - Common IRVINE SENSORS CORP COM NEW
1,946.23 
9,363.35 
1,361.00 
Corporate Stock - Common IRWIN FINL CORP COM
103,950.00 
112,570.50 
6,300.00 
Corporate Stock - Common ISHARES DJ
35,807.20 
41,995.84 
1,040.00 
Corporate Stock - Common ISHARES TR DOW JONES U S REAL ESTATE INDEX FD DOW JONES ISIN US4642877397
5,839.94 
6,135.48 
75.55 
Corporate Stock - Common ISHARES TR DOW JONES U S UTILS SECTOR INDEX FD
49,555.80 
53,020.65 
1,035.00 
Corporate Stock - Common ISHARES TR S&P SMALLCAP 600 INDEX FD
99,168.73 
117,812.51 
1,017.64 
Corporate Stock - Common ISIS PHARMACEUTICALS COM
13,839.00 
20,848.73 
2,100.00 
Corporate Stock - Common ISIS PHARMACEUTICALS COM
112,689.00 
285,184.06 
17,100.00 
Corporate Stock - Common ISLE CAPRI CASINOS INC COM
15,888.00 
22,774.98 
1,200.00 
Corporate Stock - Common ITEX CORP COM PAR $0.01
7,386.96 
209,420.06 
61,558.00 
Corporate Stock - Common ITRON INC
53,676.00 
75,410.72 
2,800.00 
Corporate Stock - Common ITT EDL SVCS INC COM
3,249.90 
2,711.42 
138.00 
Corporate Stock - Common ITT EDL SVCS INC COM
153,075.00 
146,160.95 
6,500.00 
Corporate Stock - Common ITT INDS INC COM
139,587.00 
51,498.99 
2,300.00 
Corporate Stock - Common IVAX CORP COM
23,956.75 
33,322.48 
1,975.00 
Corporate Stock - Common IVAX CORP COM
605,287.00 
639,107.71 
49,900.00 
Corporate Stock - Common J JILL GROUP INC COM
2,097.00 
3,109.53 
150.00 
Corporate Stock - Common J P MORGAN CHASE & CO COM
159,045.77 
194,429.16 
6,626.91 
Corporate Stock - Common J P MORGAN CHASE & CO COM
945,600.00 
1,364,941.02 
39,400.00 
Corporate Stock - Common J P MORGAN CHASE & CO COM
1,191,360.00 
1,085,626.35 
49,640.00 
Corporate Stock - Common J P MORGAN CHASE & CO COM
1,485,600.00 
2,332,556.07 
61,900.00 
Corporate Stock - Common JABIL CIRCUIT INC COM
5,376.00 
10,520.50 
300.00 
Corporate Stock - Common JABIL CIRCUIT INC COM
87,808.00 
168,748.07 
4,900.00 
Corporate Stock - Common JABIL CIRCUIT INC COM
340,480.00 
359,359.84 
19,000.00 
Corporate Stock - Common JAKKS PAC INC COM
9,429.00 
12,238.03 
700.00 
Corporate Stock - Common JARDEN CORP COM
76,384.00 
76,234.00 
3,200.00 
Corporate Stock - Common JB OXFORD HLDGS INC COM NEW
614.10 
18,963.09 
230.00 
Corporate Stock - Common JDS UNIPHASE CORP COM ISIN US46612J1016
245,530.35 
482,640.60 
99,405.00 
Corporate Stock - Common JDS UNIPHASE CORP COM ISIN US46612J1016
188,633.90 
219,064.90 
76,370.00 
Corporate Stock - Common JDS UNIPHASE CORP COM ISIN US46612J1016
86,944.00 
3,327,634.74 
35,200.00 
Corporate Stock - Common JEFFERSON-PILOT CORP COM
1,168.49 
1,617.36 
30.66 
Corporate Stock - Common JEFFERSON-PILOT CORP COM
134,528.30 
59,974.06 
3,530.00 
Corporate Stock - Common JETBLUE AWYS CORP COM
25,056.00 
25,216.76 
928.00 
Corporate Stock - Common JMAR TECHNOLOGIES INC COM
239.70 
840.70 
235.00 
Corporate Stock - Common JNI CORP COM
1,108.00 
3,192.35 
400.00 
Corporate Stock - Common JO-ANN STORES INC CL A
89,583.00 
100,620.00 
3,900.00 
Corporate Stock - Common JOHNSON & JOHNSON COM
403,680.39 
413,065.01 
7,515.93 
Corporate Stock - Common JOHNSON & JOHNSON COM
435,051.00 
451,581.34 
8,100.00 
Corporate Stock - Common JOHNSON & JOHNSON COM
1,772,430.00 
1,903,119.66 
33,000.00 
Corporate Stock - Common JOHNSON & JOHNSON COM
3,967,879.96 
1,662,179.96 
73,876.00 
Corporate Stock - Common JOHNSON & JOHNSON COM
2,733,839.00 
2,686,090.79 
50,900.00 
Corporate Stock - Common JOHNSON CTL INC COM
176,374.00 
64,950.02 
2,200.00 
Corporate Stock - Common JONES APPAREL GROUP INC COM
14,176.00 
13,323.28 
400.00 
Corporate Stock - Common JONES APPAREL GROUP INC COM
113,408.00 
103,124.59 
3,200.00 
Corporate Stock - Common JONES APPAREL GROUP INC COM
1,088,008.00 
1,115,569.68 
30,700.00 
Corporate Stock - Common JOS A BK CLOTHIERS INC COM
2,132.00 
2,238.65 
100.00 
Corporate Stock - Common JOS A BK CLOTHIERS INC COM
36,244.00 
41,648.13 
1,700.00 
Corporate Stock - Common JUNIPER NETWORKS INC COM
60,608.40 
99,743.24 
8,913.00 
Corporate Stock - Common JUNIPER NETWORKS INC COM
196,520.00 
217,989.85 
28,900.00 
Corporate Stock - Common JUNIPER NETWORKS INC COM
259,896.00 
296,466.85 
38,220.00 
Corporate Stock - Common JUST TOYS INC COM NEW
20.00 
11,526.95 
5,000.00 
Corporate Stock - Common K MART CORP COM
3,684.40 
23,953.33 
18,422.00 
Corporate Stock - Common K TEL INTL INC COM
3.60 
889.02 
80.00 
Corporate Stock - Common K-SWISS INC CL A
47,762.00 
58,551.24 
2,200.00 
Corporate Stock - Common KADANT INC COM
75.00 
125.85 
5.00 
Corporate Stock - Common KAMAN CORP CL A
37,400.00 
62,730.34 
3,400.00 
Corporate Stock - Common KANA SOFTWARE INC COM NEW
1,103.20 
53,402.63 
560.00 
Corporate Stock - Common KANEB SVCS LLC COM
24,222.00 
25,204.90 
1,320.00 
Corporate Stock - Common KAZAKSTAN GOLDFIELDS CORP COM STK
0.00 
4,466.80 
4,500.00 
Corporate Stock - Common KB HOME COM
5,365.12 
6,379.33 
125.21 
Corporate Stock - Common KB HOME COM
50,263.05 
25,139.44 
1,173.00 
Corporate Stock - Common KCS ENERGY INC
25,681.72 
27,452.75 
15,018.55 
Corporate Stock - Common KEITHLEY INSTRS INC COM
1,875.00 
2,882.50 
150.00 
Corporate Stock - Common KEITHLEY INSTRS INC COM
33,750.00 
41,342.67 
2,700.00 
Corporate Stock - Common KELLOGG CO COM
397,532.00 
398,125.43 
11,600.00 
Corporate Stock - Common KELLOGG CO COM
983,549.00 
1,027,192.47 
28,700.00 
Corporate Stock - Common KELLOGG CO COM
349,554.00 
291,797.16 
10,200.00 
Corporate Stock - Common KEMET CORP COM
5,681.00 
13,423.33 
650.00 
Corporate Stock - Common KEMET CORP COM
107,502.00 
107,489.70 
12,300.00 
Corporate Stock - Common KERAVISION INC COM
0.24 
7,931.11 
800.00 
Corporate Stock - Common KERR MCGEE CORP COM
2,237.81 
2,296.92 
50.52 
Corporate Stock - Common KERR MCGEE CORP COM
109,686.80 
126,178.98 
2,476.00 
Corporate Stock - Common KETCH RES LTD
552.00 
0.00 
230.00 
Corporate Stock - Common KEY ENERGY SVCS INC
3,139.50 
2,988.66 
350.00 
Corporate Stock - Common KEY ENERGY SVCS INC
317,538.00 
362,515.61 
35,400.00 
Corporate Stock - Common KEYCORP NEW COM
26,899.80 
23,083.63 
1,070.00 
Corporate Stock - Common KEYCORP NEW COM
502,800.00 
543,443.88 
20,000.00 
Corporate Stock - Common KEYCORP NEW COM
266,484.00 
206,354.06 
10,600.00 
Corporate Stock - Common KEYSPAN CORP COM
15,332.47 
12,076.88 
435.09 
Corporate Stock - Common KEYSPAN CORP COM
229,060.00 
235,246.21 
6,500.00 
Corporate Stock - Common KEYSPAN CORP COM
123,340.00 
121,978.94 
3,500.00 
Corporate Stock - Common KEYSTONE AUTOMOTIVE INDS INC COM
43,558.00 
39,309.50 
2,900.00 
Corporate Stock - Common KIMBERLY-CLARK CORP COM
20,923.97 
26,695.80 
440.78 
Corporate Stock - Common KIMBERLY-CLARK CORP COM
507,929.00 
688,762.87 
10,700.00 
Corporate Stock - Common KIMBERLY-CLARK CORP COM
422,483.00 
574,396.54 
8,900.00 
Corporate Stock - Common KIMBERLY-CLARK CORP COM
605,527.32 
399,752.72 
12,756.00 
Corporate Stock - Common KINDER MORGAN INC COM STK
165,698.40 
158,554.82 
3,920.00 
Corporate Stock - Common KINDER MORGAN INC COM STK
126,810.00 
143,506.66 
3,000.00 
Corporate Stock - Common KING PHARMACEUTICALS INC COM
102,555.54 
163,661.06 
5,966.00 
Corporate Stock - Common KIRBY CORP COM
60,258.00 
55,421.08 
2,200.00 
Corporate Stock - Common KLA-TENCOR CORP
33,742.98 
37,066.20 
954.00 
Corporate Stock - Common KLA-TENCOR CORP
429,038.10 
506,606.38 
12,130.00 
Corporate Stock - Common KLA-TENCOR CORP
166,239.00 
185,281.89 
4,700.00 
Corporate Stock - Common KNICKERBOCKER L L INC COM NEW
10.50 
11,184.71 
3,500.00 
Corporate Stock - Common KNIGHT TRADING GROUP INC CL A COM
29,391.44 
126,088.07 
6,136.00 
Corporate Stock - Common KNIGHT TRADING GROUP INC CL A COM
37,362.00 
39,583.44 
7,800.00 
Corporate Stock - Common KNIGHT-RIDDER INC COM STK
126,500.00 
76,896.30 
2,000.00 
Corporate Stock - Common KNIGHTSBRIDGE TANK LTD COM
4,491.00 
7,333.72 
300.00 
Corporate Stock - Common KNOT INC COM
81.00 
1,367.45 
100.00 
Corporate Stock - Common KNOWLEDGEMAX INC COM
9.10 
9,274.12 
1,300.00 
Corporate Stock - Common KOGER EQUITY INC COM
51,480.00 
54,153.00 
3,300.00 
Corporate Stock - Common KOHLS CORP COM
22,380.00 
28,960.31 
400.00 
Corporate Stock - Common KOHLS CORP COM
2,019,795.00 
1,871,561.78 
36,100.00 
Corporate Stock - Common KOHLS CORP COM
469,980.00 
282,583.20 
8,400.00 
Corporate Stock - Common KOHLS CORP COM
1,012,695.00 
1,155,235.08 
18,100.00 
Corporate Stock - Common KOPIN CORP COM
6,664.00 
13,726.58 
1,700.00 
Corporate Stock - Common KOREA THRUNET LTD A COM
21,742.20 
108,469.22 
48,316.00 
Corporate Stock - Common KRAFT FOODS INC CL A
29,226.07 
29,754.95 
750.73 
Corporate Stock - Common KRAFT FOODS INC CL A
268,617.00 
270,165.36 
6,900.00 
Corporate Stock - Common KRISPY KREME DOUGHNUTS INC COM STK ISIN#US5010141043
159,090.47 
178,026.20 
4,711.00 
Corporate Stock - Common KROGER CO COM
17,226.75 
19,468.43 
1,115.00 
Corporate Stock - Common KROGER CO COM
293,550.00
279,979.50 
19,000.00 
Corporate Stock - Common KROGER CO COM
296,640.00 
289,566.19 
19,200.00 
Corporate Stock - Common KS CY SOUTHN
171,600.00 
193,959.48 
14,300.00 
Corporate Stock - Common KS CY SOUTHN
356,400.00 
346,312.75 
29,700.00 
Corporate Stock - Common KUSHNER-LOCKE CO COM NEW
1.15 
4,319.33 
11,500.00 
Corporate Stock - Common L-3 COMMUNICATIONS HLDG CORP COM
21,556.80 
21,980.47 
480.00 
Corporate Stock - Common LA JOLLA PHARMACEUTICAL CO COM
650.00 
625.20 
100.00 
Corporate Stock - Common LA QUINTA CORP PAIRED CTF 1 COM B LA QUINTA PPTYS &
4,180.00 
5,429.73 
950.00 
Corporate Stock - Common LA Z BOY INC COM
163,064.00 
139,172.20 
6,800.00 
Corporate Stock - Common LAB CORP AMER HLDGS COM NEW
2,324.00 
2,475.95 
100.00 
Corporate Stock - Common LAB CORP AMER HLDGS COM NEW
188,244.00 
194,968.98 
8,100.00 
Corporate Stock - Common LAB CORP AMER HLDGS COM NEW
1,164,324.00 
1,425,902.77 
50,100.00 
Corporate Stock - Common LAM RESH CORP COM
6,480.00 
10,358.85 
600.00 
Corporate Stock - Common LAM RESH CORP COM
135,432.00 
137,655.90 
12,540.00 
Corporate Stock - Common LAM RESH CORP COM
288,144.00 
299,581.55 
26,680.00 
Corporate Stock - Common LAMAR ADVERTISING CO CL A COM
230,166.00 
267,834.17 
6,840.00 
Corporate Stock - Common LANDAMERICA FINL GROUP INC COM
74,445.00 
72,828.00 
2,100.00 
Corporate Stock - Common LANDAMERICA FINL GROUP INC COM
134,710.00 
139,940.71 
3,800.00 
Corporate Stock - Common LANDAUER INC COM
3,510.65 
3,374.95 
101.03 
Corporate Stock - Common LANDRYS RESTAURANTS INC
3,249.72 
3,526.00 
153.00 
Corporate Stock - Common LANDRYS RESTAURANTS INC
142,308.00 
56,970.77 
6,700.00 
Corporate Stock - Common LANOPTICS LTG ORD
2,631.65 
10,934.76 
515.00 
Corporate Stock - Common LCA-VISION INC COM PAR $.001
3,495.24 
40,029.87 
1,533.00 
Corporate Stock - Common LEAP WIRELESS INTL INC COM
31.80 
3,016.45 
212.00 
Corporate Stock - Common LEAPFROG ENTERPRISES INC CL A
251.50 
329.95 
10.00 
Corporate Stock - Common LEAR CORP COM STK PAR $0.01
149,760.00 
210,536.10 
4,500.00 
Corporate Stock - Common LEDGEND HLDGS NAME CHNG TO LEGEND HLDGS LTD 2472099 4/10/02
8,658.00 
23,491.92 
1,300.00 
Corporate Stock - Common LEGATO SYS INC COM
3,194.05 
9,121.87 
635.00 
Corporate Stock - Common LEGATO SYS INC COM
213,272.00 
212,104.18 
42,400.00 
Corporate Stock - Common LEGG MASON INC COM
2,669.70 
2,891.34 
55.00 
Corporate Stock - Common LEGG MASON INC COM
306,287.40 
290,874.89 
6,310.00 
Corporate Stock - Common LEGG MASON INC COM
668,395.80 
636,778.99 
13,770.00 
Corporate Stock - Common LEGGETT & PLATT INC COM
107,712.00 
106,201.05 
4,800.00 
Corporate Stock - Common LEHMAN BROS HLDGS INC COM
42,639.35 
51,409.83 
800.14 
Corporate Stock - Common LEHMAN BROS HLDGS INC COM
506,255.00 
523,712.20 
9,500.00 
Corporate Stock - Common LEHMAN BROS HLDGS INC COM
452,965.00 
478,677.89 
8,500.00 
Corporate Stock - Common LEHMAN BROS HLDGS INC COM
314,411.00 
210,859.77 
5,900.00 
Corporate Stock - Common LENNAR CORP COM
18,072.38 
17,729.72 
350.24 
Corporate Stock - Common LENNOX INTL INC COM
112,950.00 
129,790.96 
9,000.00 
Corporate Stock - Common LERNOUT & HAUSPIE SPEECH PRODS NV COM STK
0.20 
9,889.57 
250.00 
Corporate Stock - Common LEVEL 3 COMMUNICATIONS INC COM STK
133,755.30 
162,085.88 
27,297.00 
Corporate Stock - Common LEVEL JUMP FINL GROUP INC FLA COM
0.10 
1,998.65 
1,000.00 
Corporate Stock - Common LEXICON GENETICS INC COMMON STOCK
2,838.00 
7,223.70 
600.00 
Corporate Stock - Common LEXMARK INTL INC NEW CL A
18,029.00 
18,991.23 
298.00 
Corporate Stock - Common LEXMARK INTL INC NEW CL A
309,760.00 
245,027.34 
5,120.00 
Corporate Stock - Common LEXMARK INTL INC NEW CL A
187,550.00 
206,313.04 
3,100.00 
Corporate Stock - Common LIBERTY MEDIA CORP NEW COM SER A
4,988.52 
6,427.15 
558.00 
Corporate Stock - Common LIBERTY MEDIA CORP NEW COM SER A
1,286,501.76 
2,359,210.32 
143,904.00 
Corporate Stock - Common LIFELINE BIOTECHNOLOGIES INC COM NEW STK
600.00 
793.23 
5,999,994.00 
Corporate Stock - Common LIFEPOINT HOSPS INC COM ISIN US53219L1098
116,132.28 
146,472.63 
3,880.00 
Corporate Stock - Common LIGHTPATH TECHNOLOGIES INC CL A
28,197.12 
855,308.63 
88,116.00 
Corporate Stock - Common LIN TV CORP CL A
455,345.00 
435,041.67 
18,700.00 
Corporate Stock - Common LINCARE HLDGS INC COM
4,458.42 
4,412.75 
141.00 
Corporate Stock - Common LINCARE HLDGS INC COM
607,104.00 
458,143.34 
19,200.00 
Corporate Stock - Common LINCOLN ELEC HLDGS INC COM
19,470.56 
19,327.83 
841.06 
Corporate Stock - Common LINCOLN NATL CORP COM
138,952.00 
101,340.02 
4,400.00 
Corporate Stock - Common LINEAR TECH CORP DEL
33,740.14 
58,601.46 
1,311.83 
Corporate Stock - Common LINEAR TECH CORP DEL
200,616.00 
396,823.39 
7,800.00 
Corporate Stock - Common LIONBRIDGE TECHNOLOGIES INC COM
557.99 
10,708.79 
286.00 
Corporate Stock - Common LITHIUM TECH CORP COM
5,308.00 
75,293.60 
66,350.00 
Corporate Stock - Common LIZ CLAIBORNE INC COM
26,405.25 
26,826.80 
890.57 
Corporate Stock - Common LIZ CLAIBORNE INC COM
80,055.00 
48,608.96 
2,700.00 
Corporate Stock - Common LNR PPTY CORP COM
7,086.69 
7,111.70 
200.19 
Corporate Stock - Common LOCH HARRIS INC COM NEW COM ISIN US 5395782031
11.00 
1,797.45 
1,000.00 
Corporate Stock - Common LOCKHEED MARTIN CORP COM
77,127.03 
79,916.17 
1,335.53 
Corporate Stock - Common LOCKHEED MARTIN CORP COM
537,075.00 
546,914.40 
9,300.00 
Corporate Stock - Common LOCKHEED MARTIN CORP COM
456,225.00 
492,227.30 
7,900.00 
Corporate Stock - Common LOCKHEED MARTIN CORP COM
657,195.00 
328,806.48 
11,380.00 
Corporate Stock - Common LOEWS CORP COM
595,764.00 
608,472.33 
13,400.00 
Corporate Stock - Common LOEWS CORP COM
204,516.00 
164,198.73 
4,600.00 
Corporate Stock - Common LOGICVISION INC DEL COM
1,638.30 
10,164.55 
762.00 
Corporate Stock - Common LONGS DRUG STORES CORP COM
126,514.00 
124,687.05 
6,100.00 
Corporate Stock - Common LONGVIEW FIBRE CO COM
53,502.00 
61,163.22 
7,400.00 
Corporate Stock - Common LORAL SPACE & COMMUNICATIONS LTD COM STK
1,225.50 
11,886.97 
2,850.00 
Corporate Stock - Common LORUS THERAPEUTICS INC COM
1,650.00 
23,245.15 
5,000.00 
Corporate Stock - Common LOUISIANA-PACIFIC CORP COM
267,592.00 
364,157.68 
33,200.00 
Corporate Stock - Common LOUISIANA-PACIFIC CORP COM
240,188.00 
354,604.18 
29,800.00 
Corporate Stock - Common LOUISIANA-PACIFIC CORP COM
582,738.00 
548,474.36 
72,300.00 
Corporate Stock - Common LOUISIANA-PACIFIC CORP COM
20,956.00 
53,623.51 
2,600.00 
Corporate Stock - Common LOWES COS INC COM
113,105.93 
126,474.96 
3,016.16 
Corporate Stock - Common LOWES COS INC COM
727,500.00 
224,980.35 
19,400.00 
Corporate Stock - Common LOWES COS INC COM
1,068,750.00 
1,167,186.80 
28,500.00 
Corporate Stock - Common LSI LOGIC CORP COM
49,131.55 
116,395.64 
8,515.00 
Corporate Stock - Common LSI LOGIC CORP COM
53,661.00 
181,192.38 
9,300.00 
Corporate Stock - Common LTD BRANDS
11,791.20 
15,508.35 
846.46 
Corporate Stock - Common LTD BRANDS
370,538.00 
536,187.54 
26,600.00 
Corporate Stock - Common LTD BRANDS
181,229.30 
157,731.98 
13,010.00 
Corporate Stock - Common LTWC CORP COM
371.43 
61,537.60 
6,170.00 
Corporate Stock - Common LTX CORP COM
9,045.00 
22,752.43 
1,500.00 
Corporate Stock - Common LUBRIZOL CORP COM
149,450.00 
141,683.50 
4,900.00 
Corporate Stock - Common LUBYS INC COM ISIN #US5492821013
873.00 
1,928.95 
300.00 
Corporate Stock - Common LUCENT TECHNOLOGIES INC COM STK
150,978.23 
234,299.66 
119,823.99 
Corporate Stock - Common LUCENT TECHNOLOGIES INC COM STK
107,668.26 
1,274,495.47 
85,451.00 
Corporate Stock - Common LUMENON INNOVATION LIGHTWAVE TECH INC COM COM STK
265.20 
5,258.60 
2,040.00 
Corporate Stock - Common LUMINANT WORLWIDE CORP COM
1.00 
1,467.45 
1,000.00 
Corporate Stock - Common LYONDELL CHEMICAL CO COM STK
34,128.00 
36,698.55 
2,700.00 
Corporate Stock - Common LYONDELL CHEMICAL CO COM STK
219,936.00 
190,811.88 
17,400.00 
Corporate Stock - Common M D C HLDGS INC COM
2,678.20 
2,553.45 
70.00 
Corporate Stock - Common M WAVE INC COM
1,221.00 
12,488.39 
1,000.00 
Corporate Stock - Common M-SYSTMES FLASH DISK PIONEER COM
1,462.00 
2,192.94 
200.00 
Corporate Stock - Common MACHEEZMO MOUSE RESTAURANTS INC COM
0.08 
1,075.60 
800.00 
Corporate Stock - Common MACROMEDIA INC COM
1,448.40 
5,521.21 
136.00 
Corporate Stock - Common MACROMEDIA INC COM
58,575.00 
63,146.05 
5,500.00 
Corporate Stock - Common MACROMEDIA INC COM
150,165.00 
244,729.14 
14,100.00 
Corporate Stock - Common MACROVISION CORP COM
4,202.48 
13,300.43 
262.00 
Corporate Stock - Common MAF BANCORP INC COM
47,502.00 
34,678.00 
1,400.00 
Corporate Stock - Common MAGNETEK INC COM
2,220.00 
2,479.95 
500.00 
Corporate Stock - Common MAI SYS CORP COM NEW
240.00 
2,124.38 
3,000.00 
Corporate Stock - Common MAN SANG HLDGS INC COM NEW
880.00 
3,629.95 
800.00 
Corporate Stock - Common MANDALAY RESORT GROUP COM
1,202,973.00 
1,066,331.42 
39,300.00 
Corporate Stock - Common MANHATTAN ASSOCS INC COM
4,732.00 
8,431.04 
200.00 
Corporate Stock - Common MANHATTAN ASSOCS INC COM
286,995.80 
260,310.86 
12,130.00 
Corporate Stock - Common MANOR CARE INC NEW COM STK
437,335.00 
441,732.60 
23,500.00 
Corporate Stock - Common MANOR CARE INC NEW COM STK
43,733.50 
61,384.75 
2,350.00 
Corporate Stock - Common MANPOWER INC WIS COM
236,060.00 
276,589.84 
7,400.00 
Corporate Stock - Common MANPOWER INC WIS COM
350,900.00 
379,178.80 
11,000.00 
Corporate Stock - Common MANPOWER INC WIS COM
318,043.00 
381,006.67 
9,970.00 
Corporate Stock - Common MANPOWER INC WIS COM
185,020.00 
207,174.84 
5,800.00 
Corporate Stock - Common MANTECH INTL CORP CL A
219,305.00 
207,000.00 
11,500.00 
Corporate Stock - Common MANUGISTICS GROUP INC COM
1,920.00 
2,936.65 
800.00 
Corporate Stock - Common MARATHON OIL CORP COM
4,258.00 
5,454.84 
200.00 
Corporate Stock - Common MARATHON OIL CORP COM
166,062.00 
187,708.41 
7,800.00 
Corporate Stock - Common MARRIOTT INTL INC NEW COM STK CL A
193,933.00 
223,175.44 
5,900.00 
Corporate Stock - Common MARSH & MC LENNAN CO'S INC
15,942.45 
15,872.28 
345.00 
Corporate Stock - Common MARSH & MC LENNAN CO'S INC
619,214.00 
277,057.49 
13,400.00 
Corporate Stock - Common MARSHALL & ILSLEY CORP COM
147,852.00 
161,312.83 
5,400.00 
Corporate Stock - Common MARTEK BIOSCIENCES CORP COM STK USD0.10
661,708.00 
523,335.32 
26,300.00 
Corporate Stock - Common MARTHA STEWART LIVING OMNIMEDIA INC CL ACOM STK
1,974.00 
2,245.95 
200.00 
Corporate Stock - Common MARVEL ENTERPRISES INC COM
17,960.00 
8,043.30 
2,000.00 
Corporate Stock - Common MASCO CORP COM
17,892.50 
20,974.16 
850.00 
Corporate Stock - Common MASCO CORP COM
423,105.00 
410,630.63 
20,100.00 
Corporate Stock - Common MASCO CORP COM
261,020.00 
223,432.30 
12,400.00 
Corporate Stock - Common MASCO CORP COM
256,810.00 
252,339.52 
12,200.00 
Corporate Stock - Common MASSEY ENERGY CORP COM
2,010.43 
5,258.00 
206.83 
Corporate Stock - Common MASSEY ENERGY CORP COM
124,416.00 
108,683.32 
12,800.00 
Corporate Stock - Common MATRIXX INITIATIVES INC COM
3,975.00 
4,779.95 
500.00 
Corporate Stock - Common MATTEL INC COM
11,751.99 
11,609.06 
613.68 
Corporate Stock - Common MATTEL INC COM
208,505.20 
223,196.35 
10,888.00 
Corporate Stock - Common MAVERICK TUBE CORP COM
3,909.00 
4,328.02 
300.00 
Corporate Stock - Common MAXIM INTEGRATED PRODS INC COM
62,776.00 
67,071.74 
1,900.00 
Corporate Stock - Common MAXIM INTEGRATED PRODS INC COM
548,464.00 
626,344.03 
16,600.00 
Corporate Stock - Common MAXIM INTEGRATED PRODS INC COM
264,320.00 
478,253.21 
8,000.00 
Corporate Stock - Common MAXIM INTEGRATED PRODS INC COM
267,624.00 
367,346.81 
8,100.00 
Corporate Stock - Common MAXIM INTEGRATED PRODS INC COM
495,600.00 
501,147.00 
15,000.00 
Corporate Stock - Common MAXTOR CORP COM NEW
2,363.02 
1,685.76 
467.00 
Corporate Stock - Common MAXTOR CORP COM NEW
162,426.00 
188,427.66 
32,100.00 
Corporate Stock - Common MAY DEPT STORES CO COM
684,804.00 
784,760.24 
29,800.00 
Corporate Stock - Common MAY DEPT STORES CO COM
163,985.28 
164,246.33 
7,136.00 
Corporate Stock - Common MAYTAG CORP COM
321,480.00 
297,702.89 
11,280.00 
Corporate Stock - Common MAYTAG CORP COM
54,150.00 
43,375.38 
1,900.00 
Corporate Stock - Common MBIA INC COM
5,724.65 
7,250.66 
130.52 
Corporate Stock - Common MBIA INC COM
153,510.00 
120,570.48 
3,500.00 
Corporate Stock - Common MBIA INC COM
157,896.00 
135,821.39 
3,600.00 
Corporate Stock - Common MBNA CORP COM
8,874.22 
11,002.68 
466.57 
Corporate Stock - Common MBNA CORP COM
2,805,963.54 
1,139,222.29 
147,527.00 
Corporate Stock - Common MBNA CORP COM
605,539.74 
255,024.67 
31,837.00 
Corporate Stock - Common MBNA CORP COM
659,994.00 
625,634.06 
34,700.00 
Corporate Stock - Common MBNA CORP COM
1,052,757.00 
1,289,443.87 
55,350.00 
Corporate Stock - Common MC DERMOTT INTL INC COM $1 PAR
7,008.00 
32,871.70 
1,600.00 
Corporate Stock - Common MC DONALDS CORP COM
123,960.54 
178,991.91 
7,708.99 
Corporate Stock - Common MC DONALDS CORP COM
358,584.00 
347,326.84 
22,300.00 
Corporate Stock - Common MC DONALDS CORP COM
434,160.00 
599,024.69 
27,000.00 
Corporate Stock - Common MC DONALDS CORP COM
508,128.00 
533,668.51 
31,600.00 
Corporate Stock - Common MCDATA CORP CL A
12,070.00 
16,605.75 
1,700.00 
Corporate Stock - Common MCGRAW HILL COMPANIES INC COM
290,112.00 
116,631.53 
4,800.00 
Corporate Stock - Common MCKESSON CORP
27,846.77 
26,598.90 
1,030.22 
Corporate Stock - Common MCKESSON CORP
194,534.91 
475,891.42 
7,197.00 
Corporate Stock - Common MCKESSON CORP
1,143,369.00 
1,123,765.81 
42,300.00 
Corporate Stock - Common MCLEODUSA INC CL A NEW COM
1,686.72 
1,821.36 
2,008.00 
Corporate Stock - Common MCLEODUSA INC CLASS'A'-ESCROW
203.22 
7,044.70 
10,161.00 
Corporate Stock - Common MEADWESTVACO CORP COM
454,664.00 
425,795.82 
18,400.00 
Corporate Stock - Common MEADWESTVACO CORP COM
122,882.83 
121,366.98 
4,973.00 
Corporate Stock - Common MED DISCOVERIES INC COM
791.00 
4,207.77 
11,300.00 
Corporate Stock - Common MED DIVERSIFIED INC COM
533.80 
197,806.81 
31,400.00 
Corporate Stock - Common MED RES INC COM NEW CHAPTER 11 PROCEEDINGS EFFECTIVE 2/26/01
0.07 
30,722.54 
666.00 
Corporate Stock - Common MEDAREX INC COM
1,955.25 
17,832.20 
495.00 
Corporate Stock - Common MEDIA ARTS GROUP INC COM
6,500.00 
16,838.36 
2,500.00 
Corporate Stock - Common MEDIA GEN INC CL A
239,800.00 
269,926.00 
4,000.00 
Corporate Stock - Common MEDIABAY INC COM
2,398.00 
2,041.18 
2,000.00 
Corporate Stock - Common MEDICIS PHARMACEUTICAL CORP CL A NEW
4,967.00 
5,448.00 
100.00 
Corporate Stock - Common MEDICIS PHARMACEUTICAL CORP CL A NEW
447,030.00 
461,309.16 
9,000.00 
Corporate Stock - Common MEDICIS PHARMACEUTICAL CORP CL A NEW
271,694.90 
336,723.74 
5,470.00 
Corporate Stock - Common MEDIMMUNE INC COM
27,360.19 
41,690.00 
1,007.00 
Corporate Stock - Common MEDIMMUNE INC COM
572,390.39 
808,130.58 
21,067.00 
Corporate Stock - Common MEDIMMUNE INC COM
168,454.00 
388,224.18 
6,200.00 
Corporate Stock - Common MEDIS TECHNOLOGIES LTD COM
27,420.00 
89,981.25 
5,484.00 
Corporate Stock - Common MEDITECH PHARMACEUTICALS INC COM
1,380.00 
1,619.85 
60,000.00 
Corporate Stock - Common MEDQUIST INC COM
2,026.00 
2,735.50 
100.00 
Corporate Stock - Common MEDTRONIC INC COM
97,479.17 
95,748.09 
2,137.70 
Corporate Stock - Common MEDTRONIC INC COM
1,003,200.00 
999,214.12 
22,000.00 
Corporate Stock - Common MEDTRONIC INC COM
1,386,240.00 
579,843.27 
30,400.00 
Corporate Stock - Common MEDTRONIC INC COM
829,920.00 
848,441.38 
18,200.00 
Corporate Stock - Common MELLON FINL CORP COM
467,369.00 
638,482.04 
17,900.00 
Corporate Stock - Common MELLON FINL CORP COM
279,377.00 
157,851.23 
10,700.00 
Corporate Stock - Common MELLON FINL CORP COM
558,754.00 
658,837.89 
21,400.00 
Corporate Stock - Common MEN S WEARHOUSE INC COMMOM
1,715.00 
2,514.95 
100.00 
Corporate Stock - Common MENTOR CORP COM
3,850.00 
4,000.61 
100.00 
Corporate Stock - Common MENTOR CORP COM
138,600.00 
113,510.75 
3,600.00 
Corporate Stock - Common MENTOR GRAPHICS CORP COM
3,930.00 
8,717.45 
500.00 
Corporate Stock - Common MERCK & CO INC COM
217,545.15 
229,312.38 
3,842.88 
Corporate Stock - Common MERCK & CO INC COM
147,186.00 
129,629.36
2,600.00 
Corporate Stock - Common MERCK & CO INC COM
435,897.00 
445,396.74 
7,700.00 
Corporate Stock - Common MERCK & CO INC COM
3,164,499.00 
1,811,459.83 
55,900.00 
Corporate Stock - Common MERCK & CO INC COM
837,828.00 
833,431.61 
14,800.00 
Corporate Stock - Common MERCURY COMPUTER SYS INC COM
442,540.00 
345,600.30 
14,500.00 
Corporate Stock - Common MERCURY INTERACTIVE CORP COM
5,930.00 
7,132.85 
200.00 
Corporate Stock - Common MERCURY INTERACTIVE CORP COM
303,023.00 
274,109.97 
10,220.00 
Corporate Stock - Common MERCURY INTERACTIVE CORP COM
399,385.50 
377,534.60 
13,470.00 
Corporate Stock - Common MERCURY INTERACTIVE CORP COM
62,265.00 
185,678.59 
2,100.00 
Corporate Stock - Common MEREDITH CORP COM
49,332.00 
21,098.52 
1,200.00 
Corporate Stock - Common MERIDIAN GOLD INC COM 2-559789
9,696.50 
8,538.44 
550.00 
Corporate Stock - Common MERIDIAN RES CORP COM
35,280.00 
68,487.18 
39,200.00 
Corporate Stock - Common MERIS LABS INC COM
15.00 
1,184.40 
1,500.00 
Corporate Stock - Common MERIT MED SYS INC COM
24,501.60 
25,350.87 
1,230.00 
Corporate Stock - Common MERRILL LYNCH & CO INC COM
18,007.50 
20,487.78 
474.51 
Corporate Stock - Common MERRILL LYNCH & CO INC COM
713,460.00 
785,037.28 
18,800.00 
Corporate Stock - Common MERRILL LYNCH & CO INC COM
349,140.00 
384,931.76 
9,200.00 
Corporate Stock - Common MERRILL LYNCH & CO INC COM
933,570.00 
1,186,324.46 
24,600.00 
Corporate Stock - Common MERRILL LYNCH & CO INC COM
815,925.00 
524,067.96 
21,500.00 
Corporate Stock - Common MESA AIR GROUP INC COM
2,035.00 
2,404.95 
500.00 
Corporate Stock - Common MESABA HLDGS INC COM
34,027.20 
47,999.54 
5,560.00 
Corporate Stock - Common META GROUP INC COM
2,050.00 
2,329.95 
1,000.00 
Corporate Stock - Common METHANEX CORP COM STK
8,380.00 
6,119.90 
1,000.00 
Corporate Stock - Common METLIFE INC COM ISIN US59156R1086
4,113.68 
3,849.10 
152.13 
Corporate Stock - Common METLIFE INC COM ISIN US59156R1086
570,544.00 
592,076.55 
21,100.00 
Corporate Stock - Common METLIFE INC COM ISIN US59156R1086
428,584.00 
484,287.50 
15,850.00 
Corporate Stock - Common METLIFE INC COM ISIN US59156R1086
470,496.00 
620,821.28 
17,400.00 
Corporate Stock - Common METRIS COS INC COM
75,582.00 
98,532.56 
30,600.00 
Corporate Stock - Common METROMEDIA FIBER NETWORK INC CL A
585.80 
28,092.51 
58,580.00 
Corporate Stock - Common METROMEDIA INTL GROUP INC COM
5.00 
2,795.44 
500.00 
Corporate Stock - Common MFA MTG INVTS INC COM
128,520.00 
135,497.99 
15,300.00 
Corporate Stock - Common MGI PHARMA INC COM
5,800.00 
8,762.76 
800.00 
Corporate Stock - Common MGIC INVT CORP WIS COM
103,250.00 
88,230.38 
2,500.00 
Corporate Stock - Common MGM MIRAGE COM
195,182.40 
182,509.90 
5,920.00 
Corporate Stock - Common MGM MIRAGE COM
435,204.00 
486,406.37 
13,200.00 
Corporate Stock - Common MICHAELS STORES INC COM
22,504.70 
26,509.88 
719.00 
Corporate Stock - Common MICHAELS STORES INC COM
198,442.00 
255,961.96 
6,340.00 
Corporate Stock - Common MICHAELS STORES INC COM
281,700.00 
330,613.22 
9,000.00 
Corporate Stock - Common MICREL INC COM
184,988.00 
148,458.10 
20,600.00 
Corporate Stock - Common MICRO THERAPEUTICS INC NEW COM
1,075.00 
1,127.95 
500.00 
Corporate Stock - Common MICROCHIP TECH INC COM
4,599.53 
4,776.61 
188.12 
Corporate Stock - Common MICROCHIP TECH INC COM
66,015.00 
62,895.87 
2,700.00 
Corporate Stock - Common MICROMEM TECHNOLOGIES INC COM
67.58 
11,163.03 
795.00 
Corporate Stock - Common MICROMUSE INC COM
5,989.76 
12,780.30 
1,568.00 
Corporate Stock - Common MICRON TECH INC COM
42,277.69 
90,766.70 
4,340.63 
Corporate Stock - Common MICRON TECH INC COM
201,618.00 
379,862.28 
20,700.00 
Corporate Stock - Common MICRON TECH INC COM
147,074.00 
353,233.27 
15,100.00 
Corporate Stock - Common MICROSOFT CORP COM
2,061,796.00 
2,437,539.93 
39,880.00 
Corporate Stock - Common MICROSOFT CORP COM
2,734,930.00 
3,216,994.75 
52,900.00 
Corporate Stock - Common MICROSOFT CORP COM
6,876,100.00 
3,246,935.69 
133,000.00 
Corporate Stock - Common MICROSOFT CORP COM
2,698,740.00 
3,091,709.99 
52,200.00 
Corporate Stock - Common MICROSOFT CORP COM
1,561,340.00 
2,047,341.35 
30,200.00 
Corporate Stock - Common MICROSTRATEGY INC CL A NEW
755.00 
3,387.04 
50.00 
Corporate Stock - Common MICROSTRATEGY INC CL A NEW
430,350.00 
377,477.82 
28,500.00 
Corporate Stock - Common MICROSTRATEGY INC WT PUR CL A EXP 06-24-2007
26.22 
0.00 
437.00 
Corporate Stock - Common MICROTEK MED HLDGS INC COM
2,380.00 
1,829.95 
1,000.00 
Corporate Stock - Common MICROVISION INC WASH COM
4,123.00 
30,359.17 
775.00 
Corporate Stock - Common MID ATLC MED SVCS INC COM
17,496.00 
18,366.32 
540.00 
Corporate Stock - Common MID ATLC MED SVCS INC COM
128,304.00 
143,834.79 
3,960.00 
Corporate Stock - Common MID ATLC MED SVCS INC COM
425,088.00 
483,210.70 
13,120.00 
Corporate Stock - Common MID ATLC MED SVCS INC COM
191,160.00 
174,936.65 
5,900.00 
Corporate Stock - Common MILACRON INC COM STK
34,510.00 
26,883.00 
5,800.00 
Corporate Stock - Common MILLENNIUM CELL INC COM
2,629.00 
4,580.64 
1,100.00 
Corporate Stock - Common MILLENNIUM CHEMICALS INC COM STK
84,728.00 
86,938.76 
8,900.00 
Corporate Stock - Common MILLENNIUM PHARMACEUTICALS INC COM
11,751.20 
26,633.36 
1,480.00 
Corporate Stock - Common MILLER EXPL CO COM NEW
492.00 
6,266.05 
400.00 
Corporate Stock - Common MILLER HERMAN INC COM
217,120.00 
216,062.84 
11,800.00 
Corporate Stock - Common MILLIPORE CORP COM
40,800.00 
25,841.37 
1,200.00 
Corporate Stock - Common MINERALS TECHNOLOGIES INC COM
142,395.00 
162,954.00 
3,300.00 
Corporate Stock - Common MIPS TECHNOLOGIES INC CL B COM
843.84 
18,545.81 
293.00 
Corporate Stock - Common MIRACLE ENTMT INC COM
0.02 
158.04 
35.00 
Corporate Stock - Common MIRANT CORP COM
86,766.12 
101,280.89 
45,908.00 
Corporate Stock - Common MIRANT CORP COM
18,896.22 
212,274.71 
9,998.00 
Corporate Stock - Common MISONIX INC COM
1,540.00 
3,211.51 
400.00 
Corporate Stock - Common MISSION RES CORP COM
34,030.00 
208,378.83 
83,000.00 
Corporate Stock - Common MITCHAM INDS INC COM
6,000.00 
49,996.22 
5,000.00 
Corporate Stock - Common MLP ENTERPRISE PRODS PARTNERS L P COM UNIT
53,673.28 
56,111.91 
2,766.66 
Corporate Stock - Common MLP KANEB PIPE LINE PARTNERS L P SR PREFUNIT
3,485.00 
3,621.29 
100.00 
Corporate Stock - Common MODERN COMPUTER SYS INC COM
993.75 
28,039.88 
3,975.00 
Corporate Stock - Common MOHAWK INDS INC COM
7,973.00 
7,982.39 
140.00 
Corporate Stock - Common MOLEX INC COM
111,168.00 
193,364.93 
4,825.00 
Corporate Stock - Common MONDAVI ROBERT CORP CL A
58,900.00 
59,160.68 
1,900.00 
Corporate Stock - Common MONSANTO CO NEW COM
1,982.75 
1,670.96 
103.00 
Corporate Stock - Common MONSANTO CO NEW COM
481,250.00 
415,750.00 
25,000.00 
Corporate Stock - Common MONSANTO CO NEW COM
125,240.50 
68,935.30 
6,506.00 
Corporate Stock - Common MONTPELIER RE HOLDINGS LTD COM
152,352.00 
109,369.08 
5,290.00 
Corporate Stock - Common MOODYS CORP COM
14,743.92 
17,005.09 
357.08 
Corporate Stock - Common MOODYS CORP COM
156,902.00 
65,078.20 
3,800.00 
Corporate Stock - Common MOOG INC CL A
46,560.00 
36,015.00 
1,500.00 
Corporate Stock - Common MORGAN STANLEY
34,610.64 
32,059.67 
867.00 
Corporate Stock - Common MORGAN STANLEY
43,912.00 
48,762.75 
1,100.00 
Corporate Stock - Common MORGAN STANLEY
1,079,596.48 
524,397.47 
27,044.00 
Corporate Stock - Common MOSSIMO INC COM
5,500.00 
14,374.45 
1,000.00 
Corporate Stock - Common MOTOROLA INC COM
169,320.30 
353,629.12 
19,574.60 
Corporate Stock - Common MOTOROLA INC COM
495,299.00 
806,955.74 
57,260.00 
Corporate Stock - Common MOVIE GALLERY INC COM
92,300.00 
119,489.84 
7,100.00 
Corporate Stock - Common MRV COMMUNICATIONS INC COM
1,498.00 
15,625.29 
1,400.00 
Corporate Stock - Common MSC SOFTWARE CORP COM
17,177.00 
45,007.68 
2,225.00 
Corporate Stock - Common MTI TECH CORP COM
44.00 
4,079.95 
100.00 
Corporate Stock - Common MTS SYS CORP COM
2,004.00 
1,841.95 
200.00 
Corporate Stock - Common MULTILINK TECH CORP CL A NEW
540.00 
24,060.00 
200.00 
Corporate Stock - Common MULTIMEDIA GAMES INC COM
1,647.60 
2,015.35 
60.00 
Corporate Stock - Common MUN MTG & EQTY L L C COM
45,810.00 
45,585.00 
1,800.00 
Corporate Stock - Common MURPHY OIL CORP COM
218,535.00 
224,268.28 
5,100.00 
Corporate Stock - Common MUT RISK MGMT LTD COM
7.00 
3,133.73 
200.00 
Corporate Stock - Common MYLAN LAB INC COM
6,489.93 
6,454.31 
185.96 
Corporate Stock - Common MYRIAD GENETICS INC COM
7,300.00 
36,386.20 
500.00 
Corporate Stock - Common MYTURN.COM COM
0.03 
6,961.18 
305.00 
Corporate Stock - Common N AMERN PALLADIUM LTD COM
6,003.00 
10,879.53 
1,725.00 
Corporate Stock - Common N V R INC COM
8,463.00 
9,390.17 
26.00 
Corporate Stock - Common N W NAT GAS CO COM
5,412.00 
5,449.95 
200.00 
Corporate Stock - Common N W NAT GAS CO COM
70,356.00 
67,480.66 
2,600.00 
Corporate Stock - Common N. FORK BANCORPORATION INC COM
13,496.00 
13,382.49 
400.00 
Corporate Stock - Common N. FORK BANCORPORATION INC COM
134,960.00 
154,255.22 
4,000.00 
Corporate Stock - Common N.W. AIRLS CORP CL A COM STK PAR $0.01
27,304.80 
28,707.77 
3,720.00 
Corporate Stock - Common NABORS INDUSTRIES COM USD0.10
29,979.50 
30,453.27 
850.00 
Corporate Stock - Common NABORS INDUSTRIES COM USD0.10
143,901.60 
151,678.08 
4,080.00 
Corporate Stock - Common NABORS INDUSTRIES COM USD0.10
126,972.00 
189,152.24 
3,600.00 
Corporate Stock - Common NAM TAI ELECTRS INC COM PAR $0.01
2,445.00 
2,749.95 
100.00 
Corporate Stock - Common NANOPHASE TECHNOLOGIES CORP COM
564.00 
1,395.30 
200.00 
Corporate Stock - Common NASDAQ 100 TR UNIT SER 1
1,551,930.34 
2,036,157.83 
63,682.00 
Corporate Stock - Common NASH FINCH CO COM
18,552.00 
49,446.24 
2,400.00 
Corporate Stock - Common NAT ALTERNATIVES INTL INC COM NEW
39,112.78 
42,637.15 
9,815.00 
Corporate Stock - Common NATIONAL-OILWELL INC COM
524,160.00 
472,642.06 
24,000.00 
Corporate Stock - Common NATL CY CORP COM
10,245.00 
10,396.39 
375.00 
Corporate Stock - Common NATL CY CORP COM
570,988.00 
632,185.29 
20,900.00 
Corporate Stock - Common NATL CY CORP COM
325,108.00 
359,952.39 
11,900.00 
Corporate Stock - Common NATL CY CORP COM
415,264.00 
378,137.55 
15,200.00 
Corporate Stock - Common NATL FUEL GAS CO COM
375,213.00 
415,707.41 
18,100.00 
Corporate Stock - Common NATL INSTRS CORP COM
4,386.15 
5,317.65 
135.00 
Corporate Stock - Common NATL SEMICONDUCTOR CORP COM
24,391.25 
44,199.11 
1,625.00 
Corporate Stock - Common NATL SEMICONDUCTOR CORP COM
67,545.00 
100,917.62 
4,500.00 
Corporate Stock - Common NATL STL CORP CL B
150.00 
3,120.00 
1,500.00 
Corporate Stock - Common NAUTILUS GROUP INC COM
6,172.32 
15,341.91 
462.00 
Corporate Stock - Common NAVARRE CORP COM
1,206.00 
7,103.82 
600.00 
Corporate Stock - Common NAVIDEC INC COM NEW STK
18.16 
98.07 
8.00 
Corporate Stock - Common NAVISTAR INTL CORP NEW COM
299,742.30 
255,072.53 
12,330.00 
Corporate Stock - Common NAVISTAR INTL CORP NEW COM
458,243.50 
433,488.12 
18,850.00 
Corporate Stock - Common NAVISTAR INTL CORP NEW COM
36,465.00 
35,011.45 
1,500.00 
Corporate Stock - Common NBTY INC COM
14,064.00 
12,151.46 
800.00 
Corporate Stock - Common NBTY INC COM
361,972.20 
329,278.12 
20,590.00 
Corporate Stock - Common NBTY INC COM
518,610.00 
488,688.08 
29,500.00 
Corporate Stock - Common NCO GROUP INC COM
5,582.50 
8,562.50 
350.00 
Corporate Stock - Common NCO PORTFOLIO MGMT INC COM
295.20 
2,698.65 
48.00 
Corporate Stock - Common NCR CORP COM
249,270.00 
348,542.89 
10,500.00 
Corporate Stock - Common NCR CORP COM
56,976.00 
91,443.93 
2,400.00 
Corporate Stock - Common NCT GROUP INC COM
900.00 
9,743.80 
20,000.00 
