UAL 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 fiscal year ended November 30, 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 November 30, 2001 and 2000, and the related statements of changes in net assets available for plan benefits for the years then ended. These financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on these financial statements based on our 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 November 30, 2001 and 2000, and the changes in its net assets available for plan benefits for the years then ended 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 November 30, 2001 and 2000

(in thousands)


 
2001
 
2000
ASSETS:      
    Investments:      
      Cash and cash equivalents
$    606,575
 
$    641,244
      Equity securities, net of offsets
1,039,373
 
1,348,154
      Asset backed securities
40,824
 
18,040
      Corporate and international bonds
71,935
 
52,341
      Government securities and other fixed instruments,      
         net of offsets
127,769
 
164,729
      Other assets, net
14,208
 
17,917
      Securities on loan (see Note 2)
156,125
 
-
          Total investments
2,056,809
 
2,242,425
       
     Accrued income, net
2,935
 
3,490
       
      Collateral received for securities loaned (see Note 2)
154,140
 
106,890
       
           Total Assets
2,213,884
 
2,352,805
       
LIABILITIES:      
      Pending trade payables, net
(87,708)
 
(61,072)
      Obligation for collateral received for securities       
            loaned (see Note 2)
(154,140)
 
      (106,890)
           Total liabilities
(241,848)
 
(167,962)
       
NET ASSETS AVAILABLE FOR PLAN BENEFITS
$1,972,036
 
$2,184,843

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 Years Ended November 30, 2001 and 2000

(in thousands)


   
2001
 
2000
RESULTS OF INVESTMENT ACTIVITY:        
  Net depreciation in value of investments (see Note 2)  
$ (234,729)
 
$ (150,275)
  Interest  
46,276
 
50,653
  Dividends  
13,461
 
15,931
  Other income (loss)  
(5,821)
 
4,737
  Income from securities lending  
500
 
450
            Total investment activity  
(180,313)
 
(78,504)
         
CONTRIBUTIONS        
  Employer  
165,070
 
95,743
  Employee  
56,421
 
23,450
         
            Total contributions  
221,491
 
119,193
         
BENEFIT PAYMENTS  
(241,896)
 
(298,694)
         
ADMINISTRATIVE EXPENSES  
(12,089)
 
(14,049)
         
            Net decrease in net assest available for plan        
                benefits during the year  
(212,807)
 
(272,054)
         
NET ASSETS AVAILABLE FOR PLAN BENEFITS        
    Beginning of the year  
2,184,843
 
2,456,897
    End of the year  
$1,972,036
       $2,184,843

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

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

NOTES TO FINANCIAL STATEMENTS

November 30, 2001 and 2000

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.

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 $4,736,751 and $2,702,865 for 2001 and 2000, respectively, 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

In September, 1999, the American Institute of Certified Public Accountants issued Statement of Position 99-3 ("SOP 99-3"), "Accounting for and Reporting of Certain Defined Contribution Plan Investments and Other Disclosure Matters."  SOP 99-3 simplifies the disclosure for certain investments and is effective for plan years ending after December 15, 1999.  The Plan adopted SOP 99-3 during the Plan year ending November 30, 2000.

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:

   
November 30
 
 
2001
 
2000
  Money Market Fund
$451,272
 
$444,811
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 2001 and 2000, the Plan investments depreciated in value by $234,729 and $150,275, respectively, as follows (in thousands):

   
2001
 
2000
         
  UAL Stock Fund  
$(39,684)
 
$(63,912)
  Short-Term  Securities Fund  
2,545
 
(605)
  Diversified  Bond Fund  
5,831
 
1,646
  Government Bond Fund  
1,546
 
3,859
Value Equity Fund  
(376)
 
5,586
  Growth Equity Fund  
(78,014)
 
(30,019)
  Small Cap Equity Fund  
(8,655)
 
4,218
  International Equity Fund  
(22,947)
 
(14,025)
  S & P 500 Index Fund  
(43,513)
 
(16,777)
  Mutual Fund Option  
(9,445)
 
(11,330)
  Individual Brokerage Account Option        
         Cash  
3
 
-
         Equity securities  
(42,062)
 
(28,940)
         Corporate and international bonds  
66
 
(73)
         Government and securities  
(22)
 
97
          Other assets  
(2)
 
-
   
$(234,729)
 
$(150,275)

  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 6.50% to 10.50% for the year ended November 30, 2001, and 8.75% to 10.50% for the year ended November 30, 2000) 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 November 30, 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 November 30, 2001, certain participants had requested distributions from the plan, but were not paid until December.  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           $1,972,036
Less- Amounts allocated to withdrawing participants                 (2,234)
Net assets available for plan benefits per Form 5500          $1,969,802
Benefits paid to participants per financial statements             $241,896
Add- Amounts allocated to withdrawing participants at November 30, 2001                  2,234
Less- Amounts allocated to withdrawing participants at November 30, 2000              (16,978)
Benefits paid to participants per Form 5500             $227,152

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

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 YEAR) TO
NET ASSETS AVAILABLE FOR PLAN BENEFITS

As of November 30, 2001

(in thousands)


Total investments per statement of net assets available for plan benefits          $2,056,809
Less- Pending trade payables, net              (87,708)
Total assets per schedule of assets held for investment purposes          $1,969,101

 
 
 

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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Account
Number

  Identity of party involved
  Description of asset (include interest rate and maturity in case of a loan)
  Date
  Share/Par Value
  Cost of asset
  Current value of
asset on transaction date

  Net gain or (loss)
 
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   (1,150,000.00 ) 579,025.00   579,025.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   1,150,000.00   578,956.00   595,873.45   16,917.45  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/16/2001   3/16/2001   250,000.00   123,642.50   129,537.71   5,895.21  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 04/11/2001   4/11/2001   (200,000.00 ) 99,790.00   103,630.16   (3,840.16 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 04/26/2001   4/26/2001   (200,000.00 ) 101,500.00   103,630.16   (2,130.16 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/18/2001   6/18/2001   (1,000,000.00 ) 523,400.00   523,400.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/18/2001   6/18/2001   1,000,000.00   521,800.00   494,149.27   (27,650.73 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   200,000.00   105,328.00   98,829.85   (6,498.15 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   200,000.00   105,328.00   98,829.85   (6,498.15 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   (1,200,000.00 ) 603,120.00   603,120.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   1,200,000.00   601,200.00   623,822.25   22,622.25  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/15/2001   10/15/2001   (500,000.00 ) 256,730.00   259,925.94   (3,195.94 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/31/2001   10/31/2001   (100,000.00 ) 50,245.00   51,985.19   (1,740.19 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/07/2001   3/7/2001   (500,000.00 ) 736,015.00   722,000.81   14,014.19  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   (1,500,000.00 ) 2,173,800.00   2,173,800.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   1,500,000.00   2,171,235.00   2,092,721.51   (78,513.49 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 04/26/2001   4/26/2001   (200,000.00 ) 288,046.00   279,029.54   9,016.46  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/16/2001   6/16/2001   (1,300,000.00 ) 1,823,900.00   1,813,691.98   10,208.02  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/18/2001   6/18/2001   1,300,000.00   1,817,530.00   1,908,537.03   91,007.03  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/29/2001   6/29/2001   (400,000.00 ) 562,888.00   587,242.16   (24,354.16 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 07/04/2001   7/4/2001   500,000.00   702,200.00   734,052.70   31,852.70  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 07/25/2001   7/25/2001   (250,000.00 ) 356,290.00   367,026.35   (10,736.35 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   300,000.00   432,639.00   440,431.62   7,792.62  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   300,000.00   432,639.00   440,431.62   7,792.62  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/28/2001   8/28/2001   (200,000.00 ) 289,792.00   293,621.08   (3,829.08 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   (1,250,000.00 ) 1,833,000.00   1,833,000.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   1,250,000.00   1,826,300.00   1,781,803.45   (44,496.55 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/27/2001   9/27/2001   (500,000.00 ) 734,500.00   712,721.38   21,778.62  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/03/2001   10/3/2001   500,000.00   734,325.00   712,721.38   (21,603.62 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/31/2001   10/31/2001   (500,000.00 ) 726,035.00   712,721.38   13,313.62  

UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 11/08/2001   11/8/2001   500,000.00   728,275.00   712,721.38   (15,553.62 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 11/19/2001   11/19/2001   (250,000.00 ) 356,125.00   356,360.69   (235.69 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 12/11/2000   12/11/2000   (500,000.00 ) 728,875.00   722,000.81   6,874.19  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 02/26/2001   2/26/2001   (500,000.00 ) 458,655.00   453,276.28   5,378.72  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   (4,600,000.00 ) 4,203,480.00   4,203,480.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   4,600,000.00   4,206,332.00   3,918,495.30   (287,836.70 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/16/2001   3/16/2001   1,500,000.00   1,342,200.00   1,277,770.21   (64,429.79 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/30/2001   3/30/2001   (2,000,000.00 ) 1,771,000.00   1,703,693.61   67,306.39  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 04/03/2001   4/3/2001   1,000,000.00   880,450.00   851,846.80   (28,603.20 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 04/04/2001   4/4/2001   (500,000.00 ) 450,800.00   425,923.40   24,876.60  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/01/2001   6/1/2001   500,000.00   423,450.00   425,923.40   2,473.40  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/15/2001   6/15/2001   (500,000.00 ) 430,495.00   464,722.89   (34,227.89 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/18/2001   6/18/2001   (5,100,000.00 ) 4,393,140.00   4,393,140.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/18/2001   6/18/2001   5,100,000.00   4,385,490.00   4,740,173.43   354,683.43  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/27/2001   6/27/2001   (1,000,000.00 ) 860,650.00   929,445.77   (68,795.77 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 07/05/2001   7/5/2001   1,000,000.00   836,410.00   929,445.77   93,035.77  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 07/23/2001   7/23/2001   (500,000.00 ) 433,895.00   464,722.89   (30,827.89 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   750,000.00   684,862.50   697,084.33   12,221.83  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   750,000.00   684,862.50   697,084.33   12,221.83  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/31/2001   8/31/2001   (1,000,000.00 ) 910,320.00   929,445.77   (19,125.77 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/04/2001   9/4/2001   1,000,000.00   892,745.00   929,445.77   36,700.77  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   (4,850,000.00 ) 4,487,705.00   4,487,705.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   4,850,000.00   4,479,460.00   4,341,171.15   (138,288.85 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/20/2001   9/20/2001   (500,000.00 ) 462,300.00   447,543.42   14,756.58  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/28/2001   9/28/2001   (1,000,000.00 ) 912,620.00   895,086.84   17,533.16  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/17/2001   10/17/2001   1,000,000.00   901,520.00   895,086.84   (6,433.16 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/29/2001   10/29/2001   (1,000,000.00 ) 898,710.00   895,086.84   3,623.16  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/30/2001   10/30/2001   (600,000.00 ) 544,140.00   537,052.10   7,087.90  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 11/02/2001   11/2/2001   1,000,000.00   901,740.00   895,086.84   (6,653.16 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 11/19/2001   11/19/2001   (500,000.00 ) 441,675.00   447,543.42   (5,868.42 )

UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/07/2001   3/7/2001   50,000,000.00   419,013.14   410,509.03   (8,504.11 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   (275,000,000.00 ) 2,289,758.53   2,289,758.53   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   275,000,000.00   2,319,129.02   2,230,422.97   (88,706.05 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/16/2001   3/16/2001   100,000,000.00   825,055.28   811,062.90   (13,992.38 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 04/06/2001   4/6/2001   (50,000,000.00 ) 406,177.14   405,531.45   645.69  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 05/01/2001   5/1/2001   (50,000,000.00 ) 411,461.68   405,531.45   5,930.23  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/18/2001   6/18/2001   (275,000,000.00 ) 2,232,142.86   2,232,142.86   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/18/2001   6/18/2001   275,000,000.00   2,252,547.43   2,344,515.96   91,968.53  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/14/2001   8/14/2001   (50,000,000.00 ) 411,201.12   426,275.63   (15,074.51 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   60,000,000.00   501,140.09   511,530.76   10,390.67  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   60,000,000.00   501,140.09   511,530.76   10,390.67  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/27/2001   8/27/2001   (50,000,000.00 ) 417,522.59   426,275.63   (8,753.04 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   (235,000,000.00 ) 1,999,659.63   1,999,659.63   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   235,000,000.00   2,012,847.97   1,909,574.51   (103,273.46 )
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/31/2001   10/31/2001   (85,000,000.00 ) 697,012.69   690,697.16   6,315.53  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 02/26/2001   2/26/2001   458,655.00   458,655.00   458,655.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/07/2001   3/7/2001   (419,013.14 ) 419,013.14   419,013.14   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/07/2001   3/7/2001   736,015.00   736,015.00   736,015.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   4,203,480.00   4,203,480.00   4,203,480.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   2,173,800.00   2,173,800.00   2,173,800.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   2,289,758.53   2,289,758.53   2,289,758.53   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   579,025.00   579,025.00   579,025.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   (4,206,332.00 ) 4,206,332.00   4,206,332.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   (2,171,235.00 ) 2,171,235.00   2,171,235.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   (2,319,129.02 ) 2,319,129.02   2,319,129.02   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/13/2001   3/13/2001   (578,956.00 ) 578,956.00   578,956.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/16/2001   3/16/2001   (825,055.28 ) 825,055.28   825,055.28   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/16/2001   3/16/2001   (1,342,200.00 ) 1,342,200.00   1,342,200.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/16/2001   3/16/2001   (123,642.50 ) 123,642.50   123,642.50   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 03/30/2001   3/30/2001   1,771,000.00   1,771,000.00   1,771,000.00   0  

UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 04/03/2001   4/3/2001   (880,450.00 ) 880,450.00   880,450.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 04/04/2001   4/4/2001   450,800.00   450,800.00   450,800.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 04/06/2001   4/6/2001   406,177.14   406,177.14   406,177.14   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 04/11/2001   4/11/2001   99,790.00   99,790.00   99,790.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 04/26/2001   4/26/2001   101,500.00   101,500.00   101,500.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 04/26/2001   4/26/2001   288,046.00   288,046.00   288,046.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 05/01/2001   5/1/2001   411,461.68   411,461.68   411,461.68   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/01/2001   6/1/2001   (423,450.00 ) 423,450.00   423,450.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/15/2001   6/15/2001   430,495.00   430,495.00   430,495.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/16/2001   6/16/2001   1,823,900.00   1,823,900.00   1,823,900.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/18/2001   6/18/2001   2,232,142.86   2,232,142.86   2,232,142.86   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/18/2001   6/18/2001   4,393,140.00   4,393,140.00   4,393,140.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/18/2001   6/18/2001   523,400.00   523,400.00   523,400.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/18/2001   6/18/2001   (521,800.00 ) 521,800.00   521,800.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/18/2001   6/18/2001   (2,252,547.43 ) 2,252,547.43   2,252,547.43   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/18/2001   6/18/2001   (1,817,530.00 ) 1,817,530.00   1,817,530.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/18/2001   6/18/2001   (4,385,490.00 ) 4,385,490.00   4,385,490.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/27/2001   6/27/2001   860,650.00   860,650.00   860,650.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 06/29/2001   6/29/2001   562,888.00   562,888.00   562,888.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 07/04/2001   7/4/2001   (702,200.00 ) 702,200.00   702,200.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 07/05/2001   7/5/2001   (836,410.00 ) 836,410.00   836,410.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 07/23/2001   7/23/2001   433,895.00   433,895.00   433,895.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 07/25/2001   7/25/2001   356,290.00   356,290.00   356,290.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/14/2001   8/14/2001   411,201.12   411,201.12   411,201.12   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   (105,328.00 ) 105,328.00   105,328.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   (684,862.50 ) 684,862.50   684,862.50   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   (432,639.00 ) 432,639.00   432,639.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   (501,140.09 ) 501,140.09   501,140.09   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   (105,328.00 ) 105,328.00   105,328.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   (684,862.50 ) 684,862.50   684,862.50   0  

UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   (432,639.00 ) 432,639.00   432,639.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/16/2001   8/16/2001   (501,140.09 ) 501,140.09   501,140.09   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/27/2001   8/27/2001   417,522.59   417,522.59   417,522.59   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/28/2001   8/28/2001   289,792.00   289,792.00   289,792.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 08/31/2001   8/31/2001   910,320.00   910,320.00   910,320.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/04/2001   9/4/2001   (892,745.00 ) 892,745.00   892,745.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   603,120.00   603,120.00   603,120.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   4,487,705.00   4,487,705.00   4,487,705.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   1,833,000.00   1,833,000.00   1,833,000.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   1,999,659.63   1,999,659.63   1,999,659.63   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   (601,200.00 ) 601,200.00   601,200.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   (4,479,460.00 ) 4,479,460.00   4,479,460.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   (1,826,300.00 ) 1,826,300.00   1,826,300.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/17/2001   9/17/2001   (2,012,847.97 ) 2,012,847.97   2,012,847.97   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/20/2001   9/20/2001   462,300.00   462,300.00   462,300.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/27/2001   9/27/2001   734,500.00   734,500.00   734,500.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 09/28/2001   9/28/2001   912,620.00   912,620.00   912,620.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/03/2001   10/3/2001   (734,325.00 ) 734,325.00   734,325.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/15/2001   10/15/2001   256,730.00   256,730.00   256,730.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/17/2001   10/17/2001   (901,520.00 ) 901,520.00   901,520.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/29/2001   10/29/2001   898,710.00   898,710.00   898,710.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/30/2001   10/30/2001   544,140.00   544,140.00   544,140.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/31/2001   10/31/2001   726,035.00   726,035.00   726,035.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/31/2001   10/31/2001   697,012.69   697,012.69   697,012.69   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 10/31/2001   10/31/2001   50,245.00   50,245.00   50,245.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 11/02/2001   11/2/2001   (901,740.00 ) 901,740.00   901,740.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 11/08/2001   11/8/2001   (728,275.00 ) 728,275.00   728,275.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 11/19/2001   11/19/2001   441,675.00   441,675.00   441,675.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 11/19/2001   11/19/2001   356,125.00   356,125.00   356,125.00   0  
UAL01   STATE STREET BOSTON DTC #997   FX DEAL TRANSACTED ON 12/11/2000   12/11/2000   728,875.00   728,875.00   728,875.00   0  
                Total FX Deals with State Street Boston DTC       167,358,779.52   167,223,287.09   (143,644.35 )

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 = 2783   1,307,106,292.14   1,307,106,292.14   0
Total number of sales = 2956   1,348,619,943.94   1,348,619,943.94   0
TOTAL COLTV SHORT TERM INVT FD   2,655,726,236.08   2,655,726,236.08   0

MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV

 

 

 

 

 

 
Total number of purchases = 128   289,348,851.76   289,348,851.76   0
Total number of sales = 133   280,951,810.94   280,951,810.94   0
TOTAL MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV   570,300,662.70   570,300,662.70   0

MFO FRANK RUSSELL UAL STIF

 

 

 

 

 

 
Total number of purchases = 85   206,257,647.06   206,257,647.06   0
Total number of sales = 37   222,600,000.00   222,600,000.00   0
TOTAL MFO FRANK RUSSELL UAL STIF   428,857,647.06   428,857,647.06   0

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   (10,429.08 ) (10,429.08 ) (10,429.08 )
Non-Interest Bearing Cash — USD   Australian dollar   268.93   268.93   268.93  
Non-Interest Bearing Cash — USD   Australian dollar   0.22   0.22   0.22  
Non-Interest Bearing Cash — USD   Canadian dollar   318.85   318.85   318.85  
Non-Interest Bearing Cash — USD   Canadian dollar   0.01   0.01   0.01  
Non-Interest Bearing Cash — USD   Swiss franc   41.91   41.91   41.91  
Non-Interest Bearing Cash — USD   Swiss franc   310.24   310.24   310.24  
Non-Interest Bearing Cash — USD   Danish krone   14.52   14.52   14.52  
Non-Interest Bearing Cash — USD   Euro   639,756.26   639,756.26   639,756.26  
Non-Interest Bearing Cash — USD   Euro   120,528.03   120,528.03   120,528.03  
Non-Interest Bearing Cash — USD   Euro   599.67   599.67   599.67  
Non-Interest Bearing Cash — USD   British pound sterling   (12,873.62 ) (12,873.62 ) (12,873.62 )
Non-Interest Bearing Cash — USD   British pound sterling   6,423.05   6,423.05   6,423.05  
Non-Interest Bearing Cash — USD   British pound sterling   17,258.71   17,258.71   17,258.71  
Non-Interest Bearing Cash — USD   British pound sterling   24,745.28   24,745.28   24,745.28  
Non-Interest Bearing Cash — USD   British pound sterling   87.33   87.33   87.33  
Non-Interest Bearing Cash — USD   Hong Kong dollar   3,755.71   3,755.71   3,755.71  
Non-Interest Bearing Cash — USD   Hong Kong dollar   77,412.14   77,412.14   77,412.14  
Non-Interest Bearing Cash — USD   Hong Kong dollar   7.51   7.51   7.51  
Non-Interest Bearing Cash — USD   Hong Kong dollar   (165,124.80 ) (165,124.80 ) (165,124.80 )
Non-Interest Bearing Cash — USD   Indonesian rupiah   0.07   0.07   0.07  
Non-Interest Bearing Cash — USD   Japanese yen   (160,952.87 ) (160,952.87 ) (160,952.87 )
Non-Interest Bearing Cash — USD   Japanese yen   1,113.24   1,113.24   1,113.24  
Non-Interest Bearing Cash — USD   Japanese yen   142,240.34   142,240.34   142,240.34  
Non-Interest Bearing Cash — USD   Japanese yen   58,214.42   58,214.42   58,214.42  
Non-Interest Bearing Cash — USD   Mexican peso   67.94   67.94   67.94  
Non-Interest Bearing Cash — USD   Mexican peso   25.27   25.27   25.27  
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   59.42   59.42   59.42  
Non-Interest Bearing Cash — USD   New Zealand dollar   45.44   45.44   45.44  
Non-Interest Bearing Cash — USD   New Zealand dollar   187.34   187.34   187.34  
Non-Interest Bearing Cash — USD   Swedish krona   71.49   71.49   71.49  
Non-Interest Bearing Cash — USD   Swedish krona   9.89   9.89   9.89  
Non-Interest Bearing Cash — USD   Singapore dollar   54.15   54.15   54.15  
Non-Interest Bearing Cash — USD   Singapore dollar   191.13   191.13   191.13  
Non-Interest Bearing Cash — USD   United States dollar   35,449.36   35,449.36   35,449.36  
Non-Interest Bearing Cash — USD   United States dollar   1,793,441.69   1,793,441.69   1,793,441.69  
Non-Interest Bearing Cash — USD   United States dollar   1,783.38   1,783.38   1,783.38  
Non-Interest Bearing Cash — USD   United States dollar   2,565.20   2,565.20   2,565.20  
Non-Interest Bearing Cash — USD   United States dollar   (249,542.06 ) (249,542.06 ) (249,542.06 )
Non-Interest Bearing Cash — USD   United States dollar   (4,348.57 ) (4,348.57 ) (4,348.57 )
Receivables — Other — USD   Pending foreign exchange purchases: Australian dollar   0   601,200.00   623,822.25  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   145,114.99   147,802.55  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   179,924.58   179,772.13  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   199,000.00   198,749.44  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   29,982.62   29,345.52  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   649,445.40   664,342.42  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   119,884.36   119,782.78  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   96,851.30   96,304.07  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   374,926.16   370,535.10  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   189,845.64   193,361.62  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   39,766.30   40,192.85  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   901,520.00   895,086.84  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   229,829.30   233,008.88  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   235,624.22   238,377.54  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   929,299.05   967,166.65  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   151,000.00   151,493.07  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   663,318.92   691,357.42  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   29,982.62   29,346.40  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   50,124.19   50,546.55  

Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   901,740.00   895,086.84  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   4,479,460.00   4,341,171.15  
Receivables — Other — USD   Pending foreign exchange purchases: Euro   0   79,990.55   83,120.24  
Receivables — Other — USD   Pending foreign exchange purchases: British pound sterling   0   1,826,300.00   1,781,803.45  
Receivables — Other — USD   Pending foreign exchange purchases: British pound sterling   0   728,275.00   712,721.38  
Receivables — Other — USD   Pending foreign exchange purchases: British pound sterling   0   19,931.66   19,964.63  
Receivables — Other — USD   Pending foreign exchange purchases: British pound sterling   0   734,325.00   712,721.38  
Receivables — Other — USD   Pending foreign exchange purchases: Japanese yen   0   2,012,847.97   1,909,574.51  
Receivables — Other — USD   Pending foreign exchange purchases: Japanese yen   0   30,232.42   28,722.01  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   256,730.00   256,730.00  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   912,620.00   912,620.00  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   3,557.43   3,557.43  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   898,710.00   898,710.00  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   462,300.00   462,300.00  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   544,140.00   544,140.00  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   726,035.00   726,035.00  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   50,245.00   50,245.00  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   52,333.71   52,333.71  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   734,500.00   734,500.00  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   697,012.69   697,012.69  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   592.20   592.20  
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   356,125.00   356,125.00  
Receivables — Other — USD   Pending foreign exchange purchases: United States dollar   0   441,675.00   441,675.00  
Receivables — Other — USD   Pending trade sales: Australian dollar   0   104.02   104.02  
Receivables — Other — USD   Pending trade sales: Euro   0   6,550.40   6,615.03  
Receivables — Other — USD   Pending trade sales: Euro   0   15,274.69   15,274.69  
Receivables — Other — USD   Pending trade sales: Hong Kong dollar   0   6,539.47   6,539.47  
Receivables — Other — USD   Pending trade sales: Japanese yen   0   40,451.29   40,722.34  
Receivables — Other — USD   Pending trade sales: Japanese yen   0   6,172.84   6,172.84  
Receivables — Other — USD   Pending trade sales: Japanese yen   0   52,086.11   52,399.17  
Receivables — Other — USD   Pending trade sales: United States dollar   0   732,274.11   732,274.11  
Receivables — Other — USD   Pending trade sales: United States dollar   0   655,559.38   655,559.38  
Receivables — Other — USD   Pending trade sales: United States dollar   0   169,630.07   169,630.07  
Receivables — Other — USD   Pending trade sales: United States dollar   0   6,955.76   6,955.76  
Receivables — Other — USD   Pending trade sales: United States dollar   0   13,265,858.96   13,265,858.96  
Receivables — Other — USD   Pending trade sales: United States dollar   0   163,861.14   163,861.14  
Receivables — Other — USD   Pending trade sales: United States dollar   0   630,567.82   630,567.82  
Receivables — Other — USD   Pending trade sales: United States dollar   0   73,342.36   73,342.36  
Receivables — Other — USD   Pending trade sales: United States dollar   0   78,820.54   78,820.54  
Receivables — Other — USD   Pending trade sales: United States dollar   0   665,248.88   665,248.88  

Receivables — Other — USD   Pending trade sales: United States dollar   0   1,322,359.12   1,322,359.12  
Interest Bearing Cash — USD   Australian dollar   140,946.89   137,425.82   140,946.89  
Interest Bearing Cash — USD   Canadian dollar   636.27   629.18   636.27  
Interest Bearing Cash — USD   Swiss franc   102,016.03   101,363.95   102,016.03  
Interest Bearing Cash — USD   Danish krone   481.15   477.54   481.15  
Interest Bearing Cash — USD   Euro   325,012.53   322,012.83   325,012.53  
Interest Bearing Cash — USD   British pound sterling   1,426.05   1,426.05   1,426.05  
Interest Bearing Cash — USD   British pound sterling   134,761.28   136,629.09   134,761.28  
Interest Bearing Cash — USD   Hong Kong dollar   28,594.14   28,593.82   28,594.14  
Interest Bearing Cash — USD   Norwegian krone   895.58   889.52   895.58  
Interest Bearing Cash — USD   New Zealand dollar   18,713.28   18,006.57   18,713.28  
Interest Bearing Cash — USD   Swedish krona   44,551.14   45,069.71   44,551.14  
Interest Bearing Cash — USD   Singapore dollar   25,666.93   25,920.81   25,666.93  
Interest Bearing Cash — USD   Singapore dollar   1,092.21   1,140.06   1,092.21  
Interest Bearing Cash — USD   United States dollar   14,230,952.44   14,230,952.44   14,230,952.44  
Interest Bearing Cash — USD   United States dollar   41,941.54   41,941.54   41,941.54  
Interest Bearing Cash — USD   United States dollar   5,706,494.58   5,706,494.58   5,706,494.58  
Interest Bearing Cash — USD   United States dollar   394,690.00   394,690.00   394,690.00  
Interest Bearing Cash — USD   United States dollar   1,439,972.45   1,439,972.45   1,439,972.45  
Interest Bearing Cash — USD   United States dollar   2,297,853.82   2,297,853.82   2,297,853.82  
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   87,862.50  
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   504,455.00  
U.S. Government Securities   PANAMA(REP OF) FRN 7/2016 USD10000   210,000.00   166,087.93   174,300.00  
U.S. Government Securities   7.43 DUE 08-01-2023 REG   364,484.08   390,567.46   373,254.48  
U.S. Government Securities   FHA 221D4 P9-00 PROJ GMAC 26 MCP 7.43 BDDUE 01-01-2021   997,868.90   1,019,632.42   1,052,971.22  
U.S. Government Securities   FHA INSD MTG P/T #091 REILLY 7.43 BD DUE07-01-2023   1,215,186.86   1,308,832.83   1,237,510.21  
U.S. Government Securities   FHA INSD PROJ #54 GREYSTONE SERV CORP 7.43 GTD MTG CTF DUE 5-1-23 REG   493,610.69   507,816.81   502,382.30  
U.S. Government Securities   FHA INSD PROJ GMAC POOL #1 7.483 DUE 04-01-2019 REG   2,663,019.60   2,705,014.19   2,686,229.68  
U.S. Government Securities   FHA PROJ #075-35261-PM SLEEPY HOLLOW APTS 7.73 PARTN CTF DUE 05-01-2021   1,516,229.02   1,571,192.11   1,543,172.86  
U.S. Government Securities   FHLMC 15 YR PARTN CTF (PC) 7 15 YEARS SETTLES DEC   600,000.00   624,187.50   624,186.00  
U.S. Government Securities   FHLMC 30 YR GOLD PARTN CTF (PC) 6.5 30 YEARS SETTLES DEC   5,900,000.00   6,040,000.00   5,973,750.00  
U.S. Government Securities   FHLMC 7.44 DUE 08-01-2022 REG   1,688,739.34   1,697,183.04   1,715,540.14  
U.S. Government Securities   FHLMC DEB 5.875 03-21-2011   35,000.00   34,786.15   35,525.00  
U.S. Government Securities   FHLMC DEB DTD 07/16/2001 5.5 07-15-2006   2,000,000.00   2,102,187.50   2,081,560.00  
U.S. Government Securities   FHLMC DTD 01/16/2001 5.25 01-15-2006   440,000.00   441,760.00   454,506.80  
U.S. Government Securities   FHLMC GROUP #A0-0952 9.0 MTG PARTN CTF DUE 09-01-2000 REG   808,041.48   859,049.11   874,446.33  
U.S. Government Securities   FHLMC GROUP #B0-0083 8.5 MTG PARTN CTF DUE 11-01-2002 REG   76,427.51   80,057.82   78,075.29  
U.S. Government Securities   FHLMC GROUP #B00549 8.5 MTG PARTN CTF DUE 04-01-2004 REG   24,263.10   24,934.13   24,786.21  
U.S. Government Securities   FHLMC MULTICLASS SER 1475 CL H 6.75 MTG PARTN CTF DUE 04-15-2006 REG   37,298.32   37,601.37   37,379.63  
U.S. Government Securities   FHLMC MULTICLASS SER 1564 CL I 6.5 MTG PARTN CTF DUE 05-15-2007 REG   150,767.40   23,934.32   5,465.32  

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   196,175.00  
U.S. Government Securities   FHLMC MULTICLASS SER 1618 6.0 MTG PARTN CTF DUE 10-15-2007 REG   413,251.16   61,535.69   18,079.74  
U.S. Government Securities   FHLMC MULTICLASS SER 1856 CL 1856-ZE 8 06-15-2018   69,308.26   72,329.23   74,527.87  
U.S. Government Securities   FHLMC MULTICLASS SER 2095 CL 2095-TI 7 11-15-2024   931,127.20   153,345.03   96,017.84  
U.S. Government Securities   FHLMC MULTICLASS SER E3 CL A 6.504 MTG PARTN CTF DUE 08-15-2032 REG   437,669.82   438,147.89   432,058.89  
U.S. Government Securities   FHLMC POOL #306670 11.25 GTD PARTN CTF DUE 04-01-2019 REG   42,764.83   46,961.12   49,152.19  
U.S. Government Securities   FHLMC REFERENCE NT 5.5 09-15-2011   645,000.00   650,282.06   646,612.50  
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   49,638.00  
U.S. Government Securities   FNMA 30 YR PASS-THROUGHS 6 30 YEARS SETTLES DEC   2,000,000.00   2,020,000.00   1,978,760.00  
U.S. Government Securities   FNMA 30 YR PASS-THROUGHS 6.5 30 YEARS SETTLES DEC   1,550,000.00   1,587,843.76   1,567,437.50  
U.S. Government Securities   FNMA BD 7.125 02-15-2005   700,000.00   738,295.46   766,717.00  
U.S. Government Securities   FNMA POOL # 066414 ADJ RT DUE 09-01-2028REG   1,445,684.75   1,471,135.21   1,511,571.96  
U.S. Government Securities   FNMA POOL # 300309 5.249 DUE 12-01-2024 REG   334,004.52   334,032.52   340,568.05  
U.S. Government Securities   FNMA POOL # 313968 ADJ RT DUE 12-01-2027REG   1,088,065.35   1,109,486.63   1,114,244.20  
U.S. Government Securities   FNMA POOL # 420656 8 DUE 07-01-2017 REG   456,779.99   470,197.91   489,919.40  
U.S. Government Securities   FNMA POOL # 443624 ADJ RT DUE 05-01-2023REG   566,635.14   576,639.80   576,284.94  
U.S. Government Securities   FNMA POOL # 516051 9.5 DUE 01-01-2021 REG   620,303.97   652,094.55   677,291.30  
U.S. Government Securities   FNMA POOL # 535460 8 DUE 09-01-2015 REG   174,570.84   177,680.39   182,917.07  
U.S. Government Securities   FNMA POOL # 538927 8 DUE 06-01-2015 REG   378,822.45   385,570.22   396,933.95  
U.S. Government Securities   FNMA PREASSIGN 00060 5.5 02-15-2006   1,040,000.00   1,038,233.04   1,083,222.40  
U.S. Government Securities   FNMA REMIC TR 1992-142 KB 1197.96766 08-25-2007   2,060.62   41,418.46   41,622.10  
U.S. Government Securities   FNMA REMIC TR SER 1996-39 CL H 8.0 GTD MTG PASS THRU CTF DUE 11-25-2023 REG   486,001.48   485,469.92   514,398.55  
U.S. Government Securities   FNMA STRIPPED POOL #35453 MTG BCK SEC SMBS SER K CL K-1 6% DUE 11-1-08 REG   642,869.70   639,655.36   652,994.14  
U.S. Government Securities   FNMA TBA POOL #9999999 6 DUE 12-01-2014 REG   550,000.00   560,312.50   556,704.50  
U.S. Government Securities   FNMA TBA POOL 5.5 15 YR DEC   200,000.00   200,750.00   198,876.00  
U.S. Government Securities   GNMA GPM POOL # 090741 11 DUE 01-15-2010REG   9,142.56   10,019.70   10,273.40  
U.S. Government Securities   GNMA GPM POOL # 090947 11 DUE 01-15-2010REG   11,082.69   12,145.95   12,453.51  
U.S. Government Securities   GNMA GPM POOL # 092213 11 DUE 07-15-2010REG   20,648.98   22,629.96   23,130.37  
U.S. Government Securities   GNMA GPM POOL # 092923 11 DUE 09-15-2010REG   23,771.48   26,052.08   26,628.10  
U.S. Government Securities   GNMA GPM POOL # 098572 11 DUE 06-15-2013REG   100,318.64   109,942.98   114,117.47  
U.S. Government Securities   GNMA GPM POOL # 099519 10.5 DUE 08-15-2013 REG   35,808.61   38,897.10   40,055.87  

U.S. Government Securities   GNMA POOL # 423415 7.5 DUE 12-15-2025 REG   11,729.41   12,066.64   12,282.92  
U.S. Government Securities   GNMA POOL # 434690 SER 2030 8.5 DUE 01-15-2030 REG   64,862.36   67,233.89   68,895.50  
U.S. Government Securities   GNMA POOL # 459066 SER 2028 7.5 DUE 06-15-2028 REG   427,120.87   424,885.15   446,076.49  
U.S. Government Securities   GNMA POOL # 471901 SER 2028 7 DUE 05-15-2028 REG   153,384.03   149,453.55   158,128.20  
U.S. Government Securities   GNMA POOL # 486470 SER 2028 6.5 DUE 08-15-2028 REG   153,665.45   146,666.46   155,922.80  
U.S. Government Securities   GNMA POOL # 486516 SER 2028 6.5 DUE 09-15-2028 REG   143,853.28   137,250.63   145,966.48  
U.S. Government Securities   GNMA POOL # 525327 SER 2030 8.5 DUE 09-15-2030 REG   436,021.10   451,963.13   463,132.89  
U.S. Government Securities   GNMA POOL # 531796 SER 2030 8.5 DUE 08-15-2030 REG   80,110.98   82,792.04   85,092.28  
U.S. Government Securities   GNMA POOL # 781001 SER 2029 7.5 DUE 03-15-2029 REG   219,506.76   218,374.92   229,316.52  
U.S. Government Securities   GNMA POOL #9999999 SER 2029 6 DUE 12-15-2029 REG   1,400,000.00   1,407,437.50   1,389,934.00  
U.S. Government Securities   GNMA TBA POOL #9999999 SER 2028 6.5 UE12-15-2028 REG   11,670,000.00   11,929,846.88   11,841,432.30  
U.S. Government Securities   GNMA TBA POOL #9999999 SER 2028 6.5 UE12-15-2028 REG   3,000,000.00   3,021,562.50   3,044,070.00  
U.S. Government Securities   GNMA TBA POOL 7 TBA   1,800,000.00   1,860,750.00   1,855,134.00  
U.S. Government Securities   GNMA TBA POOL 7 TBA   7,000,000.00   7,273,359.38   7,214,410.00  
U.S. Government Securities   GNMA TBA POOL 7.5 TBA   3,100,000.00   3,234,600.00   3,230,789.00  
U.S. Government Securities   GNMA TBA POOL 7.5 TBA   20,000,000.00   20,798,617.79   20,843,800.00  
U.S. Government Securities   GNMA TBA POOL 8 30YR DEC   16,000,000.00   16,850,000.00   16,850,080.00  
U.S. Government Securities   GNMA, POOL # 93487 SERIES 2010 11.0% DUE 09-15-2010   34,714.50   38,044.91   38,886.14  
U.S. Government Securities   GNMAII POOL # 002855 SER 2029 8.5 DUE 12-20-2029 REG   2,195,289.46   2,294,077.49   2,325,623.80  
U.S. Government Securities   GNMAII POOL # 008540 SER 2024 ADJ RT 11-20-2024   65,438.41   65,274.82   67,412.03  
U.S. Government Securities   GNMAII POOL # 008580 ADJ RT 01-20-2025   38,981.27   39,477.41   39,864.59  
U.S. Government Securities   GNMAII POOL # 008597 ADJ RT 02-20-2025   148,689.75   151,291.83   152,081.36  
U.S. Government Securities   GNMAII POOL # 008608 SER 2025 ADJ RT 03-20-2025   310,393.02   316,267.23   317,426.53  
U.S. Government Securities   GNMAII POOL # 008682 6.75 DUE 08-20-2025REG   212,019.85   209,584.80   218,745.12  
U.S. Government Securities   GNMAII POOL # 008685 6.75 DUE 08-20-2025REG   51,658.85   53,251.60   53,305.73  
U.S. Government Securities   GNMAII POOL # 008781 ADJ RT 01-20-2026   92,772.72   91,933.00   94,831.35  
U.S. Government Securities   GNMAII POOL # 008945 ADJ RT 08-20-2026   147,172.03   143,446.73   151,840.33  
U.S. Government Securities   GNMAII POOL # 080416 SER 2030 5.5 DUE 06-20-2030 REG   4,522,721.76   4,549,421.53   4,605,397.11  
U.S. Government Securities   GNMAII POOL # 080453 SER 2030 ADJ RT 09-20-2030   527,626.62   534,636.77   537,683.18  
U.S. Government Securities   GNMAII POOL # 80408 SER 2030 ADJ RT 05-20-2030   1,644,956.48   1,673,743.22   1,675,026.28  
U.S. Government Securities   GNMAII POOL #008557 SER 2024 ADJ RT DUE 12-20-2024 REG   614,090.60   619,822.12   632,801.94  
U.S. Government Securities   I/O FHLMC MULTICLASS SER 1202 CL 1202-G 819.10 02-15-2007   2,389.39   34,646.15   31,521.60  
U.S. Government Securities   I/O FHLMC MULTICLASS SER 1606 CL 1606-I 6.5 11-15-2008   678,239.10   74,525.55   73,120.96  

U.S. Government Securities   I/O FHLMC MULTICLASS SER 1606 CL IA 11-15-2008   323,033.70   54,057.67   41,286.94  
U.S. Government Securities   I/O FHLMC MULTICLASS SER 1676 CL 1676-I 04-15-2020   181,231.50   17,245.33   6,285.11  
U.S. Government Securities   I/O FNMA REMIC 92-157 JA 1014.60 DUE 9-25-2007   2,409.32   43,608.70   41,431.98  
U.S. Government Securities   I/O FNMA REMIC SER 1993-186 CLJ 03-25-2008   762,015.32   56,750.26   35,571.10  
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   378,385.50   54,283.27   9,932.62  
U.S. Government Securities   I/O FNMA REMIC TR SER 1994-43 CL PM 7.00PASS THRU CTF DUE 02-25-2022 REG   550,788.69   79,692.24   33,559.55  
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   619,236.00  
U.S. Government Securities   SLM STUD LN TR LN BKD NT FLTG SER 1998-2CL A-1 DUE 04-25-2007 REG   68,068.51   67,544.71   68,093.49  
U.S. Government Securities   TN VY AUTH 7.125 DUE 05-01-2030 REG   710,000.00   699,378.40   803,741.30  
U.S. Government Securities   TN VY AUTH PWR BD 1995 SER E DTD 11/01/95 6.75 DUE 11-01-2025 REG   430,000.00   390,357.20   469,964.20  
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   1,286,662.40  
U.S. Government Securities   U.S TREAS 5.875 NT DUE 11-15-2005   16,000.00   16,860.07   17,180.00  
U.S. Government Securities   US TREAS BD STRIPPED PRIN PMT 08-15-2020REG   200,000.00   51,684.00   67,848.00  
U.S. Government Securities   US TREAS BD STRIPPED PRIN PMT 11-15-2024REG   160,000.00   40,483.20   42,694.40  
U.S. Government Securities   US TREAS BD STRIPPED PRIN PMT 11-15-2027REG   600,000.00   134,054.00   138,852.00  
U.S. Government Securities   US TREAS BD STRIPPED PRIN PMT 7.5 USD1000(PRINCIPLE) 11-15-2016REG   100,000.00   24,578.20   42,781.00  
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   504,002.40  
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   258,300.00  
U.S. Government Securities   US TREAS BDS 6.75 DUE 08-15-2026 REG   200,000.00   246,901.00   231,688.00  
U.S. Government Securities   US TREAS BDS BD 5.25 DUE 02-15-2029 REG   10,000.00   9,191.19   9,656.30  
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   2,542,636.80  
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   93,483.75  
U.S. Government Securities   US TREAS BILLS 12-13-2001 PREASSIGN # 22   970,000.00   961,550.22   969,495.60  
U.S. Government Securities   US TREAS BILLS 12-20-2001 PREASSIGN # 23   3,700,000.00   3,681,916.25   3,696,707.00  
U.S. Government Securities   US TREAS BILLS 12-20-2001 PREASSIGN # 23   3,000,000.00   2,985,337.50   2,997,330.00  
U.S. Government Securities   US TREAS BILLS 12-20-2001 PREASSIGN # 23   1,000,000.00   994,805.56   999,110.00  
U.S. Government Securities   US TREAS BILLS 12-20-2001 PREASSIGN # 23   1,600,000.00   1,592,180.00   1,598,576.00  
U.S. Government Securities   US TREAS NT 4.75 DUE 02-15-2004 REG   16,000.00   15,855.74   16,610.00  
U.S. Government Securities   US TREAS NTS 5 DUE 08-15-2011 REG   3,270,000.00   3,392,104.41   3,332,849.40  
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   16,755.04  
U.S. Government Securities   US TREAS NTS 6.25 DUE 02-28-2002 REG   16,000.00   16,578.73   16,170.08  

U.S. Government Securities   US TREAS NTS DTD 00887 4.625 DUE 05-15-2006 REG   2,000,000.00   2,037,109.37   2,051,240.00  
U.S. Government Securities   US TREAS NTS DTD 08/15/2000 5.75 DUE 08-15-2010 REG   50,000.00   52,234.38   53,586.00  
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   19,672.00  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2004REG   21,000.00   16,140.39   19,464.48  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2005REG   22,000.00   15,970.02   19,373.86  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2006REG   23,000.00   15,798.93   19,248.24  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2008REG   30,000.00   18,239.40   22,218.90  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 05-15-2009REG   29,000.00   19,566.59   20,200.33  
U.S. Government Securities   US TREAS SEC STRIPPED INT PMT 08-15-2011REG   50,000.00   29,738.50   30,297.00  
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   400,000.00   400,000.00   401,724.00  
Corporate Debt Instruments — Preferred   PVTPL DRESDNER FDG TR I 144A 8.151 DUE 06-30-2031 BEO   240,000.00   240,000.00   260,212.80  
Corporate Debt Instruments — Preferred   TYCO CAPITAL CORP 7.125% BDS 15/10/2004 USD   370,000.00   369,955.60   395,456.74  
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   987,930.00  
Corporate Debt Instruments — Preferred   BRIT TELECOMMUNICATIONS P L C NT 8.125 DUE 12-15-2010 BEO   195,000.00   194,682.15   218,029.50  
Corporate Debt Instruments — Preferred   BRIT TELECOMMUNICATIONS P L C NT 8.625 DUE 12-15-2030 BEO   100,000.00   101,265.35   116,636.00  
Corporate Debt Instruments — Preferred   MEDALLION TR MTG BKD NT SER 2000-2G CL A-1 FLTG RATE 12-18-2031 BEO   697,899.42   697,899.42   698,826.32  
Corporate Debt Instruments — Preferred   AMERICREDIT AUTOMOBILE RECEIVABLES TR 2000-C AST BKD NT CL A-2 6.97 1-12-04   324,783.70   324,765.48   328,203.67  
Corporate Debt Instruments — Preferred   ANHEUSER BUSCH COS INC DEB 6.8 DUE 08-20-2032 BEO   100,000.00   99,869.00   107,227.00  
Corporate Debt Instruments — Preferred   ANHEUSER BUSCH COS INC NT 7.5 DUE 03-15-2012 BEO   590,000.00   586,306.60   675,249.10  
Corporate Debt Instruments — Preferred   ARCHER DANIELS MIDLAND CO 7.5 DUE 03-15-2027 REG   515,000.00   477,641.90   540,647.00  
Corporate Debt Instruments — Preferred   ASSOC AUTOMOBILE RECEIVABLES TR 2000-2 CL A-2 6.79 DUE 06-15-2003 BEO   163,881.33   163,877.22   164,802.67  
Corporate Debt Instruments — Preferred   AST BACKED SECS CORP HOME EQTY LN TR 2001-HE3 11-15-2031 BEO   1,236,873.08   1,236,873.08   1,237,667.15  
Corporate Debt Instruments — Preferred   ATLC RICHFIELD CO 10.875 DUE 07-15-2005 REG   25,000.00   29,825.00   30,230.00  
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   1,983,524.00  
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   499,860.00  
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   500,055.00  
Corporate Debt Instruments — Preferred   BK AMER CORP SUB NT 7.4 DUE 01-15-2011 BEO   515,000.00   551,142.70   560,618.70  
Corporate Debt Instruments — Preferred   BOEING CAP CORP NT 7.375 DUE 09-27-2010 BEO   270,000.00   283,230.60   289,437.30  
Corporate Debt Instruments — Preferred   BOEING CO 6.625 DEB DUE 02-15-2038   140,000.00   137,902.80   132,734.00  

Corporate Debt Instruments — Preferred   BRISTOL MYERS SQUIBB CO NT 5.75 DUE 10-01-2011 BEO   150,000.00   154,122.00   152,808.00  
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   1,513,820.00  
Corporate Debt Instruments — Preferred   BRIT TELECOMMUNICATIONS P L C NT 8.625 DUE 12-15-2030 BEO   10,000.00   10,302.45   11,594.00  
Corporate Debt Instruments — Preferred   CHASE COML MTG SECS CORP 7.6 DUE 07-18-2028 REG   380,452.99   405,779.13   402,828.95  
Corporate Debt Instruments — Preferred   CHASE FDG TR SER 2000-2 CL IIA-1 FLT RT 05-25-2030 BEO   602,407.49   602,407.49   602,808.09  
Corporate Debt Instruments — Preferred   CHEM MTG SECS INC SER 1996-1 CL A-8 7.25MO BD 1-25-26 BEO   860,555.01   874,270.12   886,638.43  
Corporate Debt Instruments — Preferred   CIT GROUP INC SR NT 7.625 DUE 08-16-2005BEO   700,000.00   698,999.00   754,838.00  
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 6.688 9-25-31BE   1,800,127.67   1,823,754.35   1,823,754.35  
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   1,008,430.00  
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   502,126.75   502,126.75   508,403.33  
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   854,248.00  
Corporate Debt Instruments — Preferred   CMO CWMBS INC PASS THRU CTFS 6.75 DUE 07-25-2028 BEO   592,397.48   597,025.58   604,985.33  
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   487,697.56  
Corporate Debt Instruments — Preferred   CMO INDYMAC ARM TR 2001-H2 MTG PASSTHRU CTF A-2 VAR RATE DUE 01-25-2032 BEO   1,900,000.00   1,912,889.03   1,912,889.03  
Corporate Debt Instruments — Preferred   CMO MELLON RESDNTL FDG CORP 2001-HEIL1 MTG CL A-1 VAR DUE 1-25-2008 BEO   651,429.94   651,429.94   651,148.52  
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   782.87  
Corporate Debt Instruments — Preferred   CMO SEQUOIA MTG TR 4 AST BKD CTF CL A FLTG DUE 04-22-2025 BEO   530,812.82   530,812.82   531,598.95  
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   2,026,293.15  
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   1,059,680.00  
Corporate Debt Instruments — Preferred   CMO WA MUT SER 2000-1 CL A-1DUE 07-25-2024 BEO   587,240.71   587,240.71   587,607.74  
Corporate Debt Instruments — Preferred   CMO WORLD FINL NETWORK CR CARD MASTER 2001-A CL A FLTG 06-16-2008 BEO   100,000.00   100,000.00   100,397.90  
Corporate Debt Instruments — Preferred   CR SUISSE 1ST BSTN USA INC CR SUISSE   1,000,000.00   989,960.00   987,745.35  
Corporate Debt Instruments — Preferred   CWABS INC AST BKD CTF SER 2000-4 CL AF-17.32 DUE 09-25-2015 BEO   281,713.72   282,451.02   284,881.87  

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   167,938.65  
Corporate Debt Instruments — Preferred   DAIMLERCHRYSLER AUTO TR 2001-A AST BKD NT CL A-2 4.98 DUE 01-06-2004 BEO   562,876.74   562,568.91   570,707.48  
Corporate Debt Instruments — Preferred   DEALER AUTO RECEIVABLES TR SER 2000-1 CLA-2 7.01 DUE 04-15-2003 BEO   93,975.94   93,970.77   94,707.35  
Corporate Debt Instruments — Preferred   DET EDISON CO 6.125 DUE 10-01-2010 BEO   110,000.00   109,980.20   109,780.00  
Corporate Debt Instruments — Preferred   DIAMOND ST TEL CO 4.625 DEB DUE 9-1-2005REG   1,000.00   940.84   982.00  
Corporate Debt Instruments — Preferred   DLJ ACCEP TR SER 1989-2 CL G FLTG RT BD DUE 10-17-2020   294,572.52   297,610.30   302,408.15  
Corporate Debt Instruments — Preferred   DU PONT E I DE NEMOURS & CO NT 6.75 DUE 10-15-2004 BEO   25,000.00   26,187.50   27,120.00  
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   1,055,154.00  
Corporate Debt Instruments — Preferred   FORD CR AUTO OWNER TR 2000-E AST BKD NT CL A-3 6.74 DUE 12-16-2002 BEO   218,499.30   218,481.22   219,795.00  
Corporate Debt Instruments — Preferred   FORD CR AUTO OWNER TR 2000-G NT CL A-3 6.67 DUE 04-15-2003 BEO   366,591.73   366,574.35   370,943.17  
Corporate Debt Instruments — Preferred   GOLDEN W FINL CORP DEL SR NT 5.5 DUE 08-08-2006 BEO   500,000.00   497,650.00   508,765.00  
Corporate Debt Instruments — Preferred   GREEN TREE FINL CORP 98-D HOME EQTY LN CL A-1B ARM FLTG 11-15-2024 BEO   192,337.41   192,006.82   192,168.54  
Corporate Debt Instruments — Preferred   GREEN TREE RCRTONL EQUIP & CONSUMERTR 96-B AST BCKD NT CL A-1 7-15-18 BEO   152,848.66   152,818.80   152,857.98  
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   1,061,210.00  
Corporate Debt Instruments — Preferred   HOME DEPOT INC SR NT 6.5 DUE 09-15-2004 BEO   25,000.00   25,802.00   26,855.00  
Corporate Debt Instruments — Preferred   HSEHD FIN CORP NT 6.375 DUE 10-15-2011 BEO   150,000.00   149,980.50   150,850.50  
Corporate Debt Instruments — Preferred   HSEHD FINL CORP LTD NT 7 DUE 08-01-2003 BEO   700,000.00   719,275.90   740,446.00  
Corporate Debt Instruments — Preferred   HYDRO-QUEBEC QUE HYDRO 6.3 DUE 05-11-2011 BEO   100,000.00   99,831.00   103,798.00  
Corporate Debt Instruments — Preferred   I/O CMO GE CAP MTG SVCS INC REMIC MC PASSTHRU CTF 98-10 CL 1-A4 05-25-2028   634,817.62   110,520.36   172,670.39  
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   450,562.50  
Corporate Debt Instruments — Preferred   I/O CONSECO FIN SECURITIZATIONS CORP 1999-H HOME EQUITY LN A-IO 11-15-29   6,500,000.00   694,211.51   56,797.65  
Corporate Debt Instruments — Preferred   IMC HOME EQTY LN TR SER 1998-1 6.41 ABS CTF DUE 04-20-2018 BEO   168,871.16   169,583.59   169,609.13  
Corporate Debt Instruments — Preferred   J P MORGAN CHASE & CO 5.625 DUE 08-15-2006 BEO   1,500,000.00   1,495,485.00   1,539,810.00  
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   896,052.60  
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   57,732.07  
Corporate Debt Instruments — Preferred   M.LYNCH MTG INVS INC SER 1998-C1 6.31 ABS CTF DUE 11-15-2026 BEO   692,639.06   691,964.02   716,946.54  
Corporate Debt Instruments — Preferred   MCDONALDS CORP MTN BE TRANCHE # TR 000846 DUE 04-15-2011   25,000.00   24,214.25   25,317.50  

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   1,565,818.50  
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   959,734.08  
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   232,191.90  
Corporate Debt Instruments — Preferred   MORGAN J P COML MTG FIN CORP SER 1998- C6 6.373 ABS CTF DUE 01-15-2030 BEO   277,870.85   279,260.21   288,214.87  
Corporate Debt Instruments — Preferred   MORGAN ST CAP I INC SER 1998-MF1 CL A1 6.19 CTF DUE 01-15-2007 BEO   666,976.09   653,297.88   695,393.27  
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   31,143.30  
Corporate Debt Instruments — Preferred   NABISCO INC 6.125 NT DUE 02-01-2033/03   800,000.00   816,288.00   822,200.00  
Corporate Debt Instruments — Preferred   NIAGARA MOHAWK PWR CORP SER E 7.375 SR NT DUE 07-01-2003   756,097.78   771,212.17   794,280.72  
Corporate Debt Instruments — Preferred   NOMURA AST SECS CORP SER 1996-MD5 CL A1A7.07 BD DUE 04-13-2036 BEO   1,225,136.48   1,282,756.19   1,292,766.46  
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   889,307.92  
Corporate Debt Instruments — Preferred   PAINE WEBBER GROUP INC 6.5 DUE 11-01-2005 REG   925,000.00   738,066.75   983,025.25  
Corporate Debt Instruments — Preferred   PHILIP MORRIS COS INC 7.75 DEB DUE 01-15-2027   1,260,000.00   1,440,129.60   1,298,997.00  
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 SYSTEMS 2001 A T LLC SERIES-2001 CLASS-G 144A 6.684 DUE 09-15-2013 BEO   393,693.11   396,214.71   408,586.52  
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   461,129.78  
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   878,798.94  
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   580,023.02  
Corporate Debt Instruments — Preferred   SARA LEE CORP NT 6.25 DUE 09-15-2011 BEO   525,000.00   527,294.25   542,141.25  
Corporate Debt Instruments — Preferred   SIGNET SER 1995-A FLTG RT BD DUE 06-20-2004   537,913.54   538,165.69   538,192.18  
Corporate Debt Instruments — Preferred   TECO ENERGY INC TECO ENERGY INC DUE 05-15-2002 BEO   400,000.00   400,000.00   400,051.20  
Corporate Debt Instruments — Preferred   TELE COMMUNICATIONS INC TRANCHE # TR 00019 6.58 MTN DUE 2-15-2005 BEO   700,000.00   720,020.00   746,746.00  
Corporate Debt Instruments — Preferred   U S BK NATL ASSN MINNEAPOLIS MINN MEDIUMTRANCHE # SB 00001 6.375 8-1-11 REG   50,000.00   49,755.00   51,111.00  
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   238,450.80  
Corporate Debt Instruments — Preferred   UNILEVER CAP CORP NT 7.125 DUE 11-01-2010 BEO   210,000.00   208,118.40   230,718.60  
Corporate Debt Instruments — Preferred   VERIZON GLOBAL FDG CORP NT 7.25 DUE 12-01-2010 BEO   290,000.00   310,279.70   314,818.20  

Corporate Debt Instruments — Preferred   WACHOVIA CORP 2ND NEW GLOBAL NT 4.95 DUE11-01-2006 REG   1,000,000.00   998,070.00   994,550.00  
Corporate Debt Instruments — Preferred   WELLS FARGO & CO NEW SUB GLOBAL NT 6.375DUE 08-01-2011 BEO   700,000.00   711,781.00   719,390.00  
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   12,720.00  
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   104,000.00  
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   197,205.75  
Corporate Debt Instruments — Other   CIE FIN DE CIC ET UNDTD FR DEBT INS USD(BR)   300,000.00   287,283.00   294,000.00  
Corporate Debt Instruments — Other   PVTPL FRANCE TELECOM SA NT 144A EURO 7.75 DUE 03-01-2011 BEO   200,000.00   199,612.00   215,690.00  
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   171,084.00  
Corporate Debt Instruments — Other   HELLENIC EXCHANGAB 2% CNV BDS 2/8/05 EUR'REGS'   46,000.00   44,954.43   45,757.83  
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   169,537.50  
Corporate Debt Instruments — Other   KOREA ELEC PWR CORP 7.75 BD DUE 4-1-2013REG   100,000.00   93,058.00   106,484.00  
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   42,120.00  
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   70,445.00  
Corporate Debt Instruments — Other   ROYAL BK SCOT GRP ADR REP 1 SER'2'NON-CUM PRF   130,000.00   130,000.00   144,052.38  
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   4,649.50  
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   27,810.00  
Corporate Debt Instruments — Other   ADELPHIA COMMUNICATIONS CORP 10.875 DUE 10-01-2010 BEO   43,000.00   42,768.31   44,720.00  
Corporate Debt Instruments — Other   AES CORP 10.25 DUE 07-15-2006/07-15-2001REG   71,000.00   74,521.25   69,580.00  
Corporate Debt Instruments — Other   AES CORP SR NT 9.375 DUE 09-15-2010 BEO   25,000.00   25,000.00   24,875.00  
Corporate Debt Instruments — Other   AES CORP SR NT 9.5 DUE 06-01-2009 BEO   52,000.00   52,396.97   51,740.00  
Corporate Debt Instruments — Other   AGCO CORP SR NT 9.5 DUE 04-01-2008/05-01-2005 BEO   17,000.00   17,000.00   17,850.00  
Corporate Debt Instruments — Other   AK STL CORP 9.125 DUE 12-15-2006/12-15-2001 REG   15,000.00   14,237.50   15,637.50  
Corporate Debt Instruments — Other   AK STL CORP SR NT 7.875 DUE 02-15-2009/02-15-2004 BEO PUT   74,000.00   68,310.00   74,370.00  
Corporate Debt Instruments — Other   ALBRTSNS INC MTN BOOK ENTRY TRANCHE #TR 00072 6.52 DUE 4-10-28   5,000.00   4,125.15   4,617.50  
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   139,050.00  
Corporate Debt Instruments — Other   AMERCO SR NOTES 7.2 DUE 04-01-2002 BEO   1,000,000.00   997,900.00   1,003,340.00  

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   48,880.00  
Corporate Debt Instruments — Other   AMERN STD COS INC DEL SR NT 8.25 DUE 06-01-2009 BEO   42,000.00   42,262.50   44,310.00  
Corporate Debt Instruments — Other   AMERN STD INC 7.375 DUE 04-15-2005 REG   40,000.00   40,100.00   41,200.00  
Corporate Debt Instruments — Other   AMERN STD INC 7.625 DUE 02-15-2010 REG   14,000.00   13,352.50   14,560.00  
Corporate Debt Instruments — Other   AMERN TEL & TELEG CO IAM COML PAPER 4/2 FRN 08/2002 USD1000 3.325 IBN 08-06-2002   300,000.00   300,000.00   300,018.90  
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   33,247.50  
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   50,995.00  
Corporate Debt Instruments — Other   AOL TIME WARNER INC 7.625 DUE 04-15-2031BEO   500,000.00   490,595.00   533,120.00  
Corporate Debt Instruments — Other   AUBURN HILLS TR 12.00 BD DUE 05-01-2020 REG   330,000.00   289,384.27   461,646.90  
Corporate Debt Instruments — Other   AVIS GROUP HLDGS INC 11 DUE 05-01-2009/05-01-2004 BEO   75,000.00   75,687.50   80,250.00  
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   1,435,434.00  
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   2,273,596.50  
Corporate Debt Instruments — Other   BECKMAN INSTRS INC NEW SR NT 7.1 DUE 03-04-2003 BEO   750,000.00   749,722.50   771,525.00  
Corporate Debt Instruments — Other   CALPINE CORP 8.5 DUE 02-15-2011 BEO   34,000.00   33,705.56   33,856.38  
Corporate Debt Instruments — Other   CALPINE CORP SR NT 7.75 DUE 04-15-2009 BEO   28,000.00   27,895.00   26,638.92  
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   717,192.00  
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   1,034,860.00  
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   92,400.00  
Corporate Debt Instruments — Other   CHARTER COMMUNICATIONS HLDGS LLC / CC HLDGS CAP CORP 10.75 10-01-2009   40,000.00   39,965.60   42,800.00  
Corporate Debt Instruments — Other   CHARTER COMMUNICATIONS HLDGS LLC / CORP 8.625 DUE 4-1-2009/04 BEO   122,000.00   117,287.67   120,170.00  
Corporate Debt Instruments — Other   CHRYSLER CORP 7.45 DEB DUE 03-01-2027   5,000.00   4,585.81   4,770.55  
Corporate Debt Instruments — Other   CITIZENS UTILS CO DEL 7 DUE 11-01-2025 REG   10,000.00   7,905.55   8,734.00  
Corporate Debt Instruments — Other   CITIZENS UTILS CO DEL 7.6 DUE 06-01-2006REG   10,000.00   10,048.45   10,410.00  
Corporate Debt Instruments — Other   CKE RESTAURANTS INC 4.25 DUE 03-15-2004/03-20-2001 REG   103,000.00   45,724.33   77,507.50  
Corporate Debt Instruments — Other   CMO CITICORP MTG SECS INC CMSI 2001-18-Y1 4.15 DUE 12-28-2031 BEO   1,000,000.00   996,250.00   996,250.00  
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   660,834.06  
Corporate Debt Instruments — Other   CMS ENERGY CORP 7.5 DUE 01-15-2009 BEO   45,000.00   42,432.36   44,863.65  
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   74,137.70  

Corporate Debt Instruments — Other   CMS ENERGY CORP SR NT 9.875 DUE 10-15-2007 BEO   16,000.00   15,915.30   17,730.24  
Corporate Debt Instruments — Other   CMS PANHANDLE HLDG CO NT 6.125 DUE 03-15-2004 BEO   300,000.00   299,052.00   307,998.00  
Corporate Debt Instruments — Other   COLUMBIA / HCA HEALTHCARE CORP 7.25 DUE 05-20-2008 REG   55,000.00   55,875.00   56,650.00  
Corporate Debt Instruments — Other   COLUMBIA /HCA HEALTHCARE CORP 6.91 BD DUE 06-15-2005 REG   20,000.00   20,650.00   20,600.00  
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   30,690.00  
Corporate Debt Instruments — Other   CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO   1,000,000.00   998,380.00   1,015,730.00  
Corporate Debt Instruments — Other   CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO   100,000.00   99,838.00   101,573.00  
Corporate Debt Instruments — Other   CONS RAIL CORP 7.875 DEB DUE 5-15-2043 REG   90,000.00   95,416.20   95,230.80  
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   56,375.00  
Corporate Debt Instruments — Other   COX ENTERPRISES INC NT 7.5 DUE 08-15-2004 BEO   700,000.00   732,284.00   746,382.00  
Corporate Debt Instruments — Other   CROWN CASTLE INTL CORP SR NT 9.375 DUE 08-01-2011/08-01-2006 BEO   59,000.00   58,705.00   56,935.00  
Corporate Debt Instruments — Other   CSC HLDGS INC SER B 8.125 SR DEB DUE 08-15-2009   160,000.00   161,300.80   164,315.20  
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   61,608.00  
Corporate Debt Instruments — Other   DAIMLER CHRYSLER N AMER HLDG CORP 7.75 DUE 05-27-2003 BEO   600,000.00   628,800.00   629,280.00  
Corporate Debt Instruments — Other   DAIMLER CHRYSLER N AMER HLDG CORP GTD NT6.9 DUE 09-01-2004 BEO   5,000.00   5,095.16   5,259.50  
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   1,376,336.00  
Corporate Debt Instruments — Other   EASTMAN CHEM CO 6.375 DUE 01-15-2004 REG   10,000.00   10,016.65   10,281.00  
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   94,950.00  
Corporate Debt Instruments — Other   EL PASO CORP ZERO CPN CONV DEB 0 DUE 02-28-2021/02-28-2006 BEO PUT   90,000.00   37,350.00   37,237.50  
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   16,405.00  
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   1,039,350.00  
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   31,200.00  
Corporate Debt Instruments — Other   FIRSTENERGY CORP NT SER B 6.45 DUE 11-15-2011 BEO   130,000.00   129,546.30   127,353.32  
Corporate Debt Instruments — Other   FIRSTENERGY CORP NT SER C 7.375 DUE 11-15-2031 BEO   120,000.00   119,798.40   118,033.20  
Corporate Debt Instruments — Other   FNMA DISC NT 02-21-2002   700,000.00   686,927.89   694,464.31  
Corporate Debt Instruments — Other   FORD MTR CO DEL DEB 8.9 DUE 01-15-2032 REG   220,000.00   234,194.40   242,356.40  
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   986,091.00  
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   1,252,642.30  
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   1,356,959.10  

Corporate Debt Instruments — Other   FORD MTR CR CO NT FLTG RATE DUE 04-17-2003 BEO   500,000.00   502,888.00   496,610.00  
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   5,175.00  
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   1,676,415.00  
Corporate Debt Instruments — Other   GEN MTRS ACCEP CORP 7.625 DUE 06-15-2004BEO   1,300,000.00   1,299,194.00   1,383,655.00  
Corporate Debt Instruments — Other   GEN MTRS ACCEP CORP GLOBAL BD 7.25 DUE 03-02-2011 BEO   380,000.00   378,746.00   387,227.60  
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   789,264.00  
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   593,739.00  
Corporate Debt Instruments — Other   GEN MTRS CORP SR UNSECD NT 7.2 DUE 01-15-2011 BEO   30,000.00   30,865.80   30,462.30  
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   31,859.49  
Corporate Debt Instruments — Other   GMAC COML MTG SEC INC SER 1998-C1 CL A2 6.7 CTF DUE 03-15-2008 BEO   80,000.00   75,126.17   83,328.08  
Corporate Debt Instruments — Other   GS ESCR CORP SR NT 7 DUE 08-01-2003 BEO   400,000.00   370,852.00   406,828.00  
Corporate Debt Instruments — Other   HARRAHS OPER INC GTD SR SUB NT 7.875 DUE12-15-2005 BEO   92,000.00   94,185.00   96,715.00  
Corporate Debt Instruments — Other   HCA-HEALTHCARE CO HCA-06/01/2006 7.125   30,000.00   30,900.00   31,050.00  
Corporate Debt Instruments — Other   HCA-HEALTHCARE CO NT 8.75 DUE 09-01-2010BEO   57,000.00   61,582.50   62,700.00  
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   84,800.00  
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   52,170.00  
Corporate Debt Instruments — Other   HMH PPTYS INC 8.45 DUE 12-01-2008/12-01-2003 BEO   4,000.00   3,786.79   3,820.00  
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   57,750.00  
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   3,990.00  
Corporate Debt Instruments — Other   HOUGHTON MIFFLIN CO MTN 5.99 DUE 12-03-2001 BEO   1,000,000.00   1,000,000.00   1,000,000.00  
Corporate Debt Instruments — Other   I/O CMO NORWEST ASSET SECS CORP SER 97-1MTG PASSTHRU CTF CL A-5 01-25-12   111,754.15   13,969.27   9,289.00  
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   40,422.50  
Corporate Debt Instruments — Other   INTL GAME TECH SR NT 8.375 DUE 05-15-2009 BEO   40,000.00   39,589.60   42,400.00  
Corporate Debt Instruments — Other   KCS ENERGY INC 8.875 SR SUB NT DUE 01-15-2008/03 BEO   70,000.00   15,004.34   55,650.00  
Corporate Debt Instruments — Other   KELLOGG CO NT SER B 5.5 DUE 04-01-2003 BEO   500,000.00   513,375.00   513,825.00  
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   1,900,279.30  
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   165,526.40  

Corporate Debt Instruments — Other   LOCKHEED MARTIN CORP BD 8.5 DUE 12-01-2029 BEO   250,000.00   249,066.07   300,537.50  
Corporate Debt Instruments — Other   LYONDELL CHEM CO SR SECD NT SER A 9.625 DUE 05-01-2007   21,000.00   21,173.36   21,420.00  
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   13,162.50  
Corporate Debt Instruments — Other   MANOR CARE INC NEW SR NT DTD 06/22/2001 8 DUE 03-01-2008 BEO   35,000.00   35,318.75   37,261.70  
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   39,220.00  
Corporate Debt Instruments — Other   MIRANT AMERICAS GENERATION LLC 8.3 5/1/11   350,000.00   369,120.50   345,361.80  
Corporate Debt Instruments — Other   MOHEGAN TRIBAL GAMING AUTH SR NT 8.125 DUE 01-01-2006 BEO PUT   10,000.00   10,500.00   10,400.00  
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   28,485.00  
Corporate Debt Instruments — Other   MOTOROLA INC 7.5 DUE 05-15-2025 REG   10,000.00   9,262.95   9,174.00  
Corporate Debt Instruments — Other   NEWS AMER HLDGS INC 7.75 DUE 02-01-2024 REG   40,000.00   36,008.80   39,931.20  
Corporate Debt Instruments — Other   NEWS AMER INC GTD SR DEB 7.625 DUE 11-30-2028 BEO   270,000.00   245,070.90   262,669.50  
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   103,437.50  
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   94,287.50  
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   7,288.00  
Corporate Debt Instruments — Other   NRG N E GENERATING LLC SR SECD BD SER A DTD 2/25/2000 8.065 DUE 12-15-2004 BEO   703,125.00   736,108.59   721,209.38  
Corporate Debt Instruments — Other   OCEAN ENERGY INC 8.875 DUE 07-15-2007/07-15-2002 REG   40,000.00   42,300.00   42,158.80  
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   31,077.00  
Corporate Debt Instruments — Other   OMNICARE INC 8.125 BONDS 15 FEB 2011   75,000.00   77,750.00   79,500.00  
Corporate Debt Instruments — Other   ORION PWR HLDGS INC SR NT 12 DUE 05-01-2010 REG   58,000.00   58,000.00   70,470.00  
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   75,425.00  
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   211,750.00  
Corporate Debt Instruments — Other   PHILIP MORRIS COS INC 7.5 DUE 01-15-2002REG   35,000.00   37,105.92   35,178.50  
Corporate Debt Instruments — Other   PHILLIPS PETE CO NT 8.75 DUE 05-25-2010 BEO   700,000.00   817,887.00   819,980.00  
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   83,542.50  
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   111,100.00  

Corporate Debt Instruments — Other   PROGRESS ENERGY INC SR NT 7.1 DUE 03-01-2011 BEO   340,000.00   359,913.80   360,104.20  
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   400,262.40  
Corporate Debt Instruments — Other   PVTPL ASSOC MANUFACTURED HSG   1,572,668.06   1,575,100.80   1,572,668.06  
Corporate Debt Instruments — Other   PVTPL AT&T CORP USD SR NT 144A 8 DUE 11-15-2031 BEO   210,000.00   207,744.60   211,071.00  
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   802,500.00  
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   48,458.00  
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   14,700.00  
Corporate Debt Instruments — Other   PVTPL CMO MORGAN J P COML MTG FIN CORP 2000-FL1 CL A 144A VAR RT 4-15-10 BEO   198,032.08   198,032.08   197,644.73  
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   21,787.49  
Corporate Debt Instruments — Other   PVTPL HEALTHSOUTH CORP SR NT 144A 8.375 DUE 10-01-2011 BEO   73,000.00   72,877.36   78,110.00  
Corporate Debt Instruments — Other   PVTPL HERCULES INC SR NT 144A 11.125 DUE11-15-2007 BEO   7,000.00   7,003.79   7,245.00  
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   510,273.73   510,269.39   514,738.63  
Corporate Debt Instruments — Other   PVTPL ICN PHARMACEUTICALS INC NEW SR NT 144A 8.75 DUE 11-15-2008 BEO PUT   31,840.00   32,534.01   35,660.80  
Corporate Debt Instruments — Other   PVTPL IMC GLOBAL INC SR NT 144A 10.875 DUE 06-01-2008 BEO   28,000.00   27,661.20   30,392.88  
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   46,374.44  
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   62,700.00  
Corporate Debt Instruments — Other   PVTPL SMITHFIELD FOODS INC SR NT 144A 8 DUE 10-15-2009 BEO   23,000.00   23,000.00   23,920.00  
Corporate Debt Instruments — Other   PVTPL TEEKAY SHIPPING CORP SR NT 144A 8.875 DUE 07-15-2011 BEO   5,000.00   5,112.50   5,187.50  
Corporate Debt Instruments — Other   QWEST CAP FDG INC NT 7.75 DUE 02-15-2031REG   1,000,000.00   999,700.00   986,390.00  
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   778,013.80  
Corporate Debt Instruments — Other   RAYTHEON CO 6.45 DUE 08-15-2002 REG   1,100,000.00   1,104,103.00   1,123,771.00  
Corporate Debt Instruments — Other   RAYTHEON CO NT 6.55 DUE 03-15-2010 REG   600,000.00   588,708.00   607,710.00  
Corporate Debt Instruments — Other   RJ REYNOLDS TOB HLDGS INC NT SER B 7.875DUE 05-15-2009 BEO   500,000.00   492,870.00   512,340.00  
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   15,900.00  
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   133,612.80  

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   781,436.21  
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   900,462.13  
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   190,000.00  
Corporate Debt Instruments — Other   SPRINT CAP CORP DEB 6.9 DUE 05-01-2019 BEO   80,000.00   75,670.40   73,960.00  
Corporate Debt Instruments — Other   SPRINT CAP CORP MTN 7.625 DUE 06-10-2002   1,500,000.00   1,498,515.00   1,534,845.00  
Corporate Debt Instruments — Other   TCI COMMUNICATIONS INC 7.875 DUE 02-15-2026 REG   310,000.00   362,486.39   322,093.10  
Corporate Debt Instruments — Other   TEEKAY SHIPPING CORP SR NT 8.875 DUE 07-15-2011 BEO   30,000.00   30,000.00   31,125.00  
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   2,340.00  
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   9,270.00  
Corporate Debt Instruments — Other   TENET HEALTHCARE CORP 7.875 DUE 01-15-2003 REG   10,000.00   10,175.00   10,500.00  
Corporate Debt Instruments — Other   TENET HEALTHCARE CORP 7.875 DUE 01-15-2003 REG   1,000,000.00   1,002,500.00   1,050,000.00  
Corporate Debt Instruments — Other   TENET HEALTHCARE CORP 8 DUE 01-15-2005 REG   10,000.00   10,300.00   11,135.90  
Corporate Debt Instruments — Other   TENET HEALTHCARE CORP SR SUB NT SER B 8.125 DUE 12-01-2008/06-01-2003 BEO   120,000.00   126,350.00   129,900.00  
Corporate Debt Instruments — Other   TEREX CORP NEW SR SUB NT DTD 03/29/2001 10.375 DUE 04-01-2011/04-01-2006 BEO   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   93,295.00  
Corporate Debt Instruments — Other   TEXTRON FINL CORP FLTG RATE DUE 03-18-2002 BEO   200,000.00   200,000.00   199,644.40  
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   16,645.05  
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   17,679.36  
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   399,443.20  
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   1,520,490.00  
Corporate Debt Instruments — Other   TYSON FOODS INC 7 DUE 01-15-2028 REG   10,000.00   8,678.85   8,625.00  
Corporate Debt Instruments — Other   TYSON FOODS INC 7 DUE 05-01-2018 REG   10,000.00   8,907.05   9,092.00  
Corporate Debt Instruments — Other   USA WASTE SVCS INC 6.5 NT DUE 12-15-2002BEO   500,000.00   499,275.00   513,395.00  
Corporate Debt Instruments — Other   VINTAGE PETE INC 9.0 SR SUB NT DUE 12-15-2005   8,000.00   8,240.00   8,040.00  
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   50,250.00  
Corporate Debt Instruments — Other   VISTEON CORP NT DTD 08/03/2000 8.25 DUE 08-01-2010 BEO   180,000.00   180,034.20   186,762.60  
Corporate Debt Instruments — Other   VOICESTREAM WIRELESS CORP SR NT 10.375 DUE 11-15-2009/11-15-2004 BEO PUT   21,000.00   21,351.56   24,185.28  

Corporate Debt Instruments — Other   WASTE MGMT INC DEL WMI 7.375 DUE 08-01-2010 BEO   510,000.00   507,924.30   530,522.40  
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   205,480.00  
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   209,808.00  
Corporate Debt Instruments — Other   WORLDCOM INC GA NEW NT 8.25 DUE 05-15-2010 BEO   230,000.00   242,491.30   246,629.00  
Corporate Debt Instruments — Other   XEROX CORP SUB DEB CONV VAR RATE DUE 04-21-2018/04-21-2003 BEO PUT   350,000.00   130,750.00   176,750.00  
Corporate Stock — Preferred   NEWS CORPORATION PRF AUD0.50   20,210.00   185,088.03   131,926.14  
Corporate Stock — Preferred   NEWS CORPORATION PRF AUD0.50   15,773.00   59,768.61   102,962.44  
Corporate Stock — Preferred   PETROL BRASILEIROS PRF NPV   6,569.00   143,666.50   128,498.52  
Corporate Stock — Preferred   ADR COMPANHIA BRASILEIRA DE DISTR DE ACUCR CIA SPONSORED REP PFD   1,600.00   42,236.32   29,728.00  
Corporate Stock — Preferred   ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD PREF SH   1.00   13.84   13.25  
Corporate Stock — Preferred   ADR TELECOMUNICACOES BRASILEIRAS S A PFDBLOCK   3,022.00   177,735.80   105,679.34  
Corporate Stock — Preferred   SANWA INTERNL FINA UNIT(1000 CV PRF SHS SANWA)   39,000,000.00   303,336.70   171,448.59  
Corporate Stock — Preferred   UFJ INTL FIN (BERMUDA) TR CONV DT 144A   12,000,000.00   103,020.04   101,267.06  
Corporate Stock — Preferred   ##MFO FRKLN TR RISING DIVIDEND FUND CL I DO NOT USE SEE 2696646   2,211.25   59,246.88   54,529.47  
Corporate Stock — Preferred   #REORG USX CORP CONV PFD PLAN OF REORG EFF 12/31/01   0   0   0  
Corporate Stock — Preferred   ADR NEWS CORP LTD SPONSORED ADR REPSTG PFD LTD   50,500.00   1,089,845.81   1,322,090.00  
Corporate Stock — Preferred   ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD PREF SH   500.00   9,079.95   6,625.00  
Corporate Stock — Preferred   AVALONBAY CMNTYS INC PFD STK SER C 8.50%   200.00   4,959.95   5,020.00  
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   14,000.00  
Corporate Stock — Preferred   CMS ENERGY CORP ADJ CONV TR SEC   102.95   3,490.73   3,222.24  
Corporate Stock — Preferred   DILLARDS CAP TR 1 PFD 7.5%   300.00   5,874.90   6,015.00  
Corporate Stock — Preferred   DUKE RLTY CORP   600.00   14,859.85   15,420.00  
Corporate Stock — Preferred   ENRON CAP TR I TR ORIGINATED PFD SEC 8.30   100.00   2,662.00   90.00  
Corporate Stock — Preferred   GLENBOROUGH RLTY TR INC PFD CONV SER A   300.00   6,049.90   6,045.00  
Corporate Stock — Preferred   GRAND MET DEL L P GTD PFD SECS SER A 9.42   100.00   2,867.00   2,730.00  
Corporate Stock — Preferred   HAWAIIAN ELEC INDS CAP TR I TR ORIGINATED PFD SECS   200.00   5,001.95   5,062.00  
Corporate Stock — Preferred   HOST MARRIOTT CORP NEW PFD CL B 10 PRFERRED STK   200.00   3,999.95   5,020.00  
Corporate Stock — Preferred   HSEHD CAP TR II TR PFD SECS 8.70   100.00   2,780.75   2,544.00  
Corporate Stock — Preferred   INNKEEPERS USA TR PFD CONV SH BEN INT SER A 8.625   300.00   6,464.85   6,786.00  
Corporate Stock — Preferred   ISTAR FINL INC PFD SER D   200.00   4,469.95   4,400.00  
Corporate Stock — Preferred   MERRILL LYNCH & CO INC S&P 500 MKT INDEXTARGET-TERM SECS   800.00   7,527.40   7,240.00  
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   13,015.00  

Corporate Stock — Preferred   PARTNERRE LTD SER A PFD STK   200.00   4,229.95   5,010.00  
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   78.68  
Corporate Stock — Preferred   TCI COMMUNICATIONS FING II TR ORIGINATEDPFD SECS 10   100.00   2,535.95   2,540.00  
Corporate Stock — Preferred   THORNBURG MTG INC PFD SER A CONV   200.00   4,949.95   5,370.00  
Corporate Stock — Preferred   TRANSCANADA CAP TR ORIGINATED PFD SECS 8.75   200.00   5,390.98   5,084.00  
Corporate Stock — Preferred   TXI CAP TR I TR PFD SEC   200.00   6,037.95   7,154.00  
Corporate Stock — Preferred   UAL CORP CAP TR I TR ORIGINATED PFD SECS13.25   2,130.00   69,222.58   45,688.50  
Corporate Stock — Preferred   UAL CORP DEPOS SH REPSTG 1/1000PFD B 12.25   4,600.00   111,075.16   84,180.00  
Corporate Stock — Common   BHP BILLITON LTD NPV   100,725.00   612,151.70   526,122.60  
Corporate Stock — Common   BRAMBLES INDS LTD A$0.50   17,386.00   96,105.76   89,728.19  
Corporate Stock — Common   FOSTERS GROUP LTD COM STK   46,736.00   125,366.29   119,106.05  
Corporate Stock — Common   GOODMAN FIELDR NPV   46,787.00   45,659.85   33,824.10  
Corporate Stock — Common   NATIONAL AUST BANK NPV   10,500.00   164,787.96   172,497.93  
Corporate Stock — Common   NATIONAL AUST BANK NPV   23,493.00   363,509.12   385,951.80  
Corporate Stock — Common   NEWS CORPORATION NPV(AUST LISTING)   18,725.00   40,146.10   143,161.22  
Corporate Stock — Common   QBE INS GROUP LTD NPV   36,649.00   159,051.51   135,333.93  
Corporate Stock — Common   SANTOS LIMITED NPV   82,000.00   277,443.96   274,696.65  
Corporate Stock — Common   WESTPAC BKG CORP NPV   13,013.00   49,640.57   101,080.85  
Corporate Stock — Common   WMC LTD NPV   39,900.00   150,160.50   195,898.50  
Corporate Stock — Common   WOOLWORTHS LTD NPV   23,700.00   117,213.30   136,699.24  
Corporate Stock — Common   BHP BILLITON LTD   21,683.00   208,642.30   229,839.80  
Corporate Stock — Common   DEXIA NPV   22,150.00   264,087.52   307,396.50  
Corporate Stock — Common   DEXIA NPV   6,260.00   66,472.04   86,875.94  
Corporate Stock — Common   DEXIA VVPR STRIP   18,450.00   19.00   165.19  
Corporate Stock — Common   FORTIS B NPV   2,128.00   40,948.34   50,033.38  
Corporate Stock — Common   UCB NPV   440.00   3,136.92   17,137.02  
Corporate Stock — Common   ADR PETROLEO BRASILEIRO SA PETROBAS SPONSORED   5,175.00   91,204.97   104,276.25  
Corporate Stock — Common   ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR   1,200.00   25,620.48   24,300.00  
Corporate Stock — Common   ABITIBI-CONS INC COM NPV   17,200.00   133,463.12   120,164.16  
Corporate Stock — Common   ALCAN INC COM STK (CAN QUOTE)   1,050.00   32,640.50   37,873.89  
Corporate Stock — Common   ALCAN INC COM STK (CAN QUOTE)   2,700.00   86,495.98   97,390.00  
Corporate Stock — Common   BK OF NOVA SCOTIA COM NPV   4,100.00   86,217.06   127,749.18  
Corporate Stock — Common   BOMBARDIER INC CLASS'B'SUB VTG NPV CAD   29,600.00   200,604.43   263,671.94  
Corporate Stock — Common   FAIRFAX FINL HLDGS (R1933) COM STK 144A (IPO)   1,500.00   502,308.86   176,470.59  
Corporate Stock — Common   MAGNA INTL INC CL'A'SUB VTG COM NPV (CAD)   6,100.00   258,680.19   386,264.12  
Corporate Stock — Common   MDS INC COM NPV   2,400.00   29,429.98   28,479.62  
Corporate Stock — Common   ROYAL BANK CANADA COM NPV (CAD)   1,820.00   31,904.55   57,020.84  
Corporate Stock — Common   SUNCOR ENERGY INC COM NPV (CAD QUOTE)   4,100.00   116,475.95   123,027.39  
Corporate Stock — Common   ZARLINK SEMICONDUCTOR INC COM   7,900.00   186,630.29   76,906.44  
Corporate Stock — Common   CELESTICA INC SUB VTG SHS   3,192.00   122,600.79   134,989.68  
Corporate Stock — Common   INCO LTD COM   15,000.00   424,169.52   241,500.00  
Corporate Stock — Common   NORTEL NETWORKS CORP NEW COM   17,800.00   189,954.92   138,840.00  
Corporate Stock — Common   THOMSON CORP COM   12,300.00   195,947.91   354,198.72  
Corporate Stock — Common   NOVO-NORDISK AS DKK2 SER B   600.00   22,139.06   23,311.62  
Corporate Stock — Common   TDC A/S DKK5   1,422.00   54,434.90   49,603.96  
Corporate Stock — Common   SOC EUROPEENNE FIDUCIARY DR REP 1'A' (BEL)   2,060.00   31,702.66   25,268.61  

Corporate Stock — Common   KESKO OYJ NPV SER'B'   15,518.00   231,269.39   127,547.49  

Corporate Stock — Common   NOKIA OYJ EUR0.06   59,900.00   675,285.98   1,399,783.32
Corporate Stock — Common   NOKIA OYJ EUR0.06   17,253.00   344,450.23   403,179.66
Corporate Stock — Common   SAMPO OYJ SER'A'NPV   22,500.00   180,597.42   177,078.11
Corporate Stock — Common   SONERA OYJ NPV   20,700.00   92,901.09   107,310.54
Corporate Stock — Common   UPM-KYMMENE CORP NPV   7,500.00   186,604.78   253,496.35
Corporate Stock — Common   ADR NOKIA CORP SPONSORED ADR   7,200.00   178,735.01   165,672.00
Corporate Stock — Common   ACCOR EUR3   3,300.00   134,061.34   109,322.40
Corporate Stock — Common   AIR LIQUIDE(L') EUR11   1,300.00   180,303.67   184,487.14
Corporate Stock — Common   ALSTOM EUR6   5,847.00   162,572.26   68,580.06
Corporate Stock — Common   ALTRAN TECHNOLOGIE EUR0.50   380.00   37,016.69   16,974.25
Corporate Stock — Common   ASS GEN DE FRANCE NPV   3,280.00   168,833.82   161,521.38
Corporate Stock — Common   AVENTIS SA EUR3.82   750.00   17,746.17   52,042.30
Corporate Stock — Common   AVENTIS SA EUR3.82   6,003.00   383,962.23   419,233.94
Corporate Stock — Common   AXA EUR2.29   8,976.00   260,203.72   196,094.84
Corporate Stock — Common   BIC EUR3.82   1,900.00   81,104.02   62,943.20
Corporate Stock — Common   BNP PARIBAS EUR4   3,999.00   320,407.87   350,889.98
Corporate Stock — Common   BNP PARIBAS EUR4   4,281.00   366,858.85   375,633.91
Corporate Stock — Common   BOUYGUES EUR1   19,360.00   960,321.00   667,359.07
Corporate Stock — Common   CAP GEMINI EUR8   600.00   110,005.69   38,464.29
Corporate Stock — Common   CARREFOUR EUR2.50   2,500.00   153,901.27   129,490.19
Corporate Stock — Common   CHRISTIAN DIOR EUR2   3,400.00   148,537.07   104,324.55
Corporate Stock — Common   CIE DE ST-GOBAIN EUR16   857.00   121,689.43   124,995.79
Corporate Stock — Common   CIE DE ST-GOBAIN EUR16   700.00   123,460.66   102,096.91
Corporate Stock — Common   CIE DE ST-GOBAIN EUR16   1,129.00   146,870.70   164,667.74
Corporate Stock — Common   DANONE EUR1   1,500.00   187,895.36   173,384.79
Corporate Stock — Common   DANONE EUR1   600.00   65,637.07   69,353.91
Corporate Stock — Common   HERMES INTL NPV   470.00   55,978.38   70,696.94
Corporate Stock — Common   L'OREAL EUR0.20   259.00   9,427.74   17,821.21
Corporate Stock — Common   LAFARGE EUR4   279.00   20,978.69   25,604.81
Corporate Stock — Common   LEGRAND EUR2   1.00   191.37   136.09
Corporate Stock — Common   LVMH MOET HENNESSY EUR0.30   620.00   51,205.48   25,163.49
Corporate Stock — Common   MICHELIN (CGDE) EUR2 (REGD)   7,986.00   309,459.93   261,199.57
Corporate Stock — Common   MICHELIN (CGDE) EUR2 (REGD)   4,800.00   155,192.50   156,994.48
Corporate Stock — Common   ORANGE SA EUR1   6,920.00   61,765.93   60,037.60
Corporate Stock — Common   PEUGEOT SA EUR1   2,800.00   53,090.80   118,530.19
Corporate Stock — Common   SANOFI-SYNTHELABO EUR2   5,210.00   194,030.71   361,054.01
Corporate Stock — Common   SANOFI-SYNTHELABO EUR2   15,200.00   490,543.71   1,053,362.94
Corporate Stock — Common   SCHNEIDER ELECTRIC EUR8   3,444.00   192,386.54   157,571.45
Corporate Stock — Common   SCHNEIDER ELECTRIC EUR8   3,730.00   140,499.22   170,656.65
Corporate Stock — Common   SCHNEIDER ELECTRIC EUR8   3,300.00   162,423.05   150,983.10
Corporate Stock — Common   SOC AIR FRANCE EUR8.50   9,783.00   179,542.16   126,833.54
Corporate Stock — Common   SOC GENERALE EUR1.25   1,278.00   70,094.30   69,570.95
Corporate Stock — Common   SOC GENERALE EUR1.25   1,440.00   56,090.94   78,389.80
Corporate Stock — Common   SODEXHO ALLIANCE EUR4   5,059.00   206,664.50   207,047.21
Corporate Stock — Common   TF1 — TV FRANCAISE EUR0.20   5,744.00   179,991.26   139,475.40
Corporate Stock — Common   TF1 — TV FRANCAISE EUR0.20   14,000.00   144,668.56   339,947.00
Corporate Stock — Common   TOTAL FINA ELF EUR10   200.00   24,807.46   25,517.51
Corporate Stock — Common   TOTAL FINA ELF EUR10   4,890.00   538,897.27   623,903.19
Corporate Stock — Common   USINOR NPV   15,619.00   219,281.55   196,062.59
Corporate Stock — Common   VIVENDI UNIVERSAL EUR5.50   3,558.00   268,057.92   182,060.47
Corporate Stock — Common   VIVENDI UNIVERSAL EUR5.50   3,700.00   154,856.88   189,326.52
Corporate Stock — Common   ADR ALSTOM SPONSORED ADR   3.00   100.00   35.70
Corporate Stock — Common   ADR TOTAL FINA ELF S A SPONSORED ADR   5,831.00   241,061.35   373,708.79
Corporate Stock — Common   AIXTRON ORD NPV   5,400.00   367,286.32   131,992.69
Corporate Stock — Common   ALLIANZ AG NPV(REGD)(VINKULIERT)   1,051.00   288,687.27   248,418.35
Corporate Stock — Common   BAYER AG ORD NPV   1,220.00   38,388.96   39,793.53
Corporate Stock — Common   BAYER AG ORD NPV   11,154.00   363,845.74   363,817.26
Corporate Stock — Common   BAYER HYPO-VEREINS ORD NPV   715.00   39,678.70   22,931.11
Corporate Stock — Common   BAYER HYPO-VEREINS ORD NPV   5,220.00   268,901.41   167,413.15
Corporate Stock — Common   BAYER MOTOREN WERK EUR1   8,000.00   203,275.69   257,861.18
Corporate Stock — Common   COMMERZBANK AG ORD NPV   13,100.00   359,012.17   224,143.15

Corporate Stock — Common   DAIMLERCHRYSLER AG ORD NPV(REGD)   13,900.00   612,082.92   579,457.06
Corporate Stock — Common   DEUTSCHE BANK AG NPV(REGD)   1,700.00   151,515.59   109,591.00
Corporate Stock — Common   DEUTSCHE BANK AG NPV(REGD)   1,613.00   116,883.59   103,982.52
Corporate Stock — Common   DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)   10,974.00   219,603.96   140,997.15
Corporate Stock — Common   DEUTSCHE POST AG NPV(REGD)   21,080.00   403,964.07   297,643.08
Corporate Stock — Common   DEUTSCHE TELEKOM NPV(REGD)   3,700.00   85,760.17   63,440.12
Corporate Stock — Common   DEUTSCHE TELEKOM NPV(REGD)   950.00   30,940.04   16,288.68
Corporate Stock — Common   E.ON AG NPV   8,291.00   363,468.20   413,555.27
Corporate Stock — Common   E.ON AG NPV   2,375.00   111,060.27   118,465.05
Corporate Stock — Common   EPCOS ORD NPV   3,800.00   209,948.70   176,921.42
Corporate Stock — Common   GEHE AG NPV   2,150.00   86,721.88   82,005.23
Corporate Stock — Common   INFINEON TECHNOLOG ORD NPV   6,400.00   329,528.06   125,664.35
Corporate Stock — Common   METRO AG ORD NPV   12,600.00   502,791.30   430,950.50
Corporate Stock — Common   MG TECHNOLOGIES AG NPV   6,119.00   100,596.95   51,225.42
Corporate Stock — Common   RHON-KLINIKUM AG ORD NPV   739.00   16,569.18   36,060.72
Corporate Stock — Common   SAP AG ORD NPV   950.00   131,083.96   117,380.56
Corporate Stock — Common   SIEMENS AG NPV(REGD)   741.00   44,147.53   43,788.05
Corporate Stock — Common   VOLKSWAGEN AG ORD NPV   4,541.00   246,826.70   196,580.97
Corporate Stock — Common   ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037   1,400.00   93,313.46   27,370.00
Corporate Stock — Common   OTE(HELLENIC TLCM) EUR2.20(CR)   5,100.00   81,160.64   86,485.57
Corporate Stock — Common   OTE(HELLENIC TLCM) EUR2.20(CR)   1,270.00   20,383.92   21,536.60
Corporate Stock — Common   ADR HELLENIC TELECOMMUNICATIONS ORGANIZATION S A SPONSORED ADR   38,652.00   395,053.60   328,542.00
Corporate Stock — Common   CHEUNG KONG(HLDGS) HKD0.50   66,000.00   805,623.06   638,944.45
Corporate Stock — Common   CHEUNG KONG(HLDGS) HKD0.50   17,000.00   175,390.94   164,576.60
Corporate Stock — Common   CHINA MOBILE (HK) HKD0.10   84,000.00   521,008.59   297,815.05
Corporate Stock — Common   CHINA UNICOM HKD0.10   20,000.00   20,386.45   22,824.02
Corporate Stock — Common   HANG LUNG PROPERTIES HKD1   101,000.00   109,134.94   102,310.61
Corporate Stock — Common   HENDERSON LAND DEV HKD2   15,000.00   71,233.29   56,835.67
Corporate Stock — Common   HSBC HLDGS USD0.50(HONGKONG REG)   5,600.00   60,076.04   67,856.59
Corporate Stock — Common   HUTCHISON WHAMPOA HKD0.25   17,100.00   150,482.26   158,418.60
Corporate Stock — Common   HUTCHISON WHAMPOA HKD0.25   47,200.00   401,596.28   437,272.40
Corporate Stock — Common   JOHNSON ELEC HLDGS HKD0.0125   200,000.00   323,333.43   226,957.99
Corporate Stock — Common   LI & FUNG HKD0.025   4,000.00   3,818.22   4,462.22
Corporate Stock — Common   LI & FUNG HKD0.025   90,000.00   129,318.49   100,400.06
Corporate Stock — Common   PACIFIC CENTURY HKD0.05   96,000.00   21,831.57   27,388.83
Corporate Stock — Common   SHANGRI-LA ASIA HKD1   146,000.00   170,115.88   90,328.00
Corporate Stock — Common   SUN HUNG KAI PROP HKD0.50   3,000.00   27,287.63   22,118.79
Corporate Stock — Common   SWIRE PACIFIC 'A'HKD0.60   43,000.00   267,804.10   208,968.05
Corporate Stock — Common   SWIRE PACIFIC 'A'HKD0.60   37,000.00   190,843.15   179,809.71
Corporate Stock — Common   ADR ICICI LTD SPONSORED ADR   3,150.00   40,333.29   18,931.50
Corporate Stock — Common   ADR VIDESH SANCHAR NIGAM LTD SPONSORED ADR NEW   10,325.00   291,438.67   94,060.75
Corporate Stock — Common   RELIANCE INDS GDS(REP 2 ORD INR10) 144 A   4,400.00   73,771.62   55,440.00
Corporate Stock — Common   ALLIED IRISH BANKS ORD EUR0.32(DUBLIN LISTING)   21,000.00   234,202.93   218,483.63
Corporate Stock — Common   BK OF IRELAND ORD STK EUR0.64   46,851.00   327,017.44   415,286.24
Corporate Stock — Common   CRH ORD EUR0.32(DUBLIN LISTING)   20,090.00   316,962.47   332,770.75
Corporate Stock — Common   IRISH LIFE & PERM ORD EUR0.32   13,000.00   143,891.54   145,494.59
Corporate Stock — Common   ADR ELAN PLC ADR REPSTG SHS   2,400.00   105,853.35   106,128.00
Corporate Stock — Common   ADR ELAN PLC ADR REPSTG SHS   8,050.00   339,983.04   355,971.00
Corporate Stock — Common   ADR SMARTFORCE PUB LTD CO SPONSORED ADRISIN 83170A2069 SEDOL 2254463   1,322.00   43,504.08   29,467.38
Corporate Stock — Common   ALLEANZA ASSICURAZ EUR0.5   13,660.00   142,269.81   143,463.76
Corporate Stock — Common   BCA POP BERGAMO EUR3   10,331.00   231,888.46   167,515.23
Corporate Stock — Common   BIPOP-CARIRE EUR0.26   9,700.00   57,794.78   16,588.17

Corporate Stock — Common   ENI EUR1   19,892.00   223,147.87   233,849.62
Corporate Stock — Common   ENI EUR1   32,970.00   329,721.70   387,594.10
Corporate Stock — Common   ENI EUR1   32,750.00   367,580.45   385,007.79
Corporate Stock — Common   FINMECCANICA SPA EUR0.22   359,917.00   439,685.72   314,518.11
Corporate Stock — Common   GENERALI ASS EUR1   12,500.00   422,376.02   343,031.48
Corporate Stock — Common   GENERALI ASS EUR1   1,925.00   63,056.01   52,826.85
Corporate Stock — Common   INTESABCI EUR0.52   99,915.00   376,928.88   242,881.27
Corporate Stock — Common   MEDIASET EUR0.52   3,310.00   60,806.97   24,775.80
Corporate Stock — Common   MEDIOLANUM EUR0.1   5,540.00   35,545.67   49,751.27
Corporate Stock — Common   OLIVETTI SPA EUR1   21,805.00   49,074.82   26,180.53
Corporate Stock — Common   SANPAOLO IMI SPA EUR2.80   1,600.00   18,979.86   17,634.84
Corporate Stock — Common   SANPAOLO IMI SPA EUR2.80   13,732.00   142,525.25   151,351.01
Corporate Stock — Common   T.I.M.SPA EUR0.06   42,192.00   248,362.04   238,370.75
Corporate Stock — Common   TELECOM ITALIA SPA DI RISP EUR0.55   19,500.00   82,804.95   98,645.33
Corporate Stock — Common   TELECOM ITALIA SPA DI RISP EUR0.55   5,400.00   22,125.47   27,317.17
Corporate Stock — Common   TELECOM ITALIA SPA DI RISP EUR0.55   70,479.00   225,892.65   356,534.59
Corporate Stock — Common   TELECOM ITALIA SPA EUR0.55   14,000.00   52,373.54   119,207.08
Corporate Stock — Common   TELECOM ITALIA SPA EUR0.55   17,445.00   154,728.80   148,540.53
Corporate Stock — Common   UNICREDITO ITALIAN EUR0.50   49,804.00   174,175.82   187,732.65
Corporate Stock — Common   77TH BANK JPY50   36,000.00   353,012.08   167,836.26
Corporate Stock — Common   ACOM CO JPY50   3,700.00   286,677.13   300,519.82
Corporate Stock — Common   ADVANTEST JPY50   5,400.00   380,273.01   344,736.84
Corporate Stock — Common   AEON CO LTD Y50   14,000.00   239,687.61   294,509.42
Corporate Stock — Common   AIFUL CORP JPY50   250.00   21,056.13   19,290.12
Corporate Stock — Common   AIFUL CORP JPY50   3,250.00   212,561.74   250,771.60
Corporate Stock — Common   AIFUL CORP JPY50   3,450.00   359,039.25   266,203.70
Corporate Stock — Common   CANON INC JPY50   9,000.00   285,585.75   304,824.56
Corporate Stock — Common   CANON INC JPY50   13,000.00   375,067.59   440,302.14
Corporate Stock — Common   CHUBU ELEC POWER JPY500   6,000.00   130,341.29   114,522.42
Corporate Stock — Common   CHUDENKO CORP JPY50   18,600.00   262,053.42   285,526.32
Corporate Stock — Common   CHUGAI PHARMA CO Y50   18,000.00   283,062.09   241,666.67
Corporate Stock — Common   CREDIT SAISON CO COM STK   20,700.00   402,948.72   453,947.37
Corporate Stock — Common   DAIWA SEC CO Y50   22,000.00   225,533.88   147,774.53
Corporate Stock — Common   FANUC JPY50   1,700.00   134,654.61   80,084.47
Corporate Stock — Common   FUJI MACHINE JPY50   7,100.00   284,750.03   117,641.33
Corporate Stock — Common   FUJI SOFT ABC INC JPY50   2,700.00   191,145.54   111,842.11
Corporate Stock — Common   FUJI TELEVISION JPY5000   13.00   196,481.16   57,651.07
Corporate Stock — Common   FUJI TELEVISION JPY5000   20.00   148,515.89   88,693.96
Corporate Stock — Common   FUJISAWA PHARMA CO Y50   5,000.00   109,424.15   114,522.42
Corporate Stock — Common   FURUKAWA ELEC CO Y50   18,000.00   381,077.45   107,748.54
Corporate Stock — Common   HIROSE ELECTRIC JPY50   5,000.00   248,179.18   405,701.75
Corporate Stock — Common   HITACHI JPY50   14,000.00   102,068.84   103,476.28
Corporate Stock — Common   HITACHI JPY50   4,000.00   42,481.48   29,564.65
Corporate Stock — Common   HONDA MOTOR CO Y50   8,000.00   186,412.66   303,443.79
Corporate Stock — Common   HOYA CORP JPY50   2,500.00   180,462.37   164,473.68
Corporate Stock — Common   ITO-YOKADO CO Y50   1,000.00   72,475.36   44,915.53
Corporate Stock — Common   KAO CORP JPY50   3,000.00   50,347.93   64,083.82
Corporate Stock — Common   KDDI CORP JPY5000   0   0   0
Corporate Stock — Common   KOKUSAI SECURITIES JPY50   7,000.00   84,871.76   46,507.47
Corporate Stock — Common   KOKUYO CO Y50   0   0   0
Corporate Stock — Common   KONAMI CORP JPY50   4,100.00   199,967.48   138,864.52
Corporate Stock — Common   KYOCERA CORP JPY50   1,000.00   118,814.48   74,886.29
Corporate Stock — Common   LAWSON INC JPY50   5,300.00   193,699.82   172,620.21
Corporate Stock — Common   MABUCHI MOTOR CO JPY50   3,500.00   294,302.41   287,118.26
Corporate Stock — Common   MARUBENI CORP JPY50   133,000.00   371,634.35   113,425.93
Corporate Stock — Common   MARUI CO JPY50   8,000.00   122,317.21   104,873.29
Corporate Stock — Common   MATSUMOTOKIYOSHI C JPY50   6,600.00   311,160.14   262,134.50
Corporate Stock — Common   MATSUSHITA COMM JPY50   600.00   71,623.30   21,637.43
Corporate Stock — Common   MATSUSHITA ELC IND Y50   13,000.00   260,374.26   172,636.45
Corporate Stock — Common   MINEBEA CO JPY50   37,000.00   394,559.68   222,384.67
Corporate Stock — Common   MITSUBISHI EST CO Y50   29,000.00   326,218.26   247,790.77
Corporate Stock — Common   MITSUBISHI HVY IND Y50   54,000.00   195,648.97   149,561.40

Corporate Stock — Common   MITSUBISHI MOTORS JPY50   79,000.00   274,897.40   152,071.15
Corporate Stock — Common   MITSUI FUDOSAN JPY50   37,000.00   386,014.28   337,784.28
Corporate Stock — Common   MITSUI FUDOSAN JPY50   11,000.00   118,730.11   100,422.35
Corporate Stock — Common   MITSUI SUMITOMO INSURANCE COMPANY   73,980.00   406,437.73   368,337.72
Corporate Stock — Common   MIZUHO HLDGS JPY50000   44.00   378,623.78   110,786.22
Corporate Stock — Common   MURATA MFG CO JPY50   1,500.00   180,998.49   101,486.35
Corporate Stock — Common   MURATA MFG CO JPY50   1,900.00   145,281.78   128,549.38
Corporate Stock — Common   MURATA MFG CO JPY50   5,000.00   160,050.41   338,287.85
Corporate Stock — Common   NEC CORP Y50   55,000.00   939,082.37   559,291.75
Corporate Stock — Common   NEC CORP Y50   5,000.00   70,853.34   50,844.70
Corporate Stock — Common   NIKKO CORDIAL CORPORATION Y50   23,000.00   160,122.92   121,426.25
Corporate Stock — Common   NIKON CORP JPY50   19,000.00   276,476.25   170,524.69
Corporate Stock — Common   NINTENDO CO JPY50   3,700.00   420,428.92   638,604.61
Corporate Stock — Common   NIPPON EXPRESS CO Y50   87,000.00   578,100.98   313,742.69
Corporate Stock — Common   NIPPON TEL&TEL CP JPY50000   17.00   198,199.42   70,419.10
Corporate Stock — Common   NIPPON TEL&TEL CP JPY50000   21.00   234,319.23   86,988.30
Corporate Stock — Common   NIPPON TEL&TEL CP JPY50000   8.00   124,612.02   33,138.40
Corporate Stock — Common   NISHIMATSU CONS CO Y50   23,900.00   196,329.68   79,006.66
Corporate Stock — Common   NISSAN MOTOR CO Y50   75,000.00   362,011.64   370,370.37
Corporate Stock — Common   NISSAN MOTOR CO Y50   46,000.00   304,098.86   227,160.49
Corporate Stock — Common   NOMURA HOLDINGS INC Y50   14,000.00   289,449.10   194,444.44
Corporate Stock — Common   NOMURA HOLDINGS INC Y50   17,000.00   324,918.32   236,111.11
Corporate Stock — Common   NTT DOCOMO NPV   61.00   862,358.57   797,677.06
Corporate Stock — Common   NTT DOCOMO NPV   16.00   289,533.05   209,226.77
Corporate Stock — Common   PROMISE CO JPY50   3,000.00   222,035.66   173,732.94
Corporate Stock — Common   RINNAI CORP Y50   14,600.00   243,269.62   254,361.60
Corporate Stock — Common   ROHM CO JPY50   3,000.00   267,659.55   407,894.74
Corporate Stock — Common   ROHM CO JPY50   1,000.00   115,417.57   135,964.91
Corporate Stock — Common   SANKYO CO JPY50   3,000.00   68,798.94   52,266.08
Corporate Stock — Common   SANKYO CO JPY50   9,000.00   226,411.84   156,798.25
Corporate Stock — Common   SEKISUI HOUSE Y50   26,000.00   208,160.73   198,505.52
Corporate Stock — Common   SEVEN ELEVEN NPV   2,000.00   147,536.33   83,008.45
Corporate Stock — Common   SHIN-ETSU CHEM CO Y50   5,000.00   207,670.61   189,246.26
Corporate Stock — Common   SHIN-ETSU CHEM CO Y50   2,000.00   69,928.22   75,698.51
Corporate Stock — Common   SHIN-ETSU CHEM CO Y50   7,000.00   318,551.90   264,944.77
Corporate Stock — Common   SHIONOGI & CO JPY50   28,000.00   499,736.11   480,994.15
Corporate Stock — Common   SHISEIDO CO Y50   6,000.00   70,155.22   58,187.13
Corporate Stock — Common   SHOHKOH FUND & CO JPY50   1,000.00   203,161.17   108,593.24
Corporate Stock — Common   SONY CORP Y50   13,900.00   498,041.25   655,937.30
Corporate Stock — Common   SONY CORP Y50   5,000.00   322,097.01   235,948.67
Corporate Stock — Common   SUMITOMO BAKELITE JPY50   28,600.00   197,624.44   184,905.78
Corporate Stock — Common   SUMITOMO CORP JPY50   10,000.00   97,484.66   54,743.34
Corporate Stock — Common   SUMITOMO MITSUI BK JPY50   27,000.00   287,489.43   146,929.82
Corporate Stock — Common   SUMITOMO MITSUI BK JPY50   15,000.00   189,886.80   81,627.68
Corporate Stock — Common   SUMITOMO REAL&DEV Y50   8,000.00   36,207.33   45,549.06
Corporate Stock — Common   SUZUKI MOTOR CORP JPY50   17,000.00   187,560.58   174,528.91
Corporate Stock — Common   TAIYO YUDEN CO Y50   0   0   0
Corporate Stock — Common   TAKEDA CHEMICAL IN Y50   7,000.00   310,252.31   319,525.67
Corporate Stock — Common   TDK CORP JPY50   2,800.00   267,275.85   142,137.75
Corporate Stock — Common   TOKYO ELEC POWER JPY500   4,300.00   100,287.04   99,013.16
Corporate Stock — Common   TOKYO ELECTRON Y50   13,900.00   493,604.86   738,352.83
Corporate Stock — Common   TOKYO ELECTRON Y50   0   0   0
Corporate Stock — Common   TOKYO SEIMITSU CO JPY50   2,700.00   306,162.25   86,622.81
Corporate Stock — Common   TOKYU CORP Y50   33,000.00   164,441.62   127,582.85
Corporate Stock — Common   TORAY IND INC Y50   57,000.00   212,005.41   156,018.52
Corporate Stock — Common   TOSHIBA CORP Y50   12,000.00   87,560.37   51,267.06
Corporate Stock — Common   UFJ HLDGS NPV   24.00   187,064.68   79,337.23
Corporate Stock — Common   UFJ HLDGS NPV   9.00   65,305.16   29,751.46
Corporate Stock — Common   USHIO INC JPY50   8,000.00   186,348.48   100,064.98
Corporate Stock — Common   YAMAHA MOTOR CO JPY50   21,200.00   146,894.88   127,592.59
Corporate Stock — Common   YAMANOUCHI PHARM JPY50   6,000.00   135,823.95   168,615.98
Corporate Stock — Common   YAMANOUCHI PHARM JPY50   4,000.00   182,881.09   112,410.66

Corporate Stock — Common   ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM   700.00   25,761.97   33,390.00
Corporate Stock — Common   FOMENTO ECON MEXIC UNITS (REP 1'B'& 4'D'SHS)   25,890.00   101,001.42   87,128.73
Corporate Stock — Common   ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS   3,000.00   46,084.20   52,050.00
Corporate Stock — Common   ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS   18,300.00   301,725.73   317,505.00
Corporate Stock — Common   ADR GRUPO IUSACELL S A DE C V NEW SPONSORED ADR REPSTG SER V SHS   3,000.00   45,756.99   8,850.00
Corporate Stock — Common   ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L   18,300.00   456,643.21   613,233.00
Corporate Stock — Common   ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L   619.00   17,722.73   20,742.69
Corporate Stock — Common   ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L   3,110.00   90,821.75   104,216.10
Corporate Stock — Common   GRUPO TELEVISA SA SPONS GDR   1,998.00   123,470.21   69,330.60
Corporate Stock — Common   GRUPO TELEVISA SA SPONS GDR   3,100.00   81,184.45   107,570.00
Corporate Stock — Common   ABN-AMRO HLDGS NV EUR0.56   15,412.00   325,915.07   250,454.66
Corporate Stock — Common   ABN-AMRO HLDGS NV EUR0.56   23,128.00   396,011.80   375,844.50
Corporate Stock — Common   AEGON NV EUR0.12   35,555.00   884,739.94   947,067.95
Corporate Stock — Common   AHOLD(KON)NV EUR0.25   2,700.00   76,470.39   79,775.80
Corporate Stock — Common   AKZO NOBEL NV EUR2   440.00   10,106.06   19,835.61
Corporate Stock — Common   AKZO NOBEL NV EUR2   4,050.00   139,412.52   182,577.81
Corporate Stock — Common   ASML HLDG EUR0.02   8,110.00   158,413.04   143,047.60
Corporate Stock — Common   BUHRMANN NV EUR1.20(POST CONS)   15,661.00   260,827.59   159,571.47
Corporate Stock — Common   ELSEVIER NV EUR0.06   5,750.00   67,964.95   66,515.65
Corporate Stock — Common   EQUANT NV NLG0.02   556.00   53,724.01   6,830.03
Corporate Stock — Common   FORTIS NL EUR0.24   17,969.00   491,720.89   419,268.09
Corporate Stock — Common   FORTIS NL EUR0.24   6,014.00   89,647.85   140,323.79
Corporate Stock — Common   HAGEMEYER EUR1.2   7,000.00   200,922.96   119,583.12
Corporate Stock — Common   HEINEKEN HOLDING 'A'EUR2   11,625.00   370,468.13   322,662.24
Corporate Stock — Common   HEINEKEN NV EUR2   12,250.00   506,352.68   455,174.24
Corporate Stock — Common   HUNTER DOUGLAS NV EUR0.24   8,572.00   255,643.78   202,618.72
Corporate Stock — Common   ING GROEP NV CVA EUR0.24   7,128.00   195,195.14   186,356.28
Corporate Stock — Common   ING GROEP NV CVA EUR0.24   16,916.00   384,437.22   442,256.29
Corporate Stock — Common   KLM EUR2   7,000.00   157,972.52   84,798.73
Corporate Stock — Common   PHILIPS ELEC(KON) EUR0.20   9,700.00   334,556.40   264,889.69
Corporate Stock — Common   PHILIPS ELEC(KON) EUR0.20   12,131.00   366,691.93   331,275.97
Corporate Stock — Common   ROYAL DUTCH PETROL NLG1.25 (BR)   3,492.00   143,835.87   168,834.61
Corporate Stock — Common   ROYAL DUTCH PETROL NLG1.25 (BR)   6,200.00   309,001.35   299,763.63
Corporate Stock — Common   STORK NV EUR5   15,032.00   312,893.67   119,111.45
Corporate Stock — Common   UTD PAN-EUROPE COM EUR1'A'SHS   11,000.00   235,544.64   4,924.43
Corporate Stock — Common   VEDIOR CVA NLG0.05   18,758.00   231,364.94   206,074.65
Corporate Stock — Common   VNU NV EUR0.20   9,740.00   506,239.75   313,945.99
Corporate Stock — Common   VNU NV EUR0.20   3,500.00   177,126.65   112,814.27
Corporate Stock — Common   WOLTERS KLUWER CVA EUR0.12   9,700.00   210,907.47   210,174.77
Corporate Stock — Common   WOLTERS KLUWER CVA EUR0.12   4,420.00   83,230.47   95,770.36
Corporate Stock — Common   ADR ASML HLDG ASML HLDG NV EUR0.02(NY REG)   24,100.00   84,439.02   419,581.00
Corporate Stock — Common   ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000   2,900.00   96,693.28   78,503.00
Corporate Stock — Common   ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000   10,300.00   275,731.39   278,821.00
Corporate Stock — Common   ADR STMICROELECTRONICS N V SHS-N Y REGISTRY   2,600.00   57,624.43   87,490.00
Corporate Stock — Common   ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR   300.00   14,857.56   14,502.00
Corporate Stock — Common   TELECOM CORP OF NZ NPV   80,377.00   265,603.26   169,798.09
Corporate Stock — Common   NORSK HYDRO AS NOK20   5,000.00   261,552.91   193,668.28
Corporate Stock — Common   ORKLA ASA NOK6.25 ORD   5,260.00   73,660.26   86,559.65
Corporate Stock — Common   STATOIL ASA NOK2.50   38,000.00   279,536.79   246,731.15
Corporate Stock — Common   STATOIL ASA NOK2.50   21,710.00   157,024.66   140,961.40

Corporate Stock — Common   STATOIL ASA NOK2.50   2,570.00   19,134.51   16,686.82
Corporate Stock — Common   MANILA ELECTRIC CO 'B'PHP10   116,420.00   182,979.36   71,712.03
Corporate Stock — Common   ELEC DE PORTUGAL EUR1(REGD)   87,360.00   214,392.60   200,237.81
Corporate Stock — Common   JERONIMO MARTINS EUR5   2,944.00   51,133.54   21,429.98
Corporate Stock — Common   PORTUGAL TCOM SGPS EUR1(REGD)   35,920.00   306,659.86   273,690.28
Corporate Stock — Common   PORTUGAL TCOM SGPS EUR1(REGD)   8,377.00   67,358.87   63,828.05
Corporate Stock — Common   PORTUGAL TCOM SGPS EUR1(REGD)   14,280.00   117,136.08   108,805.60
Corporate Stock — Common   VODAFONE TELECEL EUR0.5   5,200.00   117,987.82   40,552.25
Corporate Stock — Common   SAMSUNG ELECTRONIC KRW5000   3,656.00   891,660.30   626,111.00
Corporate Stock — Common   SAMSUNG ELECTRONIC KRW5000   1,103.00   152,759.57   188,895.09
Corporate Stock — Common   SHINHAN FINANCIAL KRW5000   4,700.00   51,833.63   58,521.54
Corporate Stock — Common   SK TELECOM KRW500   300.00   52,544.02   62,217.68
Corporate Stock — Common   ADR KOREA ELEC PWR CORP SPONSORED ADR ISIN #US5006311063   16,915.00   214,189.95   170,164.90
Corporate Stock — Common   ADR KOREA TELECOM CORP SPONSORED ADR ISIN US50063P1030   2,605.00   80,676.83   60,566.25
Corporate Stock — Common   ADR POHANG IRON & STL LTD SPONSORED ADR   8,756.00   193,722.90   185,627.20
Corporate Stock — Common   ADR POHANG IRON & STL LTD SPONSORED ADR   1,762.00   45,905.07   37,354.40
Corporate Stock — Common   GDR HYUNDAI MTR CO ISIN # US4491877076   16,952.00   172,222.92   173,758.00
Corporate Stock — Common   SAMSUNG ELECTRONIC GDR-REP 1/2 SH KRW5000(REGS   1,678.00   255,604.50   159,997.30
Corporate Stock — Common   SAMSUNG ELECTRONIC GDS(1/2 NON VTG SHS)RG   4,800.00   146,524.26   172,464.00
Corporate Stock — Common   ADR OIL CO LUKOIL SPONSORED ADR   3,200.00   175,196.93   142,805.76
Corporate Stock — Common   DBS GROUP HLDGS SGD1   69,000.00   506,870.09   429,566.12
Corporate Stock — Common   O/SEAS CHINESE BK SGD1   18,000.00   101,720.06   105,179.81
Corporate Stock — Common   SINGAPORE AIRLINES SGD0.5(1000 BOARD LOT)   15,000.00   140,705.52   77,000.79
Corporate Stock — Common   SINGAPORE PRESS HD SGD1(POST REC LOT OF 1000)   2,000.00   22,620.45   20,751.99
Corporate Stock — Common   SINGAPORE PRESS HD SGD1(POST REC LOT OF 1000)   13,000.00   220,923.35   134,887.91
Corporate Stock — Common   SINGAPORE TECH ENG SGD0.10   223,000.00   224,392.97   245,998.42
Corporate Stock — Common   SINGAPORE TELECOMM SGD0.15   686,640.00   710,409.93   659,960.35
Corporate Stock — Common   UTD O/S BANK SGD1   19,000.00   129,422.47   119,323.92
Corporate Stock — Common   UTD O/S BANK SGD1   27,008.00   179,577.21   169,615.82
Corporate Stock — Common   CREATIVE TECH INC COM STK   17,200.00   209,831.16   127,280.00
Corporate Stock — Common   DATACRAFT ASIA SGD0.10   2,596.00   16,839.25   5,659.28
Corporate Stock — Common   FLEXTRONICS INTL LTD COM STK   2,200.00   76,341.98   55,000.00
Corporate Stock — Common   ALTADIS SA EUR0.60 (REGD)   5,500.00   90,751.66   88,984.49
Corporate Stock — Common   BBVA(BILB-VIZ-ARG) EUR0.49   14,959.00   169,689.04   184,027.52
Corporate Stock — Common   BBVA(BILB-VIZ-ARG) EUR0.49   27,000.00   395,598.22   332,157.44
Corporate Stock — Common   BCO SANT CENT HISP EUR0.50(REGD)   18,168.00   154,210.91   154,859.39
Corporate Stock — Common   ENDESA SA EUR1.2   6,157.00   115,258.34   98,511.56
Corporate Stock — Common   ENDESA SA EUR1.2   30,263.00   544,090.37   484,205.83
Corporate Stock — Common   INDUSTRIA DE DISENO TEXTIL (INDITEX) ORDCOM STK   18,000.00   280,336.47   347,145.62
Corporate Stock — Common   REPSOL YPF SA EUR1   2,916.00   47,674.47   40,990.26
Corporate Stock — Common   TELEFONICA SA EUR1   12,243.00   185,065.15   165,413.36
Corporate Stock — Common   TELEFONICA SA EUR1   14,391.00   134,780.42   194,434.67
Corporate Stock — Common   ADR REPSOL YPF S A SPONSORED ADR   25,793.00   388,144.07   368,839.90
Corporate Stock — Common   ADR TELEFONICA S A SPONSORED   1,854.00   145,654.57   73,993.14
Corporate Stock — Common   ADR TELEFONICA S A SPONSORED   1,443.00   63,252.59   57,590.13
Corporate Stock — Common   ASSA ABLOY SEK1 SER'B'   13,000.00   208,958.84   181,293.20
Corporate Stock — Common   AUTOLIV INC USD1 SDR (SWEDISH DEP RECPT   11,869.00   308,602.04   219,953.67
Corporate Stock — Common   ELECTROLUX AB SER'B'SEK5   4,270.00   69,447.69   61,745.92
Corporate Stock — Common   ERICSSON(LM)TEL SEK1 SER'B'   27,160.00   399,222.67   149,980.11
Corporate Stock — Common   ERICSSON(LM)TEL SEK1 SER'B'   36,200.00   562,657.37   199,899.85

Corporate Stock — Common   FORENINGSSPARBK SEK20 SER'A'   17,600.00   250,775.78   198,495.93
Corporate Stock — Common   HENNES & MAURITZ SEK0.25'B'   6,820.00   104,003.68   135,961.48
Corporate Stock — Common   INVESTOR AB SEK6.25'B'   10,663.00   157,501.69   110,279.19
Corporate Stock — Common   NORDEA ORD EUR0.39632   22,716.00   124,151.35   112,683.32
Corporate Stock — Common   SANDVIK AB SEK6   1,270.00   27,063.79   26,863.59
Corporate Stock — Common   SECURITAS SER'B'SEK1   19,938.00   392,676.90   355,490.88
Corporate Stock — Common   ADR ERICSSON L.M TEL CO CL B SER 10 NEW   20,000.00   450,031.50   109,200.00
Corporate Stock — Common   ADECCO SA CHF1(REGD)   5,930.00   294,047.89   306,078.46
Corporate Stock — Common   BARRY CALLEBAUT AG CHF100(REGD)   1,724.00   314,512.05   190,531.94
Corporate Stock — Common   CLARIANT CHF5(REGD)   13,840.00   366,382.97   258,008.26
Corporate Stock — Common   CREDIT SUISSE GRP CHF3(REGD)   1,440.00   53,024.96   55,525.87
Corporate Stock — Common   CREDIT SUISSE GRP CHF3(REGD)   10,563.00   453,086.61   407,305.38
Corporate Stock — Common   GIVAUDAN AG CHF10   310.00   77,287.44   95,063.15
Corporate Stock — Common   HOLCIM CHF10(BR)   2,933.00   312,619.88   603,769.13
Corporate Stock — Common   NESTLE SA CHF1(REGD)   1,923.00   294,867.42   396,440.67
Corporate Stock — Common   NESTLE SA CHF1(REGD)   2,150.00   349,596.79   443,238.40
Corporate Stock — Common   NOVARTIS AG CHF0.50(REGD)   7,200.00   237,950.38   252,708.28
Corporate Stock — Common   NOVARTIS AG CHF0.50(REGD)   15,846.00   557,414.47   556,168.81
Corporate Stock — Common   RICHEMONT (CIE "A" CHF 1.0 (BR) EQUITY   22,093.00   373,230.61   418,570.32
Corporate Stock — Common   ROCHE HLDGS AG GENUSSCHEINE NPV   1,900.00   127,551.88   135,854.38
Corporate Stock — Common   ROCHE HLDGS AG GENUSSCHEINE NPV   3,700.00   244,685.20   264,558.54
Corporate Stock — Common   ROCHE HLDGS AG GENUSSCHEINE NPV   2,875.00   228,668.47   205,569.13
Corporate Stock — Common   SWISS REINSURANCE CHF0.1(REGD)   7,284.00   692,993.93   734,238.52
Corporate Stock — Common   SWISS REINSURANCE CHF0.1(REGD)   280.00   27,919.98   28,224.44
Corporate Stock — Common   SWISSCOM AG CHF17(REGD)   983.00   294,135.75   267,418.02
Corporate Stock — Common   UBS AG CHF2.80(REGD)   8,839.00   347,021.15   438,783.25
Corporate Stock — Common   UBS AG CHF2.80(REGD)   3,300.00   156,242.53   163,817.71
Corporate Stock — Common   UBS AG CHF2.80(REGD)   5,830.00   238,246.41   289,411.28
Corporate Stock — Common   ZURICH FIN SVS GRP CHF10   1,000.00   416,270.78   254,736.46
Corporate Stock — Common   STMICROELECTRONICS EUR1.04   9,700.00   244,800.17   329,158.01
Corporate Stock — Common   STMICROELECTRONICS EUR1.04   3,376.00   97,895.33   114,560.56
Corporate Stock — Common   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   34,402.00   352,164.85   548,023.86
Corporate Stock — Common   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   10,010.00   125,706.40   159,459.30
Corporate Stock — Common   ASUSTEK COMPUTER GDR REP 1 ORD TWD10 REG'S'   20,352.00   132,543.58   83,850.24
Corporate Stock — Common   GDR HON HAI PRECISION IND LTD GLOBAL DEPOS RCPT   15,912.00   159,062.00   148,777.20
Corporate Stock — Common   ABBEY NATIONAL ORD GBP0.10   3,135.00   36,475.17   43,722.98
Corporate Stock — Common   ALLIED DOMECQ ORD GBP0.25   59,900.00   368,536.57   324,169.33
Corporate Stock — Common   ASTRAZENECA USD PAR .25   16,800.00   503,769.08   751,069.53
Corporate Stock — Common   ASTRAZENECA USD PAR .25   7,827.00   269,018.59   349,917.93
Corporate Stock — Common   AUTONOMY CORP ORD GBX0.333333   1,000.00   47,598.98   5,048.20
Corporate Stock — Common   BAE SYSTEMS ORD GBP0.025   80,426.00   478,079.34   365,864.67
Corporate Stock — Common   BAE SYSTEMS ORD GBP0.025   44,603.00   195,314.37   202,902.82
Corporate Stock — Common   BARCLAYS PLC ORD GBP1   15,309.00   404,872.67   469,373.54
Corporate Stock — Common   BARCLAYS PLC ORD GBP1   800.00   21,047.11   24,527.98
Corporate Stock — Common   BG GROUP ORD GBP0.10   4,309.00   10,143.70   16,222.35
Corporate Stock — Common   BG GROUP ORD GBP0.10   30,400.00   114,391.48   114,448.69
Corporate Stock — Common   BOC GROUP ORD 25P   23,128.00   344,424.45   350,264.33
Corporate Stock — Common   BP ORD USD0.25   24,520.00   165,324.98   181,301.98
Corporate Stock — Common   BRAMBLES INDS (UK) ORD GBP0.05   26,600.00   223,433.55   128,971.54
Corporate Stock — Common   BRAMBLES INDS (UK) ORD GBP0.05   16,450.00   80,882.07   79,758.71
Corporate Stock — Common   BRITISH AIRWAYS ORD 25P   39,000.00   96,471.35   113,178.08
Corporate Stock — Common   BUNZL ORD 25P   62,637.00   261,552.36   422,498.73
Corporate Stock — Common   CABLE & WIRELESS ORD GBP0.25   14,024.00   164,057.51   66,046.23
Corporate Stock — Common   CADBURY SCHWEPPES ORD GBP0.125   34,900.00   219,045.45   221,471.96
Corporate Stock — Common   CADBURY SCHWEPPES ORD GBP0.125   19,931.00   109,043.06   126,480.16

Corporate Stock — Common   CELLTECH GROUP ORD GBP0.50   5,787.00   104,060.45   74,148.94
Corporate Stock — Common   CENTRICA ORD GBX5.555555   35,000.00   133,009.38   106,311.68
Corporate Stock — Common   CENTRICA ORD GBX5.555555   10,683.00   17,681.69   32,449.36
Corporate Stock — Common   COMPASS GROUP ORD GBP0.10   55,410.00   97,220.89   397,061.28
Corporate Stock — Common   COMPASS GROUP ORD GBP0.10   18,000.00   0   128,985.80
Corporate Stock — Common   D S SMITH PLC ORD GBP0.10   7,560.00   28,720.42   17,626.78
Corporate Stock — Common   DIAGEO ORD GBX28.935185   35,422.00   346,907.79   378,850.32
Corporate Stock — Common   DIAGEO ORD GBX28.935185   25,705.00   213,962.63   274,923.71
Corporate Stock — Common   DIMENSION DATA HLD ORD USD0.01   3,500.00   27,216.17   4,541.95
Corporate Stock — Common   ELECTROCOMPONENTS ORD GBP0.10   14,280.00   102,058.56   102,634.19
Corporate Stock — Common   ENTERPRISE OIL ORD GBP0.25   44,428.00   352,574.36   269,898.01
Corporate Stock — Common   FRIENDS PROVIDENT ORD GBP0.10   6,380.00   20,088.44   17,741.43
Corporate Stock — Common   GKN PLC ORD GBP0.50   26,600.00   156,982.47   106,022.19
Corporate Stock — Common   GKN PLC ORD GBP0.50   1,000.00   2,600.57   3,985.80
Corporate Stock — Common   GLAXOSMITHKLINE ORD GBP0.25   40,438.00   829,107.79   1,014,928.98
Corporate Stock — Common   GRANADA ORD GBP0.10   62,845.00   369,960.53   125,467.74
Corporate Stock — Common   GRANADA ORD GBP0.10   47,872.00   415,225.25   95,574.70
Corporate Stock — Common   HAYS ORD 1P   28,492.00   116,125.85   82,480.69
Corporate Stock — Common   HBOS ORD GBP0.25   15,500.00   133,209.95   182,355.54
Corporate Stock — Common   HILTON GRP ORD 10P   7,770.00   24,505.20   23,268.78
Corporate Stock — Common   KINGFISHER ORD GBP0.1375   15,509.00   102,294.04   88,466.15
Corporate Stock — Common   LATTICE GROUP ORD GBP0.10   14,109.00   26,095.90   30,582.51
Corporate Stock — Common   LLOYDS TSB GROUP ORD GBP0.25   37,969.00   413,979.87   390,930.61
Corporate Stock — Common   MARKS & SPENCER ORD 25P   29,500.00   112,659.40   146,608.15
Corporate Stock — Common   MORGAN CRUCIBLE CO ORD GBP0.25   91,589.00   395,577.02   245,546.92
Corporate Stock — Common   NATIONAL GRID GRP ORD GBX11.764705   19,000.00   173,598.77   120,030.23
Corporate Stock — Common   PEARSON ORD 25P   19,400.00   351,606.48   228,791.85
Corporate Stock — Common   PRUDENTIAL PLC 5P   29,000.00   433,813.05   316,161.37
Corporate Stock — Common   RECKITT BENCKISER ORD GBP0.105263   3,000.00   36,689.69   39,487.19
Corporate Stock — Common   REED INTERNATIONAL ORD GBP0.125   65,164.00   500,378.23   548,268.21
Corporate Stock — Common   REUTERS GROUP ORD GBP0.25   31,940.00   362,660.73   310,181.11
Corporate Stock — Common   REXAM ORD GBX64.285714   80,099.00   293,978.11   426,058.51
Corporate Stock — Common   RIO TINTO PLC ORD 10P(REGD)   14,417.00   230,322.28   270,354.73
Corporate Stock — Common   RIO TINTO PLC ORD 10P(REGD)   18,353.00   290,074.06   344,164.55
Corporate Stock — Common   ROYAL BK SCOTLAND ORD GBP0.25   20,987.00   244,427.44   486,336.70
Corporate Stock — Common   ROYAL BK SCOTLAND ORD GBP0.25   28,900.00   602,696.63   669,706.52
Corporate Stock — Common   ROYAL&SUN ALLIANCE ORD GBP0.275   77,289.00   581,298.74   441,421.55
Corporate Stock — Common   SAINSBURY J ORD GBP0.25   15,000.00   89,123.52   77,006.45
Corporate Stock — Common   SCOT & SOUTHERN EN ORD GBP0.50   29,244.00   264,730.49   256,683.62
Corporate Stock — Common   SHELL TRNSPT&TRDG ORD GBP0.25(REGD)   63,045.00   426,540.75   435,140.32
Corporate Stock — Common   SHELL TRNSPT&TRDG ORD GBP0.25(REGD)   33,600.00   279,448.54   231,909.19
Corporate Stock — Common   SHIRE PHARMA GROUP ORD GBP0.05   14,800.00   221,655.38   176,230.68
Corporate Stock — Common   SMITHS GROUP ORD GBP0.25   33,856.00   641,888.03   318,649.25
Corporate Stock — Common   STANDARD CHARTERED ORD USD0.50   6,600.00   88,276.74   75,765.79
Corporate Stock — Common   TATE & LYLE ORD GBP0.25   53,000.00   377,183.42   255,461.75
Corporate Stock — Common   TESCO ORD 5P   35,600.00   90,378.95   122,095.15
Corporate Stock — Common   TOMKINS ORD GBP0.05   33,562.00   125,289.50   93,328.82
Corporate Stock — Common   UNILEVER PLC ORD GBP0.014   47,000.00   376,505.01   379,691.69
Corporate Stock — Common   UNILEVER PLC ORD GBP0.014   48,404.00   319,065.46   391,033.97
Corporate Stock — Common   UNILEVER PLC ORD GBP0.014   17,625.00   159,741.50   142,384.39
Corporate Stock — Common   UTD BUSINESS MEDIA ORD GBP0.25   4,079.00   43,481.26   30,276.65
Corporate Stock — Common   VODAFONE GROUP PLC ORD USD0.10   784,989.00   498,056.73   2,014,973.76
Corporate Stock — Common   VODAFONE GROUP PLC ORD USD0.10   230,210.00   712,639.79   590,921.80
Corporate Stock — Common   WOLSELEY ORD 25P   41,987.00   320,316.07   301,472.46

Corporate Stock — Common   WOOLWORTHS GROUP ORD GBP0.125   14,640.00   7,343.00   9,133.82
Corporate Stock — Common   WPP GROUP ORD 10P   36,080.00   479,088.45   352,444.24
Corporate Stock — Common   ASTRAZENECA ORD USD0.25   23,070.00   612,857.18   1,022,396.78
Corporate Stock — Common   ASTRAZENECA SPON ADR REP 1 ORD USD0.25   2,200.00   80,519.67   99,990.00
Corporate Stock — Common   ##ELAN ENERGY INC RT EXP 03-31-2003 DO NOT USE SEE SEC #2348609   646.00   5,953.53   90.44
Corporate Stock — Common   ##PACIFICARE HLTH SYS CL A COM STK DO NOT USE SEE 2-695837   575.00   9,948.70   10,091.25
Corporate Stock — Common   ##RESH IN MOTION LTD EURO COM STK ISINCA7609751028 SEE SEC #2758322   600.00   14,129.90   13,074.00
Corporate Stock — Common   #REORG 1ST MIRACLE GRP INC REV SPLT & N/C MIRACLE ENTMNT INC 2519524 11/16/01   532,000.00   2,664.05   53.20
Corporate Stock — Common   #REORG ALLIED RISER COMM CORP STK MERGERTO COGENT COMM GRP 2185678 2/4/02   800.00   16,631.76   112.00
Corporate Stock — Common   #REORG ANCHOR GAMING STK MERGER TO INTL GAME TECH 2422575 EFF 12/31/01   50.00   2,650.95   3,045.00
Corporate Stock — Common   #REORG AVIRON STK MERGER TO MEDIMMUNE INC 2584673 EFF 1/16/02   13,310.00   455,650.35   493,135.50
Corporate Stock — Common   #REORG AVIRON STK MERGER TO MEDIMMUNE INC 2584673 EFF 1/16/02   2,270.00   81,602.80   84,103.50
Corporate Stock — Common   #REORG AVIRON STK MERGER TO MEDIMMUNE INC 2584673 EFF 1/16/02   100.00   2,964.95   3,705.00
Corporate Stock — Common   #REORG BLIMPIE INTL INC CASH MERGER EFF 1/23/02   5,000.00   10,520.33   13,050.00
Corporate Stock — Common   #REORG BSTN CHICKEN INC COM STK DEEMED DESP EFF 5/26/00   8,100.00   11,147.74   243.00
Corporate Stock — Common   #REORG BUY.COM CASH MERGER EFF 11/27/01   390.00   2,258.14   65.52
Corporate Stock — Common   #REORG CROSSWORLDS SOFTWARE CASH MERGER EFF 01/11/02   500.00   2,899.75   2,280.00
Corporate Stock — Common   #REORG CYBERCASH INC CASH & STK MERGER TO ESC CYBERCASH INC 6066315   1,600.00   9,633.77   352.00
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   1,100.00
Corporate Stock — Common   #REORG E.MEDSOFT.COM N/C TO MED DIVERSIFIED INC 2546730 EFF 1/9/02   39,200.00   246,943.54   46,648.00
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 GENTNER COMMUNICATIONS N/C TO CLEARONE COMM INC 2167135 1/2/02   5,300.00   108,458.52   96,831.00
Corporate Stock — Common   #REORG GENTNER COMMUNICATIONS N/C TO CLEARONE COMM INC 2167135 1/2/02   300.00   5,632.00   5,481.00
Corporate Stock — Common   #REORG GLOBESPAN INC N/C TO GLOBESPAN VIRATA INC 2351394 @1 12/17/01   27,710.00   288,883.99   360,784.20
Corporate Stock — Common   #REORG GLOBESPAN INC N/C TO GLOBESPAN VIRATA INC 2351394 @1 12/17/01   24,330.00   290,689.97   316,776.60
Corporate Stock — Common   #REORG HOMESTAKE MNG STK MERGER TO BARRICK GOLD CORP 2056278 12/14/01   6,600.00   85,231.06   52,272.00

Corporate Stock — Common   #REORG HOMESTAKE MNG STK MERGER TO BARRICK GOLD CORP 2056278 12/14/01   1,725.18   13,912.61   13,663.43
Corporate Stock — Common   #REORG IC GLOBAL COMM HLDGS LTD CL A N/CIC GLBL COMM (HLDGS) LTD 2409003 12/5/01   2.00   0   3.90
Corporate Stock — Common   #REORG ICO GLOBAL COMM HLDGS LTD N/C ICOGLBL COMM (HLDGS) LTD 2409060 12/5/01   14.00   0   1.68
Corporate Stock — Common   #REORG IMAGINON INC REV SPLT TO IMAGINONINC 2414257 EFF 1/24/02   1,500.00   7,991.69   79.50
Corporate Stock — Common   #REORG IMATRON INC STK MERGER TO GEN ELEC CO 2344315 EFF 12/19/01   1,000.00   3,541.46   1,840.00
Corporate Stock — Common   #REORG INGERSOLL RAND RECLASSIFICATION TO CL A COM 2409115 EFF 1/2/02   0   0   0
Corporate Stock — Common   #REORG INGERSOLL RAND RECLASSIFICATION TO CL A COM 2409115 EFF 1/2/02   4,200.00   107,483.53   175,938.00
Corporate Stock — Common   #REORG IVG CORP REV SPLT TO GROUP MGMT CORP 2362873 EFF 12/17/01   1,000.00   1,104.95   70.00
Corporate Stock — Common   #REORG KANA SOFTWARE REV SPLIT TO KANA SOFTWARE 2438456 @.1 EFF 12/13/01   5,600.00   53,402.63   10,080.00
Corporate Stock — Common   #REORG MEAD CORP CASH & STK MERGER TO MEADWESTVACO CORP 2546665 EFF 1/29/02   2,500.00   59,237.13   77,300.00
Corporate Stock — Common   #REORG METRO INFORMATION SVCS INC STK MERGER TO KEANE INC 2447804 EFF 11/30/01   500.00   5,080.10   3,990.00
Corporate Stock — Common   #REORG MPS GROUP INC NAME CHANGE TO MPS GROUP INC 2519596 EFF 12/31/01   7,900.00   41,213.51   45,425.00
Corporate Stock — Common   #REORG NATL SVC INDS INC REV SPLT TO NATL SVCS INDS INC 2607639 EFF 1/7/02   1,000.00   28,240.05   15,920.00
Corporate Stock — Common   #REORG NIAGARA MOHAWK HOLDINGS STK MRGR TO NATL GRID CO ADR 2606603 1/31/02   4,000.00   60,355.56   70,960.00
Corporate Stock — Common   #REORG PUB SVC CO N.M NAME CHANGE TO PNMRES 2693878 EFF 12/31/01   14,000.00   296,747.64   364,000.00
Corporate Stock — Common   #REORG QUANTUM CORP COM EXCH QUANTUM CORP DSSG COM @1 CORP ACT 8-3-99 2753014   421.00   4,947.03   3,999.50
Corporate Stock — Common   #REORG RALSTON-RALSTON PURINA GROUP CASHMERGER EFF 12/12/01   7,800.00   115,280.49   258,414.00
Corporate Stock — Common   #REORG RALSTON-RALSTON PURINA GROUP CASHMERGER EFF 12/12/01   165.00   3,515.24   5,466.45
Corporate Stock — Common   #REORG RENAISSANCE WORLDWIDE INC CASH MERGER EFF 12/06/01   1,000.00   5,904.95   1,930.00
Corporate Stock — Common   #REORG S.W SEC GRP NAME & CUSIP CHANGE TO SWS GROUP 2774918 EFF 12/03/01   5,808.00   153,348.00   117,612.00
Corporate Stock — Common   #REORG SENSORMATIC ELECTRONICS CORP STK MERGER TO TYCO INTL LTD 2878569 11/13/01   350.00   3,223.04   9,800.00
Corporate Stock — Common   #REORG STAPLES INC COM N/C STAPLES INC (RETAIL & DELIVERY) #2844553 EFF N/A   3,300.00   62,919.92   58,080.00

Corporate Stock — Common   #REORG SUIZA FOODS CORP N/C TO DEAN FOODS CO #2251894 12-24-01   3,080.00   143,772.62   185,446.80
Corporate Stock — Common   #REORG SUIZA FOODS CORP N/C TO DEAN FOODS CO #2251894 12-24-01   8,550.00   435,987.94   514,795.50
Corporate Stock — Common   #REORG SUIZA FOODS CORP N/C TO DEAN FOODS CO #2251894 12-24-01   1,800.00   89,140.52   108,378.00
Corporate Stock — Common   #REORG ULTRAMAR-DIAMOND SHAMROCK CASH MERGER EFF 12/31/01   150.00   7,326.15   7,200.00
Corporate Stock — Common   #REORG USX-MARATHON GROUP NAME CHANGE TOMARATHON OIL CORP 2528128 EFF 12/31/01   417.66   11,390.50   11,443.75
Corporate Stock — Common   #REORG USX-MARATHON GROUP NAME CHANGE TOMARATHON OIL CORP 2528128 EFF 12/31/01   7,800.00   187,725.97   213,720.00
Corporate Stock — Common   #REORG USX-MARATHON GROUP NAME CHANGE TOMARATHON OIL CORP 2528128 EFF 12/31/01   35,400.00   880,211.58   969,960.00
Corporate Stock — Common   #REORG USX-US STL GROUP PLAN OF REORG TOUS STL CORP 2882310 EFF 12/31/01   17,500.00   419,766.52   295,575.00
Corporate Stock — Common   #REORG USX-US STL GROUP PLAN OF REORG TOUS STL CORP 2882310 EFF 12/31/01   2,000.00   29,539.90   33,780.00
Corporate Stock — Common   #REORG USX-US STL GROUP PLAN OF REORG TOUS STL CORP 2882310 EFF 12/31/01   2,200.00   67,621.37   37,158.00
Corporate Stock — Common   #REORG UTD SHIPPING & TECH N/C TO VELOCITY EXPRESS CORP 2887938 1/14/02   1,000.00   1,059.95   2,110.00
Corporate Stock — Common   #REORG VENTRO CORP N/C TO NEXPRISE INC 2653681 EFF 1/15/02   1,550.00   24,747.98   1,085.00
Corporate Stock — Common   #REORG VIRATA STK MERGER GLOBESPAN VIRATA 2351394 @1.02 EFF 12/17/01   250.00   15,263.02   3,302.50
Corporate Stock — Common   #REORG VIRATA STK MERGER GLOBESPAN VIRATA 2351394 @1.02 EFF 12/17/01   18,700.00   232,360.40   247,027.00
Corporate Stock — Common   #REORG VITEL CORP N/C TO FORGENT NETWORKS INC 2326937 EFF 1/16/02   1,360.00   6,590.08   4,896.00
Corporate Stock — Common   #REORG WACHOVIA CORP CASH MERGER EFF 11/28/01   100.00   1,053.99   0
Corporate Stock — Common   #REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK SEE SEC# 2279467 EFF N/A   7,038.11   168,985.62   144,070.03
Corporate Stock — Common   #REORG WESTAVCO CORP STK MERGER TO MEADWESTVACO CORP 2546665 EFF 1/29/02   20,890.00   635,856.85   597,662.90
Corporate Stock — Common   #REORG WESTAVCO CORP STK MERGER TO MEADWESTVACO CORP 2546665 EFF 1/29/02   2,550.00   63,497.02   72,955.50
Corporate Stock — Common   1 800 FLOWERS COM INC CL A COM STK   3,400.00   42,121.03   49,164.00
Corporate Stock — Common   1/10 BERKSHIRE HATHAWAY INC DEL CL A COMSTK   50.00   328,925.92   350,000.00
Corporate Stock — Common   1ST AMERN CORP CAL COM COM   17,000.00   396,522.78   303,450.00
Corporate Stock — Common   1ST AMERN CORP CAL COM COM   205.78   2,608.79   3,673.08
Corporate Stock — Common   1ST HLTH GROUP CORP COM   30,900.00   449,890.79   743,145.00
Corporate Stock — Common   1ST HLTH GROUP CORP COM   77.00   2,023.48   1,851.85
Corporate Stock — Common   1ST HLTH GROUP CORP COM   8,390.00   215,802.48   201,779.50

