11K
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 month ended December 31, 2001

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 Air Lines, Inc.
        Pilots' Directed Account Retirement Income 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 Algonquin Road, Elk Grove Township, Illinois
           Mailing Address: P.O. Box 66100, Chicago, Illinois  60666
           (Address of principal executive offices)

 
 
 
 
 
 
REPORT OF INDEPENDENT PUBLIC ACCOUNTANTS



 

To the Board of Directors
of  United Air Lines, Inc.
Pilots' Directed Account Retirement Income Plan:
 

We have audited the accompanying statements of net assets available for plan benefits of the United Air Lines, Inc. Pilots' Directed Account Retirement Income Plan as of December 31, 2001 and November 30, 2001, and the related statements of changes in net assets available for plan benefits for the month ended December 31, 2001.  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 audits.

We conducted our audits in accordance with auditing standards generally accepted in the United States. 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 audits provide a reasonable basis for our opinion.

In our opinion, the financial statements referred to above present fairly, in all material respects, the net assets available for plan benefits of the United Air Lines, Inc. Pilots' Directed Account Retirement Income Plan as of December 31, 2001 and November 30, 2001, and the changes in its net assets available for plan benefits for the month ended December 31, 2001 in conformity with accounting principles generally accepted in the United States.

Our audits were performed for the purpose of forming an opinion on the basic financial statements taken as a whole.  The supplemental schedule of assets held for investment purposes at end of year is presented for the purpose of additional analysis and is not a required part of the basic financial statements but is 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.  This supplemental schedule is the responsibility of the Plan's management.  The supplemental schedule has been subjected to the auditing procedures applied in the audits of the basic financial statements and, in our opinion, is fairly stated in all material respects in relation to the basic financial statements taken as a whole.
 
 
 

/s/ ARTHUR ANDERSEN LLP
ARTHUR ANDERSEN LLP
 

Chicago, Illinois
May 15, 2002
 
 
 
 
 

UNITED AIR LINES, INC.
PILOTS' DIRECTED ACCOUNT RETIREMENT INCOME PLAN

STATEMENTS OF NET ASSETS AVAILABLE FOR PLAN BENEFITS

As of December 31,  2001 and November 30, 2001

(in thousands)


 
 
       2001         2001
ASSETS:      
    Contribution receivable    $           16,793      $         - 
    Investments:      
      Cash and cash equivalents net of offsets
    587,960
 
    606,575
      Equity securities, net of offsets
1,056,808
 
1,039,373
      Asset backed securities
47,293
 
40,824
      Corporate and international bonds
69,202
 
71,935
      Government securities and other fixed instruments,      
         net of offsets
112,497
 
127,769
      Other assets, net
13,880
 
14,208
      Securities on loan (see Note 2)
150,176
 
156,125
          Total investments
2,037,816
 
2,056,809
     Accrued income, net
2,791
 
2,935
      Collateral received for securities loaned (see Note 2)
147,284
 
154,140
           Total assets
2,204,684
 
2,213,884
LIABILITIES:      
      Pending trade payables, net
(79,950)
 
(87,708)
      Obligation for collateral received for securities       
          loaned (see Note 2)
(147,284)
 
(154,140)
           Total liabilities
(227,234)
 
(241,848)
NET ASSETS AVAILABLE FOR PLAN BENEFITS
$1,977,450
 
$1,972,036

The accompanying notes to financial statements
are an integral part of these statements.



 
 
 

UNITED AIR LINES, INC.
PILOTS' DIRECTED ACCOUNT RETIREMENT INCOME PLAN

STATEMENTS OF CHANGES IN NET ASSETS AVAILABLE FOR PLAN BENEFITS

For the Month Ended December 31, 2001

(in thousands)


 
RESULTS OF INVESTMENT ACTIVITY:    
  Net depreciation in value of investments (see Note 2)  
$  11,863
  Interest  
2,162
  Dividends  
1,206
  Other  loss  
(872)
  Income from securities lending  
43
            Total investment activity  
14,402
CONTRIBUTIONS    
  Employer  
13,073
  Employee  
6,699
            Total contributions  
19,772
BENEFIT PAYMENTS  
(27,414)
ADMINISTRATIVE EXPENSES  
(1,346)
            Net increase in net assest available for plan    
                benefits during the period  
5,414
     
NET ASSETS AVAILABLE FOR PLAN BENEFITS    
    Beginning of the period  
1,972,036
    End of the period  
$1,977,450

The accompanying notes to financial statements
are an integral part of this statement.
 
 
 
 
 

UNITED AIR LINES, INC
PILOTS' DIRECTED ACCOUNT RETIREMENT INCOME PLAN

NOTES TO FINANCIAL STATEMENTS

December 31, 2001 and November 30, 2001

1.      DESCRIPTION OF PLAN

This description is for general information purposes only.  Participants should refer to their summary plan description for detailed benefit information.

General and Plan Participants

United Air Lines, Inc. ("United") established the Pilots' Variable Benefit Retirement Income Plan (the "Variable Plan") in 1955 to provide retirement income and other benefits for the pilots of United.  On September 1, 1982, the Variable Plan was amended and restructured, retroactive to February 1, 1981, and for active participants is now known as the United Air Lines, Inc. Pilots' Directed Account Retirement Income Plan (the "Directed Account Plan" or "Plan").  All active participants in the Variable Plan automatically became participants in the Directed Account Plan.  The transition from the Variable Plan to the Directed Account Plan did not constitute a termination of the Variable Plan.  The Plan is a defined contribution plan and is subject to the Employee Retirement Income Security Act of 1974 ("ERISA"), as amended.

United pilots are eligible to become participants in the Plan on the date of their hire.

Effective December 1, 2001, the Plan changed the year end from November 30 to December 31.

Directed Account Plan Investment Options

Participants are able to individually allocate their account balances among various different investment options.  The investment funds consist of 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.  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.  In the five balanced funds that invest in the other investment funds in predetermined portions, automatic daily reallocation is performed.

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.

Contributions and Vesting

United makes a contribution in an amount equivalent to 11% of a pilot's earnings to the Plan.  In 2000, United made a contribution in an amount equivalent to 9% which in midyear 2000 increased to 11% (retroactive to April 12, 2000) of a pilot's earnings to the plan.  Prior to April 12, 2000, United contributed an amount equivalent to 1%.  Company contributions on behalf of a participant are allocated directly to each participant's account.  Pilots may also elect to voluntarily contribute, in multiples of 1%, any percentage, up to 50% (subject to the 25% overall limit discussed below) of each paycheck received.  Pilots immediately vest in company and voluntary contributions.

Pilot pretax election deferrals to the Plan can be made, subject to a maximum of $10,500 in 2001 and in 2000, on a pretax basis as permitted by Section 401(k) of the Internal Revenue Code.  Lower limits may apply to certain highly compensated participants if the Plan does not pass certain nondiscrimination tests required by law.  Section 415 of the Internal Revenue Code limits the total amount of contributions from all qualified defined contribution retirement plans to the lesser of 25% of annual taxable earnings or $35,000.

Contributions to the Plan include $2,041,969 for December 31, 2001 which were transferred from other qualified plans as rollovers under the Internal Revenue Code Sections 402(c) and 408(d).

Withdrawals

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.  Effective January 1, 1997, active participants that have reached age 70-1/2 may choose to defer distribution.

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, according to a money-type hierarchy.  Distributions from the UAL Stock Fund, may be made in cash.

Plan Termination Provisions

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 of ERISA.  If the Plan is terminated, all amounts credited to a participant's account at the time of termination shall be retained in the Trust and will be distributed in accordance with the normal distribution rules of the Plan.

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 financial statements are presented on the accrual basis.

Investments

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 market-to-market on a daily basis to maintain the margin requirement.  For the plan year ended November 30, 2001, the Plan began accounting for its securities lending activities in accordance with Statement of Financial Accounting Standards ("SFAS") No. 140 "Accounting for Transfers and Servicing of Financial Assets and Extinguishments of Liabilities".

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.  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.

The following presents investments that represent 5% or more of the Plan's net assets:

 
December 31
 
November 30
 
    2001
 
      2001
  Money Market Fund
$434,546
 
$451,272
Net Appreciation (Depreciation) in Value of Investments

Net appreciation or 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 December 1, or date of purchase if subsequent to December 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 December 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 December 1, or the date of purchase, to the date of sale or the current year end.

The Plan provides for investments that, in general, are exposed to various risks, such as interest rate, credit and overall market volatility risks.  Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the value of investment securities will occur in the near term and that such changes could materially affect the amounts reported in the statements of net assets available for benefits.

During December 2001,  the Plan investments appreciated in value by $11,863 as follows (in thousands):

  UAL Stock Fund  
$  (9,624)
  Short-Term  Securities Fund  
(937)
  Diversified  Bond Fund  
(975)
Value Equity Fund  
2,854
  Growth Equity Fund  
1,508
  Small Cap Equity Fund  
13,603
  International Equity Fund  
1,174
  S & P 500 Index Fund  
2,025
  Individual Brokerage Account Option    
         Cash  
(2)
         Equity securities  
2,297
         Corporate and international bonds  
(43)
         Government and securities  
(17)
   
$  11,863
Plan 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 in the cost of the related security.  United performs certain administrative functions for the Plan without charge.

Participant Loans

Effective April 1, 1997, the Pilots' Directed Account Retirement Income Plan was amended to allow participants to obtain loans from the total vested balance of their account. Participants may borrow up to 50% of their total vested account balance, not to exceed $50,000. The minimum that may be borrowed is $1,000.  Loans will be funded by charging the participant's interest (interest ranged from 6.00% to 10.50% for the month ended December 31, 2001) 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.  Generally, loan repayments will be made 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 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.

Use of Estimates

The preparation of financial statements in conformity with accounting principles generally accepted in the United States requires management to make estimates and assumptions that affect the reported amount of net assets available for plan benefits and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of changes in net assets available for plan benefits during the reporting period.  Actual results could differ from those estimates.

Payment of Benefits

Benefits are recorded when paid.

Reclassifications

Certain prior year balances have been reclassified to conform to the current year presentation.

3.      INVESTMENT ADMINISTRATION

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, 2001, the investment managers were as follows:

Money Market Fund
-
Frank Russell Trust Company
UAL Stock Fund
-
Frank Russell Trust Company
Short-Term Securities Fund
-
Pacific Investment Management
Diversified Bond Fund
-
Western Asset Management Company
Value Equity Bond
-
Westpeak Investment Advisors
 
-
Dodge and Cox, Inc.
 
-
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.      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 sections of the Internal Revenue Code.  The Plan was 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 designed and is currently being operated in compliance with the applicable provisions of the Internal Revenue Code.

5.      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):

Net assets available for plan benefits per financial statements     $1,977,450
Less- Amounts allocated to withdrawing participants         (4,811)
Net assets available for plan benefits per Form 5500     $1,972.639
Benefits paid to participants per financial statements        $27,414
Add- Amounts allocated to withdrawing participants at December 31, 2001           4,811
Less- Amounts allocated to withdrawing participants at November 30, 2001         (2,234)
Benefits paid to participants per Form 5500        $29,991

  6.     RELATED-PARTY TRANSACTIONS

The Plan holds investments managed by Frank Russell Trust Company.   Frank Russell Trust Company acts as trustee as defined by the Plan.  Transactions in such investments qualify as party-in-interest transactions which are exempt from the prohibited transaction rules.

7.     DERIVATIVES

  The Plan allows certain investment managers to reduce the funds' exposure to fluctuations in the value of foreign currency assets and liabilities through foreign currency forwards and options.  The Plan also authorizes other investment managers to earn equity returns on the Funds' cash position through equity index future contracts.  Certain 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.  
 
8.    SUBSEQUENT EVENT

Effective January 1, 2002, the name of the plan changed to United Airlines Pilot Directed  Account Plan.

Effective April 1, 2002,  the contribution limit increased from 50% to 60% of compensation, as defined.

 
 
 
 
 
 
 
 
UNITED AIR LINES, INC.
PILOTS' DIRECTED ACCOUNT RETIREMENT INCOME PLAN

TIE IN OF SCHEDULE H, Line 4i - SCHEDULES OF ASSETS (HELD AT END OF MONTH) TO
NET ASSETS AVAILABLE FOR PLAN BENEFITS

As of December 31, 2001

(in thousands)


 
 
Total investments per statement of net assets available for plan benefits            $2,037,816
Less- Pending trade payables, net                (79,950)
Total assets per schedule of assets held for investment purposes            $1,957,866

 
 
 
 
 
 
 
 
 

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 Air Lines, Inc.
Pilots' Directed Account
Retirement Income Plan 

 
 

Dated May 15, 2002

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

 
 
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Identity of issue, borrower, lessor,
or similar party

  Description of investments including maturity date, rate of interest, collateral, par, or maturity value
  Shares/Par Value
  Cost
  Current Value
 
Non-Interest Bearing Cash — USD   Australian dollar   95.76   95.76   95.76  
Non-Interest Bearing Cash — USD   Australian dollar   7,190.64   7,190.64   7,190.64  
Non-Interest Bearing Cash — USD   Australian dollar   0.21   0.21   0.21  
Non-Interest Bearing Cash — USD   Canadian dollar   314.21   314.21   314.21  
Non-Interest Bearing Cash — USD   Canadian dollar   218.32   218.32   218.32  
Non-Interest Bearing Cash — USD   Canadian dollar   0.01   0.01   0.01  
Non-Interest Bearing Cash — USD   Swiss franc   45.74   45.74   45.74  
Non-Interest Bearing Cash — USD   Swiss franc   575.93   575.93   575.93  
Non-Interest Bearing Cash — USD   Danish krone   15.61   15.61   15.61  
Non-Interest Bearing Cash — USD   Euro   748.59   748.59   748.59  
Non-Interest Bearing Cash — USD   Euro   254,337.22   254,337.22   254,337.22  
Non-Interest Bearing Cash — USD   Euro   104,333.76   104,333.76   104,333.76  
Non-Interest Bearing Cash — USD   British pound sterling   1,248.26   1,248.26   1,248.26  
Non-Interest Bearing Cash — USD   British pound sterling   87.96   87.96   87.96  
Non-Interest Bearing Cash — USD   British pound sterling   1,286.87   1,286.87   1,286.87  
Non-Interest Bearing Cash — USD   British pound sterling   34,025.16   34,025.16   34,025.16  
Non-Interest Bearing Cash — USD   British pound sterling   17,613.88   17,613.88   17,613.88  
Non-Interest Bearing Cash — USD   Hong Kong dollar   (157,922.85 ) (157,922.85 ) (157,922.85 )
Non-Interest Bearing Cash — USD   Hong Kong dollar   32.06   32.06   32.06  
Non-Interest Bearing Cash — USD   Hong Kong dollar   42.40   42.40   42.40  
Non-Interest Bearing Cash — USD   Indonesian rupiah   0.07   0.07   0.07  
Non-Interest Bearing Cash — USD   Japanese yen   (192,191.45 ) (192,191.45 ) (192,191.45 )
Non-Interest Bearing Cash — USD   Japanese yen   33.94   33.94   33.94  
Non-Interest Bearing Cash — USD   Japanese yen   2,030.64   2,030.64   2,030.64  
Non-Interest Bearing Cash — USD   Japanese yen   67,087.91   67,087.91   67,087.91  
Non-Interest Bearing Cash — USD   Mexican peso   68.68   68.68   68.68  
Non-Interest Bearing Cash — USD   Mexican peso   25.54   25.54   25.54  
Non-Interest Bearing Cash — USD   Malaysian ringgit   3.16   3.16   3.16  
Non-Interest Bearing Cash — USD   Malaysian ringgit   23.80   23.80   23.80  
Non-Interest Bearing Cash — USD   Norwegian krone   62.80   62.80   62.80  
Non-Interest Bearing Cash — USD   New Zealand dollar   379.39   379.39   379.39  

Non-Interest Bearing Cash — USD   New Zealand dollar   45.50   45.50   45.50  
Non-Interest Bearing Cash — USD   Swedish krona   53.53   53.53   53.53  
Non-Interest Bearing Cash — USD   Singapore dollar   189.70   189.70   189.70  
Non-Interest Bearing Cash — USD   Singapore dollar   73.92   73.92   73.92  
Non-Interest Bearing Cash — USD   United States dollar   (63,687.56 ) (63,687.56 ) (63,687.56 )
Non-Interest Bearing Cash — USD   United States dollar   (250,793.40 ) (250,793.40 ) (250,793.40 )
Non-Interest Bearing Cash — USD   United States dollar   (235,242.33 ) (235,242.33 ) (235,242.33 )
Receivables — Other — USD   Pending foreign exchange purchases: Australian dollar     258,000.00   254,698.21  
Receivables — Other — USD   Pending foreign exchange purchases: Australian dollar   0   153,759.00   152,818.93  
Receivables — Other — USD   Pending foreign exchange purchases: Australian dollar   0   309,600.00   305,637.85  
Receivables — Other — USD   Pending foreign exchange purchases: Swiss franc   0   186,824.69   185,455.94  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   649,445.40   661,188.67  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   3,789,087.00   3,773,062.80  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   119,884.36   119,244.73  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   29,982.62   29,206.72  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   79,990.55   82,729.89  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   889,900.00   887,779.48  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   189,845.64   192,491.42  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   199,000.00   197,853.73  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   99,735.91   98,446.84  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   374,926.16   368,873.29  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   96,851.30   95,872.56  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   29,982.62   29,207.58  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   28,086.52   28,405.56  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   3,789,087.50   3,773,062.80  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   151,000.00   150,811.31  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   235,624.22   237,304.64  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   663,318.92   688,161.30  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   929,299.05   962,606.98  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   229,829.30   231,960.02  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   145,114.99   147,137.38  

Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   898,920.00   887,779.48  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   179,924.58   178,964.62  
Receivables — Other — USD   Pending foreign exchange purchases: British pound sterling   0   2,131,155.00   2,173,470.36  
Receivables — Other — USD   Pending foreign exchange purchases: British pound sterling   0   59,278.32   59,376.63  
Receivables — Other — USD   Pending foreign exchange purchases: Japanese yen   0   2,417,794.97   2,297,825.70  
Receivables — Other — USD   Pending foreign exchange purchases: Japanese yen   0   402,965.83   382,970.95  
Receivables — Other — USD   Pending foreign exchange purchases: Japanese yen   0   392,905.69   382,970.95  
Receivables — Other — USD   Pending foreign exchange purchases: Japanese yen   0   30,232.42   26,937.86  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   279,000.00   279,000.00  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   3,789,087.00   3,789,087.00  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   142,935.00   142,935.00  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   217.81   217.81  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   665,100.00   665,100.00  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   4,701.19   4,701.19  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   398,908.59   398,908.59  
Receivables — Other — USD   Pending trade sales: Canadian dollar   0   4,688.54   4,696.03  
Receivables — Other — USD   Pending trade sales: Euro   0   14,078.27   14,078.27  
Receivables — Other — USD   Pending trade sales: Japanese yen   0   12,017.47   11,792.82  
Receivables — Other — USD   Pending trade sales: Japanese yen   0   29,197.51   29,257.66  
Receivables — Other — USD   Pending trade sales: Singapore dollar   0   29,399.10   29,511.35  
Receivables — Other — USD   Pending trade sales: United States dollar   0   630,647.22   630,647.22  
Receivables — Other — USD   Pending trade sales: United States dollar   0   97,026.04   97,026.04  
Receivables — Other — USD   Pending trade sales: United States dollar   0   287,310.98   287,310.98  
Receivables — Other — USD   Pending trade sales: United States dollar   0   241,224.12   241,224.12  
Receivables — Other — USD   Pending trade sales: United States dollar   0   578,818.80   578,818.80  
Receivables — Other — USD   Pending trade sales: United States dollar   0   3,363,271.25   3,363,271.25  
Receivables — Other — USD   Pending trade sales: United States dollar   0   7,142,203.12   7,142,203.12  
Receivables — Other — USD   Pending trade sales: United States dollar   0   1,059,327.69   1,059,327.69  
Receivables — Other — USD   Pending trade sales: United States dollar   0   118,395.63   118,395.63  
Receivables — Other — USD   Pending trade sales: United States dollar   0   149,287.45   149,287.45  
Receivables — Other — USD   Pending trade sales: United States dollar   0   71,090,229.75   71,090,229.75  

Interest Bearing Cash — USD   Australian dollar   6,142.79   6,142.79   6,142.79  
Interest Bearing Cash — USD   Canadian dollar   626.47   626.47   626.47  
Interest Bearing Cash — USD   Swiss franc   89,143.20   89,143.20   89,143.20  
Interest Bearing Cash — USD   Danish krone   479.02   479.02   479.02  
Interest Bearing Cash — USD   Euro   330,338.62   330,338.62   330,338.62  
Interest Bearing Cash — USD   British pound sterling   0   0   0  
Interest Bearing Cash — USD   British pound sterling   134,623.78   134,623.78   134,623.78  
Interest Bearing Cash — USD   Hong Kong dollar   1,025.92   1,025.92   1,025.92  
Interest Bearing Cash — USD   Hong Kong dollar   3,462.49   3,462.49   3,462.49  
Interest Bearing Cash — USD   Norwegian krone   891.93   891.93   891.93  
Interest Bearing Cash — USD   New Zealand dollar   18,321.58   18,321.58   18,321.58  
Interest Bearing Cash — USD   Swedish krona   47,761.14   47,761.14   47,761.14  
Interest Bearing Cash — USD   Singapore dollar   1,083.13   1,083.13   1,083.13  
Interest Bearing Cash — USD   Singapore dollar   3,790.96   3,790.96   3,790.96  
Interest Bearing Cash — USD   United States dollar   10,758,311.47   10,758,311.47   10,758,311.47  
Interest Bearing Cash — USD   United States dollar   2,645,301.47   2,645,301.47   2,645,301.47  
Interest Bearing Cash — USD   United States dollar   384,503.91   384,503.91   384,503.91  
Interest Bearing Cash — USD   United States dollar   2,264,094.58   2,264,094.58   2,264,094.58  
Interest Bearing Cash — USD   United States dollar   972,734.57   972,734.57   972,734.57  
Interest Bearing Cash — USD   United States dollar   16,720,732.77   16,720,732.77   16,720,732.77  
Certificates of Deposit   PROVIDIAN NATL BK TILTON NEW HAMPSHIRE DTD 05-09-2001 5.9 05-09-2008   50,000.00   50,000.00   500.00  
U.S. Government Securities   ARGENTINA(REP OF) 0% BDS 15/10/02'D'USD10000   90,000.00   67,407.30   88,200.00  
U.S. Government Securities   UTD MEXICAN STS MEDIUM TERM NTS BOOK #TR 00006 8.375 01-14-2011 REG   490,000.00   479,751.22   507,150.00  
U.S. Government Securities   PANAMA(REP OF) FRN 7/2016 USD10000   110,000.00   86,998.43   90,953.50  
U.S. Government Securities   ##GNMA 7.5% TBA POOL 30YR JANUARY   3,100,000.00   3,188,396.88   3,206,578.00  
U.S. Government Securities   ##TN VY AUTH 6.75 DUE 11-01-2025 REG DO NOT USE SEE SEC #4851147   430,000.00   390,357.20   457,743.60  
U.S. Government Securities   7.43 DUE 08-01-2023 REG   363,827.49   389,863.88   369,739.69  
U.S. Government Securities   FHA 221D4 P9-00 PROJ GMAC 26 MCP 7.43 BDDUE 01-01-2021   995,981.88   1,017,704.24   1,039,436.57  
U.S. Government Securities   FHA INSD MTG P/T #091 REILLY 7.43 BD DUE07-01-2023   1,213,215.53   1,306,709.58   1,230,815.77  
U.S. Government Securities   FHA INSD PROJ #54 GREYSTONE SERV CORP 7.43 GTD MTG CTF DUE 5-1-23 REG   484,553.51   498,498.97   491,292.20  
U.S. Government Securities   FHA INSD PROJ GMAC POOL #1 7.483 DUE 04-01-2019 REG   2,649,541.25   2,691,323.29   2,657,407.21  
U.S. Government Securities   FHA PROJ #075-35261-PM SLEEPY HOLLOW APTS 7.73 PARTN CTF DUE 05-01-2021   1,502,992.13   1,557,475.38   1,523,894.24  
U.S. Government Securities   FHLMC 15 YR GOLD PARTN CTF (PC) 7 15 YEARS SETTLES JAN   600,000.00   618,843.75   619,312.50  

U.S. Government Securities   FHLMC 30 YR GOLD PARTN CTF (PC) 6.5 30 YEARS SETTLES JAN   5,900,000.00   5,889,531.25   5,907,375.00  
U.S. Government Securities   FHLMC 7.44 DUE 08-01-2022 REG   1,480,909.62   1,488,314.17   1,498,691.05  
U.S. Government Securities   FHLMC DEB 5.875 03-21-2011   35,000.00   34,786.15   34,589.80  
U.S. Government Securities   FHLMC DTD 01/16/2001 5.25 01-15-2006   440,000.00   441,760.00   449,486.40  
U.S. Government Securities   FHLMC GROUP #A0-0952 9.0 MTG PARTN CTF DUE 09-01-2000 REG   787,951.92   837,691.40   851,965.13  
U.S. Government Securities   FHLMC GROUP #B0-0083 8.5 MTG PARTN CTF DUE 11-01-2002 REG   58,262.44   61,029.91   59,791.83  
U.S. Government Securities   FHLMC GROUP #B00549 8.5 MTG PARTN CTF DUE 04-01-2004 REG   17,943.90   18,440.16   18,414.93  
U.S. Government Securities   FHLMC MULTICLASS SER 1475 CL H 6.75 MTG PARTN CTF DUE 04-15-2006 REG   24,430.37   24,628.87   24,453.09  
U.S. Government Securities   FHLMC MULTICLASS SER 1564 CL I 6.5 MTG PARTN CTF DUE 05-15-2007 REG   139,200.60   22,098.09   4,784.32  
U.S. Government Securities   FHLMC MULTICLASS SER 1594 CL J 6.0 MTG PARTN CTF DUE 10-15-2008 REG   190,000.00   183,350.00   195,225.00  
U.S. Government Securities   FHLMC MULTICLASS SER 1618 6.0 MTG PARTN CTF DUE 10-15-2007 REG   388,487.22   57,848.18   16,265.96  
U.S. Government Securities   FHLMC MULTICLASS SER 1856 CL 1856-ZE 8 06-15-2018   69,770.31   72,791.28   74,631.91  
U.S. Government Securities   FHLMC MULTICLASS SER 2095 CL 2095-TI 7 11-15-2024   905,483.65   149,121.86   90,829.06  
U.S. Government Securities   FHLMC MULTICLASS SER E3 CL A 6.504 MTG PARTN CTF DUE 08-15-2032 REG   427,951.12   428,418.56   416,045.52  
U.S. Government Securities   FHLMC POOL #306670 11.25 GTD PARTN CTF DUE 04-01-2019 REG   42,546.53   46,721.40   48,960.84  
U.S. Government Securities   FHLMC REFERENCE NT 5.5 09-15-2011   645,000.00   650,282.06   631,996.80  
U.S. Government Securities   FIN CORP PRIN FICO STRIPS SER 16 PRIN PMT 4-5-10 CPN 9.7 BD DUE 2019 BEO   150,000.00   41,838.00   48,141.00  
U.S. Government Securities   FNMA 15 YR PASS-THROUGHS 6 15 YEARS SETTLES FEB   3,000,000.00   2,988,750.00   2,995,320.00  
U.S. Government Securities   FNMA 30 YR PASS-THROUGHS 6.5 30 YEARS SETTLES JAN   1,550,000.00   1,546,093.75   1,550,000.00  
U.S. Government Securities   FNMA 6 TBA POOL 15YR JAN   550,000.00   549,828.13   551,375.00  
U.S. Government Securities   FNMA BD 7.125 02-15-2005   700,000.00   738,295.46   759,612.00  
U.S. Government Securities   FNMA POOL # 066414 ADJ RT DUE 09-01-2028REG   1,415,044.45   1,439,955.50   1,490,249.58  
U.S. Government Securities   FNMA POOL # 300309 4.625 DUE 12-01-2024 REG   315,935.07   315,961.56   321,282.91  
U.S. Government Securities   FNMA POOL # 313968 ADJ RT DUE 12-01-2027REG   1,004,879.94   1,024,663.51   1,024,816.76  
U.S. Government Securities   FNMA POOL # 420656 8 DUE 07-01-2017 REG   453,592.71   466,917.00   483,413.23  
U.S. Government Securities   FNMA POOL # 443624 ADJ RT DUE 05-01-2023REG   564,962.30   574,937.42   571,142.99  
U.S. Government Securities   FNMA POOL # 516051 9.5 DUE 01-01-2021 REG   606,558.97   637,645.12   661,719.44  
U.S. Government Securities   FNMA POOL # 535460 8 DUE 09-01-2015 REG   164,694.20   167,627.82   172,207.55  
U.S. Government Securities   FNMA POOL # 538927 8 DUE 06-01-2015 REG   366,994.86   373,531.95   383,737.17  
U.S. Government Securities   FNMA PREASSIGN 00145 5.375 11-15-2011   20,000.00   19,268.60   19,371.80  
U.S. Government Securities   FNMA REMIC TR 1992-142 KB 1197.96766 08-25-2007   1,983.79   39,874.18   40,788.18  
U.S. Government Securities   FNMA REMIC TR SER 1996-39 CL H 8.0 GTD MTG PASS THRU CTF DUE 11-25-2023 REG   465,620.32   465,111.05   489,916.39  
U.S. Government Securities   FNMA STRIPPED POOL #35453 MTG BCK SEC SMBS SER K CL K-1 6% DUE 11-1-08 REG   623,144.90   620,029.18   636,977.38  
U.S. Government Securities   FNMA TBA POOL #9999999 7.5 DUE 01-01-2029 REG   9,900,000.00   10,237,789.75   10,215,612.00  
U.S. Government Securities   FNMA TBA POOL 5.5 15 YR JAN   200,000.00   195,875.00   196,626.00  
U.S. Government Securities   GNMA GPM POOL # 090741 11 DUE 01-15-2010REG   9,084.98   9,956.60   10,211.88  
U.S. Government Securities   GNMA GPM POOL # 090947 11 DUE 01-15-2010REG   11,008.37   12,064.50   12,373.85  
U.S. Government Securities   GNMA GPM POOL # 092213 11 DUE 07-15-2010REG   20,471.96   22,435.96   22,924.09  
U.S. Government Securities   GNMA GPM POOL # 092923 11 DUE 09-15-2010REG   23,631.86   25,899.07   26,462.48  
U.S. Government Securities   GNMA GPM POOL # 098572 11 DUE 06-15-2013REG   99,939.78   109,527.77   113,631.53  
U.S. Government Securities   GNMA I 30 YR SINGLE FAMILY PASS 7.5 30 YEARS JAN   5,000,000.00   5,171,875.00   5,171,900.00  
U.S. Government Securities   GNMA POOL # 423415 7.5 DUE 12-15-2025 REG   10,924.74   11,238.84   11,354.85  
U.S. Government Securities   GNMA POOL # 434690 SER 2030 8.5 DUE 01-15-2030 REG   64,815.49   67,185.31   68,724.51  

U.S. Government Securities   GNMA POOL # 459066 SER 2028 7.5 DUE 06-15-2028 REG   426,629.27   424,396.12   442,226.84  
U.S. Government Securities   GNMA POOL # 471901 SER 2028 7 DUE 05-15-2028 REG   148,509.05   144,703.49   151,710.91  
U.S. Government Securities   GNMA POOL # 486470 SER 2028 6.5 DUE 08-15-2028 REG   150,617.79   143,757.61   151,134.41  
U.S. Government Securities   GNMA POOL # 486516 SER 2028 6.5 DUE 09-15-2028 REG   140,474.20   134,026.64   140,956.03  
U.S. Government Securities   GNMA POOL # 525327 SER 2030 8.5 DUE 09-15-2030 REG   401,756.25   416,445.47   425,986.17  
U.S. Government Securities   GNMA POOL # 531796 SER 2030 8.5 DUE 08-15-2030 REG   69,231.08   71,548.02   73,406.41  
U.S. Government Securities   GNMA POOL # 781001 SER 2029 7.5 DUE 03-15-2029 REG   209,433.20   208,353.30   217,155.00  
U.S. Government Securities   GNMA TBA POOL #9999999 SER 2029 6 DUE01-15-2029 REG   3,400,000.00   3,317,625.00   3,337,304.00  
U.S. Government Securities   GNMA TBA POOL 6.5 TBA   11,670,000.00   11,617,481.25   11,710,144.80  
U.S. Government Securities   GNMA TBA POOL 6.5 TBA   3,000,000.00   2,973,750.00   3,010,320.00  
U.S. Government Securities   GNMA TBA POOL 7 30 YR JAN   1,800,000.00   1,828,125.00   1,838,250.00  
U.S. Government Securities   GNMA TBA POOL 8 30YR JAN   16,000,000.00   16,735,000.00   16,750,080.00  
U.S. Government Securities   GNMA, POOL # 93487 SERIES 2010 11.0% DUE 09-15-2010   34,460.49   37,766.53   38,588.17  
U.S. Government Securities   GNMAII POOL # 002855 SER 2029 8.5 DUE 12-20-2029 REG   1,927,172.37   2,013,895.13   2,037,984.78  
U.S. Government Securities   GNMAII POOL # 008540 SER 2024 ADJ RT 11-20-2024   58,689.99   58,543.27   60,294.57  
U.S. Government Securities   GNMAII POOL # 008580 ADJ RT 01-20-2025   37,701.79   38,181.65   38,302.76  
U.S. Government Securities   GNMAII POOL # 008597 ADJ RT 02-20-2025   144,006.16   146,526.28   146,323.22  
U.S. Government Securities   GNMAII POOL # 008608 SER 2025 ADJ RT 03-20-2025   297,609.34   303,241.62   302,353.23  
U.S. Government Securities   GNMAII POOL # 008682 6.75 DUE 08-20-2025REG   203,189.81   200,856.17   208,586.53  
U.S. Government Securities   GNMAII POOL # 008685 6.75 DUE 08-20-2025REG   49,839.87   51,376.54   51,171.59  
U.S. Government Securities   GNMAII POOL # 008781 ADJ RT 01-20-2026   88,252.33   87,453.53   89,631.71  
U.S. Government Securities   GNMAII POOL # 008945 ADJ RT 08-20-2026   141,422.61   137,842.84   145,178.79  
U.S. Government Securities   GNMAII POOL # 080416 SER 2030 5.5 DUE 06-20-2030 REG   4,379,463.69   4,405,317.74   4,444,454.93  
U.S. Government Securities   GNMAII POOL # 080453 SER 2030 ADJ RT 09-20-2030   509,899.58   516,674.21   517,706.14  
U.S. Government Securities   GNMAII POOL # 80408 SER 2030 ADJ RT 05-20-2030   1,591,765.86   1,619,621.76   1,615,642.35  
U.S. Government Securities   GNMAII POOL #008557 SER 2024 ADJ RT DUE 12-20-2024 REG   588,379.32   593,870.87   604,465.61  
U.S. Government Securities   I/O FHLMC MULTICLASS SER 1202 CL 1202-G 819.10 02-15-2007   2,290.12   33,206.74   29,763.40  
U.S. Government Securities   I/O FHLMC MULTICLASS SER 1606 CL 1606-I 6.5 11-15-2008   649,636.05   71,382.62   70,238.65  
U.S. Government Securities   I/O FHLMC MULTICLASS SER 1606 CL IA 11-15-2008   315,750.30   52,838.84   39,961.36  
U.S. Government Securities   I/O FHLMC MULTICLASS SER 1676 CL 1676-I 04-15-2020   166,959.90   15,887.30   5,426.20  
U.S. Government Securities   I/O FNMA REMIC 92-157 JA 1014.60 DUE 9-25-2007   2,309.77   41,806.84   43,072.14  
U.S. Government Securities   I/O FNMA REMIC SER 1993-186 CLJ 03-25-2008   714,693.40   53,226.01   32,255.61  
U.S. Government Securities   I/O FNMA REMIC TR SER 1993-147 CL K 7.0 GTD MTG PASS THRU CTF DUE 06-25-2020 REG   337,822.44   48,464.08   7,915.18  
U.S. Government Securities   I/O FNMA REMIC TR SER 1994-43 CL PM 7.00PASS THRU CTF DUE 02-25-2022 REG   511,902.37   74,065.88   31,190.21  
U.S. Government Securities   INTER AMERN DEV BK GLOBAL FED BOOK ENTRYTRANCHE # TR 1 5.375 DUE 01-18-2006 REG   600,000.00   597,510.00   612,894.00  
U.S. Government Securities   TN VY AUTH 7.125 DUE 05-01-2030 REG   710,000.00   699,378.40   783,328.80  
U.S. Government Securities   TN VY AUTH PWR BD 1998 SER G 5.375 DUE 11-13-2008 REG   1,270,000.00   1,103,230.36   1,266,024.90  
U.S. Government Securities   U.S TREAS 5.875 NT DUE 11-15-2005   16,000.00   16,860.07   17,000.00  
U.S. Government Securities   US TREAS BD STRIPPED PRIN PMT 08-15-2020REG   400,000.00   116,916.00   131,020.00  
U.S. Government Securities   US TREAS BD STRIPPED PRIN PMT 11-15-2024REG   160,000.00   40,483.20   41,401.60  
U.S. Government Securities   US TREAS BD STRIPPED PRIN PMT 11-15-2027REG   600,000.00   134,054.00   133,332.00  
U.S. Government Securities   US TREAS BD STRIPPED PRIN PMT 7.5 USD1000(PRINCIPLE) 11-15-2016REG   100,000.00   24,578.20   41,438.00  

U.S. Government Securities   US TREAS BD STRIPPED PRIN PMT STRIP INT PMT 15/2/2019 USD 02-15-2019 REG   1,360,000.00   437,756.80   487,383.20  
U.S. Government Securities   US TREAS BD STRIPPED PRIN PMT STRIP PRINPMT 15/11/2021 USD1000 11-15-2021 REG   820,000.00   232,985.33   251,649.80  
U.S. Government Securities   US TREAS BDS 6.75 DUE 08-15-2026 REG   200,000.00   246,901.00   225,468.00  
U.S. Government Securities   US TREAS BDS BD DTD 11/16/1998 5.25 DUE 11-15-2028 REG   97,000.00   99,325.35   90,846.32  
U.S. Government Securities   US TREAS BDS BD DTD 11/16/1998 5.25 DUE 11-15-2028 REG   2,640,000.00   2,643,073.50   2,465,522.40  
U.S. Government Securities   US TREAS BDS INFLATION INDEX LINKED 3.875 TIPS 04-15-2029   5,740,000.00   6,512,820.13   6,608,627.89  
U.S. Government Securities   US TREAS BILLS 03-07-2002 PREASSIGN # 33   970,000.00   966,310.77   967,101.33  
U.S. Government Securities   US TREAS BILLS 03-21-2002 PREASSIGN # 35   2,000,000.00   1,991,658.33   1,992,640.00  
U.S. Government Securities   US TREAS BILLS 03-21-2002 PREASSIGN # 35   3,000,000.00   2,987,487.50   2,988,960.00  
U.S. Government Securities   US TREAS BILLS 03-21-2002 PREASSIGN # 35   1,000,000.00   995,829.17   996,320.00  
U.S. Government Securities   US TREAS NT 4.75 DUE 02-15-2004 REG   16,000.00   15,855.74   16,520.00  
U.S. Government Securities   US TREAS NTS 6.25 15/2/2003 USD1000 6.25DUE 02-15-2003 REG   16,000.00   16,719.73   16,710.08  
U.S. Government Securities   US TREAS NTS 6.25 DUE 02-28-2002 REG   16,000.00   16,578.73   16,115.04  
U.S. Government Securities   US TREAS NTS DTD 08/15/2000 5.75 DUE 08-15-2010 REG   50,000.00   52,234.38   52,453.00  
U.S. Government Securities   US TREAS NTS INFLATION INDEXED 3.375 DUE01-15-2007 REG   200,000.00   228,431.03   224,902.86  
U.S. Government Securities   US TREAS NTS INFLATION INDEXED 3.625 01-15-2008   5,400,000.00   6,103,788.48   6,003,439.96  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 0 15/5/2007 USD1000 05-15-2007 REG   25,000.00   16,228.00   19,461.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2004REG   21,000.00   16,140.39   19,425.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2005REG   22,000.00   15,970.02   19,229.32  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2006REG   23,000.00   15,798.93   19,054.12  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2008REG   30,000.00   18,239.40   21,900.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2009REG   29,000.00   19,566.59   19,865.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2011REG   50,000.00   29,738.50   29,547.00  
Corporate Debt Instruments — Preferred   PVTPL CVRD FIN LTD NT 2000-2 144A VAR RT 10-15-07/10-16-02 BEO SF 01-15-03   1,200,000.00   1,203,094.78   1,200,201.60  
Corporate Debt Instruments — Preferred   PVTPL DRESDNER FDG TR I 144A 8.151 DUE 06-30-2031 BEO   240,000.00   240,000.00   256,562.40  
Corporate Debt Instruments — Preferred   TYCO CAPITAL CORP 7.125% BDS 15/10/2004 USD   370,000.00   369,955.60   391,601.71  
Corporate Debt Instruments — Preferred   DEUTSCHE TELEKOM INTL FIN B V GTD NT 8.25 DUE 06-15-2030 BEO   900,000.00   1,004,733.00   998,910.00  
Corporate Debt Instruments — Preferred   BRIT TELECOMMUNICATIONS P L C NT 8.125 DUE 12-15-2010 BEO   195,000.00   194,682.15   215,447.70  
Corporate Debt Instruments — Preferred   BRIT TELECOMMUNICATIONS P L C NT 8.625 DUE 12-15-2030 BEO   100,000.00   101,265.35   114,754.00  
Corporate Debt Instruments — Preferred   MEDALLION TR MTG BKD NT SER 2000-2G CL A-1 FLTG RATE 12-18-2031 BEO   1,189,946.58   1,189,510.74   1,189,388.79  
Corporate Debt Instruments — Preferred   AMERICREDIT AUTOMOBILE RECEIVABLES TR 2000-C AST BKD NT CL A-2 6.97 1-12-04   243,417.22   243,403.56   245,498.92  
Corporate Debt Instruments — Preferred   ANHEUSER BUSCH COS INC DEB 6.8 DUE 08-20-2032 BEO   100,000.00   99,869.00   105,045.00  
Corporate Debt Instruments — Preferred   ANHEUSER BUSCH COS INC NT 7.5 DUE 03-15-2012 BEO   590,000.00   586,306.60   662,959.40  
Corporate Debt Instruments — Preferred   ARCHER DANIELS MIDLAND CO 7.5 DUE 03-15-2027 REG   515,000.00   477,641.90   559,161.25  
Corporate Debt Instruments — Preferred   ASSOC AUTOMOBILE RECEIVABLES TR 2000-2 CL A-2 6.79 DUE 06-15-2003 BEO   110,218.35   110,215.59   110,569.73  
Corporate Debt Instruments — Preferred   AST BACKED SECS CORP HOME EQTY LN TR 2001-HE3 11-15-2031 BEO   1,223,325.70   1,223,325.70   1,224,147.77  
Corporate Debt Instruments — Preferred   ATLC RICHFIELD CO 10.875 DUE 07-15-2005 REG   25,000.00   29,825.00   28,875.00  

Corporate Debt Instruments — Preferred   AZ PUB SVC CO SR NT DTD 11/15/1996 6.75 DUE 11-15-2006 REG   1,900,000.00   1,955,784.00   1,964,562.00  
Corporate Debt Instruments — Preferred   BEAR STEARNS COS INC MEDIUM TERM NTS BOOK ENTRY VAR RT DUE 12-16-2002   500,000.00   499,965.00   499,705.00  
Corporate Debt Instruments — Preferred   BEAR STEARNS COS INC MEDIUM TERM NTS BOOTRANCHE # TR 00459 VAR RT 12-01-2003   500,000.00   499,670.00   500,256.00  
Corporate Debt Instruments — Preferred   BK AMER CORP SUB NT 7.4 DUE 01-15-2011 BEO   515,000.00   551,142.70   552,409.60  
Corporate Debt Instruments — Preferred   BOEING CAP CORP NT 7.375 DUE 09-27-2010 BEO   270,000.00   283,230.60   284,210.10  
Corporate Debt Instruments — Preferred   BOEING CO 6.625 DEB DUE 02-15-2038   140,000.00   137,902.80   130,095.00  
Corporate Debt Instruments — Preferred   BRISTOL MYERS SQUIBB CO NT 5.75 DUE 10-01-2011 BEO   130,000.00   133,572.40   128,230.70  
Corporate Debt Instruments — Preferred   BRIT TELECOMMUNICATIONS P L C NT 7.625 DUE 12-15-2005 BEO   1,400,000.00   1,397,746.00   1,501,976.00  
Corporate Debt Instruments — Preferred   BRIT TELECOMMUNICATIONS P L C NT 8.625 DUE 12-15-2030 BEO   10,000.00   10,302.45   11,423.00  
Corporate Debt Instruments — Preferred   CHASE COML MTG SECS CORP 7.6 DUE 07-18-2028 REG   378,078.09   403,246.14   399,323.43  
Corporate Debt Instruments — Preferred   CHASE FDG TR SER 2000-2 CL IIA-1 FLT RT 05-25-2030 BEO   577,799.61   577,799.61   578,199.45  
Corporate Debt Instruments — Preferred   CHEM MTG SECS INC SER 1996-1 CL A-8 7.25MO BD 1-25-26 BEO   838,502.94   851,866.59   858,149.06  
Corporate Debt Instruments — Preferred   CIT GROUP INC SR NT 7.625 DUE 08-16-2005BEO   700,000.00   698,999.00   748,524.00  
Corporate Debt Instruments — Preferred   CMO BEAR STEARNS ARM TR 2001-10 MTG PASTHRU CTF V-A VAR DUE 12-25-2031 BEO   2,700,000.00   2,733,176.25   2,733,176.25  
Corporate Debt Instruments — Preferred   CMO BEAR STEARNS ARM TR 2001-3 MTG PASSTHRU CTF VAR CL IV-A 01-25-32 BEO   641,716.68   646,128.49   646,128.48  
Corporate Debt Instruments — Preferred   CMO BEAR STEARNS ARM TR 2001-6 MTG PSTRU CTF II-A VAR RATE 9-25-31BE   1,598,094.78   1,615,847.88   1,619,069.77  
Corporate Debt Instruments — Preferred   CMO CHASE MTG FIN CORP 1998-AS1 MC MTG CTF CL IA-8 6.75 DUE 08-25-2028 BEO   1,000,000.00   975,625.00   959,060.00  
Corporate Debt Instruments — Preferred   CMO CITICORP MTG SECS INC 2001-18 REMIC PASSTHRU CTF CL IA-1 4.15 12-25-31BE   1,000,000.00   994,375.00   994,375.00  
Corporate Debt Instruments — Preferred   CMO CONSECO FIN HOME EQTY LN TR SER 2001-A CTF CL I-A-1 5.68 11-15-16 BEO   405,506.79   405,506.79   409,687.57  
Corporate Debt Instruments — Preferred   CMO CONSECO FIN SECURITIZATIONS CORP 2000-D HOME EQTY LN A-5 8.41 12-15-25   800,000.00   800,000.00   848,000.00  
Corporate Debt Instruments — Preferred   CMO CWMBS INC PASS THRU CTFS 6.75 DUE 07-25-2028 BEO   592,397.48   597,025.58   601,046.48  
Corporate Debt Instruments — Preferred   CMO HOLMES FING NO 4 PLC SER 1 NT CL A DUE 07-15-2015 BEO   900,000.00   900,000.00   900,000.00  
Corporate Debt Instruments — Preferred   CMO IMPAC SECD ASSETS CORP 2001-2 MTG PASSTHRU CTF CL A-1 6.02 03-25-2031BEO   484,519.11   484,620.86   486,786.66  
Corporate Debt Instruments — Preferred   CMO INDYMAC ARM TR 2001-H2 MTG PASSTHRU CTF A-2 VAR RATE DUE 01-25-2032 BEO   1,864,416.21   1,877,063.85   1,877,063.85  
Corporate Debt Instruments — Preferred   CMO MELLON RESDNTL FDG CORP 2001-HEIL1 MTG CL A-1 VAR DUE 1-25-2008 BEO   1,478,988.57   1,477,710.03   1,478,448.74  
Corporate Debt Instruments — Preferred   CMO NORWEST AST SECS CORP 1998-23 PASS THRU CTF CL A-13 6.75 DUE 10-25-2028   771.30   783.47   773.95  
Corporate Debt Instruments — Preferred   CMO SEQUOIA MTG TR 4 AST BKD CTF CL A FLTG DUE 04-22-2025 BEO   526,739.77   526,739.77   513,958.96  
Corporate Debt Instruments — Preferred   CMO STRUCTURED AST SECS CORP 2001-13 MTGPASSTHRU CTF 2-A 7 DUE 10-15-2016 BEO   1,947,965.46   2,000,621.40   2,025,513.96  
Corporate Debt Instruments — Preferred   CMO STRUCTURED AST SECS CORP MTG PASS CTF 2000-3 CL 2-A6 8 07-25-2030 BEO   1,000,000.00   998,750.00   1,055,620.00  
Corporate Debt Instruments — Preferred   CMO WA MUT SER 2000-1 CL A-1DUE 07-25-2024 BEO   587,240.71   587,240.71   587,980.63  
Corporate Debt Instruments — Preferred   CMO WORLD FINL NETWORK CR CARD MASTER 2001-A CL A FLTG 06-16-2008 BEO   1,000,000.00   1,000,000.00   995,876.00  

Corporate Debt Instruments — Preferred   CR SUISSE 1ST BSTN USA INC CR SUISSE   1,000,000.00   989,960.00   977,377.37  
Corporate Debt Instruments — Preferred   CWABS INC AST BKD CTF SER 2000-4 CL AF-17.32 DUE 09-25-2015 BEO   221,520.80   222,100.56   223,395.09  
Corporate Debt Instruments — Preferred   CWMBS INC MTG SER 1993-12 CL A-11 MTG PASSTHRU 6.625 CTF DUE 02-25-2024 REG   165,000.00   125,013.28   163,813.65  
Corporate Debt Instruments — Preferred   DAIMLERCHRYSLER AUTO TR 2001-A AST BKD NT CL A-2 4.98 DUE 01-06-2004 BEO   518,888.60   518,604.83   525,553.21  
Corporate Debt Instruments — Preferred   DEALER AUTO RECEIVABLES TR SER 2000-1 CLA-2 7.01 DUE 04-15-2003 BEO   65,189.14   65,187.50   65,496.51  
Corporate Debt Instruments — Preferred   DET EDISON CO 6.125 DUE 10-01-2010 BEO   110,000.00   109,980.20   107,681.20  
Corporate Debt Instruments — Preferred   DIAMOND ST TEL CO 4.625 DEB DUE 9-1-2005REG   1,000.00   940.84   973.90  
Corporate Debt Instruments — Preferred   DLJ ACCEP TR SER 1989-2 CL G FLTG RT BD DUE 10-17-2020   287,778.87   290,746.59   295,433.79  
Corporate Debt Instruments — Preferred   DU PONT E I DE NEMOURS & CO NT 6.75 DUE 10-15-2004 BEO   50,000.00   52,974.00   53,425.00  
Corporate Debt Instruments — Preferred   EQTY 1 ABS INC 2000-1 MTG PASSTHRU CTF CL A-3 7.55 DUE 02-25-2032 BEO   1,000,000.00   1,000,000.00   1,051,105.00  
Corporate Debt Instruments — Preferred   FIRSTAR BK 7.125 DUE 12-01-2009 BEO   50,000.00   52,900.00   52,881.50  
Corporate Debt Instruments — Preferred   FORD CR AUTO OWNER TR 2000-E AST BKD NT CL A-3 6.74 DUE 12-16-2002 BEO   153,510.32   153,497.62   154,181.16  
Corporate Debt Instruments — Preferred   FORD CR AUTO OWNER TR 2000-G NT CL A-3 6.67 DUE 04-15-2003 BEO   310,615.44   310,600.71   313,914.18  
Corporate Debt Instruments — Preferred   GOLDEN W FINL CORP DEL SR NT 5.5 DUE 08-08-2006 BEO   500,000.00   497,650.00   503,295.00  
Corporate Debt Instruments — Preferred   GREEN TREE FINL CORP 98-D HOME EQTY LN CL A-1B ARM FLTG 11-15-2024 BEO   187,498.45   187,176.18   187,344.89  
Corporate Debt Instruments — Preferred   GREEN TREE RCRTONL EQUIP & CONSUMERTR 96-B AST BCKD NT CL A-1 7-15-18 BEO   126,997.78   126,972.97   127,000.57  
Corporate Debt Instruments — Preferred   GREEN TREE RECREATIONAL EQUIP & CONSUMER97-D NT CL A-1 FLTG RT 3-15-29 BEO   487,976.52   486,429.02   488,296.63  
Corporate Debt Instruments — Preferred   HELLER FINL INC HELLER FINL INC 6.375 DUE 03-15-2006 BEO   1,000,000.00   1,056,730.00   1,052,230.00  
Corporate Debt Instruments — Preferred   HOME DEPOT INC SR NT 6.5 DUE 09-15-2004 BEO   25,000.00   25,802.00   26,637.50  
Corporate Debt Instruments — Preferred   HSEHD FIN CORP NT 6.375 DUE 10-15-2011 BEO   150,000.00   148,989.52   145,266.00  
Corporate Debt Instruments — Preferred   HSEHD FINL CORP LTD NT 7 DUE 08-01-2003 BEO   700,000.00   719,275.90   736,561.00  
Corporate Debt Instruments — Preferred   HYDRO-QUEBEC QUE HYDRO 6.3 DUE 05-11-2011 BEO   100,000.00   99,831.00   101,710.00  
Corporate Debt Instruments — Preferred   I/O CMO GE CAP MTG SVCS INC REMIC MC PASSTHRU CTF 98-10 CL 1-A4 05-25-2028   621,378.36   108,180.61   173,209.22  
Corporate Debt Instruments — Preferred   I/O CMO GMAC COML MTG SEC INC SER 1999-CTL1 CL X 07-15-2009 BEO   17,800,000.00   552,227.20   410,234.46  
Corporate Debt Instruments — Preferred   IMC HOME EQTY LN TR SER 1998-1 6.41 ABS CTF DUE 04-20-2018 BEO   49,902.10   50,112.63   50,042.32  
Corporate Debt Instruments — Preferred   J P MORGAN CHASE & CO 5.625 DUE 08-15-2006 BEO   1,500,000.00   1,495,485.00   1,523,115.00  
Corporate Debt Instruments — Preferred   LEHMAN BROS HLDGS INC MEDIUM TERM NT TRANCHE # TR 00383 VAR RT DUE 07-06-2004   900,000.00   900,000.00   896,072.40  
Corporate Debt Instruments — Preferred   M.LYNCH MTG INVS INC SER 1996-C1 CL A-1 7.15 MTG PASSTHRU CTF DUE 04-25-2028 BEO   55,938.51   57,170.90   57,073.39  
Corporate Debt Instruments — Preferred   M.LYNCH MTG INVS INC SER 1998-C1 6.31 ABS CTF DUE 11-15-2026 BEO   683,078.74   682,413.02   704,339.57  
Corporate Debt Instruments — Preferred   MCDONALDS CORP MTN BE TRANCHE # TR 000846 DUE 04-15-2011   25,000.00   24,214.25   24,872.50  
Corporate Debt Instruments — Preferred   MELLON RESDNTL FDG CORP 1999-TBC1 MTG PASSTHRU CTF CL A-3 6.11 1-25-29 BEO   1,500,000.00   1,529,531.25   1,538,022.00  

Corporate Debt Instruments — Preferred   METRIS MASTER TR 2001-3 AST BKD NT CL A FLTG RATE 07-21-2008 BEO   960,000.00   960,000.00   960,033.60  
Corporate Debt Instruments — Preferred   MORGAN J P & CO INC MEDIUM TERM SUB NTS BOOK ENTRY 6 DUE 01-15-2009 BEO   230,000.00   228,102.50   228,638.40  
Corporate Debt Instruments — Preferred   MORGAN J P COML MTG FIN CORP SER 1998- C6 6.373 ABS CTF DUE 01-15-2030 BEO   271,619.76   272,977.86   281,354.07  
Corporate Debt Instruments — Preferred   MORGAN ST CAP I INC SER 1998-MF1 CL A1 6.19 CTF DUE 01-15-2007 BEO   657,782.86   644,293.18   683,005.54  
Corporate Debt Instruments — Preferred   MORGAN STANLEY DEAN WITTER & CO GLOBAL NT 4/25/01 6.75 DUE 4-15-11 BEO   30,000.00   30,075.00   30,531.00  
Corporate Debt Instruments — Preferred   NABISCO INC 6.125 NT DUE 02-01-2033/03   800,000.00   816,288.00   819,000.00  
Corporate Debt Instruments — Preferred   NIAGARA MOHAWK PWR CORP SER E 7.375 SR NT DUE 07-01-2003   756,097.78   771,212.17   787,528.76  
Corporate Debt Instruments — Preferred   NOMURA AST SECS CORP SER 1996-MD5 CL A1A7.07 BD DUE 04-13-2036 BEO   1,213,109.01   1,270,163.05   1,276,640.74  
Corporate Debt Instruments — Preferred   OPT 1 MTG LN TR 2001-2 AST BKD CTF CL A VAR RATE 08-25-2031 BEO   888,960.16   889,272.70   889,323.57  
Corporate Debt Instruments — Preferred   PAINE WEBBER GROUP INC 6.5 DUE 11-01-2005 REG   925,000.00   738,066.75   974,487.50  
Corporate Debt Instruments — Preferred   PHILIP MORRIS COS INC 7.75 DEB DUE 01-15-2027   1,260,000.00   1,440,129.60   1,301,958.00  
Corporate Debt Instruments — Preferred   PVTPL ALPINE PARTNERS L P SER 2000-1 NT CL A FLTG RATE 144A DUE 10-08-209 BEO   1,000,000.00   1,000,000.00   998,984.38  
Corporate Debt Instruments — Preferred   PVTPL CMO CR SUISSE 1ST BSTN MTG SECS CORP 2001-TFL1 A 144AVAR 12-31-2040 BEO   700,000.00   700,000.00   700,000.00  
Corporate Debt Instruments — Preferred   PVTPL SYSTEMS 2001 A T LLC SERIES-2001 CLASS-G 144A 6.684 DUE 09-15-2013 BEO   383,278.61   385,733.51   393,811.11  
Corporate Debt Instruments — Preferred   PVTPL U S DLR CLEARING MASTER TR SER 1999-1 SR CTF FLTG RATE 144A VAR RT DUE   941,702.15   940,492.69   940,493.00  
Corporate Debt Instruments — Preferred   RESDNTL AST SEC CORP MTG PASS THRU SER 2001-KS1 CTF CL A-I-1 5.593 7-25-16 BEO   456,346.36   456,346.36   460,454.39  
Corporate Debt Instruments — Preferred   RESDNTL FDG MTG SECS I INC SER 1996-S6 CL A-10 7% MTG PASSTHRU CTFS 3-25-26 BEO   858,680.07   867,266.88   871,826.46  
Corporate Debt Instruments — Preferred   RESDNTL FDG MTG SECS I INC SER 97-S9 CL A20 7.5 MTG PASS THRU CTFS 7-25-27 BEO   563,643.54   573,859.58   575,620.97  
Corporate Debt Instruments — Preferred   SARA LEE CORP NT 6.25 DUE 09-15-2011 BEO   525,000.00   527,294.25   533,284.50  
Corporate Debt Instruments — Preferred   SIGNET SER 1995-A FLTG RT BD DUE 06-20-2004   513,227.38   513,467.96   513,528.13  
Corporate Debt Instruments — Preferred   SLM STUD LN TR LN BKD NT FLTG SER 1998-2CL A-1 DUE 04-25-2007 REG   68,068.51   67,544.71   68,192.26  
Corporate Debt Instruments — Preferred   TECO ENERGY INC TECO ENERGY INC DUE 05-15-2002 BEO   400,000.00   400,000.00   400,140.80  
Corporate Debt Instruments — Preferred   TELE COMMUNICATIONS INC TRANCHE # TR 00019 6.58 MTN DUE 2-15-2005 BEO   700,000.00   720,020.00   745,346.00  
Corporate Debt Instruments — Preferred   UBS PFD FDG TR I 8.622 DUE 10-10-2050/10-01-2002 BEO   210,000.00   211,302.00   232,875.30  
Corporate Debt Instruments — Preferred   UNILEVER CAP CORP NT 7.125 DUE 11-01-2010 BEO   210,000.00   208,118.40   227,161.20  
Corporate Debt Instruments — Preferred   VERIZON GLOBAL FDG CORP NT 7.25 DUE 12-01-2010 BEO   290,000.00   310,279.70   310,152.10  
Corporate Debt Instruments — Preferred   WACHOVIA CORP 2ND NEW GLOBAL NT 4.95 DUE11-01-2006 REG   1,000,000.00   998,070.00   982,150.00  
Corporate Debt Instruments — Preferred   WELLS FARGO & CO NEW SUB GLOBAL NT 6.375DUE 08-01-2011 BEO   700,000.00   711,781.00   710,794.00  
Corporate Debt Instruments — Other   ALLIANCE ATLANTIS COMMUNICATIONS INC SR SUB NT 13 DUE 12-15-2009/12-15-2004 BEO   12,000.00   11,880.00   12,960.00  
Corporate Debt Instruments — Other   TEMBEC INDS INC GTD SR NT DTD 01/19/20018.5 DUE 02-01-2011 BEO   100,000.00   101,076.52   103,000.00  
Corporate Debt Instruments — Other   PVTPL KOREA AST FDG 2000-1 LTD SECD NTFLTG RATE 144A VAR RT 02-10-2009 BEO   191,825.64   191,825.64   196,846.08  

Corporate Debt Instruments — Other   CIE FIN DE CIC ET UNDTD FR DEBT INS USD(BR)   300,000.00   287,283.00   298,500.00  
Corporate Debt Instruments — Other   PVTPL FRANCE TELECOM SA NT 144A EURO 7.75 DUE 03-01-2011 BEO   200,000.00   199,612.00   214,184.00  
Corporate Debt Instruments — Other   PVTPL FRANCE TELECOM SA NT DTD 03/14/2001 144A EURO 8.5 03-14-2031   150,000.00   150,881.68   170,916.00  
Corporate Debt Instruments — Other   HELLENIC EXCHANGAB 2% CNV BDS 2/8/05 EUR'REGS'   46,000.00   44,954.43   43,948.39  
Corporate Debt Instruments — Other   BANCO NACIONAL DE COMERCIO EXTERIOR 8% NOTES 07-18-2002 USD1000   750,000.00   727,125.00   772,500.00  
Corporate Debt Instruments — Other   PERU(REP OF) VAR NTS 7/3/2017 USD1000   250,000.00   138,375.00   180,156.25  
Corporate Debt Instruments — Other   KOREA ELEC PWR CORP 7.75 BD DUE 4-1-2013REG   100,000.00   93,058.00   107,655.00  
Corporate Debt Instruments — Other   FLEXTRONICS INTL LTD US$SR SUB NT 9.875DUE 07-01-2010/07-01-2005 BEO   39,000.00   39,507.99   40,950.00  
Corporate Debt Instruments — Other   AVECIA GROUP PLC SR NT 11 DUE 07-01-2009/07-01-2004 BEO PUT   73,000.00   73,000.00   69,715.00  
Corporate Debt Instruments — Other   ROYAL BK SCOT GRP ADR REP 1 SER'2'NON-CUM PRF   130,000.00   130,000.00   143,681.07  
Corporate Debt Instruments — Other   ##MOTOROLA INC NT 5.8 DUE 10-15-2008 BE O DO NOT USE SEE 4-780298   5,000.00   4,538.41   4,553.50  
Corporate Debt Instruments — Other   ##PVTPL KOREA DEP INS CORP EXCHANGEABLE NT144A 2.5 12-11-2005 BEO SEE 4456058   400,000.00   402,586.70   400,516.80  
Corporate Debt Instruments — Other   6 FLAGS INC SR NT 9.5 DUE 02-01-2009/02-01-2005 REG   27,000.00   26,814.78   27,236.25  
Corporate Debt Instruments — Other   ADELPHIA COMMUNICATIONS CORP 10.875 DUE 10-01-2010 BEO   43,000.00   42,768.31   43,430.00  
Corporate Debt Instruments — Other   AES CORP 10.25 DUE 07-15-2006/07-15-2001REG   71,000.00   74,521.25   62,480.00  
Corporate Debt Instruments — Other   AES CORP SR NT 9.375 DUE 09-15-2010 BEO   25,000.00   25,000.00   22,500.00  
Corporate Debt Instruments — Other   AES CORP SR NT 9.5 DUE 06-01-2009 BEO   52,000.00   52,396.97   47,320.00  
Corporate Debt Instruments — Other   AGCO CORP SR NT 9.5 DUE 04-01-2008/05-01-2005 BEO   17,000.00   17,000.00   17,765.00  
Corporate Debt Instruments — Other   AK STL CORP 9.125 DUE 12-15-2006/12-15-2001 REG   15,000.00   14,237.50   15,375.00  
Corporate Debt Instruments — Other   AK STL CORP SR NT 7.875 DUE 02-15-2009/02-15-2004 BEO PUT   84,000.00   78,097.50   82,740.00  
Corporate Debt Instruments — Other   ALBRTSNS INC MTN BOOK ENTRY TRANCHE #TR 00072 6.52 DUE 4-10-28   5,000.00   4,125.15   4,525.00  
Corporate Debt Instruments — Other   ALLIED WASTE N AMER INC SR NT 7.375 DUE 01-01-2004 BEO   450,000.00   417,375.00   446,625.00  
Corporate Debt Instruments — Other   ALLIED WASTE N AMER INC SR SECD NT DTD 01/30/2001 8.875 DUE 04-01-2008 BEO   135,000.00   138,407.50   138,712.50  
Corporate Debt Instruments — Other   AMERCO SR NOTES 7.2 DUE 04-01-2002 BEO   1,000,000.00   997,900.00   1,000,200.00  
Corporate Debt Instruments — Other   AMERN AXLE & MFG INC SR SUB NT 9.75 DUE 03-01-2009/03-01-2004 BEO PUT   47,000.00   46,427.86   48,175.00  
Corporate Debt Instruments — Other   AMERN STD COS INC DEL SR NT 8.25 DUE 06-01-2009 BEO   42,000.00   42,262.50   43,680.00  
Corporate Debt Instruments — Other   AMERN STD INC 7.375 DUE 04-15-2005 REG   40,000.00   40,100.00   41,000.00  
Corporate Debt Instruments — Other   AMERN STD INC 7.625 DUE 02-15-2010 REG   14,000.00   13,352.50   14,000.00  
Corporate Debt Instruments — Other   AMERN TOWER CORP SR NT DTD 01/31/2001 9.375 DUE 02-01-2009/02-01-2002 BEO   39,000.00   38,854.58   30,907.50  
Corporate Debt Instruments — Other   ANCHOR GAMING SR SUB NT 9.875 DUE 10-15-2008/10-15-2001 BEO   47,000.00   46,816.47   51,347.50  

Corporate Debt Instruments — Other   AOL TIME WARNER INC 7.625 DUE 04-15-2031BEO   500,000.00   490,595.00   529,145.00  
Corporate Debt Instruments — Other   AT&T CO IAM COML PAPER 4 FRN 08/2002 USD1000 3.03375 IBN 08-06-2002   300,000.00   300,000.00   300,065.70  
Corporate Debt Instruments — Other   AUBURN HILLS TR 12.00 BD DUE 05-01-2020 REG   330,000.00   289,384.27   470,609.70  
Corporate Debt Instruments — Other   AVIS GROUP HLDGS INC 11 DUE 05-01-2009/05-01-2004 BEO   75,000.00   75,687.50   79,500.00  
Corporate Debt Instruments — Other   B.STEARNS MTG SECS INC SER 97-7 CL 1A9 7 MTG PASSTHRU CTF DUE 02-25-2028 BEO   1,400,000.00   1,404,812.50   1,404,368.00  
Corporate Debt Instruments — Other   BAYERISCHE LANDESBANK GIROZENTRALE N Y BRH MTN 5.875 DUE 12-01-2008 BEO   2,230,000.00   2,228,149.10   2,238,273.30  
Corporate Debt Instruments — Other   BECKMAN INSTRS INC NEW SR NT 7.1 DUE 03-04-2003 BEO   750,000.00   749,722.50   769,665.00  
Corporate Debt Instruments — Other   CALPINE CORP 8.5 DUE 02-15-2011 BEO   34,000.00   33,705.56   30,938.91  
Corporate Debt Instruments — Other   CALPINE CORP SR NT 7.75 DUE 04-15-2009 BEO   28,000.00   27,895.00   24,780.00  
Corporate Debt Instruments — Other   CAP 1 BK MEDIUM TERM SR BK NTS BOOK ENTRY 6.62 DUE 08-04-2003 BEO   700,000.00   688,926.00   712,880.00  
Corporate Debt Instruments — Other   CENTURYTEL INC SR NT SER I 7.75 DUE 10-15-2012/10-15-2002 BEO PUT   1,000,000.00   999,440.00   1,032,670.00  
Corporate Debt Instruments — Other   CHANCELLOR MEDIA CORP L A SER B 8.125 SRSUB NT DUE 12-15-2007/02   88,000.00   91,078.75   91,520.00  
Corporate Debt Instruments — Other   CHARTER COMMUNICATIONS HLDGS LLC / CC HLDGS CAP CORP 10.75 10-01-2009   40,000.00   39,965.60   42,200.00  
Corporate Debt Instruments — Other   CHARTER COMMUNICATIONS HLDGS LLC / CORP 8.625 DUE 4-1-2009/04 BEO   122,000.00   117,287.67   116,510.00  
Corporate Debt Instruments — Other   CHRYSLER CORP 7.45 DEB DUE 03-01-2027   5,000.00   4,585.81   4,709.00  
Corporate Debt Instruments — Other   CITIZENS UTILS CO DEL 7 DUE 11-01-2025 REG   10,000.00   7,905.55   8,482.00  
Corporate Debt Instruments — Other   CITIZENS UTILS CO DEL 7.6 DUE 06-01-2006REG   10,000.00   10,048.45   10,270.00  
Corporate Debt Instruments — Other   CKE RESTAURANTS INC 4.25 DUE 03-15-2004/03-20-2001 REG   103,000.00   45,724.33   80,340.00  
Corporate Debt Instruments — Other   CMO CMC SECS CORP III COLL MTG OBLIG 1994-B CL B-A5 6 DUE 02-25-2009 BEO   653,482.38   642,250.64   659,605.51  
Corporate Debt Instruments — Other   CMS ENERGY CORP CMS ENERGY CORP NT 8 1 2DUE 4 1 8.5 DUE 04-15-2011 BEO   70,000.00   68,612.60   69,356.00  
Corporate Debt Instruments — Other   CMS ENERGY CORP SR NT 7.5 DUE 01-15-2009BEO   45,000.00   42,432.36   42,782.85  
Corporate Debt Instruments — Other   CMS ENERGY CORP SR NT 9.875 DUE 10-15-2007 BEO   56,000.00   58,315.30   58,686.88  
Corporate Debt Instruments — Other   CMS PANHANDLE HLDG CO NT 6.125 DUE 03-15-2004 BEO   300,000.00   299,052.00   302,844.00  
Corporate Debt Instruments — Other   COLUMBIA / HCA HEALTHCARE CORP 7.25 DUE 05-20-2008 REG   55,000.00   55,875.00   56,375.00  
Corporate Debt Instruments — Other   COLUMBIA /HCA HEALTHCARE CORP 6.91 BD DUE 06-15-2005 REG   20,000.00   20,650.00   20,100.00  
Corporate Debt Instruments — Other   COMPAGNIE GENERALE DES GEOPHYSIQUE SR NT10.625 DUE 11-15-2007/11-15-2001 BEO   31,000.00   31,000.00   31,620.00  
Corporate Debt Instruments — Other   CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO   1,000,000.00   998,380.00   1,012,890.00  
Corporate Debt Instruments — Other   CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO   100,000.00   99,838.00   101,289.00  
Corporate Debt Instruments — Other   CONS RAIL CORP 7.875 DEB DUE 5-15-2043 REG   90,000.00   95,416.20   92,804.40  
Corporate Debt Instruments — Other   CONSTELLATION BRANDS INC SR NT DTD 02/21/2001 8 DUE 02-15-2008 BEO   55,000.00   55,000.00   56,100.00  
Corporate Debt Instruments — Other   COX ENTERPRISES INC NT 7.5 DUE 08-15-2004 BEO   700,000.00   732,284.00   743,561.00  

Corporate Debt Instruments — Other   CROWN CASTLE INTL CORP SR NT 9.375 DUE 08-01-2011/08-01-2006 BEO   49,000.00   48,755.00   45,080.00  
Corporate Debt Instruments — Other   CSC HLDGS INC SER B 8.125 SR DEB DUE 08-15-2009   160,000.00   161,300.80   164,873.60  
Corporate Debt Instruments — Other   CSC HLDGS INC SR NT SER B DTD 07/13/19998.125 DUE 07-15-2009 BEO   60,000.00   59,720.40   61,818.00  
Corporate Debt Instruments — Other   DAIMLER CHRYSLER N AMER HLDG CORP 7.75 DUE 05-27-2003 BEO   600,000.00   628,800.00   626,556.00  
Corporate Debt Instruments — Other   DAIMLER CHRYSLER N AMER HLDG CORP GTD NT6.9 DUE 09-01-2004 BEO   5,000.00   5,095.16   5,212.00  
Corporate Debt Instruments — Other   DAIMLERCHRYSLER N AMER HLDG CORP INT TRANCHE # TR 00098 6.75 DUE 12-15-2006   25,000.00   25,000.00   25,000.00  
Corporate Debt Instruments — Other   DUKE ENERGY FIELD SVCS LLC NT 7.5 DUE 08-16-2005 BEO   1,300,000.00   1,295,099.00   1,348,230.00  
Corporate Debt Instruments — Other   EASTMAN CHEM CO 6.375 DUE 01-15-2004 REG   10,000.00   10,016.65   10,222.00  
Corporate Debt Instruments — Other   ECHOSTAR DBS CORP SR NT 9.375 DUE 02-01-2009/02-01-2004 BEO PUT   90,000.00   90,271.81   92,250.00  
Corporate Debt Instruments — Other   EL PASO CORP ZERO CPN CONV DEB 0 DUE 02-28-2021/02-28-2006 BEO PUT   670,000.00   278,245.60   275,370.00  
Corporate Debt Instruments — Other   EL PASO ENERGY CORP MEDIUM TERM NTS BOOK TR 4 7.8 8-1-31   20,000.00   18,752.80   19,827.20  
Corporate Debt Instruments — Other   EMMIS COMMUNICATIONS CORP SR SUB NT 8.125 DUE 03-15-2009/03-15-2004 BEO PUT   17,000.00   16,383.75   16,320.00  
Corporate Debt Instruments — Other   ENTERGY MISS INC 1ST MTG BD DTD 02/15/2000 7.75 DUE 02-15-2003 BEO   1,000,000.00   1,011,660.00   1,034,380.00  
Corporate Debt Instruments — Other   EXTD STAY AMER INC SR SUB NT 9.875 DUE 06-15-2011/06-15-2006 BEO   30,000.00   30,000.00   30,450.00  
Corporate Debt Instruments — Other   FIRSTENERGY CORP NT SER B 6.45 DUE 11-15-2011 BEO   130,000.00   129,546.30   126,835.93  
Corporate Debt Instruments — Other   FIRSTENERGY CORP NT SER C 7.375 DUE 11-15-2031 BEO   120,000.00   119,798.40   117,160.80  
Corporate Debt Instruments — Other   FNMA DISC NT 02-21-2002   700,000.00   686,927.89   696,531.86  
Corporate Debt Instruments — Other   FORD MTR CO DEL DEB 8.9 DUE 01-15-2032 REG   220,000.00   234,194.40   235,921.40  
Corporate Debt Instruments — Other   FORD MTR CR CO GLOBAL LANDMARK SECS-GLOBLS FLTG RATE DUE 03-17-2003 BEO   1,000,000.00   996,560.00   980,000.00  
Corporate Debt Instruments — Other   FORD MTR CR CO MEDIUM TERM NTS BOOK ENTRY TR 00845 VAR RT DUE 06-30-2005   1,300,000.00   1,284,140.00   1,228,359.60  
Corporate Debt Instruments — Other   FORD MTR CR CO NT DTD 02/23/1999 5.75 DUE 02-23-2004 BEO   1,330,000.00   1,278,914.70   1,330,970.90  
Corporate Debt Instruments — Other   FORD MTR CR CO NT FLTG RATE DUE 04-17-2003 BEO   500,000.00   502,888.00   496,720.00  
Corporate Debt Instruments — Other   FOX LIBERTY NETWORKS 8.875 BD DUE 08-15-2007 BEO   14,000.00   14,652.50   14,560.00  
Corporate Debt Instruments — Other   GA GULF CORP SR SUB NT 10.375 DUE 11-01-2007/11-01-2003 BEO PUT   5,000.00   5,044.75   5,225.00  
Corporate Debt Instruments — Other   GEN MTR CORP 8.80 BD DUE 3-1-2021 REG PUTABLE ON 3-1-98   1,500,000.00   1,842,315.00   1,634,040.00  
Corporate Debt Instruments — Other   GEN MTRS ACCEP CORP 7.625 DUE 06-15-2004BEO   1,300,000.00   1,299,194.00   1,374,932.00  
Corporate Debt Instruments — Other   GEN MTRS ACCEP CORP GLOBAL BD 7.25 DUE 03-02-2011 BEO   380,000.00   378,746.00   382,709.40  
Corporate Debt Instruments — Other   GEN MTRS ACCEP CORP MEDIUM TERM NTS BOOKENTRY TR # 00593 VAR RT DUE 01-20-24   800,000.00   800,000.00   782,488.00  
Corporate Debt Instruments — Other   GEN MTRS ACCEP CORP MEDIUM TERM NTS TR 00609 VAR RT 5-16-2003 BEO   600,000.00   601,686.00   592,680.60  
Corporate Debt Instruments — Other   GEN MTRS ACCEP CORP SMARTNOTES BOOK TRANCHE # TR 00447 6.2 DUE 12-15-2006   50,000.00   50,000.00   50,000.00  
Corporate Debt Instruments — Other   GEN MTRS CORP SR UNSECD NT 7.2 DUE 01-15-2011 BEO   30,000.00   30,865.80   29,943.00  

Corporate Debt Instruments — Other   GMAC COML MTG SEC INC 97-C1 CL A3 6.869 MTG PASSTHRU CTF DUE 8-15-2007 BEO   30,000.00   28,543.36   31,398.30  
Corporate Debt Instruments — Other   GMAC COML MTG SEC INC MTG PASSTHRU CTF 1998-C1 CL A-2 6.7 DUE 05-15-2030 REG   80,000.00   75,126.17   82,381.68  
Corporate Debt Instruments — Other   GS ESCR CORP SR NT 7 DUE 08-01-2003 BEO   400,000.00   370,852.00   404,976.00  
Corporate Debt Instruments — Other   HARRAHS OPER INC GTD SR SUB NT 7.875 DUE12-15-2005 BEO   92,000.00   94,185.00   95,450.00  
Corporate Debt Instruments — Other   HCA-HEALTHCARE CO HCA-06/01/2006 7.125   30,000.00   30,900.00   30,450.00  
Corporate Debt Instruments — Other   HCA-HEALTHCARE CO NT 8.75 DUE 09-01-2010BEO   57,000.00   61,582.50   61,702.50  
Corporate Debt Instruments — Other   HEALTHSOUTH CORP SR NT DTD 02/01/2001 8.5 DUE 02-01-2008 BEO   80,000.00   85,450.00   83,600.00  
Corporate Debt Instruments — Other   HEALTHSOUTH CORP SR SUB NT 10.75 DUE 10-01-2008/10-01-2004 BEO   47,000.00   51,398.75   51,641.25  
Corporate Debt Instruments — Other   HMH PPTYS INC 8.45 DUE 12-01-2008/12-01-2003 BEO   4,000.00   3,786.79   3,740.00  
Corporate Debt Instruments — Other   HORSESHOE GAMING LLC SR SUB NT 8.625 DUE05-15-2009/05-15-2004 BEO   55,000.00   54,535.35   56,856.25  
Corporate Debt Instruments — Other   HOST MARRIOTT L P SR NT SER G 9.25 DUE 10-01-2007 BEO   4,000.00   3,949.64   3,985.00  
Corporate Debt Instruments — Other   I/O CMO NORWEST ASSET SECS CORP SER 97-1MTG PASSTHRU CTF CL A-5 01-25-12   85,131.30   10,641.41   6,464.02  
Corporate Debt Instruments — Other   I/O CONSECO FIN SECURITIZATIONS CORP 99-H HOME EQTY LN CTF CL A-IO 11-15-29   6,500,000.00   694,211.51   56,797.65  
Corporate Debt Instruments — Other   INSIGHT MIDWEST L P / INSIGHT CAP INC SRNT 10.5 DUE 11-01-2010/11-01-2005 BEO   37,000.00   36,556.10   39,775.00  
Corporate Debt Instruments — Other   INTL GAME TECH SR NT 8.375 DUE 05-15-2009 BEO   40,000.00   39,589.60   42,100.00  
Corporate Debt Instruments — Other   KCS ENERGY INC 8.875 SR SUB NT DUE 01-15-2008/03 BEO   70,000.00   15,004.34   42,437.50  
Corporate Debt Instruments — Other   KELLOGG CO NT SER B 5.5 DUE 04-01-2003 BEO   500,000.00   513,375.00   513,025.00  
Corporate Debt Instruments — Other   KROGER CO PUTTABLE RESET SECS DUE 08-16-2012/08-16-2002 BEO PUT   1,900,000.00   1,900,000.00   1,900,834.10  
Corporate Debt Instruments — Other   KS CY SOUTHN RY CO SR NT 9.5 DUE 10-01-2008 BEO   17,000.00   17,595.00   18,530.00  
Corporate Debt Instruments — Other   LEAR CORP SR NT SER B 7.96 DUE 05-15-2005 BEO   160,000.00   160,000.00   161,755.20  
Corporate Debt Instruments — Other   LOCKHEED MARTIN CORP BD 8.5 DUE 12-01-2029 BEO   250,000.00   249,066.07   299,080.00  
Corporate Debt Instruments — Other   LYONDELL CHEM CO SR SECD NT SER A 9.625 DUE 05-01-2007   21,000.00   21,173.36   21,210.00  
Corporate Debt Instruments — Other   LYONDELL CHEM CO SR SECD NT SER B 9.875 DUE 05-01-2007/05-01-2004 BEO PUT   13,000.00   13,000.00   12,967.50  
Corporate Debt Instruments — Other   MANOR CARE INC NEW SR NT DTD 06/22/2001 8 DUE 03-01-2008 BEO   46,000.00   46,758.75   48,431.56  
Corporate Debt Instruments — Other   MEDIACOM LLC / MEDIACOM CAP CORP SR NT 9.5 DUE 01-15-2013/01-15-2006 BEO   37,000.00   36,677.36   38,387.50  
Corporate Debt Instruments — Other   MIRANT AMERICAS GENERATION LLC 8.3 5/1/11   350,000.00   369,120.50   313,250.00  
Corporate Debt Instruments — Other   MOHEGAN TRIBAL GAMING AUTH SR NT 8.125 DUE 01-01-2006 BEO PUT   10,000.00   10,500.00   10,275.00  
Corporate Debt Instruments — Other   MOHEGAN TRIBAL GAMING AUTH SR SUB NT 8.75 DUE 01-01-2009/01-01-2004 BEO PUT   27,000.00   27,847.50   28,215.00  
Corporate Debt Instruments — Other   MOTOROLA INC 7.5 DUE 05-15-2025 REG   10,000.00   9,262.95   8,868.00  
Corporate Debt Instruments — Other   NEWS AMER HLDGS INC 7.75 DUE 02-01-2024 REG   40,000.00   36,008.80   39,679.20  
Corporate Debt Instruments — Other   NEWS AMER INC GTD SR DEB 7.625 DUE 11-30-2028 BEO   270,000.00   245,070.90   261,565.20  

Corporate Debt Instruments — Other   NEXTEL COMMUNICATIONS INC SR SER NT 9.375 DUE 11-15-2009/11-15-2004 BEO   125,000.00   110,820.02   98,750.00  
Corporate Debt Instruments — Other   NORTEK INC 9.25 SR NT DUE 03-15-2007/02   4,000.00   3,370.00   4,050.00  
Corporate Debt Instruments — Other   NORTEK INC SR NT SER B 8.875 DUE 08-01-2008/08-01-2003 BEO PUT   95,000.00   94,126.61   94,050.00  
Corporate Debt Instruments — Other   NORTHN TELECOM CAP CORP NT DTD 06/17/1996 7.875 DUE 06-15-2026 REG   10,000.00   9,393.85   7,781.86  
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   562,500.00   588,886.87   567,905.63  
Corporate Debt Instruments — Other   OCEAN ENERGY INC 8.875 DUE 07-15-2007/07-15-2002 REG   40,000.00   42,300.00   42,086.80  
Corporate Debt Instruments — Other   OCEAN ENERGY INC SR SUB NT SER B 8.375 DUE 07-01-2008/07-01-2003 BEO   30,000.00   31,650.00   31,380.60  
Corporate Debt Instruments — Other   OMNICARE INC 8.125 BONDS 15 FEB 2011   75,000.00   77,750.00   77,156.25  
Corporate Debt Instruments — Other   ORION PWR HLDGS INC SR NT 12 DUE 05-01-2010 REG   58,000.00   58,000.00   67,280.00  
Corporate Debt Instruments — Other   P & L COAL HLDGS CORP SR SUB NT 9.625 DUE 05-15-2008/05-15-2003 BEO   70,000.00   69,250.00   74,900.00  
Corporate Debt Instruments — Other   PACIFICA PAPERS INC SR NT 10 DUE 03-15-2009/03-15-2004 BEO PUT   20,000.00   21,450.00   21,500.00  
Corporate Debt Instruments — Other   PARKER & PARSLEY PETE CO DEL SR NT DTD 08/22/1995 8.25 DUE 08-15-2007 REG   20,000.00   20,600.00   20,750.00  
Corporate Debt Instruments — Other   PDVSA FIN LTD NT 8.5 DUE 11-16-2012 BEO   220,000.00   217,745.00   200,200.00  
Corporate Debt Instruments — Other   PHILIP MORRIS COS INC 7.5 DUE 01-15-2002REG   35,000.00   37,105.92   35,056.00  
Corporate Debt Instruments — Other   PHILLIPS PETE CO NT 8.75 DUE 05-25-2010 BEO   700,000.00   817,887.00   814,800.00  
Corporate Debt Instruments — Other   PIONEER NAT RES CO SR NT 9.625 DUE 04-01-2010/03-31-2001 BEO PUT   12,000.00   11,957.64   13,290.00  
Corporate Debt Instruments — Other   PK PL ENTMT CORP SR SUB NT 9.375 DUE 02-15-2007 BEO   79,000.00   80,850.00   82,160.00  
Corporate Debt Instruments — Other   PK PL ENTMT CORP SR SUB NT DTD 12/21/1998 7.875 DUE 12-15-2005 BEO   110,000.00   110,650.00   110,000.00  
Corporate Debt Instruments — Other   PROGRESS ENERGY INC SR NT 7.1 DUE 03-01-2011 BEO   340,000.00   359,913.80   352,899.60  
Corporate Debt Instruments — Other   PUB SVC ENTERPRISE GROUP INC NT FLTG RATE DUE 05-21-2002/02-21-2002 BEO   400,000.00   400,000.00   398,911.60  
Corporate Debt Instruments — Other   PVTPL ASSOC MANUFACTURED HSG   1,544,274.08   1,546,662.90   1,544,274.08  
Corporate Debt Instruments — Other   PVTPL AT&T CORP USD SR NT 144A 8 DUE 11-15-2031 BEO   210,000.00   207,744.60   219,683.10  
Corporate Debt Instruments — Other   PVTPL BAYVIEW FINL REVOLVING AST TR 2000-D CL A FLTG 144A 3C7 11-25-2030 BEO   800,000.00   800,000.00   803,000.00  
Corporate Debt Instruments — Other   PVTPL BURL RES FIN CO BURL RES INC 6.5 DUE 12-01-2011 BEO   50,000.00   49,859.50   48,781.00  
Corporate Debt Instruments — Other   PVTPL CHANCELLOR MEDIA CORP L A SR NT DTD 11/16/1998 8 DUE 11-01-2008 BEO PUT   14,000.00   14,577.50   14,560.00  
Corporate Debt Instruments — Other   PVTPL CMO MORGAN J P COML MTG FIN CORP 2000-FL1 CL A 144A VAR RT 4-15-10 BEO   190,694.60   190,694.60   190,284.03  
Corporate Debt Instruments — Other   PVTPL CMO SASCO FLOATING RATE COML MTG TR 144A VAR RT DUE 10-21-2002 BEO   21,742.48   21,746.73   21,782.92  
Corporate Debt Instruments — Other   PVTPL CMO SEC NATL MTG LN TR 3.6 DUE 11-25-2010 BEO   700,000.00   699,937.62   699,937.00  
Corporate Debt Instruments — Other   PVTPL ECHOSTAR DBS CORP SR NT 144A 9.125DUE 01-15-2009/01-15-2005 BEO   30,000.00   30,000.00   30,075.00  
Corporate Debt Instruments — Other   PVTPL HEALTHSOUTH CORP SR NT 144A 8.375 DUE 10-01-2011 BEO   73,000.00   72,877.36   75,007.50  
Corporate Debt Instruments — Other   PVTPL HERCULES INC SR NT 144A 11.125 DUE11-15-2007 BEO   7,000.00   7,003.79   7,280.00  