Corporate Stock - Common NEOGEN CORP COM
733.05 
821.12 
50.00 
Corporate Stock - Common NEOPROBE CORP COM
13.00 
356.59 
100.00 
Corporate Stock - Common NEORX CORP COM PAR $0.02
3,854.95 
88,826.39 
8,965.00 
Corporate Stock - Common NEPTUNE SOC INC COM PAR $0.008
165.00 
4,779.95 
250.00 
Corporate Stock - Common NET VOICE TECHNOLOGIES CORP COM
0.09 
1,460.40 
870.00 
Corporate Stock - Common NET2000 COMMUNICATIONS INC COM
0.00 
1,233.95 
32.00 
Corporate Stock - Common NET2PHONE INC COM
700.65 
5,051.97 
173.00 
Corporate Stock - Common NETCRUISE COM INC COM
0.05 
3,029.95 
500.00 
Corporate Stock - Common NETEGRITY INC COM
4,066.25 
10,547.00 
1,250.00 
Corporate Stock - Common NETIQ CORP COM
74,100.00 
121,170.00 
6,000.00 
Corporate Stock - Common NETIQ CORP COM
277,875.00 
448,685.90 
22,500.00 
Corporate Stock - Common NETSCOUT SYS INC COM
870.00 
5,427.53 
200.00 
Corporate Stock - Common NETWORK APPLIANCE INC DEL
54,970.00 
63,815.85 
5,497.00 
Corporate Stock - Common NETWORK APPLIANCE INC DEL
260,000.00 
240,305.95 
26,000.00 
Corporate Stock - Common NETWORK APPLIANCE INC DEL
84,000.00 
147,255.21 
8,400.00 
Corporate Stock - Common NETWORK APPLIANCE INC DEL
147,000.00 
279,052.82 
14,700.00 
Corporate Stock - Common NETWORK COMM INC COM NEW
0.14 
1,208.48 
6.00 
Corporate Stock - Common NETWORKS ASSOC INC COM STK
10,329.78 
14,629.44 
642.00 
Corporate Stock - Common NETWORKS ASSOC INC COM STK
236,844.80 
209,998.87 
14,720.00 
Corporate Stock - Common NETWORKS ASSOC INC COM STK
308,767.10 
284,703.59 
19,190.00 
Corporate Stock - Common NETWORKS ASSOC INC COM STK
431,212.00 
672,677.48 
26,800.00 
Corporate Stock - Common NEUBERGER BERMAN INC COM STK
163,766.10 
153,207.05 
4,890.00 
Corporate Stock - Common NEUBERGER BERMAN INC COM STK
473,883.50 
536,094.08 
14,150.00 
Corporate Stock - Common NEUROCRINE BIOSCIENCES INC COM
4,566.00 
3,654.50 
100.00 
Corporate Stock - Common NEUROCRINE BIOSCIENCES INC COM
429,204.00 
358,303.67 
9,400.00 
Corporate Stock - Common NEUROCRINE BIOSCIENCES INC COM
433,770.00 
312,788.71 
9,500.00 
Corporate Stock - Common NEW CENTY FINL CORP COM
126,950.00 
75,910.72 
5,000.00 
Corporate Stock - Common NEW FOCUS INC COM STK
768.00 
1,142.53 
200.00 
Corporate Stock - Common NEW FRONTIER MEDIA INC COM
300.00 
1,216.79 
300.00 
Corporate Stock - Common NEW VISUAL CORP
251.60 
1,594.90 
370.00 
Corporate Stock - Common NEW YORK TIMES CO CL A ISIN #US6501111073
173,774.00 
69,707.62 
3,800.00 
Corporate Stock - Common NEWELL RUBBERMAID INC COM
3,791.28 
3,836.02 
125.00 
Corporate Stock - Common NEWELL RUBBERMAID INC COM
202,998.69 
183,311.53 
6,693.00 
Corporate Stock - Common NEWELL RUBBERMAID INC COM
1,046,385.00 
1,085,124.04 
34,500.00 
Corporate Stock - Common NEWMONT MINING CORP NEW COM
339,194.82 
307,216.02 
11,684.29 
Corporate Stock - Common NEWMONT MINING CORP NEW COM
288,877.53 
268,404.80 
9,951.00 
Corporate Stock - Common NEWPORT CORP COM
5,275.20 
39,242.76 
420.00 
Corporate Stock - Common NEXPRISE INC NEW COM NEW
95.22 
16,741.28 
69.00 
Corporate Stock - Common NEXT LEVEL COMMUNICATIONS INC COM STK
14.58 
915.65 
18.00 
Corporate Stock - Common NEXTEL COMMUNICATIONS INC CL A COM STK
77,997.15 
75,069.78 
6,753.00 
Corporate Stock - Common NEXTEL COMMUNICATIONS INC CL A COM STK
501,154.50 
372,835.07 
43,390.00 
Corporate Stock - Common NEXTEL COMMUNICATIONS INC CL A COM STK
277,200.00 
470,165.30 
24,000.00 
Corporate Stock - Common NEXTEL PARTNERS INC CL A
4,856.00 
7,635.19 
800.00 
Corporate Stock - Common NEXTEL PARTNERS INC CL A
422,775.50 
415,677.73 
69,650.00 
Corporate Stock - Common NEXTERA ENTERPRISES INC CL A CL A ISIN #US65332E1010
350.00 
829.95 
1,000.00 
Corporate Stock - Common NICOR INC COM
463,148.30 
450,378.54 
13,610.00 
Corporate Stock - Common NICOR INC COM
37,433.00 
26,969.37 
1,100.00 
Corporate Stock - Common NIKE INC CL B
26,682.00 
26,569.98 
600.00 
Corporate Stock - Common NIKE INC CL B
195,668.00 
206,257.02 
4,400.00 
Corporate Stock - Common NIKE INC CL B
293,502.00 
173,726.30 
6,600.00 
Corporate Stock - Common NIKE INC CL B
1,085,068.00 
1,093,568.94 
24,400.00 
Corporate Stock - Common NISOURCE INC COM
875.58 
971.72 
43.78 
Corporate Stock - Common NISOURCE INC COM
208,000.00 
248,104.66 
10,400.00 
Corporate Stock - Common NISOURCE INC COM
120,580.00 
112,910.05 
6,029.00 
Corporate Stock - Common NMS COMMUNICATIONS CORP COM
1,920.00 
3,720.71 
1,000.00 
Corporate Stock - Common NOBEL LEARNING CMNTYS INC COM
790.00 
3,017.92 
200.00 
Corporate Stock - Common NOBLE CORPORATION COM
53,884.95 
43,349.25 
1,533.00 
Corporate Stock - Common NOBLE CORPORATION COM
115,995.00 
137,278.70 
3,300.00 
Corporate Stock - Common NOBLE CORPORATION COM
379,620.00 
425,309.19 
10,800.00 
Corporate Stock - Common NORDIC AMER TANKER SHIPPING COM STK ISIN#BMG657731060
12,431.16 
16,485.81 
918.11 
Corporate Stock - Common NORDSTROM INC COM
5,691.00 
6,692.84 
300.00 
Corporate Stock - Common NORDSTROM INC COM
311,108.00 
297,077.76 
16,400.00 
Corporate Stock - Common NORDSTROM INC COM
385,091.00 
375,527.40 
20,300.00 
Corporate Stock - Common NORDSTROM INC COM
64,498.00 
64,181.43 
3,400.00 
Corporate Stock - Common NORFOLK SOUTHN CORP COM
389,805.00 
393,185.09 
19,500.00 
Corporate Stock - Common NORFOLK SOUTHN CORP COM
193,903.00 
200,119.90 
9,700.00 
Corporate Stock - Common NORSTAN INC COM
2,515.00 
2,184.95 
500.00 
Corporate Stock - Common NORSTAR GROUP INC COM NEW
21,350.00 
16,997.59 
350,000.00 
Corporate Stock - Common NORTEL NETWORKS CORP NEW COM
48,116.46 
93,331.24 
29,886.00 
Corporate Stock - Common NORTEL NETWORKS CORP NEW COM
241,596.60 
279,227.33 
150,060.00 
Corporate Stock - Common NORTHN TR CORP COM
192,775.00 
201,686.23 
5,500.00 
Corporate Stock - Common NORTHROP GRUMMAN CORP COM NORTHROP GRUMMAN CORP (HLDG CO)
48,500.00 
46,209.95 
500.00 
Corporate Stock - Common NORTHROP GRUMMAN CORP COM NORTHROP GRUMMAN CORP (HLDG CO)
485,000.00 
591,191.01 
5,000.00 
Corporate Stock - Common NORTHROP GRUMMAN CORP COM NORTHROP GRUMMAN CORP (HLDG CO)
58,200.00 
73,345.56 
600.00 
Corporate Stock - Common NORTHROP GRUMMAN CORP COM NORTHROP GRUMMAN CORP (HLDG CO)
437,881.28 
323,386.90 
4,514.24 
Corporate Stock - Common NOVA CHEMICALS CORP COM
186,660.00 
196,895.30 
10,200.00 
Corporate Stock - Common NOVASTAR FINL INC COM
12,539.72 
9,125.85 
404.12 
Corporate Stock - Common NOVASTAR FINL INC COM
121,017.00 
91,260.00 
3,900.00 
Corporate Stock - Common NOVELL INC COM
9,482.26 
20,853.85 
2,839.00 
Corporate Stock - Common NOVELL INC COM
163,660.00 
199,049.20 
49,000.00 
Corporate Stock - Common NOVELL INC COM
30,394.00 
151,802.86 
9,100.00 
Corporate Stock - Common NOVELLUS SYS INC COM
26,395.20 
25,556.96 
940.00 
Corporate Stock - Common NOVELLUS SYS INC COM
427,377.60 
515,134.99 
15,220.00 
Corporate Stock - Common NOVELLUS SYS INC COM
283,608.00 
249,675.70 
10,100.00 
Corporate Stock - Common NOVELLUS SYS INC COM
103,896.00 
206,664.92 
3,700.00 
Corporate Stock - Common NPS PHARMACEUTICALS INC COM
339,795.00 
382,801.75 
13,500.00 
Corporate Stock - Common NSTAR COM
461,656.00 
499,255.26 
10,400.00 
Corporate Stock - Common NTELOS INC COM
74.00 
879.95 
200.00 
Corporate Stock - Common NU HORIZONS ELECTRS CORP COM
2,167.50 
6,458.39 
375.00 
Corporate Stock - Common NU SKIN ENTERPRISES INC CL A
68,229.00 
64,733.76 
5,700.00 
Corporate Stock - Common NU SKIN ENTERPRISES INC CL A
331,569.00 
273,610.47 
27,700.00 
Corporate Stock - Common NUCLEAR SOLUTIONS INC COM
105.00 
157.45 
150.00 
Corporate Stock - Common NUCOR CORP COM
7,110.33 
6,829.80 
172.16 
Corporate Stock - Common NUCOR CORP COM
78,470.00 
68,903.40 
1,900.00 
Corporate Stock - Common NUTEK INC COM
15.00 
210.60 
250.00 
Corporate Stock - Common NUTEK OIL INC COM
0.30 
23.40 
3.00 
Corporate Stock - Common NUTRACEUTICAL INTL CORP COM
137,268.00 
195,414.11 
12,000.00 
Corporate Stock - Common NVIDIA CORP COM
16,689.50 
19,449.42 
1,450.00 
Corporate Stock - Common NVIDIA CORP COM
141,803.20 
181,331.82 
12,320.00 
Corporate Stock - Common NVIDIA CORP COM
182,778.80 
219,869.76 
15,880.00 
Corporate Stock - Common NVIDIA CORP COM
43,738.00 
193,224.66 
3,800.00 
Corporate Stock - Common NY CMNTY BANCORP INC COM
686,477.60 
685,954.92 
23,770.00 
Corporate Stock - Common NY CMNTY BANCORP INC COM
479,408.00 
434,787.08 
16,600.00 
Corporate Stock - Common NYFIX INC COM
4,950.00 
8,551.62 
1,100.00 
Corporate Stock - Common O2 MICRO INTL O2 MICRO INTL LTD COM STK
307,093.50 
243,176.67 
31,500.00 
Corporate Stock - Common OAKLEY INC COM
770.25 
1,389.00 
75.00 
Corporate Stock - Common OAKWOOD HOMES CORP COM NEW
50.00 
12,826.52 
100.00 
Corporate Stock - Common OCCAM NETWORKS INC DEL COM
59.50 
3,716.71 
850.00 
Corporate Stock - Common OCCIDENTAL PETE CORP COM
19,023.89 
17,227.23 
668.68 
Corporate Stock - Common OCCIDENTAL PETE CORP COM
665,730.00 
563,032.03 
23,400.00 
Corporate Stock - Common OCCIDENTAL PETE CORP COM
267,430.00 
222,392.33 
9,400.00 
Corporate Stock - Common OCEAN ENERGY INC DELAWARE
1,109.93 
1,210.99 
55.58 
Corporate Stock - Common OCEAN ENERGY INC DELAWARE
177,733.00 
186,994.79 
8,900.00 
Corporate Stock - Common OCTUS INC COM STK
10.00 
2,314.00 
250.00 
Corporate Stock - Common ODYSSEY HEALTHCARE INC COM
13,880.00 
13,528.00 
400.00 
Corporate Stock - Common OFFICE DEPOT INC COM
35,645.40 
25,423.53 
2,415.00
Corporate Stock - Common OFFICE DEPOT INC COM
113,652.00 
162,662.96 
7,700.00 
Corporate Stock - Common OFFICEMAX INC COM
1,500.00 
1,004.74 
300.00 
Corporate Stock - Common OFFICEMAX INC COM
309,000.00 
354,179.33 
61,800.00 
Corporate Stock - Common OFFSHORE LOGISTICS INC COM
21,920.00 
22,961.90 
1,000.00 
Corporate Stock - Common OH CAS CORP COM
1,903.65 
2,524.10 
147.00 
Corporate Stock - Common OIL STS INTL INC COM ISIN US6780261052
33,540.00 
31,873.40 
2,600.00 
Corporate Stock - Common OIL SVC HOLDRS TR OIL SVC HOLDRS DEPOS RCPT
28,650.00 
30,429.95 
500.00 
Corporate Stock - Common OLD DOMINION FGHT LINE INC COM
178,605.00 
138,911.65 
6,300.00 
Corporate Stock - Common OMEGA PROTEIN CORP COM
3,950.00 
4,229.95 
1,000.00 
Corporate Stock - Common OMI CORP NEW COM
7,644.60 
7,267.88 
1,860.00 
Corporate Stock - Common OMI CORP NEW COM
325,512.00 
334,672.93 
79,200.00 
Corporate Stock - Common OMICRON TECHNOLOGIES INC COM
3.50 
1,751.00 
10.00 
Corporate Stock - Common OMNICARE INC COM
2,383.00 
2,764.95 
100.00 
Corporate Stock - Common OMNICARE INC COM
116,528.70 
116,679.61 
4,890.00 
Corporate Stock - Common OMNICARE INC COM
488,515.00 
385,719.89 
20,500.00 
Corporate Stock - Common OMNICOM GROUP INC COM
303,620.00 
230,139.17 
4,700.00 
Corporate Stock - Common OMNIVISION TECHNOLOGIES INC COM
6,106.50 
7,047.21 
450.00 
Corporate Stock - Common OMNIVISION TECHNOLOGIES INC COM
93,633.00 
106,576.71 
6,900.00 
Corporate Stock - Common OMNIVISION TECHNOLOGIES INC COM
47,495.00 
61,710.25 
3,500.00 
Corporate Stock - Common OMNIVISION TECHNOLOGIES INC COM
151,984.00 
128,816.07 
11,200.00 
Corporate Stock - Common ON TECH CORP COM
1,925.00 
1,552.23 
500.00 
Corporate Stock - Common ONEITA INDS INC COM
0.10 
934.27 
1,000.00 
Corporate Stock - Common ONLINE PWR SUP INC COM
739.20 
46,941.63 
3,520.00 
Corporate Stock - Common ONYX PHARMACEUTICALS INC DEL COM
1,162.00 
3,558.93 
200.00 
Corporate Stock - Common OPEN TEXT CORP COM
6,963.00 
6,742.85 
300.00 
Corporate Stock - Common OPENTV CORP OPENTV CORP ISIN NL0000470755
119.00 
2,504.95 
100.00 
Corporate Stock - Common OPENWAVE SYS INC COM
6,138.00 
9,294.46 
3,069.00 
Corporate Stock - Common OPENWAVE SYS INC COM
64,800.00 
66,462.12 
32,400.00 
Corporate Stock - Common OPNET TECHNOLOGIES INC COM ISIN US6837571081
8,081.00 
10,569.90 
1,000.00 
Corporate Stock - Common OPSWARE INC COM
18,275.25 
45,385.98 
10,325.00 
Corporate Stock - Common OPT CARE INC COM
2,388.00 
1,859.90 
300.00 
Corporate Stock - Common OPTICAL COMMUNICATION PRODS INC CL A
54.00 
145.94 
50.00 
Corporate Stock - Common OPTIKA INC COM
2,080.00 
7,997.40 
2,000.00 
Corporate Stock - Common OPTIMAL ROBOTICS CORP CL A NEW
1,602.00 
6,748.04 
267.00 
Corporate Stock - Common ORACLE CORP COM
533,163.60 
714,234.42 
49,367.00 
Corporate Stock - Common ORACLE CORP COM
1,439,640.00 
514,466.13 
133,300.00 
Corporate Stock - Common ORACLE CORP COM
463,320.00 
425,618.74 
42,900.00 
Corporate Stock - Common ORACLE CORP COM
1,117,800.00 
959,498.43 
103,500.00 
Corporate Stock - Common ORASURE TECHNOLOGIES INC COM
11,717.50
13,178.30 
2,150.00 
Corporate Stock - Common ORBITAL SCI CORP COM
2,321.00 
4,034.06 
550.00 
Corporate Stock - Common ORBITAL SCI CORP COM
251,090.00 
259,463.75 
59,500.00 
Corporate Stock - Common ORBITTRAVEL.COM CORP COM
0.13 
8.22 
33.00 
Corporate Stock - Common ORCHID BIOSCIENCES INC COM STK ISIN# US68571P1003
2,550.00 
22,564.95 
5,000.00 
Corporate Stock - Common ORTHODONTIC CTRS AMER INC COM
545.50 
925.32 
50.00 
Corporate Stock - Common OSI PHARMACEUTICALS INC COM
4,083.60 
8,248.93 
249.00 
Corporate Stock - Common OSTEOTECH INC COM
3,220.00 
2,769.95 
500.00 
Corporate Stock - Common OUTBACK STEAKHOUSE INC COM
10,183.53 
10,147.33 
295.69 
Corporate Stock - Common OVERSEAS SHIPHOLDING GROUP INC COM
105,610.00 
165,194.69 
5,900.00 
Corporate Stock - Common OVERTURE SVCS INC COM STK
4,096.50 
3,381.18 
150.00 
Corporate Stock - Common OWENS & MINOR INC NEW COM
14,778.00 
12,861.27 
900.00 
Corporate Stock - Common OWENS CORNING COM
13,612.20 
130,362.53 
32,410.00 
Corporate Stock - Common OXFORD HLTH PLANS INC COM
38,454.75 
31,666.49 
1,055.00 
Corporate Stock - Common P F CHANGS CHINA BISTRO INC COM
101,640.00 
93,403.98 
2,800.00 
Corporate Stock - Common P F CHANGS CHINA BISTRO INC COM
261,360.00 
212,756.49 
7,200.00 
Corporate Stock - Common P-COM INC COM NEW
159.60 
10,196.15 
840.00 
Corporate Stock - Common PAC AEROSPACE & ELECTRONICS INC COM
247.00 
61,270.75 
24,700.00 
Corporate Stock - Common PAC CENTY REGL DEV LTDORD NEW
634.00 
3,225.98 
4,000.00 
Corporate Stock - Common PAC GATEWAY EXCHANGE INC COM
0.24 
45,934.50 
2,400.00 
Corporate Stock - Common PAC MAGTRON INTL CORP COM
2,277.71 
11,867.27 
5,297.00 
Corporate Stock - Common PAC SUNWEAR CAL INC COM
538,660.50 
459,259.24 
30,450.00 
Corporate Stock - Common PAC SUNWEAR CAL INC COM
188,398.50 
167,890.86 
10,650.00 
Corporate Stock - Common PACCAR INC COM
10,143.11 
6,180.50 
219.88 
Corporate Stock - Common PACCAR INC COM
134,468.95 
55,219.11 
2,915.00 
Corporate Stock - Common PACER INTL INC TENN COM
235,410.00 
268,604.53 
17,700.00 
Corporate Stock - Common PACIFIC CAP BANCORP NEW COM
40,720.00 
42,002.04 
1,600.00 
Corporate Stock - Common PACTIV CORP COM
20,001.90 
14,699.24 
915.00 
Corporate Stock - Common PACTIV CORP COM
506,496.20 
342,423.06 
23,170.00 
Corporate Stock - Common PACTIV CORP COM
85,669.34 
116,243.05 
3,919.00 
Corporate Stock - Common PALL CORP COM
131,772.00 
166,064.64 
7,900.00 
Corporate Stock - Common PALL CORP COM
50,590.44 
57,696.96 
3,033.00 
Corporate Stock - Common PALL CORP COM
1,079,196.00 
1,315,339.23 
64,700.00 
Corporate Stock - Common PALM HBR HOMES INC COM
2,620.50 
1,679.95 
150.00 
Corporate Stock - Common PALM INC COM NEW
10,958.60 
16,832.71 
698.00 
Corporate Stock - Common PALM INC COM NEW
76,930.00 
69,975.92 
4,900.00 
Corporate Stock - Common PAN AMERN SILVER CORP COM
47,824.00 
32,838.56 
6,100.00 
Corporate Stock - Common PANACO INC COM
582.00 
56,176.86 
58,200.00 
Corporate Stock - Common PANERA BREAD CO CL A
8,702.50 
8,287.14 
250.00 
Corporate Stock - Common PANERA BREAD CO CL A
161,170.30 
145,127.90 
4,630.00 
Corporate Stock - Common PANERA BREAD CO CL A
355,062.00 
153,000.46 
10,200.00 
Corporate Stock - Common PARAMETRIC TECH CORP COM
4,536.00 
12,680.53 
1,800.00 
Corporate Stock - Common PARAMETRIC TECH CORP COM
16,380.00 
138,756.20 
6,500.00 
Corporate Stock - Common PARKER DRILLING CO COM
13,209.00 
32,780.11 
5,950.00 
Corporate Stock - Common PARKER DRILLING CO COM
120,324.00 
331,758.66 
54,200.00 
Corporate Stock - Common PARKER-HANNIFIN CORP COM
137,236.75 
74,367.58 
2,975.00 
Corporate Stock - Common PARLUX FRAGRANCES INC COM
4,800.00 
5,700.00 
2,500.00 
Corporate Stock - Common PARTHUSCEVA INC COM
289.59 
55.21 
49.00 
Corporate Stock - Common PARTHUSCEVA INC COM
119,772.06 
118,986.80 
20,266.00 
Corporate Stock - Common PARTNERRE HLDG LTD COM STK
10,623.10 
9,880.20 
205.00 
Corporate Stock - Common PATHMARK STORES INC NEW COM
22,308.00 
34,755.60 
4,400.00 
Corporate Stock - Common PATINA OIL & GAS CORP COM
174,075.00 
156,800.60 
5,500.00 
Corporate Stock - Common PATTERSON-UTI ENERGY INC COM
3,017.00 
2,462.26 
100.00 
Corporate Stock - Common PATTERSON-UTI ENERGY INC COM
138,782.00 
121,087.47 
4,600.00 
Corporate Stock - Common PATTERSON-UTI ENERGY INC COM
356,006.00 
258,437.66 
11,800.00 
Corporate Stock - Common PATTERSON-UTI ENERGY INC COM
218,732.50 
232,080.48 
7,250.00 
Corporate Stock - Common PAYCHEX INC COM
22,477.30 
27,484.94 
805.64 
Corporate Stock - Common PAYCHEX INC COM
262,260.00 
211,410.27 
9,400.00 
Corporate Stock - Common PC MALL INC COM
345.00 
3,758.94 
100.00 
Corporate Stock - Common PEAR TECHNOLOGIES INC COM
150.00 
829.95 
500.00 
Corporate Stock - Common PEC SOLUTIONS INC COM STK
32,890.00 
31,779.46 
1,100.00 
Corporate Stock - Common PEDIATRIX MED GROUP COM
84,126.00 
64,792.14 
2,100.00 
Corporate Stock - Common PEDIATRIX MED GROUP COM
464,696.00 
331,097.71 
11,600.00 
Corporate Stock - Common PEGASUS GOLD INC COM
105.00 
26,538.74 
17,500.00 
Corporate Stock - Common PEGASUS SOLUTIONS INC COM
38,114.00 
43,329.01 
3,800.00 
Corporate Stock - Common PEMSTAR INC COM
5,650.00 
4,575.00 
2,500.00 
Corporate Stock - Common PENN NATL GAMING INC COM
3,172.00 
3,720.19 
200.00 
Corporate Stock - Common PENN NATL GAMING INC COM
396,500.00 
420,183.17 
25,000.00 
Corporate Stock - Common PENNEY J.C CO INC COM
20,004.41 
18,212.83 
869.38 
Corporate Stock - Common PENNEY J.C CO INC COM
361,257.00 
371,502.11 
15,700.00 
Corporate Stock - Common PENNEY J.C CO INC COM
154,167.00 
246,846.27 
6,700.00 
Corporate Stock - Common PENWEST PHARMACEUTICALS CO COM
5,300.00 
4,081.07 
500.00 
Corporate Stock - Common PEOPLES ENERGY CORP COM
34,785.00 
24,550.78 
900.00 
Corporate Stock - Common PEOPLESOFT INC COM
44,706.90 
50,381.07 
2,443.00 
Corporate Stock - Common PEOPLESOFT INC COM
210,267.00 
213,139.50 
11,490.00 
Corporate Stock - Common PEOPLESOFT INC COM
247,050.00 
266,793.41 
13,500.00 
Corporate Stock - Common PEOPLESOFT INC COM
142,740.00 
226,714.96 
7,800.00 
Corporate Stock - Common PEP BOYS-MANNY MOE & JACK COM
6,890.40 
10,348.80 
594.00 
Corporate Stock - Common PEP BOYS-MANNY MOE & JACK COM
150,800.00 
67,730.00 
13,000.00 
Corporate Stock - Common PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005
5,250.90 
5,798.14 
204.32 
Corporate Stock - Common PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005
210,740.00 
195,510.71 
8,200.00 
Corporate Stock - Common PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005
179,900.00 
156,514.57 
7,000.00 
Corporate Stock - Common PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005
742,730.00 
828,931.81 
28,900.00 
Corporate Stock - Common PEPSICO INC COM
26,863.99 
27,820.11 
636.29 
Corporate Stock - Common PEPSICO INC COM
506,640.00 
549,754.12 
12,000.00 
Corporate Stock - Common PEPSICO INC COM
1,815,037.80 
922,655.54 
42,990.00 
Corporate Stock - Common PEPSICO INC COM
0.00 
0.00 
0.00 
Corporate Stock - Common PEPSICO INC COM
244,876.00 
229,005.75 
5,800.00 
Corporate Stock - Common PER-SE TECHNOLOGIES INC COM NEW
1,488.85 
2,247.64 
166.00 
Corporate Stock - Common PER-SE TECHNOLOGIES INC COM NEW
34,979.10 
46,356.96 
3,900.00 
Corporate Stock - Common PEREGRINE PHARMACEUTICALS INC COM
11,388.00 
31,076.21 
14,600.00 
Corporate Stock - Common PEREGRINE SYS INC COM
215.95 
11,600.10 
2,666.00 
Corporate Stock - Common PERFORMANCE FOOD GROUP CO COM
3,565.70 
3,268.65 
105.00 
Corporate Stock - Common PERFORMANCE FOOD GROUP CO COM
137,194.36 
144,137.35 
4,040.00 
Corporate Stock - Common PERFORMANCE FOOD GROUP CO COM
159,607.30 
167,250.26 
4,700.00 
Corporate Stock - Common PERFORMANCE FOOD GROUP CO COM
346,721.39 
357,435.12 
10,210.00 
Corporate Stock - Common PERFORMANCE FOOD GROUP CO COM
213,941.70 
209,567.61 
6,300.00 
Corporate Stock - Common PERKINELMER INC COM
2,475.00 
7,083.16 
300.00 
Corporate Stock - Common PERKINELMER INC COM
25,575.00 
47,509.36 
3,100.00 
Corporate Stock - Common PERLE SYSTEMS COM NPV
100.00 
7,256.13 
500.00 
Corporate Stock - Common PERRIGO CO COM
217,485.00 
207,014.04 
17,900.00 
Corporate Stock - Common PERSISTENCE SOFTWARE INC COM ISIN US7153291080
336.00 
13,210.16 
700.00 
Corporate Stock - Common PERVASIVE SOFTWARE INC COM
4,120.00 
3,484.95 
1,000.00 
Corporate Stock - Common PETCO ANIMAL SUPPLIES INC COM NEW
2,343.90 
2,128.13 
100.00 
Corporate Stock - Common PETRO-CDA COM PETRO-CANADA
6,218.00 
5,863.64 
200.00 
Corporate Stock - Common PETROQUEST ENERGY INC COM
1,660.00 
651.41 
400.00 
Corporate Stock - Common PETSMART INC COM
33,403.50 
31,335.71 
1,950.00 
Corporate Stock - Common PETSMART INC COM
419,685.00 
304,382.70 
24,500.00 
Corporate Stock - Common PFF BANCORP INC COM
50,000.00 
54,014.40 
1,600.00 
Corporate Stock - Common PFIZER INC COM
708,648.76 
858,519.50 
23,181.18 
Corporate Stock - Common PFIZER INC COM
895,701.00 
997,547.17 
29,300.00 
Corporate Stock - Common PFIZER INC COM
3,040,950.75 
3,684,108.61 
99,475.00 
Corporate Stock - Common PFIZER INC COM
4,686,381.00 
1,879,324.53 
153,300.00 
Corporate Stock - Common PFIZER INC COM
2,760,471.00 
3,218,678.68 
90,300.00 
Corporate Stock - Common PFIZER INC COM
1,351,194.00 
1,536,768.66 
44,200.00 
Corporate Stock - Common PG& E CORP COM
2,919.00 
4,229.95 
210.00 
Corporate Stock - Common PG& E CORP COM
140,390.00 
255,961.77 
10,100.00 
Corporate Stock - Common PHARMACEUTICAL PROD DEV INC COM
312,310.90 
315,052.14 
10,670.00 
Corporate Stock - Common PHARMACEUTICAL PROD DEV INC COM
210,744.00 
214,032.40 
7,200.00 
Corporate Stock - Common PHARMACEUTICAL PROD DEV INC COM
244,404.50 
243,979.25 
8,350.00 
Corporate Stock - Common PHARMACEUTICAL PROD DEV INC COM
474,174.00 
399,005.46 
16,200.00 
Corporate Stock - Common PHARMACEUTICAL RES INC COM
8,940.00 
7,400.20 
300.00 
Corporate Stock - Common PHARMACEUTICAL RES INC COM
187,740.00 
182,189.07 
6,300.00 
Corporate Stock - Common PHARMACIA CORP COM
15,270.46 
14,445.70
365.32 
Corporate Stock - Common PHARMACIA CORP COM
342,760.00 
242,949.26 
8,200.00 
Corporate Stock - Common PHARMACIA CORP COM
1,345,751.00 
826,227.66 
32,195.00 
Corporate Stock - Common PHARMACIA CORP COM
994,840.00 
1,008,413.31 
23,800.00 
Corporate Stock - Common PHARMACIA CORP COM
614,460.00 
541,056.23 
14,700.00 
Corporate Stock - Common PHARMACYCLICS INC COM
17,493.00 
37,019.50 
4,900.00 
Corporate Stock - Common PHELPS DODGE CORP CAP
6,330.00 
7,702.90 
200.00 
Corporate Stock - Common PHELPS DODGE CORP CAP
129,765.00 
148,363.05 
4,100.00 
Corporate Stock - Common PHELPS DODGE CORP CAP
68,585.55 
110,757.58 
2,167.00 
Corporate Stock - Common PHIL SUBN CORP COM PAR $0.50
320,742.00 
300,514.50
15,570.00 
Corporate Stock - Common PHOENIX INFORMATION SYS CORP COM
1.13 
27,614.80 
11,281.00 
Corporate Stock - Common PHOTOMEDEX INC COM
1,920.00 
4,749.74 
1,000.00 
Corporate Stock - Common PHOTON DYNAMICS INC COM
5,700.00 
9,359.54 
250.00 
Corporate Stock - Common PHYSICIANS RES GROUP INC COM
0.00 
5,736.15 
7,780.00 
Corporate Stock - Common PICK COMMUNICATIONS CORP COM NEW
0.01 
473.70 
80.00 
Corporate Stock - Common PIER 1 IMPORTS INC COM
4,655.27 
4,638.96 
245.92 
Corporate Stock - Common PIER 1 IMPORTS INC COM
315,563.10 
327,411.80 
16,670.00 
Corporate Stock - Common PIER 1 IMPORTS INC COM
461,892.00 
386,225.40 
24,400.00 
Corporate Stock - Common PILOT NETWORK SVCS INC COM
0.11 
15,269.92 
1,100.00 
Corporate Stock - Common PINNACLE ENTMT INC COM
28,413.00 
39,150.08 
4,100.00 
Corporate Stock - Common PINNACLE HLDGS INC COM
9.00 
199.95 
1,000.00 
Corporate Stock - Common PINNACLE MICRO INC COM
21.30 
7,395.58 
7,100.00 
Corporate Stock - Common PINNACLE SYS INC COM
5,035.70 
8,077.44 
370.00 
Corporate Stock - Common PINNACLE SYS INC COM
662,807.00 
446,496.67 
48,700.00
Corporate Stock - Common PINNACLE W. CAP CORP COM
78,407.00 
86,709.60 
2,300.00 
Corporate Stock - Common PIONEER NAT RES CO COM STK
3,787.50 
3,898.45 
150.00 
Corporate Stock - Common PIONEER NAT RES CO COM STK
573,175.00 
421,304.29 
22,700.00 
Corporate Stock - Common PITNEY BOWES INC COM
21,718.90 
25,991.80 
665.00 
Corporate Stock - Common PITNEY BOWES INC COM
271,078.00 
302,861.73 
8,300.00 
Corporate Stock - Common PITNEY BOWES INC COM
192,694.00 
133,854.44 
5,900.00 
Corporate Stock - Common PITTSTON BRINKS GROUP COM
352,968.00 
407,701.54 
19,100.00 
Corporate Stock - Common PIXAR COM
41,332.20 
43,569.45 
780.00 
Corporate Stock - Common PIXAR COM
381,528.00 
295,588.14 
7,200.00 
Corporate Stock - Common PIXELWORKS INC COM
290.00 
522.73 
50.00 
Corporate Stock - Common PIXTECH INC COM
6.00 
7,209.95 
1,000.00 
Corporate Stock - Common PK NATL CORP COM
3,952.00 
3,969.95 
40.00 
Corporate Stock - Common PK PL ENTMT CORP COM
5,418.00 
5,902.61 
645.00 
Corporate Stock - Common PK PL ENTMT CORP COM
262,920.00 
351,443.25 
31,300.00 
Corporate Stock - Common PK PL ENTMT CORP COM
423,360.00 
544,669.12 
50,400.00 
Corporate Stock - Common PLACER DOME INC COM
8,050.00 
7,621.74 
700.00 
Corporate Stock - Common PLAINS EXPL & PRODTN CO COM
17,550.00 
18,338.21 
1,800.00 
Corporate Stock - Common PLAINS RES INC COM PAR $0.10
21,330.00 
28,111.87 
1,800.00 
Corporate Stock - Common PLANET ENTMT CORP COM
2.00 
12,553.13 
20,000.00 
Corporate Stock - Common PLANTRONICS INC NEW COM
2,193.85 
6,964.88 
145.00 
Corporate Stock - Common PLATINUM UNDERWRITERS HLDGS INC COM USD0.01
490,110.00 
455,409.81 
18,600.00 
Corporate Stock - Common PLC SYS INC COM
1,160.00 
10,661.54 
2,000.00 
Corporate Stock - Common PLIANT SYS INC COM
0.10 
1,779.95 
200.00 
Corporate Stock - Common PLUG PWR INC COM
10,062.09 
28,116.51 
2,241.00 
Corporate Stock - Common PMC SIERRA INC COM
25,464.80 
71,396.32 
4,580.00 
Corporate Stock - Common PMC SIERRA INC COM
145,282.80 
181,519.46 
26,130.00 
Corporate Stock - Common PMC SIERRA INC COM
23,352.00 
147,364.98 
4,200.00 
Corporate Stock - Common PMI GROUP INC COM
213,284.00 
247,748.82 
7,100.00 
Corporate Stock - Common PNC FINANCIAL SERVICES GROUP COM STK
297,490.00 
237,198.18 
7,100.00 
Corporate Stock - Common POGO PROD CO COM
156,077.50 
106,845.00 
4,190.00 
Corporate Stock - Common POLARIS INDS INC COM
242,604.00 
273,510.34 
4,140.00
Corporate Stock - Common POLYCOM INC COM
5,597.76 
13,670.27 
588.00 
Corporate Stock - Common POLYMEDICA INDS INC COM
7,432.44 
6,149.65 
241.00 
Corporate Stock - Common POLYONE CORP COM
3,920.00 
7,423.90 
1,000.00 
Corporate Stock - Common PONTE NOSSA ACQSTN CORP COM NEW
1,210.00 
1,699.95 
1,000.00 
Corporate Stock - Common POPMAIL COM INC COM NEW
1.01 
998.65 
100.00 
Corporate Stock - Common PORTAL SOFTWARE INC COM
1,855.98 
8,825.59 
2,297.00 
Corporate Stock - Common POSSIS MED INC COM COM STK
54,000.00 
56,202.80 
3,000.00 
Corporate Stock - Common POSSIS MED INC COM COM STK
142,200.00 
123,108.07 
7,900.00 
Corporate Stock - Common POTLATCH CORP COM
100,296.00 
108,904.74 
4,200.00 
Corporate Stock - Common POWER SPECTRA INC COM
2.00 
7,774.93 
20,000.00 
Corporate Stock - Common POWER-ONE INC COM
170.10 
291.92 
30.00 
Corporate Stock - Common POWER-ONE INC COM
11,340.00 
151,357.26 
2,000.00 
Corporate Stock - Common POWERWAVE TECHNOLOGIES INC COM
23,490.00 
160,276.60 
4,350.00 
Corporate Stock - Common PPG IND INC COM
406,215.00 
445,376.77 
8,100.00 
Corporate Stock - Common PPG IND INC COM
210,630.00 
159,701.05 
4,200.00 
Corporate Stock - Common PPL CORP COM ISIN US69351T1060
3,604.88 
3,576.35 
103.95 
Corporate Stock - Common PPL CORP COM ISIN US69351T1060
96,757.20 
85,095.00 
2,790.00 
Corporate Stock - Common PPL CORP COM ISIN US69351T1060
142,188.00 
109,010.27 
4,100.00 
Corporate Stock - Common PRAECIS PHARMACEUTICALS INC COM STK
39,975.00 
60,749.70 
12,300.00 
Corporate Stock - Common PRAXAIR INC COM
404,390.00 
414,380.10 
7,000.00 
Corporate Stock - Common PRAXAIR INC COM
231,080.00 
121,897.31 
4,000.00 
Corporate Stock - Common PRAXAIR INC COM
1,178,508.00 
1,062,329.48 
20,400.00 
Corporate Stock - Common PRE PAID LEGAL SVCS INC COM
1,310.00 
1,010.98 
50.00 
Corporate Stock - Common PRECISION CASTPARTS CORP COM
390,425.00 
315,836.73 
16,100.00 
Corporate Stock - Common PRECISION DRILLING CORP COM STK
3,254.00 
3,770.67 
100.00 
Corporate Stock - Common PREMCOR INC COM
2,223.00 
1,834.95 
100.00 
Corporate Stock - Common PRICE NET U S A INC COM
4.54 
138,905.01 
45,358.00 
Corporate Stock - Common PRICE T ROWE GROUP INC COM
81,840.00 
95,918.36 
3,000.00 
Corporate Stock - Common PRICELINE COM INC COM
10,608.00 
24,813.23 
6,630.00 
Corporate Stock - Common PRIMUS TELECOMMUNICATIONS GROUP INC COM
10,000.00 
4,185.20 
5,000.00 
Corporate Stock - Common PRIN FINL GROUP INC COM STK
253,092.00 
234,302.55 
8,400.00 
Corporate Stock - Common PRINS RECYCLING CORP COM
0.05 
2,885.40 
516.00 
Corporate Stock - Common PROBEX CORP COM NEW
680.00 
4,831.00 
1,000.00 
Corporate Stock - Common PROCTER & GAMBLE CO COM
149,806.57 
136,486.41 
1,743.15 
Corporate Stock - Common PROCTER & GAMBLE CO COM
910,964.00 
989,280.08 
10,600.00 
Corporate Stock - Common PROCTER & GAMBLE CO COM
403,918.00 
396,575.45 
4,700.00 
Corporate Stock - Common PROCTER & GAMBLE CO COM
592,986.00 
618,407.60 
6,900.00 
Corporate Stock - Common PROCTER & GAMBLE CO COM
2,781,705.92 
1,285,172.92 
32,368.00 
Corporate Stock - Common PROCTER & GAMBLE CO COM
1,022,686.00 
903,743.57 
11,900.00 
Corporate Stock - Common PROCTER & GAMBLE CO COM
678,926.00 
689,123.85 
7,900.00 
Corporate Stock - Common PROGRESS ENERGY INC COM
255,765.00 
211,055.00 
5,900.00 
Corporate Stock - Common PROGRESS SOFTWARE CORP COM
424,760.00 
480,957.26 
32,800.00 
Corporate Stock - Common PROGRESSIVE CORP OH COM
402,003.00 
468,518.42 
8,100.00 
Corporate Stock - Common PROGRESSIVE CORP OH COM
426,818.00 
454,449.39 
8,600.00 
Corporate Stock - Common PROGRESSIVE CORP OH COM
268,002.00 
202,197.92 
5,400.00 
Corporate Stock - Common PROTECTIVE LIFE CORP COM
302,720.00 
351,911.48 
11,000.00 
Corporate Stock - Common PROTEIN DESIGN LABS INC COM
1,700.00 
2,494.35 
200.00 
Corporate Stock - Common PROVANT INC COM
2,288.00 
97,621.82 
20,800.00 
Corporate Stock - Common PROVIDENT ENERGY TR TR UNIT
20,580.00 
20,499.95 
3,000.00 
Corporate Stock - Common PROVIDIAN FINL CORP COM
973.50 
955.45 
150.00 
Corporate Stock - Common PROVIDIAN FINL CORP COM
193,531.80 
178,693.14 
29,820.00 
Corporate Stock - Common PROVIDIAN FINL CORP COM
370,579.00 
313,495.13 
57,100.00 
Corporate Stock - Common PROVIDIAN FINL CORP COM
46,728.00 
67,209.87 
7,200.00 
Corporate Stock - Common PROXYMED INC COM NEW
24.43 
59.23 
2.34 
Corporate Stock - Common PRTY HEALTHCARE CORP CL B
334,080.00 
325,740.32 
14,400.00 
Corporate Stock - Common PRUDENTIAL FINL INC COM
19,044.00 
18,311.51 
600.00 
Corporate Stock - Common PRUDENTIAL FINL INC COM
447,534.00 
455,207.68 
14,100.00 
Corporate Stock - Common PSS WORLD MED INC COM
60,192.00 
55,110.88 
8,800.00 
Corporate Stock - Common PUB SERVICE ENTERPRISE GROUP INC COM
0.13 
0.15 
0.00 
Corporate Stock - Common PUB SERVICE ENTERPRISE GROUP INC COM
176,550.00 
161,351.08 
5,500.00 
Corporate Stock - Common PUB STORAGE INC DEPOS SH REPSTG 1/1000THCOM SER A
2,271.20 
2,199.95 
85.00 
Corporate Stock - Common PUBLICARD INC COM
1,500.00 
1,637.70 
10,000.00 
Corporate Stock - Common PUGET ENERGY INC NEW COM
10,402.48 
11,482.07 
471.77 
Corporate Stock - Common PUGET ENERGY INC NEW COM
348,390.00 
331,111.12 
15,800.00 
Corporate Stock - Common PULTE HOMES INC COM
30,585.91 
32,056.70 
638.94 
Corporate Stock - Common PULTE HOMES INC COM
71,805.00 
35,222.76 
1,500.00 
Corporate Stock - Common PURADYN FILTER TECHNOLOGIES INC COM
4,975.00 
10,239.85 
2,500.00 
Corporate Stock - Common PURCHASEPRO COM INC COM NEW STK
14.08 
5,405.48 
1,280.00 
Corporate Stock - Common PW EAGLE INC COM
4,950.00 
22,469.90 
1,100.00 
Corporate Stock - Common PYRAMID BREWERIES INC COM
299.00 
394.24 
100.00 
Corporate Stock - Common QAD INC COM
7,502.00 
6,738.41 
2,200.00 
Corporate Stock - Common QLOGIC CORP COM
23,294.25 
26,946.45 
675.00 
Corporate Stock - Common QLOGIC CORP COM
114,918.30 
125,101.21 
3,330.00 
Corporate Stock - Common QLOGIC CORP COM
308,174.30 
299,156.82 
8,930.00 
Corporate Stock - Common QLOGIC CORP COM
279,531.00 
268,998.07 
8,100.00 
Corporate Stock - Common QLOGIC CORP COM
79,373.00 
252,060.36 
2,300.00 
Corporate Stock - Common QUADRAMED CORP COM
4,847.00 
11,547.42 
1,850.00 
Corporate Stock - Common QUAL SYS INC COM
4,020.00 
4,525.95 
200.00 
Corporate Stock - Common QUALCOMM INC COM
442,247.67 
683,057.60 
12,153.00 
Corporate Stock - Common QUALCOMM INC COM
94,614.00 
99,352.96 
2,600.00 
Corporate Stock - Common QUALCOMM INC COM
709,605.00 
985,077.28 
19,500.00 
Corporate Stock - Common QUALCOMM INC COM
338,427.00 
371,211.44 
9,300.00 
Corporate Stock - Common QUANEX CORP COM
140,700.00 
152,217.00 
4,200.00 
Corporate Stock - Common QUANTA SVCS INC COM
1,417.50 
13,955.83 
405.00 
Corporate Stock - Common QUEST DIAGNOSTICS INC COM
9,104.00 
11,449.11 
160.00 
Corporate Stock - Common QUEST DIAGNOSTICS INC COM
136,560.00 
141,848.40 
2,400.00 
Corporate Stock - Common QUEST SOFTWARE INC COM ISIN US74834T1034
425,803.00 
454,269.08 
41,300.00 
Corporate Stock - Common QUICKLOGIC CORP CDT-COM STK
106.00 
923.70 
100.00 
Corporate Stock - Common QUICKSILVER RES INC COM
31,402.00 
33,544.00 
1,400.00 
Corporate Stock - Common QUICKSILVER RES INC COM
251,216.00 
222,678.92 
11,200.00 
Corporate Stock - Common QUIKSILVER INC COM
5,731.90 
5,626.40 
215.00 
Corporate Stock - Common QUIKSILVER INC COM
439,890.00 
393,200.59 
16,500.00 
Corporate Stock - Common QUIKSILVER INC COM
149,296.00 
127,176.00 
5,600.00 
Corporate Stock - Common QUINTILES TRANSNATIONAL CORP COM
1,210.00 
1,994.84 
100.00 
Corporate Stock - Common QUINTILES TRANSNATIONAL CORP COM
35,090.00 
61,048.84 
2,900.00 
Corporate Stock - Common QWEST COMMUNICATIONS INTL INC COM
31,695.00 
21,312.16 
6,339.00 
Corporate Stock - Common QWEST COMMUNICATIONS INTL INC COM
210,990.00 
1,530,478.40 
42,198.00 
Corporate Stock - Common R H DONNELLEY CORP COM NEW
1,465.50 
1,562.27 
50.00 
Corporate Stock - Common R&G FINL CORP CL B
295,275.00 
244,778.45 
12,700.00 
Corporate Stock - Common R&G FINL CORP CL B
79,050.00 
65,863.04 
3,400.00 
Corporate Stock - Common RADIAN GROUP INC COM
11,150.61 
13,927.38 
300.15 
Corporate Stock - Common RADIO 1 INC CL D NON VTG
299,711.10 
387,995.32 
20,770.00 
Corporate Stock - Common RADIOSHACK CORP COM
78,932.88 
53,904.97 
4,212.00 
Corporate Stock - Common RAINDANCE COMMUNICATIONS INC COM
9,690.00 
18,989.95 
3,000.00 
Corporate Stock - Common RAINING DATA CORP COM
34,850.00 
50,490.00 
17,000.00 
Corporate Stock - Common RAIT INVT TR COM
3,240.00 
3,361.90 
150.00 
Corporate Stock - Common RAMBUS INC DEL COM
90,585.00 
547,349.23 
13,500.00 
Corporate Stock - Common RARE HOSPITALITY INTL INC COM
196,102.00 
191,979.76 
7,100.00 
Corporate Stock - Common RARE HOSPITALITY INTL INC COM
143,624.00 
117,884.00 
5,200.00 
Corporate Stock - Common RAYMOND JAMES FNCL INC COM STK
149,674.80 
159,788.04 
5,060.00 
Corporate Stock - Common RAYONIER INC COM
10,181.25 
9,214.45 
225.00 
Corporate Stock - Common RAYTHEON CO COM NEW
43,183.67 
47,883.85 
1,404.35 
Corporate Stock - Common RAYTHEON CO COM NEW
310,575.00 
373,536.09 
10,100.00 
Corporate Stock - Common RAZORFISH INC CL A NEW
3.40 
29.00 
2.00 
Corporate Stock - Common RCN CORP COM
265.00 
8,964.02 
500.00 
Corporate Stock - Common REALNETWORKS INC COM
1,905.00 
4,007.12 
500.00 
Corporate Stock - Common RECOTON CORP COM
177.00 
2,976.61 
150.00 
Corporate Stock - Common RED HAT INC COM
74,495.55 
197,159.05 
12,605.00 
Corporate Stock - Common RED HAT INC COM
424,929.00 
379,125.72 
71,900.00 
Corporate Stock - Common REDBACK NETWORKS INC COM ISIN US7572091012
9,093.00 
10,767.02 
10,825.00 
Corporate Stock - Common REDOX TECH CORP COM STK
50.00 
859.95 
1,000.00 
Corporate Stock - Common REEBOK INTL COM
44,100.00 
41,936.42 
1,500.00 
Corporate Stock - Common REGAL ENTMT GROUP CL A
107,100.00 
103,775.50 
5,000.00 
Corporate Stock - Common REGENT PAC GROUP LTD
147.50 
1,796.30 
5,000.00 
Corporate Stock - Common REGIONS FNCL CORP COM
183,480.00 
187,834.22 
5,500.00 
Corporate Stock - Common REGIS CORP MINN COM
135,148.00 
129,281.36 
5,200.00 