Corporate Stock — Common   1ST HORIZON PHARMACEUTICAL CORP COM   5,100.00   126,584.72   124,797.00
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   410.00
Corporate Stock — Common   1ST TENN NATL CORP COM   9,800.00   326,155.28   352,604.00
Corporate Stock — Common   2U ONLINE COM INC COM STK   100.00   82.95   2.00
Corporate Stock — Common   360NETWORKS INC SUB VTG SHS COM STK   4,376.00   11,589.65   358.83
Corporate Stock — Common   3COM CORP COMMON STOCK   3,209.00   30,761.83   14,376.32
Corporate Stock — Common   3COM CORP COMMON STOCK   78,300.00   334,218.69   350,784.00
Corporate Stock — Common   3DFX INTERACTIVE INC COM   315.00   2,754.39   126.00
Corporate Stock — Common   3DSHOPPING COM   22,000.00   116,722.69   110.00
Corporate Stock — Common   5TH 3RD BANCORP COM   13,300.00   782,868.42   799,197.00
Corporate Stock — Common   5TH 3RD BANCORP COM   14,511.00   467,173.03   871,965.99
Corporate Stock — Common   724 SOLUTIONS INC COM   100.00   13,038.38   224.00
Corporate Stock — Common   9278 COMMUNICATIONS INC COM   175.00   719.01   49.00
Corporate Stock — Common   99 CENTS ONLY STORES COM   11,250.00   290,087.95   433,125.00
Corporate Stock — Common   A D A M INC COM   1,375.00   19,978.75   3,808.75
Corporate Stock — Common   A.C.L.N LTD COM STK   2,475.00   61,823.08   81,675.00
Corporate Stock — Common   AAR CORP COM   8,700.00   140,545.02   70,905.00
Corporate Stock — Common   AARO BROADBAND WIRELESS COMMUNICATIONS INC COM   4,000.00   989.95   200.00
Corporate Stock — Common   ABACAN RES CORP NEW COM   2,000.00   6,054.40   1.00
Corporate Stock — Common   ABBOTT LAB COM   39,000.00   764,371.01   2,145,000.00
Corporate Stock — Common   ABBOTT LAB COM   2,000.00   103,981.40   110,000.00
Corporate Stock — Common   ABBOTT LAB COM   100.00   4,733.04   5,500.00
Corporate Stock — Common   ABBOTT LAB COM   24,000.00   1,264,571.13   1,320,000.00
Corporate Stock — Common   ABGENIX INC COM   290.00   10,654.75   10,440.00
Corporate Stock — Common   ABGENIX INC COM   15,500.00   524,420.59   558,000.00
Corporate Stock — Common   ABIOMED INC COM   767.00   9,693.63   14,549.99
Corporate Stock — Common   ABITIBI-CONS INC COM   1,375.00   11,405.90   9,528.75
Corporate Stock — Common   ABRAXAS PETE CORP COM   2,000.00   10,159.96   2,580.00
Corporate Stock — Common   ACACIA RESH CORP COM   1,500.00   21,600.95   16,485.00
Corporate Stock — Common   ACCELERATED NETWORKS INC COM ISIN US0042P1075   850.00   3,716.71   425.00
Corporate Stock — Common   ACCLAIM ENTMT INC COM PAR $0.02   90.00   349.82   492.30
Corporate Stock — Common   ACCLAIM ENTMT INC COM PAR $0.02   31,800.00   121,011.10   173,946.00
Corporate Stock — Common   ACE CASH EXPRESS INC COM   100.00   929.95   909.00
Corporate Stock — Common   ACE LTD ORD STK USD0.0416   75.00   2,942.50   2,857.50
Corporate Stock — Common   ACLARA BIOSCIENCES INC COM   100.00   4,244.06   505.00
Corporate Stock — Common   ACS TECH80 LTD   200.00   1,064.95   420.00
Corporate Stock — Common   ACTIVE PWR INC COM   300.00   5,906.93   1,788.00
Corporate Stock — Common   ACTIVISION INC NEW COM NEW   15,200.00   305,142.34   377,720.00
Corporate Stock — Common   ACTIVISION INC NEW COM NEW   22,800.00   530,873.78   566,580.00
Corporate Stock — Common   ACTIVISION INC NEW COM NEW   100.00   2,209.95   2,485.00
Corporate Stock — Common   ACTIVISION INC NEW COM NEW   7,490.00   161,917.92   186,126.50
Corporate Stock — Common   ACTV INC COM   2,000.00   10,950.55   3,240.00
Corporate Stock — Common   ACXIOM CORP COM   18,400.00   216,980.16   237,728.00
Corporate Stock — Common   ADAIR INTL OIL & GAS INC COM   5,400.00   3,800.45   464.40
Corporate Stock — Common   ADAPTEC INC COM   53,000.00   541,131.50   727,690.00
Corporate Stock — Common   ADAPTEC INC COM   600.00   11,211.48   8,238.00
Corporate Stock — Common   ADC TELECOMMUNICATIONS INC COM   16,525.00   125,584.26   73,371.00
Corporate Stock — Common   ADC TELECOMMUNICATIONS INC COM   19,700.00   327,568.28   87,468.00
Corporate Stock — Common   ADELPHIA COMMUNICATIONS CORP CL A   3,410.00   82,534.62   85,625.10
Corporate Stock — Common   ADOBE SYS INC COM   678.83   24,684.70   21,776.90
Corporate Stock — Common   ADOBE SYS INC COM   6,000.00   86,059.86   192,480.00
Corporate Stock — Common   ADR ACTIVCARD S A SPONSORED   100.00   1,114.95   882.00
Corporate Stock — Common   ADR AEON CO LTD   10.00   2,485.00   2,103.70
Corporate Stock — Common   ADR AKZO NOBEL N V SPONSORED ADR   8,000.00   358,082.16   359,440.00
Corporate Stock — Common   ADR ALCATEL ALSTHOM SPONSORED ADR ISIN #US0139043055   400.00   15,270.94   7,204.00

Corporate Stock — Common   ADR ALLIANZ AKTIENGESELLSCHAFT SPONSOREDADR REPSTG 1/10 SH   55.00   2,039.38   1,295.25
Corporate Stock — Common   ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS   150.00   3,571.92   2,602.50
Corporate Stock — Common   ADR ANGLO AMER PLATINUM CORP   25.00   1,029.95   675.00
Corporate Stock — Common   ADR ANGLO AMERN PLC ADR   125.00   2,117.45   1,868.75
Corporate Stock — Common   ADR ANGLOGOLD LTD SPONSORED ADR   300.00   4,793.95   5,067.00
Corporate Stock — Common   ADR ARM HLDS PLC SPONSORED ISIN US0420681068   2,050.00   38,742.96   33,353.50
Corporate Stock — Common   ADR ASIA PULP & PAPER LTD SPONSORED ADR   24,400.00   25,386.21   2,684.00
Corporate Stock — Common   ADR AVENTIS S A SPONSORED ADR   200.00   6,804.49   13,902.00
Corporate Stock — Common   ADR AXA SA SPONSORED ADR   552.00   18,788.26   11,823.84
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   26,348.76
Corporate Stock — Common   ADR BANCO WIESE SPONSORED ADR ISIN #US0596511099   200.00   1,484.70   36.00
Corporate Stock — Common   ADR BAYER A G SPONSORED ADR   38.00   1,266.00   1,219.80
Corporate Stock — Common   ADR BIOTECH HOLDRS TR DEPOS RCPTS   1,500.00   193,256.45   206,850.00
Corporate Stock — Common   ADR BOOKHAM TECH PLC SPONSORED   50.00   3,193.21   112.50
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   33,127.50
Corporate Stock — Common   ADR BRILLIANCE CHINA AUTOMOTIVE HLDGS LTD SPONSORED ADR   200.00   3,081.95   4,060.00
Corporate Stock — Common   ADR BROKAT TECHNOLOGIES AG SPONSORED ADR   109.00   4,289.81   21.80
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   296,352.00
Corporate Stock — Common   ADR C P POKPHAND LTD SPONSORED ADR ISIN #US1259181022   3,845.00   19,792.79   1,653.35
Corporate Stock — Common   ADR CABLE & WIRELESS PUB LTD CO SPONSORED ADR   850.00   16,599.66   12,155.00
Corporate Stock — Common   ADR CHINA CONVERGENT CORP LTD FORMERLY CHIN SPONSORED ADR NEW   40.00   2,185.76   35.60
Corporate Stock — Common   ADR CHINA EASTN AIRLS LTD SPONSORED ADR REPSTG CL H   250.00   7,037.09   3,175.00
Corporate Stock — Common   ADR CHINA MOBILE HONG KONG LTD SPONSOREDADR   300.00   8,891.73   5,298.00
Corporate Stock — Common   ADR CHINA SOUTHN AIRLS LTD 50 SHS CL H ISIN US1694091091   1,100.00   18,475.38   15,719.00
Corporate Stock — Common   ADR CHINA UNICOM LTD SPONSORED ADR   100.00   2,129.95   1,145.00
Corporate Stock — Common   ADR DAI EI INC ADR   2,762.00   13,064.26   4,971.60
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   1,691.00
Corporate Stock — Common   ADR DIAGEO PLC SPONSORED ADR NEW   200.00   7,073.77   8,684.00
Corporate Stock — Common   ADR DUCATI MTR HLDGS SPA SPONSORED ADR REPSTG 10 SHS   100.00   3,052.43   1,500.00
Corporate Stock — Common   ADR DURBAN ROODERPORT DEEP LTD   1,075.00   1,721.00   1,268.50
Corporate Stock — Common   ADR E ON AG SPONSORED ADR   266.00   13,100.41   13,286.70

Corporate Stock — Common   ADR EIDOS PLC SPONSORED ADR ISIN #US2824851016   77,900.00   270,704.77   241,490.00
Corporate Stock — Common   ADR ELAN PLC ADR REPSTG SHS   3,865.00   167,952.89   170,910.30
Corporate Stock — Common   ADR ELAN PLC ADR REPSTG SHS   5,200.00   160,143.15   229,944.00
Corporate Stock — Common   ADR EMBRAER-EMPRESA BRASILEIRA DE AERONAUTICA S A SPONSR ADR REPSTG PFDSHS   533.00   22,401.28   9,860.50
Corporate Stock — Common   ADR EMPRESAS ICA SOCIEDAD CONTROLADORA SA DE C V SPONSORED REPSTG ORD CTF COM   4,670.00   21,738.85   8,966.40
Corporate Stock — Common   ADR ENI S P A SPONSORED ADR   30.00   1,666.70   1,776.00
Corporate Stock — Common   ADR ERICSSON L.M TEL CO CL B SER 10 NEW   18,365.00   152,107.89   100,272.90
Corporate Stock — Common   ADR ESPIRITO SANTO FINL HLDG S A ISIN #US29665F2002   750.00   13,983.68   12,397.50
Corporate Stock — Common   ADR FIAT S P A SPONSORED ADR REPSTG ORD NEW   554.00   12,993.55   9,168.70
Corporate Stock — Common   ADR FLETCHER CHALLENGE FORESTS LTD   850.00   3,911.82   850.00
Corporate Stock — Common   ADR FLETCHER CHALLENGE FORESTS LTD   1,700.00   1,768.00   1,615.00
Corporate Stock — Common   ADR FRANCE TELECOM   100.00   9,984.71   3,890.00
Corporate Stock — Common   ADR GENSET SA   16.00   1,105.95   43.20
Corporate Stock — Common   ADR GRUPO IMSA SA   1,300.00   10,927.40   10,764.00

Corporate Stock — Common   ADR HARMONY GOLD MNG LTD   1,200.00   6,433.93   6,612.00
Corporate Stock — Common   ADR HITACHI LTD A.D.R. FOR 10 COM   149.00   15,370.98   11,134.77
Corporate Stock — Common   ADR HONG KONG & CHINA GAS LTD   4,392.00   6,501.60   5,138.64
Corporate Stock — Common   ADR HUANENG PWR INTL INC SPONSORED ADR SER N SHS   185.00   4,288.50   4,558.40
Corporate Stock — Common   ADR HUTCHISON WHAMPOA LTD FOR ORD HK   100.00   3,929.95   4,555.00
Corporate Stock — Common   ADR IMPALA PLATINUM HLDG LTD FOR ORD RAND   85.00   4,450.32   3,555.55
Corporate Stock — Common   ADR INDPT ENERGY HLDGS PLC SPONSORED ADR   2,000.00   16,310.37   6.00
Corporate Stock — Common   ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037   700.00   11,117.95   13,685.00
Corporate Stock — Common   ADR ING GROEP N V SPONSORED ADR   408.00   13,278.25   10,612.08
Corporate Stock — Common   ADR INSIGNIA SOLUTIONS PLC SPONSORED   349,430.00   1,476,466.58   496,190.60
Corporate Stock — Common   ADR INTERNET ARCHITECTURE HOLDRS TR DEPOS RCPT   200.00   9,336.67   7,892.00
Corporate Stock — Common   ADR INTERNET HOLDRS TR DEPOS RCPT-INTERNET HOLDRS   1,100.00   122,931.06   38,225.00
Corporate Stock — Common   ADR ISPAT INTL N V CL A — NY REGISTRY SH   500.00   3,623.70   625.00
Corporate Stock — Common   ADR KLM ROYAL DUTCH AIRLS COM N Y REG NEW   63,329.00   1,478,811.03   758,681.42
Corporate Stock — Common   ADR KLM ROYAL DUTCH AIRLS COM N Y REG NEW   201.00   8,844.83   2,407.98
Corporate Stock — Common   ADR KONINKLIJKE AHOLD NV NEW   117.00   3,710.81   3,425.76
Corporate Stock — Common   ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000   2,297.00   69,204.76   62,179.79
Corporate Stock — Common   ADR LEGEND HLDGS LTD SPONSORED ADR   1,300.00   23,491.92   11,115.00
Corporate Stock — Common   ADR LONDON PAC GROUP LTD SPONSORED   680.00   14,194.86   2,094.40
Corporate Stock — Common   ADR LUXOTTICA GROUP S P A SPONSORED ADR   225.00   3,552.40   3,386.25
Corporate Stock — Common   ADR MATSUSHITA ELEC INDL LTD ADR   23,000.00   334,848.40   303,830.00
Corporate Stock — Common   ADR MATSUSHITA ELEC INDL LTD ADR   722.00   12,979.85   9,537.62
Corporate Stock — Common   ADR MITSUI & CO LTD ADR ISIN #US6068272029   108.00   12,871.95   12,042.00
Corporate Stock — Common   ADR NESTLE S A SPONSORED ADR REPSTG REG SH   130.00   5,130.55   6,695.00
Corporate Stock — Common   ADR NINTENDO LTD   85.00   1,967.25   1,836.00
Corporate Stock — Common   ADR NISSAN MTR LTD SPONSORED   265.00   3,724.71   2,650.00
Corporate Stock — Common   ADR NOKIA CORP SPONSORED ADR   28,580.00   870,111.43   657,625.80
Corporate Stock — Common   ADR NOKIA CORP SPONSORED ADR   105,400.00   2,990,501.25   2,425,254.00
Corporate Stock — Common   ADR NOVA-NORDISK AS   60.00   2,741.12   2,331.00
Corporate Stock — Common   ADR NOVARTIS AG SPONSORED ADR ISIN #US66987V1098   100.00   3,969.51   3,576.00
Corporate Stock — Common   ADR P T TRI POLYTA INDONESIA SPONSORED ADR   9,800.00   19,892.88   196.00
Corporate Stock — Common   ADR PAC CENTY CYBERWORKS LTD SPONSORED ADR   10,215.00   36,417.40   29,214.90
Corporate Stock — Common   ADR PETRO GEO SERVICES   1,500.00   24,848.62   10,065.00
Corporate Stock — Common   ADR PETRO GEO SERVICES   69,700.00   674,879.92   467,687.00
Corporate Stock — Common   ADR PT TELEKOMUNIKASI INDONESIA SPONSORED   1,656.00   8,399.84   8,826.48
Corporate Stock — Common   ADR RIO TINTO PLC   35.00   2,650.15   2,640.75
Corporate Stock — Common   ADR RIO TINTO PLC   19,000.00   1,065,929.40   1,433,550.00
Corporate Stock — Common   ADR RWE AKTIENGESELLSCHAF   40.00   1,675.00   1,520.00

Corporate Stock — Common   ADR SEMICONDUCTOR HOLDRS TR DEPOS RCPT   600.00   34,894.16   25,578.00
Corporate Stock — Common   ADR SERONO S A SPONSORED ADR ISIN# US81752M1018   24,700.00   571,554.20   521,417.00
Corporate Stock — Common   ADR SILVERLINE TECHNOLOGIES LTD SPONSORED ADR   35.00   434.71   92.75
Corporate Stock — Common   ADR SK TELECOM LTD SPONSORED   116.00   2,516.09   2,644.80
Corporate Stock — Common   ADR SMARTFORCE PUB LTD CO SPONSORED ADRISIN 83170A2069 SEDOL 2254463   26,810.00   810,180.61   597,594.90
Corporate Stock — Common   ADR SMARTFORCE PUB LTD CO SPONSORED ADRISIN 83170A2069 SEDOL 2254463   15,600.00   408,238.23   347,724.00
Corporate Stock — Common   ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM   17,000.00   797,518.43   810,900.00
Corporate Stock — Common   ADR SONY CORP AMER DEPY RCPT FOR DOLLAR-VALIDATED COM BKD BY 1 SH COM   167.00   20,119.53   7,965.90
Corporate Stock — Common   ADR STMICROELECTRONICS N V SHS-N Y REGISTRY   540.00   15,000.49   18,171.00
Corporate Stock — Common   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   1,798.00   29,406.60   28,642.14
Corporate Stock — Common   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   39,100.00   527,485.33   622,863.00
Corporate Stock — Common   ADR TELEFONICA DEL PERU S A SPONSORED ADR NEW REPSTG CL B SHS   15,819.00   80,869.10   44,293.20
Corporate Stock — Common   ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L   150.00   5,809.86   5,026.50
Corporate Stock — Common   ADR TERRA NETWORKS S A SPONSORED ADR   291.00   14,574.39   2,429.85
Corporate Stock — Common   ADR TEVA PHARMACEUTICAL INDS LTD ADR ISIN #US8816242098   60.00   3,796.52   3,510.00
Corporate Stock — Common   ADR THOMSON MULTIMEDIA SPONSORED ADR   100.00   3,015.95   2,720.00
Corporate Stock — Common   ADR TOTAL FINA ELF S A SPONSORED ADR   212.00   15,651.31   13,587.08
Corporate Stock — Common   ADR TPG N V SPONSORED ADR   201.00   7,027.13   4,086.33
Corporate Stock — Common   ADR TREND MICRO INC SPONSORED ADR NEW   1,029.00   100,308.14   26,507.04
Corporate Stock — Common   ADR UNILEVER N V NY SHS NEW   9,500.00   408,343.05   540,550.00
Corporate Stock — Common   ADR UNILEVER N V NY SHS NEW   145.00   8,364.75   8,250.50
Corporate Stock — Common   ADR UNILEVER N V NY SHS NEW   14,357.00   509,969.36   816,913.30
Corporate Stock — Common   ADR VIVENDI UNVL SPONSORED ADR NEW   30.00   2,145.30   1,519.50
Corporate Stock — Common   ADR VODAFONE GROUP PLC NEW SPONSORED ADR   140,600.00   5,889,009.35   3,562,804.00
Corporate Stock — Common   ADR VODAFONE GROUP PLC NEW SPONSORED ADR   10,600.00   469,863.48   268,604.00
Corporate Stock — Common   ADR VODAFONE GROUP PLC NEW SPONSORED ADR   1,470.00   55,093.12   37,249.80
Corporate Stock — Common   ADR WAL-MART DE MEX S A DE C V SPONSOREDADR REPSTG SER V SHS   211.00   3,805.75   5,021.80
Corporate Stock — Common   ADR WAVECOM S A SPONSORED ADR ISIN #US9435311033   50.00   1,788.12   1,937.50
Corporate Stock — Common   ADTRAN INC COM   1,000.00   23,629.95   26,110.00
Corporate Stock — Common   ADVANCED COMMUNICATIONS TECHNOLOGIES INCCOM   1,000.00   1,279.95   250.00
Corporate Stock — Common   ADVANCED DEPOSITION TECHNOLOGIES INC COM   300.00   1,506.39   12.00
Corporate Stock — Common   ADVANCED DIGITAL INFORMATION CORP COM   1,200.00   25,946.27   18,780.00
Corporate Stock — Common   ADVANCED ENGINE TECHNOLOGIES INC COM   100.00   1,342.45   37.00

Corporate Stock — Common   ADVANCED FIBRE COMMUNICATIONS INC COM   3,285.00   71,907.38   63,991.80
Corporate Stock — Common   ADVANCED MICRO DEVICES INC COM   4,315.00   66,221.06   58,511.40
Corporate Stock — Common   ADVANCED MICRO DEVICES INC COM   8,700.00   128,309.74   117,972.00
Corporate Stock — Common   ADVANCED RADIO TELECOM CORP COM   2,500.00   9,051.65   2.50
Corporate Stock — Common   ADVANCED TISSUE SCIENCES INC COM   7,000.00   52,322.36   26,530.00
Corporate Stock — Common   ADVANCED VIRAL RESH CORP COM   8,000.00   2,033.73   2,800.00
Corporate Stock — Common   ADVANCEPCS CL A COM   80.00   2,803.15   2,215.20
Corporate Stock — Common   ADVANCEPCS CL A COM   6,680.00   198,404.88   184,969.20
Corporate Stock — Common   ADVENT SOFTWARE INC COM STK   8,170.00   380,249.89   408,663.40
Corporate Stock — Common   ADVENT SOFTWARE INC COM STK   3,930.00   166,344.67   196,578.60
Corporate Stock — Common   ADVO INC COM   9,500.00   302,139.95   362,900.00
Corporate Stock — Common   AES CORP COM   400.00   9,560.00   6,608.00
Corporate Stock — Common   AES CORP COM   10,100.00   168,696.82   166,852.00
Corporate Stock — Common   AES CORP COM   13,400.00   381,908.43   221,368.00
Corporate Stock — Common   AETHER SYSTEMS INC COM   100.00   1,139.95   748.00
Corporate Stock — Common   AETNA INC   3,649.00   104,786.01   113,739.33
Corporate Stock — Common   AETNA INC   148.00   5,515.88   4,613.16
Corporate Stock — Common   AFFILIATED COMPUTER SVCS INC CL A COM   6,600.00   344,809.81   616,308.00
Corporate Stock — Common   AFFILIATED COMPUTER SVCS INC CL A COM   8,000.00   640,761.51   747,040.00
Corporate Stock — Common   AFFILIATED COMPUTER SVCS INC CL A COM   8,850.00   352,064.13   826,413.00
Corporate Stock — Common   AFFILIATED COMPUTER SVCS INC CL A COM   1,730.00   145,652.93   161,547.40
Corporate Stock — Common   AFFILIATED MANAGERS GROUP INC COM STK   5,000.00   326,042.33   339,250.00
Corporate Stock — Common   AFFILIATED MANAGERS GROUP INC COM STK   8,600.00   521,508.52   583,510.00
Corporate Stock — Common   AFFYMETRIX INC OC-CAP STK   13,590.00   457,657.26   492,229.80
Corporate Stock — Common   AFFYMETRIX INC OC-CAP STK   9,590.00   292,393.44   347,349.80
Corporate Stock — Common   AFLAC INC COM   155.00   4,201.40   4,247.00
Corporate Stock — Common   AFLAC INC COM   13,200.00   341,013.16   361,680.00
Corporate Stock — Common   AFLAC INC COM   3,400.00   105,056.94   93,160.00
Corporate Stock — Common   AGERE SYS INC CL A   576.00   3,341.95   2,972.16
Corporate Stock — Common   AGILE SOFTWARE CORP DEL COM   100.00   6,467.45   1,319.00
Corporate Stock — Common   AGILENT TECHNOLOGIES INC COM   2,861.00   178,168.66   78,019.47
Corporate Stock — Common   AGILENT TECHNOLOGIES INC COM   11,502.00   330,890.18   313,659.54
Corporate Stock — Common   AGL RES INC COM   240.16   5,078.97   5,146.71
Corporate Stock — Common   AGNICO EAGLE MINES LTD COM   2,700.00   20,470.88   25,650.00
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   1,440.00   9,832.13   2,952.00
Corporate Stock — Common   AIR PROD & CHEM INC COM   5,700.00   140,479.34   260,604.00
Corporate Stock — Common   AIR PROD & CHEM INC COM   20,200.00   757,874.84   923,544.00
Corporate Stock — Common   AIR PROD & CHEM INC COM   19,500.00   519,839.46   891,540.00
Corporate Stock — Common   AIR PROD & CHEM INC COM   5,220.00   223,048.03   238,658.40
Corporate Stock — Common   AIRBORNE INC COM   17,100.00   188,955.00   229,653.00
Corporate Stock — Common   AIRBORNE INC COM   1,700.00   28,349.15   22,831.00
Corporate Stock — Common   AIRGAS INC COM   9,500.00   128,786.30   143,450.00
Corporate Stock — Common   AIRGATE PCS INC COM   1,800.00   96,132.78   94,500.00
Corporate Stock — Common   AIRNET COMMUNICATIONS CORP COM   1,600.00   19,883.91   1,072.00
Corporate Stock — Common   AIRTECH INTL GROUP INC COM NEW   81,200.00   7,648.26   10,962.00
Corporate Stock — Common   AIRTRAN HLDGS INC COM   3,200.00   16,438.64   19,968.00
Corporate Stock — Common   AK AIR GROUP INC COM   450.00   14,089.01   12,892.50
Corporate Stock — Common   AK AIR GROUP INC COM   5,900.00   141,515.04   169,035.00

Corporate Stock — Common   AK STL HLDG CORP COM STK PAR $0.01   34,100.00   455,311.06   361,460.00
Corporate Stock — Common   AKAMAI TECHNOLOGIES INC COM STK   500.00   28,514.63   2,880.00
Corporate Stock — Common   AKORN INC COM   300.00   3,475.40   1,200.00
Corporate Stock — Common   AKSYS LTD COM   22,712.00   173,036.09   158,984.00
Corporate Stock — Common   ALADDIN KNOWLEDGE SYS COM   100.00   1,021.21   386.00
Corporate Stock — Common   ALAMOSA HLDGS INC COM   33,200.00   571,595.01   463,140.00
Corporate Stock — Common   ALAMOSA HLDGS INC COM   23,100.00   411,257.77   322,245.00
Corporate Stock — Common   ALANCO TECHNOLOGIES INC COM   143.00   3,215.00   114.40
Corporate Stock — Common   ALBANY MOLECULAR RESH INC COM   140.00   4,854.35   3,228.40
Corporate Stock — Common   ALBEMARLE CORP COM   5,700.00   112,318.50   126,939.00
Corporate Stock — Common   ALBERTO-CULVER CO CL B COM   1,400.00   23,269.76   60,928.00
Corporate Stock — Common   ALBERTSON S INC COM   10,174.00   244,815.24   341,439.44
Corporate Stock — Common   ALBERTSON S INC COM   140.98   4,459.59   4,731.26
Corporate Stock — Common   ALBERTSON S INC COM   11,500.00   378,575.40   385,940.00
Corporate Stock — Common   ALCAN INC   8,050.00   221,870.98   289,639.00
Corporate Stock — Common   ALCOA INC COM STK   29,100.00   328,646.91   1,123,260.00
Corporate Stock — Common   ALCOA INC COM STK   5,000.00   199,666.50   193,000.00
Corporate Stock — Common   ALCOA INC COM STK   138.78   5,058.52   5,356.83
Corporate Stock — Common   ALCOA INC COM STK   39,400.00   1,461,675.60   1,520,840.00
Corporate Stock — Common   ALCOA INC COM STK   21,716.00   342,458.31   838,237.60
Corporate Stock — Common   ALDILA INC   1,200.00   6,935.39   1,320.00
Corporate Stock — Common   ALIGN TECH INC COM   1,235.00   10,220.10   4,940.00
Corporate Stock — Common   ALKERMES INC COM   20,700.00   483,400.20   504,666.00
Corporate Stock — Common   ALLEGHENY ENERGY INC COM   3,200.00   136,152.00   111,520.00
Corporate Stock — Common   ALLEGIANCE TELECOM INC COM   650.00   13,528.65   5,206.50
Corporate Stock — Common   ALLEGY TECHNOLOGIES INC COM   2,006.00   60,831.19   30,972.64
Corporate Stock — Common   ALLENERGY INC COM   3.00   0   3.30
Corporate Stock — Common   ALLERGAN INC COM   3,300.00   48,854.40   249,117.00
Corporate Stock — Common   ALLERGAN INC COM   4.01   351.75   302.64
Corporate Stock — Common   ALLETE INC   107.68   2,267.98   2,547.73
Corporate Stock — Common   ALLIANCE DATA SYS CORP COM   21,610.00   268,788.96   356,565.00
Corporate Stock — Common   ALLIANCE GAMING CORP NEW   60.00   992.70   1,581.60
Corporate Stock — Common   ALLIANCE PHARMACEUTICAL CORP COM NEW   1,820.00   73,703.06   5,532.80
Corporate Stock — Common   ALLIANCE PHARMACEUTICAL CORP COM NEW   160.00   4,842.96   486.40
Corporate Stock — Common   ALLIANCE RES PARTNERS L P UNIT LTD PARTNER INT COM STCK   200.00   4,811.95   4,840.00
Corporate Stock — Common   ALLIANT TECHSYSTEMS INC COM   6,150.00   316,823.00   484,620.00
Corporate Stock — Common   ALLIED WASTE INDS INC COM PAR $0.01 NEW   5,100.00   88,343.53   60,384.00
Corporate Stock — Common   ALLOY INC COM STK   5,200.00   66,941.00   85,800.00
Corporate Stock — Common   ALLSTATE CORP COM   769.95   22,474.60   26,363.05
Corporate Stock — Common   ALLSTATE CORP COM   18,228.00   339,339.54   624,126.72
Corporate Stock — Common   ALLTEL CORP COM ISIN #US0200391037   10,700.00   654,906.34   696,356.00
Corporate Stock — Common   ALLTEL CORP COM ISIN #US0200391037   7,900.00   334,082.12   514,132.00
Corporate Stock — Common   ALLTEL CORP COM ISIN #US0200391037   53.10   2,960.18   3,455.88
Corporate Stock — Common   ALPHA BETA TECH INC COM   4,000.00   25,520.30   8.00
Corporate Stock — Common   ALPINE GROUP INC COM   200.00   3,098.41   348.00
Corporate Stock — Common   ALTA GOLD CO COM   2,000.00   7,880.00   2.00
Corporate Stock — Common   ALTAIR INTL GOLD INC COM   6,200.00   20,178.72   8,618.00
Corporate Stock — Common   ALTERA CORP COM   9,700.00   404,134.32   220,772.00
Corporate Stock — Common   ALTERA CORP COM   2,560.00   105,167.23   58,265.60
Corporate Stock — Common   ALTERA CORP COM   18,350.00   401,763.34   417,646.00
Corporate Stock — Common   AMAZON COM INC COM   34,060.00   317,379.25   385,559.20
Corporate Stock — Common   AMAZON COM INC COM   5,896.00   112,889.54   66,742.72
Corporate Stock — Common   AMBAC FNCL GROUP COM STK   2,600.00   145,567.19   145,808.00
Corporate Stock — Common   AMCOL INTL CORP COM   500.00   6,015.00   2,885.00
Corporate Stock — Common   AMDOCS ORD GBP0.01   105.00   7,393.54   3,472.35

Corporate Stock — Common   AMER ELEC PWR CO INC COM   20,100.00   907,452.99   829,125.00
Corporate Stock — Common   AMER ELEC PWR CO INC COM   15,000.00   517,939.10   618,750.00
Corporate Stock — Common   AMER ELEC PWR CO INC COM   8,140.00   306,653.04   335,775.00
Corporate Stock — Common   AMER ELEC PWR CO INC COM   1,405.00   61,420.55   57,956.25
Corporate Stock — Common   AMER EXPRESS CO COM   21,900.00   684,504.62   720,729.00
Corporate Stock — Common   AMER EXPRESS CO COM   11,500.00   436,489.77   378,465.00
Corporate Stock — Common   AMER EXPRESS CO COM   33,300.00   479,703.79   1,095,903.00
Corporate Stock — Common   AMER EXPRESS CO COM   1,971.23   76,483.63   64,873.21
Corporate Stock — Common   AMER FINL GROUP INC OH COM STK   3,200.00   121,189.00   78,656.00
Corporate Stock — Common   AMER FINL GROUP INC OH COM STK   24,000.00   623,648.36   589,920.00
Corporate Stock — Common   AMER GREETINGS CORP CL A COM   106.94   1,824.17   1,395.50
Corporate Stock — Common   AMER GREETINGS CORP CL A COM   1,600.00   38,783.12   20,880.00
Corporate Stock — Common   AMER HOME PROD CORP COM   36,900.00   1,952,378.50   2,217,690.00
Corporate Stock — Common   AMER HOME PROD CORP COM   153.05   7,599.67   9,198.18
Corporate Stock — Common   AMER HOME PROD CORP COM   33,100.00   804,746.75   1,989,310.00
Corporate Stock — Common   AMER INTL GROUP INC COM   11,800.00   948,783.12   972,320.00
Corporate Stock — Common   AMER INTL GROUP INC COM   17,000.00   1,397,728.94   1,400,800.00
Corporate Stock — Common   AMER INTL GROUP INC COM   24,800.00   2,174,967.31   2,043,520.00
Corporate Stock — Common   AMER INTL GROUP INC COM   7,300.00   572,904.46   601,520.00
Corporate Stock — Common   AMER INTL GROUP INC COM   1,025.02   65,364.27   84,461.40
Corporate Stock — Common   AMER INTL GROUP INC COM   65,997.00   1,554,863.15   5,438,152.80
Corporate Stock — Common   AMER W HLDGS CORP CL B   7,090.00   40,215.81   18,434.00
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   14,519.01
Corporate Stock — Common   AMERADA HESS CORP COM   2,200.00   102,737.71   127,820.00
Corporate Stock — Common   AMERADA HESS CORP COM   200.00   12,387.00   11,620.00
Corporate Stock — Common   AMERADA HESS CORP COM   16,500.00   795,701.68   958,650.00
Corporate Stock — Common   AMERADA HESS CORP COM   5,100.00   325,121.60   296,310.00
Corporate Stock — Common   AMEREN CORP COM   15,000.00   583,578.70   613,200.00
Corporate Stock — Common   AMEREN CORP COM   3,500.00   133,057.29   143,080.00
Corporate Stock — Common   AMERICAN TOWER CORP CL A   300.00   7,088.98   2,640.00
Corporate Stock — Common   AMERICREDIT CORP COM   3,000.00   73,149.85   69,300.00
Corporate Stock — Common   AMERISOURCEBERGEN CORP COM   11,910.00   657,908.40   708,525.90
Corporate Stock — Common   AMERISOURCEBERGEN CORP COM   705.00   31,765.20   41,940.45
Corporate Stock — Common   AMERISOURCEBERGEN CORP COM   9,592.00   248,917.19   570,628.08
Corporate Stock — Common   AMERISOURCEBERGEN CORP COM   2,600.00   163,241.00   154,674.00
Corporate Stock — Common   AMERISOURCEBERGEN CORP COM   5,220.00   288,140.69   310,537.80
Corporate Stock — Common   AMERITRADE HLDG CORP CL A   900.00   19,240.18   5,364.00
Corporate Stock — Common   AMERN AXLE & MFG HOLDINGS INC   10,000.00   189,808.00   194,500.00
Corporate Stock — Common   AMERN AXLE & MFG HOLDINGS INC   6,800.00   108,446.94   132,260.00
Corporate Stock — Common   AMERN AXLE & MFG HOLDINGS INC   230.00   4,375.95   4,473.50
Corporate Stock — Common   AMERN CAP STRATEGIES LTD COM   6,300.00   155,326.12   175,014.00
Corporate Stock — Common   AMERN COMMUNICATIONS ENTERPRISES INC COM   250,000.00   33,737.00   4,250.00
Corporate Stock — Common   AMERN DIVERSIFIED GROUP INC COM   10,000.00   4,063.87   210.00
Corporate Stock — Common   AMERN EAGLE OUTFITTERS INC NEW COM   11,140.00   300,396.96   272,261.60
Corporate Stock — Common   AMERN EAGLE OUTFITTERS INC NEW COM   6,520.00   175,820.88   159,348.80
Corporate Stock — Common   AMERN EAGLE OUTFITTERS INC NEW COM   14,600.00   359,176.38   356,824.00
Corporate Stock — Common   AMERN EAGLE OUTFITTERS INC NEW COM   165.00   5,207.61   4,032.60
Corporate Stock — Common   AMERN HEALTHWAYS INC   130.00   3,518.65   4,303.00
Corporate Stock — Common   AMERN HOME MTG HLDGS INC COM STK   2,400.00   36,105.90   34,680.00
Corporate Stock — Common   AMERN MED ALERT CORP COM   80.00   238.40   191.20
Corporate Stock — Common   AMERN MED SYS HLDGS INC COM STK   1,900.00   32,444.50   32,357.00
Corporate Stock — Common   AMERN MULTIPLEXER CORP COM   20,750.00   45,470.36   12,450.00

Corporate Stock — Common   AMERN NORTEL COMMUNICATIONS INC COM   1,000.00   1,904.95   30.00
Corporate Stock — Common   AMERN PWR CONVERSION CORP COM   250.00   3,513.96   3,440.00
Corporate Stock — Common   AMERN PWR CONVERSION CORP COM   4,900.00   175,782.99   67,424.00
Corporate Stock — Common   AMERN STD COS INC DEL COM   20,200.00   1,281,629.54   1,282,700.00
Corporate Stock — Common   AMERN STD COS INC DEL COM   11,350.00   495,069.33   720,725.00
Corporate Stock — Common   AMERN SUPERCONDUCTOR CORP   1,400.00   25,971.10   19,068.00
Corporate Stock — Common   AMERUS GROUP CO COM   1,600.00   27,835.84   55,664.00
Corporate Stock — Common   AMF BOWLING INC COM STK   186.00   461.38   9.30
Corporate Stock — Common   AMGEN INC COM   16,200.00   858,561.58   1,076,166.00
Corporate Stock — Common   AMGEN INC COM   26,300.00   376,847.34   1,747,109.00
Corporate Stock — Common   AMGEN INC COM   9,200.00   532,509.10   611,156.00
Corporate Stock — Common   AMGEN INC COM   6,905.00   412,190.42   458,699.15
Corporate Stock — Common   AMPEX CORP DEL CL A   2,800.00   11,114.95   532.00
Corporate Stock — Common   AMPHENOL CORP NEW CL A   200.00   10,117.75   9,480.00
Corporate Stock — Common   AMR CORP COM   5,036.00   105,275.50   107,568.96
Corporate Stock — Common   AMR CORP COM   4,000.00   75,207.77   85,440.00
Corporate Stock — Common   AMSOUTH BANCORPORATION COM   9,300.00   253,243.80   170,376.00
Corporate Stock — Common   AMTECH SYS INC COM PAR $0.01 NEW   500.00   3,944.95   3,675.00
Corporate Stock — Common   AMTRAN INC COM   670.00   13,013.72   8,040.00
Corporate Stock — Common   AMYLIN PHARMACEUTICALS INC   94,100.00   454,559.10   847,841.00
Corporate Stock — Common   ANADARKO PETRO CORP COM   6,308.00   264,778.75   327,385.20
Corporate Stock — Common   ANADARKO PETRO CORP COM   915.15   51,822.91   47,496.39
Corporate Stock — Common   ANADIGICS INC COM   150.00   10,274.50   2,521.50
Corporate Stock — Common   ANALOG DEVICES INC COM   500.00   24,018.87   21,250.00
Corporate Stock — Common   ANALOG DEVICES INC COM   9,100.00   284,633.34   386,750.00
Corporate Stock — Common   ANALOG DEVICES INC COM   5,200.00   249,264.07   221,000.00
Corporate Stock — Common   ANALYSTS INTL CORP COM   400.00   1,953.95   1,480.00
Corporate Stock — Common   ANATOLIA MINERALS DEV LTD COM   5,000.00   1,848.10   2,000.00
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   138.00
Corporate Stock — Common   ANDREW CORP COM   2,050.00   27,187.71   43,070.50
Corporate Stock — Common   ANDREW CORP COM   12,050.00   377,277.42   253,170.50
Corporate Stock — Common   ANDRX GROUP COM   8,000.00   453,446.10   590,560.00
Corporate Stock — Common   ANDRX GROUP COM   75.00   4,109.58   5,536.50
Corporate Stock — Common   ANDRX GROUP COM   3,440.00   191,585.50   253,940.80
Corporate Stock — Common   ANHEUSER BUSCH COS INC COM   555.86   23,839.40   23,957.74
Corporate Stock — Common   ANHEUSER BUSCH COS INC COM   22,600.00   363,807.45   974,060.00
Corporate Stock — Common   ANHEUSER BUSCH COS INC COM   15,700.00   668,787.84   676,670.00
Corporate Stock — Common   ANNALY MTG MGMT INC COM   14,200.00   195,296.56   199,652.00
Corporate Stock — Common   ANNTAYLOR STORES CORP COM   50.00   1,680.10   1,363.50
Corporate Stock — Common   ANSYS INC COM   5,800.00   137,510.78   145,000.00
Corporate Stock — Common   ANSYS INC COM   3,000.00   62,218.90   75,000.00
Corporate Stock — Common   ANTHEM INC COM   5,430.00   200,485.00   276,115.50
Corporate Stock — Common   ANTHEM INC COM   150.00   5,400.00   7,627.50
Corporate Stock — Common   ANTHRACITE CAP INC COM   1,672.70   14,418.21   17,529.93
Corporate Stock — Common   ANTS SOFTWARE INC   45.00   1,671.41   87.30
Corporate Stock — Common   AOL TIME WARNER INC COM   111,650.00   3,760,710.50   3,896,585.00
Corporate Stock — Common   AOL TIME WARNER INC COM   45,733.00   2,284,454.76   1,596,081.70
Corporate Stock — Common   AOL TIME WARNER INC COM   51,900.00   2,932,797.36   1,811,310.00
Corporate Stock — Common   AOL TIME WARNER INC COM   36,900.00   1,741,777.18   1,287,810.00
Corporate Stock — Common   AOL TIME WARNER INC COM   43,650.00   1,660,573.78   1,523,385.00
Corporate Stock — Common   AOL TIME WARNER INC COM   3,400.00   159,038.21   118,660.00
Corporate Stock — Common   AON CORP COM   6,700.00   178,498.15   240,061.00
Corporate Stock — Common   APA OPTICS INC COM   200.00   9,377.42   550.00
Corporate Stock — Common   APACHE CORP COM   1,003.21   51,042.89   46,137.72
Corporate Stock — Common   APACHE CORP COM   3,100.00   116,749.71   142,569.00
Corporate Stock — Common   APEX SILVER MINE LTD COM STK   2,000.00   20,193.10   18,400.00
Corporate Stock — Common   APIVA.COM WEB CORP COM   2,000.00   7,871.10   680.00
Corporate Stock — Common   APOGEE ENTERPRISES INC COM   128.77   1,610.09   1,989.51
Corporate Stock — Common   APOGEE ENTERPRISES INC COM   3,500.00   38,300.50   54,075.00
Corporate Stock — Common   APOLLO GROUP INC CL A   4,580.00   152,843.36   205,550.40

Corporate Stock — Common   APOLLO GROUP INC UNIV PHOENIX ONLINE COM   100.00   3,230.95   3,139.00
Corporate Stock — Common   APOLLO GROUP INC UNIV PHOENIX ONLINE COM   10,310.00   298,428.77   323,630.90
Corporate Stock — Common   APOLLO GROUP INC UNIV PHOENIX ONLINE COM   5,130.00   129,251.68   161,030.70
Corporate Stock — Common   APPLE COMPUTER INC COM   8,800.00   178,305.21   187,440.00
Corporate Stock — Common   APPLE COMPUTER INC COM   7,303.00   191,808.54   155,553.90
Corporate Stock — Common   APPLEBEES INTL INC COM   151.15   3,365.63   5,039.41
Corporate Stock — Common   APPLEBEES INTL INC COM   10,350.00   323,321.52   345,069.00
Corporate Stock — Common   APPLERA CORP — APPLIED BIOSYSTEMS GROUP   16,300.00   620,602.76   539,530.00
Corporate Stock — Common   APPLERA CORP — APPLIED BIOSYSTEMS GROUP   350.00   10,194.78   11,585.00
Corporate Stock — Common   APPLERA CORP — APPLIED BIOSYSTEMS GROUP   5,300.00   74,690.02   175,430.00
Corporate Stock — Common   APPLERA CORP COM CELERA GENOMICS GROUP   1,659.00   107,066.17   47,696.25
Corporate Stock — Common   APPLERA CORP COM CELERA GENOMICS GROUP   14,300.00   477,782.94   411,125.00
Corporate Stock — Common   APPLIED DIGITAL SOLUTIONS INC COM   1,000.00   5,134.97   450.00
Corporate Stock — Common   APPLIED MAGNETICS CORP COM   232,800.00   109,961.68   1,629.60
Corporate Stock — Common   APPLIED MATERIALS INC COM   10,600.00   376,975.05   421,244.00
Corporate Stock — Common   APPLIED MATERIALS INC COM   12,473.00   591,255.42   495,677.02
Corporate Stock — Common   APPLIED MATERIALS INC COM   20,500.00   371,144.38   814,670.00
Corporate Stock — Common   APPLIED MICRO CIRCUITS CORP CDT-COM   2,130.00   30,992.91   29,031.90
Corporate Stock — Common   APPLIED MICRO CIRCUITS CORP CDT-COM   7,600.00   550,721.95   103,588.00
Corporate Stock — Common   APPLIEDTHEORY CORP COM   11,000.00   5,016.95   2,002.00
Corporate Stock — Common   APPONLINE COM INC COM   500.00   2,029.95   1.00
Corporate Stock — Common   APTARGROUP INC COM   2,700.00   77,251.59   88,560.00
Corporate Stock — Common   APW LTD COM   1,000.00   2,514.95   1,680.00
Corporate Stock — Common   ARBITRON INC COM   10.00   239.31   300.40
Corporate Stock — Common   ARBITRON INC COM   3,900.00   109,520.58   117,156.00
Corporate Stock — Common   ARBITRON INC COM   10,400.00   308,341.80   312,416.00
Corporate Stock — Common   ARC WIRELESS SOLUTIONS INC COM   11,000.00   10,548.63   1,760.00
Corporate Stock — Common   ARCH COAL INC COM   24,500.00   446,176.44   489,755.00
Corporate Stock — Common   ARCH COAL INC COM   4,900.00   96,407.79   97,951.00
Corporate Stock — Common   ARCH WIRELESS INC COM   3,225.00   6,803.10   58.70
Corporate Stock — Common   ARCHER-DANIELS-MIDLAND CO COM   68,250.00   1,094,258.06   1,050,367.50
Corporate Stock — Common   ARCHER-DANIELS-MIDLAND CO COM   2,794.95   35,874.90   43,014.34
Corporate Stock — Common   ARCHER-DANIELS-MIDLAND CO COM   16,743.00   183,279.92   257,674.77
Corporate Stock — Common   ARENA PHARMACEUTICALS INC COM ISIN US0400471027   100.00   2,504.95   1,108.00
Corporate Stock — Common   ARGOSY GAMING CO COM   7,500.00   197,457.00   246,000.00
Corporate Stock — Common   ARIAD PHARMACEUTICALS INC COM   3,300.00   51,090.76   14,157.00
Corporate Stock — Common   ARIBA INC COM   19,845.00   92,640.93   84,936.60
Corporate Stock — Common   ARIEL CORP COM   1,000.00   9,084.19   39.00
Corporate Stock — Common   ARQULE INC COM   21,400.00   295,447.15   274,562.00
Corporate Stock — Common   ARRAY BIOPHARMA INC COM   4,055.00   34,684.75   54,539.75
Corporate Stock — Common   ARRHYTHMIA RESH TECH INC COM PAR $0.01 NEW   700.00   2,129.95   1,995.00
Corporate Stock — Common   ARROW ELECTR INC COM   16,800.00   441,100.80   462,336.00
Corporate Stock — Common   ARROW ELECTR INC COM   275.00   8,128.40   7,568.00
Corporate Stock — Common   ARVINMERITOR INC COM STK ISIN# US0433531011   9,300.00   142,708.50   167,865.00
Corporate Stock — Common   ASANTE TECHNOLOGIES INC COM   2,000.00   11,076.49   800.00
Corporate Stock — Common   ASCENDANT SOLUTIONS INC COM   100.00   1,774.50   20.00
Corporate Stock — Common   ASCENT ASSURN INC COM   37.00   0   28.86

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   28,230.24
Corporate Stock — Common   ASHLAND INC COM   1,700.00   58,573.41   72,505.00
Corporate Stock — Common   ASHLAND INC COM   300.00   10,362.46   12,795.00
Corporate Stock — Common   ASHTON TECH GROUP INC COM   5,000.00   26,103.17   550.00
Corporate Stock — Common   ASIA GLOBAL CROSSING   400.00   430.97   584.00
Corporate Stock — Common   ASK JEEVES INC OC-COM   500.00   3,643.30   1,020.00
Corporate Stock — Common   ASPEN GROUP RES CORPORATION COM   1,571.00   34,236.00   534.14
Corporate Stock — Common   ASPEN TECH INC COM   27,700.00   463,533.22   364,809.00
Corporate Stock — Common   ASTEA INTL IINC COM   147.00   1,319.43   124.95
Corporate Stock — Common   ASTORIA FINL CORP COM   5,780.00   336,887.30   287,092.60
Corporate Stock — Common   ASTORIA FINL CORP COM   2,800.00   154,850.36   139,076.00
Corporate Stock — Common   ASTROPOWER INC CDT-COM   700.00   25,038.99   25,550.00
Corporate Stock — Common   ASYST TECHNOLOGIES INC COM   5,230.00   108,394.06   58,366.80
Corporate Stock — Common   AT & T CORP COM STK   18,440.47   404,074.69   322,523.79
Corporate Stock — Common   AT & T CORP COM STK   85,000.00   1,385,322.49   1,486,650.00
Corporate Stock — Common   AT & T CORP COM STK   86,892.00   1,429,572.23   1,519,741.08
Corporate Stock — Common   AT & T CORP COM STK   64,900.00   1,284,150.34   1,135,101.00
Corporate Stock — Common   AT & T LATIN AMER CORP COM   150.00   625.26   195.00
Corporate Stock — Common   AT HOME CORP COM SER A   1,184.00   17,215.95   54.46
Corporate Stock — Common   AT&T WIRELESS SVCS INC COM   7,579.00   156,265.88   105,878.63
Corporate Stock — Common   AT&T WIRELESS SVCS INC COM   211,666.00   5,008,674.95   2,956,974.02
Corporate Stock — Common   AT&T WIRELESS SVCS INC COM   63,695.00   1,081,194.66   889,819.15
Corporate Stock — Common   AT&T WIRELESS SVCS INC COM   6,693.00   254,126.13   93,501.21
Corporate Stock — Common   ATI TECHNOLOGIES INC COM   370.00   3,297.00   4,532.50
Corporate Stock — Common   ATLAS AIR WORLDWIDE HLDGS INC   1,650.00   32,196.23   25,690.50
Corporate Stock — Common   ATLC COAST AIRLINES HLDG COM   7,800.00   213,190.93   161,460.00
Corporate Stock — Common   ATLC COAST AIRLINES HLDG COM   1,622.00   28,192.59   33,575.40
Corporate Stock — Common   ATMEL CORP COM   6,400.00   115,191.22   52,800.00
Corporate Stock — Common   ATWOOD OCEANICS INC COM   2,600.00   80,764.58   83,460.00
Corporate Stock — Common   AUDIBLE INC COM   400.00   565.95   216.00
Corporate Stock — Common   AUDIOCODES LTD COM STK   100.00   988.23   392.00
Corporate Stock — Common   AUDIOVOX CORP CL A   1,350.00   19,879.17   9,733.50
Corporate Stock — Common   AURA SYS INC COM   179,000.00   220,141.53   73,390.00
Corporate Stock — Common   AUSPEX SYS INC COM   680.00   2,704.00   966.28
Corporate Stock — Common   AUTO DATA PROCESSING INC COM   537.71   26,103.16   29,821.56
Corporate Stock — Common   AUTO DATA PROCESSING INC COM   15,700.00   301,009.25   870,722.00
Corporate Stock — Common   AUTO DATA PROCESSING INC COM   23,500.00   1,210,124.08   1,303,310.00
Corporate Stock — Common   AUTODESK INC COM   1,400.00   43,860.03   52,080.00
Corporate Stock — Common   AUTODESK INC COM   19,600.00   558,155.26   729,120.00
Corporate Stock — Common   AUTOIMMUNE INC COM   1,500.00   4,576.04   1,800.00
Corporate Stock — Common   AUTOLIV INC COM STK   1,900.00   36,536.05   35,055.00
Corporate Stock — Common   AUTOLIV INC COM STK   46,400.00   904,323.87   856,080.00
Corporate Stock — Common   AUTONATION INC DEL COM   400.00   3,277.78   4,424.00
Corporate Stock — Common   AUTOZONE INC COM   100.00   5,353.98   6,730.00
Corporate Stock — Common   AUTOZONE INC COM   2,900.00   75,142.53   195,170.00
Corporate Stock — Common   AVANEX CORP COM STK   3,740.00   186,839.19   27,152.40
Corporate Stock — Common   AVANT CORP COM   1,000.00   17,050.50   10,310.00
Corporate Stock — Common   AVATERRA COM INC COM   200.00   1,529.95   1.50
Corporate Stock — Common   AVATEX CORP CL A   500.00   8,170.23   20.00
Corporate Stock — Common   AVAYA INC COM   56,400.00   653,707.48   641,268.00
Corporate Stock — Common   AVAYA INC COM   1,835.00   39,556.42   20,863.95
Corporate Stock — Common   AVAYA INC COM   7,179.00   117,771.55   81,625.23
Corporate Stock — Common   AVERY DENNISON CORP COM   2,800.00   71,144.32   151,144.00
Corporate Stock — Common   AVERY DENNISON CORP COM   60.00   2,730.60   3,238.80
Corporate Stock — Common   AVICI SYS INC COM   1,100.00   10,697.40   3,135.00
Corporate Stock — Common   AVISTA CORP COM ISIN # US05379B1070   14,600.00   287,475.60   175,930.00
Corporate Stock — Common   AVNET INC COM   22,100.00   534,760.37   524,875.00
Corporate Stock — Common   AVNET INC COM   117.00   3,068.64   2,778.75
Corporate Stock — Common   AVON PROD INC COM   6,000.00   111,336.55   286,440.00
Corporate Stock — Common   AVX CORP COM   100.00   1,830.95   2,080.00
Corporate Stock — Common   AWARE INC MASS COM   749.00   3,904.77   3,812.41

Corporate Stock — Common   AXCAN PHARMA INC COM STK   28,500.00   317,580.00   370,500.00
Corporate Stock — Common   AXCELIS TECHNOLOGIES INC COM STK ISIN# US0545401095   34,590.00   474,445.07   470,769.90
Corporate Stock — Common   AXCELIS TECHNOLOGIES INC COM STK ISIN# US0545401095   23,700.00   344,540.77   322,557.00
Corporate Stock — Common   AXS-ONE INC COM   514.00   4,163.95   169.62
Corporate Stock — Common   AZCO MNG INC DEL COM   7,200.00   9,816.73   3,672.00
Corporate Stock — Common   AZTAR CORP COM   5,200.00   62,440.04   82,420.00
Corporate Stock — Common   B A T INTL INC COM   5,500.00   2,787.29   60.50
Corporate Stock — Common   BAKER HUGHES INC COM   23,000.00   501,652.80   758,310.00
Corporate Stock — Common   BAKER HUGHES INC COM   8,440.00   164,794.57   278,266.80
Corporate Stock — Common   BAKER HUGHES INC COM   14,700.00   532,889.83   484,659.00
Corporate Stock — Common   BAKER HUGHES INC COM   953.50   25,998.04   31,436.90
Corporate Stock — Common   BALL CORP COM   5,560.00   361,730.82   380,971.20
Corporate Stock — Common   BALL CORP COM   700.00   20,886.49   47,964.00
Corporate Stock — Common   BALLARD PWR SYS INC COM   2,211.00   169,389.78   61,952.22
Corporate Stock — Common   BALLISTIC RECOVERY SYS INC COM STK   1,000.00   2,092.46   1,050.00
Corporate Stock — Common   BANCPRO INC COM   1,000.00   1,404.95   40.00
Corporate Stock — Common   BANK N.Y. CO INC COM   18,500.00   271,420.83   725,940.00
Corporate Stock — Common   BANK N.Y. CO INC COM   102.68   3,838.79   4,028.97
Corporate Stock — Common   BANK ONE CORP COM   56,000.00   1,851,664.01   2,096,640.00
Corporate Stock — Common   BANK ONE CORP COM   29,320.00   906,813.09   1,097,740.80
Corporate Stock — Common   BANK ONE CORP COM   322.70   11,622.87   12,082.04
Corporate Stock — Common   BANK ONE CORP COM   6,700.00   241,391.62   250,848.00
Corporate Stock — Common   BANKATLANTIC BANCORP INC CL A NON VTG   8,900.00   71,108.33   71,200.00
Corporate Stock — Common   BANKNORTH GROUP INC NEW COM   26,150.00   478,941.74   567,716.50
Corporate Stock — Common   BANKUNITED FINL CORP CL A   21,000.00   261,857.50   292,530.00
Corporate Stock — Common   BARD C R INC CAP   1,300.00   36,871.83   82,004.00
Corporate Stock — Common   BARNES & NOBLE INC COM   14,460.00   434,665.68   446,814.00
Corporate Stock — Common   BARNESANDNOBLE COM INC CL A ISIN #US0678461056   750.00   2,962.49   1,042.50
Corporate Stock — Common   BARR LABS INC COM   5,700.00   422,819.73   416,385.00
Corporate Stock — Common   BARR LABS INC COM   8,100.00   520,782.18   591,705.00
Corporate Stock — Common   BARR LABS INC COM   116.00   8,130.39   8,473.80
Corporate Stock — Common   BARRA INC COM   2,700.00   110,336.06   126,063.00
Corporate Stock — Common   BARRICK GOLD CORP   10,000.00   263,082.04   151,300.00
Corporate Stock — Common   BARRICK GOLD CORP   6,098.00   108,606.68   92,262.74
Corporate Stock — Common   BARRISTER GLOBAL SERVICES NETWORK INC COM NEW   7,000.00   16,772.50   3,150.00
Corporate Stock — Common   BARRY R G CORP — OH COM   300.00   3,324.60   1,461.00
Corporate Stock — Common   BAUSCH & LOMB INC COM   1,300.00   48,709.54   43,225.00
Corporate Stock — Common   BAUSCH & LOMB INC COM   13,100.00   472,603.46   435,575.00
Corporate Stock — Common   BAUSCH & LOMB INC COM   18,500.00   677,766.31   615,125.00
Corporate Stock — Common   BAXTER INTL INC COM   14,900.00   260,873.63   774,800.00
Corporate Stock — Common   BAXTER INTL INC COM   8,900.00   453,771.58   462,800.00
Corporate Stock — Common   BAXTER INTL INC COM   24,200.00   720,037.38   1,258,400.00
Corporate Stock — Common   BAXTER INTL INC COM   300.00   15,083.34   15,600.00
Corporate Stock — Common   BB&T CORP COM   11,000.00   353,328.34   375,650.00
Corporate Stock — Common   BCE INC COM STK   164.00   4,102.22   3,775.28
Corporate Stock — Common   BE AEROSPACE INC COM   26.00   282.37   216.06
Corporate Stock — Common   BE FREE INC COM   180.00   739.95   291.60
Corporate Stock — Common   BE INC COM STK   500.00   6,029.95   45.00
Corporate Stock — Common   BEA SYS INC COM   10,680.00   171,380.77   179,317.20
Corporate Stock — Common   BEA SYS INC COM   11,710.00   204,509.30   196,610.90
Corporate Stock — Common   BEACON PWR CORP COM   200.00   1,337.95   178.00
Corporate Stock — Common   BEAR STEARNS COS INC COM   2,410.00   122,288.64   138,575.00
Corporate Stock — Common   BEAR STEARNS COS INC COM   6,900.00   390,638.22   396,750.00
Corporate Stock — Common   BEAZER HOMES USA INC COM   3,700.00   196,020.08   247,900.00
Corporate Stock — Common   BECKMAN COULTER INC COM   4,300.00   122,307.30   180,170.00
Corporate Stock — Common   BECTON DICKINSON & CO COM   6,500.00   94,612.22   220,155.00
Corporate Stock — Common   BECTON DICKINSON & CO COM   23,000.00   669,511.60   779,010.00
Corporate Stock — Common   BECTON DICKINSON & CO COM   33,300.00   971,820.02   1,127,871.00
Corporate Stock — Common   BED BATH BEYOND INC COM   34,400.00   986,476.21   1,116,968.00

Corporate Stock — Common   BED BATH BEYOND INC COM   7,300.00   127,901.65   237,031.00
Corporate Stock — Common   BED BATH BEYOND INC COM   627.00   16,965.48   20,358.69
Corporate Stock — Common   BED BATH BEYOND INC COM   10,310.00   268,644.57   334,765.70
Corporate Stock — Common   BELL MICROPRODUCTS INC COM   6,300.00   77,522.29   69,678.00
Corporate Stock — Common   BELLSOUTH CORP COM STK   47,200.00   853,823.64   1,817,200.00
Corporate Stock — Common   BELLSOUTH CORP COM STK   405.70   17,109.70   15,619.53
Corporate Stock — Common   BELLSOUTH CORP COM STK   10,200.00   497,174.34   392,700.00
Corporate Stock — Common   BELO CORP   46,400.00   835,057.42   829,632.00
Corporate Stock — Common   BEMA GOLD CORP COM   18,000.00   48,148.87   6,480.00
Corporate Stock — Common   BEMIS CO INC COM   1,300.00   32,868.43   65,351.00
Corporate Stock — Common   BENCHMARK ELECTRS INC COM   20,900.00   569,285.37   399,608.00
Corporate Stock — Common   BENTHOS INC COM   233.00   2,006.05   747.93
Corporate Stock — Common   BENTLEY PHARMACEUTICALS INC COM   230.00   1,881.45   2,047.00
Corporate Stock — Common   BENTON OIL & GAS CO COM   8,000.00   15,539.60   11,040.00
Corporate Stock — Common   BERKLEY W R CORP COM   11,500.00   500,648.34   615,250.00
Corporate Stock — Common   BERKSHIRE HATHAWAY INC CL B COM   119.00   251,633.44   277,627.00
Corporate Stock — Common   BEST BUY INC COM STK   5,200.00   341,191.32   371,228.00
Corporate Stock — Common   BEST BUY INC COM STK   445.00   28,978.73   31,768.55
Corporate Stock — Common   BEST BUY INC COM STK   15,200.00   700,114.00   1,085,128.00
Corporate Stock — Common   BEST BUY INC COM STK   16,200.00   898,720.21   1,156,518.00
Corporate Stock — Common   BEST BUY INC COM STK   6,400.00   390,260.34   456,896.00
Corporate Stock — Common   BEVERLY ENTERPRISES INC COM STK   24,400.00   258,804.00   222,040.00
Corporate Stock — Common   BEVERLY ENTERPRISES INC COM STK   5,000.00   15,120.15   45,500.00
Corporate Stock — Common   BICO INC COM   163,445.00   26,810.11   4,135.16
Corporate Stock — Common   BIFS TECHNOLOGIES CORP COM   11,815.00   1,928.90   968.83
Corporate Stock — Common   BIG LOTS INC COM   2,800.00   115,535.61   26,320.00
Corporate Stock — Common   BIO VASCULAR INC COM   1,000.00   8,749.00   7,660.00
Corporate Stock — Common   BIO-TECHNOLOGY GEN COM STK USD0.01   2,880.00   27,255.22   24,134.40
Corporate Stock — Common   BIOCUREX INC COM   500.00   989.95   745.00
Corporate Stock — Common   BIOFIELD CORP COM   300.00   4,681.65   171.00
Corporate Stock — Common   BIOGEN INC COM   420.00   22,979.17   24,742.20
Corporate Stock — Common   BIOGEN INC COM   3,700.00   298,000.09   217,967.00
Corporate Stock — Common   BIOJECT MED TECHNOLOGIES INC COM NEW BIOJECT MED TECH NEW   500.00   5,431.78   5,285.00
Corporate Stock — Common   BIOLASE TECH INC COM   15,000.00   63,389.43   89,250.00
Corporate Stock — Common   BIOMET INC COM   6,750.00   60,790.40   188,932.50
Corporate Stock — Common   BIOMET INC COM   150.00   4,314.97   4,198.50
Corporate Stock — Common   BIOPULSE INTERNATION INC COM   200.00   1,854.95   15.00
Corporate Stock — Common   BIOPURE CORP CL A   710.00   17,289.30   12,467.60
Corporate Stock — Common   BIOVAIL CORP COM   233.00   12,041.98   12,747.43
Corporate Stock — Common   BIRMINGHAM STL CORP COM   1,300.00   1,475.90   351.00
Corporate Stock — Common   BIRNER DENTAL MGMT SVCS INC   6,250.00   29,038.06   29,375.00
Corporate Stock — Common   BISYS GROUP INC COM   12,830.00   398,068.98   754,917.20
Corporate Stock — Common   BISYS GROUP INC COM   3,590.00   176,076.51   211,235.60
Corporate Stock — Common   BISYS GROUP INC COM   18.00   559.31   1,059.12
Corporate Stock — Common   BJ SVCS CO COM   10,600.00   280,843.74   295,316.00
Corporate Stock — Common   BJ SVCS CO COM   100.00   2,317.71   2,786.00
Corporate Stock — Common   BJ SVCS CO COM   6,040.00   164,116.20   168,274.40
Corporate Stock — Common   BJS WHSL CLUB INC COM STK   125.00   4,939.06   5,625.00
Corporate Stock — Common   BJS WHSL CLUB INC COM STK   5,590.00   237,705.35   251,550.00
Corporate Stock — Common   BK AMER CORP COM   13,800.00   435,294.45   847,044.00
Corporate Stock — Common   BK AMER CORP COM   40,340.00   1,247,448.44   2,476,069.20
Corporate Stock — Common   BK AMER CORP COM   25,100.00   1,150,932.21   1,540,638.00
Corporate Stock — Common   BK AMER CORP COM   755.53   38,805.03   46,374.62
Corporate Stock — Common   BK AMER CORP COM   41,900.00   2,593,481.75   2,571,822.00
Corporate Stock — Common   BLACK & DECKER CORP COM   12,800.00   559,174.30   474,112.00
Corporate Stock — Common   BLACK & DECKER CORP COM   2,000.00   55,653.70   74,080.00
Corporate Stock — Common   BLACK BOX CORP DEL COM   71.00   3,723.00   3,738.15
Corporate Stock — Common   BLACKROCK INC CL A COM STK   3,000.00   130,911.00   116,340.00
Corporate Stock — Common   BLOCK H & R INC COM   4,600.00   72,285.05   183,264.00

Corporate Stock — Common   BLOCK H & R INC COM   200.00   7,409.95   7,968.00
Corporate Stock — Common   BLOCKBUSTER INC CL A CL A ISIN #US0936791088   8,200.00   152,658.58   215,660.00
Corporate Stock — Common   BLUE MARTINI SOFTWARE INC COM ISIN US0956981064   1,600.00   6,436.80   2,448.00
Corporate Stock — Common   BLUEFLY INC COM   600.00   1,154.95   1,224.00
Corporate Stock — Common   BLUEGREEN CORP COM   2,030.00   9,195.90   4,181.80
Corporate Stock — Common   BMC INDS INC MINN COM   200.00   1,037.65   570.00
Corporate Stock — Common   BMC SOFTWARE INC COM STK   6,100.00   333,030.25   102,175.00
Corporate Stock — Common   BMC SOFTWARE INC COM STK   3,356.00   96,923.76   56,213.00
Corporate Stock — Common   BOB EVANS FARMS INC COM   2,400.00   48,051.84   52,896.00
Corporate Stock — Common   BOEING CO COM   21,986.00   659,391.16   771,708.60
Corporate Stock — Common   BOEING CO COM   6,037.94   253,992.82   211,931.80
Corporate Stock — Common   BOEING CO COM   3,200.00   132,187.78   112,320.00
Corporate Stock — Common   BOEING CO COM   0   0   0
Corporate Stock — Common   BOISE CASCADE CORP COM   16,800.00   552,966.23   538,272.00
Corporate Stock — Common   BOISE CASCADE CORP COM   1,400.00   46,849.83   44,856.00
Corporate Stock — Common   BOISE CASCADE CORP COM   22,800.00   695,866.41   730,512.00
Corporate Stock — Common   BOLDER TECHNOLOGIES CORP COM   13,500.00   53,211.00   5.40
Corporate Stock — Common   BOMBARDIER INC CL B COM   353.00   5,354.73   3,124.05
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   3,850.00
Corporate Stock — Common   BORG WARNER INC COM   9,300.00   389,463.54   427,800.00
Corporate Stock — Common   BORLAND SOFTWARE CORP COM   30,700.00   288,552.30   443,922.00
Corporate Stock — Common   BOTTOMLINE TECHNOLOGIES DEL INC COM   22.00   1,007.58   164.56
Corporate Stock — Common   BOWNE & CO INC COM   3,900.00   36,367.50   50,583.00
Corporate Stock — Common   BRADLEY PHARMACEUTICALS INC COM   850.00   11,358.89   14,280.00
Corporate Stock — Common   BRADY CORP CL A   1,100.00   36,014.00   35,145.00
Corporate Stock — Common   BRAINTECH INC NEW COM   10,000.00   26,800.00   1,650.00
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   1,280.00
Corporate Stock — Common   BRINKER INTL INC COM   20,330.00   529,260.70   569,240.00
Corporate Stock — Common   BRINKER INTL INC COM   100.00   2,409.54   2,800.00
Corporate Stock — Common   BRISTOL MYERS SQUIBB CO COM   993.00   53,920.62   53,383.90
Corporate Stock — Common   BRISTOL MYERS SQUIBB CO COM   41,900.00   2,254,261.56   2,252,544.00
Corporate Stock — Common   BRISTOL MYERS SQUIBB CO COM   49,000.00   1,048,617.30   2,634,240.00
Corporate Stock — Common   BRISTOL MYERS SQUIBB CO COM   22,200.00   1,223,750.49   1,193,472.00
Corporate Stock — Common   BRITESMILE INC COM   2,000.00   20,166.85   8,220.00
Corporate Stock — Common   BROADBAND WIRELESS INTL CORP COM   11,950.00   42,164.46   2,031.50
Corporate Stock — Common   BROADCOM CORP CL A   6,600.00   1,235,869.10   290,334.00
Corporate Stock — Common   BROADCOM CORP CL A   5,900.00   711,957.13   259,541.00
Corporate Stock — Common   BROADCOM CORP CL A   10,290.00   340,371.64   452,657.10
Corporate Stock — Common   BROADCOM CORP CL A   2,472.00   94,335.46   108,743.28
Corporate Stock — Common   BROADVISION INC COM   14,320.00   255,138.12   43,103.20
Corporate Stock — Common   BROADWING INC COM ISIN US1116201005   29,270.00   273,712.55   278,650.40
Corporate Stock — Common   BROADWING INC COM ISIN US1116201005   140.00   1,386.55   1,332.80
Corporate Stock — Common   BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087   15,600.00   1,079,320.51   511,680.00
Corporate Stock — Common   BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087   3,235.00   96,593.41   106,108.00
Corporate Stock — Common   BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087   18,480.00   416,931.54   606,144.00
Corporate Stock — Common   BROWN & BROWN INC COM   976.00   27,891.84   28,421.12
Corporate Stock — Common   BROWN & BROWN INC COM   6,200.00   122,201.50   180,544.00
Corporate Stock — Common   BROWN SHOE INC NEW COM   3,400.00   51,493.00   49,980.00
Corporate Stock — Common   BROWN SHOE INC NEW COM   200.00   3,879.95   2,940.00
Corporate Stock — Common   BROWN-FORMAN INC CL B NON-VTG COM   1,700.00   55,377.35   103,530.00
Corporate Stock — Common   BRUKER DALTONICS INC COM ISIN US1167951052   6,700.00   129,278.93   124,151.00

Corporate Stock — Common   BRUNSWICK CORP COM   2,200.00   41,196.87   43,340.00
Corporate Stock — Common   BSTN BEER INC CL A   950.00   11,147.45   13,110.00
Corporate Stock — Common   BSTN SCIENTIFIC CORP COM   3,320.00   77,079.66   88,312.00
Corporate Stock — Common   BSTN SCIENTIFIC CORP COM   10,100.00   175,967.12   268,660.00
Corporate Stock — Common   BURL COAT FACTORY WHSE CORP COM   3,500.00   66,479.35   58,450.00
Corporate Stock — Common   BURL NORTHN SANTA FE CORP COM   9,875.00   185,619.32   289,436.25
Corporate Stock — Common   BURL NORTHN SANTA FE CORP COM   100.00   2,563.50   2,931.00
Corporate Stock — Common   BURL RES INC COM   376.00   16,667.62   13,212.64
Corporate Stock — Common   BURL RES INC COM   5,287.00   209,124.04   185,785.18
Corporate Stock — Common   C CORNET CORP COM   200.00   2,717.45   1,928.00
Corporate Stock — Common   CA AMPLIFIER INC COM   2,000.00   16,765.88   9,700.00
Corporate Stock — Common   CABLE DESIGN TECHNOLOGIES CORP   20,075.00   416,790.46   248,327.75
Corporate Stock — Common   CABLEVISION NY GROUP CL A COM   250.00   12,529.95   10,510.00
Corporate Stock — Common   CABLEVISION NY GROUP CL A COM   15,500.00   889,726.44   651,620.00
Corporate Stock — Common   CABOT MICROELECTRONICS CORP COM   9,320.00   443,972.02   646,435.20
Corporate Stock — Common   CABOT MICROELECTRONICS CORP COM   4,310.00   262,631.88   298,941.60
Corporate Stock — Common   CABOT MICROELECTRONICS CORP COM   245.00   17,416.75   16,993.20
Corporate Stock — Common   CACI INTL INC CL A   3,500.00   112,051.45   258,895.00
Corporate Stock — Common   CACI INTL INC CL A   200.00   12,933.95   14,794.00
Corporate Stock — Common   CADENCE DESIGN SYS INC COM   95.00   2,274.86   2,265.75
Corporate Stock — Common   CAL DIVE INTL INC COM   13,460.00   308,770.38   287,774.80
Corporate Stock — Common   CAL DIVE INTL INC COM   50.00   1,127.45   1,069.00
Corporate Stock — Common   CALIPER TECHNOLOGIES CORP OC-COM ISIN US1308761055   7,200.00   115,846.68   88,056.00
Corporate Stock — Common   CALLAWAY GOLF CO COM   100.00   1,546.63   1,595.00
Corporate Stock — Common   CALLON PETE CO DEL COM   125.00   1,548.70   737.50
Corporate Stock — Common   CALPINE CORP COM   25,700.00   1,050,594.22   554,092.00
Corporate Stock — Common   CALPINE CORP COM   70,500.00   2,702,047.74   1,519,980.00
Corporate Stock — Common   CALPINE CORP COM   7,500.00   281,610.94   161,700.00
Corporate Stock — Common   CALPINE CORP COM   5,662.00   211,189.27   122,072.72
Corporate Stock — Common   CAMBRIDGE ENERGY CORP COM   11,900.00   4,703.95   595.00
Corporate Stock — Common   CAMPBELL SOUP CO COM   10,300.00   245,126.54   301,893.00
Corporate Stock — Common   CAMPBELL SOUP CO COM   63.36   2,055.93   1,857.20
Corporate Stock — Common   CANNONDALE CORP COM   4,000.00   21,494.80   8,200.00
Corporate Stock — Common   CANYON RES CORP COM NEW   2,750.00   15,435.32   3,025.00
Corporate Stock — Common   CAP 1 FNCL COM   5,200.00   223,583.98   260,156.00
Corporate Stock — Common   CAP 1 FNCL COM   16,200.00   784,465.06   810,486.00
Corporate Stock — Common   CAPSTONE TURBINE CORP COM STK ISIN# US14067D1028   380.00   5,116.14   1,778.40
Corporate Stock — Common   CARDIAC SCI INC COM NEW   1,200.00   3,167.90   5,712.00
Corporate Stock — Common   CARDINAL HLTH INC   27,400.00   1,833,065.01   1,871,968.00
Corporate Stock — Common   CARDINAL HLTH INC   1,100.25   66,515.75   75,168.81
Corporate Stock — Common   CARDINAL HLTH INC   15,300.00   1,096,365.24   1,045,296.00
Corporate Stock — Common   CARDINAL HLTH INC   11,250.00   462,733.11   768,600.00
Corporate Stock — Common   CARDINAL HLTH INC   17,100.00   1,194,394.11   1,168,272.00
Corporate Stock — Common   CAREER ED CORP COM   11,000.00   197,443.05   343,970.00
Corporate Stock — Common   CAREER ED CORP COM   68.00   1,940.75   2,126.36
Corporate Stock — Common   CAREMARK RX INC COM   12,700.00   213,782.91   190,500.00
Corporate Stock — Common   CAREMARK RX INC COM   1,721.00   24,089.27   25,815.00
Corporate Stock — Common   CAREMARK RX INC COM   32,700.00   455,765.38   490,500.00
Corporate Stock — Common   CAREMARK RX INC COM   39,400.00   364,759.24   591,000.00
Corporate Stock — Common   CARING PRODS INTL INC COM PAR $0.01 NEW COM PAR $0.01   1.00   2,285.40   0.31
Corporate Stock — Common   CARNIVAL CORP COM   420.90   11,190.62   10,989.80
Corporate Stock — Common   CARNIVAL CORP COM   14,700.00   617,974.41   383,817.00
Corporate Stock — Common   CARPENTER TECH CORP COM   2,000.00   44,932.00   51,420.00
Corporate Stock — Common   CARREKER CORPORATION COM   250.00   5,392.28   1,662.50
Corporate Stock — Common   CARRIER ACCESS CORP COM   300.00   4,342.45   933.00

Corporate Stock — Common   CASCADE NAT GAS CORP COM   1,800.00   32,312.70   36,360.00
Corporate Stock — Common   CASCADE NAT GAS CORP COM   1,500.00   23,589.06   30,300.00
Corporate Stock — Common   CASELLA WASTE SYS INC CL A COM STK   21,000.00   278,816.25   268,380.00
Corporate Stock — Common   CASEYS GEN STORES INC COM   71.40   952.87   992.46
Corporate Stock — Common   CASH TECHNOLOGIES INC COM   2,600.00   12,851.05   5,174.00
Corporate Stock — Common   CATAPULT COMMUNICATIONS CORP COM   100.00   2,678.94   2,425.00
Corporate Stock — Common   CATERPILLAR INC COM   8,600.00   212,280.09   407,812.00
Corporate Stock — Common   CATERPILLAR INC COM   15,500.00   210,207.93   735,010.00
Corporate Stock — Common   CATERPILLAR INC COM   2,501.96   117,335.13   118,642.99
Corporate Stock — Common   CATERPILLAR INC COM   5,100.00   270,874.40   241,842.00
Corporate Stock — Common   CBRL GROUP INC COM STK   12,300.00   218,161.41   317,709.00
Corporate Stock — Common   CDA SOUTHN PETE LTD LTD VTG SH   2,000.00   14,526.56   8,980.00
Corporate Stock — Common   CDN PAC RY LTD COM CDN PAC RY LTD   12,150.00   83,946.60   233,401.50
Corporate Stock — Common   CDW COMPUTER CTRS INC COM   11,620.00   421,319.52   634,568.20
Corporate Stock — Common   CDW COMPUTER CTRS INC COM   7,170.00   272,769.67   391,553.70
Corporate Stock — Common   CEC ENTMT INC COM   50.00   2,323.80   1,860.00
Corporate Stock — Common   CELESTICA INC SUB VTG SHS   15,000.00   678,839.34   634,350.00
Corporate Stock — Common   CELESTICA INC SUB VTG SHS   4,000.00   94,260.18   169,160.00
Corporate Stock — Common   CELGENE CORP COM   19,300.00   522,544.19   673,377.00
Corporate Stock — Common   CELGENE CORP COM   12,600.00   303,221.47   439,614.00
Corporate Stock — Common   CELGENE CORP COM   775.00   15,252.45   27,039.75
Corporate Stock — Common   CELL GENESYS INC COM   14,500.00   305,857.51   331,470.00
Corporate Stock — Common   CELL PATHWAYS INC NEW COM   1,600.00   55,837.60   8,464.00
Corporate Stock — Common   CELL THERAPEUTICS INC CDT-COM   19,100.00   510,908.46   522,576.00
Corporate Stock — Common   CELSION CORP COM   4,280.00   24,620.40   2,140.00
Corporate Stock — Common   CENDANT CORP COM STK   24,242.00   505,482.26   413,083.68
Corporate Stock — Common   CENDANT CORP COM STK   8,500.00   152,738.20   144,840.00
Corporate Stock — Common   CENDANT CORP COM STK   3,777.00   65,617.70   64,360.08
Corporate Stock — Common   CENES PHARMACEUTICALS PLC   7,041.00   7,074.71   985.74
Corporate Stock — Common   CENT EUROPEAN DISTR CORP COM STK   261.00   2,694.76   2,894.49
Corporate Stock — Common   CENTENNIAL COMMUNICATIONS CORP NEW   100.00   3,200.45   952.00
Corporate Stock — Common   CENTEX CORP COM   3,500.00   131,279.35   158,165.00
Corporate Stock — Common   CENTEX CORP COM   100.00   4,019.95   4,519.00
Corporate Stock — Common   CENTEX CORP COM   3,400.00   119,895.90   153,646.00
Corporate Stock — Common   CENTEX CORP COM   1,500.00   21,225.02   67,785.00
Corporate Stock — Common   CENTILLIUM COMMUNICATIONS INC COM   400.00   3,421.95   4,020.00
Corporate Stock — Common   CENTURA SOFTWARE CORP COM   15,000.00   16,902.00   150.00
Corporate Stock — Common   CENTURYTEL INC COM ISIN US1567001060   3,500.00   153,978.24   118,300.00
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   344,787.60
Corporate Stock — Common   CEPHALON INC CON   7,100.00   464,693.05   516,454.00
Corporate Stock — Common   CEPHALON INC CON   11,300.00   661,084.57   821,962.00
Corporate Stock — Common   CEPHALON INC CON   5,060.00   287,093.87   368,064.40
Corporate Stock — Common   CEPHEID INC COM   285.00   2,472.30   1,168.50
Corporate Stock — Common   CERIDIAN CORP NEW COM   60.00   1,004.69   1,098.00
Corporate Stock — Common   CERNER CORP COM   9,900.00   516,079.08   523,809.00
Corporate Stock — Common   CERNER CORP COM   55.00   3,071.37   2,910.05
Corporate Stock — Common   CERUS CORP COM   200.00   14,979.95   8,552.00
Corporate Stock — Common   CETALON CORP COM   600.00   1,076.95   948.00
Corporate Stock — Common   CH & DWIGHT INC COM   19,160.00   458,724.69   503,908.00
Corporate Stock — Common   CHAMPION ENTERPRISES INC COM   9,000.00   103,159.29   108,630.00
Corporate Stock — Common   CHAMPIONSHIP AUTO RACING TEAM INC COM   100.00   3,176.92   1,455.00
Corporate Stock — Common   CHARLES RIV LAB INTL INC COM ISIN   9,850.00   303,380.00   326,527.50

Corporate Stock — Common   CHARLES RIV LAB INTL INC COM ISIN   10,400.00   337,213.51   344,760.00
Corporate Stock — Common   CHARLES RIV LAB INTL INC COM ISIN   6,900.00   227,668.25   228,735.00
Corporate Stock — Common   CHARTER 1 FINCL INC COM   13,230.00   366,128.28   364,486.50
Corporate Stock — Common   CHARTER 1 FINCL INC COM   5,433.00   120,027.51   149,679.15
Corporate Stock — Common   CHARTER COMMUNICATIONS INC DEL CL A   490.00   9,080.13   7,536.20
Corporate Stock — Common   CHARTER COMMUNICATIONS INC DEL CL A   8,400.00   185,200.52   129,192.00
Corporate Stock — Common   CHATTEM INC COM   75.00   584.73   1,110.00
Corporate Stock — Common   CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01   3,865.00   144,408.35   148,222.75
Corporate Stock — Common   CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01   13,950.00   771,342.54   534,982.50
Corporate Stock — Common   CHEESECAKE FACTORY INC COM   18,000.00   288,040.25   556,020.00
Corporate Stock — Common   CHEMED CORP COM   2,900.00   85,063.87   89,900.00
Corporate Stock — Common   CHES CORP COM   16,400.00   464,643.16   471,992.00
Corporate Stock — Common   CHES ENERGY CORP COM   700.00   4,660.21   4,480.00
Corporate Stock — Common   CHEVRONTEXACO CORP COM   15,000.00   823,540.07   1,275,150.00
Corporate Stock — Common   CHEVRONTEXACO CORP COM   6,300.00   538,586.88   535,563.00
Corporate Stock — Common   CHEVRONTEXACO CORP COM   26,903.00   1,323,477.33   2,287,024.03
Corporate Stock — Common   CHEVRONTEXACO CORP COM   2,462.59   210,539.80   209,344.95
Corporate Stock — Common   CHEVRONTEXACO CORP COM   9,000.00   835,266.18   765,090.00
Corporate Stock — Common   CHICOS FAS INC   11,100.00   230,056.38   351,981.00
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   852.50
Corporate Stock — Common   CHIQUITA BRANDS INTL INC COM   34,150.78   236,827.66   25,271.58
Corporate Stock — Common   CHIRON CORP COM   118.00   5,183.57   5,121.20
Corporate Stock — Common   CHIRON CORP COM   4,800.00   211,705.32   208,320.00
Corporate Stock — Common   CHOICEPOINT INC COM   280.00   10,064.38   13,188.00
Corporate Stock — Common   CHRISTOPHER & BANKS CORP COM   5,400.00   195,069.37   205,956.00
Corporate Stock — Common   CHRISTOPHER & BANKS CORP COM   9,500.00   249,052.92   362,330.00
Corporate Stock — Common   CHUBB CORP COM   7,600.00   286,957.89   532,456.00
Corporate Stock — Common   CHUBB CORP COM   4,400.00   194,340.14   308,264.00
Corporate Stock — Common   CIBER INC COM   400.00   3,021.48   3,064.00
Corporate Stock — Common   CIENA CORP COM   8,200.00   151,700.00   145,550.00
Corporate Stock — Common   CIENA CORP COM   14,747.00   262,925.61   261,759.25
Corporate Stock — Common   CIGNA CORP COM   3,700.00   112,230.43   337,551.00
Corporate Stock — Common   CIMA LABS INC COM   500.00   18,399.95   17,300.00
Corporate Stock — Common   CIN FNCL CORP COM   4,100.00   185,777.84   158,219.00
Corporate Stock — Common   CINERGY CORP COM   3,962.00   99,745.61   116,799.76
Corporate Stock — Common   CINTAS CORP COM   4,200.00   153,141.18   179,508.00
Corporate Stock — Common   CIRCUIT CY STORES INC CARMAX GROUP   140.00   2,430.40   2,793.00
Corporate Stock — Common   CIRCUIT CY STORES INC CARMAX GROUP   16,800.00   265,150.67   335,160.00
Corporate Stock — Common   CIRCUIT CY STORES INC COM   28,200.00   470,726.16   494,910.00
Corporate Stock — Common   CIRCUIT CY STORES INC COM   1,060.00   20,674.97   18,603.00
Corporate Stock — Common   CIRCUIT CY STORES INC COM   5,200.00   66,872.96   91,260.00
Corporate Stock — Common   CIRRUS LOGIC INC COM   100.00   2,957.07   1,331.00
Corporate Stock — Common   CISCO SYS INC COM   5,800.00   112,665.29   118,552.00
Corporate Stock — Common   CISCO SYS INC COM   73,200.00   2,040,759.96   1,496,208.00
Corporate Stock — Common   CISCO SYS INC COM   156,500.00   3,139,055.76   3,198,860.00
Corporate Stock — Common   CISCO SYS INC COM   122,965.00   2,775,749.09   2,513,404.60
Corporate Stock — Common   CISCO SYS INC COM   184,400.00   2,332,806.44   3,769,136.00
Corporate Stock — Common   CITIGROUP INC COM   33,800.00   967,958.92   1,619,020.00
Corporate Stock — Common   CITIGROUP INC COM   57,730.00   2,546,675.68   2,765,267.00
Corporate Stock — Common   CITIGROUP INC COM   10,317.50   464,948.13   494,208.06
Corporate Stock — Common   CITIGROUP INC COM   33,100.00   1,331,035.91   1,585,490.00
Corporate Stock — Common   CITIGROUP INC COM   126,713.00   1,869,665.21   6,069,552.70
Corporate Stock — Common   CITIZENS COMMUNICATIONS CO COM   500.00   8,467.45   4,895.00

Corporate Stock — Common   CITIZENS COMMUNICATIONS CO COM   7,200.00   109,635.17   70,488.00
Corporate Stock — Common   CITIZENS COMMUNICATIONS CO COM   79,300.00   767,528.84   776,347.00
Corporate Stock — Common   CITRIX SYS INC COM   4,700.00   220,292.55   105,139.00
Corporate Stock — Common   CITRIX SYS INC COM   689.00   17,919.01   15,412.93
Corporate Stock — Common   CITY NATL CORP COM   8,650.00   341,312.76   376,707.50
Corporate Stock — Common   CKE RESTAURANTS INC COM STK   46,100.00   333,632.28   390,928.00
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   11,580.00
Corporate Stock — Common   CLEAR CHANNEL COMMUNICATIONS INC COM   14,800.00   850,452.49   691,604.00
Corporate Stock — Common   CLOROX CO COM   6,000.00   137,442.62   237,120.00
Corporate Stock — Common   CLOROX CO COM   300.00   11,041.63   11,856.00
Corporate Stock — Common   CLOTHESTIME INC COM   10,000.00   1,079.00   600.00
Corporate Stock — Common   CMGI INC ISIN #US1257501098 COMMON STOCK   18,306.00   169,525.90   38,259.54
Corporate Stock — Common   CMS ENERGY CORP COM   3,300.00   135,908.39   75,999.00
Corporate Stock — Common   CMS ENERGY CORP COM   543.04   11,167.05   12,506.17
Corporate Stock — Common   CNA FNCL CORP COM   150.00   5,767.45   4,200.00
Corporate Stock — Common   CNET NETWORKS INC COM CNET NETWORKS INC COM STK   29.00   1,226.32   217.21
Corporate Stock — Common   CNET NETWORKS INC COM CNET NETWORKS INC COM STK   23,100.00   180,848.87   173,019.00
Corporate Stock — Common   CNF INC COM   16,800.00   488,317.65   427,224.00
Corporate Stock — Common   CNF INC COM   500.00   15,266.15   12,715.00
Corporate Stock — Common   COACH INC COM   15,050.00   473,338.89   496,650.00
Corporate Stock — Common   COACH INC COM   5,010.00   172,686.81   165,330.00
Corporate Stock — Common   COCA COLA CO COM   62,700.00   1,962,220.53   2,944,392.00
Corporate Stock — Common   COCA COLA CO COM   3,406.47   184,944.76   159,967.78
Corporate Stock — Common   COCA COLA CO COM   17,500.00   1,028,505.39   821,800.00
Corporate Stock — Common   COCA COLA ENTERPRISES INC COM   641.02   11,436.37   11,185.71
Corporate Stock — Common   COCA COLA ENTERPRISES INC COM   11,200.00   318,340.49   195,440.00
Corporate Stock — Common   COEUR D ALENE MINES CORP IDA COM   7,100.00   9,454.53   5,183.00
Corporate Stock — Common   COGNEX CORP COM   1,000.00   26,873.70   22,400.00
Corporate Stock — Common   COHESION TECHNOLOGIES INC COM   900.00   7,999.80   3,150.00
Corporate Stock — Common   COHO ENERGY INC COM NEW   12.00   4,482.82   0.48
Corporate Stock — Common   COHU INC COM   180.00   7,623.70   3,432.60
Corporate Stock — Common   COINSTAR INC COM   3,000.00   52,170.00   71,490.00
Corporate Stock — Common   COLBS MCKINNON CORP N Y COM   300.00   3,134.95   2,235.00
Corporate Stock — Common   COLGATE-PALMOLIVE CO COM   4,200.00   238,568.26   245,112.00
Corporate Stock — Common   COLGATE-PALMOLIVE CO COM   14,100.00   271,190.30   822,876.00
Corporate Stock — Common   COLGATE-PALMOLIVE CO COM   100.31   5,635.50   5,854.03
Corporate Stock — Common   COLONIAL BANCGROUP INC COM   8,700.00   107,105.00   115,275.00
Corporate Stock — Common   COLORMAX TECHNOLOGIES INC COM NEW   4,000.00   28,120.00   480.00
Corporate Stock — Common   COLUMBIA BKG SYS INC COM   6,143.00   111,122.94   84,281.96
Corporate Stock — Common   COLUMBIA SPORTSWEAR CO COM   5,200.00   178,074.13   166,244.00
Corporate Stock — Common   COMCAST CORP CL A SPL   23,850.00   507,601.30   906,300.00
Corporate Stock — Common   COMCAST CORP CL A SPL   10,000.00   420,492.40   380,000.00
Corporate Stock — Common   COMCAST CORP CL A SPL   28,600.00   1,051,892.66   1,086,800.00
Corporate Stock — Common   COMDIAL CORP COM NEW   400.00   4,198.47   160.00
Corporate Stock — Common   COMDISCO INC COM   2,164.03   16,469.36   800.69
Corporate Stock — Common   COMERICA INC COM   4,500.00   153,569.71   231,120.00
Corporate Stock — Common   COML FED CORP COM   15,300.00   311,941.81   389,232.00
Corporate Stock — Common   COMM 1 INC DEL COM STK   7,550.00   120,174.95   23,782.50
Corporate Stock — Common   COMM BANCORP INC N J COM   7,866.00   397,095.95   587,983.50
Corporate Stock — Common   COMM BANCORP INC N J COM   2,450.00   164,325.73   183,137.50
Corporate Stock — Common   COMM BANCORP INC N J COM   3,200.00   202,089.92   239,200.00
Corporate Stock — Common   COMMSCOPE INC COM   600.00   15,975.34   11,832.00
Corporate Stock — Common   COMMUNICATION INTELLIGENCE CORP DEL NEW COM   1,000.00   2,779.95   680.00
Corporate Stock — Common   COMPAQ COMPUTER CORP COM   8,389.49   150,268.34   85,153.35

Corporate Stock — Common   COMPAQ COMPUTER CORP COM   42,528.00   617,803.15   431,659.20
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   270,300.00
Corporate Stock — Common   COMPUCOM SYS INC COM   1,000.00   4,799.87   2,050.00
Corporate Stock — Common   COMPUDYNE CORP COM STK PAR $0.75   2,500.00   21,113.19   35,300.00
Corporate Stock — Common   COMPUTER ASSOC INTL INC COM   14,555.00   300,338.71   484,244.85
Corporate Stock — Common   COMPUTER ASSOC INTL INC COM   450.81   13,703.08   14,998.55
Corporate Stock — Common   COMPUTER ASSOC INTL INC COM   49,600.00   1,456,268.35   1,650,192.00
Corporate Stock — Common   COMPUTER NETWORK TECH CORP COM   23,500.00   327,441.38   440,625.00
Corporate Stock — Common   COMPUTER SCI CORP COM   14,000.00   476,129.55   667,100.00
Corporate Stock — Common   COMPUTER SCI CORP COM   4,200.00   123,370.36   200,130.00
Corporate Stock — Common   COMPUWARE CORP COM   53,000.00   442,492.99   592,540.00
Corporate Stock — Common   COMPUWARE CORP COM   3,100.00   58,362.38   34,658.00
Corporate Stock — Common   COMPUWARE CORP COM   9,300.00   340,252.18   103,974.00
Corporate Stock — Common   COMPUWARE CORP COM   8,100.00   80,330.94   90,558.00
Corporate Stock — Common   COMSHARE INC COM   940.00   9,269.05   2,867.00
Corporate Stock — Common   COMTECH TELECOMMUNICATIONS CORP COM NEW   140.00   1,821.15   1,684.20
Corporate Stock — Common   COMVERSE TECH INC COM PAR $0.10   250.00   11,760.36   5,347.50
Corporate Stock — Common   COMVERSE TECH INC COM PAR $0.10   4,600.00   255,868.22   98,394.00
Corporate Stock — Common   COMWLTH TEL ENTERPRISES INC NEW COM   800.00   34,932.88   36,688.00
Corporate Stock — Common   CONAGRA FOODS INC   13,500.00   234,956.74   310,095.00
Corporate Stock — Common   CONAGRA FOODS INC   1,199.24   26,045.05   27,546.45
Corporate Stock — Common   CONCORD CAMERA CORP COM   1,000.00   13,185.88   4,700.00
Corporate Stock — Common   CONCORD EFS INC COM   100.00   2,305.88   2,998.00
Corporate Stock — Common   CONCORD EFS INC COM   12,200.00   258,173.91   365,512.00
Corporate Stock — Common   CONCUR TECHNOLOGIES INC COM   1,000.00   3,981.56   1,340.00
Corporate Stock — Common   CONCURRENT COMPUTER CORP NEW COM NEW   14,450.00   68,352.35   212,559.50
Corporate Stock — Common   CONCURRENT COMPUTER CORP NEW COM NEW   20,900.00   249,263.85   307,439.00
Corporate Stock — Common   CONDUCTUS INC COM   200.00   3,396.23   466.00
Corporate Stock — Common   CONEXANT SYS INC COM   2,360.00   34,341.54   35,140.40
Corporate Stock — Common   CONEXANT SYS INC COM   6,300.00   461,960.77   93,807.00
Corporate Stock — Common   CONMED CORP COM   2,850.00   38,119.18   51,157.50
Corporate Stock — Common   CONMED CORP COM   25,650.00   455,657.79   460,417.50
Corporate Stock — Common   CONNETICS CORP COM   1,000.00   5,248.65   10,550.00
Corporate Stock — Common   CONNETICS CORP COM   17,500.00   90,410.25   184,625.00
Corporate Stock — Common   CONOCO INC COM NEW COM   15,762.00   353,287.71   431,405.94
Corporate Stock — Common   CONOCO INC COM NEW COM   52,600.00   1,401,198.17   1,439,662.00
Corporate Stock — Common   CONOCO INC COM NEW COM   741.76   21,191.35   20,301.97
Corporate Stock — Common   CONS EDISON INC COM   5,300.00   158,328.89   204,686.00
Corporate Stock — Common   CONS EDISON INC COM   450.00   18,682.45   17,379.00
Corporate Stock — Common   CONS GOLDEN QUAIL RES   133.00   934.20   2.07
Corporate Stock — Common   CONS MED MGMT INC COM   3,000.00   929.90   900.00
Corporate Stock — Common   CONSECO INC COM   8,524.00   296,050.39   36,056.52
Corporate Stock — Common   CONSECO INC COM   325.00   1,382.74   1,374.75
Corporate Stock — Common   CONSTELLATION 3D INC DELAWARE   1,500.00   13,013.75   1,230.00
Corporate Stock — Common   CONSTELLATION BRANDS INC CL A   25,600.00   866,125.26   970,240.00
Corporate Stock — Common   CONSTELLATION BRANDS INC CL A   7,700.00   315,947.58   291,830.00
Corporate Stock — Common   CONSTELLATION BRANDS INC CL A   300.00   12,029.00   11,370.00
Corporate Stock — Common   CONSTELLATION ENERGY GROUP INC COM   250.00   9,506.13   5,937.50
Corporate Stock — Common   CONSTELLATION ENERGY GROUP INC COM   4,250.00   109,921.92   100,937.50
Corporate Stock — Common   CONSTELLATION ENERGY GROUP INC COM   15,000.00   621,121.89   356,250.00
Corporate Stock — Common   CONTL AIRL INC CL B   3,067.00   49,992.29   70,479.66
Corporate Stock — Common   CONTL AIRL INC CL B   30,200.00   903,085.99   693,996.00
Corporate Stock — Common   CONVERGYS CORP COM   4,300.00   194,126.21   142,889.00
Corporate Stock — Common   COOPER COS INC COM NEW   3,500.00   118,587.07   154,350.00
Corporate Stock — Common   COOPER IND INC COM   2,400.00   101,287.87   98,040.00

Corporate Stock — Common   COOPER TIRE & RUBBER CO COM, NO PAR   1,800.00   38,369.43   26,676.00
Corporate Stock — Common   COOPER TIRE & RUBBER CO COM, NO PAR   200.00   4,078.57   2,964.00
Corporate Stock — Common   COORS ADOLPH CO CL B   900.00   20,579.13   51,327.00
Corporate Stock — Common   COPART INC COM   12,300.00   317,362.28   421,644.00
Corporate Stock — Common   COPPER MTN NETWORKS INC COM   1,650.00   13,967.88   2,722.50
Corporate Stock — Common   COPYTELE INC COM   800.00   2,209.10   528.00
Corporate Stock — Common   CORAM HEALTHCARE CORP COM   95,477.00   132,617.25   22,914.48
Corporate Stock — Common   CORE LAB NV NLG0.03   1,200.00   27,756.00   18,720.00
Corporate Stock — Common   COREL CORP COM STK   1,422.00   11,260.24   3,583.44
Corporate Stock — Common   CORINTHIAN COLLEGES INC COM STK   6,800.00   225,755.58   235,824.00
Corporate Stock — Common   CORIXA CORP COM   55.00   4,396.53   825.55
Corporate Stock — Common   CORNERSTONE INTERNET SOLUTIONS CO COM   385.00   769.37   1.16
Corporate Stock — Common   CORNING INC COM   23,400.00   624,726.76   220,662.00
Corporate Stock — Common   CORNING INC COM   29,741.04   500,153.85   280,457.97
Corporate Stock — Common   CORONADO INDS INC COM   6,000.00   8,800.34   1,470.00
Corporate Stock — Common   CORPORATE EXECUTIVE BRD CO COMMON STOCK   14,850.00   455,059.35   494,208.00
Corporate Stock — Common   CORPORATE EXECUTIVE BRD CO COMMON STOCK   4,400.00   120,770.96   146,432.00
Corporate Stock — Common   CORPORATE EXECUTIVE BRD CO COMMON STOCK   4,700.00   197,408.96   156,416.00
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   9,883.80
Corporate Stock — Common   COSINE COMMUNICATIONS INC COM   1,800.00   12,713.55   2,178.00
Corporate Stock — Common   COST-U-LESS INC COM   573.00   1,118.65   773.55
Corporate Stock — Common   COSTCO WHSL CORP NEW COM   11,300.00   153,326.60   461,944.00
Corporate Stock — Common   COSTCO WHSL CORP NEW COM   5,015.00   196,361.83   205,013.20
Corporate Stock — Common   COSTCO WHSL CORP NEW COM   19,300.00   825,985.96   788,984.00
Corporate Stock — Common   COUNTRYWIDE CR IND INC COM   3,100.00   105,992.66   131,688.00
Corporate Stock — Common   COUNTRYWIDE CR IND INC COM   590.68   18,641.24   25,092.26
Corporate Stock — Common   COUNTRYWIDE CR IND INC COM   20,500.00   942,516.99   870,840.00
Corporate Stock — Common   COVAD COMMUNICATIONS GROUP INC COM   32,015.00   57,746.99   30,734.40
Corporate Stock — Common   COVENTRY HLTH CARE INC COM   8,700.00   112,644.99   182,526.00
Corporate Stock — Common   COVENTRY HLTH CARE INC COM   100.00   2,594.50   2,098.00
Corporate Stock — Common   COX COMMUNICATIONS INC NEW CL A   184.00   15,321.56   7,166.80
Corporate Stock — Common   COX RADIO INC CL A   13,860.00   383,898.43   322,660.80
Corporate Stock — Common   CP SHIPS LTD COM   6,075.00   19,579.17   57,105.00
Corporate Stock — Common   CRANE CO COM   1,537.00   20,835.93   36,426.90
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   371,657.00
Corporate Stock — Common   CREE INC FORMERLY CREE RESH INC EFF 01/03/2000 COM COM   2,140.00   71,819.53   53,200.40
Corporate Stock — Common   CRITICAL PATH INC COM   100.00   2,331.39   238.00
Corporate Stock — Common   CROMPTON CORP COM COM STK ISN# US2271161000   250.00   1,642.45   2,000.00
Corporate Stock — Common   CROSS CTRY INC COM   15,900.00   303,319.71   409,425.00
Corporate Stock — Common   CROSSMANN CMNTYS INC   1,000.00   36,938.40   27,740.00
Corporate Stock — Common   CROSSROADS SYS INC COM   2,500.00   19,469.95   10,225.00
Corporate Stock — Common   CROWN CASTLE INTL CORP COM STK   200.00   3,355.27   2,178.00
Corporate Stock — Common   CROWN CORK & SEAL CO INC COM   400.00   826.95   404.00
Corporate Stock — Common   CRYOLIFE INC COM   150.00   4,754.95   4,590.00
Corporate Stock — Common   CSX CORP COM   5,316.00   183,834.68   198,818.40
Corporate Stock — Common   CSX CORP COM   6,000.00   225,089.83   224,400.00
Corporate Stock — Common   CTS CORP COM   300.00   7,574.95   4,500.00
Corporate Stock — Common   CUBIST PHARMACEUTICALS INC COM   10,800.00   351,690.31   386,316.00

Corporate Stock — Common   CUBIST PHARMACEUTICALS INC COM   200.00   6,495.07   7,154.00
Corporate Stock — Common   CUMMINS INC   1,000.00   38,050.30   36,260.00
Corporate Stock — Common   CURAGEN CORP COM   354.00   14,628.41   8,411.04
Corporate Stock — Common   CURON MED INC COM   1,000.00   2,999.95   2,930.00
Corporate Stock — Common   CUTTER & BUCK INC COM   400.00   5,582.92   1,739.80
Corporate Stock — Common   CV THERAPEUTICS INC COM   5,540.00   254,942.54   305,531.00
Corporate Stock — Common   CVS CORP COM STK   9,900.00   266,685.85   266,805.00
Corporate Stock — Common   CVS CORP COM STK   207.85   11,497.42   5,601.64
Corporate Stock — Common   CYBEAR GROUP COM NEW   137.00   21,403.18   56.17
Corporate Stock — Common   CYBERCARE INC COM STK   1,000.00   12,056.58   940.00
Corporate Stock — Common   CYCLOPSS CORP COM NEW   3,000.00   6,527.90   765.00
Corporate Stock — Common   CYGNUS INC COM   1,000.00   12,507.62   5,510.00
Corporate Stock — Common   CYLINK CORP COM   200.00   2,839.40   624.00
Corporate Stock — Common   CYMER INC COM   17,500.00   375,649.44   412,125.00
Corporate Stock — Common   CYPRESS SEMICONDUCTOR CORP COM   2,372.00   82,346.49   54,603.44
Corporate Stock — Common   CYTYC CORP COM   19,400.00   467,292.32   474,136.00
Corporate Stock — Common   CYTYC CORP COM   9,430.00   227,130.04   230,469.20
Corporate Stock — Common   CYTYC CORP COM   325.00   7,799.70   7,943.00
Corporate Stock — Common   CYTYC CORP COM   6,310.00   127,724.15   154,216.40
Corporate Stock — Common   D & K HEALTHCARE RES INC COM   1,000.00   47,176.50   46,260.00
Corporate Stock — Common   D R HORTON INC COM   100.44   2,369.96   2,814.19
Corporate Stock — Common   D R HORTON INC COM   20,410.00   331,127.56   571,888.20
Corporate Stock — Common   DAIMLER CHRYSLER AG STK ISIN #DE0007100000 SEDOL # 5529027   1.00   33.33   41.99
Corporate Stock — Common   DAIMLER CHRYSLER AG STK ISIN #DE0007100000 SEDOL # 5529027   1,320.00   82,118.26   55,426.80
Corporate Stock — Common   DAISYTEK INTL CORP COM   11,700.00   76,887.72   147,888.00
Corporate Stock — Common   DANA CORP COM   27,500.00   709,800.38   376,750.00
Corporate Stock — Common   DANA CORP COM   3,716.00   97,959.70   50,909.20
Corporate Stock — Common   DANA CORP COM   27,300.00   654,929.76   374,010.00
Corporate Stock — Common   DANA CORP COM   800.00   25,864.87   10,960.00
Corporate Stock — Common   DANAHER CORP COM   3,600.00   165,178.28   211,140.00
Corporate Stock — Common   DARDEN RESTAURANTS INC COM   31,700.00   781,607.00   974,458.00
Corporate Stock — Common   DARDEN RESTAURANTS INC COM   3,000.00   30,788.60   92,220.00
Corporate Stock — Common   DATA SYS & SOFTWARE INC COM   150.00   1,027.45   817.50
Corporate Stock — Common   DATATEC SYS INC COM   100.00   1,620.17   70.00
Corporate Stock — Common   DAUGHERTY RES INC COM   1,500.00   2,324.90   1,500.00
Corporate Stock — Common   DAUPHIN TECH INC COM   8,200.00   21,620.59   6,232.00
Corporate Stock — Common   DAVITA INC COM   14,800.00   310,371.00   335,220.00
Corporate Stock — Common   DBS GROUP HLDGS LTD SPONSORED ADR 144A   64,000.00   335,712.00   335,712.00
Corporate Stock — Common   DEERE & CO COM   22,000.00   475,847.87   879,780.00
Corporate Stock — Common   DEERE & CO COM   5,900.00   152,799.90   235,941.00
Corporate Stock — Common   DEERE & CO COM   13,300.00   537,343.00   531,867.00
Corporate Stock — Common   DEERE & CO COM   376.43   13,518.65   15,053.28
Corporate Stock — Common   DELANO TECHNOLOGY COM NPV   500.00   24,294.08   265.00
Corporate Stock — Common   DELHAIZE LE LION SA ADR   140.00   9,654.34   7,448.00
Corporate Stock — Common   DELL COMPUTER CORP COM   22,000.00   492,668.87   614,460.00
Corporate Stock — Common   DELL COMPUTER CORP COM   65,500.00   477,815.98   1,829,415.00
Corporate Stock — Common   DELL COMPUTER CORP COM   89,000.00   2,228,058.53   2,485,770.00
Corporate Stock — Common   DELL COMPUTER CORP COM   19,022.00   513,892.64   531,284.46
Corporate Stock — Common   DELL COMPUTER CORP COM   22,900.00   590,777.30   639,597.00
Corporate Stock — Common   DELPHI AUTOMOTIVE SYS CORP COM   14,085.00   175,528.04   193,246.20
Corporate Stock — Common   DELPHI AUTOMOTIVE SYS CORP COM   60,000.00   855,375.72   823,200.00
Corporate Stock — Common   DELPHI AUTOMOTIVE SYS CORP COM   901.67   9,471.88   12,370.86
Corporate Stock — Common   DELTA AIR LINES INC COM   3,100.00   111,941.54   89,838.00
Corporate Stock — Common   DELTA AIR LINES INC COM   1,650.53   43,046.48   47,832.45
Corporate Stock — Common   DELTA AIR LINES INC COM   9,900.00   372,662.14   286,902.00
Corporate Stock — Common   DELUXE CORP COM   1,800.00   50,711.82   71,136.00
Corporate Stock — Common   DELUXE CORP COM   16,400.00   558,305.76   648,128.00

Corporate Stock — Common   DENBURY RES INC COM NEW   4,249.00   32,882.50   27,533.52
Corporate Stock — Common   DENTSPLY INTL INC NEW COM   6,240.00   282,512.05   290,596.80
Corporate Stock — Common   DEVON ENERGY CORP NEW COM   442.11   22,386.71   15,204.16
Corporate Stock — Common   DEVON ENERGY CORP NEW COM   3,200.00   193,519.16   110,048.00
Corporate Stock — Common   DEVON ENERGY CORP NEW COM   3,110.00   122,310.23   106,952.90
Corporate Stock — Common   DIAGNOSTIC PRODS CORP COM   6,100.00   300,521.40   264,801.00
Corporate Stock — Common   DIAL CORP NEW COM   22,100.00   373,879.51   386,971.00
Corporate Stock — Common   DIAL CORP NEW COM   35,200.00   608,510.69   616,352.00
Corporate Stock — Common   DIAL CORP NEW COM   100.00   1,787.95   1,751.00
Corporate Stock — Common   DIAMOND OFFSHORE DRILLING INC COM   408.45   14,163.01   11,314.15
Corporate Stock — Common   DIAMONDCLUSTER INTL INC CL A   550.00   6,431.47   5,500.00
Corporate Stock — Common   DIAMONDCLUSTER INTL INC CL A   16,300.00   153,220.00   163,000.00
Corporate Stock — Common   DIAMONDS TR UNIT SER 1   639.62   59,338.42   63,060.53
Corporate Stock — Common   DIANON SYS INC COM   300.00   14,519.95   14,520.00
Corporate Stock — Common   DIATECT INTL CORP   6,000.00   1,610.54   1,800.00
Corporate Stock — Common   DICE INC COM   50.00   2,610.48   55.00
Corporate Stock — Common   DIEBOLD INC COM   90.00   3,007.15   3,491.10
Corporate Stock — Common   DIEDRICH COFFEE INC COM NEW   500.00   10,278.60   2,175.00
Corporate Stock — Common   DIGIMARC CORP COM STK   1,200.00   26,354.20   19,200.00
Corporate Stock — Common   DIGITAL LIGHTWAVE INC COM   1,500.00   14,707.00   13,515.00
Corporate Stock — Common   DIGITAL RECORDERS INC COM ISIN# US2538691013   600.00   3,906.25   1,410.00
Corporate Stock — Common   DIGITAL RIV INC COM   1,560.00   19,281.93   26,988.00
Corporate Stock — Common   DIGITAL RIV INC COM   13,600.00   202,715.45   235,280.00
Corporate Stock — Common   DILLARDS INC CL A COM   19,800.00   547,777.66   327,690.00
Corporate Stock — Common   DILLARDS INC CL A COM   2,200.00   66,442.54   36,410.00
Corporate Stock — Common   DIME BANCORP INC NEW LITIGATION TRACKINGWT EXP   19,970.00   3,135.93   2,596.10
Corporate Stock — Common   DIME CMNTY BANCORP INC COM   4,050.00   74,979.00   101,695.50
Corporate Stock — Common   DIMON INC COM   5,100.00   45,543.00   31,569.00
Corporate Stock — Common   DIPPY FOODS INC COM   4,500.00   2,979.44   292.50
Corporate Stock — Common   DIRECT FOCUS INC COM ISIN CA2549311082   13,080.00   348,137.18   365,847.60
Corporate Stock — Common   DIRECT FOCUS INC COM ISIN CA2549311082   10,800.00   178,285.44   302,076.00
Corporate Stock — Common   DIRECT FOCUS INC COM ISIN CA2549311082   15,300.00   391,247.71   427,941.00
Corporate Stock — Common   DIRECT FOCUS INC COM ISIN CA2549311082   622.00   16,742.42   17,397.34
Corporate Stock — Common   DISNEY WALT CO DISNEY COM COM   5,200.00   78,000.00   106,444.00
Corporate Stock — Common   DISNEY WALT CO DISNEY COM COM   52,700.00   1,017,149.01   1,078,769.00
Corporate Stock — Common   DISPLAY TECHNOLOGIES INC COM   34.00   260.95   0.20
Corporate Stock — Common   DITECH COMMUNICATIONS CORP COM STK   1,000.00   12,833.62   5,200.00
Corporate Stock — Common   DIVINE INC CL A   624.00   3,803.65   393.12
Corporate Stock — Common   DIXON TICONDEROGA CO COM   1,000.00   1,764.95   1,750.00
Corporate Stock — Common   DOCENT INC COM   200.00   1,301.95   434.00
Corporate Stock — Common   DOCUMENTUM INC COM   20,300.00   335,636.35   383,670.00
Corporate Stock — Common   DOCUMENTUM INC COM   1,000.00   11,967.45   18,900.00
Corporate Stock — Common   DOLE FOOD DE   20,000.00   747,638.00   471,000.00
Corporate Stock — Common   DOLE FOOD DE   568.00   9,926.35   13,376.40
Corporate Stock — Common   DOLLAR GEN CORP COM   8,332.00   183,146.89   112,482.00
Corporate Stock — Common   DOLLAR GEN CORP COM   3,016.12   44,327.99   40,717.65
Corporate Stock — Common   DOMINION RES INC VA NEW COM   6,602.00   248,823.65   385,886.90
Corporate Stock — Common   DOMINION RES INC VA NEW COM   200.00   9,440.09   11,690.00
Corporate Stock — Common   DOMTAR INC COM   109,400.00   983,057.28   1,002,104.00
Corporate Stock — Common   DONALDSON INC COM   3,700.00   113,701.00   134,680.00
Corporate Stock — Common   DONALDSON INC COM   8,100.00   276,893.64   294,840.00
Corporate Stock — Common   DONNELLEY R R & SONS CO COM   32,000.00   826,735.23   937,600.00
Corporate Stock — Common   DONNELLEY R R & SONS CO COM   3,100.00   89,028.08   90,830.00
Corporate Stock — Common   DORAL FINL CORP COM   11,610.00   371,520.00   376,512.30
Corporate Stock — Common   DORAL FINL CORP COM   500.00   14,776.09   16,215.00
Corporate Stock — Common   DORAL FINL CORP COM   9,300.00   219,167.41   301,599.00
Corporate Stock — Common   DOUBLECLICK INC COM   17,400.00   123,585.24   157,296.00

Corporate Stock — Common   DOUBLECLICK INC COM   52,000.00   609,728.90   470,080.00
Corporate Stock — Common   DOUBLECLICK INC COM   1,230.00   18,095.23   11,119.20
Corporate Stock — Common   DOVER CORP COM   5,100.00   82,960.81   187,986.00
Corporate Stock — Common   DOVER CORP COM   161.16   6,683.56   5,940.47
Corporate Stock — Common   DOW CHEM CO COM   53,500.00   1,257,087.45   2,006,250.00
Corporate Stock — Common   DOW CHEM CO COM   22,588.00   497,485.87   847,050.00
Corporate Stock — Common   DOW CHEM CO COM   537.76   17,930.03   20,165.81
Corporate Stock — Common   DOW CHEM CO COM   24,800.00   882,726.24   930,000.00
Corporate Stock — Common   DOW JONES & CO INC COM   2,200.00   81,930.65   111,364.00
Corporate Stock — Common   DOWNEY FINL CORP COM   4,615.00   139,756.02   165,217.00
Corporate Stock — Common   DPL CO COM   100.00   2,349.95   2,350.00
Corporate Stock — Common   DRAGON PHARMEUCETICALS INC COM   700.00   3,067.35   1,204.00
Corporate Stock — Common   DRIVERSSHIELD COM CORP COM   30,500.00   57,640.11   38,430.00
Corporate Stock — Common   DRS TECHNOLOGIES INC COM   10,300.00   351,989.04   343,402.00
Corporate Stock — Common   DRUGSTORE COM INC COM ISIN #US2622411021   14,700.00   90,102.18   11,172.00
Corporate Stock — Common   DRUGSTORE COM INC COM ISIN #US2622411021   925.00   6,403.93   703.00
Corporate Stock — Common   DSL NET INC COM STOCK   600.00   8,176.90   306.00
Corporate Stock — Common   DSP GROUP INC COM   26,400.00   526,449.90   588,984.00
Corporate Stock — Common   DSP GROUP INC COM   1,150.00   27,479.24   25,656.50
Corporate Stock — Common   DTE ENERGY CO COM   4,100.00   130,179.28   169,330.00
Corporate Stock — Common   DTE ENERGY CO COM   165.23   5,419.47   6,823.79
Corporate Stock — Common   DU PONT E I DE NEMOURS & CO COM STK   26,316.00   881,876.87   1,166,851.44
Corporate Stock — Common   DU PONT E I DE NEMOURS & CO COM STK   2,529.13   107,958.78   112,141.76
Corporate Stock — Common   DUANE READE INC COM   5,300.00   154,294.42   174,635.00
Corporate Stock — Common   DUKE ENERGY CORP COM STK   19,494.00   359,383.91   704,708.10
Corporate Stock — Common   DUKE ENERGY CORP COM STK   1,938.77   76,475.20   70,086.50
Corporate Stock — Common   DUKE ENERGY CORP COM STK   15,200.00   584,004.42   549,480.00
Corporate Stock — Common   DURA AUTOMOTIVE SYS INC COM   2,000.00   34,058.40   17,740.00
Corporate Stock — Common   DVI INC COM   3,800.00   57,190.76   64,638.00
Corporate Stock — Common   DYNACQ INTL INC COM STK ISIN# US2679193068   4,400.00   89,676.69   98,868.00
Corporate Stock — Common   DYNEGY INC NEW CL A COM   8,200.00   435,566.09   248,870.00
Corporate Stock — Common   DYNEGY INC NEW CL A COM   827.38   37,486.70   25,110.83
Corporate Stock — Common   DYNEGY INC NEW CL A COM   31,600.00   1,194,205.85   959,060.00
Corporate Stock — Common   E DIGITAL CORP COM   9,041.00   78,369.81   11,120.43
Corporate Stock — Common   E PIPHANY INC COM   59,800.00   539,951.51   447,902.00
Corporate Stock — Common   E PIPHANY INC COM   500.00   4,575.99   3,745.00
Corporate Stock — Common   E SPIRE COMMUNICATIONS INC COM   1,800.00   10,501.41   72.00
Corporate Stock — Common   E*TRADE GROUP INC COM   42,560.00   322,409.02   340,480.00
Corporate Stock — Common   E*TRADE GROUP INC COM   44,500.00   265,923.05   356,000.00
Corporate Stock — Common   E*TRADE GROUP INC COM   76,800.00   499,777.09   614,400.00
Corporate Stock — Common   E*TRADE GROUP INC COM   3,998.00   36,632.67   31,984.00
Corporate Stock — Common   E-REX INC COM   2,500.00   2,339.57   20.00
Corporate Stock — Common   E-SIM LTD   200.00   2,017.45   68.00
Corporate Stock — Common   EAGLE WIRELESS INTL INC COM STK   400.00   3,659.48   276.00
Corporate Stock — Common   EARTH SCIENCES INC COM   2,000.00   3,583.65   900.00
Corporate Stock — Common   EARTHLINK INC COM STK   29,650.00   399,414.21   438,820.00
Corporate Stock — Common   EARTHLINK INC COM STK   32,900.00   459,708.30   486,920.00
Corporate Stock — Common   EARTHLINK INC COM STK   16,352.00   304,919.02   242,009.60
Corporate Stock — Common   EARTHLINK INC COM STK   10,740.00   152,433.27   158,952.00
Corporate Stock — Common   EARTHLINK INC COM STK   36,100.00   534,632.69   534,280.00
Corporate Stock — Common   EARTHLINK INC COM STK   22.00   382.54   325.60
Corporate Stock — Common   EARTHLINK INC COM STK   7,700.00   112,791.42   113,960.00
Corporate Stock — Common   EARTHSHELL CORP COM   3,014.00   11,230.08   7,836.40
Corporate Stock — Common   EASTMAN CHEM CO COM   14,500.00   803,582.30   556,365.00
Corporate Stock — Common   EASTMAN CHEM CO COM   1,925.00   44,688.35   73,862.25
Corporate Stock — Common   EASTMAN KODAK CO COM   23,000.00   1,065,671.40   696,210.00
Corporate Stock — Common   EASTMAN KODAK CO COM   1,606.14   69,775.45   48,617.86

Corporate Stock — Common   EASTMAN KODAK CO COM   7,300.00   389,600.45   220,971.00
Corporate Stock — Common   EASTN AMERN NAT GAS TR SPERS RCPT REPSTGDEPOS U NIT & $20   56.68   1,058.52   1,052.02
Corporate Stock — Common   EATON CORP COM   1,700.00   73,986.62   118,337.00
Corporate Stock — Common   EATON VANCE CORP COM NON VTG   200.00   4,179.95   6,456.00
Corporate Stock — Common   EATON VANCE CORP COM NON VTG   10,200.00   307,346.60   329,256.00
Corporate Stock — Common   EBAY INC COM   16,600.00   792,826.37   1,129,962.00
Corporate Stock — Common   EBAY INC COM   2,114.00   118,040.46   143,899.98
Corporate Stock — Common   ECHELON CORP OC-COM STK   700.00   9,379.80   9,940.00
Corporate Stock — Common   ECHO BAY MINES LTD COM   3,000.00   12,052.24   1,770.00
Corporate Stock — Common   ECHOSTAR COMMUNICATIONS CORP NEW CL A   15,798.00   367,613.32   418,173.06
Corporate Stock — Common   ECOLAB INC COM   3,200.00   42,626.64   119,680.00
Corporate Stock — Common   ECONNECT COM   5,850.00   13,907.75   147.42
Corporate Stock — Common   ED MGMT CORP COM   9,610.00   288,922.91   353,648.00
Corporate Stock — Common   ED MGMT CORP COM   7,300.00   244,476.27   268,640.00
Corporate Stock — Common   EDELBROCK CORP COM   100.00   2,112.52   945.00
Corporate Stock — Common   EDISON INTL COM   8,200.00   162,137.01   123,820.00
Corporate Stock — Common   EDISON SCHS INC CL A   18,600.00   274,982.95   361,584.00
Corporate Stock — Common   EDULINK INC COM STK   25,000.00   12,103.00   402.50
Corporate Stock — Common   EDWARDS A.G INC COM   15,520.00   700,908.90   661,152.00
Corporate Stock — Common   EDWARDS J D & CO COM   500.00   9,460.64   6,595.00
Corporate Stock — Common   EDWARDS LIFESCIENCES CORP COM   9,200.00   225,553.39   232,300.00
Corporate Stock — Common   EEX CORP COM NEW   34,700.00   98,146.32   64,195.00
Corporate Stock — Common   EGAIN COMMUNICATIONS CORP COM STCK   100.00   898.18   160.00
Corporate Stock — Common   EGAMES INC COM   2,000.00   3,059.90   280.00
Corporate Stock — Common   EGGHEAD COM INC NEW COM   510.00   9,137.27   4.08
Corporate Stock — Common   EL PASO CORP COM   7,000.00   255,028.85   311,500.00
Corporate Stock — Common   EL PASO CORP COM   12,788.00   345,455.61   569,066.00
Corporate Stock — Common   EL PASO CORP COM   939.14   58,849.44   41,791.82
Corporate Stock — Common   ELANTEC SEMICONDUCTOR INC COM   6,140.00   210,412.16   208,821.40

Corporate Stock — Common   ELCOM INTL INC COM COM STK   75.00   663.20   108.00
Corporate Stock — Common   ELEC FL CORP COM   19,050.00   58,183.01   32,385.00
Corporate Stock — Common   ELECTR ARTS COM   10.00   484.95   604.60
Corporate Stock — Common   ELECTR ARTS COM   7,600.00   353,996.47   459,496.00
Corporate Stock — Common   ELECTR BUSINESS SVCS INC COM   1,000.00   1,447.09   3.90
Corporate Stock — Common   ELECTR DATA SYS CORP NEW COM   22,400.00   1,362,722.11   1,550,528.00
Corporate Stock — Common   ELECTR DATA SYS CORP NEW COM   40.00   2,503.37   2,768.80
Corporate Stock — Common   ELECTR DATA SYS CORP NEW COM   14,300.00   621,659.12   989,846.00
Corporate Stock — Common   ELECTR DATA SYS CORP NEW COM   11,800.00   496,009.11   816,796.00
Corporate Stock — Common   ELECTR DATA SYS CORP NEW COM   14,600.00   871,843.38   1,010,612.00
Corporate Stock — Common   ELECTRIC CITY CORP COM   200.00   1,474.76   274.00
Corporate Stock — Common   ELECTRO-CHEMICAL TECHNOLOGIES LTD COM NEW   10,000.00   7,725.00   6,200.00
Corporate Stock — Common   ELECTRONICS BOUTIQUE HLDGS CORP COM   8,600.00   287,849.45   365,500.00
Corporate Stock — Common   ELECTRONICS BOUTIQUE HLDGS CORP COM   5,380.00   169,795.18   228,650.00
Corporate Stock — Common   ELECTRONICS FOR IMAGING INC COM   1,300.00   28,702.08   28,522.00
Corporate Stock — Common   ELI LILLY & CO COM   28,300.00   857,246.56   2,339,561.00
Corporate Stock — Common   ELI LILLY & CO COM   308.47   21,809.45   25,501.05
Corporate Stock — Common   ELOQUENT INC COM STK   8,300.00   64,293.65   4,980.00
Corporate Stock — Common   ELTEK LTD ORD COM   250.00   989.95   460.00
Corporate Stock — Common   EMAGIN CORP COM EMAGIN CORPORATION DE   1,653.00   25,063.03   2,429.91
Corporate Stock — Common   EMB CORP COM PAR $   6,000.00   1,792.20   1,860.00
Corporate Stock — Common   EMC CORP COM   19,200.00   238,876.80   322,368.00
Corporate Stock — Common   EMC CORP COM   55,600.00   661,393.87   933,524.00
Corporate Stock — Common   EMC CORP COM   34,229.00   623,567.48   574,704.91
Corporate Stock — Common   EMCOR GROUP INC COM   100.00   3,748.95   4,545.00
Corporate Stock — Common   EMCOR GROUP INC COM   4,800.00   165,032.80   218,160.00
Corporate Stock — Common   EMCORE CORP COM   1,900.00   28,557.00   25,517.00
Corporate Stock — Common   EMERSON ELEC CO COM   10,800.00   370,090.10   583,848.00
Corporate Stock — Common   EMERSON ELEC CO COM   400.00   22,581.35   21,624.00
Corporate Stock — Common   EMERSON RADIO CORP COM NEW   500.00   998.70   625.00
Corporate Stock — Common   EMISPHERE TECHNOLOGIES ASSOC INC COM   4,000.00   72,653.00   114,000.00
Corporate Stock — Common   EMOBILE DATA CORP COM   500.00   1,570.00   100.00
Corporate Stock — Common   EMP SOLUTIONS INC   1,762.00   0   4.41
Corporate Stock — Common   EMP SOLUTIONS INC   1,200.00   1,488.07   3.00
Corporate Stock — Common   EMULEX CORP COM NEW   16,330.00   489,223.73   532,521.30
Corporate Stock — Common   EMULEX CORP COM NEW   3,850.00   104,549.91   125,548.50
Corporate Stock — Common   EN POINTE TECHNOLOGIES INC COM   1,000.00   1,754.95   2,050.00
Corporate Stock — Common   ENAMELON INC COM   4,300.00   10,061.94   98.90
Corporate Stock — Common   ENCOMPASS SVCS CORP COM   12,000.00   27,329.40   17,520.00
Corporate Stock — Common   ENDOCARE INC COM   17,400.00   64,637.75   286,578.00
Corporate Stock — Common   ENERGY CONVERSION DEVICES INC COM   100.00   1,729.95   2,120.00
Corporate Stock — Common   ENERGY E. CORP COM   183.53   606.96   3,342.08
Corporate Stock — Common   ENERGY PWR SYS COM NPV   2,400.00   10,791.95   11,088.00
Corporate Stock — Common   ENERPLUS RES FD TR UNIT SER G NEW ISIN CA29274D6046   100.00   1,807.53   1,567.00
Corporate Stock — Common   ENGAGE INC COM ISIN US2928271020   1,000.00   1,654.95   270.00
Corporate Stock — Common   ENGELHARD CORP COM   3,250.00   51,418.41   90,837.50
Corporate Stock — Common   ENGELHARD CORP COM   22,000.00   323,580.87   614,900.00
Corporate Stock — Common   ENGELHARD CORP COM   1,294.39   30,221.58   36,178.20
Corporate Stock — Common   ENGINEERED SUPPORT SYS INC COM   9,500.00   413,498.65   403,275.00
Corporate Stock — Common   ENRON CORP COM   17,265.44   104,821.96   4,489.01
Corporate Stock — Common   ENSCO INTL INC COM   2,351.71   58,106.47   47,316.45
Corporate Stock — Common   ENTEGRIS INC COM   100.00   1,185.67   995.00
Corporate Stock — Common   ENTERASYS NETWORKS INC COM   2,136.00   30,670.03   21,167.76

Corporate Stock — Common   ENTERCOM COMMUNICATIONS CORP CL A   5,500.00   240,382.95   243,265.00
Corporate Stock — Common   ENTERGY CORP NEW COM   45.00   1,994.20   1,660.50
Corporate Stock — Common   ENTERGY CORP NEW COM   5,600.00   152,730.75   206,640.00
Corporate Stock — Common   ENTERPRISE TECHNOLOGIES INC NEV COM   3,000.00   6,879.80   30.00
Corporate Stock — Common   ENTMNT TECHNOLOGIES & PROGRAMS INC COM   815,489.00   331,849.21   44,851.90
Corporate Stock — Common   ENTRADA NETWORKS INC COM   25.00   988.20   3.25
Corporate Stock — Common   ENTREMED INC COM   500.00   18,754.55   5,405.00
Corporate Stock — Common   ENTRUST INC   1,400.00   39,975.45   11,186.00
Corporate Stock — Common   ENZO BIOCHEM INC COM   5,019.00   112,471.45   112,325.22
Corporate Stock — Common   ENZON INC COM   100.00   3,004.95   5,861.00
Corporate Stock — Common   ENZON INC COM   5,000.00   330,147.50   293,050.00
Corporate Stock — Common   EOG RESOURCES INC COM   2,900.00   123,111.34   101,442.00
Corporate Stock — Common   EOG RESOURCES INC COM   24,700.00   875,884.18   864,006.00
Corporate Stock — Common   EOG RESOURCES INC COM   100.00   3,613.00   3,498.00
Corporate Stock — Common   EON COMMUNICATIONS CORP COM   300.00   4,022.40   225.00
Corporate Stock — Common   EPICOR SOFTWARE CORP COM   2,500.00   13,520.64   3,600.00
Corporate Stock — Common   EPIQ SYS INC COM   4,000.00   137,999.00   117,040.00
Corporate Stock — Common   EQUIFAX INC COM   3,600.00   68,475.40   89,604.00
Corporate Stock — Common   ESENJAY EXPL INC COM   2,000.00   8,434.90   5,300.00
Corporate Stock — Common   ESPERION THERAPEUTICS INC COM   24,800.00   336,763.83   184,760.00
Corporate Stock — Common   ESS TECH INC COM   300.00   4,604.93   5,640.00
Corporate Stock — Common   ESTERLINE TECHNOLOGIES CORP COM STK   6,100.00   127,242.74   92,110.00
Corporate Stock — Common   ETHAN ALLEN INTERIORS INC COM   95.00   3,431.90   3,503.60
Corporate Stock — Common   ETOYS INC COM   6,000.00   6,219.47   84.00
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   50.00
Corporate Stock — Common   EVERGREEN RES INC COM NO PAR   1,500.00   57,074.89   58,200.00
Corporate Stock — Common   EXABYTE CORP   1,500.00   6,189.97   1,770.00
Corporate Stock — Common   EXABYTE CORP   6,500.00   58,172.40   7,670.00
Corporate Stock — Common   EXCEL TECH INC COM   2,100.00   59,926.00   34,251.00
Corporate Stock — Common   EXCELON CORP COM   960.00   3,797.63   614.40
Corporate Stock — Common   EXCO RES INC COM PAR $0.02   200.00   3,329.95   2,742.00
Corporate Stock — Common   EXELIXIS INC COM STK ISIN# US30161Q1040   1,000.00   16,429.95   15,850.00
Corporate Stock — Common   EXELON CORP COM   0.12   7.80   5.22
Corporate Stock — Common   EXELON CORP COM   8,125.00   244,255.58   362,456.25
Corporate Stock — Common   EXIDE TECHNOLOGIES   50.00   1,392.15   39.00
Corporate Stock — Common   EXODUS COMMUNICATIONS INC COM STK ISIN# US3020881096   44,209.00   29,259.00   4,420.90
Corporate Stock — Common   EXPEDITORS INTL WASH INC COM   12,490.00   641,215.92   624,624.90
Corporate Stock — Common   EXPRESS SCRIPTS INC COM   14,900.00   520,931.30   612,390.00
Corporate Stock — Common   EXPRESS SCRIPTS INC COM   165.00   9,591.70   6,781.50
Corporate Stock — Common   EXPRESS SCRIPTS INC COM   5,740.00   255,418.76   235,914.00
Corporate Stock — Common   EXTD STAY AMER INC COM   11,800.00   140,326.08   185,260.00
Corporate Stock — Common   EXTD STAY AMER INC COM   200.00   3,531.95   3,140.00
Corporate Stock — Common   EXTD SYS INC COM   2,000.00   13,933.29   13,600.00
Corporate Stock — Common   EXTREME NETWORKS INC COM   21,400.00   673,175.72   338,762.00
Corporate Stock — Common   EXTREME NETWORKS INC COM   650.00   11,725.15   10,289.50
Corporate Stock — Common   EXTREME NETWORKS INC COM   22,810.00   283,265.09   361,082.30
Corporate Stock — Common   EXULT INC COM COM STK   31,320.00   372,448.89   509,889.60
Corporate Stock — Common   EXXON MOBIL CORP COM   173,866.00   3,371,999.56   6,502,588.40
Corporate Stock — Common   EXXON MOBIL CORP COM   8,596.76   337,867.43   321,518.79
Corporate Stock — Common   EXXON MOBIL CORP COM   99,900.00   4,117,012.87   3,736,260.00
Corporate Stock — Common   F P L GROUP INC COM   4,400.00   175,084.09   243,760.00
Corporate Stock — Common   F P L GROUP INC COM   82.27   4,177.17   4,557.54
Corporate Stock — Common   F5 NETWORKS INC COM STK   155.00   8,215.02   3,461.15
Corporate Stock — Common   FACTSET RESH SYS INC COM   3,500.00   104,492.50   104,930.00
Corporate Stock — Common   FAIR ISAAC & CO INC COM   6,850.00   420,088.77   405,109.00
Corporate Stock — Common   FAIRCHILD SEMICONDUCTOR INTL INC CL A   13,200.00   294,948.72   323,400.00

Corporate Stock — Common   FAIRCHILD SEMICONDUCTOR INTL INC CL A   700.00   14,169.95   17,150.00
Corporate Stock — Common   FAIRMONT HOTELS RESORTS INC COM   2,075.00   13,399.57   44,301.25
Corporate Stock — Common   FAMILY DLR STORES INC COM   4,300.00   123,141.25   128,140.00
Corporate Stock — Common   FAMILY DLR STORES INC COM   400.00   6,944.97   11,920.00
Corporate Stock — Common   FANTASTIC CORPORATION ORD   6,000.00   37,798.00   2,524.80
Corporate Stock — Common   FDRY NETWORKS INC COM   1,765.00   26,467.78   17,650.00
Corporate Stock — Common   FED AGRIC MTG CORP CL C   1,300.00   57,719.35   59,228.00
Corporate Stock — Common   FED MOGUL CORP COM   22,950.03   35,480.33   23,409.03
Corporate Stock — Common   FEDEX CORP COM   38,000.00   695,553.91   1,742,680.00
Corporate Stock — Common   FEDEX CORP COM   7,780.00   168,487.71   356,790.80
Corporate Stock — Common   FEDEX CORP COM   1,300.00   53,068.93   59,618.00
Corporate Stock — Common   FEDT DEPT STORES INC DEL COM   44,400.00   1,762,335.63   1,642,800.00
Corporate Stock — Common   FEDT DEPT STORES INC DEL COM   10,600.00   434,276.70   392,200.00
Corporate Stock — Common   FEDT DEPT STORES INC DEL COM   5,000.00   161,709.37   185,000.00
Corporate Stock — Common   FEDT INVESTORS INC CL B   20,350.00   455,977.54   598,290.00
Corporate Stock — Common   FEI CO COM   5,000.00   112,949.68   146,200.00
Corporate Stock — Common   FHLMC VTG COM   33,100.00   2,102,631.01   2,190,227.00
Corporate Stock — Common   FHLMC VTG COM   17,400.00   371,665.72   1,151,358.00
Corporate Stock — Common   FHLMC VTG COM   11,200.00   734,569.77   741,104.00
Corporate Stock — Common   FHLMC VTG COM   13,200.00   841,376.28   873,444.00
Corporate Stock — Common   FHLMC VTG COM   522.00   34,093.65   34,540.74
Corporate Stock — Common   FID NATL FINL INC COM   27,200.00   669,886.54   617,712.00
Corporate Stock — Common   FID NATL FINL INC COM   4,930.00   110,136.20   111,960.30
Corporate Stock — Common   FID NATL FINL INC COM   100.00   2,353.95   2,271.00
Corporate Stock — Common   FIELDS TECHNOLOGIES INC COM   5,000.00   2,626.50   650.00
Corporate Stock — Common   FINISAR CORP COM   42,600.00   429,171.43   460,932.00
Corporate Stock — Common   FINISAR CORP COM   4,100.00   68,786.55   44,362.00
Corporate Stock — Common   FINISAR CORP COM   44,900.00   345,308.27   485,818.00
Corporate Stock — Common   FINISH LINE INC CL A   3,400.00   38,600.88   43,792.00
Corporate Stock — Common   FINOVA GROUP INC COM   2,300.00   10,205.32   1,380.00
Corporate Stock — Common   FIRST DATA CORP COM   9,900.00   330,641.21   725,076.00
Corporate Stock — Common   FIRST DATA CORP COM   300.00   13,080.20   21,972.00
Corporate Stock — Common   FIRSTENERGY CORP COM   7,655.00   190,187.38   258,585.90
Corporate Stock — Common   FIRSTENERGY CORP COM   200.00   6,641.95   6,756.00
Corporate Stock — Common   FIRSTFED FINL CORP DEL COM   6,800.00   128,027.00   162,860.00
Corporate Stock — Common   FIRSTFED FINL CORP DEL COM   20,200.00   627,045.78   483,790.00
Corporate Stock — Common   FISERV INC COM   4,650.00   138,676.64   181,722.00
Corporate Stock — Common   FISERV INC COM   8,245.00   269,144.33   322,214.60
Corporate Stock — Common   FLAGSTAR BANCORP INC COM   3,200.00   63,910.40   70,336.00
Corporate Stock — Common   FLEETBOSTON FINL CORP COM STK   27,246.00   689,682.54   1,001,290.50
Corporate Stock — Common   FLEETBOSTON FINL CORP COM STK   40,948.00   1,421,665.14   1,504,839.00
Corporate Stock — Common   FLEETBOSTON FINL CORP COM STK   365.87   12,390.45   13,445.83
Corporate Stock — Common   FLEETWOOD ENTERPRISES INC COM   6,700.00   78,783.29   84,085.00
Corporate Stock — Common   FLEMING COS INC COM   190.00   6,277.04   4,921.00
Corporate Stock — Common   FLEXTRONICS INTL LTD COM STK   2,130.00   46,122.92   53,250.00
Corporate Stock — Common   FLEXTRONICS INTL LTD COM STK   41,800.00   948,823.48   1,045,000.00
Corporate Stock — Common   FLIR SYS INC COM   2,400.00   89,253.84   96,360.00
Corporate Stock — Common   FLIR SYS INC COM   400.00   6,929.53   16,060.00
Corporate Stock — Common   FLUOR CORP NEW COM   12,500.00   334,246.46   473,125.00
Corporate Stock — Common   FLUOR CORP NEW COM   372.26   14,884.71   14,090.12
Corporate Stock — Common   FLUOR CORP NEW COM   2,100.00   69,022.77   79,485.00
Corporate Stock — Common   FMC CORP COM (NEW)   800.00   42,844.44   42,840.00
Corporate Stock — Common   FMC TECHNOLOGIES INC COM   15,610.00   318,205.30   196,842.10
Corporate Stock — Common   FNMA COM STK   8,500.00   686,694.20   668,100.00
Corporate Stock — Common   FNMA COM STK   25,200.00   651,353.01   1,980,720.00
Corporate Stock — Common   FNMA COM STK   692.86   52,442.92   54,458.95
Corporate Stock — Common   FNMA COM STK   4,100.00   344,260.80   322,260.00
Corporate Stock — Common   FNMA COM STK   16,100.00   1,094,644.79   1,265,460.00
Corporate Stock — Common   FONAR CORP COM   3,800.00   8,348.91   5,396.00
Corporate Stock — Common   FONIX CORP DEL COM   250.00   522.45   31.00
Corporate Stock — Common   FOOD TECH SVC INC COM   7,800.00   20,128.82   13,416.00
Corporate Stock — Common   FOOT LOCKER INC COM   33,190.00   452,665.69   535,686.60
Corporate Stock — Common   FOOT LOCKER INC COM   11,400.00   166,029.88   183,996.00

Corporate Stock — Common   FORD MTR CO DEL COM PAR $0.01   23,000.00   282,126.65   435,620.00
Corporate Stock — Common   FORD MTR CO DEL COM PAR $0.01   46,100.00   867,351.60   873,134.00
Corporate Stock — Common   FORD MTR CO DEL COM PAR $0.01   15,819.29   360,323.26   299,617.30
Corporate Stock — Common   FOREST LAB INC COM   11,600.00   574,797.35   821,280.00
Corporate Stock — Common   FOREST LAB INC COM   4,400.00   293,281.87   311,520.00
Corporate Stock — Common   FOREST LAB INC COM   70.00   4,344.36   4,956.00
Corporate Stock — Common   FOREST OIL CORP COM PAR $0.01   10,970.00   302,296.63   285,658.80
Corporate Stock — Common   FOREST OIL CORP COM PAR $0.01   100.00   2,649.50   2,604.00
Corporate Stock — Common   FORTEL INC CAL COM   400.00   1,697.24   80.00
Corporate Stock — Common   FORTUNE BRANDS INC COM STK   3,900.00   99,269.23   153,153.00
Corporate Stock — Common   FOSTER WHEELER LTD   172.00   2,059.50   908.16
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   385.00
Corporate Stock — Common   FRANCO NEV MNG LTD COM   100.00   1,970.67   1,480.00
Corporate Stock — Common   FREDS INC CL A   4,100.00   112,139.30   136,079.00
Corporate Stock — Common   FREEMARKETS INC COM   200.00   3,424.97   3,950.00
Corporate Stock — Common   FREEPORT MCMORAN C & G CL B COM STK   3,600.00   94,256.72   48,060.00
Corporate Stock — Common   FREEPORT MCMORAN C & G CL B COM STK   800.00   14,019.19   10,680.00
Corporate Stock — Common   FRKLN RES INC COM   6,700.00   341,810.64   239,525.00
Corporate Stock — Common   FRKLN RES INC COM   20.46   642.27   731.34
Corporate Stock — Common   FRKLN RES INC COM   32,000.00   1,313,190.53   1,144,000.00
Corporate Stock — Common   FRONTIER AIRLS INC NEW COM   6,770.00   76,741.78   99,925.20
Corporate Stock — Common   FRONTIER OIL CORP COM   11,600.00   161,588.00   186,412.00
Corporate Stock — Common   FRONTLINE LTD COM   100.00   1,404.95   758.00
Corporate Stock — Common   FRUIT OF LOOM INC CL A GCI COM STK   500.00   214.95   130.00
Corporate Stock — Common   FSI INTL INC COM   10,400.00   227,543.68   81,016.00
Corporate Stock — Common   FUELCELL ENERGY INC COM   600.00   14,150.00   9,432.00
Corporate Stock — Common   FULLER H B CO COM   2,200.00   50,038.45   65,714.00
Corporate Stock — Common   FURNITURE BRANDS INTL INC COM   29.00   728.08   761.25
Corporate Stock — Common   GA PAC CORP   30,500.00   1,055,377.47   977,830.00
Corporate Stock — Common   GA PAC CORP   5,701.00   135,943.29   182,774.06
Corporate Stock — Common   GABELLI AST MGMT INC CL A   1,000.00   29,444.26   42,000.00
Corporate Stock — Common   GALLAGHER ARTHUR J & CO COM   12,800.00   207,668.17   467,200.00
Corporate Stock — Common   GANNETT INC COM   6,700.00   215,638.50   465,315.00
Corporate Stock — Common   GAP INC COM   3,300.00   40,532.91   43,659.00
Corporate Stock — Common   GAP INC COM   1,013.56   30,084.19   13,409.37
Corporate Stock — Common   GAP INC COM   21,612.00   170,579.65   285,926.76
Corporate Stock — Common   GARDENBURGER INC COM   100.00   1,129.95   58.00
Corporate Stock — Common   GARTNER GROUP INC NEW CL A COM   1,500.00   23,532.76   14,925.00
Corporate Stock — Common   GATEWAY INC COM   1,760.00   32,779.61   16,544.00
Corporate Stock — Common   GATEWAY INC COM   8,100.00   240,303.59   76,140.00
Corporate Stock — Common   GDR ASHANTI GOLDFIELDS LTD GLOBAL DEPOS RCPT   200.00   2,720.01   676.00
Corporate Stock — Common   GDR SWISSCOM SPONSORED ADR   80.00   2,336.17   2,176.80
Corporate Stock — Common   GEMSTAR-TV GUIDE INTL INC COM   250.00   6,471.86   6,932.50
Corporate Stock — Common   GEN DYNAMICS CORP COM   4,400.00   316,174.32   365,860.00
Corporate Stock — Common   GEN DYNAMICS CORP COM   5,000.00   202,198.42   415,750.00
Corporate Stock — Common   GEN DYNAMICS CORP COM   450.00   35,954.78   37,417.50
Corporate Stock — Common   GEN ELEC CO COM   86,500.00   3,650,864.92   3,330,250.00
Corporate Stock — Common   GEN ELEC CO COM   42,971.75   1,776,687.49   1,654,412.53
Corporate Stock — Common   GEN ELEC CO COM   250,200.00   3,327,894.89   9,632,700.00
Corporate Stock — Common   GEN ELEC CO COM   140,600.00   4,937,590.66   5,413,100.00
Corporate Stock — Common   GEN ELEC CO COM   54,900.00   2,648,052.28   2,113,650.00
Corporate Stock — Common   GEN MAGIC INC COM   1,300.00   3,281.84   533.00
Corporate Stock — Common   GEN MILLS INC COM   2,000.00   88,660.00   98,700.00
Corporate Stock — Common   GEN MILLS INC COM   9,200.00   281,522.34   454,020.00
Corporate Stock — Common   GEN MTRS CORP CL H NEW   69.00   960.94   993.60
Corporate Stock — Common   GENCORP INC COM   5,800.00   49,213.00   73,950.00
Corporate Stock — Common   GENE LOGIC INC COM   40.00   2,027.45   734.00