Corporate Debt Instruments — Other   PVTPL HOLMES FING NO 4 PLC 2001-HLV2 LN BKD NT CL A-1B 144A 4.934 05-25-2026 BEO   429,482.96   429,479.31   433,643.58  
Corporate Debt Instruments — Other   PVTPL ICN PHARMACEUTICALS INC NEW SR NT 144A 8.75 DUE 11-15-2008 BEO PUT   32,000.00   32,694.01   35,840.00  
Corporate Debt Instruments — Other   PVTPL IMC GLOBAL INC SR NT 144A 10.875 DUE 06-01-2008 BEO   28,000.00   27,661.20   29,896.16  
Corporate Debt Instruments — Other   PVTPL NORSKE SKOG CDA LTD SR NT 144A 8.625 DUE 06-15-2011/06-15-2006 BEO   23,000.00   24,030.00   23,805.00  
Corporate Debt Instruments — Other   PVTPL PULTE HOMES INC FORMERLY PULTE CORP 144A 7.875 DUE 08-01-2011 BEO   46,000.00   45,582.78   45,717.56  
Corporate Debt Instruments — Other   PVTPL SCHULER HOMES INC SR NT 144A 9.375DUE 07-15-2009/07-15-2005 BEO   60,000.00   60,000.00   62,100.00  
Corporate Debt Instruments — Other   PVTPL SMITHFIELD FOODS INC SR NT 144A 8 DUE 10-15-2009 BEO   23,000.00   23,000.00   23,460.00  
Corporate Debt Instruments — Other   PVTPL TEEKAY SHIPPING CORP SR NT 144A 8.875 DUE 07-15-2011 BEO   18,000.00   18,528.75   18,450.00  
Corporate Debt Instruments — Other   QWEST CAP FDG INC NT 7.75 DUE 02-15-2031REG   1,000,000.00   999,700.00   964,380.00  
Corporate Debt Instruments — Other   R J REYNOLDS TOB HLDGS INC NT SER B 7.75DUE 05-15-2006 BEO   740,000.00   736,633.00   771,642.40  
Corporate Debt Instruments — Other   RAYTHEON CO 6.45 DUE 08-15-2002 REG   1,100,000.00   1,104,103.00   1,122,011.00  
Corporate Debt Instruments — Other   RAYTHEON CO NT 6.55 DUE 03-15-2010 REG   600,000.00   588,708.00   600,264.00  
Corporate Debt Instruments — Other   RJ REYNOLDS TOB HLDGS INC NT SER B 7.875DUE 05-15-2009 BEO   500,000.00   492,870.00   505,865.00  
Corporate Debt Instruments — Other   RYLAND GROUP INC 8 DUE 08-15-2006 BEO   33,000.00   33,000.00   33,165.00  
Corporate Debt Instruments — Other   RYLAND GROUP INC SR NT 9.75 DUE 09-01-2010/09-01-2005 BEO   15,000.00   15,637.50   15,937.50  
Corporate Debt Instruments — Other   SAFETY-KLEEN CORP NEW 9.25 DUE 05-15-2009 BEO DBTFL   65,000.00   65,165.00   6.50  
Corporate Debt Instruments — Other   SCOTIA PAC CO LLC TIMBER COLL NT SER B CL A-3 7.71 DUE 07-20-2028 BEO   160,000.00   113,600.00   131,555.20  
Corporate Debt Instruments — Other   SECURITIZED AST SALES INC SER 1995-B CL A4 INC 7.41 MTG BKD CTF DUE 9-25-24 BEO   765,416.05   775,462.13   784,069.24  
Corporate Debt Instruments — Other   SMS STUD LN TR SER 1997-9A CL A1 VAR RT ABS CTF DUE 10-27-2025 REG   908,254.96   889,876.99   898,618.37  
Corporate Debt Instruments — Other   SOUTHN CAL EDISON CO NT DTD 11/08/2000 FLTG RATE DUE 05-01-2002 BEO   200,000.00   120,008.00   192,000.00  
Corporate Debt Instruments — Other   SPRINT CAP CORP DEB 6.9 DUE 05-01-2019 BEO   80,000.00   75,670.40   74,825.60  
Corporate Debt Instruments — Other   SPRINT CAP CORP MTN 7.625 DUE 06-10-2002   1,500,000.00   1,498,515.00   1,530,930.00  
Corporate Debt Instruments — Other   SR HSG PPTYS TR SR HSG 8 625 8.625 DUE 01-15-2012 BEO   62,000.00   61,481.06   62,620.00  
Corporate Debt Instruments — Other   TCI COMMUNICATIONS INC 7.875 DUE 02-15-2026 REG   310,000.00   362,486.39   329,130.10  
Corporate Debt Instruments — Other   TEEKAY SHIPPING CORP SR NT 8.875 DUE 07-15-2011 BEO   30,000.00   30,000.00   30,750.00  
Corporate Debt Instruments — Other   TELECORP PCS INC SR SUB NT DTD 07/14/00 10.625 DUE 07-15-10/07-15-05 BEO   2,000.00   2,045.00   2,285.00  
Corporate Debt Instruments — Other   TEMBEC FIN CORP GTD SR NT DTD 08/29/1995 9.875 DUE 09-30-2005   9,000.00   9,097.50   9,258.75  
Corporate Debt Instruments — Other   TENET HEALTHCARE CORP SR SUB NT SER B 8.125 DUE 12-01-2008/06-01-2003 BEO   152,000.00   160,640.00   162,927.28  
Corporate Debt Instruments — Other   TEREX CORP NEW SR SUB NT DTD 03/29/2001 10.375 DUE 04-01-2011/04-01-2006 BEO   20,000.00   20,000.00   20,800.00  
Corporate Debt Instruments — Other   TEREX CORP NEW SR SUB NT SER D 8.875 DUE04-01-2008/04-01-2003 BEO PUT   94,000.00   92,762.50   92,590.00  
Corporate Debt Instruments — Other   TEXTRON FINL CORP FLTG RATE DUE 03-18-2002 BEO   200,000.00   200,000.00   199,572.00  

Corporate Debt Instruments — Other   TRITON ENERGY LTD / TRITON ENERGY CORP SR NT 9.25 DUE 04-15-2005 BEO   15,000.00   15,712.50   16,358.55  
Corporate Debt Instruments — Other   TRITON ENERGY LTD SR NT DTD 04/01/2001 8.875 DUE 10-01-2007/10-01-2004 BEO   16,000.00   16,180.00   17,519.20  
Corporate Debt Instruments — Other   TRW INC MT SR NTS BK ETY TRCHE #SR00044 CPN RT=3MO US$+ 43 BP VAR RT 3-25-02   400,000.00   399,848.80   399,529.60  
Corporate Debt Instruments — Other   TXU EASTN FDG CO GTD SR NT 6.15 DUE 05-15-2002 BEO   1,500,000.00   1,518,735.00   1,517,910.00  
Corporate Debt Instruments — Other   TYSON FOODS INC 7 DUE 01-15-2028 REG   10,000.00   8,678.85   8,744.00  
Corporate Debt Instruments — Other   TYSON FOODS INC 7 DUE 05-01-2018 REG   10,000.00   8,907.05   9,141.00  
Corporate Debt Instruments — Other   UNISYS CORP SR NT 7.25 DUE 01-15-2005 BEO   61,000.00   59,768.41   59,627.50  
Corporate Debt Instruments — Other   USA WASTE SVCS INC 6.5 NT DUE 12-15-2002BEO   500,000.00   499,275.00   512,920.00  
Corporate Debt Instruments — Other   VINTAGE PETE INC 9.0 SR SUB NT DUE 12-15-2005   18,000.00   18,465.00   17,910.00  
Corporate Debt Instruments — Other   VINTAGE PETE INC SR SUB NT DTD 05/25/2001 7.875 DUE 5-15-11 REG   50,000.00   49,579.50   49,750.00  
Corporate Debt Instruments — Other   VISTEON CORP NT DTD 08/03/2000 8.25 DUE 08-01-2010 BEO   180,000.00   180,034.20   186,215.40  
Corporate Debt Instruments — Other   VOICESTREAM WIRELESS CORP SR NT 10.375 DUE 11-15-2009/11-15-2004 BEO PUT   14,000.00   14,234.37   15,987.58  
Corporate Debt Instruments — Other   WASTE MGMT INC DEL WMI 7.375 DUE 08-01-2010 BEO   510,000.00   507,924.30   524,234.10  
Corporate Debt Instruments — Other   WORLDCOM INC GA NEW 7.50000 05/16/01 05/15/11 7.5 DUE 05-15-2011 BEO   200,000.00   197,808.00   204,816.00  
Corporate Debt Instruments — Other   WORLDCOM INC GA NEW 8.25000 05/16/01 05/15/31 8.25 DUE 05-15-2031 BEO   200,000.00   196,196.00   210,886.00  
Corporate Debt Instruments — Other   WORLDCOM INC GA NEW NT 8.25 DUE 05-15-2010 BEO   230,000.00   242,491.30   245,973.50  
Corporate Stock — Preferred   NEWS CORPORATION PRF AUD0.50   22,210.00   198,574.44   148,369.09  
Corporate Stock — Preferred   NEWS CORPORATION PRF AUD0.50   15,773.00   59,768.61   105,368.11  
Corporate Stock — Preferred   PETROL BRASILEIROS PRF NPV   6,569.00   143,666.50   145,424.95  
Corporate Stock — Preferred   ADR COMPANHIA BRASILEIRA DE DISTR DE ACUCR CIA SPONSORED REP PFD   1,600.00   42,236.32   35,200.00  
Corporate Stock — Preferred   ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD PREF SH   1.00   13.84   15.63  
Corporate Stock — Preferred   ADR TELECOMUNICACOES BRASILEIRAS S A PFDBLOCK   3,022.00   177,735.80   120,880.00  
Corporate Stock — Preferred   SANWA INTERNL FINA UNIT(1000 CV PRF SHS SANWA)   39,000,000.00   303,336.70   114,937.81  
Corporate Stock — Preferred   UFJ INTL FIN (BERMUDA) TR CONV DT 144A   12,000,000.00   103,020.04   40,744.70  
Corporate Stock — Preferred   ##MFO FRKLN TR RISING DIVIDEND FUND CL I DO NOT USE SEE 2696646   2,284.79   60,988.91   56,617.02  
Corporate Stock — Preferred   ADR NEWS CORP LTD SPONSORED ADR REPSTG PFD LTD   50,500.00   1,089,845.81   1,336,230.00  
Corporate Stock — Preferred   ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD PREF SH   500.00   9,079.95   7,815.00  
Corporate Stock — Preferred   AVALONBAY CMNTYS INC PFD STK SER C 8.50%   200.00   4,959.95   5,060.00  
Corporate Stock — Preferred   BANKUNITED CAP III PFD STK   200.00   4,929.95   4,990.00  
Corporate Stock — Preferred   CITIGROUP CAP VI 6.875 TR PFD SECS   560.00   14,100.01   14,028.00  
Corporate Stock — Preferred   CMS ENERGY CORP ADJ CONV TR SEC   102.95   3,490.73   3,103.85  

Corporate Stock — Preferred   DELTA AIR LINES INC DEL NT 8.125   100.00   2,112.95   2,105.00  
Corporate Stock — Preferred   DILLARDS CAP TR 1 PFD 7.5%   300.00   5,874.90   5,520.00  
Corporate Stock — Preferred   DUKE RLTY CORP   600.00   14,859.85   15,330.00  
Corporate Stock — Preferred   ENRON CAP TR I TR ORIGINATED PFD SEC 8.30   100.00   2,662.00   49.00  
Corporate Stock — Preferred   EQTY INNS INC PFD SER A 9.50   200.00   4,509.95   4,448.00  
Corporate Stock — Preferred   GLENBOROUGH RLTY TR INC PFD CONV SER A   300.00   6,049.90   6,330.00  
Corporate Stock — Preferred   GRAND MET DEL L P GTD PFD SECS SER A 9.42   100.00   2,867.00   2,720.00  
Corporate Stock — Preferred   GREAT ATLC & PAC TEA INC SR QRTLY INT BD-QUIBS PREF STK   200.00   4,809.95   4,870.00  
Corporate Stock — Preferred   HAWAIIAN ELEC INDS CAP TR I TR ORIGINATED PFD SECS   200.00   5,001.95   5,020.00  
Corporate Stock — Preferred   HOST MARRIOTT CORP NEW PFD CL B 10 PRFERRED STK   200.00   3,999.95   4,982.00  
Corporate Stock — Preferred   INNKEEPERS USA TR PFD CONV SH BEN INT SER A 8.625   300.00   6,464.85   6,975.00  
Corporate Stock — Preferred   ISTAR FINL INC PFD SER D   200.00   4,469.95   4,270.00  
Corporate Stock — Preferred   MERRILL LYNCH & CO INC S&P 500 MKT INDEXTARGET-TERM SECS   800.00   7,527.40   6,904.00  
Corporate Stock — Preferred   MID-AMER APT CMNTYS INC SER A PFD STK   200.00   4,969.95   4,996.00  
Corporate Stock — Preferred   MISSION CAP L P GTD MONTHLY INC PFD SECSB 8.50   500.00   12,881.09   13,200.00  
Corporate Stock — Preferred   PARTNERRE LTD SER A PFD STK   200.00   4,229.95   4,994.00  
Corporate Stock — Preferred   PFD WACHOVIA CORP   252.00   1,328.02   0  
Corporate Stock — Preferred   PPL CAP FDG TR I PREM EQTY PT SECS UNITS7.75   400.00   8,799.90   78.60  
Corporate Stock — Preferred   TCI COMMUNICATIONS FING II TR ORIGINATEDPFD SECS 10   100.00   2,535.95   2,508.00  
Corporate Stock — Preferred   THORNBURG MTG INC PFD SER A CONV   200.00   4,949.95   5,280.00  
Corporate Stock — Preferred   TRANSCANADA CAP TR ORIGINATED PFD SECS 8.75   200.00   5,390.98   5,020.00  
Corporate Stock — Preferred   UAL CORP CAP TR I TR ORIGINATED PFD SECS13.25   2,130.00   69,222.58   40,150.50  
Corporate Stock — Preferred   UAL CORP DEPOS SH REPSTG 1/1000PFD B 12.25   4,600.00   111,075.16   86,250.00  
Corporate Stock — Common   BHP BILLITON LTD NPV   74,025.00   449,883.63   397,879.97  
Corporate Stock — Common   BRAMBLES INDS LTD A$0.50   17,386.00   96,105.76   92,558.73  
Corporate Stock — Common   FOSTERS GROUP LTD COM STK   46,736.00   125,366.29   116,271.20  
Corporate Stock — Common   NATIONAL AUST BANK NPV   22,092.00   342,402.19   360,300.75  
Corporate Stock — Common   NATIONAL AUST BANK NPV   6,223.00   97,870.56   101,491.56  
Corporate Stock — Common   NEWS CORPORATION NPV(AUST LISTING)   22,325.00   69,292.46   178,530.52  
Corporate Stock — Common   QBE INS GROUP LTD NPV   36,649.00   159,051.51   144,081.33  
Corporate Stock — Common   SANTOS LIMITED NPV   75,500.00   255,451.45   239,619.97  
Corporate Stock — Common   WESTPAC BKG CORP NPV   13,013.00   49,640.57   104,949.46  
Corporate Stock — Common   WMC LTD NPV   19,800.00   74,515.74   97,028.12  
Corporate Stock — Common   WOOLWORTHS LTD NPV   23,700.00   117,213.30   136,363.78  
Corporate Stock — Common   ADR NEWS CORP LTD ADR NEW   200.00   6,521.06   6,362.00  
Corporate Stock — Common   BHP BILLITON LTD   21,683.00   208,642.30   232,224.93  
Corporate Stock — Common   DEXIA AM NPV   20,450.00   243,818.95   294,070.38  
Corporate Stock — Common   DEXIA AM NPV   6,260.00   66,472.04   90,018.61  
Corporate Stock — Common   DEXIA AM STRIPS VVPR   18,450.00   19.00   164.28  

Corporate Stock — Common   FORTIS NPV   2,128.00   40,948.34   55,232.62  
Corporate Stock — Common   UCB NPV   440.00   3,136.92   17,814.07  
Corporate Stock — Common   ADR PETROLEO BRASILEIRO SA PETROBAS SPONSORED   5,175.00   91,204.97   115,040.25  
Corporate Stock — Common   ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR   1,200.00   25,620.48   27,960.00  
Corporate Stock — Common   ABITIBI-CONS INC COM NPV   17,200.00   133,463.12   125,316.21  
Corporate Stock — Common   ALCAN INC COM STK (CAN QUOTE)   1,050.00   32,640.50   37,592.80  
Corporate Stock — Common   ALCAN INC COM STK (CAN QUOTE)   2,700.00   86,495.98   96,667.19  
Corporate Stock — Common   BK OF NOVA SCOTIA COM NPV   3,100.00   65,188.51   95,082.85  
Corporate Stock — Common   BOMBARDIER INC CLASS'B'SUB VTG NPV CAD   29,600.00   200,604.43   305,967.11  
Corporate Stock — Common   FAIRFAX FINL HLDGS (R1933) COM STK 144A (IPO)   1,500.00   502,308.86   154,111.20  
Corporate Stock — Common   MAGNA INTL INC CL'A'SUB VTG COM NPV (CAD)   4,400.00   186,588.98   278,678.15  
Corporate Stock — Common   MDS INC COM NPV   400.00   4,904.99   4,736.10  
Corporate Stock — Common   ROYAL BANK CANADA COM NPV (CAD)   1,820.00   31,904.55   59,095.13  
Corporate Stock — Common   SUNCOR ENERGY INC COM NPV (CAD QUOTE)   4,100.00   116,475.95   134,590.45  
Corporate Stock — Common   ZARLINK SEMICONDUCTOR INC COM   7,900.00   186,630.29   87,846.52  
Corporate Stock — Common   CELESTICA INC SUB VTG SHS   3,192.00   122,600.79   128,924.88  
Corporate Stock — Common   INCO LTD COM   15,000.00   424,169.52   254,100.00  
Corporate Stock — Common   NORTEL NETWORKS CORP NEW COM   17,800.00   189,954.92   133,500.00  
Corporate Stock — Common   THOMSON CORP COM   12,200.00   194,354.84   370,288.75  
Corporate Stock — Common   NOVO-NORDISK AS DKK2 SER B   600.00   22,139.06   24,350.93  
Corporate Stock — Common   TDC A/S DKK5   1,422.00   54,434.90   50,212.08  
Corporate Stock — Common   SOC EUROPEENNE FIDUCIARY DR REP 1'A' (BEL)   2,060.00   31,702.66   21,918.99  
Corporate Stock — Common   KESKO OYJ NPV SER'B'   14,318.00   213,385.43   131,312.18  
Corporate Stock — Common   NOKIA OYJ EUR0.06   17,253.00   344,450.23   444,885.88  
Corporate Stock — Common   NOKIA OYJ EUR0.06   59,900.00   675,285.98   1,544,581.47  
Corporate Stock — Common   SAMPO OYJ SER'A'NPV   20,700.00   166,149.63   162,195.37  
Corporate Stock — Common   SONERA OYJ NPV   20,700.00   92,901.09   104,874.05  
Corporate Stock — Common   UPM-KYMMENE CORP NPV   7,500.00   186,604.78   248,755.67  
Corporate Stock — Common   ADR NOKIA CORP SPONSORED ADR   7,200.00   178,735.01   176,616.00  
Corporate Stock — Common   ACCOR EUR3   3,300.00   134,061.34   119,971.69  
Corporate Stock — Common   AIR LIQUIDE(L') EUR11   1,300.00   180,303.67   182,193.77  
Corporate Stock — Common   ALSTOM EUR6   5,347.00   148,670.07   59,464.54  
Corporate Stock — Common   ALTRAN TECHNOLOGIE EUR0.50   380.00   37,016.69   17,171.38  
Corporate Stock — Common   ASS GEN DE FRANCE NPV   3,780.00   190,931.19   181,412.00  
Corporate Stock — Common   AVENTIS SA EUR3.82   750.00   17,746.17   52,622.67  
Corporate Stock — Common   AVENTIS SA EUR3.82   6,003.00   383,962.23   426,269.71  
Corporate Stock — Common   AXA EUR2.29   8,976.00   260,203.72   187,577.77  
Corporate Stock — Common   BNP PARIBAS EUR4   3,449.00   276,340.77   308,634.66  
Corporate Stock — Common   BNP PARIBAS EUR4   4,281.00   366,858.85   383,086.40  
Corporate Stock — Common   BOUYGUES EUR1   19,360.00   960,321.00   634,364.12  
Corporate Stock — Common   CAP GEMINI EUR8   600.00   110,005.69   43,326.89  
Corporate Stock — Common   CARREFOUR EUR2.50   1,200.00   73,872.61   62,399.27  
Corporate Stock — Common   CIE DE ST-GOBAIN EUR16   857.00   121,689.43   129,340.93  
Corporate Stock — Common   CIE DE ST-GOBAIN EUR16   1,029.00   133,861.78   155,299.66  
Corporate Stock — Common   DANONE EUR1   1,100.00   137,789.93   134,183.37  
Corporate Stock — Common   DANONE EUR1   600.00   65,637.07   73,190.93  
Corporate Stock — Common   HERMES INTL NPV   470.00   55,978.38   72,398.47  
Corporate Stock — Common   L'OREAL EUR0.20   259.00   9,427.74   18,656.65  
Corporate Stock — Common   LAFARGE EUR4   279.00   20,978.69   26,059.44  
Corporate Stock — Common   LVMH MOET HENNESSY EUR0.30   620.00   51,205.48   25,228.61  
Corporate Stock — Common   MICHELIN (CGDE) EUR2 (REGD)   7,386.00   286,209.75   243,659.28  
Corporate Stock — Common   MICHELIN (CGDE) EUR2 (REGD)   4,800.00   155,192.50   158,348.84  
Corporate Stock — Common   ORANGE SA EUR1   6,920.00   61,765.93   62,724.80  
Corporate Stock — Common   PEUGEOT SA EUR1   2,800.00   53,090.80   119,046.56  
Corporate Stock — Common   PIN-PRINTEMPS-REDO EUR4   196.00   25,331.84   25,235.38  
Corporate Stock — Common   SANOFI-SYNTHELABO EUR2   15,200.00   490,543.71   1,134,156.66  
Corporate Stock — Common   SANOFI-SYNTHELABO EUR2   5,210.00   194,030.71   388,747.12  
Corporate Stock — Common   SCHNEIDER ELECTRIC EUR8   3,444.00   192,386.54   165,593.14  
Corporate Stock — Common   SCHNEIDER ELECTRIC EUR8   3,430.00   129,199.01   164,920.00  

Corporate Stock — Common   SCHNEIDER ELECTRIC EUR8   3,300.00   162,423.05   158,669.39  
Corporate Stock — Common   SOC AIR FRANCE EUR8.50   8,983.00   164,860.19   131,494.82  
Corporate Stock — Common   SOC GENERALE EUR1.25   1,340.00   52,195.74   74,988.65  
Corporate Stock — Common   SOC GENERALE EUR1.25   1,278.00   70,094.30   71,519.02  
Corporate Stock — Common   SODEXHO ALLIANCE EUR4   5,059.00   206,664.50   216,262.80  
Corporate Stock — Common   TF1 — TV FRANCAISE EUR0.20   11,200.00   115,734.85   283,118.90  
Corporate Stock — Common   TF1 — TV FRANCAISE EUR0.20   5,744.00   179,991.26   145,199.55  
Corporate Stock — Common   TOTAL FINA ELF EUR10   185.00   22,946.90   26,421.75  
Corporate Stock — Common   TOTAL FINA ELF EUR10   4,890.00   538,897.27   698,391.05  
Corporate Stock — Common   USINOR NPV   14,419.00   202,434.26   180,383.54  
Corporate Stock — Common   VIVENDI UNIVERSAL EUR5.50   3,158.00   237,922.12   172,930.93  
Corporate Stock — Common   VIVENDI UNIVERSAL EUR5.50   3,700.00   154,856.88   202,610.65  
Corporate Stock — Common   ADR ALSTOM SPONSORED ADR   3.00   100.00   34.05  
Corporate Stock — Common   ADR TOTAL FINA ELF S A SPONSORED ADR   5,331.00   220,390.68   374,449.44  
Corporate Stock — Common   AIXTRON ORD NPV   5,400.00   367,286.32   121,886.94  
Corporate Stock — Common   ALLIANZ AG NPV(REGD)(VINKULIERT)   991.00   272,206.55   234,714.94  
Corporate Stock — Common   BAYER AG ORD NPV   1,220.00   38,388.96   38,889.14  
Corporate Stock — Common   BAYER AG ORD NPV   10,254.00   334,487.56   326,860.00  
Corporate Stock — Common   BAYER HYPO-VEREINS ORD NPV   6,020.00   285,724.67   183,962.46  
Corporate Stock — Common   BAYER HYPO-VEREINS ORD NPV   715.00   39,678.70   21,849.36  
Corporate Stock — Common   BAYER MOTOREN WERK EUR1   7,000.00   177,866.23   244,014.28  
Corporate Stock — Common   COMMERZBANK AG ORD NPV   19,550.00   456,388.89   304,106.08  
Corporate Stock — Common   DAIMLERCHRYSLER AG ORD NPV(REGD)   14,200.00   624,491.58   611,322.33  
Corporate Stock — Common   DEUTSCHE BANK AG NPV(REGD)   1,613.00   116,883.59   114,035.56  
Corporate Stock — Common   DEUTSCHE BANK AG NPV(REGD)   1,700.00   151,515.59   120,186.27  
Corporate Stock — Common   DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)   10,074.00   201,593.79   133,023.55  
Corporate Stock — Common   DEUTSCHE POST AG NPV(REGD)   19,380.00   371,386.32   258,666.89  
Corporate Stock — Common   DEUTSCHE TELEKOM NPV(REGD)   3,700.00   85,760.17   63,583.51  
Corporate Stock — Common   DEUTSCHE TELEKOM NPV(REGD)   950.00   30,940.04   16,325.49  
Corporate Stock — Common   E.ON AG NPV   2,375.00   111,060.27   123,033.33  
Corporate Stock — Common   E.ON AG NPV   7,591.00   332,780.98   393,240.42  
Corporate Stock — Common   EPCOS ORD NPV   3,800.00   209,948.70   187,785.48  
Corporate Stock — Common   GEHE AG NPV   2,150.00   86,721.88   83,274.72  
Corporate Stock — Common   INFINEON TECHNOLOG ORD NPV   6,400.00   329,528.06   130,782.04  
Corporate Stock — Common   METRO AG ORD NPV   10,300.00   411,011.94   365,469.37  
Corporate Stock — Common   RHOEN-KLINIKUM AG ORD NPV   739.00   16,569.18   38,493.35  
Corporate Stock — Common   SAP AG ORD NPV   950.00   131,083.96   123,752.33  
Corporate Stock — Common   SIEMENS AG NPV(REGD)   741.00   44,147.53   49,055.15  
Corporate Stock — Common   VOLKSWAGEN AG ORD NPV   4,141.00   225,084.64   193,575.31  
Corporate Stock — Common   OTE(HELLENIC TLCM) EUR2.20(CR)   5,800.00   92,377.22   94,507.12  
Corporate Stock — Common   OTE(HELLENIC TLCM) EUR2.20(CR)   1,270.00   20,383.92   20,693.80  
Corporate Stock — Common   ADR HELLENIC TELECOMMUNICATIONS ORGANIZATION S A SPONSORED ADR   35,652.00   364,391.26   271,668.24  
Corporate Stock — Common   CHEUNG KONG(HLDGS) HKD0.50   17,000.00   175,390.94   176,587.14  
Corporate Stock — Common   CHEUNG KONG(HLDGS) HKD0.50   71,000.00   857,922.17   737,510.98  
Corporate Stock — Common   CHINA MOBILE (HK) HKD0.10   84,000.00   521,008.59   295,696.89  
Corporate Stock — Common   CHINA UNICOM HKD0.10   20,000.00   20,386.45   22,057.36  
Corporate Stock — Common   HANG LUNG PROPERTIES HKD1   101,000.00   109,134.94   104,265.92  
Corporate Stock — Common   HENDERSON LAND DEV HKD2   15,000.00   71,233.29   67,710.97  
Corporate Stock — Common   HSBC HLDGS USD0.50(HONGKONG REG)   5,600.00   60,076.04   65,530.88  
Corporate Stock — Common   HUTCHISON WHAMPOA HKD0.25   47,200.00   401,596.28   455,484.52  
Corporate Stock — Common   HUTCHISON WHAMPOA HKD0.25   17,100.00   150,482.26   165,016.64  
Corporate Stock — Common   JOHNSON ELEC HLDGS HKD0.0125   137,500.00   222,291.73   144,591.14  
Corporate Stock — Common   LI & FUNG HKD0.025   4,000.00   3,818.22   4,488.42  
Corporate Stock — Common   LI & FUNG HKD0.025   90,000.00   129,318.49   100,989.38  
Corporate Stock — Common   SHANGRI-LA ASIA HKD1   146,000.00   170,115.88   114,210.97  
Corporate Stock — Common   SUN HUNG KAI PROP HKD0.50   3,000.00   27,287.63   24,237.45  
Corporate Stock — Common   SWIRE PACIFIC “A'HKD0.60   46,000.00   283,522.02   250,710.13  
Corporate Stock — Common   SWIRE PACIFIC “A'HKD0.60   34,000.00   175,369.38   185,307.49  
Corporate Stock — Common   ADR ICICI LTD SPONSORED ADR   3,150.00   40,333.29   18,837.00  
Corporate Stock — Common   ADR VIDESH SANCHAR NIGAM LTD SPONSORED ADR NEW   10,325.00   291,438.67   99,120.00  

Corporate Stock — Common   RELIANCE INDS GDS(REP 2 ORD INR10) 144 A   4,400.00   73,771.62   59,840.00  
Corporate Stock — Common   ALLIED IRISH BANKS ORD EUR0.32(DUBLIN LISTING)   21,000.00   234,202.93   243,079.36  
Corporate Stock — Common   BK OF IRELAND ORD STK EUR0.64   43,151.00   301,191.64   408,422.41  
Corporate Stock — Common   CRH ORD EUR0.32(DUBLIN LISTING)   20,090.00   316,962.47   354,721.97  
Corporate Stock — Common   IRISH LIFE & PERM ORD EUR0.32   13,000.00   143,891.54   131,957.37  
Corporate Stock — Common   ADR ELAN PLC ADR REPSTG SHS   8,650.00   364,525.68   389,769.00  
Corporate Stock — Common   ADR ELAN PLC ADR REPSTG SHS   2,600.00   114,168.22   117,156.00  
Corporate Stock — Common   ALLEANZA ASSICURAZ EUR0.5   13,660.00   142,269.81   150,211.47  
Corporate Stock — Common   BCA POP BERGAMO EUR3   9,531.00   213,931.75   152,755.34  
Corporate Stock — Common   BIPOP-CARIRE EUR0.26   9,700.00   57,794.78   16,064.61  
Corporate Stock — Common   ENI EUR1   30,370.00   303,719.99   380,743.84  
Corporate Stock — Common   ENI EUR1   19,892.00   223,147.87   249,382.83  
Corporate Stock — Common   ENI EUR1   20,950.00   235,139.25   262,646.80  
Corporate Stock — Common   FINMECCANICA SPA EUR0.22   331,517.00   404,991.40   286,327.44  
Corporate Stock — Common   GENERALI ASS EUR1   1,925.00   63,056.01   53,477.46  
Corporate Stock — Common   GENERALI ASS EUR1   12,500.00   422,376.02   347,256.23  
Corporate Stock — Common   INTESABCI EUR0.52   99,915.00   376,928.88   249,989.89  
Corporate Stock — Common   MEDIASET EUR0.52   3,310.00   60,806.97   24,196.73  
Corporate Stock — Common   MEDIOLANUM EUR0.1   5,540.00   35,545.67   49,920.13  
Corporate Stock — Common   OLIVETTI SPA EUR1   21,805.00   49,074.82   27,938.46  
Corporate Stock — Common   SANPAOLO IMI SPA EUR2.80   1,600.00   18,979.86   17,166.92  
Corporate Stock — Common   SANPAOLO IMI SPA EUR2.80   12,632.00   131,108.28   135,532.86  
Corporate Stock — Common   T.I.M.SPA EUR0.06   42,192.00   248,362.04   235,549.99  
Corporate Stock — Common   TELECOM ITALIA SPA DI RISP EUR0.55   5,400.00   22,125.47   28,848.98  
Corporate Stock — Common   TELECOM ITALIA SPA DI RISP EUR0.55   64,879.00   207,944.06   346,609.80  
Corporate Stock — Common   TELECOM ITALIA SPA EUR0.55   17,445.00   154,728.80   149,117.17  
Corporate Stock — Common   TELECOM ITALIA SPA EUR0.55   14,000.00   52,373.54   119,669.84  
Corporate Stock — Common   UNICREDITO ITALIAN EUR0.50   49,804.00   174,175.82   199,998.25  
Corporate Stock — Common   77TH BANK JPY50   35,000.00   343,206.19   154,623.84  
Corporate Stock — Common   ACOM CO JPY50   4,100.00   315,458.64   298,756.29  
Corporate Stock — Common   ADVANTEST JPY50   5,400.00   380,273.01   305,722.57  
Corporate Stock — Common   AEON CO LTD Y50   14,000.00   239,687.61   316,191.06  
Corporate Stock — Common   AIFUL CORP JPY50   250.00   21,056.13   16,175.80  
Corporate Stock — Common   AIFUL CORP JPY50   3,250.00   214,690.58   210,285.37  
Corporate Stock — Common   AIFUL CORP JPY50   3,150.00   327,818.45   203,815.05  
Corporate Stock — Common   CANON INC JPY50   12,000.00   346,216.24   412,940.64  
Corporate Stock — Common   CANON INC JPY50   9,000.00   285,585.75   309,705.48  
Corporate Stock — Common   CHUBU ELEC POWER JPY500   6,000.00   130,341.29   108,042.12  
Corporate Stock — Common   CHUDENKO CORP JPY50   600.00   8,453.34   7,778.12  
Corporate Stock — Common   CHUGAI PHARMA CO Y50   18,000.00   283,062.09   208,622.01  
Corporate Stock — Common   CREDIT SAISON CO COM STK   19,700.00   383,482.60   383,297.73  
Corporate Stock — Common   DAIWA SEC CO Y50   22,000.00   225,533.88   115,656.95  
Corporate Stock — Common   FANUC JPY50   1,700.00   134,654.61   72,379.06  
Corporate Stock — Common   FUJI MACHINE JPY50   6,500.00   260,686.65   84,808.48  
Corporate Stock — Common   FUJI SOFT ABC INC JPY50   2,700.00   191,145.54   107,538.53  
Corporate Stock — Common   FUJI TELEVISION JPY5000   20.00   148,515.89   80,726.38  
Corporate Stock — Common   FUJI TELEVISION JPY5000   13.00   196,481.16   52,472.15  
Corporate Stock — Common   FUJISAWA PHARMA CO Y50   5,000.00   109,424.15   115,214.41  
Corporate Stock — Common   FURUKAWA ELEC CO Y50   18,000.00   381,077.45   95,589.81  
Corporate Stock — Common   HIROSE ELECTRIC JPY50   5,000.00   248,179.18   340,683.66  
Corporate Stock — Common   HITACHI JPY50   9,000.00   65,615.68   65,924.00  
Corporate Stock — Common   HONDA MOTOR CO Y50   7,400.00   172,431.71   295,299.86  
Corporate Stock — Common   HOYA CORP JPY50   2,500.00   180,462.37   149,359.07  
Corporate Stock — Common   ITO-YOKADO CO Y50   1,000.00   72,475.36   45,170.15  
Corporate Stock — Common   KAO CORP JPY50   3,000.00   50,347.93   62,376.01  
Corporate Stock — Common   KOKUSAI SECURITIES JPY50   7,000.00   84,871.76   40,592.10  
Corporate Stock — Common   KONAMI CORP JPY50   3,700.00   180,458.46   109,819.93  
Corporate Stock — Common   KYOCERA CORP JPY50   1,000.00   118,814.48   65,237.30  
Corporate Stock — Common   LAWSON INC JPY50   4,900.00   179,080.97   140,202.96  
Corporate Stock — Common   MABUCHI MOTOR CO JPY50   2,900.00   243,850.57   238,974.52  
Corporate Stock — Common   MARUI CO JPY50   8,000.00   122,317.21   94,613.15  

Corporate Stock — Common   MATSUMOTOKIYOSHI C JPY50   6,100.00   287,587.40   215,496.72  
Corporate Stock — Common   MATSUSHITA COMM JPY50   600.00   71,623.30   16,252.10  
Corporate Stock — Common   MATSUSHITA ELC IND Y50   13,000.00   260,374.26   166,938.81  
Corporate Stock — Common   MINEBEA CO JPY50   34,000.00   362,568.35   183,152.75  
Corporate Stock — Common   MITSUBISHI EST CO Y50   33,000.00   356,298.69   241,469.56  
Corporate Stock — Common   MITSUBISHI HVY IND Y50   54,000.00   195,648.97   144,208.76  
Corporate Stock — Common   MITSUBISHI MOTORS JPY50   79,000.00   274,897.40   133,816.57  
Corporate Stock — Common   MITSUI FUDOSAN JPY50   37,000.00   386,014.28   282,313.44  
Corporate Stock — Common   MITSUI FUDOSAN JPY50   11,000.00   118,730.11   83,931.02  
Corporate Stock — Common   MITSUI SUMITOMO INSURANCE COMPANY   73,980.00   406,437.73   347,151.69  
Corporate Stock — Common   MIZUHO HLDGS JPY50000   44.00   378,623.78   89,638.33  
Corporate Stock — Common   MURATA MFG CO JPY50   5,000.00   160,050.41   299,862.66  
Corporate Stock — Common   MURATA MFG CO JPY50   1,400.00   168,931.92   83,961.54  
Corporate Stock — Common   MURATA MFG CO JPY50   1,900.00   145,281.78   113,947.81  
Corporate Stock — Common   NEC CORP Y50   60,000.00   992,818.34   612,086.07  
Corporate Stock — Common   NEC CORP Y50   5,000.00   70,853.34   51,007.17  
Corporate Stock — Common   NIKKO CORDIAL CORPORATION Y50   25,000.00   169,274.17   111,590.11  
Corporate Stock — Common   NIKON CORP JPY50   19,000.00   276,476.25   146,276.51  
Corporate Stock — Common   NINTENDO CO JPY50   3,700.00   420,428.92   647,909.35  
Corporate Stock — Common   NIPPON EXPRESS CO Y50   79,000.00   524,942.27   268,235.92  
Corporate Stock — Common   NIPPON TEL&TEL CP JPY50000   17.00   198,199.42   55,386.85  
Corporate Stock — Common   NIPPON TEL&TEL CP JPY50000   21.00   234,319.23   68,419.04  
Corporate Stock — Common   NISHIMATSU CONS CO Y50   21,900.00   179,900.42   64,834.43  
Corporate Stock — Common   NISSAN MOTOR CO Y50   75,000.00   362,011.64   397,718.60  
Corporate Stock — Common   NISSAN MOTOR CO Y50   47,000.00   302,028.74   249,236.99  
Corporate Stock — Common   NOMURA HOLDINGS INC Y50   14,000.00   289,449.10   179,459.79  
Corporate Stock — Common   NOMURA HOLDINGS INC Y50   17,000.00   324,918.32   217,915.46  
Corporate Stock — Common   NTT DOCOMO NPV   55.00   777,536.42   646,268.88  
Corporate Stock — Common   NTT DOCOMO NPV   16.00   289,533.05   188,005.49  
Corporate Stock — Common   PROMISE CO JPY50   3,000.00   222,035.66   162,292.08  
Corporate Stock — Common   RINNAI CORP Y50   13,600.00   226,607.32   218,953.15  
Corporate Stock — Common   ROHM CO JPY50   900.00   103,875.81   116,809.10  
Corporate Stock — Common   ROHM CO JPY50   3,000.00   267,659.55   389,363.65  
Corporate Stock — Common   SANKYO CO JPY50   3,000.00   68,798.94   51,388.68  
Corporate Stock — Common   SEKISUI HOUSE Y50   26,000.00   208,160.73   188,463.30  
Corporate Stock — Common   SEVEN ELEVEN NPV   2,000.00   147,536.33   72,943.69  
Corporate Stock — Common   SHIN-ETSU CHEM CO Y50   6,400.00   291,247.45   230,001.53  
Corporate Stock — Common   SHIN-ETSU CHEM CO Y50   5,000.00   207,670.61   179,688.69  
Corporate Stock — Common   SHIN-ETSU CHEM CO Y50   2,000.00   69,928.22   71,875.48  
Corporate Stock — Common   SHIONOGI & CO JPY50   28,000.00   499,736.11   478,559.44  
Corporate Stock — Common   SHISEIDO CO Y50   6,000.00   70,155.22   55,440.26  
Corporate Stock — Common   SHOHKOH FUND & CO JPY50   1,300.00   226,951.28   103,158.86  
Corporate Stock — Common   SONY CORP Y50   5,000.00   322,097.01   228,521.29  
Corporate Stock — Common   SONY CORP Y50   13,900.00   498,041.25   635,289.18  
Corporate Stock — Common   SUMITOMO BAKELITE JPY50   26,600.00   183,804.55   162,571.34  
Corporate Stock — Common   SUMITOMO CORP JPY50   10,000.00   97,484.66   45,856.86  
Corporate Stock — Common   SUMITOMO MITSUI BK JPY50   27,000.00   287,489.43   114,336.94  
Corporate Stock — Common   SUMITOMO MITSUI BK JPY50   15,000.00   189,886.80   63,520.52  
Corporate Stock — Common   SUMITOMO REAL&DEV Y50   8,000.00   36,207.33   36,624.45  
Corporate Stock — Common   SUZUKI MOTOR CORP JPY50   17,000.00   187,560.58   186,006.41  
Corporate Stock — Common   TAKEDA CHEMICAL IN Y50   6,000.00   265,930.55   271,478.71  
Corporate Stock — Common   TDK CORP JPY50   2,400.00   229,093.59   113,169.54  
Corporate Stock — Common   TOKYO ELEC POWER JPY500   4,300.00   100,287.04   91,538.23  
Corporate Stock — Common   TOKYO ELECTRON Y50   11,100.00   394,173.67   544,582.63  
Corporate Stock — Common   TOKYU CORP Y50   33,000.00   164,441.62   99,458.26  
Corporate Stock — Common   TORAY IND INC Y50   57,000.00   212,005.41   137,868.15  
Corporate Stock — Common   TOSHIBA CORP Y50   12,000.00   87,560.37   41,202.50  
Corporate Stock — Common   TOYOTA MOTOR CORP JPY50   1,300.00   30,913.88   32,931.48  
Corporate Stock — Common   UFJ HLDGS NPV   24.00   187,064.68   52,922.33  
Corporate Stock — Common   UFJ HLDGS NPV   9.00   65,305.16   19,845.87  
Corporate Stock — Common   USHIO INC JPY50   8,000.00   186,348.48   90,401.34  
Corporate Stock — Common   YAMAHA MOTOR CO JPY50   23,500.00   158,224.35   142,907.83  

Corporate Stock — Common   YAMANOUCHI PHARM JPY50   5,000.00   113,186.62   132,000.61  
Corporate Stock — Common   YAMANOUCHI PHARM JPY50   4,000.00   182,881.09   105,600.49  
Corporate Stock — Common   ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM   700.00   25,761.97   31,570.00  
Corporate Stock — Common   FOMENTO ECON MEXIC UNITS (REP 1'B'& 4'D'SHS)   25,890.00   101,001.42   87,594.24  
Corporate Stock — Common   ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS   14,000.00   230,828.43   272,720.00  
Corporate Stock — Common   ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS   3,000.00   46,084.20   58,440.00  
Corporate Stock — Common   ADR GRUPO IUSACELL S A DE C V NEW SPONSORED ADR REPSTG SER V SHS   3,000.00   45,756.99   11,910.00  
Corporate Stock — Common   ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L   3,110.00   90,821.75   108,912.20  
Corporate Stock — Common   ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L   619.00   17,722.73   21,677.38  
Corporate Stock — Common   ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L   16,100.00   401,746.21   563,822.00  
Corporate Stock — Common   GRUPO TELEVISA SA SPONS GDR   1,998.00   123,470.21   86,273.64  
Corporate Stock — Common   ABN-AMRO HLDGS NV EUR0.56   21,328.00   365,191.10   343,537.49  
Corporate Stock — Common   ABN-AMRO HLDGS NV EUR0.56   14,512.00   306,882.92   233,749.82  
Corporate Stock — Common   AEGON NV EUR0.12   35,555.00   884,739.94   962,409.07  
Corporate Stock — Common   AHOLD(KON)NV EUR0.25   2,700.00   76,470.39   78,565.39  
Corporate Stock — Common   AKZO NOBEL NV EUR2   440.00   10,106.06   19,647.58  
Corporate Stock — Common   AKZO NOBEL NV EUR2   3,750.00   129,085.67   167,450.96  
Corporate Stock — Common   ASML HLDG EUR0.02   8,110.00   158,413.04   140,956.82  
Corporate Stock — Common   BUHRMANN NV EUR1.20(POST CONS)   14,461.00   240,842.08   158,762.10  
Corporate Stock — Common   ELSEVIER NV EUR0.06   5,750.00   67,964.95   67,990.99  
Corporate Stock — Common   EQUANT NV NLG0.02   556.00   53,724.01   6,663.54  
Corporate Stock — Common   FORTIS EUR0.42   16,569.00   453,409.95   429,313.68  
Corporate Stock — Common   FORTIS EUR0.42   6,014.00   89,647.85   155,826.69  
Corporate Stock — Common   HAGEMEYER EUR1.2   7,000.00   200,922.96   130,888.89  
Corporate Stock — Common   HEINEKEN HOLDING 'A'EUR2   11,625.00   370,468.13   331,229.02  
Corporate Stock — Common   HEINEKEN NV EUR2   12,250.00   506,352.68   464,546.47  
Corporate Stock — Common   HUNTER DOUGLAS NV EUR0.24   7,872.00   234,767.60   211,188.20  
Corporate Stock — Common   ING GROEP NV CVA EUR0.24   16,916.00   384,437.22   431,376.15  
Corporate Stock — Common   ING GROEP NV CVA EUR0.24   5,628.00   154,118.72   143,520.04  
Corporate Stock — Common   KON KPN NV EUR0.24   13,500.00   64,342.57   68,636.53  
Corporate Stock — Common   PHILIPS ELEC(KON) EUR0.20   9,700.00   334,556.40   288,299.25  
Corporate Stock — Common   PHILIPS ELEC(KON) EUR0.20   12,131.00   366,691.93   360,552.39  
Corporate Stock — Common   ROYAL DUTCH PETROL NLG1.25 (BR)   3,492.00   143,835.87   176,917.97  
Corporate Stock — Common   ROYAL DUTCH PETROL NLG1.25 (BR)   6,200.00   309,001.35   314,115.52  
Corporate Stock — Common   STORK NV EUR5   13,832.00   287,915.46   111,706.31  
Corporate Stock — Common   VEDIOR CVA NLG0.05   17,258.00   212,863.64   206,987.20  
Corporate Stock — Common   VNU NV EUR0.20   3,500.00   177,126.65   107,547.04  
Corporate Stock — Common   VNU NV EUR0.20   9,740.00   506,239.75   299,288.04  
Corporate Stock — Common   WOLTERS KLUWER CVA EUR0.12   4,420.00   83,230.47   100,750.61  
Corporate Stock — Common   WOLTERS KLUWER CVA EUR0.12   8,900.00   193,513.04   202,868.87  
Corporate Stock — Common   ADR ASML HLDG ASML HLDG NV EUR0.02(NY REG)   24,100.00   84,439.02   410,905.00  
Corporate Stock — Common   ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000   2,900.00   96,693.28   84,419.00  
Corporate Stock — Common   ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000   9,500.00   254,315.36   276,545.00  
Corporate Stock — Common   ADR STMICROELECTRONICS N V SHS-N Y REGISTRY   400.00   8,865.30   12,668.00  
Corporate Stock — Common   ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR   300.00   14,857.56   14,706.00  
Corporate Stock — Common   TELECOM CORP OF NZ NPV   75,043.00   246,762.39   156,239.33  
Corporate Stock — Common   NORSK HYDRO AS NOK20   3,800.00   198,780.21   159,298.94  
Corporate Stock — Common   ORKLA ASA NOK6.25 ORD   5,260.00   73,660.26   89,139.62  
Corporate Stock — Common   STATOIL ASA NOK2.50   38,000.00   279,536.79   260,555.45  

Corporate Stock — Common   STATOIL ASA NOK2.50   2,570.00   19,134.51   17,621.78  
Corporate Stock — Common   STATOIL ASA NOK2.50   20,010.00   144,728.86   137,203.01  
Corporate Stock — Common   MANILA ELECTRIC CO 'B'PHP10   116,420.00   182,979.36   66,557.95  
Corporate Stock — Common   ELEC DE PORTUGAL EUR1(REGD)   94,660.00   227,507.54   205,656.18  
Corporate Stock — Common   JERONIMO MARTINS EUR5   2,944.00   51,133.54   24,247.39  
Corporate Stock — Common   PORTUGAL TCOM SGPS EUR1(REGD)   33,120.00   282,755.42   258,038.09  
Corporate Stock — Common   PORTUGAL TCOM SGPS EUR1(REGD)   8,377.00   67,358.87   65,265.25  
Corporate Stock — Common   PORTUGAL TCOM SGPS EUR1(REGD)   14,280.00   117,136.08   111,255.55  
Corporate Stock — Common   SAMSUNG ELECTRONIC KRW5000   2,796.00   681,915.26   593,897.22  
Corporate Stock — Common   SAMSUNG ELECTRONIC KRW5000   1,103.00   152,759.57   234,287.78  
Corporate Stock — Common   SHINHAN FINANCIAL KRW5000   5,700.00   64,388.11   76,159.12  
Corporate Stock — Common   SK TELECOM KRW500   300.00   52,544.02   61,210.51  
Corporate Stock — Common   ADR KOREA ELEC PWR CORP SPONSORED ADR ISIN #US5006311063   15,615.00   197,728.41   142,877.25  
Corporate Stock — Common   ADR KOREA TELECOM CORP SPONSORED ADR ISIN US50063P1030   2,605.00   80,676.83   52,959.65  
Corporate Stock — Common   ADR POHANG IRON & STL LTD SPONSORED ADR   8,056.00   178,235.69   185,288.00  
Corporate Stock — Common   ADR POHANG IRON & STL LTD SPONSORED ADR   1,762.00   45,905.07   40,526.00  
Corporate Stock — Common   GDR HYUNDAI MTR CO ISIN # US4491877076   2.00   20.32   19.90  
Corporate Stock — Common   SAMSUNG ELECTRONIC GDR-REP 1/2 SH KRW5000(REGS   1,678.00   255,604.50   194,144.60  
Corporate Stock — Common   SAMSUNG ELECTRONIC GDS(1/2 NON VTG SHS)RG   4,800.00   146,524.26   206,400.00  
Corporate Stock — Common   ADR OIL CO LUKOIL SPONSORED ADR   3,200.00   175,196.93   156,779.52  
Corporate Stock — Common   DBS GROUP HLDGS SGD1   60,000.00   440,756.60   448,415.92  
Corporate Stock — Common   O/SEAS CHINESE BK SGD1   18,000.00   101,720.06   107,229.89  
Corporate Stock — Common   SINGAPORE AIRLINES SGD0.5(1000 BOARD LOT)   15,000.00   140,705.52   89,358.25  
Corporate Stock — Common   SINGAPORE PRESS HD SGD1(POST REC LOT OF 1000)   2,000.00   22,620.45   23,612.24  
Corporate Stock — Common   SINGAPORE PRESS HD SGD1(POST REC LOT OF 1000)   13,000.00   220,923.35   153,479.56  
Corporate Stock — Common   SINGAPORE TECH ENG SGD0.10   134,000.00   134,837.03   170,538.86  
Corporate Stock — Common   SINGAPORE TELECOMM SGD0.15   686,640.00   710,409.93   654,474.09  
Corporate Stock — Common   UTD O/S BANK SGD1   19,000.00   129,422.47   130,679.66  
Corporate Stock — Common   UTD O/S BANK SGD1   27,008.00   179,577.21   185,757.70  
Corporate Stock — Common   CREATIVE TECH INC COM STK   16,200.00   197,631.67   132,840.00  
Corporate Stock — Common   DATACRAFT ASIA SGD0.10   596.00   3,866.02   1,299.28  
Corporate Stock — Common   DBS GROUP HLDGS LTD SPONSORED ADR 144A   64,000.00   335,712.00   335,712.00  
Corporate Stock — Common   FLEXTRONICS INTL LTD COM STK   2,200.00   76,341.98   52,778.00  
Corporate Stock — Common   ALTADIS SA EUR0.60 (REGD)   5,500.00   90,751.66   93,438.64  
Corporate Stock — Common   BBVA(BILB-VIZ-ARG) EUR0.49   14,959.00   169,689.04   185,141.08  
Corporate Stock — Common   BBVA(BILB-VIZ-ARG) EUR0.49   27,000.00   395,598.22   334,167.34  
Corporate Stock — Common   BCO SANT CENT HISP EUR0.50(REGD)   18,168.00   154,210.91   152,223.67  
Corporate Stock — Common   ENDESA SA EUR1.2   27,863.00   500,941.41   435,898.20  
Corporate Stock — Common   ENDESA SA EUR1.2   6,157.00   115,258.34   96,322.19  
Corporate Stock — Common   INDUSTRIA DE DISENO TEXTIL (INDITEX) ORDCOM STK   15,900.00   247,630.55   303,109.28  
Corporate Stock — Common   REPSOL YPF SA EUR1   2,916.00   47,674.47   42,529.17  
Corporate Stock — Common   TELEFONICA SA EUR1   14,391.00   134,780.42   192,590.74  
Corporate Stock — Common   TELEFONICA SA EUR1   14,043.00   209,242.52   187,933.55  
Corporate Stock — Common   ADR REPSOL YPF S A SPONSORED ADR   23,793.00   358,047.22   345,712.29  
Corporate Stock — Common   ADR TELEFONICA S A SPONSORED   1,854.00   145,654.57   74,308.32  
Corporate Stock — Common   ADR TELEFONICA S A SPONSORED   1,443.00   63,252.59   57,835.44  
Corporate Stock — Common   ASSA ABLOY SEK1 SER'B'   13,000.00   208,958.84   187,135.95  
Corporate Stock — Common   AUTOLIV INC USD1 SDR (SWEDISH DEP RECPT   10,969.00   285,201.43   219,595.41  
Corporate Stock — Common   ELECTROLUX AB SER'B'SEK5   4,270.00   69,447.69   63,705.83  
Corporate Stock — Common   ERICSSON(LM)TEL SEK1 SER'B'   27,160.00   399,222.67   147,584.77  
Corporate Stock — Common   ERICSSON(LM)TEL SEK1 SER'B'   36,200.00   562,657.37   196,707.25  
Corporate Stock — Common   FORENINGSSPARBK SEK20 SER'A'   17,600.00   250,775.78   218,118.73  
Corporate Stock — Common   HENNES & MAURITZ SEK0.25'B'   6,820.00   104,003.68   141,085.06  
Corporate Stock — Common   INVESTOR AB SEK6.25'B'   13,663.00   184,358.45   149,138.06  
Corporate Stock — Common   NORDEA ORD EUR0.39632   17,716.00   96,824.50   93,733.66  

Corporate Stock — Common   SANDVIK AB SEK6   1,270.00   27,063.79   27,180.47  
Corporate Stock — Common   SECURITAS SER'B'SEK1   19,938.00   392,676.90   378,243.61  
Corporate Stock — Common   ADR ERICSSON L.M TEL CO CL B SER 10 NEW   20,000.00   450,031.50   104,400.00  
Corporate Stock — Common   ADECCO SA CHF1(REGD)   5,930.00   294,047.89   322,350.55  
Corporate Stock — Common   BARRY CALLEBAUT AG CHF100(REGD)   1,524.00   278,025.73   157,655.17  
Corporate Stock — Common   CLARIANT CHF5(REGD)   12,740.00   337,262.94   239,798.22  
Corporate Stock — Common   CREDIT SUISSE GRP CHF3(REGD)   1,440.00   53,024.96   61,407.62  
Corporate Stock — Common   CREDIT SUISSE GRP CHF3(REGD)   10,563.00   453,086.61   450,450.47  
Corporate Stock — Common   GIVAUDAN AG CHF10   285.00   71,054.58   86,860.41  
Corporate Stock — Common   HOLCIM CHF10(BR)   2,381.00   253,783.82   513,415.45  
Corporate Stock — Common   NESTLE SA CHF1(REGD)   1,923.00   294,867.42   410,023.79  
Corporate Stock — Common   NESTLE SA CHF1(REGD)   2,150.00   349,596.79   458,424.94  
Corporate Stock — Common   NOVARTIS AG CHF0.50(REGD)   15,846.00   557,414.47   572,660.74  
Corporate Stock — Common   NOVARTIS AG CHF0.50(REGD)   6,600.00   218,121.18   238,518.30  
Corporate Stock — Common   RICHEMONT (CIE "A" CHF 1.0 (BR) EQUITY   21,578.00   364,530.40   400,952.45  
Corporate Stock — Common   ROCHE HLDGS AG GENUSSCHEINE NPV   1,900.00   127,551.88   135,612.11  
Corporate Stock — Common   ROCHE HLDGS AG GENUSSCHEINE NPV   2,875.00   228,668.47   205,202.53  
Corporate Stock — Common   ROCHE HLDGS AG GENUSSCHEINE NPV   3,400.00   224,845.86   242,674.30  
Corporate Stock — Common   SWISS REINSURANCE CHF0.1(REGD)   280.00   27,919.98   28,164.43  
Corporate Stock — Common   SWISS REINSURANCE CHF0.1(REGD)   7,571.00   722,642.96   761,546.15  
Corporate Stock — Common   SWISSCOM AG CHF17(REGD)   913.00   273,190.17   252,961.90  
Corporate Stock — Common   UBS AG CHF2.80(REGD)   3,300.00   156,242.53   166,565.28  
Corporate Stock — Common   UBS AG CHF2.80(REGD)   5,839.00   229,240.47   294,719.59  
Corporate Stock — Common   UBS AG CHF2.80(REGD)   5,830.00   238,246.41   294,265.32  
Corporate Stock — Common   ZURICH FIN SVS GRP CHF10   900.00   374,643.70   211,142.90  
Corporate Stock — Common   STMICROELECTRONICS EUR1.04   8,000.00   201,897.04   256,791.53  
Corporate Stock — Common   STMICROELECTRONICS EUR1.04   3,376.00   97,895.33   108,366.03  
Corporate Stock — Common   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   22,002.00   225,229.09   377,774.34  
Corporate Stock — Common   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   4,210.00   52,869.53   72,285.70  
Corporate Stock — Common   ASUSTEK COMPUTER GDR REP 1 ORD TWD10 REG'S'   52.00   338.65   236.60  
Corporate Stock — Common   GDR HON HAI PRECISION IND LTD GLOBAL DEPOS RCPT   10,612.00   106,081.32   106,120.00  
Corporate Stock — Common   ABBEY NATIONAL ORD GBP0.10   5,348.00   66,680.49   76,277.69  
Corporate Stock — Common   ALLIED DOMECQ ORD GBP0.25   58,600.00   359,763.70   347,327.17  
Corporate Stock — Common   ASTRAZENECA USD PAR .25   16,800.00   503,769.08   757,479.26  
Corporate Stock — Common   ASTRAZENECA USD PAR .25   7,827.00   269,018.59   352,904.18  
Corporate Stock — Common   AUTONOMY CORP ORD GBX0.333333   1,000.00   47,598.98   4,759.13  
Corporate Stock — Common   BAE SYSTEMS ORD GBP0.025   32,503.00   142,329.06   146,407.79  
Corporate Stock — Common   BAE SYSTEMS ORD GBP0.025   75,013.00   444,728.70   337,891.49  
Corporate Stock — Common   BARCLAYS PLC ORD GBP1   14,109.00   373,136.62   467,151.43  
Corporate Stock — Common   BARCLAYS PLC ORD GBP1   800.00   21,047.11   26,488.14  
Corporate Stock — Common   BG GROUP ORD GBP0.10   30,400.00   114,391.48   123,882.99  
Corporate Stock — Common   BG GROUP ORD GBP0.10   4,309.00   10,143.70   17,559.60  
Corporate Stock — Common   BOC GROUP ORD 25P   1,800.00   27,312.86   27,768.88  
Corporate Stock — Common   BOC GROUP ORD 25P   22,928.00   342,410.73   353,713.87  
Corporate Stock — Common   BP ORD USD0.25   24,520.00   165,324.98   190,564.40  
Corporate Stock — Common   BRAMBLES INDS (UK) ORD GBP0.05   19,110.00   93,196.15   94,562.65  
Corporate Stock — Common   BRAMBLES INDS (UK) ORD GBP0.05   26,600.00   223,433.55   131,625.67  
Corporate Stock — Common   BRITISH AIRWAYS ORD 25P   39,000.00   96,471.35   110,682.58  
Corporate Stock — Common   BUNZL ORD 25P   57,737.00   241,091.51   369,731.92  
Corporate Stock — Common   CABLE & WIRELESS ORD GBP0.25   14,024.00   164,057.51   67,456.44  
Corporate Stock — Common   CADBURY SCHWEPPES ORD GBP0.125   40,530.00   254,779.98   258,363.27  
Corporate Stock — Common   CADBURY SCHWEPPES ORD GBP0.125   19,931.00   109,043.06   127,052.51  
Corporate Stock — Common   CELLTECH GROUP ORD GBP0.50   5,787.00   104,060.45   73,611.38  
Corporate Stock — Common   CENTRICA ORD GBX5.555555   10,683.00   17,681.69   34,516.46  
Corporate Stock — Common   CENTRICA ORD GBX5.555555   35,000.00   133,009.38   113,083.98  
Corporate Stock — Common   COMPASS GROUP ORD GBP0.10   55,410.00   97,220.89   415,312.91  
Corporate Stock — Common   COMPASS GROUP ORD GBP0.10   18,000.00   0   134,914.86  
Corporate Stock — Common   D S SMITH PLC ORD GBP0.10   7,560.00   28,720.42   17,219.33  

Corporate Stock — Common   DIAGEO ORD GBX28.935185   32,622.00   319,485.80   372,700.77  
Corporate Stock — Common   DIAGEO ORD GBX28.935185   25,705.00   213,962.63   293,675.23  
Corporate Stock — Common   DIMENSION DATA HLD ORD USD0.01   3,500.00   27,216.17   4,227.91  
Corporate Stock — Common   ELECTROCOMPONENTS ORD GBP0.10   14,280.00   102,058.56   111,396.89  
Corporate Stock — Common   ENTERPRISE OIL ORD GBP0.25   40,928.00   324,798.85   277,578.93  
Corporate Stock — Common   FRIENDS PROVIDENT ORD GBP0.10   6,380.00   20,088.44   18,570.80  
Corporate Stock — Common   GKN PLC ORD GBP0.50   1,000.00   2,600.57   3,856.79  
Corporate Stock — Common   GKN PLC ORD GBP0.50   26,600.00   156,982.47   102,590.60  
Corporate Stock — Common   GLAXOSMITHKLINE ORD GBP0.25   40,438.00   829,107.79   1,014,039.79  
Corporate Stock — Common   GRANADA ORD GBP0.10   47,872.00   415,225.25   99,980.09  
Corporate Stock — Common   GRANADA ORD GBP0.10   62,845.00   369,960.53   131,251.03  
Corporate Stock — Common   HAYS ORD 1P   28,492.00   116,125.85   86,251.43  
Corporate Stock — Common   HBOS ORD GBP0.25   15,500.00   133,209.95   179,566.29  
Corporate Stock — Common   HILTON GRP ORD 10P   7,770.00   24,505.20   23,860.72  
Corporate Stock — Common   KINGFISHER ORD GBP0.1375   15,509.00   102,294.04   90,512.43  
Corporate Stock — Common   LATTICE GROUP ORD GBP0.10   14,109.00   26,095.90   32,033.24  
Corporate Stock — Common   LLOYDS TSB GROUP ORD GBP0.25   34,269.00   373,638.40   372,066.28  
Corporate Stock — Common   MARKS & SPENCER ORD 25P   29,500.00   112,659.40   154,992.00  
Corporate Stock — Common   MORGAN CRUCIBLE CO ORD GBP0.25   84,389.00   364,479.90   235,812.66  
Corporate Stock — Common   NATIONAL GRID GRP ORD GBX11.764705   19,000.00   173,598.77   118,352.50  
Corporate Stock — Common   PEARSON ORD 25P   19,400.00   351,606.48   223,335.76  
Corporate Stock — Common   PRUDENTIAL PLC 5P   29,000.00   433,813.05   335,962.74  
Corporate Stock — Common   RECKITT BENCKISER ORD GBP0.105263   3,000.00   36,689.69   43,661.77  
Corporate Stock — Common   REED INTERNATIONAL ORD GBP0.125   65,164.00   500,378.23   540,583.32  
Corporate Stock — Common   REUTERS GROUP ORD GBP0.25   29,040.00   329,732.86   287,399.21  
Corporate Stock — Common   REXAM ORD GBX64.285714   73,899.00   271,222.97   403,051.23  
Corporate Stock — Common   RIO TINTO PLC ORD 10P(REGD)   16,953.00   267,946.69   324,700.16  
Corporate Stock — Common   RIO TINTO PLC ORD 10P(REGD)   14,417.00   230,322.28   276,128.25  
Corporate Stock — Common   ROYAL BK SCOTLAND ORD GBP0.25   28,900.00   602,696.63   703,257.17  
Corporate Stock — Common   ROYAL BK SCOTLAND ORD GBP0.25   22,559.00   280,925.52   548,954.27  
Corporate Stock — Common   ROYAL&SUN ALLIANCE ORD GBP0.275   72,866.00   545,312.81   418,626.90  
Corporate Stock — Common   SAINSBURY J ORD GBP0.25   15,000.00   89,123.52   79,901.03  
Corporate Stock — Common   SCOT & SOUTHERN EN ORD GBP0.50   26,944.00   243,909.80   239,205.94  
Corporate Stock — Common   SHELL TRNSPT&TRDG ORD GBP0.25(REGD)   63,045.00   426,540.75   433,084.56  
Corporate Stock — Common   SHELL TRNSPT&TRDG ORD GBP0.25(REGD)   33,600.00   279,448.54   230,813.56  
Corporate Stock — Common   SHIRE PHARMA GROUP ORD GBP0.05   14,800.00   221,655.38   185,242.32  
Corporate Stock — Common   SMITHS GROUP ORD GBP0.25   33,856.00   641,888.03   333,583.35  

Corporate Stock — Common   STANDARD CHARTERED ORD USD0.50   6,600.00   88,276.74   78,765.83
Corporate Stock — Common   TATE & LYLE ORD GBP0.25   30,500.00   217,058.38   153,143.65
Corporate Stock — Common   TESCO ORD 5P   35,600.00   90,378.95   129,011.79
Corporate Stock — Common   TOMKINS ORD GBP0.05   33,562.00   125,289.50   103,553.25
Corporate Stock — Common   UNILEVER PLC ORD GBP0.014   17,625.00   159,741.50   144,673.26
Corporate Stock — Common   UNILEVER PLC ORD GBP0.014   44,604.00   294,016.94   366,128.02
Corporate Stock — Common   UNILEVER PLC ORD GBP0.014   47,000.00   376,505.01   385,795.37
Corporate Stock — Common   UTD BUSINESS MEDIA ORD GBP0.25   4,079.00   43,481.26   28,495.42
Corporate Stock — Common   VODAFONE GROUP PLC ORD USD0.10   230,210.00   712,639.79   602,244.91
Corporate Stock — Common   VODAFONE GROUP PLC ORD USD0.10   784,989.00   498,056.73   2,053,584.24
Corporate Stock — Common   WOLSELEY ORD 25P   29,637.00   226,098.73   248,017.39
Corporate Stock — Common   WOOLWORTHS GROUP ORD GBP0.125   14,640.00   7,343.00   10,120.80
Corporate Stock — Common   WPP GROUP ORD 10P   32,490.00   431,418.62   359,371.27
Corporate Stock — Common   ASTRAZENECA ORD USD0.25   23,070.00   612,857.18   1,057,863.43
Corporate Stock — Common   ASTRAZENECA SPON ADR REP 1 ORD USD0.25   2,200.00   80,519.67   102,520.00
Corporate Stock — Common   ##ELAN ENERGY INC RT EXP 03-31-2003 DO NOT USE SEE SEC #2348609   646.00   5,953.53   85.92
Corporate Stock — Common   ##PACIFICARE HLTH SYS CL A COM STK DO NOT USE SEE 2-695837   575.00   9,948.70   9,200.00
Corporate Stock — Common   ##RESH IN MOTION LTD EURO COM STK ISINCA7609751028 SEE SEC #2758322   600.00   14,129.90   14,232.00
Corporate Stock — Common   #REORG ALLIED RISER COMM CORP STK MERGERTO COGENT COMM GRP 2185678 2/4/02   800.00   16,631.76   135.20
Corporate Stock — Common   #REORG ANCHOR GAMING STK MERGER TO INTL GAME TECH 2422575 EFF 12/31/01   50.00   2,650.95   3,515.00
Corporate Stock — Common   #REORG AVIRON STK MERGER TO MEDIMMUNE INC 2584673 EFF 1/16/02   100.00   2,964.95   4,973.00
Corporate Stock — Common   #REORG AVIRON STK MERGER TO MEDIMMUNE INC 2584673 EFF 1/16/02   13,310.00   455,650.35   661,906.30
Corporate Stock — Common   #REORG AVIRON STK MERGER TO MEDIMMUNE INC 2584673 EFF 1/16/02   8,290.00   352,817.78   412,261.70
Corporate Stock — Common   #REORG BLIMPIE INTL INC CASH MERGER EFF 1/23/02   5,000.00   10,520.33   13,850.00
Corporate Stock — Common   #REORG CROSSWORLDS SOFTWARE CASH MERGER EFF 01/11/02   500.00   2,899.75   2,330.00
Corporate Stock — Common   #REORG DATA RETURN CORP STK MERGER TO DIVINE INC CL A 2279634 EFF 1/9/02   1,100.00   27,322.40   1,595.00
Corporate Stock — Common   #REORG E.MEDSOFT.COM N/C TO MED DIVERSIFIED INC 2546730 EFF 1/9/02   39,200.00   246,943.54   49,784.00
Corporate Stock — Common   #REORG FORTUNE FINL SYS INC N/C FORTUNE FINL SYS OF NEVADA INC 4-12-99 2332445   1,700.00   5,219.09   0.17
Corporate Stock — Common   #REORG FRANCO NV MNG LTD STK MERGER TO NEWMONT MNG CORP 2652996 EFF 2/15/02   100.00   1,970.67   1,480.00
Corporate Stock — Common   #REORG GENESIS MICRCHP PLN OF REORG & STOF INC CHG GENESIS MICROCHIP DEL 2346758   1,700.00   46,170.29   112,404.00
Corporate Stock — Common   #REORG GENTNER COMMUNICATIONS N/C TO CLEARONE COMM INC 2167135 1/2/02   300.00   5,632.00   5,004.00
Corporate Stock — Common   #REORG GENTNER COMMUNICATIONS N/C TO CLEARONE COMM INC 2167135 1/2/02   5,300.00   108,458.52   88,404.00
Corporate Stock — Common   #REORG IC GLOBAL COMM HLDGS LTD CL A N/CIC GLBL COMM (HLDGS) LTD 2409003 12/5/01   2.00   0   4.00
Corporate Stock — Common   #REORG ICO GLOBAL COMM HLDGS LTD N/C ICOGLBL COMM (HLDGS) LTD 2409060 12/5/01   14.00   0   1.82
Corporate Stock — Common   #REORG IMAGINON INC REV SPLT TO IMAGINONINC 2414257 EFF 1/24/02   1,500.00   7,991.69   96.00
Corporate Stock — Common   #REORG INGERSOLL RAND RECLASSIFICATION TO CL A COM 2409115 EFF 1/2/02   4,200.00   107,483.53   175,602.00
Corporate Stock — Common   #REORG MEAD CORP CASH & STK MERGER TO MEADWESTVACO CORP 2546665 EFF 1/29/02   2,500.00   59,237.13   77,225.00
Corporate Stock — Common   #REORG MPS GROUP INC NAME CHANGE TO MPS GROUP INC 2519596 EFF 12/31/01   7,900.00   41,213.51   56,406.00
Corporate Stock — Common   #REORG NIAGARA MOHAWK HOLDINGS STK MRGR TO NATL GRID CO ADR 2606603 1/31/02   4,000.00   60,355.56   70,920.00

Corporate Stock — Common   #REORG ORION PWR HLDG CASH MERGER EFF 2/19/02   263.00   7,301.85   6,864.30
Corporate Stock — Common   #REORG PUB SVC CO N.M NAME CHANGE TO PNMRES 2693878 EFF 12/31/01   14,000.00   296,747.64   397,320.00
Corporate Stock — Common   #REORG QUANTUM CORP COM EXCH QUANTUM CORP DSSG COM @1 CORP ACT 8-3-99 2753014   421.00   4,947.03   4,146.85
Corporate Stock — Common   #REORG STAPLES INC COM N/C STAPLES INC (RETAIL & DELIVERY) #2844553 EFF N/A   3,300.00   62,919.92   61,710.00
Corporate Stock — Common   #REORG TELECORP PCS INC CL A STK MRGR AT&T WIRELESS SVCS INC 2000538 2/15/02   23,900.00   259,244.97   298,033.00
Corporate Stock — Common   #REORG ULTRAMAR-DIAMOND SHAMROCK CASH MERGER EFF 12/31/01   150.00   7,326.15   7,422.00
Corporate Stock — Common   #REORG USX-MARATHON GROUP NAME CHANGE TOMARATHON OIL CORP 2528128 EFF 12/31/01   419.48   11,440.56   12,584.28
Corporate Stock — Common   #REORG USX-MARATHON GROUP NAME CHANGE TOMARATHON OIL CORP 2528128 EFF 12/31/01   35,400.00   880,211.58   1,062,000.00
Corporate Stock — Common   #REORG USX-MARATHON GROUP NAME CHANGE TOMARATHON OIL CORP 2528128 EFF 12/31/01   7,800.00   187,725.97   234,000.00
Corporate Stock — Common   #REORG USX-US STL GROUP PLAN OF REORG TOUS STL CORP 2882310 EFF 12/31/01   2,300.00   69,343.37   41,653.00
Corporate Stock — Common   #REORG UTD SHIPPING & TECH N/C TO VELOCITY EXPRESS CORP 2887938 1/14/02   1,000.00   1,059.95   3,400.00
Corporate Stock — Common   #REORG VENTRO CORP N/C TO NEXPRISE INC 2653681 EFF 1/15/02   1,550.00   24,747.98   604.50
Corporate Stock — Common   #REORG VITEL CORP N/C TO FORGENT NETWORKS INC 2326937 EFF 1/16/02   560.00   2,713.57   2,408.00
Corporate Stock — Common   #REORG WA GROUP INTL INC DESP SEC EFF 2/6/02   1,000.00   10,629.95   12.00
Corporate Stock — Common   #REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK SEE SEC# 2279467 EFF N/A   7,225.58   172,930.31   149,713.93
Corporate Stock — Common   #REORG WESTAVCO CORP STK MERGER TO MEADWESTVACO CORP 2546665 EFF 1/29/02   20,890.00   635,856.85   594,320.50
Corporate Stock — Common   #REORG WESTAVCO CORP STK MERGER TO MEADWESTVACO CORP 2546665 EFF 1/29/02   2,550.00   63,497.02   72,547.50
Corporate Stock — Common   1 800 FLOWERS COM INC CL A COM STK   1,000.00   12,388.54   15,600.00
Corporate Stock — Common   1/10 BERKSHIRE HATHAWAY INC DEL CL A COMSTK   50.00   328,925.92   378,000.00
Corporate Stock — Common   1ST AMERN CORP CAL COM COM   17,000.00   396,522.78   318,580.00
Corporate Stock — Common   1ST AMERN CORP CAL COM COM   205.78   2,608.79   3,856.22
Corporate Stock — Common   1ST HLTH GROUP CORP COM   30,900.00   449,890.79   764,466.00
Corporate Stock — Common   1ST HLTH GROUP CORP COM   77.00   2,023.48   1,904.98
Corporate Stock — Common   1ST HLTH GROUP CORP COM   8,390.00   215,802.48   207,568.60
Corporate Stock — Common   1ST HORIZON PHARMACEUTICAL CORP COM   5,100.00   126,584.72   149,889.00
Corporate Stock — Common   1ST MED GROUP INC COM   67.00   676.26   1.68
Corporate Stock — Common   1ST MONTAUK FINL CORP COM   1,000.00   2,497.40   440.00
Corporate Stock — Common   1ST TENN NATL CORP COM   9,800.00   326,155.28   355,348.00
Corporate Stock — Common   1ST TENN NATL CORP COM   127.00   4,647.67   4,605.02
Corporate Stock — Common   2U ONLINE COM INC COM STK   100.00   82.95   3.50
Corporate Stock — Common   360NETWORKS INC SUB VTG SHS COM STK   4,376.00   11,589.65   393.84
Corporate Stock — Common   3COM CORP COMMON STOCK   70,600.00   345,507.01   450,428.00
Corporate Stock — Common   3COM CORP COMMON STOCK   3,209.00   30,761.83   20,473.42
Corporate Stock — Common   3DFX INTERACTIVE INC COM   315.00   2,754.39   152.78
Corporate Stock — Common   3DSHOPPING COM   22,000.00   116,722.69   66.00
Corporate Stock — Common   4 KIDS ENTMT INC COM   500.00   9,799.95   10,015.00
Corporate Stock — Common   5TH 3RD BANCORP COM   13,300.00   782,868.42   815,689.00
Corporate Stock — Common   5TH 3RD BANCORP COM   14,511.00   467,173.03   889,959.63
Corporate Stock — Common   724 SOLUTIONS INC COM   100.00   13,038.38   246.00
Corporate Stock — Common   9278 COMMUNICATIONS INC COM   175.00   719.01   35.88
Corporate Stock — Common   99 CENTS ONLY STORES COM   11,250.00   290,087.95   428,625.00
Corporate Stock — Common   A D A M INC COM   1,375.00   19,978.75   4,125.00
Corporate Stock — Common   A.C.L.N LTD COM STK   4,155.00   79,831.43   38,516.85

Corporate Stock — Common   AAR CORP COM   8,700.00   140,545.02   78,387.00
Corporate Stock — Common   AARO BROADBAND WIRELESS COMMUNICATIONS INC COM   4,000.00   989.95   160.00
Corporate Stock — Common   ABACAN RES CORP NEW COM   2,000.00   6,054.40   0.60
Corporate Stock — Common   ABBOTT LAB COM   365.00   19,293.29   20,348.75
Corporate Stock — Common   ABBOTT LAB COM   24,000.00   1,264,571.13   1,338,000.00
Corporate Stock — Common   ABBOTT LAB COM   2,000.00   103,981.40   111,500.00
Corporate Stock — Common   ABBOTT LAB COM   39,100.00   770,042.01   2,179,825.00
Corporate Stock — Common   ABGENIX INC COM   15,500.00   524,420.59   521,420.00
Corporate Stock — Common   ABGENIX INC COM   290.00   10,654.75   9,755.60
Corporate Stock — Common   ABIOMED INC COM   767.00   11,711.81   12,133.94
Corporate Stock — Common   ABITIBI-CONS INC COM   1,375.00   11,405.90   10,065.00
Corporate Stock — Common   ABRAXAS PETE CORP COM   2,000.00   10,159.96   2,640.00
Corporate Stock — Common   ACACIA RESH CORP COM   1,650.00   21,600.95   18,265.50
Corporate Stock — Common   ACCELERATED NETWORKS INC COM ISIN US0042P1075   850.00   3,716.71   340.00
Corporate Stock — Common   ACCLAIM ENTMT INC COM PAR $0.02   34,700.00   135,605.35   183,910.00
Corporate Stock — Common   ACCLAIM ENTMT INC COM PAR $0.02   90.00   349.82   477.00
Corporate Stock — Common   ACE CASH EXPRESS INC COM   100.00   929.95   940.00
Corporate Stock — Common   ACE LTD ORD STK USD0.0416   75.00   2,942.50   3,011.25
Corporate Stock — Common   ACLARA BIOSCIENCES INC COM   100.00   4,244.06   507.00
Corporate Stock — Common   ACTIVE PWR INC COM   300.00   5,906.93   2,040.00
Corporate Stock — Common   ACTIVISION INC NEW COM NEW   235.00   5,827.43   6,112.35
Corporate Stock — Common   ACTIVISION INC NEW COM NEW   22,800.00   530,873.78   593,028.00
Corporate Stock — Common   ACTV INC COM   2,000.00   10,950.55   3,740.00
Corporate Stock — Common   ACXIOM CORP COM   18,400.00   216,980.16   321,448.00
Corporate Stock — Common   ADAIR INTL OIL & GAS INC COM   5,400.00   3,800.45   307.80
Corporate Stock — Common   ADAPTEC INC COM   600.00   11,211.48   8,700.00
Corporate Stock — Common   ADAPTEC INC COM   52,500.00   557,043.63   761,250.00
Corporate Stock — Common   ADC TELECOMMUNICATIONS INC COM   19,900.00   328,478.28   91,540.00
Corporate Stock — Common   ADC TELECOMMUNICATIONS INC COM   16,365.00   124,368.31   75,279.00
Corporate Stock — Common   ADELPHIA COMMUNICATIONS CORP CL A   8,550.00   229,784.04   266,589.00
Corporate Stock — Common   ADOBE SYS INC COM   6,000.00   86,059.86   186,300.00
Corporate Stock — Common   ADOBE SYS INC COM   1,246.83   44,755.40   38,714.10
Corporate Stock — Common   ADR ACTIVCARD S A SPONSORED   100.00   1,114.95   939.00
Corporate Stock — Common   ADR AEON CO LTD   10.00   2,485.00   2,256.00
Corporate Stock — Common   ADR AKZO NOBEL N V SPONSORED ADR   15,000.00   671,725.46   672,750.00
Corporate Stock — Common   ADR ALCATEL ALSTHOM SPONSORED ADR ISIN #US0139043055   200.00   7,635.46   3,310.00
Corporate Stock — Common   ADR ALLIANZ AKTIENGESELLSCHAFT SPONSOREDADR REPSTG 1/10 SH   55.00   2,039.38   1,298.00
Corporate Stock — Common   ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS   150.00   3,571.92   2,922.00
Corporate Stock — Common   ADR ANGLO AMER PLATINUM CORP   25.00   1,029.95   906.25
Corporate Stock — Common   ADR ANGLO AMERN PLC ADR   125.00   2,117.45   1,888.75
Corporate Stock — Common   ADR ANGLOGOLD LTD SPONSORED ADR   300.00   4,793.95   5,418.00
Corporate Stock — Common   ADR ARM HLDS PLC SPONSORED ISIN US0420681068   2,050.00   38,742.96   31,959.50
Corporate Stock — Common   ADR ASIA PULP & PAPER LTD SPONSORED ADR   24,400.00   25,386.21   1,952.00
Corporate Stock — Common   ADR AVENTIS S A SPONSORED ADR   200.00   6,804.49   14,200.00
Corporate Stock — Common   ADR AXA SA SPONSORED ADR   552.00   14,889.49   11,603.04
Corporate Stock — Common   ADR BANCA QUADRUM S A SPONSORED ADR   3,000.00   11,011.17   3.00
Corporate Stock — Common   ADR BANCO SANTANDER CENT HISPANO S A   3,148.00   20,706.38   26,128.40
Corporate Stock — Common   ADR BANCO WIESE SPONSORED ADR ISIN #US0596511099   200.00   1,484.70   20.00
Corporate Stock — Common   ADR BAYER A G SPONSORED ADR   38.00   1,266.00   1,189.40
Corporate Stock — Common   ADR BIOTECH HOLDRS TR DEPOS RCPTS   1,500.00   193,256.45   198,000.00
Corporate Stock — Common   ADR BOOKHAM TECH PLC SPONSORED   50.00   3,193.21   122.50
Corporate Stock — Common   ADR BP P L C FORMERLY BP AMOCO P L C TO 05/ SPONSORED ADR BP PLC   750.00   34,787.39   34,882.50
Corporate Stock — Common   ADR BRILLIANCE CHINA AUTOMOTIVE HLDGS LTD SPONSORED ADR   200.00   3,081.95   3,750.00
Corporate Stock — Common   ADR BROKAT TECHNOLOGIES AG SPONSORED ADR   109.00   4,289.81   0.11
Corporate Stock — Common   ADR BUENOS AIRES EMBOTELLADORA S A   2,000.00   26,867.53   40.00

Corporate Stock — Common   ADR BUSINESS OBJECTS S A SPONSORED ADR   8,820.00   304,821.10   298,116.00
Corporate Stock — Common   ADR C P POKPHAND LTD SPONSORED ADR ISIN #US1259181022   3,845.00   19,792.79   1,230.40
Corporate Stock — Common   ADR CABLE & WIRELESS PUB LTD CO SPONSORED ADR   850.00   16,599.66   12,588.50
Corporate Stock — Common   ADR CHINA EASTN AIRLS LTD SPONSORED ADR REPSTG CL H   250.00   7,037.09   2,982.50
Corporate Stock — Common   ADR CHINA MOBILE HONG KONG LTD SPONSOREDADR   300.00   8,891.73   5,244.00
Corporate Stock — Common   ADR CHINA SOUTHN AIRLS LTD 50 SHS CL H ISIN US1694091091   1,100.00   18,475.38   15,730.00
Corporate Stock — Common   ADR CHINA UNICOM LTD SPONSORED ADR   100.00   2,129.95   1,117.00
Corporate Stock — Common   ADR DAI EI INC ADR   2,762.00   13,064.26   3,038.20
Corporate Stock — Common   ADR DANSKE BK A/S ADR   195.00   3,395.41   3,051.75
Corporate Stock — Common   ADR DEUTSCHE TELEKOM AG ISIN # US2515661054   100.00   1,493.95   1,690.00
Corporate Stock — Common   ADR DIAGEO PLC SPONSORED ADR NEW   200.00   7,073.77   9,254.00
Corporate Stock — Common   ADR DUCATI MTR HLDGS SPA SPONSORED ADR REPSTG 10 SHS   100.00   3,052.43   1,575.00
Corporate Stock — Common   ADR DURBAN ROODERPORT DEEP LTD   1,075.00   1,721.00   1,483.50
Corporate Stock — Common   ADR E ON AG SPONSORED ADR   266.00   13,100.41   13,701.66
Corporate Stock — Common   ADR ELAN PLC ADR REPSTG SHS   1,895.00   82,366.51   85,388.70
Corporate Stock — Common   ADR EMBRAER-EMPRESA BRASILEIRA DE AERONAUTICA S A SPONSR ADR REPSTG PFDSHS   533.00   22,401.28   11,795.29
Corporate Stock — Common   ADR ENI S P A SPONSORED ADR   30.00   1,666.70   1,858.80
Corporate Stock — Common   ADR ERICSSON L.M TEL CO CL B SER 10 NEW   16,865.00   139,684.16   88,035.30
Corporate Stock — Common   ADR ESPIRITO SANTO FINL HLDG S A ISIN #US29665F2002   750.00   13,983.68   13,132.50
Corporate Stock — Common   ADR FIAT S P A SPONSORED ADR REPSTG ORD NEW   554.00   12,993.55   8,947.10
Corporate Stock — Common   ADR FIAT S P A SPONSORED ADR REPSTG ORD NEW   26,100.00   414,006.09   421,515.00
Corporate Stock — Common   ADR FLETCHER CHALLENGE FORESTS LTD   850.00   3,911.82   756.50
Corporate Stock — Common   ADR FLETCHER CHALLENGE FORESTS LTD   1,700.00   1,768.00   1,513.00
Corporate Stock — Common   ADR FRANCE TELECOM   100.00   9,984.71   3,999.00
Corporate Stock — Common   ADR GENSET SA   16.00   1,105.95   42.72
Corporate Stock — Common   ADR GRUPO IMSA SA   1,300.00   10,927.40   12,246.00
Corporate Stock — Common   ADR HARMONY GOLD MNG LTD   1,200.00   6,433.93   7,812.00
Corporate Stock — Common   ADR HITACHI LTD A.D.R. FOR 10 COM   149.00   15,370.98   10,905.31
Corporate Stock — Common   ADR HONG KONG & CHINA GAS LTD   4,392.00   6,501.60   5,094.72
Corporate Stock — Common   ADR HUANENG PWR INTL INC SPONSORED ADR SER N SHS   185.00   4,288.50   4,458.50
Corporate Stock — Common   ADR HUTCHISON WHAMPOA LTD FOR ORD HK   100.00   3,929.95   4,825.00
Corporate Stock — Common   ADR IMPALA PLATINUM HLDG LTD FOR ORD RAND   85.00   4,450.32   3,867.50
Corporate Stock — Common   ADR INDPT ENERGY HLDGS PLC SPONSORED ADR   2,000.00   16,310.37   8.00
Corporate Stock — Common   ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037   700.00   11,117.95   14,210.00
Corporate Stock — Common   ADR ING GROEP N V SPONSORED ADR   408.00   13,278.25   10,383.60
Corporate Stock — Common   ADR INSIGNIA SOLUTIONS PLC SPONSORED   349,430.00   1,476,466.58   524,145.00
Corporate Stock — Common   ADR INTERNET ARCHITECTURE HOLDRS TR DEPOS RCPT   200.00   9,336.67   7,670.00
Corporate Stock — Common   ADR INTERNET HOLDRS TR DEPOS RCPT-INTERNET HOLDRS   1,100.00   122,931.06   38,027.00
Corporate Stock — Common   ADR ISPAT INTL N V CL A — NY REGISTRY SH   500.00   3,623.70   875.00
Corporate Stock — Common   ADR KLM ROYAL DUTCH AIRLS COM N Y REG NEW   53,429.00   1,247,633.70   591,993.32
Corporate Stock — Common   ADR KLM ROYAL DUTCH AIRLS COM N Y REG NEW   201.00   8,844.83   2,227.08
Corporate Stock — Common   ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000   2,797.00   82,909.71   81,420.67
Corporate Stock — Common   ADR KOOKMIN BK NEW SPONSORED ADR KOOKMINBK ADRS   70.00   2,669.60   2,723.00