 
Corporate Stock - Common REGIS CORP MINN COM
249,504.00 
264,074.88 
9,600.00 
Corporate Stock - Common REGISTER COM INC COM
4,500.00 
5,077.00 
1,000.00 
Corporate Stock - Common REHABCARE GROUP INC COM
4,770.00 
5,742.45 
250.00 
Corporate Stock - Common RELIANT RES INC COM
52,947.20 
31,898.58 
16,546.00 
Corporate Stock - Common REMEC INC COM
776.00 
3,847.35 
200.00 
Corporate Stock - Common RENAISSANCE LEARNING INC COM
945.00 
1,861.42 
50.00 
Corporate Stock - Common RENAISSANCE RE HLDGS LTD COM
170,280.00 
143,376.90 
4,300.00 
Corporate Stock - Common RENAL CARE GROUP INC COM
7,910.00 
7,704.37 
250.00 
Corporate Stock - Common REP BANCORP INC COM
18,439.04 
19,877.82 
1,566.61 
Corporate Stock - Common RES CONNECTION INC COM
2,321.00 
2,928.95 
100.00 
Corporate Stock - Common RESPIRONICS INC COM
15,215.50 
14,768.95 
500.00 
Corporate Stock - Common RESPIRONICS INC COM
234,318.70 
204,458.10 
7,700.00 
Corporate Stock - Common REYNOLDS R J TOB HLDGS INC COM
7,856.00 
11,348.12 
186.56 
Corporate Stock - Common REYNOLDS R J TOB HLDGS INC COM
328,458.00 
550,404.06 
7,800.00 
Corporate Stock - Common REYNOLDS R J TOB HLDGS INC COM
92,642.00 
125,453.47 
2,200.00 
Corporate Stock - Common RF MICRO DEVICES INC COM
7,403.30 
10,005.21 
1,010.00 
Corporate Stock - Common RF MICRO DEVICES INC COM
89,279.40 
83,760.77 
12,180.00 
Corporate Stock - Common RF MICRO DEVICES INC COM
228,842.60 
220,381.98 
31,220.00 
Corporate Stock - Common RHYTHMS NETCONNECTIONS INC COM
0.13 
2,439.37 
1,250.00 
Corporate Stock - Common RIBOZYME PHARMACEUTICALS INC COM
240.00 
6,161.85 
1,000.00 
Corporate Stock - Common RITE AID CORP COM
306,938.45 
462,864.70 
125,281.00 
Corporate Stock - Common RIVERSTONE NETWORKS INC COM
2,143.32 
6,267.30 
1,011.00 
Corporate Stock - Common RLI CORP COM
61,380.00 
61,030.00 
2,200.00 
Corporate Stock - Common RMH TELESERVICES INC COM
63,000.00 
54,788.85 
6,000.00 
Corporate Stock - Common ROADWAY CORPORATION
66,258.00 
47,853.00 
1,800.00 
Corporate Stock - Common ROBERT HALF INTL INC COM
5,396.85 
8,461.50 
335.00 
Corporate Stock - Common ROBERT HALF INTL INC COM
244,710.90 
268,085.55 
15,190.00 
Corporate Stock - Common ROBERT HALF INTL INC COM
69,273.00 
137,373.48 
4,300.00 
Corporate Stock - Common ROBOTIC VISION SYS INC COM
240.00 
389.95 
1,000.00 
Corporate Stock - Common ROCKWELL AUTOMATION
95,266.00 
48,678.77 
4,600.00 
Corporate Stock - Common ROCKWELL COLLINS INC COM
11,630.00 
8,596.65 
500.00 
Corporate Stock - Common ROCKWELL COLLINS INC COM
106,996.00 
75,315.89 
4,600.00 
Corporate Stock - Common ROGERS WIRELESS COMMUNICATIONS INC CL B NON VTG
440.00 
1,718.19 
50.00 
Corporate Stock - Common ROHM & HAAS CO COM
7,308.00 
7,830.44 
225.00 
Corporate Stock - Common ROHM & HAAS CO COM
409,248.00 
355,974.48 
12,600.00 
Corporate Stock - Common ROHM & HAAS CO COM
178,152.80 
145,479.60 
5,485.00 
Corporate Stock - Common ROHN INDS INC COM
450.00 
7,829.95 
5,000.00 
Corporate Stock - Common ROSLYN BANCORP INC COM
316,426.50 
242,205.97 
17,550.00 
Corporate Stock - Common ROSS STORES INC COM
39,129.40 
39,262.65 
923.08 
Corporate Stock - Common ROWAN COMPANIES INC COM
81,720.00 
68,211.59 
3,600.00 
Corporate Stock - Common ROWAN COMPANIES INC COM
52,210.00 
28,011.20 
2,300.00 
Corporate Stock - Common ROXIO INC COM
467.46 
3,162.21 
98.00 
Corporate Stock - Common ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR
7,263.30 
7,771.09 
165.00 
Corporate Stock - Common ROYAL GOLD INC COM STK USD0.01
59,810.40 
45,667.57 
2,400.00 
Corporate Stock - Common ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH
2,432.50 
6,548.90 
250.00 
Corporate Stock - Common ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH
282,170.00 
307,216.63 
29,000.00 
Corporate Stock - Common ROYAL OAK MINES INC COM
352.00 
71,298.44 
35,200.00 
Corporate Stock - Common ROYCE VALUE TR INC COM
51,363.60 
57,156.82 
3,876.50 
Corporate Stock - Common RPM INTL INC
52,336.86 
39,915.28 
3,425.19 
Corporate Stock - Common RPM INTL INC
389,028.80 
444,638.56 
25,460.00 
Corporate Stock - Common RPM INTL INC
302,544.00 
168,894.00 
19,800.00 
Corporate Stock - Common RSA SEC INC COM COM USD0.01
4,732.10 
6,937.91 
790.00 
Corporate Stock - Common RT MGMT CONSULTANTS INC COM
2,689.75 
3,010.20 
203.00 
Corporate Stock - Common RT MGMT CONSULTANTS INC COM
103,350.00 
101,119.67 
7,800.00 
Corporate Stock - Common RTW INC COM NEW
6,720.00 
9,039.60 
4,000.00 
Corporate Stock - Common RUBIOS RESTAURANTS INC COM ISIN #US78116B1026
3,095.00 
2,722.90 
500.00 
Corporate Stock - Common RUSSELL CORP COM
100,440.00 
114,397.20 
6,000.00 
Corporate Stock - Common RYANS FAMILY STEAK HSES INC COM
114,067.50 
65,729.66 
10,050.00 
Corporate Stock - Common RYDER SYS INC COM
419,628.00 
304,323.39 
18,700.00 
Corporate Stock - Common RYDER SYS INC COM
35,904.00 
40,727.80 
1,600.00 
Corporate Stock - Common RYLAND GROUP INC COM
6,743.74 
10,290.68 
202.21 
Corporate Stock - Common RYLAND GROUP INC COM
406,870.00 
240,048.52 
12,200.00 
Corporate Stock - Common S JERSEY INDS INC COM
16,510.00 
14,944.50 
500.00 
Corporate Stock - Common S W BANCORPORATION TEX INC COM
103,716.00 
117,591.48 
3,600.00 
Corporate Stock - Common S W GAS CORP COM
4,840.29 
4,552.91 
206.41 
Corporate Stock - Common S.W. AIRL CO COM
366,363.86 
402,065.67 
26,357.11 
Corporate Stock - Common S.W. AIRL CO COM
268,172.70 
139,282.93 
19,293.00 
Corporate Stock - Common SABRE HLDGS CORP
6,646.37 
10,832.08 
367.00 
Corporate Stock - Common SABRE HLDGS CORP
64,507.82 
119,740.04 
3,562.00 
Corporate Stock - Common SAFECO CORP COM
270,426.00 
247,097.10 
7,800.00 
Corporate Stock - Common SAFECO CORP COM
284,294.00 
259,890.64 
8,200.00 
Corporate Stock - Common SAFECO CORP COM
117,878.00 
104,383.83 
3,400.00 
Corporate Stock - Common SAFEGUARD SCIENTIFICS INC COM
5,916.00 
9,076.44 
4,350.00 
Corporate Stock - Common SAFEWAY INC COM NEW
35,740.80 
44,033.25 
1,530.00 
Corporate Stock - Common SAFEWAY INC COM NEW
126,144.00 
121,568.75 
5,400.00 
Corporate Stock - Common SAFEWAY INC COM NEW
256,960.00 
580,989.18 
11,000.00 
Corporate Stock - Common SAGENT TECH INC OC-COM ISIN US7866931014
300.00 
9,957.45 
1,000.00 
Corporate Stock - Common SAKS INC COM
233,626.00 
245,351.72 
19,900.00 
Corporate Stock - Common SALTON INC COM
1,443.00 
5,923.44 
150.00 
Corporate Stock - Common SALTON INC COM
29,822.00 
51,157.44 
3,100.00 
Corporate Stock - Common SAMSONITE CORP NEW COM
500.00 
6,048.70 
1,000.00 
Corporate Stock - Common SAN JUAN BASIN RTY TR UNIT BEN INT
3,171.39 
3,099.73 
231.49 
Corporate Stock - Common SANDISK CORP COM
31,830.40 
33,451.93 
1,568.00 
Corporate Stock - Common SANDISK CORP COM
77,140.00 
60,298.02 
3,800.00 
Corporate Stock - Common SANDISK CORP COM
297,192.00 
246,679.61 
14,640.00 
Corporate Stock - Common SANDISK CORP COM
515,620.00 
378,187.48 
25,400.00 
Corporate Stock - Common SANDY SPRING BANCORP INC CMT-COM
17,325.00 
17,510.90 
550.00 
Corporate Stock - Common SANMINA-SCI CORP FORMERLY SANMINA HLDGS COM COM
4,490.00 
5,481.42 
1,000.00 
Corporate Stock - Common SANMINA-SCI CORP FORMERLY SANMINA HLDGS COM COM
58,819.00 
428,433.99 
13,100.00 
Corporate Stock - Common SAPIENS INTL CORP NV SHS COM
450.00 
6,717.45 
500.00 
Corporate Stock - Common SAPIENT CORP COM
205.00 
2,243.23 
100.00 
Corporate Stock - Common SARA LEE CORP COM
32,481.93 
29,059.18 
1,443.00 
Corporate Stock - Common SARA LEE CORP COM
452,451.00 
464,021.85 
20,100.00 
Corporate Stock - Common SARA LEE CORP COM
436,694.00 
282,027.02 
19,400.00 
Corporate Stock - Common SAVE WORLD AIR INC COM
35.00 
129.95 
100.00 
Corporate Stock - Common SAXON CAP INC COM
426,591.00 
466,080.29 
34,100.00 
Corporate Stock - Common SBC COMMUNICATIONS INC COM
81,655.86 
100,831.32 
3,012.02 
Corporate Stock - Common SBC COMMUNICATIONS INC COM
577,443.00 
732,048.46 
21,300.00 
Corporate Stock - Common SBC COMMUNICATIONS INC COM
544,911.00 
513,814.17 
20,100.00 
Corporate Stock - Common SBC COMMUNICATIONS INC COM
2,239,963.75 
1,804,163.69 
82,625.00 
Corporate Stock - Common SBS TECHNOLOGIES INC COM
4,580.00 
8,624.35 
500.00 
Corporate Stock - Common SCAN OPTICS INC COM
270.00 
2,967.45 
1,000.00 
Corporate Stock - Common SCANA CORP NEW COM
473,997.60 
461,112.68 
15,310.00 
Corporate Stock - Common SCANSOFT INC COM
1,040.00 
984.29 
200.00 
Corporate Stock - Common SCANTEK MED INC COM
38.00 
2,042.14 
950.00 
Corporate Stock - Common SCHEIN HENRY INC COM
202,500.00 
170,117.98 
4,500.00 
Corporate Stock - Common SCHEIN HENRY INC COM
632,700.00 
602,272.24 
14,060.00 
Corporate Stock - Common SCHERING-PLOUGH CORP COM
52,463.13 
87,849.26 
2,363.20 
Corporate Stock - Common SCHERING-PLOUGH CORP COM
888,000.00 
1,372,684.92 
40,000.00 
Corporate Stock - Common SCHERING-PLOUGH CORP COM
810,300.00 
515,556.79 
36,500.00 
Corporate Stock - Common SCHERING-PLOUGH CORP COM
428,460.00 
431,817.83 
19,300.00 
Corporate Stock - Common SCHLOTZSKYS INC COM
1,848.00 
10,394.53 
550.00 
Corporate Stock - Common SCHLUMBERGER LTD COM STK
26,184.32 
38,733.78 
622.10 
Corporate Stock - Common SCHLUMBERGER LTD COM STK
361,974.00 
439,284.40 
8,600.00 
Corporate Stock - Common SCHLUMBERGER LTD COM STK
606,096.00 
531,390.33 
14,400.00 
Corporate Stock - Common SCHOLASTIC CORP COM
7,190.00 
7,956.90 
200.00 
Corporate Stock - Common SCHOOL SPECIALTY INC WI COM
379,620.00 
500,829.50 
19,000.00 
Corporate Stock - Common SCHULMAN A INC COM
33,498.00 
34,396.20 
1,800.00 
Corporate Stock - Common SCHULMAN A INC COM
211,409.60 
216,559.04 
11,360.00 
Corporate Stock - Common SCHULMAN A INC COM
87,467.00 
91,329.59 
4,700.00 
Corporate Stock - Common SCHWAB CHARLES CORP COM NEW
64,763.44 
103,285.31 
5,968.98 
Corporate Stock - Common SCHWAB CHARLES CORP COM NEW
362,932.50 
355,077.54 
33,450.00 
Corporate Stock - Common SCI DYNAMICS CORP COM
60.00 
20,934.90 
2,000.00 
Corporate Stock - Common SCIENT INC COM NEW
0.50 
577.76 
50.00 
Corporate Stock - Common SCIENTIFIC GAMES CORP
726.00 
654.95 
100.00 
Corporate Stock - Common SCIENTIFIC GAMES CORP
156,090.00 
144,115.82 
21,500.00 
Corporate Stock - Common SCIENTIFIC-ATLANTA INC COM
7,737.84 
13,000.26 
652.43 
Corporate Stock - Common SCIENTIFIC-ATLANTA INC COM
122,158.00 
123,514.51 
10,300.00 
Corporate Stock - Common SCIENTIFIC-ATLANTA INC COM
311,918.00 
317,675.15 
26,300.00 
Corporate Stock - Common SCIENTIFIC-ATLANTA INC COM
45,068.00 
33,482.42 
3,800.00 
Corporate Stock - Common SCIOS INC COM
269,436.60 
246,469.22 
8,270.00 
Corporate Stock - Common SCIOS INC COM
342,090.00 
285,084.98 
10,500.00 
Corporate Stock - Common SCOTTISH ANNUITY & LIFE HLDGS SCOTTISH ANNUITY & LIFE HLDGS COM STK
235,051.50 
258,942.25 
13,470.00 
Corporate Stock - Common SCOTTS CO CL A
264,816.00 
248,275.26 
5,400.00 
Corporate Stock - Common SCOTTSDALE TECHNOLOGIES INC COM
280.00 
2,402.35 
3,500.00 
Corporate Stock - Common SCRIPPS E.W INC NEW CL A COM
153,900.00 
150,275.00 
2,000.00 
Corporate Stock - Common SEA CONTAINERS LTD CL A
13,395.00 
12,840.00 
1,500.00 
Corporate Stock - Common SEACOAST FINL SVCS CORP COM STK
40,022.00 
44,690.20 
2,000.00 
Corporate Stock - Common SEALED AIR CORP NEW COM STK
234,990.00 
282,347.79 
6,300.00 
Corporate Stock - Common SEALED AIR CORP NEW COM STK
78,889.50 
94,981.62 
2,115.00 
Corporate Stock - Common SEARS ROEBUCK & CO COM
30,676.21 
38,299.20 
1,280.84 
Corporate Stock - Common SEARS ROEBUCK & CO COM
193,995.00 
406,506.66 
8,100.00 
Corporate Stock - Common SEARS ROEBUCK & CO COM
189,205.00 
253,297.15 
7,900.00 
Corporate Stock - Common SEAVIEW UNDERWATER RESH INC COM
100.00 
4,997.40 
2,000.00 
Corporate Stock - Common SEDNA GEOTECH INC COM
1.00 
2,171.00 
1,000.00 
Corporate Stock - Common SEDONA CORP PA COM
800.00 
6,400.00 
5,000.00 
Corporate Stock - Common SEEBEYOND TECHNOLOGIES CORP COM
2,430.00 
3,757.61 
1,000.00 
Corporate Stock - Common SEI INVTS CO COM
31,240.47 
21,807.18 
1,149.39 
Corporate Stock - Common SEI INVTS CO COM
270,169.20 
347,175.24 
9,940.00 
Corporate Stock - Common SEITEL INC COM NEW
137.50 
3,693.91 
250.00 
Corporate Stock - Common SELECTIVE INS GROUP INC COM
564,032.00 
547,193.72 
22,400.00 
Corporate Stock - Common SEMITOOL INC COM
2,484.00 
4,429.95 
400.00 
Corporate Stock - Common SEMOTUS SOLUTIONS INC COM
55.00 
3,686.20 
500.00 
Corporate Stock - Common SEMPRA ENERGY INC COM STK
44,485.08 
39,038.41 
1,880.98 
Corporate Stock - Common SEMPRA ENERGY INC COM STK
121,182.60 
122,338.95 
5,124.00 
Corporate Stock - Common SENSIENT TECHNOLOGIES CORP COM
182,007.00 
185,818.86 
8,100.00 
Corporate Stock - Common SEPRACOR INC COM
967.00 
1,823.76 
100.00 
Corporate Stock - Common SEPRACOR INC COM
188,565.00 
163,784.15 
19,500.00 
Corporate Stock - Common SERENA SOFTWARE INC COM
26,053.50 
35,570.05 
1,650.00 
Corporate Stock - Common SERENA SOFTWARE INC COM
244,745.00 
239,633.66 
15,500.00 
Corporate Stock - Common SERVICE CORP INTL COM
152,056.00 
257,219.20 
45,800.00 
Corporate Stock - Common SERVICEMASTER CO COM
50,059.01 
74,341.46 
4,509.82 
Corporate Stock - Common SEVEN SEAS PETROLEUM INC CAYMAN ISLANDS
2,193.00 
29,144.62 
73,100.00 
Corporate Stock - Common SEYCHELLE ENVIRONMENTAL TECHNOLOGIES INCCOM STK
40.00 
967.45 
1,000.00 
Corporate Stock - Common SHADOWS BEND DEV INC COM NEW
0.50 
4,789.50 
500.00 
Corporate Stock - Common SHARECOM INC COM NEW
16.16 
869.95 
16.00 
Corporate Stock - Common SHARPER IMAGE CORP COM COM
36,603.00 
37,510.62 
2,100.00 
Corporate Stock - Common SHELLS SEAFOOD RESTAURANTS INC COM
2,015.00 
13,341.19 
3,100.00 
Corporate Stock - Common SHERWIN-WILLIAMS CO COM
104,525.00 
64,637.21 
3,700.00 
Corporate Stock - Common SHOPKO STORES INC COM
64,740.00 
91,839.80 
5,200.00 
Corporate Stock - Common SHUFFLE MASTER INC COM
5,733.00 
6,364.95 
300.00 
Corporate Stock - Common SICOR INC COM
37,342.60 
40,325.04 
2,356.00 
Corporate Stock - Common SIEBEL SYS INC COM
51,597.04 
134,471.36 
6,898.00 
Corporate Stock - Common SIEBEL SYS INC COM
90,508.00 
720,526.55 
12,100.00 
Corporate Stock - Common SIERRA HLTH SVCS INC COM
81,668.00 
68,627.66 
6,800.00 
Corporate Stock - Common SIGMA-ALDRICH CORP COM
87,660.00 
42,522.45 
1,800.00 
Corporate Stock - Common SILGAN HLDGS INC COM
24,680.00 
23,575.90 
1,000.00 
Corporate Stock - Common SILICON GRAPHICS INC COM
5,593.50 
10,209.98 
4,950.00 
Corporate Stock - Common SILICON GRAPHICS INC COM
61,359.00 
120,153.14 
54,300.00 
Corporate Stock - Common SILICON IMAGE INC COM STK
6,000.00 
9,274.77 
1,000.00 
Corporate Stock - Common SILICON IMAGE INC COM STK
265,200.00 
249,621.35 
44,200.00 
Corporate Stock - Common SILICON LABORATORIES INC COM
213,696.00 
278,052.89 
11,200.00 
Corporate Stock - Common SILICON STORAGE TECH INC COM
3,151.20 
8,325.93 
780.00 
Corporate Stock - Common SILICON STORAGE TECH INC COM
63,024.00 
138,392.28 
15,600.00 
Corporate Stock - Common SILICON VAL BANCSHARES COM N.P
2,737.50 
3,277.45 
150.00 
Corporate Stock - Common SILVER STD RES INC COM
10,700.00 
8,382.47 
2,000.00 
Corporate Stock - Common SIMPSON MFG INC COM
49,350.00 
51,142.50 
1,500.00 
Corporate Stock - Common SINA CORPORATION COM STK USD0.133
650.00 
553.33 
100.00 
Corporate Stock - Common SINCLAIR BROADCAST GROUP INC CL A
298,891.00 
273,479.70 
25,700.00 
Corporate Stock - Common SIRIUS SATELLITE RADIO INC COM
995.20 
4,452.95 
1,555.00 
Corporate Stock - Common SKECHERS U S A INC CL A CL A ISIN #US8305661055
2,547.00 
5,265.43 
300.00 
Corporate Stock - Common SKYWEST INC COM
26,384.79 
43,833.58 
2,018.73 
Corporate Stock - Common SKYWEST INC COM
0.00 
0.00 
0.00 
Corporate Stock - Common SKYWEST INC COM
152,919.00 
329,192.49 
11,700.00 
Corporate Stock - Common SKYWORKS SOLUTIONS INC COM
4,715.14 
3,632.45 
547.00 
Corporate Stock - Common SKYWORKS SOLUTIONS INC COM
247,652.60 
248,003.40 
28,730.00 
Corporate Stock - Common SKYWORKS SOLUTIONS INC COM
351,523.60 
223,535.43 
40,780.00 
Corporate Stock - Common SKYWORKS SOLUTIONS INC COM
144,919.44 
309,833.27 
16,812.00 
Corporate Stock - Common SKYWORKS SOLUTIONS INC COM
260,324.00 
193,384.73 
30,200.00 
Corporate Stock - Common SLI INC COM
11.00 
9,129.70 
4,400.00 
Corporate Stock - Common SLM CORP COM
10,759.27 
9,806.42 
103.59 
Corporate Stock - Common SLM CORP COM
394,668.00 
198,583.78 
3,800.00 
Corporate Stock - Common SMITH A O CORP COM
429,188.90 
465,905.33 
15,890.00 
Corporate Stock - Common SMITHFIELD FOODS INC COM
295,616.00 
352,498.24 
14,900.00 
Corporate Stock - Common SMUCKER J M CO COM NEW
4,578.55 
4,118.87 
115.01 
Corporate Stock - Common SMUCKER J M CO COM NEW
200,204.49 
169,726.21 
5,029.00 
Corporate Stock - Common SMURFIT-STONE CONTAINER CORP COM
164,683.70 
154,808.59 
10,700.00 
Corporate Stock - Common SNAP-ON INC COM
42,165.00 
41,005.00 
1,500.00 
Corporate Stock - Common SOFTWARE HOLDRS TR DEPOS RCPTS
5,398.00 
11,097.00 
200.00 
Corporate Stock - Common SOLA INTL INC COM
32,500.00 
33,820.00 
2,500.00 
Corporate Stock - Common SOLECTRON CORP COM
9,656.00 
15,563.71 
2,720.00 
Corporate Stock - Common SOLECTRON CORP COM
105,080.00 
98,325.28 
29,600.00 
Corporate Stock - Common SOLECTRON CORP COM
73,130.00 
472,668.09 
20,600.00 
Corporate Stock - Common SONERA GROUP PLC SPONSORED ADR
1,731.00 
18,385.95 
300.00 
Corporate Stock - Common SONIC AUTOMOTIVE INC CL A
187,362.00 
149,053.18 
12,600.00 
Corporate Stock - Common SONICBLUE INC COM
3,420.00 
60,001.88 
7,600.00 
Corporate Stock - Common SONOCO PROD CO COM
398.71 
624.04 
17.39 
Corporate Stock - Common SONOSITE INC COM
223,497.00 
352,969.63 
17,100.00 
Corporate Stock - Common SONUS NETWORKS INC COM ISIN US8359161077
53,231.00 
57,605.89 
53,231.00 
Corporate Stock - Common SORRENTO NETWORKS CORP COM NEW
41.50 
1,104.90 
10.00 
Corporate Stock - Common SOS STAFFING SVCS INC COM
5,500.00 
11,854.45 
11,000.00 
Corporate Stock - Common SOUNDVIEW TECH GROUP INC NEW COM COM
465.00 
6,034.53 
310.00 
Corporate Stock - Common SOURCE INTERLINK COMPANIES INC COM NEW
2,115.00 
2,594.95 
500.00 
Corporate Stock - Common SOUTHERN CO COM STK
30,546.90 
27,795.40 
1,075.97 
Corporate Stock - Common SOUTHERN CO COM STK
505,342.00 
244,940.12 
17,800.00 
Corporate Stock - Common SOUTHTRUST CORP COM
4,970.00 
5,208.88 
200.00 
Corporate Stock - Common SOUTHTRUST CORP COM
417,480.00 
401,497.98 
16,800.00 
Corporate Stock - Common SOUTHTRUST CORP COM
365,295.00 
361,831.30 
14,700.00 
Corporate Stock - Common SOUTHTRUST CORP COM
213,710.00 
173,913.84 
8,600.00 
Corporate Stock - Common SPHERION CORP COM COM STK ISIN# US8484201053
46,230.00 
40,427.10 
6,900.00 
Corporate Stock - Common SPORTS AUTH INC COM
1,771.00 
1,962.87 
253.00 
Corporate Stock - Common SPORTS AUTH INC COM
34,300.00 
62,688.64 
4,900.00 
Corporate Stock - Common SPRINT CORP COM
4,849.22 
6,760.60 
334.89 
Corporate Stock - Common SPRINT CORP COM
348,968.00 
226,127.89 
24,100.00 
Corporate Stock - Common SPRINT CORP COM
322,904.00 
420,023.49 
22,300.00 
Corporate Stock - Common SPRINT CORP PCS COM SER 1
25,929.60 
84,916.08 
5,920.00 
Corporate Stock - Common SPRINT CORP PCS COM SER 1
109,062.00 
314,150.52 
24,900.00 
Corporate Stock - Common SPX CORP COM
1,082,305.00 
1,546,044.02 
28,900.00 
Corporate Stock - Common ST JOE CO COM
9,000.00 
8,972.90 
300.00 
Corporate Stock - Common ST JOE CO COM
291,000.00 
284,050.82 
9,700.00 
Corporate Stock - Common ST JUDE MED INC COM
11,995.44 
8,915.83 
302.00 
Corporate Stock - Common ST JUDE MED INC COM
147,361.20 
144,934.86 
3,710.00 
Corporate Stock - Common ST JUDE MED INC COM
174,768.00 
74,536.26 
4,400.00 
Corporate Stock - Common ST MARY LD & EXPL CO COM
147,500.00 
154,416.60 
5,900.00 
Corporate Stock - Common ST PAUL COS INC COM
3,405.00 
4,789.95 
100.00 
Corporate Stock - Common ST PAUL COS INC COM
177,060.00 
131,020.69 
5,200.00 
Corporate Stock - Common ST PAUL COS INC COM
514,155.00 
411,557.10 
15,100.00 
Corporate Stock - Common ST PAUL COS INC COM
192,382.50 
158,625.89 
5,650.00 
Corporate Stock - Common ST STR CORP COM
315,900.00 
235,912.29 
8,100.00 
Corporate Stock - Common ST STR CORP COM
245,700.00 
237,576.57 
6,300.00 
Corporate Stock - Common STA CASINOS INC COM
212,400.00 
209,926.05 
12,000.00 
Corporate Stock - Common STA CASINOS INC COM
162,840.00 
150,813.34 
9,200.00 
Corporate Stock - Common STA CASINOS INC COM
417,720.00 
399,127.48 
23,600.00 
Corporate Stock - Common STAMPS COM INC COM ISIN US8528571016
887.30 
3,275.08 
190.00 
Corporate Stock - Common STAMPS COM INC COM ISIN US8528571016
87,329.00 
119,188.26 
18,700.00 
Corporate Stock - Common STANCORP FINL GROUP INC COM
341,950.00 
181,095.75 
7,000.00 
Corporate Stock - Common STANLEY WKS COM
76,076.00 
55,817.18 
2,200.00 
Corporate Stock - Common STAPLES INC COM
368,379.00 
371,036.58 
20,130.00 
Corporate Stock - Common STAPLES INC COM
214,110.00 
221,467.58 
11,700.00 
Corporate Stock - Common STAR ENTMT GROUP INC COM
5.00 
3,900.00 
5,000.00 
Corporate Stock - Common STARBUCKS CORP COM
286,868.88 
263,813.24 
14,076.00 
Corporate Stock - Common STARBUCKS CORP COM
145,105.60 
157,097.98 
7,120.00 
Corporate Stock - Common STARBUCKS CORP COM
197,686.00 
172,253.20 
9,700.00 
Corporate Stock - Common STARTEC GLOBAL COMMUNICATIONS CORP COM
1.00 
2,228.65 
200.00 
Corporate Stock - Common STARWOOD HOTELS & RESORTS WORLDWIDE INC PAIRED CTF 1 CL B SH BEN INT STARWOOD
2,398.50 
2,943.49 
101.03 
Corporate Stock - Common STARWOOD HOTELS & RESORTS WORLDWIDE INC PAIRED CTF 1 CL B SH BEN INT STARWOOD
207,487.60 
203,404.49 
8,740.00 
Corporate Stock - Common STARWOOD HOTELS & RESORTS WORLDWIDE INC PAIRED CTF 1 CL B SH BEN INT STARWOOD
118,700.00 
164,998.12 
5,000.00 
Corporate Stock - Common STATEN IS BANCORP INC COM
4,078.67 
4,180.10 
202.52 
Corporate Stock - Common STATEN IS BANCORP INC COM
354,464.00 
170,764.00 
17,600.00 
Corporate Stock - Common STD COML CORP COM
16,290.00 
16,974.00 
900.00 
Corporate Stock - Common STD MICROSYSTEMS CORP COM
1,947.00 
1,214.99 
100.00 
Corporate Stock - Common STD PAC CORP NEW COM
269,775.00 
157,173.94 
10,900.00 
Corporate Stock - Common STD REGISTER CO COM
34,200.00 
34,817.50 
1,900.00 
Corporate Stock - Common STEAK N SHAKE CO COM
45,000.00 
63,084.15 
4,500.00 
Corporate Stock - Common STEELCASE INC CL A COM
37,264.00 
54,294.92 
3,400.00 
Corporate Stock - Common STEELCASE INC CL A COM
75,624.00 
102,225.94 
6,900.00 
Corporate Stock - Common STEINER LEISURE LTD COM STK USD0.01
131,036.00 
123,662.64 
9,400.00 
Corporate Stock - Common STELLENT INC COM
887.80 
1,794.58 
200.00 
Corporate Stock - Common STEMCELLS INC COM
545.00 
2,196.66 
500.00 
Corporate Stock - Common STERICYCLE INC COM
197,511.90 
204,749.60 
6,100.00 
Corporate Stock - Common STERIS CORP COM
402,792.50 
366,220.08 
16,610.00 
Corporate Stock - Common STERIS CORP COM
310,400.00 
247,027.20 
12,800.00 
Corporate Stock - Common STEWART INFORMATION SVCS CORP COM
81,282.00 
80,449.15 
3,800.00 
Corporate Stock - Common STILLWATER MNG CO COM
40,125.00 
44,717.08 
7,500.00 
Corporate Stock - Common STL DYNAMICS INC COM
334,915.20 
412,987.86 
27,840.00 
Corporate Stock - Common STL DYNAMICS INC COM
114,285.00 
139,420.10 
9,500.00 
Corporate Stock - Common STL TECHNOLOGIES INC COM
47,488.00 
57,187.48 
2,800.00 
Corporate Stock - Common STONEPATH GROUP INC COM
72.50 
1,529.95 
50.00 
Corporate Stock - Common STORAGE TECH CORP COM (NEW)
14,994.00 
14,987.13 
700.00 
Corporate Stock - Common STORAGE TECH CORP COM (NEW)
274,176.00 
249,131.53 
12,800.00 
Corporate Stock - Common STORAGE TECH CORP COM (NEW)
342,720.00 
218,909.78 
16,000.00 
Corporate Stock - Common STORAGENETWORKS INC COM
1,687.80 
9,214.99 
1,455.00 
Corporate Stock - Common STORMEDIA INC CL A
0.07 
3,959.19 
700.00 
Corporate Stock - Common STRATASYS INC COM
429.75 
801.07 
45.00 
Corporate Stock - Common STRATEGIC DIAGNOSTICS INC COM
1,650.50 
2,559.95 
500.00 
Corporate Stock - Common STRIDE RITE CORP COM
2,330.25 
2,556.45 
325.00 
Corporate Stock - Common STRUTHERS INC COM NEW ISIN #US8635822013
52.15 
15,818.31 
260,750.00 
Corporate Stock - Common STRYKER CORP COM
22,149.60 
21,403.35 
330.00 
Corporate Stock - Common STRYKER CORP COM
328,888.00 
260,515.52 
4,900.00 
Corporate Stock - Common STUD LN CORP COM
29,340.00 
28,839.95 
300.00 
Corporate Stock - Common STURM RUGER & CO INC COM
9,784.75 
12,103.61 
1,022.44 
Corporate Stock - Common STYLECLICK INC CL A
154.00 
16,970.50 
1,100.00 
Corporate Stock - Common SUBN PROPANE PARTNERS L P UNIT LTD PARTNERSHIP INT
42,540.00 
41,786.00 
1,500.00 
Corporate Stock - Common SUN MICROSYSTEMS INC COM STK $.00067 PAR
235,529.63 
701,186.72 
75,733.00 
Corporate Stock - Common SUN MICROSYSTEMS INC COM STK $.00067 PAR
241,025.00 
403,779.48 
77,500.00 
Corporate Stock - Common SUN TR BANKS INC COM
409,824.00 
485,169.24 
7,200.00 
Corporate Stock - Common SUN TR BANKS INC COM
404,132.00 
325,906.63 
7,100.00 
Corporate Stock - Common SUNBEAM CORP COM
46.88 
4,597.65 
1,172.00 
Corporate Stock - Common SUNCOR INC COM STK NPV
6,268.00 
6,139.30 
400.00 
Corporate Stock - Common SUNGARD DATA SYS INC COM
270,468.80 
307,069.62 
11,480.00 
Corporate Stock - Common SUNGARD DATA SYS INC COM
164,920.00 
145,201.00 
7,000.00 
Corporate Stock - Common SUNOCO INC COM
63,042.00 
61,621.45 
1,900.00 
Corporate Stock - Common SUNRISE ASSISTED LIVING INC COM
39,824.00 
45,748.66 
1,600.00 
Corporate Stock - Common SUNSHINE MNG & REFNG CO COM P
10.50 
765.55 
14.00 
Corporate Stock - Common SUPER VALU INC COM
3,352.60 
5,585.71 
203.07 
Corporate Stock - Common SUPER VALU INC COM
303,784.00 
508,500.47 
18,400.00 
Corporate Stock - Common SUPER VALU INC COM
54,483.00 
51,201.62 
3,300.00 
Corporate Stock - Common SUPERCONDUCTOR TECHNOLOGIES INC COM
394.80 
10,428.47 
420.00 
Corporate Stock - Common SUPERGEN INC COM
4,446.75 
19,704.66 
1,225.00 
Corporate Stock - Common SUREBEAM CORP CL A
6,068.08 
8,227.53 
1,502.00 
Corporate Stock - Common SUREBEAM CORP CL A
39,794.00 
61,367.40 
9,850.00 
Corporate Stock - Common SURGICAL SAFETY PRODS INC COM
36.00 
3,872.40 
2,000.00 
Corporate Stock - Common SURGICARE INC DEL COM
250.00 
849.90 
500.00 
Corporate Stock - Common SUSQUEHANNA BANCSHARES INC PA COM STK
39,597.90 
43,747.50 
1,900.00 
Corporate Stock - Common SVC MERCHANDISE INC COM
3.00 
6,642.30 
30,000.00 
Corporate Stock - Common SVI SOLUTIONS INC COM NEW
1,380.00 
7,872.40 
2,000.00 
Corporate Stock - Common SWIFT TRANSN INC COM
505,054.14 
478,108.50 
25,230.00 
Corporate Stock - Common SWIFT TRANSN INC COM
196,176.40 
180,097.54 
9,800.00 
Corporate Stock - Common SWISSRAY INTL INC COM NEW
12.00 
2,112.96 
300.00 
Corporate Stock - Common SYBASE INC COM
4,006.60 
9,064.08 
299.00 
Corporate Stock - Common SYCAMORE NETWORKS INC COM
7,311.70 
42,180.17 
2,530.00 
Corporate Stock - Common SYCAMORE NETWORKS INC COM
108,086.00 
200,733.28 
37,400.00 
Corporate Stock - Common SYLVAN LEARNING SYS INC
6,560.00 
8,558.86 
400.00 
Corporate Stock - Common SYLVAN LEARNING SYS INC
195,160.00 
179,110.47 
11,900.00 
Corporate Stock - Common SYMANTEC CORP COM
146,848.75 
108,059.47 
3,625.00 
Corporate Stock - Common SYMANTEC CORP COM
296,938.30 
228,845.57 
7,330.00 
Corporate Stock - Common SYMANTEC CORP COM
295,723.00 
246,695.44 
7,300.00 
Corporate Stock - Common SYMBOL TECHNOLOGIES INC COM
2,959.20 
4,705.82 
360.00 
Corporate Stock - Common SYMBOL TECHNOLOGIES INC COM
46,854.00 
134,446.51 
5,700.00 
Corporate Stock - Common SYNAPTICS INC COM
232,560.00 
206,546.47 
30,600.00 
Corporate Stock - Common SYNAVANT INC COM
18.60 
271.53 
20.00 
Corporate Stock - Common SYNBIOTICS CORP COM
260.00 
13,120.00 
4,000.00 
Corporate Stock - Common SYNERGIE HLDGS LTD INC COM
15.00 
569.19 
1,000.00 
Corporate Stock - Common SYNOPSYS INC COM
4,615.00 
4,256.56 
100.00 
Corporate Stock - Common SYNOVUS FINL CORP COM
144,530.00 
162,513.89 
7,450.00 
Corporate Stock - Common SYNTROLEUM CORP COM
1,038.00 
2,408.55 
600.00 
Corporate Stock - Common SYQUEST TECH INC COM
3.98 
25,721.95 
13,250.00 
Corporate Stock - Common SYSCO CORP COM
36,323.33 
33,634.09 
1,219.31 
Corporate Stock - Common SYSCO CORP COM
485,577.00 
142,060.21 
16,300.00 
Corporate Stock - Common T-HQ INC COM NEW
1,987.50 
2,637.46 
150.00 
Corporate Stock - Common TAKE-TWO INTERACTIVE SOFTWARE INC CDT-COM
4,698.00 
4,935.19 
200.00 
Corporate Stock - Common TAKE-TWO INTERACTIVE SOFTWARE INC CDT-COM
380,538.00 
437,883.90 
16,200.00 
Corporate Stock - Common TALISMAN ENERGY INC COM
12,297.80 
13,612.95 
340.00 
Corporate Stock - Common TALK AMER HLDGS INC COM NEW
929.60 
1,411.29 
166.00 
Corporate Stock - Common TANISYS TECH INC COM NEW
10.00 
2,686.10 
2,000.00 
Corporate Stock - Common TANNING TECH CORP COM ISIN #US87588P1012
114.00 
6,329.95 
150.00 
Corporate Stock - Common TARANTELLA INC COM
36.00 
4,068.29 
200.00 
Corporate Stock - Common TARGET CORP COM
142,661.49 
158,514.58 
4,755.38 
Corporate Stock - Common TARGET CORP COM
678,000.00 
266,952.63 
22,600.00 
Corporate Stock - Common TARGET CORP COM
1,122,000.00 
1,186,217.40 
37,400.00 
Corporate Stock - Common TARO PHARMACEUTICAL IND ORD ILS1
940.00 