Corporate Stock — Common   GENELABS TECHNOLOGIES INC COM   800.00   9,243.47   1,400.00
Corporate Stock — Common   GENENTECH INC COM STK   993.00   53,091.15   57,047.85
Corporate Stock — Common   GENERAL MOTORS CORP COMMON STOCK   7,500.00   238,022.96   372,750.00
Corporate Stock — Common   GENERAL MOTORS CORP COMMON STOCK   13,800.00   542,311.31   685,860.00
Corporate Stock — Common   GENERAL MOTORS CORP COMMON STOCK   1,577.84   86,252.50   78,418.40
Corporate Stock — Common   GENERAL MOTORS CORP COMMON STOCK   15,300.00   966,717.15   760,410.00
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   5,760.00
Corporate Stock — Common   GENESIS MICROCHIP INC COM   5,600.00   152,090.36   318,808.00
Corporate Stock — Common   GENOME THERAPEUTICS CORP COM   700.00   9,982.91   5,278.00
Corporate Stock — Common   GENTA INC COM NEW   2,000.00   25,400.00   32,020.00
Corporate Stock — Common   GENTEX CORP COM   11,900.00   374,020.57   283,934.00
Corporate Stock — Common   GENTEX CORP COM   150.00   3,920.61   3,579.00
Corporate Stock — Common   GENUINE PARTS CO COM   47,000.00   1,266,511.38   1,583,900.00
Corporate Stock — Common   GENUINE PARTS CO COM   4,325.00   100,294.47   145,752.50
Corporate Stock — Common   GENUINE PARTS CO COM   1,025.32   26,878.78   34,553.18
Corporate Stock — Common   GENUITY INC CL A   17,500.00   49,700.00   30,625.00
Corporate Stock — Common   GENUITY INC CL A   604.00   3,023.67   1,057.00
Corporate Stock — Common   GENZYME CORP COM   100.00   5,091.95   5,462.00
Corporate Stock — Common   GENZYME CORP COM   8,910.00   448,518.49   486,664.20
Corporate Stock — Common   GENZYME CORP COM BIOSURGERY DIV   182.00   1,427.53   1,064.70
Corporate Stock — Common   GENZYME CORP COM-MOLECULAR ONCOLOGY DIV   200.00   1,943.25   1,900.00
Corporate Stock — Common   GENZYME TRANSGENICS CORP COM   150.00   862.45   742.50
Corporate Stock — Common   GEOTEK COMMUNICATIONS INC COM   3,000.00   10,240.33   0
Corporate Stock — Common   GEOWORKS COM   900.00   3,104.20   900.00
Corporate Stock — Common   GERBER SCIENTIFIC INC COM   1,500.00   13,717.50   14,850.00
Corporate Stock — Common   GETTY IMAGES INC COM   25,790.00   746,048.06   511,931.50
Corporate Stock — Common   GETTY IMAGES INC COM   97.00   2,803.76   1,925.45
Corporate Stock — Common   GETTY IMAGES INC COM   720.00   13,344.34   14,292.00
Corporate Stock — Common   GETTY RLTY CORP NEW COM   200.00   3,659.95   3,720.00
Corporate Stock — Common   GILEAD SCI INC COM   5,670.00   379,215.85   409,430.70
Corporate Stock — Common   GILLETTE CO COM   26,576.00   647,510.69   869,035.20
Corporate Stock — Common   GILLETTE CO COM   847.70   27,764.33   27,719.82
Corporate Stock — Common   GLACIER BANCORP INC NEW COM   440.00   6,409.95   8,294.00
Corporate Stock — Common   GLAMIS GOLD LTD COM   6,890.00   18,812.92   22,599.20
Corporate Stock — Common   GLAXO SMITHKLINE SPONS ADR   14,300.00   766,450.64   726,583.00
Corporate Stock — Common   GLAXO SMITHKLINE SPONS ADR   526.00   28,447.51   26,726.06
Corporate Stock — Common   GLENAYRE TECHNOLOGIES INC COM   202.00   2,500.78   258.56
Corporate Stock — Common   GLOBAL CROSSING LTD COM   102,405.00   451,393.46   130,054.35
Corporate Stock — Common   GLOBAL MED TECHNOLOGIES INC COM STK   1,000.00   869.77   590.00
Corporate Stock — Common   GLOBAL PMTS INC COM   3,700.00   118,585.00   123,580.00
Corporate Stock — Common   GLOBAL PMTS INC COM   12,300.00   307,953.27   410,820.00
Corporate Stock — Common   GLOBAL SANTA FE CORP   465.00   14,059.63   11,253.00
Corporate Stock — Common   GLOBAL TELEMEDIA INTL INC COM NEW   160.00   773.95   1.92
Corporate Stock — Common   GLOBAL TELESYSTEMS INC CDT-COM   6,140.00   25,967.61   39.30
Corporate Stock — Common   GLOBALSTAR TELECOMMUNICATIONS LTD COM ISIN # BMG3983OH104   49,277.00   251,260.04   13,304.79
Corporate Stock — Common   GLOBIX CORP COM   10,767.00   16,682.54   5,814.18
Corporate Stock — Common   GOLDEN ST BANCORP INC COM STK   17,310.00   353,916.61   430,499.70
Corporate Stock — Common   GOLDEN ST BANCORP INC COM STK   509.71   12,507.71   12,676.59
Corporate Stock — Common   GOLDEN ST BANCORP INC LITIGATION TRACKING WT   500.00   2,000.00   635.00

Corporate Stock — Common   GOLDEN STAR RES LTD CDA COM   700.00   588.90   448.00
Corporate Stock — Common   GOLDEN W. FNCL CORP COM   4,000.00   61,568.21   206,800.00
Corporate Stock — Common   GOLDEN W. FNCL CORP COM   31,000.00   486,597.89   1,602,700.00
Corporate Stock — Common   GOLDMAN SACHS GROUP INC COM   3,500.00   318,535.97   311,150.00
Corporate Stock — Common   GOLDMAN SACHS GROUP INC COM   15.00   1,033.57   1,333.50
Corporate Stock — Common   GOLDMAN SACHS GROUP INC COM   6,900.00   598,771.65   613,410.00
Corporate Stock — Common   GOOD GUYS INC COM   95.00   426.10   341.05
Corporate Stock — Common   GOODRICH CORPORATION   2,600.00   91,226.46   63,362.00
Corporate Stock — Common   GOODRICH CORPORATION   400.00   10,707.31   9,748.00
Corporate Stock — Common   GOODYEAR TIRE & RUBBER CO COM   4,000.00   149,056.17   89,600.00
Corporate Stock — Common   GOODYEAR TIRE & RUBBER CO COM   95.13   1,722.07   2,130.87
Corporate Stock — Common   GOTTSCHALKS INC COM   1,000.00   5,466.48   2,490.00
Corporate Stock — Common   GRACO INC COM   100.00   2,927.95   3,480.00
Corporate Stock — Common   GRAINGER W W INC COM   100.00   4,527.95   4,680.00
Corporate Stock — Common   GRAINGER W W INC COM   2,400.00   68,167.32   112,320.00
Corporate Stock — Common   GRAPHICS TECHNOLOGIES INC COM   1,000.00   4,311.15   1.00
Corporate Stock — Common   GRAPHON CORP COM   300.00   2,837.29   204.00
Corporate Stock — Common   GREAT ATLC & PAC TEA CO INC COM   1,196.00   13,087.37   28,644.20
Corporate Stock — Common   GREAT ATLC & PAC TEA CO INC COM   8,700.00   55,908.81   208,365.00
Corporate Stock — Common   GREAT BASIN GOLD LTD COM   1,000.00   1,788.50   350.00
Corporate Stock — Common   GREAT LAKES CHEM CORP COM   1,300.00   67,406.25   31,746.00
Corporate Stock — Common   GREENSTONE RES LTD COM   5,000.00   37,165.00   4.50
Corporate Stock — Common   GREY WOLF INC COM   49,300.00   290,028.80   135,575.00
Corporate Stock — Common   GREY WOLF INC COM   148,700.00   392,135.49   408,925.00
Corporate Stock — Common   GREY WOLF INC COM   2,200.00   10,475.55   6,050.00
Corporate Stock — Common   GROEN BROS AVIATION INC COM   1,000.00   904.95   260.00
Corporate Stock — Common   GROUP 1 AUTOMOTIVE INC COM   7,200.00   218,569.52   224,496.00
Corporate Stock — Common   GST TELECOMMUNICATIONS INC COM DBTFL   1,000.00   8,066.27   4.00
Corporate Stock — Common   GUIDANT CORP COM STK   7,700.00   143,654.78   375,837.00
Corporate Stock — Common   GUIDANT CORP COM STK   775.00   31,560.75   37,827.75
Corporate Stock — Common   GUIDANT CORP COM STK   11,680.00   474,635.05   570,100.80
Corporate Stock — Common   GUILFORD PHARMACEUTICALS INC COM   5,800.00   59,564.98   75,690.00
Corporate Stock — Common   GUILFORD PHARMACEUTICALS INC COM   19,600.00   335,008.35   255,780.00
Corporate Stock — Common   GULF W BKS INC COM   300.00   2,849.95   2,715.00
Corporate Stock — Common   GUM TECH INTL INC COM   500.00   4,779.95   3,420.05
Corporate Stock — Common   H PWR CORP CDT-COM STK   175.00   1,216.45   453.25
Corporate Stock — Common   HA-LO INDS INC COM DE COM STK   400.00   4,129.14   24.80
Corporate Stock — Common   HAEMONETICS CORP MASS COM   14,400.00   400,314.32   583,200.00
Corporate Stock — Common   HALLIBURTON CO COM   10,800.00   264,131.89   231,444.00
Corporate Stock — Common   HALLIBURTON CO COM   536.70   20,283.92   11,501.46
Corporate Stock — Common   HANCOCK JOHN FINL SVCS INC COM ISIN US41014S1069   7,800.00   311,454.00   306,852.00
Corporate Stock — Common   HANCOCK JOHN FINL SVCS INC COM ISIN US41014S1069   130.00   5,223.45   5,114.20
Corporate Stock — Common   HANDLEMAN CO DEL COM   7,100.00   68,554.05   97,696.00
Corporate Stock — Common   HANDSPRING INC COM   2,600.00   15,320.56   18,434.00
Corporate Stock — Common   HANOVER COMPRESSOR CO COM (HOLDING COMPANY) COM   14,100.00   482,338.96   364,767.00
Corporate Stock — Common   HARKEN ENERGY CORP COM NEW   180.00   2,482.42   217.80
Corporate Stock — Common   HARLEY DAVIDSON INC COM   7,600.00   273,544.56   399,608.00
Corporate Stock — Common   HARLEY DAVIDSON INC COM   2,950.01   123,885.35   155,111.26
Corporate Stock — Common   HARLEYSVILLE GROUP INC COM   2,200.00   60,037.78   53,306.00
Corporate Stock — Common   HARMAN INTL INDS INC NEW   10,800.00   369,729.91   460,836.00
Corporate Stock — Common   HARMONIC INC COM   852.00   10,880.18   10,368.84
Corporate Stock — Common   HARMONIC INC COM   31,300.00   344,017.35   380,921.00
Corporate Stock — Common   HARRAH S ENTMT INC COM STK   700.00   12,790.03   22,561.00
Corporate Stock — Common   HARRAH S ENTMT INC COM STK   2,950.00   44,436.20   95,078.50

Corporate Stock — Common   HARRIS INTERACTIVE INC COM STCK   1,900.00   20,053.65   4,113.50
Corporate Stock — Common   HARTFORD FINL SVCS GROUP INC COM   6,000.00   169,009.36   355,200.00
Corporate Stock — Common   HARTFORD FINL SVCS GROUP INC COM   9,900.00   586,367.14   586,080.00
Corporate Stock — Common   HARTFORD FINL SVCS GROUP INC COM   100.00   4,120.97   5,920.00
Corporate Stock — Common   HASBRO INC COM   4,300.00   59,047.31   70,735.00
Corporate Stock — Common   HASBRO INC COM   100.00   1,642.49   1,645.00
Corporate Stock — Common   HAWAIIAN ELEC INDS INC COM   10,400.00   373,465.00   388,960.00
Corporate Stock — Common   HBR FLA BANCSHARES INC COM   1,000.00   11,705.00   16,350.00
Corporate Stock — Common   HCA INC COM   12,300.00   345,114.30   477,117.00
Corporate Stock — Common   HCA INC COM   600.00   23,887.38   23,274.00
Corporate Stock — Common   HCA INC COM   13,588.00   349,949.42   527,078.52
Corporate Stock — Common   HCA INC COM   20,500.00   893,548.33   795,195.00
Corporate Stock — Common   HCC INS HLDGS INC COM   25,800.00   611,557.90   703,308.00
Corporate Stock — Common   HEALTH NET INC COM   25,600.00   405,837.83   512,000.00
Corporate Stock — Common   HEALTH NET INC COM   360.00   7,832.23   7,200.00
Corporate Stock — Common   HEALTHCARE INTEGRATED SVCS INC COM NEW   260.00   3,003.00   65.00
Corporate Stock — Common   HEALTHSOUTH CORP COM STK   27,880.00   470,833.49   410,393.60
Corporate Stock — Common   HEALTHSOUTH CORP COM STK   9,800.00   207,791.13   144,256.00
Corporate Stock — Common   HEALTHSOUTH CORP COM STK   26,000.00   397,308.60   382,720.00
Corporate Stock — Common   HEALTHSOUTH CORP COM STK   200.00   2,829.95   2,944.00
Corporate Stock — Common   HEARME COM   100.00   892.45   9.60
Corporate Stock — Common   HEARTLAND EXPRESS INC COM   9,930.00   232,378.06   278,238.60
Corporate Stock — Common   HEILIG MEYERS CO COM   2,000.00   2,310.00   9.00
Corporate Stock — Common   HEINZ H J CO COM   8,800.00   255,114.96   335,456.00
Corporate Stock — Common   HELIX TECH CORP COM   100.00   3,547.26   2,057.00
Corporate Stock — Common   HENDERSON CYBER LTD   25.00   0   1.33
Corporate Stock — Common   HENRY JACK & ASSOC INC COM   11,320.00   296,070.77   270,434.80
Corporate Stock — Common   HENRY JACK & ASSOC INC COM   18,800.00   516,676.64   449,132.00
Corporate Stock — Common   HENRY JACK & ASSOC INC COM   100.00   2,528.95   2,389.00
Corporate Stock — Common   HERBALIFE INTL INC CL B   2,400.00   21,343.53   30,000.00
Corporate Stock — Common   HERCULES INC VTG COM   11,700.00   99,522.54   118,170.00
Corporate Stock — Common   HERCULES INC VTG COM   2,700.00   77,497.50   27,270.00
Corporate Stock — Common   HERSHEY FOODS CORP COM   300.00   19,412.95   19,638.00
Corporate Stock — Common   HERSHEY FOODS CORP COM   3,400.00   102,843.21   222,564.00
Corporate Stock — Common   HEWLETT-PACKARD CO COM   53,000.00   1,005,055.34   1,165,470.00
Corporate Stock — Common   HEWLETT-PACKARD CO COM   48,900.00   654,814.75   1,075,311.00
Corporate Stock — Common   HEWLETT-PACKARD CO COM   19,000.00   399,149.40   417,810.00
Corporate Stock — Common   HEWLETT-PACKARD CO COM   9,695.30   285,896.17   213,199.63
Corporate Stock — Common   HI SPEED ACCESS CORP COM STK   17,200.00   65,894.92   7,912.00
Corporate Stock — Common   HI SPEED ACCESS CORP COM STK   2,000.00   8,053.15   920.00
Corporate Stock — Common   HIBERNIA CORP CL A COM   27,600.00   409,292.90   452,088.00
Corporate Stock — Common   HIGHTEC INC COM   2,000.00   1,545.00   22.00
Corporate Stock — Common   HILB ROGAL & HAMILTON CO COM   150.00   9,391.45   8,914.50
Corporate Stock — Common   HILLENBRAND IND INC COM   135.00   4,928.97   7,106.40
Corporate Stock — Common   HILTON HOTELS CORP COM   9,300.00   94,212.93   92,070.00
Corporate Stock — Common   HILTON HOTELS CORP COM   2,171.79   23,718.24   21,500.67
Corporate Stock — Common   HISPANIC T V NETWORK INC COM   100.00   1,082.47   7.20
Corporate Stock — Common   HLTH MGMT ASSOC INC NEW CL A COM   60,600.00   936,443.87   1,182,306.00
Corporate Stock — Common   HLTH MGMT ASSOC INC NEW CL A COM   6,200.00   122,760.00   120,962.00
Corporate Stock — Common   HNC SOFTWARE INC COM   27,200.00   516,250.06   584,800.00
Corporate Stock — Common   HOLLINGER INTL INC CL A   400.00   4,384.38   4,340.00
Corporate Stock — Common   HOLLYWOOD ENTMT CORP COM   100.00   1,058.74   1,490.00
Corporate Stock — Common   HOME DEPOT INC COM   10,200.00   448,552.76   475,932.00
Corporate Stock — Common   HOME DEPOT INC COM   58,777.00   927,499.00   2,742,534.82
Corporate Stock — Common   HOME DEPOT INC COM   27,800.00   1,082,120.91   1,297,148.00
Corporate Stock — Common   HOME DEPOT INC COM   14,842.49   660,101.90   692,550.54
Corporate Stock — Common   HOME HLTH CORP AMER INC COM   200.00   1,648.80   1.00

Corporate Stock — Common   HOMECOM COMMUNICATIONS INC COM   1,000.00   4,733.05   5.00
Corporate Stock — Common   HOMESEEKERS COM INC COM   6,506.00   39,788.05   455.42
Corporate Stock — Common   HOMESTORE COM INC COM   200.00   6,203.32   732.00
Corporate Stock — Common   HONEYWELL INTL INC COM STK   610.63   23,383.16   20,236.28
Corporate Stock — Common   HONEYWELL INTL INC COM STK   20,362.00   457,636.59   674,796.68
Corporate Stock — Common   HOSP STAFFING SVCS INC COM   500.00   1,291.05   0.05
Corporate Stock — Common   HOT TOPIC INC COM   17,800.00   483,860.60   505,698.00
Corporate Stock — Common   HOT TOPIC INC COM   1,300.00   34,270.11   36,933.00
Corporate Stock — Common   HOT TOPIC INC COM   16,200.00   418,572.83   460,242.00
Corporate Stock — Common   HOTEL RESERVATIONS NETWORK INC CL A ISINUS4414511018   4,800.00   110,458.08   166,176.00
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   60,764.00
Corporate Stock — Common   HOVNANIAN ENTERPRISES INC CL A   250.00   4,264.11   3,452.50
Corporate Stock — Common   HSEHD INTL INC COM   600.00   32,414.58   35,394.00
Corporate Stock — Common   HSEHD INTL INC COM   11,646.00   226,929.01   686,997.54
Corporate Stock — Common   HUDSON UTD BANCORP COM   5,300.00   134,588.73   140,450.00
Corporate Stock — Common   HUGHES SUP INC COM   2,900.00   45,095.00   77,865.00
Corporate Stock — Common   HUMAN GENOME SCIENCES INC   732.00   41,502.20   31,117.32
Corporate Stock — Common   HUMANA INC COM   41,400.00   437,103.82   520,812.00
Corporate Stock — Common   HUMANA INC COM   4,300.00   107,673.05   54,094.00
Corporate Stock — Common   HUMANA INC COM   200.00   2,338.83   2,516.00
Corporate Stock — Common   HUMATECH INC COM   1,000.00   1,529.95   500.00
Corporate Stock — Common   HUNT J B TRANS SVCS INC COM   100.00   2,110.95   1,790.00
Corporate Stock — Common   HUNTINGTON BANCSHARES INC COM   6,365.00   159,745.34   103,049.35
Corporate Stock — Common   HURRICANE HYDROCARBONS LTD CL A   330.00   2,126.68   1,943.70
Corporate Stock — Common   HUTCHINSON TECH INC COM   1,600.00   32,285.93   33,552.00
Corporate Stock — Common   HYDROGIENE CORP COM ISIN US4488841069   16,000.00   9,106.98   80.00
Corporate Stock — Common   HYPERION SOLUTIONS CORP COM   3,000.00   43,340.40   57,420.00
Corporate Stock — Common   HYPERION SOLUTIONS CORP COM   200.00   5,376.93   3,828.00
Corporate Stock — Common   HYSEQ INC COM   150.00   3,956.77   1,230.00
Corporate Stock — Common   I CRYSTAL INC COM   1,000.00   2,154.95   75.00
Corporate Stock — Common   I2 TECHNOLOGIES INC COM   4,340.00   29,833.24   24,911.60
Corporate Stock — Common   IANETT INTL SYS LTD COM   500.00   19,191.26   35.00
Corporate Stock — Common   IBASIS INC COM STK   1,200.00   3,789.90   1,500.00
Corporate Stock — Common   ICG COMMUNICATIONS INC COM   7,060.00   10,519.51   593.04
Corporate Stock — Common   ICN PHARMACEUTICALS INC NEW COM   354.91   8,845.11   10,569.13
Corporate Stock — Common   ICO INC NEW COM   5,000.00   6,244.75   5,750.00
Corporate Stock — Common   ICOS CORP COM   8,800.00   526,873.88   532,400.00
Corporate Stock — Common   ICOS CORP COM   7,552.00   169,111.63   456,896.00
Corporate Stock — Common   IDEC PHARMACEUTICALS CORP COM   130.00   6,791.00   9,139.00
Corporate Stock — Common   IDEC PHARMACEUTICALS CORP COM   8,160.00   464,267.55   573,648.00
Corporate Stock — Common   IDT CORP CL B   1,000.00   12,296.76   11,900.00
Corporate Stock — Common   IDT CORP COM   1,000.00   12,296.76   13,500.00
Corporate Stock — Common   IGATE CAP CORP COM STK ISIN# US45169U1051   2,000.00   7,888.00   8,300.00
Corporate Stock — Common   IGEN INC COM   500.00   14,699.95   17,975.00
Corporate Stock — Common   IKON OFFICE SOLUTIONS INC COM STK   31,400.00   172,727.68   336,608.00
Corporate Stock — Common   ILL TOOL WKS INC COM   7,700.00   260,438.04   472,395.00
Corporate Stock — Common   IMAGING TECHNOLOGIES CORP COM   12,000.00   27,285.02   408.00
Corporate Stock — Common   IMAGIS TECHNOLOGIES INC COM   1,408.00   2,169.53   1,844.48
Corporate Stock — Common   IMCLONE SYS INC COM   86.00   4,556.19   6,192.00
Corporate Stock — Common   IMMUNE RESPONSE CORP DEL COM   2,600.00   13,091.22   3,744.00
Corporate Stock — Common   IMMUNEX CORP COM STK USD0.01   4,842.00   89,948.01   130,734.00
Corporate Stock — Common   IMMUNEX CORP NEW COM   13,400.00   242,272.00   361,800.00
Corporate Stock — Common   IMMUNOGEN INC COM   400.00   6,073.65   6,588.00

Corporate Stock — Common   IMMUNOMEDICS INC COM   100.00   2,201.39   2,380.00
Corporate Stock — Common   IMP INC COM PAR $.01   60.00   7,661.06   48.00
Corporate Stock — Common   IMPATH INC COM   100.00   3,542.83   3,716.00
Corporate Stock — Common   IMPAX LAB INC COM   26,800.00   331,681.20   284,080.00
Corporate Stock — Common   IMS HLTH INC COM STK   7,400.00   101,817.92   151,552.00
Corporate Stock — Common   IMS HLTH INC COM STK   0   0   0
Corporate Stock — Common   INCO LTD COM   4,600.00   118,445.24   74,060.00
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   76.08
Corporate Stock — Common   INDEPENDENCE CMNTY BK CORP COM   12,100.00   194,090.05   286,891.00
Corporate Stock — Common   INDIVIDUAL INV GROUP INC COM   200.00   1,014.31   17.00
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   204,210.00
Corporate Stock — Common   INDYMAC BANCORP INC COM   11,910.00   228,095.37   270,237.90
Corporate Stock — Common   INDYMAC BANCORP INC COM   2,080.00   47,639.15   47,195.20
Corporate Stock — Common   INDYMAC BANCORP INC COM   7,300.00   197,112.52   165,637.00
Corporate Stock — Common   INFINIUM SOFTWARE INC COM   473.00   1,716.40   629.09
Corporate Stock — Common   INFOCUS CORP COM   200.00   6,329.95   4,510.00
Corporate Stock — Common   INFORETECH WIRELESS TECHNOLOGY INC COM   600.00   667.45   48.00
Corporate Stock — Common   INFORMATICA CORP COM   18,900.00   230,484.48   251,559.00
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   816.00
Corporate Stock — Common   INFOSPACE INC COM   3,056.00   26,033.57   6,234.24
Corporate Stock — Common   INGRAM MICRO INC CL A   1,443.00   27,634.07   22,222.20
Corporate Stock — Common   INHALE THERAPEUTIC SYS INC COM   19,820.00   492,532.64   322,669.60
Corporate Stock — Common   INHALE THERAPEUTIC SYS INC COM   238.00   9,936.70   3,874.64
Corporate Stock — Common   INKTOMI CORP COM   24,633.00   140,790.39   122,918.67
Corporate Stock — Common   INNODATA CORP COM NEW   10,756.00   38,796.72   32,268.00
Corporate Stock — Common   INNOVEX INC COM   1,500.00   15,566.15   5,160.00
Corporate Stock — Common   INPUT/OUTPUT INC COM   11,000.00   138,164.07   85,800.00
Corporate Stock — Common   INSIGHT COMMUNICATIONS INC CL A   2,230.00   42,008.03   44,488.50
Corporate Stock — Common   INSIGHT COMMUNICATIONS INC CL A   39,600.00   944,620.16   790,020.00
Corporate Stock — Common   INSIGHTFUL CORP COM   1,000.00   4,959.75   2,340.00
Corporate Stock — Common   INSITE VISION INC COM   1,000.00   2,342.45   1,170.00
Corporate Stock — Common   INSITUFORM TECHNOLOGIES INC CL A COM   100.00   1,904.95   2,195.00
Corporate Stock — Common   INSTINET GROUP INC COM   32,000.00   483,101.19   280,000.00
Corporate Stock — Common   INTASYS CORP COM NEW   750.00   54,225.33   1,342.50
Corporate Stock — Common   INTEGRATED CIRCUIT SYS INC COM NEW COM STK   19,100.00   318,110.95   357,571.10
Corporate Stock — Common   INTEGRATED CIRCUIT SYS INC COM NEW COM STK   90.00   1,654.00   1,684.89
Corporate Stock — Common   INTEGRATED CIRCUIT SYS INC COM NEW COM STK   12,600.00   209,883.00   235,884.60
Corporate Stock — Common   INTEGRATED DEVICE TECH INC COM   20,200.00   536,448.26   595,496.00
Corporate Stock — Common   INTEGRATED DEVICE TECH INC COM   325.00   10,018.57   9,581.00
Corporate Stock — Common   INTEGRATED ELEC SVCS INC COM   3,600.00   29,883.60   14,688.00
Corporate Stock — Common   INTEGRATED SURGICAL SYS INC COM ISIN# US45812Y1082   1,000.00   4,061.15   110.00
Corporate Stock — Common   INTEL CORP CAP   19,100.00   552,699.36   623,806.00
Corporate Stock — Common   INTEL CORP CAP   169,400.00   1,624,780.29   5,532,604.00
Corporate Stock — Common   INTEL CORP CAP   19,700.00   464,100.03   643,402.00
Corporate Stock — Common   INTEL CORP CAP   45,800.00   1,382,061.20   1,495,828.00
Corporate Stock — Common   INTEL CORP CAP   61,117.14   2,021,523.37   1,996,085.79
Corporate Stock — Common   INTELIDATA TECHNOLOGIES CORP COM   160.00   2,327.14   480.00
Corporate Stock — Common   INTERACTIVE DATA CORP COM   340.00   3,836.96   4,562.80

Corporate Stock — Common   INTERCEPT GROUP INC COM   16,980.00   460,014.14   550,152.00
Corporate Stock — Common   INTERDIGITAL COMMUNICATIONS CORP COM   2,222.00   33,060.69   20,686.82
Corporate Stock — Common   INTERLAND INC MINN COM COM STK   930.00   11,639.15   2,139.00
Corporate Stock — Common   INTERLOTT TECHNOLOGIES INC COM   400.00   3,329.95   1,720.00
Corporate Stock — Common   INTERMUNE INC COM   3,810.00   163,689.26   177,927.00
Corporate Stock — Common   INTERNAP NETWORKS SVCS DEL   1,160.00   5,742.36   1,299.20
Corporate Stock — Common   INTERNET CAP GROUP INC COM ISIN US46059C1062   55,150.00   67,657.01   61,216.50
Corporate Stock — Common   INTERNET COMM & COMMUNICATIONS INC COM   600.00   4,791.50   4.20
Corporate Stock — Common   INTERNET PICTURES CORP COM NEW   1,435.00   30,334.64   3,042.20
Corporate Stock — Common   INTERNET SEC SYS INC COM   13,740.00   449,357.08   445,313.40
Corporate Stock — Common   INTERNET SEC SYS INC COM   150.00   2,380.63   4,861.50
Corporate Stock — Common   INTERNET SEC SYS INC COM   12,530.00   291,853.33   406,097.30
Corporate Stock — Common   INTERPORE INTL COM   300.00   2,954.95   2,412.00
Corporate Stock — Common   INTERPUBLIC GROUP COMPANIES INC COM   9,500.00   192,233.53   276,735.00
Corporate Stock — Common   INTERPUBLIC GROUP COMPANIES INC COM   13,640.00   344,063.49   397,333.20
Corporate Stock — Common   INTERSIL CORP   18,970.00   589,801.70   633,787.70
Corporate Stock — Common   INTERSIL CORP   10,700.00   381,597.99   357,487.00
Corporate Stock — Common   INTERSIL CORP   300.00   9,382.42   10,023.00
Corporate Stock — Common   INTERSIL CORP   12,900.00   392,042.11   430,989.00
Corporate Stock — Common   INTERSTATE HOTELS MGMT INC COM   7.00   0   11.13
Corporate Stock — Common   INTERVOICE INC COM   4,300.00   47,619.06   60,673.00
Corporate Stock — Common   INTERVOICE INC COM   40,900.00   616,885.52   577,099.00
Corporate Stock — Common   INTERWAVE COMMUNICATIONS INTL COM ISIN#BMG4911N1020   1,000.00   8,536.56   940.00
Corporate Stock — Common   INTERWORLD CORP COM NEW   2.00   454.95   0.70
Corporate Stock — Common   INTERWOVEN INC COM ISIN # US6114T1025   5,371.00   132,930.07   48,231.58
Corporate Stock — Common   INTERWOVEN INC COM ISIN # US6114T1025   26,400.00   223,086.39   237,072.00
Corporate Stock — Common   INTEST CORP COM   100.00   2,374.50   302.00
Corporate Stock — Common   INTIMATE BRANDS INC CL A   420.00   7,594.40   6,027.00
Corporate Stock — Common   INTL BUSINESS MACHS CORP COM   4,511.93   454,101.19   521,533.99
Corporate Stock — Common   INTL BUSINESS MACHS CORP COM   43,800.00   1,521,582.66   5,062,842.00
Corporate Stock — Common   INTL BUSINESS MACHS CORP COM   14,800.00   1,371,396.47   1,710,732.00
Corporate Stock — Common   INTL DISPENSING CORP COM   1,200.00   2,038.20   1,080.00
Corporate Stock — Common   INTL FIBERCOM INC COM   4,200.00   26,344.72   1,260.00
Corporate Stock — Common   INTL FLAVORS & FRAGRANCES INC COM   2,500.00   87,934.35   76,625.00
Corporate Stock — Common   INTL GAME TECH COM   40.00   2,477.14   2,479.60
Corporate Stock — Common   INTL GAME TECH COM   1,900.00   103,123.83   117,781.00
Corporate Stock — Common   INTL GAME TECH COM   5,810.00   310,481.83   360,161.90
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   59,332.00
Corporate Stock — Common   INTL PAPER CO COM   21,000.00   681,413.57   838,950.00
Corporate Stock — Common   INTL PAPER CO COM   739.98   28,709.34   29,562.08
Corporate Stock — Common   INTL PAPER CO COM   12,122.00   411,306.45   484,273.90
Corporate Stock — Common   INTL PAPER CO COM   6,100.00   242,155.36   243,695.00
Corporate Stock — Common   INTL PURSUIT CORP COM   6,000.00   12,414.00   135.00
Corporate Stock — Common   INTL RECTIFIER CORP COM   8,100.00   285,964.02   271,026.00
Corporate Stock — Common   INTL RECTIFIER CORP COM   720.00   24,124.69   24,091.20
Corporate Stock — Common   INTL RECTIFIER CORP COM   21,500.00   912,333.35   719,390.00
Corporate Stock — Common   INTL SPEEDWAY CORP CL A   100.00   3,984.95   3,971.00
Corporate Stock — Common   INTRADO INC COM   13,070.00   310,316.26   357,464.50
Corporate Stock — Common   INTST NATL DEALER SVCS INC COM   800.00   4,077.95   3,984.00
Corporate Stock — Common   INTUIT COM   410.00   16,486.60   17,999.00

Corporate Stock — Common   INTUIT COM   5,400.00   261,312.63   237,060.00
Corporate Stock — Common   INVACARE CORP COM   4,500.00   156,789.90   159,300.00
Corporate Stock — Common   INVERNESS MED INNOVATIONS INC COM   13.00   191.80   201.11
Corporate Stock — Common   INVESTAMERICA INC COM   1,500.00   12,153.22   105.00
Corporate Stock — Common   INVESTORS FINL SVCS CORP DEL COM   6,950.00   491,588.05   458,839.00
Corporate Stock — Common   INVESTORS FINL SVCS CORP DEL COM   2,860.00   197,728.82   188,817.20
Corporate Stock — Common   INVESTORS FINL SVCS CORP DEL COM   2,300.00   124,638.69   151,846.00
Corporate Stock — Common   INVICTA CORP COM   750.00   2,107.45   712.50
Corporate Stock — Common   INVISION TECHNOLOGIES INC COM   2,253.00   25,231.03   56,662.95
Corporate Stock — Common   INVITROGEN CORP COM   7,350.00   457,369.19   501,637.50
Corporate Stock — Common   INVITROGEN CORP COM   105.00   6,633.85   7,166.25
Corporate Stock — Common   INVT TECH GROUP INC NEW COM   1,500.00   83,825.99   86,250.00
Corporate Stock — Common   IOMEGA CORP COM NEW   2,200.00   48,080.40   14,960.00
Corporate Stock — Common   IR OPER CORP COM STK   2,385.00   3,487.40   107.33
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   92.50
Corporate Stock — Common   IRIDIUM WORLD COMMUNICATIONS CL A COM STK   1,100.00   11,963.10   621.50
Corporate Stock — Common   IRVINE SENSORS CORP COM NEW   1,661.00   57,436.56   2,076.25
Corporate Stock — Common   ISHARES TR S&P SMALLCAP 600 INDEX FD   70.24   8,227.88   7,544.10
Corporate Stock — Common   ISIS PHARMACEUTICALS COM   9,200.00   109,067.83   209,300.00
Corporate Stock — Common   ISIS PHARMACEUTICALS COM   500.00   6,160.28   11,375.00
Corporate Stock — Common   ISLE CAPRI CASINOS INC COM   200.00   2,503.95   2,594.00
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   5,540.22
Corporate Stock — Common   ITRON INC   2,800.00   75,410.72   79,100.00
Corporate Stock — Common   ITT EDL SVCS INC COM   100.00   4,139.13   3,735.00
Corporate Stock — Common   ITT INDS INC COM   2,200.00   40,619.44   107,888.00
Corporate Stock — Common   IVAX CORP COM   37,000.00   682,523.84   762,200.00
Corporate Stock — Common   IVAX CORP COM   35,325.00   875,195.33   727,695.00
Corporate Stock — Common   IVAX CORP COM   798.00   20,387.44   16,438.80
Corporate Stock — Common   IVILLAGE INC COM COM ISIN # US6588H1059   14,300.00   102,102.00   17,160.00
Corporate Stock — Common   J P MORGAN CHASE & CO COM   37,900.00   1,684,328.84   1,429,588.00
Corporate Stock — Common   J P MORGAN CHASE & CO COM   3,235.90   122,915.98   122,058.07
Corporate Stock — Common   J P MORGAN CHASE & CO COM   50,040.00   1,072,762.22   1,887,508.80
Corporate Stock — Common   JABIL CIRCUIT INC COM   4,800.00   172,619.52   126,240.00
Corporate Stock — Common   JABIL CIRCUIT INC COM   300.00   11,410.39   7,890.00
Corporate Stock — Common   JACK IN BOX INC COM   100.00   2,759.95   2,588.00
Corporate Stock — Common   JAKKS PAC INC COM   500.00   11,268.85   12,495.00
Corporate Stock — Common   JARVIS ENTMT GROUP INC COM   50,000.00   22,660.00   36,000.00
Corporate Stock — Common   JB OXFORD HLDGS INC COM   2,300.00   18,963.09   2,530.00
Corporate Stock — Common   JDS UNIPHASE CORP COM ISIN US46612J1016   33,200.00   3,521,171.05   334,656.00
Corporate Stock — Common   JDS UNIPHASE CORP COM ISIN US46612J1016   55,548.00   592,640.40   559,923.84
Corporate Stock — Common   JEFFERIES GROUP INC NEW COM   0   0   0
Corporate Stock — Common   JEFFERSON-PILOT CORP COM   3,930.00   66,769.98   174,885.00
Corporate Stock — Common   JNI CORP COM   250.00   2,615.76   2,322.50
Corporate Stock — Common   JOHNSON & JOHNSON COM   36,000.00   2,082,008.74   2,097,000.00
Corporate Stock — Common   JOHNSON & JOHNSON COM   76,276.00   1,535,136.50   4,443,077.00
Corporate Stock — Common   JOHNSON & JOHNSON COM   42,600.00   2,136,083.93   2,481,450.00
Corporate Stock — Common   JOHNSON & JOHNSON COM   4,544.00   225,098.95   264,688.00
Corporate Stock — Common   JOHNSON & JOHNSON COM   16,016.00   735,624.63   932,932.00
Corporate Stock — Common   JOHNSON & JOHNSON COM   18,100.00   772,011.29   1,054,325.00
Corporate Stock — Common   JOHNSON CTL INC COM   2,200.00   59,065.29   174,944.00
Corporate Stock — Common   JONES APPAREL GROUP INC COM   500.00   16,654.11   15,610.00
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   711,450.00
Corporate Stock — Common   JUNIPER NETWORKS INC COM   5,213.00   116,454.82   128,135.54

Corporate Stock — Common   JUNIPER NETWORKS INC COM   18,600.00   2,003,059.85   457,188.00
Corporate Stock — Common   JUST TOYS INC COM NEW   5,000.00   11,526.95   500.00
Corporate Stock — Common   K MART CORP COM   140,000.00   1,951,721.53   854,000.00
Corporate Stock — Common   K MART CORP COM   12,301.00   205,352.98   75,036.10
Corporate Stock — Common   K MART CORP COM   4,887.00   34,897.06   29,810.70
Corporate Stock — Common   K TEL INTL INC COM   80.00   889.02   17.60
Corporate Stock — Common   K-SWISS INC CL A   5,000.00   68,694.00   160,700.00
Corporate Stock — Common   KADANT INC COM   5.00   125.85   68.85
Corporate Stock — Common   KAMAN CORP CL A   3,400.00   62,730.34   49,708.00
Corporate Stock — Common   KANSAS CITY SOUTHN INDS INC COM NEW   6,100.00   73,261.00   84,668.00
Corporate Stock — Common   KANSAS CITY SOUTHN INDS INC COM NEW   53,500.00   586,848.79   742,580.00
Corporate Stock — Common   KAZAKSTAN GOLDFIELDS CORP COM STK   4,500.00   4,466.80   0
Corporate Stock — Common   KB HOME COM   16,300.00   427,554.09   548,006.00
Corporate Stock — Common   KB HOME COM   1,073.00   19,162.61   36,074.26
Corporate Stock — Common   KCS ENERGY INC   8,018.55   26,368.24   23,253.79
Corporate Stock — Common   KEITHLEY INSTRS INC COM   165.00   3,142.12   2,874.30
Corporate Stock — Common   KELLOGG CO COM   10,200.00   289,225.57   300,798.00
Corporate Stock — Common   KEMET CORP COM   27,000.00   451,530.18   456,300.00
Corporate Stock — Common   KEMET CORP COM   2,060.00   42,541.62   34,814.00

Corporate Stock — Common   KENSEY NASH CORP COM   300.00   3,817.45   6,171.00
Corporate Stock — Common   KERAVISION INC COM   810.00   8,030.25   13.37
Corporate Stock — Common   KERR MCGEE CORP COM   27.00   2,474.20   1,418.58
Corporate Stock — Common   KERR MCGEE CORP COM   2,376.00   120,001.90   124,835.04
Corporate Stock — Common   KERR MCGEE CORP COM   3,210.00   208,095.77   168,653.40
Corporate Stock — Common   KEY ENERGY SVCS INC   43,170.00   475,893.35   356,152.50
Corporate Stock — Common   KEY ENERGY SVCS INC   27,400.00   248,457.62   226,050.00
Corporate Stock — Common   KEY ENERGY SVCS INC   1,450.00   12,381.58   11,962.50
Corporate Stock — Common   KEYCORP NEW COM   10,700.00   203,715.16   245,030.00
Corporate Stock — Common   KEYCORP NEW COM   1,215.00   24,347.58   27,823.50
Corporate Stock — Common   KEYSPAN CORP COM   3,600.00   124,914.30   119,268.00
Corporate Stock — Common   KEYSPAN CORP COM   423.44   11,671.20   14,028.50
Corporate Stock — Common   KEYSTONE AUTOMOTIVE INDS INC COM   2,900.00   39,309.50   45,559.00
Corporate Stock — Common   KIMBERLY-CLARK CORP COM   13,356.00   402,071.06   776,918.52
Corporate Stock — Common   KIMBERLY-CLARK CORP COM   261.64   16,023.04   15,219.77
Corporate Stock — Common   KINDER MORGAN INC COM STK   2,900.00   139,036.44   141,897.00
Corporate Stock — Common   KINDER MORGAN INC COM STK   184.00   8,915.31   9,003.12
Corporate Stock — Common   KING PHARMACEUTICALS INC COM   6,166.00   169,039.14   245,653.44
Corporate Stock — Common   KING PHARMACEUTICALS INC COM   7,622.00   158,797.12   303,660.48
Corporate Stock — Common   KING PHARMACEUTICALS INC COM   113.00   5,019.51   4,501.92
Corporate Stock — Common   KING PHARMACEUTICALS INC COM   15,823.00   559,543.42   630,388.32
Corporate Stock — Common   KINROSS GOLD CORP COM   5,000.00   3,540.63   3,500.00
Corporate Stock — Common   KIRBY CORP COM   2,200.00   55,421.08   57,860.00
Corporate Stock — Common   KLA-TENCOR CORP   930.00   37,381.20   46,713.90
Corporate Stock — Common   KLA-TENCOR CORP   4,600.00   177,577.77   231,058.00
Corporate Stock — Common   KLA-TENCOR CORP   8,450.00   354,855.34   424,443.50
Corporate Stock — Common   KNICKERBOCKER L L INC COM NEW   3,500.00   11,184.71   28.00
Corporate Stock — Common   KNIGHT TRADING GROUP INC COM   4,636.00   111,993.17   53,963.04
Corporate Stock — Common   KNIGHT TRANSN INC COM   3,600.00   63,900.00   100,080.00
Corporate Stock — Common   KNIGHT TRANSN INC COM   100.00   2,643.95   2,780.00
Corporate Stock — Common   KNIGHT-RIDDER INC COM STK   1,800.00   56,022.33   109,080.00
Corporate Stock — Common   KNIGHTSBRIDGE TANK LTD COM   300.00   7,333.72   4,902.00
Corporate Stock — Common   KNOT INC COM   100.00   1,367.45   42.00
Corporate Stock — Common   KOGER EQUITY INC COM   3,300.00   54,153.00   57,750.00
Corporate Stock — Common   KOHLS CORP COM   69,400.00   3,485,698.13   4,708,790.00
Corporate Stock — Common   KOHLS CORP COM   8,400.00   267,621.80   569,940.00
Corporate Stock — Common   KOPIN CORP COM   100.00   1,122.11   1,614.00
Corporate Stock — Common   KOREA THRUNET LTD A COM   21,200.00   79,826.70   32,012.00
Corporate Stock — Common   KRAFT FOODS INC CL A   1,000.00   30,219.95   33,120.00
Corporate Stock — Common   KRAFT FOODS INC CL A   25,600.00   791,405.87   847,872.00
Corporate Stock — Common   KRISPY KREME DOUGHNUTS INC COM STK ISIN#US5010141043   9,550.00   354,106.60   355,737.50
Corporate Stock — Common   KROGER CO COM   32,500.00   777,197.69   822,900.00
Corporate Stock — Common   KROGER CO COM   20,400.00   304,823.49   516,528.00
Corporate Stock — Common   KROGER CO COM   600.00   14,069.25   15,192.00
Corporate Stock — Common   KROLL INC COM   1,000.00   17,029.95   14,420.00
Corporate Stock — Common   KRONOS INC COM   4,050.00   156,900.00   174,555.00
Corporate Stock — Common   KULICKE & SOFFA INDS INC COM   1,630.00   26,307.88   25,607.30
Corporate Stock — Common   KULICKE & SOFFA INDS INC COM   6,600.00   113,624.28   103,686.00
Corporate Stock — Common   KUSHNER-LOCKE CO COM NEW   11,500.00   4,319.33   345.00
Corporate Stock — Common   L-3 COMMUNICATIONS HLDG CORP COM   6,700.00   452,798.45   558,646.00
Corporate Stock — Common   L-3 COMMUNICATIONS HLDG CORP COM   9.00   846.25   750.42
Corporate Stock — Common   LA JOLLA PHARMACEUTICAL CO COM   100.00   625.20   845.00
Corporate Stock — Common   LAB CORP AMER HLDGS COM NEW   5,360.00   383,826.39   412,184.00
Corporate Stock — Common   LABOR READY INC COM NEW   500.00   6,597.75   2,285.00
Corporate Stock — Common   LAFARGE N AMER INC   200.00   7,403.95   7,326.00
Corporate Stock — Common   LAM RESH CORP COM   17,900.00   512,463.15   392,368.00
Corporate Stock — Common   LANDAMERICA FINL GROUP INC COM   5,800.00   213,593.72   142,100.00
Corporate Stock — Common   LANDRYS RESTAURANTS INC   6,700.00   56,970.77   131,655.00

Corporate Stock — Common   LANDS END INC COM   4,200.00   121,498.44   192,990.00
Corporate Stock — Common   LANDS END INC COM   100.00   5,020.95   4,595.00
Corporate Stock — Common   LANDSTAR SYS INC COM   4,020.00   302,230.03   278,988.00
Corporate Stock — Common   LANOPTICS LTG ORD   465.00   15,179.10   2,896.95
Corporate Stock — Common   LANTRONIX INC COM ISIN US5165481046   21,400.00   171,569.97   123,050.00
Corporate Stock — Common   LASER VISION CTRS INC COM   2,358.00   17,379.39   5,588.46
Corporate Stock — Common   LASERSCOPE COM   2,000.00   4,591.25   3,540.00
Corporate Stock — Common   LASON HLDGS INC COM   290.00   2,535.40   29.00
Corporate Stock — Common   LCA-VISION INC COM NEW   6,133.00   40,029.87   5,151.72
Corporate Stock — Common   LEAP WIRELESS INTL INC COM   25,950.00   617,871.19   466,321.50
Corporate Stock — Common   LEAP WIRELESS INTL INC COM   212.00   7,120.78   3,809.64
Corporate Stock — Common   LEAR CORP COM STK PAR $0.01   8,700.00   200,680.92   311,025.00
Corporate Stock — Common   LEAR CORP COM STK PAR $0.01   34,100.00   1,151,130.88   1,219,075.00
Corporate Stock — Common   LEARN2 CORP COM   8,068.00   80,467.64   1,048.84
Corporate Stock — Common   LEGATO SYS INC COM   635.00   9,121.87   6,229.35
Corporate Stock — Common   LEGG MASON INC COM   13,940.00   630,823.41   658,665.00
Corporate Stock — Common   LEGG MASON INC COM   4,000.00   170,841.60   189,000.00
Corporate Stock — Common   LEGGETT & PLATT INC COM   4,900.00   108,074.73   106,036.00
Corporate Stock — Common   LEHMAN BROS HLDGS INC COM   6,200.00   210,429.28   410,130.00
Corporate Stock — Common   LEHMAN BROS HLDGS INC COM   830.67   55,393.93   54,948.56
Corporate Stock — Common   LEHMAN BROS HLDGS INC COM   2,500.00   189,314.00   165,375.00
Corporate Stock — Common   LENNAR CORP COM   12,100.00   402,089.62   450,120.00
Corporate Stock — Common   LENNAR CORP COM   150.00   5,699.95   5,580.00
Corporate Stock — Common   LERNOUT & HAUSPIE SPEECH PRODS NV COM STK   250.00   9,889.57   2.50
Corporate Stock — Common   LEVEL 3 COMMUNICATIONS INC COM STK   19,983.00   220,081.08   111,505.14
Corporate Stock — Common   LEVEL JUMP FINL GROUP INC FLA COM   1,000.00   1,998.65   65.00
Corporate Stock — Common   LEXICO RES INTL INC COM   51,000.00   26,165.62   4,590.00
Corporate Stock — Common   LEXICON GENETICS INC COMMON STOCK   7,200.00   86,684.40   72,360.00
Corporate Stock — Common   LEXMARK INTL INC NEW CL A   3,200.00   213,744.56   165,344.00
Corporate Stock — Common   LEXMARK INTL INC NEW CL A   33.00   2,200.22   1,705.11
Corporate Stock — Common   LIBERATE TECHNOLOGIES COM   5,360.00   48,254.14   49,044.00
Corporate Stock — Common   LIBERTY MEDIA CORP NEW COM SER A   87,972.00   1,259,088.64   1,156,831.80
Corporate Stock — Common   LIBERTY MEDIA CORP NEW COM SER A   145,400.00   2,605,081.80   1,912,010.00
Corporate Stock — Common   LIBERTY MEDIA CORP NEW COM SER A   70.00   1,194.75   920.50
Corporate Stock — Common   LIFEPOINT HOSPS INC COM ISIN US53219L1098   9,300.00   205,023.15   315,828.00
Corporate Stock — Common   LIGAND PHARMACEUTICALS INC CL B   200.00   3,562.41   3,304.00
Corporate Stock — Common   LIGHTBRIDGE INC COM   100.00   1,947.95   1,277.00
Corporate Stock — Common   LIGHTPATH TECHNOLOGIES INC CL A   56,873.00   887,701.58   204,742.80
Corporate Stock — Common   LINCARE HLDGS INC COM   810.00   24,124.23   24,073.20
Corporate Stock — Common   LINCARE HLDGS INC COM   23,500.00   453,060.59   698,420.00
Corporate Stock — Common   LINCOLN ELEC HLDGS INC COM   500.00   10,846.95   10,990.00
Corporate Stock — Common   LINCOLN NATL CORP COM   4,700.00   103,044.92   224,190.00
Corporate Stock — Common   LINCOLN NATL CORP COM   7,800.00   387,786.77   372,060.00
Corporate Stock — Common   LINEAR TECH CORP DEL   8,000.00   412,985.59   328,240.00
Corporate Stock — Common   LINEAR TECH CORP DEL   28,600.00   1,188,093.40   1,173,458.00
Corporate Stock — Common   LINEAR TECH CORP DEL   1,507.89   67,405.59   61,868.56
Corporate Stock — Common   LIONBRIDGE TECHNOLOGIES INC COM   286.00   10,708.79   517.66
Corporate Stock — Common   LIQUID AUDIO INC COM   300.00   3,252.65   711.00
Corporate Stock — Common   LIQUIDICS INC COM   5,000.00   1,699.50   1,050.00
Corporate Stock — Common   LIQUIDIX INC COM   700.00   1,909.90   1,890.00
Corporate Stock — Common   LITHIUM TECH CORP COM   66,350.00   75,293.60   3,649.25
Corporate Stock — Common   LIZ CLAIBORNE INC COM   1,300.00   43,302.02   64,974.00
Corporate Stock — Common   LNR PPTY CORP COM   5,600.00   154,441.00   160,160.00

Corporate Stock — Common   LNR PPTY CORP COM   100.05   3,443.75   2,861.29
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   803,585.00
Corporate Stock — Common   LOCKHEED MARTIN CORP COM   880.17   42,101.66   40,883.76
Corporate Stock — Common   LOCKHEED MARTIN CORP COM   10,980.00   285,211.29   510,021.00
Corporate Stock — Common   LOEWS CORP COM   21,000.00   937,739.47   1,193,430.00
Corporate Stock — Common   LOEWS CORP COM   5,000.00   175,225.67   284,150.00
Corporate Stock — Common   LONE STAR STEAKHOUSE SALOON COM   4,100.00   49,116.36   56,703.00
Corporate Stock — Common   LONGVIEW FIBRE CO COM   2,800.00   31,231.48   33,320.00
Corporate Stock — Common   LORAL SPACE & COMMUNICATIONS LTD COM STK   12,750.00   83,130.97   29,325.00
Corporate Stock — Common   LORUS THERAPEUTICS INC COM   5,000.00   23,245.15   4,050.00
Corporate Stock — Common   LOUISIANA-PACIFIC CORP COM   2,600.00   54,612.95   19,968.00
Corporate Stock — Common   LOUISIANA-PACIFIC CORP COM   39,900.00   474,788.82   306,432.00
Corporate Stock — Common   LOUISIANA-PACIFIC CORP COM   1,000.00   10,779.95   7,680.00
Corporate Stock — Common   LOWES COS INC COM   4,600.00   138,270.82   208,426.00
Corporate Stock — Common   LOWES COS INC COM   33,600.00   759,761.30   1,522,416.00
Corporate Stock — Common   LOWES COS INC COM   4,100.08   146,728.24   185,774.72
Corporate Stock — Common   LOWES COS INC COM   19,400.00   183,611.26   879,014.00
Corporate Stock — Common   LSI LOGIC CORP COM   9,100.00   184,899.74   147,875.00
Corporate Stock — Common   LSI LOGIC CORP COM   5,815.00   156,139.63   94,493.75
Corporate Stock — Common   LSI LOGIC CORP COM   11,800.00   189,788.84   191,750.00
Corporate Stock — Common   LTD INC COM   10,710.00   113,467.28   149,083.20
Corporate Stock — Common   LTV CORP NEW COM   200.00   2,585.27   8.20
Corporate Stock — Common   LTX CORP COM   19,470.00   257,114.71   414,516.30
Corporate Stock — Common   LTX CORP COM   1,500.00   28,205.21   31,935.00
Corporate Stock — Common   LUBRIZOL CORP COM   7,000.00   202,405.00   223,230.00
Corporate Stock — Common   LUBRIZOL CORP COM   19,200.00   616,506.54   612,288.00
Corporate Stock — Common   LUCENT TECHNOLOGIES INC COM STK   68,700.20   990,121.62   502,885.49
Corporate Stock — Common   LUCENT TECHNOLOGIES INC COM STK   85,751.00   1,647,287.46   627,697.32
Corporate Stock — Common   LUMENIS LTD COM   26,200.00   623,127.44   509,590.00
Corporate Stock — Common   LUMENIS LTD COM   65.00   1,633.75   1,264.25
Corporate Stock — Common   LUMENON INNOVATION LIGHTWAVE TECH INC COM COM STK   2,040.00   5,258.60   1,305.60
Corporate Stock — Common   LUMINANT WORLWIDE CORP COM   1,000.00   1,467.45   127.50
Corporate Stock — Common   M & T BK CORP COM   12,300.00   850,006.26   867,150.00
Corporate Stock — Common   M / I SCHOTTENSTEIN HOMES INC NEW COM   1,300.00   51,012.00   53,287.00
Corporate Stock — Common   M D C HLDGS INC COM   8,800.00   306,129.59   314,952.00
Corporate Stock — Common   M WAVE INC COM   1,000.00   12,488.39   4,100.00
Corporate Stock — Common   M-SYSTMES FLASH DISK PIONEER COM   200.00   2,454.95   2,000.00
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   2,960.00
Corporate Stock — Common   MACROMEDIA INC COM   25,200.00   437,388.25   559,440.00
Corporate Stock — Common   MACROMEDIA INC COM   136.00   5,521.21   3,019.20
Corporate Stock — Common   MACROMEDIA INC COM   7,860.00   142,523.64   174,492.00
Corporate Stock — Common   MACROVISION CORP COM   262.00   13,300.43   9,088.78
Corporate Stock — Common   MACROVISION CORP COM   13,190.00   573,700.37   457,561.10
Corporate Stock — Common   MADDEN STEVEN LTD COM   2,500.00   37,900.00   29,925.00
Corporate Stock — Common   MAF BANCORP INC COM   1,400.00   34,678.00   40,642.00
Corporate Stock — Common   MAGELLAN HLTH SVCS INC COM   8,900.00   111,917.50   93,895.00
Corporate Stock — Common   MAGELLAN HLTH SVCS INC COM   28,000.00   349,991.06   295,400.00
Corporate Stock — Common   MAI SYS CORP COM NEW   3,000.00   2,124.38   1,080.00
Corporate Stock — Common   MAIN STR BANCORP INC COM   1,000.00   8,529.95   15,150.00
Corporate Stock — Common   MAN SANG HLDGS INC COM NEW   800.00   3,629.95   720.00
Corporate Stock — Common   MANHATTAN ASSOCS INC COM   50.00   3,173.59   1,514.00
Corporate Stock — Common   MANOR CARE INC NEW COM STK   20,550.00   656,266.31   479,842.50
Corporate Stock — Common   MANOR CARE INC NEW COM STK   42,400.00   775,421.80   990,040.00
Corporate Stock — Common   MANOR CARE INC NEW COM STK   2,550.00   66,831.11   59,542.50

Corporate Stock — Common   MARKETING SVCS GROUP INC COM NEW   50.00   5,058.72   165.00
Corporate Stock — Common   MARRIOTT INTL INC NEW COM STK CL A   50.10   2,233.20   1,884.69
Corporate Stock — Common   MARRIOTT INTL INC NEW COM STK CL A   6,100.00   230,644.30   229,482.00
Corporate Stock — Common   MARSH & MC LENNAN CO'S INC   6,950.00   268,094.41   743,441.50
Corporate Stock — Common   MARSH & MC LENNAN CO'S INC   85.00   7,959.30   9,092.45
Corporate Stock — Common   MARTHA STEWART LIVING OMNIMEDIA INC CL ACOM STK   100.00   1,929.95   1,770.00
Corporate Stock — Common   MARVEL ENTERPRISES INC COM   2,000.00   3,810.00   7,220.00
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   24,190.00   403,711.77   762,952.60
Corporate Stock — Common   MARVELL TECH GROUP MARVELL TECH GROUP INC   5,300.00   162,742.90   167,162.00
Corporate Stock — Common   MASCO CORP COM   32,000.00   576,599.50   669,760.00
Corporate Stock — Common   MASCO CORP COM   11,600.00   234,944.24   242,788.00
Corporate Stock — Common   MASCO CORP COM   18,300.00   446,146.84   383,019.00
Corporate Stock — Common   MASCO CORP COM   100.00   2,417.31   2,093.00
Corporate Stock — Common   MASSEY ENERGY CORP COM   340.61   10,082.46   6,052.69
Corporate Stock — Common   MASSEY ENERGY CORP COM   6,100.00   119,944.40   108,397.00
Corporate Stock — Common   MATTEL INC COM   26,000.00   372,440.72   478,660.00
Corporate Stock — Common   MATTEL INC COM   10,888.00   223,705.37   200,448.08
Corporate Stock — Common   MATTEL INC COM   1,213.68   19,858.38   22,343.79
Corporate Stock — Common   MATTEL INC COM   28,900.00   525,142.27   532,049.00
Corporate Stock — Common   MAVERICK TUBE CORP COM   19,610.00   549,003.84   205,708.90
Corporate Stock — Common   MAVERICK TUBE CORP COM   300.00   3,179.95   3,147.00
Corporate Stock — Common   MAXIM INTEGRATED PRODS INC COM   26,900.00   1,349,767.25   1,474,389.00
Corporate Stock — Common   MAXIM INTEGRATED PRODS INC COM   2,130.00   107,714.70   116,745.30
Corporate Stock — Common   MAXIM INTEGRATED PRODS INC COM   8,200.00   496,949.20   449,442.00
Corporate Stock — Common   MAXIMUS INC COM   240.00   9,729.72   9,384.00
Corporate Stock — Common   MAXTOR CORP COM NEW   319.00   1,130.48   1,882.10
Corporate Stock — Common   MAY DEPT STORES CO COM   37,000.00   991,040.76   1,326,080.00
Corporate Stock — Common   MAY DEPT STORES CO COM   7,536.00   171,123.74   270,090.24
Corporate Stock — Common   MAYTAG CORP COM   1,900.00   40,841.88   54,967.00
Corporate Stock — Common   MBIA INC COM   2,850.00   91,131.98   145,150.50
Corporate Stock — Common   MBIA INC COM   3,700.00   137,567.11   188,441.00
Corporate Stock — Common   MBNA CORP COM   132,118.00   1,169,716.74   4,259,484.32
Corporate Stock — Common   MBNA CORP COM   21,425.00   229,608.79   690,742.00
Corporate Stock — Common   MBNA CORP COM   809.93   27,866.82   26,112.11
Corporate Stock — Common   MC CORMICK & CO INC COM NON-VTG   3,170.00   141,222.61   136,310.00
Corporate Stock — Common   MC DERMOTT INTL INC COM $1 PAR   1,500.00   32,972.48   16,905.00
Corporate Stock — Common   MC DONALDS CORP COM   8,600.00   234,009.27   230,824.00
Corporate Stock — Common   MC DONALDS CORP COM   32,600.00   540,867.75   874,984.00
Corporate Stock — Common   MC DONALDS CORP COM   3,137.48   96,695.16   84,209.83
Corporate Stock — Common   MCAFEE COM CORP CL A   1,500.00   31,590.00   35,715.00
Corporate Stock — Common   MCAFEE COM CORP CL A   100.00   1,444.67   2,381.00
Corporate Stock — Common   MCAFEE COM CORP CL A   6,300.00   132,448.05   150,003.00
Corporate Stock — Common   MCDATA CORP CL A   590.00   12,304.24   14,814.90
Corporate Stock — Common   MCDATA CORP CL B   5,400.00   102,513.60   136,080.00
Corporate Stock — Common   MCGRAW HILL COMPANIES INC COM   4,900.00   110,449.61   276,850.00
Corporate Stock — Common   MCKESSON CORP   1,030.00   26,591.68   38,388.10
Corporate Stock — Common   MCKESSON CORP   7,197.00   489,180.35   268,232.19
Corporate Stock — Common   MCLEODUSA INC   161.00   3,081.17   90.16
Corporate Stock — Common   MDSI MOBILE DATA SOLUTIONS INC COM   100.00   933.07   420.00
Corporate Stock — Common   MED DISCOVERIES INC COM   11,300.00   4,207.77   1,525.50
Corporate Stock — Common   MED RES INC COM NEW CHAPTER 11 PROCEEDINGS EFFECTIVE 2/26/01   666.00   30,722.54   2.66

Corporate Stock — Common   MEDAREX INC COM   495.00   17,832.20   11,503.80
Corporate Stock — Common   MEDIA ARTS GROUP INC COM   2,500.00   16,838.36   7,250.00
Corporate Stock — Common   MEDIABAY INC COM   5,500.00   8,158.80   2,530.00
Corporate Stock — Common   MEDICIS PHARMACEUTICAL CORP CL A NEW   100.00   5,448.00   5,910.00
Corporate Stock — Common   MEDICIS PHARMACEUTICAL CORP CL A NEW   14,600.00   783,658.88   862,860.00
Corporate Stock — Common   MEDIMMUNE INC COM   18,000.00   579,519.15   793,800.00
Corporate Stock — Common   MEDIMMUNE INC COM   1,045.00   48,889.93   46,084.50
Corporate Stock — Common   MEDIMMUNE INC COM   5,300.00   358,681.66   233,730.00
Corporate Stock — Common   MEDINEX SYS INC COM   1,000.00   5,309.90   360.00
Corporate Stock — Common   MEDIS TECHNOLOGIES LTD COM   4,071.00   81,868.76   29,718.30
Corporate Stock — Common   MEDIUM4 COM INC COM STK   1,000.00   5,573.93   190.00
Corporate Stock — Common   MEDQUIST INC COM   100.00   2,735.50   2,408.00
Corporate Stock — Common   MEDQUIST INC COM   1,600.00   37,048.00   38,528.00
Corporate Stock — Common   MEDTRONIC INC COM   30,400.00   527,012.01   1,437,312.00
Corporate Stock — Common   MEDTRONIC INC COM   2,611.33   115,131.95   123,463.45
Corporate Stock — Common   MELLON FINL CORP COM   14,600.00   632,602.39   545,894.00
Corporate Stock — Common   MELLON FINL CORP COM   12,000.00   168,915.00   448,680.00
Corporate Stock — Common   MENTOR CORP COM   100.00   2,867.95   2,831.00
Corporate Stock — Common   MENTOR CORP COM   3,600.00   113,510.75   101,916.00
Corporate Stock — Common   MENTOR GRAPHICS CORP COM   17,900.00   247,293.87   405,793.00
Corporate Stock — Common   MENTOR GRAPHICS CORP COM   500.00   8,717.45   11,335.00
Corporate Stock — Common   MERCK & CO INC COM   57,800.00   1,805,054.03   3,915,950.00
Corporate Stock — Common   MERCK & CO INC COM   4,190.30   295,556.55   283,892.49
Corporate Stock — Common   MERCK & CO INC COM   30,000.00   2,037,114.29   2,032,500.00
Corporate Stock — Common   MERCK & CO INC COM   18,700.00   1,358,162.50   1,266,925.00
Corporate Stock — Common   MERCK & CO INC COM   24,100.00   1,695,758.69   1,632,775.00
Corporate Stock — Common   MERCURY COMPUTER SYS INC COM   5,300.00   256,938.74   244,648.00
Corporate Stock — Common   MERCURY INTERACTIVE CORP COM   2,000.00   188,815.00   61,580.00
Corporate Stock — Common   MERCURY INTERACTIVE CORP COM   200.00   8,124.65   6,158.00
Corporate Stock — Common   MERCURY INTERACTIVE CORP COM   7,830.00   241,345.28   241,085.70
Corporate Stock — Common   MEREDITH CORP COM   1,300.00   16,816.36   44,330.00
Corporate Stock — Common   MERIDIAN RES CORP COM   8,040.00   39,285.20   26,934.00
Corporate Stock — Common   MERILUS INC COM   500.00   864.95   795.00
Corporate Stock — Common   MERIS LABS INC COM   1,500.00   1,184.40   1.50
Corporate Stock — Common   MERRILL LYNCH & CO INC COM   21,100.00   476,102.48   1,056,899.00
Corporate Stock — Common   MERRILL LYNCH & CO INC COM   404.40   23,478.74   20,256.45
Corporate Stock — Common   MESA AIR GROUP INC COM   3,800.00   41,610.00   26,410.00
Corporate Stock — Common   MESABA HLDGS INC COM   11,100.00   96,565.00   77,145.00
Corporate Stock — Common   METHANEX CORP COM STK   50,337.00   271,036.00   262,255.77
Corporate Stock — Common   METHANEX CORP COM STK   500.00   3,799.90   2,605.00
Corporate Stock — Common   METLIFE INC COM ISIN US59156R1086   18,900.00   680,475.60   518,427.00
Corporate Stock — Common   METLIFE INC COM ISIN US59156R1086   100.00   1,562.97   2,743.00
Corporate Stock — Common   METRICOM INC COM   15,593.00   115,652.57   1,715.23
Corporate Stock — Common   METRIS COS INC COM   200.24   4,444.61   4,154.98
Corporate Stock — Common   METROCALL INC COM   6,500.00   13,061.51   279.50
Corporate Stock — Common   METROMEDIA FIBER NETWORK INC CL A   18,780.00   59,426.07   10,516.80
Corporate Stock — Common   METROMEDIA INTL GROUP INC COM   500.00   2,795.44   510.00
Corporate Stock — Common   METTLER-TOLEDO INTL INC COM   200.00   9,129.95   9,854.00
Corporate Stock — Common   MFN FINL CORP COM   17.00   0   151.30
Corporate Stock — Common   MFN FINL CORP WT SER A EXP 03-23-02   20.00   0   0.20
Corporate Stock — Common   MFN FINL CORP WT SER C EXP 03-23-2004   20.00   0   1.60
Corporate Stock — Common   MGI PHARMA INC COM   1,910.00   20,921.07   26,453.50
Corporate Stock — Common   MGIC INVT CORP WIS COM   2,700.00   91,985.04   158,085.00
Corporate Stock — Common   MICHAELS STORES INC COM   430.00   11,333.90   12,921.50
Corporate Stock — Common   MICREL INC COM   10,510.00   334,436.72   307,522.60
Corporate Stock — Common   MICROCHIP TECH INC COM   8,130.00   251,536.17   293,574.30
Corporate Stock — Common   MICROCHIP TECH INC COM   289.00   10,147.60   10,435.79
Corporate Stock — Common   MICROMEM TECHNOLOGIES INC COM   795.00   11,163.03   1,423.05

Corporate Stock — Common   MICROMUSE INC COM   15,790.00   174,503.11   250,745.20
Corporate Stock — Common   MICROMUSE INC COM   868.00   15,928.73   13,783.84
Corporate Stock — Common   MICRON TECH INC COM   2,645.63   104,028.74   71,855.18
Corporate Stock — Common   MICRON TECH INC COM   15,000.00   352,757.39   407,400.00
Corporate Stock — Common   MICROS SYS INC COM   300.00   5,633.90   7,464.00
Corporate Stock — Common   MICROSEMI CORP COM   7,200.00   114,059.64   223,920.00
Corporate Stock — Common   MICROSEMI CORP COM   1,000.00   39,722.95   31,100.00
Corporate Stock — Common   MICROSEMI CORP COM   4,590.00   136,321.82   142,749.00
Corporate Stock — Common   MICROSOFT CORP COM   19,600.00   1,267,538.46   1,258,516.00
Corporate Stock — Common   MICROSOFT CORP COM   135,600.00   3,061,201.23   8,706,876.00
Corporate Stock — Common   MICROSOFT CORP COM   60,100.00   4,048,392.67   3,859,021.00
Corporate Stock — Common   MICROSOFT CORP COM   45,400.00   3,190,782.20   2,915,134.00
Corporate Stock — Common   MICROSOFT CORP COM   44,067.00   2,910,986.95   2,829,542.07
Corporate Stock — Common   MICROSTRATEGY INC CL A   1,500.00   13,056.58   5,160.00
Corporate Stock — Common   MICROTUNE INC DEL COM   16,450.00   310,809.30   348,740.00
Corporate Stock — Common   MICROTUNE INC DEL COM   8,440.00   154,040.94   178,928.00
Corporate Stock — Common   MICROVISION INC WASH COM   775.00   30,359.17   10,881.00
Corporate Stock — Common   MID ATLC MED SVCS INC COM   29,200.00   592,536.08   592,468.00
Corporate Stock — Common   MIDDLEBY CORP COM   1,000.00   6,316.15   5,580.00
Corporate Stock — Common   MIDLAND INC WT EXP 08-14-01   65,000.00   36,155.08   0
Corporate Stock — Common   MIDWAY GAMES INC COM   100.00   1,555.00   1,494.00
Corporate Stock — Common   MILESTONE SCIENTIFIC INC COM   1,665.00   7,334.33   1,015.65
Corporate Stock — Common   MILLENNIUM PHARMACEUTICALS INC COM   1,880.00   55,681.24   64,089.20
Corporate Stock — Common   MILLENNIUM PHARMACEUTICALS INC COM   16,630.00   449,736.63   566,916.70
Corporate Stock — Common   MILLER EXPL CO COM   4,000.00   6,266.05   3,640.00
Corporate Stock — Common   MILLIPORE CORP COM   1,200.00   29,224.02   71,640.00
Corporate Stock — Common   MIM CORP COM   500.00   4,984.95   6,075.00
Corporate Stock — Common   MINN MNG & MFG CO COM   10,000.00   584,874.29   1,145,800.00
Corporate Stock — Common   MINN MNG & MFG CO COM   515.64   48,756.74   59,082.26
Corporate Stock — Common   MIPS TECHNOLOGIES INC CL B COM   293.00   18,545.81   2,505.15
Corporate Stock — Common   MIRANT CORP COM   459.00   14,959.77   11,204.19
Corporate Stock — Common   MIRANT CORP COM   8,598.00   197,688.71   209,877.18
Corporate Stock — Common   MISONIX INC COM   400.00   3,211.51   3,596.00
Corporate Stock — Common   MISSION RES CORP COM   21,000.00   100,361.63   71,400.00
Corporate Stock — Common   MITCHAM INDS INC COM   5,100.00   50,996.14   24,225.00
Corporate Stock — Common   MODERN COMPUTER SYS INC COM   3,975.00   28,039.88   596.25
Corporate Stock — Common   MOHAWK INDS INC COM   100.00   4,832.95   4,586.00
Corporate Stock — Common   MOLEX INC COM   4,925.00   200,395.42   141,544.50
Corporate Stock — Common   MOMENTUM BUSINESS APPLICATIONS INC CL A   22.00   0   418.00
Corporate Stock — Common   MOODYS CORP COM   4,100.00   64,409.42   142,147.00
Corporate Stock — Common   MOOG INC CL A   1,500.00   36,015.00   31,020.00
Corporate Stock — Common   MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN #6174464486   28,044.00   502,839.41   1,556,442.00
Corporate Stock — Common   MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN #6174464486   1,050.00   62,921.79   58,275.00
Corporate Stock — Common   MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN #6174464486   12,300.00   717,347.03   682,650.00
Corporate Stock — Common   MOSSIMO INC COM   1,000.00   14,374.45   3,600.00
Corporate Stock — Common   MOTOROLA INC COM   55,360.00   789,659.74   921,190.40
Corporate Stock — Common   MOTOROLA INC COM   24,994.35   516,224.64   415,905.97
Corporate Stock — Common   MRV COMMUNICATIONS INC COM   900.00   16,937.26   4,284.90
Corporate Stock — Common   MSC INDL DIRECT INC CL A COM   15,700.00   272,566.98   288,095.00
Corporate Stock — Common   MSC SOFTWARE CORP COM   1,200.00   24,678.28   16,800.00
Corporate Stock — Common   MTI TECH CORP COM   100.00   4,079.95   193.00
Corporate Stock — Common   MULTILINK TECH CORP CL A   2,000.00   24,060.00   13,900.00
Corporate Stock — Common   MURPHY OIL CORP COM   9,010.00   649,594.98   647,909.10
Corporate Stock — Common   MURPHY OIL CORP COM   3,480.00   255,645.13   250,246.80
Corporate Stock — Common   MUT RISK MGMT LTD COM   200.00   3,133.73   1,800.00
Corporate Stock — Common   MYRIAD GENETICS INC COM   500.00   36,386.20   28,445.00
Corporate Stock — Common   MYTURN.COM COM   305.00   6,961.18   0.95
Corporate Stock — Common   N AMERN PALLADIUM LTD COM   1,125.00   7,672.37   4,376.25
Corporate Stock — Common   N V R INC COM   2,600.00   97,114.49   471,900.00

Corporate Stock — Common   N. FORK BANCORPORATION INC COM   400.00   8,666.51   12,116.00
Corporate Stock — Common   N. FORK BANCORPORATION INC COM   13,300.00   353,790.64   402,857.00
Corporate Stock — Common   N.W. AIRLS CORP CL A COM STK PAR $0.01   39,900.00   1,002,104.04   715,008.00
Corporate Stock — Common   N.W. AIRLS CORP CL A COM STK PAR $0.01   220.00   4,115.15   3,942.40
Corporate Stock — Common   NABORS IND INC COM   3,700.00   198,656.33   116,550.00
Corporate Stock — Common   NABORS IND INC COM   1,700.00   60,785.84   53,550.00
Corporate Stock — Common   NABORS IND INC COM   5,160.00   170,102.54   162,540.00
Corporate Stock — Common   NASDAQ 100 TR UNIT SER 1   57,657.00   2,435,058.90   2,286,100.05
Corporate Stock — Common   NASH FINCH CO COM   2,400.00   49,446.24   59,664.00
Corporate Stock — Common   NASH FINCH CO COM   611.00   12,979.26   15,189.46
Corporate Stock — Common   NAT ALTERNATIVES INTL INC COM NEW   9,815.00   42,637.15   17,176.25
Corporate Stock — Common   NAT HLTH TRENDS CORP COM NEW   7,000.00   519.95   237.30
Corporate Stock — Common   NATIONAL MED HEALTH CARD SYS INC COM NEW   1,751.00   12,290.02   16,494.42
Corporate Stock — Common   NATIONAL-OILWELL INC COM   27,000.00   460,349.13   451,980.00
Corporate Stock — Common   NATL COMM FINL CORP COM   20,540.00   522,729.35   492,960.00
Corporate Stock — Common   NATL CY CORP COM   15,100.00   370,847.60   422,800.00
Corporate Stock — Common   NATL INSTRS CORP COM   100.00   3,829.95   3,620.00
Corporate Stock — Common   NATL PROCESSING INC COM   11,220.00   297,079.20   325,380.00
Corporate Stock — Common   NATL PROCESSING INC COM   1,300.00   41,347.02   37,700.00
Corporate Stock — Common   NATL SEMICONDUCTOR CORP COM   4,400.00   98,079.50   132,572.00
Corporate Stock — Common   NATL SEMICONDUCTOR CORP COM   2,265.00   69,965.63   68,244.45
Corporate Stock — Common   NATL STL CORP CL B   2,100.00   7,707.41   2,478.00
Corporate Stock — Common   NAVARRE CORP COM   600.00   7,103.82   720.00
Corporate Stock — Common   NAVIDEC INC COM   155.00   1,718.74   78.28
Corporate Stock — Common   NAVISITE INC COM   76.00   1,148.68   29.62
Corporate Stock — Common   NAVISTAR INTL CORP NEW COM   1,500.00   34,355.05   54,885.00
Corporate Stock — Common   NBTY INC COM   8,000.00   82,318.32   92,960.00
Corporate Stock — Common   NBTY INC COM   400.00   5,549.95   4,648.00
Corporate Stock — Common   NCO GROUP INC COM   350.00   8,562.50   6,079.50
Corporate Stock — Common   NCO PORTFOLIO MGMT INC COM   41.00   324.48   264.45
Corporate Stock — Common   NCR CORP COM   15,000.00   497,918.41   576,450.00
Corporate Stock — Common   NCR CORP COM   2,400.00   92,317.51   92,232.00
Corporate Stock — Common   NCT GROUP INC COM   20,000.00   9,743.80   1,880.00
Corporate Stock — Common   NEON COMMUNICATIONS INC COM   200.00   891.24   860.00
Corporate Stock — Common   NEOPROBE CORP COM   1,100.00   3,922.45   489.50
Corporate Stock — Common   NEORX CORP COM PAR $0.02   24,840.00   285,749.38   127,926.00
Corporate Stock — Common   NEPTUNE SOC INC COM NEW   1,000.00   4,779.95   480.00
Corporate Stock — Common   NET PERCEPTIONS INC COM ISIN #US64107U1016   3,000.00   3,719.85   4,170.00
Corporate Stock — Common   NET VOICE TECHNOLOGIES CORP COM   870.00   1,460.40   47.85
Corporate Stock — Common   NET2000 COMMUNICATIONS INC COM   32.00   1,233.95   6.40
Corporate Stock — Common   NET2PHONE INC COM   173.00   5,051.97   942.85
Corporate Stock — Common   NETCRUISE COM INC COM   500.00   3,029.95   2.50
Corporate Stock — Common   NETEGRITY INC COM   24,720.00   685,278.17   406,644.00
Corporate Stock — Common   NETEGRITY INC COM   250.00   7,427.05   4,112.50
Corporate Stock — Common   NETEGRITY INC COM   10,700.00   419,325.22   176,015.00
Corporate Stock — Common   NETIQ CORP COM   16,720.00   530,407.84   565,303.20
Corporate Stock — Common   NETIQ CORP COM   5,610.00   167,484.69   189,674.10
Corporate Stock — Common   NETIQ CORP COM   10,700.00   337,161.83   361,767.00
Corporate Stock — Common   NETMANAGE INC COM   400.00   1,090.55   332.00
Corporate Stock — Common   NETSCOUT SYS INC COM   200.00   5,427.53   1,772.00
Corporate Stock — Common   NETWORK APPLIANCE INC DEL   4,267.00   64,366.98   65,839.81
Corporate Stock — Common   NETWORK APPLIANCE INC DEL   8,200.00   144,712.40   126,526.00
Corporate Stock — Common   NETWORK COMM INC COM NEW   32.00   6,445.25   5.44
Corporate Stock — Common   NETWORK EQUIP TECHNOLOGIES COM   1,000.00   2,964.95   3,100.00
Corporate Stock — Common   NETWORKS ASSOC INC COM STK   21,470.00   294,369.53   492,736.50

Corporate Stock — Common   NETWORKS ASSOC INC COM STK   410.00   6,397.87   9,409.50
Corporate Stock — Common   NEUBERGER BERMAN INC COM STK   3,535.00   160,249.20   139,915.30
Corporate Stock — Common   NEUROCRINE BIOSCIENCES INC COM   14,200.00   379,914.04   675,778.00
Corporate Stock — Common   NEUROCRINE BIOSCIENCES INC COM   2,400.00   111,910.80   114,216.00
Corporate Stock — Common   NEW FOCUS INC COM STK   300.00   4,852.91   1,212.00
Corporate Stock — Common   NEW FRONTIER MEDIA INC COM   300.00   1,216.79   702.00
Corporate Stock — Common   NEW GERMANY FD INC COM   939.92   13,034.10   5,686.51
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   225.70
Corporate Stock — Common   NEW YORK TIMES CO CL A ISIN #US6501111073   4,100.00   68,615.72   186,345.00
Corporate Stock — Common   NEWELL RUBBERMAID INC COM   6,693.00   181,520.37   171,675.45
Corporate Stock — Common   NEWMARK HOMES CORP COM   57.00   785.20   619.02
Corporate Stock — Common   NEWMONT MINING CORP NEW COM   5,051.00   151,860.30   99,353.17
Corporate Stock — Common   NEWMONT MINING CORP NEW COM   5,372.10   127,469.80   105,669.11
Corporate Stock — Common   NEWPARK RES INC COM PAR $0.01 NEW   4,500.00   90,439.27   31,455.00
Corporate Stock — Common   NEWPORT CORP COM   420.00   39,242.76   7,463.40
Corporate Stock — Common   NEXELL THERAPEUTICS INC COM NEW   1,125.00   30,032.96   2,328.75
Corporate Stock — Common   NEXT LEVEL COMMUNICATIONS INC COM STK   18.00   915.65   77.40
Corporate Stock — Common   NEXTEL COMMUNICATIONS INC CL A COM STK   19,300.00   442,716.34   206,703.00
Corporate Stock — Common   NEXTEL COMMUNICATIONS INC CL A COM STK   11,558.00   301,513.76   123,786.18
Corporate Stock — Common   NEXTEL COMMUNICATIONS INC CL A COM STK   22,680.00   195,424.52   242,902.80
Corporate Stock — Common   NEXTEL PARTNERS INC CL A   24,750.00   210,470.11   238,095.00
Corporate Stock — Common   NEXTEL PARTNERS INC CL A   300.00   9,585.88   2,886.00
Corporate Stock — Common   NEXUS TELOCATION SYS   100.00   948.66   217.00
Corporate Stock — Common   NICOR INC COM   1,100.00   26,969.37   42,867.00
Corporate Stock — Common   NIKE INC CL B COM   6,800.00   170,522.78   360,332.00
Corporate Stock — Common   NIKE INC CL B COM   500.00   20,545.35   26,495.00
Corporate Stock — Common   NISOURCE INC COM   5,329.00   100,099.87   111,376.10
Corporate Stock — Common   NISOURCE INC COM   41.41   630.24   865.45
Corporate Stock — Common   NOBEL LEARNING CMNTYS INC COM   200.00   3,017.92   1,372.00
Corporate Stock — Common   NOBLE DRILLING CORP COM   3,400.00   142,162.50   100,300.00
Corporate Stock — Common   NOBLE DRILLING CORP COM   1,083.00   24,558.20   31,948.50
Corporate Stock — Common   NORDIC AMER TANKER SHIPPING COM STK ISIN#BMG657731060   871.64   15,903.89   12,028.60
Corporate Stock — Common   NORDSTROM INC COM   38,000.00   688,350.91   719,340.00
Corporate Stock — Common   NORDSTROM INC COM   3,400.00   63,602.81   64,362.00
Corporate Stock — Common   NORDSTROM INC COM   600.00   13,142.39   11,358.00
Corporate Stock — Common   NORFOLK SOUTHN CORP COM   9,700.00   199,329.76   188,083.00
Corporate Stock — Common   NORFOLK SOUTHN CORP COM   41,400.00   814,483.83   802,746.00
Corporate Stock — Common   NORSAT INTL INC NEW COM COM STK   100.00   1,223.70   140.00
Corporate Stock — Common   NORTEL NETWORKS CORP NEW COM   15,521.00   247,745.42   121,063.80
Corporate Stock — Common   NORTEL NETWORKS CORP NEW COM   80,280.00   1,253,484.92   626,184.00
Corporate Stock — Common   NORTHN TR CORP COM   5,600.00   202,922.65   323,904.00
Corporate Stock — Common   NORTHROP GRUMMAN CORP (HLDG CO)   2,400.00   167,227.58   225,312.00
Corporate Stock — Common   NORTHROP GRUMMAN CORP (HLDG CO)   14,600.00   1,345,400.62   1,370,648.00
Corporate Stock — Common   NORTHROP GRUMMAN CORP (HLDG CO)   206.48   18,676.18   19,384.34
Corporate Stock — Common   NOVA CHEMICALS CORP COM   18,000.00   347,462.30   336,420.00
Corporate Stock — Common   NOVELL INC COM   9,100.00   161,512.87   38,766.00
Corporate Stock — Common   NOVELL INC COM   2,939.00   24,115.95   12,520.14

Corporate Stock — Common   NOVELLUS SYS INC COM   1,454.00   60,935.85   55,353.78
Corporate Stock — Common   NOVELLUS SYS INC COM   3,700.00   212,330.83   140,859.00
Corporate Stock — Common   NOVELLUS SYS INC COM   12,700.00   533,018.05   483,489.00
Corporate Stock — Common   NOVELLUS SYS INC COM   7,550.00   290,700.90   287,428.50
Corporate Stock — Common   NOVEN PHARMACEUTICALS INC COM   13,200.00   245,020.19   202,620.00
Corporate Stock — Common   NRG ENERGY INC COM STK   1,100.00   21,554.85   18,612.00
Corporate Stock — Common   NTN COMMUNICATIONS INC COM NEW   500.00   1,841.75   400.00
Corporate Stock — Common   NU HORIZONS ELECTRS CORP COM   375.00   6,458.39   3,375.00
Corporate Stock — Common   NUCLEAR SOLUTIONS INC COM   1,000.00   2,239.95   2,320.00
Corporate Stock — Common   NUCO2 INC COM   100.00   1,139.95   1,218.00
Corporate Stock — Common   NUCOR CORP COM   6,600.00   320,852.40   326,568.00
Corporate Stock — Common   NUCOR CORP COM   2,000.00   71,604.09   98,960.00
Corporate Stock — Common   NUCOR CORP COM   41.00   1,625.26   2,028.68
Corporate Stock — Common   NUTEK INC COM   250.00   234.00   28.75
Corporate Stock — Common   NUTRACEUTICAL INTL CORP COM   12,000.00   195,414.11   45,000.00
Corporate Stock — Common   NVIDIA CORP COM   3,500.00   187,565.00   191,240.00
Corporate Stock — Common   NVIDIA CORP COM   200.00   8,706.18   10,928.00
Corporate Stock — Common   NVIDIA CORP COM   5,950.00   240,085.99   325,108.00
Corporate Stock — Common   NY CMNTY BANCORP INC COM   21,600.00   565,747.04   494,640.00
Corporate Stock — Common   NYFIX INC COM   300.00   3,911.95   6,273.00
Corporate Stock — Common   OAK TECH INC COM   36,100.00   372,358.19   420,204.00
Corporate Stock — Common   OAKLEY INC COM   245.00   4,559.05   3,197.25
Corporate Stock — Common   OAKWOOD HOMES CORP COM NEW   100.00   12,826.52   445.00
Corporate Stock — Common   OCCIDENTAL PETE CORP COM   965.00   23,539.90   24,125.00
Corporate Stock — Common   OCCIDENTAL PETE CORP COM   9,300.00   216,593.15   232,500.00
Corporate Stock — Common   OCCIDENTAL PETE CORP COM   15,500.00   332,068.23   387,500.00
Corporate Stock — Common   OCCIDENTAL PETE CORP COM   52,800.00   1,270,431.23   1,320,000.00
Corporate Stock — Common   OCEAN ENERGY INC DELAWARE   55.12   912.15   976.64
Corporate Stock — Common   OCTUS INC COM STK   5,000.00   2,314.00   60.00
Corporate Stock — Common   OFFICE DEPOT INC COM   31,890.00   421,783.75   515,023.50
Corporate Stock — Common   OFFICE DEPOT INC COM   7,500.00   160,757.77   121,125.00
Corporate Stock — Common   OFFICE DEPOT INC COM   2,300.00   18,403.34   37,145.00
Corporate Stock — Common   OFFICEMAX INC COM   3,300.00   10,154.95   10,131.00
Corporate Stock — Common   OFFSHORE LOGISTICS INC COM   7,000.00   160,733.30   129,850.00
Corporate Stock — Common   OH CAS CORP COM   14,500.00   102,509.83   216,050.00
Corporate Stock — Common   OH CAS CORP COM   40,200.00   468,063.10   598,980.00
Corporate Stock — Common   OLD REP INTL CORP COM   37,700.00   795,209.74   1,012,245.00
Corporate Stock — Common   OLD REP INTL CORP COM   215.00   5,633.10   5,772.75
Corporate Stock — Common   OM GROUP INC   7,210.00   406,563.29   438,007.50
Corporate Stock — Common   OMI CORP NEW COM   14,360.00   56,766.15   44,516.00
Corporate Stock — Common   OMICRON TECHNOLOGIES INC COM   2,000.00   1,751.00   2.00
Corporate Stock — Common   OMNICARE INC COM   46,000.00   858,732.74   983,480.00
Corporate Stock — Common   OMNICOM GROUP INC COM   4,600.00   215,366.13   394,956.00
Corporate Stock — Common   OMNIVISION TECHNOLOGIES INC COM   3,000.00   18,689.95   18,150.00
Corporate Stock — Common   ON TECH CORP COM   500.00   2,967.45   1,000.00
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   21,146.40
Corporate Stock — Common   ONLINE PWR SUP INC COM   7,520.00   100,284.37   13,611.20
Corporate Stock — Common   ONTRACK DATA INTL INC COM   800.00   5,069.95   5,080.00
Corporate Stock — Common   ONYX PHARMACEUTICALS INC DEL COM   200.00   3,558.93   1,104.00
Corporate Stock — Common   OPENTV CORP OPENTV CORP ISIN NL0000470755   100.00   2,504.95   1,085.00
Corporate Stock — Common   OPENWAVE SYS INC COM   3,219.00   33,908.58   35,248.05
Corporate Stock — Common   OPTICAL COMMUNICATION PRODS INC CL A   50.00   779.95   185.00
Corporate Stock — Common   OPTIKA INC COM   2,000.00   7,997.40   2,100.00
Corporate Stock — Common   OPTIMAL ROBOTICS CORP CL A NEW   5,100.00   141,295.67   134,130.00
Corporate Stock — Common   ORACLE CORP COM   141,400.00   494,418.53   1,983,842.00
Corporate Stock — Common   ORACLE CORP COM   98,100.00   1,763,719.28   1,376,343.00
Corporate Stock — Common   ORACLE CORP COM   52,745.00   1,013,007.19   740,012.35

Corporate Stock — Common   ORASURE TECHNOLOGIES INC COM   21,200.00   209,909.46   204,792.00
Corporate Stock — Common   ORBITAL SCI CORP COM   600.00   8,144.38   2,346.00
Corporate Stock — Common   ORBITTRAVEL.COM CORP COM   33.00   8.22   0.07
Corporate Stock — Common   ORCHID BIOSCIENCES INC COM STK ISIN# US68571P1003   10,600.00   56,771.36   43,884.00
Corporate Stock — Common   ORCHID BIOSCIENCES INC COM STK ISIN# US68571P1003   5,000.00   22,564.95   20,700.00
Corporate Stock — Common   ORION PWR HLDGS INC COM   263.00   7,301.85   6,838.00
Corporate Stock — Common   ORTHODONTIC CTRS AMER INC COM   250.00   8,141.95   7,060.00
Corporate Stock — Common   OSI PHARMACEUTICALS INC COM   9,670.00   470,698.20   468,801.60
Corporate Stock — Common   OSI PHARMACEUTICALS INC COM   5,020.00   219,268.07   243,369.60
Corporate Stock — Common   OSI PHARMACEUTICALS INC COM   5,900.00   234,755.25   286,032.00
Corporate Stock — Common   OUTBACK STEAKHOUSE INC COM   70.00   1,915.58   2,178.40
Corporate Stock — Common   OUTLOOK GROUP CORP COM   400.00   2,354.95   1,880.00
Corporate Stock — Common   OVERSEAS SHIPHOLDING GROUP INC COM   5,900.00   165,194.69   128,030.00
Corporate Stock — Common   OVERTURE SVCS INC COM STK   16,430.00   316,365.28   419,786.50
Corporate Stock — Common   OVERTURE SVCS INC COM STK   8,790.00   147,330.08   224,584.50
Corporate Stock — Common   OWENS & MINOR INC NEW COM   10,600.00   151,477.18   199,280.00
Corporate Stock — Common   OWENS CORNING COM   26,410.00   124,501.16   44,104.70
Corporate Stock — Common   OXFORD HLTH PLANS INC COM   1,000.00   29,141.41   28,810.00
Corporate Stock — Common   P-COM INC COM   4,200.00   10,196.15   924.00
Corporate Stock — Common   PAC AEROSPACE & ELECTRONICS INC COM   24,700.00   61,270.75   2,593.50
Corporate Stock — Common   PAC CENTY FINL CORP COM   300.00   4,792.45   7,560.00
Corporate Stock — Common   PAC CENTY REGL DEV LTDORD NEW   4,000.00   3,225.98   1,256.00
Corporate Stock — Common   PAC GATEWAY EXCHANGE INC COM   2,400.00   45,934.50   9.60
Corporate Stock — Common   PAC MAGTRON INTL CORP COM   6,497.00   14,613.84   16,437.41
Corporate Stock — Common   PAC MINERALS INC COM   333.00   369.68   73.26
Corporate Stock — Common   PACCAR INC COM   1,910.00   47,047.01   116,242.60
Corporate Stock — Common   PACCAR INC COM   143.35   5,963.65   8,724.34
Corporate Stock — Common   PACIFIC CENTURY CYBERWORKS LTD   62,100.00   119,219.79   16,146.00
Corporate Stock — Common   PACIFICARE HLTH SYS INC DEL COM   8,600.00   167,887.64   150,930.00
Corporate Stock — Common   PACTIV CORP COM   24,210.00   357,792.93   423,675.00
Corporate Stock — Common   PACTIV CORP COM   725.00   10,947.50   12,687.50
Corporate Stock — Common   PACTIV CORP COM   4,019.00   121,200.65   70,332.50
Corporate Stock — Common   PALL CORP COM   3,133.00   59,571.60   72,121.66
Corporate Stock — Common   PALM INC COM STK ISIN# US6966421074   14,290.00   347,328.64   49,872.10
Corporate Stock — Common   PALM INC COM STK ISIN# US6966421074   10,704.00   38,918.13   37,356.96
Corporate Stock — Common   PAN AMERN SILVER CORP COM   5,300.00   18,692.90   18,550.00
Corporate Stock — Common   PANACO INC COM   16,200.00   31,337.16   18,954.00
Corporate Stock — Common   PANCANADIAN ENERGY CORP COM COM STK   16,621.00   189,693.37   425,497.60
Corporate Stock — Common   PANERA BREAD CO CL A   5,100.00   153,000.46   264,180.00
Corporate Stock — Common   PARAMETRIC TECH CORP COM   6,600.00   146,303.74   57,750.00
Corporate Stock — Common   PARAMETRIC TECH CORP COM   800.00   9,821.93   7,000.00
Corporate Stock — Common   PARKER DRILLING CO COM   54,200.00   331,758.66   166,394.00
Corporate Stock — Common   PARKER DRILLING CO COM   6,950.00   38,289.37   21,336.50
Corporate Stock — Common   PARKER-HANNIFIN CORP COM   200.00   6,954.95   8,210.00
Corporate Stock — Common   PARKER-HANNIFIN CORP COM   2,975.00   70,102.28   122,123.75
Corporate Stock — Common   PARLUX FRAGRANCES INC COM   2,500.00   5,700.00   4,125.00
Corporate Stock — Common   PATTERSON DENTAL CO COM   15,750.00   301,688.02   603,697.50
Corporate Stock — Common   PATTERSON DENTAL CO COM   5,900.00   211,327.61   226,147.00
Corporate Stock — Common   PATTERSON DENTAL CO COM   500.00   18,445.00   19,165.00
Corporate Stock — Common   PATTERSON-UTI ENERGY INC COM   3,000.00   73,851.41   60,750.00
Corporate Stock — Common   PATTERSON-UTI ENERGY INC COM   25,900.00   481,894.73   524,475.00
Corporate Stock — Common   PATTERSON-UTI ENERGY INC COM   19,700.00   318,021.27   398,925.00
Corporate Stock — Common   PAYCHEX INC COM   9,400.00   205,769.21   329,094.00
Corporate Stock — Common   PAYCHEX INC COM   517.29   21,587.89   18,110.39
Corporate Stock — Common   PC MALL INC COM   100.00   3,758.94   344.99

Corporate Stock — Common   PEAR TECHNOLOGIES INC COM   5,000.00   829.95   25.00
Corporate Stock — Common   PEC SOLUTIONS INC COM STK   1,200.00   26,127.48   43,188.00
Corporate Stock — Common   PEDIATRIX MED GROUP COM   7,600.00   234,485.84   267,140.00
Corporate Stock — Common   PEDIATRIX MED GROUP COM   17,500.00   459,167.46   615,125.00
Corporate Stock — Common   PEGASUS GOLD INC COM   17,500.00   26,538.74   87.50
Corporate Stock — Common   PEGASUS SOLUTIONS INC COM   4,000.00   45,609.48   52,200.00
Corporate Stock — Common   PEMSTAR INC COM   17,000.00   260,158.90   257,210.00
Corporate Stock — Common   PENN VA CORP COM   8,900.00   292,489.61   279,905.00
Corporate Stock — Common   PENNEY J.C CO INC COM   6,600.00   251,556.52   167,244.00
Corporate Stock — Common   PENNZOIL-QUAKER ST CO COM   38.51   500.06   500.62
Corporate Stock — Common   PEOPLES ENERGY CORP COM   900.00   24,550.78   34,578.00
Corporate Stock — Common   PEOPLESOFT INC COM   7,500.00   224,112.78   261,825.00
Corporate Stock — Common   PEOPLESOFT INC COM   4,723.00   151,850.96   164,879.93
Corporate Stock — Common   PEOPLESOFT INC COM   4,400.00   129,739.98   153,604.00
Corporate Stock — Common   PEP BOYS-MANNY MOE & JACK COM   13,000.00   67,730.00   215,800.00
Corporate Stock — Common   PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005   40.00   1,344.51   1,778.00
Corporate Stock — Common   PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005   3,700.00   163,743.50   164,465.00
Corporate Stock — Common   PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005   8,400.00   292,446.76   373,380.00
Corporate Stock — Common   PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005   3,350.00   133,556.51   148,907.50
Corporate Stock — Common   PEPSICO INC COM   44,490.00   882,771.48   2,163,548.70
Corporate Stock — Common   PEPSICO INC COM   522.09   24,243.28   25,389.38
Corporate Stock — Common   PEPSICO INC COM   20,460.00   881,262.08   994,969.80
Corporate Stock — Common   PEPSICO INC COM   11,500.00   550,437.35   559,245.00
Corporate Stock — Common   PEPSICO INC COM   30,400.00   1,377,398.16   1,478,352.00
Corporate Stock — Common   PER-SE TECHNOLOGIES INC COM NEW   166.00   2,247.64   1,449.18
Corporate Stock — Common   PEREGRINE PHARMACEUTICALS INC COM   9,600.00   26,372.94   19,488.00
Corporate Stock — Common   PEREGRINE SYS INC COM   19,720.00   447,765.76   306,646.00
Corporate Stock — Common   PEREGRINE SYS INC COM   36,300.00   698,854.38   564,465.00
Corporate Stock — Common   PEREGRINE SYS INC COM   1,886.00   40,387.48   29,327.30
Corporate Stock — Common   PEREGRINE SYS INC COM   17,550.00   371,710.59   272,902.50
Corporate Stock — Common   PERFORMANCE FOOD GROUP CO COM   15,270.00   365,271.93   519,180.00
Corporate Stock — Common   PERFORMANCE FOOD GROUP CO COM   8,100.00   166,491.29   275,400.00
Corporate Stock — Common   PERKINELMER INC COM   13,900.00   449,181.66   385,308.00
Corporate Stock — Common   PERKINELMER INC COM   3,100.00   48,046.21   85,932.00
Corporate Stock — Common   PERKINELMER INC COM   1,742.00   36,305.14   48,288.24
Corporate Stock — Common   PERLE SYS LTD COM   500.00   7,256.13   285.00
Corporate Stock — Common   PEROT SYS CORP CDT-CL A COM STK   10,200.00   159,507.29   187,170.00
Corporate Stock — Common   PERRIGO CO COM   17,900.00   207,014.04   223,213.00
Corporate Stock — Common   PERSISTENCE SOFTWARE INC COM ISIN US7153291080   700.00   13,210.16   616.00
Corporate Stock — Common   PERVASIVE SOFTWARE INC COM   1,200.00   4,437.69   2,880.00
Corporate Stock — Common   PETROQUEST ENERGY INC COM   400.00   651.41   2,388.00
Corporate Stock — Common   PETSMART INC COM   34,500.00   224,949.36   302,565.00
Corporate Stock — Common   PETSMART INC COM   500.00   2,667.34   4,385.00
Corporate Stock — Common   PFIZER INC COM   97,975.00   3,724,098.86   4,243,297.25
Corporate Stock — Common   PFIZER INC COM   159,000.00   1,765,417.38   6,886,290.00
Corporate Stock — Common   PFIZER INC COM   40,600.00   1,235,820.35   1,758,386.00
Corporate Stock — Common   PFIZER INC COM   44,700.00   1,561,928.86   1,935,957.00
Corporate Stock — Common   PFIZER INC COM   15,165.04   605,370.43   656,797.75
Corporate Stock — Common   PG& E CORP COM   9,700.00   256,249.68   177,510.00
Corporate Stock — Common   PG& E CORP COM   210.00   4,229.95   3,843.00
Corporate Stock — Common   PHARMACEUTICAL PROD DEV INC COM   16,200.00   399,005.46   390,744.00
Corporate Stock — Common   PHARMACEUTICAL PROD DEV INC COM   150.00   4,675.34   3,618.00
Corporate Stock — Common   PHARMACEUTICAL RES INC COM   100.00   3,697.20   3,450.00

Corporate Stock — Common   PHARMACIA CORP COM   24,100.00   721,851.55   1,070,040.00
Corporate Stock — Common   PHARMACIA CORP COM   32,795.00   858,643.84   1,456,098.00
Corporate Stock — Common   PHARMACIA CORP COM   520.07   21,185.65   23,090.93
Corporate Stock — Common   PHARMOS CORP COM NEW   1,000.00   5,044.57   2,270.00
Corporate Stock — Common   PHELPS DODGE CORP CAP   1,967.00   106,013.56   70,477.61
Corporate Stock — Common   PHILIP MORRIS COS INC COM   55,400.00   1,494,635.97   2,613,218.00
Corporate Stock — Common   PHILIP MORRIS COS INC COM   5,239.53   249,241.71   247,148.44
Corporate Stock — Common   PHILIP MORRIS COS INC COM   8,900.00   419,872.54   419,813.00
Corporate Stock — Common   PHILLIPS PETRO CO COM   9,600.00   316,252.64   534,048.00
Corporate Stock — Common   PHILLIPS PETRO CO COM   14,700.00   814,000.73   817,761.00
Corporate Stock — Common   PHILLIPS PETRO CO COM   1,762.07   94,106.19   98,024.12
Corporate Stock — Common   PHILLIPS PETRO CO COM   12,800.00   706,509.76   712,064.00
Corporate Stock — Common   PHILLIPS PETRO CO COM   29,000.00   1,421,693.16   1,613,270.00
Corporate Stock — Common   PHILLIPS VAN HEUSEN CORP COM   7,000.00   82,644.22   77,000.00
Corporate Stock — Common   PHOENIX COS INC NEW COM   18,660.00   325,107.25   295,947.60
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   1,380.00
Corporate Stock — Common   PHOTON DYNAMICS INC COM   250.00   7,421.18   9,782.50
Corporate Stock — Common   PHOTRONICS INC COM   15,800.00   342,161.90   419,648.00

Corporate Stock — Common   PHYCOR INC COM   700.00   513.00   23.10
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   0.08
Corporate Stock — Common   PILLAR RESOURCES I COM NPV   1,000.00   3,868.30   110.00
Corporate Stock — Common   PILOT NETWORK SVCS INC COM   1,100.00   15,269.92   16.50
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   2,042.40
Corporate Stock — Common   PINNACLE W. CAP CORP COM   2,100.00   79,648.17   87,675.00
Corporate Stock — Common   PIONEER NAT RES CO COM STK   41,700.00   640,227.04   698,475.00
Corporate Stock — Common   PITNEY BOWES INC COM   13,600.00   507,957.44   564,128.00
Corporate Stock — Common   PITNEY BOWES INC COM   6,200.00   138,652.25   257,176.00
Corporate Stock — Common   PITNEY BOWES INC COM   465.00   18,577.85   19,288.20
Corporate Stock — Common   PITNEY BOWES INC COM   32,000.00   1,296,000.56   1,327,360.00
Corporate Stock — Common   PITTSTON BRINKS GROUP COM   25,700.00   552,352.70   529,677.00
Corporate Stock — Common   PIXAR COM   1,150.00   41,603.85   40,963.00
Corporate Stock — Common   PIXELWORKS INC COM   17,400.00   191,700.82   296,670.00
Corporate Stock — Common   PIXELWORKS INC COM   200.00   2,606.23   3,410.00
Corporate Stock — Common   PIXELWORKS INC COM   24,600.00   378,958.14   419,430.00
Corporate Stock — Common   PIXTECH INC COM   1,000.00   7,209.95   360.30
Corporate Stock — Common   PIZZA INN INC NEW COM   2,500.00   8,572.50   4,275.00
Corporate Stock — Common   PK ELECTROCHEMICAL CORP COM   7,050.00   152,357.64   178,012.50
Corporate Stock — Common   PK PL ENTMT CORP COM   37,000.00   420,719.12   310,800.00
Corporate Stock — Common   PK PL ENTMT CORP COM   520.00   4,841.41   4,368.00
Corporate Stock — Common   PLACER DOME INC COM   1,700.00   17,853.21   18,547.00
Corporate Stock — Common   PLACER DOME INC COM   8,300.00   124,759.08   90,553.00
Corporate Stock — Common   PLAINS RES INC COM PAR $0.10   2,100.00   42,829.92   50,925.00
Corporate Stock — Common   PLAINS RES INC COM PAR $0.10   528.00   13,193.55   12,804.00
Corporate Stock — Common   PLANAR SYS INC   450.00   7,827.31   8,662.50
Corporate Stock — Common   PLANET ENTMT CORP COM   20,000.00   12,553.13   200.00
Corporate Stock — Common   PLANTRONICS INC NEW COM   345.00   16,571.61   8,431.80
Corporate Stock — Common   PLATO LEARNING INC COM STK   17,066.00   300,534.10   238,753.34
Corporate Stock — Common   PLC SYS INC COM   2,000.00   10,661.54   1,200.00
Corporate Stock — Common   PLEXUS CORP COM   15,660.00   376,158.74   472,149.00
Corporate Stock — Common   PLEXUS CORP COM   11,200.00   262,744.74   337,680.00
Corporate Stock — Common   PLIANT SYS INC COM   200.00   1,779.95   4.80
Corporate Stock — Common   PLUG PWR INC COM   730.00   18,477.17   6,314.50
Corporate Stock — Common   PLUM CREEK TIMBER CO INC COM   670.00   18,394.35   19,007.90
Corporate Stock — Common   PMC SIERRA INC COM   22,600.00   369,967.23   515,054.00
Corporate Stock — Common   PMC SIERRA INC COM   4,100.00   150,880.00   93,439.00
Corporate Stock — Common   PMC SIERRA INC COM   3,455.00   85,131.91   78,739.45
Corporate Stock — Common   PNC FINANCIAL SERVICES GROUP COM STK   7,300.00   235,686.12   423,035.00
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   180,922.50
Corporate Stock — Common   POLLUT RESH & CTL CORP CAL COM NEW   2,000.00   1,419.90   1,400.00
Corporate Stock — Common   POLYCOM INC COM   15,320.00   369,794.53   528,999.60
Corporate Stock — Common   POLYCOM INC COM   648.00   11,618.91   22,375.44
Corporate Stock — Common   POLYCOM INC COM   20,920.00   535,562.27   722,367.60
Corporate Stock — Common   POLYMEDICA INDS INC COM   291.00   4,467.26   6,693.00
Corporate Stock — Common   POPMAIL COM INC COM NEW   100.00   998.65   9.00
Corporate Stock — Common   POPULAR INC COM   6,600.00   211,443.00   189,222.00
Corporate Stock — Common   PORTAL SOFTWARE INC COM   12,797.00   50,310.36   24,314.30
Corporate Stock — Common   POTLATCH CORP COM   4,200.00   108,904.74   117,012.00
Corporate Stock — Common   POWER SPECTRA INC COM   20,000.00   7,774.93   20.00
Corporate Stock — Common   POWER-ONE INC COM   43,020.00   650,518.31   429,339.60
Corporate Stock — Common   POWER-ONE INC COM   1,780.00   20,706.10   17,764.40
Corporate Stock — Common   POWER-ONE INC COM   2,000.00   158,695.64   19,960.00
Corporate Stock — Common   POWERWAVE TECHNOLOGIES INC COM   18,090.00   248,061.63   304,816.50
Corporate Stock — Common   POWERWAVE TECHNOLOGIES INC COM   4,350.00   178,906.85   73,297.50

Corporate Stock — Common   POWERWAVE TECHNOLOGIES INC COM   8,880.00   123,268.27   149,628.00
Corporate Stock — Common   PPG IND INC COM   4,200.00   155,788.76   225,834.00
Corporate Stock — Common   PPL CORP COM ISIN US69351T1060   3,700.00   93,359.27   131,609.00
Corporate Stock — Common   PPL CORP COM ISIN US69351T1060   100.00   3,439.95   3,557.00
Corporate Stock — Common   PPL CORP COM ISIN US69351T1060   9,200.00   188,875.18   327,244.00
Corporate Stock — Common   PRACTICEWORKS INC COM   37.00   259.59   296.00
Corporate Stock — Common   PRANDIUM INC COM   5,000.00   15,050.34   35.00
Corporate Stock — Common   PRAXAIR INC COM   4,000.00   114,558.98   211,680.00
Corporate Stock — Common   PRAXAIR INC COM   32,900.00   1,713,266.66   1,741,068.00
Corporate Stock — Common   PRE PAID LEGAL SVCS INC COM   150.00   4,528.64   2,865.00
Corporate Stock — Common   PRECISE SOFTWARE SOLUTIONS LTD   5,400.00   88,898.81   104,490.00
Corporate Stock — Common   PRECISION CASTPARTS CORP COM   16,100.00   315,836.73   414,575.00
Corporate Stock — Common   PRECISION OPTICS INC MASS COM   300.00   3,779.95   225.00
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   710.37
Corporate Stock — Common   PRICE T ROWE GROUP INC COM   3,100.00   98,772.62   98,270.00
Corporate Stock — Common   PRICELINE COM INC COM   1,710.00   9,224.41   7,182.00
Corporate Stock — Common   PRIDE INTL INC DEL COM   8,700.00   206,083.20   111,360.00
Corporate Stock — Common   PRIDE INTL INC DEL COM   1,000.00   18,529.95   12,800.00
Corporate Stock — Common   PRIMA ENERGY CORP COM PAR $0.015   1,090.00   31,799.29   23,740.20
Corporate Stock — Common   PRIME HOSPITALITY CORP COM   9,500.00   81,799.75   95,380.00
Corporate Stock — Common   PRIMUS TELECOMMUNICATIONS GROUP INC COM   1,140.00   11,981.81   535.80
Corporate Stock — Common   PRIN FINL GROUP INC COM STK   11,140.00   206,090.00   255,663.00
Corporate Stock — Common   PRINS RECYCLING CORP COM   516.00   2,885.40   5.16
Corporate Stock — Common   PROBEX CORP COM NEW   1,000.00   4,831.00   850.00
Corporate Stock — Common   PROCTER & GAMBLE CO COM   32,668.00   1,219,982.91   2,530,463.28
Corporate Stock — Common   PROCTER & GAMBLE CO COM   20,300.00   1,440,572.90   1,572,438.00
Corporate Stock — Common   PROCTER & GAMBLE CO COM   2,813.81   186,860.02   217,957.95
Corporate Stock — Common   PROCTER & GAMBLE CO COM   30,400.00   2,053,710.14   2,354,784.00
Corporate Stock — Common   PROCTER & GAMBLE CO COM   17,700.00   1,159,739.75   1,371,042.00
Corporate Stock — Common   PROGRESS ENERGY INC COM   5,400.00   186,300.96   223,830.00
Corporate Stock — Common   PROGRESS SOFTWARE CORP COM   37,000.00   542,543.25   632,700.00
Corporate Stock — Common   PROGRESSIVE CORP OH COM   1,800.00   194,601.12   263,754.00
Corporate Stock — Common   PROGRESSIVE CORP OH COM   3,100.00   431,448.08   454,243.00
Corporate Stock — Common   PROTECTIVE LIFE CORP COM   10,900.00   348,047.42   306,508.00
Corporate Stock — Common   PROVANT INC COM   20,800.00   97,621.82   12,480.00
Corporate Stock — Common   PROVIDIAN FINL CORP COM   19,000.00   61,936.56   50,730.00
Corporate Stock — Common   PROVIDIAN FINL CORP COM   7,200.00   68,869.92   19,224.00
Corporate Stock — Common   PROXIM INC   400.00   3,029.95   4,400.00
Corporate Stock — Common   PROXYMED INC COM NEW   336.00   6,640.58   4,539.36
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   81,672.80
Corporate Stock — Common   PUB SERVICE ENTERPRISE GROUP INC COM   5,200.00   151,505.90   210,860.00
Corporate Stock — Common   PUB SERVICE ENTERPRISE GROUP INC COM   107.69   3,664.56   4,366.99
Corporate Stock — Common   PUB STORAGE INC DEPOS SH REPSTG 1/1000THCOM SER A   5.00   10.00   134.95
Corporate Stock — Common   PUGET ENERGY INC NEW COM   256.67   6,484.89   4,979.44
Corporate Stock — Common   PULTE HOMES INC COM   3,400.00   75,132.61   133,450.00
Corporate Stock — Common   PULTE HOMES INC COM   13.89   457.21   545.18
Corporate Stock — Common   PULTE HOMES INC COM   1,500.00   32,968.94   58,875.00
Corporate Stock — Common   PUMATECH INC   2,400.00   7,450.85   8,016.00
Corporate Stock — Common   PURADYN FILTER TECHNOLOGIES INC COM   1,000.00   4,129.95   3,330.00
Corporate Stock — Common   PURCHASEPRO COM INC COM STK   7,500.00   11,908.69   5,625.00
Corporate Stock — Common   PW EAGLE INC COM   1,000.00   22,029.95   4,150.00
Corporate Stock — Common   PYRAMID BREWERIES INC COM   100.00   394.24   225.00
Corporate Stock — Common   QAD INC COM   300.00   995.56   810.21
Corporate Stock — Common   QLOGIC CORP COM   10,200.00   196,662.60   504,390.00
Corporate Stock — Common   QLOGIC CORP COM   2,300.00   265,309.62   113,735.00

Corporate Stock — Common   QLOGIC CORP COM   3,230.00   143,647.69   159,723.50
Corporate Stock — Common   QLOGIC CORP COM   9,550.00   298,714.42   472,247.50
Corporate Stock — Common   QUADRAMED CORP COM   7,850.00   48,998.52   56,441.50
Corporate Stock — Common   QUALCOMM INC COM   6,400.00   340,389.78   375,808.00
Corporate Stock — Common   QUALCOMM INC COM   16,947.00   1,312,099.57   995,127.84
Corporate Stock — Common   QUALCOMM INC COM   19,100.00   987,787.19   1,121,552.00
Corporate Stock — Common   QUALCOMM INC COM   9,600.00   682,697.55   563,712.00
Corporate Stock — Common   QUALCOMM INC COM   16,200.00   941,262.67   951,264.00
Corporate Stock — Common   QUANTA SVCS INC COM   505.00   17,401.72   7,852.75
Corporate Stock — Common   QUEST DIAGNOSTICS INC COM   460.00   27,939.31   28,409.60
Corporate Stock — Common   QUEST DIAGNOSTICS INC COM   4,460.00   230,271.70   275,449.60
Corporate Stock — Common   QUICKLOGIC CORP CDT-COM STK   100.00   923.70   395.00
Corporate Stock — Common   QUINTILES TRANSNATIONAL CORP COM   2,900.00   63,047.55   47,995.00
Corporate Stock — Common   QUINTILES TRANSNATIONAL CORP COM   1,300.00   25,932.97   21,515.00
Corporate Stock — Common   QWEST COMMUNICATIONS INTL INC COM   4,901.46   161,256.86   58,327.39
Corporate Stock — Common   QWEST COMMUNICATIONS INTL INC COM   41,898.00   1,617,788.23   498,586.20
Corporate Stock — Common   R H DONNELLEY CORP COM NEW   4,800.00   147,024.00   134,160.00
Corporate Stock — Common   R H DONNELLEY CORP COM NEW   181.00   5,655.40   5,058.95
Corporate Stock — Common   R&G FINL CORP CL B   2,000.00   33,568.40   35,000.00
Corporate Stock — Common   RAD SOURCE TECHNOLOGIES INC COM NEW   5,000.00   2,832.50   2,400.00
Corporate Stock — Common   RADIAN GROUP INC COM   13,550.00   365,993.78   518,965.00
Corporate Stock — Common   RADIAN GROUP INC COM   200.00   8,616.95   7,660.00
Corporate Stock — Common   RADIANCE MED SYS INC COM   7,829.00   89,481.79   9,003.35
Corporate Stock — Common   RADIOSHACK CORP COM   4,712.00   57,827.95   136,459.52
Corporate Stock — Common   RAILAMERICA INC COM   2,800.00   31,934.00   36,400.00
Corporate Stock — Common   RAINDANCE COMMUNICATIONS INC COM   3,000.00   18,989.95   16,260.00
Corporate Stock — Common   RAIT INVT TR COM   200.00   3,409.95   3,402.00
Corporate Stock — Common   RAMBUS INC DEL COM   14,120.00   635,712.56   120,726.00
Corporate Stock — Common   RANGE RES CORP COM   4,150.00   13,233.50   17,388.50
Corporate Stock — Common   RATIONAL SOFTWARE CORP COM NEW   360.00   6,553.92   6,858.00
Corporate Stock — Common   RAYOVAC CORP COM   5,000.00   78,041.00   86,900.00
Corporate Stock — Common   RAYTHEON CO COM NEW   615.00   19,639.95   20,153.55
Corporate Stock — Common   RAYTHEON CO COM NEW   9,700.00   361,938.87   317,869.00
Corporate Stock — Common   RAZORFISH INC CL A COM STK   75.00   45.52   21.00
Corporate Stock — Common   RCN CORP COM   500.00   8,964.02   1,695.00
Corporate Stock — Common   READ-RITE CORP COM   650.00   2,916.84   4,355.00
Corporate Stock — Common   REALNETWORKS INC COM   1,820.00   71,058.83   11,975.60
Corporate Stock — Common   RECOTON CORP COM   150.00   2,976.61   2,010.00
Corporate Stock — Common   RED HAT INC COM   13,267.00   207,513.61   105,870.66
Corporate Stock — Common   REDBACK NETWORKS INC COM ISIN US7572091012   1,025.00   5,512.34   4,284.50
Corporate Stock — Common   REDHOOK ALE BREWERY INC COM   50,000.00   113,291.91   78,500.00
Corporate Stock — Common   REDOX TECH CORP COM STK   1,000.00   859.95   290.00
Corporate Stock — Common   REEBOK INTL COM   1,400.00   39,271.42   32,564.00
Corporate Stock — Common   REGENERATION TECHNOLOGIES INC DEL COM STK   300.00   2,429.95   3,153.00
Corporate Stock — Common   REGIONS FNCL CORP COM   5,700.00   194,425.74   163,989.00
Corporate Stock — Common   REGIONS FNCL CORP COM   22,600.00   655,078.06   650,202.00
Corporate Stock — Common   REGISTER COM INC COM   3,000.00   24,500.10   27,750.00
Corporate Stock — Common   REHABCARE GROUP INC COM   10,700.00   407,836.81   284,085.00
Corporate Stock — Common   RELIANT ENERGY INC COM   7,469.00   172,908.80   190,832.95
Corporate Stock — Common   RELIANT ENERGY INC COM   722.72   26,957.51   18,465.39
Corporate Stock — Common   RELIANT RES INC COM   43,600.00   803,542.45   709,372.00
Corporate Stock — Common   RENAISSANCE LEARNING INC COM   2,200.00   73,679.00   54,956.00
Corporate Stock — Common   RENAISSANCE LEARNING INC COM   50.00   1,861.42   1,249.00
Corporate Stock — Common   RENAL CARE GROUP INC COM   10,900.00   334,734.37   349,454.00
Corporate Stock — Common   REP BANCORP INC COM   21,703.00   291,312.15   294,509.71
Corporate Stock — Common   REP BANCORP INC COM   77.33   963.39   1,049.31

Corporate Stock — Common   REPTRON ELECTRS INC COM   500.00   7,217.45   1,505.00
Corporate Stock — Common   RES CONNECTION INC COM   100.00   2,928.95   2,166.00
Corporate Stock — Common   RESMED INC COM   3,300.00   174,818.99   193,050.00
Corporate Stock — Common   RESPIRONICS INC COM   7,700.00   204,458.10   243,243.00
Corporate Stock — Common   RESPIRONICS INC COM   13,300.00   422,040.76   420,147.00
Corporate Stock — Common   REYNOLDS R J TOB HLDGS INC COM   627.46   36,373.36   35,997.49
Corporate Stock — Common   RF MICRO DEVICES INC COM   840.00   17,102.40   20,370.00
Corporate Stock — Common   RF MICRO DEVICES INC COM   10,460.00   227,966.21   253,655.00
Corporate Stock — Common   RHEOMETRIC SCIENTIFIC INC COM   1,500.00   21,006.33   2,805.00
Corporate Stock — Common   RHYTHMS NETCONNECTIONS INC COM   1,250.00   2,439.37   8.75
Corporate Stock — Common   RIBOZYME PHARMACEUTICALS INC COM   500.00   4,031.90   2,120.00
Corporate Stock — Common   RICHARDSON ELECTRS LTD COM   500.00   7,247.85   5,975.00
Corporate Stock — Common   RITE AID CORP COM   42,606.00   290,902.09   199,822.14
Corporate Stock — Common   RIVERSTONE NETWORKS INC COM   1,093.00   15,613.18   17,138.24
Corporate Stock — Common   RIVERSTONE NETWORKS INC COM   34,400.00   325,116.61   539,392.00
Corporate Stock — Common   ROADWAY CORPORATION   1,800.00   47,853.00   53,496.00
Corporate Stock — Common   ROBERT HALF INTL INC COM   4,500.00   145,645.65   121,275.00
Corporate Stock — Common   ROBERT HALF INTL INC COM   335.00   8,461.50   9,028.25
Corporate Stock — Common   ROBERT HALF INTL INC COM   10,220.00   233,068.81   275,429.00
Corporate Stock — Common   ROCKWELL COLLINS INC COM   4,600.00   73,073.49   77,372.00
Corporate Stock — Common   ROCKWELL COLLINS INC COM   0   0   0
Corporate Stock — Common   ROCKWELL INTL CORP NEW COM   4,600.00   45,410.55   75,900.00
Corporate Stock — Common   ROCKWELL INTL CORP NEW COM   738.00   11,511.96   12,177.00
Corporate Stock — Common   ROGERS WIRELESS COMMUNICATIONS INC CL B NON VTG   50.00   1,718.19   682.50
Corporate Stock — Common   ROHM & HAAS CO COM   22,000.00   621,542.75   781,000.00
Corporate Stock — Common   ROHM & HAAS CO COM   5,585.00   145,041.33   198,267.50
Corporate Stock — Common   ROHN INDS INC COM   1,000.00   3,029.95   1,810.00
Corporate Stock — Common   ROPER INDS INC NEW COM   200.75   7,871.98   8,431.42
Corporate Stock — Common   ROPER INDS INC NEW COM   4,900.00   195,987.75   205,800.00
Corporate Stock — Common   ROSLYN BANCORP INC COM   17,550.00   242,205.97   308,529.00
Corporate Stock — Common   ROSS STORES INC COM   3,700.00   92,903.77   104,377.00
Corporate Stock — Common   ROUGE INDS INC DEL CL A   500.00   7,302.64   495.00
Corporate Stock — Common   ROWAN COMPANIES INC COM   2,400.00   28,265.82   39,216.00
Corporate Stock — Common   ROWAN COMPANIES INC COM   2,800.00   54,445.64   45,752.00
Corporate Stock — Common   ROXIO INC COM   16,185.00   225,203.55   234,358.80
Corporate Stock — Common   ROXIO INC COM   98.00   3,162.21   1,419.04
Corporate Stock — Common   ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR   65.00   3,654.94   3,142.10
Corporate Stock — Common   ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR   54,000.00   1,593,870.80   2,610,360.00
Corporate Stock — Common   ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH   250.00   6,548.90   3,937.50
Corporate Stock — Common   ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH   32,600.00   506,812.27   513,450.00
Corporate Stock — Common   ROYAL OAK MINES INC COM   68,200.00   138,140.73   545.60
Corporate Stock — Common   ROYCE VALUE TR INC COM   3,472.99   51,108.72   53,796.55
Corporate Stock — Common   RPM INC COM   19,800.00   168,894.00   273,636.00
Corporate Stock — Common   RPM INC COM   2,411.19   24,088.00   33,322.62
Corporate Stock — Common   RSA SEC INC COM COM USD0.01   1,040.00   27,790.22   16,380.00
Corporate Stock — Common   RSA SEC INC COM COM USD0.01   16,230.00   181,922.56   255,622.50
Corporate Stock — Common   RT MGMT CONSULTANTS INC COM   300.00   5,925.92   5,712.00
Corporate Stock — Common   RTW INC COM   2,000.00   2,599.90   5,080.00
Corporate Stock — Common   RUBY TUESDAY INC COM   20,000.00   208,625.06   390,000.00
Corporate Stock — Common   RYANS FAMILY STEAK HSES INC COM   6,700.00   65,729.66   133,330.00
Corporate Stock — Common   RYDER SYS INC COM   24,400.00   397,085.06   500,200.00
Corporate Stock — Common   RYDER SYS INC COM   1,500.00   38,524.33   30,750.00
Corporate Stock — Common   RYLAND GROUP INC COM   7,600.00   299,076.84   456,380.00
Corporate Stock — Common   S JERSEY INDS INC COM   500.00   14,944.50   16,850.00
Corporate Stock — Common   S W BANCORPORATION TEX INC COM   7,860.00   270,519.21   214,185.00

Corporate Stock — Common   S W GAS CORP COM   206.12   4,546.52   4,246.11
Corporate Stock — Common   S.W. AIRL CO COM   41,222.89   636,790.21   772,929.26
Corporate Stock — Common   S.W. AIRL CO COM   19,193.00   126,328.32   359,868.75
Corporate Stock — Common   SABA SOFTWARE INC COM ISIN US789321051   2,000.00   44,060.00   11,500.00
Corporate Stock — Common   SABRE HLDGS CORP   367.00   8,883.65   12,731.23
Corporate Stock — Common   SABRE HLDGS CORP   3,362.00   110,933.52   116,627.78
Corporate Stock — Common   SAFECO CORP COM   4,400.00   96,508.54   141,504.00
Corporate Stock — Common   SAFECO CORP COM   3,200.00   96,479.23   102,912.00
Corporate Stock — Common   SAFEGUARD SCIENTIFICS INC COM   2,750.00   12,125.31   11,522.50
Corporate Stock — Common   SAFEWAY INC COM NEW   10,700.00   528,793.95   476,792.00
Corporate Stock — Common   SAFEWAY INC COM NEW   12,700.00   687,337.89   565,912.00
Corporate Stock — Common   SAFEWAY INC COM NEW   300.00   12,894.89   13,368.00
Corporate Stock — Common   SAGENT TECH INC OC-COM ISIN US7866931014   1,000.00   9,957.45   860.00
Corporate Stock — Common   SAKS INC COM   30,600.00   377,274.50   250,920.00
Corporate Stock — Common   SALTON INC COM   150.00   5,923.44   2,529.00
Corporate Stock — Common   SAMSONITE CORP NEW COM   1,000.00   6,048.70   1,500.00
Corporate Stock — Common   SANDISK CORP COM   720.00   31,338.83   10,216.80
Corporate Stock — Common   SANGSTAT MED CORP COM   15,600.00   240,857.42   309,036.00
Corporate Stock — Common   SANGSTAT MED CORP COM   395.00   7,793.55   7,824.95
Corporate Stock — Common   SANGSTAT MED CORP COM   20,500.00   242,443.51   406,105.00
Corporate Stock — Common   SANMINA-SCI CORP FORMERLY SANMINA HLDGS COM COM   2,600.00   63,447.51   55,640.00
Corporate Stock — Common   SANMINA-SCI CORP FORMERLY SANMINA HLDGS COM COM   8,100.00   332,001.84   173,340.00
Corporate Stock — Common   SANMINA-SCI CORP FORMERLY SANMINA HLDGS COM COM   22,130.00   377,680.80   473,582.00
Corporate Stock — Common   SAPIENS INTL CORP NV SHS COM   500.00   6,717.45   450.00
Corporate Stock — Common   SAPIENT CORP COM   3,200.00   151,202.52   20,096.00
Corporate Stock — Common   SAPIENT CORP COM   100.00   2,243.23   628.00
Corporate Stock — Common   SARA LEE CORP COM   19,800.00   279,242.60   433,224.00
Corporate Stock — Common   SARA LEE CORP COM   240.00   4,806.75   5,251.20
Corporate Stock — Common   SAVE WORLD AIR INC COM   100.00   129.95   81.00
Corporate Stock — Common   SBC COMMUNICATIONS INC COM   1,580.99   67,989.53   59,097.44
Corporate Stock — Common   SBC COMMUNICATIONS INC COM   84,825.00   1,809,927.91   3,170,758.50
Corporate Stock — Common   SBC COMMUNICATIONS INC COM   17,400.00   965,015.83   650,412.00
Corporate Stock — Common   SBS TECHNOLOGIES INC COM   1,000.00   17,248.70   12,490.00
Corporate Stock — Common   SCAN OPTICS INC COM   1,000.00   2,967.45   250.00
Corporate Stock — Common   SCANTEK MED INC COM   1,100.00   2,364.58   46.75
Corporate Stock — Common   SCHEIN HENRY INC COM   7,210.00   262,984.44   289,842.00
Corporate Stock — Common   SCHERING-PLOUGH CORP COM   26,000.00   1,043,651.09   928,980.00
Corporate Stock — Common   SCHERING-PLOUGH CORP COM   36,900.00   499,196.97   1,318,437.00
Corporate Stock — Common   SCHERING-PLOUGH CORP COM   22,700.00   1,142,359.01   811,071.00
Corporate Stock — Common   SCHERING-PLOUGH CORP COM   18,900.00   708,989.51   675,297.00
Corporate Stock — Common   SCHERING-PLOUGH CORP COM   2,055.39   85,891.86   73,439.19
Corporate Stock — Common   SCHLOTZSKYS INC COM   550.00   10,394.53   3,245.00
Corporate Stock — Common   SCHLUMBERGER LTD COM ISIN AN8068571086   765.74   47,808.73   36,763.13
Corporate Stock — Common   SCHLUMBERGER LTD COM ISIN AN8068571086   14,400.00   519,881.04   691,344.00
Corporate Stock — Common   SCHOOL SPECIALTY INC WI COM   18,500.00   497,424.74   465,275.00
Corporate Stock — Common   SCHULER HOMES INC CL A   100.00   1,619.95   1,816.00
Corporate Stock — Common   SCHWAB CHARLES CORP COM NEW   34,950.00   370,245.78   501,882.00
Corporate Stock — Common   SCHWAB CHARLES CORP COM NEW   7,867.40   166,900.15   112,975.79
Corporate Stock — Common   SCI DYNAMICS CORP COM   2,000.00   20,934.90   200.00
Corporate Stock — Common   SCIENT INC COM   1,000.00   2,686.15   440.00
Corporate Stock — Common   SCIENTIFIC-ATLANTA INC COM   4,100.00   34,309.29   110,249.00
Corporate Stock — Common   SCIENTIFIC-ATLANTA INC COM   1,250.64   42,902.45   33,629.58
Corporate Stock — Common   SCIENTIFIC-ATLANTA INC COM   10,040.00   205,306.96   269,975.60
Corporate Stock — Common   SCIOS INC COM   1,000.00   19,760.27   27,420.00
Corporate Stock — Common   SCOTTS CO CL A   6,700.00   290,944.83   293,527.00
Corporate Stock — Common   SCOTTSDALE TECHNOLOGIES INC COM   3,500.00   2,402.35   875.00
Corporate Stock — Common   SEA CONTAINERS LTD CL A   5,800.00   51,379.70   61,480.00

Corporate Stock — Common   SEACHANGE INTL INC COM   14,780.00   361,261.02   438,374.80
Corporate Stock — Common   SEALED AIR CORP NEW COM STK   2,115.00   97,984.45   97,078.50
Corporate Stock — Common   SEALED AIR CORP NEW COM STK   5,120.00   205,600.17   235,008.00
Corporate Stock — Common   SEARS ROEBUCK & CO COM   8,300.00   264,988.96   377,733.00
Corporate Stock — Common   SEARS ROEBUCK & CO COM   1,010.87   32,537.84   46,004.51
Corporate Stock — Common   SEAVIEW UNDERWATER RESH INC COM   2,000.00   4,997.40   1,100.00
Corporate Stock — Common   SEC CAP GROUP INC CL B   13,500.00   258,018.75   286,875.00
Corporate Stock — Common   SECURE COMPUTING CORP COM   100.00   788.89   2,174.00
Corporate Stock — Common   SECURE COMPUTING CORP COM   19,500.00   374,307.02   423,930.00
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   3,800.00
Corporate Stock — Common   SEI INVTS CO COM   13,120.00   485,975.66   531,360.00
Corporate Stock — Common   SEI INVTS CO COM   1,346.18   23,487.57   54,520.33
Corporate Stock — Common   SEI INVTS CO COM   6,170.00   246,349.97   249,885.00
Corporate Stock — Common   SEITEL INC COM NEW   12,900.00   205,178.97   151,446.00
Corporate Stock — Common   SEITEL INC COM NEW   950.00   14,036.85   11,153.00
Corporate Stock — Common   SELECTIVE INS GROUP INC COM   27,900.00   696,730.94   647,838.00
Corporate Stock — Common   SEMITOOL INC COM   400.00   4,429.95   4,604.00
Corporate Stock — Common   SEMOTUS SOLUTIONS INC COM   500.00   3,686.20   405.00
Corporate Stock — Common   SEMPRA ENERGY INC COM STK   5,324.00   127,058.21   123,303.84
Corporate Stock — Common   SEMPRA ENERGY INC COM STK   20,500.00   505,803.43   474,780.00
Corporate Stock — Common   SEMPRA ENERGY INC COM STK   1,457.92   27,825.64   33,765.47
Corporate Stock — Common   SEMTECH CORP   8,930.00   247,346.47   343,983.60
Corporate Stock — Common   SERENA SOFTWARE INC COM   7,600.00   74,712.56   178,296.00
Corporate Stock — Common   SERENA SOFTWARE INC COM   2,700.00   62,117.35   63,342.00
Corporate Stock — Common   SERVICE CORP INTL COM   45,800.00   257,219.20   268,846.00
Corporate Stock — Common   SERVICE CORP INTL COM   400.00   2,645.95   2,348.00
Corporate Stock — Common   SERVICEMASTER CO COM   4,362.45   72,532.70   53,265.54
Corporate Stock — Common   SEVEN SEAS PETROLEUM INC CAYMAN ISLANDS   100.00   259.67   196.00
Corporate Stock — Common   SEYCHELLE ENVIRONMENTAL TECHNOLOGIES INCCOM STK   1,000.00   967.45   300.00
Corporate Stock — Common   SHAW GROUP INC COM   820.00   26,615.64   22,049.80
Corporate Stock — Common   SHAW GROUP INC COM   3,800.00   211,455.18   102,182.00
Corporate Stock — Common   SHELLS SEAFOOD RESTAURANTS INC COM   3,100.00   13,341.19   527.00
Corporate Stock — Common   SHERWIN-WILLIAMS CO COM   4,000.00   67,584.40   111,960.00
Corporate Stock — Common   SICOR INC COM   40,900.00   762,258.64   690,392.00
Corporate Stock — Common   SICOR INC COM   650.00   13,613.55   10,972.00
Corporate Stock — Common   SIDEWARE SYS INC COM   1,300.00   9,274.12   234.00
Corporate Stock — Common   SIEBEL SYS INC COM   11,400.00   748,753.06   254,790.00
Corporate Stock — Common   SIEBEL SYS INC COM   22,200.00   917,035.57   496,170.00
Corporate Stock — Common   SIEBEL SYS INC COM   9,626.00   309,883.11   215,141.10
Corporate Stock — Common   SIERRA HLTH SVCS INC COM   5,400.00   38,440.44   48,330.00
Corporate Stock — Common   SIGMA-ALDRICH CORP COM   1,900.00   42,412.02   81,244.00
Corporate Stock — Common   SIGMA-ALDRICH CORP COM   50.00   2,476.95   2,138.00
Corporate Stock — Common   SILICON GRAPHICS INC COM   40,400.00   79,331.62   86,456.00
Corporate Stock — Common   SILICON GRAPHICS INC COM   1,992.00   10,455.26   4,262.88
Corporate Stock — Common   SILICON IMAGE INC COM STK   1,000.00   25,933.86   4,220.00
Corporate Stock — Common   SILICON STORAGE TECH INC COM   655.00   9,522.76   8,076.15
Corporate Stock — Common   SILICON VAL BANCSHARES COM N.P   150.00   3,277.45   3,784.50
Corporate Stock — Common   SILICONIX INC COM NEW   150.00   10,911.66   3,882.00
Corporate Stock — Common   SILVER STD RES INC COM   12,000.00   17,922.85   24,720.00
Corporate Stock — Common   SIRIUS SATELLITE RADIO INC COM   100.00   1,347.48   704.00
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   610.00   15,628.80   8,082.50
Corporate Stock — Common   SKYWEST INC COM   14,660.00   426,682.64   341,724.60
Corporate Stock — Common   SKYWEST INC COM   11,700.00   329,192.49   272,727.00
Corporate Stock — Common   SKYWEST INC COM   22,500.00   441,779.57   524,475.00
Corporate Stock — Common   SKYWEST INC COM   2,929.06   57,703.23   68,276.37
Corporate Stock — Common   SKYWEST INC COM   19,200.00   387,885.27   447,552.00
Corporate Stock — Common   SLI INC COM   1,350.00   4,759.85   4,387.50

Corporate Stock — Common   SMURFIT-STONE CONTAINER CORP COM   36,700.00   468,423.03   590,503.00
Corporate Stock — Common   SNAP-ON INC COM   1,500.00   40,935.46   46,950.00
Corporate Stock — Common   SOLA INTL INC COM   4,000.00   48,944.00   72,080.00
Corporate Stock — Common   SOLA INTL INC COM   11,100.00   185,038.11   200,022.00
Corporate Stock — Common   SOLECTRON CORP COM   2,870.00   65,800.50   42,189.00
Corporate Stock — Common   SOLECTRON CORP COM   16,500.00   440,458.59   242,550.00
Corporate Stock — Common   SOLECTRON CORP COM   43,900.00   1,855,725.69   645,330.00
Corporate Stock — Common   SONERA CORP RT EXP 11/21/01   300.00   0   354.00
Corporate Stock — Common   SONERA GROUP PLC SPONSORED ADR   300.00   18,385.95   1,638.00
Corporate Stock — Common   SONIC AUTOMOTIVE INC CL A   12,600.00   149,053.18   250,110.00
Corporate Stock — Common   SONIC AUTOMOTIVE INC CL A   800.00   15,495.90   15,880.00
Corporate Stock — Common   SONIC CORP COM   1,500.00   36,130.84   49,080.00
Corporate Stock — Common   SONICBLUE INC COM   9,600.00   85,062.21   21,216.00
Corporate Stock — Common   SONOCO PROD CO COM   16.71   606.56   411.11
Corporate Stock — Common   SONUS NETWORKS INC COM ISIN US8359161077   1,081.00   9,452.97   5,210.42
Corporate Stock — Common   SORRENTO NETWORKS CORP COM   100.00   1,566.48   430.00
Corporate Stock — Common   SOS STAFFING SVCS INC COM   1,000.00   1,114.95   1,070.00
Corporate Stock — Common   SOUNDVIEW TECH GROUP INC NEW COM COM   310.00   6,034.53   623.10
Corporate Stock — Common   SOUTHERN CO COM STK   1,523.64   32,420.51   34,662.81
Corporate Stock — Common   SOUTHERN CO COM STK   17,300.00   214,929.27   393,575.00
Corporate Stock — Common   SOUTHTRUST CORP COM   8,600.00   170,783.77   210,442.00
Corporate Stock — Common   SOUTHTRUST CORP COM   18,100.00   431,734.80   442,907.00
Corporate Stock — Common   SOUTHWESTN RES CORP COM   10,000.00   32,505.00   17,100.00
Corporate Stock — Common   SPARTAN STORES INC COM   1,242.00   12,884.54   16,059.06
Corporate Stock — Common   SPECTRANETICS CORP COM   270.00   899.35   988.20
Corporate Stock — Common   SPECTRIAN CORP COM   200.00   3,847.35   1,816.00
Corporate Stock — Common   SPEEDFAM-IPEC INC COM   1,000.00   4,742.35   3,060.00
Corporate Stock — Common   SPIEGEL INC CL A NON-VTG   200.00   1,213.39   906.00
Corporate Stock — Common   SPINNAKER EXPL CO COM   23,100.00   865,117.62   957,957.00
Corporate Stock — Common   SPRINT CORP COM   22,300.00   427,334.57   485,917.00
Corporate Stock — Common   SPRINT CORP COM   26,300.00   570,608.86   573,077.00
Corporate Stock — Common   SPRINT CORP COM   274.09   10,586.84   5,972.42
Corporate Stock — Common   SPRINT CORP COM   18,200.00   399,229.74   396,578.00
Corporate Stock — Common   SPRINT CORP PCS COM SER 1   73,000.00   1,794,956.88   1,821,350.00
Corporate Stock — Common   SPRINT CORP PCS COM SER 1   23,600.00   296,136.52   588,820.00
Corporate Stock — Common   SPRINT CORP PCS COM SER 1   41,800.00   1,645,985.64   1,042,910.00
Corporate Stock — Common   SPRINT CORP PCS COM SER 1   2,705.00   101,437.28   67,489.75
Corporate Stock — Common   SPX CORP COM   3,870.00   313,281.93   470,205.00
Corporate Stock — Common   SPX CORP COM   4,600.00   569,053.28   558,900.00
Corporate Stock — Common   SPX CORP COM   40.00   5,610.75   4,860.00
Corporate Stock — Common   SPX CORP COM   2,470.00   266,856.85   300,105.00
Corporate Stock — Common   SSE TELECOM INC COM   200.00   1,604.95   3.20
Corporate Stock — Common   ST JUDE MED INC COM   50.00   1,382.09   3,725.00
Corporate Stock — Common   ST JUDE MED INC COM   2,150.00   64,449.97   160,175.00
Corporate Stock — Common   ST JUDE MED INC COM   5,260.00   297,935.29   391,870.00
Corporate Stock — Common   ST PAUL COS INC COM   20,100.00   506,445.37   946,308.00
Corporate Stock — Common   ST PAUL COS INC COM   5,450.00   149,153.56   256,586.00
Corporate Stock — Common   ST PAUL COS INC COM   600.00   29,022.95   28,248.00
Corporate Stock — Common   ST STR CORP COM   8,200.00   229,453.09   429,188.00
Corporate Stock — Common   ST STR CORP COM   26,400.00   995,558.97   1,381,776.00
Corporate Stock — Common   STAMPS COM INC COM ISIN US8528571016   190.00   3,275.08   585.20
Corporate Stock — Common   STAMPS COM INC COM ISIN US8528571016   18,700.00   119,188.26   57,596.00
Corporate Stock — Common   STANCORP FINL GROUP INC COM   7,000.00   181,095.75   319,550.00
Corporate Stock — Common   STANLEY WKS COM   2,200.00   51,747.41   91,938.00
Corporate Stock — Common   STAPLES INC COM   11,500.00   218,586.92   202,400.00
Corporate Stock — Common   STAR ENTMT GROUP INC COM   5,000.00   3,900.00   17.50
Corporate Stock — Common   STAR TELECOMMUNICATIONS INC COM   13,900.00   25,938.25   69.50
Corporate Stock — Common   STARBASE CORP COM NEW   475.00   4,502.94   232.75