Corporate Stock — Common   ADR LEGEND HLDGS LTD SPONSORED ADR   1,300.00   23,491.92   13,325.00
Corporate Stock — Common   ADR LONDON PAC GROUP LTD SPONSORED   680.00   14,194.86   2,692.80
Corporate Stock — Common   ADR LUXOTTICA GROUP S P A SPONSORED ADR   225.00   3,552.40   3,708.00
Corporate Stock — Common   ADR MATSUSHITA ELEC INDL LTD ADR   722.00   12,979.85   9,097.20
Corporate Stock — Common   ADR MATSUSHITA ELEC INDL LTD ADR   23,000.00   334,848.40   289,800.00
Corporate Stock — Common   ADR MITSUI & CO LTD ADR ISIN #US6068272029   108.00   12,871.95   10,724.40
Corporate Stock — Common   ADR NESTLE S A SPONSORED ADR REPSTG REG SH   130.00   5,130.55   6,922.50
Corporate Stock — Common   ADR NINTENDO LTD   85.00   1,967.25   1,827.50
Corporate Stock — Common   ADR NISSAN MTR LTD SPONSORED   265.00   3,724.71   2,877.90
Corporate Stock — Common   ADR NOKIA CORP SPONSORED ADR   95,100.00   2,698,260.61   2,332,803.00
Corporate Stock — Common   ADR NOKIA CORP SPONSORED ADR   29,220.00   886,299.93   716,766.60
Corporate Stock — Common   ADR NOVA-NORDISK AS   60.00   2,741.12   2,406.00
Corporate Stock — Common   ADR NOVARTIS AG SPONSORED ADR ISIN #US66987V1098   100.00   3,969.51   3,650.00
Corporate Stock — Common   ADR P T TRI POLYTA INDONESIA SPONSORED ADR   9,800.00   19,892.88   98.00
Corporate Stock — Common   ADR PAC CENTY CYBERWORKS LTD SPONSORED ADR   10,215.00   36,417.40   27,580.50
Corporate Stock — Common   ADR PETRO GEO SERVICES   69,700.00   674,879.92   554,812.00
Corporate Stock — Common   ADR PETRO GEO SERVICES   1,500.00   24,848.62   11,940.00
Corporate Stock — Common   ADR PT TELEKOMUNIKASI INDONESIA SPONSORED   1,656.00   8,399.84   9,604.80
Corporate Stock — Common   ADR RIO TINTO PLC   35.00   2,650.15   2,740.50
Corporate Stock — Common   ADR RIO TINTO PLC   19,000.00   1,065,929.40   1,487,700.00
Corporate Stock — Common   ADR RWE AKTIENGESELLSCHAF   40.00   1,675.00   1,510.00
Corporate Stock — Common   ADR RYANAIR HLDGS PLC   10.00   334.95   320.50
Corporate Stock — Common   ADR SEMICONDUCTOR HOLDRS TR DEPOS RCPT   600.00   34,894.16   25,110.00
Corporate Stock — Common   ADR SERONO S A SPONSORED ADR ISIN# US81752M1018   24,700.00   571,554.20   548,093.00
Corporate Stock — Common   ADR SILVERLINE TECHNOLOGIES LTD SPONSORED ADR   35.00   434.71   88.90
Corporate Stock — Common   ADR SK TELECOM LTD SPONSORED   116.00   2,516.09   2,507.92
Corporate Stock — Common   ADR SMARTFORCE PUB LTD CO SPONSORED ADRISIN 83170A2069 SEDOL 2254463   15,600.00   408,238.23   386,100.00
Corporate Stock — Common   ADR SMARTFORCE PUB LTD CO SPONSORED ADRISIN 83170A2069 SEDOL 2254463   1,322.00   43,504.08   32,719.50
Corporate Stock — Common   ADR SMARTFORCE PUB LTD CO SPONSORED ADRISIN 83170A2069 SEDOL 2254463   26,810.00   810,180.61   663,547.50
Corporate Stock — Common   ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM   167.00   20,119.53   7,531.70
Corporate Stock — Common   ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM   17,000.00   797,518.43   766,700.00
Corporate Stock — Common   ADR STMICROELECTRONICS N V SHS-N Y REGISTRY   540.00   15,000.49   17,101.80
Corporate Stock — Common   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   41,900.00   581,869.17   719,423.00
Corporate Stock — Common   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   1,973.00   32,750.55   33,876.41
Corporate Stock — Common   ADR TELEFONICA DEL PERU S A SPONSORED ADR NEW REPSTG CL B SHS   16,819.00   83,784.05   48,606.91
Corporate Stock — Common   ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L   150.00   5,809.86   5,253.00
Corporate Stock — Common   ADR TERRA NETWORKS S A SPONSORED ADR   291.00   14,574.39   2,290.17
Corporate Stock — Common   ADR TEVA PHARMACEUTICAL INDS LTD ADR ISIN #US8816242098   60.00   3,796.52   3,697.80
Corporate Stock — Common   ADR THOMSON MULTIMEDIA SPONSORED ADR   100.00   3,015.95   3,006.00
Corporate Stock — Common   ADR TOTAL FINA ELF S A SPONSORED ADR   212.00   15,651.31   14,890.88
Corporate Stock — Common   ADR TPG N V SPONSORED ADR   201.00   7,027.13   4,301.40
Corporate Stock — Common   ADR TREND MICRO INC SPONSORED ADR NEW   1,029.00   100,308.14   23,668.03
Corporate Stock — Common   ADR UNILEVER N V NY SHS NEW   9,500.00   408,343.05   547,295.00
Corporate Stock — Common   ADR UNILEVER N V NY SHS NEW   145.00   8,364.75   8,353.45
Corporate Stock — Common   ADR UNILEVER N V NY SHS NEW   14,357.00   509,969.36   827,106.77
Corporate Stock — Common   ADR VIVENDI UNVL SPONSORED ADR NEW   30.00   2,145.30   1,613.70

Corporate Stock — Common   ADR VODAFONE GROUP PLC NEW SPONSORED ADR   10,600.00   469,863.48   272,208.00
Corporate Stock — Common   ADR VODAFONE GROUP PLC NEW SPONSORED ADR   1,470.00   55,093.12   37,749.60
Corporate Stock — Common   ADR VODAFONE GROUP PLC NEW SPONSORED ADR   106,200.00   4,448,170.65   2,727,216.00
Corporate Stock — Common   ADR WAL-MART DE MEX S A DE C V SPONSOREDADR REPSTG SER V SHS   111.00   2,002.07   2,980.35
Corporate Stock — Common   ADR WAVECOM S A SPONSORED ADR ISIN #US9435311033   50.00   1,788.12   1,862.50
Corporate Stock — Common   ADVANCED COMMUNICATIONS TECHNOLOGIES INCCOM   1,000.00   1,279.95   190.00
Corporate Stock — Common   ADVANCED DEPOSITION TECHNOLOGIES INC COM   300.00   1,506.39   2.40
Corporate Stock — Common   ADVANCED DIGITAL INFORMATION CORP COM   1,200.00   25,946.27   19,248.00
Corporate Stock — Common   ADVANCED ENGINE TECHNOLOGIES INC COM   100.00   1,342.45   31.00
Corporate Stock — Common   ADVANCED FIBRE COMMUNICATIONS INC COM   3,054.00   65,601.14   53,964.18
Corporate Stock — Common   ADVANCED FIBRE COMMUNICATIONS INC COM   18,800.00   393,410.00   332,196.00
Corporate Stock — Common   ADVANCED MICRO DEVICES INC COM   8,600.00   126,834.92   136,396.00
Corporate Stock — Common   ADVANCED MICRO DEVICES INC COM   4,315.00   68,201.29   68,435.90
Corporate Stock — Common   ADVANCED TISSUE SCIENCES INC COM   7,000.00   52,322.36   30,520.00
Corporate Stock — Common   ADVANCED VIRAL RESH CORP COM   8,000.00   2,033.73   2,120.00
Corporate Stock — Common   ADVANCEPCS CL A COM   246.00   6,813.35   7,220.10
Corporate Stock — Common   ADVANCEPCS CL A COM   10,500.00   281,862.07   308,175.00
Corporate Stock — Common   ADVENT SOFTWARE INC COM STK   8,170.00   380,249.89   408,091.50
Corporate Stock — Common   ADVENT SOFTWARE INC COM STK   3,930.00   166,344.67   196,303.50
Corporate Stock — Common   ADVO INC COM   9,500.00   302,139.95   408,500.00
Corporate Stock — Common   AES CORP COM   400.00   9,560.00   6,540.00
Corporate Stock — Common   AES CORP COM   13,400.00   381,908.43   219,090.00
Corporate Stock — Common   AETHER SYSTEMS INC COM   100.00   1,139.95   920.00
Corporate Stock — Common   AETNA INC   3,649.00   104,786.01   120,380.51
Corporate Stock — Common   AETNA INC   8,600.00   271,747.10   283,714.00
Corporate Stock — Common   AFFILIATED COMPUTER SVCS INC CL A COM   6,600.00   344,809.81   700,458.00
Corporate Stock — Common   AFFILIATED COMPUTER SVCS INC CL A COM   1,730.00   145,652.93   183,604.90
Corporate Stock — Common   AFFILIATED COMPUTER SVCS INC CL A COM   8,000.00   640,761.51   849,040.00
Corporate Stock — Common   AFFILIATED COMPUTER SVCS INC CL A COM   20.00   2,026.13   2,122.60
Corporate Stock — Common   AFFILIATED COMPUTER SVCS INC CL A COM   8,850.00   352,064.13   939,250.50
Corporate Stock — Common   AFFILIATED MANAGERS GROUP INC COM STK   8,600.00   521,508.52   606,128.00
Corporate Stock — Common   AFFILIATED MANAGERS GROUP INC COM STK   5,000.00   326,042.33   352,400.00
Corporate Stock — Common   AFFYMETRIX INC OC-CAP STK   4,000.00   134,392.00   151,000.00
Corporate Stock — Common   AFFYMETRIX INC OC-CAP STK   9,560.00   302,289.11   360,890.00
Corporate Stock — Common   AFFYMETRIX INC OC-CAP STK   13,590.00   457,657.26   513,022.50
Corporate Stock — Common   AFLAC INC COM   13,200.00   341,013.16   324,192.00
Corporate Stock — Common   AFLAC INC COM   955.19   23,872.67   23,459.37
Corporate Stock — Common   AFLAC INC COM   3,400.00   105,056.94   83,504.00
Corporate Stock — Common   AGCO CORP COM   55,500.00   806,995.40   875,790.00
Corporate Stock — Common   AGERE SYS INC CL A   576.00   3,341.95   3,277.44
Corporate Stock — Common   AGILE SOFTWARE CORP DEL COM   100.00   6,467.45   1,722.00
Corporate Stock — Common   AGILENT TECHNOLOGIES INC COM   11,602.00   333,738.18   330,773.02
Corporate Stock — Common   AGILENT TECHNOLOGIES INC COM   2,861.00   178,168.66   81,567.11
Corporate Stock — Common   AGILENT TECHNOLOGIES INC COM   24,200.00   721,774.68   689,942.00
Corporate Stock — Common   AGL RES INC COM   243.13   5,143.81   5,596.83
Corporate Stock — Common   AGNICO EAGLE MINES LTD COM   2,700.00   20,843.09   26,649.00
Corporate Stock — Common   AHT CORP COM   2,400.00   8,468.82   7.20
Corporate Stock — Common   AIR CDA INC CL A NON VTG CL A NON VTG COM STK ISIN# CA0089113074   1,540.00   10,088.08   3,480.40
Corporate Stock — Common   AIR PROD & CHEM INC COM   20,200.00   757,874.84   947,582.00
Corporate Stock — Common   AIR PROD & CHEM INC COM   5,700.00   140,479.34   267,387.00
Corporate Stock — Common   AIR PROD & CHEM INC COM   19,500.00   519,839.46   914,745.00
Corporate Stock — Common   AIR PROD & CHEM INC COM   5,220.00   223,048.03   244,870.20
Corporate Stock — Common   AIR PROD & CHEM INC COM   5,100.00   242,755.92   239,241.00
Corporate Stock — Common   AIRBORNE INC COM   1,700.00   28,349.15   25,211.00
Corporate Stock — Common   AIRBORNE INC COM   17,100.00   188,955.00   253,593.00
Corporate Stock — Common   AIRGAS INC COM   9,500.00   128,786.30   143,640.00
Corporate Stock — Common   AIRNET COMMUNICATIONS CORP COM   1,600.00   19,883.91   672.16

Corporate Stock — Common   AIRTECH INTL GROUP INC COM NEW   81,200.00   6,883.43   8,932.00
Corporate Stock — Common   AIRTRAN HLDGS INC COM   3,200.00   16,438.64   21,120.00
Corporate Stock — Common   AK AIR GROUP INC COM   450.00   14,089.01   13,095.00
Corporate Stock — Common   AK AIR GROUP INC COM   5,900.00   141,515.04   171,690.00
Corporate Stock — Common   AKAMAI TECHNOLOGIES INC COM STK   500.00   28,514.63   2,970.00
Corporate Stock — Common   AKORN INC COM   300.00   3,475.40   1,200.00
Corporate Stock — Common   AKSYS LTD COM   24,712.00   182,495.99   114,910.80
Corporate Stock — Common   ALADDIN KNOWLEDGE SYS COM   100.00   1,021.21   317.00
Corporate Stock — Common   ALAMOSA HLDGS INC COM   44,200.00   658,407.03   527,306.00
Corporate Stock — Common   ALAMOSA HLDGS INC COM   23,100.00   411,257.77   275,583.00
Corporate Stock — Common   ALANCO TECHNOLOGIES INC COM   143.00   3,215.00   102.96
Corporate Stock — Common   ALBEMARLE CORP COM   5,700.00   112,318.50   136,800.00
Corporate Stock — Common   ALBERTO-CULVER CO CL B COM   1,400.00   23,269.76   62,636.00
Corporate Stock — Common   ALBERTSON S INC COM   10,274.00   248,032.24   323,528.26
Corporate Stock — Common   ALBERTSON S INC COM   140.98   4,459.59   4,439.43
Corporate Stock — Common   ALBERTSON S INC COM   11,500.00   378,575.40   362,135.00
Corporate Stock — Common   ALCAN INC   8,050.00   221,870.98   289,236.50
Corporate Stock — Common   ALCOA INC COM STK   21,416.00   337,727.35   761,338.80
Corporate Stock — Common   ALCOA INC COM STK   43,400.00   1,606,354.80   1,542,870.00
Corporate Stock — Common   ALCOA INC COM STK   138.78   5,058.52   4,933.56
Corporate Stock — Common   ALCOA INC COM STK   5,000.00   199,666.50   177,750.00
Corporate Stock — Common   ALCOA INC COM STK   29,100.00   328,646.91   1,034,505.00
Corporate Stock — Common   ALDILA INC   1,200.00   6,935.39   1,260.00
Corporate Stock — Common   ALIGN TECH INC COM   1,235.00   10,220.10   5,557.50
Corporate Stock — Common   ALKERMES INC COM   18,400.00   431,525.20   485,024.00
Corporate Stock — Common   ALLEGHENY ENERGY INC COM   3,200.00   136,152.00   115,904.00
Corporate Stock — Common   ALLEGHENY ENERGY INC COM   500.00   17,314.95   18,110.00
Corporate Stock — Common   ALLEGIANCE TELECOM INC COM   650.00   13,528.65   5,388.50
Corporate Stock — Common   ALLEGY TECHNOLOGIES INC COM   2,006.00   60,831.19   33,600.50
Corporate Stock — Common   ALLENERGY INC COM   3.00   0   2.10
Corporate Stock — Common   ALLERGAN INC COM   3,300.00   48,854.40   247,665.00
Corporate Stock — Common   ALLERGAN INC COM   4.01   352.11   301.25
Corporate Stock — Common   ALLETE INC   107.68   2,267.98   2,713.56
Corporate Stock — Common   ALLIANCE DATA SYS CORP COM   21,610.00   268,788.96   413,831.50
Corporate Stock — Common   ALLIANCE GAMING CORP NEW   60.00   992.70   1,763.40
Corporate Stock — Common   ALLIANCE PHARMACEUTICAL CORP COM NEW   1,820.00   73,703.06   6,188.00
Corporate Stock — Common   ALLIANCE PHARMACEUTICAL CORP COM NEW   160.00   4,842.96   544.00
Corporate Stock — Common   ALLIANCE RES PARTNERS L P UNIT LTD PARTNER INT COM STCK   200.00   4,811.95   5,420.00
Corporate Stock — Common   ALLIANT TECHSYSTEMS INC COM   6,150.00   316,823.00   474,780.00
Corporate Stock — Common   ALLIED CAP CORP NEW COM   4,000.00   103,636.00   104,000.00
Corporate Stock — Common   ALLIED WASTE INDS INC COM PAR $0.01 NEW   5,000.00   86,611.30   70,300.00
Corporate Stock — Common   ALLOY INC COM STK   5,200.00   66,941.00   111,956.00
Corporate Stock — Common   ALLOY INC COM STK   27,200.00   496,831.19   585,616.00
Corporate Stock — Common   ALLSTATE CORP COM   17,928.00   333,754.62   604,173.60
Corporate Stock — Common   ALLSTATE CORP COM   769.95   22,474.60   25,947.28
Corporate Stock — Common   ALLTEL CORP COM ISIN #US0200391037   53.10   2,960.18   3,277.99
Corporate Stock — Common   ALLTEL CORP COM ISIN #US0200391037   10,700.00   654,906.34   660,511.00
Corporate Stock — Common   ALLTEL CORP COM ISIN #US0200391037   7,800.00   329,853.23   481,494.00
Corporate Stock — Common   ALPHA BETA TECH INC COM   4,000.00   25,520.30   4.40
Corporate Stock — Common   ALPHA INDS INC COM   20,700.00   464,292.08   451,260.00
Corporate Stock — Common   ALTA GOLD CO COM   2,000.00   7,880.00   1.60
Corporate Stock — Common   ALTAIR INTL GOLD INC COM   6,200.00   20,178.72   8,680.00
Corporate Stock — Common   ALTERA CORP COM   3,560.00   126,797.18   75,543.20
Corporate Stock — Common   ALTERA CORP COM   9,150.00   200,334.31   194,163.00
Corporate Stock — Common   ALTERA CORP COM   25,900.00   581,697.27   549,598.00
Corporate Stock — Common   ALTERA CORP COM   9,700.00   404,134.32   205,834.00
Corporate Stock — Common   AMAZON COM INC COM   30,710.00   286,163.15   332,282.20
Corporate Stock — Common   AMAZON COM INC COM   6,196.00   116,240.49   67,040.72
Corporate Stock — Common   AMBAC FNCL GROUP COM STK   2,700.00   151,255.19   156,222.00
Corporate Stock — Common   AMCOL INTL CORP COM   500.00   6,015.00   3,600.00
Corporate Stock — Common   AMDOCS ORD GBP0.01   50.00   3,520.73   1,698.50
Corporate Stock — Common   AMER ELEC PWR CO INC COM   15,000.00   517,939.10   652,950.00
Corporate Stock — Common   AMER ELEC PWR CO INC COM   945.00   41,311.33   41,135.85
Corporate Stock — Common   AMER ELEC PWR CO INC COM   8,140.00   306,653.04   354,334.20

Corporate Stock — Common   AMER ELEC PWR CO INC COM   20,100.00   907,452.99   874,953.00
Corporate Stock — Common   AMER EXPRESS CO COM   1,310.34   50,841.06   46,766.00
Corporate Stock — Common   AMER EXPRESS CO COM   11,500.00   436,489.77   410,435.00
Corporate Stock — Common   AMER EXPRESS CO COM   21,900.00   684,504.62   781,611.00
Corporate Stock — Common   AMER EXPRESS CO COM   33,600.00   490,008.79   1,199,184.00
Corporate Stock — Common   AMER FINL GROUP INC OH COM STK   8,300.00   215,678.39   203,765.00
Corporate Stock — Common   AMER FINL GROUP INC OH COM STK   3,200.00   121,189.00   78,560.00
Corporate Stock — Common   AMER GREETINGS CORP CL A COM   1,600.00   38,783.12   22,048.00
Corporate Stock — Common   AMER GREETINGS CORP CL A COM   18,200.00   254,345.00   250,796.00
Corporate Stock — Common   AMER GREETINGS CORP CL A COM   107.72   1,834.86   1,484.35
Corporate Stock — Common   AMER HOME PROD CORP COM   36,900.00   1,952,378.50   2,264,184.00
Corporate Stock — Common   AMER HOME PROD CORP COM   153.25   7,611.87   9,403.42
Corporate Stock — Common   AMER HOME PROD CORP COM   33,300.00   817,118.75   2,043,288.00
Corporate Stock — Common   AMER INTL GROUP INC COM   7,300.00   572,904.46   579,620.00
Corporate Stock — Common   AMER INTL GROUP INC COM   14,400.00   1,157,445.42   1,143,360.00
Corporate Stock — Common   AMER INTL GROUP INC COM   17,000.00   1,397,728.94   1,349,800.00
Corporate Stock — Common   AMER INTL GROUP INC COM   1,315.40   89,317.47   104,442.68
Corporate Stock — Common   AMER INTL GROUP INC COM   65,797.00   1,550,151.23   5,224,281.80
Corporate Stock — Common   AMER W HLDGS CORP CL B   6,090.00   33,291.01   21,315.00
Corporate Stock — Common   AMER WILD WOODLAND GINSENG CORP   140,500.00   281,353.61   0
Corporate Stock — Common   AMER WTR WK CO INC COM   351.98   11,923.24   14,695.00
Corporate Stock — Common   AMERADA HESS CORP COM   16,500.00   795,701.68   1,031,250.00
Corporate Stock — Common   AMERADA HESS CORP COM   200.00   12,387.00   12,500.00
Corporate Stock — Common   AMERADA HESS CORP COM   2,200.00   102,737.71   137,500.00
Corporate Stock — Common   AMEREN CORP COM   15,000.00   583,578.70   634,500.00
Corporate Stock — Common   AMEREN CORP COM   3,500.00   133,057.29   148,050.00
Corporate Stock — Common   AMERICAN TOWER CORP CL A   300.00   7,088.98   2,841.00
Corporate Stock — Common   AMERICREDIT CORP COM   5,000.00   130,294.85   157,750.00
Corporate Stock — Common   AMERIPATH INC COM   300.00   8,659.95   9,678.00
Corporate Stock — Common   AMERISOURCEBERGEN CORP COM   9,592.00   248,917.19   609,571.60
Corporate Stock — Common   AMERISOURCEBERGEN CORP COM   705.00   31,765.20   44,802.75
Corporate Stock — Common   AMERISOURCEBERGEN CORP COM   16,600.00   956,098.60   1,054,930.00
Corporate Stock — Common   AMERISOURCEBERGEN CORP COM   2,600.00   163,241.00   165,230.00
Corporate Stock — Common   AMERISOURCEBERGEN CORP COM   4,060.00   224,109.43   258,013.00
Corporate Stock — Common   AMERITRADE HLDG CORP CL A   900.00   19,240.18   5,328.00
Corporate Stock — Common   AMERN AXLE & MFG HOLDINGS INC   6,800.00   108,446.94   145,384.00
Corporate Stock — Common   AMERN AXLE & MFG HOLDINGS INC   14,400.00   272,777.92   307,872.00
Corporate Stock — Common   AMERN AXLE & MFG HOLDINGS INC   230.00   4,375.95   4,917.40
Corporate Stock — Common   AMERN CAP STRATEGIES LTD COM   6,300.00   155,326.12   178,605.00
Corporate Stock — Common   AMERN COMMUNICATIONS ENTERPRISES INC COM   250,000.00   33,737.00   3,750.00
Corporate Stock — Common   AMERN DIVERSIFIED GROUP INC COM   10,000.00   4,063.87   180.00
Corporate Stock — Common   AMERN EAGLE OUTFITTERS INC NEW COM   16,370.00   426,570.97   428,402.90
Corporate Stock — Common   AMERN EAGLE OUTFITTERS INC NEW COM   165.00   5,207.61   4,318.05
Corporate Stock — Common   AMERN EAGLE OUTFITTERS INC NEW COM   19,300.00   460,227.57   505,081.00
Corporate Stock — Common   AMERN EAGLE OUTFITTERS INC NEW COM   11,770.00   301,524.99   308,020.90
Corporate Stock — Common   AMERN FINL HLDGS INC COM STK   1,500.00   37,170.45   38,115.00
Corporate Stock — Common   AMERN HEALTHWAYS INC   130.00   3,518.65   4,152.20
Corporate Stock — Common   AMERN HOME MTG HLDGS INC COM STK   2,400.00   36,105.90   29,040.00
Corporate Stock — Common   AMERN MED ALERT CORP COM   80.00   238.40   229.60
Corporate Stock — Common   AMERN MED SYS HLDGS INC COM STK   1,900.00   32,444.50   39,311.00
Corporate Stock — Common   AMERN MULTIPLEXER CORP COM   20,750.00   45,470.36   5,187.50
Corporate Stock — Common   AMERN NORTEL COMMUNICATIONS INC COM   1,000.00   1,904.95   1.00
Corporate Stock — Common   AMERN PHARMACEUTICALS PARTNERS INC COM   13,900.00   266,875.92   289,120.00
Corporate Stock — Common   AMERN PWR CONVERSION CORP COM   4,900.00   175,782.99   70,854.00
Corporate Stock — Common   AMERN PWR CONVERSION CORP COM   250.00   3,513.96   3,615.00
Corporate Stock — Common   AMERN STD COS INC DEL COM   20,200.00   1,281,629.54   1,378,246.00
Corporate Stock — Common   AMERN STD COS INC DEL COM   11,350.00   495,069.33   774,410.50
Corporate Stock — Common   AMERN SUPERCONDUCTOR CORP   1,400.00   25,971.10   17,164.00
Corporate Stock — Common   AMERUS GROUP CO COM   1,600.00   27,835.84   57,344.00
Corporate Stock — Common   AMF BOWLING INC COM STK   186.00   461.38   10.23
Corporate Stock — Common   AMGEN INC COM   26,300.00   376,847.34   1,484,372.00
Corporate Stock — Common   AMGEN INC COM   16,200.00   858,561.58   914,328.00
Corporate Stock — Common   AMGEN INC COM   13,000.00   751,718.30   733,720.00
Corporate Stock — Common   AMGEN INC COM   8,063.00   482,961.41   455,075.72

Corporate Stock — Common   AMN HEALTHCARE SVCS INC COM   4,000.00   104,038.12   109,600.00
Corporate Stock — Common   AMPEX CORP DEL CL A   2,800.00   11,114.95   392.00
Corporate Stock — Common   AMPHENOL CORP NEW CL A   200.00   10,117.75   9,610.00
Corporate Stock — Common   AMR CORP COM   3,900.00   73,327.58   86,463.00
Corporate Stock — Common   AMR CORP COM   5,036.00   105,275.50   111,648.12
Corporate Stock — Common   AMSOUTH BANCORPORATION COM   9,200.00   250,520.75   173,880.00
Corporate Stock — Common   AMTECH SYS INC COM PAR $0.01 NEW   500.00   3,944.95   3,580.00
Corporate Stock — Common   AMTRAN INC COM   500.00   9,711.73   7,475.00
Corporate Stock — Common   AMYLIN PHARMACEUTICALS INC   94,100.00   454,559.10   860,074.00
Corporate Stock — Common   ANADARKO PETRO CORP COM   6,308.00   264,778.75   358,609.80
Corporate Stock — Common   ANADARKO PETRO CORP COM   814.25   46,109.01   46,290.17
Corporate Stock — Common   ANADIGICS INC COM   150.00   10,274.50   2,287.50
Corporate Stock — Common   ANALOG DEVICES INC COM   9,100.00   284,633.34   403,949.00
Corporate Stock — Common   ANALOG DEVICES INC COM   5,200.00   249,264.07   230,828.00
Corporate Stock — Common   ANALOG DEVICES INC COM   500.00   24,018.87   22,195.00
Corporate Stock — Common   ANALYSTS INTL CORP COM   400.00   1,953.95   1,652.00
Corporate Stock — Common   ANATOLIA MINERALS DEV LTD COM   5,000.00   1,848.10   1,900.00
Corporate Stock — Common   ANC RENT CORP COM   9,641.00   22,423.77   771.28
Corporate Stock — Common   ANDREA ELECTRS CORP COM   200.00   355.83   170.00
Corporate Stock — Common   ANDREW CORP COM   12,050.00   377,277.42   263,774.50
Corporate Stock — Common   ANDREW CORP COM   2,050.00   27,187.71   44,874.50
Corporate Stock — Common   ANDRX GROUP COM   8,000.00   453,446.10   563,280.00
Corporate Stock — Common   ANDRX GROUP COM   75.00   4,109.58   5,280.75
Corporate Stock — Common   ANDRX GROUP COM   3,440.00   191,585.50   242,210.40
Corporate Stock — Common   ANHEUSER BUSCH COS INC COM   6,500.00   276,886.69   293,865.00
Corporate Stock — Common   ANHEUSER BUSCH COS INC COM   658.18   28,178.41   29,756.36
Corporate Stock — Common   ANHEUSER BUSCH COS INC COM   22,300.00   358,978.15   1,008,183.00
Corporate Stock — Common   ANNALY MTG MGMT INC COM   14,200.00   195,296.56   227,200.00
Corporate Stock — Common   ANNTAYLOR STORES CORP COM   50.00   1,680.10   1,750.00
Corporate Stock — Common   ANSYS INC COM   9,100.00   223,017.02   224,315.00
Corporate Stock — Common   ANSYS INC COM   3,000.00   62,218.90   73,950.00
Corporate Stock — Common   ANTHEM INC COM   5,430.00   200,485.00   268,785.00
Corporate Stock — Common   ANTHRACITE CAP INC COM   1,672.70   14,418.21   18,383.01
Corporate Stock — Common   ANTS SOFTWARE INC   45.00   1,671.41   81.00
Corporate Stock — Common   AOL TIME WARNER INC COM   50,700.00   2,203,023.08   1,627,470.00
Corporate Stock — Common   AOL TIME WARNER INC COM   43,650.00   1,660,573.78   1,401,165.00
Corporate Stock — Common   AOL TIME WARNER INC COM   49,538.00   2,310,630.19   1,590,169.80
Corporate Stock — Common   AOL TIME WARNER INC COM   111,550.00   3,757,342.20   3,580,755.00
Corporate Stock — Common   AOL TIME WARNER INC COM   3,400.00   159,038.21   109,140.00
Corporate Stock — Common   AOL TIME WARNER INC COM   42,300.00   2,390,314.61   1,357,830.00
Corporate Stock — Common   AON CORP COM   6,800.00   181,970.15   241,536.00
Corporate Stock — Common   APA OPTICS INC COM   200.00   9,377.42   622.00
Corporate Stock — Common   APACHE CORP COM   904.07   45,993.56   45,095.06
Corporate Stock — Common   APACHE CORP COM   3,410.00   116,749.71   170,090.80
Corporate Stock — Common   APEX MTG CAP INC COM   200.00   2,169.95   2,250.00
Corporate Stock — Common   APEX SILVER MINE LTD COM STK   2,000.00   20,193.10   20,000.00
Corporate Stock — Common   APOGEE ENTERPRISES INC COM   128.77   1,610.09   2,037.16
Corporate Stock — Common   APOGEE ENTERPRISES INC COM   3,500.00   38,300.50   55,370.00
Corporate Stock — Common   APOLLO GROUP INC CL A   4,580.00   152,843.36   206,145.80
Corporate Stock — Common   APOLLO GROUP INC UNIV PHOENIX ONLINE COM   10,660.00   321,185.06   347,409.40
Corporate Stock — Common   APOLLO GROUP INC UNIV PHOENIX ONLINE COM   5,130.00   129,251.68   167,186.70
Corporate Stock — Common   APOLLO GROUP INC UNIV PHOENIX ONLINE COM   400.00   14,648.15   13,036.00
Corporate Stock — Common   APPLE COMPUTER INC COM   8,800.00   178,305.21   192,720.00
Corporate Stock — Common   APPLE COMPUTER INC COM   7,303.00   191,808.54   159,935.70
Corporate Stock — Common   APPLEBEES INTL INC COM   3,350.00   104,649.96   114,570.00
Corporate Stock — Common   APPLEBEES INTL INC COM   251.15   7,001.58   8,589.40
Corporate Stock — Common   APPLERA CORP — APPLIED BIOSYSTEMS GROUP   16,300.00   620,602.76   640,101.00
Corporate Stock — Common   APPLERA CORP — APPLIED BIOSYSTEMS GROUP   350.00   10,194.78   13,744.50
Corporate Stock — Common   APPLERA CORP — APPLIED BIOSYSTEMS GROUP   5,300.00   74,690.02   208,131.00
Corporate Stock — Common   APPLERA CORP COM CELERA GENOMICS GROUP   14,300.00   477,782.94   381,667.00
Corporate Stock — Common   APPLERA CORP COM CELERA GENOMICS GROUP   1,684.00   107,805.87   44,945.96
Corporate Stock — Common   APPLIED DIGITAL SOLUTIONS INC COM   1,000.00   5,134.97   430.00

Corporate Stock — Common   APPLIED FILMS CORP COM   162.00   4,627.51   5,062.50
Corporate Stock — Common   APPLIED MAGNETICS CORP COM   232,800.00   109,961.68   2,095.20
Corporate Stock — Common   APPLIED MATERIALS INC COM   20,600.00   375,165.24   826,060.00
Corporate Stock — Common   APPLIED MATERIALS INC COM   8,700.00   353,950.59   348,870.00
Corporate Stock — Common   APPLIED MATERIALS INC COM   10,600.00   376,975.05   425,060.00
Corporate Stock — Common   APPLIED MATERIALS INC COM   13,328.00   626,147.89   534,452.80
Corporate Stock — Common   APPLIED MICRO CIRCUITS CORP CDT-COM   4,580.00   58,788.50   51,845.60
Corporate Stock — Common   APPLIED MICRO CIRCUITS CORP CDT-COM   7,500.00   543,475.61   84,900.00
Corporate Stock — Common   APPLIEDTHEORY CORP COM   20,000.00   6,547.57   3,200.00
Corporate Stock — Common   APPONLINE COM INC COM   500.00   2,029.95   0.55
Corporate Stock — Common   APTARGROUP INC COM   2,700.00   77,251.59   94,581.00
Corporate Stock — Common   AR BEST CORP DEL COM   4,200.00   117,252.88   121,044.00
Corporate Stock — Common   ARAMARK CORP CL B   300.00   6,900.00   8,070.00
Corporate Stock — Common   ARBITRON INC COM   15,200.00   452,552.52   519,080.00
Corporate Stock — Common   ARBITRON INC COM   10.00   239.31   341.50
Corporate Stock — Common   ARBITRON INC COM   3,900.00   109,520.58   133,185.00
Corporate Stock — Common   ARC WIRELESS SOLUTIONS INC COM   11,000.00   10,548.63   1,947.00
Corporate Stock — Common   ARCH COAL INC COM   9,900.00   204,205.46   224,730.00
Corporate Stock — Common   ARCH COAL INC COM   24,200.00   443,531.16   549,340.00
Corporate Stock — Common   ARCH WIRELESS INC COM   3,225.00   6,803.10   43.54
Corporate Stock — Common   ARCHER-DANIELS-MIDLAND CO COM   68,250.00   1,094,258.06   979,387.50
Corporate Stock — Common   ARCHER-DANIELS-MIDLAND CO COM   3,089.34   40,482.55   44,332.00
Corporate Stock — Common   ARCHER-DANIELS-MIDLAND CO COM   16,643.00   182,185.25   238,827.05
Corporate Stock — Common   ARENA PHARMACEUTICALS INC COM ISIN US0400471027   100.00   2,504.95   1,203.00
Corporate Stock — Common   ARGOSY GAMING CO COM   7,500.00   197,457.00   243,900.00
Corporate Stock — Common   ARIAD PHARMACEUTICALS INC COM   4,300.00   56,270.71   22,919.00
Corporate Stock — Common   ARIBA INC COM   67,300.00   367,010.62   414,568.00
Corporate Stock — Common   ARIBA INC COM   20,195.00   119,383.84   124,401.20
Corporate Stock — Common   ARIEL CORP COM   1,000.00   9,084.19   0.10
Corporate Stock — Common   ARMOR HLDGS INC COM   9,800.00   215,600.00   264,502.00
Corporate Stock — Common   ARRAY BIOPHARMA INC COM   4,055.00   34,684.75   60,257.30
Corporate Stock — Common   ARRHYTHMIA RESH TECH INC COM PAR $0.01 NEW   700.00   2,129.95   1,750.00
Corporate Stock — Common   ARRIS GROUP INC COM   30,020.00   326,595.24   292,995.20
Corporate Stock — Common   ARROW ELECTR INC COM   275.00   8,128.40   8,222.50
Corporate Stock — Common   ART TECH GROUP INC OC-COM ISIN US04289L107   17,400.00   64,206.00   60,552.00
Corporate Stock — Common   ASANTE TECHNOLOGIES INC COM   2,000.00   11,076.49   540.00
Corporate Stock — Common   ASCENDANT SOLUTIONS INC COM   100.00   1,774.50   14.50
Corporate Stock — Common   ASCENT ASSURN INC COM   37.00   0   22.20
Corporate Stock — Common   ASCENT ASSURN INC WT EXP 03-24-2004   197.00   0   2.17
Corporate Stock — Common   ASCENTIAL SOFTWARE CORP COM   6,852.00   46,397.03   27,750.60
Corporate Stock — Common   ASHLAND INC COM   300.00   10,362.46   13,824.00
Corporate Stock — Common   ASHLAND INC COM   1,700.00   58,573.41   78,336.00
Corporate Stock — Common   ASHTON TECH GROUP INC COM   5,000.00   26,103.17   1,000.00
Corporate Stock — Common   ASIA GLOBAL CROSSING   1,000.00   1,400.66   1,190.00
Corporate Stock — Common   ASK JEEVES INC OC-COM   500.00   3,643.30   1,700.00
Corporate Stock — Common   ASPEN GROUP RES CORPORATION COM   1,571.00   34,236.00   706.95
Corporate Stock — Common   ASPEN TECH INC COM   22,300.00   373,169.34   374,640.00
Corporate Stock — Common   ASTEA INTL IINC COM   147.00   1,319.43   107.31
Corporate Stock — Common   ASTORIA FINL CORP COM   11,560.00   336,887.30   305,877.60
Corporate Stock — Common   ASTORIA FINL CORP COM   5,600.00   154,850.36   148,176.00
Corporate Stock — Common   ASTROPOWER INC CDT-COM   700.00   25,038.99   28,301.00
Corporate Stock — Common   ASYST TECHNOLOGIES INC COM   5,230.00   108,394.06   66,734.80
Corporate Stock — Common   AT & T CORP COM STK   89,192.00   1,471,409.23   1,617,942.88
Corporate Stock — Common   AT & T CORP COM STK   64,900.00   1,284,150.34   1,177,286.00
Corporate Stock — Common   AT & T CORP COM STK   85,000.00   1,385,322.49   1,541,900.00
Corporate Stock — Common   AT & T CORP COM STK   18,440.47   404,074.69   334,510.09
Corporate Stock — Common   AT & T LATIN AMER CORP COM   150.00   625.26   177.00
Corporate Stock — Common   AT HOME CORP COM SER A   1,184.00   17,215.95   6.87
Corporate Stock — Common   AT&T WIRELESS SVCS INC COM   8,299.00   166,271.88   119,256.63
Corporate Stock — Common   AT&T WIRELESS SVCS INC COM   211,666.00   5,008,674.95   3,041,640.42
Corporate Stock — Common   AT&T WIRELESS SVCS INC COM   6,693.00   254,126.13   96,178.41
Corporate Stock — Common   AT&T WIRELESS SVCS INC COM   63,795.00   1,082,551.66   916,734.15
Corporate Stock — Common   ATI TECHNOLOGIES INC COM   370.00   3,297.00   4,699.00

Corporate Stock — Common   ATLAS AIR WORLDWIDE HLDGS INC   1,703.00   33,032.15   24,948.95
Corporate Stock — Common   ATLC COAST AIRLINES HLDG COM   7,800.00   213,190.93   181,662.00
Corporate Stock — Common   ATLC COAST AIRLINES HLDG COM   2,122.00   40,103.44   49,421.38
Corporate Stock — Common   ATMEL CORP COM   6,400.00   94,371.62   47,168.00
Corporate Stock — Common   ATWOOD OCEANICS INC COM   2,600.00   80,764.58   90,610.00
Corporate Stock — Common   AUDIBLE INC COM   400.00   565.95   300.00
Corporate Stock — Common   AUDIOCODES LTD COM STK   100.00   988.23   565.00
Corporate Stock — Common   AUDIOVOX CORP CL A   1,350.00   19,879.17   10,071.00
Corporate Stock — Common   AURA SYS INC COM   179,000.00   220,141.53   78,760.00
Corporate Stock — Common   AUSPEX SYS INC COM   680.00   2,704.00   1,224.00
Corporate Stock — Common   AUTO DATA PROCESSING INC COM   26,500.00   1,388,480.08   1,560,850.00
Corporate Stock — Common   AUTO DATA PROCESSING INC COM   15,500.00   297,174.74   912,950.00
Corporate Stock — Common   AUTO DATA PROCESSING INC COM   573.71   28,261.15   33,791.70
Corporate Stock — Common   AUTODESK INC COM   16,000.00   455,636.94   596,320.00
Corporate Stock — Common   AUTODESK INC COM   1,400.00   43,860.03   52,178.00
Corporate Stock — Common   AUTOIMMUNE INC COM   1,500.00   4,576.04   1,920.00
Corporate Stock — Common   AUTOLIV INC COM STK   1,900.00   36,536.05   38,589.00
Corporate Stock — Common   AUTOLIV INC COM STK   46,400.00   904,323.87   942,384.00
Corporate Stock — Common   AUTONATION INC DEL COM   400.00   3,277.78   4,932.00
Corporate Stock — Common   AUTOZONE INC COM   2,700.00   69,960.29   193,860.00
Corporate Stock — Common   AUTOZONE INC COM   169.00   9,966.22   12,134.20
Corporate Stock — Common   AVANEX CORP COM STK   3,740.00   186,839.19   22,066.00
Corporate Stock — Common   AVANIR PHARMACEUTICALS CL A   500.00   2,474.95   2,130.00
Corporate Stock — Common   AVANT CORP COM   1,000.00   17,050.50   20,490.00
Corporate Stock — Common   AVATERRA COM INC COM   200.00   1,529.95   1.02
Corporate Stock — Common   AVATEX CORP CL A   500.00   8,170.23   37.50
Corporate Stock — Common   AVAYA INC COM   56,400.00   653,707.48   685,260.00
Corporate Stock — Common   AVAYA INC COM   7,179.00   117,771.55   87,224.85
Corporate Stock — Common   AVAYA INC COM   1,835.00   39,556.42   22,295.25
Corporate Stock — Common   AVERY DENNISON CORP COM   60.00   2,730.60   3,391.80
Corporate Stock — Common   AVERY DENNISON CORP COM   2,800.00   71,144.32   158,284.00
Corporate Stock — Common   AVI BIOPHARMA INC COM   200.00   1,754.95   2,183.96
Corporate Stock — Common   AVICI SYS INC COM   24,300.00   54,744.82   70,713.00
Corporate Stock — Common   AVICI SYS INC COM   100.00   972.49   291.00
Corporate Stock — Common   AVISTA CORP COM ISIN # US05379B1070   14,600.00   287,475.60   193,596.00
Corporate Stock — Common   AVNET INC COM   22,100.00   534,760.37   562,887.00
Corporate Stock — Common   AVNET INC COM   117.00   3,068.64   2,979.99
Corporate Stock — Common   AVON PROD INC COM   6,000.00   111,336.55   279,000.00
Corporate Stock — Common   AVX CORP COM   100.00   1,830.95   2,359.00
Corporate Stock — Common   AWARE INC MASS COM   749.00   3,904.77   6,216.70
Corporate Stock — Common   AXCAN PHARMA INC COM STK   28,500.00   317,580.00   404,700.00
Corporate Stock — Common   AXCELIS TECHNOLOGIES INC COM STK ISIN# US0545401095   34,590.00   474,445.07   445,865.10
Corporate Stock — Common   AXCELIS TECHNOLOGIES INC COM STK ISIN# US0545401095   23,700.00   344,540.77   305,493.00
Corporate Stock — Common   AXS-ONE INC COM   514.00   4,163.95   221.02
Corporate Stock — Common   AZCO MNG INC DEL COM   7,200.00   9,816.73   4,176.00
Corporate Stock — Common   AZTAR CORP COM   5,200.00   62,440.04   95,160.00
Corporate Stock — Common   B A T INTL INC COM   5,500.00   2,787.29   55.00
Corporate Stock — Common   BAKER HUGHES INC COM   23,000.00   501,652.80   838,810.00
Corporate Stock — Common   BAKER HUGHES INC COM   953.50   25,998.04   34,774.15
Corporate Stock — Common   BAKER HUGHES INC COM   14,700.00   532,889.83   536,109.00
Corporate Stock — Common   BAKER HUGHES INC COM   8,440.00   164,794.57   307,806.80
Corporate Stock — Common   BALL CORP COM   700.00   20,886.49   49,490.00
Corporate Stock — Common   BALL CORP COM   5,560.00   361,730.82   393,092.00
Corporate Stock — Common   BALLARD PWR SYS INC COM   2,411.00   175,343.68   71,293.27
Corporate Stock — Common   BALLISTIC RECOVERY SYS INC COM STK   1,000.00   2,092.46   950.00
Corporate Stock — Common   BANCPRO INC COM   1,000.00   1,404.95   30.00
Corporate Stock — Common   BANK N.Y. CO INC COM   18,600.00   275,489.83   758,880.00
Corporate Stock — Common   BANK N.Y. CO INC COM   102.68   3,838.79   4,189.14
Corporate Stock — Common   BANK ONE CORP COM   56,000.00   1,851,664.01   2,186,800.00
Corporate Stock — Common   BANK ONE CORP COM   322.70   11,622.87   12,601.59
Corporate Stock — Common   BANK ONE CORP COM   29,420.00   910,718.09   1,148,851.00
Corporate Stock — Common   BANK ONE CORP COM   6,700.00   241,391.62   261,635.00
Corporate Stock — Common   BANKATLANTIC BANCORP INC CL A NON VTG   8,900.00   71,108.33   81,702.00

Corporate Stock — Common   BANKATLANTIC BANCORP INC CL A NON VTG   37,120.00   307,314.56   340,761.60
Corporate Stock — Common   BANKNORTH GROUP INC NEW COM   26,150.00   478,941.74   588,898.00
Corporate Stock — Common   BANKUNITED FINL CORP CL A   21,000.00   261,857.50   311,850.00
Corporate Stock — Common   BANTA CORP COM   1,200.00   35,904.00   35,424.00
Corporate Stock — Common   BARD C R INC CAP   1,300.00   36,871.83   83,850.00
Corporate Stock — Common   BARNESANDNOBLE COM INC CL A ISIN #US0678461056   750.00   2,962.49   1,155.00
Corporate Stock — Common   BARR LABS INC COM   10,600.00   708,365.43   841,216.00
Corporate Stock — Common   BARR LABS INC COM   5,700.00   422,819.73   452,352.00
Corporate Stock — Common   BARR LABS INC COM   116.00   8,130.39   9,205.76
Corporate Stock — Common   BARRA INC COM   2,700.00   110,336.06   127,143.00
Corporate Stock — Common   BARRICK GOLD CORP   13,498.00   348,313.10   215,293.10
Corporate Stock — Common   BARRICK GOLD CORP   8,512.00   146,709.92   135,766.40
Corporate Stock — Common   BARRISTER GLOBAL SERVICES NETWORK INC COM NEW   7,000.00   16,772.50   3,010.00
Corporate Stock — Common   BARRY R G CORP — OH COM   300.00   3,324.60   1,893.00
Corporate Stock — Common   BAUSCH & LOMB INC COM   11,500.00   421,314.19   433,090.00
Corporate Stock — Common   BAUSCH & LOMB INC COM   13,100.00   472,603.46   493,346.00
Corporate Stock — Common   BAUSCH & LOMB INC COM   1,300.00   48,709.54   48,958.00
Corporate Stock — Common   BAXTER INTL INC COM   14,900.00   260,873.63   799,087.00
Corporate Stock — Common   BAXTER INTL INC COM   5,300.00   270,223.52   284,239.00
Corporate Stock — Common   BAXTER INTL INC COM   13,800.00   711,109.75   740,094.00
Corporate Stock — Common   BAXTER INTL INC COM   24,200.00   720,037.38   1,297,846.00
Corporate Stock — Common   BAXTER INTL INC COM   300.00   15,083.34   16,089.00
Corporate Stock — Common   BAY VIEW CAP CORP DEL COM   400.00   3,082.83   2,932.00
Corporate Stock — Common   BB&T CORP COM   11,400.00   367,856.34   411,654.00
Corporate Stock — Common   BCE INC COM STK   29.00   725.39   661.20
Corporate Stock — Common   BE AEROSPACE INC COM   12,400.00   113,143.80   113,708.00
Corporate Stock — Common   BE AEROSPACE INC COM   26.00   282.37   238.42
Corporate Stock — Common   BE FREE INC COM   15,180.00   32,761.40   32,181.60
Corporate Stock — Common   BE INC COM STK   500.00   6,029.95   70.00
Corporate Stock — Common   BEA SYS INC COM   12,980.00   207,579.29   199,892.00
Corporate Stock — Common   BEA SYS INC COM   11,680.00   202,646.61   179,872.00
Corporate Stock — Common   BEACON PWR CORP COM   200.00   1,337.95   260.00
Corporate Stock — Common   BEAR STEARNS COS INC COM   2,410.00   122,288.64   141,322.40
Corporate Stock — Common   BEAR STEARNS COS INC COM   5,460.00   309,113.72   320,174.40
Corporate Stock — Common   BEAZER HOMES USA INC COM   3,700.00   196,020.08   270,729.00
Corporate Stock — Common   BECKMAN COULTER INC COM   4,300.00   122,307.30   190,490.00
Corporate Stock — Common   BECTON DICKINSON & CO COM   33,300.00   971,820.02   1,103,895.00
Corporate Stock — Common   BECTON DICKINSON & CO COM   6,500.00   94,612.22   215,475.00
Corporate Stock — Common   BECTON DICKINSON & CO COM   23,000.00   669,511.60   762,450.00
Corporate Stock — Common   BED BATH BEYOND INC COM   527.00   14,259.66   17,865.30
Corporate Stock — Common   BED BATH BEYOND INC COM   34,400.00   986,476.21   1,166,160.00
Corporate Stock — Common   BED BATH BEYOND INC COM   10,310.00   268,644.57   349,509.00
Corporate Stock — Common   BED BATH BEYOND INC COM   7,300.00   127,901.65   247,470.00
Corporate Stock — Common   BELL MICROPRODUCTS INC COM   6,300.00   77,522.29   79,506.00
Corporate Stock — Common   BELLSOUTH CORP COM STK   405.70   17,109.70   15,477.53
Corporate Stock — Common   BELLSOUTH CORP COM STK   47,300.00   857,702.64   1,804,495.00
Corporate Stock — Common   BELLSOUTH CORP COM STK   10,200.00   497,174.34   389,130.00
Corporate Stock — Common   BELO CORP   46,400.00   835,057.42   870,000.00
Corporate Stock — Common   BEMA GOLD CORP COM   18,000.00   48,148.87   5,760.00
Corporate Stock — Common   BEMIS CO INC COM   1,300.00   32,868.43   63,934.00
Corporate Stock — Common   BENCHMARK ELECTRS INC COM   20,900.00   569,285.37   396,264.00
Corporate Stock — Common   BENTHOS INC COM   233.00   2,006.05   885.40
Corporate Stock — Common   BENTLEY PHARMACEUTICALS INC COM   230.00   1,881.45   2,343.70
Corporate Stock — Common   BENTON OIL & GAS CO COM   8,000.00   15,539.60   11,520.00
Corporate Stock — Common   BERKLEY W R CORP COM   11,500.00   500,648.34   617,550.00
Corporate Stock — Common   BERKSHIRE HATHAWAY INC CL B COM   129.00   278,413.51   325,725.00
Corporate Stock — Common   BEST BUY INC COM STK   17,800.00   1,008,675.09   1,325,744.00
Corporate Stock — Common   BEST BUY INC COM STK   15,200.00   700,114.00   1,132,096.00
Corporate Stock — Common   BEST BUY INC COM STK   5,300.00   348,528.32   394,744.00
Corporate Stock — Common   BEST BUY INC COM STK   445.00   28,978.73   33,143.60
Corporate Stock — Common   BEST BUY INC COM STK   3,720.00   226,838.82   277,065.60
Corporate Stock — Common   BEVERLY ENTERPRISES INC COM STK   24,400.00   258,804.00   209,840.00
Corporate Stock — Common   BEVERLY ENTERPRISES INC COM STK   5,000.00   15,120.15   43,000.00

Corporate Stock — Common   BICO INC COM   163,445.00   26,810.11   4,870.66
Corporate Stock — Common   BIFS TECHNOLOGIES CORP COM   11,815.00   1,928.90   661.64
Corporate Stock — Common   BIG LOTS INC COM   2,900.00   116,535.61   30,160.00
Corporate Stock — Common   BIO VASCULAR INC COM   1,000.00   8,749.00   7,840.00
Corporate Stock — Common   BIO-TECHNOLOGY GEN COM STK USD0.01   1,880.00   17,791.61   15,472.40
Corporate Stock — Common   BIOCUREX INC COM   2,000.00   2,654.95   1,640.00
Corporate Stock — Common   BIOFIELD CORP COM   300.00   4,681.65   153.00
Corporate Stock — Common   BIOGEN INC COM   3,700.00   298,000.09   212,195.00
Corporate Stock — Common   BIOGEN INC COM   460.00   25,379.32   26,381.00
Corporate Stock — Common   BIOJECT MED TECHNOLOGIES INC COM NEW BIOJECT MED TECH NEW   500.00   5,431.78   6,295.00
Corporate Stock — Common   BIOLASE TECH INC COM   16,000.00   69,769.38   91,040.00
Corporate Stock — Common   BIOMET INC COM   150.00   4,314.97   4,635.00
Corporate Stock — Common   BIOMET INC COM   6,750.00   60,790.40   208,575.00
Corporate Stock — Common   BIOPULSE INTERNATION INC COM   200.00   1,854.95   7.00
Corporate Stock — Common   BIOPURE CORP CL A   820.00   19,085.85   11,652.20
Corporate Stock — Common   BIOVAIL CORP COM   217.00   11,390.11   12,206.25
Corporate Stock — Common   BIRMINGHAM STL CORP COM   1,300.00   1,475.90   416.00
Corporate Stock — Common   BIRNER DENTAL MGMT SVCS INC   6,250.00   29,038.06   27,812.50
Corporate Stock — Common   BISYS GROUP INC COM   12,830.00   398,068.98   820,991.70
Corporate Stock — Common   BISYS GROUP INC COM   18.00   559.31   1,151.82
Corporate Stock — Common   BISYS GROUP INC COM   3,590.00   176,076.51   229,724.10
Corporate Stock — Common   BJ SVCS CO COM   210.00   5,698.26   6,814.50
Corporate Stock — Common   BJ SVCS CO COM   6,100.00   161,617.62   197,945.00
Corporate Stock — Common   BJ SVCS CO COM   8,560.00   241,542.17   277,772.00
Corporate Stock — Common   BJS WHSL CLUB INC COM STK   7,440.00   326,985.02   328,104.00
Corporate Stock — Common   BJS WHSL CLUB INC COM STK   125.00   4,939.06   5,512.50
Corporate Stock — Common   BK AMER CORP COM   13,800.00   435,294.45   868,710.00
Corporate Stock — Common   BK AMER CORP COM   756.06   38,838.35   47,593.85
Corporate Stock — Common   BK AMER CORP COM   39,640.00   1,225,802.09   2,495,338.00
Corporate Stock — Common   BK AMER CORP COM   25,100.00   1,150,932.21   1,580,045.00
Corporate Stock — Common   BK AMER CORP COM   41,400.00   2,562,533.28   2,606,130.00
Corporate Stock — Common   BLACK & DECKER CORP COM   12,800.00   559,174.30   482,944.00
Corporate Stock — Common   BLACK & DECKER CORP COM   2,000.00   55,653.70   75,460.00
Corporate Stock — Common   BLACK BOX CORP DEL COM   71.00   3,723.00   3,754.48
Corporate Stock — Common   BLACKROCK INC CL A COM STK   3,000.00   130,911.00   125,100.00
Corporate Stock — Common   BLOCK H & R INC COM   313.00   12,006.23   13,991.10
Corporate Stock — Common   BLOCK H & R INC COM   4,600.00   72,285.05   205,620.00
Corporate Stock — Common   BLOCKBUSTER INC CL A CL A ISIN #US0936791088   8,200.00   152,658.58   206,640.00
Corporate Stock — Common   BLOCKBUSTER INC CL A CL A ISIN #US0936791088   238.00   6,098.95   5,997.60
Corporate Stock — Common   BLUE MARTINI SOFTWARE INC COM ISIN US0956981064   1,600.00   6,436.80   4,816.00
Corporate Stock — Common   BLUEFLY INC COM   600.00   1,154.95   1,140.00
Corporate Stock — Common   BLUEGREEN CORP COM   2,030.00   9,195.90   4,060.00
Corporate Stock — Common   BMC INDS INC MINN COM   1,000.00   2,779.60   2,060.00
Corporate Stock — Common   BMC SOFTWARE INC COM STK   6,200.00   334,721.25   101,494.00
Corporate Stock — Common   BMC SOFTWARE INC COM STK   3,636.00   101,693.66   59,521.32
Corporate Stock — Common   BOB EVANS FARMS INC COM   2,400.00   48,051.84   58,968.00
Corporate Stock — Common   BOEING CO COM   21,086.00   632,398.89   817,715.08
Corporate Stock — Common   BOEING CO COM   6,049.72   254,438.83   234,608.06
Corporate Stock — Common   BOEING CO COM   3,200.00   132,187.78   124,096.00
Corporate Stock — Common   BOISE CASCADE CORP COM   16,800.00   552,966.23   571,368.00
Corporate Stock — Common   BOISE CASCADE CORP COM   1,500.00   50,175.83   51,015.00
Corporate Stock — Common   BOISE CASCADE CORP COM   5,090.00   172,709.86   173,110.90
Corporate Stock — Common   BOISE CASCADE CORP COM   10,300.00   314,360.70   350,303.00
Corporate Stock — Common   BOLDER TECHNOLOGIES CORP COM   10,500.00   41,386.32   7.35
Corporate Stock — Common   BOMBARDIER INC CL B COM   353.00   5,354.73   3,653.55
Corporate Stock — Common   BOOKTECH COM INC COM   200.00   529.95   2.00
Corporate Stock — Common   BORDERS GROUP INC COM STK   200.00   4,405.19   3,968.00
Corporate Stock — Common   BORLAND SOFTWARE CORP COM   30,700.00   288,552.30   480,762.00
Corporate Stock — Common   BOTTOMLINE TECHNOLOGIES DEL INC COM   22.00   1,007.58   238.26
Corporate Stock — Common   BOWNE & CO INC COM   3,900.00   36,367.50   49,920.00
Corporate Stock — Common   BRADLEY PHARMACEUTICALS INC COM   650.00   8,686.21   13,487.50
Corporate Stock — Common   BRADY CORP CL A   1,100.00   36,014.00   40,260.00
Corporate Stock — Common   BRAINTECH INC NEW COM   10,000.00   26,800.00   1,300.00

Corporate Stock — Common   BRE-X MINERALS LTD COM   2,000.00   175.73   0
Corporate Stock — Common   BRIGHTPOINT INC COM   400.00   4,834.62   1,256.00
Corporate Stock — Common   BRINKER INTL INC COM   100.00   2,409.54   2,976.00
Corporate Stock — Common   BRINKER INTL INC COM   16,420.00   427,469.78   488,659.20
Corporate Stock — Common   BRISTOL MYERS SQUIBB CO COM   508.00   27,565.57   25,908.20
Corporate Stock — Common   BRISTOL MYERS SQUIBB CO COM   41,900.00   2,254,261.56   2,136,900.00
Corporate Stock — Common   BRISTOL MYERS SQUIBB CO COM   22,200.00   1,223,750.49   1,132,200.00
Corporate Stock — Common   BRISTOL MYERS SQUIBB CO COM   26,200.00   1,330,684.90   1,336,200.00
Corporate Stock — Common   BRISTOL MYERS SQUIBB CO COM   48,800.00   1,044,337.23   2,488,800.00
Corporate Stock — Common   BRITESMILE INC COM   2,000.00   20,166.85   10,000.00
Corporate Stock — Common   BROADBAND WIRELESS INTL CORP COM   11,950.00   42,164.46   1,673.00
Corporate Stock — Common   BROADCOM CORP CL A   16,770.00   590,466.15   685,389.90
Corporate Stock — Common   BROADCOM CORP CL A   6,600.00   1,235,869.10   269,742.00
Corporate Stock — Common   BROADCOM CORP CL A   2,572.00   98,989.41   105,117.64
Corporate Stock — Common   BROADVISION INC COM   30,647.00   84,071.11   83,972.78
Corporate Stock — Common   BROADVISION INC COM   18,320.00   235,785.31   50,196.80
Corporate Stock — Common   BROADWING INC COM ISIN US1116201005   140.00   1,386.55   1,330.00
Corporate Stock — Common   BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087   1,235.00   41,234.99   40,903.20
Corporate Stock — Common   BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087   11,700.00   809,490.38   387,504.00
Corporate Stock — Common   BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087   8,830.00   215,243.97   292,449.60
Corporate Stock — Common   BROOKS AUTOMATION INC COM   7,370.00   321,258.30   299,737.90
Corporate Stock — Common   BROWN & BROWN INC COM   6,200.00   122,201.50   169,260.00
Corporate Stock — Common   BROWN & BROWN INC COM   76.00   2,171.90   2,074.80
Corporate Stock — Common   BROWN SHOE INC NEW COM   3,400.00   51,493.00   55,216.00
Corporate Stock — Common   BROWN SHOE INC NEW COM   0   0   0
Corporate Stock — Common   BROWN-FORMAN INC CL B NON-VTG COM   1,700.00   55,377.35   106,420.00
Corporate Stock — Common   BRUKER DALTONICS INC COM ISIN US1167951052   16,800.00   286,584.61   274,680.00
Corporate Stock — Common   BRUNSWICK CORP COM   2,200.00   41,196.87   47,872.00
Corporate Stock — Common   BSTN SCIENTIFIC CORP COM   3,320.00   79,004.96   80,078.40
Corporate Stock — Common   BSTN SCIENTIFIC CORP COM   10,200.00   178,467.12   246,024.00
Corporate Stock — Common   BURL COAT FACTORY WHSE CORP COM   3,500.00   66,479.35   58,800.00
Corporate Stock — Common   BURL NORTHN SANTA FE CORP COM   180.00   4,826.25   5,135.40
Corporate Stock — Common   BURL NORTHN SANTA FE CORP COM   9,775.00   183,739.63   278,880.75
Corporate Stock — Common   BURL RES INC COM   376.00   16,667.62   14,115.04
Corporate Stock — Common   BURL RES INC COM   5,087.00   201,213.16   190,965.98
Corporate Stock — Common   C CORNET CORP COM   200.00   2,717.45   2,914.00
Corporate Stock — Common   CA AMPLIFIER INC COM   2,000.00   16,765.88   12,340.00
Corporate Stock — Common   CABLE DESIGN TECHNOLOGIES CORP   20,075.00   416,790.46   274,626.00
Corporate Stock — Common   CABLEVISION NY GROUP CL A COM   250.00   12,529.95   11,862.50
Corporate Stock — Common   CABLEVISION NY GROUP CL A COM   15,500.00   889,726.44   735,475.00
Corporate Stock — Common   CABOT MICROELECTRONICS CORP COM   9,320.00   443,972.02   738,610.00
Corporate Stock — Common   CABOT MICROELECTRONICS CORP COM   3,110.00   192,537.36   246,467.50
Corporate Stock — Common   CABOT MICROELECTRONICS CORP COM   245.00   17,416.75   19,416.25
Corporate Stock — Common   CACI INTL INC CL A   7,000.00   112,051.45   276,395.00
Corporate Stock — Common   CACI INTL INC CL A   174.00   5,903.56   6,870.39
Corporate Stock — Common   CADENCE DESIGN SYS INC COM   95.00   2,274.86   2,082.40
Corporate Stock — Common   CAL DIVE INTL INC COM   19,760.00   459,976.50   487,676.80
Corporate Stock — Common   CAL DIVE INTL INC COM   50.00   1,127.45   1,234.00
Corporate Stock — Common   CALIPER TECHNOLOGIES CORP OC-COM ISIN US1308761055   7,200.00   115,846.68   112,392.00
Corporate Stock — Common   CALLAWAY GOLF CO COM   100.40   1,553.63   1,922.58
Corporate Stock — Common   CALLON PETE CO DEL COM   125.00   1,548.70   856.25
Corporate Stock — Common   CALPINE CORP COM   37,000.00   1,201,731.72   621,230.00
Corporate Stock — Common   CALPINE CORP COM   101,200.00   3,216,766.54   1,699,148.00
Corporate Stock — Common   CALPINE CORP COM   7,700.00   284,746.94   129,283.00
Corporate Stock — Common   CALPINE CORP COM   7,507.00   162,201.08   126,042.53
Corporate Stock — Common   CAMBRIDGE ENERGY CORP COM   11,900.00   4,703.95   416.50
Corporate Stock — Common   CAMPBELL SOUP CO COM   10,300.00   245,126.54   307,661.00
Corporate Stock — Common   CAMPBELL SOUP CO COM   63.36   2,055.93   1,892.68
Corporate Stock — Common   CANYON RES CORP COM NEW   2,750.00   15,435.32   2,695.00
Corporate Stock — Common   CAP 1 FNCL COM   5,400.00   233,723.98   291,330.00
Corporate Stock — Common   CAP 1 FNCL COM   16,200.00   784,465.06   873,990.00

Corporate Stock — Common   CAPSTONE TURBINE CORP COM STK ISIN# US14067D1028   4,600.00   19,205.92   24,886.00
Corporate Stock — Common   CARDIAC SCI INC COM NEW   1,200.00   3,167.90   5,340.00
Corporate Stock — Common   CARDINAL HLTH INC   28,400.00   1,901,132.01   1,836,344.00
Corporate Stock — Common   CARDINAL HLTH INC   1,100.25   66,515.75   71,141.91
Corporate Stock — Common   CARDINAL HLTH INC   11,350.00   469,231.11   733,891.00
Corporate Stock — Common   CARDINAL HLTH INC   15,300.00   1,096,365.24   989,298.00
Corporate Stock — Common   CARDINAL HLTH INC   13,000.00   908,018.91   840,580.00
Corporate Stock — Common   CAREER ED CORP COM   11,000.00   197,443.05   377,080.00
Corporate Stock — Common   CAREER ED CORP COM   214.00   6,835.80   7,335.92
Corporate Stock — Common   CAREMARK RX INC COM   32,700.00   455,765.38   533,337.00
Corporate Stock — Common   CAREMARK RX INC COM   35,500.00   328,653.63   579,005.00
Corporate Stock — Common   CAREMARK RX INC COM   1,721.00   24,089.27   28,069.51
Corporate Stock — Common   CAREMARK RX INC COM   12,700.00   213,782.91   207,137.00
Corporate Stock — Common   CARING PRODS INTL INC COM PAR $0.01 NEW COM PAR $0.01   1.00   2,285.40   0.35
Corporate Stock — Common   CARNIVAL CORP COM   420.99   11,192.81   11,821.26
Corporate Stock — Common   CARNIVAL CORP COM   14,800.00   620,737.41   415,584.00
Corporate Stock — Common   CARPENTER TECH CORP COM   2,000.00   44,932.00   53,240.00
Corporate Stock — Common   CARREKER CORPORATION COM   350.00   6,105.23   2,065.00
Corporate Stock — Common   CARRIER ACCESS CORP COM   300.00   4,342.45   876.00
Corporate Stock — Common   CASCADE NAT GAS CORP COM   1,500.00   23,589.06   33,075.00
Corporate Stock — Common   CASCADE NAT GAS CORP COM   1,800.00   32,312.70   39,690.00
Corporate Stock — Common   CASELLA WASTE SYS INC CL A COM STK   21,000.00   278,816.25   311,010.00
Corporate Stock — Common   CASEYS GEN STORES INC COM   71.40   952.87   1,063.86
Corporate Stock — Common   CATAPULT COMMUNICATIONS CORP COM   1,000.00   25,222.60   26,060.00
Corporate Stock — Common   CATAPULT COMMUNICATIONS CORP COM   100.00   2,678.94   2,606.00
Corporate Stock — Common   CATERPILLAR INC COM   2,394.27   114,323.39   125,100.66
Corporate Stock — Common   CATERPILLAR INC COM   8,700.00   217,502.09   454,575.00
Corporate Stock — Common   CATERPILLAR INC COM   3,600.00   191,205.46   188,100.00
Corporate Stock — Common   CATERPILLAR INC COM   15,500.00   210,207.93   809,875.00
Corporate Stock — Common   CBRL GROUP INC COM STK   12,300.00   218,161.41   362,112.00
Corporate Stock — Common   CDA SOUTHN PETE LTD LTD VTG SH   2,000.00   14,526.56   10,520.00
Corporate Stock — Common   CDN PAC RY LTD COM CDN PAC RY LTD   12,150.00   83,946.60   236,925.00
Corporate Stock — Common   CDW COMPUTER CTRS INC COM   6,280.00   238,911.23   337,298.80
Corporate Stock — Common   CDW COMPUTER CTRS INC COM   9,800.00   355,329.72   526,358.00
Corporate Stock — Common   CEC ENTMT INC COM   50.00   2,323.80   2,169.50
Corporate Stock — Common   CELESTICA INC SUB VTG SHS   67.00   2,664.80   2,706.13
Corporate Stock — Common   CELGENE CORP COM   13,900.00   344,710.84   443,688.00
Corporate Stock — Common   CELGENE CORP COM   775.00   17,588.10   24,738.00
Corporate Stock — Common   CELL GENESYS INC COM   20,800.00   444,751.51   483,392.00
Corporate Stock — Common   CELL PATHWAYS INC NEW COM   1,000.00   34,898.50   6,960.00
Corporate Stock — Common   CELL THERAPEUTICS INC CDT-COM   16,400.00   438,685.80   395,896.00
Corporate Stock — Common   CELLEGY PHARMACEUTICALS INC COM   6,350.00   55,152.00   54,483.00
Corporate Stock — Common   CELSION CORP COM   4,280.00   24,620.40   2,824.80
Corporate Stock — Common   CENDANT CORP COM STK   3,377.00   58,668.51   66,222.97
Corporate Stock — Common   CENDANT CORP COM STK   24,742.00   515,108.11   485,190.62
Corporate Stock — Common   CENDANT CORP COM STK   8,500.00   152,738.20   166,685.00
Corporate Stock — Common   CENES PHARMACEUTICALS PLC   7,041.00   7,074.71   633.69
Corporate Stock — Common   CENT EUROPEAN DISTR CORP COM STK   261.00   2,694.76   3,231.18
Corporate Stock — Common   CENTENNIAL COMMUNICATIONS CORP NEW   100.00   3,200.45   1,024.00
Corporate Stock — Common   CENTEX CORP COM   3,500.00   131,279.35   199,815.00
Corporate Stock — Common   CENTEX CORP COM   3,400.00   119,895.90   194,106.00
Corporate Stock — Common   CENTEX CORP COM   1,500.00   21,225.02   85,635.00
Corporate Stock — Common   CENTEX CORP COM   100.00   4,019.95   5,709.00
Corporate Stock — Common   CENTURA SOFTWARE CORP COM   15,000.00   16,902.00   75.00
Corporate Stock — Common   CENTURYTEL INC COM ISIN US1567001060   3,600.00   157,275.24   118,080.00
Corporate Stock — Common   CENTY TECHNOLOGIES INC COLO COM   780.00   740.77   0.78
Corporate Stock — Common   CEPHALON INC CON   4,740.00   301,544.11   358,272.90
Corporate Stock — Common   CEPHALON INC CON   7,100.00   464,693.05   536,653.50
Corporate Stock — Common   CEPHALON INC CON   10,200.00   596,731.20   770,967.00
Corporate Stock — Common   CEPHALON INC CON   3,370.00   191,206.79   254,721.45
Corporate Stock — Common   CEPHEID INC COM   285.00   2,472.30   1,197.00
Corporate Stock — Common   CERIDIAN CORP NEW COM   60.00   1,004.69   1,125.00
Corporate Stock — Common   CERNER CORP COM   9,900.00   516,079.08   494,307.00

Corporate Stock — Common   CERUS CORP COM   200.00   14,979.95   9,150.00
Corporate Stock — Common   CETALON CORP COM   600.00   1,076.95   402.00
Corporate Stock — Common   CH & DWIGHT INC COM   19,160.00   458,724.69   510,230.80
Corporate Stock — Common   CHAMPION ENTERPRISES INC COM   9,000.00   103,159.29   110,790.00
Corporate Stock — Common   CHAMPIONSHIP AUTO RACING TEAM INC COM   100.00   3,176.92   1,609.00
Corporate Stock — Common   CHARLES RIV LAB INTL INC COM ISIN   10,400.00   337,213.51   348,192.00
Corporate Stock — Common   CHARLES RIV LAB INTL INC COM ISIN   9,850.00   303,380.00   329,778.00
Corporate Stock — Common   CHARLES RIV LAB INTL INC COM ISIN   9,500.00   315,446.05   318,060.00
Corporate Stock — Common   CHARTER 1 FINCL INC COM   13,230.00   366,128.28   359,194.50
Corporate Stock — Common   CHARTER 1 FINCL INC COM   5,633.00   125,371.51   152,935.95
Corporate Stock — Common   CHARTER COMMUNICATIONS INC DEL CL A   490.00   9,080.13   8,050.70
Corporate Stock — Common   CHARTER COMMUNICATIONS INC DEL CL A   11,300.00   230,794.61   185,659.00
Corporate Stock — Common   CHARTER MUN MTG ACCEP CO SH BEN INT   3,700.00   60,015.48   60,125.00
Corporate Stock — Common   CHC HELICOPTER CORP CL A SUB VTG   133.00   1,512.90   1,484.28
Corporate Stock — Common   CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01   2,565.00   104,408.30   102,317.85
Corporate Stock — Common   CHES CORP COM   16,400.00   464,643.16   456,084.00
Corporate Stock — Common   CHES ENERGY CORP COM   700.00   4,660.21   4,627.00
Corporate Stock — Common   CHEVRONTEXACO CORP COM   2,471.40   211,297.62   221,461.71
Corporate Stock — Common   CHEVRONTEXACO CORP COM   26,903.00   1,323,477.33   2,410,777.83
Corporate Stock — Common   CHEVRONTEXACO CORP COM   9,000.00   835,266.18   806,490.00
Corporate Stock — Common   CHEVRONTEXACO CORP COM   15,000.00   823,540.07   1,344,150.00
Corporate Stock — Common   CHEVRONTEXACO CORP COM   6,300.00   538,586.88   564,543.00
Corporate Stock — Common   CHICOS FAS INC   245.00   8,725.30   9,726.50
Corporate Stock — Common   CHICOS FAS INC   11,100.00   230,056.38   440,670.00
Corporate Stock — Common   CHILDRENS BEVERAGE GROUP INC COM   500.00   865.93   0.05
Corporate Stock — Common   CHINA WORLD TRADE CORP COM   2,750.00   559.90   247.50
Corporate Stock — Common   CHIQUITA BRANDS INTL INC COM   34,150.78   236,827.66   21,856.50
Corporate Stock — Common   CHIRON CORP COM   118.00   5,183.57   5,173.12
Corporate Stock — Common   CHIRON CORP COM   4,800.00   211,705.32   210,432.00
Corporate Stock — Common   CHOICEPOINT INC COM   280.00   10,064.38   14,193.20
Corporate Stock — Common   CHOLESTECH CORP COM   107.00   2,393.56   2,119.67
Corporate Stock — Common   CHRISTOPHER & BANKS CORP COM   14,250.00   249,052.92   488,062.50
Corporate Stock — Common   CHUBB CORP COM   7,600.00   286,957.89   524,400.00
Corporate Stock — Common   CHUBB CORP COM   9,900.00   664,227.81   683,100.00
Corporate Stock — Common   CHUBB CORP COM   4,300.00   189,923.32   296,700.00
Corporate Stock — Common   CIBER INC COM   100.00   755.37   945.00
Corporate Stock — Common   CIENA CORP COM   8,300.00   153,118.00   118,773.00
Corporate Stock — Common   CIENA CORP COM   15,147.00   260,062.13   216,753.57
Corporate Stock — Common   CIGNA CORP COM   3,600.00   109,197.18   333,540.00
Corporate Stock — Common   CIMA LABS INC COM   500.00   18,399.95   18,075.00
Corporate Stock — Common   CIN FNCL CORP COM   4,100.00   185,777.84   156,415.00
Corporate Stock — Common   CINERGY CORP COM   4,062.00   102,988.61   135,792.66
Corporate Stock — Common   CINTAS CORP COM   4,300.00   158,013.38   206,400.00
Corporate Stock — Common   CIRCUIT CY STORES INC CARMAX GROUP   16,800.00   265,150.67   382,032.00
Corporate Stock — Common   CIRCUIT CY STORES INC CARMAX GROUP   140.00   2,430.40   3,183.60
Corporate Stock — Common   CIRCUIT CY STORES INC COM   5,300.00   69,474.96   137,535.00
Corporate Stock — Common   CIRCUIT CY STORES INC COM   1,060.00   20,674.97   27,507.00
Corporate Stock — Common   CIRCUIT CY STORES INC COM   28,200.00   470,726.16   731,790.00
Corporate Stock — Common   CIRRUS LOGIC INC COM   20,000.00   258,178.04   264,400.00
Corporate Stock — Common   CIRRUS LOGIC INC COM   500.00   8,409.72   6,610.00
Corporate Stock — Common   CISCO SYS INC COM   156,500.00   3,139,055.76   2,834,215.00
Corporate Stock — Common   CISCO SYS INC COM   5,800.00   112,665.29   105,038.00
Corporate Stock — Common   CISCO SYS INC COM   73,200.00   2,040,759.96   1,325,652.00
Corporate Stock — Common   CISCO SYS INC COM   184,900.00   2,341,931.44   3,348,539.00
Corporate Stock — Common   CISCO SYS INC COM   140,898.00   3,139,493.67   2,551,662.78
Corporate Stock — Common   CITIGROUP INC COM   33,800.00   967,958.92   1,706,224.00
Corporate Stock — Common   CITIGROUP INC COM   61,830.00   2,739,081.71   3,121,178.40
Corporate Stock — Common   CITIGROUP INC COM   129,713.00   2,019,965.21   6,547,912.24
Corporate Stock — Common   CITIGROUP INC COM   10,217.50   464,784.36   515,779.20
Corporate Stock — Common   CITIGROUP INC COM   33,100.00   1,331,035.91   1,670,888.00
Corporate Stock — Common   CITIZENS COMMUNICATIONS CO COM   7,100.00   108,112.46   75,686.00
Corporate Stock — Common   CITIZENS COMMUNICATIONS CO COM   500.00   8,467.45   5,330.00
Corporate Stock — Common   CITRIX SYS INC COM   4,700.00   220,292.55   106,502.00
Corporate Stock — Common   CITRIX SYS INC COM   889.00   22,808.96   20,144.74
Corporate Stock — Common   CITY NATL CORP COM   8,650.00   341,312.76   405,252.50

Corporate Stock — Common   CKE RESTAURANTS INC COM STK   46,100.00   333,632.28   417,205.00
Corporate Stock — Common   CLARENT CORP DEL COM ISIN US1804611051   2,523.00   22,871.95   13,498.05
Corporate Stock — Common   CLARUS CORP DEL COM   2,895.00   58,239.55   18,064.80
Corporate Stock — Common   CLEAR CHANNEL COMMUNICATIONS INC COM   15,100.00   865,217.95   768,741.00
Corporate Stock — Common   CLOROX CO COM   5,900.00   135,151.91   233,345.00
Corporate Stock — Common   CLOROX CO COM   315.00   11,856.01   12,458.25
Corporate Stock — Common   CLOROX CO COM   13,300.00   528,532.69   526,015.00
Corporate Stock — Common   CLOTHESTIME INC COM   10,000.00   1,079.00   600.00
Corporate Stock — Common   CMGI INC ISIN #US1257501098 COMMON STOCK   52,400.00   85,586.62   85,412.00
Corporate Stock — Common   CMGI INC ISIN #US1257501098 COMMON STOCK   19,606.00   166,975.50   31,957.78
Corporate Stock — Common   CMS ENERGY CORP COM   543.04   11,167.05   13,049.20
Corporate Stock — Common   CMS ENERGY CORP COM   3,400.00   138,350.39   81,702.00
Corporate Stock — Common   CNA FNCL CORP COM   150.00   5,767.45   4,375.50
Corporate Stock — Common   CNET NETWORKS INC COM CNET NETWORKS INC COM STK   44,240.00   341,873.20   396,832.80
Corporate Stock — Common   CNET NETWORKS INC COM CNET NETWORKS INC COM STK   29.00   1,226.32   260.13
Corporate Stock — Common   CNF INC COM   16,800.00   488,317.65   563,640.00
Corporate Stock — Common   CNF INC COM   550.00   16,554.60   18,452.50
Corporate Stock — Common   COACH INC COM   12,050.00   378,985.62   469,709.00
Corporate Stock — Common   COACH INC COM   7,380.00   256,559.27   287,672.40
Corporate Stock — Common   COCA COLA CO COM   62,700.00   1,962,220.53   2,956,305.00
Corporate Stock — Common   COCA COLA CO COM   17,500.00   1,028,505.39   825,125.00
Corporate Stock — Common   COCA COLA CO COM   3,387.36   183,116.46   159,713.84
Corporate Stock — Common   COCA COLA ENTERPRISES INC COM   11,200.00   318,340.49   212,128.00
Corporate Stock — Common   COCA COLA ENTERPRISES INC COM   1,141.04   21,091.84   21,611.34
Corporate Stock — Common   COEUR D ALENE MINES CORP IDA COM   2,100.00   2,796.42   1,659.00
Corporate Stock — Common   COGNEX CORP COM   1,000.00   26,873.70   25,610.00
Corporate Stock — Common   COHESION TECHNOLOGIES INC COM   1,100.00   8,669.75   5,478.00
Corporate Stock — Common   COHO ENERGY INC COM NEW   12.00   4,482.82   0.44
Corporate Stock — Common   COHU INC COM   180.00   7,623.70   3,555.00
Corporate Stock — Common   COINSTAR INC COM   3,000.00   52,170.00   75,000.00
Corporate Stock — Common   COINSTAR INC COM   5,000.00   124,670.28   125,000.00
Corporate Stock — Common   COLBS MCKINNON CORP N Y COM   300.00   3,134.95   3,075.00
Corporate Stock — Common   COLGATE-PALMOLIVE CO COM   4,200.00   238,568.26   242,550.00
Corporate Stock — Common   COLGATE-PALMOLIVE CO COM   100.31   5,635.50   5,792.84
Corporate Stock — Common   COLGATE-PALMOLIVE CO COM   13,900.00   267,343.63   802,725.00
Corporate Stock — Common   COLONIAL BANCGROUP INC COM   8,700.00   107,105.00   122,583.00
Corporate Stock — Common   COLORMAX TECHNOLOGIES INC COM NEW   4,000.00   28,120.00   80.00
Corporate Stock — Common   COLUMBIA BKG SYS INC COM   6,143.00   111,122.94   80,166.15
Corporate Stock — Common   COLUMBIA SPORTSWEAR CO COM   5,200.00   178,074.13   173,160.00
Corporate Stock — Common   COM   28,800.00   675,127.44   567,360.00
Corporate Stock — Common   COM   60.00   713.38   123.00
Corporate Stock — Common   COMCAST CORP CL A COM   2,000.00   71,640.00   72,000.00
Corporate Stock — Common   COMCAST CORP CL A SPL   23,850.00   507,601.30   858,600.00
Corporate Stock — Common   COMCAST CORP CL A SPL   10,000.00   420,492.40   360,000.00
Corporate Stock — Common   COMCAST CORP CL A SPL   28,600.00   1,051,892.66   1,029,600.00
Corporate Stock — Common   COMDIAL CORP COM NEW   400.00   4,198.47   132.00
Corporate Stock — Common   COMDISCO INC COM   2,164.03   16,469.36   324.60
Corporate Stock — Common   COMERICA INC COM   4,500.00   153,569.71   257,850.00
Corporate Stock — Common   COMM 1 INC DEL COM STK   7,550.00   120,174.95   26,953.50
Corporate Stock — Common   COMM BANCORP INC N J COM   15,732.00   397,095.95   618,896.88
Corporate Stock — Common   COMM BANCORP INC N J COM   4,900.00   164,325.73   192,766.00
Corporate Stock — Common   COMM BANCORP INC N J COM   3,000.00   94,729.65   118,020.00
Corporate Stock — Common   COMMSCOPE INC COM   600.00   15,975.34   12,762.00
Corporate Stock — Common   COMMUNICATION INTELLIGENCE CORP DEL NEW COM   1,000.00   2,779.95   640.00
Corporate Stock — Common   COMPAQ COMPUTER CORP COM   8,489.49   151,198.29   82,857.45
Corporate Stock — Common   COMPAQ COMPUTER CORP COM   42,728.00   619,739.15   417,025.28
Corporate Stock — Common   COMPARATOR SYS CORP COM NEW   1,385,000.00   17,973.42   1,385.00
Corporate Stock — Common   COMPASS BANCSHARES INC COM   10,000.00   230,839.68   283,000.00
Corporate Stock — Common   COMPUCOM SYS INC COM   1,000.00   4,799.87   2,259.90
Corporate Stock — Common   COMPUDYNE CORP COM STK PAR $0.75   3,500.00   35,605.14   61,250.00
Corporate Stock — Common   COMPUTER ASSOC INTL INC COM   688.81   21,704.88   23,757.16
Corporate Stock — Common   COMPUTER ASSOC INTL INC COM   14,555.00   300,338.71   502,001.95

Corporate Stock — Common   COMPUTER ASSOC INTL INC COM   46,100.00   1,353,507.48   1,589,989.00
Corporate Stock — Common   COMPUTER NETWORK TECH CORP COM   23,500.00   327,441.38   418,065.00
Corporate Stock — Common   COMPUTER SCI CORP COM   14,000.00   476,129.55   685,720.00
Corporate Stock — Common   COMPUTER SCI CORP COM   4,300.00   128,071.36   210,614.00
Corporate Stock — Common   COMPUWARE CORP COM   53,000.00   442,492.99   624,870.00
Corporate Stock — Common   COMPUWARE CORP COM   9,400.00   341,513.18   110,826.00
Corporate Stock — Common   COMPUWARE CORP COM   2,100.00   39,535.81   24,759.00
Corporate Stock — Common   COMPUWARE CORP COM   8,100.00   80,330.94   95,499.00
Corporate Stock — Common   COMSHARE INC COM   940.00   9,269.05   2,735.40
Corporate Stock — Common   COMSTOCK RES INC COM NEW   2,400.00   15,316.08   16,800.00
Corporate Stock — Common   COMTECH TELECOMMUNICATIONS CORP COM NEW   140.00   1,821.15   1,736.00
Corporate Stock — Common   COMVERSE TECH INC COM PAR $0.10   250.00   11,760.36   5,592.50
Corporate Stock — Common   COMVERSE TECH INC COM PAR $0.10   4,700.00   258,002.22   105,139.00
Corporate Stock — Common   COMWLTH TEL ENTERPRISES INC NEW COM   800.00   34,932.88   36,400.00
Corporate Stock — Common   COMWLTH TEL ENTERPRISES INC NEW COM   99.00   4,635.43   4,504.50
Corporate Stock — Common   CONAGRA FOODS INC   13,500.00   234,956.74   320,895.00
Corporate Stock — Common   CONAGRA FOODS INC   1,252.35   27,304.47   29,768.31
Corporate Stock — Common   CONCORD CAMERA CORP COM   2,000.00   20,775.83   15,840.00
Corporate Stock — Common   CONCORD EFS INC COM   100.00   2,305.88   3,278.00
Corporate Stock — Common   CONCORD EFS INC COM   12,700.00   274,198.91   416,306.00
Corporate Stock — Common   CONCURRENT COMPUTER CORP NEW COM NEW   23,900.00   293,847.75   354,915.00
Corporate Stock — Common   CONCURRENT COMPUTER CORP NEW COM NEW   17,500.00   268,410.54   259,875.00
Corporate Stock — Common   CONCURRENT COMPUTER CORP NEW COM NEW   14,450.00   68,352.35   214,582.50
Corporate Stock — Common   CONDUCTUS INC COM   200.00   3,396.23   546.00
Corporate Stock — Common   CONEXANT SYS INC COM   3,360.00   49,646.49   48,249.60
Corporate Stock — Common   CONEXANT SYS INC COM   6,400.00   463,281.77   91,904.00
Corporate Stock — Common   CONMED CORP COM   2,850.00   38,119.18   56,886.00
Corporate Stock — Common   CONMED CORP COM   25,650.00   455,657.79   511,974.00
Corporate Stock — Common   CONNETICS CORP COM   1,000.00   5,248.65   11,900.00
Corporate Stock — Common   CONNETICS CORP COM   17,500.00   90,410.25   208,250.00
Corporate Stock — Common   CONOCO INC COM NEW COM   52,600.00   1,401,198.17   1,488,580.00
Corporate Stock — Common   CONOCO INC COM NEW COM   15,762.00   353,287.71   446,064.60
Corporate Stock — Common   CONOCO INC COM NEW COM   746.13   21,309.30   21,115.45
Corporate Stock — Common   CONS EDISON INC COM   356.58   14,783.94   14,391.65
Corporate Stock — Common   CONS EDISON INC COM   5,300.00   158,328.89   213,908.00
Corporate Stock — Common   CONS GOLDEN QUAIL RES   133.00   934.20   0.13
Corporate Stock — Common   CONS MED MGMT INC COM   33,000.00   9,890.90   6,600.00
Corporate Stock — Common   CONSECO INC COM   8,724.00   296,802.39   38,909.04
Corporate Stock — Common   CONSECO INC COM   325.00   1,382.74   1,449.50
Corporate Stock — Common   CONSTELLATION 3D INC DELAWARE   1,500.00   13,013.75   1,290.00
Corporate Stock — Common   CONSTELLATION BRANDS INC CL A   300.00   12,029.00   12,855.00
Corporate Stock — Common   CONSTELLATION BRANDS INC CL A   25,600.00   866,125.26   1,096,960.00
Corporate Stock — Common   CONSTELLATION BRANDS INC CL A   14,400.00   591,360.48   617,040.00
Corporate Stock — Common   CONSTELLATION ENERGY GROUP INC COM   4,150.00   107,335.52   110,182.50
Corporate Stock — Common   CONSTELLATION ENERGY GROUP INC COM   250.00   9,506.13   6,637.50
Corporate Stock — Common   CONSTELLATION ENERGY GROUP INC COM   0   0   0
Corporate Stock — Common   CONTL AIRL INC CL B   24,900.00   744,597.39   652,629.00
Corporate Stock — Common   CONTL AIRL INC CL B   3,542.00   61,157.29   92,835.82
Corporate Stock — Common   CONVERGYS CORP COM   4,300.00   194,126.21   161,207.00
Corporate Stock — Common   COOPER COS INC COM NEW   102.00   4,635.25   5,097.96
Corporate Stock — Common   COOPER COS INC COM NEW   3,500.00   118,587.07   174,930.00
Corporate Stock — Common   COOPER IND INC COM   2,400.00   101,287.87   83,808.00
Corporate Stock — Common   COOPER TIRE & RUBBER CO COM, NO PAR   1,800.00   38,369.43   28,728.00
Corporate Stock — Common   COOPER TIRE & RUBBER CO COM, NO PAR   200.00   4,078.57   3,192.00
Corporate Stock — Common   COORS ADOLPH CO CL B   100.00   5,628.95   5,340.00
Corporate Stock — Common   COORS ADOLPH CO CL B   900.00   20,579.13   48,060.00
Corporate Stock — Common   COPART INC COM   12,300.00   317,362.28   447,351.00
Corporate Stock — Common   COPPER MTN NETWORKS INC COM   900.00   7,618.85   1,521.00
Corporate Stock — Common   COPYTELE INC COM   800.00   2,209.10   344.00
Corporate Stock — Common   CORAM HEALTHCARE CORP COM   95,477.00   132,617.25   57,286.20
Corporate Stock — Common   CORE LAB NV NLG0.03   1,200.00   27,756.00   16,824.00
Corporate Stock — Common   COREL CORP COM STK   1,422.00   11,260.24   2,701.80
Corporate Stock — Common   CORILLIAN CORP COM STK ISIN#US2187251093   500.00   1,819.95   2,395.00
Corporate Stock — Common   CORINTHIAN COLLEGES INC COM STK   6,800.00   225,755.58   278,052.00