956.95 
25.00 
Corporate Stock - Common TARO PHARMACEUTICAL IND ORD ILS1
428,640.00 
324,576.43 
11,400.00 
Corporate Stock - Common TASER INTL INC COM
18,216.36 
74,072.55 
4,509.00 
Corporate Stock - Common TASTY FRIES INC COM PAR $O OO1
12,240.00 
20,048.95 
76,500.00 
Corporate Stock - Common TCF FNCL CORP COM
510,736.10 
419,088.81 
11,690.00 
Corporate Stock - Common TECH DATA CORP COM
221,072.00 
281,565.74 
8,200.00 
Corporate Stock - Common TECH DATA CORP COM
234,552.00 
305,570.83 
8,700.00 
Corporate Stock - Common TECHNITROL INC COM
3,228.00 
11,273.70 
200.00 
Corporate Stock - Common TECO ENERGY INC COM
18,371.15 
16,855.04 
1,187.53 
Corporate Stock - Common TECO ENERGY INC COM
68,068.00 
107,084.95 
4,400.00 
Corporate Stock - Common TECUMSEH PRODS CO CL A
57,369.00 
57,993.39 
1,300.00 
Corporate Stock - Common TEKTRONIX INC COM
1,819.00 
3,655.80 
100.00 
Corporate Stock - Common TEKTRONIX INC COM
40,018.00 
28,579.21 
2,200.00 
Corporate Stock - Common TEL & DATA SYS INC COM STK NEW
4,701.95 
7,475.89 
100.00 
Corporate Stock - Common TELEDYNE TECHNOLOGIES INC COM
224,224.00 
295,510.35 
14,300.00 
Corporate Stock - Common TELEGROUP INC COM
0.15 
13,916.35 
1,500.00 
Corporate Stock - Common TELLABS INC COM
41,184.55 
160,283.92 
5,665.00 
Corporate Stock - Common TELLABS INC COM
339,072.80 
335,437.34 
46,640.00 
Corporate Stock - Common TELLABS INC COM
74,881.00 
201,644.25 
10,300.00 
Corporate Stock - Common TELTRONICS INC COM NEW
480.00 
12,099.42 
4,800.00 
Corporate Stock - Common TEMPLE INLAND INC COM
436,001.30 
599,323.06 
9,730.00 
Corporate Stock - Common TEMPLE INLAND INC COM
58,253.00 
58,729.40 
1,300.00 
Corporate Stock - Common TEMPLETON CHINA WORLD FD INC COM
10,340.00 
13,245.63 
1,000.00 
Corporate Stock - Common TENERA INC COM
490.00 
4,698.75 
3,500.00 
Corporate Stock - Common TENET HEALTHCARE CORP COM
13,316.80 
20,280.26 
812.00 
Corporate Stock - Common TENET HEALTHCARE CORP COM
198,440.00 
185,435.73 
12,100.00 
Corporate Stock - Common TENFOLD CORP COM
14.50 
3,154.95 
100.00 
Corporate Stock - Common TENNECO AUTOMOTIVE INC COM
4,040.00 
3,990.26 
1,000.00 
Corporate Stock - Common TENNECO AUTOMOTIVE INC COM
27,472.00 
39,425.04 
6,800.00 
Corporate Stock - Common TERADYNE INC COM
1,951.50 
6,688.32 
150.00 
Corporate Stock - Common TERADYNE INC COM
184,742.00
158,797.40 
14,200.00 
Corporate Stock - Common TERADYNE INC COM
387,698.00 
394,199.98 
29,800.00 
Corporate Stock - Common TERADYNE INC COM
59,846.00 
212,109.94 
4,600.00 
Corporate Stock - Common TERAYON COMMUNICATION SYS COM
4,715.00 
4,765.78 
2,300.00 
Corporate Stock - Common TESORO PETE CORP COM
7,232.00 
8,549.82 
1,600.00 
Corporate Stock - Common TETRA TECH INC NEW COM
302,926.00 
302,436.12 
24,830.00 
Corporate Stock - Common TEXTRON INC COM
4,299.00 
4,936.61 
100.00 
Corporate Stock - Common TEXTRON INC COM
146,166.00 
107,806.09 
3,400.00 
Corporate Stock - Common THERMA-WAVE INC COM STK
7,350.00 
7,386.80 
7,000.00 
Corporate Stock - Common THERMO ELECTRON CORP COM
1,810.80 
3,040.70 
90.00 
Corporate Stock - Common THERMO ELECTRON CORP COM
442,640.00 
344,292.70 
22,000.00 
Corporate Stock - Common THERMO ELECTRON CORP COM
82,492.00 
120,178.35 
4,100.00 
Corporate Stock - Common THERMO TECH TECHNOLOGIES INC COM
1,176.00 
78,796.55 
840,000.00 
Corporate Stock - Common THESTREET COM INC COM
527.40 
689.04 
180.00 
Corporate Stock - Common THOMAS & BETTS CORP COM
25,350.00 
49,685.29 
1,500.00 
Corporate Stock - Common THOR INDS INC COM STK
120,505.00 
118,945.40 
3,500.00 
Corporate Stock - Common THREE-FIVE SYS INC COM
23,865.00 
34,997.93 
3,700.00 
Corporate Stock - Common TIDEL TECHNOLOGIES INC COM
1,560.00 
32,484.80 
4,000.00 
Corporate Stock - Common TIFFANY & CO COM
19,128.00 
20,560.28 
800.00 
Corporate Stock - Common TIFFANY & CO COM
232,166.10 
271,666.13 
9,710.00 
Corporate Stock - Common TIFFANY & CO COM
86,076.00 
115,729.59 
3,600.00 
Corporate Stock - Common TIMBERLAND CO CL A
10,683.00 
10,754.90 
300.00 
Corporate Stock - Common TIME WARNER TELECOM INC CL A ISIN 3US8873191014
12,660.00 
18,571.11 
6,000.00 
Corporate Stock - Common TIMKEN CO COM
198,640.00 
251,487.20 
10,400.00 
Corporate Stock - Common TIPPINGPOINT TECHNOLOGIES INC COM
189.78 
2,129.95 
20.00 
Corporate Stock - Common TITAN CORP COM
4,066.40 
8,257.85 
391.00 
Corporate Stock - Common TITANIUM CORP INC COM
3,828.00 
4,109.35 
2,900.00 
Corporate Stock - Common TIVO INC COM
8,106.50 
8,758.72 
1,550.00 
Corporate Stock - Common TJX COS INC COM NEW
57,353.08 
53,872.29 
2,938.17 
Corporate Stock - Common TJX COS INC COM NEW
255,712.00 
70,654.00 
13,100.00 
Corporate Stock - Common TLC VISION CORP COM
571.32 
3,500.72 
529.00 
Corporate Stock - Common TMP WORLDWIDE INC COM
235,926.60 
300,795.49 
20,860.00 
Corporate Stock - Common TMP WORLDWIDE INC COM
31,668.00 
161,584.33 
2,800.00 
Corporate Stock - Common TOLL BROS INC COM
30,300.00 
42,921.80 
1,500.00 
Corporate Stock - Common TOLL BROS INC COM
107,060.00 
156,048.20 
5,300.00 
Corporate Stock - Common TOLLGRADE COMMUNICATIONS INC COM
1,888.53 
4,532.29 
161.00 
Corporate Stock - Common TOMMY HILFIGER COM STK USD0.01
182,090.00 
206,632.14 
26,200.00 
Corporate Stock - Common TOO INC COM STK
290,942.40 
350,605.38 
12,370.00 
Corporate Stock - Common TOO INC COM STK
101,136.00 
107,582.99 
4,300.00 
Corporate Stock - Common TOO INC COM STK
228,144.00 
247,009.19 
9,700.00 
Corporate Stock - Common TOOTSIE ROLL INDS INC COM
1,651.50 
2,048.67 
53.83 
Corporate Stock - Common TOPPS INC COM
13,050.00 
14,861.00 
1,500.00 
Corporate Stock - Common TORCHMARK CORP COM
449,319.00 
464,840.56 
12,300.00 
Corporate Stock - Common TORCHMARK CORP COM
105,937.00 
59,018.95 
2,900.00 
Corporate Stock - Common TORO CO COM
38,340.00 
21,787.41 
600.00 
Corporate Stock - Common TOUR CFG INC COM STK
0.01 
740.77 
100.00 
Corporate Stock - Common TOYS R US INC (HOLDING COMPANY)
137,000.00 
185,357.18 
13,700.00 
Corporate Stock - Common TOYS R US INC (HOLDING COMPANY)
52,500.00 
136,102.00 
5,250.00 
Corporate Stock - Common TRACKPOWER INC COM
3,255.00 
57,742.42 
93,000.00 
Corporate Stock - Common TRACTOR SUP CO COM
22,635.20 
18,517.88 
602.00 
Corporate Stock - Common TRACTOR SUP CO COM
150,400.00 
143,330.52 
4,000.00 
Corporate Stock - Common TRANS WORLD AIRLS INC COM PAR $.01 NEW
3.70 
122,715.06 
37,032.00 
Corporate Stock - Common TRANSOCEAN INC
5,267.95 
9,732.47 
227.07 
Corporate Stock - Common TRANSOCEAN INC
183,372.80 
266,159.84 
7,904.00 
Corporate Stock - Common TRANSWITCH CORP COM
13,091.00 
31,382.39 
19,000.00 
Corporate Stock - Common TRAVELERS PPTY CAS CORP NEW CL A
5,640.25 
7,699.76 
385.00 
Corporate Stock - Common TRAVELERS PPTY CAS CORP NEW CL A
22,971.20 
34,606.18 
1,568.00 
Corporate Stock - Common TRAVELERS PPTY CAS CORP NEW CL A
525,363.65 
616,774.72 
35,861.00 
Corporate Stock - Common TRAVELERS PPTY CAS CORP NEW CL B
8,848.60 
13,666.51 
604.00 
Corporate Stock - Common TRAVELERS PPTY CAS CORP NEW CL B
47,715.05 
67,720.48 
3,257.00 
Corporate Stock - Common TRAVELERS PPTY CAS CORP NEW CL B
22,297.30 
33,590.56 
1,522.00 
Corporate Stock - Common TRAVELERS PPTY CAS CORP NEW CL B
86,112.70 
130,707.94 
5,878.00 
Corporate Stock - Common TRAVELERS PPTY CAS CORP NEW CL B
366,293.95 
349,368.10 
25,003.00 
Corporate Stock - Common TREAS INTL INC COM NEW
40.00 
2,104.90 
20.00 
Corporate Stock - Common TREX INC COM
7,307.10 
6,168.95 
207.00 
Corporate Stock - Common TREX INC COM
52,950.00 
41,340.00 
1,500.00 
Corporate Stock - Common TRIAD GTY INC
11,058.00 
11,884.90 
300.00 
Corporate Stock - Common TRIAD HOSPS INC COM ISIN US89579K1097
11,932.00 
15,488.44 
400.00 
Corporate Stock - Common TRIAD HOSPS INC COM ISIN US89579K1097
122,303.00 
181,313.43 
4,100.00 
Corporate Stock - Common TRIAD HOSPS INC COM ISIN US89579K1097
315,004.80 
393,130.22 
10,560.00 
Corporate Stock - Common TRIAD HOSPS INC COM ISIN US89579K1097
343,045.00 
335,776.05 
11,500.00 
Corporate Stock - Common TRIBUNE CO COM
9,092.00 
8,468.51 
200.00 
Corporate Stock - Common TRIBUNE CO COM
509,152.00 
485,839.26 
11,200.00 
Corporate Stock - Common TRIBUNE CO COM
243,211.00 
232,196.57 
5,350.00 
Corporate Stock - Common TRIBUNE CO COM
346,268.82 
201,947.83 
7,617.00 
Corporate Stock - Common TRIBUNE CO COM
1,050,126.00 
966,395.26 
23,100.00 
Corporate Stock - Common TRICO MARINE SVCS INC COM
3,663.00 
18,159.90 
1,100.00 
Corporate Stock - Common TRIKON TECHNOLOGIES INC COM NEW
500.00 
2,873.31 
100.00 
Corporate Stock - Common TRIMBLE NAV LTD COM
73,691.00 
97,860.35 
5,900.00 
Corporate Stock - Common TRIMERIS INC COM
172,360.00 
181,297.62 
4,000.00 
Corporate Stock - Common TRIQUINT SEMICONDUCTOR INC COM
12,529.20 
62,811.21 
2,955.00 
Corporate Stock - Common TRITEAL CORP COM
100.00 
4,009.59 
1,000.00 
Corporate Stock - Common TRIUMPH GROUP INC NEW COM
3,194.00 
3,179.95 
100.00 
Corporate Stock - Common TRIUMPH GROUP INC NEW COM
111,790.00 
134,390.70 
3,500.00 
Corporate Stock - Common TRSG CORP COM
0.02 
386.20 
15.00 
Corporate Stock - Common TRUMP HOTELS CASINO RESORTS INC COM
2,600.00 
2,479.95 
1,000.00 
Corporate Stock - Common TUMBLEWEED COMMUNICATIONS CORP COM
1,551.00 
11,837.33 
1,000.00 
Corporate Stock - Common TUMBLEWEED COMMUNICATIONS CORP COM
12,873.30 
30,295.00 
8,300.00 
Corporate Stock - Common TUPPERWARE CORP COM
1,508.00 
2,258.16 
100.00 
Corporate Stock - Common TUPPERWARE CORP COM
22,620.00 
31,730.56 
1,500.00 
Corporate Stock - Common TX INSTRS INC COM
77,287.90 
140,794.68 
5,149.09 
Corporate Stock - Common TX INSTRS INC COM
163,609.00 
230,471.83 
10,900.00 
Corporate Stock - Common TX INSTRS INC COM
253,669.00 
404,868.79 
16,900.00 
Corporate Stock - Common TX INSTRS INC COM
646,931.00 
621,032.31 
43,100.00 
Corporate Stock - Common TX REGL BANCSHARES INC CL A VTG
47,980.35 
42,552.00 
1,350.00 
Corporate Stock - Common TXU CORP COM
18,872.46 
31,941.81 
1,010.30 
Corporate Stock - Common TXU CORP COM
192,404.00 
155,663.78 
10,300.00 
Corporate Stock - Common TXU CORP COM
141,968.00 
281,850.32 
7,600.00 
Corporate Stock - Common TXU CORP COM
149,813.60 
281,843.01 
8,020.00 
Corporate Stock - Common TYCO INTL LTD NEW COM
370,144.73 
458,028.77 
21,671.24 
Corporate Stock - Common TYCO INTL LTD NEW COM
847,219.24 
1,166,021.56 
49,603.00 
Corporate Stock - Common TYCO INTL LTD NEW COM
1,555,988.00 
2,283,802.34 
91,100.00 
Corporate Stock - Common TYSON FOODS INC CL A COM (DELAWARE)
3,366.00 
3,598.22 
300.00 
Corporate Stock - Common U S MICROBICS COM
7,872.00 
48,540.85 
164,000.00 
Corporate Stock - Common U S PLASTIC LMBR CORP
191.00 
1,279.95 
1,000.00 
Corporate Stock - Common U S WIRELESS DATA INC CL A NEW
4,316.00 
96,638.14 
5,200.00 
Corporate Stock - Common U.S AIR GROUP COM
3,372.25 
12,650.75 
13,489.00 
Corporate Stock - Common UAL CORP COM STK PAR $0.01
1,323,324.67 
2,781,134.33 
925,401.87 
Corporate Stock - Common UCBH HLDGS INC COM
7,169.97 
6,423.05 
168.90 
Corporate Stock - Common UCBH HLDGS INC COM
131,595.00 
124,320.85 
3,100.00 
Corporate Stock - Common UGI CORP NEW COM
245,278.40 
246,102.34 
6,560.00 
Corporate Stock - Common UICI COM
205,260.00 
173,562.05 
13,200.00 
Corporate Stock - Common ULTIMATE ELECTRS INC COM
32,480.00 
42,850.88 
3,200.00 
Corporate Stock - Common ULTIMATE SOFTWARE GROUP INC COM
1,725.00 
4,529.95 
500.00 
Corporate Stock - Common ULTRA PETE CORP COM NPV
13,493.70 
9,235.52 
1,363.00 
Corporate Stock - Common ULTRA PETE CORP COM NPV
391,050.00 
336,508.86 
39,500.00 
Corporate Stock - Common ULTRALIFE BATTERIES INC
3,700.00 
5,999.95 
1,000.00 
Corporate Stock - Common UN PAC CORP COM
197,571.00 
193,187.61 
3,300.00 
Corporate Stock - Common UN PAC CORP COM
640,609.00 
470,307.02 
10,700.00 
Corporate Stock - Common UN PAC CORP COM
377,181.00 
268,673.48 
6,300.00 
Corporate Stock - Common UN PLANTERS CORP COM
41,351.79 
34,874.22 
1,469.50 
Corporate Stock - Common UN PLANTERS CORP COM
211,050.00 
200,978.01 
7,500.00 
Corporate Stock - Common UN PLANTERS CORP COM
139,293.00 
159,635.76 
4,950.00 
Corporate Stock - Common UNICAPITAL CORP NEW COM
18.79 
28,538.07 
187,900.00 
Corporate Stock - Common UNIFAB INTL INC COM
5,500.00 
15,467.80 
25,000.00 
Corporate Stock - Common UNIFY CORP COM
600.00 
27,043.62 
1,500.00 
Corporate Stock - Common UNIREX CORP COM NEW
4.00 
2,220.32 
400.00 
Corporate Stock - Common UNISYS CORP COM
111,870.00 
128,516.90 
11,300.00 
Corporate Stock - Common UNISYS CORP COM
80,190.00 
156,953.56 
8,100.00 
Corporate Stock - Common UNIT CORP COM
133,560.00 
136,217.52 
7,200.00 
Corporate Stock - Common UNITED PARCEL SVC INC CL B
81,820.82 
79,308.33 
1,297.10 
Corporate Stock - Common UNITED PARCEL SVC INC CL B
1,753,624.00 
1,850,269.04 
27,800.00 
Corporate Stock - Common UNITEDGLOBALCOM CL A
174,000.00 
219,710.97 
72,500.00 
Corporate Stock - Common UNITEDHEALTH GROUP INC COM
79,331.01 
73,703.65 
950.07 
Corporate Stock - Common UNITEDHEALTH GROUP INC COM
1,302,600.00 
907,093.28 
15,600.00 
Corporate Stock - Common UNITEDHEALTH GROUP INC COM
634,600.00 
225,286.04 
7,600.00 
Corporate Stock - Common UNITEDHEALTH GROUP INC COM
918,500.00 
989,654.48 
11,000.00 
Corporate Stock - Common UNITIL CORP COM
8,245.60 
9,015.16 
332.48 
Corporate Stock - Common UNIVIEW TECHNOLOGIES CORP COM PAR $0.80 NEW COM PAR $0.80
0.88 
1,723.47 
25.00 
Corporate Stock - Common UNIVISION COMMUNICATIONS INC CL A
7,227.50 
7,512.12 
295.00 
Corporate Stock - Common UNIVISION COMMUNICATIONS INC CL A
207,270.00 
200,124.27 
8,460.00 
Corporate Stock - Common UNIVISION COMMUNICATIONS INC CL A
139,650.00 
238,698.92 
5,700.00 
Corporate Stock - Common UNOCAL CORP COM
357,786.00 
437,813.11 
11,700.00 
Corporate Stock - Common UNOCAL CORP COM
666,644.00 
815,754.33 
21,800.00 
Corporate Stock - Common UNOCAL CORP COM
195,712.00 
181,514.40 
6,400.00 
Corporate Stock - Common UNUMPROVIDENT CORP COM
322,736.00 
481,352.71 
18,400.00 
Corporate Stock - Common UNUMPROVIDENT CORP COM
105,310.16 
228,122.37 
6,004.00 
Corporate Stock - Common UNVL ACCESS GLOBAL HLDGS INC COM
1,045.00 
22,654.87 
5,500.00 
Corporate Stock - Common UNVL COMMUNICATION SYS INC COM NEW
0.10 
482.67 
1.00 
Corporate Stock - Common UNVL COMPRESSION HLDGS INC COM STK
82,259.00 
83,891.28 
4,300.00 
Corporate Stock - Common UNVL CORP VA COM
303,072.00 
180,197.28 
8,200.00 
Corporate Stock - Common UNVL DOMAINS INC
1,656.00 
3,750.23 
69,000.00 
Corporate Stock - Common UNVL HEALTH SERVICES INC CL B COM
10,147.50 
11,138.77 
225.00 
Corporate Stock - Common UNVL HEALTH SERVICES INC CL B COM
243,991.00 
231,686.38 
5,410.00 
Corporate Stock - Common UNVL HEALTH SERVICES INC CL B COM
600,732.00 
300,646.45 
13,320.00 
Corporate Stock - Common UNVL MED SYS INC
0.42 
418.25 
600.00 
Corporate Stock - Common UPGRADE INTL CORP COM NEW
175.00 
13,064.85 
1,000.00 
Corporate Stock - Common UPSIDE DEV INC COM
2.00 
1,030.00 
20,000.00 
Corporate Stock - Common URBAN OUTFITTERS INC COM
58,925.00 
75,937.50 
2,500.00 
Corporate Stock - Common US BANCORP
3,431.44 
2,897.47 
161.71 
Corporate Stock - Common US BANCORP
865,776.00 
964,868.95 
40,800.00 
Corporate Stock - Common US BANCORP
1,010,369.08 
1,038,358.54 
47,614.00 
Corporate Stock - Common US ONCOLOGY INC COM
6,069.00 
7,186.16 
700.00 
Corporate Stock - Common US SEARCH CORP COM STK
4,050.00 
10,455.00 
5,000.00 
Corporate Stock - Common USA TECHNOLOGIES INC COM NEW
939.75 
3,050.11 
5,250.00 
Corporate Stock - Common USEC INC COM
1,204.00 
1,668.87 
200.00 
Corporate Stock - Common USEC INC COM
47,558.00 
67,039.40 
7,900.00 
Corporate Stock - Common USFREIGHTWAYS CORP COM
138,000.00 
135,565.44 
4,800.00 
Corporate Stock - Common USG CORP COM NEW
19,857.50 
16,128.61 
2,350.00 
Corporate Stock - Common USINTERNETWORKING INC COM
73.00 
64,969.57 
7,300.00 
Corporate Stock - Common UST INC COM
5,014.50 
5,523.40 
150.00 
Corporate Stock - Common UST INC COM
140,406.00 
109,649.92 
4,200.00 
Corporate Stock - Common UTD AMERN HEALTHCARE CORP COM
2,160.00 
2,480.00 
2,000.00 
Corporate Stock - Common UTD AUTO GROUP INC COM
77,314.00 
133,687.39 
6,200.00 
Corporate Stock - Common UTD DEFENSE INDS INC COM
200,380.00 
198,425.24 
8,600.00 
Corporate Stock - Common UTD DEFENSE INDS INC COM
170,090.00 
167,408.18 
7,300.00 
Corporate Stock - Common UTD HERITAGE CORP COM NEW
3,300.00 
22,937.58 
11,000.00 
Corporate Stock - Common UTD NAT FOODS INC COM
319,410.00 
326,438.70 
12,600.00 
Corporate Stock - Common UTD NAT FOODS INC COM
103,935.00 
85,453.45 
4,100.00 
Corporate Stock - Common UTD ONLINE INC COM
90,863.70 
56,269.83 
5,700.00 
Corporate Stock - Common UTD ONLINE INC COM
259,838.30 
263,833.82 
16,300.00 
Corporate Stock - Common UTD STS STL CORP NEW COM
5,366.08 
5,764.13 
409.00 
Corporate Stock - Common UTD STS STL CORP NEW COM
258,464.00 
352,421.18 
19,700.00 
Corporate Stock - Common UTD STS STL CORP NEW COM
32,800.00 
69,641.86 
2,500.00 
Corporate Stock - Common UTD TECHNOLOGIES CORP COM
9,393.02 
10,012.54 
151.65 
Corporate Stock - Common UTD TECHNOLOGIES CORP COM
730,892.00 
339,096.03 
11,800.00 
Corporate Stock - Common UTD TECHNOLOGIES CORP COM
445,968.00 
527,023.70 
7,200.00 
Corporate Stock - Common UTD TECHNOLOGIES CORP COM
396,416.00 
401,716.99 
6,400.00 
Corporate Stock - Common UTD THERAPEUTICS CORP DEL COM STK
101,870.00 
104,187.19 
6,100.00 
Corporate Stock - Common UTI WORLDWIDE INC ORD NPV
273,525.00 
239,686.00 
10,420.00 
Corporate Stock - Common UTSTARCOM INC COM
15,507.06 
17,248.22 
782.00 
Corporate Stock - Common UTSTARCOM INC COM
111,048.00 
121,353.37 
5,600.00 
Corporate Stock - Common V F CORP COM
252,350.00 
189,737.55 
7,000.00 
Corporate Stock - Common V F CORP COM
96,181.40 
72,996.79 
2,668.00 
Corporate Stock - Common VALENCE TECH INC COM
266.00 
3,229.95 
200.00 
Corporate Stock - Common VALERO ENERGY CORP COM STK NEW
328,766.00 
294,358.84 
8,900.00 
Corporate Stock - Common VALICERT INC COM
1,980.00 
8,094.95 
6,000.00 
Corporate Stock - Common VALUE AMER INC COM
0.17 
7,162.31 
1,720.00 
Corporate Stock - Common VALUE CY DEPT STORES INC COM
3,019.50 
3,069.00 
1,650.00 
Corporate Stock - Common VANESSA VENTURES LTD COM
520.00 
349.95 
1,000.00 
Corporate Stock - Common VARCO INTL INC DEL COM
870.00 
1,189.24 
50.00 
Corporate Stock - Common VARI-L INC COM
1,240.00 
4,060.00 
2,000.00 
Corporate Stock - Common VARIAN INC COM
1,864.85 
2,262.81 
65.00 
Corporate Stock - Common VARIAN MED SYS INC COM ISIN #US9222091057
248,992.00 
193,172.45 
5,020.00 
Corporate Stock - Common VARIAN MED SYS INC COM ISIN #US9222091057
392,832.00 
313,734.96 
7,920.00 
Corporate Stock - Common VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM
4,276.98 
4,135.75 
180.00 
Corporate Stock - Common VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM
251,866.60 
439,886.71 
10,600.00 
Corporate Stock - Common VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM
66,530.80 
139,328.00 
2,800.00 
Corporate Stock - Common VASOGEN INC COM STK
3,195.00 
5,318.95 
1,500.00
Corporate Stock - Common VAST SOLUTIONS INC CL B1
0.11 
1,444.43 
113.00 
Corporate Stock - Common VAST SOLUTIONS INC CL B2
0.23 
1,444.43 
113.00 
Corporate Stock - Common VAST SOLUTIONS INC CL B3
0.23 
1,444.44 
113.00 
Corporate Stock - Common VASTERA INC OC-COM
5,651.00 
5,437.95 
1,000.00 
Corporate Stock - Common VAXGEN INC COM NEW
3,862.00 
3,273.75 
200.00 
Corporate Stock - Common VENTURE SEISMIC LTD COM
40.00 
6,703.92 
1,000.00 
Corporate Stock - Common VERADO HLDGS INC COM SER B
900.00 
1,286.66 
20,000.00 
Corporate Stock - Common VERDX MINERALS CORP COM
0.00 
9,985.00
1,750.00 
Corporate Stock - Common VERIS BIOTECHNOLOGY CORP COM
40.00 
8,240.00 
40,000.00 
Corporate Stock - Common VERISIGN INC COM
22,055.00 
23,844.84 
2,750.00 
Corporate Stock - Common VERISIGN INC COM
238,354.40 
272,887.49 
29,720.00 
Corporate Stock - Common VERISIGN INC COM
280,780.20 
322,862.56 
35,010.00 
Corporate Stock - Common VERISIGN INC COM
308,770.00 
344,002.00 
38,500.00 
Corporate Stock - Common VERITAS DGC INC COM
7,900.00 
7,631.95 
1,000.00 
Corporate Stock - Common VERITAS DGC INC COM
57,670.00 
103,067.24 
7,300.00 
Corporate Stock - Common VERITAS SOFTWARE CORP COM
42,876.90 
48,793.94 
2,745.00 
Corporate Stock - Common VERITAS SOFTWARE CORP COM
131,208.00 
294,429.09 
8,400.00 
Corporate Stock - Common VERITAS SOFTWARE CORP COM
159,324.00 
1,178,533.65 
10,200.00 
Corporate Stock - Common VERIZON COMMUNICATIONS COM
53,243.31 
58,437.80 
1,374.02 
Corporate Stock - Common VERIZON COMMUNICATIONS COM
728,500.00 
807,403.95 
18,800.00 
Corporate Stock - Common VERIZON COMMUNICATIONS COM
2,638,022.50 
2,126,724.51 
68,078.00 
Corporate Stock - Common VERSAR INC COM
296.00 
614.71 
160.00 
Corporate Stock - Common VERTEX PHARMACEUTICALS INC COM
1,585.00 
7,417.45 
100.00 
Corporate Stock - Common VERTICAL COMPUTER SYS INC COM NEW
3,597.38 
9,577.05 
418,300.00 
Corporate Stock - Common VERTICALNET INC COM NEW
61.62 
3,514.81 
78.00 
Corporate Stock - Common VESTAS WIND SYS COM ISIN# DK0010242056
9,923.10 
11,181.50 
1,000.00 
Corporate Stock - Common VIA NET.WKS INC COM
4,760.00 
7,924.65 
7,000.00 
Corporate Stock - Common VIACOM COM CL B
19,279.48 
21,291.41 
473.00 
Corporate Stock - Common VIACOM COM CL B
586,944.00 
632,730.96 
14,400.00 
Corporate Stock - Common VIACOM COM CL B
611,400.00 
727,265.02 
15,000.00 
Corporate Stock - Common VIACOM COM CL B
2,069,018.36 
2,138,555.05 
50,761.00 
Corporate Stock - Common VIACOM COM CL B
1,787,285.24 
1,194,292.41 
43,849.00 
Corporate Stock - Common VIACOM COM CL B
652,160.00 
607,017.69 
16,000.00 
Corporate Stock - Common VIACOM COM CL B
855,960.00 
947,844.15 
21,000.00 
Corporate Stock - Common VIACOM INC CL A
4,081.00 
4,800.58 
100.00 
Corporate Stock - Common VIADOR INC COM
2.00 
4,767.45 
100.00 
Corporate Stock - Common VIALTA INC COM
109.50 
955.72 
359.00 
Corporate Stock - Common VIASYS HEALTHCARE INC COM NEW
193.57 
358.63 
13.00 
Corporate Stock - Common VIASYSTEMS GROUP INC COM
1.20 
1,885.90 
2,000.00 
Corporate Stock - Common VICAL INC COM
1,041.00 
4,462.72 
300.00 
Corporate Stock - Common VICOR CORP COM
8,251.00 
22,077.95 
1,000.00 
Corporate Stock - Common VIE FINL GROUP INC COM
150.00 
26,103.17 
5,000.00 
Corporate Stock - Common VIEW SYS INC COM
570.00 
3,773.47 
3,000.00 
Corporate Stock - Common VIGNETTE CORP COM
4,304.32 
23,190.28 
3,508.00 
Corporate Stock - Common VIISAGE TECH INC COM
2,225.00 
5,553.31 
500.00 
Corporate Stock - Common VINTAGE PETE INC COM
61,190.00 
55,866.20 
5,800.00 
Corporate Stock - Common VISTEON CORP COM
696.00 
1,574.23 
100.00 
Corporate Stock - Common VISTEON CORP COM
163,560.00 
370,641.32 
23,500.00 
Corporate Stock - Common VISTEON CORP COM
192,792.00 
496,827.16 
27,700.00 
Corporate Stock - Common VISTEON CORP COM
22,689.60 
21,912.66 
3,260.00 
Corporate Stock - Common VISUAL DATA CORP COM NEW
54.00 
5,366.95 
300.00 
Corporate Stock - Common VISUAL NETWORKS INC COM
725.00 
16,993.02 
500.00 
Corporate Stock - Common VISX INC DEL COM
22,992.00 
51,373.86 
2,400.00 
Corporate Stock - Common VITALWORKS INC COM STK
30,030.00 
60,111.48 
7,800.00 
Corporate Stock - Common VITESSE SEMICONDUCTOR CORP COM
44,137.00 
53,929.95 
20,200.00 
Corporate Stock - Common VITRIA TECHNOLOGY INC COM
750.00 
3,149.36 
1,000.00 
Corporate Stock - Common VIVUS INC COM
3,730.00 
5,605.67 
1,000.00 
Corporate Stock - Common VOICE POWERED TECH INTL INC COM
59.80 
9,721.50 
4,600.00 
Corporate Stock - Common VORNADO OPER CO COM
1.96 
30.50 
4.00 
Corporate Stock - Common VOXEL COM
0.49 
5,105.73 
1,213.00 
Corporate Stock - Common VULCAN MATERIALS CO COM
93,750.00 
118,964.25 
2,500.00 
Corporate Stock - Common W HLDG CO INC COM
444,711.00 
463,007.14 
27,100.00 
Corporate Stock - Common WA MUT INC COM
148,167.19 
152,517.42 
4,290.97 
Corporate Stock - Common WA MUT INC COM
742,395.00 
818,098.57 
21,500.00 
Corporate Stock - Common WA MUT INC COM
812,249.19 
519,600.86 
23,523.00 
Corporate Stock - Common WABTEC CORP COM
82,836.00 
81,302.00 
5,900.00 
Corporate Stock - Common WACHOVIA CORP 2ND NEW COM
23,886.68 
15,143.49 
655.51 
Corporate Stock - Common WACHOVIA CORP 2ND NEW COM
863,628.00 
905,042.27 
23,700.00 
Corporate Stock - Common WACHOVIA CORP 2ND NEW COM
524,736.00 
451,543.82 
14,400.00 
Corporate Stock - Common WACHOVIA CORP 2ND NEW COM
808,968.00 
679,153.38 
22,200.00 
Corporate Stock - Common WACHOVIA CORP 2ND NEW COM
1,233,348.24 
954,166.19 
33,846.00 
Corporate Stock - Common WACKENHUT CORRECTIONS CORP COM
18,887.00 
27,623.35 
1,700.00 
Corporate Stock - Common WADE COOK FINL CORP COM NEW
512.00 
39,361.06 
6,400.00 
Corporate Stock - Common WAL-MART STORES INC COM
567,000.26 
586,561.09 
11,225.51 
Corporate Stock - Common WAL-MART STORES INC COM
2,081,012.00 
2,263,848.68 
41,200.00 
Corporate Stock - Common WAL-MART STORES INC COM
5,545,998.00 
1,915,974.77 
109,800.00 
Corporate Stock - Common WAL-MART STORES INC COM
1,818,360.00 
1,775,207.76 
36,000.00 
Corporate Stock - Common WAL-MART STORES INC COM
737,446.00 
842,836.70 
14,600.00 
Corporate Stock - Common WALGREEN CO COM
143,150.50 
172,118.11 
4,904.09 
Corporate Stock - Common WALGREEN CO COM
1,240,575.00 
1,613,061.08 
42,500.00 
Corporate Stock - Common WALGREEN CO COM
744,345.00 
264,620.96 
25,500.00 
Corporate Stock - Common WALL STR FINL CORP
0.70 
1,126.90 
7,000.00 
Corporate Stock - Common WALTER INDS INC COM
49,818.00 
60,784.86 
4,600.00 
Corporate Stock - Common WASTE CONNECTIONS INC COM
235,521.00 
223,563.51 
6,100.00 
Corporate Stock - Common WASTE CONNECTIONS INC COM
220,077.00 
207,793.50 
5,700.00 
Corporate Stock - Common WASTE CONNECTIONS INC COM
586,872.00 
498,642.50 
15,200.00 
Corporate Stock - Common WASTE MGMT INC DEL COM STK
19,206.94 
18,128.20 
838.00 
Corporate Stock - Common WASTE MGMT INC DEL COM STK
346,710.84 
684,738.50 
15,127.00 
Corporate Stock - Common WATERS CORP COM
69,696.00 
121,325.00 
3,200.00 
Corporate Stock - Common WATSON PHARMACEUTICALS INC COM
282.70 
245.49 
10.00 
Corporate Stock - Common WATSON PHARMACEUTICALS INC COM
154,354.20 
154,518.80 
5,460.00 
Corporate Stock - Common WATSON PHARMACEUTICALS INC COM
234,075.60 
242,298.65 
8,280.00 
Corporate Stock - Common WATSON PHARMACEUTICALS INC COM
76,329.00 
126,611.38 
2,700.00 
Corporate Stock - Common WATSON WYATT & CO HLDGS CL A
41,325.00 
44,374.50 
1,900.00 
Corporate Stock - Common WAUSAU-MOSINEE PAPER CORP COM
31,416.00 
31,032.40 
2,800.00 
Corporate Stock - Common WAVE SYS CORP CL A
895.09 
17,065.49 
673.00 
Corporate Stock - Common WAVERIDER COMMUNICATIONS INC COM
27.06 
2,023.29 
246.00 
Corporate Stock - Common WD 40 CO COM
35,547.71 
33,991.22 
1,345.49 
Corporate Stock - Common WEBMD CORP COM STK COM
9,071.55 
9,202.09 
1,061.00 
Corporate Stock - Common WEBMD CORP COM STK COM
570,285.00 
485,502.96 
66,700.00 
Corporate Stock - Common WEBMETHODS INC COM
8,220.00 
7,203.40 
1,000.00 
Corporate Stock - Common WEBSTER FNCL CORP WATERBURY CONN COM
225,852.00 
231,234.15 
6,490.00 
Corporate Stock - Common WEGENER CORP COM
966.00 
5,151.38 
1,200.00 
Corporate Stock - Common WEIGHT WATCHERS INTL INC NEW COM
4,597.00 
4,910.95 
100.00 
Corporate Stock - Common WEIGHT WATCHERS INTL INC NEW COM
189,856.10 
178,975.13 
4,130.00 
Corporate Stock - Common WELLPOINT HLTH NETWORKS INC CL A (NEW) DELAW EFF 8-4-97
28,464.00 
30,474.07 
400.00 
Corporate Stock - Common WELLPOINT HLTH NETWORKS INC CL A (NEW) DELAW EFF 8-4-97
517,333.20 
450,121.34 
7,270.00 
Corporate Stock - Common WELLPOINT HLTH NETWORKS INC CL A (NEW) DELAW EFF 8-4-97
206,364.00 
104,128.32 
2,900.00 
Corporate Stock - Common WELLPOINT HLTH NETWORKS INC CL A (NEW) DELAW EFF 8-4-97
263,292.00 
175,875.26 
3,700.00 
Corporate Stock - Common WELLS FARGO & CO NEW COM STK
70,373.85 
71,342.21 
1,501.47 
Corporate Stock - Common WELLS FARGO & CO NEW COM STK
1,176,437.00 
892,028.50 
25,100.00 
Corporate Stock - Common WELLS FARGO & CO NEW COM STK
285,907.00 
40,197.04 
6,100.00 
Corporate Stock - Common WELLS FARGO & CO NEW COM STK
1,974,633.10 
855,759.18 
42,130.00 
Corporate Stock - Common WENDY S INTL INC COM
13,545.61 
13,887.98 
500.39 
Corporate Stock - Common WENDY S INTL INC COM
78,503.00 
54,472.18 
2,900.00 
Corporate Stock - Common WERNER ENTERPRISES INC COM
412,643.98 
338,069.37 
19,166.00 
Corporate Stock - Common WESTN COPPER HLDGS LTD COM
66,000.00 
49,046.20 
33,000.00 
Corporate Stock - Common WESTN DIGITAL CORP COM
18,179.55 
15,942.79 
2,845.00 
Corporate Stock - Common WESTN DIGITAL CORP COM
72,207.00 
88,386.34 
11,300.00 
Corporate Stock - Common WESTN DIGITAL CORP COM
182,754.00 
186,675.50 
28,600.00 
Corporate Stock - Common WESTN GAS RES INC COM
512,952.00 
451,376.78 
13,920.00 
Corporate Stock - Common WESTN GAS RES INC COM
210,045.00 
215,005.14 
5,700.00 
Corporate Stock - Common WESTN PAC AIRLS INC COM
0.20 
952.27 
2,000.00 
Corporate Stock - Common WESTN WIRELESS CORP CL A
344,924.00 
390,132.58 
65,080.00 
Corporate Stock - Common WESTN WIRELESS CORP CL A
71,550.00 
96,795.00 
13,500.00 
Corporate Stock - Common WESTN WTR CO COM