Corporate Stock — Common   STARBUCKS CORP COM   15,866.00   250,922.85   281,145.52
Corporate Stock — Common   STARBUCKS CORP COM   9,600.00   166,648.30   170,112.00
Corporate Stock — Common   STARTEC GLOBAL COMMUNICATIONS CORP COM   200.00   2,228.65   24.00
Corporate Stock — Common   STATEN IS BANCORP INC COM   17,600.00   170,764.00   260,480.00
Corporate Stock — Common   STD COML CORP COM   900.00   16,974.00   17,640.00
Corporate Stock — Common   STD MICROSYSTEMS CORP COM   100.00   1,214.99   1,382.00
Corporate Stock — Common   STD PAC CORP NEW COM   10,900.00   157,173.94   231,080.00
Corporate Stock — Common   STEELCASE INC CL A COM   4,700.00   66,876.77   66,834.00
Corporate Stock — Common   STEMCELLS INC COM   500.00   2,196.66   1,410.00
Corporate Stock — Common   STERICYCLE INC COM   200.00   11,387.95   11,076.00
Corporate Stock — Common   STERLING BANCORP COM   1,539.00   32,867.58   45,108.09
Corporate Stock — Common   STEWART INFORMATION SVCS CORP COM   3,800.00   80,449.15   77,102.00
Corporate Stock — Common   STILLWATER MNG CO COM   2,900.00   62,871.58   45,675.00
Corporate Stock — Common   STILWELL FINL INC COM   5,500.00   149,730.55   130,460.00
Corporate Stock — Common   STILWELL FINL INC COM   150.00   5,264.95   3,558.00
Corporate Stock — Common   STONEPATH GROUP INC COM   50.00   1,529.95   76.50
Corporate Stock — Common   STORAGE TECH CORP COM (NEW)   33,000.00   642,292.22   704,550.00
Corporate Stock — Common   STORAGE TECH CORP COM (NEW)   26,000.00   361,827.36   555,100.00
Corporate Stock — Common   STORAGE TECH CORP COM (NEW)   100.00   1,431.23   2,135.00
Corporate Stock — Common   STORAGE TECH CORP COM (NEW)   38,400.00   554,017.86   819,840.00
Corporate Stock — Common   STORAGENETWORKS INC COM   23,985.00   201,044.69   164,776.95
Corporate Stock — Common   STORMEDIA INC CL A   700.00   3,959.19   0.07
Corporate Stock — Common   STRATASYS INC COM   45.00   801.07   305.10
Corporate Stock — Common   STRATOS LIGHTWAVE INC COM   150.00   1,520.58   858.00
Corporate Stock — Common   STRAYER ED INC COM   2,400.00   100,868.92   112,800.00
Corporate Stock — Common   STREAMLOGIC CORP   1,400.00   8,869.42   0
Corporate Stock — Common   STRIDE RITE CORP COM   3,800.00   34,918.96   25,270.00
Corporate Stock — Common   STRUTHERS INC COM NEW ISIN #US8635822013   260,750.00   15,818.31   1,720.95
Corporate Stock — Common   STRYKER CORP COM   4,900.00   256,946.54   269,059.00
Corporate Stock — Common   STRYKER CORP COM   100.00   4,911.20   5,491.00
Corporate Stock — Common   STURM RUGER & CO INC COM   819.02   9,550.77   9,705.35
Corporate Stock — Common   STYLECLICK INC CL A   1,100.00   16,970.50   385.00
Corporate Stock — Common   SUN HEALTHCARE GROUP INC COM   83.00   96.37   0.58
Corporate Stock — Common   SUN MICROSYSTEMS INC COM STK $.00067 PAR   82,100.00   425,487.83   1,169,104.00
Corporate Stock — Common   SUN MICROSYSTEMS INC COM STK $.00067 PAR   54,000.00   1,801,414.32   768,960.00
Corporate Stock — Common   SUN MICROSYSTEMS INC COM STK $.00067 PAR   57,327.00   1,117,986.99   816,336.48
Corporate Stock — Common   SUN TR BANKS INC COM   7,400.00   334,204.70   468,124.00
Corporate Stock — Common   SUN TR BANKS INC COM   18,200.00   1,183,555.10   1,151,332.00
Corporate Stock — Common   SUNBEAM CORP COM   2,772.07   10,874.60   207.91
Corporate Stock — Common   SUNGARD DATA SYS INC COM   650.00   14,166.90   18,239.00
Corporate Stock — Common   SUNGARD DATA SYS INC COM   15,890.00   406,146.86   445,873.40
Corporate Stock — Common   SUNOCO INC COM   12,600.00   358,396.08   460,656.00
Corporate Stock — Common   SUNOCO INC COM   0   0   0
Corporate Stock — Common   SUNOCO INC COM   2,100.00   67,711.38   76,776.00
Corporate Stock — Common   SUNRISE ASSISTED LIVING INC COM   1,900.00   54,326.54   52,250.00
Corporate Stock — Common   SUNSHINE MNG & REFNG CO COM P   14.00   765.55   3.50
Corporate Stock — Common   SUPER VALU INC COM   1,124.28   16,492.89   25,487.34
Corporate Stock — Common   SUPER VALU INC COM   25,800.00   548,761.22   584,886.00
Corporate Stock — Common   SUPER VALU INC COM   3,300.00   49,312.33   74,811.00
Corporate Stock — Common   SUPERCONDUCTOR TECHNOLOGIES INC COM   300.00   7,032.24   1,455.00
Corporate Stock — Common   SUPERGEN INC COM   1,380.00   22,197.90   17,981.40
Corporate Stock — Common   SUREBEAM CORP CL A   300.00   4,464.90   3,714.00
Corporate Stock — Common   SURGICAL SAFETY PRODS INC COM   2,000.00   3,872.40   60.00
Corporate Stock — Common   SVC MERCHANDISE INC COM   30,000.00   6,642.30   510.00
Corporate Stock — Common   SVI SOLUTIONS INC COM NEW   2,000.00   7,872.40   1,560.00
Corporate Stock — Common   SWISSRAY INTL INC COM NEW   1,000.00   7,043.20   640.00
Corporate Stock — Common   SYBASE INC COM   492.00   23,462.18   7,084.80
Corporate Stock — Common   SYCAMORE NETWORKS INC COM   3,630.00   67,466.63   19,021.20

Corporate Stock — Common   SYLVAN LEARNING SYS INC   11,900.00   179,110.47   234,906.00
Corporate Stock — Common   SYLVAN LEARNING SYS INC   400.00   8,558.86   7,896.00
Corporate Stock — Common   SYMANTEC CORP COM   1,220.00   58,631.81   79,263.40
Corporate Stock — Common   SYMBOL TECHNOLOGIES INC COM   5,700.00   139,513.65   94,734.00
Corporate Stock — Common   SYMBOL TECHNOLOGIES INC COM   397.53   5,957.25   6,606.92
Corporate Stock — Common   SYMBOLLON PHARMACEUTICALS INC CL A   500.00   2,561.20   1,345.00
Corporate Stock — Common   SYMYX TECHNOLOGIES INC COM   20,760.00   482,593.24   332,160.00
Corporate Stock — Common   SYNAVANT INC COM   20.00   271.53   49.40
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   8,980.35
Corporate Stock — Common   SYNCOR INTL CORP NEW   16,600.00   495,617.36   432,098.00
Corporate Stock — Common   SYNERGY TECHNOLOGIES CORP COM STK ISIN# US87160K1088   3,300.00   5,151.96   2,508.00
Corporate Stock — Common   SYNOPSYS INC COM   200.00   8,335.15   11,006.00
Corporate Stock — Common   SYNOVUS FINL CORP COM   7,350.00   159,442.96   172,725.00
Corporate Stock — Common   SYNOVUS FINL CORP COM   8,500.00   226,373.70   199,750.00
Corporate Stock — Common   SYNTROLEUM CORP COM   200.00   1,762.60   1,128.00
Corporate Stock — Common   SYQUEST TECH INC COM   13,250.00   25,721.95   17.23
Corporate Stock — Common   SYSCO CORP COM   16,900.00   131,171.50   415,571.00
Corporate Stock — Common   SYSCO CORP COM   351.05   8,390.55   8,632.37
Corporate Stock — Common   SYSCO CORP COM   23,900.00   601,507.57   587,701.00
Corporate Stock — Common   SYSTEMS & COMPUTER TECH CORP COM   200.00   5,114.95   2,322.00
Corporate Stock — Common   T-HQ INC COM NEW   11,900.00   595,403.68   681,751.00
Corporate Stock — Common   T-HQ INC COM NEW   100.00   5,342.95   5,729.00
Corporate Stock — Common   T-HQ INC COM NEW   2,200.00   62,844.24   126,038.00
Corporate Stock — Common   TAKE-TWO INTERACTIVE SOFTWARE INC CDT-COM   200.00   3,679.95   2,788.00
Corporate Stock — Common   TALBOTS INC COM   4,670.00   163,362.91   153,082.60
Corporate Stock — Common   TALISMAN ENERGY INC COM   340.00   13,525.07   12,022.40
Corporate Stock — Common   TALK AMER HLDGS INC COM   200.00   2,167.44   70.00
Corporate Stock — Common   TALX CORP COM   14,000.00   231,656.78   299,740.00
Corporate Stock — Common   TANISYS TECH INC COM NEW   2,000.00   2,686.10   110.00
Corporate Stock — Common   TANNING TECH CORP COM ISIN #US87588P1012   150.00   6,329.95   327.00
Corporate Stock — Common   TARANTELLA INC COM   200.00   4,068.29   134.00
Corporate Stock — Common   TARGET CORP COM   20,500.00   687,570.69   769,570.00
Corporate Stock — Common   TARGET CORP COM   2,832.43   93,335.30   106,329.57
Corporate Stock — Common   TARGET CORP COM   22,700.00   234,811.30   852,158.00
Corporate Stock — Common   TARGET CORP COM   23,500.00   844,820.89   882,190.00
Corporate Stock — Common   TARGETED GENETICS CORP COM   5,000.00   24,918.21   13,400.00
Corporate Stock — Common   TARO PHARMACEUTICAL IND ORD ILS1   11,700.00   437,279.73   422,604.00
Corporate Stock — Common   TARO PHARMACEUTICAL IND ORD ILS1   76.00   3,446.91   2,745.12
Corporate Stock — Common   TASER INTL INC COM   5,020.00   71,055.31   65,360.40
Corporate Stock — Common   TASTY FRIES INC COM PAR $O OO1   70,000.00   17,304.00   9,450.00
Corporate Stock — Common   TCF FNCL CORP COM   20,240.00   666,473.78   930,028.00
Corporate Stock — Common   TCF FNCL CORP COM   9,600.00   430,535.04   441,120.00
Corporate Stock — Common   TCPI INC COM   20,000.00   479.95   180.00
Corporate Stock — Common   TEARDROP GOLF CO COM   3,200.00   5,762.40   16.00
Corporate Stock — Common   TECHNE CORP COM   100.00   3,055.95   3,174.00
Corporate Stock — Common   TECHNEST HLDGS INC COM   971.00   2,101.20   67.97
Corporate Stock — Common   TECHNITROL INC COM   12,230.00   552,891.70   294,743.00
Corporate Stock — Common   TECHNITROL INC COM   200.00   11,273.70   4,820.00
Corporate Stock — Common   TECHSYS INC COM   10,000.00   19,494.50   6,000.00
Corporate Stock — Common   TECO ENERGY INC COM   3,400.00   91,018.00   89,794.00
Corporate Stock — Common   TEEKAY SHIPPING CORP COM   7,260.00   289,645.69   219,687.60
Corporate Stock — Common   TEKTRONIX INC COM   18,120.00   544,737.17   407,337.60
Corporate Stock — Common   TEKTRONIX INC COM   2,400.00   29,526.74   53,952.00
Corporate Stock — Common   TEKTRONIX INC COM   100.00   3,655.80   2,248.00
Corporate Stock — Common   TEL & DATA SYS INC COM STK NEW   100.00   7,475.89   8,999.91
Corporate Stock — Common   TELECORP PCS INC NEW CL A   23,900.00   259,244.97   299,228.00
Corporate Stock — Common   TELEGROUP INC COM   1,500.00   13,916.35   0.15

Corporate Stock — Common   TELENETICS CORP COM NEW   1,500.00   1,081.50   360.00
Corporate Stock — Common   TELETECH HLDGS INC COM   19,400.00   194,271.60   237,650.00
Corporate Stock — Common   TELETECH HLDGS INC COM   2,000.00   16,309.90   24,500.00
Corporate Stock — Common   TELIGENT INC CL A COM STK   100,040.00   124,354.58   10,004.00
Corporate Stock — Common   TELLABS INC COM   3,465.00   173,331.88   52,945.20
Corporate Stock — Common   TELLABS INC COM   10,300.00   209,424.96   157,384.00
Corporate Stock — Common   TELTRONICS INC COM NEW   3,400.00   11,369.47   3,570.00
Corporate Stock — Common   TEMPLE INLAND INC COM   10,170.00   626,425.03   581,113.80
Corporate Stock — Common   TEMPLE INLAND INC COM   11,400.00   571,615.71   651,396.00
Corporate Stock — Common   TEMPLE INLAND INC COM   1,200.00   52,302.67   68,568.00
Corporate Stock — Common   TEMPLETON CHINA WORLD FD INC COM   1,000.00   13,245.63   8,200.00
Corporate Stock — Common   TENERA INC COM   3,500.00   4,698.75   1,050.00
Corporate Stock — Common   TENET HEALTHCARE CORP COM   30,000.00   1,745,907.06   1,800,000.00
Corporate Stock — Common   TENET HEALTHCARE CORP COM   970.00   55,806.69   58,200.00
Corporate Stock — Common   TENET HEALTHCARE CORP COM   8,200.00   176,006.22   492,000.00
Corporate Stock — Common   TENET HEALTHCARE CORP COM   10,300.00   270,527.24   618,000.00
Corporate Stock — Common   TENFOLD CORP COM   100.00   3,154.95   54.00
Corporate Stock — Common   TENNECO AUTOMOTIVE INC COM   7,100.00   37,371.76   11,076.00
Corporate Stock — Common   TERADYNE INC COM   4,400.00   216,542.46   122,584.00
Corporate Stock — Common   TERADYNE INC COM   150.00   6,688.32   4,179.00
Corporate Stock — Common   TERADYNE INC COM   15,640.00   362,279.91   435,730.40
Corporate Stock — Common   TERAYON COMMUNICATION SYS COM   34,860.00   468,457.82   420,411.60
Corporate Stock — Common   TERAYON COMMUNICATION SYS COM   15,000.00   74,209.25   180,900.00
Corporate Stock — Common   TERAYON COMMUNICATION SYS COM   2,655.00   34,176.67   32,019.30
Corporate Stock — Common   TEREX CORP NEW COM   1,000.00   15,001.58   18,440.00
Corporate Stock — Common   TESORO PETE CORP COM   14,500.00   171,236.56   182,700.00
Corporate Stock — Common   TESORO PETE CORP COM   34,100.00   448,089.48   429,660.00
Corporate Stock — Common   TETRA TECH INC NEW COM   15,090.00   371,939.46   381,777.00
Corporate Stock — Common   TETRA TECH INC NEW COM   50.00   1,723.70   1,265.00
Corporate Stock — Common   TETRA TECHNOLOGIES INC DEL COM   1,000.00   24,260.00   20,230.00
Corporate Stock — Common   TEXTRON INC COM   160.00   9,006.25   6,344.00
Corporate Stock — Common   TEXTRON INC COM   3,600.00   113,022.91   142,740.00
Corporate Stock — Common   TEXTRON INC COM   11,300.00   566,756.92   448,045.00
Corporate Stock — Common   THERASENSE INC COM   11,430.00   228,988.00   265,176.00
Corporate Stock — Common   THERMO ELECTRON CORP COM   35,000.00   544,527.14   759,500.00
Corporate Stock — Common   THERMO ELECTRON CORP COM   90.00   3,399.33   1,953.00
Corporate Stock — Common   THERMO ELECTRON CORP COM   4,700.00   138,720.24   101,990.00
Corporate Stock — Common   THERMO TECH TECHNOLOGIES INC COM   840,000.00   78,796.55   1,176.00
Corporate Stock — Common   THESTREET COM INC COM   180.00   689.04   203.40
Corporate Stock — Common   THOMAS & BETTS CORP COM   1,500.00   53,228.17   30,615.00
Corporate Stock — Common   THORATEC CORP   17,400.00   293,597.01   295,800.00
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   23,400.00
Corporate Stock — Common   TIBCO SOFTWARE INC COM   43,920.00   443,060.17   552,952.80
Corporate Stock — Common   TIBCO SOFTWARE INC COM   31,000.00   225,225.25   390,290.00
Corporate Stock — Common   TIBCO SOFTWARE INC COM   10,630.00   110,142.68   133,831.70
Corporate Stock — Common   TIDEL TECHNOLOGIES INC COM   4,000.00   32,484.80   1,920.00
Corporate Stock — Common   TIDEWATER INC COM   51.14   1,565.38   1,457.46
Corporate Stock — Common   TIFFANY & CO COM   400.00   9,924.97   11,520.00
Corporate Stock — Common   TIFFANY & CO COM   3,700.00   119,288.00   106,560.00
Corporate Stock — Common   TIMBERLAND CO CL A   218.00   7,895.95   7,579.86
Corporate Stock — Common   TIME WARNER TELECOM INC CL A ISIN 3US8873191014   42,900.00   544,242.46   609,180.00
Corporate Stock — Common   TIMKEN CO COM   4,000.00   55,657.30   56,720.00
Corporate Stock — Common   TIPPINGPOINT TECHNOLOGIES INC COM   20.00   2,129.95   158.40
Corporate Stock — Common   TITAN CORP COM   291.00   9,065.44   7,600.92
Corporate Stock — Common   TITANIUM CORP INC COM   2,900.00   4,109.35   3,944.00
Corporate Stock — Common   TIVO INC COM   500.00   4,200.94   2,605.00

Corporate Stock — Common   TJX COS INC COM NEW   1,150.18   40,194.15   43,350.25
Corporate Stock — Common   TJX COS INC COM NEW   7,100.00   66,834.37   267,599.00
Corporate Stock — Common   TMP WORLDWIDE INC COM   10,150.00   340,933.81   419,093.50
Corporate Stock — Common   TMP WORLDWIDE INC COM   2,800.00   169,495.20   115,612.00
Corporate Stock — Common   TMP WORLDWIDE INC COM   10,570.00   490,085.05   436,435.30
Corporate Stock — Common   TOLL BROS INC COM   50.00   1,717.95   1,812.50
Corporate Stock — Common   TOLLGRADE COMMUNICATIONS INC COM   161.00   4,532.29   4,813.90
Corporate Stock — Common   TOMMY HILFIGER COM STK USD0.01   30,500.00   291,278.93   408,700.00
Corporate Stock — Common   TOO INC COM STK   5,900.00   162,722.00   173,283.00
Corporate Stock — Common   TOOTSIE ROLL INDS INC COM   51.43   2,033.81   1,966.84
Corporate Stock — Common   TOPPS INC COM   36,200.00   367,436.27   425,350.00
Corporate Stock — Common   TOPPS INC COM   1,450.00   14,511.27   17,037.50
Corporate Stock — Common   TORCHMARK CORP COM   21,500.00   811,403.22   848,175.00
Corporate Stock — Common   TORCHMARK CORP COM   3,200.00   63,090.96   126,240.00
Corporate Stock — Common   TORO CO COM   3,900.00   141,618.15   179,010.00
Corporate Stock — Common   TOUR CFG INC COM STK   100.00   740.77   0.10
Corporate Stock — Common   TOYS R US INC (HOLDING COMPANY)   4,950.00   136,516.59   106,474.50
Corporate Stock — Common   TRACK DATA CORP COM   100.00   211.02   145.00
Corporate Stock — Common   TRACKPOWER INC COM   55,000.00   52,223.68   1,375.00
Corporate Stock — Common   TRACTOR SUP CO COM   50.00   1,064.95   1,467.50
Corporate Stock — Common   TRANS WORLD AIRLS INC COM PAR $.01 NEW   37,032.00   122,715.06   740.64
Corporate Stock — Common   TRANSCANADA PIPELINES LTD COM STK   120.00   1,586.48   1,519.20
Corporate Stock — Common   TRANSOCEAN SEDCO FOREX INC COM   8,004.00   271,471.02   226,513.20
Corporate Stock — Common   TRANSOCEAN SEDCO FOREX INC COM   276.79   12,262.53   7,833.21
Corporate Stock — Common   TRANSWITCH CORP COM   500.00   16,000.06   2,005.00
Corporate Stock — Common   TRAVELOCITY COM INC COM   2,700.00   51,619.20   57,564.00
Corporate Stock — Common   TREAS INTL INC COM NEW   20.00   2,104.90   20.20
Corporate Stock — Common   TREX INC COM   107.00   3,330.00   1,642.45
Corporate Stock — Common   TRIAD GTY INC   200.00   7,299.95   7,032.00
Corporate Stock — Common   TRIAD HOSPS INC COM ISIN US89579K1097   11,500.00   335,776.05   319,125.00
Corporate Stock — Common   TRIBUNE CO COM   7,517.00   189,540.59   271,363.70
Corporate Stock — Common   TRIBUNE CO COM   200.00   7,731.36   7,220.00
Corporate Stock — Common   TRICO MARINE SVCS INC COM   1,100.00   18,159.90   7,040.00
Corporate Stock — Common   TRICON GLOBAL RESTAURANT INC   3,720.00   63,872.29   176,514.00
Corporate Stock — Common   TRICON GLOBAL RESTAURANT INC   20.00   599.34   949.00
Corporate Stock — Common   TRIDENT MICROSYSTEMS INC COM   1,200.00   8,379.72   7,020.00
Corporate Stock — Common   TRIKON TECHNOLOGIES INC COM NEW   100.00   2,873.31   990.00
Corporate Stock — Common   TRIMBLE NAV LTD COM   800.00   14,386.32   13,504.00
Corporate Stock — Common   TRIPATH IMAGING INC COM   1,000.00   5,766.85   6,450.00
Corporate Stock — Common   TRIQUINT SEMICONDUCTOR INC COM   3,175.00   87,789.74   50,482.50
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   18,980.00   662,160.50   571,487.80
Corporate Stock — Common   TRSG CORP COM   15.00   386.20   2.70
Corporate Stock — Common   TRW INC COM   3,100.00   106,620.87   120,962.00
Corporate Stock — Common   TRW INC COM   0   0   0
Corporate Stock — Common   TSR INC COM   1,000.00   5,079.95   5,050.00
Corporate Stock — Common   TULARIK INC COM   6,200.00   161,054.92   145,824.00
Corporate Stock — Common   TULARIK INC COM   13,700.00   314,052.99   322,224.00
Corporate Stock — Common   TUMBLEWEED COMMUNICATIONS CORP COM   8,300.00   30,295.00   30,461.00
Corporate Stock — Common   TUMBLEWEED COMMUNICATIONS CORP COM   1,000.00   11,837.33   3,670.00
Corporate Stock — Common   TUPPERWARE CORP COM   1,400.00   31,040.73   27,524.00

Corporate Stock — Common   TUPPERWARE CORP COM   250.00   5,645.40   4,915.00
Corporate Stock — Common   TVX GOLD INC COM NEW   2,000.00   19,655.72   840.00
Corporate Stock — Common   TWEETER HOME ENTMT GROUP INC COM   20,320.00   314,537.32   501,904.00
Corporate Stock — Common   TX INSTRS INC COM   3,948.06   139,219.64   126,535.32
Corporate Stock — Common   TX INSTRS INC COM   43,700.00   607,850.85   1,400,585.00
Corporate Stock — Common   TXU CORP COM   17,000.00   630,454.65   766,700.00
Corporate Stock — Common   TXU CORP COM   6,520.00   251,230.91   294,052.00
Corporate Stock — Common   TXU CORP COM   1,195.49   49,575.89   53,916.46
Corporate Stock — Common   TXU CORP COM   13,900.00   612,763.80   626,890.00
Corporate Stock — Common   TYCO INTL LTD NEW COM   40,590.00   1,616,279.14   2,386,692.00
Corporate Stock — Common   TYCO INTL LTD NEW COM   48,803.00   1,098,581.79   2,869,616.40
Corporate Stock — Common   TYCO INTL LTD NEW COM   43,800.00   1,560,661.42   2,575,440.00
Corporate Stock — Common   TYCO INTL LTD NEW COM   46,400.00   1,552,248.90   2,728,320.00
Corporate Stock — Common   TYCO INTL LTD NEW COM   6,831.57   350,087.82   401,696.49
Corporate Stock — Common   TYSON FOODS INC CL A COM (DELAWARE)   30,800.00   318,422.72   370,524.00
Corporate Stock — Common   TYSON FOODS INC CL A COM (DELAWARE)   26,900.00   262,568.21   323,607.00
Corporate Stock — Common   U S MICROBICS COM   40,000.00   30,074.41   12,400.00
Corporate Stock — Common   U S PLASTIC LMBR CORP   1,000.00   1,279.95   300.00
Corporate Stock — Common   U S RESTAURANT PPTYS INC COM   208.04   2,703.73   3,006.12
Corporate Stock — Common   U S WIRELESS DATA INC CL A NEW   5,200.00   96,638.14   8,320.00
Corporate Stock — Common   U.S AIR GROUP COM   1,700.00   55,824.16   12,733.00
Corporate Stock — Common   U.S AIR GROUP COM   10,309.00   152,212.34   77,214.41
Corporate Stock — Common   U.S. CELLULAR CORP COM   100.00   9,422.75   4,440.00
Corporate Stock — Common   UAL CORP COM STK PAR $0.01   2,843,861.00   137,217,649.42   47,975,935.07
Corporate Stock — Common   UAL CORP COM STK PAR $0.01   169,200.75   2,845,007.21   2,854,416.70
Corporate Stock — Common   UCBH HLDGS INC COM   300.00   9,159.00   8,397.00
Corporate Stock — Common   UICI COM   30,000.00   377,190.67   429,000.00
Corporate Stock — Common   ULTIMATE SOFTWARE GROUP INC COM   500.00   4,529.95   1,800.00
Corporate Stock — Common   ULTRALIFE BATTERIES INC   1,000.00   5,999.95   4,250.00
Corporate Stock — Common   ULTRATECH STEPPER INC COM   400.00   8,549.12   5,800.00
Corporate Stock — Common   UN PAC CORP COM   30,000.00   1,318,617.80   1,651,500.00
Corporate Stock — Common   UN PAC CORP COM   6,200.00   255,379.05   341,310.00
Corporate Stock — Common   UN PLANTERS CORP COM   3,500.00   169,682.87   151,935.00
Corporate Stock — Common   UN PLANTERS CORP COM   1,138.49   39,992.87   49,421.63
Corporate Stock — Common   UN PLANTERS CORP COM   10,700.00   430,092.95   464,487.00
Corporate Stock — Common   UNICAPITAL CORP NEW COM   187,900.00   28,538.07   375.80
Corporate Stock — Common   UNIFY CORP COM   1,500.00   27,043.62   480.00
Corporate Stock — Common   UNILAB CORP NEW COM NEW COM   3,000.00   85,879.85   59,970.00
Corporate Stock — Common   UNIREX CORP COM NEW   400.00   2,220.32   12.00
Corporate Stock — Common   UNISYS CORP COM   8,000.00   160,187.67   95,200.00
Corporate Stock — Common   UNIT CORP COM   7,200.00   136,217.52   87,912.00
Corporate Stock — Common   UNITED PARCEL SVC INC CL B   657.14   40,799.16   36,944.24
Corporate Stock — Common   UNITEDHEALTH GROUP INC COM   73,100.00   4,250,546.07   5,222,995.00
Corporate Stock — Common   UNITEDHEALTH GROUP INC COM   1,050.00   66,112.18   75,022.50
Corporate Stock — Common   UNITEDHEALTH GROUP INC COM   8,000.00   213,139.97   571,600.00
Corporate Stock — Common   UNITIL CORP COM   818.63   22,196.85   19,974.52
Corporate Stock — Common   UNIVIEW TECHNOLOGIES CORP COM PAR $0.80 NEW COM PAR $0.80   25.00   1,723.47   14.75
Corporate Stock — Common   UNIVISION COMMUNICATIONS INC CL A   5,200.00   222,182.52   185,172.00
Corporate Stock — Common   UNIVISION COMMUNICATIONS INC CL A   9,760.00   319,715.32   347,553.60
Corporate Stock — Common   UNOCAL CORP COM   41,000.00   1,534,216.86   1,348,490.00
Corporate Stock — Common   UNOCAL CORP COM   6,100.00   170,744.16   200,629.00
Corporate Stock — Common   UNOVA INC COM   17,000.00   302,617.54   82,110.00
Corporate Stock — Common   UNOVA INC COM   7,700.00   42,337.68   37,191.00
Corporate Stock — Common   UNOVA INC COM   3,000.00   9,878.00   14,490.00
Corporate Stock — Common   UNUMPROVIDENT CORP COM   11,100.00   308,558.17   286,380.00
Corporate Stock — Common   UNUMPROVIDENT CORP COM   6,104.00   234,720.54   157,483.20

Corporate Stock — Common   UNVL ACCESS GLOBAL HLDGS INC COM   500.00   20,117.62   1,955.00
Corporate Stock — Common   UNVL CORP VA COM   8,200.00   180,197.28   300,448.00
Corporate Stock — Common   UNVL ELECTRS INC COM   200.00   4,169.95   3,330.00
Corporate Stock — Common   UNVL HEALTH SERVICES INC CL B COM   18,220.00   411,244.62   763,600.20
Corporate Stock — Common   UNVL HEALTH SERVICES INC CL B COM   5,590.00   216,212.26   234,276.90
Corporate Stock — Common   UNVL MED SYS INC   600.00   418.25   1.80
Corporate Stock — Common   UPGRADE INTL CORP COM NEW   1,000.00   13,064.85   1,340.00
Corporate Stock — Common   UPSIDE DEV INC COM   20,000.00   1,030.00   300.00
Corporate Stock — Common   US BANCORP   48,014.00   1,048,089.35   911,305.72
Corporate Stock — Common   US BANCORP   75.00   1,394.20   1,423.50
Corporate Stock — Common   US IND INC NEW COM   11,300.00   58,919.33   24,860.00
Corporate Stock — Common   US ONCOLOGY INC COM   500.00   6,455.41   3,180.50
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   43,900.00   491,932.84   443,829.00
Corporate Stock — Common   USA EDUCATION INC COM   100.00   8,759.95   8,507.00
Corporate Stock — Common   USA EDUCATION INC COM   4,100.00   203,824.81   348,787.00
Corporate Stock — Common   USA EDUCATION INC COM   4,660.00   375,926.72   396,426.20
Corporate Stock — Common   USA NETWORKS INC COM STK   53,900.00   1,032,481.53   1,213,289.00
Corporate Stock — Common   USA TALKS COM INC COM   9,464.00   74,873.72   47.32
Corporate Stock — Common   USA TECHNOLOGIES INC COM NEW   250.00   287.75   121.25
Corporate Stock — Common   USABANCSHARES COM INC   1,600.00   18,348.57   480.00
Corporate Stock — Common   USEC INC COM   200.00   1,927.08   1,566.00
Corporate Stock — Common   USG CORP COM NEW   1,150.00   7,440.85   5,888.00
Corporate Stock — Common   USINTERNETWORKING INC COM   4,800.00   64,364.62   1,098.24
Corporate Stock — Common   UST INC COM   4,100.00   103,638.19   147,190.00
Corporate Stock — Common   UST INC COM   11,500.00   326,267.65   412,850.00
Corporate Stock — Common   UTD AUTO GROUP INC COM   2,900.00   44,003.95   51,475.00
Corporate Stock — Common   UTD HERITAGE CORP COM NEW   11,000.00   22,937.58   12,430.00
Corporate Stock — Common   UTD NAT FOODS INC COM   4,100.00   85,453.45   92,291.00
Corporate Stock — Common   UTD TECHNOLOGIES CORP COM   4,700.00   355,883.16   282,940.00
Corporate Stock — Common   UTD TECHNOLOGIES CORP COM   11,900.00   309,019.90   716,380.00
Corporate Stock — Common   UTD TECHNOLOGIES CORP COM   330.00   18,100.30   19,866.00
Corporate Stock — Common   UTD TECHNOLOGIES CORP COM   13,800.00   916,788.72   830,760.00
Corporate Stock — Common   UTILICORP UNITED INC COM   372.00   13,013.91   9,564.12
Corporate Stock — Common   UTSTARCOM INC COM   450.00   10,148.86   10,773.00
Corporate Stock — Common   UTSTARCOM INC COM   44,900.00   831,153.37   1,074,906.00
Corporate Stock — Common   UTSTARCOM INC COM   18,400.00   411,059.56   440,496.00
Corporate Stock — Common   V F CORP COM   27,000.00   731,844.85   1,025,460.00
Corporate Stock — Common   V F CORP COM   2,868.00   75,805.72   108,926.64
Corporate Stock — Common   VALENCE TECH INC COM   200.00   3,229.95   738.00
Corporate Stock — Common   VALERO ENERGY CORP COM STK NEW   8,350.00   316,418.91   292,250.00
Corporate Stock — Common   VALERO ENERGY CORP COM STK NEW   15,100.00   428,268.47   528,500.00
Corporate Stock — Common   VALERO ENERGY CORP COM STK NEW   1,001.95   39,335.47   35,068.22
Corporate Stock — Common   VALSPAR CORP COM   11,880.00   417,955.97   469,022.40
Corporate Stock — Common   VALUE AMER INC COM   1,720.00   7,162.31   5.16
Corporate Stock — Common   VALUEVISION INTL INC COM   700.00   10,389.95   11,151.00
Corporate Stock — Common   VANS INC COM   4,500.00   72,877.50   63,360.00
Corporate Stock — Common   VARCO INTL INC DEL COM   10,312.00   172,135.94   145,914.80
Corporate Stock — Common   VARCO INTL INC DEL COM   77.00   1,831.43   1,089.55
Corporate Stock — Common   VARI-L INC COM   2,000.00   4,060.00   2,700.00
Corporate Stock — Common   VARIAN INC COM   120.00   4,177.50   3,841.20
Corporate Stock — Common   VARIAN MED SYS INC COM ISIN #US9222091057   3,800.00   160,987.76   262,200.00
Corporate Stock — Common   VARIAN MED SYS INC COM ISIN #US9222091057   7,000.00   262,233.43   483,000.00
Corporate Stock — Common   VARIAN MED SYS INC COM ISIN #US9222091057   4,900.00   312,614.24   338,100.00
Corporate Stock — Common   VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM   9,070.00   366,452.46   285,342.20

Corporate Stock — Common   VASOMEDICAL INC COM   4,000.00   16,413.36   12,400.00
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   45,357.00
Corporate Stock — Common   VAXGEN INC COM NEW   800.00   15,326.70   9,640.00
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   1,200.00
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   1,504.00
Corporate Stock — Common   VERISIGN INC COM   1,400.00   56,223.56   52,304.00
Corporate Stock — Common   VERISIGN INC COM   14,430.00   658,175.42   539,104.80
Corporate Stock — Common   VERITAS SOFTWARE CORP COM   10,000.00   1,237,892.19   388,900.00
Corporate Stock — Common   VERITAS SOFTWARE CORP COM   4,700.00   549,987.88   182,783.00
Corporate Stock — Common   VERITAS SOFTWARE CORP COM   1,885.00   62,101.36   73,307.65
Corporate Stock — Common   VERIZON COMMUNICATIONS COM   68,178.00   2,085,926.45   3,204,366.00
Corporate Stock — Common   VERIZON COMMUNICATIONS COM   1,597.57   79,282.93   75,085.65
Corporate Stock — Common   VERIZON COMMUNICATIONS COM   29,700.00   1,587,250.88   1,395,900.00
Corporate Stock — Common   VERIZON COMMUNICATIONS COM   50,900.00   2,828,476.88   2,392,300.00
Corporate Stock — Common   VERSAR INC COM   160.00   614.71   624.00
Corporate Stock — Common   VERTEL CORP COM   300.00   8,981.17   186.00
Corporate Stock — Common   VERTEX PHARMACEUTICALS INC COM   100.00   7,417.45   2,530.00
Corporate Stock — Common   VERTICAL COMPUTER SYS INC COM NEW   18,300.00   6,981.45   219.60
Corporate Stock — Common   VERTICALNET INC OC-COM   785.00   3,514.81   1,256.00
Corporate Stock — Common   VESTA INS GROUP INC COM   8,100.00   76,740.21   47,385.00
Corporate Stock — Common   VESTAS WIND SYS COM ISIN# DK0010242056   1,000.00   11,181.50   33,320.70
Corporate Stock — Common   VIACOM COM CL B   22,461.00   1,175,312.52   980,422.65
Corporate Stock — Common   VIACOM COM CL B   44,849.00   1,179,079.61   1,957,658.85
Corporate Stock — Common   VIACOM COM CL B   23,300.00   973,729.32   1,017,045.00
Corporate Stock — Common   VIACOM COM CL B   268.00   11,974.63   11,698.20
Corporate Stock — Common   VIACOM INC CL A   500.00   18,284.95   21,865.00
Corporate Stock — Common   VIADOR INC COM   100.00   4,767.45   7.25
Corporate Stock — Common   VIANT CORP COM STK   1,000.00   4,863.65   1,300.00
Corporate Stock — Common   VIASYS HEALTHCARE INC COM NEW   5,113.00   63,499.14   90,960.27
Corporate Stock — Common   VIASYS HEALTHCARE INC COM NEW   13.00   358.63   231.27
Corporate Stock — Common   VIASYSTEMS GROUP INC COM   100.00   905.95   85.00
Corporate Stock — Common   VIATEL INC COM   8,000.00   32,209.51   464.00
Corporate Stock — Common   VICAL INC COM   300.00   4,462.72   3,555.00
Corporate Stock — Common   VICOR CORP COM   1,000.00   22,077.95   14,990.00
Corporate Stock — Common   VIEW SYS INC COM   18,000.00   22,640.83   9,540.00
Corporate Stock — Common   VIGNETTE CORP COM   4,308.00   43,437.50   23,306.28
Corporate Stock — Common   VIGNETTE CORP COM   29,500.00   252,343.25   159,595.00
Corporate Stock — Common   VIISAGE TECH INC COM   1,838.00   23,317.46   18,692.46
Corporate Stock — Common   VINTAGE PETE INC COM   1,000.00   12,664.95   12,380.00
Corporate Stock — Common   VIRAGE LOGIC CORP COM   15,100.00   154,135.19   234,503.00
Corporate Stock — Common   VISHAY INTERTECHNOLOGY INC COM   1,250.00   35,365.79   22,975.00
Corporate Stock — Common   VISIONICS CORP DEL COM   1,008.00   13,154.02   12,801.60
Corporate Stock — Common   VISTEON CORP COM   27,700.00   496,827.16   382,260.00
Corporate Stock — Common   VISTEON CORP COM   3,260.00   20,962.74   44,988.00
Corporate Stock — Common   VISTEON CORP COM   1,139.00   17,930.43   15,718.20
Corporate Stock — Common   VISUAL DATA CORP COM NEW   300.00   5,366.95   255.00
Corporate Stock — Common   VISUAL NETWORKS INC COM   500.00   16,993.02   1,560.00
Corporate Stock — Common   VISX INC DEL COM   5,000.00   113,724.18   66,000.00
Corporate Stock — Common   VITALWORKS INC COM STK   150.00   360.99   771.00
Corporate Stock — Common   VITESSE SEMICONDUCTOR CORP COM   4,600.00   283,053.65   56,074.00
Corporate Stock — Common   VITESSE SEMICONDUCTOR CORP COM   200.00   11,733.85   2,438.00
Corporate Stock — Common   VITRIA TECHNOLOGY INC COM   2,500.00   7,873.40   12,250.00
Corporate Stock — Common   VIVUS INC COM   4,000.00   21,692.50   15,960.00

Corporate Stock — Common   VOICE POWERED TECH INTL INC COM   4,600.00   9,721.50   46.00
Corporate Stock — Common   VORNADO OPER CO COM   4.00   30.50   2.56
Corporate Stock — Common   VOXEL COM   1,213.00   5,105.73   2.43
Corporate Stock — Common   VULCAN MATERIALS CO COM   2,500.00   120,288.13   115,625.00
Corporate Stock — Common   VYYO INC COM STK   2,900.00   7,438.03   4,321.00
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   4,638.00
Corporate Stock — Common   WA GROUP INTL INC COM   1,000.00   10,629.95   35.00
Corporate Stock — Common   WA MUT INC COM   22,123.00   442,070.48   692,007.44
Corporate Stock — Common   WA MUT INC COM   5,126.26   180,047.23   160,349.44
Corporate Stock — Common   WA MUT INC COM   11,200.00   423,485.69   350,336.00
Corporate Stock — Common   WABTEC CORP COM   5,900.00   81,302.00   70,800.00
Corporate Stock — Common   WACHOVIA CORP 2ND NEW COM   33,000.00   1,006,400.49   1,021,350.00
Corporate Stock — Common   WACHOVIA CORP 2ND NEW COM   35,346.00   980,660.10   1,093,958.70
Corporate Stock — Common   WACHOVIA CORP 2ND NEW COM   852.00   19,626.36   26,369.40
Corporate Stock — Common   WACHOVIA CORP 2ND NEW COM   17,800.00   512,973.57   550,910.00
Corporate Stock — Common   WACKENHUT CORRECTIONS CORP COM   2,000.00   32,251.92   27,900.00
Corporate Stock — Common   WADDELL & REED FINL INC CL A COM   22,060.00   457,811.18   595,840.60
Corporate Stock — Common   WADDELL & REED FINL INC CL A COM   9,800.00   296,410.63   264,698.00
Corporate Stock — Common   WADE COOK FINL CORP COM   63,000.00   39,221.11   3,780.00
Corporate Stock — Common   WAL-MART STORES INC COM   112,600.00   1,740,434.01   6,209,890.00
Corporate Stock — Common   WAL-MART STORES INC COM   8,712.91   438,053.93   480,517.15
Corporate Stock — Common   WAL-MART STORES INC COM   45,300.00   2,227,313.55   2,498,295.00
Corporate Stock — Common   WAL-MART STORES INC COM   35,000.00   2,224,627.43   1,930,250.00
Corporate Stock — Common   WALGREEN CO COM   46,400.00   1,780,895.67   1,531,200.00
Corporate Stock — Common   WALGREEN CO COM   4,610.58   151,327.67   152,149.24
Corporate Stock — Common   WALGREEN CO COM   25,600.00   227,866.44   844,800.00
Corporate Stock — Common   WALL STR FINL CORP   7,000.00   1,126.90   280.00
Corporate Stock — Common   WALLACE COMPUTER SVCS INC COM   165.91   3,362.12   2,838.63
Corporate Stock — Common   WALTER INDS INC COM   34,100.00   479,275.48   361,460.00
Corporate Stock — Common   WASTE MGMT INC DEL COM STK   553.32   10,301.01   16,212.22
Corporate Stock — Common   WASTE MGMT INC DEL COM STK   15,727.00   725,414.95   460,801.10
Corporate Stock — Common   WATERS CORP COM   10,210.00   348,410.75   373,175.50
Corporate Stock — Common   WATSON PHARMACEUTICALS INC COM   2,600.00   125,361.28   77,818.00
Corporate Stock — Common   WATSON WYATT & CO HLDGS CL A   1,900.00   44,374.50   37,050.00
Corporate Stock — Common   WAUSAU-MOSINEE PAPER CORP COM   2,800.00   31,032.40   28,840.00
Corporate Stock — Common   WAVE SYS CORP CL A   673.00   17,065.49   1,870.94
Corporate Stock — Common   WAVERIDER COMMUNICATIONS INC COM   246.00   2,023.29   81.18
Corporate Stock — Common   WD 40 CO COM   1,106.88   21,115.57   24,938.01
Corporate Stock — Common   WEATHERFORD INTL INC NEW COM   14,400.00   385,942.14   481,968.00
Corporate Stock — Common   WEATHERFORD INTL INC NEW COM   2,030.00   76,175.95   67,944.10
Corporate Stock — Common   WEBMD CORP COM STK COM   45,300.00   317,793.99   235,560.00
Corporate Stock — Common   WEBMD CORP COM STK COM   761.00   6,544.80   3,957.20
Corporate Stock — Common   WEBSENSE INC COM STK ISIN# US9476841062   8,900.00   162,001.85   236,918.00
Corporate Stock — Common   WEBSENSE INC COM STK ISIN# US9476841062   6,900.00   188,976.57   183,678.00
Corporate Stock — Common   WEBSTER FNCL CORP WATERBURY CONN COM   51.04   1,369.97   1,558.19
Corporate Stock — Common   WEBVAN GROUP INC COM STK   2,500.00   2,243.56   5.25
Corporate Stock — Common   WEGENER CORP COM   1,200.00   5,151.38   1,380.00
Corporate Stock — Common   WELLPOINT HLTH NETWORKS INC CL A (NEW) DELAW EFF 8-4-97   6,500.00   466,782.14   766,350.00
Corporate Stock — Common   WELLPOINT HLTH NETWORKS INC CL A (NEW) DELAW EFF 8-4-97   1,600.00   138,416.00   188,640.00
Corporate Stock — Common   WELLPOINT HLTH NETWORKS INC CL A (NEW) DELAW EFF 8-4-97   100.00   10,030.95   11,790.00

Corporate Stock — Common   WELLS FARGO & CO NEW COM STK   18,700.00   123,226.99   800,360.00
Corporate Stock — Common   WELLS FARGO & CO NEW COM STK   43,230.00   805,055.79   1,850,244.00
Corporate Stock — Common   WELLS FARGO & CO NEW COM STK   1,002.36   42,819.07   42,900.84
Corporate Stock — Common   WENDY S INTL INC COM   2,900.00   46,626.30   82,447.00
Corporate Stock — Common   WENDY S INTL INC COM   204.33   4,187.71   5,809.10
Corporate Stock — Common   WERNER ENTERPRISES INC COM   15,500.00   346,278.30   371,225.00
Corporate Stock — Common   WESTN COPPER HLDGS LTD COM   34,000.00   50,532.45   14,280.00
Corporate Stock — Common   WESTN DIGITAL CORP COM   51,700.00   198,259.11   243,507.00
Corporate Stock — Common   WESTN DIGITAL CORP COM   2,800.00   8,872.06   13,188.00
Corporate Stock — Common   WESTN GAS RES INC COM   12,630.00   406,567.80   377,384.40
Corporate Stock — Common   WESTN PAC AIRLS INC COM   2,000.00   952.27   3.00
Corporate Stock — Common   WESTN RES INC COM   22,200.00   527,591.35   382,950.00
Corporate Stock — Common   WESTN WTR CO COM   1,500.00   869.95   615.00
Corporate Stock — Common   WESTPOINT STEVENS INC COM   1,500.00   3,045.00   3,390.00
Corporate Stock — Common   WESTWOOD 1 INC COM   16,450.00   552,102.89   481,327.00
Corporate Stock — Common   WESTWOOD 1 INC COM   5,870.00   140,214.72   171,756.20
Corporate Stock — Common   WET SEAL INC CL A   7,250.00   152,487.35   153,265.00
Corporate Stock — Common   WEYERHAEUSER CO COM   13,800.00   509,840.26   729,330.00
Corporate Stock — Common   WEYERHAEUSER CO COM   5,450.00   232,797.74   288,032.50
Corporate Stock — Common   WEYERHAEUSER CO COM   15.00   607.45   792.75
Corporate Stock — Common   WEYMIN MNG CORP COM   3,000.00   1,899.90   38.10
Corporate Stock — Common   WHIRLPOOL CORP COM   1,700.00   75,291.09   111,792.00
Corporate Stock — Common   WHIRLPOOL CORP COM   21,000.00   911,293.38   1,380,960.00
Corporate Stock — Common   WHITEHALL ENTERPRISES INC COM   569,500.00   33,661.29   5,695.00
Corporate Stock — Common   WHOLE FOODS MKT INC COM   300.00   5,564.17   12,873.00
Corporate Stock — Common   WHOLE FOODS MKT INC COM   3,240.00   116,159.32   139,028.40
Corporate Stock — Common   WIDEPOINT CORP COM   1,100.00   5,959.90   88.00
Corporate Stock — Common   WILLAMETTE IND INC COM   2,700.00   92,153.00   130,275.00
Corporate Stock — Common   WILLIAMS CO INC COM   12,800.00   251,026.52   342,016.00
Corporate Stock — Common   WILLIAMS CO INC COM   687.39   24,372.70   18,367.09
Corporate Stock — Common   WILLIAMS CO INC COM   12,600.00   371,184.66   336,672.00
Corporate Stock — Common   WILLIAMS COMMUNICATIONS GROUP INC COM   13,475.00   39,758.98   32,879.00
Corporate Stock — Common   WILLIAMS COMMUNICATIONS GROUP INC COM   84,600.00   232,590.45   206,424.00
Corporate Stock — Common   WILLIAMS CTLS INC COM   400.00   1,192.65   256.00
Corporate Stock — Common   WILLIS GROUP HOLDINGS COM   17,960.00   276,863.31   425,292.80
Corporate Stock — Common   WIND RIV SYS INC COM   29,000.00   410,543.84   498,800.00
Corporate Stock — Common   WIND RIV SYS INC COM   967.00   29,828.03   16,632.40
Corporate Stock — Common   WINK COMMUNICATIONS INC COM   100.00   3,104.09   131.00
Corporate Stock — Common   WINN-DIXIE STORES INC COM   3,500.00   91,148.00   47,985.00
Corporate Stock — Common   WINN-DIXIE STORES INC COM   6,300.00   144,435.69   86,373.00
Corporate Stock — Common   WINNEBAGO INDS INC COM   4,600.00   122,666.55   155,020.00
Corporate Stock — Common   WINNEBAGO INDS INC COM   37.00   520.20   1,246.90
Corporate Stock — Common   WINSTAR COMMUNICATIONS INC COM   45,250.00   28,767.15   1,583.75
Corporate Stock — Common   WIRE 1 TECHNOLOGIES INC COM   22,200.00   220,307.82   153,402.00
Corporate Stock — Common   WIRELESS FACS INC COM   300.00   11,658.93   1,557.00
Corporate Stock — Common   WIS ENERGY COM   23,000.00   572,290.40   502,550.00
Corporate Stock — Common   WMS INDS INC COM   7,600.00   144,615.08   157,016.00
Corporate Stock — Common   WORKFLOW MGMT INC COM   2,000.00   53,559.90   6,000.00
Corporate Stock — Common   WORLD ACCESS INC (NEW)   5,641.00   89,524.81   19.74
Corporate Stock — Common   WORLD WIDE WIRELESS COMMUNICATIONS INC COM   300.00   482.67   3.90
Corporate Stock — Common   WORLDCOM INC GA NEW MCI GROUP COM   2,022.09   41,260.52   26,509.53
Corporate Stock — Common   WORLDCOM INC/WORLDCO   72,726.00   1,399,659.87   1,057,436.04
Corporate Stock — Common   WORLDCOM INC/WORLDCO   29,803.00   595,919.60   433,335.62
Corporate Stock — Common   WORLDWIDE XCEED GROUP INC COM NEW   500.00   1,293.24   7.50
Corporate Stock — Common   WORTHINGTON INDS INC COM   32,640.00   478,134.39   483,072.00
Corporate Stock — Common   WORTHINGTON INDS INC COM   2,150.00   34,474.54   31,820.00
Corporate Stock — Common   WPS RES CORP COM   4,800.00   145,860.48   161,904.00
Corporate Stock — Common   WRIGLEY WM JR CO CAP   5,700.00   112,346.94   288,078.00
Corporate Stock — Common   WRIGLEY WM JR CO CAP   600.00   29,933.95   30,324.00

Corporate Stock — Common   WTR PIK TECHNOLOGIES INC COM   100.00   924.95   840.00
Corporate Stock — Common   XATA CORP COM NEW   1,405.00   7,059.40   5,282.80
Corporate Stock — Common   XCEL ENERGY INC COM   8,605.00   228,203.69   235,002.55
Corporate Stock — Common   XCEL ENERGY INC COM   25,700.00   670,451.08   701,867.00
Corporate Stock — Common   XCEL ENERGY INC COM   1,916.76   52,024.75   52,346.69
Corporate Stock — Common   XCELERA INC   60.00   713.38   158.40
Corporate Stock — Common   XEROX CORP COM   175,000.00   1,991,782.10   1,470,000.00
Corporate Stock — Common   XEROX CORP COM   17,456.00   329,617.70   146,630.40
Corporate Stock — Common   XEROX CORP COM   9,217.31   90,163.30   77,425.40
Corporate Stock — Common   XICOR INC COM   100.00   1,174.02   1,107.00
Corporate Stock — Common   XILINX INC COM   8,400.00   382,823.55   303,324.00
Corporate Stock — Common   XILINX INC COM   600.00   31,228.22   21,666.00
Corporate Stock — Common   XL CAP LTD CL A   3,400.00   284,031.54   316,132.00
Corporate Stock — Common   XM SATELLITE RADIO HLDGS INC CL A   10,000.00   72,077.00   115,900.00
Corporate Stock — Common   XM SATELLITE RADIO HLDGS INC CL A   2,783.00   28,133.60   32,254.97
Corporate Stock — Common   XO COMMUNICATIONS INC CL A   12,245.00   16,746.50   9,796.00
Corporate Stock — Common   XOMA CORP COM BERMUDA   7,700.00   54,733.14   66,374.00
Corporate Stock — Common   XOMA CORP COM BERMUDA   750.00   9,679.21   6,465.00
Corporate Stock — Common   XTO ENERGY INC COM   4,000.00   53,885.60   65,000.00
Corporate Stock — Common   XTO ENERGY INC COM   90.00   1,628.14   1,462.50
Corporate Stock — Common   XYBERNAUT CORP COM   100.00   2,496.83   234.00
Corporate Stock — Common   YAHOO INC COM   14,300.00   2,355,624.91   222,651.00
Corporate Stock — Common   YAHOO INC COM   3,741.00   138,429.95   58,247.37
Corporate Stock — Common   YANKEE CANDLE CO COM ISIN US9847571042   300.00   5,356.75   5,946.00
Corporate Stock — Common   YELLOW CORP COM   12,850.00   312,042.56   314,182.50
Corporate Stock — Common   YELLOW CORP COM   1,700.00   32,870.01   41,565.00
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   1,100.00
Corporate Stock — Common   ZI CORP COM   400.00   4,148.49   2,112.00
Corporate Stock — Common   ZIMMER HLDGS INC COM   4,900.00   52,762.71   158,074.00
Corporate Stock — Common   ZIMMER HLDGS INC COM   228.00   6,407.38   7,355.28
Corporate Stock — Common   ZIMMER HLDGS INC COM   8,170.00   229,711.82   263,564.20
Corporate Stock — Common   ZIONS BANCORP COM   2,400.00   138,413.52   115,872.00
Corporate Stock — Common   ZIONS BANCORP COM   7,100.00   405,281.49   342,788.00
Corporate Stock — Common   ZIXIT CORP COM   1,800.00   45,893.72   12,150.00
Corporate Stock — Common   ZOLTEK COS INC COM   55.00   1,926.75   169.40
Corporate Stock — Common   ZOMAX INC COM   3,200.00   20,273.13   20,768.00
Corporate Stock — Common   ZONAGEN INC COM   100.00   2,899.50   455.00
Corporate Stock — Common   ZORAN CORP COM   217.00   4,555.86   7,540.75
Partnership/Joint Venture Interests   ##ALLIANCE CAP MGMT HLDG L P DO NOT USE SEE SEC #2011706   3,516.31   124,840.19   178,733.78
Partnership/Joint Venture Interests   #REORG SCUDDER GLOBAL FD EXCH GLOBAL INTL FD 5-21-98 SEE SEC 2349245   2,192.97   51,186.94   48,552.42
Partnership/Joint Venture Interests   ATLAS PIPELN PARTNERS L P   520.00   14,368.70   10,920.00
Partnership/Joint Venture Interests   LANGUAGE WARE NET CO LTD   20,000.00   18,786.07   200.00
Partnership/Joint Venture Interests   M.LYNCH & CO INC 2002 NIKKEI 225 MKT INDEX TARGET TERM SECS   400.00   4,049.01   3,920.00
Partnership/Joint Venture Interests   MLP CORNERSTONE PROPANE PARTNERS L P UNIT LTD PARTNERSHIP INT   871.16   13,606.43   6,098.13
Partnership/Joint Venture Interests   MLP CROWN PAC PARTNERS L P UNIT REPSTG LTD PARTNERSHIP INT   700.00   13,140.65   3,325.00
Partnership/Joint Venture Interests   MLP EOTT ENERGY PARTNERS L P UNIT LTD PARTNERSHIP INT   794.60   13,784.07   7,151.37
Partnership/Joint Venture Interests   MLP KANEB PIPE LINE PARTNERS L P SR PREFUNIT   300.00   10,863.85   12,129.00
Partnership/Joint Venture Interests   MLP KINDER MORGAN ENERGY PARTNERS L P UNIT LTD PARTNERSHIP INT   50.00   1,901.95   1,800.00

Partnership/Joint Venture Interests   MLP NORTHN BORDER PARTNERS L P UNIT LTD PARTNERSHIP INT   100.00   3,907.57   3,670.00
Partnership/Joint Venture Interests   MLP NORTHN BORDER PARTNERS L P UNIT LTD PARTNERSHIP INT   2,870.00   109,235.36   105,329.00
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   1,092.00
Partnership/Joint Venture Interests   PBHG LARGE CAP 20 FD   1,618.89   42,755.67   26,808.79
Partnership/Joint Venture Interests   SAN JUAN BASIN RTY TR UNIT BEN INT   217.75   2,939.21   2,234.13
Partnership/Joint Venture Interests   SPECTRA FD INC COM STK   1,839.08   17,143.70   12,597.68
Partnership/Joint Venture Interests   TORCH ENERGY RTY TR UNIT BEN INT COM STK   392.34   3,659.82   2,597.31
Partnership/Joint Venture Interests   WILLIAMS COAL SEAM GAS RTY TR TR UNIT   400.38   6,163.71   5,885.53
Real Estate — Income Producing   #REORG LA QUINTA PROPS INC STK MERGER TOLA QUINTA CORP 2457963 EFF 1/2/02   950.00   4,262.53   5,804.50
Real Estate — Income Producing   1ST INDL RLTY TR INC COM   100.00   2,774.95   3,065.00
Real Estate — Income Producing   AVALONBAY CMNTYS REIT   154.00   4,974.20   7,445.90
Real Estate — Income Producing   BEDFORD PPTY INVS INC COM PAR $0.02   4,500.00   86,393.25   99,945.00
Real Estate — Income Producing   BOYKIN LODGING CO COM   3,600.00   48,801.96   26,640.00
Real Estate — Income Producing   BP PRUDHOE BAY RTY TR UNITS BEN INT   2,000.00   28,653.90   26,220.00
Real Estate — Income Producing   BSTN PPTYS INC COM STK   305.01   11,471.06   11,346.30
Real Estate — Income Producing   CAP AUTOMOTIVE REIT COM SHS   5,600.00   78,498.00   104,160.00
Real Estate — Income Producing   CBL & ASSOC PPTYS INC COM   4,400.00   107,448.88   137,148.00
Real Estate — Income Producing   CHELSEA PPTY GROUP INC COM   2,300.00   103,607.38   111,320.00
Real Estate — Income Producing   CHELSEA PPTY GROUP INC COM   1,194.58   50,827.41   57,817.58
Real Estate — Income Producing   COML NET LEASE RLTY INC COM   5,400.00   59,339.52   72,468.00
Real Estate — Income Producing   COML NET LEASE RLTY INC COM   6,178.02   75,201.14   82,909.00
Real Estate — Income Producing   COUSINS PROPS INC COM   253.29   6,612.45   6,149.98
Real Estate — Income Producing   CRESCENT REAL ESTATE EQUITIES CO TX COM   204.62   4,967.22   3,560.32
Real Estate — Income Producing   DUKE RLTY CORP   975.00   22,791.17   23,946.00
Real Estate — Income Producing   EASTGROUP PPTYS INC REIT   1,600.00   35,880.00   38,240.00
Real Estate — Income Producing   ENTMNT PPTYS TR COM SH BEN INT   4,200.00   52,546.20   74,760.00
Real Estate — Income Producing   EQTY INNS INC COM STK PAR $0.01   6,700.00   42,605.30   48,441.00
Real Estate — Income Producing   EQTY OFFICE PPTYS TR REIT   10,200.00   313,140.00   303,960.00
Real Estate — Income Producing   EQTY OFFICE PPTYS TR REIT   715.60   21,956.84   21,324.73
Real Estate — Income Producing   EQTY RESDNTL PPTYS TR SH BEN INT   2,163.18   56,034.17   62,624.15
Real Estate — Income Producing   ESSEX PPTY TR REIT   100.00   4,805.97   4,768.05
Real Estate — Income Producing   GLENBOROUGH RLTY TR INC REIT   3,300.00   60,896.88   59,829.00
Real Estate — Income Producing   HLTH CARE PPTY INVS INC COM   396.40   13,133.74   14,722.11
Real Estate — Income Producing   HOST MARRIOTT CORP REIT   1,624.82   16,031.77   13,681.00
Real Estate — Income Producing   HRPT PPTYS TR COM SH BEN INT   31,800.00   200,340.00   267,756.00
Real Estate — Income Producing   HRPT PPTYS TR COM SH BEN INT   100.00   661.20   842.00
Real Estate — Income Producing   INNKEEPERS USA TR COM   500.00   6,097.48   4,400.00
Real Estate — Income Producing   ISTAR FINL INC COM   520.00   14,340.62   13,187.20
Real Estate — Income Producing   JDN RLTY CORP COM   1,800.00   21,828.96   22,320.00
Real Estate — Income Producing   KEYSTONE PPTY TR COM   2,600.00   32,689.54   33,826.00
Real Estate — Income Producing   KILROY RLTY CORP COM   500.00   13,105.32   12,475.00
Real Estate — Income Producing   KIMCO RLTY CORP COM   432.00   16,672.59   21,427.20
Real Estate — Income Producing   LASALLE HOTEL PPTYS SH BEN INT COM STK   2,900.00   44,803.55   30,450.00
Real Estate — Income Producing   LIBERTY PPTY TR SH BEN INT   260.41   7,244.75   7,562.31
Real Estate — Income Producing   MILLS CORP COM STK PAR $0.01   100.00   2,182.00   2,398.00
Real Estate — Income Producing   MILLS CORP COM STK PAR $0.01   523.57   10,193.41   12,555.14
Real Estate — Income Producing   NATL GOLF PPTYS INC COM STK   1,900.00   48,288.50   16,720.00
Real Estate — Income Producing   NATL HLTH INVS INC COM   889.34   19,883.52   11,490.21
Real Estate — Income Producing   NEW PLAN EXCEL RLTY TR INC   14,400.00   230,352.80   270,288.00

Real Estate — Income Producing   NEW PLAN EXCEL RLTY TR INC   225.00   3,806.40   4,223.25
Real Estate — Income Producing   PA REAL ESTATE INVT TR SH BEN INT   100.00   2,129.95   2,275.00
Real Estate — Income Producing   PAN PAC RETAIL PPTYS INC COM   3,000.00   83,976.60   80,070.00
Real Estate — Income Producing   PUB STORAGE INC COM   300.00   8,243.90   10,200.00
Real Estate — Income Producing   RFS HOTEL INVS INC COM   7,200.00   87,379.20   82,080.00
Real Estate — Income Producing   RFS HOTEL INVS INC COM   300.00   4,173.90   3,420.00
Real Estate — Income Producing   RLTY INC CORP COM   2,500.00   73,904.00   72,375.00
Real Estate — Income Producing   SHURGUARD STORAGE CTR INC COM   100.00   3,003.95   3,045.00
Real Estate — Income Producing   SIMON PPTY GROUP INC COM   720.53   17,140.54   20,815.97
Real Estate — Income Producing   SL GREEN RLTY CORP COM STK   100.00   2,368.25   3,030.00
Real Estate — Income Producing   SOVRAN SELF STORAGE INC   1,200.00   33,750.00   34,908.00
Real Estate — Income Producing   SOVRAN SELF STORAGE INC   470.52   9,720.78   13,687.51
Real Estate — Income Producing   SR HSG PPTYS TR SH BEN INT   10.00   0   128.70
Real Estate — Income Producing   SR HSG PPTYS TR SH BEN INT   2,400.00   31,236.00   30,888.00
Real Estate — Income Producing   STARWOOD HOTELS & RESORTS WORLDWIDE INC PAIRED CTF 1 CL B SH BEN INT STARWOOD   183.03   5,332.27   4,967.30
Real Estate — Income Producing   STARWOOD HOTELS & RESORTS WORLDWIDE INC PAIRED CTF 1 CL B SH BEN INT STARWOOD   5,000.00   165,440.14   135,700.00
Real Estate — Income Producing   SUMMIT PPTY INC COM   500.00   9,806.10   11,875.00
Real Estate — Income Producing   SUN COMMUNITIES INC COM   100.00   3,602.95   3,606.00
Real Estate — Income Producing   THORNBURG MTG INC COM   7,300.00   128,430.00   128,845.00
Real Estate — Income Producing   VENTAS INC COM   32,840.00   390,845.98   400,648.00
Real Estate — Income Producing   VENTAS INC COM   6,200.00   75,611.48   75,640.00
Real Estate — Income Producing   VORNADO RLTY TR COM   518.24   18,804.31   20,366.83
Real Estate — Income Producing   WA REAL ESTATE INVT TR SH BEN INT   3,900.00   83,684.25   95,355.00
Real Estate — Income Producing   WINSTON HOTELS INC REIT   200.00   1,879.95   1,610.00
Real Estate — Income Producing   WYNDHAM INTL INC CL A   235.00   5,341.84   138.65
Participant Loans   &&& PARTICIPANT LOANS OUTSTANDING   14,207,508.54   14,207,508.54   14,207,508.54
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   3,161,792.42   3,161,792.42   3,161,792.42
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   3,604,550.68   3,604,550.68   3,604,550.68
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   1,220,985.01   1,220,985.01   1,220,985.01
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   4,988,429.32   4,988,429.32   4,988,429.32
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   651,211.52   651,211.52   651,211.52
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   677,898.84   677,898.84   677,898.84
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   2,926,357.87   2,926,357.87   2,926,357.87
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   3,628,960.45   3,628,960.45   3,628,960.45
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   348,809.58   348,809.58   348,809.58
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   12,633,261.43   12,633,261.43   12,633,261.43
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   2,294,099.49   2,294,099.49   2,294,099.49
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   58,589.07   58,589.07   58,589.07
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   637,132.98   637,132.98   637,132.98
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   318,978.02   318,978.02   318,978.02
Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   1,956,135.54   1,956,135.54   1,956,135.54

Value of Interest in Common/Collective Trusts   COLTV SHORT TERM INVT FD   1,602,645.06   1,602,645.06   1,602,645.06
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   7,452,646.43
Value of Interest in Registered Investment Companies   ##MFO INVESCO SPECIALTY FDS INC TELECOMMUNICATIONS FD   5,099.96   225,428.98   85,169.33
Value of Interest in Registered Investment Companies   ##MFO INVESCO STRATEGIC PORTFOLIOS INC FIN SVCS POR DO NOT USE SEE TNT 2-424259   2,966.42   88,172.03   79,470.37
Value of Interest in Registered Investment Companies   ##MFO STEIN ROE INTER BD FD DO NOT USE SEE TNT 4-963257   9,694.54   85,998.09   86,766.14
Value of Interest in Registered Investment Companies   ##MFO UAM FDS INC II ANALYTIC ENHANCED EQTY FD CL A DO NOT USE SEE 2-693522   415.95   5,044.89   4,292.61
Value of Interest in Registered Investment Companies   #REORG ARGENTINA FD CLOSED TO OPEN-END FD 2812668 EFF 12/4/01   500.00   3,979.95   4,020.00
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   1,819.67
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   3,157.31
Value of Interest in Registered Investment Companies   #REORG MFO INVESCO STRATEGIC PORTFOLIOS GOLD DUE TO CONVERSION SEC #2424150   20,474.92   108,921.48   33,783.61
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   51,536.28
Value of Interest in Registered Investment Companies   #REORG UAM FDS TR CLIPPER FOCUS PORT N/CTO PBHG FUNDS INC 2693524 EFF 12/14/01   680.70   10,723.34   11,422.18
Value of Interest in Registered Investment Companies   ISHARES TR S&P SMALLCAP 600/BARRA VALUE INDEX FD   114.00   9,215.71   9,124.56
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   159.75   3,000.00   3,094.28
Value of Interest in Registered Investment Companies   MFB NORTHN FDS TECH FD   146.91   6,499.09   1,843.70
Value of Interest in Registered Investment Companies   MFC AMERN CENTY GOVT INC TR GINNIE MAE FD INVS CL   950.15   10,130.04   10,185.58
Value of Interest in Registered Investment Companies   MFC ASA LTD FD   7,000.00   127,719.45   138,810.00
Value of Interest in Registered Investment Companies   MFC ASIA TIGERS FD INC   516.00   4,984.44   3,457.20
Value of Interest in Registered Investment Companies   MFC BLACKROCK HI YIELD TR SHS   400.00   4,909.95   4,000.00
Value of Interest in Registered Investment Companies   MFC BLACKROCK INC TR INC   5,000.00   36,599.75   36,950.00
Value of Interest in Registered Investment Companies   MFC BRAZIL FD INC COM   340.00   6,748.24   4,845.00
Value of Interest in Registered Investment Companies   MFC CENT EUROPEAN EQTY FD INC COM   612.04   9,167.95   7,032.36
Value of Interest in Registered Investment Companies   MFC CHILE FD INC COM CLOSED END FD   177.96   2,156.85   1,491.28
Value of Interest in Registered Investment Companies   MFC DUFF & PHELPS UTILS INC INC CLOSED END FD   350.00   3,372.80   3,850.00
Value of Interest in Registered Investment Companies   MFC H & Q LIFE SCI INVESTORS SH BEN INT   366.00   6,525.33   7,715.28
Value of Interest in Registered Investment Companies   MFC ISHARES INC MSCI HONG KONG INDEX FD   250.00   2,224.15   2,212.50
Value of Interest in Registered Investment Companies   MFC ISHARES INC MSCI MEX FREE INDEX FD   150.00   2,468.95   2,071.50

Value of Interest in Registered Investment Companies   MFC ISHARES TR DOW JONES U S ENERGY SECTOR INDEX FD   129.00   6,447.70   5,792.10
Value of Interest in Registered Investment Companies   MFC ISHARES TR DOW JONES U S FINL SVCS COMPOSITE   69.00   6,785.91   6,089.25
Value of Interest in Registered Investment Companies   MFC ISHARES TR DOW JONES U S HEALTHCARE SECTOR   105.00   6,566.40   6,718.95
Value of Interest in Registered Investment Companies   MFC ISHARES TR DOW JONES U S INTERNET INDEX FD   100.00   1,144.95   1,371.00
Value of Interest in Registered Investment Companies   MFC ISHARES TR GOLDMAN SACHS MULTIMEDIA   150.00   4,987.45   4,950.00
Value of Interest in Registered Investment Companies   MFC ISHARES TR GOLDMAN SACHS SOFTWARE INDEX FD   100.00   4,229.95   4,306.00
Value of Interest in Registered Investment Companies   MFC ISHARES TR RUSSELL 1000 VALUE INDEX FD   50.00   3,102.45   2,727.50
Value of Interest in Registered Investment Companies   MFC ISHARES TR RUSSELL 2000 INDEX FD   114.89   11,755.75   10,523.74
Value of Interest in Registered Investment Companies   MFC ISHARES TR RUSSELL 2000 VALUE INDEX FD   50.32   6,467.02   6,164.45
Value of Interest in Registered Investment Companies   MFC ISHARES TR S&P MIDCAP 400 INDEX FD   239.00   22,933.53   23,118.47
Value of Interest in Registered Investment Companies   MFC ISHARES TR S&P SMALLCAP 600/BARRA GROWTH INDEX FD   129.00   9,657.79   9,388.62
Value of Interest in Registered Investment Companies   MFC KOREA FD INC CLOSED END FD   507.66   3,736.85   6,259.46
Value of Interest in Registered Investment Companies   MFC MIDCAP SPDR TR UNIT SER 1 STD & POORS   120.33   11,729.12   10,661.24
Value of Interest in Registered Investment Companies   MFC NUVEEN MUN VALUE FD INC COM   506.77   4,828.98   4,783.87
Value of Interest in Registered Investment Companies   MFC SCUDDER GLOBAL HI INC FD INC COM   502.32   2,634.61   2,787.89
Value of Interest in Registered Investment Companies   MFC SCUDDER INTER GOVT TR SHS   5,000.00   34,449.75   34,950.00
Value of Interest in Registered Investment Companies   MFC SINGAPORE FD INC COM CLOSED END FD   1,000.00   11,728.97   4,920.00
Value of Interest in Registered Investment Companies   MFC SOUTHN AFRICA FD INC COM   185.00   2,920.75   1,665.00
Value of Interest in Registered Investment Companies   MFC SWISS HELVETIA FD INC COM CLOSED ENDFD   0.60   11.69   6.57
Value of Interest in Registered Investment Companies   MFC TEMPLETON DRAGON FD INC COM   3,000.00   40,354.39   22,380.00
Value of Interest in Registered Investment Companies   MFC TEMPLETON VIETNAM & S E ASIA FD INC   104.69   1,188.68   677.34
Value of Interest in Registered Investment Companies   MFC VAN KAMPEN SR INC TR   400.00   3,500.77   2,824.00
Value of Interest in Registered Investment Companies   MFC VANGUARD BD INDEX FD INC LONG TERM PORTFOLIO FD   271.40   2,996.00   2,990.85
Value of Interest in Registered Investment Companies   MFO 3RD AVE TR REAL ESTATE VALUE FD   523.35   8,000.00   8,096.27
Value of Interest in Registered Investment Companies   MFO 3RD AVE TR SMALL-CAP VALUE FD   2,512.37   37,555.20   37,107.69
Value of Interest in Registered Investment Companies   MFO 3RD AVE TR VALUE TR   2,983.69   109,149.28   106,965.14
Value of Interest in Registered Investment Companies   MFO 59 WALL STR FD INC PAC BASIN EQTY FDOPEN END FD   201.28   9,181.88   4,474.41
Value of Interest in Registered Investment Companies   MFO ACCESSOR FDS INC MTG SECS PORTFOLIO ADVISOR   5,309.69   67,366.66   68,441.87
Value of Interest in Registered Investment Companies   MFO ADVISORS INNER CIRCLE FD PIN OAK AGGRESSIVE GROWTH STK FD   1,270.86   75,099.60   31,453.69
Value of Interest in Registered Investment Companies   MFO ADVISORS SER TR AI FRANK FD   3,138.04   51,469.90   55,229.47
Value of Interest in Registered Investment Companies   MFO AIM CONSTELLATION FD OPEN END FD   9,946.18   187,900.95   216,130.58
Value of Interest in Registered Investment Companies   MFO AIM EQTY FD INC CHARTER FD RETAIL CLDBTFL   6,589.12   63,650.90   75,313.64

Value of Interest in Registered Investment Companies   MFO AIM EQTY FDS INC WEINGARTEN FD CL A SHS   4,073.52   48,434.15   54,300.02
Value of Interest in Registered Investment Companies   MFO AIM INTERNATIONAL EQUITY FUND   6,892.24   93,114.18   100,695.64
Value of Interest in Registered Investment Companies   MFO AIM VALUE FD CL A   15,728.65   150,745.20   169,397.55
Value of Interest in Registered Investment Companies   MFO ALGER FD CAP APPREC CL A   1,958.86   20,000.00   17,414.30
Value of Interest in Registered Investment Companies   MFO ALLEGHANY FDS ALLEGHANY/VEREDUS AGGRESSIVE GROWTH FD   169.30   3,100.00   3,125.31
Value of Interest in Registered Investment Companies   MFO ALLEGHANY/CHGO CAPTIAL CAP VALUE N   620.35   7,500.00   7,282.87
Value of Interest in Registered Investment Companies   MFO ALLEGHANY/CHGO TR GROWTH I   73.70   1,700.00   1,642.71
Value of Interest in Registered Investment Companies   MFO ALLIANCE GROWTH & INC FD   3,470.62   13,034.60   12,633.05
Value of Interest in Registered Investment Companies   MFO AMER AADVANTAGE FDS INTL EQTY FD PLANAHEAD CL   548.47   7,500.00   7,766.29
Value of Interest in Registered Investment Companies   MFO AMER CENTY CAP PORTFOLIOS INC REAL ESTATE FD   163.06   2,533.47   2,424.72
Value of Interest in Registered Investment Companies   MFO AMER CENTY CAP PORTFOLIOS INC VALUE FD INV   2,250.48   13,734.11   15,460.78
Value of Interest in Registered Investment Companies   MFO AMER CENTY GLOBAL GOLD EQUITIES I   13,565.94   95,823.42   68,508.00
Value of Interest in Registered Investment Companies   MFO AMER CENTY MUT FDS INC 20TH CENTY GROWTH FD INV   1,406.26   26,775.85   27,633.03
Value of Interest in Registered Investment Companies   MFO AMER CENTY MUT FDS INC 20TH CENTY VISTA FD INV   3,788.16   55,820.54   41,101.50
Value of Interest in Registered Investment Companies   MFO AMER CENTY TARGET MATS TR 2005   549.00   44,223.84   48,696.30
Value of Interest in Registered Investment Companies   MFO AMERINDO FDS INC HLTH & BIOTECHNOLOGY FD CL D   454.84   6,330.77   4,170.90
Value of Interest in Registered Investment Companies   MFO AMERINDO FDS INC INTERNET B2B FD CL D   389.05   6,148.46   1,641.79
Value of Interest in Registered Investment Companies   MFO AMERINDO FDS INC TECH FD CL D   438.21   13,379.91   2,318.10
Value of Interest in Registered Investment Companies   MFO AMERISTOCK MUT FD INC COM   337,270.84   13,919,598.51   13,747,159.28
Value of Interest in Registered Investment Companies   MFO AMERN CENTY CAP PORTFOLIOS INC EQTY INC FD INV   757.79   5,238.14   5,289.40
Value of Interest in Registered Investment Companies   MFO AMERN CENTY CAP PORTFOLIOS INC SMALLCAP VALUE FD INV CL   15,456.26   118,595.12   118,858.64
Value of Interest in Registered Investment Companies   MFO AMERN CENTY INC & GROWTH INV CL   314.08   8,566.69   8,436.14
Value of Interest in Registered Investment Companies   MFO AMERN CENTY MUT FDS INC 20TH CENTY SELECT FD INV   714.48   26,775.85   26,399.89
Value of Interest in Registered Investment Companies   MFO AMERN CENTY TARGET MATS TR BENHAM TARGET MATS TR 2025 INVS CL   2,018.17   60,125.30   66,821.64
Value of Interest in Registered Investment Companies   MFO AMERN CENTY ULTRA INV FD   6,736.19   212,235.82   182,348.69
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   1,833.24
Value of Interest in Registered Investment Companies   MFO AMERN CENTY WORLD MUT FDS INC 20TH CENTY INTL GROWTH FD INV   142,308.22   1,366,868.57   1,118,542.62
Value of Interest in Registered Investment Companies   MFO AMERN CENTY WORLD MUT FDS INC LIFE SCIENCES FD INV CL   510.10   2,564.67   2,484.18
Value of Interest in Registered Investment Companies   MFO AMERN CENTY WORLD MUT FDS INC TECH FD INV CL   11,370.08   30,843.47   23,763.46
Value of Interest in Registered Investment Companies   MFO ARIEL FUND   420.09   14,800.00   15,308.12

Value of Interest in Registered Investment Companies   MFO ARIEL GROWTH APPRECIATION FD   2,861.11   102,000.00   104,029.89
Value of Interest in Registered Investment Companies   MFO ARTISAN FDS INC INTL FD INV SHS   495,208.46   8,836,706.67   8,770,141.77
Value of Interest in Registered Investment Companies   MFO ARTISAN FDS INC MID CAP FD INV SHS   14,308.65   369,224.60   353,423.61
Value of Interest in Registered Investment Companies   MFO BABSON D L BD TR PORTFOLIO L   20,522.13   31,475.08   32,424.96
Value of Interest in Registered Investment Companies   MFO BABSON ENTERPRISE FD II INC COM   763.52   19,463.76   18,477.11
Value of Interest in Registered Investment Companies   MFO BABSON ENTERPRISE FD INC COM OPEN END FD   3,975.81   60,399.75   60,432.36
Value of Interest in Registered Investment Companies   MFO BARON AST FD GROWTH & INC FD   869.24   26,233.45   24,651.62
Value of Interest in Registered Investment Companies   MFO BARON AST FD IOPPORTUNITY FD #580   401.44   3,827.35   2,159.77
Value of Interest in Registered Investment Companies   MFO BARON AST FD SH BEN INT   1,646.47   77,682.75   67,175.98
Value of Interest in Registered Investment Companies   MFO BARON AST FD SMALL CAP FD   1,531.89   22,280.80   21,492.37
Value of Interest in Registered Investment Companies   MFO BERGER GROWTH FD INC COM   3,558.19   53,455.42   29,461.78
Value of Interest in Registered Investment Companies   MFO BERGER INVT PORTFOLIO TR INFORMATIONTECH FD INV SHS   216.84   1,700.00   1,474.49
Value of Interest in Registered Investment Companies   MFO BERGER INVT PORTFOLIO TR MID CAP VALUE FD   334.19   5,200.00   5,457.32
Value of Interest in Registered Investment Companies   MFO BERGER INVT PORTFOLIO TR NEW GENERATION FD INVS SHS   5,624.05   107,152.64   42,461.55
Value of Interest in Registered Investment Companies   MFO BERGER INVT PORTFOLIO TR SMALL CO GROWTH FD INV SHS   30,417.79   182,859.99   93,686.81
Value of Interest in Registered Investment Companies   MFO BERGER OMNI INVT FD TR SMALL CAP VALUE FD INV CL   995.95   19,247.51   28,374.73
Value of Interest in Registered Investment Companies   MFO BERKSHIRE FDS FOCUS FD   144.69   5,697.53   1,400.64
Value of Interest in Registered Investment Companies   MFO BJURMAN FDS MICRO-CAP FD CL D   5,959.70   260,588.73   284,277.50
Value of Interest in Registered Investment Companies   MFO BLACKROCK FDS CORE BD PORTFOLIO INSTL CL   1,239.44   12,320.03   12,208.43
Value of Interest in Registered Investment Companies   MFO BRAMWELL FDS INC GROWTH FD   902.26   21,373.48   17,792.55
Value of Interest in Registered Investment Companies   MFO BRANDES INVT TR INSTL INTL EQTY FD   3,125.73   57,080.22   49,292.76
Value of Interest in Registered Investment Companies   MFO BRANDYWINE FD INC COM OPEN END FD   2,887.68   81,027.11   65,810.18
Value of Interest in Registered Investment Companies   MFO BRAZOS MUT FDS MICRO CAP PORTFOLIO CL Y   7,601.72   150,168.93   136,298.80
Value of Interest in Registered Investment Companies   MFO BRIDGEWAY FD INC AGGRESSIVE GROWTH PORTFOLIO   4,819.48   202,390.29   176,392.93
Value of Interest in Registered Investment Companies   MFO BUFFALO SMALL CAP FD INC COM   12,185.11   219,757.02   227,374.15
Value of Interest in Registered Investment Companies   MFO CALAMOS INVT TR NEW CONV FD CL A   1,140.10   21,983.80   21,091.78
Value of Interest in Registered Investment Companies   MFO CALAMOS INVT TR NEW GROWTH FD CL A #504   585.04   21,131.81   21,225.36
Value of Interest in Registered Investment Companies   MFO CHOICE FDS BALANCED FD   3,720.80   39,582.92   34,268.59
Value of Interest in Registered Investment Companies   MFO CITIZENS INVT TR GLOBAL EQTY PORTFOLIO   1,161.34   26,456.14   18,639.57
Value of Interest in Registered Investment Companies   MFO CLIPPER FD INC COM OPEN END FD   3,355.95   276,447.24   287,067.62
Value of Interest in Registered Investment Companies   MFO COHEN & STEERS RLTY SHS INC COM   3,969.45   177,184.06   175,648.34
Value of Interest in Registered Investment Companies   MFO COLUMBIA REAL ESTATE EQTY FD INC COM   2,178.51   38,274.81   38,777.46

Value of Interest in Registered Investment Companies   MFO COLUMBIA SMALL CAP FD INC COM   4,399.47   100,000.00   91,465.02
Value of Interest in Registered Investment Companies   MFO CR SUISSE WARBURG PINCUS CAP APPRECIATION FD#3   1,540.91   49,576.54   27,351.17
Value of Interest in Registered Investment Companies   MFO CR SUISSE WARBURG PINCUS GLOBAL HLTHSCIENCES FD   86.21   1,500.00   1,703.45
Value of Interest in Registered Investment Companies   MFO CR SUISSE WARBURG PINCUS GLOBAL TELECOMMUNICATIONS FD#759   15.97   1,069.99   469.69
Value of Interest in Registered Investment Companies   MFO CR SUISSE WARBURG PINCUS JAPAN GROWTH FD FD#32   1,273.96   25,431.40   6,548.14
Value of Interest in Registered Investment Companies   MFO CR SUISSE WARBURG PINCUS JAPAN SMALLCAP COM FD#19   9,413.06   85,661.17   16,661.12
Value of Interest in Registered Investment Companies   MFO CSI EQTY FD   332.51   4,774.60   4,545.45
Value of Interest in Registered Investment Companies   MFO DAVIS N.Y VENTURE FD INC CL A   269.06   6,600.00   6,704.93
Value of Interest in Registered Investment Companies   MFO DAVIS SER INC FINL FD CL A   464.67   16,000.00   14,832.39
Value of Interest in Registered Investment Companies   MFO DEUTSCHE EUROPEAN EQTY GROWTH FD INSTL CL   729.07   20,000.00   14,997.05
Value of Interest in Registered Investment Companies   MFO DFA INTL SMALL CO PORTFOLIO FD   209.30   1,749.00   1,605.35
Value of Interest in Registered Investment Companies   MFO DFA INVT DIMENSIONS GROUP INC INTL SMALL CAP VALUE PORTFOLIO   1,262.70   10,000.00   9,331.35
Value of Interest in Registered Investment Companies   MFO DFA INVT DIMENSIONS GROUP INC LARGE CAP HI BOOK MKT PORTFOLIO   1,104.50   20,067.13   18,743.31
Value of Interest in Registered Investment Companies   MFO DFA INVT DIMENSIONS GROUP INC REAL ESTATE SECS PORTFOLIO   671.45   10,000.00   10,085.16
Value of Interest in Registered Investment Companies   MFO DFA INVT DIMENSIONS GROUP INC U S 6-10 SMALL CO PORTFOLIO OPEN END   390.16   5,829.00   5,630.04
Value of Interest in Registered Investment Companies   MFO DFA U.S 6-10 VALUE PORT   705.19   15,829.00   14,886.60
Value of Interest in Registered Investment Companies   MFO DFA US MICRO CAP PORTFOLIO   857.42   10,000.00   9,508.73
Value of Interest in Registered Investment Companies   MFO DIMENSIONAL FD ADVISORS INTL VALUE PORTFOLIO   898.23   10,048.26   9,251.72
Value of Interest in Registered Investment Companies   MFO DODGE & COX BALANCED FD COM   2,066.67   137,682.21   136,937.49
Value of Interest in Registered Investment Companies   MFO DODGE & COX FD OPEN END FD   992.77   99,257.84   99,307.18
Value of Interest in Registered Investment Companies   MFO DODGE & COX INC FD   586.34   7,297.51   7,323.35
Value of Interest in Registered Investment Companies   MFO DOMINI SOCIAL INDEX FD SH BEN INT   84.84   3,104.95   2,552.75
Value of Interest in Registered Investment Companies   MFO DRESDNER RCM GLOBAL HEALTHCARE FD   10,326.44   226,457.78   216,235.63
Value of Interest in Registered Investment Companies   MFO DREYFUS A BDS PLUS INC COM   1,510.86   21,001.14   20,940.55
Value of Interest in Registered Investment Companies   MFO DREYFUS APPRECIATION FD INC   2,629.15   97,777.21   100,880.45
Value of Interest in Registered Investment Companies   MFO DREYFUS FOUNDERS FDS INC BALANCED FDCL F   593.56   6,595.04   4,879.10
Value of Interest in Registered Investment Companies   MFO DREYFUS FOUNDERS FDS INC GROWTH FD CL F   1,326.07   22,291.93   13,923.70
Value of Interest in Registered Investment Companies   MFO DREYFUS GNMA FD INC COM   944.28   13,392.21   13,975.27
Value of Interest in Registered Investment Companies   MFO DREYFUS GROWTH & INC FD INC   66.84   1,068.76   1,018.58
Value of Interest in Registered Investment Companies   MFO DREYFUS GROWTH & VALUE FDS INC EMERGING LEADERS FD   156.79   5,833.67   5,175.54

Value of Interest in Registered Investment Companies   MFO DREYFUS GROWTH & VALUE FDS INC MIDCAP VALUE FD   9,315.44   250,839.22   247,511.29
Value of Interest in Registered Investment Companies   MFO DREYFUS GROWTH & VALUE FDS INC PREMIER TECH GROWTH FD CL A   618.52   13,486.82   15,469.16
Value of Interest in Registered Investment Companies   MFO DREYFUS GROWTH OPPORTUNITY FD INC COM   200.92   1,605.32   1,617.37
Value of Interest in Registered Investment Companies   MFO DREYFUS INDEX FDS INTL STK FD   492.59   7,117.90   5,408.62
Value of Interest in Registered Investment Companies   MFO DREYFUS INDEX FDS S&P 500 INDEX FD   15,271.90   557,461.78   510,845.02
Value of Interest in Registered Investment Companies   MFO DREYFUS INVT GRADE BD FDS INC INTER TERM INC FD INV SHS   9,373.07   122,986.03   120,256.42
Value of Interest in Registered Investment Companies   MFO DREYFUS PREMIER 3RD CENTY FD INC CL Z   8,568.47   78,718.90   76,773.49
Value of Interest in Registered Investment Companies   MFO DREYFUS SHORT TERM INC FD   15,906.80   192,046.08   190,881.59
Value of Interest in Registered Investment Companies   MFO EATON VANCE GOVT OBLIGS TR SH BEN INT OPEN END   1,464.84   15,028.81   14,780.19
Value of Interest in Registered Investment Companies   MFO ECLIPSE FDS INC VALUE EQTY FD NO LOAD   185.73   2,469.45   2,492.54
Value of Interest in Registered Investment Companies   MFO EVERGREEN OMEGA FD   7,002.14   146,064.66   159,998.92
Value of Interest in Registered Investment Companies   MFO EXCELSIOR FDS INC ENERGY & NAT RES FD   929.21   15,072.35   12,172.66
Value of Interest in Registered Investment Companies   MFO EXCELSIOR VALUE & RESTRUCTURING FD   9,683.83   314,023.67   299,327.06
Value of Interest in Registered Investment Companies   MFO FBR FAMILY FDS SMALL CAP FINL FD   4,583.80   91,515.08   96,764.02
Value of Interest in Registered Investment Companies   MFO FEDT INDEX TR FEDT MID-CAP INDEX FD   834,524.57   14,106,789.41   13,460,881.35
Value of Interest in Registered Investment Companies   MFO FENIMORE AST MGMT TR FAM VALUE FD   387.17   14,172.90   13,856.74
Value of Interest in Registered Investment Companies   MFO FID AGGRESSIVE GROWTH FD   406.89   17,562.84   7,726.86
Value of Interest in Registered Investment Companies   MFO FID CAP TR CAP APPRECIATION FD   245.62   5,506.74   4,909.96
Value of Interest in Registered Investment Companies   MFO FID CHINA REGION FD   365.33   5,636.51   4,552.06
Value of Interest in Registered Investment Companies   MFO FID DEVONSHIRE TR MID-CAP STK FD   4,458.20   103,916.67   97,723.72
Value of Interest in Registered Investment Companies   MFO FID EQTY INC FD SH BEN INT   4,232.18   198,649.70   206,657.11
Value of Interest in Registered Investment Companies   MFO FID FINL TR CONV SEC FD   2,321.73   47,774.59   45,273.66
Value of Interest in Registered Investment Companies   MFO FID GINNIE MAE FD   2,617.17   28,468.56   28,684.17
Value of Interest in Registered Investment Companies   MFO FID HASTINGS STR TR CONTRAFD II   2,023.35   21,595.73   20,901.18
Value of Interest in Registered Investment Companies   MFO FID SELECT PORTFOLIOS   89,874.92   89,931.59   89,874.92
Value of Interest in Registered Investment Companies   MFO FID SELECT PORTFOLIOS DEFENSE & AEROSPACE PORTFOLIO   62.74   2,614.00   2,569.37
Value of Interest in Registered Investment Companies   MFO FID SELECT PORTFOLIOS ELECTRS PORTFOLIO   7,649.61   482,257.01   370,623.65
Value of Interest in Registered Investment Companies   MFO FID SELECT PORTFOLIOS LEISURE PORTFOLIO   221.42   15,559.26   13,497.70
Value of Interest in Registered Investment Companies   MFO FIDELITY BALANCED FD OPEN END FD   2,011.86   28,266.62   29,815.75
Value of Interest in Registered Investment Companies   MFO FIDELITY DVD GROWTH FD OPEN END FD   3,437.66   100,279.02   96,013.70
Value of Interest in Registered Investment Companies   MFO FIDELITY EQTY INC FD REAL ESTATE INVT PORTFOLIO OPEN END FD   3,458.21   61,604.83   66,466.74

Value of Interest in Registered Investment Companies   MFO FIDELITY FD OPEN END FD   798.65   28,419.22   22,633.68
Value of Interest in Registered Investment Companies   MFO FIDELITY GROWTH COMPANY FUND   40,435.71   1,797,359.42   2,137,027.17
Value of Interest in Registered Investment Companies   MFO FIDELITY INVT TR DIVERSIFIED INTL FDOPEN END FD   1,902.95   40,107.28   35,737.40
Value of Interest in Registered Investment Companies   MFO FIDELITY INVT TR S.E ASIA FD   173.28   2,641.43   1,783.05
Value of Interest in Registered Investment Companies   MFO FIDELITY LOW PRICED STOCK FUND   15,108.48   367,176.52   396,295.33
Value of Interest in Registered Investment Companies   MFO FIDELITY MAGELLAN FD INC OPEN END FD   6,294.80   598,321.40   651,259.90
Value of Interest in Registered Investment Companies   MFO FIDELITY NEW LATIN AMER FD OPEN END FD   147.19   2,429.39   1,648.57
Value of Interest in Registered Investment Companies   MFO FIDELITY OTC PORTFOLIO OPEN END FD   24,403.89   594,902.42   744,318.58
Value of Interest in Registered Investment Companies   MFO FIDELITY OVERSEAS FD OPEN END FD   2,695.11   67,444.69   73,845.88
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT AMER GOLD FD OPEN END FD   1,665.96   29,423.18   23,589.98
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS BIOTECHNOLOGY PORTFOLIO   53.79   5,112.46   3,734.92
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS AIR TRANSN PORTFOLIO   91.91   2,500.00   2,648.82
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS BOKERAGE & INVT MGMT PORTFOLIO   290.24   16,442.44   12,198.91
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS ENERGY PORTFOLIO   1,198.21   27,032.80   26,204.94
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS ENERGY SVC PORTFOLIO   797.58   24,379.02   20,920.39
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS FINL SVCSPORTFOLIO   24.51   2,500.00   2,475.26
Value of Interest in Registered Investment Companies   MFO FIDELITY SELECT PORTFOLIOS TECH FD   1,603.68   144,594.09   96,830.20
Value of Interest in Registered Investment Companies   MFO FIRSTAR FDS INC BD IMMDEX FD RETAIL A CL   748.50   21,103.41   21,489.29
Value of Interest in Registered Investment Companies   MFO FIRSTAR FDS INC MICROCAP FD RETAIL CL   195.22   4,079.82   3,912.25
Value of Interest in Registered Investment Companies   MFO FIRSTHAND COMMUNICATIONS FD   1,365.79   20,636.56   4,534.43
Value of Interest in Registered Investment Companies   MFO FIRSTHAND FDS TECH INNOVATORS FD   910.42   27,483.53   13,874.83
Value of Interest in Registered Investment Companies   MFO FIRSTHAND FDS TECH LEADERS FD   1,305.53   67,285.42   24,909.59

Value of Interest in Registered Investment Companies   MFO FMI FDS INC FOCUS FD   12,616.03   387,229.42   345,931.60  
Value of Interest in Registered Investment Companies   MFO FOUNDERS DISCOVERY FD OPEN END FD   374.88   8,079.41   10,151.62  
Value of Interest in Registered Investment Companies   MFO FOUNDERS FDS INC BLUE CHIP FD   1,074.95   7,960.36   4,998.50  
Value of Interest in Registered Investment Companies   MFO FOUNDERS FDS INC PASSPORT FD   375.95   6,029.36   3,665.46  
Value of Interest in Registered Investment Companies   MFO FRANK RUSSELL SHORT-TERM INVT FD FBOUAL-DV   451,271,831.94   451,271,831.94   451,271,831.94  
Value of Interest in Registered Investment Companies   MFO FRANK RUSSELL UAL STIF   20,936,179.19   20,936,179.19   20,936,179.19  
Value of Interest in Registered Investment Companies   MFO FRANK RUSSELL UAL STIF   15,318,346.99   15,318,346.99   15,318,346.99  
Value of Interest in Registered Investment Companies   MFO FRANK RUSSELL UAL STIF   6,467,230.01   6,467,230.01   6,467,230.01  
Value of Interest in Registered Investment Companies   MFO FRANKLIN MUTUAL BEACON FD CL Z   8,573.06   111,408.25   116,422.15  
Value of Interest in Registered Investment Companies   MFO FREMONT BD FD   792.69   8,157.40   8,228.14  
Value of Interest in Registered Investment Companies   MFO FREMONT MUT FDS INC U S MICRO-CAP FD   4,119.53   111,388.21   110,568.27  
Value of Interest in Registered Investment Companies   MFO FREMONT MUT FDS INC US SMALL CAP FD   4,028.09   61,218.78   49,102.36  
Value of Interest in Registered Investment Companies   MFO FRKLN BALANCE SHEET INVT FD SH BEN INT   1,474.57   53,615.39   57,611.41  
Value of Interest in Registered Investment Companies   MFO FRKLN CAL GROWTH FD CL A   1,841.67   41,471.42   57,386.53  
Value of Interest in Registered Investment Companies   MFO FRKLN STRATEGIC SER BIOTECHNOLOGY DISCOVERY FD   70.52   6,547.10   4,029.34  
Value of Interest in Registered Investment Companies   MFO GABELLI GLOBAL SER FDS INC GLOBAL GROWTH FD   631.70   11,838.00   9,582.84  
Value of Interest in Registered Investment Companies   MFO GABELLI GOLD FD INC COM   3,198.60   20,607.22   19,991.23  
Value of Interest in Registered Investment Companies   MFO GABELLI GROWTH FD OPEN END FD   7,114.19   246,053.68   204,817.41  
Value of Interest in Registered Investment Companies   MFO GABELLI INV FDS INC ABC FD   928.84   9,034.81   8,926.17  
Value of Interest in Registered Investment Companies   MFO GABELLI VALUE FD INC COM OPEN END FD   6,249.38   103,151.43   101,802.47  
Value of Interest in Registered Investment Companies   MFO GABELLI WESTWOOD FDS INTER BD FD CL AAA   2,014.91   20,815.65   21,720.70  
Value of Interest in Registered Investment Companies   MFO GABELLI WESTWOOD FDS MIGHTY MITES FDCL AAA RETAIL CL   7,621.80   93,825.66   86,354.96  
Value of Interest in Registered Investment Companies   MFO GE FDS PREMIER GROWTH EQTY FD CL A   683.35   19,034.79   17,623.49  
Value of Interest in Registered Investment Companies   MFO HARRIS ASSOC INVT TR OAKMARK EQTY & INC FD CL I   16,650.92   299,254.14   304,045.85  
Value of Interest in Registered Investment Companies   MFO HARRIS ASSOC INVT TR OAKMARK GLOBAL FD CL I   308.96   3,771.99   3,908.31  
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   20,267.98  
Value of Interest in Registered Investment Companies   MFO HARRIS ASSOC INVT TR OAKMARK SELECT FD CL I   12,918.30   317,328.39   341,301.41  
Value of Interest in Registered Investment Companies   MFO HARRIS ASSOC INVT TR OAKMARK SMALL CAP FD CL I   2,424.24   38,327.93   38,545.42  
Value of Interest in Registered Investment Companies   MFO HBR FD BD FD   3,805.47   44,734.25   45,285.14  
Value of Interest in Registered Investment Companies   MFO HBR FD CAP APPRECIATION FD   6,725.12   226,115.89   195,700.90  
Value of Interest in Registered Investment Companies   MFO HEARTLAND VALUE FD OPEN END FD   4,483.82   156,452.57   172,716.86  

Value of Interest in Registered Investment Companies   MFO HENNESSY MUT FDS INC CORNERSTONE VALUE FD   272.35   3,426.15   3,145.63  
Value of Interest in Registered Investment Companies   MFO ICON FDS CL I   108.42   1,300.00   1,284.82  
Value of Interest in Registered Investment Companies   MFO ICON FDS ENERGY FD   176.06   2,552.12   2,161.97  
Value of Interest in Registered Investment Companies   MFO ICON FDS FINL FD   373.13   5,000.00   4,667.91  
Value of Interest in Registered Investment Companies   MFO ICON FDS HEALTHCARE FD   217.03   2,656.41   2,521.91  
Value of Interest in Registered Investment Companies   MFO ICON FDS INFORMATION TECH FD   497.97   5,500.00   5,069.33  
Value of Interest in Registered Investment Companies   MFO ICON FDS LEISURE & CNSMR STAPLES FD   280.90   3,000.00   3,213.48  
Value of Interest in Registered Investment Companies   MFO INST'L S & P 500 INDEX FD   16,488.90   157,887.40   148,400.07  
Value of Interest in Registered Investment Companies   MFO INTERACTIVE INVTS TECH VALUE FD   4,077.37   352,052.48   167,742.84  
Value of Interest in Registered Investment Companies   MFO INTERNET FD INC COM   138.65   6,873.01   2,924.17  
Value of Interest in Registered Investment Companies   MFO INVESCO BD FDS INC HI YIELD FD INV CL   6,836.77   43,688.08   25,227.69  
Value of Interest in Registered Investment Companies   MFO INVESCO DYNAMICS FD   692.23   13,580.64   10,660.37  
Value of Interest in Registered Investment Companies   MFO INVESCO EQTY INC FD INV CL   3,467.83   48,351.02   40,920.35  
Value of Interest in Registered Investment Companies   MFO INVESCO INTL FDS INC EUROPEAN FD INVCL   9,123.85   165,884.94   102,369.57  
Value of Interest in Registered Investment Companies   MFO INVESCO SECTOR FDS INC HLTH SCIENCESFD INV CL   3,051.75   177,427.82   159,087.83  
Value of Interest in Registered Investment Companies   MFO INVESCO SECTOR FDS INC TECH FD #55 CL II   10,952.88   596,397.56   358,597.26  
Value of Interest in Registered Investment Companies   MFO INVESCO STK FDS INC GROWTH INV CL   7,992.35   70,106.69   21,259.64  
Value of Interest in Registered Investment Companies   MFO INVESCO STK FDS INC S&P 500 INDEX FDINV CL   9,445.29   100,226.20   113,626.78  
Value of Interest in Registered Investment Companies   MFO INVESCO STK FDS INC SMALL CO GROWTH FD INV CL   12,367.42   241,588.45   141,854.30  
Value of Interest in Registered Investment Companies   MFO INVESCO STRATEGIC PORTFOLIOS INC ENERGY FD   4,397.50   83,765.03   70,711.86  
Value of Interest in Registered Investment Companies   MFO INVESCO STRATEGIC PORTFOLIOS INC LEISURE PORTFOLIO   1,308.70   50,343.49   46,969.21  
Value of Interest in Registered Investment Companies   MFO INVESTEC FDS CHINA & H K FD   799.50   11,565.15   9,346.14  
Value of Interest in Registered Investment Companies   MFO INVT TR SCUDDER DIVID & GROWTH FD CLS   1,414.08   15,353.24   15,837.68  
Value of Interest in Registered Investment Companies   MFO IPS FDS MILLENNIUM FD   1,527.29   69,954.25   44,963.51  
Value of Interest in Registered Investment Companies   MFO ISHARES TR DOW JONES U S UTILS SECTOR INDEX FD   90.00   6,565.75   5,567.40  
Value of Interest in Registered Investment Companies   MFO ISHARES TR GOLDMAN SACHS TECH INDEX FD   64.00   4,120.19   3,280.00  
Value of Interest in Registered Investment Companies   MFO ISHARES TR NASDAQ BIOTECHNOLOGY INDEX FD   219.00   20,500.63   20,706.45  
Value of Interest in Registered Investment Companies   MFO ISHARES TR S&P GLOBAL 100 INDEX FD   324.00   19,243.15   19,067.40  
Value of Interest in Registered Investment Companies   MFO JANUS 20 FD OPEN END FD   23,649.40   956,660.03   919,015.76  
Value of Interest in Registered Investment Companies   MFO JANUS CORE EQTY FD   2,942.87   54,051.49   52,353.68  
Value of Interest in Registered Investment Companies   MFO JANUS FD INC CAP OPEN END FD   5,522.55   206,065.61   134,915.95  
Value of Interest in Registered Investment Companies   MFO JANUS GROWTH & INC FD   7,440.97   254,425.71   220,178.30  

Value of Interest in Registered Investment Companies   MFO JANUS INVT FD BALANCED FD   2,128.29   44,240.26   41,905.93  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD ENTERPRISE FD   4,793.30   349,919.30   151,803.75  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD FLEXIBLE INC FD   11,712.25   115,000.84   109,392.41  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD GLOBAL LIFE SCIENCES FD   12,787.08   280,639.96   222,367.23  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD GLOBAL TECH FD   21,253.91   519,722.73   255,259.44  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD GLOBAL VALUE FD   3,329.03   33,256.06   34,721.78  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD JANUS FD 2   7,025.53   70,504.73   51,848.44  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD OLYMPUS FD   16,511.51   977,242.27   447,957.18  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD ORION FD   2,086.97   16,469.06   11,791.36  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD OVERSEAS FD   15,214.61   291,249.39   298,054.29  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD SPL SITUATIONS FD   6,009.11   127,867.93   87,192.17  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD STRATEGIC VALUE FD #61   13,172.56   137,475.27   119,211.65  
Value of Interest in Registered Investment Companies   MFO JANUS INVT FD WORLDWIDE FD   34,896.06   1,892,440.78   1,492,155.31  
Value of Interest in Registered Investment Companies   MFO JANUS MERCURY FD OPEN END FD   22,991.29   737,685.76   469,941.93  
Value of Interest in Registered Investment Companies   MFO JANUS VENTURE FD OPEN END FD   190.04   10,000.00   7,721.41  
Value of Interest in Registered Investment Companies   MFO JP MORGAN H&Q IPO CL A   4,866.56   0   23,700.13  
Value of Interest in Registered Investment Companies   MFO JULIUS BAER INVT FDS INTL EQTY FD CLA   3,434.14   80,039.07   70,331.08  
Value of Interest in Registered Investment Companies   MFO JURIKA & VOYLES FD GROUP MINI CAP FD   1,189.89   23,587.76   14,945.06  
Value of Interest in Registered Investment Companies   MFO JURIKA & VOYLES FD GROUP VALUE + GROWTH FD   1,341.22   22,785.33   19,165.96  
Value of Interest in Registered Investment Companies   MFO LEXINGTON GOLDFUND INC COM   19,464.21   99,003.26   58,781.91  
Value of Interest in Registered Investment Companies   MFO LIBERTY ACORN TR CL Z   2,451.64   43,881.93   41,408.18  
Value of Interest in Registered Investment Companies   MFO LIBERTY FDS TR III COLONIAL SELECT VALUE FD CL A   162.61   3,484.81   3,330.33  
Value of Interest in Registered Investment Companies   MFO LIBERTY FDS TR VI GROWTH & INC FD CLA   179.17   3,484.80   3,470.46  
Value of Interest in Registered Investment Companies   MFO LIBERTY FDS TR VII NEWPORT TIGER FD CL A   438.38   97.34   3,941.00  
Value of Interest in Registered Investment Companies   MFO LIBERTY-STEIN ROE FDS INC TR STEIN ROE INC FD CL S   8,519.57   81,368.56   81,702.69  
Value of Interest in Registered Investment Companies   MFO LONGLEAF PARTNERS FDS TR INTL FD   4,074.12   52,582.58   49,622.77  
Value of Interest in Registered Investment Companies   MFO LONGLEAF PARTNERS FDS TR SH BEN INT   8,782.84   210,437.97   203,761.84  
Value of Interest in Registered Investment Companies   MFO LONGLEAF PARTNERS FDS TR SMALL CAP FD   2,116.23   47,185.08   45,583.59  
Value of Interest in Registered Investment Companies   MFO LOOMIS SAYLES BD FD OPEN END FD   15,684.96   195,586.98   168,456.43  
Value of Interest in Registered Investment Companies   MFO LOOMIS SAYLES FDS AGGRESSIVE GROWTH FD RETAIL CL   64.49   2,562.70   1,046.04  
Value of Interest in Registered Investment Companies   MFO LORD ABBETT AFFILIATED FD INC   240.34   3,628.39   3,227.73  
Value of Interest in Registered Investment Companies   MFO MANAGERS FDS BD FD BD FD   1,092.99   23,813.47   247.45  

Value of Interest in Registered Investment Companies   MFO MANAGERS FDS CAP APPRECIATION FD   424.06   19,985.25   12,183.33  
Value of Interest in Registered Investment Companies   MFO MANAGERS FDS EMERGING MKTS EQTY FD   169.88   1,500.00   1,510.19  
Value of Interest in Registered Investment Companies   MFO MANAGERS FDS INTL EQTY FD   1,747.39   80,500.00   66,068.97  
Value of Interest in Registered Investment Companies   MFO MANAGERS FDS SPL EQTY FD   1,512.24   109,853.72   100,866.41  
Value of Interest in Registered Investment Companies   MFO MARKMAN MULTIFUND TR AGGRESIVE ALLOCPORTFOLIO   266.98   5,959.09   2,800.66  
Value of Interest in Registered Investment Companies   MFO MARSICO INVT FD FOCUS FD   21,861.11   374,504.36   294,469.14  
Value of Interest in Registered Investment Companies   MFO MARSICO INVT FD GROWTH & INC FD   1,380.98   23,703.36   19,154.25  
Value of Interest in Registered Investment Companies   MFO MASTERS CONCENTRATED SELECT TR MASTERS SELECT EQTY FD   6,538.14   78,174.33   79,765.33  
Value of Interest in Registered Investment Companies   MFO MASTERS SELECT FDS INTL FD   3,642.37   43,519.88   44,837.60  
Value of Interest in Registered Investment Companies   MFO MASTERS SELECT FDS VALUE FD   4,880.51   53,892.52   54,515.31  
Value of Interest in Registered Investment Companies   MFO MATTHEWS INTL FDS ASIAN CONV SECS FD   328.04   3,086.81   3,132.73  
Value of Interest in Registered Investment Companies   MFO MATTHEWS INTL FDS DRAGON CENTY CHINAFD CL I   991.33   8,000.00   9,239.16  
Value of Interest in Registered Investment Companies   MFO MATTHEWS INTL FDS JAPAN FD CL I   80.59   1,040.47   867.13  
Value of Interest in Registered Investment Companies   MFO MATTHEWS INTL FDS PAC TIGER FD CL I   724.65   6,002.00   6,029.05  
Value of Interest in Registered Investment Companies   MFO MATTHEWS KOREA FD   32,456.65   143,797.12   111,975.43  
Value of Interest in Registered Investment Companies   MFO MERGER SH BEN INT   2,813.07   44,800.00   44,643.45  
Value of Interest in Registered Investment Companies   MFO MERIDIAN FD INC VALUE FD   8,152.86   243,621.71   253,309.39  
Value of Interest in Registered Investment Companies   MFO MET W FDS LOW DURATION BD FD   1,032.39   10,366.04   10,354.83  
Value of Interest in Registered Investment Companies   MFO METROPOLITIAN W TOTAL RETURN BD   225.76   2,344.88   2,341.10  
Value of Interest in Registered Investment Companies   MFO MIDAS FD INC COM   14,626.71   26,805.22   13,017.77  
Value of Interest in Registered Investment Companies   MFO MONTGOMERY FDS EMERGING MKTS FD INC OPEN END FD   185.87   1,500.00   1,507.44  
Value of Interest in Registered Investment Companies   MFO MONTGOMERY FDS II EMERGING MKTS FOCUS FD CL R   187.88   2,500.00   2,350.39  
Value of Interest in Registered Investment Companies   MFO MONTGOMERY FDS II GLOBAL LONG-SHORT FD CL R   1,017.94   20,699.17   11,869.18  
Value of Interest in Registered Investment Companies   MFO MONTGOMERY FDS TOTAL RETURN BD FD CLR   6,111.52   72,609.86   74,805.05  
Value of Interest in Registered Investment Companies   MFO MORGAN STANLEY INSTL FD INC U S REALESTATE PORT CL A   1,900.84   27,300.00   28,189.44  
Value of Interest in Registered Investment Companies   MFO MORGAN STANLEY INSTL FD MID CAP GROWTH PORT INSTL CL   738.09   20,734.69   12,569.64  
Value of Interest in Registered Investment Companies   MFO MUNDER FDS INC NETNET FD CL A   172.93   11,036.61   3,015.97  
Value of Interest in Registered Investment Companies   MFO N E INVS TR SH BEN INT   6,965.91   70,572.43   50,990.46  
Value of Interest in Registered Investment Companies   MFO N/I NUMERIC INVS SMALL CAP VALUE FD   141.99   2,351.18   2,092.95  
Value of Interest in Registered Investment Companies   MFO NATIONS FD INC INTL VALUE FD INV CL A   6,866.51   108,074.26   109,314.82  
Value of Interest in Registered Investment Companies   MFO NATIONS INTL VALUE FD PRIM CL A   1,233.21   19,800.00   19,719.00  
Value of Interest in Registered Investment Companies   MFO NEEDHAM FDS INC GROWTH FD   5,959.84   164,089.45   160,736.97  

Value of Interest in Registered Investment Companies   MFO NEUBERGER & BERMAN EQTY FDS MILLENNIUM FD   151.31   5,280.15   2,218.23  
Value of Interest in Registered Investment Companies   MFO NEUBERGER & BERMAN EQTY FDS GENESIS FD   445.83   8,387.28   8,831.79  
Value of Interest in Registered Investment Companies   MFO NEUBERGER & BERMAN FOCUS FD OPEN ENDFD   1,235.51   50,880.43   44,342.60  
Value of Interest in Registered Investment Companies   MFO NEUBERGER & BERMAN GUARDIAN EQTY FD COM OPEN END FD   770.07   16,259.65   11,019.67  
Value of Interest in Registered Investment Companies   MFO NEVIS FD INC COM   468.51   17,671.02   6,507.59  
Value of Interest in Registered Investment Companies   MFO NOTTINGHAM INVT TR-II BROWN CAP MGMTSMALL CO FD INSTL SHS   448.09   13,415.80   14,294.17  
Value of Interest in Registered Investment Companies   MFO OAK ASSOCS FDS BLACK OAK EMERGING TECH FD   7,269.62   48,788.59   27,915.34  
Value of Interest in Registered Investment Companies   MFO OAK ASSOCS FDS RED OAK TECH SELECT PORTFOLIO   5,628.76   129,616.10   57,469.60  
Value of Interest in Registered Investment Companies   MFO OAKMARK FD HARRIS ASSOC INVT TR   9,737.65   332,155.65   333,611.82  
Value of Interest in Registered Investment Companies   MFO OAKMARK INTL FD OPEN END FD   844.50   12,094.11   11,738.52  
Value of Interest in Registered Investment Companies   MFO OLSTEIN FDS FINL ALERT FD ADVISER CL   1,556.65   25,000.00   24,314.87  
Value of Interest in Registered Investment Companies   MFO PAPP L ROY STK FD INC OPEN END FD   100.71   3,000.00   3,110.78  
Value of Interest in Registered Investment Companies   MFO PARNASSUS INC TR EQTY INC FD   234.04   5,104.59   5,244.79  
Value of Interest in Registered Investment Companies   MFO PAX WORLD FD INC OPEN END FD   2,506.27   50,000.00   49,949.88  
Value of Interest in Registered Investment Companies   MFO PAYDEN & RYGEL INVT GROUP GROWTH & INC FD CL A   1,656.48   22,340.89   17,591.86  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC FOCUSED VALUE FD   470.06   8,230.41   8,254.22  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC GLOBAL TECH & COMMUNICATIONS FD   220.34   2,487.61   907.79  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC LARGE CAP GROWTH FD ISIN #US69316H3049   4,761.03   162,807.03   100,362.49  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC LARGE CAP VALUE FD PBHGCL   5,378.92   77,239.79   73,207.10  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC SELECT EQTY FD   1,130.83   79,116.05   27,773.16  
Value of Interest in Registered Investment Companies   MFO PBHG FDS INC TECH & COMMUNICATIONS FD   4,129.79   196,699.66   69,050.16  
Value of Interest in Registered Investment Companies   MFO PBHG GROWTH FD INC COMMOM OPEN END FD   4,557.10   163,455.15   90,503.95  
Value of Interest in Registered Investment Companies   MFO PBHG MID CAP VALUE FD   883,618.99   12,757,497.54   13,439,844.90  
Value of Interest in Registered Investment Companies   MFO PBHG SMALL CAP VALUE FD   560.70   11,334.86   10,866.27  
Value of Interest in Registered Investment Companies   MFO PILGRIM ADVISORY FDS INC ASIA-PAC EQTY FD CL B   4,055.16   36,845.08   15,085.18  
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   3,611.02  
Value of Interest in Registered Investment Companies   MFO PIMCO FDS MULTI MANAGER SER RENAISSANCE FD CL D   334.80   6,548.60   7,057.50  
Value of Interest in Registered Investment Companies   MFO PIMCO FDS PAC INVT MGMT SER FGN BD FD CL D   1,986.54   20,249.29   20,997.67  
Value of Interest in Registered Investment Companies   MFO PIMCO FDS PAC INVT MGMT SER HI YIELDFD INSTL CL   2,912.31   27,300.00   27,492.23  
Value of Interest in Registered Investment Companies   MFO PIMCO FDS PAC INVT MGMT SER REAL RETURN   936.35   9,800.00   9,747.36  
Value of Interest in Registered Investment Companies   MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN FD CL D   2,498.60   25,984.97   27,109.80  

Value of Interest in Registered Investment Companies   MFO PIMCO FDS PAC INVT MGMT SER TOTAL RETURN FD INSTL CL   862.50   9,049.59   9,358.09  
Value of Interest in Registered Investment Companies   MFO PIMCO REAL RETURN BD FD CL D   5,559.88   58,628.53   57,878.35  
Value of Interest in Registered Investment Companies   MFO PIONEER HI YIELD FD CL A   5,989.91   65,490.61   64,810.84  
Value of Interest in Registered Investment Companies   MFO PIONEER MID-CAP VALUE FD CL A   83.98   1,563.09   1,603.98  
Value of Interest in Registered Investment Companies   MFO POTOMAC FDS OTC / SHORT FD   384.03   5,000.00   5,180.50  
Value of Interest in Registered Investment Companies   MFO PRICE T ROWE HLTH SCI FD INC COM   572.68   11,073.70   11,533.86  
Value of Interest in Registered Investment Companies   MFO PROFESSIONALLY MANAGED PORTFOLIOS OSTERWEIS FD   1,132.12   22,563.00   21,351.71  
Value of Interest in Registered Investment Companies   MFO PROFUNDS ULRABULL PROFUND INVS CL   3,669.78   211,546.91   207,342.51  
Value of Interest in Registered Investment Companies   MFO PROFUNDS ULTRA MID CAP PROFUND INVS CL   1,061.92   34,765.55   26,537.33  
Value of Interest in Registered Investment Companies   MFO PROFUNDS ULTRABEAR PROFUND INVS CL   3,239.50   98,393.06   100,910.27  
Value of Interest in Registered Investment Companies   MFO PROFUNDS ULTRAOTC PROFUND INVS CL   9,125.88   433,747.93   335,102.46  
Value of Interest in Registered Investment Companies   MFO PROFUNDS ULTRASHORT OTC PROFUND INV CL   419.96   22,409.73   17,864.93  
Value of Interest in Registered Investment Companies   MFO QUAKER INVT TR AGGRESSIVE GROWTH FD CL A   1,358.03   24,700.00   24,607.58  
Value of Interest in Registered Investment Companies   MFO RBB FD INC BSTN PARTNERS SMALL CAP VALUE FD   3,665.08   62,201.79   61,060.15  
Value of Interest in Registered Investment Companies   MFO RBB FD INC SCHNEIDER SMALL CAP VALUEFD   1,428.53   23,422.97   24,099.37  
Value of Interest in Registered Investment Companies   MFO RCM EQTY FDS INC DRESDNER RCM BIOTECHNOLOGY FD   3,667.56   111,751.33   103,058.35  
Value of Interest in Registered Investment Companies   MFO RCM EQTY FDS INC DRESDNER RCM GLOBALSMALL FD CL N   2,272.39   44,836.48   30,563.70  
Value of Interest in Registered Investment Companies   MFO RCM EQTY FDS INC DRESDNER RCM GLOBALTECH FD CL N   6,273.25   276,750.96   181,610.44  
Value of Interest in Registered Investment Companies   MFO RENAISSANCE IPO PLUS AFTER MKT FD   172.65   5,320.73   1,474.45  
Value of Interest in Registered Investment Companies   MFO REYNOLDS FDS BLUE CHIP GROWTH FD   169.75   13,288.11   6,026.13  
Value of Interest in Registered Investment Companies   MFO RIM SMALL/MID EQUITY PORTFOLIO MID/CAP EQTY PORTFOLIO   395.59   9,250.00   8,691.16  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR CONTRARIAN FD   1,162.13   14,342.90   11,330.77  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR DIVERSIFIED GROWTH FD   2,356.56   63,043.87   48,851.39  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR GROWTH & INC FD   1,604.35   22,919.03   15,658.50  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR INFO AGE FD   1,087.42   18,332.50   15,256.45  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR MICROCAP GROWTH FD   2,166.08   35,395.72   44,317.91  
Value of Interest in Registered Investment Companies   MFO ROBERTSON STEPHENS INVT TR VALUE PLUS GROWTH FD   0.03   0.83   0.61  
Value of Interest in Registered Investment Companies   MFO ROCKLAND SMALL CAP GROWTH FD #262   70.31   1,149.70   1,082.76  
Value of Interest in Registered Investment Companies   MFO ROWE PRICE NEW ERA FD INC   78.71   2,039.00   1,735.53  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE BLUE CHIP GROWTH FD   419.13   12,249.63   11,974.63  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE EQTY INC FD SH BEN INT OPEN END FD   1,430.39   35,010.99   34,200.72  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE INTL FD INC DISCOVERY FD OPEN END FD   329.84   13,957.32   6,504.37  

Value of Interest in Registered Investment Companies   MFO ROWE T PRICE INTL FD INC INTL STK FDOPEN END FD   186.72   2,500.00   2,072.61  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE INTL FD INC NEW ASIA FDOPEN END FD   3,403.53   24,000.00   19,672.37  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE MID-CAP GROWTH FD INC COM   444.61   15,835.86   16,659.61  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE SCI & TECH FD INC CAP STK   3,116.85   113,685.38   65,360.28  
Value of Interest in Registered Investment Companies   MFO ROWE T PRICE U S TREAS FDS INC INTERFD   926.48   5,042.03   7,411.84  
Value of Interest in Registered Investment Companies   MFO ROYCE FD LOW PRICED STK FD   29,737.59   323,745.83   323,544.98  
Value of Interest in Registered Investment Companies   MFO ROYCE FD OPPORTUNITY FD   4,155.64   36,403.54   35,198.27  
Value of Interest in Registered Investment Companies   MFO ROYCE FD PREMIER SER   97.75   1,000.00   995.12  
Value of Interest in Registered Investment Companies   MFO ROYCE FD TOTAL RETURN FD   4,047.06   33,531.26   33,631.10  
Value of Interest in Registered Investment Companies   MFO RS EMERGING GROWTH FD   2,830.26   157,155.39   84,171.99  
Value of Interest in Registered Investment Companies   MFO RS INVT TR INTERNET AGE FD   2,901.40   40,190.28   15,377.43  
Value of Interest in Registered Investment Companies   MFO RS INVT TR PARTNERS FD   6,327.74   117,016.43   111,241.62  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS   114.39   1,550.00   1,880.59  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS ARKTOS FD   25.39   1,034.71   781.37  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS BIOTECHNOLOGY FD INVS CL   339.27   9,484.10   8,888.74  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS DYNAMIC TEMPEST 500 FD   6,439.42   522,287.97   449,342.80  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS DYNAMIC TITAN 500 FD   261.46   4,956.44   3,427.79  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS DYNAMIC VELOCITY 100 FD   558.37   23,938.17   18,604.76  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS DYNAMIC VENTURE 100 FD   217.61   12,747.23   10,715.07  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS NOVA FD   5,782.95   143,168.25   146,713.34  
Value of Interest in Registered Investment Companies   MFO RYDEX SER FDS OTC FD   16,049.97   257,956.28   179,759.70  
Value of Interest in Registered Investment Companies   MFO RYDEX SER TR URSA FD   13,361.78   124,039.04   142,436.59  
Value of Interest in Registered Investment Companies   MFO SAFECO EQTY FD INC   429.74   9,185.11   7,907.29  
Value of Interest in Registered Investment Companies   MFO SAFECO GNMA FD   4,217.21   40,288.96   40,274.35  
Value of Interest in Registered Investment Companies   MFO SAFECO GROWTH FD INC   2,436.36   62,427.40   60,202.33  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR ANALYTICS FD   1,642.80   27,631.20   21,750.67  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR AST DIRECTOR-AGGRESSIVE GROWTH FD   205.03   2,317.17   1,972.42  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR AST DIR BALANCED GROWTH FD   1,803.37   25,566.78   25,084.92  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR HLTH CARE FOCUS FD   1,780.77   16,500.00   16,863.84  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR INTL INDEX FD INV SHS   1,306.61   18,387.98   16,463.25  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR ONESOURCE PORTOLIOS-INTL   1,324.40   20,819.71   14,926.00  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR ONESOURCE BALANCED PORTFOLIO   37,838.51   450,019.42   402,601.74  

Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR S&P 500 FD INVS SHS   9,195.90   169,996.29   162,859.41  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR S&P 500 FD SELECT SHS   2,805.84   50,000.00   49,831.65  
Value of Interest in Registered Investment Companies   MFO SCHWAB CAP TR SMALL CAP INDEX FD INVSHS   2,202.48   40,220.91   37,772.60  
Value of Interest in Registered Investment Companies   MFO SCHWAB CHARLES FAMILY FDS VALUE ADVANTAGE MONEY FD   1,833,276.44   1,833,276.44   1,833,276.44  
Value of Interest in Registered Investment Companies   MFO SCHWAB FAMILY FD MONEY MKT FD   31,009,647.98   31,009,647.98   31,009,647.98  
Value of Interest in Registered Investment Companies   MFO SCHWAB GOVT SEC FD   733,640.33   733,640.33   733,640.33  
Value of Interest in Registered Investment Companies   MFO SCHWAB INVTS 1000 EQTY FD INV SHS   2,847.59   95,769.48   90,638.76  
Value of Interest in Registered Investment Companies   MFO SCHWAB INVTS U S GOVT BD FD SHORT TERM BD MKT INDEX FD   1,569.30   15,679.84   15,787.12  
Value of Interest in Registered Investment Companies   MFO SCHWAB TOTAL BOND MKT INDEX FD   11,889.03   119,388.27   121,743.65  
Value of Interest in Registered Investment Companies   MFO SCHWAB U.S TREAS MONEY FD   385,127.04   385,127.04   385,127.04  
Value of Interest in Registered Investment Companies   MFO SCHWAB YIELD PLUS FD YIELDPLUS FD INV SHS   2,459.31   24,523.22   24,396.39  
Value of Interest in Registered Investment Companies   MFO SCUDDER INTL FD INC COM CL S   782.53   34,900.00   28,648.28  
Value of Interest in Registered Investment Companies   MFO SCUDDER INTL FD INC GRTR EUROPE GROWTH FD   192.97   5,212.33   4,347.52  
Value of Interest in Registered Investment Companies   MFO SCUDDER JAPAN FD INC COM   3,589.93   32,787.56   25,524.38  
Value of Interest in Registered Investment Companies   MFO SCUDDER LATIN AMER FD OPEN END FD   135.43   3,075.38   2,504.14  
Value of Interest in Registered Investment Companies   MFO SCUDDER MUT FDS INC GOLD FD CL S   10,381.35   86,110.73   69,866.51  
Value of Interest in Registered Investment Companies   MFO SCUDDER TECH INNOVATION S   1,204.79   31,453.73   19,011.57  
Value of Interest in Registered Investment Companies   MFO SEC CAP REAL ESTATE FDS INC CL I   2,788.65   35,469.35   34,049.47  
Value of Interest in Registered Investment Companies   MFO SELECTED AMER SH INC CAP STK OPEN END FD   8,424.87   264,255.69   256,368.89  
Value of Interest in Registered Investment Companies   MFO SENECA FDS MID CAP GROWTH   619.22   9,359.66   11,071.65  
Value of Interest in Registered Investment Companies   MFO SIT MUT FDS INC SMALL CAP GROWTH FD SER   1,007.78   30,163.79   24,962.71  
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   2,596.32  
Value of Interest in Registered Investment Companies   MFO SOFTWARE HOLDRS TR DEPOS RCPTS   200.00   11,097.00   8,570.00  
Value of Interest in Registered Investment Companies   MFO SOUND SHORE FD INC COM   374.69   10,414.47   12,203.62  
Value of Interest in Registered Investment Companies   MFO SSGA FDS BD MKT FD   2,175.94   21,263.22   22,238.09  
Value of Interest in Registered Investment Companies   MFO SSGA FDS INTER FD   1,644.67   15,876.55   16,512.44  
Value of Interest in Registered Investment Companies   MFO ST STR AURORA FD CL A   3,150.60   100,000.00   95,683.69  
Value of Interest in Registered Investment Companies   MFO STEIN ROE INVT TR CAP OPPORTUNITIES FD   588.50   16,997.61   11,940.67  
Value of Interest in Registered Investment Companies   MFO STRATTON MONTHLY DIVID SHS INC COM   194.48   5,191.73   5,114.82  
Value of Interest in Registered Investment Companies   MFO STRONG ADVANTAGE FD INC INV SHS   8,180.68   81,415.38   80,252.51  
Value of Interest in Registered Investment Companies   MFO STRONG AMER UTILS FD   1,362.24   22,437.25   20,460.80  
Value of Interest in Registered Investment Companies   MFO STRONG ASIA PAC FD INC INV SER   227.41   2,577.78   1,391.72  

Value of Interest in Registered Investment Companies   MFO STRONG CORP BD FD INC   13,224.46   143,757.76   140,840.51  
Value of Interest in Registered Investment Companies   MFO STRONG DISCOVERY FD INC COM   4,302.76   72,380.37   70,436.16  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC ADVISOR SMALL CAP VALUE FD CL Z   836.86   15,800.00   15,799.99  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC ENTERPRISE FD INV SER   548.49   15,311.33   11,896.79  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC GROWTH FD INV SER   4,192.08   94,960.55   73,571.07  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC MID CAP DISCIPLINED FD INV SER   1,840.66   28,000.00   29,579.47  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC TECH 100 FD INV SER   69.53   942.15   335.14  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FDS INC U S EMERGING GROWTH FD INV SER   134.92   2,500.00   1,878.03  
Value of Interest in Registered Investment Companies   MFO STRONG EQTY FUNDS II INC.   1,885.78   98,710.08   93,515.63  
Value of Interest in Registered Investment Companies   MFO STRONG GROWTH & INC FD COM   679.99   15,189.47   13,803.84  
Value of Interest in Registered Investment Companies   MFO STRONG GROWTH 20 FD   973.99   25,043.20   14,074.21  
Value of Interest in Registered Investment Companies   MFO STRONG HI YIELD BD FD   13,092.85   112,378.87   105,004.67  
Value of Interest in Registered Investment Companies   MFO STRONG INTL EQTY FDS INC INTL STK FDINV SER   6,291.55   61,473.59   57,253.13  
Value of Interest in Registered Investment Companies   MFO STRONG LARGE CAP GROWTH FD INC   99,876.92   2,691,358.93   2,365,085.54  
Value of Interest in Registered Investment Companies   MFO STRONG OPPORTUNITY FD OPEN END FD   15,969.25   628,106.37   619,926.25  
Value of Interest in Registered Investment Companies   MFO STRONG SHORT TERM BD FD INC OPEN ENDFD   11,923.55   113,179.20   111,246.71  
Value of Interest in Registered Investment Companies   MFO T ROWE PRICE CAP APPRECIATION FD OPEN END FD   7,433.83   113,912.26   112,325.19  
Value of Interest in Registered Investment Companies   MFO T ROWE PRICE FINL SVCS FD INC COM #117   100.82   2,000.00   2,034.61  
Value of Interest in Registered Investment Companies   MFO TCW GALILEO FDS INC SELCT EQUITIES FD CL N   10,497.91   167,814.11   170,695.98  
Value of Interest in Registered Investment Companies   MFO TCW GALILEO FDS INC SELECT EQUITIES FD CL I   2,739.36   43,600.00   44,925.47  
Value of Interest in Registered Investment Companies   MFO TCW GALILEO FDS INC VALUE OPPORTUNITIES FD   843.61   14,849.43   15,033.18  
Value of Interest in Registered Investment Companies   MFO TECH FOCUS FD   1,586.42   7,500.00   7,107.17  
Value of Interest in Registered Investment Companies   MFO THOMPSON PLUMB FDS INC GROWTH FD   703.64   30,715.90   32,684.22  
Value of Interest in Registered Investment Companies   MFO THORNBURG INVT TR VALUE FD CL A   1,707.13   48,245.07   47,594.84  
Value of Interest in Registered Investment Companies   MFO TIP FDS TURNER CORE PLUS FXD INC FD   2,127.17   20,916.40   21,697.10  
Value of Interest in Registered Investment Companies   MFO TIP FDS TURNER SMALL CAP VALUE FD   590,495.81   11,009,832.74   10,871,027.84  
Value of Interest in Registered Investment Companies   MFO TIP INSTL FDS TURNER MICRO CAP GROWTH FD   764.62   27,468.10   27,893.41  
Value of Interest in Registered Investment Companies   MFO TORRAY FD SH BEN INT   1,511.13   56,317.60   55,382.84  
Value of Interest in Registered Investment Companies   MFO TRANSAMERICA INVS INC PREMIER AGGRESSIVE GROWTH FD INV CL   1,422.46   24,599.06   20,597.25  
Value of Interest in Registered Investment Companies   MFO TRANSAMERICA INVS INC PREMIER BALANCED FD INV SHS   517.33   10,456.62   9,984.49  
Value of Interest in Registered Investment Companies   MFO TRANSAMERICA INVS INC PREMIER EQTY FD INV SHS   123.45   2,748.76   2,048.00  

Value of Interest in Registered Investment Companies   MFO TRANSAMERICA INVS INC PREMIER SMALL CO FD INV CL   193.83   5,514.21   2,957.83  
Value of Interest in Registered Investment Companies   MFO TURNER FDS MIDCAP GROWTH FD   1,246.95   45,472.69   26,572.48  
Value of Interest in Registered Investment Companies   MFO TUSCARORA INVT TR OAK VALUE FD   326.26   9,525.85   9,135.25  
Value of Interest in Registered Investment Companies   MFO TWEEDY BROWNE FD INC GLOBAL VALUE FD   7,111.99   136,580.37   132,638.61  
Value of Interest in Registered Investment Companies   MFO UAM FDS TR FPA CRESCENT PORTFOLIO INSTL CL SHS   701.47   11,035.56   11,637.45  
Value of Interest in Registered Investment Companies   MFO UMB SCOUT WORLDWIDE FD INC COM   677.13   13,178.85   12,472.81  
Value of Interest in Registered Investment Companies   MFO UTD SVCS FDS U S WORLD GOLD FD   6,292.91   117,248.63   32,974.83  
Value of Interest in Registered Investment Companies   MFO VALUE LINE AGGRESSIVE INC TR SH BEN INT   837.68   6,421.76   4,004.11  
Value of Interest in Registered Investment Companies   MFO VALUE LINE AST ALLOCATION FD INC COM   4,370.63   75,000.00   73,295.45  
Value of Interest in Registered Investment Companies   MFO VALUE LINE SPL SITUATIONS FD INC COM   3,143.97   62,959.58   58,886.48  
Value of Interest in Registered Investment Companies   MFO VAN KAMPEN AMERN CAP COMSTOCK FD CL A   1,012.65   16,592.96   16,637.86  
Value of Interest in Registered Investment Companies   MFO VAN KAMPEN AMERN CAP EMERGING GROWTHFD CL A   883.04   36,227.82   37,061.31  
Value of Interest in Registered Investment Companies   MFO VAN WAGONER FDS INC EMERGING GROWTH FD ISIN #US9212802022   3,007.04   98,606.94   32,415.90  
Value of Interest in Registered Investment Companies   MFO VAN WAGONER FDS INC MICRO-CAP GROWTHFD   479.75   10,860.98   6,289.48  
Value of Interest in Registered Investment Companies   MFO VAN WAGONER FDS INC MID-CAP GROWTH FD   77.91   2,066.41   525.89  
Value of Interest in Registered Investment Companies   MFO VAN WAGONER FDS INC POST-VENTURE FD   3,436.52   119,618.72   30,722.46  
Value of Interest in Registered Investment Companies   MFO VAN WAGONER FDS INC TECH FD   508.15   22,746.17   7,246.18  
Value of Interest in Registered Investment Companies   MFO VANGUARD BD INDEX FD INC COM   4,677.88   47,943.43   47,995.00  
Value of Interest in Registered Investment Companies   MFO VANGUARD BD INDEX FD INC SHORT TERM PORTFOLIO FD   4,369.30   45,267.43   45,134.83  
Value of Interest in Registered Investment Companies   MFO VANGUARD FXD INC SECS FD INC GNMA PORTFOLIO   50,238.51   521,818.77   525,997.21  
Value of Interest in Registered Investment Companies   MFO VANGUARD FXD INC SECS FD INC HI YIELD BD PORTFOLIO   23,872.09   156,170.99   152,303.93  
Value of Interest in Registered Investment Companies   MFO VANGUARD FXD INC SECS FD INC INTER TERM U S TREAS PORTFOLIO   201.10   2,261.85   2,254.35  
Value of Interest in Registered Investment Companies   MFO VANGUARD FXD INC SECS FD INC SHORT TERM CORP FD   4,613.98   49,769.34   50,246.26  
Value of Interest in Registered Investment Companies   MFO VANGUARD FXD INC SECS FD INC SHORT TERM GOVT BD PORTFOLIO   7,089.02   71,524.42   74,647.35  
Value of Interest in Registered Investment Companies   MFO VANGUARD GROWTH & INC FD   608.72   18,464.52   17,086.80  
Value of Interest in Registered Investment Companies   MFO VANGUARD HORIZON FDS INC CAP OPPORTUNITY PORTFOLIO   2,808.24   68,338.72   64,252.55  
Value of Interest in Registered Investment Companies   MFO VANGUARD INDEX TR — 500 PORTFOLIO SHBEN INT OPEN END FD   2,468.53   274,013.34   260,060.06  
Value of Interest in Registered Investment Companies   MFO VANGUARD INDEX TR GROWTH PORTFOLIO   1,786.76   51,440.75   47,259.70  
Value of Interest in Registered Investment Companies   MFO VANGUARD INDEX TR SMALL CAPITALIZATION STK FD   557.96   9,946.50   10,545.46  
Value of Interest in Registered Investment Companies   MFO VANGUARD INDEX TR VALUE PORTFOLIO   288.88   5,872.60   5,436.76  

Value of Interest in Registered Investment Companies   MFO VANGUARD INTL EQTY INDEX FD INC EMERGING MKTS PORTFOLIO   209.54   1,740.25   1,667.92  
Value of Interest in Registered Investment Companies   MFO VANGUARD INTL EQTY INDEX FD INC EUROPEAN PORTFOLIO   2,203.22   51,836.05   44,461.00  
Value of Interest in Registered Investment Companies   MFO VANGUARD INTL EQTY INDEX FD INC PAC PORTFOLIO   226.19   1,749.00   1,560.71  
Value of Interest in Registered Investment Companies   MFO VANGUARD LONG-TERM TREAS FD ADMIRAL SH #583   6,899.35   75,000.00   75,961.85  
Value of Interest in Registered Investment Companies   MFO VANGUARD PRIMECAP FUND   806.70   42,247.29   41,004.41  
Value of Interest in Registered Investment Companies   MFO VANGUARD SPECIALIZED PORTFOLIOS ENERGY FD   1,576.30   45,207.75   40,132.47  
Value of Interest in Registered Investment Companies   MFO VANGUARD SPECIALIZED PORTFOLIOS UTILS INC FD   183.84   2,660.75   2,136.16  
Value of Interest in Registered Investment Companies   MFO VANGUARD SPECIALIZED PORTFOLIOS GOLD& PRECIOUS METALS FD   8,651.49   72,339.19   73,710.66  
Value of Interest in Registered Investment Companies   MFO VANGUARD SPECIALIZED PORTFOLIOS HLTHCARE FD   5,298.19   571,275.30   649,028.15  
Value of Interest in Registered Investment Companies   MFO VANGUARD SPECIALIZED PORTFOLIOS REITINDEX FD   239.30   2,963.33   2,900.34  
Value of Interest in Registered Investment Companies   MFO VANGUARD STAR FD STAR FD   882.69   15,576.22   14,546.65  
Value of Interest in Registered Investment Companies   MFO VANGUARD TOTAL STK MKT INDEX FD INV SH   2,680.47   67,077.51   68,030.38  
Value of Interest in Registered Investment Companies   MFO VANGUARD U.S GROWTH PORTFOLIO   373.47   10,874.32   7,043.55  
Value of Interest in Registered Investment Companies   MFO VANGUARD WELLESLEY INC FD COM   1,524.93   31,941.29   31,733.77  
Value of Interest in Registered Investment Companies   MFO VANGUARD WELLINGTON FD COM   524.40   15,260.89   14,898.09  
Value of Interest in Registered Investment Companies   MFO VANGUARD WINDSOR II FD   3,293.36   90,998.54   83,552.54  
Value of Interest in Registered Investment Companies   MFO VANGUARD WORLD FD INTL GROWTH FD   1,287.14   21,396.18   19,036.79  
Value of Interest in Registered Investment Companies   MFO VONTOBEL FDS INC EASTN EUROPEAN EQTYFD   110.37   1,937.61   760.41  
Value of Interest in Registered Investment Companies   MFO VONTOBEL FDS INC U S VALUE FD   459.37   9,025.32   8,879.56  
Value of Interest in Registered Investment Companies   MFO WASATCH ADVISORS FDS INC MICRO CAP FD   23,862.62   112,398.33   148,186.86  
Value of Interest in Registered Investment Companies   MFO WASATCH ADVISORS FDS INC ULTRA GROWTH FD   445.65   9,855.87   9,973.60  
Value of Interest in Registered Investment Companies   MFO WASATCH CORE GROWTH FD   1,396.78   47,449.98   44,654.96  
Value of Interest in Registered Investment Companies   MFO WASATCH FDS INC SMALL CAP VALUE FD   16,162.39   63,115.66   61,740.34  
Value of Interest in Registered Investment Companies   MFO WASATCH SMALL CAP GROWTH FD   2,463.95   72,794.68   77,589.79  
Value of Interest in Registered Investment Companies   MFO WEITZ PARTNERS INC VALUE FD   20,340.38   441,083.00   407,214.43  
Value of Interest in Registered Investment Companies   MFO WEITZ SER FD INC VALUE PORTFOLIO OPEN END FD   10,895.59   376,203.36   357,375.35  
Value of Interest in Registered Investment Companies   MFO WESTCORE TR GROWTH & INC FD INSTL SHS   1,592.50   15,893.20   17,501.60  
Value of Interest in Registered Investment Companies   MFO WESTPORT FDS SMALL CAP FD CL R   951.96   17,250.00   17,592.13  
Value of Interest in Registered Investment Companies   MFO WEXFORD TR MUHLENKAMP FD   2,157.61   116,011.51   107,945.33  
Value of Interest in Registered Investment Companies   MFO WHITE OAKS GROWTH FD   372,105.45   25,899,753.03   14,798,633.83  
Value of Interest in Registered Investment Companies   MFO WHITEHALL FDS TR GROWTH & INC FD SVCCL   754.72   10,000.00   10,362.26  

Value of Interest in Registered Investment Companies   MFO WHITEHALL GROWTH FD   266.81   5,000.00   4,554.43  
Value of Interest in Registered Investment Companies   MFO WILLIAM BLAIR INTL GROWTH FD GROWTH SHS   2,826.39   45,000.00   42,735.00  
Value of Interest in Registered Investment Companies   MFO WILSHIRE TARGET FDS INC 5000 INDEX PORTFOLIO INVT CL   530.62   5,000.00   4,759.67  
Value of Interest in Registered Investment Companies   MFO WILSHIRE TARGET FDS INC LARGE CO GROWTH PORTFOLIO INVT CL   478.29   16,159.72   14,276.96  
Value of Interest in Registered Investment Companies   MFO YACKTMAN FD INC COM   272.99   2,982.27   3,101.16  
Value of Interest in Registered Investment Companies   MORGAN STANLEY EMERGING   2,660.00   28,265.13   21,546.00  
Value of Interest in Registered Investment Companies   VANGUARD INDEX TR VANGUARD TOTAL STKMKT VIPERS   30.00   3,481.45   3,128.40  
Other   ARGENTINA(REP OF) 0% BDS 15/10/2004 USD1000   300,000.00   192,000.00   88,190.29  
Other   SPI 200 FUTURES DEC 2001 FUTURE 31/12/2001   8.00   332,322.59   347,322.26  
Other   SPI 200 FUTURES DEC 2001 FUTURE (LIAB) 31/12/2001   (8.00 ) (332,322.59 ) (347,322.26 )
Other   BRAZIL FEDERATIVE REP US$GLOBAL BD 11 DUE 08-17-2040/08-17-2015 BEO   100,000.00   78,876.93   72,600.00  
Other   BRAZIL(FED REP OF) VAR% BDS 15/4/2014 USD   1,150,000.00   1,085,953.33   1,054,065.54  
Other   BULGARIA(NAT REP) 2.75%-VAR%BD 28/7/12 USD'A'   240,000.00   192,750.00   207,750.00  
Other   BULGARIA(NAT REP) FRN 7/11 USD(VAR)BR   70,000.00   51,778.90   58,758.00  
Other   CAC40 10 EURO DEC 2001 FUTURE   44.00   1,644,699.88   1,762,552.83  
Other   CAC40 10 EUROPE DEC 2001 FUTURE (LIAB)   (44.00 ) (1,644,699.88 ) (1,762,552.83 )
Other   DAX INDEX DEC 2001 FUTURE   8.00   868,185.08   892,486.21  
Other   DAX INDEX DECEMBER DECEMBER 2001 FUTURE   (8.00 ) (868,185.08 ) (892,486.21 )
Other   HANG SENG INDEX DEC 2001 FUTURE   (4.00 ) (291,606.19 ) (290,326.72 )
Other   HANG SENG INDEX DEC 2001 FUTURE   4.00   291,606.19   290,326.72  
Other   TOPIX INDEX DEC 2001 FUTURE   19.00   1,625,493.45   1,618,055.56  
Other   TOPIX INDEX DEC 2001 FUTURE (LIAB)   (19.00 ) (1,625,493.45 ) (1,618,055.56 )
Other   PANAMA REP GLOBAL BD DTD 07/13/2000 10.75 DUE 05-15-2020 BEO   300,000.00   305,437.80   318,750.00  
Other   REPUBLIC OF PANAMA REP OF PANAMA 4.75% 17/07/2014   750,000.00   596,595.00   670,312.50  
Other   PVTPL PERU NTS STEP UP DUE 03-07-2017 ISINUS 715638AH53 SEDOL 2254322   160,000.00   101,345.26   119,400.00  
Other   PHILIPPINES REP 9.875 DUE 01-15-2019 BEOISIN # US718286AK32 SEDOL 2377359   180,000.00   169,603.72   158,400.00  
Other   PHILIPPINES REP GLOBAL BD 9.5 DUE 10-21-2024 BEO PUT   110,000.00   109,657.90   111,100.00  
Other   FTSE 100 INDEX DEC 2001 FUTURE LIAB   (16.00 ) (1,185,241.90 ) (1,186,241.50 )
Other   FTSE 100 INDEX DEC 2001 FUTURE   16.00   1,185,241.90   1,186,241.50  
Other   ##CBT 10YR AGY 03-20-2002   1.00   101,343.75   102,656.25  
Other   &&&EQUITY FUTURES OFFSET — LONG   (114.00 ) (22,945,165.00 ) (24,852,800.00 )
Other   &&&EQUITY FUTURES OFFSET — LONG   (89.00 ) (18,412,355.00 ) (19,998,075.00 )
Other   &&&EQUITY FUTURES OFFSET — LONG   (16.00 ) (4,427,975.00 ) (4,560,000.00 )

Other   &&&EQUITY FUTURES OFFSET — LONG   (30.00 ) (7,923,720.00 ) (8,550,000.00 )
Other   10YR T-NOTE 12-19-2001   (6.00 ) (635,156.25 ) (649,500.00 )
Other   10YR T-NOTE 12-19-2001   228.00   24,748,023.48   24,681,000.00  
Other   10YR T-NOTE DEC 2001 FUTURE 12-19-2001   6.00   635,156.25   649,500.00  
Other   10YR T-NOTE DEC 2001 FUTURE 12-19-2001   (228.00 ) (24,748,023.48 ) (24,681,000.00 )
Other   2YR T-NT 03-28-2002   22.00   4,575,656.25   4,612,437.50  
Other   2YR T-NT MAR 2002 FUTURE 03-28-2002   (22.00 ) (4,575,656.25 ) (4,612,437.50 )
Other   2YR US T-NT DEC 2001 FUTURE   (92.00 ) (19,227,031.25 ) (19,423,500.00 )
Other   2YR US T-NT DEC 2001 FUTURE (LIAB)   92.00   19,227,031.25   19,423,500.00  
Other   5 YR T-NOTE DECEMBER 2001 FUTURE   (27.00 ) (2,930,093.76 ) (2,921,062.50 )
Other   5YR T-NOTE 12-19-2001   27.00   2,930,093.76   2,921,062.50  
Other   CBT 10YR AGY 03-20-2002   (1.00 ) (101,343.75 ) (102,656.25 )
Other   DEC 01 CBT 10Y AGENCY/ 12-19-2001   48.00   4,877,757.82   4,979,250.00  
Other   DEC 01 CBT 10Y AGENCY/ 12-19-2001   (48.00 ) (4,877,757.82 ) (4,979,250.00 )
Other   DEC 01 IMM NASDAQ 100   61.00   8,550,615.00   9,747,800.00  
Other   DEC 01 IMM NASDAQ 100   19.00   2,502,755.00   3,036,200.00  
Other   DEC 01 RUSSEL 2000   43.00   9,104,180.00   9,911,500.00  
Other   DEC 01 S&P 500   53.00   14,394,550.00   15,105,000.00  
Other   DEC 01 S&P 500   12.00   3,339,750.00   3,420,000.00  
Other   DEC 01 S&P 500   16.00   4,427,975.00   4,560,000.00  
Other   DEC 01 S&P 500   30.00   7,923,720.00   8,550,000.00  
Other   DEC 01 S&P MID 400   15.00   3,465,670.00   3,630,375.00  
Other   ESCROW CREDITRUST   300.00   2,374.17   0  
Other   MEXICO-UNITED MEXICAN STS US$DISC BD 11.5 DUE 05-15-2026 REG   1,190,000.00   1,281,086.11   1,495,830.00  
Other   OTC FNMA 610/31 98-26+ CALL OPT 10-09-2001   700.00   7,273.44   7,273.42  
Other   OTC FNMA 611/31 CALL OPT 11-07-2001   700.00   9,296.88   9,269.89  
Other   UIT FT UNIT 391 N E-CONOMY GRWTH & TREASCTF OWN EVID UNDIV INT $1000 UNT VAL REG   310.00   2,184.17   2,083.20  
Other   UIT NCE PETROFUND I CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   100.00   995.96   742.00  
Other   UIT SPDR TR UNIT SER 1 CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   835.00   92,939.34   95,231.75  
Other   UIT VAN KAMPEN FOCUS PORT UNIT 288 SEMICNDCTR PORT SER 7A   188.00   1,772.01   1,645.00  
Other   UIT VAN KAMPEN FOCUS PORTFOLIOS CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   2,444.00   20,622.06   5,499.00  
Other   UIT VAN KAMPEN FOCUS PORTFOLIOS UIT 288 INTERNET SER 29A UNDIV INT $1000 UIT VAL   210.00   1,805.33   1,430.10  
Other   UIT VAN KAMPEN FOCUS PORTFOLIOS UNIT 275SEMICONDUCTOR PORT SER 6A   1,000.00   9,371.00   7,820.00  
Other   UIT VAN KAMPEN FOCUS PORTFOLIOS UNIT 281UTILITY PORTFOLIO SER 11   250.00   2,685.85   1,777.50  
Other   UIT VAN KAMPEN FOCUS PORTFOLIOS UNIT 284GLOBAL ENERGY PORT SER 18   250.00   2,539.78   2,020.00  
Other   US T-BOND 03-20-2002   (24.00 ) (2,459,445.31 ) (2,488,500.00 )
Other   US T-BOND DEC 2001 FUTURE 12-19-2001   (9.00 ) (931,218.75 ) (943,031.25 )
Other   US T-BOND DEC 2001 FUTURE 12-19-2001   (27.00 ) (2,797,031.25 ) (2,829,093.75 )