Corporate Stock — Common   CORIXA CORP COM   55.00   4,396.53   828.85
Corporate Stock — Common   CORNERSTONE INTERNET SOLUTIONS CO COM   385.00   769.37   1.16
Corporate Stock — Common   CORNING INC COM   23,800.00   628,090.76   212,296.00
Corporate Stock — Common   CORNING INC COM   32,491.04   517,211.56   289,820.04
Corporate Stock — Common   CORONADO INDS INC COM   6,000.00   8,800.34   1,230.00
Corporate Stock — Common   CORPORATE EXECUTIVE BRD CO COMMON STOCK   4,700.00   197,408.96   172,490.00
Corporate Stock — Common   CORPORATE EXECUTIVE BRD CO COMMON STOCK   14,850.00   455,059.35   544,995.00
Corporate Stock — Common   CORPORATE EXECUTIVE BRD CO COMMON STOCK   5,240.00   151,808.66   192,308.00
Corporate Stock — Common   CORRIENTE RES INC COM   1,000.00   11,996.39   480.00
Corporate Stock — Common   CORVIS CORP COM   3,230.00   27,890.99   10,432.90
Corporate Stock — Common   COSINE COMMUNICATIONS INC COM   1,800.00   12,713.55   2,790.00
Corporate Stock — Common   COST-U-LESS INC COM   573.00   1,118.65   773.55
Corporate Stock — Common   COSTCO WHSL CORP NEW COM   11,400.00   157,738.60   505,932.00
Corporate Stock — Common   COSTCO WHSL CORP NEW COM   5,075.00   200,751.48   225,228.50
Corporate Stock — Common   COSTCO WHSL CORP NEW COM   37,900.00   1,617,632.25   1,682,002.00
Corporate Stock — Common   COUNTRYWIDE CR IND INC COM   3,100.00   105,992.66   127,007.00
Corporate Stock — Common   COUNTRYWIDE CR IND INC COM   590.68   18,641.24   24,200.32
Corporate Stock — Common   COUNTRYWIDE CR IND INC COM   20,500.00   942,516.99   839,885.00
Corporate Stock — Common   COVAD COMMUNICATIONS GROUP INC COM   17,015.00   30,690.77   48,662.90
Corporate Stock — Common   COVENTRY HLTH CARE INC COM   8,700.00   112,644.99   173,565.00
Corporate Stock — Common   COVENTRY HLTH CARE INC COM   100.00   2,594.50   1,995.00
Corporate Stock — Common   COX COMMUNICATIONS INC NEW CL A   184.00   15,321.56   7,711.44
Corporate Stock — Common   CP SHIPS LTD COM   2,075.00   6,687.53   22,534.50
Corporate Stock — Common   CRANE CO COM   1,537.00   20,835.93   39,408.68
Corporate Stock — Common   CREATIVE PRODS INTL INC COM   63.00   0   0.06
Corporate Stock — Common   CREE INC FORMERLY CREE RESH INC EFF 01/03/2000 COM COM   14,950.00   373,872.40   440,427.00
Corporate Stock — Common   CREE INC FORMERLY CREE RESH INC EFF 01/03/2000 COM COM   1,940.00   65,107.42   57,152.40
Corporate Stock — Common   CREO PRODS INC CDT-COM   27,600.00   352,706.74   356,316.00
Corporate Stock — Common   CRITICAL PATH INC COM   100.00   2,331.39   274.00
Corporate Stock — Common   CROMPTON CORP COM COM STK ISN# US2271161000   250.00   1,642.45   2,250.00
Corporate Stock — Common   CROSS CTRY INC COM   8,900.00   236,853.26   235,850.00
Corporate Stock — Common   CROSSMANN CMNTYS INC   1,000.00   36,938.40   33,000.00
Corporate Stock — Common   CROSSROADS SYS INC COM   2,500.00   19,469.95   11,225.00
Corporate Stock — Common   CROWN CASTLE INTL CORP COM STK   200.00   3,355.27   2,136.00
Corporate Stock — Common   CROWN CORK & SEAL CO INC COM   3,400.00   8,071.80   8,636.00
Corporate Stock — Common   CRYOLIFE INC COM   150.00   4,754.95   4,500.00
Corporate Stock — Common   CSX CORP COM   5,416.00   187,329.68   189,830.80
Corporate Stock — Common   CSX CORP COM   6,000.00   225,089.83   210,300.00
Corporate Stock — Common   CTS CORP COM   300.00   7,574.95   4,770.00
Corporate Stock — Common   CUBIST PHARMACEUTICALS INC COM   10,800.00   351,690.31   388,368.00
Corporate Stock — Common   CUBIST PHARMACEUTICALS INC COM   200.00   6,495.07   7,192.00
Corporate Stock — Common   CUMMINS INC   1,000.00   38,050.30   38,540.00
Corporate Stock — Common   CURAGEN CORP COM   354.00   14,628.41   7,918.98
Corporate Stock — Common   CUTTER & BUCK INC COM   400.00   5,582.92   1,504.00
Corporate Stock — Common   CV THERAPEUTICS INC COM   5,980.00   281,562.88   311,079.60
Corporate Stock — Common   CVS CORP COM STK   9,900.00   266,685.85   293,040.00
Corporate Stock — Common   CVS CORP COM STK   207.85   11,497.42   6,152.45
Corporate Stock — Common   CYBEAR GROUP COM NEW   137.00   21,403.18   45.21
Corporate Stock — Common   CYBERCARE INC COM STK   1,000.00   12,056.58   960.00
Corporate Stock — Common   CYCLOPSS CORP COM NEW   3,000.00   6,527.90   540.00
Corporate Stock — Common   CYGNUS INC COM   1,000.00   12,507.62   5,250.00
Corporate Stock — Common   CYLINK CORP COM   200.00   2,839.40   550.00
Corporate Stock — Common   CYMER INC COM   15,700.00   337,011.21   419,661.00
Corporate Stock — Common   CYPRESS SEMICONDUCTOR CORP COM   2,372.00   82,346.49   47,273.96
Corporate Stock — Common   CYTYC CORP COM   9,430.00   227,130.04   246,123.00
Corporate Stock — Common   CYTYC CORP COM   19,400.00   467,292.32   506,340.00
Corporate Stock — Common   CYTYC CORP COM   6,310.00   127,724.15   164,691.00
Corporate Stock — Common   CYTYC CORP COM   425.00   10,365.65   11,092.50

Corporate Stock — Common   D R HORTON INC COM   100.44   2,369.96   3,260.12
Corporate Stock — Common   D R HORTON INC COM   12,610.00   204,582.00   409,320.60
Corporate Stock — Common   DAIMLER CHRYSLER AG STK ISIN #DE0007100000 SEDOL # 5529027   1.00   33.33   41.67
Corporate Stock — Common   DAIMLER CHRYSLER AG STK ISIN #DE0007100000 SEDOL # 5529027   1,320.00   82,118.26   55,004.40
Corporate Stock — Common   DAISYTEK INTL CORP COM   11,700.00   76,887.72   154,089.00
Corporate Stock — Common   DANA CORP COM   3,716.00   97,959.70   51,578.08
Corporate Stock — Common   DANA CORP COM   27,300.00   654,929.76   378,924.00
Corporate Stock — Common   DANA CORP COM   27,500.00   709,800.38   381,700.00
Corporate Stock — Common   DANA CORP COM   800.00   25,864.87   11,104.00
Corporate Stock — Common   DANAHER CORP COM   3,600.00   165,178.28   217,116.00
Corporate Stock — Common   DARDEN RESTAURANTS INC COM   2,900.00   29,762.31   102,660.00
Corporate Stock — Common   DARDEN RESTAURANTS INC COM   31,700.00   781,607.00   1,122,180.00
Corporate Stock — Common   DATATEC SYS INC COM   100.00   1,620.17   91.00
Corporate Stock — Common   DAUGHERTY RES INC COM   1,500.00   2,324.90   1,305.00
Corporate Stock — Common   DAUPHIN TECH INC COM   8,200.00   21,620.59   8,856.00
Corporate Stock — Common   DAVITA INC COM   197.00   4,620.05   4,816.65
Corporate Stock — Common   DEAN FOODS CO NEW COM   8,550.00   435,987.94   583,110.00
Corporate Stock — Common   DEAN FOODS CO NEW COM   2,490.00   116,231.76   169,818.00
Corporate Stock — Common   DEERE & CO COM   22,000.00   475,847.87   960,520.00
Corporate Stock — Common   DEERE & CO COM   5,900.00   152,799.90   257,594.00
Corporate Stock — Common   DEERE & CO COM   8,800.00   355,535.22   384,208.00
Corporate Stock — Common   DEERE & CO COM   376.43   13,518.65   16,434.76
Corporate Stock — Common   DELANO TECHNOLOGY COM NPV   500.00   24,294.08   400.00
Corporate Stock — Common   DELHAIZE LE LION SA ADR   140.00   9,654.34   7,140.00
Corporate Stock — Common   DELL COMPUTER CORP COM   22,900.00   590,777.30   622,422.00
Corporate Stock — Common   DELL COMPUTER CORP COM   26,000.00   605,836.37   706,680.00
Corporate Stock — Common   DELL COMPUTER CORP COM   90,900.00   2,285,153.53   2,470,662.00
Corporate Stock — Common   DELL COMPUTER CORP COM   65,800.00   486,191.98   1,788,444.00
Corporate Stock — Common   DELL COMPUTER CORP COM   16,917.00   457,611.74   459,804.06
Corporate Stock — Common   DELPHI AUTOMOTIVE SYS CORP COM   60,000.00   855,375.72   819,600.00
Corporate Stock — Common   DELPHI AUTOMOTIVE SYS CORP COM   14,085.00   175,528.04   192,401.10
Corporate Stock — Common   DELPHI AUTOMOTIVE SYS CORP COM   827.67   8,694.52   11,305.92
Corporate Stock — Common   DELTA AIR LINES INC COM   5,900.00   222,091.58   172,634.00
Corporate Stock — Common   DELTA AIR LINES INC COM   3,100.00   111,941.54   90,706.00
Corporate Stock — Common   DELTA AIR LINES INC COM   1,590.76   41,488.15   46,545.70
Corporate Stock — Common   DELUXE CORP COM   1,700.00   47,894.50   70,686.00
Corporate Stock — Common   DELUXE CORP COM   100.00   4,178.95   4,158.00
Corporate Stock — Common   DELUXE CORP COM   16,400.00   558,305.76   681,912.00
Corporate Stock — Common   DENBURY RES INC COM NEW   7,049.00   50,117.35   51,528.19
Corporate Stock — Common   DENDRITE INTL INC COM   5,300.00   78,653.06   74,359.00
Corporate Stock — Common   DENTSPLY INTL INC NEW COM   6,240.00   282,512.05   313,248.00
Corporate Stock — Common   DEVON ENERGY CORP NEW COM   3,200.00   193,519.16   123,680.00
Corporate Stock — Common   DEVON ENERGY CORP NEW COM   442.14   22,387.82   17,088.63
Corporate Stock — Common   DEVON ENERGY CORP NEW COM   5,450.00   205,687.00   210,642.50
Corporate Stock — Common   DIAGNOSTIC PRODS CORP COM   6,100.00   300,521.40   268,095.00
Corporate Stock — Common   DIAL CORP NEW COM   22,100.00   373,879.51   379,015.00
Corporate Stock — Common   DIAL CORP NEW COM   100.00   1,787.95   1,715.00
Corporate Stock — Common   DIAL CORP NEW COM   35,200.00   608,510.69   603,680.00
Corporate Stock — Common   DIAMOND OFFSHORE DRILLING INC COM   409.85   14,201.57   12,459.38
Corporate Stock — Common   DIAMONDCLUSTER INTL INC CL A   12,300.00   115,620.00   161,130.00
Corporate Stock — Common   DIAMONDCLUSTER INTL INC CL A   550.00   6,431.47   7,205.00
Corporate Stock — Common   DIAMONDS TR UNIT SER 1   639.68   59,343.85   63,839.86
Corporate Stock — Common   DICE INC COM   50.00   2,610.48   90.00
Corporate Stock — Common   DIEBOLD INC COM   90.00   3,007.15   3,639.60
Corporate Stock — Common   DIEDRICH COFFEE INC COM NEW   500.00   10,278.60   1,950.00
Corporate Stock — Common   DIGIMARC CORP COM STK   1,200.00   26,354.20   22,296.00
Corporate Stock — Common   DIGITAL INSIGHT CORP COM STK   6,100.00   142,756.60   136,396.00
Corporate Stock — Common   DIGITAL LIGHTWAVE INC COM   1,500.00   14,707.00   14,070.00
Corporate Stock — Common   DIGITAL RECORDERS INC COM ISIN# US2538691013   600.00   3,906.25   1,440.00
Corporate Stock — Common   DIGITAL RIV INC COM   13,600.00   202,715.45   216,512.00
Corporate Stock — Common   DIGITAL RIV INC COM   1,560.00   19,281.93   24,835.20
Corporate Stock — Common   DILLARDS INC CL A COM   2,100.00   63,422.42   33,600.00

Corporate Stock — Common   DILLARDS INC CL A COM   19,800.00   547,777.66   316,800.00
Corporate Stock — Common   DIME BANCORP INC NEW LITIGATION TRACKINGWT EXP   19,970.00   3,135.93   2,995.50
Corporate Stock — Common   DIME CMNTY BANCORP INC COM   4,050.00   74,979.00   113,643.00
Corporate Stock — Common   DIMON INC COM   5,100.00   45,543.00   36,720.00
Corporate Stock — Common   DIPPY FOODS INC COM   4,500.00   2,979.44   202.50
Corporate Stock — Common   DIRECT FOCUS INC COM ISIN CA2549311082   13,080.00   348,137.18   408,096.00
Corporate Stock — Common   DIRECT FOCUS INC COM ISIN CA2549311082   10,800.00   178,285.44   336,960.00
Corporate Stock — Common   DIRECT FOCUS INC COM ISIN CA2549311082   12,200.00   311,975.30   380,640.00
Corporate Stock — Common   DIRECT FOCUS INC COM ISIN CA2549311082   987.00   28,478.44   30,794.40
Corporate Stock — Common   DISNEY WALT CO DISNEY COM COM   51,400.00   992,058.05   1,065,008.00
Corporate Stock — Common   DISPLAY TECHNOLOGIES INC COM   34.00   260.95   0.85
Corporate Stock — Common   DITECH COMMUNICATIONS CORP COM STK   1,000.00   12,833.62   6,020.00
Corporate Stock — Common   DIVINE INC CL A   624.00   3,803.65   461.76
Corporate Stock — Common   DIXON TICONDEROGA CO COM   3,000.00   4,704.85   4,500.00
Corporate Stock — Common   DOCENT INC COM   200.00   1,301.95   634.00
Corporate Stock — Common   DOCUMENTUM INC COM   9,600.00   185,416.44   208,512.00
Corporate Stock — Common   DOCUMENTUM INC COM   20,300.00   335,636.35   440,916.00
Corporate Stock — Common   DOCUMENTUM INC COM   1,000.00   11,967.45   21,720.00
Corporate Stock — Common   DOLE FOOD DE   15,100.00   564,466.69   405,133.00
Corporate Stock — Common   DOLE FOOD DE   568.00   9,926.35   15,239.44
Corporate Stock — Common   DOLE FOOD DE   4,400.00   119,336.18   118,052.00
Corporate Stock — Common   DOLLAR GEN CORP COM   8,332.00   183,146.89   124,146.80
Corporate Stock — Common   DOLLAR GEN CORP COM   3,116.12   45,716.99   46,430.22
Corporate Stock — Common   DOMINION RES INC VA NEW COM   6,602.00   248,823.65   396,780.20
Corporate Stock — Common   DOMINION RES INC VA NEW COM   200.00   9,440.09   12,020.00
Corporate Stock — Common   DOMTAR INC COM   87,500.00   786,266.10   882,000.00
Corporate Stock — Common   DONALDSON INC COM   3,700.00   113,701.00   143,708.00
Corporate Stock — Common   DONALDSON INC COM   8,100.00   276,893.64   314,604.00
Corporate Stock — Common   DONNELLEY R R & SONS CO COM   32,000.00   826,735.23   950,080.00
Corporate Stock — Common   DONNELLEY R R & SONS CO COM   2,900.00   83,284.33   86,101.00
Corporate Stock — Common   DORAL FINL CORP COM   11,610.00   371,520.00   362,348.10
Corporate Stock — Common   DORAL FINL CORP COM   9,300.00   219,167.41   290,253.00
Corporate Stock — Common   DORAL FINL CORP COM   500.00   14,776.09   15,605.00
Corporate Stock — Common   DOUBLECLICK INC COM   30,400.00   361,486.14   344,736.00
Corporate Stock — Common   DOUBLECLICK INC COM   1,730.00   24,225.18   19,618.20
Corporate Stock — Common   DOUBLECLICK INC COM   42,100.00   493,645.90   477,414.00
Corporate Stock — Common   DOVER CORP COM   161.75   6,705.32   5,996.22
Corporate Stock — Common   DOVER CORP COM   5,100.00   82,960.81   189,057.00
Corporate Stock — Common   DOW CHEM CO COM   53,500.00   1,257,087.45   1,807,230.00
Corporate Stock — Common   DOW CHEM CO COM   537.76   17,930.03   18,165.36
Corporate Stock — Common   DOW CHEM CO COM   22,688.00   500,969.87   766,400.64
Corporate Stock — Common   DOW CHEM CO COM   24,800.00   882,726.24   837,744.00
Corporate Stock — Common   DOW JONES & CO INC COM   2,100.00   78,206.53   114,933.00
Corporate Stock — Common   DPL CO COM   100.99   2,373.45   2,431.89
Corporate Stock — Common   DQE INC COM   1,000.00   18,740.00   18,930.00
Corporate Stock — Common   DRAGON PHARMEUCETICALS INC COM   700.00   3,067.35   1,274.00
Corporate Stock — Common   DRIVERSSHIELD COM CORP COM   30,500.00   57,640.11   38,430.00
Corporate Stock — Common   DRS TECHNOLOGIES INC COM   14,000.00   470,389.04   499,100.00
Corporate Stock — Common   DRUGSTORE COM INC COM ISIN #US2622411021   14,700.00   90,102.18   28,665.00
Corporate Stock — Common   DRUGSTORE COM INC COM ISIN #US2622411021   925.00   6,403.93   1,803.75
Corporate Stock — Common   DSL NET INC COM STOCK   600.00   8,176.90   756.00
Corporate Stock — Common   DSP GROUP INC COM   34,600.00   708,440.52   804,796.00
Corporate Stock — Common   DSP GROUP INC COM   1,150.00   27,479.24   26,749.00
Corporate Stock — Common   DTE ENERGY CO COM   165.23   5,419.47   6,929.54
Corporate Stock — Common   DTE ENERGY CO COM   4,100.00   130,179.28   171,954.00
Corporate Stock — Common   DU PONT E I DE NEMOURS & CO COM STK   2,415.53   103,164.26   102,684.05
Corporate Stock — Common   DU PONT E I DE NEMOURS & CO COM STK   25,816.00   865,121.34   1,097,438.16
Corporate Stock — Common   DUANE READE INC COM   8,000.00   240,099.20   242,800.00
Corporate Stock — Common   DUKE ENERGY CORP COM STK   1,866.06   73,552.51   73,261.63
Corporate Stock — Common   DUKE ENERGY CORP COM STK   19,594.00   363,249.02   769,260.44
Corporate Stock — Common   DUKE ENERGY CORP COM STK   15,200.00   584,004.42   596,752.00
Corporate Stock — Common   DURA AUTOMOTIVE SYS INC COM   2,000.00   34,058.40   22,000.00
Corporate Stock — Common   DVI INC COM   3,800.00   57,190.76   65,360.00
Corporate Stock — Common   DYNACQ INTL INC COM STK ISIN# US2679193068   300.00   6,055.98   6,681.00

Corporate Stock — Common   DYNEGY INC NEW CL A COM   300.35   12,712.93   7,659.00
Corporate Stock — Common   DYNEGY INC NEW CL A COM   8,800.00   450,368.09   224,400.00
Corporate Stock — Common   DYNEGY INC NEW CL A COM   31,600.00   1,194,205.85   805,800.00
Corporate Stock — Common   E DIGITAL CORP COM   1,541.00   13,357.81   2,034.12
Corporate Stock — Common   E PIPHANY INC COM   59,800.00   539,951.51   520,858.00
Corporate Stock — Common   E PIPHANY INC COM   500.00   4,575.99   4,355.00
Corporate Stock — Common   E SPIRE COMMUNICATIONS INC COM   1,800.00   10,501.41   196.20
Corporate Stock — Common   E*TRADE GROUP INC COM   51,500.00   411,100.08   527,875.00
Corporate Stock — Common   E*TRADE GROUP INC COM   4,123.00   38,088.18   42,260.75
Corporate Stock — Common   E*TRADE GROUP INC COM   17,000.00   160,004.00   174,250.00
Corporate Stock — Common   E*TRADE GROUP INC COM   40,000.00   239,031.96   410,000.00
Corporate Stock — Common   E*TRADE GROUP INC COM   20,110.00   181,599.36   206,127.50
Corporate Stock — Common   E-REX INC COM   2,500.00   2,339.57   70.00
Corporate Stock — Common   E-SIM LTD   200.00   2,017.45   63.00
Corporate Stock — Common   EAGLE WIRELESS INTL INC COM STK   400.00   3,659.48   244.00
Corporate Stock — Common   EARTH SCIENCES INC COM   2,000.00   3,583.65   640.00
Corporate Stock — Common   EARTHLINK INC COM STK   29,650.00   399,414.21   360,840.50
Corporate Stock — Common   EARTHLINK INC COM STK   13,372.00   249,350.36   162,737.24
Corporate Stock — Common   EARTHLINK INC COM STK   54,500.00   766,924.58   663,265.00
Corporate Stock — Common   EARTHLINK INC COM STK   22.00   382.54   267.74
Corporate Stock — Common   EARTHLINK INC COM STK   14,170.00   193,504.56   172,448.90
Corporate Stock — Common   EARTHSHELL CORP COM   3,014.00   11,230.08   6,028.00
Corporate Stock — Common   EASTMAN CHEM CO COM   14,500.00   803,582.30   565,790.00
Corporate Stock — Common   EASTMAN CHEM CO COM   1,925.00   44,688.35   75,113.50
Corporate Stock — Common   EASTMAN KODAK CO COM   23,000.00   1,065,671.40   676,890.00
Corporate Stock — Common   EASTMAN KODAK CO COM   7,300.00   389,600.45   214,839.00
Corporate Stock — Common   EASTMAN KODAK CO COM   1,625.30   70,371.53   47,832.46
Corporate Stock — Common   EASTN AMERN NAT GAS TR SPERS RCPT REPSTGDEPOS U NIT & $20   57.97   1,082.00   1,086.84
Corporate Stock — Common   EATON CORP COM   1,700.00   73,986.62   126,497.00
Corporate Stock — Common   EATON VANCE CORP COM NON VTG   10,200.00   307,346.60   362,610.00
Corporate Stock — Common   EATON VANCE CORP COM NON VTG   200.00   4,179.95   7,110.00
Corporate Stock — Common   EBAY INC COM   16,600.00   792,826.37   1,110,540.00
Corporate Stock — Common   EBAY INC COM   2,344.00   133,568.26   156,813.60
Corporate Stock — Common   ECHO BAY MINES LTD COM   3,000.00   12,052.24   1,590.00
Corporate Stock — Common   ECHOSTAR COMMUNICATIONS CORP NEW CL A   15,298.00   355,978.52   420,236.06
Corporate Stock — Common   ECOLAB INC COM   3,200.00   42,626.64   128,800.00
Corporate Stock — Common   ECONNECT COM   5,850.00   13,907.75   251.55
Corporate Stock — Common   ECTEL LTD   45.00   856.45   779.40
Corporate Stock — Common   ED MGMT CORP COM   7,300.00   244,476.27   264,625.00
Corporate Stock — Common   ED MGMT CORP COM   9,610.00   288,922.91   348,362.50
Corporate Stock — Common   EDELBROCK CORP COM   100.00   2,112.52   1,008.00
Corporate Stock — Common   EDISON INTL COM   8,200.00   162,137.01   123,820.00
Corporate Stock — Common   EDISON SCHS INC CL A   20,500.00   308,899.68   402,825.00
Corporate Stock — Common   EDULINK INC COM STK   25,000.00   12,103.00   362.50
Corporate Stock — Common   EDWARDS A.G INC COM   18,410.00   826,436.63   813,169.70
Corporate Stock — Common   EDWARDS J D & CO COM   17,576.00   281,077.86   289,125.20
Corporate Stock — Common   EDWARDS J D & CO COM   500.00   9,460.64   8,225.00
Corporate Stock — Common   EEX CORP COM NEW   34,700.00   98,146.32   63,848.00
Corporate Stock — Common   EGAIN COMMUNICATIONS CORP COM STCK   100.00   898.18   140.00
Corporate Stock — Common   EGAMES INC COM   2,000.00   3,059.90   240.00
Corporate Stock — Common   EGGHEAD COM INC NEW COM   510.00   9,137.27   0.77
Corporate Stock — Common   EL PASO CORP COM   7,000.00   255,028.85   312,270.00
Corporate Stock — Common   EL PASO CORP COM   12,888.00   349,867.61   574,933.68
Corporate Stock — Common   EL PASO CORP COM   888.69   55,687.67   39,644.24
Corporate Stock — Common   ELANTEC SEMICONDUCTOR INC COM   6,140.00   210,412.16   235,776.00
Corporate Stock — Common   ELCOM INTL INC COM COM STK   75.00   663.20   103.43
Corporate Stock — Common   ELEC FL CORP COM   19,050.00   58,183.01   31,623.00
Corporate Stock — Common   ELECTR ARTS COM   260.00   16,222.40   15,587.00
Corporate Stock — Common   ELECTR DATA SYS CORP NEW COM   22,400.00   1,362,722.11   1,535,520.00
Corporate Stock — Common   ELECTR DATA SYS CORP NEW COM   93.00   6,245.49   6,375.15
Corporate Stock — Common   ELECTR DATA SYS CORP NEW COM   11,900.00   502,810.11   815,745.00
Corporate Stock — Common   ELECTR DATA SYS CORP NEW COM   14,600.00   871,843.38   1,000,830.00
Corporate Stock — Common   ELECTR DATA SYS CORP NEW COM   18,000.00   878,591.72   1,233,900.00
Corporate Stock — Common   ELECTRIC CITY CORP COM   200.00   1,474.76   250.00

Corporate Stock — Common   ELECTRO-CHEMICAL TECHNOLOGIES LTD COM NEW   19,000.00   13,221.10   7,600.00
Corporate Stock — Common   ELECTRONICS BOUTIQUE HLDGS CORP COM   5,380.00   169,795.18   214,877.20
Corporate Stock — Common   ELECTRONICS BOUTIQUE HLDGS CORP COM   8,600.00   287,849.45   343,484.00
Corporate Stock — Common   ELECTRONICS FOR IMAGING INC COM   1,300.00   28,702.08   29,003.00
Corporate Stock — Common   ELI LILLY & CO COM   209.01   14,781.67   16,415.80
Corporate Stock — Common   ELI LILLY & CO COM   28,300.00   857,246.56   2,222,682.00
Corporate Stock — Common   ELOQUENT INC COM STK   8,300.00   64,293.65   5,229.00
Corporate Stock — Common   ELTEK LTD ORD COM   250.00   989.95   430.00
Corporate Stock — Common   EMAGIN CORP COM EMAGIN CORPORATION DE   1,653.00   25,063.03   694.26
Corporate Stock — Common   EMB CORP COM PAR $6,000.00   1,792.20   1,140.00    
Corporate Stock — Common   EMC CORP COM   55,900.00   665,425.87   751,296.00
Corporate Stock — Common   EMC CORP COM   23,900.00   302,879.99   321,216.00
Corporate Stock — Common   EMC CORP COM   32,221.00   555,260.24   433,050.24
Corporate Stock — Common   EMCOR GROUP INC COM   173.00   6,976.65   7,854.20
Corporate Stock — Common   EMCOR GROUP INC COM   4,800.00   165,032.80   217,920.00
Corporate Stock — Common   EMERSON ELEC CO COM   10,800.00   370,090.10   616,680.00
Corporate Stock — Common   EMERSON ELEC CO COM   400.00   22,581.35   22,840.00
Corporate Stock — Common   EMERSON RADIO CORP COM NEW   500.00   998.70   745.00
Corporate Stock — Common   EMISPHERE TECHNOLOGIES ASSOC INC COM   4,000.00   72,653.00   127,640.00
Corporate Stock — Common   EMOBILE DATA CORP COM   500.00   1,570.00   90.00
Corporate Stock — Common   EMP SOLUTIONS INC   1,200.00   1,488.07   1.32
Corporate Stock — Common   EMP SOLUTIONS INC   1,762.00   0   1.94
Corporate Stock — Common   EMULEX CORP COM NEW   16,330.00   489,223.73   645,198.30
Corporate Stock — Common   EMULEX CORP COM NEW   3,750.00   105,099.55   148,162.50
Corporate Stock — Common   EN POINTE TECHNOLOGIES INC COM   4,000.00   7,509.80   8,120.00
Corporate Stock — Common   ENAMELON INC COM   4,300.00   10,061.94   38.70
Corporate Stock — Common   ENCOMPASS SVCS CORP COM   13,000.00   28,590.06   37,700.00
Corporate Stock — Common   ENDOCARE INC COM   17,400.00   64,637.75   311,982.00
Corporate Stock — Common   ENERGY CONVERSION DEVICES INC COM   100.00   1,729.95   1,897.00
Corporate Stock — Common   ENERGY E. CORP COM   183.53   606.96   3,485.23
Corporate Stock — Common   ENERGY PWR SYS COM NPV   2,400.00   10,791.95   10,080.00
Corporate Stock — Common   ENERPLUS RES FD TR UNIT SER G NEW ISIN CA29274D6046   1,100.00   17,177.48   17,116.00
Corporate Stock — Common   ENGAGE INC COM ISIN US2928271020   1,000.00   1,654.95   440.00
Corporate Stock — Common   ENGELHARD CORP COM   1,294.39   30,221.58   35,828.72
Corporate Stock — Common   ENGELHARD CORP COM   3,250.00   51,418.41   89,960.00
Corporate Stock — Common   ENGELHARD CORP COM   22,000.00   323,580.87   608,960.00
Corporate Stock — Common   ENGINEERED SUPPORT SYS INC COM   11,400.00   493,617.28   389,994.00
Corporate Stock — Common   ENRON CORP COM   47,064.19   49,605.65   28,238.51
Corporate Stock — Common   ENSCO INTL INC COM   2,301.96   56,876.75   57,203.81
Corporate Stock — Common   ENSCO INTL INC COM   12,280.00   262,242.30   305,158.00
Corporate Stock — Common   ENTEGRIS INC COM   186.00   2,038.26   2,038.56
Corporate Stock — Common   ENTERASYS NETWORKS INC COM   2,236.00   31,725.98   19,788.60
Corporate Stock — Common   ENTERCOM COMMUNICATIONS CORP CL A   8,000.00   360,413.20   400,000.00
Corporate Stock — Common   ENTERGY CORP NEW COM   45.00   1,994.20   1,759.95
Corporate Stock — Common   ENTERGY CORP NEW COM   5,600.00   152,730.75   219,016.00
Corporate Stock — Common   ENTERPRISE TECHNOLOGIES INC NEV COM   3,000.00   6,879.80   40.50
Corporate Stock — Common   ENTMNT TECHNOLOGIES & PROGRAMS INC COM   990,489.00   342,212.31   49,524.45
Corporate Stock — Common   ENTRADA NETWORKS INC COM   25.00   988.20   3.00
Corporate Stock — Common   ENTREMED INC COM   500.00   18,754.55   4,225.00
Corporate Stock — Common   ENTRUST INC   1,400.00   39,975.45   14,266.00
Corporate Stock — Common   ENZO BIOCHEM INC COM   5,019.00   112,471.45   117,946.50
Corporate Stock — Common   ENZON INC COM   100.00   3,004.95   5,628.00
Corporate Stock — Common   ENZON INC COM   6,500.00   414,408.80   365,820.00
Corporate Stock — Common   EOG RESOURCES INC COM   2,900.00   123,111.34   113,419.00
Corporate Stock — Common   EOG RESOURCES INC COM   100.00   3,613.00   3,911.00
Corporate Stock — Common   EOG RESOURCES INC COM   14,300.00   507,090.84   559,273.00
Corporate Stock — Common   EON COMMUNICATIONS CORP COM   300.00   4,022.40   213.00
Corporate Stock — Common   EPICOR SOFTWARE CORP COM   2,500.00   13,520.64   3,725.00
Corporate Stock — Common   EPIQ SYS INC COM   5,500.00   105,935.72   106,425.00
Corporate Stock — Common   EPIQ SYS INC COM   260.00   4,678.75   5,031.00
Corporate Stock — Common   EQUIFAX INC COM   3,700.00   70,762.40   89,355.00
Corporate Stock — Common   ESENJAY EXPL INC COM   1,000.00   4,217.45   2,960.00

Corporate Stock — Common   ESPERION THERAPEUTICS INC COM   24,800.00   336,763.83   182,280.00
Corporate Stock — Common   ESS TECH INC COM   1,150.00   22,509.98   24,449.00
Corporate Stock — Common   ESTERLINE TECHNOLOGIES CORP COM STK   6,100.00   127,242.74   97,661.00
Corporate Stock — Common   ETHAN ALLEN INTERIORS INC COM   95.00   3,431.90   3,951.05
Corporate Stock — Common   ETOYS INC COM   6,000.00   6,219.47   34.20
Corporate Stock — Common   ETRAVELSERVE.COM INC COM   7,000.00   3,846.00   0.70
Corporate Stock — Common   EUROPEAN MINERALS CORP COM   500.00   3,503.61   40.00
Corporate Stock — Common   EVERGREEN RES INC COM NO PAR   1,500.00   57,074.89   57,915.00
Corporate Stock — Common   EXABYTE CORP   6,500.00   58,172.40   6,955.00
Corporate Stock — Common   EXABYTE CORP   5,500.00   10,389.77   5,885.00
Corporate Stock — Common   EXCEL TECH INC COM   1,600.00   45,657.90   27,840.00
Corporate Stock — Common   EXCELON CORP COM   960.00   3,797.63   1,123.20
Corporate Stock — Common   EXCO RES INC COM PAR $0.02   200.00   3,329.95   3,360.00
Corporate Stock — Common   EXELIXIS INC COM STK ISIN# US30161Q1040   1,000.00   16,429.95   16,620.00
Corporate Stock — Common   EXELON CORP COM   0.12   7.85   5.65
Corporate Stock — Common   EXELON CORP COM   8,125.00   244,255.58   389,025.00
Corporate Stock — Common   EXIDE TECHNOLOGIES   50.00   1,392.15   61.50
Corporate Stock — Common   EXODUS COMMUNICATIONS INC COM STK ISIN# US3020881096   14,209.00   9,403.99   554.15
Corporate Stock — Common   EXPEDITORS INTL WASH INC COM   12,490.00   641,215.92   711,305.50
Corporate Stock — Common   EXPRESS SCRIPTS INC COM   14,900.00   520,931.30   696,724.00
Corporate Stock — Common   EXPRESS SCRIPTS INC COM   165.00   9,591.70   7,715.40
Corporate Stock — Common   EXPRESS SCRIPTS INC COM   5,740.00   255,418.76   268,402.40
Corporate Stock — Common   EXTD STAY AMER INC COM   11,800.00   140,326.08   193,520.00
Corporate Stock — Common   EXTD STAY AMER INC COM   200.00   3,531.95   3,280.00
Corporate Stock — Common   EXTD SYS INC COM   2,000.00   13,933.29   14,960.00
Corporate Stock — Common   EXTREME NETWORKS INC COM   31,210.00   418,944.31   402,609.00
Corporate Stock — Common   EXTREME NETWORKS INC COM   150.00   1,959.24   1,935.00
Corporate Stock — Common   EXTREME NETWORKS INC COM   12,500.00   393,210.12   161,250.00
Corporate Stock — Common   EXTREME NETWORKS INC COM   29,020.00   367,058.48   374,358.00
Corporate Stock — Common   EXULT INC COM COM STK   31,320.00   372,448.89   502,686.00
Corporate Stock — Common   EXXON MOBIL CORP COM   172,366.00   3,342,908.19   6,773,983.80
Corporate Stock — Common   EXXON MOBIL CORP COM   9,239.89   352,299.99   363,127.64
Corporate Stock — Common   EXXON MOBIL CORP COM   99,900.00   4,117,012.87   3,926,070.00
Corporate Stock — Common   F P L GROUP INC COM   83.11   4,223.24   4,687.46
Corporate Stock — Common   F P L GROUP INC COM   4,400.00   175,084.09   248,160.00
Corporate Stock — Common   F5 NETWORKS INC COM STK   155.00   8,215.02   3,338.70
Corporate Stock — Common   FACTSET RESH SYS INC COM   3,500.00   104,492.50   122,325.00
Corporate Stock — Common   FAIR ISAAC & CO INC COM   6,850.00   420,088.77   431,687.00
Corporate Stock — Common   FAIRCHILD SEMICONDUCTOR INTL INC CL A   16,000.00   361,098.44   451,200.00
Corporate Stock — Common   FAIRCHILD SEMICONDUCTOR INTL INC CL A   700.00   14,169.95   19,740.00
Corporate Stock — Common   FAMILY DLR STORES INC COM   400.00   6,944.97   11,992.00
Corporate Stock — Common   FAMILY DLR STORES INC COM   4,300.00   123,141.25   128,914.00
Corporate Stock — Common   FANTASTIC CORPORATION ORD   6,000.00   37,798.00   1,746.00
Corporate Stock — Common   FDRY NETWORKS INC COM   2,765.00   34,746.23   22,534.75
Corporate Stock — Common   FED AGRIC MTG CORP CL C   1,200.00   53,279.40   48,600.00
Corporate Stock — Common   FED MOGUL CORP COM   22,950.03   35,480.33   18,130.52
Corporate Stock — Common   FEDEX CORP COM   38,000.00   695,553.91   1,971,440.00
Corporate Stock — Common   FEDEX CORP COM   7,480.00   161,990.75   388,062.40
Corporate Stock — Common   FEDEX CORP COM   1,300.00   53,068.93   67,444.00
Corporate Stock — Common   FEDEX CORP COM   12,300.00   608,838.93   638,124.00
Corporate Stock — Common   FEDT DEPT STORES INC DEL COM   40,400.00   1,603,566.65   1,652,360.00
Corporate Stock — Common   FEDT DEPT STORES INC DEL COM   4,900.00   158,475.18   200,410.00
Corporate Stock — Common   FEDT DEPT STORES INC DEL COM   13,500.00   542,232.10   552,150.00
Corporate Stock — Common   FEDT INVESTORS INC CL B   20,350.00   455,977.54   648,758.00
Corporate Stock — Common   FHLMC VTG COM   43,000.00   2,743,067.03   2,812,200.00
Corporate Stock — Common   FHLMC VTG COM   17,500.00   378,232.72   1,144,500.00
Corporate Stock — Common   FHLMC VTG COM   9,600.00   629,631.23   627,840.00
Corporate Stock — Common   FHLMC VTG COM   13,200.00   841,376.28   863,280.00
Corporate Stock — Common   FHLMC VTG COM   400.00   26,125.40   26,160.00
Corporate Stock — Common   FID NATL FINL INC COM   27,200.00   669,886.54   674,560.00
Corporate Stock — Common   FID NATL FINL INC COM   100.00   2,353.95   2,480.00
Corporate Stock — Common   FID NATL FINL INC COM   26,730.00   607,078.10   662,904.00
Corporate Stock — Common   FIELDS TECHNOLOGIES INC COM   5,000.00   2,626.50   487.50
Corporate Stock — Common   FINISAR CORP COM   43,600.00   441,027.46   443,412.00

Corporate Stock — Common   FINISAR CORP COM   38,320.00   299,043.47   389,714.40
Corporate Stock — Common   FINISAR CORP COM   1,600.00   26,843.54   16,272.00
Corporate Stock — Common   FINISH LINE INC CL A   3,400.00   38,600.88   51,986.00
Corporate Stock — Common   FINOVA GROUP INC COM   2,300.00   10,205.32   1,403.00
Corporate Stock — Common   FIRST DATA CORP COM   9,600.00   320,621.78   753,120.00
Corporate Stock — Common   FIRST DATA CORP COM   362.00   17,675.21   28,398.90
Corporate Stock — Common   FIRSTENERGY CORP COM   200.00   6,641.95   6,996.00
Corporate Stock — Common   FIRSTENERGY CORP COM   7,455.00   185,218.41   260,775.90
Corporate Stock — Common   FIRSTFED FINL CORP DEL COM   6,800.00   128,027.00   174,284.00
Corporate Stock — Common   FIRSTFED FINL CORP DEL COM   20,200.00   627,045.78   517,726.00
Corporate Stock — Common   FISERV INC COM   8,245.00   269,144.33   348,928.40
Corporate Stock — Common   FISERV INC COM   4,750.00   142,960.64   201,020.00
Corporate Stock — Common   FLAGSTAR BANCORP INC COM   3,200.00   63,910.40   64,416.00
Corporate Stock — Common   FLEETBOSTON FINL CORP COM STK   26,346.00   666,900.69   961,629.00
Corporate Stock — Common   FLEETBOSTON FINL CORP COM STK   40,948.00   1,421,665.14   1,494,602.00
Corporate Stock — Common   FLEETBOSTON FINL CORP COM STK   365.87   12,390.45   13,354.36
Corporate Stock — Common   FLEMING COS INC COM   13,200.00   250,793.40   244,200.00
Corporate Stock — Common   FLEMING COS INC COM   615.00   16,294.49   11,377.50
Corporate Stock — Common   FLEXTRONICS INTL LTD COM STK   2,130.00   46,122.92   51,098.70
Corporate Stock — Common   FLEXTRONICS INTL LTD COM STK   65,800.00   1,569,473.70   1,578,542.00
Corporate Stock — Common   FLIR SYS INC COM   400.00   6,929.53   15,168.00
Corporate Stock — Common   FLIR SYS INC COM   2,400.00   89,253.84   91,008.00
Corporate Stock — Common   FLOWERS FOODS INC COM   120.00   4,993.00   4,790.40
Corporate Stock — Common   FLUOR CORP NEW COM   2,000.00   65,735.97   74,800.00
Corporate Stock — Common   FLUOR CORP NEW COM   372.26   14,884.71   13,922.60
Corporate Stock — Common   FLUOR CORP NEW COM   12,500.00   334,246.46   467,500.00
Corporate Stock — Common   FMC CORP COM (NEW)   800.00   42,844.44   47,600.00
Corporate Stock — Common   FNMA COM STK   8,500.00   686,694.20   675,750.00
Corporate Stock — Common   FNMA COM STK   25,200.00   651,353.01   2,003,400.00
Corporate Stock — Common   FNMA COM STK   9,300.00   725,758.66   739,350.00
Corporate Stock — Common   FNMA COM STK   6,100.00   498,554.20   484,950.00
Corporate Stock — Common   FNMA COM STK   687.72   52,196.92   54,673.50
Corporate Stock — Common   FNMA COM STK   16,100.00   1,094,644.79   1,279,950.00
Corporate Stock — Common   FONAR CORP COM   3,800.00   8,348.91   4,522.00
Corporate Stock — Common   FONIX CORP DEL COM   250.00   522.45   26.00
Corporate Stock — Common   FOOD TECH SVC INC COM   7,800.00   20,128.82   11,310.00
Corporate Stock — Common   FOOT LOCKER INC COM   33,190.00   452,665.69   519,423.50
Corporate Stock — Common   FORD MTR CO DEL COM PAR $0.01   45,600.00   857,944.32   716,832.00
Corporate Stock — Common   FORD MTR CO DEL COM PAR $0.01   15,977.61   353,415.22   251,167.97
Corporate Stock — Common   FORD MTR CO DEL COM PAR $0.01   23,000.00   282,126.65   361,560.00
Corporate Stock — Common   FOREST LAB INC COM   11,600.00   574,797.35   950,620.00
Corporate Stock — Common   FOREST LAB INC COM   135.00   8,933.41   11,063.25
Corporate Stock — Common   FOREST LAB INC COM   4,500.00   301,530.87   368,775.00
Corporate Stock — Common   FOREST OIL CORP COM PAR $0.01   10,970.00   302,296.63   309,463.70
Corporate Stock — Common   FOREST OIL CORP COM PAR $0.01   100.00   2,649.50   2,821.00
Corporate Stock — Common   FORTEL INC CAL COM   400.00   1,697.24   50.00
Corporate Stock — Common   FORTUNE BRANDS INC COM STK   3,700.00   94,178.50   146,483.00
Corporate Stock — Common   FOSTER WHEELER LTD   172.00   2,059.50   877.20
Corporate Stock — Common   FOUNDERS HOLDINGS LTD   5,000.00   6,725.00   800.00
Corporate Stock — Common   FOURTHSTAGE TECHNOLOGIES INC COM   1,100.00   1,679.90   242.00
Corporate Stock — Common   FREDS INC CL A   4,100.00   112,139.30   167,936.00
Corporate Stock — Common   FREEMARKETS INC COM   100.00   1,712.48   2,397.00
Corporate Stock — Common   FREEPORT MCMORAN C & G CL B COM STK   800.00   14,019.19   10,712.00
Corporate Stock — Common   FREEPORT MCMORAN C & G CL B COM STK   3,600.00   94,256.72   48,204.00
Corporate Stock — Common   FRESH DEL MONTE PRODUCE INC COM STK   16,900.00   246,484.54   254,345.00
Corporate Stock — Common   FRKLN RES INC COM   6,600.00   336,708.99   232,782.00
Corporate Stock — Common   FRKLN RES INC COM   20.46   642.27   721.52
Corporate Stock — Common   FRKLN RES INC COM   28,700.00   1,177,767.76   1,012,249.00
Corporate Stock — Common   FRONTIER AIRLS INC NEW COM   5,870.00   66,539.77   99,790.00
Corporate Stock — Common   FRONTIER OIL CORP COM   11,600.00   161,588.00   193,024.00
Corporate Stock — Common   FRONTLINE CAP GROUP COM   4,600.00   496.90   506.00
Corporate Stock — Common   FRONTLINE LTD COM   100.00   1,404.95   890.00
Corporate Stock — Common   FRUIT OF LOOM INC CL A GCI COM STK   500.00   214.95   115.00
Corporate Stock — Common   FSI INTL INC COM   10,400.00   227,543.68   95,888.00
Corporate Stock — Common   FUELCELL ENERGY INC COM   600.00   14,150.00   10,884.00

Corporate Stock — Common   FULLER H B CO COM   2,200.00   50,038.45   63,294.00
Corporate Stock — Common   FURNITURE BRANDS INTL INC COM   29.00   728.08   928.58
Corporate Stock — Common   GA PAC CORP   5,801.00   138,665.29   160,165.61
Corporate Stock — Common   GA PAC CORP   30,500.00   1,055,377.47   842,105.00
Corporate Stock — Common   GABELLI AST MGMT INC CL A   1,000.00   29,444.26   43,200.00
Corporate Stock — Common   GANNETT INC COM   6,700.00   215,638.50   450,441.00
Corporate Stock — Common   GAP INC COM   15,000.00   191,920.79   209,100.00
Corporate Stock — Common   GAP INC COM   1,394.17   35,062.64   19,434.66
Corporate Stock — Common   GAP INC COM   21,712.00   171,869.65   302,665.28
Corporate Stock — Common   GARDENBURGER INC COM   100.00   1,129.95   27.00
Corporate Stock — Common   GARTNER GROUP INC NEW CL A COM   1,500.00   23,532.76   17,535.00
Corporate Stock — Common   GATEWAY INC COM   8,200.00   241,044.59   65,928.00
Corporate Stock — Common   GATEWAY INC COM   1,760.00   32,779.61   14,150.40
Corporate Stock — Common   GDR ASHANTI GOLDFIELDS LTD GLOBAL DEPOS RCPT   200.00   2,720.01   850.00
Corporate Stock — Common   GDR SWISSCOM SPONSORED ADR   80.00   2,336.17   2,220.00
Corporate Stock — Common   GEMSTAR-TV GUIDE INTL INC COM   4,000.00   113,876.69   110,800.00
Corporate Stock — Common   GEN DYNAMICS CORP COM   5,100.00   210,025.42   406,164.00
Corporate Stock — Common   GEN DYNAMICS CORP COM   750.00   59,953.73   59,730.00
Corporate Stock — Common   GEN ELEC CO COM   78,000.00   3,292,109.41   3,126,240.00
Corporate Stock — Common   GEN ELEC CO COM   250,200.00   3,327,894.89   10,028,016.00
Corporate Stock — Common   GEN ELEC CO COM   46,168.55   1,877,633.50   1,850,435.64
Corporate Stock — Common   GEN ELEC CO COM   109,000.00   3,827,861.90   4,368,720.00
Corporate Stock — Common   GEN ELEC CO COM   54,900.00   2,648,052.28   2,200,392.00
Corporate Stock — Common   GEN MAGIC INC COM   1,300.00   3,281.84   507.00
Corporate Stock — Common   GEN MILLS INC COM   2,090.00   93,191.75   108,700.90
Corporate Stock — Common   GEN MILLS INC COM   9,200.00   281,522.34   478,492.00
Corporate Stock — Common   GEN MTRS CORP CL H NEW   69.00   960.94   1,066.05
Corporate Stock — Common   GENCORP INC COM   5,800.00   49,213.00   81,838.00
Corporate Stock — Common   GENE LOGIC INC COM   40.00   2,027.45   753.60
Corporate Stock — Common   GENELABS TECHNOLOGIES INC COM   800.00   9,243.47   1,480.00
Corporate Stock — Common   GENENTECH INC COM STK   993.00   53,091.15   53,870.25
Corporate Stock — Common   GENERAL MOTORS CORP COMMON STOCK   7,500.00   238,022.96   364,500.00
Corporate Stock — Common   GENERAL MOTORS CORP COMMON STOCK   14,000.00   551,879.31   680,400.00
Corporate Stock — Common   GENERAL MOTORS CORP COMMON STOCK   1,467.44   80,182.81   71,317.39
Corporate Stock — Common   GENERAL MOTORS CORP COMMON STOCK   7,200.00   454,925.72   349,920.00
Corporate Stock — Common   GENERATION ENTMT CORP COM   5,000.00   1,500.00   0.50
Corporate Stock — Common   GENESCO INC COM   300.00   9,623.95   6,228.00
Corporate Stock — Common   GENOME THERAPEUTICS CORP COM   700.00   9,982.91   4,767.00
Corporate Stock — Common   GENTEX CORP COM   150.00   3,920.61   4,009.50
Corporate Stock — Common   GENTIVA HLTH SVCS INC COM   23,200.00   489,381.98   509,240.00
Corporate Stock — Common   GENUINE PARTS CO COM   4,325.00   100,294.47   158,727.50
Corporate Stock — Common   GENUINE PARTS CO COM   1,025.32   26,878.78   37,629.13
Corporate Stock — Common   GENUINE PARTS CO COM   47,000.00   1,266,511.38   1,724,900.00
Corporate Stock — Common   GENUITY INC CL A   17,500.00   49,700.00   27,650.00
Corporate Stock — Common   GENUITY INC CL A   604.00   3,023.67   954.32
Corporate Stock — Common   GENZYME CORP COM   5,300.00   306,080.00   317,258.00
Corporate Stock — Common   GENZYME CORP COM   100.00   5,091.95   5,986.00
Corporate Stock — Common   GENZYME CORP COM   10,030.00   515,857.37   600,395.80
Corporate Stock — Common   GENZYME CORP COM BIOSURGERY DIV   182.00   1,427.53   966.42
Corporate Stock — Common   GENZYME CORP COM-MOLECULAR ONCOLOGY DIV   200.00   1,943.25   1,600.00
Corporate Stock — Common   GENZYME TRANSGENICS CORP COM   150.00   862.45   873.00
Corporate Stock — Common   GEOTEK COMMUNICATIONS INC COM   3,000.00   10,240.33   0
Corporate Stock — Common   GEOWORKS COM   900.00   3,104.20   882.00
Corporate Stock — Common   GERBER SCIENTIFIC INC COM   1,500.00   13,717.50   13,950.00
Corporate Stock — Common   GETTY IMAGES INC COM   97.00   2,803.76   2,229.06
Corporate Stock — Common   GETTY IMAGES INC COM   25,790.00   746,048.06   592,654.20
Corporate Stock — Common   GETTY IMAGES INC COM   11,430.00   233,856.06   262,661.40
Corporate Stock — Common   GETTY RLTY CORP NEW COM   200.00   3,659.95   3,770.00
Corporate Stock — Common   GILEAD SCI INC COM   6,500.00   432,896.91   427,180.00
Corporate Stock — Common   GILLETTE CO COM   849.91   27,836.95   28,387.06
Corporate Stock — Common   GILLETTE CO COM   26,576.00   647,510.69   887,638.40
Corporate Stock — Common   GLACIER BANCORP INC NEW COM   440.00   6,409.95   9,160.80
Corporate Stock — Common   GLAMIS GOLD LTD COM   6,890.00   18,812.92   24,872.90

Corporate Stock — Common   GLAXO SMITHKLINE SPONS ADR   14,300.00   766,450.64   712,426.00
Corporate Stock — Common   GLAXO SMITHKLINE SPONS ADR   526.00   28,447.51   26,205.32
Corporate Stock — Common   GLENAYRE TECHNOLOGIES INC COM   202.00   2,500.78   329.26
Corporate Stock — Common   GLOBAL CROSSING LTD COM   120,455.00   437,026.38   101,182.20
Corporate Stock — Common   GLOBAL MED TECHNOLOGIES INC COM STK   1,000.00   869.77   700.00
Corporate Stock — Common   GLOBAL PMTS INC COM   3,700.00   118,585.00   127,280.00
Corporate Stock — Common   GLOBAL PMTS INC COM   7,400.00   250,424.31   254,560.00
Corporate Stock — Common   GLOBAL PWR EQUIP GROUP INC COM   4,000.00   49,280.00   60,200.00
Corporate Stock — Common   GLOBAL SANTA FE CORP   465.00   14,059.63   13,261.80
Corporate Stock — Common   GLOBAL TELEMEDIA INTL INC COM NEW   160.00   773.95   1.84
Corporate Stock — Common   GLOBAL TELESYSTEMS INC CDT-COM   100.00   422.93   0.61
Corporate Stock — Common   GLOBALSTAR TELECOMMUNICATIONS LTD COM ISIN # BMG3983OH104   46,927.00   239,277.55   7,602.17
Corporate Stock — Common   GLOBESPAN VIRATA INC COM   30,910.00   390,930.35   400,284.50
Corporate Stock — Common   GLOBESPAN VIRATA INC COM   9,200.00   120,013.08   119,140.00
Corporate Stock — Common   GLOBESPAN VIRATA INC COM   255.00   15,263.02   3,302.25
Corporate Stock — Common   GLOBESPAN VIRATA INC COM   45,000.00   522,862.32   582,750.00
Corporate Stock — Common   GLOBIX CORP COM   10,767.00   16,682.54   1,582.75
Corporate Stock — Common   GLYCOGENESYS INC COM   1,000.00   1,959.95   1,970.00
Corporate Stock — Common   GOLDEN ST BANCORP INC COM STK   17,310.00   353,916.61   452,656.50
Corporate Stock — Common   GOLDEN ST BANCORP INC COM STK   511.77   12,558.68   13,382.79
Corporate Stock — Common   GOLDEN ST BANCORP INC LITIGATION TRACKING WT   500.00   2,000.00   590.00
Corporate Stock — Common   GOLDEN STAR RES LTD CDA COM   700.00   588.90   406.00
Corporate Stock — Common   GOLDEN W. FNCL CORP COM   31,000.00   486,597.89   1,824,350.00
Corporate Stock — Common   GOLDEN W. FNCL CORP COM   4,000.00   61,568.21   235,400.00
Corporate Stock — Common   GOLDMAN SACHS GROUP INC COM   3,500.00   318,535.97   324,625.00
Corporate Stock — Common   GOLDMAN SACHS GROUP INC COM   15.00   1,033.57   1,391.25
Corporate Stock — Common   GOLDMAN SACHS GROUP INC COM   5,900.00   511,993.15   547,225.00
Corporate Stock — Common   GOOD GUYS INC COM   95.00   426.10   378.10
Corporate Stock — Common   GOODRICH CORPORATION   400.00   10,524.84   10,648.00
Corporate Stock — Common   GOODRICH CORPORATION   2,600.00   91,226.46   69,212.00
Corporate Stock — Common   GOODYEAR TIRE & RUBBER CO COM   95.59   1,733.49   2,276.05
Corporate Stock — Common   GOODYEAR TIRE & RUBBER CO COM   4,100.00   151,439.17   97,621.00
Corporate Stock — Common   GOTTSCHALKS INC COM   1,000.00   5,466.48   2,590.00
Corporate Stock — Common   GRACO INC COM   100.00   2,927.95   3,905.00
Corporate Stock — Common   GRAINGER W W INC COM   2,400.00   68,167.32   115,200.00
Corporate Stock — Common   GRAINGER W W INC COM   100.00   4,527.95   4,800.00
Corporate Stock — Common   GRAPHICS TECHNOLOGIES INC COM   1,000.00   4,311.15   0.10
Corporate Stock — Common   GRAPHON CORP COM   300.00   2,837.29   198.00
Corporate Stock — Common   GREAT ATLC & PAC TEA CO INC COM   1,196.00   13,087.37   28,440.88
Corporate Stock — Common   GREAT ATLC & PAC TEA CO INC COM   8,700.00   55,908.81   206,886.00
Corporate Stock — Common   GREAT BASIN GOLD LTD COM   1,000.00   1,788.50   570.00
Corporate Stock — Common   GREAT LAKES CHEM CORP COM   1,300.00   67,406.25   31,564.00
Corporate Stock — Common   GREY WOLF INC COM   49,300.00   290,028.80   146,421.00
Corporate Stock — Common   GREY WOLF INC COM   148,700.00   392,135.49   441,639.00
Corporate Stock — Common   GREY WOLF INC COM   2,200.00   10,475.55   6,534.00
Corporate Stock — Common   GROEN BROS AVIATION INC COM   1,000.00   904.95   310.00
Corporate Stock — Common   GROUP 1 AUTOMOTIVE INC COM   7,200.00   218,569.52   205,272.00
Corporate Stock — Common   GROUP MGMT CORP COM   50.00   1,104.95   90.00
Corporate Stock — Common   GST TELECOMMUNICATIONS INC COM DBTFL   1,000.00   8,066.27   5.00
Corporate Stock — Common   GUIDANT CORP COM STK   575.00   23,416.04   28,635.00
Corporate Stock — Common   GUIDANT CORP COM STK   13,680.00   575,232.63   681,264.00
Corporate Stock — Common   GUIDANT CORP COM STK   7,700.00   143,654.78   383,460.00
Corporate Stock — Common   GUILFORD PHARMACEUTICALS INC COM   5,800.00   59,564.98   69,600.00
Corporate Stock — Common   GULF W BKS INC COM   300.00   2,849.95   2,910.00
Corporate Stock — Common   GUM TECH INTL INC COM   500.00   4,779.95   3,450.00
Corporate Stock — Common   H PWR CORP CDT-COM STK   175.00   1,216.45   546.00
Corporate Stock — Common   HA-LO INDS INC COM DE COM STK   400.00   4,129.14   12.40
Corporate Stock — Common   HALLIBURTON CO COM   2,040.91   33,023.18   26,735.93
Corporate Stock — Common   HALLIBURTON CO COM   10,800.00   264,131.89   141,480.00
Corporate Stock — Common   HANCOCK JOHN FINL SVCS INC COM ISIN US41014S1069   7,500.00   299,475.00   309,750.00
Corporate Stock — Common   HANCOCK JOHN FINL SVCS INC COM ISIN US41014S1069   131.03   5,263.75   5,411.33

Corporate Stock — Common   HANCOCK JOHN FINL SVCS INC COM ISIN US41014S1069   14,200.00   583,530.54   586,460.00
Corporate Stock — Common   HANDLEMAN CO DEL COM   7,100.00   68,554.05   105,435.00
Corporate Stock — Common   HANDSPRING INC COM   37,207.00   245,289.66   250,775.18
Corporate Stock — Common   HANDSPRING INC COM   3,100.00   20,918.56   20,894.00
Corporate Stock — Common   HANOVER COMPRESSOR CO COM (HOLDING COMPANY) COM   15,000.00   488,601.07   378,900.00
Corporate Stock — Common   HARKEN ENERGY CORP COM NEW   180.00   2,482.42   223.20
Corporate Stock — Common   HARLEY DAVIDSON INC COM   7,600.00   273,544.56   412,756.00
Corporate Stock — Common   HARLEY DAVIDSON INC COM   2,771.60   117,791.73   150,525.60
Corporate Stock — Common   HARLEYSVILLE GROUP INC COM   2,200.00   60,037.78   52,558.00
Corporate Stock — Common   HARMAN INTL INDS INC NEW   8,600.00   294,414.56   387,860.00
Corporate Stock — Common   HARMONIC INC COM   852.00   11,072.78   10,241.04
Corporate Stock — Common   HARMONIC INC COM   38,500.00   431,235.99   462,770.00
Corporate Stock — Common   HARRAH S ENTMT INC COM STK   700.00   12,790.03   25,907.00
Corporate Stock — Common   HARRAH S ENTMT INC COM STK   2,850.00   42,929.89   105,478.50
Corporate Stock — Common   HARRIS CORP COM   250.00   8,009.95   7,627.50
Corporate Stock — Common   HARRIS INTERACTIVE INC COM STCK   1,900.00   20,053.65   5,510.00
Corporate Stock — Common   HARTFORD FINL SVCS GROUP INC COM   6,200.00   181,297.36   389,546.00
Corporate Stock — Common   HARTFORD FINL SVCS GROUP INC COM   100.00   4,120.97   6,283.00
Corporate Stock — Common   HARTFORD FINL SVCS GROUP INC COM   9,900.00   586,367.14   622,017.00
Corporate Stock — Common   HASBRO INC COM   4,400.00   60,722.31   71,412.00
Corporate Stock — Common   HASBRO INC COM   100.00   1,642.49   1,623.00
Corporate Stock — Common   HAWAIIAN AIRLS INC NEW COM   500.00   1,904.95   2,000.00
Corporate Stock — Common   HAWAIIAN ELEC INDS INC COM   10,400.00   373,465.00   418,912.00
Corporate Stock — Common   HBR FLA BANCSHARES INC COM   1,000.00   11,705.00   17,000.00
Corporate Stock — Common   HCA INC COM   12,300.00   345,114.30   474,042.00
Corporate Stock — Common   HCA INC COM   800.00   31,717.33   30,832.00
Corporate Stock — Common   HCA INC COM   12,988.00   334,496.84   500,557.52
Corporate Stock — Common   HCC INS HLDGS INC COM   25,800.00   611,557.90   710,790.00
Corporate Stock — Common   HEALTH NET INC COM   25,600.00   405,837.83   557,568.00
Corporate Stock — Common   HEALTH NET INC COM   360.00   7,832.23   7,840.80
Corporate Stock — Common   HEALTHCARE INTEGRATED SVCS INC COM NEW   260.00   3,003.00   114.40
Corporate Stock — Common   HEALTHSOUTH CORP COM STK   26,000.00   397,308.60   385,320.00
Corporate Stock — Common   HEALTHSOUTH CORP COM STK   9,900.00   209,194.13   146,718.00
Corporate Stock — Common   HEALTHSOUTH CORP COM STK   200.00   2,829.95   2,964.00
Corporate Stock — Common   HEARME COM   100.00   892.45   10.00
Corporate Stock — Common   HEARTLAND EXPRESS INC COM   9,930.00   232,378.06   275,756.10
Corporate Stock — Common   HEILIG MEYERS CO COM   2,000.00   2,310.00   8.00
Corporate Stock — Common   HEINZ H J CO COM   8,800.00   255,114.96   361,856.00
Corporate Stock — Common   HELIX TECH CORP COM   100.00   3,547.26   2,255.00
Corporate Stock — Common   HENDERSON CYBER LTD   25.00   0   1.76
Corporate Stock — Common   HENRY JACK & ASSOC INC COM   100.00   2,528.95   2,184.00
Corporate Stock — Common   HERBALIFE INTL INC CL B   2,400.00   21,343.53   31,656.00
Corporate Stock — Common   HERCULES INC VTG COM   11,700.00   99,522.54   117,000.00
Corporate Stock — Common   HERCULES INC VTG COM   2,700.00   77,497.50   27,000.00
Corporate Stock — Common   HERSHEY FOODS CORP COM   3,400.00   102,843.21   230,180.00
Corporate Stock — Common   HERSHEY FOODS CORP COM   301.37   19,503.70   20,402.88
Corporate Stock — Common   HEWLETT-PACKARD CO COM   48,900.00   654,814.75   1,004,406.00
Corporate Stock — Common   HEWLETT-PACKARD CO COM   9,695.30   285,896.17   199,141.44
Corporate Stock — Common   HEWLETT-PACKARD CO COM   52,900.00   1,238,328.01   1,086,566.00
Corporate Stock — Common   HEWLETT-PACKARD CO COM   37,300.00   792,126.19   766,142.00
Corporate Stock — Common   HEWLETT-PACKARD CO COM   53,000.00   1,005,055.34   1,088,620.00
Corporate Stock — Common   HI SPEED ACCESS CORP COM STK   17,200.00   65,894.92   9,632.00
Corporate Stock — Common   HI SPEED ACCESS CORP COM STK   2,000.00   8,053.15   1,120.00
Corporate Stock — Common   HIBERNIA CORP CL A COM   27,600.00   409,292.90   491,004.00
Corporate Stock — Common   HIBERNIA CORP CL A COM   21,200.00   351,023.24   377,148.00
Corporate Stock — Common   HIGHTEC INC COM   2,000.00   1,545.00   45.00
Corporate Stock — Common   HILB ROGAL & HAMILTON CO COM   226.00   13,966.20   12,667.30
Corporate Stock — Common   HILLENBRAND IND INC COM   135.00   4,928.97   7,461.45
Corporate Stock — Common   HILTON HOTELS CORP COM   2,171.88   23,719.28   23,716.97
Corporate Stock — Common   HILTON HOTELS CORP COM   9,300.00   94,212.93   101,556.00
Corporate Stock — Common   HISPANIC T V NETWORK INC COM   100.00   1,082.47   4.40
Corporate Stock — Common   HLTH MGMT ASSOC INC NEW CL A COM   66,700.00   1,053,549.84   1,227,280.00
Corporate Stock — Common   HLTH MGMT ASSOC INC NEW CL A COM   6,200.00   122,760.00   114,080.00

Corporate Stock — Common   HNC SOFTWARE INC COM   27,200.00   516,250.06   560,320.00
Corporate Stock — Common   HOLLINGER INTL INC CL A   400.00   4,384.38   4,680.00
Corporate Stock — Common   HOLLYWOOD ENTMT CORP COM   200.00   2,709.26   2,858.00
Corporate Stock — Common   HOLLYWOOD ENTMT CORP COM   100.00   1,058.74   1,429.00
Corporate Stock — Common   HOME DEPOT INC COM   20,800.00   945,469.10   1,061,008.00
Corporate Stock — Common   HOME DEPOT INC COM   59,077.00   942,934.00   3,013,517.77
Corporate Stock — Common   HOME DEPOT INC COM   27,800.00   1,082,120.91   1,418,078.00
Corporate Stock — Common   HOME DEPOT INC COM   14,403.03   644,255.44   734,698.76
Corporate Stock — Common   HOME HLTH CORP AMER INC COM   200.00   1,648.80   0.60
Corporate Stock — Common   HOMECOM COMMUNICATIONS INC COM   1,000.00   4,733.05   4.00
Corporate Stock — Common   HOMESEEKERS COM INC COM   6,506.00   39,788.05   383.85
Corporate Stock — Common   HOMESTORE COM INC COM   200.00   6,203.32   720.00
Corporate Stock — Common   HONEYWELL INTL INC COM STK   20,462.00   460,943.59   692,024.84
Corporate Stock — Common   HONEYWELL INTL INC COM STK   18,100.00   598,638.72   612,142.00
Corporate Stock — Common   HONEYWELL INTL INC COM STK   863.99   31,707.60   29,220.28
Corporate Stock — Common   HONEYWELL INTL INC COM STK   16,300.00   555,931.06   551,266.00
Corporate Stock — Common   HOSP STAFFING SVCS INC COM   500.00   1,291.05   0.05
Corporate Stock — Common   HOT TOPIC INC COM   12,400.00   320,389.08   389,236.00
Corporate Stock — Common   HOT TOPIC INC COM   1,300.00   34,270.11   40,807.00
Corporate Stock — Common   HOT TOPIC INC COM   14,350.00   390,078.63   450,446.50
Corporate Stock — Common   HOUSE2HOME INC COM   2,450.00   8,019.58   24.50
Corporate Stock — Common   HOVNANIAN ENTERPRISES INC CL A   4,400.00   52,374.52   93,632.00
Corporate Stock — Common   HPL TECHNOLOGIES INC COM   100.00   1,494.95   1,785.00
Corporate Stock — Common   HSEHD INTL INC COM   600.00   32,414.58   34,764.00
Corporate Stock — Common   HSEHD INTL INC COM   11,546.00   224,980.45   668,975.24
Corporate Stock — Common   HUDSON UTD BANCORP COM   5,300.00   134,588.73   152,110.00
Corporate Stock — Common   HUMAN GENOME SCIENCES INC   932.00   48,650.15   31,427.04
Corporate Stock — Common   HUMANA INC COM   41,400.00   437,103.82   488,106.00
Corporate Stock — Common   HUMANA INC COM   4,200.00   105,169.03   49,518.00
Corporate Stock — Common   HUMATECH INC COM   1,000.00   1,529.95   1,650.00
Corporate Stock — Common   HUNT J B TRANS SVCS INC COM   100.00   2,110.95   2,320.00
Corporate Stock — Common   HUNTINGTON BANCSHARES INC COM   6,365.00   159,745.34   109,414.35
Corporate Stock — Common   HURRICANE HYDROCARBONS LTD CL A   330.00   2,126.68   2,250.60
Corporate Stock — Common   HUTCHINSON TECH INC COM   1,600.00   32,285.93   37,152.00
Corporate Stock — Common   HYDROGIENE CORP COM ISIN US4488841069   16,000.00   9,106.98   16.00
Corporate Stock — Common   HYPERION SOLUTIONS CORP COM   3,000.00   43,340.40   59,580.00
Corporate Stock — Common   HYPERION SOLUTIONS CORP COM   200.00   5,376.93   3,972.00
Corporate Stock — Common   HYSEQ INC COM   150.00   3,956.77   1,158.00
Corporate Stock — Common   I CRYSTAL INC COM   1,000.00   2,154.95   100.00
Corporate Stock — Common   I2 TECHNOLOGIES INC COM   4,340.00   29,691.81   34,286.00
Corporate Stock — Common   IANETT INTL SYS LTD COM   500.00   19,191.26   47.50
Corporate Stock — Common   IBASIS INC COM STK   2,700.00   5,889.90   3,537.00
Corporate Stock — Common   ICG COMMUNICATIONS INC COM   7,060.00   10,519.51   324.76
Corporate Stock — Common   ICN PHARMACEUTICALS INC NEW COM   354.91   8,845.11   11,889.38
Corporate Stock — Common   ICO INC NEW COM   10,000.00   11,749.50   11,800.00
Corporate Stock — Common   ICOS CORP COM   8,800.00   526,873.88   505,472.00
Corporate Stock — Common   ICOS CORP COM   7,552.00   169,111.63   433,786.88
Corporate Stock — Common   IDEC PHARMACEUTICALS CORP COM   130.00   6,791.00   8,960.90
Corporate Stock — Common   IDEC PHARMACEUTICALS CORP COM   8,160.00   464,267.55   562,468.80
Corporate Stock — Common   IDENTIX INC COM   100.00   1,396.57   1,459.00
Corporate Stock — Common   IDENTIX INC COM   1,800.00   26,692.20   26,262.00
Corporate Stock — Common   IDT CORP CL B   1,000.00   12,296.76   16,610.00
Corporate Stock — Common   IDT CORP COM   1,000.00   12,296.76   19,510.00
Corporate Stock — Common   IDX SYS CORP COM   3,900.00   47,762.13   50,739.00
Corporate Stock — Common   IGATE CAP CORP COM STK ISIN# US45169U1051   2,000.00   7,888.00   8,200.00
Corporate Stock — Common   IGEN INC COM   500.00   14,699.95   20,050.00
Corporate Stock — Common   IKON OFFICE SOLUTIONS INC COM STK   31,400.00   172,727.68   367,066.00
Corporate Stock — Common   ILL TOOL WKS INC COM   7,700.00   260,438.04   521,444.00
Corporate Stock — Common   IMAGING TECHNOLOGIES CORP COM   12,000.00   27,285.02   324.00
Corporate Stock — Common   IMAGIS TECHNOLOGIES INC COM   1,408.00   2,169.53   1,900.80
Corporate Stock — Common   IMAGISTICS INTL INC COM   37.00   418.00   456.95
Corporate Stock — Common   IMCLONE SYS INC COM   86.00   4,556.19   3,995.56
Corporate Stock — Common   IMMUNE RESPONSE CORP DEL COM   2,600.00   13,091.22   3,484.00
Corporate Stock — Common   IMMUNEX CORP COM STK USD0.01   3,432.00   65,104.48   95,100.72
Corporate Stock — Common   IMMUNEX CORP NEW COM   13,700.00   250,735.00   379,627.00

Corporate Stock — Common   IMMUNOGEN INC COM   400.00   6,073.65   6,632.00
Corporate Stock — Common   IMMUNOMEDICS INC COM   100.00   2,201.39   2,026.00
Corporate Stock — Common   IMP INC COM PAR $.01   60.00   7,661.06   22.20
Corporate Stock — Common   IMPAC MTG HLDGS INC COM   300.00   2,480.95   2,550.00
Corporate Stock — Common   IMPATH INC COM   100.00   3,542.83   4,451.00
Corporate Stock — Common   IMPAX LAB INC COM   500.00   5,824.95   6,720.00
Corporate Stock — Common   IMPAX LAB INC COM   33,600.00   403,928.14   451,584.00
Corporate Stock — Common   IMS HLTH INC COM STK   7,400.00   101,817.92   144,374.00
Corporate Stock — Common   IMS HLTH INC COM STK   300.00   6,312.00   5,853.00
Corporate Stock — Common   INCO LTD COM   4,600.00   118,445.24   77,924.00
Corporate Stock — Common   INCOMNET INC COM NEW   1,000.00   1,654.95   3.00
Corporate Stock — Common   INCYTE GENOMICS INC COM   4.00   182.10   77.76
Corporate Stock — Common   INDEPENDENCE CMNTY BK CORP COM   12,100.00   194,090.05   275,396.00
Corporate Stock — Common   INDIVIDUAL INV GROUP INC COM   200.00   1,014.31   13.80
Corporate Stock — Common   INDONESIA FD INC COM   546.00   6,876.17   720.72
Corporate Stock — Common   INDYMAC BANCORP INC COM   9,000.00   193,386.60   210,420.00
Corporate Stock — Common   INDYMAC BANCORP INC COM   11,910.00   228,095.37   278,455.80
Corporate Stock — Common   INDYMAC BANCORP INC COM   3,080.00   70,044.10   72,010.40
Corporate Stock — Common   INFINIUM SOFTWARE INC COM   473.00   1,716.40   946.00
Corporate Stock — Common   INFOCUS CORP COM   200.00   6,329.95   4,404.00
Corporate Stock — Common   INFONOW CORP COM NEW   4,000.00   11,969.95   14,880.00
Corporate Stock — Common   INFORETECH WIRELESS TECHNOLOGY INC COM   600.00   667.45   21.00
Corporate Stock — Common   INFORMATICA CORP COM   19,700.00   273,745.29   285,847.00
Corporate Stock — Common   INFORMATICA CORP COM   25,300.00   322,308.98   367,103.00
Corporate Stock — Common   INFORMATION MGMT TECHNOLOGIES CORP CL A PAR $0.04   100.00   314.00   0.10
Corporate Stock — Common   INFORMATION RES INC COM   100.00   1,346.89   830.00
Corporate Stock — Common   INFORMAX INC COM COM   1,000.00   3,069.95   2,950.00
Corporate Stock — Common   INFOSPACE INC COM   3,056.00   26,033.57   6,264.80
Corporate Stock — Common   INGRAM MICRO INC CL A   1,443.00   27,634.07   24,992.76
Corporate Stock — Common   INHALE THERAPEUTIC SYS INC COM   19,820.00   492,532.64   367,661.00
Corporate Stock — Common   INHALE THERAPEUTIC SYS INC COM   238.00   9,936.70   4,414.90
Corporate Stock — Common   INHALE THERAPEUTIC SYS INC COM   8,950.00   164,443.49   166,022.50
Corporate Stock — Common   INKTOMI CORP COM   26,233.00   151,871.19   176,023.43
Corporate Stock — Common   INNODATA CORP COM NEW   10,756.00   38,796.72   31,945.32
Corporate Stock — Common   INNOVEX INC COM   1,500.00   15,566.15   5,070.00
Corporate Stock — Common   INPUT/OUTPUT INC COM   11,000.00   138,164.07   90,310.00
Corporate Stock — Common   INSIGHT COMMUNICATIONS INC CL A   10,760.00   210,928.38   259,961.60
Corporate Stock — Common   INSIGHT COMMUNICATIONS INC CL A   39,600.00   944,620.16   956,736.00
Corporate Stock — Common   INSIGHT COMMUNICATIONS INC CL A   10,100.00   245,971.79   244,016.00
Corporate Stock — Common   INSIGHTFUL CORP COM   1,000.00   4,959.75   2,310.00
Corporate Stock — Common   INSITE VISION INC COM   1,000.00   2,342.45   1,840.00
Corporate Stock — Common   INSITUFORM TECHNOLOGIES INC CL A COM   100.00   1,904.95   2,558.00
Corporate Stock — Common   INTASYS CORP COM NEW   750.00   54,225.33   1,620.00
Corporate Stock — Common   INTEGRATED CIRCUIT SYS INC COM NEW COM STK   15,300.00   254,821.86   345,627.00
Corporate Stock — Common   INTEGRATED CIRCUIT SYS INC COM NEW COM STK   90.00   1,654.00   2,033.10
Corporate Stock — Common   INTEGRATED CIRCUIT SYS INC COM NEW COM STK   23,900.00   446,083.51   539,901.00
Corporate Stock — Common   INTEGRATED DEVICE TECH INC COM   325.00   9,734.26   8,641.75
Corporate Stock — Common   INTEGRATED DEVICE TECH INC COM   18,900.00   499,434.57   502,551.00
Corporate Stock — Common   INTEGRATED ELEC SVCS INC COM   3,600.00   29,883.60   18,432.00
Corporate Stock — Common   INTEGRATED SURGICAL SYS INC COM ISIN# US45812Y1082   1,000.00   4,061.15   115.00
Corporate Stock — Common   INTEL CORP CAP   31,600.00   968,746.71   993,820.00
Corporate Stock — Common   INTEL CORP CAP   45,800.00   1,382,061.20   1,440,410.00
Corporate Stock — Common   INTEL CORP CAP   20,200.00   481,450.03   635,290.00
Corporate Stock — Common   INTEL CORP CAP   169,200.00   1,622,862.01   5,321,340.00
Corporate Stock — Common   INTEL CORP CAP   65,369.58   2,162,527.70   2,055,873.32
Corporate Stock — Common   INTELIDATA TECHNOLOGIES CORP COM   160.00   2,327.14   452.80
Corporate Stock — Common   INTERACTIVE DATA CORP COM   340.00   4,266.95   4,807.60
Corporate Stock — Common   INTERCEPT GROUP INC COM   16,980.00   460,014.14   694,482.00
Corporate Stock — Common   INTERDIGITAL COMMUNICATIONS CORP COM   2,222.00   33,060.69   21,553.40
Corporate Stock — Common   INTEREP NATL RADIO SALES INC CL A   1,000.00   4,659.95   4,700.00

Corporate Stock — Common   INTERLAND INC MINN COM COM STK   930.00   11,639.15   1,962.30
Corporate Stock — Common   INTERLOTT TECHNOLOGIES INC COM   400.00   3,329.95   1,960.00
Corporate Stock — Common   INTERMUNE INC COM   3,810.00   163,689.26   187,680.60
Corporate Stock — Common   INTERNAP NETWORKS SVCS DEL   1,160.00   5,742.36   1,345.60
Corporate Stock — Common   INTERNET CAP GROUP INC COM ISIN US46059C1062   55,150.00   67,657.01   66,731.50
Corporate Stock — Common   INTERNET COMM & COMMUNICATIONS INC COM   600.00   4,791.50   3.90
Corporate Stock — Common   INTERNET PICTURES CORP COM NEW   1,435.00   30,334.64   3,027.85
Corporate Stock — Common   INTERNET SEC SYS INC COM   13,740.00   449,357.08   440,504.40
Corporate Stock — Common   INTERNET SEC SYS INC COM   150.00   3,512.75   4,809.00
Corporate Stock — Common   INTERNET SEC SYS INC COM   10,120.00   235,718.73   324,447.20
Corporate Stock — Common   INTERPORE INTL COM   300.00   2,954.95   2,496.00
Corporate Stock — Common   INTERPUBLIC GROUP COMPANIES INC COM   9,500.00   192,233.53   280,630.00
Corporate Stock — Common   INTERPUBLIC GROUP COMPANIES INC COM   15,530.00   398,032.06   458,756.20
Corporate Stock — Common   INTERSIL CORP   18,970.00   589,801.70   611,782.50
Corporate Stock — Common   INTERSIL CORP   13,600.00   479,691.94   438,600.00
Corporate Stock — Common   INTERSIL CORP   300.00   9,382.42   9,675.00
Corporate Stock — Common   INTERSIL CORP   12,900.00   392,042.11   416,025.00
Corporate Stock — Common   INTERSTATE HOTELS MGMT INC COM   7.00   0   9.94
Corporate Stock — Common   INTERVOICE INC COM   35,400.00   533,930.25   453,120.00
Corporate Stock — Common   INTERWAVE COMMUNICATIONS INTL COM ISIN#BMG4911N1020   1,000.00   8,536.56   750.00
Corporate Stock — Common   INTERWORLD CORP COM NEW   2.00   454.95   0.70
Corporate Stock — Common   INTERWOVEN INC COM ISIN # US6114T1025   5,445.00   133,761.74   53,034.30
Corporate Stock — Common   INTERWOVEN INC COM ISIN # US6114T1025   21,940.00   226,145.22   213,695.60
Corporate Stock — Common   INTERWOVEN INC COM ISIN # US6114T1025   43,300.00   396,649.39   421,742.00
Corporate Stock — Common   INTEST CORP COM   100.00   2,374.50   510.00
Corporate Stock — Common   INTIMATE BRANDS INC CL A   420.00   7,594.40   6,241.20
Corporate Stock — Common   INTL BUSINESS MACHS CORP COM   7,400.00   896,107.32   895,104.00
Corporate Stock — Common   INTL BUSINESS MACHS CORP COM   11,700.00   1,427,560.27   1,415,232.00
Corporate Stock — Common   INTL BUSINESS MACHS CORP COM   43,400.00   1,507,686.93   5,249,664.00
Corporate Stock — Common   INTL BUSINESS MACHS CORP COM   14,800.00   1,371,396.47   1,790,208.00
Corporate Stock — Common   INTL BUSINESS MACHS CORP COM   4,542.92   460,626.20   549,511.36
Corporate Stock — Common   INTL DISPENSING CORP COM   1,200.00   2,038.20   1,380.00
Corporate Stock — Common   INTL FIBERCOM INC COM   4,200.00   26,344.72   1,050.00
Corporate Stock — Common   INTL FLAVORS & FRAGRANCES INC COM   2,400.00   84,416.98   71,304.00
Corporate Stock — Common   INTL FLAVORS & FRAGRANCES INC COM   151.00   4,594.68   4,486.21
Corporate Stock — Common   INTL GAME TECH COM   1,800.00   97,696.26   122,940.00
Corporate Stock — Common   INTL GAME TECH COM   40.00   2,477.14   2,732.00
Corporate Stock — Common   INTL GAME TECH COM   5,810.00   310,481.83   396,823.00
Corporate Stock — Common   INTL HERITAGE INC COM   735.00   11,271.83   0.07
Corporate Stock — Common   INTL MAPLE LEAF SPRINGS LTD   6,000.00   4,302.90   0
Corporate Stock — Common   INTL MULTIFOODS CORP COM   2,600.00   54,733.38   62,140.00
Corporate Stock — Common   INTL PAPER CO COM   21,000.00   681,413.57   847,350.00
Corporate Stock — Common   INTL PAPER CO COM   12,122.00   411,306.45   489,122.70
Corporate Stock — Common   INTL PAPER CO COM   629.41   24,420.85   25,396.69
Corporate Stock — Common   INTL PAPER CO COM   6,100.00   242,155.36   246,135.00
Corporate Stock — Common   INTL PURSUIT CORP COM   6,000.00   12,414.00   60.00
Corporate Stock — Common   INTL RECTIFIER CORP COM   21,500.00   912,333.35   749,920.00
Corporate Stock — Common   INTL RECTIFIER CORP COM   2,220.00   74,839.59   77,433.60
Corporate Stock — Common   INTL SPEEDWAY CORP CL A   100.00   3,984.95   3,910.00
Corporate Stock — Common   INTRADO INC COM   13,070.00   310,316.26   350,276.00
Corporate Stock — Common   INTST NATL DEALER SVCS INC COM   800.00   4,077.95   3,920.00
Corporate Stock — Common   INTUIT COM   5,300.00   256,473.51   226,734.00
Corporate Stock — Common   INTUIT COM   410.00   16,486.60   17,539.80
Corporate Stock — Common   INVACARE CORP COM   4,500.00   156,789.90   151,695.00
Corporate Stock — Common   INVERNESS MED INNOVATIONS INC COM   13.00   191.80   234.65
Corporate Stock — Common   INVESTAMERICA INC COM   1,500.00   12,153.22   120.00
Corporate Stock — Common   INVESTORS FINL SVCS CORP DEL COM   6,950.00   491,588.05   460,159.50
Corporate Stock — Common   INVESTORS FINL SVCS CORP DEL COM   3,170.00   217,686.64   209,885.70
Corporate Stock — Common   INVESTORS FINL SVCS CORP DEL COM   3,500.00   202,675.19   231,735.00
Corporate Stock — Common   INVICTA CORP COM   750.00   2,107.45   757.50
Corporate Stock — Common   INVISION TECHNOLOGIES INC COM   2,976.00   94,622.65   88,655.04
Corporate Stock — Common   INVITROGEN CORP COM   7,350.00   457,369.19   455,185.50
Corporate Stock — Common   INVITROGEN CORP COM   105.00   6,633.85   6,502.65

Corporate Stock — Common   INVITROGEN CORP COM   3,980.00   247,331.11   246,481.40
Corporate Stock — Common   INVT TECH GROUP INC NEW COM   85.00   3,332.20   3,320.95
Corporate Stock — Common   IOMEGA CORP COM NEW   2,200.00   48,080.40   18,370.00
Corporate Stock — Common   IPC HLDGS LTD   28,000.00   748,144.21   828,800.00
Corporate Stock — Common   IR OPER CORP COM STK   2,385.00   3,487.40   166.95
Corporate Stock — Common   IREGENT COM LTD WT EXP 06/30/03   1,000.00   0   7.70
Corporate Stock — Common   IREGENT.COM LTD COM   5,000.00   1,796.30   111.00
Corporate Stock — Common   IRIDIUM WORLD COMMUNICATIONS CL A COM STK   1,100.00   11,963.10   341.00
Corporate Stock — Common   IRVINE SENSORS CORP COM NEW   1,661.00   57,436.56   2,092.86
Corporate Stock — Common   ISHARES TR DOW JONES U S REAL ESTATE INDEX FD DOW JONES ISIN US4642877397   50.74   4,119.14   4,048.97
Corporate Stock — Common   ISHARES TR DOW JONES U S UTILS SECTOR INDEX FD   90.00   6,565.75   5,757.30
Corporate Stock — Common   ISHARES TR RUSSELL 2000 GROWTH INDEX FD   150.00   8,744.95   8,610.00
Corporate Stock — Common   ISHARES TR RUSSELL 2000 INDEX FD   293.70   28,908.27   28,297.51
Corporate Stock — Common   ISHARES TR S&P GLOBAL 100 INDEX FD   324.00   19,243.15   19,116.00
Corporate Stock — Common   ISHARES TR S&P SMALLCAP 600 INDEX FD   521.53   59,758.26   59,662.46
Corporate Stock — Common   ISIS PHARMACEUTICALS COM   14,400.00   223,203.67   319,536.00
Corporate Stock — Common   ISIS PHARMACEUTICALS COM   500.00   7,272.31   11,095.00
Corporate Stock — Common   ISLE CAPRI CASINOS INC COM   500.00   6,439.90   6,690.00
Corporate Stock — Common   IT CAPITAL LIMITED ORD F   100,000.00   20,755.10   5,000.00
Corporate Stock — Common   ITEX CORP COM PAR $0.01   61,558.00   209,420.06   6,771.38
Corporate Stock — Common   ITRON INC   2,800.00   75,410.72   84,840.00
Corporate Stock — Common   ITT EDL SVCS INC COM   100.00   4,139.13   3,687.00
Corporate Stock — Common   ITT INDS INC COM   2,200.00   40,619.44   111,100.00
Corporate Stock — Common   IVAX CORP COM   38,425.00   937,798.28   773,879.50
Corporate Stock — Common   IVAX CORP COM   41,100.00   766,815.33   827,754.00
Corporate Stock — Common   IVAX CORP COM   798.00   18,623.51   16,071.72
Corporate Stock — Common   IVILLAGE INC COM COM ISIN # US6588H1059   14,300.00   102,102.00   27,170.00
Corporate Stock — Common   J P MORGAN CHASE & CO COM   49,740.00   1,066,330.79   1,808,049.00
Corporate Stock — Common   J P MORGAN CHASE & CO COM   37,900.00   1,684,328.84   1,377,665.00
Corporate Stock — Common   J P MORGAN CHASE & CO COM   3,235.90   122,915.98   117,624.89
Corporate Stock — Common   JABIL CIRCUIT INC COM   5,000.00   176,941.52   113,600.00
Corporate Stock — Common   JABIL CIRCUIT INC COM   300.00   11,410.39   6,816.00
Corporate Stock — Common   JAKKS PAC INC COM   400.00   8,185.08   7,580.00
Corporate Stock — Common   JB OXFORD HLDGS INC COM   2,300.00   18,963.09   2,346.00
Corporate Stock — Common   JDA SOFTWARE GROUP INC COM   2,900.00   48,722.90   64,815.00
Corporate Stock — Common   JDS UNIPHASE CORP COM ISIN US46612J1016   33,500.00   3,523,707.37   290,780.00
Corporate Stock — Common   JDS UNIPHASE CORP COM ISIN US46612J1016   58,748.00   610,180.23   509,932.64
Corporate Stock — Common   JEFFERSON-PILOT CORP COM   3,830.00   65,071.00   177,214.10
Corporate Stock — Common   JMAR TECHNOLOGIES INC COM   235.00   840.70   702.65
Corporate Stock — Common   JNI CORP COM   400.00   3,957.07   3,324.00
Corporate Stock — Common   JOHNSON & JOHNSON COM   45,400.00   2,619,509.19   2,683,140.00
Corporate Stock — Common   JOHNSON & JOHNSON COM   42,600.00   2,136,083.93   2,517,660.00
Corporate Stock — Common   JOHNSON & JOHNSON COM   77,276.00   1,594,804.60   4,567,011.60
Corporate Stock — Common   JOHNSON & JOHNSON COM   7,051.66   371,250.10   416,753.11
Corporate Stock — Common   JOHNSON & JOHNSON COM   16,016.00   735,624.63   946,545.60
Corporate Stock — Common   JOHNSON & JOHNSON COM   15,200.00   648,318.87   898,320.00
Corporate Stock — Common   JOHNSON CTL INC COM   2,200.00   59,065.29   177,650.00
Corporate Stock — Common   JONES APPAREL GROUP INC COM   3,200.00   102,619.76   106,144.00
Corporate Stock — Common   JONES APPAREL GROUP INC COM   500.00   16,654.11   16,585.00
Corporate Stock — Common   JOY GLOBAL INC COM   300.00   5,029.80   4,830.00
Corporate Stock — Common   JOY GLOBAL INC COM   45,900.00   832,978.98   771,120.00
Corporate Stock — Common   JUNIPER NETWORKS INC COM   12,500.00   1,346,142.37   236,875.00
Corporate Stock — Common   JUNIPER NETWORKS INC COM   5,368.00   120,333.53   101,723.60
Corporate Stock — Common   JUST TOYS INC COM NEW   5,000.00   11,526.95   275.00
Corporate Stock — Common   K MART CORP COM   140,000.00   1,951,721.53   764,400.00
Corporate Stock — Common   K MART CORP COM   12,501.00   206,380.98   68,255.46
Corporate Stock — Common   K MART CORP COM   2,887.00   20,615.48   15,763.02
Corporate Stock — Common   K TEL INTL INC COM   80.00   889.02   25.60
Corporate Stock — Common   K-SWISS INC CL A   5,000.00   68,694.00   166,250.00
Corporate Stock — Common   KADANT INC COM   5.00   125.85   72.50
Corporate Stock — Common   KAMAN CORP CL A   3,400.00   62,730.34   53,040.00
Corporate Stock — Common   KANA SOFTWARE INC COM NEW   560.00   53,402.63   10,897.60