360.00 
1,442.86 
2,000.00 
Corporate Stock - Common WESTPOINT STEVENS INC COM
3,835.00 
31,157.45 
6,500.00 
Corporate Stock - Common WESTPORT RES CORP NEW COM
56,160.00 
43,767.00 
2,700.00 
Corporate Stock - Common WESTPORT RES CORP NEW COM
312,000.00 
298,500.00 
15,000.00 
Corporate Stock - Common WESTWOOD 1 INC COM
4,221.68 
4,382.88 
113.00 
Corporate Stock - Common WESTWOOD 1 INC COM
213,699.20 
206,366.72 
5,720.00 
Corporate Stock - Common WEYERHAEUSER CO COM
738.15 
607.45 
15.00 
Corporate Stock - Common WEYERHAEUSER CO COM
268,194.50 
237,345.10 
5,450.00 
Corporate Stock - Common WGL HLDGS INC COM
112,424.00 
125,526.17 
4,700.00 
Corporate Stock - Common WHEATON RIV MINERALS LTD COM
1,880.00 
1,874.60 
2,000.00 
Corporate Stock - Common WHIRLPOOL CORP COM
454,314.00 
377,535.83 
8,700.00 
Corporate Stock - Common WHIRLPOOL CORP COM
88,774.00 
75,291.09 
1,700.00 
Corporate Stock - Common WHITE MTN COM STK
32,300.00 
33,649.50 
100.00 
Corporate Stock - Common WHITEHALL ENTERPRISES INC COM
557.55 
34,441.24 
619,500.00 
Corporate Stock - Common WHITMAN ED GROUP INC COM
764.00 
579.95 
100.00 
Corporate Stock - Common WHITNEY HLDG CORP COM
69,993.00 
70,906.50 
2,100.00 
Corporate Stock - Common WHOLE FOODS MKT INC COM
27,155.95 
23,829.50 
515.00 
Corporate Stock - Common WHOLE FOODS MKT INC COM
213,556.50 
188,082.58 
4,050.00 
Corporate Stock - Common WIDEPOINT CORP COM
165.00 
5,959.90 
1,100.00 
Corporate Stock - Common WILLIAMS CO INC COM
51,967.50 
49,705.36 
19,247.22 
Corporate Stock - Common WILLIAMS CO INC COM
34,830.00 
248,156.18 
12,900.00 
Corporate Stock - Common WILLIAMS CTLS INC COM
142.00 
1,192.65 
400.00 
Corporate Stock - Common WILLIAMS SONOMA INC COM
15,747.00 
15,133.05 
580.00 
Corporate Stock - Common WILLIAMS SONOMA INC COM
338,832.00 
346,849.22 
12,480.00 
Corporate Stock - Common WILMINGTON TR CORP NEW COM
12,882.77 
12,871.69 
406.65 
Corporate Stock - Common WILMINGTON TR CORP NEW COM
193,248.00 
164,566.41 
6,100.00 
Corporate Stock - Common WILSON GREATBATCH TECHNOLOGIES INC COM
429,240.00 
395,464.07 
14,700.00 
Corporate Stock - Common WIND RIV SYS INC COM
44,554.70 
51,713.07 
10,867.00 
Corporate Stock - Common WINN-DIXIE STORES INC COM
235,312.00 
217,273.77 
15,400.00 
Corporate Stock - Common WINN-DIXIE STORES INC COM
53,480.00 
89,150.67 
3,500.00 
Corporate Stock - Common WINNEBAGO INDS INC COM
10,749.02 
12,685.05 
274.00 
Corporate Stock - Common WINNEBAGO INDS INC COM
0.00 
0.00 
0.00 
Corporate Stock - Common WINTRUST FINL CORP COM
273,110.40 
270,145.12 
8,720.00 
Corporate Stock - Common WINTRUST FINL CORP COM
81,432.00 
75,210.46 
2,600.00 
Corporate Stock - Common WIRELESS FACS INC COM
1,803.00 
11,658.93 
300.00 
Corporate Stock - Common WMS INDS INC COM
137,816.00 
143,704.83 
9,200.00 
Corporate Stock - Common WOLFPACK CORP COM NEW
0.30 
1,977.60 
3,000.00 
Corporate Stock - Common WORKFLOW MGMT INC COM
4,260.00 
53,559.90 
2,000.00 
Corporate Stock - Common WORLD ACCESS INC (NEW)
2.82 
89,524.81 
5,641.00 
Corporate Stock - Common WORLD-AM COMMUNICATIONS INC COM PAR $0.001
680.00 
1,236.00 
80,000.00 
Corporate Stock - Common WORLDCOM INC GA NEW MCI GROUP COM
373.19 
2,135.25 
2,073.27 
Corporate Stock - Common WORLDCOM INC/WORLDCO
37,169.20 
186,735.72 
269,342.00 
Corporate Stock - Common WORTHINGTON INDS INC COM
3,136.91 
3,553.21 
205.83 
Corporate Stock - Common WORTHINGTON INDS INC COM
237,591.60 
228,373.62 
15,590.00 
Corporate Stock - Common WORTHINGTON INDS INC COM
9,144.00 
10,451.16 
600.00 
Corporate Stock - Common WORTHINGTON INDS INC COM
32,766.00 
34,729.07 
2,150.00 
Corporate Stock - Common WRIGLEY WM JR CO CAP
10,427.20 
10,460.95 
190.00 
Corporate Stock - Common WRIGLEY WM JR CO CAP
131,712.00 
124,482.12 
2,400.00 
Corporate Stock - Common WRIGLEY WM JR CO CAP
307,328.00 
120,230.41 
5,600.00 
Corporate Stock - Common WTR PIK TECHNOLOGIES INC COM
735.00 
924.95 
100.00 
Corporate Stock - Common WYETH COM
18,770.50 
20,772.17 
501.89 
Corporate Stock - Common WYETH COM
235,620.00 
207,367.75 
6,300.00 
Corporate Stock - Common WYETH COM
269,280.00 
260,947.73 
7,200.00 
Corporate Stock - Common WYETH COM
1,234,200.00 
852,339.02 
33,000.00 
Corporate Stock - Common WYETH COM
362,780.00 
486,080.85 
9,700.00 
Corporate Stock - Common XATA CORP COM NEW
5,198.50 
7,059.40 
1,405.00 
Corporate Stock - Common XCEL ENERGY INC COM
26,506.25 
48,959.92 
2,409.66 
Corporate Stock - Common XCEL ENERGY INC COM
108,955.00 
253,133.97 
9,905.00 
Corporate Stock - Common XCELERA INC RD LOT 100 PAR USD 01
37.80 
713.38 
60.00 
Corporate Stock - Common XEROX CORP COM
70,979.35 
81,153.21 
8,817.31 
Corporate Stock - Common XEROX CORP COM
247,940.00 
350,553.65 
30,800.00 
Corporate Stock - Common XEROX CORP COM
909,650.00 
1,286,122.16 
113,000.00 
Corporate Stock - Common XEROX CORP COM
146,960.80 
325,289.46 
18,256.00 
Corporate Stock - Common XICOR INC COM
373.00 
1,174.02 
100.00 
Corporate Stock - Common XILINX INC COM
11,742.00 
13,855.60 
570.00 
Corporate Stock - Common XILINX INC COM
173,040.00 
374,756.60 
8,400.00 
Corporate Stock - Common XL CAP LTD SHS A
262,650.00 
284,943.30 
3,400.00 
Corporate Stock - Common XM SATELLITE RADIO HLDGS INC CL A
25,555.00 
31,625.88 
9,500.00 
Corporate Stock - Common XML GLOBAL TECHNOLOGIES INC COM
1,390.00 
2,071.95 
10,000.00 
Corporate Stock - Common XOMA LTD COM BERMUDA
3,172.50 
4,716.23 
750.00 
Corporate Stock - Common XTO ENERGY INC COM
19,389.50 
12,516.53 
785.00 
Corporate Stock - Common XTO ENERGY INC COM
367,536.00 
267,704.59 
14,880.00 
Corporate Stock - Common XYBERNAUT CORP COM
1,638.00 
4,846.38 
3,150.00 
Corporate Stock - Common YAHOO INC COM
36,722.10 
52,741.53 
2,246.00 
Corporate Stock - Common YAHOO INC COM
384,225.00 
346,570.55 
23,500.00 
Corporate Stock - Common YAHOO INC COM
240,345.00 
2,212,964.97 
14,700.00 
Corporate Stock - Common YANKEE CANDLE CO COM ISIN US9847571042
4,800.00 
5,662.02 
300.00 
Corporate Stock - Common YELLOW CORP COM
42,824.70 
28,380.85 
1,700.00 
Corporate Stock - Common YUM BRANDS INC COM
3,051.72 
3,998.27 
126.00 
Corporate Stock - Common YUM BRANDS INC COM
177,774.80 
70,115.57 
7,340.00 
Corporate Stock - Common ZAP COM NEW
2,500.00 
2,810.00 
2,000.00 
Corporate Stock - Common ZEROTREE TECHNOLOGIES INC COM
10.00 
5,150.00 
5,000.00 
Corporate Stock - Common ZIMMER HLDGS INC COM
27,735.36 
24,858.27 
668.00 
Corporate Stock - Common ZIMMER HLDGS INC COM
203,448.00 
60,916.92 
4,900.00 
Corporate Stock - Common ZIMMER HLDGS INC COM
402,744.00 
377,642.08 
9,700.00 
Corporate Stock - Common ZIONS BANCORP COM
1,383.86 
1,439.05 
35.17 
Corporate Stock - Common ZIONS BANCORP COM
90,502.70 
131,265.09 
2,300.00 
Corporate Stock - Common ZIX CORP COM
7,938.00 
45,893.72 
1,800.00 
Corporate Stock - Common ZOLTEK COS INC COM
121.00 
1,926.75 
55.00 
Corporate Stock - Common ZOMAX INC COM
13,600.00 
20,273.13 
3,200.00 
Corporate Stock - Common ZONAGEN INC COM
98.00 
2,899.50 
100.00 
Corporate Stock - Common ZORAN CORP COM
21,456.75 
29,280.68 
1,525.00 
Corporate Stock - Common ZORAN CORP COM
119,595.00 
117,172.89 
8,500.00 
Corporate Stock - Common ZORAN CORP COM
174,468.00 
204,881.48 
12,400.00 
Partnership/Joint Venture Interests ##ALLIANCE CAP MGMT HLDG L P DO NOT USE SEE SEC #2011706
21,708.49 
26,430.11 
700.27 
Partnership/Joint Venture Interests #REORG SCUDDER GLOBAL FD EXCH GLOBAL INTL FD 5-21-98 SEE SEC 2349245
68,224.40 
85,291.73 
3,828.53 
Partnership/Joint Venture Interests ATLAS PIPELN PARTNERS L P
25,400.00 
23,490.90 
1,000.00 
Partnership/Joint Venture Interests LANGUAGE WARE NET CO LTD
40.00 
18,786.07 
20,000.00 
Partnership/Joint Venture Interests MLP AMERIGAS PARTNERS L P UNIT LTD PARTNERSHIP INT
33,390.00 
26,395.85 
1,400.00 
Partnership/Joint Venture Interests MLP CROWN PAC PARTNERS L P UNIT REPSTG LTD PARTNERSHIP INT
716.00 
7,508.94 
400.00 
Partnership/Joint Venture Interests MLP EL PASO ENERGY PARTNERS LTD PARTNERSHIP
14,500.69 
16,783.81 
520.86 
Partnership/Joint Venture Interests MLP KINDER MORGAN ENERGY PARTNERS L P UNIT LTD PARTNERSHIP INT
101,069.26 
93,077.09 
2,887.69 
Partnership/Joint Venture Interests MLP PRIME MTR INN LTD PARTNERSHIP DEPOS RCPT MASTER LTD PARTNERSHIP
40.00 
998.78 
1,000.00 
Partnership/Joint Venture Interests MLP TEPPCO PARTNERS L P UNIT LTD PARTNERSHIP INT
22,200.00 
23,999.19 
800.00 
Partnership/Joint Venture Interests MLP TERRA NITROGEN CO L P COM UNIT
1,170.00 
7,690.26 
200.00 
Partnership/Joint Venture Interests PBHG LARGE CAP 20 FD
12,870.17 
30,430.43 
1,152.21 
Partnership/Joint Venture Interests SPECTRA FD INC COM STK
5,703.68 
10,091.19 
1,275.99 
Partnership/Joint Venture Interests TORCH ENERGY RTY TR UNIT BEN INT COM STK
2,262.36 
4,215.56 
508.40 
Partnership/Joint Venture Interests WILLIAMS COAL SEAM GAS RTY TR TR UNIT
4,311.38 
6,531.51 
440.39 
Participant Loans &&& PARTICIPANT LOANS OUTSTANDING
11,953,754.00 
11,953,754.00 
11,953,754.00 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
443,814.31 
443,814.31 
443,814.31 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
975,665.82 
975,665.82 
975,665.82 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
1,333,428.37 
1,333,428.37 
1,333,428.37 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
1,400,928.24 
1,400,928.24 
1,400,928.24 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
3,110,495.42 
3,110,495.42 
3,110,495.42 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
1,060,271.66 
1,060,271.66 
1,060,271.66 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
1,399,028.02 
1,399,028.02 
1,399,028.02 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
24,181.30 
24,181.30 
24,181.30 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
3,332,198.57 
3,332,198.57 
3,332,198.57 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
1,298,273.47 
1,298,273.47 
1,298,273.47 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
688,234.92 
688,234.92 
688,234.92 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
996,800.46 
996,800.46 
996,800.46 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
3,805,047.06 
3,805,047.06 
3,805,047.06 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
0.00 
0.00 
0.00 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
7,754,172.63 
7,754,172.63 
7,754,172.63 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
9,226,460.36 
9,226,460.36 
9,226,460.36 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
177,847.71 
177,847.71 
177,847.71 
Value of Interest in Common/Collective Trusts COLTV SHORT TERM INVT FD
63,999.40 
63,999.40 
63,999.40 
Value of Interest in Common/Collective Trusts MFO FRANK RUSSELL UAL STIF
3,604,789.50 
3,604,789.50 
3,604,789.50 
Value of Interest in Common/Collective Trusts MFO FRANK RUSSELL UAL STIF
5,553,851.45 
5,553,851.45 
5,553,851.45 
Value of Interest in Common/Collective Trusts MFO FRANK RUSSELL UAL STIF
5,079,686.36 
5,079,686.36 
5,079,686.36 
Value of Interest in Registered Investment Companies MFO LM INSTL FD ADVISORS I INC WESTN ASTNON-U S FXD INC PORTFOLIO
4,943,308.94 
4,515,939.78 
469,004.64 
Value of Interest in Registered Investment Companies ###REORG INVST GNNESS FLGHT ASIA SMLL CAP N/C INVST ASIA SMLL CAP 2424181 11/30/
1,894.81 
2,516.30 
326.69 
Value of Interest in Registered Investment Companies ###REORG MFO INVESCO STRATEGIC PORTFOLIOS GOLD DUE TO CONVERSION SEC #2424150
32,113.68 
62,577.59 
11,763.25 
Value of Interest in Registered Investment Companies ###REORG MFO KAUFMANN FD OPEN END FD DUE TO MERGER SEC #2319804
26,512.03 
28,279.76 
7,684.65 
Value of Interest in Registered Investment Companies ##MFO 1ST EAGLE TR FD OF AMER CL Y DO NOT USE SEE #2001164
5,128.56 
5,541.00 
256.17 
Value of Interest in Registered Investment Companies ##MFO 59 WALL STR FD INC PAC BASIN EQUITY FD OPEN END FD DO NOT USE SEE 2043098
3,759.87 
9,181.88 
201.28 
Value of Interest in Registered Investment Companies ##MFO ADVISORS INNER CIRCLE FD PIN OAK AGGRESSIVE GROWTH STK FD
7,277.67 
36,170.27 
612.08 
Value of Interest in Registered Investment Companies ##MFO COMSTOCK PARTNERS FDS INC CAP VALUE FD CL A
6,012.21 
6,406.47 
1,279.19 
Value of Interest in Registered Investment Companies ##MFO CR SUISSE WARBURG PINCUS GLOBAL HLTHSCIENCES FD
1,164.66 
1,500.00 
86.21 
Value of Interest in Registered Investment Companies ##MFO DREYFUS PREMIER 3RD CENTY FD INC CL Z
21,413.81 
31,226.93 
3,399.02 
Value of Interest in Registered Investment Companies ##MFO ECLIPSE FDS INC VALUE EQTY FD NO LOAD
1,996.96 
2,758.68 
209.99 
Value of Interest in Registered Investment Companies ##MFO FIRSTAR FDS INC MICROCAP FD RETAIL CL
2,057.49 
2,800.00 
129.81 
Value of Interest in Registered Investment Companies ##MFO FOUNDERS FDS INC PASSPORT FD
3,056.43 
6,029.36 
375.95 
Value of Interest in Registered Investment Companies ##MFO FPA FDS TR FPA CRESCENT PORTFOLIO INSTL CL SHS
12,588.55 
11,419.93 
723.48 
Value of Interest in Registered Investment Companies ##MFO FRKLN BALANCE SHEET INVT FD SH BEN INT
57,316.51 
56,337.74 
1,545.34 
Value of Interest in Registered Investment Companies ##MFO ING PRECIOUS METALS FD INC CL A
64,225.44 
61,637.35 
12,118.01 
Value of Interest in Registered Investment Companies ##MFO INTERACTIVE INVTS TECH VALUE FD
29,349.79 
135,220.38 
1,622.43 
Value of Interest in Registered Investment Companies ##MFO INVESCO SPECIALTY FDS INC TELECOMMUNICATIONS FD
7,410.28 
34,333.35 
909.24 
Value of Interest in Registered Investment Companies ##MFO INVESCO STK FDS INC GROWTH INV CL
3,688.90 
21,149.02 
2,411.04 
Value of Interest in Registered Investment Companies ##MFO INVESCO STRATEGIC PORTFOLIOS INC ENERGY FD
59,416.05 
68,085.58 
3,574.97 
Value of Interest in Registered Investment Companies ##MFO INVESCO STRATEGIC PORTFOLIOS INC LEISURE PORTFOLIO
12,181.57 
14,666.31 
382.59 
Value of Interest in Registered Investment Companies ##MFO INVESCO STRATEGIC PORTFOLIOS INC FIN SVCS POR DO NOT USE SEE TNT 2-424259
52,922.78 
66,317.41 
2,302.99 
Value of Interest in Registered Investment Companies ##MFO MASTERS CONCENTRATED SELECT TR MASTERS SELECT EQTY FD
72,575.08 
84,655.27 
7,122.19 
Value of Interest in Registered Investment Companies ##MFO PILGRIM MUT FDS EMERGING COUNTRIESFD CL A SEC NO LONGER VALID SEE 2409137
14,676.10 
36,845.08 
1,167.55 
Value of Interest in Registered Investment Companies ##MFO PIONEER MID-CAP VALUE FD CL A
1,455.34 
1,563.09 
83.98 
Value of Interest in Registered Investment Companies ##MFO ROBERTSON STEPHENS INVT TR DIVERSIFIED GROWTH FD
30,713.52 
53,819.56 
2,169.03 
Value of Interest in Registered Investment Companies ##MFO RS INVT TR PARTNERS FD
314,612.79 
320,284.22 
17,655.04 
Value of Interest in Registered Investment Companies ##MFO STEIN ROE INTER BD FD DO NOT USE SEE TNT 4-963257
6,309.32 
6,309.04 
716.15 
Value of Interest in Registered Investment Companies ##MFO TR INVT MANAGERS FD ASTERISK X UPGRADER FD DO NOT USE SEE 2747976
6,085.81 
7,265.43 
268.81 
Value of Interest in Registered Investment Companies MFB NORTHN FDS GROWTH EQTY FD
3,788.10 
5,010.79 
318.33 
Value of Interest in Registered Investment Companies MFB NORTHN FDS SELECT EQTY FD
15,720.04 
17,205.31 
1,057.17 
Value of Interest in Registered Investment Companies MFB NORTHN FDS TECH FD
1,087.12 
6,499.09 
146.91 
Value of Interest in Registered Investment Companies MFC ABERDEEN ASIA-PAC INC FD
2,310.00 
2,259.95 
500.00 
Value of Interest in Registered Investment Companies MFC ACM INC FD INC
169,957.09 
160,649.67 
20,089.49 
Value of Interest in Registered Investment Companies MFC ASA LTD FD
81,960.00 
63,979.82 
2,000.00 
Value of Interest in Registered Investment Companies MFC ASIA TIGERS FD INC
3,508.80 
4,984.44 
516.00 
Value of Interest in Registered Investment Companies MFC BRAZIL FD INC COM
3,777.40 
6,748.24 
340.00 
Value of Interest in Registered Investment Companies MFC CENT EUROPEAN EQTY FD INC COM
8,874.61 
9,167.95 
612.04 
Value of Interest in Registered Investment Companies MFC CHILE FD INC COM CLOSED END FD
0.00 
0.00 
0.00 
Value of Interest in Registered Investment Companies MFC DEBT STRATEGIES FD INC NEW COM
2,240.00 
2,029.95 
400.00 
Value of Interest in Registered Investment Companies MFC DNP SELECT INC FD INC COM
990.00 
963.65 
100.00 
Value of Interest in Registered Investment Companies MFC DREYFUS HI YIELD STRATEGIES FD
3,359.02 
3,701.35 
886.29 
Value of Interest in Registered Investment Companies MFC EATON VANCE MUN INC TR SH BEN INT
16,087.55 
16,536.94 
1,128.95 
Value of Interest in Registered Investment Companies MFC GERMANY FD INC COM
2,260.00 
3,594.95 
500.00 
Value of Interest in Registered Investment Companies MFC H & Q LIFE SCI INVESTORS SH BEN INT
5,350.50 
7,922.66 
450.00 
Value of Interest in Registered Investment Companies MFC ISHARES GOLMAN SACHS NAT RE
16,278.00 
16,529.95 
200.00 
Value of Interest in Registered Investment Companies MFC ISHARES INC MSCI HONG KONG INDEX FD
1,857.50 
2,224.15 
250.00 
Value of Interest in Registered Investment Companies MFC ISHARES INC MSCI JAPAN INDEX FD
347.50 
453.45 
50.00 
Value of Interest in Registered Investment Companies MFC ISHARES TR 1-3 YR TREAS INDEX FD
10,041.82 
9,969.29 
122.00 
Value of Interest in Registered Investment Companies MFC ISHARES TR 7-10 YR TREAS INDEX FD
1,040.09 
1,054.51 
12.07 
Value of Interest in Registered Investment Companies MFC ISHARES TR DOW JONES U S CNSMR NON CYCLICAL
10,975.91 
12,226.98 
270.01 
Value of Interest in Registered Investment Companies MFC ISHARES TR DOW JONES U S FINL SVCS COMPOSITE
5,406.15 
6,785.91 
69.00 
Value of Interest in Registered Investment Companies MFC ISHARES TR DOW JONES U S HEALTHCARE SECTOR
5,095.65 
5,421.49 
105.00 
Value of Interest in Registered Investment Companies MFC ISHARES TR GOLDMAN SACHS CORP BD FD
20,675.91 
20,239.50 
188.49 
Value of Interest in Registered Investment Companies MFC ISHARES TR MSCI EAFE INDEX FD
41,188.16 
46,476.34 
416.00 
Value of Interest in Registered Investment Companies MFC ISHARES TR RUSSELL 1000 GROWTH INDEXFD
9,137.50 
12,889.95 
250.00 
Value of Interest in Registered Investment Companies MFC ISHARES TR RUSSELL 2000 GROWTH INDEXFD
5,977.50 
6,502.67 
150.00 
Value of Interest in Registered Investment Companies MFC ISHARES TR RUSSELL 2000 INDEX FD
13,840.63 
14,548.92 
182.57 
Value of Interest in Registered Investment Companies MFC ISHARES TR RUSSELL 2000 VALUE INDEX FD
24,655.77 
26,658.04 
221.13 
Value of Interest in Registered Investment Companies MFC ISHARES TR RUSSELL 3000 INDEX FD
91,183.06 
97,101.81 
1,862.40 
Value of Interest in Registered Investment Companies MFC ISHARES TR S & P
5,511.00 
5,360.95 
150.00 
Value of Interest in Registered Investment Companies MFC ISHARES TR S&P 100 INDEX FD
15,116.40 
15,006.95 
340.00 
Value of Interest in Registered Investment Companies MFC ISHARES TR S&P 500 INDEX FD S&P 500 INDEX FD COM STK ISIN# US4642872000
22,087.50 
27,570.00 
250.00 
Value of Interest in Registered Investment Companies MFC ISHARES TR S&P 500/BARRA GROWTH INDEX FD
71,781.31 
71,422.45 
1,598.34 
Value of Interest in Registered Investment Companies MFC ISHARES TR S&P 500/BARRA VALUE INDEXFD
22,939.29 
21,184.77 
533.10 
Value of Interest in Registered Investment Companies MFC ISHARES TR S&P MIDCAP 400 INDEX FD
131,579.04 
149,833.30 
1,527.86 
Value of Interest in Registered Investment Companies MFC ISHARES TR S&P SMALLCAP 600/BARRA VALUE INDEX FD
27,228.51 
28,013.33 
374.28 
Value of Interest in Registered Investment Companies MFC MIDCAP SPDR TR UNIT SER 1 STD & POORS
22,448.13 
25,436.97 
285.42 
Value of Interest in Registered Investment Companies MFC NEW GERMANY FD INC COM
3,336.71 
13,034.10 
939.92 
Value of Interest in Registered Investment Companies MFC NUVEEN MUN VALUE FD INC COM
5,061.42 
5,165.24 
542.49 
Value of Interest in Registered Investment Companies MFC SALOMON BROS HI INC FD II INC
5,399.20 
4,986.04 
540.46 
Value of Interest in Registered Investment Companies MFC SCUDDER GLOBAL HI INC FD INC COM
3,451.94 
3,002.16 
565.89 
Value of Interest in Registered Investment Companies MFC SCUDDER HI INC TR SHS
120,600.00 
155,829.85 
22,500.00 
Value of Interest in Registered Investment Companies MFC SELECT SECTOR SPDR TR ENERGY
4,912.60 
5,010.75 
220.00 
Value of Interest in Registered Investment Companies MFC SELECT SECTOR SPDR TR TECH
6,199.20 
6,502.19 
420.00 
Value of Interest in Registered Investment Companies MFC SINGAPORE FD INC COM CLOSED END FD
4,700.00 
11,728.97 
1,000.00 
Value of Interest in Registered Investment Companies MFC SOUTHN AFRICA FD INC COM
1,909.20 
2,920.75 
185.00 
Value of Interest in Registered Investment Companies MFC STREETTRACKS SER TR FORTUNE 500 INDEX FD
12,672.00 
14,732.90 
200.00 
Value of Interest in Registered Investment Companies MFC SWISS HELVETIA FD INC COM CLOSED ENDFD
5.92 
11.82 
0.61 
Value of Interest in Registered Investment Companies MFC TEMPLETON DRAGON FD INC COM
8,920.00 
13,451.46 
1,000.00 
Value of Interest in Registered Investment Companies MFC VAN KAMPEN SR INC TR
2,680.00 
3,500.77 
400.00 
Value of Interest in Registered Investment Companies MFC WORLD FDS INC NEW 3RD MILLENNIUM RUSSIA FD
1,843.79 
2,098.56 
87.59 
Value of Interest in Registered Investment Companies MFO 1ST EAGLE FUNDS OVERSEAS FD CL A
6,399.97 
6,624.24 
481.20 
Value of Interest in Registered Investment Companies MFO 1ST EAGLE SOGEN FDS INC GLOBAL FD CLA
20,152.44 
20,683.06 
794.97 
Value of Interest in Registered Investment Companies MFO 1ST EAGLE SOGEN FDS INC GOLD FD
1,638.56 
1,500.00 
127.12 
Value of Interest in Registered Investment Companies MFO 3RD AVE TR REAL ESTATE VALUE FD
57,987.44 
58,778.80 
3,633.30 
Value of Interest in Registered Investment Companies MFO 3RD AVE TR SMALL-CAP VALUE FD
54,739.12 
61,879.60 
4,036.81 
Value of Interest in Registered Investment Companies MFO 3RD AVE TR VALUE TR
65,386.88 
78,443.02 
2,145.94 
Value of Interest in Registered Investment Companies MFO ADVISORS SER TR AI FRANK FD
85,726.40 
106,592.29 
6,212.06 
Value of Interest in Registered Investment Companies MFO AIM CONSTELLATION FD OPEN END FD
146,367.23 
166,108.16 
8,801.40 
Value of Interest in Registered Investment Companies MFO AIM EQTY FD INC CHARTER FD RETAIL CLDBTFL
26,805.92 
26,945.39 
2,789.38 
Value of Interest in Registered Investment Companies MFO AIM EQTY FDS INC WEINGARTEN FD CL A SHS
19,227.46 
24,741.83 
2,080.89 
Value of Interest in Registered Investment Companies MFO AIM INTL GROWTH FD CL A
82,587.44 
87,304.88 
6,462.24 
Value of Interest in Registered Investment Companies MFO AIM PREMIER EQTY A
88,698.79 
113,211.43 
11,810.76 
Value of Interest in Registered Investment Companies MFO ALGER FD CAP APPREC CL A
11,498.53 
20,000.00 
1,958.86 
Value of Interest in Registered Investment Companies MFO ALLEGANY TALON MID CAP N
2,797.40 
3,500.00 
185.87 
Value of Interest in Registered Investment Companies MFO ALLEGHANY FDS ALLEGHANY/VEREDUS AGGRESSIVE GROWTH FD
10,143.36 
16,231.57 
941.82 
Value of Interest in Registered Investment Companies MFO ALLEGHANY/CHGO CAPTIAL CAP VALUE N
7,301.32 
8,553.95 
669.23 
Value of Interest in Registered Investment Companies MFO ALLEGHANY/CHGO TR GROWTH I
3,680.37 
4,304.41 
203.67 
Value of Interest in Registered Investment Companies MFO ALLIANCE GROWTH & INC FD
9,425.68 
13,542.70 
3,625.26 
Value of Interest in Registered Investment Companies MFO ALPINE EQTY TR RLTY INC & GROWTH FD CL Y
3,465.14 
3,615.54 
251.10 
Value of Interest in Registered Investment Companies MFO ALPINE EQTY TR U S REAL ESTATE EQTY FD CL Y
843.70 
915.15 
49.34 
Value of Interest in Registered Investment Companies MFO AMER AADVANTAGE FDS INTL EQTY FD PLANAHEAD CL
6,779.47 
7,784.88 
571.14 
Value of Interest in Registered Investment Companies MFO AMER CENTY CAP PORTFOLIOS INC REAL ESTATE FD
2,621.91 
2,643.57 
170.03 
Value of Interest in Registered Investment Companies MFO AMER CENTY CAP PORTFOLIOS INC VALUE FD INV
30,862.14 
35,815.85 
5,186.91 
Value of Interest in Registered Investment Companies MFO AMER CENTY GLOBAL GOLD EQUITIES I
470,654.86 
437,682.71 
51,550.37 
Value of Interest in Registered Investment Companies MFO AMER CENTY MUT FDS INC 20TH CENTY GROWTH FD INV
27,504.02 
37,467.58 
1,907.35 
Value of Interest in Registered Investment Companies MFO AMER CENTY MUT FDS INC 20TH CENTY VISTA FD INV
25,350.07 
42,545.22 
2,887.25 
Value of Interest in Registered Investment Companies MFO AMER CENTY TARGET MATS TR 2005
54,238.49 
46,326.74 
559.28 
Value of Interest in Registered Investment Companies MFO AMERINDO FDS INC TECH FD CL D
585.44 
4,502.65 
147.47 
Value of Interest in Registered Investment Companies MFO AMERIPRIME FDS AUXIER FOCUS FD
3,903.79 
4,443.88 
365.87 
Value of Interest in Registered Investment Companies MFO AMERISTOCK MUT FD INC COM
550,329.80 
674,989.87 
16,656.47 
Value of Interest in Registered Investment Companies MFO AMERN CENTY CAP PORTFOLIOS INC EQTY INC FD INV
23,676.21 
25,324.61 
3,625.76 
Value of Interest in Registered Investment Companies MFO AMERN CENTY CAP PORTFOLIOS INC SMALLCAP VALUE FD INV CL
8,877.59 
10,092.12 
1,307.45 
Value of Interest in Registered Investment Companies MFO AMERN CENTY GOVT INC TR GINNIE MAE FD INVS CL
52,700.57 
51,938.70 
4,834.92 
Value of Interest in Registered Investment Companies MFO AMERN CENTY INC & GROWTH INV CL
6,946.82 
8,695.76 
319.54 
Value of Interest in Registered Investment Companies MFO AMERN CENTY INTL BD FDS INTL BD FD INVS CL
150,338.48 
140,113.83 
12,332.94 
Value of Interest in Registered Investment Companies MFO AMERN CENTY MUT FDS INC 20TH CENTY SELECT FD INV
27,218.13 
34,837.34 
955.02 
Value of Interest in Registered Investment Companies MFO AMERN CENTY TARGET MATS TR BENHAM TARGET MATS TR 2010 INVS CL
613,872.37 
602,237.27 
7,580.54 
Value of Interest in Registered Investment Companies MFO AMERN CENTY ULTRA INV FD
136,321.53 
198,823.07 
6,436.33 
Value of Interest in Registered Investment Companies MFO AMERN CENTY WORLD MUT FDS INC 20TH CENTY GLOBAL GROWTH FD INV
2,347.83 
3,000.00 
465.84 
Value of Interest in Registered Investment Companies MFO AMERN CENTY WORLD MUT FDS INC 20TH CENTY INTL GROWTH FD INV
66,383.32 
91,192.63 
10,404.91 
Value of Interest in Registered Investment Companies MFO AMERN CENTY WORLD MUT FDS INC INTL OPPTYS FD INVS CL
2,880.54 
3,307.60 
616.82 
Value of Interest in Registered Investment Companies MFO AMERN CENTY WORLD MUT FDS INC LIFE SCIENCES FD INV CL
1,790.45 
2,564.67 
510.10 
Value of Interest in Registered Investment Companies MFO AMERN CENTY WORLD MUT FDS INC TECH FD INV CL
16,600.76 
33,792.40 
13,071.46 
Value of Interest in Registered Investment Companies MFO ARBITRAGE FDS
1,595.29 
1,588.42 
139.21 
Value of Interest in Registered Investment Companies MFO ARIEL FUND
151,092.77 
158,100.57 
4,287.54 
Value of Interest in Registered Investment Companies MFO ARIEL GROWTH APPRECIATION FD
86,239.65 
95,314.49 
2,608.58 
Value of Interest in Registered Investment Companies MFO ARMADA FDS SMALL CAP VALUE FD
9,519.46 
10,527.17 
613.37 
Value of Interest in Registered Investment Companies MFO ARTISAN FDS INC INTL FD INV SHS
559,596.70 
673,971.75 
37,836.15 
Value of Interest in Registered Investment Companies MFO ARTISAN FDS INC INTL SMALL CAP FD INV SHS
6,639.43 
7,052.71 
669.30 
Value of Interest in Registered Investment Companies MFO ARTISAN FDS INC MID CAP FD INV SHS
307,498.54 
398,290.41 
15,720.78 
Value of Interest in Registered Investment Companies MFO ARTISAN FDS INC SMALL CAP VALUE FD
4,923.60 
5,000.00 
424.45 
Value of Interest in Registered Investment Companies MFO AXA ROSENBERG VALUE MKT NUETRAL FDINV SHS
9,175.53 
9,796.47 
886.53 
Value of Interest in Registered Investment Companies MFO BABSON ENTERPRISE FD INC COM OPEN END FD
195,540.10 
217,477.46 
12,839.14 
Value of Interest in Registered Investment Companies MFO BARON AST FD GROWTH & INC FD
93,735.26 
99,082.46 
3,484.58 
Value of Interest in Registered Investment Companies MFO BARON AST FD IOPPORTUNITY FD #580
6,507.22 
8,827.35 
1,564.24 
Value of Interest in Registered Investment Companies MFO BARON AST FD SH BEN INT
46,810.13 
62,389.12 
1,359.97 
Value of Interest in Registered Investment Companies MFO BARON AST FD SMALL CAP FD
32,330.99 
38,624.38 
2,418.17 
Value of Interest in Registered Investment Companies MFO BARR ROSENBERG SER TR U S SMALL CAPITALIZATION FD INV SHS
44,023.87 
54,749.35 
4,743.95 
Value of Interest in Registered Investment Companies MFO BBH FD INC INFLATION INDEXED SECS FDCL N
18,301.36 
18,599.27 
1,679.02 
Value of Interest in Registered Investment Companies MFO BERGER GROWTH FD INC COM
17,684.18 
53,455.42 
3,558.19 
Value of Interest in Registered Investment Companies MFO BERGER INVT PORTFOLIO TR BALANCED FD
4,779.14 
5,762.37 
466.71 
Value of Interest in Registered Investment Companies MFO BERGER INVT PORTFOLIO TR INFORMATIONTECH FD INV SHS
9,468.84 
11,200.00 
2,361.31 
Value of Interest in Registered Investment Companies MFO BERGER INVT PORTFOLIO TR MID CAP GROWTH FD
10,284.67 
48,646.71 
1,362.21 