Other   US T-BOND DEC 2001 FUTURE 12-19-2001   9.00   931,218.75   943,031.25  
Other   US T-BOND DEC 2001 FUTURE 12-19-2001   27.00   2,797,031.25   2,829,093.75  
Other   US T-BOND MAR 2002 FUTURE 03-20-2002   24.00   2,459,445.31   2,488,500.00  
Other   US TREAS BDS INFLATION INDEX 3.625 DUE 04-15-2028   690,000.00   779,346.15   783,347.75  
Other   US TREAS BDS INFLATION INDEX LINKED 3.875 TIPS 04-15-2029   6,740,000.00   7,647,457.78   7,866,373.90  
Other   US TREAS NTS INFLATION INDEXED 3.375 DUE01-15-2007 REG   200,000.00   228,431.03   228,066.56  
Other   US TREAS NTS INFLATION INDEXED 3.625 01-15-2008   5,400,000.00   6,103,788.48   6,085,416.33  
Other Liabilities   EXP 12-22-01 PR $65 PER SH   (2.00 ) (828.02 ) (2,020.00 )
Other Liabilities   ALCATEL COM STK CALL OPTION EXP 1-19-02 PR $15 PER SH   (2.00 ) (328.03 ) (700.00 )
Other Liabilities   AMGEN INC COM STK CALL OPTION EXP 1-19-02 PR $65 PER SH   (8.00 ) (1,595.98 ) (3,360.00 )
Other Liabilities   AMGEN INC COM STK CALL OPTION EXP 12-22-01 PR $70 PER SH   (4.00 ) (144.03 ) (240.00 )
Other Liabilities   AOL COM STK CALL OPTION EXP 1-19-02 PR $55 PER SH   (3.00 ) (341.03 ) (15.00 )
Other Liabilities   APPLIED MATLS COM STK CALL OPTION EXP 1-19-02 PR $65 PER SH   (2.00 ) (1,028.01 ) (20.00 )
Other Liabilities   APPLIED MATLS COM STK CALL OPTION EXP 12-22-01 PR $42.50 PER SH   (1.00 ) (95.04 ) (95.00 )
Other Liabilities   BEA SYS INC COM STK CALL OPTION EXP 12-22-01 PR $15 PER SH   (4.00 ) (804.02 ) (980.00 )
Other Liabilities   BLOCK H R COM STK CALL OPTION EXP 4-20-02 PR $35 PER SH   (2.00 ) (1,028.01 ) (1,220.00 )
Other Liabilities   CALPINE CORP COM STK CALL OPTION EXP 1-17-04 PR $50 PER SH   (1.00 ) (370.03 ) (220.00 )
Other Liabilities   CIENA CORP COM STK CALL OPTION EXP 12-22-01 PR $20 PER SH   (5.00 ) (487.03 ) (400.00 )
Other Liabilities   CIENA CORP COM STK CALL OPTION EXP 12-22-01 PR $22.50 PER SH   (7.00 ) (935.06 ) (280.00 )
Other Liabilities   CISCO SYS COM STK CALL OPTION EXP 12-22-01 PR $15 PER SH   (1.00 ) (290.03 ) (540.00 )
Other Liabilities   CISCO SYS COM STK CALL OPTION EXP 12-22-01 PR $17.50 PER SH   (10.00 ) (1,751.99 ) (3,100.00 )
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 ) (3,500.00 )
Other Liabilities   COMPAQ COMPUTER COM STK CALL OPTION EXP 1-19-02 PR $10 PER SH   (10.00 ) (702.02 ) (950.00 )
Other Liabilities   COMPAQ COMPUTER COM STK CALL OPTION EXP 12-22-01 PR $10 PER SH   (5.00 ) (471.35 ) (350.00 )
Other Liabilities   COMPUWARE COM STK CALL OPTION EXP 12-22-01 PR $12.50 PER SH   (21.00 ) (350.00 ) (420.00 )
Other Liabilities   CORNING INC COM STK CALL OPTION EXP 12-22-01 PR $10 PER SH   (8.00 ) (468.07 ) (360.00 )
Other Liabilities   DIRECT FOCUS INC COM STK CALL OPTION EXP 12-22-01 PR $30 PER SH   (3.00 ) (266.04 ) (360.00 )
Other Liabilities   ELAN CORP COM STK CALL OPTION 4/02 60'S EXP 04/20/02 W/STK $60.00 PER SHARE   (2.00 ) (198.64 ) (130.00 )
Other Liabilities   EMC CORP COM STK CALL OPTION EXP 12-22-01 PR $12.50 PER SH   (10.00 ) (1,557.39 ) (4,500.00 )
Other Liabilities   EMULEX CORP NEW COM STK CALL OPTION EXP 12-22-01 PR $30 PER SH   (4.00 ) (804.02 ) (1,800.00 )
Other Liabilities   EURODOLLAR 9600 PUT OPT JUN 2002 06-17-2002   (12.00 ) (8,935.56 ) (750.00 )

Other Liabilities   FINISAR CORP COM STK CALL OPTION EXP 12-22-01 PR $10 PER SH   (25.00 ) (1,546.99 ) (37.50 )
Other Liabilities   IMMUNEX CORP COM STK CALL OPTION EXP 12-22-01 PR $17.50 PER SH   (10.00 ) (1,951.98 ) (9,500.00 )
Other Liabilities   INFINEON TECH COM STK CALL OPTION EXP 12-22-01 PR $20 PER SH   (7.00 ) (1,078.01 ) (980.00 )
Other Liabilities   INTEL CORP COM STK CALL OPTION EXP 01/19/02 W/STRK PR $25.00 PER SHR   (10.00 ) (2,557.36 ) (7,900.00 )
Other Liabilities   INTEL CORP COM STK CALL OTPION EXP 01/19/02 W/STRK PR $32.50 PER SH   (10.00 ) (2,201.97 ) (2,350.00 )
Other Liabilities   INTERDIGITAL COMM COM STK CALL OPTION EXP 12-22-01 PR $10 PER SH   (20.00 ) (1,143.41 ) (1,400.00 )
Other Liabilities   LEHMAN BROS HLDG COM STK CALL OPTION EXP 12-22-01 PR $75 PER SH   (2.00 ) (198.04 ) (100.00 )
Other Liabilities   LIGAND PHARMA COM STK CALL OPTION EXP 2-16-02 PR $12.50 PER SH   (2.00 ) (328.03 ) (860.00 )
Other Liabilities   LUCENT TECHS COM STK CALL OPTION EXP 12-22-01 PR $7.50 PER SH   (15.00 ) (714.07 ) (600.00 )
Other Liabilities   MBNA CORP COM STK CALL OPTION EXP 1-18-03 PR $40 PER SH   (5.00 ) (1,561.95 ) (1,300.00 )
Other Liabilities   MERCK & CO COM STK CALL OPTION EXP 1-18-03 PR $70 PER SH   (2.00 ) (1,267.99 ) (1,360.00 )
Other Liabilities   METRIS COS INC COM STK CALL OPTION EXP 12-22-01 PR 22.50 PER SH   (2.00 ) (348.03 ) (430.00 )
Other Liabilities   MICROSOFT COM STK CALL OPTION EXP 12/22/01 W/STK $65.00 PER SHARE   (2.00 ) (508.63 ) (380.00 )
Other Liabilities   MICROSOFT COM STK CALL OPTION EXP 12/22/01 W/STK $70.00 PER SHARE   (2.00 ) (48.04 ) (80.00 )
Other Liabilities   NASDAQ 100 INDEX COM STK CALL OPTION EXP 12/22/01 W/STK $43.00 PER SHARE   (3.00 ) (266.04 ) (135.00 )
Other Liabilities   NEWMONT MINING COM STK CALL OPTION EXP 1-18-03 PR $25 PER SH   3.00   2,043.95   2,190.00  
Other Liabilities   NEWMONT MINING COM STK CALL OPTION EXP 12-22-01 PR $25 PER SH   (3.00 ) (191.04 ) (15.00 )
Other Liabilities   NOKIA CORP COM STK CALL OPTION EXP 1-19-02 PR $30 PER SH   (5.00 ) (62.04 ) (125.00 )
Other Liabilities   NOKIA CORP COM STK CALL OPTION EXP 12-22-01 PR $25 PER SH   (3.00 ) (386.03 ) (165.00 )
Other Liabilities   ONI SYS CORP COM STK CALL OPTION EXP 1-19-02 PR $12.50 PER SH   (8.00 ) (436.03 ) (200.00 )
Other Liabilities   OPENWAVE SYS COM STK CALL OPTION EXP 12-22-01 PR $10 PER SH   (10.00 ) (1,146.63 ) (1,400.00 )
Other Liabilities   OPENWAVE SYS COM STK CALL OPTION EXP 12-22-01 PR $12.50 PER SH   (5.00 ) (762.02 ) (200.00 )
Other Liabilities   ORACLE CORP COM STK CALL OPTION EXP 1-19-02 PR $15 PER SH   (10.00 ) (4,757.29 ) (950.00 )
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 EXP 12/22/01 PR $15 PER SH   (20.00 ) (1,322.03 ) (900.00 )
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 ) (17,030.00 )

Other Liabilities   P M C SIERRA INC COM STK CALL OPTION EXP 12-22-01 PR $22.50 PER SH   (15.00 ) (2,414.01 ) (3,300.00 )
Other Liabilities   PFIZER INC COM STK CALL OPTION EXP 1-18-03 PR $45 PER SH   (2.00 ) (928.01 ) (940.00 )
Other Liabilities   PFIZER INC COM STK CALL OPTION EXP 12-22-01 PR $50 PER SH   (1.00 ) (65.04 ) (5.00 )
Other Liabilities   PHILLIP MORRIS COM STK CALL OPTION EXP 3-16-02 PR $50 PER SH   (2.00 ) (338.03 ) (300.00 )
Other Liabilities   QLOGIC CORP COM STK CALL OPTION EXP 12-22-01 PR $50 PER SH   (3.00 ) (1,495.99 ) (1,080.00 )
Other Liabilities   QLOGIC CORP COM STK CALL OPTION EXP 12-22-01 PR $55 PER SH   (1.00 ) (340.03 ) (16,000.00 )
Other Liabilities   QUALCOMM INC COM STK CALL OPTION   (3.00 ) (738.06 ) (705.00 )
Other Liabilities   QUALCOMM INC COM STK CALL OPTION EXP 01-18-2003 PR $40 PER SH   (6.00 ) (10,797.72 ) (78,000.00 )
Other Liabilities   QUALCOMM INC COM STK CALL OPTION EXP 1-18-03 PR $50 PER SH   1.00   1,509.95   1,000.00  
Other Liabilities   QUALCOMM INC COM STK CALL OPTION EXP 1-19-02 PR $90 PER SH   (2.00 ) (1,108.01 ) (20.00 )
Other Liabilities   QUALCOMM INC COM STK CALL OPTION EXP 12-22-01 PR $65 PER SH   (5.00 ) (662.02 ) (400.00 )
Other Liabilities   STERICYCLE INC COM STK CALL OPTION EXP 12-22-01 PR $60 PER SH   (2.00 ) (368.03 ) (220.00 )
Other Liabilities   STORAGENETWORKS COM STK CALL OPTION EXP 12-22-01 PR $7.50 PER SH   (2.00 ) (98.04 ) (110.00 )
Other Liabilities   SUN MICROSYS COM STK CALL OPTION EXP 1-19-02 PR $10 PER SH   (5.00 ) (662.02 ) (2,150.00 )
Other Liabilities   SUN MICROSYS COM STK CALL OPTION EXP 12-22-01 PR $7.50 PER SH   (20.00 ) (3,831.89 ) (13,200.00 )
Other Liabilities   SUN MICROSYSTEM INC COM STK CALL OPTION EXP 4-20-02 PR $15 PER SH   (30.00 ) (5,487.96 ) (6,000.00 )
Other Liabilities   SUN MICROSYSTEMS COM STK CALL OPTION EXP 12/22/01 W/STK $12.50 PER SHARE   (10.00 ) (1,351.99 ) (1,300.00 )
Other Liabilities   TEXAS INSTRUMENTS COM STK CALL OPTION EXP 1-19-02 PR $40 PER SH   (5.00 ) (1,611.99 ) (225.00 )
Other Liabilities   ULTRAMAR DIAMOND COM STK CALL OPTION EXP 12-22-01 PR $50 PER SH   (1.00 ) (200.04 ) (80.00 )
Other Liabilities   UNITED TECHS COM STK CALL OPTION EXP 12-22-01 PR $55 PER SH   (2.00 ) (438.63 ) (1,120.00 )
Other Liabilities   UTSTARCOM INC COM STK CALL OPTION EXP 12-22-01 PR $22.50 PER SH   (3.00 ) (371.03 ) (675.00 )
Other Liabilities   WAL MART STORES INC COM STK CALL OPTION EXP 12-22-01 PR $55 PER SH   (5.00 ) (612.02 ) (700.00 )
Other Liabilities   YAHOO] INC COM STK CALL OPTION EXP 1-19-02 PR $15 PER SH   (10.00 ) (2,307.37 ) (2,100.00 )
Other Liabilities   Pending foreign exchange sales: Australian dollar   0   (256,730.00 ) (259,925.94 )
Other Liabilities   Pending foreign exchange sales: Australian dollar   0   (50,245.00 ) (51,985.19 )
Other Liabilities   Pending foreign exchange sales: Canadian dollar   0   (119,884.36 ) (120,447.45 )
Other Liabilities   Pending foreign exchange sales: Canadian dollar   0   (235,624.22 ) (237,654.75 )
Other Liabilities   Pending foreign exchange sales: Euro   0   (30,232.42 ) (29,346.40 )
Other Liabilities   Pending foreign exchange sales: Euro   0   (19,931.66 ) (20,088.01 )
Other Liabilities   Pending foreign exchange sales: Euro   0   (462,300.00 ) (447,543.42 )
Other Liabilities   Pending foreign exchange sales: Euro   0   (912,620.00 ) (895,086.84 )

Other Liabilities   Pending foreign exchange sales: Euro   0   (898,710.00 ) (895,086.84 )
Other Liabilities   Pending foreign exchange sales: Euro   0   (544,140.00 ) (537,052.10 )
Other Liabilities   Pending foreign exchange sales: Euro   0   (441,675.00 ) (447,543.42 )
Other Liabilities   Pending foreign exchange sales: British pound sterling   0   (79,990.55 ) (81,150.95 )
Other Liabilities   Pending foreign exchange sales: British pound sterling   0   (649,445.40 ) (655,685.46 )
Other Liabilities   Pending foreign exchange sales: British pound sterling   0   (592.20 ) (598.94 )
Other Liabilities   Pending foreign exchange sales: British pound sterling   0   (3,557.43 ) (3,597.91 )
Other Liabilities   Pending foreign exchange sales: British pound sterling   0   (734,500.00 ) (712,721.38 )
Other Liabilities   Pending foreign exchange sales: British pound sterling   0   (726,035.00 ) (712,721.38 )
Other Liabilities   Pending foreign exchange sales: British pound sterling   0   (356,125.00 ) (356,360.69 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (929,299.05 ) (920,995.24 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (29,982.62 ) (28,722.01 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (29,982.62 ) (28,723.53 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (279,000.00 ) (267,785.84 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (374,926.16 ) (367,261.33 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (179,924.58 ) (176,624.26 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (96,851.30 ) (95,366.51 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (229,829.30 ) (226,947.25 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (145,114.99 ) (145,094.76 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (189,845.64 ) (190,119.52 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (52,333.71 ) (52,402.15 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (39,766.30 ) (40,034.01 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (663,318.92 ) (643,031.06 )
Other Liabilities   Pending foreign exchange sales: Japanese yen   0   (697,012.69 ) (690,697.16 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (901,740.00 ) (901,740.00 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (728,275.00 ) (728,275.00 )
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   (50,124.19 ) (50,124.19 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (601,200.00 ) (601,200.00 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (4,479,460.00 ) (4,479,460.00 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (1,826,300.00 ) (1,826,300.00 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (2,012,847.97 ) (2,012,847.97 )
Other Liabilities   Pending foreign exchange sales: United States dollar   0   (901,520.00 ) (901,520.00 )

Other Liabilities   Pending foreign exchange sales: United States dollar   0   (734,325.00 ) (734,325.00 )
Other Liabilities   Pending trade purchases: Euro   0   (76,096.38 ) (76,890.18 )
Other Liabilities   Pending trade purchases: Euro   0   (51,403.78 ) (52,199.55 )
Other Liabilities   Pending trade purchases: British pound sterling   0   (20,005.51 ) (20,178.11 )
Other Liabilities   Pending trade purchases: British pound sterling   0   (228.17 ) (228.17 )
Other Liabilities   Pending trade purchases: British pound sterling   0   (26,699.09 ) (26,929.44 )
Other Liabilities   Pending trade purchases: United States dollar   0   (31,711,591.15 ) (31,711,591.15 )
Other Liabilities   Pending trade purchases: United States dollar   0   (98,375.00 ) (98,375.00 )
Other Liabilities   Pending trade purchases: United States dollar   0   (350,712.70 ) (350,712.70 )
Other Liabilities   Pending trade purchases: United States dollar   0   (178,050.00 ) (178,050.00 )
Other Liabilities   Pending trade purchases: United States dollar   0   (578,818.80 ) (578,818.80 )
Other Liabilities   Pending trade purchases: United States dollar   0   (148,940.81 ) (148,940.81 )
Other Liabilities   Pending trade purchases: United States dollar   0   (245,036.50 ) (245,036.50 )
Other Liabilities   Pending trade purchases: United States dollar   0   (67,484,352.42 ) (67,484,352.42 )
Other Liabilities   Pending trade purchases: United States dollar   0   (1,187,740.46 ) (1,187,740.46 )
Other Liabilities   Pending trade purchases: United States dollar   0   (187,565.00 ) (187,565.00 )
Other Liabilities   Pending trade purchases: United States dollar   0   (18,000.00 ) (18,000.00 )
Other Liabilities   Pending trade purchases: United States dollar   0   (44,449.44 ) (44,449.44 )
Other Liabilities   Pending trade purchases: United States dollar   0   (1,343,099.86 ) (1,343,099.86 )
Other Liabilities   Pending trade purchases: United States dollar   0   (126,069.00 ) (126,069.00 )
Other Liabilities   Pending trade purchases: United States dollar   0   (102,325.00 ) (102,325.00 )
Other Liabilities   Pending trade purchases: United States dollar   0   (879,337.09 ) (879,337.09 )
Other Liabilities   Pending trade purchases: United States dollar   0   (602,053.19 ) (602,053.19 )
Other Liabilities   Pending trade purchases: United States dollar   0   (33,750.00 ) (33,750.00 )
Total           1,976,088,957.21   1,969,100,487.53  

Identity of
Issue

  Description of asset (include interest rate and maturity in case of a loan)
  Transaction Type
  Shares/Par value
  Costs of
Acquisitions

  Proceeds of
Dispositions

C125577106   ###REORG CIT GROUP INC CL A STK MERGER TO TYCO INTL LTD 2872569 EFF 6/1/01   Acquisitions   200.00   (7,241.96 )  
C125577106   ###REORG CIT GROUP INC CL A STK MERGER TO TYCO INTL LTD 2872569 EFF 6/1/01   Dispositions   (11,200.00 )     257,976.66
C125577106   ###REORG CIT GROUP INC CL A STK MERGER TO TYCO INTL LTD 2872569 EFF 6/1/01   Free Delivery   (10,410.00 )      
C227573102   ###REORG CROSS TIMBERS NAME CHANGE TO XTO ENERGY INC 2946745 EFF 5/16/01   Acquisitions   1,900.00   (47,737.50 )  
C227573102   ###REORG CROSS TIMBERS NAME CHANGE TO XTO ENERGY INC 2946745 EFF 5/16/01   Dispositions   (200.00 )     4,569.89
C227573102   ###REORG CROSS TIMBERS NAME CHANGE TO XTO ENERGY INC 2946745 EFF 5/16/01   Free Delivery   (15,700.00 )      
C456779107   ###REORG INFORMIX CORP N/C TO ASCENTIAL SOFTWARE 2028326 EFF 7/3/01   Acquisitions   230.00   (748.70 )  
C456779107   ###REORG INFORMIX CORP N/C TO ASCENTIAL SOFTWARE 2028326 EFF 7/3/01   Dispositions   (2,870.00 )     22,783.30
C456779107   ###REORG INFORMIX CORP N/C TO ASCENTIAL SOFTWARE 2028326 EFF 7/3/01   Free Delivery   (5,852.00 )      
C62473J106   ###REORG MPOWER COMMUNICATIONS CORP N/C TOMPOWER HLDG CORP 2594495 EFF 6/29/01   Acquisitions   (9,900.00 ) 82,388.79    
C62473J106   ###REORG MPOWER COMMUNICATIONS CORP N/C TOMPOWER HLDG CORP 2594495 EFF 6/29/01   Dispositions   (5,900.00 )     9,009.58
S902735U   ##5YR T-NOTE 1015 PUT OPTION JAN 2001   Acquisitions   5.00   0    
S902735U   ##5YR T-NOTE 1015 PUT OPTION JAN 2001   Dispositions   (5.00 )     600.00
S902990L   ##5YR T-NOTE JUNE 2001 FUTURE   Free Delivery   (6.00 )      
S902990L   ##5YR T-NOTE JUNE 2001 FUTURE   Free Receipt   9.00        
S9027270   ##5YR T-NOTE MAR 2001   Free Delivery   (8.00 )      
S9027270   ##5YR T-NOTE MAR 2001   Free Receipt   7.00        
S9029900   ##5YR T-NT FUTURE 06-20-2001   Free Delivery   (4.00 )      
S9029900   ##5YR T-NT FUTURE 06-20-2001   Free Receipt   4.00        
S241432U   ##ALLIANCE ATLANTIS COMMUNICATIONS INC 13 DUE 12-15-2009 REG   Free Delivery   (15,000.00 )      
S241432U   ##ALLIANCE ATLANTIS COMMUNICATIONS INC 13 DUE 12-15-2009 REG   Free Receipt   15,000.00        
C01855A101   ##ALLIANCE CAP MGMT HLDG L P DO NOT USE SEE SEC #2011706   Acquisitions   0.63   (33.95 )  
C01855A101   ##ALLIANCE CAP MGMT HLDG L P DO NOT USE SEE SEC #2011706   Dispositions   (1,100.00 )     54,976.16
C01855A101   ##ALLIANCE CAP MGMT HLDG L P DO NOT USE SEE SEC #2011706   Free Receipt   2,400.00        
C12541C203   ##CHC HELICOPTER CORP CL A SUB VTG   Acquisitions   500.00   (7,089.95 )  
C12541C203   ##CHC HELICOPTER CORP CL A SUB VTG   Dispositions   (500.00 )     6,884.82
C17275R102   ##CISCO SYS INC COM DO NOT USE SEE 2158655   Acquisitions   25.00   (1,225.26 )  
C17275R102   ##CISCO SYS INC COM DO NOT USE SEE 2158655   Dispositions   (355.00 )     17,786.01
C17275R102   ##CISCO SYS INC COM DO NOT USE SEE 2158655   Free Delivery   (250.00 )      
C125750109   ##CMGI INC COM DO NOT USE SEE SEC #2096805   Acquisitions   1,000.00   (10,654.95 )  
C125750109   ##CMGI INC COM DO NOT USE SEE SEC #2096805   Free Delivery   (1,000.00 )      
C205887102   ##CONAGRA FOODS INC FORMERLY CONAGRA INCTO 09/28/2000 DO NOT USE SEE 2-196500   Acquisitions   35.00   (710.70 )  
C205887102   ##CONAGRA FOODS INC FORMERLY CONAGRA INCTO 09/28/2000 DO NOT USE SEE 2-196500   Free Delivery   (500.00 )      
S239993U   ##CONAGRA INC COMML PAPER 01-17-2001   Acquisitions   500,000.00   (497,168.75 )  
S239993U   ##CONAGRA INC COMML PAPER 01-17-2001   Dispositions   (500,000.00 )     500,000.00
S2232469   ##CREATIVE TECH INC ORD SGD0.25   Acquisitions   1,250.00   (15,657.50 )  
S2232469   ##CREATIVE TECH INC ORD SGD0.25   Dispositions   (1,000.00 )     12,512.08
S2232469   ##CREATIVE TECH INC ORD SGD0.25   Free Delivery   (17,200.00 )      
C249906108   ##DESCARTES SYS GROUP INC COM DO NOT USESEE SECURITY #2-266650   Acquisitions   300.00   (5,512.50 )  
C249906108   ##DESCARTES SYS GROUP INC COM DO NOT USESEE SECURITY #2-266650   Dispositions   (9,100.00 )     176,716.10
C578592107   ##DO NOT USE MAYTAG CO NAME CHANGED MAYTAG CORP EFTV 4-29-87 SEE #2542832   Acquisitions   1,000.00   (27,217.45 )  

C578592107   ##DO NOT USE MAYTAG CO NAME CHANGED MAYTAG CORP EFTV 4-29-87 SEE #2542832   Free Delivery   (1,000.00 )      
C278642103   ##EBAY INC COM DO NOT USE SEE 2298613   Acquisitions   308.00   (18,488.39 )  
C278642103   ##EBAY INC COM DO NOT USE SEE 2298613   Free Delivery   (1,529.00 )      
C278642103   ##EBAY INC COM DO NOT USE SEE 2298613   Free Receipt   1,221.00        
S9664200   ##EURODOLLAR 90 DAY DECEMBER 2000 FUTURE   Free Delivery   (24.00 )      
S9664200   ##EURODOLLAR 90 DAY DECEMBER 2000 FUTURE   Free Receipt   24.00        
S902745U   ##EURODOLLARS 93.00 CALL OPTION DEC 2000   Acquisitions   8.00   (4,340.00 )  
S902745U   ##EURODOLLARS 93.00 CALL OPTION DEC 2000   Dispositions   (8.00 )     0
C337358105   ##FIRST UN CORP COM DO NOT USE SEE SEC 2322782   Acquisitions   5.38   (142.91 )  
C337358105   ##FIRST UN CORP COM DO NOT USE SEE SEC 2322782   Free Delivery   (5.38 )      
S2707291   ##FLEXTRONICS INTL LTD 9.875 DUE 07-01-2010   Acquisitions   12,000.00   (12,225.00 )  
S2707291   ##FLEXTRONICS INTL LTD 9.875 DUE 07-01-2010   Dispositions   (9,000.00 )     8,876.25
S2707291   ##FLEXTRONICS INTL LTD 9.875 DUE 07-01-2010   Free Delivery   (49,000.00 )      
S2707291   ##FLEXTRONICS INTL LTD 9.875 DUE 07-01-2010   Free Receipt   26,000.00        
S239824U   ##GENERAL MILLS COMML PAPER 01-11-2001   Acquisitions   300,000.00   (299,000.00 )  
S239824U   ##GENERAL MILLS COMML PAPER 01-11-2001   Dispositions   (700,000.00 )     700,000.00
C460146103   ##INTL PAPER CO COM DO NOT USE SEE 2423444   Acquisitions   2.14   (80.61 )  
C460146103   ##INTL PAPER CO COM DO NOT USE SEE 2423444   Free Delivery   (82.14 )      
C262005101   ##MFO DREYFUS GNMA FD INC OPEN END FD DONOT USE SEE SEC #4281763   Acquisitions   6.83   (98.21 )  
C262005101   ##MFO DREYFUS GNMA FD INC OPEN END FD DONOT USE SEE SEC #4281763   Free Delivery   (6.83 )      
C71902E109   ##PHOENIX COS INC NEW COM DO NOT USE SEESEC #2726953   Acquisitions   1,340.00   (22,776.38 )  
C71902E109   ##PHOENIX COS INC NEW COM DO NOT USE SEESEC #2726953   Free Delivery   (18,660.00 )      
C731738100   ##POLYMEDICA INDS INC COM DO NOT USE SEESEC 2739145   Acquisitions   1,000.00   (25,529.95 )  
C731738100   ##POLYMEDICA INDS INC COM DO NOT USE SEESEC 2739145   Free Delivery   (1,000.00 )      
S3119536   ##RAYTHEON CO 7.375% DUE 07-15-2025   Acquisitions   190,000.00   (177,741.20 )  
S3119536   ##RAYTHEON CO 7.375% DUE 07-15-2025   Dispositions   (190,000.00 )     195,700.00
C755111408   ##RAYTHEON CO CL B COM STK   Acquisitions   300.00   (8,796.99 )  
C755111408   ##RAYTHEON CO CL B COM STK   Dispositions   (8,800.00 )     258,904.08
C755111408   ##RAYTHEON CO CL B COM STK   Free Delivery   (8,900.00 )      
C225756105   ##REORG/CRESCENT R/E EQUITIES INC N/C CRESCENT R/E TR TEX RT 1.000 2-2222596   Acquisitions   200.00   (4,542.45 )  
C225756105   ##REORG/CRESCENT R/E EQUITIES INC N/C CRESCENT R/E TR TEX RT 1.000 2-2222596   Free Delivery   (200.00 )      
C372917104   ##REORG/RECLASSIFICATION GENZYME CORP COM EXCH GENZYME CORP SEE SEC# 2346861   Acquisitions   1,000.00   (87,269.95 )  
C372917104   ##REORG/RECLASSIFICATION GENZYME CORP COM EXCH GENZYME CORP SEE SEC# 2346861   Dispositions   (500.00 )     46,103.51
C784117103   ##REORG/SEI CORP NAME CHANGED SEI INVT CO RATE 1.000 SEE SEC 2-774246   Acquisitions   100.00   (11,504.95 )  
C784117103   ##REORG/SEI CORP NAME CHANGED SEI INVT CO RATE 1.000 SEE SEC 2-774246   Free Delivery   (100.00 )      
CM97601104   ##REORG/VOCALTEC LTD N/C VOLCALTEC COMMUNICATINS LTD EFF 6-22-97 2877618   Acquisitions   100.00   (426.82 )  
CM97601104   ##REORG/VOCALTEC LTD N/C VOLCALTEC COMMUNICATINS LTD EFF 6-22-97 2877618   Free Delivery   (400.00 )      
C760975102   ##RESH IN MOTION LTD EURO COM STK ISINCA7609751028 SEE SEC #2758322   Acquisitions   100.00   (3,599.95 )  
C760975102   ##RESH IN MOTION LTD EURO COM STK ISINCA7609751028 SEE SEC #2758322   Dispositions   (1,090.00 )     27,724.31
C808905103   ##SCIOS INC COM NAME CHANGED SCIOS-NOVA INC DO NOT USE SEE SEC #2811725   Acquisitions   1,000.00   (18,842.45 )  
C855174991   ##STAR SVCS GROUP INC COM STK SEE 6-066304   Free Delivery   (500.00 )      
C855174991   ##STAR SVCS GROUP INC COM STK SEE 6-066304   Free Receipt   500.00        
C87612E106   ##TARGET CORP COM DO NOT USE SEE 2853928   Acquisitions   90.00   (3,179.95 )  

C87612E106   ##TARGET CORP COM DO NOT USE SEE 2853928   Dispositions   (500.00 )     17,979.45
C87612E106   ##TARGET CORP COM DO NOT USE SEE 2853928   Free Delivery   (1,090.00 )      
S2883209   ##TEMBEC FINANCE 9.875% NT 09-30-2005   Acquisitions   3,000.00   (3,037.50 )  
S2745978   ##TRITON ENERGY LTD 8.875 DUE 10-01-2007 REG   Free Delivery   (14,000.00 )      
S2745978   ##TRITON ENERGY LTD 8.875 DUE 10-01-2007 REG   Free Receipt   14,000.00        
C872649108   ##TRW INC ISIN US8726491082 DO NOT USE SEE SEC #2-851900   Acquisitions   400.00   (17,054.95 )  
S9026570   ##US 10 YR NT MAR 2001 FUTURE   Free Delivery   (3.00 )      
S9026570   ##US 10 YR NT MAR 2001 FUTURE   Free Receipt   12.00        
S902657L   ##US 10YR NT MAR 2001 FUTURE   Free Delivery   (24.00 )      
S902657L   ##US 10YR NT MAR 2001 FUTURE   Free Receipt   18.00        
S9127060   ##US 2YR NT   Free Delivery   (20.00 )      
S9127060   ##US 2YR NT   Free Receipt   20.00        
S9026310   ##US T-BOND MARCH 2001 FUTURES   Free Delivery   (5.00 )      
S9026310   ##US T-BOND MARCH 2001 FUTURES   Free Receipt   1.00        
C903293405   ##USG CORP COM NEW   Acquisitions   250.00   (3,279.95 )  
C903293405   ##USG CORP COM NEW   Dispositions   (1,000.00 )     23,219.27
C903293405   ##USG CORP COM NEW   Free Delivery   (250.00 )      
C920961109   ##VAN KAMPEN AMERN CAP SR INC TR DO NOT USE SEE 4969424   Acquisitions   2.16   (16.35 )  
C920961109   ##VAN KAMPEN AMERN CAP SR INC TR DO NOT USE SEE 4969424   Free Delivery   (2.16 )      
C92857W100   ##VODAFONE GROUP PLC NEW VODAFONE GROUP DO NOT USE SEE 2892181   Acquisitions   80.00   (2,913.35 )  
C92857W100   ##VODAFONE GROUP PLC NEW VODAFONE GROUP DO NOT USE SEE 2892181   Dispositions   (80.00 )     2,728.95
C337358105   #REORG 1ST UN NAME CHANGE TO WACHOVIA CORP 2893758 EFF 7/27/01   Acquisitions   (100.00 ) 3,658.50    
C337358105   #REORG 1ST UN NAME CHANGE TO WACHOVIA CORP 2893758 EFF 7/27/01   Dispositions   (800.00 )     27,983.06
C337358105   #REORG 1ST UN NAME CHANGE TO WACHOVIA CORP 2893758 EFF 7/27/01   Free Delivery   (24,746.00 )      
C337358105   #REORG 1ST UN NAME CHANGE TO WACHOVIA CORP 2893758 EFF 7/27/01   Free Receipt   5.38        
C00757K100   #REORG ADVANTAGE LEARNING SYSTEMS N/C RENAISSANCE LRNING INC 2757693 4/20/01   Acquisitions   50.00   (1,629.95 )  
C00757K100   #REORG ADVANTAGE LEARNING SYSTEMS N/C RENAISSANCE LRNING INC 2757693 4/20/01   Free Delivery   (50.00 )      
C01852J105   #REORG ALLIANCE BANCORP CASH & STK MRGR CHARTER 1 FINL INC 2123430 7/2/01   Acquisitions   50.00   (1,449.45 )  
C01852J105   #REORG ALLIANCE BANCORP CASH & STK MRGR CHARTER 1 FINL INC 2123430 7/2/01   Dispositions   (50.00 )     262.50
C018773101   #REORG ALLIANCE PHARMACEUTICAL CORP REV SPLT ALLIANCE PHARM CRP 2011691 10/18/01   Acquisitions   300.00   (779.95 )  
C018773101   #REORG ALLIANCE PHARMACEUTICAL CORP REV SPLT ALLIANCE PHARM CRP 2011691 10/18/01   Free Delivery   (9,100.00 )      
C022615108   #REORG ALZA CORP COM STK MERGER EFF 06-22-01 SEE SECURITY #2434623   Acquisitions   85.00   (3,419.69 )  
C022615108   #REORG ALZA CORP COM STK MERGER EFF 06-22-01 SEE SECURITY #2434623   Dispositions   (4,560.00 )     205,703.85
C022615108   #REORG ALZA CORP COM STK MERGER EFF 06-22-01 SEE SECURITY #2434623   Free Delivery   (6,200.00 )      
C02364J104   #REORG AMERICA ONLINE STK MERGER TO AOL TIME WARNER 2157776 @1 EFF 1/11/01   Acquisitions   100.00   (3,502.95 )  
C02364J104   #REORG AMERICA ONLINE STK MERGER TO AOL TIME WARNER 2157776 @1 EFF 1/11/01   Dispositions   (4,600.00 )     194,429.07
C02364J104   #REORG AMERICA ONLINE STK MERGER TO AOL TIME WARNER 2157776 @1 EFF 1/11/01   Free Delivery   (9,300.00 )      
C03073A103   #REORG AMERINET GROUP COM INC N/C TO FIELDS TECH INC 2320378 6/20/01   Acquisitions   5,000.00   (2,626.50 )  
C03073A103   #REORG AMERINET GROUP COM INC N/C TO FIELDS TECH INC 2320378 6/20/01   Free Delivery   (5,000.00 )      

C026351106   #REORG AMERN GEN CORP STK MERGER TO AMERN INTL GRP INC 2016430 EFF 8/29/01   Acquisitions   100.00   (3,821.67 )  
C026351106   #REORG AMERN GEN CORP STK MERGER TO AMERN INTL GRP INC 2016430 EFF 8/29/01   Dispositions   (600.00 )     27,299.09
C026351106   #REORG AMERN GEN CORP STK MERGER TO AMERN INTL GRP INC 2016430 EFF 8/29/01   Free Delivery   (12,530.00 )      
C026351106   #REORG AMERN GEN CORP STK MERGER TO AMERN INTL GRP INC 2016430 EFF 8/29/01   Free Receipt   6,515.00        
C033037102   #REORG ANCHOR GAMING STK MERGER TO INTL GAME TECH 2422575 EFF 12/31/01   Acquisitions   50.00   (2,650.95 )  
C033037102   #REORG ANCHOR GAMING STK MERGER TO INTL GAME TECH 2422575 EFF 12/31/01   Dispositions   (30,000.00 )     1,195,274.15
C033901109   #REORG ANDERSON EXPL LTD CASH MERGER EFF10/12/01   Acquisitions   70.00   (1,587.15 )  
C033901109   #REORG ANDERSON EXPL LTD CASH MERGER EFF10/12/01   Dispositions   (70.00 )     1,455.00
C03840J106   #REORG AQUILA INC STK MERGER TO UTILICORP UTD 2885350 EFF 1/7/02   Acquisitions   1,720.00   (41,280.00 )  
C03840J106   #REORG AQUILA INC STK MERGER TO UTILICORP UTD 2885350 EFF 1/7/02   Dispositions   (11,570.00 )     251,670.33
C04040A101   #REORG ARIS CORP CASH & STK MERGER TO CIBER INC #2157717 EFF 9/19/01   Acquisitions   100.00   (283.95 )  
C04040A101   #REORG ARIS CORP CASH & STK MERGER TO CIBER INC #2157717 EFF 9/19/01   Dispositions   (100.00 )     220.04
C001957208   #REORG AT&T CP LIBTY MEDIA CL A MAND EXCH LIBTY MEDIA CP 2474228 EFF 8/10/01   Acquisitions   70.00   (1,194.75 )  
C001957208   #REORG AT&T CP LIBTY MEDIA CL A MAND EXCH LIBTY MEDIA CP 2474228 EFF 8/10/01   Dispositions   (24,000.00 )     333,178.45
C001957208   #REORG AT&T CP LIBTY MEDIA CL A MAND EXCH LIBTY MEDIA CP 2474228 EFF 8/10/01   Free Delivery   (119,300.00 )      
C053762100   #REORG AVIRON STK MERGER TO MEDIMMUNE INC 2584673 EFF 1/16/02   Acquisitions   100.00   (2,964.95 )  
C053762100   #REORG AVIRON STK MERGER TO MEDIMMUNE INC 2584673 EFF 1/16/02   Dispositions   (4,600.00 )     177,592.25
C054635107   #REORG AXYS PHARM STK MERGER TO APPLERA CORP-CELERA GENOMICS 2023357 11/19/01   Acquisitions   275.00   (1,061.20 )  
C054635107   #REORG AXYS PHARM STK MERGER TO APPLERA CORP-CELERA GENOMICS 2023357 11/19/01   Dispositions   (200.00 )     1,316.86
C054635107   #REORG AXYS PHARM STK MERGER TO APPLERA CORP-CELERA GENOMICS 2023357 11/19/01   Free Delivery   (975.00 )      
C068480201   #REORG BARRET RES NEW STK MERGER TO WILLIAMS CO INC 2936801 EFF 8/2/01   Acquisitions   200.00   (10,942.45 )  
C068480201   #REORG BARRET RES NEW STK MERGER TO WILLIAMS CO INC 2936801 EFF 8/2/01   Dispositions   (3,100.00 )     185,842.20
C091747105   #REORG BITWISE DESIGNS INC COM N/C TO AUTHENTIDATE HLDG CORP 2033961 3/26/01   Acquisitions   900.00   (3,226.20 )  
C091747105   #REORG BITWISE DESIGNS INC COM N/C TO AUTHENTIDATE HLDG CORP 2033961 3/26/01   Dispositions   (900.00 )     2,656.79
C126920107   #REORG CABLETRON SYS INC N/C TO ENTERASYS NETWORKS INC 2307910 8-6-01   Acquisitions   160.00   (2,733.80 )  
C126920107   #REORG CABLETRON SYS INC N/C TO ENTERASYS NETWORKS INC 2307910 8-6-01   Dispositions   (4,800.00 )     99,452.68
C126920107   #REORG CABLETRON SYS INC N/C TO ENTERASYS NETWORKS INC 2307910 8-6-01   Free Delivery   (2,136.00 )      
C12501N108   #REORG C-CUBE MICROSYSTEMS INC STK MERGER TO LOGIC CORP 2457503 EFF 6/11/01   Acquisitions   200.00   (2,204.95 )  
C12501N108   #REORG C-CUBE MICROSYSTEMS INC STK MERGER TO LOGIC CORP 2457503 EFF 6/11/01   Dispositions   (3,000.00 )     32,721.37
C15677T106   #REORG CERIDIAN CORP REV SPLT & N/C TO ARBITRON INC 2023796 EFF 3/30/01   Acquisitions   50.00   (1,034.45 )  
C15677T106   #REORG CERIDIAN CORP REV SPLT & N/C TO ARBITRON INC 2023796 EFF 3/30/01   Dispositions   (3,800.00 )     70,335.65

C15677T106   #REORG CERIDIAN CORP REV SPLT & N/C TO ARBITRON INC 2023796 EFF 3/30/01   Free Delivery   (3,800.00 )      
C15677T106   #REORG CERIDIAN CORP REV SPLT & N/C TO ARBITRON INC 2023796 EFF 3/30/01   Free Receipt   (50.00 )      
C16161A108   #REORG CHASE MANHATTAN CORP NEW N/C TO JP MORGAN CHASE & CO 2427148 @1 1/2/01   Acquisitions   50.00   (1,989.33 )  
C16161A108   #REORG CHASE MANHATTAN CORP NEW N/C TO JP MORGAN CHASE & CO 2427148 @1 1/2/01   Free Delivery   (31,000.00 )      
C163262108   #REORG CHELSEA RLTY N/C TO CHELSEA PPTY GROUP INC 2123889 @1 EFF 1/2/01   Acquisitions   920.00   (33,782.45 )  
C163262108   #REORG CHELSEA RLTY N/C TO CHELSEA PPTY GROUP INC 2123889 @1 EFF 1/2/01   Free Delivery   (1,539.05 )      
C166751107   #REORG CHEVRON CORP N/C TO CHEVRONTEXACOCORP 2128569 EFF 10/09/01   Acquisitions   2.50   (205.39 )  
C166751107   #REORG CHEVRON CORP N/C TO CHEVRONTEXACOCORP 2128569 EFF 10/09/01   Dispositions   (4,400.00 )     383,396.17
C166751107   #REORG CHEVRON CORP N/C TO CHEVRONTEXACOCORP 2128569 EFF 10/09/01   Free Delivery   (16,200.00 )      
C125920108   #REORG C-MAC INDS INC STK MERGER TO SOLECTRON CORP DEL 2828278 EFF 12/3/01   Acquisitions   380.00   (12,638.80 )  
C125920108   #REORG C-MAC INDS INC STK MERGER TO SOLECTRON CORP DEL 2828278 EFF 12/3/01   Dispositions   (2,450.00 )     73,050.67
C208251405   #REORG CONOCO INC CL B RECLASSIFICATION TO COM CONOCO INC COM #2197242 10-8-01   Acquisitions   3.57   (96.32 )  
C208251405   #REORG CONOCO INC CL B RECLASSIFICATION TO COM CONOCO INC COM #2197242 10-8-01   Dispositions   (1,500.00 )     44,698.50
C21075V107   #REORG CONTIFINL CORP DESP SEC EFF 12/19/01   Free Delivery   (10,000.00 )      
C21075V107   #REORG CONTIFINL CORP DESP SEC EFF 12/19/01   Free Receipt   10,000.00        
C23243C102   #REORG CYBEAR GROUP NEW REV SPLT TO CYBEAR GROUP 2225788 EFF 8/1/01   Free Delivery   (570.00 )      
C23243C102   #REORG CYBEAR GROUP NEW REV SPLT TO CYBEAR GROUP 2225788 EFF 8/1/01   Free Receipt   99.00        
C246688204   #REORG DELHAIZE AMER INC CL B STK MRGRTODELHAIZE LE LION SA ADR 2310361 4/25/01   Acquisitions   2.64   (54.72 )  
C246688204   #REORG DELHAIZE AMER INC CL B STK MRGRTODELHAIZE LE LION SA ADR 2310361 4/25/01   Free Delivery   (351.38 )      
C252762109   #REORG DIAMOND TECH PRTNRS INC CL A N/C DIAMNDCLSTR INTL 2279014 @1 11/28/00   Acquisitions   50.00   (1,150.18 )  
C252762109   #REORG DIAMOND TECH PRTNRS INC CL A N/C DIAMNDCLSTR INTL 2279014 @1 11/28/00   Free Delivery   (10,400.00 )      
C25429Q102   #REORG DIME BANCORP STK MERGER WASH MUT INC 2901113 EFF 1/4/02   Acquisitions   100.00   (3,378.95 )  
C25429Q102   #REORG DIME BANCORP STK MERGER WASH MUT INC 2901113 EFF 1/4/02   Dispositions   (7,910.00 )     268,802.88
C25457C108   #REORG DIRECT INSITE CORP REV SPLT TO DIRECT INSITE CORP 2279410 EFF 5/8/01   Acquisitions   4,500.00   (1,747.40 )  
C25457C108   #REORG DIRECT INSITE CORP REV SPLT TO DIRECT INSITE CORP 2279410 EFF 5/8/01   Free Delivery   (4,500.00 )      
C266354109   #REORG DURAMED PHARM COM STK MERGER W BARR LAB 2056105 @.2562 EFF 10/25/01   Acquisitions   50.00   (1,042.45 )  
C266354109   #REORG DURAMED PHARM COM STK MERGER W BARR LAB 2056105 @.2562 EFF 10/25/01   Dispositions   (500.00 )     6,219.84
C266354109   #REORG DURAMED PHARM COM STK MERGER W BARR LAB 2056105 @.2562 EFF 10/25/01   Free Delivery   (65.00 )      
C26873Q101   #REORG E.MEDSOFT.COM N/C TO MED DIVERSIFIED INC 2546730 EFF 1/9/02   Acquisitions   1,900.00   (1,467.75 )  
C26873Q101   #REORG E.MEDSOFT.COM N/C TO MED DIVERSIFIED INC 2546730 EFF 1/9/02   Dispositions   (9,030.00 )     9,887.49
C270319106   #REORG EARTHGRAINS COCASH MERGER 8-14-01   Acquisitions   2,900.00   (59,129.55 )  
C270319106   #REORG EARTHGRAINS COCASH MERGER 8-14-01   Dispositions   (13,200.00 )     529,004.01
C282056100   #REORG EFFICIENT NETWORKS INC CASH MERGER EFF 4/3/01   Acquisitions   300.00   (4,417.40 )  

C282056100   #REORG EFFICIENT NETWORKS INC CASH MERGER EFF 4/3/01   Dispositions   (11,000.00 )     253,572.33
C283905107   #REORG EL PASO ENERGY CORP N/C TO EL PASO CORP 2301049 @1 EFF 2/7/01   Acquisitions   0.09   (6.18 )  
C283905107   #REORG EL PASO ENERGY CORP N/C TO EL PASO CORP 2301049 @1 EFF 2/7/01   Dispositions   (200.00 )     12,994.61
C283905107   #REORG EL PASO ENERGY CORP N/C TO EL PASO CORP 2301049 @1 EFF 2/7/01   Free Delivery   (18,100.00 )      
C283905107   #REORG EL PASO ENERGY CORP N/C TO EL PASO CORP 2301049 @1 EFF 2/7/01   Free Receipt   6,888.00        
C292476108   #REORG EMUSIC.COM INC CASH MERGER EFF 6/14/01   Acquisitions   2,500.00   (732.95 )  
C292476108   #REORG EMUSIC.COM INC CASH MERGER EFF 6/14/01   Dispositions   (7,000.00 )     3,666.47
C293310108   #REORG ENHANCE FINL SVCS STK MERGER TO RADAIN GRP INC 2754877 EFF 2/28/01   Acquisitions   200.00   (3,004.95 )  
C293310108   #REORG ENHANCE FINL SVCS STK MERGER TO RADAIN GRP INC 2754877 EFF 2/28/01   Dispositions   (500.00 )     6,854.82
CM40868107   #REORG ESC MED SYSTEMS LTD NAME CHANGE TO LUMENIS LTD #2-466591 9-21-01   Acquisitions   65.00   (1,633.75 )  
CM40868107   #REORG ESC MED SYSTEMS LTD NAME CHANGE TO LUMENIS LTD #2-466591 9-21-01   Dispositions   (5,200.00 )     153,845.71
C58469J993   #REORG ESC MEDICONSULTANT.COM 2ND & FINAL DISTR CYBEAR GRP 2225783 7/27/01   Free Delivery   (3,500.00 )      
C58469J993   #REORG ESC MEDICONSULTANT.COM 2ND & FINAL DISTR CYBEAR GRP 2225783 7/27/01   Free Receipt   3,500.00        
C855174108   #REORG ESC STAR SVCS GROUP CASH MERGER 6066304 EFF 7/2/01   Acquisitions   500.00   (2,061.20 )  
C855174108   #REORG ESC STAR SVCS GROUP CASH MERGER 6066304 EFF 7/2/01   Dispositions   (500.00 )     1,350.00
C269129102   #REORG ESPS INC NAME CHANGE TO LIQUENT INC 2477377 EFF 11/29/01   Acquisitions   2,000.00   (1,236.00 )  
C269129102   #REORG ESPS INC NAME CHANGE TO LIQUENT INC 2477377 EFF 11/29/01   Dispositions   (2,000.00 )     1,648.94
C269154100   #REORG E-STAMP NAME CHANGE TO LEARN 2 CORP #2470793   Free Delivery   (8,068.00 )      
C269154100   #REORG E-STAMP NAME CHANGE TO LEARN 2 CORP #2470793   Free Receipt   8,068.00        
C30048Q202   #REORG EVOKE COMM INC N/C TO RAINDANCE COMMUNICATIONS INC 2755184 EFF 5/17/01   Acquisitions   100.00   (199.32 )  
C30048Q202   #REORG EVOKE COMM INC N/C TO RAINDANCE COMMUNICATIONS INC 2755184 EFF 5/17/01   Dispositions   (100.00 )     163.16
C350244109   #REORG FOSTER WHEELER / A N/C TO FOSTE R WHEELER LTD 2332459 EFF 5/25/01   Acquisitions   80.00   (989.95 )  
C350244109   #REORG FOSTER WHEELER / A N/C TO FOSTE R WHEELER LTD 2332459 EFF 5/25/01   Free Delivery   (172.00 )      
C351807102   #REORG FRANCHISE FIN CORP CASH MERGER EFF 8/2/01   Acquisitions   25.33   (575.24 )  
C351807102   #REORG FRANCHISE FIN CORP CASH MERGER EFF 8/2/01   Dispositions   (1,076.30 )     26,907.40
C363547100   #REORG GALILEO INTL INC CASH & STK MERGER TO CENDANT CORP #2113736 10-1-01   Acquisitions   100.00   (3,340.95 )  
C363547100   #REORG GALILEO INTL INC CASH & STK MERGER TO CENDANT CORP #2113736 10-1-01   Dispositions   (10,600.00 )     239,854.10
C37245J105   #REORG GENTNER COMMUNICATIONS N/C TO CLEARONE COMM INC 2167135 1/2/02   Acquisitions   (1,700.00 ) 32,334.00    
C37245J105   #REORG GENTNER COMMUNICATIONS N/C TO CLEARONE COMM INC 2167135 1/2/02   Dispositions   (150.00 )     1,732.49
C379352404   #REORG GLOBAL MARINE INC STK MERGER GLOBAL SANTAFE CORP 2322686 11/20/01   Acquisitions   200.00   (3,457.95 )  
C379352404   #REORG GLOBAL MARINE INC STK MERGER GLOBAL SANTAFE CORP 2322686 11/20/01   Dispositions   (300.00 )     7,694.79

C379352404   #REORG GLOBAL MARINE INC STK MERGER GLOBAL SANTAFE CORP 2322686 11/20/01   Free Delivery   (700.00 )      
C379571102   #REORG GLOBESPAN INC N/C TO GLOBESPAN VIRATA INC 2351394 @1 12/17/01   Acquisitions   100.00   (4,114.95 )  
C379571102   #REORG GLOBESPAN INC N/C TO GLOBESPAN VIRATA INC 2351394 @1 12/17/01   Dispositions   (10,400.00 )     88,360.65
C379571102   #REORG GLOBESPAN INC N/C TO GLOBESPAN VIRATA INC 2351394 @1 12/17/01   Free Delivery   (200.00 )      
C38348T107   #REORG GOTO.COM N/C TO OVERTURE SVCS #2692805 10-8-01   Acquisitions   (3,570.00 ) 54,020.53    
C38348T107   #REORG GOTO.COM N/C TO OVERTURE SVCS #2692805 10-8-01   Dispositions   (5,400.00 )     66,461.52
C38348T107   #REORG GOTO.COM N/C TO OVERTURE SVCS #2692805 10-8-01   Free Delivery   (28,740.00 )      
C413160102   #REORG HARMONIC LIGHTWAVES INC COM N/C HARMONIC INC EFF 3-23-99 2-372892   Acquisitions   50.00   (614.95 )  
C413160102   #REORG HARMONIC LIGHTWAVES INC COM N/C HARMONIC INC EFF 3-23-99 2-372892   Dispositions   (100.00 )     1,160.01
C423328103   #REORG HELLER FINL CASH MERGER EFF 10/25/01   Acquisitions   105.00   (3,621.25 )  
C423328103   #REORG HELLER FINL CASH MERGER EFF 10/25/01   Dispositions   (15,800.00 )     835,792.11
C437614100   #REORG HOMESTAKE MNG STK MERGER TO BARRICK GOLD CORP 2056278 12/14/01   Acquisitions   2.15   (10.58 )  
C437614100   #REORG HOMESTAKE MNG STK MERGER TO BARRICK GOLD CORP 2056278 12/14/01   Dispositions   (16,500.00 )     134,656.93
C452334105   #REORG ILLUMINATE HLD STK MERGER VERISIGN INC 2888502 @.93 EFF 12/13/01   Acquisitions   20.00   (641.80 )  
C452334105   #REORG ILLUMINATE HLD STK MERGER VERISIGN INC 2888502 @.93 EFF 12/13/01   Dispositions   (10,440.00 )     364,284.33
C452906100   #REORG IMATRON INC STK MERGER TO GEN ELEC CO 2344315 EFF 12/19/01   Acquisitions   500.00   (954.95 )  
C452906100   #REORG IMATRON INC STK MERGER TO GEN ELEC CO 2344315 EFF 12/19/01   Dispositions   (9,000.00 )     19,709.31
C452906100   #REORG IMATRON INC STK MERGER TO GEN ELEC CO 2344315 EFF 12/19/01   Free Delivery   (6,000.00 )      
C45665A108   #REORG INFOCURE CORP COM SEE SEC #2892111   Acquisitions   150.00   (620.58 )  
C45665A108   #REORG INFOCURE CORP COM SEE SEC #2892111   Free Delivery   (150.00 )      
C456866102   #REORG INGERSOLL RAND RECLASSIFICATION TO CL A COM 2409115 EFF 1/2/02   Acquisitions   200.00   (8,124.00 )  
C456866102   #REORG INGERSOLL RAND RECLASSIFICATION TO CL A COM 2409115 EFF 1/2/02   Dispositions   (3,200.00 )     156,085.03
C461268104   #REORG INVRNSS MD TCH STK MRGR JHNSN & JHNSN 2434623 INVRNSS MD INNVTNS 2424247   Acquisitions   136.00   (5,146.95 )  
C461268104   #REORG INVRNSS MD TCH STK MRGR JHNSN & JHNSN 2434623 INVRNSS MD INNVTNS 2424247   Dispositions   (136.00 )     5,239.87
C461268104   #REORG INVRNSS MD TCH STK MRGR JHNSN & JHNSN 2434623 INVRNSS MD INNVTNS 2424247   Free Delivery   (66.00 )      
C461268104   #REORG INVRNSS MD TCH STK MRGR JHNSN & JHNSN 2434623 INVRNSS MD INNVTNS 2424247   Free Receipt   66.00        
C462030107   #REORG IOMEGA CORP REV SPLT TO IOMEGA CORP COM #2424319 9-28-01   Acquisitions   1,000.00   (1,519.95 )  
C462030107   #REORG IOMEGA CORP REV SPLT TO IOMEGA CORP COM #2424319 9-28-01   Dispositions   (6,000.00 )     19,919.33
C462030107   #REORG IOMEGA CORP REV SPLT TO IOMEGA CORP COM #2424319 9-28-01   Free Delivery   (11,332.00 )      
C463664102   #REORG IRVINE SENSORS CORP REV SPLT TO IRVINE SENSORS CORP 2425482 EFF 9/26/01   Acquisitions   500.00   (332.48 )  
C463664102   #REORG IRVINE SENSORS CORP REV SPLT TO IRVINE SENSORS CORP 2425482 EFF 9/26/01   Free Delivery   (33,238.00 )      
C450718101   #REORG IXL ENTERPRISES STK MERGER TO SCIENT INC 2811868 EFF 11/7/01   Acquisitions   1,000.00   (2,686.15 )  
C450718101   #REORG IXL ENTERPRISES STK MERGER TO SCIENT INC 2811868 EFF 11/7/01   Free Delivery   (1,000.00 )      

C485134100   #REORG KS CY PWR &LT N/C TO GREAT PLAINSENERGY INC #2359199 10-1-01   Acquisitions   15,900.00   (386,548.88 )  
C485134100   #REORG KS CY PWR &LT N/C TO GREAT PLAINSENERGY INC #2359199 10-1-01   Dispositions   (8,400.00 )     215,401.57
C518567102   #REORG LAUNCH MEDIA INC CASH MERGER EFF 8/14/01 ISIN #US5185671022   Acquisitions   500.00   (733.72 )  
C518567102   #REORG LAUNCH MEDIA INC CASH MERGER EFF 8/14/01 ISIN #US5185671022   Dispositions   (1,000.00 )     881.00
C568240204   #REORG MARINE DRILLING CO STK MERGER TO PRIDE INTL INC DEL #2746916 EFF 9/13/01   Acquisitions   800.00   (25,368.00 )  
C568240204   #REORG MARINE DRILLING CO STK MERGER TO PRIDE INTL INC DEL #2746916 EFF 9/13/01   Dispositions   (9,300.00 )     121,397.20
C568240204   #REORG MARINE DRILLING CO STK MERGER TO PRIDE INTL INC DEL #2746916 EFF 9/13/01   Free Delivery   (8,700.00 )      
C594079105   #REORG MICHAEL FOODS INV NEW CASH MERGEREFF 4/10/01   Acquisitions   0.00   (0.03 )  
C594079105   #REORG MICHAEL FOODS INV NEW CASH MERGEREFF 4/10/01   Dispositions   (1,100.00 )     33,114.39
C606592202   #REORG MITCHELL ENRGY & DEV CRP CL A CSHSTK MRGR DEVN ENRGY CRP 2276844 1/24/02   Acquisitions   500.00   (23,404.95 )  
C606592202   #REORG MITCHELL ENRGY & DEV CRP CL A CSHSTK MRGR DEVN ENRGY CRP 2276844 1/24/02   Dispositions   (9,100.00 )     442,504.59
C62473M109   #REORG MP3.COM INC CASH MERGER 8-28-01   Acquisitions   300.00   (1,664.95 )  
C62473M109   #REORG MP3.COM INC CASH MERGER 8-28-01   Dispositions   (1,000.00 )     3,719.92
C635449101   #REORG NATNL COMMERCE BANCORP N/C TO NATNL COMMERCE FINL CORP 2605634 4/25/01   Acquisitions   900.00   (23,598.70 )  
C635449101   #REORG NATNL COMMERCE BANCORP N/C TO NATNL COMMERCE FINL CORP 2605634 4/25/01   Dispositions   (12,300.00 )     305,805.92
C635449101   #REORG NATNL COMMERCE BANCORP N/C TO NATNL COMMERCE FINL CORP 2605634 4/25/01   Free Delivery   (20,540.00 )      
C62873D105   #REORG NBC INTERNET INC CL A CASH MERGER$2.19/SHR EFF 8/13/01   Acquisitions   9,700.00   (46,626.93 )  
C62873D105   #REORG NBC INTERNET INC CL A CASH MERGER$2.19/SHR EFF 8/13/01   Dispositions   (13,800.00 )     29,531.01
C644312100   #REORG NEW ERA NETWORKS STK MERGER T SYBASE INC 2851385 EFF 6/19/01   Acquisitions   200.00   (1,648.69 )  
C644312100   #REORG NEW ERA NETWORKS STK MERGER T SYBASE INC 2851385 EFF 6/19/01   Dispositions   (2,400.00 )     6,395.54
C644312100   #REORG NEW ERA NETWORKS STK MERGER T SYBASE INC 2851385 EFF 6/19/01   Free Delivery   (1,175.00 )      
C653520106   #REORG NIAGARA MOHAWK HOLDINGS STK MRGR TO NATL GRID CO ADR 2606603 1/31/02   Acquisitions   200.00   (3,393.00 )  
C653520106   #REORG NIAGARA MOHAWK HOLDINGS STK MRGR TO NATL GRID CO ADR 2606603 1/31/02   Dispositions   (200.00 )     3,417.88
C688271501   #REORG OSICOM TECH INC N/C TO SORRENTO NETWORKS CORP 2828471 @1 EFF 1/19/01   Acquisitions   200.00   (2,787.23 )  
C688271501   #REORG OSICOM TECH INC N/C TO SORRENTO NETWORKS CORP 2828471 @1 EFF 1/19/01   Dispositions   (500.00 )     9,062.61
C703414102   #REORG PATTERSON ENRGY INC N/C TO PATTERSON-UTI ENRGY INC 2700290 5/9/01   Acquisitions   200.00   (6,806.00 )  
C703414102   #REORG PATTERSON ENRGY INC N/C TO PATTERSON-UTI ENRGY INC 2700290 5/9/01   Free Delivery   (3,000.00 )      
C708046107   #REORG PENNACO ENERGY INC CASH MERGER EFF 3/26/01   Acquisitions   1,000.00   (14,717.45 )  
C708046107   #REORG PENNACO ENERGY INC CASH MERGER EFF 3/26/01   Dispositions   (500.00 )     9,719.72
C720035302   #REORG PICTURETEL CORP CASH & STK MERGERTO POLYCOM 2739142 EFF 10/18/01   Acquisitions   680.00   (3,545.55 )  
C720035302   #REORG PICTURETEL CORP CASH & STK MERGERTO POLYCOM 2739142 EFF 10/18/01   Dispositions   (5,000.00 )     15,550.00
C741932107   #REORG PRIDE INTL INC PLAN TO REORG TO PRIDE INTL INC DEL #2746916 EFF 9/13/01   Acquisitions   1,000.00   (18,529.95 )  

C741932107   #REORG PRIDE INTL INC PLAN TO REORG TO PRIDE INTL INC DEL #2746916 EFF 9/13/01   Dispositions   (1,000.00 )     31,968.98
C741932107   #REORG PRIDE INTL INC PLAN TO REORG TO PRIDE INTL INC DEL #2746916 EFF 9/13/01   Free Delivery   (1,000.00 )      
C74312N107   #REORG PROFESSIONAL DETAILING NAME CHANGE TO PDI INC #2693747 10-1-01   Acquisitions   100.00   (8,154.98 )  
C74312N107   #REORG PROFESSIONAL DETAILING NAME CHANGE TO PDI INC #2693747 10-1-01   Dispositions   (200.00 )     16,979.46
C743477101   #REORG PROSOFT I-NET SOLUTIONS INC COM N/C PROSOFT TRAINING COM 1-25-99 2748904   Acquisitions   2,000.00   (5,980.00 )  
C743477101   #REORG PROSOFT I-NET SOLUTIONS INC COM N/C PROSOFT TRAINING COM 1-25-99 2748904   Dispositions   (2,000.00 )     5,979.80
C747402105   #REORG QUAKER OATS CO STK MERGER TO PEPSICO INC 2710850 EFF 8/2/01   Acquisitions   500.00   (43,760.00 )  
C747402105   #REORG QUAKER OATS CO STK MERGER TO PEPSICO INC 2710850 EFF 8/2/01   Dispositions   (100.00 )     9,739.67
C747402105   #REORG QUAKER OATS CO STK MERGER TO PEPSICO INC 2710850 EFF 8/2/01   Free Delivery   (3,300.00 )      
C747906105   #REORG QUANTUM CORP COM EXCH QUANTUM CORP DSSG COM @1 CORP ACT 8-3-99 2753014   Acquisitions   400.00   (4,829.95 )  
C747906105   #REORG QUANTUM CORP COM EXCH QUANTUM CORP DSSG COM @1 CORP ACT 8-3-99 2753014   Dispositions   (500.00 )     7,469.80
C751277302   #REORG RALSTON-RALSTON PURINA GROUP CASHMERGER EFF 12/12/01   Acquisitions   100.00   (3,096.67 )  
C751277302   #REORG RALSTON-RALSTON PURINA GROUP CASHMERGER EFF 12/12/01   Dispositions   (300.00 )     9,599.68
C759548100   #REORG REMEDY CORP CASH & STK MERGER TO PERIGRINE SYSTEMS 2710941 EFF 8/28/01   Acquisitions   500.00   (8,717.45 )  
C759548100   #REORG REMEDY CORP CASH & STK MERGER TO PERIGRINE SYSTEMS 2710941 EFF 8/28/01   Dispositions   (400.00 )     11,569.66
C765670104   #REORG RIDDEL SPORTS INC N/C TO VARSITY BRANDS INC 2887922 EFF 9/19/01   Acquisitions   1,000.00   (1,609.95 )  
C765670104   #REORG RIDDEL SPORTS INC N/C TO VARSITY BRANDS INC 2887922 EFF 9/19/01   Dispositions   (1,000.00 )     1,489.99
C777777103   #REORG ROSETTA INPHARM INC CL B STK MRGR TO MERCK & CO INC 2559528 7/20/01   Acquisitions   100.00   (953.95 )  
C777777103   #REORG ROSETTA INPHARM INC CL B STK MRGR TO MERCK & CO INC 2559528 7/20/01   Dispositions   (23,600.00 )     405,061.58
C785905100   #REORG SABRE GROUP HLDGS INC CL A N/C SABRE HOLDINGS CORP 7-30-99 SEE #2775355   Acquisitions   320.00   (12,669.95 )  
C785905100   #REORG SABRE GROUP HLDGS INC CL A N/C SABRE HOLDINGS CORP 7-30-99 SEE #2775355   Free Delivery   (320.00 )      
CG77770108   #REORG SALIX PHARMACEUTICALS LTD ST OF INC CHG SALIX PHARM DEL 2707743 12/28/01   Acquisitions   4,400.00   (70,889.72 )  
CG77770108   #REORG SALIX PHARMACEUTICALS LTD ST OF INC CHG SALIX PHARM DEL 2707743 12/28/01   Dispositions   (6,700.00 )     88,213.94
CG7805C108   #REORG SANTA FE INTL CORP N/C TO GLOBALSANTEFE CORP 2322686 EFF 11/20/01   Acquisitions   300.00   (8,579.95 )  
CG7805C108   #REORG SANTA FE INTL CORP N/C TO GLOBALSANTEFE CORP 2322686 EFF 11/20/01   Dispositions   (1,000.00 )     26,406.66
C805468105   #REORG SAWTEK INC STK MERGER TO TRIQUINTSEMICONDUCTOR 2868616 EFF 7/20/01   Acquisitions   100.00   (2,009.98 )  
C805468105   #REORG SAWTEK INC STK MERGER TO TRIQUINTSEMICONDUCTOR 2868616 EFF 7/20/01   Dispositions   (6,300.00 )     163,399.54
C805468105   #REORG SAWTEK INC STK MERGER TO TRIQUINTSEMICONDUCTOR 2868616 EFF 7/20/01   Free Delivery   (1,000.00 )      
C783890106   #REORG SCI SYS INC STK MERGER SANMINA CORP 2798914 EFF 12/6/01   Acquisitions   1,300.00   (32,196.97 )  
C783890106   #REORG SCI SYS INC STK MERGER SANMINA CORP 2798914 EFF 12/6/01   Dispositions   (10,100.00 )     173,544.51
C80864H109   #REORG SCIENT CORP STK MERGER TO SCIENT INC 2811868 EFF 11/7/01   Acquisitions   100.00   (251.82 )  

C80864H109   #REORG SCIENT CORP STK MERGER TO SCIENT INC 2811868 EFF 11/7/01   Dispositions   (10,400.00 )     9,583.25
C784076101   #REORG SDL INC STK MERGER TO JDS UNIPHASE CORP 2427106 @3.8 EFF 2/14/01   Acquisitions   27.00   (3,735.70 )  
C784076101   #REORG SDL INC STK MERGER TO JDS UNIPHASE CORP 2427106 @3.8 EFF 2/14/01   Dispositions   (1,900.00 )     459,765.10
C784076101   #REORG SDL INC STK MERGER TO JDS UNIPHASE CORP 2427106 @3.8 EFF 2/14/01   Free Delivery   (15,800.00 )      
C817265101   #REORG SENSORMATIC ELECTRONICS CORP STK MERGER TO TYCO INTL LTD 2878569 11/13/01   Acquisitions   7,600.00   (148,105.76 )  
C817265101   #REORG SENSORMATIC ELECTRONICS CORP STK MERGER TO TYCO INTL LTD 2878569 11/13/01   Dispositions   (12,000.00 )     159,255.07
C817917107   #REORG SEVEN SEAS PETE REINCRPRTD SEVEN SEAS PETE CAYMAN ISLANDS 2827689 3/7/01   Acquisitions   100.00   (316.95 )  
C817917107   #REORG SEVEN SEAS PETE REINCRPRTD SEVEN SEAS PETE CAYMAN ISLANDS 2827689 3/7/01   Free Delivery   (300.00 )      
C826521106   #REORG SIERRACITIES INC CASH MERGER @ 5.68 EFF 3/30/01   Acquisitions   400.00   (2,244.12 )  
C826521106   #REORG SIERRACITIES INC CASH MERGER @ 5.68 EFF 3/30/01   Dispositions   (900.00 )     5,073.00
C828408203   #REORG SILVERLINE TECH SPONS EXCH TO SILVERLINE TECH ADR EFF 7/5/01   Free Delivery   (35.00 )      
C828408203   #REORG SILVERLINE TECH SPONS EXCH TO SILVERLINE TECH ADR EFF 7/5/01   Free Receipt   35.00        
C842816100   #REORG SOUTHERN ENERGY INC DEL N/C TO MIRANT CORP 2577659 @1 EFF 1/19/01   Acquisitions   200.00   (4,929.95 )  
C842816100   #REORG SOUTHERN ENERGY INC DEL N/C TO MIRANT CORP 2577659 @1 EFF 1/19/01   Dispositions   (16,800.00 )     452,576.88
C842816100   #REORG SOUTHERN ENERGY INC DEL N/C TO MIRANT CORP 2577659 @1 EFF 1/19/01   Free Delivery   (200.00 )      
C848497103   #REORG SPIEKER PPTYS CASK & STK MERGER TO EQTY OFFICE PTY 2308549 EFF 7/2/01   Acquisitions   1.83   (97.84 )  
C848497103   #REORG SPIEKER PPTYS CASK & STK MERGER TO EQTY OFFICE PTY 2308549 EFF 7/2/01   Dispositions   (138.35 )     7,349.11
C848934105   #REORG SPORTSLINE USA INC N/C SPORTSLINE.COM INC COM 2838964 11-22-99   Acquisitions   100.00   (911.20 )  
C848934105   #REORG SPORTSLINE USA INC N/C SPORTSLINE.COM INC COM 2838964 11-22-99   Dispositions   (100.00 )     466.90
C865077101   #REORG SUIZA FOODS CORP N/C TO DEAN FOODS CO #2251894 12-24-01   Acquisitions   500.00   (23,305.00 )  
C865077101   #REORG SUIZA FOODS CORP N/C TO DEAN FOODS CO #2251894 12-24-01   Dispositions   (4,160.00 )     237,679.48
C866005101   #REORG SUMMIT BANCORP STK MERGER TO FLEETBOSTON FINL CORP 2323734 3/1/01   Acquisitions   100.00   (3,579.00 )  
C866005101   #REORG SUMMIT BANCORP STK MERGER TO FLEETBOSTON FINL CORP 2323734 3/1/01   Free Delivery   (4,600.00 )      
C784872103   #REORG SVI SYSTEMS INC COM N/C TO SVI SOLUTIONS INC 2774837 EFF 3/26/01   Acquisitions   1,000.00   (1,279.95 )  
C784872103   #REORG SVI SYSTEMS INC COM N/C TO SVI SOLUTIONS INC 2774837 EFF 3/26/01   Free Delivery   (2,000.00 )      
C741477103   #REORG T ROWE PRICE ASSOC INC COM N/C T ROWE PRICE GROUP INC 2746924 @1 12/28/00   Acquisitions   500.00   (20,967.45 )  
C741477103   #REORG T ROWE PRICE ASSOC INC COM N/C T ROWE PRICE GROUP INC 2746924 @1 12/28/00   Free Delivery   (500.00 )      
C900111105   #REORG T.I.M AS SPONS ADR REV SPLT TO T.I.M AS SPONS ADR 10-3-01   Acquisitions   140.00   (125.15 )  
C900111105   #REORG T.I.M AS SPONS ADR REV SPLT TO T.I.M AS SPONS ADR 10-3-01   Free Delivery   (1,400.00 )      
C879384105   #REORG TELEFONICA ADR REV SPLT TO TELEFONICA DEL ADR 2987903 EFF 6/19/01   Acquisitions   1,000.00   (4,169.95 )  
C879384105   #REORG TELEFONICA ADR REV SPLT TO TELEFONICA DEL ADR 2987903 EFF 6/19/01   Free Delivery   (12,000.00 )      

C881694103   #REORG TEXACO INC STK MERGER TO CHEVRONTEXACO CORP 2128569 EFF 10/9/01   Acquisitions   1.52   (111.66 )  
C881694103   #REORG TEXACO INC STK MERGER TO CHEVRONTEXACO CORP 2128569 EFF 10/9/01   Dispositions   (4,900.00 )     326,984.22
C881694103   #REORG TEXACO INC STK MERGER TO CHEVRONTEXACO CORP 2128569 EFF 10/9/01   Free Delivery   (13,900.00 )      
C887315109   #REORG TIME WARNER STK MERGER TO AOL TIME WARNER INC 2157776 @1.5 1/11/01   Acquisitions   0.02   (1.35 )  
C887315109   #REORG TIME WARNER STK MERGER TO AOL TIME WARNER INC 2157776 @1.5 1/11/01   Dispositions   (7,900.00 )     517,482.50
C887315109   #REORG TIME WARNER STK MERGER TO AOL TIME WARNER INC 2157776 @1.5 1/11/01   Free Delivery   (27,100.00 )      
C891490302   #REORG TOSCO CORP STK MERGER TO PHILLIPSPETROLEUM CO SEC #2726977 EFF 9/14/01   Acquisitions   50.00   (2,492.45 )  
C891490302   #REORG TOSCO CORP STK MERGER TO PHILLIPSPETROLEUM CO SEC #2726977 EFF 9/14/01   Dispositions   (10,900.00 )     464,981.74
C891490302   #REORG TOSCO CORP STK MERGER TO PHILLIPSPETROLEUM CO SEC #2726977 EFF 9/14/01   Free Delivery   (4,000.00 )      
CG90751101   #REORG TRITON ENERGY LTD CL A CASHMERGER 12-19-01   Acquisitions   49.00   (1,316.20 )  
CG90751101   #REORG TRITON ENERGY LTD CL A CASHMERGER 12-19-01   Dispositions   (26,940.00 )     1,196,882.69
C902580109   #REORG UAXS GLOBAL HLDGS INC N/C TO UNVLACCESS GLBL HLDGS INC 2883751 10/30/01   Free Delivery   (500.00 )      
C902580109   #REORG UAXS GLOBAL HLDGS INC N/C TO UNVLACCESS GLBL HLDGS INC 2883751 10/30/01   Free Receipt   600.00        
C904000106   #REORG ULTRAMAR-DIAMOND SHAMROCK CASH MERGER EFF 12/31/01   Acquisitions   50.00   (2,111.95 )  
C904000106   #REORG ULTRAMAR-DIAMOND SHAMROCK CASH MERGER EFF 12/31/01   Dispositions   (12,400.00 )     588,861.31
C904000106   #REORG ULTRAMAR-DIAMOND SHAMROCK CASH MERGER EFF 12/31/01   Free Delivery   (100.00 )      
C904000106   #REORG ULTRAMAR-DIAMOND SHAMROCK CASH MERGER EFF 12/31/01   Free Receipt   100.00        
C91727P105   #REORG UROCOR INC STK MERGER TO DIANON SYSTEMS 2279007 EFF 11/9/01   Acquisitions   200.00   (3,525.95 )  
C91727P105   #REORG UROCOR INC STK MERGER TO DIANON SYSTEMS 2279007 EFF 11/9/01   Dispositions   (200.00 )     3,309.93
C902973106   #REORG US BANCORP DEL INC STK MERGER TO US BANCORP DEL 2952468 EFF 2/27/01   Acquisitions   200.00   (5,721.50 )  
C902973106   #REORG US BANCORP DEL INC STK MERGER TO US BANCORP DEL 2952468 EFF 2/27/01   Free Delivery   (19,702.00 )      
C902905827   #REORG USX-MARATHON GROUP NAME CHANGE TOMARATHON OIL CORP 2528128 EFF 12/31/01   Acquisitions   1.82   (48.53 )  
C902905827   #REORG USX-MARATHON GROUP NAME CHANGE TOMARATHON OIL CORP 2528128 EFF 12/31/01   Dispositions   (300.00 )     9,554.68
C90337T101   #REORG USX-US STL GROUP PLAN OF REORG TOUS STL CORP 2882310 EFF 12/31/01   Acquisitions   1,000.00   (13,479.95 )  
C90337T101   #REORG USX-US STL GROUP PLAN OF REORG TOUS STL CORP 2882310 EFF 12/31/01   Dispositions   (8,000.00 )     168,154.38
C922944103   #REORG VENATOR GROUP INC N/C TO FOOT LOCKER INC 2325930 EFF 11/1/01   Acquisitions   6,260.00   (83,112.77 )  
C922944103   #REORG VENATOR GROUP INC N/C TO FOOT LOCKER INC 2325930 EFF 11/1/01   Dispositions   (20,800.00 )     276,630.74
C922944103   #REORG VENATOR GROUP INC N/C TO FOOT LOCKER INC 2325930 EFF 11/1/01   Free Delivery   (33,190.00 )      
S2696106   #REORG VIDESH SANCHAR NIGAM LTD SPONS ADR TO UNREST ADR 2890277 EFF 2/22/01   Dispositions   (0.21 )     2.32
S2696106   #REORG VIDESH SANCHAR NIGAM LTD SPONS ADR TO UNREST ADR 2890277 EFF 2/22/01   Free Delivery   (8,325.00 )      
S2696106   #REORG VIDESH SANCHAR NIGAM LTD SPONS ADR TO UNREST ADR 2890277 EFF 2/22/01   Free Receipt   8,325.21        

C927646109   #REORG VIRATA STK MERGER GLOBESPAN VIRATA 2351394 @1.02 EFF 12/17/01   Acquisitions   500.00   (6,281.25 )  
C927646109   #REORG VIRATA STK MERGER GLOBESPAN VIRATA 2351394 @1.02 EFF 12/17/01   Dispositions   (15,700.00 )     186,704.45
C928365204   #REORG VISTA INFO SOLTN INC REV SPLT & N/C FID NATL INFO SOLTN 2320379 8/1/01   Acquisitions   500.00   (358.73 )  
C928365204   #REORG VISTA INFO SOLTN INC REV SPLT & N/C FID NATL INFO SOLTN 2320379 8/1/01   Dispositions   (7,500.00 )     7,508.74
C929771103   #REORG WACHOVIA CO STK MRGR TO WCHVA CO NEW COM 2893758 &WCHVA CO 2893760 9-1-01   Acquisitions   200.00   (12,083.44 )  
C929771103   #REORG WACHOVIA CO STK MRGR TO WCHVA CO NEW COM 2893758 &WCHVA CO 2893760 9-1-01   Dispositions   (378.00 )     23,743.95
C929771103   #REORG WACHOVIA CO STK MRGR TO WCHVA CO NEW COM 2893758 &WCHVA CO 2893760 9-1-01   Free Delivery   (11,500.00 )      
C929990372   #REORG WACHOVIA CORP CASH MERGER EFF 11/28/01   Dispositions   (11,500.00 )     5,520.00
C929990372   #REORG WACHOVIA CORP CASH MERGER EFF 11/28/01   Free Delivery   (126.00 )      
C929990372   #REORG WACHOVIA CORP CASH MERGER EFF 11/28/01   Free Receipt   226.00        
C254687106   #REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK SEE SEC# 2279467 EFF N/A   Acquisitions   16.34   (441.79 )  
C254687106   #REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK SEE SEC# 2279467 EFF N/A   Dispositions   (1,000.00 )     17,469.46
C254687106   #REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK SEE SEC# 2279467 EFF N/A   Free Delivery   (400.00 )      
C254687106   #REORG WALT DISNEY CO COM N/C DISNEY COMSTOCK SEE SEC# 2279467 EFF N/A   Free Receipt   71.00        
C947423109   #REORG WEBB CORP DEL STK MERGER TO PULTEHOMES INC 2752339 EFF 7/31/01   Acquisitions   1,500.00   (49,072.95 )  
C947423109   #REORG WEBB CORP DEL STK MERGER TO PULTEHOMES INC 2752339 EFF 7/31/01   Dispositions   (5,300.00 )     198,663.87
C94844D104   #REORG WEBTRENDS CORP STK MERGER TO NETIQ CORP 2609445 EFF 3/30/01   Acquisitions   700.00   (10,368.75 )  
C94844D104   #REORG WEBTRENDS CORP STK MERGER TO NETIQ CORP 2609445 EFF 3/30/01   Free Delivery   (15,100.00 )      
C956188106   #REORG WEST TELESERVICES CORP N/C TO WEST CORP 2913096 @1 EFF 1/2/01   Acquisitions   900.00   (27,021.60 )  
C956188106   #REORG WEST TELESERVICES CORP N/C TO WEST CORP 2913096 @1 EFF 1/2/01   Free Delivery   (3,300.00 )      
C961548104   #REORG WESTAVCO CORP STK MERGER TO MEADWESTVACO CORP 2546665 EFF 1/29/02   Acquisitions   3,190.00   (93,846.29 )  
C961548104   #REORG WESTAVCO CORP STK MERGER TO MEADWESTVACO CORP 2546665 EFF 1/29/02   Dispositions   (11,700.00 )     310,376.59
C981609100   #REORG WRLDWDE EXCEED GRP REV SPLT TO WRLDWDE EXCEED GRP INC 2945899 3/21/01   Acquisitions   5,000.00   (654.95 )  
C981609100   #REORG WRLDWDE EXCEED GRP REV SPLT TO WRLDWDE EXCEED GRP INC 2945899 3/21/01   Free Delivery   (11,000.00 )      
C98388Y101   #REORG XCARE.NET INC NAME CHANGE TO QUOVADX INC #2756171 10-1-01   Acquisitions   600.00   (6,744.00 )  
C98388Y101   #REORG XCARE.NET INC NAME CHANGE TO QUOVADX INC #2756171 10-1-01   Free Delivery   (13,400.00 )      
C989929104   #REORG ZOMAX OPTICAL MEDIA INC N/C ZOMAXINC EFF 5-3-99 2-950479   Acquisitions   500.00   (2,051.85 )  
C989929104   #REORG ZOMAX OPTICAL MEDIA INC N/C ZOMAXINC EFF 5-3-99 2-950479   Dispositions   (4,000.00 )     18,209.39
C989929104   #REORG ZOMAX OPTICAL MEDIA INC N/C ZOMAXINC EFF 5-3-99 2-950479   Free Receipt   5,000.00        
C03071P102   #REORG/AMERISOURCE CL A S/M TO AMERISOURBERGEN ORP 2018817 EFF 8/29/01   Acquisitions   350.00   (21,418.95 )  
C03071P102   #REORG/AMERISOURCE CL A S/M TO AMERISOURBERGEN ORP 2018817 EFF 8/29/01   Dispositions   (9,000.00 )     496,234.45

C03071P102   #REORG/AMERISOURCE CL A S/M TO AMERISOURBERGEN ORP 2018817 EFF 8/29/01   Free Delivery   (5,900.00 )      
C03232P108   #REORG/AMSURG CORP CL A RECLASSIFICATIONTO COM SEC #2020254 EFF 7/13/01   Acquisitions   300.00   (6,311.23 )  
C03232P108   #REORG/AMSURG CORP CL A RECLASSIFICATIONTO COM SEC #2020254 EFF 7/13/01   Dispositions   (5,000.00 )     139,645.33
C037531100   #REORG/APERIAN INC NAME CHANGE TO FOURTHSTAGE TECH INC 2332555 EFF 8/15/01   Acquisitions   450.00   (772.45 )  
C037531100   #REORG/APERIAN INC NAME CHANGE TO FOURTHSTAGE TECH INC 2332555 EFF 8/15/01   Free Delivery   (1,100.00 )      
C00206F108   #REORG/ASI SOLUTIONS INC STK MERGER TO AON CORP SEC #2023766 EFF 5/10/01   Acquisitions   500.00   (10,416.23 )  
C00206F108   #REORG/ASI SOLUTIONS INC STK MERGER TO AON CORP SEC #2023766 EFF 5/10/01   Dispositions   (1,000.00 )     18,229.44
C051920106   #REORG/AURORA BIOSCIENCES CORP STK MERGER VERTEX PHRMACUTCLS 2888566 7/18/1   Acquisitions   300.00   (5,643.00 )  
C051920106   #REORG/AURORA BIOSCIENCES CORP STK MERGER VERTEX PHRMACUTCLS 2888566 7/18/1   Dispositions   (5,600.00 )     160,925.19
C051920106   #REORG/AURORA BIOSCIENCES CORP STK MERGER VERTEX PHRMACUTCLS 2888566 7/18/1   Free Delivery   (15,700.00 )      
C083739102   #REORG/B B CORP CL A S/M TO AMERISOURCE BERGEN CORP 2018817 E 8/29/01   Acquisitions   100.00   (1,979.95 )  
C083739102   #REORG/B B CORP CL A S/M TO AMERISOURCE BERGEN CORP 2018817 E 8/29/01   Dispositions   (26,560.00 )     400,776.98
C083739102   #REORG/B B CORP CL A S/M TO AMERISOURCE BERGEN CORP 2018817 E 8/29/01   Free Delivery   (1,000.00 )      
C40218L305   #REORG/GULF CDA RES CASH MERGER EFF 7/16/01   Acquisitions   1,700.00   (9,639.00 )  
C40218L305   #REORG/GULF CDA RES CASH MERGER EFF 7/16/01   Dispositions   (45,980.00 )     360,802.14
C46059S101   #REORG/INTERNET PICTURES CORP RS TO INTERNET PICTURES CORP 2423833 8/23/01   Acquisitions   4,000.00   (1,030.00 )  
C46059S101   #REORG/INTERNET PICTURES CORP RS TO INTERNET PICTURES CORP 2423833 8/23/01   Free Delivery   (14,350.00 )      
C460939309   #REORG/INTRANET SOLUTIONS INC NEW N/C TOSTELLENT INC SEC# 2846646 EFF 8/29/01   Acquisitions   1,400.00   (41,231.68 )  
C460939309   #REORG/INTRANET SOLUTIONS INC NEW N/C TOSTELLENT INC SEC# 2846646 EFF 8/29/01   Dispositions   (2,200.00 )     55,398.55
C460939309   #REORG/INTRANET SOLUTIONS INC NEW N/C TOSTELLENT INC SEC# 2846646 EFF 8/29/01   Free Delivery   (12,600.00 )      
C482131208   #REORG/JUSCO LTD ADR NAME CHANGE TO TO AEON CO LTD SEC# 2002312 EFF 8/21/01   Acquisitions   10.00   (2,485.00 )  
C482131208   #REORG/JUSCO LTD ADR NAME CHANGE TO TO AEON CO LTD SEC# 2002312 EFF 8/21/01   Free Delivery   (10.00 )      
C582266102   #REORG/MCLEAD INC N/C MCLEODUSA INC EFF5-29-97 CUSIP REMAINS SAME   Acquisitions   250.00   (4,647.75 )  
C582266102   #REORG/MCLEAD INC N/C MCLEODUSA INC EFF5-29-97 CUSIP REMAINS SAME   Free Delivery   (1,000.00 )      
C60365K108   #REORG/MINIMED INC CASH MERGER EFF 8/28/01   Acquisitions   180.00   (5,399.71 )  
C60365K108   #REORG/MINIMED INC CASH MERGER EFF 8/28/01   Dispositions   (8,290.00 )     282,671.28
C62885E307   #REORG/NCE PETROFUNDTR UIT SPLT TO NCE PETRO FD #2597373   Acquisitions   300.00   (1,214.95 )  
C62885E307   #REORG/NCE PETROFUNDTR UIT SPLT TO NCE PETRO FD #2597373   Dispositions   (300.00 )     1,260.00
C62885E307   #REORG/NCE PETROFUNDTR UIT SPLT TO NCE PETRO FD #2597373   Free Delivery   (600.00 )      
C64111F108   #REORG/NETERGY NETWORKS INC COM NAME CHNG TO 8X8 INC #2301037 EFF 07/18/01   Acquisitions   2,000.00   (6,185.00 )  
C64111F108   #REORG/NETERGY NETWORKS INC COM NAME CHNG TO 8X8 INC #2301037 EFF 07/18/01   Dispositions   (2,000.00 )     5,564.80

C744290107   #REORG/PROXYMED INC REVSPLT TO PROXYMED INC SEC# 2749182 EFF 8/22/01   Acquisitions   2,500.00   (2,317.50 )  
C744290107   #REORG/PROXYMED INC REVSPLT TO PROXYMED INC SEC# 2749182 EFF 8/22/01   Free Delivery   (5,045.00 )      
C867654105   #REORG/SUNQUEST INFORMATION SYS INC CASHMERGER EFF 7/31/01   Acquisitions   300.00   (7,139.95 )  
C867654105   #REORG/SUNQUEST INFORMATION SYS INC CASHMERGER EFF 7/31/01   Dispositions   (300.00 )     7,124.81
C90916E103   #REORG/UNIREX TECH INC REV SPLT TO UNIREX CORP COM 2880700 EFF 7/19/01   Free Delivery   (2,000.00 )      
C90916E103   #REORG/UNIREX TECH INC REV SPLT TO UNIREX CORP COM 2880700 EFF 7/19/01   Free Receipt   2,000.00        
C863555108   #REORGSTRUCTURAL DYNAMICS CASH MERGER 8.31.01   Acquisitions   2,400.00   (32,868.72 )  
C863555108   #REORGSTRUCTURAL DYNAMICS CASH MERGER 8.31.01   Dispositions   (21,200.00 )     515,354.82
C89486M107   #REORGTREND MICRO ADR REV SPLT TO TRND MICRO ADR 2866763 EFF 7/2/01   Free Delivery   (10,296.00 )      
C89486M107   #REORGTREND MICRO ADR REV SPLT TO TRND MICRO ADR 2866763 EFF 7/2/01   Free Receipt   5,148.00        
C256743105   $THRIFTY AUTOMOTIVE GROUP INC COM   Acquisitions   3,300.00   (66,198.00 )  
C256743105   $THRIFTY AUTOMOTIVE GROUP INC COM   Dispositions   (3,600.00 )     78,045.39
C000005637   &&& PARTICIPANT LOANS OUTSTANDING   Acquisitions   82.27   (82.27 )  
C000005637   &&& PARTICIPANT LOANS OUTSTANDING   Dispositions   (845,078.02 )     845,078.02
C999954274   &&& UAL — LOAN ASSET   Acquisitions   (111,334.00 ) 111,334.00    
C999954274   &&& UAL — LOAN ASSET   Dispositions   (1,468,000.00 )     1,468,000.00
C999959943   &&&EQUITY FUTURES OFFSET — LONG   Free Delivery   (3.00 )      
C999959943   &&&EQUITY FUTURES OFFSET — LONG   Free Receipt   4.00        
S902322U   1 YR MIDCURVE 9350 CALL OPT SEPT 2001 09-14-2001   Acquisitions   17.00   (50,660.00 )  
S902322U   1 YR MIDCURVE 9350 CALL OPT SEPT 2001 09-14-2001   Dispositions   (17.00 )     60,690.00
S903010L   10YR AGENCY NT JUNE 2001 FUTURE   Free Delivery   (14.00 )      
S903010L   10YR AGENCY NT JUNE 2001 FUTURE   Free Receipt   3.00        
S9030100   10YR AGY NT FUT 06-20-2001   Free Delivery   (3.00 )      
S9030100   10YR AGY NT FUT 06-20-2001   Free Receipt   2.00        
S904043L   10YR T-NOTE 12-19-2001   Free Delivery   (3.00 )      
S904043L   10YR T-NOTE 12-19-2001   Free Receipt   3.00        
S904043U   10YR T-NOTE DEC 2001 FUTURE 12-19-2001   Free Delivery   (5.00 )      
S904043U   10YR T-NOTE DEC 2001 FUTURE 12-19-2001   Free Receipt   16.00        
S903372L   10YR T-NOTE SEPT 2001 FUTURE   Free Delivery   (10.00 )      
S903372L   10YR T-NOTE SEPT 2001 FUTURE   Free Receipt   11.00        
C320960107   1ST HLTH GROUP CORP COM   Acquisitions   77.00   (2,023.48 )  
C320960107   1ST HLTH GROUP CORP COM   Dispositions   (7,960.00 )     318,768.27
C320960107   1ST HLTH GROUP CORP COM   Free Receipt   8,000.00        
C32051K106   1ST HORIZON PHARMACEUTICAL CORP COM   Acquisitions   150.00   (4,016.95 )  
C32051K106   1ST HORIZON PHARMACEUTICAL CORP COM   Dispositions   (150.00 )     3,637.42
C32051K106   1ST HORIZON PHARMACEUTICAL CORP COM   Free Receipt   1,700.00        
C32054K103   1ST INDL RLTY TR INC COM   Acquisitions   100.00   (2,774.95 )  
C32054K103   1ST INDL RLTY TR INC COM   Dispositions   (7,300.00 )     219,692.74
C337477103   1ST VA BANKS INC COM   Acquisitions   17,700.00   (821,883.57 )  
C337477103   1ST VA BANKS INC COM   Dispositions   (17,700.00 )     762,577.29
S903324U   1YR MIDCURVE 94.75 CALL OPTION JUNE 2001   Acquisitions   1.00   0    
S903324U   1YR MIDCURVE 94.75 CALL OPTION JUNE 2001   Dispositions   (1.00 )     2,670.00
S902988U   1YR MIDCURVE 9400 CALL OPTION MARCH 2001   Acquisitions   8.00   (15,940.00 )  
S902988U   1YR MIDCURVE 9400 CALL OPTION MARCH 2001   Dispositions   (8.00 )     0
S903060U   1YR MIDCURVE 9525 CALL OPTION MARCH 2001   Acquisitions   10.00   0    
S903060U   1YR MIDCURVE 9525 CALL OPTION MARCH 2001   Dispositions   (10.00 )     1,200.00
S903023L   2YR US T-NOTE JUNE 2001 FUTURE   Free Delivery   (25.00 )      
S903023L   2YR US T-NOTE JUNE 2001 FUTURE   Free Receipt   69.00        
S903907W   2YR US T-NT DEC 2001 FUTURE   Free Delivery   (63.00 )      
S903907W   2YR US T-NT DEC 2001 FUTURE   Free Receipt   22.00        
S903907L   2YR US T-NT DEC 2001 FUTURE (LIAB)   Free Delivery   (22.00 )      

S903907L   2YR US T-NT DEC 2001 FUTURE (LIAB)   Free Receipt   63.00        
C88575T205   360NETWORKS INC SUB VTG SHS COM STK   Acquisitions   500.00   (6,498.70 )  
C88575T205   360NETWORKS INC SUB VTG SHS COM STK   Dispositions   (500.00 )     1,563.74
C885535104   3COM CORP COMMON STOCK   Acquisitions   100.00   (486.95 )  
C885535104   3COM CORP COMMON STOCK   Dispositions   (1,000.00 )     4,994.87
C88554D205   3D SYS CORP DEL COM NEW   Acquisitions   500.00   (7,113.70 )  
C88554D205   3D SYS CORP DEL COM NEW   Dispositions   (500.00 )     5,948.60
C88428W108   3RD WAVE TECHNOLOGIES INC COM   Acquisitions   500.00   (3,664.95 )  
C88428W108   3RD WAVE TECHNOLOGIES INC COM   Dispositions   (500.00 )     2,169.97
C350865101   4 KIDS ENTMT INC COM   Acquisitions   120.00   (3,439.95 )  
C350865101   4 KIDS ENTMT INC COM   Dispositions   (120.00 )     2,288.37
S903960U   5 YR T-NOTE DECEMBER 2001 FUTURE   Free Delivery   (1.00 )      
S903960U   5 YR T-NOTE DECEMBER 2001 FUTURE   Free Receipt   3.00        
C316773100   5TH 3RD BANCORP COM   Acquisitions   100.00   (5,129.69 )  
C316773100   5TH 3RD BANCORP COM   Dispositions   (500.00 )     31,043.96
C316773100   5TH 3RD BANCORP COM   Free Receipt   2,649.20        
S903090U   5YR T-NOTE 1040 PUT OPTION JUNE 2001   Acquisitions   12.00   (1,560.00 )  
S903090U   5YR T-NOTE 1040 PUT OPTION JUNE 2001   Dispositions   (50.00 )     16,937.50
S902848U   5YR T-NOTE 1045 CALL OPTION MAR 2001   Acquisitions   3.00   0    
S902848U   5YR T-NOTE 1045 CALL OPTION MAR 2001   Dispositions   (3.00 )     406.89
S903697U   5YR T-NOTE 1045 CALL OPTION SEPTEMBER 2001 08-24-2001   Acquisitions   17.00   (13,100.71 )  
S903697U   5YR T-NOTE 1045 CALL OPTION SEPTEMBER 2001 08-24-2001   Dispositions   (16.00 )     4,170.08
S903127U   5YR T-NOTE 1045 PUT OPTION APRIL 2001   Acquisitions   3.00   0    
S903127U   5YR T-NOTE 1045 PUT OPTION APRIL 2001   Dispositions   (3.00 )     969.39
S903126U   5YR T-NOTE 1050 CALL OPTION APRIL 2001   Acquisitions   3.00   0    
S903126U   5YR T-NOTE 1050 CALL OPTION APRIL 2001   Dispositions   (3.00 )     1,016.25
S903960L   5YR T-NOTE 12-19-2001   Free Delivery   (1.00 )      
S903960L   5YR T-NOTE 12-19-2001   Free Receipt   1.00        
S903378L   5YR T-NOTE SEPT 2001 FUTURE   Free Delivery   (35.00 )      
S903378L   5YR T-NOTE SEPT 2001 FUTURE   Free Receipt   1.00        
C83001P109   6 FLAGS INC COM   Acquisitions   700.00   (14,311.50 )  
C83001P109   6 FLAGS INC COM   Dispositions   (18,620.00 )     234,248.53
S6804165   77TH BANK JPY50   Acquisitions   5,000.00   (29,591.60 )  
S6804165   77TH BANK JPY50   Dispositions   (4,000.00 )     19,932.78
C817826209   7-ELEVEN INC COM NEW   Acquisitions   200.00   (2,119.95 )  
C817826209   7-ELEVEN INC COM NEW   Dispositions   (200.00 )     1,987.98
S904528L   90 DAY EURO FUTR 06-16-2003   Free Delivery   (4.00 )      
S904528L   90 DAY EURO FUTR 06-16-2003   Free Receipt   4.00        
S900955L   90 DAY EURO FUTR DEC 2002 FUTURE 12-16-2002   Free Delivery   (4.00 )      
S900955L   90 DAY EURO FUTR DEC 2002 FUTURE 12-16-2002   Free Receipt   4.00        
S900946L   90 DAY EURO FUTR MAR 2003 FUTURE 03-17-2003   Free Delivery   (4.00 )      
S900946L   90 DAY EURO FUTR MAR 2003 FUTURE 03-17-2003   Free Receipt   4.00        
S900945L   90 DAY EURO FUTR SEP 2002 FUTURE 09-16-2002   Free Delivery   (4.00 )      
S900945L   90 DAY EURO FUTR SEP 2002 FUTURE 09-16-2002   Free Receipt   19.00        
C65440K106   99 CENTS ONLY STORES COM   Acquisitions   300.00   (9,764.95 )  
C65440K106   99 CENTS ONLY STORES COM   Dispositions   (3,700.00 )     112,065.56
C65440K106   99 CENTS ONLY STORES COM   Free Receipt   3,750.00        
CM01764105   A.C.L.N LTD COM STK   Acquisitions   100.00   (2,929.95 )  
C002555100   ABACUS MNG & EXPL CORPARATION COM   Dispositions   (500.00 )     3.79
C002555100   ABACUS MNG & EXPL CORPARATION COM   Free Receipt   500.00        
S7108899   ABB LTD CHF2.50(REGD)   Dispositions   (2,170.00 )     36,607.88
S7108899   ABB LTD CHF2.50(REGD)   Free Receipt   5,204.00        
C002824100   ABBOTT LAB COM   Acquisitions   0.80   (38.50 )  
C002824100   ABBOTT LAB COM   Dispositions   (8,300.00 )     392,058.16
C002896207   ABERCROMBIE & FITCH CO CL A   Acquisitions   300.00   (7,109.95 )  
C002896207   ABERCROMBIE & FITCH CO CL A   Dispositions   (15,300.00 )     623,484.80
C00339B107   ABGENIX INC COM   Acquisitions   30.00   (1,031.95 )  
C00339B107   ABGENIX INC COM   Dispositions   (9,600.00 )     277,115.88
C003654100   ABIOMED INC COM   Acquisitions   70.00   (978.15 )  
S512616W   ABN AMRO STOCK DIVIDEND (09/2001)   Dispositions   (28.00 )     6.07
S512616W   ABN AMRO STOCK DIVIDEND (09/2001)   Free Receipt   2,362.00        

S5250769   ABN-AMRO HLDGS NV EUR0.56   Acquisitions   260.00   (4,814.89 )  
S7088797   ABN-AMRO HLDGS NV NLG1.25(STK DIV 31/5/01)   Dispositions   (18,584.00 )     7,882.86
S7088797   ABN-AMRO HLDGS NV NLG1.25(STK DIV 31/5/01)   Free Receipt   1,482.00        
C003830106   ABRAXAS PETE CORP COM   Acquisitions   500.00   (2,499.95 )  
C003830106   ABRAXAS PETE CORP COM   Dispositions   (500.00 )     1,984.98
C004325205   ACCLAIM ENTMT INC COM PAR $0.02   Acquisitions   70.00   (188.85 )  
C004325205   ACCLAIM ENTMT INC COM PAR $0.02   Dispositions   (6,800.00 )     38,190.24
C00437V104   ACCREDO HLTH INC COM   Acquisitions   400.00   (13,960.00 )  
C00437V104   ACCREDO HLTH INC COM   Dispositions   (5,300.00 )     154,485.07
C004933107   ACTION PERFORMANCE COS INC COM   Acquisitions   500.00   (14,279.95 )  
C004933107   ACTION PERFORMANCE COS INC COM   Dispositions   (500.00 )     13,429.60
C00504W100   ACTIVE PWR INC COM   Acquisitions   10.00   (187.80 )  
C00504W100   ACTIVE PWR INC COM   Dispositions   (11,540.00 )     332,517.47
C004930202   ACTIVISION INC NEW COM NEW   Acquisitions   100.00   (2,209.95 )  
C004930202   ACTIVISION INC NEW COM NEW   Dispositions   (16,200.00 )     381,672.23
C004930202   ACTIVISION INC NEW COM NEW   Free Receipt   7,600.00        
C00507P102   ACTRADE FINL TECHNOLOGIES LTD COM STK   Acquisitions   100.00   (3,112.24 )  
C00508X203   ACTUANT CORP CL A NEW   Dispositions   (4,720.00 )     83,871.59
C00508X203   ACTUANT CORP CL A NEW   Free Receipt   4,720.00        
S237596W   ACTUANT FIN CORP SR SUB NT 13 DUE 05-01-2009 BEO   Acquisitions   9,000.00   (8,797.50 )  
S237596W   ACTUANT FIN CORP SR SUB NT 13 DUE 05-01-2009 BEO   Dispositions   (9,000.00 )     9,202.50
C00508B102   ACTUATE CORP COM   Acquisitions   1,100.00   (13,887.50 )  
C00508B102   ACTUATE CORP COM   Dispositions   (10,700.00 )     93,316.92
C00088E104   ACTV INC COM   Acquisitions   500.00   (2,702.50 )  
C00088E104   ACTV INC COM   Dispositions   (500.00 )     3,063.04
C005125109   ACXIOM CORP COM   Acquisitions   30.00   (1,125.63 )  
C005125109   ACXIOM CORP COM   Dispositions   (10,630.00 )     300,142.92
C00651F108   ADAPTEC INC COM   Acquisitions   2,200.00   (23,601.60 )  
C00651F108   ADAPTEC INC COM   Dispositions   (14,800.00 )     218,089.97
C000886101   ADC TELECOMMUNICATIONS INC COM   Acquisitions   160.00   (966.95 )  
C000886101   ADC TELECOMMUNICATIONS INC COM   Dispositions   (27,100.00 )     273,998.96
S7110720   ADECCO SA CHF1(REGD)   Acquisitions   400.00   (18,534.58 )  
S7110720   ADECCO SA CHF1(REGD)   Dispositions   (700.00 )     36,682.63
S7110720   ADECCO SA CHF1(REGD)   Free Receipt   5,030.00        
S5683097   ADECCO SA CHF10(REGD)   Acquisitions   10.00   (6,694.69 )  
S5683097   ADECCO SA CHF10(REGD)   Free Delivery   (503.00 )      
C006847107   ADELPHIA BUSINESS SOLUTIONS INC CL A   Acquisitions   500.00   (3,416.23 )  
C006847107   ADELPHIA BUSINESS SOLUTIONS INC CL A   Dispositions   (25,400.00 )     110,488.85
S2675677   ADELPHIA COMMUNICATIONS CORP 10.875 DUE 10-01-2010 BEO   Acquisitions   13,000.00   (13,032.50 )  
S2675677   ADELPHIA COMMUNICATIONS CORP 10.875 DUE 10-01-2010 BEO   Dispositions   (10,000.00 )     9,600.00
C006848105   ADELPHIA COMMUNICATIONS CORP CL A   Acquisitions   (1,080.00 ) 23,220.00    
C006848105   ADELPHIA COMMUNICATIONS CORP CL A   Dispositions   (3,440.00 )     125,473.25
C00724F101   ADOBE SYS INC COM   Acquisitions   0.03   (1.75 )  
C00724F101   ADOBE SYS INC COM   Dispositions   (400.00 )     23,029.28
C010198208   ADR AB ELECTROLUX   Acquisitions   25.00   (875.00 )  
C010198208   ADR AB ELECTROLUX   Dispositions   (80.00 )     1,415.00
C010199305   ADR AKZO NOBEL N V SPONSORED ADR   Acquisitions   1,100.00   (49,355.46 )  
S2011936   ADR AKZO NOBEL N V SPONSORED ADR   Dispositions   (2,000.00 )     87,942.86
S2011936   ADR AKZO NOBEL N V SPONSORED ADR   Free Delivery   (8,100.00 )      
S2722670   ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS   Acquisitions   1,500.00   (22,754.85 )  
S2722670   ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS   Dispositions   (2,052.00 )     44,941.70
C02364W105   ADR AMER MOVIL S A DE C V SPONSORED ADR REPSTG SER L SHS   Free Receipt   150.00        
C034855106   ADR ANGLO AMER PLATINUM CORP   Acquisitions   25.00   (1,029.95 )  
C034855106   ADR ANGLO AMER PLATINUM CORP   Dispositions   (500.00 )     23,234.27
C035128206   ADR ANGLOGOLD LTD SPONSORED ADR   Acquisitions   300.00   (4,679.95 )  
C035128206   ADR ANGLOGOLD LTD SPONSORED ADR   Dispositions   (300.00 )     4,934.88

C042068106   ADR ARM HLDS PLC SPONSORED ISIN US0420681068   Acquisitions   80.00   (1,050.40 )  
C042068106   ADR ARM HLDS PLC SPONSORED ISIN US0420681068   Dispositions   (4,920.00 )     85,210.57
C05964H105   ADR BANCO SANTANDER CENT HISPANO S A   Acquisitions   100.00   (874.95 )  
C05964H105   ADR BANCO SANTANDER CENT HISPANO S A   Dispositions   (1,000.00 )     8,149.77
C06738E204   ADR BARCLAYS PLC A.D.R.   Acquisitions   100.00   (10,763.87 )  
C06738E204   ADR BARCLAYS PLC A.D.R.   Dispositions   (500.00 )     52,113.92
C072730302   ADR BAYER A G SPONSORED ADR   Acquisitions   8.00   (283.55 )  
C072730302   ADR BAYER A G SPONSORED ADR   Dispositions   (40.00 )     1,638.94
C09067D201   ADR BIOTECH HOLDRS TR DEPOS RCPTS   Acquisitions   100.00   (12,321.95 )  
C09067D201   ADR BIOTECH HOLDRS TR DEPOS RCPTS   Dispositions   (200.00 )     23,002.22
C055622104   ADR BP P L C FORMERLY BP AMOCO P L C TO 05/ SPONSORED ADR BP PLC   Acquisitions   50.00   (2,567.45 )  
C055622104   ADR BP P L C FORMERLY BP AMOCO P L C TO 05/ SPONSORED ADR BP PLC   Dispositions   (12,100.00 )     608,004.71
C12328X107   ADR BUSINESS OBJECTS S A SPONSORED ADR   Acquisitions   860.00   (57,911.28 )  
C12328X107   ADR BUSINESS OBJECTS S A SPONSORED ADR   Dispositions   (2,700.00 )     164,686.41
C12328X107   ADR BUSINESS OBJECTS S A SPONSORED ADR   Free Receipt   12.00        
C126830207   ADR CABLE & WIRELESS PUB LTD CO SPONSORED ADR   Acquisitions   50.00   (864.95 )  
C126830207   ADR CABLE & WIRELESS PUB LTD CO SPONSORED ADR   Dispositions   (330.00 )     13,004.61
C16941M109   ADR CHINA MOBILE HONG KONG LTD SPONSOREDADR   Acquisitions   300.00   (7,766.95 )  
C16941M109   ADR CHINA MOBILE HONG KONG LTD SPONSOREDADR   Dispositions   (60.00 )     1,294.95
C192384105   ADR COFLEXIP SPONSORED ADR   Acquisitions   1,300.00   (87,104.81 )  
C192384105   ADR COFLEXIP SPONSORED ADR   Dispositions   (6,000.00 )     512,457.91
C193870409   ADR COLES MYER LTD SPONSORED ADR NEW   Acquisitions   85.00   (2,609.00 )  
C193870409   ADR COLES MYER LTD SPONSORED ADR NEW   Dispositions   (85.00 )     2,224.96
C196877104   ADR COLT TELECOM GROUP PLC SPONSORED ADR   Acquisitions   65,500.00   (457,190.00 )  
C196877104   ADR COLT TELECOM GROUP PLC SPONSORED ADR   Dispositions   (26,400.00 )     199,841.33
C236363107   ADR DANSKE BK A/S ADR   Acquisitions   85.00   (1,521.00 )  
C236363107   ADR DANSKE BK A/S ADR   Dispositions   (15.00 )     203.74
C251566105   ADR DEUTSCHE TELEKOM AG ISIN # US2515661054   Acquisitions   100.00   (1,493.95 )  
C251566105   ADR DEUTSCHE TELEKOM AG ISIN # US2515661054   Dispositions   (25.00 )     517.03
C268780103   ADR E ON AG SPONSORED ADR   Acquisitions   30.00   (1,513.95 )  
C268780103   ADR E ON AG SPONSORED ADR   Dispositions   (30.00 )     1,512.59
C282579309   ADR EISAI CO LTD   Acquisitions   60.00   (1,810.00 )  
C282579309   ADR EISAI CO LTD   Dispositions   (60.00 )     1,285.95
C284131208   ADR ELAN PLC ADR REPSTG SHS   Acquisitions   50.00   (2,887.45 )  
C284131208   ADR ELAN PLC ADR REPSTG SHS   Dispositions   (7,100.00 )     416,348.56
C284131208   ADR ELAN PLC ADR REPSTG SHS   Free Delivery   (402.00 )      
C29081M102   ADR EMBRAER-EMPRESA BRASILEIRA DE AERONAUTICA S A SPONSR ADR REPSTG PFDSHS   Acquisitions   52.00   (2,031.95 )  
C29081M102   ADR EMBRAER-EMPRESA BRASILEIRA DE AERONAUTICA S A SPONSR ADR REPSTG PFDSHS   Dispositions   (100.00 )     3,365.93
C294821400   ADR ERICSSON L.M TEL CO CL B SER 10 NEW   Acquisitions   (1,000.00 ) 7,340.59    
C294821400   ADR ERICSSON L.M TEL CO CL B SER 10 NEW   Dispositions   (1,500.00 )     13,688.84
C294821400   ADR ERICSSON L.M TEL CO CL B SER 10 NEW   Free Delivery   (800.00 )      
C38059T106   ADR GOLD FIELDS LTD NEW SPONSORED ADR   Acquisitions   1,000.00   (4,409.95 )  
C38059T106   ADR GOLD FIELDS LTD NEW SPONSORED ADR   Dispositions   (3,000.00 )     10,315.74
C413216300   ADR HARMONY GOLD MNG LTD   Acquisitions   (2,000.00 ) 10,534.70    
C413216300   ADR HARMONY GOLD MNG LTD   Dispositions   (10,500.00 )     52,593.79
S2303730   ADR HELLENIC TELECOMMUNICATIONS ORGANIZATION S A SPONSORED ADR   Acquisitions   9,550.00   (67,055.33 )  
S2303730   ADR HELLENIC TELECOMMUNICATIONS ORGANIZATION S A SPONSORED ADR   Dispositions   (3,100.00 )     27,326.51
C448415208   ADR HUTCHISON WHAMPOA LTD FOR ORD HK   Acquisitions   100.00   (3,929.95 )  
C448415208   ADR HUTCHISON WHAMPOA LTD FOR ORD HK   Dispositions   (35.00 )     1,755.57

S2508472   ADR ICICI LTD SPONSORED ADR   Acquisitions   1,000.00   (9,748.66 )  
S2508472   ADR ICICI LTD SPONSORED ADR   Dispositions   (3,830.00 )     27,614.30
C45103T107   ADR ICON PUB LTD CO   Acquisitions   85.00   (3,363.95 )  
C45103T107   ADR ICON PUB LTD CO   Dispositions   (85.00 )     2,636.11
C452553209   ADR IMPALA PLATINUM HLDG LTD FOR ORD RAND   Acquisitions   500.00   (27,639.95 )  
C452553209   ADR IMPALA PLATINUM HLDG LTD FOR ORD RAND   Dispositions   (500.00 )     26,984.15
C45662N103   ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037   Acquisitions   140.00   (6,478.70 )  
S2559975   ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037   Dispositions   (900.00 )     37,078.76
C45662N103   ADR INFINEON TECHNOLOGIES AG SPONSORED ADR ADR STK ISIN# US45662N1037   Free Delivery   (140.00 )      
C456837103   ADR ING GROEP N V SPONSORED ADR   Acquisitions   30.00   (2,238.82 )  
C456837103   ADR ING GROEP N V SPONSORED ADR   Dispositions   (60.00 )     1,431.11
C456837103   ADR ING GROEP N V SPONSORED ADR   Free Receipt   234.00        
C45766J107   ADR INSIGNIA SOLUTIONS PLC SPONSORED   Acquisitions   60.00   (224.95 )  
C45766J107   ADR INSIGNIA SOLUTIONS PLC SPONSORED   Dispositions   (1,100.00 )     5,092.82
C45766J107   ADR INSIGNIA SOLUTIONS PLC SPONSORED   Free Delivery   (500.00 )      
C482516309   ADR KLM ROYAL DUTCH AIRLS COM N Y REG NEW   Acquisitions   5,000.00   (40,250.00 )  
C482516309   ADR KLM ROYAL DUTCH AIRLS COM N Y REG NEW   Dispositions   (34,000.00 )     624,083.13
C500472303   ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000   Acquisitions   200.00   (6,798.93 )  
C500472303   ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000   Dispositions   (21,304.00 )     759,353.59
C500472303   ADR KONINKLIJKE PHILIPS ELECTRS N V N Y REGISTRY SH NEW 2000   Free Delivery   (713.00 )      
S2419875   ADR KOREA TELECOM CORP SPONSORED ADR ISIN US50063P1030   Acquisitions   1,258.00   (26,330.07 )  
S2419875   ADR KOREA TELECOM CORP SPONSORED ADR ISIN US50063P1030   Dispositions   (1,053.00 )     24,538.60
C52465V100   ADR LEGEND HLDGS LTD SPONSORED ADR   Acquisitions   300.00   (2,459.95 )  
C52465V100   ADR LEGEND HLDGS LTD SPONSORED ADR   Dispositions   (400.00 )     5,319.87
C541419107   ADR LOGITECH INTL S A ISIN US5414191073   Acquisitions   5,300.00   (149,725.00 )  
C606816106   ADR MITSUBISHI TOKYO FINL GROUP INC   Dispositions   (200.00 )     1,637.99
C606816106   ADR MITSUBISHI TOKYO FINL GROUP INC   Free Receipt   200.00        
C641069406   ADR NESTLE S A SPONSORED ADR REPSTG REG SH   Acquisitions   30.00   (1,622.50 )  
C641069406   ADR NESTLE S A SPONSORED ADR REPSTG REG SH   Dispositions   (15.00 )     1,572.44
C641069406   ADR NESTLE S A SPONSORED ADR REPSTG REG SH   Free Receipt   50.00        
C654902204   ADR NOKIA CORP SPONSORED ADR   Acquisitions   (4,700.00 ) 155,507.02    
C654902204   ADR NOKIA CORP SPONSORED ADR   Dispositions   (30,000.00 )     778,474.00
C654902204   ADR NOKIA CORP SPONSORED ADR   Free Delivery   (300.00 )      
C66987V109   ADR NOVARTIS AG SPONSORED ADR ISIN #US66987V1098   Acquisitions   100.00   (3,611.95 )  
C66987V109   ADR NOVARTIS AG SPONSORED ADR ISIN #US66987V1098   Dispositions   (200.00 )     7,969.78
C62942M201   ADR NTT DOCOMO INC SPONSORED ADR   Acquisitions   5.00   (467.00 )  
C62942M201   ADR NTT DOCOMO INC SPONSORED ADR   Dispositions   (20.00 )     1,664.94
C694059106   ADR PAC CENTY CYBERWORKS LTD SPONSORED ADR   Acquisitions   100.00   (289.95 )  
C694059106   ADR PAC CENTY CYBERWORKS LTD SPONSORED ADR   Dispositions   (2,000.00 )     6,599.77
S2616580   ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR   Acquisitions   1,200.00   (25,620.48 )  
S2616580   ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR   Dispositions   (2,400.00 )     59,957.91
C730450103   ADR POHANG IRON & STL LTD SPONSORED ADR   Acquisitions   60.00   (938.95 )  

S2692795   ADR POHANG IRON & STL LTD SPONSORED ADR   Dispositions   (970.00 )     17,848.95
C715684106   ADR PT TELEKOMUNIKASI INDONESIA SPONSORED   Acquisitions   200.00   (984.95 )  
C74912W309   ADR QXL COM P L C SPONSORED ADR REPSTG 25 SHS   Dispositions   (2.00 )     0
C74912W309   ADR QXL COM P L C SPONSORED ADR REPSTG 25 SHS   Free Receipt   2.00        
C767204100   ADR RIO TINTO PLC   Acquisitions   10.00   (703.90 )  
C767204100   ADR RIO TINTO PLC   Dispositions   (1,800.00 )     121,176.99
C783513104   ADR RYANAIR HLDGS PLC   Acquisitions   100.00   (5,938.95 )  
C783513104   ADR RYANAIR HLDGS PLC   Dispositions   (100.00 )     5,834.85
C803021609   ADR SANTOS LTD NEW   Acquisitions   195.00   (2,753.21 )  
C803021609   ADR SANTOS LTD NEW   Dispositions   (195.00 )     2,339.57
C803054204   ADR SAP AKTIENGESELLSCHAFT SPONSORED ADR   Acquisitions   100.00   (3,338.70 )  
C803054204   ADR SAP AKTIENGESELLSCHAFT SPONSORED ADR   Dispositions   (100.00 )     3,311.18
C81752M101   ADR SERONO S A SPONSORED ADR ISIN# US81752M1018   Acquisitions   (900.00 ) 20,813.31    
C81752M101   ADR SERONO S A SPONSORED ADR ISIN# US81752M1018   Dispositions   (60.00 )     1,363.80
C82481R106   ADR SHIRE PHARMACEUTICALS GROUP PLC SPONSORED ADR   Acquisitions   100.00   (5,631.00 )  
C82481R106   ADR SHIRE PHARMACEUTICALS GROUP PLC SPONSORED ADR   Dispositions   (17,190.00 )     715,568.34
C83170A206   ADR SMARTFORCE PUB LTD CO SPONSORED ADRISIN 83170A2069 SEDOL 2254463   Acquisitions   200.00   (4,639.00 )  
C83170A206   ADR SMARTFORCE PUB LTD CO SPONSORED ADRISIN 83170A2069 SEDOL 2254463   Dispositions   (6,500.00 )     119,486.81
C861012102   ADR STMICROELECTRONICS N V SHS-N Y REGISTRY   Acquisitions   50.00   (1,867.50 )  
S2430025   ADR STMICROELECTRONICS N V SHS-N Y REGISTRY   Dispositions   (1,200.00 )     38,418.27
C874039100   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Acquisitions   (2,500.00 ) 35,471.50    
S2113382   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Dispositions   (6,500.00 )     111,269.13
C874039100   ADR TAIWAN SEMICONDUCTOR MFG CO LTD ISINUS8740391003   Free Receipt   522.00        
C879246106   ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD PREF SH   Acquisitions   500.00   (9,079.95 )  
S2297930   ADR TELE NORTE LESTE PARTICIPACOES S A SPONSORED ADR REPSTG PFD PREF SH   Dispositions   (3,210.00 )     48,577.55
S2279477   ADR TELECOMUNICACOES BRASILEIRAS S A PFDBLOCK   Acquisitions   750.00   (37,102.50 )  
S2279477   ADR TELECOMUNICACOES BRASILEIRAS S A PFDBLOCK   Dispositions   (670.00 )     53,278.30
S2881098   ADR TELEFONICA S A SPONSORED   Acquisitions   23.20   0    
C879382208   ADR TELEFONICA S A SPONSORED   Dispositions   (45.00 )     1,527.44
C879382208   ADR TELEFONICA S A SPONSORED   Free Delivery   (204.00 )      
C879382208   ADR TELEFONICA S A SPONSORED   Free Receipt   4.00        
S2881612   ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L   Acquisitions   1,000.00   (33,650.00 )  
S2881612   ADR TELEFONOS DE MEX S A SPONSORED ADR REPSTG SH ORD L   Dispositions   (2,500.00 )     117,402.58
C88100W103   ADR TERRA NETWORKS S A SPONSORED ADR   Acquisitions   83.00   (632.53 )  
C88100W103   ADR TERRA NETWORKS S A SPONSORED ADR   Free Delivery   (200.00 )      
C881624209   ADR TEVA PHARMACEUTICAL INDS LTD ADR ISIN #US8816242098   Acquisitions   60.00   (3,198.75 )  
C881624209   ADR TEVA PHARMACEUTICAL INDS LTD ADR ISIN #US8816242098   Dispositions   (200.00 )     13,569.59
C885118109   ADR THOMSON MULTIMEDIA SPONSORED ADR   Acquisitions   100.00   (3,015.95 )  
C889905204   ADR TOMRA SYSTEMS A/S/A SPON ADR NEW   Dispositions   (130.00 )     1,515.44

C889905204   ADR TOMRA SYSTEMS A/S/A SPON ADR NEW   Free Receipt   65.00        
C89151E109   ADR TOTAL FINA ELF S A SPONSORED ADR   Acquisitions   177.00   (13,056.00 )  
S2898032   ADR TOTAL FINA ELF S A SPONSORED ADR   Dispositions   (650.00 )     45,217.89
C896438108   ADR TRINITY BIOTECH PLC SPONSORED ADR   Acquisitions   500.00   (1,358.70 )  
C900111204   ADR TURKCELL ILETISIM HIZMETLERI A S SPONSORED ADR NEW   Dispositions   (140.00 )     1,958.98
C900111204   ADR TURKCELL ILETISIM HIZMETLERI A S SPONSORED ADR NEW   Free Receipt   140.00        
C901145102   ADR TV AZTECA S A DE C V SPONSORED ADR   Acquisitions   240.00   (1,966.60 )  
C901145102   ADR TV AZTECA S A DE C V SPONSORED ADR   Dispositions   (165.00 )     1,439.33
C904784709   ADR UNILEVER N V NY SHS NEW   Acquisitions   45.00   (2,690.80 )  
C904784709   ADR UNILEVER N V NY SHS NEW   Dispositions   (600.00 )     35,008.83
S2696139   ADR VIDESH SANCHAR NIGAM LTD SPONSORED ADR NEW   Acquisitions   2,000.00   (20,504.60 )  
C92659G600   ADR VIDESH SANCHAR NIGAM LTD SPONSORED ADR NEW   Dispositions   (225.00 )     2,219.97
S2696139   ADR VIDESH SANCHAR NIGAM LTD SPONSORED ADR NEW   Free Receipt   8,325.00        
C92857W100   ADR VODAFONE GROUP PLC NEW SPONSORED ADR   Acquisitions   (13,500.00 ) 375,705.00    
C92857W100   ADR VODAFONE GROUP PLC NEW SPONSORED ADR   Dispositions   (30,000.00 )     832,472.20
C00738A106   ADTRAN INC COM   Acquisitions   1,000.00   (23,629.95 )  
C00738A106   ADTRAN INC COM   Dispositions   (10,900.00 )     250,978.30
C007525108   ADVANCED DIGITAL INFORMATION CORP COM   Acquisitions   100.00   (2,276.20 )  
C007525108   ADVANCED DIGITAL INFORMATION CORP COM   Dispositions   (5,100.00 )     56,769.26
C007534100   ADVANCED ELECTR SUPPORT PRODS INC COM   Acquisitions   336.00   (1,034.59 )  
C007534100   ADVANCED ELECTR SUPPORT PRODS INC COM   Dispositions   (336.00 )     887.21
C007973100   ADVANCED ENERGY INDS INC COM   Acquisitions   360.00   (12,263.40 )  
C007973100   ADVANCED ENERGY INDS INC COM   Dispositions   (2,170.00 )     39,384.40
C00754A105   ADVANCED FIBRE COMMUNICATIONS INC COM   Acquisitions   50.00   (1,236.83 )  
C00754A105   ADVANCED FIBRE COMMUNICATIONS INC COM   Dispositions   (12,100.00 )     245,016.83
C007903107   ADVANCED MICRO DEVICES INC COM   Acquisitions   25.00   (467.45 )  
C007903107   ADVANCED MICRO DEVICES INC COM   Dispositions   (9,590.00 )     202,114.00
C00790K109   ADVANCEPCS CL A COM   Acquisitions   40.00   (2,365.34 )  
C00790K109   ADVANCEPCS CL A COM   Dispositions   (500.00 )     22,989.23

C00790K109   ADVANCEPCS CL A COM   Free Receipt   40.00        
S215645W   ADVANCEPCS SR NT 8.5 DUE 04-01-2008/04-01-2005 BEO   Dispositions   (20,000.00 )     20,500.00
S215645W   ADVANCEPCS SR NT 8.5 DUE 04-01-2008/04-01-2005 BEO   Free Receipt   30,000.00        
S6870490   ADVANTEST JPY50   Acquisitions   300.00   (27,450.94 )  
S6870490   ADVANTEST JPY50   Dispositions   (300.00 )     25,803.48
C007974108   ADVENT SOFTWARE INC COM STK   Acquisitions   150.00   (8,848.74 )  
C007974108   ADVENT SOFTWARE INC COM STK   Dispositions   (6,800.00 )     261,436.32
C00762W107   ADVISORY BRD CO COM   Acquisitions   7,800.00   (148,200.00 )  
S7187122   AEGON N V EUR12(STK DIV 14/9/2001)   Dispositions   (32,144.00 )     10,935.24
S7187122   AEGON N V EUR12(STK DIV 14/9/2001)   Free Receipt   32,163.00        
S7072336   AEGON NV EUR0.12(ST DIV 25/5/2001)   Dispositions   (3.00 )     0.88
S7072336   AEGON NV EUR0.12(ST DIV 25/5/2001)   Free Receipt   31,761.00        
C007768104   AEROFLEX INC COM   Acquisitions   1,600.00   (18,996.48 )  
C007768104   AEROFLEX INC COM   Dispositions   (9,800.00 )     126,394.22
C00130H105   AES CORP COM   Acquisitions   20.00   (341.80 )  
C00130H105   AES CORP COM   Dispositions   (400.00 )     19,199.36
C00808V105   AETHER SYSTEMS INC COM   Acquisitions   100.00   (1,139.95 )  
C00808V105   AETHER SYSTEMS INC COM   Dispositions   (8,940.00 )     284,762.58
C00817Y108   AETNA INC   Acquisitions   15.00   (629.95 )  
C00817Y108   AETNA INC   Dispositions   (100.00 )     2,659.91
C00817Y108   AETNA INC   Free Receipt   3,649.00        
C008190100   AFFILIATED COMPUTER SVCS INC CL A COM   Acquisitions   400.00   (33,620.00 )  
C008190100   AFFILIATED COMPUTER SVCS INC CL A COM   Dispositions   (4,680.00 )     285,210.74
C00826T108   AFFYMETRIX INC OC-CAP STK   Acquisitions   45.00   (2,711.25 )  
C00826T108   AFFYMETRIX INC OC-CAP STK   Dispositions   (500.00 )     32,531.46
C001055102   AFLAC INC COM   Acquisitions   55.00   (1,696.45 )  
C001055102   AFLAC INC COM   Dispositions   (2,900.00 )     89,350.07
C001055102   AFLAC INC COM   Free Receipt   6,900.00        
S257187U   AGCO CORP SR NT 9.5 DUE 04-01-2008/05-01-2005 BEO   Free Delivery   (17,000.00 )      
S257187U   AGCO CORP SR NT 9.5 DUE 04-01-2008/05-01-2005 BEO   Free Receipt   17,000.00        
C00845V100   AGERE SYS INC CL A   Acquisitions   576.00   (3,341.95 )  
C00845V100   AGERE SYS INC CL A   Dispositions   (20,080.00 )     141,268.09
C00846X105   AGILE SOFTWARE CORP DEL COM   Acquisitions   800.00   (7,217.92 )  
C00846X105   AGILE SOFTWARE CORP DEL COM   Dispositions   (2,910.00 )     142,613.18
C00846U101   AGILENT TECHNOLOGIES INC COM   Acquisitions   11.00   (612.26 )  
C00846U101   AGILENT TECHNOLOGIES INC COM   Dispositions   (2,000.00 )     104,061.52
C00846U101   AGILENT TECHNOLOGIES INC COM   Free Delivery   (39.00 )      
C00846U101   AGILENT TECHNOLOGIES INC COM   Free Receipt   75.00        
C001204106   AGL RES INC COM   Acquisitions   0.40   (9.10 )  
C001204106   AGL RES INC COM   Dispositions   (12,200.00 )     248,292.21
C008474108   AGNICO EAGLE MINES LTD COM   Acquisitions   100.00   (873.95 )  
C008474108   AGNICO EAGLE MINES LTD COM   Dispositions   (400.00 )     2,773.95
C008916108   AGRIUM INC COM   Acquisitions   2,000.00   (25,117.40 )  
C008916108   AGRIUM INC COM   Dispositions   (13,400.00 )     148,562.16
S6019419   AIFUL CORP JPY50   Acquisitions   50.00   (4,461.44 )  
S6019419   AIFUL CORP JPY50   Dispositions   (300.00 )     23,553.74
C008911307   AIR CDA INC CL A NON VTG CL A NON VTG COM STK ISIN# CA0089113074   Acquisitions   500.00   (774.95 )  
C008911307   AIR CDA INC CL A NON VTG CL A NON VTG COM STK ISIN# CA0089113074   Dispositions   (401.00 )     1,878.74
S4011406   AIR LIQUIDE(L') EUR11   Acquisitions   100.00   (13,356.40 )  
S4011406   AIR LIQUIDE(L') EUR11   Dispositions   (530.00 )     83,813.27
C009158106   AIR PROD & CHEM INC COM   Acquisitions   200.00   (8,516.00 )  
C009158106   AIR PROD & CHEM INC COM   Dispositions   (7,500.00 )     264,284.42
C009269101   AIRBORNE INC COM   Acquisitions   17,100.00   (188,955.00 )  
C009269101   AIRBORNE INC COM   Dispositions   (1,000.00 )     8,969.75
C009269101   AIRBORNE INC COM   Free Receipt   2,700.00        
C009367103   AIRGATE PCS INC COM   Acquisitions   60.00   (3,313.90 )  
C009367103   AIRGATE PCS INC COM   Dispositions   (7,380.00 )     410,081.85
C00950F205   AIRTECH INTL GROUP INC COM NEW   Acquisitions   5,000.00   (464.17 )  

C00950F205   AIRTECH INTL GROUP INC COM NEW   Dispositions   (12,000.00 )     2,328.74
C00949P108   AIRTRAN HLDGS INC COM   Acquisitions   250.00   (2,529.95 )  
C00949P108   AIRTRAN HLDGS INC COM   Dispositions   (30,100.00 )     195,643.42
C001547108   AK STL HLDG CORP COM STK PAR $0.01   Acquisitions   100.00   (1,327.00 )  
C001547108   AK STL HLDG CORP COM STK PAR $0.01   Dispositions   (29,400.00 )     259,446.30
C010196103   AKSYS LTD COM   Acquisitions   100.00   (608.11 )  
S5458314   AKZO NOBEL NV EUR2   Dispositions   (1,800.00 )     76,108.10
S5458314   AKZO NOBEL NV EUR2   Free Receipt   8,100.00        
C011589108   ALAMOSA HLDGS INC COM   Acquisitions   290.00   (5,646.30 )  
C011589108   ALAMOSA HLDGS INC COM   Dispositions   (9,440.00 )     135,410.39
C012423109   ALBANY MOLECULAR RESH INC COM   Acquisitions   140.00   (4,854.35 )  
C012423109   ALBANY MOLECULAR RESH INC COM   Dispositions   (5,200.00 )     192,113.31
C012873105   ALBERTA ENERGY CO COM NPV   Acquisitions   35.00   (1,589.95 )  
C012873105   ALBERTA ENERGY CO COM NPV   Dispositions   (35.00 )     1,420.00
C012873105   ALBERTA ENERGY CO COM NPV   Free Receipt   25.00        
C013068101   ALBERTO-CULVER CO CL B COM   Acquisitions   100.00   (4,542.95 )  
C013068101   ALBERTO-CULVER CO CL B COM   Dispositions   (7,600.00 )     290,471.42
C013104104   ALBERTSON S INC COM   Acquisitions   0.27   (7.60 )  
C013104104   ALBERTSON S INC COM   Dispositions   (500.00 )     16,049.46
C013104AD6   ALBERTSONS INC NT 6.55 DUE 08-01-2004 BEO   Acquisitions   10,000.00   (9,391.85 )  
C013104AD6   ALBERTSONS INC NT 6.55 DUE 08-01-2004 BEO   Dispositions   (10,000.00 )     9,855.76
C013716105   ALCAN INC   Acquisitions   300.00   (12,516.00 )  
C013716105   ALCAN INC   Dispositions   (5,060.00 )     183,739.16
S2013200   ALCAN INC COM STK (CAN QUOTE)   Acquisitions   120.00   (4,904.82 )  
S2013200   ALCAN INC COM STK (CAN QUOTE)   Dispositions   (900.00 )     42,601.21
S5975006   ALCATEL EUR2 SER'A'   Acquisitions   180.00   (3,608.32 )  
S5975006   ALCATEL EUR2 SER'A'   Dispositions   (2,355.00 )     26,171.37
C013817101   ALCOA INC COM FOR ACCOUNTS 22-05265 & 22-05266 ONLY   Acquisitions   0.41   (14.57 )  
C013817101   ALCOA INC COM FOR ACCOUNTS 22-05265 & 22-05266 ONLY   Dispositions   (50.00 )     1,576.87
C013817101   ALCOA INC COM FOR ACCOUNTS 22-05265 & 22-05266 ONLY   Free Delivery   (500.00 )      
C013817101   ALCOA INC COM STK   Acquisitions   0.34   (14.63 )  
C013817101   ALCOA INC COM STK   Dispositions   (3,700.00 )     159,162.39
C013817101   ALCOA INC COM STK   Free Receipt   500.00        
C015271109   ALEXANDRIA REAL ESTATE EQUITIES INC COM   Acquisitions   100.00   (4,001.00 )  
C015271109   ALEXANDRIA REAL ESTATE EQUITIES INC COM   Dispositions   (100.00 )     3,954.86
C016230104   ALICO INC COM   Acquisitions   25.00   (680.70 )  
C016230104   ALICO INC COM   Dispositions   (25.00 )     677.27
C016255101   ALIGN TECH INC COM   Acquisitions   200.00   (649.95 )  
C016255101   ALIGN TECH INC COM   Dispositions   (200.00 )     2,959.95
C01642T108   ALKERMES INC COM   Acquisitions   2,900.00   (52,013.53 )  
C01642T108   ALKERMES INC COM   Dispositions   (2,600.00 )     91,834.65
C017361106   ALLEGHENY ENERGY INC COM   Acquisitions   100.00   (4,767.95 )  
C017361106   ALLEGHENY ENERGY INC COM   Dispositions   (6,950.00 )     338,110.38
C01747T102   ALLEGIANCE TELECOM INC COM   Acquisitions   550.00   (9,861.20 )  
C01747T102   ALLEGIANCE TELECOM INC COM   Dispositions   (20,600.00 )     448,663.34
C018490102   ALLERGAN INC COM   Acquisitions   0.13   (9.00 )  
C018490102   ALLERGAN INC COM   Dispositions   (2,670.00 )     225,938.54
S2705596   ALLIANCE ATLANTIS COMMUNICATIONS INC 13 DUE 12-15-2009   Acquisitions   15,000.00   (14,850.00 )  
S2705596   ALLIANCE ATLANTIS COMMUNICATIONS INC 13 DUE 12-15-2009   Free Delivery   (15,000.00 )      
S250506U   ALLIANCE ATLANTIS COMMUNICATIONS INC SR SUB NT 13 DUE 12-15-2009/12-15-2004 BEO   Dispositions   (3,000.00 )     3,150.60
S250506U   ALLIANCE ATLANTIS COMMUNICATIONS INC SR SUB NT 13 DUE 12-15-2009/12-15-2004 BEO   Free Receipt   15,000.00        
C018581108   ALLIANCE DATA SYS CORP COM   Acquisitions   10,390.00   (137,667.50 )  
C018581108   ALLIANCE DATA SYS CORP COM   Dispositions   (8,030.00 )     116,019.97
C01859P609   ALLIANCE GAMING CORP NEW   Acquisitions   30.00   (1,094.05 )  
C01859P609   ALLIANCE GAMING CORP NEW   Dispositions   (400.00 )     12,319.63
C01859P609   ALLIANCE GAMING CORP NEW   Free Receipt   230.00        
C018804104   ALLIANT TECHSYSTEMS INC COM   Acquisitions   500.00   (38,615.00 )  
C018804104   ALLIANT TECHSYSTEMS INC COM   Dispositions   (1,220.00 )     104,498.90

C018804104   ALLIANT TECHSYSTEMS INC COM   Free Receipt   2,050.00        
S5231485   ALLIANZ AG NPV(REGD)(VINKULIERT)   Acquisitions   20.00   (5,715.20 )  
S5231485   ALLIANZ AG NPV(REGD)(VINKULIERT)   Dispositions   (120.00 )     28,579.07
C01903Q108   ALLIED CAP CORP NEW COM   Acquisitions   200.00   (4,438.95 )  
C01903Q108   ALLIED CAP CORP NEW COM   Dispositions   (200.00 )     4,576.89
C019589308   ALLIED WASTE INDS INC COM PAR $0.01 NEW   Acquisitions   200.00   (2,829.95 )  
C019589308   ALLIED WASTE INDS INC COM PAR $0.01 NEW   Dispositions   (24,420.00 )     319,925.48
C019855105   ALLOY INC COM STK   Acquisitions   400.00   (4,487.98 )  
C01988P108   ALLSCRIPTS HEALTHCARE SOLUTIONS INC COM   Dispositions   (100.00 )     676.27
C01988P108   ALLSCRIPTS HEALTHCARE SOLUTIONS INC COM   Free Receipt   100.00        
C020002101   ALLSTATE CORP COM   Acquisitions   2.82   (126.10 )  
C020002101   ALLSTATE CORP COM   Dispositions   (3,200.00 )     108,128.87
C020039103   ALLTEL CORP COM ISIN #US0200391037   Acquisitions   0.26   (17.14 )  
C020039103   ALLTEL CORP COM ISIN #US0200391037   Dispositions   (500.00 )     25,954.18
C020753109   ALPHA INDS INC COM   Acquisitions   160.00   (5,712.38 )  
C020753109   ALPHA INDS INC COM   Dispositions   (10,700.00 )     331,252.39
CG03910109   ALREF COM STK   Acquisitions   700.00   (22,967.00 )  
CG03910109   ALREF COM STK   Dispositions   (16,200.00 )     372,806.24
S5474978   ALSTOM EUR6   Acquisitions   2,300.00   (53,725.42 )  
S5474978   ALSTOM EUR6   Dispositions   (2,080.00 )     58,686.67
C012873105   ALTA ENERGY LTD COM STK   Acquisitions   25.00   (1,180.75 )  
C012873105   ALTA ENERGY LTD COM STK   Free Delivery   (25.00 )      
C021441100   ALTERA CORP COM   Acquisitions   100.00   (1,625.95 )  
C021441100   ALTERA CORP COM   Dispositions   (7,170.00 )     123,061.77
C021441100   ALTERA CORP COM   Free Delivery   (88.00 )      
S4907732   ALTRAN TECHNOLOGIE EUR0.50   Dispositions   (230.00 )     13,814.53
S4907732   ALTRAN TECHNOLOGIE EUR0.50   Free Receipt   690.00        
C023135106   AMAZON COM INC COM   Acquisitions   50.00   (836.20 )  
C023135106   AMAZON COM INC COM   Dispositions   (7,050.00 )     112,667.23
C023139108   AMBAC FNCL GROUP COM STK   Acquisitions   200.00   (10,636.00 )  
C023139108   AMBAC FNCL GROUP COM STK   Dispositions   (7,565.00 )     427,177.51
C023139108   AMBAC FNCL GROUP COM STK   Free Receipt   4,635.00        
CG02602103   AMDOCS ORD GBP0.01   Acquisitions   55.00   (4,252.19 )  
CG02602103   AMDOCS ORD GBP0.01   Dispositions   (8,300.00 )     244,672.51
C025537101   AMER ELEC PWR CO INC COM   Acquisitions   35.00   (1,620.35 )  
C025537101   AMER ELEC PWR CO INC COM   Dispositions   (10,400.00 )     491,613.44
C025816109   AMER EXPRESS CO COM   Acquisitions   0.33   (12.99 )  
C025816109   AMER EXPRESS CO COM   Dispositions   (13,900.00 )     415,024.84
C025932104   AMER FINL GROUP INC OH COM STK   Acquisitions   2,200.00   (52,930.46 )  
C025932104   AMER FINL GROUP INC OH COM STK   Dispositions   (2,800.00 )     63,747.99
C026375105   AMER GREETINGS CORP CL A COM   Acquisitions   0.75   (10.45 )  
C026375105   AMER GREETINGS CORP CL A COM   Dispositions   (23,200.00 )     208,561.04
C026609107   AMER HOME PROD CORP COM   Acquisitions   0.20   (12.02 )  
C026609107   AMER HOME PROD CORP COM   Dispositions   (3,200.00 )     182,626.54
C026609107   AMER HOME PROD CORP COM   Free Delivery   (100.00 )      
C026874107   AMER INTL GROUP INC COM   Acquisitions   (2,200.00 ) 184,303.90    
C026874107   AMER INTL GROUP INC COM   Dispositions   (7,000.00 )     567,454.97
C026874107   AMER INTL GROUP INC COM   Free Delivery   (0.98 )      
C026874107   AMER INTL GROUP INC COM   Free Receipt   7,254.87        
C02365B100   AMER ONLINE LATIN AMER INC CL A   Acquisitions   3,200.00   (26,144.00 )  
C02365B100   AMER ONLINE LATIN AMER INC CL A   Dispositions   (3,200.00 )     25,535.14
C023657208   AMER W HLDGS CORP CL B   Acquisitions   55.00   (125.65 )  
C023657208   AMER W HLDGS CORP CL B   Dispositions   (3,000.00 )     26,369.12
C030411102   AMER WTR WK CO INC COM   Acquisitions   1.98   (82.25 )  
C030411102   AMER WTR WK CO INC COM   Dispositions   (12,070.00 )     477,564.99
C030411102   AMER WTR WK CO INC COM   Free Delivery   (0.00 )      
C023551104   AMERADA HESS CORP COM   Acquisitions   10.00   (879.85 )  
C023551104   AMERADA HESS CORP COM   Dispositions   (4,900.00 )     291,200.71
C029912201   AMERICAN TOWER CORP CL A   Acquisitions   80.00   (974.95 )  
C029912201   AMERICAN TOWER CORP CL A   Dispositions   (100.00 )     2,764.95
C029912201   AMERICAN TOWER CORP CL A   Free Delivery   (200.00 )      
C03060R101   AMERICREDIT CORP COM   Acquisitions   100.00   (4,879.95 )  
C03060R101   AMERICREDIT CORP COM   Dispositions   (10,500.00 )     502,067.00
C03071D109   AMERIPATH INC COM   Acquisitions   300.00   (7,763.70 )  
C03071D109   AMERIPATH INC COM   Dispositions   (300.00 )     6,954.81