Corporate Stock — Common   KANSAS CITY SOUTHN INDS INC COM NEW   53,500.00   586,848.79   755,955.00
Corporate Stock — Common   KANSAS CITY SOUTHN INDS INC COM NEW   6,100.00   73,261.00   86,193.00
Corporate Stock — Common   KAZAKSTAN GOLDFIELDS CORP COM STK   4,500.00   4,466.80   0
Corporate Stock — Common   KB HOME COM   1,273.00   27,282.61   51,047.30
Corporate Stock — Common   KCS ENERGY INC   7,018.55   23,079.83   21,897.87
Corporate Stock — Common   KEANE INC COM   240.00   5,080.10   4,327.20
Corporate Stock — Common   KEITHLEY INSTRS INC COM   165.00   3,142.12   2,788.50
Corporate Stock — Common   KELLOGG CO COM   10,200.00   289,225.57   307,020.00
Corporate Stock — Common   KEMET CORP COM   27,000.00   451,530.18   479,250.00
Corporate Stock — Common   KEMET CORP COM   2,060.00   42,541.62   36,565.00
Corporate Stock — Common   KENSEY NASH CORP COM   300.00   3,817.45   5,400.00
Corporate Stock — Common   KERAVISION INC COM   810.00   8,030.25   6.48
Corporate Stock — Common   KERR MCGEE CORP COM   27.00   2,474.20   1,479.60
Corporate Stock — Common   KERR MCGEE CORP COM   2,576.00   130,717.90   141,164.80
Corporate Stock — Common   KERR MCGEE CORP COM   3,210.00   208,095.77   175,908.00
Corporate Stock — Common   KEY ENERGY SVCS INC   43,170.00   475,893.35   397,164.00
Corporate Stock — Common   KEY ENERGY SVCS INC   14,000.00   126,949.15   128,800.00
Corporate Stock — Common   KEY ENERGY SVCS INC   1,450.00   12,381.58   13,340.00
Corporate Stock — Common   KEYCORP NEW COM   10,700.00   203,715.16   260,438.00
Corporate Stock — Common   KEYCORP NEW COM   1,630.00   34,345.83   39,674.20
Corporate Stock — Common   KEYSPAN CORP COM   3,500.00   121,444.46   121,275.00
Corporate Stock — Common   KEYSPAN CORP COM   423.44   11,671.20   14,672.13
Corporate Stock — Common   KEYSTONE AUTOMOTIVE INDS INC COM   2,900.00   39,309.50   49,097.00
Corporate Stock — Common   KIMBERLY-CLARK CORP COM   261.64   16,023.04   15,646.25
Corporate Stock — Common   KIMBERLY-CLARK CORP COM   13,256.00   399,060.64   792,708.80
Corporate Stock — Common   KINDER MORGAN INC COM STK   2,800.00   134,242.08   155,932.00
Corporate Stock — Common   KINDER MORGAN INC COM STK   184.00   8,915.31   10,246.96
Corporate Stock — Common   KING PHARMACEUTICALS INC COM   113.00   5,019.51   4,760.69
Corporate Stock — Common   KING PHARMACEUTICALS INC COM   6,166.00   169,039.14   259,773.58
Corporate Stock — Common   KING PHARMACEUTICALS INC COM   12,843.00   454,162.69   541,075.59
Corporate Stock — Common   KINROSS GOLD CORP COM   5,000.00   3,540.63   3,800.00
Corporate Stock — Common   KIRBY CORP COM   2,200.00   55,421.08   60,610.00
Corporate Stock — Common   KLA-TENCOR CORP   4,700.00   182,567.77   232,932.00
Corporate Stock — Common   KLA-TENCOR CORP   930.00   37,381.20   46,090.80
Corporate Stock — Common   KLA-TENCOR CORP   8,450.00   354,855.34   418,782.00
Corporate Stock — Common   KNICKERBOCKER L L INC COM NEW   3,500.00   11,184.71   24.50
Corporate Stock — Common   KNIGHT TRADING GROUP INC COM   4,636.00   111,993.17   51,088.72
Corporate Stock — Common   KNIGHT TRANSN INC COM   100.00   2,643.95   1,878.00
Corporate Stock — Common   KNIGHT-RIDDER INC COM STK   2,100.00   75,390.33   136,353.00
Corporate Stock — Common   KNIGHTSBRIDGE TANK LTD COM   300.00   7,333.72   4,830.00
Corporate Stock — Common   KNOT INC COM   100.00   1,367.45   60.00
Corporate Stock — Common   KOGER EQUITY INC COM   3,300.00   54,153.00   53,790.00
Corporate Stock — Common   KOHLS CORP COM   65,500.00   3,289,815.96   4,613,820.00
Corporate Stock — Common   KOHLS CORP COM   8,400.00   267,621.80   591,696.00
Corporate Stock — Common   KOHLS CORP COM   5,100.00   351,066.70   359,244.00
Corporate Stock — Common   KOPIN CORP COM   100.00   1,122.11   1,400.00
Corporate Stock — Common   KOREA THRUNET LTD A COM   21,200.00   79,826.70   37,736.00
Corporate Stock — Common   KRAFT FOODS INC CL A   1,000.00   30,219.95   34,030.00
Corporate Stock — Common   KRAFT FOODS INC CL A   25,600.00   791,405.87   871,168.00
Corporate Stock — Common   KRISPY KREME DOUGHNUTS INC COM STK ISIN#US5010141043   10,425.00   393,229.99   460,785.00
Corporate Stock — Common   KROGER CO COM   700.00   16,599.20   14,609.00
Corporate Stock — Common   KROGER CO COM   20,200.00   301,835.02   421,574.00
Corporate Stock — Common   KROLL INC COM   1,100.00   18,708.90   16,610.00
Corporate Stock — Common   KRONOS INC COM   4,050.00   156,900.00   195,939.00
Corporate Stock — Common   KULICKE & SOFFA INDS INC COM   1,630.00   26,307.88   27,954.50
Corporate Stock — Common   KULICKE & SOFFA INDS INC COM   6,600.00   113,624.28   113,190.00
Corporate Stock — Common   KUSHNER-LOCKE CO COM NEW   11,500.00   4,319.33   287.50
Corporate Stock — Common   L-3 COMMUNICATIONS HLDG CORP COM   6,700.00   452,798.45   603,000.00
Corporate Stock — Common   L-3 COMMUNICATIONS HLDG CORP COM   39.00   3,433.40   3,510.00
Corporate Stock — Common   LA JOLLA PHARMACEUTICAL CO COM   100.00   625.20   894.00
Corporate Stock — Common   LAB CORP AMER HLDGS COM NEW   83.00   6,479.88   6,710.55
Corporate Stock — Common   LAB CORP AMER HLDGS COM NEW   5,360.00   383,826.39   433,356.00
Corporate Stock — Common   LABOR READY INC COM NEW   500.00   6,597.75   2,555.00
Corporate Stock — Common   LAFARGE N AMER INC   200.00   7,403.95   7,514.00

Corporate Stock — Common   LAM RESH CORP COM   600.00   14,639.95   13,932.00
Corporate Stock — Common   LAM RESH CORP COM   17,900.00   512,463.15   415,638.00
Corporate Stock — Common   LAMSON & SESSIONS CO COM   2,000.00   6,749.90   10,500.00
Corporate Stock — Common   LANDAMERICA FINL GROUP INC COM   5,800.00   213,593.72   166,460.00
Corporate Stock — Common   LANDRYS RESTAURANTS INC   6,700.00   56,970.77   124,955.00
Corporate Stock — Common   LANDS END INC COM   4,200.00   121,498.44   210,672.00
Corporate Stock — Common   LANDS END INC COM   100.00   5,020.95   5,016.00
Corporate Stock — Common   LANDSTAR SYS INC COM   4,020.00   302,230.03   291,490.20
Corporate Stock — Common   LANOPTICS LTG ORD   465.00   15,179.10   2,962.05
Corporate Stock — Common   LASER VISION CTRS INC COM   2,358.00   17,379.39   4,881.06
Corporate Stock — Common   LASERSCOPE COM   2,000.00   4,591.25   5,000.00
Corporate Stock — Common   LASON HLDGS INC COM   290.00   2,535.40   13.92
Corporate Stock — Common   LCA-VISION INC COM NEW   6,133.00   40,029.87   5,397.04
Corporate Stock — Common   LEAP WIRELESS INTL INC COM   26,090.00   579,950.79   547,107.30
Corporate Stock — Common   LEAP WIRELESS INTL INC COM   212.00   7,120.78   4,445.64
Corporate Stock — Common   LEAR CORP COM STK PAR $0.01   29,600.00   999,222.11   1,128,944.00
Corporate Stock — Common   LEAR CORP COM STK PAR $0.01   8,700.00   200,680.92   331,818.00
Corporate Stock — Common   LEARN2 CORP COM   8,068.00   80,467.64   968.16
Corporate Stock — Common   LEGATO SYS INC COM   635.00   9,121.87   8,235.95
Corporate Stock — Common   LEGG MASON INC COM   13,940.00   630,823.41   696,721.20
Corporate Stock — Common   LEGG MASON INC COM   4,970.00   218,078.08   248,400.60
Corporate Stock — Common   LEGGETT & PLATT INC COM   4,900.00   108,074.73   112,700.00
Corporate Stock — Common   LEHMAN BROS HLDGS INC COM   6,000.00   203,641.24   400,800.00
Corporate Stock — Common   LEHMAN BROS HLDGS INC COM   830.78   55,400.98   55,495.84
Corporate Stock — Common   LEHMAN BROS HLDGS INC COM   2,500.00   189,314.00   167,000.00
Corporate Stock — Common   LENNAR CORP COM   12,100.00   402,089.62   566,522.00
Corporate Stock — Common   LENNAR CORP COM   150.00   5,699.95   7,023.00
Corporate Stock — Common   LERNOUT & HAUSPIE SPEECH PRODS NV COM STK   250.00   9,889.57   1.25
Corporate Stock — Common   LEVEL 3 COMMUNICATIONS INC COM STK   21,638.00   218,070.15   108,190.00
Corporate Stock — Common   LEVEL JUMP FINL GROUP INC FLA COM   1,000.00   1,998.65   21.00
Corporate Stock — Common   LEXICO RES INTL INC COM   51,000.00   26,165.62   2,550.00
Corporate Stock — Common   LEXICON GENETICS INC COMMON STOCK   7,200.00   86,684.40   83,088.00
Corporate Stock — Common   LEXMARK INTL INC NEW CL A   3,300.00   219,623.56   194,700.00
Corporate Stock — Common   LEXMARK INTL INC NEW CL A   33.00   2,200.22   1,947.00
Corporate Stock — Common   LIBERATE TECHNOLOGIES COM   18,110.00   178,597.96   207,902.80
Corporate Stock — Common   LIBERTY MEDIA CORP NEW COM SER A   87,972.00   1,259,088.64   1,231,608.00
Corporate Stock — Common   LIBERTY MEDIA CORP NEW COM SER A   144,300.00   2,585,373.48   2,020,200.00
Corporate Stock — Common   LIBERTY MEDIA CORP NEW COM SER A   70.00   1,194.75   980.00
Corporate Stock — Common   LIFEPOINT HOSPS INC COM ISIN US53219L1098   9,300.00   205,023.15   316,572.00
Corporate Stock — Common   LIGHTBRIDGE INC COM   100.00   1,947.95   1,215.00
Corporate Stock — Common   LIGHTBRIDGE INC COM   3,800.00   45,393.28   46,170.00
Corporate Stock — Common   LIGHTPATH TECHNOLOGIES INC CL A   56,873.00   887,701.58   201,899.15
Corporate Stock — Common   LINCARE HLDGS INC COM   28,800.00   600,135.59   825,120.00
Corporate Stock — Common   LINCARE HLDGS INC COM   460.00   13,700.18   13,179.00
Corporate Stock — Common   LINCOLN ELEC HLDGS INC COM   500.00   10,846.95   12,220.00
Corporate Stock — Common   LINCOLN NATL CORP COM   4,800.00   107,796.92   233,136.00
Corporate Stock — Common   LINCOLN NATL CORP COM   7,800.00   387,786.77   378,846.00
Corporate Stock — Common   LINEAR TECH CORP DEL   8,000.00   412,985.59   312,320.00
Corporate Stock — Common   LINEAR TECH CORP DEL   28,600.00   1,188,093.40   1,116,544.00
Corporate Stock — Common   LINEAR TECH CORP DEL   1,507.89   67,405.59   58,867.87
Corporate Stock — Common   LIONBRIDGE TECHNOLOGIES INC COM   286.00   10,708.79   500.64
Corporate Stock — Common   LIQUID AUDIO INC COM   300.00   3,252.65   705.00
Corporate Stock — Common   LIQUIDIX INC COM   200.00   545.68   418.00
Corporate Stock — Common   LITHIUM TECH CORP COM   66,350.00   75,293.60   10,616.00
Corporate Stock — Common   LIZ CLAIBORNE INC COM   1,300.00   43,302.02   64,675.00
Corporate Stock — Common   LNR PPTY CORP COM   5,600.00   154,441.00   174,608.00
Corporate Stock — Common   LNR PPTY CORP COM   100.05   3,443.75   3,119.40
Corporate Stock — Common   LOCH HARRIS INC COM NEW COM ISIN US 5395782031   1,000.00   1,797.45   30.00
Corporate Stock — Common   LOCKHEED MARTIN CORP COM   17,300.00   689,827.88   807,391.00
Corporate Stock — Common   LOCKHEED MARTIN CORP COM   916.17   43,738.20   42,757.51
Corporate Stock — Common   LOCKHEED MARTIN CORP COM   11,080.00   289,848.29   517,103.60
Corporate Stock — Common   LOEWS CORP COM   21,000.00   937,739.47   1,162,980.00
Corporate Stock — Common   LOEWS CORP COM   4,800.00   168,216.64   265,824.00

Corporate Stock — Common   LOGICVISION INC DEL COM   762.00   10,164.55   9,715.50
Corporate Stock — Common   LONE STAR STEAKHOUSE SALOON COM   4,100.00   49,116.36   60,803.00
Corporate Stock — Common   LONE STAR TECHNOLOGIES INC COM   5,800.00   100,264.02   102,080.00
Corporate Stock — Common   LONGS DRUG STORES CORP COM   5,600.00   126,547.12   130,928.00
Corporate Stock — Common   LONGVIEW FIBRE CO COM   2,800.00   31,231.48   33,068.00
Corporate Stock — Common   LORAL SPACE & COMMUNICATIONS LTD COM STK   12,750.00   83,130.97   38,122.50
Corporate Stock — Common   LORUS THERAPEUTICS INC COM   5,000.00   23,245.15   4,000.00
Corporate Stock — Common   LOUDCLOUD INC COM ISIN US5457351022   10,325.00   45,385.98   43,778.00
Corporate Stock — Common   LOUISIANA-PACIFIC CORP COM   1,000.00   9,956.60   8,440.00
Corporate Stock — Common   LOUISIANA-PACIFIC CORP COM   39,900.00   474,788.82   336,756.00
Corporate Stock — Common   LOUISIANA-PACIFIC CORP COM   2,600.00   54,612.95   21,944.00
Corporate Stock — Common   LOWES COS INC COM   15,800.00   647,956.72   733,278.00
Corporate Stock — Common   LOWES COS INC COM   19,500.00   188,377.26   904,995.00
Corporate Stock — Common   LOWES COS INC COM   26,000.00   587,910.53   1,206,660.00
Corporate Stock — Common   LOWES COS INC COM   3,925.08   148,378.05   182,163.06
Corporate Stock — Common   LSI LOGIC CORP COM   9,200.00   186,433.74   145,176.00
Corporate Stock — Common   LSI LOGIC CORP COM   6,315.00   161,931.81   99,650.70
Corporate Stock — Common   LSI LOGIC CORP COM   15,000.00   246,074.60   236,700.00
Corporate Stock — Common   LTD INC COM   10,810.00   114,913.28   159,123.20
Corporate Stock — Common   LTV CORP NEW COM   200.00   2,585.27   2.80
Corporate Stock — Common   LTX CORP COM   19,470.00   257,114.71   407,701.80
Corporate Stock — Common   LTX CORP COM   1,500.00   28,205.21   31,410.00
Corporate Stock — Common   LUBRIZOL CORP COM   7,000.00   202,405.00   245,630.00
Corporate Stock — Common   LUBRIZOL CORP COM   19,200.00   616,506.54   673,728.00
Corporate Stock — Common   LUCENT TECHNOLOGIES INC COM STK   86,051.00   1,649,117.46   541,260.79
Corporate Stock — Common   LUCENT TECHNOLOGIES INC COM STK   74,110.20   1,014,153.63   466,153.18
Corporate Stock — Common   LUMENON INNOVATION LIGHTWAVE TECH INC COM COM STK   2,040.00   5,258.60   1,183.20
Corporate Stock — Common   LUMINANT WORLWIDE CORP COM   1,000.00   1,467.45   110.00
Corporate Stock — Common   M & T BK CORP COM   12,300.00   850,006.26   896,055.00
Corporate Stock — Common   M D C HLDGS INC COM   9,680.00   306,129.59   365,807.20
Corporate Stock — Common   M WAVE INC COM   1,000.00   12,488.39   4,990.00
Corporate Stock — Common   M-SYSTMES FLASH DISK PIONEER COM   200.00   2,454.95   2,338.00
Corporate Stock — Common   MACHEEZMO MOUSE RESTAURANTS INC COM   800.00   1,075.60   0.80
Corporate Stock — Common   MACROCHEM CORP DEL COM STK   1,000.00   3,028.00   3,050.00
Corporate Stock — Common   MACROMEDIA INC COM   25,200.00   437,388.25   448,560.00
Corporate Stock — Common   MACROMEDIA INC COM   136.00   5,521.21   2,420.80
Corporate Stock — Common   MACROMEDIA INC COM   10,010.00   180,574.78   178,178.00
Corporate Stock — Common   MACROVISION CORP COM   13,190.00   573,700.37   464,551.80
Corporate Stock — Common   MACROVISION CORP COM   262.00   13,300.43   9,227.64
Corporate Stock — Common   MADDEN STEVEN LTD COM   2,500.00   37,900.00   35,175.00
Corporate Stock — Common   MAF BANCORP INC COM   1,400.00   34,678.00   41,300.00
Corporate Stock — Common   MAGNETEK INC COM   150.00   1,501.45   1,351.50
Corporate Stock — Common   MAI SYS CORP COM NEW   3,000.00   2,124.38   930.00
Corporate Stock — Common   MAIN STR BANCORP INC COM   1,000.00   8,529.95   15,620.00
Corporate Stock — Common   MAN SANG HLDGS INC COM NEW   800.00   3,629.95   1,360.00
Corporate Stock — Common   MANHATTAN ASSOCS INC COM   50.00   3,173.59   1,457.50
Corporate Stock — Common   MANOR CARE INC NEW COM STK   20,550.00   656,266.31   487,240.50
Corporate Stock — Common   MANOR CARE INC NEW COM STK   41,900.00   777,701.84   993,449.00
Corporate Stock — Common   MANOR CARE INC NEW COM STK   2,550.00   66,831.11   60,460.50
Corporate Stock — Common   MANUGISTICS GROUP INC COM   17,300.00   366,241.00   364,684.00
Corporate Stock — Common   MANUGISTICS GROUP INC COM   7,710.00   142,608.80   162,526.80
Corporate Stock — Common   MARKETING SVCS GROUP INC COM NEW   50.00   5,058.72   159.00
Corporate Stock — Common   MARRIOTT INTL INC NEW COM STK CL A   6,100.00   230,644.30   247,965.00
Corporate Stock — Common   MARRIOTT INTL INC NEW COM STK CL A   50.10   2,233.20   2,036.48
Corporate Stock — Common   MARSH & MC LENNAN CO'S INC   6,950.00   268,094.41   746,777.50
Corporate Stock — Common   MARSH & MC LENNAN CO'S INC   85.00   7,959.30   9,133.25
Corporate Stock — Common   MARVEL ENTERPRISES INC COM   2,000.00   3,810.00   7,600.00
Corporate Stock — Common   MARVEL ENTERPRISES INC WT CL C EXP 10-02-2002   48.00   0   0.48
Corporate Stock — Common   MARVELL TECH GROUP MARVELL TECH GROUP INC   21,130.00   352,642.82   756,876.60
Corporate Stock — Common   MARVELL TECH GROUP MARVELL TECH GROUP INC   7,650.00   237,515.76   274,023.00

Corporate Stock — Common   MASCO CORP COM   32,000.00   576,599.50   784,000.00
Corporate Stock — Common   MASCO CORP COM   11,600.00   234,944.24   284,200.00
Corporate Stock — Common   MASCO CORP COM   100.00   2,417.31   2,450.00
Corporate Stock — Common   MASCO CORP COM   18,300.00   446,146.84   448,350.00
Corporate Stock — Common   MASSEY ENERGY CORP COM   340.61   10,082.46   7,060.91
Corporate Stock — Common   MATTEL INC COM   19,500.00   279,330.54   335,400.00
Corporate Stock — Common   MATTEL INC COM   10,888.00   223,705.37   187,273.60
Corporate Stock — Common   MATTEL INC COM   713.68   11,677.33   12,275.28
Corporate Stock — Common   MATTEL INC COM   35,100.00   639,699.67   603,720.00
Corporate Stock — Common   MAVERICK TUBE CORP COM   300.00   3,179.95   3,885.00
Corporate Stock — Common   MAVERICK TUBE CORP COM   19,610.00   549,003.84   253,949.50
Corporate Stock — Common   MAXIM INTEGRATED PRODS INC COM   8,100.00   490,888.84   425,331.00
Corporate Stock — Common   MAXIM INTEGRATED PRODS INC COM   26,900.00   1,349,767.25   1,412,519.00
Corporate Stock — Common   MAXIM INTEGRATED PRODS INC COM   2,130.00   107,714.70   111,846.30
Corporate Stock — Common   MAXIMUS INC COM   340.00   13,665.67   14,300.40
Corporate Stock — Common   MAXTOR CORP COM NEW   319.00   1,130.48   2,022.46
Corporate Stock — Common   MAY DEPT STORES CO COM   37,000.00   991,040.76   1,368,260.00
Corporate Stock — Common   MAY DEPT STORES CO COM   7,536.00   171,123.74   278,681.28
Corporate Stock — Common   MAYTAG CORP COM   1,900.00   40,841.88   58,957.00
Corporate Stock — Common   MBIA INC COM   3,700.00   137,567.11   198,431.00
Corporate Stock — Common   MBIA INC COM   2,850.00   91,131.98   152,845.50
Corporate Stock — Common   MBNA CORP COM   132,118.00   1,169,716.74   4,650,553.60
Corporate Stock — Common   MBNA CORP COM   21,425.00   229,608.79   754,160.00
Corporate Stock — Common   MBNA CORP COM   909.93   31,137.77   32,029.50
Corporate Stock — Common   MC CORMICK & CO INC COM NON-VTG   3,640.00   161,325.79   152,770.80
Corporate Stock — Common   MC DERMOTT INTL INC COM $1 PAR   1,500.00   32,972.48   18,405.00
Corporate Stock — Common   MC DONALDS CORP COM   8,600.00   234,009.27   227,642.00
Corporate Stock — Common   MC DONALDS CORP COM   3,146.26   96,930.63   83,281.61
Corporate Stock — Common   MC DONALDS CORP COM   32,400.00   537,549.54   857,628.00
Corporate Stock — Common   MCAFEE COM CORP CL A   100.00   1,444.67   3,391.00
Corporate Stock — Common   MCDATA CORP CL A   372.00   7,757.93   9,114.00
Corporate Stock — Common   MCGRAW HILL COMPANIES INC COM   4,900.00   110,449.61   298,802.00
Corporate Stock — Common   MCKESSON CORP   7,197.00   489,180.35   269,167.80
Corporate Stock — Common   MCKESSON CORP   1,030.00   26,591.68   38,522.00
Corporate Stock — Common   MCLEODUSA INC   10,161.00   7,449.12   3,759.57
Corporate Stock — Common   MDSI MOBILE DATA SOLUTIONS INC COM   100.00   933.07   351.00
Corporate Stock — Common   MED DISCOVERIES INC COM   11,300.00   4,207.77   1,299.50
Corporate Stock — Common   MED RES INC COM NEW CHAPTER 11 PROCEEDINGS EFFECTIVE 2/26/01   666.00   30,722.54   1.33
Corporate Stock — Common   MEDAREX INC COM   495.00   17,832.20   8,890.20
Corporate Stock — Common   MEDIA ARTS GROUP INC COM   2,500.00   16,838.36   6,575.00
Corporate Stock — Common   MEDIABAY INC COM   1,000.00   1,483.41   620.00
Corporate Stock — Common   MEDICINES COMPANY COM   1,200.00   13,919.16   13,908.00
Corporate Stock — Common   MEDICIS PHARMACEUTICAL CORP CL A NEW   7,600.00   486,430.40   490,884.00
Corporate Stock — Common   MEDICIS PHARMACEUTICAL CORP CL A NEW   100.00   5,448.00   6,459.00
Corporate Stock — Common   MEDICIS PHARMACEUTICAL CORP CL A NEW   14,600.00   783,658.88   943,014.00
Corporate Stock — Common   MEDIMMUNE INC COM   5,400.00   363,284.66   250,290.00
Corporate Stock — Common   MEDIMMUNE INC COM   8,400.00   273,072.07   389,340.00
Corporate Stock — Common   MEDIMMUNE INC COM   2,045.00   90,214.88   94,785.75
Corporate Stock — Common   MEDINEX SYS INC COM   1,000.00   5,309.90   310.00
Corporate Stock — Common   MEDIS TECHNOLOGIES LTD COM   4,071.00   81,868.76   29,921.85
Corporate Stock — Common   MEDIUM4 COM INC COM STK   1,000.00   5,573.93   370.00
Corporate Stock — Common   MEDQUIST INC COM   100.00   2,735.50   2,925.00
Corporate Stock — Common   MEDTRONIC INC COM   30,500.00   532,101.01   1,561,905.00
Corporate Stock — Common   MEDTRONIC INC COM   2,251.33   100,185.83   115,290.35
Corporate Stock — Common   MELLON FINL CORP COM   11,800.00   166,099.75   443,916.00
Corporate Stock — Common   MELLON FINL CORP COM   5,200.00   225,310.44   195,624.00
Corporate Stock — Common   MENTOR CORP COM   100.00   2,867.95   2,856.00
Corporate Stock — Common   MENTOR CORP COM   3,600.00   113,510.75   102,816.00
Corporate Stock — Common   MENTOR GRAPHICS CORP COM   500.00   8,717.45   11,785.00
Corporate Stock — Common   MENTOR GRAPHICS CORP COM   17,900.00   247,293.87   421,903.00
Corporate Stock — Common   MERCK & CO INC COM   4,306.30   299,334.45   253,210.15
Corporate Stock — Common   MERCK & CO INC COM   0   0   0
Corporate Stock — Common   MERCK & CO INC COM   24,100.00   1,695,758.69   1,417,080.00
Corporate Stock — Common   MERCK & CO INC COM   30,000.00   2,037,114.29   1,764,000.00

Corporate Stock — Common   MERCK & CO INC COM   57,300.00   1,789,439.38   3,369,240.00
Corporate Stock — Common   MERCURY INTERACTIVE CORP COM   2,100.00   192,119.00   71,358.00
Corporate Stock — Common   MERCURY INTERACTIVE CORP COM   200.00   8,124.65   6,796.00
Corporate Stock — Common   MERCURY INTERACTIVE CORP COM   9,960.00   313,314.42   338,440.80
Corporate Stock — Common   MEREDITH CORP COM   1,200.00   15,522.79   42,780.00
Corporate Stock — Common   MERIDIAN RES CORP COM   8,540.00   40,940.15   34,074.60
Corporate Stock — Common   MERILUS INC COM   2,000.00   2,679.95   2,680.00
Corporate Stock — Common   MERIS LABS INC COM   1,500.00   1,184.40   1.50
Corporate Stock — Common   MERRILL LYNCH & CO INC COM   21,300.00   486,344.48   1,110,156.00
Corporate Stock — Common   MERRILL LYNCH & CO INC COM   404.40   23,478.74   21,077.38
Corporate Stock — Common   MESA AIR GROUP INC COM   3,800.00   41,610.00   28,576.00
Corporate Stock — Common   MESABA HLDGS INC COM   11,100.00   96,565.00   79,032.00
Corporate Stock — Common   METHANEX CORP COM STK   1,500.00   9,179.85   8,310.00
Corporate Stock — Common   METLIFE INC COM ISIN US59156R1086   18,300.00   658,873.20   579,744.00
Corporate Stock — Common   METLIFE INC COM ISIN US59156R1086   251.00   6,345.46   7,951.68
Corporate Stock — Common   METRICOM INC COM   15,593.00   115,652.57   1,559.30
Corporate Stock — Common   METRIS COS INC COM   0.24   5.33   6.17
Corporate Stock — Common   METROCALL INC COM   6,500.00   13,061.51   169.00
Corporate Stock — Common   METROMEDIA FIBER NETWORK INC CL A   21,280.00   60,720.07   9,363.20
Corporate Stock — Common   METROMEDIA INTL GROUP INC COM   500.00   2,795.44   405.00
Corporate Stock — Common   METTLER-TOLEDO INTL INC COM   292.00   13,711.26   15,140.20
Corporate Stock — Common   MFN FINL CORP COM   17.00   0   153.85
Corporate Stock — Common   MFN FINL CORP WT SER A EXP 03-23-02   20.00   0   0.20
Corporate Stock — Common   MGI PHARMA INC COM   1,910.00   20,921.07   29,184.80
Corporate Stock — Common   MGIC INVT CORP WIS COM   2,700.00   91,985.04   166,644.00
Corporate Stock — Common   MICHAELS STORES INC COM   9,200.00   303,300.08   303,140.00
Corporate Stock — Common   MICHAELS STORES INC COM   630.00   17,638.51   20,758.50
Corporate Stock — Common   MICREL INC COM   10,510.00   334,436.72   275,677.30
Corporate Stock — Common   MICROCHIP TECH INC COM   289.00   10,147.60   11,195.86
Corporate Stock — Common   MICROMEM TECHNOLOGIES INC COM   795.00   11,163.03   1,184.55
Corporate Stock — Common   MICROMUSE INC COM   19,500.00   282,352.72   292,500.00
Corporate Stock — Common   MICROMUSE INC COM   10,580.00   116,924.82   158,700.00
Corporate Stock — Common   MICROMUSE INC COM   568.00   9,863.05   8,520.00
Corporate Stock — Common   MICRON TECH INC COM   2,845.63   110,256.69   88,214.38
Corporate Stock — Common   MICRON TECH INC COM   15,100.00   355,759.39   468,100.00
Corporate Stock — Common   MICROS SYS INC COM   100.00   1,877.97   2,510.00
Corporate Stock — Common   MICROSEMI CORP COM   9,640.00   304,642.32   286,308.00
Corporate Stock — Common   MICROSEMI CORP COM   7,200.00   114,059.64   213,840.00
Corporate Stock — Common   MICROSEMI CORP COM   1,000.00   39,722.95   29,700.00
Corporate Stock — Common   MICROSEMI CORP COM   4,590.00   136,321.82   136,323.00
Corporate Stock — Common   MICROSOFT CORP COM   27,800.00   1,826,455.76   1,841,750.00
Corporate Stock — Common   MICROSOFT CORP COM   45,400.00   3,190,782.20   3,007,750.00
Corporate Stock — Common   MICROSOFT CORP COM   70,900.00   4,787,999.35   4,697,125.00
Corporate Stock — Common   MICROSOFT CORP COM   135,700.00   3,067,960.23   8,990,125.00
Corporate Stock — Common   MICROSOFT CORP COM   43,149.00   2,851,792.89   2,858,621.25
Corporate Stock — Common   MICROSTRATEGY INC CL A   1,500.00   13,056.58   5,775.00
Corporate Stock — Common   MICROTUNE INC DEL COM   22,780.00   448,309.22   534,418.80
Corporate Stock — Common   MICROTUNE INC DEL COM   31,300.00   695,897.75   734,298.00
Corporate Stock — Common   MICROTUNE INC DEL COM   14,610.00   286,548.20   342,750.60
Corporate Stock — Common   MICROVISION INC WASH COM   775.00   30,359.17   11,036.00
Corporate Stock — Common   MID ATLC MED SVCS INC COM   2,300.00   51,241.01   52,210.00
Corporate Stock — Common   MIDDLEBY CORP COM   1,000.00   6,316.15   5,200.00
Corporate Stock — Common   MIDLAND INC WT EXP 08-14-01   65,000.00   36,155.08   0
Corporate Stock — Common   MIDWAY GAMES INC COM   6,800.00   103,292.00   102,068.00
Corporate Stock — Common   MIDWAY GAMES INC COM   100.00   1,555.00   1,501.00
Corporate Stock — Common   MILESTONE SCIENTIFIC INC COM   1,665.00   7,334.33   915.75
Corporate Stock — Common   MILLENNIUM CELL INC COM   1,000.00   4,989.95   5,220.00
Corporate Stock — Common   MILLENNIUM PHARMACEUTICALS INC COM   2,251.00   64,661.20   55,172.01
Corporate Stock — Common   MILLER EXPL CO COM   4,000.00   6,266.05   3,120.00
Corporate Stock — Common   MILLIPORE CORP COM   1,200.00   29,224.02   72,840.00
Corporate Stock — Common   MIM CORP COM   500.00   4,984.95   8,900.00
Corporate Stock — Common   MINN MNG & MFG CO COM   9,900.00   579,025.55   1,170,279.00
Corporate Stock — Common   MINN MNG & MFG CO COM   3,000.00   348,922.05   354,630.00
Corporate Stock — Common   MINN MNG & MFG CO COM   403.28   38,134.83   47,671.73

Corporate Stock — Common   MIPS TECHNOLOGIES INC CL B COM   293.00   18,545.81   2,338.14
Corporate Stock — Common   MIRACLE ENTMT INC COM   590.00   2,664.05   14.75
Corporate Stock — Common   MIRANT CORP COM   420.00   13,688.68   6,728.40
Corporate Stock — Common   MIRANT CORP COM   10,098.00   219,675.41   161,769.96
Corporate Stock — Common   MISONIX INC COM   400.00   3,211.51   3,800.00
Corporate Stock — Common   MISSION RES CORP COM   28,000.00   121,256.28   98,000.00
Corporate Stock — Common   MITCHAM INDS INC COM   5,100.00   50,996.14   23,205.00
Corporate Stock — Common   MODERN COMPUTER SYS INC COM   3,975.00   28,039.88   596.25
Corporate Stock — Common   MOHAWK INDS INC COM   175.00   8,850.40   9,604.00
Corporate Stock — Common   MOLEX INC COM   4,925.00   200,395.42   152,428.75
Corporate Stock — Common   MOMENTUM BUSINESS APPLICATIONS INC CL A   22.00   0   437.80
Corporate Stock — Common   MOODYS CORP COM   3,900.00   61,267.50   155,454.00
Corporate Stock — Common   MOOG INC CL A   1,500.00   36,015.00   32,700.00
Corporate Stock — Common   MOORE LTD COM   72,100.00   647,974.54   684,950.00
Corporate Stock — Common   MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN #6174464486   1,400.00   80,338.44   78,316.00
Corporate Stock — Common   MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN #6174464486   12,300.00   717,347.03   688,062.00
Corporate Stock — Common   MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN #6174464486   27,644.00   495,667.26   1,546,405.36
Corporate Stock — Common   MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN #6174464486   567.00   32,739.71   31,717.98
Corporate Stock — Common   MOSSIMO INC COM   1,000.00   14,374.45   3,500.00
Corporate Stock — Common   MOTOROLA INC COM   56,060.00   800,068.74   842,021.20
Corporate Stock — Common   MOTOROLA INC COM   24,994.35   511,370.15   375,415.12
Corporate Stock — Common   MRV COMMUNICATIONS INC COM   900.00   16,937.26   3,816.00
Corporate Stock — Common   MSC INDL DIRECT INC CL A COM   15,700.00   272,566.98   310,075.00
Corporate Stock — Common   MSC SOFTWARE CORP COM   1,200.00   24,678.28   18,720.00
Corporate Stock — Common   MTI TECH CORP COM   100.00   4,079.95   180.00
Corporate Stock — Common   MTR GAMING GROUP INC COM   200.00   3,009.95   3,200.00
Corporate Stock — Common   MULTEX COM INC COM   200.00   1,239.95   900.00
Corporate Stock — Common   MULTILINK TECH CORP CL A   2,000.00   24,060.00   12,960.00
Corporate Stock — Common   MURPHY OIL CORP COM   9,010.00   649,594.98   757,200.40
Corporate Stock — Common   MURPHY OIL CORP COM   2,220.00   163,083.96   186,568.80
Corporate Stock — Common   MUT RISK MGMT LTD COM   200.00   3,133.73   1,460.00
Corporate Stock — Common   MYLAN LAB INC COM   185.00   6,424.65   6,937.50
Corporate Stock — Common   MYLAN LAB INC COM   4,300.00   150,508.17   161,250.00
Corporate Stock — Common   MYRIAD GENETICS INC COM   500.00   36,386.20   26,320.00
Corporate Stock — Common   MYTURN.COM COM   305.00   6,961.18   0.85
Corporate Stock — Common   N AMERN PALLADIUM LTD COM   1,125.00   7,672.37   6,615.00
Corporate Stock — Common   N. FORK BANCORPORATION INC COM   400.00   8,666.51   12,796.00
Corporate Stock — Common   N. FORK BANCORPORATION INC COM   13,300.00   353,790.64   425,467.00
Corporate Stock — Common   N.W. AIRLS CORP CL A COM STK PAR $0.01   39,900.00   1,002,104.04   626,430.00
Corporate Stock — Common   N.W. AIRLS CORP CL A COM STK PAR $0.01   345.00   6,076.35   5,416.50
Corporate Stock — Common   NABORS IND INC COM   1,700.00   60,785.84   58,361.00
Corporate Stock — Common   NABORS IND INC COM   8,850.00   293,530.00   303,820.50
Corporate Stock — Common   NABORS IND INC COM   3,600.00   193,287.24   123,588.00
Corporate Stock — Common   NASDAQ 100 TR UNIT SER 1   58,085.00   2,443,005.33   2,260,087.35
Corporate Stock — Common   NASH FINCH CO COM   2,400.00   49,446.24   74,640.00
Corporate Stock — Common   NASH FINCH CO COM   611.00   12,979.26   19,002.10
Corporate Stock — Common   NAT ALTERNATIVES INTL INC COM NEW   9,815.00   42,637.15   22,083.75
Corporate Stock — Common   NAT HLTH TRENDS CORP COM NEW   7,000.00   519.95   217.00
Corporate Stock — Common   NATIONAL-OILWELL INC COM   40,900.00   700,267.13   842,949.00
Corporate Stock — Common   NATL COMM FINL CORP COM   20,540.00   522,729.35   519,662.00
Corporate Stock — Common   NATL CY CORP COM   15,300.00   376,657.60   447,372.00
Corporate Stock — Common   NATL INSTRS CORP COM   100.00   3,829.95   3,746.00
Corporate Stock — Common   NATL PROCESSING INC COM   11,220.00   297,079.20   364,650.00
Corporate Stock — Common   NATL PROCESSING INC COM   1,300.00   41,347.02   42,250.00
Corporate Stock — Common   NATL SEMICONDUCTOR CORP COM   4,400.00   98,079.50   135,476.00
Corporate Stock — Common   NATL SEMICONDUCTOR CORP COM   2,465.00   76,555.58   75,897.35
Corporate Stock — Common   NATL STL CORP CL B   1,500.00   3,120.00   2,175.00
Corporate Stock — Common   NAVARRE CORP COM   600.00   7,103.82   654.00
Corporate Stock — Common   NAVIDEC INC COM   155.00   1,718.74   62.00
Corporate Stock — Common   NAVISITE INC COM   76.00   1,148.68   27.36
Corporate Stock — Common   NAVISTAR INTL CORP NEW COM   1,500.00   34,355.05   59,250.00

Corporate Stock — Common   NBTY INC COM   400.00   5,549.95   4,680.00
Corporate Stock — Common   NCO GROUP INC COM   350.00   8,562.50   8,015.00
Corporate Stock — Common   NCO PORTFOLIO MGMT INC COM   41.00   324.48   291.10
Corporate Stock — Common   NCR CORP COM   15,000.00   497,918.41   552,900.00
Corporate Stock — Common   NCR CORP COM   2,400.00   92,317.51   88,464.00
Corporate Stock — Common   NCT GROUP INC COM   20,000.00   9,743.80   1,700.00
Corporate Stock — Common   NEON COMMUNICATIONS INC COM   200.00   891.24   542.00
Corporate Stock — Common   NEOPHARM INC COM   3,600.00   91,134.00   90,180.00
Corporate Stock — Common   NEOPROBE CORP COM   1,100.00   3,922.45   462.00
Corporate Stock — Common   NEORX CORP COM PAR $0.02   24,840.00   285,749.38   143,326.80
Corporate Stock — Common   NEPTUNE SOC INC COM NEW   1,000.00   4,779.95   400.00
Corporate Stock — Common   NET PERCEPTIONS INC COM ISIN #US64107U1016   3,000.00   3,719.85   5,100.00
Corporate Stock — Common   NET VOICE TECHNOLOGIES CORP COM   870.00   1,460.40   30.45
Corporate Stock — Common   NET2000 COMMUNICATIONS INC COM   32.00   1,233.95   0.13
Corporate Stock — Common   NET2PHONE INC COM   173.00   5,051.97   1,167.75
Corporate Stock — Common   NETCRUISE COM INC COM   500.00   3,029.95   1.50
Corporate Stock — Common   NETEGRITY INC COM   24,720.00   685,278.17   478,579.20
Corporate Stock — Common   NETEGRITY INC COM   250.00   7,427.05   4,840.00
Corporate Stock — Common   NETIQ CORP COM   13,250.00   420,329.18   467,195.00
Corporate Stock — Common   NETIQ CORP COM   5,610.00   167,484.69   197,808.60
Corporate Stock — Common   NETMANAGE INC COM   400.00   1,090.55   408.00
Corporate Stock — Common   NETSCOUT SYS INC COM   200.00   5,427.53   1,582.00
Corporate Stock — Common   NETSCREEN TECHNOLOGIES INC COM COM   14,720.00   315,781.73   325,753.60
Corporate Stock — Common   NETWORK APPLIANCE INC DEL   3,467.00   67,333.32   75,823.29
Corporate Stock — Common   NETWORK APPLIANCE INC DEL   8,300.00   146,939.69   181,521.00
Corporate Stock — Common   NETWORK APPLIANCE INC DEL   11,180.00   261,247.66   244,506.60
Corporate Stock — Common   NETWORK COMM INC COM NEW   32.00   6,445.25   5.12
Corporate Stock — Common   NETWORK EQUIP TECHNOLOGIES COM   1,000.00   2,964.95   5,450.00
Corporate Stock — Common   NETWORKS ASSOC INC COM STK   410.00   7,728.04   10,598.50
Corporate Stock — Common   NETWORKS ASSOC INC COM STK   21,470.00   294,369.53   554,999.50
Corporate Stock — Common   NEUBERGER BERMAN INC COM STK   6,900.00   305,605.14   302,910.00
Corporate Stock — Common   NEUBERGER BERMAN INC COM STK   3,535.00   160,249.20   155,186.50
Corporate Stock — Common   NEUROCRINE BIOSCIENCES INC COM   12,800.00   342,457.73   656,768.00
Corporate Stock — Common   NEUROCRINE BIOSCIENCES INC COM   12,400.00   585,766.59   636,244.00
Corporate Stock — Common   NEW FOCUS INC COM STK   300.00   4,852.91   1,143.00
Corporate Stock — Common   NEW FRONTIER MEDIA INC COM   300.00   1,216.79   900.00
Corporate Stock — Common   NEW GERMANY FD INC COM   939.92   13,034.10   5,517.32
Corporate Stock — Common   NEW OROPERU RES INC COM   200.00   3,386.67   0
Corporate Stock — Common   NEW VISUAL CORP   370.00   1,594.90   173.90
Corporate Stock — Common   NEW YORK TIMES CO CL A ISIN #US6501111073   3,800.00   63,595.06   164,350.00
Corporate Stock — Common   NEWELL RUBBERMAID INC COM   6,693.00   181,520.37   184,526.01
Corporate Stock — Common   NEWMARK HOMES CORP COM   57.00   785.20   823.08
Corporate Stock — Common   NEWMONT MINING CORP NEW COM   4,951.00   148,853.76   94,613.61
Corporate Stock — Common   NEWMONT MINING CORP NEW COM   5,374.60   127,518.46   102,708.59
Corporate Stock — Common   NEWPARK RES INC COM PAR $0.01 NEW   4,500.00   90,439.27   35,550.00
Corporate Stock — Common   NEWPORT CORP COM   9,600.00   180,703.21   185,088.00
Corporate Stock — Common   NEWPORT CORP COM   420.00   39,242.76   8,097.60
Corporate Stock — Common   NEXELL THERAPEUTICS INC COM NEW   1,125.00   30,032.96   1,597.50
Corporate Stock — Common   NEXT LEVEL COMMUNICATIONS INC COM STK   18.00   915.65   60.30
Corporate Stock — Common   NEXTEL COMMUNICATIONS INC CL A COM STK   20,100.00   450,840.74   220,296.00
Corporate Stock — Common   NEXTEL COMMUNICATIONS INC CL A COM STK   11,558.00   301,513.76   126,675.68
Corporate Stock — Common   NEXTEL COMMUNICATIONS INC CL A COM STK   23,260.00   211,261.59   254,929.60
Corporate Stock — Common   NEXTEL PARTNERS INC CL A   24,750.00   210,470.11   297,000.00
Corporate Stock — Common   NEXTEL PARTNERS INC CL A   300.00   9,585.88   3,600.00
Corporate Stock — Common   NEXUS TELOCATION SYS   100.00   948.66   218.00
Corporate Stock — Common   NICOR INC COM   1,100.00   26,969.37   45,804.00
Corporate Stock — Common   NIKE INC CL B COM   6,800.00   170,522.78   382,432.00
Corporate Stock — Common   NIKE INC CL B COM   500.00   20,545.35   28,120.00
Corporate Stock — Common   NISOURCE INC COM   5,229.00   98,221.47   120,580.74
Corporate Stock — Common   NISOURCE INC COM   41.41   630.24   954.89
Corporate Stock — Common   NOBEL LEARNING CMNTYS INC COM   200.00   3,017.92   1,242.00
Corporate Stock — Common   NOBLE DRILLING CORP COM   3,300.00   137,981.25   112,332.00
Corporate Stock — Common   NOBLE DRILLING CORP COM   1,033.00   23,424.40   35,163.32
Corporate Stock — Common   NORDIC AMER TANKER SHIPPING COM STK ISIN#BMG657731060   871.64   15,903.89   12,072.19

Corporate Stock — Common   NORDSTROM INC COM   38,000.00   688,350.91   768,740.00
Corporate Stock — Common   NORDSTROM INC COM   3,400.00   63,602.81   68,782.00
Corporate Stock — Common   NORDSTROM INC COM   600.00   13,142.39   12,138.00
Corporate Stock — Common   NORFOLK SOUTHN CORP COM   9,700.00   199,329.76   177,801.00
Corporate Stock — Common   NORFOLK SOUTHN CORP COM   9,800.00   192,800.52   179,634.00
Corporate Stock — Common   NORSAT INTL INC NEW COM COM STK   100.00   1,223.70   228.00
Corporate Stock — Common   NORTEL NETWORKS CORP NEW COM   17,991.00   260,836.20   134,932.50
Corporate Stock — Common   NORTEL NETWORKS CORP NEW COM   80,680.00   1,256,324.92   605,100.00
Corporate Stock — Common   NORTHN TR CORP COM   5,600.00   202,922.65   337,232.00
Corporate Stock — Common   NORTHROP GRUMMAN CORP (HLDG CO)   16,100.00   1,488,122.02   1,623,041.00
Corporate Stock — Common   NORTHROP GRUMMAN CORP (HLDG CO)   2,800.00   204,479.58   282,268.00
Corporate Stock — Common   NORTHROP GRUMMAN CORP (HLDG CO)   207.36   18,758.77   20,903.56
Corporate Stock — Common   NOVA CHEMICALS CORP COM   18,000.00   347,462.30   346,860.00
Corporate Stock — Common   NOVELL INC COM   49,000.00   199,049.20   224,910.00
Corporate Stock — Common   NOVELL INC COM   9,100.00   161,512.87   41,769.00
Corporate Stock — Common   NOVELL INC COM   2,939.00   24,115.95   13,490.01
Corporate Stock — Common   NOVELLUS SYS INC COM   1,454.00   60,178.71   57,360.30
Corporate Stock — Common   NOVELLUS SYS INC COM   3,600.00   206,592.16   142,020.00
Corporate Stock — Common   NOVELLUS SYS INC COM   7,550.00   290,700.90   297,847.50
Corporate Stock — Common   NOVEN PHARMACEUTICALS INC COM   13,200.00   245,020.19   234,300.00
Corporate Stock — Common   NRG ENERGY INC COM STK   1,200.00   22,990.80   18,600.00
Corporate Stock — Common   NTN COMMUNICATIONS INC COM NEW   500.00   1,841.75   450.00
Corporate Stock — Common   NU ELEC CORP COM   3,000.00   1,730.40   1,830.00
Corporate Stock — Common   NU HORIZONS ELECTRS CORP COM   375.00   6,458.39   3,855.00
Corporate Stock — Common   NUCLEAR SOLUTIONS INC COM   6,000.00   17,564.80   11,100.00
Corporate Stock — Common   NUCOR CORP COM   6,600.00   320,852.40   349,536.00
Corporate Stock — Common   NUCOR CORP COM   2,000.00   71,604.09   105,920.00
Corporate Stock — Common   NUCOR CORP COM   41.00   1,625.26   2,171.36
Corporate Stock — Common   NUTEK INC COM   250.00   210.60   30.00
Corporate Stock — Common   NUTEK OIL INC COM   3.00   23.40   0
Corporate Stock — Common   NUTRACEUTICAL INTL CORP COM   12,000.00   195,414.11   63,000.00
Corporate Stock — Common   NVIDIA CORP COM   3,600.00   194,111.00   240,840.00
Corporate Stock — Common   NVIDIA CORP COM   200.00   8,706.18   13,380.00
Corporate Stock — Common   NVIDIA CORP COM   4,710.00   190,051.26   315,099.00
Corporate Stock — Common   NY CMNTY BANCORP INC COM   21,600.00   565,747.04   493,992.00
Corporate Stock — Common   NYFIX INC COM   100.00   1,303.98   2,002.00
Corporate Stock — Common   OAK TECH INC COM   29,200.00   301,187.24   401,500.00
Corporate Stock — Common   OAKLEY INC COM   275.00   5,093.00   4,471.50
Corporate Stock — Common   OAKWOOD HOMES CORP COM NEW   100.00   12,826.52   530.00
Corporate Stock — Common   OCCIDENTAL PETE CORP COM   965.00   23,539.90   25,601.45
Corporate Stock — Common   OCCIDENTAL PETE CORP COM   9,400.00   219,229.15   249,382.00
Corporate Stock — Common   OCCIDENTAL PETE CORP COM   15,500.00   332,068.23   411,215.00
Corporate Stock — Common   OCCIDENTAL PETE CORP COM   52,800.00   1,270,431.23   1,400,784.00
Corporate Stock — Common   OCEAN ENERGY INC DELAWARE   55.12   912.15   1,058.21
Corporate Stock — Common   OCTUS INC COM STK   5,000.00   2,314.00   25.00
Corporate Stock — Common   OFFICE DEPOT INC COM   26,920.00   356,049.50   499,096.80
Corporate Stock — Common   OFFICE DEPOT INC COM   7,700.00   164,363.77   142,758.00
Corporate Stock — Common   OFFICE DEPOT INC COM   2,300.00   18,403.34   42,642.00
Corporate Stock — Common   OFFICEMAX INC COM   3,300.00   10,154.95   14,850.00
Corporate Stock — Common   OFFSHORE LOGISTICS INC COM   7,000.00   160,733.30   124,320.00
Corporate Stock — Common   OH CAS CORP COM   14,500.00   102,509.83   232,725.00
Corporate Stock — Common   OH CAS CORP COM   32,900.00   383,066.57   528,045.00
Corporate Stock — Common   OLD REP INTL CORP COM   37,700.00   795,209.74   1,055,977.00
Corporate Stock — Common   OLD REP INTL CORP COM   215.00   5,633.10   6,022.15
Corporate Stock — Common   OLIN CORP COM   10,600.00   166,549.32   171,084.00
Corporate Stock — Common   OM GROUP INC   7,210.00   406,563.29   477,229.90
Corporate Stock — Common   OMI CORP NEW COM   15,360.00   60,401.10   61,132.80
Corporate Stock — Common   OMICRON TECHNOLOGIES INC COM   2,000.00   1,751.00   2.00
Corporate Stock — Common   OMNICARE INC COM   41,400.00   772,859.47   1,030,032.00
Corporate Stock — Common   OMNICOM GROUP INC COM   4,700.00   224,233.13   419,945.00
Corporate Stock — Common   ON TECH CORP COM   500.00   1,552.23   1,585.00
Corporate Stock — Common   ONEITA INDS INC COM   1,000.00   934.27   0.10
Corporate Stock — Common   ONI SYS CORP COM   2,970.00   36,859.85   18,621.90
Corporate Stock — Common   ONLINE PWR SUP INC COM   7,520.00   100,284.37   18,273.60
Corporate Stock — Common   ONTRACK DATA INTL INC COM   800.00   5,069.95   5,432.00

Corporate Stock — Common   ONYX PHARMACEUTICALS INC DEL COM   200.00   3,558.93   1,024.00
Corporate Stock — Common   OPENTV CORP OPENTV CORP ISIN NL0000470755   100.00   2,504.95   827.00
Corporate Stock — Common   OPENWAVE SYS INC COM   40,600.00   367,182.78   397,474.00
Corporate Stock — Common   OPENWAVE SYS INC COM   3,219.00   33,908.58   31,514.01
Corporate Stock — Common   OPTICAL COMMUNICATION PRODS INC CL A   50.00   779.95   197.00
Corporate Stock — Common   OPTIKA INC COM   2,000.00   7,997.40   2,100.00
Corporate Stock — Common   OPTIMAL ROBOTICS CORP CL A NEW   67.00   2,284.24   2,375.15
Corporate Stock — Common   OPTIMAL ROBOTICS CORP CL A NEW   5,100.00   141,295.67   180,795.00
Corporate Stock — Common   ORACLE CORP COM   140,200.00   490,222.62   1,936,162.00
Corporate Stock — Common   ORACLE CORP COM   93,600.00   1,682,814.73   1,292,616.00
Corporate Stock — Common   ORACLE CORP COM   54,111.00   1,031,184.45   747,272.91
Corporate Stock — Common   ORASURE TECHNOLOGIES INC COM   21,200.00   209,909.46   257,580.00
Corporate Stock — Common   ORBITAL SCI CORP COM   600.00   8,144.38   2,478.00
Corporate Stock — Common   ORBITTRAVEL.COM CORP COM   33.00   8.22   0.04
Corporate Stock — Common   ORCHID BIOSCIENCES INC COM STK ISIN# US68571P1003   10,600.00   56,771.36   58,300.00
Corporate Stock — Common   ORCHID BIOSCIENCES INC COM STK ISIN# US68571P1003   5,000.00   22,564.95   27,500.00
Corporate Stock — Common   ORCKIT COMMUNICATIONS COM   6,500.00   20,280.00   18,395.00
Corporate Stock — Common   ORTHODONTIC CTRS AMER INC COM   250.00   8,141.95   7,625.00
Corporate Stock — Common   OSI PHARMACEUTICALS INC COM   9,670.00   470,698.20   442,305.80
Corporate Stock — Common   OSI PHARMACEUTICALS INC COM   6,390.00   284,152.85   292,278.60
Corporate Stock — Common   OSTEOTECH INC COM   500.00   2,769.95   2,775.00
Corporate Stock — Common   OUTBACK STEAKHOUSE INC COM   70.00   1,915.58   2,397.50
Corporate Stock — Common   OUTLOOK GROUP CORP COM   400.00   2,354.95   1,868.00
Corporate Stock — Common   OVERSEAS SHIPHOLDING GROUP INC COM   5,900.00   165,194.69   132,750.00
Corporate Stock — Common   OVERTURE SVCS INC COM STK   13,290.00   255,903.50   470,864.70
Corporate Stock — Common   OVERTURE SVCS INC COM STK   8,790.00   147,330.08   311,429.70
Corporate Stock — Common   OWENS & MINOR INC NEW COM   10,600.00   151,477.18   196,100.00
Corporate Stock — Common   OWENS CORNING COM   26,410.00   120,052.58   50,179.00
Corporate Stock — Common   OXFORD HLTH PLANS INC COM   1,000.00   29,141.41   30,140.00
Corporate Stock — Common   P F CHANGS CHINA BISTRO INC COM   100.00   5,129.95   4,730.00
Corporate Stock — Common   P-COM INC COM   4,200.00   10,196.15   1,386.00
Corporate Stock — Common   PAC AEROSPACE & ELECTRONICS INC COM   24,700.00   61,270.75   1,111.50
Corporate Stock — Common   PAC CENTY FINL CORP COM   300.00   4,792.45   7,767.00
Corporate Stock — Common   PAC CENTY REGL DEV LTDORD NEW   4,000.00   3,225.98   1,234.80
Corporate Stock — Common   PAC GATEWAY EXCHANGE INC COM   2,400.00   45,934.50   7.20
Corporate Stock — Common   PAC MAGTRON INTL CORP COM   6,497.00   14,613.84   12,019.45
Corporate Stock — Common   PAC MINERALS INC COM   333.00   369.68   76.59
Corporate Stock — Common   PAC SUNWEAR CAL INC COM   400.00   7,815.00   8,168.00
Corporate Stock — Common   PACCAR INC COM   1,910.00   47,047.01   125,334.20
Corporate Stock — Common   PACCAR INC COM   144.01   6,006.66   9,449.80
Corporate Stock — Common   PACIFIC CENTURY CYBERWORKS LTD   60,100.00   115,380.19   15,025.00
Corporate Stock — Common   PACIFICARE HLTH SYS INC DEL COM   11,200.00   206,881.14   179,200.00
Corporate Stock — Common   PACTIV CORP COM   24,210.00   357,792.93   429,727.50
Corporate Stock — Common   PACTIV CORP COM   4,019.00   121,200.65   71,337.25
Corporate Stock — Common   PACTIV CORP COM   725.00   10,947.50   12,868.75
Corporate Stock — Common   PALL CORP COM   3,033.00   57,670.18   72,973.98
Corporate Stock — Common   PALM INC COM STK ISIN# US6966421074   14,290.00   347,328.64   55,445.20
Corporate Stock — Common   PALM INC COM STK ISIN# US6966421074   11,204.00   40,733.08   43,471.52
Corporate Stock — Common   PAN AMERN SILVER CORP COM   5,300.00   18,692.90   22,207.00
Corporate Stock — Common   PANACO INC COM   20,200.00   34,935.91   17,170.00
Corporate Stock — Common   PANCANADIAN ENERGY CORP COM COM STK   16,621.00   189,693.37   432,146.00
Corporate Stock — Common   PANERA BREAD CO CL A   5,100.00   153,000.46   265,404.00
Corporate Stock — Common   PARAMETRIC TECH CORP COM   6,600.00   146,303.74   51,546.00
Corporate Stock — Common   PARAMETRIC TECH CORP COM   800.00   9,821.93   6,248.00
Corporate Stock — Common   PARKER DRILLING CO COM   54,200.00   331,758.66   199,998.00
Corporate Stock — Common   PARKER DRILLING CO COM   6,950.00   38,289.37   25,645.50
Corporate Stock — Common   PARKER-HANNIFIN CORP COM   2,975.00   70,102.28   136,582.25
Corporate Stock — Common   PARKER-HANNIFIN CORP COM   200.00   6,954.95   9,182.00
Corporate Stock — Common   PARLUX FRAGRANCES INC COM   2,500.00   5,700.00   4,637.50
Corporate Stock — Common   PATTERSON DENTAL CO COM   15,750.00   301,688.02   644,647.50
Corporate Stock — Common   PATTERSON DENTAL CO COM   5,900.00   211,327.61   241,487.00
Corporate Stock — Common   PATTERSON DENTAL CO COM   500.00   18,445.00   20,465.00
Corporate Stock — Common   PATTERSON-UTI ENERGY INC COM   3,000.00   73,851.41   69,930.00

Corporate Stock — Common   PATTERSON-UTI ENERGY INC COM   35,400.00   667,782.60   825,174.00
Corporate Stock — Common   PAYCHEX INC COM   9,400.00   205,769.21   327,590.00
Corporate Stock — Common   PAYCHEX INC COM   317.29   13,241.39   11,057.63
Corporate Stock — Common   PC MALL INC COM   100.00   3,758.94   406.00
Corporate Stock — Common   PEAR TECHNOLOGIES INC COM   5,000.00   829.95   5.00
Corporate Stock — Common   PEC SOLUTIONS INC COM STK   1,200.00   33,009.46   45,132.00
Corporate Stock — Common   PEDIATRIX MED GROUP COM   7,600.00   234,485.84   257,792.00
Corporate Stock — Common   PEDIATRIX MED GROUP COM   17,500.00   459,167.46   593,600.00
Corporate Stock — Common   PEGASUS COMMUNICATIONS CORP CL A   11,900.00   116,203.50   123,879.00
Corporate Stock — Common   PEGASUS GOLD INC COM   17,500.00   26,538.74   87.50
Corporate Stock — Common   PEGASUS SOLUTIONS INC COM   3,800.00   43,329.01   53,960.00
Corporate Stock — Common   PEMSTAR INC COM   12,800.00   195,884.35   153,600.00
Corporate Stock — Common   PENN VA CORP COM   8,900.00   292,489.61   303,490.00
Corporate Stock — Common   PENNEY J.C CO INC COM   6,600.00   251,556.52   177,540.00
Corporate Stock — Common   PENNEY J.C CO INC COM   3,300.00   81,725.16   88,770.00
Corporate Stock — Common   PENNZOIL-QUAKER ST CO COM   38.58   501.02   557.50
Corporate Stock — Common   PEOPLES ENERGY CORP COM   900.00   24,550.78   34,137.00
Corporate Stock — Common   PEOPLESOFT INC COM   7,600.00   228,208.14   305,520.00
Corporate Stock — Common   PEOPLESOFT INC COM   4,623.00   148,635.82   185,844.60
Corporate Stock — Common   PEOPLESOFT INC COM   4,400.00   129,739.98   176,880.00
Corporate Stock — Common   PEP BOYS-MANNY MOE & JACK COM   13,000.00   67,730.00   222,950.00
Corporate Stock — Common   PEP BOYS-MANNY MOE & JACK COM   500.00   9,204.95   8,575.00
Corporate Stock — Common   PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005   284.00   5,999.34   6,674.00
Corporate Stock — Common   PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005   7,200.00   159,318.00   169,200.00
Corporate Stock — Common   PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005   10,640.00   227,761.17   250,040.00
Corporate Stock — Common   PEPSICO INC COM   753.09   35,520.98   36,668.10
Corporate Stock — Common   PEPSICO INC COM   44,090.00   874,834.67   2,146,742.10
Corporate Stock — Common   PEPSICO INC COM   20,460.00   881,262.08   996,197.40
Corporate Stock — Common   PEPSICO INC COM   15,500.00   737,356.95   754,695.00
Corporate Stock — Common   PEPSICO INC COM   30,400.00   1,377,398.16   1,480,176.00
Corporate Stock — Common   PER-SE TECHNOLOGIES INC COM NEW   166.00   2,247.64   1,784.50
Corporate Stock — Common   PEREGRINE PHARMACEUTICALS INC COM   9,600.00   26,372.94   32,928.00
Corporate Stock — Common   PEREGRINE SYS INC COM   43,900.00   805,313.74   651,037.00
Corporate Stock — Common   PEREGRINE SYS INC COM   1,766.00   37,817.76   26,189.78
Corporate Stock — Common   PERFORMANCE FOOD GROUP CO COM   15,270.00   365,271.93   537,045.90
Corporate Stock — Common   PERKINELMER INC COM   13,900.00   449,181.66   486,778.00
Corporate Stock — Common   PERKINELMER INC COM   3,100.00   48,046.21   108,562.00
Corporate Stock — Common   PERKINELMER INC COM   1,329.00   31,378.41   46,541.58
Corporate Stock — Common   PERLE SYS LTD COM   500.00   7,256.13   220.00
Corporate Stock — Common   PEROT SYS CORP CDT-CL A COM STK   200.00   3,879.95   4,084.00
Corporate Stock — Common   PERRIGO CO COM   17,900.00   207,014.04   211,578.00
Corporate Stock — Common   PERSISTENCE SOFTWARE INC COM ISIN US7153291080   700.00   13,210.16   868.00
Corporate Stock — Common   PERVASIVE SOFTWARE INC COM   1,200.00   4,437.69   3,504.00
Corporate Stock — Common   PETROQUEST ENERGY INC COM   400.00   651.41   2,128.00
Corporate Stock — Common   PETSMART INC COM   15,500.00   144,215.10   152,520.00
Corporate Stock — Common   PETSMART INC COM   53,600.00   399,619.36   527,424.00
Corporate Stock — Common   PFIZER INC COM   97,975.00   3,724,098.86   3,904,303.75
Corporate Stock — Common   PFIZER INC COM   158,500.00   1,759,865.75   6,316,225.00
Corporate Stock — Common   PFIZER INC COM   23,800.00   724,446.41   948,430.00
Corporate Stock — Common   PFIZER INC COM   44,700.00   1,561,928.86   1,781,295.00
Corporate Stock — Common   PFIZER INC COM   17,099.04   685,741.11   681,396.78
Corporate Stock — Common   PG& E CORP COM   210.00   4,229.95   4,040.40
Corporate Stock — Common   PG& E CORP COM   9,800.00   258,216.68   188,552.00
Corporate Stock — Common   PHARMACEUTICAL PROD DEV INC COM   16,200.00   399,005.46   523,422.00
Corporate Stock — Common   PHARMACEUTICAL PROD DEV INC COM   324.00   9,417.65   10,468.44
Corporate Stock — Common   PHARMACEUTICAL RES INC COM   100.00   3,697.20   3,380.00
Corporate Stock — Common   PHARMACIA CORP COM   24,100.00   721,851.55   1,027,865.00
Corporate Stock — Common   PHARMACIA CORP COM   32,495.00   850,789.19   1,385,911.75
Corporate Stock — Common   PHARMACIA CORP COM   520.07   21,185.65   22,180.81
Corporate Stock — Common   PHARMOS CORP COM NEW   1,000.00   5,044.57   2,350.00
Corporate Stock — Common   PHELPS DODGE CORP CAP   1,967.00   106,013.56   63,730.80

Corporate Stock — Common   PHIL SUBN CORP COM PAR $0.50   37.00   839.68   834.35
Corporate Stock — Common   PHILIP MORRIS COS INC COM   54,600.00   1,473,052.78   2,503,410.00
Corporate Stock — Common   PHILIP MORRIS COS INC COM   5,411.53   256,215.53   248,118.47
Corporate Stock — Common   PHILIP MORRIS COS INC COM   20,800.00   963,547.84   953,680.00
Corporate Stock — Common   PHILLIPS PETRO CO COM   9,600.00   316,252.64   578,496.00
Corporate Stock — Common   PHILLIPS PETRO CO COM   14,700.00   814,000.73   885,822.00
Corporate Stock — Common   PHILLIPS PETRO CO COM   1,769.75   94,540.01   106,644.83
Corporate Stock — Common   PHILLIPS PETRO CO COM   3,900.00   215,264.69   235,014.00
Corporate Stock — Common   PHILLIPS PETRO CO COM   29,000.00   1,421,693.16   1,747,540.00
Corporate Stock — Common   PHILLIPS VAN HEUSEN CORP COM   4,300.00   46,400.87   46,870.00
Corporate Stock — Common   PHOENIX COS INC NEW COM   18,660.00   325,107.25   345,210.00
Corporate Stock — Common   PHOENIX INFORMATION SYS CORP COM   11,281.00   27,614.80   112.81
Corporate Stock — Common   PHOTOMEDEX INC COM   1,500.00   10,574.41   2,775.00
Corporate Stock — Common   PHOTON DYNAMICS INC COM   250.00   7,421.18   11,412.50
Corporate Stock — Common   PHOTRONICS INC COM   14,200.00   307,512.59   445,170.00
Corporate Stock — Common   PHOTRONICS INC COM   95.00   2,710.10   2,978.25
Corporate Stock — Common   PHYCOR INC COM   700.00   513.00   24.50
Corporate Stock — Common   PHYSICIANS RES GROUP INC COM   7,780.00   5,736.15   0
Corporate Stock — Common   PICK COMMUNICATIONS CORP COM NEW   80.00   473.70   0.01
Corporate Stock — Common   PIER 1 IMPORTS INC COM   24,400.00   386,225.40   423,096.00
Corporate Stock — Common   PILLAR RESOURCES I COM NPV   1,000.00   3,868.30   100.00
Corporate Stock — Common   PILOT NETWORK SVCS INC COM   1,100.00   15,269.92   5.50
Corporate Stock — Common   PINNACLE MICRO INC COM   7,100.00   7,395.58   35.50
Corporate Stock — Common   PINNACLE SYS INC COM   370.00   8,077.44   2,937.80
Corporate Stock — Common   PINNACLE W. CAP CORP COM   2,100.00   79,648.17   87,885.00
Corporate Stock — Common   PIONEER NAT RES CO COM STK   33,700.00   517,401.70   649,062.00
Corporate Stock — Common   PITNEY BOWES INC COM   13,600.00   496,255.37   511,496.00
Corporate Stock — Common   PITNEY BOWES INC COM   6,100.00   133,273.24   229,421.00
Corporate Stock — Common   PITNEY BOWES INC COM   465.00   18,159.85   17,488.65
Corporate Stock — Common   PITNEY BOWES INC COM   32,000.00   1,266,143.95   1,203,520.00
Corporate Stock — Common   PITTSTON BRINKS GROUP COM   25,700.00   552,352.70   567,970.00
Corporate Stock — Common   PIXAR COM   150.00   5,426.59   5,394.00
Corporate Stock — Common   PIXELWORKS INC COM   50.00   651.56   803.00
Corporate Stock — Common   PIXELWORKS INC COM   7,400.00   113,995.54   118,844.00
Corporate Stock — Common   PIXTECH INC COM   1,000.00   7,209.95   200.00
Corporate Stock — Common   PIZZA INN INC NEW COM   2,500.00   8,572.50   3,950.00
Corporate Stock — Common   PK ELECTROCHEMICAL CORP COM   7,050.00   152,357.64   186,120.00
Corporate Stock — Common   PK PL ENTMT CORP COM   520.00   4,841.41   4,768.40
Corporate Stock — Common   PK PL ENTMT CORP COM   37,000.00   420,719.12   339,290.00
Corporate Stock — Common   PLACER DOME INC COM   8,300.00   124,759.08   90,553.00
Corporate Stock — Common   PLACER DOME INC COM   1,700.00   17,905.50   18,547.00
Corporate Stock — Common   PLAINS RES INC COM PAR $0.10   2,100.00   42,829.92   51,681.00
Corporate Stock — Common   PLAINS RES INC COM PAR $0.10   528.00   13,193.55   12,994.08
Corporate Stock — Common   PLANAR SYS INC   450.00   7,827.31   9,495.00
Corporate Stock — Common   PLANET ENTMT CORP COM   20,000.00   12,553.13   200.00
Corporate Stock — Common   PLANTRONICS INC NEW COM   10,800.00   263,768.40   276,912.00
Corporate Stock — Common   PLANTRONICS INC NEW COM   345.00   16,571.61   8,845.80
Corporate Stock — Common   PLATO LEARNING INC COM STK   17,066.00   300,534.10   283,466.26
Corporate Stock — Common   PLC SYS INC COM   2,000.00   10,661.54   1,180.00
Corporate Stock — Common   PLEXUS CORP COM   10,600.00   254,615.75   281,536.00
Corporate Stock — Common   PLIANT SYS INC COM   200.00   1,779.95   2.00
Corporate Stock — Common   PLUG PWR INC COM   730.00   18,477.17   6,380.20
Corporate Stock — Common   PLUM CREEK TIMBER CO INC COM   674.00   18,508.35   19,107.99
Corporate Stock — Common   PMC SIERRA INC COM   3,355.00   83,774.79   71,327.30
Corporate Stock — Common   PMC SIERRA INC COM   18,200.00   358,651.65   386,932.00
Corporate Stock — Common   PMC SIERRA INC COM   4,200.00   152,867.00   89,292.00
Corporate Stock — Common   PMI GROUP INC COM   6,600.00   415,330.08   442,266.00
Corporate Stock — Common   PNC FINANCIAL SERVICES GROUP COM STK   7,200.00   232,457.54   404,640.00
Corporate Stock — Common   PNV INC COM   2,000.00   3,263.10   20.00
Corporate Stock — Common   POGO PROD CO COM   7,650.00   195,075.00   200,965.50
Corporate Stock — Common   POLLUT RESH & CTL CORP CAL COM NEW   2,000.00   1,419.90   1,160.00
Corporate Stock — Common   POLYCOM INC COM   15,320.00   369,794.53   521,952.40
Corporate Stock — Common   POLYCOM INC COM   648.00   11,618.91   22,077.36
Corporate Stock — Common   POLYCOM INC COM   17,880.00   457,736.78   609,171.60
Corporate Stock — Common   POLYMEDICA INDS INC COM   571.00   10,228.81   9,478.60

Corporate Stock — Common   POPMAIL COM INC COM NEW   100.00   998.65   4.10
Corporate Stock — Common   POPULAR INC COM   6,600.00   211,443.00   191,928.00
Corporate Stock — Common   PORTAL SOFTWARE INC COM   11,797.00   46,378.96   24,537.76
Corporate Stock — Common   POSSIS MED INC COM COM STK   1,000.00   18,154.00   17,420.00
Corporate Stock — Common   POTLATCH CORP COM   4,200.00   108,904.74   123,144.00
Corporate Stock — Common   POWER SPECTRA INC COM   20,000.00   7,774.93   20.00
Corporate Stock — Common   POWER-ONE INC COM   51,510.00   753,669.78   536,219.10
Corporate Stock — Common   POWER-ONE INC COM   2,180.00   25,501.27   22,693.80
Corporate Stock — Common   POWER-ONE INC COM   2,000.00   158,695.64   20,820.00
Corporate Stock — Common   POWER-ONE INC COM   19,440.00   216,107.03   202,370.40
Corporate Stock — Common   POWERWAVE TECHNOLOGIES INC COM   4,350.00   178,906.85   75,168.00
Corporate Stock — Common   PPG IND INC COM   4,200.00   155,788.76   217,224.00
Corporate Stock — Common   PPL CORP COM ISIN US69351T1060   3,700.00   93,359.27   128,945.00
Corporate Stock — Common   PPL CORP COM ISIN US69351T1060   100.00   3,439.95   3,485.00
Corporate Stock — Common   PPL CORP COM ISIN US69351T1060   0   0   0
Corporate Stock — Common   PRACTICEWORKS INC COM   37.00   259.59   368.89
Corporate Stock — Common   PRANDIUM INC COM   5,000.00   15,050.34   33.00
Corporate Stock — Common   PRAXAIR INC COM   4,100.00   120,075.98   226,525.00
Corporate Stock — Common   PRAXAIR INC COM   32,900.00   1,713,266.66   1,817,725.00
Corporate Stock — Common   PRE PAID LEGAL SVCS INC COM   150.00   4,528.64   3,285.00
Corporate Stock — Common   PRECISION CASTPARTS CORP COM   16,100.00   315,836.73   454,825.00
Corporate Stock — Common   PRECISION OPTICS INC MASS COM   300.00   3,779.95   216.00
Corporate Stock — Common   PREMIER CONCEPTS INC WT EXP 4/21/2000   1,500.00   2,044.25   30.00
Corporate Stock — Common   PRICE NET U S A INC COM   47,358.00   145,029.84   473.58
Corporate Stock — Common   PRICE T ROWE GROUP INC COM   3,100.00   98,772.62   107,663.00
Corporate Stock — Common   PRICELINE COM INC COM   69,570.00   422,594.81   404,897.40
Corporate Stock — Common   PRICELINE COM INC COM   1,710.00   9,400.22   9,952.20
Corporate Stock — Common   PRIDE INTL INC DEL COM   8,700.00   206,083.20   131,370.00
Corporate Stock — Common   PRIDE INTL INC DEL COM   1,000.00   18,529.95   15,100.00
Corporate Stock — Common   PRIMA ENERGY CORP COM PAR $0.015   1,090.00   31,799.29   23,707.50
Corporate Stock — Common   PRIME HOSPITALITY CORP COM   9,500.00   81,799.75   104,975.00
Corporate Stock — Common   PRIN FINL GROUP INC COM STK   11,140.00   206,090.00   267,360.00
Corporate Stock — Common   PRINS RECYCLING CORP COM   516.00   2,885.40   0.05
Corporate Stock — Common   PROBEX CORP COM NEW   1,000.00   4,831.00   790.00
Corporate Stock — Common   PROCTER & GAMBLE CO COM   32,668.00   1,219,982.91   2,585,018.84
Corporate Stock — Common   PROCTER & GAMBLE CO COM   18,300.00   1,205,975.75   1,448,079.00
Corporate Stock — Common   PROCTER & GAMBLE CO COM   2,903.81   194,105.22   229,778.72
Corporate Stock — Common   PROCTER & GAMBLE CO COM   30,400.00   2,053,710.14   2,405,552.00
Corporate Stock — Common   PROCTER & GAMBLE CO COM   18,900.00   1,341,223.04   1,495,557.00
Corporate Stock — Common   PROGRESS ENERGY INC COM   5,500.00   190,740.63   247,665.00
Corporate Stock — Common   PROGRESS SOFTWARE CORP COM   37,000.00   542,543.25   639,360.00
Corporate Stock — Common   PROGRESSIVE CORP OH COM   1,800.00   194,601.12   268,740.00
Corporate Stock — Common   PROGRESSIVE CORP OH COM   4,600.00   656,196.98   686,780.00
Corporate Stock — Common   PROTECTIVE LIFE CORP COM   10,900.00   348,047.42   315,337.00
Corporate Stock — Common   PROVANT INC COM   20,800.00   97,621.82   11,440.00
Corporate Stock — Common   PROVIDIAN FINL CORP COM   19,000.00   61,936.56   67,450.00
Corporate Stock — Common   PROVIDIAN FINL CORP COM   7,100.00   67,913.39   25,205.00
Corporate Stock — Common   PROXIM INC   400.00   3,029.95   3,968.00
Corporate Stock — Common   PROXYMED INC COM NEW   336.00   6,640.58   7,472.64
Corporate Stock — Common   PRUDENTIAL FINL INC COM   2,800.00   77,000.00   92,932.00
Corporate Stock — Common   PRUDENTIAL FINL INC COM   100.00   3,072.95   3,319.00
Corporate Stock — Common   PSINET INC COM   129,804.00   93,081.21   778.82
Corporate Stock — Common   PSS WORLD MED INC COM   8,800.00   55,110.88   71,808.00
Corporate Stock — Common   PUB SERVICE ENTERPRISE GROUP INC COM   5,200.00   151,505.90   219,388.00
Corporate Stock — Common   PUB SERVICE ENTERPRISE GROUP INC COM   107.69   3,664.56   4,543.61
Corporate Stock — Common   PUB STORAGE INC DEPOS SH REPSTG 1/1000THCOM SER A   5.00   10.00   135.95
Corporate Stock — Common   PUGET ENERGY INC NEW COM   256.67   6,484.89   5,618.55
Corporate Stock — Common   PULTE HOMES INC COM   0   0   0
Corporate Stock — Common   PULTE HOMES INC COM   1,500.00   32,968.94   67,005.00
Corporate Stock — Common   PULTE HOMES INC COM   13.89   457.21   620.47
Corporate Stock — Common   PUMATECH INC   3,400.00   10,570.80   8,772.00
Corporate Stock — Common   PURADYN FILTER TECHNOLOGIES INC COM   1,000.00   4,129.95   4,700.00
Corporate Stock — Common   PURCHASEPRO COM INC COM STK   400.00   610.21   484.00
Corporate Stock — Common   PW EAGLE INC COM   1,000.00   22,029.95   4,130.00

Corporate Stock — Common   PYRAMID BREWERIES INC COM   100.00   394.24   227.00
Corporate Stock — Common   QAD INC COM   1,000.00   3,062.51   2,910.00
Corporate Stock — Common   QLOGIC CORP COM   5,670.00   109,321.27   252,371.70
Corporate Stock — Common   QLOGIC CORP COM   2,830.00   126,399.82   125,963.30
Corporate Stock — Common   QLOGIC CORP COM   13,440.00   481,415.97   598,214.40
Corporate Stock — Common   QLOGIC CORP COM   2,300.00   265,309.62   102,373.00
Corporate Stock — Common   QUADRAMED CORP COM   1,850.00   11,547.42   15,632.50
Corporate Stock — Common   QUALCOMM INC COM   6,400.00   340,389.78   323,200.00
Corporate Stock — Common   QUALCOMM INC COM   16,947.00   1,302,146.32   855,823.50
Corporate Stock — Common   QUALCOMM INC COM   9,600.00   682,697.55   484,800.00
Corporate Stock — Common   QUALCOMM INC COM   19,300.00   997,827.19   974,650.00
Corporate Stock — Common   QUALCOMM INC COM   24,100.00   1,355,523.66   1,217,050.00
Corporate Stock — Common   QUANTA SVCS INC COM   14,900.00   220,524.47   229,907.00
Corporate Stock — Common   QUANTA SVCS INC COM   505.00   17,401.72   7,792.15
Corporate Stock — Common   QUEST DIAGNOSTICS INC COM   460.00   27,939.31   32,986.60
Corporate Stock — Common   QUEST DIAGNOSTICS INC COM   4,460.00   230,271.70   319,826.60
Corporate Stock — Common   QUICKLOGIC CORP CDT-COM STK   100.00   923.70   500.00
Corporate Stock — Common   QUINTILES TRANSNATIONAL CORP COM   3,000.00   64,552.55   48,150.00
Corporate Stock — Common   QUINTILES TRANSNATIONAL CORP COM   1,100.00   21,943.28   17,655.00
Corporate Stock — Common   QWEST COMMUNICATIONS INTL INC COM   5,901.46   175,536.81   83,387.64
Corporate Stock — Common   QWEST COMMUNICATIONS INTL INC COM   41,998.00   1,619,133.23   593,431.74
Corporate Stock — Common   R H DONNELLEY CORP COM NEW   4,800.00   147,024.00   139,440.00
Corporate Stock — Common   R H DONNELLEY CORP COM NEW   181.00   5,655.40   5,258.05
Corporate Stock — Common   R&G FINL CORP CL B   2,000.00   33,568.40   34,280.00
Corporate Stock — Common   RAD SOURCE TECHNOLOGIES INC COM NEW   5,000.00   2,832.50   750.00
Corporate Stock — Common   RADIAN GROUP INC COM   13,550.00   365,993.78   581,972.50
Corporate Stock — Common   RADIAN GROUP INC COM   200.00   8,616.95   8,590.00
Corporate Stock — Common   RADIANCE MED SYS INC COM   7,829.00   89,481.79   12,682.98
Corporate Stock — Common   RADIOSHACK CORP COM   4,512.00   55,373.45   135,811.20
Corporate Stock — Common   RAILAMERICA INC COM   2,800.00   31,934.00   40,488.00
Corporate Stock — Common   RAINDANCE COMMUNICATIONS INC COM   3,000.00   18,989.95   17,130.00
Corporate Stock — Common   RAIT INVT TR COM   200.00   3,409.95   3,260.00
Corporate Stock — Common   RAMBUS INC DEL COM   13,920.00   626,708.13   111,220.80
Corporate Stock — Common   RANGE RES CORP COM   800.00   2,551.04   3,640.00
Corporate Stock — Common   RARE HOSPITALITY INTL INC COM   5,200.00   117,884.00   117,208.00
Corporate Stock — Common   RATIONAL SOFTWARE CORP COM NEW   660.00   12,880.87   12,870.00
Corporate Stock — Common   RATIONAL SOFTWARE CORP COM NEW   18,600.00   379,861.81   362,700.00
Corporate Stock — Common   RAYOVAC CORP COM   5,000.00   78,041.00   88,000.00
Corporate Stock — Common   RAYTHEON CO COM NEW   640.00   20,466.15   20,780.80
Corporate Stock — Common   RAYTHEON CO COM NEW   9,900.00   368,198.87   321,453.00
Corporate Stock — Common   RAZORFISH INC CL A COM STK   75.00   45.52   16.50
Corporate Stock — Common   RCN CORP COM   500.00   8,964.02   1,465.00
Corporate Stock — Common   READ-RITE CORP COM   650.00   2,916.84   4,296.50
Corporate Stock — Common   REALNETWORKS INC COM   2,320.00   29,357.47   13,780.80
Corporate Stock — Common   RECOTON CORP COM   150.00   2,976.61   2,040.00
Corporate Stock — Common   RED HAT INC COM   13,267.00   207,513.61   94,195.70
Corporate Stock — Common   REDBACK NETWORKS INC COM ISIN US7572091012   1,025.00   3,769.17   4,048.75
Corporate Stock — Common   REDHOOK ALE BREWERY INC COM   50,000.00   113,291.91   84,000.00
Corporate Stock — Common   REDOX TECH CORP COM STK   1,000.00   859.95   160.00
Corporate Stock — Common   REEBOK INTL COM   1,500.00   41,936.42   39,750.00
Corporate Stock — Common   REGENERATION TECHNOLOGIES INC DEL COM STK   300.00   2,429.95   3,057.00
Corporate Stock — Common   REGIONS FNCL CORP COM   5,700.00   194,425.74   170,658.00
Corporate Stock — Common   REGIONS FNCL CORP COM   22,600.00   655,078.06   676,644.00
Corporate Stock — Common   REGISTER COM INC COM   3,000.00   24,500.10   34,500.00
Corporate Stock — Common   RELIANT ENERGY INC COM   7,469.00   172,908.80   198,077.88
Corporate Stock — Common   RELIANT ENERGY INC COM   212.50   7,907.87   5,635.58
Corporate Stock — Common   RELIANT RES INC COM   47,900.00   871,955.45   790,829.00
Corporate Stock — Common   RENAISSANCE LEARNING INC COM   2,200.00   73,679.00   67,034.00
Corporate Stock — Common   RENAISSANCE LEARNING INC COM   50.00   1,861.42   1,523.50
Corporate Stock — Common   RENAL CARE GROUP INC COM   10,900.00   334,734.37   349,890.00
Corporate Stock — Common   REP BANCORP INC COM   21,703.00   291,312.15   300,586.55
Corporate Stock — Common   REP BANCORP INC COM   84.33   963.39   1,167.92
Corporate Stock — Common   REPTRON ELECTRS INC COM   500.00   7,217.45   1,559.40
Corporate Stock — Common   RES CONNECTION INC COM   17,120.00   407,700.30   450,769.60