 
Value of Interest in Registered Investment Companies MFO BERGER INVT PORTFOLIO TR MID CAP VALUE FD
99,575.70 
112,970.20 
6,769.25 
Value of Interest in Registered Investment Companies MFO BERGER INVT PORTFOLIO TR SMALL CO GROWTH FD INV SHS
18,304.44 
67,925.42 
11,299.03 
Value of Interest in Registered Investment Companies MFO BERKSHIRE FDS FOCUS FD
551.28 
5,697.53 
144.69 
Value of Interest in Registered Investment Companies MFO BJURMAN FDS MICRO-CAP FD CL D
234,192.68 
252,782.98 
11,530.91 
Value of Interest in Registered Investment Companies MFO BLACKROCK FDS CORE BD PORTFOLIO INSTL CL
15,045.20 
14,979.21 
1,506.03 
Value of Interest in Registered Investment Companies MFO BLAIR WILLIAM MUT FDS INC SMALL CAP GROWTH FD CL N
7,186.39 
7,000.00 
523.79 
Value of Interest in Registered Investment Companies MFO BRAMWELL FDS INC GROWTH FD
14,167.90 
16,992.86 
879.99 
Value of Interest in Registered Investment Companies MFO BRANDES INVT TR INSTL INTL EQTY FD
37,520.98 
55,686.98 
3,137.21 
Value of Interest in Registered Investment Companies MFO BRANDYWINE FD INC COM OPEN END FD
33,122.39 
42,521.70 
1,811.95 
Value of Interest in Registered Investment Companies MFO BRIDGEWAY FD INC AGGRESSIVE GROWTH PORTFOLIO
18,093.33 
24,052.41 
572.76 
Value of Interest in Registered Investment Companies MFO BRIDGEWAY FD INC ULTRA-SMALL INDEX PORTFOLIO
7,296.92 
6,939.00 
873.88 
Value of Interest in Registered Investment Companies MFO BROWN CAP MGMT SMALL CO FD
11,721.84 
17,652.47 
558.72 
Value of Interest in Registered Investment Companies MFO BUFFALO FDS MID CAP FD
2,912.11 
3,514.08 
372.87 
Value of Interest in Registered Investment Companies MFO BUFFALO SMALL CAP FD INC COM
525,227.00 
642,852.95 
35,488.31 
Value of Interest in Registered Investment Companies MFO BUFFALO USA GLOBAL FD INC COM
1,872.84 
2,265.23 
138.22 
Value of Interest in Registered Investment Companies MFO BURNHAM FINL SERVICES FD CL A
4,180.60
4,053.58 
228.07 
Value of Interest in Registered Investment Companies MFO CALAMOS INVT TR NEW CONV FD CL A
83,862.51 
90,940.85 
4,816.92 
Value of Interest in Registered Investment Companies MFO CALAMOS INVT TR NEW CONV GROWTH & INC FD
90,868.24 
96,865.05 
4,091.32 
Value of Interest in Registered Investment Companies MFO CALAMOS INVT TR NEW GLOBAL CONV FD CL A
71,453.92 
78,179.46 
11,288.14 
Value of Interest in Registered Investment Companies MFO CALAMOS INVT TR NEW GROWTH FD CL A #504
147,746.89 
170,926.82 
4,696.34 
Value of Interest in Registered Investment Companies MFO CALAMOS INVT TR NEW MKT NEUTRAL FD FORMERLY STRATEGIC
8,235.38 
8,154.09 
580.77 
Value of Interest in Registered Investment Companies MFO CGM FOCUS FD
29,970.59 
39,119.81 
1,666.89 
Value of Interest in Registered Investment Companies MFO CGM TR RLTY FD
8,668.37 
10,198.97 
647.86 
Value of Interest in Registered Investment Companies MFO CHOICE FDS BALANCED FD
10,020.85 
17,701.81 
1,675.73 
Value of Interest in Registered Investment Companies MFO CITIZENS FDS SMALL CAP CORE GROWTH FD
3,751.23 
5,000.00 
493.58 
Value of Interest in Registered Investment Companies MFO CITIZENS FDS VALUE FD
3,279.76 
5,000.00 
434.41 
Value of Interest in Registered Investment Companies MFO CITIZENS INVT TR GLOBAL EQTY PORTFOLIO
10,368.28 
16,706.04 
812.56 
Value of Interest in Registered Investment Companies MFO CLIPPER FD INC COM OPEN END FD
480,832.03 
532,009.72 
6,349.29 
Value of Interest in Registered Investment Companies MFO COHEN & STEERS RLTY SHS INC COM
136,230.93 
139,956.57 
3,143.31 
Value of Interest in Registered Investment Companies MFO COLUMBIA HI YIELD FD INC CL Z SHS
22,124.01 
22,356.35 
2,643.25 
Value of Interest in Registered Investment Companies MFO COLUMBIA REAL ESTATE EQTY FD INC COM
73,782.48 
73,445.00 
4,142.76 
Value of Interest in Registered Investment Companies MFO COLUMBIA SMALL CAP FD INC COM
71,711.39 
100,000.00 
4,399.47 
Value of Interest in Registered Investment Companies MFO COLUMBIA SPL FD INC CL Z SHS
7,997.84 
13,486.51 
540.76 
Value of Interest in Registered Investment Companies MFO COLUMBIA STRATEGIC VALUE FD INC COM
32,984.96 
36,696.27 
2,510.27 
Value of Interest in Registered Investment Companies MFO COOKE & BIELER FDS MID CAP EQTY PORTFOLIO
12,062.70 
12,731.38 
879.85 
Value of Interest in Registered Investment Companies MFO CR SUISSE WARBURG PINCUS GLOBAL TELECOMMUNICATIONS FD#759
292.96 
1,069.99 
15.97 
Value of Interest in Registered Investment Companies MFO CR SUISSE WARBURG PINCUS GLOBAL FXD INC FD#8
3,538.02 
3,443.99 
359.56 
Value of Interest in Registered Investment Companies MFO CR SUISSE WARBURG PINCUS JAPAN GROWTH FD FD#32
16,738.61 
108,373.14 
4,451.76 
Value of Interest in Registered Investment Companies MFO CSI EQTY FD
3,783.82 
4,778.06 
332.79 
Value of Interest in Registered Investment Companies MFO CTZN TR EMERGING GROWTH PORTFOLIO FD
13,055.61 
17,833.00 
1,341.79 
Value of Interest in Registered Investment Companies MFO DAVIS N.Y VENTURE FD INC CL A
5,674.61 
6,643.09 
270.99 
Value of Interest in Registered Investment Companies MFO DAVIS SER INC FINL FD CL A
3,159.00 
4,070.84 
118.23 
Value of Interest in Registered Investment Companies MFO DELAFIELD FD INC COM INST CL
155,667.41 
172,239.27 
8,539.08 
Value of Interest in Registered Investment Companies MFO DFA EMERGING MARKETS VALUE
3,889.87 
4,131.15 
488.68 
Value of Interest in Registered Investment Companies MFO DFA INTL SMALL CO PORTFOLIO FD
1,593.60 
1,809.65 
217.71 
Value of Interest in Registered Investment Companies MFO DFA INVT DIMENSIONS GROUP INC INTL SMALL CAP VALUE PORTFOLIO
8,336.54 
8,928.95 
1,132.68 
Value of Interest in Registered Investment Companies MFO DFA INVT DIMENSIONS GROUP INC LARGE CAP HI BOOK MKT PORTFOLIO
34,735.57 
41,166.73 
2,684.36 
Value of Interest in Registered Investment Companies MFO DFA INVT DIMENSIONS GROUP INC REAL ESTATE SECS PORTFOLIO
15,418.18 
16,098.23 
1,080.46 
Value of Interest in Registered Investment Companies MFO DFA U.S 6-10 VALUE PORT
32,772.90 
40,419.21 
2,132.26 
Value of Interest in Registered Investment Companies MFO DFA US MICRO CAP PORTFOLIO
8,800.59 
11,667.74 
1,031.72 
Value of Interest in Registered Investment Companies MFO DFA US SMALL CAP PORTFOLIO
4,856.13 
6,429.32 
435.14 
Value of Interest in Registered Investment Companies MFO DIMENSIONAL FD ADVISORS INTL VALUE PORTFOLIO
14,191.58 
17,721.99 
1,592.77 
Value of Interest in Registered Investment Companies MFO DIMENSIONAL INVT GROUP INC AAM/DFA US HI BOOK TO MKT PORTFOLIO
15,024.05 
17,585.89 
1,832.20 
Value of Interest in Registered Investment Companies MFO DODGE & COX BALANCED FD COM
510,013.50 
512,310.82 
8,395.28 
Value of Interest in Registered Investment Companies MFO DODGE & COX INC FD
686,330.71 
679,611.25 
53,745.55 
Value of Interest in Registered Investment Companies MFO DODGE & COX STOCK FD OPEN END FD
492,649.88 
518,307.31 
5,595.12 
Value of Interest in Registered Investment Companies MFO DREYFUS APPRECIATION FD INC
86,525.99 
104,385.39 
2,773.27 
Value of Interest in Registered Investment Companies MFO DREYFUS FOUNDERS FDS INC BALANCED FDCL F
4,024.07 
6,652.90 
601.51 
Value of Interest in Registered Investment Companies MFO DREYFUS GNMA FD INC COM
15,158.09 
14,228.81 
1,000.53 
Value of Interest in Registered Investment Companies MFO DREYFUS GROWTH & VALUE FDS INC EMERGING LEADERS FD
4,352.41 
5,833.67 
156.79 
Value of Interest in Registered Investment Companies MFO DREYFUS GROWTH & VALUE FDS INC MIDCAP VALUE FD
105,033.62 
159,657.43 
5,991.65 
Value of Interest in Registered Investment Companies MFO DREYFUS GROWTH & VALUE FDS INC PREMIER TECH GROWTH FD CL A
9,333.45 
13,486.82 
618.52 
Value of Interest in Registered Investment Companies MFO DREYFUS GROWTH & VALUE FDS INC INTL VALUE FD
11,806.34 
13,162.50 
980.59 
Value of Interest in Registered Investment Companies MFO DREYFUS GROWTH OPPORTUNITY FD INC COM
891.29 
1,142.52 
143.06 
Value of Interest in Registered Investment Companies MFO DREYFUS INDEX FDS INTL STK FD
4,475.49 
7,277.77 
509.74 
Value of Interest in Registered Investment Companies MFO DREYFUS INDEX FDS S&P 500 INDEX FD
5,100.57 
7,244.80 
199.24 
Value of Interest in Registered Investment Companies MFO DREYFUS INDEX FDS SMALL CAP STK FD
18,846.58 
20,163.85 
1,510.14 
Value of Interest in Registered Investment Companies MFO DREYFUS INTL FDS INC EMERGING MKTS FD
18,267.38 
20,054.58 
1,647.19 
Value of Interest in Registered Investment Companies MFO DREYFUS INVT GRADE BD FDS INC INTER TERM INC FD INV SHS
164,501.86 
165,620.53 
12,851.71 
Value of Interest in Registered Investment Companies MFO DREYFUS MIDCAP INDEX FD
4,076.55 
4,743.04 
233.35 
Value of Interest in Registered Investment Companies MFO DREYFUS SHORT TERM INC FD
126,755.07 
131,453.67 
10,936.59 
Value of Interest in Registered Investment Companies MFO DRIEHAUS MUT FDS INTL DISCOVERY FD
35,486.77 
40,000.00 
1,815.18 
Value of Interest in Registered Investment Companies MFO EATON VANCE GROWTH TR WORLDWIDE HLTHSCIENCES FD CL A
10,680.13 
13,920.23 
1,396.10 
Value of Interest in Registered Investment Companies MFO EATON VANCE INC FD BSTN INC COM
1,966.40 
2,121.50 
360.15 
Value of Interest in Registered Investment Companies MFO EVERGREEN OMEGA FD
20,035.10 
24,584.24 
1,178.54 
Value of Interest in Registered Investment Companies MFO EXCELSIOR FDS INC ENERGY & NAT RES FD
11,530.17 
15,519.97 
964.06 
Value of Interest in Registered Investment Companies MFO EXCELSIOR VALUE & RESTRUCTURING FD
159,567.79 
209,363.02 
6,523.62 
Value of Interest in Registered Investment Companies MFO FBR FAMILY FDS FINL SVCS FD CL A
14,884.47 
15,900.24 
850.54 
Value of Interest in Registered Investment Companies MFO FBR FAMILY FDS SMALL CAP FINL FD
41,332.49 
38,911.86 
1,703.73 
Value of Interest in Registered Investment Companies MFO FBR FAMILY FDS SMALL CAP VALUE FD
3,032.66 
2,975.20 
136.12 
Value of Interest in Registered Investment Companies MFO FEDT EQTY FDS CAP APPREAC FD CL A
26,891.74 
30,233.63 
1,388.32 
Value of Interest in Registered Investment Companies MFO FEDT EQTY FDS KAUFMANN FD CL A SHS
3,670.21 
4,500.00 
1,063.83 
Value of Interest in Registered Investment Companies MFO FEDT INC TR SH BEN INT INSTL SH
14,987.82 
14,932.14 
1,405.99 
Value of Interest in Registered Investment Companies MFO FEDT INDEX TR FEDT MID-CAP INDEX FD
120,356.98 
142,787.54 
8,440.18 
Value of Interest in Registered Investment Companies MFO FEDT STK TR SH BEN INT
14,081.36 
17,394.35 
518.08 
Value of Interest in Registered Investment Companies MFO FEDT TOTAL RETURN SERS INC MTG FD INSTL SHS
2,942.24 
2,964.23 
284.55 
Value of Interest in Registered Investment Companies MFO FEDT US GOVT SEC FD 2-5 YRS OPEN ENDFD
29,310.83 
29,060.93 
2,511.64 
Value of Interest in Registered Investment Companies MFO FENIMORE AST MGMT TR FAM EQTY INC FD
87,749.59 
90,854.10 
5,679.59 
Value of Interest in Registered Investment Companies MFO FENIMORE AST MGMT TR FAM VALUE FD
22,747.08 
24,701.69 
675.19 
Value of Interest in Registered Investment Companies MFO FID AGGRESSIVE GROWTH FD
4,553.11 
6,550.95 
406.89 
Value of Interest in Registered Investment Companies MFO FID CAP & INC FD SH BEN INT
15,548.61 
16,802.28 
2,475.89 
Value of Interest in Registered Investment Companies MFO FID DIVERSIFIED INTL FD OPEN END FD
88,233.99 
98,408.48 
5,141.84 
Value of Interest in Registered Investment Companies MFO FID EQTY INC FD SH BEN INT
124,110.93 
147,310.91 
3,128.58 
Value of Interest in Registered Investment Companies MFO FID FINL TR CONV SEC FD
38,407.81 
47,983.62 
2,350.54 
Value of Interest in Registered Investment Companies MFO FID GINNIE MAE FD
31,036.39 
30,369.28 
2,761.25 
Value of Interest in Registered Investment Companies MFO FID HASTINGS STR TR CONTRAFD II
17,638.16 
21,697.07 
2,034.39 
Value of Interest in Registered Investment Companies MFO FID MID CAP STK FD
67,228.97 
95,871.23 
4,134.62 
Value of Interest in Registered Investment Companies MFO FID SELECT AMER GOLD PORTFOLIO FD OPEN END FD
52,624.00 
43,421.55 
2,200.00 
Value of Interest in Registered Investment Companies MFO FID SELECT BIOTECHNOLOGY
2,083.44 
3,616.27 
53.79 
Value of Interest in Registered Investment Companies MFO FID SELECT FINL SVCS
2,246.76 
2,576.48 
25.31 
Value of Interest in Registered Investment Companies MFO FID SELECT PORTFOLIOS
91,548.27 
91,604.94 
91,548.27 
Value of Interest in Registered Investment Companies MFO FID SELECT PORTFOLIOS DEFENSE & AEROSPACE PORTFOLIO
25,527.48 
29,537.63 
643.66 
Value of Interest in Registered Investment Companies MFO FID SELECT PORTFOLIOS ELECTRS PORTFOLIO
77,872.19 
198,951.35 
3,195.41 
Value of Interest in Registered Investment Companies MFO FID UN STR TR EXPT & MULTINATIONAL FD
6,807.74 
8,069.48 
495.11 
Value of Interest in Registered Investment Companies MFO FIDELITY BALANCED FD OPEN END FD
9,657.60 
10,472.34 
726.68 
Value of Interest in Registered Investment Companies MFO FIDELITY DVD GROWTH FD OPEN END FD
64,873.33 
83,842.17 
2,906.51 
Value of Interest in Registered Investment Companies MFO FIDELITY EQTY INC FD REAL ESTATE INVT PORTFOLIO OPEN END FD
77,921.80 
75,871.00 
4,237.18 
Value of Interest in Registered Investment Companies MFO FIDELITY FD OPEN END FD
11,468.71 
18,272.10 
515.22 
Value of Interest in Registered Investment Companies MFO FIDELITY GROWTH COMPANY FUND
810,388.99 
1,017,606.81 
22,879.42 
Value of Interest in Registered Investment Companies MFO FIDELITY INVT GRADE BD FD OPEN END FD
34,181.41 
33,939.87 
4,515.38 
Value of Interest in Registered Investment Companies MFO FIDELITY INVT TR JAPAN SMALL COS FD
8,019.69 
10,000.00 
1,245.29 
Value of Interest in Registered Investment Companies MFO FIDELITY LOW PRICED STOCK FUND
370,445.24 
363,122.88 
14,717.73 
Value of Interest in Registered Investment Companies MFO FIDELITY MAGELLAN FD INC OPEN END FD
400,960.93 
482,478.82 
5,078.03 
Value of Interest in Registered Investment Companies MFO FIDELITY OTC PORTFOLIO OPEN END FD
408,301.46 
417,581.99 
17,076.60 
Value of Interest in Registered Investment Companies MFO FIDELITY OVERSEAS FD OPEN END FD
53,178.82 
60,611.41 
2,417.22 
Value of Interest in Registered Investment Companies MFO FIDELITY PURITAN FD OPEN END FD
92,735.30 
90,814.98 
5,873.04 
Value of Interest in Registered Investment Companies MFO FIDELITY SECS FD BLUE CHIP GROWTH FD
30,502.38 
29,468.24 
954.99 
Value of Interest in Registered Investment Companies MFO FIDELITY SELECT PORTFOLIOS AIR TRANSN PORTFOLIO
2,041.30 
2,522.06 
92.58 
Value of Interest in Registered Investment Companies MFO FIDELITY SELECT PORTFOLIOS ENERGY PORTFOLIO
24,744.70 
27,200.75 
1,205.88 
Value of Interest in Registered Investment Companies MFO FIDELITY SELECT PORTFOLIOS ENERGY SVC PORTFOLIO
32,058.72 
34,815.04 
1,091.18 
Value of Interest in Registered Investment Companies MFO FIDELITY SELECT PORTFOLIOS HLTH CAREPORTFOLIO
3,488.02 
4,067.73 
34.20 
Value of Interest in Registered Investment Companies MFO FIDELITY SELECT PORTFOLIOS TECH FD
322,993.58 
407,148.51 
8,567.47 
Value of Interest in Registered Investment Companies MFO FIDELITY VALUE FD OPEN END FD
4,987.62 
5,101.07 
107.52 
Value of Interest in Registered Investment Companies MFO FIRSTHAND FDS TECH LEADERS FD
977.94 
4,732.54 
91.83 
Value of Interest in Registered Investment Companies MFO FMI COM STK FD INC COM
1,512.35 
1,500.00 
82.37 
Value of Interest in Registered Investment Companies MFO FMI FDS INC FOCUS FD
167,948.10 
219,494.75 
7,311.63 
Value of Interest in Registered Investment Companies MFO FORUM FDS POLARIS GLOBAL VALUE FD
8,481.04 
10,093.95 
1,021.81 
Value of Interest in Registered Investment Companies MFO FOUNDERS FDS INC BLUE CHIP FD
3,765.78 
7,964.28 
1,075.94 
Value of Interest in Registered Investment Companies MFO FPA NEW INC INC COM
59,842.67 
61,252.13 
5,500.25 
Value of Interest in Registered Investment Companies MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV
463,744,582.64 
463,744,582.64 
463,744,582.64 
Value of Interest in Registered Investment Companies MFO FRANKLIN MUTUAL BEACON FD CL Z
105,999.24 
121,332.38 
9,372.17 
Value of Interest in Registered Investment Companies MFO FREMONT BD FD
38,391.18 
38,531.93 
3,687.91 
Value of Interest in Registered Investment Companies MFO FREMONT MUT FDS INC U S MICRO-CAP FD
7,236.09 
9,823.10 
381.25 
Value of Interest in Registered Investment Companies MFO FRKLN CAL GROWTH FD CL A
43,905.48 
41,471.42 
1,841.67 
Value of Interest in Registered Investment Companies MFO FRKLN STRATEGIC SER BIOTECHNOLOGY DISCOVERY FD
2,354.56 
6,547.10 
70.52 
Value of Interest in Registered Investment Companies MFO GABELLI AST FD SH BEN INT OPEN END FD
13,455.05 
15,007.86 
476.29 
Value of Interest in Registered Investment Companies MFO GABELLI EQTY INC FD
23,164.53 
25,430.85 
1,779.15 
Value of Interest in Registered Investment Companies MFO GABELLI GLOBAL SER FDS INC GLOBAL GROWTH FD
7,340.32 
11,838.00 
631.70 
Value of Interest in Registered Investment Companies MFO GABELLI GOLD FD INC COM
148,876.78 
135,120.00 
12,123.52 
Value of Interest in Registered Investment Companies MFO GABELLI GROWTH FD OPEN END FD
28,377.76 
49,934.88 
1,494.35 
Value of Interest in Registered Investment Companies MFO GABELLI VALUE FD INC COM OPEN END FD
36,559.13 
43,489.18 
2,647.29 
Value of Interest in Registered Investment Companies MFO GABELLI WESTWOOD FDS MIGHTY MITES FDCL AAA RETAIL CL
5,013.09 
5,000.00 
436.30 
Value of Interest in Registered Investment Companies MFO GABELLI WESTWOOD FDS RLTY FD CL AAA
2,026.67 
2,018.77 
203.07 
Value of Interest in Registered Investment Companies MFO GOLDMAN SACHS TR GLOBAL INC FD CL A
2,117.09 
2,059.84 
144.81
Value of Interest in Registered Investment Companies MFO HBR FD BD FD
92,041.31 
92,863.72 
7,866.78 
Value of Interest in Registered Investment Companies MFO HBR FD CAP APPRECIATION FD
120,229.61 
166,963.17 
5,949.02 
Value of Interest in Registered Investment Companies MFO HBR FD INTL FD
8,717.17 
10,253.96 
324.54 
Value of Interest in Registered Investment Companies MFO HEARTLAND GROUP INC SELECT VALUE FD
21,772.31 
20,048.73 
1,464.18 
Value of Interest in Registered Investment Companies MFO HEARTLAND VALUE FD OPEN END FD
249,861.90 
289,078.26 
7,942.21 
Value of Interest in Registered Investment Companies MFO HENNESSY MUT FDS INC CORNERSTONE GROWTH FD
14,658,969.52 
15,707,078.39 
1,104,669.90 
Value of Interest in Registered Investment Companies MFO HERITAGE SER TR GROWTH EQTY FD CL A
12,683.08 
14,575.56 
587.72 
Value of Interest in Registered Investment Companies MFO HOTCHKIS & WILEY FDS SMALL CAP VALUEFD CL A
11,262.22 
11,062.25 
392.00 
Value of Interest in Registered Investment Companies MFO HUSSMAN INVT TR STRATEGIC GROWTH FD
27,370.53 
29,806.78 
2,161.97 
Value of Interest in Registered Investment Companies MFO ICON FDS CL I
86,493.80 
91,867.59 
9,350.68 
Value of Interest in Registered Investment Companies MFO ICON FDS ENERGY FD
32,094.88 
36,450.85 
2,539.15 
Value of Interest in Registered Investment Companies MFO ICON FDS FINL FD
2,059.08 
2,816.02 
230.32 
Value of Interest in Registered Investment Companies MFO ICON FDS HEALTHCARE FD
8,765.12 
9,240.00 
847.69 
Value of Interest in Registered Investment Companies MFO ICON FDS INFORMATION TECH FD
3,903.38 
6,567.50 
654.93 
Value of Interest in Registered Investment Companies MFO ICON FDS LEISURE & CNSMR STAPLES FD
9,235.07 
10,000.00 
852.73 
Value of Interest in Registered Investment Companies MFO ING MUT FDS INTL SMALL CAP GROWTH FDCL Q
3,046.56 
4,000.00 
152.56 
Value of Interest in Registered Investment Companies MFO INST'L S & P 500 INDEX FD
159,423.40 
217,592.35 
23,239.56 
Value of Interest in Registered Investment Companies MFO INTERNET FD INC COM
6,589.18 
12,373.01 
394.80 
Value of Interest in Registered Investment Companies MFO INVESCO BD FDS INC HI YIELD FD INV CL
24,870.43 
46,122.37 
7,582.45 
Value of Interest in Registered Investment Companies MFO INVESCO DYNAMICS FD
5,393.59 
9,926.33 
505.97 
Value of Interest in Registered Investment Companies MFO INVESCO EQTY INC FD INV CL
33,555.43 
48,771.57 
3,506.32 
Value of Interest in Registered Investment Companies MFO INVESCO INTL FDS INC EUROPEAN FD INVCL
69,309.87 
162,810.74 
8,954.76 
Value of Interest in Registered Investment Companies MFO INVESCO SECTOR FDS INC HLTH SCIENCESFD INV CL
68,564.42 
105,290.84 
1,811.00 
Value of Interest in Registered Investment Companies MFO INVESCO SECTOR FDS INC TECH FD #55 CL II
109,594.38 
316,760.43 
6,375.47 
Value of Interest in Registered Investment Companies MFO INVESCO STK FDS INC SMALL CO GROWTH FD INV CL
98,730.02 
231,526.82 
11,852.34 
Value of Interest in Registered Investment Companies MFO IPS FDS MILLENNIUM FD
20,220.29 
41,081.14 
932.67 
Value of Interest in Registered Investment Companies MFO JANUS 20 FD OPEN END FD
398,827.57 
549,934.46 
13,747.93 
Value of Interest in Registered Investment Companies MFO JANUS CORE EQTY FD
5,971.21 
7,370.99 
408.15 
Value of Interest in Registered Investment Companies MFO JANUS FD INC CAP OPEN END FD
57,221.32 
119,509.02 
3,211.07 
Value of Interest in Registered Investment Companies MFO JANUS GROWTH & INC FD
152,132.94 
206,234.63 
6,518.12 
Value of Interest in Registered Investment Companies MFO JANUS INVT FD BALANCED FD
35,946.69 
39,252.95 
2,010.44 
Value of Interest in Registered Investment Companies MFO JANUS INVT FD ENTERPRISE FD
34,747.68 
106,140.21 
1,514.06 
Value of Interest in Registered Investment Companies MFO JANUS INVT FD FLEXIBLE INC FD
150,859.85 
152,225.94 
15,665.61 
Value of Interest in Registered Investment Companies MFO JANUS INVT FD GLOBAL LIFE SCIENCES FD
30,233.56 
53,528.34 
2,462.02 
Value of Interest in Registered Investment Companies MFO JANUS INVT FD GLOBAL TECH FD
59,809.02 
182,047.28 
8,341.57 
Value of Interest in Registered Investment Companies MFO JANUS INVT FD GLOBAL VALUE FD
72,479.29 
89,291.14 
8,089.21 
Value of Interest in Registered Investment Companies MFO JANUS INVT FD HIGH-YIELD
66,067.75 
65,526.49 
7,365.41 
Value of Interest in Registered Investment Companies MFO JANUS INVT FD JANUS FD 2
24,182.23 
44,822.44 
4,846.14 
Value of Interest in Registered Investment Companies MFO JANUS INVT FD OLYMPUS FD
122,048.62 
359,462.47 
6,102.43 
Value of Interest in Registered Investment Companies MFO JANUS INVT FD ORION FD
4,992.60 
8,933.56 
1,188.72 
Value of Interest in Registered Investment Companies MFO JANUS INVT FD OVERSEAS FD
155,521.93 
194,460.87 
10,171.48 
Value of Interest in Registered Investment Companies MFO JANUS INVT FD SPL SITUATIONS FD
47,281.07 
84,002.24 
4,485.87 
Value of Interest in Registered Investment Companies MFO JANUS INVT FD STRATEGIC VALUE FD #61
83,925.74 
123,326.73 
11,887.50 
Value of Interest in Registered Investment Companies MFO JANUS INVT FD WORLDWIDE FD
995,690.06 
1,646,522.73 
30,989.42 
Value of Interest in Registered Investment Companies MFO JANUS MERCURY FD OPEN END FD
178,442.08 
358,977.48 
12,089.57 
Value of Interest in Registered Investment Companies MFO JENSEN PORTFOLIO INC COM
18,908,597.23 
19,575,837.05 
942,132.40 
Value of Interest in Registered Investment Companies MFO JOHNSON SMALL CAP VALUE FD
12,031.97 
15,373.29 
1,286.84 
Value of Interest in Registered Investment Companies MFO JP MORGAN H&Q IPO CL A
569.77 
0.00 
159.60 
Value of Interest in Registered Investment Companies MFO JULIUS BAER INVT FDS INTL EQTY FD CLA
164,438.94 
183,177.04 
8,330.24 
Value of Interest in Registered Investment Companies MFO LIBERTY ACORN TR CL Z
8,230.30 
9,303.38 
530.99 
Value of Interest in Registered Investment Companies MFO LIBERTY FDS TR III COLONIAL SELECT VALUE FD CL A
3,059.59 
3,494.71 
163.09 
Value of Interest in Registered Investment Companies MFO LIBERTY FDS TR VI GROWTH & INC FD CLA
54,581.14 
71,479.33 
3,975.32 
Value of Interest in Registered Investment Companies MFO LIBERTY FDS TR VII NEWPORT TIGER FD CL A
3,616.25 
151.58 
444.26 
Value of Interest in Registered Investment Companies MFO LIBERTY INC CL Z
32,652.28 
32,351.33 
3,415.51 
Value of Interest in Registered Investment Companies MFO LONGLEAF PARTNERS FDS TR INTL FD
62,651.43 
75,224.61 
6,284.00 
Value of Interest in Registered Investment Companies MFO LONGLEAF PARTNERS FDS TR SH BEN INT
252,884.39 
270,565.67 
11,370.70 
Value of Interest in Registered Investment Companies MFO LONGLEAF PARTNERS FDS TR SMALL CAP FD
44,649.19 
48,856.70 
2,196.22 
Value of Interest in Registered Investment Companies MFO LOOMIS SAYLES BD FD OPEN END FD
243,335.79 
262,573.26 
22,141.56 
Value of Interest in Registered Investment Companies MFO LOOMIS SAYLES FDS AGGRESSIVE GROWTH FD RETAIL CL
4,222.62 
7,562.70 
406.02 
Value of Interest in Registered Investment Companies MFO LOOMIS SAYLES FDS SMALL CAP VALUE FDRETAIL CL
20,849.84 
24,043.32 
1,154.48 
Value of Interest in Registered Investment Companies MFO LORD ABBETT AFFILIATED FD INC CL A
13,336.11 
15,325.72 
1,266.49 
Value of Interest in Registered Investment Companies MFO LORD ABBETT MID-CAP VALUE FD CL A
11,589.15 
11,600.00 
731.64 
Value of Interest in Registered Investment Companies MFO MANAGERS FDS BD FD BD FD
65,392.06 
63,311.13 
2,788.57 
Value of Interest in Registered Investment Companies MFO MANAGERS FDS CAP APPRECIATION FD
6,800.79 
13,860.66 
334.03 
Value of Interest in Registered Investment Companies MFO MANAGERS FDS EMERGING MKTS EQTY FD
1,497.29 
1,502.55 
170.15 
Value of Interest in Registered Investment Companies MFO MANAGERS FDS INTL EQTY FD
73,272.64 
102,159.06 
2,346.23 
Value of Interest in Registered Investment Companies MFO MANAGERS FDS SPL EQTY FD
74,049.33 
96,609.89 
1,344.40 
Value of Interest in Registered Investment Companies MFO MARKETOCRACY FDS MASTERS 100 FD
2,122.80 
2,001.05 
217.50 
Value of Interest in Registered Investment Companies MFO MARKMAN TOTAL RETURN PORTFOLIO
1,874.10 
5,959.09 
292.37 
Value of Interest in Registered Investment Companies MFO MARSICO INVT FD FOCUS FD
95,163.43 
135,542.35 
8,399.24 
Value of Interest in Registered Investment Companies MFO MARSICO INVT FD GROWTH & INC FD
73,774.62 
88,487.40 
6,305.52 
Value of Interest in Registered Investment Companies MFO MASTERS SELECT FDS INTL FD
39,097.22 
43,641.87 
3,653.95 
Value of Interest in Registered Investment Companies MFO MASTERS SELECT FDS VALUE FD
59,399.98 
65,892.52 
6,055.04 
Value of Interest in Registered Investment Companies MFO MATTHEWS INTL FDS ASIAN CONV SECS FD
57,717.09 
60,560.30 
5,598.17 
Value of Interest in Registered Investment Companies MFO MATTHEWS INTL FDS DRAGON CENTY CHINAFD CL I
41,561.14 
44,874.04 
4,832.69 
Value of Interest in Registered Investment Companies MFO MATTHEWS INTL FDS JAPAN FD CL I
1,965.22 
2,562.41 
237.35 
Value of Interest in Registered Investment Companies MFO MATTHEWS INTL FDS PAC TIGER FD CL I
9,827.42 
10,230.32 
1,192.65 
Value of Interest in Registered Investment Companies MFO MATTHEWS KOREA FD
142,316.48 
183,498.64 
40,430.82 
Value of Interest in Registered Investment Companies MFO MERGER SH BEN INT
33,362.01 
36,312.43 
2,429.86 
Value of Interest in Registered Investment Companies MFO MERIDIAN FD INC COM OPEN END FD
21,038.86 
25,467.19 
915.53 
Value of Interest in Registered Investment Companies MFO MERIDIAN FD INC VALUE FD
278,922.30 
297,961.46 
9,929.59 
Value of Interest in Registered Investment Companies MFO MET W FDS LOW DURATION BD FD
43,751.64 
45,826.34 
4,649.48 
Value of Interest in Registered Investment Companies MFO METROPOLITIAN W TOTAL RETURN BD
54,747.13 
58,245.32 
5,886.79 
Value of Interest in Registered Investment Companies MFO MIDAS FD INC COM
37,778.64 
36,704.56 
24,691.92 
Value of Interest in Registered Investment Companies MFO MONTGOMERY FDS EMERGING MKTS FD INC OPEN END FD
1,464.69 
1,500.00 
185.87 
Value of Interest in Registered Investment Companies MFO MONTGOMERY FDS II EMERGING MKTS FOCUS FD CL R
3,661.22 
3,920.25 
288.51 
Value of Interest in Registered Investment Companies MFO MONTGOMERY FDS II GLOBAL LONG-SHORT FD CL R
3,123.20 
6,389.16 
314.21 
Value of Interest in Registered Investment Companies MFO MONTGOMERY FDS SHORT DURATION GOVT FD
23,372.93 
23,287.84 
2,267.02 
Value of Interest in Registered Investment Companies MFO MORGAN STANLEY INSTL FD INC U S REALESTATE PORT CL A
59,660.95 
65,226.34 
4,403.02 
Value of Interest in Registered Investment Companies MFO MORGAN STANLEY INSTL FD MID CAP GROWTH PORT INSTL CL
5,175.22 
10,629.19 
428.41 
Value of Interest in Registered Investment Companies MFO MUNDER FDS INC NETNET FD CL A
628.28 
4,021.73 
63.02 
Value of Interest in Registered Investment Companies MFO N E INVS TR SH BEN INT
75,999.72 
99,836.13 
10,780.10 