C03073E105   AMERISOURCEBERGEN CORP COM   Acquisitions   (2,600.00 ) 163,241.00    
C03073E105   AMERISOURCEBERGEN CORP COM   Dispositions   (5,900.00 )     387,805.27
C03073E105   AMERISOURCEBERGEN CORP COM   Free Receipt   370.00        
C02368F108   AMERN ACCESS TECHNOLOGIES INC COM   Acquisitions   1,900.00   (5,377.00 )  
C02368F108   AMERN ACCESS TECHNOLOGIES INC COM   Dispositions   (5,000.00 )     14,699.50
S2442439   AMERN AXLE & MFG INC SR SUB NT 9.75 DUE 03-01-2009/03-01-2004 BEO PUT   Acquisitions   8,000.00   (8,180.00 )  
S2442439   AMERN AXLE & MFG INC SR SUB NT 9.75 DUE 03-01-2009/03-01-2004 BEO PUT   Dispositions   (10,000.00 )     9,262.50
C02553E106   AMERN EAGLE OUTFITTERS INC NEW COM   Acquisitions   40.00   (1,987.50 )  
C02553E106   AMERN EAGLE OUTFITTERS INC NEW COM   Dispositions   (11,400.00 )     290,933.11
C02553E106   AMERN EAGLE OUTFITTERS INC NEW COM   Free Receipt   1,120.00        
C025533407   AMERN ECOLOGY CORP COM NEW   Dispositions   (940.00 )     1,673.14
C025533407   AMERN ECOLOGY CORP COM NEW   Free Receipt   1,440.00        
C02660M108   AMERN HOME MTG HLDGS INC COM STK   Acquisitions   200.00   (4,229.95 )  
C02660M108   AMERN HOME MTG HLDGS INC COM STK   Dispositions   (800.00 )     6,425.81
C02744M108   AMERN MED SYS HLDGS INC COM STK   Acquisitions   400.00   (7,117.00 )  
C02744M108   AMERN MED SYS HLDGS INC COM STK   Dispositions   (5,000.00 )     96,146.79
C027648104   AMERN MULTIPLEXER CORP COM   Acquisitions   400.00   (189.95 )  
C027648104   AMERN MULTIPLEXER CORP COM   Free Delivery   (1,000.00 )      
C029066107   AMERN PWR CONVERSION CORP COM   Acquisitions   200.00   (2,703.95 )  
C029066107   AMERN PWR CONVERSION CORP COM   Dispositions   (350.00 )     5,657.36
C029595105   AMERN SHARED HOSP SVCS COM   Acquisitions   1,000.00   (3,969.95 )  
C029595105   AMERN SHARED HOSP SVCS COM   Dispositions   (1,000.00 )     3,189.94
C029712106   AMERN STD COS INC DEL COM   Acquisitions   600.00   (39,439.14 )  
C029712106   AMERN STD COS INC DEL COM   Dispositions   (7,400.00 )     394,887.82
C030111108   AMERN SUPERCONDUCTOR CORP   Acquisitions   1,190.00   (18,661.58 )  
S2785082   AMERN TOWER CORP SR NT DTD 01/31/2001 9.375 DUE 02-01-2009/02-01-2002 BEO   Dispositions   (20,000.00 )     16,200.00
S2785082   AMERN TOWER CORP SR NT DTD 01/31/2001 9.375 DUE 02-01-2009/02-01-2002 BEO   Free Receipt   59,000.00        
C031162100   AMGEN INC COM   Acquisitions   30.00   (2,004.85 )  
C031162100   AMGEN INC COM   Dispositions   (5,600.00 )     294,946.64
C031162100   AMGEN INC COM   Free Delivery   (200.00 )      
C031652100   AMKOR TECH INC COM   Acquisitions   200.00   (3,112.72 )  
C031652100   AMKOR TECH INC COM   Dispositions   (1,410.00 )     31,327.74
C031652100   AMKOR TECH INC COM   Free Delivery   (100.00 )      
S2800491   AMKOR TECH INC SR NT 9.25 DUE 02-15-2008BEO   Dispositions   (20,000.00 )     17,850.00
S2800491   AMKOR TECH INC SR NT 9.25 DUE 02-15-2008BEO   Free Receipt   20,000.00        
C032095101   AMPHENOL CORP NEW CL A   Acquisitions   100.00   (3,529.95 )  
C032095101   AMPHENOL CORP NEW CL A   Dispositions   (11,700.00 )     452,064.73
C001765106   AMR CORP COM   Acquisitions   50.00   (1,024.95 )  
C001765106   AMR CORP COM   Dispositions   (6,100.00 )     253,132.40
C032165102   AMSOUTH BANCORPORATION COM   Acquisitions   400.00   (6,897.00 )  
C032165102   AMSOUTH BANCORPORATION COM   Dispositions   (400.00 )     6,759.77
C032332504   AMTECH SYS INC COM PAR $0.01 NEW   Acquisitions   200.00   (2,071.95 )  
C032332504   AMTECH SYS INC COM PAR $0.01 NEW   Dispositions   (1,500.00 )     14,579.50
C03234G106   AMTRAN INC COM   Acquisitions   300.00   (5,780.99 )  
C03234G106   AMTRAN INC COM   Dispositions   (330.00 )     6,396.73
C032346108   AMYLIN PHARMACEUTICALS INC   Acquisitions   100.00   (1,117.43 )  
C032346108   AMYLIN PHARMACEUTICALS INC   Dispositions   (4,300.00 )     43,627.63
C032511107   ANADARKO PETRO CORP COM   Acquisitions   0.50   (27.50 )  
C032511107   ANADARKO PETRO CORP COM   Dispositions   (2,490.00 )     147,661.53
C032654105   ANALOG DEVICES INC COM   Acquisitions   (1,300.00 ) 75,369.19    
C032654105   ANALOG DEVICES INC COM   Dispositions   (3,300.00 )     163,242.91
C032744104   ANAREN MICROWAVE INC COM   Acquisitions   2,380.00   (125,247.50 )  
C032744104   ANAREN MICROWAVE INC COM   Dispositions   (3,300.00 )     139,109.50
C034393108   ANDREA ELECTRS CORP COM   Acquisitions   200.00   (539.95 )  
C034393108   ANDREA ELECTRS CORP COM   Dispositions   (620.00 )     693.02
C034553107   ANDRX GROUP COM   Acquisitions   75.00   (4,436.20 )  
C034553107   ANDRX GROUP COM   Dispositions   (700.00 )     47,808.40
C035229103   ANHEUSER BUSCH COS INC COM   Acquisitions   1.84   (82.50 )  
C035229103   ANHEUSER BUSCH COS INC COM   Dispositions   (13,600.00 )     545,211.25
C035229103   ANHEUSER BUSCH COS INC COM   Free Delivery   (200.00 )      
C035710409   ANNALY MTG MGMT INC COM   Acquisitions   100.00   (1,416.95 )  

C035710409   ANNALY MTG MGMT INC COM   Dispositions   (100.00 )     1,378.00
C036115103   ANNTAYLOR STORES CORP COM   Acquisitions   500.00   (16,519.95 )  
C036115103   ANNTAYLOR STORES CORP COM   Dispositions   (500.00 )     12,469.63
C00184A105   AOL TIME WARNER INC COM   Acquisitions   10.00   (390.05 )  
C00184A105   AOL TIME WARNER INC COM   Dispositions   (13,400.00 )     702,506.40
C00184A105   AOL TIME WARNER INC COM   Free Delivery   (1,500.00 )      
C00184A105   AOL TIME WARNER INC COM   Free Receipt   40,650.00        
C037389103   AON CORP COM   Acquisitions   300.00   (10,049.01 )  
C037389103   AON CORP COM   Dispositions   (300.00 )     9,830.67
C037411105   APACHE CORP COM   Acquisitions   0.23   (14.00 )  
C037411105   APACHE CORP COM   Dispositions   (4,150.00 )     255,897.48
C037598109   APOGEE ENTERPRISES INC COM   Acquisitions   0.34   (3.57 )  
C037598109   APOGEE ENTERPRISES INC COM   Dispositions   (100.00 )     1,055.01
C037604105   APOLLO GROUP INC CL A   Acquisitions   200.00   (8,915.95 )  
C037604105   APOLLO GROUP INC CL A   Dispositions   (24,300.00 )     1,014,564.06
C037604105   APOLLO GROUP INC CL A   Free Receipt   8,100.00        
C037604204   APOLLO GROUP INC UNIV PHOENIX ONLINE COM   Acquisitions   10.00   (252.40 )  
C037604204   APOLLO GROUP INC UNIV PHOENIX ONLINE COM   Dispositions   (3,370.00 )     120,483.25
C037833100   APPLE COMPUTER INC COM   Acquisitions   7.00   (161.27 )  
C037833100   APPLE COMPUTER INC COM   Dispositions   (6,230.00 )     112,320.65
C037899101   APPLEBEES INTL INC COM   Acquisitions   3.70   (121.99 )  
C037899101   APPLEBEES INTL INC COM   Dispositions   (5,000.00 )     201,463.28
C037899101   APPLEBEES INTL INC COM   Free Receipt   150.00        
C038020103   APPLERA CORP — APPLIED BIOSYSTEMS GROUP   Acquisitions   150.00   (4,223.95 )  
C038020103   APPLERA CORP — APPLIED BIOSYSTEMS GROUP   Dispositions   (5,000.00 )     150,110.98
C038020103   APPLERA CORP — APPLIED BIOSYSTEMS GROUP   Free Receipt   255.00        
C038020202   APPLERA CORP COM CELERA GENOMICS GROUP   Acquisitions   15.00   (554.95 )  
C038020202   APPLERA CORP COM CELERA GENOMICS GROUP   Dispositions   (10,000.00 )     228,337.36
C038020202   APPLERA CORP COM CELERA GENOMICS GROUP   Free Receipt   131.00        
C038222105   APPLIED MATERIALS INC COM   Acquisitions   (3,000.00 ) 114,710.10    
C038222105   APPLIED MATERIALS INC COM   Dispositions   (13,900.00 )     660,130.69
C038222105   APPLIED MATERIALS INC COM   Free Delivery   (1,000.00 )      
C03822W109   APPLIED MICRO CIRCUITS CORP CDT-COM   Acquisitions   35.00   (869.95 )  
C03822W109   APPLIED MICRO CIRCUITS CORP CDT-COM   Dispositions   (2,800.00 )     210,124.31
C03822W109   APPLIED MICRO CIRCUITS CORP CDT-COM   Free Delivery   (400.00 )      
C037935103   APPLIED MICROSYSTEMS CORP COM   Acquisitions   1,000.00   (4,114.95 )  
C037935103   APPLIED MICROSYSTEMS CORP COM   Dispositions   (1,000.00 )     4,164.91
CG04397108   APW LTD COM   Acquisitions   1,000.00   (2,514.95 )  
CG04397108   APW LTD COM   Dispositions   (10,450.00 )     66,963.43
C040790107   AR BEST CORP DEL COM   Acquisitions   700.00   (17,548.16 )  
C040790107   AR BEST CORP DEL COM   Dispositions   (5,200.00 )     114,369.66
C03875Q108   ARBITRON INC COM   Acquisitions   2,200.00   (65,271.80 )  
C03875Q108   ARBITRON INC COM   Free Delivery   (760.00 )      
C03875Q108   ARBITRON INC COM   Free Receipt   760.00        
C03878K108   ARC WIRELESS SOLUTIONS INC COM   Acquisitions   10,000.00   (4,944.00 )  
C03878K108   ARC WIRELESS SOLUTIONS INC COM   Dispositions   (5,000.00 )     1,673.56
C039380100   ARCH COAL INC COM   Acquisitions   0.43   (11.50 )  
C039380100   ARCH COAL INC COM   Dispositions   (7,600.00 )     161,838.87
C039483102   ARCHER-DANIELS-MIDLAND CO COM   Acquisitions   0.43   (5.67 )  
C039483102   ARCHER-DANIELS-MIDLAND CO COM   Dispositions   (25,305.00 )     328,303.69
C039483102   ARCHER-DANIELS-MIDLAND CO COM   Free Receipt   3,250.00        
C040026106   AREMISSOFT CORP DEL COM ISIN #US0400261063   Acquisitions   7,600.00   (162,427.96 )  
C040026106   AREMISSOFT CORP DEL COM ISIN #US0400261063   Dispositions   (6,400.00 )     168,988.28
C040026106   AREMISSOFT CORP DEL COM ISIN #US0400261063   Free Delivery   (200.00 )      
C040026106   AREMISSOFT CORP DEL COM ISIN #US0400261063   Free Receipt   100.00        
C040047102   ARENA PHARMACEUTICALS INC COM ISIN US0400471027   Acquisitions   100.00   (2,504.95 )  
C040047102   ARENA PHARMACEUTICALS INC COM ISIN US0400471027   Dispositions   (2,400.00 )     62,637.91
S4025140   ARGENTINA(REP OF) FRN 3/2005 USD1000 (REGD)   Acquisitions   40,000.00   (26,496.00 )  
S4025140   ARGENTINA(REP OF) FRN 3/2005 USD1000 (REGD)   Dispositions   (600,000.00 )     318,720.00
C04033V104   ARIBA INC COM   Acquisitions   45.00   (135.25 )  
C04033V104   ARIBA INC COM   Dispositions   (3,250.00 )     122,854.03
C042260109   ARMOR HLDGS INC COM   Acquisitions   2,800.00   (47,633.60 )  
C042260109   ARMOR HLDGS INC COM   Dispositions   (2,800.00 )     47,924.32

C04269E107   ARQULE INC COM   Acquisitions   300.00   (3,291.00 )  
C04269E107   ARQULE INC COM   Dispositions   (4,400.00 )     74,738.10
C042735100   ARROW ELECTR INC COM   Acquisitions   75.00   (2,227.50 )  
C042735100   ARROW ELECTR INC COM   Dispositions   (7,100.00 )     197,828.50
C04289L107   ART TECH GROUP INC OC-COM ISIN US04289L107   Acquisitions   100.00   (4,133.70 )  
C04289L107   ART TECH GROUP INC OC-COM ISIN US04289L107   Dispositions   (13,050.00 )     250,070.12
C044204105   ASHLAND INC COM   Acquisitions   8,900.00   (285,164.90 )  
C044204105   ASHLAND INC COM   Dispositions   (4,700.00 )     190,164.58
CG05330108   ASIA GLOBAL CROSSING   Acquisitions   800.00   (861.95 )  
CG05330108   ASIA GLOBAL CROSSING   Dispositions   (400.00 )     530.03
C045174109   ASK JEEVES INC OC-COM   Acquisitions   500.00   (1,344.95 )  
C045174109   ASK JEEVES INC OC-COM   Free Delivery   (100.00 )      
CN07045102   ASM INTL N V COM STK   Acquisitions   500.00   (8,164.95 )  
CN07045102   ASM INTL N V COM STK   Dispositions   (500.00 )     8,244.77
C045327103   ASPEN TECH INC COM   Acquisitions   100.00   (2,300.00 )  
C045327103   ASPEN TECH INC COM   Dispositions   (3,100.00 )     52,556.88
S254765U   AST BACKED SECS CORP HOME EQTY LN TR 2001-HE3 11-15-2031 BEO   Acquisitions   1,250,000.00   (1,250,000.00 )  
S254765U   AST BACKED SECS CORP HOME EQTY LN TR 2001-HE3 11-15-2031 BEO   Dispositions   (10,272.03 )     10,272.03
C046265104   ASTORIA FINL CORP COM   Acquisitions   2,800.00   (154,850.36 )  
C046265104   ASTORIA FINL CORP COM   Dispositions   (6,800.00 )     366,868.85
S0989529   ASTRAZENECA USD PAR .25   Acquisitions   373.00   (18,474.71 )  
S0989529   ASTRAZENECA USD PAR .25   Dispositions   (1,500.00 )     68,234.52
S5174342   ASUSTEK COMPUTER GDR REP 1 ORD TWD10 REG'S'   Acquisitions   4,470.00   0    
S5174342   ASUSTEK COMPUTER GDR REP 1 ORD TWD10 REG'S'   Dispositions   (4,100.00 )     15,295.87
C04648X107   ASYST TECHNOLOGIES INC COM   Acquisitions   100.00   (1,934.95 )  
C04648X107   ASYST TECHNOLOGIES INC COM   Dispositions   (8,300.00 )     142,672.24
C001957109   AT & T CORP COM STK   Acquisitions   7.94   (164.07 )  
C001957109   AT & T CORP COM STK   Dispositions   (23,900.00 )     522,969.48
C001957109   AT & T CORP COM STK   Free Delivery   (208.69 )      
C001957109   AT & T CORP COM STK   Free Receipt   226.00        
C045919107   AT HOME CORP COM SER A   Acquisitions   500.00   (479.95 )  
C045919107   AT HOME CORP COM SER A   Dispositions   (100.00 )     548.48
C045919107   AT HOME CORP COM SER A   Free Receipt   187.00        
C00209A106   AT&T WIRELESS SVCS INC COM   Acquisitions   2.00   (32.26 )  
C00209A106   AT&T WIRELESS SVCS INC COM   Dispositions   (10,400.00 )     169,789.92
C00209A106   AT&T WIRELESS SVCS INC COM   Free Delivery   (66.00 )      
C00209A106   AT&T WIRELESS SVCS INC COM   Free Receipt   28,895.07        
S2000978   ATI TECHNOLOGIES COM NPV   Acquisitions   100.00   (627.82 )  
S2000978   ATI TECHNOLOGIES COM NPV   Dispositions   (2,700.00 )     22,889.47
C049164106   ATLAS AIR WORLDWIDE HLDGS INC   Acquisitions   200.00   (3,091.98 )  
C049164106   ATLAS AIR WORLDWIDE HLDGS INC   Dispositions   (12,625.00 )     430,327.69
C048396105   ATLC COAST AIRLINES HLDG COM   Acquisitions   25.00   (1,092.45 )  
C048396105   ATLC COAST AIRLINES HLDG COM   Dispositions   (3,400.00 )     152,769.82
C048396105   ATLC COAST AIRLINES HLDG COM   Free Delivery   (400.00 )      
C048396105   ATLC COAST AIRLINES HLDG COM   Free Receipt   975.00        
C049513104   ATMEL CORP COM   Acquisitions   100.00   (1,079.95 )  
C049513104   ATMEL CORP COM   Dispositions   (6,210.00 )     72,193.19
C049513104   ATMEL CORP COM   Free Delivery   (800.00 )      
C04962L101   ATRIX LABS INC COM   Acquisitions   100.00   (2,359.95 )  
C04962L101   ATRIX LABS INC COM   Dispositions   (500.00 )     12,819.62
CM15332105   ATTUNITY LTD   Acquisitions   800.00   (1,349.95 )  
CM15332105   ATTUNITY LTD   Dispositions   (800.00 )     1,865.98
CM15342104   AUDIOCODES LTD COM STK   Acquisitions   100.00   (1,242.45 )  
CM15342104   AUDIOCODES LTD COM STK   Dispositions   (300.00 )     2,414.96
C053015103   AUTO DATA PROCESSING INC COM   Acquisitions   (1,300.00 ) 68,289.00    
C053015103   AUTO DATA PROCESSING INC COM   Dispositions   (1,800.00 )     107,201.36
C052769106   AUTODESK INC COM   Acquisitions   1,800.00   (52,373.52 )  
C052769106   AUTODESK INC COM   Dispositions   (6,500.00 )     216,671.57
S5247374   AUTOLIV INC USD1 SDR (SWEDISH DEP RECPT   Acquisitions   1,950.00   (40,471.53 )  
S5247374   AUTOLIV INC USD1 SDR (SWEDISH DEP RECPT   Dispositions   (1,970.00 )     41,148.60
C05329W102   AUTONATION INC DEL COM   Acquisitions   1,000.00   (10,235.00 )  

S0118271   AUTONOMY CORP ORD GBX0.333333   Dispositions   (1,800.00 )     10,415.75
S0118271   AUTONOMY CORP ORD GBX0.333333   Free Receipt   4,000.00        
C053332102   AUTOZONE INC COM   Acquisitions   200.00   (9,763.95 )  
C053332102   AUTOZONE INC COM   Dispositions   (500.00 )     23,144.27
C05348W109   AVANEX CORP COM STK   Acquisitions   100.00   (522.95 )  
C05348W109   AVANEX CORP COM STK   Dispositions   (1,490.00 )     40,775.92
C05348W109   AVANEX CORP COM STK   Free Delivery   (500.00 )      
C053487104   AVANT CORP COM   Acquisitions   100.00   (2,248.70 )  
C053487104   AVANT CORP COM   Dispositions   (4,800.00 )     86,732.62
C053491106   AVANT IMMUNOTHERAPEUTICS INC COM   Acquisitions   500.00   (2,483.73 )  
C053491106   AVANT IMMUNOTHERAPEUTICS INC COM   Dispositions   (5,000.00 )     21,549.24
C053499109   AVAYA INC COM   Acquisitions   50.00   (829.95 )  
C053499109   AVAYA INC COM   Dispositions   (11,200.00 )     163,015.02
C053499109   AVAYA INC COM   Free Delivery   (58.00 )      
C053611109   AVERY DENNISON CORP COM   Acquisitions   60.00   (2,730.60 )  
C053611109   AVERY DENNISON CORP COM   Dispositions   (100.00 )     5,449.81
C053807103   AVNET INC COM   Acquisitions   100.00   (2,390.95 )  
C053807103   AVNET INC COM   Dispositions   (18,300.00 )     319,434.13
C053807103   AVNET INC COM   Free Receipt   17.00        
C053893103   AVOCENT CORP COM   Acquisitions   4,500.00   (140,250.15 )  
C053893103   AVOCENT CORP COM   Dispositions   (3,200.00 )     170,674.31
C054303102   AVON PROD INC COM   Acquisitions   100.00   (4,541.95 )  
C054303102   AVON PROD INC COM   Dispositions   (7,200.00 )     323,771.03
C002444107   AVX CORP COM   Acquisitions   100.00   (1,830.95 )  
C002444107   AVX CORP COM   Dispositions   (15,140.00 )     274,179.26
C05453N100   AWARE INC MASS COM   Acquisitions   249.00   (1,299.78 )  
C05453N100   AWARE INC MASS COM   Dispositions   (13,800.00 )     233,652.43
S7088429   AXA EUR2.29   Acquisitions   600.00   (15,292.13 )  
S7088429   AXA EUR2.29   Dispositions   (900.00 )     20,137.21
S7088429   AXA EUR2.29   Free Receipt   9,976.00        
S4026927   AXA EUR9.15   Acquisitions   130.00   (17,281.13 )  
S4026927   AXA EUR9.15   Dispositions   (239.00 )     29,648.94
S4026927   AXA EUR9.15   Free Delivery   (2,494.00 )      
C054540109   AXCELIS TECHNOLOGIES INC COM STK ISIN# US0545401095   Acquisitions   3,200.00   (45,041.92 )  
C054540109   AXCELIS TECHNOLOGIES INC COM STK ISIN# US0545401095   Dispositions   (2,122.00 )     18,593.40
C054540109   AXCELIS TECHNOLOGIES INC COM STK ISIN# US0545401095   Free Receipt   2,122.20        
C00246W103   AXT INC COM   Acquisitions   1,900.00   (49,428.50 )  
C00246W103   AXT INC COM   Dispositions   (4,100.00 )     102,020.99
C054802103   AZTAR CORP COM   Acquisitions   5,200.00   (62,440.04 )  
C054802103   AZTAR CORP COM   Dispositions   (8,600.00 )     111,636.31
S903015W   BAA CREDIT INDEX 1312.95 CALL OPTION 08-01-2001 (OTC)   Acquisitions   24.00   (7,173.79 )  
S903015W   BAA CREDIT INDEX 1312.95 CALL OPTION 08-01-2001 (OTC)   Dispositions   (24.00 )     1,200.00
S903016W   BAA CREDIT INDEX 1312.95 PUT OPTION 08-01-2001 OTC   Acquisitions   24.00   (1,200.00 )  
S903016W   BAA CREDIT INDEX 1312.95 PUT OPTION 08-01-2001 OTC   Dispositions   (24.00 )     1,200.00
S0263494   BAE SYSTEMS ORD GBP0.025   Acquisitions   233.00   (1,229.00 )  
S0263494   BAE SYSTEMS ORD GBP0.025   Dispositions   (9,420.00 )     42,237.87
C057224107   BAKER HUGHES INC COM   Acquisitions   1.71   (57.50 )  
C057224107   BAKER HUGHES INC COM   Dispositions   (3,000.00 )     114,339.08
C058498106   BALL CORP COM   Acquisitions   5,560.00   (361,730.82 )  
C058498106   BALL CORP COM   Dispositions   (100.00 )     3,925.86
C05858H104   BALLARD PWR SYS INC COM   Acquisitions   30.00   (749.95 )  
C05858H104   BALLARD PWR SYS INC COM   Dispositions   (100.00 )     4,019.11
C064057102   BANK N.Y. CO INC COM   Acquisitions   0.33   (18.19 )  
C064057102   BANK N.Y. CO INC COM   Dispositions   (25,700.00 )     1,206,297.20
C064057102   BANK N.Y. CO INC COM   Free Delivery   (200.00 )      
C06423A103   BANK ONE CORP COM   Acquisitions   1.79   (66.18 )  
C06423A103   BANK ONE CORP COM   Dispositions   (7,000.00 )     236,172.11
C06646R107   BANKNORTH GROUP INC NEW COM   Acquisitions   1,740.00   (35,148.00 )  

C06646R107   BANKNORTH GROUP INC NEW COM   Dispositions   (3,590.00 )     79,156.86
S0078201   BARCLAYS PLC ORD GBP1   Acquisitions   198.00   (5,545.74 )  
S0078201   BARCLAYS PLC ORD GBP1   Dispositions   (1,400.00 )     43,774.02
C067383109   BARD C R INC CAP   Acquisitions   500.00   (22,029.80 )  
C067383109   BARD C R INC CAP   Dispositions   (10,300.00 )     581,762.69
C067774109   BARNES & NOBLE INC COM   Acquisitions   1,120.00   (26,947.20 )  
C067774109   BARNES & NOBLE INC COM   Dispositions   (16,600.00 )     453,355.75
C067846105   BARNESANDNOBLE COM INC CL A ISIN #US0678461056   Acquisitions   250.00   (619.95 )  
C067846105   BARNESANDNOBLE COM INC CL A ISIN #US0678461056   Dispositions   (8,557.00 )     10,171.35
C067846105   BARNESANDNOBLE COM INC CL A ISIN #US0678461056   Free Receipt   8,557.00        
C068306109   BARR LABS INC COM   Acquisitions   100.00   (6,955.95 )  
C068306109   BARR LABS INC COM   Dispositions   (2,200.00 )     181,028.00
C068306109   BARR LABS INC COM   Free Receipt   16.00        
C068313105   BARRA INC COM   Acquisitions   100.00   (4,095.00 )  
C068313105   BARRA INC COM   Dispositions   (5,250.00 )     267,649.72
C068313105   BARRA INC COM   Free Receipt   1,750.00        
C067901108   BARRICK GOLD CORP   Acquisitions   40.00   (611.95 )  
C067901108   BARRICK GOLD CORP   Dispositions   (300.00 )     5,144.87
C071707103   BAUSCH & LOMB INC COM   Acquisitions   6,000.00   (182,943.00 )  
C071707103   BAUSCH & LOMB INC COM   Dispositions   (1,000.00 )     42,676.57
C071813109   BAXTER INTL INC COM   Acquisitions   13.00   (676.05 )  
C071813109   BAXTER INTL INC COM   Dispositions   (7,600.00 )     370,307.52
C071813109   BAXTER INTL INC COM   Free Receipt   16,300.00        
S5069211   BAYER AG ORD NPV   Acquisitions   960.00   (22,830.22 )  
S5069211   BAYER AG ORD NPV   Dispositions   (3,000.00 )     147,834.48
S4325419   BAYER HYPO-VEREINS ORD NPV   Acquisitions   270.00   (14,026.40 )  
C07262L119   BAYVIEW CAP CORP RTS 5/14/01   Dispositions   (8,000.00 )     4,083.86
C07262L119   BAYVIEW CAP CORP RTS 5/14/01   Free Receipt   8,000.00        
C054937107   BB&T CORP COM   Acquisitions   100.00   (3,435.25 )  
C054937107   BB&T CORP COM   Dispositions   (400.00 )     14,331.52
S5501906   BBVA(BILB-VIZ-ARG) EUR0.49   Acquisitions   430.00   (5,588.26 )  
S5501906   BBVA(BILB-VIZ-ARG) EUR0.49   Dispositions   (5,228.00 )     81,661.73
S5528604   BCA NAZ DEL LAVORO EUR0.50   Acquisitions   8,250.00   (27,305.23 )  
S5528604   BCA NAZ DEL LAVORO EUR0.50   Dispositions   (8,250.00 )     16,834.85
S5705946   BCO SANT CENT HISP EUR0.50(REGD)   Acquisitions   1,400.00   (13,373.87 )  
S5705946   BCO SANT CENT HISP EUR0.50(REGD)   Dispositions   (2,871.00 )     31,740.12
C073302101   BE AEROSPACE INC COM   Acquisitions   50.00   (500.95 )  
C073302101   BE AEROSPACE INC COM   Dispositions   (5,850.00 )     53,057.72
C073325102   BEA SYS INC COM   Acquisitions   85.00   (1,091.60 )  
C073325102   BEA SYS INC COM   Dispositions   (10,000.00 )     200,193.27
C073325102   BEA SYS INC COM   Free Delivery   (200.00 )      
C07368XNS3   BEAL BK SSB DALLAS TEX DTD 03-28-2001 4.85 C/D 09-28-2001   Acquisitions   50,000.00   (50,000.00 )  
C07368XNS3   BEAL BK SSB DALLAS TEX DTD 03-28-2001 4.85 C/D 09-28-2001   Dispositions   (50,000.00 )     50,000.00
C073902108   BEAR STEARNS COS INC COM   Acquisitions   830.00   (36,420.23 )  
C073902108   BEAR STEARNS COS INC COM   Dispositions   (3,390.00 )     186,451.23
C07556Q105   BEAZER HOMES USA INC COM   Acquisitions   100.00   (5,033.95 )  
C07556Q105   BEAZER HOMES USA INC COM   Dispositions   (250.00 )     13,647.09
C075571109   BEBE STORES INC COM   Acquisitions   224.00   (4,285.95 )  
C075811109   BECKMAN COULTER INC COM   Dispositions   (10,600.00 )     424,727.83
C075811109   BECKMAN COULTER INC COM   Free Receipt   11,900.00        
C075887109   BECTON DICKINSON & CO COM   Acquisitions   100.00   (3,391.57 )  
C075887109   BECTON DICKINSON & CO COM   Dispositions   (4,220.00 )     130,580.58
C075896100   BED BATH BEYOND INC COM   Acquisitions   62.00   (2,007.13 )  
C075896100   BED BATH BEYOND INC COM   Dispositions   (1,940.00 )     53,852.21
C077347300   BEL FUSE INC CL B   Acquisitions   62.00   (2,496.08 )  
C077347300   BEL FUSE INC CL B   Dispositions   (62.00 )     2,015.48
C078137106   BELL MICROPRODUCTS INC COM   Acquisitions   100.00   (2,098.70 )  
C078137106   BELL MICROPRODUCTS INC COM   Dispositions   (252.00 )     2,303.49
C079860102   BELLSOUTH CORP COM STK   Acquisitions   0.92   (38.34 )  
C079860102   BELLSOUTH CORP COM STK   Dispositions   (17,200.00 )     656,968.19

C079895207   BELLWETHER EXPL CO COM NEW   Acquisitions   1,000.00   (7,779.95 )  
C079895207   BELLWETHER EXPL CO COM NEW   Free Delivery   (6,000.00 )      
C080555105   BELO CORP   Acquisitions   2,500.00   (42,400.00 )  
C080555105   BELO CORP   Dispositions   (7,800.00 )     140,953.77
C084423102   BERKLEY W R CORP COM   Acquisitions   1,000.00   (53,970.10 )  
C084423102   BERKLEY W R CORP COM   Dispositions   (1,800.00 )     72,461.08
C084670207   BERKSHIRE HATHAWAY INC CL B COM   Acquisitions   1.00   (2,186.95 )  
C084670207   BERKSHIRE HATHAWAY INC CL B COM   Dispositions   (15.00 )     32,248.97
C086516101   BEST BUY INC COM STK   Acquisitions   20.00   (474.14 )  
C086516101   BEST BUY INC COM STK   Dispositions   (2,700.00 )     178,283.15
C086516101   BEST BUY INC COM STK   Free Delivery   (500.00 )      
C087509105   BETHLEHEM STEEL CORP COM   Acquisitions   (9,500.00 ) 33,725.00    
C087509105   BETHLEHEM STEEL CORP COM   Dispositions   (29,500.00 )     88,027.96
S0876289   BG GROUP ORD GBP0.10   Acquisitions   5,400.00   (20,449.75 )  
S0876289   BG GROUP ORD GBP0.10   Dispositions   (9,633.00 )     37,270.23
S2144337   BHP BILLITON LTD   Acquisitions   11,183.55   0    
S6372907   BHP LIMITED NPV BONUS DFD   Dispositions   (51,950.00 )     0
S6372907   BHP LIMITED NPV BONUS DFD   Free Receipt   51,950.00        
C089302103   BIG LOTS INC COM   Acquisitions   1,500.00   (18,390.00 )  
C089302103   BIG LOTS INC COM   Dispositions   (35,600.00 )     359,715.26
C089302103   BIG LOTS INC COM   Free Receipt   2,800.00        
C090327107   BINDVIEW DEV CORP COM   Acquisitions   2,100.00   (16,218.72 )  
C090327107   BINDVIEW DEV CORP COM   Dispositions   (22,700.00 )     71,314.21
C090578105   BIO TECH GEN CORP COM   Acquisitions   100.00   (639.32 )  
C090578105   BIO TECH GEN CORP COM   Dispositions   (1,000.00 )     9,344.72
C090578105   BIO TECH GEN CORP COM   Free Delivery   (3,324.00 )      
C090923103   BIO VASCULAR INC COM   Acquisitions   100.00   (903.95 )  
C090923103   BIO VASCULAR INC COM   Dispositions   (100.00 )     550.03
C09058M103   BIOANALYTICAL SYS INC COM   Acquisitions   100.00   (564.95 )  
C09058M103   BIOANALYTICAL SYS INC COM   Dispositions   (100.00 )     872.01
C090597105   BIOGEN INC COM   Acquisitions   100.00   (5,228.00 )  
C090597105   BIOGEN INC COM   Dispositions   (1,200.00 )     67,190.68
C09059T206   BIOJECT MED TECHNOLOGIES INC COM NEW BIOJECT MED TECH NEW   Acquisitions   200.00   (2,219.95 )  
C09059T206   BIOJECT MED TECHNOLOGIES INC COM NEW BIOJECT MED TECH NEW   Dispositions   (300.00 )     4,154.91
C090911108   BIOLASE TECH INC COM   Acquisitions   (360.00 ) 1,603.95    
C090911108   BIOLASE TECH INC COM   Dispositions   (1,500.00 )     3,892.36
C09061H307   BIOMERICA INC COM NEW   Acquisitions   500.00   (550.71 )  
C09061H307   BIOMERICA INC COM NEW   Dispositions   (18,600.00 )     15,335.02
C090613100   BIOMET INC COM   Acquisitions   55.00   (2,441.70 )  
C090613100   BIOMET INC COM   Dispositions   (4,520.00 )     127,956.93
C090613100   BIOMET INC COM   Free Receipt   2,320.00        
C09065H105   BIOPURE CORP CL A   Acquisitions   10.00   (297.45 )  
C09065H105   BIOPURE CORP CL A   Dispositions   (2,300.00 )     51,437.78
C090951104   BIORELIANCE CORP COM   Acquisitions   200.00   (4,314.95 )  
C090951104   BIORELIANCE CORP COM   Dispositions   (200.00 )     4,518.89
C090945106   BIOSITE INC COM   Acquisitions   300.00   (17,250.00 )  
C090945106   BIOSITE INC COM   Dispositions   (5,000.00 )     219,476.68
C090578105   BIO-TECHNOLOGY GEN COM STK USD0.01   Acquisitions   200.00   (2,235.95 )  
C090578105   BIO-TECHNOLOGY GEN COM STK USD0.01   Dispositions   (3,194.00 )     28,968.58
C090578105   BIO-TECHNOLOGY GEN COM STK USD0.01   Free Receipt   3,324.00        
C09067J109   BIOVAIL CORP COM   Acquisitions   20.00   (804.60 )  
C09067J109   BIOVAIL CORP COM   Dispositions   (16,000.00 )     667,510.51
C055472104   BISYS GROUP INC COM   Acquisitions   300.00   (15,618.75 )  
C055472104   BISYS GROUP INC COM   Dispositions   (8,600.00 )     408,625.69
C055482103   BJ SVCS CO COM   Acquisitions   100.00   (1,816.95 )  
C055482103   BJ SVCS CO COM   Dispositions   (2,520.00 )     210,399.12
C05548J106   BJS WHSL CLUB INC COM STK   Acquisitions   50.00   (1,981.25 )  
C05548J106   BJS WHSL CLUB INC COM STK   Dispositions   (6,100.00 )     280,224.65
C060505104   BK AMER CORP COM   Acquisitions   2.97   (128.55 )  
C060505104   BK AMER CORP COM   Dispositions   (6,600.00 )     314,140.27
S2713641   BK AMER CORP SUB NT 7.4 DUE 01-15-2011 BEO   Acquisitions   525,000.00   (561,844.50 )  
S2713641   BK AMER CORP SUB NT 7.4 DUE 01-15-2011 BEO   Dispositions   (10,000.00 )     11,105.30
S0764403   BK OF IRELAND ORD STK EUR0.64   Acquisitions   373.52   (4,200.42 )  

S0764403   BK OF IRELAND ORD STK EUR0.64   Dispositions   (4,780.00 )     40,331.75
S0764403   BK OF IRELAND ORD STK EUR0.64   Free Delivery   (43,850.39 )      
C092113109   BLACK HILLS CORP COM   Acquisitions   100.00   (5,058.95 )  
C092113109   BLACK HILLS CORP COM   Dispositions   (100.00 )     5,183.87
C09247X101   BLACKROCK INC CL A COM STK   Acquisitions   3,000.00   (130,911.00 )  
C09247X101   BLACKROCK INC CL A COM STK   Dispositions   (3,520.00 )     118,154.71
C093671105   BLOCK H & R INC COM   Acquisitions   30.00   (1,012.45 )  
C093671105   BLOCK H & R INC COM   Dispositions   (100.00 )     5,399.82
C093671105   BLOCK H & R INC COM   Free Receipt   2,300.00        
C093679108   BLOCKBUSTER INC CL A CL A ISIN #US0936791088   Acquisitions   470.00   (11,557.30 )  
C093679108   BLOCKBUSTER INC CL A CL A ISIN #US0936791088   Dispositions   (10,800.00 )     213,883.61
C055921100   BMC SOFTWARE INC COM STK   Acquisitions   50.00   (814.45 )  
C055921100   BMC SOFTWARE INC COM STK   Dispositions   (4,990.00 )     144,841.39
S4133667   BNP PARIBAS EUR4   Acquisitions   180.00   (14,705.74 )  
S4133667   BNP PARIBAS EUR4   Dispositions   (480.00 )     39,047.39
S0108120   BOC GROUP ORD 25P   Acquisitions   432.00   (6,377.80 )  
S0108120   BOC GROUP ORD 25P   Dispositions   (2,300.00 )     33,189.94
C097023105   BOEING CO COM   Acquisitions   4.29   (276.16 )  
C097023105   BOEING CO COM   Dispositions   (11,900.00 )     663,226.75
C097023105   BOEING CO COM   Free Delivery   (216.17 )      
C097383103   BOISE CASCADE CORP COM   Acquisitions   3,300.00   (97,266.51 )  
C097383103   BOISE CASCADE CORP COM   Dispositions   (11,900.00 )     419,519.31
S2109723   BOMBARDIER INC CLASS'B'SUB VTG NPV CAD   Acquisitions   200.00   (1,498.42 )  
S2109723   BOMBARDIER INC CLASS'B'SUB VTG NPV CAD   Dispositions   (3,400.00 )     33,201.62
C099709107   BORDERS GROUP INC COM STK   Acquisitions   2,000.00   (24,445.20 )  
C099709107   BORDERS GROUP INC COM STK   Dispositions   (29,400.00 )     454,491.15
C099724106   BORG WARNER INC COM   Acquisitions   7,000.00   (280,439.60 )  
C099724106   BORG WARNER INC COM   Dispositions   (3,800.00 )     163,513.86
C099849101   BORLAND SOFTWARE CORP COM   Acquisitions   1,000.00   (10,180.00 )  
C099849101   BORLAND SOFTWARE CORP COM   Dispositions   (9,700.00 )     133,952.52
C099849101   BORLAND SOFTWARE CORP COM   Free Receipt   12,500.00        
S4002121   BOUYGUES EUR1   Acquisitions   100.00   (3,367.51 )  
S4002121   BOUYGUES EUR1   Dispositions   (1,400.00 )     50,435.92
C102183100   BOWATER INC COM   Acquisitions   4,500.00   (250,195.95 )  
C102183100   BOWATER INC COM   Dispositions   (4,500.00 )     193,507.04
C104576103   BRADLEY PHARMACEUTICALS INC COM   Acquisitions   100.00   (449.95 )  
C104576103   BRADLEY PHARMACEUTICALS INC COM   Dispositions   (350.00 )     4,089.07
S6384441   BRAMBLES BONUS DEFFERED SHARES   Free Delivery   (9,386.00 )      
S6384441   BRAMBLES BONUS DEFFERED SHARES   Free Receipt   9,386.00        
S6120009   BRAMBLES INDS LTD A$0.50   Acquisitions   2,000.00   (10,861.57 )  
S6120009   BRAMBLES INDS LTD A$0.50   Free Delivery   (9,386.00 )      
S6120009   BRAMBLES INDS LTD A$0.50   Free Receipt   9,386.00        
S903185W   BRAZIL C BOND 80.25 CALL OPTION 04-16-2001 (OTC)   Acquisitions   350.00   (4,482.33 )  
S903185W   BRAZIL C BOND 80.25 CALL OPTION 04-16-2001 (OTC)   Dispositions   (350.00 )     0
S903110W   BRAZIL C BOND 80.9375 CALL OPTION 04-04-2001   Acquisitions   160.00   (2,029.36 )  
S903110W   BRAZIL C BOND 80.9375 CALL OPTION 04-04-2001   Dispositions   (160.00 )     0
S903120W   BRAZIL C BOND 80.9375 CALL OPTION 04-05-2001   Acquisitions   240.00   (3,044.05 )  
S903120W   BRAZIL C BOND 80.9375 CALL OPTION 04-05-2001   Dispositions   (240.00 )     0
S903112W   BRAZIL C BOND 81.0625 CALL OPTION 04-04-2001   Acquisitions   50.00   (615.71 )  
S903112W   BRAZIL C BOND 81.0625 CALL OPTION 04-04-2001   Dispositions   (50.00 )     0
S903121W   BRAZIL C BOND 81.1875 CALL OPTION 04-05-2001   Acquisitions   120.00   (1,477.69 )  
S903121W   BRAZIL C BOND 81.1875 CALL OPTION 04-05-2001   Dispositions   (120.00 )      
S903119W   BRAZIL C BOND 81.25 CALL OPTION 04-05-2001   Acquisitions   70.00   (870.61 )  
S903119W   BRAZIL C BOND 81.25 CALL OPTION 04-05-2001   Dispositions   (190.00 )     0
S903139W   BRAZIL C BOND 81.3125 CALL OPTION 04-06-2001 (OTC)   Acquisitions   70.00   (1,477.69 )  
S903139W   BRAZIL C BOND 81.3125 CALL OPTION 04-06-2001 (OTC)   Dispositions   (70.00 )     0
S903140W   BRAZIL C BOND 81.3125 CALL OPTION 04-09-2001 (OTC)   Acquisitions   70.00   (870.61 )  
S903140W   BRAZIL C BOND 81.3125 CALL OPTION 04-09-2001 (OTC)   Dispositions   (70.00 )      

S240571U   BRAZIL FEDERATIVE REP US$GLOBAL BD 10.25 DUE 01-11-2006 BEO   Acquisitions   330,000.00   (326,353.50 )  
S240571U   BRAZIL FEDERATIVE REP US$GLOBAL BD 10.25 DUE 01-11-2006 BEO   Dispositions   (150,000.00 )     148,612.50
S2619534   BRAZIL FEDERATIVE REP US$GLOBAL BD 11 DUE 08-17-2040/08-17-2015 BEO   Acquisitions   90,000.00   (73,215.00 )  
S2619534   BRAZIL FEDERATIVE REP US$GLOBAL BD 11 DUE 08-17-2040/08-17-2015 BEO   Dispositions   (130,000.00 )     107,120.00
S2619534   BRAZIL FEDERATIVE REP US$GLOBAL BD 11 DUE 08-17-2040/08-17-2015 BEO   Free Receipt   630,000.00        
S4286958   BRAZIL(FED REP OF) 11% BDS 17/08/2040 USD1000   Acquisitions   (100,000.00 ) 80,920.00    
S4286958   BRAZIL(FED REP OF) 11% BDS 17/08/2040 USD1000   Free Delivery   (630,000.00 )      
S4152178   BRAZIL(FED REP OF) VAR% BDS 15/4/2014 USD   Acquisitions   20,000.00   (18,532.72 )  
S4152178   BRAZIL(FED REP OF) VAR% BDS 15/4/2014 USD   Dispositions   (100,000.00 )     92,509.68
C109473108   BRIGHTPOINT INC COM   Acquisitions   46,900.00   (169,022.91 )  
C109473108   BRIGHTPOINT INC COM   Dispositions   (19,300.00 )     98,372.68
C109641100   BRINKER INTL INC COM   Acquisitions   90.00   (2,293.65 )  
C109641100   BRINKER INTL INC COM   Dispositions   (11,170.00 )     282,582.61
C109641100   BRINKER INTL INC COM   Free Receipt   2,050.00        
C110122108   BRISTOL MYERS SQUIBB CO COM   Acquisitions   0.22   (13.87 )  
C110122108   BRISTOL MYERS SQUIBB CO COM   Dispositions   (1,800.00 )     102,344.58
S2801029   BRISTOL MYERS SQUIBB CO NT 4.75 DUE 10-01-2006 BEO   Acquisitions   220,000.00   (219,417.00 )  
S2801029   BRISTOL MYERS SQUIBB CO NT 4.75 DUE 10-01-2006 BEO   Dispositions   (220,000.00 )     222,648.80
S0463993   BRIT TELECOMMUNICATIONS P L C NT 7.625 DUE 12-15-2005 BEO   Acquisitions   110,000.00   (109,822.90 )  
S0463993   BRIT TELECOMMUNICATIONS P L C NT 7.625 DUE 12-15-2005 BEO   Dispositions   (100,000.00 )     100,587.00
C111021AE1   BRIT TELECOMMUNICATIONS P L C NT 8.625 DUE 12-15-2030 BEO   Acquisitions   10,000.00   (10,302.45 )  
S0464383   BRIT TELECOMMUNICATIONS P L C NT 8.625 DUE 12-15-2030 BEO   Dispositions   (160,000.00 )     165,496.00
S0140843   BRITISH TELECOM ORD 25P   Acquisitions   3,000.00   (16,227.67 )  
S0140843   BRITISH TELECOM ORD 25P   Dispositions   (8,000.00 )     63,474.14
C111320107   BROADCOM CORP CL A   Acquisitions   15.00   (480.85 )  
C111320107   BROADCOM CORP CL A   Dispositions   (3,100.00 )     412,487.43
C111320107   BROADCOM CORP CL A   Free Delivery   (100.00 )      
C111412102   BROADVISION INC COM   Acquisitions   100.00   (536.95 )  
C111412102   BROADVISION INC COM   Dispositions   (3,200.00 )     55,798.14
C111620100   BROADWING INC COM ISIN US1116201005   Acquisitions   140.00   (1,386.55 )  
C111620100   BROADWING INC COM ISIN US1116201005   Dispositions   (66,900.00 )     532,258.66
C111621108   BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087   Acquisitions   10.00   (923.70 )  
C111621108   BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087   Dispositions   (1,000.00 )     188,677.51
C111621108   BROCADE COMMUNICATIONS SYS INC COM ISIN #US1116211087   Free Receipt   1,115.00        
C115236101   BROWN & BROWN INC COM   Acquisitions   78.00   (2,479.15 )  
C115236101   BROWN & BROWN INC COM   Dispositions   (2.00 )     60.49
C115236101   BROWN & BROWN INC COM   Free Receipt   3,100.00        
C115660201   BROWN TOM INC COM NEW   Acquisitions   25,400.00   (808,037.50 )  
C115660201   BROWN TOM INC COM NEW   Dispositions   (7,400.00 )     188,359.98
C116795105   BRUKER DALTONICS INC COM ISIN US1167951052   Acquisitions   1,800.00   (34,740.00 )  
C116795105   BRUKER DALTONICS INC COM ISIN US1167951052   Dispositions   (3,700.00 )     90,584.08
C117043109   BRUNSWICK CORP COM   Acquisitions   2,270.00   (45,524.85 )  
C117043109   BRUNSWICK CORP COM   Dispositions   (12,030.00 )     288,706.74
C101121101   BSTN PPTYS INC COM STK   Acquisitions   4.50   (174.00 )  
C101121101   BSTN PPTYS INC COM STK   Dispositions   (304.50 )     10,645.36
C101137107   BSTN SCIENTIFIC CORP COM   Acquisitions   50.00   (779.95 )  
C101137107   BSTN SCIENTIFIC CORP COM   Dispositions   (300.00 )     7,160.81
C101137107   BSTN SCIENTIFIC CORP COM   Free Delivery   (200.00 )      
S5516751   BUHRMANN NV EUR1.20(POST CONS)   Acquisitions   223.00   (3,633.89 )  
S405870W   BUHRMANN STOCK DIVIDEND 09/05/01   Dispositions   (25.00 )     8.84
S405870W   BUHRMANN STOCK DIVIDEND 09/05/01   Free Receipt   2,590.00        

S4149534   BULGARIA(NAT REP) FRN 7/11 USD(VAR)BR   Acquisitions   30,000.00   (24,112.50 )  
S4149534   BULGARIA(NAT REP) FRN 7/11 USD(VAR)BR   Dispositions   (140,000.00 )     108,108.00
S0154004   BUNZL ORD 25P   Acquisitions   599.00   (3,823.11 )  
S0154004   BUNZL ORD 25P   Dispositions   (8,390.00 )     55,678.44
C121579106   BURL COAT FACTORY WHSE CORP COM   Acquisitions   3,500.00   (66,479.35 )  
C121579106   BURL COAT FACTORY WHSE CORP COM   Dispositions   (3,600.00 )     71,211.02
C12189T104   BURL NORTHN SANTA FE CORP COM   Acquisitions   100.00   (2,563.50 )  
C12189T104   BURL NORTHN SANTA FE CORP COM   Dispositions   (400.00 )     11,463.61
C122014103   BURL RES INC COM   Acquisitions   150.00   (6,779.95 )  
C122014103   BURL RES INC COM   Dispositions   (3,820.00 )     141,334.13
C12232C108   BURNHAM PAC PPTYS (STATE INCORP CHANGED FROM CAL MARYLND CUSIP WILL REMAIN SAME)   Acquisitions   10,000.00   (46,745.00 )  
C12232C108   BURNHAM PAC PPTYS (STATE INCORP CHANGED FROM CAL MARYLND CUSIP WILL REMAIN SAME)   Dispositions   (8,800.00 )     44,678.74
C129900106   CA AMPLIFIER INC COM   Acquisitions   2,000.00   (23,310.00 )  
C129900106   CA AMPLIFIER INC COM   Dispositions   (5,000.00 )     64,847.79
S0162557   CABLE & WIRELESS ORD GBP0.25   Acquisitions   3,000.00   (15,497.21 )  
S0162557   CABLE & WIRELESS ORD GBP0.25   Dispositions   (3,810.00 )     48,214.68
C12686C109   CABLEVISION NY GROUP CL A COM   Acquisitions   (11,200.00 ) 658,591.36    
C12686C109   CABLEVISION NY GROUP CL A COM   Dispositions   (5,100.00 )     302,742.73
C12686C844   CABLEVISION SYS CORP-RAINBOW   Acquisitions   8,000.00   (214,648.00 )  
C12686C844   CABLEVISION SYS CORP-RAINBOW   Dispositions   (8,300.00 )     173,962.19
C12686C844   CABLEVISION SYS CORP-RAINBOW   Free Receipt   300.00        
C127055101   CABOT CORP COM   Acquisitions   1,300.00   (48,858.81 )  
C127055101   CABOT CORP COM   Dispositions   (10,400.00 )     336,962.26
C12709P103   CABOT MICROELECTRONICS CORP COM   Acquisitions   45.00   (3,040.63 )  
C12709P103   CABOT MICROELECTRONICS CORP COM   Dispositions   (3,110.00 )     252,938.12
S987543L   CAC 40 INDEX DEC 2000 FUTURE   Free Delivery   (5.00 )      
S987543L   CAC 40 INDEX DEC 2000 FUTURE   Free Receipt   50.00        
S903500W   CAC 40-10 INDEX SEPTEMBER 2001 FUTURE   Free Delivery   (5.00 )      
S903500W   CAC 40-10 INDEX SEPTEMBER 2001 FUTURE   Free Receipt   5.00        
S966988L   CAC 40-10 INDEX JAN 2001 FUTURE   Free Delivery   (10.00 )      
S966988L   CAC 40-10 INDEX JAN 2001 FUTURE   Free Receipt   5.00        
S9007429   CAC 40-10 INDEX JUN 2001 FUTURE   Free Delivery   (10.00 )      
S9007429   CAC 40-10 INDEX JUN 2001 FUTURE   Free Receipt   5.00        
S980001L   CAC 40-10 INDEX MAR 2001 FUTURE   Free Delivery   (25.00 )      
S980001L   CAC 40-10 INDEX MAR 2001 FUTURE   Free Receipt   5.00        
S903500L   CAC 40-10 INDEX SEPT 2001 FUTURE LIAB   Free Delivery   (10.00 )      
S903500L   CAC 40-10 INDEX SEPT 2001 FUTURE LIAB   Free Receipt   55.00        
S904222W   CAC40 10 EURO DEC 2001 FUTURE   Free Delivery   (60.00 )      
S904222W   CAC40 10 EURO DEC 2001 FUTURE   Free Receipt   3.00        
S904222L   CAC40 10 EUROPE DEC 2001 FUTURE (LIAB)   Free Delivery   (60.00 )      
S904222L   CAC40 10 EUROPE DEC 2001 FUTURE (LIAB)   Free Receipt   3.00        
S0610700   CADBURY SCHWEPPES ORD GBP0.125   Acquisitions   2,000.00   (13,964.44 )  
S0610700   CADBURY SCHWEPPES ORD GBP0.125   Dispositions   (3,900.00 )     27,414.43
C127387108   CADENCE DESIGN SYS INC COM   Acquisitions   95.00   (2,361.31 )  
C127387108   CADENCE DESIGN SYS INC COM   Dispositions   (21,080.00 )     405,588.82
C127537108   CADIZ INC COM   Acquisitions   100.00   (834.95 )  
C127537108   CADIZ INC COM   Dispositions   (500.00 )     4,876.13
C127914109   CAL DIVE INTL INC COM   Acquisitions   50.00   (1,127.45 )  
C127914109   CAL DIVE INTL INC COM   Dispositions   (3,590.00 )     99,068.84
C130876105   CALIPER TECHNOLOGIES CORP OC-COM ISIN US1308761055   Acquisitions   2,600.00   (37,899.68 )  
C130876105   CALIPER TECHNOLOGIES CORP OC-COM ISIN US1308761055   Dispositions   (300.00 )     7,985.39
C131193104   CALLAWAY GOLF CO COM   Acquisitions   100.00   (1,809.95 )  
C131193104   CALLAWAY GOLF CO COM   Dispositions   (4,000.00 )     99,370.27
C131347106   CALPINE CORP COM   Acquisitions   15.00   (637.45 )  
C131347106   CALPINE CORP COM   Dispositions   (7,580.00 )     184,749.50
C131347106   CALPINE CORP COM   Free Delivery   (200.00 )      
C134429109   CAMPBELL SOUP CO COM   Acquisitions   0.43   (14.16 )  
S404913W   CANAL PLUS BONUS RIGHTS (NON-NEGO'BLE)   Dispositions   (210.00 )     0
S404913W   CANAL PLUS BONUS RIGHTS (NON-NEGO'BLE)   Free Receipt   210.00        
S6172323   CANON INC JPY50   Acquisitions   1,000.00   (37,324.46 )  
S6172323   CANON INC JPY50   Dispositions   (2,000.00 )     72,254.88

C138098108   CANTEL MEDICAL CORP COM   Acquisitions   500.00   (12,449.95 )  
C138098108   CANTEL MEDICAL CORP COM   Dispositions   (300.00 )     6,362.81
C14040H105   CAP 1 FNCL COM   Acquisitions   200.00   (12,613.95 )  
C14040H105   CAP 1 FNCL COM   Dispositions   (3,800.00 )     199,335.26
C14067E506   CAPSTEAD MTG CORP COM NO PAR   Acquisitions   200.00   (4,953.95 )  
C14067E506   CAPSTEAD MTG CORP COM NO PAR   Dispositions   (200.00 )     5,339.87
C14067E506   CAPSTEAD MTG CORP COM NO PAR   Free Receipt   137.00        
C14067D102   CAPSTONE TURBINE CORP COM STK ISIN# US14067D1028   Acquisitions   180.00   (698.95 )  
C14067D102   CAPSTONE TURBINE CORP COM STK ISIN# US14067D1028   Dispositions   (5,300.00 )     196,443.78
C140781105   CARBO CERAMICS INC COM   Acquisitions   100.00   (4,168.95 )  
C140781105   CARBO CERAMICS INC COM   Dispositions   (100.00 )     3,420.93
C14147M106   CARDIMA INC COM   Acquisitions   200.00   (539.95 )  
C14147M106   CARDIMA INC COM   Dispositions   (200.00 )     290.03
C14149Y108   CARDINAL HLTH INC   Acquisitions   (1,300.00 ) 83,590.00    
C14149Y108   CARDINAL HLTH INC   Dispositions   (5,100.00 )     350,493.45
C14149Y108   CARDINAL HLTH INC   Free Receipt   5,800.00        
C141705103   CAREMARK RX INC COM   Acquisitions   14.00   (211.95 )  
C141705103   CAREMARK RX INC COM   Dispositions   (17,900.00 )     251,669.16
C143658102   CARNIVAL CORP COM   Acquisitions   0.08   (2.16 )  
C143658102   CARNIVAL CORP COM   Dispositions   (600.00 )     20,219.32
C144285103   CARPENTER TECH CORP COM   Acquisitions   2,000.00   (44,932.00 )  
C144285103   CARPENTER TECH CORP COM   Dispositions   (2,900.00 )     84,924.82
C144433109   CARREKER CORPORATION COM   Acquisitions   100.00   (2,742.45 )  
C144433109   CARREKER CORPORATION COM   Dispositions   (7,600.00 )     74,838.50
C148884109   CATALYTICA ENRGY SYS INC FORMERLY CATALYTICA COMBSTN SYS INC 10/12/00 COM   Acquisitions   1,000.00   (12,180.00 )  
C148884109   CATALYTICA ENRGY SYS INC FORMERLY CATALYTICA COMBSTN SYS INC 10/12/00 COM   Dispositions   (1,000.00 )     8,789.75
C148884109   CATALYTICA ENRGY SYS INC FORMERLY CATALYTICA COMBSTN SYS INC 10/12/00 COM   Free Delivery   (1,000.00 )      
C148884109   CATALYTICA ENRGY SYS INC FORMERLY CATALYTICA COMBSTN SYS INC 10/12/00 COM   Free Receipt   1,000.00        
C149016107   CATAPULT COMMUNICATIONS CORP COM   Acquisitions   100.00   (2,929.95 )  
C149016107   CATAPULT COMMUNICATIONS CORP COM   Dispositions   (400.00 )     11,119.67
C149111106   CATELLUS DEV CORP   Acquisitions   12,000.00   (209,206.80 )  
C149111106   CATELLUS DEV CORP   Dispositions   (12,000.00 )     211,972.92
C149123101   CATERPILLAR INC COM   Acquisitions   3.89   (217.21 )  
C149123101   CATERPILLAR INC COM   Dispositions   (8,600.00 )     357,502.97
C12489V106   CBRL GROUP INC COM STK   Acquisitions   12,300.00   (218,161.41 )  
C12489V106   CBRL GROUP INC COM STK   Dispositions   (1,000.00 )     22,344.30
S903437L   CBT 10YR AGY 09-19-2001   Free Delivery   (1.00 )      
S903437L   CBT 10YR AGY 09-19-2001   Free Receipt   15.00        
S9034370   CBT 10YR AGY SEPT 2001 09-19-2001   Free Delivery   (15.00 )      
S9034370   CBT 10YR AGY SEPT 2001 09-19-2001   Free Receipt   2.00        
S901080W   CBT US 2YR NT FUTURE 30/09/2001   Free Delivery   (41.00 )      
S901080W   CBT US 2YR NT FUTURE 30/09/2001   Free Receipt   51.00        
S901080L   CBT US 2YR NT FUTURE LIAB 30/09/2001   Free Delivery   (51.00 )      
S901080L   CBT US 2YR NT FUTURE LIAB 30/09/2001   Free Receipt   14.00        
S2180632   CDN NATL RAILWAYS COM NPV   Acquisitions   100.00   (3,706.33 )  
S2180632   CDN NATL RAILWAYS COM NPV   Dispositions   (1,400.00 )     56,710.73
C135923100   CDN PAC LTD NEW COM STK   Acquisitions   45.00   (1,626.55 )  
C135923100   CDN PAC LTD NEW COM STK   Dispositions   (7,000.00 )     242,471.90
C135923100   CDN PAC LTD NEW COM STK   Free Delivery   (300.00 )      
C135923100   CDN PAC LTD NEW COM STK   Free Receipt   24,300.00        

C13645T100   CDN PAC RY LTD COM CDN PAC RY LTD   Free Delivery   (12,150.00 )      
C13645T100   CDN PAC RY LTD COM CDN PAC RY LTD   Free Receipt   12,150.00        
C13645T100   CDN PAC RY LTD COM STK   Free Delivery   (12,150.00 )      
C13645T100   CDN PAC RY LTD COM STK   Free Receipt   12,150.00        
C125129106   CDW COMPUTER CTRS INC COM   Acquisitions   40.00   (1,494.96 )  
C125129106   CDW COMPUTER CTRS INC COM   Dispositions   (3,230.00 )     153,549.07
C125137109   CEC ENTMT INC COM   Acquisitions   50.00   (2,045.45 )  
C125137109   CEC ENTMT INC COM   Dispositions   (5,800.00 )     184,560.27
C15101Q108   CELESTICA INC SUB VTG SHS   Acquisitions   720.00   (16,892.64 )  
C15101Q108   CELESTICA INC SUB VTG SHS   Dispositions   (5,020.00 )     238,744.74
S2262659   CELESTICA INC SUB VTG SHS   Free Receipt   3,233.00        
C151020104   CELGENE CORP COM   Acquisitions   (200.00 ) 5,608.22    
C151020104   CELGENE CORP COM   Dispositions   (9,690.00 )     444,336.60
C150934107   CELL THERAPEUTICS INC CDT-COM   Acquisitions   300.00   (7,387.50 )  
C150934107   CELL THERAPEUTICS INC CDT-COM   Dispositions   (3,900.00 )     123,362.63
C150837409   CEL-SCI CORP COM NEW   Acquisitions   500.00   (744.95 )  
C150837409   CEL-SCI CORP COM NEW   Dispositions   (500.00 )     575.02
C151313103   CENDANT CORP COM STK   Acquisitions   (8,240.00 ) 117,325.24    
C151313103   CENDANT CORP COM STK   Dispositions   (10,960.00 )     217,919.16
C151313103   CENDANT CORP COM STK   Free Delivery   (200.00 )      
C151313103   CENDANT CORP COM STK   Free Receipt   132.00        
C152312104   CENTEX CORP COM   Acquisitions   100.00   (4,019.95 )  
C152312104   CENTEX CORP COM   Dispositions   (5,700.00 )     277,552.24
C152319109   CENTILLIUM COMMUNICATIONS INC COM   Acquisitions   400.00   (3,421.95 )  
C152319109   CENTILLIUM COMMUNICATIONS INC COM   Dispositions   (2,500.00 )     14,399.50
C15640W103   CENTURA SOFTWARE CORP COM   Acquisitions   2,500.00   (2,825.00 )  
C15640W103   CENTURA SOFTWARE CORP COM   Dispositions   (10,000.00 )     17,824.38
C156700106   CENTURYTEL INC COM ISIN US1567001060   Acquisitions   200.00   (5,545.00 )  
C156700106   CENTURYTEL INC COM ISIN US1567001060   Dispositions   (21,790.00 )     629,862.49
C156708109   CEPHALON INC CON   Acquisitions   210.00   (9,531.94 )  
C156708109   CEPHALON INC CON   Dispositions   (1,900.00 )     131,187.39
C156779100   CERIDIAN CORP NEW COM   Acquisitions   10.00   (209.55 )  
C156779100   CERIDIAN CORP NEW COM   Dispositions   (9,200.00 )     157,373.62
C156779100   CERIDIAN CORP NEW COM   Free Delivery   (3,800.00 )      
C156779100   CERIDIAN CORP NEW COM   Free Receipt   3,800.00        
C156782104   CERNER CORP COM   Acquisitions   40.00   (2,459.95 )  
C156880106   CERTEGY INC COM   Dispositions   (1,800.00 )     53,314.22
C156880106   CERTEGY INC COM   Free Receipt   1,800.00        
C171340102   CH & DWIGHT INC COM   Acquisitions   1,040.00   (24,515.40 )  
C171340102   CH & DWIGHT INC COM   Dispositions   (3,460.00 )     92,651.89
C158496109   CHAMPION ENTERPRISES INC COM   Acquisitions   2,800.00   (32,004.00 )  
C158496109   CHAMPION ENTERPRISES INC COM   Dispositions   (800.00 )     7,186.00
C159864107   CHARLES RIV LAB INTL INC COM ISIN   Acquisitions   600.00   (19,290.00 )  
C159864107   CHARLES RIV LAB INTL INC COM ISIN   Dispositions   (7,100.00 )     223,903.09
C161048103   CHARLOTTE RUSSE HLDG INC COM ISIN US1610481038   Acquisitions   200.00   (6,169.95 )  
C161048103   CHARLOTTE RUSSE HLDG INC COM ISIN US1610481038   Dispositions   (9,700.00 )     212,034.93
C160903100   CHARTER 1 FINCL INC COM   Acquisitions   200.00   (5,854.00 )  
C160903100   CHARTER 1 FINCL INC COM   Dispositions   (6,285.00 )     163,481.84
C160903100   CHARTER 1 FINCL INC COM   Free Receipt   837.40        
S2505224   CHARTER COMMUNICATIONS HLDGS LLC / CORP 8.625 DUE 4-1-2009/04 BEO   Acquisitions   10,000.00   (9,700.00 )  
S2505224   CHARTER COMMUNICATIONS HLDGS LLC / CORP 8.625 DUE 4-1-2009/04 BEO   Dispositions   (14,000.00 )     11,970.00
C16117M107   CHARTER COMMUNICATIONS INC DEL CL A   Acquisitions   50.00   (604.95 )  
C16117M107   CHARTER COMMUNICATIONS INC DEL CL A   Dispositions   (26,200.00 )     565,091.58
S230062U   CHASE FDG TR SER 2000-2 CL IIA-1 FLT RT 05-25-2030 BEO   Acquisitions   32,981.94   (32,981.94 )  
S230062U   CHASE FDG TR SER 2000-2 CL IIA-1 FLT RT 05-25-2030 BEO   Dispositions   (44,791.77 )     44,791.77
CM22465104   CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01   Acquisitions   10.00   (525.85 )  
CM22465104   CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01   Dispositions   (2,400.00 )     169,834.65
CM22465104   CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01   Free Delivery   (500.00 )      

CM22465104   CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01   Free Receipt   360.00        
C162813109   CHECKFREE CORP NEW COM   Acquisitions   560.00   (30,761.53 )  
C162813109   CHECKFREE CORP NEW COM   Dispositions   (5,260.00 )     146,449.29
C162813109   CHECKFREE CORP NEW COM   Free Delivery   (200.00 )      
C162825103   CHECKPOINT SYS INC   Acquisitions   7,800.00   (87,438.00 )  
C162825103   CHECKPOINT SYS INC   Dispositions   (7,800.00 )     93,420.60
C163421100   CHELSEA PPTY GROUP INC COM   Acquisitions   11.35   (492.63 )  
C163421100   CHELSEA PPTY GROUP INC COM   Dispositions   (920.00 )     34,986.38
C163421100   CHELSEA PPTY GROUP INC COM   Free Receipt   1,539.05        
C165167107   CHES ENERGY CORP COM   Acquisitions   300.00   (1,814.95 )  
C165167107   CHES ENERGY CORP COM   Dispositions   (300.00 )     1,979.98
C166764100   CHEVRONTEXACO CORP COM   Acquisitions   17.00   (1,534.45 )  
C166764100   CHEVRONTEXACO CORP COM   Dispositions   (3,100.00 )     286,555.37
C166764100   CHEVRONTEXACO CORP COM   Free Receipt   10,703.00        
C168615102   CHICOS FAS INC   Acquisitions   200.00   (6,451.95 )  
C168615102   CHICOS FAS INC   Dispositions   (1,000.00 )     34,728.89
C168615102   CHICOS FAS INC   Free Receipt   3,700.00        
S6073556   CHINA MOBILE (HK) HKD0.10   Acquisitions   (62,000.00 ) 381,992.18    
S6073556   CHINA MOBILE (HK) HKD0.10   Dispositions   (20,000.00 )     64,863.51
C170032106   CHIQUITA BRANDS INTL INC COM   Acquisitions   400.00   (1,129.95 )  
C170032106   CHIQUITA BRANDS INTL INC COM   Dispositions   (1,000.00 )     410.03
C170040109   CHIRON CORP COM   Acquisitions   80.00   (4,257.29 )  
C170040109   CHIRON CORP COM   Dispositions   (2,180.00 )     110,453.86
C169905106   CHOICE HOTELS INTL INC COM   Acquisitions   1,000.00   (21,030.00 )  
C169905106   CHOICE HOTELS INTL INC COM   Dispositions   (600.00 )     10,205.65
C171046105   CHRISTOPHER & BANKS CORP COM   Acquisitions   90.00   (2,570.65 )  
C171046105   CHRISTOPHER & BANKS CORP COM   Dispositions   (6,100.00 )     164,076.60
C171046105   CHRISTOPHER & BANKS CORP COM   Free Delivery   (450.00 )      
C171046105   CHRISTOPHER & BANKS CORP COM   Free Receipt   460.00        
C171232101   CHUBB CORP COM   Acquisitions   200.00   (13,666.00 )  
C171232101   CHUBB CORP COM   Dispositions   (2,400.00 )     184,819.27
S4768371   CIE DE ST-GOBAIN EUR16   Acquisitions   100.00   (14,888.92 )  
S4768371   CIE DE ST-GOBAIN EUR16   Dispositions   (500.00 )     72,213.14
C171779101   CIENA CORP COM   Acquisitions   50.00   (901.95 )  
C171779101   CIENA CORP COM   Dispositions   (2,300.00 )     222,423.28
C171796105   CIMA LABS INC COM   Acquisitions   62.00   (4,013.95 )  
C171796105   CIMA LABS INC COM   Dispositions   (62.00 )     4,154.41
C172474108   CINERGY CORP COM   Acquisitions   200.00   (6,854.00 )  
C172474108   CINERGY CORP COM   Dispositions   (5,000.00 )     173,072.22
C172908105   CINTAS CORP COM   Acquisitions   200.00   (9,294.10 )  
C172908105   CINTAS CORP COM   Dispositions   (200.00 )     9,425.68
C172737306   CIRCUIT CY STORES INC CARMAX GROUP   Acquisitions   140.00   (2,430.40 )  
C172737306   CIRCUIT CY STORES INC CARMAX GROUP   Dispositions   (200.00 )     3,373.93
C172737108   CIRCUIT CY STORES INC COM   Acquisitions   120.00   (1,969.20 )  
C172737108   CIRCUIT CY STORES INC COM   Dispositions   (4,520.00 )     49,767.15
C172755100   CIRRUS LOGIC INC COM   Acquisitions   50.00   (927.95 )  
C172755100   CIRRUS LOGIC INC COM   Dispositions   (18,500.00 )     358,216.50
C17275R102   CISCO SYS INC COM   Acquisitions   10.00   (220.58 )  
C17275R102   CISCO SYS INC COM   Dispositions   (16,500.00 )     626,972.48
C17275R102   CISCO SYS INC COM   Free Delivery   (200.00 )      
C17275R102   CISCO SYS INC COM   Free Receipt   250.00        
C172967101   CITIGROUP INC COM   Acquisitions   (2,000.00 ) 90,587.40    
C172967101   CITIGROUP INC COM   Dispositions   (19,100.00 )     991,411.63
C172967101   CITIGROUP INC COM   Free Receipt   40,997.06        
C17453B101   CITIZENS COMMUNICATIONS CO COM   Acquisitions   200.00   (2,312.00 )  
C17453B101   CITIZENS COMMUNICATIONS CO COM   Dispositions   (200.00 )     2,599.91
C177376100   CITRIX SYS INC COM   Acquisitions   50.00   (1,273.92 )  
C177376100   CITRIX SYS INC COM   Dispositions   (9,100.00 )     207,041.75
C178566105   CITY NATL CORP COM   Acquisitions   1,110.00   (43,937.91 )  
C178566105   CITY NATL CORP COM   Dispositions   (9,100.00 )     394,112.40
C180461105   CLARENT CORP DEL COM ISIN US1804611051   Acquisitions   100.00   (723.95 )  
C180461105   CLARENT CORP DEL COM ISIN US1804611051   Dispositions   (8,900.00 )     82,208.33
C184502102   CLEAR CHANNEL COMMUNICATIONS INC COM   Acquisitions   600.00   (33,922.98 )  
C184502102   CLEAR CHANNEL COMMUNICATIONS INC COM   Dispositions   (8,000.00 )     425,968.18
C189054109   CLOROX CO COM   Acquisitions   100.00   (3,212.50 )  

C189054109   CLOROX CO COM   Dispositions   (17,700.00 )     569,128.03
C125750109   CMGI INC ISIN #US1257501098 COMMON STOCK   Acquisitions   (500.00 ) 3,052.48    
C125750109   CMGI INC ISIN #US1257501098 COMMON STOCK   Dispositions   (5,000.00 )     27,974.05
C125750109   CMGI INC ISIN #US1257501098 COMMON STOCK   Free Receipt   1,000.00        
S211718U   CMO BEAR STEARNS ARM TR 2001-3 MTG PASSTHRU CTF VAR CL IV-A 01-25-32 BEO   Acquisitions   800,000.00   (805,500.00 )  
S211718U   CMO BEAR STEARNS ARM TR 2001-3 MTG PASSTHRU CTF VAR CL IV-A 01-25-32 BEO   Dispositions   (33,757.72 )     33,757.72
S253274U   CMO BEAR STEARNS ARM TR 2001-6 MTG PSTRU CTF II-A VAR RATE 6.688 9-25-31BE   Acquisitions   2,100,000.00   (2,127,562.50 )  
S253274U   CMO BEAR STEARNS ARM TR 2001-6 MTG PSTRU CTF II-A VAR RATE 6.688 9-25-31BE   Dispositions   (193,987.75 )     193,987.75
S242246U   CMO CONSECO FIN HOME EQTY LN TR SER 2001-A CTF CL I-A-1 5.68 11-15-16 BEO   Acquisitions   1,200,000.00   (1,200,000.00 )  
S242246U   CMO CONSECO FIN HOME EQTY LN TR SER 2001-A CTF CL I-A-1 5.68 11-15-16 BEO   Dispositions   (94,121.35 )     94,121.35
S245192U   CMO IMPAC SECD ASSETS CORP 2001-2 MTG PASSTHRU CTF CL A-1 6.02 03-25-2031BEO   Acquisitions   850,000.00   (850,178.50 )  
S245192U   CMO IMPAC SECD ASSETS CORP 2001-2 MTG PASSTHRU CTF CL A-1 6.02 03-25-2031BEO   Dispositions   (70,672.20 )     70,672.20
S243490U   CMO MELLON RESDNTL FDG CORP 2001-HEIL1 MTG CL A-1 VAR DUE 1-25-2008 BEO   Acquisitions   900,000.00   (900,000.00 )  
S243490U   CMO MELLON RESDNTL FDG CORP 2001-HEIL1 MTG CL A-1 VAR DUE 1-25-2008 BEO   Dispositions   (55,351.44 )     55,351.44
S256904U   CMO STRUCTURED AST SECS CORP 2001-13 MTGPASSTHRU CTF 2-A 7 DUE 10-15-2016 BEO   Acquisitions   2,000,000.00   (2,054,062.50 )  
S256904U   CMO STRUCTURED AST SECS CORP 2001-13 MTGPASSTHRU CTF 2-A 7 DUE 10-15-2016 BEO   Dispositions   (52,034.54 )     52,034.54
S251403U   CMO WORLD FINL NETWORK CR CARD MASTER 2001-A CL A FLTG 06-16-2008 BEO   Acquisitions   1,900,000.00   (1,900,000.00 )  
S251403U   CMO WORLD FINL NETWORK CR CARD MASTER 2001-A CL A FLTG 06-16-2008 BEO   Dispositions   (900,000.00 )     897,046.88
C125896100   CMS ENERGY CORP COM   Acquisitions   6.35   (187.51 )  
C125896100   CMS ENERGY CORP COM   Dispositions   (100.00 )     3,034.89
C126117118   CNA FINL CORP SUBS RT   Free Delivery   (33.00 )      
C126117118   CNA FINL CORP SUBS RT   Free Receipt   33.00        
C12613R104   CNET NETWORKS INC COM CNET NETWORKS INC COM STK   Acquisitions   105.00   (2,241.35 )  
C12613R104   CNET NETWORKS INC COM CNET NETWORKS INC COM STK   Dispositions   (14,400.00 )     66,158.59
C12612W104   CNF INC COM   Acquisitions   1,100.00   (35,178.44 )  
C12612W104   CNF INC COM   Dispositions   (2,500.00 )     94,059.60
C189754104   COACH INC COM   Acquisitions   440.00   (16,498.86 )  
C189754104   COACH INC COM   Dispositions   (1,750.00 )     51,710.60
C191216100   COCA COLA CO COM   Acquisitions   (3,000.00 ) 170,367.60    
C191216100   COCA COLA CO COM   Dispositions   (5,400.00 )     240,578.17
C191216100   COCA COLA CO COM   Free Delivery   (105.15 )      
C191219104   COCA COLA ENTERPRISES INC COM   Acquisitions   0.03   (0.56 )  
C191219104   COCA COLA ENTERPRISES INC COM   Dispositions   (10,000.00 )     178,694.02
C191219104   COCA COLA ENTERPRISES INC COM   Free Delivery   (1.09 )      
C192422103   COGNEX CORP COM   Acquisitions   500.00   (13,421.23 )  
C192422103   COGNEX CORP COM   Dispositions   (6,400.00 )     115,219.19
C19259P300   COINSTAR INC COM   Acquisitions   1,000.00   (17,020.00 )  
C19259P300   COINSTAR INC COM   Dispositions   (1,000.00 )     17,156.97
C193068103   COLDWATER CREEK INC COM   Acquisitions   1,200.00   (30,072.72 )  
C193068103   COLDWATER CREEK INC COM   Dispositions   (1,100.00 )     22,514.70
C194162103   COLGATE-PALMOLIVE CO COM   Acquisitions   0.31   (18.00 )  
C194162103   COLGATE-PALMOLIVE CO COM   Dispositions   (1,500.00 )     82,925.93
C194162103   COLGATE-PALMOLIVE CO COM   Free Delivery   (200.00 )      
S0424699   COLT TELECOM GROUP ORD GBP0.025   Acquisitions   3,000.00   (38,067.71 )  
S0424699   COLT TELECOM GROUP ORD GBP0.025   Dispositions   (3,000.00 )     32,934.75
C198516106   COLUMBIA SPORTSWEAR CO COM   Acquisitions   300.00   (10,224.00 )  
C198516106   COLUMBIA SPORTSWEAR CO COM   Dispositions   (6,000.00 )     145,508.34
C198516106   COLUMBIA SPORTSWEAR CO COM   Free Receipt   2,000.00        
C200300200   COMCAST CORP CL A SPL   Acquisitions   600.00   (21,301.95 )  

C200300200   COMCAST CORP CL A SPL   Dispositions   (14,500.00 )     560,127.92
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C200336105   COMDISCO INC COM   Dispositions   (20,500.00 )     56,260.34
C200340107   COMERICA INC COM   Acquisitions   500.00   (29,925.00 )  
C200340107   COMERICA INC COM   Dispositions   (9,900.00 )     530,640.11
C201647104   COML FED CORP COM   Acquisitions   1,400.00   (32,984.00 )  
C201647104   COML FED CORP COM   Dispositions   (3,700.00 )     79,845.55
C202218103   COML NET LEASE RLTY INC COM   Acquisitions   107.15   (1,210.83 )  
C202218103   COML NET LEASE RLTY INC COM   Dispositions   (3,739.00 )     43,652.74
C200693109   COMM 1 INC DEL COM STK   Acquisitions   100.00   (331.00 )  
C200693109   COMM 1 INC DEL COM STK   Dispositions   (1,500.00 )     14,624.51
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C200519106   COMM BANCORP INC N J COM   Dispositions   (7,800.00 )     553,157.55
C204493100   COMPAQ COMPUTER CORP COM   Acquisitions   4.40   (86.65 )  
C204493100   COMPAQ COMPUTER CORP COM   Dispositions   (20,000.00 )     399,958.62
C204493100   COMPAQ COMPUTER CORP COM   Free Delivery   (1,500.00 )      
S0533153   COMPASS GROUP ORD GBP0.10   Acquisitions   2,000.00   (15,518.92 )  
S0533153   COMPASS GROUP ORD GBP0.10   Dispositions   (4,500.00 )     30,227.26
S0533153   COMPASS GROUP ORD GBP0.10   Free Receipt   46,710.00        
C204780100   COMPUCOM SYS INC COM   Acquisitions   500.00   (1,529.95 )  
C204780100   COMPUCOM SYS INC COM   Dispositions   (500.00 )     1,824.98
C204795306   COMPUDYNE CORP COM STK PAR $0.75   Acquisitions   200.00   (3,314.95 )  
C204795306   COMPUDYNE CORP COM STK PAR $0.75   Dispositions   (300.00 )     4,412.90
C204912109   COMPUTER ASSOC INTL INC COM   Acquisitions   0.07   (2.03 )  
C204912109   COMPUTER ASSOC INTL INC COM   Dispositions   (13,000.00 )     385,976.60
C205253107   COMPUTER MOTION INC COM   Acquisitions   586.00   (2,204.01 )  
C205253107   COMPUTER MOTION INC COM   Dispositions   (586.00 )     2,313.97
C204925101   COMPUTER NETWORK TECH CORP COM   Acquisitions   300.00   (3,652.45 )  
C204925101   COMPUTER NETWORK TECH CORP COM   Dispositions   (15,200.00 )     152,660.67
C205363104   COMPUTER SCI CORP COM   Acquisitions   200.00   (7,250.00 )  
C205363104   COMPUTER SCI CORP COM   Dispositions   (6,100.00 )     218,811.89
C205638109   COMPUWARE CORP COM   Acquisitions   100.00   (912.50 )  
C205638109   COMPUWARE CORP COM   Dispositions   (19,790.00 )     205,128.36
C205768203   COMSTOCK RES INC COM NEW   Acquisitions   10,000.00   (97,276.00 )  
C205768203   COMSTOCK RES INC COM NEW   Dispositions   (5,200.00 )     65,881.79
C205862402   COMVERSE TECH INC COM PAR $0.10   Acquisitions   40.00   (2,790.37 )  
C205862402   COMVERSE TECH INC COM PAR $0.10   Dispositions   (500.00 )     56,228.17
C205887102   CONAGRA FOODS INC   Acquisitions   2.97   (68.24 )  
C205887102   CONAGRA FOODS INC   Dispositions   (500.00 )     10,719.64
C205887102   CONAGRA FOODS INC   Free Receipt   1,293.00        
C206156101   CONCORD CAMERA CORP COM   Acquisitions   500.00   (3,014.30 )  
C206156101   CONCORD CAMERA CORP COM   Dispositions   (4,700.00 )     64,007.63
C206156101   CONCORD CAMERA CORP COM   Free Delivery   (300.00 )      
C206197105   CONCORD EFS INC COM   Acquisitions   50.00   (2,031.25 )  
C206197105   CONCORD EFS INC COM   Dispositions   (7,500.00 )     317,858.15
C206197105   CONCORD EFS INC COM   Free Receipt   50.00        
C206708109   CONCUR TECHNOLOGIES INC COM   Acquisitions   2,150.00   (1,882.33 )  
C206708109   CONCUR TECHNOLOGIES INC COM   Dispositions   (2,900.00 )     3,479.88
C206710204   CONCURRENT COMPUTER CORP NEW COM NEW   Acquisitions   1,000.00   (7,100.00 )  
C206710204   CONCURRENT COMPUTER CORP NEW COM NEW   Dispositions   (12,000.00 )     67,804.93
C207142100   CONEXANT SYS INC COM   Acquisitions   40.00   (437.95 )  
C207142100   CONEXANT SYS INC COM   Dispositions   (2,300.00 )     27,668.03
S255148U   CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO   Acquisitions   150,000.00   (149,757.00 )  
S255148U   CONOCO FDG CO NT 6.35 DUE 10-15-2011 BEO   Dispositions   (50,000.00 )     51,109.00
C209115104   CONS EDISON INC COM   Acquisitions   200.00   (7,466.00 )  
C209115104   CONS EDISON INC COM   Dispositions   (200.00 )     7,889.73
S240583U   CONSECO FIN SEC CORP 2000-6 MFG HSG SR/SUB PTHRU CTF A-4 6.77 2-1-23 BEO   Acquisitions   1,200,000.00   (1,200,000.00 )  
S240583U   CONSECO FIN SEC CORP 2000-6 MFG HSG SR/SUB PTHRU CTF A-4 6.77 2-1-23 BEO   Dispositions   (1,200,000.00 )     1,209,375.00
C208464107   CONSECO INC COM   Acquisitions   1,000.00   (3,890.00 )  
C208464107   CONSECO INC COM   Dispositions   (18,400.00 )     263,111.22
C208464107   CONSECO INC COM   Free Delivery   (0.51 )      
C20854P109   CONSOL ENERGY INC COM   Acquisitions   40.00   (854.95 )  
C20854P109   CONSOL ENERGY INC COM   Dispositions   (16,400.00 )     437,035.56

C21036P108   CONSTELLATION BRANDS INC CL A   Acquisitions   150.00   (5,621.50 )  
C21036P108   CONSTELLATION BRANDS INC CL A   Dispositions   (4,700.00 )     319,386.78
C21036P108   CONSTELLATION BRANDS INC CL A   Free Receipt   16,000.00        
C210371100   CONSTELLATION ENERGY GROUP INC COM   Acquisitions   (5,400.00 ) 246,309.66    
C210371100   CONSTELLATION ENERGY GROUP INC COM   Dispositions   (4,200.00 )     99,206.56
C210795308   CONTL AIRL INC CL B   Acquisitions   (1,500.00 ) 25,884.30    
C211919105   CONVERA CORP CL A   Dispositions   (2,800.00 )     52,148.26
C211919105   CONVERA CORP CL A   Free Receipt   4,400.00        
C212485106   CONVERGYS CORP COM   Acquisitions   200.00   (7,074.00 )  
C212485106   CONVERGYS CORP COM   Dispositions   (2,100.00 )     89,994.38
C216640102   COOPER CAMERON CORP   Acquisitions   40.00   (2,744.60 )  
C216640102   COOPER CAMERON CORP   Dispositions   (2,820.00 )     134,280.25
C216648402   COOPER COS INC COM NEW   Acquisitions   500.00   (21,877.50 )  
C216648402   COOPER COS INC COM NEW   Dispositions   (5,100.00 )     209,202.15
C217016104   COORS ADOLPH CO CL B   Acquisitions   3,600.00   (226,882.08 )  
C217016104   COORS ADOLPH CO CL B   Dispositions   (9,940.00 )     751,091.04
C217204106   COPART INC COM   Acquisitions   100.00   (3,299.95 )  
C217204106   COPART INC COM   Dispositions   (200.00 )     6,479.83
C217510106   COPPER MTN NETWORKS INC COM   Acquisitions   500.00   (4,061.20 )  
C217510106   COPPER MTN NETWORKS INC COM   Dispositions   (5,140.00 )     40,373.35
CN22717107   CORE LAB NV NLG0.03   Acquisitions   1,100.00   (26,554.00 )  
CN22717107   CORE LAB NV NLG0.03   Dispositions   (4,600.00 )     72,907.56
C21868Q109   COREL CORP COM STK   Acquisitions   500.00   (1,169.98 )  
C21868Q109   COREL CORP COM STK   Dispositions   (4,000.00 )     9,879.66
C21868Q109   COREL CORP COM STK   Free Receipt   42.00        
C218868107   CORINTHIAN COLLEGES INC COM STK   Acquisitions   114.00   (4,004.95 )  
C218868107   CORINTHIAN COLLEGES INC COM STK   Dispositions   (1,100.00 )     53,078.72
C218868107   CORINTHIAN COLLEGES INC COM STK   Free Receipt   3,400.00        
C218875102   CORIO INC COM   Acquisitions   500.00   (1,342.45 )  
C218875102   CORIO INC COM   Dispositions   (500.00 )     470.03
C219350105   CORNING INC COM   Acquisitions   0.44   (22.50 )  
C219350105   CORNING INC COM   Dispositions   (12,000.00 )     509,387.79
C219350105   CORNING INC COM   Free Delivery   (601.22 )      
C21988R102   CORPORATE EXECUTIVE BRD CO COMMON STOCK   Acquisitions   250.00   (7,157.50 )  
C21988R102   CORPORATE EXECUTIVE BRD CO COMMON STOCK   Dispositions   (2,370.00 )     93,692.21
C221009103   CORVIS CORP COM   Acquisitions   100.00   (250.00 )  
C221009103   CORVIS CORP COM   Dispositions   (275.00 )     1,001.26
C221009103   CORVIS CORP COM   Free Delivery   (200.00 )      
C22160K105   COSTCO WHSL CORP NEW COM   Acquisitions   50.00   (2,234.95 )  
C22160K105   COSTCO WHSL CORP NEW COM   Dispositions   (7,400.00 )     247,061.47
C22160K105   COSTCO WHSL CORP NEW COM   Free Delivery   (500.00 )      
C22163N106   COTT CORP QUE COM STK   Acquisitions   1,000.00   (11,779.95 )  
C22163N106   COTT CORP QUE COM STK   Dispositions   (600.00 )     5,531.84
C222372104   COUNTRYWIDE CR IND INC COM   Acquisitions   1.13   (48.83 )  
C222372104   COUNTRYWIDE CR IND INC COM   Dispositions   (7,900.00 )     330,146.57
C222372104   COUNTRYWIDE CR IND INC COM   Free Delivery   (1.28 )      
C222795106   COUSINS PROPS INC COM   Acquisitions   3.29   (85.00 )  
C222795106   COUSINS PROPS INC COM   Dispositions   (6,900.00 )     180,001.19
C222814204   COVAD COMMUNICATIONS GROUP INC COM   Acquisitions   200.00   (592.45 )  
C222814204   COVAD COMMUNICATIONS GROUP INC COM   Dispositions   (20,000.00 )     34,328.84
C222816100   COVANCE INC COM   Acquisitions   800.00   (13,628.88 )  
C222816100   COVANCE INC COM   Dispositions   (10,300.00 )     155,997.55
C224044107   COX COMMUNICATIONS INC NEW CL A   Acquisitions   7,600.00   (294,698.36 )  
C224044107   COX COMMUNICATIONS INC NEW CL A   Dispositions   (7,600.00 )     322,532.47
C224051102   COX RADIO INC CL A   Acquisitions   10,200.00   (237,151.02 )  
C224051102   COX RADIO INC CL A   Dispositions   (9,500.00 )     178,703.27
C22409V102   CP SHIPS LTD COM   Free Delivery   (6,075.00 )      
C22409V102   CP SHIPS LTD COM   Free Receipt   6,075.00        
S2815439   CR SUISSE 1ST BSTN USA INC CR SUISSE   Acquisitions   170,000.00   (168,293.20 )  
S2815439   CR SUISSE 1ST BSTN USA INC CR SUISSE   Dispositions   (170,000.00 )     169,505.30
C225302108   CREDENCE SYS CORP DEL   Acquisitions   400.00   (6,448.00 )  
C225302108   CREDENCE SYS CORP DEL   Dispositions   (11,700.00 )     184,727.48
S4245614   CREDIT SUISSE GRP CHF20(REGD)   Acquisitions   100.00   (18,120.22 )  

S4245614   CREDIT SUISSE GRP CHF20(REGD)   Dispositions   (430.00 )     79,385.23
S4245614   CREDIT SUISSE GRP CHF20(REGD)   Free Delivery   (1,745.00 )      
C225447101   CREE INC FORMERLY CREE RESH INC EFF 01/03/2000 COM COM   Acquisitions   (100.00 ) 3,167.45    
C225447101   CREE INC FORMERLY CREE RESH INC EFF 01/03/2000 COM COM   Dispositions   (13,140.00 )     243,667.91
C225447101   CREE INC FORMERLY CREE RESH INC EFF 01/03/2000 COM COM   Free Receipt   240.00        
C225756105   CRESCENT REAL ESTATE EQUITIES CO TX COM   Acquisitions   4.62   (80.42 )  
C225756105   CRESCENT REAL ESTATE EQUITIES CO TX COM   Dispositions   (214.45 )     3,621.94
C225756105   CRESCENT REAL ESTATE EQUITIES CO TX COM   Free Receipt   200.00        
S3025334   CRH NEW EUR0.32(FPD 19/04/2001)   Acquisitions   4,018.00   (37,892.04 )  
S3025334   CRH NEW EUR0.32(FPD 19/04/2001)   Free Delivery   (4,018.00 )      
S3024472   CRH NEW EUR0.32(NPD 27/03/2001)   Dispositions   (4,018.00 )     0
S3024472   CRH NEW EUR0.32(NPD 27/03/2001)   Free Receipt   4,018.00        
C22674V100   CRITICAL PATH INC COM   Acquisitions   300.00   (3,539.95 )  
C22674V100   CRITICAL PATH INC COM   Dispositions   (300.00 )     3,659.92
C227116100   CROMPTON CORP COM COM STK ISN# US2271161000   Acquisitions   250.00   (1,642.45 )  
C227116100   CROMPTON CORP COM COM STK ISN# US2271161000   Dispositions   (22,900.00 )     147,700.03
C22748P105   CROSS CTRY INC COM   Acquisitions   6,700.00   (113,900.00 )  
C22748P105   CROSS CTRY INC COM   Dispositions   (1,500.00 )     37,123.76
C22765D100   CROSSROADS SYS INC COM   Acquisitions   500.00   (4,689.95 )  
C22765D100   CROSSROADS SYS INC COM   Dispositions   (2,000.00 )     14,939.50
C228227104   CROWN CASTLE INTL CORP COM STK   Acquisitions   200.00   (1,677.95 )  
C228227104   CROWN CASTLE INTL CORP COM STK   Free Delivery   (100.00 )      
C228255105   CROWN CORK & SEAL CO INC COM   Acquisitions   400.00   (826.95 )  
C228255105   CROWN CORK & SEAL CO INC COM   Dispositions   (3,300.00 )     10,361.65
C228903100   CRYOLIFE INC COM   Acquisitions   4,900.00   (196,382.20 )  
C228903100   CRYOLIFE INC COM   Dispositions   (4,900.00 )     196,621.62
C228903100   CRYOLIFE INC COM   Free Receipt   50.00        
C228906103   CRYPTOLOGIC INC COM   Acquisitions   100.00   (2,579.95 )  
C228906103   CRYPTOLOGIC INC COM   Dispositions   (300.00 )     6,512.83
C126349109   CSG SYS INTL INC COM   Acquisitions   9,000.00   (531,630.00 )  
C126349109   CSG SYS INTL INC COM   Dispositions   (5,000.00 )     309,349.18
C126408103   CSX CORP COM   Acquisitions   10.00   (377.80 )  
C126408103   CSX CORP COM   Dispositions   (200.00 )     7,899.73
C229678107   CUBIST PHARMACEUTICALS INC COM   Acquisitions   600.00   (15,271.86 )  
C229678107   CUBIST PHARMACEUTICALS INC COM   Dispositions   (3,000.00 )     93,924.16
C229899109   CULLEN / FROST BANKERS INC COM   Acquisitions   180.00   (6,595.56 )  
C229899109   CULLEN / FROST BANKERS INC COM   Dispositions   (14,520.00 )     451,840.04
C23126R101   CURAGEN CORP COM   Acquisitions   1,500.00   (54,990.00 )  
C23126R101   CURAGEN CORP COM   Dispositions   (5,900.00 )     141,458.40
C126667104   CV THERAPEUTICS INC COM   Acquisitions   70.00   (3,404.80 )  
C126667104   CV THERAPEUTICS INC COM   Dispositions   (200.00 )     8,909.75
C126650100   CVS CORP COM STK   Acquisitions   0.01   (0.40 )  
C126650100   CVS CORP COM STK   Dispositions   (8,300.00 )     266,832.77
S2713919   CWABS INC AST BKD CTF SER 2000-4 CL AF-17.32 DUE 09-25-2015 BEO   Acquisitions   685,706.44   (687,501.06 )  
C23243C201   CYBEAR GROUP COM NEW   Dispositions   (3.00 )      
C23243C201   CYBEAR GROUP COM NEW   Free Receipt   140.00        
C23251P102   CYBERONICS INC COM   Acquisitions   1,000.00   (15,129.95 )  
C23251P102   CYBERONICS INC COM   Dispositions   (1,000.00 )     18,079.43
C232517102   CYBEROPTICS CORP COM   Acquisitions   500.00   (6,539.95 )  
C232517102   CYBEROPTICS CORP COM   Dispositions   (500.00 )     6,384.83
C232560102   CYGNUS INC COM   Acquisitions   130.00   (913.25 )  
C232560102   CYGNUS INC COM   Dispositions   (100.00 )     750.02
C232572107   CYMER INC COM   Acquisitions   60.00   (1,670.40 )  
C232572107   CYMER INC COM   Dispositions   (4,600.00 )     156,739.77
C232806109   CYPRESS SEMICONDUCTOR CORP COM   Acquisitions   200.00   (4,381.95 )  
C232806109   CYPRESS SEMICONDUCTOR CORP COM   Dispositions   (3,010.00 )     60,369.25
C232806109   CYPRESS SEMICONDUCTOR CORP COM   Free Delivery   (500.00 )      
C232946103   CYTYC CORP COM   Acquisitions   35.00   (976.00 )  
C232946103   CYTYC CORP COM   Dispositions   (4,500.00 )     111,787.07

C23331A109   D R HORTON INC COM   Acquisitions   0.21   (5.00 )  
C23331A109   D R HORTON INC COM   Dispositions   (6,600.00 )     163,822.37
C23331A109   D R HORTON INC COM   Free Receipt   (3,033.40 )      
S244506U   DAIMLERCHRYSLER AUTO TR 2001-A AST BKD NT CL A-2 4.98 DUE 01-06-2004 BEO   Acquisitions   670,000.00   (669,633.59 )  
S244506U   DAIMLERCHRYSLER AUTO TR 2001-A AST BKD NT CL A-2 4.98 DUE 01-06-2004 BEO   Dispositions   (48,750.12 )     48,750.12
C234264109   DAKTRONICS INC COM   Acquisitions   100.00   (3,187.99 )  
C234264109   DAKTRONICS INC COM   Dispositions   (500.00 )     5,084.86
C234264109   DAKTRONICS INC COM   Free Receipt   600.00        
C23426R108   DAL-TILE INTL INC COM   Acquisitions   50.00   (872.45 )  
C23426R108   DAL-TILE INTL INC COM   Dispositions   (11,600.00 )     249,922.94
C235811106   DANA CORP COM   Acquisitions   200.00   (3,131.95 )  
C235811106   DANA CORP COM   Dispositions   (100.00 )     1,900.93
S5981810   DANONE EUR1   Acquisitions   120.00   (15,501.07 )  
S5981810   DANONE EUR1   Dispositions   (600.00 )     77,476.92
C237194105   DARDEN RESTAURANTS INC COM   Acquisitions   200.00   (6,229.95 )  
C237194105   DARDEN RESTAURANTS INC COM   Dispositions   (5,700.00 )     157,156.86
S6246831   DATACRAFT ASIA SGD0.10   Acquisitions   3.00   (27.41 )  
S6246831   DATACRAFT ASIA SGD0.10   Dispositions   (12,000.00 )     20,592.00
C23833N104   DAVE & BUSTERS INC COM   Acquisitions   120.00   (962.95 )  
C23833N104   DAVE & BUSTERS INC COM   Dispositions   (120.00 )     867.02
C23918K108   DAVITA INC COM   Acquisitions   600.00   (12,171.00 )  
C23918K108   DAVITA INC COM   Dispositions   (6,500.00 )     102,868.81
S903889W   DAX INDEX DEC 2001 FUTURE   Free Delivery   (2.00 )      
S903889W   DAX INDEX DEC 2001 FUTURE   Free Receipt   1.00        
S903889L   DAX INDEX DECEMBER DECEMBER 2001 FUTURE   Free Delivery   (2.00 )      
S903889L   DAX INDEX DECEMBER DECEMBER 2001 FUTURE   Free Receipt   1.00        
S951232L   DAX INDEX JUN 2001 FUTURE   Free Delivery   (2.00 )      
S951232L   DAX INDEX JUN 2001 FUTURE   Free Receipt   1.00        
S9641849   DAX INDEX MAR 2001 FUTURE   Free Delivery   (1.00 )      
S9641849   DAX INDEX MAR 2001 FUTURE   Free Receipt   2.00        
S9133419   DAX INDEX SEP 2001 FUTURE   Free Delivery   (1.00 )      
S9133419   DAX INDEX SEP 2001 FUTURE   Free Receipt   2.00        
S6175203   DBS GROUP HLDGS SGD1   Acquisitions   4,000.00   (30,064.42 )  
S6175203   DBS GROUP HLDGS SGD1   Dispositions   (3,000.00 )     26,856.89
C233162106   DDI CORP COM   Acquisitions   350.00   (5,978.88 )  
C233162106   DDI CORP COM   Dispositions   (19,680.00 )     404,138.94
S233931U   DEALER AUTO RECEIVABLES TR SER 2000-1 CLA-2 7.01 DUE 04-15-2003 BEO   Acquisitions   28,224.33   (28,224.33 )  
S233931U   DEALER AUTO RECEIVABLES TR SER 2000-1 CLA-2 7.01 DUE 04-15-2003 BEO   Dispositions   (31,144.95 )     31,144.95
C999599GH0   DEC 00 RUSSEL 2000   Free Delivery   (20.00 )      
C999599GH0   DEC 00 RUSSEL 2000   Free Receipt   2.00        
C999599GH0   DEC 00 S&P 500   Free Delivery   (1.00 )      
C999599GH0   DEC 00 S&P 500   Free Receipt   16.00        
S904094L   DEC 01 CBT 10Y AGENCY/ 12-19-2001   Free Delivery   (7.00 )      
S904094L   DEC 01 CBT 10Y AGENCY/ 12-19-2001   Free Receipt   1.00        
C999599GH0   DEC 01 IMM NASDAQ 100   Free Delivery   (2.00 )      
C999599GH0   DEC 01 IMM NASDAQ 100   Free Receipt   4.00        
C999599GH0   DEC 01 RUSSEL 2000   Free Delivery   (6.00 )      
C999599GH0   DEC 01 RUSSEL 2000   Free Receipt   38.00        
C999599GH0   DEC 01 S&P 500   Free Delivery   (1.00 )      
C999599GH0   DEC 01 S&P 500   Free Receipt   1.00        
C999599GH0   DEC 01 S&P MID 400   Free Delivery   (3.00 )      
C999599GH0   DEC 01 S&P MID 400   Free Receipt   2.00        
C244199105   DEERE & CO COM   Acquisitions   1.90   (81.07 )  
C244199105   DEERE & CO COM   Dispositions   (20,300.00 )     886,958.59
C24688Q101   DELIAS CORP CL A   Acquisitions   1,000.00   (967.45 )  
C24688Q101   DELIAS CORP CL A   Dispositions   (1,985.00 )     1,684.71
C247025109   DELL COMPUTER CORP COM   Acquisitions   4.00   (109.70 )  
C247025109   DELL COMPUTER CORP COM   Dispositions   (6,600.00 )     166,940.11
C247025109   DELL COMPUTER CORP COM   Free Delivery   (200.00 )      
C247126105   DELPHI AUTOMOTIVE SYS CORP COM   Acquisitions   0.25   (3.57 )  
C247126105   DELPHI AUTOMOTIVE SYS CORP COM   Dispositions   (500.00 )     8,274.72

C247126105   DELPHI AUTOMOTIVE SYS CORP COM   Free Delivery   (0.46 )      
C247361108   DELTA AIR LINES INC COM   Acquisitions   0.06   (2.51 )  
C247361108   DELTA AIR LINES INC COM   Dispositions   (7,000.00 )     320,925.29
C248019101   DELUXE CORP COM   Acquisitions   8,000.00   (261,950.40 )  
C248019101   DELUXE CORP COM   Dispositions   (100.00 )     2,567.91
C248239105   DENDRITE INTL INC COM   Acquisitions   15,800.00   (400,925.00 )  
C248239105   DENDRITE INTL INC COM   Dispositions   (11,200.00 )     217,475.45
C249030107   DENTSPLY INTL INC NEW COM   Acquisitions   60.00   (2,650.80 )  
C249030107   DENTSPLY INTL INC NEW COM   Dispositions   (9,800.00 )     351,374.13
S5750355   DEUTSCHE BANK AG NPV(REGD)   Acquisitions   130.00   (9,625.29 )  
S5750355   DEUTSCHE BANK AG NPV(REGD)   Dispositions   (1,200.00 )     66,197.95
S4617859   DEUTSCHE POST AG NPV(REGD)   Acquisitions   800.00   (16,319.49 )  
S4617859   DEUTSCHE POST AG NPV(REGD)   Dispositions   (1,580.00 )     32,055.83
C25179M103   DEVON ENERGY CORP NEW COM   Acquisitions   (510.00 ) 19,123.32    
C25179M103   DEVON ENERGY CORP NEW COM   Dispositions   (7,000.00 )     389,837.99
C251893103   DEVRY INC DEL COM   Acquisitions   3,000.00   (119,280.00 )  
C251893103   DEVRY INC DEL COM   Dispositions   (10,400.00 )     365,495.80
S5150290   DEXIA NPV   Acquisitions   100.00   (15,277.30 )  
S5150290   DEXIA NPV   Dispositions   (350.00 )     57,174.57
S5150290   DEXIA NPV   Free Delivery   (526.00 )      
S5150290   DEXIA NPV   Free Receipt   1,845.00        
S5693803   DEXIA VVPR STRIPS   Free Delivery   (1,845.00 )      
S5693803   DEXIA VVPR STRIPS   Free Receipt   1,845.00        
S0237400   DIAGEO ORD GBX28.935185   Acquisitions   459.00   (4,747.47 )  
S0237400   DIAGEO ORD GBX28.935185   Dispositions   (3,710.00 )     37,306.04
C252450101   DIAGNOSTIC PRODS CORP COM   Acquisitions   1,500.00   (73,925.40 )  
C252450101   DIAGNOSTIC PRODS CORP COM   Dispositions   (5,100.00 )     262,631.04
C252450101   DIAGNOSTIC PRODS CORP COM   Free Receipt   1,900.00        
C25271C102   DIAMOND OFFSHORE DRILLING INC COM   Acquisitions   1.17   (38.01 )  
C25271C102   DIAMOND OFFSHORE DRILLING INC COM   Dispositions   (200.00 )     7,807.28
C25278P106   DIAMONDCLUSTER INTL INC CL A   Acquisitions   500.00   (5,281.29 )  
C25278P106   DIAMONDCLUSTER INTL INC CL A   Dispositions   (10,400.00 )     264,049.27
C25278P106   DIAMONDCLUSTER INTL INC CL A   Free Receipt   50.00        
C252787106   DIAMONDS TR UNIT SER 1   Acquisitions   0.00   (0.22 )  
C252787106   DIAMONDS TR UNIT SER 1   Dispositions   (3,200.00 )     328,757.02
C252826102   DIANON SYS INC COM   Acquisitions   300.00   (14,519.95 )  
C252826102   DIANON SYS INC COM   Dispositions   (1,500.00 )     70,025.61
C253651103   DIEBOLD INC COM   Acquisitions   90.00   (3,007.15 )  
C253651103   DIEBOLD INC COM   Dispositions   (8,380.00 )     331,852.84
C253756100   DIGEX INC DEL CL A COMMON STOCK   Acquisitions   4,000.00   (59,047.20 )  
C253756100   DIGEX INC DEL CL A COMMON STOCK   Dispositions   (4,000.00 )     49,663.54
C253807101   DIGIMARC CORP COM STK   Acquisitions   200.00   (2,764.95 )  
C253807101   DIGIMARC CORP COM STK   Dispositions   (1,000.00 )     14,297.06
C253855100   DIGITAL LIGHTWAVE INC COM   Acquisitions   200.00   (1,928.00 )  
C253855100   DIGITAL LIGHTWAVE INC COM   Dispositions   (500.00 )     18,534.43
C253855100   DIGITAL LIGHTWAVE INC COM   Free Delivery   (400.00 )      
C25388B104   DIGITAL RIV INC COM   Acquisitions   560.00   (9,129.95 )  
C25388B104   DIGITAL RIV INC COM   Dispositions   (1,500.00 )     21,254.28
C254067101   DILLARDS INC CL A COM   Acquisitions   550.00   (11,260.95 )  
C254067101   DILLARDS INC CL A COM   Dispositions   (7,400.00 )     121,279.72
C254394109   DIMON INC COM   Acquisitions   10,100.00   (90,193.00 )  
C254394109   DIMON INC COM   Dispositions   (2,000.00 )     11,289.82
C254931108   DIRECT FOCUS INC COM ISIN CA2549311082   Acquisitions   50.00   (1,720.58 )  
C254931108   DIRECT FOCUS INC COM ISIN CA2549311082   Dispositions   (6,725.00 )     171,061.48
C254931108   DIRECT FOCUS INC COM ISIN CA2549311082   Free Receipt   107.00        
C25457C207   DIRECT INSITE CORP COM NEW   Dispositions   (300.00 )     481.03
C25457C207   DIRECT INSITE CORP COM NEW   Free Receipt   300.00        
C254687106   DISNEY WALT CO DISNEY COM COM   Acquisitions   (5,200.00 ) 78,000.00    
C254687106   DISNEY WALT CO DISNEY COM COM   Dispositions   (46,900.00 )     1,388,442.20
C25500M103   DITECH COMMUNICATIONS CORP COM STK   Acquisitions   90.00   (896.20 )  
C25500M103   DITECH COMMUNICATIONS CORP COM STK   Dispositions   (5,900.00 )     80,384.82
C255064107   DIVERSA CORP COM STK ISIN# US2550641078   Acquisitions   100.00   (1,521.95 )  
C255064107   DIVERSA CORP COM STK ISIN# US2550641078   Dispositions   (90.00 )     1,514.99
C23325G104   DJ ORTHOPEDICS INC COM   Acquisitions   250.00   (4,250.00 )  
C23325G104   DJ ORTHOPEDICS INC COM   Dispositions   (250.00 )     3,282.43

C23322L106   DMC STRATEX NETWORKS INC COM   Acquisitions   50.00   (423.45 )  
C23322L106   DMC STRATEX NETWORKS INC COM   Dispositions   (7,900.00 )     126,852.39
C256069105   DOBSON COMMUNICATIONS CORP CL A   Acquisitions   2,080.00   (32,240.00 )  
C256069105   DOBSON COMMUNICATIONS CORP CL A   Dispositions   (20,260.00 )     338,711.59
C256159104   DOCUMENTUM INC COM   Acquisitions   1,000.00   (11,967.45 )  
C256159104   DOCUMENTUM INC COM   Dispositions   (11,300.00 )     535,024.72
C256669102   DOLLAR GEN CORP COM   Acquisitions   300.00   (4,749.18 )  
C256669102   DOLLAR GEN CORP COM   Dispositions   (300.00 )     6,854.77
C256747106   DOLLAR TREE STORES INC COM   Acquisitions   320.00   (9,614.82 )  
C256747106   DOLLAR TREE STORES INC COM   Dispositions   (6,240.00 )     169,410.35
C25746U109   DOMINION RES INC VA NEW COM   Acquisitions   100.00   (5,779.95 )  
C25746U109   DOMINION RES INC VA NEW COM   Dispositions   (500.00 )     27,569.13
C25811P100   DORAL FINL CORP COM   Acquisitions   300.00   (7,482.45 )  
C25811P100   DORAL FINL CORP COM   Dispositions   (2,000.00 )     52,958.22
C25848T109   DOT HILL SYS CORP COM   Acquisitions   3,000.00   (18,171.00 )  
C25848T109   DOT HILL SYS CORP COM   Dispositions   (3,200.00 )     7,839.53
C258609304   DOUBLECLICK INC COM   Acquisitions   150.00   (1,892.07 )  
C258609304   DOUBLECLICK INC COM   Dispositions   (18,830.00 )     197,258.36
C260003108   DOVER CORP COM   Acquisitions   0.49   (20.00 )  
C260003108   DOVER CORP COM   Dispositions   (6,100.00 )     248,344.67
C260543103   DOW CHEM CO COM   Acquisitions   2.64   (88.67 )  
C260543103   DOW CHEM CO COM   Dispositions   (9,500.00 )     359,863.18
C260543103   DOW CHEM CO COM   Free Receipt   5,638.50        
C261018105   DOWNEY FINL CORP COM   Acquisitions   200.00   (11,589.95 )  
C261018105   DOWNEY FINL CORP COM   Dispositions   (200.00 )     11,405.66
C23329J104   DQE INC COM   Acquisitions   500.00   (10,679.95 )  
C23329J104   DQE INC COM   Dispositions   (5,000.00 )     158,567.71
S5801628   DRESDNER BANK AG NPV(REGD)   Acquisitions   700.00   (26,510.78 )  
S5801628   DRESDNER BANK AG NPV(REGD)   Dispositions   (2,300.00 )     102,285.34
C23330X100   DRS TECHNOLOGIES INC COM   Acquisitions   200.00   (8,819.95 )  
C23330X100   DRS TECHNOLOGIES INC COM   Dispositions   (2,900.00 )     91,194.12
C23332B106   DSP GROUP INC COM   Acquisitions   45.00   (1,049.95 )  
C23332B106   DSP GROUP INC COM   Dispositions   (5,000.00 )     121,508.44
C233326107   DST SYS INC COM   Acquisitions   (1,400.00 ) 66,901.94    
C233326107   DST SYS INC COM   Dispositions   (2,700.00 )     111,217.92
C233331107   DTE ENERGY CO COM   Acquisitions   2.39   (80.93 )  
C233331107   DTE ENERGY CO COM   Dispositions   (200.00 )     9,117.29
C263534109   DU PONT E I DE NEMOURS & CO COM STK   Acquisitions   4.10   (183.84 )  
C263534109   DU PONT E I DE NEMOURS & CO COM STK   Dispositions   (1,000.00 )     44,558.51
C263578106   DUANE READE INC COM   Acquisitions   4,000.00   (109,000.00 )  
C263578106   DUANE READE INC COM   Dispositions   (5,100.00 )     150,074.21
C264399106   DUKE ENERGY CORP COM STK   Acquisitions   6.36   (243.65 )  
C264399106   DUKE ENERGY CORP COM STK   Dispositions   (1,000.00 )     35,968.85
C264399106   DUKE ENERGY CORP COM STK   Free Receipt   850.00        
C26613X101   DUPONT PHOTOMASKS INC COM   Acquisitions   3,400.00   (232,218.64 )  
C26613X101   DUPONT PHOTOMASKS INC COM   Dispositions   (3,400.00 )     172,774.07
C267475101   DYCOM INDS INC COM   Acquisitions   10,200.00   (306,518.16 )  
C267475101   DYCOM INDS INC COM   Dispositions   (19,110.00 )     311,962.22
C267919306   DYNACQ INTL INC COM STK ISIN# US2679193068   Acquisitions   100.00   (2,263.95 )  
C267919306   DYNACQ INTL INC COM STK ISIN# US2679193068   Dispositions   (5,000.00 )     93,646.86
C26816Q101   DYNEGY INC NEW CL A COM   Acquisitions   0.45   (23.11 )  
C26816Q101   DYNEGY INC NEW CL A COM   Dispositions   (3,020.00 )     142,641.61
C26816Q101   DYNEGY INC NEW CL A COM   Free Delivery   (200.00 )      
C26881V100   E PIPHANY INC COM   Acquisitions   500.00   (7,639.95 )  
C26881V100   E PIPHANY INC COM   Dispositions   (16,700.00 )     914,366.31
C269246104   E*TRADE GROUP INC COM   Acquisitions   125.00   (777.45 )  
C269246104   E*TRADE GROUP INC COM   Dispositions   (13,800.00 )     83,236.04
S4942904   E.ON AG NPV   Acquisitions   200.00   (10,327.64 )  
C27002R101   EAGLE WIRELESS INTL INC COM STK   Dispositions   (720.00 )     834.02
C27002R101   EAGLE WIRELESS INTL INC COM STK   Free Delivery   (720.00 )      
C27002R101   EAGLE WIRELESS INTL INC COM STK   Free Receipt   1,840.00        
C270321102   EARTHLINK INC COM STK   Acquisitions   100.00   (1,412.95 )  
C270321102   EARTHLINK INC COM STK   Dispositions   (10,200.00 )     147,836.93
C270321102   EARTHLINK INC COM STK   Free Delivery   (500.00 )      
C27032B100   EARTHSHELL CORP COM   Acquisitions   200.00   (629.95 )  

C27032B100   EARTHSHELL CORP COM   Dispositions   (3,950.00 )     6,793.76
C277276101   EASTGROUP PPTYS INC REIT   Acquisitions   1,600.00   (35,880.00 )  
C277276101   EASTGROUP PPTYS INC REIT   Dispositions   (2,000.00 )     44,298.52
C277432100   EASTMAN CHEM CO COM   Acquisitions   12,800.00   (577,934.08 )  
C277432100   EASTMAN CHEM CO COM   Dispositions   (7,500.00 )     390,808.96
C277461109   EASTMAN KODAK CO COM   Acquisitions   1.31   (50.84 )  
C277461109   EASTMAN KODAK CO COM   Dispositions   (500.00 )     21,889.31
C277461109   EASTMAN KODAK CO COM   Free Delivery   (200.00 )      
C278642103   EBAY INC COM   Acquisitions   (1,600.00 ) 79,824.80    
C278642103   EBAY INC COM   Dispositions   (2,000.00 )     139,172.55
C278642103   EBAY INC COM   Free Delivery   (1,000.00 )      
C278642103   EBAY INC COM   Free Receipt   1,529.00        
C27874N105   ECHELON CORP OC-COM STK   Acquisitions   100.00   (1,264.95 )  
S2756301   ECHOSTAR BROADBAND CORP SR NT 10.375 DUE10-01-2007/10-01-2004 BEO   Dispositions   (20,000.00 )     19,900.00
S2756301   ECHOSTAR BROADBAND CORP SR NT 10.375 DUE10-01-2007/10-01-2004 BEO   Free Receipt   45,000.00        
C278762109   ECHOSTAR COMMUNICATIONS CORP NEW CL A   Acquisitions   300.00   (6,989.95 )  
C278762109   ECHOSTAR COMMUNICATIONS CORP NEW CL A   Dispositions   (1,000.00 )     31,281.50
C278856109   ECLIPSYS CORP COM   Acquisitions   600.00   (14,991.72 )  
C278856109   ECLIPSYS CORP COM   Dispositions   (13,400.00 )     217,669.04
C278865100   ECOLAB INC COM   Acquisitions   1,260.00   (49,876.47 )  
C278865100   ECOLAB INC COM   Dispositions   (1,660.00 )     64,638.24
C27889S107   ECONNECT COM   Acquisitions   1,500.00   (614.95 )  
C27889S107   ECONNECT COM   Dispositions   (200.00 )     0
C28139T101   ED MGMT CORP COM   Acquisitions   200.00   (7,440.00 )  
C28139T101   ED MGMT CORP COM   Dispositions   (6,300.00 )     194,235.12
C281020107   EDISON INTL COM   Acquisitions   300.00   (2,808.99 )  
C281020107   EDISON INTL COM   Dispositions   (8,900.00 )     79,937.12
C281033100   EDISON SCHS INC CL A   Acquisitions   1,900.00   (32,496.84 )  
C281033100   EDISON SCHS INC CL A   Dispositions   (5,700.00 )     98,356.48
C281760108   EDWARDS A.G INC COM   Acquisitions   3,360.00   (126,362.21 )  
C281760108   EDWARDS A.G INC COM   Dispositions   (3,300.00 )     157,275.72
C281667105   EDWARDS J D & CO COM   Acquisitions   1,000.00   (12,066.30 )  
C281667105   EDWARDS J D & CO COM   Dispositions   (20,100.00 )     179,605.57
C26842V207   EEX CORP COM NEW   Acquisitions   1,000.00   (1,229.95 )  
C26842V207   EEX CORP COM NEW   Dispositions   (19,700.00 )     57,994.85
C28224R101   EFUNDS CORP COM COM STK ISIN# US28224R1014   Acquisitions   300.00   (6,062.95 )  
C28224R101   EFUNDS CORP COM COM STK ISIN# US28224R1014   Dispositions   (1,047.00 )     8,400.52
C28224R101   EFUNDS CORP COM COM STK ISIN# US28224R1014   Free Receipt   1,047.66        
C28336L109   EL PASO CORP COM   Acquisitions   0.10   (6.39 )  
C28336L109   EL PASO CORP COM   Dispositions   (4,800.00 )     213,697.98
C28336L109   EL PASO CORP COM   Free Receipt   18,100.00        
C284155108   ELANTEC SEMICONDUCTOR INC COM   Acquisitions   26.00   (1,225.95 )  
C284155108   ELANTEC SEMICONDUCTOR INC COM   Dispositions   (2,100.00 )     45,333.91
C285512109   ELECTR ARTS COM   Acquisitions   10.00   (484.95 )  
C285512109   ELECTR ARTS COM   Dispositions   (1,720.00 )     102,170.95
C285661104   ELECTR DATA SYS CORP NEW COM   Acquisitions   40.00   (2,339.36 )  
C285661104   ELECTR DATA SYS CORP NEW COM   Dispositions   (4,700.00 )     271,262.73
C286045109   ELECTRONICS BOUTIQUE HLDGS CORP COM   Acquisitions   210.00   (6,426.00 )  
C286045109   ELECTRONICS BOUTIQUE HLDGS CORP COM   Dispositions   (420.00 )     15,049.10
C286082102   ELECTRONICS FOR IMAGING INC COM   Acquisitions   310.00   (6,703.75 )  
C286082102   ELECTRONICS FOR IMAGING INC COM   Dispositions   (13,500.00 )     234,114.58
C532457108   ELI LILLY & CO COM   Acquisitions   0.30   (27.75 )  
C532457108   ELI LILLY & CO COM   Dispositions   (6,100.00 )     493,853.55
C28660G106   ELIZABETH ARDEN INC COM   Acquisitions   9,500.00   (206,460.65 )  
C28660G106   ELIZABETH ARDEN INC COM   Dispositions   (4,800.00 )     103,068.40
C290143106   ELOT INC COM   Acquisitions   1,000.00   (436.15 )  
C290160100   ELRON ELECTR INDS LTD ORD   Dispositions   (400.00 )     5,285.87
C290160100   ELRON ELECTR INDS LTD ORD   Free Delivery   (400.00 )      
C290160100   ELRON ELECTR INDS LTD ORD   Free Receipt   400.00        
C268648102   EMC CORP COM   Acquisitions   25.00   (345.20 )  
C268648102   EMC CORP COM   Dispositions   (20,000.00 )     736,975.40
C268648102   EMC CORP COM   Free Delivery   (200.00 )      
C29084Q100   EMCOR GROUP INC COM   Acquisitions   100.00   (3,571.95 )  

C29084Q100   EMCOR GROUP INC COM   Dispositions   (400.00 )     14,588.56
C290846104   EMCORE CORP COM   Acquisitions   70.00   (1,811.45 )  
C290846104   EMCORE CORP COM   Dispositions   (1,170.00 )     29,213.92
C291011104   EMERSON ELEC CO COM   Acquisitions   50.00   (3,198.95 )  
C291011104   EMERSON ELEC CO COM   Dispositions   (8,400.00 )     474,872.27
C291345106   EMISPHERE TECHNOLOGIES ASSOC INC COM   Acquisitions   100.00   (1,812.00 )  
C291345106   EMISPHERE TECHNOLOGIES ASSOC INC COM   Dispositions   (4,500.00 )     96,494.33
C291525103   EMMIS COMMUNICATIONS CORP   Acquisitions   120.00   (4,323.76 )  
C291525103   EMMIS COMMUNICATIONS CORP   Dispositions   (3,900.00 )     98,132.03
S2447069   EMMIS COMMUNICATIONS CORP SR SUB NT 8.125 DUE 03-15-2009/03-15-2004 BEO PUT   Acquisitions   20,000.00   (19,275.00 )  
C292166105   EMP SOLUTIONS INC   Dispositions   (1,881.00 )     18.80
C292166105   EMP SOLUTIONS INC   Free Receipt   1,762.00        
C291641108   EMPIRE DIST ELEC CO COM   Acquisitions   13.97   (323.84 )  
C291641108   EMPIRE DIST ELEC CO COM   Dispositions   (1,025.96 )     25,296.67
C292475209   EMULEX CORP COM NEW   Acquisitions   15.00   (629.01 )  
C292475209   EMULEX CORP COM NEW   Dispositions   (13,900.00 )     323,030.78
C292475209   EMULEX CORP COM NEW   Free Receipt   750.00        
S5271782   ENDESA SA EUR1.2   Acquisitions   362.00   (5,797.89 )  
S5271782   ENDESA SA EUR1.2   Dispositions   (5,000.00 )     87,168.09
C292659109   ENERGY CONVERSION DEVICES INC COM   Acquisitions   45.00   (1,568.80 )  
C292659109   ENERGY CONVERSION DEVICES INC COM   Dispositions   (2,800.00 )     58,392.05
C29270V103   ENERGY PWR SYS LTD COM STK   Acquisitions   2,000.00   (9,837.00 )  
C29270V103   ENERGY PWR SYS LTD COM STK   Free Delivery   (2,000.00 )      
C29274D604   ENERPLUS RES FD TR UNIT SER G NEW ISIN CA29274D6046   Acquisitions   70.00   (1,125.85 )  
C29274D604   ENERPLUS RES FD TR UNIT SER G NEW ISIN CA29274D6046   Dispositions   (80.00 )     1,496.99
C292827102   ENGAGE INC COM ISIN US2928271020   Acquisitions   1,000.00   (1,654.95 )  
C292827102   ENGAGE INC COM ISIN US2928271020   Dispositions   (9,386.00 )     19,062.29
C292845104   ENGELHARD CORP COM   Acquisitions   1.17   (30.00 )  
C292845104   ENGELHARD CORP COM   Dispositions   (22,000.00 )     555,835.65
C292866100   ENGINEERED SUPPORT SYS INC COM   Acquisitions   30.00   (1,098.85 )  
C292866100   ENGINEERED SUPPORT SYS INC COM   Dispositions   (200.00 )     9,243.74
S7145056   ENI EUR1   Acquisitions   1,000.00   (12,892.41 )  
S7145056   ENI EUR1   Dispositions   (5,400.00 )     66,734.87
S7145056   ENI EUR1   Free Receipt   36,670.00        
S4436399   ENI ITL1000(REGD)   Acquisitions   3,100.00   (20,367.96 )  
S4436399   ENI ITL1000(REGD)   Dispositions   (14,000.00 )     92,519.47
S4436399   ENI ITL1000(REGD)   Free Delivery   (73,340.00 )      
S4436399   ENI ITL1000(REGD)   Free Receipt   47,000.00        
C293561106   ENRON CORP COM   Acquisitions   (17,000.00 ) 1,159,097.40    
C293561106   ENRON CORP COM   Dispositions   (6,800.00 )     462,936.71
C29362U104   ENTEGRIS INC COM   Acquisitions   100.00   (1,322.95 )  
C29362U104   ENTEGRIS INC COM   Dispositions   (4,500.00 )     47,203.41
C29364G103   ENTERGY CORP NEW COM   Acquisitions   45.00   (1,994.20 )  
C29364G103   ENTERGY CORP NEW COM   Dispositions   (200.00 )     7,895.73
S0318866   ENTERPRISE OIL ORD GBP0.25   Acquisitions   1,050.00   (8,424.05 )  
S0318866   ENTERPRISE OIL ORD GBP0.25   Dispositions   (4,070.00 )     34,577.18
C293848107   ENTRUST INC   Acquisitions   1,000.00   (18,029.95 )  
C293848107   ENTRUST INC   Dispositions   (6,300.00 )     22,364.25
C294100102   ENZO BIOCHEM INC COM   Acquisitions   1,000.00   (28,819.95 )  
C294100102   ENZO BIOCHEM INC COM   Dispositions   (5,033.00 )     100,394.15
C294100102   ENZO BIOCHEM INC COM   Free Delivery   (1,000.00 )      
C294100102   ENZO BIOCHEM INC COM   Free Receipt   488.00        
C293904108   ENZON INC COM   Acquisitions   2,100.00   (133,077.00 )  
C293904108   ENZON INC COM   Dispositions   (6,300.00 )     381,040.27
C26875P101   EOG RESOURCES INC COM   Acquisitions   100.00   (3,613.00 )  
C26875P101   EOG RESOURCES INC COM   Dispositions   (7,800.00 )     324,625.17
C26882D109   EPIQ SYS INC COM   Acquisitions   100.00   (3,488.98 )  
C26882D109   EPIQ SYS INC COM   Dispositions   (1,100.00 )     31,711.93
C294741103   EQTY OFFICE PPTYS TR REIT   Acquisitions   0.09   (2.80 )  
C294741103   EQTY OFFICE PPTYS TR REIT   Dispositions   (684.00 )     18,665.44
C294741103   EQTY OFFICE PPTYS TR REIT   Free Receipt   452.00        
C29476L107   EQTY RESDNTL PPTYS TR SH BEN INT   Acquisitions   8.78   (485.44 )  

C29476L107   EQTY RESDNTL PPTYS TR SH BEN INT   Dispositions   (627.75 )     15,926.91
C29476L107   EQTY RESDNTL PPTYS TR SH BEN INT   Free Receipt   1,377.00        
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S506527W   EQUANT DA 01 RIGHTS   Free Receipt   556.00        
S5959378   ERICSSON(LM)TEL SEK1 SER'B'   Acquisitions   530.00   (2,697.19 )  
S5959378   ERICSSON(LM)TEL SEK1 SER'B'   Dispositions   (4,940.00 )     26,728.20
C811804988   ESCROW SEAGATE TECHNOLOGY   Free Delivery   (1,000.00 )      
C811804988   ESCROW SEAGATE TECHNOLOGY   Free Receipt   1,100.00        
C296643109   ESPEED INC CL A   Acquisitions   300.00   (7,229.95 )  
C296643109   ESPEED INC CL A   Dispositions   (3,700.00 )     84,985.42
C296643109   ESPEED INC CL A   Free Delivery   (300.00 )      
C29664R106   ESPERION THERAPEUTICS INC COM   Acquisitions   4,700.00   (55,812.50 )  
C29664R106   ESPERION THERAPEUTICS INC COM   Dispositions   (2,700.00 )     11,643.36
C297591109   ESYNCH CORP COM   Acquisitions   100.00   (71.95 )  
C297591109   ESYNCH CORP COM   Dispositions   (100.00 )     0
C297862104   ETOYS INC COM   Acquisitions   2,000.00   (467.35 )  
C297862104   ETOYS INC COM   Dispositions   (8,000.00 )     5,576.91
S9009550   EURODOLLAR 90 DAY FUTURE DEC 2002 12-16-2002   Free Delivery   (4.00 )      
S9009550   EURODOLLAR 90 DAY FUTURE DEC 2002 12-16-2002   Free Receipt   4.00        
S9009460   EURODOLLAR 90 DAY MAR 2003 FUTURE 03-17-2003   Free Delivery   (4.00 )      
S9009460   EURODOLLAR 90 DAY MAR 2003 FUTURE 03-17-2003   Free Receipt   4.00        
S9664300   EURODOLLAR 90 DAY MARCH 2001 FUTURE   Free Delivery   (16.00 )      
S9664300   EURODOLLAR 90 DAY MARCH 2001 FUTURE   Free Receipt   1.00        
S992276L   EURODOLLAR 90 DAY MARCH 2002 FUTURE   Free Delivery   (24.00 )      
S992276L   EURODOLLAR 90 DAY MARCH 2002 FUTURE   Free Receipt   10.00        
S9009450   EURODOLLAR 90 DAY SEP 2002 FUTURE 09-16-2002   Free Delivery   (6.00 )      
S9009450   EURODOLLAR 90 DAY SEP 2002 FUTURE 09-16-2002   Free Receipt   4.00        
S992876L   EURODOLLAR 90DAY 12-19-2011   Free Delivery   (5.00 )      
S992876L   EURODOLLAR 90DAY 12-19-2011   Free Receipt   2.00        
S902701U   EURODOLLAR 93.50 CALL OPTION MARCH 2001   Acquisitions   1.00   (867.50 )  
S902701U   EURODOLLAR 93.50 CALL OPTION MARCH 2001   Dispositions   (3.00 )     11,835.00
S903309U   EURODOLLAR 94.75 CALL OPTION JUNE 2001   Acquisitions   5.00   (7,525.00 )  
S903309U   EURODOLLAR 94.75 CALL OPTION JUNE 2001   Dispositions   (5.00 )     12,600.00
S903061U   EURODOLLAR 95.00 CALL OPTION MARCH 2001   Acquisitions   5.00   0    
S903061U   EURODOLLAR 95.00 CALL OPTION MARCH 2001   Dispositions   (6.00 )     570.00
CG3223R108   EVEREST RE GROUP LTD.ISIN BMG3223R1088 SEDOL 2709907   Acquisitions   1,390.00   (80,689.50 )  
CG3223R108   EVEREST RE GROUP LTD.ISIN BMG3223R1088 SEDOL 2709907   Dispositions   (6,700.00 )     410,883.22
C299900308   EVERGREEN RES INC COM NO PAR   Acquisitions   100.00   (4,269.95 )  
C299900308   EVERGREEN RES INC COM NO PAR   Dispositions   (425.00 )     19,491.89
C30033R108   EVERGREEN SOLAR INC COM   Acquisitions   200.00   (2,519.95 )  
C30033R108   EVERGREEN SOLAR INC COM   Dispositions   (500.00 )     4,524.89
C30063P105   EXACT SCIENCES CORP COM   Acquisitions   100.00   (949.95 )  
C30063P105   EXACT SCIENCES CORP COM   Dispositions   (100.00 )     870.02
C300645108   EXAR CORP COM   Acquisitions   500.00   (12,090.00 )  
C300645108   EXAR CORP COM   Dispositions   (16,600.00 )     368,803.17
C30067T103   EXCEL TECH INC COM   Acquisitions   100.00   (2,394.99 )  
C30067T103   EXCEL TECH INC COM   Dispositions   (185.00 )     3,832.72
C30161Q104   EXELIXIS INC COM STK ISIN# US30161Q1040   Acquisitions   500.00   (7,279.95 )  
C30161Q104   EXELIXIS INC COM STK ISIN# US30161Q1040   Dispositions   (1,000.00 )     17,469.46
C30161N101   EXELON CORP COM   Acquisitions   0.12   (6.34 )  
C30161N101   EXELON CORP COM   Dispositions   (2,100.00 )     142,575.58
C302043104   EXFO ELECTRO-OPTICAL ENGR INC SUB VTG SHS SUB VTG SHS ISIN CA3020431043   Acquisitions   100.00   (3,071.23 )  
C302043104   EXFO ELECTRO-OPTICAL ENGR INC SUB VTG SHS SUB VTG SHS ISIN CA3020431043   Dispositions   (7,780.00 )     347,906.11
C302088109   EXODUS COMMUNICATIONS INC COM STK ISIN# US3020881096   Acquisitions   100.00   (85.95 )  
C302088109   EXODUS COMMUNICATIONS INC COM STK ISIN# US3020881096   Dispositions   (7,000.00 )     17,709.39
C302088109   EXODUS COMMUNICATIONS INC COM STK ISIN# US3020881096   Free Receipt   176.00        
C302130109   EXPEDITORS INTL WASH INC COM   Acquisitions   (1,060.00 ) 58,643.02    
C302130109   EXPEDITORS INTL WASH INC COM   Dispositions   (7,400.00 )     377,044.06

C302182100   EXPRESS SCRIPTS INC COM   Acquisitions   220.00   (9,075.00 )  
C302182100   EXPRESS SCRIPTS INC COM   Dispositions   (6,600.00 )     611,555.40
C302182100   EXPRESS SCRIPTS INC COM   Free Receipt   7,180.00        
C30224P101   EXTD STAY AMER INC COM   Acquisitions   200.00   (3,531.95 )  
C30224P101   EXTD STAY AMER INC COM   Dispositions   (1,000.00 )     14,979.55
C301973103   EXTD SYS INC COM   Acquisitions   1,000.00   (4,014.95 )  
C301973103   EXTD SYS INC COM   Dispositions   (1,000.00 )     5,184.87
C30226D106   EXTREME NETWORKS INC COM   Acquisitions   50.00   (739.95 )  
C30226D106   EXTREME NETWORKS INC COM   Dispositions   (9,320.00 )     484,193.27
C30226D106   EXTREME NETWORKS INC COM   Free Delivery   (300.00 )      
C30231G102   EXXON MOBIL CORP COM   Acquisitions   0.37   (30.95 )  
C30231G102   EXXON MOBIL CORP COM   Dispositions   (3,200.00 )     285,078.49
C30231G102   EXXON MOBIL CORP COM   Free Receipt   89,783.00        
C302571104   F P L GROUP INC COM   Acquisitions   0.69   (44.80 )  
C302571104   F P L GROUP INC COM   Dispositions   (2,900.00 )     194,050.79
C315616102   F5 NETWORKS INC COM STK   Acquisitions   200.00   (2,860.00 )  
C315616102   F5 NETWORKS INC COM STK   Dispositions   (7,700.00 )     117,467.28
C303075105   FACTSET RESH SYS INC COM   Acquisitions   100.00   (4,056.00 )  
C303075105   FACTSET RESH SYS INC COM   Dispositions   (2,100.00 )     84,480.18
C303250104   FAIR ISAAC & CO INC COM   Acquisitions   100.00   (5,715.88 )  
C303250104   FAIR ISAAC & CO INC COM   Dispositions   (100.00 )     6,489.83
C303250104   FAIR ISAAC & CO INC COM   Free Receipt   50.00        
C303726103   FAIRCHILD SEMICONDUCTOR INTL INC CL A   Acquisitions   700.00   (14,169.95 )  
C305204109   FAIRMONT HOTELS RESORTS INC COM   Dispositions   (2,000.00 )     43,765.73
C305204109   FAIRMONT HOTELS RESORTS INC COM   Free Delivery   (6,075.00 )      
C305204109   FAIRMONT HOTELS RESORTS INC COM   Free Receipt   6,075.00        
C307000109   FAMILY DLR STORES INC COM   Acquisitions   4,300.00   (123,141.25 )  
C307000109   FAMILY DLR STORES INC COM       (15,800.00 )     308,140.25
C35063R100   FDRY NETWORKS INC COM   Acquisitions   30.00   (335.58 )  
C35063R100   FDRY NETWORKS INC COM   Dispositions   (2,000.00 )     36,938.73
C35063R100   FDRY NETWORKS INC COM   Free Delivery   (2,000.00 )      
C313855108   FED SIGNAL CORP COM   Acquisitions   8,000.00   (168,335.20 )  
C313855108   FED SIGNAL CORP COM       (6,600.00 )     132,157.29
C31428X106   FEDEX CORP COM   Acquisitions   100.00   (3,536.95 )  
C31428X106   FEDEX CORP COM       (3,500.00 )     141,920.26
C31428X106   FEDEX CORP COM   Free Delivery   (1,000.00 )      
C31410H101   FEDT DEPT STORES INC DEL COM   Acquisitions   70.00   (2,960.77 )  

C31410H101   FEDT DEPT STORES INC DEL COM   Dispositions   (4,700.00 )     185,842.13
C314211103   FEDT INVESTORS INC CL B   Acquisitions   1,500.00   (46,980.00 )  
C314211103   FEDT INVESTORS INC CL B   Dispositions   (6,260.00 )     178,028.45
C30241L109   FEI CO COM   Acquisitions   200.00   (6,403.99 )  
C30241L109   FEI CO COM   Dispositions   (1,700.00 )     59,481.00
C313400301   FHLMC VTG COM   Acquisitions   30.00   (2,154.85 )  
C313400301   FHLMC VTG COM       (8,200.00 )     503,878.10
C316326107   FID NATL FINL INC COM   Acquisitions   (800.00 ) 19,488.00    
C316326107   FID NATL FINL INC COM   Dispositions   (14,920.00 )     335,129.30
C316326107   FID NATL FINL INC COM   Free Receipt   1,030.00        
C31787A101   FINISAR CORP COM   Acquisitions   92.00   (1,627.99 )  
C31787A101   FINISAR CORP COM   Dispositions   (20,370.00 )     245,344.40
C31787A101   FINISAR CORP COM   Free Delivery   (200.00 )      
C317604106   FINL INTRANET INC COM   Acquisitions   34,000.00   (2,101.20 )  
C317604205   FINL INTRANET INC COM NEW   Free Delivery   (971.00 )      
C317604205   FINL INTRANET INC COM NEW   Free Receipt   971.00        
S5859951   FINMECCANICA SPA EUR0.22   Acquisitions   25,870.00   (19,009.56 )  
S5859951   FINMECCANICA SPA EUR0.22   Dispositions   (36,100.00 )     35,509.05
C317928109   FINOVA GROUP INC COM   Acquisitions   500.00   (554.95 )  
C317928109   FINOVA GROUP INC COM   Dispositions   (10,400.00 )     45,441.27
C319963104   FIRST DATA CORP COM   Acquisitions   (2,500.00 ) 164,488.00    
C319963104   FIRST DATA CORP COM   Dispositions   (15,600.00 )     914,101.43
C337932107   FIRSTENERGY CORP COM   Acquisitions   200.00   (6,046.00 )  
C337932107   FIRSTENERGY CORP COM   Dispositions   (300.00 )     9,089.69
C337932107   FIRSTENERGY CORP COM   Free Delivery   (2,013.45 )      
C337932107   FIRSTENERGY CORP COM   Free Receipt   2,055.87        
C337907109   FIRSTFED FINL CORP DEL COM   Acquisitions   1,400.00   (42,082.18 )  
C337907109   FIRSTFED FINL CORP DEL COM   Dispositions   (1,400.00 )     40,546.70
C337738108   FISERV INC COM   Acquisitions   800.00   (27,672.00 )  
C337738108   FISERV INC COM   Dispositions   (1,630.00 )     54,232.37
C337738108   FISERV INC COM   Free Receipt   3,025.00        
CG3529L102   FLAG TELECOM HOLDINGS   Acquisitions   8,270.00   (77,014.38 )  
CG3529L102   FLAG TELECOM HOLDINGS   Dispositions   (11,890.00 )     36,533.18
C339030108   FLEETBOSTON FINL CORP COM STK   Acquisitions   0.42   (16.50 )  
C339030108   FLEETBOSTON FINL CORP COM STK   Dispositions   (12,800.00 )     498,205.46
C339030108   FLEETBOSTON FINL CORP COM STK   Free Delivery   (100.00 )      
C339030108   FLEETBOSTON FINL CORP COM STK   Free Receipt   4,692.00        
C339130106   FLEMING COS INC COM   Acquisitions   30.00   (1,078.46 )  
C339130106   FLEMING COS INC COM   Dispositions   (200.00 )     7,151.81
C339324600   FLETCHER CHALLENGE LTD RT PUR PREF SER AEXP 12-05-2000   Acquisitions   500.00   (520.00 )  
C339324600   FLETCHER CHALLENGE LTD RT PUR PREF SER AEXP 12-05-2000   Free Delivery   (500.00 )      
CY2573F102   FLEXTRONICS INTL LTD COM STK   Acquisitions   (6,860.00 ) 126,127.27    
CY2573F102   FLEXTRONICS INTL LTD COM STK   Dispositions   (9,410.00 )     212,981.65
CY2573F102   FLEXTRONICS INTL LTD COM STK   Free Delivery   (400.00 )      
S2707291   FLEXTRONICS INTL LTD US$SR SUB NT 9.875DUE 07-01-2010/07-01-2005 BEO   Dispositions   (10,000.00 )     10,425.00
S2707291   FLEXTRONICS INTL LTD US$SR SUB NT 9.875DUE 07-01-2010/07-01-2005 BEO   Free Receipt   49,000.00        
C343412102   FLUOR CORP NEW COM   Acquisitions   0.14   (5.60 )  
C343412102   FLUOR CORP NEW COM   Dispositions   (3,500.00 )     142,340.24
C343412102   FLUOR CORP NEW COM   Free Receipt   2,000.00        
C302491303   FMC CORP COM (NEW)   Acquisitions   8,600.00   (618,895.56 )  
C302491303   FMC CORP COM (NEW)   Dispositions   (8,600.00 )     631,802.87
S904104W   FNMA 6 CALL OPT SEP 2010   Acquisitions   700.00   (546.88 )  
S904104W   FNMA 6 CALL OPT SEP 2010   Dispositions   (700.00 )     1,421.88
S904310W   FNMA 6 98.828 CALL OPT OCT 2001   Acquisitions   700.00   0    
S904310W   FNMA 6 98.828 CALL OPT OCT 2001   Dispositions   (700.00 )     2,406.25
C313586109   FNMA COM STK   Acquisitions   0.38   (30.11 )  
C313586109   FNMA COM STK   Dispositions   (6,700.00 )     527,545.09
S242726U   FNMA DISC NT 08-09-2001   Acquisitions   200,000.00   (196,537.66 )  
S242726U   FNMA DISC NT 08-09-2001   Dispositions   (700,000.00 )     700,000.00
C344185103   FOILMARK INC COM   Acquisitions   550.00   (1,802.45 )  

C344849104   FOOT LOCKER INC COM   Dispositions   (8,400.00 )     127,523.69
C344849104   FOOT LOCKER INC COM   Free Receipt   21,500.00        
S7108587   FORBO HOLDING AG P/WTS 14/05/2001   Free Delivery   (41.00 )      
S7108587   FORBO HOLDING AG P/WTS 14/05/2001   Free Receipt   122.00        
C345370860   FORD MTR CO DEL COM PAR $0.01   Acquisitions   (590.00 ) 14,958.22    
C345370860   FORD MTR CO DEL COM PAR $0.01   Dispositions   (14,435.00 )     346,497.73
C345370860   FORD MTR CO DEL COM PAR $0.01   Free Delivery   (799.45 )      
S2445643   FORD MTR CO DEL GLOBAL LANDMARK SECS-GLOBLS 7.45 DUE 07-16-2031 BEO   Acquisitions   10,000.00   (9,618.10 )  
S2445643   FORD MTR CO DEL GLOBAL LANDMARK SECS-GLOBLS 7.45 DUE 07-16-2031 BEO   Dispositions   (220,000.00 )     203,915.80
S7035748   FORD MTR CR CO GLOBAL LANDMARK SECS-GLOBLS 7.375 DUE 02-01-2011 BEO   Acquisitions   40,000.00   (40,497.20 )  
C345426100   FORDING INC COM COM STK   Dispositions   (2,500.00 )     36,922.26
C345426100   FORDING INC COM COM STK   Free Delivery   (4,033.80 )      
C345426100   FORDING INC COM COM STK   Free Receipt   4,033.80        
C345838106   FOREST LAB INC COM   Acquisitions   55.00   (3,737.97 )  
C345838106   FOREST LAB INC COM   Dispositions   (3,290.00 )     238,357.80
C345838106   FOREST LAB INC COM   Free Receipt   2,300.00        
C346563109   FORRESTER RESH INC COM   Acquisitions   500.00   (27,666.22 )  
C346563109   FORRESTER RESH INC COM   Dispositions   (500.00 )     25,489.17
S5596593   FORTIS B NPV   Acquisitions   550.00   (16,896.44 )  
S5596593   FORTIS B NPV   Dispositions   (500.00 )     13,021.04
S5593798   FORTIS NL EUR0.24   Acquisitions   250.00   (6,075.64 )  
S5593798   FORTIS NL EUR0.24   Dispositions   (1,590.00 )     39,214.50
S6349268   FOSTERS BREWING GP NPV   Acquisitions   195.00   (435.47 )  
S6349268   FOSTERS BREWING GP NPV   Free Delivery   (46,736.00 )      
S7153576   FRANCE TELECOM FRANCE TEL CVG (24/6/4)EU60   Dispositions   (556.00 )     5,015.90
S7153576   FRANCE TELECOM FRANCE TEL CVG (24/6/4)EU60   Free Receipt   556.00        
C356108100   FREDS INC CL A   Acquisitions   200.00   (6,289.95 )  
C356108100   FREDS INC CL A   Dispositions   (100.00 )     3,252.91
C356108100   FREDS INC CL A   Free Receipt   400.00        
C356602102   FREEMARKETS INC COM   Acquisitions   100.00   (1,279.95 )  
C356602102   FREEMARKETS INC COM   Dispositions   (8,700.00 )     135,944.27
C35671D857   FREEPORT MCMORAN C & G CL B COM STK   Acquisitions   200.00   (2,873.00 )  
C35671D857   FREEPORT MCMORAN C & G CL B COM STK   Dispositions   (9,800.00 )     136,642.70
S2540968   FRESENIUS MED CARE CAP TR TR PFD SECS 9.00 PFD SECS 9.00   Acquisitions   (18,000.00 ) 17,820.00    
S2540968   FRESENIUS MED CARE CAP TR TR PFD SECS 9.00 PFD SECS 9.00   Dispositions   (28.00 )     28,700.00
S3055977   FRIENDS PROVIDENT ORD GBP0.10   Acquisitions   12,450.00   (39,200.80 )  
S3055977   FRIENDS PROVIDENT ORD GBP0.10   Dispositions   (6,070.00 )     19,151.50
C354613101   FRKLN RES INC COM   Acquisitions   0.03   (1.32 )  
C354613101   FRKLN RES INC COM   Dispositions   (19,400.00 )     836,395.34
C359065109   FRONTIER AIRLS INC NEW COM   Acquisitions   100.00   (1,507.95 )  
C359065109   FRONTIER AIRLS INC NEW COM   Dispositions   (11,550.00 )     124,868.65
C359065109   FRONTIER AIRLS INC NEW COM   Free Receipt   3,850.00        
C35914P105   FRONTIER OIL CORP COM   Acquisitions   1,000.00   (12,814.95 )  
C35914P105   FRONTIER OIL CORP COM   Dispositions   (1,000.00 )     18,624.42
C302941109   FTI CONSULTING INC COM   Acquisitions   100.00   (3,239.95 )  
C302941109   FTI CONSULTING INC COM   Dispositions   (100.00 )     2,869.95
S903501L   FTSE 100 INDEX DEC 2001 FUTURE LIAB   Free Delivery   (1.00 )      
S903501L   FTSE 100 INDEX DEC 2001 FUTURE LIAB   Free Receipt   1.00        
S9353449   FTSE 100 INDEX DEC 2000 FUTURE   Free Delivery   (15.00 )      
S9353449   FTSE 100 INDEX DEC 2000 FUTURE   Free Receipt   6.00        
S903501W   FTSE 100 INDEX DEC 2001 FUTURE   Free Delivery   (5.00 )      
S903501W   FTSE 100 INDEX DEC 2001 FUTURE   Free Receipt   2.00        
S902497W   FTSE 100 INDEX FUTURE 30/09/2001   Free Delivery   (2.00 )      
S902497W   FTSE 100 INDEX FUTURE 30/09/2001   Free Receipt   5.00        
S902497L   FTSE 100 INDEX FUTURE LIAB 30/09/2001   Free Delivery   (10.00 )      
S902497L   FTSE 100 INDEX FUTURE LIAB 30/09/2001   Free Receipt   5.00        
S9883949   FTSE 100 INDEX JUN 2001 FUTURE   Free Delivery   (2.00 )      
S9883949   FTSE 100 INDEX JUN 2001 FUTURE   Free Receipt   2.00        
S9264729   FTSE 100 INDEX MAR 2001 FUTURE   Free Delivery   (5.00 )      
S9264729   FTSE 100 INDEX MAR 2001 FUTURE   Free Receipt   10.00        