Corporate Stock — Common   RES CONNECTION INC COM   100.00   2,928.95   2,633.00
Corporate Stock — Common   RESMED INC COM   3,300.00   174,818.99   177,936.00
Corporate Stock — Common   RESPIRONICS INC COM   7,700.00   204,458.10   266,728.00
Corporate Stock — Common   RESPIRONICS INC COM   13,300.00   422,040.76   460,712.00
Corporate Stock — Common   REYNOLDS R J TOB HLDGS INC COM   627.46   36,373.36   35,326.11
Corporate Stock — Common   RF MICRO DEVICES INC COM   1,290.00   27,963.85   24,806.70
Corporate Stock — Common   RHEOMETRIC SCIENTIFIC INC COM   1,500.00   21,006.33   2,550.00
Corporate Stock — Common   RHYTHMS NETCONNECTIONS INC COM   1,250.00   2,439.37   2.63
Corporate Stock — Common   RIBOZYME PHARMACEUTICALS INC COM   1,000.00   6,161.85   4,570.00
Corporate Stock — Common   RICHARDSON ELECTRS LTD COM   500.00   7,247.85   6,050.00
Corporate Stock — Common   RITE AID CORP COM   44,231.00   297,768.24   223,808.86
Corporate Stock — Common   RIVERSTONE NETWORKS INC COM   1,093.00   15,613.18   18,143.80
Corporate Stock — Common   RIVERSTONE NETWORKS INC COM   29,800.00   321,808.34   494,680.00
Corporate Stock — Common   ROADWAY CORPORATION   1,800.00   47,853.00   66,060.00
Corporate Stock — Common   ROBERT HALF INTL INC COM   4,400.00   142,409.08   117,480.00
Corporate Stock — Common   ROBERT HALF INTL INC COM   335.00   8,461.50   8,944.50
Corporate Stock — Common   ROBERT HALF INTL INC COM   10,220.00   233,068.81   272,874.00
Corporate Stock — Common   ROCKWELL AUTOMATION   4,600.00   45,410.55   82,156.00
Corporate Stock — Common   ROCKWELL AUTOMATION   738.00   11,511.96   13,180.68
Corporate Stock — Common   ROCKWELL COLLINS INC COM   500.00   8,596.65   9,750.00
Corporate Stock — Common   ROCKWELL COLLINS INC COM   4,600.00   73,073.49   89,700.00
Corporate Stock — Common   ROGERS WIRELESS COMMUNICATIONS INC CL B NON VTG   50.00   1,718.19   727.50
Corporate Stock — Common   ROHM & HAAS CO COM   22,000.00   621,542.75   761,860.00
Corporate Stock — Common   ROHM & HAAS CO COM   5,585.00   145,041.33   193,408.55
Corporate Stock — Common   ROHN INDS INC COM   1,000.00   3,029.95   2,060.00
Corporate Stock — Common   ROPER INDS INC NEW COM   200.75   7,871.98   9,937.03
Corporate Stock — Common   ROPER INDS INC NEW COM   4,900.00   195,987.75   242,550.00
Corporate Stock — Common   ROSLYN BANCORP INC COM   17,550.00   242,205.97   307,125.00
Corporate Stock — Common   ROUGE INDS INC DEL CL A   500.00   7,302.64   675.00
Corporate Stock — Common   ROWAN COMPANIES INC COM   2,400.00   28,265.82   46,488.00
Corporate Stock — Common   ROWAN COMPANIES INC COM   2,800.00   54,445.64   54,236.00
Corporate Stock — Common   ROXIO INC COM   14,585.00   202,940.61   241,381.75
Corporate Stock — Common   ROXIO INC COM   98.00   3,162.21   1,621.90
Corporate Stock — Common   ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR   65.00   3,654.94   3,186.30
Corporate Stock — Common   ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR   53,500.00   1,579,112.74   2,622,570.00
Corporate Stock — Common   ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH   250.00   6,548.90   4,612.50
Corporate Stock — Common   ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH   29,300.00   455,509.19   540,585.00
Corporate Stock — Common   ROYAL OAK MINES INC COM   35,200.00   71,298.44   105.60
Corporate Stock — Common   ROYCE VALUE TR INC COM   3,546.79   52,243.87   55,755.59
Corporate Stock — Common   RPM INC COM   19,800.00   168,894.00   286,308.00
Corporate Stock — Common   RPM INC COM   3,071.19   33,631.78   44,409.38
Corporate Stock — Common   RSA SEC INC COM COM USD0.01   290.00   7,749.20   5,063.40
Corporate Stock — Common   RSA SEC INC COM COM USD0.01   11,490.00   135,906.86   200,615.40
Corporate Stock — Common   RTW INC COM   5,000.00   6,044.75   5,600.00
Corporate Stock — Common   RUBY TUESDAY INC COM   20,000.00   208,625.06   412,600.00
Corporate Stock — Common   RUBY TUESDAY INC COM   500.00   10,509.95   10,315.00
Corporate Stock — Common   RYANS FAMILY STEAK HSES INC COM   6,700.00   65,729.66   145,055.00
Corporate Stock — Common   RYDER SYS INC COM   24,400.00   397,085.06   540,460.00
Corporate Stock — Common   RYDER SYS INC COM   1,500.00   38,524.33   33,225.00
Corporate Stock — Common   RYLAND GROUP INC COM   7,600.00   299,076.84   556,320.00
Corporate Stock — Common   RYLAND GROUP INC COM   324.00   21,993.27   23,716.80
Corporate Stock — Common   S JERSEY INDS INC COM   500.00   14,944.50   16,300.00
Corporate Stock — Common   S W BANCORPORATION TEX INC COM   18,780.00   593,227.11   568,470.60
Corporate Stock — Common   S W GAS CORP COM   206.18   4,547.77   4,608.15
Corporate Stock — Common   S.W. AIRL CO COM   19,293.00   128,177.32   356,534.64
Corporate Stock — Common   S.W. AIRL CO COM   36,451.89   563,333.68   673,631.00
Corporate Stock — Common   SABA SOFTWARE INC COM ISIN US789321051   2,000.00   44,060.00   10,440.00
Corporate Stock — Common   SABRE HLDGS CORP   367.00   8,883.65   15,542.45
Corporate Stock — Common   SABRE HLDGS CORP   3,362.00   110,933.52   142,380.70
Corporate Stock — Common   SAFECO CORP COM   4,400.00   96,508.54   137,060.00
Corporate Stock — Common   SAFECO CORP COM   3,200.00   96,479.23   99,680.00
Corporate Stock — Common   SAFEGUARD SCIENTIFICS INC COM   2,350.00   10,361.63   8,225.00

Corporate Stock — Common   SAFEWAY INC COM NEW   10,700.00   528,793.95   446,725.00
Corporate Stock — Common   SAFEWAY INC COM NEW   12,600.00   681,925.78   526,050.00
Corporate Stock — Common   SAFEWAY INC COM NEW   300.00   12,894.89   12,525.00
Corporate Stock — Common   SAGENT TECH INC OC-COM ISIN US7866931014   1,000.00   9,957.45   950.00
Corporate Stock — Common   SAKS INC COM   30,600.00   377,274.50   285,804.00
Corporate Stock — Common   SALTON INC COM   3,100.00   51,157.44   58,528.00
Corporate Stock — Common   SALTON INC COM   150.00   5,923.44   2,832.00
Corporate Stock — Common   SAMSONITE CORP NEW COM   1,000.00   6,048.70   1,360.00
Corporate Stock — Common   SANDISK CORP COM   720.00   28,812.98   10,368.00
Corporate Stock — Common   SANGSTAT MED CORP COM   17,000.00   270,516.01   333,880.00
Corporate Stock — Common   SANGSTAT MED CORP COM   29,900.00   432,496.94   587,236.00
Corporate Stock — Common   SANMINA-SCI CORP FORMERLY SANMINA HLDGS COM COM   1,800.00   43,925.20   35,820.00
Corporate Stock — Common   SANMINA-SCI CORP FORMERLY SANMINA HLDGS COM COM   13,100.00   452,263.84   260,690.00
Corporate Stock — Common   SANMINA-SCI CORP FORMERLY SANMINA HLDGS COM COM   25,960.00   457,801.37   516,604.00
Corporate Stock — Common   SAPIENS INTL CORP NV SHS COM   500.00   6,717.45   525.00
Corporate Stock — Common   SAPIENT CORP COM   3,200.00   151,202.52   24,704.00
Corporate Stock — Common   SAPIENT CORP COM   100.00   2,243.23   772.00
Corporate Stock — Common   SARA LEE CORP COM   19,700.00   277,832.28   437,931.00
Corporate Stock — Common   SARA LEE CORP COM   240.00   4,806.75   5,335.20
Corporate Stock — Common   SAVE WORLD AIR INC COM   100.00   129.95   51.00
Corporate Stock — Common   SBC COMMUNICATIONS INC COM   1,580.99   67,989.53   61,927.42
Corporate Stock — Common   SBC COMMUNICATIONS INC COM   84,725.00   1,807,794.19   3,318,678.25
Corporate Stock — Common   SBC COMMUNICATIONS INC COM   17,400.00   965,015.83   681,558.00
Corporate Stock — Common   SBS TECHNOLOGIES INC COM   500.00   8,624.35   7,285.00
Corporate Stock — Common   SCAN OPTICS INC COM   1,000.00   2,967.45   240.00
Corporate Stock — Common   SCANTEK MED INC COM   1,100.00   2,364.58   41.80
Corporate Stock — Common   SCHEIN HENRY INC COM   7,210.00   262,984.44   266,986.30
Corporate Stock — Common   SCHERING-PLOUGH CORP COM   26,000.00   1,043,651.09   931,060.00
Corporate Stock — Common   SCHERING-PLOUGH CORP COM   36,900.00   499,196.97   1,321,389.00
Corporate Stock — Common   SCHERING-PLOUGH CORP COM   41,500.00   1,860,678.12   1,486,115.00
Corporate Stock — Common   SCHERING-PLOUGH CORP COM   2,355.39   95,208.35   84,346.62
Corporate Stock — Common   SCHLOTZSKYS INC COM   550.00   10,394.53   3,481.50
Corporate Stock — Common   SCHLUMBERGER LTD COM ISIN AN8068571086   765.74   47,808.73   42,077.36
Corporate Stock — Common   SCHLUMBERGER LTD COM ISIN AN8068571086   14,500.00   525,243.04   796,775.00
Corporate Stock — Common   SCHOLASTIC CORP COM   104.00   4,579.31   5,234.32
Corporate Stock — Common   SCHOOL SPECIALTY INC WI COM   18,500.00   497,424.74   423,280.00
Corporate Stock — Common   SCHULER HOMES INC CL A   100.00   1,619.95   1,985.00
Corporate Stock — Common   SCHWAB CHARLES CORP COM NEW   34,450.00   364,948.99   532,941.50
Corporate Stock — Common   SCHWAB CHARLES CORP COM NEW   7,117.40   148,300.73   110,106.10
Corporate Stock — Common   SCI DYNAMICS CORP COM   2,000.00   20,934.90   160.00
Corporate Stock — Common   SCIENT INC COM   5,000.00   4,322.22   2,100.00
Corporate Stock — Common   SCIENTIFIC-ATLANTA INC COM   3,900.00   32,635.67   93,366.00
Corporate Stock — Common   SCIENTIFIC-ATLANTA INC COM   1,150.86   39,477.50   27,551.61
Corporate Stock — Common   SCIOS INC COM   1,000.00   19,760.27   23,770.00
Corporate Stock — Common   SCOTTS CO CL A   7,900.00   343,208.67   376,040.00
Corporate Stock — Common   SCOTTSDALE TECHNOLOGIES INC COM   3,500.00   2,402.35   420.00
Corporate Stock — Common   SEA CONTAINERS LTD CL A   6,800.00   62,254.65   93,024.00
Corporate Stock — Common   SEACHANGE INTL INC COM   14,780.00   361,261.02   504,293.60
Corporate Stock — Common   SEACHANGE INTL INC COM   6,300.00   200,062.68   214,956.00
Corporate Stock — Common   SEALED AIR CORP NEW COM STK   6,200.00   249,729.80   253,084.00
Corporate Stock — Common   SEALED AIR CORP NEW COM STK   2,115.00   97,984.45   86,334.30
Corporate Stock — Common   SEARS ROEBUCK & CO COM   8,100.00   258,603.68   385,884.00
Corporate Stock — Common   SEARS ROEBUCK & CO COM   1,010.87   32,537.84   48,157.66
Corporate Stock — Common   SEAVIEW UNDERWATER RESH INC COM   2,000.00   4,997.40   640.00
Corporate Stock — Common   SECURE COMPUTING CORP COM   100.00   788.89   2,055.00
Corporate Stock — Common   SECURE COMPUTING CORP COM   25,000.00   495,170.82   513,750.00
Corporate Stock — Common   SEDNA GEOTECH INC COM   1,000.00   2,171.00   1.00
Corporate Stock — Common   SEDONA CORP PA COM   5,000.00   6,400.00   3,950.00
Corporate Stock — Common   SEI INVTS CO COM   13,120.00   485,975.66   591,843.20
Corporate Stock — Common   SEI INVTS CO COM   1,346.18   23,487.57   60,726.22
Corporate Stock — Common   SEI INVTS CO COM   6,170.00   246,349.97   278,328.70
Corporate Stock — Common   SEITEL INC COM NEW   12,900.00   205,178.97   175,440.00

Corporate Stock — Common   SEITEL INC COM NEW   950.00   14,036.85   12,920.00
Corporate Stock — Common   SELECTIVE INS GROUP INC COM   32,900.00   811,980.94   714,917.00
Corporate Stock — Common   SEMITOOL INC COM   400.00   4,429.95   4,592.00
Corporate Stock — Common   SEMOTUS SOLUTIONS INC COM   500.00   3,686.20   365.00
Corporate Stock — Common   SEMPRA ENERGY INC COM STK   5,224.00   124,671.69   128,249.20
Corporate Stock — Common   SEMPRA ENERGY INC COM STK   20,500.00   505,803.43   503,275.00
Corporate Stock — Common   SEMPRA ENERGY INC COM STK   1,457.92   27,825.64   35,791.99
Corporate Stock — Common   SEMTECH CORP   8,930.00   247,346.47   318,711.70
Corporate Stock — Common   SERENA SOFTWARE INC COM   3,000.00   69,919.30   65,220.00
Corporate Stock — Common   SERVICE CORP INTL COM   45,800.00   257,219.20   228,542.00
Corporate Stock — Common   SERVICE CORP INTL COM   400.00   2,645.95   1,996.00
Corporate Stock — Common   SERVICEMASTER CO COM   4,362.45   72,532.70   60,201.84
Corporate Stock — Common   SEVEN SEAS PETROLEUM INC CAYMAN ISLANDS   100.00   259.67   211.00
Corporate Stock — Common   SEYCHELLE ENVIRONMENTAL TECHNOLOGIES INCCOM STK   1,000.00   967.45   250.00
Corporate Stock — Common   SHARECOM INC COM   40,000.00   869.95   448.00
Corporate Stock — Common   SHAW GROUP INC COM   900.00   26,844.31   21,150.00
Corporate Stock — Common   SHAW GROUP INC COM   3,800.00   211,455.18   89,300.00
Corporate Stock — Common   SHELLS SEAFOOD RESTAURANTS INC COM   3,100.00   13,341.19   1,240.00
Corporate Stock — Common   SHERWIN-WILLIAMS CO COM   3,900.00   65,894.79   107,250.00
Corporate Stock — Common   SICOR INC COM   27,300.00   427,328.10   428,064.00
Corporate Stock — Common   SICOR INC COM   40,900.00   762,258.64   641,312.00
Corporate Stock — Common   SICOR INC COM   650.00   13,613.55   10,192.00
Corporate Stock — Common   SIDEWARE SYS INC COM   1,300.00   9,274.12   191.75
Corporate Stock — Common   SIEBEL SYS INC COM   11,700.00   757,276.06   327,366.00
Corporate Stock — Common   SIEBEL SYS INC COM   14,400.00   594,833.88   402,912.00
Corporate Stock — Common   SIEBEL SYS INC COM   10,426.00   332,053.36   291,719.48
Corporate Stock — Common   SIERRA HLTH SVCS INC COM   5,400.00   38,440.44   43,740.00
Corporate Stock — Common   SIGMA-ALDRICH CORP COM   1,900.00   42,412.02   74,879.00
Corporate Stock — Common   SIGMA-ALDRICH CORP COM   50.00   2,476.95   1,970.50
Corporate Stock — Common   SILICON GRAPHICS INC COM   40,400.00   79,331.62   84,840.00
Corporate Stock — Common   SILICON GRAPHICS INC COM   1,992.00   10,455.26   4,183.20
Corporate Stock — Common   SILICON IMAGE INC COM STK   1,000.00   25,933.86   3,760.00
Corporate Stock — Common   SILICON STORAGE TECH INC COM   1,143.00   15,752.08   11,018.52
Corporate Stock — Common   SILICON VAL BANCSHARES COM N.P   150.00   3,277.45   4,009.50
Corporate Stock — Common   SILICONIX INC COM NEW   150.00   10,911.66   4,113.00
Corporate Stock — Common   SILVER STD RES INC COM   12,000.00   17,922.85   31,800.00
Corporate Stock — Common   SIRIUS SATELLITE RADIO INC COM   16,300.00   149,778.52   189,569.00
Corporate Stock — Common   SIRIUS SATELLITE RADIO INC COM   400.00   4,496.12   4,652.00
Corporate Stock — Common   SK WHEAT POOL CL B NON VTG COM   100.00   1,453.80   160.00
Corporate Stock — Common   SKECHERS U S A INC CL A CL A ISIN #US8305661055   410.00   10,504.60   5,994.20
Corporate Stock — Common   SKYWEST INC COM   14,660.00   426,682.64   373,097.00
Corporate Stock — Common   SKYWEST INC COM   20,200.00   396,619.88   514,090.00
Corporate Stock — Common   SKYWEST INC COM   2,929.06   58,662.26   74,544.55
Corporate Stock — Common   SKYWEST INC COM   11,700.00   329,192.49   297,765.00
Corporate Stock — Common   SKYWEST INC COM   19,200.00   387,885.27   488,640.00
Corporate Stock — Common   SLI INC COM   1,350.00   4,759.85   3,523.50
Corporate Stock — Common   SMURFIT-STONE CONTAINER CORP COM   34,600.00   441,619.53   552,562.00
Corporate Stock — Common   SNAP-ON INC COM   1,500.00   40,935.46   50,490.00
Corporate Stock — Common   SOLA INTL INC COM   15,600.00   270,808.11   302,640.00
Corporate Stock — Common   SOLECTRON CORP COM   3,370.00   73,070.45   38,013.60
Corporate Stock — Common   SOLECTRON CORP COM   20,700.00   499,278.59   233,496.00
Corporate Stock — Common   SONERA GROUP PLC SPONSORED ADR   300.00   18,385.95   1,458.00
Corporate Stock — Common   SONIC AUTOMOTIVE INC CL A   12,600.00   149,053.18   295,344.00
Corporate Stock — Common   SONIC AUTOMOTIVE INC CL A   100.00   1,936.99   2,344.00
Corporate Stock — Common   SONIC CORP COM   1,500.00   36,130.84   54,000.00
Corporate Stock — Common   SONIC SOLUTIONS COM   700.00   3,587.95   3,472.00
Corporate Stock — Common   SONICBLUE INC COM   7,600.00   67,340.91   30,704.00
Corporate Stock — Common   SONOCO PROD CO COM   16.84   609.90   447.50
Corporate Stock — Common   SONUS NETWORKS INC COM ISIN US8359161077   81.00   423.59   374.22
Corporate Stock — Common   SONUS PHARMACEUTICALS INC COM   1,000.00   8,679.95   8,080.00
Corporate Stock — Common   SORRENTO NETWORKS CORP COM   100.00   1,566.48   359.00
Corporate Stock — Common   SOS STAFFING SVCS INC COM   7,000.00   7,444.65   7,777.00
Corporate Stock — Common   SOUNDVIEW TECH GROUP INC NEW COM COM   310.00   6,034.53   722.30

Corporate Stock — Common   SOUTHERN CO COM STK   1,427.86   30,388.92   36,196.30
Corporate Stock — Common   SOUTHERN CO COM STK   17,500.00   219,931.27   443,625.00
Corporate Stock — Common   SOUTHTRUST CORP COM   8,600.00   170,783.77   212,162.00
Corporate Stock — Common   SOUTHTRUST CORP COM   187.00   4,618.28   4,613.29
Corporate Stock — Common   SOUTHTRUST CORP COM   18,100.00   431,734.80   446,527.00
Corporate Stock — Common   SOUTHWESTN RES CORP COM   10,000.00   32,505.00   16,200.00
Corporate Stock — Common   SPARTAN STORES INC COM   1,242.00   12,884.54   14,854.32
Corporate Stock — Common   SPECTRANETICS CORP COM   270.00   899.35   966.60
Corporate Stock — Common   SPECTRIAN CORP COM   200.00   3,847.35   2,206.00
Corporate Stock — Common   SPEEDFAM-IPEC INC COM   1,000.00   4,742.35   2,980.00
Corporate Stock — Common   SPIEGEL INC CL A NON-VTG   200.00   1,213.39   910.00
Corporate Stock — Common   SPINNAKER EXPL CO COM   7,020.00   258,564.15   288,943.20
Corporate Stock — Common   SPINNAKER EXPL CO COM   20,800.00   778,980.37   856,128.00
Corporate Stock — Common   SPRINT CORP COM   22,400.00   429,244.57   449,792.00
Corporate Stock — Common   SPRINT CORP COM   275.07   10,606.10   5,523.37
Corporate Stock — Common   SPRINT CORP COM   29,400.00   635,666.39   590,352.00
Corporate Stock — Common   SPRINT CORP COM   19,800.00   432,609.26   397,584.00
Corporate Stock — Common   SPRINT CORP PCS COM SER 1   73,000.00   1,794,956.88   1,781,930.00
Corporate Stock — Common   SPRINT CORP PCS COM SER 1   24,800.00   324,156.52   605,368.00
Corporate Stock — Common   SPRINT CORP PCS COM SER 1   41,800.00   1,645,985.64   1,020,338.00
Corporate Stock — Common   SPRINT CORP PCS COM SER 1   3,005.00   109,366.23   73,352.05
Corporate Stock — Common   SPX CORP COM   3,870.00   313,281.93   529,803.00
Corporate Stock — Common   SPX CORP COM   8,100.00   992,979.00   1,108,890.00
Corporate Stock — Common   SPX CORP COM   40.00   5,610.75   5,476.00
Corporate Stock — Common   SPX CORP COM   2,020.00   218,239.21   276,538.00
Corporate Stock — Common   SSE TELECOM INC COM   200.00   1,604.95   2.00
Corporate Stock — Common   ST JUDE MED INC COM   111.00   5,939.83   8,619.15
Corporate Stock — Common   ST JUDE MED INC COM   2,150.00   64,449.97   166,947.50
Corporate Stock — Common   ST JUDE MED INC COM   5,260.00   297,935.29   408,439.00
Corporate Stock — Common   ST PAUL COS INC COM   5,250.00   143,680.03   230,842.50
Corporate Stock — Common   ST PAUL COS INC COM   600.00   29,022.95   26,382.00
Corporate Stock — Common   ST PAUL COS INC COM   20,100.00   506,445.37   883,797.00
Corporate Stock — Common   ST STR CORP COM   8,200.00   229,453.09   428,450.00
Corporate Stock — Common   ST STR CORP COM   26,400.00   995,558.97   1,379,400.00
Corporate Stock — Common   STAMPS COM INC COM ISIN US8528571016   190.00   3,275.08   680.20
Corporate Stock — Common   STAMPS COM INC COM ISIN US8528571016   18,700.00   119,188.26   66,946.00
Corporate Stock — Common   STANCORP FINL GROUP INC COM   7,000.00   181,095.75   330,750.00
Corporate Stock — Common   STANLEY WKS COM   2,200.00   51,747.41   102,454.00
Corporate Stock — Common   STAPLES INC COM   11,600.00   220,480.92   216,920.00
Corporate Stock — Common   STAR ENTMT GROUP INC COM   5,000.00   3,900.00   10.00
Corporate Stock — Common   STAR TELECOMMUNICATIONS INC COM   13,900.00   25,938.25   76.45
Corporate Stock — Common   STARBASE CORP COM NEW   475.00   4,502.94   323.00
Corporate Stock — Common   STARBUCKS CORP COM   16,441.00   263,164.54   313,201.05
Corporate Stock — Common   STARBUCKS CORP COM   9,600.00   166,648.30   182,880.00
Corporate Stock — Common   STARTEC GLOBAL COMMUNICATIONS CORP COM   200.00   2,228.65   8.00
Corporate Stock — Common   STATEN IS BANCORP INC COM   17,600.00   170,764.00   287,056.00
Corporate Stock — Common   STD COML CORP COM   900.00   16,974.00   14,850.00
Corporate Stock — Common   STD MICROSYSTEMS CORP COM   100.00   1,214.99   1,552.00
Corporate Stock — Common   STD PAC CORP NEW COM   10,900.00   157,173.94   265,088.00
Corporate Stock — Common   STEELCASE INC CL A COM   4,700.00   66,876.77   69,184.00
Corporate Stock — Common   STEMCELLS INC COM   500.00   2,196.66   1,745.00
Corporate Stock — Common   STERLING BANCORP COM   1,692.00   32,867.58   49,406.40
Corporate Stock — Common   STEWART INFORMATION SVCS CORP COM   3,800.00   80,449.15   75,050.00
Corporate Stock — Common   STILLWATER MNG CO COM   2,700.00   58,535.61   49,950.00
Corporate Stock — Common   STILWELL FINL INC COM   5,600.00   152,368.55   152,432.00
Corporate Stock — Common   STILWELL FINL INC COM   150.00   5,264.95   4,083.00
Corporate Stock — Common   STONEPATH GROUP INC COM   50.00   1,529.95   92.50
Corporate Stock — Common   STORAGE TECH CORP COM (NEW)   28,600.00   556,653.26   591,162.00
Corporate Stock — Common   STORAGE TECH CORP COM (NEW)   18,400.00   256,062.43   380,328.00
Corporate Stock — Common   STORAGE TECH CORP COM (NEW)   100.00   1,431.23   2,067.00
Corporate Stock — Common   STORAGE TECH CORP COM (NEW)   31,500.00   454,467.78   651,105.00
Corporate Stock — Common   STORAGENETWORKS INC COM   3,485.00   25,710.10   21,537.30
Corporate Stock — Common   STORMEDIA INC CL A   700.00   3,959.19   0.07
Corporate Stock — Common   STRATASYS INC COM   45.00   801.07   297.45
Corporate Stock — Common   STRATEGIC DIAGNOSTICS INC COM   1,000.00   8,389.95   7,100.00

Corporate Stock — Common   STRATOS LIGHTWAVE INC COM   150.00   1,520.58   922.50
Corporate Stock — Common   STRAYER ED INC COM   2,400.00   100,868.92   116,928.00
Corporate Stock — Common   STRIDE RITE CORP COM   3,800.00   34,918.96   24,890.00
Corporate Stock — Common   STRUTHERS INC COM NEW ISIN #US8635822013   260,750.00   15,818.31   2,086.00
Corporate Stock — Common   STRYKER CORP COM   5,000.00   262,753.54   291,850.00
Corporate Stock — Common   STRYKER CORP COM   100.00   4,911.20   5,837.00
Corporate Stock — Common   STURM RUGER & CO INC COM   831.01   9,694.58   9,955.50
Corporate Stock — Common   STYLECLICK INC CL A   1,100.00   16,970.50   242.00
Corporate Stock — Common   SUN HEALTHCARE GROUP INC COM   83.00   96.37   0.33
Corporate Stock — Common   SUN MICROSYSTEMS INC COM STK $.00067 PAR   81,700.00   423,414.81   1,004,910.00
Corporate Stock — Common   SUN MICROSYSTEMS INC COM STK $.00067 PAR   34,300.00   1,144,231.69   421,890.00
Corporate Stock — Common   SUN MICROSYSTEMS INC COM STK $.00067 PAR   59,527.00   1,120,103.68   732,182.10
Corporate Stock — Common   SUN TR BANKS INC COM   7,300.00   329,688.42   457,710.00
Corporate Stock — Common   SUN TR BANKS INC COM   18,200.00   1,183,555.10   1,141,140.00
Corporate Stock — Common   SUNBEAM CORP COM   2,772.07   10,874.60   141.38
Corporate Stock — Common   SUNCOR INC COM STK NPV   200.00   5,987.95   6,588.00
Corporate Stock — Common   SUNGARD DATA SYS INC COM   200.00   4,359.04   5,786.00
Corporate Stock — Common   SUNGARD DATA SYS INC COM   15,890.00   406,146.86   459,697.70
Corporate Stock — Common   SUNOCO INC COM   12,600.00   358,396.08   470,484.00
Corporate Stock — Common   SUNOCO INC COM   2,000.00   64,487.03   74,680.00
Corporate Stock — Common   SUNOCO INC COM   4,600.00   172,304.96   171,764.00
Corporate Stock — Common   SUNRISE ASSISTED LIVING INC COM   1,600.00   45,748.66   46,576.00
Corporate Stock — Common   SUNSHINE MNG & REFNG CO COM P   14.00   765.55   6.30
Corporate Stock — Common   SUPER VALU INC COM   1,130.55   16,622.15   25,007.85
Corporate Stock — Common   SUPER VALU INC COM   25,800.00   548,761.22   570,696.00
Corporate Stock — Common   SUPER VALU INC COM   3,400.00   51,520.33   75,208.00
Corporate Stock — Common   SUPERCONDUCTOR TECHNOLOGIES INC COM   300.00   7,032.24   1,950.00
Corporate Stock — Common   SUPERGEN INC COM   1,380.00   22,197.90   19,761.60
Corporate Stock — Common   SUREBEAM CORP CL A   300.00   4,464.90   3,141.00
Corporate Stock — Common   SURGICAL SAFETY PRODS INC COM   2,000.00   3,872.40   24.00
Corporate Stock — Common   SVC MERCHANDISE INC COM   30,000.00   6,642.30   420.00
Corporate Stock — Common   SVI SOLUTIONS INC COM NEW   2,000.00   7,872.40   1,820.00
Corporate Stock — Common   SWISSRAY INTL INC COM NEW   1,000.00   7,043.20   590.00
Corporate Stock — Common   SWS GROUP INC COM   5,808.00   153,348.00   147,813.60
Corporate Stock — Common   SYBASE INC COM   492.00   23,462.18   7,753.92
Corporate Stock — Common   SYCAMORE NETWORKS INC COM   37,400.00   200,733.28   200,464.00
Corporate Stock — Common   SYCAMORE NETWORKS INC COM   4,230.00   70,522.58   22,672.80
Corporate Stock — Common   SYLVAN LEARNING SYS INC   11,900.00   179,110.47   262,633.00
Corporate Stock — Common   SYLVAN LEARNING SYS INC   400.00   8,558.86   8,828.00
Corporate Stock — Common   SYMANTEC CORP COM   1,220.00   58,631.81   80,922.60
Corporate Stock — Common   SYMANTEC CORP COM   4,810.00   312,279.60   319,047.30
Corporate Stock — Common   SYMBOL TECHNOLOGIES INC COM   5,800.00   141,099.65   92,104.00
Corporate Stock — Common   SYMBOL TECHNOLOGIES INC COM   397.53   5,957.25   6,312.74
Corporate Stock — Common   SYMBOLLON PHARMACEUTICALS INC CL A   500.00   2,561.20   975.00
Corporate Stock — Common   SYMYX TECHNOLOGIES INC COM   20,760.00   482,593.24   440,942.40
Corporate Stock — Common   SYNAVANT INC COM   20.00   271.53   80.00
Corporate Stock — Common   SYNBIOTICS CORP COM   4,000.00   13,120.00   880.00
Corporate Stock — Common   SYNCOR INTL CORP NEW   345.00   10,436.02   9,880.80
Corporate Stock — Common   SYNCOR INTL CORP NEW   16,600.00   495,617.36   475,424.00
Corporate Stock — Common   SYNOPSYS INC COM   200.00   8,335.15   11,814.00
Corporate Stock — Common   SYNOVUS FINL CORP COM   7,350.00   159,442.96   184,117.50
Corporate Stock — Common   SYNOVUS FINL CORP COM   8,500.00   226,373.70   212,925.00
Corporate Stock — Common   SYNTROLEUM CORP COM   200.00   1,762.60   1,420.00
Corporate Stock — Common   SYQUEST TECH INC COM   13,250.00   25,721.95   17.23
Corporate Stock — Common   SYSCO CORP COM   616.05   15,512.55   16,152.88
Corporate Stock — Common   SYSCO CORP COM   7,300.00   183,724.07   191,406.00
Corporate Stock — Common   SYSCO CORP COM   16,800.00   130,395.34   440,496.00
Corporate Stock — Common   SYSTEMS & COMPUTER TECH CORP COM   200.00   5,114.95   2,068.00
Corporate Stock — Common   T-HQ INC COM NEW   11,900.00   595,403.68   576,793.00
Corporate Stock — Common   T-HQ INC COM NEW   100.00   5,342.95   4,847.00
Corporate Stock — Common   TAKE-TWO INTERACTIVE SOFTWARE INC CDT-COM   200.00   3,679.95   3,234.00
Corporate Stock — Common   TALBOTS INC COM   14,800.00   515,616.43   536,500.00
Corporate Stock — Common   TALBOTS INC COM   4,670.00   163,362.91   169,287.50
Corporate Stock — Common   TALISMAN ENERGY INC COM   340.00   13,525.07   12,869.00

Corporate Stock — Common   TALK AMER HLDGS INC COM   3,200.00   3,537.34   1,312.00
Corporate Stock — Common   TALX CORP COM   19,400.00   349,876.82   484,612.00
Corporate Stock — Common   TANISYS TECH INC COM NEW   2,000.00   2,686.10   100.00
Corporate Stock — Common   TANNING TECH CORP COM ISIN #US87588P1012   150.00   6,329.95   481.65
Corporate Stock — Common   TANOX INC COM STK   3,900.00   67,041.00   72,159.75
Corporate Stock — Common   TARANTELLA INC COM   200.00   4,068.29   116.04
Corporate Stock — Common   TARGET CORP COM   17,600.00   590,304.59   722,480.00
Corporate Stock — Common   TARGET CORP COM   22,700.00   234,811.30   931,835.00
Corporate Stock — Common   TARGET CORP COM   2,832.72   93,345.77   116,283.16
Corporate Stock — Common   TARGET CORP COM   23,500.00   844,820.89   964,675.00
Corporate Stock — Common   TARGETED GENETICS CORP COM   5,000.00   24,918.21   13,550.00
Corporate Stock — Common   TARO PHARMACEUTICAL IND ORD ILS1   11,700.00   437,279.73   467,415.00
Corporate Stock — Common   TARO PHARMACEUTICAL IND ORD ILS1   76.00   3,446.91   3,036.20
Corporate Stock — Common   TASER INTL INC COM   3,720.00   52,654.54   51,150.00
Corporate Stock — Common   TASTY FRIES INC COM PAR $O OO1   70,000.00   17,304.00   9,100.00
Corporate Stock — Common   TCF FNCL CORP COM   20,240.00   666,473.78   971,115.20
Corporate Stock — Common   TCF FNCL CORP COM   9,600.00   430,535.04   460,608.00
Corporate Stock — Common   TCPI INC COM   20,000.00   479.95   40.00
Corporate Stock — Common   TEARDROP GOLF CO COM   3,200.00   5,762.40   16.00
Corporate Stock — Common   TECH DATA CORP COM   1,340.00   60,802.30   57,995.20
Corporate Stock — Common   TECHNEST HLDGS INC COM   971.00   2,101.20   48.55
Corporate Stock — Common   TECHNITROL INC COM   200.00   11,273.70   5,524.00
Corporate Stock — Common   TECHSYS INC COM   10,000.00   19,494.50   4,200.00
Corporate Stock — Common   TECO ENERGY INC COM   3,500.00   93,589.00   91,840.00
Corporate Stock — Common   TEEKAY SHIPPING CORP COM   2,720.00   108,517.39   94,792.00
Corporate Stock — Common   TEKTRONIX INC COM   18,120.00   544,737.17   467,133.60
Corporate Stock — Common   TEKTRONIX INC COM   2,300.00   28,296.46   59,294.00
Corporate Stock — Common   TEKTRONIX INC COM   100.00   3,655.80   2,578.00
Corporate Stock — Common   TEL & DATA SYS INC COM STK NEW   100.00   7,475.89   8,974.91
Corporate Stock — Common   TELEGROUP INC COM   1,500.00   13,916.35   1.50
Corporate Stock — Common   TELENETICS CORP COM NEW   1,500.00   1,081.50   390.00
Corporate Stock — Common   TELETECH HLDGS INC COM   15,500.00   155,217.00   222,115.00
Corporate Stock — Common   TELIGENT INC CL A COM STK   100,040.00   124,354.58   300.12
Corporate Stock — Common   TELLABS INC COM   3,465.00   173,331.88   51,836.40
Corporate Stock — Common   TELLABS INC COM   10,300.00   209,424.96   154,088.00
Corporate Stock — Common   TELTRONICS INC COM NEW   3,400.00   11,369.47   2,890.00
Corporate Stock — Common   TEMPLE INLAND INC COM   10,170.00   626,425.03   576,944.10
Corporate Stock — Common   TEMPLE INLAND INC COM   11,400.00   571,615.71   646,722.00
Corporate Stock — Common   TEMPLE INLAND INC COM   1,200.00   52,302.67   68,076.00
Corporate Stock — Common   TEMPLETON CHINA WORLD FD INC COM   1,000.00   13,245.63   7,860.00
Corporate Stock — Common   TENERA INC COM   3,500.00   4,698.75   875.00
Corporate Stock — Common   TENET HEALTHCARE CORP COM   30,000.00   1,745,907.06   1,761,600.00
Corporate Stock — Common   TENET HEALTHCARE CORP COM   1,076.00   62,261.90   63,182.72
Corporate Stock — Common   TENET HEALTHCARE CORP COM   8,200.00   176,006.22   481,504.00
Corporate Stock — Common   TENET HEALTHCARE CORP COM   3,100.00   81,420.82   182,032.00
Corporate Stock — Common   TENFOLD CORP COM   100.00   3,154.95   66.00
Corporate Stock — Common   TENNECO AUTOMOTIVE INC COM   10,100.00   43,920.71   20,604.00
Corporate Stock — Common   TERADYNE INC COM   4,600.00   222,252.46   138,644.00
Corporate Stock — Common   TERADYNE INC COM   150.00   6,688.32   4,521.00
Corporate Stock — Common   TERADYNE INC COM   12,730.00   294,873.61   383,682.20
Corporate Stock — Common   TERAYON COMMUNICATION SYS COM   34,860.00   468,457.82   288,327.06
Corporate Stock — Common   TERAYON COMMUNICATION SYS COM   15,000.00   74,209.25   124,065.00
Corporate Stock — Common   TERAYON COMMUNICATION SYS COM   2,980.00   25,137.46   24,647.58
Corporate Stock — Common   TEREX CORP NEW COM   1,000.00   15,001.58   17,540.00
Corporate Stock — Common   TESORO PETE CORP COM   14,500.00   171,236.56   190,095.00
Corporate Stock — Common   TESORO PETE CORP COM   34,100.00   448,089.48   447,051.00
Corporate Stock — Common   TETRA TECH INC NEW COM   23,025.00   454,647.68   458,427.75
Corporate Stock — Common   TETRA TECH INC NEW COM   62.00   1,723.70   1,234.42
Corporate Stock — Common   TETRA TECHNOLOGIES INC DEL COM   1,000.00   24,260.00   20,950.00
Corporate Stock — Common   TEXTRON INC COM   260.00   12,835.20   10,779.60
Corporate Stock — Common   TEXTRON INC COM   3,600.00   113,022.91   149,256.00
Corporate Stock — Common   TEXTRON INC COM   13,900.00   670,254.93   576,294.00
Corporate Stock — Common   THERASENSE INC COM   14,130.00   292,719.34   350,424.00
Corporate Stock — Common   THERMO ELECTRON CORP COM   35,000.00   544,527.14   835,100.00
Corporate Stock — Common   THERMO ELECTRON CORP COM   90.00   3,399.33   2,147.40

Corporate Stock — Common   THERMO ELECTRON CORP COM   4,500.00   132,817.25   107,370.00
Corporate Stock — Common   THERMO TECH TECHNOLOGIES INC COM   840,000.00   78,796.55   1,008.00
Corporate Stock — Common   THESTREET COM INC COM   180.00   689.04   230.40
Corporate Stock — Common   THOMAS & BETTS CORP COM   1,500.00   53,228.17   31,725.00
Corporate Stock — Common   THORATEC CORP   36,800.00   624,647.91   625,600.00
Corporate Stock — Common   THORATEC CORP   22,800.00   458,030.45   387,600.00
Corporate Stock — Common   THREE-FIVE SYS INC COM   1,500.00   48,050.16   23,865.00
Corporate Stock — Common   TIBCO SOFTWARE INC COM   31,420.00   316,961.53   469,100.60
Corporate Stock — Common   TIBCO SOFTWARE INC COM   25,100.00   182,359.79   374,743.00
Corporate Stock — Common   TIBCO SOFTWARE INC COM   10,630.00   110,142.68   158,705.90
Corporate Stock — Common   TICKETMASTER   19,190.00   321,140.61   314,524.10
Corporate Stock — Common   TIDEL TECHNOLOGIES INC COM   4,000.00   32,484.80   2,720.00
Corporate Stock — Common   TIDEWATER INC COM   51.37   1,573.05   1,741.54
Corporate Stock — Common   TIFFANY & CO COM   400.00   9,924.97   12,588.00
Corporate Stock — Common   TIFFANY & CO COM   3,700.00   119,288.00   116,439.00
Corporate Stock — Common   TIMBERLAND CO CL A   218.00   7,895.95   8,083.44
Corporate Stock — Common   TIME WARNER TELECOM INC CL A ISIN 3US8873191014   29,590.00   375,387.75   523,447.10
Corporate Stock — Common   TIPPINGPOINT TECHNOLOGIES INC COM   20.00   2,129.95   147.20
Corporate Stock — Common   TITAN CORP COM   291.00   9,065.44   7,260.45
Corporate Stock — Common   TITAN PHARMACEUTICALS INC DEL COM   7,900.00   76,016.17   77,499.00
Corporate Stock — Common   TITANIUM CORP INC COM   2,900.00   4,109.35   3,683.00
Corporate Stock — Common   TIVO INC COM   500.00   3,304.58   3,275.00
Corporate Stock — Common   TJX COS INC COM NEW   1,150.18   40,194.15   45,846.13
Corporate Stock — Common   TJX COS INC COM NEW   6,900.00   64,951.71   275,034.00
Corporate Stock — Common   TMP WORLDWIDE INC COM   2,800.00   169,495.20   120,120.00
Corporate Stock — Common   TMP WORLDWIDE INC COM   5,890.00   273,093.75   252,681.00
Corporate Stock — Common   TOLL BROS INC COM   50.00   1,717.95   2,195.00
Corporate Stock — Common   TOLLGRADE COMMUNICATIONS INC COM   161.00   4,532.29   5,369.35
Corporate Stock — Common   TOMMY HILFIGER COM STK USD0.01   30,500.00   291,278.93   419,375.00
Corporate Stock — Common   TOO INC COM STK   12,800.00   342,408.22   352,000.00
Corporate Stock — Common   TOOTSIE ROLL INDS INC COM   51.43   2,033.81   2,010.04
Corporate Stock — Common   TOPPS INC COM   3,400.00   41,036.06   41,310.00
Corporate Stock — Common   TOPPS INC COM   36,200.00   367,436.27   439,830.00
Corporate Stock — Common   TOPPS INC COM   1,600.00   16,326.22   19,440.00
Corporate Stock — Common   TORCHMARK CORP COM   24,000.00   907,005.97   943,920.00
Corporate Stock — Common   TORCHMARK CORP COM   3,100.00   61,119.37   121,923.00
Corporate Stock — Common   TORO CO COM   3,900.00   141,618.15   175,500.00
Corporate Stock — Common   TOUR CFG INC COM STK   100.00   740.77   0.01
Corporate Stock — Common   TOYS R US INC (HOLDING COMPANY)   5,050.00   138,613.59   104,737.00
Corporate Stock — Common   TRACK DATA CORP COM   100.00   211.02   146.00
Corporate Stock — Common   TRACKPOWER INC COM   55,000.00   52,223.68   3,080.00
Corporate Stock — Common   TRANS WORLD AIRLS INC COM PAR $.01 NEW   37,032.00   122,715.06   333.29
Corporate Stock — Common   TRANSCANADA PIPELINES LTD COM STK   120.00   1,586.48   1,501.20
Corporate Stock — Common   TRANSOCEAN SEDCO FOREX INC COM   8,004.00   271,471.02   270,695.28
Corporate Stock — Common   TRANSOCEAN SEDCO FOREX INC COM   276.97   12,267.82   9,367.09
Corporate Stock — Common   TRANSWITCH CORP COM   2,000.00   11,957.54   9,000.00
Corporate Stock — Common   TRAVELOCITY COM INC COM   2,700.00   51,619.20   77,517.00
Corporate Stock — Common   TREAS INTL INC COM NEW   20.00   2,104.90   17.20
Corporate Stock — Common   TREX INC COM   107.00   3,330.00   2,031.93
Corporate Stock — Common   TRIAD GTY INC   200.00   7,299.95   7,254.00
Corporate Stock — Common   TRIAD HOSPS INC COM ISIN US89579K1097   11,500.00   335,776.05   337,525.00
Corporate Stock — Common   TRIBUNE CO COM   200.00   7,731.36   7,486.00
Corporate Stock — Common   TRIBUNE CO COM   7,517.00   189,540.59   281,361.31
Corporate Stock — Common   TRICO MARINE SVCS INC COM   1,100.00   18,159.90   8,305.00
Corporate Stock — Common   TRICON GLOBAL RESTAURANT INC   3,720.00   63,872.29   183,024.00
Corporate Stock — Common   TRICON GLOBAL RESTAURANT INC   20.00   599.34   984.00
Corporate Stock — Common   TRIDENT MICROSYSTEMS INC COM   1,200.00   8,379.72   9,180.00
Corporate Stock — Common   TRIKON TECHNOLOGIES INC COM NEW   100.00   2,873.31   1,175.00
Corporate Stock — Common   TRIMBLE NAV LTD COM   800.00   14,386.32   12,968.00
Corporate Stock — Common   TRIPATH IMAGING INC COM   1,000.00   5,766.85   7,530.00
Corporate Stock — Common   TRIQUINT SEMICONDUCTOR INC COM   2,075.00   57,374.40   25,439.50
Corporate Stock — Common   TRITEAL CORP COM   1,000.00   4,009.59   70.00
Corporate Stock — Common   TRITON PCS HLDGS INC CL A COM STK   28,310.00   947,192.00   830,898.50
Corporate Stock — Common   TRITON PCS HLDGS INC CL A COM STK   27,200.00   833,736.18   798,320.00

Corporate Stock — Common   TRSG CORP COM   15.00   386.20   0.90
Corporate Stock — Common   TRW INC COM   3,200.00   110,421.87   118,528.00
Corporate Stock — Common   TSR INC COM   1,000.00   5,079.95   5,710.00
Corporate Stock — Common   TULARIK INC COM   6,200.00   161,054.92   148,924.00
Corporate Stock — Common   TULARIK INC COM   13,700.00   314,052.99   329,074.00
Corporate Stock — Common   TUMBLEWEED COMMUNICATIONS CORP COM   8,300.00   30,295.00   49,302.00
Corporate Stock — Common   TUMBLEWEED COMMUNICATIONS CORP COM   1,000.00   11,837.33   5,940.00
Corporate Stock — Common   TUPPERWARE CORP COM   1,500.00   32,968.73   28,875.00
Corporate Stock — Common   TUPPERWARE CORP COM   250.00   5,645.40   4,812.50
Corporate Stock — Common   TVX GOLD INC COM NEW   2,000.00   19,655.72   860.00
Corporate Stock — Common   TWEETER HOME ENTMT GROUP INC COM   20,320.00   314,537.32   589,280.00
Corporate Stock — Common   TX INSTRS INC COM   43,700.00   607,850.85   1,223,600.00
Corporate Stock — Common   TX INSTRS INC COM   5,331.06   182,639.59   149,269.68
Corporate Stock — Common   TXU CORP COM   17,000.00   630,454.65   801,550.00
Corporate Stock — Common   TXU CORP COM   6,720.00   260,426.91   316,848.00
Corporate Stock — Common   TXU CORP COM   1,510.49   64,117.04   71,219.46
Corporate Stock — Common   TXU CORP COM   9,900.00   436,428.89   466,785.00
Corporate Stock — Common   TYCO INTL LTD NEW COM   40,590.00   1,616,279.14   2,390,751.00
Corporate Stock — Common   TYCO INTL LTD NEW COM   50,303.00   1,186,136.79   2,962,846.70
Corporate Stock — Common   TYCO INTL LTD NEW COM   44,700.00   1,614,571.42   2,632,830.00
Corporate Stock — Common   TYCO INTL LTD NEW COM   46,400.00   1,552,248.90   2,732,960.00
Corporate Stock — Common   TYCO INTL LTD NEW COM   7,311.57   373,875.65   430,651.65
Corporate Stock — Common   TYSON FOODS INC CL A COM (DELAWARE)   30,800.00   318,422.72   355,740.00
Corporate Stock — Common   TYSON FOODS INC CL A COM (DELAWARE)   26,900.00   262,568.21   310,695.00
Corporate Stock — Common   U S MICROBICS COM   46,000.00   32,113.81   12,420.00
Corporate Stock — Common   U S PLASTIC LMBR CORP   1,000.00   1,279.95   379.70
Corporate Stock — Common   U S RESTAURANT PPTYS INC COM   209.66   2,726.61   3,056.83
Corporate Stock — Common   U S WIRELESS DATA INC CL A NEW   5,200.00   96,638.14   19,136.00
Corporate Stock — Common   U.S AIR GROUP COM   1,700.00   55,824.16   10,778.00
Corporate Stock — Common   U.S AIR GROUP COM   9,809.00   144,829.84   62,189.06
Corporate Stock — Common   UAL CORP COM STK PAR $0.01   2,841,561.00   136,393,484.75   38,361,073.50
Corporate Stock — Common   UAL CORP COM STK PAR $0.01   189,108.61   3,098,487.54   2,552,966.22
Corporate Stock — Common   UCBH HLDGS INC COM   168.00   4,629.87   4,777.92
Corporate Stock — Common   UICI COM   36,000.00   456,165.47   486,000.00
Corporate Stock — Common   ULTIMATE SOFTWARE GROUP INC COM   500.00   4,529.95   1,945.00
Corporate Stock — Common   ULTRALIFE BATTERIES INC   1,000.00   5,999.95   4,490.00
Corporate Stock — Common   ULTRATECH STEPPER INC COM   400.00   8,549.12   6,608.00
Corporate Stock — Common   UN PAC CORP COM   30,000.00   1,318,617.80   1,710,000.00
Corporate Stock — Common   UN PAC CORP COM   6,300.00   261,069.05   359,100.00
Corporate Stock — Common   UN PLANTERS CORP COM   3,500.00   169,682.87   157,955.00
Corporate Stock — Common   UN PLANTERS CORP COM   1,138.49   39,992.87   51,379.83
Corporate Stock — Common   UN PLANTERS CORP COM   10,700.00   430,092.95   482,891.00
Corporate Stock — Common   UNICAPITAL CORP NEW COM   187,900.00   28,538.07   187.90
Corporate Stock — Common   UNIFAB INTL INC COM   10,000.00   6,661.30   6,500.00
Corporate Stock — Common   UNIFY CORP COM   1,500.00   27,043.62   375.00
Corporate Stock — Common   UNILAB CORP NEW COM NEW COM   2,500.00   71,566.55   62,750.00
Corporate Stock — Common   UNIREX CORP COM NEW   400.00   2,220.32   4.00
Corporate Stock — Common   UNISYS CORP COM   8,000.00   160,187.67   100,320.00
Corporate Stock — Common   UNIT CORP COM   7,200.00   136,217.52   92,880.00
Corporate Stock — Common   UNITED PARCEL SVC INC CL B   657.14   40,799.16   35,813.97
Corporate Stock — Common   UNITEDHEALTH GROUP INC COM   64,700.00   3,762,111.23   4,578,819.00
Corporate Stock — Common   UNITEDHEALTH GROUP INC COM   1,050.00   66,112.18   74,308.50
Corporate Stock — Common   UNITEDHEALTH GROUP INC COM   7,900.00   210,475.72   559,083.00
Corporate Stock — Common   UNITIL CORP COM   818.63   22,196.85   19,155.90
Corporate Stock — Common   UNIVIEW TECHNOLOGIES CORP COM PAR $0.80 NEW COM PAR $0.80   25.00   1,723.47   14.50
Corporate Stock — Common   UNIVISION COMMUNICATIONS INC CL A   5,300.00   226,178.52   214,438.00
Corporate Stock — Common   UNIVISION COMMUNICATIONS INC CL A   9,760.00   319,715.32   394,889.60
Corporate Stock — Common   UNOCAL CORP COM   41,000.00   1,534,216.86   1,478,870.00
Corporate Stock — Common   UNOCAL CORP COM   6,100.00   170,744.16   220,027.00
Corporate Stock — Common   UNOVA INC COM   17,000.00   302,617.54   98,600.00
Corporate Stock — Common   UNOVA INC COM   3,000.00   9,878.00   17,400.00
Corporate Stock — Common   UNOVA INC COM   7,700.00   42,337.68   44,660.00
Corporate Stock — Common   UNUMPROVIDENT CORP COM   23,100.00   622,725.51   612,381.00
Corporate Stock — Common   UNUMPROVIDENT CORP COM   6,104.00   234,720.54   161,817.04

Corporate Stock — Common   UNVL ACCESS GLOBAL HLDGS INC COM   500.00   20,117.62   2,345.00
Corporate Stock — Common   UNVL CORP VA COM   8,200.00   180,197.28   298,562.00
Corporate Stock — Common   UNVL ELECTRS INC COM   200.00   4,169.95   3,442.00
Corporate Stock — Common   UNVL HEALTH SERVICES INC CL B COM   18,220.00   411,244.62   779,451.60
Corporate Stock — Common   UNVL HEALTH SERVICES INC CL B COM   5,590.00   216,212.26   239,140.20
Corporate Stock — Common   UNVL MED SYS INC   600.00   418.25   2.40
Corporate Stock — Common   UPGRADE INTL CORP COM NEW   1,000.00   13,064.85   780.00
Corporate Stock — Common   UPSIDE DEV INC COM   20,000.00   1,030.00   100.00
Corporate Stock — Common   UROLOGIX INC COM   21,500.00   425,129.73   431,075.00
Corporate Stock — Common   US 1 INDS INC COM   3,000.00   2,193.90   2,100.00
Corporate Stock — Common   US BANCORP   49,214.00   1,072,929.35   1,030,049.02
Corporate Stock — Common   US BANCORP   125.00   2,350.20   2,616.25
Corporate Stock — Common   US IND INC NEW COM   11,300.00   58,919.33   28,928.00
Corporate Stock — Common   US ONCOLOGY INC COM   500.00   6,455.41   3,770.00
Corporate Stock — Common   US SEARCH CORP COM STK   5,000.00   10,455.00   4,600.00
Corporate Stock — Common   US UNWIRED INC CL A COM STK   5,300.00   55,054.96   53,954.00
Corporate Stock — Common   US UNWIRED INC CL A COM STK   28,400.00   318,243.57   289,112.00
Corporate Stock — Common   USA EDUCATION INC COM   153.13   13,355.39   12,865.73
Corporate Stock — Common   USA EDUCATION INC COM   4,000.00   198,853.47   336,080.00
Corporate Stock — Common   USA NETWORKS INC COM STK   21,800.00   417,589.93   595,358.00
Corporate Stock — Common   USA TALKS COM INC COM   9,464.00   74,873.72   1.89
Corporate Stock — Common   USA TECHNOLOGIES INC COM NEW   7,250.00   4,212.05   3,262.50
Corporate Stock — Common   USABANCSHARES COM INC   1,600.00   18,348.57   544.00
Corporate Stock — Common   USEC INC COM   6,800.00   50,460.05   48,688.00
Corporate Stock — Common   USEC INC COM   200.00   1,927.08   1,432.00
Corporate Stock — Common   USG CORP COM NEW   1,150.00   7,440.85   6,578.00
Corporate Stock — Common   USINTERNETWORKING INC COM   7,300.00   64,969.57   1,460.00
Corporate Stock — Common   UST INC COM   4,200.00   107,188.19   147,000.00
Corporate Stock — Common   UST INC COM   11,500.00   326,267.65   402,500.00
Corporate Stock — Common   UTD AUTO GROUP INC COM   2,900.00   44,003.95   74,849.00
Corporate Stock — Common   UTD AUTO GROUP INC COM   230.00   4,914.35   5,936.30
Corporate Stock — Common   UTD DEFENSE INDS INC COM   100.00   1,900.00   2,105.00
Corporate Stock — Common   UTD HERITAGE CORP COM NEW   11,000.00   22,937.58   12,100.00
Corporate Stock — Common   UTD NAT FOODS INC COM   4,100.00   85,453.45   102,500.00
Corporate Stock — Common   UTD TECHNOLOGIES CORP COM   4,700.00   355,883.16   303,761.00
Corporate Stock — Common   UTD TECHNOLOGIES CORP COM   11,800.00   306,423.09   762,634.00
Corporate Stock — Common   UTD TECHNOLOGIES CORP COM   130.22   7,143.07   8,416.12
Corporate Stock — Common   UTD TECHNOLOGIES CORP COM   14,300.00   947,596.72   924,209.00
Corporate Stock — Common   UTD THERAPEUTICS CORP DEL COM STK   1,000.00   9,419.95   10,410.00
Corporate Stock — Common   UTILICORP UNITED INC COM   372.00   13,013.91   9,363.24
Corporate Stock — Common   UTSTARCOM INC COM   1,237.00   32,517.94   35,254.50
Corporate Stock — Common   UTSTARCOM INC COM   38,000.00   703,426.02   1,083,000.00
Corporate Stock — Common   UTSTARCOM INC COM   15,800.00   352,975.06   450,300.00
Corporate Stock — Common   V F CORP COM   27,000.00   731,844.85   1,053,270.00
Corporate Stock — Common   V F CORP COM   2,768.00   73,162.56   107,979.68
Corporate Stock — Common   VALENCE TECH INC COM   200.00   3,229.95   674.00
Corporate Stock — Common   VALERO ENERGY CORP COM STK NEW   8,350.00   316,418.91   318,302.00
Corporate Stock — Common   VALERO ENERGY CORP COM STK NEW   502.52   19,726.19   19,156.06
Corporate Stock — Common   VALSPAR CORP COM   11,880.00   417,955.97   470,448.00
Corporate Stock — Common   VALUE AMER INC COM   1,720.00   7,162.31   2.58
Corporate Stock — Common   VALUEVISION INTL INC COM   700.00   10,389.95   13,713.00
Corporate Stock — Common   VARCO INTL INC DEL COM   77.00   1,831.43   1,153.46
Corporate Stock — Common   VARI-L INC COM   2,000.00   4,060.00   3,200.00
Corporate Stock — Common   VARIAN INC COM   120.00   4,177.50   3,892.80
Corporate Stock — Common   VARIAN MED SYS INC COM ISIN #US9222091057   4,900.00   312,614.24   349,174.00
Corporate Stock — Common   VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM   9,070.00   366,452.46   313,731.30
Corporate Stock — Common   VASOMEDICAL INC COM   4,000.00   16,413.36   14,800.00
Corporate Stock — Common   VAST SOLUTIONS INC CL B1   113.00   1,444.43   1.13
Corporate Stock — Common   VAST SOLUTIONS INC CL B2   113.00   1,444.43   1.13
Corporate Stock — Common   VAST SOLUTIONS INC CL B3   113.00   1,444.44   3.39
Corporate Stock — Common   VASTERA INC OC-COM   3,900.00   46,663.50   64,779.00
Corporate Stock — Common   VAXGEN INC COM NEW   800.00   15,326.70   9,280.00
Corporate Stock — Common   VENTURE SEISMIC LTD COM   1,000.00   6,703.92   0.10
Corporate Stock — Common   VERADO HLDGS INC COM SER B   20,000.00   2,060.00   800.00

Corporate Stock — Common   VERDX MINERALS CORP COM   1,750.00   9,985.00   105.00  
Corporate Stock — Common   VERIS BIOTECHNOLOGY CORP COM   40,000.00   8,240.00   40.00  
Corporate Stock — Common   VERISIGN INC COM   1,200.00   48,203.58   45,648.00  
Corporate Stock — Common   VERITAS SOFTWARE CORP COM   10,100.00   1,242,362.19   452,783.00  
Corporate Stock — Common   VERITAS SOFTWARE CORP COM   4,700.00   549,987.88   210,701.00  
Corporate Stock — Common   VERITAS SOFTWARE CORP COM   1,585.00   62,845.76   71,055.55  
Corporate Stock — Common   VERIZON COMMUNICATIONS COM   1,597.57   79,282.93   75,820.53  
Corporate Stock — Common   VERIZON COMMUNICATIONS COM   68,378.00   2,095,416.45   3,245,219.88  
Corporate Stock — Common   VERIZON COMMUNICATIONS COM   29,700.00   1,587,250.88   1,409,562.00  
Corporate Stock — Common   VERIZON COMMUNICATIONS COM   50,900.00   2,828,476.88   2,415,714.00  
Corporate Stock — Common   VERSAR INC COM   160.00   614.71   550.40  
Corporate Stock — Common   VERTEL CORP COM   300.00   8,981.17   201.06  
Corporate Stock — Common   VERTEX PHARMACEUTICALS INC COM   19,000.00   470,736.40   467,210.00  
Corporate Stock — Common   VERTEX PHARMACEUTICALS INC COM   100.00   7,417.45   2,459.00  
Corporate Stock — Common   VERTICAL COMPUTER SYS INC COM NEW   18,300.00   6,981.45   237.90  
Corporate Stock — Common   VERTICALNET INC OC-COM   785.00   3,514.81   1,099.00  
Corporate Stock — Common   VESTAS WIND SYS COM ISIN# DK0010242056   1,000.00   11,181.50   27,039.40  
Corporate Stock — Common   VIACOM COM CL B   12,261.00   641,579.04   541,323.15  
Corporate Stock — Common   VIACOM COM CL B   44,649.00   1,173,821.61   1,971,253.35  
Corporate Stock — Common   VIACOM COM CL B   11,000.00   459,700.54   485,650.00  
Corporate Stock — Common   VIACOM COM CL B   268.00   11,974.63   11,832.20  
Corporate Stock — Common   VIACOM INC CL A   300.00   10,970.97   13,275.00  
Corporate Stock — Common   VIAD CORP COM   14,350.00   308,715.86   339,808.00  
Corporate Stock — Common   VIADOR INC COM   100.00   4,767.45   6.00  
Corporate Stock — Common   VIALTA INC CL A   355.00   165.78   440.20  
Corporate Stock — Common   VIANT CORP COM STK   2,000.00   6,238.60   3,340.00  
Corporate Stock — Common   VIASYS HEALTHCARE INC COM NEW   13.00   358.63   262.73  
Corporate Stock — Common   VIASYSTEMS GROUP INC COM   2,000.00   1,885.90   1,260.00  
Corporate Stock — Common   VIATEL INC COM   8,000.00   32,209.51   152.00  
Corporate Stock — Common   VICAL INC COM   300.00   4,462.72   3,672.00  
Corporate Stock — Common   VICOR CORP COM   1,000.00   22,077.95   16,200.00  
Corporate Stock — Common   VIEW SYS INC COM   18,000.00   22,640.83   13,140.00  
Corporate Stock — Common   VIGNETTE CORP COM   4,308.00   43,437.50   23,133.96  
Corporate Stock — Common   VIGNETTE CORP COM   29,500.00   252,343.25   158,415.00  
Corporate Stock — Common   VIISAGE TECH INC COM   2,038.00   25,189.40   19,890.88  
Corporate Stock — Common   VINTAGE PETE INC COM   1,000.00   12,664.95   14,450.00  
Corporate Stock — Common   VISHAY INTERTECHNOLOGY INC COM   1,250.00   35,365.79   24,375.00  
Corporate Stock — Common   VISIONICS CORP DEL COM   1,608.00   22,600.82   23,203.44  
Corporate Stock — Common   VISTEON CORP COM   27,700.00   496,827.16   416,608.00  
Corporate Stock — Common   VISTEON CORP COM   3,260.00   20,962.74   49,030.40  
Corporate Stock — Common   VISTEON CORP COM   639.00   10,059.30   9,610.56  
Corporate Stock — Common   VISUAL DATA CORP COM NEW   300.00   5,366.95   234.00  
Corporate Stock — Common   VISUAL NETWORKS INC COM   500.00   16,993.02   2,310.00  
Corporate Stock — Common   VISX INC DEL COM   4,900.00   111,449.69   64,925.00  
Corporate Stock — Common   VITAL SIGNS INC COM   200.00   6,655.95   6,980.00  
Corporate Stock — Common   VITALWORKS INC COM STK   150.00   360.99   847.50  
Corporate Stock — Common   VITESSE SEMICONDUCTOR CORP COM   4,800.00   285,377.65   59,664.00  
Corporate Stock — Common   VITESSE SEMICONDUCTOR CORP COM   200.00   11,733.85   2,486.00  
Corporate Stock — Common   VITESSE SEMICONDUCTOR CORP COM   26,800.00   366,002.24   333,124.00  
Corporate Stock — Common   VITRIA TECHNOLOGY INC COM   1,200.00   3,779.23   7,668.00  
Corporate Stock — Common   VIVUS INC COM   4,000.00   21,692.50   19,480.00  
Corporate Stock — Common   VOICE POWERED TECH INTL INC COM   4,600.00   9,721.50   36.80  
Corporate Stock — Common   VORNADO OPER CO COM   4.00   30.50   2.00  
Corporate Stock — Common   VOXEL COM   1,213.00   5,105.73   2.43  
Corporate Stock — Common   VULCAN MATERIALS CO COM   2,600.00   125,016.13   124,644.00  
Corporate Stock — Common   VYYO INC COM STK   2,900.00   7,438.03   4,205.00  
Corporate Stock — Common   W COAST ENTMT CORP COM   5,000.00   12,725.00   17.50  
Corporate Stock — Common   W HLDG CO INC COM   300.00   4,463.95   4,860.00  
Corporate Stock — Common   WA MUT INC COM   22,123.00   442,070.48   723,422.10  
Corporate Stock — Common   WA MUT INC COM   3,072.22   107,904.28   100,461.72  
Corporate Stock — Common   WA MUT INC COM   11,200.00   423,485.69   366,240.00  
Corporate Stock — Common   WABTEC CORP COM   5,900.00   81,302.00   72,570.00  
Corporate Stock — Common   WACHOVIA CORP 2ND NEW COM   37,500.00   1,147,218.54   1,176,000.00  
Corporate Stock — Common   WACHOVIA CORP 2ND NEW COM   34,346.00   952,915.52   1,077,090.56  

Corporate Stock — Common   WACHOVIA CORP 2ND NEW COM   852.76   19,650.36   26,742.65  
Corporate Stock — Common   WACHOVIA CORP 2ND NEW COM   16,700.00   481,272.96   523,712.00  
Corporate Stock — Common   WACKENHUT CORRECTIONS CORP COM   2,000.00   32,251.92   27,720.00  
Corporate Stock — Common   WADDELL & REED FINL INC CL A COM   22,060.00   457,811.18   710,332.00  
Corporate Stock — Common   WADDELL & REED FINL INC CL A COM   9,800.00   296,410.63   315,560.00  
Corporate Stock — Common   WADE COOK FINL CORP COM   63,000.00   39,221.11   2,835.00  
Corporate Stock — Common   WAL-MART STORES INC COM   8,147.57   413,382.08   468,892.71  
Corporate Stock — Common   WAL-MART STORES INC COM   112,300.00   1,735,796.97   6,462,865.00  
Corporate Stock — Common   WAL-MART STORES INC COM   45,300.00   2,227,313.55   2,607,015.00  
Corporate Stock — Common   WAL-MART STORES INC COM   34,000.00   2,161,066.65   1,956,700.00  
Corporate Stock — Common   WALGREEN CO COM   46,400.00   1,780,895.67   1,561,824.00  
Corporate Stock — Common   WALGREEN CO COM   4,948.30   162,108.76   166,559.68  
Corporate Stock — Common   WALGREEN CO COM   25,700.00   231,240.44   865,062.00  
Corporate Stock — Common   WALL STR FINL CORP   7,000.00   1,126.90   700.00  
Corporate Stock — Common   WALTER INDS INC COM   34,100.00   479,275.48   385,671.00  
Corporate Stock — Common   WASTE MGMT INC DEL COM STK   553.32   10,301.01   17,656.38  
Corporate Stock — Common   WASTE MGMT INC DEL COM STK   15,827.00   728,562.95   505,039.57  
Corporate Stock — Common   WATERS CORP COM   10,210.00   348,410.75   395,637.50  
Corporate Stock — Common   WATSON PHARMACEUTICALS INC COM   2,700.00   128,463.28   84,753.00  
Corporate Stock — Common   WATSON PHARMACEUTICALS INC COM   10.00   340.15   313.90  
Corporate Stock — Common   WATSON WYATT & CO HLDGS CL A   1,900.00   44,374.50   41,420.00  
Corporate Stock — Common   WAUSAU-MOSINEE PAPER CORP COM   2,800.00   31,032.40   33,880.00  
Corporate Stock — Common   WAVE SYS CORP CL A   673.00   17,065.49   1,507.52  
Corporate Stock — Common   WAVERIDER COMMUNICATIONS INC COM   246.00   2,023.29   61.50  
Corporate Stock — Common   WD 40 CO COM   1,106.88   21,115.57   29,498.35  
Corporate Stock — Common   WEATHERFORD INTL INC NEW COM   14,400.00   385,942.14   536,544.00  
Corporate Stock — Common   WEATHERFORD INTL INC NEW COM   5,070.00   180,181.74   188,908.20  
Corporate Stock — Common   WEBMD CORP COM STK COM   45,300.00   317,793.99   319,818.00  
Corporate Stock — Common   WEBMD CORP COM STK COM   761.00   6,544.80   5,372.66  
Corporate Stock — Common   WEBSENSE INC COM STK ISIN# US9476841062   8,000.00   145,619.64   256,560.00  
Corporate Stock — Common   WEBSENSE INC COM STK ISIN# US9476841062   8,900.00   242,076.57   285,423.00  
Corporate Stock — Common   WEBSTER FNCL CORP WATERBURY CONN COM   551.04   16,369.92   17,374.23  
Corporate Stock — Common   WEBVAN GROUP INC COM STK   2,500.00   2,243.56   0.75  
Corporate Stock — Common   WEGENER CORP COM   1,200.00   5,151.38   1,272.00  
Corporate Stock — Common   WELLPOINT HLTH NETWORKS INC CL A (NEW) DELAW EFF 8-4-97   6,500.00   466,782.14   759,525.00  
Corporate Stock — Common   WELLPOINT HLTH NETWORKS INC CL A (NEW) DELAW EFF 8-4-97   1,600.00   138,416.00   186,960.00  
Corporate Stock — Common   WELLPOINT HLTH NETWORKS INC CL A (NEW) DELAW EFF 8-4-97   100.00   10,030.95   11,685.00  
Corporate Stock — Common   WELLS FARGO & CO NEW COM STK   18,700.00   123,226.99   812,515.00  
Corporate Stock — Common   WELLS FARGO & CO NEW COM STK   42,730.00   795,744.48   1,856,618.50  
Corporate Stock — Common   WELLS FARGO & CO NEW COM STK   1,004.25   42,900.28   43,634.58  
Corporate Stock — Common   WENDY S INTL INC COM   2,600.00   41,802.89   75,842.00  
Corporate Stock — Common   WENDY S INTL INC COM   204.33   4,187.71   5,960.31  
Corporate Stock — Common   WERNER ENTERPRISES INC COM   15,500.00   346,278.30   376,650.00  
Corporate Stock — Common   WESTN COPPER HLDGS LTD COM   34,000.00   50,532.45   14,620.00  
Corporate Stock — Common   WESTN DIGITAL CORP COM   51,700.00   198,259.11   324,159.00  
Corporate Stock — Common   WESTN DIGITAL CORP COM   2,800.00   8,872.06   17,556.00  
Corporate Stock — Common   WESTN GAS RES INC COM   19,790.00   632,842.80   639,612.80  
Corporate Stock — Common   WESTN PAC AIRLS INC COM   2,000.00   952.27   4.00  
Corporate Stock — Common   WESTN RES INC COM   22,200.00   527,591.35   381,840.00  
Corporate Stock — Common   WESTN WTR CO COM   1,500.00   869.95   592.50  
Corporate Stock — Common   WESTPOINT STEVENS INC COM   1,500.00   3,045.00   3,675.00  
Corporate Stock — Common   WESTWOOD 1 INC COM   16,450.00   552,102.89   494,322.50  
Corporate Stock — Common   WESTWOOD 1 INC COM   5,870.00   140,214.72   176,393.50  
Corporate Stock — Common   WET SEAL INC CL A   7,250.00   152,487.35   170,737.50  
Corporate Stock — Common   WEYERHAEUSER CO COM   12,100.00   447,033.85   654,368.00  
Corporate Stock — Common   WEYERHAEUSER CO COM   5,450.00   232,797.74   294,736.00  
Corporate Stock — Common   WEYERHAEUSER CO COM   15.00   607.45   811.20  
Corporate Stock — Common   WEYMIN MNG CORP COM   3,000.00   1,899.90   0  
Corporate Stock — Common   WHIRLPOOL CORP COM   1,700.00   75,291.09   124,661.00  
Corporate Stock — Common   WHIRLPOOL CORP COM   21,000.00   911,293.38   1,539,930.00  
Corporate Stock — Common   WHITEHALL ENTERPRISES INC COM   569,500.00   33,661.29   4,556.00  
Corporate Stock — Common   WHOLE FOODS MKT INC COM   400.00   10,227.12   17,424.00  

Corporate Stock — Common   WIDEPOINT CORP COM   1,100.00   5,959.90   137.50  
Corporate Stock — Common   WILLAMETTE IND INC COM   2,800.00   97,354.00   145,936.00  
Corporate Stock — Common   WILLIAMS CO INC COM   13,000.00   255,686.52   331,760.00  
Corporate Stock — Common   WILLIAMS CO INC COM   687.39   24,372.70   17,542.22  
Corporate Stock — Common   WILLIAMS CO INC COM   14,200.00   415,632.66   362,384.00  
Corporate Stock — Common   WILLIAMS COMMUNICATIONS GROUP INC COM   13,475.00   39,758.98   31,666.25  
Corporate Stock — Common   WILLIAMS COMMUNICATIONS GROUP INC COM   84,600.00   232,590.45   198,810.00  
Corporate Stock — Common   WILLIAMS CTLS INC COM   400.00   1,192.65   260.00  
Corporate Stock — Common   WILLIAMS SONOMA INC COM   9,400.00   362,505.36   403,260.00  
Corporate Stock — Common   WILLIS GROUP HOLDINGS COM   17,960.00   276,863.31   422,958.00  
Corporate Stock — Common   WIND RIV SYS INC COM   31,900.00   461,967.11   571,329.00  
Corporate Stock — Common   WIND RIV SYS INC COM   967.00   29,828.03   17,318.97  
Corporate Stock — Common   WINK COMMUNICATIONS INC COM   100.00   3,104.09   160.00  
Corporate Stock — Common   WINN-DIXIE STORES INC COM   23,900.00   337,197.60   340,575.00  
Corporate Stock — Common   WINN-DIXIE STORES INC COM   3,500.00   91,148.00   49,875.00  
Corporate Stock — Common   WINNEBAGO INDS INC COM   4,600.00   122,666.55   169,924.00  
Corporate Stock — Common   WINNEBAGO INDS INC COM   37.00   520.20   1,366.78  
Corporate Stock — Common   WINSTAR COMMUNICATIONS INC COM   45,250.00   28,767.15   769.25  
Corporate Stock — Common   WIRELESS FACS INC COM   300.00   11,658.93   2,019.00  
Corporate Stock — Common   WIS ENERGY COM   23,000.00   572,290.40   518,880.00  
Corporate Stock — Common   WMS INDS INC COM   7,600.00   144,615.08   152,000.00  
Corporate Stock — Common   WORKFLOW MGMT INC COM   2,000.00   53,559.90   9,540.00  
Corporate Stock — Common   WORLD ACCESS INC (NEW)   5,641.00   89,524.81   5.64  
Corporate Stock — Common   WORLD WIDE WIRELESS COMMUNICATIONS INC COM   300.00   482.67   3.60  
Corporate Stock — Common   WORLDCOM INC GA NEW MCI GROUP COM   2,019.09   41,199.31   25,642.38  
Corporate Stock — Common   WORLDCOM INC/WORLDCO   74,326.00   1,422,795.55   1,046,510.08  
Corporate Stock — Common   WORLDCOM INC/WORLDCO   28,703.00   573,443.33   404,138.24  
Corporate Stock — Common   WORLDWIDE XCEED GROUP INC COM NEW   500.00   1,293.24   15.00  
Corporate Stock — Common   WORTHINGTON INDS INC COM   32,640.00   478,134.39   463,488.00  
Corporate Stock — Common   WORTHINGTON INDS INC COM   2,150.00   34,474.54   30,530.00  
Corporate Stock — Common   WPS RES CORP COM   4,800.00   145,860.48   175,440.00  
Corporate Stock — Common   WRIGLEY WM JR CO CAP   5,700.00   112,346.94   292,809.00  
Corporate Stock — Common   WTR PIK TECHNOLOGIES INC COM   100.00   924.95   869.00  
Corporate Stock — Common   XATA CORP COM NEW   1,405.00   7,059.40   6,111.75  
Corporate Stock — Common   XCEL ENERGY INC COM   8,705.00   230,975.69   241,476.70  
Corporate Stock — Common   XCEL ENERGY INC COM   37,300.00   985,352.80   1,034,702.00  
Corporate Stock — Common   XCEL ENERGY INC COM   1,916.76   52,024.75   53,170.89  
Corporate Stock — Common   XEROX CORP COM   175,000.00   1,991,782.10   1,823,500.00  
Corporate Stock — Common   XEROX CORP COM   18,156.00   336,414.70   189,185.52  
Corporate Stock — Common   XEROX CORP COM   9,217.31   90,163.30   96,044.37  
Corporate Stock — Common   XEROX CORP COM   23,300.00   200,345.05   242,786.00  
Corporate Stock — Common   XICOR INC COM   100.00   1,174.02   1,110.00  
Corporate Stock — Common   XILINX INC COM   8,400.00   382,823.55   328,020.00  
Corporate Stock — Common   XILINX INC COM   9,500.00   372,269.76   370,975.00  
Corporate Stock — Common   XILINX INC COM   600.00   31,228.22   23,430.00  
Corporate Stock — Common   XL CAP LTD CL A   3,300.00   275,677.67   301,488.00  
Corporate Stock — Common   XM SATELLITE RADIO HLDGS INC CL A   10,000.00   72,077.00   183,600.00  
Corporate Stock — Common   XM SATELLITE RADIO HLDGS INC CL A   5,013.00   70,620.58   92,038.68  
Corporate Stock — Common   XO COMMUNICATIONS INC CL A   12,245.00   16,746.50   1,175.52  
Corporate Stock — Common   XOMA CORP COM BERMUDA   7,700.00   54,733.14   75,845.00  
Corporate Stock — Common   XOMA CORP COM BERMUDA   750.00   9,679.21   7,387.50  
Corporate Stock — Common   XTO ENERGY INC COM   90.00   1,628.14   1,575.00  
Corporate Stock — Common   XTO ENERGY INC COM   4,000.00   53,885.60   70,000.00  
Corporate Stock — Common   XYBERNAUT CORP COM   100.00   2,496.83   238.00  
Corporate Stock — Common   YAHOO INC COM   14,400.00   2,357,287.91   255,456.00  
Corporate Stock — Common   YAHOO INC COM   3,721.00   135,849.48   66,010.54  
Corporate Stock — Common   YAHOO INC COM   23,290.00   432,346.49   413,164.60  
Corporate Stock — Common   YANKEE CANDLE CO COM ISIN US9847571042   300.00   5,356.75   6,798.00  
Corporate Stock — Common   YELLOW CORP COM   12,850.00   312,042.56   322,535.00  
Corporate Stock — Common   YELLOW CORP COM   1,700.00   32,870.01   42,670.00  
Corporate Stock — Common   ZANE INTERACTIVE PUBG INC COM   132.00   558.55   0.40  
Corporate Stock — Common   ZEROTREE TECHNOLOGIES INC COM   5,000.00   5,150.00   850.00  
Corporate Stock — Common   ZI CORP COM   400.00   4,148.49   2,792.00  
Corporate Stock — Common   ZIMMER HLDGS INC COM   4,900.00   52,762.71   149,646.00  

Corporate Stock — Common   ZIMMER HLDGS INC COM   223.00   6,266.87   6,810.42  
Corporate Stock — Common   ZIMMER HLDGS INC COM   8,170.00   229,711.82   249,511.80  
Corporate Stock — Common   ZIONS BANCORP COM   2,300.00   132,646.29   120,934.00  
Corporate Stock — Common   ZIONS BANCORP COM   1,400.00   79,914.66   73,612.00  
Corporate Stock — Common   ZIXIT CORP COM   1,800.00   45,893.72   9,108.00  
Corporate Stock — Common   ZOLTEK COS INC COM   55.00   1,926.75   130.35  
Corporate Stock — Common   ZOMAX INC COM   3,200.00   20,273.13   25,568.00  
Corporate Stock — Common   ZONAGEN INC COM   100.00   2,899.50   700.00  
Corporate Stock — Common   ZORAN CORP COM   217.00   4,555.86   7,082.88  
Partnership/Joint Venture Interests   ##ALLIANCE CAP MGMT HLDG L P DO NOT USE SEE SEC #2011706   1,465.00   52,012.24   70,788.80  
Partnership/Joint Venture Interests   #REORG SCUDDER GLOBAL FD EXCH GLOBAL INTL FD 5-21-98 SEE SEC 2349245   3,125.58   71,683.15   67,856.34  
Partnership/Joint Venture Interests   LANGUAGE WARE NET CO LTD   20,000.00   18,786.07   50.00  
Partnership/Joint Venture Interests   M.LYNCH & CO INC 2002 NIKKEI 225 MKT INDEX TARGET TERM SECS   400.00   4,049.01   3,928.00  
Partnership/Joint Venture Interests   MLP CORNERSTONE PROPANE PARTNERS L P UNIT LTD PARTNERSHIP INT   871.16   13,606.43   6,490.15  
Partnership/Joint Venture Interests   MLP CROWN PAC PARTNERS L P UNIT REPSTG LTD PARTNERSHIP INT   700.00   13,140.65   4,158.00  
Partnership/Joint Venture Interests   MLP EOTT ENERGY PARTNERS L P UNIT LTD PARTNERSHIP INT   794.60   13,716.53   11,958.68  
Partnership/Joint Venture Interests   MLP KANEB PIPE LINE PARTNERS L P SR PREFUNIT   300.00   10,863.85   12,294.00  
Partnership/Joint Venture Interests   MLP KINDER MORGAN ENERGY PARTNERS L P UNIT LTD PARTNERSHIP INT   178.00   6,497.66   6,731.96  
Partnership/Joint Venture Interests   MLP NORTHN BORDER PARTNERS L P UNIT LTD PARTNERSHIP INT   100.00   3,907.57   3,901.00  
Partnership/Joint Venture Interests   MLP PRIME MTR INN LTD PARTNERSHIP DEPOS RCPT MASTER LTD PARTNERSHIP   1,000.00   998.78   40.00  
Partnership/Joint Venture Interests   MLP TERRA NITROGEN CO L P COM UNIT   200.00   7,690.26   1,050.00  
Partnership/Joint Venture Interests   PBHG LARGE CAP 20 FD   1,618.89   42,755.67   26,371.69  
Partnership/Joint Venture Interests   SAN JUAN BASIN RTY TR UNIT BEN INT   218.27   2,944.52   2,093.19  
Partnership/Joint Venture Interests   SPECTRA FD INC COM STK   1,896.60   17,543.70   13,238.25  
Partnership/Joint Venture Interests   TORCH ENERGY RTY TR UNIT BEN INT COM STK   409.78   3,769.68   2,470.98  
Partnership/Joint Venture Interests   WILLIAMS COAL SEAM GAS RTY TR TR UNIT   400.38   6,163.71   5,304.98  
Real Estate — Income Producing   #REORG LA QUINTA PROPS INC STK MERGER TOLA QUINTA CORP 2457963 EFF 1/2/02   950.00   4,262.53   5,453.00  
Real Estate — Income Producing   1ST INDL RLTY TR INC COM   100.00   2,774.95   3,110.00  
Real Estate — Income Producing   AVALONBAY CMNTYS REIT   154.00   4,974.20   7,285.74  
Real Estate — Income Producing   BEDFORD PPTY INVS INC COM PAR $0.02   4,500.00   86,393.25   101,250.00  
Real Estate — Income Producing   BOYKIN LODGING CO COM   3,600.00   48,801.96   28,692.00  
Real Estate — Income Producing   BP PRUDHOE BAY RTY TR UNITS BEN INT   2,450.00   34,959.85   36,382.50  
Real Estate — Income Producing   BSTN PPTYS INC COM STK   305.01   11,471.06   11,590.30  
Real Estate — Income Producing   CAP AUTOMOTIVE REIT COM SHS   5,600.00   78,498.00   111,384.00  
Real Estate — Income Producing   CBL & ASSOC PPTYS INC COM   4,100.00   100,122.82   129,150.00  
Real Estate — Income Producing   CHELSEA PPTY GROUP INC COM   1,205.10   51,345.78   59,170.26  
Real Estate — Income Producing   COML NET LEASE RLTY INC COM   5,400.00   59,339.52   70,200.00  

Real Estate — Income Producing   COML NET LEASE RLTY INC COM   11,338.02   144,209.14   147,394.23  
Real Estate — Income Producing   CORNERSTONE RLTY INC TR INC COM   500.00   5,767.55   5,675.00  
Real Estate — Income Producing   COUSINS PROPS INC COM   257.18   6,706.17   6,264.98  
Real Estate — Income Producing   CRESCENT REAL ESTATE EQUITIES CO TX COM   200.00   4,855.16   3,622.00  
Real Estate — Income Producing   DUKE RLTY CORP   975.00   22,791.17   23,721.75  
Real Estate — Income Producing   EASTGROUP PPTYS INC REIT   1,600.00   35,880.00   36,912.00  
Real Estate — Income Producing   ENTMNT PPTYS TR COM SH BEN INT   4,200.00   52,546.20   81,270.00  
Real Estate — Income Producing   EQTY INNS INC COM STK PAR $0.01   6,700.00   42,605.30   44,354.00  
Real Estate — Income Producing   EQTY OFFICE PPTYS TR REIT   35,000.00   1,045,871.97   1,052,800.00  
Real Estate — Income Producing   EQTY OFFICE PPTYS TR REIT   10,400.00   319,146.00   312,832.00  
Real Estate — Income Producing   EQTY OFFICE PPTYS TR REIT   715.60   21,956.84   21,525.10  
Real Estate — Income Producing   EQTY RESDNTL PPTYS TR SH BEN INT   6,800.00   196,554.50   195,228.00  
Real Estate — Income Producing   EQTY RESDNTL PPTYS TR SH BEN INT   2,163.18   56,034.17   62,104.98  
Real Estate — Income Producing   ESSEX PPTY TR REIT   100.00   4,805.97   4,941.05  
Real Estate — Income Producing   GLENBOROUGH RLTY TR INC REIT   3,300.00   60,896.88   64,020.00  
Real Estate — Income Producing   HEALTH CARE REIT INC COM   4,900.00   121,175.35   119,315.00  
Real Estate — Income Producing   HLTH CARE PPTY INVS INC COM   396.40   13,133.74   14,353.46  
Real Estate — Income Producing   HOST MARRIOTT CORP REIT   1,624.82   16,031.77   14,623.40  
Real Estate — Income Producing   HRPT PPTYS TR COM SH BEN INT   100.00   661.20   866.00  
Real Estate — Income Producing   HRPT PPTYS TR COM SH BEN INT   31,800.00   200,340.00   275,388.00  
Real Estate — Income Producing   INNKEEPERS USA TR COM   500.00   6,097.48   4,900.00  
Real Estate — Income Producing   ISTAR FINL INC COM   520.00   14,340.62   12,974.00  
Real Estate — Income Producing   JDN RLTY CORP COM   1,800.00   21,828.96   22,194.00  
Real Estate — Income Producing   KEYSTONE PPTY TR COM   2,600.00   32,689.54   34,034.00  
Real Estate — Income Producing   KILROY RLTY CORP COM   500.00   13,105.32   13,135.00  
Real Estate — Income Producing   KIMCO RLTY CORP COM   647.00   16,672.59   21,150.43  
Real Estate — Income Producing   LASALLE HOTEL PPTYS SH BEN INT COM STK   2,900.00   44,803.55   34,046.00  
Real Estate — Income Producing   LIBERTY PPTY TR SH BEN INT   260.41   7,244.75   7,773.24  
Real Estate — Income Producing   MILLS CORP COM STK PAR $0.01   523.57   10,193.41   13,864.05  
Real Estate — Income Producing   NATL HLTH INVS INC COM   889.34   19,883.52   13,162.16  
Real Estate — Income Producing   NEW PLAN EXCEL RLTY TR INC   14,400.00   230,352.80   274,320.00  
Real Estate — Income Producing   NEW PLAN EXCEL RLTY TR INC   225.00   3,806.40   4,286.25  

Real Estate — Income Producing   PA REAL ESTATE INVT TR SH BEN INT   100.00   2,129.95   2,320.00  
Real Estate — Income Producing   PAN PAC RETAIL PPTYS INC COM   3,000.00   83,976.60   86,160.00  
Real Estate — Income Producing   PUB STORAGE INC COM   300.00   8,243.90   10,020.00  
Real Estate — Income Producing   RFS HOTEL INVS INC COM   2,900.00   35,194.40   33,002.00  
Real Estate — Income Producing   RFS HOTEL INVS INC COM   300.00   4,173.90   3,414.00  
Real Estate — Income Producing   RLTY INC CORP COM   2,500.00   73,904.00   73,500.00  
Real Estate — Income Producing   SHURGUARD STORAGE CTR INC COM   100.00   3,003.95   3,200.00  
Real Estate — Income Producing   SIMON PPTY GROUP INC COM   733.58   17,518.82   21,515.99  
Real Estate — Income Producing   SL GREEN RLTY CORP COM STK   100.00   2,368.25   3,071.00  
Real Estate — Income Producing   SOVRAN SELF STORAGE INC   1,200.00   33,750.00   37,380.00  
Real Estate — Income Producing   SOVRAN SELF STORAGE INC   470.52   9,720.78   14,656.79  
Real Estate — Income Producing   SR HSG PPTYS TR SH BEN INT   10.00   0   139.10  
Real Estate — Income Producing   SR HSG PPTYS TR SH BEN INT   2,400.00   31,236.00   33,384.00  
Real Estate — Income Producing   STARWOOD HOTELS & RESORTS WORLDWIDE INC PAIRED CTF 1 CL B SH BEN INT STARWOOD   183.03   5,332.27   5,463.30  
Real Estate — Income Producing   STARWOOD HOTELS & RESORTS WORLDWIDE INC PAIRED CTF 1 CL B SH BEN INT STARWOOD   5,000.00   165,440.14   149,250.00  
Real Estate — Income Producing   SUMMIT PPTY INC COM   500.00   9,806.10   12,510.00  
Real Estate — Income Producing   SUN COMMUNITIES INC COM   100.00   3,602.95   3,725.00  
Real Estate — Income Producing   THORNBURG MTG INC COM   7,300.00   128,430.00   143,810.00  
Real Estate — Income Producing   VENTAS INC COM   32,840.00   390,845.98   377,660.00  
Real Estate — Income Producing   VENTAS INC COM   6,200.00   75,611.48   71,300.00  
Real Estate — Income Producing   VORNADO RLTY TR COM   635.24   23,387.26   26,425.98  
Real Estate — Income Producing   WA REAL ESTATE INVT TR SH BEN INT   3,900.00   83,684.25   97,071.00  
Real Estate — Income Producing   WYNDHAM INTL INC CL A   235.00   5,341.84   131.60  
Participant Loans   &&& PARTICIPANT LOANS OUTSTANDING   13,879,843.80   13,879,843.80   13,879,843.80  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   2,123,321.66   2,123,321.66   2,123,321.66  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   196,072.70   196,072.70   196,072.70  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   6,152,817.67   6,152,817.67   6,152,817.67  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   1,200,922.85   1,200,922.85   1,200,922.85  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   348,353.34   348,353.34   348,353.34  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   2,664,046.05   2,664,046.05   2,664,046.05  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   2,280,412.58   2,280,412.58   2,280,412.58  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   312,412.67   312,412.67   312,412.67  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   5,833,941.69   5,833,941.69   5,833,941.69  

Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   1,185,466.04   1,185,466.04   1,185,466.04  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   220,069.36   220,069.36   220,069.36  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   460,556.22   460,556.22   460,556.22  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   106,261.45   106,261.45   106,261.45  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   689,478.27   689,478.27   689,478.27  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   3,634,421.35   3,634,421.35   3,634,421.35  
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   1,642,702.75   1,642,702.75   1,642,702.75  
Value of Interest in Registered Investment Companies   MFO LM INSTL FD ADVISORS I INC WESTN ASTNON-U S FXD INC PORTFOLIO   768,314.07   7,202,064.99   7,229,835.35  
Value of Interest in Registered Investment Companies   ##MFO DRESDNER RCM GLOBAL HEALTHCARE FD DO NOT USE SEE 2-729498   10,926.62   237,904.04   224,214.14  
Value of Interest in Registered Investment Companies   ##MFO INVESCO SPECIALTY FDS INC TELECOMMUNICATIONS FD   3,991.58   176,436.33   66,340.09  
Value of Interest in Registered Investment Companies   ##MFO INVESCO STRATEGIC PORTFOLIOS INC FIN SVCS POR DO NOT USE SEE TNT 2-424259   3,713.51   108,375.86   101,267.39  
Value of Interest in Registered Investment Companies   ##MFO RCM EQTY FDS INC DRESDNER RCM BIOTECHNOLOGY FD DO NOT USE SEE 2-729499   3,868.36   117,251.33   105,993.06  
Value of Interest in Registered Investment Companies   ##MFO RCM EQTY FDS INC DRESDNER RCM GLBLSMLL FD CL N DO NOT USE SEE 2-729493   2,272.39   44,836.48   31,609.00  
Value of Interest in Registered Investment Companies   ##MFO RCM EQTY FDS INC DRESDNER RCM GLBLTECH FD CL N DO NOT USE SEE 2-729497   6,926.52   297,200.96   209,735.12  
Value of Interest in Registered Investment Companies   ##MFO STEIN ROE INTER BD FD DO NOT USE SEE TNT 4-963257   1,472.55   13,062.65   13,046.79  
Value of Interest in Registered Investment Companies   ##MFO UAM FDS INC II ANALYTIC ENHANCED EQTY FD CL A DO NOT USE SEE 2-693522   416.67   5,052.21   4,304.17  
Value of Interest in Registered Investment Companies   #REORG INVST GNNESS FLGHT ASIA SMLL CAP N/C INVST ASIA SMLL CAP 2424181 11/30/00   326.69   2,516.30   2,018.96  
Value of Interest in Registered Investment Companies   #REORG KEMPER NEW EUROPE FD INC N/C TO SCUDDER NEW EUR FD INC 2812716 5/25/01   344.69   6,014.75   3,233.15  
Value of Interest in Registered Investment Companies   #REORG MFO INVESCO STRATEGIC PORTFOLIOS GOLD DUE TO CONVERSION SEC #2424150   11,763.25   62,577.59   20,115.16  
Value of Interest in Registered Investment Companies   #REORG MFO KAUFMANN FD OPEN END FD DUE TO MERGER SEC #2319804   12,388.53   55,701.11   54,385.64  
Value of Interest in Registered Investment Companies   ISHARES TR S&P SMALLCAP 600/BARRA VALUE INDEX FD   614.89   51,248.32   52,481.12  
Value of Interest in Registered Investment Companies   MF SCHWAB CHARLES FAMILY FDS TX EXMP FD   4.52   4.52   4.52  
Value of Interest in Registered Investment Companies   MFB NORTHN FDS SELECT EQTY FD   160.02   3,005.31   3,150.73  
Value of Interest in Registered Investment Companies   MFB NORTHN FDS TECH FD   146.91   6,499.09   1,831.94  

Value of Interest in Registered Investment Companies   MFC ASA LTD FD   7,000.00   127,719.45   140,000.00  
Value of Interest in Registered Investment Companies   MFC ASIA TIGERS FD INC   516.00   4,984.44   3,663.60  
Value of Interest in Registered Investment Companies   MFC BLACKROCK HI YIELD TR SHS   400.00   4,909.95   4,100.00  
Value of Interest in Registered Investment Companies   MFC BLACKROCK INC TR INC   5,000.00   36,599.75   36,850.00  
Value of Interest in Registered Investment Companies   MFC BRAZIL FD INC COM   340.00   6,748.24   5,106.80  
Value of Interest in Registered Investment Companies   MFC CENT EUROPEAN EQTY FD INC COM   612.04   9,167.95   7,075.21  
Value of Interest in Registered Investment Companies   MFC CHILE FD INC COM CLOSED END FD   177.96   2,156.85   1,500.18  
Value of Interest in Registered Investment Companies   MFC DUFF & PHELPS UTILS INC INC CLOSED END FD   350.00   3,372.80   3,871.00  
Value of Interest in Registered Investment Companies   MFC H & Q LIFE SCI INVESTORS SH BEN INT   392.00   7,092.13   8,428.00  
Value of Interest in Registered Investment Companies   MFC ISHARES INC MSCI HONG KONG INDEX FD   250.00   2,224.15   2,292.50  
Value of Interest in Registered Investment Companies   MFC ISHARES TR DOW JONES U S ENERGY SECTOR INDEX FD   129.00   6,447.70   6,153.30  
Value of Interest in Registered Investment Companies   MFC ISHARES TR DOW JONES U S FINL SVCS COMPOSITE   69.00   6,785.91   6,330.06  
Value of Interest in Registered Investment Companies   MFC ISHARES TR DOW JONES U S HEALTHCARE SECTOR   155.00   9,754.85   9,625.50  
Value of Interest in Registered Investment Companies   MFC ISHARES TR DOW JONES U S INTERNET INDEX FD   100.00   1,144.95   1,452.00  
Value of Interest in Registered Investment Companies   MFC ISHARES TR GOLDMAN SACHS MULTIMEDIA   150.00   4,987.45   4,605.00  
Value of Interest in Registered Investment Companies   MFC ISHARES TR GOLDMAN SACHS SOFTWARE INDEX FD   100.00   4,229.95   4,551.00  
Value of Interest in Registered Investment Companies   MFC ISHARES TR RUSSELL 1000 GROWTH INDEXFD   250.00   12,889.95   12,735.00  
Value of Interest in Registered Investment Companies   MFC ISHARES TR RUSSELL 1000 VALUE INDEX FD   50.00   3,102.45   2,770.00  
Value of Interest in Registered Investment Companies   MFC ISHARES TR RUSSELL 2000 VALUE INDEX FD   90.58   11,633.90   11,593.60  
Value of Interest in Registered Investment Companies   MFC ISHARES TR S&P 500/BARRA VALUE INDEXFD   702.48   39,612.89   38,846.87  
Value of Interest in Registered Investment Companies   MFC ISHARES TR S&P MIDCAP 400 INDEX FD   639.78   63,311.97   64,714.15  

Value of Interest in Registered Investment Companies   MFC ISHARES TR S&P SMALLCAP 600/BARRA GROWTH INDEX FD   1,029.00   78,435.64   79,181.55  
Value of Interest in Registered Investment Companies   MFC KOREA FD INC CLOSED END FD   507.66   3,736.85   6,599.59  
Value of Interest in Registered Investment Companies   MFC MFS SPL VALUE TR SH BEN INT CLOSED END FD   2,000.00   23,373.23   22,100.00  
Value of Interest in Registered Investment Companies   MFC MIDCAP SPDR TR UNIT SER 1 STD & POORS   500.33   46,862.42   46,430.62  
Value of Interest in Registered Investment Companies   MFC NUVEEN MUN VALUE FD INC COM   511.82   4,875.92   4,713.89  
Value of Interest in Registered Investment Companies   MFC SCUDDER GLOBAL HI INC FD INC COM   502.32   2,634.61   2,797.94  
Value of Interest in Registered Investment Companies   MFC SCUDDER INTER GOVT TR SHS   5,000.00   34,449.75   34,850.00  
Value of Interest in Registered Investment Companies   MFC SECTOR SPDR TR SHS BEN INT-TECHNOLOGY   100.00   2,455.95   2,400.00  
Value of Interest in Registered Investment Companies   MFC SINGAPORE FD INC COM CLOSED END FD   1,000.00   11,728.97   5,150.00  
Value of Interest in Registered Investment Companies   MFC SOUTHN AFRICA FD INC COM   185.00   2,920.75   1,539.20  
Value of Interest in Registered Investment Companies   MFC STREETTRACKS SER TR DOW JONES U S SMALL CAP GROWTH INDEX FD   50.00   3,654.95   3,668.50  
Value of Interest in Registered Investment Companies   MFC SWISS HELVETIA FD INC COM CLOSED ENDFD   0.61   11.77   6.71  
Value of Interest in Registered Investment Companies   MFC TEMPLETON DRAGON FD INC COM   3,000.00   40,354.39   22,470.00  
Value of Interest in Registered Investment Companies   MFC TEMPLETON VIETNAM & S E ASIA FD INC   104.69   1,188.68   727.60  
Value of Interest in Registered Investment Companies   MFC VAN KAMPEN SR INC TR   400.00   3,500.77   2,832.00  
Value of Interest in Registered Investment Companies   MFC VANGUARD BD INDEX FD INC LONG TERM PORTFOLIO FD   271.49   2,996.99   2,940.26  
Value of Interest in Registered Investment Companies   MFO 3RD AVE TR REAL ESTATE VALUE FD   730.18   11,241.88   11,522.22  
Value of Interest in Registered Investment Companies   MFO 3RD AVE TR SMALL-CAP VALUE FD   2,692.47   40,283.78   41,383.19  
Value of Interest in Registered Investment Companies   MFO 3RD AVE TR VALUE TR   3,100.00   113,377.37   112,933.07  
Value of Interest in Registered Investment Companies   MFO 59 WALL STR FD INC PAC BASIN EQTY FDOPEN END FD   201.28   9,181.88   4,281.18  
Value of Interest in Registered Investment Companies   MFO ADVISORS INNER CIRCLE FD PIN OAK AGGRESSIVE GROWTH STK FD   1,270.86   75,099.60   30,360.75  

Value of Interest in Registered Investment Companies   MFO ADVISORS SER TR AI FRANK FD   3,164.56   51,949.71   59,398.83  
Value of Interest in Registered Investment Companies   MFO AIM CONSTELLATION FD OPEN END FD   9,946.18   187,900.95   219,810.67  
Value of Interest in Registered Investment Companies   MFO AIM EQTY FD INC CHARTER FD RETAIL CLDBTFL   2,821.71   27,257.67   32,336.74  
Value of Interest in Registered Investment Companies   MFO AIM EQTY FDS INC WEINGARTEN FD CL A SHS   4,073.52   48,434.15   54,951.78  
Value of Interest in Registered Investment Companies   MFO AIM INTERNATIONAL EQUITY FUND   6,892.24   93,114.18   102,694.39  
Value of Interest in Registered Investment Companies   MFO AIM VALUE FD CL A   15,750.42   150,974.84   171,207.02  
Value of Interest in Registered Investment Companies   MFO ALGER FD CAP APPREC CL A   1,958.86   20,000.00   17,747.31  
Value of Interest in Registered Investment Companies   MFO ALLEGHANY FDS ALLEGHANY/VEREDUS AGGRESSIVE GROWTH FD   230.95   4,300.00   4,434.30  
Value of Interest in Registered Investment Companies   MFO ALLEGHANY/CHGO CAPTIAL CAP VALUE N   657.31   7,946.53   8,111.23  
Value of Interest in Registered Investment Companies   MFO ALLEGHANY/CHGO TR GROWTH I   82.70   1,904.41   1,853.35  
Value of Interest in Registered Investment Companies   MFO ALLIANCE GROWTH & INC FD   3,575.64   13,399.01   12,836.53  
Value of Interest in Registered Investment Companies   MFO AMER AADVANTAGE FDS INTL EQTY FD PLANAHEAD CL   557.39   7,623.13   7,892.63  
Value of Interest in Registered Investment Companies   MFO AMER CENTY CAP PORTFOLIOS INC REAL ESTATE FD   164.36   2,552.99   2,485.11  
Value of Interest in Registered Investment Companies   MFO AMER CENTY CAP PORTFOLIOS INC VALUE FD INV   11,880.31   80,795.83   83,162.20  
Value of Interest in Registered Investment Companies   MFO AMER CENTY GLOBAL GOLD EQUITIES I   13,565.94   95,823.42   71,899.48  
Value of Interest in Registered Investment Companies   MFO AMER CENTY MUT FDS INC 20TH CENTY GROWTH FD INV   3,534.91   69,685.73   69,001.48  
Value of Interest in Registered Investment Companies   MFO AMER CENTY MUT FDS INC 20TH CENTY VISTA FD INV   3,788.16   55,820.54   42,048.54  
Value of Interest in Registered Investment Companies   MFO AMER CENTY TARGET MATS TR 2005   543.64   44,020.98   47,867.85  
Value of Interest in Registered Investment Companies   MFO AMERINDO FDS INC HLTH & BIOTECHNOLOGY FD CL D   454.84   6,330.77   4,357.39  
Value of Interest in Registered Investment Companies   MFO AMERINDO FDS INC INTERNET B2B FD CL D   389.05   6,148.46   1,707.93  
Value of Interest in Registered Investment Companies   MFO AMERINDO FDS INC TECH FD CL D   438.21   13,379.91   2,519.68  

Value of Interest in Registered Investment Companies   MFO AMERIPRIME FDS AUXIER FOCUS FD   168.06   2,018.28   1,973.06  
Value of Interest in Registered Investment Companies   MFO AMERISTOCK MUT FD INC COM   333,792.70   13,771,461.03   13,618,742.12  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY CAP PORTFOLIOS INC EQTY INC FD INV   1,237.93   8,599.10   8,838.81  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY CAP PORTFOLIOS INC SMALLCAP VALUE FD INV CL   16,355.56   125,640.29   131,171.58  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY GOVT INC TR GINNIE MAE FD INVS CL   954.29   10,174.07   10,134.59  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY INC & GROWTH INV CL   315.03   8,591.98   8,615.99  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY MUT FDS INC 20TH CENTY SELECT FD INV   715.71   26,820.72   26,481.34  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY TARGET MATS TR BENHAM TARGET MATS TR 2025 INVS CL   2,018.17   60,143.06   64,258.56  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY ULTRA INV FD   7,344.88   228,914.01   203,012.59  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY WORLD MUT FDS INC 20TH CENTY EMERGING MKTS FD INV   452.65   3,690.31   1,946.40  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY WORLD MUT FDS INC 20TH CENTY INTL GROWTH FD INV   89,791.82   861,743.18   715,640.77  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY WORLD MUT FDS INC LIFE SCIENCES FD INV CL   510.10   2,564.67   2,494.38  
Value of Interest in Registered Investment Companies   MFO AMERN CENTY WORLD MUT FDS INC TECH FD INV CL   11,801.41   31,792.40   25,373.03  
Value of Interest in Registered Investment Companies   MFO ARIEL FUND   482.31   17,071.02   18,192.81  
Value of Interest in Registered Investment Companies   MFO ARIEL GROWTH APPRECIATION FD   2,922.17   104,207.05   108,178.70  
Value of Interest in Registered Investment Companies   MFO ARTISAN FDS INC INTL FD INV SHS   510,009.35   9,103,012.04   9,363,771.67  
Value of Interest in Registered Investment Companies   MFO ARTISAN FDS INC MID CAP FD INV SHS   15,415.54   397,815.49   397,566.70  
Value of Interest in Registered Investment Companies   MFO BABSON ENTERPRISE FD II INC COM   784.87   19,973.87   19,339.20  
Value of Interest in Registered Investment Companies   MFO BABSON ENTERPRISE FD INC COM OPEN END FD   4,071.13   61,843.76   64,201.67  
Value of Interest in Registered Investment Companies   MFO BARON AST FD GROWTH & INC FD   3,453.69   102,216.76   105,924.79  
Value of Interest in Registered Investment Companies   MFO BARON AST FD IOPPORTUNITY FD #580   401.44   3,827.35   2,352.46  

Value of Interest in Registered Investment Companies   MFO BARON AST FD SH BEN INT   2,138.86   98,895.06   95,093.85  
Value of Interest in Registered Investment Companies   MFO BARON AST FD SMALL CAP FD   1,436.89   20,899.06   21,855.05  
Value of Interest in Registered Investment Companies   MFO BERGER GROWTH FD INC COM   3,558.19   53,455.42   29,604.11  
Value of Interest in Registered Investment Companies   MFO BERGER INVT PORTFOLIO TR INFORMATIONTECH FD INV SHS   216.84   1,700.00   1,533.04  
Value of Interest in Registered Investment Companies   MFO BERGER INVT PORTFOLIO TR MID CAP VALUE FD   932.75   15,325.65   15,819.49  
Value of Interest in Registered Investment Companies   MFO BERGER INVT PORTFOLIO TR NEW GENERATION FD INVS SHS   5,624.05   107,152.64   42,686.52  
Value of Interest in Registered Investment Companies   MFO BERGER INVT PORTFOLIO TR SMALL CO GROWTH FD INV SHS   15,804.57   95,010.94   50,100.48  
Value of Interest in Registered Investment Companies   MFO BERGER OMNI INVT FD TR SMALL CAP VALUE FD INV CL   1,083.14   21,668.67   30,403.74  
Value of Interest in Registered Investment Companies   MFO BERKSHIRE FDS FOCUS FD   144.69   5,697.53   1,347.10  
Value of Interest in Registered Investment Companies   MFO BJURMAN FDS MICRO-CAP FD CL D   6,228.68   273,588.73   306,824.78  
Value of Interest in Registered Investment Companies   MFO BLACKROCK FDS CORE BD PORTFOLIO INSTL CL   1,250.92   12,431.16   12,108.86  
Value of Interest in Registered Investment Companies   MFO BRAMWELL FDS INC GROWTH FD   1,002.00   23,373.48   20,210.24  
Value of Interest in Registered Investment Companies   MFO BRANDES INVT TR INSTL INTL EQTY FD   3,331.66   60,090.92   49,708.37  
Value of Interest in Registered Investment Companies   MFO BRANDYWINE FD INC COM OPEN END FD   2,887.68   81,027.11   67,427.28  
Value of Interest in Registered Investment Companies   MFO BRAZOS MUT FDS MICRO CAP PORTFOLIO CL Y   7,601.72   150,168.93   149,145.71  
Value of Interest in Registered Investment Companies   MFO BRIDGEWAY FD INC AGGRESSIVE GROWTH PORTFOLIO   4,819.48   202,390.29   185,694.53  
Value of Interest in Registered Investment Companies   MFO BUFFALO SMALL CAP FD INC COM   17,359.02   321,426.35   346,486.12  
Value of Interest in Registered Investment Companies   MFO CALAMOS INVT TR NEW CONV FD CL A   1,155.61   22,271.24   21,448.08  
Value of Interest in Registered Investment Companies   MFO CALAMOS INVT TR NEW GROWTH FD CL A #504   611.90   22,131.81   22,884.91  
Value of Interest in Registered Investment Companies   MFO CDC NVEST FDS TR I JURIKA & VOYLES RELATIVE VALUE FD CL Y   1,533.86   25,214.53   19,909.45  
Value of Interest in Registered Investment Companies   MFO CHOICE FDS BALANCED FD   3,749.15   39,845.18   34,679.67  

Value of Interest in Registered Investment Companies   MFO CITIZENS INVT TR GLOBAL EQTY PORTFOLIO   1,182.40   26,798.14   19,202.14  
Value of Interest in Registered Investment Companies   MFO CLIPPER FD INC COM OPEN END FD   4,578.09   379,953.78   382,407.86  
Value of Interest in Registered Investment Companies   MFO COHEN & STEERS RLTY SHS INC COM   4,291.89   191,319.65   190,602.83  
Value of Interest in Registered Investment Companies   MFO COLUMBIA REAL ESTATE EQTY FD INC COM   2,434.46   42,808.56   43,917.60  
Value of Interest in Registered Investment Companies   MFO COLUMBIA SMALL CAP FD INC COM   4,399.47   100,000.00   97,668.28  
Value of Interest in Registered Investment Companies   MFO CR SUISSE WARBURG PINCUS CAP APPRECIATION FD#3   1,541.01   49,578.39   27,568.72  
Value of Interest in Registered Investment Companies   MFO CR SUISSE WARBURG PINCUS GLOBAL HLTHSCIENCES FD   86.21   1,500.00   1,722.42  
Value of Interest in Registered Investment Companies   MFO CR SUISSE WARBURG PINCUS GLOBAL TELECOMMUNICATIONS FD#759   15.97   1,069.99   480.39  
Value of Interest in Registered Investment Companies   MFO CR SUISSE WARBURG PINCUS GLOBAL FXD INC FD#8   334.73   3,200.00   3,210.04  
Value of Interest in Registered Investment Companies   MFO CR SUISSE WARBURG PINCUS JAPAN GROWTH FD FD#32   1,273.96   25,431.40   6,637.32  
Value of Interest in Registered Investment Companies   MFO CR SUISSE WARBURG PINCUS JAPAN SMALLCAP COM FD#19   9,413.06   85,661.17   16,849.38  
Value of Interest in Registered Investment Companies   MFO CSI EQTY FD   332.51   4,774.60   4,648.53  
Value of Interest in Registered Investment Companies   MFO DAVIS N.Y VENTURE FD INC CL A   269.39   6,608.07   6,850.46  
Value of Interest in Registered Investment Companies   MFO DAVIS SER INC FINL FD CL A   464.67   16,000.00   15,324.95  
Value of Interest in Registered Investment Companies   MFO DEUTSCHE EUROPEAN EQTY GROWTH FD INSTL CL   729.07   20,000.00   15,295.97  
Value of Interest in Registered Investment Companies   MFO DFA INTL SMALL CO PORTFOLIO FD   213.63   1,780.60   1,563.78  
Value of Interest in Registered Investment Companies   MFO DFA INVT DIMENSIONS GROUP INC INTL SMALL CAP VALUE PORTFOLIO   1,294.63   10,224.76   9,191.84  
Value of Interest in Registered Investment Companies   MFO DFA INVT DIMENSIONS GROUP INC LARGE CAP HI BOOK MKT PORTFOLIO   1,244.73   22,157.94   19,181.23  
Value of Interest in Registered Investment Companies   MFO DFA INVT DIMENSIONS GROUP INC REAL ESTATE SECS PORTFOLIO   712.64   10,591.54   10,333.32  
Value of Interest in Registered Investment Companies   MFO DFA INVT DIMENSIONS GROUP INC U S 6-10 SMALL CO PORTFOLIO OPEN END   429.29   6,362.35   6,005.81  
Value of Interest in Registered Investment Companies   MFO DFA U.S 6-10 VALUE PORT   847.00   18,421.28   15,932.13  

Value of Interest in Registered Investment Companies   MFO DFA US MICRO CAP PORTFOLIO   1,013.74   11,511.62   10,147.49  
Value of Interest in Registered Investment Companies   MFO DIMENSIONAL FD ADVISORS INTL VALUE PORTFOLIO   934.65   10,404.85   9,290.41  
Value of Interest in Registered Investment Companies   MFO DODGE & COX BALANCED FD COM   230.35   15,336.76   15,069.76  
Value of Interest in Registered Investment Companies   MFO DODGE & COX FD OPEN END FD   2,127.56   214,817.18   213,840.96  
Value of Interest in Registered Investment Companies   MFO DODGE & COX INC FD   597.19   7,429.44   7,285.68  
Value of Interest in Registered Investment Companies   MFO DOMINI SOCIAL INDEX FD SH BEN INT   93.45   3,341.96   2,557.81  
Value of Interest in Registered Investment Companies   MFO DREYFUS APPRECIATION FD INC   2,289.66   85,167.81   87,053.03  
Value of Interest in Registered Investment Companies   MFO DREYFUS FOUNDERS FDS INC BALANCED FDCL F   594.55   6,603.16   4,869.32  
Value of Interest in Registered Investment Companies   MFO DREYFUS FOUNDERS FDS INC GROWTH FD CL F   1,326.07   22,291.93   13,963.49  
Value of Interest in Registered Investment Companies   MFO DREYFUS GNMA FD INC COM   952.99   13,519.98   13,904.18  
Value of Interest in Registered Investment Companies   MFO DREYFUS GROWTH & INC FD INC   66.84   1,068.76   1,035.96  
Value of Interest in Registered Investment Companies   MFO DREYFUS GROWTH & VALUE FDS INC EMERGING LEADERS FD   156.79   5,833.67   5,451.48  
Value of Interest in Registered Investment Companies   MFO DREYFUS GROWTH & VALUE FDS INC MIDCAP VALUE FD   10,031.68   269,268.63   263,732.84  
Value of Interest in Registered Investment Companies   MFO DREYFUS GROWTH & VALUE FDS INC PREMIER TECH GROWTH FD CL A   618.52   13,486.82   15,500.09  
Value of Interest in Registered Investment Companies   MFO DREYFUS GROWTH OPPORTUNITY FD INC COM   270.55   2,161.00   2,186.07  
Value of Interest in Registered Investment Companies   MFO DREYFUS INDEX FDS INTL STK FD   498.50   7,180.56   5,418.68  
Value of Interest in Registered Investment Companies   MFO DREYFUS INDEX FDS S&P 500 INDEX FD   15,413.98   562,196.06   515,135.35  
Value of Interest in Registered Investment Companies   MFO DREYFUS INVT GRADE BD FDS INC INTER TERM INC FD INV SHS   9,698.96   127,113.59   122,982.75  
Value of Interest in Registered Investment Companies   MFO DREYFUS PREMIER 3RD CENTY FD INC CL Z   8,568.47   78,718.90   76,430.75  
Value of Interest in Registered Investment Companies   MFO DREYFUS SHORT TERM INC FD   11,901.64   143,419.49   141,629.55  
Value of Interest in Registered Investment Companies   MFO EATON VANCE GOVT OBLIGS TR SH BEN INT OPEN END   1,474.16   15,121.29   14,667.87  

Value of Interest in Registered Investment Companies   MFO EATON VANCE GROWTH TR WORLDWIDE HLTHSCIENCES FD CL A   973.71   10,000.00   10,058.42  
Value of Interest in Registered Investment Companies   MFO ECLIPSE FDS INC VALUE EQTY FD NO LOAD   207.59   2,736.09   2,528.43  
Value of Interest in Registered Investment Companies   MFO EVERGREEN OMEGA FD   7,002.14   146,064.66   162,449.67  
Value of Interest in Registered Investment Companies   MFO EXCELSIOR FDS INC ENERGY & NAT RES FD   962.49   15,505.33   12,858.89  
Value of Interest in Registered Investment Companies   MFO EXCELSIOR VALUE & RESTRUCTURING FD   9,705.67   314,715.46   311,163.65  
Value of Interest in Registered Investment Companies   MFO FBR FAMILY FDS SMALL CAP FINL FD   3,422.66   68,766.15   72,183.90  
Value of Interest in Registered Investment Companies   MFO FEDT INDEX TR FEDT MID-CAP INDEX FD   813,381.30   13,749,055.88   13,762,411.56  
Value of Interest in Registered Investment Companies   MFO FEDT STK TR SH BEN INT   497.26   16,712.93   16,877.07  
Value of Interest in Registered Investment Companies   MFO FENIMORE AST MGMT TR FAM VALUE FD   402.83   14,742.45   14,570.29  
Value of Interest in Registered Investment Companies   MFO FID AGGRESSIVE GROWTH FD   406.89   17,562.84   7,739.07  
Value of Interest in Registered Investment Companies   MFO FID CAP & INC FD SH BEN INT   1,764.11   12,174.61   11,960.69  
Value of Interest in Registered Investment Companies   MFO FID CAP TR CAP APPRECIATION FD   245.62   5,506.74   5,047.51  
Value of Interest in Registered Investment Companies   MFO FID CHINA REGION FD   369.77   5,694.96   4,806.95  
Value of Interest in Registered Investment Companies   MFO FID DEVONSHIRE TR MID-CAP STK FD   3,471.19   80,900.62   78,344.71  
Value of Interest in Registered Investment Companies   MFO FID EQTY INC FD SH BEN INT   4,329.13   203,220.42   211,131.82  
Value of Interest in Registered Investment Companies   MFO FID FINL TR CONV SEC FD   2,369.39   48,726.50   47,150.92  
Value of Interest in Registered Investment Companies   MFO FID GINNIE MAE FD   2,629.98   28,607.72   28,561.62  
Value of Interest in Registered Investment Companies   MFO FID HASTINGS STR TR CONTRAFD II   2,027.25   21,636.20   20,982.01  
Value of Interest in Registered Investment Companies   MFO FID SELECT PORTFOLIOS   90,049.33   90,106.00   90,049.33  
Value of Interest in Registered Investment Companies   MFO FID SELECT PORTFOLIOS DEFENSE & AEROSPACE PORTFOLIO   62.82   2,617.14   2,675.50  
Value of Interest in Registered Investment Companies   MFO FID SELECT PORTFOLIOS ELECTRS PORTFOLIO   7,649.61   482,257.01   376,896.33  

Value of Interest in Registered Investment Companies   MFO FID SELECT PORTFOLIOS MED EQUIP & SYS PORTFOLIO   845.37   13,500.19   13,999.33  
Value of Interest in Registered Investment Companies   MFO FIDELITY BALANCED FD OPEN END FD   2,028.43   28,508.05   30,223.59  
Value of Interest in Registered Investment Companies   MFO FIDELITY DVD GROWTH FD OPEN END FD   3,575.03   104,105.56   101,280.57  
Value of Interest in Registered Investment Companies   MFO FIDELITY EQTY INC FD REAL ESTATE INVT PORTFOLIO OPEN END FD   3,650.75   65,132.20   67,611.85  
Value of Interest in Registered Investment Companies   MFO FIDELITY FD OPEN END FD   801.15   28,491.10   23,137.27  
Value of Interest in Registered Investment Companies   MFO FIDELITY GROWTH COMPANY FUND   38,886.59   1,728,694.50   2,069,544.48  
Value of Interest in Registered Investment Companies   MFO FIDELITY INVT TR DIVERSIFIED INTL FDOPEN END FD   1,903.97   40,126.31   36,327.71  
Value of Interest in Registered Investment Companies   MFO FIDELITY INVT TR S.E ASIA FD   173.75   2,646.63   1,907.78  
Value of Interest in Registered Investment Companies   MFO FIDELITY LOW PRICED STOCK FUND   15,312.90   372,803.55   419,879.75  
Value of Interest in Registered Investment Companies   MFO FIDELITY MAGELLAN FD INC OPEN END FD   6,314.09   600,335.72   658,054.25  
Value of Interest in Registered Investment Companies   MFO FIDELITY NEW LATIN AMER FD OPEN END FD   150.39   2,466.19   1,806.23  
Value of Interest in Registered Investment Companies   MFO FIDELITY OTC PORTFOLIO OPEN END FD   23,434.85   571,279.78   730,464.21  
Value of Interest in Registered Investment Companies   MFO FIDELITY OVERSEAS FD OPEN END FD   2,695.11   67,444.69   73,899.78  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT AMER GOLD FD OPEN END FD   1,684.22   29,689.73   24,943.24  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS BIOTECHNOLOGY PORTFOLIO   53.79   5,112.46   3,503.07  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS AIR TRANSN PORTFOLIO   91.91   2,500.00   2,765.54  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS BOKERAGE & INVT MGMT PORTFOLIO   290.58   16,456.95   12,907.34  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS ENERGY PORTFOLIO   1,198.21   27,032.80   27,954.33  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS ENERGY SVC PORTFOLIO   797.58   24,379.02   23,592.27  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS FINL SVCSPORTFOLIO   25.08   2,555.89   2,535.89  
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS TECH FD   1,603.68   144,594.09   97,183.01  

Value of Interest in Registered Investment Companies   MFO FIRSTHAND COMMUNICATIONS FD   1,365.79   20,636.56   4,548.09  
Value of Interest in Registered Investment Companies   MFO FIRSTHAND FDS TECH INNOVATORS FD   910.42   27,483.53   14,930.92  
Value of Interest in Registered Investment Companies   MFO FIRSTHAND FDS TECH LEADERS FD   1,305.53   67,285.42   24,622.37  
Value of Interest in Registered Investment Companies   MFO FMI FDS INC FOCUS FD   12,616.03   387,229.42   372,677.59  
Value of Interest in Registered Investment Companies   MFO FOUNDERS DISCOVERY FD OPEN END FD   376.24   8,117.71   10,704.06  
Value of Interest in Registered Investment Companies   MFO FOUNDERS FDS INC BLUE CHIP FD   1,075.32   7,962.13   5,043.26  
Value of Interest in Registered Investment Companies   MFO FOUNDERS FDS INC PASSPORT FD   375.95   6,029.36   3,635.39  
Value of Interest in Registered Investment Companies   MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV   434,546,100.86   434,546,100.86   434,546,100.86  
Value of Interest in Registered Investment Companies   MFO FRANK RUSSELL UAL STIF   24,968,470.67   24,968,470.67   24,968,470.67  
Value of Interest in Registered Investment Companies   MFO FRANK RUSSELL UAL STIF   18,342,219.50   18,342,219.50   18,342,219.50  
Value of Interest in Registered Investment Companies   MFO FRANK RUSSELL UAL STIF   6,482,515.51   6,482,515.51   6,482,515.51  
Value of Interest in Registered Investment Companies   MFO FRANKLIN MUTUAL BEACON FD CL Z   9,131.16   118,457.02   119,161.61  
Value of Interest in Registered Investment Companies   MFO FREMONT BD FD   520.41   5,352.76   5,256.12  
Value of Interest in Registered Investment Companies   MFO FREMONT MUT FDS INC U S MICRO-CAP FD   4,119.53   111,388.21   116,541.59  
Value of Interest in Registered Investment Companies   MFO FREMONT MUT FDS INC US SMALL CAP FD   4,028.09   61,218.78   51,720.61  
Value of Interest in Registered Investment Companies   MFO FRKLN BALANCE SHEET INVT FD SH BEN INT   1,523.01   55,499.31   60,950.94  
Value of Interest in Registered Investment Companies   MFO FRKLN CAL GROWTH FD CL A   1,841.67   41,471.42   58,491.53  
Value of Interest in Registered Investment Companies   MFO FRKLN STRATEGIC SER BIOTECHNOLOGY DISCOVERY FD   70.52   6,547.10   4,093.51  
Value of Interest in Registered Investment Companies   MFO GABELLI GLOBAL SER FDS INC GLOBAL GROWTH FD   631.70   11,838.00   9,759.72  
Value of Interest in Registered Investment Companies   MFO GABELLI GOLD FD INC COM   3,230.53   20,815.13   21,192.30  
Value of Interest in Registered Investment Companies   MFO GABELLI GROWTH FD OPEN END FD   7,121.60   246,263.59   204,247.55  

Value of Interest in Registered Investment Companies   MFO GABELLI INV FDS INC ABC FD   928.84   9,034.81   8,963.33  
Value of Interest in Registered Investment Companies   MFO GABELLI VALUE FD INC COM OPEN END FD   6,467.86   106,756.52   106,266.86  
Value of Interest in Registered Investment Companies   MFO GABELLI WESTWOOD FDS MIGHTY MITES FDCL AAA RETAIL CL   7,687.20   94,572.60   89,709.67  
Value of Interest in Registered Investment Companies   MFO GE FDS PREMIER GROWTH EQTY FD CL A   702.39   19,531.39   17,721.25  
Value of Interest in Registered Investment Companies   MFO HARRIS ASSOC INVT TR OAKMARK EQTY & INC FD CL I   38,607.96   705,609.43   719,266.24  
Value of Interest in Registered Investment Companies   MFO HARRIS ASSOC INVT TR OAKMARK GLOBAL FD CL I   308.96   3,771.99   4,096.77  
Value of Interest in Registered Investment Companies   MFO HARRIS ASSOC INVT TR OAKMARK INTL SMALL CAP FD CL I   1,849.27   21,410.21   21,414.52  
Value of Interest in Registered Investment Companies   MFO HARRIS ASSOC INVT TR OAKMARK SELECT FD CL I   12,901.58   317,511.81   351,438.96  
Value of Interest in Registered Investment Companies   MFO HARRIS ASSOC INVT TR OAKMARK SMALL CAP FD CL I   2,726.36   43,327.93   47,138.68  
Value of Interest in Registered Investment Companies   MFO HBR FD BD FD   3,942.95   46,297.31   45,028.44  
Value of Interest in Registered Investment Companies   MFO HBR FD CAP APPRECIATION FD   7,296.82   242,825.10   213,286.08  
Value of Interest in Registered Investment Companies   MFO HEARTLAND VALUE FD OPEN END FD   5,228.18   184,739.90   194,749.56  
Value of Interest in Registered Investment Companies   MFO ICON FDS ENERGY FD   561.83   7,555.44   7,534.11  
Value of Interest in Registered Investment Companies   MFO ICON FDS FINL FD   447.81   5,788.58   4,885.61  
Value of Interest in Registered Investment Companies   MFO ICON FDS HEALTHCARE FD   228.96   2,789.79   2,607.88  
Value of Interest in Registered Investment Companies   MFO ICON FDS INFORMATION TECH FD   497.97   5,500.00   5,064.35  
Value of Interest in Registered Investment Companies   MFO ICON FDS LEISURE & CNSMR STAPLES FD   1,129.80   13,000.00   13,546.24  
Value of Interest in Registered Investment Companies   MFO INST'L S & P 500 INDEX FD   17,264.41   164,821.88   154,689.15  
Value of Interest in Registered Investment Companies   MFO INTERACTIVE INVTS TECH VALUE FD   4,111.55   353,487.31   169,601.31  
Value of Interest in Registered Investment Companies   MFO INTERNET FD INC COM   253.49   9,373.01   5,526.06  
Value of Interest in Registered Investment Companies   MFO INVESCO BD FDS INC HI YIELD FD INV CL   6,902.64   43,928.49   25,194.63  

Value of Interest in Registered Investment Companies   MFO INVESCO DYNAMICS FD   692.23   13,580.64   11,027.26  
Value of Interest in Registered Investment Companies   MFO INVESCO EQTY INC FD INV CL   3,467.83   48,351.02   41,821.98  
Value of Interest in Registered Investment Companies   MFO INVESCO INTL FDS INC EUROPEAN FD INVCL   9,123.85   165,884.94   103,008.24  
Value of Interest in Registered Investment Companies   MFO INVESCO SECTOR FDS INC HLTH SCIENCESFD INV CL   3,051.75   177,427.82   154,540.72  
Value of Interest in Registered Investment Companies   MFO INVESCO SECTOR FDS INC TECH FD #55 CL II   9,803.04   532,085.10   319,284.88  
Value of Interest in Registered Investment Companies   MFO INVESCO STK FDS INC GROWTH INV CL   7,992.35   70,106.69   20,780.10  
Value of Interest in Registered Investment Companies   MFO INVESCO STK FDS INC S&P 500 INDEX FDINV CL   9,445.29   100,226.20   114,665.76  
Value of Interest in Registered Investment Companies   MFO INVESCO STK FDS INC SMALL CO GROWTH FD INV CL   12,367.42   241,588.45   150,140.47  
Value of Interest in Registered Investment Companies   MFO INVESCO STRATEGIC PORTFOLIOS INC ENERGY FD   4,308.26   82,065.16   74,834.55  
Value of Interest in Registered Investment Companies   MFO INVESCO STRATEGIC PORTFOLIOS INC LEISURE PORTFOLIO   1,611.68   61,150.75   60,663.71  
Value of Interest in Registered Investment Companies   MFO INVESTEC FDS CHINA & H K FD   825.95   11,871.20   9,638.86  
Value of Interest in Registered Investment Companies   MFO INVT TR SCUDDER DIVID & GROWTH FD CLS   1,486.16   16,162.20   16,749.05  
Value of Interest in Registered Investment Companies   MFO IPS FDS MILLENNIUM FD   1,560.82   70,954.25   46,730.83  
Value of Interest in Registered Investment Companies   MFO ISHARES TR GOLDMAN SACHS TECH INDEX FD   64.00   4,120.19   3,244.16  
Value of Interest in Registered Investment Companies   MFO ISHARES TR NASDAQ BIOTECHNOLOGY INDEX FD   219.00   20,500.63   19,939.95  
Value of Interest in Registered Investment Companies   MFO JANUS 20 FD OPEN END FD   23,753.88   960,418.42   913,574.15  
Value of Interest in Registered Investment Companies   MFO JANUS CORE EQTY FD   2,958.06   54,316.80   53,185.86  
Value of Interest in Registered Investment Companies   MFO JANUS FD INC CAP OPEN END FD   5,522.55   206,065.61   135,854.78  
Value of Interest in Registered Investment Companies   MFO JANUS GROWTH & INC FD   7,731.94   263,041.62   231,726.33  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD BALANCED FD   2,321.42   47,981.37   45,569.53  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD ENTERPRISE FD   4,830.54   351,099.30   154,577.28  

Value of Interest in Registered Investment Companies   MFO JANUS INVT FD FLEXIBLE INC FD   11,760.53   115,445.98   108,432.08  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD GLOBAL LIFE SCIENCES FD   12,787.08   280,639.96   224,668.91  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD GLOBAL TECH FD   21,253.91   519,722.73   258,022.44  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD GLOBAL VALUE FD   3,356.87   33,549.65   35,918.54  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD HIGH-YIELD   213.65   2,001.90   2,001.90  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD JANUS FD 2   7,052.48   70,704.73   52,540.97  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD OLYMPUS FD   16,577.39   979,029.25   461,680.42  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD ORION FD   2,086.97   16,469.06   12,480.06  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD OVERSEAS FD   15,293.93   292,789.75   310,466.84  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD SPL SITUATIONS FD   6,013.34   127,928.19   89,298.08  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD STRATEGIC VALUE FD #61   12,530.05   130,717.05   116,028.30  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD WORLDWIDE FD   34,841.07   1,889,073.09   1,527,432.38  
Value of Interest in Registered Investment Companies   MFO JANUS MERCURY FD OPEN END FD   21,978.66   703,063.15   456,936.30  
Value of Interest in Registered Investment Companies   MFO JANUS VENTURE FD OPEN END FD   190.04   10,000.00   8,358.05  
Value of Interest in Registered Investment Companies   MFO JP MORGAN H&Q IPO CL A   4,866.56   0   24,624.78  
Value of Interest in Registered Investment Companies   MFO JULIUS BAER INVT FDS INTL EQTY FD CLA   3,594.95   83,342.58   74,810.93  
Value of Interest in Registered Investment Companies   MFO JURIKA & VOYLES FD GROUP MINI CAP FD   1,189.89   23,587.76   15,528.10  
Value of Interest in Registered Investment Companies   MFO LEXINGTON GOLDFUND INC COM   19,464.21   99,003.26   61,896.18  
Value of Interest in Registered Investment Companies   MFO LIBERTY ACORN TR CL Z   2,464.23   44,102.57   44,060.49  
Value of Interest in Registered Investment Companies   MFO LIBERTY FDS TR III COLONIAL SELECT VALUE FD CL A   163.09   3,494.71   3,486.89  
Value of Interest in Registered Investment Companies   MFO LIBERTY FDS TR VI GROWTH & INC FD CLA   194.78   3,759.16   3,494.41  

Value of Interest in Registered Investment Companies   MFO LIBERTY FDS TR VII NEWPORT TIGER FD CL A   442.28   134.69   4,148.54  
Value of Interest in Registered Investment Companies   MFO LIBERTY-STEIN ROE FDS INC TR STEIN ROE INC FD CL S   871.03   8,318.47   8,248.63  
Value of Interest in Registered Investment Companies   MFO LONGLEAF PARTNERS FDS TR INTL FD   2,475.00   31,928.73   30,541.55  
Value of Interest in Registered Investment Companies   MFO LONGLEAF PARTNERS FDS TR SH BEN INT   8,852.26   212,150.62   216,968.92  
Value of Interest in Registered Investment Companies   MFO LONGLEAF PARTNERS FDS TR SMALL CAP FD   2,139.45   47,692.98   46,383.36  
Value of Interest in Registered Investment Companies   MFO LOOMIS SAYLES BD FD OPEN END FD   16,532.58   204,565.24   172,600.09  
Value of Interest in Registered Investment Companies   MFO LOOMIS SAYLES FDS AGGRESSIVE GROWTH FD RETAIL CL   64.49   2,562.70   1,058.30  
Value of Interest in Registered Investment Companies   MFO LORD ABBETT AFFILIATED FD INC   240.87   3,635.60   3,297.54  
Value of Interest in Registered Investment Companies   MFO MANAGERS FDS BD FD BD FD   1,098.91   23,944.63   245.28  
Value of Interest in Registered Investment Companies   MFO MANAGERS FDS CAP APPRECIATION FD   424.06   19,985.25   12,420.81  
Value of Interest in Registered Investment Companies   MFO MANAGERS FDS EMERGING MKTS EQTY FD   170.15   1,502.55   1,626.61  
Value of Interest in Registered Investment Companies   MFO MANAGERS FDS INTL EQTY FD   1,759.32   80,936.85   66,167.91  
Value of Interest in Registered Investment Companies   MFO MANAGERS FDS SPL EQTY FD   1,810.41   130,653.72   127,814.59  
Value of Interest in Registered Investment Companies   MFO MARKMAN MULTIFUND TR AGGRESIVE ALLOCPORTFOLIO   266.98   5,959.09   2,830.03  
Value of Interest in Registered Investment Companies   MFO MARKMAN MULTIFUND TR MODERATE ALLOC PORTFOLIO   1,223.61   11,265.46   10,633.14  
Value of Interest in Registered Investment Companies   MFO MARSICO INVT FD FOCUS FD   21,923.42   375,300.75   298,158.50  
Value of Interest in Registered Investment Companies   MFO MARSICO INVT FD GROWTH & INC FD   1,382.19   23,720.04   19,433.63  
Value of Interest in Registered Investment Companies   MFO MASTERS CONCENTRATED SELECT TR MASTERS SELECT EQTY FD   7,029.16   84,174.33   88,497.16  
Value of Interest in Registered Investment Companies   MFO MASTERS SELECT FDS INTL FD   3,642.37   43,519.88   45,420.38  
Value of Interest in Registered Investment Companies   MFO MASTERS SELECT FDS VALUE FD   4,880.51   53,892.52   55,784.24  
Value of Interest in Registered Investment Companies   MFO MATTHEWS INTL FDS ASIAN CONV SECS FD   334.74   3,151.73   3,253.69  

Value of Interest in Registered Investment Companies   MFO MATTHEWS INTL FDS DRAGON CENTY CHINAFD CL I   1,007.13   8,150.09   9,517.33  
Value of Interest in Registered Investment Companies   MFO MATTHEWS INTL FDS JAPAN FD CL I   82.70   1,062.41   790.59  
Value of Interest in Registered Investment Companies   MFO MATTHEWS INTL FDS PAC TIGER FD CL I   897.48   7,530.32   7,906.81  
Value of Interest in Registered Investment Companies   MFO MATTHEWS KOREA FD   33,158.51   146,302.78   118,707.47  
Value of Interest in Registered Investment Companies   MFO MERGER SH BEN INT   3,286.20   52,051.36   48,537.11  
Value of Interest in Registered Investment Companies   MFO MERIDIAN FD INC VALUE FD   8,152.86   243,621.71   264,315.75  
Value of Interest in Registered Investment Companies   MFO METROPOLITIAN W TOTAL RETURN BD   229.40   2,319.48   2,328.43  
Value of Interest in Registered Investment Companies   MFO MIDAS FD INC COM   14,626.71   26,805.22   13,895.37  
Value of Interest in Registered Investment Companies   MFO MONTGOMERY FDS EMERGING MKTS FD INC OPEN END FD   185.87   1,500.00   1,607.81  
Value of Interest in Registered Investment Companies   MFO MONTGOMERY FDS II EMERGING MKTS FOCUS FD CL R   189.34   2,519.46   2,537.10  
Value of Interest in Registered Investment Companies   MFO MONTGOMERY FDS II GLOBAL LONG-SHORT FD CL R   1,017.94   20,699.17   12,144.02  
Value of Interest in Registered Investment Companies   MFO MONTGOMERY FDS SHORT DURATION GOVT FD   2,156.01   22,055.80   21,991.29  
Value of Interest in Registered Investment Companies   MFO MORGAN STANLEY INSTL FD INC U S REALESTATE PORT CL A   1,959.42   28,158.80   28,666.31  
Value of Interest in Registered Investment Companies   MFO MORGAN STANLEY INSTL FD MID CAP GROWTH PORT INSTL CL   795.86   21,773.69   13,887.72  
Value of Interest in Registered Investment Companies   MFO MUNDER FDS INC NETNET FD CL A   172.93   11,036.61   3,109.35  
Value of Interest in Registered Investment Companies   MFO N E INVS TR SH BEN INT   6,965.91   70,572.43   51,756.71  
Value of Interest in Registered Investment Companies   MFO N/I NUMERIC INVS SMALL CAP VALUE FD   141.99   2,351.18   2,227.84  
Value of Interest in Registered Investment Companies   MFO NATIONS FD INC INTL VALUE FD INV CL A   7,510.46   118,574.01   119,491.42  
Value of Interest in Registered Investment Companies   MFO NATIONS INTL VALUE FD PRIM CL A   1,248.98   20,046.64   19,933.69  
Value of Interest in Registered Investment Companies   MFO NEEDHAM FDS INC GROWTH FD   6,274.02   173,060.73   174,166.80  
Value of Interest in Registered Investment Companies   MFO NEUBERGER & BERMAN EQTY FDS MILLENNIUM FD   151.31   5,280.15   2,334.74  

Value of Interest in Registered Investment Companies   MFO NEUBERGER & BERMAN EQTY FDS GENESIS FD   466.59   8,795.85   9,485.84  
Value of Interest in Registered Investment Companies   MFO NEUBERGER & BERMAN FOCUS FD OPEN ENDFD   1,324.34   53,870.38   45,424.93  
Value of Interest in Registered Investment Companies   MFO NEUBERGER & BERMAN GUARDIAN EQTY FD COM OPEN END FD   771.71   16,282.75   11,143.49  
Value of Interest in Registered Investment Companies   MFO NEVIS FD INC COM   468.51   17,671.02   6,919.88  
Value of Interest in Registered Investment Companies   MFO NOTTINGHAM INVT TR-II BROWN CAP MGMTSMALL CO FD INSTL SHS   450.92   13,512.36   15,859.00  
Value of Interest in Registered Investment Companies   MFO OAK ASSOCS FDS BLACK OAK EMERGING TECH FD   8,033.34   51,988.59   31,731.71  
Value of Interest in Registered Investment Companies   MFO OAK ASSOCS FDS RED OAK TECH SELECT PORTFOLIO   3,738.13   81,901.23   35,848.68  
Value of Interest in Registered Investment Companies   MFO OAKMARK FD HARRIS ASSOC INVT TR   20,624.32   708,374.79   727,419.84  
Value of Interest in Registered Investment Companies   MFO OAKMARK INTL FD OPEN END FD   1,926.75   27,094.11   27,918.59  
Value of Interest in Registered Investment Companies   MFO OLSTEIN FDS FINL ALERT FD ADVISER CL   1,682.87   26,869.29   25,579.61  
Value of Interest in Registered Investment Companies   MFO PAPP L ROY STK FD INC OPEN END FD   100.71   3,000.00   3,162.14  
Value of Interest in Registered Investment Companies   MFO PARNASSUS INC TR EQTY INC FD   236.73   5,165.44   5,326.52  
Value of Interest in Registered Investment Companies   MFO PAX WORLD FD INC OPEN END FD   2,534.35   50,556.39   50,458.95  
Value of Interest in Registered Investment Companies   MFO PAYDEN & RYGEL INVT GROUP GROWTH & INC FD CL A   1,663.22   22,413.61   17,779.86  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC CLIPPER FOCUS FD   1,518.64   23,049.35   23,068.08  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC FOCUSED VALUE FD   473.97   8,298.48   8,460.36  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC GLOBAL TECH & COMMUNICATIONS FD   220.34   2,487.61   903.38  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC LARGE CAP GROWTH FD ISIN #US69316H3049   4,761.03   162,807.03   99,029.40  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC LARGE CAP VALUE FD PBHGCL   5,410.36   77,670.23   73,905.57  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC SELECT EQTY FD   1,557.19   90,116.05   37,979.77  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC STRATEGIC SMALL CO FD PBHG CL   223.05   3,000.00   3,060.22  

Value of Interest in Registered Investment Companies   MFO PBHG FDS INC TECH & COMMUNICATIONS FD   4,129.79   196,699.66   67,687.32  
Value of Interest in Registered Investment Companies   MFO PBHG GROWTH FD INC COMMOM OPEN END FD   4,557.10   163,455.15   92,782.49  
Value of Interest in Registered Investment Companies   MFO PBHG MID CAP VALUE FD   905,603.11   13,106,044.74   14,417,201.43  
Value of Interest in Registered Investment Companies   MFO PBHG SMALL CAP VALUE FD   998.32   20,232.81   20,605.24  
Value of Interest in Registered Investment Companies   MFO PILGRIM ADVISORY FDS INC ASIA-PAC EQTY FD CL B   4,055.16   36,845.08   15,774.56  
Value of Interest in Registered Investment Companies   MFO PILGRIM MUT FDS INTL SMALL CAP GROWTH FD CL Q ISIN US72146E553   152.56   4,000.00   3,665.94  
Value of Interest in Registered Investment Companies   MFO PIMCO FDS MULTI MANAGER SER RENAISSANCE FD CL D   356.78   6,991.72   7,363.86  
Value of Interest in Registered Investment Companies   MFO PIMCO FDS PAC INVT MGMT SER FGN BD FD CL D   1,998.75   20,378.31   20,906.88  
Value of Interest in Registered Investment Companies   MFO PIMCO FDS PAC INVT MGMT SER HI YIELDFD INSTL CL   2,912.31   27,300.00   27,259.25  
Value of Interest in Registered Investment Companies   MFO PIMCO FDS PAC INVT MGMT SER REAL RETURN   945.25   9,890.27   9,622.62  
Value of Interest in Registered Investment Companies   MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN FD CL D   1,468.11   15,270.07   15,356.38  
Value of Interest in Registered Investment Companies   MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN FD INSTL CL   891.26   9,352.08   9,322.58  
Value of Interest in Registered Investment Companies   MFO PIMCO REAL RETURN BD FD CL D   4,520.95   47,664.58   46,023.31  
Value of Interest in Registered Investment Companies   MFO PIONEER HI YIELD FD CL A   11,183.53   121,905.94   122,795.17  
Value of Interest in Registered Investment Companies   MFO PIONEER MID-CAP VALUE FD CL A   83.98   1,563.09   1,653.53  
Value of Interest in Registered Investment Companies   MFO POTOMAC FDS OTC / SHORT FD   387.55   5,045.62   5,166.08  
Value of Interest in Registered Investment Companies   MFO PRICE T ROWE HLTH SCI FD INC COM   581.96   11,251.23   11,685.84  
Value of Interest in Registered Investment Companies   MFO PROFESSIONALLY MANAGED PORTFOLIOS OSTERWEIS FD   1,148.10   22,857.01   22,078.02  
Value of Interest in Registered Investment Companies   MFO PROFUNDS ULRABULL PROFUND INVS CL   3,669.78   211,546.91   209,984.75  
Value of Interest in Registered Investment Companies   MFO PROFUNDS ULTRA MID CAP PROFUND INVS CL   1,061.92   34,765.55   29,117.79  
Value of Interest in Registered Investment Companies   MFO PROFUNDS ULTRABEAR PROFUND INVS CL   3,273.56   99,416.74   98,697.86  

Value of Interest in Registered Investment Companies   MFO PROFUNDS ULTRAOTC PROFUND INVS CL   9,623.52   453,747.93   339,614.02  
Value of Interest in Registered Investment Companies   MFO PROFUNDS ULTRASHORT OTC PROFUND INV CL   555.64   25,436.35   21,753.11  
Value of Interest in Registered Investment Companies   MFO PROFUNDS ULTRASMALLCAP PROFUND INV CL   59,963.18   985,463.22   1,035,564.08  
Value of Interest in Registered Investment Companies   MFO QUAKER INVT TR AGGRESSIVE GROWTH FD CL A   1,499.05   27,257.85   26,922.90  
Value of Interest in Registered Investment Companies   MFO RBB FD INC BSTN PARTNERS SMALL CAP VALUE FD   4,915.41   83,967.20   87,445.14  
Value of Interest in Registered Investment Companies   MFO RBB FD INC SCHNEIDER SMALL CAP VALUEFD   1,507.97   24,721.65   25,816.36  
Value of Interest in Registered Investment Companies   MFO RENAISSANCE IPO PLUS AFTER MKT FD   172.65   5,320.73   1,550.41  
Value of Interest in Registered Investment Companies   MFO REYNOLDS FDS BLUE CHIP GROWTH FD   169.75   13,288.11   5,924.28  
Value of Interest in Registered Investment Companies   MFO RIM SMALL/MID EQUITY PORTFOLIO MID/CAP EQTY PORTFOLIO   414.58   9,654.18   9,091.67  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR CONTRARIAN FD   1,162.13   14,342.90   11,760.76  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR DIVERSIFIED GROWTH FD   2,713.39   71,343.87   63,113.47  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR GROWTH & INC FD   1,630.47   23,177.22   16,174.22  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR INFO AGE FD   1,108.08   18,644.04   16,122.49  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR MICROCAP GROWTH FD   2,228.75   36,696.23   48,564.51  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR VALUE PLUS GROWTH FD   0.04   0.91   0.63  
Value of Interest in Registered Investment Companies   MFO ROCKLAND SMALL CAP GROWTH FD #262   70.31   1,149.70   1,126.35  
Value of Interest in Registered Investment Companies   MFO ROWE PRICE NEW ERA FD INC   82.26   2,113.78   1,829.40  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE BLUE CHIP GROWTH FD   419.13   12,249.63   12,142.28  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE EQTY INC FD SH BEN INT OPEN END FD   1,471.65   35,969.35   34,804.52  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE INTL FD INC DISCOVERY FD OPEN END FD   329.84   13,957.32   6,326.25  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE INTL FD INC INTL STK FDOPEN END FD   192.38   2,561.62   2,114.26  

Value of Interest in Registered Investment Companies   MFO ROWE T PRICE INTL FD INC NEW ASIA FDOPEN END FD   3,740.05   26,000.00   23,225.69  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE MID-CAP GROWTH FD INC COM   4,502.12   175,835.86   177,383.61  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE SCI & TECH FD INC CAP STK   3,163.64   114,685.38   66,183.31  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE SMALL CAP FD   2,448.11   60,000.00   62,034.98  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE U S TREAS FDS INC INTERFD   929.85   5,060.21   3,133.60  
Value of Interest in Registered Investment Companies   MFO ROYCE FD LOW PRICED STK FD   30,577.68   333,333.76   356,841.56  
Value of Interest in Registered Investment Companies   MFO ROYCE FD OPPORTUNITY FD   818.86   7,172.19   7,377.94  
Value of Interest in Registered Investment Companies   MFO ROYCE FD OTC SER   1,291.70   15,000.00   15,306.59  
Value of Interest in Registered Investment Companies   MFO ROYCE FD PREMIER SER   99.93   1,022.58   1,053.25  
Value of Interest in Registered Investment Companies   MFO ROYCE FD TOTAL RETURN FD   4,757.10   39,486.36   40,863.45  
Value of Interest in Registered Investment Companies   MFO RS EMERGING GROWTH FD   2,830.26   157,155.39   90,596.69  
Value of Interest in Registered Investment Companies   MFO RS INVT TR INTERNET AGE FD   2,901.40   40,190.28   16,712.07  
Value of Interest in Registered Investment Companies   MFO RS INVT TR PARTNERS FD   5,941.29   109,433.80   104,982.61  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS   114.39   1,550.00   1,840.55  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS ARKTOS FD   25.64   1,041.96   782.67  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS BIOTECHNOLOGY FD INVS CL   339.27   9,484.10   8,406.99  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS DYNAMIC TEMPEST 500 FD   8,320.73   652,433.90   569,054.93  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS DYNAMIC TITAN 500 FD   261.46   4,956.44   3,456.55  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS DYNAMIC VELOCITY 100 FD   558.37   23,938.17   17,901.21  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS DYNAMIC VENTURE 100 FD   1,212.65   56,747.23   59,262.16  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS NOVA FD   5,573.29   138,178.17   142,954.84  

Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS OTC FD   16,067.40   258,156.28   177,544.77  
Value of Interest in Registered Investment Companies   MFO RYDEX SER TR URSA FD   14,363.67   134,664.40   151,105.79  
Value of Interest in Registered Investment Companies   MFO SAFECO EQTY FD INC   429.74   9,185.11   7,967.45  
Value of Interest in Registered Investment Companies   MFO SAFECO GNMA FD   4,236.10   40,467.82   40,115.83  
Value of Interest in Registered Investment Companies   MFO SAFECO GROWTH FD INC   4,023.00   103,398.40   109,626.72  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR ANALYTICS FD   1,652.38   27,757.85   21,811.40  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR AST DIRECTOR-AGGRESSIVE GROWTH FD   209.23   2,357.11   2,012.77  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR AST DIR BALANCED GROWTH FD   1,873.14   26,503.81   25,343.64  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR HLTH CARE FOCUS FD   1,834.48   17,009.72   16,840.48  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR INTL INDEX FD INV SHS   1,321.56   18,570.26   16,585.59  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR ONESOURCE PORTOLIOS-INTL   1,413.21   21,782.44   15,347.49  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR ONESOURCE BALANCED PORTFOLIO   38,680.43   458,960.66   408,852.19  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR S&P 500 FD INVS SHS   9,323.10   172,214.89   164,832.43  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR S&P 500 FD SELECT SHS   2,838.56   50,566.78   50,270.90  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR SMALL CAP INDEX FD INVSHS   2,295.87   41,795.34   40,177.69  
Value of Interest in Registered Investment Companies   MFO SCHWAB CHARLES FAMILY FDS VALUE ADVANTAGE MONEY FD   2,187,004.45   2,187,004.45   2,187,004.45  
Value of Interest in Registered Investment Companies   MFO SCHWAB FAMILY FD MONEY MKT FD   30,199,516.37   30,199,516.37   30,199,516.37  
Value of Interest in Registered Investment Companies   MFO SCHWAB GOVT SEC FD   208,416.80   208,416.80   208,416.80  
Value of Interest in Registered Investment Companies   MFO SCHWAB INVTS 1000 EQTY FD INV SHS   2,895.52   97,299.97   92,511.83  
Value of Interest in Registered Investment Companies   MFO SCHWAB TOTAL BOND MKT INDEX FD   5,283.49   53,057.36   52,729.24  
Value of Interest in Registered Investment Companies   MFO SCHWAB U.S TREAS MONEY FD   193,093.47   193,093.47   193,093.47  

Value of Interest in Registered Investment Companies   MFO SCHWAB YIELD PLUS FD YIELDPLUS FD INV SHS   2,470.37   24,632.40   24,407.21  
Value of Interest in Registered Investment Companies   MFO SCUDDER INTL FD INC COM CL S   785.17   34,993.91   28,784.44  
Value of Interest in Registered Investment Companies   MFO SCUDDER INTL FD INC GRTR EUROPE GROWTH FD   193.57   5,225.84   4,452.13  
Value of Interest in Registered Investment Companies   MFO SCUDDER INTL FD INC LATIN AMER FD CLM   215.46   3,979.95   4,255.37  
Value of Interest in Registered Investment Companies   MFO SCUDDER JAPAN FD INC COM   3,589.93   32,787.56   23,801.22  
Value of Interest in Registered Investment Companies   MFO SCUDDER LATIN AMER FD OPEN END FD   137.79   3,120.07   2,721.41  
Value of Interest in Registered Investment Companies   MFO SCUDDER MUT FDS INC GOLD FD CL S   10,503.49   86,941.23   72,158.95  
Value of Interest in Registered Investment Companies   MFO SCUDDER TECH INNOVATION S   1,204.79   31,453.73   18,999.52  
Value of Interest in Registered Investment Companies   MFO SEC CAP REAL ESTATE FDS INC CL I   3,475.75   43,838.12   42,265.06  
Value of Interest in Registered Investment Companies   MFO SELECTED AMER SH INC CAP STK OPEN END FD   11,475.04   358,493.79   355,611.46  
Value of Interest in Registered Investment Companies   MFO SENECA FDS MID CAP GROWTH   619.22   9,359.66   11,189.31  
Value of Interest in Registered Investment Companies   MFO SIT MUT FDS INC SMALL CAP GROWTH FD SER   1,009.35   30,203.37   25,445.61  
Value of Interest in Registered Investment Companies   MFO SMALL CAP GROWTH PORT INSTL CL MORGAN STANLEY INST'L FD SMALL CAP   91.07   5,268.93   2,694.67  
Value of Interest in Registered Investment Companies   MFO SOFTWARE HOLDRS TR DEPOS RCPTS   200.00   11,097.00   9,040.00  
Value of Interest in Registered Investment Companies   MFO SOUND SHORE FD INC COM   408.78   11,463.33   12,500.37  
Value of Interest in Registered Investment Companies   MFO ST STR AURORA FD CL A   3,150.60   100,000.00   101,921.88  
Value of Interest in Registered Investment Companies   MFO STEIN ROE INVT TR CAP OPPORTUNITIES FD   588.50   16,997.61   12,623.33  
Value of Interest in Registered Investment Companies   MFO STRATTON MONTHLY DIVID SHS INC COM   195.68   5,222.85   5,232.35  
Value of Interest in Registered Investment Companies   MFO STRONG ADVANTAGE FD INC INV SHS   8,212.41   81,724.72   80,071.02  
Value of Interest in Registered Investment Companies   MFO STRONG AMER UTILS FD   1,369.42   22,546.96   20,801.43  
Value of Interest in Registered Investment Companies   MFO STRONG ASIA PAC FD INC INV SER   229.57   2,591.11   1,418.71  

Value of Interest in Registered Investment Companies   MFO STRONG CORP BD FD INC   14,375.58   155,770.52   150,943.56  
Value of Interest in Registered Investment Companies   MFO STRONG DISCOVERY FD INC COM   4,362.44   73,369.21   73,463.41  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC ADVISOR SMALL CAP VALUE FD CL A   842.76   16,678.19   16,998.43  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC ADVISOR SMALL CAP VALUE FD CL Z   945.31   17,835.17   19,114.07  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC ENTERPRISE FD INV SER   548.49   15,311.33   12,143.61  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC GROWTH FD INV SER   4,207.95   95,244.44   74,396.61  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC MID CAP DISCIPLINED FD INV SER   1,965.56   30,007.44   34,240.09  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC TECH 100 FD INV SER   69.53   942.15   334.44  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC U S EMERGING GROWTH FD INV SER   134.92   2,500.00   2,046.68  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FUNDS II INC.   1,886.34   98,739.99   99,221.54  
Value of Interest in Registered Investment Companies   MFO STRONG GROWTH & INC FD COM   829.17   18,189.47   16,815.61  
Value of Interest in Registered Investment Companies   MFO STRONG GROWTH 20 FD   973.99   25,043.20   14,356.67  
Value of Interest in Registered Investment Companies   MFO STRONG HI YIELD BD FD   20,166.40   168,523.84   160,121.20  
Value of Interest in Registered Investment Companies   MFO STRONG INTL EQTY FDS INC INTL STK FDINV SER   6,422.65   62,666.60   58,510.36  
Value of Interest in Registered Investment Companies   MFO STRONG LARGE CAP GROWTH FD INC   70,005.85   1,886,288.02   1,648,637.86  
Value of Interest in Registered Investment Companies   MFO STRONG OPPORTUNITY FD OPEN END FD   15,984.36   628,706.54   628,025.54  
Value of Interest in Registered Investment Companies   MFO STRONG SHORT TERM BD FD INC OPEN ENDFD   15,155.56   143,018.85   140,037.36  
Value of Interest in Registered Investment Companies   MFO T ROWE PRICE CAP APPRECIATION FD OPEN END FD   938.40   14,338.22   13,738.16  
Value of Interest in Registered Investment Companies   MFO T ROWE PRICE FINL SVCS FD INC COM #117   110.83   2,184.51   2,088.11  
Value of Interest in Registered Investment Companies   MFO TCW GALILEO FDS INC SELCT EQUITIES FD CL N   17,799.60   291,064.11   292,269.37  
Value of Interest in Registered Investment Companies   MFO TCW GALILEO FDS INC SELECT EQUITIES FD CL I   2,739.36   43,600.00   45,391.16  

Value of Interest in Registered Investment Companies   MFO TCW GALILEO FDS INC VALUE OPPORTUNITIES FD   851.29   14,988.29   16,055.31  
Value of Interest in Registered Investment Companies   MFO TCW GALILEO FDS INC VALUE OPPORTUNITIES FD CL N SHS   429.60   7,750.00   8,080.79  
Value of Interest in Registered Investment Companies   MFO TECH FOCUS FD   1,699.54   8,000.00   7,647.94  
Value of Interest in Registered Investment Companies   MFO THOMPSON PLUMB FDS INC GROWTH FD   883.46   38,569.93   39,146.07  
Value of Interest in Registered Investment Companies   MFO THORNBURG INVT TR VALUE FD CL A   1,915.97   54,245.07   55,045.90  
Value of Interest in Registered Investment Companies   MFO TIP FDS TURNER SMALL CAP VALUE FD   595,505.53   11,111,988.32   11,642,133.11  
Value of Interest in Registered Investment Companies   MFO TIP INSTL FDS TURNER MICRO CAP GROWTH FD   901.35   32,468.10   36,035.81  
Value of Interest in Registered Investment Companies   MFO TORRAY FD SH BEN INT   2,304.70   86,396.17   86,495.24  
Value of Interest in Registered Investment Companies   MFO TR INVT MANAGERS FD ASTERISK X UPGRADER FD   2,518.28   67,000.00   67,615.74  
Value of Interest in Registered Investment Companies   MFO TRANSAMERICA INVS INC PREMIER AGGRESSIVE GROWTH FD INV CL   1,504.41   25,741.37   20,805.95  
Value of Interest in Registered Investment Companies   MFO TRANSAMERICA INVS INC PREMIER BALANCED FD INV SHS   526.79   10,634.95   9,850.92  
Value of Interest in Registered Investment Companies   MFO TRANSAMERICA INVS INC PREMIER EQTY FD INV SHS   123.45   2,748.76   2,112.20  
Value of Interest in Registered Investment Companies   MFO TRANSAMERICA INVS INC PREMIER SMALL CO FD INV CL   201.98   5,642.22   3,144.88  
Value of Interest in Registered Investment Companies   MFO TURNER FDS MIDCAP GROWTH FD   1,246.95   45,472.69   27,320.65  
Value of Interest in Registered Investment Companies   MFO TUSCARORA INVT TR OAK VALUE FD   112.90   3,296.31   3,283.07  
Value of Interest in Registered Investment Companies   MFO TWEEDY BROWNE FD INC GLOBAL VALUE FD   7,824.60   149,730.96   144,989.76  
Value of Interest in Registered Investment Companies   MFO UAM FDS TR FPA CRESCENT PORTFOLIO INSTL CL SHS   706.14   11,114.20   12,138.48  
Value of Interest in Registered Investment Companies   MFO UMB SCOUT WORLDWIDE FD INC COM   679.74   13,226.73   12,690.73  
Value of Interest in Registered Investment Companies   MFO UTD SVCS FDS U S WORLD GOLD FD   6,292.91   117,248.63   34,170.49  
Value of Interest in Registered Investment Companies   MFO VALUE LINE AGGRESSIVE INC TR SH BEN INT   842.86   6,446.37   4,003.59  
Value of Interest in Registered Investment Companies   MFO VALUE LINE AST ALLOCATION FD INC COM   4,384.67   75,242.13   75,547.80  

Value of Interest in Registered Investment Companies   MFO VALUE LINE SPL SITUATIONS FD INC COM   3,227.69   64,534.56   61,164.78  
Value of Interest in Registered Investment Companies   MFO VAN KAMPEN AMERN CAP COMSTOCK FD CL A   1,060.93   17,338.37   16,635.37  
Value of Interest in Registered Investment Companies   MFO VAN KAMPEN AMERN CAP EMERGING GROWTHFD CL A   883.04   36,227.82   37,370.38  
Value of Interest in Registered Investment Companies   MFO VAN WAGONER FDS INC EMERGING GROWTH FD ISIN #US9212802022   3,007.04   98,606.94   36,655.83  
Value of Interest in Registered Investment Companies   MFO VAN WAGONER FDS INC MICRO-CAP GROWTHFD   479.75   10,860.98   7,109.85  
Value of Interest in Registered Investment Companies   MFO VAN WAGONER FDS INC MID-CAP GROWTH FD   77.91   2,066.41   531.34  
Value of Interest in Registered Investment Companies   MFO VAN WAGONER FDS INC POST-VENTURE FD   3,457.35   119,818.72   34,711.81  
Value of Interest in Registered Investment Companies   MFO VAN WAGONER FDS INC TECH FD   508.15   22,746.17   8,099.86  
Value of Interest in Registered Investment Companies   MFO VANGUARD BD INDEX FD INC COM   4,700.75   48,178.14   47,665.62  
Value of Interest in Registered Investment Companies   MFO VANGUARD BD INDEX FD INC SHORT TERM PORTFOLIO FD   4,385.02   45,428.45   44,683.33  
Value of Interest in Registered Investment Companies   MFO VANGUARD EQTY INC FD INC COM   3,304.14   77,365.53   75,037.02  
Value of Interest in Registered Investment Companies   MFO VANGUARD FXD INC SECS FD INC GNMA PORTFOLIO   50,451.40   524,047.73   523,685.53  
Value of Interest in Registered Investment Companies   MFO VANGUARD FXD INC SECS FD INC HI YIELD BD PORTFOLIO   24,334.76   159,128.48   153,065.63  
Value of Interest in Registered Investment Companies   MFO VANGUARD FXD INC SECS FD INC INTER TERM U S TREAS PORTFOLIO   429.93   4,811.29   4,742.09  
Value of Interest in Registered Investment Companies   MFO VANGUARD FXD INC SECS FD INC SHORT TERM CORP FD   0   0   0  
Value of Interest in Registered Investment Companies   MFO VANGUARD FXD INC SECS FD INC SHORT TERM GOVT BD PORTFOLIO   7,116.56   71,814.47   74,581.57  
Value of Interest in Registered Investment Companies   MFO VANGUARD GROWTH & INC FD   896.60   26,598.30   25,283.98  
Value of Interest in Registered Investment Companies   MFO VANGUARD HORIZON FDS INC CAP OPPORTUNITY PORTFOLIO   1,016.88   24,741.57   24,018.61  
Value of Interest in Registered Investment Companies   MFO VANGUARD INDEX TR — 500 PORTFOLIO SHBEN INT OPEN END FD   2,475.86   274,797.49   262,168.71  
Value of Interest in Registered Investment Companies   MFO VANGUARD INDEX TR GROWTH PORTFOLIO   1,789.85   51,523.71   47,270.02  
Value of Interest in Registered Investment Companies   MFO VANGUARD INDEX TR SMALL CAPITALIZATION STK FD   564.23   10,072.04   11,183.02  

Value of Interest in Registered Investment Companies   MFO VANGUARD INDEX TR VALUE PORTFOLIO   291.88   5,928.35   5,516.49  
Value of Interest in Registered Investment Companies   MFO VANGUARD INTL EQTY INDEX FD INC EMERGING MKTS PORTFOLIO   214.67   1,782.16   1,796.82  
Value of Interest in Registered Investment Companies   MFO VANGUARD INTL EQTY INDEX FD INC EUROPEAN PORTFOLIO   2,211.08   51,990.66   44,774.39  
Value of Interest in Registered Investment Companies   MFO VANGUARD INTL EQTY INDEX FD INC PAC PORTFOLIO   227.33   1,756.24   1,491.27  
Value of Interest in Registered Investment Companies   MFO VANGUARD LONG-TERM TREAS FD ADMIRAL SH #583   6,899.35   75,000.00   74,237.02  
Value of Interest in Registered Investment Companies   MFO VANGUARD SPECIALIZED PORTFOLIOS ENERGY FD   1,704.98   48,262.61   43,118.82  
Value of Interest in Registered Investment Companies   MFO VANGUARD SPECIALIZED PORTFOLIOS UTILS INC FD   185.24   2,677.30   2,200.70  
Value of Interest in Registered Investment Companies   MFO VANGUARD SPECIALIZED PORTFOLIOS GOLD& PRECIOUS METALS FD   6,362.60   53,219.43   54,400.25  
Value of Interest in Registered Investment Companies   MFO VANGUARD SPECIALIZED PORTFOLIOS HLTHCARE FD   6,216.87   683,996.02   726,379.56  
Value of Interest in Registered Investment Companies   MFO VANGUARD SPECIALIZED PORTFOLIOS REITINDEX FD   245.01   3,032.73   2,971.96  
Value of Interest in Registered Investment Companies   MFO VANGUARD STAR FD STAR FD   899.23   15,845.44   14,783.37  
Value of Interest in Registered Investment Companies   MFO VANGUARD TOTAL STK MKT INDEX FD INV SH   2,690.11   67,324.12   69,243.41  
Value of Interest in Registered Investment Companies   MFO VANGUARD U.S GROWTH PORTFOLIO   374.17   10,887.76   7,053.07  
Value of Interest in Registered Investment Companies   MFO VANGUARD WELLESLEY INC FD COM   1,602.90   33,461.64   31,913.66  
Value of Interest in Registered Investment Companies   MFO VANGUARD WINDSOR FDS COM   2,044.26   31,769.58   31,972.21  
Value of Interest in Registered Investment Companies   MFO VANGUARD WINDSOR II FD   3,349.42   92,414.68   85,711.73  
Value of Interest in Registered Investment Companies   MFO VANGUARD WORLD FD INTL GROWTH FD   1,312.06   21,756.59   19,694.07  
Value of Interest in Registered Investment Companies   MFO VONTOBEL FDS INC EASTN EUROPEAN EQTYFD   110.37   1,937.61   780.28  
Value of Interest in Registered Investment Companies   MFO WASATCH ADVISORS FDS INC MICRO CAP FD   24,519.08   116,556.55   162,071.11  
Value of Interest in Registered Investment Companies   MFO WASATCH ADVISORS FDS INC ULTRA GROWTH FD   2,982.28   70,242.63   72,171.08  
Value of Interest in Registered Investment Companies   MFO WASATCH CORE GROWTH FD   1,911.53   64,778.02   66,138.90  

Value of Interest in Registered Investment Companies   MFO WASATCH FDS INC SMALL CAP VALUE FD   16,209.61   63,301.22   66,459.39  
Value of Interest in Registered Investment Companies   MFO WASATCH SMALL CAP GROWTH FD   2,685.42   80,340.12   91,277.53  
Value of Interest in Registered Investment Companies   MFO WEITZ PARTNERS INC VALUE FD   20,367.19   441,466.07   425,063.30  
Value of Interest in Registered Investment Companies   MFO WEITZ SER FD INC VALUE PORTFOLIO OPEN END FD   10,028.11   346,243.78   343,863.86  
Value of Interest in Registered Investment Companies   MFO WESTCORE TR GROWTH & INC FD INSTL SHS   1,607.48   16,056.43   17,730.48  
Value of Interest in Registered Investment Companies   MFO WESTPORT FDS SMALL CAP FD CL R   991.76   18,023.63   19,289.77  
Value of Interest in Registered Investment Companies   MFO WEXFORD TR MUHLENKAMP FD   1,488.10   80,012.92   79,702.69  
Value of Interest in Registered Investment Companies   MFO WHITE OAKS GROWTH FD   363,274.88   25,176,704.39   13,964,286.54  
Value of Interest in Registered Investment Companies   MFO WHITEHALL FDS TR GROWTH & INC FD SVCCL   772.26   10,233.32   10,224.72  
Value of Interest in Registered Investment Companies   MFO WHITEHALL GROWTH FD   266.81   5,000.00   4,447.71  
Value of Interest in Registered Investment Companies   MFO WILLIAM BLAIR INTL GROWTH FD GROWTH SHS   2,826.39   45,000.00   43,752.50  
Value of Interest in Registered Investment Companies   MFO WILSHIRE TARGET FDS INC 5000 INDEX PORTFOLIO INVT CL   533.19   5,023.56   4,846.68  
Value of Interest in Registered Investment Companies   MFO WILSHIRE TARGET FDS INC LARGE CO GROWTH PORTFOLIO INVT CL   478.29   16,159.72   14,449.14  
Value of Interest in Registered Investment Companies   MFO YACKTMAN FD INC COM   286.38   3,131.96   3,195.98  
Value of Interest in Registered Investment Companies   MORGAN STANLEY EMERGING   2,660.00   28,265.13   22,955.80  
Value of Interest in Registered Investment Companies   SHININGBANK ENERGY TRUST UNITS   1,500.00   13,429.16   13,125.00  
Value of Interest in Registered Investment Companies   VANGUARD INDEX TR VANGUARD TOTAL STKMKT VIPERS   30.00   3,481.45   3,161.70  
Other   ARGENTINA(REP OF) 0% BDS 15/10/2004 USD1000   300,000.00   192,000.00   126,000.00  
Other   SPI 200 FUTURES 28/03/2002   15.00   644,411.64   655,934.70  
Other   SPI 200 FUTURES 28/03/2002 (LIAB)   (15.00 ) (644,411.64 ) (655,934.70 )
Other   BRAZIL FEDERATIVE REP US$GLOBAL BD 11 DUE 08-17-2040/08-17-2015 BEO   100,000.00   78,876.93   77,000.00  
Other   BRAZIL(FED REP OF) VAR% BDS 15/4/2014 USD   1,150,000.00   1,085,953.33   1,064,501.83  
Other   BULGARIA(NAT REP) 2.75%-VAR%BD 28/7/12 USD'A'   330,000.00   265,650.00   298,625.25  
Other   BULGARIA(NAT REP) FRN 7/11 USD(VAR)BR   70,000.00   51,778.90   61,075.00  
Other   CAC 40 10 EURO FUTURE 29/03/2002 (L)   (82.00 ) (3,354,880.64 ) (3,401,668.61 )
Other   CAC40 10 EURO FUTURE 29/03/2002   82.00   3,354,880.64   3,401,668.61  
Other   DAX INDEX FUTURE 15/03/2002   15.00   1,708,467.23   1,732,441.29  
Other   DAX INDEX FUTURE 15/03/2002 (L)   (15.00 ) (1,708,467.23 ) (1,732,441.29 )
Other   HANG SENG INDEX FUTURE 30/01/2002   10.00   720,314.21   729,431.83  

Other   HANG SENG INDEX FUTURE 30/01/2002   (10.00 ) (720,314.21 ) (729,431.83 )
Other   TOPIX INDEX FUTURE 07/03/2002   35.00   2,827,942.34   2,729,284.30  
Other   TOPIX INDEX FUTURE 07/03/2002 (LIAB)   (35.00 ) (2,827,942.34 ) (2,729,284.30 )
Other   PANAMA REP GLOBAL BD DTD 07/13/2000 10.75 DUE 05-15-2020 BEO   300,000.00   305,437.80   321,000.00  
Other   REPUBLIC OF PANAMA REP OF PANAMA 4.75% 17/07/2014   750,000.00   596,595.00   666,825.00  
Other   PVTPL PERU NTS STEP UP DUE 03-07-2017 ISINUS 715638AH53 SEDOL 2254322   160,000.00   101,345.26   123,200.00  
Other   PHILIPPINES REP 9.875 DUE 01-15-2019 BEOISIN # US718286AK32 SEDOL 2377359   180,000.00   169,603.72   166,500.00  
Other   PHILIPPINES REP GLOBAL BD 9.5 DUE 10-21-2024 BEO PUT   110,000.00   109,657.90   114,400.00  
Other   FTSE 100 INDEX 15MARCH02 FUTURE LIAB 9860318   (28.00 ) (2,085,738.75 ) (2,123,533.69 )
Other   FTSE 100 INDEX MARCH 2002 FUTURE 9860318   28.00   2,085,738.75   2,123,533.69  
Other   ##SECURITIES LENDING INCOME SECURITIES LENDING INCOME   1.00   0   0  
Other   ##SECURITIES LENDING INCOME SECURITIES LENDING INCOME   1.00   0   0  
Other   ##SECURITIES LENDING INCOME SECURITIES LENDING INCOME   1.00   0   0  
Other   ##SECURITIES LENDING INCOME SECURITIES LENDING INCOME   1.00   0   0  
Other   ##SECURITIES LENDING INCOME SECURITIES LENDING INCOME   1.00   0   0  
Other   &&& UAL — CO. STOCK DISTRIBUTION (PAYABLE)   1.00   0   0  
Other   &&& UAL — CO. STOCK DISTRIBUTION REC.   1.00   0   0  
Other   &&& UAL — MM FULL TRANS/DISB   1.00   0   0  
Other   &&& UAL — MM INT. ACCRUAL (PAYABLE)   1.00   0   0  
Other   &&& UAL — PRIOR TRUSTEE REC.   1.00   0   0  
Other   &&&EQUITY FUTURES OFFSET — LONG   (120.00 ) (26,832,302.50 ) (26,610,050.00 )
Other   &&&EQUITY FUTURES OFFSET — LONG   (98.00 ) (23,026,870.00 ) (23,272,000.00 )
Other   &&&EQUITY FUTURES OFFSET — LONG   (12.00 ) (3,397,775.00 ) (3,447,600.00 )
Other   &&&EQUITY FUTURES OFFSET — LONG   (34.00 ) (9,628,600.00 ) (9,768,200.00 )
Other   2YR T-NT 03-28-2002   22.00   4,575,656.25   4,597,656.25  
Other   2YR T-NT MAR 2002 FUTURE 03-28-2002   (22.00 ) (4,575,656.25 ) (4,597,656.25 )
Other   90 DAY EURO FUTR 06-16-2003   24.00   5,708,400.00   5,703,900.00  
Other   90 DAY EURO FUTR 06-16-2003   (24.00 ) (5,708,400.00 ) (5,703,900.00 )
Other   90 DAY EURO FUTR 09-15-2003   24.00   5,690,400.00   5,676,000.00  
Other   90 DAY EURO FUTR DEC 2002 FUTURE 12-16-2002   (24.00 ) (5,761,500.00 ) (5,780,700.00 )
Other   90 DAY EURO FUTR DEC 2002 FUTURE 12-16-2002   3.00   721,125.00   722,587.50  
Other   90 DAY EURO FUTR MAR 2003 FUTURE 03-17-2003   (24.00 ) (5,732,700.00 ) (5,741,400.00 )
Other   90 DAY EURO FUTR SEPTEMBER 2003 FUTURE   (24.00 ) (5,690,400.00 ) (5,676,000.00 )
Other   ESC CYBERCASH INC   1,600.00   400.00   0  
Other   ESCROW CREDITRUST   300.00   2,374.17   0  
Other   EURODOLLAR 90 DAY FUTURE DEC 2002 12-16-2002   24.00   5,761,500.00   5,780,700.00  
Other   EURODOLLAR 90 DAY FUTURE DEC 2002 12-16-2002   (3.00 ) (721,125.00 ) (722,587.50 )
Other   EURODOLLAR 90 DAY MAR 2003 FUTURE 03-17-2003   24.00   5,732,700.00   5,741,400.00  
Other   EURODOLLAR 9500 CALL OPT DEC 2002 12-16-2002   4.00   13,220.00   14,950.00  
Other   MAR 02 IMM NASDAQ 100   61.00   10,083,770.00   9,659,350.00  
Other   MAR 02 IMM NASDAQ 100   19.00   3,185,160.00   3,008,650.00  
Other   MAR 02 RUSSEL 2000   44.00   10,478,065.00   10,764,600.00  
Other   MAR 02 S&P 500   59.00   16,748,532.50   16,950,700.00  
Other   MAR 02 S&P 500   18.00   5,131,070.00   5,171,400.00  
Other   MAR 02 S&P 500   12.00   3,397,775.00   3,447,600.00  
Other   MAR 02 S&P 500   34.00   9,628,600.00   9,768,200.00  
Other   MAR 02 S&P MID 400   17.00   4,232,575.00   4,327,350.00  
Other   MEXICO-UNITED MEXICAN STS US$DISC BD 11.5 DUE 05-15-2026 REG   1,190,000.00   1,281,086.11   1,514,275.00  
Other   OTC FNMA 610/31 98-26+ CALL OPT 10-09-2001   700.00   7,273.44   7,273.42  