Value of Interest in Registered Investment Companies MFO N/I NUMERIC INVS SMALL CAP VALUE FD
4,945.20 
5,867.38 
341.99 
Value of Interest in Registered Investment Companies MFO NATIONS FD INC INTL VALUE FD INV CL A
105,412.21 
129,790.67 
8,184.18 
Value of Interest in Registered Investment Companies MFO NATIONS FD TR MARSICO FOUSED EQUITIES FD INV A
8,678.81 
9,000.00 
683.37 
Value of Interest in Registered Investment Companies MFO NATIONS INTL VALUE FD PRIM CL A
28,410.59 
35,606.70 
2,200.67 
Value of Interest in Registered Investment Companies MFO NEEDHAM FDS INC GROWTH FD
119,643.19 
160,908.61 
6,006.18 
Value of Interest in Registered Investment Companies MFO NEUBERGER & BERMAN EQTY FDS GENESIS FD
14,342.19 
13,993.21 
729.51 
Value of Interest in Registered Investment Companies MFO NEUBERGER & BERMAN FOCUS FD OPEN ENDFD
32,914.28 
59,839.99 
1,509.14 
Value of Interest in Registered Investment Companies MFO NEUBERGER & BERMAN GUARDIAN EQTY FD COM OPEN END FD
8,274.37 
16,368.52 
779.13 
Value of Interest in Registered Investment Companies MFO NEUBERGER & BERMAN INC FDS LTD MAT BD FD
2,553.97 
2,531.05 
263.57 
Value of Interest in Registered Investment Companies MFO OAK ASSOCS FDS BLACK OAK EMERGING TECH FD
4,964.59 
22,037.78 
3,761.05 
Value of Interest in Registered Investment Companies MFO OAK ASSOCS FDS RED OAK TECH SELECT PORTFOLIO
12,782.70 
60,878.20 
2,979.65 
Value of Interest in Registered Investment Companies MFO OAKMARK EQTY & INC FD CL I
461,430.92 
472,554.74 
25,649.30 
Value of Interest in Registered Investment Companies MFO OAKMARK FD CL I
437,923.50 
497,563.02 
14,558.63 
Value of Interest in Registered Investment Companies MFO OAKMARK GLOBAL FD CL I
64,434.15 
70,166.01 
4,964.11 
Value of Interest in Registered Investment Companies MFO OAKMARK INTL FD OPEN END FD
202,611.93 
233,387.98 
15,419.48 
Value of Interest in Registered Investment Companies MFO OAKMARK INTL SMALL CAP FD CL I
62,035.98 
72,833.18 
5,841.43 
Value of Interest in Registered Investment Companies MFO OAKMARK SELECT FD CL I
251,331.06 
267,160.58 
10,551.26 
Value of Interest in Registered Investment Companies MFO OAKMARK SMALL CAP FD CL I
26,152.58 
32,513.70 
1,740.03 
Value of Interest in Registered Investment Companies MFO OLSTEIN FDS FINL ALERT FD ADVISER CL
8,162.62 
10,898.30 
660.41 
Value of Interest in Registered Investment Companies MFO OPPENHEIMER DEVELOPING MKTS FDS CL A
1,928.85 
2,029.02 
149.87 
Value of Interest in Registered Investment Companies MFO OPPENHEIMER GLOBAL FD CL A
9,422.76 
10,000.00 
260.01 
Value of Interest in Registered Investment Companies MFO OPPENHEIMER QUEST VALUE FD -A
13,657.81 
17,000.00 
903.29 
Value of Interest in Registered Investment Companies MFO OPPENHEIMER REAL AST FD CL A
6,591.26 
6,200.00 
1,003.24 
Value of Interest in Registered Investment Companies MFO PAPP L ROY STK FD INC OPEN END FD
2,403.83 
3,000.00 
100.71 
Value of Interest in Registered Investment Companies MFO PAPP SMALL & MID-CAP GROWTH FD INC COM
4,392.52 
5,000.00 
230.94 
Value of Interest in Registered Investment Companies MFO PARNASSUS INC TR EQTY INC FD
43,693.09 
44,314.46 
2,061.00 
Value of Interest in Registered Investment Companies MFO PAX WORLD FD INC OPEN END FD
45,987.09 
51,391.38 
2,580.65 
Value of Interest in Registered Investment Companies MFO PAYDEN & RYGEL GLOBAL FXD INC FD OPEN END FD
41,632.16 
41,109.92 
4,065.64 
Value of Interest in Registered Investment Companies MFO PAYDEN & RYGEL INVT GROUP GNMA FD
4,795.37 
4,847.80 
455.40 
Value of Interest in Registered Investment Companies MFO PBHG FDS INC CLIPPER FOCUS FD
104,566.23 
112,867.76 
7,909.70 
Value of Interest in Registered Investment Companies MFO PBHG FDS INC FOCUSED VALUE FD
6,038.38 
8,298.48 
473.97 
Value of Interest in Registered Investment Companies MFO PBHG FDS INC LARGE CAP GROWTH FD ISIN #US69316H3049
16,278.37 
31,882.01 
1,099.15 
Value of Interest in Registered Investment Companies MFO PBHG FDS INC LARGE CAP VALUE FD PBHGCL
88,028.22 
115,377.49 
8,655.68 
Value of Interest in Registered Investment Companies MFO PBHG FDS INC SELECT EQTY FD
9,066.77 
32,570.08 
562.80 
Value of Interest in Registered Investment Companies MFO PBHG FDS INC STRATEGIC SMALL CO FD PBHG CL
2,040.89 
3,000.00 
223.05 
Value of Interest in Registered Investment Companies MFO PBHG FDS INC TECH & COMMUNICATIONS FD
23,705.13 
151,348.68 
3,177.63 
Value of Interest in Registered Investment Companies MFO PBHG GROWTH FD INC COMMOM OPEN END FD
61,555.20 
155,703.66 
4,340.99 
Value of Interest in Registered Investment Companies MFO PBHG MID CAP VALUE FD
309,661.63 
352,257.68 
24,249.15 
Value of Interest in Registered Investment Companies MFO PBHG SMALL CAP VALUE FD
2,615.65 
3,775.73 
186.30 
Value of Interest in Registered Investment Companies MFO PICTET FDS EASTN EUROPEAN FD INSTL CL
10,209.61 
10,138.32 
916.48 
Value of Interest in Registered Investment Companies MFO PIMCO FDS MULTI MANAGER SER RENAISSANCE FD CL D
38,352.24 
55,742.67 
2,630.47 
Value of Interest in Registered Investment Companies MFO PIMCO FDS MULTI MANAGER SER RCM BIOTECHNOLOGY FD CL D
40,966.80 
56,464.88 
2,490.38 
Value of Interest in Registered Investment Companies MFO PIMCO FDS MULTI MANAGER SER RCM GLOBAL HEALTHCARE FD CL D
39,155.84 
55,152.72 
2,598.26 
Value of Interest in Registered Investment Companies MFO PIMCO FDS MULTI MANAGER SER RCM GLOBAL TECH FD CL D
39,782.69 
73,685.07 
2,211.38 
Value of Interest in Registered Investment Companies MFO PIMCO FDS PAC INVT MGMT SER SHORT-TERM FD CL D
14,942.18 
14,867.78 
1,495.71 
Value of Interest in Registered Investment Companies MFO PIMCO FDS PAC INVT MGMT SER EMERGINGMKTS BD FD CL D
25,249.22 
25,081.99 
2,729.65 
Value of Interest in Registered Investment Companies MFO PIMCO FDS PAC INVT MGMT SER FGN BD FD CL D
24,543.89 
23,728.89 
2,319.84 
Value of Interest in Registered Investment Companies MFO PIMCO FDS PAC INVT MGMT SER HI YIELDFD CL D
1,971.98 
2,084.37 
231.45 
Value of Interest in Registered Investment Companies MFO PIMCO FDS PAC INVT MGMT SER HI YIELDFD INSTL CL
24,812.91 
27,300.00 
2,912.31 
Value of Interest in Registered Investment Companies MFO PIMCO FDS PAC INVT MGMT SER REAL RETURN
23,281.00 
22,520.68 
2,067.58 
Value of Interest in Registered Investment Companies MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN FD CL D
354,402.18 
357,127.29 
33,214.83 
Value of Interest in Registered Investment Companies MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN FD INSTL CL
10,276.91 
10,115.04 
963.16 
Value of Interest in Registered Investment Companies MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN MTG FD CL D
49,172.42 
49,490.18 
4,595.55 
Value of Interest in Registered Investment Companies MFO PIMCO REAL RETURN BD FD CL D
151,278.07 
144,652.47 
13,435.00 
Value of Interest in Registered Investment Companies MFO PIONEER EMERGING MKTS FD CL A SHS
10,590.43 
12,081.72 
1,055.88 
Value of Interest in Registered Investment Companies MFO PIONEER HI YIELD FD CL A
90,360.51 
99,901.52 
9,315.52 
Value of Interest in Registered Investment Companies MFO PREMIER FDS BLUE CHIP INV FD
32,613.10 
41,380.85 
391.75 
Value of Interest in Registered Investment Companies MFO PRICE T ROWE GROWTH STK FD INC COM
18,767.10 
24,099.32 
1,010.07 
Value of Interest in Registered Investment Companies MFO PRICE T ROWE HLTH SCI FD INC COM
7,862.62 
10,350.12 
541.88 
Value of Interest in Registered Investment Companies MFO PRICE T ROWE MEDIA & TELECOMMUNICATIONS FD INC COM
6,731.97 
6,697.85 
466.53 
Value of Interest in Registered Investment Companies MFO PROFESSIONALLY MANAGED PORTFOLIOS OSTERWEIS FD
18,632.70 
21,889.52 
1,099.92 
Value of Interest in Registered Investment Companies MFO PROFESSIONALLY MANAGED PORTFOLIOS FDASTERISK X CONSERVATIVE UPGRADER
41,191.97 
41,625.24 
1,825.08 
Value of Interest in Registered Investment Companies MFO PROFUNDS ULRABULL PROFUND INVS CL
95,938.90 
103,265.34 
3,131.17 
Value of Interest in Registered Investment Companies MFO PROFUNDS ULTRA MID CAP PROFUND INVS CL
23,414.85 
44,832.21 
1,381.41 
Value of Interest in Registered Investment Companies MFO PROFUNDS ULTRABEAR PROFUND INVS CL
221,220.04 
213,930.59 
5,312.68 
Value of Interest in Registered Investment Companies MFO PROFUNDS ULTRAOTC PROFUND INVS CL
101,192.81 
129,192.53 
9,378.39 
Value of Interest in Registered Investment Companies MFO PROFUNDS ULTRASHORT OTC PROFUND INV CL
276,819.92 
256,849.66 
4,921.24 
Value of Interest in Registered Investment Companies MFO PROFUNDS ULTRASMALLCAP PROFUND INV CL
5,028.75 
7,856.72 
522.74 
Value of Interest in Registered Investment Companies MFO PRUDENT BEAR FDS INC COM
248,289.19 
259,856.07 
33,873.01 
Value of Interest in Registered Investment Companies MFO PRUDENT SAFE HBR FD SH BEN INT #288
10,519.23 
10,182.79 
899.85 
Value of Interest in Registered Investment Companies MFO QUAKER INVT TR AGGRESSIVE GROWTH FD CL A
73,656.77 
84,682.64 
4,946.73 
Value of Interest in Registered Investment Companies MFO QUINTARA FDS SMALL CAP VALUE FD
3,688.86 
5,000.00 
520.29 
Value of Interest in Registered Investment Companies MFO RBB FD INC BSTN PARTNERS MKT NEUTRALFD INSTL CL
88,506.24 
91,899.62 
5,984.20 
Value of Interest in Registered Investment Companies MFO RBB FD INC BSTN PARTNERS SMALL CAP VALUE FD
265,964.09 
308,599.16 
17,790.24 
Value of Interest in Registered Investment Companies MFO REYNOLDS FDS BLUE CHIP GROWTH FD
3,758.27 
13,288.11 
169.75 
Value of Interest in Registered Investment Companies MFO RIM CORE EQUITY PORTFOLIO PORTFOLIO
19,252.31 
25,000.00 
1,125.87 
Value of Interest in Registered Investment Companies MFO RIM SMALL/MID EQUITY PORTFOLIO MID/CAP EQTY PORTFOLIO
7,271.68 
9,654.18 
414.58 
Value of Interest in Registered Investment Companies MFO ROBERTSON STEPHENS INVT TR CONTRARIAN FD
10,159.45 
12,220.96 
990.20 
Value of Interest in Registered Investment Companies MFO ROBERTSON STEPHENS INVT TR MICROCAP GROWTH FD
9,941.36 
12,752.94 
777.28 
Value of Interest in Registered Investment Companies MFO ROWE PRICE NEW ERA FD INC
1,713.45 
2,130.23 
83.06 
Value of Interest in Registered Investment Companies MFO ROWE PRICE SMALL CAP VALUE FD
20,925.93 
24,036.25 
953.78 
Value of Interest in Registered Investment Companies MFO ROWE T PRICE BLUE CHIP GROWTH FD
7,551.24 
10,054.37 
344.02 
Value of Interest in Registered Investment Companies MFO ROWE T PRICE EQTY INC FD SH BEN INT OPEN END FD
49,971.27 
61,417.64 
2,525.08 
Value of Interest in Registered Investment Companies MFO ROWE T PRICE INTL FD EUROPEAN STK FDOPEN END FD
4,657.64 
5,089.07 
361.62 
Value of Interest in Registered Investment Companies MFO ROWE T PRICE INTL FD INC DISCOVERY FD OPEN END FD
5,297.17 
13,957.32 
329.84 
Value of Interest in Registered Investment Companies MFO ROWE T PRICE INTL FD INC INTL STK FDOPEN END FD
1,729.86 
1,872.32 
194.80 
Value of Interest in Registered Investment Companies MFO ROWE T PRICE INTL FD INC NEW ASIA FDOPEN END FD
22,688.21 
25,617.23 
4,058.71 
Value of Interest in Registered Investment Companies MFO ROWE T PRICE MID-CAP GROWTH FD INC COM
56,177.03 
70,762.52 
1,809.83 
Value of Interest in Registered Investment Companies MFO ROWE T PRICE MID-CAP VALUE FD COM
12,879.09 
15,482.40 
858.61 
Value of Interest in Registered Investment Companies MFO ROWE T PRICE SCI & TECH FD INC CAP STK
29,213.50 
85,198.84 
2,350.24 
Value of Interest in Registered Investment Companies MFO ROWE T PRICE SMALL CAP FD
33,164.80 
33,651.96 
1,542.55 
Value of Interest in Registered Investment Companies MFO ROWE T PRICE U S TREAS FDS INC INTERFD
5,614.52 
5,338.68 
979.85 
Value of Interest in Registered Investment Companies MFO ROYCE FD LOW PRICED STK FD
659,480.43 
790,690.22 
67,639.02 
Value of Interest in Registered Investment Companies MFO ROYCE FD OPPORTUNITY FD
106,517.45 
127,230.08 
14,452.84 
Value of Interest in Registered Investment Companies MFO ROYCE FD OTC SER
37,850.73 
45,995.09 
3,725.47 
Value of Interest in Registered Investment Companies MFO ROYCE FD PA MUT FD INVT CL
31,113.60 
37,586.94 
4,721.34 
Value of Interest in Registered Investment Companies MFO ROYCE FD PREMIER SER
9,863.44 
10,000.00 
1,050.42 
Value of Interest in Registered Investment Companies MFO ROYCE FD SPL EQTY FD
99,755.57 
100,843.72 
7,005.31 
Value of Interest in Registered Investment Companies MFO ROYCE FD TOTAL RETURN FD
36,723.20 
37,687.61 
4,387.48 
Value of Interest in Registered Investment Companies MFO RS EMERGING GROWTH FD
11,108.74 
32,210.60 
580.09 
Value of Interest in Registered Investment Companies MFO RS INVT TR INTERNET AGE FD
4,595.22 
19,465.78 
1,405.27 
Value of Interest in Registered Investment Companies MFO RYDEX SER FDS
935.72 
1,550.00 
114.39 
Value of Interest in Registered Investment Companies MFO RYDEX SER FDS ARKTOS FD
85,785.27 
96,069.20 
2,133.96 
Value of Interest in Registered Investment Companies MFO RYDEX SER FDS BIOTECHNOLOGY FD INVS CL
2,742.57 
4,643.32 
203.30 
Value of Interest in Registered Investment Companies MFO RYDEX SER FDS DYNAMIC TEMPEST 500 FD
210,489.12 
215,890.85 
2,256.77 
Value of Interest in Registered Investment Companies MFO RYDEX SER FDS DYNAMIC TITAN 500 FD
11,628.16 
12,452.08 
1,647.05 
Value of Interest in Registered Investment Companies MFO RYDEX SER FDS DYNAMIC VELOCITY 100 FD
34,393.18 
38,418.13 
3,401.90 
Value of Interest in Registered Investment Companies MFO RYDEX SER FDS DYNAMIC VENTURE 100 FD
68,862.11 
66,516.63 
960.29 
Value of Interest in Registered Investment Companies MFO RYDEX SER FDS ENERGY SVCS FD INVS CL
9,209.73 
10,000.00 
1,519.76 
Value of Interest in Registered Investment Companies MFO RYDEX SER FDS MEKROS FD
38,312.12 
40,000.00 
2,679.17 
Value of Interest in Registered Investment Companies MFO RYDEX SER FDS NOVA FD
125,800.76 
171,596.54 
7,555.60 
Value of Interest in Registered Investment Companies MFO RYDEX SER FDS OTC FD
14,149.65 
32,217.12 
2,083.90 
Value of Interest in Registered Investment Companies MFO RYDEX SER TR URSA FD
245,969.43 
219,245.05 
19,231.39 
Value of Interest in Registered Investment Companies MFO SAFECO COM STK TR SMALL CO STK FD
28,919.75 
27,946.57 
2,189.23 
Value of Interest in Registered Investment Companies MFO SAFECO EQTY FD INC
8,566.74 
12,366.37 
632.70 
Value of Interest in Registered Investment Companies MFO SAFECO GROWTH FD INC
41,880.94 
63,836.19 
2,436.36 
Value of Interest in Registered Investment Companies MFO SCHRODER CAP FDS DEL U S OPPTYS FD INV SHS COMP-INV
8,367.95 
10,284.30 
672.67 
Value of Interest in Registered Investment Companies MFO SCHWAB CAP TR ANALYTICS FD
31,063.26 
38,333.92 
2,936.04 
Value of Interest in Registered Investment Companies MFO SCHWAB CAP TR AST DIR BALANCED GROWTH FD
17,220.44 
20,040.32 
1,445.88 
Value of Interest in Registered Investment Companies MFO SCHWAB CAP TR BALANCED MARKETMASTERSFD
370,075.70 
464,696.97 
39,286.17 
Value of Interest in Registered Investment Companies MFO SCHWAB CAP TR COMMUNICATIONS FOCUS FD
6,555.73 
8,060.85 
2,300.26 
Value of Interest in Registered Investment Companies MFO SCHWAB CAP TR FINL SVCS FOCUS FD
4,306.51 
5,068.48 
471.69 
Value of Interest in Registered Investment Companies MFO SCHWAB CAP TR HLTH CARE FOCUS FD
21,268.45 
25,015.68 
3,077.92 
Value of Interest in Registered Investment Companies MFO SCHWAB CAP TR INTL INDEX FD INV SHS
23,973.77 
29,985.32 
2,311.84 
Value of Interest in Registered Investment Companies MFO SCHWAB CAP TR INTL MARKETMASTERS FD
12,536.06 
21,783.29 
1,413.31 
Value of Interest in Registered Investment Companies MFO SCHWAB CAP TR S&P 500 FD INVS SHS
205,299.18 
258,777.71 
15,162.42 
Value of Interest in Registered Investment Companies MFO SCHWAB CAP TR S&P 500 FD SELECT SHS
53,994.18 
65,210.57 
3,981.87 
Value of Interest in Registered Investment Companies MFO SCHWAB CAP TR SMALL CAP INDEX FD INVSHS
73,639.95 
93,574.03 
5,483.24 
Value of Interest in Registered Investment Companies MFO SCHWAB CAP TR TOTAL STK MKT INDEX FDINV SHS
14,089.57 
16,642.05 
994.32 
Value of Interest in Registered Investment Companies MFO SCHWAB CHARLES FAMILY FDS VALUE ADVANTAGE MONEY FD
1,301,866.02 
1,301,866.02 
1,301,866.02 
Value of Interest in Registered Investment Companies MFO SCHWAB FAMILY FD MONEY MKT FD
61,935,271.31 
61,935,271.31 
61,935,271.31 
Value of Interest in Registered Investment Companies MFO SCHWAB GOVT SEC FD
559,736.45 
559,736.45 
559,736.45 
Value of Interest in Registered Investment Companies MFO SCHWAB INVTS 1000 EQTY FD INV SHS
256,815.09 
313,726.02 
10,330.45 
Value of Interest in Registered Investment Companies MFO SCHWAB INVTS U S GOVT BD FD SHORT TERM BD MKT INDEX FD
173,303.75 
169,693.94 
17,023.94 
Value of Interest in Registered Investment Companies MFO SCHWAB TOTAL BOND MKT INDEX FD
106,896.71 
105,680.89 
10,368.26 
Value of Interest in Registered Investment Companies MFO SCHWAB U.S TREAS MONEY FD
238,656.95 
238,656.95 
238,656.95 
Value of Interest in Registered Investment Companies MFO SCHWAB YIELD PLUS FD YIELDPLUS FD INV SHS
8,208.81 
8,359.39 
843.66 
Value of Interest in Registered Investment Companies MFO SCUDDER INTL FD INC GRTR EUROPE GROWTH FD
3,510.53 
5,248.29 
194.81 
Value of Interest in Registered Investment Companies MFO SCUDDER INTL FD INC GTR EUROPE GROWTH FD CL A
5,842.51 
7,521.12 
324.58 
Value of Interest in Registered Investment Companies MFO SCUDDER INTL FD INC LATIN AMERN FD CL S
2,223.82 
3,139.36 
138.99 
Value of Interest in Registered Investment Companies MFO SCUDDER MUT FDS INC GOLD FD CL S
61,541.60 
44,963.49 
5,412.63 
Value of Interest in Registered Investment Companies MFO SCUDDER TECH INNOVATION S
8,172.87 
22,342.54 
855.80 
Value of Interest in Registered Investment Companies MFO SDCUDDER PRESERVATION PLUS INC INV
76,428.48 
76,764.92 
7,642.85 
Value of Interest in Registered Investment Companies MFO SEC CAP REAL ESTATE FDS INC CL I
49,375.15 
54,237.46 
4,381.11 
Value of Interest in Registered Investment Companies MFO SELECTED AMER SH INC CAP STK OPEN END FD
203,936.97 
245,747.92 
7,994.39 
Value of Interest in Registered Investment Companies MFO SELIGMAN COMMUNICATIONS & INFORMATION FD INC CL A
2,478.70 
3,000.00 
153.48 
Value of Interest in Registered Investment Companies MFO SENECA FDS MID CAP GROWTH
7,597.83 
9,359.66 
619.22 
Value of Interest in Registered Investment Companies MFO SKYLINE FD SPL EQUITIES PORTFOLIO
46,826.76 
47,275.00 
2,244.81 
Value of Interest in Registered Investment Companies MFO SMALL CAP GROWTH PORT INSTL CL MORGAN STANLEY INST'L FD SMALL CAP
3,825.92 
6,835.76 
181.32 
Value of Interest in Registered Investment Companies MFO SOUND SHORE FD INC COM
25,249.90 
28,760.66 
978.30 
Value of Interest in Registered Investment Companies MFO STRATTON MONTHLY DIVID SHS INC COM
5,570.24 
6,012.42 
209.72 
Value of Interest in Registered Investment Companies MFO STRONG ADVISOR COM STK Z
4,537.94 
5,541.00 
284.15 
Value of Interest in Registered Investment Companies MFO STRONG AMER UTILS FD
1,516.36 
2,099.06 
127.96 
Value of Interest in Registered Investment Companies MFO STRONG ASIA PAC FD INC INV SER
1,308.39 
2,600.16 
231.16 
Value of Interest in Registered Investment Companies MFO STRONG CORP BD FD INC
262,079.11 
269,407.76 
26,234.15 
Value of Interest in Registered Investment Companies MFO STRONG DISCOVERY FD INC COM
47,333.12 
54,344.88 
3,282.46 
Value of Interest in Registered Investment Companies MFO STRONG EQTY FDS INC ADVISOR SMALL CAP VALUE FD CL A
16,435.37 
17,203.30 
868.68 
Value of Interest in Registered Investment Companies MFO STRONG EQTY FDS INC ADVISOR SMALL CAP VALUE FD CL Z
27,264.09 
27,835.17 
1,436.46 
Value of Interest in Registered Investment Companies MFO STRONG EQTY FDS INC ENTERPRISE FD INV SER
4,204.63 
6,756.54 
264.44 
Value of Interest in Registered Investment Companies MFO STRONG EQTY FDS INC GROWTH FD INV SER
55,054.52 
94,331.98 
4,167.64 
Value of Interest in Registered Investment Companies MFO STRONG EQTY FDS INC MID CAP DISCIPLINED FD INV SER
43,212.04 
48,639.92 
2,909.90 
Value of Interest in Registered Investment Companies MFO STRONG EQTY FDS INC TECH 100 FD INV SER
214.85 
942.15 
69.53 
Value of Interest in Registered Investment Companies MFO STRONG EQTY FUNDS II INC.
5,709.86 
7,447.81 
142.28 
Value of Interest in Registered Investment Companies MFO STRONG GROWTH & INC FD COM
22,507.19 
28,893.16 
1,420.01 
Value of Interest in Registered Investment Companies MFO STRONG GROWTH 20 FD
9,925.00 
25,043.20 
973.99 
Value of Interest in Registered Investment Companies MFO STRONG HI YIELD BD FD
36,288.08 
43,670.95 
5,432.35 
Value of Interest in Registered Investment Companies MFO STRONG INC FDS INC SHORT-TERM HI YIELD BD FD
4,110.55 
4,313.67 
491.11 
Value of Interest in Registered Investment Companies MFO STRONG INTL EQTY FDS INC INTL STK FDINV SER
28,322.20 
38,011.44 
3,895.76 
Value of Interest in Registered Investment Companies MFO STRONG LARGE CAP GROWTH FD INC
146,005.43 
235,328.70 
8,843.45 
Value of Interest in Registered Investment Companies MFO STRONG OPPORTUNITY FD OPEN END FD
383,547.69 
515,686.73 
13,364.03 
Value of Interest in Registered Investment Companies MFO STRONG SHORT TERM BD FD INC OPEN ENDFD
147,240.84 
155,724.75 
16,637.38 
Value of Interest in Registered Investment Companies MFO T ROWE PRICE FINL SVCS FD INC COM #117
1,877.22 
2,205.57 
112.07 
Value of Interest in Registered Investment Companies MFO TCW GALILEO FDS INC SELCT EQUITIES FD CL N
2,188.10 
3,101.82 
191.94 
Value of Interest in Registered Investment Companies MFO TCW GALILEO FDS INC SELECT EQUITIES FD CL I
31,612.19 
43,600.00 
2,739.36 
Value of Interest in Registered Investment Companies MFO TCW GALILEO FDS INC TOTAL RETURN BD FD CL I SHS
51,699.60 
51,435.75 
5,190.72 
Value of Interest in Registered Investment Companies MFO TCW GALILEO FDS INC VALUE OPPORTUNITIES FD
34,491.94 
45,449.71 
2,513.99 
Value of Interest in Registered Investment Companies MFO TECH FOCUS FD
6,324.44 
10,000.00 
2,188.39 
Value of Interest in Registered Investment Companies MFO TEMPLETON DEVELOPING MKTS TR SH BEN INT ADVISOR CL
984.11 
1,197.76 
97.44 
Value of Interest in Registered Investment Companies MFO THOMPSON PLUMB FDS INC GROWTH FD
87,945.10 
108,114.62 
2,519.20 
Value of Interest in Registered Investment Companies MFO THORNBURG INVT TR VALUE FD CL A
18,575.91 
24,282.19 
860.39 
Value of Interest in Registered Investment Companies MFO TIAA-CREF MUT FD EQTY INDEX FD
8,411.84 
10,221.82 
1,350.22 
Value of Interest in Registered Investment Companies MFO TIP FDS TURNER SMALL CAP VALUE FD
165,945.78 
201,240.66 
10,740.83 
Value of Interest in Registered Investment Companies MFO TIP INSTL FDS TURNER MICRO CAP GROWTH FD
32,094.49 
36,522.82 
1,003.89 
Value of Interest in Registered Investment Companies MFO TOCQUEVILLE GOLD FD
1,863,646.57 
1,671,567.65 
77,010.19 
Value of Interest in Registered Investment Companies MFO TORRAY FD SH BEN INT
49,360.92 
61,049.68 
1,531.05 
Value of Interest in Registered Investment Companies MFO TOUCHSTONE STRATEGIC TR EMERGING GROWTH FD CL A
19,051.43 
24,258.79 
1,319.35 
Value of Interest in Registered Investment Companies MFO TRANSAMERICA INVS INC PREMIER AGGRESSIVE GROWTH FD INV CL
13,067.77 
22,494.76 
1,314.67 
Value of Interest in Registered Investment Companies MFO TRANSAMERICA INVS INC PREMIER BALANCED FD INV SHS
13,173.30 
15,472.94 
793.57 
Value of Interest in Registered Investment Companies MFO TURNER FDS MIDCAP GROWTH FD
34,866.38 
61,504.27 
2,370.25 
Value of Interest in Registered Investment Companies MFO TURNER SHORT DURATION GOVT FD 3 YR
1,007.64 
1,013.52 
98.98 
Value of Interest in Registered Investment Companies MFO TUSCARORA INVT TR OAK VALUE FD
2,603.81 
3,355.28 
115.26 
Value of Interest in Registered Investment Companies MFO TWEEDY BROWNE FD INC GLOBAL VALUE FD
153,298.38 
178,288.82 
9,696.29 
Value of Interest in Registered Investment Companies MFO ULTRA SHORT-TERM INC FD INVS SER
7,328.59 
7,562.04 
778.81 
Value of Interest in Registered Investment Companies MFO UMB SCOUT WORLDWIDE FD INC COM
6,529.97 
7,901.17 
419.13 
Value of Interest in Registered Investment Companies MFO UNDISCOVERED MANAGERS FDS BEHAVIORALGROWTH FD INSTL CL
3,692.91 
3,500.00 
293.55 
Value of Interest in Registered Investment Companies MFO UNDISCOVERED MANAGERS FDS BEHAVIORALVALUE FD INSTL CL
3,835.61 
3,793.75 
236.62 
Value of Interest in Registered Investment Companies MFO US GLOBAL LEADERS GROWTH FD
16,069.09 
18,900.00 
744.97 
Value of Interest in Registered Investment Companies MFO UTD SVCS FDS U S WORLD GOLD FD
51,135.39 
96,965.19 
5,271.69 
Value of Interest in Registered Investment Companies MFO VALUE LINE AGGRESSIVE INC TR SH BEN INT
3,954.79 
6,804.84 
924.02 
Value of Interest in Registered Investment Companies MFO VALUE LINE SPL SITUATIONS FD INC COM
105,910.84 
123,766.20 
6,586.50 
Value of Interest in Registered Investment Companies MFO VAN KAMPEN AMERN CAP COMSTOCK FD CL A
13,376.67 
17,672.45 
1,084.01 
Value of Interest in Registered Investment Companies MFO VAN KAMPEN AMERN CAP EMERGING GROWTHFD CL A
24,954.80 
36,227.82 
883.04 
Value of Interest in Registered Investment Companies MFO VAN WAGONER FDS INC EMERGING GROWTH FD ISIN #US9212802022
7,639.48 
57,989.31 
1,768.40 
Value of Interest in Registered Investment Companies MFO VAN WAGONER FDS INC MICRO-CAP GROWTHFD
3,621.77 
9,171.51 
405.12 
Value of Interest in Registered Investment Companies MFO VAN WAGONER FDS INC POST-VENTURE FD
3,127.65 
22,265.62 
953.55 
Value of Interest in Registered Investment Companies MFO VAN WAGONER FDS INC TECH FD
154.78 
1,271.27 
28.40 
Value of Interest in Registered Investment Companies MFO VANGUARD BD INDEX FD INC COM
38,686.34 
38,181.90 
3,727.01 
Value of Interest in Registered Investment Companies MFO VANGUARD BD INDEX FD INC SHORT TERM PORTFOLIO FD
1,557.78 
1,584.69 
150.95 
Value of Interest in Registered Investment Companies MFO VANGUARD EQTY INC FD INC COM
13,498.50 
15,263.71 
721.85 
Value of Interest in Registered Investment Companies MFO VANGUARD FXD INC SECS FD INC INFLATION-PROTECTED SECS FD #119
529,563.07 
528,874.72 
44,726.61 
Value of Interest in Registered Investment Companies MFO VANGUARD FXD INC SECS FD INC GNMA PORTFOLIO
1,801,591.04 
1,771,354.35 
167,589.86 
Value of Interest in Registered Investment Companies MFO VANGUARD FXD INC SECS FD INC HI YIELD BD PORTFOLIO
211,665.68 
227,572.99 
35,997.56 
Value of Interest in Registered Investment Companies MFO VANGUARD FXD INC SECS FD INC INTER TERM U S TREAS PORTFOLIO
18,608.35 
18,400.00 
1,578.32 
Value of Interest in Registered Investment Companies MFO VANGUARD FXD INC SECS FD INC SHORT TERM BD PORTFOLIO SHORT TERM CORP FD
142,870.72 
142,133.73 
13,241.03 
Value of Interest in Registered Investment Companies MFO VANGUARD FXD INC SECS FD INC SHORT TERM GOVT BD PORTFOLIO
5,009.72 
5,099.59 
468.20 
Value of Interest in Registered Investment Companies MFO VANGUARD FXD INC SECS FD INC SHORT TERM U S TREAS PORTFOLIO
1,314,645.70 
1,316,850.18 
121,389.26 
Value of Interest in Registered Investment Companies MFO VANGUARD FXD INC SECS FD INC US TREAS BD PORTFOLIO
46,685.91 
47,217.00 
3,969.89 
Value of Interest in Registered Investment Companies MFO VANGUARD GROWTH & INC FD
45,748.49 
47,323.76 
2,103.38 
Value of Interest in Registered Investment Companies MFO VANGUARD HORIZON FDS INC CAP OPPORTUNITY PORTFOLIO
17,299.91 
24,754.79 
1,017.64 
Value of Interest in Registered Investment Companies MFO VANGUARD INDEX TR - 500 PORTFOLIO SHBEN INT OPEN END FD
316,231.24 
376,263.20 
3,896.87 
Value of Interest in Registered Investment Companies MFO VANGUARD INDEX TR GROWTH PORTFOLIO
38,453.55 
48,367.46 
1,927.50 
Value of Interest in Registered Investment Companies MFO VANGUARD INDEX TR SMALL CAPITALIZATION STK FD
11,035.23 
11,897.98 
704.68 
Value of Interest in Registered Investment Companies MFO VANGUARD INDEX TR SMALL CAPITLZATION VALUE STK INV SH
26,615.89 
33,673.89 
3,123.93 
Value of Interest in Registered Investment Companies MFO VANGUARD INDEX TR VALUE PORTFOLIO
41,817.81 
48,107.38 
2,854.46 
Value of Interest in Registered Investment Companies MFO VANGUARD INTL EQTY INDEX FD INC EMERGING MKTS PORTFOLIO
2,506.87 
2,646.22 
328.55 
Value of Interest in Registered Investment Companies MFO VANGUARD INTL EQTY INDEX FD INC EUROPEAN PORTFOLIO
11,172.24 
13,840.97 
689.22 
Value of Interest in Registered Investment Companies MFO VANGUARD INTL EQTY INDEX FD INC PAC PORTFOLIO
2,283.98 
2,780.96 
388.43 
Value of Interest in Registered Investment Companies MFO VANGUARD LONG-TERM CORP FD #28
5,410.93 
5,142.98 
586.23 
Value of Interest in Registered Investment Companies MFO VANGUARD PRIMECAP FUND