C35952H106   FUELCELL ENERGY INC COM   Acquisitions   50.00   (739.95 )  
C35952H106   FUELCELL ENERGY INC COM   Dispositions   (6,000.00 )     87,787.87
C35952H106   FUELCELL ENERGY INC COM   Free Receipt   300.00        
S6036582   FUJI TELEVISION JPY5000   Acquisitions   2.00   (14,928.56 )  
S6036582   FUJI TELEVISION JPY5000   Dispositions   (3.00 )     24,152.97
C360921100   FURNITURE BRANDS INTL INC COM   Acquisitions   200.00   (5,229.95 )  
C360921100   FURNITURE BRANDS INTL INC COM   Dispositions   (200.00 )     3,623.92
S6357562   FURUKAWA ELEC CO Y50   Acquisitions   1,000.00   (8,824.55 )  
S6357562   FURUKAWA ELEC CO Y50   Dispositions   (3,000.00 )     31,765.50
C36112N108   FUSION NETWORKS HLDGS INC COM   Acquisitions   4,000.00   (2,060.00 )  
C36112N108   FUSION NETWORKS HLDGS INC COM   Dispositions   (4,000.00 )     1,939.93
C361268105   G & K SVCS INC CL A   Acquisitions   200.00   (5,800.00 )  
C361268105   G & K SVCS INC CL A   Dispositions   (1,000.00 )     30,048.99
C373298108   GA PAC CORP   Acquisitions   200.00   (6,397.20 )  
C373298108   GA PAC CORP   Dispositions   (2,200.00 )     68,088.38
C362553109   GADZOOKS INC COM   Acquisitions   80.00   (1,069.35 )  
C362553109   GADZOOKS INC COM   Dispositions   (3,000.00 )     42,789.67
C36268Q103   GAIAM INC CL A CL A ISIN US36268Q1031   Acquisitions   100.00   (1,812.95 )  
C36268Q103   GAIAM INC CL A CL A ISIN US36268Q1031   Dispositions   (100.00 )     1,900.98
C364730101   GANNETT INC COM   Acquisitions   300.00   (19,403.01 )  
C364730101   GANNETT INC COM   Dispositions   (300.00 )     19,247.35
C364760108   GAP INC COM   Acquisitions   0.31   (7.35 )  
C364760108   GAP INC COM   Dispositions   (18,000.00 )     240,596.14
C367626108   GATEWAY INC COM   Acquisitions   100.00   (779.95 )  
C367626108   GATEWAY INC COM   Dispositions   (1,000.00 )     17,229.47
S2481669   GDR HON HAI PRECISION IND LTD GLOBAL DEPOS RCPT   Acquisitions   2,652.00   0    
S2611778   GDR HYUNDAI MTR CO ISIN # US4491877076   Dispositions   (4,520.00 )     47,376.38
S2611778   GDR HYUNDAI MTR CO ISIN # US4491877076   Free Receipt   21,472.00        
C450047204   GDR IRSA INVERSIONES Y REPRESENTACIONES S A   Acquisitions   100.00   (1,449.95 )  
C450047204   GDR IRSA INVERSIONES Y REPRESENTACIONES S A   Dispositions   (100.00 )     1,475.00
C36866W106   GEMSTAR-TV GUIDE INTL INC COM   Acquisitions   100.00   (2,580.00 )  
C36866W106   GEMSTAR-TV GUIDE INTL INC COM   Dispositions   (4,000.00 )     107,876.40
C369550108   GEN DYNAMICS CORP COM   Acquisitions   50.00   (3,324.95 )  
C369550108   GEN DYNAMICS CORP COM   Dispositions   (600.00 )     50,696.83
C369604103   GEN ELEC CO COM   Acquisitions   (150.00 ) 7,349.95    
C369604103   GEN ELEC CO COM   Dispositions   (25,900.00 )     1,132,556.25
C369604103   GEN ELEC CO COM   Free Delivery   (200.00 )      
C370253106   GEN MAGIC INC COM   Acquisitions   5,000.00   (10,657.50 )  
C370253106   GEN MAGIC INC COM   Dispositions   (15,700.00 )     12,083.12
C370334104   GEN MILLS INC COM   Acquisitions   300.00   (11,930.01 )  
C370334104   GEN MILLS INC COM   Dispositions   (7,600.00 )     331,658.25
C370442832   GEN MTRS CORP CL H NEW   Acquisitions   1,200.00   (15,564.00 )  
C36867G100   GENAERA CORP COM   Dispositions   (600.00 )     2,249.95
C36867G100   GENAERA CORP COM   Free Receipt   1,000.00        
C368689105   GENE LOGIC INC COM   Acquisitions   500.00   (11,250.00 )  
C368689105   GENE LOGIC INC COM   Dispositions   (4,700.00 )     83,210.72
C368710406   GENENTECH INC COM STK   Acquisitions   (500.00 ) 29,079.50    
C368710406   GENENTECH INC COM STK   Dispositions   (6,700.00 )     302,813.14
C370442105   GENERAL MOTORS CORP COMMON STOCK   Acquisitions   2.44   (144.15 )  
C370442105   GENERAL MOTORS CORP COMMON STOCK   Dispositions   (13,200.00 )     689,162.20
C370442105   GENERAL MOTORS CORP COMMON STOCK   Free Delivery   (0.82 )      
S4056719   GENERALI ASS EUR1   Acquisitions   484.00   (15,706.72 )  
S4056719   GENERALI ASS EUR1   Dispositions   (659.00 )     17,720.95
C371532102   GENESCO INC COM   Acquisitions   300.00   (9,623.95 )  
C371532102   GENESCO INC COM   Dispositions   (8,300.00 )     160,793.02
C371933102   GENESIS MICROCHIP INC COM   Acquisitions   200.00   (2,429.95 )  
C371933102   GENESIS MICROCHIP INC COM   Dispositions   (4,400.00 )     200,414.19
C372430108   GENOME THERAPEUTICS CORP COM   Acquisitions   200.00   (2,659.70 )  
C372430108   GENOME THERAPEUTICS CORP COM   Dispositions   (3,200.00 )     40,542.64
C371901109   GENTEX CORP COM   Acquisitions   100.00   (2,829.95 )  
C371901109   GENTEX CORP COM   Dispositions   (15,040.00 )     252,968.87
C372460105   GENUINE PARTS CO COM   Acquisitions   2.70   (85.50 )  

C372460105   GENUINE PARTS CO COM   Dispositions   (3,000.00 )     92,304.81
C37248E103   GENUITY INC CL A   Acquisitions   1,000.00   (4,139.95 )  
C37248E103   GENUITY INC CL A   Dispositions   (1,000.00 )     3,578.62
C372917104   GENZYME CORP COM   Acquisitions   80.00   (4,182.08 )  
C372917104   GENZYME CORP COM   Dispositions   (6,800.00 )     553,956.45
C372917104   GENZYME CORP COM   Free Receipt   3,020.00        
C372917708   GENZYME CORP COM BIOSURGERY DIV   Acquisitions   130.00   (1,009.45 )  
C372917708   GENZYME CORP COM BIOSURGERY DIV   Dispositions   (200.00 )     1,105.01
C372917708   GENZYME CORP COM BIOSURGERY DIV   Free Receipt   179.00        
C372917500   GENZYME CORP COM-MOLECULAR ONCOLOGY DIV   Acquisitions   75.00   (651.70 )  
C372917500   GENZYME CORP COM-MOLECULAR ONCOLOGY DIV   Dispositions   (400.00 )     3,209.94
C37246E105   GENZYME TRANSGENICS CORP COM   Acquisitions   150.00   (862.45 )  
C37246E105   GENZYME TRANSGENICS CORP COM   Dispositions   (400.00 )     5,923.18
C373692102   GEOWORKS COM   Acquisitions   700.00   (2,159.90 )  
C373692102   GEOWORKS COM   Dispositions   (2,000.00 )     6,064.77
C374276103   GETTY IMAGES INC COM   Acquisitions   (1,030.00 ) 28,681.07    
C374276103   GETTY IMAGES INC COM   Dispositions   (4,210.00 )     81,121.89
C375916103   GILDAN ACTIVEWEAR INC SUB VTG SHS CL A   Acquisitions   1,900.00   (37,498.02 )  
C375916103   GILDAN ACTIVEWEAR INC SUB VTG SHS CL A   Dispositions   (13,500.00 )     190,520.47
C375766102   GILLETTE CO COM   Acquisitions   2.20   (71.13 )  
C375766102   GILLETTE CO COM   Dispositions   (9,100.00 )     309,446.08
S5980613   GIVAUDAN AG CHF10   Acquisitions   100.00   (25,315.71 )  
S5980613   GIVAUDAN AG CHF10   Dispositions   (170.00 )     49,355.50
CM52020100   GIVEN IMAGING COM STK   Acquisitions   1,300.00   (16,666.00 )  
CM52020100   GIVEN IMAGING COM STK   Dispositions   (1,000.00 )     12,679.61
S0258304   GKN ORD GBP0.50   Acquisitions   900.00   (8,530.08 )  
S3064649   GKN(NEW) ORD GBP4.90   Free Delivery   (1,000.00 )      
S3064649   GKN(NEW) ORD GBP4.90   Free Receipt   26,600.00        
C376775102   GLAMIS GOLD LTD COM   Acquisitions   190.00   (637.95 )  
C376775102   GLAMIS GOLD LTD COM   Dispositions   (3,000.00 )     5,579.80
C37733W105   GLAXO SMITHKLINE SPONS ADR   Acquisitions   200.00   (10,071.95 )  
C37733W105   GLAXO SMITHKLINE SPONS ADR   Dispositions   (700.00 )     35,663.81
C37733W105   GLAXO SMITHKLINE SPONS ADR   Free Delivery   (350.00 )      
C37733W105   GLAXO SMITHKLINE SPONS ADR   Free Receipt   350.00        
S0371784   GLAXO WELLCOME ORD GBP0.25   Acquisitions   1,000.00   (27,884.72 )  
S0371784   GLAXO WELLCOME ORD GBP0.25   Free Delivery   (22,000.00 )      
S0925288   GLAXOSMITHKLINE ORD GBP0.25   Acquisitions   600.00   (16,929.62 )  
S0925288   GLAXOSMITHKLINE ORD GBP0.25   Dispositions   (2,200.00 )     63,000.19
S0925288   GLAXOSMITHKLINE ORD GBP0.25   Free Receipt   13,838.00        
C379302102   GLIMCHER RLTY TR COM   Acquisitions   93.33   (1,283.32 )  
C379302102   GLIMCHER RLTY TR COM   Dispositions   (2,847.99 )     49,667.27
S2604530   GLOBAL CROSSING HLDGS LTD SR NT 9.5 DUE 11-15-2009/11-15-2004 BEO PUT   Acquisitions   2,000.00   (1,770.00 )  
S2788401   GLOBAL CROSSING HLDGS LTD SR NT DTD 01/29/2001 8.7 DUE 08-01-2007 BEO   Dispositions   (42,000.00 )     29,610.00
S2788401   GLOBAL CROSSING HLDGS LTD SR NT DTD 01/29/2001 8.7 DUE 08-01-2007 BEO   Free Receipt   42,000.00        
CG3921A100   GLOBAL CROSSING LTD COM   Acquisitions   100.00   (210.95 )  
CG3921A100   GLOBAL CROSSING LTD COM   Dispositions   (13,000.00 )     22,099.25
CG3921A100   GLOBAL CROSSING LTD COM   Free Delivery   (300.00 )      
C37934A100   GLOBAL IMAGING SYS INC COM   Acquisitions   100.00   (1,724.95 )  
C37934A100   GLOBAL IMAGING SYS INC COM   Dispositions   (100.00 )     1,361.00
C379336100   GLOBAL INDS LTD COM   Acquisitions   14,600.00   (100,740.00 )  
C379336100   GLOBAL INDS LTD COM   Dispositions   (9,500.00 )     66,402.78
C37940X102   GLOBAL PMTS INC COM   Acquisitions   1,400.00   (34,034.00 )  
C37940X102   GLOBAL PMTS INC COM   Dispositions   (3,500.00 )     113,073.17
C37937A107   GLOBAL SPORTS INC COM   Acquisitions   700.00   (12,358.92 )  
C37937A107   GLOBAL SPORTS INC COM   Dispositions   (2,900.00 )     42,314.51
CG3930H104   GLOBALSTAR TELECOMMUNICATIONS LTD COM ISIN # BMG3983OH104   Acquisitions   100.00   (91.99 )  
CG3930H104   GLOBALSTAR TELECOMMUNICATIONS LTD COM ISIN # BMG3983OH104   Dispositions   (1,000.00 )     270.04

CG3930H104   GLOBALSTAR TELECOMMUNICATIONS LTD COM ISIN # BMG3983OH104   Free Delivery   (1,000.00 )      
C38020R106   GOAMERICA INC COM   Acquisitions   4,940.00   (22,102.55 )  
C38020R106   GOAMERICA INC COM   Dispositions   (89,250.00 )     278,896.95
C381197102   GOLDEN ST BANCORP INC COM STK   Acquisitions   1.94   (50.25 )  
C381197102   GOLDEN ST BANCORP INC COM STK   Dispositions   (20,800.00 )     573,266.29
C381317106   GOLDEN W. FNCL CORP COM   Acquisitions   1,600.00   (94,056.00 )  
C381317106   GOLDEN W. FNCL CORP COM   Dispositions   (10,800.00 )     671,406.04
C38141G104   GOLDMAN SACHS GROUP INC COM   Acquisitions   (1,400.00 ) 134,610.00    
C38141G104   GOLDMAN SACHS GROUP INC COM   Dispositions   (3,600.00 )     340,111.25
S6336549   GOODMAN FIELDR NPV   Acquisitions   534.00   (355.43 )  
S6336549   GOODMAN FIELDR NPV   Dispositions   (60,000.00 )     38,524.10
C382388106   GOODRICH CORPORATION   Acquisitions   100.00   (3,329.95 )  
C382388106   GOODRICH CORPORATION   Dispositions   (100.00 )     3,799.87
C382550101   GOODYEAR TIRE & RUBBER CO COM   Acquisitions   1.10   (27.68 )  
C382550101   GOODYEAR TIRE & RUBBER CO COM   Dispositions   (500.00 )     9,274.73
C382550101   GOODYEAR TIRE & RUBBER CO COM   Free Delivery   (0.63 )      
S2674339   GPO FIN BANAMEX-AC COM SER'O' MXN3   Acquisitions   3,000.00   (5,780.46 )  
S2674339   GPO FIN BANAMEX-AC COM SER'O' MXN3   Dispositions   (8,100.00 )     20,834.71
C384802104   GRAINGER W W INC COM   Acquisitions   100.00   (4,527.95 )  
C384802104   GRAINGER W W INC COM   Dispositions   (100.00 )     3,799.87
S0827566   GRANADA ORD GBP0.10   Acquisitions   2,000.00   (19,254.16 )  
S0827566   GRANADA ORD GBP0.10   Dispositions   (4,240.00 )     9,466.91
S0827566   GRANADA ORD GBP0.10   Free Receipt   44,845.00        
C388690109   GRAPHIC PACKAGING INTL CORP COM   Acquisitions   170.00   (1,192.95 )  
C388690109   GRAPHIC PACKAGING INTL CORP COM   Dispositions   (1,060.00 )     5,225.62
C390064103   GREAT ATLC & PAC TEA CO INC COM   Acquisitions   100.00   (1,228.95 )  
C390064103   GREAT ATLC & PAC TEA CO INC COM   Dispositions   (100.00 )     1,155.01
C390568103   GREAT LAKES CHEM CORP COM   Acquisitions   50.00   (1,719.95 )  
C390568103   GREAT LAKES CHEM CORP COM   Dispositions   (100.00 )     3,576.09
C393122106   GREEN MTN COFFEE INC COM STK USD0.10   Acquisitions   56.00   (2,801.95 )  
C393122106   GREEN MTN COFFEE INC COM STK USD0.10   Dispositions   (56.00 )     2,993.94
C40049J206   GRUPO TELEVISA SA SPONS GDR   Acquisitions   670.00   (25,469.85 )  
C40049J206   GRUPO TELEVISA SA SPONS GDR   Dispositions   (2,000.00 )     73,577.54
C362359408   GT GROUP TELECOM INC CL B NON-VTG COM STK   Acquisitions   2,270.00   (24,118.75 )  
C362359408   GT GROUP TELECOM INC CL B NON-VTG COM STK   Dispositions   (5,530.00 )     30,344.86
C391648102   GTR BAY BANCORP COM   Acquisitions   2,100.00   (67,598.16 )  
C391648102   GTR BAY BANCORP COM   Dispositions   (14,500.00 )     379,010.11
C401698105   GUIDANT CORP COM STK   Acquisitions   200.00   (9,179.95 )  
C401698105   GUIDANT CORP COM STK   Dispositions   (300.00 )     11,774.60
C401829106   GUILFORD PHARMACEUTICALS INC COM   Acquisitions   1,300.00   (13,351.78 )  
C401829106   GUILFORD PHARMACEUTICALS INC COM   Dispositions   (2,200.00 )     52,616.74
C405024100   HAEMONETICS CORP MASS COM   Acquisitions   100.00   (2,924.95 )  
S7066782   HAGEMEYER EUR1.2(STOCK DIV 8/5/2001)   Dispositions   (7,000.00 )     0
S7066782   HAGEMEYER EUR1.2(STOCK DIV 8/5/2001)   Free Receipt   7,000.00        
C406216101   HALLIBURTON CO COM   Acquisitions   0.41   (15.24 )  
C406216101   HALLIBURTON CO COM   Dispositions   (1,000.00 )     41,168.67
C41014S106   HANCOCK JOHN FINL SVCS INC COM ISIN US41014S1069   Acquisitions   130.00   (5,223.45 )  
C41014S106   HANCOCK JOHN FINL SVCS INC COM ISIN US41014S1069   Dispositions   (6,200.00 )     216,409.98
C410293104   HANDSPRING INC COM   Acquisitions   5.00   (273.70 )  
C410293104   HANDSPRING INC COM   Dispositions   (1,870.00 )     52,948.40
S6408374   HANG SENG BANK HKD5   Acquisitions   2,300.00   (24,861.99 )  
S6408374   HANG SENG BANK HKD5   Dispositions   (2,300.00 )     23,568.54
S903870L   HANG SENG INDEX NOV 2001   Free Delivery   (2.00 )      
S903870L   HANG SENG INDEX NOV 2001   Free Receipt   1.00        
S903870W   HANG SENG INDEX NOV 2001 FUTURE   Free Delivery   (1.00 )      
S903870W   HANG SENG INDEX NOV 2001 FUTURE   Free Receipt   1.00        
S903876L   HANG SENG INDEX OCT 2001 FUTURE   Free Delivery   (1.00 )      
S903876L   HANG SENG INDEX OCT 2001 FUTURE   Free Receipt   1.00        
S903581L   HANG SENG INDEX @ JULY 2001 FUTURE   Free Delivery   (1.00 )      
S903581L   HANG SENG INDEX @ JULY 2001 FUTURE   Free Receipt   1.00        
S975340L   HANG SENG INDEX APR 2001 FUTURE   Free Delivery   (1.00 )      
S975340L   HANG SENG INDEX APR 2001 FUTURE   Free Receipt   5.00        

S903846W   HANG SENG INDEX AUGUST 2001 FUTURE   Free Delivery   (1.00 )      
S903846W   HANG SENG INDEX AUGUST 2001 FUTURE   Free Receipt   1.00        
S903846L   HANG SENG INDEX AUGUST 2001 FUTURE (LIAB)   Free Delivery   (2.00 )      
S903846L   HANG SENG INDEX AUGUST 2001 FUTURE (LIAB)   Free Receipt   5.00        
S9247439   HANG SENG INDEX DEC 2000 FUTURE   Free Delivery   (1.00 )      
S9247439   HANG SENG INDEX DEC 2000 FUTURE   Free Receipt   1.00        
S905457L   HANG SENG INDEX FEB 2001 FUTURE   Free Delivery   (1.00 )      
S905457L   HANG SENG INDEX FEB 2001 FUTURE   Free Receipt   1.00        
S962596L   HANG SENG INDEX JAN 2001 FUTURE   Free Delivery   (2.00 )      
S962596L   HANG SENG INDEX JAN 2001 FUTURE   Free Receipt   1.00        
S903581W   HANG SENG INDEX JULY 2001 FUTURE   Free Delivery   (6.00 )      
S903581W   HANG SENG INDEX JULY 2001 FUTURE   Free Receipt   6.00        
S9949309   HANG SENG INDEX JUN 2001 FUTURE   Free Delivery   (6.00 )      
S9949309   HANG SENG INDEX JUN 2001 FUTURE   Free Receipt   3.00        
S9411989   HANG SENG INDEX MAR 2001 FUTURE   Free Delivery   (3.00 )      
S9411989   HANG SENG INDEX MAR 2001 FUTURE   Free Receipt   3.00        
S9127369   HANG SENG INDEX MAY 2001 FUTURE   Free Delivery   (3.00 )      
S9127369   HANG SENG INDEX MAY 2001 FUTURE   Free Receipt   2.00        
S903862L   HANG SENG INDEX SEP 2001 FUT (LIAB)   Free Delivery   (3.00 )      
S903862L   HANG SENG INDEX SEP 2001 FUT (LIAB)   Free Receipt   8.00        
S903862W   HANG SENG INDEX SEPT 2001 FUTURE   Free Delivery   (8.00 )      
S903862W   HANG SENG INDEX SEPT 2001 FUTURE   Free Receipt   1.00        
C410768105   HANOVER COMPRESSOR CO COM (HOLDING COMPANY) COM   Acquisitions   300.00   (11,513.95 )  
C410768105   HANOVER COMPRESSOR CO COM (HOLDING COMPANY) COM   Dispositions   (10,100.00 )     283,478.34
C412822108   HARLEY DAVIDSON INC COM   Acquisitions   0.76   (28.59 )  
C412822108   HARLEY DAVIDSON INC COM   Dispositions   (3,380.00 )     163,483.45
C412822108   HARLEY DAVIDSON INC COM   Free Delivery   (100.85 )      
C413086109   HARMAN INTL INDS INC NEW   Acquisitions   2,200.00   (85,935.52 )  
C413086109   HARMAN INTL INDS INC NEW   Dispositions   (1,600.00 )     58,089.10
C413160102   HARMONIC INC COM   Acquisitions   170.00   (1,281.45 )  
C413160102   HARMONIC INC COM   Dispositions   (6,230.00 )     57,257.39
C413619107   HARRAH S ENTMT INC COM STK   Acquisitions   2,400.00   (74,077.68 )  
C413619107   HARRAH S ENTMT INC COM STK   Dispositions   (10,500.00 )     304,906.66
C413875105   HARRIS CORP COM   Acquisitions   5,500.00   (159,187.05 )  
C413875105   HARRIS CORP COM   Dispositions   (11,800.00 )     351,575.17
C416515104   HARTFORD FINL SVCS GROUP INC COM   Acquisitions   300.00   (18,010.59 )  
C416515104   HARTFORD FINL SVCS GROUP INC COM   Dispositions   (1,400.00 )     87,396.00
C418056107   HASBRO INC COM   Acquisitions   200.00   (2,487.00 )  
C418056107   HASBRO INC COM   Dispositions   (200.00 )     3,183.89
S0416102   HAYS ORD 1P   Acquisitions   3,525.00   (8,449.28 )  
S3058750   HBOS ORD GBP0.25   Dispositions   (5,400.00 )     59,718.93
S3058750   HBOS ORD GBP0.25   Free Receipt   37,000.00        
C404119109   HCA INC COM   Acquisitions   500.00   (19,015.00 )  
C404119109   HCA INC COM   Dispositions   (8,200.00 )     328,968.10
C404132102   HCC INS HLDGS INC COM   Acquisitions   900.00   (21,969.00 )  
C404132102   HCC INS HLDGS INC COM   Dispositions   (4,400.00 )     118,283.44
C422077107   HEADHUNTER NET INC COM   Acquisitions   100.00   (502.95 )  
C422077107   HEADHUNTER NET INC COM   Dispositions   (200.00 )     1,807.98
C42210P102   HEADWATERS INC COM   Acquisitions   100.00   (1,064.95 )  
C42210P102   HEADWATERS INC COM   Dispositions   (650.00 )     7,194.80
C42217K106   HEALTH CARE REIT INC COM   Acquisitions   4,400.00   (71,528.60 )  
C42217K106   HEALTH CARE REIT INC COM   Dispositions   (4,400.00 )     90,696.81
C42222G108   HEALTH NET INC COM   Acquisitions   130.00   (2,514.45 )  
C42222G108   HEALTH NET INC COM   Dispositions   (15,500.00 )     332,761.49
C421946104   HEALTHCARE RLTY TR   Acquisitions   1,000.00   (26,829.95 )  
C421946104   HEALTHCARE RLTY TR   Dispositions   (500.00 )     13,419.57
C421924101   HEALTHSOUTH CORP COM STK   Acquisitions   200.00   (2,829.95 )  
C421924101   HEALTHSOUTH CORP COM STK   Dispositions   (18,400.00 )     256,487.41
C422317107   HEARST-ARGYLE T V INC COM   Acquisitions   12,700.00   (228,921.31 )  
C422317107   HEARST-ARGYLE T V INC COM   Dispositions   (10,800.00 )     187,632.93
C422819102   HEIDRICK & STRUGGLES INTL INC COM ISIN #954228191023   Acquisitions   1,900.00   (71,763.00 )  

C422819102   HEIDRICK & STRUGGLES INTL INC COM ISIN #954228191023   Dispositions   (4,100.00 )     141,729.40
S5455821   HEINEKEN NV NLG5   Acquisitions   300.00   (16,683.40 )  
S5455821   HEINEKEN NV NLG5   Dispositions   (500.00 )     30,421.37
S5455821   HEINEKEN NV NLG5   Free Delivery   (7,800.00 )      
C423074103   HEINZ H J CO COM   Acquisitions   300.00   (11,787.00 )  
C423074103   HEINZ H J CO COM   Dispositions   (5,500.00 )     237,436.97
S2714473   HELLER FINL INC NT 7.375 DUE 11-01-2009 BEO   Acquisitions   500,000.00   (538,745.00 )  
S2714473   HELLER FINL INC NT 7.375 DUE 11-01-2009 BEO   Dispositions   (280,000.00 )     321,930.00
C42369K102   HEMOSOL INC COM ISIN CA42369K1021   Acquisitions   45,400.00   (398,612.00 )  
C42369K102   HEMOSOL INC COM ISIN CA42369K1021   Dispositions   (16,500.00 )     74,014.88
C427056106   HERCULES INC VTG COM   Acquisitions   11,700.00   (99,522.54 )  
C427056106   HERCULES INC VTG COM   Dispositions   (100.00 )     1,244.95
C427866108   HERSHEY FOODS CORP COM   Acquisitions   200.00   (11,926.00 )  
C427866108   HERSHEY FOODS CORP COM   Dispositions   (2,860.00 )     175,741.13
C428236103   HEWLETT-PACKARD CO COM   Acquisitions   5.95   (188.93 )  
C428236103   HEWLETT-PACKARD CO COM   Dispositions   (21,600.00 )     537,346.84
C428236103   HEWLETT-PACKARD CO COM   Free Delivery   (207.49 )      
C428291108   HEXCEL CORP NEW COM   Acquisitions   400.00   (4,803.95 )  
C428291108   HEXCEL CORP NEW COM   Dispositions   (400.00 )     4,259.90
C428656102   HIBERNIA CORP CL A COM   Acquisitions   3,800.00   (58,507.08 )  
C428656102   HIBERNIA CORP CL A COM   Dispositions   (8,300.00 )     98,268.70
C432848109   HILTON HOTELS CORP COM   Acquisitions   0.11   (1.03 )  
C432848109   HILTON HOTELS CORP COM   Dispositions   (14,050.00 )     112,151.76
C432848109   HILTON HOTELS CORP COM   Free Delivery   (2.54 )      
C43357B104   HISPANIC BROADCASTING CORP COM   Acquisitions   4,410.00   (126,084.55 )  
C43357B104   HISPANIC BROADCASTING CORP COM   Dispositions   (1,710.00 )     42,006.11
C42840B101   HI-TECH PHARMACAL INC COM   Acquisitions   100.00   (1,209.95 )  
C42840B101   HI-TECH PHARMACAL INC COM   Dispositions   (100.00 )     1,021.01
C421915109   HLTH CARE PPTY INVS INC COM   Acquisitions   8.43   (296.22 )  
C421915109   HLTH CARE PPTY INVS INC COM   Dispositions   (704.68 )     24,590.90
C421933102   HLTH MGMT ASSOC INC NEW CL A COM   Acquisitions   4,300.00   (80,987.06 )  
C421933102   HLTH MGMT ASSOC INC NEW CL A COM   Dispositions   (7,600.00 )     162,766.79
S2324504   HMH PPTYS INC 8.45 DUE 12-01-2008/12-01-2003 BEO   Acquisitions   10,000.00   (9,775.00 )  
S7146286   HOLCIM SA CHF10 S/R 22/6/01   Dispositions   (5.00 )     14.52
S7146286   HOLCIM SA CHF10 S/R 22/6/01   Free Receipt   2,750.00        
C436141105   HOLLYWOOD ENTMT CORP COM   Acquisitions   1,000.00   (11,829.95 )  
C436141105   HOLLYWOOD ENTMT CORP COM   Dispositions   (2,000.00 )     27,739.06
C437076102   HOME DEPOT INC COM   Acquisitions   (5,800.00 ) 281,822.00    
C437076102   HOME DEPOT INC COM   Dispositions   (50,000.00 )     2,089,585.26
C437076102   HOME DEPOT INC COM   Free Delivery   (605.61 )      
C437852106   HOMESTORE COM INC COM   Acquisitions   320.00   (11,547.14 )  
C437852106   HOMESTORE COM INC COM   Dispositions   (17,800.00 )     502,146.16
C438516106   HONEYWELL INTL INC COM STK   Acquisitions   1.47   (79.94 )  
S2812504   HOST MARRIOTT L P SR NT SER G 9.25 DUE 10-01-2007 BEO   Dispositions   (4,000.00 )     3,660.40
S2812504   HOST MARRIOTT L P SR NT SER G 9.25 DUE 10-01-2007 BEO   Free Receipt   8,000.00        
C441339108   HOT TOPIC INC COM   Acquisitions   100.00   (3,363.70 )  
C441339108   HOT TOPIC INC COM   Dispositions   (15,600.00 )     428,937.33
C441339108   HOT TOPIC INC COM   Free Delivery   (600.00 )      
C441339108   HOT TOPIC INC COM   Free Receipt   450.00        
C441451101   HOTEL RESERVATIONS NETWORK INC CL A ISINUS4414511018   Acquisitions   30.00   (1,242.90 )  
C441451101   HOTEL RESERVATIONS NETWORK INC CL A ISINUS4414511018   Dispositions   (7,800.00 )     202,143.51
C441474103   HOTJOBS COM LTD COM STK   Acquisitions   6,300.00   (53,832.24 )  
C441474103   HOTJOBS COM LTD COM STK   Dispositions   (6,300.00 )     78,395.21
C442487203   HOVNANIAN ENTERPRISES INC CL A   Acquisitions   200.00   (3,447.95 )  
C442487203   HOVNANIAN ENTERPRISES INC CL A   Dispositions   (100.00 )     1,870.95
C404297103   HS RES INC COM   Acquisitions   100.00   (6,496.95 )  
C404297103   HS RES INC COM   Dispositions   (3,400.00 )     222,652.11
C404297103   HS RES INC COM   Free Delivery   (100.00 )      
C404297103   HS RES INC COM   Free Receipt   100.00        
S6158163   HSBC HLDGS USD0.50(HONGKONG REG)   Acquisitions   900.00   (8,026.70 )  

S6158163   HSBC HLDGS USD0.50(HONGKONG REG)   Dispositions   (6,500.00 )     77,387.97
C441815107   HSEHD INTL INC COM   Acquisitions   500.00   (32,256.00 )  
C441815107   HSEHD INTL INC COM   Dispositions   (400.00 )     26,151.12
C441815107   HSEHD INTL INC COM   Free Delivery   (300.00 )      
C442120101   HSTN EXPL CO COM   Acquisitions   100.00   (3,733.95 )  
C442120101   HSTN EXPL CO COM   Dispositions   (1,400.00 )     42,320.58
C444903108   HUMAN GENOME SCIENCES INC   Acquisitions   10.00   (590.05 )  
C444903108   HUMAN GENOME SCIENCES INC   Dispositions   (150.00 )     8,219.77
C444903108   HUMAN GENOME SCIENCES INC   Free Delivery   (1,000.00 )      
C444859102   HUMANA INC COM   Acquisitions   100.00   (1,362.33 )  
C444859102   HUMANA INC COM   Dispositions   (35,600.00 )     463,176.13
C445661101   HUNTCO INC CL A   Acquisitions   200.00   (243.95 )  
S7072745   HUNTER DOUGLAS NV NLG0.5(STK DIV 8/6/2001)   Dispositions   (4.00 )     2.48
S7072745   HUNTER DOUGLAS NV NLG0.5(STK DIV 8/6/2001)   Free Receipt   8,266.00        
C446150104   HUNTINGTON BANCSHARES INC COM   Acquisitions   200.00   (3,015.08 )  
C446150104   HUNTINGTON BANCSHARES INC COM   Dispositions   (200.00 )     3,605.87
C44779E106   HURRICANE HYDROCARBONS LTD CL A   Acquisitions   700.00   (4,054.95 )  
C44779E106   HURRICANE HYDROCARBONS LTD CL A   Dispositions   (1,200.00 )     6,383.78
S6448068   HUTCHISON WHAMPOA HKD0.25   Acquisitions   1,000.00   (10,070.06 )  
S6448068   HUTCHISON WHAMPOA HKD0.25   Dispositions   (5,000.00 )     48,062.86
C44914M104   HYPERION SOLUTIONS CORP COM   Acquisitions   1,000.00   (14,610.00 )  
C44914M104   HYPERION SOLUTIONS CORP COM   Dispositions   (200.00 )     3,375.93
C449163302   HYSEQ INC COM   Acquisitions   100.00   (876.82 )  
C449163302   HYSEQ INC COM   Dispositions   (940.00 )     14,835.05
C465754109   I2 TECHNOLOGIES INC COM   Acquisitions   100.00   (1,043.45 )  
C465754109   I2 TECHNOLOGIES INC COM   Dispositions   (4,100.00 )     207,068.10
C465754109   I2 TECHNOLOGIES INC COM   Free Delivery   (1,000.00 )      
C465754109   I2 TECHNOLOGIES INC COM   Free Receipt   11,500.00        
C450732102   IBASIS INC COM STK   Acquisitions   100.00   (451.82 )  
C450732102   IBASIS INC COM STK   Dispositions   (200.00 )     657.52
S2138181   ICN PHARMACEUTICALS INC NEW 9.25 DUE 08-15-2005/08-15-2001 REG   Acquisitions   3,000.00   (3,060.00 )  
S2138181   ICN PHARMACEUTICALS INC NEW 9.25 DUE 08-15-2005/08-15-2001 REG   Dispositions   (33,000.00 )     34,526.25
C449295104   ICOS CORP COM   Acquisitions   50.00   (2,729.95 )  
C449295104   ICOS CORP COM   Dispositions   (5,000.00 )     252,341.58
C451107106   IDACORP INC COM   Acquisitions   100.00   (4,192.45 )  
C451107106   IDACORP INC COM   Dispositions   (12,800.00 )     488,724.80
C449370105   IDEC PHARMACEUTICALS CORP COM   Acquisitions   30.00   (1,680.55 )  
C449370105   IDEC PHARMACEUTICALS CORP COM   Dispositions   (9,800.00 )     502,763.41
C449370105   IDEC PHARMACEUTICALS CORP COM   Free Receipt   200.00        
C448947101   IDT CORP COM   Acquisitions   500.00   (12,092.45 )  
C448947101   IDT CORP COM   Dispositions   (6,600.00 )     84,642.17
C451713101   IKON OFFICE SOLUTIONS INC COM STK   Acquisitions   18.18   (50.00 )  
C451713101   IKON OFFICE SOLUTIONS INC COM STK   Dispositions   (1,268.18 )     2,815.25
C452308109   ILL TOOL WKS INC COM   Acquisitions   300.00   (19,038.99 )  
C452308109   ILL TOOL WKS INC COM   Dispositions   (300.00 )     18,578.38
C45245Y105   IMANAGE INC COM STK   Acquisitions   250.00   (1,936.20 )  
C45245Y105   IMANAGE INC COM STK   Dispositions   (250.00 )     1,259.05
C45245W109   IMCLONE SYS INC COM   Acquisitions   100.00   (6,124.95 )  
C45245W109   IMCLONE SYS INC COM   Dispositions   (100.00 )     7,072.81
C449681105   IMCO RECYCLING INC COM   Acquisitions   800.00   (5,014.95 )  
C449681105   IMCO RECYCLING INC COM   Dispositions   (800.00 )     3,744.92
C45252T106   IMMUNE RESPONSE CORP DEL COM   Acquisitions   500.00   (1,434.95 )  
C45252T106   IMMUNE RESPONSE CORP DEL COM   Free Delivery   (200.00 )      
C452528102   IMMUNEX CORP COM STK USD0.01   Acquisitions   50.00   (910.95 )  
C452528102   IMMUNEX CORP COM STK USD0.01   Dispositions   (1,210.00 )     31,477.85
C452528102   IMMUNEX CORP COM STK USD0.01   Free Receipt   7,557.00        
C452528102   IMMUNEX CORP NEW COM   Acquisitions   25.00   (401.95 )  
C452528102   IMMUNEX CORP NEW COM   Dispositions   (1,000.00 )     32,968.95
C452528102   IMMUNEX CORP NEW COM   Free Delivery   (8,757.00 )      
C45253H101   IMMUNOGEN INC COM   Acquisitions   100.00   (1,329.95 )  
C45253H101   IMMUNOGEN INC COM   Dispositions   (125.00 )     2,954.33
C452907108   IMMUNOMEDICS INC COM   Acquisitions   50.00   (667.45 )  
C452907108   IMMUNOMEDICS INC COM   Dispositions   (150.00 )     2,557.46

C45255G101   IMPATH INC COM   Acquisitions   50.00   (1,697.45 )  
C45255G101   IMPATH INC COM   Dispositions   (5,200.00 )     189,273.69
C45255W106   IMPCO TECHNOLOGIES INC COM   Acquisitions   200.00   (3,798.69 )  
C45255W106   IMPCO TECHNOLOGIES INC COM   Dispositions   (200.00 )     3,403.84
C449934108   IMS HLTH INC COM STK   Acquisitions   (5,200.00 ) 145,589.08    
C449934108   IMS HLTH INC COM STK   Dispositions   (3,970.00 )     101,100.61
C45578L100   INDUS INTL INC COM COM STK   Acquisitions   100.00   (814.95 )  
C45578L100   INDUS INTL INC COM COM STK   Dispositions   (100.00 )     648.02
C456607100   INDYMAC BANCORP INC COM   Acquisitions   100.00   (2,672.00 )  
C456607100   INDYMAC BANCORP INC COM   Dispositions   (13,400.00 )     368,428.75
C456607100   INDYMAC BANCORP INC COM   Free Delivery   (1,000.00 )      
C45662V105   INET TECHNOLOGIES INC COM ISIN US45662V1052   Acquisitions   50.00   (489.45 )  
C45662V105   INET TECHNOLOGIES INC COM ISIN US45662V1052   Dispositions   (50.00 )     335.03
S5889505   INFINEON TECHNOLOG ORD NPV   Acquisitions   200.00   (4,007.75 )  
S5889505   INFINEON TECHNOLOG ORD NPV   Dispositions   (1,600.00 )     64,457.90
C45665B106   INFOCUS CORP COM   Acquisitions   7,400.00   (162,641.64 )  
C45665B106   INFOCUS CORP COM   Dispositions   (16,500.00 )     241,370.45
C45666T106   INFONET SVCS CORP CL B   Acquisitions   14,000.00   (112,180.60 )  
C45666T106   INFONET SVCS CORP CL B   Dispositions   (14,000.00 )     50,282.10
C45666Q102   INFORMATICA CORP COM   Acquisitions   1,600.00   (12,832.00 )  
C45666Q102   INFORMATICA CORP COM   Dispositions   (1,600.00 )     14,527.51
C45678T102   INFOSPACE INC COM   Acquisitions   25.00   (90.70 )  
C45678T102   INFOSPACE INC COM   Dispositions   (1,200.00 )     4,763.84
S7154182   ING GROEP NV CVA EUR0.24   Acquisitions   590.00   (17,776.29 )  
S7154182   ING GROEP NV CVA EUR0.24   Dispositions   (2,000.00 )     66,305.05
S7154182   ING GROEP NV CVA EUR0.24   Free Receipt   16,326.00        
S5058877   ING GROEP NV CVA EUR0.48   Acquisitions   300.00   (20,223.72 )  
S5058877   ING GROEP NV CVA EUR0.48   Dispositions   (1,000.00 )     63,960.16
S5058877   ING GROEP NV CVA EUR0.48   Free Delivery   (4,564.00 )      
C457153104   INGRAM MICRO INC CL A   Acquisitions   903.00   (13,024.12 )  
C457153104   INGRAM MICRO INC CL A   Dispositions   (22,100.00 )     272,744.64
C457191104   INHALE THERAPEUTIC SYS INC COM   Acquisitions   720.00   (19,551.60 )  
C457191104   INHALE THERAPEUTIC SYS INC COM   Dispositions   (1,430.00 )     71,946.76
C457214104   INKINE PHARMACEUTICAL INC COM   Acquisitions   100.00   (425.95 )  
C457214104   INKINE PHARMACEUTICAL INC COM   Dispositions   (300.00 )     1,047.01
C457277101   INKTOMI CORP COM   Acquisitions   100.00   (357.95 )  
C457277101   INKTOMI CORP COM   Dispositions   (1,900.00 )     72,474.22
C457642205   INNODATA CORP COM NEW   Acquisitions   1,000.00   (3,079.73 )  
C457642205   INNODATA CORP COM NEW   Dispositions   (1,800.00 )     5,544.00
C45768V108   INSIGHT COMMUNICATIONS INC CL A   Acquisitions   600.00   (11,217.00 )  
C45768V108   INSIGHT COMMUNICATIONS INC CL A   Dispositions   (12,900.00 )     350,058.19
C457667103   INSITUFORM TECHNOLOGIES INC CL A COM   Acquisitions   30.00   (1,034.95 )  
C457667103   INSITUFORM TECHNOLOGIES INC CL A COM   Dispositions   (5,200.00 )     181,057.96
C457750107   INSTINET GROUP INC COM   Acquisitions   (2,330.00 ) 46,197.61    
C457750107   INSTINET GROUP INC COM   Dispositions   (6,780.00 )     140,205.72
C457985208   INTEGRA LIFESCIENCES HLDG CORP COM DESP   Acquisitions   1,000.00   (18,979.95 )  
C457985208   INTEGRA LIFESCIENCES HLDG CORP COM DESP   Dispositions   (700.00 )     20,355.37
C45811K208   INTEGRATED CIRCUIT SYS INC COM NEW COM STK   Acquisitions   90.00   (1,654.00 )  
C45811K208   INTEGRATED CIRCUIT SYS INC COM NEW COM STK   Dispositions   (19,100.00 )     320,831.07
C458118106   INTEGRATED DEVICE TECH INC COM   Acquisitions   100.00   (4,564.95 )  
C458118106   INTEGRATED DEVICE TECH INC COM   Dispositions   (6,000.00 )     201,321.48
C45812P107   INTEGRATED SILICON SOLUTION INC COM   Acquisitions   50.00   (714.95 )  
C45812P107   INTEGRATED SILICON SOLUTION INC COM   Dispositions   (7,100.00 )     126,446.78
C458140100   INTEL CORP CAP   Acquisitions   (100.00 ) 3,059.95    
C458140100   INTEL CORP CAP   Dispositions   (11,800.00 )     401,186.62
C458140100   INTEL CORP CAP   Free Delivery   (200.00 )      
C45839M103   INTERACTIVE INTELLIGENCE INC COM COM STK   Acquisitions   100.00   (1,348.95 )  
C45839M103   INTERACTIVE INTELLIGENCE INC COM COM STK   Dispositions   (300.00 )     4,019.91
C45845L107   INTERCEPT GROUP INC COM   Acquisitions   2,140.00   (68,549.12 )  
C45845L107   INTERCEPT GROUP INC COM   Dispositions   (3,530.00 )     111,438.38
C45866A105   INTERDIGITAL COMMUNICATIONS CORP COM   Acquisitions   500.00   (7,229.98 )  
C45866A105   INTERDIGITAL COMMUNICATIONS CORP COM   Dispositions   (1,100.00 )     12,077.59
C46059C106   INTERNET CAP GROUP INC COM ISIN US46059C1062   Acquisitions   100.00   (79.95 )  

C46059C106   INTERNET CAP GROUP INC COM ISIN US46059C1062   Dispositions   (29,800.00 )     36,056.74
C46059C106   INTERNET CAP GROUP INC COM ISIN US46059C1062   Free Delivery   (100.00 )      
C46060X107   INTERNET SEC SYS INC COM   Acquisitions   50.00   (1,444.70 )  
C46060X107   INTERNET SEC SYS INC COM   Dispositions   (3,520.00 )     94,332.85
C460690100   INTERPUBLIC GROUP COMPANIES INC COM   Acquisitions   (9,240.00 ) 392,531.83    
C460690100   INTERPUBLIC GROUP COMPANIES INC COM   Dispositions   (4,110.00 )     155,649.13
C46069S109   INTERSIL CORP   Acquisitions   (790.00 ) 27,077.57    
C46069S109   INTERSIL CORP   Dispositions   (3,040.00 )     113,001.85
C46113Q109   INTERTRUST TECHNOLOGIES CORP COM ISIN US46113Q1094   Acquisitions   4,400.00   (16,500.00 )  
C46113Q109   INTERTRUST TECHNOLOGIES CORP COM ISIN US46113Q1094   Dispositions   (17,000.00 )     30,010.79
C461142101   INTERVOICE INC COM   Acquisitions   1,300.00   (19,494.15 )  
C461142101   INTERVOICE INC COM   Dispositions   (800.00 )     9,969.71
C46114T102   INTERWOVEN INC COM ISIN # US6114T1025   Acquisitions   60.00   (844.80 )  
C46114T102   INTERWOVEN INC COM ISIN # US6114T1025   Dispositions   (13,800.00 )     318,280.85
C46114T102   INTERWOVEN INC COM ISIN # US6114T1025   Free Receipt   10,700.00        
S4076836   INTESABCI EUR0.52   Acquisitions   3,000.00   (10,691.90 )  
S4076836   INTESABCI EUR0.52   Dispositions   (2,740.00 )     11,750.37
C459200101   INTL BUSINESS MACHS CORP COM   Acquisitions   2.35   (273.26 )  
C459200101   INTL BUSINESS MACHS CORP COM   Dispositions   (6,000.00 )     623,123.61
C459200101   INTL BUSINESS MACHS CORP COM   Free Delivery   (150.00 )      
S246485U   INTL FIN CORP GLOBAL NT 5.25 DUE 05-02-2006 BEO   Acquisitions   270,000.00   (269,460.00 )  
S246485U   INTL FIN CORP GLOBAL NT 5.25 DUE 05-02-2006 BEO   Dispositions   (250,000.00 )     247,698.50
C459902102   INTL GAME TECH COM   Acquisitions   40.00   (2,496.00 )  
C459902102   INTL GAME TECH COM   Dispositions   (7,400.00 )     435,253.48
C460043102   INTL MULTIFOODS CORP COM   Acquisitions   2,600.00   (54,733.38 )  
C460043102   INTL MULTIFOODS CORP COM   Dispositions   (4,600.00 )     88,097.18
C460146103   INTL PAPER CO COM   Acquisitions   2.27   (81.14 )  
C460146103   INTL PAPER CO COM   Dispositions   (8,000.00 )     264,939.95
C460146103   INTL PAPER CO COM   Free Receipt   82.14        
C460254105   INTL RECTIFIER CORP COM   Acquisitions   20.00   (1,261.95 )  
C460254105   INTL RECTIFIER CORP COM   Dispositions   (9,500.00 )     380,005.36
C461202103   INTUIT COM   Acquisitions   50.00   (1,595.58 )  
C461202103   INTUIT COM   Dispositions   (3,900.00 )     122,494.91
C461915100   INVESTORS FINL SVCS CORP DEL COM   Acquisitions   100.00   (4,893.39 )  
C461915100   INVESTORS FINL SVCS CORP DEL COM   Dispositions   (7,500.00 )     404,223.77
C461851107   INVISION TECHNOLOGIES INC COM   Acquisitions   100.00   (888.95 )  
C461851107   INVISION TECHNOLOGIES INC COM   Dispositions   (1,000.00 )     19,039.36
C46185R100   INVITROGEN CORP COM   Acquisitions   30.00   (1,912.50 )  
C46185R100   INVITROGEN CORP COM   Dispositions   (6,520.00 )     426,616.10
C46145F105   INVT TECH GROUP INC NEW COM   Acquisitions   400.00   (21,728.00 )  
C462030305   IOMEGA CORP COM NEW   Dispositions   (66.00 )     454.47
C462030305   IOMEGA CORP COM NEW   Free Receipt   2,266.00        
C464287739   ISHARES TR DOW JONES U S REAL ESTATE INDEX FD DOW JONES ISIN US4642877397   Acquisitions   50.00   (4,145.95 )  
C464287739   ISHARES TR DOW JONES U S REAL ESTATE INDEX FD DOW JONES ISIN US4642877397   Dispositions   (50.00 )     3,817.42
C464287200   ISHARES TR S&P 500 INDEX FD S&P 500 INDEX FD COM STK ISIN# US4642872000   Acquisitions   400.00   (53,886.19 )  
C464287200   ISHARES TR S&P 500 INDEX FD S&P 500 INDEX FD COM STK ISIN# US4642872000   Free Delivery   (400.00 )      
C464287804   ISHARES TR S&P SMALLCAP 600 INDEX FD   Acquisitions   0.14   (14.21 )  
C464287804   ISHARES TR S&P SMALLCAP 600 INDEX FD   Dispositions   (200.20 )     22,390.23
C464330109   ISIS PHARMACEUTICALS COM   Acquisitions   100.00   (2,249.95 )  
C464330109   ISIS PHARMACEUTICALS COM   Dispositions   (200.00 )     3,169.94
C464893106   ISOMET CORP COM   Acquisitions   350.00   (12,279.95 )  
C464893106   ISOMET CORP COM   Dispositions   (350.00 )     11,869.64
C45031U101   ISTAR FINL INC COM   Acquisitions   175.00   (4,833.70 )  
C45031U101   ISTAR FINL INC COM   Dispositions   (4,800.00 )     119,574.09
C45031U101   ISTAR FINL INC COM   Free Delivery   (172.00 )      
C450312103   I-STAT CORP COM   Acquisitions   3,300.00   (76,022.10 )  
C450312103   I-STAT CORP COM   Dispositions   (3,000.00 )     20,621.01

C465741106   ITRON INC   Acquisitions   120.00   (2,452.75 )  
C465741106   ITRON INC   Dispositions   (120.00 )     2,698.75
C45068B109   ITT EDL SVCS INC COM   Acquisitions   100.00   (3,113.95 )  
C45068B109   ITT EDL SVCS INC COM   Dispositions   (200.00 )     8,389.76
C450911102   ITT INDS INC COM   Acquisitions   2,710.00   (130,632.57 )  
C450911102   ITT INDS INC COM   Dispositions   (1,140.00 )     54,731.96
C45069F109   ITXC CORP COM   Acquisitions   400.00   (5,191.52 )  
C45069F109   ITXC CORP COM   Dispositions   (13,700.00 )     85,622.14
C465823102   IVAX CORP COM   Acquisitions   100.00   (1,788.95 )  
C465823102   IVAX CORP COM   Dispositions   (1,800.00 )     42,056.31
C465823102   IVAX CORP COM   Free Receipt   6,625.00        
C46625H100   J P MORGAN CHASE & CO COM   Acquisitions   2.33   (127.35 )  
C46625H100   J P MORGAN CHASE & CO COM   Dispositions   (28,300.00 )     1,405,982.00
C46625H100   J P MORGAN CHASE & CO COM   Free Receipt   31,000.00        
S2718475   J P MORGAN CHASE & CO NT 6.75 DUE 02-01-2011 BEO   Acquisitions   360,000.00   (357,602.40 )  
S2718475   J P MORGAN CHASE & CO NT 6.75 DUE 02-01-2011 BEO   Dispositions   (1,000,000.00 )     1,029,020.00
C466313103   JABIL CIRCUIT INC COM   Acquisitions   50.00   (1,279.95 )  
C466313103   JABIL CIRCUIT INC COM   Dispositions   (4,330.00 )     134,155.80
C466367109   JACK IN BOX INC COM   Acquisitions   100.00   (2,759.95 )  
C466367109   JACK IN BOX INC COM   Dispositions   (11,600.00 )     286,540.59
C47012E106   JAKKS PAC INC COM   Acquisitions   100.00   (2,233.95 )  
C47012E106   JAKKS PAC INC COM   Dispositions   (1,000.00 )     18,279.38
C465917102   JDN RLTY CORP COM   Acquisitions   1,800.00   (21,828.96 )  
C465917102   JDN RLTY CORP COM   Dispositions   (6,700.00 )     86,043.21
C46612J101   JDS UNIPHASE CORP COM ISIN US46612J1016   Acquisitions   (6,080.00 ) 249,663.04    
C46612J101   JDS UNIPHASE CORP COM ISIN US46612J1016   Dispositions   (5,720.00 )     308,301.72
C46612J101   JDS UNIPHASE CORP COM ISIN US46612J1016   Free Delivery   (200.00 )      
C46612J101   JDS UNIPHASE CORP COM ISIN US46612J1016   Free Receipt   1,637.00        
C475070108   JEFFERSON-PILOT CORP COM   Dispositions   (4,600.00 )     313,253.69
C475070108   JEFFERSON-PILOT CORP COM   Free Receipt   1,343.50        
C46622G105   JNI CORP COM   Acquisitions   100.00   (1,088.95 )  
C46622G105   JNI CORP COM   Dispositions   (1,100.00 )     12,088.59
C478160104   JOHNSON & JOHNSON COM   Acquisitions   (13.00 ) 748.98    
C478160104   JOHNSON & JOHNSON COM   Dispositions   (25,900.00 )     1,354,993.59
C478160104   JOHNSON & JOHNSON COM   Free Receipt   18,000.00        
C480074103   JONES APPAREL GROUP INC COM   Acquisitions   40.00   (1,539.00 )  
C480074103   JONES APPAREL GROUP INC COM   Dispositions   (100.00 )     4,479.89
C999599GH0   JUN 01 IMM NASDAQ 100   Free Delivery   (1.00 )      
C999599GH0   JUN 01 IMM NASDAQ 100   Free Receipt   3.00        
C999599GH0   JUN 01 RUSSEL 2000   Free Delivery   (5.00 )      
C999599GH0   JUN 01 RUSSEL 2000   Free Receipt   8.00        
C999599GH0   JUN 01 S&P 500   Free Delivery   (12.00 )      
C999599GH0   JUN 01 S&P 500   Free Receipt   1.00        
C999599GH0   JUN 01 S&P MID 400   Free Delivery   (1.00 )      
C999599GH0   JUN 01 S&P MID 400   Free Receipt   5.00        
C48203R104   JUNIPER NETWORKS INC COM   Acquisitions   25.00   (545.95 )  
C48203R104   JUNIPER NETWORKS INC COM   Dispositions   (5,800.00 )     766,034.46
C48203R104   JUNIPER NETWORKS INC COM   Free Delivery   (1,300.00 )      
C482584109   K MART CORP COM   Acquisitions   15.00   (188.50 )  
C482584109   K MART CORP COM   Dispositions   (1,500.00 )     16,004.46
S2438018   K N ENERGY INC SR NT 6.45 DUE 11-30-2001BEO   Acquisitions   400,000.00   (399,680.00 )  
C48282T104   KADANT INC COM   Dispositions   (1,958.00 )     27,000.30
C48282T104   KADANT INC COM   Free Delivery   (372.10 )      
C48282T104   KADANT INC COM   Free Receipt   465.12        
C485170302   KANSAS CITY SOUTHN INDS INC COM NEW   Acquisitions   1,500.00   (20,815.80 )  
C485170302   KANSAS CITY SOUTHN INDS INC COM NEW   Dispositions   (7,500.00 )     96,987.50
C48666K109   KB HOME COM   Acquisitions   100.00   (2,684.67 )  
C48666K109   KB HOME COM   Dispositions   (100.00 )     3,110.89
C48666K109   KB HOME COM   Free Receipt   16,300.00        
S2729950   KB HOME KB HOME 9.5 02-15-2011 9.5 DUE 02-15-2011 BEO   Acquisitions   1,000.00   (1,002.50 )  
S2729950   KB HOME KB HOME 9.5 02-15-2011 9.5 DUE 02-15-2011 BEO   Dispositions   (20,000.00 )     20,300.00

C482434206   KCS ENERGY INC   Acquisitions   120.00   (1,026.75 )  
C482434206   KCS ENERGY INC   Dispositions   (120.00 )     729.02
S6248990   KDDI CORP JPY5000   Acquisitions   6.00   (28,206.66 )  
S6248990   KDDI CORP JPY5000   Dispositions   (20.00 )     80,439.86
C487539108   KEITH COS INC COM   Acquisitions   350.00   (7,845.45 )  
C487539108   KEITH COS INC COM   Dispositions   (350.00 )     5,961.85
C487584104   KEITHLEY INSTRS INC COM   Acquisitions   60.00   (959.95 )  
C487584104   KEITHLEY INSTRS INC COM   Dispositions   (200.00 )     3,359.93
C487836108   KELLOGG CO COM   Acquisitions   400.00   (10,234.00 )  
C487836108   KELLOGG CO COM   Dispositions   (400.00 )     11,779.60
C488360108   KEMET CORP COM   Acquisitions   50.00   (994.45 )  
C488360108   KEMET CORP COM   Dispositions   (13,600.00 )     229,356.35
C492386107   KERR MCGEE CORP COM   Acquisitions   70.00   (4,696.65 )  
C492386107   KERR MCGEE CORP COM   Dispositions   (6,900.00 )     420,779.01
C492386107   KERR MCGEE CORP COM   Free Receipt   27.00        
C492914106   KEY ENERGY SVCS INC   Acquisitions   200.00   (1,163.95 )  
C492914106   KEY ENERGY SVCS INC   Dispositions   (1,000.00 )     15,269.54
C493138101   KEY PRODTN INC COM   Acquisitions   300.00   (9,019.95 )  
C493138101   KEY PRODTN INC COM   Dispositions   (700.00 )     19,141.91
C493267108   KEYCORP NEW COM   Acquisitions   50.00   (1,315.95 )  
C493267108   KEYCORP NEW COM   Dispositions   (600.00 )     15,755.52
C49337W100   KEYSPAN CORP COM   Acquisitions   2.49   (94.53 )  
C49337W100   KEYSPAN CORP COM   Dispositions   (4,300.00 )     157,009.25
S241037U   KFW INTL FIN INC SR GLOBAL NT DTD 06/28/2001 5.25 DUE 06-28-2006 BEO   Acquisitions   400,000.00   (398,388.00 )  
S241037U   KFW INTL FIN INC SR GLOBAL NT DTD 06/28/2001 5.25 DUE 06-28-2006 BEO   Dispositions   (200,000.00 )     199,479.00
C494368103   KIMBERLY-CLARK CORP COM   Acquisitions   0.65   (42.72 )  
C494368103   KIMBERLY-CLARK CORP COM   Dispositions   (6,400.00 )     425,254.93
C49455P101   KINDER MORGAN INC COM STK   Acquisitions   70.00   (3,773.57 )  
C49455P101   KINDER MORGAN INC COM STK   Dispositions   (16,900.00 )     968,128.13
C495582108   KING PHARMACEUTICALS INC COM   Acquisitions   100.00   (4,377.95 )  
C495582108   KING PHARMACEUTICALS INC COM   Dispositions   (10,230.00 )     517,182.89
C495582108   KING PHARMACEUTICALS INC COM   Free Receipt   0.00        
C482480100   KLA-TENCOR CORP   Acquisitions   30.00   (1,379.05 )  
C482480100   KLA-TENCOR CORP   Dispositions   (2,390.00 )     81,021.64
C499063105   KNIGHT TRADING GROUP INC COM   Acquisitions   110.00   (1,807.13 )  
C499063105   KNIGHT TRADING GROUP INC COM   Dispositions   (18,050.00 )     211,705.00
CG5299G106   KNIGHTSBRIDGE TANK LTD COM   Acquisitions   30.00   (730.95 )  
CG5299G106   KNIGHTSBRIDGE TANK LTD COM   Dispositions   (600.00 )     10,751.64
C500255104   KOHLS CORP COM   Acquisitions   100.00   (5,802.44 )  
C500255104   KOHLS CORP COM   Dispositions   (9,700.00 )     465,419.56
C500453105   KOMAG INC COM   Acquisitions   1,000.00   (1,504.25 )  
C500453105   KOMAG INC COM   Dispositions   (1,000.00 )     980.01
S5956078   KON KPN NV EUR0.24   Acquisitions   17.00   0    
S7084922   KON KPN NV EUR0.24(STK DIV 24/5/2001)   Dispositions   (26.00 )     6.33
S7084922   KON KPN NV EUR0.24(STK DIV 24/5/2001)   Free Receipt   706.00        
C500600101   KOPIN CORP COM   Acquisitions   40.00   (395.35 )  
C500600101   KOPIN CORP COM   Dispositions   (11,600.00 )     111,755.31
C500648100   KOS PHARMACEUTICALS INC COM   Acquisitions   300.00   (11,594.95 )  
C500648100   KOS PHARMACEUTICALS INC COM   Dispositions   (300.00 )     11,288.67
C48265R109   KPMG CONSULTING INC COM   Acquisitions   13,020.00   (234,360.00 )  
C48265R109   KPMG CONSULTING INC COM   Dispositions   (15,600.00 )     243,401.80
C501014104   KRISPY KREME DOUGHNUTS INC COM STK ISIN#US5010141043   Acquisitions   (1,127.00 ) 40,631.90    
C501014104   KRISPY KREME DOUGHNUTS INC COM STK ISIN#US5010141043   Dispositions   (4,800.00 )     174,356.10
C501014104   KRISPY KREME DOUGHNUTS INC COM STK ISIN#US5010141043   Free Delivery   (100.00 )      
C501014104   KRISPY KREME DOUGHNUTS INC COM STK ISIN#US5010141043   Free Receipt   2,400.00        
C501044101   KROGER CO COM   Acquisitions   100.00   (2,485.69 )  
C501044101   KROGER CO COM   Dispositions   (7,100.00 )     175,959.10
C501242101   KULICKE & SOFFA INDS INC COM   Acquisitions   630.00   (9,755.58 )  
C501242101   KULICKE & SOFFA INDS INC COM   Dispositions   (10,900.00 )     163,494.55

C502424104   L-3 COMMUNICATIONS HLDG CORP COM   Acquisitions   9.00   (846.25 )  
C502424104   L-3 COMMUNICATIONS HLDG CORP COM   Dispositions   (5,350.00 )     391,245.28
C50540R409   LAB CORP AMER HLDGS COM NEW   Acquisitions   40.00   (5,509.95 )  
C50540R409   LAB CORP AMER HLDGS COM NEW   Dispositions   (10,200.00 )     851,467.61
C50540R409   LAB CORP AMER HLDGS COM NEW   Free Receipt   340.00        
C505447102   LABRANCHE & CO INC COM ISIN US554471025   Acquisitions   200.00   (9,283.95 )  
S7024735   LAFARGE NEW FRF25(S/R 02/O2/01)   Dispositions   (248.00 )     0
S7024735   LAFARGE NEW FRF25(S/R 02/O2/01)   Free Receipt   248.00        
S503436W   LAFARGE RIGHTS   Dispositions   (279.00 )     0
S503436W   LAFARGE RIGHTS   Free Receipt   279.00        
C512807108   LAM RESH CORP COM   Acquisitions   100.00   (1,502.45 )  
C512807108   LAM RESH CORP COM   Dispositions   (16,200.00 )     362,297.68
C512815101   LAMAR ADVERTISING CO CL A COM   Acquisitions   950.00   (35,239.40 )  
C512815101   LAMAR ADVERTISING CO CL A COM   Dispositions   (8,140.00 )     258,905.22
C514936103   LANDAMERICA FINL GROUP INC COM   Acquisitions   1,100.00   (30,553.16 )  
C514936103   LANDAMERICA FINL GROUP INC COM   Dispositions   (300.00 )     11,988.39
C515086106   LANDS END INC COM   Acquisitions   100.00   (5,020.95 )  
C515086106   LANDS END INC COM   Dispositions   (400.00 )     13,969.58
C516548104   LANTRONIX INC COM ISIN US5165481046   Acquisitions   2,600.00   (21,297.90 )  
S0924713   LAPORTE ORD'B'1P(ASSD REDEMPTION)   Dispositions   (288,000.00 )     4,252.30
S0924713   LAPORTE ORD'B'1P(ASSD REDEMPTION)   Free Receipt   288,000.00        
C517053104   LARGE SCALE BIOLOGY CORP COM STK   Acquisitions   2,400.00   (16,500.00 )  
C517053104   LARGE SCALE BIOLOGY CORP COM STK   Dispositions   (5,400.00 )     18,410.68
C51807H100   LASER VISION CTRS INC COM   Acquisitions   500.00   (2,217.45 )  
C51807H100   LASER VISION CTRS INC COM   Dispositions   (6,500.00 )     28,409.25
S0976640   LATTICE GROUP ORD GBP0.10   Acquisitions   2,800.00   (6,422.95 )  
S0976640   LATTICE GROUP ORD GBP0.10   Dispositions   (15,933.00 )     31,218.16
C518415104   LATTICE SEMICONDUCTOR CORP COM   Acquisitions   570.00   (10,804.69 )  
C518415104   LATTICE SEMICONDUCTOR CORP COM   Dispositions   (19,310.00 )     401,441.51
C518439104   LAUDER ESTEE COS INC CL A   Acquisitions   3,400.00   (150,437.08 )  
C518439104   LAUDER ESTEE COS INC CL A   Dispositions   (3,400.00 )     140,927.67
S6266914   LAWSON INC JPY50   Acquisitions   600.00   (22,415.47 )  
S6266914   LAWSON INC JPY50   Dispositions   (800.00 )     29,340.90
C521863100   LEAP WIRELESS INTL INC COM   Acquisitions   200.00   (6,967.45 )  
C521863100   LEAP WIRELESS INTL INC COM   Dispositions   (6,320.00 )     192,153.19
C521865105   LEAR CORP COM STK PAR $0.01   Acquisitions   900.00   (31,028.04 )  
C521865105   LEAR CORP COM STK PAR $0.01   Dispositions   (3,400.00 )     69,017.69
C522015106   LEARNING TREE INTL INC COM   Acquisitions   800.00   (37,517.84 )  
C522015106   LEARNING TREE INTL INC COM   Dispositions   (9,100.00 )     145,500.50
C524651106   LEGATO SYS INC COM   Acquisitions   300.00   (5,414.95 )  
C524651106   LEGATO SYS INC COM   Dispositions   (500.00 )     6,797.32
C524901105   LEGG MASON INC COM   Acquisitions   3,280.00   (133,638.02 )  
C524901105   LEGG MASON INC COM   Dispositions   (10,850.00 )     490,595.67

C524660107   LEGGETT & PLATT INC COM   Acquisitions   200.00   (3,942.00 )    
C524660107   LEGGETT & PLATT INC COM   Dispositions   (200.00 )     4,739.84  
C524908100   LEHMAN BROS HLDGS INC COM   Acquisitions   0.10   (7.03 )    
C524908100   LEHMAN BROS HLDGS INC COM   Dispositions   (6,700.00 )     455,501.05  
C526057104   LENNAR CORP COM   Acquisitions   0.03   (1.25 )    
C526057104   LENNAR CORP COM   Dispositions   (11,900.00 )     533,957.79  
C52729N100   LEVEL 3 COMMUNICATIONS INC COM STK   Acquisitions   30.00   (140.65 )    
C52729N100   LEVEL 3 COMMUNICATIONS INC COM STK   Dispositions   (300.00 )     14,257.07  
C52729N100   LEVEL 3 COMMUNICATIONS INC COM STK   Free Delivery   (200.00 )        
C528872104   LEXICON GENETICS INC COMMON STOCK   Acquisitions   7,200.00   (86,684.40 )    
C528872104   LEXICON GENETICS INC COMMON STOCK   Dispositions   (100.00 )     939.01  
C529771107   LEXMARK INTL INC NEW CL A   Acquisitions   50.00   (3,103.45 )    
C529771107   LEXMARK INTL INC NEW CL A   Dispositions   (2,990.00 )     185,366.04  
C530718105   LIBERTY MEDIA CORP NEW COM SER A   Acquisitions   600.00   (6,840.00 )    
C530718105   LIBERTY MEDIA CORP NEW COM SER A   Dispositions   (32,600.00 )     531,209.01  
C530718105   LIBERTY MEDIA CORP NEW COM SER A   Free Receipt   32,600.00          
C53215R100   LIFE PT INC COM STK   Acquisitions   1,000.00   (4,279.95 )    
C53215R100   LIFE PT INC COM STK   Free Delivery   (6,000.00 )        
C53219L109   LIFEPOINT HOSPS INC COM ISIN US53219L1098   Acquisitions   700.00   (25,504.50 )    
C53219L109   LIFEPOINT HOSPS INC COM ISIN US53219L1098   Dispositions   (7,700.00 )     312,513.33  
C532257102   LIGHTPATH TECHNOLOGIES INC CL A   Acquisitions   100.00   (360.98 )    
C532257102   LIGHTPATH TECHNOLOGIES INC CL A   Dispositions   (1,500.00 )     31,172.70  
C53226T103   LIGHTSPAN INC COM COM STK   Acquisitions   100.00   (295.57 )    
C53226T103   LIGHTSPAN INC COM COM STK   Dispositions   (100.00 )     182.54  
C532791100   LINCARE HLDGS INC COM   Acquisitions   75.00   (4,339.45 )    
C532791100   LINCARE HLDGS INC COM   Dispositions   (1,800.00 )     104,070.91  
C532791100   LINCARE HLDGS INC COM   Free Receipt   305.00          
C534187109   LINCOLN NATL CORP COM   Acquisitions   200.00   (9,437.00 )    
C534187109   LINCOLN NATL CORP COM   Dispositions   (300.00 )     14,549.51  
C535678106   LINEAR TECH CORP DEL   Acquisitions   0.54   (28.24 )    
C535678106   LINEAR TECH CORP DEL   Dispositions   (500.00 )     21,352.89  
C535679104   LINENS N THINGS INC COM   Acquisitions   1,800.00   (46,908.00 )    
C535679104   LINENS N THINGS INC COM   Dispositions   (4,500.00 )     136,889.92  
C535919203   LIONS GATE ENTMT CORP COM NEW   Acquisitions   1,000.00   (2,404.95 )    
C535919203   LIONS GATE ENTMT CORP COM NEW   Free Delivery   (1,000.00 )        
C53631T102   LIQUID AUDIO INC COM   Acquisitions   400.00   (1,594.95 )    
C53631T102   LIQUID AUDIO INC COM   Dispositions   (3,200.00 )     11,456.25  
C539830109   LOCKHEED MARTIN CORP COM   Acquisitions   0.65   (22.52 )    
C539830109   LOCKHEED MARTIN CORP COM   Dispositions   (5,800.00 )     248,785.59  
C539830109   LOCKHEED MARTIN CORP COM   Free Delivery   (500.00 )        
C540424108   LOEWS CORP COM   Acquisitions   200.00   (13,172.00 )    
C540424108   LOEWS CORP COM   Dispositions   (9,300.00 )     565,404.39  
C540424108   LOEWS CORP COM   Free Receipt   13,100.00          
C542312103   LONE STAR TECHNOLOGIES INC COM   Acquisitions   1,790.00   (83,048.66 )    
C542312103   LONE STAR TECHNOLOGIES INC COM   Dispositions   (17,570.00 )     228,978.63  
S9397799   LONG GILT JUN 2001 FUTURE @ LIF   Free Delivery   (1.00 )        
S9397799   LONG GILT JUN 2001 FUTURE @ LIF   Free Receipt   10.00          
S9434939   LONG GILT MAR 2001 FUTURE @ LIF   Free Delivery   (1.00 )        
S9434939   LONG GILT MAR 2001 FUTURE @ LIF   Free Receipt   11.00          
C543162101   LONGS DRUG STORES CORP COM   Acquisitions   6,500.00   (155,444.25 )    
C543162101   LONGS DRUG STORES CORP COM   Dispositions   (6,500.00 )     149,630.85  
CG56462107   LORAL SPACE & COMMUNICATIONS LTD COM STK   Acquisitions   225.00   (513.70 )    
CG56462107   LORAL SPACE & COMMUNICATIONS LTD COM STK   Dispositions   (1,500.00 )     8,860.95  
S4057808   L'OREAL EUR0.20   Acquisitions   200.00   (14,627.39 )    
S4057808   L'OREAL EUR0.20   Dispositions   (391.00 )     28,513.19  
C545735102   LOUDCLOUD INC COM ISIN US5457351022   Acquisitions   84,970.00   (509,820.00 )    
C545735102   LOUDCLOUD INC COM ISIN US5457351022   Dispositions   (19,340.00 )     110,234.32  
C546347105   LOUISIANA-PACIFIC CORP COM   Acquisitions   1,300.00   (13,852.80 )    
C546347105   LOUISIANA-PACIFIC CORP COM   Dispositions   (27,800.00 )     152,411.15  
C548661107   LOWES COS INC COM   Acquisitions   (1,900.00 ) 57,273.79      
C548661107   LOWES COS INC COM   Dispositions   (3,400.00 )     257,924.91  
C548661107   LOWES COS INC COM   Free Delivery   (500.00 )        

C548661107   LOWES COS INC COM   Free Receipt   24,300.00          
C502161102   LSI LOGIC CORP COM   Acquisitions   (1,600.00 ) 33,131.36      
C502161102   LSI LOGIC CORP COM   Dispositions   (28,500.00 )     525,473.97  
C502161102   LSI LOGIC CORP COM   Free Delivery   (1,000.00 )        
C532716107   LTD INC COM   Acquisitions   400.00   (6,828.44 )    
C532716107   LTD INC COM   Dispositions   (14,900.00 )     252,658.31  
C502392103   LTX CORP COM   Acquisitions   100.00   (1,214.95 )    
C502392103   LTX CORP COM   Dispositions   (160.00 )     3,245.54  
C502392103   LTX CORP COM   Free Delivery   (100.00 )        
C549463107   LUCENT TECHNOLOGIES INC COM STK   Acquisitions   (1,000.00 ) 10,600.53      
C549463107   LUCENT TECHNOLOGIES INC COM STK   Dispositions   (22,000.00 )     277,021.32  
C549463107   LUCENT TECHNOLOGIES INC COM STK   Free Delivery   (100.00 )        
C55027E102   LUMINEX CORP DEL COM   Acquisitions   2,500.00   (80,000.00 )    
C55027E102   LUMINEX CORP DEL COM   Dispositions   (8,200.00 )     148,152.66  
S2488336   LYONDELL CHEM CO SR SECD NT SER A 9.625 DUE 05-01-2007   Acquisitions   3,000.00   (3,112.50 )    
S2488336   LYONDELL CHEM CO SR SECD NT SER A 9.625 DUE 05-01-2007   Dispositions   (10,000.00 )     10,000.00  
C552078107   LYONDELL CHEMICAL CO COM STK   Acquisitions   2,200.00   (37,352.04 )    
C552078107   LYONDELL CHEMICAL CO COM STK   Dispositions   (18,700.00 )     263,485.41  
C552676108   M D C HLDGS INC COM   Acquisitions   100.00   (3,195.95 )    
C552676108   M D C HLDGS INC COM   Dispositions   (1,480.00 )     56,565.49  
C552676108   M D C HLDGS INC COM   Free Receipt   280.00          
C554034108   M WAVE INC COM   Acquisitions   300.00   (4,454.95 )    
C554034108   M WAVE INC COM   Dispositions   (300.00 )     3,363.68  
C555903103   MACROCHEM CORP DEL COM STK   Acquisitions   100.00   (264.00 )    
C555903103   MACROCHEM CORP DEL COM STK   Dispositions   (500.00 )     3,809.12  
C555903103   MACROCHEM CORP DEL COM STK   Free Delivery   (100.00 )        
C556100105   MACROMEDIA INC COM   Acquisitions   100.00   (3,079.95 )    
C556100105   MACROMEDIA INC COM   Dispositions   (3,900.00 )     120,776.24  
C556100105   MACROMEDIA INC COM   Free Receipt   116.00          
C555904101   MACROVISION CORP COM   Acquisitions   70.00   (4,901.83 )    
C555904101   MACROVISION CORP COM   Dispositions   (4,700.00 )     168,227.13  
C559079108   MAGELLAN HLTH SVCS INC COM   Acquisitions   1,100.00   (11,936.10 )    
C559079108   MAGELLAN HLTH SVCS INC COM   Dispositions   (4,500.00 )     45,305.38  
S2400608   MAGELLAN HLTH SVCS INC SR SUB NT 9 DUE 02-15-2008/02-15-2003 BEO   Acquisitions   28,000.00   (25,620.00 )    
S2400608   MAGELLAN HLTH SVCS INC SR SUB NT 9 DUE 02-15-2008/02-15-2003 BEO   Dispositions   (28,000.00 )     26,180.00  
C562750109   MANHATTAN ASSOCS INC COM   Acquisitions   50.00   (1,942.45 )    
C562750109   MANHATTAN ASSOCS INC COM   Dispositions   (3,600.00 )     143,779.56  
C564055101   MANOR CARE INC NEW COM STK   Acquisitions   800.00   (18,224.00 )    
C564055101   MANOR CARE INC NEW COM STK   Dispositions   (29,300.00 )     660,663.66  
C56418H100   MANPOWER INC WIS COM   Acquisitions   2,090.00   (73,975.13 )    
C56418H100   MANPOWER INC WIS COM   Dispositions   (10,530.00 )     298,441.82  
C565011103   MANUGISTICS GROUP INC COM   Acquisitions   5,200.00   (157,560.00 )    
C565011103   MANUGISTICS GROUP INC COM   Dispositions   (8,000.00 )     278,650.70  
C565105103   MAPINFO CORP COM   Acquisitions   3,300.00   (140,879.97 )    
C565105103   MAPINFO CORP COM   Dispositions   (2,500.00 )     36,325.03  
C999599GH0   MAR 01 IMM NASDAQ 100   Free Delivery   (10.00 )        
C999599GH0   MAR 01 IMM NASDAQ 100   Free Receipt   12.00          
C999599GH0   MAR 01 RUSSEL 2000   Free Delivery   (31.00 )        
C999599GH0   MAR 01 RUSSEL 2000   Free Receipt   5.00          
C999599GH0   MAR 01 S&P 500   Free Delivery   (1.00 )        
C999599GH0   MAR 01 S&P 500   Free Receipt   24.00          
C999599GH0   MAR 01 S&P MID 400   Free Delivery   (2.00 )        
C999599GH0   MAR 01 S&P MID 400   Free Receipt   8.00          
S251142U   MARCONI PLC MARCONI CORP 8.375 DUE 09-15-2030 BEO   Dispositions   (20,000.00 )     6,900.00  
S251142U   MARCONI PLC MARCONI CORP 8.375 DUE 09-15-2030 BEO   Free Receipt   110,000.00          
C570535104   MARKEL CORP HOLDING CO COM   Acquisitions   2,260.00   (367,250.00 )    
C570535104   MARKEL CORP HOLDING CO COM   Dispositions   (1,500.00 )     296,596.81  
C571903202   MARRIOTT INTL INC NEW COM STK CL A   Acquisitions   0.10   (3.25 )    
C571903202   MARRIOTT INTL INC NEW COM STK CL A   Dispositions   (7,500.00 )     346,826.67  

C571748102   MARSH & MC LENNAN CO'S INC   Acquisitions   35.00   (2,879.35 )    
C571748102   MARSH & MC LENNAN CO'S INC   Dispositions   (200.00 )     19,585.34  
CG5876H105   MARVELL TECH GROUP MARVELL TECH GROUP INC   Acquisitions   340.00   (6,800.00 )    
CG5876H105   MARVELL TECH GROUP MARVELL TECH GROUP INC   Dispositions   (3,210.00 )     83,562.18  
C574599106   MASCO CORP COM   Acquisitions   300.00   (7,326.06 )    
C574599106   MASCO CORP COM   Dispositions   (2,800.00 )     62,138.32  
C576206106   MASSEY ENERGY CORP COM   Acquisitions   0.92   (13.51 )    
C576206106   MASSEY ENERGY CORP COM   Dispositions   (5,700.00 )     107,441.40  
C576206106   MASSEY ENERGY CORP COM   Free Receipt   22,500.00          
C57685P304   MATRIXONE INC COM   Acquisitions   300.00   (6,990.00 )    
C57685P304   MATRIXONE INC COM   Dispositions   (6,200.00 )     130,514.94  
S6572581   MATSUMOTOKIYOSHI C JPY50   Acquisitions   500.00   (17,837.88 )    
S6572581   MATSUMOTOKIYOSHI C JPY50   Dispositions   (1,000.00 )     29,267.56  
S6572666   MATSUSHITA COMM JPY50   Acquisitions   200.00   (13,091.70 )    
S6572666   MATSUSHITA COMM JPY50   Dispositions   (900.00 )     25,641.31  
S6572707   MATSUSHITA ELC IND Y50   Acquisitions   2,000.00   (25,633.80 )    
S6572707   MATSUSHITA ELC IND Y50   Dispositions   (2,000.00 )     48,838.55  
C577081102   MATTEL INC COM   Acquisitions   200.00   (3,699.95 )    
C577081102   MATTEL INC COM   Dispositions   (8,800.00 )     160,930.78  
C577914104   MAVERICK TUBE CORP COM   Acquisitions   300.00   (3,179.95 )    
C577914104   MAVERICK TUBE CORP COM   Dispositions   (7,700.00 )     168,329.46  
C57772K101   MAXIM INTEGRATED PRODS INC COM   Acquisitions   (100.00 ) 4,500.04      
C57772K101   MAXIM INTEGRATED PRODS INC COM   Dispositions   (1,000.00 )     59,968.05  
C57772K101   MAXIM INTEGRATED PRODS INC COM   Free Receipt   130.00          
C577933104   MAXIMUS INC COM   Acquisitions   90.00   (3,359.95 )    
C577933104   MAXIMUS INC COM   Dispositions   (150.00 )     5,590.36  
C577778103   MAY DEPT STORES CO COM   Acquisitions   200.00   (7,444.68 )    
C578592107   MAYTAG CORP COM   Dispositions   (1,000.00 )     34,248.90  
C578592107   MAYTAG CORP COM   Free Receipt   1,000.00          
C55262C100   MBIA INC COM   Acquisitions   200.00   (10,668.66 )    
C55262C100   MBIA INC COM   Dispositions   (200.00 )     11,045.63  
C55262C100   MBIA INC COM   Free Receipt   950.00          
C55262L100   MBNA CORP COM   Acquisitions   0.26   (9.49 )    
C55262L100   MBNA CORP COM   Dispositions   (43,000.00 )     1,644,536.00  
C580037109   MC DERMOTT INTL INC COM $1 PAR   Acquisitions   100.00   (872.75 )    
C580037109   MC DERMOTT INTL INC COM $1 PAR   Dispositions   (100.00 )     998.96  
C580135101   MC DONALDS CORP COM   Acquisitions   5.82   (180.75 )    
C580135101   MC DONALDS CORP COM   Dispositions   (1,200.00 )     32,398.92  
C580135101   MC DONALDS CORP COM   Free Delivery   (500.00 )        
C579062100   MCAFEE COM CORP CL A   Acquisitions   500.00   (3,748.70 )    
C579062100   MCAFEE COM CORP CL A   Dispositions   (2,400.00 )     62,040.80  
C580031201   MCDATA CORP CL A   Acquisitions   25.00   (642.45 )    
C580031201   MCDATA CORP CL A   Dispositions   (1,600.00 )     59,880.08  
C580031201   MCDATA CORP CL A   Free Delivery   (2,147.58 )        
C580031201   MCDATA CORP CL A   Free Receipt   2,142.16          
C580031102   MCDATA CORP CL B   Acquisitions   90.00   (1,735.20 )    
C580031102   MCDATA CORP CL B   Dispositions   (7,100.00 )     133,158.19  
C580645109   MCGRAW HILL COMPANIES INC COM   Acquisitions   200.00   (13,060.00 )    
C580645109   MCGRAW HILL COMPANIES INC COM   Dispositions   (6,500.00 )     349,607.08  
C58155Q103   MCKESSON CORP   Acquisitions   0.05   (1.80 )    
C58155Q103   MCKESSON CORP   Dispositions   (1,700.00 )     67,053.41  
C582266102   MCLEODUSA INC   Acquisitions   120.00   (2,286.16 )    
C582266102   MCLEODUSA INC   Dispositions   (110,630.00 )     250,214.47  
C582266102   MCLEODUSA INC   Free Delivery   (4,000.00 )        
C582266102   MCLEODUSA INC   Free Receipt   2,000.00          
S2446561   MCLEODUSA INC SR DISC NT STEP UP 03-01-2007/02 0 3/02 10.50   Acquisitions   10,000.00   (6,900.00 )    
S2446561   MCLEODUSA INC SR DISC NT STEP UP 03-01-2007/02 0 3/02 10.50   Dispositions   (10,000.00 )     4,800.00  
S2710965   MCLEODUSA SR NT 11.375 DUE 01-01-2009 BEO   Acquisitions   49,000.00   (49,000.00 )    
S2710965   MCLEODUSA SR NT 11.375 DUE 01-01-2009 BEO   Dispositions   (29,000.00 )     16,530.00  
C582411104   MCMORAN EXPL CO COM   Acquisitions   2,600.00   (44,231.20 )    
C582411104   MCMORAN EXPL CO COM   Dispositions   (1,700.00 )     23,582.63  

C552690109   MDU RES GROUP INC COM   Acquisitions   3,960.00   (119,017.40 )    
C552690109   MDU RES GROUP INC COM   Dispositions   (7,410.00 )     211,042.35  
C58449L100   MED ACTION INDS INC COM   Acquisitions   (34.00 ) 320.31      
C58449L100   MED ACTION INDS INC COM   Dispositions   (817.00 )     12,036.73  
C58446J108   MEDIABAY INC COM   Acquisitions   1,000.00   (659.95 )    
C58446J108   MEDIABAY INC COM   Dispositions   (1,000.00 )     1,485.00  
C58446K105   MEDIACOM COMMUNICATIONS CORP CL A ISIN US58446K1051   Acquisitions   100.00   (2,138.28 )    
S2804846   MEDIACOM LLC / MEDIACOM CAP CORP SR NT 9.5 DUE 01-15-2013/01-15-2006 BEO   Dispositions   (10,000.00 )     10,275.00  
S2804846   MEDIACOM LLC / MEDIACOM CAP CORP SR NT 9.5 DUE 01-15-2013/01-15-2006 BEO   Free Receipt   47,000.00          
C584690309   MEDICIS PHARMACEUTICAL CORP CL A NEW   Acquisitions   100.00   (5,448.00 )    
C584690309   MEDICIS PHARMACEUTICAL CORP CL A NEW   Dispositions   (3,400.00 )     161,404.17  
C584699102   MEDIMMUNE INC COM   Acquisitions   100.00   (3,404.95 )    
C584699102   MEDIMMUNE INC COM   Dispositions   (2,000.00 )     90,130.79  
C584699102   MEDIMMUNE INC COM   Free Delivery   (650.00 )        
S5535198   MEDIOLANUM EUR0.1   Acquisitions   390.00   (4,052.04 )    
S5535198   MEDIOLANUM EUR0.1   Dispositions   (2,000.00 )     22,607.06  
C585055106   MEDTRONIC INC COM   Acquisitions   (5,000.00 ) 219,750.00      
C585055106   MEDTRONIC INC COM   Dispositions   (20,100.00 )     953,713.17  
C585055106   MEDTRONIC INC COM   Free Delivery   (0.00 )        
CM6786D104   MEGAL SEC SYS LTD COM   Acquisitions   55.00   (490.75 )    
CM6786D104   MEGAL SEC SYS LTD COM   Dispositions   (110.00 )     1,085.01  
C58551A108   MELLON FINL CORP COM   Acquisitions   400.00   (16,422.00 )    
C58551A108   MELLON FINL CORP COM   Dispositions   (4,000.00 )     156,019.59  
C587118100   MEN S WEARHOUSE INC COMMOM   Acquisitions   4,400.00   (107,870.40 )    
C587118100   MEN S WEARHOUSE INC COMMOM   Dispositions   (9,600.00 )     244,696.78  
C587188103   MENTOR CORP COM   Acquisitions   100.00   (2,867.95 )    
C587188103   MENTOR CORP COM   Dispositions   (100.00 )     2,276.22  
C587200106   MENTOR GRAPHICS CORP COM   Acquisitions   600.00   (10,680.00 )    
C587200106   MENTOR GRAPHICS CORP COM   Dispositions   (13,100.00 )     286,592.24  
C587405101   MERCANTILE BANKSHARES CORP COM   Acquisitions   9,500.00   (355,357.95 )    
C587405101   MERCANTILE BANKSHARES CORP COM   Dispositions   (21,200.00 )     823,704.88  
C589331107   MERCK & CO INC COM   Acquisitions   (1,200.00 ) 90,312.00      
C589331107   MERCK & CO INC COM   Dispositions   (15,500.00 )     1,167,975.94  
C589331107   MERCK & CO INC COM   Free Delivery   (4.49 )        
S4741844   MERCK KGAA ORD NPV   Acquisitions   500.00   (16,717.33 )    
S4741844   MERCK KGAA ORD NPV   Dispositions   (1,200.00 )     51,798.19  
C589378108   MERCURY COMPUTER SYS INC COM   Acquisitions   100.00   (5,519.95 )    
C589378108   MERCURY COMPUTER SYS INC COM   Dispositions   (2,860.00 )     127,768.81  
C589405109   MERCURY INTERACTIVE CORP COM   Acquisitions   125.00   (2,587.45 )    
C589405109   MERCURY INTERACTIVE CORP COM   Dispositions   (1,560.00 )     100,241.31  
C589433101   MEREDITH CORP COM   Acquisitions   3,500.00   (119,054.25 )    
C589433101   MEREDITH CORP COM   Dispositions   (3,300.00 )     115,338.40  
C58977Q109   MERIDIAN RES CORP COM   Acquisitions   140.00   (690.75 )    
C58977Q109   MERIDIAN RES CORP COM   Dispositions   (1,000.00 )     3,734.92  
C589889104   MERIT MED SYS INC COM   Acquisitions   150.00   (2,387.95 )    
C589889104   MERIT MED SYS INC COM   Dispositions   (188.00 )     2,744.83  
C589889104   MERIT MED SYS INC COM   Free Receipt   38.00          
C59001A102   MERITAGE CORP COM   Acquisitions   95.00   (5,281.05 )    
C59001A102   MERITAGE CORP COM   Dispositions   (1,895.00 )     99,920.01  
C590188108   MERRILL LYNCH & CO INC COM   Acquisitions   0.14   (8.03 )    
C590188108   MERRILL LYNCH & CO INC COM   Dispositions   (8,100.00 )     479,220.51  
C590479101   MESA AIR GROUP INC COM   Acquisitions   3,800.00   (41,610.00 )    
C590479101   MESA AIR GROUP INC COM   Dispositions   (3,600.00 )     50,758.30  
CM69897102   METALINK LTD ILS0.10COM STK   Acquisitions   700.00   (7,481.25 )    
CM69897102   METALINK LTD ILS0.10COM STK   Dispositions   (3,600.00 )     8,009.01  
C59139P104   METASOLV INC COM   Acquisitions   100.00   (2,014.95 )    
C59139P104   METASOLV INC COM   Dispositions   (100.00 )     2,241.22  
C59151K108   METHANEX CORP COM STK   Acquisitions   200.00   (1,529.95 )    
C59151K108   METHANEX CORP COM STK   Dispositions   (17,000.00 )     138,290.39  
C59156R108   METLIFE INC COM ISIN US59156R1086   Acquisitions   800.00   (23,504.00 )    
C59156R108   METLIFE INC COM ISIN US59156R1086   Dispositions   (23,800.00 )     680,845.30  
C591596101   METRICOM INC COM   Acquisitions   150.00   (463.45 )    

C591596101   METRICOM INC COM   Dispositions   (11,000.00 )     170,735.20  
C591598107   METRIS COS INC COM   Acquisitions   200.00   (4,435.95 )    
C591598107   METRIS COS INC COM   Dispositions   (10,920.00 )     278,477.99  
C59163F105   METRO 1 TELECOMMUNICATIONS INC COM   Acquisitions   200.00   (5,129.95 )    
C59163F105   METRO 1 TELECOMMUNICATIONS INC COM   Dispositions   (3,700.00 )     142,133.34  
C59163F105   METRO 1 TELECOMMUNICATIONS INC COM   Free Receipt   59.00          
C591647102   METROCALL INC COM   Acquisitions   1,000.00   (748.65 )    
C591647102   METROCALL INC COM   Dispositions   (867.00 )     43.74  
C591689104   METROMEDIA FIBER NETWORK INC CL A   Acquisitions   400.00   (221.95 )    
C591689104   METROMEDIA FIBER NETWORK INC CL A   Dispositions   (8,890.00 )     47,335.89  
C591689104   METROMEDIA FIBER NETWORK INC CL A   Free Delivery   (200.00 )        
C591689104   METROMEDIA FIBER NETWORK INC CL A   Free Receipt   400.00          
C591689997   METROMEDIA FIBER NETWORK INC CL A (RULE 144) RESTRICTED   Acquisitions   400.00   (2,089.95 )    
C591689997   METROMEDIA FIBER NETWORK INC CL A (RULE 144) RESTRICTED   Free Delivery   (400.00 )        
C592688105   METTLER-TOLEDO INTL INC COM   Acquisitions   200.00   (9,129.95 )    
C592688105   METTLER-TOLEDO INTL INC COM   Dispositions   (8,700.00 )     376,834.89  
C552880106   MGI PHARMA INC COM   Acquisitions   80.00   (929.15 )    
C552880106   MGI PHARMA INC COM   Dispositions   (80.00 )     910.01  
C552953101   MGM MIRAGE COM   Acquisitions   140.00   (4,345.29 )    
C552953101   MGM MIRAGE COM   Dispositions   (19,110.00 )     372,961.22  
C594087108   MICHAELS STORES INC COM   Acquisitions   30.00   (884.95 )    
C594087108   MICHAELS STORES INC COM   Dispositions   (200.00 )     9,969.71  
C594087108   MICHAELS STORES INC COM   Free Receipt   200.00          
S4588364   MICHELIN (CGDE) EUR2 (REGD)   Acquisitions   750.00   (23,436.36 )    
S4588364   MICHELIN (CGDE) EUR2 (REGD)   Dispositions   (2,100.00 )     70,202.30  
C594793101   MICREL INC COM   Acquisitions   4,120.00   (130,813.71 )    
C594793101   MICREL INC COM   Dispositions   (4,930.00 )     171,003.67  
C594850109   MICRO LINEAR CORP COM   Acquisitions   100.00   (279.95 )    
C594850109   MICRO LINEAR CORP COM   Dispositions   (100.00 )     345.03  
C595017104   MICROCHIP TECH INC COM   Acquisitions   270.00   (7,159.86 )    
C595017104   MICROCHIP TECH INC COM   Dispositions   (9,500.00 )     321,462.63  
C595017104   MICROCHIP TECH INC COM   Free Receipt   689.00          
C595094103   MICROMUSE INC COM   Acquisitions   200.00   (2,146.88 )    
C595094103   MICROMUSE INC COM   Dispositions   (6,300.00 )     361,833.47  
C595094103   MICROMUSE INC COM   Free Receipt   7,670.00          
C595112103   MICRON TECH INC COM   Acquisitions   25.00   (527.45 )    
C595112103   MICRON TECH INC COM   Dispositions   (13,200.00 )     577,096.61  
C595112103   MICRON TECH INC COM   Free Delivery   (0.78 )        
C594901100   MICROS SYS INC COM   Acquisitions   50.00   (910.45 )    
C594901100   MICROS SYS INC COM   Dispositions   (50.00 )     1,210.00  
C595137100   MICROSEMI CORP COM   Acquisitions   40.00   (1,081.65 )    
C595137100   MICROSEMI CORP COM   Dispositions   (3,400.00 )     185,979.24  
C595137100   MICROSEMI CORP COM   Free Receipt   3,160.00          
C594918104   MICROSOFT CORP COM   Acquisitions   (4,200.00 ) 288,965.46      
C594918104   MICROSOFT CORP COM   Dispositions   (9,000.00 )     441,356.98  
C594918104   MICROSOFT CORP COM   Free Delivery   (636.00 )        
C5949189M8   MICROSOFT CORP COM STK CALL OPTION EXP 1-20-01 PR $45 PER SH   Acquisitions   8.00   (1,593.09 )    
C5949189M8   MICROSOFT CORP COM STK CALL OPTION EXP 1-20-01 PR $45 PER SH   Dispositions   (8.00 )     2,148.50  
C594972101   MICROSTRATEGY INC CL A   Acquisitions   250.00   (1,449.95 )    
C594972101   MICROSTRATEGY INC CL A   Dispositions   (5,600.00 )     83,368.89  
C59523C107   MID ATLC MED SVCS INC COM   Acquisitions   1,000.00   (17,837.40 )    
C59523C107   MID ATLC MED SVCS INC COM   Dispositions   (4,400.00 )     90,863.56  
C598148104   MIDWAY GAMES INC COM   Acquisitions   100.00   (1,555.00 )    
C598148104   MIDWAY GAMES INC COM   Dispositions   (6,000.00 )     99,236.68  
C599902103   MILLENNIUM PHARMACEUTICALS INC COM   Acquisitions   (6,950.00 ) 185,970.19      
C599902103   MILLENNIUM PHARMACEUTICALS INC COM   Dispositions   (1,800.00 )     121,270.95  
C600544100   MILLER HERMAN INC COM   Acquisitions   1,600.00   (43,339.84 )    
C600544100   MILLER HERMAN INC COM   Dispositions   (13,600.00 )     367,044.95  
C601073109   MILLIPORE CORP COM   Acquisitions   180.00   (11,097.00 )    
C601073109   MILLIPORE CORP COM   Dispositions   (3,610.00 )     196,926.15  
C553044108   MIM CORP COM   Acquisitions   200.00   (866.56 )    

C553044108   MIM CORP COM   Dispositions   (500.00 )     4,924.88  
C604059105   MINN MNG & MFG CO COM   Acquisitions   0.73   (80.35 )    
C604059105   MINN MNG & MFG CO COM   Dispositions   (18,500.00 )     2,106,824.45  
C604675108   MIRANT CORP COM   Acquisitions   (1,800.00 ) 61,240.86      
C604675108   MIRANT CORP COM   Dispositions   (6,760.00 )     180,805.03  
C604675108   MIRANT CORP COM   Free Delivery   (6,997.76 )        
C604675108   MIRANT CORP COM   Free Receipt   624.00          
C606501104   MITCHAM INDS INC COM   Acquisitions   100.00   (699.95 )    
C606501104   MITCHAM INDS INC COM   Dispositions   (100.00 )     676.02  
S6597603   MITSUI FUDOSAN JPY50   Acquisitions   1,000.00   (11,004.39 )    
S6597603   MITSUI FUDOSAN JPY50   Dispositions   (5,000.00 )     54,143.23  
S6858786   MITSUI SUMITOMO INSURANCE COMPANY Y50   Acquisitions   3,000.00   (19,963.17 )    
S6858786   MITSUI SUMITOMO INSURANCE COMPANY Y50   Free Delivery   (22,000.00 )        
S6286280   MIZUHO HLDGS JPY50000   Acquisitions   5.00   (29,564.70 )    
S6286280   MIZUHO HLDGS JPY50000   Dispositions   (5.00 )     25,508.30  
C55306N104   MKS INSTRS INC COM   Acquisitions   80.00   (2,352.00 )    
C55306N104   MKS INSTRS INC COM   Dispositions   (950.00 )     16,339.45  
C664785102   MLP NORTHN BORDER PARTNERS L P UNIT LTD PARTNERSHIP INT   Acquisitions   40.00   (1,444.95 )    
C664785102   MLP NORTHN BORDER PARTNERS L P UNIT LTD PARTNERSHIP INT   Dispositions   (40.00 )     1,564.99  
C60740F105   MOBILE MINI INC COM   Acquisitions   400.00   (14,221.95 )    
C60740F105   MOBILE MINI INC COM   Dispositions   (200.00 )     6,184.81  
C608554101   MOLEX INC COM   Acquisitions   200.00   (8,141.62 )    
C608554101   MOLEX INC COM   Dispositions   (16,500.00 )     677,645.59  
C612085100   MONTANA PWR CO COM   Acquisitions   300.00   (4,289.95 )    
C612085100   MONTANA PWR CO COM   Dispositions   (8,600.00 )     120,223.97  
S0602729   MORGAN CRUCIBLE CO ORD GBP0.25   Acquisitions   2,294.00   (9,735.26 )    
S0602729   MORGAN CRUCIBLE CO ORD GBP0.25   Dispositions   (9,030.00 )     39,537.24  
C617446448   MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN #6174464486   Acquisitions   (800.00 ) 53,160.00      
C617446448   MORGAN STANLEY DEAN WITTER & CO COM NEW ISIN #6174464486   Dispositions   (13,200.00 )     1,088,054.22  
C616900205   MORGANS FOODS INC COM NEW   Acquisitions   200.00   (211.95 )    
C616900205   MORGANS FOODS INC COM NEW   Dispositions   (100.00 )     60.04  
C620076109   MOTOROLA INC COM   Acquisitions   6.36   (144.76 )    
C620076109   MOTOROLA INC COM   Dispositions   (27,800.00 )     452,613.33  
C620076109   MOTOROLA INC COM   Free Delivery   (600.00 )        
C624581104   MOVIE GALLERY INC COM   Acquisitions   45.00   (1,502.70 )    
C624581104   MOVIE GALLERY INC COM   Dispositions   (800.00 )     23,409.26  
C553477100   MRV COMMUNICATIONS COM STK USD0.0034   Acquisitions   50.00   (534.95 )    
C553477100   MRV COMMUNICATIONS COM STK USD0.0034   Free Delivery   (1,090.00 )        
C553477100   MRV COMMUNICATIONS COM STK USD0.0034   Free Receipt   1,040.00          
C553477100   MRV COMMUNICATIONS INC COM   Acquisitions   15.00   (284.95 )    
C553477100   MRV COMMUNICATIONS INC COM   Dispositions   (10,720.00 )     196,592.88  
C553477100   MRV COMMUNICATIONS INC COM   Free Delivery   (1,040.00 )        
C553477100   MRV COMMUNICATIONS INC COM   Free Receipt   1,090.00          
C553530106   MSC INDL DIRECT INC CL A COM   Acquisitions   1,400.00   (22,149.12 )    
C553530106   MSC INDL DIRECT INC CL A COM   Dispositions   (12,910.00 )     203,186.27  
C553531104   MSC SOFTWARE CORP COM   Acquisitions   300.00   (6,619.95 )    
C553531104   MSC SOFTWARE CORP COM   Dispositions   (5,400.00 )     62,891.16  
S6290054   MTR CORP HKD1   Acquisitions   8,000.00   (14,412.46 )    
S6290054   MTR CORP HKD1   Dispositions   (11,500.00 )     20,773.71  
C625453113   MULTIMEDIA GAMES INC WT EXP 11/12/01   Acquisitions   100.00   (309.95 )    
C625453113   MULTIMEDIA GAMES INC WT EXP 11/12/01   Dispositions   (130.00 )     1,146.51  
S6610403   MURATA MFG CO JPY50   Acquisitions   200.00   (12,919.48 )    
S6610403   MURATA MFG CO JPY50   Dispositions   (600.00 )     40,679.46  
C626717102   MURPHY OIL CORP COM   Acquisitions   50.00   (3,869.95 )    
C626717102   MURPHY OIL CORP COM   Dispositions   (2,380.00 )     183,817.92  
C628530107   MYLAN LAB INC COM   Acquisitions   1,150.00   (34,344.18 )    
C628530107   MYLAN LAB INC COM   Dispositions   (6,730.00 )     173,632.90  
C62855J104   MYRIAD GENETICS INC COM   Acquisitions   50.00   (3,655.58 )    
C62855J104   MYRIAD GENETICS INC COM   Dispositions   (50.00 )     3,709.92  
C656912102   N AMERN PALLADIUM LTD COM   Acquisitions   100.00   (894.95 )    
C656912102   N AMERN PALLADIUM LTD COM   Dispositions   (400.00 )     2,949.95  

C62944T105   N V R INC COM   Acquisitions   30.00   (5,182.15 )    
C62944T105   N V R INC COM   Dispositions   (200.00 )     34,568.89  
C667280101   N.W. AIRLS CORP CL A COM STK PAR $0.01   Acquisitions   70.00   (950.45 )    
C667280101   N.W. AIRLS CORP CL A COM STK PAR $0.01   Dispositions   (35,000.00 )     710,913.80  
C629568106   NABORS IND INC COM   Acquisitions   100.00   (2,829.95 )    
C629568106   NABORS IND INC COM   Dispositions   (11,800.00 )     305,332.51  
C631100104   NASDAQ 100 TR UNIT SER 1   Acquisitions   8.00   (439.15 )    
C631100104   NASDAQ 100 TR UNIT SER 1   Dispositions   (10,000.00 )     410,439.91  
C631100104   NASDAQ 100 TR UNIT SER 1   Free Delivery   (400.00 )        
S6624608   NATIONAL AUST BANK NPV   Acquisitions   262.00   (4,179.82 )    
S6624608   NATIONAL AUST BANK NPV   Dispositions   (2,760.00 )     39,320.91  
C637071101   NATIONAL-OILWELL INC COM   Acquisitions   1,000.00   (18,150.00 )    
C637071101   NATIONAL-OILWELL INC COM   Dispositions   (7,600.00 )     265,643.81  
C638612101   NATIONWIDE FINL SVCS INC CL A COM   Acquisitions   250.00   (11,362.50 )    
C638612101   NATIONWIDE FINL SVCS INC CL A COM   Dispositions   (8,480.00 )     378,235.23  
C635405103   NATL CY CORP COM   Acquisitions   600.00   (16,189.02 )    
C635405103   NATL CY CORP COM   Dispositions   (600.00 )     16,433.45  
C637640103   NATL SEMICONDUCTOR CORP COM   Acquisitions   30.00   (871.75 )    
C637640103   NATL SEMICONDUCTOR CORP COM   Dispositions   (5,520.00 )     149,648.82  
C637844309   NATL STL CORP CL B   Acquisitions   600.00   (1,079.95 )    
C637844309   NATL STL CORP CL B   Dispositions   (6,500.00 )     6,042.68  
C63935M109   NAVISITE INC COM   Acquisitions   300.00   (470.56 )    
C63935M109   NAVISITE INC COM   Dispositions   (300.00 )     780.02  
C628782104   NBTY INC COM   Acquisitions   400.00   (5,549.95 )    
C628782104   NBTY INC COM   Dispositions   (13,000.00 )     56,337.51  
C62886E108   NCR CORP COM   Acquisitions   1,500.00   (47,970.00 )    
C62886E108   NCR CORP COM   Dispositions   (2,800.00 )     136,009.66  
S6640400   NEC CORP Y50   Acquisitions   2,000.00   (19,312.90 )    
S6640400   NEC CORP Y50   Dispositions   (4,000.00 )     52,689.45  
C640506101   NEON COMMUNICATIONS INC COM   Acquisitions   100.00   (579.95 )    
C640506101   NEON COMMUNICATIONS INC COM   Dispositions   (500.00 )     5,854.85  
S4616696   NESTLE SA CHF10(REGD)   Acquisitions   10.00   (21,035.49 )    
S4616696   NESTLE SA CHF10(REGD)   Free Delivery   (159.00 )        
C64107U101   NET PERCEPTIONS INC COM ISIN #US64107U1016   Acquisitions   1,000.00   (1,224.95 )    
C64107U101   NET PERCEPTIONS INC COM ISIN #US64107U1016   Dispositions   (1,000.00 )     1,475.00  
C64108N106   NET2PHONE INC COM   Acquisitions   73.00   (645.89 )    
C64108N106   NET2PHONE INC COM   Free Delivery   (100.00 )        
C64108P101   NETCENTIVES INC COM STK   Acquisitions   1,000.00   (686.15 )    
C64108P101   NETCENTIVES INC COM STK   Dispositions   (6,000.00 )     4,073.84  
C64110P107   NETEGRITY INC COM   Acquisitions   100.00   (1,306.95 )    
C64110P107   NETEGRITY INC COM   Dispositions   (5,100.00 )     203,768.80  
C64115P102   NETIQ CORP COM   Acquisitions   (4,280.00 ) 123,053.00      
C64115P102   NETIQ CORP COM   Dispositions   (15,640.00 )     326,105.02  
C64115P102   NETIQ CORP COM   Free Receipt   7,248.00          
C64120L104   NETWORK APPLIANCE INC DEL   Acquisitions   70.00   (759.75 )    
C64120L104   NETWORK APPLIANCE INC DEL   Dispositions   (8,600.00 )     113,172.21  
C64120L104   NETWORK APPLIANCE INC DEL   Free Delivery   (100.00 )        
C640938106   NETWORKS ASSOC INC COM STK   Acquisitions   40.00   (564.60 )    
C640938106   NETWORKS ASSOC INC COM STK   Dispositions   (18,200.00 )     296,480.85  
C641234109   NEUBERGER BERMAN INC COM STK   Acquisitions   530.00   (36,522.30 )    
C641234109   NEUBERGER BERMAN INC COM STK   Dispositions   (700.00 )     25,975.43  
C641234109   NEUBERGER BERMAN INC COM STK   Free Receipt   1,645.00          
C64125C109   NEUROCRINE BIOSCIENCES INC COM   Acquisitions   600.00   (17,562.00 )    
C64125C109   NEUROCRINE BIOSCIENCES INC COM   Dispositions   (2,200.00 )     85,577.14  
C644383101   NEW FOCUS INC COM STK   Acquisitions   100.00   (1,303.95 )    
C644383101   NEW FOCUS INC COM STK   Dispositions   (9,700.00 )     126,420.73  
C644383101   NEW FOCUS INC COM STK   Free Delivery   (200.00 )        
C648053106   NEW PLAN EXCEL RLTY TR INC   Acquisitions   50.00   (923.95 )    
C648053106   NEW PLAN EXCEL RLTY TR INC   Dispositions   (200.00 )     3,439.93  
C651229106   NEWELL RUBBERMAID INC COM   Acquisitions   300.00   (8,199.00 )    
C651229106   NEWELL RUBBERMAID INC COM   Dispositions   (300.00 )     7,898.73  
C651578106   NEWMARK HOMES CORP COM   Acquisitions   57.00   (785.20 )    
C651578106   NEWMARK HOMES CORP COM   Dispositions   (900.00 )     10,444.14  
C651639106   NEWMONT MINING CORP NEW COM   Acquisitions   2.10   (48.60 )    
C651639106   NEWMONT MINING CORP NEW COM   Dispositions   (200.00 )     3,969.91  

C651639106   NEWMONT MINING CORP NEW COM   Free Receipt   630.00          
C651824104   NEWPORT CORP COM   Acquisitions   39.00   (4,390.64 )    
C651824104   NEWPORT CORP COM   Dispositions   (5,340.00 )     120,918.66  
C651824104   NEWPORT CORP COM   Free Delivery   (200.00 )        
C652228107   NEWPORT NEWS SHIPBUILDING INC COM STK   Acquisitions   350.00   (20,151.45 )    
C652228107   NEWPORT NEWS SHIPBUILDING INC COM STK   Dispositions   (4,700.00 )     304,408.37  
C652228107   NEWPORT NEWS SHIPBUILDING INC COM STK   Free Delivery   (350.00 )        
C652463100   NEWPOWER HLDGS INC COM   Acquisitions   100.00   (879.95 )    
C652463100   NEWPOWER HLDGS INC COM   Dispositions   (160.00 )     1,305.00  
S6620758   NEWS CORPORATION PRF AUD0.50   Acquisitions   49.00   (294.03 )    
S6620758   NEWS CORPORATION PRF AUD0.50   Dispositions   (4,000.00 )     30,563.81  
C65332V103   NEXTEL COMMUNICATIONS INC CL A COM STK   Acquisitions   100.00   (729.95 )    
C65332V103   NEXTEL COMMUNICATIONS INC CL A COM STK   Dispositions   (700.00 )     11,591.61  
C65332V103   NEXTEL COMMUNICATIONS INC CL A COM STK   Free Delivery   (200.00 )        
S2551722   NEXTEL COMMUNICATIONS INC SR SER NT 9.375 DUE 11-15-2009/11-15-2004 BEO   Acquisitions   10,000.00   (8,675.00 )    
S2788531   NEXTEL COMMUNICATIONS INC SR SER NT DTD 01/26/2001 9.5 DUE 02-01-2011 BEO   Dispositions   (10,000.00 )     6,400.00  
S2788531   NEXTEL COMMUNICATIONS INC SR SER NT DTD 01/26/2001 9.5 DUE 02-01-2011 BEO   Free Receipt   27,000.00          
C65333F107   NEXTEL PARTNERS INC CL A   Acquisitions   1,490.00   (21,373.16 )    
C65333F107   NEXTEL PARTNERS INC CL A   Dispositions   (8,650.00 )     125,555.75  
C65333F107   NEXTEL PARTNERS INC CL A   Free Delivery   (300.00 )        
CM74919107   NEXUS TELECOM SYSTEMS   Acquisitions   200.00   (198.69 )    
CM74919107   NEXUS TELECOM SYSTEMS   Free Delivery   (300.00 )        
C654106103   NIKE INC CL B COM   Acquisitions   200.00   (8,204.00 )    
C654106103   NIKE INC CL B COM   Dispositions   (3,200.00 )     179,815.75  
S6641373   NIPPON TEL&TEL CP JPY50000   Acquisitions   3.00   (16,060.75 )    
S6641373   NIPPON TEL&TEL CP JPY50000   Dispositions   (11.00 )     48,107.70  
S6640983   NISHIMATSU CONS CO Y50   Acquisitions   12,000.00   (45,004.73 )    
S6640983   NISHIMATSU CONS CO Y50   Dispositions   (8,400.00 )     42,331.86  
C65473P105   NISOURCE INC COM   Acquisitions   0.41   (11.48 )    
C65473P105   NISOURCE INC COM   Dispositions   (12,200.00 )     344,568.94  
S6642860   NISSAN MOTOR CO Y50   Acquisitions   2,000.00   (10,048.90 )    
S6642860   NISSAN MOTOR CO Y50   Dispositions   (6,000.00 )     40,338.10  
C654894104   NOBLE AFFILIATES INC COM   Acquisitions   1,720.00   (64,616.10 )    
C654894104   NOBLE AFFILIATES INC COM   Dispositions   (2,000.00 )     68,169.52  
C655042109   NOBLE DRILLING CORP COM   Acquisitions   33.00   (1,602.40 )    
C655042109   NOBLE DRILLING CORP COM   Dispositions   (2,500.00 )     83,491.46  
S5902941   NOKIA OYJ EUR0.06   Acquisitions   200.00   (5,182.15 )    
S5902941   NOKIA OYJ EUR0.06   Dispositions   (3,000.00 )     123,712.44  
S6643108   NOMURA HOLDINGS INC Y50   Acquisitions   1,000.00   (19,008.07 )    
S6643108   NOMURA HOLDINGS INC Y50   Dispositions   (1,000.00 )     18,466.77  
S5380031   NORDEA ORD EUR0.39632   Acquisitions   2,800.00   (20,007.05 )    
S5380031   NORDEA ORD EUR0.39632   Dispositions   (8,000.00 )     38,421.72  
CG65773106   NORDIC AMER TANKER SHIPPING COM STK ISIN#BMG657731060   Acquisitions   0.14   (1.92 )    
CG65773106   NORDIC AMER TANKER SHIPPING COM STK ISIN#BMG657731060   Dispositions   (85.00 )     1,334.25  
C655664100   NORDSTROM INC COM   Acquisitions   100.00   (1,742.00 )    
C655664100   NORDSTROM INC COM   Dispositions   (129.00 )     2,411.77  
C655844108   NORFOLK SOUTHN CORP COM   Acquisitions   300.00   (5,805.99 )    
C655844108   NORFOLK SOUTHN CORP COM   Dispositions   (29,000.00 )     586,398.12  
S2481249   NORTEK INC SR NT SER B 8.875 DUE 08-01-2008/08-01-2003 BEO PUT   Acquisitions   24,000.00   (23,010.00 )    
S2481249   NORTEK INC SR NT SER B 8.875 DUE 08-01-2008/08-01-2003 BEO PUT   Dispositions   (20,000.00 )     19,600.00  
C656568102   NORTEL NETWORKS CORP NEW COM   Acquisitions   10.00   (399.95 )    
C656568102   NORTEL NETWORKS CORP NEW COM   Dispositions   (36,300.00 )     1,252,192.03  
C665859104   NORTHN TR CORP COM   Acquisitions   200.00   (12,980.76 )    
C665859104   NORTHN TR CORP COM   Dispositions   (6,700.00 )     420,492.71  
C666807102   NORTHROP GRUMMAN CORP (HLDG CO)   Acquisitions   0.49   (41.32 )    
S7103065   NOVARTIS AG CHF0.50(REGD)   Dispositions   (1,006.00 )     35,664.28  
S7103065   NOVARTIS AG CHF0.50(REGD)   Free Receipt   17,800.00          
S5047831   NOVARTIS AG CHF20(REGD)   Acquisitions   37.00   (60,162.31 )    

S5047831   NOVARTIS AG CHF20(REGD)   Dispositions   (80.00 )     134,014.42  
S5047831   NOVARTIS AG CHF20(REGD)   Free Delivery   (180.00 )        
C670006105   NOVELL INC COM   Acquisitions   72.00   (416.95 )    
C670006105   NOVELL INC COM   Dispositions   (4,900.00 )     21,804.23  
C670006105   NOVELL INC COM   Free Delivery   (500.00 )        
C670006105   NOVELL INC COM   Free Receipt   167.00          
C670008101   NOVELLUS SYS INC COM   Acquisitions   4.00   (146.55 )    
C670008101   NOVELLUS SYS INC COM   Dispositions   (6,600.00 )     309,573.90  
C670008101   NOVELLUS SYS INC COM   Free Delivery   (100.00 )        
C670009109   NOVEN PHARMACEUTICALS INC COM   Acquisitions   2,800.00   (54,312.44 )    
C670009109   NOVEN PHARMACEUTICALS INC COM   Dispositions   (10,600.00 )     150,800.11  
C67010C100   NOVOSTE CORP COM   Acquisitions   4,700.00   (105,021.50 )    
C67010C100   NOVOSTE CORP COM   Dispositions   (4,700.00 )     28,792.64  
C62936P103   NPS PHARMACEUTICALS INC COM   Acquisitions   5,100.00   (173,114.40 )    
C62936P103   NPS PHARMACEUTICALS INC COM   Dispositions   (5,900.00 )     230,487.02  
C629377102   NRG ENERGY INC COM STK   Acquisitions   10.00   (188.70 )    
C629377102   NRG ENERGY INC COM STK   Dispositions   (2,870.00 )     90,947.26  
S240089W   NRG N E GENERATING LLC SR SECD BD SER A DTD 2/25/2000 8.065 DUE 12-15-2004 BEO   Acquisitions   843,750.00   (883,330.31 )    
S2735797   NTL COMMUNICATIONS CORP US$SR NT DTD 10/02/00 11.875 10-01 10/10-01-05   Dispositions   (84,000.00 )     82,740.00  
S2735797   NTL COMMUNICATIONS CORP US$SR NT DTD 10/02/00 11.875 10-01 10/10-01-05   Free Receipt   84,000.00          
S6129277   NTT DOCOMO NPV   Acquisitions   1.00   (16,885.77 )    
S6129277   NTT DOCOMO NPV   Dispositions   (3.00 )     40,451.29  
C669967101   NUANCE COMMUNICATIONS COM STK ISIN# US6699671011   Acquisitions   200.00   (4,225.00 )    
C669967101   NUANCE COMMUNICATIONS COM STK ISIN# US6699671011   Dispositions   (11,500.00 )     156,859.37  
C670346105   NUCOR CORP COM   Acquisitions   41.00   (1,625.26 )    
C670346105   NUCOR CORP COM   Dispositions   (2,500.00 )     114,559.42  
C670509108   NUEVO ENERGY CO COM   Acquisitions   4,500.00   (72,316.35 )    
C670509108   NUEVO ENERGY CO COM   Dispositions   (4,500.00 )     81,312.28  
C67053T101   NUMERICAL TECHNOLOGIES INC COM STK   Acquisitions   2,000.00   (38,780.00 )    
C67053T101   NUMERICAL TECHNOLOGIES INC COM STK   Dispositions   (2,000.00 )     33,343.48  
C67060V107   NUTRACEUTIX INC COM STK   Acquisitions   1,000.00   (342.45 )    
C67060V107   NUTRACEUTIX INC COM STK   Dispositions   (6,000.00 )     5,092.31  
C67066G104   NVIDIA CORP COM   Acquisitions   10.00   (555.50 )    
C67066G104   NVIDIA CORP COM   Dispositions   (5,850.00 )     525,705.01  
C67066G104   NVIDIA CORP COM   Free Receipt   75.00          
C649445103   NY CMNTY BANCORP INC COM   Acquisitions   100.00   (3,204.95 )    
C649445103   NY CMNTY BANCORP INC COM   Dispositions   (500.00 )     20,885.60  
C649445103   NY CMNTY BANCORP INC COM   Free Receipt   3,400.00          
C670823103   O CHARLEYS INC   Acquisitions   1,700.00   (32,654.11 )    
C670823103   O CHARLEYS INC   Dispositions   (7,200.00 )     131,899.60  
C686091109   O REILLY AUTOMOTIVE INC COM   Acquisitions   500.00   (15,964.95 )    
C686091109   O REILLY AUTOMOTIVE INC COM   Dispositions   (500.00 )     11,979.65  
S6663689   O/SEAS CHINESE BK SGD1   Acquisitions   2,000.00   (10,906.59 )    
S6663689   O/SEAS CHINESE BK SGD1   Dispositions   (8,000.00 )     51,552.83  
C671802106   OAK TECH INC COM   Acquisitions   100.00   (996.20 )    
C671802106   OAK TECH INC COM   Dispositions   (2,900.00 )     28,666.99  
C673662102   OAKLEY INC COM   Acquisitions   45.00   (627.10 )    
C673662102   OAKLEY INC COM   Dispositions   (22,400.00 )     441,041.29  
C674599105   OCCIDENTAL PETE CORP COM   Acquisitions   100.00   (2,446.95 )    
C674599105   OCCIDENTAL PETE CORP COM   Dispositions   (9,600.00 )     225,461.90  
C67481E106   OCEAN ENERGY INC DELAWARE   Acquisitions   0.12   (2.20 )    
C67481E106   OCEAN ENERGY INC DELAWARE   Dispositions   (16,642.00 )     313,989.09  
C676220106   OFFICE DEPOT INC COM   Acquisitions   300.00   (2,990.01 )    
C676220106   OFFICE DEPOT INC COM   Dispositions   (13,300.00 )     170,730.37  
C676255102   OFFSHORE LOGISTICS INC COM   Acquisitions   7,000.00   (160,733.30 )    
C676255102   OFFSHORE LOGISTICS INC COM   Dispositions   (2,500.00 )     65,732.30  
C677240103   OH CAS CORP COM   Acquisitions   200.00   (2,004.95 )    
C677240103   OH CAS CORP COM   Dispositions   (900.00 )     13,319.55  
C680223104   OLD REP INTL CORP COM   Acquisitions   70.00   (1,841.53 )    
C680223104   OLD REP INTL CORP COM   Dispositions   (15,300.00 )     398,003.98  

S5294228   OLIVETTI SPA EUR1   Acquisitions   7,268.00   (6,371.14 )    
S5294228   OLIVETTI SPA EUR1   Dispositions   (34,600.00 )     61,933.32  
S5294228   OLIVETTI SPA EUR1   Free Receipt   17,472.00          
S7052394   OLIVETTI SPA NEW CV BD(S/R 9/3/01)   Dispositions   (100,000.00 )     844.77  
S7052394   OLIVETTI SPA NEW CV BD(S/R 9/3/01)   Free Receipt   76,677.00          
S7052361   OLIVETTI SPA NEW EUR1 (S/R 9/3/01)(SH/W   Dispositions   (100,000.00 )     654.67  
S7052361   OLIVETTI SPA NEW EUR1 (S/R 9/3/01)(SH/W   Free Receipt   76,677.00          
S7242656   OLIVETTI SPA NEW EUR1 OR BOND(S/R 23/11)   Dispositions   (14,537.00 )     (6,371.14 )
S7242656   OLIVETTI SPA NEW EUR1 OR BOND(S/R 23/11)   Free Receipt   14,537.00          
C670872100   OM GROUP INC   Acquisitions   2,280.00   (125,324.53 )    
C670872100   OM GROUP INC   Dispositions   (860.00 )     54,955.08  
CY6476W104   OMI CORP NEW COM   Acquisitions   1,000.00   (2,994.95 )    
CY6476W104   OMI CORP NEW COM   Dispositions   (34,800.00 )     136,063.41  
C681904108   OMNICARE INC COM   Acquisitions   410.00   (10,151.60 )    
C681904108   OMNICARE INC COM   Dispositions   (4,600.00 )     86,616.48  
C68213N109   OMNICELL INC COM   Acquisitions   1,800.00   (14,454.00 )    
C68213N109   OMNICELL INC COM   Dispositions   (1,800.00 )     14,903.50  
C681919106   OMNICOM GROUP INC COM   Acquisitions   300.00   (24,469.29 )    
C681919106   OMNICOM GROUP INC COM   Dispositions   (3,400.00 )     292,046.85  
C68213L103   OMNISKY CORP COM   Acquisitions   400.00   (1,537.95 )    
C68213L103   OMNISKY CORP COM   Dispositions   (400.00 )     910.01  
C682189105   ON SEMICONDUCTOR CORP COM   Acquisitions   300.00   (1,612.09 )    
C682189105   ON SEMICONDUCTOR CORP COM   Dispositions   (11,900.00 )     54,735.79  
C682680103   ONEOK INC COM STK   Acquisitions   300.00   (5,941.95 )    
C682680103   ONEOK INC COM STK   Dispositions   (1,400.00 )     23,068.56  
C682680103   ONEOK INC COM STK   Free Receipt   700.00          
S6293729   ONESTEEL NPV   Acquisitions   5,250.00   (2,395.05 )    
S6293729   ONESTEEL NPV   Dispositions   (8,725.00 )     4,376.81  
C68273F103   ONI SYS CORP COM   Acquisitions   100.00   (529.95 )    
C68273F103   ONI SYS CORP COM   Dispositions   (3,440.00 )     134,430.71  
C683718100   OPENWAVE SYS INC COM   Acquisitions   50.00   (1,576.45 )    
C683718100   OPENWAVE SYS INC COM   Dispositions   (6,973.00 )     486,660.12  
C683718100   OPENWAVE SYS INC COM   Free Delivery   (5.00 )        
S215559U   OPT 1 MTG LN TR 2001-2 AST BKD CTF CL A VAR RATE 08-25-2031 BEO   Acquisitions   957,914.10   (958,250.87 )    
S215559U   OPT 1 MTG LN TR 2001-2 AST BKD CTF CL A VAR RATE 08-25-2031 BEO   Dispositions   (15,957.61 )     15,957.61  
C683948103   OPT CARE INC COM   Acquisitions   100.00   (1,419.95 )    
C683948103   OPT CARE INC COM   Dispositions   (200.00 )     3,641.92  
C68388R208   OPTIMAL ROBOTICS CORP CL A NEW   Acquisitions   600.00   (14,436.00 )    
C68388R208   OPTIMAL ROBOTICS CORP CL A NEW   Dispositions   (7,800.00 )     246,714.35  
C68389X105   ORACLE CORP COM   Acquisitions   20.00   (369.75 )    
C68389X105   ORACLE CORP COM   Dispositions   (28,800.00 )     448,755.28  
C68389X105   ORACLE CORP COM   Free Delivery   (1,200.00 )        
S7027455   ORANGE SA EUR1   Acquisitions   1,400.00   (11,718.06 )    
S7027455   ORANGE SA EUR1   Dispositions   (7,000.00 )     47,463.37  
C68554V108   ORASURE TECHNOLOGIES INC COM   Acquisitions   1,000.00   (9,875.00 )    
C68554V108   ORASURE TECHNOLOGIES INC COM   Dispositions   (20,900.00 )     210,581.35  
C685564106   ORBITAL SCI CORP COM   Acquisitions   250.00   (1,264.33 )    
C685564106   ORBITAL SCI CORP COM   Dispositions   (200.00 )     780.02  
CG67743107   ORIENT-EXPRESS HOTELS COM   Acquisitions   200.00   (3,029.95 )    
CG67743107   ORIENT-EXPRESS HOTELS COM   Dispositions   (200.00 )     2,319.97  
C686286105   ORION PWR HLDGS INC COM   Acquisitions   36.00   (1,109.95 )    
C686286105   ORION PWR HLDGS INC COM   Dispositions   (10,600.00 )     218,382.37  
C68750P103   ORTHODONTIC CTRS AMER INC COM   Acquisitions   200.00   (6,412.00 )    
C68763X309   ORYX TECH CORP COM NEW   Dispositions   (500.00 )     2,604.96  
C68763X309   ORYX TECH CORP COM NEW   Free Receipt   500.00          
C671040103   OSI PHARMACEUTICALS INC COM   Acquisitions   350.00   (14,892.50 )    
C671040103   OSI PHARMACEUTICALS INC COM   Dispositions   (3,300.00 )     137,245.06  
S904101U   OTC FNMA 6 9/30 C@98-17 CALL OPTION EXP 9/10 09-30-2001   Acquisitions   700.00   0      
S904101U   OTC FNMA 6 9/30 C@98-17 CALL OPTION EXP 9/10 09-30-2001   Dispositions   (700.00 )     1,421.88  
C69039R100   OVERTURE SVCS INC COM STK   Acquisitions   320.00   (7,768.00 )    
C69039R100   OVERTURE SVCS INC COM STK   Dispositions   (3,810.00 )     103,489.48  

C69039R100   OVERTURE SVCS INC COM STK   Free Receipt   11,860.00          
C69073F103   OWENS CORNING COM   Acquisitions   1,000.00   (1,429.95 )    
C69073F103   OWENS CORNING COM   Dispositions   (1,400.00 )     2,603.91  
C691471106   OXFORD HLTH PLANS INC COM   Acquisitions   200.00   (5,823.48 )    
C691471106   OXFORD HLTH PLANS INC COM   Dispositions   (13,100.00 )     373,010.05  
C694308404   PAC GAS & ELEC CO 1ST PFD 5   Acquisitions   1,000.00   (8,529.95 )    
C694308404   PAC GAS & ELEC CO 1ST PFD 5   Dispositions   (900.00 )     10,592.69  
C694873100   PAC SUNWEAR CAL INC COM   Acquisitions   2,100.00   (45,972.15 )    
C694873100   PAC SUNWEAR CAL INC COM   Dispositions   (7,400.00 )     213,308.98  
C693718108   PACCAR INC COM   Acquisitions   0.92   (42.00 )    
C693718108   PACCAR INC COM   Dispositions   (100.00 )     4,902.83  
S6164007   PACIFIC CENTURY HKD0.05   Acquisitions   96,000.00   (21,831.57 )    
S6164007   PACIFIC CENTURY HKD0.05   Dispositions   (19,448.00 )     9,276.72  
C695112102   PACIFICARE HLTH SYS INC DEL COM   Acquisitions   2,400.00   (50,470.80 )    
C695112102   PACIFICARE HLTH SYS INC DEL COM   Dispositions   (6,300.00 )     198,835.85  
C695156109   PACKAGING CORP AMER COM ISIN US6951561090   Acquisitions   1,600.00   (23,239.68 )    
C695156109   PACKAGING CORP AMER COM ISIN US6951561090   Dispositions   (14,000.00 )     212,703.28  
C695257105   PACTIV CORP COM   Acquisitions   725.00   (10,947.50 )    
C695257105   PACTIV CORP COM   Dispositions   (12,500.00 )     207,863.05  
C69562K100   PAIN THERAPEUTICS INC COM COM ISIN US69562K1007   Acquisitions   5,900.00   (54,575.00 )    
C69562K100   PAIN THERAPEUTICS INC COM COM ISIN US69562K1007   Dispositions   (5,900.00 )     47,198.42  
C696642107   PALM INC COM STK ISIN# US6966421074   Acquisitions   100.00   (221.95 )    
C696642107   PALM INC COM STK ISIN# US6966421074   Dispositions   (13,600.00 )     110,565.66  
C696642107   PALM INC COM STK ISIN# US6966421074   Free Delivery   (400.00 )        
C69831A107   PANCANADIAN ENERGY CORP COM COM STK   Dispositions   (0.20 )     5.60  
C69831A107   PANCANADIAN ENERGY CORP COM COM STK   Free Delivery   (16,621.20 )        
C69831A107   PANCANADIAN ENERGY CORP COM COM STK   Free Receipt   16,621.20          
C699004107   PARADIGM ADVANCED TECHNOLOGIES INC COM   Acquisitions   1,000.00   (1,373.65 )    
C699004107   PARADIGM ADVANCED TECHNOLOGIES INC COM   Dispositions   (1,000.00 )     230.04  
C69900J104   PARADIGM GEOPHYSICAL LTD ORD   Acquisitions   100.00   (391.00 )    
C69900J104   PARADIGM GEOPHYSICAL LTD ORD   Dispositions   (800.00 )     3,031.89  
C699173100   PARAMETRIC TECH CORP COM   Acquisitions   200.00   (2,332.86 )    
C699173100   PARAMETRIC TECH CORP COM   Dispositions   (36,680.00 )     412,493.19  
C701081101   PARKER DRILLING CO COM   Acquisitions   1,000.00   (6,429.95 )    
C701081101   PARKER DRILLING CO COM   Dispositions   (1,000.00 )     6,729.82  
C701094104   PARKER-HANNIFIN CORP COM   Acquisitions   200.00   (8,074.18 )    
C701094104   PARKER-HANNIFIN CORP COM   Dispositions   (100.00 )     4,585.84  
C703412106   PATTERSON DENTAL CO COM   Acquisitions   200.00   (7,359.00 )    
C703412106   PATTERSON DENTAL CO COM   Dispositions   (3,980.00 )     141,847.24  
C703481101   PATTERSON-UTI ENERGY INC COM   Acquisitions   300.00   (4,564.50 )    
C703481101   PATTERSON-UTI ENERGY INC COM   Dispositions   (12,800.00 )     157,940.32  
C703481101   PATTERSON-UTI ENERGY INC COM   Free Receipt   3,000.00          
C704326107   PAYCHEX INC COM   Acquisitions   0.35   (14.28 )    
C704326107   PAYCHEX INC COM   Dispositions   (400.92 )     15,025.95  
C704379106   PAYLESS SHOESHOURCE INC COM   Acquisitions   1,600.00   (103,188.96 )    
C704379106   PAYLESS SHOESHOURCE INC COM   Dispositions   (1,600.00 )     87,770.03  
C69316H791   PBHG LARGE CAP 20 FD   Acquisitions   87.26   (2,556.76 )    
C69316H791   PBHG LARGE CAP 20 FD   Dispositions   (54.37 )     839.40  
C693262107   P-COM INC COM   Acquisitions   200.00   (292.45 )    
C693262107   P-COM INC COM   Dispositions   (1,800.00 )     5,120.82  
C705107100   PEC SOLUTIONS INC COM STK   Acquisitions   100.00   (1,644.97 )    
C705107100   PEC SOLUTIONS INC COM STK   Dispositions   (200.00 )     4,759.87  
C705324101   PEDIATRIX MED GROUP COM   Acquisitions   1,300.00   (28,389.14 )    
C705324101   PEDIATRIX MED GROUP COM   Dispositions   (2,200.00 )     65,987.67  
C705560100   PEETS COFFEE & TEA INC COM   Acquisitions   300.00   (3,896.20 )    
C705560100   PEETS COFFEE & TEA INC COM   Dispositions   (300.00 )     3,584.93  
C705906105   PEGASUS SOLUTIONS INC COM   Acquisitions   100.00   (1,154.16 )    
C705906105   PEGASUS SOLUTIONS INC COM   Dispositions   (11,400.00 )     77,002.14  
C705573103   PEGASYSTEMS INC COM   Acquisitions   2,800.00   (6,034.00 )    
C705573103   PEGASYSTEMS INC COM   Dispositions   (1,500.00 )     6,784.59  
C707882106   PENN VA CORP COM   Acquisitions   100.00   (3,500.95 )    

C707882106   PENN VA CORP COM   Dispositions   (1,800.00 )     64,692.17  
C708160106   PENNEY J.C CO INC COM   Acquisitions   4.98   (75.00 )    
C708160106   PENNEY J.C CO INC COM   Dispositions   (200.00 )     5,471.81  
C708160106   PENNEY J.C CO INC COM   Free Delivery   (604.98 )        
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C709323109   PENNZOIL-QUAKER ST CO COM   Dispositions   (300.00 )     4,403.90  
C709631105   PENTAIR INC COM   Acquisitions   1,300.00   (43,484.74 )    
C709631105   PENTAIR INC COM   Dispositions   (7,300.00 )     277,006.77  
C712713106   PEOPLESOFT INC COM   Acquisitions   100.00   (2,029.95 )    
C712713106   PEOPLESOFT INC COM   Dispositions   (9,630.00 )     414,971.75  
C713409100   PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005   Acquisitions   135.00   (4,573.13 )    
C713409100   PEPSI BOTTLING GROUP INC COM STK ISIN US7134091005   Dispositions   (11,200.00 )     468,050.29  
C713448108   PEPSICO INC COM   Acquisitions   0.15   (7.20 )    
C713448108   PEPSICO INC COM   Dispositions   (11,000.00 )     489,292.26  
C713448108   PEPSICO INC COM   Free Delivery   (200.00 )        
C713448108   PEPSICO INC COM   Free Receipt   7,590.00          
C713661106   PEREGRINE PHARMACEUTICALS INC COM   Acquisitions   100.00   (143.00 )    
C713661106   PEREGRINE PHARMACEUTICALS INC COM   Dispositions   (1,000.00 )     2,469.96  
C71366Q101   PEREGRINE SYS INC COM   Acquisitions   30.00   (562.50 )    
C71366Q101   PEREGRINE SYS INC COM   Dispositions   (6,700.00 )     165,378.62  
C71366Q101   PEREGRINE SYS INC COM   Free Receipt   996.00          
C713755106   PERFORMANCE FOOD GROUP CO COM   Acquisitions   100.00   (2,749.95 )    
C713755106   PERFORMANCE FOOD GROUP CO COM   Dispositions   (4,850.00 )     164,652.01  
C713755106   PERFORMANCE FOOD GROUP CO COM   Free Receipt   1,600.00          
C714046109   PERKINELMER INC COM   Acquisitions   200.00   (5,285.00 )    
C714046109   PERKINELMER INC COM   Dispositions   (3,400.00 )     92,121.62  
C714046109   PERKINELMER INC COM   Free Receipt   1,700.00          
C714265105   PEROT SYS CORP CDT-CL A COM STK   Acquisitions   600.00   (9,783.00 )    
C714265105   PEROT SYS CORP CDT-CL A COM STK   Dispositions   (3,800.00 )     65,231.27  
S5237234   PERU(REP OF) VAR RTE 7/3/2017 USD1000   Acquisitions   10,000.00   (6,887.50 )    
S5237234   PERU(REP OF) VAR RTE 7/3/2017 USD1000   Dispositions   (10,000.00 )     7,209.00  
S2684532   PETROL BRASILEIROS PRF NPV   Acquisitions   700.00   (13,314.49 )    
S2684532   PETROL BRASILEIROS PRF NPV   Dispositions   (1,000.00 )     20,740.65  
S2684532   PETROL BRASILEIROS PRF NPV   Free Receipt   0.36          
C716768106   PETSMART INC COM   Acquisitions   1,000.00   (2,832.45 )    
S7103526   PEUGEOT SA EUR1   Dispositions   (500.00 )     18,271.56  
S7103526   PEUGEOT SA EUR1   Free Receipt   3,600.00          
C717081103   PFIZER INC COM   Acquisitions   (5,700.00 ) 243,029.76      
C717081103   PFIZER INC COM   Dispositions   (18,900.00 )     841,399.92  
C717081103   PFIZER INC COM   Free Delivery   (200.00 )        
C69331C108   PG& E CORP COM   Acquisitions   400.00   (3,608.00 )    
C69331C108   PG& E CORP COM   Dispositions   (33,300.00 )     278,721.65  
C717124101   PHARMACEUTICAL PROD DEV INC COM   Acquisitions   75.00   (4,126.45 )    
C717124101   PHARMACEUTICAL PROD DEV INC COM   Dispositions   (5,000.00 )     168,394.36  
C717124101   PHARMACEUTICAL PROD DEV INC COM   Free Receipt   7,200.00          
C717125108   PHARMACEUTICAL RES INC COM   Acquisitions   100.00   (3,116.95 )    
C717125108   PHARMACEUTICAL RES INC COM   Dispositions   (300.00 )     9,609.72  
C71713U102   PHARMACIA CORP COM   Acquisitions   0.07   (2.70 )    
C71713U102   PHARMACIA CORP COM   Dispositions   (13,000.00 )     683,777.18  
C71713U102   PHARMACIA CORP COM   Free Delivery   (100.00 )        
C717265102   PHELPS DODGE CORP CAP   Acquisitions   1.99   (106.16 )    
C717265102   PHELPS DODGE CORP CAP   Dispositions   (214.31 )     9,709.85  
C718009608   PHIL SUBN CORP COM PAR $0.50   Acquisitions   100.00   (2,785.95 )    
C718009608   PHIL SUBN CORP COM PAR $0.50   Dispositions   (100.00 )     2,486.96  
C718154107   PHILIP MORRIS COS INC COM   Acquisitions   10.00   (529.25 )    
C718154107   PHILIP MORRIS COS INC COM   Dispositions   (22,000.00 )     1,037,705.35  
C718154107   PHILIP MORRIS COS INC COM   Free Delivery   (2.77 )        
S2377359   PHILIPPINES REP 9.875 DUE 01-15-2019 BEOISIN # US718286AK32 SEDOL 2377359   Acquisitions   50,000.00   (44,000.00 )    
S2377359   PHILIPPINES REP 9.875 DUE 01-15-2019 BEOISIN # US718286AK32 SEDOL 2377359   Dispositions   (150,000.00 )     126,187.50  
C718507106   PHILLIPS PETRO CO COM   Acquisitions   3.14   (182.63 )    
C718507106   PHILLIPS PETRO CO COM   Dispositions   (4,900.00 )     278,295.52  

C718507106   PHILLIPS PETRO CO COM   Free Receipt   3,200.00          
C71902E109   PHOENIX COS INC NEW COM   Dispositions   (3,320.00 )     50,563.90  
C71902E109   PHOENIX COS INC NEW COM   Free Receipt   18,660.00          
C719358103   PHOTOMEDEX INC COM   Acquisitions   1,000.00   (5,529.95 )    
C719358103   PHOTOMEDEX INC COM   Dispositions   (2,000.00 )     9,939.66  
C719364101   PHOTON DYNAMICS INC COM   Acquisitions   50.00   (1,481.95 )    
C719364101   PHOTON DYNAMICS INC COM   Dispositions   (500.00 )     19,109.41  
C719405102   PHOTRONICS INC COM   Acquisitions   2,100.00   (62,397.30 )    
C719405102   PHOTRONICS INC COM   Dispositions   (3,300.00 )     88,940.61  
C720279108   PIER 1 IMPORTS INC COM   Acquisitions   0.84   (11.55 )    
C720279108   PIER 1 IMPORTS INC COM   Dispositions   (19,000.00 )     207,286.88  
C723787107   PIONEER NAT RES CO COM STK   Acquisitions   2,000.00   (27,223.00 )    
C723787107   PIONEER NAT RES CO COM STK   Dispositions   (19,500.00 )     343,578.52  
S2759269   PITNEY BOWES INC 5.87500 04/30/01 05/01/06 5.875 DUE 05-01-2006 BEO   Acquisitions   1,000,000.00   (999,060.00 )    
S2759269   PITNEY BOWES INC 5.87500 04/30/01 05/01/06 5.875 DUE 05-01-2006 BEO   Dispositions   (1,000,000.00 )     1,003,600.00  
C724479100   PITNEY BOWES INC COM   Acquisitions   65.00   (2,643.00 )    
C724479100   PITNEY BOWES INC COM   Dispositions   (2,900.00 )     111,370.78  
C725701106   PITTSTON BRINKS GROUP COM   Acquisitions   1,700.00   (36,227.00 )    
C725701106   PITTSTON BRINKS GROUP COM   Dispositions   (3,500.00 )     64,537.84  
C72581R106   PIVOTAL CORP COM STK   Acquisitions   1,400.00   (20,562.50 )    
C72581R106   PIVOTAL CORP COM STK   Dispositions   (4,600.00 )     101,082.55  
C72581M107   PIXELWORKS INC COM   Acquisitions   50.00   (1,069.45 )    
C72581M107   PIXELWORKS INC COM   Dispositions   (7,200.00 )     81,107.45  
C700690100   PK PL ENTMT CORP COM   Acquisitions   4,600.00   (52,532.00 )    
C700690100   PK PL ENTMT CORP COM   Dispositions   (30,940.00 )     331,749.21  
C700690100   PK PL ENTMT CORP COM   Free Delivery   (2.00 )        
C700690100   PK PL ENTMT CORP COM   Free Receipt   50.00          
C725906101   PLACER DOME INC COM   Acquisitions   200.00   (2,057.60 )    
C725906101   PLACER DOME INC COM   Dispositions   (400.00 )     4,072.91  
C726900103   PLANAR SYS INC   Acquisitions   100.00   (1,694.95 )    
C726900103   PLANAR SYS INC   Dispositions   (300.00 )     6,719.82  
C727493108   PLANTRONICS INC NEW COM   Acquisitions   100.00   (4,898.70 )    
C727493108   PLANTRONICS INC NEW COM   Dispositions   (100.00 )     2,629.96  
C72764Y100   PLATO LEARNING INC COM STK   Acquisitions   (2,300.00 ) 50,669.00      
C72764Y100   PLATO LEARNING INC COM STK   Dispositions   (0.67 )     17.09  
C72764Y100   PLATO LEARNING INC COM STK   Free Receipt   (4,266.67 )        