Other   UIT FT UNIT 391 N E-CONOMY GRWTH & TREASCTF OWN EVID UNDIV INT $1000 UNT VAL REG   310.00   2,184.17   2,027.40  
Other   UIT NCE PETROFUND I CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   100.00   995.96   748.00  
Other   UIT SPDR TR UNIT SER 1 CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   2,715.00   308,292.12   310,134.45  
Other   UIT VAN KAMPEN FOCUS PORT UNIT 288 SEMICNDCTR PORT SER 7A   188.00   1,772.01   1,616.80  
Other   UIT VAN KAMPEN FOCUS PORTFOLIOS CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   2,444.00   20,622.06   5,205.72  
Other   UIT VAN KAMPEN FOCUS PORTFOLIOS UIT 288 INTERNET SER 29A UNDIV INT $1000 UIT VAL   210.00   1,805.33   1,383.90  
Other   UIT VAN KAMPEN FOCUS PORTFOLIOS UNIT 275SEMICONDUCTOR PORT SER 6A   1,000.00   9,371.00   7,760.00  
Other   UIT VAN KAMPEN FOCUS PORTFOLIOS UNIT 281UTILITY PORTFOLIO SER 11   250.00   2,685.85   1,815.00  
Other   UIT VAN KAMPEN FOCUS PORTFOLIOS UNIT 284GLOBAL ENERGY PORT SER 18   250.00   2,539.78   2,135.00  
Other   US 10 YR T-NOTE MARCH 2002 FUTURE   6.00   640,546.88   630,843.75  
Other   US 10 YR T-NOTE MARCH 2002 FUTURE   (36.00 ) (3,732,164.08 ) (3,785,062.50 )
Other   US 10YR AGENCY FUTURE MAR 2002   49.00   5,000,921.89   4,924,500.00  
Other   US 10YR AGENCY FUTURE MAR 2002 (LIAB)   (49.00 ) (5,000,921.89 ) (4,924,500.00 )
Other   US 5 YR T-NOTE MAR 2002 FUTURE   (72.00 ) (7,606,757.82 ) (7,619,625.00 )
Other   US T-BOND 03-20-2002   1.00   100,750.00   101,531.25  
Other   US T-BOND MAR 2002 FUTURE 03-20-2002   (1.00 ) (100,750.00 ) (101,531.25 )
Other   US T-NOTE MAR 2002 FUTURE   72.00   7,606,757.82   7,619,625.00  
Other   US T-NOTE MARCH 2002 FUTURE   (6.00 ) (640,546.88 ) (630,843.75 )
Other   US T-NOTE MARCH 2002 FUTURE   36.00   3,732,164.08   3,785,062.50  
Other   US TREAS BDS INFLATION INDEX 3.625 DUE 04-15-2028   690,000.00   779,346.15   773,098.51  
Other Liabilities   AMERIPATH INC COM STK CALL OPTION EXP 1-19-02 PR $30 PER SH   (3.00 ) (551.03 ) (855.00 )
Other Liabilities   AMGEN INC COM STK CALL OPTION EXP 1-19-02 PR $65 PER SH   (8.00 ) (1,595.98 ) (160.00 )
Other Liabilities   AOL COM STK CALL OPTION EXP 1-19-02 PR $55 PER SH   (3.00 ) (341.03 ) (15.00 )
Other Liabilities   AOL TIME WARNER INC COM STK CALL OPTION EXP 1-19-02 PR $37.50 PER SH   (7.00 ) (798.02 ) (105.00 )
Other Liabilities   APPLIED MATLS COM STK CALL OPTION EXP 1-19-02 PR $65 PER SH   (2.00 ) (1,028.01 ) (10.00 )
Other Liabilities   ATLANTIC COAST AIR COM STK CALL OPTION EXP DT 01-19-02 W/STRK PR $22.50 PER SH   (3.00 ) (356.03 ) (525.00 )
Other Liabilities   BEA SYSTEMS INC COM STK CALL OPTION EXP DT 02-16-2002 W/STRK PR $15 PER SH   (9.00 ) (1,753.98 ) (1,935.00 )
Other Liabilities   BIOTECH HOLDERS TRUST COM STK CALL OPTION EXP 04-20-2002 W/STRK PR $130.00   (10.00 ) (13,551.59 ) (12,200.00 )
Other Liabilities   BLOCK H R COM STK CALL OPTION EXP 4-20-02 PR $35 PER SH   (2.00 ) (1,028.01 ) (2,020.00 )
Other Liabilities   CALPINE CORP COM STK CALL OPTION EXP 1-17-04 PR $50 PER SH   (1.00 ) (370.03 ) (95.00 )
Other Liabilities   CISCO SYS INC COM STK CALL OPTION EXP 01/19/02 W/STRK PR $17.50 PER SHR   (10.00 ) (5,533.44 ) (1,350.00 )
Other Liabilities   CISCO SYS INC COM STK CALL OPTION EXP 01/19/02 W/STRK PR $20.00 PER SHR   (10.00 ) (502.03 ) (400.00 )
Other Liabilities   CITRIX SYS COM STK CALL OPTION EXP 3-16-02 PR $25 PER SH   (2.00 ) (608.02 ) (410.00 )
Other Liabilities   CYPRESS SEMICOND COM STK CALL OPTION EXP 1-19-02 PR $25 PER SH   (10.00 ) (2,051.97 ) (250.00 )
Other Liabilities   DIRECT FOCUS INC COM STK CALL OPTION EXP DT 01-19-2002 W/STRK PR $30 PER SH   (3.00 ) (716.03 ) (750.00 )
Other Liabilities   E-TRADE GROUP INC COM STK CALL OPTION EXP 4-20-02 PR $12.50 PER SH   (10.00 ) (752.01 ) (850.00 )
Other Liabilities   EURODOLLAR 9600 PUT OPT JUN 2002 06-17-2002   (12.00 ) (8,935.56 ) (750.00 )

Other Liabilities   EXELIXIS INC COM STK CALL OPTION EXP 2-16-02 PR $17.50 PER SH   (10.00 ) (1,051.99 ) (1,300.00 )
Other Liabilities   INTEL CORP COM STK CALL OPTION EXP 04/20/02 W/STK $32.50 PER SHARE   (10.00 ) (3,157.34 ) (2,800.00 )
Other Liabilities   INTEL CORP COM STK CALL OTPION EXP 01/19/02 W/STRK PR $32.50 PER SH   (10.00 ) (2,201.97 ) (850.00 )
Other Liabilities   INTERWOVEN INC COM STK CALL OPTION EXP 6-22-02 PR $12.50 PER SH   (1.00 ) (200.99 ) (185.00 )
Other Liabilities   JAKKS PACIFIC INC COM STK CALL OPTION EXP 1-19-02 PR $20 PER SH   (3.00 ) (416.03 ) (225.00 )
Other Liabilities   JDS UNIPHASE INC COM STK CALL OPTION EXP 1-19-02 PR $12.50 PER SH   (10.00 ) (902.01 ) (50.00 )
Other Liabilities   JNI CORP COM STK CALL OPTION EXP 6-22-01 PR $10 PER SH   (2.00 ) (250.99 ) (260.00 )
Other Liabilities   LEHMAN BROS HLDG COM STK CALL OPTION EXP DT 01-19-2002 W/STRK PR $70 PER SH   (2.00 ) (268.04 ) (220.00 )
Other Liabilities   LORAL SPACE & COMMU COM STK CALL OPTION EXP 1-18-03 PR $5 PER SH   (10.00 ) (452.03 ) (750.00 )
Other Liabilities   LSI LOGIC CORP COM STK CALL OPTION EXP 1-19-02 PR $17.50 PER SH   (6.00 ) (560.03 ) (240.00 )
Other Liabilities   MBNA CORP COM STK CALL OPTION EXP 1-18-03 PR $40 PER SH   (5.00 ) (1,561.95 ) (1,650.00 )
Other Liabilities   MERCK & CO COM STK CALL OPTION EXP 1-18-03 PR $70 PER SH   (2.00 ) (1,267.99 ) (530.00 )
Other Liabilities   NASDAQ 100 SHARES COM STK CALL OPTION EXP 03-16-2002 W/STRK PR $40.00   (30.00 ) (8,919.00 ) (7,650.00 )
Other Liabilities   NEWMONT MINING COM STK CALL OPTION EXP 1-18-03 PR $25 PER SH   3.00   2,043.95   2,130.00  
Other Liabilities   NO DESCRIPTION FOUND   (10.00 ) (1,257.40 ) (350.00 )
Other Liabilities   NO DESCRIPTION FOUND   (6.00 ) (1,160.01 ) (540.00 )
Other Liabilities   NO DESCRIPTION FOUND   (10.00 ) (3,651.91 ) (1,500.00 )
Other Liabilities   NO DESCRIPTION FOUND   (21.00 ) (665.02 ) (210.00 )
Other Liabilities   NOKIA CORP COM STK CALL OPTION EXP 1-19-02 PR $30 PER SH   (5.00 ) (62.04 ) (50.00 )
Other Liabilities   ONI SYS CORP COM STK CALL OPTION EXP 1-19-02 PR $12.50 PER SH   (8.00 ) (436.03 ) (40.00 )
Other Liabilities   OPENWAVE SYS COM STK CALL OPTION EXP 1-19-02 PR $12.50 PER SH   (5.00 ) (487.03 ) (100.00 )
Other Liabilities   OPENWAVE SYSTEMS COM STK CALL OPTION EXP DT 01-19-2002 W/STRK PR $10 PER SH   (10.00 ) (502.03 ) (800.00 )
Other Liabilities   ORACLE CORP COM STK CALL OPTION EXP 1-19-02 PR $15 PER SH   (10.00 ) (4,757.29 ) (850.00 )
Other Liabilities   ORACLE CORP COM STK CALL OPTION EXP 1-19-02 W/STRK PR #$17.50 PER SH   (20.00 ) (6,743.22 ) (100.00 )
Other Liabilities   ORACLE CORP. COM STK CALL OPTION 1/2 15 EXP 01/19/02 W/STK $15.00 PER SHARE   (10.00 ) (552.03 ) (850.00 )
Other Liabilities   OTC FNMA 611/31 98-11 PUT OPTION 11-07-2001   (700.00 ) (1,312.50 ) (1,312.50 )
Other Liabilities   OTC FNMA 611/31 CALL OPTION NOV 2001   (700.00 ) (2,187.50 ) (2,187.50 )
Other Liabilities   OTC GOLDMAN SACHS PUT SWAPTION 12-14-2001   (65.00 ) (17,030.00 ) (33,124.00 )
Other Liabilities   PFIZER INC COM STK CALL OPTION EXP 1-18-03 PR $45 PER SH   (2.00 ) (928.01 ) (530.00 )
Other Liabilities   PHILLIP MORRIS COM STK CALL OPTION EXP 3-16-02 PR $50 PER SH   (2.00 ) (338.03 ) (140.00 )
Other Liabilities   QUALCOMM INC COM STK CALL OPTION EXP 1-18-03 PR $50 PER SH   1.00   1,509.95   1,100.00  
Other Liabilities   QUALCOMM INC COM STK CALL OPTION EXP 1-18-03 PR $80 PER SH   (6.00 ) (3,074.66 ) (2,640.00 )
Other Liabilities   QUALCOMM INC COM STK CALL OPTION EXP 1-19-02 PR $90 PER SH   (2.00 ) (1,108.01 ) (190.00 )
Other Liabilities   QUALCOMM INC COM STK CALL OPTION EXP DT 01-19-02 W/STRK PR $55 PER SH   (5.00 ) (687.03 ) (475.00 )
Other Liabilities   SIEBEL SYSTEMS INC COM STK CALL OPTION EXP DT 01-19-2002 W/STRK PR $27.50   (3.00 ) (866.02 ) (690.00 )
Other Liabilities   SUN MICROSYS COM STK CALL OPTION EXP 1-19-02 PR $10 PER SH   (5.00 ) (662.02 ) (1,250.00 )

Other Liabilities   SUN MICROSYSTEM INC COM STK CALL OPTION EXP 4-20-02 PR $15 PER SH   (30.00 ) (5,487.96 ) (2,550.00 )
Other Liabilities   SUN MICROSYSTEMS COM STK CALL OPTION JANEXP 01/19/02 W/STK $12.50 PER SHARE   (10.00 ) (552.03 ) (700.00 )
Other Liabilities   TEXAS INSTRUMENTS COM STK CALL OPTION EXP 1-19-02 PR $40 PER SH   (5.00 ) (1,611.99 ) (25.00 )
Other Liabilities   TRANSWITCH CORP COM STK CALL OPTION EXP DT 01-19-2002 W/STRK PR $5 PER SH   (5.00 ) (187.04 ) (200.00 )
Other Liabilities   UNITED THERAPEUTICS COM STK CALL OPTION EXP 1-19-02 PR $10 PER SH   (10.00 ) (1,202.00 ) (950.00 )
Other Liabilities   UTSTARCOM INC COM STK CALL OPTION EXP DT 01-19-2002 W/STRK PR $30 PER SH   (3.00 ) (416.03 ) (315.00 )
Other Liabilities   WORLDCOM INC COM STK CALL OPTION EXP 1-19-02 PR $15 PER SH   (5.00 ) (537.03 ) (200.00 )
Other Liabilities   YAHOO] INC COM STK CALL OPTION EXP 1-19-02 PR $15 PER SH   (10.00 ) (2,307.37 ) (3,200.00 )
Other Liabilities   Pending foreign exchange sales: Canadian dollar   0   (119,884.36 ) (118,613.27 )
Other Liabilities   Pending foreign exchange sales: Canadian dollar   0   (235,624.22 ) (234,027.60 )
Other Liabilities   Pending foreign exchange sales: Canadian dollar   0   (217.81 ) (218.32 )
Other Liabilities   Pending foreign exchange sales: Canadian dollar   0   (4,701.19 ) (4,696.03 )
Other Liabilities   Pending foreign exchange sales: Euro   0   (30,232.42 ) (29,207.58 )
Other Liabilities   Pending foreign exchange sales: Euro   0   (665,100.00 ) (665,834.61 )
Other Liabilities   Pending foreign exchange sales: Euro   0   (3,789,087.00 ) (3,773,062.80 )
Other Liabilities   Pending foreign exchange sales: British pound sterling   0   (79,990.55 ) (82,923.58 )
Other Liabilities   Pending foreign exchange sales: British pound sterling   0   (649,445.40 ) (669,914.53 )
Other Liabilities   Pending foreign exchange sales: British pound sterling   0   (142,935.00 ) (144,898.02 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (663,318.92 ) (602,982.10 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (929,299.05 ) (863,637.64 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (29,982.62 ) (26,937.86 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (29,982.62 ) (26,939.37 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (279,000.00 ) (251,106.65 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (374,926.16 ) (344,415.47 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (179,924.58 ) (165,633.41 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (96,851.30 ) (89,435.37 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (229,829.30 ) (212,812.31 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (145,114.99 ) (136,057.74 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (189,845.64 ) (178,278.20 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (186,824.69 ) (175,241.39 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (99,735.91 ) (97,123.45 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (398,908.59 ) (382,970.95 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (151,000.00 ) (151,000.00 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (199,000.00 ) (199,000.00 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (309,600.00 ) (309,600.00 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (3,789,087.00 ) (3,789,087.00 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (28,086.52 ) (28,086.52 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (59,278.32 ) (59,278.32 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (2,131,155.00 ) (2,131,155.00 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (2,417,794.97 ) (2,417,794.97 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (402,965.83 ) (402,965.83 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (258,000.00 ) (258,000.00 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (889,900.00 ) (889,900.00 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (3,789,087.50 ) (3,789,087.50 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (898,920.00 ) (898,920.00 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (392,905.69 ) (392,905.69 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (153,759.00 ) (153,759.00 )
Other Liabilities   Pending trade purchases: Australian dollar   0   (5,758.86 ) (5,758.86 )
Other Liabilities   Pending trade purchases: Euro   0   (67,587.91 ) (68,017.13 )
Other Liabilities   Pending trade purchases: British pound sterling   0   (45,478.77 ) (45,540.99 )
Other Liabilities   Pending trade purchases: British pound sterling   0   (13,855.33 ) (13,855.33 )
Other Liabilities   Pending trade purchases: Hong Kong dollar   0   (5,321.98 ) (5,321.98 )
Other Liabilities   Pending trade purchases: Japanese yen   0   (23,790.11 ) (23,839.12 )
Other Liabilities   Pending trade purchases: Swedish krona   0   (38,673.45 ) (39,054.85 )
Other Liabilities   Pending trade purchases: United States dollar   0   (578,818.80 ) (578,818.80 )
Other Liabilities   Pending trade purchases: United States dollar   0   (205,554.46 ) (205,554.46 )
Other Liabilities   Pending trade purchases: United States dollar   0   (396,025.00 ) (396,025.00 )

Other Liabilities   Pending trade purchases: United States dollar   0   (266,600.00 ) (266,600.00 )
Other Liabilities   Pending trade purchases: United States dollar   0   (1,215,561.17 ) (1,215,561.17 )
Other Liabilities   Pending trade purchases: United States dollar   0   (108,852,268.91 ) (108,852,268.91 )
Other Liabilities   Pending trade purchases: United States dollar   0   (2,379,915.80 ) (2,379,915.80 )
Other Liabilities   Pending trade purchases: United States dollar   0   (211,729.50 ) (211,729.50 )
Other Liabilities   Pending trade purchases: United States dollar   0   (30,300.00 ) (30,300.00 )
Other Liabilities   Pending trade purchases: United States dollar   0   (26,360.00 ) (26,360.00 )
Other Liabilities   Pending trade purchases: United States dollar   0   (261,624.45 ) (261,624.45 )
Other Liabilities   Pending trade purchases: United States dollar   0   (1,108,137.72 ) (1,108,137.72 )
Other Liabilities   Pending trade purchases: United States dollar   0   (126,069.00 ) (126,069.00 )
Other Liabilities   Pending trade purchases: United States dollar   0   (306,920.77 ) (306,920.77 )
Other Liabilities   Pending trade purchases: United States dollar   0   (619,548.79 ) (619,548.79 )
Other Liabilities   Pending trade purchases: United States dollar   0   (85,850.00 ) (85,850.00 )
Other Liabilities   Pending trade purchases: United States dollar   0   (48,101,445.68 ) (48,101,445.68 )
    Total       1,950,584,591.47   1,957,865,745.98  

Description of asset (include interest rate and
maturity in case of a loan)

  Cost of asset
  Current value of asset on
transaction date

  Net gain or (loss)
COLTV SHORT TERM INVT FD            
Total number of purchases = 148   70,162,963.38   70,162,963.38   0
Total number of sales = 157   81,821,544.01   81,821,544.01   0
TOTAL COLTV SHORT TERM INVT FD   151,984,507.39   151,984,507.39   0

Asset Identity

  Asset Description
  Transaction Type
  Shares/Par Value
  Net cash movement
C379571102   #REORG GLOBESPAN INC N/C TO GLOBESPAN VIRATA INC 2351394 @1 12/17/01   Acquisitions   6,580.00   -100,240.38
C379571102   #REORG GLOBESPAN INC N/C TO GLOBESPAN VIRATA INC 2351394 @1 12/17/01   Free Delivery   -30,910.00   0.00
C437614100   #REORG HOMESTAKE MNG STK MERGER TO BARRICK GOLD CORP 2056278 12/14/01   Acquisitions   1.30   -10.63
C437614100   #REORG HOMESTAKE MNG STK MERGER TO BARRICK GOLD CORP 2056278 12/14/01   Free Delivery   -1,726.48   0.00
C90337T101   #REORG USX-US STL GROUP PLAN OF REORG TOUS STL CORP 2882310 EFF 12/31/01   Acquisitions   100.00   -1,722.00
C90337T101   #REORG USX-US STL GROUP PLAN OF REORG TOUS STL CORP 2882310 EFF 12/31/01   Dispositions   -2,000.00   35,898.80
C000005637   &&& PARTICIPANT LOANS OUTSTANDING   Acquisitions   87,124.28   -87,124.28
C000005637   &&& PARTICIPANT LOANS OUTSTANDING   Dispositions   -289,384.47   289,384.47
C999959943   &&&EQUITY FUTURES OFFSET — LONG   Free Delivery   -25.00   0.00
C999959943   &&&EQUITY FUTURES OFFSET — LONG   Free Receipt   1.00   0.00
S904043L   10YR T-NOTE 12-19-2001   Free Delivery   -91.00   0.00
S904043L   10YR T-NOTE 12-19-2001   Free Receipt   6.00   0.00
S904043U   10YR T-NOTE DEC 2001 FUTURE 12-19-2001   Free Delivery   -6.00   0.00
S904043U   10YR T-NOTE DEC 2001 FUTURE 12-19-2001   Free Receipt   110.00   0.00
C885535104   3COM CORP COMMON STOCK   Acquisitions   2,300.00   -14,271.50
C885535104   3COM CORP COMMON STOCK   Dispositions   -1,500.00   6,721.72
S900955L   90 DAY EURO FUTR DEC 2002 FUTURE 12-16-2002   Free Delivery   -24.00   0.00
S900955L   90 DAY EURO FUTR DEC 2002 FUTURE 12-16-2002   Free Receipt   3.00   0.00
C003654100   ABIOMED INC COM   Acquisitions   100.00   -1,864.99
C003654100   ABIOMED INC COM   Free Delivery   -600.00   0.00
CG1150G111   ACCENTURE LTD BERMUDA CLS'A'COM   Acquisitions   1,000.00   -24,549.95
CG1150G111   ACCENTURE LTD BERMUDA CLS'A'COM   Dispositions   -1,000.00   26,819.15
C004930202   ACTIVISION INC NEW COM NEW   Acquisitions   75.00   -2,001.70
C004930202   ACTIVISION INC NEW COM NEW   Dispositions   -3,250.00   82,022.71
C00651F108   ADAPTEC INC COM   Acquisitions   4,800.00   -70,025.28
C00651F108   ADAPTEC INC COM   Dispositions   -5,300.00   87,214.95
C000886101   ADC TELECOMMUNICATIONS INC COM   Acquisitions   200.00   -910.00
C000886101   ADC TELECOMMUNICATIONS INC COM   Dispositions   -160.00   673.02
C006848105   ADELPHIA COMMUNICATIONS CORP CL A   Acquisitions   2,120.00   -60,661.68
C006848105   ADELPHIA COMMUNICATIONS CORP CL A   Dispositions   -130.00   3,711.37
C007094105   ADMINISTAFF INC COM   Acquisitions   2,600.00   -75,127.78
C007094105   ADMINISTAFF INC COM   Dispositions   -6,200.00   205,691.77
C054536107   ADR AXA SA SPONSORED ADR   Acquisitions   1,000.00   -23,074.95
C054536107   ADR AXA SA SPONSORED ADR   Dispositions   -1,000.00   21,074.33
S2307237   ADR ELAN PLC ADR REPSTG SHS   Acquisitions   100.00   -4,207.48
C284131208   ADR ELAN PLC ADR REPSTG SHS   Dispositions   -5,200.00   212,459.18
C500472303   ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000   Acquisitions   500.00   -13,704.95
S2614313   ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000   Dispositions   -800.00   21,450.32
C591120100   ADR METAL STORM LTD SPONSORED ADR   Acquisitions   1,000.00   -22,629.95
C591120100   ADR METAL STORM LTD SPONSORED ADR   Dispositions   -1,000.00   18,369.43
C654902204   ADR NOKIA CORP SPONSORED ADR   Acquisitions   290.00   -7,223.60
C654902204   ADR NOKIA CORP SPONSORED ADR   Dispositions   3,800.00   -90,180.86

C874039100   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Acquisitions   100.00   -1,899.95
S2113382   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Dispositions   -900.00   16,855.90
C00754A105   ADVANCED FIBRE COMMUNICATIONS INC COM   Acquisitions   600.00   -12,742.44
C00754A105   ADVANCED FIBRE COMMUNICATIONS INC COM   Dispositions   -560.00   12,009.64
C007903107   ADVANCED MICRO DEVICES INC COM   Acquisitions   580.00   -10,400.35
C007903107   ADVANCED MICRO DEVICES INC COM   Dispositions   -980.00   17,609.46
C00790K109   ADVANCEPCS CL A COM   Acquisitions   9,100.00   -245,482.51
C00790K109   ADVANCEPCS CL A COM   Dispositions   -3,890.00   105,831.31
C00817Y108   AETNA INC   Acquisitions   8,600.00   -271,747.10
C00817Y108   AETNA INC   Dispositions   -148.00   4,779.88
C00104Q107   AFC ENTERPRISES INC COM   Acquisitions   3,700.00   -85,100.00
C00104Q107   AFC ENTERPRISES INC COM   Dispositions   -3,700.00   90,027.98
C00826T108   AFFYMETRIX INC OC-CAP STK   Acquisitions   310.00   -10,780.25
C00826T108   AFFYMETRIX INC OC-CAP STK   Dispositions   -1,780.00   66,687.61
C008474108   AGNICO EAGLE MINES LTD COM   Acquisitions   190.00   -1,838.95
C008474108   AGNICO EAGLE MINES LTD COM   Dispositions   -190.00   1,808.98
S6019419   AIFUL CORP JPY50   Acquisitions   300.00   -21,749.92
S6019419   AIFUL CORP JPY50   Dispositions   -300.00   22,447.91
C011589108   ALAMOSA HLDGS INC COM   Acquisitions   1,510.00   -19,441.25
C011589108   ALAMOSA HLDGS INC COM   Dispositions   -7,760.00   114,579.54
C013817101   ALCOA INC COM STK   Acquisitions   4,000.00   -144,679.20
C013817101   ALCOA INC COM STK   Dispositions   -300.00   10,463.65
C01642T108   ALKERMES INC COM   Acquisitions   2,100.00   -51,315.81
C01642T108   ALKERMES INC COM   Dispositions   -4,400.00   102,010.59
S0729457   ALLIED DOMECQ ORD GBP0.25   Acquisitions   3,400.00   -20,144.02
S0729457   ALLIED DOMECQ ORD GBP0.25   Dispositions   -4,700.00   25,665.11
C020753109   ALPHA INDS INC COM   Acquisitions   3,400.00   -78,005.52
C020753109   ALPHA INDS INC COM   Dispositions   -2,700.00   68,577.71
C021441100   ALTERA CORP COM   Acquisitions   13,600.00   -312,921.04
C021441100   ALTERA CORP COM   Dispositions   -880.00   17,739.06
C023135106   AMAZON COM INC COM   Acquisitions   300.00   -3,350.95
C023135106   AMAZON COM INC COM   Dispositions   -3,350.00   36,921.46
C025816109   AMER EXPRESS CO COM   Acquisitions   300.00   -10,305.00
C025816109   AMER EXPRESS CO COM   Dispositions   -75.00   2,567.21
C026874107   AMER INTL GROUP INC COM   Acquisitions   90.00   -7,212.80
C026874107   AMER INTL GROUP INC COM   Dispositions   -24,800.00   2,027,533.25
C023657208   AMER W HLDGS CORP CL B   Acquisitions   500.00   -1,274.95
C023657208   AMER W HLDGS CORP CL B   Dispositions   -500.00   1,195.00
C03060R101   AMERICREDIT CORP COM   Acquisitions   1,000.00   -22,629.95
C03060R101   AMERICREDIT CORP COM   Dispositions   -1,000.00   23,569.26
C03073E105   AMERISOURCEBERGEN CORP COM   Acquisitions   4,690.00   -298,190.20
C03073E105   AMERISOURCEBERGEN CORP COM   Dispositions   -1,160.00   72,781.54
C03070Q101   AMERISTAR CASINOS INC COM COM STK USD0.01   Acquisitions   500.00   -11,074.95
C03070Q101   AMERISTAR CASINOS INC COM COM STK USD0.01   Dispositions   -500.00   11,669.65
C02553E106   AMERN EAGLE OUTFITTERS INC NEW COM   Acquisitions   230.00   -5,563.38
C02553E106   AMERN EAGLE OUTFITTERS INC NEW COM   Dispositions   -700.00   18,213.39
C031162100   AMGEN INC COM   Acquisitions   500.00   -28,459.95
C031162100   AMGEN INC COM   Dispositions   -1,500.00   99,017.69
C032511107   ANADARKO PETRO CORP COM   Acquisitions   0.11   -6.24
C032511107   ANADARKO PETRO CORP COM   Dispositions   -101.01   5,397.13
C035229103   ANHEUSER BUSCH COS INC COM   Acquisitions   100.00   -4,238.95
C035229103   ANHEUSER BUSCH COS INC COM   Dispositions   -300.00   13,838.53
C00184A105   AOL TIME WARNER INC COM   Acquisitions   500.00   -15,764.95
C00184A105   AOL TIME WARNER INC COM   Dispositions   -700.00   22,860.28
C037411105   APACHE CORP COM   Acquisitions   1.31   -61.70
C037411105   APACHE CORP COM   Dispositions   -100.45   4,903.15
C037411105   APACHE CORP COM   Free Receipt   310.00   0.00

C037604204   APOLLO GROUP INC UNIV PHOENIX ONLINE COM   Acquisitions   580.00   -19,296.60
C037604204   APOLLO GROUP INC UNIV PHOENIX ONLINE COM   Dispositions   -500.00   16,494.47
C037899101   APPLEBEES INTL INC COM   Acquisitions   100.00   -3,635.95
C037899101   APPLEBEES INTL INC COM   Dispositions   -1,000.00   35,023.83
C038222105   APPLIED MATERIALS INC COM   Acquisitions   55.00   -2,476.35
C038222105   APPLIED MATERIALS INC COM   Dispositions   -500.00   20,682.69
C03822W109   APPLIED MICRO CIRCUITS CORP CDT-COM   Acquisitions   50.00   -699.99
C03822W109   APPLIED MICRO CIRCUITS CORP CDT-COM   Dispositions   -100.00   1,010.96
C039380100   ARCH COAL INC COM   Acquisitions   1,400.00   -30,912.98
C039380100   ARCH COAL INC COM   Dispositions   -2,700.00   53,956.07
C039483102   ARCHER-DANIELS-MIDLAND CO COM   Acquisitions   294.00   -4,601.65
C039483102   ARCHER-DANIELS-MIDLAND CO COM   Dispositions   -100.00   1,457.95
C04033V104   ARIBA INC COM   Acquisitions   2,300.00   -15,433.00
C04033V104   ARIBA INC COM   Dispositions   -150.00   960.01
C042260109   ARMOR HLDGS INC COM   Acquisitions   12,300.00   -270,600.00
C042260109   ARMOR HLDGS INC COM   Dispositions   -2,500.00   67,347.75
CG05330108   ASIA GLOBAL CROSSING   Acquisitions   1,000.00   -1,529.95
CG05330108   ASIA GLOBAL CROSSING   Dispositions   -400.00   470.03
S4034737   ASS GEN DE FRANCE NPV   Acquisitions   200.00   -9,502.75
S4034737   ASS GEN DE FRANCE NPV   Dispositions   -300.00   14,774.90
C049513104   ATMEL CORP COM   Acquisitions   2,800.00   -20,468.00
C049513104   ATMEL CORP COM   Dispositions   -2,800.00   20,467.31
C053015103   AUTO DATA PROCESSING INC COM   Acquisitions   3,000.00   -178,356.00
C053015103   AUTO DATA PROCESSING INC COM   Dispositions   -200.00   11,796.14
C053332102   AUTOZONE INC COM   Acquisitions   69.00   -4,612.24
C053332102   AUTOZONE INC COM   Dispositions   -200.00   14,845.50
C05367L109   AVICI SYS INC COM   Acquisitions   5,482.00   -12,389.32
C05367L109   AVICI SYS INC COM   Dispositions   -500.00   1,429.98
S0263494   BAE SYSTEMS ORD GBP0.025   Acquisitions   887.00   -4,000.10
S0263494   BAE SYSTEMS ORD GBP0.025   Dispositions   -6,300.00   28,200.93
C071813109   BAXTER INTL INC COM   Acquisitions   1,200.00   -61,412.28
C071813109   BAXTER INTL INC COM   Dispositions   -500.00   25,965.68
C07262L101   BAY VIEW CAP CORP DEL COM   Acquisitions   1,000.00   -7,719.95
C07262L101   BAY VIEW CAP CORP DEL COM   Dispositions   -1,000.00   7,069.81
S4325419   BAYER HYPO-VEREINS ORD NPV   Acquisitions   1,200.00   -35,808.29
S4325419   BAYER HYPO-VEREINS ORD NPV   Dispositions   -400.00   12,598.89
C073325102   BEA SYS INC COM   Acquisitions   560.00   -9,688.00
C073325102   BEA SYS INC COM   Dispositions   -437.00   6,773.27
C084670207   BERKSHIRE HATHAWAY INC CL B COM   Acquisitions   30.00   -69,944.95
C084670207   BERKSHIRE HATHAWAY INC CL B COM   Dispositions   -20.00   45,343.53
C086516101   BEST BUY INC COM STK   Acquisitions   1,600.00   -109,954.88
C086516101   BEST BUY INC COM STK   Dispositions   -2,680.00   191,468.35
C090951104   BIORELIANCE CORP COM   Acquisitions   93.00   -2,989.09
C090951104   BIORELIANCE CORP COM   Dispositions   -93.00   2,708.92
C09067J109   BIOVAIL CORP COM   Acquisitions   84.00   -4,597.03
C09067J109   BIOVAIL CORP COM   Dispositions   -100.00   5,462.86
C055482103   BJ SVCS CO COM   Acquisitions   1,370.00   -42,227.92
C055482103   BJ SVCS CO COM   Dispositions   -4,500.00   136,774.28
C05548J106   BJS WHSL CLUB INC COM STK   Acquisitions   7,440.00   -326,985.02
C05548J106   BJS WHSL CLUB INC COM STK   Dispositions   -5,590.00   247,456.01
C060505104   BK AMER CORP COM   Acquisitions   0.53   -33.32
C060505104   BK AMER CORP COM   Dispositions   -500.00   31,421.45
S0108120   BOC GROUP ORD 25P   Acquisitions   1,600.00   -24,792.06
S0108120   BOC GROUP ORD 25P   Dispositions   -1,800.00   27,241.04
C097023105   BOEING CO COM   Acquisitions   11.78   -446.01
C097023105   BOEING CO COM   Dispositions   -900.00   34,676.38
C097383103   BOISE CASCADE CORP COM   Acquisitions   620.00   -20,975.65
C097383103   BOISE CASCADE CORP COM   Dispositions   -2,100.00   66,061.90
C109704106   BRIO SOFTWARE INC   Acquisitions   1,300.00   -4,252.95
C109704106   BRIO SOFTWARE INC   Dispositions   -400.00   1,285.00
C110122108   BRISTOL MYERS SQUIBB CO COM   Acquisitions   26,200.00   -1,330,684.90

C110122108   BRISTOL MYERS SQUIBB CO COM   Dispositions   -500.00   26,394.16
C111320107   BROADCOM CORP CL A   Acquisitions   100.00   -4,653.95
C111320107   BROADCOM CORP CL A   Dispositions   -5,900.00   286,713.91
C111412102   BROADVISION INC COM   Acquisitions   26,647.00   -73,471.11
C111412102   BROADVISION INC COM   Dispositions   -500.00   1,664.96
C111621108   BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087   Acquisitions   200.00   -6,787.97
C111621108   BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087   Dispositions   -2,950.00   114,536.72
C101137107   BSTN SCIENTIFIC CORP COM   Acquisitions   300.00   -7,883.95
C101137107   BSTN SCIENTIFIC CORP COM   Dispositions   -500.00   12,844.62
C12189T104   BURL NORTHN SANTA FE CORP COM   Acquisitions   80.00   -2,262.75
C12189T104   BURL NORTHN SANTA FE CORP COM   Dispositions   -100.00   2,895.33
C12709P103   CABOT MICROELECTRONICS CORP COM   Acquisitions   510.00   -35,770.07
C12709P103   CABOT MICROELECTRONICS CORP COM   Dispositions   -1,710.00   129,670.27
S904222W   CAC40 10 EURO DEC 2001 FUTURE   Free Delivery   -10.00   0.00
S904222W   CAC40 10 EURO DEC 2001 FUTURE   Free Receipt   5.00   0.00
S904222L   CAC40 10 EUROPE DEC 2001 FUTURE (LIAB)   Free Delivery   -10.00   0.00
S904222L   CAC40 10 EUROPE DEC 2001 FUTURE (LIAB)   Free Receipt   82.00   0.00
C127190304   CACI INTL INC CL A   Acquisitions   87.00   -6,541.03
C127190304   CACI INTL INC CL A   Dispositions   -400.00   12,969.61
C127190304   CACI INTL INC CL A   Free Receipt   3,500.00   0.00
C131347106   CALPINE CORP COM   Acquisitions   1,100.00   -15,345.00
C131347106   CALPINE CORP COM   Dispositions   -500.00   9,334.73
C137798104   CANNONDALE CORP COM   Acquisitions   2,000.00   -4,300.00
C137798104   CANNONDALE CORP COM   Free Delivery   -6,000.00   0.00
C14067D102   CAPSTONE TURBINE CORP COM STK ISIN# US14067D1028   Acquisitions   4,600.00   -19,205.92
C14067D102   CAPSTONE TURBINE CORP COM STK ISIN# US14067D1028   Dispositions   -180.00   742.82
C14149Y108   CARDINAL HLTH INC   Acquisitions   1,000.00   -68,067.00
C14149Y108   CARDINAL HLTH INC   Dispositions   -800.00   50,851.50
C141665109   CAREER ED CORP COM   Acquisitions   146.00   -4,649.39
C141665109   CAREER ED CORP COM   Dispositions   -100.00   3,470.93
C149123101   CATERPILLAR INC COM   Acquisitions   650.00   -33,166.95
C149123101   CATERPILLAR INC COM   Dispositions   -107.69   5,393.11
C15101Q108   CELESTICA INC SUB VTG SHS   Acquisitions   67.00   -2,664.80
C15101Q108   CELESTICA INC SUB VTG SHS   Dispositions   -9,200.00   376,827.25
C151020104   CELGENE CORP COM   Acquisitions   300.00   -9,143.95
C151020104   CELGENE CORP COM   Dispositions   -300.00   9,317.73
C151313103   CENDANT CORP COM STK   Acquisitions   500.00   -9,625.85
C151313103   CENDANT CORP COM STK   Dispositions   -200.00   3,799.92
CM22465104   CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01   Acquisitions   122.00   -4,686.69
CM22465104   CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01   Dispositions   -2,500.00   103,597.04
C163421100   CHELSEA PPTY GROUP INC COM   Acquisitions   10.52   -518.37
C171046105   CHRISTOPHER & BANKS CORP COM   Dispositions   -8,100.00   269,083.55
C171046105   CHRISTOPHER & BANKS CORP COM   Free Receipt   4,750.00   0.00
C171232101   CHUBB CORP COM   Acquisitions   5,400.00   -362,698.56
C171232101   CHUBB CORP COM   Dispositions   -100.00   6,671.77
C171779101   CIENA CORP COM   Acquisitions   800.00   -12,263.96
C171779101   CIENA CORP COM   Dispositions   -3,900.00   59,784.99
C17275R102   CISCO SYS INC COM   Acquisitions   6,700.00   -142,107.00
C17275R102   CISCO SYS INC COM   Dispositions   -650.00   13,229.60
C172967101   CITIGROUP INC COM   Acquisitions   3,000.00   -150,300.00
C172967101   CITIGROUP INC COM   Dispositions   -50.00   2,505.96
C189054109   CLOROX CO COM   Acquisitions   115.00   -4,578.20
C189054109   CLOROX CO COM   Dispositions   -100.00   3,927.86
C125750109   CMGI INC ISIN #US1257501098 COMMON STOCK   Acquisitions   300.00   -635.95
C125750109   CMGI INC ISIN #US1257501098 COMMON STOCK   Dispositions   -600.00   1,162.01

S253274U   CMO BEAR STEARNS ARM TR 2001-6 MTG PSTRU CTF II-A VAR RATE 9-25-31BE   Acquisitions   245,477.93   -245,477.93
S253274U   CMO BEAR STEARNS ARM TR 2001-6 MTG PSTRU CTF II-A VAR RATE 9-25-31BE   Dispositions   -245,477.93   245,477.93
S243490U   CMO MELLON RESDNTL FDG CORP 2001-HEIL1 MTG CL A-1 VAR DUE 1-25-2008 BEO   Acquisitions   962,668.67   -961,390.13
S243490U   CMO MELLON RESDNTL FDG CORP 2001-HEIL1 MTG CL A-1 VAR DUE 1-25-2008 BEO   Dispositions   -135,110.04   135,110.04
C189754104   COACH INC COM   Acquisitions   1,630.00   -57,073.80
C189754104   COACH INC COM   Dispositions   -3,000.00   109,109.95
C191216100   COCA COLA CO COM   Acquisitions   6.30   -292.63
C191216100   COCA COLA CO COM   Dispositions   -20.00   911.01
CM6778Q105   COM   Acquisitions   2,600.00   -52,000.00
C200519106   COMM BANCORP INC N J COM   Dispositions   -1,700.00   132,755.37
C200519106   COMM BANCORP INC N J COM   Free Receipt   7,866.00   0.00
S4325538   COMMERZBANK AG ORD NPV   Acquisitions   2,600.00   -45,547.45
S4325538   COMMERZBANK AG ORD NPV   Dispositions   -1,200.00   20,391.46
C204912109   COMPUTER ASSOC INTL INC COM   Acquisitions   138.00   -4,521.85
C204912109   COMPUTER ASSOC INTL INC COM   Dispositions   -3,500.00   121,563.54
C205638109   COMPUWARE CORP COM   Acquisitions   100.00   -1,261.00
C205638109   COMPUWARE CORP COM   Dispositions   -1,000.00   10,589.69
C209115104   CONS EDISON INC COM   Acquisitions   6.58   -247.50
C209115104   CONS EDISON INC COM   Dispositions   -100.00   3,886.91
C210795308   CONTL AIRL INC CL B   Acquisitions   475.00   -11,165.00
C210795308   CONTL AIRL INC CL B   Dispositions   -1,800.00   42,539.23
C219350105   CORNING INC COM   Acquisitions   50.00   -505.95
C219350105   CORNING INC COM   Dispositions   -1,000.00   8,564.76
C22160K105   COSTCO WHSL CORP NEW COM   Acquisitions   7,000.00   -299,638.50
C22160K105   COSTCO WHSL CORP NEW COM   Dispositions   -200.00   8,638.76
C22160K105   COSTCO WHSL CORP NEW COM   Free Delivery   -100.00   0.00
C22748P105   CROSS CTRY INC COM   Acquisitions   2,500.00   -67,125.00
C22748P105   CROSS CTRY INC COM   Dispositions   -3,300.00   88,132.47
C126667104   CV THERAPEUTICS INC COM   Acquisitions   1,090.00   -57,225.00
C126667104   CV THERAPEUTICS INC COM   Dispositions   -650.00   37,189.03
C23918K108   DAVITA INC COM   Acquisitions   197.00   -4,620.05
C23918K108   DAVITA INC COM   Dispositions   -14,800.00   355,020.92
S903889W   DAX INDEX DEC 2001 FUTURE   Free Delivery   -3.00   0.00
S903889W   DAX INDEX DEC 2001 FUTURE   Free Receipt   3.00   0.00
S903889L   DAX INDEX DECEMBER DECEMBER 2001 FUTURE   Free Delivery   -3.00   0.00
S903889L   DAX INDEX DECEMBER DECEMBER 2001 FUTURE   Free Receipt   11.00   0.00
S233931U   DEALER AUTO RECEIVABLES TR SER 2000-1 CLA-2 7.01 DUE 04-15-2003 BEO   Acquisitions   24,340.84   -24,340.84
S233931U   DEALER AUTO RECEIVABLES TR SER 2000-1 CLA-2 7.01 DUE 04-15-2003 BEO   Dispositions   -28,224.32   28,224.32
C999599GH0   DEC 01 S&P 500   Free Delivery   -42.00   0.00
C999599GH0   DEC 01 S&P 500   Free Receipt   1.00   0.00
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C247025109   DELL COMPUTER CORP COM   Acquisitions   100.00   -2,734.95
C247025109   DELL COMPUTER CORP COM   Dispositions   -1,000.00   27,629.12
C247361108   DELTA AIR LINES INC COM   Acquisitions   0.23   -6.51
C247361108   DELTA AIR LINES INC COM   Dispositions   -60.00   1,721.99
C248019101   DELUXE CORP COM   Acquisitions   100.00   -4,178.95
C248019101   DELUXE CORP COM   Dispositions   -100.00   4,196.86
C254931108   DIRECT FOCUS INC COM ISIN CA2549311082   Acquisitions   100.00   -3,333.95
C254931108   DIRECT FOCUS INC COM ISIN CA2549311082   Dispositions   -1,700.00   54,533.16
C256605106   DOLE FOOD DE   Acquisitions   2,600.00   -70,601.18
C256605106   DOLE FOOD DE   Dispositions   -3,600.00   97,652.13
C258609304   DOUBLECLICK INC COM   Acquisitions   9,400.00   -117,200.14

C258609304   DOUBLECLICK INC COM   Dispositions   -17,400.00   201,182.52
C23329J104   DQE INC COM   Acquisitions   3,000.00   -52,800.00
C23329J104   DQE INC COM   Dispositions   -100.00   1,711.94
C263534109   DU PONT E I DE NEMOURS & CO COM STK   Acquisitions   100.00   -4,330.95
C263534109   DU PONT E I DE NEMOURS & CO COM STK   Dispositions   -500.00   21,199.29
C263578106   DUANE READE INC COM   Acquisitions   8,000.00   -240,099.20
C263578106   DUANE READE INC COM   Dispositions   -2,100.00   68,289.72
C264399106   DUKE ENERGY CORP COM STK   Acquisitions   3.01   -106.91
C264399106   DUKE ENERGY CORP COM STK   Dispositions   -100.72   3,538.34
C267920205   DYNACARE INC COM   Acquisitions   100.00   -1,717.98
C267920205   DYNACARE INC COM   Dispositions   -200.00   2,869.95
C267919306   DYNACQ INTL INC COM STK ISIN# US2679193068   Acquisitions   500.00   -9,774.95
C267919306   DYNACQ INTL INC COM STK ISIN# US2679193068   Dispositions   -500.00   10,587.18
C26816Q101   DYNEGY INC NEW CL A COM   Acquisitions   0.35   -7.50
C26816Q101   DYNEGY INC NEW CL A COM   Dispositions   -402.38   12,695.63
C269246104   E*TRADE GROUP INC COM   Acquisitions   10,770.00   -98,895.53
C269246104   E*TRADE GROUP INC COM   Dispositions   -55,400.00   578,356.70
C270321102   EARTHLINK INC COM STK   Acquisitions   10,900.00   -131,339.55
C270321102   EARTHLINK INC COM STK   Dispositions   -7,700.00   113,043.78
C28336L109   EL PASO CORP COM   Acquisitions   100.00   -4,412.00
C28336L109   EL PASO CORP COM   Dispositions   -50.46   2,015.49
S4103596   ELEC DE PORTUGAL EUR1(REGD)   Acquisitions   5,800.00   -12,281.55
S4103596   ELEC DE PORTUGAL EUR1(REGD)   Dispositions   -6,900.00   15,679.37
C285512109   ELECTR ARTS COM   Acquisitions   250.00   -15,737.45
C285512109   ELECTR ARTS COM   Dispositions   -3,410.00   215,789.88
C285661104   ELECTR DATA SYS CORP NEW COM   Acquisitions   100.00   -6,801.00
C285661104   ELECTR DATA SYS CORP NEW COM   Dispositions   -40.00   2,742.28
C285084208   ELECTRO-CHEMICAL TECHNOLOGIES LTD COM NEW   Acquisitions   2,500.00   -1,545.00
C285084208   ELECTRO-CHEMICAL TECHNOLOGIES LTD COM NEW   Dispositions   -1,000.00   390.03
C532457108   ELI LILLY & CO COM   Acquisitions   0.54   -44.38
C532457108   ELI LILLY & CO COM   Dispositions   -100.00   8,052.78
C268648102   EMC CORP COM   Acquisitions   500.00   -8,699.95
C268648102   EMC CORP COM   Dispositions   -3,000.00   49,018.35
C292475209   EMULEX CORP COM NEW   Acquisitions   200.00   -8,199.95
C292475209   EMULEX CORP COM NEW   Dispositions   -400.00   11,969.65
C29255U104   ENCOMPASS SVCS CORP COM   Acquisitions   1,000.00   -1,684.95
C29255U104   ENCOMPASS SVCS CORP COM   Dispositions   -1,000.00   2,894.95
C293561106   ENRON CORP COM   Acquisitions   500.00   -469.95
C293561106   ENRON CORP COM   Dispositions   -11,000.00   7,780.77
C293561106   ENRON CORP COM   Free Delivery   -10,000.00   0.00
C26874Q100   ENSCO INTL INC COM   Acquisitions   0.38   -8.79
C26874Q100   ENSCO INTL INC COM   Dispositions   -50.13   1,082.29
C26882D109   EPIQ SYS INC COM   Acquisitions   260.00   -4,678.75
C26882D109   EPIQ SYS INC COM   Dispositions   -2,800.00   46,842.43
C26882D109   EPIQ SYS INC COM   Free Receipt   2,000.00   0.00
C269151106   ESS TECH INC COM   Acquisitions   400.00   -8,366.95
C269151106   ESS TECH INC COM   Dispositions   -400.00   8,216.77
S9009550   EURODOLLAR 90 DAY FUTURE DEC 2002 12-16-2002   Free Delivery   -3.00   0.00
S9009550   EURODOLLAR 90 DAY FUTURE DEC 2002 12-16-2002   Free Receipt   24.00   0.00
C30226D106   EXTREME NETWORKS INC COM   Acquisitions   470.00   -7,060.25
C30226D106   EXTREME NETWORKS INC COM   Dispositions   -3,800.00   68,549.71
C302284104   EXULT INC COM COM STK   Acquisitions   -2,400.00   40,431.12
C302284104   EXULT INC COM COM STK   Dispositions   -5,400.00   86,366.87
C30231G102   EXXON MOBIL CORP COM   Acquisitions   18.13   -683.73
C30231G102   EXXON MOBIL CORP COM   Dispositions   -1,000.00   38,298.77
C303250104   FAIR ISAAC & CO INC COM   Acquisitions   200.00   -12,847.95
C303250104   FAIR ISAAC & CO INC COM   Dispositions   -200.00   11,611.66

C35063R100   FDRY NETWORKS INC COM   Acquisitions   1,000.00   -10,844.95
C35063R100   FDRY NETWORKS INC COM   Dispositions   -500.00   5,367.35
C31428X106   FEDEX CORP COM   Acquisitions   12,300.00   -608,838.93
C31428X106   FEDEX CORP COM   Dispositions   -300.00   15,713.68
C31410H101   FEDT DEPT STORES INC DEL COM   Acquisitions   2,900.00   -107,955.40
C31410H101   FEDT DEPT STORES INC DEL COM   Dispositions   -800.00   31,588.86
C313400301   FHLMC VTG COM   Acquisitions   100.00   -6,567.00
C313400301   FHLMC VTG COM   Dispositions   -1,600.00   103,981.65
C31787A101   FINISAR CORP COM   Acquisitions   3,800.00   -40,840.50
C31787A101   FINISAR CORP COM   Dispositions   -1,300.00   15,980.36
C319963104   FIRST DATA CORP COM   Acquisitions   62.00   -4,595.01
C319963104   FIRST DATA CORP COM   Dispositions   -300.00   23,186.22
C313586109   FNMA COM STK   Acquisitions   2,800.00   -220,451.56
C313586109   FNMA COM STK   Dispositions   -64.15   4,896.83
C345370860   FORD MTR CO DEL COM PAR $0.01   Acquisitions   1,000.00   -17,374.95
C345370860   FORD MTR CO DEL COM PAR $0.01   Dispositions   -1,000.00   16,684.49
C35914P105   FRONTIER OIL CORP COM   Acquisitions   1,000.00   -16,574.95
C35914P105   FRONTIER OIL CORP COM   Dispositions   -1,000.00   15,334.52
S904898L   FTSE 100 INDEX 15MARCH02 FUTURE LIAB 9860318   Free Delivery   -29.00   0.00
S904898L   FTSE 100 INDEX 15MARCH02 FUTURE LIAB 9860318   Free Receipt   5.00   0.00
S903501L   FTSE 100 INDEX DEC 2001 FUTURE LIAB   Free Delivery   -5.00   0.00
S903501L   FTSE 100 INDEX DEC 2001 FUTURE LIAB   Free Receipt   3.00   0.00
S904898W   FTSE 100 INDEX MARCH 2002 FUTURE 9860318   Free Delivery   -5.00   0.00
S904898W   FTSE 100 INDEX MARCH 2002 FUTURE 9860318   Free Receipt   2.00   0.00
S903501W   FTSE 100 INDEX DEC 2001 FUTURE   Free Delivery   -3.00   0.00
S903501W   FTSE 100 INDEX DEC 2001 FUTURE   Free Receipt   5.00   0.00
C36866W106   GEMSTAR-TV GUIDE INTL INC COM   Acquisitions   400.00   -11,248.00
C36866W106   GEMSTAR-TV GUIDE INTL INC COM   Dispositions   -3,800.00   108,372.35
C369550108   GEN DYNAMICS CORP COM   Acquisitions   300.00   -23,998.95
C369550108   GEN DYNAMICS CORP COM   Dispositions   -4,400.00   362,192.84
C369604103   GEN ELEC CO COM   Acquisitions   400.00   -14,909.95
C369604103   GEN ELEC CO COM   Dispositions   -3,500.00   138,665.36
C369604103   GEN ELEC CO COM   Free Receipt   51.00   0.00
C370442105   GENERAL MOTORS CORP COMMON STOCK   Acquisitions   5.55   -265.75
C370442105   GENERAL MOTORS CORP COMMON STOCK   Dispositions   -8,100.00   428,200.31
CG3921A100   GLOBAL CROSSING LTD COM   Acquisitions   3,700.00   -2,819.85
CG3921A100   GLOBAL CROSSING LTD COM   Dispositions   -500.00   560.03
C37940X102   GLOBAL PMTS INC COM   Acquisitions   4,000.00   -132,189.60
C37940X102   GLOBAL PMTS INC COM   Dispositions   -4,800.00   146,922.61
C382388106   GOODRICH CORPORATION   Acquisitions   200.00   -5,079.95
C382388106   GOODRICH CORPORATION   Dispositions   -200.00   4,769.89
C39806G108   GREYSTONE DIGITAL TECH INC COM   Acquisitions   1,000.00   -1,039.95
C39806G108   GREYSTONE DIGITAL TECH INC COM   Dispositions   -1,000.00   920.01
C401698105   GUIDANT CORP COM STK   Acquisitions   1,330.00   -66,899.93
C401698105   GUIDANT CORP COM STK   Dispositions   -200.00   9,727.72
C405024100   HAEMONETICS CORP MASS COM   Acquisitions   2,700.00   -91,945.26
C405024100   HAEMONETICS CORP MASS COM   Dispositions   -6,500.00   215,418.40
C406216101   HALLIBURTON CO COM   Acquisitions   1,000.00   -11,909.95
C406216101   HALLIBURTON CO COM   Dispositions   -975.00   13,829.58
C406216101   HALLIBURTON CO COM   Free Delivery   -1,400.00   0.00
C41014S106   HANCOCK JOHN FINL SVCS INC COM ISIN US41014S1069   Acquisitions   1.03   -40.30
C41014S106   HANCOCK JOHN FINL SVCS INC COM ISIN US41014S1069   Dispositions   -300.00   12,314.58
C410293104   HANDSPRING INC COM   Acquisitions   14,909.00   -99,906.70
C410293104   HANDSPRING INC COM   Dispositions   -200.00   1,419.95
S903874W   HANG SENG INDEX DEC 2001 FUTURE   Free Delivery   -1.00   0.00
S903874W   HANG SENG INDEX DEC 2001 FUTURE   Free Receipt   3.00   0.00

C410768105   HANOVER COMPRESSOR CO COM (HOLDING COMPANY) COM   Acquisitions   700.00   -18,991.00
C410768105   HANOVER COMPRESSOR CO COM (HOLDING COMPANY) COM   Dispositions   -3,300.00   84,033.01
C412822108   HARLEY DAVIDSON INC COM   Acquisitions   0.39   -21.21
C412822108   HARLEY DAVIDSON INC COM   Dispositions   -278.79   14,215.71
C413160102   HARMONIC INC COM   Acquisitions   7,200.00   -87,218.64
C413160102   HARMONIC INC COM   Dispositions   -700.00   9,784.72
C404119109   HCA INC COM   Acquisitions   200.00   -7,829.95
C404119109   HCA INC COM   Dispositions   -20,500.00   791,753.27
C421924101   HEALTHSOUTH CORP COM STK   Acquisitions   100.00   -1,403.00
C421924101   HEALTHSOUTH CORP COM STK   Dispositions   -27,880.00   388,940.86
C428236103   HEWLETT-PACKARD CO COM   Acquisitions   7,300.00   -152,507.33
C428236103   HEWLETT-PACKARD CO COM   Dispositions   -6,000.00   136,495.43
C421933102   HLTH MGMT ASSOC INC NEW CL A COM   Acquisitions   500.00   -9,434.95
C421933102   HLTH MGMT ASSOC INC NEW CL A COM   Dispositions   -500.00   9,509.73
C437076102   HOME DEPOT INC COM   Acquisitions   6.58   -317.41
C437076102   HOME DEPOT INC COM   Dispositions   -500.00   24,969.21
C437076102   HOME DEPOT INC COM   Free Delivery   -1,001.04   0.00
C442487203   HOVNANIAN ENTERPRISES INC CL A   Acquisitions   150.00   -2,457.45
C442487203   HOVNANIAN ENTERPRISES INC CL A   Dispositions   -150.00   2,651.46
S256142U   HSEHD FIN CORP NT 6.375 DUE 10-15-2011 BEO   Acquisitions   10,000.00   -9,738.70
S256142U   HSEHD FIN CORP NT 6.375 DUE 10-15-2011 BEO   Dispositions   -50,000.00   49,293.00
C465754109   I2 TECHNOLOGIES INC COM   Acquisitions   2,750.00   -18,672.50
C465754109   I2 TECHNOLOGIES INC COM   Dispositions   -2,750.00   18,286.88
C451906101   IDENTIX INC COM   Acquisitions   200.00   -2,846.00
C45247T104   IMAGISTICS INTL INC COM   Dispositions   -1,088.00   12,274.95
C45247T104   IMAGISTICS INTL INC COM   Free Receipt   1,088.00   0.00
C452526106   IMMUCOR INC COM   Acquisitions   2,900.00   -26,709.00
C452526106   IMMUCOR INC COM   Dispositions   -2,900.00   27,172.09
C452528102   IMMUNEX CORP COM STK USD0.01   Acquisitions   200.00   -5,094.95
C452528102   IMMUNEX CORP COM STK USD0.01   Dispositions   -300.00   8,411.76
C456607100   INDYMAC BANCORP INC COM   Acquisitions   1,000.00   -22,404.95
C456607100   INDYMAC BANCORP INC COM   Dispositions   -500.00   10,984.63
C45768V108   INSIGHT COMMUNICATIONS INC CL A   Acquisitions   570.00   -11,277.45
C45768V108   INSIGHT COMMUNICATIONS INC CL A   Dispositions   -5,330.00   128,812.21
C45811K208   INTEGRATED CIRCUIT SYS INC COM NEW COM STK   Acquisitions   11,300.00   -236,200.51
C45811K208   INTEGRATED CIRCUIT SYS INC COM NEW COM STK   Dispositions   -3,800.00   81,478.40
C458118106   INTEGRATED DEVICE TECH INC COM   Acquisitions   98.00   -2,700.15
C458118106   INTEGRATED DEVICE TECH INC COM   Dispositions   -2,000.00   65,497.81
C458140100   INTEL CORP CAP   Acquisitions   500.00   -16,859.95
C458140100   INTEL CORP CAP   Dispositions   -95.00   3,103.04
C45840J107   INTERACTIVE DATA CORP COM   Acquisitions   200.00   -2,939.95
C45840J107   INTERACTIVE DATA CORP COM   Dispositions   -200.00   2,779.95
C46060X107   INTERNET SEC SYS INC COM   Acquisitions   100.00   -3,473.95
C46060X107   INTERNET SEC SYS INC COM   Dispositions   -100.00   2,921.95
C459200101   INTL BUSINESS MACHS CORP COM   Acquisitions   1,500.00   -179,697.15
C459200101   INTL BUSINESS MACHS CORP COM   Dispositions   -100.00   12,123.64
C459506101   INTL FLAVORS & FRAGRANCES INC COM   Acquisitions   151.00   -4,594.68
C459506101   INTL FLAVORS & FRAGRANCES INC COM   Dispositions   -100.00   2,992.90
C460146103   INTL PAPER CO COM   Acquisitions   1.38   -54.85
C460146103   INTL PAPER CO COM   Dispositions   -111.95   4,453.43
C460254105   INTL RECTIFIER CORP COM   Acquisitions   1,000.00   -33,764.95
C460254105   INTL RECTIFIER CORP COM   Dispositions   -8,100.00   277,119.29
S5679591   INVESTOR AB SEK6.25'B'   Acquisitions   3,800.00   -38,673.45
S5679591   INVESTOR AB SEK6.25'B'   Dispositions   -800.00   8,304.57
C461851107   INVISION TECHNOLOGIES INC COM   Acquisitions   100.00   -2,848.50
C461851107   INVISION TECHNOLOGIES INC COM   Dispositions   -200.00   6,821.79
C46145F105   INVT TECH GROUP INC NEW COM   Acquisitions   85.00   -3,332.20
C46145F105   INVT TECH GROUP INC NEW COM   Dispositions   -1,500.00   84,499.23
C464330109   ISIS PHARMACEUTICALS COM   Acquisitions   200.00   -4,020.95

C464330109   ISIS PHARMACEUTICALS COM   Dispositions   -200.00   4,198.90
C465823102   IVAX CORP COM   Acquisitions   3,100.00   -62,602.95
C465823102   IVAX CORP COM   Dispositions   -200.00   3,973.88
C47012E106   JAKKS PAC INC COM   Acquisitions   300.00   -5,956.95
C47012E106   JAKKS PAC INC COM   Dispositions   -200.00   4,134.91
C46612J101   JDS UNIPHASE CORP COM ISIN US46612J1016   Acquisitions   3,200.00   -28,320.00
C46612J101   JDS UNIPHASE CORP COM ISIN US46612J1016   Dispositions   -200.00   2,235.97
C478160104   JOHNSON & JOHNSON COM   Acquisitions   6.83   -382.65
C478160104   JOHNSON & JOHNSON COM   Dispositions   -2,900.00   166,496.49
C48203R104   JUNIPER NETWORKS INC COM   Acquisitions   275.00   -6,063.45
C48203R104   JUNIPER NETWORKS INC COM   Dispositions   -200.00   3,849.92
C482584109   K MART CORP COM   Acquisitions   200.00   -1,028.00
C482584109   K MART CORP COM   Dispositions   -2,000.00   12,199.57
C48666K109   KB HOME COM   Acquisitions   200.00   -8,120.00
C48666K109   KB HOME COM   Dispositions   -9,200.00   376,083.46
C500255104   KOHLS CORP COM   Acquisitions   100.00   -7,015.95
C500255104   KOHLS CORP COM   Dispositions   3,000.00   -208,961.62
C501014104   KRISPY KREME DOUGHNUTS INC COM STK ISIN#US5010141043   Acquisitions   100.00   -4,316.95
C501014104   KRISPY KREME DOUGHNUTS INC COM STK ISIN#US5010141043   Dispositions   -790.00   30,542.03
C501044101   KROGER CO COM   Acquisitions   100.00   -2,529.95
C501044101   KROGER CO COM   Dispositions   3,400.00   -68,722.24
C521863100   LEAP WIRELESS INTL INC COM   Acquisitions   4,310.00   -77,928.25
C521863100   LEAP WIRELESS INTL INC COM   Dispositions   -7,090.00   141,054.39
C524908100   LEHMAN BROS HLDGS INC COM   Acquisitions   0.11   -7.05
C524908100   LEHMAN BROS HLDGS INC COM   Dispositions   -200.00   13,086.46
C52729N100   LEVEL 3 COMMUNICATIONS INC COM STK   Acquisitions   1,000.00   -6,404.95
C52729N100   LEVEL 3 COMMUNICATIONS INC COM STK   Dispositions   -2,200.00   12,957.56
C532791100   LINCARE HLDGS INC COM   Acquisitions   5,300.00   -147,075.00
C532791100   LINCARE HLDGS INC COM   Dispositions   -150.00   3,980.91
C539830109   LOCKHEED MARTIN CORP COM   Acquisitions   136.00   -6,410.59
C539830109   LOCKHEED MARTIN CORP COM   Dispositions   -100.00   4,611.89
C546347105   LOUISIANA-PACIFIC CORP COM   Acquisitions   500.00   -4,154.95
C546347105   LOUISIANA-PACIFIC CORP COM   Dispositions   -300.00   2,561.94
C548661107   LOWES COS INC COM   Acquisitions   100.00   -4,766.00
C548661107   LOWES COS INC COM   Dispositions   -6,100.00   274,417.03
C502161102   LSI LOGIC CORP COM   Acquisitions   600.00   -9,989.95
C502161102   LSI LOGIC CORP COM   Dispositions   -300.00   4,571.89
C549463107   LUCENT TECHNOLOGIES INC COM STK   Acquisitions   1,000.00   -6,219.95
C549463107   LUCENT TECHNOLOGIES INC COM STK   Dispositions   -90.00   699.02
C556100105   MACROMEDIA INC COM   Acquisitions   1,410.00   -24,908.50
C556100105   MACROMEDIA INC COM   Dispositions   -3,140.00   81,712.63
C564055101   MANOR CARE INC NEW COM STK   Acquisitions   4,200.00   -89,516.28
C564055101   MANOR CARE INC NEW COM STK   Dispositions   -3,300.00   76,294.11
C565011103   MANUGISTICS GROUP INC COM   Acquisitions   6,890.00   -127,616.58
C565011103   MANUGISTICS GROUP INC COM   Dispositions   -900.00   14,384.56
C999599GH0   MAR 02 S&P 500   Free Delivery   -3.00   0.00
C999599GH0   MAR 02 S&P 500   Free Receipt   1.00   0.00
CG5876H105   MARVELL TECH GROUP MARVELL TECH GROUP INC   Acquisitions   780.00   -25,282.22
CG5876H105   MARVELL TECH GROUP MARVELL TECH GROUP INC   Dispositions   -3,060.00   114,501.38
C57685P304   MATRIXONE INC COM   Acquisitions   200.00   -1,671.95
C57685P304   MATRIXONE INC COM   Dispositions   -200.00   1,879.98
C577081102   MATTEL INC COM   Acquisitions   0.00   -0.03
C577081102   MATTEL INC COM   Dispositions   -400.00   7,339.79
C579780206   MC CORMICK & CO INC COM NON-VTG   Acquisitions   150.00   -6,396.45
C579780206   MC CORMICK & CO INC COM NON-VTG   Dispositions   -150.00   6,176.34
C580135101   MC DONALDS CORP COM   Acquisitions   8.79   -235.47
C580135101   MC DONALDS CORP COM   Dispositions   -200.00   5,191.82

C582266102   MCLEODUSA INC   Acquisitions   9,500.00   -5,870.99
C582266102   MCLEODUSA INC   Dispositions   -5,000.00   1,697.43
S0970857   MEDALLION TR MTG BKD NT SER 2000-2G CL A-1 FLTG RATE 12-18-2031 BEO   Acquisitions   589,337.44   -588,865.97
S0970857   MEDALLION TR MTG BKD NT SER 2000-2G CL A-1 FLTG RATE 12-18-2031 BEO   Dispositions   -97,290.28   97,290.28
C584699102   MEDIMMUNE INC COM   Acquisitions   900.00   -34,893.00
C584699102   MEDIMMUNE INC COM   Dispositions   -300.00   13,915.54
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CM6786D104   MEGAL SEC SYS LTD COM   Acquisitions   1,000.00   -13,804.95
CM6786D104   MEGAL SEC SYS LTD COM   Dispositions   -1,000.00   11,084.67
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C59151K108   METHANEX CORP COM STK   Dispositions   -20,763.00   118,932.72
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C59156R108   METLIFE INC COM ISIN US59156R1086   Dispositions   -600.00   18,467.38
C594087108   MICHAELS STORES INC COM   Acquisitions   300.00   -8,407.95
C594087108   MICHAELS STORES INC COM   Dispositions   -300.00   8,969.75
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C595094103   MICROMUSE INC COM   Dispositions   -2,970.00   43,852.07
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C594918104   MICROSOFT CORP COM   Dispositions   -500.00   33,618.92
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C59523C107   MID ATLC MED SVCS INC COM   Acquisitions   2,300.00   -51,241.01
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C60038B105   MILLENNIUM CELL INC COM   Dispositions   -3,200.00   16,287.44
C599902103   MILLENNIUM PHARMACEUTICALS INC COM   Acquisitions   33.00   -850.18
C599902103   MILLENNIUM PHARMACEUTICALS INC COM   Dispositions   -400.00   13,865.58
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C604059105   MINN MNG & MFG CO COM   Dispositions   -112.49   13,122.49
C604675108   MIRANT CORP COM   Acquisitions   1,500.00   -21,986.70
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C294103106   MLP EOTT ENERGY PARTNERS L P UNIT LTD PARTNERSHIP INT   Dispositions   -40.00   505.03
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C617446448   MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN #6174464486   Dispositions   -400.00   21,947.26
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C620076109   MOTOROLA INC COM   Dispositions   -1,000.00   17,909.45
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C631100104   NASDAQ 100 TR UNIT SER 1   Dispositions   -380.00   14,949.15
C631100104   NASDAQ 100 TR UNIT SER 1   Free Delivery   -2,000.00   0.00
S6624608   NATIONAL AUST BANK NPV   Acquisitions   223.00   -3,706.01
S6624608   NATIONAL AUST BANK NPV   Dispositions   -4,500.00   73,362.75
C637844309   NATL STL CORP CL B   Acquisitions   1,500.00   -3,120.00
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C64120L104   NETWORK APPLIANCE INC DEL   Acquisitions   500.00   -11,757.47
C64120L104   NETWORK APPLIANCE INC DEL   Dispositions   -1,000.00   18,924.40
C640938106   NETWORKS ASSOC INC COM STK   Acquisitions   200.00   -5,099.95
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C64125C109   NEUROCRINE BIOSCIENCES INC COM   Acquisitions   5,100.00   -238,425.00

C64125C109   NEUROCRINE BIOSCIENCES INC COM   Dispositions   -1,400.00   75,325.88
C651639106   NEWMONT MINING CORP NEW COM   Acquisitions   2.50   -48.66
C651639106   NEWMONT MINING CORP NEW COM   Dispositions   -100.00   1,934.93
C65332V103   NEXTEL COMMUNICATIONS INC CL A COM STK   Acquisitions   6,600.00   -70,514.40
C65332V103   NEXTEL COMMUNICATIONS INC CL A COM STK   Dispositions   -100.00   1,106.31
S6642860   NISSAN MOTOR CO Y50   Acquisitions   5,000.00   -24,373.26
S6642860   NISSAN MOTOR CO Y50   Dispositions   -4,000.00   19,079.91
C656568102   NORTEL NETWORKS CORP NEW COM   Acquisitions   1,500.00   -10,725.00
C656568102   NORTEL NETWORKS CORP NEW COM   Dispositions   -100.00   824.02
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C676220106   OFFICE DEPOT INC COM   Acquisitions   200.00   -3,606.00
C676220106   OFFICE DEPOT INC COM   Dispositions   -4,970.00   82,547.45
C68219P108   ON TECH CORP COM   Acquisitions   2,000.00   -5,859.90
C68219P108   ON TECH CORP COM   Dispositions   -5,000.00   15,099.49
C68389X105   ORACLE CORP COM   Acquisitions   200.00   -3,199.95
C68389X105   ORACLE CORP COM   Dispositions   -4,500.00   61,994.43
C671040103   OSI PHARMACEUTICALS INC COM   Acquisitions   650.00   -30,273.23
C671040103   OSI PHARMACEUTICALS INC COM   Dispositions   -1,000.00   46,323.45
C671044105   OSI SYS INC COM   Acquisitions   1,600.00   -24,992.00
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C69073F103   OWENS CORNING COM   Acquisitions   1,500.00   -2,370.00
C69073F103   OWENS CORNING COM   Dispositions   -1,500.00   2,579.91
C695210104   PACKETEER INC COM   Acquisitions   300.00   -2,155.83
C695210104   PACKETEER INC COM   Dispositions   -300.00   2,162.92
C703481101   PATTERSON-UTI ENERGY INC COM   Acquisitions   700.00   -15,375.50
C703481101   PATTERSON-UTI ENERGY INC COM   Dispositions   -5,000.00   107,520.91
C705107100   PEC SOLUTIONS INC COM STK   Acquisitions   100.00   -3,545.95
C705107100   PEC SOLUTIONS INC COM STK   Dispositions   -100.00   3,379.93
C712713106   PEOPLESOFT INC COM   Acquisitions   100.00   -4,095.36
C712713106   PEOPLESOFT INC COM   Dispositions   -100.00   4,219.90
C713409100   PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005   Acquisitions   970.00   -23,108.50
C713409100   PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005   Dispositions   -16,800.00   389,284.99
C713409100   PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005   Free Receipt   3,350.00   0.00
C713448108   PEPSICO INC COM   Acquisitions   4,000.00   -186,919.60
C713448108   PEPSICO INC COM   Dispositions   -400.00   19,647.34
C71366Q101   PEREGRINE SYS INC COM   Acquisitions   3,600.00   -53,307.36
C71366Q101   PEREGRINE SYS INC COM   Dispositions   -2,390.00   32,379.59
C714046109   PERKINELMER INC COM   Acquisitions   300.00   -9,932.95
C714046109   PERKINELMER INC COM   Dispositions   -713.00   23,141.77
C714265105   PEROT SYS CORP CDT-CL A COM STK   Acquisitions   200.00   -3,879.95
C714265105   PEROT SYS CORP CDT-CL A COM STK   Dispositions   -2,600.00   48,722.37
C716768106   PETSMART INC COM   Acquisitions   7,000.00   -63,350.00
C716768106   PETSMART INC COM   Dispositions   -500.00   4,489.89
C717081103   PFIZER INC COM   Acquisitions   100.00   -4,159.95
C717081103   PFIZER INC COM   Dispositions   -240.00   9,622.52
C718154107   PHILIP MORRIS COS INC COM   Acquisitions   11,900.00   -543,675.30
C718154107   PHILIP MORRIS COS INC COM   Dispositions   -250.00   11,392.16
C718507106   PHILLIPS PETRO CO COM   Acquisitions   7.67   -433.82
C718507106   PHILLIPS PETRO CO COM   Dispositions   -8,900.00   504,745.76
C718592108   PHILLIPS VAN HEUSEN CORP COM   Acquisitions   4,300.00   -46,400.87
C718592108   PHILLIPS VAN HEUSEN CORP COM   Dispositions   -7,000.00   77,653.30
C719405102   PHOTRONICS INC COM   Acquisitions   95.00   -2,710.10
C719405102   PHOTRONICS INC COM   Dispositions   -1,600.00   48,487.82
C725906101   PLACER DOME INC COM   Acquisitions   1,000.00   -10,584.95
C725906101   PLACER DOME INC COM   Dispositions   -1,000.00   10,784.69

C69344F106   PMC SIERRA INC COM   Acquisitions   1,400.00   -29,890.00
C69344F106   PMC SIERRA INC COM   Dispositions   -10,700.00   293,240.84
C739308104   POWER-ONE INC COM   Acquisitions   1,030.00   -12,609.16
C739308104   POWER-ONE INC COM   Dispositions   -100.00   1,069.01
C741503106   PRICELINE COM INC COM   Acquisitions   2,800.00   -15,568.00
C741503106   PRICELINE COM INC COM   Dispositions   -2,800.00   15,091.49
C742718109   PROCTER & GAMBLE CO COM   Acquisitions   600.00   -46,236.00
C742718109   PROCTER & GAMBLE CO COM   Dispositions   -1,400.00   113,156.68
C746144104   PURCHASEPRO COM INC COM STK   Acquisitions   500.00   -761.98
C746144104   PURCHASEPRO COM INC COM STK   Dispositions   -6,000.00   7,799.72
C747277101   QLOGIC CORP COM   Acquisitions   1,310.00   -67,005.98
C747277101   QLOGIC CORP COM   Dispositions   -4,530.00   251,044.23
C747525103   QUALCOMM INC COM   Acquisitions   7,900.00   -414,260.99
C747525103   QUALCOMM INC COM   Dispositions   -350.00   19,327.90
C748767100   QUINTILES TRANSNATIONAL CORP COM   Acquisitions   100.00   -1,505.00
C748767100   QUINTILES TRANSNATIONAL CORP COM   Dispositions   -200.00   3,374.93
C750438103   RADIOSHACK CORP COM   Acquisitions   300.00   -8,663.95
C750438103   RADIOSHACK CORP COM   Dispositions   -300.00   8,522.76
C75605L104   REALNETWORKS INC COM   Acquisitions   1,900.00   -13,908.00
C75605L104   REALNETWORKS INC COM   Dispositions   -1,900.00   13,641.54
C757209101   REDBACK NETWORKS INC COM ISIN US7572091012   Acquisitions   470.00   -2,200.45
C757209101   REDBACK NETWORKS INC COM ISIN US7572091012   Dispositions   -1,300.00   4,781.88
C75952J108   RELIANT ENERGY INC COM   Acquisitions   1.50   -37.50
C75952J108   RELIANT ENERGY INC COM   Dispositions   -511.72   13,079.39
C761152107   RESMED INC COM   Acquisitions   50.00   -3,032.95
C761152107   RESMED INC COM   Dispositions   -50.00   2,792.45
C749941100   RF MICRO DEVICES INC COM   Acquisitions   450.00   -10,861.45
C749941100   RF MICRO DEVICES INC COM   Dispositions   -10,460.00   198,968.71
C769320102   RIVERSTONE NETWORKS INC COM   Acquisitions   500.00   -9,070.00
C769320102   RIVERSTONE NETWORKS INC COM   Dispositions   -5,900.00   92,181.48
C774341101   ROCKWELL COLLINS INC COM   Acquisitions   285.00   -4,991.80
C774341101   ROCKWELL COLLINS INC COM   Dispositions   -285.00   5,276.57
S0661689   ROYAL&SUN ALLIANCE ORD GBP0.275   Acquisitions   1,677.00   -9,665.10
S0661689   ROYAL&SUN ALLIANCE ORD GBP0.275   Dispositions   -6,100.00   33,753.32
C749719100   RSA SEC INC COM COM USD0.01   Acquisitions   1,380.00   -22,583.56
C749719100   RSA SEC INC COM COM USD0.01   Dispositions   -150.00   1,949.94
C844741108   S.W. AIRL CO COM   Acquisitions   100.00   -1,849.00
C844741108   S.W. AIRL CO COM   Dispositions   -140.00   2,564.16
C80004C101   SANDISK CORP COM   Acquisitions   100.00   -1,475.95
C80004C101   SANDISK CORP COM   Dispositions   -100.00   1,345.00
C801003104   SANGSTAT MED CORP COM   Acquisitions   1,600.00   -31,440.00
C801003104   SANGSTAT MED CORP COM   Dispositions   -1,900.00   36,098.79
C800907107   SANMINA-SCI CORP FORMERLY SANMINA HLDGS COM COM   Acquisitions   1,510.00   -31,443.03
C800907107   SANMINA-SCI CORP FORMERLY SANMINA HLDGS COM COM   Dispositions   -800.00   19,089.41
C806605101   SCHERING-PLOUGH CORP COM   Acquisitions   500.00   -19,049.95
C806605101   SCHERING-PLOUGH CORP COM   Dispositions   -5,400.00   201,437.03
C808513105   SCHWAB CHARLES CORP COM NEW   Acquisitions   500.00   -7,804.95
C808513105   SCHWAB CHARLES CORP COM NEW   Dispositions   -950.00   14,604.69
C808655104   SCIENTIFIC-ATLANTA INC COM   Acquisitions   0.23   -5.50
C808655104   SCIENTIFIC-ATLANTA INC COM   Dispositions   -180.00   4,218.15
C81211K100   SEALED AIR CORP NEW COM STK   Acquisitions   6,200.00   -249,729.80
C81211K100   SEALED AIR CORP NEW COM STK   Dispositions   -290.00   11,484.97
C817492101   SERENA SOFTWARE INC COM   Acquisitions   300.00   -7,801.95
C817492101   SERENA SOFTWARE INC COM   Dispositions   -1,000.00   21,800.27
C820280105   SHAW GROUP INC COM   Acquisitions   150.00   -3,272.95
C820280105   SHAW GROUP INC COM   Dispositions   -70.00   1,546.94
C826170102   SIEBEL SYS INC COM   Acquisitions   150.00   -4,235.61
C826170102   SIEBEL SYS INC COM   Dispositions   -7,100.00   178,769.91
C82966U103   SIRIUS SATELLITE RADIO INC COM   Acquisitions   100.00   -1,130.98
C82966U103   SIRIUS SATELLITE RADIO INC COM   Dispositions   -900.00   5,999.84
C830879102   SKYWEST INC COM   Acquisitions   198.00   -4,924.51

C830879102   SKYWEST INC COM   Dispositions   -198.00   4,721.89
C832248108   SMITHFIELD FOODS INC COM   Acquisitions   500.00   -12,374.95
C832248108   SMITHFIELD FOODS INC COM   Dispositions   -1,000.00   23,044.28
C834092108   SOLA INTL INC COM   Acquisitions   4,500.00   -85,770.00
C834092108   SOLA INTL INC COM   Dispositions   -700.00   13,324.47
C834182107   SOLECTRON CORP COM   Acquisitions   3,800.00   -54,568.00
C834182107   SOLECTRON CORP COM   Dispositions   -1,700.00   17,935.92
C835916107   SONUS NETWORKS INC COM ISIN US8359161077   Acquisitions   2,500.00   -13,750.00
C835916107   SONUS NETWORKS INC COM ISIN US8359161077   Dispositions   -2,500.00   13,799.52
C842587107   SOUTHERN CO COM STK   Acquisitions   200.00   -5,002.00
S904209W   SPI 200 FUTURES DEC 2001 FUTURE 31/12/2001   Free Delivery   -2.00   0.00
S904209W   SPI 200 FUTURES DEC 2001 FUTURE 31/12/2001   Free Receipt   3.00   0.00
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C84855W109   SPINNAKER EXPL CO COM   Acquisitions   7,020.00   -258,564.15
C84855W109   SPINNAKER EXPL CO COM   Dispositions   -2,300.00   101,146.02
C784635104   SPX CORP COM   Acquisitions   2,000.00   -240,586.00
C784635104   SPX CORP COM   Dispositions   -450.00   58,327.77
C855244109   STARBUCKS CORP COM   Acquisitions   375.00   -7,308.75
C855244109   STARBUCKS CORP COM   Dispositions   -400.00   7,819.78
C86211E103   STORAGENETWORKS INC COM   Acquisitions   3,000.00   -20,700.00
C86211E103   STORAGENETWORKS INC COM   Dispositions   -500.00   3,469.88
C866810104   SUN MICROSYSTEMS INC COM STK $.00067 PAR   Acquisitions   2,380.00   -31,249.40
C866810104   SUN MICROSYSTEMS INC COM STK $.00067 PAR   Dispositions   -400.00   4,735.84
C86764P109   SUNOCO INC COM   Acquisitions   4,600.00   -172,304.96
C86764P109   SUNOCO INC COM   Dispositions   -100.00   3,696.87
S6867748   SWIRE PACIFIC 'A'HKD0.60   Acquisitions   3,000.00   -15,717.92
S6867748   SWIRE PACIFIC 'A'HKD0.60   Dispositions   -3,000.00   14,508.56
C871829107   SYSCO CORP COM   Acquisitions   265.00   -7,122.00
C871829107   SYSCO CORP COM   Dispositions   -100.00   2,668.91
C87612E106   TARGET CORP COM   Acquisitions   0.29   -10.47
C87612E106   TARGET CORP COM   Dispositions   -2,900.00   104,278.77
S6881436   TELECOM CORP OF NZ NPV   Acquisitions   966.00   -1,977.28
S6881436   TELECOM CORP OF NZ NPV   Dispositions   -6,300.00   13,169.96
C88033G100   TENET HEALTHCARE CORP COM   Acquisitions   106.00   -6,455.21
C88033G100   TENET HEALTHCARE CORP COM   Dispositions   -7,200.00   431,846.63
C880770102   TERADYNE INC COM   Acquisitions   200.00   -5,710.00
C880770102   TERADYNE INC COM   Dispositions   -1,340.00   38,721.62
C880775101   TERAYON COMMUNICATION SYS COM   Acquisitions   5,000.00   -57,550.00
C880775101   TERAYON COMMUNICATION SYS COM   Dispositions   -100.00   779.97
C88632Q103   TIBCO SOFTWARE INC COM   Acquisitions   200.00   -2,844.95
C88632Q103   TIBCO SOFTWARE INC COM   Dispositions   -200.00   3,014.94
C888706108   TIVO INC COM   Acquisitions   3,300.00   -21,813.00
C888706108   TIVO INC COM   Dispositions   -2,900.00   16,529.43
C890333107   TOO INC COM STK   Acquisitions   2,400.00   -64,766.88
C890333107   TOO INC COM STK   Dispositions   -5,900.00   160,304.73
S903906W   TOPIX INDEX DEC 2001 FUTURE   Free Delivery   -5.00   0.00
S903906W   TOPIX INDEX DEC 2001 FUTURE   Free Receipt   5.00   0.00
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S903906L   TOPIX INDEX DEC 2001 FUTURE (LIAB)   Free Receipt   5.00   0.00
S904903W   TOPIX INDEX FUTURE 07/03/2002   Free Delivery   -3.00   0.00
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S904903L   TOPIX INDEX FUTURE 07/03/2002 (LIAB)   Free Delivery   -19.00   0.00
S904903L   TOPIX INDEX FUTURE 07/03/2002 (LIAB)   Free Receipt   3.00   0.00
C891027104   TORCHMARK CORP COM   Acquisitions   2,500.00   -95,602.75
C891027104   TORCHMARK CORP COM   Dispositions   -100.00   3,877.87
C892335100   TOYS R US INC (HOLDING COMPANY)   Acquisitions   500.00   -11,289.95

C892335100   TOYS R US INC (HOLDING COMPANY)   Dispositions   -500.00   10,859.68
C894065101   TRANSWITCH CORP COM   Acquisitions   2,500.00   -14,150.00
C894065101   TRANSWITCH CORP COM   Dispositions   -4,400.00   20,723.29
C873168108   TXU CORP COM   Acquisitions   200.00   -9,196.00
C873168108   TXU CORP COM   Dispositions   -4,000.00   178,503.24
C902124106   TYCO INTL LTD NEW COM   Acquisitions   200.00   -11,729.95
C902124106   TYCO INTL LTD NEW COM   Dispositions   -400.00   21,869.32
C902124106   TYCO INTL LTD NEW COM   Free Receipt   181.00   0.00
C902549500   UAL CORP COM STK PAR $0.01   Acquisitions   2,000.00   -26,360.00
C902549500   UAL CORP COM STK PAR $0.01   Dispositions   -4,500.00   55,213.15
C90262T308   UCBH HLDGS INC COM   Acquisitions   168.00   -4,629.87
C90262T308   UCBH HLDGS INC COM   Dispositions   -300.00   8,179.31
C78462F103   UIT SPDR TR UNIT SER 1 CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   Acquisitions   1,880.00   -215,316.40
C78462F103   UIT SPDR TR UNIT SER 1 CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   Dispositions   -50.00   5,825.85
S904446U   US 10 YR T-NOTE MARCH 2002 FUTURE   Free Delivery   -1.00   0.00
S904446U   US 10 YR T-NOTE MARCH 2002 FUTURE   Free Receipt   52.00   0.00
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S904208L   US T-BOND 03-20-2002   Free Receipt   1.00   0.00
S904208U   US T-BOND MAR 2002 FUTURE 03-20-2002   Free Delivery   -1.00   0.00
S904208U   US T-BOND MAR 2002 FUTURE 03-20-2002   Free Receipt   7.00   0.00
S904446L   US T-NOTE MARCH 2002 FUTURE   Free Delivery   -6.00   0.00
S904446L   US T-NOTE MARCH 2002 FUTURE   Free Receipt   69.00   0.00
C90338R104   US UNWIRED INC CL A COM STK   Acquisitions   4,300.00   -44,664.96
C90338R104   US UNWIRED INC CL A COM STK   Dispositions   -500.00   5,117.32
C90390U102   USA EDUCATION INC COM   Acquisitions   53.00   -4,584.84
C90390U102   USA EDUCATION INC COM   Dispositions   -790.00   67,127.62
C913017109   UTD TECHNOLOGIES CORP COM   Acquisitions   0.22   -13.50
C913017109   UTD TECHNOLOGIES CORP COM   Dispositions   -100.00   6,455.78
C918076100   UTSTARCOM INC COM   Acquisitions   187.00   -4,719.26
C918076100   UTSTARCOM INC COM   Dispositions   -590.00   17,721.76
C91913Y100   VALERO ENERGY CORP COM STK NEW   Acquisitions   0.57   -20.19
C91913Y100   VALERO ENERGY CORP COM STK NEW   Dispositions   -15,100.00   555,528.59
C92220P105   VARIAN MED SYS INC COM ISIN #US9222091057   Acquisitions   700.00   -48,180.51
C92220P105   VARIAN MED SYS INC COM ISIN #US9222091057   Dispositions   -3,800.00   264,280.04
C92343E102   VERISIGN INC COM   Acquisitions   100.00   -3,962.95
C92343E102   VERISIGN INC COM   Dispositions   -200.00   7,314.81
C923436109   VERITAS SOFTWARE CORP COM   Acquisitions   170.00   -7,647.95
C923436109   VERITAS SOFTWARE CORP COM   Dispositions   -300.00   12,604.57
C92675K106   VIISAGE TECH INC COM   Acquisitions   1,000.00   -10,534.95
C92675K106   VIISAGE TECH INC COM   Dispositions   -200.00   2,624.96
C92831E101   VISIONICS CORP DEL COM   Acquisitions   900.00   -11,399.95
C92831E101   VISIONICS CORP DEL COM   Dispositions   -900.00   11,729.64
C929903102   WACHOVIA CORP 2ND NEW COM   Acquisitions   4,500.00   -140,818.05
C929903102   WACHOVIA CORP 2ND NEW COM   Dispositions   -1,000.00   31,475.15
C931422109   WALGREEN CO COM   Acquisitions   100.00   -3,374.00
C931422109   WALGREEN CO COM   Dispositions   -400.00   12,808.62
C932270101   WALLACE COMPUTER SVCS INC COM   Acquisitions   1.45   -27.37
C932270101   WALLACE COMPUTER SVCS INC COM   Dispositions   -167.35   3,223.27
C932270101   WALLACE COMPUTER SVCS INC COM   Free Delivery   0.00   0.00
C931142103   WAL-MART STORES INC COM   Acquisitions   200.00   -10,729.95
C931142103   WAL-MART STORES INC COM   Dispositions   -500.00   27,469.13
C931142103   WAL-MART STORES INC COM   Free Delivery   -800.00   0.00
C947684106   WEBSENSE INC COM STK ISIN# US9476841062   Acquisitions   2,000.00   -53,100.00
C947684106   WEBSENSE INC COM STK ISIN# US9476841062   Dispositions   -900.00   28,079.06
C949746101   WELLS FARGO & CO NEW COM STK   Acquisitions   1.89   -81.21
C949746101   WELLS FARGO & CO NEW COM STK   Dispositions   -500.00   21,679.27
C966837106   WHOLE FOODS MKT INC COM   Acquisitions   100.00   -4,662.95
C966837106   WHOLE FOODS MKT INC COM   Dispositions   -3,240.00   144,371.52

C972232102   WILSON GREATBATCH TECHNOLOGIES INC COM   Acquisitions   100.00   -3,507.95
C972232102   WILSON GREATBATCH TECHNOLOGIES INC COM   Dispositions   -100.00   3,279.94
C974280109   WINN-DIXIE STORES INC COM   Acquisitions   14,700.00   -206,829.00
C974280109   WINN-DIXIE STORES INC COM   Dispositions   -6,300.00   88,401.16
C98157D106   WORLDCOM INC/WORLDCO   Acquisitions   1,600.00   -23,135.68
C98157D106   WORLDCOM INC/WORLDCO   Dispositions   -1,200.00   17,567.40
C983759101   XM SATELLITE RADIO HLDGS INC CL A   Acquisitions   1,000.00   -15,859.95
C983759101   XM SATELLITE RADIO HLDGS INC CL A   Dispositions   -350.00   4,519.89
C984332106   YAHOO INC COM   Acquisitions   560.00   -10,264.80
C984332106   YAHOO INC COM   Dispositions   -20.00   320.83
S6985264   YAMAHA MOTOR CO JPY50   Acquisitions   4,300.00   -25,187.48
S6985264   YAMAHA MOTOR CO JPY50   Dispositions   -2,000.00   11,881.33


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