19,440.84 
25,217.54 
502.87 
Value of Interest in Registered Investment Companies MFO VANGUARD SPECIALIZED PORTFOLIOS DIVID GROWTH FD
1,691.00 
2,748.60 
192.38 
Value of Interest in Registered Investment Companies MFO VANGUARD SPECIALIZED PORTFOLIOS ENERGY FD
246,551.39 
265,007.50 
10,627.22 
Value of Interest in Registered Investment Companies MFO VANGUARD SPECIALIZED PORTFOLIOS GOLD& PRECIOUS METALS FD
56,100.95 
52,347.73 
5,151.60 
Value of Interest in Registered Investment Companies MFO VANGUARD SPECIALIZED PORTFOLIOS HLTHCARE FD
519,497.09 
593,611.57 
5,402.42 
Value of Interest in Registered Investment Companies MFO VANGUARD SPECIALIZED PORTFOLIOS REITINDEX FD
61,216.36 
65,807.27 
5,170.30 
Value of Interest in Registered Investment Companies MFO VANGUARD STAR FD STAR FD
17,292.27 
20,684.89 
1,205.04 
Value of Interest in Registered Investment Companies MFO VANGUARD TOTAL STK MKT INDEX FD INV SH
85,022.92 
102,550.08 
4,236.32 
Value of Interest in Registered Investment Companies MFO VANGUARD WELLESLEY INC FD COM
846,837.18 
842,723.57 
42,554.63 
Value of Interest in Registered Investment Companies MFO VANGUARD WELLINGTON FD COM
132,658.26 
132,883.48 
5,401.40 
Value of Interest in Registered Investment Companies MFO VANGUARD WINDSOR II FD
8,144.93 
10,691.02 
391.58 
Value of Interest in Registered Investment Companies MFO VANGUARD WORLD FD INTL GROWTH FD
8,033.67 
10,912.38 
660.66 
Value of Interest in Registered Investment Companies MFO VONTOBEL FDS INC EASTN EUROPEAN EQTYFD
946.93 
1,937.61 
110.37 
Value of Interest in Registered Investment Companies MFO VONTOBEL FDS INC U S VALUE FD
2,424.32 
2,491.86 
130.06 
Value of Interest in Registered Investment Companies MFO WASATCH ADVISORS FDS INC MICRO CAP FD
242,164.66 
255,997.50 
46,038.91 
Value of Interest in Registered Investment Companies MFO WASATCH ADVISORS FDS INC ULTRA GROWTH FD
114,250.17 
132,205.16 
5,805.40 
Value of Interest in Registered Investment Companies MFO WASATCH CORE GROWTH FD
110,489.99 
142,419.44 
4,141.30 
Value of Interest in Registered Investment Companies MFO WASATCH FDS INC GLOBAL TECH FD
17,581.83 
17,980.07 
2,149.37 
Value of Interest in Registered Investment Companies MFO WASATCH FDS INC INTL GROWTH FD
11,867.96 
12,500.00 
1,258.53 
Value of Interest in Registered Investment Companies MFO WASATCH FDS INC SMALL CAP VALUE FD
89,588.59 
107,425.99 
26,119.12 
Value of Interest in Registered Investment Companies MFO WASATCH SMALL CAP GROWTH FD
85,389.59 
97,433.91 
3,279.17 
Value of Interest in Registered Investment Companies MFO WEITZ PARTNERS INC VALUE FD
312,541.07 
383,631.88 
18,223.97 
Value of Interest in Registered Investment Companies MFO WEITZ SER FD INC VALUE PORTFOLIO OPEN END FD
325,373.45 
392,586.18 
11,653.78 
Value of Interest in Registered Investment Companies MFO WESTPORT FDS SMALL CAP FD CL R
29,291.14 
33,572.74 
1,776.30 
Value of Interest in Registered Investment Companies MFO WEXFORD TR MUHLENKAMP FD
22,663.68 
27,897.41 
528.41 
Value of Interest in Registered Investment Companies MFO WHITE OAKS GROWTH FD
318,329.56 
925,538.40 
13,804.40 
Value of Interest in Registered Investment Companies MFO WILLIAM BLAIR INTL GROWTH FD GROWTH SHS
115,122.54 
138,144.55 
8,767.90 
Value of Interest in Registered Investment Companies MFO WILSHIRE TARGET FDS INC 5000 INDEX PORTFOLIO INVT CL
13,542.90 
13,353.21 
1,907.45 
Value of Interest in Registered Investment Companies MFO WILSHIRE TARGET FDS INC LARGE CO GROWTH PORTFOLIO INVT CL
7,822.30 
11,197.21 
331.59 
Value of Interest in Registered Investment Companies MFO YACKTMAN FD INC COM
236,345.66 
220,487.85 
19,168.34 
Value of Interest in Registered Investment Companies MORGAN STANLEY EMERGING
10,716.90 
13,654.40 
1,285.00 
Value of Interest in Registered Investment Companies SHININGBANK ENERGY TRUST UNITS
14,370.00 
13,429.16 
1,500.00 
Value of Interest in Registered Investment Companies VANGUARD INDEX TR VANGUARD TOTAL STKMKT VIPERS
13,024.97 
13,393.79 
157.63 
Other ARGENTINA(REP OF) 0% BDS 15/10/2004 USD1000
67,500.00 
192,000.00 
300,000.00 
Other SPI 200 31/03/2003
253,817.82 
254,086.75 
6.00 
Other SPI 200 FUTURE 31/03/2003
(253,817.82)
(254,086.75)
(6.00)
Other BRAZIL FEDERATIVE REP GLOBAL BD 11.5 DUE03-12-2008 REG
380,000.00 
495,020.00 
500,000.00 
Other BRAZIL FEDERATIVE REP US$ GLOBAL BD 11 DUE 08-17-2040/08-17-2015 BEO
192,975.00 
248,451.93 
310,000.00 
Other BRAZIL(FED REP OF) 8% BDS 15/4/2014 USD
659,558.59 
753,808.97 
997,442.10 
Other BRAZIL(FED REP OF) 8% BDS 15/4/2014 USD
244,280.96 
287,787.17 
369,423.00 
Other BRAZIL(FED REP OF) FRN 04/2009 USD(BR) SER'L
75,419.12 
73,067.64 
114,705.88 
Other BRAZIL(FED REP OF) FRN 4/2012 USD250000(RG)
115,479.00 
150,324.93 
210,000.00 
Other BRAZIL(FED REP OF) VAR% BDS 15/4/14 USD
81,457.77 
99,667.25 
123,141.00 
Other FED REP OF BRAZIL SOVERIGN 2.625% 15/04/2012
81,750.00 
107,200.00 
150,000.00
Other CAC40 10 EURO FUTURE 31/03/2003
1,868,857.10 
1,844,934.01 
58.00 
Other CAC40 10 EURO FUTURE 31/03/2003
(1,868,857.10)
(1,844,934.01)
(58.00)
Other DAX INDEX FUTURE 21/03/2003
533,394.37 
564,239.34 
7.00 
Other DAX INDEX FUTURE 21/03/2003
(533,394.37)
(564,239.34)
(7.00)
Other EURO-BOBL FUTURE 06/03/2003
(116,619.27)
(109,140.00)
(1.00)
Other EURO-BOBL FUTURE 06/03/2003
(11,895,165.44)
(11,044,603.52)
(102.00)
Other EURO-BOBL FUTURE 06/03/2003
116,619.27 
109,140.00 
1.00 
Other EURO-BOBL FUTURE 06/03/2003
11,895,165.44 
11,044,603.52 
102.00
Other HANG SENG INDEX FUTURE 29/01/2003
297,723.24 
306,730.23 
5.00 
Other HANG SENG INDEX FUTURE 29/01/2003
(297,723.24)
(306,730.23)
(5.00)
Other TOPIX INDEX FUTURE FUTURE 13/03/2003 13/03/2003
1,054,815.88 
1,036,301.09 
15.00 
Other TOPIX INDEX FUTURE INDX 13/03/2003
(1,054,815.88)
(1,036,301.09)
(15.00)
Other MEXICO VALUE RECOV 0.0% 30/06/2006 ISIN #XS0147497720
400.00 
0.00 
500,000.00 
Other MEXICO(UTD MEX ST) VALUE RECOV RIGHT 30/6/05 C
400.00 
0.00 
500,000.00 
Other MEXICO(UTD MEX ST) 6.25% GT BD 31/12/19 USD'B'
197,510.00 
186,750.00 
200,000.00 
Other MEXICO(UTD MEXICAN 0.0% BDS 30/06/2007
250.00 
0.00 
500,000.00 
Other UTD MEXICAN STS MEDIUM TERM NTS BOOK #TR 00006 8.375 01-14-2011 REG
485,900.00 
421,006.17 
430,000.00 
Other UTD MEXICAN STS MEDIUM TERM NTS BOOK TRANCHE # TR 00009 8 DUE 09-24-2022 REG
310,500.00 
291,744.00 
300,000.00 
Other UTD MEXICAN STS VALUE 0.0% 30/06/2004
1,750.00 
0.00 
500,000.00 
Other PERU(REP OF) VAR RTE 7/3/2017 USD1000
364,028.84 
327,888.75 
460,796.00 
Other PHILIPPINES REP 9.875 DUE 01-15-2019 BEOISIN # US718286AK32 SEDOL 2377359
306,900.00 
305,050.49 
310,000.00 
Other PHILIPPINES REP GLOBAL BD DTD 03/16/200010.625 DUE 03-16-2025 BEO
15,450.00 
16,095.69 
15,000.00 
Other RUSSIAN FEDERATION 8.25% BDS 31/3/2010 USD1000
180,200.00 
162,593.75 
170,000.00 
Other RUSSIAN FEDERATION STP-UP BONDS 31/3/2030 USD
190,800.00 
162,600.00 
240,000.00 
Other 3 MONTH EURIBOR FUTURE FUT 31/03/2003
5,107,930.28 
4,852,568.10 
20.00 
Other 3 MONTH EURIBOR FUTURE LIAB LIAB 31/03/2003
(5,107,930.28)
(4,852,568.10)
(20.00)
Other 3MO EURO EURIBOR 16/06/2003
3,836,063.51 
3,577,561.12 
15.00 
Other 3MO EURO EURIBOR FUTURE 16/06/2003
(3,836,063.51)
(3,577,561.12)
(15.00)
Other FTSE 100 INDEX FUTURE 21/03/2003
1,070,505.18 
1,088,184.81 
17.00 
Other FTSE 100 INDEX FUTURE 21/03/2003
(1,070,505.18)
(1,088,184.81)
(17.00)
Other ##CROWN AMERN RLTY TR COM REF # 2222696
27,600.00 
25,994.85 
3,000.00 
Other ##PA REAL ESTATE INVT TR SH BEN INT DO NOT USE SEE SEC #2703341
2,600.00 
2,129.95 
100.00 
Other ##SECURITIES LENDING INCOME SECURITIES LENDING INCOME
0.00 
0.00 
1.00 
Other ##SECURITIES LENDING INCOME SECURITIES LENDING INCOME
0.00 
0.00 
1.00 
Other ##SECURITIES LENDING INCOME SECURITIES LENDING INCOME
0.00 
0.00 
1.00 
Other ##SECURITIES LENDING INCOME SECURITIES LENDING INCOME
0.00 
0.00 
1.00 
Other ##SECURITIES LENDING INCOME SECURITIES LENDING INCOME
0.00 
0.00 
1.00 
Other ##THORNBURG MTG INC COMDO NOT USE SEE SEC 2863290
20,100.00 
20,359.95 
1,000.00 
Other &&& UAL - MM FULL TRANS/DISB
0.00 
0.00 
1.00 
Other &&& UAL - MM INT. ACCRUAL (PAYABLE)
0.00 
0.00 
1.00 
Other &&& UAL - PRIOR TRUSTEE REC.
0.00 
0.00 
1.00 
Other &&&EQUITY FUTURES OFFSET - LONG
(6,811,475.00)
(7,012,662.50)
(31.00)
Other &&&EQUITY FUTURES OFFSET - LONG
(7,189,825.00)
(7,437,687.50)
(52.00)
Other &&&EQUITY FUTURES OFFSET - LONG
(8,542,900.00)
(8,725,250.00)
(44.00)
Other &&&EQUITY FUTURES OFFSET - LONG
(5,493,125.00)
(5,566,787.50)
(25.00)
Other A-CRED DEF SWP 1.95/4.90 3MQ DEUTSCHE 23/4/07 0WR0206R4
87,500.00 
0.00 
250,000.00 
Other A-DEUTSCHE BANK CRED DEF SWAP 1.92125/7.17125 3 MQ 1/5/07 0WR0207P7
108,500.00
0.00 
310,000.00 
Other ADMINISTRATOR FEE 6-066263
0.00 
0.00 
1.00 
Other ADMINISTRATOR FEE 6-066263
0.00 
0.00 
1.00 
Other ADMINISTRATOR FEE 6-066263
0.00 
0.00 
1.00 
Other ALEXANDRIA REAL ESTATE EQUITIES INC COM
231,744.00 
232,205.18 
5,440.00 
Other AVALONBAY CMNTYS REIT
6,027.56 
5,481.51 
154.00 
Other BEDFORD PPTY INVS INC COM PAR $0.02
115,605.00 
86,393.25 
4,500.00 
Other BOYKIN LODGING CO COM
33,588.00 
48,801.96 
3,600.00 
Other BP PRUDHOE BAY RTY TR UNITS BEN INT
7,450.74 
7,238.14 
504.79 
Other BRAZIL FEDERATIVE REP GLOBAL BD 12 DUE 04-15-2010 REG
123,675.00 
156,789.60 
170,000.00 
Other BRAZIL FEDERATIVE REP SOVEREIGN 14.5 DUE10-15-2009 REG
132,800.00 
145,225.00 
160,000.00 
Other BRE PROPS INC CL A COM
6,240.00 
6,501.00 
200.00 
Other BSTN PPTYS INC
18,626.83 
19,394.39 
505.34 
Other BULGARIA REP USD GLOBAL NT 144A 8.25 DUE01-15-2015 REG
515,660.00 
456,747.13 
472,000.00 
Other CAP AUTOMOTIVE REIT COM SHS
132,720.00 
78,498.00 
5,600.00 
Other CARRAMERICA RLTY CORP COM REIT
52,605.00 
51,688.80 
2,100.00 
Other CBL & ASSOC PPTYS INC COM
128,160.00 
127,621.40 
3,200.00 
Other COML NET LEASE RLTY INC COM
213,209.55 
183,812.15 
13,907.99 
Other COML NET LEASE RLTY INC COM
82,782.00 
59,339.52 
5,400.00 
Other CORNERSTONE RLTY INC TR INC COM
3,980.00 
5,767.55 
500.00 
Other COUSINS PROPS INC COM
14,587.00 
14,324.03 
590.57 
Other DUKE RLTY CORP
50,263.75 
50,886.41 
1,975.00 
Other EASTGROUP PPTYS INC REIT
35,700.00 
31,395.00 
1,400.00 
Other ENTMNT PPTYS TR COM SH BEN INT
2,704.80 
2,433.45 
115.00 
Other ENTMNT PPTYS TR COM SH BEN INT
98,784.00 
52,546.20 
4,200.00 
Other EQTY INNS INC COM
40,334.00 
42,605.30 
6,700.00 
Other EQTY OFFICE PPTYS TR REIT
42,648.28 
47,621.11 
1,707.30 
Other EQTY OFFICE PPTYS TR REIT
187,350.00 
224,115.42 
7,500.00 
Other EQTY OFFICE PPTYS TR REIT
504,596.00 
603,617.54 
20,200.00 
Other EQTY OFFICE PPTYS TR REIT
254,796.00 
310,655.83 
10,200.00 
Other EQTY RESDNTL EFF 5/15/02
2,457.95 
2,619.42 
100.00 
Other EQTY RESDNTL EFF 5/15/02
294,960.00 
338,360.00 
12,000.00 
Other EQTY RESDNTL EFF 5/15/02
164,686.00 
192,767.23 
6,700.00 
Other ESC CYBERCASH INC
0.00 
400.00 
1,600.00 
Other ESSEX PPTY TR REIT
87.06 
82.45 
1.71 
Other FBR AST INVT CORP REIT
173,626.88 
164,400.47 
5,121.74 
Other FBR AST INVT CORP REIT
122,040.00 
120,394.80 
3,600.00 
Other FBR AST INVT CORP REIT
301,710.00 
296,919.07 
8,900.00 
Other FUT 03-20-2003
5,461,968.75 
5,352,218.75 
49.00 
Other FUT MAR 03 CBT 10Y AGY
(5,461,968.75)
(5,352,218.75)
(49.00)
Other FUT MAR 03 IMM NASDAQ 100
3,454,500.00 
3,598,175.00 
35.00 
Other FUT MAR 03 RUSSEL 2000
7,664,000.00 
7,818,000.00 
40.00 
Other FUT MAR 03 S&P 500
6,811,475.00 
7,012,662.50 
31.00 
Other FUT MAR 03 S&P 500
3,735,325.00 
3,839,512.50 
17.00 
Other FUT MAR 03 S&P 500
878,900.00 
907,250.00 
4.00 
Other FUT MAR 03 S&P 500
5,493,125.00 
5,566,787.50 
25.00 
Other GEN GROWTH PPTYS INC COM
412,880.00 
388,319.56 
7,940.00 
Other GREAT LAKES REIT
4,995.00 
5,177.95 
300.00 
Other HEALTH CARE REIT INC COM
31,107.50 
32,699.40 
1,150.00 
Other HEALTH CARE REIT INC COM
132,545.00 
121,175.35 
4,900.00 
Other HIGHWOODS PPTYS INC COM
44,200.00 
47,440.00 
2,000.00 
Other HLTH CARE PPTY INVS INC COM
16,439.62 
14,466.94 
429.23 
Other HOST MARRIOTT CORP REIT
15,264.67 
16,949.10 
1,724.82 
Other HRPT PPTYS TR COM SH BEN INT
1,687.41 
996.88 
204.78 
Other HRPT PPTYS TR COM SH BEN INT
262,032.00 
198,651.13 
31,800.00 
Other IRS USD 3ML/4.67769 GSC 4.67769% 04/12/2012
1,000,067.95 
0.00 
1,000,000.00 
Other IRS USD P 4.684/3ML12/05/12 JPM 0WR3005R1/P5
2,000,134.12 
0.00 
2,000,000.00 
Other ISTAR FINL INC COM
27,477.08 
27,581.45 
979.58 
Other KEYSTONE PPTY TR COM
44,122.00 
32,689.54 
2,600.00 
Other KIMCO RLTY CORP COM
25,952.08 
22,680.49 
847.00 
Other LASALLE HOTEL PPTYS SH BEN INT COM STK
40,600.00 
44,803.55 
2,900.00 
Other LIBERTY PPTY TR SH BEN INT
7,464.09 
6,805.70 
233.69 
Other MACERICH CO COM
273,675.00 
267,203.40 
8,900.00 
Other MACK CALI RLTY CORP COM REIT
30,300.00 
33,819.95 
1,000.00 
Other MEXICO-UNITED MEXICAN STS US$ DISC BD 11.5 DUE 05-15-2026 REG
1,433,250.00 
1,130,370.10 
1,050,000.00 
Other MILLS CORP COM STK PAR $0.01
8,962.64 
6,145.13 
305.48 
Other NATIONWIDE HLTH PPTYS INC REIT
1,493.00 
1,541.95 
100.00 
Other NATL HLTH INVS INC COM
15,745.36 
21,267.67 
979.19 
Other NATL HLTH INVS INC COM
16,080.00 
15,370.00 
1,000.00 
Other NEW PLAN EXCEL RLTY TR INC
2,886.03 
2,962.16 
151.18 
Other NEW PLAN EXCEL RLTY TR INC
274,896.00 
230,352.80 
14,400.00 
Other PAN PAC RETAIL PPTYS INC COM
358,359.30 
314,472.64 
9,810.00 
Other PAN PAC RETAIL PPTYS INC COM
109,590.00 
83,976.60 
3,000.00 
Other PANAMA REP GLOBAL BD DTD 12/03/2002 9.375 DUE 01-16-2023 REG
1,050,600.00 
1,008,341.40 
1,020,000.00 
Other PANAMA REP US$ GLOBAL BD DTD 07/13/2000 10.75 DUE 05-15-2020 REG
177,600.00 
163,456.40 
160,000.00 
Other PANAMA(REP OF) 9.625% BDS 8/2/11 USD1000
10,950.00 
10,300.00 
10,000.00 
Other PERU REP GTD BLOBAL BD 9.125 DUE 02-21-2012 REG
686,000.00 
665,875.00 
700,000.00 
Other PKWY PPTYS INC REIT
45,604.00 
47,780.98 
1,300.00 
Other PLUM CREEK TIMBER CO INC COM
48,587.70 
54,695.80 
2,058.80 
Other PLUM CREEK TIMBER CO INC COM
108,560.00 
138,414.29 
4,600.00 
Other POST PPTYS INC REIT
114,720.00 
118,252.32 
4,800.00 
Other POST PPTYS INC REIT
33,460.00 
33,992.00 
1,400.00 
Other PUB STORAGE INC COM
6,462.00 
5,495.93 
200.00 
Other RFS HOTEL INVS INC COM
31,494.00 
35,194.40 
2,900.00 
Other RLTY INC CORP COM
386,750.00 
377,490.65 
11,050.00 
Other RLTY INC CORP COM
87,500.00 
73,904.00 
2,500.00 
Other SCHWAB HEDGED EQUITY FUND
24,441.77 
25,068.48 
2,506.85 
Other SIMON PPTY GROUP INC COM
62,836.05 
56,216.48 
1,844.32 
Other SIMON PPTY GROUP INC COM
160,129.00 
168,600.14 
4,700.00 
Other SL GREEN RLTY CORP COM STK
3,160.00 
2,368.25 
100.00 
Other SOVRAN SELF STORAGE INC
34,032.00 
33,750.00 
1,200.00 
Other SR HSG PPTYS TR SH BEN INT
106.10 
0.00 
10.00 
Other SR HSG PPTYS TR SH BEN INT
142,174.00 
181,184.43 
13,400.00 
Other STREETTRACKS SER TR WILSHIRE REIT INDEX FD
1,395.36 
1,481.59 
12.00 
Other SUMMIT PPTY INC COM
8,900.00 
9,806.10 
500.00 
Other SUN COMMUNITIES INC COM
3,657.00 
3,602.95 
100.00 
Other THORNBURG MTG INC COM
243,210.00 
228,222.22 
12,100.00 
Other U S RESTAURANT PPTYS INC REIT
7,208.88 
7,657.38 
511.99 
Other UIT FT UNIT 391 N E-CONOMY GRWTH & TREASCTF OWN EVID UNDIV INT $1000 UNT VAL REG
2,263.00 
2,184.17 
310.00 
Other UIT NCE PETROFUND I CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG
690.00 
995.96 
100.00 
Other UIT SPDR TR UNIT SER 1 STD POORS DEPOS RCPT INTEREST $1000 UNIT VALUE REG
301,951.73 
316,025.66 
3,422.33 
Other UIT VAN KAMPEN FOCUS PORTFOLIOS UNIT 326 INTERNET PORTFOLIO
2,622.48 
4,061.44 
446.00 
Other UIT VAN KAMPEN FOCUS PORTFOLIOS UNT 330 SELECT 10 INDL PORT 2002-2 UNT VAL REG
2,186.25 
2,843.31 
275.00 
Other UNITED DOMINION REAL ESTATE COM
182,741.20 
179,207.09 
11,170.00 
Other US 10 YR T-NOTE FUTURE 03-20-2003
5,637,296.88 
5,491,781.27 
49.00 
Other US 10YR T-NOTE FUTURE 03-20-2003
(5,637,296.88)
(5,491,781.27)
(49.00)
Other US 2YR NT (BCT) FUTURE 03-27-2003
4,734,125.00 
4,681,531.25 
22.00 
Other US 2YR NT (CBT) FUTURE 03-27-2003
(4,734,125.00)
(4,681,531.25)
(22.00)
Other US 5YR T-NOTE FUTURE 03-20-2003
11,778,000.00 
11,566,312.50 
104.00 
Other US 5YR T-NOTE FUTURE 03-20-2003
(11,778,000.00)
(11,566,312.50)
(104.00)
Other US T-BOND FUTURE @ CBT 03-20-2003
4,845,562.50 
4,681,492.19 
43.00 
Other US T-BOND FUTURE @ CBT 03-20-2003
(4,845,562.50)
(4,681,492.19)
(43.00)
Other US TREAS BDS DTD 04/15/1998 4.05616 DUE 04-15-2028/12-09-1999 REG
898,594.47 
779,346.15 
690,000.00 
Other VENTAS INC COM
37,785.00 
40,244.82 
3,300.00 
Other VORNADO RLTY TR COM
3,760.10 
3,821.72 
101.08 
Other WA REAL ESTATE INVT TR SH BEN INT
5,006.01 
5,233.88 
196.31 
Other WYNDHAM INTL INC CL A
284.05 
6,041.79 
1,235.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Swiss franc
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Euro
0.00 
0.00 
0.00 
Other Swedish krona
0.00 
0.00 
0.00 
Other United States dollar
0.00 
0.00 
0.00 
Other United States dollar
0.00 
0.00 
0.00 
Other Liabilities CALPINE CORP COM CALL OPTION EXP 1/18/03 PR $5 PER SH
(125.00)
(1,991.06)
(25.00)
Other Liabilities CALPINE CORPORATION COM STK CALL OPTION EXP 01/18/03 PR $10 PER SH
(400.00)
(4,481.64)
(80.00)
Other Liabilities CARNIVAL CORP CL A COM STK CALL OPTION EXP 01/18/03 PR $27.50 PER SH
(585.00)
(582.23)
(3.00)
Other Liabilities CHICOS FAS INC COM STK CALL OPTION EXP 01/18/03 PR $22.50 PER SH
(100.00)
(702.02)
(10.00)
Other Liabilities CISCO SYSTEMS COM STK CALL OPTION EXP 01/18/03 PR $12.50
(450.00)
(612.03)
(5.00)
Other Liabilities CISCO SYSTEMS COM STK PUT OPTION EXP 01/22/05 PR $15.00 PER SHARE
1,000.00 
1,512.95 
5.00 
Other Liabilities COMMERCE BANCORP COM STK CALL OPTION EXP 01/18/03 PR $45 PER SH
(220.00)
(896.06)
(4.00)
Other Liabilities E-TRADE GROUP INC COM STOCK CALL OPTION EXP 01/18/03 PR $7.50 PR SH
(50.00)
(352.03)
(10.00)
Other Liabilities ELAN PLC ADR F CALL OPTION EXP 04/19/03 PR $5.00 PER SH
(200.00)
(202.02)
(10.00)
Other Liabilities EQUITY OFFICE PPTYS COM STOCK CALL OPTION EXP 04/19/03 PR $25 PER SH
(1,500.00)
(3,251.95)
(10.00)
Other Liabilities FLEXTRONIC INTL LT COM STK CALL OPTION EXP 1/18/03 PR $10 PER SH
(150.00)
(752.02)
(10.00)
Other Liabilities FORD MOTOR COMPANY COM STK CALL OPTION EXP 03/22/03 PR $10.00 PER SH
(350.00)
(512.03)
(5.00)
Other Liabilities HEALTH CARE REIT IN COM STOCK CALL OPTION EXP 02/22/03 PR $25 PER SH
(2,000.00)
(3,351.94)
(10.00)
Other Liabilities HIGHWOOD PPTYS INC COM STK CALL OPTION EXP 05-17-03 PR $22.50 PER SH
(1,600.00)
(532.03)
(20.00)
Other Liabilities HILTON HOTELS COM STK CALL OPTION EXP 4/19/03 PR $12.50 PER SH
(240.00)
(218.04)
(2.00)
Other Liabilities INTEGRATED SILICON COM STK CALL OPTION EXP 01/18/03 PR $5.00 PER SH
0.00 
(709.56)
(8.00)
Other Liabilities IRS USD 3ML/4.67769 GSC 4.67769% 04/12/2012
(1,038,553.25)
0.00 
(1,000,000.00)
Other Liabilities IRS USD P 4.684/3ML12/05/12 JPM 0WR3005R1/P5
(2,078,116.09)
0.00 
(2,000,000.00)
Other Liabilities ISIS PHARMACEUTICAL COM STK CALL OPTION EXP 04/19/03 PR $12.50 PER SH
(220.00)
(143.39)
(4.00)
Other Liabilities L-CRED DEF SWAP 1.95/4.90 3MQ DEUTSCHE 23/4/07 0WR0206P8
(250,000.00)
0.00 
(250,000.00)
Other Liabilities L-DEUTSCHE BANK CRED DEF SWAP 1.92125/7.17125 3 MQ 1/5/07 0WR0207P7
(310,000.00)
0.00 
(310,000.00)
Other Liabilities LORAL SPACE & COMMU COM STK CALL OPTION EXP 1-18-03 PR $5 PER SH
(50.00)
(452.03)
(10.00)
Other Liabilities MACK CALI REALTY COM STOCK CALL OPTION EXP 04/19/03 PR $30 PER SH
(750.00)
(4,051.92)
(10.00)
Other Liabilities MOORE LTD SOLD SHORT THROUGH MORGAN STANLEY
910.00 
962.95 
100.00 
Other Liabilities NASDAQ 100 SHARES COM STK CALL OPTION EXP 01/18/03 PR $28.00 PER SH
(70.00)
(1,358.00)
(7.00)
Other Liabilities NEW PLAN EXCEL TRST COM STK CALL OPTION EXP 02-22-03 PR $17.50 PER SH
(190.00)
(230.20)
(1.00)
Other Liabilities NEWMONT MINING COM STK CALL OPTION EXP 1-18-03 PR $27.50 PER SH
(645.00)
(371.03)
(3.00)
Other Liabilities NORTEL NETWORKS COM STK CALL OPTION EXP 01/18/03 PR $2.50 PER SH
(50.00)
(52.04)
(10.00)
Other Liabilities NVIDIA CORP COM STK CALL OPTION EXP 01/17/04 PR $15.00 PER SH
(2,900.00)
(3,651.93)
(10.00)
Other Liabilities NVIDIA CORPORATION COM STK CALL OPTION EXP 01/18/03 PR $10.00 PER SHARE
350.00 
497.95 
10.00 
Other Liabilities PFIZER INC COM STK CALL OPTION EXP 1-18-03 PR $50 PER SH
(5.00)
(80.04)
(1.00)
Other Liabilities QUALCOMM INC COM STK CALL OPTION EXP 01/18/03 PR $35.00 PER SHARE
(765.00)
(1,106.01)
(3.00)
Other Liabilities QUALCOMM INC COM STK CALL OPTION EXP 1-18-03 PR $80 PER SH
(30.00)
(3,074.66)
(6.00)
Other Liabilities RELIANT RESOURCES COM STK CALL OPTION EXP 02/22/03 PR $5.00 PER SH
(225.00)
(242.04)
(15.00)
Other Liabilities SIMON PPTY GRP COM STOCK CALL OPTION EXP 04/19/03 PR $30 PER SH
(4,200.00)
(5,551.88)
(10.00)
Other Liabilities SYSCO CORP COM STK CALL OPTION EXP 02/22/03 W/STRK PR $30.00 PER SH
(360.00)
(1,166.01)
(3.00)
Other Liabilities TAIWAN SEMICON ADR CALL OPTION EXP 04/19/03 PR $12.50 PER SH
(90.00)
(449.03)
(9.00)
Other Liabilities TYCO INTL LTD COM STK CALL OPTION EXP 01/18/03 W/STRK PR $17.50 PER SH
(300.00)
(612.03)
(5.00)
Other Liabilities UNITED HEALTH COM STK CALL OPTION EXP 02/22/03 PR $85.00 PER SH
0.00 
(668.02)
(2.00)
Other Liabilities Pending foreign exchange sales: Canadian dollar
(237,123.62)
(237,676.50)
0.00 
Other Liabilities Pending foreign exchange sales: Euro
(313,833.92)
(306,780.00)
0.00 
Other Liabilities Pending foreign exchange sales: Euro
(212,431.41)
(200,874.52)
0.00 
Other Liabilities Pending foreign exchange sales: Euro
(21,394.78)
(20,846.45)
0.00 
Other Liabilities Pending foreign exchange sales: Euro
(5,969.95)
(5,925.28)
0.00 
Other Liabilities Pending foreign exchange sales: Euro
(340,505.87)
(324,025.00)
0.00 
Other Liabilities Pending foreign exchange sales: British pound sterling
(320,274.69)
(316,880.00)
0.00 
Other Liabilities Pending foreign exchange sales: Japanese yen
(44,223.89)
(44,052.92)
0.00 
Other Liabilities Pending foreign exchange sales: Japanese yen
(257,948.51)
(252,078.59)
0.00 
Other Liabilities Pending foreign exchange sales: Japanese yen
(942,650.10)
(916,305.00)
0.00 
Other Liabilities Pending foreign exchange sales: Japanese yen
(162,932.01)
(154,839.17)
0.00 
Other Liabilities Pending foreign exchange sales: Japanese yen
(217,580.19)
(211,106.19)
0.00 
Other Liabilities Pending foreign exchange sales: Japanese yen
(375,416.45)
(363,899.98)
0.00 
Other Liabilities Pending foreign exchange sales: Japanese yen
(183,147.49)
(174,297.96)
0.00 
Other Liabilities Pending foreign exchange sales: Japanese yen
(22,266.69)
(22,007.57)
0.00 
Other Liabilities Pending foreign exchange sales: Japanese yen
(21,134.27)
(20,888.33)
0.00 
Other Liabilities Pending foreign exchange sales: Japanese yen
(21,253.02)
(21,004.95)
0.00 
Other Liabilities Pending foreign exchange sales: United States dollar
(281,100.00)
(281,100.00)
0.00 
Other Liabilities Pending foreign exchange sales: United States dollar
(3,157,722.00)
(3,157,722.00)
0.00 
Other Liabilities Pending foreign exchange sales: United States dollar
(1,582,460.00)
(1,582,460.00)
0.00 
Other Liabilities Pending foreign exchange sales: United States dollar
(1,241,536.86)
(1,241,536.86)
0.00 
Other Liabilities Pending foreign exchange sales: United States dollar
(5,277.41)
(5,277.41)
0.00 
Other Liabilities Pending foreign exchange sales: United States dollar
(4,773.88)
(4,773.88)
0.00 
Other Liabilities Pending foreign exchange sales: United States dollar
(8,946.32)
(8,946.32)
0.00 
Other Liabilities Pending foreign exchange sales: United States dollar
(8,978.02)
(8,978.02)
0.00 
Other Liabilities Pending foreign exchange sales: United States dollar
(419.84)
(419.84)
0.00 
Other Liabilities Pending trade purchases: Swiss franc
(5,305.27)
(5,217.17)
0.00 
Other Liabilities Pending trade purchases: Euro
(8,971.07)
(8,836.43)
0.00 
Other Liabilities Pending trade purchases: Norwegian krone
(9,001.67)
(8,891.04)
0.00 
Other Liabilities Pending trade purchases: Swedish krona
(4,795.36)
(4,739.71)
0.00 
Other Liabilities Pending trade purchases: United States dollar
(41,907,442.21)
(41,907,442.21)
0.00 
Other Liabilities Pending trade purchases: United States dollar
(11,384,687.50)
(11,384,687.50)
0.00 
Other Liabilities Pending trade purchases: United States dollar
(200,449.31)
(200,449.31)
0.00 
Other Liabilities Pending trade purchases: United States dollar
(395,744.82)
(395,744.82)
0.00 
Other Liabilities Pending trade purchases: United States dollar
(479,553.04)
(479,553.04)
0.00 
Other Liabilities Pending trade purchases: United States dollar
(71,897.18)
(71,897.18)
0.00 
Other Liabilities Pending trade purchases: United States dollar
(21,000.00)
(21,000.00)
0.00 
Other Liabilities Pending trade purchases: United States dollar
(360,004.30)
(360,004.30)
0.00 
Other Liabilities Pending trade purchases: United States dollar
(524,270.69)
(524,270.69)
0.00 
Other Liabilities Pending trade purchases: United States dollar
(84,702.42)
(84,702.42)
0.00 
Other Liabilities Pending trade purchases: United States dollar
(420,061.29)
(420,061.29)
0.00 
Other Liabilities Pending trade purchases: United States dollar
(671,602.72)
(671,602.72)
0.00 
Payable Other AUDITING 6-064707
0.00 
0.00 
1.00 
Payable Other AUDITING 6-064707
0.00 
0.00 
1.00 
Payable Other AUDITING 6-064707
0.00 
0.00 
1.00 
Payable Other AUDITING 6-064707
0.00 
0.00 
1.00 
Payable Other AUDITING 6-064707
0.00 
0.00 
1.00 
Payable Other AUDITING 6-064707
1.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other AUDITING EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other EXPENSE ACCRUALS SECURITIES LENDING FEE
0.00 
0.00 
1.00 
Payable Other EXPENSE ACCRUALS SECURITIES LENDING FEE
0.00 
0.00 
1.00 
Payable Other EXPENSE ACCRUALS SECURITIES LENDING FEE
0.00 
0.00 
1.00 
Payable Other EXPENSE ACCRUALS SECURITIES LENDING FEE
0.00 
0.00 
1.00 
Payable Other EXPENSE ACCRUALS SECURITIES LENDING FEE
0.00 
0.00 
1.00 
Payable Other FEE FOR SECURITIES LENDING ACTIVITY FOR
0.00 
0.00 
1.00 
Payable Other FEE FOR SECURITIES LENDING ACTIVITY FOR
0.00 
0.00 
1.00 
Payable Other FEE FOR SECURITIES LENDING ACTIVITY FOR
0.00 
0.00 
1.00 
Payable Other FEE FOR SECURITIES LENDING ACTIVITY FOR
0.00 
0.00 
1.00 
Payable Other FEE FOR SECURITIES LENDING ACTIVITY FOR
0.00 
0.00 
1.00 
Payable Other FEE FOR SECURITIES LENDING ACTIVITY FOR
0.00 
0.00 
1.00 
Payable Other FEE FOR SECURITIES LENDING ACTIVITY FOR
0.00 
0.00 
1.00 
Payable Other FEE FOR SECURITIES LENDING ACTIVITY FOR
0.00 
0.00 
1.00 
Payable Other FEE FOR SECURITIES LENDING ACTIVITY FOR
0.00 
0.00 
1.00 
Payable Other FEE FOR SECURITIES LENDING ACTIVITY FOR
0.00 
0.00 
1.00 
Payable Other FEE FOR SECURITIES LENDING ACTIVITY FOR
0.00 
0.00 
1.00 
Payable Other FEE FOR SECURITIES LENDING ACTIVITY FOR
0.00 
0.00 
1.00 
Payable Other MISC VAL 6-064708
0.00 
0.00 
1.00 
Payable Other MISC VAL 6-064708
0.00 
0.00 
1.00 
Payable Other MISC VAL 6-064708
0.00 
0.00 
1.00 
Payable Other MISC VAL 6-064708
0.00 
0.00 
2.00 
Payable Other MISC VAL 6-064708
0.00 
0.00 
2.00 
Payable Other MISC VAL 6-064708
0.00 
0.00 
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other MISCELLANEOUS VALUATION EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other TRUSTEE/CUSTODY EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other TRUSTEE/CUSTODY EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other TRUSTEE/CUSTODY EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other TRUSTEE/CUSTODY EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other TRUSTEE/CUSTODY EXPENSE ACCRUAL
0.00 
0.00 
1.00 
Payable Other TRUSTEE/CUSTODY EXPENSE ACCRUAL
0.00 
0.00 
0.00 
Payable Other VAL EXPENSE 6-064703
0.00 
0.00 
1.00 
Payable Other VAL EXPENSE 6-064703
0.00 
0.00 
1.00 
Payable Other VAL EXPENSE 6-064703
0.00 
0.00 
1.00 
Payable Other VAL EXPENSE 6-064703
0.00 
0.00 
1.00 
Payable Other VAL EXPENSE 6-064703
0.00 
0.00 
1.00 
Payable Other VAL EXPENSE 6-064703
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Payable Other VALUATION EXPENSE ACCRUALS
0.00 
0.00 
1.00 
Total 
1,665,584,020.47 
1,704,600,949.37 

 
 

Signature

Pursuant to the requirements of the Securities Exchange Act of 1934, the United Air Lines, Inc. Pension and Welfare Plans Administration Committee has duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.
 
 
 
 
 
 
 
 
 
 

United Airlines
Pilot Directed Account Plan

 
 
 
By: /s/Frederic F. Brace
 
Frederic F. Brace
Member, United Air
Lines, Inc. Pension
and Welfare Plans
Administration Committee

Dated June 30, 2003
 
 
 
 

Exhibit Index
 
Exhibit No. Description
   
     23 Consent of Independent Auditors
     23.1 Changes in and Disagreements with Accountants on Accounting and Financial Disclosure
    99.1 Certification Pursuant to 18 U.S.C. Section 1350 (Section 906 of the Sarbanes-Oxley Act of 2002)