C69341D104   PLC SYS INC COM   Acquisitions   500.00   (873.70 )    
C69341D104   PLC SYS INC COM   Free Delivery   (2,000.00 )        
C729132100   PLEXUS CORP COM   Acquisitions   80.00   (2,894.10 )    
C729132100   PLEXUS CORP COM   Dispositions   (11,800.00 )     314,090.18  
C729251108   PLUM CREEK TIMBER CO INC COM   Acquisitions   70.00   (1,996.25 )    
C729251108   PLUM CREEK TIMBER CO INC COM   Dispositions   (390.00 )     9,875.12  
C69344F106   PMC SIERRA INC COM   Acquisitions   25.00   (1,404.95 )    
C69344F106   PMC SIERRA INC COM   Dispositions   (1,900.00 )     254,883.34  
C69344F106   PMC SIERRA INC COM   Free Delivery   (500.00 )        
C693475105   PNC FINANCIAL SERVICES GROUP COM STK   Acquisitions   300.00   (19,620.00 )    
C693475105   PNC FINANCIAL SERVICES GROUP COM STK   Dispositions   (300.00 )     22,142.31  
C730448107   POGO PROD CO COM   Acquisitions   300.00   (8,816.95 )    
C730448107   POGO PROD CO COM   Dispositions   (300.00 )     6,719.82  
C731068102   POLARIS INDS INC COM   Acquisitions   1,000.00   (46,465.00 )    
C731068102   POLARIS INDS INC COM   Dispositions   (5,600.00 )     255,612.99  
C731572103   POLO RALPH LAUREN CORP CL A   Acquisitions   1,500.00   (32,934.15 )    
C731572103   POLO RALPH LAUREN CORP CL A   Dispositions   (7,900.00 )     181,261.81  
C73172K104   POLYCOM INC COM   Acquisitions   25.00   (657.45 )    
C73172K104   POLYCOM INC COM   Dispositions   (16,860.00 )     636,238.10  
C73172K104   POLYCOM INC COM   Free Receipt   588.00          
C731738100   POLYMEDICA INDS INC COM   Acquisitions   30.00   (1,079.35 )    
C731738100   POLYMEDICA INDS INC COM   Dispositions   (7,000.00 )     234,401.88  
C731738100   POLYMEDICA INDS INC COM   Free Receipt   1,000.00          
C736126103   PORTAL SOFTWARE INC COM   Acquisitions   150.00   (479.95 )    
C736126103   PORTAL SOFTWARE INC COM   Dispositions   (9,100.00 )     56,930.43  
S5817186   PORTUGAL TCOM SGPS EUR1(REGD)   Acquisitions   127.00   0      
S5817186   PORTUGAL TCOM SGPS EUR1(REGD)   Dispositions   (3,900.00 )     36,471.96  
S5817186   PORTUGAL TCOM SGPS EUR1(REGD)   Free Receipt   4,593.00          
S7138302   PORTUGAL TCOM SGPS EUR1(STOCK DIV 9/7/2001)   Dispositions   (16.00 )     2.39  
S7138302   PORTUGAL TCOM SGPS EUR1(STOCK DIV 9/7/2001)   Free Receipt   6,350.00          
S404562W   PORTUGAL TELECOM NEW SHARES   Acquisitions   4,593.00   (37,870.11 )    
S404562W   PORTUGAL TELECOM NEW SHARES   Free Delivery   (4,593.00 )        
S506386W   PORTUGAL TELECOM RIGHTS 09/07/2001   Dispositions   (704.00 )     0  
S506386W   PORTUGAL TELECOM RIGHTS 09/07/2001   Free Receipt   704.00          
C737628107   POTLATCH CORP COM   Acquisitions   4,200.00   (108,904.74 )    
C737628107   POTLATCH CORP COM   Dispositions   (700.00 )     21,734.28  
S0443746   POWERGEN ORD GBP0.50   Acquisitions   839.00   (8,761.17 )    
S0443746   POWERGEN ORD GBP0.50   Dispositions   (6,000.00 )     63,042.93  
C739308104   POWER-ONE INC COM   Acquisitions   100.00   (869.50 )    
C739308104   POWER-ONE INC COM   Dispositions   (13,800.00 )     307,598.63  
C739363109   POWERWAVE TECHNOLOGIES INC COM   Acquisitions   100.00   (1,961.20 )    
C739363109   POWERWAVE TECHNOLOGIES INC COM   Dispositions   (11,300.00 )     157,394.69  
C73941U102   POZEN INC COM   Acquisitions   300.00   (2,981.25 )    
C73941U102   POZEN INC COM   Dispositions   (2,000.00 )     13,089.56  
C693506107   PPG IND INC COM   Acquisitions   100.00   (5,657.95 )    
C693506107   PPG IND INC COM   Dispositions   (1,960.00 )     90,167.38  
C69351T106   PPL CORP COM ISIN US69351T1060   Acquisitions   100.00   (3,439.95 )    
C69351T106   PPL CORP COM ISIN US69351T1060   Dispositions   (6,120.00 )     262,784.02  
C739421105   PRAECIS PHARMACEUTICALS INC COM STK   Acquisitions   500.00   (13,217.45 )    
C739421105   PRAECIS PHARMACEUTICALS INC COM STK   Dispositions   (500.00 )     8,282.27  
C74005P104   PRAXAIR INC COM   Acquisitions   200.00   (9,992.34 )    
C74005P104   PRAXAIR INC COM   Dispositions   (4,400.00 )     232,130.53  
C740065107   PRE PAID LEGAL SVCS INC COM   Acquisitions   500.00   (14,943.50 )    
C740065107   PRE PAID LEGAL SVCS INC COM   Dispositions   (8,000.00 )     162,154.59  
CM41450103   PRECISE SOFTWARE SOLUTIONS LTD   Acquisitions   300.00   (3,342.00 )    
CM41450103   PRECISE SOFTWARE SOLUTIONS LTD   Dispositions   (6,500.00 )     130,524.09  
C740189105   PRECISION CASTPARTS CORP COM   Acquisitions   30.00   (1,036.90 )    
C74144T108   PRICE T ROWE GROUP INC COM   Dispositions   (500.00 )     19,063.16  
C74144T108   PRICE T ROWE GROUP INC COM   Free Receipt   500.00          
C741503106   PRICELINE COM INC COM   Acquisitions   55.00   (150.26 )    
C741503106   PRICELINE COM INC COM   Dispositions   (33,200.00 )     89,729.94  
C741929103   PRIMUS TELECOMMUNICATIONS GROUP INC COM   Acquisitions   100.00   (311.20 )    
C741929103   PRIMUS TELECOMMUNICATIONS GROUP INC COM   Dispositions   (400.00 )     398.03  
C74270W107   PROCOM TECH INC COM   Acquisitions   100.00   (921.95 )    

C74270W107   PROCOM TECH INC COM   Dispositions   (400.00 )     2,621.96  
C742718109   PROCTER & GAMBLE CO COM   Acquisitions   2.87   (224.56 )    
C742718109   PROCTER & GAMBLE CO COM   Dispositions   (4,300.00 )     247,633.46  
C742718109   PROCTER & GAMBLE CO COM   Free Delivery   (515.40 )        
C743187106   PROGENICS PHARMACEUTICALS INC COM   Acquisitions   1,700.00   (29,810.01 )    
C743187106   PROGENICS PHARMACEUTICALS INC COM   Dispositions   (1,700.00 )     33,078.85  
C743263105   PROGRESS ENERGY INC COM   Acquisitions   200.00   (8,056.00 )    
C743263105   PROGRESS ENERGY INC COM   Dispositions   (200.00 )     8,749.70  
C743263105   PROGRESS ENERGY INC COM   Free Receipt   4,200.00          
C743263AA3   PROGRESS ENERGY INC CONTINGENT VALUE OBLIG   Dispositions   (2,600.00 )     1,014.00  
C743263AA3   PROGRESS ENERGY INC CONTINGENT VALUE OBLIG   Free Receipt   2,600.00          
C743315103   PROGRESSIVE CORP OH COM   Acquisitions   3,100.00   (431,448.08 )    
C743315103   PROGRESSIVE CORP OH COM   Dispositions   (100.00 )     11,300.62  
C743674103   PROTECTIVE LIFE CORP COM   Acquisitions   1,100.00   (32,228.68 )    
C743674103   PROTECTIVE LIFE CORP COM   Dispositions   (4,800.00 )     130,317.57  
C74369L103   PROTEIN DESIGN LABS INC COM   Acquisitions   25.00   (1,079.95 )    
C74369L103   PROTEIN DESIGN LABS INC COM   Dispositions   (3,800.00 )     198,198.73  
C74406A102   PROVIDIAN FINL CORP COM   Acquisitions   350.00   (1,814.95 )    
C74406A102   PROVIDIAN FINL CORP COM   Dispositions   (3,280.00 )     192,546.95  
C74406A102   PROVIDIAN FINL CORP COM   Free Receipt   3,750.00          
C744284100   PROXIM INC   Acquisitions   400.00   (3,029.95 )    
C744284100   PROXIM INC   Dispositions   (15,500.00 )     131,720.80  
C74437C101   PSINET INC COM   Acquisitions   2,088.00   (144.79 )    
C74437C101   PSINET INC COM   Dispositions   (1,000.00 )     3,844.92  
C74437C101   PSINET INC COM   Free Receipt   72.00          
C744573106   PUB SERVICE ENTERPRISE GROUP INC COM   Acquisitions   1.17   (55.48 )    
C744573106   PUB SERVICE ENTERPRISE GROUP INC COM   Dispositions   (4,000.00 )     188,714.90  
S6637082   PUBLISHING & BROAD NPV   Acquisitions   2,000.00   (13,820.52 )    
S6637082   PUBLISHING & BROAD NPV   Dispositions   (6,150.00 )     25,065.77  
C745310102   PUGET ENERGY INC NEW COM   Acquisitions   4.38   (109.13 )    
C745310102   PUGET ENERGY INC NEW COM   Dispositions   (14,200.00 )     326,576.31  
C745310102   PUGET ENERGY INC NEW COM   Free Receipt   237.24          
C745867101   PULTE HOMES INC COM   Acquisitions   0.01   (0.55 )    
C745867101   PULTE HOMES INC COM   Dispositions   (12,500.00 )     485,201.31  
C746144104   PURCHASEPRO COM INC COM STK   Acquisitions   100.00   (1,523.70 )    
C746144104   PURCHASEPRO COM INC COM STK   Dispositions   (10,300.00 )     240,079.84  
S2729994   PVTPL 6 FLAGS INC SR NT 144A 9.5 DUE 02-01-2009/02-01-2005 BEO   Acquisitions   27,000.00   (26,814.78 )    
S2729994   PVTPL 6 FLAGS INC SR NT 144A 9.5 DUE 02-01-2009/02-01-2005 BEO   Free Delivery   (27,000.00 )        
S2741028   PVTPL ADVANCEPCS SR NT 144A 8.5 DUE 04-01-2008/04-01-2005 BEO   Acquisitions   10,000.00   (10,000.00 )    
S2741028   PVTPL ADVANCEPCS SR NT 144A 8.5 DUE 04-01-2008/04-01-2005 BEO   Free Delivery   (30,000.00 )        
S245589U   PVTPL AGCO CORP SR NT 144A 9.5 DUE 04-01-2008/04-01-2005 BEO   Acquisitions   40,000.00   (40,000.00 )    
S245589U   PVTPL AGCO CORP SR NT 144A 9.5 DUE 04-01-2008/04-01-2005 BEO   Dispositions   (13,000.00 )     12,870.00  
S245589U   PVTPL AGCO CORP SR NT 144A 9.5 DUE 04-01-2008/04-01-2005 BEO   Free Delivery   (17,000.00 )        
S245589U   PVTPL AGCO CORP SR NT 144A 9.5 DUE 04-01-2008/04-01-2005 BEO   Free Receipt   17,000.00          
S2717988   PVTPL ALLIED WASTE N AMER INC SR SECD NT144A 8.875 DUE 04-01-2008 BEO   Acquisitions   10,000.00   (10,200.00 )    
S2717988   PVTPL ALLIED WASTE N AMER INC SR SECD NT144A 8.875 DUE 04-01-2008 BEO   Free Delivery   (135,000.00 )        
S2717115   PVTPL AMERN TOWER CORP FORMERLY AMERN TWR SYS CORP SRNT 144A 9.375 2-1-09 BEO   Acquisitions   29,000.00   (28,855.00 )    
S2717115   PVTPL AMERN TOWER CORP FORMERLY AMERN TWR SYS CORP SRNT 144A 9.375 2-1-09 BEO   Free Delivery   (59,000.00 )        
S2736604   PVTPL AMKOR TECH INC SR NT 144A 9.25 DUE02-15-2008 BEO   Acquisitions   20,000.00   (20,000.00 )    

S2736604   PVTPL AMKOR TECH INC SR NT 144A 9.25 DUE02-15-2008 BEO   Free Delivery   (20,000.00 )        
S2494731   PVTPL ASSOC MANUFACTURED HSG   Acquisitions   (498,045.11 ) 498,862.22      
S2494731   PVTPL ASSOC MANUFACTURED HSG   Dispositions   (31,296.60 )     31,296.60  
S2711010   PVTPL CHARTER COMMUNICATIONS HLDGS LLC SRNT 144A 10.75 DUE 10-01-2009 BEO   Acquisitions   40,000.00   (39,965.60 )    
S2711010   PVTPL CHARTER COMMUNICATIONS HLDGS LLC SRNT 144A 10.75 DUE 10-01-2009 BEO   Free Delivery   (40,000.00 )        
S2734664   PVTPL CONSTELLATION BRANDS INC SR NT 144A 8 DUE 02-15-2008 BEO   Acquisitions   55,000.00   (55,000.00 )    
S2734664   PVTPL CONSTELLATION BRANDS INC SR NT 144A 8 DUE 02-15-2008 BEO   Free Delivery   (55,000.00 )        
S2772318   PVTPL CROWN CASTLE INTL CORP SR NT 144A 9.375 DUE 08-01-2011/08-01-2006 BEO   Acquisitions   59,000.00   (58,705.00 )    
S2772318   PVTPL CROWN CASTLE INTL CORP SR NT 144A 9.375 DUE 08-01-2011/08-01-2006 BEO   Free Delivery   (59,000.00 )        
S2774994   PVTPL EXTD STAY AMER INC SR SUB NT 144A 9.875 DUE 06-15-2011 BEO   Acquisitions   30,000.00   (30,000.00 )    
S2774994   PVTPL EXTD STAY AMER INC SR SUB NT 144A 9.875 DUE 06-15-2011 BEO   Free Delivery   (30,000.00 )        
S244084U   PVTPL FRANCE TELECOM SA NT 144A EURO 7.75 DUE 03-01-2011 BEO   Acquisitions   300,000.00   (299,418.00 )    
S244084U   PVTPL FRANCE TELECOM SA NT 144A EURO 7.75 DUE 03-01-2011 BEO   Dispositions   (100,000.00 )     100,548.00  
S7072819   PVTPL FRANCE TELECOM SA NT DTD 03/14/2001 144A EURO 8.5 03-14-2031   Acquisitions   40,000.00   (42,250.80 )    
S7072819   PVTPL FRANCE TELECOM SA NT DTD 03/14/2001 144A EURO 8.5 03-14-2031   Dispositions   (60,000.00 )     63,310.20  
S2717074   PVTPL GLOBAL CROSSING HLDGS LTD 144A 8.7DUE 08-01-2007 BEO   Acquisitions   12,000.00   (11,595.00 )    
S2717074   PVTPL GLOBAL CROSSING HLDGS LTD 144A 8.7DUE 08-01-2007 BEO   Dispositions   (40,000.00 )     36,800.00  
S2717074   PVTPL GLOBAL CROSSING HLDGS LTD 144A 8.7DUE 08-01-2007 BEO   Free Delivery   (42,000.00 )        
S247888U   PVTPL HOLMES FING NO 4 PLC 2001-HLV2 LN BKD NT CL A-1B 144A 4.934 05-25-2026 BEO   Acquisitions   900,000.00   (899,992.35 )    
S247888U   PVTPL HOLMES FING NO 4 PLC 2001-HLV2 LN BKD NT CL A-1B 144A 4.934 05-25-2026 BEO   Dispositions   (101,748.75 )     101,748.75  
S2560126   PVTPL ICN PHARMACEUTICALS INC NEW SR NT 144A 8.75 DUE 11-15-2008 BEO PUT   Acquisitions   9,000.00   (9,180.00 )    
S2560126   PVTPL ICN PHARMACEUTICALS INC NEW SR NT 144A 8.75 DUE 11-15-2008 BEO PUT   Dispositions   (160.00 )     160.00  
S2759623   PVTPL IMC GLOBAL INC SR NT 144A 10.875 DUE 06-01-2008 BEO   Acquisitions   50,000.00   (49,395.00 )    
S2759623   PVTPL IMC GLOBAL INC SR NT 144A 10.875 DUE 06-01-2008 BEO   Dispositions   (10,000.00 )     10,225.00  
S2642314   PVTPL KS CY SOUTHN RY CO SR NT 144A 9.5 DUE 10-01-2008 BEO   Acquisitions   17,000.00   (17,595.00 )    
S2642314   PVTPL KS CY SOUTHN RY CO SR NT 144A 9.5 DUE 10-01-2008 BEO   Free Delivery   (17,000.00 )        
S2739186   PVTPL MANOR CARE INC NEW SR NT 144A 8 DUE 03-01-2008 BEO   Acquisitions   30,000.00   (30,000.00 )    
S2739186   PVTPL MANOR CARE INC NEW SR NT 144A 8 DUE 03-01-2008 BEO   Free Delivery   (30,000.00 )        
S2714815   PVTPL MEDIACOM LLC / MEDIACOM CAP CORP 9.5 DUE 01-15-2013 BEO   Acquisitions   47,000.00   (46,590.16 )    
S2714815   PVTPL MEDIACOM LLC / MEDIACOM CAP CORP 9.5 DUE 01-15-2013 BEO   Free Delivery   (47,000.00 )        
S2714826   PVTPL NEXTEL COMMUNICATIONS INC NEXTEL COMMUNICATIONS 9.5 DUE 02-01-2011 BEO   Acquisitions   27,000.00   (27,000.00 )    
S2714826   PVTPL NEXTEL COMMUNICATIONS INC NEXTEL COMMUNICATIONS 9.5 DUE 02-01-2011 BEO   Free Delivery   (27,000.00 )        
S2790774   PVTPL NORTEL NETWORKS CORP NEW GTD SR NTCONV 144A 4.25 DUE 09-01-2008 BEO   Acquisitions   27,000.00   (27,000.00 )    

S2790774   PVTPL NORTEL NETWORKS CORP NEW GTD SR NTCONV 144A 4.25 DUE 09-01-2008 BEO   Dispositions   (13,000.00 )     10,850.45  
S2776194   PVTPL OFFICE DEPOT INC SR SUB NT 144A 10DUE 07-15-2008 BEO   Acquisitions   10,000.00   (9,875.90 )    
S2776194   PVTPL OFFICE DEPOT INC SR SUB NT 144A 10DUE 07-15-2008 BEO   Dispositions   (10,000.00 )     9,900.00  
S2743790   PVTPL OMNICARE INC SR SUB NT 144A 8.125 DUE 03-15-2011/03-15-2006 BEO   Acquisitions   35,000.00   (35,000.00 )    
S2743790   PVTPL OMNICARE INC SR SUB NT 144A 8.125 DUE 03-15-2011/03-15-2006 BEO   Free Delivery   (35,000.00 )        
S2790912   PVTPL PULTE HOMES INC FORMERLY PULTE CORP 144A 7.875 DUE 08-01-2011 BEO   Acquisitions   56,000.00   (55,492.08 )    
S2790912   PVTPL PULTE HOMES INC FORMERLY PULTE CORP 144A 7.875 DUE 08-01-2011 BEO   Dispositions   (10,000.00 )     9,683.50  
S2771854   PVTPL SCHULER HOMES INC SR NT 144A 9.375DUE 07-15-2009/07-15-2005 BEO   Acquisitions   80,000.00   (80,000.00 )    
S2771854   PVTPL SCHULER HOMES INC SR NT 144A 9.375DUE 07-15-2009/07-15-2005 BEO   Dispositions   (10,000.00 )     10,175.00  
S2768812   PVTPL SYSTEMS 2001 A T LLC SERIES-2001 CLASS-G 144A 6.684 DUE 09-15-2013 BEO   Acquisitions   98,423.28   (100,944.88 )    
S2768812   PVTPL SYSTEMS 2001 A T LLC SERIES-2001 CLASS-G 144A 6.684 DUE 09-15-2013 BEO   Dispositions   (4,730.17 )     4,730.17  
S2769428   PVTPL TEEKAY SHIPPING CORP SR NT 144A 8.875 DUE 07-15-2011 BEO   Acquisitions   5,000.00   (5,112.50 )    
S2769428   PVTPL TEEKAY SHIPPING CORP SR NT 144A 8.875 DUE 07-15-2011 BEO   Free Delivery   (30,000.00 )        
S2718464   PVTPL TEMBEC INDS INC GTD SR NT 144A 8.5DUE 02-01-2011 BEO   Acquisitions   8,000.00   (8,160.00 )    
S2718464   PVTPL TEMBEC INDS INC GTD SR NT 144A 8.5DUE 02-01-2011 BEO   Free Delivery   (70,000.00 )        
S2751083   PVTPL TEREX CORP NEW SR SUB NT 144A 10.375 DUE 04-01-2011/04-01-2006 BEO   Acquisitions   20,000.00   (20,000.00 )    
S2751083   PVTPL TEREX CORP NEW SR SUB NT 144A 10.375 DUE 04-01-2011/04-01-2006 BEO   Free Delivery   (20,000.00 )        
S2767369   PVTPL VINTAGE PETE INC 5.875 DUE 05-15-2011 BEO   Acquisitions   50,000.00   (49,579.50 )    
S2767369   PVTPL VINTAGE PETE INC 5.875 DUE 05-15-2011 BEO   Free Delivery   (50,000.00 )        
S2727385   PVTPL WCI CMNTYS INC SR SUB NT 144A 10.625 DUE 02-15-2011/02-15-2006 BEO   Acquisitions   26,000.00   (26,390.00 )    
S2727385   PVTPL WCI CMNTYS INC SR SUB NT 144A 10.625 DUE 02-15-2011/02-15-2006 BEO   Free Delivery   (26,000.00 )        
S2589853   PVTPL WINSTAR COMMUNICATIONS INC SR NT 144A 12.75 DUE 04-15-2010/04-15-2005 BEO   Acquisitions   (2,000.00 ) 1,460.00      
S2589853   PVTPL WINSTAR COMMUNICATIONS INC SR NT 144A 12.75 DUE 04-15-2010/04-15-2005 BEO   Free Delivery   (48,000.00 )        
S2589853   PVTPL WINSTAR COMMUNICATIONS INC SR NT 144A 12.75 DUE 04-15-2010/04-15-2005 BEO   Free Receipt   48,000.00          
S604629W   QBE INS RIGHTS 20/11/2001   Dispositions   (6,108.00 )     0  
S604629W   QBE INS RIGHTS 20/11/2001   Free Receipt   6,108.00          
C747277101   QLOGIC CORP COM   Acquisitions   60.00   (1,720.15 )    
C747277101   QLOGIC CORP COM   Dispositions   (7,810.00 )     523,252.55  
C746927102   QLT INC COM STK   Acquisitions   500.00   (22,636.35 )    
C746927102   QLT INC COM STK   Dispositions   (6,000.00 )     198,631.17  
C747525103   QUALCOMM INC COM   Acquisitions   (500.00 ) 28,222.90      
C747525103   QUALCOMM INC COM   Dispositions   (14,700.00 )     889,490.86  
C747525103   QUALCOMM INC COM   Free Delivery   (350.00 )        
C74762E102   QUANTA SVCS INC COM   Acquisitions   100.00   (2,999.95 )    
C74762E102   QUANTA SVCS INC COM   Dispositions   (10,795.00 )     232,029.69  
C747906204   QUANTUM CORP DSSG COM   Acquisitions   11,500.00   (154,001.10 )    
C747906204   QUANTUM CORP DSSG COM   Dispositions   (11,500.00 )     113,099.86  
C74834L100   QUEST DIAGNOSTICS INC COM   Acquisitions   100.00   (5,728.00 )    
C74834L100   QUEST DIAGNOSTICS INC COM   Dispositions   (2,500.00 )     167,444.41  
C74834L100   QUEST DIAGNOSTICS INC COM   Free Receipt   130.00          
C74834T103   QUEST SOFTWARE INC COM ISIN US74834T1034   Acquisitions   100.00   (1,444.00 )    
C74834T103   QUEST SOFTWARE INC COM ISIN US74834T1034   Dispositions   (13,900.00 )     243,132.08  
C748356102   QUESTAR CORP COM   Acquisitions   300.00   (9,580.95 )    

C748356102   QUESTAR CORP COM   Dispositions   (14,470.00 )     352,766.81  
C74837R104   QUICKSILVER RES INC COM   Acquisitions   60.00   (868.75 )    
C74837R104   QUICKSILVER RES INC COM   Dispositions   (600.00 )     8,537.71  
C74838C106   QUIKSILVER INC COM   Acquisitions   2,100.00   (45,276.00 )    
C74838C106   QUIKSILVER INC COM   Dispositions   (10,900.00 )     216,388.28  
C748767100   QUINTILES TRANSNATIONAL CORP COM   Acquisitions   75.00   (982.45 )    
C748767100   QUINTILES TRANSNATIONAL CORP COM   Dispositions   (40,400.00 )     690,194.80  
C749056107   QUIXOTE CORP COM   Acquisitions   50.00   (1,431.95 )    
C74913K106   QUOVADX INC COM   Dispositions   (7,400.00 )     83,765.20  
C74913K106   QUOVADX INC COM   Free Receipt   13,400.00          
C749121109   QWEST COMMUNICATIONS INTL INC COM   Acquisitions   1.94   (60.85 )    
C749121109   QWEST COMMUNICATIONS INTL INC COM   Dispositions   (27,800.00 )     1,044,639.11  
C749121109   QWEST COMMUNICATIONS INTL INC COM   Free Delivery   (300.48 )        
C74955W307   R H DONNELLEY CORP COM NEW   Acquisitions   81.00   (2,500.45 )    
C74955W307   R H DONNELLEY CORP COM NEW   Dispositions   (5,600.00 )     147,546.67  
C750236101   RADIAN GROUP INC COM   Acquisitions   100.00   (8,616.95 )    
C750236101   RADIAN GROUP INC COM   Dispositions   (5,700.00 )     450,150.47  
C750236101   RADIAN GROUP INC COM   Free Receipt   100.00          
C750241101   RADIANCE MED SYS INC COM   Acquisitions   500.00   (3,389.95 )    
C750241101   RADIANCE MED SYS INC COM   Dispositions   (2,000.00 )     9,939.66  
C750438103   RADIOSHACK CORP COM   Acquisitions   3,840.00   (188,150.40 )    
C750438103   RADIOSHACK CORP COM   Dispositions   (2,490.00 )     119,833.97  
C750753105   RAILAMERICA INC COM   Acquisitions   100.00   (1,289.95 )    
C750753105   RAILAMERICA INC COM   Dispositions   (300.00 )     3,697.40  
C750862104   RAINBOW TECHNOLOGIES INC COM   Acquisitions   200.00   (1,289.98 )    
C750862104   RAINBOW TECHNOLOGIES INC COM   Dispositions   (500.00 )     2,184.97  
C750917106   RAMBUS INC DEL COM   Acquisitions   25.00   (244.74 )    
C750917106   RAMBUS INC DEL COM   Dispositions   (5,000.00 )     119,896.00  
C750917106   RAMBUS INC DEL COM   Free Delivery   (180.00 )        
C75281A109   RANGE RES CORP COM   Acquisitions   130.00   (586.35 )    
C75281A109   RANGE RES CORP COM   Dispositions   (1,000.00 )     4,469.90  
C75409P202   RATIONAL SOFTWARE CORP COM NEW   Acquisitions   100.00   (1,188.95 )    
C75409P202   RATIONAL SOFTWARE CORP COM NEW   Dispositions   (8,450.00 )     148,329.73  
C755111507   RAYTHEON CO COM NEW   Acquisitions   90.00   (3,067.45 )    
C755111507   RAYTHEON CO COM NEW   Dispositions   (5,000.00 )     157,894.73  
C755111507   RAYTHEON CO COM NEW   Free Delivery   (19.00 )        
C755111507   RAYTHEON CO COM NEW   Free Receipt   25.00          
S233172U   RAYTHEON CO MTN VAR RT DUE 08-10-2001   Acquisitions   500,000.00   (499,415.00 )    
S233172U   RAYTHEON CO MTN VAR RT DUE 08-10-2001   Dispositions   (500,000.00 )     500,000.00  
C755236106   RAZORFISH INC CL A COM STK   Acquisitions   700.00   (1,223.95 )    
C755236106   RAZORFISH INC CL A COM STK   Dispositions   (10,000.00 )     7,371.74  
C749361101   RCN CORP COM   Acquisitions   100.00   (551.82 )    
C749361101   RCN CORP COM   Dispositions   (12,200.00 )     40,929.63  
C755267101   READERS DIGEST ASSN INC CL A NON VTG   Acquisitions   3,360.00   (125,571.60 )    
C755267101   READERS DIGEST ASSN INC CL A NON VTG   Dispositions   (16,090.00 )     539,294.66  
C755246105   READ-RITE CORP COM   Acquisitions   100.00   (427.95 )    
C755246105   READ-RITE CORP COM   Dispositions   (1,000.00 )     9,844.72  
C75605L104   REALNETWORKS INC COM   Acquisitions   200.00   (1,226.81 )    
C75605L104   REALNETWORKS INC COM   Dispositions   (300.00 )     3,044.94  
C756268108   RECOTON CORP COM   Acquisitions   300.00   (6,169.95 )    
C756268108   RECOTON CORP COM   Dispositions   (300.00 )     5,136.87  
C756577102   RED HAT INC COM   Acquisitions   15.00   (124.64 )    
C756577102   RED HAT INC COM   Dispositions   (350.00 )     2,101.47  
C757209101   REDBACK NETWORKS INC COM ISIN US7572091012   Acquisitions   100.00   (1,621.95 )    
C757209101   REDBACK NETWORKS INC COM ISIN US7572091012   Dispositions   (9,800.00 )     137,938.24  
C757473103   REDHOOK ALE BREWERY INC COM   Acquisitions   1,000.00   (1,530.00 )    
C757473103   REDHOOK ALE BREWERY INC COM   Dispositions   (500.00 )     985.01  
C758110100   REEBOK INTL COM   Acquisitions   1,500.00   (30,153.90 )    
C758110100   REEBOK INTL COM   Dispositions   (18,900.00 )     583,897.91  
C758940100   REGIONS FNCL CORP COM   Acquisitions   100.00   (2,541.67 )    
C758940100   REGIONS FNCL CORP COM   Dispositions   (400.00 )     12,134.87  
C759148109   REHABCARE GROUP INC COM   Acquisitions   900.00   (34,469.91 )    
C759148109   REHABCARE GROUP INC COM   Dispositions   (9,100.00 )     360,681.94  
C759351109   REINS GROUP AMER INC COM   Acquisitions   2,410.00   (84,671.74 )    
C759351109   REINS GROUP AMER INC COM   Dispositions   (11,630.00 )     394,517.13  

C75952J108   RELIANT ENERGY INC COM   Acquisitions   0.89   (37.50 )    
C75952J108   RELIANT ENERGY INC COM   Dispositions   (10,900.00 )     501,323.32  
C75952B105   RELIANT RES INC COM   Acquisitions   230.00   (7,587.70 )    
C75952B105   RELIANT RES INC COM   Dispositions   (9,000.00 )     250,350.93  
C759543101   REMEC INC COM   Acquisitions   700.00   (6,759.41 )    
C759543101   REMEC INC COM   Dispositions   (8,200.00 )     66,749.05  
C75968L105   RENAISSANCE LEARNING INC COM   Acquisitions   100.00   (3,682.00 )    
C75968L105   RENAISSANCE LEARNING INC COM   Dispositions   (1,100.00 )     41,947.10  
C75968L105   RENAISSANCE LEARNING INC COM   Free Receipt   50.00          
C759930100   RENAL CARE GROUP INC COM   Acquisitions   400.00   (11,646.00 )    
C759930100   RENAL CARE GROUP INC COM   Dispositions   (4,800.00 )     147,355.08  
C76009N100   RENT A CTR INC NEW COM   Acquisitions   200.00   (7,729.95 )    
C76009N100   RENT A CTR INC NEW COM   Dispositions   (500.00 )     23,264.24  
C76009U104   RENT-WAY INC COM   Acquisitions   1,000.00   (9,179.95 )    
C76009U104   RENT-WAY INC COM   Dispositions   (1,000.00 )     7,219.80  
C001957406   REORGAT & T WIRELESS GROUP N/C TO AT&T WIRELESS SVCS SEC #2000538 EFF 7/9/01   Acquisitions   1,400.00   (28,481.74 )    
C001957406   REORGAT & T WIRELESS GROUP N/C TO AT&T WIRELESS SVCS SEC #2000538 EFF 7/9/01   Dispositions   (18,400.00 )     371,952.77  
C001957406   REORGAT & T WIRELESS GROUP N/C TO AT&T WIRELESS SVCS SEC #2000538 EFF 7/9/01   Free Delivery   (191,766.00 )        
C001957406   REORGAT & T WIRELESS GROUP N/C TO AT&T WIRELESS SVCS SEC #2000538 EFF 7/9/01   Free Receipt   59.00          
S5669354   REPSOL YPF SA EUR1   Acquisitions   750.00   (13,808.32 )    
S5669354   REPSOL YPF SA EUR1   Dispositions   (2,620.00 )     43,974.62  
S5111695   REPUBLIC OF PANAMA REP OF PANAMA 4.75% 17/07/2014   Acquisitions   150,000.00   (132,750.00 )    
S5111695   REPUBLIC OF PANAMA REP OF PANAMA 4.75% 17/07/2014   Dispositions   (150,000.00 )     127,110.72  
S245191U   RESDNTL AST SEC CORP MTG PASS THRU SER 2001-KS1 CTF CL A-I-1 5.593 7-25-16 BEO   Acquisitions   150,000.00   (150,000.00 )    
S245191U   RESDNTL AST SEC CORP MTG PASS THRU SER 2001-KS1 CTF CL A-I-1 5.593 7-25-16 BEO   Dispositions   (63,481.30 )     63,481.30  
C761152107   RESMED INC COM   Acquisitions   200.00   (10,470.00 )    
C761152107   RESMED INC COM   Dispositions   (1,800.00 )     90,512.31  
C761230101   RESPIRONICS INC COM   Acquisitions   200.00   (6,178.00 )    
C761230101   RESPIRONICS INC COM   Dispositions   (7,600.00 )     216,713.61  
C76128Q109   RETEK INC COM STK   Acquisitions   100.00   (3,932.50 )    
C76128Q109   RETEK INC COM STK   Dispositions   (9,600.00 )     152,946.89  
S0425045   REXAM ORD GBX64.285714   Acquisitions   1,587.00   (8,443.84 )    
S0425045   REXAM ORD GBX64.285714   Dispositions   (9,600.00 )     36,692.56  
C76182K105   REYNOLDS R J TOB HLDGS INC COM   Acquisitions   1.85   (93.20 )    
C76182K105   REYNOLDS R J TOB HLDGS INC COM   Dispositions   (5,500.00 )     330,950.91  
C749941100   RF MICRO DEVICES INC COM   Acquisitions   100.00   (1,597.50 )    
C749941100   RF MICRO DEVICES INC COM   Dispositions   (5,630.00 )     185,032.23  
C762430205   RHYTHMS NETCONNECTIONS INC COM   Acquisitions   400.00   (129.95 )    
C762430205   RHYTHMS NETCONNECTIONS INC COM   Dispositions   (13,000.00 )     4,413.34  
C762875102   RICEX CO COM   Acquisitions   1,111.00   (563.23 )    
C762875102   RICEX CO COM   Dispositions   (1,111.00 )     336.66  
C763165107   RICHARDSON ELECTRS LTD COM   Acquisitions   0.88   (11.59 )    
S7151116   RICHEMONT (CIE "A" CHF 1.0 (BR) EQUITY   Dispositions   (559.00 )     11,615.52  
S7151116   RICHEMONT (CIE "A" CHF 1.0 (BR) EQUITY   Free Receipt   23,400.00          
C766559108   RIGEL PHARMACEUTICALS INC COM   Acquisitions   100.00   (731.95 )    
C766559108   RIGEL PHARMACEUTICALS INC COM   Dispositions   (200.00 )     970.01  
C76657T102   RIGHTCHOICE MANAGED CARE INC DEL COM   Acquisitions   4,900.00   (270,945.50 )    
C76657T102   RIGHTCHOICE MANAGED CARE INC DEL COM   Dispositions   (4,900.00 )     311,440.96  
S0718875   RIO TINTO PLC ORD 10P(REGD)   Acquisitions   381.00   (6,716.09 )    
S0718875   RIO TINTO PLC ORD 10P(REGD)   Dispositions   (1,950.00 )     33,442.51  
C767754104   RITE AID CORP COM   Acquisitions   100.00   (731.95 )    
C767754104   RITE AID CORP COM   Dispositions   (3,000.00 )     11,159.62  
C767754104   RITE AID CORP COM   Free Delivery   (0.00 )        
C769320102   RIVERSTONE NETWORKS INC COM   Acquisitions   140.00   (2,324.43 )    
C769320102   RIVERSTONE NETWORKS INC COM   Dispositions   (10,200.00 )     80,161.16  
C769320102   RIVERSTONE NETWORKS INC COM   Free Receipt   1,093.00          
C769742107   ROADWAY CORPORATION   Acquisitions   1,800.00   (47,853.00 )    

C769742107   ROADWAY CORPORATION   Dispositions   (10,240.00 )     228,550.20  
C770323103   ROBERT HALF INTL INC COM   Acquisitions   10.00   (221.80 )    
C770323103   ROBERT HALF INTL INC COM   Dispositions   (100.00 )     2,781.90  
S4745772   ROCHE HLDG AG GENUSSCHEINE(PTG CERTS) NPV   Acquisitions   2.00   (14,549.92 )    
S4745772   ROCHE HLDG AG GENUSSCHEINE(PTG CERTS) NPV   Free Delivery   (18.00 )        
C774341101   ROCKWELL COLLINS INC COM   Dispositions   (4,400.00 )     65,633.92  
C774341101   ROCKWELL COLLINS INC COM   Free Receipt   4,400.00          
C773903109   ROCKWELL INTL CORP NEW COM   Acquisitions   500.00   (6,919.95 )    
C773903109   ROCKWELL INTL CORP NEW COM   Dispositions   (14,500.00 )     528,255.06  
C775371107   ROHM & HAAS CO COM   Acquisitions   100.00   (2,993.20 )    
C775371107   ROHM & HAAS CO COM   Dispositions   (200.00 )     6,863.77  
C775711104   ROLLINS INC COM   Acquisitions   0.25   (5.25 )    
C775711104   ROLLINS INC COM   Dispositions   (105.44 )     2,078.85  
C778162107   ROSLYN BANCORP INC COM   Acquisitions   5,700.00   (139,941.27 )    
C778162107   ROSLYN BANCORP INC COM   Dispositions   (4,500.00 )     111,652.52  
C778162107   ROSLYN BANCORP INC COM   Free Receipt   5,850.00          
C778296103   ROSS STORES INC COM   Acquisitions   400.00   (11,414.95 )    
C778296103   ROSS STORES INC COM   Dispositions   (7,500.00 )     207,344.82  
C780008108   ROXIO INC COM   Acquisitions   300.00   (3,849.00 )    
C780008108   ROXIO INC COM   Dispositions   (4,100.00 )     68,128.24  
C780008108   ROXIO INC COM   Free Delivery   (411.50 )        
C780008108   ROXIO INC COM   Free Receipt   411.50          
S0754783   ROYAL BK SCOTLAND ORD GBP0.25   Acquisitions   300.00   (6,468.07 )    
S0754783   ROYAL BK SCOTLAND ORD GBP0.25   Dispositions   (3,200.00 )     76,631.27  
CV7780T103   ROYAL CARIBBEAN CRUISES COM STK ISIN# LR0008862868   Acquisitions   390.00   (9,524.00 )    
CV7780T103   ROYAL CARIBBEAN CRUISES COM STK ISIN# LR0008862868   Dispositions   (5,400.00 )     113,750.97  
S2016748   ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR   Acquisitions   300.00   (14,857.56 )    
C780257804   ROYAL DUTCH PETRO N.Y REGISTRY SH PAR N 1.25 GLDR   Dispositions   (2,000.00 )     118,876.03  
S5202704   ROYAL DUTCH PETROL NLG1.25 (BR)   Acquisitions   70.00   (4,158.36 )    
S5202704   ROYAL DUTCH PETROL NLG1.25 (BR)   Dispositions   (1,390.00 )     73,502.32  
C779915107   ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH   Acquisitions   2,200.00   (32,175.00 )    
C779915107   ROYAL GROUP TECHNOLOGIES LTD SUB VTG SH   Dispositions   (4,300.00 )     68,973.13  
S0661689   ROYAL&SUN ALLIANCE ORD GBP0.275   Acquisitions   1,368.00   (10,643.59 )    
S0661689   ROYAL&SUN ALLIANCE ORD GBP0.275   Dispositions   (7,160.00 )     47,642.29  
C749685103   RPM INC COM   Acquisitions   20.46   (191.70 )    
C749685103   RPM INC COM   Dispositions   (7,700.00 )     98,094.71  
C749685103   RPM INC COM   Free Delivery   (1,000.00 )        
C749719100   RSA SEC INC COM COM USD0.01   Acquisitions   70.00   (819.00 )    
C749719100   RSA SEC INC COM COM USD0.01   Dispositions   (6,300.00 )     149,507.87  
C749719100   RSA SEC INC COM COM USD0.01   Free Receipt   250.00          
C766573109   RT MGMT CONSULTANTS INC COM   Acquisitions   75.00   (1,987.45 )    
C766573109   RT MGMT CONSULTANTS INC COM   Dispositions   (75.00 )     1,760.24  
C766573109   RT MGMT CONSULTANTS INC COM   Free Receipt   100.00          
C74974X104   R-TEC TECHNOLOGIES INC COM   Acquisitions   5,000.00   (4,435.76 )    
C74974X104   R-TEC TECHNOLOGIES INC COM   Dispositions   (5,500.00 )     6,159.78  
C006847990   RTS ADELPHIA BUSINESS SOLUTIONS CL A EXP3/19/01   Free Delivery   (3,900.00 )        
C006847990   RTS ADELPHIA BUSINESS SOLUTIONS CL A EXP3/19/01   Free Receipt   3,900.00          
C775315112   RTS ROGERS WIR EXP 4/18/01   Dispositions   (50.00 )        
C775315112   RTS ROGERS WIR EXP 4/18/01   Free Receipt   50.00          
C781182100   RUBY TUESDAY INC COM   Acquisitions   1,200.00   (20,458.44 )    
C781182100   RUBY TUESDAY INC COM   Dispositions   (8,600.00 )     157,466.75  
C781270103   RUDOPLH TECHNOLOGIES INC COM   Acquisitions   300.00   (12,002.95 )    
C781270103   RUDOPLH TECHNOLOGIES INC COM   Dispositions   (3,300.00 )     145,409.65  
C783549108   RYDER SYS INC COM   Acquisitions   100.00   (1,585.25 )    
C783549108   RYDER SYS INC COM   Dispositions   (11,100.00 )     200,444.86  
C783764103   RYLAND GROUP INC COM   Acquisitions   110.00   (5,298.95 )    
C783764103   RYLAND GROUP INC COM   Dispositions   (110.00 )     4,353.40  

S2634935   RYLAND GROUP INC SR NT 9.75 DUE 09-01-2010/09-01-2005 BEO   Acquisitions   10,000.00   (10,712.50 )    
C842990012   S AFRICA FD   Dispositions   (200.00 )     175.95  
C842990012   S AFRICA FD   Free Receipt   200.00          
C844895102   S W GAS CORP COM   Acquisitions   0.05   (1.23 )    
C844895102   S W GAS CORP COM   Dispositions   (300.00 )     6,269.84  
C844741108   S.W. AIRL CO COM   Acquisitions   1.67   (56.04 )    
C844741108   S.W. AIRL CO COM   Dispositions   (14,000.00 )     247,571.92  
C844741108   S.W. AIRL CO COM   Free Delivery   (200.00 )        
C844741108   S.W. AIRL CO COM   Free Receipt   7,300.00          
C785688102   SABINE RTY TR UNIT BEN INT   Acquisitions   100.00   (2,519.95 )    
C785688102   SABINE RTY TR UNIT BEN INT   Dispositions   (100.00 )     2,349.97  
C785905100   SABRE HLDGS CORP   Acquisitions   40.00   (1,854.17 )    
C785905100   SABRE HLDGS CORP   Dispositions   (5,020.00 )     268,538.95  
C785905100   SABRE HLDGS CORP   Free Receipt   320.00          
C786429100   SAFECO CORP COM   Acquisitions   500.00   (17,051.20 )    
C786429100   SAFECO CORP COM   Dispositions   (8,100.00 )     248,324.75  
C786449108   SAFEGUARD SCIENTIFICS INC COM   Acquisitions   50.00   (486.95 )    
C786449108   SAFEGUARD SCIENTIFICS INC COM   Dispositions   (2,300.00 )     7,405.75  
C78645R107   SAFENET INC COM   Acquisitions   700.00   (9,071.20 )    
C78645R107   SAFENET INC COM   Dispositions   (550.00 )     7,035.68  
C786514208   SAFEWAY INC COM NEW   Acquisitions   100.00   (5,334.33 )    
C786514208   SAFEWAY INC COM NEW   Dispositions   (8,200.00 )     328,487.59  
C786632109   SAGE INC COM   Acquisitions   8,800.00   (94,600.00 )    
C786632109   SAGE INC COM   Dispositions   (8,500.00 )     54,185.69  
S6771720   SAMSUNG ELECTRONIC KRW5000   Acquisitions   200.00   (29,875.25 )    
S6771720   SAMSUNG ELECTRONIC KRW5000   Dispositions   (530.00 )     70,076.69  
C798241105   SAN JUAN BASIN RTY TR UNIT BEN INT   Acquisitions   0.65   (7.15 )    
C798241105   SAN JUAN BASIN RTY TR UNIT BEN INT   Dispositions   (700.00 )     12,191.64  
C80004C101   SANDISK CORP COM   Acquisitions   50.00   (1,829.95 )    
C80004C101   SANDISK CORP COM   Dispositions   (7,610.00 )     232,731.91  
C801003104   SANGSTAT MED CORP COM   Acquisitions   100.00   (1,117.63 )    
C801003104   SANGSTAT MED CORP COM   Dispositions   (8,900.00 )     195,198.08  
S6775283   SANKYO CO JPY50   Acquisitions   1,000.00   (21,965.76 )    
S6775283   SANKYO CO JPY50   Dispositions   (2,000.00 )     41,656.51  
C800907107   SANMINA-SCI CORP FORMERLY SANMINA HLDGS COM COM   Acquisitions   100.00   (2,911.82 )    
C800907107   SANMINA-SCI CORP FORMERLY SANMINA HLDGS COM COM   Dispositions   (13,670.00 )     249,059.09  
C800907107   SANMINA-SCI CORP FORMERLY SANMINA HLDGS COM COM   Free Receipt   4,000.00          
S5671735   SANOFI-SYNTHELABO EUR2   Acquisitions   200.00   (13,579.39 )    
S5671735   SANOFI-SYNTHELABO EUR2   Dispositions   (800.00 )     51,461.59  
S6776747   SANWA BANK JPY50   Acquisitions   3,000.00   (21,288.37 )    
S6776747   SANWA BANK JPY50   Free Delivery   (22,000.00 )        
S4846288   SAP AG ORD NPV   Acquisitions   120.00   (11,460.74 )    
S4846288   SAP AG ORD NPV   Dispositions   (100.00 )     13,384.31  
C803062108   SAPIENT CORP COM   Acquisitions   40.00   (717.45 )    
C803062108   SAPIENT CORP COM   Dispositions   (11,300.00 )     174,941.89  
C803111103   SARA LEE CORP COM   Acquisitions   100.00   (2,145.95 )    
C803111103   SARA LEE CORP COM   Dispositions   (900.00 )     21,638.51  
C803111103   SARA LEE CORP COM   Free Delivery   (1,000.00 )        
C78388J106   SBA COMMUNICATIONS CORP CL A COM   Acquisitions   1,760.00   (62,376.51 )    
C78388J106   SBA COMMUNICATIONS CORP CL A COM   Dispositions   (8,860.00 )     375,424.66  
C78387G103   SBC COMMUNICATIONS INC COM   Acquisitions   2.29   (116.38 )    
C78387G103   SBC COMMUNICATIONS INC COM   Dispositions   (6,700.00 )     328,713.80  
C806407102   SCHEIN HENRY INC COM   Acquisitions   140.00   (5,373.20 )    
C806407102   SCHEIN HENRY INC COM   Dispositions   (7,100.00 )     239,837.81  
C806605101   SCHERING-PLOUGH CORP COM   Acquisitions   (9,000.00 ) 340,632.00      
C806605101   SCHERING-PLOUGH CORP COM   Dispositions   (42,700.00 )     1,664,309.32  
C806857108   SCHLUMBERGER LTD COM ISIN AN8068571086   Acquisitions   0.96   (74.50 )    
C806857108   SCHLUMBERGER LTD COM ISIN AN8068571086   Dispositions   (750.00 )     48,508.43  
S4834108   SCHNEIDER ELECTRIC EUR8   Acquisitions   200.00   (10,366.40 )    
S4834108   SCHNEIDER ELECTRIC EUR8   Dispositions   (600.00 )     27,779.37  
S4834108   SCHNEIDER ELECTRIC EUR8   Free Receipt   2,758.00          

C807066105   SCHOLASTIC CORP COM   Acquisitions   4,120.00   (316,259.03 )    
C807066105   SCHOLASTIC CORP COM   Dispositions   (6,000.00 )     260,971.49  
C807066105   SCHOLASTIC CORP COM   Free Receipt   4,400.00          
C807863105   SCHOOL SPECIALTY INC WI COM   Acquisitions   800.00   (23,760.00 )    
C807863105   SCHOOL SPECIALTY INC WI COM   Dispositions   (4,200.00 )     125,179.34  
C808513105   SCHWAB CHARLES CORP COM NEW   Acquisitions   (3,000.00 ) 90,549.90      
C808513105   SCHWAB CHARLES CORP COM NEW   Dispositions   (3,400.00 )     96,287.16  
C808513105   SCHWAB CHARLES CORP COM NEW   Free Delivery   (100.01 )        
C808655104   SCIENTIFIC-ATLANTA INC COM   Acquisitions   0.13   (5.50 )    
C808655104   SCIENTIFIC-ATLANTA INC COM   Dispositions   (9,080.00 )     415,641.28  
C808655104   SCIENTIFIC-ATLANTA INC COM   Free Delivery   (500.00 )        
C808905103   SCIOS INC COM   Acquisitions   191.00   (5,024.15 )    
C808905103   SCIOS INC COM   Dispositions   (191.00 )     4,707.14  
C808905103   SCIOS INC COM   Free Receipt   1,000.00          
S0790873   SCOT & SOUTHERN EN ORD GBP0.50   Acquisitions   3,500.00   (30,574.81 )    
S0790873   SCOT & SOUTHERN EN ORD GBP0.50   Dispositions   (2,860.00 )     25,416.13  
C81211K100   SEALED AIR CORP NEW COM STK   Acquisitions   1,030.00   (35,557.87 )    
C81211K100   SEALED AIR CORP NEW COM STK   Dispositions   (1,500.00 )     49,467.29  
C812387108   SEARS ROEBUCK & CO COM   Acquisitions   3.29   (140.08 )    
C812387108   SEARS ROEBUCK & CO COM   Dispositions   (31,700.00 )     1,154,396.24  
C812387108   SEARS ROEBUCK & CO COM   Free Delivery   (316.41 )        
S5843642   SEAT-PAGINE GIALLE EUR0.03   Dispositions   (4,385.00 )     10,976.33  
S5843642   SEAT-PAGINE GIALLE EUR0.03   Free Receipt   56.00          
C81369Y407   SECTOR SPDR TR SHS BEN INT-CYCLICALS/TRANSN   Acquisitions   100.00   (2,951.95 )    
C81369Y407   SECTOR SPDR TR SHS BEN INT-CYCLICALS/TRANSN   Dispositions   (100.00 )     2,427.96  
S5554041   SECURITAS SER'B'SEK1   Acquisitions   1,000.00   (15,587.18 )    
S5554041   SECURITAS SER'B'SEK1   Dispositions   (3,000.00 )     53,330.26  
C784117103   SEI INVTS CO COM   Acquisitions   1.05   (47.25 )    
C784117103   SEI INVTS CO COM   Dispositions   (10,100.00 )     505,651.75  
C784117103   SEI INVTS CO COM   Free Delivery   (1,864.54 )        
C784117103   SEI INVTS CO COM   Free Receipt   100.00          
C816074306   SEITEL INC COM NEW   Acquisitions   100.00   (1,899.95 )    
C816074306   SEITEL INC COM NEW   Dispositions   (16,800.00 )     240,530.98  
C816196109   SELECT MED CORP OC-COM   Acquisitions   300.00   (4,904.95 )    
C816196109   SELECT MED CORP OC-COM   Dispositions   (300.00 )     4,526.89  
C816851109   SEMPRA ENERGY INC COM STK   Acquisitions   17.23   (313.04 )    
C816851109   SEMPRA ENERGY INC COM STK   Dispositions   (7,300.00 )     197,123.34  
C816850101   SEMTECH CORP   Acquisitions   50.00   (1,480.69 )    
C816850101   SEMTECH CORP   Dispositions   (5,240.00 )     166,178.95  
C999599GH0   SEP 01 IMM NASDAQ 100   Free Delivery   (22.00 )        
C999599GH0   SEP 01 IMM NASDAQ 100   Free Receipt   10.00          
C999599GH0   SEP 01 RUSSEL 2000   Free Delivery   (7.00 )        
C999599GH0   SEP 01 RUSSEL 2000   Free Receipt   2.00          
C999599GH0   SEP 01 S&P 500   Free Delivery   (3.00 )        
C999599GH0   SEP 01 S&P 500   Free Receipt   1.00          
C999599GH0   SEP 01 S&P MID 400   Free Delivery   (3.00 )        
C999599GH0   SEP 01 S&P MID 400   Free Receipt   10.00          
C817337108   SEQUENOM INC COM ISIN US8173371084   Acquisitions   1,700.00   (20,376.71 )    
C817337108   SEQUENOM INC COM ISIN US8173371084   Dispositions   (10,900.00 )     90,225.01  
C817492101   SERENA SOFTWARE INC COM   Acquisitions   100.00   (986.95 )    
C817492101   SERENA SOFTWARE INC COM   Dispositions   (5,700.00 )     245,091.83  
C817492101   SERENA SOFTWARE INC COM   Free Delivery   (150.00 )        
C817523103   SEROLOGICALS CORP COM   Acquisitions   300.00   (4,064.95 )    
C817523103   SEROLOGICALS CORP COM   Dispositions   (500.00 )     5,698.60  
C817565104   SERVICE CORP INTL COM   Acquisitions   400.00   (2,645.95 )    
CG80550109   SEVEN SEAS PETROLEUM INC CAYMAN ISLANDS   Dispositions   (200.00 )     390.98  
CG80550109   SEVEN SEAS PETROLEUM INC CAYMAN ISLANDS   Free Receipt   300.00          
C784121105   SFBC INTL INC COM   Acquisitions   392.00   (10,104.35 )    
C784121105   SFBC INTL INC COM   Dispositions   (300.00 )     8,234.77  
C820280105   SHAW GROUP INC COM   Acquisitions   75.00   (2,328.70 )    
C820280105   SHAW GROUP INC COM   Dispositions   (15,570.00 )     422,761.20  
C820280105   SHAW GROUP INC COM   Free Receipt   6,830.00          
S0803414   SHELL TRNSPT&TRDG ORD GBP0.25(REGD)   Acquisitions   1,400.00   (11,742.35 )    

S0803414   SHELL TRNSPT&TRDG ORD GBP0.25(REGD)   Dispositions   (9,129.00 )     79,022.24  
C824348106   SHERWIN-WILLIAMS CO COM   Acquisitions   200.00   (4,288.00 )    
C824348106   SHERWIN-WILLIAMS CO COM   Dispositions   (200.00 )     4,465.85  
S6804585   SHIN-ETSU CHEM CO Y50   Acquisitions   1,000.00   (38,367.52 )    
S6804585   SHIN-ETSU CHEM CO Y50   Dispositions   (1,000.00 )     36,809.20  
S9778659   SHORT STERLING DEC 2002 FUTURE SHORT STERLING DEC 2002 FUTURE 31/12/2002   Free Delivery   (11.00 )        
S9778659   SHORT STERLING DEC 2002 FUTURE SHORT STERLING DEC 2002 FUTURE 31/12/2002   Free Receipt   35.00          
C825549108   SHUFFLE MASTER INC COM   Acquisitions   7,700.00   (152,650.96 )    
C825549108   SHUFFLE MASTER INC COM   Dispositions   (7,700.00 )     98,507.43  
C825549108   SHUFFLE MASTER INC COM   Free Receipt   75.00          
C825846108   SICOR INC COM   Acquisitions   100.00   (2,439.64 )    
C825846108   SICOR INC COM   Dispositions   (10,600.00 )     218,589.08  
C826170102   SIEBEL SYS INC COM   Acquisitions   (4,000.00 ) 306,108.80      
C826170102   SIEBEL SYS INC COM   Dispositions   (6,200.00 )     152,379.76  
S7108758   SIEMENS AG NEW NPV(REGD)(BONUS SHS 01)   Free Delivery   (2,200.00 )        
S7108758   SIEMENS AG NEW NPV(REGD)(BONUS SHS 01)   Free Receipt   2,200.00          
S5727973   SIEMENS AG NPV(REGD)   Acquisitions   228.00   (11,295.41 )    
S5727973   SIEMENS AG NPV(REGD)   Dispositions   (4,800.00 )     257,070.99  
S5727973   SIEMENS AG NPV(REGD)   Free Receipt   2,200.00          
C826433203   SIERRA PAC PWR CAP I TR ORIGINATED PFD SECS 8.60   Acquisitions   100.00   (2,404.95 )    
C826433203   SIERRA PAC PWR CAP I TR ORIGINATED PFD SECS 8.60   Dispositions   (200.00 )     5,000.00  
C826428104   SIERRA PAC RES NEW COM   Acquisitions   2,100.00   (33,180.00 )    
C826428104   SIERRA PAC RES NEW COM   Dispositions   (37,730.00 )     542,637.34  
C826552101   SIGMA-ALDRICH CORP COM   Acquisitions   50.00   (2,476.95 )    
C826552101   SIGMA-ALDRICH CORP COM   Dispositions   (2,050.00 )     76,004.70  
C827056102   SILICON GRAPHICS INC COM   Acquisitions   800.00   (2,075.95 )    
C827056102   SILICON GRAPHICS INC COM   Dispositions   (54,100.00 )     68,958.89  
C827057100   SILICON STORAGE TECH INC COM   Acquisitions   30.00   (287.35 )    
C827057100   SILICON STORAGE TECH INC COM   Dispositions   (18,300.00 )     225,518.01  
C827064106   SILICON VAL BANCSHARES COM N.P   Acquisitions   150.00   (3,277.45 )    
C827064106   SILICON VAL BANCSHARES COM N.P   Dispositions   (10,300.00 )     300,242.20  
C828806109   SIMON PPTY GROUP INC COM   Acquisitions   13.43   (364.54 )    
C828806109   SIMON PPTY GROUP INC COM   Free Delivery   (962.58 )        
C828854109   SIMPLEX SOLUTIONS INC COM   Acquisitions   30,000.00   (360,000.00 )    
C828854109   SIMPLEX SOLUTIONS INC COM   Dispositions   (15,000.00 )     346,863.43  
S6398226   SINGAPORE TELECOM(AUD) SGD0.15 (AUST REG)   Free Delivery   (68,640.00 )        
S6398226   SINGAPORE TELECOM(AUD) SGD0.15 (AUST REG)   Free Receipt   68,640.00          
S6810753   SINGAPORE TELECOMM SGD0.15   Acquisitions   10,000.00   (9,398.78 )    
S6810753   SINGAPORE TELECOMM SGD0.15   Dispositions   (24,000.00 )     23,610.30  
S6810753   SINGAPORE TELECOMM SGD0.15   Free Receipt   68,640.00          
C82966U103   SIRIUS SATELLITE RADIO INC COM   Acquisitions   100.00   (839.95 )    
C82966U103   SIRIUS SATELLITE RADIO INC COM   Dispositions   (6,900.00 )     114,073.20  
C830566105   SKECHERS U S A INC CL A CL A ISIN #US8305661055   Acquisitions   50.00   (594.95 )    
C830566105   SKECHERS U S A INC CL A CL A ISIN #US8305661055   Dispositions   (7,180.00 )     166,713.30  
C830879102   SKYWEST INC COM   Acquisitions   1.76   (40.44 )    
C830879102   SKYWEST INC COM   Dispositions   (2,500.00 )     81,711.52  
C830879102   SKYWEST INC COM   Free Receipt   12,500.00          
C832110100   SMITH INTL INC COM   Acquisitions   10.00   (780.57 )    
C832110100   SMITH INTL INC COM   Dispositions   (2,360.00 )     160,938.84  
C832248108   SMITHFIELD FOODS INC COM   Acquisitions   300.00   (11,156.95 )    
C832248108   SMITHFIELD FOODS INC COM   Dispositions   (9,800.00 )     415,996.12  
S0135656   SMITHKLINE BEECHAM ORD GBP0.0625   Acquisitions   1,000.00   (12,569.47 )    
S004069W   SMITHS GROUP LETTER OF CONTINGENT   Free Delivery   (73,600.00 )        
S004069W   SMITHS GROUP LETTER OF CONTINGENT   Free Receipt   73,600.00          
C832727101   SMURFIT-STONE CONTAINER CORP COM   Acquisitions   9,770.00   (124,642.73 )    
C832727101   SMURFIT-STONE CONTAINER CORP COM   Dispositions   (1,000.00 )     14,719.55  
S4916039   SOC AIR FRANCE EUR8.50   Acquisitions   1,800.00   (34,573.65 )    
S4916039   SOC AIR FRANCE EUR8.50   Dispositions   (1,090.00 )     19,784.55  
S5966516   SOC GENERALE EUR1.25   Acquisitions   130.00   (8,095.64 )    
S5966516   SOC GENERALE EUR1.25   Dispositions   (900.00 )     60,731.98  
C833672108   SOCKET COMMUNICATIONS INC COM STK   Acquisitions   500.00   (2,076.80 )    

C833672108   SOCKET COMMUNICATIONS INC COM STK   Dispositions   (500.00 )     3,094.94  
S4818306   SODEXHO ALLIANCE EUR16   Acquisitions   171.00   (32,673.26 )    
S4818306   SODEXHO ALLIANCE EUR16   Free Delivery   (396.00 )        
S7062713   SODEXHO ALLIANCE EUR4   Acquisitions   330.00   (15,491.24 )    
S7062713   SODEXHO ALLIANCE EUR4   Dispositions   (400.00 )     20,477.06  
S7062713   SODEXHO ALLIANCE EUR4   Free Receipt   1,584.00          
S7136685   SODEXHO ALLIANCE EUR4 (S/R 20/06/2001)   Dispositions   (4.00 )     2.93  
S7136685   SODEXHO ALLIANCE EUR4 (S/R 20/06/2001)   Free Receipt   2,554.00          
C834182107   SOLECTRON CORP COM   Acquisitions   100.00   (1,786.95 )    
C834182107   SOLECTRON CORP COM   Dispositions   (5,000.00 )     174,844.16  
C834182107   SOLECTRON CORP COM   Free Delivery   (300.00 )        
C834182107   SOLECTRON CORP COM   Free Receipt   40.00          
S514152W   SONERA NEW SHARES (TEMP LINE)   Free Delivery   (6,900.00 )        
S514152W   SONERA NEW SHARES (TEMP LINE)   Free Receipt   6,900.00          
S5556586   SONERA OYJ NPV   Acquisitions   6,900.00   (16,331.07 )    
S5556586   SONERA OYJ NPV   Free Delivery   (6,900.00 )        
S5556586   SONERA OYJ NPV   Free Receipt   6,900.00          
S514160W   SONERA RIGHTS   Dispositions   (13,800.00 )     (16,331.07 )
S514160W   SONERA RIGHTS   Free Receipt   8,900.00          
C83545G102   SONIC AUTOMOTIVE INC CL A   Acquisitions   100.00   (2,032.95 )    
C83545G102   SONIC AUTOMOTIVE INC CL A   Dispositions   (2,800.00 )     22,589.36  
C835451105   SONIC CORP COM   Acquisitions   3,900.00   (99,771.75 )    
C835451105   SONIC CORP COM   Dispositions   (4,800.00 )     115,106.39  
C835451105   SONIC CORP COM   Free Receipt   800.00          
C83546Q109   SONICBLUE INC COM   Acquisitions   1,000.00   (1,404.95 )    
C83546Q109   SONICBLUE INC COM   Dispositions   (13,500.00 )     59,766.55  
C835470105   SONICWALL INC COM   Acquisitions   500.00   (10,004.95 )    
C835470105   SONICWALL INC COM   Dispositions   (500.00 )     8,589.76  
C835495102   SONOCO PROD CO COM   Acquisitions   0.13   (3.29 )    
C835495102   SONOCO PROD CO COM   Dispositions   (100.00 )     2,219.97  
C835916107   SONUS NETWORKS INC COM ISIN US8359161077   Acquisitions   18.00   (576.70 )    
C835916107   SONUS NETWORKS INC COM ISIN US8359161077   Dispositions   (3,500.00 )     85,985.83  
C835916107   SONUS NETWORKS INC COM ISIN US8359161077   Free Delivery   (300.00 )        
S6821506   SONY CORP Y50   Acquisitions   100.00   (3,650.18 )    
S6821506   SONY CORP Y50   Dispositions   (1,200.00 )     81,088.26  
C83586Q100   SORRENTO NETWORKS CORP COM   Acquisitions   100.00   (1,285.95 )    
C83586Q100   SORRENTO NETWORKS CORP COM   Dispositions   (100.00 )     1,182.00  
C83586Q100   SORRENTO NETWORKS CORP COM   Free Receipt   100.00          
C842587107   SOUTHERN CO COM STK   Acquisitions   3.12   (89.39 )    
C842587107   SOUTHERN CO COM STK   Dispositions   (1,000.00 )     22,329.30  
C843611104   SOUTHN PERU COPPER CORP COM   Acquisitions   6.82   (87.32 )    
C843611104   SOUTHN PERU COPPER CORP COM   Free Delivery   (508.65 )        
C844730101   SOUTHTRUST CORP COM   Acquisitions   50.00   (2,342.45 )    
C844730101   SOUTHTRUST CORP COM   Dispositions   (200.00 )     5,071.83  
C844730101   SOUTHTRUST CORP COM   Free Receipt   4,300.00          
C847561107   SPECTRA FD INC COM STK   Acquisitions   29.67   (200.00 )    
C847561107   SPECTRA FD INC COM STK   Dispositions   (600.00 )     5,118.00  
C847608106   SPECTRIAN CORP COM   Acquisitions   158.00   (2,557.95 )    
C847608106   SPECTRIAN CORP COM   Dispositions   (24,700.00 )     345,788.47  
S900941W   SPI 200 FUTURE 30/09/2001   Free Delivery   (1.00 )        
S900941W   SPI 200 FUTURE 30/09/2001   Free Receipt   1.00          
S9822389   SPI 200 FUTURES 29   Free Delivery   (1.00 )        
S9822389   SPI 200 FUTURES 29   Free Receipt   3.00          
S982238L   SPI 200 FUTURES 29 29/06/2001 29/06/2001   Free Delivery   (2.00 )        
S982238L   SPI 200 FUTURES 29 29/06/2001 29/06/2001   Free Receipt   5.00          
S904209W   SPI 200 FUTURES DEC 2001 FUTURE 31/12/2001   Free Delivery   (2.00 )        
S904209W   SPI 200 FUTURES DEC 2001 FUTURE 31/12/2001   Free Receipt   2.00          
S904209L   SPI 200 FUTURES DEC 2001 FUTURE (LIAB) 31/12/2001   Free Delivery   (1.00 )        
S904209L   SPI 200 FUTURES DEC 2001 FUTURE (LIAB) 31/12/2001   Free Receipt   2.00          
S900941L   SPI 200 FUTURES FUTURES 30/09/2001   Free Delivery   (1.00 )        
S900941L   SPI 200 FUTURES FUTURES 30/09/2001   Free Receipt   1.00          
S9825719   SPI DEC 2000 FUTURE   Free Delivery   (8.00 )        
S9825719   SPI DEC 2000 FUTURE   Free Receipt   4.00          

C84855W109   SPINNAKER EXPL CO COM   Acquisitions   25.00   (972.45 )    
C84855W109   SPINNAKER EXPL CO COM   Dispositions   (2,300.00 )     91,253.13  
C852061100   SPRINT CORP COM   Acquisitions   0.93   (18.83 )    
C852061100   SPRINT CORP COM   Dispositions   (15,000.00 )     354,357.15  
C852061506   SPRINT CORP PCS COM SER 1   Acquisitions   50.00   (1,224.95 )    
C852061506   SPRINT CORP PCS COM SER 1   Dispositions   (1,200.00 )     23,159.22  
C784635104   SPX CORP COM   Acquisitions   15.00   (1,807.00 )    
C784635104   SPX CORP COM   Dispositions   (3,210.00 )     376,014.89  
C790148100   ST JOE CO COM   Acquisitions   500.00   (11,029.95 )    
C790148100   ST JOE CO COM   Dispositions   (9,500.00 )     213,948.05  
C790849103   ST JUDE MED INC COM   Acquisitions   130.00   (8,513.75 )    
C790849103   ST JUDE MED INC COM   Dispositions   (17,960.00 )     1,250,347.85  
C792860108   ST PAUL COS INC COM   Acquisitions   200.00   (9,096.00 )    
C792860108   ST PAUL COS INC COM   Dispositions   (2,800.00 )     147,170.36  
C857477103   ST STR CORP COM   Acquisitions   (700.00 ) 72,751.00      
C857477103   ST STR CORP COM   Dispositions   (2,900.00 )     255,236.43  
C857477103   ST STR CORP COM   Free Receipt   4,100.00          
S0408284   STANDARD CHARTERED ORD USD0.50   Dispositions   (2,000.00 )     30,358.59  
S0408284   STANDARD CHARTERED ORD USD0.50   Free Receipt   12,000.00          
C855030102   STAPLES INC COM   Acquisitions   400.00   (6,520.44 )    
C855030102   STAPLES INC COM   Dispositions   (6,860.00 )     109,655.50  
C855244109   STARBUCKS CORP COM   Acquisitions   50.00   (909.95 )    
C855244109   STARBUCKS CORP COM   Dispositions   (14,940.00 )     261,344.17  
C855244109   STARBUCKS CORP COM   Free Receipt   6,902.00          
C85590A203   STARWOOD HOTELS & RESORTS WORLDWIDE INC PAIRED CTF 1 CL B SH BEN INT STARWOOD   Acquisitions   0.00   (0.17 )    
C85590A203   STARWOOD HOTELS & RESORTS WORLDWIDE INC PAIRED CTF 1 CL B SH BEN INT STARWOOD   Dispositions   (1,890.00 )     57,029.22  
C857550107   STATEN IS BANCORP INC COM   Acquisitions   100.00   (2,784.95 )    
C857550107   STATEN IS BANCORP INC COM   Dispositions   (300.00 )     10,244.70  
C857550107   STATEN IS BANCORP INC COM   Free Receipt   8,800.00          
C85375C101   STD PAC CORP NEW COM   Acquisitions   75.00   (2,279.95 )    
C85375C101   STD PAC CORP NEW COM   Dispositions   (180.00 )     3,272.93  
C858155203   STEELCASE INC CL A COM   Acquisitions   5,700.00   (81,105.87 )    
C85856W105   STELLENT INC COM   Dispositions   (6,800.00 )     108,384.98  
C85856W105   STELLENT INC COM   Free Receipt   5,000.00          
CV8726M103   STELMAR SHIPPING LTD   Acquisitions   1,300.00   (16,003.00 )    
CV8726M103   STELMAR SHIPPING LTD   Dispositions   (11,400.00 )     130,411.63  
C85857R105   STEMCELLS INC COM   Acquisitions   300.00   (1,229.95 )    
C85857R105   STEMCELLS INC COM   Dispositions   (300.00 )     837.02  
C858912108   STERICYCLE INC COM   Acquisitions   100.00   (3,582.45 )    
C858912108   STERICYCLE INC COM   Dispositions   (1,650.00 )     84,609.17  
C859152100   STERIS CORP COM   Acquisitions   500.00   (7,004.95 )    
C859152100   STERIS CORP COM   Dispositions   (500.00 )     10,444.70  
C859158107   STERLING BANCORP COM   Acquisitions   200.00   (6,159.95 )    
C859158107   STERLING BANCORP COM   Dispositions   (200.00 )     6,089.84  
C859158107   STERLING BANCORP COM   Free Receipt   94.00          
C860342104   STEWART & STEVENSON SVCS INC COM   Acquisitions   1,000.00   (29,093.10 )    
C860342104   STEWART & STEVENSON SVCS INC COM   Dispositions   (5,400.00 )     141,040.59  
C86074Q102   STILLWATER MNG CO COM   Acquisitions   200.00   (3,249.95 )    
C86074Q102   STILLWATER MNG CO COM   Dispositions   (6,200.00 )     177,859.04  
C860831106   STILWELL FINL INC COM   Acquisitions   150.00   (5,264.95 )    
C860831106   STILWELL FINL INC COM   Dispositions   (15,700.00 )     424,361.53  
C858119100   STL DYNAMICS INC COM   Acquisitions   100.00   (973.70 )    
C858119100   STL DYNAMICS INC COM   Dispositions   (200.00 )     2,369.97  
C861642106   STONE ENERGY CORP COM   Acquisitions   100.00   (5,624.95 )    
C861642106   STONE ENERGY CORP COM   Dispositions   (100.00 )     5,449.86  
C862111200   STORAGE TECH CORP COM (NEW)   Acquisitions   100.00   (1,149.95 )    
C862111200   STORAGE TECH CORP COM (NEW)   Dispositions   (12,100.00 )     235,585.18  
C861907103   STORAGE USA INC COM   Acquisitions   0.56   (19.88 )    
C861907103   STORAGE USA INC COM   Dispositions   (28.56 )     1,053.66  
C86211E103   STORAGENETWORKS INC COM   Acquisitions   100.00   (1,035.45 )    
C86211E103   STORAGENETWORKS INC COM   Dispositions   (9,500.00 )     147,921.45  
C863667101   STRYKER CORP COM   Acquisitions   200.00   (11,686.00 )    
C863667101   STRYKER CORP COM   Dispositions   (200.00 )     12,201.59  

C864159108   STURM RUGER & CO INC COM   Acquisitions   14.63   (132.61 )    
C864159108   STURM RUGER & CO INC COM   Dispositions   (500.00 )     5,069.88  
S6858526   SUMITOMO MITSUI BK JPY50   Acquisitions   5,000.00   (47,361.07 )    
S6858526   SUMITOMO MITSUI BK JPY50   Dispositions   (3,000.00 )     26,416.99  
S6858526   SUMITOMO MITSUI BK JPY50   Free Receipt   27,000.00          
C866810104   SUN MICROSYSTEMS INC COM STK $.00067 PAR   Acquisitions   40.00   (349.95 )    
C866810104   SUN MICROSYSTEMS INC COM STK $.00067 PAR   Dispositions   (11,000.00 )     205,143.16  
C866810104   SUN MICROSYSTEMS INC COM STK $.00067 PAR   Free Delivery   (200.00 )        
C866810104   SUN MICROSYSTEMS INC COM STK $.00067 PAR   Free Receipt   11,900.00          
C867914103   SUN TR BANKS INC COM   Acquisitions   200.00   (12,803.00 )    
C867914103   SUN TR BANKS INC COM   Dispositions   (300.00 )     20,666.31  
C867071102   SUNBEAM CORP COM   Acquisitions   1,000.00   (404.95 )    
C867071102   SUNBEAM CORP COM   Dispositions   (5,000.00 )     392.22  
C867363103   SUNGARD DATA SYS INC COM   Acquisitions   91.00   (4,974.45 )    
C867363103   SUNGARD DATA SYS INC COM   Dispositions   (8,700.00 )     418,830.12  
C867363103   SUNGARD DATA SYS INC COM   Free Receipt   100.00          
C86764P109   SUNOCO INC COM   Acquisitions   50.00   (1,871.95 )    
C86764P109   SUNOCO INC COM   Dispositions   (17,000.00 )     646,568.33  
C868536103   SUPER VALU INC COM   Acquisitions   8.04   (124.99 )    
C868536103   SUPER VALU INC COM   Dispositions   (6,500.00 )     150,820.31  
C868059106   SUPERGEN INC COM   Acquisitions   40.00   (445.95 )    
C868059106   SUPERGEN INC COM   Dispositions   (500.00 )     5,626.11  
C86866R102   SUREBEAM CORP CL A   Acquisitions   100.00   (1,458.95 )    
C86866R102   SUREBEAM CORP CL A   Dispositions   (700.00 )     7,851.78  
C86866R0K9   SUREBEAM CORP COM STK CALL OPTION EXP 11-17-01 PR $10 PER SH   Acquisitions   6.00   (369.95 )    
S514158W   SWISS REINS RIGHTS   Dispositions   (6,620.00 )     0  
S514158W   SWISS REINS RIGHTS   Free Receipt   6,622.00          
S5533976   SWISSCOM AG CHF17(REGD)   Acquisitions   170.00   (44,113.16 )    
S5533976   SWISSCOM AG CHF17(REGD)   Dispositions   (360.00 )     109,277.87  
C871130100   SYBASE INC COM   Acquisitions   1,700.00   (33,896.64 )    
C871130100   SYBASE INC COM   Dispositions   (6,300.00 )     103,499.24  
C871130100   SYBASE INC COM   Free Receipt   454.00          
C871206108   SYCAMORE NETWORKS INC COM   Acquisitions   100.00   (969.95 )    
C871206108   SYCAMORE NETWORKS INC COM   Dispositions   (1,046.00 )     54,097.35  
S9345870   SYDNEY FUT EXHCNGE SPI 200 MARCH/01 FUTURE   Free Delivery   (8.00 )        
S9345870   SYDNEY FUT EXHCNGE SPI 200 MARCH/01 FUTURE   Free Receipt   8.00          
S934587L   SYDNEY FUTURES EXC SPI 200 MARCH/01 FUT (LIAB)   Free Delivery   (8.00 )        
S934587L   SYDNEY FUTURES EXC SPI 200 MARCH/01 FUT (LIAB)   Free Receipt   8.00          
C871237103   SYKES ENTERPRISES INC COM   Acquisitions   500.00   (4,049.98 )    
C871237103   SYKES ENTERPRISES INC COM   Dispositions   (1,000.00 )     7,819.77  
C871399101   SYLVAN LEARNING SYS INC   Acquisitions   200.00   (5,685.95 )    
C871399101   SYLVAN LEARNING SYS INC   Dispositions   (500.00 )     9,729.72  
C871503108   SYMANTEC CORP COM   Acquisitions   25.00   (1,699.25 )    
C871503108   SYMANTEC CORP COM   Dispositions   (21,600.00 )     863,400.96  
C871503108   SYMANTEC CORP COM   Free Receipt   25.00          
C871508107   SYMBOL TECHNOLOGIES INC COM   Acquisitions   0.26   (3.37 )    
C871508107   SYMBOL TECHNOLOGIES INC COM   Dispositions   (8,200.00 )     275,869.12  
C871508107   SYMBOL TECHNOLOGIES INC COM   Free Receipt   122.00          
C871543104   SYMMETRICOM INC DEL   Acquisitions   150.00   (2,758.08 )    
C871543104   SYMMETRICOM INC DEL   Dispositions   (5,800.00 )     25,988.93  
C871951109   SYMPHONIX DEVICES INC COM   Acquisitions   1,000.00   (1,279.95 )    
C871951109   SYMPHONIX DEVICES INC COM   Dispositions   (2,100.00 )     6,893.01  
C87156R109   SYNAPTIC PHARMACEUTICAL CORP COM   Acquisitions   100.00   (454.95 )    
C87156R109   SYNAPTIC PHARMACEUTICAL CORP COM   Dispositions   (100.00 )     542.03  
C87157J106   SYNCOR INTL CORP NEW   Acquisitions   100.00   (3,233.95 )    
C87157J106   SYNCOR INTL CORP NEW   Dispositions   (2,400.00 )     65,483.49  
S4356646   SYNGENTA CHF10 (REGD)   Acquisitions   794.00   (37,882.38 )    
S4356646   SYNGENTA CHF10 (REGD)   Dispositions   (341.00 )     16,796.80  
S4356646   SYNGENTA CHF10 (REGD)   Free Receipt   573.00          
C871607107   SYNOPSYS INC COM   Acquisitions   770.00   (40,608.41 )    
C871607107   SYNOPSYS INC COM   Dispositions   (7,560.00 )     361,362.00  
C87161C105   SYNOVUS FINL CORP COM   Acquisitions   300.00   (8,631.00 )    

C87161C105   SYNOVUS FINL CORP COM   Dispositions   (200.00 )     6,659.77  
C871829107   SYSCO CORP COM   Acquisitions   0.27   (7.00 )    
C871829107   SYSCO CORP COM   Dispositions   (18,200.00 )     514,454.97  
C871829107   SYSCO CORP COM   Free Receipt   10,900.00          
S4876746   T.I.M.SPA EUR0.06   Acquisitions   2,330.00   (13,507.25 )    
S4876746   T.I.M.SPA EUR0.06   Dispositions   (1,000.00 )     8,525.91  
S6870564   TAIYO YUDEN CO Y50   Acquisitions   1,000.00   (29,707.35 )    
S6870564   TAIYO YUDEN CO Y50   Dispositions   (5,000.00 )     76,905.30  
C874054109   TAKE-TWO INTERACTIVE SOFTWARE INC CDT-COM   Acquisitions   200.00   (3,679.95 )    
C874054109   TAKE-TWO INTERACTIVE SOFTWARE INC CDT-COM   Dispositions   (11,500.00 )     225,023.34  
C874161102   TALBOTS INC COM   Acquisitions   360.00   (16,216.20 )    
C874161102   TALBOTS INC COM   Dispositions   (8,200.00 )     330,168.54  
C87426R103   TALK AMER HLDGS INC COM   Acquisitions   450.00   (439.45 )    
C87426R103   TALK AMER HLDGS INC COM   Dispositions   (450.00 )     321.03  
C87426R103   TALK AMER HLDGS INC COM   Free Delivery   (500.00 )        
C87426R103   TALK AMER HLDGS INC COM   Free Receipt   900.00          
C87588Q109   TANOX INC COM STK   Acquisitions   1,200.00   (46,500.00 )    
C87588Q109   TANOX INC COM STK   Dispositions   (8,000.00 )     112,392.25  
C87612E106   TARGET CORP COM   Acquisitions   (1,000.00 ) 39,135.00      
C87612E106   TARGET CORP COM   Dispositions   (4,100.00 )     137,643.47  
C87612E106   TARGET CORP COM   Free Receipt   1,090.00          
C87612M108   TARGETED GENETICS CORP COM   Acquisitions   200.00   (429.95 )    
C87612M108   TARGETED GENETICS CORP COM   Dispositions   (5,000.00 )     26,599.10  
CM8737E108   TARO PHARMACEUTICAL IND ORD ILS1   Acquisitions   30.00   (2,751.45 )    
CM8737E108   TARO PHARMACEUTICAL IND ORD ILS1   Dispositions   (2,800.00 )     114,796.17  
CM8737E108   TARO PHARMACEUTICAL IND ORD ILS1   Free Receipt   156.00          
C87651B104   TASER INTL INC COM   Acquisitions   100.00   (1,304.00 )    

C87651B104   TASER INTL INC COM   Dispositions   (500.00 )     6,834.09
C872275102   TCF FNCL CORP COM   Acquisitions   510.00   (23,142.47 )  
C872275102   TCF FNCL CORP COM   Dispositions   (8,570.00 )     301,996.71
C878237106   TECH DATA CORP COM   Acquisitions   100.00   (2,967.42 )  
C878237106   TECH DATA CORP COM   Dispositions   (9,460.00 )     402,914.45
C878377100   TECHNE CORP COM   Acquisitions   100.00   (3,055.95 )  
C878377100   TECHNE CORP COM   Dispositions   (18,200.00 )     473,184.22
C878377100   TECHNE CORP COM   Free Receipt   6,840.00        
C878555101   TECHNITROL INC COM   Acquisitions   310.00   (16,823.70 )  
C878555101   TECHNITROL INC COM   Dispositions   (15,000.00 )     558,281.37
C872375100   TECO ENERGY INC COM   Acquisitions   3,400.00   (91,018.00 )  
C872375100   TECO ENERGY INC COM   Dispositions   (6,420.00 )     195,130.66
CM87482101   TEFRON LTD COM STK   Acquisitions   400.00   (1,014.95 )  
CM87482101   TEFRON LTD COM STK   Dispositions   (500.00 )     960.01
C879080109   TEJON RANCH CO COM   Acquisitions   50.00   (1,374.95 )  
C879080109   TEJON RANCH CO COM   Dispositions   (50.00 )     1,050.01
C879131100   TEKTRONIX INC COM   Acquisitions   80.00   (3,113.00 )  
C879131100   TEKTRONIX INC COM   Dispositions   (280.00 )     8,242.92
C879433100   TEL & DATA SYS INC COM STK NEW   Acquisitions   0.14   (12.63 )  
C879433100   TEL & DATA SYS INC COM STK NEW   Dispositions   (7,400.00 )     792,606.07
S6881436   TELECOM CORP OF NZ NPV   Acquisitions   1.00   (4.46 )  
S6881436   TELECOM CORP OF NZ NPV   Dispositions   (13,230.00 )     33,458.16
S5297313   TELECOM ITALIA SPA DI RISP EUR0.55   Acquisitions   5,400.00   (22,125.47 )  
S251205W   TELECOMUNICACOES BRASILEIRAS SA PREF RIGHTS 16/07/2001   Dispositions   (3,022.00 )     12.22
S251205W   TELECOMUNICACOES BRASILEIRAS SA PREF RIGHTS 16/07/2001   Free Receipt   3,022.00        
C879300101   TELECORP PCS INC NEW CL A   Acquisitions   100.00   (1,381.95 )  
C879300101   TELECORP PCS INC NEW CL A   Dispositions   (15,870.00 )     366,213.43
S2698191   TELECORP PCS INC SR SUB NT DTD 07/14/00 10.625 DUE 07-15-10/07-15-05 BEO   Acquisitions   12,000.00   (12,270.00 )  
S2698191   TELECORP PCS INC SR SUB NT DTD 07/14/00 10.625 DUE 07-15-10/07-15-05 BEO   Dispositions   (10,000.00 )     11,500.00
S405341W   TELEFONICA BONUS RIGHTS EXP 22/01/2001   Acquisitions   23.00   (9.26 )  
S405341W   TELEFONICA BONUS RIGHTS EXP 22/01/2001   Dispositions   (48.00 )     18.08
S405341W   TELEFONICA BONUS RIGHTS EXP 22/01/2001   Free Delivery   (17,150.00 )      
S405341W   TELEFONICA BONUS RIGHTS EXP 22/01/2001   Free Receipt   17,198.00        
S405785W   TELEFONICA SA BLOCKED SHARES PENDING RCPT   Acquisitions   298.00   0    
S405785W   TELEFONICA SA BLOCKED SHARES PENDING RCPT   Free Delivery   (350.00 )      
S5732524   TELEFONICA SA EUR1   Acquisitions   23.00   (8.77 )  
S5732524   TELEFONICA SA EUR1   Dispositions   (3,759.00 )     62,826.11
S5732524   TELEFONICA SA EUR1   Free Receipt   155.00        
S7060234   TELEFONICA SA NEW EUR1(B/R 20/3/2001)   Dispositions   (41.00 )     12.66
S7060234   TELEFONICA SA NEW EUR1(B/R 20/3/2001)   Free Receipt   14,904.00        
C879939106   TELETECH HLDGS INC COM   Acquisitions   1,000.00   (7,779.95 )  
C879939106   TELETECH HLDGS INC COM   Dispositions   (14,620.00 )     278,340.90
C87959Y103   TELIGENT INC CL A COM STK   Acquisitions   500.00   (232.13 )  
C87959Y103   TELIGENT INC CL A COM STK   Dispositions   (5,500.00 )     3,360.18
C87959M109   TELIK INC COM STK   Acquisitions   252.00   (2,726.35 )  
C87959M109   TELIK INC COM STK   Dispositions   (152.00 )     1,310.36
C879664100   TELLABS INC COM   Acquisitions   25.00   (912.45 )  
C879664100   TELLABS INC COM   Dispositions   (400.00 )     12,599.58
C87967E107   TELLIUM INC COM   Acquisitions   270.00   (5,210.11 )  
C87967E107   TELLIUM INC COM   Dispositions   (12,900.00 )     86,767.66
S6087289   TELSTRA CORP NPV   Acquisitions   4,000.00   (14,161.49 )  
S6087289   TELSTRA CORP NPV   Dispositions   (13,459.00 )     40,500.64
C879868107   TEMPLE INLAND INC COM   Acquisitions   600.00   (30,109.02 )  
C879868107   TEMPLE INLAND INC COM   Dispositions   (2,640.00 )     158,251.89
S2124726   TENET HEALTHCARE CORP 8.625 SR SUB NT DUE 01-15-2007/02 BEO   Acquisitions   10,000.00   (10,450.00 )  
S2124726   TENET HEALTHCARE CORP 8.625 SR SUB NT DUE 01-15-2007/02 BEO   Dispositions   (67,000.00 )     70,618.00

C88033G100   TENET HEALTHCARE CORP COM   Acquisitions   70.00   (3,048.13 )  
C88033G100   TENET HEALTHCARE CORP COM   Dispositions   (16,800.00 )     738,451.27
C880349105   TENNECO AUTOMOTIVE INC COM   Acquisitions   1,100.00   (1,793.00 )  
C880349105   TENNECO AUTOMOTIVE INC COM   Dispositions   (2,000.00 )     9,979.66
C880770102   TERADYNE INC COM   Acquisitions   100.00   (3,464.42 )  
C880770102   TERADYNE INC COM   Dispositions   (500.00 )     16,169.51
C880775101   TERAYON COMMUNICATION SYS COM   Acquisitions   100.00   (454.95 )  
C880775101   TERAYON COMMUNICATION SYS COM   Dispositions   (5,000.00 )     59,448.01
C880775101   TERAYON COMMUNICATION SYS COM   Free Delivery   (100.00 )      
C880779103   TEREX CORP NEW COM   Acquisitions   200.00   (4,471.95 )  
C880779103   TEREX CORP NEW COM   Dispositions   (200.00 )     4,059.91
C88162G103   TETRA TECH INC NEW COM   Acquisitions   50.00   (1,723.70 )  
C88162G103   TETRA TECH INC NEW COM   Dispositions   (7,600.00 )     155,724.12
C883203101   TEXTRON INC COM   Acquisitions   50.00   (2,781.45 )  
C883203101   TEXTRON INC COM   Dispositions   (2,500.00 )     139,831.08
C883375107   THERAGENICS CORP COM   Acquisitions   400.00   (4,285.95 )  
C883375107   THERAGENICS CORP COM   Dispositions   (1,000.00 )     4,469.90
C883381105   THERASENSE INC COM   Acquisitions   700.00   (17,494.95 )  
C883381105   THERASENSE INC COM   Dispositions   (700.00 )     17,462.46
C883556102   THERMO ELECTRON CORP COM   Acquisitions   200.00   (5,318.00 )  
C883556102   THERMO ELECTRON CORP COM   Dispositions   (7,600.00 )     161,305.37
C88368Q103   THESTREET COM INC COM   Acquisitions   100.00   (276.43 )  
S2126067   THOMSON CORP COM   Dispositions   (800.00 )     22,016.64
S2126067   THOMSON CORP COM   Free Receipt   15,200.00        
C885175307   THORATEC CORP   Acquisitions   200.00   (3,866.00 )  
C885175307   THORATEC CORP   Dispositions   (358.00 )     5,442.94
C872443403   T-HQ INC COM NEW   Acquisitions   53.00   (3,066.92 )  
C872443403   T-HQ INC COM NEW   Dispositions   (5,000.00 )     254,290.52
C88554L108   THREE-FIVE SYS INC COM   Acquisitions   500.00   (8,804.95 )  
C88554L108   THREE-FIVE SYS INC COM   Dispositions   (14,400.00 )     187,801.39
C88554L108   THREE-FIVE SYS INC COM   Free Delivery   (100.00 )      
C88632Q103   TIBCO SOFTWARE INC COM   Acquisitions   100.00   (1,329.95 )  
C88632Q103   TIBCO SOFTWARE INC COM   Dispositions   (8,400.00 )     78,985.08
C88633P203   TICKETMASTER   Acquisitions   1,800.00   (28,434.78 )  
C88633P203   TICKETMASTER   Dispositions   (11,700.00 )     161,611.38
C886423102   TIDEWATER INC COM   Acquisitions   0.17   (7.56 )  
C886423102   TIDEWATER INC COM   Dispositions   (13,900.00 )     632,534.54
C886547108   TIFFANY & CO COM   Acquisitions   60.00   (2,215.00 )  
C886547108   TIFFANY & CO COM   Dispositions   (12,000.00 )     423,216.27
C887100105   TIMBERLAND CO CL A   Acquisitions   63.00   (2,423.95 )  
C887100105   TIMBERLAND CO CL A   Dispositions   (8,610.00 )     300,823.35
C887319101   TIME WARNER TELECOM INC CL A ISIN 3US8873191014   Acquisitions   130.00   (8,417.50 )  
C887319101   TIME WARNER TELECOM INC CL A ISIN 3US8873191014   Dispositions   (1,110.00 )     79,197.64
C887389104   TIMKEN CO COM   Acquisitions   1,000.00   (13,629.95 )  
C887389104   TIMKEN CO COM   Dispositions   (1,500.00 )     23,204.67
C888314101   TITAN PHARMACEUTICALS INC DEL COM   Acquisitions   100.00   (3,564.50 )  
C888314101   TITAN PHARMACEUTICALS INC DEL COM   Dispositions   (520.00 )     17,328.73
C888706108   TIVO INC COM   Acquisitions   100.00   (1,018.95 )  
C888706108   TIVO INC COM   Dispositions   (2,000.00 )     12,699.57
C888706108   TIVO INC COM   Free Delivery   (400.00 )      
C872540109   TJX COS INC COM NEW   Acquisitions   0.18   (6.75 )  
C872540109   TJX COS INC COM NEW   Dispositions   (5,960.00 )     217,951.11
C872941109   TMP WORLDWIDE INC COM   Acquisitions   20.00   (760.60 )  
C872941109   TMP WORLDWIDE INC COM   Dispositions   (5,970.00 )     367,087.84
S6895675   TOKYO ELECTRON Y50   Acquisitions   300.00   (18,627.48 )  
S6895675   TOKYO ELECTRON Y50   Dispositions   (1,000.00 )     44,157.95
C889478103   TOLL BROS INC COM   Acquisitions   50.00   (1,717.95 )  
C889478103   TOLL BROS INC COM   Dispositions   (12,000.00 )     414,372.58
S2720414   TOLL BROS INC TOLL BROS SR SUB NT CPN 8.25 02/01/11 8.25 02-01-11/02-01-06   Acquisitions   19,000.00   (18,857.50 )  
S2720414   TOLL BROS INC TOLL BROS SR SUB NT CPN 8.25 02/01/11 8.25 02-01-11/02-01-06   Dispositions   (39,000.00 )     38,415.00
C889542106   TOLLGRADE COMMUNICATIONS INC COM   Acquisitions   100.00   (2,364.95 )  

C889542106   TOLLGRADE COMMUNICATIONS INC COM   Dispositions   (500.00 )     13,739.57
S0896265   TOMKINS ORD GBP0.05   Acquisitions   5,140.00   (15,516.51 )  
S0896265   TOMKINS ORD GBP0.05   Dispositions   (62,924.00 )     138,326.56
CG8915Z102   TOMMY HILFIGER COM STK USD0.01   Acquisitions   910.00   (13,422.50 )  
CG8915Z102   TOMMY HILFIGER COM STK USD0.01   Dispositions   (23,060.00 )     216,433.90
C890333107   TOO INC COM STK   Acquisitions   100.00   (2,641.95 )  
C890333107   TOO INC COM STK   Dispositions   (100.00 )     2,656.96
S903906W   TOPIX INDEX DEC 2001 FUTURE   Free Delivery   (2.00 )      
S903906W   TOPIX INDEX DEC 2001 FUTURE   Free Receipt   3.00        
S903906L   TOPIX INDEX DEC 2001 FUTURE (LIAB)   Free Delivery   (1.00 )      
S903906L   TOPIX INDEX DEC 2001 FUTURE (LIAB)   Free Receipt   3.00        
S902473W   TOPIX INDEX FUTURE 30/09/2001   Free Delivery   (1.00 )      
S902473W   TOPIX INDEX FUTURE 30/09/2001   Free Receipt   1.00        
S9103699   TOPIX INDEX JUN 2001 FUTURE   Free Delivery   (3.00 )      
S9103699   TOPIX INDEX JUN 2001 FUTURE   Free Receipt   2.00        
S902473L   TOPIX INDEX LIAB FUTURE 30/09/2001   Free Delivery   (1.00 )      
S902473L   TOPIX INDEX LIAB FUTURE 30/09/2001   Free Receipt   2.00        
S9961899   TOPIX INDEX MAR 2001 FUTURE   Free Delivery   (1.00 )      
S9961899   TOPIX INDEX MAR 2001 FUTURE   Free Receipt   5.00        
C890786106   TOPPS INC COM   Acquisitions   100.00   (1,174.95 )  
C890786106   TOPPS INC COM   Dispositions   (13,000.00 )     116,533.30
C890786106   TOPPS INC COM   Free Delivery   (1,000.00 )      
C891013104   TORCH ENERGY RTY TR UNIT BEN INT COM STK   Acquisitions   15.87   (111.10 )  
C891013104   TORCH ENERGY RTY TR UNIT BEN INT COM STK   Dispositions   (2,000.00 )     16,899.43
C891027104   TORCHMARK CORP COM   Acquisitions   2,100.00   (81,585.42 )  
C891027104   TORCHMARK CORP COM   Dispositions   (100.00 )     3,778.87
S6897217   TOSHIBA CORP Y50   Acquisitions   1,000.00   (5,246.63 )  
S6897217   TOSHIBA CORP Y50   Dispositions   (8,000.00 )     29,455.52
S6900212   TOSTEM INAX HOLDING CORPORATION JPY50   Acquisitions   2,000.00   (28,051.20 )  
S6900212   TOSTEM INAX HOLDING CORPORATION JPY50   Dispositions   (2,000.00 )     35,335.05
S4905413   TOTAL FINA ELF EUR10   Acquisitions   150.00   (19,875.05 )  
S4905413   TOTAL FINA ELF EUR10   Dispositions   (1,200.00 )     163,261.73
C891707101   TOWER AUTOMOTIVE INC COM   Acquisitions   3,500.00   (35,927.50 )  
C891707101   TOWER AUTOMOTIVE INC COM   Dispositions   (19,600.00 )     120,535.94
S6900472   TOYO TRUST & BKG JPY50   Acquisitions   6,000.00   (21,115.01 )  
S6900472   TOYO TRUST & BKG JPY50   Free Delivery   (36,000.00 )      
C892335100   TOYS R US INC (HOLDING COMPANY)   Acquisitions   200.00   (5,014.00 )  
C892335100   TOYS R US INC (HOLDING COMPANY)   Dispositions   (4,900.00 )     120,279.22
C893349837   TRANS WORLD AIRLS INC COM PAR $.01 NEW   Acquisitions   500.00   (779.95 )  
C893349837   TRANS WORLD AIRLS INC COM PAR $.01 NEW   Dispositions   (500.00 )     690.02
C89376R109   TRANSMETA CORP DEL COM   Acquisitions   50.00   (1,026.83 )  
C89376R109   TRANSMETA CORP DEL COM   Dispositions   (63.00 )     235.27
C89376R109   TRANSMETA CORP DEL COM   Free Delivery   (40.00 )      
CG90078109   TRANSOCEAN SEDCO FOREX INC COM   Acquisitions   0.08   (3.79 )  
CG90078109   TRANSOCEAN SEDCO FOREX INC COM   Dispositions   (12,200.00 )     652,436.66
CG90078109   TRANSOCEAN SEDCO FOREX INC COM   Free Receipt   1,600.00        
C894065101   TRANSWITCH CORP COM   Acquisitions   500.00   (8,654.95 )  
C894065101   TRANSWITCH CORP COM   Dispositions   (5,170.00 )     274,000.86
C893953109   TRAVELOCITY COM INC COM   Acquisitions   400.00   (5,734.95 )  
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C872625108   TRC COS INC COM   Acquisitions   50.00   (2,659.95 )  
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C89531P105   TREX INC COM   Dispositions   (1,000.00 )     27,049.14
C89579K109   TRIAD HOSPS INC COM ISIN US89579K1097   Acquisitions   900.00   (26,625.69 )  
C89579K109   TRIAD HOSPS INC COM ISIN US89579K1097   Dispositions   (3,240.00 )     88,819.69
C896047107   TRIBUNE CO COM   Acquisitions   300.00   (12,840.99 )  
C896047107   TRIBUNE CO COM   Dispositions   (300.00 )     12,857.57
C895953107   TRICON GLOBAL RESTAURANT INC   Acquisitions   4,030.00   (162,684.25 )  
C895953107   TRICON GLOBAL RESTAURANT INC   Dispositions   (4,030.00 )     179,580.07
C896187408   TRIKON TECHNOLOGIES INC COM NEW   Acquisitions   100.00   (1,519.95 )  
C896187408   TRIKON TECHNOLOGIES INC COM NEW   Free Delivery   (150.00 )      
C896239100   TRIMBLE NAV LTD COM   Acquisitions   1,700.00   (30,570.93 )  
C896239100   TRIMBLE NAV LTD COM   Dispositions   (900.00 )     17,084.84
S0903994   TRINITY MIRROR ORD GBP0.10   Acquisitions   4,800.00   (24,508.63 )  

S0903994   TRINITY MIRROR ORD GBP0.10   Dispositions   (9,300.00 )     53,292.76
C89674K103   TRIQUINT SEMICONDUCTOR INC COM   Acquisitions   (100.00 ) 2,200.50    
C89674K103   TRIQUINT SEMICONDUCTOR INC COM   Dispositions   (14,330.00 )     347,234.41
C89674K103   TRIQUINT SEMICONDUCTOR INC COM   Free Receipt   115.00        
C89677M106   TRITON PCS HLDGS INC CL A COM STK   Acquisitions   3,460.00   (123,395.02 )  
C89677M106   TRITON PCS HLDGS INC CL A COM STK   Dispositions   (4,270.00 )     170,281.92
C896818101   TRIUMPH GROUP INC NEW COM   Acquisitions   4,200.00   (157,814.16 )  
C896818101   TRIUMPH GROUP INC NEW COM   Dispositions   (2,100.00 )     96,953.76
C872649108   TRW INC COM   Acquisitions   100.00   (4,304.95 )  
C872649108   TRW INC COM   Dispositions   (1,390.00 )     53,153.07
C872649108   TRW INC COM   Free Receipt   400.00        
C899896104   TUPPERWARE CORP COM   Acquisitions   100.00   (2,154.95 )  
C899896104   TUPPERWARE CORP COM   Dispositions   (1,000.00 )     20,184.37
C901167106   TWEETER HOME ENTMT GROUP INC COM   Acquisitions   400.00   (12,067.36 )  
C901167106   TWEETER HOME ENTMT GROUP INC COM   Dispositions   (6,300.00 )     91,306.00
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C882508104   TX INSTRS INC COM   Dispositions   (14,800.00 )     433,111.97
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C873168108   TXU CORP COM   Dispositions   (10,900.00 )     508,740.52
C902124106   TYCO INTL LTD NEW COM   Acquisitions   0.14   (7.50 )  
C902124106   TYCO INTL LTD NEW COM   Dispositions   (10,600.00 )     582,100.77
C902124106   TYCO INTL LTD NEW COM   Free Delivery   (7,190.19 )      
C902124106   TYCO INTL LTD NEW COM   Free Receipt   7,190.19        
S2783042   U S BK NATL ASSN MINNEAPOLIS MINN MEDIUMTRANCHE # SB 00001 6.375 8-1-11 REG   Acquisitions   100,000.00   (99,510.00 )  
S2783042   U S BK NATL ASSN MINNEAPOLIS MINN MEDIUMTRANCHE # SB 00001 6.375 8-1-11 REG   Dispositions   (50,000.00 )     50,072.00
C90333T105   U S LAB INC COM   Acquisitions   200.00   (2,790.09 )  
C90333T105   U S LAB INC COM   Dispositions   (425.00 )     5,758.34
C902988104   U S MICROBICS COM   Acquisitions   110.00   (104.75 )  
C902988104   U S MICROBICS COM   Dispositions   (1,450.00 )     1,142.75
C90337L108   U S PHYSICAL THERAPY COM   Acquisitions   100.00   (1,811.00 )  
C90337L108   U S PHYSICAL THERAPY COM   Dispositions   (3,700.00 )     61,882.97
C90337L108   U S PHYSICAL THERAPY COM   Free Receipt   1,000.00        
C902948108   U S PLASTIC LMBR CORP   Acquisitions   1,000.00   (1,279.95 )  
C902948108   U S PLASTIC LMBR CORP   Dispositions   (1,000.00 )     1,703.69
C911905107   U.S AIR GROUP COM   Acquisitions   100.00   (528.95 )  
C911905107   U.S AIR GROUP COM   Dispositions   (800.00 )     32,268.97
C902549500   UAL CORP COM STK PAR $0.01   Acquisitions   (6,200.00 ) 115,692.00    
C902549500   UAL CORP COM STK PAR $0.01   Dispositions   (17,000.00 )     632,134.09
C902549500   UAL CORP COM STK PAR $0.01   Free Delivery   (800.00 )      
C902549708   UAL CORP DEPOS SH REPSTG 1/1000PFD B 12.25   Acquisitions   18.18   (550.03 )  
C902549708   UAL CORP DEPOS SH REPSTG 1/1000PFD B 12.25   Dispositions   (1,900.00 )     23,692.29
C903474302   UBIQUITEL INC COM   Acquisitions   700.00   (7,033.95 )  
C903474302   UBIQUITEL INC COM   Dispositions   (500.00 )     3,605.62
S511136X   UBS AG CHF10(REGD)   Acquisitions   90.00   (13,854.43 )  
S511136X   UBS AG CHF10(REGD)   Dispositions   (360.00 )     52,463.66
S511136X   UBS AG CHF10(REGD)   Free Delivery   (1,810.00 )      
S7126114   UBS AG CHF2.80(REGD)   Acquisitions   400.00   (19,134.20 )  
S7126114   UBS AG CHF2.80(REGD)   Dispositions   (600.00 )     30,235.96
S7126114   UBS AG CHF2.80(REGD)   Free Receipt   5,430.00        
S6335223   UFJ HLDGS NPV   Acquisitions   5.00   (36,294.56 )  
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S6335223   UFJ HLDGS NPV   Free Receipt   0.56        
C902737105   UICI COM   Acquisitions   4,400.00   (53,971.72 )  
C902737105   UICI COM   Dispositions   (5,500.00 )     83,048.32
C62885E406   UIT NCE PETROFUND I CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   Acquisitions   125.00   (939.95 )  
C62885E406   UIT NCE PETROFUND I CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   Dispositions   (125.00 )     991.26
C62885E406   UIT NCE PETROFUND I CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   Free Receipt   200.00        
C78462F103   UIT SPDR TR UNIT SER 1 CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   Acquisitions   0.15   (20.57 )  

C78462F103   UIT SPDR TR UNIT SER 1 CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   Dispositions   (3,800.00 )     427,960.30
C78462F103   UIT SPDR TR UNIT SER 1 CTF OF OWN EVID UNDIV INT $1000 UNIT VALUE REG   Free Delivery   (340.00 )      
C92115B831   UIT VAN KAMPEN FOCUS PORTFOLIOS 235BIRINYI SELECT TR 1 INT $1000UNIT REG   Acquisitions   4.00   (32.97 )  
C92115B831   UIT VAN KAMPEN FOCUS PORTFOLIOS 235BIRINYI SELECT TR 1 INT $1000UNIT REG   Dispositions   (504.00 )     3,975.19
C903844108   ULTICOM INC COM STK ISIN# US9038441088   Acquisitions   2,500.00   (63,565.75 )  
C903844108   ULTICOM INC COM STK ISIN# US9038441088   Dispositions   (1,300.00 )     12,720.07
C903914109   ULTRA PETROLEUM CP COM STK   Acquisitions   1,000.00   (6,939.95 )  
C903914109   ULTRA PETROLEUM CP COM STK   Dispositions   (1,000.00 )     5,469.86
C904034105   ULTRATECH STEPPER INC COM   Acquisitions   100.00   (3,339.95 )  
C904034105   ULTRATECH STEPPER INC COM   Dispositions   (5,700.00 )     131,399.42
C907818108   UN PAC CORP COM   Acquisitions   100.00   (6,023.95 )  
C907818108   UN PAC CORP COM   Dispositions   (4,000.00 )     206,993.09
C908068109   UN PLANTERS CORP COM   Acquisitions   11.51   (447.37 )  
C908068109   UN PLANTERS CORP COM   Dispositions   (100.00 )     3,837.87
S4232445   UNICREDITO ITALIAN EUR0.50   Acquisitions   910.00   (3,934.26 )  
S4232445   UNICREDITO ITALIAN EUR0.50   Dispositions   (8,790.00 )     29,079.49
S0574873   UNILEVER PLC ORD GBP0.014   Acquisitions   1,740.00   (14,996.80 )  
S0574873   UNILEVER PLC ORD GBP0.014   Dispositions   (7,700.00 )     61,267.84
C909214108   UNISYS CORP COM   Acquisitions   300.00   (3,504.99 )  
C909214108   UNISYS CORP COM   Dispositions   (300.00 )     3,449.88
S903114W   UNITED MEXICAN STATES 123.2 CALL OPTION 04-04-2001 OTC   Acquisitions   90.00   (1,440.00 )  
S903114W   UNITED MEXICAN STATES 123.2 CALL OPTION 04-04-2001 OTC   Dispositions   (90.00 )     0
S903115W   UNITED MEXICAN STATES 123.25 CALL OPTION 04-04-2001   Acquisitions   40.00   (640.00 )  
S903115W   UNITED MEXICAN STATES 123.25 CALL OPTION 04-04-2001   Dispositions   (40.00 )     0
S903108W   UNITED MEXICAN STATES 123.4 CALL OPTION 04-04-2001   Acquisitions   40.00   (620.00 )  
S903108W   UNITED MEXICAN STATES 123.4 CALL OPTION 04-04-2001   Dispositions   (40.00 )     0
S903122W   UNITED MEXICAN STATES 123.5 CALL OPTION 04-05-2001   Acquisitions   200.00   (3,260.00 )  
S903122W   UNITED MEXICAN STATES 123.5 CALL OPTION 04-05-2001   Dispositions   (200.00 )     0
S903153W   UNITED MEXICAN STATES 124 CALL OPTION 06-04-2001 (OTC)   Acquisitions   230.00   (3,450.00 )  
S903153W   UNITED MEXICAN STATES 124 CALL OPTION 06-04-2001 (OTC)   Dispositions   (230.00 )     0
C911312106   UNITED PARCEL SVC INC CL B   Acquisitions   0.67   (40.34 )  
C911312106   UNITED PARCEL SVC INC CL B   Dispositions   (100.00 )     5,310.87
C913247508   UNITEDGLOBALCOM CL A   Acquisitions   250.00   (5,202.45 )  
C913247508   UNITEDGLOBALCOM CL A   Dispositions   (3,200.00 )     55,398.15
C91324P102   UNITEDHEALTH GROUP INC COM   Acquisitions   100.00   (5,741.95 )  
C91324P102   UNITEDHEALTH GROUP INC COM   Dispositions   (12,600.00 )     748,940.44
C91324P102   UNITEDHEALTH GROUP INC COM   Free Receipt   187.00        
C913356101   UNIVERCELL HLDGS INC COM   Acquisitions   2,000.00   (2,880.00 )  
C913356101   UNIVERCELL HLDGS INC COM   Dispositions   (2,000.00 )     2,259.92
C914906102   UNIVISION COMMUNICATIONS INC CL A   Acquisitions   200.00   (8,636.00 )  
C914906102   UNIVISION COMMUNICATIONS INC CL A   Dispositions   (1,700.00 )     67,667.77
C915289102   UNOCAL CORP COM   Acquisitions   200.00   (7,576.00 )  
C915289102   UNOCAL CORP COM   Dispositions   (6,460.00 )     207,346.80
C91529Y106   UNUMPROVIDENT CORP COM   Acquisitions   200.00   (5,910.00 )  
C91529Y106   UNUMPROVIDENT CORP COM   Dispositions   (200.00 )     5,915.80
C913903100   UNVL HEALTH SERVICES INC CL B COM   Acquisitions   3,420.00   (264,560.26 )  
C913903100   UNVL HEALTH SERVICES INC CL B COM   Dispositions   (1,250.00 )     49,768.83
C913903100   UNVL HEALTH SERVICES INC CL B COM   Free Receipt   3,420.00        
C91359E105   UNVL HLTH RLTY INC TR SH BEN INT   Acquisitions   500.00   (12,094.95 )  
C91359E105   UNVL HLTH RLTY INC TR SH BEN INT   Dispositions   (500.00 )     12,679.62
S9127050   US 10 YR AGENCY MAR 2001 FUTURE   Free Delivery   (14.00 )      

S9127050   US 10 YR AGENCY MAR 2001 FUTURE   Free Receipt   3.00        
S9029350   US 10YR T-NOTE JUNE 2001 FUTURES   Free Delivery   (5.00 )      
S9029350   US 10YR T-NOTE JUNE 2001 FUTURES   Free Receipt   11.00        
C902973304   US BANCORP   Acquisitions   75.00   (1,394.20 )  
C902973304   US BANCORP   Dispositions   (1,600.00 )     36,510.78
C902973304   US BANCORP   Free Receipt   24,791.00        
C90338W103   US ONCOLOGY INC COM   Acquisitions   2,100.00   (16,800.00 )  
C90338W103   US ONCOLOGY INC COM   Dispositions   (12,800.00 )     107,004.43
S903015U   US T BOND 105 CALL OPTION APRIL 2001   Acquisitions   5.00   0    
S903015U   US T BOND 105 CALL OPTION APRIL 2001   Dispositions   (5.00 )     3,646.90
S902768U   US T-BOND 102 PUT OPTION MARCH 2001   Acquisitions   5.00   0    
S902768U   US T-BOND 102 PUT OPTION MARCH 2001   Dispositions   (5.00 )     2,943.75
S902802U   US T-BOND 104 CALL OPTION FEB 2001   Acquisitions   5.00   0    
S902802U   US T-BOND 104 CALL OPTION FEB 2001   Dispositions   (5.00 )     1,537.50
S903312U   US T-BOND 106 CALL OPTION SEPT 2001   Acquisitions   5.00   0    
S903312U   US T-BOND 106 CALL OPTION SEPT 2001   Dispositions   (5.00 )     2,475.00
S903704U   US T-BOND 110 CALL OPT DEC 2001 11-23-2001   Acquisitions   4.00   (832.52 )  
S903704U   US T-BOND 110 CALL OPT DEC 2001 11-23-2001   Dispositions   (16.00 )     2,920.00
S903738L   US T-BOND DEC 2001 FUTURE 12-19-2001   Free Delivery   (3.00 )      
S903738L   US T-BOND DEC 2001 FUTURE 12-19-2001   Free Receipt   8.00        
S9033730   US T-BOND SEPT 2001 FUTURE   Free Delivery   (15.00 )      
S9033730   US T-BOND SEPT 2001 FUTURE   Free Receipt   5.00        
S9029310   US T-BONDS 06-20-2001   Free Delivery   (1.00 )      
S9029310   US T-BONDS 06-20-2001   Free Receipt   1.00        
S902904U   US T-BONDS 106 CALL OPTION JUNE 2001   Acquisitions   4.00   (5,395.00 )  
S902904U   US T-BONDS 106 CALL OPTION JUNE 2001   Dispositions   (2.00 )     2,052.50
S902931L   US T-BONDS JUNE 2001 FUTURES   Free Delivery   (16.00 )      
S902931L   US T-BONDS JUNE 2001 FUTURES   Free Receipt   19.00        
S903213U   US T-NOTE 105 CALL OPTION JUNE 2001   Acquisitions   1.00   (551.88 )  
S903213U   US T-NOTE 105 CALL OPTION JUNE 2001   Dispositions   (1.00 )     0
S902773U   US T-NOTE 106 CALL OPTION MAR 2001   Acquisitions   8.00   (290.00 )  
S902773U   US T-NOTE 106 CALL OPTION MAR 2001   Dispositions   (5.00 )     2,084.40
S902900U   US T-NOTE 107 CALL OPTION JUNE 2001   Acquisitions   50.00   0    
S902900U   US T-NOTE 107 CALL OPTION JUNE 2001   Dispositions   (50.00 )     37,250.00
S902872U   US T-NOTE 108 CALL OPTION JUNE 2001   Acquisitions   5.00   (1,978.15 )  
S902872U   US T-NOTE 108 CALL OPTION JUNE 2001   Dispositions   (5.00 )     3,178.15
S903703U   US T-NOTE 109 CALL OPT DEC 2001 11-23-2001   Acquisitions   6.00   0    
S903703U   US T-NOTE 109 CALL OPT DEC 2001 11-23-2001   Dispositions   (16.00 )     3,420.00
S2407096   US TREAS BDS INFLATION INDEX LINKED 3.875 TIPS 04-15-2029   Acquisitions   130,000.00   (149,861.79 )  
S2407096   US TREAS BDS INFLATION INDEX LINKED 3.875 TIPS 04-15-2029   Dispositions   (270,000.00 )     303,813.74
S2139601   US TREAS NTS INFLATION INDEXED 3.625 01-15-2008   Acquisitions   (1,400,000.00 ) 1,485,400.28    
S2139601   US TREAS NTS INFLATION INDEXED 3.625 01-15-2008   Dispositions   (4,220,000.00 )     4,812,556.64
S2109789   US TREAS NTS INFLATION INDEXED 3.625 DUE 07-15-2002 REG   Acquisitions   (6,250,000.00 ) 7,007,965.94    
S2109789   US TREAS NTS INFLATION INDEXED 3.625 DUE 07-15-2002 REG   Dispositions   (6,250,000.00 )     7,038,034.01
C90390U102   USA EDUCATION INC COM   Acquisitions   100.00   (8,759.95 )  
C90390U102   USA EDUCATION INC COM   Dispositions   (770.00 )     65,626.37
C902984103   USA NETWORKS INC COM STK   Acquisitions   4,200.00   (111,841.80 )  
C902984103   USA NETWORKS INC COM STK   Dispositions   (4,200.00 )     106,936.83
C90333E108   USEC INC COM   Acquisitions   150.00   (1,529.95 )  
C90333E108   USEC INC COM   Dispositions   (150.00 )     1,021.51
C916906100   USFREIGHTWAYS CORP COM   Acquisitions   8,460.00   (256,331.23 )  
C916906100   USFREIGHTWAYS CORP COM   Dispositions   (4,950.00 )     158,996.12
S4894544   USINOR NPV   Acquisitions   3,290.00   (29,928.34 )  
S4894544   USINOR NPV   Dispositions   (2,200.00 )     31,097.74
C917311805   USINTERNETWORKING INC COM   Acquisitions   10.00   (62.45 )  
C917311805   USINTERNETWORKING INC COM   Dispositions   (500.00 )     1,938.73
C902911106   UST INC COM   Acquisitions   100.00   (2,562.33 )  
S300124X   UTD BUSINESS MEDIA 'B'SHS GBX8.522727   Dispositions   (6,190.00 )     21,790.35
S300124X   UTD BUSINESS MEDIA 'B'SHS GBX8.522727   Free Receipt   6,190.00        
S3022421   UTD BUSINESS MEDIA ORD GBP0.25   Free Delivery   (4,079.00 )      
S3022421   UTD BUSINESS MEDIA ORD GBP0.25   Free Receipt   4,079.00        

S6916781   UTD O/S BANK SGD1   Acquisitions   3,000.00   (18,859.57 )  
S6916781   UTD O/S BANK SGD1   Dispositions   (15,000.00 )     95,482.68
S5931332   UTD PAN-EUROPE COM EUR1'A'SHS   Acquisitions   100.00   (927.77 )  
S5931332   UTD PAN-EUROPE COM EUR1'A'SHS   Dispositions   (787.00 )     1,711.94
C911363109   UTD RENTALS INC COM   Acquisitions   75.00   (1,886.50 )  
C911363109   UTD RENTALS INC COM   Dispositions   (75.00 )     1,326.45
C913004107   UTD STATIONERS INC COM   Acquisitions   1,600.00   (50,699.84 )  
C913004107   UTD STATIONERS INC COM   Dispositions   (11,600.00 )     311,014.63
C913017109   UTD TECHNOLOGIES CORP COM   Acquisitions   0.31   (22.89 )  
C913017109   UTD TECHNOLOGIES CORP COM   Dispositions   (9,600.00 )     739,463.33
C913017109   UTD TECHNOLOGIES CORP COM   Free Delivery   (0.00 )      
C918005109   UTILICORP UNITED INC COM   Acquisitions   372.00   (13,013.91 )  
C918005109   UTILICORP UNITED INC COM   Dispositions   (16,550.00 )     473,413.49
C918076100   UTSTARCOM INC COM   Acquisitions   146.00   (3,380.65 )  
C918076100   UTSTARCOM INC COM   Dispositions   (10,600.00 )     237,215.84
C919794107   VAL NATL BANCORP COM   Acquisitions   11,100.00   (306,296.73 )  
C919794107   VAL NATL BANCORP COM   Dispositions   (10,555.00 )     303,391.23
C919794107   VAL NATL BANCORP COM   Free Receipt   555.00        
C918914102   VALENCE TECH INC COM   Acquisitions   2,500.00   (29,247.00 )  
C918914102   VALENCE TECH INC COM   Dispositions   (15,400.00 )     78,660.57
C91913Y100   VALERO ENERGY CORP COM STK NEW   Acquisitions   0.95   (40.00 )  
C91913Y100   VALERO ENERGY CORP COM STK NEW   Dispositions   (7,600.00 )     284,612.01
C920355104   VALSPAR CORP COM   Acquisitions   2,090.00   (70,878.17 )  
C920355104   VALSPAR CORP COM   Dispositions   (2,760.00 )     102,721.29
C921930103   VANS INC COM   Acquisitions   4,500.00   (72,877.50 )  
C921930103   VANS INC COM   Dispositions   (4,500.00 )     89,547.01
C922122106   VARCO INTL INC DEL COM   Acquisitions   39,400.00   (750,964.00 )  
C922122106   VARCO INTL INC DEL COM   Dispositions   (9,200.00 )     220,966.49
C922122106   VARCO INTL INC DEL COM   Free Delivery   (356.00 )      
C92220P105   VARIAN MED SYS INC COM ISIN #US9222091057   Acquisitions   100.00   (6,451.50 )  
C92220P105   VARIAN MED SYS INC COM ISIN #US9222091057   Dispositions   (3,500.00 )     250,082.06
C922207105   VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM   Acquisitions   100.00   (3,811.95 )  
C922207105   VARIAN SEMICONDUCTOR EQUIPTMENT ASSOCS INC COM   Dispositions   (9,700.00 )     213,721.69
C922321104   VASOMEDICAL INC COM   Acquisitions   200.00   (735.23 )  
C922321104   VASOMEDICAL INC COM   Dispositions   (7,000.00 )     28,349.04
C922390208   VAXGEN INC COM NEW   Acquisitions   100.00   (1,229.95 )  
C922390208   VAXGEN INC COM NEW   Dispositions   (200.00 )     4,019.91
S5205361   VEDIOR CVA NLG0.05   Acquisitions   317.00   (4,043.69 )  
S7067699   VEDIOR CVA NLG0.05(STK DIV 29/5/01   Dispositions   (18,386.00 )     4,043.69
S7067699   VEDIOR CVA NLG0.05(STK DIV 29/5/01   Free Receipt   18,441.00        
C92343E102   VERISIGN INC COM   Acquisitions   44.00   (2,185.95 )  
C92343E102   VERISIGN INC COM   Dispositions   (3,920.00 )     171,611.87
C92343E102   VERISIGN INC COM   Free Delivery   (200.00 )      
C923436109   VERITAS SOFTWARE CORP COM   Acquisitions   10.00   (1,074.95 )  
C923436109   VERITAS SOFTWARE CORP COM   Dispositions   (4,700.00 )     587,104.42
C923436109   VERITAS SOFTWARE CORP COM   Free Delivery   (500.00 )      
C923436109   VERITAS SOFTWARE CORP COM   Free Receipt   490.00        
C92343C106   VERITY INC COM   Acquisitions   100.00   (3,054.95 )  
C92343C106   VERITY INC COM   Dispositions   (4,800.00 )     85,077.16
C92343V104   VERIZON COMMUNICATIONS COM   Acquisitions   0.57   (29.69 )  
C92343V104   VERIZON COMMUNICATIONS COM   Dispositions   (10,000.00 )     490,165.64
C92532F100   VERTEX PHARMACEUTICALS INC COM   Acquisitions   800.00   (34,417.04 )  
C92532F100   VERTEX PHARMACEUTICALS INC COM   Dispositions   (6,800.00 )     277,823.77
C92532F100   VERTEX PHARMACEUTICALS INC COM   Free Receipt   9,734.00        
C92532R203   VERTICAL COMPUTER SYS INC COM NEW   Acquisitions   15,000.00   (1,158.75 )  
C92532R203   VERTICAL COMPUTER SYS INC COM NEW   Dispositions   (300.00 )     13.22
C92532L107   VERTICALNET INC OC-COM   Acquisitions   100.00   (982.01 )  
C92532L107   VERTICALNET INC OC-COM   Dispositions   (14,900.00 )     89,279.30
C925524308   VIACOM COM CL B   Acquisitions   60.00   (3,347.50 )  
C925524308   VIACOM COM CL B   Dispositions   (21,100.00 )     678,741.12
C925524308   VIACOM COM CL B   Free Delivery   (217.00 )      
C925524308   VIACOM COM CL B   Free Receipt   4,795.20        
C92552V100   VIASAT INC COM   Acquisitions   30.00   (538.08 )  

C92553Q209   VIASYS HEALTHCARE INC COM NEW   Dispositions   (686.00 )     12,519.08
C92553Q209   VIASYS HEALTHCARE INC COM NEW   Free Receipt   13.00        
C925529208   VIATEL INC COM   Acquisitions   300.00   (1,490.24 )  
C925529208   VIATEL INC COM   Dispositions   (200.00 )     576.26
C925815102   VICOR CORP COM   Acquisitions   100.00   (2,117.45 )  
C925815102   VICOR CORP COM   Dispositions   (800.00 )     19,271.39
C926734104   VIGNETTE CORP COM   Acquisitions   300.00   (1,336.81 )  
C926734104   VIGNETTE CORP COM   Dispositions   (42,480.00 )     228,335.08
C92675K106   VIISAGE TECH INC COM   Acquisitions   100.00   (462.95 )  
C92675K106   VIISAGE TECH INC COM   Dispositions   (4,200.00 )     56,782.10
C927460105   VINTAGE PETE INC COM   Acquisitions   125.00   (2,670.58 )  
C927460105   VINTAGE PETE INC COM   Dispositions   (9,900.00 )     213,435.89
C92763R104   VIRAGE LOGIC CORP COM   Acquisitions   3,900.00   (38,883.00 )  
C92763R104   VIRAGE LOGIC CORP COM   Dispositions   (5,800.00 )     78,111.79
C928241108   VIROPHARMA INC COM   Acquisitions   200.00   (5,329.95 )  
C928241108   VIROPHARMA INC COM   Dispositions   (2,200.00 )     62,928.90
C928298108   VISHAY INTERTECHNOLOGY INC COM   Acquisitions   60.00   (1,154.95 )  
C928298108   VISHAY INTERTECHNOLOGY INC COM   Dispositions   (1,000.00 )     19,269.40
C92831E101   VISIONICS CORP DEL COM   Acquisitions   123.00   (2,137.50 )  
C92831E101   VISIONICS CORP DEL COM   Dispositions   (300.00 )     4,469.90
C92831E101   VISIONICS CORP DEL COM   Free Receipt   200.00        
C92839U107   VISTEON CORP COM   Acquisitions   0.01   (0.18 )  
C92839U107   VISTEON CORP COM   Dispositions   (26,300.00 )     286,568.35
C92839U107   VISTEON CORP COM   Free Delivery   (19.00 )      
C92839U107   VISTEON CORP COM   Free Receipt   34.00        
C928444108   VISUAL NETWORKS INC COM   Acquisitions   300.00   (707.95 )  
C928444108   VISUAL NETWORKS INC COM   Dispositions   (300.00 )     840.02
C92844S105   VISX INC DEL COM   Acquisitions   300.00   (4,949.95 )  
C92844S105   VISX INC DEL COM   Dispositions   (1,000.00 )     20,219.37
C928497106   VITESSE SEMICONDUCTOR CORP COM   Acquisitions   20.00   (1,254.95 )  
C928497106   VITESSE SEMICONDUCTOR CORP COM   Dispositions   (5,010.00 )     97,123.13
C92849Q104   VITRIA TECHNOLOGY INC COM   Acquisitions   200.00   (623.98 )  
C92849Q104   VITRIA TECHNOLOGY INC COM   Dispositions   (200.00 )     1,734.99
S4834777   VIVENDI UNIVERSAL EUR5.50   Acquisitions   200.00   (8,083.07 )  
S4834777   VIVENDI UNIVERSAL EUR5.50   Dispositions   (1,360.00 )     97,413.39
S4834777   VIVENDI UNIVERSAL EUR5.50   Free Receipt   7,688.00        
C928552108   VIXEL CORP DEL COM STK   Acquisitions   1,000.00   (4,092.50 )  
S7097210   VNU NV COUPONS STK DIV 27/04/2001   Dispositions   (3,500.00 )     0
S7097210   VNU NV COUPONS STK DIV 27/04/2001   Free Receipt   3,500.00        
S4970950   VNU NV EUR0.20   Acquisitions   200.00   (10,465.50 )  
S512934W   VNU NV STOCK DIVID EXP 03/09/01   Dispositions   (10,740.00 )     0
S512934W   VNU NV STOCK DIVID EXP 03/09/01   Free Receipt   10,740.00        
S0719210   VODAFONE GROUP PLC ORD USD0.10   Acquisitions   2,082.00   (7,490.47 )  
CM97601104   VOLCALTEC COMMUNICATION LTD   Dispositions   (400.00 )     890.01
CM97601104   VOLCALTEC COMMUNICATION LTD   Free Receipt   400.00        
C929042109   VORNADO RLTY TR COM   Acquisitions   8.51   (306.56 )  
C929042109   VORNADO RLTY TR COM   Dispositions   (10,000.00 )     413,411.21
C918458100   VYYO INC COM STK   Acquisitions   900.00   (3,658.03 )  
C918458100   VYYO INC COM STK   Dispositions   (6,300.00 )     14,953.80
S250511U   WA MUT BK FA CHATSWORTH CAL GL # SR 00001 DUE 05-14-2004 BEO   Acquisitions   300,000.00   (300,495.00 )  
S250511U   WA MUT BK FA CHATSWORTH CAL GL # SR 00001 DUE 05-14-2004 BEO   Dispositions   (150,000.00 )     149,625.00
C939322103   WA MUT INC COM   Acquisitions   3.43   (120.99 )  
C939322103   WA MUT INC COM   Dispositions   (13,800.00 )     420,053.83
C939322103   WA MUT INC COM   Free Receipt   7,574.50        
C939653101   WA REAL ESTATE INVT TR SH BEN INT   Acquisitions   1,450.00   (33,447.92 )  
C939653101   WA REAL ESTATE INVT TR SH BEN INT   Dispositions   (1,700.00 )     36,165.85
C939653101   WA REAL ESTATE INVT TR SH BEN INT   Free Delivery   (1,450.00 )      
C929903102   WACHOVIA CORP 2ND NEW COM   Acquisitions   7,800.00   (236,259.66 )  
C929903102   WACHOVIA CORP 2ND NEW COM   Dispositions   (37,600.00 )     1,154,841.70
C929903102   WACHOVIA CORP 2ND NEW COM   Free Receipt   23,000.00        
C930059100   WADDELL & REED FINL INC CL A COM   Acquisitions   1,450.00   (43,862.50 )  
C930059100   WADDELL & REED FINL INC CL A COM   Dispositions   (7,700.00 )     233,397.69
C931422109   WALGREEN CO COM   Acquisitions   (1,600.00 ) 69,106.56    

C931422109   WALGREEN CO COM   Dispositions   (11,300.00 )     369,391.44
C931142103   WAL-MART STORES INC COM   Acquisitions   3.50   (168.87 )  
C931142103   WAL-MART STORES INC COM   Dispositions   (6,100.00 )     337,082.07
C931142103   WAL-MART STORES INC COM   Free Delivery   (100.24 )      
C939640108   WASH POST CO CL B COM   Acquisitions   300.00   (181,979.25 )  
C939640108   WASH POST CO CL B COM   Dispositions   (300.00 )     185,705.80
C941053100   WASTE CONNECTIONS INC COM   Acquisitions   200.00   (6,235.62 )  
C941053100   WASTE CONNECTIONS INC COM   Dispositions   (6,800.00 )     206,513.19
C94106L109   WASTE MGMT INC DEL COM STK   Acquisitions   0.08   (2.15 )  
C94106L109   WASTE MGMT INC DEL COM STK   Dispositions   (11,300.00 )     304,714.67
C941848103   WATERS CORP COM   Acquisitions   50.00   (1,724.95 )  
C941848103   WATERS CORP COM   Dispositions   (8,170.00 )     203,756.26
C942683103   WATSON PHARMACEUTICALS INC COM   Acquisitions   200.00   (12,306.20 )  
C942683103   WATSON PHARMACEUTICALS INC COM   Dispositions   (3,580.00 )     173,794.61
C942683103   WATSON PHARMACEUTICALS INC COM   Free Delivery   (200.00 )      
S2791432   WCI CMNTYS INC SR SUB NT 10.625 DUE 02-15-2011/02-15-2006 REG   Dispositions   (11,000.00 )     10,615.00
S2791432   WCI CMNTYS INC SR SUB NT 10.625 DUE 02-15-2011/02-15-2006 REG   Free Receipt   26,000.00        
C947074100   WEATHERFORD INTL INC NEW COM   Acquisitions   2,030.00   (76,175.95 )  
C947074100   WEATHERFORD INTL INC NEW COM   Dispositions   (5,140.00 )     255,713.66
C94767L109   WEBEX INC COM   Acquisitions   200.00   (5,359.95 )  
C94767L109   WEBEX INC COM   Dispositions   (500.00 )     16,478.06
C94769M105   WEBMD CORP COM STK COM   Acquisitions   250.00   (1,514.33 )  
C94769M105   WEBMD CORP COM STK COM   Dispositions   (43,000.00 )     306,704.45
C94768C108   WEBMETHODS INC COM   Acquisitions   100.00   (3,502.45 )  
C94768C108   WEBMETHODS INC COM   Dispositions   (600.00 )     46,258.50
C947684106   WEBSENSE INC COM STK ISIN# US9476841062   Acquisitions   800.00   (22,484.00 )  
C947684106   WEBSENSE INC COM STK ISIN# US9476841062   Dispositions   (3,100.00 )     59,046.83
C949702104   WELLMAN INC COM   Acquisitions   800.00   (14,093.28 )  
C949702104   WELLMAN INC COM   Dispositions   (9,100.00 )     101,602.64
C94973H108   WELLPOINT HLTH NETWORKS INC CL A (NEW) DELAW EFF 8-4-97   Acquisitions   100.00   (10,030.95 )  
C94973H108   WELLPOINT HLTH NETWORKS INC CL A (NEW) DELAW EFF 8-4-97   Dispositions   (1,500.00 )     162,982.76
C949746101   WELLS FARGO & CO NEW COM STK   Acquisitions   0.57   (26.42 )  
C949746101   WELLS FARGO & CO NEW COM STK   Dispositions   (2,800.00 )     122,081.24
C950590109   WENDY S INTL INC COM   Acquisitions   0.50   (12.15 )  
C950590109   WENDY S INTL INC COM   Dispositions   (10,000.00 )     250,182.65
C950755108   WERNER ENTERPRISES INC COM   Acquisitions   400.00   (8,550.00 )  
C950755108   WERNER ENTERPRISES INC COM   Dispositions   (8,300.00 )     135,514.55
C952355105   WEST CORP COM   Acquisitions   170.00   (5,019.33 )  
C952355105   WEST CORP COM   Dispositions   (5,700.00 )     130,786.12
C952355105   WEST CORP COM   Free Receipt   3,300.00        
C957090103   WESTAMERICA BANCORPORATION COM   Acquisitions   1,800.00   (74,220.12 )  
C957090103   WESTAMERICA BANCORPORATION COM   Dispositions   (6,800.00 )     228,019.51
C958102105   WESTN DIGITAL CORP COM   Acquisitions   500.00   (1,654.95 )  
C958102105   WESTN DIGITAL CORP COM   Dispositions   (400.00 )     2,039.98
C958259103   WESTN GAS RES INC COM   Acquisitions   1,000.00   (33,215.00 )  
C958259103   WESTN GAS RES INC COM   Dispositions   (8,300.00 )     266,711.60
C95988E204   WESTN WIRELESS CORP CL A   Acquisitions   65.00   (3,026.56 )  
C95988E204   WESTN WIRELESS CORP CL A   Dispositions   (15,590.00 )     413,378.45
S6076146   WESTPAC BKG CORP NPV   Acquisitions   672.00   (5,225.30 )  
C961418100   WESTPORT RES CORP NEW COM   Dispositions   (4,380.00 )     75,297.56
C961418100   WESTPORT RES CORP NEW COM   Free Receipt   11,700.00        
C961815107   WESTWOOD 1 INC COM   Acquisitions   170.00   (4,312.05 )  
C961815107   WESTWOOD 1 INC COM   Dispositions   (14,600.00 )     303,118.00
C961840105   WET SEAL INC CL A   Acquisitions   100.00   (2,110.95 )  
C961840105   WET SEAL INC CL A   Dispositions   (2,600.00 )     99,029.65
C961840105   WET SEAL INC CL A   Free Receipt   4,500.00        
C962166104   WEYERHAEUSER CO COM   Acquisitions   200.00   (11,301.00 )  
C962166104   WEYERHAEUSER CO COM   Dispositions   (1,700.00 )     92,581.97
C92925E108   W-H ENERGY SVCS INC COM   Acquisitions   3,100.00   (61,535.00 )  
C92925E108   W-H ENERGY SVCS INC COM   Dispositions   (6,300.00 )     128,110.00
C966837106   WHOLE FOODS MKT INC COM   Acquisitions   210.00   (7,578.44 )  

C966837106   WHOLE FOODS MKT INC COM   Dispositions   (9,700.00 )     386,810.49
C966837106   WHOLE FOODS MKT INC COM   Free Receipt   7,810.00        
C969457100   WILLIAMS CO INC COM   Acquisitions   0.17   (5.55 )  
C969457100   WILLIAMS CO INC COM   Dispositions   (1,000.00 )     29,339.07
C969450105   WILLIAMS COAL SEAM GAS RTY TR TR UNIT   Acquisitions   2.79   (39.40 )  
C969450105   WILLIAMS COAL SEAM GAS RTY TR TR UNIT   Dispositions   (800.00 )     11,695.64
C969455104   WILLIAMS COMMUNICATIONS GROUP INC COM   Acquisitions   45.00   (239.65 )  
C969455104   WILLIAMS COMMUNICATIONS GROUP INC COM   Dispositions   (10,362.00 )     47,448.07
C969455104   WILLIAMS COMMUNICATIONS GROUP INC COM   Free Delivery   (100.00 )      
C969455104   WILLIAMS COMMUNICATIONS GROUP INC COM   Free Receipt   10,362.24        
S2696195   WILLIAMS COMMUNICATIONS GROUP INC US$SRNT DUE 08-01-2010 BEO   Dispositions   (10,000.00 )     5,750.00
S2696195   WILLIAMS COMMUNICATIONS GROUP INC US$SRNT DUE 08-01-2010 BEO   Free Receipt   24,000.00        
S2736314   WILLIAMS COMMUNICATIONS GROUP INC US$SRNT 11.7 DUE 08-01-2008 BEO   Acquisitions   34,000.00   (14,790.00 )  
S2736314   WILLIAMS COMMUNICATIONS GROUP INC US$SRNT 11.7 DUE 08-01-2008 BEO   Dispositions   (14,000.00 )     7,980.00
C969491109   WILLIAMS ENERGY PARTNERS L P COM UNITS REPSTG LTD PARTNER INT   Acquisitions   300.00   (11,909.95 )  
C969491109   WILLIAMS ENERGY PARTNERS L P COM UNITS REPSTG LTD PARTNER INT   Dispositions   (300.00 )     12,233.64
C969904101   WILLIAMS SONOMA INC COM   Acquisitions   300.00   (6,544.95 )  
C969904101   WILLIAMS SONOMA INC COM   Dispositions   (300.00 )     8,267.27
CG96655108   WILLIS GROUP HOLDINGS COM   Acquisitions   870.00   (14,057.90 )  
CG96655108   WILLIS GROUP HOLDINGS COM   Dispositions   (4,630.00 )     108,873.13
C973149107   WIND RIV SYS INC COM   Acquisitions   500.00   (12,669.34 )  
C973149107   WIND RIV SYS INC COM   Dispositions   (6,160.00 )     155,767.03
C974168106   WINK COMMUNICATIONS INC COM   Acquisitions   6,700.00   (67,485.75 )  
C974168106   WINK COMMUNICATIONS INC COM   Dispositions   (6,700.00 )     42,262.18
C974280109   WINN-DIXIE STORES INC COM   Acquisitions   100.00   (2,689.00 )  
C974280109   WINN-DIXIE STORES INC COM   Dispositions   (200.00 )     6,325.78
C974637100   WINNEBAGO INDS INC COM   Acquisitions   500.00   (13,507.50 )  
C974637100   WINNEBAGO INDS INC COM   Dispositions   (1,400.00 )     22,858.29
C975515107   WINSTAR COMMUNICATIONS INC COM   Acquisitions   5,000.00   (227.45 )  
C975515107   WINSTAR COMMUNICATIONS INC COM   Dispositions   (31,810.00 )     416,452.17
C975515107   WINSTAR COMMUNICATIONS INC COM   Free Delivery   (6,000.00 )      
S2676700   WINSTAR COMMUNICATIONS INC SR NT 12.75 4-15-10/05 BEO BD IN DEFAULT   Acquisitions   2,000.00   (1,460.00 )  
S2676700   WINSTAR COMMUNICATIONS INC SR NT 12.75 4-15-10/05 BEO BD IN DEFAULT   Dispositions   (18,000.00 )     12,960.00
S2676700   WINSTAR COMMUNICATIONS INC SR NT 12.75 4-15-10/05 BEO BD IN DEFAULT   Free Delivery   (48,000.00 )      
S2676700   WINSTAR COMMUNICATIONS INC SR NT 12.75 4-15-10/05 BEO BD IN DEFAULT   Free Receipt   48,000.00        
C97653A103   WIRELESS FACS INC COM   Acquisitions   100.00   (1,311.20 )  
C97653A103   WIRELESS FACS INC COM   Dispositions   (15,030.00 )     54,043.06
C929297109   WMS INDS INC COM   Acquisitions   7,600.00   (144,615.08 )  
C929297109   WMS INDS INC COM   Dispositions   (14,800.00 )     264,347.27
S0976402   WOLSELEY ORD 25P   Acquisitions   424.00   (3,066.46 )  
S0976402   WOLSELEY ORD 25P   Dispositions   (5,440.00 )     33,543.26
S5671519   WOLTERS KLUWER CVA EUR0.12   Acquisitions   170.00   (4,719.35 )  
S7086940   WOLTERS KLUWER CVA NLG0.12(STDIV15/5/2001)   Dispositions   (38.00 )     11.90
S7086940   WOLTERS KLUWER CVA NLG0.12(STDIV15/5/2001)   Free Receipt   3,800.00        
C981419104   WORLD ACCEP CORP S C NEW COM   Acquisitions   170.00   (1,508.95 )  
C981419104   WORLD ACCEP CORP S C NEW COM   Dispositions   (170.00 )     1,530.59
C98157D304   WORLDCOM INC GA COM   Acquisitions   0.09   (1.20 )  
C98157D304   WORLDCOM INC GA COM   Free Delivery   (0.09 )      
S246854U   WORLDCOM INC GA NEW 8.25000 05/16/01 05/15/31 8.25 DUE 05-15-2031 BEO   Acquisitions   300,000.00   (294,294.00 )  
S246854U   WORLDCOM INC GA NEW 8.25000 05/16/01 05/15/31 8.25 DUE 05-15-2031 BEO   Dispositions   (100,000.00 )     99,188.00
C98157D304   WORLDCOM INC GA NEW MCI GROUP COM   Acquisitions   100.00   (1,865.95 )  
C98157D304   WORLDCOM INC GA NEW MCI GROUP COM   Dispositions   (3,009.00 )     54,996.06
C98157D304   WORLDCOM INC GA NEW MCI GROUP COM   Free Receipt   1,872.00        

C98157D106   WORLDCOM INC/WORLDCO   Acquisitions   50.00   (957.45 )  
C98157D106   WORLDCOM INC/WORLDCO   Dispositions   (18,800.00 )     260,482.23
C98157D106   WORLDCOM INC/WORLDCO   Free Delivery   (300.00 )      
C98157D106   WORLDCOM INC/WORLDCO   Free Receipt   2,735.28        
C981609209   WORLDWIDE XCEED GROUP INC COM NEW   Dispositions   (600.00 )     330.03
C981609209   WORLDWIDE XCEED GROUP INC COM NEW   Free Receipt   1,100.00        
C981811102   WORTHINGTON INDS INC COM   Acquisitions   2,680.00   (29,281.14 )  
C981811102   WORTHINGTON INDS INC COM   Dispositions   (5,600.00 )     49,823.77
S0974042   WPP GROUP ORD 10P   Acquisitions   120.00   (1,110.51 )  
S0974042   WPP GROUP ORD 10P   Dispositions   (1,850.00 )     19,797.29
C982526105   WRIGLEY WM JR CO CAP   Acquisitions   100.00   (4,791.33 )  
C982526105   WRIGLEY WM JR CO CAP   Dispositions   (200.00 )     9,775.67
C982526105   WRIGLEY WM JR CO CAP   Free Receipt   2,900.00        
C983101106   WYNDHAM INTL INC CL A   Acquisitions   13,800.00   (33,826.56 )  
C983101106   WYNDHAM INTL INC CL A   Dispositions   (13,800.00 )     30,634.96
C983882309   XATA CORP COM NEW   Acquisitions   200.00   (769.95 )  
C983882309   XATA CORP COM NEW   Dispositions   (1,100.00 )     4,091.86
C98389B100   XCEL ENERGY INC COM   Acquisitions   3.63   (112.50 )  
C98389B100   XCEL ENERGY INC COM   Dispositions   (18,200.00 )     490,990.48
CG31611109   XCELERA INC   Acquisitions   500.00   (3,154.95 )  
CG31611109   XCELERA INC   Dispositions   (1,000.00 )     7,969.78
CG31611109   XCELERA INC   Free Delivery   (74.00 )      
C984121103   XEROX CORP COM   Acquisitions   40.19   (204.66 )  
C984121103   XEROX CORP COM   Dispositions   (2,760.00 )     22,824.43
C983919101   XILINX INC COM   Acquisitions   40.00   (1,659.15 )  
C983919101   XILINX INC COM   Dispositions   (6,000.00 )     303,796.27
C983919101   XILINX INC COM   Free Delivery   (500.00 )      
C983759101   XM SATELLITE RADIO HLDGS INC CL A   Acquisitions   100.00   (764.95 )  
C983759101   XM SATELLITE RADIO HLDGS INC CL A   Dispositions   (150.00 )     1,192.50
C983764101   XO COMMUNICATIONS INC CL A   Acquisitions   50.00   (125.95 )  
C983764101   XO COMMUNICATIONS INC CL A   Dispositions   (4,870.00 )     79,632.55
CG9825R107   XOMA CORP COM BERMUDA   Acquisitions   300.00   (5,119.95 )  
CG9825R107   XOMA CORP COM BERMUDA   Dispositions   (300.00 )     3,789.92
C98385X106   XTO ENERGY INC COM   Acquisitions   90.00   (1,628.14 )  
C98385X106   XTO ENERGY INC COM   Dispositions   (13,300.00 )     201,288.78
C98385X106   XTO ENERGY INC COM   Free Receipt   15,700.00        
C984332106   YAHOO INC COM   Acquisitions   75.00   (1,140.89 )  
C984332106   YAHOO INC COM   Dispositions   (14,000.00 )     381,856.87
C984332106   YAHOO INC COM   Free Delivery   (120.00 )      
S6985264   YAMAHA MOTOR CO JPY50   Acquisitions   2,000.00   (13,321.23 )  
S6985264   YAMAHA MOTOR CO JPY50   Dispositions   (4,000.00 )     33,058.60
C984757104   YANKEE CANDLE CO COM ISIN US9847571042   Acquisitions   300.00   (5,228.95 )  
C984757104   YANKEE CANDLE CO COM ISIN US9847571042   Dispositions   (300.00 )     5,087.87
C985509108   YELLOW CORP COM   Acquisitions   10.00   (246.95 )  
C985509108   YELLOW CORP COM   Dispositions   (8,500.00 )     152,201.02
C987413101   YOUBET COM INC   Acquisitions   3,000.00   (3,690.00 )  
C987413101   YOUBET COM INC   Dispositions   (3,000.00 )     3,209.88
C988858106   ZALE CORP NEW COM STK   Acquisitions   460.00   (15,617.00 )  
C988858106   ZALE CORP NEW COM STK   Dispositions   (15,060.00 )     461,698.57
S2597102   ZARLINK SEMICONDUC COM NPV   Free Delivery   (7,900.00 )      
S2597102   ZARLINK SEMICONDUC COM NPV   Free Receipt   7,900.00        
S004832U   ZARLINK SEMICONDUCTOR INC COM   Free Delivery   (7,900.00 )      
S004832U   ZARLINK SEMICONDUCTOR INC COM   Free Receipt   7,900.00        
C989207105   ZEBRA TECHNOLOGIES CORP CL A   Acquisitions   200.00   (10,729.00 )  
C989207105   ZEBRA TECHNOLOGIES CORP CL A   Dispositions   (5,300.00 )     206,693.11
C98956P102   ZIMMER HLDGS INC COM   Acquisitions   150.00   (4,252.45 )  
C98956P102   ZIMMER HLDGS INC COM   Dispositions   (2,000.00 )     60,417.58
C98956P102   ZIMMER HLDGS INC COM   Free Receipt   4,900.00        
C989701107   ZIONS BANCORP COM   Acquisitions   2,080.00   (113,959.87 )  
C989701107   ZIONS BANCORP COM   Dispositions   (11,770.00 )     678,635.57
C989929104   ZOMAX INC COM   Acquisitions   500.00   (2,694.97 )  
C989929104   ZOMAX INC COM   Dispositions   (2,100.00 )     11,507.61
C989929104   ZOMAX INC COM   Free Delivery   (5,000.00 )      
C98975F101   ZORAN CORP COM   Acquisitions   100.00   (1,942.95 )  
C98975F101   ZORAN CORP COM   Dispositions   (17,800.00 )     278,991.45

S5983816   ZURICH FIN SVS GRP CHF10   Acquisitions   120.00   (35,208.17 )  
S5983816   ZURICH FIN SVS GRP CHF10   Dispositions   (120.00 )     69,604.84
C989855101   ZYGO CORP COM   Acquisitions   12,200.00   (231,800.00 )  
C989855101   ZYGO CORP COM   Dispositions   (6,100.00 )     177,364.39